NPORT-P
false
0000217087
XXXXXXXX
S000010055
C000027854
Guggenheim Variable Funds Trust
811-02753
0000217087
549300QDJHZ1HF5UC735
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Series P (High Yield Series)
S000010055
5493006I0TSRF6VO1C08
2022-12-31
2022-06-30
N
34075514.68
1403295.48
32672219.20
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1172183.12000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
CAD
EUR
GBP
USD
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAF0
300000.00000000
PA
USD
243057.00000000
0.743925591684
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
SUPERIOR PLUS LP
549300K5Y13GU6TPZJ49
Superior Plus, LP
86828QAK7
75000.00000000
PA
51359.68000000
0.157196790599
Long
DBT
CORP
CA
N
2
2028-05-18
Fixed
4.25000000
N
N
N
N
N
N
KEHE DISTRIBUTORS LLC/FI
N/A
KeHE Distributors LLC / KeHE Finance Corp.
487526AB1
179000.00000000
PA
USD
178887.92000000
0.547523016128
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.62500000
N
N
N
N
N
N
MIRABELA NICKEL LTD
N/A
Mirabela Nickel Ltd.
N/A
390085.00000000
PA
USD
19504.25000000
0.059696740771
Long
DBT
CORP
AU
Y
2
2019-06-24
Variable
9.50000000
Y
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-229000.00000000
NC
-242.44000000
-0.00074203713
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
229000.00000000
EUR
239888.06000000
USD
2022-07-15
-242.44000000
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AN4
25000.00000000
PA
USD
23730.00000000
0.072630511734
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
APTTUS CORP
N/A
Apttus Corp.
N/A
74437.50000000
PA
USD
69599.06000000
0.213022138392
Long
LON
CORP
US
N
2
2028-05-08
Variable
5.62000000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.
50106GAE2
50000.00000000
PA
USD
42750.50000000
0.130846636827
Long
DBT
CORP
US
N
2
2026-12-31
Fixed
5.00000000
N
N
N
N
N
N
CD&R SMOKEY BUYER INC
N/A
CD&R Smokey Buyer, Inc.
12510CAA9
175000.00000000
PA
USD
154714.10000000
0.473534102636
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
PRO MACH GROUP INC
N/A
Pro Mach Group, Inc.
N/A
71084.50140000
PA
USD
66908.29000000
0.204786487230
Long
LON
CORP
US
N
2
2028-08-31
Variable
5.67000000
N
N
N
N
N
N
OSMOSIS HOLDINGS AUSTRALIA II PTY LTD
N/A
Osmosis Holdings Australia II Pty Ltd.
N/A
61111.11000000
PA
USD
55407.61000000
0.169586307133
Long
LON
CORP
AU
N
2
2028-07-31
Variable
4.50000000
N
N
N
N
N
N
TITAN PARENT NEW ZEALAND LTD
N/A
Titan AcquisitionCo New Zealand Ltd. (Trade Me)
N/A
74812.50000000
PA
USD
70448.69000000
0.215622604539
Long
LON
CORP
NZ
N
2
2028-10-18
Variable
6.25000000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AP1
75000.00000000
PA
USD
60207.40000000
0.184277044762
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
4.12500000
N
N
N
N
N
N
HARSCO CORP
KAO98FK89NPNNPQGUZ43
Harsco Corp.
415864AM9
100000.00000000
PA
USD
80020.00000000
0.244917553687
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.75000000
N
N
N
N
N
N
PERRIGO COMPANY PLC
N/A
Perrigo Investments LLC
N/A
100000.00000000
PA
USD
96000.00000000
0.293827607522
Long
LON
CORP
US
N
2
2029-04-20
Variable
3.65000000
N
N
N
N
N
N
NIC ACQUISITION CORP
N/A
NIC Acquisition Corp.
N/A
98998.11380000
PA
USD
86210.53000000
0.263864935137
Long
LON
CORP
US
N
2
2027-12-29
Variable
6.00000000
N
N
N
N
N
N
MIDWEST VETERINARY PARTNERS LLC
N/A
Mission Veterinary Partners
N/A
49874.37190000
PA
USD
47131.28000000
0.144254908769
Long
LON
CORP
US
N
2
2028-04-27
Variable
5.67000000
N
N
N
N
N
N
PDC ENERGY INC
5493008W8H2T511J5Y59
PDC Energy, Inc.
69327RAG6
126000.00000000
PA
USD
125142.57000000
0.383024395232
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.12500000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.
50106GAF9
107000.00000000
PA
USD
80250.00000000
0.245621515663
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
7.00000000
N
N
N
N
N
N
TRANSMONTAIGE PARTNERS
N/A
TransMontaigne Partners Limited Partnership / TLP Finance Corp.
89376VAA8
150000.00000000
PA
USD
132562.50000000
0.405734606481
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.12500000
N
N
N
N
N
N
VECTOR PHOENIX HOLDINGS (CAYMAN) LP
N/A
Vector Phoenix Holdings, LP
N/A
522.66910000
NS
USD
143.73000000
0.000439915021
Long
EC
CORP
KY
N
3
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAD2
500000.00000000
PA
USD
412520.00000000
1.262601715159
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.87500000
N
N
N
N
N
N
PTC INC
54930050SSMU8SKDJ030
PTC, Inc.
69370CAC4
50000.00000000
PA
USD
45183.36000000
0.138292901756
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.00000000
N
N
N
N
N
N
GALAXY US OPCO INC
N/A
Galaxy US Opco, Inc.
N/A
50000.00000000
PA
USD
46812.50000000
0.143279217470
Long
LON
CORP
US
N
2
2029-04-30
Variable
6.28000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AN7
275000.00000000
PA
USD
215198.50000000
0.658658962474
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
INGEVITY CORP
5493009UTFC4B5IMGF87
Ingevity Corp.
45688CAB3
200000.00000000
PA
USD
167500.00000000
0.512667961042
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.87500000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp.
62886EAV0
200000.00000000
PA
USD
172971.69000000
0.529415185853
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.12500000
N
N
N
N
N
N
SOTHEBY'S
549300P5BAAMQQ7VL735
Sotheby's
835898AH0
175000.00000000
PA
USD
162185.32000000
0.496401297405
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.37500000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
CDX.NA.HY.38.V2
N/A
-1386000.00000000
OU
Notional Amount
USD
40108.07000000
0.122758940108
N/A
DCR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Intercontinental Exchange
5493000F4ZO33MV32P92
CDX HY38 V2 5% 06/20/2027
N/A
Y
CDX HY38 V2 5% 06/20/2027 - Tenor Quarterly
2027-06-20
0.00000000
USD
29328.47000000
USD
-1386000.00000000
USD
69436.54000000
N
N
N
ARCLINE FM HOLDINGS LLC
N/A
Arcline FM Holdings LLC
N/A
173687.50000000
PA
USD
162832.03000000
0.498380685447
Long
LON
CORP
US
N
3
2028-06-23
Variable
7.63000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BS1
300000.00000000
PA
USD
231315.63000000
0.707988730682
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
FAGE INTL / FAGE USA
N/A
FAGE International S.A. / FAGE USA Dairy Industry, Inc.
