0001752724-23-289623.txt : 20231222
0001752724-23-289623.hdr.sgml : 20231222
20231222141945
ACCESSION NUMBER: 0001752724-23-289623
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231031
FILED AS OF DATE: 20231222
DATE AS OF CHANGE: 20231222
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: NATIONWIDE MUTUAL FUNDS
CENTRAL INDEX KEY: 0001048702
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08495
FILM NUMBER: 231509264
BUSINESS ADDRESS:
STREET 1: ONE NATIONWIDE PLAZA
STREET 2: MAIL CODE 05-02-210
CITY: COLUMBUS
STATE: OH
ZIP: 43215
BUSINESS PHONE: 614-435-5749
MAIL ADDRESS:
STREET 1: ONE NATIONWIDE PLAZA
STREET 2: MAIL CODE 05-02-210
CITY: COLUMBUS
STATE: OH
ZIP: 43215
FORMER COMPANY:
FORMER CONFORMED NAME: GARTMORE MUTUAL FUNDS
DATE OF NAME CHANGE: 20020125
FORMER COMPANY:
FORMER CONFORMED NAME: NATIONWIDE MUTUAL FUNDS
DATE OF NAME CHANGE: 19991015
FORMER COMPANY:
FORMER CONFORMED NAME: NATIONWIDE INVESTING FOUNDATION III
DATE OF NAME CHANGE: 19971029
0001048702
S000064382
Nationwide Multi-Cap Portfolio
C000208247
Class R6
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001048702
XXXXXXXX
S000064382
C000208247
Nationwide Mutual Funds
811-08495
0001048702
549300NXDT8MH8Z3PQ44
One Nationwide Plaza Location:N0900
Mail Code 5-02-210T
Columbus
43215
614-435-3820
Nationwide Multi-Cap Portfolio
S000064382
549300FGLKT5RYC4PF32
2023-10-31
2023-10-31
N
3287544807.09
128317230.93
3159227576.16
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
295885787.44000000
BSD
CAD
CHF
CLP
COP
CZK
EUR
GBP
ILS
JPY
MXN
NOK
PEN
RUB
UAH
USD
ZAR
UST
Russell 3000 Benchmark
RUSSELL.MC.RAY
CBRE Group, Inc.
52990016II9MJ2OSWA10
CBRE Group, Inc., Class A
12504L109
14677.00000000
NS
USD
1017703.18000000
0.032213671078
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TJ7
1820000.00000000
PA
USD
1248406.25000000
0.039516186153
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
Radian Group, Inc.
54930005OUP720S5U385
Radian Group, Inc.
750236101
8842.00000000
NS
USD
224056.28000000
0.007092122191
Long
EC
CORP
US
N
1
N
N
N
Green Plains, Inc.
VJ5WLTHARBSDR14KIZ98
Green Plains, Inc.
393222104
547.00000000
NS
USD
16070.86000000
0.000508695863
Long
EC
CORP
US
N
1
N
N
N
Brown & Brown, Inc.
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236101
11187.00000000
NS
USD
776601.54000000
0.024582006875
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts, Inc.
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts, Inc.
44107P104
33392.00000000
NS
USD
516908.16000000
0.016361852621
Long
EC
CORP
US
N
1
N
N
N
Independent Bank Corp.
549300C5K3W8THR3GE10
Independent Bank Corp.
453836108
312.00000000
NS
USD
15225.60000000
0.000481940589
Long
EC
CORP
US
N
1
N
N
N
National Bankshares, Inc.
549300Q745S62Q6QNW78
National Bankshares, Inc.
634865109
383.00000000
NS
USD
9000.50000000
0.000284895588
Long
EC
CORP
US
N
1
N
N
N
Group 1 Automotive, Inc.
549300US8QAZJLWYAF63
Group 1 Automotive, Inc.
398905109
612.00000000
NS
USD
154425.96000000
0.004888092303
Long
EC
CORP
US
N
1
N
N
N
Satellogic, Inc.
N/A
Satellogic, Inc., Class A
N/A
194.00000000
NS
USD
162.57000000
0.000005145878
Long
EC
CORP
VG
N
1
N
N
N
Third Coast Bancshares, Inc.
N/A
Third Coast Bancshares, Inc.
88422P109
68.00000000
NS
USD
1054.68000000
0.000033384109
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866F104
28476.00000000
NS
USD
3059461.44000000
0.096842071875
Long
EC
CORP
US
N
1
N
N
N
Werner Enterprises, Inc.
549300P6XRGOCHHJST37
Werner Enterprises, Inc.
950755108
2676.00000000
NS
USD
97192.32000000
0.003076458332
Long
EC
CORP
US
N
1
N
N
N
Acushnet Holdings Corp.
529900W5FI106H543E43
Acushnet Holdings Corp.
005098108
1227.00000000
NS
USD
62527.92000000
0.001979215440
Long
EC
CORP
US
N
1
N
N
Agree Realty Corp.
N/A
Agree Realty Corp.
008492100
3650.00000000
NS
USD
204181.00000000
0.006463003853
Long
EC
CORP
US
N
1
N
N
N
MannKind Corp.
213800GFBCNY1ZFST722
MannKind Corp.
56400P706
12113.00000000
NS
USD
51964.77000000
0.001644856812
Long
EC
CORP
US
N
1
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HW6
1520000.00000000
PA
USD
1483220.09000000
0.046948820692
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.90000000
N
N
N
N
N
N
Vor BioPharma, Inc.
N/A
Vor BioPharma, Inc.
929033108
2844.00000000
NS
USD
5204.52000000
0.000164740268
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
16138.00000000
PA
USD
-73961.20000000
-0.00234111656
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Spirit Airlines, Inc.
Spirit Airlines, Inc.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
16138.00000000
USD
-73961.20000000
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00809KY85
1250000.00000000
PA
USD
1248275.00000000
0.039512031656
Long
STIV
CORP
US
N
2
2023-11-08
None
0.00000000
N
N
N
N
N
N
PJT Partners, Inc.
549300W3WBEQUBKYTN87
PJT Partners, Inc., Class A
69343T107
1673.00000000
NS
USD
131096.28000000
0.004149630782
Long
EC
CORP
US
N
1
N
N
N
Thermon Group Holdings, Inc.
529900ZNZBBLDE77MZ38
Thermon Group Holdings, Inc.
88362T103
1345.00000000
NS
USD
35898.05000000
0.001136291993
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TXX8
113420.90000000
PA
USD
107271.74000000
0.003395505306
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
5.00000000
N
N
N
N
N
N
Global Indemnity Group LLC
549300KNR55WEKSPTK65
Global Indemnity Group LLC, Class A
37959R103
40.00000000
NS
USD
1397.60000000
0.000044238661
Long
EC
CORP
US
N
1
N
N
N
Renasant Corp.
549300OVE6OZHW2UUH81
Renasant Corp.
75970E107
1315.00000000
NS
USD
32072.85000000
0.001015211763
Long
EC
CORP
US
N
1
N
N
N
Rocket Lab USA, Inc.
N/A
Rocket Lab USA, Inc.
773122106
14200.00000000
NS
USD
60066.00000000
0.001901287531
Long
EC
CORP
US
N
1
N
N
Jounce Therapeutics, Inc.
N/A
Jounce Therapeutics, Inc. CVR
481CVR017
510.00000000
NS
USD
0.00000000
0.000000
Long
CORP
DK
N
3
N
N
N
COPT Defense Properties
YY1J47X6LF9TYY8JY420
COPT Defense Properties
22002T108
5307.00000000
NS
USD
120999.60000000
0.003830037472
Long
EC
CORP
US
N
1
N
N
N
Crocs, Inc.
549300B0J6YCXD63OG72
Crocs, Inc.
227046109
2838.00000000
NS
USD
253490.16000000
0.008023801827
Long
EC
CORP
US
N
1
N
N
N
Schnitzer Steel Industries, Inc.
549300F62TK8VRDSM285
Schnitzer Steel Industries, Inc., Class A
806882106
1365.00000000
NS
USD
30999.15000000
0.000981225608
Long
EC
CORP
US
N
1
N
N
N
Trinity Industries, Inc.
R1JB4KXN77XFCXOQKV49
Trinity Industries, Inc.
896522109
3838.00000000
NS
USD
79945.54000000
0.002530540712
Long
EC
CORP
US
N
1
N
N
N
Lions Gate Entertainment Corp.
5493000JSMHPHZURLM72
Lions Gate Entertainment Corp., Class B
535919500
7016.00000000
NS
USD
52339.36000000
0.001656713824
Long
EC
CORP
CA
N
1
N
N
N
SunCar Technology Group, Inc.
N/A
SunCar Technology Group, Inc., Class A
N/A
78.00000000
NS
USD
500.76000000
0.000015850709
Long
EC
CORP
KY
N
1
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
71106.00000000
NS
USD
7352360.40000000
0.232726520098
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co. (The)
9845007488EC87F5AF14
Kraft Heinz Co. (The)
500754106
34248.00000000
NS
USD
1077442.08000000
0.034104604813
Long
EC
CORP
US
N
1
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37046UYM7
13850000.00000000
PA
USD
13803722.58000000
0.436933467033
Long
STIV
CORP
US
N
2
2023-11-21
None
0.00000000
N
N
N
N
N
N
Fluence Energy, Inc.
N/A
Fluence Energy, Inc., Class A
34379V103
991.00000000
NS
USD
17164.12000000
0.000543301157
Long
EC
CORP
US
N
1
N
N
Shoals Technologies Group, Inc.
N/A
Shoals Technologies Group, Inc., Class A
82489W107
7953.00000000
NS
USD
122158.08000000
0.003866707195
Long
EC
CORP
US
N
1
N
N
Guess?, Inc.
549300QVH3ZK2DW0KP86
Guess?, Inc.
401617105
1697.00000000
NS
USD
36485.50000000
0.001154886728
Long
EC
CORP
US
N
1
N
N
Apogee Therapeutics, Inc.
N/A
Apogee Therapeutics, Inc.
03770N101
8171.00000000
NS
USD
140377.78000000
0.004443420950
Long
EC
CORP
US
N
1
N
N
Walgreens Boots Alliance, Inc.
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427108
39452.00000000
NS
USD
831648.16000000
0.026324414432
Long
EC
CORP
US
N
1
N
N
N
Vanguard Intermediate-Term Corporate Bond ETF
N/A
Vanguard Intermediate-Term Corporate Bond ETF
92206C870
62281.00000000
NS
USD
4636820.45000000
0.146770700692
Long
RF
US
N
1
N
N
Entegris, Inc.
IYX6OWO7BT5DKO3BYG52
Entegris, Inc.
29362U104
6973.20200000
NS
USD
613920.70000000
0.019432620322
Long
EC
CORP
US
N
1
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816DH9
460000.00000000
PA
USD
441556.48000000
0.013976722770
Long
DBT
CORP
US
N
2
2029-07-27
Variable
5.28200000
N
N
N
N
N
Wintrust Financial Corp.
Q774KI4AW80FHFW33O61
Wintrust Financial Corp.
97650W108
3396.00000000
NS
USD
253647.24000000
0.008028773929
Long
EC
CORP
US
N
1
N
N
N
Eaton Corp. plc
549300VDIGTMXUNT7H71
Eaton Corp. plc
N/A
19374.00000000
NS
USD
4028048.34000000
0.127501050269
Long
EC
CORP
IE
N
1
N
N
N
Wolverine World Wide, Inc.
549300OVC7PK14LQ8D87
Wolverine World Wide, Inc.
978097103
4484.00000000
NS
USD
36096.20000000
0.001142564096
Long
EC
CORP
US
N
1
N
N
N
Sabre Corp.
529900VKCYZW8GZ4WW58
Sabre Corp.
78573M104
16417.00000000
NS
USD
57459.50000000
0.001818783187
Long
EC
CORP
US
N
1
N
N
N
Oak Valley Bancorp
N/A
Oak Valley Bancorp
671807105
446.00000000
NS
USD
11127.70000000
0.000352228503
Long
EC
CORP
US
N
1
N
N
InterDigital, Inc.
N/A
InterDigital, Inc.
45867G101
1256.00000000
NS
USD
94514.00000000
0.002991680647
Long
EC
CORP
US
N
1
N
N
N
RLI Corp.
529900AMTJE5ECN9PS55
RLI Corp.
749607107
1900.00000000
NS
USD
253156.00000000
0.008013224558
Long
EC
CORP
US
N
1
N
N
N
Match Group, Inc.
15OMOPB0A8K0EFUVD031
Match Group, Inc.
57667L107
13091.00000000
NS
USD
452948.60000000
0.014337321040
Long
EC
CORP
US
N
1
N
N
N
Sonos, Inc.
549300WEPU6075I77M08
Sonos, Inc.
83570H108
7122.00000000
NS
USD
76775.16000000
0.002430187700
Long
EC
CORP
US
N
1
N
N
N
Columbia Pipelines Holding Co. LLC
N/A
Columbia Pipelines Holding Co. LLC
19828AAA5
490000.00000000
PA
USD
489280.00000000
0.015487329994
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
6.05500000
N
N
N
N
N
N
Enliven Therapeutics, Inc.
N/A
Enliven Therapeutics, Inc.
29337E102
1669.00000000
NS
USD
20678.91000000
0.000654555884
Long
EC
CORP
US
N
1
N
N
Monster Beverage Corp.
52990090AP0E7HCB6F33
Monster Beverage Corp.
61174X109
32963.00000000
NS
USD
1684409.30000000
0.053317124499
Long
EC
CORP
US
N
1
N
N
N
Chesapeake Utilities Corp.
254900WW0FDCKAOCKE74
Chesapeake Utilities Corp.
165303108
268.00000000
NS
USD
23747.48000000
0.000751686272
Long
EC
CORP
US
N
1
N
N
Helix Energy Solutions Group, Inc.
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group, Inc.
42330P107
7101.00000000
NS
USD
69589.80000000
0.002202747295
Long
EC
CORP
US
N
1
N
N
nCino, Inc.
N/A
nCino, Inc.
63947X101
3176.00000000
NS
USD
89245.60000000
0.002824918365
Long
EC
CORP
US
N
1
N
N
N
Biote Corp.
N/A
Biote Corp., Class A
090683103
928.00000000
NS
USD
4946.24000000
0.000156564852
Long
EC
CORP
US
N
1
N
N
N
Vaxart, Inc.
N/A
Vaxart, Inc.
92243A200
897.00000000
NS
USD
592.56000000
0.000018756483
Long
EC
CORP
US
N
1
N
N
GMS, Inc.
52990057RENOQO4U0D72
GMS, Inc.
36251C103
1846.00000000
NS
USD
107954.08000000
0.003417103624
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
21305.00000000
NS
USD
597605.25000000
0.018916182376
Long
EC
CORP
US
N
1
N
N
N
BGC Group, Inc.
2549001IGRCG4F0RLD36
BGC Group, Inc., Class A
088929104
18273.00000000
NS
USD
107262.51000000
0.003395213146
Long
EC
CORP
US
N
1
N
N
N
International Money Express, Inc.
N/A
International Money Express, Inc.
46005L101
1053.00000000
NS
USD
16805.88000000
0.000531961677
Long
EC
CORP
US
N
1
N
N
First Advantage Corp.
549300RNJ0PXU8FP7D06
First Advantage Corp.
31846B108
1829.00000000
NS
USD
23795.29000000
0.000753199616
Long
EC
CORP
US
N
1
N
N
Cadence Design Systems, Inc.
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc.
127387108
12613.00000000
NS
USD
3025228.05000000
0.095758471875
Long
EC
CORP
US
N
1
N
N
N
Anywhere Real Estate, Inc.
