0001752724-22-042992.txt : 20220224
0001752724-22-042992.hdr.sgml : 20220224
20220224130956
ACCESSION NUMBER: 0001752724-22-042992
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220224
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SOURCE CAPITAL INC /DE/
CENTRAL INDEX KEY: 0000091847
IRS NUMBER: 941679410
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-01731
FILM NUMBER: 22669191
BUSINESS ADDRESS:
STREET 1: 11601 WILSHIRE BOULEVARD
STREET 2: SUITE 1200
CITY: LOS ANGELES
STATE: CA
ZIP: 90025
BUSINESS PHONE: 310-473-0225
MAIL ADDRESS:
STREET 1: 11601 WILSHIRE BOULEVARD
STREET 2: SUITE 1200
CITY: LOS ANGELES
STATE: CA
ZIP: 90025
FORMER COMPANY:
FORMER CONFORMED NAME: SMC INVESTMENT CORP
DATE OF NAME CHANGE: 19721123
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000091847
XXXXXXXX
SOURCE CAPITAL INC /DE/
811-01731
0000091847
549300SKP40828EGYZ60
11601 WILSHIRE BOULEVARD
SUITE 1200
LOS ANGELES
90025
310-473-0225
SOURCE CAPITAL INC /DE/
549300SKP40828EGYZ60
2021-12-31
2021-12-31
N
424457354.40
41554582.07
382902772.33
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2907785.70000000
0.00000000
0.00000000
1921505.61000000
USD
N
BJ SERVICES TERM LOAN
N/A
BJ SERVICES TERM LOAN
000000000
63696.69000000
PA
USD
60511.86000000
0.015803453088
Long
LON
CORP
US
Y
3
2023-01-03
Variable
8.50000000
N
N
N
N
N
N
Artisan Acquisition Corp
N/A
Artisan Acquisition Corp
000000000
815.00000000
NS
USD
578.65000000
0.000151121914
N/A
DE
KY
N
1
N/A
N/A
Call
Purchased
Artisan Acquisition Corp
Artisan Acquisition Corp
11.50000000
11.50000000
USD
2028-12-31
XXXX
-109.29000000
N
N
N
Lead Edge Growth Opportunities Ltd
N/A
Lead Edge Growth Opportunities Ltd
000000000
8532.00000000
NS
USD
85490.64000000
0.022326983813
Long
EC
CORP
KY
N
1
N
N
N
J.C. Penney Corporation, Inc.
8TDNUQ07MEFMWW1VHP39
J.C. Penney Corporation, Inc. 2016 Term Loan B
46611NAJ2
471316.55000000
PA
USD
47.13000000
0.000012308607
Long
LON
CORP
US
Y
2
2023-06-23
Variable
1.00000000
N
N
N
N
N
N
ESM Acquisition Corp
N/A
ESM Acquisition Corp
000000000
12.00000000
NS
USD
119.16000000
0.000031120171
Long
EC
CORP
KY
N
1
N
N
N
Open Text Corp
549300HP7ONDQODZJV16
Open Text Corp
683715106
52709.00000000
NS
USD
2502623.32000000
0.653592374056
Long
EC
CORP
CA
N
1
N
N
N
MB2LTL TERM LOAN
N/A
MB2LTL TERM LOAN
000000000
184000.00000000
PA
USD
184069.92000000
0.048072234860
Long
LON
CORP
US
Y
3
2023-11-30
Variable
10.25000000
N
N
N
N
N
N
VIKING ACQ 1 AS
N/A
VIKING ACQ 1 AS
000000000
562500.00000000
NS
425815.16000000
0.111207123784
N/A
DE
NO
N
3
N/A
N/A
Call
Purchased
VIKING ACQ 1 ASA
VIKING ACQ 1 ASA
1.00000000
1.00000000
NOK
2026-05-31
XXXX
-21686.45000000
N
N
N
Mason Industrial Technology Inc
N/A
Mason Industrial Technology Inc
57520Y205
57779.00000000
NS
USD
573167.68000000
0.149690135830
Long
EC
CORP
US
N
1
N
N
N
Ivy Hill Middle Market Credit Fund Ltd
5493003XZKSFJKWICW70
IVY Hill Middle Market Credit Fund XII Ltd
46600DAE8
814000.00000000
PA
USD
797650.81000000
0.208316801977
Long
ABS-CBDO
CORP
KY
N
2
2033-07-20
Floating
8.30200000
N
N
N
N
N
N
STEENBOK LUX FINCO 2 SARL
N/A
Steenbok Lux Finco 2 SARL EUR 1st Lien Fixed Rate Term Loan A1
000000000
670502.39000000
PA
761458.29000000
0.198864658348
Long
LON
CORP
LU
Y
2
2022-12-29
Variable
7.87500000
N
N
N
N
N
N
Flutter Entertainment PLC
635400EG4YIJLJMZJ782
Flutter Entertainment PLC
000000000
6616.00000000
NS
1053118.17000000
0.275035399611
Long
EC
CORP
IE
N
1
N
N
N
Golden Arrow Merger Corp
N/A
Golden Arrow Merger Corp
380799205
78438.00000000
NS
USD
768692.40000000
0.200753939524
Long
EC
CORP
US
N
1
N
N
N
Apollo Strategic Growth Capital II
N/A
Apollo Strategic Growth Capital II
000000000
15782.00000000
NS
USD
157188.72000000
0.041051862603
Long
EC
CORP
KY
N
1
N
N
N
MCDERMOTT INTL LTD
N/A
MCDERMOTT INTL LTD
58004K109
1085196.00000000
NS
USD
444930.36000000
0.116199304928
Long
EC
CORP
BM
N
1
N
N
N
Golub Capital Partners Funding
N/A
Golub Capital Partners ABS Funding 2019-1 Ltd
38178XAC7
3377000.00000000
PA
USD
3350794.14000000
0.875103128559
Long
ABS-O
CORP
US
N
2
2029-10-19
Fixed
3.99400000
N
N
N
N
N
N
Barings Middle Market CLO Ltd.
549300NSFWDKJE15UK02
Barings Middle Market CLO Ltd 2021-I
06761EAA3
1040000.00000000
PA
USD
1019131.36000000
0.266159305611
Long
ABS-CBDO
CORP
KY
N
2
2033-07-20
Floating
8.79900000
N
N
N
N
N
N
Frontier Communications Corp.