30257WAA4
410000.00000000
PA
USD
349556.29000000
1.069888420680
Long
DBT
CORP
LU
N
2
2026-08-15
Fixed
5.62500000
N
N
N
N
N
N
WABASH NATIONAL CORP
5299004ZAWHQZI5XO485
Wabash National Corp.
929566AL1
125000.00000000
PA
USD
95625.00000000
0.292679843431
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.50000000
N
N
N
N
N
N
ATLAS CC ACQUISITION CORP
N/A
Atlas CC Acquisition Corp.
N/A
61700.70050000
PA
USD
56880.64000000
0.174094816308
Long
LON
CORP
US
N
2
2028-05-25
Variable
5.82000000
N
N
N
N
N
N
CONFLUENT HEALTH LLC
N/A
Confluent Health LLC
N/A
-11084.07600000
PA
USD
-812.80000000
-0.00248774041
Short
LON
CORP
US
N
3
2028-11-30
Variable
4.00000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047WAG6
125000.00000000
PA
USD
100000.00000000
0.306070424503
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.62500000
N
N
N
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272AD6
75000.00000000
PA
USD
64917.00000000
0.198691737474
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4.12500000
N
N
N
N
N
N
SOVOS BRANDS HOLDINGS INC
N/A
Taxware Holdings (Sovos Compliance LLC)
N/A
63635.70130000
PA
USD
59778.11000000
0.182963115036
Long
LON
CORP
US
N
2
2028-08-11
Variable
6.17000000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
131531.79430000
PA
USD
125284.03000000
0.383457362455
Long
LON
CORP
US
N
2
2027-10-29
Variable
7.21000000
N
N
N
N
N
N
ATLAS CC ACQUISITION CORP
N/A
Atlas CC Acquisition Corp.
N/A
12549.29950000
PA
USD
11568.95000000
0.035409134375
Long
LON
CORP
US
N
2
2028-05-25
Variable
5.82000000
N
N
N
N
N
N
Vacasa Inc
N/A
Vacasa, Inc.
91854V107
14083.00000000
NS
USD
40559.04000000
0.124139225902
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-269385.41000000
PA
USD
-269385.41000000
-0.82450906793
Short
RA
CORP
US
N
2
Reverse repurchase
N
-1.50000000
N/A
325000.00000000
USD
289802.50000000
USD
CDS
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAF2
75000.00000000
PA
USD
70125.00000000
0.214631885182
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
RED ROCK RESORTS INC
N/A
Fertitta Entertainment LLC
N/A
62500.00000000
PA
USD
57476.88000000
0.175919730607
Long
LON
CORP
US
N
2
2029-01-27
Variable
5.53000000
N
N
N
N
N
N
GRAFTECH FINANCE INC
1Z010BU876CF2HDBIN43
GrafTech Finance, Inc.
384311AA4
430000.00000000
PA
USD
348081.47000000
1.065374432845
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.62500000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Company, Inc.
31556TAA7
150000.00000000
PA
USD
127875.00000000
0.391387555333
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.62500000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Companies, Inc.
55916AAA2
100000.00000000
PA
USD
78597.00000000
0.240562171546
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
APRO LLC
N/A
Apro LLC
N/A
99000.00000000
PA
USD
92317.50000000
0.282556564140
Long
LON
CORP
US
N
2
2026-11-16
Variable
5.38000000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
N/A
49375.00000000
PA
USD
45764.70000000
0.140072211562
Long
LON
CORP
US
N
2
2028-04-21
Variable
5.39000000
N
N
N
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group, Inc.
19240CAE3
100000.00000000
PA
USD
95800.00000000
0.293215466673
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
7.00000000
N
N
N
N
N
N
Dreyfus Treasury Securities Ca
549300U78VESCW509025
Dreyfus Treasury Securities Cash Management Fund - Institutional Shares
N/A
275408.65000000
NS
USD
275408.65000000
0.842944424173
Long
STIV
RF
US
N
1
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp.
058498AX4
125000.00000000
PA
USD
100830.00000000
0.308610809026
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
3.12500000
N
N
N
N
N
N
MAVIS TIRE EXPRESS SERVICES CORP
N/A
Mavis Tire Express Services TopCo Corp.
N/A
89244.24540000
PA
USD
82327.82000000
0.251981108158
Long
LON
CORP
US
N
2
2028-05-04
Variable
5.63000000
N
N
N
N
N
N
CLAROS MORTGAGE TRUST INC
N/A
Claros Mortgage Trust, Inc.
N/A
91540.00000000
PA
USD
87191.85000000
0.266868465427
Long
LON
CORP
US
N
2
2026-08-09
Variable
5.73000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AL9
100000.00000000
PA
USD
81000.00000000
0.247917043847
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
N/A
Entegris Escrow Corp.
29365BAA1
100000.00000000
PA
USD
93122.81000000
0.285021379876
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp.
1248EPCP6
100000.00000000
PA
USD
77250.00000000
0.236439402928
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
150000.00000000
PA
181860.25000000
0.556620439177
Long
LON
CORP
GB
N
3
2025-04-28
Variable
6.19000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AC4
175000.00000000
PA
USD
133875.00000000
0.409751780803
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.87500000
N
N
N
N
N
N
TEXGEN POWER LLC
N/A
TexGen Power LLC
N/A
7929.00000000
NS
USD
190296.00000000
0.582439775012
Long
EC
CORP
US
N
2
N
N
N
Chorus Aviation Inc
529900TODFT0W0C9NM47
Chorus Aviation, Inc.
17040T300
3.00000000
NS
USD
7.47000000
0.000022863460
Long
EC
CORP
US
N
1
N
N
N
Colicity, Inc.
N/A
Colicity, Inc.
194170114
30.00000000
NS
USD
6.51000000
0.000019925184
N/A
DE
US
N
1
Colicity Inc.
N/A
Call
Purchased
N/A
Colicity Inc.
30.00000000
11.50000000
USD
2027-12-31
XXXX
-6.51000000
N
N
N
Jefferies Financial Group Inc
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233W109
247.00000000
NS
USD
6822.14000000
0.020880552858
Long
EC
CORP
US
N
1
N
N
N
CDK GLOBAL INC
5493000L10CYRTHIJ385
CDK Global, Inc.
12508EAJ0
50000.00000000
PA
USD
48989.25000000
0.149941605435
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.25000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp.
483007AJ9
110000.00000000
PA
USD
91577.24000000
0.280290847216
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.62500000
N
N
N
N
N
N
PRO MACH GROUP INC
N/A
Pro Mach Group, Inc.
N/A
-3561.45240000
PA
USD
-209.24000000
-0.00064042175
Short
LON
CORP
US
N
3
2028-08-31
Variable
4.00000000
N
N
N
N
N
N
RXR Acquisition Corp.
