0001752724-22-274992.txt : 20221129 0001752724-22-274992.hdr.sgml : 20221129 20221129152206 ACCESSION NUMBER: 0001752724-22-274992 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220930 FILED AS OF DATE: 20221129 DATE AS OF CHANGE: 20221129 PERIOD START: 20220930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GUGGENHEIM FUNDS TRUST CENTRAL INDEX KEY: 0000088525 IRS NUMBER: 000000000 FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-01136 FILM NUMBER: 221432319 BUSINESS ADDRESS: STREET 1: 702 KING FARM BOULEVARD STREET 2: SUITE 200 CITY: ROCKVILLE STATE: MD ZIP: 20850 BUSINESS PHONE: 301-296-5100 MAIL ADDRESS: STREET 1: 702 KING FARM BOULEVARD STREET 2: SUITE 200 CITY: ROCKVILLE STATE: MD ZIP: 20850 FORMER COMPANY: FORMER CONFORMED NAME: SECURITY EQUITY FUND DATE OF NAME CHANGE: 19920703 0000088525 S000043987 Guggenheim High Yield Fund C000136513 Institutional Class SHYIX C000136514 A-Class SIHAX C000136516 C-Class SIHSX C000152102 R6 C000155967 P SIHPX NPORT-P 1 primary_doc.xml NPORT-P false 0000088525 XXXXXXXX S000043987 C000136516 C000152102 C000136514 C000136513 C000155967 Guggenheim Funds Trust 811-01136 0000088525 54930033G24U3UGWK691 702 King Farm Blvd., Suite 200 Rockville 20850 301-296-5100 Guggenheim High Yield Fund S000043987 549300PQ24RSQJMT2215 2022-09-30 2022-09-30 N 177013048.50 3642719.62 173370328.88 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1608981.71000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 32877.30000000 CAD EUR GBP USD N Portfolio (ExDerivative) N/A ARCOSA INC 549300WFHLTCZV7D6V29 039653AA8 700000.00000000 PA USD 595000.00000000 0.343195980444 Long DBT CORP US N 2 2029-04-15 Fixed 4.37500000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 12429TAD6 1050000.00000000 PA USD 997500.00000000 0.575357967216 Long DBT CORP US N 2 2024-04-15 Fixed 5.50000000 N N N N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AL9 575000.00000000 PA USD 438840.00000000 0.253122897577 Long DBT CORP US N 2 2029-03-01 Fixed 4.75000000 N N N N N N TENEO HOLDINGS LLC N/A N/A 322898.93600000 PA USD 304064.24000000 0.175384243638 Long LON CORP US N 2 2025-07-11 Variable 8.38000000 N N N N N N PDC ENERGY INC 5493008W8H2T511J5Y59 69327RAG6 776000.00000000 PA USD 763721.76000000 0.440514686067 Long DBT CORP US N 2 2024-09-15 Fixed 6.12500000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AR0 425000.00000000 PA USD 385390.00000000 0.222292939333 Long DBT CORP US N 2 2029-02-01 Fixed 5.37500000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAC2 500000.00000000 PA USD 470851.76000000 0.271587279693 Long DBT CORP IE N 2 2027-06-15 Fixed 6.00000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A -2692000.00000000 NC 95688.47000000 0.055193106351 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 2692000.00000000 GBP 3102912.26000000 USD 2022-10-17 95688.47000000 N N N VECTOR PHOENIX HOLDINGS (CAYMAN) LP N/A N/A 23710.81260000 NS USD 5665.70000000 0.003267975573 Long EC CORP KY N 3 N N N BCP V MODULAR SERVICES FINANCE PLC N/A N/A 1486000.00000000 PA 1165147.51000000 0.672057045474 Long DBT CORP GB N 2 2028-10-30 Fixed 4.75000000 N N N N N N PACIFIC BELLS LLC N/A N/A 248759.81820000 PA USD 231346.63000000 0.133440728580 Long LON CORP US N 2 2028-11-10 Variable 8.31000000 N N N N N N MGM HOLDINGS INC N/A N/A 7040.00000000 NS USD 31328.00000000 0.018069989370 Long EC CORP US N 2 N N N DIAMOND BC BV 549300SWLHWJF3D4N658 25257DAA6 1050000.00000000 PA USD 730611.00000000 0.421416400787 Long DBT CORP NL N 2 2029-10-01 Fixed 4.62500000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BAY1 425000.00000000 PA USD 362306.13000000 0.208978163876 Long DBT CORP US N 2 2027-01-15 Fixed 4.37500000 N N N N N N TERRAFORM GLOBAL OPERATI 549300LC7QMVR79H5O86 88104UAC7 2630000.00000000 PA USD 2465625.00000000 1.422172418964 Long DBT CORP US N 2 2026-03-01 Fixed 6.12500000 N N N N N N ONEX CORPORATION N/A N/A 17185.47000000 NS USD 7166.34000000 0.004133544676 Long EC CORP US N 2 N N N HARSCO CORP KAO98FK89NPNNPQGUZ43 415864AM9 500000.00000000 PA USD 312394.56000000 0.180189171940 Long DBT CORP US N 2 2027-07-31 Fixed 5.75000000 N N N N N N BRUNDAGE-BONE CONCRETE N/A 66981QAA4 2076000.00000000 PA USD 1873590.00000000 1.080686650422 Long DBT CORP US N 2 2026-02-01 Fixed 6.00000000 N N N N N N Cengage Learning Holdings II I 5493003VGPEJMW28UG24 15136X102 2107.00000000 NS USD 25284.00000000 0.014583810369 Long EC CORP US N 2 N N N YAMANA GOLD INC 54930002VY22NXG01418 98462YAD2 256000.00000000 PA USD 233034.16000000 0.134414095829 Long DBT CORP CA N 2 2027-12-15 Fixed 4.62500000 N N N N N N NIELSEN FINANCE LLC/CO N/A 65409QBF8 1000000.00000000 PA USD 995865.07000000 0.574414939645 Long DBT CORP US N 2 2030-10-01 Fixed 5.87500000 N N N N N N HAH GROUP HOLDING CO LLC N/A N/A 1161794.59370000 PA USD 1103704.86000000 0.636616926973 Long LON CORP US N 2 2027-10-29 Variable 8.71000000 N N N N N N SCP EYE CARE SERVICES LLC N/A N/A 188352.27000000 PA USD 186468.75000000 0.107555168871 Long LON CORP US N 3 2028-03-16 Variable 7.32000000 N N N N N N EXTERRAN NRG SOLUTIONS/F N/A 30227KAE9 2037000.00000000 PA USD 2062462.50000000 1.189628302215 Long DBT CORP US N 2 2025-05-01 Fixed 8.12500000 N N N N N N GINKGO BIOWORKS HOLDINGS INC N/A 37611X118 4.00000000 NS USD 2.88000000 0.000001661183 N/A