5493004HBTOTE9DI9P12
Anywhere Real Estate, Inc.
75605Y106
6167.00000000
NS
USD
28799.89000000
0.000911611756
Long
EC
CORP
US
N
1
N
N
N
Mirion Technologies, Inc.
549300BNTOWVWFNVTJ65
Mirion Technologies, Inc., Class A
60471A101
7921.00000000
NS
USD
54892.53000000
0.001737530097
Long
EC
CORP
US
N
1
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust, Series 2022-3, Class A2A
380130AB0
99474.32000000
PA
USD
99233.22000000
0.003141059566
Long
ABS-O
CORP
US
N
2
2024-10-21
Fixed
4.01000000
N
N
N
N
N
N
Oil-Dri Corp. of America
549300RSG5KPUH16WH66
Oil-Dri Corp. of America
677864100
354.00000000
NS
USD
20277.12000000
0.000641837902
Long
EC
CORP
US
N
1
N
N
N
Carter's, Inc.
5299003WAQK4R3L3ZU36
Carter's, Inc.
146229109
1885.00000000
NS
USD
126596.60000000
0.004007201030
Long
EC
CORP
US
N
1
N
N
OBX Trust
N/A
OBX Trust, Series 2021-NQM2, Class A3
670857AC5
767620.67000000
PA
USD
559860.99000000
0.017721451731
Long
ABS-MBS
CORP
US
Y
2
2061-05-25
Variable
1.56300120
N
N
N
N
N
N
Gulfport Energy Corp.
254900DJRGZBUZ3F5038
Gulfport Energy Corp.
402635502
428.00000000
NS
USD
52905.08000000
0.001674620733
Long
EC
CORP
US
N
1
N
N
N
Dolby Laboratories, Inc.
549300X04FB2QPCJ5J24
Dolby Laboratories, Inc., Class A
25659T107
2959.00000000
NS
USD
239501.46000000
0.007581013213
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H0626B8
900000.00000000
PA
USD
897921.68000000
0.028422190499
Long
ABS-MBS
USGA
US
N
2
2053-11-15
Fixed
6.50000000
N
N
N
N
N
N
N/A
N/A
3 Month SOFR
N/A
7.00000000
NC
USD
4725.00000000
0.000149561875
N/A
DIR
US
N
1
CME3680
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
97.00000000
USD
2025-03-14
XXXX
-4566.24000000
N
N
N
Merchants Bancorp
54930008Y0GPVLF81889
Merchants Bancorp
58844R108
521.00000000
NS
USD
15572.69000000
0.000492927135
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
OIS
N/A
11959000.00000000
PA
USD
-266832.61000000
-0.00844613449
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2024-10-14
0.00000000
USD
38352.11000000
USD
11959000.00000000
USD
-266832.61000000
N
N
N
Liberty Latin America Ltd.
213800YWQHEAX7CAVO83
Liberty Latin America Ltd., Class C
N/A
3265.00000000
NS
USD
22365.25000000
0.000707934121
Long
EC
CORP
BM
N
1
N
N
N
Archer-Daniels-Midland Co.
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co.
039483102
25552.00000000
NS
USD
1828756.64000000
0.057886195150
Long
EC
CORP
US
N
1
N
N
N
West Bancorp, Inc.
549300GKFOINCHIYU666
West Bancorp, Inc.
95123P106
674.00000000
NS
USD
11073.82000000
0.000350523022
Long
EC
CORP
US
N
1
N
N
N
WesBanco, Inc.
N/A
WesBanco, Inc.
950810101
3082.00000000
NS
USD
75169.98000000
0.002379378445
Long
EC
CORP
US
N
1
N
N
N
Holley, Inc.
254900EEM9JI9G1A4D88
Holley, Inc.
43538H103
261.00000000
NS
USD
1109.25000000
0.000035111430
Long
EC
CORP
US
N
1
N
N
Rapid7, Inc.
549300GNVG5D60KEYN14
Rapid7, Inc.
753422104
2575.00000000
NS
USD
119711.75000000
0.003789272760
Long
EC
CORP
US
N
1
N
N
Timberland Bancorp, Inc.
N/A
Timberland Bancorp, Inc.
887098101
501.00000000
NS
USD
14123.19000000
0.000447045667
Long
EC
CORP
US
N
1
N
N
N
Douglas Elliman, Inc.
549300BXICHPOXA1NO93
Douglas Elliman, Inc.
25961D105
2441.00000000
NS
USD
4320.57000000
0.000136760328
Long
EC
CORP
US
N
1
N
N
N
Douglas Dynamics, Inc.
529900CDFLKNQ0QT6580
Douglas Dynamics, Inc.
25960R105
1159.00000000
NS
USD
28140.52000000
0.000890740515
Long
EC
CORP
US
N
1
N
N
N
Pool Corp.
5493005VZK1KMN6CO617
Pool Corp.
73278L105
1776.00000000
NS
USD
560807.52000000
0.017751412536
Long
EC
CORP
US
N
1
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFN9
910000.00000000
PA
USD
876132.31000000
0.027732484883
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.30000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEV9
60000.00000000
PA
USD
55085.16000000
0.001743627474
Long
DBT
UST
US
N
2
2029-06-30
Fixed
3.25000000
N
N
N
N
N
N
FirstCash Holdings, Inc.
N/A
FirstCash Holdings, Inc.
33768G107
2001.00000000
NS
USD
217948.92000000
0.006898804050
Long
EC
CORP
US
N
1
N
N
N
Hancock Whitney Corp.
549300GRNBWY8HIICT41
Hancock Whitney Corp.
410120109
4551.00000000
NS
USD
156690.93000000
0.004959786093
Long
EC
CORP
US
N
1
N
N
N
Globalstar, Inc.
549300NEX8I0MSOW0R64
Globalstar, Inc.
378973408
27951.00000000
NS
USD
39410.91000000
0.001247485628
Long
EC
CORP
US
N
1
N
N
Fidelity D&D Bancorp, Inc.
N/A
Fidelity D&D Bancorp, Inc.
31609R100
336.00000000
NS
USD
15052.80000000
0.000476470897
Long
EC
CORP
US
N
1
N
N
N
Viasat, Inc.
UFC8NYMNFSYIHNSM2I38
Viasat, Inc.
92552V100
3402.00000000
NS
USD
62732.88000000
0.001985703102
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H0426B0
700000.00000000
PA
USD
632449.90000000
0.020019130776
Long
ABS-MBS
USGA
US
N
2
2053-11-15
Fixed
4.50000000
N
N
N
N
N
N
Foot Locker, Inc.
549300X383CBNP6MTV94
Foot Locker, Inc.
344849104
3837.00000000
NS
USD
80538.63000000
0.002549313971
Long
EC
CORP
US
N
1
N
N
Albireo Pharma, Inc.
549300835H8LC7O8VC29
Albireo Pharma, Inc., CVR
013CVR022
131.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBM9
220000.00000000
PA
USD
217135.44000000
0.006873054718
Long
DBT
CORP
US
N
2
2024-05-09
Fixed
3.60000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAJ9
720000.00000000
PA
USD
705829.93000000
0.022341851385
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
187218.00000000
NS
USD
19817025.30000000
0.627274383445
Long
EC
CORP
US
N
1
N
N
N
Vulcan Materials Co.
549300Q8LSNHAVWBNI21
Vulcan Materials Co.
929160109
4782.00000000
NS
USD
939615.18000000
0.029741927649
Long
EC
CORP
US
N
1
N
N
N
ATN International, Inc.
54930013NP7VEU877V56
ATN International, Inc.
00215F107
441.00000000
NS
USD
13648.95000000
0.000432034403
Long
EC
CORP
US
N
1
N
N
N
Louisiana-Pacific Corp.
549300C7E2UAO5BVRR75
Louisiana-Pacific Corp.
546347105
3112.00000000
NS
USD
159583.36000000
0.005051341068
Long
EC
CORP
US
N
1
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class A
02079K305
280837.00000000
NS
USD
34846254.96000000
1.102999202176
Long
EC
CORP
US
N
1
N
N
N
Southland Holdings, Inc.
N/A
Southland Holdings, Inc.
84445C100
22.00000000
NS
USD
138.60000000
0.000004387148
Long
EC
CORP
US
N
1
N
N
N
Brinker International, Inc.
52990067JY6PBGJNTG76
Brinker International, Inc.
109641100
1813.00000000
NS
USD
61496.96000000
0.001946582147
Long
EC
CORP
US
N
1
N
N
Talos Energy, Inc.
549300OKFHZ84SFJFT95
Talos Energy, Inc.
87484T108
4714.00000000
NS
USD
73067.00000000
0.002312812174
Long
EC
CORP
US
N
1
N
N
Addus HomeCare Corp.
52990090ZT33AKPDBX62
Addus HomeCare Corp.
006739106
754.00000000
NS
USD
59490.60000000
0.001883074218
Long
EC
CORP
US
N
1
N
N
N
NewtekOne, Inc.
549300YLU78IA8GKJ688
NewtekOne, Inc.
652526203
1682.00000000
NS
USD
23329.34000000
0.000738450758
Long
EC
CORP
US
N
1
N
N
Xerox Holdings Corp.
5493000Y33XDVO2CXC18
Xerox Holdings Corp.
98421M106
5796.00000000
NS
USD
74420.64000000
0.002355659356
Long
EC
CORP
US
N
1
N
N
Athira Pharma, Inc.
N/A
Athira Pharma, Inc.
04746L104
209.00000000
NS
USD
326.04000000
0.000010320244
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TL2
1680000.00000000
PA
USD
1403981.24000000
0.044440649055
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
Ionis Pharmaceuticals, Inc.
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals, Inc.
462222100
6660.00000000
NS
USD
294838.20000000
0.009332604027
Long
EC
CORP
US
N
1
N
N
Six Flags Entertainment Corp.
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp.
83001A102
3453.00000000
NS
USD
68714.70000000
0.002175047486
Long
EC
CORP
US
N
1
N
N
N
United Therapeutics Corp.
5299005C4HZL4UWROC14
United Therapeutics Corp.
91307C102
2121.00000000
NS
USD
472686.06000000
0.014962076919
Long
EC
CORP
US
N
1
N
N
N
RxSight, Inc.
N/A
RxSight, Inc.
78349D107
154.00000000
NS
USD
3409.56000000
0.000107923849
Long
EC
CORP
US
N
1
N
N
N
CubeSmart
N/A
CubeSmart
229663109
10431.00000000
NS
USD
355592.79000000
0.011255687709
Long
EC
CORP
US
N
1
N
N
N
Expeditors International of Washington, Inc.
984500B055A804AB6E40
Expeditors International of Washington, Inc.
302130109
7297.00000000
NS
USD
797197.25000000
0.025233929205
Long
EC
CORP
US
N
1
N
N
Oxford Industries, Inc.
IDZ20O0XD3GS4UOI2L88
Oxford Industries, Inc.
691497309
740.00000000
NS
USD
62456.00000000
0.001976938935
Long
EC
CORP
US
N
1
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142103
66448.00000000
NS
USD
10858267.68000000
0.343700079156
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
7020.00000000
NS
USD
216567.00000000
0.006855061713
Long
EC
CORP
US
N
1
N
N
CME Group, Inc.
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
17997.00000000
NS
USD
3841639.62000000
0.121600597848
Long
EC
CORP
US
N
1
N
N
N
Ingredion, Inc.
PKSTQ48QDN0XSVS7YK88
Ingredion, Inc.
457187102
2649.00000000
NS
USD
247893.42000000
0.007846646498
Long
EC
CORP
US
N
1
N
N
N
Interactive Brokers Group, Inc.
5493004DT6DCDUZNDM53
Interactive Brokers Group, Inc., Class A
45841N107
5812.00000000
NS
USD
465366.84000000
0.014730399402
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661ED5
770000.00000000
PA
USD
636997.15000000
0.020163066276
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.70000000
N
N
N
N
N
N
Equity Bancshares, Inc.
549300BPQ2EJNU4WF694
Equity Bancshares, Inc., Class A
29460X109
608.00000000
NS
USD
14713.60000000
0.000465734096
Long
EC
CORP
US
N
1
N
N
N
QuantumScape Corp.
N/A
QuantumScape Corp., Class A
74767V109
14273.00000000
NS
USD
74505.06000000
0.002358331528
Long
EC
CORP
US
N
1
N
N
Greif, Inc.
54930070FVGKR0Z1FI24
Greif, Inc., Class B
397624206
252.00000000
NS
USD
16143.12000000
0.000510983131
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Mortgage Loan Trust
549300M91PFQR7JLJ570
Morgan Stanley Mortgage Loan Trust, Series 2005-2AR, Class A
61745M4E0
580796.68000000
PA
USD
528729.77000000
0.016736045671
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
5.69891880
N
N
N
N
N
N
Southern First Bancshares, Inc.
N/A
Southern First Bancshares, Inc.
842873101
337.00000000
NS
USD
9099.00000000
0.000288013439
Long
EC
CORP
US
N
1
N
N
N
Argentine Republic (The)
549300KPBYGYF7HCHO27
Argentine Republic
040114HX1
33130.00000000
PA
USD
8815.52000000
0.000279040359
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
Cerus Corp.
254900BIEY9XIDA04Q21
Cerus Corp.
157085101
15213.00000000
NS
USD
21298.20000000
0.000674158460
Long
EC
CORP
US
N
1
N
N
N
Vanguard High Dividend Yield ETF
N/A
Vanguard High Dividend Yield ETF
921946406
55222.00000000
NS
USD
5547049.90000000
0.175582472812
Long
RF
US
N
1
N
N
Universal Logistics Holdings, Inc.
N/A
Universal Logistics Holdings, Inc.
91388P105
276.00000000
NS
USD
6176.88000000
0.000195518678
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617MB5S4
29620.16000000
PA
USD
26761.57000000
0.000847092188
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
4.00000000
N
N
N
N
N
N
Moneylion, Inc.
N/A
Moneylion, Inc.
60938K304
20.00000000
NS
USD
384.80000000
0.000012180192
Long
EC
CORP
US
N
1
N
N
N
CBIZ, Inc.
529900D5X8CFM8O1N813
CBIZ, Inc.
124805102
2276.00000000
NS
USD
118260.96000000
0.003743350459
Long
EC
CORP
US
N
1
N
N
N
Meta Materials, Inc.
N/A
Meta Materials, Inc.
59134N104
2328.00000000
NS
USD
281.69000000
0.000008916420
Long
EC
CORP
US
N
1
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913Y100
16646.00000000
NS
USD
2114042.00000000
0.066916420201
Long
EC
CORP
US
N
1
N
N
Koppers Holdings, Inc.
N/A
Koppers Holdings, Inc.
50060P106
816.00000000
NS
USD
29841.12000000
0.000944570129
Long
EC
CORP
US
N
1
N
N
N
Hawaiian Holdings, Inc.
529900TQUS2JVPSSPP86
Hawaiian Holdings, Inc.
419879101
1890.00000000
NS
USD
7956.90000000
0.000251862197
Long
EC
CORP
US
N
1
N
N
Nevro Corp.
254900SH91I4BOYKUE38
Nevro Corp.
64157F103
1671.00000000
NS
USD
24112.53000000
0.000763241311
Long
EC
CORP
US
N
1
N
N
N
Heron Therapeutics, Inc.
549300DR2I1DOPD2IX53
Heron Therapeutics, Inc.
427746102
3637.00000000
NS
USD
2316.41000000
0.000073322036
Long
EC
CORP
US
N
1
N
N
TEGNA, Inc.
549300YC5EDBGX85AO10
TEGNA, Inc.