N/A
RXR Acquisition Corp.
74981W115
38.00000000
NS
USD
4.29000000
0.000013130421
N/A
DE
US
N
1
RXR Acquisition Corp.
N/A
Call
Purchased
N/A
RXR Acquisition Corp.
38.00000000
11.50000000
USD
2026-03-08
XXXX
-15.21000000
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance plc
92769XAR6
200000.00000000
PA
USD
164342.00000000
0.503002257036
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
ARCOSA INC
549300WFHLTCZV7D6V29
Arcosa, Inc.
039653AA8
75000.00000000
PA
USD
63641.57000000
0.194788023459
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.37500000
N
N
N
N
N
N
XPLORNET COMMUNICATIONS INC
N/A
Xplornet Communications, Inc.
N/A
124062.50000000
PA
USD
112984.96000000
0.345813546696
Long
LON
CORP
CA
N
2
2028-10-02
Variable
5.67000000
N
N
N
N
N
N
ATD CORP
HZ8T88YVE2JVXJ0BTQ24
American Tire Distributors, Inc.
N/A
174562.50000000
PA
USD
164525.16000000
0.503562855626
Long
LON
CORP
US
N
2
2028-10-20
Variable
7.00000000
N
N
N
N
N
N
EVERARC ESCROW SARL
N/A
EverArc Escrow SARL
29977LAA9
225000.00000000
PA
USD
189385.88000000
0.579654166864
Long
DBT
CORP
LU
N
2
2029-10-30
Fixed
5.00000000
N
N
N
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
Cengage Learning, Inc.
15137NAA1
290000.00000000
PA
USD
268250.00000000
0.821033913729
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
9.50000000
N
N
N
N
N
N
MIWD HLDCO II/MIWD FIN
N/A
MIWD Holdco II LLC / MIWD Finance Corp.
55337PAA0
25000.00000000
PA
USD
20119.07000000
0.061578522955
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
CLEAVER-BROOKS INC
549300TRZDD68CZBS255
Cleaver-Brooks, Inc.
185401AG1
450000.00000000
PA
USD
418500.00000000
1.280904726545
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
7.87500000
N
N
N
N
N
N
FIRST BRANDS GROUP LLC
N/A
First Brands Group LLC
N/A
113924.62160000
PA
USD
107772.69000000
0.329860329781
Long
LON
CORP
US
N
2
2027-03-30
Variable
6.29000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver GBP
N/A
-226000.00000000
NC
2.68000000
0.000008202687
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
226000.00000000
GBP
275162.80000000
USD
2022-07-15
2.68000000
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp.
1248EPCL5
250000.00000000
PA
USD
197005.00000000
0.602974039792
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.50000000
N
N
N
N
N
N
RENT-A-CENTER INC
529900QUHE15UQNCCJ63
Rent-A-Center, Inc.
76009NAL4
375000.00000000
PA
USD
292500.00000000
0.895255991671
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.37500000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAJ0
75000.00000000
PA
USD
65204.63000000
0.199572087836
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
FR REFUEL LLC
N/A
FR Refuel LLC
N/A
8750.00000000
PA
USD
8443.75000000
0.025843821468
Long
LON
CORP
US
N
2
2028-11-08
Variable
6.00000000
N
N
N
N
N
N
Spectrum Brands Holdings Inc
549300JM0MJETDD30O20
Spectrum Brands Holdings, Inc.
84790A105
6.00000000
NS
USD
492.12000000
0.001506233773
Long
EC
CORP
US
N
1
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co.
65409QBK7
275000.00000000
PA
USD
247383.74000000
0.757168463169
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
Cengage Learning Holdings II I
5493003VGPEJMW28UG24
Cengage Learning Holdings II, Inc.
15136X102
2107.00000000
NS
USD
30551.50000000
0.093509105742
Long
EC
CORP
US
N
2
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AA8
75000.00000000
PA
USD
55593.75000000
0.170156026622
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
Acropolis Infrastructure Acqui
N/A
Acropolis Infrastructure Acquisition Corp.
005029103
4900.00000000
NS
USD
47383.00000000
0.145025349242
Long
EC
CORP
US
N
1
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAN6
100000.00000000
PA
USD
90660.00000000
0.277483446854
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
78573NAC6
50000.00000000
PA
USD
48177.50000000
0.147457078764
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796X46
90000.00000000
PA
USD
89908.20000000
0.275182409403
Long
DBT
UST
US
N
2
2022-08-02
None
0.00000000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance plc
92769VAJ8
275000.00000000
PA
USD
217937.50000000
0.667042231401
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
200000.00000000
PA
USD
133748.00000000
0.409363071364
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAH8
100000.00000000
PA
USD
86882.59000000
0.265921912032
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
50000.00000000
PA
USD
36965.50000000
0.113140462769
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
HOME POINT CAPITAL INC
549300DQF6YN0E43PM71
Home Point Capital, Inc.
43734LAA4
175000.00000000
PA
USD
120750.00000000
0.369580037587
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAF8
120000.00000000
PA
USD
101991.60000000
0.312166123077
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.87500000
N
N
N
N
N
N
LEGENDS HOSPITALITY HOLD
N/A
Legends Hospitality Holding Company LLC / Legends Hospitality Co-Issuer, Inc.
52473NAA6
100000.00000000
PA
USD
83800.00000000
0.256487015733
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
16412EAA5
375000.00000000
PA
USD
313309.88000000
0.958948879725
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
COMPAGNIE BENELUX PARTICIPATIONS SA
N/A
Holding SOCOTEC
N/A
74250.00000000
PA
USD
68310.00000000
0.209076706978
Long
LON
CORP
FR
N
3
2028-06-30
Variable
6.25000000
N
N
N
N
N
N
NATHAN'S FAMOUS INC
54930034SKNSF1JIE673
Nathan's Famous, Inc.
632347AC4
52000.00000000
PA
USD
50050.00000000
0.153188247463
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.62500000
N
N
N
N
N
N
BRUIN E&P PARTNERS LLC
N/A
Bruin E&P Partnership Units
N/A
6071.00000000
NS
USD
315.69000000
0.000966233723
Long
EC
CORP
US
N
3
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp.
03966VAB3
200000.00000000
PA
USD
195060.77000000
0.597023326777
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57667JAA0
150000.00000000
PA
USD
118125.00000000
0.361545688944
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AR5
175000.00000000
PA
USD
143123.75000000
0.438059469189
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.50000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR Grace Holdings LLC
92943GAD3
125000.00000000
PA
USD
108780.00000000
0.332943407774
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.87500000
N
N
N
N
N
N
GREYSTAR REAL ESTATE PAR
254900HGC806SXAS4M46
Greystar Real Estate Partners LLC
39807UAB2
125000.00000000
PA
USD
118318.75000000
0.362138700391
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.75000000
N
N
N
N
N
N
RATTLER MIDSTREAM LP
549300I45NRVEEN9M219
Rattler Midstream, LP
75419TAA1
100000.00000000
PA
USD
99957.00000000
0.305938814220
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.62500000
N
N
N
N
N
N
SC GAMES HOLDIN/US FINCO
N/A
Scientific Games Holdings Limited Partnership/Scientific Games US FinCo, Inc.