DE US N 1 Ginkgo Bioworks Holding, Inc. N/A Call Purchased N/A Ginkgo Bioworks Holding, Inc. 4 11.50000000 USD 2026-08-01 XXXX -5.99000000 N N N HUNT COS INC 549300ODPWDNCH5TKM49 445587AE8 3150000.00000000 PA USD 2412049.50000000 1.391270072325 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N ARCH CAPITAL GROUP LTD 549300AYR4P8AFKDCE43 03939A404 55000.00000000 NS USD 1031800.00000000 0.595142206088 Long EP CORP BM N 2 N N N MICHAEL BAKER INTERNATIONAL LLC N/A N/A 595500.00000000 PA USD 577635.00000000 0.333179849015 Long LON CORP US N 3 2028-12-01 Variable 8.12000000 N N N N N N TEMPUR SEALY INTL INC 549300HFEKVR3US71V91 88023UAJ0 850000.00000000 PA USD 622625.00000000 0.359130079536 Long DBT CORP US N 2 2031-10-15 Fixed 3.87500000 N N N N N N GLOBAL PART/GLP FINANCE N/A 37954FAJ3 900000.00000000 PA USD 810000.00000000 0.467207973378 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAD2 925000.00000000 PA USD 903262.50000000 0.521001780313 Long DBT CORP US N 2 2030-09-01 Fixed 6.50000000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 913229AC4 1300000.00000000 PA USD 1030123.46000000 0.594175177871 Long DBT CORP US N 2 2027-06-15 Fixed 5.75000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BR3 1150000.00000000 PA USD 897011.50000000 0.517396203718 Long DBT CORP US N 2 2028-07-01 Fixed 4.25000000 N N N N N N ONEX CORPORATION N/A N/A 407846.96800000 PA USD 281414.41000000 0.162319822439 Long LON CORP US N 2 2024-10-01 Variable 14.42000000 N N Y N N N Whitehorse Ltd 549300UT33WDDDZEYN84 96525XAA9 753631.61180000 PA USD 696340.84000000 0.401649373626 Long ABS-O CORP KY N 2 2027-04-17 Floating 8.04000000 N Y N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AA8 750000.00000000 PA USD 526282.50000000 0.303559728703 Long DBT CORP US N 2 2030-09-15 Fixed 4.00000000 N N N N N N VMED O2 UK FINANCING I 213800MRR46ECNGZ7L69 92858RAA8 1125000.00000000 PA USD 852401.25000000 0.491665012985 Long DBT CORP GB N 2 2031-01-31 Fixed 4.25000000 N N N N N N SWEETWATER BORROWER LLC N/A N/A 325000.00000000 PA USD 295750.00000000 0.170588590279 Long LON CORP US N 3 2028-08-07 Variable 7.38000000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAR6 675000.00000000 PA USD 526803.99000000 0.303860524118 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 019736AE7 200000.00000000 PA USD 176134.60000000 0.101594431491 Long DBT CORP US N 2 2027-10-01 Fixed 4.75000000 N N N N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 644274AH5 675000.00000000 PA USD 557904.38000000 0.321799228047 Long DBT CORP US N 2 2028-07-15 Fixed 5.25000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AD6 425000.00000000 PA USD 359652.00000000 0.207447261779 Long DBT CORP US N 2 2030-01-31 Fixed 4.12500000 N N N N N N LIBERTY GLOBAL PLC N/A N/A 1400000.00000000 PA USD 1214178.00000000 0.700337830494 Long DBT CORP LU N 2 2028-03-01 Fixed 5.50000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAC6 250000.00000000 PA USD 239352.50000000 0.138058514133 Long DBT CORP US N 2 2025-04-15 Fixed 9.25000000 N N N N N N AVISON YOUNG CANADA INC N/A N/A 529374.99560000 PA USD 489671.87000000 0.282442718522 Long LON CORP CA N 2 2026-01-31 Variable 8.90000000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BK4 300000.00000000 PA USD 257625.00000000 0.148598091532 Long DBT CORP CA N 2 2026-08-15 Fixed 3.87500000 N N N N N N BCPE EMPIRE HOLDINGS INC N/A N/A 273625.00000000 PA USD 260627.81000000 0.150330112242 Long LON CORP US N 2 2026-06-11 Variable 7.76000000 N N N N N N EISNER ADVISORY GROUP N/A N/A 445501.64540000 PA USD 420999.05000000 0.242832238203 Long LON CORP US N 3 2028-07-28 Variable 8.40000000 N N N N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621X306 30000.00000000 NS USD 638400.00000000 0.368229099018 Long EP CORP US N 2 N N N PPP INTERMEDIATE HOLDINGS LLC N/A N/A 57028.00000000 NS USD 46762.96000000 0.026972873791 Long EC CORP US N 3 N N N BP HOLDCO LLC N/A N/A 23711.00000000 NS USD 14378.11000000 0.008293293375 Long EC CORP US N 3 N N N AMSTED INDUSTRIES N2VLGYMEEBIU3PFSUY86 032177AJ6 900000.00000000 PA USD 744930.00000000 0.429675599517 Long DBT CORP US N 2 2030-05-15 Fixed 4.62500000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAE4 450000.00000000 PA USD 353475.00000000 0.203884368382 Long DBT CORP US N 2 2029-01-15 Fixed 4.25000000 N N N N N N SC GAMES HOLDIN/US FINCO N/A 80874DAA4 875000.00000000 PA USD 701400.00000000 0.404567496947 Long DBT CORP US N 2 2030-03-01 Fixed 6.62500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 975000.00000000 PA USD 697885.50000000 0.402540333463 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N KEHE DISTRIBUTORS LLC/FI N/A 487526AB1 956000.00000000 PA USD 955962.03000000 0.551398867485 Long DBT CORP US N 2 2026-10-15 Fixed 8.62500000 N N N N N N KKR ACQUISITION HOLDINGS I-A N/A 48253T117 35577.00000000 NS USD 4269.24000000 0.002462497491 N/A DE US N 1 KKR Acquisition Holdings I Corp. N/A Call Purchased N/A KKR Acquisition Holdings I Corp. 35577 11.50000000 USD 2027-12-31 XXXX -33171.73000000 N N N ASCEND PERFORMANCE MATERIALS HOLDINGS INC N/A N/A 643398.25950000 PA USD 628760.95000000 0.362669295295 Long LON CORP US N 2 2026-08-27 Variable 8.42000000 N N N N N N RITE AID CORP 529900W353T1JY1DKT44 767754CK8 519000.00000000 PA USD 394865.58000000 