N/A
Frontier Communications Corp. 2021 DIP Term Loan B
35906EAQ3
1259482.50000000
PA
USD
1257127.27000000
0.328315008624
Long
LON
CORP
US
Y
2
2028-05-01
Variable
4.50000000
N
N
N
N
N
N
AIR CANADA 2020-1C PTT
N/A
Air Canada 2020-1 Class C Pass Through Trust
008911BD0
2643000.00000000
PA
USD
3234155.05000000
0.844641325086
Long
DBT
CORP
CA
N
2
2026-07-15
Fixed
10.50000000
N
N
N
N
N
N
Avanti Acquisition Corp
549300N1STADABPJNC94
Avanti Acquisition Corp
000000000
179000.00000000
NS
USD
1807900.00000000
0.472156414276
Long
EC
CORP
KY
N
1
N
N
N
ABPCI Direct Lending Fund CLO Ltd
N/A
ABPCI Direct Lending Fund CLO II LLC
000840AC2
2942000.00000000
PA
USD
2820286.52000000
0.736554217886
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
7.73200000
N
N
N
N
N
N
ABG Intermediate Holdings 2 LLC
54930020NXD0RJB64985
ABG Intermediate Holdings 2 LLC 2021 Term Loan B
00076VAW0
1687208.43000000
PA
USD
1680172.77000000
0.438798799960
Long
LON
CORP
US
Y
2
2024-09-29
Variable
4.00000000
N
N
N
N
N
N
GX Acquisition Corp II
N/A
GX Acquisition Corp II
36260F105
49428.00000000
NS
USD
479945.88000000
0.125344059819
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
168356.00000000
NS
USD
8077720.88000000
2.109601043326
Long
EC
CORP
US
N
1
N
N
N
Bear Stearns Commercial Mortgage Securities Trust
N/A
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7
07383F4C9
27189.86000000
PA
USD
27178.47000000
0.007098008153
Long
ABS-MBS
CORP
US
N
2
2041-02-11
Variable
5.21400000
N
N
N
N
N
N
Flame Acquisition Corp
N/A
Flame Acquisition Corp
33850F207
78434.00000000
NS
USD
782771.32000000
0.204430831157
Long
EC
CORP
US
N
1
N
N
N
Atlantic Coastal Acquisition Corp
549300DD1GOILOBIY455
Atlantic Coastal Acquisition Corp
048453112
31363.00000000
NS
USD
19448.20000000
0.005079148391
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Atlantic Coastal Acquisition Corp
Atlantic Coastal Acquisition Corp
11.50000000
11.50000000
USD
2027-12-31
XXXX
-10022.38000000
N
N
N
SILVERPEAK CREDIT OPPORTUNITIE
N/A
SILVERPEAK CREDIT OPPORTUNITIE ONSHORE FUND LP
000000000
34745.08300000
NS
USD
3112322.98000000
0.812823307875
Long
EC
CORP
US
N
3
N
N
N
VIKING ACQ 1 ASA
N/A
VIKING ACQ 1 ASA
000000000
1125000.00000000
NS
851643.10000000
0.222417585231
Long
EC
CORP
NO
N
3
N
N
N
ESCROW ALTEGRITY INC
N/A
ESCROW ALTEGRITY INC
021ESC017
142220.00000000
NS
USD
843364.60000000
0.220255548129
Long
EC
CORP
US
Y
2
N
N
N
Ares Acquisition Corp
N/A
Ares Acquisition Corp
000000000
37713.00000000
NS
USD
374490.09000000
0.097802919451
Long
EC
CORP
KY
N
1
N
N
N
MCDERMOTT LC
N/A
MCDERMOTT LC
000000000
1259105.93000000
PA
USD
667326.14000000
0.174280832687
Long
DBT
CORP
US
Y
3
2025-12-31
Variable
4.13100000
N
N
N
N
N
N
FTAC Hera Acquisition Corp
N/A
FTAC Hera Acquisition Corp
000000000
9486.00000000
NS
USD
94480.56000000
0.024674817428
Long
EC
CORP
KY
N
1
N
N
N
Northern Star Investment Corp III
N/A
Northern Star Investment Corp III
66574L209
41998.00000000
NS
USD
416830.15000000
0.108860572479
Long
EC
CORP
US
N
1
N
N
N
Elm Trust
N/A
Elm 2020-3 Trust
289338AC9
271000.00000000
PA
USD
267507.60000000
0.069863061678
Long
ABS-O
CORP
US
N
2
2029-08-20
Fixed
4.48100000
N
N
N
N
N
N
Landcadia Holdings IV Inc
N/A
Landcadia Holdings IV Inc
51477A203
94488.00000000
NS
USD
944880.00000000
0.246767604802
Long
EC
CORP
US
N
1
N
N
N
Capstone Acquisition Holdings, Inc.
N/A
Capstone Acquisition Holdings, Inc. 2020 Delayed Draw Term Loan
000000000
398617.80000000
PA
USD
397621.26000000
0.103843922983
Long
LON
CORP
US
Y
2
2027-11-12
Variable
2.20300000
N
N
N
N
N
N
Angel Pond Holdings Corp
N/A
Angel Pond Holdings Corp
000000000
72045.00000000
NS
USD
711804.60000000
0.185896956469
Long
EC
CORP
KY
N
1
N
N
N
Holcim Ltd
529900EHPFPYHV6IQO98
Holcim Ltd
000000000
192651.00000000
NS
9833404.31000000
2.568120426541
Long
EC
CORP
CH
N
1
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc
90353T100
20960.00000000
NS
USD
878852.80000000
0.229523749502
Long
EC
CORP
US
N
1
N
N
N
Emerald TopCo Inc
549300HC42NZULO53062
Emerald TopCo Inc Term Loan
29102TAB8
1174000.00000000
PA
USD
1167155.58000000
0.304817740779
Long
LON
CORP
US
Y
2
2026-07-24
Variable
1.00000000
N
N
N
N
N
N
Gores Holdings VII Inc
N/A
Gores Holdings VII Inc
38286T200
375.00000000
NS
USD
3746.25000000
0.000978381529
Long
EC
CORP
US
N
1
N
N
N
Parliament CLO Ltd
5493009BTB3REE8RVW84
Parliament Clo II Ltd
701631AD5
1854000.00000000
PA
USD
1853985.17000000
0.484192151108
Long
ABS-CBDO
CORP
KY
N
2
2032-08-20
Floating
3.82500000
N
N
N
N
N
N
Golub Capital Partners Funding
N/A
Golub Capital Partners ABS Funding 2021-1 Ltd
38178HAC2
1444000.00000000
PA
USD
1425492.25000000
0.372285695746
Long
ABS-O
CORP
KY
N
2
2029-04-20
Fixed
3.81600000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
130269.00000000
NS
USD
7866944.91000000
2.054554178892
Long
EC
CORP
US
N
1
N
N
N
RXR Acquisition Corp
N/A
RXR Acquisition Corp
74981W206
750.00000000
NS
USD
7425.00000000
0.001939134562
Long
EC
CORP
US
N
1
N
N
N
Disruptive Acquisition Corp I
N/A
Disruptive Acquisition Corp I
000000000
78438.00000000
NS
USD
769476.78000000
0.200958790482
Long
EC
CORP
KY
N
1
N
N
N
TVEST 2020A, LLC
N/A
TVEST 2020A LLC
90115AAA8
110664.94000000
PA
USD
111228.21000000
0.029048682338
Long
ABS-O
CORP
US
N
2
2032-07-15
Fixed
4.50000000
N
N
N
N
N
N
MSD REAL ESTATE CREDIT OPPS FD
N/A
MSD REAL ESTATE CREDIT OPPS FD
000000000
30000.00000000
NS
USD
3128106.51000000
0.816945380406
Long
EC
CORP
US
Y
3
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
246067.00000000
NS
USD
12384552.11000000
3.234385594713
Long
EC
CORP
US
N
1
N
N
N
EPIC GAMES, INC.