87901J105
9959.00000000
NS
USD
144505.09000000
0.004574063960
Long
EC
CORP
US
N
1
N
N
N
CRH plc
549300MIDJNNTH068E74
CRH plc
N/A
38550.00000000
NS
USD
2065123.50000000
0.065367987908
Long
EC
CORP
IE
N
1
N
N
N
Autoliv, Inc.
A23RUXWKASG834LTMK28
Autoliv, Inc.
052800109
452.00000000
NS
USD
41425.80000000
0.001311263560
Long
EC
CORP
US
N
1
N
N
N
Helen of Troy Ltd.
N/A
Helen of Troy Ltd.
N/A
1137.00000000
NS
USD
111789.84000000
0.003538518112
Long
EC
CORP
BM
N
1
N
N
MidWestOne Financial Group, Inc.
N/A
MidWestOne Financial Group, Inc.
598511103
591.00000000
NS
USD
11772.72000000
0.000372645519
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
52248.00000000
NS
USD
2706446.40000000
0.085667978477
Long
EC
CORP
US
N
1
N
N
N
Garrett Motion, Inc.
549300LS5WT7EMBNV724
Garrett Motion, Inc.
366505105
1488.00000000
NS
USD
10505.28000000
0.000332526851
Long
EC
CORP
US
N
1
N
N
N
Resideo Technologies, Inc.
5493006TKFPYISY2DS54
Resideo Technologies, Inc.
76118Y104
6797.00000000
NS
USD
98420.56000000
0.003115336189
Long
EC
CORP
US
N
1
N
N
N
Lemonade, Inc.
5493009BKR06OXXU6853
Lemonade, Inc.
52567D107
2404.00000000
NS
USD
26299.76000000
0.000832474374
Long
EC
CORP
US
N
1
N
N
Crowdstrike Holdings, Inc.
549300YBY08K9KM4HX32
Crowdstrike Holdings, Inc., Class A
22788C105
9949.00000000
NS
USD
1758684.73000000
0.055668187479
Long
EC
CORP
US
N
1
N
N
N
Esab Corp.
549300ZNV0SWBXEIWT04
Esab Corp.
29605J106
2580.00000000
NS
USD
163314.00000000
0.005169428161
Long
EC
CORP
US
N
1
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94106L109
19450.00000000
NS
USD
3196218.50000000
0.101170885064
Long
EC
CORP
US
N
1
N
N
N
OGE Energy Corp.
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp.
670837103
9506.00000000
NS
USD
325105.20000000
0.010290654666
Long
EC
CORP
US
N
1
N
N
TrueBlue, Inc.
N/A
TrueBlue, Inc.
89785X101
1356.00000000
NS
USD
15010.92000000
0.000475145257
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XLCK2
288482.46000000
PA
USD
281227.13000000
0.008901768651
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
6.00000000
N
N
N
N
N
N
Rimini Street, Inc.
54930042ITIRGVM4HY55
Rimini Street, Inc.
76674Q107
935.00000000
NS
USD
2028.95000000
0.000064222977
Long
EC
CORP
US
N
1
N
N
N
Kosmos Energy Ltd.
213800YDFJ3OT9B5P157
Kosmos Energy Ltd.
500688106
21309.00000000
NS
USD
154277.16000000
0.004883382291
Long
EC
CORP
US
N
1
N
N
Axonics, Inc.
549300LJY4X7N57VJL05
Axonics, Inc.
05465P101
2240.00000000
NS
USD
114710.40000000
0.003630963494
Long
EC
CORP
US
N
1
N
N
N
ORIC Pharmaceuticals, Inc.
54930033FJRNEYBW0L25
ORIC Pharmaceuticals, Inc.
68622P109
2777.00000000
NS
USD
18605.90000000
0.000588938262
Long
EC
CORP
US
N
1
N
N
Voya CLO Ltd.
N/A
Voya CLO Ltd., Series 2018-2A, Class A1
92917JAA5
1074803.99000000
PA
USD
1067402.89000000
0.033786831251
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-15
Floating
6.65547840
N
N
N
N
N
N
Ethan Allen Interiors, Inc.
N/A
Ethan Allen Interiors, Inc.
297602104
939.00000000
NS
USD
24658.14000000
0.000780511672
Long
EC
CORP
US
N
1
N
N
Landstar System, Inc.
254900CUQXQRL09MEI52
Landstar System, Inc.
515098101
1700.00000000
NS
USD
280126.00000000
0.008866914245
Long
EC
CORP
US
N
1
N
N
N
Intrepid Potash, Inc.
549300OZ696E2PRRTO45
Intrepid Potash, Inc.
46121Y201
386.00000000
NS
USD
7677.54000000
0.000243019529
Long
EC
CORP
US
N
1
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017104
24927.00000000
NS
USD
1777045.83000000
0.056249377012
Long
EC
CORP
US
N
1
N
N
N
Amphenol Corp.
549300D3L3G0R4U4VT04
Amphenol Corp., Class A
032095101
27428.00000000
NS
USD
2209325.40000000
0.069932454903
Long
EC
CORP
US
N
1
N
N
N
Lakeland Bancorp, Inc.
549300NF90LR9ETZDR73
Lakeland Bancorp, Inc.
511637100
5023.00000000
NS
USD
56659.44000000
0.001793458642
Long
EC
CORP
US
N
1
N
N
N
Daktronics, Inc.
549300IOLZ3SG5YUJ288
Daktronics, Inc.
234264109
2812.00000000
NS
USD
27051.44000000
0.000856267532
Long
EC
CORP
US
N
1
N
N
N
Apollo Medical Holdings, Inc.
5493008O4R82Q4STJ936
Apollo Medical Holdings, Inc.
03763A207
2008.00000000
NS
USD
62669.68000000
0.001983702613
Long
EC
CORP
US
N
1
N
N
John B Sanfilippo & Son, Inc.
5299007IBEYVXKYDUX28
John B Sanfilippo & Son, Inc.
800422107
649.00000000
NS
USD
66366.74000000
0.002100726788
Long
EC
CORP
US
N
1
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp.
35137LAM7
1370000.00000000
PA
USD
1315118.06000000
0.041627835548
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.05000000
N
N
N
N
N
N
VW Credit, Inc.
549300UUPJ2NXDB68M19
VW Credit, Inc.
91842JAK5
20000000.00000000
PA
USD
19740780.00000000
0.624860967565
Long
STIV
CORP
US
Y
2
2024-01-19
Fixed
0.00000000
N
N
N
N
N
N
Robinhood Markets, Inc.
213800FS5AO3YWIE6F63
Robinhood Markets, Inc., Class A
770700102
30867.00000000
NS
USD
282124.38000000
0.008930169580
Long
EC
CORP
US
N
1
N
N
OneSpan, Inc.
549300D67QDZG593UX89
OneSpan, Inc.
68287N100
1711.00000000
NS
USD
13516.90000000
0.000427854583
Long
EC
CORP
US
N
1
N
N
Loews Corp.
R8V1FN4M5ITGZOG7BS19
Loews Corp.
540424108
8999.00000000
NS
USD
576025.99000000
0.018233127437
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-196.00000000
NC
USD
-55125.00000000
-0.00174488854
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Put
Written
United States of America
U.S. Treasury 10 Year Note
100000.00000000
104.50000000
USD
2023-11-24
XXXX
59430.63000000
N
N
N
Tango Therapeutics, Inc.
N/A
Tango Therapeutics, Inc.
87583X109
274.00000000
NS
USD
2301.60000000
0.000072853251
Long
EC
CORP
US
N
1
N
N
Cal-Maine Foods, Inc.
549300NHE5WMIEIEMF53
Cal-Maine Foods, Inc.
128030202
1641.00000000
NS
USD
74353.71000000
0.002353540800
Long
EC
CORP
US
N
1
N
N
AMETEK, Inc.
549300WZDEF9KKE40E98
AMETEK, Inc.
031100100
10958.00000000
NS
USD
1542557.66000000
0.048827051005
Long
EC
CORP
US
N
1
N
N
N
Ares Commercial Real Estate Corp.
549300ZNO5IWXS443S81
Ares Commercial Real Estate Corp.
04013V108
2366.00000000
NS
USD
21696.22000000
0.000686757109
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
1267.00000000
NC
USD
-3804994.94000000
-0.12044067254
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Note
2023-12-19
134519765.63000000
USD
-3804994.94000000
N
N
N
Madrigal Pharmaceuticals, Inc.
549300CHIMT2EUSNJB60
Madrigal Pharmaceuticals, Inc.
558868105
593.00000000
NS
USD
77908.34000000
0.002466056595
Long
EC
CORP
US
N
1
N
N
Aviat Networks, Inc.
549300Z3X8Z4MK52CI65
Aviat Networks, Inc.
05366Y201
65.00000000
NS
USD
1735.50000000
0.000054934314
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3E1
2560000.00000000
PA
USD
2468566.22000000
0.078138284137
Long
DBT
CORP
US
N
2
2029-07-25
Variable
5.57400000
N
N
N
N
N
N
Stoneridge, Inc.
PNBCIH9LE7WI83VJIF08
Stoneridge, Inc.
86183P102
1048.00000000
NS
USD
17050.96000000
0.000539719269
Long
EC
CORP
US
N
1
N
N
N
Luminar Technologies, Inc.
549300AVGXLDWYMI4298
Luminar Technologies, Inc., Class A
550424105
14702.00000000
NS
USD
46605.34000000
0.001475213129
Long
EC
CORP
US
N
1
N
N
Chubb Ltd.
E0JAN6VLUDI1HITHT809
Chubb Ltd.
N/A
17431.00000000
NS
USD
3741041.22000000
0.118416325820
Long
EC
CORP
CH
N
1
N
N
N
Permian Resources Corp.
529900NXUJPOKU7OJ511
Permian Resources Corp., Class A
71424F105
11554.00000000
NS
USD
168341.78000000
0.005328574024
Long
EC
CORP
US
N
1
N
N
Greene County Bancorp, Inc.
N/A
Greene County Bancorp, Inc.
394357107
40.00000000
NS
USD
948.00000000
0.000030007334
Long
EC
CORP
US
N
1
N
N
TriCo Bancshares
N/A
TriCo Bancshares
896095106
1935.00000000
NS
USD
62597.25000000
0.001981409964
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q9XA6
172477.66000000
PA
USD
151238.27000000
0.004787191373
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
Warner Music Group Corp.
N/A
Warner Music Group Corp., Class A
934550203
741.00000000
NS
USD
23193.30000000
0.000734144642
Long
EC
CORP
US
N
1
N
N
N
inTEST Corp.
549300RJJBPHDOAVDU15
inTEST Corp.
461147100
712.00000000
NS
USD
9206.16000000
0.000291405407
Long
EC
CORP
US
N
1
N
N
N
4D Molecular Therapeutics, Inc.
N/A
4D Molecular Therapeutics, Inc.
35104E100
1183.00000000
NS
USD
12705.42000000
0.000402168558
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406RAN7
760000.00000000
PA
USD
712979.89000000
0.022568171263
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
1.60000000
N
N
N
N
N
N
TaskUS, Inc.
549300VFPOK2Y6GLWE32
TaskUS, Inc., Class A
87652V109
154.00000000
NS
USD
1429.12000000
0.000045236373
Long
EC
CORP
US
N
1
N
N
N
Balchem Corp.
549300VR70OPMHUI3557
Balchem Corp.
057665200
1427.00000000
NS
USD
165874.48000000
0.005250475820
Long
EC
CORP
US
N
1
N
N
N
AvePoint, Inc.
N/A
AvePoint, Inc.
053604104
7232.00000000
NS
USD
54167.68000000
0.001714586198
Long
EC
CORP
US
N
1
N
N
N
Savara, Inc.
5493002JO0WM3YMJXG33
Savara, Inc.
805111101
5556.00000000
NS
USD
20334.96000000
0.000643668729
Long
EC
CORP
US
N
1
N
N
N
TrueCar, Inc.
549300KK16488YXWVE52
TrueCar, Inc.
89785L107
3771.00000000
NS
USD
6900.93000000
0.000218437255
Long
EC
CORP
US
N
1
N
N
N
Driven Brands Holdings, Inc.
N/A
Driven Brands Holdings, Inc.
26210V102
2119.00000000
NS
USD
24114.22000000
0.000763294806
Long
EC
CORP
US
N
1
N
N
N
Kyndryl Holdings, Inc.
549300LQ4LWX2R8ZV130
Kyndryl Holdings, Inc.
50155Q100
9728.00000000
NS
USD
142320.64000000
0.004504918894
Long
EC
CORP
US
N
1
N
N
Two Harbors Investment Corp.
549300ZUIBT6KH4HU823
Two Harbors Investment Corp.
90187B804
5582.00000000
NS
USD
64807.02000000
0.002051356492
Long
EC
CORP
US
N
1
N
N
N
Ligand Pharmaceuticals, Inc.
5493008K7TB0IKP37H79
Ligand Pharmaceuticals, Inc.
53220K504
859.00000000
NS
USD
44917.11000000
0.001421775067
Long
EC
CORP
US
N
1
N
N
N
Baxter International, Inc.
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813109
23797.00000000
NS
USD
771736.71000000
0.024428018919
Long
EC
CORP
US
N
1
N
N
N
Artisan Partners Asset Management, Inc.
549300T1FUI6JF63XU51
Artisan Partners Asset Management, Inc., Class A
04316A108
5882.00000000
NS
USD
194106.00000000
0.006144096786
Long
EC
CORP
US
N
1
N
N
Climb Global Solutions, Inc.
549300LKM16VX2FG7J68
Climb Global Solutions, Inc.
946760105
276.00000000
NS
USD
12276.48000000
0.000388591188
Long
EC
CORP
US
N
1
N
N
Oscar Health, Inc.
N/A
Oscar Health, Inc., Class A
687793109
5677.00000000
NS
USD
29066.24000000
0.000920042614
Long
EC
CORP
US
N
1
N
N
N
Super Group SGHC Ltd.
N/A
Super Group SGHC Ltd.
N/A
9047.00000000
NS
USD
34650.01000000
0.001096787400
Long
EC
CORP
GG
N
1
N
N
N
Meritage Homes Corp.
52990044W9UMFJO2FB97
Meritage Homes Corp.
59001A102
974.00000000
NS
USD
111055.48000000
0.003515273190
Long
EC
CORP
US
N
1
N
N
N
Polaris, Inc.
549300QJSN8UVWN1EI78
Polaris, Inc.
731068102
2533.00000000
NS
USD
218901.86000000
0.006928967753
Long
EC
CORP
US
N
1
N
N
Huntington Bancshares, Inc.
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150104
69580.00000000
NS
USD
671447.00000000
0.021253517950
Long
EC
CORP
US
N
1
N
N
N
American National Bankshares, Inc.
5493001AQ734BV16EM88
American National Bankshares, Inc.
027745108
463.00000000
NS
USD
17668.08000000
0.000559253158
Long
EC
CORP
US
N
1
N
N
N
Triumph Group, Inc.
5493007L6S47Q14SL582
Triumph Group, Inc.
896818101
4384.00000000
NS
USD
32704.64000000
0.001035210006
Long
EC
CORP
US
N
1
N
N
N
SpartanNash Co.
549300TV3QCCSQLF5X16
SpartanNash Co.
847215100
1369.00000000
NS
USD
30788.81000000
0.000974567651
Long
EC
CORP
US
N
1
N
N
N
Tecnoglass, Inc.
529900YRWTPOC2E6IO67
Tecnoglass, Inc.
N/A
135.00000000
NS
USD
4411.80000000
0.000139648059
Long
EC
CORP
KY
N
1
N
N
N
Stoke Therapeutics, Inc.
