0001752724-25-181845.txt : 20250729
0001752724-25-181845.hdr.sgml : 20250729
20250729115709
ACCESSION NUMBER: 0001752724-25-181845
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20250531
FILED AS OF DATE: 20250729
DATE AS OF CHANGE: 20250729
PERIOD START: 20250531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust
CENTRAL INDEX KEY: 0001495825
ORGANIZATION NAME:
EIN: 000000000
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22437
FILM NUMBER: 251159415
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
2025-05-31
2025-05-31
N
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0.00000000
0.00000000
0.00000000
143948290.44000000
0.00000000
0.00000000
0.00000000
250000.00000000
0.00000000
0.00000000
234713.14000000
CAD
EUR
GBP
USD
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Portfolio (ExDerivative)
N/A
LGENERGYSOLUTION
988400QX6P286XA6ZS85
LG Energy Solution Ltd.
50205MAG4
800000.00000000
PA
USD
793159.78000000
0.198234285188
Long
DBT
CORP
KR
N
2
2030-04-02
Fixed
5.37500000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-4087658.89000000
PA
USD
-4087658.89000000
-1.02162787194
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.65000000
N/A
5250000.00000000
USD
3977925.00000000
USD
N
N
N
Altde Trust
N/A
ALTDE Trust
00166NAA7
393825.73420000
PA
USD
395024.19000000
0.098728326765
Long
ABS-O
CORP
US
N
2
2050-08-15
Fixed
5.90000000
N
N
N
N
N
N
WASHINGTON ST UNIV
N/A
Washington State University, Housing and Dining System Revenue Bonds, Taxable Build America Bonds
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3325000.00000000
PA
USD
3559873.35000000
0.889718524178
Long
DBT
MUN
US
N
2
2032-04-01
Fixed
7.09900000
N
N
N
N
N
N
HV EIGHT LLC
54930017K50RHBRFUJ56
HV Eight LLC
N/A
1404170.43200000
PA
1591343.97000000
0.397724320290
Long
ABS-O
CORP
US
N
3
2027-12-31
Variable
7.48000000
N
N
N
N
N
N
Capital Automotive Reit
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CARS-DB4, LP
12510HAJ9
500000.00000000
PA
USD
447657.30000000
0.111882910748
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.95000000
N
N
N
N
N
N
STOLTHAVEN HOUSTON INC
549300HOCLTLXOR6FB90
Stolthaven Houston, Inc.
N/A
396000.00000000
PA
USD
388508.58000000
0.097099881496
Long
DBT
CORP
US
N
3
2034-07-17
Fixed
5.98000000
N
N
N
N
N
N
PS HOLDINGS INDEPENDENT VOTING COMPANY LTD
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
N/A
2100000.00000000
PA
USD
1799488.26000000
0.449745786311
Long
DBT
CORP
GG
N
2
2031-10-01
Fixed
3.25000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BM8
250000.00000000
PA
USD
247420.53000000
0.061837769819
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
11.25000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-934183.66000000
PA
USD
-934183.66000000
-0.23348035886
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
N/A
950000.00000000
USD
957315.00000000
USD
CDS
N
N
N
SAN JOSE CA ARPT REVENUE
N/A
Norman Y Mineta San Jose International Airport SJC Revenue Bonds
798136YN1
250000.00000000
PA
USD
189982.13000000
0.047482200546
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
City of Austin Texas Rental Car Special Facility Revenue Bonds
052451BH3
2200000.00000000
PA
USD
1547416.20000000
0.386745460412
Long
DBT
MUN
US
N
2
2042-11-15
Fixed
2.85800000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto Issuer LLC
30338WAE9
600000.00000000
PA
USD
592393.50000000
0.148056803917
Long
ABS-O
CORP
US
N
2
2039-10-19
Floating
6.96900000
N
N
N
N
N
N
DETROIT MI CITY SCH DIST
N/A
Detroit City School District General Obligation Unlimited
2511295D0
2400000.00000000
PA
USD
2738682.72000000
0.684478493548
Long
DBT
MUN
US
N
2
2039-05-01
Fixed
7.74700000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAE8
990000.00000000
PA
USD
972253.85000000
0.242995234802
Long
ABS-O
CORP
US
N
2
2049-06-05
Fixed
4.72300000
N
N
N
N
N
N
VFH PARENT / VALOR CO
N/A
VFH Parent LLC / Valor Company-Issuer, Inc.
91824YAA6
400000.00000000
PA
USD
417037.20000000
0.104230034507
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
7.50000000
N
N
N
N
N
N
GoldenTree Loan Management US
549300CQMHYJ3DLMP206
GoldenTree Loan Management US CLO 1 Ltd.
38138JAW3
800000.00000000
PA
USD
805282.24000000
0.201264049497
Long
ABS-O
CORP
KY
N
2
2037-04-20
Floating
7.62000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAK4
9073815.63510000
PA
USD
519466.87000000
0.129830264027
Long
ABS-MBS
USGSE
US
N
2
2052-10-25
Variable
0.70000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-888415.65000000
PA
USD
-888415.65000000
-0.22204156812
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
N/A
900000.00000000
USD
917100.00000000
USD
CDS
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAD3
750000.00000000
PA
USD
797884.50000000
0.199415133632
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
9.87500000
N
N
N
N
N
N
FORTITUDE GROUP HOLDINGS
2549006R9ZUL08JFIH12
Fortitude Group Holdings LLC
34966XAA6
250000.00000000
PA
USD
253112.65000000
0.063260400376
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.25000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCA1
1100000.00000000
PA
USD
786630.92000000
0.196602528350
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy, Inc.
12662PAD0
125000.00000000
PA
USD
119001.93000000
0.029742131566
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.75000000
N
N
N
N
N
N
ENCORE CAPITAL GROUP INC
5493000UVC6H49CIH830
Encore Capital Group, Inc.
292554AR3
450000.00000000
PA
USD
477007.09000000
0.119218298633
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
8.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
48128AAJ2
1000000.00000000
NS
USD
1013539.03000000
0.253313632623
Long
EP
CORP
US
N
2
N
N
N
SAINT PAUL MN SALES TAX REVENU
N/A
City of State Paul Minnesota Sales & Use Tax Revenue Tax Allocation
79307TDB3
250000.00000000
PA
USD
222039.40000000
0.055494268434
Long
DBT
MUN
US
N
2
2035-11-01
Fixed
3.88700000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1247231.00000000
PA
USD
-1247231.00000000
-0.31172022584
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
2096000.00000000
USD
1261582.40000000
USD
N
N
N
CAPSTONE ACQUISITION HOLDINGS INC
N/A
Capstone Acquisition Holdings, Inc.
N/A
920157.91740000
PA
USD
915617.13000000
0.228840029271
Long
LON
CORP
US
N
3
2029-11-12
Variable
8.93000000
N
N
N
N
N
N
SANTA ANA CA UNIF SCH DIST
N/A
Santa Ana Unified School District, California, General Obligation Bonds, Federal Taxable Build Ameri
801155VM1
7785000.00000000
PA
USD
8637779.02000000
2.158838600777
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
7.10000000
N
N
N
N
N
N
GrafTech Finance, Inc.
N/A
GrafTech Finance, Inc.
N/A
-180602.40000000
PA
USD
-1240.74000000
-0.00031009793
Short
LON
CORP
US
N
3
2029-11-04
Variable
3.75000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-914987.35000000
PA
USD
-914987.35000000
-0.22868262846
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
900000.00000000
USD
918630.00000000
USD
CDS
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-406089.90000000
PA
USD
-406089.90000000
-0.10149397773
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
500000.00000000
USD
416750.00000000
USD
CDS
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113AV1
200000.00000000
PA
USD
207043.47000000
0.051746338270
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.95000000
N
N
N
N
N
N
OHA Credit Partners Ltd
549300LXLBAFTIMXZT54
OHA Credit Partners VII Ltd.
67102UAK5
300000.00000000
PA
USD
295092.54000000
0.073752426946
Long
ABS-O
CORP
KY
N
2
2038-02-20
Floating
8.82200000
N
N
N
N
N
N
FR REFUEL LLC
549300Y6GW0LGV84NW77
FR Refuel LLC
N/A
1264403.02910000
PA
USD
1245436.98000000
0.311271846736
Long
LON
CORP
US
N
2
2028-11-08
Variable
9.19000000
N
N
N
N
N
N
SITECORE HOLDING II A/S
213800M9GGJ3GNKQOC39
Sitecore Holding III A/S
N/A
982406.09930000
PA
USD
975445.99000000
0.243793045794
Long
LON
CORP
DK
N
3
2029-03-12
Variable
5.86000000
N
N
Y
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C746
31650.00000000
NS
USD
6.33000000
0.000001582055
Long
EP
CORP
US
N
2
N
N
N
HAH GROUP HOLDING CO LLC
254900FFJQHW9R90FL74
HAH Group Holding Co. LLC
N/A
950808.30200000
PA
USD
930451.50000000
0.232547580772
Long
LON
CORP
US
N
2
2031-09-24
Variable
9.33000000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-1011926.35000000
PA
USD
-1011926.35000000
-0.25291057579
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.70000000
N/A
1100000.00000000
USD
1098130.00000000
USD
CDS
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-360381.18000000
PA
USD
-360381.18000000
-0.09007000533
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
450000.00000000
USD
477000.00000000
USD
CDS
N
N
N
GREENSAIF PIPELINES BIDC
549300YWDGUXPB8GRP47
Greensaif Pipelines Bidco SARL
39541EAC7
200000.00000000
PA
USD
203990.25000000
0.050983247529
Long
DBT
CORP
LU
N
2
2042-02-23
Fixed
6.51000000
N
N
N
N
N
N
CENTRL WA UNIV SYS REVENUE
N/A
Central Washington University Revenue Bonds
155839DL4
5000000.00000000
PA
USD
5412462.00000000
1.352735681682
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
6.95000000
N
N
N
N
N
N
BLUE OWL GP STAKES III
N/A
Dyal Capital Partners III (A), LP
N/A
560000.00000000
PA
USD
556200.94000000
0.139011203722
Long
DBT
CORP
US
N
3
2044-06-15
Fixed
6.55000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale
N/A
-362434.66000000
PA
USD
-362434.66000000
-0.09058323122
Short
RA
CORP
FR
N
2
Reverse repurchase
N
4.63000000
N/A
457000.00000000
USD
416692.60000000
USD
CDS
N
N
N
PORT AUTH OF NEW YORK & NEW JE
54930006MR4KZ4W74Z83
Port Authority of New York & New Jersey Revenue Bonds
73358XDP4
5000000.00000000
PA
USD
3489841.00000000
0.872215351183
Long
DBT
MUN
US
N
2
2051-02-15
Fixed
3.13900000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAC9
650000.00000000
PA
USD
554632.70000000
0.138619253773
Long
DBT
CORP
BM
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-765904.44000000
PA
USD
-765904.44000000
-0.19142236282
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
750000.00000000
USD
772275.00000000
USD
CDS
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AH2
200000.00000000
PA
USD
183086.08000000
0.045758671975
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.62500000
N
N
N
N
N
N
Elmwood CLO 16 Ltd
N/A
Elmwood CLO 16 Ltd.
29003DAE7
100000.00000000
PA
USD
100392.18000000
0.025091000001
Long
ABS-O
CORP
KY
N
2
2037-04-20
Floating
11.02000000
N
N
N
N
N
N
OBRA CAPITAL INC
2549001PDYPC4244EX25
Obra Longevity
N/A
1950000.00000000
PA
USD
1902710.69000000
0.475544150200
Long
ABS-O
CORP
US
N
3
2039-06-30
Fixed
8.47800000
N
N
N
N
N
N
ILLINOIS ST HSG DEV AUTH REVEN
54930053Z6M9JVHBQZ16
Illinois Housing Development Authority Revenue Bonds
45203MYF2
2000000.00000000
PA
USD
1994502.60000000
0.498485686223
Long
DBT
MUN
US
N
2
2049-10-01
Fixed
6.10100000
N
N
N
N
N
N
SUPERIOR PLUS/GEN PRTNR
N/A
Superior Plus Limited Partnership / Superior General Partner, Inc.
86828LAC6
250000.00000000
PA
USD
237667.28000000
0.059400141751
Long
DBT
CORP
CA
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
GC TWO HOLDINGS INC
549300NV2T8A33L0PQ58
Aretec Group, Inc.
N/A
847875.00000000
PA
USD
846331.87000000
0.211523576349
Long
LON
CORP
US
N
2
2030-08-09
Variable
7.83000000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-10549142.46000000
PA
USD
-10549142.46000000
-2.63654533127
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.60000000
N/A
10330000.00000000
USD
10810345.00000000
USD
N
N
N
PARTNERRE LTD
7LLHQS68KCIGNZBR7918
PartnerRe Ltd.
EP0597732
46000.00000000
NS
USD
786968.00000000
0.196686774695
Long
EP
CORP
BM
N
2
N
N
N
HORACE MANN EDUCATORS CO
254900G5YAV3A2YK8T32
Horace Mann Educators Corp.
440327AL8
900000.00000000
PA
USD
960988.85000000
0.240179775321
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
7.25000000
N
N
N
N
N
N
MAPLE GROVE FUNDING TR I
N/A
Maple Grove Funding Trust I
565130AA9
2500000.00000000
PA
USD
1668948.63000000
0.417120039400
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
4.16100000
N
N
N
N
N
N
Elmwood CLO VI Ltd.
N/A
Elmwood CLO VI Ltd.
29001WAJ6
250000.00000000
PA
USD
248230.83000000
0.062040287956
Long
ABS-O
CORP
KY
N
2
2037-07-18
Floating
10.17000000
N
N
N
N
N
N
PMH SPV - C LLC
N/A
Project Onyx II
N/A
285431.07290000
PA
USD
284750.31000000
0.071167595210
Long
ABS-O
CORP
US
N
3
2027-01-26
Variable
7.10500000
N
N
N
N
N
N
Cerberus
635400FRD1HEGKSHCI69
Cerberus Loan Funding XL LLC
15675AAE9
750000.00000000
PA
USD
749491.95000000
0.187320392069
Long
ABS-O
CORP
US
N
2
2035-03-22
Floating
8.65600000
N
N
N
N
N
N
FOND DU LAC CNTY WI REVENUE
N/A
County of Fond Du Lac Wisconsin Revenue Bonds
34446ACA4
200000.00000000
PA
USD
189958.72000000
0.047476349689
Long
DBT
MUN
US
N
2
2054-05-01
Fixed
6.20100000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners Limited Partnership / Targa Resources Partners Finance Corp.
87612BBS0
1000000.00000000
PA
USD
975219.99000000
0.243736561653
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
GREENSAIF PIPELINES BIDC
549300YWDGUXPB8GRP47
Greensaif Pipelines Bidco SARL
39541EAE3
300000.00000000
PA
USD
294978.30000000
0.073723874963
Long
DBT
CORP
LU
N
2
2042-08-23
Fixed
6.10300000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning, Inc.
219350BF1
1200000.00000000
PA
USD
915860.08000000
0.228900749722
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.37500000
N
N
N
N
N
N
CHICAGO IL WSTWTR TRANSMISSION
N/A
Chicago, Illinois, Second Lien Wastewater Transmission Revenue Project Bonds, Taxable Build America
167727SW7
5100000.00000000
PA
USD
5538861.12000000
1.384326591652
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
6.90000000
N
N
N
N
N
N
WELLS FARGO BANK OT NATIONAL A
549300HWFOZXPKGOX654
District of Columbia Revenue Bonds
94985XAF6
1200000.00000000
PA
USD
1313574.30000000
0.328301395215
Long
DBT
MUN
US
N
2
2047-09-01
Fixed
6.73400000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-589111.62000000
PA
USD
-589111.62000000
-0.14723656422
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
550000.00000000
USD
564410.00000000
USD
CDS
N
N
N
Switch ABS Issuer, LLC
N/A
Switch ABS Issuer LLC
871044AL7
500000.00000000
PA
USD
487467.80000000
0.121832742055
Long
ABS-O
CORP
US
N
2
2055-03-25
Fixed
5.03600000
N
N
N
N
N
N
TEXAS ST DEPT OF HSG & CMNTY A
549300J3RRLLZZN4WP77
Texas Department of Housing & Community Affairs Revenue Bonds
882750K84
250000.00000000
PA
USD
245884.00000000
0.061453745144
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
6.04700000
N
N
N
N
N
N
INGENOVIS HEALTH INC
N/A
CCRR Parent, Inc.
