0001752724-23-017964.txt : 20230130 0001752724-23-017964.hdr.sgml : 20230130 20230130143703 ACCESSION NUMBER: 0001752724-23-017964 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20221130 FILED AS OF DATE: 20230130 DATE AS OF CHANGE: 20230130 PERIOD START: 20230531 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: 23567039 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 2023-05-31 2022-11-30 N 504781209.00 140274560.01 364506648.99 0.00000000 0.00000000 50332191.09000000 0.00000000 0.00000000 0.00000000 85430283.48000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 CAD EUR GBP USD N Portfolio (ExDerivative) N/A HIGHTOWER HOLDING LLC N/A N/A 934485.37840000 PA USD 871407.62000000 0.239064945019 Long LON CORP US N 2 2028-04-21 Variable 8.28000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 N/A -845239.41000000 PA USD -845239.41000000 -0.23188586884 Short RA CORP US N 2 Reverse repurchase N 4.35000000 N/A 1400000.00000000 USD 1063440.00000000 USD N N N WASHINGTON ST UNIV N/A 9400932M8 3325000.00000000 PA USD 3643359.44000000 0.999531682095 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 1190.00000000 0.000326468667 N/A DE US N 1 Waverley Capital Acquisition Corp. N/A Call Purchased N/A Waverley Capital Acquisition Corp. 17000.00000000 11.50000000 USD 2027-04-30 XXXX -9309.50000000 N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -789808.54000000 PA USD -789808.54000000 -0.21667877449 Short RA CORP US N 2 Reverse repurchase N 4.30000000 N/A 1230000.00000000 USD 812784.00000000 USD N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CG2 1200000.00000000 PA USD 967543.00000000 0.265439053767 Long DBT CORP US N 2 2052-03-15 Fixed 4.62500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -3248227.81000000 PA USD -3248227.81000000 -0.89112992012 Short RA CORP US N 2 Reverse repurchase N 4.25000000 N/A 3000000.00000000 USD 3220800.00000000 USD N N N PS HOLDINGS INDEPENDENT VOTING COMPANY LTD U7LC4KOKCTZ0YWGI2G56 N/A 2100000.00000000 PA USD 1572963.00000000 0.431532045947 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 183111.45000000 0.050235421084 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 1453700.60000000 0.398813191481 Long DBT MUN US N 2 2042-11-15 Fixed 2.85800000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -14387485.41000000 PA USD -14387485.41000000 -3.94711192508 Short RA CORP US N 2 Reverse repurchase N 4.60000000 2023-01-17 20585000.00000000 USD 16656604.50000000 USD N N N EISNER ADVISORY GROUP N/A N/A 650000.00000000 PA USD 611000.00000000 0.167623828452 Long LON CORP US N 2 2028-07-28 Variable 9.45000000 N N N N N N JONES DESLAURIERS INSURANCE MANAGEMENT INC N/A N/A 1629329.60800000 PA 1123771.68000000 0.308299363842 Long LON CORP CA N 2 2028-03-27 Variable 8.81000000 N N N N N N DETROIT MI CITY SCH DIST N/A 2511295D0 2540000.00000000 PA USD 2989589.91000000 0.820174314593 Long DBT MUN US N 2 2039-05-01 Fixed 7.74700000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 1100000.00000000 PA USD 804947.57000000 0.220832067736 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 112455.00000000 0.030851289081 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 218083.33000000 0.059829726180 Long DBT MUN US N 2 2035-11-01 Fixed 3.88700000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 N/A -7197535.68000000 PA USD -7197535.68000000 -1.97459654026 Short RA CORP FR N 2 Reverse repurchase N 4.48000000 2023-01-17 9693000.00000000 USD 8513424.50000000 USD CDS N N N SANTA ANA CA UNIF SCH DIST N/A 801155VM1 7785000.00000000 PA USD 9159473.67000000 2.512841314521 Long DBT MUN US N 2 2040-08-01 Fixed 7.10000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 N/A -3590848.41000000 PA USD -3590848.41000000 -0.98512562663 Short RA CORP FR N 2 Reverse repurchase N 4.28000000 2023-01-17 5596000.00000000 USD 4167052.00000000 USD N N N FR REFUEL LLC N/A N/A 1439547.91670000 PA USD 1374768.26000000 0.377158623528 Long LON CORP US N 3 2028-11-08 Variable 8.42000000 N N N N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 33616C746 45675.00000000 NS USD 816212.25000000 0.223922458550 Long EP CORP US N 2 N N N HAH GROUP HOLDING CO LLC N/A N/A 763048.54170000 PA USD 725849.93000000 0.199132150815 Long LON CORP US N 2 2027-10-29 Variable 8.71000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 N/A -1373751.04000000 PA USD -1373751.04000000 -0.37687955591 Short RA CORP US N 2 Reverse repurchase N 4.35000000 N/A 2000000.00000000 USD 1577000.00000000 USD N N N CENTRL WA UNIV SYS REVENUE N/A 155839DL4 5000000.00000000 PA USD 5655915.50000000 1.551663190691 Long DBT MUN US N 2 2040-05-01 Fixed 6.95000000 N N N N N N PETIQ INC N/A N/A 1086250.00000000 PA USD 988487.50000000 0.271185039488 Long LON CORP US N 2 2028-04-13 Variable 8.12000000 N N N N N N PORT AUTH OF NEW YORK & NEW JE 54930006MR4KZ4W74Z83 73358XDP4 5000000.00000000 PA USD 3648221.00000000 1.000865419083 Long DBT MUN US N 2 2051-02-15 Fixed 3.13900000 N N N N N N HAH GROUP HOLDING CO LLC N/A N/A 96551.52710000 PA USD 91844.64000000 0.025196972470 Long LON CORP US N 2 2027-10-29 Variable 8.71000000 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AH2 200000.00000000 PA USD 167678.00000000 0.046001355658 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 1963170.00000000 0.538582768089 Long DBT MUN US N 2 2038-05-01 Fixed 3.05200000 N N N N N N NM Z PARENT INC NU75S1Y8UH3706J5CS61 N/A 395161.08420000 PA USD 342308.29000000 0.093910026318 Long LON CORP US N 2 2024-08-12 Variable 7.67000000 N N N N N N SUPERIOR PLUS/GEN PRTNR N/A 86828LAC6 250000.00000000 PA USD 213487.67000000 0.058568937107 Long DBT CORP CA N 2 2029-03-15 Fixed 4.50000000 N N N N N N DATIX BIDCO LIMITED N/A N/A 300000.00000000 PA 354270.90000000 0.097191889635 Long LON CORP GB N 3 2026-04-27 Variable 9.94000000 N N N N N N PARTNERRE LTD 7LLHQS68KCIGNZBR7918 EP0597732 46000.00000000 NS USD 924140.00000000 0.253531726392 Long EP CORP BM N 2 N N N MAPLE GROVE FUNDING TR I N/A 565130AA9 2500000.00000000 PA USD 1733315.75000000 0.475523767482 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 592462.30900000 PA USD 568514.98000000 0.155968342847 Long LON CORP US N 2 2027-10-05 Variable 8.07000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBS0 1000000.00000000 PA USD 910820.00000000 0.249877472063 Long DBT CORP US N 2 2031-02-01 Fixed 4.87500000 N N N N N N CORNING INC 549300X2937PB0CJ7I56 219350BF1 1200000.00000000 PA USD 946473.97000000 0.259658904061 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 5628166.71000000 1.544050492794 Long DBT MUN US N 2 2040-01-01 Fixed 6.90000000 N N N N N N CALIFORNIA STWD CMNTYS DEV AUT 549300KTNI2GCJNX2U48 13080SL93 3450000.00000000 PA USD 3627557.36000000 0.995196485455 Long DBT MUN US N 2 2047-08-15 Fixed 7.14000000 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 -300.00000000 50.00000000 USD 2022-12-16 XXXX 3240.88000000 N N N OREGON CLEAN ENERGY LLC N/A N/A 199127.52460000 PA USD 194149.34000000 0.053263593555 Long LON CORP US N 2 2026-03-01 Variable 7.94000000 N N N N N N TORONTO OH CITY SCH DIST N/A 891279BF7 890000.00000000 PA USD 891307.14000000 0.244524247354 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 926197.00000000 0.254096050803 Long ABS-O CORP KY N 2 2032-04-20 Floating 7.39300000 N N N N N N SOTHEBY'S 549300P5BAAMQQ7VL735 835898AH0 1000000.00000000 PA USD 973995.00000000 0.267209117501 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 146596.00000000 PA USD 136334.28000000 0.037402412377 Long LON CORP US N 3 2028-06-22 Variable 8.58000000 N N N N N N SP PF PARENT CORP N/A N/A 1178625.95160000 PA USD 800628.82000000 0.219647247099 Long LON CORP US N 2 2025-12-22 Variable 8.57000000 N N N N N N FT 1 INC 5493002GPK5LQJ7QPJ51 N/A 17838.00000000 NS USD 526.04000000 0.000144315611 Long EC CORP US N 3 N N N BMO Capital Markets Corp., New York Branch RUC0QBLBRPRCU4W1NE59 N/A -142453.44000000 PA USD -142453.44000000 -0.03908116364 Short RA CORP US N 2 Reverse repurchase N 4.23000000 