0001752724-22-172623.txt : 20220801 0001752724-22-172623.hdr.sgml : 20220801 20220801150543 ACCESSION NUMBER: 0001752724-22-172623 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220531 FILED AS OF DATE: 20220801 DATE AS OF CHANGE: 20220801 PERIOD START: 20220531 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust CENTRAL INDEX KEY: 0001495825 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22437 FILM NUMBER: 221124365 BUSINESS ADDRESS: STREET 1: 227 WEST MONROE STREET CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 312-827-0100 MAIL ADDRESS: STREET 1: 227 WEST MONROE STREET CITY: CHICAGO STATE: IL ZIP: 60606 FORMER COMPANY: FORMER CONFORMED NAME: Guggenheim Taxable Municipal Managed Duration Trust DATE OF NAME CHANGE: 20160729 FORMER COMPANY: FORMER CONFORMED NAME: Guggenheim Build America Bonds Managed Duration Trust DATE OF NAME CHANGE: 20100702 NPORT-P 1 primary_doc.xml NPORT-P false 0001495825 XXXXXXXX Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust 811-22437 0001495825 O7RPTBV08XOX3ZU53L78 227 West Monroe Street Chicago 60606 312-827-0100 Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust O7RPTBV08XOX3ZU53L78 2022-05-31 2022-05-31 N 570496017.09 170123142.84 400372874.25 0.00000000 0.00000000 55219162.41000000 0.00000000 0.00000000 0.00000000 112556527.66000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 409565.21000000 CAD EUR GBP USD N HIGHTOWER HOLDING LLC N/A N/A 939205.00000000 PA USD 871112.64000000 0.217575339396 Long LON CORP US N 2 2028-04-21 Variable 5.10000000 N N N N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -5249536.38000000 PA USD -5249536.38000000 -1.31116184877 Short RA CORP US N 2 Reverse repurchase N 1.62000000 2022-07-18 7130000.00000000 USD 6567193.50000000 USD CDS N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 N/A -1711525.47000000 PA USD -1711525.47000000 -0.42748287410 Short RA CORP US N 2 Reverse repurchase N 1.35000000 N/A 2000000.00000000 USD 1762600.00000000 USD N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -1172843.75000000 PA USD -1172843.75000000 -0.29293786503 Short RA CORP US N 2 Reverse repurchase N 1.25000000 N/A 1200000.00000000 USD 959760.00000000 USD N N N WASHINGTON ST UNIV N/A 9400932M8 3325000.00000000 PA USD 3998817.90000000 0.998773432763 Long DBT MUN US N 2 2032-04-01 Fixed 7.09900000 N N N N N N Waverley Capital Acquisition Corp. N/A N/A 17000.00000000 NS USD 3683.90000000 0.000920117279 N/A DE US N 1 Waverley Capital Acquisition Corp. N/A Call Purchased N/A Waverley Capital Acquisition Corp. 17000 11.50000000 USD 2027-04-30 XXXX -6815.60000000 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CG2 1200000.00000000 PA USD 1056616.10000000 0.263908013743 Long DBT CORP US N 2 2052-03-15 Fixed 4.62500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -3182017.50000000 PA USD -3182017.50000000 -0.79476350788 Short RA CORP US N 2 Reverse repurchase N 1.25000000 N/A 3000000.00000000 USD 3404700.00000000 USD N N N PS HOLDINGS INDEPENDENT VOTING COMPANY LTD U7LC4KOKCTZ0YWGI2G56 N/A 2100000.00000000 PA USD 1737850.80000000 0.434058077299 Long DBT CORP GG N 2 2031-10-01 Fixed 3.25000000 N N N N N N SAN JOSE CA ARPT REVENUE N/A 798136YN1 250000.00000000 PA USD 196822.53000000 0.049159806435 Long DBT MUN US N 2 2040-03-01 Fixed 3.27000000 N N N N N N AUSTIN TX RENTAL CAR SPL FAC R N/A 052451BH3 2200000.00000000 PA USD 1671484.54000000 0.417481964314 Long DBT MUN US N 2 2042-11-15 Fixed 2.85800000 N N N N N N JONES DESLAURIERS INSURANCE MANAGEMENT INC N/A N/A 1637629.98400000 PA 1223803.19000000 0.305665860179 Long LON CORP CA N 2 2028-03-27 Variable 6.06000000 N N N N N N DETROIT MI CITY SCH DIST N/A 2511295D0 2540000.00000000 PA USD 3305210.05000000 0.825532962539 Long DBT MUN US N 2 2039-05-01 Fixed 7.74700000 N N N N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -3107485.17000000 PA USD -3107485.17000000 -0.77614777869 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 2620000.00000000 USD 2904270.00000000 USD N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 1100000.00000000 PA USD 838727.19000000 0.209486517180 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAD0 125000.00000000 PA USD 118743.75000000 0.029658290467 Long DBT CORP US N 2 2028-02-15 Fixed 5.75000000 N N N N N N SAINT PAUL MN SALES TAX REVENU N/A 79307TDB3 250000.00000000 PA USD 246949.30000000 0.061679827951 Long DBT MUN US N 2 2035-11-01 Fixed 3.88700000 N N N N N N NewStar Clarendon Fund CLO LLC 549300HC3VVP80NTKX35 65251QAG6 130600.93830000 PA USD 129796.16000000 0.032418819642 Long ABS-O CORP US N 2 2027-01-25 Floating 5.53400000 N N N N N N SANTA ANA CA UNIF SCH DIST N/A 801155VM1 7785000.00000000 PA USD 9801099.36000000 2.447992856249 Long DBT MUN US N 2 2040-08-01 Fixed 7.10000000 N N N N N N FR REFUEL LLC N/A N/A 1277631.25000000 PA USD 1239302.31000000 0.309537031528 Long LON CORP US N 3 2028-11-08 Variable 5.81000000 N N N N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 33616C746 46000.00000000 NS USD 873080.00000000 0.218066721337 Long EP CORP US N 2 N N N ATLANTA & FULTON CNTY GA RECRE N/A 047681QU8 6000000.00000000 PA USD 6496396.80000000 1.622586648051 Long DBT MUN US N 2 2047-12-01 Fixed 5.10000000 N N N N N N HAH GROUP HOLDING CO LLC N/A N/A 879047.16780000 PA USD 843885.28000000 0.210774838725 Long LON CORP US N 2 2027-10-29 Variable 6.03000000 N N N N N N CENTRL WA UNIV SYS REVENUE N/A 155839DL4 5000000.00000000 PA USD 6279962.50000000 1.568528465312 Long DBT MUN US N 2 2040-05-01 Fixed 6.95000000 N N N N N N PETIQ INC N/A N/A 1091750.00000000 PA USD 1067185.63000000 0.266547935346 Long LON CORP US N 3 2028-04-13 Variable 5.10000000 N N N N N N PORT AUTH OF NEW YORK & NEW JE 54930006MR4KZ4W74Z83 73358XDP4 5000000.00000000 PA USD 3970133.00000000 0.991608886450 Long DBT MUN US N 2 2051-02-15 Fixed 3.13900000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -970014.18000000 PA USD -970014.18000000 -0.24227769721 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 1000000.00000000 USD 790000.00000000 USD CDS N N N HAH GROUP HOLDING CO LLC N/A N/A 111227.86810000 PA USD 106778.75000000 0.026669826271 Long LON CORP US N 2 2027-10-29 Variable 6.03000000 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AH2 200000.00000000 PA USD 169414.48000000 0.042314175334 Long DBT CORP US N 2 2031-12-01 Fixed 4.62500000 N N N N N N LOUISIANA ST GAS & FUELS TAX R N/A 546475VS0 2500000.00000000 PA USD 2120413.50000000 0.529609680469 Long DBT MUN US N 2 2038-05-01 Fixed 3.05200000 N N N N N N LONG BEACH CA UNIF SCH DIST N/A 542433ND5 7500000.00000000 PA USD 7897625.25000000 1.972567513419 Long DBT MUN US N 2 2025-08-01 Fixed 5.91400000 N N N N N N NM Z PARENT INC NU75S1Y8UH3706J5CS61 N/A 395161.08420000 PA USD 366017.95000000 0.091419267772 Long LON CORP US N 2 2024-08-12 Variable 5.00000000 N N N N N N SUPERIOR PLUS/GEN PRTNR N/A 86828LAC6 250000.00000000 PA USD 233437.50000000 0.058305023894 Long DBT CORP CA N 2 2029-03-15 Fixed 4.50000000 N N N N N N PARTNERRE LTD 7LLHQS68KCIGNZBR7918 EP0597732 46000.00000000 NS USD 1011540.00000000 0.252649483783 Long EP CORP BM N 2 N N N MAPLE GROVE FUNDING TR I N/A 565130AA9 2500000.00000000 PA USD 2002238.15000000 0.500093357660 Long DBT CORP US N 2 2051-08-15 Fixed 4.16100000 N N N N N N SOUTHERN VETERINARY COMPANY LLC N/A N/A 595477.38450000 PA USD 574635.68000000 0.143525127938 Long LON CORP US N 2 2027-10-05 Variable 5.00000000 N N N N N N KKR CORE HOLDING COMPANY LLC N/A N/A 960000.00000000 PA USD 0.01000000 0.000000002497 Long ABS-O CORP US N 3 2031-07-15 None 0.00000000 N N N N N N CHS INC N/A N/A 385655.45390000 PA USD 374085.79000000 0.093434349342 Long LON CORP US N 2 2024-12-11 Variable 5.31000000 N N N N N N CORNING INC 549300X2937PB0CJ7I56 219350BF1 1200000.00000000 PA USD 1096065.49000000 0.273761176266 Long DBT CORP US N 2 2057-11-15 Fixed 4.37500000 N N N N N N CHICAGO IL WSTWTR TRANSMISSION N/A 167727SW7 5100000.00000000 PA USD 5992371.48000000 1.496697669947 Long DBT MUN US N 2 2040-01-01 Fixed 6.90000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A -3.00000000 NC USD 0.00000000 0.000000 N/A DE US N 1 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Call Written Figs Inc. N/A -300 50.00000000 USD 2022-12-16 XXXX 3240.88000000 N N N OREGON CLEAN ENERGY LLC N/A N/A 211922.78930000 PA USD 198147.81000000 0.049490817871 Long LON CORP US N 2 2026-03-02 