80874DAA4
125000.00000000
PA
USD
106250.00000000
0.325199826034
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.62500000
N
N
N
N
N
N
DISPATCH TERRA ACQUISITION LLC
N/A
Dispatch Terra Acquisition LLC
N/A
148624.06340000
PA
USD
134504.78000000
0.411679351122
Long
LON
CORP
US
N
3
2028-03-27
Variable
6.50000000
N
N
N
N
N
N
HEALTHCHANNELS INTERMEDIATE HOLDCO LLC
N/A
ScribeAmerica Intermediate Holdco LLC (Healthchannels)
N/A
186681.42820000
PA
USD
158057.56000000
0.483767444851
Long
LON
CORP
US
N
2
2025-04-03
Variable
5.55957000
N
N
N
N
N
N
VMED O2 UK FINANCING I
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I plc
92858RAA8
200000.00000000
PA
USD
160750.00000000
0.492008207388
Long
DBT
CORP
GB
N
2
2031-01-31
Fixed
4.25000000
N
N
N
N
N
N
USI INC/NY
N/A
USI, Inc.
91739VAA6
175000.00000000
PA
USD
168875.00000000
0.516876429379
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance, Inc.
47077WAA6
140000.00000000
PA
USD
124600.00000000
0.381363748930
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.50000000
N
N
N
N
N
N
KKR Acquisition Holdings I Cor
N/A
KKR Acquisition Holdings I Corp.
48253T109
16530.00000000
NS
USD
161828.70000000
0.495309789057
Long
EC
CORP
US
N
1
N
N
N
Crimson Wine Group Ltd
N/A
Crimson Wine Group Ltd.
22662X100
24.00000000
NS
USD
171.36000000
0.000524482279
Long
EC
CORP
US
N
1
N
N
N
ASCEND PERFORMANCE MATERIALS HOLDINGS INC
N/A
Ascend Performance Materials Operations LLC
N/A
49747.47490000
PA
USD
48379.42000000
0.148075096166
Long
LON
CORP
US
N
2
2026-08-27
Variable
7.00000000
N
N
N
N
N
N
BCP V MODULAR SERVICES FINANCE PLC
N/A
BCP V Modular Services Finance II plc
N/A
125000.00000000
PA
103937.44000000
0.318121763825
Long
DBT
CORP
GB
N
2
2028-10-30
Fixed
4.75000000
N
N
N
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Companies, Inc.
445587AE8
450000.00000000
PA
USD
382500.00000000
1.170719373724
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Credit Suisse Securities (USA) LLC
N/A
-106681.23000000
PA
USD
-106681.23000000
-0.32651969352
Short
RA
CORP
US
N
2
Reverse repurchase
N
-3.00000000
N/A
143000.00000000
USD
111540.00000000
USD
CDS
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95002Y202
9000.00000000
NS
USD
162090.00000000
0.496109551076
Long
EP
CORP
US
N
2
N
N
N
MCGRAW-HILL EDUCATION
N/A
McGraw-Hill Education, Inc.
57767XAB6
175000.00000000
PA
USD
141750.00000000
0.433854826733
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
8.00000000
N
N
N
N
N
N
BCPE EMPIRE HOLDINGS INC
N/A
BCPE Empire Holdings, Inc.
N/A
50000.00000000
PA
USD
46791.50000000
0.143214942681
Long
LON
CORP
US
N
2
2026-06-11
Variable
6.25000000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AG2
200000.00000000
PA
USD
160288.00000000
0.490594162027
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand, Inc.
431571AE8
50000.00000000
PA
USD
40375.00000000
0.123575933893
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp.
00109LAA1
225000.00000000
PA
USD
182602.13000000
0.558891114442
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.12500000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AM7
150000.00000000
PA
USD
116250.00000000
0.355806868484
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
5.00000000
N
N
N
N
N
N
LTI HOLDINGS INC
N/A
LTI Holdings, Inc.
N/A
50000.00000000
PA
USD
46875.00000000
0.143470511485
Long
LON
CORP
US
N
2
2026-07-24
Variable
6.42000000
N
N
N
N
N
N
MSD Acquisition Corp
N/A
MSD Acquisition Corp.
N/A
84.00000000
NS
USD
823.20000000
0.002519571734
Long
EC
CORP
US
N
1
N
N
N
SOTHEBY'S/BIDFAIR HLD
N/A
Sotheby's/Bidfair Holdings, Inc.
83600GAA2
200000.00000000
PA
USD
171663.79000000
0.525412090770
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BE6
125000.00000000
PA
USD
120468.75000000
0.368719214518
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAE1
100000.00000000
PA
USD
84304.13000000
0.258030008564
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp.
575385AD1
175000.00000000
PA
USD
158375.00000000
0.484739034806
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower, LP
62482BAB8
100000.00000000
PA
USD
82130.00000000
0.251375639644
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
CONGRUEX GROUP LLC
N/A
Congruex Group LLC
N/A
125000.00000000
PA
USD
119687.50000000
0.366328039327
Long
LON
CORP
US
N
2
2029-05-03
Variable
7.01000000
N
N
N
N
N
N
UPC BROADBAND FINCO BV
213800MNFBDEQRS6HZ22
UPC Broadband Finco BV
90320BAA7
325000.00000000
PA
USD
264875.00000000
0.810704036902
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
4.87500000
N
N
N
N
N
N
YAK HOLDING III LLC
N/A
YAK MAT (YAK ACCESS LLC)
N/A
150000.00000000
PA
USD
79407.00000000
0.243041341985
Long
LON
CORP
US
N
2
2026-07-10
Variable
12.18000000
N
N
N
N
N
N
KRONOS ACQUISITION HOLDINGS INC
N/A
Kronos Acquisition Holdings, Inc.
N/A
24875.00000000
PA
USD
24346.41000000
0.074517160438
Long
LON
CORP
US
N
2
2026-12-22
Variable
7.65000000
N
N
N
N
N
N
PAR PHARMACEUTICAL INC
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
69888XAA7
225000.00000000
PA
USD
171000.00000000
0.523380425900
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571BAW5
25000.00000000
PA
USD
22750.00000000
0.069631021574
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
3.75000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd.
44332PAD3
100000.00000000
PA
USD
94040.00000000
0.287828627202
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
EXTERRAN NRG SOLUTIONS/F
N/A
Exterran Energy Solutions Limited Partnership / EES Finance Corp.
30227KAE9
227000.00000000
PA
USD
215082.50000000
0.658303920781
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.12500000
N
N
N
N
N
N
MINERVA MERGER SUB INC
N/A
Minerva Merger Sub, Inc.