0.227758453566 Long DBT CORP US N 2 2025-07-01 Fixed 7.50000000 N N N N N N LEGENDS HOSPITALITY HOLD N/A 52473NAA6 850000.00000000 PA USD 727880.50000000 0.419841448477 Long DBT CORP US N 2 2026-02-01 Fixed 5.00000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAH8 850000.00000000 PA USD 727316.13000000 0.419515919880 Long DBT CORP US N 2 2030-10-01 Fixed 6.37500000 N N N N N N CRESTWOOD MID PARTNER LP N/A 226373AQ1 1250000.00000000 PA USD 1131250.00000000 0.652504962820 Long DBT CORP US N 2 2027-05-01 Fixed 5.62500000 N N N N N N HOLLY NRG PRTNR/FIN CORP N/A 435765AJ1 525000.00000000 PA USD 501375.00000000 0.289193083521 Long DBT CORP US N 2 2027-04-15 Fixed 6.37500000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 530000.00000000 PA USD 435389.70000000 0.251132764650 Long DBT CORP US N 2 2029-09-15 Fixed 4.87500000 N N N N N N WOLVERINE WORLD WIDE 549300OVC7PK14LQ8D87 978097AG8 1000000.00000000 PA USD 762860.00000000 0.440017622927 Long DBT CORP US N 2 2029-08-15 Fixed 4.00000000 N N N N N N US SHIPPING CORP N/A N/A 14718.00000000 NS USD 1.47000000 0.000000847895 Long EP CORP US N 3 N N N PAR PHARMACEUTICAL INC 549300KK5WR4MGN4YT97 69888XAA7 1210000.00000000 PA USD 955922.86000000 0.551376274230 Long DBT CORP US N 2 2027-04-01 Fixed 7.50000000 Y N N N N N CARTER INTERMEDIATE INC N/A N/A 692999.39100000 PA USD 632361.94000000 0.364746346208 Long LON CORP US N 3 2028-05-17 Variable 7.87000000 N N N N N N AUXEY HOLDCO LTD N/A N/A 749100.00000000 PA 794716.74000000 0.458392589512 Long LON CORP GB N 2 2025-06-16 Variable 7.31000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229AW6 200000.00000000 PA USD 184000.00000000 0.106131193952 Long DBT CORP US N 2 2026-04-01 Fixed 4.45000000 N N N N N N MIRABELA NICKEL LTD N/A N/A 278115.00000000 PA USD 13905.75000000 0.008020836142 Long DBT CORP AU Y 2 2019-06-24 Variable 9.50000000 Y N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 60337JAA4 1075000.00000000 PA USD 849862.75000000 0.490200806268 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 N N N N N N COGENT COMMUNICATIONS GR 549300KFWFYF8Q1U0Y26 19240CAE3 625000.00000000 PA USD 587785.13000000 0.339034443665 Long DBT CORP US N 2 2027-06-15 Fixed 7.00000000 N N N N N N MCGRAW-HILL EDUCATION N/A 57767XAB6 1525000.00000000 PA USD 1251986.88000000 0.722145991236 Long DBT CORP US N 2 2029-08-01 Fixed 8.00000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAB6 850000.00000000 PA USD 655771.63000000 0.378249054631 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAA8 350000.00000000 PA USD 320480.65000000 0.184853228387 Long DBT CORP US N 2 2030-06-15 Fixed 5.87500000 N N N N N N ATLAS CC ACQUISITION CORP N/A N/A 471844.19100000 PA USD 412627.75000000 0.238003672638 Long LON CORP US N 2 2028-05-25 Variable 7.32000000 N N N N N N ATLAS CC ACQUISITION CORP N/A N/A 95968.30900000 PA USD 83924.29000000 0.048407527713 Long LON CORP US N 2 2028-05-25 Variable 7.32000000 N N N N N N ARMOR PARENT CORP 549300MC6XO5P96H8E79 N/A 581041.40330000 PA USD 497034.44000000 0.286689448656 Long LON CORP US N 2 2023-11-17 Variable 8.92000000 N N N N N N APTTUS CORP N/A N/A 618750.00000000 PA USD 566156.25000000 0.326558906392 Long LON CORP US N 3 2028-05-08 Variable 7.12000000 N N N N N N USI INC/NY N/A 91739VAA6 775000.00000000 PA USD 744993.05000000 0.429711966755 Long DBT CORP US N 2 2025-05-01 Fixed 6.87500000 N N N N N N HEALTHCHANNELS INTERMEDIATE HOLDCO LLC N/A N/A 750975.63720000 PA USD 627064.66000000 0.361690875278 Long LON CORP US N 2 2025-04-03 Variable 7.62000000 N N N N N N RENT-A-CENTER INC 529900QUHE15UQNCCJ63 76009NAL4 2281000.00000000 PA USD 1779180.00000000 1.026230965525 Long DBT CORP US N 2 2029-02-15 Fixed 6.37500000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AC1 900000.00000000 PA USD 796419.00000000 0.459374453024 Long DBT CORP US N 2 2027-02-15 Fixed 5.00000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBG2 800000.00000000 PA USD 650272.00000000 0.375076868228 Long DBT CORP US N 2 2030-07-01 Fixed 4.12500000 N N N N N N KAISER ALUMINUM CORP N/A 483007AL4 725000.00000000 PA USD 530511.50000000 0.305999015764 Long DBT CORP US N 2 2031-06-01 Fixed 4.50000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BJ3 1325000.00000000 NS USD 973322.63000000 0.561412460994 Long EP CORP US N 2 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDP2 275000.00000000 PA USD 251900.00000000 0.145295911721 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N ENDO DAC/FIN LLC/FINCO N/A 29273DAB6 171000.00000000 PA USD 24795.00000000 0.014301755185 Long DBT CORP US N 2 2027-07-31 Fixed 9.50000000 Y N N N N N CLEARWATER PAPER CORP 549300HCVV19GXN4P292 18538RAJ2 1375000.00000000 PA USD 1203983.04000000 0.694457377901 Long DBT CORP US N 2 2028-08-15 Fixed 4.75000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 725000.00000000 PA USD 525519.11000000 0.303119405376 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N CONFLUENT HEALTH LLC N/A N/A 409446.89790000 PA USD 358266.04000000 0.206647840097 Long LON CORP US N 3 2028-11-30 Variable 7.12000000 N N N N N N PARK PLACE TECHNOLOGIES LLC N/A N/A 168967.16860000 PA USD 159956.15000000 0.092262702062 Long LON CORP US N 2 2027-11-10 Variable 8.13000000 N N N N N N KKR Acquisition Holdings I Cor N/A 48253T109 142310.00000000 NS USD 