N/A 175000.00000000 USD 146597.50000000 USD CDS N N N CARTER INTERMEDIATE INC N/A N/A 593999.47800000 PA USD 551926.49000000 0.151417399800 Long LON CORP US N 2 2028-05-17 Variable 8.82000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 900000.00000000 PA USD 721746.00000000 0.198006264631 Long DBT CORP FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 N/A -7918531.71000000 PA USD -7918531.71000000 -2.17239705556 Short RA CORP US N 2 Reverse repurchase N 4.50000000 2023-01-17 11677000.00000000 USD 9532058.80000000 USD N N N BNPP IP CLO LTD 54930038CI4SMKCMEM78 05580HAE9 270242.98830000 PA USD 137823.92000000 0.037811085307 Long ABS-O CORP KY N 2 2025-10-30 Floating 9.66500000 N Y N N N N GCAT N/A 36168WAC5 597875.27840000 PA USD 570006.58000000 0.156377553490 Long ABS-MBS CORP US N 2 2067-08-25 Variable 5.71000000 N N N N N N FORTUNE BRANDS HOME & SE 54930032LHW54PQUJD44 34964CAG1 1300000.00000000 PA USD 963327.63000000 0.264282594753 Long DBT CORP US N 2 2052-03-25 Fixed 4.50000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBJ7 800000.00000000 PA USD 660056.00000000 0.181082019170 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 1022936.20000000 0.280635813594 Long DBT MUN US N 2 2026-02-01 Fixed 5.40000000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -1429075.89000000 PA USD -1429075.89000000 -0.39205756437 Short RA CORP US N 2 Reverse repurchase N 4.35000000 N/A 1500000.00000000 USD 1573050.00000000 USD N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BA3 1050000.00000000 PA USD 969345.37000000 0.265933522114 Long DBT CORP US N 2 2035-08-15 Fixed 5.70000000 N N N N N N MSD ACQUISITION CORP-A N/A N/A 2723.00000000 NS USD 163.38000000 0.000044822227 N/A DE US N 1 MSD Acquisition Corp. N/A Call Purchased N/A MSD Acquisition Corp. 2723.00000000 11.50000000 USD 2023-05-13 XXXX -2481.40000000 N N N ALHAMBRA CA UNIF SCH DIST ELEM N/A 016066BK7 500000.00000000 PA USD 522331.20000000 0.143298126782 Long DBT MUN US N 2 2026-02-01 Fixed 6.70000000 N N N N N N PARKLAND CORP 549300XHQS1JYWBNK868 70137WAL2 300000.00000000 PA USD 251550.00000000 0.069011086820 Long DBT CORP CA N 2 2030-05-01 Fixed 4.62500000 N N N N N N SAN JOSE CA ARPT REVENUE N/A 798136YE1 500000.00000000 PA USD 384995.90000000 0.105621091156 Long DBT MUN US N 2 2035-03-01 Fixed 2.91000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -1136273.22000000 PA USD -1136273.22000000 -0.31172907905 Short RA CORP US N 2 Reverse repurchase N 4.15000000 N/A 1300000.00000000 USD 1186250.00000000 USD N N N KRONOS ACQUISITION HOLDINGS INC N/A N/A 511236.00000000 PA USD 484344.99000000 0.132876860090 Long LON CORP US N 2 2026-12-22 Variable 8.48000000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -2618824.33000000 PA USD -2618824.33000000 -0.71845721806 Short RA CORP US N 2 Reverse repurchase N 4.30000000 N/A 2620000.00000000 USD 2781392.00000000 USD N N N Pershing Square Tontine Holdings, Ltd. 549300ZDVEYEVCF35B08 N/A 23730.00000000 NS USD 2.37000000 0.000000650193 N/A DE US N 3 Pershing Square Tontine Holdings, Ltd. 549300ZDVEYEVCF35B08 Call Purchased N/A Pershing Square Tontine Holdings, Ltd. 23730.00000000 1.00000000 USD 2025-07-24 XXXX 2.37000000 N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -2615513.40000000 PA USD -2615513.40000000 -0.71754888621 Short RA CORP US N 2 Reverse repurchase N 4.30000000 N/A 4300000.00000000 USD 2995810.00000000 USD N N N CENTRL TX REGL MOBILITY AUTH R N/A 155498MR6 1150000.00000000 PA USD 815286.52000000 0.223668490618 Long DBT MUN US N 2 2045-01-01 Fixed 3.26700000 N N N N N N ATLAS CC ACQUISITION CORP N/A N/A 32685.39920000 PA USD 28082.31000000 0.007704196913 Long LON CORP US N 2 2028-05-25 Variable 8.98000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAN9 700000.00000000 PA USD 642499.92000000 0.176265624174 Long DBT CORP US N 2 2052-12-15 Variable 6.87500000 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452152BM2 930000.00000000 PA USD 949826.58000000 0.260578670548 Long DBT MUN US N 2 2035-02-01 Fixed 6.63000000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -1903787.74000000 PA USD -1903787.74000000 -0.52229163590 Short RA CORP US N 2 Reverse repurchase N 4.30000000 N/A 3000000.00000000 USD 2095800.00000000 USD N N N WEST VIRGINIA ST HGR EDU POLIC N/A 95639RDX4 10000000.00000000 PA USD 11924597.00000000 3.271434700311 Long DBT MUN US N 2 2040-04-01 Fixed 7.65000000 N N N N N N AFTERNEXT HEALTHTECH ACQUI-A N/A N/A 19233.00000000 NS USD 2307.96000000 0.000633173635 N/A DE US N 1 AfterNext HealthTech Acquisition Corp. N/A Call Purchased N/A AfterNext HealthTech Acquisition Corp. 19233.00000000 11.50000000 USD 2023-07-09 XXXX -15170.77000000 N N N Dreyfus Treasury Obligations C 549300MKKM9KT7BF6329 N/A 489431.11000000 NS USD 489431.11000000 0.134272203636 Long STIV RF US N 1 N N N LIBERTY GLOBAL PLC N/A N/A 200000.00000000 PA USD 179100.00000000 0.049134906179 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 276133.56000000 0.075755424699 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 1782298.60000000 0.488961889978 Long DBT MUN US N 2 2038-08-01 Fixed 4.03200000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -854713.91000000 PA USD -854713.91000000 -0.23448513555 Short RA CORP US N 2 Reverse repurchase N 4.05000000 N/A 1530000.00000000 USD 947682.00000000 USD CDS N N N Invesco Municipal Trust GKS5Y4B1VKHV66WSPK53 46131J103 309052.00000000 NS USD 3062705.32000000 0.840233046087 Long EC RF US N 1 N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -1909142.93000000 PA USD -1909142.93000000 -0.52376079703 Short RA CORP US N 2 Reverse repurchase N 4.30000000 N/A 1910000.00000000 USD 2027656.00000000 USD N N N CAPSTONE ACQUISITION HOLDINGS INC N/A N/A 1832952.00000000 PA USD 1755051.54000000 0.481486838405 Long LON CORP US N 3 2027-11-12 Variable 8.82000000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -2280568.93000000 PA USD -2280568.93000000 -0.62565907544 Short RA CORP US N 2 Reverse repurchase N 4.35000000 N/A 3000000.00000000 USD 2409900.00000000 USD N N N AUBURN UNIV AL GEN FEE REVENUE N/A 050589RK8 6500000.00000000 PA USD 4208505.60000000 1.154575811349 Long DBT MUN US N 2 2050-06-01 Fixed 2.68100000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 N/A -52000.00000000 NC -443.52000000 -0.00012167679 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 52000.00000000 EUR 53817.82000000 USD 2022-12-16 -443.52000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDK9 950000.00000000 PA USD 939801.45000000 0.257828342117 Long DBT CORP US N 2 2033-09-14 Variable 5.71700000 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AN1 250000.00000000 PA USD 241250.00000000 0.066185349613 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 96333.50000000 0.026428461666 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 2791266.54000000 0.765765603380 Long DBT MUN US N 2 2034-04-01 Fixed 5.90000000 N N N N N N CENTRAL STORAGE TRUST N/A 155431AA7 7444768.00000000 PA USD 6793337.62000000 1.863707462901 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 845410.58000000 0.231932828205 Long DBT CORP ES N 2 2041-07-07 Fixed 3.87500000 N N N N N N SERVPRO MASTER ISSUER, LLC N/A 817743AA5 970000.00000000 PA USD 857580.88000000 0.235271669906 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.88200000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641598S8 550000.00000000 PA USD 565739.63000000 0.155206943842 Long DBT CORP CA N 2 2082-10-27 Variable 8.62500000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -1436494.39000000 PA USD -1436494.39000000 -0.39409278101 Short RA CORP US N 2 Reverse repurchase N 4.30000000 N/A 2300000.00000000 USD 1678080.00000000 USD N N N ARES FINANCE CO IV LLC N/A 039936AA7 2650000.00000000 PA USD 1641362.04000000 0.450296872374 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 930413.00000000 0.255252682654 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 1025886.60000000 0.281445236415 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 