549300RD25SS2DIJHJ67
Stoke Therapeutics, Inc.
86150R107
633.00000000
NS
USD
2411.73000000
0.000076339229
Long
EC
CORP
US
N
1
N
N
Citizens, Inc.
549300Z39SMLUE3VF522
Citizens, Inc., Class A
174740100
267.00000000
NS
USD
798.33000000
0.000025269784
Long
EC
CORP
US
N
1
N
N
CoStar Group, Inc.
N/A
CoStar Group, Inc.
22160N109
21662.00000000
NS
USD
1590207.42000000
0.050335323482
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
111929.00000000
NS
USD
45644646.20000000
1.444803994002
Long
EC
CORP
US
N
1
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BM3
90000.00000000
PA
USD
88409.85000000
0.002798464114
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
ACELYRIN, Inc.
N/A
ACELYRIN, Inc.
00445A100
377.00000000
NS
USD
3839.75000000
0.000121540785
Long
EC
CORP
US
N
1
N
N
N/A
N/A
ETRS
N/A
2504.00000000
PA
USD
-6328.85000000
-0.00020032903
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Seagen, Inc.
Seagen, Inc.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
2504.00000000
USD
-6328.85000000
N
N
N
HarborOne Bancorp, Inc.
549300CNOEY2QUB7F917
HarborOne Bancorp, Inc.
41165Y100
3057.00000000
NS
USD
30080.88000000
0.000952159326
Long
EC
CORP
US
N
1
N
N
N
BlackSky Technology, Inc.
N/A
BlackSky Technology, Inc., Class A
09263B108
8405.00000000
NS
USD
10001.95000000
0.000316594792
Long
EC
CORP
US
N
1
N
N
Equifax, Inc.
5493004MCF8JDC86VS77
Equifax, Inc.
294429105
5795.00000000
NS
USD
982658.15000000
0.031104379988
Long
EC
CORP
US
N
1
N
N
N
QazaqGaz NC JSC
635400YGLXBBSVHONW39
QazaqGaz NC JSC
N/A
1430000.00000000
PA
USD
1303387.80000000
0.041256534028
Long
DBT
CORP
KZ
Y
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
Target Hospitality Corp.
N/A
Target Hospitality Corp.
87615L107
1800.00000000
NS
USD
24714.00000000
0.000782279826
Long
EC
CORP
US
N
1
N
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331C108
88487.00000000
NS
USD
1442338.10000000
0.045654770516
Long
EC
CORP
US
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
424290.00000000
NS
USD
56468756.10000000
1.787422866466
Long
EC
CORP
US
N
1
N
N
N
Gentex Corp.
549300S3UD8XV1MN0287
Gentex Corp.
371901109
11296.00000000
NS
USD
323969.28000000
0.010254699042
Long
EC
CORP
US
N
1
N
N
N
Spirit Airlines, Inc.
549300DCAFIXFNFR3304
Spirit Airlines, Inc.
848577102
5222.00000000
NS
USD
59948.56000000
0.001897570167
Long
EC
CORP
US
N
1
N
N
N
Coterra Energy, Inc.
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097AG8
440000.00000000
PA
USD
410248.68000000
0.012985727368
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.90000000
N
N
N
N
N
N
Great Lakes Dredge & Dock Corp.
549300H65E3MZ1CX0P05
Great Lakes Dredge & Dock Corp.
390607109
2536.00000000
NS
USD
19273.60000000
0.000610073175
Long
EC
CORP
US
N
1
N
N
Generation Bio Co.
N/A
Generation Bio Co.
37148K100
1341.00000000
NS
USD
1258.26000000
0.000039828089
Long
EC
CORP
US
N
1
N
N
Omega Therapeutics, Inc.
N/A
Omega Therapeutics, Inc.
68217N105
1743.00000000
NS
USD
2387.91000000
0.000075585248
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179UGE6
244192.96000000
PA
USD
231120.21000000
0.007315718935
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
5.00000000
N
N
N
N
N
N
BioMarin Pharmaceutical, Inc.
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical, Inc.
09061G101
11339.00000000
NS
USD
923561.55000000
0.029233777172
Long
EC
CORP
US
N
1
N
N
N
Ovintiv, Inc.
2549003MEX7YMKLGI239
Ovintiv, Inc.
69047Q102
10715.00000000
NS
USD
514320.00000000
0.016279928799
Long
EC
CORP
US
N
1
N
N
N
908 Devices, Inc.
N/A
908 Devices, Inc.
65443P102
413.00000000
NS
USD
2449.09000000
0.000077521797
Long
EC
CORP
US
N
1
N
N
Bloom Energy Corp.
549300XB5J9BFW5JXV97
Bloom Energy Corp., Class A
093712107
8955.00000000
NS
USD
93132.00000000
0.002947935777
Long
EC
CORP
US
N
1
N
N
Equity LifeStyle Properties, Inc.
529900PEQG66LENB6798
Equity LifeStyle Properties, Inc.
29472R108
8586.00000000
NS
USD
564958.80000000
0.017882814275
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179MAV5
1810000.00000000
PA
USD
1797982.12000000
0.056912079825
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.85000000
N
N
N
N
N
N
New Jersey Resources Corp.
549300QKBSQBIX4DQ583
New Jersey Resources Corp.
646025106
4369.00000000
NS
USD
177294.02000000
0.005611942024
Long
EC
CORP
US
N
1
N
N
N
Carlisle Cos., Inc.
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339100
2383.00000000
NS
USD
605496.47000000
0.019165965585
Long
EC
CORP
US
N
1
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884U109
3422.00000000
NS
USD
146119.40000000
0.004625162210
Long
EC
CORP
US
N
1
N
N
N
Flowers Foods, Inc.
7YNCQQNDK8FBM9BBTK25
Flowers Foods, Inc.
343498101
8703.00000000
NS
USD
190856.79000000
0.006041248545
Long
EC
CORP
US
N
1
N
N
N
Advantest Corp.
353800EMK32PDKS9XR54
Advantest Corp.
N/A
147500.00000000
NS
3811784.59000000
0.120655587421
Long
EC
CORP
JP
N
2
N
N
Timken Co. (The)
B0I35MLPFXZSE70ASS73
Timken Co. (The)
887389104
2893.00000000
NS
USD
199964.16000000
0.006329526923
Long
EC
CORP
US
N
1
N
N
N
Haemonetics Corp.
549300ZEL6TXZS6F5F95
Haemonetics Corp.
405024100
2323.00000000
NS
USD
197989.29000000
0.006267015757
Long
EC
CORP
US
N
1
N
N
Hyliion Holdings Corp.
N/A
Hyliion Holdings Corp.
449109107
3688.00000000
NS
USD
2199.15000000
0.000069610369
Long
EC
CORP
US
N
1
N
N
N
Xperi, Inc.
N/A
Xperi, Inc.
98423J101
1306.00000000
NS
USD
11087.94000000
0.000350969967
Long
EC
CORP
US
N
1
N
N
N
Infinera Corp.
549300ZOF66WPV3H0H17
Infinera Corp.
45667G103
12165.00000000
NS
USD
35643.45000000
0.001128233061
Long
EC
CORP
US
N
1
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust, Series 2021-GS5, Class A1
52475XAA2
0.12000000
PA
USD
0.11000000
0.000000003481
Long
ABS-MBS
CORP
US
Y
2
2067-07-25
Variable
2.25000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CM5
264000.00000000
PA
USD
237036.52000000
0.007502989711
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.00000000
N
N
N
N
N
N
OPENLANE, Inc.
5493004HKD20LBSG7D03
OPENLANE, Inc.
48238T109
5428.00000000
NS
USD
72898.04000000
0.002307464031
Long
EC
CORP
US
N
1
N
N
N
Invivyd, Inc.
N/A
Invivyd, Inc.
00534A102
220.00000000
NS
USD
347.60000000
0.000011002689
Long
EC
CORP
US
N
1
N
N
N
Jabil, Inc.
5493000CGCQY2OQU7669
Jabil, Inc.
466313103
6043.00000000
NS
USD
742080.40000000
0.023489298637
Long
EC
CORP
US
N
1
N
N
Tootsie Roll Industries, Inc.
529900SBKOV9XX4M4Q35
Tootsie Roll Industries, Inc.
890516107
89.00000000
NS
USD
2768.79000000
0.000087641359
Long
EC
CORP
US
N
1
N
N
Eos Energy Enterprises, Inc.
N/A
Eos Energy Enterprises, Inc.
29415C101
7898.00000000
NS
USD
13900.48000000
0.000439996159
Long
EC
CORP
US
N
1
N
N
Boston Omaha Corp.
54930002FEWTYF4YFF19
Boston Omaha Corp., Class A
101044105
493.00000000
NS
USD
7015.39000000
0.000222060292
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
26.00000000
NC
USD
28762.50000000
0.000910428239
N/A
DIR
US
N
1
CME3680
N/A
Call
Purchased
N/A
3 Month SOFR
250000.00000000
95.25000000
USD
2024-09-13
XXXX
-75513.32000000
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63859UBG7
1460000.00000000
PA
USD
1442320.25000000
0.045654205505
Long
DBT
CORP
GB
Y
2
2024-01-22
Fixed
0.55000000
N
N
N
N
N
N
FleetCor Technologies, Inc.
549300DG6RR0NQSFLN74
FleetCor Technologies, Inc.
339041105
3375.00000000
NS
USD
759948.75000000
0.024054891003
Long
EC
CORP
US
N
1
N
N
CSMC Trust
N/A
CSMC Trust, Series 2021-AFC1, Class A1
12657LAA2
299413.30000000
PA
USD
220854.05000000
0.006990761022
Long
ABS-MBS
CORP
US
Y
2
2056-03-25
Variable
0.83000160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WVT2
0.01000000
PA
USD
0.01000000
0.000000000316
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
2.00000000
N
N
N
N
N
N
Vita Coco Co., Inc. (The)
54930020WXOAWHR85Y25
Vita Coco Co., Inc. (The)
92846Q107
1722.00000000
NS
USD
46666.20000000
0.001477139549
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XBD9
940000.00000000
PA
USD
919044.70000000
0.029090803933
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.20000000
N
N
N
N
N
N
Columbia Pipelines Holding Co. LLC
N/A
Columbia Pipelines Holding Co. LLC
19828AAB3
700000.00000000
PA
USD
687848.64000000
0.021772684095
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
6.04200000
N
N
N
N
N
N
GoldenTree Loan Opportunities IX Ltd.
549300IOBSI2NBFBJX90
GoldenTree Loan Opportunities IX Ltd., Series 2014-9A, Class BR2
38123HAS3
620000.00000000
PA
USD
617174.04000000
0.019535599291
Long
ABS-CBDO
CORP
KY
Y
2
2029-10-29
Floating
7.25159160
N
N
N
N
N
N
Bloomin' Brands, Inc.
E1UJ2GO305B5FXGV7N04
Bloomin' Brands, Inc.
094235108
4127.00000000
NS
USD
96324.18000000
0.003048978830
Long
EC
CORP
US
N
1
N
N
Credo Technology Group Holding Ltd.
N/A
Credo Technology Group Holding Ltd.
N/A
4504.00000000
NS
USD
64046.88000000
0.002027295547
Long
EC
CORP
KY
N
1
N
N
N
KORU Medical Systems, Inc.
N/A
KORU Medical Systems, Inc.
759910102
2317.00000000
NS
USD
5259.59000000
0.000166483416
Long
EC
CORP
US
N
1
N
N
N/A
N/A
ETRSI
N/A
98827478.90000000
PA
USD
4237958.48000000
0.134145400349
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
S&P 500 Total Return Index
S&P 500 Total Return Index
Y
2023-12-19
0.00000000
USD
0.00000000
USD
98827478.90000000
USD
4237958.48000000
N
N
N
Xylem, Inc.
549300DF5MV96DRYLQ48
Xylem, Inc.
98419M100
13128.00000000
NS
USD
1227993.12000000
0.038870043084
Long
EC
CORP
US
N
1
N
N
N
RayzeBio, Inc.
N/A
RayzeBio, Inc.
75525N107
58.00000000
NS
USD
1125.20000000
0.000035616300
Long
EC
CORP
US
N
1
N
N
N
Ajinomoto Co., Inc.
353800UT0TLROREPIC92
Ajinomoto Co., Inc.
N/A
125500.00000000
NS
4591290.08000000
0.145329513918
Long
EC
CORP
JP
N
2
N
N
N
Mercantile Bank Corp.
P16VZZCKTJ5IONL6XE37
Mercantile Bank Corp.
587376104
579.00000000
NS
USD
19072.26000000
0.000603700098
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust, Inc.
549300TR2H2VEFX0NC60
Essex Property Trust, Inc.
297178105
3016.00000000
NS
USD
645182.72000000
0.020422166635
Long
EC
CORP
US
N
1
N
N
N
Enstar Group Ltd.
213800AMAL5QFXVUCN04
Enstar Group Ltd.
N/A
577.00000000
NS
USD
136731.69000000
0.004328010145
Long
EC
CORP
BM
N
1
N
N
N
PriceSmart, Inc.
549300JVYOSTGVSDZS46
PriceSmart, Inc.
741511109
1276.00000000
NS
USD
79737.24000000
0.002523947328
Long
EC
CORP
US
N
1
N
N
N
nVent Electric plc
N/A
nVent Electric plc
N/A
7921.00000000
NS
USD
381237.73000000
0.012067434865
Long
EC
CORP
IE
N
1
N
N
N
Northwest Pipe Co.
54930056VW2CRCZ9RE54
Northwest Pipe Co.
667746101
343.00000000
NS
USD
9350.18000000
0.000295964117
Long
EC
CORP
US
N
1
N
N
Camden National Corp.
549300ZVEDL2L8UW4F28
Camden National Corp.
133034108
584.00000000
NS
USD
17029.44000000
0.000539038090
Long
EC
CORP
US
N
1
N
N
N
Brookline Bancorp, Inc.
N/A
Brookline Bancorp, Inc.
11373M107
1628.00000000
NS
USD
13251.92000000
0.000419467090
Long
EC
CORP
US
N
1
N
N
N
Cerevel Therapeutics Holdings, Inc.
254900RJNIRS9COSQR41
Cerevel Therapeutics Holdings, Inc.
15678U128
2369.00000000
NS
USD
56026.85000000
0.001773435077
Long
EC
CORP
US
N
1
N
N
N
WideOpenWest, Inc.
549300RM6J2BWWOFU889
WideOpenWest, Inc.
96758W101
1814.00000000
NS
USD
12770.56000000
0.000404230454
Long
EC
CORP
US
N
1
N
N
N
ICU Medical, Inc.
5493003NRW7LS2QZRH60
ICU Medical, Inc.
44930G107
902.00000000
NS
USD
88450.12000000
0.002799738792
Long
EC
CORP
US
N
1
N
N
Ubiquiti, Inc.
N/A
Ubiquiti, Inc.
90353W103
213.00000000
NS
USD
25868.85000000
0.000818834647
Long
EC
CORP
US
N
1
N
N
N
Mammoth Energy Services, Inc.
549300ODHHN3MGXCQ803
Mammoth Energy Services, Inc.
56155L108
1545.00000000
NS
USD
6257.25000000
0.000198062654
Long
EC
CORP
US
N
1
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
6279.00000000
NS
USD
480657.45000000
0.015214397773
Long
EC
CORP
US
N
1
N
N
N
FRP Holdings, Inc.
N/A
FRP Holdings, Inc.
30292L107
287.00000000
NS
USD
15437.73000000
0.000488655205
Long
EC
CORP
US
N
1
N
N
N
PAR Technology Corp.