N/A
636683.94000000
PA
USD
284387.62000000
0.071076948161
Long
LON
CORP
US
N
2
2028-03-06
Variable
8.70000000
N
N
N
N
N
N
CALIFORNIA STWD CMNTYS DEV AUT
549300KTNI2GCJNX2U48
California Statewide Communities Development Authority Revenue Bonds
13080SL93
3395000.00000000
PA
USD
3542165.10000000
0.885292704351
Long
DBT
MUN
US
N
2
2047-08-15
Fixed
7.14000000
N
N
N
N
N
N
TOWD POINT REVOLVING TRUST TPRT_24-A
N/A
Top Pressure Recovery Turbines
N/A
890977.13660000
PA
USD
891868.11000000
0.222904440853
Long
ABS-MBS
CORP
US
N
2
2069-11-01
Fixed
7.51100000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-1838463.87000000
PA
USD
-1838463.87000000
-0.45948695370
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
N/A
2650000.00000000
USD
1785570.00000000
USD
CDS
N
N
N
AP GRANGE HOLDINGS LLC
N/A
AP Grange Holdings
N/A
300000.00000000
PA
USD
303000.00000000
0.075728737042
Long
DBT
CORP
KY
N
3
2045-03-20
Fixed
5.00000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-322132.60000000
PA
USD
-322132.60000000
-0.08051054441
Short
RA
CORP
US
N
2
Reverse repurchase
N
3.50000000
N/A
400000.00000000
USD
422600.00000000
USD
CDS
N
N
N
BELROSE FUNDING TRUST II
N/A
Belrose Funding Trust II
08079KAA2
650000.00000000
PA
USD
651509.70000000
0.162831705451
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
6.79200000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-878710.30000000
PA
USD
-878710.30000000
-0.21961591170
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
N/A
850000.00000000
USD
859775.00000000
USD
CDS
N
N
N
TORONTO OH CITY SCH DIST
N/A
Toronto City School District, Ohio, Qualified School Construction Bonds General Obligation Bonds
891279BF7
560000.00000000
PA
USD
561034.54000000
0.140219264525
Long
DBT
MUN
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
98450051B2E65CAA7E94
Global Atlantic Finance Co.
37959GAF4
260000.00000000
PA
USD
257563.38000000
0.064372770547
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.75000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-824312.92000000
PA
USD
-824312.92000000
-0.20602038402
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
900000.00000000
USD
854640.00000000
USD
CDS
N
N
N
BLUE RIBBON LLC (USA)
549300NQM7J4KC44D416
Blue Ribbon LLC
N/A
349139.05000000
PA
USD
349139.05000000
0.087260261744
Long
LON
CORP
US
N
3
2028-05-08
Variable
6.13000000
N
N
Y
N
N
N
EISNER ADVISORY GROUP
N/A
Eisner Advisory Group
N/A
1069003.62000000
PA
USD
1072210.63000000
0.267977415357
Long
LON
CORP
US
N
2
2031-02-28
Variable
8.33000000
N
N
N
N
N
N
SOTHEBY'S
549300P5BAAMQQ7VL735
Sotheby's
835898AH0
1000000.00000000
PA
USD
984707.40000000
0.246107748377
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.37500000
N
N
N
N
N
N
ILPEA PARENT INC
5493002IJGO6IOH86T22
ILPEA Parent, Inc.
N/A
98415.67670000
PA
USD
98108.62000000
0.024520270249
Long
LON
CORP
US
N
2
2028-06-22
Variable
8.33000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
052528AM8
200000.00000000
PA
USD
173576.66000000
0.043381984296
Long
DBT
CORP
AU
N
2
2035-11-25
Variable
2.57000000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
254900HDV9GEHEZLSQ19
MB2 Dental Solutions LLC
N/A
866399.99000000
PA
USD
864961.62000000
0.216179706510
Long
LON
CORP
US
N
3
2031-02-13
Variable
9.83000000
N
N
N
N
N
N
Endo Inc
N/A
Endo, Inc.
29290D117
9946.00000000
NS
USD
208866.00000000
0.052201842874
Long
EC
CORP
US
N
1
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAH4
900000.00000000
PA
USD
764631.63000000
0.191104249645
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-189869.17000000
PA
USD
-189869.17000000
-0.04745396847
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.70000000
N/A
205000.00000000
USD
201863.50000000
USD
CDS
N
N
N
BNPP IP CLO LTD
54930038CI4SMKCMEM78
BNPP IP CLO Ltd.
05580HAE9
260544.88440000
PA
USD
68653.58000000
0.017158577250
Long
ABS-O
CORP
KY
N
2
2025-10-30
Floating
9.79100000
N
N
N
N
N
N
NEVADA ST HSG DIV SF MTGE REVE
549300RE377OK3CTT852
Nevada Housing Division Revenue Bonds
641279XN9
250000.00000000
PA
USD
239952.78000000
0.059971356366
Long
DBT
MUN
US
N
2
2049-10-01
Fixed
5.83900000
N
N
N
N
N
N
PMH NEWCO LP
N/A
Project Onyx I
N/A
1030046.69930000
PA
USD
1029428.17000000
0.257284802606
Long
ABS-O
CORP
US
N
3
2027-01-26
Variable
7.10500000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36168WAC5
468462.64140000
PA
USD
466309.07000000
0.116544544364
Long
ABS-MBS
CORP
US
N
2
2067-08-25
Variable
5.71000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233WEJ4
1000000.00000000
PA
USD
1021100.73000000
0.255203526983
Long
DBT
CORP
US
N
2
2034-04-14
Fixed
6.20000000
N
N
N
N
N
N
FORTUNE BRANDS INNOVATIO
54930032LHW54PQUJD44
Fortune Brands Innovations, Inc.
34964CAG1
1300000.00000000
PA
USD
997830.74000000
0.249387662449
Long
DBT
CORP
US
N
2
2052-03-25
Fixed
4.50000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp.
12513GBJ7
800000.00000000
PA
USD
725374.88000000
0.181292816979
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
Cerberus
6354005DPIRML7EMPA20
Cerberus Loan Funding XLIV LLC
15674DAE4
1400000.00000000
PA
USD
1398448.52000000
0.349513994185
Long
ABS-O
CORP
US
N
2
2036-01-15
Floating
8.45600000
N
N
N
N
N
N
PLACENTIA-YORBA LINDA CA UNIF
N/A
Placentia-Yorba Linda Unified School District (Orange County, California), General Obligation Bonds,
725894KL2
1000000.00000000
PA
USD
1007101.60000000
0.251704726869
Long
DBT
MUN
US
N
2
2026-02-01
Fixed
5.40000000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American, Inc.
761713BA3
1050000.00000000
PA
USD
1053367.55000000
0.263267967666
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
5.70000000
N
N
N
N
N
N
ALHAMBRA CA UNIF SCH DIST ELEM
N/A
Alhambra Unified School District General Obligation Unlimited
016066BK7
500000.00000000
PA
USD
504870.25000000
0.126182133342
Long
DBT
MUN
US
N
2
2026-02-01
Fixed
6.70000000
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DT9
225000.00000000
PA
USD
239964.50000000
0.059974285544
Long
DBT
CORP
US
N
2
2054-05-01
Fixed
6.85800000
N
N
N
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Corp.
70137WAL2
300000.00000000
PA
USD
281875.05000000
0.070448981981
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
4.62500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650EH9
400000.00000000
PA
USD
402906.80000000
0.100698426104
Long
DBT
CORP
US
N
2
2055-03-10
Variable
7.00000000
N
N
N
N
N
N
SAN JOSE CA ARPT REVENUE
N/A
Norman Y Mineta San Jose International Airport SJC Revenue Bonds
798136YE1
500000.00000000
PA
USD
412569.30000000
0.103113373041
Long
DBT
MUN
US
N
2
2035-03-01
Fixed
2.91000000
N
N
N
N
N
N
BLUE OWL FINANCE LLC
254900OF2NO2GYFV5T41
Blue Owl Finance LLC
09581JAS5
2150000.00000000
PA
USD
1970859.59000000
0.492576592866
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.37500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GA79
1000000.00000000
NS
USD
1041392.00000000
0.260274920547
Long
EP
CORP
US
N
2
N
N
N
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings, Ltd.
N/A
23730.00000000
NS
USD
2.37000000
0.000000592333
N/A
DE
US
N
3
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Call
Purchased
N/A
Pershing Square Tontine Holdings, Ltd.
23730.0000
1.00000000
USD
2025-07-24
XXXX
2.37000000
N
N
N
MODENA BUYER LLC
254900B0G2IU0VBDOY26
Modena Buyer LLC
N/A
547250.00000000
PA
USD
530148.44000000
0.132499906951
Long
LON
CORP
US
N
2
2031-07-01
Variable
8.78000000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co.
260543DH3
200000.00000000
PA
USD
208593.49000000
0.052133734498
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
6.90000000
N
N
N
N
N
N
HPS Private Credit CLO
N/A
HPS Private Credit CLO 2025-3 LLC
40445YAG9
250000.00000000
PA
USD
250000.00000000
0.062482456305
Long
ABS-O
CORP
US
N
2
2037-07-20
None
0.00000000
N
N
N
N
N
N
CENTRL TX REGL MOBILITY AUTH R
N/A
Central Texas Regional Mobility Authority Revenue Bonds
155498MR6
1150000.00000000
PA
USD
795990.56000000
0.198941781539
Long
DBT
MUN
US
N
2
2045-01-01
Fixed
3.26700000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBE2
1150000.00000000
PA
USD
745496.84000000
0.186321894924
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois General Obligation Unlimited
452152BM2
715384.64400000
PA
USD
744621.99000000
0.186103243817
Long
DBT
MUN
US
N
2
2035-02-01
Fixed
6.63000000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621EAM5
750000.00000000
PA
USD
772274.62000000
0.193014460800
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
6.45000000
N
N
N
N
N
N
WEST VIRGINIA ST HGR EDU POLIC
N/A
State of West Virginia, Higher Education Policy Commission, Revenue Bonds, Federally Taxable Build A
95639RDX4
10000000.00000000
PA
USD
11445422.00000000
2.860552320055
Long
DBT
MUN
US
N
2
2040-04-01
Fixed
7.65000000
N
N
N
N
N
N
Dreyfus Treasury Obligations C
549300MKKM9KT7BF6329
Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares
N/A
42753.99000000
NS
USD
42753.99000000
0.010685497248
Long
STIV
RF
US
N
1
N
N
N
BX Trust
N/A
BX Trust
05612TAG0
1150000.00000000
PA
USD
1136343.75000000
0.284006194829
Long
ABS-MBS
CORP
US
N
2
2029-07-15
Floating
6.76900000
N
N
N
N
N
N
LVNV FUNDING LLC
549300YMNWAZ7DKR6204
LVNV Funding LLC
N/A
200000.00000000
PA
USD
203622.79000000
0.050891408315
Long
ABS-O
CORP
US
N
3
2029-06-12
Fixed
6.84000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDX3
1300000.00000000
PA
USD
1272409.71000000
0.318013136431
Long
DBT
CORP
GB
N
2
N/A
Variable
6.12500000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-548554.25000000
PA
USD
-548554.25000000
-0.13710006782
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
600000.00000000
USD
583680.00000000
USD
CDS
N
N
N
LIBERTY GLOBAL LTD
2138007RI9GLJPCC3E25
Telenet Finance Luxembourg Notes SARL
N/A
200000.00000000
PA
USD
197000.00000000
0.049236175568
Long
DBT
CORP
LU
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
Apollo Aviation Securitization
N/A
AASET Ltd.
00038QAA6
763193.93320000
PA
USD
761073.63000000
0.190214999327
Long
ABS-O
CORP
US
N
2
2049-09-16
Fixed
5.93000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
29336UAC1
150000.00000000
PA
USD
133842.62000000
0.033451262623
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-1059571.00000000
PA
USD
-1059571.00000000
-0.26481839484
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
1300000.00000000
USD
1080560.00000000
USD
CDS
N
N
N
FREMONT CA UNIF SCH DIST ALAME
N/A
Fremont Unified School District/Alameda County California General Obligation Unlimited
357155CA6
400000.00000000
PA
USD
289781.36000000
0.072425004657
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
Marin Community College District General Obligation Unlimited
56781RJX6
2000000.00000000
PA
USD
1794506.60000000
0.448500720898
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
4.03200000
N
N
N
N
N
N
Carlyle Direct Lending CLO LLC
N/A
Carlyle Direct Lending CLO LLC
14310QAU2
800000.00000000
PA
USD
797194.64000000
0.199242717043
Long
ABS-O
CORP
US
N
2
2036-07-15
Floating
7.00600000
N
N
N
N
N
N
ASCOT GROUP LTD
213800DJV7WRJBE2II28
Ascot Group Ltd.
04365XAB4
350000.00000000
PA
USD
355133.38000000
0.088758423593
Long
DBT
CORP
BM
N
2
2035-06-15
Variable
6.34900000
N
N
N
N
N
N
ILLINOIS ST HSG DEV AUTH REVEN
54930053Z6M9JVHBQZ16
Illinois Housing Development Authority Revenue Bonds
45203MYE5
750000.00000000
PA
USD
751411.35000000
0.187800107375
Long
DBT
MUN
US
N
2
2044-10-01
Fixed
6.05100000
N
N
N
N
N
N
TEAMSYSTEM SPA
81560062081DF3AB7A90
TeamSystem SpA
N/A
700000.00000000
PA
798887.12000000
0.199665718273
Long
DBT
CORP
IT
N
2
2031-07-31
Variable
5.77900000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDK9
950000.00000000
PA
USD
976873.92000000
0.244149928089
Long
DBT
CORP
US
N
2
2033-09-14
Variable
5.71700000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GC28
1150000.00000000
NS
USD
1159501.30000000
0.289793957254
Long
EP
CORP
US
N
2
N
N
N
CNT PRNT/CDK GLO II/FIN
N/A
Central Parent LLC / CDK Global II LLC / CDK Financing Company, Inc.
154915AA0
200000.00000000
PA
USD
179150.52000000
0.044775058152
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
8.00000000
N
N
N
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AA1
400000.00000000
PA
USD
400933.58000000
0.100205259575
Long
DBT
CORP
US
N
2
2034-01-25
Fixed
5.87500000
N
N
N
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
54916LAA1
188879.69330000
PA
USD
188910.76000000
0.047214433229
Long
ABS-MBS
CORP
US
N
2
2029-01-01
Floating
7.45000000
N
N
N
N
N
N
KNOX CNTY IN ECON DEV REVENUE
N/A
County of Knox Indiana Revenue Bonds
499396AV1
2920000.00000000
PA
USD
2857843.13000000
0.714260233993
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
5.90000000
N
N
N
N
N
N
Service Experts Issuer
N/A
Service Experts Issuer LLC
81758FAA8
282424.58440000
PA
USD
286284.57000000
0.071551052543
Long
ABS-O
CORP
US
N
2
2035-11-20
Fixed
6.39000000
N
N
N
N
N
N
DYE & DURHAM LIMITED
N/A
Dye & Durham Ltd.
267486AA6
310000.00000000
PA
USD
321589.04000000
0.080374692560
Long
DBT
CORP
CA
N
2
2029-04-15
Fixed
8.62500000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-768169.66000000
PA
USD
-768169.66000000
-0.19198850886
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.60000000
N/A
1000000.00000000
USD
1018800.00000000
USD
CDS
N
N
N
CENTRAL STORAGE TRUST
N/A
Central Storage Safety Project Trust
155431AA7
6223008.00000000
PA
USD
5702452.76000000
1.425213021645
Long
DBT
CORP
US
Y
2
2038-02-01
Fixed
4.82300000
N
N
N
N
N
N
SVC ABS LLC
N/A
SVC ABS LLC
78487JAB2
994375.00000000
PA
USD
969053.44000000
0.242195356890
Long
ABS-O
CORP
US
N
2
2053-02-20
Fixed
5.55000000
N
N
N
N
N
N
CELLNEX FINANCE
549300OUROMFTRFA7T23
Cellnex Finance Company S.A.
15118JAA3
1250000.00000000
PA
USD
953639.88000000
0.238343048533
Long
DBT
CORP
ES
N
2
2041-07-07
Fixed
3.87500000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LVIII Ltd.