168985.05000000 0.046359936222 Long DBT MUN US N 2 2039-12-01 Fixed 6.13800000 N N N N N N Onslow Bay Financial LLC N/A 67117YAC8 490815.82440000 PA USD 473045.25000000 0.129776850795 Long ABS-MBS CORP US N 2 2062-09-25 Variable 6.10000000 N N N N N N NEW YORK CITY NY INDL DEV AGY 549300XR20ZR5DHL9534 64971PKP9 2250000.00000000 PA USD 1772302.50000000 0.486219525737 Long DBT MUN US N 2 2034-03-01 Fixed 2.73100000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AG3 850000.00000000 PA USD 885703.20000000 0.242986843300 Long DBT CORP GB N 2 2026-11-10 Variable 7.47200000 N N N N N N BlackRock MuniVest Fund Inc 68LQJ5NLUNQI2T9OLL41 09253R105 394750.00000000 NS USD 2771145.00000000 0.760245391319 Long EC RF US N 1 N N N FINASTRA GROUP HOLDINGS LTD N/A N/A 411370.68490000 PA USD 371356.66000000 0.101879255434 Long LON CORP US N 2 2024-06-13 Variable 6.87000000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -2401086.45000000 PA USD -2401086.45000000 -0.65872226381 Short RA CORP US N 2 Reverse repurchase N 4.30000000 N/A 3175000.00000000 USD 2550477.50000000 USD N N N FT 1 INC 5493002GPK5LQJ7QPJ51 N/A 17838.00000000 NS USD 1.78000000 0.000000488331 Long EC CORP US N 3 N N N FT 1 INC 5493002GPK5LQJ7QPJ51 N/A 17838.00000000 NS USD 6771.84000000 0.001857809732 Long EC CORP US N 3 N N N INTACT FINANCIAL CORP 5493009LXGE7Y4U9OY43 45823TAL0 1900000.00000000 PA USD 1894981.68000000 0.519875751306 Long DBT CORP CA N 2 2032-09-22 Fixed 5.45900000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBN2 1500000.00000000 PA USD 971231.54000000 0.266450980439 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 1107886.00000000 0.303941232092 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 86429.70000000 0.023711419322 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 266625.00000000 0.073146813847 Long DBT CORP US N 2 2028-08-01 Fixed 5.75000000 N N N N N N CONYERS PARK III ACQUISITI-A N/A 21289P110 17900.00000000 NS USD 4526.91000000 0.001241927962 N/A DE US N 1 Conyers Park III Acquisition Corp. N/A Call Purchased N/A Conyers Park III Acquisition Corp. 17900.00000000 11.50000000 USD 2028-08-12 XXXX -13426.75000000 N N N Figs Inc N/A 30260D103 3754.00000000 NS USD 29393.82000000 0.008064001049 Long EC CORP US N 1 N N N OAKLAND CA UNIF SCH DIST ALAME N/A 672325P50 2450000.00000000 PA USD 1861016.33000000 0.510557581091 Long DBT MUN US N 2 2040-08-01 Fixed 3.11500000 N N N N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 N/A -53000.00000000 NC -932.16000000 -0.00025573196 N/A DFE US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 53000.00000000 EUR 54372.67000000 USD 2022-12-16 -932.16000000 N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 N/A -828000.00000000 NC -33987.19000000 -0.00932416187 N/A DFE US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 828000.00000000 EUR 830020.32000000 USD 2022-12-16 -33987.19000000 N N N Castlelake Aircraft Securitiza N/A 14856GAB6 725290.29530000 PA USD 560330.27000000 0.153722921530 Long ABS-O CORP US N 2 2046-01-15 Fixed 6.65600000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89117F8Z5 750000.00000000 PA USD 768750.00000000 0.210901502655 Long DBT CORP CA N 2 2082-10-31 Variable 8.12500000 N N N N N N GLOBAL ATLANTIC N/A 37959GAC1 1450000.00000000 PA USD 1071497.28000000 0.293958226268 Long DBT CORP US N 2 2051-10-15 Variable 4.70000000 N N N N N N GIBSON BRANDS INC 549300KU4ACNZQGB7J14 N/A 496250.00000000 PA USD 382112.50000000 0.104830049344 Long LON CORP US N 3 2028-08-11 Variable 9.13000000 N N N N N N SUBURBAN PROPANE PARTNRS N/A 864486AL9 300000.00000000 PA USD 256543.25000000 0.070380952092 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 496250.00000000 PA USD 400309.99000000 0.109822410951 Long LON CORP US N 2 2028-12-15 Variable 8.32000000 N N N N N N 24-7 INTOUCH INC N/A N/A 386969.07400000 PA USD 364718.35000000 0.100058078778 Long LON CORP CA N 3 2025-08-25 Variable 8.82000000 N N N N N N KKR ACQUISITION HOLDINGS I-A N/A 48253T117 22975.00000000 NS USD 1516.35000000 0.000416000642 N/A DE US N 1 KKR Acquisition Holdings I Corp. N/A Call Purchased N/A KKR Acquisition Holdings I Corp. 22975.00000000 11.50000000 USD 2027-12-31 XXXX -22154.32000000 N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CL2 750000.00000000 PA USD 773607.23000000 0.212234051736 Long DBT CORP GB N 2 2025-11-16 Variable 7.77600000 N N N N N N OKLAHOMA ST DEV FIN AUTH HLTHS 549300PXGPHUWC32DJ91 67884XCP0 10950000.00000000 PA USD 9615697.61000000 2.638003349635 Long DBT MUN US N 2 2028-08-15 Fixed 5.45000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAH8 1000000.00000000 PA USD 930000.00000000 0.255139378822 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 1958477.49000000 0.537295408856 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 415472.98000000 0.113982277456 Long DBT MUN US N 2 2026-05-01 Fixed 6.30000000 N N N N N N PACIFIC BELLS LLC N/A N/A 1240721.65300000 PA USD 1165248.55000000 0.319678270129 Long LON CORP US N 2 2028-11-10 Variable 8.31000000 N N N N N N DISPATCH TERRA ACQUISITION LLC N/A N/A 1135625.00000000 PA USD 939729.69000000 0.257808655234 Long LON CORP US N 2 2028-03-27 Variable 7.92000000 N N N N N N BMO Capital Markets Corp., New York Branch RUC0QBLBRPRCU4W1NE59 N/A -802408.27000000 PA USD -802408.27000000 -0.22013542749 Short RA CORP US N 2 Reverse repurchase N 4.10000000 N/A 1300000.00000000 USD 963300.00000000 USD CDS N N N MONROVIA CA UNIF SCH DIST N/A 611594KH4 930000.00000000 PA USD 1007519.69000000 0.276406395546 Long DBT MUN US N 2 2028-08-01 Fixed 7.25000000 N N N N N N Firstkey Homes Trust N/A 33768EAC6 1000000.00000000 PA USD 928289.00000000 0.254669977234 Long ABS-O CORP US N 2 2026-07-17 Fixed 4.50000000 N N N N N N IRON MOUNTAIN INFO MGMT N/A 46285MAA8 300000.00000000 PA USD 253497.00000000 0.069545233455 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 671011.18000000 0.184087500696 Long DBT CORP CA N 2 2029-08-15 Fixed 4.62500000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -3036428.58000000 PA USD -3036428.58000000 -0.83302419541 Short RA CORP US N 2 Reverse repurchase N 4.30000000 N/A 2910000.00000000 USD 3214677.00000000 USD N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 N/A -2127486.85000000 PA USD -2127486.85000000 -0.58366201436 Short RA CORP FR N 2 Reverse repurchase N 4.28000000 2023-01-17 2239000.00000000 USD 2289338.00000000 USD CDS N N N SUMMIT MATERIALS LLC/FIN N/A 86614RAM9 600000.00000000 PA USD 585058.12000000 0.160506844421 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 899828.27000000 0.246861963284 Long DBT CORP US N 2 2026-03-15 Fixed 8.62500000 N N N N N N Five Guys Funding, LLC 549300LV8X8T05G1H175 33830JAA3 1234375.00000000 PA USD 1161008.69000000 0.318515092445 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.60000000 N N N N N N CAPSTONE ACQUISITION HOLDINGS INC N/A N/A 126846.72000000 PA USD 121455.73000000 0.033320580114 Long LON CORP US N 3 2027-11-12 Variable 8.82000000 N N N N N N NFM & J LLC N/A N/A 401812.49610000 PA USD 392385.93000000 0.107648497246 Long LON CORP US N 3 2027-11-30 Variable 9.73000000 N N N N N N FT 1 INC 5493002GPK5LQJ7QPJ51 N/A 17838.00000000 NS USD 1.78000000 0.000000488331 Long EC CORP US N 3 N N N BLUE RIBBON LLC (USA) N/A N/A 1092500.00000000 PA USD 863075.00000000 0.236778945566 Long LON CORP US N 2 2028-05-08 Variable 9.77000000 N N N N N N FIRSTDIGITAL COMMUNICATIONS LLC N/A N/A 1250000.00000000 PA USD 1220360.50000000 0.334797870870 Long LON CORP US N 3 2026-12-17 Variable 8.31000000 N N N N N N REINSURANCE GRP OF AMER LORM1GNEU1DKEW527V90 759351885 76000.00000000 NS USD 1992720.00000000 0.546689616093 Long EP CORP US N 2 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A -3544000.00000000 NC -17379.75000000 -0.00476802002 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 3544000.00000000 CAD 2618793.39000000 USD 2022-12-16 -17379.75000000 N N N Dreyfus Treasury Securities Ca 549300U78VESCW509025 N/A 841561.29000000 