549300HYPTHBJQINVG57
PAR Technology Corp.
698884103
1220.00000000
NS
USD
35611.80000000
0.001127231234
Long
EC
CORP
US
N
1
N
N
Lattice Semiconductor Corp.
549300LRBBPZDQ2II567
Lattice Semiconductor Corp.
518415104
6404.00000000
NS
USD
356126.44000000
0.011272579496
Long
EC
CORP
US
N
1
N
N
WM Technology, Inc.
549300APSNIYJ4PTIL34
WM Technology, Inc.
92971A109
471.00000000
NS
USD
513.39000000
0.000016250491
Long
EC
CORP
US
N
1
N
N
N
Kymera Therapeutics, Inc.
N/A
Kymera Therapeutics, Inc.
501575104
2570.00000000
NS
USD
29991.90000000
0.000949342814
Long
EC
CORP
US
N
1
N
N
N
Hibbett, Inc.
529900RD6P643J1CZM55
Hibbett, Inc.
428567101
147.00000000
NS
USD
6772.29000000
0.000214365373
Long
EC
CORP
US
N
1
N
N
Citizens & Northern Corp.
N/A
Citizens & Northern Corp.
172922106
586.00000000
NS
USD
10606.60000000
0.000335733964
Long
EC
CORP
US
N
1
N
N
N
Ingles Markets, Inc.
549300XH5RYBMYP8TF26
Ingles Markets, Inc., Class A
457030104
674.00000000
NS
USD
54068.28000000
0.001711439859
Long
EC
CORP
US
N
1
N
N
N
Integer Holdings Corp.
549300SUD2ED5XG6X569
Integer Holdings Corp.
45826H109
1505.00000000
NS
USD
122160.85000000
0.003866794874
Long
EC
CORP
US
N
1
N
N
Axcelis Technologies, Inc.
529900HF9B6NL1QG9F05
Axcelis Technologies, Inc.
054540208
1503.00000000
NS
USD
191632.50000000
0.006065802332
Long
EC
CORP
US
N
1
N
N
N
RingCentral, Inc.
549300C8EH0H1614VE84
RingCentral, Inc., Class A
76680R206
4009.00000000
NS
USD
106559.22000000
0.003372951692
Long
EC
CORP
US
N
1
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust, Series 2023-2A, Class A2
505713AB3
1156792.62000000
PA
USD
1152400.63000000
0.036477290800
Long
ABS-O
CORP
US
Y
2
2027-06-15
Fixed
5.93000000
N
N
N
N
N
N
Hilton Worldwide Holdings, Inc.
549300HVGPK36ICB0B89
Hilton Worldwide Holdings, Inc.
43300A203
12483.00000000
NS
USD
1891548.99000000
0.059873780675
Long
EC
CORP
US
N
1
N
N
N
AccessLex Institute
635400C9RW3TYNTIJP57
AccessLex Institute, Series 2007-A, Class A3
00432CDJ7
1534326.88000000
PA
USD
1492029.63000000
0.047227671765
Long
ABS-O
CORP
US
N
2
2036-05-25
Floating
5.95266120
N
N
N
N
N
N
Mondee Holdings, Inc.
549300SDRJEAWXEMNH70
Mondee Holdings, Inc., Class A
465712107
3166.00000000
NS
USD
11682.54000000
0.000369791023
Long
EC
CORP
US
N
1
N
N
Franklin Covey Co.
N/A
Franklin Covey Co.
353469109
502.00000000
NS
USD
19783.82000000
0.000626223325
Long
EC
CORP
US
N
1
N
N
N
Masonite International Corp.
549300H0H07ZFT4JYM32
Masonite International Corp.
575385109
1012.00000000
NS
USD
80089.68000000
0.002535103219
Long
EC
CORP
CA
N
1
N
N
N
Forge Global Holdings, Inc.
N/A
Forge Global Holdings, Inc.
34629L103
7847.00000000
NS
USD
19931.38000000
0.000630894087
Long
EC
CORP
US
N
1
N
N
Greenwich Lifesciences, Inc.
N/A
Greenwich Lifesciences, Inc.
396879108
35.00000000
NS
USD
288.75000000
0.000009139892
Long
EC
CORP
US
N
1
N
N
CFK Trust
N/A
CFK Trust, Series 2020-MF2, Class E
12529AAJ3
2670000.00000000
PA
USD
2034671.36000000
0.064404076976
Long
ABS-MBS
CORP
US
Y
2
2039-03-15
Variable
3.45750120
N
N
N
N
N
N
NVR, Inc.
529900RWXR4JI3JYTV70
NVR, Inc.
62944T105
128.00000000
NS
USD
692815.36000000
0.021929897207
Long
EC
CORP
US
N
1
N
N
N
Crescent Energy Co.
N/A
Crescent Energy Co., Class A
44952J104
872.00000000
NS
USD
10620.96000000
0.000336188506
Long
EC
CORP
US
N
1
N
N
N
Sight Sciences, Inc.
N/A
Sight Sciences, Inc.
82657M105
169.00000000
NS
USD
267.87000000
0.000008478971
Long
EC
CORP
US
N
1
N
N
N
Vuzix Corp.
549300EWPW64TZQXJG66
Vuzix Corp.
92921W300
2277.00000000
NS
USD
7400.25000000
0.000234242384
Long
EC
CORP
US
N
1
N
N
Kopin Corp.
52990031GUBB61RXCD89
Kopin Corp.
500600101
616.00000000
NS
USD
757.68000000
0.000023983077
Long
EC
CORP
US
N
1
N
N
Glacier Bancorp, Inc.
549300SMJAUKZB5D7V74
Glacier Bancorp, Inc.
37637Q105
5319.00000000
NS
USD
160580.61000000
0.005082907328
Long
EC
CORP
US
N
1
N
N
Oppenheimer Holdings, Inc.
N/A
Oppenheimer Holdings, Inc., Class A
683797104
37.00000000
NS
USD
1297.59000000
0.000041073014
Long
EC
CORP
US
N
1
N
N
N
Northwest Natural Holding Co.
254900PSJL6ZEC8FR782
Northwest Natural Holding Co.
66765N105
1962.00000000
NS
USD
72025.02000000
0.002279830061
Long
EC
CORP
US
N
1
N
N
N
Northwest Bancshares, Inc.
N/A
Northwest Bancshares, Inc.
667340103
2110.00000000
NS
USD
21986.20000000
0.000695935935
Long
EC
CORP
US
N
1
N
N
N
Doximity, Inc.
N/A
Doximity, Inc., Class A
26622P107
5134.00000000
NS
USD
104887.62000000
0.003320040024
Long
EC
CORP
US
N
1
N
N
N
Petrobras Global Finance BV
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAZ2
370000.00000000
PA
USD
358850.79000000
0.011358814183
Long
DBT
CORP
NL
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
N/A
N/A
ETRS
N/A
3165.00000000
PA
USD
689.43000000
0.000021822739
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
NEOGAMES SA
NEOGAMES SA
Y
2024-04-17
0.00000000
USD
0.00000000
USD
3165.00000000
USD
689.43000000
N
N
N
Standex International Corp.
RCX52GR0JW2LRRMH9Z54
Standex International Corp.
854231107
620.00000000
NS
USD
89013.40000000
0.002817568467
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807102
7227.00000000
NS
USD
3407024.61000000
0.107843595558
Long
EC
CORP
US
N
1
N
N
N
Bancorp, Inc. (The)
N/A
Bancorp, Inc. (The)
05969A105
311.00000000
NS
USD
11087.15000000
0.000350944961
Long
EC
CORP
US
N
1
N
N
N
Varex Imaging Corp.
549300CWYWPVCT8E9W67
Varex Imaging Corp.
92214X106
1506.00000000
NS
USD
27183.30000000
0.000860441337
Long
EC
CORP
US
N
1
N
N
Overstock.com, Inc.
549300ACR0DL9U7EI710
Overstock.com, Inc.
690370101
2337.00000000
NS
USD
36457.20000000
0.001153990939
Long
EC
CORP
US
N
1
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480100
6364.00000000
NS
USD
2989170.80000000
0.094617140675
Long
EC
CORP
US
N
1
N
N
N
Semtech Corp.
549300J7WUY317SW6O61
Semtech Corp.
816850101
3493.00000000
NS
USD
48762.28000000
0.001543487413
Long
EC
CORP
US
N
1
N
N
Curtiss-Wright Corp.
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corp.
231561101
1753.00000000
NS
USD
348513.93000000
0.011031618381
Long
EC
CORP
US
N
1
N
N
N
Jack in the Box, Inc.
5493002OJW26P0SUUP68
Jack in the Box, Inc.
466367109
937.00000000
NS
USD
59199.66000000
0.001873865005
Long
EC
CORP
US
N
1
N
N
N
System1, Inc.
N/A
System1, Inc.
87200P109
1745.00000000
NS
USD
2024.20000000
0.000064072623
Long
EC
CORP
US
N
1
N
N
N
E2open Parent Holdings, Inc.
N/A
E2open Parent Holdings, Inc.
29788T103
10881.00000000
NS
USD
31446.09000000
0.000995372737
Long
EC
CORP
US
N
1
N
N
Jazz Pharmaceuticals plc
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals plc
N/A
2730.00000000
NS
USD
346764.60000000
0.010976246301
Long
EC
CORP
IE
N
1
N
N
Mid-America Apartment Communities, Inc.
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities, Inc.
59522J103
5465.00000000
NS
USD
645689.75000000
0.020438215811
Long
EC
CORP
US
N
1
N
N
N
Quantum-Si, Inc.
N/A
Quantum-Si, Inc.
74765K105
588.00000000
NS
USD
705.60000000
0.000022334573
Long
EC
CORP
US
N
1
N
N
America's Car-Mart, Inc.
N/A
America's Car-Mart, Inc.
03062T105
241.00000000
NS
USD
16142.18000000
0.000510953377
Long
EC
CORP
US
N
1
N
N
ECMC Group Student Loan Trust
N/A
ECMC Group Student Loan Trust, Series 2020-2A, Class A
26829HAA4
1201153.04000000
PA
USD
1192273.40000000
0.037739395825
Long
ABS-O
CORP
US
Y
2
2069-11-25
Floating
6.58509840
N
N
N
N
N
N
Option Care Health, Inc.
549300DI3Q5ACSYJRI17
Option Care Health, Inc.
68404L201
7887.00000000
NS
USD
218706.51000000
0.006922784279
Long
EC
CORP
US
N
1
N
N
N
Universal Health Realty Income Trust
549300L4MWZL4IH6H172
Universal Health Realty Income Trust
91359E105
498.00000000
NS
USD
19143.12000000
0.000605943052
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KN6W8
623613.18000000
PA
USD
541188.13000000
0.017130393963
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
BJ's Wholesale Club Holdings, Inc.
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings, Inc.
05550J101
7496.00000000
NS
USD
510627.52000000
0.016163049596
Long
EC
CORP
US
N
1
N
N
BANK
N/A
BANK, Series 2017-BNK8, Class A4
06650AAE7
1200000.00000000
PA
USD
1062358.68000000
0.033627165324
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.48800000
N
N
N
N
N
N
Financial Institutions, Inc.
N/A
Financial Institutions, Inc.
317585404
524.00000000
NS
USD
8300.16000000
0.000262727511
Long
EC
CORP
US
N
1
N
N
N
Star Bulk Carriers Corp.
549300SO3FMK7H6DDY54
Star Bulk Carriers Corp.
N/A
403.00000000
NS
USD
7524.01000000
0.000238159797
Long
EC
CORP
MH
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
347.00000000
NC
USD
-238841.18000000
-0.00756011316
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
3 Month SOFR
2026-03-17
83158550.00000000
USD
-238841.18000000
N
N
N
First Bank
549300YS4CB1171BRJ08
First Bank
31931U102
720.00000000
NS
USD
7963.20000000
0.000252061613
Long
EC
CORP
US
N
1
N
N
Contango ORE, Inc.
N/A
Contango ORE, Inc.
21077F100
247.00000000
NS
USD
4211.35000000
0.000133303153
Long
EC
CORP
US
N
1
N
N
Nine Energy Service, Inc.
549300KRLJCZBPZMKT65
Nine Energy Service, Inc.
65441V101
96.00000000
NS
USD
337.92000000
0.000010696285
Long
EC
CORP
US
N
1
N
N
Gannett Co., Inc.
549300JQ2PU0RI3ZBA32
Gannett Co., Inc.
36472T109
5440.00000000
NS
USD
12729.60000000
0.000402933935
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
35.00000000
NC
USD
32593.75000000
0.001031699971
N/A
DIR
US
N
1
CME3680
N/A
Call
Purchased
N/A
3 Month SOFR
250000.00000000
96.50000000
USD
2025-03-14
XXXX
-26672.45000000
N
N
N
Sony Group Corp.
529900R5WX9N2OI2N910
Sony Group Corp.
N/A
83200.00000000
NS
6885949.87000000
0.217963084456
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
3 Month SOFR
N/A
-34.00000000
NC
USD
-4380.98000000
-0.00013867250
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
3 Month SOFR
2024-06-18
-8043125.00000000
USD
-4380.98000000
N
N
N
Sunnova Helios II Issuer LLC
N/A
Sunnova Helios II Issuer LLC, Series 2018-1A, Class A
86745JAA5
2061959.77000000
PA
USD
1858974.26000000
0.058842682750
Long
ABS-O
CORP
US
Y
2
2048-07-20
Fixed
4.87000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
99928.00000000
NS
USD
5149289.84000000
0.162992051565
Long
EC
CORP
US
N
1
N
N
N
Solid Power, Inc.
N/A
Solid Power, Inc.
83422N105
11381.00000000
NS
USD
15022.92000000
0.000475525097
Long
EC
CORP
US
N
1
N
N
Tenable Holdings, Inc.
5493004S5OMPESF0EF83
Tenable Holdings, Inc.
88025T102
5290.00000000
NS
USD
222761.90000000
0.007051150783
Long
EC
CORP
US
N
1
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CF5
200000.00000000
PA
USD
193530.24000000
0.006125872078
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
5.12500000
N
N
N
N
N
N
MEGlobal Canada ULC
635400MHHHT7LMKMQL03
MEGlobal Canada ULC
N/A
620000.00000000
PA
USD
603725.00000000
0.019109892701
Long
DBT
CORP
CA
Y
2
2030-05-18
Fixed
5.87500000
N
N
N
N
N
N
Gen Digital, Inc.
YF6ZV0M6AU4FY94MK914
Gen Digital, Inc.
668771108
26117.00000000
NS
USD
435109.22000000
0.013772645670
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38148LAE6
3880000.00000000
PA
USD
3739484.87000000
0.118367062196
Long
DBT
CORP
US
N
2
2025-05-22
Fixed
3.75000000
N
N
N
N
N
N
TechnipFMC plc
549300D5I93QWCJTCK36
TechnipFMC plc
N/A
20949.00000000
NS
USD
450822.48000000
0.014270022311
Long
EC
CORP
GB
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
21.00000000
NC
USD
36881.25000000
0.001167413524
N/A
DIR
US
N
1
CME3681
LCZ7XYGSLJUHFXXNXD88
Put
Purchased
N/A
3 Month SOFR
250000.00000000
96.00000000
USD
2023-12-15
XXXX
17249.65000000
N
N
N
Clover Health Investments Corp.
5493000HLYOYQU6LK133
Clover Health Investments Corp., Class A
18914F103
1967.00000000
NS
USD
1875.14000000
0.000059354381
Long
EC
CORP
US
N
1
N
N
N
Sterling Bancorp, Inc.
