0001752724-22-275007.txt : 20221129
0001752724-22-275007.hdr.sgml : 20221129
20221129152224
ACCESSION NUMBER: 0001752724-22-275007
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: 221432335
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
S000043986
Guggenheim Floating Rate Strategies Fund
C000136510
A-Class
GIFAX
C000136511
C-Class
GIFCX
C000136512
Institutional Class
GIFIX
C000152101
R6
C000155966
P
GIFPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000088525
XXXXXXXX
S000043986
C000136510
C000136512
C000136511
C000155966
C000152101
Guggenheim Funds Trust
811-01136
0000088525
54930033G24U3UGWK691
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Guggenheim Floating Rate Strategies Fund
S000043986
549300S6HWVOLKKKXK38
2022-09-30
2022-09-30
N
1246187282.02
21465206.01
1224722076.01
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
5880854.70000000
EUR
GBP
USD
N
Portfolio (ExDerivative)
N/A
ASPLUNDH TREE EXPERT LLC
N/A
Asplundh Tree Expert LLC
N/A
3242614.10330000
PA
USD
3154609.56000000
0.257577586114
Long
LON
CORP
US
N
2
2027-09-07
Variable
4.87000000
N
N
N
N
N
N
DCG ACQUISITION CORP
N/A
DCG Acquisition Corp.
N/A
1695766.28920000
PA
USD
1578470.13000000
0.128883945257
Long
LON
CORP
US
N
2
2026-09-30
Variable
7.62000000
N
N
N
N
N
N
PELOTON INTERACTIVE INC
N/A
Peloton Interactive, Inc.
N/A
2493750.00000000
PA
USD
2428289.06000000
0.198272661819
Long
LON
CORP
US
N
2
2027-05-25
Variable
8.35000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
OKXQCBALRQBU7RU5WQ22
Level 3 Financing, Inc.
N/A
2588000.21240000
PA
USD
2454148.84000000
0.200384143314
Long
LON
CORP
US
N
2
2027-03-01
Variable
4.87000000
N
N
N
N
N
N
Federated Hermes U.S. Treasury
25490003NTA1P9CI5X97
Federated Hermes U.S. Treasury Cash Reserves Fund - Institutional Shares
60934N682
13591356.24000000
NS
USD
13591356.24000000
1.109750245074
Long
STIV
RF
US
N
1
N
N
N
PPP INTERMEDIATE HOLDINGS LLC
N/A
Permian Production Partners LLC
N/A
401481.00000000
NS
USD
329214.42000000
0.026880745146
Long
EC
CORP
US
N
3
N
N
N
DURAN GROUP HOLDING GMBH
N/A
Duran Group Holding GMBH
N/A
3791038.88630000
PA
3550412.14000000
0.289895332953
Long
LON
CORP
DE
N
3
2024-03-29
Variable
3.75000000
N
N
N
N
N
N
HOCKEY PARENT HOLDINGS LP
549300JQT6ATTUNS5E06
HUB International Ltd.
N/A
2128337.52860000
PA
USD
2047205.30000000
0.167156723970
Long
LON
CORP
US
N
2
2025-04-25
Variable
5.98000000
N
N
N
N
N
N
QUIRCH FOODS HOLDINGS LLC
N/A
Quirch Foods Holdings LLC
N/A
6685974.68340000
PA
USD
6243028.86000000
0.509750659540
Long
LON
CORP
US
N
3
2027-10-27
Variable
7.93000000
N
N
N
N
N
N
CARTER INTERMEDIATE INC
N/A
Aegion Corp.
N/A
6964818.00000000
PA
USD
6355396.43000000
0.518925603979
Long
LON
CORP
US
N
3
2028-05-17
Variable
7.87000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD PLC
N/A
Cushman & Wakefield US Borrower LLC
N/A
6182252.56160000
PA
USD
5897436.19000000
0.481532610991
Long
LON
CORP
US
N
2
2025-08-21
Variable
5.87000000
N
N
N
N
N
N
AMERICAN TRAILER WORLD CORP
N/A
American Trailer World Corp.
N/A
1579999.99940000
PA
USD
1429236.40000000
0.116698835433
Long
LON
CORP
US
N
2
2028-03-03
Variable
6.88000000
N
N
N
N
N
N
HILLMAN COMPANIES INC
BDPO7HREUXNPHVMSIT54
Hillman Group, Inc.
N/A
69043.47480000
PA
USD
65798.43000000
0.005372519307
Long
LON
CORP
US
N
2
2028-07-14
Variable
5.83000000
N
N
N
N
N
N
COBHAM GROUP HOLDINGS LTD
N/A
Cobham Ultra SeniorCo SARL
N/A
3300000.00000000
PA
USD
3151500.00000000
0.257323686878
Long
LON
CORP
LU
N
2
2029-08-03
Variable
7.06000000
N
N
N
N
N
N
BLACKSTONE MORTGAGE TRUST INC
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust, Inc.
N/A
1845375.00000000
PA
USD
1762333.13000000
0.143896575763
Long
LON
CORP
US
N
2
2029-05-09
Variable
6.53000000
N
N
N
N
N
N
WRENCH GROUP LLC
N/A
Wrench Group LLC
N/A
10454192.05860000
PA
USD
10101363.08000000
0.824788193000
Long
LON
CORP
US
N
2
2026-04-30
Variable
7.67000000
N
N
N
N
N
N
RESTAURANT BRANDS INTERNATIONAL INC
549300RHSHNRWI5LLA86
1011778 BC Unlimited Liability Co.
N/A
5748037.07510000
PA
USD
5484259.65000000
0.447796259855
Long
LON
CORP
CA
N
2
2026-11-19
Variable
4.87000000
N
N
N
N
N
N
LINCOLN TOPCO PTE LTD
N/A
Lincoln Financing SARL
N/A
350000.00000000
PA
334323.24000000
0.027297886316
Long
DBT
CORP
LU
N
2
2024-04-01
Variable
3.87500000
N
N
N
N
N
N
DURAN GROUP HOLDING GMBH
N/A
Duran Group Holding GMBH
N/A
736721.17240000
PA
689959.63000000
0.056336016433
Long
LON
CORP
DE
N
3
2024-12-20
Variable
4.04000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Company, Inc.
31556TAA7
5000000.00000000
PA
USD
4137500.00000000
0.337831748201
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.62500000
N
N
N
N
N
N
ATLAS CC ACQUISITION CORP
N/A
Atlas CC Acquisition Corp.
N/A
1152980.84850000
PA
USD
1008281.75000000
0.082327392455
Long
LON
CORP
US
N
2
2028-05-25
Variable
7.32000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
52522DAM3
1338509.18350000
PA
USD
1156586.91000000
0.094436683444
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
3.46400000
N
N
N
N
N
N
NIC ACQUISITION CORP
N/A
NIC Acquisition Corp.
N/A
3998159.55070000
PA
USD
3101892.12000000
0.253273145047
Long
LON
CORP
US
N
2
2027-12-29
Variable
7.42000000
N
N
N
N
N
N
THL AGILITI LLC
N/A
Agiliti
N/A
2672307.68620000
PA
USD
2578776.92000000
0.210560172835
Long
LON
CORP
US
N
2
2026-01-04
Variable
5.38000000
N
N
N
N
N
N
WEX INC
T9M5IGROL1TL1G5OV478
WEX, Inc.
N/A
7683000.00000000
PA
USD
7440524.52000000
0.607527590605
Long
LON
CORP
US
N
2
2028-03-31
Variable
5.37000000
N
N
N
N
N
N
NEXUS BUYER LLC
N/A
Nexus Buyer LLC
N/A
4636913.81200000
PA
USD
4442766.23000000
0.362757095428
Long
LON
CORP
US
N
2
2026-11-09
Variable
6.87000000
N
N
N
N
N
N
ROMULUS INTERMEDIATE HOLDINGS 2 INC
N/A
Pearl Intermediate Parent LLC
N/A
2523979.59400000
PA
USD
2325216.20000000
0.189856641400
Long
LON
CORP
US
N
2
2025-02-14
Variable
6.62000000
N
N
N
N
N
N
WCG PURCHASER CORP
N/A
WIRB - Copernicus Group, Inc.
N/A
7370057.87190000
PA
USD
6915546.40000000
0.564662508781
Long
LON
CORP
US
N
2
2027-01-08
Variable
7.46000000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
N/A
Elanco Animal Health, Inc.
N/A
9704446.76140000
PA
USD
9213207.67000000
0.752269257692
Long
LON
CORP
US
N
2
2027-08-02
Variable
4.31000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
N/A
4899244.32800000
PA
USD
4649039.92000000
0.379599585168
Long
LON
CORP
US
N
2
2026-08-12
Variable
4.87000000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
6268500.00000000
PA
USD
5955075.00000000
0.486238887715
Long
LON
CORP
US
N
3
2027-10-29
Variable
8.71000000
N
N
N
N
N
N
FLUTTER FINANCING BV
N/A
Stars Group (Amaya)
N/A
7583263.01000000
PA
USD
7285619.94000000
0.594879449200
Long
LON
CORP
NL
N
2
2026-07-21
Variable
5.89000000
N
N
N
N
N
N
CATALOG INTERMEDIATE INC
4Q9DLX2VIFGJMOYJ4Y35
Cambrex Corp.
N/A
1831477.32280000
PA
USD
1750782.43000000
0.142953447504
Long
LON
CORP
US
N
2
2026-12-04
Variable
6.63000000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
N/A
Athenahealth Group, Inc.