NS USD 841561.29000000 0.230876800829 Long STIV RF US N 1 N N N DXP ENTERPRISES INC N/A N/A 971445.25910000 PA USD 920852.39000000 0.252629792227 Long LON CORP US N 2 2027-12-23 Variable 9.95000000 N N N N N N HORRY CNTY SC ARPT REVENUE N/A 44066MEB2 5000000.00000000 PA USD 5761448.50000000 1.580615474632 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 5368065.00000000 1.472693300622 Long DBT MUN US N 2 2028-02-15 Fixed 7.33400000 N N N N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAG1 2150000.00000000 PA USD 1714582.80000000 0.470384505948 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 476800.85000000 PA USD 465812.78000000 0.127792670254 Long LON CORP US N 3 2026-06-04 Variable 10.57000000 N N N N N N TULSA OK ARPTS IMPT TRUST N/A 899647TS0 3700000.00000000 PA USD 2575882.28000000 0.706676349289 Long DBT MUN US N 2 2045-06-01 Fixed 3.09900000 N N N N N N B RILEY FINANCIAL INC N/A 05580M702 560.00000000 NS USD 13932.80000000 0.003822371975 Long EP CORP US N 2 N N N THUNDERBIRD 2022-1 N/A N/A 4373398.70000000 PA USD 0.04000000 0.000000010973 Long ABS-O CORP US N 2 2037-03-01 Fixed 0.35000000 N N N N N N COAST CA CMNTY CLG DIST N/A 190335MB2 250000.00000000 PA USD 185238.53000000 0.050818971481 Long DBT MUN US N 2 2039-08-01 Fixed 2.98200000 N N N N N N Sonic Capital LLC N/A 83546DAQ1 1186000.00100000 PA USD 859024.54000000 0.235667728525 Long ABS-O CORP US N 2 2051-08-20 Fixed 2.63600000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YBE9 2450000.00000000 PA USD 1904723.00000000 0.522548218332 Long DBT CORP US N 2 2052-06-01 Fixed 4.00000000 N N N N N N SANTA ANA CA UNIF SCH DIST N/A 801155VL3 2245000.00000000 PA USD 2523586.54000000 0.692329357226 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 2304125.00000000 0.632121528203 Long ABS-O CORP KY N 2 2031-11-18 Floating 6.85800000 N N N N N N DETROIT MI CITY SCH DIST N/A 251130EC0 2640000.00000000 PA USD 2852171.78000000 0.782474555101 Long DBT MUN US N 2 2029-05-01 Fixed 6.64500000 N N N N N N Cascade Funding Mortgage Trust N/A 12530GAB4 500000.00000000 PA USD 421982.75000000 0.115768190009 Long ABS-MBS CORP US Y 2 2037-09-25 Variable 3.25000000 N N N N N N SELECTIVE INSURANCE GROU 549300R3WGJWLE40R258 816300503 20000.00000000 NS USD 344200.00000000 0.094429004506 Long EP CORP US N 2 N N N LASERAWAY INTERMEDIATE HOLDINGS II LLC N/A N/A 843625.00000000 PA USD 824643.44000000 0.226235500034 Long LON CORP US N 2 2027-10-14 Variable 9.76000000 N N N N N N Firstkey Homes Trust N/A 33767JBA9 250000.00000000 PA USD 216694.78000000 0.059448786627 Long ABS-O CORP US N 2 2037-10-19 Fixed 3.36600000 N N N N N N OHIOHEALTH CORP JGYGIL4QGKKPZU7C1D18 67777JAM0 300000.00000000 PA USD 218366.74000000 0.059907477848 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 871880.06580000 PA USD 855924.50000000 0.234817252955 Long LON CORP US N 3 2027-01-29 Variable 9.70000000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -1043446.25000000 PA USD -1043446.25000000 -0.28626261081 Short RA CORP US N 2 Reverse repurchase N 4.30000000 N/A 1000000.00000000 USD 1104700.00000000 USD N N N ENDO INTERNATIONAL PLC N/A N/A 592500.00000000 PA USD 469556.25000000 0.128819666609 Long LON CORP LU N 2 2028-03-27 Variable 13.00000000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -1107407.49000000 PA USD -1107407.49000000 -0.30380995602 Short RA CORP US N 2 Reverse repurchase N 4.30000000 N/A 1000000.00000000 USD 1177000.00000000 USD N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAA5 600000.00000000 PA USD 586586.74000000 0.160926211257 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 426469.20000000 0.116999018037 Long DBT MUN US N 2 2047-11-01 Fixed 3.89900000 N N N N N N HOME POINT CAPITAL INC 549300DQF6YN0E43PM71 43734LAA4 1329000.00000000 PA USD 800895.23000000 0.219720334929 Long DBT CORP US N 2 2026-02-01 Fixed 5.00000000 N N N N N N KKR CORE HOLDING COMPANY LLC N/A N/A 1572216.36000000 PA USD 1361963.87000000 0.373645823409 Long ABS-O CORP US N 3 2031-08-12 Fixed 4.00000000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -1106153.35000000 PA USD -1106153.35000000 -0.30346589096 Short RA CORP US N 2 Reverse repurchase N 4.30000000 N/A 2000000.00000000 USD 1242200.00000000 USD N N N BERKLEY (WR) CORPORATION SQOAGCLKBDWNVYV1OV80 084423870 96000.00000000 NS USD 1857600.00000000 0.509620333441 Long EP CORP US N 2 N N N UNIV OF ARKANSAS AR UNIV REVEN 549300FFADBQ3NEI2D96 914073BD2 250000.00000000 PA USD 186035.35000000 0.051037573804 Long DBT MUN US N 2 2041-12-01 Fixed 3.09700000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 1300000.00000000 PA USD 946804.96000000 0.259749708989 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N RENT-A-CENTER INC 529900QUHE15UQNCCJ63 76009NAL4 250000.00000000 PA USD 205625.00000000 0.056411865344 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 3315352.37000000 0.909545101354 Long DBT MUN US N 2 2040-11-01 Fixed 6.74200000 N N N N N N VERTICAL TOPCO SARL N/A N/A -80785.38400000 PA -5977.95000000 -0.00164001123 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 2764809.88000000 0.758507392844 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 -231442.28000000 PA USD -231442.28000000 -0.06349466618 Short RA CORP US N 2 Reverse repurchase N 3.95000000 N/A 300000.00000000 USD 256530.00000000 USD CDS N N N BRITISH TELECOMMUNICATIO 549300OWFMSO9NYV4H90 11102AAG6 1700000.00000000 PA USD 1372218.75000000 0.376459182240 Long DBT CORP GB N 2 2081-11-23 Variable 4.87500000 N N N N N N FT 1 INC 5493002GPK5LQJ7QPJ51 N/A 17838.00000000 NS USD 172.67000000 0.000047370878 Long EC CORP US N 3 N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187885 400.00000000 NS USD 10588.00000000 0.002904748110 Long EP CORP US N 2 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A -1745290.76000000 PA USD -1745290.76000000 -0.47880903265 Short RA CORP US N 2 Reverse repurchase N 4.00000000 N/A 2150000.00000000 USD 1714625.00000000 USD CDS N N N SITECORE HOLDING III A/S N/A N/A 370299.57930000 PA 382100.21000000 0.104826677663 Long LON CORP DK N 3 2026-03-12 Variable 7.99000000 N N Y N N N Nuveen Taxable Municipal Incom CGX4I2YMRMYU5022FW76 67074C103 471344.00000000 NS USD 7635772.80000000 2.094824009701 Long EC RF US N 1 N N N KING CNTY WA PUBLIC HOSP DIST N/A 494791TB2 1100000.00000000 PA USD 803719.40000000 0.220495127380 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 5528151.34000000 1.516611934327 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 548178.00000000 0.150389026241 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -1952776.60000000 PA USD -1952776.60000000 -0.53573140720 Short RA CORP US N 2 Reverse repurchase N 4.35000000 N/A 3000000.00000000 USD 2239800.00000000 USD N N N EQT VII NO1 LP N/A N/A 265778.93590000 PA USD 263169.07000000 0.072198702199 Long LON CORP US N 3 2026-03-12 Variable 10.27000000 N N N N N N CENTRL WA UNIV SYS REVENUE N/A 155839DK6 5000000.00000000 PA USD 5356405.50000000 1.469494593539 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 1188000.00000000 PA USD 1143450.00000000 0.313697981413 Long LON CORP US N 2 2028-06-23 Variable 8.39000000 N N N N N N MANTECA CA REDEV AGY SUCCESSOR N/A 56453RBL7 1400000.00000000 PA USD 1054128.46000000 0.289193204821 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 479787.81000000 0.131626627752 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 1507500.00000000 0.413572702768 Long EP CORP US N 2 N N N RXR Acquisition Corp N/A 74981W107 0.04000000 NS USD 0.40000000 0.000000109737 Long EC CORP US N 1 N N N BETH ISRAEL LAHEY HEALTH 549300QPZ5W3279DU141 08661UAB2 2500000.00000000 PA USD 1598817.30000000 0.438625002981 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 1086250.00000000 PA USD 1016328.09000000 0.278822922110 Long LON CORP US N 2 2028-01-17 Variable 7.87000000 N N N N N N COLORADO ST BLDG EXCELLENT SCH N/A 19668QDM4 2500000.00000000 PA USD 2709035.50000000 0.743206058793 Long DBT MUN US N 2 2028-03-15 Fixed 6.81700000 