60337JAA4
175000.00000000
PA
USD
145528.25000000
0.445418932546
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-314681.71000000
PA
USD
-314681.71000000
-0.96314764563
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.30000000
N/A
400000.00000000
USD
380160.00000000
USD
CDS
N
N
N
SWEETWATER BORROWER LLC
N/A
Sweetwater Sound
N/A
50000.00000000
PA
USD
42875.00000000
0.131227694505
Long
LON
CORP
US
N
2
2028-08-07
Variable
5.94000000
N
N
N
N
N
N
ARGOS HOLDINGS INC
N/A
PetSmart LLC
N/A
297750.00000000
PA
USD
279438.38000000
0.855278235890
Long
LON
CORP
US
N
2
2028-02-11
Variable
4.50000000
N
N
N
N
N
N
OMNITRACS HOLDINGS LLC
N/A
Polaris Newco LLC
N/A
141426.57360000
PA
USD
130314.69000000
0.398854724872
Long
LON
CORP
US
N
2
2028-06-02
Variable
5.67000000
N
N
N
N
N
N
CPI CG INC
N/A
CPI CG, Inc.
12598FAA7
351000.00000000
PA
USD
331695.00000000
1.015220294555
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.62500000
N
N
N
N
N
N
CROCS INC
549300B0J6YCXD63OG72
Crocs, Inc.
227046AA7
300000.00000000
PA
USD
221903.79000000
0.679181872041
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AR0
50000.00000000
PA
USD
46380.00000000
0.141955462884
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.37500000
N
N
N
N
N
N
PLANVIEW PARENT INC
N/A
Planview Parent, Inc.
N/A
49375.00000000
PA
USD
46412.50000000
0.142054935772
Long
LON
CORP
US
N
2
2027-12-17
Variable
5.67000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
225000.00000000
PA
USD
175500.00000000
0.537153595002
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Company, Inc.
644274AH5
150000.00000000
PA
USD
123305.22000000
0.377400810288
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
LTI HOLDINGS INC
N/A
LTI Holdings, Inc.
N/A
49875.00000000
PA
USD
46757.81000000
0.143111827555
Long
LON
CORP
US
N
2
2026-07-24
Variable
6.42000000
N
N
N
N
N
N
Osmosis Holdings Australia II Pty Ltd.
N/A
Osmosis Holdings Australia II Pty Ltd.
N/A
-13888.89000000
PA
USD
-1296.25000000
-0.00396743787
Short
LON
CORP
US
N
3
2028-07-31
Variable
0.50000000
N
N
N
N
N
N
BRUNDAGE-BONE CONCRETE
N/A
Brundage-Bone Concrete Pumping Holdings, Inc.
66981QAA4
275000.00000000
PA
USD
232876.60000000
0.712766398188
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.00000000
N
N
N
N
N
N
LEGACY RESERVES INC
549300UK2ZYOI65LEZ32
Legacy Reserves, Inc.
N/A
1969.00000000
NS
USD
19690.00000000
0.060265266584
Long
EC
CORP
US
N
3
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
013817AK7
75000.00000000
PA
USD
70725.00000000
0.216468307729
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
5.95000000
N
N
N
N
N
N
PPP INTERMEDIATE HOLDINGS LLC
N/A
Permian Production Partners LLC
N/A
9124.00000000
NS
USD
7481.68000000
0.022899209735
Long
EC
CORP
US
N
3
N
N
N
FRANCHISE GROUP INC
N/A
Franchise Group, Inc.
N/A
101930.62000000
PA
USD
92672.26000000
0.283642379578
Long
LON
CORP
US
N
2
2026-03-10
Variable
6.50000000
N
N
N
N
N
N
CELTIC INTERMEDIATE CORP
N/A
National Mentor Holdings, Inc.
N/A
94378.53170000
PA
USD
81435.46000000
0.249249858117
Long
LON
CORP
US
N
2
2028-03-02
Variable
5.75000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co.
65409QBF8
275000.00000000
PA
USD
252494.00000000
0.772809457644
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.87500000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361702
1.00000000
NS
USD
28.97000000
0.000088668601
Long
EC
CORP
US
N
1
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.
864486AL9
150000.00000000
PA
USD
127556.25000000
0.390411955855
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
N/A
Playtika Holding Corp.
N/A
98750.00000000
PA
USD
92887.21000000
0.284300277956
Long
LON
CORP
US
N
2
2028-03-13
Variable
4.42000000
N
N
N
N
N
N
WILTON RE FINANCE LLC
54930013IJH3HK0K5051
Wilton Re Finance LLC
97263BAA1
150000.00000000
PA
USD
147246.87000000
0.450679120076
Long
DBT
CORP
US
N
2
2033-03-30
Variable
5.87500000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd.
44332PAG6
200000.00000000
PA
USD
165210.55000000
0.505660631708
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.62500000
N
N
N
N
N
N
MEDIQ Inc
N/A
MEDIQ, Inc.
584906507
92.00000000
NS
USD
0.01000000
0.000000030607
Long
EC
CORP
US
N
3
N
N
N
SCP EYE CARE SERVICES LLC
N/A
SCP Eye Care Services LLC
N/A
126562.50310000
PA
USD
120550.78000000
0.368970284087
Long
LON
CORP
US
N
2
2028-03-16
Variable
6.00000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBL7
100000.00000000
PA
USD
67626.57000000
0.206984929875
Long
DBT
CORP
US
Y
2
2061-02-01
Fixed
4.30000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
270000.00000000
PA
USD
251864.10000000
0.770881520040
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
ENERSYS
7ZS3DE5PN30BYUJFWP05
EnerSys
29275YAC6
175000.00000000
PA
USD
154000.00000000
0.471348453734
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.37500000
N
N
N
N
N
N
DIAMOND BC BV
549300SWLHWJF3D4N658
Diamond BC BV
25257DAA6
150000.00000000
PA
USD
119955.00000000
0.367146777712
Long
DBT
CORP
NL
N
2
2029-10-01
Fixed
4.62500000
N
N
N
N
N
N
COMPASS MINERALS INTERNA
2549008X9G8XP7YJGC47
Compass Minerals International, Inc.
20451NAG6
125000.00000000
PA
USD
113125.00000000
0.346242167719
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
6.75000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Company, Inc.
103186AB8
100000.00000000
PA
USD
95756.00000000
0.293080795687
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
7.12500000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance, Inc.
74166MAF3
275000.00000000
PA
USD
226531.25000000
0.693345158507
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AG2
150000.00000000
PA
USD
118312.50000000
0.362119570990
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
N
ILLUMINATE BUYER/HLDG
N/A
Illuminate Buyer LLC / Illuminate Holdings IV, Inc.
45232TAA9
100000.00000000
PA
USD
79000.00000000
0.241795635357
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
9.00000000
N
N
N
N
N
N
AMSTED INDUSTRIES
N2VLGYMEEBIU3PFSUY86
Amsted Industries, Inc.