N/A
8333172.82510000
PA
USD
7449856.51000000
0.608289558580
Long
LON
CORP
US
N
2
2029-02-15
Variable
6.58000000
N
N
N
N
N
N
LUMMUS TECHNOLOGY HOLDINGS V LLC
N/A
Illuminate Buyer LLC
N/A
7640934.80730000
PA
USD
6905494.83000000
0.563841786252
Long
LON
CORP
US
N
2
2027-06-30
Variable
6.62000000
N
N
N
N
N
N
API GROUP CORP
N/A
APi Group DE, Inc.
N/A
9346473.21000000
PA
USD
9085519.68000000
0.741843382916
Long
LON
CORP
US
N
2
2029-01-03
Variable
5.87000000
N
N
N
N
N
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
485000.00000000
NC
-11276.59000000
-0.00092074685
N/A
DFE
US
N
2
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
487069.25000000
USD
485000.00000000
EUR
2022-10-17
-11276.59000000
N
N
N
ELECTRON BIDCO INC
N/A
Electron BidCo, Inc.
N/A
9452500.00000000
PA
USD
8941025.23000000
0.730045240886
Long
LON
CORP
US
N
2
2028-11-01
Variable
6.12000000
N
N
N
N
N
N
RAVAGO HOLDINGS AMERICA INC
N/A
Ravago Holdings America, Inc.
N/A
2807250.00000000
PA
USD
2687941.88000000
0.219473620395
Long
LON
CORP
US
N
2
2028-03-06
Variable
6.18000000
N
N
N
N
N
N
Osmosis Holdings Australia II Pty Ltd.
N/A
Osmosis Holdings Australia II Pty Ltd.
N/A
-1157407.42000000
PA
USD
-83182.87000000
-0.00679197930
Short
LON
CORP
US
N
3
2028-07-31
Variable
0.50000000
N
N
N
N
N
N
Medical Solutions Parent Holdings, Inc.
N/A
Medical Solutions Parent Holdings, Inc.
N/A
-1283400.00000000
PA
USD
-64170.00000000
-0.00523955608
Short
LON
CORP
US
N
3
2028-11-01
Variable
3.50000000
N
N
N
N
N
N
TRANSDIGM GROUP INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
N/A
4328058.98600000
PA
USD
4146453.63000000
0.338562822637
Long
LON
CORP
US
N
2
2025-05-30
Variable
5.92000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
N/A
2200000.00000000
PA
USD
2088042.00000000
0.170491088623
Long
LON
CORP
CA
N
2
2028-08-11
Variable
6.42000000
N
N
N
N
N
N
REALPAGE HOLDINGS LLC
N/A
RealPage, Inc.
N/A
7046750.00000000
PA
USD
6590684.34000000
0.538137138955
Long
LON
CORP
US
N
2
2028-04-24
Variable
6.12000000
N
N
N
N
N
N
MIDWEST VETERINARY PARTNERS LLC
N/A
Mission Veterinary Partners
N/A
6442462.31160000
PA
USD
6047861.50000000
0.493815014725
Long
LON
CORP
US
N
2
2028-04-27
Variable
7.25000000
N
N
N
N
N
N
PACKAGING HOLDINGS LTD
5493002QNV81KCX40V06
Reynolds Group Holdings, Inc.
N/A
4868287.42120000
PA
USD
4648338.20000000
0.379542288903
Long
LON
CORP
US
N
2
2026-02-05
Variable
6.37000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BU2
1500000.00000000
PA
USD
1400265.89000000
0.114333359170
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
MADISON INDUSTRIES US HOLDINGS CORP
549300ZA0D9WN5ECE978
Filtration Group Corp.
N/A
1339057.57470000
PA
USD
1283406.34000000
0.104791639273
Long
LON
CORP
US
N
2
2025-03-31
Variable
6.12000000
N
N
N
N
N
N
PERATON HOLDING CORP
N/A
Peraton Corp.
N/A
7494515.60550000
PA
USD
7089811.76000000
0.578891480677
Long
LON
CORP
US
N
2
2028-02-01
Variable
6.87000000
N
N
N
N
N
N
CPG INTERNATIONAL HOLDINGS LP
N/A
CPG International LLC
N/A
7000000.00000000
PA
USD
6737500.00000000
0.550124810516
Long
LON
CORP
US
N
3
2029-04-28
Variable
4.09000000
N
N
N
N
N
N
VODAFONE GROUP PLC
N/A
Ziggo Financing Partnership
N/A
6685000.00000000
PA
USD
6370805.00000000
0.520183731867
Long
LON
CORP
US
N
2
2028-04-28
Variable
5.32000000
N
N
N
N
N
N
TRANSMONTAIGNE PARTNERS LLC
N/A
TransMontaigne Operating Company LP
N/A
3870750.00000000
PA
USD
3660297.32000000
0.298867587324
Long
LON
CORP
US
N
2
2028-11-17
Variable
6.52000000
N
N
N
N
N
N
PCI GAMING AUTHORITY
N/A
PCI Gaming Authority, Inc.
N/A
4257139.64000000
PA
USD
4129425.45000000
0.337172451684
Long
LON
CORP
US
N
2
2026-05-29
Variable
5.62000000
N
N
N
N
N
N
DERMATOLOGY INTERMEDIATE HOLDINGS III INC
N/A
Dermatology Intermediate Holdings III, Inc.
N/A
-694815.74770000
PA
USD
-34740.79000000
-0.00283662642
Short
LON
CORP
US
N
3
2029-04-02
Variable
4.00000000
N
N
N
N
N
N
AVERY POINT CLO LTD AVERY_13-3A
N/A
Avery Point II CLO Ltd.
N/A
1361673.00000000
PA
USD
34654.58000000
0.002829587273
Long
ABS-O
CORP
KY
N
2
2025-01-18
None
0.00000000
N
N
N
N
N
N
SABRE CORP
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
N/A
1089598.29740000
PA
USD
1072578.77000000
0.087577319867
Long
LON
CORP
US
N
2
2024-02-22
Variable
5.12000000
N
N
N
N
N
N
SWEETWATER BORROWER LLC
N/A
Sweetwater Sound
N/A
1233976.65000000
PA
USD
1122918.75000000
0.091687638525
Long
LON
CORP
US
N
3
2028-08-07
Variable
7.38000000
N
N
N
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Company, Inc.
644274AH5
2875000.00000000
PA
USD
2376259.38000000
0.194024377166
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
ATLAS CC ACQUISITION CORP
N/A
Atlas CC Acquisition Corp.
N/A
5668822.39430000
PA
USD
4957385.18000000
0.404776338820
Long
LON
CORP
US
N
2
2028-05-25
Variable
7.32000000
N
N
N
N
N
N
SOTHEBY'S
549300P5BAAMQQ7VL735
Sotheby's
835898AH0
2875000.00000000
PA
USD
2640658.75000000
0.215612897140
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.37500000
N
N
N
N
N
N
New Century Home Equity Loan T
N/A
New Century Home Equity Loan Trust
64352VJK8
156837.18740000
PA
USD
149358.16000000
0.012195269680
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
3.87900000
N
N
N
N
N
N
ALH HOLDING INC
N/A
Alliance Laundry Systems LLC
N/A
6619185.36000000
PA
USD
6335089.92000000
0.517267553520
Long
LON
CORP
US
N
2
2027-10-08
Variable
5.96000000
N
N
N
N
N
N
WEBER INC
N/A
Weber-Stephen Products LLC
N/A
6459973.29390000
PA
USD
5218431.03000000
0.426091039936
Long
LON
CORP
US
N
2
2027-10-29
Variable
6.37000000
N
N
N
N
N
N
GRIFFON CORPORATION
N/A
Griffon Corporation
N/A
403000.00000000
PA
USD
386545.51000000
0.031561896169
Long
LON
CORP
US
N
2
2029-01-24
Variable
5.49000000
N
N
N
N
N
N
TITAN PARENT NEW ZEALAND LTD
N/A
Titan AcquisitionCo New Zealand Ltd. (Trade Me)
N/A
9452500.00000000
PA
USD
8916826.83000000
0.728069413025
Long
LON
CORP
NZ
N
2
2028-10-18
Variable
4.00000000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2 PLC
N/A
INEOS Ltd.
N/A
2567500.00000000
PA
USD
2388853.35000000
0.195052689650
Long
LON
CORP
US
N
2
2026-01-29
Variable
5.87000000
N
N
N
N
N
N
CHS INC
N/A
STS Operating, Inc. (SunSource)
N/A
10058016.76860000
PA
USD
9576036.61000000
0.781894667988
Long
LON
CORP
US
N
2
2024-12-11
Variable
7.37000000
N
N
N
N
N
N
SHO HOLDING I CORP
N/A
SHO Holding I Corp.
N/A
558656.32760000
PA
USD
474857.88000000
0.038772705195
Long
LON
CORP
US
N
2
2024-04-26
Variable
8.06000000
N
N
N
N
N
N
Alliance Bancorp Trust
N/A
Alliance Bancorp Trust
01852TAA1
381104.65970000
PA
USD
320571.90000000
0.026175073208
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
3.56400000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn National Gaming, Inc.
N/A
4788000.00000000
PA
USD
4595139.36000000
0.375198540959
Long
LON
CORP
US
N
2
2029-05-03
Variable
5.88000000
N
N
N
N
N
N
OHA Credit Partners Ltd
549300WS1N2FZ02EYH25
OHA Credit Partners IX Ltd.