Variable 4.81000000 N N N N N N CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 N/A -480257.46000000 PA USD -480257.46000000 -0.11995254696 Short RA CORP US N 2 Reverse repurchase N 1.20000000 N/A 600000.00000000 USD 597000.00000000 USD CDS N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -1512147.56000000 PA USD -1512147.56000000 -0.37768481764 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 2000000.00000000 USD 1441800.00000000 USD N N N PAINT INTERMEDIATE III LLC N/A N/A 480575.89000000 PA USD 479767.62000000 0.119830201009 Long LON CORP US N 3 2024-06-14 Variable 5.25000000 N N N N N N TORONTO OH CITY SCH DIST N/A 891279BF7 890000.00000000 PA USD 891959.16000000 0.222782115714 Long DBT MUN US N 2 2028-12-01 Fixed 7.00000000 N N N N N N ABPCI Direct Lending Fund CLO N/A 000823AQ7 1000000.00000000 PA USD 1002445.50000000 0.250377976249 Long ABS-O CORP KY N 2 2032-04-20 Floating 4.21300000 N N N N N N SOTHEBY'S 549300P5BAAMQQ7VL735 835898AH0 1000000.00000000 PA USD 976634.46000000 0.243931225817 Long DBT CORP US N 2 2027-10-15 Fixed 7.37500000 N N N N N N ILPEA PARENT INC N/A N/A 147346.00000000 PA USD 142925.62000000 0.035698127718 Long LON CORP US N 3 2028-06-22 Variable 5.56000000 N N N N N N SP PF PARENT CORP N/A N/A 1184732.82080000 PA USD 1036048.85000000 0.258770989903 Long LON CORP US N 2 2025-12-22 Variable 5.56000000 N N N N N N BMO Capital Markets Corp., New York Branch RUC0QBLBRPRCU4W1NE59 N/A -140073.12000000 PA USD -140073.12000000 -0.03498566686 Short RA CORP US N 2 Reverse repurchase N 1.23000000 N/A 175000.00000000 USD 162645.00000000 USD CDS N N N CARTER INTERMEDIATE INC N/A N/A 597000.00000000 PA USD 573120.00000000 0.143146560833 Long LON CORP US N 3 2028-05-17 Variable 5.64000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 900000.00000000 PA USD 780750.00000000 0.195005718472 Long DBT CORP FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N BNPP IP CLO LTD 54930038CI4SMKCMEM78 05580HAE9 266021.28790000 PA USD 195525.65000000 0.048835888386 Long ABS-O CORP KY N 2 2025-10-30 Floating 6.53600000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBJ7 800000.00000000 PA USD 707912.30000000 0.176813252227 Long DBT CORP US N 2 2031-12-01 Fixed 3.56900000 N N N N N N PLACENTIA-YORBA LINDA CA UNIF N/A 725894KL2 1000000.00000000 PA USD 1072174.90000000 0.267794091197 Long DBT MUN US N 2 2026-02-01 Fixed 5.40000000 N N N N N N MSD Acquisition Corp. N/A N/A 2723.00000000 NS USD 1017.04000000 0.000254023203 N/A DE US N 1 MSD Acquisition Corp. N/A Call Purchased N/A MSD Acquisition Corp. 2723 11.50000000 USD 2023-05-13 XXXX -1627.74000000 N N N ALHAMBRA CA UNIF SCH DIST ELEM N/A 016066BK7 500000.00000000 PA USD 536973.90000000 0.134118451707 Long DBT MUN US N 2 2026-02-01 Fixed 6.70000000 N N N N N N QUIRCH FOODS HOLDINGS LLC N/A N/A 1235494.34000000 PA USD 1179897.09000000 0.294699557808 Long LON CORP US N 2 2027-10-27 Variable 5.50000000 N N N N N N PARKLAND CORP 549300XHQS1JYWBNK868 70137WAL2 300000.00000000 PA USD 270543.00000000 0.067572759644 Long DBT CORP CA N 2 2030-05-01 Fixed 4.62500000 N N N N N N PRO MACH GROUP INC N/A N/A -7122.90510000 PA USD -253.29000000 -0.00006326352 Short LON CORP US N 3 2028-08-31 Variable 4.00000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 N/A -1720673.64000000 PA USD -1720673.64000000 -0.42976778664 Short RA CORP US N 2 Reverse repurchase N 1.35000000 N/A 2400000.00000000 USD 1919040.00000000 USD N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -3128154.64000000 PA USD -3128154.64000000 -0.78131033373 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 2030000.00000000 USD 2647729.00000000 USD N N N SAN JOSE CA ARPT REVENUE N/A 798136YE1 500000.00000000 PA USD 411675.85000000 0.102823112272 Long DBT MUN US N 2 2035-03-01 Fixed 2.91000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -1117996.85000000 PA USD -1117996.85000000 -0.27923891000 Short RA CORP US N 2 Reverse repurchase N 1.15000000 N/A 1300000.00000000 USD 1133340.00000000 USD N N N KRONOS ACQUISITION HOLDINGS INC N/A N/A 1333125.00000000 PA USD 1227234.88000000 0.306522983680 Long LON CORP US N 2 2026-12-22 Variable 4.81000000 N N N N N N CENTRL TX REGL MOBILITY AUTH R N/A 155498MR6 1150000.00000000 PA USD 848577.18000000 0.211946721313 Long DBT MUN US N 2 2045-01-01 Fixed 3.26700000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -552053.91000000 PA USD -552053.91000000 -0.13788494313 Short RA CORP US N 2 Reverse repurchase N 1.20000000 N/A 700000.00000000 USD 609000.00000000 USD CDS N N N ATLAS CC ACQUISITION CORP N/A N/A 167746.46960000 PA USD 159639.28000000 0.039872651287 Long LON CORP US N 2 2028-05-25 Variable 5.82000000 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452152BM2 930000.00000000 PA USD 1001161.09000000 0.250057172798 Long DBT MUN US N 2 2035-02-01 Fixed 6.63000000 N N N N N N WEST VIRGINIA ST HGR EDU POLIC N/A 95639RDX4 10000000.00000000 PA USD 13803167.00000000 3.447577967377 Long DBT MUN US N 2 2040-04-01 Fixed 7.65000000 N N N N N N AfterNext HealthTech Acquisition Corp. N/A N/A 19233.00000000 NS USD 6021.85000000 0.001504060436 N/A DE US N 1 AfterNext HealthTech Acquisition Corp. N/A Call Purchased N/A AfterNext HealthTech Acquisition Corp. 19233 11.50000000 USD 2023-07-09 XXXX -11456.88000000 N N N Dreyfus Treasury Obligations C 549300MKKM9KT7BF6329 N/A 310505.39000000 NS USD 310505.39000000 0.077554052726 Long STIV RF US N 1 N N N LIBERTY GLOBAL PLC N/A N/A 200000.00000000 PA USD 187000.00000000 0.046706460908 Long DBT CORP LU N 2 2028-03-01 Fixed 5.50000000 N N N N N N FREMONT CA UNIF SCH DIST ALAME N/A 357155CA6 400000.00000000 PA USD 317567.84000000 0.079318020881 Long DBT MUN US N 2 2041-08-01 Fixed 2.75000000 N N N N N N MARIN CA CMNTY CLG DIST N/A 56781RJX6 2000000.00000000 PA USD 1903485.00000000 0.475428062794 Long DBT MUN US N 2 2038-08-01 Fixed 4.03200000 N N N N N N Invesco Municipal Trust GKS5Y4B1VKHV66WSPK53 46131J103 309052.00000000 NS USD 3316127.96000000 0.828259898029 Long EC RF US N 1 N N N CAPSTONE ACQUISITION HOLDINGS INC N/A N/A 1842280.00000000 PA USD 1819251.50000000 0.454389299826 Long LON CORP US N 3 2027-11-12 Variable 5.81000000 N N N N N N AUBURN UNIV AL GEN FEE REVENUE N/A 050589RK8 6500000.00000000 PA USD 4486762.80000000 1.120646049861 Long DBT MUN US N 2 2050-06-01 Fixed 2.68100000 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AN1 250000.00000000 PA USD 248183.75000000 0.061988153034 Long DBT CORP US N 2 2024-10-15 Fixed 4.35000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AH0 100000.00000000 PA USD 98706.00000000 0.024653518344 Long DBT CORP US N 2 2024-06-01 Fixed 5.25000000 N N N N N N KNOX CNTY IN ECON DEV REVENUE N/A 499396AV1 2920000.00000000 PA USD 2899786.59000000 0.724271492026 Long DBT MUN US N 2 2034-04-01 Fixed 5.90000000 N N N N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -1677355.17000000 PA USD -1677355.17000000 -0.41894825495 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 1650000.00000000 USD 1737450.00000000 USD N N N CENTRAL STORAGE TRUST N/A 155431AA7 7689120.00000000 PA USD 6703034.26000000 1.674197901782 Long DBT CORP US Y 2 2038-02-01 Fixed 4.82300000 N N N N N N CELLNEX FINANCE 549300OUROMFTRFA7T23 15118JAA3 1250000.00000000 PA USD 918637.50000000 0.229445489213 Long DBT CORP ES N 2 2041-07-07 Fixed 3.87500000 N N N N N N ARES FINANCE CO IV LLC N/A 039936AA7 2650000.00000000 PA USD 1971202.31000000 0.492341623715 Long DBT CORP US N 2 2052-02-01 Fixed 3.65000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 65342RAD2 1100000.00000000 PA USD 958859.00000000 0.239491499466 Long DBT CORP US N 2 2028-08-15 Fixed 6.87500000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BJ0 1200000.00000000 PA USD 1153500.00000000 0.288106431326 Long DBT CORP US N 2 2052-03-01 Variable 5.12500000 N N N N N N CHICAGO IL BRD OF EDU 54930099NR6T9V7LVB43 167505KH8 195000.00000000 PA USD 200240.80000000 0.050013578061 Long DBT MUN US N 2 2039-12-01 Fixed 6.13800000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BD4 320000.00000000 PA USD 337566.01000000 0.084312907219 Long DBT CORP US N 2 2025-05-01 Fixed 5.75000000 N N N N N N NEW YORK CITY NY INDL DEV AGY 549300XR20ZR5DHL9534 64971PKP9 2250000.00000000 PA USD 1866050.78000000 0.466078223579 Long DBT MUN US N 2 2034-03-01 Fixed 2.73100000 N N N N N N BlackRock MuniVest Fund Inc 68LQJ5NLUNQI2T9OLL41 09253R105 