0001752724-23-125887.txt : 20230530
0001752724-23-125887.hdr.sgml : 20230530
20230530135445
ACCESSION NUMBER: 0001752724-23-125887
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230331
FILED AS OF DATE: 20230530
DATE AS OF CHANGE: 20230530
PERIOD START: 20230930
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: 23974723
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
2023-09-30
2023-03-31
N
1041177024.86
19284140.07
1021892884.79
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
4220500.27000000
EUR
GBP
USD
N
Portfolio (ExDerivative)
N/A
DCG ACQUISITION CORP
N/A
DCG Acquisition Corp.
N/A
1687158.33920000
PA
USD
1632325.69000000
0.159735498142
Long
LON
CORP
US
N
2
2026-09-30
Variable
9.41000000
N
N
N
N
N
N
PELOTON INTERACTIVE INC
N/A
Peloton Interactive, Inc.
N/A
2475000.00000000
PA
USD
2460570.75000000
0.240785583951
Long
LON
CORP
US
N
2
2027-05-25
Variable
11.76000000
N
N
N
N
N
N
PAR PACIFIC HOLDINGS INC
N/A
Par Petroleum LLC
N/A
3220000.00000000
PA
USD
3155600.00000000
0.308799488377
Long
LON
CORP
US
N
2
2030-02-28
Variable
9.24000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
OKXQCBALRQBU7RU5WQ22
Level 3 Financing, Inc.
N/A
2588000.21240000
PA
USD
2176068.22000000
0.212944845040
Long
LON
CORP
US
N
2
2027-03-01
Variable
6.67000000
N
N
N
N
N
N
Federated Hermes U.S. Treasury
25490003NTA1P9CI5X97
Federated Hermes U.S. Treasury Cash Reserves Fund - Institutional Shares
60934N682
14660089.21000000
NS
USD
14660089.21000000
1.434601358733
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
65725.65000000
0.006431755321
Long
EC
CORP
US
N
3
N
N
N
DURAN GROUP HOLDING GMBH
N/A
Duran Group Holding GMBH
N/A
3791038.88630000
PA
4113094.16000000
0.402497582791
Long
LON
CORP
DE
N
3
2024-03-29
Variable
5.65000000
N
N
N
N
N
N
HOCKEY PARENT HOLDINGS LP
549300JQT6ATTUNS5E06
HUB International Ltd.
N/A
1462216.62270000
PA
USD
1457259.71000000
0.142603958955
Long
LON
CORP
US
N
2
2025-04-25
Variable
8.06000000
N
N
N
N
N
N
STARFRUIT HOLDINGS LTD
N/A
Nouryon USA LLC
N/A
1355000.00000000
PA
USD
1349918.75000000
0.132099828670
Long
LON
CORP
US
N
2
2028-03-02
Variable
4.00000000
N
N
N
N
N
N
QUIRCH FOODS HOLDINGS LLC
N/A
Quirch Foods Holdings LLC
N/A
6668962.02510000
PA
USD
6127108.86000000
0.599584256940
Long
LON
CORP
US
N
2
2027-10-27
Variable
9.68000000
N
N
N
N
N
N
CARTER INTERMEDIATE INC
N/A
Aegion Corp.
N/A
6929636.00000000
PA
USD
6733319.41000000
0.658906575260
Long
LON
CORP
US
N
2
2028-05-17
Variable
9.59000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD PLC
N/A
Cushman & Wakefield US Borrower LLC
N/A
2592335.15190000
PA
USD
2522990.19000000
0.246893801449
Long
LON
CORP
US
N
2
2025-08-21
Variable
7.59000000
N
N
N
N
N
N
AMERICAN TRAILER WORLD CORP
N/A
American Trailer World Corp.
N/A
1085951.07940000
PA
USD
942963.90000000
0.092276197832
Long
LON
CORP
US
N
2
2028-03-03
Variable
8.66000000
N
N
N
N
N
N
HILLMAN COMPANIES INC
BDPO7HREUXNPHVMSIT54
Hillman Group, Inc.
N/A
68521.74480000
PA
USD
67822.14000000
0.006636912832
Long
LON
CORP
US
N
2
2028-07-14
Variable
7.59000000
N
N
N
N
N
N
COBHAM GROUP HOLDINGS LTD
N/A
Cobham Ultra SeniorCo SARL
N/A
3275250.00000000
PA
USD
3198150.62000000
0.312963390547
Long
LON
CORP
LU
N
2
2029-08-06
Variable
8.56000000
N
N
N
N
N
N
BLACKSTONE MORTGAGE TRUST INC
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust, Inc.
N/A
3197154.13840000
PA
USD
2917403.15000000
0.285490112850
Long
LON
CORP
US
N
2
2029-05-09
Variable
8.31000000
N
N
N
N
N
N
WRENCH GROUP LLC
N/A
Wrench Group LLC
N/A
5426005.43550000
PA
USD
5270007.78000000
0.515710389850
Long
LON
CORP
US
N
2
2026-04-30
Variable
9.16000000
N
N
N
N
N
N
RESTAURANT BRANDS INTERNATIONAL INC
549300RHSHNRWI5LLA86
1011778 BC Unlimited Liability Co.
N/A
5733260.63020000
PA
USD
5671169.42000000
0.554967110977
Long
LON
CORP
CA
N
2
2026-11-19
Variable
6.59000000
N
N
N
N
N
N
DURAN GROUP HOLDING GMBH
N/A
Duran Group Holding GMBH
N/A
736721.17240000
PA
799306.90000000
0.078218266502
Long
LON
CORP
DE
N
3
2024-12-20
Variable
6.34000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Company, Inc.
31556TAA7
5000000.00000000
PA
USD
4388500.00000000
0.429448141318
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
1147142.96970000
PA
USD
982447.65000000
0.096139983419
Long
LON
CORP
US
N
2
2028-05-25
Variable
9.40000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
52522DAM3
1271324.61070000
PA
USD
1051772.06000000
0.102923904809
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
5.22500000
N
N
N
N
N
N
NIC ACQUISITION CORP
N/A
NIC Acquisition Corp.
N/A
3528761.65760000
PA
USD
2674801.34000000
0.261749678445
Long
LON
CORP
US
N
2
2027-12-29
Variable
8.91000000
N
N
N
N
N
N
FOCUS FINANCIAL PARTNERS INC
N/A
Focus Financial Partners, LLC
N/A
4218125.00000000
PA
USD
4170080.56000000
0.408074135955
Long
LON
CORP
US
N
2
2028-06-30
Variable
8.06000000
N
N
N
N
N
N
NEXUS BUYER LLC
N/A
Nexus Buyer LLC
N/A
4613073.64500000
PA
USD
4161638.26000000
0.407247992616
Long
LON
CORP
US
N
2
2026-11-09
Variable
8.59000000
N
N
N
N
N
N
ABG INTERMEDIATE HOLDINGS 2 LLC
N/A
Authentic Brands
N/A
4292592.59000000
PA
USD
4236788.89000000
0.414602053998
Long
LON
CORP
US
N
2
2028-12-21
Variable
9.41000000
N
N
N
N
N
N
ROMULUS INTERMEDIATE HOLDINGS 2 INC
N/A
Pearl Intermediate Parent LLC
N/A
2510969.39200000
PA
USD
2419319.01000000
0.236748787080
Long
LON
CORP
US
N
2
2025-02-14
Variable
8.34000000
N
N
N
N
N
N
WCG PURCHASER CORP
N/A
WIRB - Copernicus Group, Inc.
N/A
7332455.54190000
PA
USD
6915458.80000000
0.676730301475
Long
LON
CORP
US
N
2
2027-01-08
Variable
8.95000000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
N/A
Elanco Animal Health, Inc.
N/A
2945673.80300000
PA
USD
2877304.71000000
0.281566175166
Long
LON
CORP
US
N
2
2027-08-02
Variable
6.41000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
N/A
4826951.85960000
PA
USD
4750541.21000000
0.464876630487
Long
LON
CORP
US
N
2
2026-08-12
Variable
6.59000000
N
N
N
N
N
N
FT 1 INC
5493002GPK5LQJ7QPJ51
Targus Inc
N/A
12773.00000000
NS
USD
1.28000000
0.000000125257
Long
EC
CORP
US
N
3
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
6221250.00000000
PA
USD
6045001.99000000
0.591549474507
Long
LON
CORP
US
N
2
2027-10-29
Variable
9.91000000
N
N
N
N
N
N
FLUTTER ENTERTAINMENT PLC
N/A
Stars Group (Amaya)
N/A
2950925.74400000
PA
USD
2945407.51000000
0.288230552716
Long
LON
CORP
NL
N
2
2026-07-21
Variable
7.41000000
N
N
N
N
N
N
TRANSDIGM GROUP INC
88Q84GB3X55CF5OC7582
Transdigm, Inc.