N/A
Sterling Bancorp, Inc.
85917W102
102.00000000
NS
USD
565.08000000
0.000017886650
Long
EC
CORP
US
N
1
N
N
N
89bio, Inc.
N/A
89bio, Inc.
282559103
2418.00000000
NS
USD
17893.20000000
0.000566378950
Long
EC
CORP
US
N
1
N
N
N
Hilltop Holdings, Inc.
54930010TA543US0PM65
Hilltop Holdings, Inc.
432748101
2700.00000000
NS
USD
74574.00000000
0.002360513707
Long
EC
CORP
US
N
1
N
N
N
Waters Corp.
5T547R1474YC9HOD8Q74
Waters Corp.
941848103
2729.00000000
NS
USD
650948.37000000
0.020604668524
Long
EC
CORP
US
N
1
N
N
N
Argentine Republic (The)
549300KPBYGYF7HCHO27
Argentine Republic
040114HS2
200.00000000
PA
USD
55.27000000
0.000001749478
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.74999880
N
N
N
N
N
N
N/A
N/A
ETRS
N/A
10297.00000000
PA
USD
-16284.45000000
-0.00051545669
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Amedisys, Inc.
Amedisys, Inc.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
10297.00000000
USD
-16284.45000000
N
N
N
Atrion Corp.
N/A
Atrion Corp.
049904105
27.00000000
NS
USD
9233.46000000
0.000292269543
Long
EC
CORP
US
N
1
N
N
N
Utah Medical Products, Inc.
5493002R27BBGV8DID60
Utah Medical Products, Inc.
917488108
151.00000000
NS
USD
12007.52000000
0.000380077715
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
39528.00000000
NS
USD
21895745.04000000
0.693072737311
Long
EC
CORP
US
N
1
N
N
N
Getty Images Holdings, Inc.
N/A
Getty Images Holdings, Inc.
374275105
1129.00000000
NS
USD
4775.67000000
0.000151165748
Long
EC
CORP
US
N
1
N
N
N
Integral Ad Science Holding Corp.
N/A
Integral Ad Science Holding Corp.
45828L108
1897.00000000
NS
USD
21777.56000000
0.000689331789
Long
EC
CORP
US
N
1
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABW4
840000.00000000
PA
USD
697328.18000000
0.022072742883
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
196.00000000
NC
USD
153125.00000000
0.004846912617
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Put
Purchased
United States of America
U.S. Treasury 10 Year Note
100000.00000000
106.00000000
USD
2023-11-24
XXXX
-78381.87000000
N
N
N
N/A
N/A
3 Month SOFR
N/A
52.00000000
NC
USD
18200.00000000
0.000576090185
N/A
DIR
US
N
1
CME3680
N/A
Call
Purchased
N/A
3 Month SOFR
250000.00000000
95.00000000
USD
2024-03-15
XXXX
-134541.93000000
N
N
N
Danaher Corp.
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851102
31596.00000000
NS
USD
6067063.92000000
0.192042636174
Long
EC
CORP
US
N
1
N
N
N
Hildene Community Funding CDO Ltd.
549300845E8YWIPN4S43
Hildene Community Funding CDO Ltd., Series 2015-1A, Class ARR
43133KAC9
2117807.47000000
PA
USD
1714240.20000000
0.054261371131
Long
ABS-CBDO
CORP
KY
Y
2
2035-11-01
Fixed
2.60000000
N
N
N
N
N
N
American Axle & Manufacturing Holdings, Inc.
N/A
American Axle & Manufacturing Holdings, Inc.
024061103
4494.00000000
NS
USD
30334.50000000
0.000960187237
Long
EC
CORP
US
N
1
N
N
N
AST SpaceMobile, Inc.
N/A
AST SpaceMobile, Inc., Class A
00217D100
4486.00000000
NS
USD
14848.66000000
0.000470009191
Long
EC
CORP
US
N
1
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXJ8
830000.00000000
PA
USD
798821.12000000
0.025285330060
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
Stryker Corp.
5493002F0SC4JTBU5137
Stryker Corp.
863667101
16369.00000000
NS
USD
4423231.18000000
0.140009893980
Long
EC
CORP
US
N
1
N
N
N
Viemed Healthcare, Inc.
N/A
Viemed Healthcare, Inc.
92663R105
2263.00000000
NS
USD
14279.53000000
0.000451994345
Long
EC
CORP
CA
N
1
N
N
N
Energy Recovery, Inc.
549300ZEQL52Z525WJ22
Energy Recovery, Inc.
29270J100
2786.00000000
NS
USD
42347.20000000
0.001340428917
Long
EC
CORP
US
N
1
N
N
Proto Labs, Inc.
529900QHG5MGWT2WQQ09
Proto Labs, Inc.
743713109
836.00000000
NS
USD
19737.96000000
0.000624771705
Long
EC
CORP
US
N
1
N
N
N
PureCycle Technologies, Inc.
N/A
PureCycle Technologies, Inc.
74623V103
5279.00000000
NS
USD
23491.55000000
0.000743585241
Long
EC
CORP
US
N
1
N
N
REX American Resources Corp.
N/A
REX American Resources Corp.
761624105
1115.00000000
NS
USD
42381.15000000
0.001341503547
Long
EC
CORP
US
N
1
N
N
N
Elastic NV
2549003I48WHHH937I59
Elastic NV
N/A
3633.00000000
NS
USD
272620.32000000
0.008629334653
Long
EC
CORP
NL
N
1
N
N
N
Cibus, Inc.
N/A
Cibus, Inc.
17166A101
74.00000000
NS
USD
795.50000000
0.000025180205
Long
EC
CORP
US
N
1
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAH5
90000.00000000
PA
USD
85425.32000000
0.002703993870
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.37500000
N
N
N
N
N
N
Southern California Bancorp
549300Z6CP542EI9L684
Southern California Bancorp
84252A106
53.00000000
NS
USD
712.85000000
0.000022564059
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
CDI
N/A
11628300.00000000
PA
USD
-28428.67000000
-0.00089986141
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American Investment Grade Index Series 41-V1
Markit CDX North American Investment Grade Index Series 41-V1
Y
Payout of notional amount upon default event with regard to the reference instrument
2028-12-20
150716.94000000
USD
0.00000000
USD
11628300.00000000
USD
-28428.67000000
N
N
N
Deckers Outdoor Corp.
5493008LG4W3I6K8J118
Deckers Outdoor Corp.
243537107
1238.00000000
NS
USD
739160.28000000
0.023396867182
Long
EC
CORP
US
N
1
N
N
N
United Natural Foods, Inc.
549300GKGW6WPZ282D40
United Natural Foods, Inc.
911163103
2527.00000000
NS
USD
36843.66000000
0.001166223676
Long
EC
CORP
US
N
1
N
N
N
Regional Management Corp.
549300S5O87W87JW4146
Regional Management Corp.
75902K106
400.00000000
NS
USD
9944.00000000
0.000314760483
Long
EC
CORP
US
N
1
N
N
N
Arteris, Inc.
N/A
Arteris, Inc.
04302A104
106.00000000
NS
USD
577.70000000
0.000018286115
Long
EC
CORP
US
N
1
N
N
Harley-Davidson, Inc.
ZDNAWZWXIKMWI51R2A08
Harley-Davidson, Inc.
412822108
6166.00000000
NS
USD
165557.10000000
0.005240429693
Long
EC
CORP
US
N
1
N
N
N
ADTRAN Holdings, Inc.
549300VV36J86CRRWF77
ADTRAN Holdings, Inc.
00486H105
4351.00000000
NS
USD
28586.07000000
0.000904843646
Long
EC
CORP
US
N
1
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132E0BK7
197252.45000000
PA
USD
193124.45000000
0.006113027483
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
6.00000000
N
N
N
N
N
N
J M Smucker Co. (The)
5493000WDH6A0LHDJD55
J M Smucker Co. (The)
832696405
4863.00000000
NS
USD
553603.92000000
0.017523394774
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ACP46
196756.06600000
PA
USD
160959.54000000
0.005094901716
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
3.00000000
N
N
N
N
N
N
Li-Cycle Holdings Corp.
N/A
Li-Cycle Holdings Corp.
50202P105
8155.00000000
NS
USD
10927.70000000
0.000345897841
Long
EC
CORP
CA
N
1
N
N
Theseus Pharmaceuticals, Inc.
N/A
Theseus Pharmaceuticals, Inc.
88369M101
82.00000000
NS
USD
188.60000000
0.000005969813
Long
EC
CORP
US
N
1
N
N
N
Howmet Aerospace, Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201108
17693.00000000
NS
USD
780261.30000000
0.024697850382
Long
EC
CORP
US
N
1
N
N
N
Grindr, Inc.
N/A
Grindr, Inc.
39854F101
2824.00000000
NS
USD
16802.80000000
0.000531864184
Long
EC
CORP
US
N
1
N
N
N
Amylyx Pharmaceuticals, Inc.
N/A
Amylyx Pharmaceuticals, Inc.
03237H101
1547.00000000
NS
USD
25231.57000000
0.000798662628
Long
EC
CORP
US
N
1
N
N
N
Tilly's, Inc.
N/A
Tilly's, Inc., Class A
886885102
856.00000000
NS
USD
6933.60000000
0.000219471368
Long
EC
CORP
US
N
1
N
N
N
PAM Transportation Services, Inc.
N/A
PAM Transportation Services, Inc.
693149106
35.00000000
NS
USD
604.45000000
0.000019132841
Long
EC
CORP
US
N
1
N
N
N
El Pollo Loco Holdings, Inc.
549300EZCBNF4G707K90
El Pollo Loco Holdings, Inc.
268603107
665.00000000
NS
USD
5552.75000000
0.000175762899
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418D5G3
417267.02000000
PA
USD
327923.67000000
0.010379868562
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
2.00000000
N
N
N
N
N
N
SoundThinking, Inc.
549300MQV8SOWVNVZ667
SoundThinking, Inc.
82536T107
324.00000000
NS
USD
4889.16000000
0.000154758081
Long
EC
CORP
US
N
1
N
N
N
Brookfield Renewable Corp.
N/A
Brookfield Renewable Corp., Class A
11284V105
6287.00000000
NS
USD
143092.12000000
0.004529338787
Long
EC
CORP
CA
N
1
N
N
N
Kinsale Capital Group, Inc.
529900QTUQHNZ6HOA508
Kinsale Capital Group, Inc.
49714P108
1017.00000000
NS
USD
339586.47000000
0.010749034750
Long
EC
CORP
US
N
1
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class C
02079K107
239924.00000000
NS
USD
30062477.20000000
0.951576816651
Long
EC
CORP
US
N
1
N
N
N
Mineralys Therapeutics, Inc.
N/A
Mineralys Therapeutics, Inc.
603170101
92.00000000
NS
USD
711.16000000
0.000022510565
Long
EC
CORP
US
N
1
N
N
N
Floor & Decor Holdings, Inc.
549300M5FR3N688XGQ36
Floor & Decor Holdings, Inc., Class A
339750101
4935.00000000
NS
USD
406644.00000000
0.012871627326
Long
EC
CORP
US
N
1
N
N
Winnebago Industries, Inc.
549300B7OYKYJLTE3G11
Winnebago Industries, Inc.
974637100
1319.00000000
NS
USD
76436.05000000
0.002419453748
Long
EC
CORP
US
N
1
N
N
Intercept Pharmaceuticals, Inc.
254900JMB8TX5P688V24
Intercept Pharmaceuticals, Inc.
45845P108
1033.00000000
NS
USD
19554.69000000
0.000618970603
Long
EC
CORP
US
N
1
N
N
BANK
N/A
BANK, Series 2017-BNK9, Class A4
06540RAE4
1406400.00000000
PA
USD
1263812.98000000
0.040003860106
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
3.53800000
N
N
N
N
N
N
Medpace Holdings, Inc.
549300H8TYEUVTW14A54
Medpace Holdings, Inc.
58506Q109
1099.00000000
NS
USD
266694.33000000
0.008441757473
Long
EC
CORP
US
N
1
N
N
N
Arhaus, Inc.
N/A
Arhaus, Inc., Class A
04035M102
128.00000000
NS
USD
1103.36000000
0.000034924992
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MEY6
900000.00000000
PA
USD
865137.54000000
0.027384464054
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
3.70000000
N
N
N
N
N
N
Repligen Corp.
54930006QJ0T5AUO1E71
Repligen Corp.
759916109
2579.00000000
NS
USD
347030.24000000
0.010984654686
Long
EC
CORP
US
N
1
N
N
N
RadNet, Inc.
529900RECG94V2IZJ970
RadNet, Inc.
750491102
2351.00000000
NS
USD
63382.96000000
0.002006280284
Long
EC
CORP
US
N
1
N
N
Planet Labs PBC
N/A
Planet Labs PBC
72703X106
11274.00000000
NS
USD
24351.84000000
0.000770816264
Long
EC
CORP
US
N
1
N
N
N/A
N/A
ETRSI
N/A
379503260.64000000
PA
USD
-16880160.69000000
-0.53431290665
N/A
DE
US
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Vanguard Russell 3000 ETF
Vanguard Russell 3000 ETF
Y
2024-01-23
0.00000000
USD
0.00000000
USD
379503260.64000000
USD
-16880160.69000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XL3Q9
97912.32000000
PA
USD
96129.66000000
0.003042821629
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
6.00000000
N
N
N
N
N
N
SEMrush Holdings, Inc.
N/A
SEMrush Holdings, Inc., Class A
81686C104
2245.00000000
NS
USD
18139.60000000
0.000574178325
Long
EC
CORP
US
N
1
N
N
Premier, Inc.
N/A
Premier, Inc., Class A
74051N102
5516.00000000
NS
USD
106017.52000000
0.003355805096
Long
EC
CORP
US
N
1
N
N
N
Neurocrine Biosciences, Inc.
549300FECER0XBN49756
Neurocrine Biosciences, Inc.
64125C109
4502.00000000
NS
USD
499451.88000000
0.015809303633
Long
EC
CORP
US
N
1
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBE4
150000.00000000
PA
USD
120997.62000000
0.003829974798
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
Diversified Healthcare Trust
N/A
Diversified Healthcare Trust
25525P107
8842.00000000
NS
USD
18302.94000000
0.000579348576
Long
EC
CORP
US
N
1
N
N
N
Cummins, Inc.
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021106
6541.00000000
NS
USD
1414818.30000000
0.044783677841
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2015-65, Class CZ
3136AP3N0
931221.94000000
PA
USD
695481.62000000
0.022014293153
Long
ABS-MBS
USGSE
US
N
2
2045-09-25
Fixed
3.50000000
N
N
N
N
N
N
MeiraGTx Holdings plc
54930007YV6NYIOGFZ57
MeiraGTx Holdings plc
N/A
986.00000000
NS
USD
4456.72000000
0.000141069925
Long
EC
CORP
KY
N
1
N
N
N
ATI, Inc.
ZW1LRE7C3H17O2ZN9B45
ATI, Inc.
01741R102
6120.00000000
NS
USD
231152.40000000
0.007316737855
Long
EC
CORP
US
N
1
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140100
195216.00000000
NS
USD
7125384.00000000
0.225541966453
Long
EC
CORP
US
N
1
N
N
N
Absci Corp.
N/A
Absci Corp.
00091E109
373.00000000
NS
USD
484.90000000
0.000015348688
Long
EC
CORP
US
N
1
N
N
N
Liquidity Services, Inc.
5299002AZ4ULSAXN0G81
Liquidity Services, Inc.
53635B107
917.00000000
NS
USD
17670.59000000
0.000559332608
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137107
67248.00000000
NS
USD
3442425.12000000
0.108964138765
Long
EC
CORP
US
N
1
N
N
N
Insmed, Inc.