394750.00000000 NS USD 3071155.00000000 0.767073694928 Long EC RF US N 1 N N N BRE/EVERBRIGHT M6 BORROWER LLC N/A N/A 149250.00000000 PA USD 145768.00000000 0.036408060928 Long LON CORP US N 2 2026-09-09 Variable 5.85000000 N N N N N N FINASTRA GROUP HOLDINGS LTD N/A N/A 412512.05490000 PA USD 387934.59000000 0.096893324935 Long LON CORP US N 2 2024-06-13 Variable 4.74000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBN2 1500000.00000000 PA USD 1050598.34000000 0.262404974854 Long DBT CORP US N 2 2051-02-04 Fixed 3.70000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 1300000.00000000 PA USD 1140750.00000000 0.284921899900 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N WASHINGTON DC CONVENTION & SPO N/A 93878LBJ5 100000.00000000 PA USD 100790.67000000 0.025174200472 Long DBT MUN US N 2 2040-10-01 Fixed 4.31200000 N N N N N N MCGRAW-HILL EDUCATION N/A 57767XAA8 300000.00000000 PA USD 273595.50000000 0.068335173933 Long DBT CORP US N 2 2028-08-01 Fixed 5.75000000 N N N N N N Conyers Park III Acquisition Corp. N/A 21289P110 17900.00000000 NS USD 5436.23000000 0.001357791786 N/A DE US N 1 Conyers Park III Acquisition Corp. N/A Call Purchased N/A Conyers Park III Acquisition Corp. 17900 11.50000000 USD 2028-08-12 XXXX -12517.43000000 N N N Figs Inc N/A 30260D103 3754.00000000 NS USD 33410.60000000 0.008344871031 Long EC CORP US N 1 N N N OAKLAND CA UNIF SCH DIST ALAME N/A 672325P50 2450000.00000000 PA USD 1960620.59000000 0.489698657450 Long DBT MUN US N 2 2040-08-01 Fixed 3.11500000 N N N N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 N/A -826000.00000000 NC -16056.45000000 -0.00401037408 N/A DFE US N 2 Bank of America, N.A. B4TYDEB6GKMZO031MB27 826000.00000000 EUR 871380.44000000 USD 2022-06-16 -16056.45000000 N N N Castlelake Aircraft Securitiza N/A 14856GAB6 725290.29530000 PA USD 603663.46000000 0.150775314419 Long ABS-O CORP US N 2 2046-01-15 Fixed 6.65600000 N N N N N N MATADOR TOPCO SARL N/A N/A 461279.92000000 PA USD 455610.79000000 0.113796617928 Long LON CORP LU N 2 2026-10-15 Variable 5.56000000 N N N N N N GLOBAL ATLANTIC N/A 37959GAC1 1450000.00000000 PA USD 1229030.43000000 0.306971453124 Long DBT CORP US N 2 2051-10-15 Variable 4.70000000 N N N N N N GIBSON BRANDS INC 549300KU4ACNZQGB7J14 N/A 498750.00000000 PA USD 451368.75000000 0.112737095600 Long LON CORP US N 3 2028-08-11 Variable 6.41000000 N N N N N N FRANCHISE GROUP INC N/A N/A 422302.42590000 PA USD 417023.65000000 0.104158817147 Long LON CORP US N 3 2023-11-22 Variable 6.23000000 N N N N N N SUBURBAN PROPANE PARTNRS N/A 864486AL9 300000.00000000 PA USD 276399.58000000 0.069035541061 Long DBT CORP US N 2 2031-06-01 Fixed 5.00000000 N N N N N N PECF USS INTERMEDIATE HOLDING II CORPORATION N/A N/A 498750.00000000 PA USD 469059.41000000 0.117155641694 Long LON CORP US N 2 2028-12-15 Variable 5.31000000 N N N N N N 24-7 INTOUCH INC N/A N/A 388984.53800000 PA USD 377315.00000000 0.094240899987 Long LON CORP CA N 2 2025-08-25 Variable 5.81000000 N N N N N N KKR Acquisition Holdings I Corp. N/A 48253T117 22975.00000000 NS USD 9247.44000000 0.002309706924 N/A DE US N 1 KKR Acquisition Holdings I Corp. N/A Call Purchased N/A KKR Acquisition Holdings I Corp. 22975 11.50000000 USD 2027-12-31 XXXX -14423.23000000 N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 N/A -6034988.07000000 PA USD -6034988.07000000 -1.50734189505 Short RA CORP US N 2 Reverse repurchase N 1.35000000 N/A 8000000.00000000 USD 5934400.00000000 USD N N N OKLAHOMA ST DEV FIN AUTH HLTHS 549300PXGPHUWC32DJ91 67884XCP0 10950000.00000000 PA USD 11136446.75000000 2.781518795663 Long DBT MUN US N 2 2028-08-15 Fixed 5.45000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 N/A -2584761.09000000 PA USD -2584761.09000000 -0.64558846421 Short RA CORP US N 2 Reverse repurchase N 1.35000000 N/A 3400000.00000000 USD 2595220.00000000 USD N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAH8 1000000.00000000 PA USD 978400.00000000 0.244372199748 Long DBT CORP US N 2 2030-10-01 Fixed 6.37500000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 2200000.00000000 PA USD 2064040.00000000 0.515529430875 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N COMSTOCK PARK MI PUBLIC SCHS N/A 205759GX5 415000.00000000 PA USD 416079.91000000 0.103923101878 Long DBT MUN US N 2 2026-05-01 Fixed 6.30000000 N N N N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -2637633.14000000 PA USD -2637633.14000000 -0.65879416654 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 2700000.00000000 USD 2206980.00000000 USD N N N PACIFIC BELLS LLC N/A N/A 1246907.22000000 PA USD 1187679.13000000 0.296643255921 Long LON CORP US N 2 2028-11-10 Variable 5.84000000 N N N N N N DISPATCH TERRA ACQUISITION LLC N/A N/A 1141375.00000000 PA USD 1070039.06000000 0.267260628483 Long LON CORP US N 2 2028-03-27 Variable 5.26000000 N N N N N N MONROVIA CA UNIF SCH DIST N/A 611594KH4 1025000.00000000 PA USD 1153312.37000000 0.288059567512 Long DBT MUN US N 2 2028-08-01 Fixed 7.25000000 N N N N N N IRON MOUNTAIN INFO MGMT N/A 46285MAA8 300000.00000000 PA USD 275352.00000000 0.068773889968 Long DBT CORP US N 2 2032-07-15 Fixed 5.00000000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BJ7 1050000.00000000 PA 735195.13000000 0.183627607483 Long DBT CORP CA N 2 2029-08-15 Fixed 4.62500000 N N N N N N SUMMIT MATERIALS LLC/FIN N/A 86614RAM9 600000.00000000 PA USD 602476.10000000 0.150478750871 Long DBT CORP US N 2 2027-03-15 Fixed 6.50000000 N N N N N N CPI CG INC N/A 12598FAA7 934000.00000000 PA USD 891892.65000000 0.222765503699 Long DBT CORP US N 2 2026-03-15 Fixed 8.62500000 N N N N N N CAPSTONE ACQUISITION HOLDINGS INC N/A N/A 127487.36000000 PA USD 125893.77000000 0.031444130733 Long LON CORP US N 3 2027-11-12 Variable 5.81000000 N N N N N N NFM & J LLC N/A N/A 285290.94840000 PA USD 282433.03000000 0.070542498796 Long LON CORP US N 3 2027-11-30 Variable 6.83000000 N N N N N N BLUE RIBBON LLC (USA) N/A N/A 1121250.00000000 PA USD 1048368.75000000 0.261848096468 Long LON CORP US N 2 2028-05-08 Variable 6.84000000 N N N N N N FIRSTDIGITAL COMMUNICATIONS LLC N/A N/A 1250000.00000000 PA USD 1241151.29000000 0.309998846031 Long LON CORP US N 3 2026-12-17 Variable 5.19000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 N/A -1796888.87000000 PA USD -1796888.87000000 -0.44880384900 Short RA CORP US N 2 Reverse repurchase N 1.35000000 N/A 2300000.00000000 USD 1826200.00000000 USD N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 N/A -3726000.00000000 NC -77362.14000000 -0.01932252282 N/A DFE US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 3726000.00000000 CAD 2868943.78000000 USD 2022-06-16 -77362.14000000 N N N DXP ENTERPRISES INC N/A N/A 976389.00000000 PA USD 950348.71000000 0.237365908412 Long LON CORP US N 2 2027-12-23 Variable 5.81000000 N N N N N N HORRY CNTY SC ARPT REVENUE N/A 44066MEB2 5000000.00000000 PA USD 6267882.50000000 1.565511277890 Long DBT MUN US N 2 2040-07-01 Fixed 7.32800000 N N N N N N AMERICAN MUNI PWR-OHIO INC OH EARKGGZJJEMVD66XQ486 02765UEP5 5000000.00000000 PA USD 5674689.50000000 1.417351140641 Long DBT MUN US N 2 2028-02-15 Fixed 7.33400000 N N N N N N FR Refuel LLC N/A N/A -169166.67000000 PA USD -5075.00000000 -0.00126756839 Short LON CORP US N 3 2028-11-08 Variable 4.75000000 N N N N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAG1 2150000.00000000 PA USD 1865446.36000000 0.465927259306 Long DBT CORP US N 2 2032-02-15 Fixed 4.37500000 N N N N N N CAMIN CARGO CONTROL INC N/A N/A 479300.85000000 PA USD 474507.84000000 0.118516480640 Long LON CORP US N 3 2026-06-04 Variable 7.56000000 N N N N N N TULSA OK ARPTS IMPT TRUST N/A 899647TS0 3700000.00000000 PA USD 2837761.62000000 0.708779690760 Long DBT MUN US N 2 2045-06-01 Fixed 3.09900000 N N N N N N THUNDERBIRD 2022-1 N/A N/A 5600000.00000000 PA USD 0.06000000 0.000000014986 Long ABS-O CORP US N 3 2037-03-01 Fixed 0.35000000 N N N N N N COAST CA CMNTY CLG DIST N/A 190335MB2 250000.00000000 PA USD 199469.75000000 0.049820995084 Long DBT MUN US N 2 2039-08-01 Fixed 2.98200000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YBE9 2450000.00000000 PA USD 2041867.49000000 0.509991465786 Long DBT CORP US N 2 2052-06-01 Fixed 4.00000000 N N N N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -1526335.62000000 PA USD -1526335.62000000 -0.38122852924 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 