N/A
4911727.49400000
PA
USD
4893308.52000000
0.478847498875
Long
LON
CORP
US
N
2
2028-08-24
Variable
8.15000000
N
N
N
N
N
N
CATALOG INTERMEDIATE INC
4Q9DLX2VIFGJMOYJ4Y35
Cambrex Corp.
N/A
1830974.81910000
PA
USD
1806256.66000000
0.176755967957
Long
LON
CORP
US
N
2
2026-12-04
Variable
8.41000000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
N/A
Athenahealth Group, Inc.
N/A
8622724.07020000
PA
USD
8062247.01000000
0.788952260065
Long
LON
CORP
US
N
2
2029-02-15
Variable
8.26000000
N
N
N
N
N
N
LUMMUS TECHNOLOGY HOLDINGS V LLC
N/A
Illuminate Buyer LLC
N/A
7600172.78850000
PA
USD
7464813.71000000
0.730488862493
Long
LON
CORP
US
N
2
2027-06-30
Variable
8.34000000
N
N
N
N
N
N
ELECTRON BIDCO INC
N/A
Electron BidCo, Inc.
N/A
7067090.59420000
PA
USD
6953522.45000000
0.680455119464
Long
LON
CORP
US
N
2
2028-11-01
Variable
7.84000000
N
N
N
N
N
N
RAVAGO HOLDINGS AMERICA INC
N/A
Ravago Holdings America, Inc.
N/A
2793000.00000000
PA
USD
2730157.50000000
0.267166700212
Long
LON
CORP
US
N
2
2028-03-06
Variable
7.66000000
N
N
N
N
N
N
PETCO HEALTH AND WELLNESS COMPANY INC
N/A
Petco Health And Wellness Company, Inc.
N/A
407713.87000000
PA
USD
400069.23000000
0.039149820490
Long
LON
CORP
US
N
2
2028-03-03
Variable
8.41000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
N/A
2189000.00000000
PA
USD
2180112.66000000
0.213340624291
Long
LON
CORP
CA
N
2
2028-08-11
Variable
8.37000000
N
N
N
N
N
N
REALPAGE HOLDINGS LLC
N/A
RealPage, Inc.
N/A
6993500.00000000
PA
USD
6771666.18000000
0.662659098697
Long
LON
CORP
US
N
2
2028-04-24
Variable
7.84000000
N
N
N
N
N
N
MIDWEST VETERINARY PARTNERS LLC
N/A
Mission Veterinary Partners
N/A
6409924.62160000
PA
USD
5897130.65000000
0.577079137918
Long
LON
CORP
US
N
2
2028-04-27
Variable
8.84000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BU2
1500000.00000000
PA
USD
1464665.70000000
0.143328691470
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
PERATON HOLDING CORP
N/A
Peraton Corp.
N/A
7455768.73190000
PA
USD
7347063.62000000
0.718966119576
Long
LON
CORP
US
N
2
2028-02-01
Variable
8.59000000
N
N
N
N
N
N
CPG INTERNATIONAL HOLDINGS LP
N/A
CPG International LLC
N/A
6947500.00000000
PA
USD
6849053.93000000
0.670232079305
Long
LON
CORP
US
N
2
2029-04-28
Variable
7.41000000
N
N
N
N
N
N
VODAFONEZIGGO GROUP HOLDING BV
N/A
Ziggo Financing Partnership
N/A
6685000.00000000
PA
USD
6592145.35000000
0.645091618516
Long
LON
CORP
NL
N
2
2028-04-28
Variable
7.18000000
N
N
N
N
N
N
TRANSMONTAIGNE PARTNERS LLC
N/A
TransMontaigne Operating Company LP
N/A
3617308.17000000
PA
USD
3559178.03000000
0.348292671666
Long
LON
CORP
US
N
2
2028-11-17
Variable
8.31000000
N
N
N
N
N
N
DERMATOLOGY INTERMEDIATE HOLDINGS III INC
N/A
Dermatology Intermediate Holdings III, Inc.
N/A
-29656.56080000
PA
USD
-667.27000000
-0.00006529745
Short
LON
CORP
US
N
3
2029-03-30
Variable
4.25000000
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
9354.69000000
0.000915427647
Long
ABS-O
CORP
KY
N
2
2025-01-18
None
0.00000000
N
N
N
N
N
N
SWEETWATER BORROWER LLC
N/A
Sweetwater Sound
N/A
1203096.54660000
PA
USD
1136926.24000000
0.111256889731
Long
LON
CORP
US
N
2
2028-08-05
Variable
9.13000000
N
N
N
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Company, Inc.
644274AH5
2875000.00000000
PA
USD
2541195.51000000
0.248675330636
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
5640119.49530000
PA
USD
4830367.54000000
0.472688244716
Long
LON
CORP
US
N
2
2028-05-25
Variable
9.40000000
N
N
N
N
N
N
SOTHEBY'S
549300P5BAAMQQ7VL735
Sotheby's
835898AH0
2875000.00000000
PA
USD
2719548.75000000
0.266128553244
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
147502.80680000
PA
USD
139396.65000000
0.013641023641
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
5.64000000
N
N
N
N
N
N
ALH HOLDING INC
N/A
Alliance Laundry Systems LLC
N/A
6586464.77000000
PA
USD
6517504.48000000
0.637787441032
Long
LON
CORP
US
N
2
2027-10-08
Variable
8.31000000
N
N
N
N
N
N
RIBEYE PARENT LLC
N/A
Weber-Stephen Products LLC
N/A
6419919.89160000
PA
USD
5499239.18000000
0.538142427826
Long
LON
CORP
US
N
2
2027-10-29
Variable
8.09000000
N
N
N
N
N
N
TITAN PARENT NEW ZEALAND LTD
N/A
Titan AcquisitionCo New Zealand Ltd. (Trade Me)
N/A
6412556.68000000
PA
USD
6228195.68000000
0.609476372005
Long
LON
CORP
NZ
N
2
2028-10-18
Variable
9.16000000
N
N
N
N
N
N
INEOS US PETROCHEM LLC
N/A
INEOS Ltd.
N/A
2554500.00000000
PA
USD
2523846.00000000
0.246977548974
Long
LON
CORP
US
N
2
2026-01-29
Variable
7.59000000
N
N
N
N
N
N
CHS INC
N/A
STS Operating, Inc. (SunSource)
N/A
4031617.77430000
PA
USD
3977876.31000000
0.389265486550
Long
LON
CORP
US
N
2
2024-12-11
Variable
9.09000000
N
N
N
N
N
N
SHO HOLDING I CORP
N/A
SHO Holding I Corp.
N/A
555684.75760000
PA
USD
384811.69000000
0.037656754022
Long
LON
CORP
US
N
2
2024-04-26
Variable
10.08000000
N
N
N
N
N
N
Alliance Bancorp Trust
N/A
Alliance Bancorp Trust
01852TAA1
358759.65140000
PA
USD
297768.90000000
0.029138954232
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.32500000
N
N
N
N
N
N
INEOS LTD
5493008MHJ4R367SNK31
Ineos US Finance LLC
N/A
1370000.00000000
PA
USD
1360944.30000000
0.133178762691
Long
LON
CORP
US
N
2
2030-02-09
Variable
3.75000000
N
N
N
N
N
N
BALLYS CORP
N/A
Penn National Gaming, Inc.
N/A
2762050.26000000
PA
USD
2752383.08000000
0.269341642452
Long
LON
CORP
US
N
2
2029-05-03
Variable
7.66000000
N
N
N
N
N
N
ARETEC GROUP INC
N/A
Aretec Group, Inc.
N/A
2629587.89000000
PA
USD
2581939.76000000
0.252662465746
Long
LON
CORP
US
N
2
2030-03-07
Variable
4.50000000
N
N
N
N
N
N
OHA Credit Partners Ltd
549300WS1N2FZ02EYH25
OHA Credit Partners IX Ltd.
67105VAQ7
1808219.17810000
PA
USD
2079.45000000
0.000203490016
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
3867314.15830000
PA
USD
3838309.30000000
0.375607791886
Long
LON
CORP
CA
N
2
2026-04-30
Variable
8.09000000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings, Inc.
N/A
2945125.62410000
PA
USD
2905690.39000000
0.284343930097
Long
LON
CORP
US
N
2
2028-06-12
Variable
7.84000000
N
N
N
N
N
N
CELTIC INTERMEDIATE CORP
N/A
National Mentor Holdings, Inc.