N/A
EPIC GAMES, INC.
000000000
4347.00000000
NS
USD
3847095.00000000
1.004718502451
Long
EC
CORP
US
Y
3
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903202
12502.00000000
NS
USD
2065830.48000000
0.539518287483
Long
EC
CORP
US
N
1
N
N
N
PINEY LAKE OPPS FUND LP
N/A
PINEY LAKE OPPS FUND LP
000000000
30000.00000000
NS
USD
3048948.18000000
0.796272161062
Long
EC
CORP
US
Y
3
N
N
N
Metals Acquisition Corp
N/A
Metals Acquisition Corp
000000000
41269.00000000
NS
USD
406499.65000000
0.106162629099
Long
EC
CORP
KY
N
1
N
N
N
Just Eat Takeaway.com NV
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
000000000
16977.00000000
NS
936843.09000000
0.244668662046
Long
EC
CORP
NL
Y
1
N
N
N
HANJIN INTERNATIONAL
N/A
HANJIN INTERNATIONAL
000000000
1666000.00000000
PA
USD
1672247.50000000
0.436729013431
Long
LON
CORP
US
Y
2
2022-12-23
Variable
5.50000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
2162.00000000
NS
USD
6263400.48000000
1.635767858740
Long
EC
CORP
US
N
1
N
N
N
Agile Growth Corp
N/A
Agile Growth Corp
000000000
73868.00000000
NS
USD
724645.08000000
0.189250413516
Long
EC
CORP
KY
N
1
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
000000000
69686.00000000
NS
76477.17000000
0.019972999812
N/A
DE
CH
N
1
N/A
N/A
Call
Purchased
Cie Financiere Richemont SA
Cie Financiere Richemont SA
67.00000000
67.00000000
CHF
2023-11-22
XXXX
76477.17000000
N
N
N
Nexon Co Ltd
5299005SFO0GAJFLKN43
Nexon Co Ltd
000000000
144281.00000000
NS
2789541.37000000
0.728524725226
Long
EC
CORP
JP
N
1
N
N
N
Prosper Marketplace Issuance Trust
N/A
PROP SERIES 2017 1A
000000000
494075.14000000
PA
USD
461433.66000000
0.120509354683
Long
ABS-O
CORP
US
N
3
2042-03-15
Fixed
5.30000000
N
N
N
N
N
N
SILVERPEAK SPECIAL SITUATIONS
N/A
SILVERPEAK SPECIAL SITUATIONS LENDING ONSHORE FUND LP
000000000
48500.00000000
NS
USD
4816360.01000000
1.257854567281
Long
EC
CORP
US
Y
3
N
N
N
Ivy Hill Middle Market Credit Fund Ltd
549300UJCX58VC2FZI80
Ivy Hill Middle Market Credit Fund IX Ltd
46603BAS8
630000.00000000
PA
USD
615697.11000000
0.160797245278
Long
ABS-CBDO
CORP
KY
N
2
2030-01-18
Floating
2.47200000
N
N
N
N
N
N
CLOVER PRIVATE CREDIT OPPORTUN
N/A
CLOVER PRIVATE CREDIT OPPORTUN
000000000
60000.00000000
NS
USD
6000000.00000000
1.566977424448
Long
EC
CORP
US
Y
3
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
15065.00000000
NS
USD
3431505.70000000
0.896181993961
Long
EC
CORP
NL
N
1
N
N
N
Pine Technology Acquisition Corp
N/A
Pine Technology Acquisition Corp
722850112
24500.00000000
NS
USD
13965.00000000
0.003647139955
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Pine Technology Acquisition Corp
Pine Technology Acquisition Corp
11.50000000
11.50000000
USD
2028-03-31
XXXX
525.79000000
N
N
N
Artisan Acquisition Corp
N/A
Artisan Acquisition Corp
000000000
2447.00000000
NS
USD
24249.77000000
0.006333140356
Long
EC
CORP
KY
N
1
N
N
N
Forest Road Acquisition Corp II
N/A
Forest Road Acquisition Corp II
34619V202
94701.00000000
NS
USD
938581.61000000
0.245122698978
Long
EC
CORP
US
N
1
N
N
N
Peridot Acquisition Corp II
N/A
Peridot Acquisition Corp II
000000000
44467.00000000
NS
USD
441557.31000000
0.115318389395
Long
EC
CORP
KY
N
1
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL2 LLC
91822YAA8
1165385.85000000
PA
USD
1164876.93000000
0.304222641928
Long
ABS-MBS
CORP
US
N
2
2051-03-27
Variable
2.11500000
N
N
N
N
N
N
Haymaker Acquisition Corp III
N/A
Haymaker Acquisition Corp III
42087R108
558.00000000
NS
USD
5485.14000000
0.001432515091
Long
EC
CORP
US
N
1
N
N
N
African Gold Acquisition Corp
N/A
African Gold Acquisition Corp
000000000
13383.00000000
NS
USD
134900.64000000
0.035231042903
Long
EC
CORP
KY
N
1
N
N
N
TLG Acquisition One Corp
N/A
TLG Acquisition One Corp
87257M207
94701.00000000
NS
USD
937539.90000000
0.244850642970
Long
EC
CORP
US
N
1
N
N
N
Polaris Newco LLC
549300F7JH48O4IYRX29
Polaris Newco LLC USD Term Loan B
73108RAB4
1163085.00000000
PA
USD
1162363.89000000
0.303566329104
Long
LON
CORP
US
Y
2
2028-06-02
Variable
4.50000000
N
N
N
N
N
N
Digital Transformation Opportunities Corp
N/A
Digital Transformation Opportunities Corp
25401K206
5496.00000000
NS
USD
54465.36000000
0.014224331589
Long
EC
CORP
US
N
1
N
N
N
Applied Systems, Inc.