67105VAQ7
1808219.17810000
PA
USD
1989.04000000
0.000162407458
Long
ABS-O
CORP
KY
N
2
2025-10-20
None
0.00000000
N
N
N
N
N
N
PANTHER BF AGGREGATOR 1 LP
N/A
Power Solutions (Panther)
N/A
6867314.15830000
PA
USD
6481027.74000000
0.529183548410
Long
LON
CORP
CA
N
2
2026-04-30
Variable
6.37000000
N
N
N
N
N
N
TGP HOLDINGS III LLC
N/A
TGP Holdings LLC
N/A
-178481.93000000
PA
USD
-38707.38000000
-0.00316050316
Short
LON
CORP
US
N
3
2028-06-29
Variable
3.25000000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings, Inc.
N/A
7960000.00000000
PA
USD
7644943.20000000
0.624218616594
Long
LON
CORP
US
N
2
2028-06-12
Variable
6.12000000
N
N
N
N
N
N
ICEBOX HOLDCO III INC
N/A
Icebox Holdco
N/A
-1242857.14000000
PA
USD
-80785.71000000
-0.00659624837
Short
LON
CORP
US
N
3
2028-12-22
Variable
3.75000000
N
N
N
N
N
N
CELTIC INTERMEDIATE CORP
N/A
National Mentor Holdings, Inc.
N/A
276228.18000000
PA
USD
195776.72000000
0.015985399776
Long
LON
CORP
US
N
2
2028-03-02
Variable
7.42000000
N
N
N
N
N
N
SAVAGE ENTERPRISES LLC
N/A
Savage Enterprises LLC
N/A
2850251.65000000
PA
USD
2759756.16000000
0.225337340941
Long
LON
CORP
US
N
2
2028-09-15
Variable
6.34000000
N
N
N
N
N
N
KKR SIGMA AGGREGATOR LP
N/A
Sigma Holding BV (Flora Food)
N/A
3000000.00000000
PA
2346545.13000000
0.191598173656
Long
LON
CORP
NL
N
2
2025-07-02
Variable
3.74000000
N
N
N
N
N
N
RED FIBER PARENT LLC
N/A
Cincinnati Bell, Inc.
N/A
992500.00000000
PA
USD
949901.90000000
0.077560608941
Long
LON
CORP
US
N
2
2028-11-22
Variable
6.38000000
N
N
N
N
N
N
CHARTER NEXT GENERATION INC
N/A
Charter Next Generation, Inc.
N/A
7164540.94980000
PA
USD
6783960.53000000
0.553918367512
Long
LON
CORP
US
N
2
2027-12-01
Variable
6.56000000
N
N
N
N
N
N
AL GCX HOLDINGS LLC
N/A
AL GCX Holdings LLC
N/A
3700000.00000000
PA
USD
3642650.00000000
0.297426662861
Long
LON
CORP
US
N
2
2029-05-17
Variable
5.92000000
N
N
N
N
N
N
GALAXY US OPCO INC
N/A
Galaxy US Opco, Inc.
N/A
6000000.00000000
PA
USD
5625000.00000000
0.459287875199
Long
LON
CORP
US
N
3
2029-04-30
Variable
7.78000000
N
N
N
N
N
N
MIRION TECHNOLOGIES INC
549300EBD5JHM14L3R48
Mirion Technologies, Inc.
N/A
9428750.00000000
PA
USD
9000496.18000000
0.734901113999
Long
LON
CORP
US
N
2
2028-10-20
Variable
5.63000000
N
N
N
N
N
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
568000.00000000
NC
450.87000000
0.000036814066
N/A
DFE
US
N
2
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
556766.10000000
USD
568000.00000000
EUR
2022-10-17
450.87000000
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer Parent LLC
N/A
4994727.00000000
NS
USD
499.47000000
0.000040782313
Long
EC
CORP
US
N
3
N
N
N
NEXT LIMITED PARTNERSHIP INC
5493001ZMCICV4N02J21
SFR Group S.A.
N/A
3336102.35380000
PA
USD
3019172.63000000
0.246519001260
Long
LON
CORP
FR
N
2
2026-02-02
Variable
6.20000000
N
N
N
N
N
N
TRUCK ACQUISITION INC
N/A
Truck Hero, Inc.
N/A
8935587.52760000
PA
USD
7766544.61000000
0.634147514944
Long
LON
CORP
US
N
2
2028-01-31
Variable
6.62000000
N
N
N
N
N
N
HAWK HOLDING COMPANY LLC
549300C5O4FSVNUEI843
Alterra Mountain Co.
N/A
6623709.62150000
PA
USD
6408439.06000000
0.523256597192
Long
LON
CORP
US
N
2
2028-08-17
Variable
6.62000000
N
N
N
N
N
N
CONVERGINT TECHNOLOGIES GROUP HOLDINGS INC
N/A
DG Investment Intermediate Holdings 2, Inc.
N/A
3851377.78980000
PA
USD
3581781.34000000
0.292456665080
Long
LON
CORP
US
N
2
2028-03-31
Variable
6.87000000
N
N
N
N
N
N
BAIN CAPITAL HOLDINGS LP
N/A
Diamond BC BV
N/A
5260250.00000000
PA
USD
4836799.88000000
0.394930407048
Long
LON
CORP
NL
N
2
2028-09-29
Variable
5.56000000
N
N
N
N
N
N
ENDO INTERNATIONAL PLC
N/A
Endo Luxembourg Finance Company I SARL
N/A
1896000.00000000
PA
USD
1596432.00000000
0.130350553098
Long
LON
CORP
LU
N
2
2028-03-27
Variable
12.25000000
N
N
N
N
N
N
ICON LUXEMBOURG SARL
N/A
Icon Luxembourg SARL
N/A
565070.12240000
PA
USD
551508.44000000
0.045031313699
Long
LON
CORP
LU
N
2
2028-07-03
Variable
5.94000000
N
N
N
N
N
N
OSMOSIS HOLDINGS AUSTRALIA II PTY LTD
N/A
Osmosis Holdings Australia II Pty Ltd.
N/A
5985000.00000000
PA
USD
5547376.80000000
0.452949849493
Long
LON
CORP
AU
N
2
2028-07-30
Variable
6.35000000
N
N
N
N
N
N
MEDICAL SOLUTIONS PARENT HOLDINGS INC
N/A
Medical Solutions Parent Holdings, Inc.
N/A
7977077.32500000
PA
USD
7578223.46000000
0.618770871240
Long
LON
CORP
US
N
2
2028-11-01
Variable
6.38000000
N
N
N
N
N
N
PACKERS HOLDINGS LLC
N/A
Packers Holdings LLC
N/A
8991978.72180000
PA
USD
8233325.48000000
0.672260722761
Long
LON
CORP
US
N
2
2028-03-09
Variable
6.01000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
549300PVT2ADFWMYEW87
SBA Senior Finance II LLC
N/A
6484106.48270000
PA
USD
6297688.42000000
0.514213676993
Long
LON
CORP
US
N
2
2025-04-11
Variable
4.87000000
N
N
N
N
N
N
W R GRACE HOLDINGS LLC
N/A
W.R. Grace Holdings LLC
N/A
1736875.00000000
PA
USD
1621807.03000000
0.132422454185
Long
LON
CORP
US
N
2
2028-09-22
Variable
7.44000000
N
N
N
N
N
N
SHO HOLDING I CORP
N/A
SHO Holding I Corp.
N/A
9357.33000000
PA
USD
7953.73000000
0.000649431422
Long
LON
CORP
US
N
2
2024-04-29
Variable
8.04000000
N
N
N
N
N
N
SOUTHERN VETERINARY COMPANY LLC
N/A
Southern Veterinary Partners LLC
N/A
4735359.75590000
PA
USD
4468995.77000000
0.364898768262
Long
LON
CORP
US
N
2
2027-10-05
Variable
7.12000000
N
N
N
N
N
N
CITADEL SECURITIES LP
N/A
Citadel Securities, LP
N/A
4443750.00000000
PA
USD
4309326.56000000
0.351861589205
Long
LON
CORP
US
N
2
2028-02-02
Variable
5.65000000
N
N
N
N
N
N
SOVOS BRANDS HOLDINGS INC
N/A
Taxware Holdings (Sovos Compliance LLC)
N/A
3775696.91520000
PA
USD
3592575.61000000
0.293338029939
Long
LON
CORP
US
N
2
2028-08-11
Variable
7.62000000
N
N
N
N
N
N
SCIENTIFIC GAMES US PARENT LP
N/A
Scientific Games Holdings, LP
N/A
5950000.00000000
PA
USD
5497562.00000000
0.448882412400
Long
LON
CORP
US
N
2
2029-04-04
Variable
5.62000000
N
N
N
N
N
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - Rec GBP / Deliver USD
N/A
64000.00000000
NC
1103.01000000
0.000090062065
N/A
DFE
US
N
2
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
70391.17000000
USD
64000.00000000
GBP
2022-10-17
1103.01000000
N
N
N
AI ENTERTAINMENT HOLDINGS LLC
549300NAS11NXI33CP80
WMG Acquisition Corp.
N/A
7000000.00000000
PA
USD
6772500.00000000
0.552982601739
Long
LON
CORP
US
N
2
2028-01-20
Variable
5.24000000
N
N
N
N
N
N
TRANSDIGM GROUP INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
N/A
4923534.63370000
PA
USD
4709557.82000000
0.384540942982
Long
LON
CORP
US
N
2
2025-12-09
Variable
5.92000000
N
N
N
N
N
N
DERMATOLOGY INTERMEDIATE HOLDINGS III INC
N/A
Dermatology Intermediate Holdings III, Inc.