N/A
276228.18000000
PA
USD
209626.80000000
0.020513578587
Long
LON
CORP
US
N
2
2028-03-02
Variable
8.75000000
N
N
N
N
N
N
ALLIANT HOLDINGS LP
N/A
Alliant Holdings Intermediate LLC
N/A
3561395.07590000
PA
USD
3514847.64000000
0.343954605449
Long
LON
CORP
US
N
2
2027-11-05
Variable
8.35000000
N
N
N
N
N
N
KKR SIGMA AGGREGATOR LP
N/A
Sigma Holding BV (Flora Food)
N/A
3000000.00000000
PA
3038862.97000000
0.297375881095
Long
LON
CORP
NL
N
2
2025-07-02
Variable
6.24000000
N
N
N
N
N
N
RED FIBER PARENT LLC
N/A
Cincinnati Bell, Inc.
N/A
985000.00000000
PA
USD
962226.80000000
0.094161219274
Long
LON
CORP
US
N
2
2028-11-22
Variable
8.16000000
N
N
N
N
N
N
CHARTER NEXT GENERATION INC
N/A
Charter Next Generation, Inc.
N/A
2159033.20980000
PA
USD
2128677.20000000
0.208307272874
Long
LON
CORP
US
N
2
2027-12-01
Variable
8.67000000
N
N
N
N
N
N
AL GCX HOLDINGS LLC
N/A
AL GCX Holdings LLC
N/A
3614166.06000000
PA
USD
3564471.28000000
0.348810656484
Long
LON
CORP
US
N
2
2029-05-17
Variable
8.53000000
N
N
N
N
N
N
GALAXY US OPCO INC
N/A
Galaxy US Opco, Inc.
N/A
3970000.00000000
PA
USD
3503525.00000000
0.342846598909
Long
LON
CORP
US
N
2
2029-04-30
Variable
9.56000000
N
N
N
N
N
N
MIRION TECHNOLOGIES INC
549300EBD5JHM14L3R48
Mirion Technologies, Inc.
N/A
5074443.87120000
PA
USD
5031615.56000000
0.492381895880
Long
LON
CORP
US
N
2
2028-10-20
Variable
7.47986000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer Parent LLC
N/A
4994727.00000000
NS
USD
499.47000000
0.000048876942
Long
EC
CORP
US
N
3
N
N
N
TRUCK ACQUISITION INC
N/A
Truck Hero, Inc.
N/A
8890229.22140000
PA
USD
7871853.46000000
0.770320801442
Long
LON
CORP
US
N
2
2028-01-31
Variable
8.59000000
N
N
N
N
N
N
HAWK HOLDING COMPANY LLC
549300C5O4FSVNUEI843
Alterra Mountain Co.
N/A
3597851.48200000
PA
USD
3579862.22000000
0.350316777157
Long
LON
CORP
US
N
2
2028-08-17
Variable
8.34000000
N
N
N
N
N
N
CONVERGINT TECHNOLOGIES GROUP HOLDINGS INC
N/A
DG Investment Intermediate Holdings 2, Inc.
N/A
3831877.10920000
PA
USD
3714276.80000000
0.363470267313
Long
LON
CORP
US
N
2
2028-03-31
Variable
8.56000000
N
N
N
N
N
N
BAIN CAPITAL HOLDINGS LP
N/A
Diamond BC BV
N/A
5233750.00000000
PA
USD
5210041.11000000
0.509842194573
Long
LON
CORP
NL
N
2
2028-09-29
Variable
7.58000000
N
N
N
N
N
N
MAMBA PURCHASER INC
N/A
Mamba Purchaser, Inc.
N/A
314571.41770000
PA
USD
309591.75000000
0.030295910129
Long
LON
CORP
US
N
2
2028-10-16
Variable
8.34000000
N
N
N
N
N
N
ENDO INTERNATIONAL PLC
N/A
Endo Luxembourg Finance Company I SARL
N/A
1896000.00000000
PA
USD
1453606.32000000
0.142246446925
Long
LON
CORP
LU
N
2
2028-03-27
Variable
14.00000000
N
N
N
N
N
N
OSMOSIS HOLDINGS AUSTRALIA II PTY LTD
N/A
Osmosis Holdings Australia II Pty Ltd.
N/A
10205532.39860000
PA
USD
9816497.50000000
0.960619028286
Long
LON
CORP
AU
N
2
2028-07-30
Variable
8.48000000
N
N
N
N
N
N
MEDICAL SOLUTIONS PARENT HOLDINGS INC
N/A
Medical Solutions Parent Holdings, Inc.
N/A
9214174.94170000
PA
USD
8941619.65000000
0.875005568889
Long
LON
CORP
US
N
2
2028-11-01
Variable
8.24000000
N
N
N
N
N
N
PACKERS HOLDINGS LLC
N/A
Packers Holdings LLC
N/A
8947081.14140000
PA
USD
8069193.54000000
0.789632030920
Long
LON
CORP
US
N
2
2028-03-09
Variable
8.09000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD PLC
N/A
Cushman & Wakefield US Borrower LLC
N/A
3269857.38000000
PA
USD
3147237.73000000
0.307981176583
Long
LON
CORP
US
N
2
2030-01-31
Variable
8.16000000
N
N
N
N
N
N
W R GRACE HOLDINGS LLC
N/A
W.R. Grace Holdings LLC
N/A
1728125.00000000
PA
USD
1710843.75000000
0.167419088190
Long
LON
CORP
US
N
2
2028-09-22
Variable
8.94000000
N
N
N
N
N
N
SHO HOLDING I CORP
N/A
SHO Holding I Corp.
N/A
9357.33000000
PA
USD
6479.95000000
0.000634112449
Long
LON
CORP
US
N
2
2024-04-29
Variable
10.06000000
N
N
N
N
N
N
SOUTHERN VETERINARY COMPANY LLC
N/A
Southern Veterinary Partners LLC
N/A
4711261.22450000
PA
USD
4530678.58000000
0.443361397993
Long
LON
CORP
US
N
2
2027-10-05
Variable
8.84000000
N
N
N
N
N
N
CITADEL SECURITIES LP
N/A
Citadel Securities, LP
N/A
4421250.00000000
PA
USD
4374296.33000000
0.428058204055
Long
LON
CORP
US
N
2
2028-02-02
Variable
7.42000000
N
N
N
N
N
N
SOVOS BRANDS HOLDINGS INC
N/A
Taxware Holdings (Sovos Compliance LLC)
N/A
3755297.94520000
PA
USD
3548756.56000000
0.347272851472
Long
LON
CORP
US
N
2
2028-08-11
Variable
9.34000000
N
N
N
N
N
N
SCIENTIFIC GAMES US PARENT LP
N/A
Scientific Games Holdings, LP
N/A
5905375.00000000
PA
USD
5812188.18000000
0.568766870433
Long
LON
CORP
US
N
2
2029-04-04
Variable
8.10000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec GBP / Deliver USD
N/A
65000.00000000
NC
58.87000000
0.000005760877
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
80153.66000000
USD
65000.00000000
GBP
2023-04-17
58.87000000
N
N
N
AI ENTERTAINMENT HOLDINGS LLC
549300NAS11NXI33CP80
WMG Acquisition Corp.
N/A
3500000.00000000
PA
USD
3455865.00000000
0.338182705001
Long
LON
CORP
US
N
2
2028-01-20
Variable
6.97000000
N
N
N
N
N
N
DERMATOLOGY INTERMEDIATE HOLDINGS III INC
N/A
Dermatology Intermediate Holdings III, Inc.
N/A
795540.28920000
PA
USD
777640.63000000
0.076098057005
Long
LON
CORP
US
N
2
2029-03-30
Variable
8.93000000
N
N
N
N
N
N
CTEC JV SARL
N/A
CTEC III GmbH
N/A
7500000.00000000
PA
7711809.70000000
0.754659300870
Long
LON
CORP
DE
N
2
2029-03-16
Variable
6.45000000
N
N
N
N
N
N
MEDLINE INDUSTRIES INC
N/A
Medline Borrower LP
N/A
7128000.00000000
PA
USD
6942030.48000000
0.679330542694
Long
LON
CORP
US
N
2
2028-10-23
Variable
8.09000000
N
N
N
N
N
N
KRONOS ACQUISITION HOLDINGS INC
N/A
Kronos Acquisition Holdings, Inc.