549300NSKGF0SY5SWQ62
Applied Systems, Inc. 2017 1st Lien Term Loan
03827FAX9
716000.00000000
PA
USD
714031.00000000
0.186478409559
Long
LON
CORP
US
Y
2
2024-09-19
Variable
3.75000000
N
N
N
N
N
N
Ross Acquisition Corp II
N/A
Ross Acquisition Corp II
000000000
17636.00000000
NS
USD
176712.72000000
0.046150807142
Long
EC
CORP
KY
N
1
N
N
N
TCP Whitney CLO LTD
549300HQR4ENRKHLM113
TCP Whitney CLO Ltd
87240GAG6
1571000.00000000
PA
USD
1538684.53000000
0.401847320309
Long
ABS-CBDO
CORP
KY
N
2
2033-08-20
Floating
8.30200000
N
N
N
N
N
N
Colonnade Acquisition Corp II
N/A
Colonnade Acquisition Corp II
000000000
78438.00000000
NS
USD
774967.44000000
0.202392747193
Long
EC
CORP
KY
N
1
N
N
N
Cologix Data Centers Issuer LLC
N/A
Cologix Data Centers US Issuer LLC
19521UAE3
1765000.00000000
PA
USD
1785408.70000000
0.466282521052
Long
ABS-O
CORP
US
N
2
2051-12-26
Fixed
5.99000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAQ8
1311000.00000000
PA
USD
1298714.62000000
0.339176081723
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
2.51000000
N
N
N
N
N
N
Monroe Capital ABS Funding LTD
N/A
Monroe Capital ABS Funding 2021-1 Ltd
610331AC4
872000.00000000
PA
USD
857313.78000000
0.223898556488
Long
ABS-CBDO
CORP
KY
N
2
2031-04-22
Fixed
3.90800000
N
N
N
N
N
N
QBS Parent, Inc.
N/A
QBS Parent, Inc. 2018 1st Lien Term Loan
74738AAB7
1964556.97000000
PA
USD
1910531.65000000
0.498959994040
Long
LON
CORP
US
Y
2
2025-09-22
Variable
4.47400000
N
N
N
N
N
N
Packers Holdings, LLC
549300X0L6OJNRPME518
Packers Holdings, LLC 2021 Term Loan
69519UAF9
1184146.18000000
PA
USD
1175265.08000000
0.306935641350
Long
LON
CORP
US
Y
2
2028-03-09
Variable
4.00000000
N
N
N
N
N
N
InterPrivate IV InfraTech Partners Inc
N/A
InterPrivate IV InfraTech Partners Inc
46064T201
65644.00000000
NS
USD
646593.40000000
0.168866210099
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
1639.00000000
NS
USD
4742594.01000000
1.238589624499
Long
EC
CORP
US
N
1
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
000000000
23758.00000000
NS
3570739.79000000
0.932544773251
Long
EC
CORP
CH
N
1
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABE7
453000.00000000
PA
USD
479047.50000000
0.125109436289
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Nomura Resecuritization Trust
N/A
Nomura Resecuritization Trust 2016-1R
65542EAK3
23392.32000000
PA
USD
23521.47000000
0.006142935413
Long
ABS-MBS
CORP
US
N
2
2036-09-28
Variable
5.00000000
N
N
N
N
N
N
Haymaker Acquisition Corp III
N/A
Haymaker Acquisition Corp III
42087R116
139.48100000
NS
USD
100.43000000
0.000026228590
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Haymaker Acquisition Corp III
Haymaker Acquisition Corp III
11.50000000
11.50000000
USD
2027-02-12
XXXX
3.19000000
N
N
N
Diamond Issuer LLC
N/A
Diamond Issuer
25267TAS0
1000000.00000000
PA
USD
994191.80000000
0.259646017695
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
3.78700000
N
N
N
N
N
N
Orion Acquisition Corp
N/A
Orion Acquisition Corp
68626A207
19230.00000000
NS
USD
189415.50000000
0.049468302056
Long
EC
CORP
US
N
1
N
N
N
Macondray Capital Acquisition Corp I
N/A
Macondray Capital Acquisition Corp I
000000000
78771.00000000
NS
USD
785346.87000000
0.205103469275
Long
EC
CORP
KY
N
1
N
N
N
Mission Advancement Corp
N/A
Mission Advancement Corp
60501L200
46588.00000000
NS
USD
461221.20000000
0.120453868012
Long
EC
CORP
US
N
1
N
N
N
Gulfport Energy Corp
254900DJRGZBUZ3F5038
Gulfport Energy Corp
402635502
9264.00000000
NS
USD
667285.92000000
0.174270328715
Long
EC
CORP
US
N
1
N
N
N
Windstream Services, LLC
549300KT9GVEBYCD2N29
Windstream Services, LLC 2020 Exit Term Loan B
97381JAE3
257057.76000000
PA
USD
257700.40000000
0.067301784845
Long
LON
CORP
US
Y
2
2027-09-21
Variable
7.25000000
N
N
N
N
N
N
POST ROAD SPEC OPP FUND II LP
N/A
POST ROAD SPEC OPP FUND II LP
000000000
18000.00000000
NS
USD
1848344.94000000
0.482719132262
Long
EC
CORP
US
Y
3
N
N
N
JDE Peet's NV
724500EHG519SE5ZRT89
JDE Peet's NV
000000000
141142.00000000
NS
4354702.06000000
1.137286636370
Long
EC
CORP
NL
N
1
N
N
N
METRO PARTNERS FUND VII, LP
N/A
METRO PARTNERS FUND VII, LP
000000000
80000.00000000
NS
USD
8202184.80000000
2.142106402126
Long
EC
CORP
US
Y
3
N
N
N
Fusion Acquisition Corp II
N/A
Fusion Acquisition Corp II
36118N201
13221.00000000
NS
USD
130821.80000000
0.034165801204
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
81076.00000000
NS
USD
5393986.28000000
1.408709121424
Long
EC
CORP
US
N
1
N
N
N
MIDCAP FINANCIAL ISSR TR
N/A
Midcap Financial Issuer Trust
59567LAA2
3466000.00000000
PA
USD
3621970.00000000
0.945924203671
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.50000000
N
N
N
N
N
N
Pine Technology Acquisition Corp
N/A
Pine Technology Acquisition Corp
722850104
73500.00000000
NS
USD
723240.00000000
0.188883458743
Long
EC
CORP
US
N
1
N
N
N
Pershing Square Tontine Holdings Ltd
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings Ltd
71531R109
14610.00000000
NS
USD
288109.20000000
0.075243435362
Long
EC
CORP
US
N
1
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