N/A
130381.10230000
PA
USD
123862.05000000
0.010113482268
Long
LON
CORP
US
N
2
2029-04-02
Variable
7.12000000
N
N
N
N
N
N
CTEC JV SARL
N/A
CTEC III GmbH
N/A
7500000.00000000
PA
6455527.79000000
0.527101447459
Long
LON
CORP
DE
N
2
2029-03-16
Variable
4.33000000
N
N
N
N
N
N
MEDLINE INDUSTRIES INC
N/A
Medline Borrower LP
N/A
7182000.00000000
PA
USD
6591711.42000000
0.538221001247
Long
LON
CORP
US
N
2
2028-10-23
Variable
6.37000000
N
N
N
N
N
N
KRONOS ACQUISITION HOLDINGS INC
N/A
Kronos Acquisition Holdings, Inc.
N/A
7319624.99970000
PA
USD
6762528.34000000
0.552168403955
Long
LON
CORP
US
N
2
2026-12-22
Variable
6.82000000
N
N
N
N
N
N
CPI CG INC
N/A
CPI CG, Inc.
12598FAA7
2689000.00000000
PA
USD
2499586.84000000
0.204094209532
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.62500000
N
N
N
N
N
N
DERMATOLOGY INTERMEDIATE HOLDINGS III INC
N/A
Dermatology Intermediate Holdings III, Inc.
N/A
4403766.15210000
PA
USD
4183577.84000000
0.341594058109
Long
LON
CORP
US
N
3
2029-04-02
Variable
6.85000000
N
N
N
N
N
N
RECESS HOLDINGS INC
N/A
Recess Holdings, Inc.
N/A
5521178.37330000
PA
USD
5323354.55000000
0.434658168924
Long
LON
CORP
US
N
2
2024-09-30
Variable
6.55000000
N
N
N
N
N
N
CONGRUEX GROUP LLC
N/A
Congruex Group LLC
N/A
6982500.00000000
PA
USD
6773025.00000000
0.553025468608
Long
LON
CORP
US
N
3
2029-05-03
Variable
8.48000000
N
N
N
N
N
N
PPP INTERMEDIATE HOLDINGS LLC
N/A
Permian Production Partners LLC
N/A
806697.74030000
PA
USD
804681.00000000
0.065703151413
Long
LON
CORP
US
N
3
2025-11-24
Variable
5.56000000
N
N
Y
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
2875000.00000000
PA
USD
2386250.00000000
0.194840123056
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
ASCEND PERFORMANCE MATERIALS HOLDINGS INC
N/A
Ascend Performance Materials Operations LLC
N/A
3385850.92180000
PA
USD
3308822.81000000
0.270169279611
Long
LON
CORP
US
N
2
2026-08-27
Variable
8.42000000
N
N
N
N
N
N
PHOENIX NEWCO INC
N/A
Phoenix Newco, Inc.
N/A
4987500.00000000
PA
USD
4750593.75000000
0.387891574999
Long
LON
CORP
US
N
2
2028-11-15
Variable
6.37000000
N
N
N
N
N
N
RENT-A-CENTER INC/TX
N/A
Rent-A-Center, Inc.
N/A
3251723.01090000
PA
USD
2942809.32000000
0.240283847057
Long
LON
CORP
US
N
2
2028-02-17
Variable
6.06000000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-21930000.00000000
NC
448999.37000000
0.036661327397
N/A
DFE
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
21930000.00000000
EUR
21962675.70000000
USD
2022-10-17
448999.37000000
N
N
N
MERCURY BORROWER INC
N/A
AqGen Island Holdings, Inc.
N/A
9186710.62500000
PA
USD
8336939.89000000
0.680720961376
Long
LON
CORP
US
N
2
2028-08-02
Variable
7.19000000
N
N
N
N
N
N
RYAN SPECIALTY GROUP LLC
N/A
Ryan Specialty Group LLC
N/A
3528000.00000000
PA
USD
3404520.00000000
0.277983067888
Long
LON
CORP
US
N
3
2027-09-01
Variable
6.13000000
N
N
N
N
N
N
FRANCHISE GROUP INC
N/A
Franchise Group, Inc.
N/A
3955564.02000000
PA
USD
3685280.33000000
0.300907479516
Long
LON
CORP
US
N
2
2026-03-10
Variable
7.56000000
N
N
N
N
N
N
CIDRON NEW BIDCO LIMITED
N/A
Cidron New Bidco Ltd.
N/A
4125000.00000000
PA
3793601.15000000
0.309752002050
Long
LON
CORP
GB
N
2
2025-04-16
Variable
3.69000000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust
02660LAB6
2312071.93600000
PA
USD
1278350.58000000
0.104378830515
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
3.29400000
N
N
N
N
N
N
MAVIS TIRE EXPRESS SERVICES CORP
N/A
Mavis Tire Express Services TopCo Corp.
N/A
6842852.64410000
PA
USD
6402378.22000000
0.522761722468
Long
LON
CORP
US
N
2
2028-05-04
Variable
7.25000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AD8
4200000.00000000
PA
USD
4202219.99000000
0.343116211613
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.62500000
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR Grace Holdings LLC
92943GAD3
1975000.00000000
PA
USD
1697769.25000000
0.138624858917
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.87500000
N
N
N
N
N
N
ALLIANT HOLDINGS LP
N/A
Alliant Holdings Intermediate LLC
N/A
7188198.27760000
PA
USD
6877093.06000000
0.561522748279
Long
LON
CORP
US
N
2
2025-05-09
Variable
6.37000000
N
N
N
N
N
N
TGP HOLDINGS III LLC
N/A
TGP Holdings LLC
N/A
93715.51000000
PA
USD
73391.43000000
0.005992496700
Long
LON
CORP
US
N
2
2028-06-29
Variable
6.37000000
N
N
N
N
N
N
VIRTU FINANCIAL INC
N/A
Virtu Financial
N/A
3600000.00000000
PA
USD
3441384.00000000
0.280993056907
Long
LON
CORP
US
N
2
2029-01-13
Variable
6.12000000
N
N
N
N
N
N
ARETEC GROUP INC
N/A
Aretec Group, Inc.
N/A
7555625.00040000
PA
USD
7398241.33000000
0.604075118340
Long
LON
CORP
US
N
2
2025-10-01
Variable
7.38000000
N
N
N
N
N
N
OCULUS INTERMEDIATE INC
N/A
CNT Holdings I Corp.
N/A
3743000.00000000
PA
USD
3559181.27000000
0.290611342746
Long
LON
CORP
US
N
2
2027-11-08
Variable
6.25000000
N
N
N
N
N
N
OSMOSIS HOLDINGS AUSTRALIA II PTY LTD
N/A
Osmosis Holdings Australia II Pty Ltd.
N/A
5092592.58000000
PA
USD
4726587.95000000
0.385931473155
Long
LON
CORP
AU
N
2
2028-07-31
Variable
4.50000000
N
N
N
N
N
N
Athenahealth Group, Inc.
N/A
Athenahealth Group, Inc.
N/A
-1415942.00000000
PA
USD
-150089.85000000
-0.01225501303
Short
LON
CORP
US
N
3
2029-02-15
Variable
3.50000000
N
N
N
N
N
N
LUX NEWCO
N/A
Froneri US, Inc.
N/A
6744750.00000000
PA
USD
6351868.31000000
0.518637528825
Long
LON
CORP
US
N
2
2027-01-29
Variable
5.37000000
N
N
N
N
N
N
FINASTRA GROUP HOLDINGS LTD
N/A
Misys Ltd.
N/A
9244552.78800000
PA
USD
7987293.61000000
0.652171930796
Long
LON
CORP
US
N
2
2024-06-13
Variable
6.87000000
N
N
N
N
N
N
BALBOA INTERMEDIATE HOLDINGS LLC
04EEB871XLHVNY4RZJ65
TIBCO Software, Inc.
N/A
0.00100000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2026-06-30
None
0.00000000
N
N
N
N
N
N
NATHAN'S FAMOUS INC
54930034SKNSF1JIE673
Nathan's Famous, Inc.
632347AC4
3135000.00000000
PA
USD
3103650.00000000
0.253416678019
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.62500000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer
N/A
3646208.16870000
PA
USD
1823104.08000000
0.148858595407
Long
LON
CORP
US
N
3
2024-01-01
Variable
6.00000000
N
N
Y
N
N
N
SIPCO HOLDINGS LTD
5493005G2MHUFTGARL57
AlixPartners, LLP
N/A
8125342.34640000
PA
USD
7788709.41000000
0.635957296970
Long
LON
CORP
US
N
2
2028-02-04
Variable
5.87000000
N
N
N
N
N
N
EG GROUP LTD
2138003OUK4UQHRJLT65
EG Finco Ltd.
N/A
765599.74480000
PA
USD
712490.09000000
0.058175655028
Long
LON
CORP
GB
N
2
2025-02-07
Variable
7.67000000
N
N
N
N
N
N
GLOVES BUYER INC
N/A
Protective Industrial Products, Inc.
N/A
1836887.87570000
PA
USD
1726674.60000000
0.140985014790
Long
LON
CORP
US
N
3
2027-12-29
Variable
7.12000000
N
N
N
N
N
N
LEGENDS HOSPITALITY HOLD
N/A
Legends Hospitality Holding Company LLC / Legends Hospitality Co-Issuer, Inc.
52473NAA6
2875000.00000000
PA
USD
2461948.75000000
0.201021015153
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
ARGOS HOLDINGS INC
N/A
PetSmart LLC
N/A
6286500.00000000
PA
USD
5935524.71000000
0.484642583510
Long
LON
CORP
US
N
2
2028-02-11
Variable
6.87000000
N
N
N
N
N
N
SPDR Blackstone Senior Loan ET
549300ME4SR63Y3TRD06
SPDR Blackstone Senior Loan ETF
78467V608
862440.00000000
NS
USD
35247922.80000000
2.878034412087
Long
EC
RF
US
N
1
N
N
N
YAK HOLDING III LLC
N/A
YAK MAT (YAK ACCESS LLC)
N/A
2550000.00000000
PA
USD
765000.00000000
0.062463151027
Long
LON
CORP
US
N
3
2026-07-10
Variable
13.64000000
N
N
N
N
N
N
NEW TROJAN PARENT INC
N/A
New Trojan Parent, Inc.