1400330.40000000 0.807710528696 Long EC CORP US N 1 N N N CD&R SMOKEY BUYER INC N/A 12510CAA9 925000.00000000 PA USD 838438.78000000 0.483611460747 Long DBT CORP US N 2 2025-07-15 Fixed 6.75000000 N N N N N N AMC NETWORKS INC 549300VGG9K75226LR46 00164VAF0 1550000.00000000 PA USD 1146008.70000000 0.661017780495 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAR8 700000.00000000 PA USD 621770.92000000 0.358637446220 Long DBT CORP US N 2 2032-06-15 Fixed 6.37500000 N N N N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 644274AG7 1725000.00000000 PA USD 1455062.65000000 0.839280088697 Long DBT CORP US N 2 2028-07-15 Fixed 9.75000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 850000.00000000 PA USD 641750.00000000 0.370161378908 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N GALAXY US OPCO INC N/A N/A 550000.00000000 PA USD 515625.00000000 0.297412483053 Long LON CORP US N 3 2029-04-30 Variable 7.78000000 N N N N N N WABASH NATIONAL CORP 5299004ZAWHQZI5XO485 929566AL1 675000.00000000 PA USD 523263.38000000 0.301818300386 Long DBT CORP US N 2 2028-10-15 Fixed 4.50000000 N N N N N N CENGAGE LEARNING INC 549300BYGM0FWUSVXJ88 15137NAA1 1739000.00000000 PA USD 1630312.50000000 0.940364196418 Long DBT CORP US N 2 2024-06-15 Fixed 9.50000000 N N N N N N ENDO LUX FIN CO I SARL N/A 29280BAA3 950000.00000000 PA USD 749931.05000000 0.432560204992 Long DBT CORP LU N 2 2029-04-01 Fixed 6.12500000 Y N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAB9 350000.00000000 PA USD 240629.83000000 0.138795278035 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N TEXGEN POWER LLC N/A N/A 26665.00000000 NS USD 693290.00000000 0.399889649214 Long EC CORP US N 2 N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BD7 500000.00000000 PA USD 488865.00000000 0.281977315932 Long DBT CORP US N 2 2029-09-15 Fixed 6.62500000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAA9 900000.00000000 PA USD 804375.00000000 0.463963473563 Long DBT CORP FR N 2 2027-02-01 Fixed 8.12500000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 1225000.00000000 PA USD 872812.50000000 0.503438221314 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N FRANCHISE GROUP INC N/A N/A 938947.02000000 PA USD 874788.77000000 0.504578133785 Long LON CORP US N 2 2026-03-10 Variable 7.56000000 N N N N N N GREAT LAKES DREDGE&DOCK 549300H65E3MZ1CX0P05 390607AF6 1325000.00000000 PA USD 1021039.70000000 0.588935665402 Long DBT CORP US N 2 2029-06-01 Fixed 5.25000000 N N N N N N TGP HOLDINGS III LLC N/A N/A 7182.37000000 PA USD 5624.73000000 0.003244344079 Long LON CORP US N 2 2028-06-29 Variable 6.37000000 N N N N N N ASP DREAM ACQUISITION CO LLC N/A N/A 399000.00000000 PA USD 381045.00000000 0.219786743476 Long LON CORP US N 2 2028-12-15 Variable 7.38000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBL7 750000.00000000 PA USD 470806.41000000 0.271561121814 Long DBT CORP US N 2 2061-02-01 Fixed 4.30000000 N N N N N N COMPASS MINERALS INTERNA 2549008X9G8XP7YJGC47 20451NAG6 500000.00000000 PA USD 469887.50000000 0.271031094556 Long DBT CORP US N 2 2027-12-01 Fixed 6.75000000 N N N N N N MCGRAW-HILL EDUCATION N/A 57767XAA8 2575000.00000000 PA USD 2150166.15000000 1.240215764652 Long DBT CORP US N 2 2028-08-01 Fixed 5.75000000 N N N N N N SOTHEBY'S/BIDFAIR HLD N/A 83600GAA2 1200000.00000000 PA USD 991344.00000000 0.571807186618 Long DBT CORP US N 2 2029-06-01 Fixed 5.87500000 N N N N N N KRONOS ACQ / KIK CUSTOM N/A 50106GAF9 961000.00000000 PA USD 735165.00000000 0.424043147838 Long DBT CORP US N 2 2027-12-31 Fixed 7.00000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 00109LAA1 1050000.00000000 PA USD 871500.00000000 0.502681171357 Long DBT CORP US N 2 2029-08-01 Fixed 4.12500000 N N N N N N RXR Acquisition Corp N/A 74981W107 1874.00000000 NS USD 18440.16000000 0.010636283681 Long EC CORP US N 1 N N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N/A 49000.00000000 NC 38.89000000 0.000022431750 N/A DFE US N 2 JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 48030.88000000 USD 49000.00000000 EUR 2022-10-17 38.89000000 N N N LTI HOLDINGS INC N/A N/A 375000.00000000 PA USD 351562.50000000 0.202781238445 Long LON CORP US N 2 2026-07-24 Variable 7.62000000 N N N N N N ARTERA SERVICES LLC 549300J2G34D0WX8Z443 73939VAA2 2350000.00000000 PA USD 1891750.00000000 1.091161337825 Long DBT CORP US N 2 2025-12-04 Fixed 9.03300000 N N N N N N COLICITY INC-A N/A 194170114 281.00000000 NS USD 13.49000000 0.000007781031 N/A DE US N 1 Colicity Inc. N/A Call Purchased N/A Colicity Inc. 281 11.50000000 USD 2027-12-31 XXXX -116.61000000 N N N GLOBAL PART/GLP FINANCE N/A 37954FAG9 1200000.00000000 PA USD 1092636.00000000 0.630232408889 Long DBT CORP US N 2 2027-08-01 Fixed 7.00000000 N N N N N N KRONOS ACQ / KIK CUSTOM N/A 50106GAE2 350000.00000000 PA USD 307142.50000000 0.177159783905 Long DBT CORP US N 2 2026-12-31 Fixed 5.00000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBC3 25000.00000000 PA USD 21644.68000000 0.012484650712 Long DBT CORP US N 2 2026-03-15 Fixed 8.00000000 N N N N N N SCOTTS MIRACLE-GRO CO 2TH9E0JTOUXOEGI2R879 810186AW6 1050000.00000000 PA USD 746760.00000000 0.430731143457 Long DBT CORP US N 2 2032-02-01 Fixed 4.37500000 N N N N N N SUMMIT MATERIALS LLC/FIN N/A 86614RAM9 425000.00000000 PA USD 407038.73000000 