N/A
7300999.99960000
PA
USD
7000855.89000000
0.685087056990
Long
LON
CORP
US
N
2
2026-12-22
Variable
8.70000000
N
N
N
N
N
N
LONESTAR INTERMEDIATE SUPER HOLDINGS LLC
549300KNQVXGIOXWK278
Asurion LLC
N/A
3190000.00000000
PA
USD
2949761.10000000
0.288656584648
Long
LON
CORP
US
N
2
2028-08-20
Variable
9.16000000
N
N
N
N
N
N
CPI CG INC
N/A
CPI CG, Inc.
12598FAA7
2689000.00000000
PA
USD
2662110.00000000
0.260507734188
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
4392729.14420000
PA
USD
4293892.74000000
0.420190100539
Long
LON
CORP
US
N
2
2029-04-02
Variable
8.93000000
N
N
N
N
N
N
RECESS HOLDINGS INC
N/A
Recess Holdings, Inc.
N/A
2492195.82330000
PA
USD
2482850.09000000
0.242965787016
Long
LON
CORP
US
N
2
2024-09-30
Variable
8.58000000
N
N
N
N
N
N
CONGRUEX GROUP LLC
N/A
Congruex Group LLC
N/A
6930000.00000000
PA
USD
6704775.00000000
0.656113287389
Long
LON
CORP
US
N
3
2029-05-03
Variable
10.58000000
N
N
N
N
N
N
PPP INTERMEDIATE HOLDINGS LLC
N/A
Permian Production Partners LLC
N/A
813487.77030000
PA
USD
809420.33000000
0.079207942637
Long
LON
CORP
US
N
3
2025-11-24
Variable
6.43000000
N
N
Y
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
2875000.00000000
PA
USD
2715437.50000000
0.265726236126
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
3368663.86180000
PA
USD
3306545.70000000
0.323570674501
Long
LON
CORP
US
N
2
2026-08-27
Variable
9.71000000
N
N
N
N
N
N
PHOENIX NEWCO INC
N/A
Phoenix Newco, Inc.
N/A
4962500.00000000
PA
USD
4899228.13000000
0.479426777788
Long
LON
CORP
US
N
2
2028-11-15
Variable
8.09000000
N
N
N
N
N
N
UPBOUND GROUP INC
N/A
Rent-A-Center, Inc.
N/A
3243469.91090000
PA
USD
3202926.54000000
0.313430750685
Long
LON
CORP
US
N
2
2028-02-17
Variable
8.13000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-17812000.00000000
NC
-180297.82000000
-0.01764351456
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
17812000.00000000
EUR
19159032.50000000
USD
2023-04-17
-180297.82000000
N
N
N
MERCURY BORROWER INC
N/A
AqGen Island Holdings, Inc.
N/A
9140546.24750000
PA
USD
8854904.18000000
0.866519799853
Long
LON
CORP
US
N
2
2028-08-02
Variable
8.38000000
N
N
N
N
N
N
RYAN SPECIALTY GROUP LLC
N/A
Ryan Specialty Group LLC
N/A
3510000.00000000
PA
USD
3496837.50000000
0.342192176112
Long
LON
CORP
US
N
2
2027-09-01
Variable
7.91000000
N
N
N
N
N
N
FRANCHISE GROUP INC
N/A
Franchise Group, Inc.
N/A
3955564.02000000
PA
USD
3822063.73000000
0.374018039159
Long
LON
CORP
US
N
2
2026-03-10
Variable
9.56000000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust
02660LAB6
2263336.29150000
PA
USD
1204804.46000000
0.117899290418
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
5.05500000
N
N
N
N
N
N
MAVIS TIRE EXPRESS SERVICES CORP
N/A
Mavis Tire Express Services TopCo Corp.
N/A
6808205.28650000
PA
USD
6662441.61000000
0.651970642830
Long
LON
CORP
US
N
2
2028-05-04
Variable
8.92000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAD3
1975000.00000000
PA
USD
1903722.25000000
0.186293718092
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.87500000
N
N
N
N
N
N
VIRTU FINANCIAL INC
N/A
Virtu Financial
N/A
3564000.00000000
PA
USD
3426999.84000000
0.335358029301
Long
LON
CORP
US
N
2
2029-01-12
Variable
7.86000000
N
N
N
N
N
N
ARETEC GROUP INC
N/A
Aretec Group, Inc.
N/A
3401427.20440000
PA
USD
3372719.16000000
0.330046251441
Long
LON
CORP
US
N
2
2025-10-01
Variable
9.16000000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
N/A
Athenahealth Group, Inc.
N/A
-1061956.49250000
PA
USD
-69027.17000000
-0.00675483419
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
5464876.81680000
PA
USD
5379734.04000000
0.526447939903
Long
LON
CORP
US
N
2
2027-01-29
Variable
7.41000000
N
N
N
N
N
N
FINASTRA GROUP HOLDINGS LTD
N/A
Misys Ltd.
N/A
9193253.80540000
PA
USD
8571881.78000000
0.838823902933
Long
LON
CORP
US
N
2
2024-06-13
Variable
8.33000000
N
N
N
N
N
N
NATHAN'S FAMOUS INC
54930034SKNSF1JIE673
Nathan's Famous, Inc.
632347AC4
2279000.00000000
PA
USD
2267605.00000000
0.221902415972
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
3909562.86910000
PA
USD
2032972.69000000
0.198941857826
Long
LON
CORP
US
N
3
2024-01-01
Variable
7.34000000
N
N
Y
N
N
N
SIPCO HOLDINGS LTD
5493005G2MHUFTGARL57
AlixPartners, LLP
N/A
2500147.03030000
PA
USD
2488421.34000000
0.243510976251
Long
LON
CORP
US
N
2
2028-02-04
Variable
7.61000000
N
N
N
N
N
N
EG GROUP LTD
2138003OUK4UQHRJLT65
EG Finco Ltd.
N/A
761604.25930000
PA
USD
726380.06000000
0.071081819906
Long
LON
CORP
GB
N
2
2025-02-07
Variable
8.84000000
N
N
N
N
N
N
FT 1 INC
5493002GPK5LQJ7QPJ51
Targus Inc
N/A
12773.00000000
NS
USD
1.28000000
0.000000125257
Long
EC
CORP
US
N
3
N
N
N
GLOVES BUYER INC
N/A
Protective Industrial Products, Inc.
N/A
1827585.54570000
PA
USD
1685947.67000000
0.164982817190
Long
LON
CORP
US
N
2
2027-12-29
Variable
8.84000000
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
2572722.50000000
0.251760486670
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
6254750.00000000
PA
USD
6202647.93000000
0.606976330134
Long
LON
CORP
US
N
2
2028-02-11
Variable
8.66000000
N
N
N
N
N
N
SPDR Blackstone Senior Loan ET
549300ME4SR63Y3TRD06
SPDR Blackstone Senior Loan ETF
78467V608
506140.00000000
NS
USD
20984564.40000000
2.053499413914
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
135991.50000000
0.013307803784
Long
LON
CORP
US
N
2
2026-07-10
Variable
12.18457000
N
N
N
N
N
N
NEW TROJAN PARENT INC
N/A
New Trojan Parent, Inc.
N/A
206652.66860000
PA
USD
139620.74000000
0.013662952553
Long
LON
CORP
US
N
2
2028-01-06
Variable
7.97000000
N
N
N
N
N
N
HAYWARD INDUSTRIES INC
N/A
Hayward Industries, Inc.
N/A
7683000.00000000
PA
USD
7452510.00000000
0.729284850782
Long
LON
CORP
US
N
2
2028-05-30
Variable
7.34000000
N
N
N
N
N
N
FT 1 INC
5493002GPK5LQJ7QPJ51
Targus Inc
N/A
12773.00000000
NS
USD
127.09000000
0.000012436724
Long
EC
CORP
US
N
3
N
N
N
PARK RIVER HOLDINGS INC
N/A
Park River Holdings, Inc.
N/A
9810903.32940000
PA
USD
9001503.80000000
0.880865688956
Long
LON
CORP
US
N
2
2027-12-28
Variable
8.00000000
N
N
N
N
N
N
AUXEY HOLDCO LTD
N/A
Alexander Mann
N/A
1540000.00000000
PA
1793826.32000000
0.175539564537
Long
LON
CORP
GB
N
2
2025-06-16
Variable
8.55000000
N
N
N
N
N
N
OCTAGON LOAN FUNDING LTD
549300HJJWTCMWFILG24
Octagon Loan Funding Ltd.
67590TAC5
2071948.00000000
PA
USD
559320.29000000
0.054733749331
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
123110.67710000
PA
USD
115659.85000000
0.011318197016
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.38500000
N
N
N
N
N
N
VC GB HOLDINGS I CORP
N/A
VC GB Holdings I Corp.