N/A
207704.33240000
PA
USD
163047.90000000
0.013313053074
Long
LON
CORP
US
N
3
2028-01-06
Variable
6.04000000
N
N
N
N
N
N
HAYWARD INDUSTRIES INC
N/A
Hayward Industries, Inc.
N/A
7702500.00000000
PA
USD
7249978.13000000
0.591969253434
Long
LON
CORP
US
N
2
2028-05-30
Variable
5.62000000
N
N
N
N
N
N
FT 1 INC
5493002GPK5LQJ7QPJ51
Targus Group International Equity, Inc.
N/A
12773.00000000
NS
USD
32124.48000000
0.002623001628
Long
EC
CORP
US
N
3
N
N
N
PARK RIVER HOLDINGS INC
N/A
Park River Holdings, Inc.
N/A
9860863.78940000
PA
USD
8328288.34000000
0.680014552128
Long
LON
CORP
US
N
2
2027-12-28
Variable
5.53000000
N
N
N
N
N
N
AUXEY HOLDCO LTD
N/A
Alexander Mann
N/A
1540000.00000000
PA
1633778.91000000
0.133399972287
Long
LON
CORP
GB
N
2
2025-06-16
Variable
7.31000000
N
N
N
N
N
N
OCTAGON LOAN FUNDING LTD
549300HJJWTCMWFILG24
Octagon Loan Funding Ltd.
67590TAC5
2071948.00000000
PA
USD
645826.19000000
0.052732469076
Long
ABS-O
CORP
KY
N
2
2031-11-18
None
0.00000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust
36249BAD2
132112.43960000
PA
USD
127229.62000000
0.010388448325
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
3.62400000
N
N
N
N
N
N
VC GB HOLDINGS I CORP
N/A
VC GB Holdings I Corp.
N/A
9875375.00000000
PA
USD
8597797.74000000
0.702020312070
Long
LON
CORP
US
N
2
2028-07-21
Variable
6.38000000
N
N
N
N
N
N
INGERSOLL RAND INC
549300MJL50HVCB7RP74
Gardner Denver, Inc.
N/A
4911838.78640000
PA
USD
4757312.34000000
0.388440155786
Long
LON
CORP
US
N
2
2027-03-01
Variable
4.88000000
N
N
N
N
N
N
BURLINGTON STORES INC
549300SIFDMGE3Y2SW49
Burlington Stores, Inc.
N/A
4690625.00000000
PA
USD
4444367.19000000
0.362887815697
Long
LON
CORP
US
N
2
2028-06-26
Variable
5.12000000
N
N
N
N
N
N
AVANTOR INC
N/A
Avantor Funding, Inc.
N/A
1728460.50960000
PA
USD
1679043.82000000
0.137095905502
Long
LON
CORP
US
N
2
2027-11-08
Variable
5.37000000
N
N
N
N
N
N
TRITON WATER HOLDINGS INC
N/A
Triton Water Holdings, Inc.
N/A
7900008.48000000
PA
USD
7071613.59000000
0.577405578663
Long
LON
CORP
US
N
2
2028-03-31
Variable
7.17000000
N
N
N
N
N
N
CP ATLAS BUYER INC
N/A
American Bath Group LLC
N/A
10905977.17000000
PA
USD
9455482.21000000
0.772051259237
Long
LON
CORP
US
N
2
2027-11-23
Variable
6.62000000
N
N
N
N
N
N
CONAIR HOLDINGS LLC
N/A
Conair Holdings LLC
N/A
12037907.76420000
PA
USD
10081747.75000000
0.823186578202
Long
LON
CORP
US
N
2
2028-05-17
Variable
7.42000000
N
N
N
N
N
N
RESONETICS LLC
N/A
Resonetics LLC
N/A
3581909.54780000
PA
USD
3393859.30000000
0.277112609177
Long
LON
CORP
US
N
2
2028-04-28
Variable
6.81000000
N
N
N
N
N
N
SABRE CORP
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
N/A
532948.47340000
PA
USD
475880.35000000
0.038856191075
Long
LON
CORP
US
N
2
2027-12-17
Variable
6.62000000
N
N
N
N
N
N
MAGIC ACQUIRECO INC
549300H9LWMBP7HYLR98
Michaels Stores, Inc.
N/A
3236273.23780000
PA
USD
2595491.14000000
0.211924908584
Long
LON
CORP
US
N
2
2028-04-14
Variable
7.92000000
N
N
N
N
N
N
TRANSUNION
X8NPN6PWJOM1QCTYFV34
Trans Union LLC
N/A
3712911.29030000
PA
USD
3589939.67000000
0.293122802333
Long
LON
CORP
US
N
2
2028-12-01
Variable
5.37000000
N
N
N
N
N
N
ASCEND LEARNING LLC
N/A
Ascend Learning LLC
N/A
9031750.00000000
PA
USD
8318241.75000000
0.679194236222
Long
LON
CORP
US
N
2
2028-12-11
Variable
6.62000000
N
N
N
N
N
N
OMNITRACS HOLDINGS LLC
N/A
Polaris Newco LLC
N/A
10288887.85960000
PA
USD
9471538.61000000
0.773362283209
Long
LON
CORP
US
N
2
2028-06-02
Variable
7.67000000
N
N
N
N
N
N
DP HOLDCO LP
N/A
Duff & Phelps
N/A
4935655.90700000
PA
USD
4647759.10000000
0.379495004706
Long
LON
CORP
US
N
2
2027-04-09
Variable
6.78000000
N
N
N
N
N
N
CELTIC INTERMEDIATE CORP
N/A
National Mentor Holdings, Inc.
N/A
8821699.77730000
PA
USD
6252379.72000000
0.510514168273
Long
LON
CORP
US
N
2
2028-03-02
Variable
7.18000000
N
N
N
N
N
N
ARAMARK
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
N/A
6900000.00000000
PA
USD
6658500.00000000
0.543674367468
Long
LON
CORP
US
N
2
2025-03-11
Variable
4.87000000
N
N
N
N
N
N
BRP INC
549300DZZJW11IMTMJ24
Bombardier Recreational Products, Inc.
N/A
9953254.09160000
PA
USD
9505357.66000000
0.776123648474
Long
LON
CORP
CA
N
2
2027-05-24
Variable
5.12000000
N
N
N
N
N
N
INFORMATICA HOLDCO 2 LLC
5493007SV33RZV7RPS40
Informatica LLC
N/A
9452500.00000000
PA
USD
9151248.83000000
0.747210245430
Long
LON
CORP
US
N
2
2028-10-27
Variable
5.88000000
N
N
N
N
N
N
3G SPECIAL SITUATIONS FUND V LP
N/A
Hunter Douglas, Inc.
N/A
11800000.00000000
PA
USD
9658300.00000000
0.788611570672
Long
LON
CORP
US
N
2
2029-02-26
Variable
6.34000000
N
N
N
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WW International, Inc.
98262PAA9
2875000.00000000
PA
USD
1502435.33000000
0.122675614282
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
FIRST BRANDS GROUP LLC
N/A
First Brands Group LLC
N/A
9959869.27650000
PA
USD
9551514.64000000
0.779892420255
Long
LON
CORP
US
N
2
2027-03-30
Variable
8.37000000
N
N
N
N
N
N
CELESTIAL-SATURN PARENT INC
54930086CD8K2UIL0516
CoreLogic, Inc.
N/A
8631112.78140000
PA
USD
6451756.80000000
0.526793541684
Long
LON
CORP
US
N
2
2028-06-02
Variable
6.63000000
N
N
N
N
N
N
TGP HOLDINGS III LLC
N/A
TGP Holdings LLC
N/A
2864681.00000000
PA
USD
2243417.63000000
0.183177691816
Long
LON
CORP
US
N
2
2028-06-29
Variable
6.37000000
N
N
N
N
N
N
UPSTREAM NEWCO INC
N/A
Upstream Newco, Inc.
N/A
740625.00420000
PA
USD
685078.13000000
0.055937436208
Long
LON
CORP
US
N
2
2026-11-20
Variable
8.06000000
N
N
N
N
N
N
ATD CORP
HZ8T88YVE2JVXJ0BTQ24
American Tire Distributors, Inc.
N/A
6965000.00000000
PA
USD
6462544.90000000
0.527674402755
Long
LON
CORP
US
N
2
2028-10-20
Variable
9.03000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDN7
2800000.00000000
PA
USD
2337160.00000000
0.190831866737
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.37500000
N
N
N
N
N
N
NEXT LIMITED PARTNERSHIP INC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
N/A
6779964.22260000
PA
USD
6445237.39000000
0.526261224178
Long
LON
CORP
US
N
2
2025-07-17
Variable
5.07000000
N
N
N
N
N
N
VERSCEND HOLDING CORP
N/A
Verscend Holding Corp.
N/A
4334753.49520000
PA
USD
4193874.01000000
0.342434752516
Long
LON
CORP
US
N
2
2025-08-27
Variable
7.12000000
N
N
N
N
N
N
VECTOR PHOENIX HOLDINGS (CAYMAN) LP
N/A
Vector Phoenix Holdings, LP
N/A
244278.48240000
NS
USD
58370.34000000
0.004766007010
Long
EC
CORP
KY
N
3
N
N
N
HILLMAN COMPANIES INC
BDPO7HREUXNPHVMSIT54
Hillman Group, Inc.