55817BAD4
400000.00000000
PA
USD
403545.52000000
0.100858061282
Long
ABS-O
CORP
KY
N
2
2037-04-25
Floating
7.93200000
N
N
N
N
N
N
SERVPRO MASTER ISSUER, LLC
N/A
SERVPRO Master Issuer LLC
817743AA5
945000.00000000
PA
USD
926128.16000000
0.231467049162
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.88200000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
0641598S8
550000.00000000
PA
USD
579438.20000000
0.144818888053
Long
DBT
CORP
CA
N
2
2082-10-27
Variable
8.62500000
N
N
N
N
N
N
ARES FINANCE CO IV LLC
N/A
Ares Finance Company IV LLC
039936AA7
2650000.00000000
PA
USD
1785545.36000000
0.446261039751
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.65000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BJ0
1200000.00000000
PA
USD
1152951.72000000
0.288157021869
Long
DBT
CORP
US
N
2
2052-03-01
Variable
5.12500000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
BNP Paribas
N/A
-1034462.43000000
PA
USD
-1034462.43000000
-0.25854301432
Short
RA
CORP
FR
N
2
Reverse repurchase
N
4.55000000
N/A
1000000.00000000
USD
1021100.00000000
USD
CDS
N
N
N
CHICAGO IL BRD OF EDU
54930099NR6T9V7LVB43
Chicago Board of Education General Obligation Unlimited
167505KH8
195000.00000000
PA
USD
178485.24000000
0.044608784837
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
6.13800000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-716983.09000000
PA
USD
-716983.09000000
-0.17919545837
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
800000.00000000
USD
725360.00000000
USD
CDS
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67117YAC8
361841.47820000
PA
USD
360580.32000000
0.090119776356
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.10000000
N
N
N
N
N
N
Ares Direct Lending CLO LLC
254900W79C3ALKJIMH12
Ares Direct Lending CLO 1 LLC
04020RAC2
250000.00000000
PA
USD
250399.88000000
0.062582398244
Long
ABS-O
CORP
US
N
2
2036-04-25
Floating
6.48200000
N
N
N
N
N
N
NEW YORK CITY NY INDL DEV AGY
549300XR20ZR5DHL9534
New York City Industrial Development Agency Revenue Bonds
64971PKP9
2250000.00000000
PA
USD
1868484.38000000
0.466989974523
Long
DBT
MUN
US
N
2
2034-03-01
Fixed
2.73100000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group plc
639057AG3
850000.00000000
PA
USD
859762.19000000
0.214880213879
Long
DBT
CORP
GB
N
2
2026-11-10
Variable
7.47200000
N
N
N
N
N
N
KENTUCKY ST HSG CORP SF MTGE
549300NTBUU903EKQ287
Kentucky Housing Corp. Revenue Bonds
491309NM8
250000.00000000
PA
USD
248777.60000000
0.062176942087
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
6.06500000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-848640.41000000
PA
USD
-848640.41000000
-0.21210054934
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
N/A
800000.00000000
USD
865120.00000000
USD
CDS
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-581719.46000000
PA
USD
-581719.46000000
-0.14538904296
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.65000000
N/A
843000.00000000
USD
768647.40000000
USD
CDS
N
N
N
FT 1 INC
5493002GPK5LQJ7QPJ51
Targus, Inc.
N/A
17838.00000000
NS
USD
1.78000000
0.000000444875
Long
EC
CORP
US
N
3
N
N
N
TOTAL WEBHOSTING SOLUTIONS BV
98450055H0892EDCB847
Total Webhosting Solutions B.V.
N/A
1000000.00000000
PA
1139370.88000000
0.284762764901
Long
LON
CORP
NL
N
2
2031-11-04
Variable
6.51000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-857507.85000000
PA
USD
-857507.85000000
-0.21431678707
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.65000000
N/A
1150000.00000000
USD
997050.00000000
USD
CDS
N
N
N
INTACT FINANCIAL CORP
5493009LXGE7Y4U9OY43
Intact Financial Corp.
45823TAL0
1900000.00000000
PA
USD
1899350.92000000
0.474704443471
Long
DBT
CORP
CA
N
2
2032-09-22
Fixed
5.45900000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBN2
1500000.00000000
PA
USD
1012311.87000000
0.253006928739
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.70000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
054989AC2
800000.00000000
PA
USD
865087.30000000
0.216211117691
Long
DBT
CORP
US
N
2
2043-08-02
Fixed
7.07900000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AR5
1300000.00000000
PA
USD
1185364.57000000
0.296257959804
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.50000000
N
N
N
N
N
N
WASHINGTON DC CONVENTION & SPO
N/A
Washington Convention & Sports Authority Revenue Bonds
93878LBJ5
100000.00000000
PA
USD
87584.94000000
0.021890088746
Long
DBT
MUN
US
N
2
2040-10-01
Fixed
4.31200000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-803486.80000000
PA
USD
-803486.80000000
-0.20081531549
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.40000000
N/A
1150000.00000000
USD
745545.00000000
USD
CDS
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education, Inc.
57767XAA8
300000.00000000
PA
USD
296333.43000000
0.074062562367
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
SUBWAY FUNDING LLC
N/A
Subway Funding LLC
864300AL2
547250.00000000
PA
USD
535019.29000000
0.133717277640
Long
ABS-O
CORP
US
N
2
2054-07-30
Fixed
5.91400000
N
N
N
N
N
N
DATIX BIDCO LIMITED
9845006BT9AF870CZ249
Datix Bidco Ltd.
N/A
140000.00000000
PA
USD
139041.81000000
0.034750695271
Long
LON
CORP
US
N
3
2031-04-30
Variable
9.54000000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-1999472.07000000
PA
USD
-1999472.07000000
-0.49972770499
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.53000000
N/A
2050000.00000000
USD
1994855.00000000
USD
CDS
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-390573.31000000
PA
USD
-390573.31000000
-0.09761591910
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.65000000
N/A
400000.00000000
USD
417040.00000000
USD
CDS
N
N
N
Figs Inc
N/A
Figs, Inc.
30260D103
3754.00000000
NS
USD
16329.90000000
0.004081329052
Long
EC
CORP
US
N
1
N
N
N
OAKLAND CA UNIF SCH DIST ALAME
N/A
Oakland Unified School District/Alameda County General Obligation Unlimited
672325P50
2450000.00000000
PA
USD
1886294.45000000
0.471441242206
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
3.11500000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-4803000.00000000
NC
-79259.06000000
-0.01980920301
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
4803000.00000000
EUR
5379561.73000000
USD
2025-06-16
-79259.06000000
N
N
N
Castlelake Aircraft Securitiza
N/A
Castlelake Aircraft Structured Trust
14856GAB6
41396.61380000
PA
USD
41389.13000000
0.010344378027
Long
ABS-O
CORP
US
N
2
2046-01-15
Fixed
6.65600000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89117F8Z5
750000.00000000
PA
USD
785498.25000000
0.196319440334
Long
DBT
CORP
CA
N
2
2082-10-31
Variable
8.12500000
N
N
N
N
N
N
GLOBAL ATLANTIC
98450051B2E65CAA7E94
Global Atlantic Finance Co.
37959GAC1
1450000.00000000
PA
USD
1406488.28000000
0.351523369997
Long
DBT
CORP
US
N
2
2051-10-15
Variable
4.70000000
N
N
N
N
N
N
GIBSON BRANDS INC
549300KU4ACNZQGB7J14
Gibson Brands, Inc.
N/A
483750.00000000
PA
USD
465207.86000000
0.116269319141
Long
LON
CORP
US
N
2
2028-08-11
Variable
9.54000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.
864486AL9
300000.00000000
PA
USD
279442.77000000
0.069841082665
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-2291470.72000000
PA
USD
-2291470.72000000
-0.57270687655
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.65000000
N/A
2090000.00000000
USD
2392005.00000000
USD
N
N
N
BLUE OWL GP STAKES III
N/A
Dyal Capital Partners III (B), LP
N/A
440000.00000000
PA
USD
437015.03000000
0.109223090067
Long
DBT
CORP
US
N
3
2044-06-15
Fixed
6.55000000
N
N
N
N
N
N
PENNSYLVANIA ST HSG FIN AGY SF
549300JZVUPNWP77SP29
Pennsylvania Housing Finance Agency Revenue Bonds
70879QK36
3000000.00000000
PA
USD
2832771.90000000
0.707994185861
Long
DBT
MUN
US
N
2
2054-04-01
Fixed
5.78400000
N
N
N
N
N
N
OKLAHOMA ST DEV FIN AUTH HLTHS
549300PXGPHUWC32DJ91
Oklahoma Development Finance Authority Revenue Bonds
67884XCP0
10950000.00000000
PA
USD
10615916.60000000
2.653234180412
Long
DBT
MUN
US
N
2
2028-08-15
Fixed
5.45000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAH8
1000000.00000000
PA
USD
1018799.97000000
0.254628498438
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAH0
2200000.00000000
PA
USD
2089673.74000000
0.522271792609
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
Comstock Park Public Schools General Obligation Unlimited
205759GX5
210000.00000000
PA
USD
210304.90000000
0.052561466900
Long
DBT
MUN
US
N
2
2026-05-01
Fixed
6.30000000
N
N
N
N
N
N
COLORADO ST HSG & FIN AUTH SF
5493005GIROYQAWBMC18
Colorado Housing and Finance Authority Revenue Bonds
19648GHV7
1620000.00000000
PA
USD
1563324.79000000
0.390721491530
Long
DBT
MUN
US
N
2
2043-11-01
Fixed
5.60100000
N
N
N
N
N
N
Servpro Master Issuer, LLC
N/A
SERVPRO Master Issuer LLC
817743AE7
48000.00000000
PA
USD
44364.02000000
0.011087891764
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.39400000
N
N
N
N
N
N
CLIFFWATER LLC
N/A
Cliffwater LLC
N/A
270000.00000000
PA
USD
269105.89000000
0.067257588053
Long
LON
CORP
US
N
3
2032-04-22
Variable
9.28000000
N
N
N
N
N
N
JBS USA HOLD/FOOD/LUX CO
N/A
JBS USA Holding Lux SARL/ JBS USA Food Company/ JBS Lux Co SARL
46590XAY2
763000.00000000
PA
USD
772873.22000000
0.193164068793
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
DISPATCH TERRA ACQUISITION LLC
N/A
Dispatch Terra Acquisition LLC
N/A
1106875.00000000
PA
USD
1080387.48000000
0.270021054048
Long
LON
CORP
US
N
2
2028-03-27
Variable
8.70000000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAG7
250000.00000000
NS
USD
254059.75000000
0.063497108913
Long
EP
CORP
US
N
2
N
N
N
MONROVIA CA UNIF SCH DIST
N/A
Monrovia Unified School District, Los Angeles County, California, Election of 2006 General Obligatio
611594KH4
660000.00000000
PA
USD
689596.64000000
0.172350767709
Long
DBT
MUN
US
N
2
2028-08-01
Fixed
7.25000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900LMIQVUH9BFZJ05
OBX Trust
67118XAC9
258331.88840000
PA
USD
261564.60000000
0.065372794762
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
6.85200000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33768EAC6
1000000.00000000
PA
USD
990056.90000000
0.247444747977
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
4.50000000
N
N
N
N
N
N
IRON MOUNTAIN INFO MGMT
N/A
Iron Mountain Information Management Services, Inc.
46285MAA8
300000.00000000
PA
USD
283801.05000000
0.070930346824
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAF1
650000.00000000
PA
USD
618020.85000000
0.154461843024
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.37500000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BJ7
1050000.00000000
PA
751206.88000000
0.187749004224
Long
DBT
CORP
CA
N
2
2029-08-15
Fixed
4.62500000
N
N
N
N
N
N
CONNECTICUT HSG FIN AUTH HSG M
5493003DXX0NRJKSH186
Connecticut Housing Finance Authority Revenue Bonds
20775JBJ7
1000000.00000000
PA
USD
1004329.40000000
0.251011871407
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
5.96300000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-2098614.17000000
PA
USD
-2098614.17000000
-0.52450627271
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.60000000
N/A
2970000.00000000
USD
2043063.00000000
USD
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-754579.65000000
PA
USD
-754579.65000000
-0.18859196004
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.53000000
N/A
763000.00000000
USD
772842.70000000
USD
CDS
N
N
N
Gilead Aviation (Warehouse) LL
N/A
Gilead Aviation LLC
37556TAA4
446340.10500000
PA
USD
444669.50000000
0.111136170416
Long
ABS-O
CORP
US
N
2
2050-03-15
Fixed
5.78900000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAL4
850000.00000000
PA
USD
872293.50000000
0.218012161997
Long
DBT
CORP
US
N
2
2034-04-12
Fixed
6.10000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-726244.54000000
PA
USD
-726244.54000000
-0.18151017095
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
N/A
700000.00000000
USD
747460.00000000
USD
CDS
N
N
N
GRAFTECH GLOBAL ENTERPRI
N/A
GrafTech Global Enterprises, Inc.
38431AAB2
1000000.00000000
PA
USD
777500.00000000
0.194320439110
Long
DBT
CORP
US
N
2
2029-12-23
Fixed
9.87500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX, LP
55336VBZ2
400000.00000000
PA
USD
369425.26000000
0.092330390664
Long
DBT
CORP
US
N
2
2055-04-01
Fixed
5.95000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-906150.44000000
PA
USD
-906150.44000000
-0.22647402109
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
1200000.00000000
USD
903120.00000000
USD
CDS
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-797856.02000000
PA
USD
-797856.02000000
-0.19940801563
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
1000000.00000000
USD
715100.00000000
USD
CDS
N
N
N
ARMOR PARENT CORP
549300MC6XO5P96H8E79
Accuride Liquidating Trust
N/A
24.77000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co.
842587DJ3
100000.00000000
PA
USD
97729.81000000
0.024425594332
Long
DBT
CORP
US
N
2
2051-09-15
Variable
3.75000000
N
N
N
N
N
N
NFM & J LLC
N/A
The Facilities Group
N/A
488914.49560000
PA
USD
482118.48000000
0.120495787442
Long
LON
CORP
US
N
3
2027-11-30
Variable
10.18000000
N
N
N
N
N
N
FT 1 INC
5493002GPK5LQJ7QPJ51
Targus, Inc.
N/A
17838.00000000
NS
USD
315.61000000
0.000078880352
Long
EC
CORP
US
N
3
N
N
N
BLUE RIBBON LLC (USA)
549300NQM7J4KC44D416
Blue Ribbon LLC
N/A
948750.00000000
PA
USD
722634.41000000
0.180607891790
Long
LON
CORP
US
N
2
2028-05-08
Variable
10.55000000
N
N
N
N
N
N
FIRSTDIGITAL COMMUNICATIONS LLC
549300FTXU0H08IR2D04
FirstDigital Communications LLC
N/A
1231250.00000000
PA
USD
1211792.56000000
0.302863102726
Long
LON
CORP
US
N
3
2026-12-17
Variable
8.69000000
N
N
N
N
N
N
ENDO INC (DELAWARE)
N/A
Endo Luxembourg Finance Co I SARL / Endo US, Inc.
N/A
350000.00000000
NS
USD
35.00000000
0.000008747543
Long
EC
CORP
LU
Y
3
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-485942.86000000
PA
USD
-485942.86000000
-0.12145161406
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.65000000
N/A
700000.00000000
USD
650090.00000000
USD
CDS
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver CAD
N/A
-1027000.00000000
NC
-11703.36000000
-0.00292501871
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
1027000.00000000
CAD
737263.01000000
USD
2025-06-16
-11703.36000000
N
N
N
Dreyfus Treasury Securities Ca
549300U78VESCW509025
Dreyfus Treasury Securities Cash Management Fund - Institutional Shares
N/A
1544081.96000000
NS
USD
1544081.96000000
0.385912134391
Long
STIV
RF
US
N
1
N
N
N
SWISS RE FINANCE LUX
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg S.A.