0.234779926086 Long DBT CORP US N 2 2027-03-15 Fixed 6.50000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 1250000.00000000 PA USD 940479.86000000 0.542468752338 Long DBT CORP FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 850000.00000000 PA USD 599250.00000000 0.345647380305 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAD0 1725000.00000000 PA USD 1473479.46000000 0.849902904100 Long DBT CORP US N 2 2028-02-15 Fixed 5.75000000 N N N N N N HAWAIIAN BRAND INTELLECT N/A 41984LAA5 950000.00000000 PA USD 837890.50000000 0.483295212861 Long DBT CORP KY N 2 2026-01-20 Fixed 5.75000000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAA3 300000.00000000 PA USD 240735.00000000 0.138855940088 Long DBT CORP US N 2 2027-03-01 Fixed 4.00000000 N N N N N N ACROPOLIS INFRASTRUCTURE - A N/A 005029111 12947.00000000 NS USD 1295.99000000 0.000747526989 N/A DE US N 1 Acropolis Infrastructure Acquisition Corp. N/A Call Purchased N/A Acropolis Infrastructure Acquisition Corp. 12947 11.50000000 USD 2026-03-31 XXXX -9391.05000000 N N N PARKLAND CORP 549300XHQS1JYWBNK868 70137WAL2 1100000.00000000 PA USD 891742.50000000 0.514357044692 Long DBT CORP CA N 2 2030-05-01 Fixed 4.62500000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAD3 250000.00000000 PA USD 236250.00000000 0.136268992235 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N KRONOS ACQUISITION HOLDINGS INC N/A N/A 297750.00000000 PA USD 282118.13000000 0.162725728111 Long LON CORP US N 2 2026-12-22 Variable 8.94000000 N N N N N N PRO MACH GROUP INC N/A N/A 744584.49490000 PA USD 708554.05000000 0.408693952752 Long LON CORP US N 2 2028-08-31 Variable 7.12000000 N N N N N N NIC ACQUISITION CORP N/A N/A 740729.89460000 PA USD 574680.47000000 0.331475676208 Long LON CORP US N 2 2027-12-29 Variable 7.42000000 N N N N N N CONFLUENT HEALTH LLC N/A N/A 23893.80440000 PA USD 20907.08000000 0.012059203056 Long LON CORP US N 3 2028-11-30 Variable 7.12000000 N N N N N N GIBSON BRANDS INC 549300KU4ACNZQGB7J14 N/A 863475.00000000 PA USD 673510.50000000 0.388480834264 Long LON CORP US N 3 2028-08-11 Variable 7.94000000 N N N N N N SCIL IV LLC / SCIL USA H N/A 78397UAA8 1650000.00000000 PA USD 1274625.00000000 0.735203658108 Long DBT CORP US N 2 2026-11-01 Fixed 5.37500000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAF9 1220000.00000000 PA USD 1092669.60000000 0.630251789368 Long DBT CORP US N 2 2025-09-01 Fixed 7.37500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 1200000.00000000 PA USD 773640.00000000 0.446235526573 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N US FARATHANE LLC N/A N/A 271333.33330000 PA USD 236060.00000000 0.136159400241 Long LON CORP US N 2 2024-12-23 Variable 7.92000000 N N N N N N Dreyfus Treasury Securities Ca 549300U78VESCW509025 N/A 3140418.27000000 NS USD 3140418.27000000 1.811393154923 Long STIV RF US N 1 N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAL5 1275000.00000000 PA USD 1020000.00000000 0.588335966476 Long DBT CORP US N 2 2032-07-15 Fixed 5.62500000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 913229AA8 1475000.00000000 PA USD 1121000.00000000 0.646592763157 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 103186AB8 1025000.00000000 PA USD 1004576.88000000 0.579439911367 Long DBT CORP US N 2 2025-10-02 Fixed 7.12500000 N N N N N N BLUE RIBBON LLC (USA) N/A N/A 1097310.12220000 PA USD 934085.24000000 0.538780335732 Long LON CORP US N 2 2028-05-08 Variable 8.56000000 N N N N N N WW INTERNATIONAL INC N/A N/A 401625.00000000 PA USD 279382.40000000 0.161147759137 Long LON CORP US N 2 2028-04-13 Variable 6.62000000 N N N N N N SANDRIDGE ENERGY INC W1MKPVGS6I5155L7VV67 80007P117 505.00000000 NS USD 1.52000000 0.000000876735 N/A DE US N 2 SandRidge Energy, Inc. W1MKPVGS6I5155L7VV67 Call Purchased N/A SandRidge Energy Inc 505 41.34000000 USD 2022-10-04 XXXX -30849.31000000 N N N NIELSEN FINANCE LLC/CO N/A 65409QBK7 1650000.00000000 PA USD 1617627.03000000 0.933047217739 Long DBT CORP US N 2 2031-07-15 Fixed 4.75000000 N N N N N N JB POINDEXTER & CO INC 549300W6P81HOZZGPQ16 730481AJ7 1225000.00000000 PA USD 1133125.00000000 0.653586462758 Long DBT CORP US N 2 2026-04-15 Fixed 7.12500000 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AC0 400000.00000000 PA USD 301247.00000000 0.173759259699 Long DBT CORP US N 2 2031-12-01 Fixed 4.12500000 N N N N N N Acropolis Infrastructure Acqui N/A 005029103 38845.00000000 NS USD 376990.73000000 0.217448240673 Long EC CORP US N 1 N N N CONGRUEX GROUP LLC N/A N/A 723187.50000000 PA USD 701491.88000000 0.404620493328 Long LON CORP US N 3 2029-05-03 Variable 8.48000000 N N N N N N CROCS INC 549300B0J6YCXD63OG72 227046AA7 1769000.00000000 PA USD 1406355.00000000 0.811185517778 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BS1 1825000.00000000 PA USD 1351211.75000000 0.779378892991 Long DBT CORP US N 2 2029-01-15 Fixed 3.62500000 N N N N N N CUSHMAN & WAKEFIELD US N/A 23166MAA1 450000.00000000 PA USD 417397.50000000 0.240754864281 Long DBT CORP US N 2 2028-05-15 Fixed 6.75000000 N N N N N N YAK HOLDING III LLC N/A N/A 1025000.00000000 PA USD 307500.00000000 0.177365989893 Long LON CORP US N 3 2026-07-10 Variable 13.64000000 N N N N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 144285AL7 2475000.00000000 PA USD 2295315.00000000 