N/A
-800000.00620000
PA
USD
-37600.00000000
-0.00307008428
Short
LON
CORP
US
N
3
2028-07-14
Variable
2.75000000
N
N
N
N
N
N
BOE HOLDING LLC
549300DNGHXL0OMHW304
BWAY Holding Co.
N/A
7634137.91080000
PA
USD
7095015.09000000
0.579316338700
Long
LON
CORP
US
N
2
2024-04-03
Variable
5.81000000
N
N
N
N
N
N
MESSER INDUSTRIES USA INC
N/A
Messer Industries USA, Inc.
N/A
9353370.87930000
PA
USD
8926670.10000000
0.728873127614
Long
LON
CORP
US
N
2
2026-03-02
Variable
6.17000000
N
N
N
N
N
N
ARCLINE FM HOLDINGS LLC
N/A
Arcline FM Holdings LLC
N/A
9518850.00000000
PA
USD
8804936.25000000
0.718933415382
Long
LON
CORP
US
N
3
2028-06-23
Variable
7.00000000
N
N
N
N
N
N
TRINSEO PLC
549300WNMXD3KV7LO256
Trinseo Materials Operating S.C.A.
N/A
1580000.00000000
PA
USD
1445210.20000000
0.118003115017
Long
LON
CORP
LU
N
2
2028-05-03
Variable
5.62000000
N
N
N
N
N
N
RECORDED BOOKS INC
N/A
Recorded Books, Inc.
N/A
2200000.00000000
PA
USD
2112000.00000000
0.172447287541
Long
LON
CORP
US
N
2
2025-08-29
Variable
7.08000000
N
N
N
N
N
N
JANE STREET GROUP LLC
N/A
Jane Street Group LLC
N/A
7270500.00000000
PA
USD
6963030.56000000
0.568539646373
Long
LON
CORP
US
N
2
2028-01-26
Variable
5.87000000
N
N
N
N
N
N
USIC HOLDINGS INC
N/A
USIC Holding, Inc.
N/A
5303943.60600000
PA
USD
4956959.62000000
0.404741591345
Long
LON
CORP
US
N
2
2028-05-12
Variable
6.62000000
N
N
N
N
N
N
APEX GROUP TREASURY LLC
N/A
Apex Group Treasury LLC
N/A
3464999.99910000
PA
USD
3291750.00000000
0.268775264566
Long
LON
CORP
US
N
3
2028-07-27
Variable
6.56000000
N
N
N
N
N
N
TWIN PALMS PACIFIC TRUST
549300U9K7TD84Q24R17
Del Monte Foods, Inc.
N/A
10000000.00000000
PA
USD
9558300.00000000
0.780446452891
Long
LON
CORP
US
N
2
2029-05-16
Variable
7.37000000
N
N
N
N
N
N
BP HOLDCO LLC
N/A
BP Holdco LLC
N/A
244278.00000000
NS
USD
148127.74000000
0.012094804437
Long
EC
CORP
US
N
3
N
N
N
GRIFOLS SA
N/A
Grifols Worldwide Operations USA, Inc.
N/A
8730304.40510000
PA
USD
8270741.18000000
0.675315758734
Long
LON
CORP
US
N
2
2027-11-15
Variable
5.12000000
N
N
N
N
N
N
LIBERTY GLOBAL PLC
N/A
Virgin Media Bristol LLC
N/A
7916232.98000000
PA
USD
7542428.46000000
0.615848167330
Long
LON
CORP
US
N
2
2028-01-31
Variable
5.32000000
N
N
N
N
N
N
NEXT LIMITED PARTNERSHIP INC
5493001ZMCICV4N02J21
SFR Group S.A.
N/A
1632363.93920000
PA
USD
1485451.18000000
0.121288838430
Long
LON
CORP
FR
N
2
2025-07-31
Variable
5.56000000
N
N
N
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Companies, Inc.
445587AE8
1850000.00000000
PA
USD
1416600.50000000
0.115667099315
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
RADIATE HOLDINGS LP
N/A
Radiate Holdco LLC
N/A
4651351.25000000
PA
USD
4292639.04000000
0.350499033542
Long
LON
CORP
US
N
2
2026-09-25
Variable
6.37000000
N
N
N
N
N
N
ICON LUXEMBOURG SARL
N/A
Icon Luxembourg SARL
N/A
2267985.97500000
PA
USD
2213554.31000000
0.180739316564
Long
LON
CORP
LU
N
2
2028-07-03
Variable
5.94000000
N
N
N
N
N
N
SABRE CORP
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
N/A
3396874.92000000
PA
USD
3137863.21000000
0.256210226913
Long
LON
CORP
US
N
2
2028-06-30
Variable
8.13000000
N
N
N
N
N
N
CHILL PARENT INC
N/A
Arctic Glacier Group Holdings, Inc.
N/A
2272564.40520000
PA
USD
1998152.25000000
0.163151484662
Long
LON
CORP
US
N
2
2024-03-20
Variable
7.17000000
N
N
N
N
N
N
FOCUS FINANCIAL PARTNERS INC
N/A
Focus Financial Partners LLC
N/A
6671669.63960000
PA
USD
6497472.35000000
0.530526270185
Long
LON
CORP
US
N
2
2024-07-03
Variable
5.12000000
N
N
N
N
N
N
TCB HOLDINGS I CORP
N/A
TricorBraun Holdings, Inc.
N/A
6236891.00780000
PA
USD
5845526.10000000
0.477294091002
Long
LON
CORP
US
N
2
2028-03-03
Variable
6.37000000
N
N
N
N
N
N
BROWN GROUP HOLDING LLC
N/A
Brown Group Holding LLC
N/A
8742945.79470000
PA
USD
8291197.79000000
0.676986065035
Long
LON
CORP
US
N
2
2028-06-07
Variable
5.62000000
N
N
N
N
N
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - Rec GBP / Deliver USD
N/A
63000.00000000
NC
3141.09000000
0.000256473698
N/A
DFE
US
N
2
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
67235.99000000
USD
63000.00000000
GBP
2022-10-17
3141.09000000
N
N
N
BLUE RIBBON LLC (USA)
N/A
Blue Ribbon LLC
N/A
2728205.12820000
PA
USD
2322384.62000000
0.189625439558
Long
LON
CORP
US
N
2
2028-05-08
Variable
8.56000000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
N/A
Mileage Plus Holdings LLC
N/A
2660000.00000000
PA
USD
2666171.20000000
0.217696018731
Long
LON
CORP
US
N
2
2027-06-21
Variable
8.78000000
N
N
N
N
N
N
BRUNDAGE-BONE CONCRETE
N/A
Brundage-Bone Concrete Pumping Holdings, Inc.
66981QAA4
1412000.00000000
PA
USD
1274330.00000000
0.104050545422
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.00000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAH4
2850000.00000000
PA
USD
2144294.09000000
0.175084138026
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
XPLORNET COMMUNICATIONS INC
N/A
Xplornet Communications, Inc.
N/A
10832436.09020000
PA
USD
9502754.56000000
0.775911102293
Long
LON
CORP
CA
N
2
2028-10-02
Variable
7.12000000
N
N
N
N
N
N
RING CONTAINER TECHNOLOGIES GROUP LLC
N/A
Ring Container Technologies Group LLC
N/A
5229281.01500000
PA
USD
5028842.67000000
0.410610927042
Long
LON
CORP
US
N
2
2028-08-14
Variable
6.87000000
N
N
N
N
N
N
API HEAT TRANSFER PARENT LLC
N/A
API Heat Transfer Intermediate
N/A
618.32000000
NS
USD
0.06000000
0.000000004899
Long
EP
CORP
US
N
3
N
N
N
GRANITE GENERATION LLC
N/A
Granite Generation LLC
N/A
3486157.32970000
PA
USD
3329280.25000000
0.271839653682
Long
LON
CORP
US
N
2
2026-11-09
Variable
6.87000000
N
N
N
N
N
N
FLEETCOR TECHNOLOGIES INC
N/A
FleetCor Technologies Operating Company LLC
N/A
8513869.67560000
PA
USD
8189831.80000000
0.668709412561
Long
LON
CORP
US
N
2
2028-04-28
Variable
4.87000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
Washington Mutual Mortgage Pass-Through Certificates Trust
92927BAA0
2403358.90520000
PA
USD
1968320.42000000
0.160715680606
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
1.91400000
N
N
N
N
N
N
AMWINS GROUP INC
N/A
AmWINS Group, Inc.
N/A
6907426.70910000
PA
USD
6595003.80000000
0.538489827952
Long
LON
CORP
US
N
2
2028-02-21
Variable
5.37000000
N
N
N
N
N
N
PRO MACH GROUP INC
N/A
Pro Mach Group, Inc.
N/A
4368229.04850000
PA
USD
4156850.44000000
0.339411734419
Long
LON
CORP
US
N
2
2028-08-31
Variable
7.12000000
N
N
N
N
N
N
GOODPACK PTE LTD
5493003ZYID1KN87T037
IBC Capital Ltd.
N/A
7071804.81000000
PA
USD
6473671.56000000
0.528582907649
Long
LON
CORP
KY
N
2
2023-09-11
Variable
6.69000000
N
N
N
N
N
N
CHEFS WAREHOUSE INC
N/A
Chefs' Warehouse, Inc.