87089NAA8
1000000.00000000
PA
USD
986345.00000000
0.246517033458
Long
DBT
CORP
LU
N
2
2049-04-02
Variable
5.00000000
N
N
N
N
N
N
HORRY CNTY SC ARPT REVENUE
N/A
County of Horry South Carolina Airport Revenue Bonds
44066MEB2
5000000.00000000
PA
USD
5662751.50000000
1.415290492672
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
American Municipal Power, Inc., Combined Hydroelectric Projects Revenue Bonds, New Clean Renewable E
02765UEP5
3840000.00000000
PA
USD
4005722.50000000
1.001149524313
Long
DBT
MUN
US
N
2
2028-02-15
Fixed
7.33400000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-1990118.04000000
PA
USD
-1990118.04000000
-0.49738985390
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
2150000.00000000
USD
1970905.00000000
USD
CDS
N
N
N
TULSA OK ARPTS IMPT TRUST
N/A
Tulsa Airports Improvement Trust Revenue Bonds
899647TS0
3700000.00000000
PA
USD
2628988.01000000
0.657062513850
Long
DBT
MUN
US
N
2
2045-06-01
Fixed
3.09900000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
254900HDV9GEHEZLSQ19
MB2 Dental Solutions LLC
N/A
98060.61120000
PA
USD
97261.02000000
0.024308429729
Long
LON
CORP
US
N
3
2031-02-13
Variable
9.83000000
N
N
N
N
N
N
COAST CA CMNTY CLG DIST
N/A
Coast Community College District General Obligation Unlimited
190335MB2
250000.00000000
PA
USD
191533.75000000
0.047869996661
Long
DBT
MUN
US
N
2
2039-08-01
Fixed
2.98200000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAQ1
1156000.00040000
PA
USD
968880.82000000
0.242152214003
Long
ABS-O
CORP
US
N
2
2051-08-20
Fixed
2.63600000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YBE9
2450000.00000000
PA
USD
1689048.94000000
0.422143706366
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
Santa Ana Unified School District, California, General Obligation Bonds, Federal Taxable Build Ameri
801155VL3
2245000.00000000
PA
USD
2451608.02000000
0.612729963952
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
6.80000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
9845006BT9AF870CZ249
Datix Bidco Ltd.
N/A
472000.00000000
PA
631611.67000000
0.157858594291
Long
LON
CORP
US
N
3
2031-04-30
Variable
9.46000000
N
N
N
N
N
N
BLUE OWL GP STAKES V ISSUER
N/A
Blue Owl Capital GP LLC
N/A
374250.00000000
PA
USD
382324.22000000
0.095554225482
Long
DBT
CORP
US
N
3
2043-08-22
Fixed
7.21000000
N
N
N
N
N
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance, Inc.
47077WAC2
950000.00000000
PA
USD
992429.85000000
0.248037818955
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
7.12500000
N
N
N
N
N
N
Five Guys Funding, LLC
549300XWT8G8Q3Z3HJ19
Five Guys Holdings, Inc.
33830JAE5
398000.00000000
PA
USD
409811.37000000
0.102424084078
Long
ABS-O
CORP
US
N
2
2054-01-26
Fixed
7.54900000
N
N
N
N
N
N
DETROIT MI CITY SCH DIST
N/A
Detroit, Michigan, School District, School Building and Site Bonds, Unlimited Tax General Obligation
251130EC0
2640000.00000000
PA
USD
2817516.77000000
0.704181473886
Long
DBT
MUN
US
N
2
2029-05-01
Fixed
6.64500000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT LLC
12530GAB4
500000.00000000
PA
USD
470856.95000000
0.117681195218
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
3.25000000
N
N
N
N
N
N
SELECTIVE INSURANCE GROU
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300503
20000.00000000
NS
USD
335800.00000000
0.083926435309
Long
EP
CORP
US
N
2
N
N
N
LASERAWAY INTERMEDIATE HOLDINGS II LLC
N/A
LaserAway Intermediate Holdings II LLC
N/A
769260.47070000
PA
USD
732720.60000000
0.183128731494
Long
LON
CORP
US
N
2
2027-10-14
Variable
10.29000000
N
N
N
N
N
N
IOWA ST FIN AUTH SF MTGE REVEN
549300NQVL49BTHOW391
Iowa Finance Authority Revenue Bonds
46247EAY1
500000.00000000
PA
USD
487578.00000000
0.121860284322
Long
DBT
MUN
US
N
2
2049-07-01
Fixed
5.91500000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-2791552.11000000
PA
USD
-2791552.11000000
-0.69769213095
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.47000000
N/A
2905000.00000000
USD
2876821.50000000
USD
AMBS
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBA9
250000.00000000
PA
USD
246639.55000000
0.061642579624
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
3.36600000
N
N
N
N
N
N
LVNV FUNDING LLC
N/A
LVNV Funding LLC
N/A
650000.00000000
PA
USD
680210.11000000
0.170004793906
Long
ABS-O
CORP
US
N
3
2028-11-05
Fixed
7.80000000
N
N
N
N
N
N
OHIOHEALTH CORP
JGYGIL4QGKKPZU7C1D18
OhioHealth Corp.
67777JAM0
300000.00000000
PA
USD
207950.14000000
0.051972942145
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
2.83400000
N
N
N
N
N
N
SILVER LAKE (OFFSHORE) AIV GP V LTD
549300ZI8D8NFMCTDS74
Zephyr Bidco Ltd.
N/A
900000.00000000
PA
1212983.37000000
0.303160721661
Long
LON
CORP
GB
N
2
2028-07-20
Variable
9.71000000
N
N
N
N
N
N
Labrador Aviation Finance Limi
N/A
Labrador Aviation Finance Ltd.
50543LAA0
399269.01430000
PA
USD
388280.49000000
0.097042875002
Long
ABS-O
CORP
US
N
2
2042-01-15
Fixed
4.30000000
N
N
N
N
N
N
TENNESSEE HSG DEV AGY RSDL FIN
N/A
Tennessee Housing Development Agency Revenue Bonds
88046KRU2
500000.00000000
PA
USD
481668.65000000
0.120383361509
Long
DBT
MUN
US
N
2
2050-07-01
Fixed
5.95300000
N
N
N
N
N
N
CALIFORNIA ST UNIV REVENUE
N/A
California State University Revenue Bonds
13077DBY7
500000.00000000
PA
USD
394320.40000000
0.098552428653
Long
DBT
MUN
US
N
2
2047-11-01
Fixed
3.89900000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
549300DQF6YN0E43PM71
Nationstar Mortgage Holdings, Inc.
43734LAA4
560000.00000000
PA
USD
557971.12000000
0.139453624500
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-267985.42000000
PA
USD
-267985.42000000
-0.06697754918
Short
RA
CORP
US
N
2
Reverse repurchase
N
3.70000000
N/A
400000.00000000
USD
354840.00000000
USD
CDS
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-1141022.29000000
PA
USD
-1141022.29000000
-0.28517550151
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
1350000.00000000
USD
1195965.00000000
USD
CDS
N
N
N
BEACON FUNDING TRUST
984500A80A2EBF5A7C93
Beacon Funding Trust
073952AB9
250000.00000000
PA
USD
239589.86000000
0.059880651834
Long
DBT
CORP
US
N
2
2054-08-15
Fixed
6.26600000
N
N
N
N
N
N
KKR CORE HOLDING COMPANY LLC
5493007DXHDGV3QWWI42
KKR Core Holding Company LLC
N/A
1397100.70000000
PA
USD
1269852.28000000
0.317373958398
Long
ABS-O
CORP
US
N
3
2031-08-12
Fixed
4.00000000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-531979.06000000
PA
USD
-531979.06000000
-0.13295743348
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.65000000
N/A
600000.00000000
USD
579060.00000000
USD
CDS
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591ES7
4800000.00000000
PA
USD
3753211.20000000
0.938039419238
Long
DBT
USGA
US
N
2
2065-09-15
Fixed
4.25000000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423870
95975.00000000
NS
USD
1505847.75000000
0.376356264968
Long
EP
CORP
US
N
2
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-3520334.59000000
PA
USD
-3520334.59000000
-0.87983660880
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.60000000
N/A
5000000.00000000
USD
3490000.00000000
USD
N
N
N
CONNECTICUT ST HSG FIN AUTH HS
5493003DXX0NRJKSH186
Connecticut Housing Finance Authority Revenue Bonds
20775HT60
800000.00000000
PA
USD
792182.32000000
0.197989988781
Long
DBT
MUN
US
N
2
2049-11-15
Fixed
6.09300000
N
N
N
N
N
N
PACIFIC BELLS LLC
549300VGOQXINYVBJF37
Pacific Bells LLC
N/A
1039183.57190000
PA
USD
1041345.07000000
0.260263191341
Long
LON
CORP
US
N
2
2028-11-13
Variable
8.56000000
N
N
N
N
N
N
UNIV OF ARKANSAS AR UNIV REVEN
549300FFADBQ3NEI2D96
University of Arkansas Revenue Bonds
914073BD2
250000.00000000
PA
USD
187056.00000000
0.046750873386
Long
DBT
MUN
US
N
2
2041-12-01
Fixed
3.09700000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-3603752.24000000
PA
USD
-3603752.24000000
-0.90068516748
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.65000000
N/A
3310000.00000000
USD
3788295.00000000
USD
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBQ3
1300000.00000000
PA
USD
1057374.88000000
0.264269518952
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
IP Lending LLC
N/A
IP Lending X Ltd.
44989MAA2
1125000.00000000
PA
USD
1125000.00000000
0.281171053375
Long
DBT
CORP
BM
N
3
2029-07-02
Fixed
7.75000000
N
N
N
N
N
N
UPBOUND GROUP INC
529900QUHE15UQNCCJ63
Upbound Group, Inc.
76009NAL4
250000.00000000
PA
USD
239206.01000000
0.059784716271
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.37500000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-4452747.54000000
PA
USD
-4452747.54000000
-1.11287441443
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.60000000
N/A
6500000.00000000
USD
4358900.00000000
USD
N
N
N
Owl Rock CLO Ltd
254900BHMAVJ8X5TCA77
Owl Rock CLO XVI LLC
69120YAE5
600000.00000000
PA
USD
598393.44000000
0.149556367873
Long
ABS-O
CORP
US
N
2
2036-04-20
Floating
7.57000000
N
N
N
N
N
N
CHICAGO IL WTR REVENUE
N/A
Chicago, Illinois, Second Lien Water Revenue Bonds, Taxable Build America Bonds
167736YU5
2990000.00000000
PA
USD
3187392.62000000
0.796624480431
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
6.74200000
N
N
N
N
N
N
Switch ABS Issuer, LLC
N/A
Switch ABS Issuer LLC
871044AE3
850000.00000000
PA
USD
847515.20000000
0.211819325809
Long
ABS-O
CORP
US
N
2
2054-06-25
Fixed
5.44000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-302182.19000000
PA
USD
-302182.19000000
-0.07552434193
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
N/A
300000.00000000
USD
304020.00000000
USD
CDS
N
N
N
WAYNE MI ST UNIV REVENUES
549300GWQMQVAS66E613
Wayne State University Revenue Bonds
946303C44
1030000.00000000
PA
USD
746157.54000000
0.186487023560
Long
DBT
MUN
US
N
2
2049-11-15
Fixed
3.47000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-885393.82000000
PA
USD
-885393.82000000
-0.22128632268
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
N/A
1200000.00000000
USD
907080.00000000
USD
CDS
N
N
N
POLARIS INC
549300QJSN8UVWN1EI78
Polaris, Inc.
731068AA0
450000.00000000
PA
USD
466955.76000000
0.116706171483
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
6.95000000
N
N
N
N
N
N
VERTICAL TOPCO I SA
254900K869UN2ZWVB351
TK Elevator Midco GmbH
N/A
-1000000.00000000
PA
-0.01000000
-0.00000000249
Short
LON
CORP
DE
N
3
2027-01-29
Variable
0.82500000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-925585.65000000
PA
USD
-925585.65000000
-0.23133145973
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
900000.00000000
USD
920160.00000000
USD
CDS
N
N
N
SOUTHWESTERN PUBLIC SERV
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co.
845743BR3
1000000.00000000
PA
USD
711551.29000000
0.177837889546
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.70000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
BNP Paribas
N/A
-950694.21000000
PA
USD
-950694.21000000
-0.23760683774
Short
RA
CORP
FR
N
2
Reverse repurchase
N
4.52000000
N/A
1200000.00000000
USD
938400.00000000
USD
CDS
N
N
N
INTEGRATED POWER SERVICES HOLDINGS INC
N/A
Integrated Power Services Holdings, Inc.
N/A
-104886.78940000
PA
USD
-260.88000000
-0.00006520169
Short
LON
CORP
US
N
3
2028-11-22
Variable
0.75000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-882442.80000000
PA
USD
-882442.80000000
-0.22054877477
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
1200000.00000000
USD
989160.00000000
USD
CDS
N
N
N
AZ BATTERY PROPERTY LLC
N/A
AZ Battery Property LLC
N/A
680000.00000000
PA
USD
639375.41000000
0.159798984472
Long
DBT
CORP
US
N
3
2046-02-20
Fixed
6.73000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAG6
1700000.00000000
PA
USD
1545510.80000000
0.386269244123
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.87500000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-980036.38000000
PA
USD
-980036.38000000
-0.24494032116
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.65000000
N/A
1250000.00000000
USD
1167000.00000000
USD
CDS
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-274467.63000000
PA
USD
-274467.63000000
-0.06859764679
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
260000.00000000
USD
257556.00000000
USD
CDS
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-931433.93000000
PA
USD
-931433.93000000
-0.23279311933
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.60000000
N/A
895000.00000000
USD
948879.00000000
USD
N
N
N
TENNESSEE HSG DEV AGY RSDL FIN
N/A
Tennessee Housing Development Agency Revenue Bonds
88046KLA2
500000.00000000
PA
USD
487256.55000000
0.121779944379
Long
DBT
MUN
US
N
2
2054-07-01
Fixed
5.96500000
N
N
N
N
N
N
KING CNTY WA PUBLIC HOSP DIST
N/A
King County Public Hospital District No. 2 General Obligation Ltd.
494791TB2
1100000.00000000
PA
USD
794087.36000000
0.198466115096
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
County of Franklin Ohio Revenue Bonds
353187EV5
8900000.00000000
PA
USD
5525053.25000000
1.380875593116
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
2.87700000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-1152437.00000000
PA
USD
-1152437.00000000
-0.28802837798
Short
RA
CORP
CA
N
2
Reverse repurchase
N
4.61000000
N/A
1450000.00000000
USD
1406500.00000000
USD
CDS
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart, Inc. / PetSmart Finance Corp.
71677KAA6
600000.00000000
PA
USD
579042.90000000
0.144720090793
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
NEVADA ST HSG DIV SF MTGE REVE
549300RE377OK3CTT852
Nevada Housing Division Revenue Bonds
641279F41
4000000.00000000
PA
USD
3801737.60000000
0.950167613908
Long
DBT
MUN
US
N
2
2050-10-01
Fixed
5.72500000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
254900HDV9GEHEZLSQ19
MB2 Dental Solutions LLC
N/A
125453.66000000
PA
USD
123407.74000000
0.030843274889
Long
LON
CORP
US
N
3
2031-02-13
Variable
9.83000000
N
N
N
N
N
N
CENTRL WA UNIV SYS REVENUE
N/A
Central Washington University, System Revenue Bonds, 2010, Taxable Build America Bonds
155839DK6
5000000.00000000
PA
USD
5234236.00000000
1.308191688652
Long
DBT
MUN
US
N
2
2030-05-01
Fixed
6.50000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAP4
840000.00000000
PA
USD
852724.19000000
0.213121207769
Long
DBT
CORP
US
N
2
2052-12-15
Variable
6.87500000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-1122429.52000000
PA
USD
-1122429.52000000
-0.28052861375
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
2025-06-18
1100000.00000000
USD
1121010.00000000
USD
CDS
N
N
N
JBS USA HOLD/FOOD/LUX CO
N/A
JBS USA Holding Lux SARL/ JBS USA Food Company/ JBS Lux Co SARL
46590XAQ9
1200000.00000000
PA
USD
903172.68000000
0.225729790057
Long
DBT
CORP
US
N
2
2052-02-02
Fixed
4.37500000
N
N
N
N
N
N
MANTECA CA REDEV AGY SUCCESSOR
N/A
Manteca Redevelopment Agency Successor Agency Tax Allocation
56453RBL7
1400000.00000000
PA
USD
1063625.50000000
0.265831735316
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
3.20700000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp.
30161NBQ3
300000.00000000
PA
USD
299645.50000000
0.074890347443
Long
DBT
CORP
US
N
2
2055-03-15
Variable
6.50000000
N
N
N
N
N
N
DEUCE FINCO PLC
9845007DA2BC863E8437
Deuce FinCo plc
N/A
500000.00000000
PA
668638.34000000
0.167112663453
Long
DBT
CORP
GB
N
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
ARMOR PARENT CORP
549300MC6XO5P96H8E79
Accuride Corp
N/A
403435.00000000
NS
USD
40.34000000
0.000010082169
Long
EC
CORP
US
N
3
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AQ5
400000.00000000
PA
USD
422611.60000000
0.105623243324
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
9.00000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-591947.30000000
PA
USD
-591947.30000000
-0.14794528522
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
550000.00000000
USD
579425.00000000
USD
CDS
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-759745.42000000
PA
USD
-759745.42000000
-0.18988304003
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
800000.00000000
USD
793120.00000000
USD
CDS
N
N
N
KUVARE US HOLDINGS INC
254900MGBERNLZXF7O58
Kuvare US Holdings, Inc.