1.323937616562 Long DBT CORP US N 2 2028-07-15 Fixed 6.37500000 N N N N N N ARGOS HOLDINGS INC N/A N/A 1336500.00000000 PA USD 1261883.21000000 0.727854194054 Long LON CORP US N 2 2028-02-11 Variable 6.87000000 N N N N N N Vacasa Inc N/A 91854V107 117451.00000000 NS USD 360574.57000000 0.207979400125 Long EC CORP US N 1 N N N CLAROS MORTGAGE TRUST INC N/A N/A 910122.50000000 PA USD 871442.29000000 0.502647884231 Long LON CORP US N 2 2026-08-10 Variable 7.25000000 N N N N N N TERRAFORM POWER OPERATING LLC 5493000S2OLR3UT5BE13 N/A 249375.00000000 PA USD 246257.81000000 0.142041496714 Long LON CORP US N 2 2029-05-21 Variable 6.40000000 N N N N N N BRUIN E&P PARTNERS LLC N/A N/A 44023.00000000 NS USD 986.12000000 0.000568793983 Long EC CORP US N 3 N N N ILLUMINATE BUYER/HLDG N/A 45232TAA9 900000.00000000 PA USD 747000.00000000 0.430869575449 Long DBT CORP US N 2 2028-07-01 Fixed 9.00000000 N N N N N N WW INTERNATIONAL INC SGT8R1MU6ESIC7UJC518 98262PAA9 825000.00000000 PA USD 431133.62000000 0.248677857846 Long DBT CORP US N 2 2029-04-15 Fixed 4.50000000 N N N N N N STERICYCLE INC B8PTJH2P0AXSWSMP2136 858912AF5 375000.00000000 PA USD 360498.75000000 0.207935667151 Long DBT CORP US N 2 2024-07-15 Fixed 5.37500000 N N N N N N EQT INFRASTRUCTURE FUND N/A N/A 320191.43580000 PA USD 292975.16000000 0.168988062659 Long LON CORP US N 2 2028-06-23 Variable 6.37000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAD3 575000.00000000 PA USD 545338.63000000 0.314551303860 Long DBT CORP US N 2 2026-05-01 Fixed 7.00000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AC4 1225000.00000000 PA USD 901918.50000000 0.520226561157 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N N N N HAH GROUP HOLDING CO LLC N/A N/A 146634.26200000 PA USD 139302.55000000 0.080349706261 Long LON CORP US N 2 2027-10-29 Variable 8.71000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAG6 850000.00000000 PA USD 709750.00000000 0.409383776673 Long DBT CORP US N 2 2029-12-01 Fixed 5.62500000 N N N N N N DCG ACQUISITION CORP N/A N/A 248737.37380000 PA USD 231532.21000000 0.133547771118 Long LON CORP US N 2 2026-09-30 Variable 7.62000000 N N N N N N ARDIAN SAS N/A N/A 223875.00000000 PA USD 204845.63000000 0.118154952651 Long LON CORP US N 3 2028-10-18 Variable 8.12000000 N N N N N N QUIRCH FOODS HOLDINGS LLC N/A N/A 957937.50000000 PA USD 894474.14000000 0.515932654554 Long LON CORP US N 3 2027-10-27 Variable 7.93000000 N N N N N N CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 N/A -1450256.61000000 PA USD -1450256.61000000 -0.83650796498 Short RA CORP US N 2 Reverse repurchase N -1.25000000 N/A 2049000.00000000 USD 1598220.00000000 USD CDS N N N CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 N/A -158725.10000000 PA USD -158725.10000000 -0.09155263246 Short RA CORP US N 2 Reverse repurchase N -1.25000000 N/A 232000.00000000 USD 180960.00000000 USD CDS N N N UPC BROADBAND FINCO BV 213800MNFBDEQRS6HZ22 90320BAA7 1200000.00000000 PA USD 931236.00000000 0.537136894194 Long DBT CORP NL N 2 2031-07-15 Fixed 4.87500000 N N N N N N FIRST BRANDS GROUP LLC N/A N/A 1029547.73410000 PA USD 987336.28000000 0.569495533854 Long LON CORP US N 2 2027-03-30 Variable 8.37000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 1150000.00000000 PA USD 859280.00000000 0.495632675758 Long DBT CORP US N 2 2030-12-01 Fixed 4.12500000 N N N N N N TGP HOLDINGS III LLC N/A N/A -21547.13000000 PA USD -4672.93000000 -0.00269534587 Short LON CORP US N 3 2028-06-29 Variable 3.25000000 N N N N N N MINERALS TECHNOLOGIES IN 549300D3I1QU67GP6403 603158AA4 1547000.00000000 PA USD 1346396.64000000 0.776601537701 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N FT 1 INC 5493002GPK5LQJ7QPJ51 N/A 12825.00000000 NS USD 32255.26000000 0.018604832907 Long EC CORP US N 3 N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AX2 550000.00000000 PA USD 423533.23000000 0.244293953144 Long DBT CORP US N 2 2032-02-15 Fixed 5.00000000 N N N N N N MSD ACQUISITION CORP-A N/A N/A 143.00000000 NS USD 12.21000000 0.000007042727 N/A DE US N 1 MSD Acquisition Corp. N/A Call Purchased N/A MSD Acquisition Corp. 143 11.50000000 USD 2023-05-13 XXXX -148.86000000 N N N SLM CORP N/A 78442PGE0 900000.00000000 PA USD 744993.00000000 0.429711937915 Long DBT CORP US N 2 2026-11-02 Fixed 3.12500000 N N N N N N HOME POINT CAPITAL INC 549300DQF6YN0E43PM71 43734LAA4 1325000.00000000 PA USD 829781.25000000 0.478617797728 Long DBT CORP US N 2 2026-02-01 Fixed 5.00000000 N N N N N N ARCLINE FM HOLDINGS LLC N/A N/A 1509750.00000000 PA USD 1396518.75000000 0.805511969102 Long LON CORP US N 3 2028-06-23 Variable 7.00000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57665RAN6 600000.00000000 PA USD 524250.00000000 0.302387382770 Long DBT CORP US N 2 2028-06-01 Fixed 4.62500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCN1 1850000.00000000 PA USD 1410939.50000000 0.813829857228 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 475000.00000000 PA USD 393048.25000000 0.226710217682 Long DBT CORP US N 2 2030-07-15 Fixed 5.25000000 N N N N N N CONFLUENT HEALTH LLC N/A N/A -64601.77560000 PA USD -8075.22000000 -0.00465778663 Short LON CORP US N 3 2028-11-30 Variable 4.00000000 N N N N N N BASIC ENERGY SERVICES INC N/A N/A 1175000.00000000 PA USD 32312.50000000 0.018637848938 Long DBT