N/A
4850000.00000000
PA
USD
4813625.00000000
0.393038150800
Long
LON
CORP
US
N
2
2029-08-23
Variable
7.93000000
N
N
N
N
N
N
AZALEA TOPCO INC
N/A
Emerald TopCo, Inc. (Press Ganey)
N/A
8528770.78050000
PA
USD
7739859.48000000
0.631968642650
Long
LON
CORP
US
N
2
2026-07-24
Variable
6.62000000
N
N
N
N
N
N
CYPRESS INTERMEDIATE HOLDINGS II INC
N/A
CCC Intelligent Solutions, Inc.
N/A
3970000.00000000
PA
USD
3831050.00000000
0.312809744761
Long
LON
CORP
US
N
2
2028-09-21
Variable
4.37000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
CURRENCY CONTRACT - Rec USD / Deliver GBP
N/A
-6137000.00000000
NC
218142.71000000
0.017811609202
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
6137000.00000000
GBP
7073763.95000000
USD
2022-10-17
218142.71000000
N
N
N
TAMKO BUILDING PRODUCTS LLC
N/A
TAMKO Building Products, Inc.
N/A
1178734.20120000
PA
USD
1110461.92000000
0.090670523684
Long
LON
CORP
US
N
2
2026-05-29
Variable
6.08000000
N
N
N
N
N
N
HILLMAN COMPANIES INC
BDPO7HREUXNPHVMSIT54
Hillman Group, Inc.
N/A
3594130.43220000
PA
USD
3425206.30000000
0.279672128648
Long
LON
CORP
US
N
2
2028-07-14
Variable
5.83000000
N
N
N
N
N
N
PLATINUM EQUITIES LLC
5493008CRWH2WFODTF44
Pelican Products, Inc.
N/A
9199042.58620000
PA
USD
8371128.75000000
0.683512522063
Long
LON
CORP
US
N
2
2028-12-29
Variable
8.16000000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
N/A
2338064.37910000
PA
USD
2227333.65000000
0.181864415905
Long
LON
CORP
US
N
2
2028-04-21
Variable
6.53000000
N
N
N
N
N
N
HARBOURVEST PARTNERS LLC
54930029KR62LTFQ8M21
HarbourVest Partners, LP
N/A
6154741.10150000
PA
USD
5927815.80000000
0.484013141929
Long
LON
CORP
US
N
2
2025-03-03
Variable
4.76000000
N
N
N
N
N
N
IMPRIVATA INTERMEDIATE HOLDINGS INC
N/A
Imprivata, Inc.
N/A
650000.00000000
PA
USD
627048.50000000
0.051199248570
Long
LON
CORP
US
N
2
2027-12-01
Variable
7.28000000
N
N
N
N
N
N
FLUIDRA FINCO SLU
N/A
Zodiac Pool Solutions LLC
N/A
1687250.00000000
PA
USD
1630609.02000000
0.133141147035
Long
LON
CORP
US
N
2
2029-01-29
Variable
5.13000000
N
N
N
N
N
N
CORE & MAIN LP
N/A
Core & Main, LP
N/A
7623000.00000000
PA
USD
7270436.25000000
0.593639683028
Long
LON
CORP
US
N
2
2028-07-27
Variable
5.17000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY INC
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc.
N/A
7900000.00000000
PA
USD
7603750.00000000
0.620855143296
Long
LON
CORP
US
N
2
2028-05-19
Variable
5.37000000
N
N
N
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd.
89473MAD4
977701.54380000
PA
USD
121557.63000000
0.009925323661
Long
ABS-O
CORP
KY
N
2
2028-10-20
None
0.00000000
N
N
N
N
N
N
THEVELIA US LLC
N/A
Thevelia US LLC
N/A
11800000.00000000
PA
USD
11151000.00000000
0.910492283794
Long
LON
CORP
US
N
2
2029-06-18
Variable
7.70000000
N
N
N
N
N
N
US FOODS HOLDING CORP
5493000JOOFAOUY1JZ87
US Foods, Inc.
N/A
4961636.82860000
PA
USD
4807627.62000000
0.392548457660
Long
LON
CORP
US
N
2
2026-09-14
Variable
5.12000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
N/A
Energizer Holdings, Inc.
N/A
2807250.00000000
PA
USD
2677414.69000000
0.218614062932
Long
LON
CORP
US
N
2
2027-12-22
Variable
5.31000000
N
N
N
N
N
N
HUSKY INJECTION MOLDING SYSTEMS LTD
N/A
Titan Acquisition Ltd. (Husky)
N/A
6799144.02190000
PA
USD
6073879.33000000
0.495939401189
Long
LON
CORP
CA
N
2
2025-03-28
Variable
5.88000000
N
N
N
N
N
N
EPICOR SOFTWARE CORP
JGNXVGGGXR4O1L5I7S73
Epicor Software
N/A
3702770.78860000
PA
USD
3460942.83000000
0.282590058413
Long
LON
CORP
US
N
2
2027-07-30
Variable
6.37000000
N
N
N
N
N
N
FRONT RANGE TOPCO INC
N/A
Zayo Group Holdings, Inc.
N/A
3980000.00000000
PA
USD
3447675.00000000
0.281506724467
Long
LON
CORP
US
N
2
2027-03-09
Variable
7.28000000
N
N
N
N
N
N
PERRIGO COMPANY PLC
N/A
Perrigo Investments LLC
N/A
6483750.00000000
PA
USD
6370284.38000000
0.520141222631
Long
LON
CORP
US
N
2
2029-04-20
Variable
5.63000000
N
N
N
N
N
N
US FARATHANE LLC
N/A
US Farathane LLC
N/A
4212926.11440000
PA
USD
3665245.72000000
0.299271630012
Long
LON
CORP
US
N
2
2024-12-23
Variable
7.92000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
3500000.00000000
PA
USD
2614835.83000000
0.213504425307
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
KDC HOLDCO INC
N/A
KDC US Holdings, Inc.
N/A
4486698.20570000
PA
USD
4224989.10000000
0.344975336262
Long
LON
CORP
US
N
2
2025-12-22
Variable
6.87000000
N
N
N
N
N
N
SEREN BIDCO AB
N/A
Seren BidCo AB
N/A
2183500.00000000
PA
USD
2060678.13000000
0.168256796408
Long
LON
CORP
SE
N
2
2028-11-16
Variable
6.57000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
75114NAA2
10477997.12590000
PA
USD
2484583.54000000
0.202869172416
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Floating
3.44400000
N
N
N
N
N
N
CENGAGE LEARNING HOLDINGS II INC
549300BYGM0FWUSVXJ88
Cengage Learning Acquisitions, Inc.
N/A
5132197.91430000
PA
USD
4634220.75000000
0.378389582483
Long
LON
CORP
US
N
2
2026-07-14
Variable
7.81000000
N
N
N
N
N
N
BCPE EAGLE INTERMEDIATE HOLDINGS LLC
N/A
Aveanna Healthcare LLC
N/A
1106965.42800000
PA
USD
880037.52000000
0.071856100027
Long
LON
CORP
US
N
2
2028-07-17
Variable
6.80000000
N
N
N
N
N
N
EQT INFRASTRUCTURE FUND
N/A
Osmose Utility Services, Inc.
N/A
3505266.29960000
PA
USD
3207318.66000000
0.261881346211
Long
LON
CORP
US
N
2
2028-06-23
Variable
6.37000000
N
N
N
N
N
N
MADISON INDUSTRIES US HOLDINGS CORP
549300ZA0D9WN5ECE978
Filtration Group Corp.
N/A
2871000.00000000
PA
USD
2719066.68000000
0.222014996974
Long
LON
CORP
US
N
2
2028-10-23
Variable
6.62000000
N
N
N
N
N
N
TENEO HOLDINGS LLC
N/A
Teneo Holdings LLC
N/A
9793988.29420000
PA
USD
9222704.96000000
0.753044722607
Long
LON
CORP
US
N
2
2025-07-11
Variable
8.38000000
N
N
N
N
N
N
Aveanna Healthcare LLC
N/A
Aveanna Healthcare LLC
N/A
-260034.07000000
PA
USD
-53306.98000000
-0.00435257770
Short
LON
CORP
US
N
3
2028-07-17
Variable
0.50000000
N
N
N
N
N
N
VERTICAL TOPCO SARL
N/A
TK Elevator Midco GmbH
N/A
1866998.33430000
PA
USD
1786101.30000000
0.145837274838
Long
LON
CORP
DE
N
2
2027-07-30
Variable
6.87000000
N
N
N
N
N
N
BERLIN PACKAGING LLC
549300L1HNHO6QOXHH42
Berlin Packaging LLC
N/A
3415500.00040000
PA
USD
3219108.75000000
0.262844020946
Long
LON
CORP
US
N
2
2028-03-13
Variable
6.38000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT LLC
N/A
Fertitta Entertainment LLC
N/A
9452500.00000000
PA
USD
8753393.10000000
0.714724856476
Long
LON
CORP
US
N
2
2029-01-27
Variable
7.03000000
N
N
N
N
N
N
CENTRAL PARENT INC
N/A
CDK Global, Inc.
N/A
3000000.00000000
PA
USD
2884440.00000000
0.235517923331
Long
LON
CORP
US
N
2
2029-07-06
Variable
6.61000000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
N/A
Playtika Holding Corp.
N/A
6482843.75740000
PA
USD
6197015.18000000
0.505993588373
Long
LON
CORP
US
N
2
2028-03-13
Variable
5.87000000
N
N
N
N
N
N
LTI HOLDINGS INC
N/A
LTI Holdings, Inc.
N/A
6920029.27080000
PA
USD
6387187.02000000
0.521521343095
Long
LON
CORP
US
N
2
2025-09-08
Variable
6.37000000
N
N
N
N
N
N
ENTEGRIS INC
N/A
Entegris, Inc.