1000000.00000000 USD 1304300.00000000 USD N N N SANTA ANA CA UNIF SCH DIST N/A 801155VL3 2245000.00000000 PA USD 2656377.62000000 0.663475922282 Long DBT MUN US N 2 2030-08-01 Fixed 6.80000000 N N N N N N ABPCI Direct Lending Fund CLO N/A 000806AN9 2500000.00000000 PA USD 2470639.50000000 0.617084637571 Long ABS-O CORP KY N 2 2031-11-18 Floating 3.72500000 N N N N N N DETROIT MI CITY SCH DIST N/A 251130EC0 2640000.00000000 PA USD 3069225.72000000 0.766591824121 Long DBT MUN US N 2 2029-05-01 Fixed 6.64500000 N N N N N N SELECTIVE INSURANCE GROU 549300R3WGJWLE40R258 816300503 20000.00000000 NS USD 415400.00000000 0.103753282681 Long EP CORP US N 2 N N N LASERAWAY INTERMEDIATE HOLDINGS II LLC N/A N/A 847875.00000000 PA USD 831977.34000000 0.207800626243 Long LON CORP US N 2 2027-10-14 Variable 6.79000000 N N N N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -3814521.88000000 PA USD -3814521.88000000 -0.95274233728 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 2910000.00000000 USD 3507423.00000000 USD N N N OHIOHEALTH CORP JGYGIL4QGKKPZU7C1D18 67777JAM0 300000.00000000 PA USD 238926.10000000 0.059675895987 Long DBT CORP US N 2 2041-11-15 Fixed 2.83400000 N N N N N N MB2 DENTAL SOLUTIONS LLC N/A N/A 876305.85290000 PA USD 862686.89000000 0.215470863658 Long LON CORP US N 3 2027-01-29 Variable 7.24000000 N N N N N N ENDO INTERNATIONAL PLC N/A N/A 594000.00000000 PA USD 460783.62000000 0.115088621041 Long LON CORP LU N 2 2028-03-27 Variable 6.06000000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAA5 600000.00000000 PA USD 597000.00000000 0.149111000868 Long DBT CORP US N 2 2024-04-15 Fixed 8.50000000 N N N N N N CALIFORNIA ST UNIV REVENUE N/A 13077DBY7 500000.00000000 PA USD 488809.60000000 0.122088590770 Long DBT MUN US N 2 2047-11-01 Fixed 3.89900000 N N N N N N HOME POINT CAPITAL INC 549300DQF6YN0E43PM71 43734LAA4 2250000.00000000 PA USD 1847745.00000000 0.461506040703 Long DBT CORP US N 2 2026-02-01 Fixed 5.00000000 N N N N N N NIC ACQUISITION CORP N/A N/A 693000.00000000 PA USD 636520.50000000 0.158981924335 Long LON CORP US N 2 2027-12-29 Variable 4.76000000 N N N N N N WASHINGTON ST UNIV N/A 9400932L0 6675000.00000000 PA USD 8589269.18000000 2.145317460901 Long DBT MUN US N 2 2041-04-01 Fixed 7.39900000 N N N N N N KKR CORE HOLDING COMPANY LLC N/A N/A 616340.11000000 PA USD 558379.39000000 0.139464840380 Long ABS-O CORP US N 3 2031-08-12 Fixed 4.00000000 N N N N N N BERKLEY (WR) CORPORATION SQOAGCLKBDWNVYV1OV80 084423870 96000.00000000 NS USD 1935360.00000000 0.483389391358 Long EP CORP US N 2 N N N UNIV OF ARKANSAS AR UNIV REVEN 549300FFADBQ3NEI2D96 914073BD2 250000.00000000 PA USD 197343.35000000 0.049289890172 Long DBT MUN US N 2 2041-12-01 Fixed 3.09700000 N N N N N N RENT-A-CENTER INC 529900QUHE15UQNCCJ63 76009NAL4 250000.00000000 PA USD 219077.50000000 0.054718367324 Long DBT CORP US N 2 2029-02-15 Fixed 6.37500000 N N N N N N CHICAGO IL WTR REVENUE N/A 167736YU5 2990000.00000000 PA USD 3489204.12000000 0.871488640816 Long DBT MUN US N 2 2040-11-01 Fixed 6.74200000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 N/A -8671744.76000000 PA USD -8671744.76000000 -2.16591715316 Short RA CORP US N 2 Reverse repurchase N 1.50000000 2022-07-18 12964000.00000000 USD 11077982.20000000 USD N N N BMO Capital Markets Corp., New York Branch RUC0QBLBRPRCU4W1NE59 N/A -1002789.74000000 PA USD -1002789.74000000 -0.25046395610 Short RA CORP US N 2 Reverse repurchase N 1.08000000 N/A 1150000.00000000 USD 1067200.00000000 USD CDS N N N VERTICAL TOPCO SARL N/A N/A -1000000.00000000 PA -85084.06000000 -0.02125120493 Short LON CORP DE N 3 2027-01-29 Variable 0.90000000 N N N N N N UNIV OF COLORADO CO ENTERPRISE N/A 91417K5T4 4250000.00000000 PA USD 3148898.10000000 0.786491369051 Long DBT MUN US N 2 2048-06-01 Fixed 2.81100000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 N/A -228585.02000000 PA USD -228585.02000000 -0.05709303369 Short RA CORP US N 2 Reverse repurchase N 0.95000000 N/A 300000.00000000 USD 276390.00000000 USD CDS N N N MASS MUTUAL LIFE INS CO R6ZXK5P01NP6HXSY1S07 575767AR9 2500000.00000000 PA USD 1795481.05000000 0.448452221785 Long DBT CORP US N 2 2061-12-01 Fixed 3.20000000 N N N N N N BRITISH TELECOMMUNICATIO 549300OWFMSO9NYV4H90 11102AAG6 1700000.00000000 PA USD 1535401.77000000 0.383492955879 Long DBT CORP GB N 2 2081-11-23 Variable 4.87500000 N N N N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -3707788.19000000 PA USD -3707788.19000000 -0.92608376552 Short RA CORP US N 2 Reverse repurchase N 1.05000000 N/A 4300000.00000000 USD 3304120.00000000 USD N N N SITECORE HOLDING III A/S N/A N/A 357398.29110000 PA 379337.26000000 0.094745994146 Long LON CORP DK N 3 2026-03-12 Variable 7.00000000 N N Y N N N Nuveen Taxable Municipal Incom CGX4I2YMRMYU5022FW76 67074C103 537476.00000000 NS USD 10066925.48000000 2.514387494122 Long EC RF US N 1 N N N KING CNTY WA PUBLIC HOSP DIST N/A 494791TB2 1100000.00000000 PA USD 891616.22000000 0.222696460560 Long DBT MUN US N 2 2044-12-01 Fixed 3.11400000 N N N N N N FRANKLIN CNTY OH HOSP FACS REV 549300VCBUC1RZE7KL42 353187EV5 8900000.00000000 PA USD 6416419.40000000 1.602610919138 Long DBT MUN US N 2 2050-11-01 Fixed 2.87700000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAA6 600000.00000000 PA USD 552000.00000000 0.137871478189 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N EQT VII NO1 LP N/A N/A 254886.64260000 PA USD 252001.41000000 0.062941679171 Long LON CORP US N 3 2026-03-12 Variable 7.80000000 N N N N N N CENTRL WA UNIV SYS REVENUE N/A 155839DK6 5000000.00000000 PA USD 5703809.00000000 1.424624235766 Long DBT MUN US N 2 2030-05-01 Fixed 6.50000000 N N N N N N ARCLINE FM HOLDINGS LLC N/A N/A 1194000.00000000 PA USD 1140270.00000000 0.284802011658 Long LON CORP US N 3 2028-06-23 Variable 5.50000000 N N N N N N MANTECA CA REDEV AGY SUCCESSOR N/A 56453RBL7 1400000.00000000 PA USD 1143105.04000000 0.285510111578 Long DBT MUN US N 2 2042-10-01 Fixed 3.20700000 N N N N N N DEUCE FINCO PLC N/A N/A 500000.00000000 PA 538568.17000000 0.134516648014 Long DBT CORP GB N 2 2027-06-15 Fixed 5.50000000 N N N N N N KUVARE US HOLDINGS INC 254900MGBERNLZXF7O58 50149XAA2 1500000.00000000 NS USD 1522404.51000000 0.380246667023 Long EP CORP US N 2 N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -3139715.36000000 PA USD -3139715.36000000 -0.78419782206 Short RA CORP US N 2 Reverse repurchase N 1.25000000 N/A 2900000.00000000 USD 3053700.00000000 USD N N N INTEGRATED POWER SERVICES HOLDINGS INC N/A N/A -34268.29280000 PA USD -342.68000000 -0.00008559021 Short LON CORP US N 3 2028-11-22 Variable 4.75000000 N N N N N N RXR Acquisition Corp N/A 74981W107 0.04000000 NS USD 0.39000000 0.000000097409 Long EC CORP US N 1 N N N BETH ISRAEL LAHEY HEALTH 549300QPZ5W3279DU141 08661UAB2 2500000.00000000 PA USD 1847639.15000000 0.461479602847 Long DBT CORP US N 2 2051-07-01 Fixed 3.08000000 N N N N N N WOMENS CARE HOLDINGS INC N/A N/A 1091750.00000000 PA USD 1048767.80000000 0.261947766057 Long LON CORP US N 2 2028-01-17 Variable 5.74000000 N N N N N N COLORADO ST BLDG EXCELLENT SCH N/A 19668QDM4 2500000.00000000 PA USD 2927157.50000000 0.731107846774 Long DBT MUN US N 2 2028-03-15 Fixed 6.81700000 N N N N N N Sprite Limited N/A 85208UAA2 1193187.50000000 PA USD 1060804.06000000 0.264954028663 Long ABS-O CORP US N 2 2046-11-15 Fixed 3.75000000 N N N N N N JELD-WEN INC 549300XWE6NM0N1HFW16 475795AE0 850000.00000000 PA USD 854250.00000000 0.213363605514 Long DBT CORP US N 2 2025-05-15 Fixed 6.25000000 N N N N N N CENTRL TX REGL MOBILITY AUTH R N/A 155498JN9 5250000.00000000 PA USD 4110038.63000000 1.026552719811 Long DBT MUN US N 2 2042-01-01 Fixed 3.29300000 N N N N N N TTF HOLDINGS INTERMEDIATE LLC N/A N/A 887074.29050000 PA USD 860462.06000000 0.214915174164 Long LON CORP US N 3 2028-03-31 Variable 5.31000000 N N N N N N FRASER MI PUBLIC SCHS DIST N/A 355514MD9 2010000.00000000 PA USD 2013968.75000000 0.503023276432 Long DBT MUN US N 2 2026-05-01 Fixed 6.05000000 N N N N N N JONES DESLAURIERS INSURANCE MANAGEMENT INC N/A N/A 75000.00000000 PA 56047.61000000 0.013998852970 Long LON CORP CA N 2 2029-03-26 Variable 9.31000000 N N N N N N WESTCHESTER CNTY NY LOCAL DEV 549300KOSU8OC75V9238 95737TEK8 4550000.00000000 PA USD 3777014.61000000 0.943374252582 Long DBT MUN US N 2 2050-11-01 Fixed 3.84600000 N N N N N N VECTOR PHOENIX HOLDINGS (CAYMAN) LP N/A N/A 15618.64020000 