032177AJ6
175000.00000000
PA
USD
149187.50000000
0.456618814555
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.62500000
N
N
N
N
N
N
CLEARWATER PAPER CORP
549300HCVV19GXN4P292
Clearwater Paper Corp.
18538RAJ2
175000.00000000
PA
USD
150908.48000000
0.461886225347
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676503
6000.00000000
NS
USD
136740.00000000
0.418520698465
Long
EP
CORP
US
N
2
N
N
N
SOVOS BRANDS HOLDINGS INC
N/A
Taxware Holdings (Sovos Compliance LLC)
N/A
-11044.52000000
PA
USD
-669.52000000
-0.00204920270
Short
LON
CORP
US
N
3
2028-08-11
Variable
6.15229000
N
N
N
N
N
N
CARTER INTERMEDIATE INC
N/A
Aegion Corp.
N/A
74437.46740000
PA
USD
67924.19000000
0.207895856673
Long
LON
CORP
US
N
3
2028-05-17
Variable
6.27000000
N
N
N
N
N
N
CENGAGE LEARNING HOLDINGS II INC
549300BYGM0FWUSVXJ88
Cengage Learning Acquisitions, Inc.
N/A
74437.50000000
PA
USD
66958.76000000
0.204940960973
Long
LON
CORP
US
N
2
2026-07-14
Variable
5.75000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAR8
125000.00000000
PA
USD
111562.50000000
0.341459817336
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.37500000
N
N
N
N
N
N
INGENOVIS HEALTH INC
N/A
CCRR Parent, Inc.
N/A
74062.50000000
PA
USD
70081.64000000
0.214499173046
Long
LON
CORP
US
N
2
2028-03-06
Variable
6.01000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners Limited Partnership / GLP Finance Corp.
37954FAJ3
50000.00000000
PA
USD
42311.42000000
0.129502742807
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
RXR Acquisition Corp
N/A
RXR Acquisition Corp.
74981W107
206.98000000
NS
USD
2026.33000000
0.006201996832
Long
EC
CORP
US
N
1
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
225000.00000000
PA
USD
172271.25000000
0.527271346171
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
SCP Eye Care Services LLC
N/A
SCP Eye Care Services LLC
N/A
-22159.09000000
PA
USD
-1052.56000000
-0.00322157486
Short
LON
CORP
US
N
3
2028-03-16
Variable
4.50000000
N
N
N
N
N
N
Colicity Inc
N/A
Colicity, Inc.
194170106
163.00000000
NS
USD
1599.03000000
0.004894157908
Long
EC
CORP
US
N
1
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global, LP
18060TAA3
151000.00000000
PA
USD
149557.95000000
0.457752652443
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
N/A
McGraw-Hill Education, Inc.
57767XAA8
375000.00000000
PA
USD
321104.87000000
0.982807038708
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
PPP INTERMEDIATE HOLDINGS LLC
N/A
Permian Production Partners LLC
N/A
18179.93960000
PA
USD
18134.49000000
0.055504310524
Long
LON
CORP
US
N
3
2025-11-24
Variable
4.84000000
N
N
Y
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners Limited Partnership / GLP Finance Corp.
37954FAG9
225000.00000000
PA
USD
202500.00000000
0.619792609618
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp.
1248EPCN1
275000.00000000
PA
USD
222667.50000000
0.681519362480
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
73939VAA2
400000.00000000
PA
USD
322320.00000000
0.986526192258
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
9.03300000
N
N
N
N
N
N
BASIC ENERGY SERVICES
5493006BE5UNWTVG4F46
Basic Energy Services, Inc.
06985PAN0
175000.00000000
PA
USD
23187.50000000
0.070970079681
Long
DBT
CORP
US
Y
2
2023-10-15
Fixed
10.75000000
Y
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
12429TAD6
175000.00000000
PA
USD
167125.00000000
0.511520196950
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.50000000
N
N
N
N
N
N
QUIRCH FOODS HOLDINGS LLC
N/A
Quirch Foods Holdings LLC
N/A
98500.00000000
PA
USD
93082.50000000
0.284898002888
Long
LON
CORP
US
N
3
2027-10-27
Variable
6.82000000
N
N
N
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023UAJ0
100000.00000000
PA
USD
75000.00000000
0.229552818377
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.87500000
N
N
N
N
N
N
LIBERTY GLOBAL PLC
N/A
Telenet Finance Luxembourg Notes SARL
N/A
200000.00000000
PA
USD
176480.00000000
0.540153085162
Long
DBT
CORP
LU
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies, Inc.
603158AA4
275000.00000000
PA
USD
239332.50000000
0.732525998723
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Company LLC / GD Finance Co., Inc.
38016LAC9
75000.00000000
PA
USD
63231.75000000
0.193533685645
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
BLUE RIBBON LLC (USA)
N/A
Blue Ribbon LLC
N/A
96250.00000000
PA
USD
87587.50000000
0.268079433061
Long
LON
CORP
US
N
2
2028-05-08
Variable
7.06000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAQ2
50000.00000000
PA
USD
44688.00000000
0.136776751301
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
75000.00000000
PA
90837.08000000
0.278025436362
Long
LON
CORP
GB
N
3
2026-04-27
Variable
8.44000000
N
N
N
N
N
N
HOLLY NRG PRTNR/FIN CORP
N/A
Holly Energy Partners Limited Partnership / Holly Energy Finance Corp.
435765AJ1
50000.00000000
PA
USD
47063.00000000
0.144045923883
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.37500000
N
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance LLC / JFIN Company-Issuer Corp.
47232MAF9
450000.00000000
PA
USD
370125.00000000
1.132843158691
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571BAY1
150000.00000000
PA
USD
130209.00000000
0.398531239041
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.37500000
N
N
N
N
N
N
PLATINUM EQUITIES LLC
5493008CRWH2WFODTF44
Pelican Products, Inc.
N/A
124375.00000000
PA
USD
115668.75000000
0.354027834142
Long
LON
CORP
US
N
2
2028-12-29
Variable
6.50000000
N
N
N
N
N
N
TRANSMONTAIGNE PARTNERS LLC
N/A
TransMontaigne Operating Company LP
N/A
74812.50000000
PA
USD
70682.10000000
0.216337003517
Long
LON
CORP
US
N
2
2028-11-17
Variable
4.55000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047WAD3
25000.00000000
PA
USD
20875.00000000
0.063892201115
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
Darling Ingredients, Inc.
237266AJ0
150000.00000000
PA
USD
149497.50000000
0.457567632871
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.00000000
N
N
N
N
N
N
PARKLAND CORP
549300XHQS1JYWBNK868
Parkland Corp.