N N N N N N Sprite Limited N/A 85208UAA2 1136362.50000000 PA USD 974587.66000000 0.267371709871 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 799000.00000000 0.219200391052 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 3989890.28000000 1.094600137214 Long DBT MUN US N 2 2042-01-01 Fixed 3.29300000 N N N N N N FRASER MI PUBLIC SCHS DIST N/A 355514MD9 2010000.00000000 PA USD 2011895.63000000 0.551950323972 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 50473.69000000 0.013847124638 Long LON CORP CA N 3 2029-03-26 Variable 12.06000000 N N N N N N DATIX BIDCO LIMITED N/A N/A 700000.00000000 PA USD 685650.00000000 0.188103564612 Long LON CORP US N 3 2026-04-27 Variable 12.20000000 N N N N N N WESTCHESTER CNTY NY LOCAL DEV 549300KOSU8OC75V9238 95737TEK8 4550000.00000000 PA USD 3179030.40000000 0.872146066144 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 3732.07000000 0.001023868840 Long EC CORP KY N 3 N N N DYAL CAPITAL PARTNERS IV LP N/A N/A 350000.00000000 PA USD 264446.00000000 0.072549019539 Long DBT CORP US N 3 2041-02-22 Fixed 3.65000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 450000.00000000 PA USD 366750.00000000 0.100615448584 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 1326.00000000 0.000363779372 N/A DE US N 1 Blue Whale Acquisition Corp. N/A Call Purchased N/A Blue Whale Acquisition Corp. 7800.00000000 1.00000000 USD 2023-07-09 XXXX -33048.60000000 N N N RIVERSIDE CNTY CA REDEV SUCCES N/A 76913ALL5 250000.00000000 PA USD 216266.98000000 0.059331422512 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 872352.00000000 0.239324029456 Long DBT CORP US N 2 2052-02-02 Fixed 4.37500000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -3428966.96000000 PA USD -3428966.96000000 -0.94071451631 Short RA CORP US N 2 Reverse repurchase N 4.35000000 N/A 3600000.00000000 USD 3775320.00000000 USD N N N VB-S1 Issuer LLC N/A 91823AAY7 5000000.00000000 PA USD 4213110.50000000 1.155839135355 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 596336.60000000 0.163601021175 Long DBT CORP AU N 2 N/A Variable 5.87500000 N N N N N N ENDO LUX FIN CO I SARL N/A 29280BAA3 350000.00000000 PA USD 262090.50000000 0.071902803618 Long DBT CORP LU N 2 2029-04-01 Fixed 6.12500000 Y N N N N N IMAGEFIRST HOLDINGS LLC N/A N/A 592833.33780000 PA USD 556522.30000000 0.152678230024 Long LON CORP US N 2 2028-04-27 Variable 8.17000000 N N N N N N KRONOS ACQ / KIK CUSTOM N/A 50106GAF9 260000.00000000 PA USD 215800.00000000 0.059203309623 Long DBT CORP US N 2 2027-12-31 Fixed 7.00000000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -1503907.95000000 PA USD -1503907.95000000 -0.41258724749 Short RA CORP US N 2 Reverse repurchase N 4.24000000 2023-01-17 2161000.00000000 USD 1679961.40000000 USD CDS N N N Nuveen California Quality Muni 549300ZT6V9X5U9BHR46 67066Y105 482736.00000000 NS USD 5440434.72000000 1.492547456973 Long EC RF US N 1 N N N WISCONSIN ST 549300VTAT608CNZ5827 97705MSH9 1650000.00000000 PA USD 1092615.15000000 0.299751774906 Long DBT MUN US N 2 2042-05-01 Fixed 2.48500000 N N N N N N ALCOA NEDERLAND HOLDING 5493000UL1QLQLT1VQ42 013822AG6 1100000.00000000 PA USD 963941.00000000 0.264450868775 Long DBT CORP NL N 2 2029-03-31 Fixed 4.12500000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAD7 100000.00000000 PA USD 101390.00000000 0.027815679160 Long DBT CORP US N 2 2024-06-30 Fixed 7.00000000 N N N N N N SAN JOSE CA ARPT REVENUE N/A 798136YP6 70000.00000000 PA USD 50648.19000000 0.013894997564 Long DBT MUN US N 2 2041-03-01 Fixed 3.29000000 N N N N N N ARCONIC CORP 549300B4YFWH3U74B152 03966VAB3 162000.00000000 PA USD 159558.73000000 0.043773887374 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 -98850.57510000 PA USD -2319.04000000 -0.00063621336 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 700936.32000000 0.192297265891 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 275838.50000000 0.075674476930 Long DBT CORP FR N 2 2029-07-15 Fixed 5.12500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -2550303.90000000 PA USD -2550303.90000000 -0.69965908909 Short RA CORP US N 2 Reverse repurchase N 4.35000000 N/A 3000000.00000000 USD 2737500.00000000 USD N N N QUIRCH FOODS HOLDINGS LLC N/A N/A 1229238.67240000 PA USD 1140118.87000000 0.312784107823 Long LON CORP US N 3 2027-10-27 Variable 8.74000000 N N N N N N WASHINGTON ST CONVENTION CENTE N/A 93976AAH5 4780000.00000000 PA USD 5062139.02000000 1.388764521587 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 3268114.00000000 0.896585565463 Long DBT CORP CA N 3 N/A Variable 6.00000000 N N N N N N ARTERA SERVICES LLC 549300J2G34D0WX8Z443 73939VAA2 1050000.00000000 PA USD 873537.00000000 0.239649126407 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 357547.05000000 0.098090679824 Long DBT CORP US N 2 2025-05-01 Fixed 6.87500000 N N N N N N TLWND 2019-1 N/A 87404LAA0 2648343.60540000 PA USD 2186326.82000000 0.599804372857 Long ABS-O CORP US N 2 2044-12-15 Variable 3.96700000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 N/A -1325749.38000000 PA USD -1325749.38000000 -0.36371061643 Short RA CORP US N 2 Reverse repurchase N 4.35000000 N/A 2400000.00000000 USD 1589760.00000000 USD N N N TARRANT CNTY TX CULTURAL EDU F 549300ROY505NVTMMI25 87638QRJ0 8000000.00000000 PA USD 5467249.60000000 1.499903942808 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 2448214.20000000 0.671651451841 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 302130.19920000 PA USD 299163.38000000 0.082073504236 Long LON CORP DK N 3 2026-03-12 Variable 10.27000000 N N N N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 33616C696 53250.00000000 NS USD 990450.00000000 0.271723438446 Long EP CORP US N 2 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -1630362.99000000 PA USD -1630362.99000000 -0.44727935540 Short RA CORP US N 2 Reverse repurchase N 4.10000000 N/A 1760000.00000000 USD 1229712.00000000 USD N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BS2 1250000.00000000 PA USD 908460.50000000 0.249230158768 Long DBT NUSS PA N 2 2063-01-19 Fixed 4.50000000 N N N N N N SYNDIGO LLC N/A N/A 1061792.00000000 PA USD 955612.80000000 0.262166081921 Long LON CORP US N 2 2027-12-15 Variable 8.40000000 N N N N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 N/A -45000.00000000 NC -397.82000000 -0.00010913929 N/A DFE US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 45000.00000000 GBP 53887.12000000 USD 2022-12-16 -397.82000000 N N N CYPRESS CA ELEM SCH DIST N/A 232723HV1 510000.00000000 PA USD 527643.40000000 0.144755493887 Long DBT MUN US N 2 2025-08-01 Fixed 6.65000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 N/A -293251.96000000 PA USD -293251.96000000 -0.08045174506 Short RA CORP US N 2 Reverse repurchase N 4.50000000 2023-01-17 356000.00000000 USD 324244.80000000 USD CDS N N N BMO Capital Markets Corp., New York Branch RUC0QBLBRPRCU4W1NE59 N/A -1001565.21000000 PA USD -1001565.21000000 -0.27477282315 Short RA CORP US N 2 Reverse repurchase N 4.20000000 N/A 1250000.00000000 USD 1069875.00000000 USD CDS N N N HILLSBOROUGH CA SCH DIST N/A 432272GG1 500000.00000000 PA USD 192361.95000000 0.052773234873 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 56643.84000000 PA USD 54448.89000000 0.014937694593 Long LON CORP US N 2 2026-03-10 Variable 8.69000000 N N N N N N COLICITY INC-A N/A 194170114 4004.00000000 NS USD 4.00000000 0.000001097373 N/A DE US N 1 Colicity Inc. N/A Call Purchased N/A Colicity Inc. 4004.00000000 11.50000000 USD 2027-12-31 XXXX -3852.66000000 N N N Freddie Mac Military Housing B 549300ZG8WH0M4JSUM77 35563CAY4 86937.44610000 PA USD 73717.30000000 0.020223856054 Long ABS-MBS USGSE US Y 2 2052-11-25 Variable 5.94100000 N N N N N N BlackRock Taxable Municipal Bo SNYX4R2CEK5Q5D25DZ39 09248X100 738712.00000000 NS USD 13858237.12000000 3.801916140185 Long EC RF US N 1 N N N NEW JERSEY ST EDUCTNL FACS AUT 549300UTOO4X537XXG70 6460667K0 3500000.00000000 PA USD 2725340.10000000 0.747679118488 