N/A
9825625.00000000
PA
USD
9293370.89000000
0.909427106140
Long
LON
CORP
US
N
2
2028-07-21
Variable
7.84000000
N
N
N
N
N
N
TRITON WATER HOLDINGS INC
N/A
Triton Water Holdings, Inc.
N/A
7860012.72000000
PA
USD
7024886.37000000
0.687438622438
Long
LON
CORP
US
N
2
2028-03-31
Variable
8.66000000
N
N
N
N
N
N
CP ATLAS BUYER INC
N/A
American Bath Group LLC
N/A
10825331.84500000
PA
USD
9568835.58000000
0.936383423588
Long
LON
CORP
US
N
2
2027-11-23
Variable
8.41000000
N
N
N
N
N
N
USI INC
N/A
USI, Inc.
N/A
5521846.22740000
PA
USD
5495230.93000000
0.537750190043
Long
LON
CORP
US
N
2
2029-11-22
Variable
8.65000000
N
N
N
N
N
N
CONAIR HOLDINGS LLC
N/A
Conair Holdings LLC
N/A
11946941.20840000
PA
USD
10871716.50000000
1.063880242422
Long
LON
CORP
US
N
2
2028-05-17
Variable
8.91000000
N
N
N
N
N
N
RESONETICS LLC
N/A
Resonetics LLC
N/A
3563819.09780000
PA
USD
3412356.79000000
0.333925095358
Long
LON
CORP
US
N
2
2028-04-28
Variable
9.10000000
N
N
N
N
N
N
SABRE CORP
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
N/A
530250.00680000
PA
USD
447175.74000000
0.043759551187
Long
LON
CORP
US
N
2
2027-12-17
Variable
8.34000000
N
N
N
N
N
N
MAGIC ACQUIRECO INC
549300H9LWMBP7HYLR98
Michaels Stores, Inc.
N/A
3219887.04100000
PA
USD
2948031.98000000
0.288487377089
Long
LON
CORP
US
N
2
2028-04-15
Variable
9.41000000
N
N
N
N
N
N
ASCEND LEARNING LLC
N/A
Ascend Learning LLC
N/A
9009000.00000000
PA
USD
8299541.25000000
0.812173308331
Long
LON
CORP
US
N
2
2028-12-11
Variable
8.41000000
N
N
N
N
N
N
OMNITRACS HOLDINGS LLC
N/A
Polaris Newco LLC
N/A
10236923.77960000
PA
USD
9312734.30000000
0.911321963251
Long
LON
CORP
US
N
2
2028-06-02
Variable
9.16000000
N
N
N
N
N
N
DP HOLDCO LP
N/A
Duff & Phelps
N/A
4910409.58700000
PA
USD
4746745.64000000
0.464505205061
Long
LON
CORP
US
N
2
2027-04-09
Variable
8.65000000
N
N
N
N
N
N
CELTIC INTERMEDIATE CORP
N/A
National Mentor Holdings, Inc.
N/A
8776919.57640000
PA
USD
6660716.50000000
0.651801827680
Long
LON
CORP
US
N
2
2028-03-02
Variable
8.68000000
N
N
N
N
N
N
BRP INC
549300DZZJW11IMTMJ24
Bombardier Recreational Products, Inc.
N/A
9902211.76160000
PA
USD
9611383.80000000
0.940547090899
Long
LON
CORP
CA
N
2
2027-05-24
Variable
6.91000000
N
N
N
N
N
N
HUNTER DOUGLAS INC
N/A
Hunter Douglas, Inc.
N/A
11741000.00000000
PA
USD
10510308.38000000
1.028513705931
Long
LON
CORP
US
N
2
2029-02-26
Variable
8.37000000
N
N
N
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WW International, Inc.
98262PAA9
2875000.00000000
PA
USD
1545312.50000000
0.151220594937
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
ANCHOR PACKAGING LLC
N/A
Anchor Packaging LLC
N/A
2315077.62140000
PA
USD
2248519.14000000
0.220034719241
Long
LON
CORP
US
N
2
2026-07-18
Variable
8.84000000
N
N
N
N
N
N
FIRST BRANDS GROUP LLC
N/A
First Brands Group LLC
N/A
9909311.56050000
PA
USD
9503624.35000000
0.930002008180
Long
LON
CORP
US
N
2
2027-03-30
Variable
10.25000000
N
N
N
N
N
N
INDICOR LLC
N/A
Indicor LLC
N/A
2915000.00000000
PA
USD
2888969.05000000
0.282707619653
Long
LON
CORP
US
N
2
2029-11-22
Variable
9.40000000
N
N
N
N
N
N
CELESTIAL-SATURN PARENT INC
54930086CD8K2UIL0516
CoreLogic, Inc.
N/A
8587521.30210000
PA
USD
7302484.61000000
0.714603723999
Long
LON
CORP
US
N
2
2028-06-02
Variable
8.38000000
N
N
N
N
N
N
TRAEGER PELLET GRILLS LLC
N/A
TGP Holdings LLC
N/A
3050702.91250000
PA
USD
2404869.11000000
0.235334754336
Long
LON
CORP
US
N
2
2028-06-29
Variable
8.08000000
N
N
N
N
N
N
UPSTREAM NEWCO INC
N/A
Upstream Newco, Inc.
N/A
736875.00630000
PA
USD
577835.27000000
0.056545581107
Long
LON
CORP
US
N
2
2026-11-20
Variable
9.41000000
N
N
N
N
N
N
ATD CORP
HZ8T88YVE2JVXJ0BTQ24
American Tire Distributors, Inc.
N/A
6930000.00000000
PA
USD
6033465.90000000
0.590420580258
Long
LON
CORP
US
N
2
2028-10-20
Variable
11.07000000
N
N
N
N
N
N
VERSCEND HOLDING CORP
N/A
Verscend Holding Corp.
N/A
2984810.11850000
PA
USD
2977974.90000000
0.291417519812
Long
LON
CORP
US
N
2
2025-08-27
Variable
8.84000000
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
0.005711982231
Long
EC
CORP
KY
N
3
N
N
N
HILLMAN COMPANIES INC
BDPO7HREUXNPHVMSIT54
Hillman Group, Inc.
N/A
-800000.00620000
PA
USD
-8168.00000000
-0.00079930099
Short
LON
CORP
US
N
3
2028-07-14
Variable
2.75000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
N/A
2450000.00000000
PA
USD
2437750.00000000
0.238552399794
Long
LON
CORP
US
N
3
2030-03-08
Variable
4.25000000
N
N
N
N
N
N
ARCLINE FM HOLDINGS LLC
N/A
Arcline FM Holdings LLC
N/A
9470775.00000000
PA
USD
9015041.31000000
0.882190437391
Long
LON
CORP
US
N
2
2028-06-23
Variable
9.91000000
N
N
N
N
N
N
TRINSEO PLC
549300WNMXD3KV7LO256
Trinseo Materials Operating S.C.A.
N/A
1572000.00000000
PA
USD
1408622.04000000
0.137844392593
Long
LON
CORP
LU
N
2
2028-05-03
Variable
7.34000000
N
N
N
N
N
N
RECORDED BOOKS INC
N/A
Recorded Books, Inc.
N/A
2200000.00000000
PA
USD
2185700.00000000
0.213887388055
Long
LON
CORP
US
N
2
2025-08-29
Variable
8.79000000
N
N
N
N
N
N
NEXT LIMITED PARTNERSHIP INC
5493001ZMCICV4N02J21
Altice France SA
N/A
4942339.89300000
PA
USD
4695222.90000000
0.459463312631
Long
LON
CORP
FR
N
3
2028-08-15
Variable
10.17000000
N
N
N
N
N
N
JANE STREET GROUP LLC
N/A
Jane Street Group LLC
N/A
7233500.00000000
PA
USD
7103297.00000000
0.695111699643
Long
LON
CORP
US
N
2
2028-01-26
Variable
7.59000000
N
N
N
N
N
N
USIC HOLDINGS INC
N/A
USIC Holding, Inc.
N/A
5277156.01900000
PA
USD
5096835.60000000
0.498764173414
Long
LON
CORP
US
N
2
2028-05-12
Variable
8.34000000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
N/A
Caesars Entertainment, Inc.