70137WAG3
225000.00000000
PA
USD
182394.29000000
0.558254977672
Long
DBT
CORP
CA
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Credit Suisse Securities (USA) LLC
N/A
-159729.46000000
PA
USD
-159729.46000000
-0.48888463627
Short
RA
CORP
US
N
2
Reverse repurchase
N
-3.00000000
N/A
232000.00000000
USD
180960.00000000
USD
CDS
N
N
N
CENTRAL PARENT/MERGER SU
N/A
Central Parent Incorporated / Central Merger Sub Inc
15477CAA3
50000.00000000
PA
USD
48125.00000000
0.147296391792
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.25000000
N
N
N
N
N
N
IRON MOUNTAIN INFO MGMT
N/A
Iron Mountain Information Management Services, Inc.
46285MAA8
200000.00000000
PA
USD
161422.54000000
0.494066653421
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
CONFLUENT HEALTH LLC
N/A
Confluent Health LLC
N/A
2190.26400000
PA
USD
2029.65000000
0.006212158370
Long
LON
CORP
US
N
2
2028-11-30
Variable
5.67000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.
864486AK1
275000.00000000
PA
USD
259382.75000000
0.793893884012
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.87500000
N
N
N
N
N
N
ENDO LUX FIN CO I SARL
N/A
Endo Luxembourg Finance Company I SARL / Endo US, Inc.
29280BAA3
125000.00000000
PA
USD
94477.50000000
0.289167685309
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
6.12500000
N
N
N
N
N
N
BESSEL CAPITAL SARL
N/A
Castor S.p.A.
N/A
125000.00000000
PA
120890.71000000
0.370010709281
Long
DBT
CORP
IT
N
2
2029-02-15
Variable
5.25000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance, Inc.
68245XAH2
150000.00000000
PA
USD
130188.00000000
0.398466964252
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BR3
300000.00000000
PA
USD
240375.00000000
0.735716782899
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
PARKLAND CORP
549300XHQS1JYWBNK868
Parkland Corp.
70137WAL2
250000.00000000
PA
USD
202808.13000000
0.620735704417
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
4.62500000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AL7
400000.00000000
PA
USD
357043.68000000
1.092805107037
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
KRONOS ACQUISITION HOLDINGS INC
N/A
Kronos Acquisition Holdings, Inc.
N/A
73875.00000000
PA
USD
66893.81000000
0.204742168233
Long
LON
CORP
US
N
2
2026-12-22
Variable
5.42000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBG2
100000.00000000
PA
USD
83519.00000000
0.255626957840
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
WOMENS CARE HOLDINGS INC
N/A
Women's Care Holdings, Inc.
N/A
99000.00000000
PA
USD
92268.00000000
0.282405059280
Long
LON
CORP
US
N
2
2028-01-17
Variable
5.74000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
74841CAB7
125000.00000000
PA
USD
93661.25000000
0.286669385469
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
US SHIPPING CORP
N/A
U.S. Shipping Corp.
N/A
24529.00000000
NS
USD
2.45000000
0.000007498725
Long
EP
CORP
US
N
3
N
N
N
SBKSCP
N/A
TPG Pace Beneficial II Corp.
SBKSCP682
5510.00000000
NS
USD
53612.30000000
0.164091394195
Long
EC
CORP
US
N
1
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAH4
325000.00000000
PA
USD
248270.75000000
0.759883338441
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AC4
200000.00000000
PA
USD
160352.00000000
0.490790047099
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
150000.00000000
PA
USD
135469.50000000
0.414632073722
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
MICHAEL BAKER INTERNATIONAL LLC
N/A
Michael Baker International LLC
N/A
74625.00000000
PA
USD
72013.13000000
0.220410892688
Long
LON
CORP
US
N
3
2028-12-01
Variable
6.67000000
N
N
N
N
N
N
TERRAFORM GLOBAL OPERATI
549300LC7QMVR79H5O86
Terraform Global Operating LLC
88104UAC7
695000.00000000
PA
USD
660547.20000000
2.021739619082
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.12500000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
78573NAF9
275000.00000000
PA
USD
255062.50000000
0.780670876498
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
KINETIK HOLDINGS LP
549300RD6AJIMYC0HY12
Kinetik Holdings, LP
49461MAA8
75000.00000000
PA
USD
71446.13000000
0.218675473381
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.87500000
N
N
N
N
N
N
CONFLUENT HEALTH LLC
N/A
Confluent Health LLC
N/A
61571.34580000
PA
USD
57056.32000000
0.174632520829
Long
LON
CORP
US
N
2
2028-11-30
Variable
5.67000000
N
N
N
N
N
N
BALROG ACQUISITION INC
N/A
Balrog Acquisition, Inc.
N/A
74625.00000000
PA
USD
68655.00000000
0.210132649942
Long
LON
CORP
US
N
2
2028-09-05
Variable
5.57000000
N
N
N
N
N
N
SLM CORP
N/A
SLM Corp.
78442PGE0
150000.00000000
PA
USD
121119.00000000
0.370709437453
Long
DBT
CORP
US
N
2
2026-11-02
Fixed
3.12500000
N
N
N
N
N
N
WOLVERINE WORLD WIDE
549300OVC7PK14LQ8D87
Wolverine World Wide, Inc.
978097AG8
175000.00000000
PA
USD
140409.50000000
0.429751952692
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.00000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAL5
275000.00000000
PA
USD
232533.44000000
0.711716086919
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.62500000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI, Inc.
55354GAL4
100000.00000000
PA
USD
85500.00000000
0.261690212950
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AH2
125000.00000000
PA
USD
97500.00000000
0.298418663890
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.62500000
N
N
N
N
N
N
KKR Acquisition Holdings I Corp.
N/A
KKR Acquisition Holdings I Corp.
48253T117
4132.00000000
NS
USD
1487.52000000
0.004552858778
N/A
DE
US
N
1
KKR Acquisition Holdings I Corp.
N/A
Call
Purchased
N/A
KKR Acquisition Holdings I Corp.
4132.00000000
11.50000000
USD
2027-12-31
XXXX
-2855.24000000
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners Limited Partnership / Crestwood Midstream Finance Corp.
226373AQ1
175000.00000000
PA
USD
155750.00000000
0.476704686163
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.62500000
N
N
N
N
N
N
PERATON HOLDING CORP
N/A
Peraton Corp.
N/A
242646.11860000
PA
USD
227349.71000000
0.695850222503
Long
LON
CORP
US
N
2
2028-02-01
Variable
5.42000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAE5
200000.00000000
PA
USD
179002.00000000
0.547872181268
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.62500000
N
N
N
N
N
N
Acropolis Infrastructure Acquisition Corp.
N/A
Acropolis Infrastructure Acquisition Corp.
005029111
1632.00000000
NS
USD
326.40000000
0.000999013865
N/A
DE
US
N
1
Acropolis Infrastructure Acquisition Corp.
N/A
Call
Purchased
N/A
Acropolis Infrastructure Acquisition Corp.
1632.00000000
11.50000000
USD
2026-03-31
XXXX
-1020.74000000
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Company, Inc.