50149XAA2
500000.00000000
NS
USD
498570.45000000
0.124607625429
Long
EP
CORP
US
N
2
N
N
N
SITECORE HOLDING II A/S
213800M9GGJ3GNKQOC39
Sitecore Holding III A/S
N/A
796986.99110000
PA
898637.89000000
0.224596410785
Long
LON
CORP
DK
N
3
2029-03-12
Variable
5.32000000
N
N
Y
N
N
N
BETH ISRAEL LAHEY HEALTH
549300QPZ5W3279DU141
Beth Israel Lahey Health, Inc.
08661UAB2
2500000.00000000
PA
USD
1504716.65000000
0.376073569343
Long
DBT
CORP
US
N
2
2051-07-01
Fixed
3.08000000
N
N
N
N
N
N
WOMENS CARE HOLDINGS INC
N/A
Women's Care Holdings, Inc.
N/A
1041573.15560000
PA
USD
959111.81000000
0.239710647041
Long
LON
CORP
US
N
2
2028-01-15
Variable
8.88000000
N
N
N
N
N
N
COLORADO ST BLDG EXCELLENT SCH
N/A
Colorado, Building Excellent Schools Today, Certificates of Participation, Taxable Qualified School
19668QDM4
2500000.00000000
PA
USD
2645402.75000000
0.661165046950
Long
DBT
MUN
US
N
2
2028-03-15
Fixed
6.81700000
N
N
N
N
N
N
FARMERS INS EXCH
549300UWG2TLX1GZVT44
Farmers Insurance Exchange
309601AG7
880000.00000000
PA
USD
860073.90000000
0.214958119505
Long
DBT
CORP
US
N
2
2064-10-15
Variable
7.00000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-160811.60000000
PA
USD
-160811.60000000
-0.04019161508
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
198000.00000000
USD
165033.00000000
USD
CDS
N
N
N
Sprite Limited
N/A
Sprite Ltd.
85208UAA2
627029.55590000
PA
USD
601217.51000000
0.150262187194
Long
ABS-O
CORP
US
N
2
2046-11-15
Fixed
3.75000000
N
N
N
N
N
N
CENTRL TX REGL MOBILITY AUTH R
N/A
Central Texas Regional Mobility Authority Revenue Bonds
155498JN9
5250000.00000000
PA
USD
3977829.98000000
0.994178351665
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
Fraser Public School District, Macomb County, Michigan, General Obligation Federally Taxable School
355514MD9
505000.00000000
PA
USD
505637.16000000
0.126373807024
Long
DBT
MUN
US
N
2
2026-05-01
Fixed
6.05000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CL1
1200000.00000000
PA
USD
938436.41000000
0.234543247933
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.62500000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-938691.00000000
PA
USD
-938691.00000000
-0.23460687756
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
1600000.00000000
USD
985280.00000000
USD
CDS
N
N
N
VECTOR PHOENIX HOLDINGS (CAYMAN) LP
N/A
Vector Phoenix Holdings, LP
N/A
15618.64020000
NS
USD
330.52000000
0.000082606805
Long
EC
CORP
KY
N
3
N
N
N
DYAL CAPITAL PARTNERS IV LP
N/A
Dyal Capital Partners IV
N/A
350000.00000000
PA
USD
308278.01000000
0.077047869159
Long
DBT
CORP
US
N
3
2041-02-22
Fixed
3.65000000
N
N
N
N
N
N
TENNESSEE HSG DEV AGY RSDL FIN
N/A
Tennessee Housing Development Agency Revenue Bonds
88046KNH5
500000.00000000
PA
USD
490299.30000000
0.122540418355
Long
DBT
MUN
US
N
2
2054-07-01
Fixed
5.98200000
N
N
N
N
N
N
Cerberus
6354005BRQJC9NIG3407
Cerberus Loan Funding XLV LLC
15675FAE8
1000000.00000000
PA
USD
996804.80000000
0.249131249444
Long
ABS-O
CORP
US
N
2
2036-04-15
Floating
7.40600000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-7293625.84000000
PA
USD
-7293625.84000000
-1.82289463142
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.60000000
N/A
8900000.00000000
USD
7393230.00000000
USD
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower, LP
62482BAB8
450000.00000000
PA
USD
439764.48000000
0.109910259625
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
RIVERSIDE CNTY CA REDEV SUCCES
N/A
Riverside County Redevelopment Successor Agency Tax Allocation
76913ALL5
250000.00000000
PA
USD
218937.35000000
0.054718973620
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
3.87500000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-1024180.62000000
PA
USD
-1024180.62000000
-0.25597328335
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
N/A
1200000.00000000
USD
1055400.00000000
USD
CDS
N
N
N
MB2 DENTAL SOLUTIONS LLC
254900HDV9GEHEZLSQ19
MB2 Dental Solutions LLC
N/A
-24000.00000000
PA
USD
-2446.23000000
-0.00061138583
Short
LON
CORP
US
N
3
2031-02-13
Variable
0.50000000
N
N
N
N
N
N
METIS ISSUER 2025-1 LLC
N/A
Metis Issuer, LLC
N/A
900000.00000000
PA
USD
881239.64000000
0.220248069204
Long
ABS-O
CORP
US
N
3
2055-05-15
Fixed
6.89200000
N
N
N
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
549300IY2QEM8MQC2K06
Higginbotham Insurance Agency, Inc.
N/A
992500.00000000
PA
USD
985929.71000000
0.246413240101
Long
LON
CORP
US
N
3
2028-11-24
Variable
8.83000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAX9
400000.00000000
PA
USD
394766.56000000
0.098663937344
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.20000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-425204.46000000
PA
USD
-425204.46000000
-0.10627127637
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
560000.00000000
USD
557984.00000000
USD
CDS
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CT7
450000.00000000
PA
USD
485365.50000000
0.121307314583
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.00000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners Limited Partnership / GLP Finance Corp.
37954FAK0
450000.00000000
PA
USD
467789.40000000
0.116914522982
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
8.25000000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC - VBTEL
91823AAY7
5000000.00000000
PA
USD
4753187.00000000
1.187963196158
Long
ABS-O
CORP
US
N
2
2052-02-15
Fixed
4.28800000
N
N
N
N
N
N
AS MILEAGE PLAN IP LTD
N/A
AS Mileage Plan IP Ltd.
00218QAB6
600000.00000000
PA
USD
583695.48000000
0.145882909299
Long
DBT
CORP
KY
N
2
2031-10-20
Fixed
5.30800000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320AV8
200000.00000000
PA
USD
144912.00000000
0.036217830832
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.50000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-1832889.00000000
PA
USD
-1832889.00000000
-0.45809362742
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
2450000.00000000
USD
1689030.00000000
USD
CDS
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-1655699.14000000
PA
USD
-1655699.14000000
-0.41380859668
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.65000000
N/A
1700000.00000000
USD
1595960.00000000
USD
N
N
N
DAI-ICHI LIFE INSURANCE
3538001235ACEIORUV72
Dai-ichi Life Insurance Company Ltd.
23381LAA2
400000.00000000
PA
USD
397029.38000000
0.099229483551
Long
DBT
CORP
JP
N
2
2075-07-16
Variable
6.20000000
N
N
N
N
N
N
Chicago Mercantile Exchange
N/A
3-Month SOFR Futures Contracts
N/A
21.00000000
NC
USD
38650.78000000
0.009659982690
N/A
DIR
US
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Long
N/A
3-Month SOFR Futures Contracts
2027-03-16
5042299.22000000
USD
38650.78000000
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339K837
12000.00000000
NS
USD
300000.00000000
0.074978947566
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418FLR6
2905000.00000000
PA
USD
2876783.30000000
0.718993947371
Long
ABS-MBS
USGSE
US
N
2
2055-06-01
Fixed
5.50000000
N
N
N
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
N/A
5183.13000000
NS
USD
3912.15000000
0.000977762965
Long
EC
CORP
US
N
3
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding B.V.
013822AG6
1100000.00000000
PA
USD
1034588.12000000
0.258574428008
Long
DBT
CORP
NL
N
2
2029-03-31
Fixed
4.12500000
N
N
N
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AE3
550000.00000000
PA
USD
569423.76000000
0.142315980814
Long
DBT
CORP
US
N
2
2038-01-25
Fixed
6.40000000
N
N
N
N
N
N
SAN JOSE CA ARPT REVENUE
N/A
Norman Y Mineta San Jose International Airport SJC Revenue Bonds
798136YP6
70000.00000000
PA
USD
52148.53000000
0.013033472988
Long
DBT
MUN
US
N
2
2041-03-01
Fixed
3.29000000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
254900HDV9GEHEZLSQ19
MB2 Dental Solutions LLC
N/A
-204848.47880000
PA
USD
-340.08000000
-0.00008499613
Short
LON
CORP
US
N
3
2031-02-13
Variable
1.00000000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co.
654579AN1
950000.00000000
PA
USD
942376.30000000
0.235527943952
Long
DBT
CORP
JP
N
2
2054-04-16
Variable
5.95000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline Limited Partnership / PAA Finance Corp.
72650RBE1
100000.00000000
PA
USD
80091.09000000
0.020017152125
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.70000000
N
N
N
N
N
N
HILLSBOROUGH CA SCH DIST
N/A
Hillsborough City School District General Obligation Unlimited
432272GE6
1600000.00000000
PA
USD
784206.72000000
0.195996648467
Long
DBT
MUN
US
N
2
2038-09-01
None
0.00000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAF8
350000.00000000
PA
USD
295334.66000000
0.073812939955
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
QUIRCH FOODS HOLDINGS LLC
549300ZJJLQXSE7L4U02
Quirch Foods Holdings LLC
N/A
939167.61900000
PA
USD
876168.26000000
0.218980580087
Long
LON
CORP
US
N
2
2027-10-27
Variable
9.57000000
N
N
N
N
N
N
OMNIS FUNDING TRUST
N/A
Omnis Funding Trust
68218WAA2
700000.00000000
PA
USD
704318.38000000
0.176030169614
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
6.72200000
N
N
N
N
N
N
GRANT THORNTON ADVISORS LLC
254900XS1SHU0YY3WF58
Grant Thornton Advisors LLC
N/A
630000.00000000
PA
USD
629477.10000000
0.157325101584
Long
LON
CORP
US
N
2
2031-05-30
Variable
3.00000000
N
N
N
N
N
N
MARYLAND CMNTY DEV ADMIN HSG &
549300Q5BSL77YR7NP93
Maryland Department of Housing & Community Development Revenue Bonds
57419UDH8
2500000.00000000
PA
USD
2466307.25000000
0.616403739936
Long
DBT
MUN
US
N
2
2049-09-01
Fixed
6.04100000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BV4
347400.00000000
PA
USD
394095.99000000
0.098496341901
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
11.00000000
N
N
N
N
N
N
WASHINGTON ST CONVENTION CENTE
N/A
Washington State Convention Center Public Facilities District, Lodging Tax Bonds, Taxable Build Amer
93976AAH5
4415000.00000000
PA
USD
4592178.81000000
1.147722447372
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
6.79000000
N
N
N
N
N
N
WILTON RE LTD
5493004VQ9VSL29MT373
Wilton RE Ltd.
97263CAA9
1924000.00000000
PA
USD
1938430.00000000
0.484471471105
Long
DBT
CORP
CA
N
2
N/A
Variable
6.00000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-225563.70000000
PA
USD
-225563.70000000
-0.05637509611
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.63000000
N/A
269000.00000000
USD
229564.60000000
USD
CDS
N
N
N
VIPER ENERGY INC
5299009LINL232255G03
Viper Energy, Inc.
92763MAA3
51000.00000000
PA
USD
50747.71000000
0.012683366290
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.37500000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-557094.83000000
PA
USD
-557094.83000000
-0.13923461349
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
550000.00000000
USD
569415.00000000
USD
CDS
N
N
N
Navigator Aviation Ltd
984500UF8C3O89B30652
Navigator Aviation Ltd.
63943DAB5
804464.31000000
PA
USD
790974.57000000
0.197688136035
Long
ABS-O
CORP
KY
N
2
2049-08-15
Fixed
6.09000000
N
N
N
N
N
N
TLWND 2019-1
N/A
GAIA Aviation Ltd.
87404LAA0
2147347.71810000
PA
USD
2045274.62000000
0.511175128308
Long
ABS-O
CORP
KY
N
2
2044-12-15
Variable
3.96700000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-1338837.50000000
PA
USD
-1338837.50000000
-0.33461542237
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
1361000.00000000
USD
1360591.70000000
USD
CDS
N
N
N
TARRANT CNTY TX CULTURAL EDU F
549300ROY505NVTMMI25
Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds
87638QRJ0
8000000.00000000
PA
USD
5503479.20000000
1.375483594570
Long
DBT
MUN
US
N
2
2050-09-01
Fixed
3.41600000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH
254900JRR8IDSSKWCL90
Massachusetts Port Authority Revenue Bonds
575896WR2
3400000.00000000
PA
USD
2442519.20000000
0.610458396758
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
2.71900000
N
N
N
N
N
N
TEGRA118 WEALTH SOLUTIONS INC
N/A
Tegra118 Wealth Solutions, Inc.
N/A
345466.32000000
PA
USD
338843.73000000
0.084687154216
Long
LON
CORP
US
N
2
2027-02-18
Variable
8.32000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-1724522.00000000
PA
USD
-1724522.00000000
-0.43100948205
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
1750000.00000000
USD
1736700.00000000
USD
CDS
N
N
N
MB2 DENTAL SOLUTIONS LLC
254900HDV9GEHEZLSQ19
MB2 Dental Solutions LLC
N/A
6000.00000000
PA
USD
5388.44000000
0.001346731867
Long
LON
CORP
US
N
3
2031-02-13
Variable
9.83000000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C696
17750.00000000
NS
USD
3.55000000
0.000000887250
Long
EP
CORP
US
N
2
N
N
N
VIRGINIA ST HSG DEV AUTH CMWLT
549300LW3QBOVLQBP895
Virginia Housing Development Authority Revenue Bonds
92812U7L6
1000000.00000000
PA
USD
983387.40000000
0.245777841007
Long
DBT
MUN
US
N
2
2054-10-01
Fixed
5.95000000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-1018838.30000000
PA
USD
-1018838.30000000
-0.25463807824
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
1050000.00000000
USD
939960.00000000
USD
CDS
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BS2
1250000.00000000
PA
USD
751687.50000000
0.187869125496
Long
DBT
NUSS
PA
N
2
2063-01-19
Fixed
4.50000000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-563093.38000000
PA
USD
-563093.38000000
-0.14073383004
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.65000000
N/A
600000.00000000
USD
596940.00000000
USD
CDS
N
N
N
LAZARD GROUP LLC
FI94J2CJ1D7BIGVMS874
Lazard Group LLC
52107QAL9
660000.00000000
PA
USD
683044.46000000
0.170713182506
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
6.00000000
N
N
N
N
N
N
SYNDIGO LLC
5493003F0ELO33ON0186
Syndigo LLC
N/A
915288.84190000
PA
USD
913000.62000000
0.228186085384
Long
LON
CORP
US
N
2
2027-12-15
Variable
9.09000000
N
N
N
N
N
N
CYPRESS CA ELEM SCH DIST
N/A
Cypress School District General Obligation Unlimited
232723HV1
180000.00000000
PA
USD
180620.05000000
0.045142337528
Long
DBT
MUN
US
N
2
2025-08-01
Fixed
6.65000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KDE7
350000.00000000
PA
USD
350435.05000000
0.087584170798
Long
DBT
CORP
US
N
2
2055-08-15
Variable
6.37500000
N
N
N
N
N
N
KREF 2021-FL2 Ltd
54930083ELM2GCMVTQ91
KREF Ltd.