000000000
71232.00000000
NS
1320946.61000000
0.344982252795
Long
EC
CORP
KY
N
1
N
N
N
COPPER EARNOUT TR
N/A
COPPER EARNOUT TR
21751C209
2141.00000000
NS
USD
25156.75000000
0.006570009887
Long
EC
CORP
US
Y
3
N
N
N
Glenfarne Merger Corp
N/A
Glenfarne Merger Corp
378579205
78770.00000000
NS
USD
781398.40000000
0.204072275383
Long
EC
CORP
US
N
1
N
N
N
MCDERMOTT SENIOR EXIT LC
N/A
MCDERMOTT SENIOR EXIT LC
000000000
-744661.57000000
PA
USD
-349990.94000000
-0.09140465029
Short
DBT
CORP
US
N
3
2024-06-30
None
0.00000000
N
N
N
N
N
N
Monument Circle Acquisition Corp
N/A
Monument Circle Acquisition Corp
61531M200
5326.00000000
NS
USD
52780.66000000
0.013784350444
Long
EC
CORP
US
N
1
N
N
N
Cimpress Public Limited Company
549300IW5HMWD8APDH34
Cimpress Public Limited Company USD Term Loan B
000000000
1003955.00000000
PA
USD
1002700.06000000
0.261868059585
Long
LON
CORP
US
Y
2
2028-05-17
Variable
4.00000000
N
N
N
N
N
N
ESC GCB GULFPORT ENERG
N/A
ESC GCB GULFPORT ENERG
402ESCAS6
162000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2025-05-15
None
0.00000000
Y
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
18899.00000000
NS
USD
12575583.59000000
3.284275930799
Long
EC
CORP
US
N
1
N
N
N
Queen's Gambit Growth Capital
N/A
Queen's Gambit Growth Capital
000000000
2126.00000000
NS
USD
1361.07000000
0.000355460993
N/A
DE
KY
N
1
N/A
N/A
Call
Purchased
Queen's Gambit Growth Capital
Queen's Gambit Growth Capital
11.50000000
11.50000000
USD
2027-12-31
XXXX
-1130.90000000
N
N
N
ESC CB GULFPORT ENERGY
N/A
ESC CB GULFPORT ENERGY
402ESCAP2
171000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2023-05-01
None
0.00000000
Y
N
N
N
N
N
VCP RRL ABS I, Ltd
N/A
VCP RRL ABS I Ltd
92243RAE4
1833000.00000000
PA
USD
1814202.59000000
0.473802416984
Long
ABS-O
CORP
US
N
2
2031-10-20
Fixed
5.42500000
N
N
N
N
N
N
PAR PETRO LLC / FIN CORP
N/A
Par Petroleum LLC / Par Petroleum Finance Corp
69889MAB8
1300000.00000000
PA
USD
1430000.00000000
0.373462952826
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
12.87500000
N
N
N
N
N
N
Golub Capital Partners Funding
N/A
Golub Capital Partners ABS Funding 2020-1 Ltd
38177UAC4
1620000.00000000
PA
USD
1618188.84000000
0.422610896795
Long
ABS-CBDO
CORP
KY
N
2
2029-01-22
Fixed
4.49600000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AZ5
351206.00000000
PA
USD
395106.75000000
0.103187226249
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
Global Partner Acquisition Corp II
N/A
Global Partner Acquisition Corp II
000000000
29450.00000000
NS
USD
290082.50000000
0.075758788121
Long
EC
CORP
KY
N
1
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331C108
114773.00000000
NS
USD
1393344.22000000
0.363889822871
Long
EC
CORP
US
N
1
N
N
N
Plum Acquisition Corp I
N/A
Plum Acquisition Corp I
000000000
73975.00000000
NS
USD
719776.75000000
0.187978986315
Long
EC
CORP
KY
N
1
N
N
N
Hotwire Funding LLC
N/A
Hotwire Funding LLC
44148JAC3
750000.00000000
PA
USD
744619.43000000
0.194466972769
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
4.45900000
N
N
N
N
N
N
Atlantic Coastal Acquisition Corp
549300DD1GOILOBIY455
Atlantic Coastal Acquisition Corp
048453104
94089.00000000
NS
USD
918308.64000000
0.239828151259
Long
EC
CORP
US
N
1
N
N
N
BigBear.ai Holdings Inc
549300XGCF2ELN28CS63
BigBear.ai Holdings Inc
08975B117
20278.00000000
NS
USD
16425.18000000
0.004289647708
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
BigBear.ai Holdings Inc
BigBear.ai Holdings Inc
1.00000000
11.50000000
USD
2028-12-31
XXXX
-9168.71000000
N
N
N
Slam Corp
N/A
Slam Corp
000000000
54472.00000000
NS
USD
538183.36000000
0.140553529222
Long
EC
CORP
KY
N
1
N
N
N
LG Corp
N/A
LG Corp
000000000
60228.00000000
NS
4098797.22000000
1.070453785188
Long
EC
CORP
KR
N
1
N
N
N
COVA Acquisition Corp
N/A
COVA Acquisition Corp
000000000
25443.00000000
NS
USD
254430.00000000
0.066447677683
Long
EC
CORP
KY
N
1
N
N
N
GULFPORT ENERGY OP CORP
254900DJRGZBUZ3F5038
Gulfport Energy Corp
402635601
21.00000000
PA
USD
11356.59000000
0.002965920024
Long
DBT
CORP
US
N
3
2022-01-31
Fixed
10.00000000
N
N
Y
N
N
Gulfport Energy Corp
Gulfport Energy Corp
USD
XXXX
N
N
N
Gores Technology Partners II Inc
N/A
Gores Technology Partners II Inc
38287L206
495.00000000
NS
USD
4989.60000000
0.001303098426
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
190941.00000000
NS
USD
3028324.26000000
0.790885958221
Long
EC
CORP
US
N
1
N
N
N
ESC CB GULFPORT ENERGY
N/A
ESC CB GULFPORT ENERGY
402ESCAT4
169000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2026-01-15
None
0.00000000
Y
N
N
N
N
N
Heartland Dental, LLC
5493008FRC0GRKBN1075
Heartland Dental, LLC 2021 Incremental Term Loan
42236WAQ0
1759194.91000000
PA
USD
1754796.92000000
0.458287859688
Long
LON
CORP
US
Y
2
2025-04-30
Variable
4.10400000
N
N
N
N
N
N
Heliogen Inc
N/A
Heliogen Inc
42329E105
19430.00000000
PA
USD
301553.60000000
0.078754613910
Long
EC
CORP
US
N
1
N
N
N
COPPER PPTY CTL PASS THRU TR
N/A
COPPER PPTY CTL PASS THRU TR
217519107
16058.00000000
NS
USD
377363.00000000
0.098553216970
Long
STIV
CORP
US
Y
3