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 240706.40050000 PA USD 238342.74000000 0.065387761968 Long LON CORP DK N 3 2026-03-12 Variable 10.27000000 N N N N N N MB2 DENTAL SOLUTIONS LLC N/A N/A 310966.07370000 PA USD 305275.34000000 0.083750280233 Long LON CORP US N 3 2027-01-29 Variable 9.70000000 N N N N N N OAKRIDGE MI PUBLIC SCHS N/A 673853GP6 1000000.00000000 PA USD 1001486.10000000 0.274751119842 Long DBT MUN US N 2 2026-05-01 Fixed 6.75000000 N N N N N N Whitehorse Ltd 549300UT33WDDDZEYN84 96525XAA9 502004.98700000 PA USD 468457.50000000 0.128518231779 Long ABS-O CORP KY N 2 2027-04-17 Floating 9.37900000 N Y N N N N OKLAHOMA ST UNIV AGRIC & MECH N/A 679191GZ3 150000.00000000 PA USD 119840.60000000 0.032877479829 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 1129874.99000000 PA USD 1052478.55000000 0.288740562872 Long LON CORP US N 2 2027-12-17 Variable 7.67000000 N N N N N N NATL LIFE INSURANCE-VRMT 0JRPR7R1EOV4Z2M47L22 636792AA1 900000.00000000 PA USD 1197940.04000000 0.328646965238 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 4540711.50000000 1.245714313464 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 205307.18000000 0.056324673519 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 489764.25000000 0.134363598402 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 493397.98780000 PA USD 481822.82000000 0.132184919351 Long LON CORP US N 3 2027-11-30 Variable 9.82000000 N N N N N N MB2 DENTAL SOLUTIONS LLC N/A N/A 325103.99790000 PA USD 319154.54000000 0.087557947402 Long LON CORP US N 3 2027-01-29 Variable 9.70000000 N N N N N N EAST SIDE CA UNION HIGH SCH DI 549300FHNKBG2V8ZLG85 275282QD6 7500000.00000000 PA USD 5599296.75000000 1.536130209288 Long DBT MUN US N 2 2042-08-01 Fixed 3.13000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A -37000.00000000 NC -619.22000000 -0.00016987893 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 37000.00000000 GBP 44015.06000000 USD 2022-12-16 -619.22000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 N/A -592509.62000000 PA USD -592509.62000000 -0.16255111440 Short RA CORP US N 2 Reverse repurchase N 4.05000000 N/A 850000.00000000 USD 721225.00000000 USD CDS N N N Whitehorse Ltd 549300GKZTMG24SVKU49 96524XAA0 508249.62290000 PA USD 464266.21000000 0.127368378954 Long ABS-O CORP KY N 2 2026-05-01 Floating 8.99000000 N Y N N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 644274AG7 575000.00000000 PA USD 529966.00000000 0.145392683910 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 3184417.92000000 0.873624096795 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 964215.34000000 0.264526132149 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBL7 2700000.00000000 PA USD 1582092.00000000 0.434036527010 Long DBT CORP US N 2 2061-02-01 Fixed 4.30000000 N N N N N N Imperial Fund LLC N/A 45276PAC0 2114036.34280000 PA USD 1861358.47000000 0.510651444948 Long ABS-MBS CORP US N 2 2067-03-25 Variable 4.20000000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -866687.46000000 PA USD -866687.46000000 -0.23777000019 Short RA CORP US N 2 Reverse repurchase N 4.30000000 N/A 1585000.00000000 USD 1051489.00000000 USD N N N STEWART INFORMATION SERV 529900TV1XI0PLKENU10 86038AAA0 1350000.00000000 PA USD 1046223.76000000 0.287024602404 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 -300.00000000 55.00000000 USD 2022-12-16 XXXX 3090.88000000 N N N ACROPOLIS INFRASTRUCTURE - A N/A 005029111 12600.00000000 NS USD 1709.82000000 0.000469077863 N/A DE US N 1 Acropolis Infrastructure Acquisition Corp. N/A Call Purchased N/A Acropolis Infrastructure Acquisition Corp. 12600.00000000 11.50000000 USD 2026-03-31 XXXX -8692.13000000 N N N DYAL CAPITAL PARTNERS IV LP N/A N/A 650000.00000000 PA USD 491114.00000000 0.134733893431 Long DBT CORP US N 3 2041-02-22 Fixed 3.65000000 N N N N N N VERTICAL TOPCO SARL N/A N/A 919214.61600000 PA 889894.39000000 0.244136668690 Long LON CORP DE N 3 2027-01-29 Variable 4.49000000 N N N N N N MADISON OH LOCAL SCH DIST RICH N/A 558090HQ2 2500000.00000000 PA USD 2503207.00000000 0.686738364563 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 -258099.77000000 PA USD -258099.77000000 -0.07080797310 Short RA CORP US N 2 Reverse repurchase N 3.95000000 N/A 350000.00000000 USD 275835.00000000 USD CDS N N N ZEPHYR BIDCO LTD N/A N/A 900000.00000000 PA 897884.14000000 0.246328604015 Long LON CORP GB N 2 2025-07-23 Variable 7.71000000 N N N N N N JONES DESLAURIERS INSURANCE MANAGEMENT INC N/A N/A 371233.32000000 PA 256044.87000000 0.070244224819 Long LON CORP CA N 2 2028-03-27 Variable 8.81000000 N N N N N N FT 1 INC 5493002GPK5LQJ7QPJ51 N/A 17838.00000000 NS USD 526.04000000 0.000144315611 Long EC CORP US N 3 N N N ITT HOLDINGS LLC 549300TH2PHOLK31LB42 45074JAA2 1250000.00000000 PA USD 1069814.54000000 0.293496577624 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N OAKLAND CA UNIF SCH DIST ALAME N/A 672325WR4 10000000.00000000 PA USD 10007255.00000000 2.745424542385 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 2565562.21000000 0.703845106010 Long EC RF US N 1 N N N SITECORE HOLDING III A/S N/A N/A 296239.66180000 PA 305680.17000000 0.083861342679 Long LON CORP DK N 3 2026-03-12 Variable 7.99000000 N N Y N N N MORENO VLY CA UNIF SCH DIST 549300G4WBO7HSZKUD51 616871MF3 2000000.00000000 PA USD 1577052.80000000 0.432654055658 Long DBT MUN US N 2 2044-08-01 Fixed 3.81900000 N N N N N N Firstkey Homes Trust N/A 33767JBE1 400000.00000000 PA USD 355339.92000000 0.097485168236 Long ABS-O CORP US N 2 2037-10-19 Fixed 4.50000000 N N N N N N JEFFERIES FIN LLC / JFIN N/A 47232MAF9 1500000.00000000 PA USD 1247565.00000000 0.342261246387 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 225000.00000000 0.061727269069 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 982763.11000000 0.269614590768 Long DBT CORP US N 2 2062-02-22 Fixed 4.40000000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -1311531.67000000 PA USD -1311531.67000000 -0.35981008127 Short RA CORP US N 2 Reverse repurchase N 4.30000000 N/A 1280000.00000000 USD 1374208.00000000 USD N N N Firstkey Homes Trust N/A 33767JBC5 400000.00000000 PA USD 351346.52000000 0.096389605230 Long ABS-O CORP US N 2 2037-10-19 Fixed 4.00000000 N N N N N N BMO Capital Markets Corp., New York Branch RUC0QBLBRPRCU4W1NE59 N/A -864758.21000000 PA USD -864758.21000000 -0.23724072315 Short RA CORP US N 2 Reverse repurchase N 4.63000000 2023-01-17 1450000.00000000 USD 1071550.00000000 USD CDS N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -1466016.89000000 PA USD -1466016.89000000 -0.40219208457 Short RA CORP US N 2 Reverse repurchase N 4.30000000 N/A 2110000.00000000 USD 1643057.00000000 USD N N N TUFTS MEDICAL CTR INC N/A 899042AC9 1500000.00000000 PA USD 1562225.42000000 0.428586261547 Long DBT CORP US N 2 2038-01-01 Fixed 7.00000000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -4853843.72000000 PA USD -4853843.72000000 -1.33162007701 Short RA CORP US N 2 Reverse repurchase N 3.60000000 N/A 8000000.00000000 USD 5467200.00000000 USD N N N MED CENTER MS EDUCTNL BLDG COR N/A 584556GW8 4500000.00000000 PA USD 3179819.70000000 0.872362605404 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 198670.91140000 PA USD 191717.43000000 0.052596415053 Long LON CORP US N 3 2028-11-22 Variable 8.57000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAC6 300000.00000000 PA USD 299250.00000000 0.082097267863 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 502644.00000000 0.137897073041 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 12113501.40000000 3.323259379099 Long DBT MUN US N 2 2040-11-01 Fixed 8.57200000 N N N N N N ARCELORMITTAL SA 2EULGUTUI56JI9SAL165 03938LBE3 900000.00000000 PA USD 907758.33000000 0.249037523050 Long DBT CORP LU N 2 2027-11-29 Fixed 6.55000000 N N N N N N OHIO EDISON CO N/A 677347CH7 950000.00000000 PA USD 957659.60000000 0.262727608029 Long DBT CORP US N 2 2033-01-15 Fixed 5.50000000 N N N N N N IP Lending LLC N/A 44988YAA7 