48275RAC1
650000.00000000
PA
USD
634579.79000000
0.158600416004
Long
ABS-O
CORP
KY
N
2
2039-02-15
Floating
5.74300000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
U.S. Treasury Long Bond Futures Contracts
N/A
45.00000000
NC
USD
44296.88000000
0.011071111476
N/A
DIR
US
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Put
Purchased
Chicago Board of Trade
N/A
Chicago Board of Trade
N/A
U.S. Treasury Long Bond Futures Contracts
N/A
0.00000000
NC
USD
0.00000000
0.00000000
DIR
Long
N/A
US 20yr 6%
2025-06-25
0.00000000
USD
45000.00000000
112.00000000
USD
2025-06-20
XXXX
-32990.64000000
N
N
N
HILLSBOROUGH CA SCH DIST
N/A
Hillsborough City School District General Obligation Unlimited
432272GG1
500000.00000000
PA
USD
214888.35000000
0.053707007757
Long
DBT
MUN
US
N
2
2040-09-01
None
0.00000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAY4
81116.48590000
PA
USD
66545.76000000
0.016631770166
Long
ABS-MBS
USGSE
US
N
2
2052-11-25
Variable
5.94600000
N
N
N
N
N
N
CHESTERFIELD FINANCIAL HOLDING CHEST_23-1
N/A
CHEST
N/A
450000.00000000
PA
USD
460631.51000000
0.115125552786
Long
ABS-O
CORP
US
N
3
2043-03-23
Variable
7.12500000
N
N
N
N
N
N
NEW JERSEY ST EDUCTNL FACS AUT
549300UTOO4X537XXG70
New Jersey Educational Facilities Authority Revenue Bonds
6460667K0
3500000.00000000
PA
USD
2831341.45000000
0.707636673743
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
3.51300000
N
N
N
N
N
N
OAKRIDGE MI PUBLIC SCHS
N/A
Oakridge, Michigan, Public Schools, Unlimited Tax General Obligation Bonds
673853GP6
345000.00000000
PA
USD
345609.13000000
0.086378029456
Long
DBT
MUN
US
N
2
2026-05-01
Fixed
6.75000000
N
N
N
N
N
N
OKLAHOMA ST UNIV AGRIC & MECH
254900M845UI413F1O58
Oklahoma State University Revenue Bonds
679191GZ3
150000.00000000
PA
USD
118269.87000000
0.029559167938
Long
DBT
MUN
US
N
2
2048-08-01
Fixed
4.13000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAF8
350000.00000000
NS
USD
330109.70000000
0.082504259625
Long
EP
CORP
US
N
2
N
N
N
Mill City Mortgage Trust
N/A
Mill City Securities Ltd.
59982DAA7
438234.17380000
PA
USD
406023.96000000
0.101477497358
Long
ABS-MBS
CORP
US
N
2
2069-08-01
Variable
3.00000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114DF2
1050000.00000000
PA
USD
1068300.90000000
0.267000257221
Long
DBT
CORP
US
N
2
2055-09-15
Variable
7.37500000
N
N
N
N
N
N
NATL LIFE INSURANCE-VRMT
0JRPR7R1EOV4Z2M47L22
National Life Insurance Co.
636792AA1
900000.00000000
PA
USD
1169491.41000000
0.292290783700
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
Dallas/Fort Worth International Airport Revenue Bonds
2350367A2
6500000.00000000
PA
USD
4358640.65000000
1.089354295861
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
2.91900000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois General Obligation Unlimited
452152FA4
153846.15380000
PA
USD
161277.29000000
0.040308004902
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
6.72500000
N
N
N
N
N
N
MASSACHUSETTS ST PORT AUTH
254900JRR8IDSSKWCL90
Massachusetts Port Authority Revenue Bonds
575896WS0
750000.00000000
PA
USD
476320.73000000
0.119046756798
Long
DBT
MUN
US
N
2
2051-07-01
Fixed
2.86900000
N
N
N
N
N
N
AP GRANGE HOLDINGS LLC
N/A
AP Grange Holdings
N/A
2400000.00000000
PA
USD
2421000.00000000
0.605080106863
Long
DBT
CORP
KY
N
3
2045-03-20
Fixed
6.50000000
N
N
Y
N
N
N
NFM & J LLC
N/A
NFM & J LLC
N/A
480969.82950000
PA
USD
474284.25000000
0.118537779708
Long
LON
CORP
US
N
3
2027-11-30
Variable
10.09000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX, LP
55336VBW9
50000.00000000
PA
USD
44274.55000000
0.011065530543
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
5.65000000
N
N
N
N
N
N
SITECORE HOLDING II A/S
213800M9GGJ3GNKQOC39
Sitecore Holding III A/S
N/A
107342.95400000
PA
USD
106582.45000000
0.026638133100
Long
LON
CORP
DK
N
3
2029-03-12
Variable
5.86000000
N
N
Y
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
U.S. Treasury Long Bond Futures Contracts
N/A
-45.00000000
NC
USD
-7031.25000000
-0.00175731908
N/A
DIR
US
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Put
Written
Chicago Board of Trade
N/A
Chicago Board of Trade
N/A
U.S. Treasury Long Bond Futures Contracts
N/A
0.00000000
NC
USD
0.00000000
0.00000000
DIR
Short
N/A
US 20yr 6%
2025-06-25
0.00000000
USD
-45000.00000000
108.00000000
USD
2025-06-20
XXXX
30989.72000000
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 46M Ltd.
38178UAE9
500000.00000000
PA
USD
498220.90000000
0.124520262459
Long
ABS-O
CORP
US
N
2
2037-04-20
Floating
7.32000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-2647771.94000000
PA
USD
-2647771.94000000
-0.66175717819
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.65000000
N/A
2515000.00000000
USD
2666403.00000000
USD
N
N
N
BROWN UNIVERSITY HEALTH
N/A
Brown University Health
53229UAA5
1250000.00000000
PA
USD
1250880.50000000
0.312632344738
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.05000000
N
N
N
N
N
N
Whitehorse Ltd
549300GKZTMG24SVKU49
WhiteHorse VIII Ltd.
96524XAA0
34321.76210000
PA
USD
26359.11000000
0.006587927755
Long
ABS-O
CORP
KY
N
2
2026-05-01
Floating
9.08800000
N
N
N
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Company, Inc.
644274AG7
575000.00000000
PA
USD
578455.75000000
0.144573344496
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
9.75000000
N
N
N
N
N
N
HT HOLDING LLC
254900MKOSB7RTMA9K12
HighTower Holding LLC
N/A
343736.75000000
PA
USD
342877.41000000
0.085695291153
Long
LON
CORP
US
N
2
2032-02-03
Variable
7.26000000
N
N
N
N
N
N
NATIONAL FIN AUTH NH HOSP FACS
N/A
New Hampshire Business Finance Authority Revenue Bonds
63609WAR3
4800000.00000000
PA
USD
3176928.00000000
0.794009059783
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
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CK8
1200000.00000000
PA
USD
989173.80000000
0.247224034948
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.25000000
N
N
N
N
N
N
Stack Infrastructure Issuer LL
254900AV7V87H3A2WM57
Stack Infrastructure Issuer LLC
85236KAP7
550000.00000000
PA
USD
538029.25000000
0.134469556416
Long
ABS-O
CORP
US
N
2
2050-05-25
Fixed
5.00000000
N
N
N
N
N
N
FLOWERS FOODS INC
7YNCQQNDK8FBM9BBTK25
Flowers Foods, Inc.
343498AE1
2050000.00000000
PA
USD
1994912.67000000
0.498588174946
Long
DBT
CORP
US
N
2
2055-03-15
Fixed
6.20000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBL7
2700000.00000000
PA
USD
1669026.38000000
0.417139471444
Long
DBT
CORP
US
N
2
2061-02-01
Fixed
4.30000000
N
N
N
N
N
N
SLAM LLC
N/A
SLAM 2025-1 Ltd.
78450TAA5
400000.00000000
PA
USD
408008.40000000
0.101973468101
Long
ABS-O
CORP
US
N
2
2050-05-15
Fixed
5.80700000
N
N
N
N
N
N
MEIJI YASUDA LIFE INSURA
549300SLU4LP6YMRLK07
Meiji Yasuda Life Insurance Co.
585270AE1
700000.00000000
PA
USD
687476.79000000
0.171820953969
Long
DBT
CORP
JP
N
2
2055-06-11
Variable
6.10000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
45276PAC0
1693799.16290000
PA
USD
1589971.48000000
0.397381294104
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.20000000
N
N
N
N
N
N
SAFEHOLD GL HOLDINGS LLC
54930012UY5Z4Q8NL108
Safehold GL Holdings LLC
785931AA4
900000.00000000
PA
USD
917077.13000000
0.229204926816
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
6.10000000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262GAG6
1000000.00000000
PA
USD
1022441.42000000
0.255538605400
Long
DBT
CORP
US
N
2
2034-05-06
Fixed
6.50000000
N
N
N
N
N
N
STEWART INFORMATION SERV
529900TV1XI0PLKENU10
Stewart Information Services Corp.
86038AAA0
1350000.00000000
PA
USD
1196012.59000000
0.298919217582
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
AMAZON CONSERVATION DAC
635400VMJ6EGNYN3YK31
Amazon Conservation DAC
02315JAA2
1000000.00000000
PA
USD
981000.00000000
0.245181158543
Long
DBT
CORP
IE
N
2
2042-01-16
Fixed
6.03400000
N
N
N
N
N
N
SOUTHERN VETERINARY COMPANY LLC
549300DT78GYJYRK0R74
Southern Veterinary Partners LLC
N/A
1571314.17750000
PA
USD
1571581.30000000
0.392785039631
Long
LON
CORP
US
N
2
2031-12-04
Variable
7.53000000
N
N
N
N
N
N
Fortress Credit BSL Limited
254900VHYDP7XYPMH337
Fortress Credit BSL XV Ltd.
34964WAS1
650000.00000000
PA
USD
652250.04000000
0.163016738498
Long
ABS-O
CORP
JE
N
2
2033-10-18
Floating
6.87000000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS IV LP
N/A
Dyal Capital Partners IV
N/A
650000.00000000
PA
USD
572516.30000000
0.143088898795
Long
DBT
CORP
US
N
3
2041-02-22
Fixed
3.65000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-938892.86000000
PA
USD
-938892.86000000
-0.23465732840
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
N/A
950000.00000000
USD
976885.00000000
USD
CDS
N
N
N
MICHAEL BAKER INTERNATIONAL LLC
N/A
Michael Baker International LLC
N/A
397000.00000000
PA
USD
395265.11000000
0.098788539858
Long
LON
CORP
US
N
2
2028-12-01
Variable
8.28000000
N
N
N
N
N
N
INSPIRED EDUCATION HOLDINGS LTD
21380079CKTODVMD9183
Inspired Finco Holdings, Ltd.
N/A
1000000.00000000
PA
1132625.48000000
0.283076888258
Long
LON
CORP
GB
N
2
2031-02-28
Variable
5.26000000
N
N
N
N
N
N
MADISON OH LOCAL SCH DIST RICH
N/A
Madison Local School District, Richland County, Ohio, School Improvement, Taxable Qualified School C
558090HQ2
2500000.00000000
PA
USD
2504087.25000000
0.625846088733
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
6.65000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-941331.00000000
PA
USD
-941331.00000000
-0.23526669230
Short
RA
CORP
CA
N
2
Reverse repurchase
N
4.61000000
N/A
1150000.00000000
USD
1089510.00000000
USD
CDS
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351AT6
200000.00000000
PA
USD
196333.78000000
0.049069667320
Long
DBT
CORP
US
N
2
2055-09-15
Variable
6.65000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-303292.36000000
PA
USD
-303292.36000000
-0.07580180652
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.65000000
N/A
425000.00000000
USD
305320.00000000
USD
N
N
N
ENCORE CAPITAL GROUP INC
5493000UVC6H49CIH830
Encore Capital Group, Inc.
292554AQ5
500000.00000000
PA
USD
533125.00000000
0.133243838071
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
9.25000000
N
N
N
N
N
N
NEW YORK NY
549300ABYZD2SFD5JB29
City of New York New York General Obligation Unlimited
64966SNJ1
4000000.00000000
PA
USD
4123187.20000000
1.030507456254
Long
DBT
MUN
US
N
2
2055-02-01
Fixed
6.38500000
N
N
N
N
N
N
FIGRE Trust
N/A
FIGRE Trust
31684HAA8
227173.72830000
PA
USD
230074.42000000
0.057502459578
Long
ABS-MBS
CORP
US
N
2
2054-03-25
Variable
6.16500000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
1250000.00000000
PA
USD
1167061.75000000
0.291683539201
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
KENTUCKY ST HSG CORP SF MTGE
549300NTBUU903EKQ287
Kentucky Housing Corp. Revenue Bonds
491309GY0
500000.00000000
PA
USD
480508.10000000
0.120093305450
Long
DBT
MUN
US
N
2
2055-01-01
Fixed
5.90200000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320AZ9
100000.00000000
PA
USD
91867.32000000
0.022960383231
Long
DBT
CORP
US
N
2
2032-05-14
Fixed
4.70000000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-7329920.17000000
PA
USD
-7329920.17000000
-1.83196566698
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.60000000
N/A
6895000.00000000
USD
7440394.50000000
USD
N
N
N
OAKLAND CA UNIF SCH DIST ALAME
N/A
Oakland Unified School District, County of Alameda, California, Taxable General Obligation Bonds, El
672325WR4
10000000.00000000
PA
USD
10060895.00000000
2.514517728929
Long
DBT
MUN
US
N
2
2033-08-01
Fixed
6.87700000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BX2
450000.00000000
PA
USD
431881.89000000
0.107940165284
Long
DBT
CORP
AU
N
2
2046-03-14
Variable
5.92900000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BT6
1000000.00000000
PA
USD
940056.00000000
0.234948031779
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
5.75000000
N
N
N
N
N
N
MORENO VLY CA UNIF SCH DIST
549300G4WBO7HSZKUD51
Moreno Valley Unified School District General Obligation Unlimited
616871MF3
2000000.00000000
PA
USD
1578028.80000000
0.394396462179
Long
DBT
MUN
US
N
2
2044-08-01
Fixed
3.81900000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBE1
400000.00000000
PA
USD
395783.48000000
0.098918095982
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
Jefferies Finance LLC / JFIN Company-Issuer Corp.
47232MAF9
1500000.00000000
PA
USD
1421037.90000000
0.355159753981
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
AUXEY BIDCO LTD
213800NC9KFDXTICTU17
Alexander Mann
N/A
985000.00000000
PA
USD
956681.25000000
0.239103177605
Long
LON
CORP
GB
N
2
2027-06-29
Variable
10.39000000
N
N
N
N
N
N
KENTUCKY ST HSG CORP SF MTGE
549300NTBUU903EKQ287
Kentucky Housing Corp. Revenue Bonds
491309MJ6
500000.00000000
PA
USD
500334.50000000
0.125048514137
Long
DBT
MUN
US
N
2
2050-07-01
Fixed
6.20800000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DG2
1200000.00000000
PA
USD
907115.64000000
0.226715253361
Long
DBT
CORP
US
N
2
2062-02-22
Fixed
4.40000000
N
N
N
N
N
N
AP GRANGE HOLDINGS LLC
N/A
AP Grange Holdings LLC
N/A
98293.06290000
PA
USD
98293.06000000
0.024566367306
Long
DBT
CORP
KY
N
3
2045-03-20
Fixed
6.50000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBC5
400000.00000000
PA
USD
395313.92000000
0.098800738933
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.00000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-1023296.18000000
PA
USD
-1023296.18000000
-0.25575223541
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
N/A
1050000.00000000
USD
1053360.00000000
USD
CDS
N
N
N
IDAHO ST HSG & FIN ASSN SF MTG
5493002WM3NYB1LQB744
Idaho Housing & Finance Association Revenue Bonds
45129Y7Y6
4200000.00000000
PA
USD
4068652.14000000
1.016877518240
Long
DBT
MUN
US
N
2
2049-07-01
Fixed
5.71500000
N
N
N
N
N
N
TUFTS MEDICAL CTR INC
N/A
Tufts Medical Center, Inc.
899042AC9
1500000.00000000
PA
USD
1574421.96000000
0.393495005288
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
Medical Center Educational Building Corp. Revenue Bonds
584556GW8
4500000.00000000
PA
USD
3337443.90000000
0.834126770616
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
2.91700000
N
N
N
N
N
N
Switch ABS Issuer, LLC
N/A
Switch ABS Issuer LLC
871044AA1
150000.00000000
PA
USD
151459.13000000
0.037854153889
Long
ABS-O
CORP
US
N
2
2054-03-25
Fixed
6.28000000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320AX4
50000.00000000
PA
USD
35646.11000000
0.008909026042
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.60000000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-5600059.46000000
PA
USD
-5600059.46000000
-1.39962188207
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.60000000
N/A
8900000.00000000
USD
5525120.00000000
USD
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-602907.52000000
PA
USD
-602907.52000000
-0.15068457109
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
650000.00000000
USD
618020.00000000
USD
CDS
N
N
N
INTEGRATED POWER SERVICES HOLDINGS INC
254900XZHU62GSCKCC41
Integrated Power Services Holdings, Inc.