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
46939.00000000
NS
3929445.66000000
1.026225439969
Long
EC
CORP
NL
N
1
N
N
N
Diamond Infrastructure Funding LLC
N/A
Diamond Infrastructure Funding LLC
25265LAE0
384000.00000000
PA
USD
381780.10000000
0.099706799633
Long
ABS-O
CORP
US
N
2
2049-04-15
Fixed
3.47500000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932107
103980.00000000
NS
USD
4324528.20000000
1.129406343465
Long
EC
CORP
US
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
59276.00000000
NS
USD
10418942.52000000
2.721041285911
Long
EC
CORP
US
N
1
N
N
N
Queen's Gambit Growth Capital
N/A
Queen's Gambit Growth Capital
000000000
6380.00000000
NS
USD
63162.00000000
0.016495571347
Long
EC
CORP
KY
N
1
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
15911.00000000
NS
USD
5351664.85000000
1.397656333861
Long
EC
CORP
US
N
1
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCV LLC
92873BAA4
1468928.33000000
PA
USD
1462342.54000000
0.381909624498
Long
ABS-O
CORP
US
N
2
2051-03-27
Variable
2.24000000
N
N
N
N
N
N
Churchill Capital Corp VII
N/A
Churchill Capital Corp VII
17144M201
46921.00000000
NS
USD
470195.34000000
0.122797580476
Long
EC
CORP
US
N
1
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AR9
359000.00000000
PA
USD
373808.75000000
0.097624978718
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.37500000
N
N
N
N
N
N
PHI Group Inc/DE
5493002853B5XXHLIP12
PHI Group Inc/DE
69360B104
57741.00000000
NS
USD
883437.30000000
0.230721050836
Long
EC
CORP
US
Y
3
N
N
N
Gores Holdings VIII Inc
N/A
Gores Holdings VIII Inc
382863108
17956.00000000
NS
USD
183151.20000000
0.047832299276
Long
EC
CORP
US
N
1
N
N
N
Naspers Ltd
21380044BQ8812EEKT59
Naspers Ltd
000000000
13066.00000000
NS
2026931.41000000
0.529359293396
Long
EC
CORP
ZA
N
1
N
N
N
GHX Ultimate Parent Corporation
549300DSS2JT4D8XDT30
GHX Ultimate Parent Corporation 2017 1st Lien Term Loan
36172KAC5
1750870.92000000
PA
USD
1744305.15000000
0.455547798566
Long
LON
CORP
US
Y
2
2024-06-28
Variable
4.25000000
N
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
27776.00000000
NS
USD
8348354.56000000
2.180280521135
Long
EC
CORP
IE
N
1
N
N
N
Broadscale Acquisition Corp
N/A
Broadscale Acquisition Corp
11134Y119
15962.00000000
NS
USD
15004.28000000
0.003918561338
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Broadscale Acquisition Corp
Broadscale Acquisition Corp
11.50000000
11.50000000
USD
2026-02-02
XXXX
-4177.68000000
N
N
N
Ivy Hill Middle Market Credit Fund Ltd
N/A
Ivy Hill Middle Market Credit Fund XVIII Ltd
46600QAA7
3464000.00000000
PA
USD
3381951.70000000
0.883240327412
Long
ABS-CBDO
CORP
KY
N
2
2033-04-22
Floating
7.87800000
N
N
N
N
N
N
PHI GROUP INC DEL
N/A
PHI GROUP INC DEL
693467201
26711.00000000
NS
USD
408678.30000000
0.106731611660
Long
EC
CORP
US
Y
3
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
69924.00000000
NS
USD
11281538.16000000
2.946319268296
Long
EC
CORP
CH
N
1
N
N
N
Lealand Finance Company B.V.
N/A
Lealand Finance Company B.V. 2020 Take Back Term Loan
000000000
1179218.75000000
PA
USD
507064.06000000
0.132426322461
Long
LON
CORP
NL
Y
2
2025-06-30
Variable
4.08700000
N
N
N
N
N
N
Stratim Cloud Acquisition Corp
N/A
Stratim Cloud Acquisition Corp
86309R206
51216.00000000
NS
USD
501916.80000000
0.131082049091
Long
EC
CORP
US
N
1
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
000000000
36756.00000000
NS
2490715.10000000
0.650482388738
Long
EC
CORP
DE
N
1
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
58696.00000000
NS
2772790.26000000
0.724149956691
Long
EC
CORP
JP
N
1
N
N
N
Heliogen Inc
N/A
Heliogen Inc
42329E113
7538.00000000
PA
USD
12814.60000000
0.003346698150
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Heliogen Inc
Heliogen Inc
1.00000000
11.50000000
USD
2026-12-30
XXXX
2074.57000000
N
N
N
Silver Spike Acquisition Corp II
N/A
Silver Spike Acquisition Corp II
000000000
9972.00000000
NS
USD
99221.40000000
0.025912948970
Long
EC
CORP
KY
N
1
N
N
N
NEBARI NAT RES CREDIT FD I LP
N/A
NEBARI NAT RES CREDIT FD I LP
000000000
55000.00000000
NS
USD
4459042.61000000
1.164536517420
Long
EC
CORP
US
Y
3
N
N
N
PetVet Care Centers, LLC
549300V0HK8MSXZNOM91
PetVet Care Centers, LLC 2021 Term Loan B3
70476XAK1
652331.63000000
PA
USD
651516.22000000
0.170151868067
Long
LON
CORP
US
Y
2
2025-02-14
Variable
4.25000000
N
N
N
N
N
N
Samsung C&T Corp
988400GFRE4IDFPE9E64
Samsung C&T Corp
000000000
30300.00000000
NS
3033186.12000000
0.792155695698
Long
EC
CORP
KR
N
1
N
N
N
ABPCI Direct Lending Fund CLO Ltd
N/A
ABPCI Direct Lending Fund CLO I LLC
00086BAC6
2056000.00000000
PA
USD
2012671.86000000
0.525635227907
Long
ABS-CBDO
CORP
KY
N
2
2033-07-20
Floating
8.86200000
N
N
N
N
N
N
MCDERMOTT SUPER SENIOR EXIT LC
N/A
MCDERMOTT SUPER SENIOR EXIT LC 06/24 FIXED 4.75
000000000
7365000.00000000
PA
USD
5707875.00000000
1.490685211096
Long
LON
CORP
US
Y
2
2024-06-30
Variable
0.00000000
N
N
N
N
N
N
Gores Holdings VIII Inc
N/A
Gores Holdings VIII Inc
382863116
2244.50000000
NS
USD
4556.34000000
0.001189946986
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Gores Holdings VIII Inc