NS USD 4295.13000000 0.001072782467 Long EC CORP KY N 3 N N N DYAL CAPITAL PARTNERS IV ISSUER B N/A N/A 350000.00000000 PA USD 294329.46000000 0.073513836458 Long DBT CORP US N 3 2041-02-22 Fixed 3.65000000 N N N N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -2877037.50000000 PA USD -2877037.50000000 -0.71858951618 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 3000000.00000000 USD 2452200.00000000 USD N N N MOZART DEBT MERGER SUB N/A 62482BAB8 450000.00000000 PA USD 398344.50000000 0.099493378702 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N Blue Whale Acquisition Corp. N/A SBP818Y98 7800.00000000 NS USD 2262.00000000 0.000564973339 N/A DE US N 1 Blue Whale Acquisition Corp. N/A Call Purchased N/A Blue Whale Acquisition Corp. 7800 1.00000000 USD 2026-07-30 XXXX -32112.60000000 N N N RIVERSIDE CNTY CA REDEV SUCCES N/A 76913ALL5 250000.00000000 PA USD 239036.30000000 0.059703420329 Long DBT MUN US N 2 2037-10-01 Fixed 3.87500000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAE6 1200000.00000000 PA USD 929568.00000000 0.232175569271 Long DBT CORP US N 2 2052-02-02 Fixed 4.37500000 N N N N N N VB-S1 Issuer LLC N/A 91823AAY7 5000000.00000000 PA USD 4805068.00000000 1.200148239063 Long ABS-O CORP US N 2 2052-02-15 Fixed 4.28800000 N N N N N N QBE INSURANCE GROUP LTD 549300D2FBW76FPUSG65 74728GAE0 650000.00000000 PA USD 643192.89000000 0.160648468307 Long DBT CORP AU N 2 N/A Variable 5.87500000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 N/A -5217312.34000000 PA USD -5217312.34000000 -1.30311334147 Short RA CORP US N 2 Reverse repurchase N 2.00000000 2022-07-18 7234000.00000000 USD 6549041.60000000 USD CDS N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -2181500.57000000 PA USD -2181500.57000000 -0.54486722510 Short RA CORP US N 2 Reverse repurchase N 1.77000000 2022-07-18 2000000.00000000 USD 2325200.00000000 USD N N N ENDO LUX FIN CO I SARL N/A 29280BAA3 350000.00000000 PA USD 266119.00000000 0.066467789681 Long DBT CORP LU N 2 2029-04-01 Fixed 6.12500000 N N N N N N IMAGEFIRST HOLDINGS LLC N/A N/A 595833.33780000 PA USD 564552.09000000 0.141006578194 Long LON CORP US N 2 2028-04-27 Variable 5.49000000 N N N N N N KRONOS ACQ / KIK CUSTOM N/A 50106GAF9 260000.00000000 PA USD 208673.40000000 0.052119764704 Long DBT CORP US N 2 2027-12-31 Fixed 7.00000000 N N N N N N Nuveen California Quality Muni 549300ZT6V9X5U9BHR46 67066Y105 482736.00000000 NS USD 6082473.60000000 1.519202221527 Long EC RF US N 1 N N N WISCONSIN ST 549300VTAT608CNZ5827 97705MSH9 1650000.00000000 PA USD 1205170.40000000 0.301012000939 Long DBT MUN US N 2 2042-05-01 Fixed 2.48500000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAD7 100000.00000000 PA USD 104969.88000000 0.026218029929 Long DBT CORP US N 2 2024-06-30 Fixed 7.00000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -4889265.82000000 PA USD -4889265.82000000 -1.22117809033 Short RA CORP US N 2 Reverse repurchase N 1.20000000 N/A 4500000.00000000 USD 4872150.00000000 USD N N N SAN JOSE CA ARPT REVENUE N/A 798136YP6 70000.00000000 PA USD 54446.32000000 0.013598903297 Long DBT MUN US N 2 2041-03-01 Fixed 3.29000000 N N N N N N ARCONIC CORP 549300B4YFWH3U74B152 03966VAB3 200000.00000000 PA USD 204500.00000000 0.051077386394 Long DBT CORP US N 2 2025-05-15 Fixed 6.00000000 N N N N N N NFM & J LLC N/A N/A -216954.02160000 PA USD -2173.35000000 -0.00054283148 Short LON CORP US N 3 2027-11-30 Variable 1.00000000 N N N N N N HILLSBOROUGH CA SCH DIST N/A 432272GE6 1600000.00000000 PA USD 723302.40000000 0.180657193960 Long DBT MUN US N 2 2038-09-01 None 0.00000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 350000.00000000 PA USD 305506.25000000 0.076305431673 Long DBT CORP FR N 2 2029-07-15 Fixed 5.12500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -14856230.59000000 PA USD -14856230.59000000 -3.71059868074 Short RA CORP US N 2 Reverse repurchase N 1.66000000 2022-07-18 20585000.00000000 USD 18266100.50000000 USD N N N WASHINGTON ST CONVENTION CENTE N/A 93976AAH5 4950000.00000000 PA USD 5732300.97000000 1.431740594499 Long DBT MUN US N 2 2040-07-01 Fixed 6.79000000 N N N N N N WILTON RE LTD 5493004VQ9VSL29MT373 97263CAA9 3800000.00000000 PA USD 3372538.00000000 0.842349274115 Long DBT CORP CA N 2 N/A Variable 6.00000000 N N N N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -14505983.10000000 PA USD -14505983.10000000 -3.62311835615 Short RA CORP US N 2 Reverse repurchase N 1.37000000 2022-07-18 17681000.00000000 USD 21971611.64 USD N N N ARTERA SERVICES LLC 549300J2G34D0WX8Z443 73939VAA2 1050000.00000000 PA USD 829500.00000000 0.207181868040 Long DBT CORP US N 2 2025-12-04 Fixed 9.03300000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 443201AA6 350000.00000000 PA USD 374027.50000000 0.093419790414 Long DBT CORP US N 2 2025-05-01 Fixed 6.87500000 N N N N N N TLWND 2019-1 N/A 87404LAA0 1251958.23900000 PA USD 1179516.18000000 0.294604418995 Long ABS-O CORP US N 2 2044-12-15 Variable 3.96700000 N N N N N N TARRANT CNTY TX CULTURAL EDU F 549300ROY505NVTMMI25 87638QRJ0 8000000.00000000 PA USD 5934192.80000000 1.482166545652 Long DBT MUN US N 2 2050-09-01 Fixed 3.41600000 N N N N N N MASSACHUSETTS ST PORT AUTH 254900JRR8IDSSKWCL90 575896WR2 3400000.00000000 PA USD 2595332.20000000 0.648228780449 Long DBT MUN US N 2 2042-07-01 Fixed 2.71900000 N N N N N N SITECORE HOLDING III A/S N/A N/A 289748.14520000 PA USD 286468.29000000 0.071550374269 Long LON CORP DK N 3 2026-03-12 Variable 7.80000000 N N N N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 33616C696 54000.00000000 NS USD 1069200.00000000 0.267051058841 Long EP CORP US N 2 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -1609616.00000000 PA USD -1609616.00000000 -0.40202923412 Short RA CORP US N 2 Reverse repurchase N 1.10000000 N/A 1760000.00000000 USD 1460976.00000000 USD N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BS2 1250000.00000000 PA USD 1048635.14000000 0.261914631945 Long DBT NUSS PA N 2 2063-01-19 Fixed 4.50000000 N N N N N N FT 1 INC 5493002GPK5LQJ7QPJ51 N/A 17838.00000000 NS USD 45099.55000000 0.011264387000 Long EC CORP US N 3 N N N SYNDIGO LLC N/A N/A 1138500.00000000 PA USD 1098652.50000000 0.274407326434 Long LON CORP US N 3 2027-12-15 Variable 5.25000000 N N N N N N CYPRESS CA ELEM SCH DIST N/A 232723HV1 660000.00000000 PA USD 698436.42000000 0.174446488491 Long DBT MUN US N 2 2025-08-01 Fixed 6.65000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 N/A -1803055.27000000 PA USD -1803055.27000000 -0.45034401328 Short RA CORP US N 2 Reverse repurchase N 1.35000000 N/A 2450000.00000000 USD 1960735.00000000 USD N N N BMO Capital Markets Corp., New York Branch RUC0QBLBRPRCU4W1NE59 N/A -985619.46000000 PA USD -985619.46000000 -0.24617538384 Short RA CORP US N 2 Reverse repurchase N 1.20000000 N/A 1250000.00000000 USD 1071125.00000000 USD CDS N N N HILLSBOROUGH CA SCH DIST N/A 432272GG1 500000.00000000 PA USD 199102.30000000 0.049729218137 Long DBT MUN US N 2 2040-09-01 None 0.00000000 N N N N N N FRANCHISE GROUP INC N/A N/A 815445.00000000 PA USD 794039.57000000 0.198325016770 Long LON CORP US N 2 2026-03-10 Variable 5.50000000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BS9 88000.00000000 PA USD 91795.44000000 0.022927487325 Long DBT CORP US N 2 2025-06-01 Fixed 8.62500000 N N N N N N Colicity, Inc. N/A 194170114 4004.00000000 NS USD 866.87000000 0.000216515667 N/A DE US N 1 Colicity Inc. N/A Call Purchased N/A Colicity Inc. 4004 11.50000000 USD 2027-12-31 XXXX -2989.79000000 N N N Freddie Mac Military Housing B 549300ZG8WH0M4JSUM77 35563CAY4 87974.91990000 PA USD 79264.22000000 0.019797599961 Long ABS-MBS USGSE US Y 2 2052-11-25 Variable 5.94000000 N N N N N N BlackRock Taxable Municipal Bo SNYX4R2CEK5Q5D25DZ39 09248X100 1431230.00000000 NS USD 28696161.50000000 7.167359065909 Long EC RF US N 1 N N N NEW JERSEY ST EDUCTNL FACS AUT 549300UTOO4X537XXG70 6460667K0 3500000.00000000 PA USD 2850601.95000000 0.711986783655 Long DBT MUN US N 2 2042-07-01 Fixed 3.51300000 N N N N N N SITECORE HOLDING III A/S N/A N/A 230841.64990000 PA USD 228228.60000000 0.057004011679 Long LON CORP DK N 3 2026-03-12 Variable 7.80000000 N N N N N N MB2 DENTAL SOLUTIONS LLC N/A N/A 312540.29010000 PA USD 307683.00000000 0.076849112362 Long LON CORP US N 3 2027-01-29 Variable 7.26000000 N N N N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -2813977.39000000 