1200000.00000000 PA USD 1113300.00000000 0.305426527358 Long DBT CORP KY N 3 2026-04-02 Fixed 5.12500000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -1437246.87000000 PA USD -1437246.87000000 -0.39429921895 Short RA CORP US N 2 Reverse repurchase N 4.30000000 N/A 2000000.00000000 USD 1570600.00000000 USD N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -1041263.49000000 PA USD -1041263.49000000 -0.28566378497 Short RA CORP US N 2 Reverse repurchase N 4.20000000 N/A 1200000.00000000 USD 875520.00000000 USD N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAG6 550000.00000000 PA USD 481596.26000000 0.132122764107 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 320000.00000000 0.087789893788 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 2626601.30000000 PA USD 2469005.22000000 0.677355331333 Long ABS-O CORP US N 3 2037-03-01 Fixed 5.50000000 N N N N N N MERLIN BUYER INC N/A N/A 746250.00000000 PA USD 697281.08000000 0.191294474855 Long LON CORP US N 2 2028-12-14 Variable 8.09000000 N N N N N N UPC BROADBAND FINCO BV 213800MNFBDEQRS6HZ22 90320BAA7 700000.00000000 PA USD 598580.50000000 0.164216620371 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 4431960.78900000 PA USD 0.04000000 0.000000010973 Long ABS-O CORP US N 2 2037-03-01 Fixed 0.35000000 N N N N N N HAMILTON PROJECTS ACQUIROR LLC N/A N/A 369790.83230000 PA USD 363297.31000000 0.099668225807 Long LON CORP US N 2 2027-06-17 Variable 8.17000000 N N N N N N BAYLOR COLLEGE OF MEDIC 5493006UKJHZXSM3H989 07284RAA0 600000.00000000 PA USD 584383.24000000 0.160321695535 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 1814198.00000000 0.497713280409 Long DBT MUN US N 2 2040-01-01 Fixed 2.78200000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AJ1 1100000.00000000 PA USD 1091657.97000000 0.299489178873 Long DBT CORP US N 2 2030-04-23 Fixed 5.75000000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -787068.43000000 PA USD -787068.43000000 -0.21592704335 Short RA CORP US N 2 Reverse repurchase N 4.25000000 N/A 1200000.00000000 USD 838080.00000000 USD N N N BMO Capital Markets Corp., New York Branch RUC0QBLBRPRCU4W1NE59 N/A -926252.26000000 PA USD -926252.26000000 -0.25411121102 Short RA CORP US N 2 Reverse repurchase N 4.08000000 N/A 900000.00000000 USD 917100.00000000 USD CDS N N N GARLAND TX ELEC UTILITY SYS RE N/A 366133SL1 2400000.00000000 PA USD 1589777.76000000 0.436145064679 Long DBT MUN US N 2 2051-03-01 Fixed 3.15000000 N N N N N N CITADEL SECURITIES LP N/A N/A 997468.35000000 PA USD 981259.49000000 0.269202082518 Long LON CORP US N 2 2028-02-02 Variable 6.70000000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -965062.36000000 PA USD -965062.36000000 -0.26475850651 Short RA CORP US N 2 Reverse repurchase N 4.30000000 N/A 1500000.00000000 USD 1048050.00000000 USD N N N HILLSBOROUGH CA SCH DIST N/A 432272GD8 1120000.00000000 PA USD 522020.02000000 0.143212756597 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 2995879.66000000 0.821899866107 Long DBT MUN US N 2 2042-08-01 Fixed 2.87000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903AY6 1300000.00000000 PA USD 983348.50000000 0.269775188662 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N SAN JOSE CA EVERGREEN CMNTY CL 5493006H31JIFYW6Z091 798189RS7 1500000.00000000 PA USD 1047611.40000000 0.287405292304 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 160703.60080000 PA USD 138071.71000000 0.037879064862 Long LON CORP US N 2 2028-05-25 Variable 8.98000000 N N N N N N BCP V MODULAR SERVICES FINANCE PLC N/A N/A 750000.00000000 PA 755018.39000000 0.207134325832 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 7149388.69000000 1.961387730459 Long DBT MUN US N 2 2037-11-15 Fixed 3.34400000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -913377.72000000 PA USD -913377.72000000 -0.25057916571 Short RA CORP US N 2 Reverse repurchase N 4.20000000 N/A 1100000.00000000 USD 866470.00000000 USD N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZX9 5400000.00000000 PA USD 5502534.44000000 1.509584106420 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AL1 1150000.00000000 PA USD 977165.33000000 0.268078876670 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 8819087.34000000 2.419458565278 Long DBT MUN US N 2 2030-01-15 Fixed 6.50000000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -2177766.41000000 PA USD -2177766.41000000 -0.59745588071 Short RA CORP US N 2 Reverse repurchase N 4.35000000 N/A 2105000.00000000 USD 2325393.50000000 USD N N N YAK HOLDING III LLC N/A N/A 851051.00000000 PA USD 127657.65000000 0.035022036046 Long LON CORP US N 2 2026-07-10 Variable 13.64000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 N/A -3129759.56000000 PA USD -3129759.56000000 -0.85862893548 Short RA CORP US N 2 Reverse repurchase N 4.80000000 2023-01-17 5400000.00000000 USD 3743040.00000000 USD CDS N N N JONES DESLAURIERS INSURANCE MANAGEMENT INC N/A N/A 750000.00000000 PA 504736.90000000 0.138471246381 Long LON CORP CA N 3 2029-03-26 Variable 12.06000000 N N N N N N LCPR SR SECURED FIN DAC 549300LE5FM8IKMXSP90 50201DAD5 1150000.00000000 PA USD 950519.51000000 0.260768771333 Long DBT CORP IE N 2 2029-07-15 Fixed 5.12500000 N N N N N N CEAMER FINANCE II LLC N/A N/A 1000000.00000000 PA USD 951940.00000000 0.261158473415 Long DBT CORP US N 3 2038-05-15 Fixed 6.92000000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -1078813.05000000 PA USD -1078813.05000000 -0.29596525961 Short RA CORP US N 2 Reverse repurchase N 4.30000000 N/A 1700000.00000000 USD 1187620.00000000 USD N N N MIDWEST VETERINARY PARTNERS LLC N/A N/A 1237500.00000000 PA USD 1150875.00000000 0.315734981292 Long LON CORP US N 3 2028-04-27 Variable 7.74000000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -1757429.36000000 PA USD -1757429.36000000 -0.48213917767 Short RA CORP US N 2 Reverse repurchase N 4.30000000 N/A 2700000.00000000 USD 2015820.00000000 USD N N N KEENAN FT DETRICK ENERGY N/A 487312AD2 1000000.00000000 PA USD 778051.30000000 0.213453253090 Long DBT CORP US N 3 2048-11-15 Fixed 4.16600000 N N N N N N THUNDERBIRD 2022-1 N/A N/A 2568039.21100000 PA USD 2413956.86000000 0.662253176091 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 -2881140.60000000 PA USD -2881140.60000000 -0.79042196019 Short RA CORP US N 2 Reverse repurchase N 4.15000000 N/A 3215000.00000000 USD 2132831.00000000 USD N N N Jol Air 549300TS4MUGCDXPW498 46651NAA2 978413.60070000 PA USD 797489.56000000 0.218786011780 Long ABS-O CORP KY N 2 2044-04-15 Fixed 3.96700000 N N N N N N OMNITRACS HOLDINGS LLC N/A N/A 1847099.99990000 PA USD 1684998.26000000 0.462268182122 Long LON CORP US N 3 2026-06-04 Variable 7.32000000 N N N N N N AASET 2021-2 Trust N/A 00258BAA2 471871.28570000 PA USD 368495.75000000 0.101094383606 Long ABS-O CORP US N 2 2047-01-15 Fixed 2.79800000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 038522AQ1 70000.00000000 PA USD 65461.90000000 0.017959041400 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 -454315.22000000 PA USD -454315.22000000 -0.12463839034 Short RA CORP US N 2 Reverse repurchase N 4.20000000 N/A 550000.00000000 USD 481580.00000000 USD CDS N N N DALLAS TX CONVENTION CENTER HO N/A 235417AA0 10020000.00000000 PA USD 11068991.80000000 3.036705045208 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 10832716.68000000 2.971884521178 Long DBT MUN US N 2 2030-09-01 Fixed 5.99500000 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452152GS4 4642857.14000000 PA USD 4928697.89000000 1.352155825869 Long DBT MUN US N 2 2035-07-01 Fixed 7.35000000 N N N N N N ARDIAN SAS N/A N/A 646750.00000000 PA USD 588542.50000000 0.161462761140 Long LON CORP US N 2 2028-10-18 Variable 9.07000000 N N N N N N LUMEN TECHNOLOGIES INC OKXQCBALRQBU7RU5WQ22 N/A 1000000.00000000 PA USD 950310.00000000 0.260711293643 Long LON CORP US N 2 2027-03-01 Variable 5.82000000 N N N N N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N/A -2758000.00000000 NC -196562.62000000 -0.05392566103 N/A