529900Q55QAG41CCAC11
Insmed, Inc.
457669307
5950.00000000
NS
USD
149107.00000000
0.004719729630
Long
EC
CORP
US
N
1
N
N
Standard Motor Products, Inc.
THGK1EO5B5HK0JHQVZ90
Standard Motor Products, Inc.
853666105
1115.00000000
NS
USD
38946.95000000
0.001232799760
Long
EC
CORP
US
N
1
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR13, Class A1A1
92922F4M7
463362.00000000
PA
USD
430040.39000000
0.013612200439
Long
ABS-MBS
CORP
US
N
2
2045-10-25
Floating
6.01891920
N
N
N
N
N
N
Aspen Aerogels, Inc.
N/A
Aspen Aerogels, Inc.
04523Y105
967.00000000
NS
USD
7465.24000000
0.000236299532
Long
EC
CORP
US
N
1
N
N
N
Dyne Therapeutics, Inc.
N/A
Dyne Therapeutics, Inc.
26818M108
201.00000000
NS
USD
1417.05000000
0.000044854318
Long
EC
CORP
US
N
1
N
N
N
Intuit, Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
12757.00000000
NS
USD
6314077.15000000
0.199861421749
Long
EC
CORP
US
N
1
N
N
N
Solaris Oilfield Infrastructure, Inc.
529900MTK3C8Y8TIIC10
Solaris Oilfield Infrastructure, Inc., Class A
83418M103
1155.00000000
NS
USD
10672.20000000
0.000337810421
Long
EC
CORP
US
N
1
N
N
N
Lands' End, Inc.
54930016WOL7P2P67Q43
Lands' End, Inc.
51509F105
431.00000000
NS
USD
2706.68000000
0.000085675372
Long
EC
CORP
US
N
1
N
N
Vera Therapeutics, Inc.
N/A
Vera Therapeutics, Inc., Class A
92337R101
162.00000000
NS
USD
1688.04000000
0.000053432048
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
4220.00000000
NS
USD
478421.40000000
0.015143619396
Long
EC
CORP
US
N
1
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BK3
1160000.00000000
PA
USD
1121513.90000000
0.035499623656
Long
DBT
CORP
US
Y
2
2028-05-08
Fixed
5.40000000
N
N
N
N
N
N
Innodata, Inc.
L9O7MPYIT56T6KBE0R95
Innodata, Inc.
457642205
1822.00000000
NS
USD
13665.00000000
0.000432542438
Long
EC
CORP
US
N
1
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200101
43331.00000000
NS
USD
6267395.84000000
0.198383803917
Long
EC
CORP
US
N
1
N
N
N
Scorpio Tankers, Inc.
549300NVJUH16NXG8K87
Scorpio Tankers, Inc.
N/A
2564.00000000
NS
USD
143968.60000000
0.004557082278
Long
EC
CORP
MH
N
1
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc., Class A
571903202
11805.00000000
NS
USD
2225950.80000000
0.070458703791
Long
EC
CORP
US
N
1
N
N
N
Commonbond Student Loan Trust
N/A
Commonbond Student Loan Trust, Series 2021-AGS, Class A
20268WAA2
1200345.79000000
PA
USD
959369.17000000
0.030367206757
Long
ABS-O
CORP
US
Y
2
2052-03-25
Fixed
1.20000000
N
N
N
N
N
N
DiamondRock Hospitality Co.
529900KKD4BPVBUAQ734
DiamondRock Hospitality Co.
252784301
10487.00000000
NS
USD
81064.51000000
0.002565959812
Long
EC
CORP
US
N
1
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CY3
1610000.00000000
PA
USD
1555534.30000000
0.049237804574
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.95000000
N
N
N
N
N
N
Century Casinos, Inc.
549300H2L4Y24HXY7M50
Century Casinos, Inc.
156492100
1464.00000000
NS
USD
6412.32000000
0.000202971132
Long
EC
CORP
US
N
1
N
N
N
BlackRock, Inc.
549300LRIF3NWCU26A80
BlackRock, Inc.
09247X101
1212.00000000
NS
USD
742083.36000000
0.023489392331
Long
EC
CORP
US
N
1
N
N
N
Madison Square Garden Sports Corp.
N/A
Madison Square Garden Sports Corp.
55825T103
705.00000000
NS
USD
118538.70000000
0.003752141849
Long
EC
CORP
US
N
1
N
N
N
Rhythm Pharmaceuticals, Inc.
529900JPNWXQ8DPLA551
Rhythm Pharmaceuticals, Inc.
76243J105
1600.00000000
NS
USD
36976.00000000
0.001170412675
Long
EC
CORP
US
N
1
N
N
N
Trinseo plc
549300TJ3HIGDA2Z8315
Trinseo plc
N/A
1850.00000000
NS
USD
11451.50000000
0.000362477843
Long
EC
CORP
IE
N
1
N
N
N
Princeton Bancorp, Inc.
549300ZWKMVQ4WLNLQ57
Princeton Bancorp, Inc.
74179A107
337.00000000
NS
USD
10110.00000000
0.000320014932
Long
EC
CORP
US
N
1
N
N
N
Potbelly Corp.
54930027NUULUR2P5W11
Potbelly Corp.
73754Y100
1730.00000000
NS
USD
15224.00000000
0.000481889944
Long
EC
CORP
US
N
1
N
N
N
INNOVATE Corp.
549300S6O246JWQQ1K58
INNOVATE Corp.
45784J105
3044.00000000
NS
USD
3713.68000000
0.000117550252
Long
EC
CORP
US
N
1
N
N
Piedmont Office Realty Trust, Inc.
N/A
Piedmont Office Realty Trust, Inc., Class A
720190206
7489.00000000
NS
USD
39017.69000000
0.001235038915
Long
EC
CORP
US
N
1
N
N
N
Bank OZK
549300VYK2WBD7SST478
Bank OZK
06417N103
5663.00000000
NS
USD
202792.03000000
0.006419038360
Long
EC
CORP
US
N
1
N
N
N
Urban Outfitters, Inc.
549300N3DUFR5U6NRN38
Urban Outfitters, Inc.
917047102
2924.00000000
NS
USD
101228.88000000
0.003204228804
Long
EC
CORP
US
N
1
N
N
N
Old National Bancorp
549300MMK90CL5KMVX16
Old National Bancorp
680033107
14857.00000000
NS
USD
203540.90000000
0.006442742572
Long
EC
CORP
US
N
1
N
N
N
Hamilton Lane, Inc.
5493006OKN3V1NORM833
Hamilton Lane, Inc., Class A
407497106
2269.00000000
NS
USD
190868.28000000
0.006041612242
Long
EC
CORP
US
N
1
N
N
N
Aerovate Therapeutics, Inc.
N/A
Aerovate Therapeutics, Inc.
008064107
102.00000000
NS
USD
1082.22000000
0.000034255841
Long
EC
CORP
US
N
1
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CA8
10000.00000000
PA
USD
9077.04000000
0.000287318332
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.50000000
N
N
N
N
N
N
Trustmark Corp.
5493000HPQ4D2RZ79739
Trustmark Corp.
898402102
638.00000000
NS
USD
12830.18000000
0.000406117624
Long
EC
CORP
US
N
1
N
N
N
Hawkins, Inc.
549300VL3IJ23OWX1Y34
Hawkins, Inc.
420261109
777.00000000
NS
USD
44623.11000000
0.001412468995
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WP93
0.55000000
PA
USD
0.42000000
0.000000013294
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.00000000
N
N
N
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062X103
6788.00000000
NS
USD
1612421.52000000
0.051038473206
Long
EC
CORP
US
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BR6
1200000.00000000
PA
USD
1040060.06000000
0.032921340262
Long
DBT
CORP
US
N
2
2027-06-03
Fixed
1.20000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
891160509
4328.00000000
NS
USD
241675.52000000
0.007649829402
Long
EC
CORP
CA
N
1
N
N
Orchid Island Capital, Inc.
549300KBIHGT19K9DY89
Orchid Island Capital, Inc.
68571X301
1986.00000000
NS
USD
12472.08000000
0.000394782575
Long
EC
CORP
US
N
1
N
N
N
CryoPort, Inc.
9845004D8538BT8JF626
CryoPort, Inc.
229050307
2330.00000000
NS
USD
22601.00000000
0.000715396388
Long
EC
CORP
US
N
1
N
N
Liberty Media Corp-Liberty Live
N/A
Liberty Media Corp-Liberty Live, Class A
531229748
979.00000000
NS
USD
30583.96000000
0.000968083471
Long
EC
CORP
US
N
1
N
N
N
Corp. Andina de Fomento
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
2198X3ZM2
35000000.00000000
PA
USD
34730220.00000000
1.099326311978
Long
STIV
NUSS
US
N
2
2023-12-21
None
0.00000000
N
N
N
N
N
N
Centerspace
5493002LG2SH9EEHT720
Centerspace
15202L107
708.00000000
NS
USD
34394.64000000
0.001088704095
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc., Class A
21036P108
7829.00000000
NS
USD
1833160.35000000
0.058025587135
Long
EC
CORP
US
N
1
N
N
N
eBay, Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642AX1
760000.00000000
PA
USD
680826.95000000
0.021550424386
Long
DBT
CORP
US
N
2
2026-05-10
Fixed
1.40000000
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
21256.00000000
NS
USD
2424671.92000000
0.076748884388
Long
EC
CORP
US
N
1
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CV9
740000.00000000
PA
USD
730868.40000000
0.023134401760
Long
DBT
CORP
US
N
2
2024-05-03
Fixed
3.37500000
N
N
N
N
N
N
OmniAb, Inc.
N/A
OmniAb, Inc.
68218J301
326.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
Park-Ohio Holdings Corp.
N/A
Park-Ohio Holdings Corp.
700666100
607.00000000
NS
USD
13766.76000000
0.000435763479
Long
EC
CORP
US
N
1
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936U109
9884.00000000
NS
USD
530276.60000000
0.016785007955
Long
EC
CORP
US
N
1
N
N
N
Abercrombie & Fitch Co.
5493000J7LL72TOGT983
Abercrombie & Fitch Co., Class A
002896207
2300.00000000
NS
USD
139886.00000000
0.004427854487
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140MKAF9
82779.28500000
PA
USD
72093.26000000
0.002281990083
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
Five Point Holdings LLC
N/A
Five Point Holdings LLC, Class A
33833Q106
346.00000000
NS
USD
840.78000000
0.000026613467
Long
EC
CORP
US
N
1
N
N
N
Bunge Ltd.
5493007M0RIN8HY3MM77
Bunge Ltd.
N/A
5726.00000000
NS
USD
606841.48000000
0.019208539599
Long
EC
CORP
BM
N
1
N
N
Poseida Therapeutics, Inc.
549300USKSDMNGMN8V04
Poseida Therapeutics, Inc., Class A
73730P108
4833.00000000
NS
USD
9762.66000000
0.000309020473
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Financial, Inc.
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620R303
11878.00000000
NS
USD
464311.02000000
0.014696979207
Long
EC
CORP
US
N
1
N
N
N
Lindsay Corp.
549300ZFO0QG5H8TPI61
Lindsay Corp.
535555106
540.00000000
NS
USD
67456.80000000
0.002135230792
Long
EC
CORP
US
N
1
N
N
N
Radiant Logistics, Inc.
549300HWCW2HBOG4GN20
Radiant Logistics, Inc.
75025X100
1497.00000000
NS
USD
8772.42000000
0.000277676102
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418D4G4
1327877.52400000
PA
USD
1044722.09000000
0.033068908928
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
2.00000000
N
N
N
N
N
N
Crane NXT Co.
549300EXNPSXEWUD3N21
Crane NXT Co.
224441105
2265.00000000
NS
USD
117780.00000000
0.003728126485
Long
EC
CORP
US
N
1
N
N
Grid Dynamics Holdings, Inc.
N/A
Grid Dynamics Holdings, Inc.
39813G109
715.00000000
NS
USD
7250.10000000
0.000229489640
Long
EC
CORP
US
N
1
N
N
Clearfield, Inc.
529900M4S2OQ1ADPR537
Clearfield, Inc.
18482P103
572.00000000
NS
USD
13739.44000000
0.000434898710
Long
EC
CORP
US
N
1
N
N
Snowflake, Inc.
254900CJNSY1K7T53Z16
Snowflake, Inc., Class A
833445109
14389.00000000
NS
USD
2088275.57000000
0.066100827485
Long
EC
CORP
US
N
1
N
N
N
Kandi Technologies Group, Inc.
529900TXUELWMVI79005
Kandi Technologies Group, Inc.
483709101
377.00000000
NS
USD
1206.40000000
0.000038186549
Long
EC
CORP
US
N
1
N
N
N
SMB Private Education Loan Trust
5493000RGRVHYZAIY180
SMB Private Education Loan Trust, Series 2017-A, Class B
78448WAD7
1000000.00000000
PA
USD
914848.50000000
0.028957980327
Long
ABS-O
CORP
US
Y
2
2041-06-17
Fixed
3.50000000
N
N
N
N
N
N
Greywolf CLO V Ltd.
549300RJBZLY8V18YD77
Greywolf CLO V Ltd., Series 2015-1A, Class A1R
39808PAL0
835518.63000000
PA
USD
832926.02000000
0.026364862926
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-27
Floating
6.79983120
N
N
N
N
N
N
Saia, Inc.
549300WNPG4N9GBOYB29
Saia, Inc.
78709Y105
1257.00000000
NS
USD
450621.93000000
0.014263674241
Long
EC
CORP
US
N
1
N
N
N
WK Kellogg Co.
529900SWC935GFWUJ804
WK Kellogg Co.
92942W107
2941.00000000
NS
USD
29468.82000000
0.000932785603
Long
EC
CORP
US
N
1
N
N
PDF Solutions, Inc.
549300GMSP6MROFBI160
PDF Solutions, Inc.
693282105
1534.00000000
NS
USD
40697.02000000
0.001288195263
Long
EC
CORP
US
N
1
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2019-BPR, Class A
61769GAA5
1349053.76000000
PA
USD
1305176.73000000
0.041313159578
Long
ABS-MBS
CORP
US
Y
2
2036-05-15
Floating
7.30699920
N
N
N
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2020-2A, Class A
826525AA5
362666.97000000
PA
USD
340406.22000000
0.010774982548
Long
ABS-O
CORP
US
Y
2
2037-07-20
Fixed
1.33000000
N
N
N
N
N
N
Banc of California, Inc.
549300ZKWUJDP6LJ1X87
Banc of California, Inc.
05990K106
4335.00000000
NS
USD
48595.35000000
0.001538203526
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp., Class A
78410G104
4880.00000000
NS
USD
1018114.40000000
0.032226687551
Long
EC
CORP
US
N
1
N
N
N
Limbach Holdings, Inc.
254900EW8KXT5ZTWQI30
Limbach Holdings, Inc.
53263P105
664.00000000
NS
USD
19787.20000000
0.000626330314
Long
EC
CORP
US
N
1
N
N
N
Frontier Communications Parent, Inc.
N/A
Frontier Communications Parent, Inc.
35909D109
11085.00000000
NS
USD
198643.20000000
0.006287714170
Long
EC
CORP
US
N
1
N
N
Savers Value Village, Inc.
N/A
Savers Value Village, Inc.
80517M109
2165.00000000
NS
USD
32410.05000000
0.001025885258
Long
EC
CORP
US
N
1
N
N
N
Design Therapeutics, Inc.
N/A
Design Therapeutics, Inc.