PA USD -2813977.39000000 -0.70283917092 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 3000000.00000000 USD 2372400.00000000 USD N N N OAKRIDGE MI PUBLIC SCHS N/A 673853GP6 1000000.00000000 PA USD 1003033.90000000 0.250524939252 Long DBT MUN US N 2 2026-05-01 Fixed 6.75000000 N N N N N N Whitehorse Ltd 549300UT33WDDDZEYN84 96525XAA9 500000.00000000 PA USD 458139.25000000 0.114428144228 Long ABS-O CORP KY N 2 2027-04-17 Floating 6.34400000 N N N N N N OKLAHOMA ST UNIV AGRIC & MECH N/A 679191GZ3 150000.00000000 PA USD 142210.35000000 0.035519476754 Long DBT MUN US N 2 2048-08-01 Fixed 4.13000000 N N N N N N PLANVIEW PARENT INC N/A N/A 1135625.00000000 PA USD 1094935.56000000 0.273478956847 Long LON CORP US N 2 2027-12-17 Variable 5.01000000 N N N N N N NATL LIFE INSURANCE-VRMT 0JRPR7R1EOV4Z2M47L22 636792AA1 900000.00000000 PA USD 1271383.25000000 0.317549797143 Long DBT CORP US N 2 2039-09-15 Fixed 10.50000000 N N N N N N DALLAS-FORT WORTH TX INTERNATI N/A 2350367A2 6500000.00000000 PA USD 5140491.20000000 1.283925942692 Long DBT MUN US N 2 2050-11-01 Fixed 2.91900000 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452152FA4 200000.00000000 PA USD 215434.30000000 0.053808415568 Long DBT MUN US N 2 2035-04-01 Fixed 6.72500000 N N N N N N MASSACHUSETTS ST PORT AUTH 254900JRR8IDSSKWCL90 575896WS0 750000.00000000 PA USD 552467.03000000 0.137988126951 Long DBT MUN US N 2 2051-07-01 Fixed 2.86900000 N N N N N N NFM & J LLC N/A N/A 495883.62000000 PA USD 490916.07000000 0.122614717822 Long LON CORP US N 3 2027-11-30 Variable 6.81000000 N N N N N N MB2 DENTAL SOLUTIONS LLC N/A N/A 200995.50870000 PA USD 197871.77000000 0.049421872141 Long LON CORP US N 3 2027-01-29 Variable 7.00000000 N N N N N N EAST SIDE CA UNION HIGH SCH DI 549300FHNKBG2V8ZLG85 275282QD6 7500000.00000000 PA USD 6130168.50000000 1.531114841754 Long DBT MUN US N 2 2042-08-01 Fixed 3.13000000 N N N N N N GEORGIA ST MUNI ASSN INC COPS N/A 373283CA6 5000000.00000000 PA USD 5056720.50000000 1.263002771971 Long DBT MUN US N 2 2022-12-01 Fixed 5.21000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 N/A -584905.14000000 PA USD -584905.14000000 -0.14609010190 Short RA CORP US N 2 Reverse repurchase N 1.05000000 N/A 850000.00000000 USD 735930.00000000 USD CDS N N N Whitehorse Ltd 549300GKZTMG24SVKU49 96524XAA0 500000.00000000 PA USD 436197.65000000 0.108947852877 Long ABS-O CORP KY N 2 2026-05-01 Floating 5.83600000 N N N N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 644274AG7 575000.00000000 PA USD 551486.77000000 0.137743290184 Long DBT CORP US N 2 2028-07-15 Fixed 9.75000000 N N N N N N NATIONAL FIN AUTH NH HOSP FACS N/A 63609WAR3 4800000.00000000 PA USD 3935931.36000000 0.983066439596 Long DBT MUN US N 2 2051-05-01 Fixed 3.27200000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CK8 1200000.00000000 PA USD 1092823.30000000 0.272951383643 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -918628.59000000 PA USD -918628.59000000 -0.22944326378 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 1000000.00000000 USD 976600.00000000 USD CDS N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBL7 2700000.00000000 PA USD 1991250.00000000 0.497348878524 Long DBT CORP US N 2 2061-02-01 Fixed 4.30000000 N N N N N N Imperial Fund LLC N/A 45276PAC0 2207988.63520000 PA USD 2107725.86000000 0.526440724524 Long ABS-MBS CORP US N 2 2067-03-25 Variable 4.20000000 N N N N N N Pershing Square Tontine Holdings, Ltd. 549300ZDVEYEVCF35B08 71531R117 23730.00000000 NS USD 10920.55000000 0.002727594875 N/A DE US N 1 Pershing Square Tontine Holdings, Ltd. 549300ZDVEYEVCF35B08 Call Purchased N/A Pershing Square Tontine Holdings, Ltd. 23730 23.00000000 USD 2025-07-24 XXXX -123842.12000000 N N N STEWART INFORMATION SERV 529900TV1XI0PLKENU10 86038AAA0 1350000.00000000 PA USD 1152949.76000000 0.287968999438 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A -3.00000000 NC USD 0.00000000 0.000000 N/A DE US N 1 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Call Written Figs Inc. N/A -300 55.00000000 USD 2022-12-16 XXXX 3090.88000000 N N N Acropolis Infrastructure Acquisition Corp. N/A 005029111 12600.00000000 NS USD 3274.74000000 0.000817922544 N/A DE US N 1 Acropolis Infrastructure Acquisition Corp. N/A Call Purchased N/A Acropolis Infrastructure Acquisition Corp. 12600 11.50000000 USD 2026-03-31 XXXX -7127.21000000 N N N DYAL CAPITAL PARTNERS IV ISSUER A N/A N/A 650000.00000000 PA USD 546618.81000000 0.136527433588 Long DBT CORP US N 3 2041-02-22 Fixed 3.65000000 N N N N N N DATIX BIDCO LIMITED N/A N/A 300000.00000000 PA 376109.93000000 0.093939913063 Long LON CORP GB N 3 2026-04-27 Variable 9.58000000 N N N N N N MADISON OH LOCAL SCH DIST RICH N/A 558090HQ2 2500000.00000000 PA USD 2505798.50000000 0.625866201523 Long DBT MUN US N 2 2029-12-01 Fixed 6.65000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 N/A -254913.40000000 PA USD -254913.40000000 -0.06366899867 Short RA CORP US N 2 Reverse repurchase N 0.95000000 N/A 350000.00000000 USD 305515.00000000 USD CDS N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -2260159.24000000 PA USD -2260159.24000000 -0.56451357855 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 1910000.00000000 USD 2117235.00000000 USD N N N ZEPHYR BIDCO LTD N/A N/A 900000.00000000 PA 1063604.40000000 0.265653461661 Long LON CORP GB N 2 2025-07-23 Variable 5.72000000 N N N N N N JONES DESLAURIERS INSURANCE MANAGEMENT INC N/A N/A 373125.00000000 PA 278836.84000000 0.069644288595 Long LON CORP CA N 2 2028-03-27 Variable 6.06000000 N N N N N N ITT HOLDINGS LLC 549300TH2PHOLK31LB42 45074JAA2 1250000.00000000 PA USD 1071125.00000000 0.267531860645 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -2977217.78000000 PA USD -2977217.78000000 -0.74361126127 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 3175000.00000000 USD 2751137.50000000 USD N N N OAKLAND CA UNIF SCH DIST ALAME N/A 672325WR4 10000000.00000000 PA USD 10084548.00000000 2.518789021082 Long DBT MUN US N 2 2033-08-01 Fixed 6.87700000 N N N N N N Invesco Advantage Municipal In DA89O2CSN0WUDR74HM71 46132E103 287297.00000000 NS USD 2821256.54000000 0.704657263628 Long EC RF US N 1 N N N SITECORE HOLDING III A/S N/A N/A 285918.63510000 PA 303469.81000000 0.075796795816 Long LON CORP DK N 3 2026-03-12 Variable 7.00000000 N N Y N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -1662049.58000000 PA USD -1662049.58000000 -0.41512542104 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 1500000.00000000 USD 1624050.00000000 USD N N N MORENO VLY CA UNIF SCH DIST 549300G4WBO7HSZKUD51 616871MF3 2000000.00000000 PA USD 1762547.20000000 0.440226427252 Long DBT MUN US N 2 2044-08-01 Fixed 3.81900000 N N N N N N JEFFERIES FIN LLC / JFIN N/A 47232MAF9 1500000.00000000 PA USD 1352790.00000000 0.337882530761 Long DBT CORP US N 2 2028-08-15 Fixed 5.00000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAD2 225000.00000000 PA USD 229797.92000000 0.057395976295 Long DBT CORP US N 2 2025-05-01 Fixed 6.87500000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DG2 1200000.00000000 PA USD 1091328.53000000 0.272578039170 Long DBT CORP US N 2 2062-02-22 Fixed 4.40000000 N N N N N N BMO Capital Markets Corp., New York Branch RUC0QBLBRPRCU4W1NE59 N/A -4536854.70000000 PA USD -4536854.70000000 -1.13315736199 Short RA CORP US N 2 Reverse repurchase N 1.68000000 2022-07-19 5650000.00000000 USD 5392395.00000000 USD CDS N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -1896398.02000000 PA USD -1896398.02000000 -0.47365796785 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 2000000.00000000 USD 1696400.00000000 USD N N N TUFTS MEDICAL CTR INC N/A 899042AC9 1500000.00000000 PA USD 1707629.79000000 0.426509861138 Long DBT CORP US N 2 2038-01-01 Fixed 7.00000000 N N N N N N MED CENTER MS EDUCTNL BLDG COR N/A 584556GW8 4500000.00000000 PA USD 3505225.95000000 0.875490367964 Long DBT MUN US N 2 2041-06-01 Fixed 2.91700000 N N N N N N INTEGRATED POWER SERVICES HOLDINGS INC N/A N/A 138676.82900000 PA USD 137290.06000000 0.034290549842 Long LON CORP US N 3 2028-11-22 Variable 5.76000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAC6 300000.00000000 PA USD 310476.00000000 0.077546712069 Long DBT CORP US N 2 2025-04-15 Fixed 9.25000000 N N N N N N SCIL IV LLC / SCIL USA H N/A 78397UAA8 600000.00000000 PA USD 557628.00000000 0.139277167826 Long DBT CORP US N 2 2026-11-01 