DFE US N 2 JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 2758000.00000000 GBP 3130501.00000000 USD 2022-12-16 -196562.62000000 N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -1784293.08000000 PA USD -1784293.08000000 -0.48950906243 Short RA CORP US N 2 Reverse repurchase N 4.30000000 N/A 1710000.00000000 USD 1889037.00000000 USD N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 91153LAA5 1100000.00000000 PA USD 1019304.00000000 0.279639343431 Long DBT CORP US N 2 2025-11-15 Fixed 5.50000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -2132459.69000000 PA USD -2132459.69000000 -0.58502628029 Short RA CORP US N 2 Reverse repurchase N 4.22000000 N/A 2800000.00000000 USD 2016280.00000000 USD N N N WABASH NATIONAL CORP 5299004ZAWHQZI5XO485 929566AL1 500000.00000000 PA USD 422789.38000000 0.115989483640 Long DBT CORP US N 2 2028-10-15 Fixed 4.50000000 N N N N N N LBJ INFRASTRUCTURE GROUP 254900DEJSU2OQFZWQ97 50203UAA1 1500000.00000000 PA USD 964419.00000000 0.264582004929 Long DBT CORP US N 2 2057-12-31 Fixed 3.79700000 N N N N N N RXR ACQUISITION CORP- CL A N/A 74981W115 16686.00000000 NS USD 83.43000000 0.000022888471 N/A DE US N 1 RXR Acquisition Corp. N/A Call Purchased N/A RXR Acquisition Corp. 16686.00000000 11.50000000 USD 2026-03-08 XXXX -14218.67000000 N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AM7 1150000.00000000 PA USD 906906.94000000 0.248803949808 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 1154251.54380000 PA USD 815351.75000000 0.223686386039 Long LON CORP US N 2 2028-03-02 Variable 7.61000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -3888514.68000000 PA USD -3888514.68000000 -1.06678840859 Short RA CORP US N 2 Reverse repurchase N 4.25000000 N/A 4500000.00000000 USD 2913750.00000000 USD N N N EISNER ADVISORY GROUP N/A N/A 299855.27980000 PA USD 281863.96000000 0.077327522222 Long LON CORP US N 2 2028-07-28 Variable 9.45000000 N N N N N N MIRABELA NICKEL LTD N/A N/A 96316.00000000 PA USD 1926.32000000 0.000528473213 Long DBT CORP AU Y 3 2019-06-24 Variable 9.50000000 Y N N N N N FIRST BRANDS GROUP LLC N/A N/A 1132750.00000000 PA USD 1091212.06000000 0.299366846400 Long LON CORP US N 2 2027-03-30 Variable 8.37000000 N N N N N N CELTIC INTERMEDIATE CORP N/A N/A 30000.00000000 PA USD 21191.70000000 0.005813803413 Long LON CORP US N 2 2028-03-02 Variable 7.43000000 N N N N N N ACCIDENT FUND INS CO AM 2549009NUX96RJZ6DQ30 00452AAA8 1750000.00000000 PA USD 1761621.65000000 0.483289304840 Long DBT CORP US N 2 2032-08-01 Fixed 8.50000000 N N N N N N Invesco Trust for Investment G V0VF67S6NRLBDK357F71 46131M106 382286.00000000 NS USD 3918431.50000000 1.074995891256 Long EC RF US N 1 N N N Freddie Mac Military Housing B 549300ZG8WH0M4JSUM77 35563CAB4 6895814.37860000 PA USD 490319.99000000 0.134516062013 Long ABS-MBS USGSE US N 2 2055-11-25 Variable 0.70000000 N N N N N N MCGRAW-HILL EDUCATION N/A 57767XAB6 850000.00000000 PA USD 721242.00000000 0.197867995549 Long DBT CORP US N 2 2029-08-01 Fixed 8.00000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAQ6 1150000.00000000 PA USD 891090.17000000 0.244464723063 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 16073.66000000 0.004409702825 Long EC CORP US N 1 N N N SAN ANTONIO TX ELEC & GAS REVE 5493002G2FEH20Q4GQ04 79625GDG5 6800000.00000000 PA USD 5050718.36000000 1.385631338686 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 4439415.70000000 1.217924477454 Long EC RF US N 1 N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -390521.74000000 PA USD -390521.74000000 -0.10713706898 Short RA CORP US N 2 Reverse repurchase N 4.20000000 N/A 550000.00000000 USD 494750.00000000 USD CDS N N N GINKGO BIOWORKS HOLDINGS INC N/A 37611X118 9372.00000000 NS USD 2811.60000000 0.000771343954 N/A DE US N 1 Ginkgo Bioworks Holding, Inc. N/A Call Purchased N/A Ginkgo Bioworks Holding, Inc. 9372.00000000 11.50000000 USD 2026-08-01 XXXX -18891.60000000 N N N DOYLESTOWN PA HOSP AUTH N/A 261333FS2 175000.00000000 PA USD 165102.88000000 0.045294888435 Long DBT MUN US N 2 2024-07-01 Fixed 3.95000000 N N N N N N FLUTTER ENTERTAINMENT PLC N/A N/A 1000000.00000000 PA USD 991940.00000000 0.272132210138 Long LON CORP NL N 2 2028-07-24 Variable 6.78000000 N N N N N N MASSACHUSETTS ST DEV FIN AGY R 549300UZSVMFXJK08K70 57584YD30 2250000.00000000 PA USD 1480160.03000000 0.406072161948 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 2546600.00000000 0.698642948504 Long EP CORP US N 2 N N N OMNITRACS HOLDINGS LLC N/A N/A -502900.00010000 PA USD -44134.57000000 -0.01210802878 Short LON CORP US N 3 2026-06-04 Variable 0.96519000 N N N N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -835649.78000000 PA USD -835649.78000000 -0.22925501697 Short RA CORP US N 2 Reverse repurchase N 4.30000000 N/A 1260000.00000000 USD 880236.00000000 USD N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DP7 2000000.00000000 PA USD 2033170.00000000 0.557786807355 Long DBT CORP US N 2 2027-11-15 Fixed 7.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 4000000.00000000 PA USD 3773816.40000000 1.035321690415 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A -2588400.68000000 PA USD -2588400.68000000 -0.71011068993 Short RA CORP US N 2 Reverse repurchase N 4.05000000 N/A 2950000.00000000 USD 2912195.00000000 USD CDS N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -8153138.13000000 PA USD -8153138.13000000 -2.23675978273 Short RA CORP US N 2 Reverse repurchase N 4.64000000 2023-01-17 11005000.00000000 USD 9989381.90000000 USD N N N CALIFORNIA PUBLIC FIN AUTH REV N/A 13057EEK6 4800000.00000000 PA USD 3095599.68000000 0.849257397245 Long DBT MUN US N 2 2043-10-15 Fixed 3.27100000 N N N N N N ASTON FINCO SARL N/A N/A 790030.00000000 PA 883420.13000000 0.242360498072 Long LON CORP LU N 3 2026-10-09 Variable 7.70000000 N N N N N N ARMOR PARENT CORP 549300MC6XO5P96H8E79 N/A 828358.34030000 PA USD 702331.90000000 0.192680134078 Long LON CORP US N 2 2023-11-17 Variable 8.92000000 N N N N N N Start Ltd. 549300VIQYFIDJQCKZ43 85572RAA7 980615.70870000 PA USD 781933.16000000 0.214518215831 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 784674.00000000 0.215270147245 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 7680688.01000000 2.107146201936 Long DBT MUN US N 2 2029-09-01 Fixed 6.85000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -808141.78000000 PA USD -808141.78000000 -0.22170837822 Short RA CORP US N 2 Reverse repurchase N 4.15000000 N/A 800000.00000000 USD 730000.00000000 USD N N N JBS USA/FOOD/FINANCE N/A 46590XAH9 1050000.00000000 PA USD 1017166.50000000 0.279052934375 Long DBT CORP US N 2 2033-04-01 Fixed 5.75000000 N N N N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 775109BZ3 1150000.00000000 PA USD 968207.71000000 0.265621412581 Long DBT CORP CA N 2 2042-03-15 Fixed 4.50000000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 556079AD3 1200000.00000000 PA USD 863659.93000000 0.236939417262 Long DBT CORP AU N 2 2036-03-03 Variable 3.05200000 N N N N N N SK INVICTUS INTERMEDIATE N/A 29977LAA9 700000.00000000 PA USD 560000.00000000 0.153632314129 Long DBT CORP LU N 2 2029-10-30 Fixed 5.00000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A -1300557.00000000 PA USD -1300557.00000000 -0.35679925279 Short RA CORP US N 2 Reverse repurchase N 4.30000000 N/A 1500000.00000000 USD 1094400.00000000 USD N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 N/A -986056.70000000 PA USD -986056.70000000 -0.27051816550 Short RA CORP US N 2 Reverse repurchase N 4.30000000 N/A 945000.00000000 USD 1043941.50000000 USD N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 N/A -1165487.23000000 PA USD -1165487.23000000 -0.31974375041 Short RA CORP FR N 2 Reverse repurchase N 4.54000000 2023-01-17 1675000.00000000 USD 1460357.50000000 USD CDS N N N BP HOLDCO LLC N/A N/A 15619.00000000 NS USD 9471.21000000 0.002598364124 Long EC CORP US N 3 N N N 2022-12-30 Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust Jim Howley Jim Howley CFO