Gores Holdings VIII Inc
11.50000000
11.50000000
USD
2027-12-31
XXXX
196.81000000
N
N
N
VCP RRL ABS I, Ltd
N/A
VCP RRL ABS I Ltd
92243RAC8
1467000.00000000
PA
USD
1460599.48000000
0.381454401886
Long
ABS-O
CORP
US
N
2
2031-10-20
Fixed
2.84800000
N
N
N
N
N
N
NATURAL RESRCE PART LP
N/A
Natural Resource Partners LP / NRP Finance Corp
63902MAE8
945000.00000000
PA
USD
959175.00000000
0.250500928515
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
9.12500000
N
N
N
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506101
32254.00000000
NS
USD
4859065.10000000
1.269007552604
Long
EC
CORP
US
N
1
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
000000000
103456.00000000
NS
1577536.33000000
0.411993969226
Long
EC
CORP
KY
N
1
N
N
N
HIG WHITEHORSE DIR LEN 2020 LP
N/A
HIG WHITEHORSE DIR LEN 2020 LP
000000000
55000.00000000
NS
USD
5493044.70000000
1.434579506064
Long
EC
CORP
US
Y
3
N
N
N
Swire Pacific Ltd
549300KZOZHII0DGF611
Swire Pacific Ltd
000000000
378440.00000000
NS
2152447.11000000
0.562139338115
Long
EC
CORP
HK
N
1
N
N
N
SHS MCDERMOTT INTRL
N/A
SHS MCDERMOTT INTRL
58004K208
23285.00000000
NS
USD
9546.85000000
0.002493283070
Long
EC
CORP
BM
N
1
N
N
N
BurTech Acquisition Corp
N/A
BurTech Acquisition Corp
123013203
41173.00000000
NS
USD
412141.73000000
0.107636131097
Long
EC
CORP
US
N
1
N
N
N
BLUE TORCH CRED OPP FUND II LP
N/A
BLUE TORCH CRED OPP FUND II LP
000000000
55000.00000000
NS
USD
5650040.00000000
1.475580854538
Long
EC
CORP
US
Y
3
N
N
N
Tio Tech A
9845003AFE50FBFE3940
Tio Tech A
000000000
22561.00000000
NS
USD
223805.12000000
0.058449595086
Long
EC
CORP
KY
N
1
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
1610939.00000000
NS
8175733.80000000
2.135198382150
Long
EC
CORP
JE
N
1
N
N
N
WINDSTREAM RIGHTS OFFERING
N/A
WINDSTREAM RIGHTS OFFERING
000000000
10312.00000000
NS
USD
149524.00000000
0.039050122068
N/A
DE
US
Y
3
N/A
N/A
Windstream Holdings Inc
Windstream Holdings Inc
2099-12-31
XXXX
-166706.37000000
N
N
N
McDermott Technology Americas Inc
N/A
McDermott Technology Americas Inc 2020 Roll Off Exit LC
000000000
-727579.28000000
PA
USD
-341962.26000000
-0.08930785690
Short
LON
CORP
US
Y
3
2024-06-28
Variable
6.35000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL1 LLC
91790CAA4
372619.92000000
PA
USD
371352.75000000
0.096983562626
Long
ABS-O
CORP
US
N
2
2050-12-26
Variable
2.28900000
N
N
N
N
N
N
Babylon Holdings Ltd/Jersey
549300613X6447C00597
Babylon Holdings Ltd/Jersey
000000000
946.00000000
NS
USD
643.28000000
0.000168000872
N/A
DE
JE
N
1
N/A
N/A
Call
Purchased
Babylon Holdings Ltd/Jersey
Babylon Holdings Ltd/Jersey
1.00000000
1.00000000
USD
2026-10-21
XXXX
-1371.70000000
N
N
N
TCW Special Purpose Acquisition Corp
N/A
TCW Special Purpose Acquisition Corp
87301L205
9056.00000000
NS
USD
89654.40000000
0.023414403467
Long
EC
CORP
US
N
1
N
N
N
Legal Fee Funding
N/A
Legal Fee Funding 2006-1 LLC
524708AA2
248823.53000000
PA
USD
254970.22000000
0.066588763107
Long
ABS-O
CORP
US
N
2
2036-07-20
Fixed
8.00000000
N
N
N
N
N
N
TIDEWATER INC
2549000JA5GRUPLMUH98
Tidewater Inc
000000000
9600000.00000000
PA
USD
9600000.00000000
2.507163879118
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
8.50000000
N
N
N
N
N
N
MCDERMOTT PREF SHARE MDR
N/A
MCDERMOTT PREF SHARE MDR
000000000
711.08500000
NS
USD
426651.00000000
0.111425414186
Long
EP
CORP
US
Y
3
N
N
N
VCP CLO II Ltd
N/A
VCP CLO II Ltd
91824EAA0
4421000.00000000
PA
USD
4311491.83000000
1.126001727217
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
8.52400000
N
N
N
N
N
N
Lealand Finance Company B.V.
N/A
Lealand Finance Company B.V. 2020 Make Whole Term Loan
000000000
141919.05000000
PA
USD
80893.86000000
0.021126475399
Long
LON
CORP
NL
Y
2
2024-06-30
Variable
3.09000000
N
N
N
N
N
N
Mediaco TL 11/24 Var
N/A
Mediaco TL 11/24 Var
000000000
3562439.16000000
PA
USD
3313068.42000000
0.865250569965
Long
LON
CORP
US
Y
3
2024-11-25
Variable
9.40000000
N
N
N
N
N
N
MSD PRIVATE CREDIT OPP FD 2 LP
N/A
MSD PRIVATE CREDIT OPP FD 2 LP
000000000
80000.00000000
NS
USD
8136310.64000000
2.124902515197
Long
EC
CORP
US
Y
3
N
N
N
CD&R SMOKEY BUYER INC
N/A
CD&R Smokey Buyer Inc
12510CAA9
385000.00000000
PA
USD
404731.25000000
0.105700788619
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201108
164660.00000000
NS
USD
5241127.80000000
1.368788156875
Long
EC
CORP
US
N
1
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT C LLC
91835DAA9
1232505.48000000
PA
USD
1227602.08000000
0.320604124261
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
1.99200000
N
N
N
N
N
N
GX Acquisition Corp II
N/A
GX Acquisition Corp II
36260F113
16475.97600000
NS
USD
8237.99000000
0.002151457392
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
GX Acquisition Corp II
GX Acquisition Corp II
11.50000000
11.50000000
USD
2028-12-31
XXXX
-587.52000000
N
N
N
A10 Securitization
N/A
A10 Bridge Asset Financing 2020-C LLC
66981EAA1
136082.57000000
PA
USD
136292.41000000
0.035594521598
Long
ABS-CBDO
CORP
US
N
2
2040-08-15
Fixed
2.02100000
N
N
N
N
N
N
Polyconcept Investments B.V.