CORP US N 3 2023-10-15 Fixed 10.75000000 Y N N N N N FLUTTER FINANCING BV N/A N/A 300000.00000000 PA USD 292452.00000000 0.168686303988 Long LON CORP NL N 2 2028-07-24 Variable 3.75000000 N N N N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAB4 250000.00000000 PA USD 225029.96000000 0.129797273532 Long DBT CORP US N 2 2025-02-15 Fixed 5.25000000 N N N N N N MASONITE INTERNATIONAL C 549300H0H07ZFT4JYM32 575385AD1 850000.00000000 PA USD 751850.50000000 0.433667343689 Long DBT CORP US N 2 2028-02-01 Fixed 5.37500000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 65342RAD2 2250000.00000000 PA USD 1755000.00000000 1.012283942320 Long DBT CORP US N 2 2028-08-15 Fixed 6.87500000 N N N N N N WILTON RE FINANCE LLC 54930013IJH3HK0K5051 97263BAA1 650000.00000000 PA USD 638112.49000000 0.368063263259 Long DBT CORP US N 2 2033-03-30 Variable 5.87500000 N N N N N N PECF USS INTERMEDIATE HOLDING II CORPORATION N/A N/A 546373.74370000 PA USD 464871.17000000 0.268137675577 Long LON CORP US N 2 2028-12-15 Variable 7.37000000 N N N N N N NATHAN'S FAMOUS INC 54930034SKNSF1JIE673 632347AC4 259000.00000000 PA USD 256410.00000000 0.147897279572 Long DBT CORP US N 2 2025-11-01 Fixed 6.62500000 N N N N N N IRON MOUNTAIN INFO MGMT N/A 46285MAA8 1000000.00000000 PA USD 774092.90000000 0.446496759278 Long DBT CORP US N 2 2032-07-15 Fixed 5.00000000 N N N N N N MSD Acquisition Corp N/A N/A 721.00000000 NS USD 7137.90000000 0.004117140485 Long EC CORP US N 1 N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 144285AM5 650000.00000000 PA USD 625820.00000000 0.360972955431 Long DBT CORP US N 2 2030-03-15 Fixed 7.62500000 N N N N N N DISPATCH TERRA ACQUISITION LLC N/A N/A 1185618.73070000 PA USD 1055200.67000000 0.608639711775 Long LON CORP US N 3 2028-03-27 Variable 7.92000000 N N N N N N CNTRL PARENT/CDK GLB INC N/A 15477CAA3 700000.00000000 PA USD 665486.50000000 0.383852591328 Long DBT CORP US N 2 2029-06-15 Fixed 7.25000000 N N N N N N KAISER ALUMINUM CORP N/A 483007AJ9 790000.00000000 PA USD 644575.95000000 0.371791386775 Long DBT CORP US N 2 2028-03-01 Fixed 4.62500000 N N N N N N TGP HOLDINGS III LLC N/A N/A 221270.50000000 PA USD 173283.57000000 0.099949957480 Long LON CORP US N 2 2028-06-29 Variable 6.37000000 N N N N N N PENN ENTERTAINMENT INC N/A 707569AV1 250000.00000000 PA USD 191363.79000000 0.110378627782 Long DBT CORP US N 2 2029-07-01 Fixed 4.12500000 N N N N N N COMPAGNIE BENELUX PARTICIPATIONS SA N/A N/A 603900.00000000 PA USD 558607.50000000 0.322204787640 Long LON CORP FR N 2 2028-06-30 Variable 7.67000000 N N N N N N CENGAGE LEARNING HOLDINGS II INC 549300BYGM0FWUSVXJ88 N/A 618750.00000000 PA USD 558712.69000000 0.322265461229 Long LON CORP US N 2 2026-07-14 Variable 7.81000000 N N N N N N Colicity Inc N/A 194170106 1419.00000000 NS USD 13962.96000000 0.008053834869 Long EC CORP US N 1 N N N SUPERIOR PLUS LP 549300K5Y13GU6TPZJ49 86828QAK7 550000.00000000 PA 346548.28000000 0.199889036514 Long DBT CORP CA N 3 2028-05-18 Fixed 4.25000000 N N N N N N AMERICAN EQUITY INVESTME 549300RK5RZQ740FPL83 025676503 54000.00000000 NS USD 1212300.00000000 0.699254600156 Long EP CORP US N 2 N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 N/A -1269000.00000000 NC 25981.77000000 0.014986284082 N/A DFE US N 2 Bank of America, N.A. B4TYDEB6GKMZO031MB27 1269000.00000000 EUR 1270890.81000000 USD 2022-10-17 25981.77000000 N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAG6 600000.00000000 PA USD 441893.54000000 0.254884179348 Long DBT CORP US N 2 2031-06-15 Fixed 3.62500000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A -490000.00000000 NC 17909.35000000 0.010330112491 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 490000.00000000 CAD 372775.24000000 USD 2022-10-17 17909.35000000 N N N SBKSCP N/A SBKSCP682 46138.00000000 NS USD 451225.03000000 0.260266582474 Long EC CORP US N 1 N N N ONEX CORPORATION N/A N/A 40544.74590000 PA USD 34328.02000000 0.019800400807 Long LON CORP US N 2 2024-04-01 Variable 1.00000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AB7 375000.00000000 PA USD 345937.50000000 0.199536738630 Long DBT CORP US N 2 2028-02-15 Fixed 5.87500000 N N N N N N ITT HOLDINGS LLC 549300TH2PHOLK31LB42 45074JAA2 1875000.00000000 PA USD 1454568.38000000 0.838994993778 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 91845AAA3 2175000.00000000 PA USD 1624933.69000000 0.937261698986 Long DBT CORP NL N 2 2032-01-15 Fixed 5.00000000 N N N N N N SIX FLAGS THEME PARKS 5493003MX0ZXTM8EVY68 83001WAC8 215000.00000000 PA USD 214909.45000000 0.123959763696 Long DBT CORP US N 2 2025-07-01 Fixed 7.00000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BE6 500000.00000000 PA USD 485000.00000000 0.279747984060 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 18060TAA3 527000.00000000 PA USD 516054.21000000 0.297660051367 Long DBT CORP US N 2 2025-05-15 Fixed 6.75000000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 013817AK7 475000.00000000 PA USD 429274.13000000 0.247605304075 Long DBT CORP US N 2 2037-02-01 Fixed 5.95000000 N N N N N N WOMENS CARE HOLDINGS INC N/A N/A 666562.50000000 PA USD 621016.28000000 0.358202169893 Long LON CORP US N 2 2028-01-17 Variable 7.87000000 N N N N N N ONEX CORPORATION N/A N/A 311449.29040000 PA USD 263694.77000000 0.152099134669 Long LON CORP US