Fixed 5.37500000 N N N N N N WESTCHESTER CNTY NY HLTHCARE C N/A 957366BR7 10010000.00000000 PA USD 12983590.62000000 3.242874693826 Long DBT MUN US N 2 2040-11-01 Fixed 8.57200000 N N N N N N IP Lending LLC N/A 44988YAA7 1200000.00000000 PA USD 1206836.45000000 0.301428125534 Long DBT CORP KY N 3 2026-04-02 Fixed 5.12500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -1023459.29000000 PA USD -1023459.29000000 -0.25562653112 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 1200000.00000000 USD 952800.00000000 USD N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAG6 550000.00000000 PA USD 512875.00000000 0.128099337638 Long DBT CORP US N 2 2029-12-01 Fixed 5.62500000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAB4 400000.00000000 PA USD 346602.00000000 0.086569800876 Long DBT CORP US N 2 2029-09-01 Fixed 4.00000000 N N N N N N THUNDERBIRD 2022-1 N/A N/A 1400000.00000000 PA USD 1407000.80000000 0.351422608895 Long ABS-O CORP US N 3 2037-03-01 Fixed 5.50000000 N N N N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -1626510.24000000 PA USD -1626510.24000000 -0.40624886065 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 1280000.00000000 USD 1452672.00000000 USD N N N MERLIN BUYER INC N/A N/A 750000.00000000 PA USD 710002.50000000 0.177335315568 Long LON CORP US N 2 2028-12-14 Variable 4.65000000 N N N N N N UPC BROADBAND FINCO BV 213800MNFBDEQRS6HZ22 90320BAA7 700000.00000000 PA USD 641992.75000000 0.160348712735 Long DBT CORP NL N 2 2031-07-15 Fixed 4.87500000 N N N N N N THUNDERBIRD 2022-1 N/A N/A 5460000.00000000 PA USD 0.05000000 0.000000012488 Long ABS-O CORP US N 3 2037-03-01 Fixed 0.35000000 N N N N N N HAMILTON PROJECTS ACQUIROR LLC N/A N/A 692330.28530000 PA USD 676967.48000000 0.169084252090 Long LON CORP US N 2 2027-06-17 Variable 5.51000000 N N N N N N BAYLOR COLLEGE OF MEDIC 5493006UKJHZXSM3H989 07284RAA0 600000.00000000 PA USD 635126.82000000 0.158633828825 Long DBT CORP US N 2 2046-11-15 Fixed 5.25900000 N N N N N N NEW JERSEY ST TURNPIKE AUTH TU 5493005YN67D71KSMI84 646140EA7 2500000.00000000 PA USD 1973292.00000000 0.492863559674 Long DBT MUN US N 2 2040-01-01 Fixed 2.78200000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -849612.21000000 PA USD -849612.21000000 -0.21220523782 Short RA CORP US N 2 Reverse repurchase N 1.25000000 N/A 1100000.00000000 USD 854040.00000000 USD CDS N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AJ1 1100000.00000000 PA USD 1148846.46000000 0.286944129807 Long DBT CORP US N 2 2030-04-23 Fixed 5.75000000 N N N N N N BMO Capital Markets Corp., New York Branch RUC0QBLBRPRCU4W1NE59 N/A -911983.87000000 PA USD -911983.87000000 -0.22778363087 Short RA CORP US N 2 Reverse repurchase N 1.08000000 N/A 900000.00000000 USD 962730.00000000 USD CDS N N N GARLAND TX ELEC UTILITY SYS RE N/A 366133SL1 2400000.00000000 PA USD 1918978.32000000 0.479297785494 Long DBT MUN US N 2 2051-03-01 Fixed 3.15000000 N N N N N N HILLSBOROUGH CA SCH DIST N/A 432272GD8 1120000.00000000 PA USD 539304.86000000 0.134700648991 Long DBT MUN US N 2 2037-09-01 None 0.00000000 N N N N N N PIERCE CNTY WA SWR REVENUE N/A 720653QG2 4300000.00000000 PA USD 3304183.64000000 0.825276599017 Long DBT MUN US N 2 2042-08-01 Fixed 2.87000000 N N N N N N SAN JOSE CA EVERGREEN CMNTY CL 5493006H31JIFYW6Z091 798189RS7 1500000.00000000 PA USD 1199636.40000000 0.299629789417 Long DBT MUN US N 2 2045-09-01 Fixed 3.06300000 N N N N N N ATLAS CC ACQUISITION CORP N/A N/A 824753.53040000 PA USD 784893.19000000 0.196040551316 Long LON CORP US N 2 2028-05-25 Variable 5.82000000 N N N N N N BCP V MODULAR SERVICES FINANCE PLC N/A N/A 750000.00000000 PA 827000.87000000 0.206557667411 Long DBT CORP GB N 2 2028-10-30 Fixed 6.12500000 N N N N N N HARRIS CNTY TX CULTURAL EDU FA N/A 414008CU4 8900000.00000000 PA USD 7712202.44000000 1.926254982794 Long DBT MUN US N 2 2037-11-15 Fixed 3.34400000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -900354.13000000 PA USD -900354.13000000 -0.22487890361 Short RA CORP US N 2 Reverse repurchase N 1.20000000 N/A 1100000.00000000 USD 912340.00000000 USD N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZX9 5400000.00000000 PA USD 5776430.17000000 1.442762619925 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -1464705.04000000 PA USD -1464705.04000000 -0.36583523365 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 1585000.00000000 USD 1299700.00000000 USD N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -4260609.28000000 PA USD -4260609.28000000 -1.06416032504 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 3000000.00000000 USD 3912900.00000000 USD N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AL1 1150000.00000000 PA USD 1035788.73000000 0.258706020466 Long DBT CORP US N 2 2027-07-15 Fixed 3.25000000 N N N N N N EVANSVILLE-VANDERBURGH IN INDE N/A 299620EW0 8690000.00000000 PA USD 8716100.42000000 2.176995740864 Long DBT MUN US N 2 2030-01-15 Fixed 6.50000000 N N N N N N YAK HOLDING III LLC N/A N/A 851051.00000000 PA USD 485099.07000000 0.121161822191 Long LON CORP US N 2 2026-07-10 Variable 10.95000000 N N N N N N JONES DESLAURIERS INSURANCE MANAGEMENT INC N/A N/A 750000.00000000 PA 560476.06000000 0.139988519714 Long LON CORP CA N 2 2029-03-26 Variable 9.31000000 N N N N N N LCPR SR SECURED FIN DAC 549300LE5FM8IKMXSP90 50201DAD5 1150000.00000000 PA USD 1046212.50000000 0.261309536006 Long DBT CORP IE N 2 2029-07-15 Fixed 5.12500000 N N N N N N MIDWEST VETERINARY PARTNERS LLC N/A N/A 1243750.00000000 PA USD 1203328.13000000 0.300551862374 Long LON CORP US N 2 2028-04-27 Variable 5.06000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -234000.17000000 PA USD -234000.17000000 -0.05844556038 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 250000.00000000 USD 248175.00000000 USD CDS N N N KEENAN FT DETRICK ENERGY N/A 487312AD2 1000000.00000000 PA USD 882332.30000000 0.220377642129 Long DBT CORP US N 2 2048-11-15 Fixed 4.16600000 N N N N N N THUNDERBIRD 2022-1 N/A N/A 1540000.00000000 PA USD 1547700.88000000 0.386564869785 Long ABS-O CORP US N 3 2037-03-01 Fixed 5.50000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -2840734.65000000 PA USD -2840734.65000000 -0.70952225605 Short RA CORP US N 2 Reverse repurchase N 1.15000000 N/A 3215000.00000000 USD 2636300.00000000 USD N N N Jol Air 549300TS4MUGCDXPW498 46651NAA2 1040803.62400000 PA USD 935908.31000000 0.233759170561 Long ABS-O CORP KY N 2 2044-04-15 Fixed 3.96700000 N N N N N N Staniford Street CLO Ltd 549300VQ0AVDB6585K37 854432AD3 80533.53140000 PA USD 80528.64000000 0.020113410567 Long ABS-O CORP KY N 2 2025-06-15 Floating 4.32600000 N N N N N N OMNITRACS HOLDINGS LLC N/A N/A 1527499.99990000 PA USD 1374310.83000000 0.343257727580 Long LON CORP US N 3 2026-06-04 Variable 4.49000000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 038522AQ1 70000.00000000 PA USD 68180.00000000 0.017029125693 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N BMO Capital Markets Corp., New York Branch RUC0QBLBRPRCU4W1NE59 N/A -447109.25000000 PA USD -447109.25000000 -0.11167321233 Short RA CORP US N 2 Reverse repurchase N 1.20000000 N/A 550000.00000000 USD 512875.00000000 USD CDS N N N DALLAS TX CONVENTION CENTER HO N/A 235417AA0 10020000.00000000 PA USD 12076894.58000000 3.016411789290 Long DBT MUN US N 2 2042-01-01 Fixed 7.08800000 N N N N N N PHILADELPHIA PA SCH DIST 254900HSKDHZKBZCUL90 717883LV2 10330000.00000000 PA USD 11498860.16000000 2.872037767678 Long DBT MUN US N 2 2030-09-01 Fixed 5.99500000 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452152GS4 5000000.00000000 PA USD 5542467.50000000 1.384326425805 Long DBT MUN US N 2 2035-07-01 Fixed 7.35000000 N N N N N N ARDIAN SAS N/A N/A 650000.00000000 PA USD 628875.00000000 0.157072329432 Long LON CORP US N 2 2028-10-18 Variable 6.75000000 N N N N N N CLEAVER-BROOKS INC 549300TRZDD68CZBS255 185401AG1 650000.00000000 PA USD 604500.00000000 0.150984254648 Long DBT CORP US N 2 2023-03-01 Fixed 7.87500000 N N N N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 N/A -3056000.00000000 NC -102562.96000000 -0.02561686033 N/A DFE US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 3056000.00000000 GBP 3748873.13000000 USD 2022-06-16 -102562.96000000 N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 91153LAA5 1100000.00000000 PA USD 1039500.00000000 0.259632973873 Long DBT CORP US N 2 2025-11-15 Fixed 5.50000000 