730481AJ7
200000.00000000
PA
USD
192000.00000000
0.587655215045
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.12500000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Credit Suisse Securities (USA) LLC
N/A
-321705.31000000
PA
USD
-321705.31000000
-0.98464480796
Short
RA
CORP
US
N
2
Reverse repurchase
N
-1.00000000
N/A
450000.00000000
USD
418500.00000000
USD
CDS
N
N
N
SIX FLAGS THEME PARKS
5493003MX0ZXTM8EVY68
Six Flags Theme Parks, Inc.
83001WAC8
75000.00000000
PA
USD
75924.75000000
0.232383204627
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513BJ3
150000.00000000
NS
USD
115462.50000000
0.353396563891
Long
EP
CORP
US
N
2
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
16643.12570000
PA
USD
15852.58000000
0.048520058900
Long
LON
CORP
US
N
2
2027-10-29
Variable
7.21000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAF8
175000.00000000
PA
USD
132125.00000000
0.404395548374
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property Ltd. / HawaiianMiles Loyalty Ltd.
41984LAA5
190000.00000000
PA
USD
170278.00000000
0.521170597435
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
SCIL IV LLC / SCIL USA H
N/A
SCIL IV LLC / SCIL USA Holdings LLC
78397UAA8
275000.00000000
PA
USD
220000.00000000
0.673354933906
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.37500000
N
N
N
N
N
N
MSD Acquisition Corp.
N/A
MSD Acquisition Corp.
N/A
16.00000000
NS
USD
4.81000000
0.000014721987
N/A
DE
US
N
1
MSD Acquisition Corp.
N/A
Call
Purchased
N/A
MSD Acquisition Corp.
16.00000000
11.50000000
USD
2023-05-13
XXXX
-13.21000000
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp.
483007AL4
75000.00000000
PA
USD
56765.97000000
0.173743845352
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
4.50000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAA9
200000.00000000
PA
USD
184078.00000000
0.563408316016
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.12500000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436AX2
75000.00000000
PA
USD
61312.50000000
0.187659429023
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
5.00000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
N/A
Cushman & Wakefield US Borrower LLC
23166MAA1
200000.00000000
PA
USD
185750.00000000
0.568525813514
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
RITE AID CORP
529900W353T1JY1DKT44
Rite Aid Corp.
767754CK8
50000.00000000
PA
USD
40500.00000000
0.123958521923
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.50000000
N
N
N
N
N
N
BP HOLDCO LLC
N/A
BP Holdco LLC
N/A
523.00000000
NS
USD
368.72000000
0.001128542869
Long
EC
CORP
US
N
3
N
N
N
ARCH CAPITAL GROUP LTD
549300AYR4P8AFKDCE43
Arch Capital Group Ltd.
03939A404
6000.00000000
NS
USD
115500.00000000
0.353511340300
Long
EP
CORP
BM
N
2
N
N
N
BIDFAIR LTD
N/A
Sotheby's
N/A
51881.76440000
PA
USD
49547.09000000
0.151648988691
Long
LON
CORP
US
N
2
2027-01-15
Variable
5.54000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AC1
150000.00000000
PA
USD
133883.51000000
0.409777827396
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
PECF USS INTERMEDIATE HOLDING II CORPORATION
N/A
PECF USS Intermediate Holding III Corp.
N/A
49750.00000000
PA
USD
44775.00000000
0.137043032571
Long
LON
CORP
US
N
2
2028-12-15
Variable
5.92000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDP2
50000.00000000
PA
USD
46129.00000000
0.141187226119
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.12500000
N
N
N
N
N
N
MCGRAW HILL LLC
N/A
McGraw Hill LLC
N/A
198624.37670000
PA
USD
179423.36000000
0.549161839609
Long
LON
CORP
US
N
2
2028-07-28
Variable
5.55000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BK2
100000.00000000
PA
USD
101124.00000000
0.309510656074
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
RENT-A-CENTER INC/TX
N/A
Rent-A-Center, Inc.
N/A
49375.00000000
PA
USD
44283.45000000
0.135538543399
Long
LON
CORP
US
N
2
2028-02-17
Variable
4.94000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
375000.00000000
PA
USD
311250.00000000
0.952644196265
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy, Inc.
12662PAB4
25000.00000000
PA
USD
22985.25000000
0.070351052248
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.25000000
N
N
N
N
N
N
FR REFUEL LLC
N/A
FR Refuel LLC
N/A
65918.74500000
PA
USD
63611.59000000
0.194696263546
Long
LON
CORP
US
N
2
2028-11-08
Variable
6.44000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
N/A
50000.00000000
PA
USD
46000.00000000
0.140792395271
Long
LON
CORP
CA
N
2
2028-08-11
Variable
4.25000000
N
N
N
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WW International, Inc.
98262PAA9
250000.00000000
PA
USD
166487.50000000
0.509568997994
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
TWIN PALMS PACIFIC TRUST
549300U9K7TD84Q24R17
Del Monte Foods, Inc.
N/A
100000.00000000
PA
USD
94000.00000000
0.287706199032
Long
LON
CORP
US
N
2
2029-05-16
Variable
5.68000000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AM5
125000.00000000
PA
USD
114787.00000000
0.351329058174
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.62500000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - Rec USD / Deliver CAD
N/A
-67000.00000000
NC
55.20000000
0.000168950874
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
67000.00000000
CAD
52118.58000000
USD
2022-07-15
55.20000000
N
N
N
EISNER ADVISORY GROUP
N/A
Eisner Advisory Group
N/A
49750.00000000
PA
USD
46267.50000000
0.141611133656
Long
LON
CORP
US
N
3
2028-07-28
Variable
6.39000000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
325000.00000000
PA
USD
260000.00000000
0.795783103707
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co.
810186AW6
200000.00000000
PA
USD
152046.00000000
0.465367837639
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.37500000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy, Inc.
12662PAD0
325000.00000000
PA
USD
289803.03000000
0.887001364143
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.75000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBM9
125000.00000000
PA
USD
99531.25000000
0.304635719388
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.87500000
N
N
N
N
N
N
BC CYAN PARENT INC
N/A
Blue Nile, Inc.
N/A
174375.00000000
PA
USD
166528.13000000
0.509693354407
Long
LON
CORP
US
N
2
2023-02-17
Variable
8.46000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAK4
150000.00000000
PA
USD
146553.00000000
0.448555389221
Long
DBT
CORP
US
N
2
2048-03-27
Variable
7.00000000
N
N
N
N
N
N
GIBSON BRANDS INC
549300KU4ACNZQGB7J14
Gibson Brands, Inc.
N/A
97012.50000000
PA
USD
81490.50000000
0.249418319279
Long
LON
CORP
US
N
2
2028-08-11
Variable
6.41000000
N
N
N
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Company, Inc.
644274AG7
350000.00000000
PA
USD
299250.00000000
0.915915745325
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
9.75000000
N
N
N
N
N
N
2022-08-01
Guggenheim Variable Funds Trust
John Sullivan
John Sullivan
CFO