N 2 2024-04-01 Variable 10.67000000 N N Y N N N JEFFERIES FIN LLC / JFIN N/A 47232MAF9 2500000.00000000 PA USD 1843750.00000000 1.063474939403 Long DBT CORP US N 2 2028-08-15 Fixed 5.00000000 N N N N N N RXR ACQUISITION CORP- CL A N/A 74981W115 372.00000000 NS USD 9.34000000 0.000005387311 N/A DE US N 1 RXR Acquisition Corp. N/A Call Purchased N/A RXR Acquisition Corp. 372 11.50000000 USD 2026-03-08 XXXX -178.89000000 N N N TRANSMONTAIGE PARTNERS N/A 89376VAA8 1000000.00000000 PA USD 835000.00000000 0.481627972556 Long DBT CORP US N 2 2026-02-15 Fixed 6.12500000 N N N N N N LTI HOLDINGS INC N/A N/A 372187.50000000 PA USD 348925.78000000 0.201260378436 Long LON CORP US N 2 2026-07-24 Variable 7.62000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAE5 1585000.00000000 PA USD 1382009.53000000 0.797143051482 Long DBT CORP US N 2 2027-04-28 Fixed 5.62500000 N N N N N N GRAFTECH FINANCE INC 1Z010BU876CF2HDBIN43 384311AA4 2500000.00000000 PA USD 1868750.00000000 1.077894938581 Long DBT CORP US N 2 2028-12-15 Fixed 4.62500000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 1450000.00000000 PA USD 1083309.50000000 0.624852883995 Long DBT CORP FR N 2 2029-07-15 Fixed 5.12500000 N N N N N N CHS INC N/A N/A 295655.98010000 PA USD 281488.15000000 0.162362355668 Long LON CORP US N 2 2024-12-11 Variable 7.37000000 N N N N N N STAR US BIDCO LLC N/A N/A 198979.24880000 PA USD 187786.67000000 0.108315345084 Long LON CORP US N 2 2027-03-17 Variable 7.37000000 N N N N N N EVERARC ESCROW SARL N/A 29977LAA9 1350000.00000000 PA USD 1089780.75000000 0.628585500783 Long DBT CORP LU N 2 2029-10-30 Fixed 5.00000000 N N N N N N Hotwire Funding LLC 254900ZCO90MCT7Y9348 44148JAC3 400000.00000000 PA USD 326274.08000000 0.188194878620 Long ABS-O CORP US N 2 2051-11-20 Fixed 4.45900000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 950000.00000000 PA USD 646000.00000000 0.372612778768 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N NES GLOBAL TALENT HOLDINGS LTD N/A N/A 861821.71520000 PA USD 823039.74000000 0.474729294982 Long LON CORP US N 2 2023-05-11 Variable 8.31000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCS0 275000.00000000 PA USD 252477.50000000 0.145629013702 Long DBT CORP US N 2 2029-09-01 Fixed 6.37500000 N N N N N N PPP INTERMEDIATE HOLDINGS LLC N/A N/A 114587.75020000 PA USD 114301.28000000 0.065928974547 Long LON CORP US N 3 2025-11-24 Variable 5.56000000 N N Y N N N SOVOS BRANDS HOLDINGS INC N/A N/A 745203.33600000 PA USD 709060.97000000 0.408986344192 Long LON CORP US N 2 2028-08-11 Variable 7.62000000 N N N N N N DATIX BIDCO LIMITED N/A N/A 650000.00000000 PA 710995.34000000 0.410102088744 Long LON CORP GB N 3 2026-04-27 Variable 8.44000000 N N N N N N PARKLAND CORP 549300XHQS1JYWBNK868 70137WAG3 1275000.00000000 PA USD 1029333.87000000 0.593719742385 Long DBT CORP CA N 2 2029-10-01 Fixed 4.50000000 N N N N N N GARDEN SPINCO CORP N/A 365417AA2 200000.00000000 PA USD 206626.00000000 0.119181870009 Long DBT CORP US N 2 2030-07-20 Fixed 8.62500000 N N N N N N INGEVITY CORP 5493009UTFC4B5IMGF87 45688CAB3 675000.00000000 PA USD 558079.88000000 0.321900456442 Long DBT CORP US N 2 2028-11-01 Fixed 3.87500000 N N N N N N FR REFUEL LLC N/A N/A 597350.00000000 PA USD 570469.25000000 0.329046644650 Long LON CORP US N 3 2028-11-08 Variable 8.42000000 N N N N N N LEGACY RESERVES INC 549300UK2ZYOI65LEZ32 N/A 3452.00000000 NS USD 30205.00000000 0.017422243007 Long EC CORP US N 3 N N N CPI CG INC N/A 12598FAA7 2572000.00000000 PA USD 2390828.32000000 1.379029696399 Long DBT CORP US N 2 2026-03-15 Fixed 8.62500000 N N N N N N SCP EYE CARE SERVICES LLC N/A N/A 1075781.25210000 PA USD 1070402.35000000 0.617408040300 Long LON CORP US N 3 2028-03-16 Variable 7.62000000 N N N N N N ATD CORP HZ8T88YVE2JVXJ0BTQ24 N/A 870625.00000000 PA USD 807818.11000000 0.465949459298 Long LON CORP US N 2 2028-10-20 Variable 9.03000000 N N N N N N DATIX BIDCO LIMITED N/A N/A 1300000.00000000 PA 1415312.63000000 0.816352278468 Long LON CORP GB N 3 2025-04-28 Variable 6.19000000 N N N N N N LCPR SR SECURED FIN DAC 549300LE5FM8IKMXSP90 50201DAA1 1417000.00000000 PA USD 1176110.00000000 0.678380209346 Long DBT CORP US N 2 2027-10-15 Fixed 6.75000000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAA2 600000.00000000 PA USD 421188.00000000 0.242941224557 Long DBT CORP US N 2 2028-05-01 Fixed 5.25000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAF3 1525000.00000000 PA USD 1281259.25000000 0.739030293290 Long DBT CORP US N 2 2027-08-31 Fixed 3.37500000 N N N N N N FAGE INTL / FAGE USA N/A 30257WAA4 2200000.00000000 PA USD 1953336.00000000 1.126684140601 Long DBT CORP LU N 2 2026-08-15 Fixed 5.62500000 N N N N N N 24-7 INTOUCH INC N/A N/A 268601.03620000 PA USD 255170.98000000 0.147182612877 Long LON CORP CA N 2 2025-08-25 Variable 7.87000000 N N N N N N SANDRIDGE ENERGY INC W1MKPVGS6I5155L7VV67 80007P125 212.00000000 NS USD 0.11000000 0.000000063447 N/A DE US N 1 SandRidge Energy, Inc. W1MKPVGS6I5155L7VV67 Call Purchased N/A SandRidge Energy Inc 212 42.03000000 USD 2022-10-04 XXXX -12959.77000000 N N N PLATINUM EQUITIES LLC 5493008CRWH2WFODTF44 N/A 895488.72180000 PA USD 814894.74000000 0.470031259249 Long LON CORP US N 2 2028-12-29 Variable 8.16000000 N N N N N N 2022-10-31 Guggenheim Funds Trust Jim Howley Jim Howley CFO