549300WD5JEKCROPPM83
Polyconcept Investments B.V. USD 2016 Term Loan B
73172NAB4
589260.84000000
PA
USD
586314.54000000
0.153123607967
Long
LON
CORP
US
Y
2
2023-08-16
Variable
5.50000000
N
N
N
N
N
N
Mcdermott International Ltd
54930004RAXI4B3L4752
Mcdermott International Ltd
000000000
503259.00000000
NS
USD
206336.19000000
0.053887358596
Long
EC
CORP
BM
Y
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
6973.00000000
NS
USD
4546186.81000000
1.187295349766
Long
EC
CORP
US
N
1
N
N
N
LEALAND FIN CO BV ROLL OFF LC
N/A
LEALAND FIN CO BV ROLL OFF LC
000000000
-228966.50000000
PA
USD
-107614.26000000
-0.02810485266
Short
DBT
CORP
US
Y
3
2023-05-10
None
0.00000000
N
N
N
N
N
N
Kismet Acquisition Three Corp
N/A
Kismet Acquisition Three Corp
000000000
78438.00000000
NS
USD
768692.40000000
0.200753939524
Long
EC
CORP
KY
N
1
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2018 Term Loan B7
04649VAW0
2362816.19000000
PA
USD
2351994.49000000
0.614253711376
Long
LON
CORP
US
Y
2
2024-11-03
Variable
3.10400000
N
N
N
N
N
N
Northern Star Investment Corp IV
N/A
Northern Star Investment Corp IV
66575B200
32445.00000000
NS
USD
321529.95000000
0.083971695489
Long
EC
CORP
US
N
1
N
N
N
Virgin Orbit Holdings Inc
N/A
Virgin Orbit Holdings Inc
92771A119
7210.00000000
NS
USD
10094.00000000
0.002636178353
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Virgin Orbit Holdings Inc
Virgin Orbit Holdings Inc
1.00000000
1.00000000
USD
2026-12-29
XXXX
-243.61000000
N
N
N
Accelerate Acquisition Corp
N/A
Accelerate Acquisition Corp
00439D201
139.00000000
NS
USD
1385.83000000
0.000361927387
Long
EC
CORP
US
N
1
N
N
N
Groupe Bruxelles Lambert SA
549300KV0ZEHT2KVU152
Groupe Bruxelles Lambert SA
000000000
71706.00000000
NS
8013512.81000000
2.092832277300
Long
EC
CORP
BE
N
1
N
N
N
Lazard Growth Acquisition Corp I
N/A
Lazard Growth Acquisition Corp I
000000000
2856.00000000
NS
USD
28245.84000000
0.007376765602
Long
EC
CORP
KY
N
1
N
N
N
Entain PLC
213800GNI3K45LQR8L28
Entain PLC
000000000
55669.00000000
NS
1268153.50000000
0.331194650872
Long
EC
CORP
IM
N
1
N
N
N
AXIOM GLOBAL INC
549300W2I02HCGWMMJ20
AXIOM GLOBAL INC
05464KAC7
1758000.00000000
PA
USD
1722840.00000000
0.449941897656
Long
LON
CORP
US
Y
2
2026-10-01
Variable
1.00000000
N
N
N
N
N
N
Elm Trust
N/A
Elm 2020-4 Trust
28924AAC5
1177000.00000000
PA
USD
1158016.76000000
0.302431020008
Long
ABS-O
CORP
US
N
2
2029-10-20
Fixed
3.86600000
N
N
N
N
N
N
Broadscale Acquisition Corp
N/A
Broadscale Acquisition Corp
11134Y101
63849.00000000
NS
USD
634659.06000000
0.165749403206
Long
EC
CORP
US
N
1
N
N
N
ABPCI Direct Lending Fund ABS Ltd
N/A
ABPCI Direct Lending Fund ABS I Ltd
00090TAC1
3536000.00000000
PA
USD
3536827.42000000
0.923688120218
Long
ABS-CBDO
CORP
US
N
2
2030-12-20
Fixed
4.93500000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-2 LLC
69359UAA3
1108684.21000000
PA
USD
1107436.94000000
0.289221447330
Long
ABS-MBS
CORP
US
N
2
2026-03-25
Variable
2.11500000
N
N
N
N
N
N
CIMPRESS PLC
549300X1IFD75XISOR81
Cimpress PLC
17186HAC6
381000.00000000
PA
USD
398030.70000000
0.103950853522
Long
DBT
CORP
IE
N
2
2026-06-15
Fixed
7.00000000
N
N
N
N
N
N
Alpha Partners Technology Merger Corp
N/A
Alpha Partners Technology Merger Corp
000000000
3087.00000000
NS
USD
30406.95000000
0.007941167366
Long
EC
CORP
KY
N
1
N
N
N
Fortress Credit Opportunities CLO LP
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd
34961MAE7
5186000.00000000
PA
USD
5037115.13000000
1.315507615509
Long
ABS-CBDO
CORP
KY
N
2
2033-10-15
Floating
8.18200000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
265.00000000
NS
USD
883600.10000000
0.230763568156
Long
EC
CORP
US
N
1
N
N
N
DHC Acquisition Corp
N/A
DHC Acquisition Corp
000000000
39560.00000000
NS
USD
386896.80000000
0.101043091865
Long
EC
CORP
KY
N
1
N
N
N
Westinghouse Air Brake Technologies Corp
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
929740108
39586.00000000
NS
USD
3646266.46000000
0.952269537724
Long
EC
CORP
US
N
1
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAF0
1272000.00000000
PA
USD
1356270.00000000
0.354207411909
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
19409000.00000000
PA
USD
19409000.00000000
5.068910805188
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2022-01-03
20686900.00000000
USD
19797197.86000000
USD
UST
N
N
N
ESC GCB GULFPORT ENERG
N/A
ESC GCB GULFPORT ENERG
402ESCAQ0
337000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2024-10-15
None
0.00000000
Y
N
N
N
N
N
Fortress Value Acquisition Corp IV
N/A
Fortress Value Acquisition Corp IV
34964K207
37663.00000000
NS
USD
369850.66000000
0.096591272439
Long
EC
CORP
US
N
1
N
N
N
Elm Trust
N/A
Elm 2020-3 Trust
289338AB1
109000.00000000
PA
USD
107743.94000000
0.028138720266
Long
ABS-O
CORP
US
N
2
2029-08-20
Fixed
2.95400000
N
N
N
N
N
N
ABPCI Direct Lending Fund ABS Ltd
N/A
ABPCI Direct Lending Fund ABS I Ltd
00090TAA5
350000.00000000
PA
USD
350052.85000000
0.091420818885
Long
ABS-CBDO
CORP
US
N
2
2030-12-20
Fixed
3.19900000
N
N
N
N
N
N
Hudson Executive Investment Corp III
N/A
Hudson Executive Investment Corp III
44376L206
94802.00000000
NS
USD
930007.62000000
0.242883490850
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
181973.00000000
NS
USD
10346984.78000000
2.702248593562
Long
EC
CORP
US
N
1
N
N
N
Coinstar Funding, LLC
N/A
Coinstar Funding LLC Series 2017-1
19260MAA4
2926120.00000000
PA
USD
2925259.43000000
0.763969247911
Long
ABS-O
CORP
US
N
2
2047-04-25
Fixed
5.21600000
N
N
N
N
N
N
Capstone Acquisition Holdings, Inc.
N/A
Capstone Acquisition Holdings, Inc. 2020 Term Loan
000000000
2203740.00000000
PA
USD
2203740.00000000
0.575535138225
Long
LON
CORP
US
Y
2
2027-11-12
Variable
5.75000000
N
N
N
N
N
N
Twelve Seas Investment Co II
N/A
Twelve Seas Investment Co II
90118T205
75237.00000000
NS
USD
747103.41000000
0.195115696199
Long
EC
CORP
US
N
1
N
N
N
2022-01-31
SOURCE CAPITAL INC /DE/
Lake Setzler
Lake Setzler
Treasurer