N/A
193666.61040000
PA
USD
193184.91000000
0.048282670791
Long
LON
CORP
US
N
3
2028-11-22
Variable
8.94000000
N
N
N
N
N
N
CITADEL SECURITIES GLOBAL HOLDINGS LLC
549300NV5RXBUS3X7L47
Citadel Securities, LP
N/A
975153.90650000
PA
USD
978079.37000000
0.244451205997
Long
LON
CORP
US
N
2
2031-10-31
Variable
6.33000000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-955952.37000000
PA
USD
-955952.37000000
-0.23892100875
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.70000000
N/A
1100000.00000000
USD
1034550.00000000
USD
CDS
N
N
N
NUVEEN LLC
N/A
Nuveen LLC
67080LAD7
1000000.00000000
PA
USD
1020674.83000000
0.255097081870
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.85000000
N
N
N
N
N
N
MERLIN BUYER INC
2549008CJ699WXZAWW31
Merlin Buyer, Inc.
N/A
295477.39000000
PA
USD
292522.62000000
0.073110127290
Long
LON
CORP
US
N
2
2028-12-14
Variable
9.05000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CMM0
860000.00000000
PA
USD
876125.00000000
0.218969768122
Long
DBT
UST
US
N
2
2035-02-15
Fixed
4.62500000
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DS1
510000.00000000
PA
USD
544359.64000000
0.136051709683
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.52800000
N
N
N
N
N
N
ARMOR PARENT CORP
549300MC6XO5P96H8E79
Accuride Corp.
N/A
290147.29000000
PA
USD
552150.29000000
0.137998825476
Long
LON
CORP
US
N
3
2030-03-07
Variable
8.79000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAK0
220000.00000000
PA
USD
223440.28000000
0.055844390128
Long
DBT
CORP
US
N
2
2034-05-20
Fixed
6.00000000
N
N
N
N
N
N
SCIL IV LLC / SCIL USA H
N/A
SCIL IV LLC / SCIL USA Holdings LLC
78397UAA8
600000.00000000
PA
USD
596961.52000000
0.149198488358
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
Westchester County Health Care Corporation, Revenue Bonds, Taxable Build America Bonds
957366BR7
10010000.00000000
PA
USD
9625995.38000000
2.405823342913
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
8.57200000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-3326934.97000000
PA
USD
-3326934.97000000
-0.83150027557
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.65000000
N/A
5030000.00000000
USD
3460137.00000000
USD
N
N
N
ARCELORMITTAL SA
2EULGUTUI56JI9SAL165
ArcelorMittal S.A.
03938LBE3
900000.00000000
PA
USD
933367.05000000
0.233276263674
Long
DBT
CORP
LU
N
2
2027-11-29
Fixed
6.55000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-219394.75000000
PA
USD
-219394.75000000
-0.05483329152
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
200000.00000000
USD
213560.00000000
USD
CDS
N
N
N
OHIO EDISON CO
N/A
Ohio Edison Co.
677347CH7
950000.00000000
PA
USD
957322.34000000
0.239263405117
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.50000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp.
31428XCS3
70000.00000000
PA
USD
51713.07000000
0.012924638546
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.10000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd.
44332PAG6
334000.00000000
PA
USD
331254.52000000
0.082790384287
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.62500000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc
03969YAB4
400000.00000000
PA
USD
354855.12000000
0.088688878120
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
7000000.00000000
PA
USD
6328638.54000000
1.581715524197
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-966491.97000000
PA
USD
-966491.97000000
-0.24155516914
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
1000000.00000000
USD
975200.00000000
USD
CDS
N
N
N
MERLIN BUYER INC
2549008CJ699WXZAWW31
Merlin Buyer, Inc.
N/A
566429.64200000
PA
USD
561235.48000000
0.140269485424
Long
LON
CORP
US
N
2
2028-12-14
Variable
8.30000000
N
N
N
N
N
N
SUNRISE FINCO I BV
213800MNFBDEQRS6HZ22
Sunrise FinCo I B.V.
90320BAA7
700000.00000000
PA
USD
650090.00000000
0.162476880078
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
4.87500000
N
N
N
N
N
N
AMERICAN NATIONAL GROUP
549300RK5RZQ740FPL83
American National Group, Inc.
025676AN7
550000.00000000
PA
USD
559361.67000000
0.139801164419
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.75000000
N
N
N
N
N
N
Cerberus
635400CIDEC6DQX2EU90
Cerberus Loan Funding XLVII LLC
156945AE7
1200000.00000000
PA
USD
1194723.12000000
0.298596940570
Long
ABS-O
CORP
US
N
2
2036-07-15
Floating
6.80600000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-969404.80000000
PA
USD
-969404.80000000
-0.24228317223
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
1000000.00000000
USD
982000.00000000
USD
CDS
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
BNP Paribas
N/A
-228556.36000000
PA
USD
-228556.36000000
-0.05712305110
Short
RA
CORP
FR
N
2
Reverse repurchase
N
4.50000000
N/A
230000.00000000
USD
239821.00000000
USD
CDS
N
N
N
Owl Rock CLO Ltd
2549000CE1W4KBWC2X49
OWL Rock Clo XXI LLC
69120UAC7
600000.00000000
PA
USD
600000.00000000
0.149957895133
Long
ABS-O
CORP
US
N
2
2034-07-24
None
0.00000000
N
N
N
N
N
N
BAYLOR COLLEGE OF MEDIC
5493006UKJHZXSM3H989
Baylor College of Medicine
07284RAA0
600000.00000000
PA
USD
554683.31000000
0.138631902722
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
New Jersey Turnpike Authority Revenue Bonds
646140EA7
2500000.00000000
PA
USD
1825270.00000000
0.456189412083
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
2.78200000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-673790.02000000
PA
USD
-673790.02000000
-0.16840022193
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.53000000
N/A
660000.00000000
USD
683034.00000000
USD
CDS
N
N
N
BLUE OWL GP STAKES V ISSUER
N/A
Blue Owl Capital GP LLC
N/A
375750.00000000
PA
USD
383856.58000000
0.095937207949
Long
DBT
CORP
US
N
3
2043-08-22
Fixed
7.21000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AJ1
1100000.00000000
PA
USD
1121037.40000000
0.280180681449
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
5.75000000
N
N
N
N
N
N
CORVIAS MILITARY LIVING LLC
N/A
Homestead Spe Issuer LLC
N/A
1000000.00000000
PA
USD
955639.08000000
0.238842708239
Long
DBT
CORP
US
N
3
2055-04-01
Fixed
7.21000000
N
N
N
N
N
N
GARLAND TX ELEC UTILITY SYS RE
N/A
City of Garland Texas Electric Utility System Revenue Bonds
366133SL1
2400000.00000000
PA
USD
1588634.64000000
0.397047177917
Long
DBT
MUN
US
N
2
2051-03-01
Fixed
3.15000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680CG6
1050000.00000000
PA
USD
939995.68000000
0.234932956012
Long
DBT
CORP
US
N
2
2064-11-01
Fixed
5.85000000
N
N
N
N
N
N
HILLSBOROUGH CA SCH DIST
N/A
Hillsborough City School District General Obligation Unlimited
432272GD8
1120000.00000000
PA
USD
585991.62000000
0.146456783168
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
County of Pierce Washington Sewer Revenue Bonds
720653QG2
4300000.00000000
PA
USD
3102299.50000000
0.775357171822
Long
DBT
MUN
US
N
2
2042-08-01
Fixed
2.87000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-3878107.57000000
PA
USD
-3878107.57000000
-0.96925474716
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.65000000
N/A
3840000.00000000
USD
4005888.00000000
USD
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO I LLC
69121XAD8
1050000.00000000
PA
USD
1049506.40000000
0.262302951121
Long
ABS-O
CORP
US
N
2
2036-02-20
Floating
8.57200000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900RDM4XSF0B1E373
OBX Trust
67448NAD0
750000.00000000
PA
USD
750992.78000000
0.187695494248
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Fixed
6.51300000
N
N
N
N
N
N
SAN JOSE CA EVERGREEN CMNTY CL
5493006H31JIFYW6Z091
San Jose Evergreen Community College District General Obligation Unlimited
798189RS7
1500000.00000000
PA
USD
1060709.25000000
0.265102877464
Long
DBT
MUN
US
N
2
2045-09-01
Fixed
3.06300000
N
N
N
N
N
N
BCP V MODULAR SERVICES FINANCE PLC
213800K8U94KVZL98H64
BCP V Modular Services Finance II plc
N/A
750000.00000000
PA
960009.70000000
0.239935056532
Long
DBT
CORP
GB
N
2
2028-10-30
Fixed
6.12500000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-2021147.95000000
PA
USD
-2021147.95000000
-0.50514515389
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.65000000
N/A
2000000.00000000
USD
1994600.00000000
USD
N
N
N
HARRIS CNTY TX CULTURAL EDU FA
N/A
Harris County Cultural Education Facilities Finance Corp. Revenue Bonds
414008CU4
8900000.00000000
PA
USD
7392823.27000000
1.847687027770
Long
DBT
MUN
US
N
2
2037-11-15
Fixed
3.34400000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-760743.67000000
PA
USD
-760743.67000000
-0.19013253248
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
N/A
950000.00000000
USD
992465.00000000
USD
CDS
N
N
N
AMFAM HOLDINGS INC
N/A
AmFam Holdings, Inc.
03115AAC7
1600000.00000000
PA
USD
985216.94000000
0.246235097620
Long
DBT
CORP
US
N
2
2051-03-11
Fixed
3.83300000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AL1
1150000.00000000
PA
USD
1092059.26000000
0.272938179984
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
EVANSVILLE-VANDERBURGH IN INDE
N/A
Evansville-Vanderburgh School Building Corp. Revenue Bonds
299620EW0
8690000.00000000
PA
USD
8844486.48000000
2.210500960127
Long
DBT
MUN
US
N
2
2030-01-15
Fixed
6.50000000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-194296.00000000
PA
USD
-194296.00000000
-0.04856036532
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
200000.00000000
USD
203400.00000000
USD
CDS
N
N
N
Datix Bidco Ltd.
N/A
Datix Bidco Ltd.
N/A
-140000.00000000
PA
USD
-958.19000000
-0.00023948025
Short
LON
CORP
US
N
3
2031-04-25
Variable
0.50000000
N
N
N
N
N
N
AQUILA FDG LLC FDG_24-1
N/A
Endo Luxembourg Finance Co I SARL / Endo US, Inc.
N/A
1000000.00000000
PA
USD
1007274.50000000
0.251747939735
Long
ABS-O
CORP
US
N
3
2045-09-30
Fixed
7.40000000
N
N
N
N
N
N
CEAMER FINANCE LLC
549300KGM6NOF0Q0GA88
Ceamer Finance LLC
N/A
761999.78000000
PA
USD
766517.27000000
0.191575527320
Long
ABS-O
CORP
US
N
3
2037-11-15
Fixed
6.92000000
N
N
N
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
N/A
4790.60000000
NS
USD
3615.88000000
0.000903716256
Long
EC
CORP
US
N
3
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-5575448.84000000
PA
USD
-5575448.84000000
-1.39347095411
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.60000000
N/A
5000000.00000000
USD
5663000.00000000
USD
N
N
N
Pershing Square Holdings, Ltd.
N/A
Pershing Square SPARC Holdings, Ltd.
N/A
11865.00000000
NS
USD
1.19000000
0.000000297416
N/A
DE
US
N
3
Pershing Square SPARC Holdings, Ltd.
N/A
Call
Purchased
N/A
Pershing Square SPARC Holdings, Ltd.
11865.0000
0.01000000
USD
2049-12-31
XXXX
1.19000000
N
N
N
KEENAN FT DETRICK ENERGY
N/A
Keenan Fort Detrick Energy LLC
487312AD2
1000000.00000000
PA
USD
760996.00000000
0.190195597274
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.16600000
N
N
N
N
N
N
CEAMER FINANCE III LLC
N/A
Ceamer Finance LLC
N/A
289565.33000000
PA
USD
289168.71000000
0.072271885150
Long
ABS-O
CORP
US
N
3
2039-11-15
Fixed
6.79000000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-729578.65000000
PA
USD
-729578.65000000
-0.18234346448
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.53000000
N/A
720000.00000000
USD
750744.00000000
USD
CDS
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
7000000.00000000
PA
USD
6328638.54000000
1.581715524197
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
ALEXANDER FUND TRUST II
N/A
Alexander Funding Trust II
014916AA8
900000.00000000
PA
USD
954187.79000000
0.238479987583
Long
DBT
CORP
US
N
2
2028-07-31
Fixed
7.46700000
N
N
N
N
N
N
Jol Air
549300TS4MUGCDXPW498
JOL Air Ltd.
46651NAA2
723153.28000000
PA
USD
715921.75000000
0.178930197850
Long
ABS-O
CORP
KY
N
2
2044-04-15
Fixed
3.96700000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148HAE3
1900000.00000000
PA
USD
1953850.56000000
0.488325528971
Long
ABS-O
CORP
US
N
2
2053-05-20
Fixed
8.83600000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications, Inc.
775109CJ8
1150000.00000000
PA
USD
958512.76000000
0.239560926580
Long
DBT
CORP
CA
N
2
2042-03-15
Fixed
4.50000000
N
N
N
N
N
N
SOLERA CORP
254900LEPDAG7EDOA064
Polaris Newco LLC
N/A
893000.00030000
PA
USD
866616.32000000
0.216593265392
Long
LON
CORP
US
N
3
2026-06-04
Variable
7.19000000
N
N
N
N
N
N
LKQ CORP
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889AF6
950000.00000000
PA
USD
990584.51000000
0.247576613452
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.25000000
N
N
N
N
N
N
BECLE SA DE CV
529900JY55CZKMJLCE09
Becle, SAB de CV
07586PAA9
200000.00000000
PA
USD
164535.72000000
0.041122383742
Long
DBT
CORP
MX
N
2
2031-10-14
Fixed
2.50000000
N
N
N
N
N
N
AASET 2021-2 Trust
N/A
AASET Trust
00258BAA2
340432.20730000
PA
USD
313168.42000000
0.078270128475
Long
ABS-O
CORP
US
N
2
2047-01-15
Fixed
2.79800000
N
N
N
N
N
N
DALLAS TX CONVENTION CENTER HO
N/A
Dallas, Texas, Convention Center Hotel Development Corporation, Hotel Revenue Bonds, Taxable Build A
235417AA0
10020000.00000000
PA
USD
10880904.37000000
2.719462527454
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
7.08800000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896BY5
340000.00000000
PA
USD
335527.44000000
0.083858314436
Long
DBT
CORP
US
N
2
2055-06-01
Variable
6.50000000
N
N
N
N
N
N
Aligned Data Centers Issuer LL
N/A
Aligned Data Centers Issuer LLC
01627AAA6
1000000.00000000
PA
USD
960983.20000000
0.240178363217
Long
ABS-O
CORP
US
N
2
2046-08-15
Fixed
1.93700000
N
N
N
N
N
N
PHILADELPHIA PA SCH DIST
254900HSKDHZKBZCUL90
School District of Philadelphia, Pennsylvania, General Obligation Bonds, Series 2011A, Qualified Sch
717883LV2
10330000.00000000
PA
USD
10810408.01000000
2.701843384520
Long
DBT
MUN
US
N
2
2030-09-01
Fixed
5.99500000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
Illinois, General Obligation Bonds, Taxable Build America Bonds
452152GS4
3928571.42860000
PA
USD
4164920.96000000
1.040937967597
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
7.35000000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAK5
100000.00000000
PA
USD
101642.22000000
0.025403422279
Long
ABS-O
CORP
US
N
2
2054-06-20
Fixed
6.67200000
N
N
N
N
N
N
ARDIAN FRANCE SA
254900J6FNIX7DTKUV52
Florida Food Products LLC
N/A
432664.95230000
PA
USD
303406.30000000
0.075830283530
Long
LON
CORP
US
N
2
2028-10-18
Variable
9.56000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver GBP
N/A
-3380000.00000000
NC
-57747.21000000
-0.01443275010
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
3380000.00000000
GBP
4496699.27000000
USD
2025-06-16
-57747.21000000
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
91153LAA5
1100000.00000000
PA
USD
1098170.04000000
0.274465446161
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
BELVOIR LAND LLC
N/A
Belvoir Land LLC
081331AH3
500000.00000000
PA
USD
482754.00000000
0.120654622845
Long
DBT
CORP
US
N
2
2035-12-15
Fixed
5.60000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
-123500.00000000
PA
USD
0.00000000
0.000000
Short
LON
CORP
US
N
3
2030-10-25
Variable
0.50000000
N
N
N
N
N
N
Cerberus
635400QFSCXQUKSANU86
Cerberus Loan Funding XLVI, LP
15675BAC1
950000.00000000
PA
USD
946776.84000000
0.236627770145
Long
ABS-O
CORP
US
N
2
2036-07-15
Floating
7.30600000
N
N
N
N
N
N
WABASH NATIONAL CORP
5299004ZAWHQZI5XO485
Wabash National Corp.