N/A
1700000.00000000
PA
USD
1689137.00000000
0.165294917416
Long
LON
CORP
US
N
2
2030-02-06
Variable
8.16000000
N
N
N
N
N
N
APEX GROUP TREASURY LLC
N/A
Apex Group Treasury LLC
N/A
3447499.99910000
PA
USD
3352693.75000000
0.328086612589
Long
LON
CORP
US
N
2
2028-07-27
Variable
8.56000000
N
N
N
N
N
N
TWIN PALMS PACIFIC TRUST
549300U9K7TD84Q24R17
Del Monte Foods, Inc.
N/A
9975000.00000000
PA
USD
9692408.25000000
0.948475950294
Long
LON
CORP
US
N
2
2029-05-16
Variable
9.11000000
N
N
N
N
N
N
BP HOLDCO LLC
N/A
BP Holdco LLC
N/A
244278.00000000
NS
USD
313770.21000000
0.030704804257
Long
EC
CORP
US
N
3
N
N
N
GUARDIAN US GUARANTOR LLC
N/A
Guardian US HoldCo LLC
N/A
2750000.00000000
PA
USD
2709905.00000000
0.265184838874
Long
LON
CORP
US
N
2
2030-01-31
Variable
8.68000000
N
N
N
N
N
N
GRIFOLS SA
N/A
Grifols Worldwide Operations USA, Inc.
N/A
6030304.40510000
PA
USD
5904693.16000000
0.577819187107
Long
LON
CORP
US
N
2
2027-11-15
Variable
6.84000000
N
N
N
N
N
N
LIBERTY GLOBAL PLC
N/A
Virgin Media Bristol LLC
N/A
7916232.98000000
PA
USD
7773740.79000000
0.760719729602
Long
LON
CORP
US
N
2
2028-01-31
Variable
7.18000000
N
N
N
N
N
N
FT 1 INC
5493002GPK5LQJ7QPJ51
Targus Inc
N/A
12773.00000000
NS
USD
376.68000000
0.000036861006
Long
EC
CORP
US
N
3
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Companies, Inc.
445587AE8
1850000.00000000
PA
USD
1445760.37000000
0.141478660975
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
4616202.50000000
PA
USD
3760543.20000000
0.367997786849
Long
LON
CORP
US
N
2
2026-09-25
Variable
8.09000000
N
N
N
N
N
N
FIRST BRANDS GROUP LLC
N/A
First Brands Group LLC
N/A
2013585.48000000
PA
USD
1928008.10000000
0.188670273440
Long
LON
CORP
US
N
2
2027-03-30
Variable
10.25000000
N
N
N
N
N
N
TOPGOLF CALLAWAY BRANDS CORP
5493005UB0KFRKBPCU72
Topgolf Callaway Brands Corp.
N/A
2880000.00000000
PA
USD
2858860.80000000
0.279761298131
Long
LON
CORP
US
N
2
2030-03-09
Variable
3.50000000
N
N
N
N
N
N
SABRE CORP
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
N/A
3371398.35270000
PA
USD
2885343.85000000
0.282352866229
Long
LON
CORP
US
N
2
2028-06-30
Variable
9.91000000
N
N
N
N
N
N
CHILL PARENT INC
N/A
Arctic Glacier Group Holdings, Inc.
N/A
2272564.40520000
PA
USD
2038217.56000000
0.199455108293
Long
LON
CORP
US
N
2
2024-03-20
Variable
8.66000000
N
N
N
N
N
N
DXP ENTERPRISES INC
N/A
DXP Enterprises, Inc.
N/A
2885241.73000000
PA
USD
2811668.07000000
0.275143130150
Long
LON
CORP
US
N
2
2027-12-23
Variable
9.95000000
N
N
N
N
N
N
TCB HOLDINGS I CORP
N/A
TricorBraun Holdings, Inc.
N/A
6205311.76380000
PA
USD
6049062.01000000
0.591946778379
Long
LON
CORP
US
N
2
2028-03-03
Variable
8.09000000
N
N
N
N
N
N
BROWN GROUP HOLDING LLC
N/A
Brown Group Holding LLC
N/A
2705828.25000000
PA
USD
2678769.97000000
0.262138039110
Long
LON
CORP
US
N
2
2028-06-07
Variable
7.41000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec GBP / Deliver USD
N/A
32000.00000000
NC
-14.29000000
-0.00000139838
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
39503.54000000
USD
32000.00000000
GBP
2023-04-17
-14.29000000
N
N
N
BLUE RIBBON LLC (USA)
N/A
Blue Ribbon LLC
N/A
2656410.25820000
PA
USD
1952461.54000000
0.191063228745
Long
LON
CORP
US
N
2
2028-05-08
Variable
10.66000000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
N/A
Mileage Plus Holdings LLC
N/A
2380000.00000000
PA
USD
2466584.40000000
0.241374065395
Long
LON
CORP
US
N
2
2027-06-21
Variable
10.21000000
N
N
N
N
N
N
BRUNDAGE-BONE CONCRETE
N/A
Brundage-Bone Concrete Pumping Holdings, Inc.
66981QAA4
1412000.00000000
PA
USD
1323679.40000000
0.129532108472
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
2179269.37000000
0.213258101943
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
10777726.81360000
PA
USD
8662597.93000000
0.847701168971
Long
LON
CORP
CA
N
2
2028-10-02
Variable
8.84000000
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
0.000000005871
Long
EP
CORP
US
N
3
N
N
N
GRANITE GENERATION LLC
N/A
Granite Generation LLC
N/A
3308417.40610000
PA
USD
3104751.23000000
0.303823549044
Long
LON
CORP
US
N
2
2026-11-09
Variable
8.59000000
N
N
N
N
N
N
FLEETCOR TECHNOLOGIES INC
N/A
FleetCor Technologies Operating Company LLC
N/A
5983450.09870000
PA
USD
5940070.09000000
0.581281089086
Long
LON
CORP
US
N
2
2028-04-28
Variable
6.59000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
Washington Mutual Mortgage Pass-Through Certificates Trust
92927BAA0
2332118.01010000
PA
USD
1822363.19000000
0.178332114561
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
3.94800000
N
N
N
N
N
N
AMWINS GROUP INC
N/A
AmWINS Group, Inc.
N/A
6872295.00910000
PA
USD
6780893.49000000
0.663562061242
Long
LON
CORP
US
N
2
2028-02-21
Variable
7.09000000
N
N
N
N
N
N
PRO MACH GROUP INC
N/A
Pro Mach Group, Inc.
N/A
4346229.04850000
PA
USD
4319673.59000000
0.422712953020
Long
LON
CORP
US
N
2
2028-08-31
Variable
8.84000000
N
N
N
N
N
N
CHEFS WAREHOUSE INC
N/A
Chefs' Warehouse, Inc.
N/A
4813625.00000000
PA
USD
4785561.57000000
0.468303639376
Long
LON
CORP
US
N
2
2029-08-23
Variable
9.66000000
N
N
N
N
N
N
AZALEA TOPCO INC
N/A
Emerald TopCo, Inc. (Press Ganey)
N/A
8484921.04990000
PA
USD
7906928.23000000
0.773753134764
Long
LON
CORP
US
N
2
2026-07-24
Variable
8.34000000
N
N
N
N
N
N
CYPRESS INTERMEDIATE HOLDINGS II INC
N/A
CCC Intelligent Solutions, Inc.
N/A
3940075.38120000
PA
USD
3901502.04000000
0.381791682677
Long
LON
CORP
US
N
2
2028-09-21
Variable
7.09000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver GBP
N/A
-6529000.00000000
NC
-100017.50000000
-0.00978747396
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
6529000.00000000
GBP
7957022.88000000
USD
2023-04-17
-100017.50000000
N
N
N
HILLMAN COMPANIES INC
BDPO7HREUXNPHVMSIT54
Hillman Group, Inc.
N/A
3575978.25520000
PA
USD
3539467.52000000
0.346363848176
Long
LON
CORP
US
N
2
2028-07-14
Variable
7.59000000
N
N
N
N
N
N
PLATINUM EQUITIES LLC
5493008CRWH2WFODTF44
Pelican Products, Inc.
N/A
9073868.96570000
PA
USD
8015220.67000000
0.784350374613
Long
LON
CORP
US
N
2
2028-12-29
Variable
9.41000000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
N/A
2326226.07910000
PA
USD
2305871.60000000
0.225647094164
Long
LON
CORP
US
N
2
2028-04-21
Variable
8.57000000
N
N
N
N
N
N
HARBOURVEST PARTNERS LLC
54930029KR62LTFQ8M21
HarbourVest Partners, LP
N/A
2089820.94370000
PA
USD
2084596.39000000
0.203993629961
Long
LON
CORP
US
N
2
2025-03-03
Variable
7.08000000
N
N
N
N
N
N
IMPRIVATA INTERMEDIATE HOLDINGS INC
N/A
Imprivata, Inc.