N/A
6500000.00000000
PA
USD
6442215.00000000
0.526014442475
Long
LON
CORP
US
N
2
2029-07-06
Variable
5.68000000
N
N
N
N
N
N
PARK PLACE TECHNOLOGIES LLC
N/A
Park Place Technologies, LLC
N/A
3638047.51680000
PA
USD
3444030.44000000
0.281209141850
Long
LON
CORP
US
N
2
2027-11-10
Variable
8.13000000
N
N
N
N
N
N
WARBURG PINCUS LLC
N/A
Engineered Machinery Holdings, Inc.
N/A
6947500.00000000
PA
USD
6669600.00000000
0.544580695542
Long
LON
CORP
US
N
2
2028-05-19
Variable
7.42000000
N
N
N
N
N
N
PROJECT RUBY ULTIMATE PARENT CORP
N/A
Project Ruby Ultimate Parent Corp.
N/A
3447500.00000000
PA
USD
3208760.63000000
0.261999084760
Long
LON
CORP
US
N
2
2028-03-10
Variable
6.37000000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer
N/A
650522.41890000
PA
USD
552944.06000000
0.045148533763
Long
LON
CORP
US
N
3
2023-10-02
Variable
6.00000000
N
N
Y
N
N
N
WW INTERNATIONAL INC
N/A
WW International, Inc.
N/A
1653750.00000000
PA
USD
1150398.11000000
0.093931360635
Long
LON
CORP
US
N
2
2028-04-13
Variable
6.62000000
N
N
N
N
N
N
BERRY GLOBAL GROUP INC
549300AP2Q7ERHX6RI89
Berry Global, Inc.
N/A
6911937.80700000
PA
USD
6683567.38000000
0.545721148570
Long
LON
CORP
US
N
2
2026-07-01
Variable
4.18000000
N
N
N
N
N
N
SABRE CORP
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
N/A
849551.52660000
PA
USD
758581.55000000
0.061939077024
Long
LON
CORP
US
N
2
2027-12-17
Variable
6.62000000
N
N
N
N
N
N
Nomura Resecuritization Trust
N/A
Nomura Resecuritization Trust
65540WCC1
753971.34610000
PA
USD
670320.49000000
0.054732457520
Long
ABS-MBS
CORP
US
N
2
2036-03-26
Floating
2.19500000
N
N
N
N
N
N
ABG INTERMEDIATE HOLDINGS 2 LLC
N/A
Authentic Brands
N/A
5353600.57790000
PA
USD
5218422.16000000
0.426090315690
Long
LON
CORP
US
N
2
2024-09-27
Variable
6.37000000
N
N
N
N
N
N
TTF HOLDINGS INTERMEDIATE LLC
N/A
TTF Holdings Intermediate LLC
N/A
2661120.18010000
PA
USD
2581286.57000000
0.210765088713
Long
LON
CORP
US
N
2
2028-03-31
Variable
7.13000000
N
N
N
N
N
N
LIBERTY GLOBAL PLC
N/A
Telenet Financing USD LLC
N/A
4000000.00000000
PA
USD
3785000.00000000
0.309049708022
Long
LON
CORP
US
N
2
2028-04-28
Variable
4.82000000
N
N
N
N
N
N
ATLANTIC AVIATION HOLDINGS CORP
N/A
Atlantic Aviation
N/A
7394125.00000000
PA
USD
7044456.83000000
0.575188197223
Long
LON
CORP
US
N
2
2028-09-22
Variable
5.87000000
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
N/A
HighTower Holding LLC
N/A
2679750.00000000
PA
USD
2477107.31000000
0.202258729431
Long
LON
CORP
US
N
2
2028-04-21
Variable
6.73000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
939346AB8
1624351.34490000
PA
USD
1315908.63000000
0.107445489534
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
1.94400000
N
N
N
N
N
N
G HOLDINGS INC
N/A
Standard Industries, Inc.
N/A
5062000.00000000
PA
USD
4902243.28000000
0.400273937738
Long
LON
CORP
US
N
2
2028-09-22
Variable
6.68000000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
16412EAA5
2975000.00000000
PA
USD
2454375.00000000
0.200402609545
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley ReRemic Trust
N/A
Morgan Stanley Re-REMIC Trust
61759HBA4
293838.19010000
PA
USD
263313.37000000
0.021499846794
Long
ABS-MBS
CORP
US
N
2
2036-06-26
Variable
2.39700000
N
N
N
N
N
N
EG GROUP LTD
2138003OUK4UQHRJLT65
EG Finco Ltd.
N/A
3298433.65340000
PA
2833555.91000000
0.231363177450
Long
LON
CORP
GB
N
2
2025-02-07
Variable
5.19000000
N
N
N
N
N
N
FRONT RANGE TOPCO INC
N/A
Zayo Group Holdings, Inc.
N/A
6648467.67000000
PA
USD
5535713.64000000
0.451997538742
Long
LON
CORP
US
N
2
2027-03-09
Variable
6.12000000
N
N
N
N
N
N
EP PURCHASER LLC
N/A
Ep Purchaser LLC
N/A
247581.12000000
PA
USD
240896.43000000
0.019669477240
Long
LON
CORP
US
N
2
2028-11-06
Variable
7.17000000
N
N
N
N
N
N
SILVER LAKE (OFFSHORE) AIV GP V LTD
N/A
Zephyr Bidco Ltd.
N/A
5265000.00000000
PA
4821267.04000000
0.393662132367
Long
LON
CORP
GB
N
2
2025-07-23
Variable
6.47000000
N
N
N
N
N
N
GRAFTECH INTERNATIONAL LTD.
N/A
GrafTech Finance, Inc.
N/A
1921721.09830000
PA
USD
1792004.92000000
0.146319312364
Long
LON
CORP
US
N
2
2025-02-12
Variable
6.12000000
N
N
N
N
N
N
PECF USS INTERMEDIATE HOLDING II CORPORATION
N/A
PECF USS Intermediate Holding III Corp.
N/A
7886151.27820000
PA
USD
6709774.09000000
0.547860957308
Long
LON
CORP
US
N
2
2028-12-15
Variable
7.37000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp.
00109LAA1
2875000.00000000
PA
USD
2386250.00000000
0.194840123056
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.12500000
N
N
N
N
N
N
BCPE EMPIRE HOLDINGS INC
N/A
BCPE Empire Holdings, Inc.
N/A
2039750.00000000
PA
USD
1942861.88000000
0.158636960830
Long
LON
CORP
US
N
2
2026-06-11
Variable
7.76000000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
N/A
McGraw-Hill Education, Inc.
57767XAA8
1575000.00000000
PA
USD
1315150.17000000
0.107383560381
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
ICEBOX HOLDCO III INC
N/A
Icebox Holdco III, Inc.
N/A
5977107.14570000
PA
USD
5588595.18000000
0.456315378767
Long
LON
CORP
US
N
2
2028-12-22
Variable
7.42000000
N
N
N
N
N
N
MIRABELA NICKEL LTD
N/A
Mirabela Nickel Ltd.
N/A
1279819.00000000
PA
USD
63990.95000000
0.005224936436
Long
DBT
CORP
AU
Y
2
2019-06-24
Variable
9.50000000
Y
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Company, Inc.
N/A
6048144.77520000
PA
USD
5718399.92000000
0.466914088674
Long
LON
CORP
US
N
2
2025-10-02
Variable
6.87000000
N
N
N
N
N
N
STAR US BIDCO LLC
N/A
Sundyne (Star US Bidco)
N/A
1476514.48740000
PA
USD
1393460.55000000
0.113777695143
Long
LON
CORP
US
N
2
2027-03-17
Variable
7.37000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
761118VY1
416751.49940000
PA
USD
91315.59000000
0.007456025476
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
3.52400000
N
N
N
N
N
N
EAGLE PARENT CORP
N/A
Eagle Parent Corp.
N/A
6343125.00000000
PA
USD
6158096.04000000
0.502815794752
Long
LON
CORP
US
N
2
2029-04-02
Variable
7.80000000
N
N
N
N
N
N
ENTAIN HOLDINGS GIBRALTAR LIMITED
N/A
Entain Holdings (Gibraltar) Ltd.
N/A
5200998.73920000
PA
USD
5051470.03000000
0.412458477637
Long
LON
CORP
GI
N
2
2027-03-29
Variable
6.17000000
N
N
N
N
N
N
NFP INTERMEDIATE HOLDINGS B CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
N/A
7687367.20240000
PA
USD
7206906.75000000
0.588452424527
Long
LON
CORP
US
N
2
2027-02-15
Variable
6.37000000
N
N
N
N
N
N
LIBERTY GLOBAL PLC
2138005HEGTBAGASUY97
UPC Broadband Holding BV
N/A
9300000.00000000
PA
USD
8858250.00000000
0.723286545863
Long
LON
CORP
US
N
2
2029-01-31
Variable
5.74000000
N
N
N
N
N
N
MCGRAW HILL LLC
N/A
McGraw Hill LLC
N/A
8616969.91980000
PA
USD
7927612.33000000
0.647298883990
Long
LON
CORP
US
N
2
2028-07-28
Variable
8.32000000
N
N
N
N
N
N
CHG PPC PARENT LLC
N/A
CHG PPC Parent LLC
N/A
3034750.00000000
PA
USD
2898186.25000000
0.236640320834
Long
LON
CORP
US
N
3
2028-12-08
Variable
6.13000000
N
N
N
N
N
N
2022-10-31
Guggenheim Funds Trust
Jim Howley
Jim Howley
CFO