929566AL1
500000.00000000
PA
USD
426699.85000000
0.106645018932
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.50000000
N
N
N
N
N
N
LBJ INFRASTRUCTURE GROUP
254900DEJSU2OQFZWQ97
LBJ Infrastructure Group LLC
50203UAA1
1500000.00000000
PA
USD
984783.08000000
0.246126663066
Long
DBT
CORP
US
N
2
2057-12-31
Fixed
3.79700000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-916253.75000000
PA
USD
-916253.75000000
-0.22899913959
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
1000000.00000000
USD
940100.00000000
USD
CDS
N
N
N
EVERGREEN ACQCO/TVI INC
N/A
Evergreen Acqco 1 Limited Partnership / TVI, Inc.
30015DAA9
435000.00000000
PA
USD
455260.56000000
0.113783192191
Long
DBT
CORP
US
N
2
2028-04-26
Fixed
9.75000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AM7
1150000.00000000
PA
USD
997021.62000000
0.249185439229
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
5.00000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-798144.26000000
PA
USD
-798144.26000000
-0.19948005540
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
1000000.00000000
USD
813400.00000000
USD
CDS
N
N
N
SCIENTIFIC GAMES US PARENT LP
549300W5GPFXXB6TQ330
Scientific Games Corp.
N/A
597000.00000000
PA
USD
593346.36000000
0.148294952051
Long
LON
CORP
US
N
2
2029-04-04
Variable
7.28000000
N
N
N
N
N
N
FLORIDA ST HSG FIN CORP REVENU
549300W0PCIJCI0JCF10
Florida Housing Finance Corp. Revenue Bonds
34074MY70
1175000.00000000
PA
USD
1202630.24000000
0.300573165690
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
6.24500000
N
N
N
N
N
N
OXNARD CA SCH DIST
N/A
Oxnard School District General Obligation Unlimited
692020U99
1990000.00000000
PA
USD
1309492.24000000
0.327281166673
Long
DBT
MUN
US
N
2
2044-08-01
Fixed
2.75700000
N
N
N
N
N
N
MIRABELA NICKEL LTD
N/A
Mirabela Nickel Ltd.
N/A
96316.00000000
PA
USD
481.58000000
0.000120361205
Long
DBT
CORP
AU
Y
3
2019-06-24
Variable
9.50000000
Y
Y
N
N
N
N
FIRST BRANDS GROUP LLC
2549005IXRZR7KSBJD91
First Brands Group LLC
N/A
767034.13400000
PA
USD
740065.21000000
0.184964368588
Long
LON
CORP
US
N
2
2027-03-30
Variable
9.54000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1318593.60000000
PA
USD
-1318593.60000000
-0.32955586798
Short
RA
CORP
US
N
2
Reverse repurchase
N
3.75000000
N/A
1619000.00000000
USD
1471832.90000000
USD
CDS
N
N
N
Cerberus
635400CIKKARDIZZL727
Cerberus Loan Funding XLII LLC
15675CAE5
1250000.00000000
PA
USD
1248520.75000000
0.312042572833
Long
ABS-O
CORP
US
N
2
2035-09-13
Floating
8.41100000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CQ6
329000.00000000
PA
USD
225397.23000000
0.056333490299
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
ACCIDENT FUND INS CO AM
2549009NUX96RJZ6DQ30
Accident Fund Insurance Company of America
00452AAA8
1750000.00000000
PA
USD
1736614.18000000
0.434031678485
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
8.50000000
N
N
N
N
N
N
RECESS HOLDINGS INC
N/A
Recess Holdings, Inc.
N/A
892257.50000000
PA
USD
891588.31000000
0.222834510488
Long
LON
CORP
US
N
2
2030-02-20
Variable
8.03000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-1826947.00000000
PA
USD
-1826947.00000000
-0.45660854440
Short
RA
CORP
CA
N
2
Reverse repurchase
N
4.61000000
N/A
2200000.00000000
USD
2089780.00000000
USD
CDS
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3142J6AP8
915000.00000000
PA
USD
906112.44000000
0.226464523760
Long
ABS-MBS
USGSE
US
N
2
2055-06-01
Fixed
5.50000000
N
N
N
N
N
N
AMSTED INDUSTRIES
N2VLGYMEEBIU3PFSUY86
Amsted Industries, Inc.
032177AK3
50000.00000000
PA
USD
50749.63000000
0.012683846155
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.37500000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAB4
6610992.22980000
PA
USD
368908.57000000
0.092201254423
Long
ABS-MBS
USGSE
US
N
2
2055-11-25
Variable
0.70000000
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd.
29359UAD1
500000.00000000
PA
USD
506249.50000000
0.126526849053
Long
DBT
CORP
BM
N
2
2045-04-01
Variable
7.50000000
N
N
N
N
N
N
TPG Real Estate Finance
N/A
TRTX Issuer Ltd.
897764AE6
900000.00000000
PA
USD
884051.73000000
0.220950894366
Long
ABS-O
CORP
KY
N
2
2042-09-18
Floating
6.37300000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education, Inc.
57767XAB6
850000.00000000
PA
USD
852186.27000000
0.212986765517
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
8.00000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAE3
200000.00000000
PA
USD
202754.60000000
0.050674421741
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.25000000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co.
114259AX2
2000000.00000000
PA
USD
2089426.96000000
0.522210114927
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
6.38800000
N
N
N
N
N
N
INTEGRATED POWER SERVICES HOLDINGS INC
254900XZHU62GSCKCC41
Integrated Power Services Holdings, Inc.
N/A
193957.03010000
PA
USD
193474.60000000
0.048355072962
Long
LON
CORP
US
N
3
2028-11-22
Variable
8.94000000
N
N
N
N
N
N
MARYLAND CMNTY DEV ADMIN HSG &
549300Q5BSL77YR7NP93
Maryland Department of Housing & Community Development Revenue Bonds
57419UVF2
1000000.00000000
PA
USD
1003299.50000000
0.250754468680
Long
DBT
MUN
US
N
2
2045-09-01
Fixed
6.19900000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-2039573.00000000
PA
USD
-2039573.00000000
-0.50975012341
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
2000000.00000000
USD
2089400.00000000
USD
CDS
N
N
N
VIRGINIA ST HSG DEV AUTH CMWLT
549300LW3QBOVLQBP895
Virginia Housing Development Authority Revenue Bonds
92812U5G9
1700000.00000000
PA
USD
1595904.24000000
0.398864067774
Long
DBT
MUN
US
N
2
2049-10-01
Fixed
5.56700000
N
N
N
N
N
N
Navigator Aircraft ABS LLC
N/A
Navigator Aircraft ABS Ltd.
63943BAA1
939395.16800000
PA
USD
871307.15000000
0.217765643714
Long
ABS-O
CORP
US
N
2
2046-11-15
Variable
2.77100000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-916309.08000000
PA
USD
-916309.08000000
-0.22901296821
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.45000000
N/A
900000.00000000
USD
933390.00000000
USD
CDS
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056BA4
350000.00000000
PA
USD
354680.79000000
0.088645307854
Long
DBT
CORP
US
N
2
2034-05-14
Fixed
6.05000000
N
N
N
N
N
N
GINKGO BIOWORKS HOLDINGS INC
N/A
Ginkgo Bioworks Holdings, Inc.
37611X118
9372.00000000
NS
USD
120.90000000
0.000030216515
N/A
DE
US
N
1
Ginkgo Bioworks Holding, Inc.
N/A
Call
Purchased
N/A
Ginkgo Bioworks Holding, Inc.
9372.0000
11.50000000
USD
2026-09-16
XXXX
-21582.30000000
N
N
N
MASSACHUSETTS ST DEV FIN AGY R
549300UZSVMFXJK08K70
Massachusetts Development Finance Agency Revenue Bonds
57584YD30
2250000.00000000
PA
USD
1493986.73000000
0.373391842313
Long
DBT
MUN
US
N
2
2046-10-01
Fixed
3.52000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452E408
140000.00000000
NS
USD
2310000.00000000
0.577337896263
Long
EP
CORP
US
N
2
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-703135.93000000
PA
USD
-703135.93000000
-0.17573464009
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.46000000
N/A
677000.00000000
USD
689727.60000000
USD
UST
N
N
N
SOLERA CORP
254900LEPDAG7EDOA064
Polaris Newco LLC
N/A
-1456999.99970000
PA
USD
-43047.06000000
-0.01075874418
Short
LON
CORP
US
N
3
2026-06-04
Variable
0.62603000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DP7
2000000.00000000
PA
USD
2044010.00000000
0.510859062052
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
7.00000000
N
N
N
N
N
N
GRAFTECH INTERNATIONAL LTD.
1Z010BU876CF2HDBIN43
GrafTech Finance, Inc.
N/A
316054.20000000
PA
USD
313882.91000000
0.078448700836
Long
LON
CORP
US
N
2
2029-12-21
Variable
10.30000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-1056795.71000000
PA
USD
-1056795.71000000
-0.26412476709
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
2025-06-18
1300000.00000000
USD
997880.00000000
USD
CDS
N
N
N
VIPER ENERGY INC
5299009LINL232255G03
Viper Energy, Inc.
92763MAB1
153000.00000000
PA
USD
160442.07000000
0.040099258513
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.37500000
N
N
N
N
N
N
SUBWAY FUNDING LLC
N/A
Subway Funding LLC
864300AE8
945250.00000000
PA
USD
961097.68000000
0.240206975183
Long
ABS-O
CORP
US
N
2
2054-07-30
Fixed
6.50500000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services, Inc.
913903BA7
1300000.00000000
PA
USD
1080541.33000000
0.270059505752
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
CALIFORNIA PUBLIC FIN AUTH REV
N/A
California Public Finance Authority Revenue Bonds
13057EEK6
4800000.00000000
PA
USD
3327245.76000000
0.831577951268
Long
DBT
MUN
US
N
2
2043-10-15
Fixed
3.27100000
N
N
N
N
N
N
ASTON TOPCO LTD
N/A
Aston FinCo SARL
N/A
770130.00000000
PA
969889.80000000
0.242404388198
Long
LON
CORP
LU
N
2
2026-10-09
Variable
8.98000000
N
N
N
N
N
N
Start Ltd.
549300VIQYFIDJQCKZ43
Start Ltd.
85572RAA7
566415.14410000
PA
USD
558785.53000000
0.139657169849
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
4.08900000
N
N
N
N
N
N
IDAHO ST HSG & FIN ASSN SF MTG
5493002WM3NYB1LQB744
Idaho Housing & Finance Association Revenue Bonds
45129Y5P7
1850000.00000000
PA
USD
1733377.85000000
0.433222823094
Long
DBT
MUN
US
N
2
2049-07-01
Fixed
5.54700000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBX7
1100000.00000000
PA
USD
814147.73000000
0.203479799864
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
5.12500000
N
N
N
N
N
N
PITTSBURGH PA SCH DIST
549300DCE2NGMJO6P377
Pittsburgh, Pennsylvania, School District, Taxable Qualified School Construction Bonds
725277DR5
6895000.00000000
PA
USD
7440691.67000000
1.859650768615
Long
DBT
MUN
US
N
2
2029-09-01
Fixed
6.85000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-927666.00000000
PA
USD
-927666.00000000
-0.23185140124
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
1200000.00000000
USD
915840.00000000
USD
CDS
N
N
N
COLORADO ST HSG & FIN AUTH SF
5493005GIROYQAWBMC18
Colorado Housing and Finance Authority Revenue Bonds
19648GHU9
1250000.00000000
PA
USD
1227354.00000000
0.306752370705
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
5.49600000
N
N
N
N
N
N
FLUTTER TREASURY DAC
635400JE8VLL9UFVIC38
Flutter Treasury Designated Activity Co.
344045AA7
1000000.00000000
PA
USD
1023673.00000000
0.255846413974
Long
DBT
CORP
IE
N
2
2029-04-29
Fixed
6.37500000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-523239.80000000
PA
USD
-523239.80000000
-0.13077323176
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
N/A
539000.00000000
USD
538838.30000000
USD
CDS
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD Securities (USA) LLC
N/A
-912307.13000000
PA
USD
-912307.13000000
-0.22801276154
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
880000.00000000
USD
860112.00000000
USD
CDS
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
682695AA9
350000.00000000
PA
USD
366824.56000000
0.091680398168
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
9.00000000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
556079AD3
1200000.00000000
PA
USD
1055426.02000000
0.263782440713
Long
DBT
CORP
AU
N
2
2036-03-03
Variable
3.05200000
N
N
N
N
N
N
BXHPP Trust
N/A
BXHPP Trust
05609JAL6
1250000.00000000
PA
USD
1138174.00000000
0.284463628892
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
5.54400000
N
N
N
N
N
N
GoldenTree Loan Management US
254900PS1VHPJR2OTF82
GoldenTree Loan Management US CLO 24 Ltd.
38139WAA1
450000.00000000
PA
USD
441294.08000000
0.110292552286
Long
ABS-O
CORP
KY
N
2
2038-10-20
Floating
8.87900000
N
N
N
N
N
N
SK INVICTUS INTERMEDIATE
N/A
SK Invictus Intermediate II SARL
29977LAA9
700000.00000000
PA
USD
665051.10000000
0.166216105186
Long
DBT
CORP
LU
N
2
2029-10-30
Fixed
5.00000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-327489.95000000
PA
USD
-327489.95000000
-0.08184950596
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
N/A
450000.00000000
USD
439785.00000000
USD
CDS
N
N
N
CURATORS OF THE UNIV OF MISSOU
G0G4PRB87K0V5MXIV248
Curators of the University of Missouri Revenue Bonds
231266GC5
1745000.00000000
PA
USD
1730043.95000000
0.432389582050
Long
DBT
MUN
US
N
2
2041-11-01
Fixed
5.79200000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-1668098.00000000
PA
USD
-1668098.00000000
-0.41690744159
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
2500000.00000000
USD
1669000.00000000
USD
CDS
N
N
N
AMERICAN NATIONAL GROUP
549300RK5RZQ740FPL83
American National Group, Inc.
025676859
19000.00000000
NS
USD
475190.00000000
0.118764153647
Long
EP
CORP
US
N
2
N
N
N
HF SINCLAIR CORP
2549009G116AM01XHN24
HF Sinclair Corp.
403949AS9
1000000.00000000
PA
USD
981989.34000000
0.245428424116
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
6.25000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB7, LP
12510HAT7
980416.66700000
PA
USD
990003.57000000
0.247431419219
Long
ABS-O
CORP
US
N
2
2053-09-15
Fixed
6.50000000
N
N
N
N
N
N
XEROX CORPORATION
4KF48RN45X1OO8UBLY20
Xerox Corp.
984121CS0
450000.00000000
PA
USD
462429.90000000
0.115575024084
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
10.25000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Securities Ltd.
599920AA3
770330.98520000
PA
USD
702156.69000000
0.175489898810
Long
ABS-MBS
CORP
US
N
2
2069-11-01
Variable
3.00000000
N
N
N
N
N
N
IDAHO ST HSG & FIN ASSN SF MTG
5493002WM3NYB1LQB744
Idaho Housing & Finance Association Revenue Bonds
45130BBB8
1000000.00000000
PA
USD
1000197.00000000
0.249979061397
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
6.14400000
N
N
N
N
N
N
CLIFFWATER LLC
N/A
Cliffwater LLC
N/A
-30000.00000000
PA
USD
0.00000000
0.000000
Short
LON
CORP
US
N
3
2032-03-19
Variable
0.50000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-642594.00000000
PA
USD
-642594.00000000
-0.16060340610
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
600000.00000000
USD
636120.00000000
USD
CDS
N
N
N
Apollo Aviation Securitization
N/A
AASET Trust
00255JAA8
569843.30520000
PA
USD
574288.42000000
0.143531804437
Long
ABS-O
CORP
US
N
2
2049-05-16
Fixed
6.26100000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-1004755.79000000
PA
USD
-1004755.79000000
-0.25111843898
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
N/A
1500000.00000000
USD
1012350.00000000
USD
CDS
N
N
N
BP HOLDCO LLC
N/A
BP Holdco LLC
N/A
15619.00000000
NS
USD
12767.63000000
0.003191011534
Long
EC
CORP
US
N
3
N
N
N
2025-06-30
Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust
James Howley
James Howley
CFO