N/A
646750.00000000
PA
USD
633815.00000000
0.062023623946
Long
LON
CORP
US
N
2
2027-12-01
Variable
9.06000000
N
N
N
N
N
N
FLUIDRA FINCO SLU
N/A
Zodiac Pool Solutions LLC
N/A
1674500.00000000
PA
USD
1646385.15000000
0.161111323359
Long
LON
CORP
US
N
2
2029-01-29
Variable
6.91000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY INC
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc.
N/A
2124593.91000000
PA
USD
2109551.79000000
0.206435705874
Long
LON
CORP
US
N
2
2028-05-19
Variable
7.09000000
N
N
N
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd.
89473MAD4
977701.54390000
PA
USD
25909.09000000
0.002535401741
Long
ABS-O
CORP
KY
N
2
2028-10-20
None
0.00000000
N
N
N
N
N
N
B RILEY FINANCIAL INC
N/A
B Riley Financial, Inc.
05580M702
401.00000000
NS
USD
9523.75000000
0.000931971456
Long
EP
CORP
US
N
2
N
N
N
FT 1 INC
5493002GPK5LQJ7QPJ51
Targus Inc
N/A
12773.00000000
NS
USD
376.68000000
0.000036861006
Long
EC
CORP
US
N
3
N
N
N
THEVELIA US LLC
N/A
Thevelia US LLC
N/A
6223353.38120000
PA
USD
6036652.78000000
0.590732440733
Long
LON
CORP
US
N
2
2029-06-18
Variable
9.05000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
N/A
Energizer Holdings, Inc.
N/A
2496125.00000000
PA
USD
2471163.75000000
0.241822189662
Long
LON
CORP
US
N
2
2027-12-22
Variable
7.12000000
N
N
N
N
N
N
HUSKY INJECTION MOLDING SYSTEMS LTD
N/A
Titan Acquisition Ltd. (Husky)
N/A
6763546.41190000
PA
USD
6394392.05000000
0.625739952315
Long
LON
CORP
CA
N
2
2025-03-28
Variable
8.15000000
N
N
N
N
N
N
EPICOR SOFTWARE CORP
JGNXVGGGXR4O1L5I7S73
Epicor Software
N/A
3683879.09480000
PA
USD
3611859.26000000
0.353447931163
Long
LON
CORP
US
N
2
2027-07-30
Variable
8.09000000
N
N
N
N
N
N
FRONT RANGE TOPCO INC
N/A
Zayo Group Holdings, Inc.
N/A
3950000.00000000
PA
USD
3102725.00000000
0.303625267010
Long
LON
CORP
US
N
2
2027-03-09
Variable
9.06000000
N
N
N
N
N
N
PERRIGO COMPANY PLC
N/A
Perrigo Investments LLC
N/A
4445050.26000000
PA
USD
4406156.07000000
0.431175922210
Long
LON
CORP
US
N
2
2029-04-20
Variable
7.16000000
N
N
N
N
N
N
US FARATHANE LLC
N/A
US Farathane LLC
N/A
4099063.25040000
PA
USD
3783968.26000000
0.370290107341
Long
LON
CORP
US
N
2
2024-12-23
Variable
9.41000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
3500000.00000000
PA
USD
2855002.50000000
0.279383734097
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
WORLD WIDE TECHNOLOGY HOLDING CO LLC
N/A
World Wide Technology Holding Co. LLC
N/A
1570000.00000000
PA
USD
1562150.00000000
0.152868272521
Long
LON
CORP
US
N
3
2030-03-01
Variable
8.02000000
N
N
N
N
N
N
KDC HOLDCO INC
N/A
KDC US Holdings, Inc.
N/A
4463451.06570000
PA
USD
4310934.94000000
0.421857809577
Long
LON
CORP
US
N
2
2025-12-22
Variable
8.59000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDR8
2800000.00000000
PA
USD
2513000.00000000
0.245916185287
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.37500000
N
N
N
N
N
N
SEREN BIDCO AB
N/A
Seren BidCo AB
N/A
2172500.00000000
PA
USD
2141281.18000000
0.209540668290
Long
LON
CORP
SE
N
2
2028-11-16
Variable
8.45000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
75114NAA2
10472375.17940000
PA
USD
2338722.24000000
0.228861779430
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Floating
5.20500000
N
N
N
N
N
N
CENGAGE LEARNING HOLDINGS II INC
549300BYGM0FWUSVXJ88
Cengage Learning Acquisitions, Inc.
N/A
5106277.71860000
PA
USD
4720141.00000000
0.461901738455
Long
LON
CORP
US
N
2
2026-07-14
Variable
9.88000000
N
N
N
N
N
N
BCPE EAGLE INTERMEDIATE HOLDINGS LLC
N/A
Aveanna Healthcare LLC
N/A
0.02000000
PA
USD
0.02000000
0.000000001957
Long
LON
CORP
US
N
2
2028-07-17
None
0.00000000
N
N
N
N
N
N
OSMOSE UTILITIES SERVICES INC
N/A
Osmose Utility Services, Inc.
N/A
3487562.92960000
PA
USD
3341085.29000000
0.326950636385
Long
LON
CORP
US
N
2
2028-06-23
Variable
8.09000000
N
N
N
N
N
N
VANTAGE SPECIALTY CHEMICALS INC
N/A
Vantage Specialty Chemicals, Inc.
N/A
2275000.00000000
PA
USD
2181156.25000000
0.213442747519
Long
LON
CORP
US
N
2
2026-10-26
Variable
9.60000000
N
N
N
N
N
N
TENEO HOLDINGS LLC
N/A
Teneo Holdings LLC
N/A
6676337.38420000
PA
USD
6586607.41000000
0.644549688919
Long
LON
CORP
US
N
2
2025-07-11
Variable
10.16000000
N
N
N
N
N
N
VERTICAL TOPCO SARL
N/A
TK Elevator Midco GmbH
N/A
1857675.00430000
PA
USD
1807164.82000000
0.176844838328
Long
LON
CORP
DE
N
2
2027-07-30
Variable
8.60000000
N
N
N
N
N
N
BERLIN PACKAGING LLC
549300L1HNHO6QOXHH42
Berlin Packaging LLC
N/A
3398250.00040000
PA
USD
3340615.68000000
0.326904681471
Long
LON
CORP
US
N
2
2028-03-13
Variable
8.44000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT LLC
N/A
Fertitta Entertainment LLC
N/A
9381250.00000000
PA
USD
9220267.75000000
0.902273407246
Long
LON
CORP
US
N
2
2029-01-29
Variable
8.81000000
N
N
N
N
N
N
CENTRAL PARENT INC
N/A
CDK Global, Inc.
N/A
2985000.00000000
PA
USD
2971806.30000000
0.290813875332
Long
LON
CORP
US
N
2
2029-07-06
Variable
9.15000000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
N/A
Playtika Holding Corp.
N/A
6449935.92740000
PA
USD
6398078.44000000
0.626100693647
Long
LON
CORP
US
N
2
2028-03-13
Variable
7.59000000
N
N
N
N
N
N
LTI HOLDINGS INC
N/A
LTI Holdings, Inc.
N/A
6883987.44130000
PA
USD
6634442.90000000
0.649230755859
Long
LON
CORP
US
N
2
2025-09-08
Variable
8.34000000
N
N
N
N
N
N
PARK PLACE TECHNOLOGIES LLC
N/A
Park Place Technologies, LLC
N/A
3619580.27360000
PA
USD
3463178.21000000
0.338898358286
Long
LON
CORP
US
N
2
2027-11-10
Variable
9.91000000
N
N
N
N
N
N
WARBURG PINCUS LLC
N/A
Engineered Machinery Holdings, Inc.
N/A
3930000.00000000
PA
USD
3869831.70000000
0.378692498753
Long
LON
CORP
US
N
2
2028-05-19
Variable
8.66000000
N
N
N
N
N
N
Authentic Brands
N/A
Authentic Brands
N/A
-1407407.41000000
PA
USD
-18296.30000000
-0.00179043227
Short
LON
CORP
US
N
3
2028-12-21
Variable
0.50000000
N
N
N
N
N
N
PROJECT RUBY ULTIMATE PARENT CORP
N/A
Project Ruby Ultimate Parent Corp.
N/A
3430000.00000000
PA
USD
3294034.80000000
0.322346387672
Long
LON
CORP
US
N
2
2028-03-10
Variable
8.09000000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer
N/A
697507.71320000
PA
USD
592881.56000000
0.058017975154
Long
LON
CORP
US
N
3
2023-10-02
Variable
7.34000000
N
N
Y
N
N
N
WW INTERNATIONAL INC
N/A
WW International, Inc.