N N N N N N WABASH NATIONAL CORP 5299004ZAWHQZI5XO485 929566AL1 500000.00000000 PA USD 407500.00000000 0.101780122033 Long DBT CORP US N 2 2028-10-15 Fixed 4.50000000 N N N N N N RXR Acquisition Corp. N/A 74981W115 16686.00000000 NS USD 4083.06000000 0.001019814343 N/A DE US N 1 RXR Acquisition Corp. N/A Call Purchased N/A RXR Acquisition Corp. 16686 11.50000000 USD 2026-03-08 XXXX -10219.04000000 N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AM7 1150000.00000000 PA USD 1020625.00000000 0.254918618528 Long DBT CORP US N 2 2031-03-01 Fixed 5.00000000 N N N N N N CELTIC INTERMEDIATE CORP N/A N/A 1160110.68860000 PA USD 1035398.79000000 0.258608626256 Long LON CORP US N 2 2028-03-02 Variable 4.65000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -3817010.62000000 PA USD -3817010.62000000 -0.95336394283 Short RA CORP US N 2 Reverse repurchase N 1.25000000 N/A 4500000.00000000 USD 3106350.00000000 USD N N N EISNER ADVISORY GROUP N/A N/A 348250.00000000 PA USD 336061.25000000 0.083937067572 Long LON CORP US N 2 2028-07-28 Variable 5.81000000 N N N N N N MIRABELA NICKEL LTD N/A N/A 96316.00000000 PA USD 4815.80000000 0.001202828740 Long DBT CORP AU Y 2 2019-06-24 Variable 9.50000000 Y N N N N N FIRST BRANDS GROUP LLC N/A N/A 1138500.00000000 PA USD 1088690.63000000 0.271919178350 Long LON CORP US N 2 2027-03-30 Variable 6.29000000 N N N N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -2335075.00000000 PA USD -2335075.00000000 -0.58322507596 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 1500000.00000000 USD 1956450.00000000 USD N N N CELTIC INTERMEDIATE CORP N/A N/A 30000.00000000 PA USD 26775.00000000 0.006687515993 Long LON CORP US N 2 2028-03-02 Variable 4.76000000 N N N N N N WATERLOGIC GROUP HOLDINGS LIMITED N/A N/A 1240625.00000000 PA USD 1210130.44000000 0.302250856096 Long LON CORP US N 2 2028-08-17 Variable 5.76000000 N N N N N N Invesco Trust for Investment G V0VF67S6NRLBDK357F71 46131M106 382286.00000000 NS USD 4262488.90000000 1.064629792411 Long EC RF US N 1 N N N PRO MACH GROUP INC N/A N/A 2513.96610000 PA USD 2424.57000000 0.000605577988 Long LON CORP US N 2 2028-08-31 Variable 5.00000000 N N N N N N Freddie Mac Military Housing B 549300ZG8WH0M4JSUM77 35563CAB4 6947828.06990000 PA USD 476148.55000000 0.118926276134 Long ABS-MBS USGSE US N 2 2055-11-25 Variable 0.70000000 N N N N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -1597446.61000000 PA USD -1597446.61000000 -0.39898972001 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 1700000.00000000 USD 1344360.00000000 USD N N N ARGOS HOLDINGS INC N/A N/A 595500.00000000 PA USD 558132.38000000 0.139403145391 Long LON CORP US N 2 2028-02-11 Variable 4.50000000 N N N N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -2252596.79000000 PA USD -2252596.79000000 -0.56262472681 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 1710000.00000000 USD 2061063.00000000 USD N N N MCGRAW-HILL EDUCATION N/A 57767XAB6 850000.00000000 PA USD 735901.64000000 0.183804070487 Long DBT CORP US N 2 2029-08-01 Fixed 8.00000000 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 55903VAQ6 1150000.00000000 PA USD 1028953.31000000 0.256998756953 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N Vacasa Inc N/A 91854V107 10238.00000000 NS USD 45559.10000000 0.011379167503 Long EC CORP US N 1 N N N SAN ANTONIO TX ELEC & GAS REVE 5493002G2FEH20Q4GQ04 79625GDG5 6800000.00000000 PA USD 5252869.44000000 1.311994337738 Long DBT MUN US N 2 2048-02-01 Fixed 2.90500000 N N N N N N Invesco Municipal Opportunity WERC5RXCUSU16MOTZ848 46132C107 450245.00000000 NS USD 4844636.20000000 1.210031076424 Long EC RF US N 1 N N N RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A -919889.82000000 PA USD -919889.82000000 -0.22975827763 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 1230000.00000000 USD 934554.00000000 USD N N N INTEGRATED POWER SERVICES HOLDINGS INC N/A N/A 26640.54890000 PA USD 26374.14000000 0.006587394325 Long LON CORP US N 3 2028-11-22 Variable 5.72000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BG7 2930000.00000000 PA USD 2538302.42000000 0.633984613656 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N Ginkgo Bioworks Holdings, Inc. N/A 37611X118 9372.00000000 NS USD 5716.92000000 0.001427898933 N/A DE US N 1 Ginkgo Bioworks Holding, Inc. N/A Call Purchased N/A Ginkgo Bioworks Holding, Inc. 9372 11.50000000 USD 2027-12-31 XXXX -15986.28000000 N N N RL DATIX HOLDINGS USA INC N/A N/A -700000.00000000 PA USD -3606.13000000 -0.00090069288 Short LON CORP US N 3 2026-04-27 Variable 0.50000000 N N N N N N DOYLESTOWN PA HOSP AUTH N/A 261333FS2 185000.00000000 PA USD 178612.08000000 0.044611433862 Long DBT MUN US N 2 2024-07-01 Fixed 3.95000000 N N N N N N MASSACHUSETTS ST DEV FIN AGY R 549300UZSVMFXJK08K70 57584YD30 2250000.00000000 PA USD 1724625.45000000 0.430754819049 Long DBT MUN US N 2 2046-10-01 Fixed 3.52000000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 29452E408 140000.00000000 NS USD 2696400.00000000 0.673472198897 Long EP CORP US N 2 N N N OMNITRACS HOLDINGS LLC N/A N/A -822500.00010000 PA USD -82486.48000000 -0.02060241472 Short LON CORP US N 3 2026-06-04 Variable 0.79275000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DP7 2000000.00000000 PA USD 2116410.00000000 0.528609737601 Long DBT CORP US N 2 2027-11-15 Fixed 7.00000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 N/A -9240407.10000000 PA USD -9240407.10000000 -2.30795033687 Short RA CORP US N 2 Reverse repurchase N 1.50000000 N/A 10330000.00000000 USD 11499356.00000000 USD N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 4000000.00000000 PA USD 3935831.96000000 0.983041612739 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N CALIFORNIA PUBLIC FIN AUTH REV N/A 13057EEK6 4800000.00000000 PA USD 3605268.48000000 0.900477707625 Long DBT MUN US N 2 2043-10-15 Fixed 3.27100000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -3101446.67000000 PA USD -3101446.67000000 -0.77463955963 Short RA CORP US N 2 Reverse repurchase N 1.05000000 N/A 3100000.00000000 USD 2749700.00000000 USD CDS N N N ASTON FINCO SARL N/A N/A 794010.00000000 PA 958079.19000000 0.239296728529 Long LON CORP LU N 2 2026-10-09 Variable 5.71000000 N N N N N N ARMOR PARENT CORP 549300MC6XO5P96H8E79 N/A 832752.81430000 PA USD 763359.52000000 0.190662147486 Long LON CORP US N 2 2023-11-17 Variable 6.26000000 N N N N N N Start Ltd. 549300VIQYFIDJQCKZ43 85572RAA7 1165315.28270000 PA USD 1038295.92000000 0.259332234219 Long ABS-O CORP BM N 2 2043-05-15 Fixed 4.08900000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBX7 1100000.00000000 PA USD 853991.82000000 0.213299120625 Long DBT CORP GB N 2 2081-06-04 Variable 5.12500000 N N N N N N PITTSBURGH PA SCH DIST 549300DCE2NGMJO6P377 725277DR5 6895000.00000000 PA USD 8115855.59000000 2.027074287987 Long DBT MUN US N 2 2029-09-01 Fixed 6.85000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -795704.41000000 PA USD -795704.41000000 -0.19874083914 Short RA CORP US N 2 Reverse repurchase N 1.15000000 N/A 800000.00000000 USD 697440.00000000 USD N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 775109BZ3 1150000.00000000 PA USD 1067193.16000000 0.266549816093 Long DBT CORP CA N 2 2042-03-15 Fixed 4.50000000 N N N N N N EVERARC ESCROW SARL N/A 29977LAA9 700000.00000000 PA USD 609000.00000000 0.152108206916 Long DBT CORP LU N 2 2029-10-30 Fixed 5.00000000 N N N N N N NEW JERSEY ST TURNPIKE AUTH TU 5493005YN67D71KSMI84 646139X83 10000000.00000000 PA USD 13042919.00000000 3.257692975437 Long DBT MUN US N 2 2041-01-01 Fixed 7.10200000 N N N N N N BMO Capital Markets Corp., New York Branch RUC0QBLBRPRCU4W1NE59 N/A -179367.59000000 PA USD -179367.59000000 -0.04480013545 Short RA CORP US N 2 Reverse repurchase N 1.20000000 N/A 200000.00000000 USD 204500.00000000 USD CDS N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -1279056.33000000 PA USD -1279056.33000000 -0.31946628062 Short RA CORP US N 2 Reverse repurchase N 1.30000000 N/A 1500000.00000000 USD 1191000.00000000 USD N N N MB2 DENTAL SOLUTIONS LLC N/A N/A -125609.92130000 PA USD -1952.15000000 -0.00048758298 Short LON CORP US N 3 2027-01-29 Variable 1.00000000 N N N N N N BP HOLDCO LLC N/A N/A 15619.00000000 NS USD 11011.40000000 0.002750286222 Long EC CORP US N 3 N N N 2022-06-30 Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust John Sullivan John Sullivan CFO