N/A
1653750.00000000
PA
USD
940570.31000000
0.092041966824
Long
LON
CORP
US
N
2
2028-04-13
Variable
8.35000000
N
N
N
N
N
N
SABRE CORP
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
N/A
845249.99660000
PA
USD
712824.68000000
0.069755322755
Long
LON
CORP
US
N
2
2027-12-17
Variable
8.34000000
N
N
N
N
N
N
Nomura Resecuritization Trust
N/A
Nomura Resecuritization Trust
65540WCC1
636074.59890000
PA
USD
572860.74000000
0.056058785468
Long
ABS-MBS
CORP
US
N
2
2036-03-26
Floating
2.59900000
N
N
N
N
N
N
TTF HOLDINGS INTERMEDIATE LLC
N/A
TTF Holdings Intermediate LLC
N/A
2661120.18010000
PA
USD
2651140.98000000
0.259434332057
Long
LON
CORP
US
N
3
2028-03-31
Variable
8.88000000
N
N
N
N
N
N
LIBERTY GLOBAL PLC
N/A
Telenet Financing USD LLC
N/A
4000000.00000000
PA
USD
3915840.00000000
0.383194761240
Long
LON
CORP
US
N
2
2028-04-28
Variable
6.68000000
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
N/A
HighTower Holding LLC
N/A
2659500.00000000
PA
USD
2506578.75000000
0.245287817080
Long
LON
CORP
US
N
2
2028-04-21
Variable
8.82000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
939346AB8
1577658.91650000
PA
USD
1259056.22000000
0.123208238235
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
3.97800000
N
N
N
N
N
N
G HOLDINGS INC
N/A
Standard Industries, Inc.
N/A
2522000.00000000
PA
USD
2505607.00000000
0.245192723943
Long
LON
CORP
US
N
2
2028-09-22
Variable
7.12000000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
16412EAA5
2975000.00000000
PA
USD
2648434.25000000
0.259169457916
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
273919.10030000
PA
USD
235989.28000000
0.023093347992
Long
ABS-MBS
CORP
US
N
2
2036-06-26
Variable
3.21900000
N
N
N
N
N
N
APEX GROUP TREASURY LLC
N/A
Apex Group Treasury LLC
N/A
2089500.00000000
PA
USD
2063381.25000000
0.201917566969
Long
LON
CORP
US
N
3
2028-07-27
Variable
9.66000000
N
N
N
N
N
N
EG GROUP LTD
2138003OUK4UQHRJLT65
EG Finco Ltd.
N/A
3289819.23340000
PA
3329581.18000000
0.325824871623
Long
LON
CORP
GB
N
2
2025-02-07
Variable
6.75269000
N
N
N
N
N
N
FRONT RANGE TOPCO INC
N/A
Zayo Group Holdings, Inc.
N/A
6648467.67000000
PA
USD
5382998.33000000
0.526767375536
Long
LON
CORP
US
N
2
2027-03-09
Variable
7.84000000
N
N
N
N
N
N
TRAVERSE MIDSTREAM PARTNERS LLC
N/A
Traverse Midstream Partners LLC
N/A
2139843.75000000
PA
USD
2100620.41000000
0.205561702333
Long
LON
CORP
US
N
2
2028-02-06
Variable
8.73000000
N
N
N
N
N
N
ZEPHYR BIDCO LTD
N/A
Zephyr Bidco Ltd.
N/A
5265000.00000000
PA
6043477.18000000
0.591400260237
Long
LON
CORP
GB
N
2
2025-07-23
Variable
8.71000000
N
N
N
N
N
N
UGI CORPORATION
N/A
UGI Energy Services LLC
N/A
1592257.34000000
PA
USD
1571032.55000000
0.153737497675
Long
LON
CORP
US
N
2
2030-02-22
Variable
8.16000000
N
N
N
N
N
N
GRAFTECH INTERNATIONAL LTD.
N/A
GrafTech Finance, Inc.
N/A
1921721.09830000
PA
USD
1912112.49000000
0.187114766964
Long
LON
CORP
US
N
3
2025-02-12
Variable
7.84000000
N
N
N
N
N
N
PECF USS INTERMEDIATE HOLDING II CORPORATION
N/A
PECF USS Intermediate Holding III Corp.
N/A
7826558.19730000
PA
USD
6561629.86000000
0.642105445459
Long
LON
CORP
US
N
2
2028-12-15
Variable
9.09000000
N
N
N
N
N
N
WHITE CAP SUPPLY HOLDINGS LLC
N/A
White Cap Supply Holdings LLC
N/A
4987405.54000000
PA
USD
4923516.88000000
0.481803616923
Long
LON
CORP
US
N
2
2027-10-19
Variable
8.56000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp.
00109LAA1
2875000.00000000
PA
USD
2563896.25000000
0.250896770900
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.12500000
N
N
N
N
N
N
ALTICE USA INC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
N/A
6762075.13650000
PA
USD
6244776.39000000
0.611098920733
Long
LON
CORP
US
N
2
2028-01-17
Variable
9.33000000
N
N
N
N
N
N
ENTEGRIS INC
N/A
Entegris, Inc.
N/A
3250000.00000000
PA
USD
3248635.00000000
0.317903671544
Long
LON
CORP
US
N
2
2029-07-06
Variable
7.62000000
N
N
N
N
N
N
BCPE EMPIRE HOLDINGS INC
N/A
BCPE Empire Holdings, Inc.
N/A
2024375.00000000
PA
USD
1996175.46000000
0.195340968677
Long
LON
CORP
US
N
2
2026-06-11
Variable
9.53000000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education, Inc.
57767XAA8
1575000.00000000
PA
USD
1370250.00000000
0.134089396295
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
7165589.28570000
PA
USD
6746832.25000000
0.660228909548
Long
LON
CORP
US
N
2
2028-12-22
Variable
8.66000000
N
N
N
N
N
N
MIRABELA NICKEL LTD
N/A
Mirabela Nickel Ltd.
N/A
1279819.00000000
PA
USD
60791.40000000
0.005948901387
Long
DBT
CORP
AU
Y
3
2019-06-24
Variable
9.50000000
Y
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Company, Inc.
N/A
6012834.95340000
PA
USD
5928294.49000000
0.580128756960
Long
LON
CORP
US
N
2
2025-10-02
Variable
8.59000000
N
N
N
N
N
N
STAR US BIDCO LLC
N/A
Sundyne (Star US Bidco)
N/A
1468940.06330000
PA
USD
1419980.29000000
0.138955883844
Long
LON
CORP
US
N
2
2027-03-17
Variable
9.09000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
761118VY1
416751.49940000
PA
USD
82069.62000000
0.008031137237
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
5.28500000
N
N
N
N
N
N
EAGLE PARENT CORP
N/A
Eagle Parent Corp.
N/A
6295312.51660000
PA
USD
6213221.64000000
0.608011048171
Long
LON
CORP
US
N
2
2029-04-02
Variable
9.15000000
N
N
N
N
N
N
ENTAIN PLC
N/A
Entain Holdings (Gibraltar) Ltd.
N/A
2681009.75380000
PA
USD
2671626.22000000
0.261438968776
Long
LON
CORP
GI
N
2
2027-03-29
Variable
7.44000000
N
N
N
N
N
N
NFP INTERMEDIATE HOLDINGS B CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
N/A
7647944.81440000
PA
USD
7445580.19000000
0.728606716107
Long
LON
CORP
US
N
2
2027-02-15
Variable
8.09000000
N
N
N
N
N
N
LIBERTY GLOBAL PLC
2138005HEGTBAGASUY97
UPC Broadband Holding BV
N/A
1464906.00000000
PA
USD
1432253.25000000
0.140156886432
Long
LON
CORP
US
N
2
2029-01-31
Variable
7.61000000
N
N
N
N
N
N
MCGRAW HILL LLC
N/A
McGraw Hill LLC
N/A
8595209.89470000
PA
USD
8012884.42000000
0.784121754761
Long
LON
CORP
US
N
2
2028-07-28
Variable
9.82000000
N
N
N
N
N
N
CHG PPC PARENT LLC
N/A
CHG PPC Parent LLC
N/A
3011875.00000000
PA
USD
2974226.56000000
0.291050716202
Long
LON
CORP
US
N
3
2028-12-08
Variable
7.88000000
N
N
N
N
N
N
2023-05-01
Guggenheim Funds Trust
Jim Howley
Jim Howley
CFO