25056L103
3258.00000000
NS
USD
6646.32000000
0.000210378006
Long
EC
CORP
US
N
1
N
N
N
ABIOMED, Inc.
5493001EZN4ZTB4Z5887
ABIOMED, Inc., CVR
003CVR016
2271.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
Kodiak Gas Services, Inc.
N/A
Kodiak Gas Services, Inc.
50012A108
19.00000000
NS
USD
326.61000000
0.000010338286
Long
EC
CORP
US
N
1
N
N
N
PagerDuty, Inc.
549300U1SB749EDAGH21
PagerDuty, Inc.
69553P100
4072.00000000
NS
USD
82132.24000000
0.002599756998
Long
EC
CORP
US
N
1
N
N
Superior Group of Cos., Inc.
UOX145EEO0TB0ZWX2152
Superior Group of Cos., Inc.
868358102
67.00000000
NS
USD
536.00000000
0.000016966172
Long
EC
CORP
US
N
1
N
N
N
Cracker Barrel Old Country Store, Inc.
8P4PHQIUWPIECBFBW745
Cracker Barrel Old Country Store, Inc.
22410J106
1085.00000000
NS
USD
72000.60000000
0.002279057087
Long
EC
CORP
US
N
1
N
N
DP World Crescent Ltd.
21380096JRTWB8TL9236
DP World Crescent Ltd.
26139PAB9
950000.00000000
PA
USD
897776.60000000
0.028417598237
Long
DBT
CORP
KY
Y
2
2028-09-26
Fixed
4.84800000
N
N
N
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc., Class A
760759100
9498.00000000
NS
USD
1410358.02000000
0.044642495230
Long
EC
CORP
US
N
1
N
N
N
Everest Group Ltd.
549300N24XF2VV0B3570
Everest Group Ltd.
N/A
1987.00000000
NS
USD
786096.94000000
0.024882567686
Long
EC
CORP
BM
N
1
N
N
N
CH Robinson Worldwide, Inc.
529900WNWN5L0OVDHA79
CH Robinson Worldwide, Inc.
12541W209
5034.00000000
NS
USD
411932.22000000
0.013039016977
Long
EC
CORP
US
N
1
N
N
N
Kura Oncology, Inc.
5493005QORQTZCZYOP39
Kura Oncology, Inc.
50127T109
3270.00000000
NS
USD
27631.50000000
0.000874628349
Long
EC
CORP
US
N
1
N
N
American Superconductor Corp.
549300S9YT8Z8LOK4452
American Superconductor Corp.
030111207
170.00000000
NS
USD
1065.05000000
0.000033712354
Long
EC
CORP
US
N
1
N
N
N
WaFd, Inc.
N/A
WaFd, Inc.
938824109
5414.00000000
NS
USD
133617.52000000
0.004229436366
Long
EC
CORP
US
N
1
N
N
Comstock Resources, Inc.
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768302
4450.00000000
NS
USD
56070.00000000
0.001774800917
Long
EC
CORP
US
N
1
N
N
Bridgewater Bancshares, Inc.
5493001FLSBTVILKXZ71
Bridgewater Bancshares, Inc.
108621103
993.00000000
NS
USD
9562.59000000
0.000302687595
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International, Inc.
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc.
592688105
1016.00000000
NS
USD
1000963.20000000
0.031683795354
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAA8
80000.00000000
PA
USD
77904.84000000
0.002465945808
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.00000000
N
N
N
N
N
N
Akoya Biosciences, Inc.
N/A
Akoya Biosciences, Inc.
00974H104
127.00000000
NS
USD
444.50000000
0.000014069894
Long
EC
CORP
US
N
1
N
N
N
Perfect Corp.
98450058AZCIQFE8ED07
Perfect Corp.
N/A
260.00000000
NS
USD
639.60000000
0.000020245455
Long
EC
CORP
KY
N
1
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABE0
860000.00000000
PA
USD
857733.14000000
0.027150090309
Long
DBT
CORP
DK
Y
2
2026-09-22
Variable
6.25900000
N
N
N
N
N
N
Northfield Bancorp, Inc.
N/A
Northfield Bancorp, Inc.
66611T108
4392.00000000
NS
USD
37771.20000000
0.001195583385
Long
EC
CORP
US
N
1
N
N
N
World Acceptance Corp.
N/A
World Acceptance Corp.
981419104
213.00000000
NS
USD
21006.06000000
0.000664911263
Long
EC
CORP
US
N
1
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-28066.84000000
-0.00088840829
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1918628.86000000
USD
282741620.00000000
JPY
2024-01-19
-28066.84000000
N
N
N
23andMe Holding Co.
N/A
23andMe Holding Co., Class A
90138Q108
17520.00000000
NS
USD
14841.19000000
0.000469772741
Long
EC
CORP
US
N
1
N
N
Pangaea Logistics Solutions Ltd.
N/A
Pangaea Logistics Solutions Ltd.
N/A
2573.00000000
NS
USD
14897.67000000
0.000471560520
Long
EC
CORP
BM
N
1
N
N
N
Employers Holdings, Inc.
N/A
Employers Holdings, Inc.
292218104
152.00000000
NS
USD
5776.00000000
0.000182829500
Long
EC
CORP
US
N
1
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
701805.00000000
NS
USD
119847239.85000000
3.793561462757
Long
EC
CORP
US
N
1
N
N
N
Veru, Inc.
529900ER63TFLEIJV631
Veru, Inc.
92536C103
407.00000000
NS
USD
367.48000000
0.000011631957
Long
EC
CORP
US
N
1
N
N
Atkore, Inc.
52990002TI38AM4RPV48
Atkore, Inc.
047649108
1819.00000000
NS
USD
226065.32000000
0.007155714950
Long
EC
CORP
US
N
1
N
N
ResMed, Inc.
529900T3QE5253CCXF22
ResMed, Inc.
761152107
6813.00000000
NS
USD
962131.86000000
0.030454655032
Long
EC
CORP
US
N
1
N
N
N
Alight, Inc.
549300600ESCO1HTVN74
Alight, Inc., Class A
01626W101
18435.00000000
NS
USD
122408.40000000
0.003874630650
Long
EC
CORP
US
N
1
N
N
N
Cactus, Inc.
549300J3T8C9F8QFKV08
Cactus, Inc., Class A
127203107
2797.00000000
NS
USD
131291.18000000
0.004155800012
Long
EC
CORP
US
N
1
N
N
Titan International, Inc.
254900CXRGBE7C4B5A06
Titan International, Inc.
88830M102
997.00000000
NS
USD
11325.92000000
0.000358502821
Long
EC
CORP
US
N
1
N
N
N
PacWest Bancorp
549300YI8VMFO7G36V04
PacWest Bancorp
695263103
4324.00000000
NS
USD
30613.92000000
0.000969031804
Long
EC
CORP
US
N
1
N
N
N
Vinco Ventures, Inc.
N/A
Vinco Ventures, Inc.
927330209
2.00000000
NS
USD
0.05000000
0.000000001582
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XQW9
484525.05000000
PA
USD
451551.92000000
0.014293111500
Long
ABS-MBS
USGA
US
N
2
2053-01-20
Fixed
5.00000000
N
N
N
N
N
N
Pioneer Bancorp, Inc.
N/A
Pioneer Bancorp, Inc.
723561106
399.00000000
NS
USD
3271.80000000
0.000103563289
Long
EC
CORP
US
N
1
N
N
N
Freshpet, Inc.
549300S4ZK8ZQ6HNPN59
Freshpet, Inc.
358039105
2127.00000000
NS
USD
122089.80000000
0.003864545907
Long
EC
CORP
US
N
1
N
N
Tarsus Pharmaceuticals, Inc.
N/A
Tarsus Pharmaceuticals, Inc.
87650L103
176.00000000
NS
USD
2506.24000000
0.000079330783
Long
EC
CORP
US
N
1
N
N
Charles River Laboratories International, Inc.
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864107
2359.00000000
NS
USD
397161.24000000
0.012571466614
Long
EC
CORP
US
N
1
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369105
7748.00000000
NS
USD
2386384.00000000
0.075536945106
Long
EC
CORP
US
N
1
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE, Class A
N/A
4376.00000000
NS
USD
69140.80000000
0.002188534960
Long
EC
CORP
FR
N
1
N
N
ICON plc
6354008SRQGEMC4XFI67
ICON plc
N/A
3824.00000000
NS
USD
932903.04000000
0.029529466222
Long
EC
CORP
IE
N
1
N
N
N
Vishay Intertechnology, Inc.
5493009O8F3QQJTCQR75
Vishay Intertechnology, Inc.
928298108
5847.00000000
NS
USD
130037.28000000
0.004116109930
Long
EC
CORP
US
N
1
N
N
Pinterest, Inc.
N/A
Pinterest, Inc., Class A
72352L106
27618.00000000
NS
USD
825225.84000000
0.026121126766
Long
EC
CORP
US
N
1
N
N
N
Stratasys Ltd.
529900MU215GIP9SZ741
Stratasys Ltd.
N/A
342.00000000
NS
USD
3478.14000000
0.000110094632
Long
EC
CORP
IL
N
1
N
N
N
N/A
N/A
OIS
N/A
2685000.00000000
PA
USD
507324.22000000
0.016058489227
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2055-06-29
0.00000000
USD
4863.07000000
USD
2685000.00000000
USD
507324.22000000
N
N
N
Glatfelter Corp.
549300LDQLQBT38QDY28
Glatfelter Corp.
377320106
1758.00000000
NS
USD
3041.34000000
0.000096268468
Long
EC
CORP
US
N
1
N
N
N
Apple Hospitality REIT, Inc.
549300EVZAR0FBZO4F16
Apple Hospitality REIT, Inc.
03784Y200
10037.00000000
NS
USD
157380.16000000
0.004981602502
Long
EC
CORP
US
N
1
N
N
N
Groupon, Inc.
5299005W5W1R5POQJL03
Groupon, Inc., Class A
399473206
100.00000000
NS
USD
1279.00000000
0.000040484579
Long
EC
CORP
US
N
1
N
N
N
FiscalNote Holdings, Inc.
213800ES9QGPFJR85C09
FiscalNote Holdings, Inc.
337655104
4718.00000000
NS
USD
6274.94000000
0.000198622601
Long
EC
CORP
US
N
1
N
N
N
Universal Electronics, Inc.
549300ZW9EULAR7T6F89
Universal Electronics, Inc.
913483103
66.00000000
NS
USD
518.10000000
0.000016399578
Long
EC
CORP
US
N
1
N
N
N
Spirit Realty Capital, Inc.
549300LTU6LVPZSHMJ25
Spirit Realty Capital, Inc.
84860W300
6203.00000000
NS
USD
223245.97000000
0.007066473200
Long
EC
CORP
US
N
1
N
N
N
Angel Oak Mortgage REIT, Inc.
5493008M8D7W7VZZ7V36
Angel Oak Mortgage REIT, Inc.
03464Y108
110.00000000
NS
USD
920.70000000
0.000029143199
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-518.00000000
NC
USD
-32375.00000000
-0.00102477581
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Written
United States of America
U.S. Treasury 10 Year Note
100000.00000000
110.00000000
USD
2023-11-24
XXXX
123509.40000000
N
N
N
Check Point Software Technologies Ltd.
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd.
N/A
1415.00000000
NS
USD
189963.75000000
0.006012980876
Long
EC
CORP
IL
N
1
N
N
N
Farmers & Merchants Bancorp, Inc.
N/A
Farmers & Merchants Bancorp, Inc.
30779N105
75.00000000
NS
USD
1306.50000000
0.000041355045
Long
EC
CORP
US
N
1
N
N
N
Automatic Data Processing, Inc.
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc.
053015103
19895.00000000
NS
USD
4341486.90000000
0.137422417199
Long
EC
CORP
US
N
1
N
N
N
SiriusPoint Ltd.
549300OGXFI85N3YZZ51
SiriusPoint Ltd.
N/A
3686.00000000
NS
USD
36307.10000000
0.001149239778
Long
EC
CORP
BM
N
1
N
N
Elme Communities
549300DI34BGS8LVKW95
Elme Communities
939653101
6365.00000000
NS
USD
81217.40000000
0.002570799286
Long
EC
CORP
US
N
1
N
N
N
Chesapeake Energy Corp.
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
165167735
6830.00000000
NS
USD
587926.40000000
0.018609814767
Long
EC
CORP
US
N
1
N
N
N/A
N/A
U.S. Treasury 30 Year Bond
N/A
-29.00000000
NC
USD
-34890.63000000
-0.00110440381
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Written
N/A
U.S. Treasury 30 Year Bond
100000.00000000
111.00000000
USD
2023-11-24
XXXX
12574.83000000
N
N
N
Nurix Therapeutics, Inc.
N/A
Nurix Therapeutics, Inc.
67080M103
1044.00000000
NS
USD
5835.96000000
0.000184727432
Long
EC
CORP
US
N
1
N
N
N
SunPower Corp.
549300TXO070764WUH65
SunPower Corp.
867652406
4463.00000000
NS
USD
19057.01000000
0.000603217385
Long
EC
CORP
US
N
1
N
N
Pliant Therapeutics, Inc.
5493002Q5LITR7VHZH02
Pliant Therapeutics, Inc.
729139105
1955.00000000
NS
USD
28679.85000000
0.000907812093
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DW7
1660000.00000000
PA
USD
1589089.51000000
0.050299937933
Long
DBT
CORP
US
N
2
2029-01-30
Fixed
5.00000000
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
63938C108
5881.00000000
NS
USD
93566.71000000
0.002961695786
Long
EC
CORP
US
N
1
N
N
N
DoorDash, Inc.
549300NUQ43FGGSK5051
DoorDash, Inc., Class A
25809K105
14018.00000000
NS
USD
1050649.10000000
0.033256518394
Long
EC
CORP
US
N
1
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738108
29438.00000000
NS
USD
3348572.50000000
0.105993392982
Long
EC
CORP
US
N
1
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust, Series 2021-A, Class APT2
78448YAJ0
1052861.61000000
PA
USD
895604.62000000
0.028348847887
Long
ABS-O
CORP
US
Y
2
2053-01-15
Fixed
1.07000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust, Series 2018-C11, Class B
90276XAZ8
1490000.00000000
PA
USD
1204314.55000000
0.038120538041
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Variable
4.71290040
N
N
N
N
N
N
Caribou Biosciences, Inc.
N/A
Caribou Biosciences, Inc.
142038108
642.00000000
NS
USD
2330.46000000
0.000073766765
Long
EC
CORP
US
N
1
N
N
Dynex Capital, Inc.
5CIJ4S9HAEBWILA19B65
Dynex Capital, Inc.
26817Q886
1800.00000000
NS
USD
18072.00000000
0.000572038562
Long
EC
CORP
US
N
1
N
N
N
Comtech Telecommunications Corp.
529900FTEZ8MGM0Y8F73
Comtech Telecommunications Corp.
205826209
1020.00000000
NS
USD
12444.00000000
0.000393893750
Long
EC
CORP
US
N
1
N
N
N
SLM Student Loan Trust
549300H0EHPP0GTD9V95
SLM Student Loan Trust, Series 2005-7, Class A4
78442GQJ8
26368.44000000
PA
USD
26309.86000000
0.000832794072
Long
ABS-O
CORP
US
N
2
2029-10-25
Floating
5.74563960
N
N
N
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc, Class A
N/A
17235.00000000
NS
USD
463104.45000000
0.014658787277
Long
EC
CORP
GB
N
1
N
N
N
GE HealthCare Technologies, Inc.
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36266G107
18227.00000000
NS
USD
1213371.39000000
0.038407216977
Long
EC
CORP
US
N
1
N
N
Phathom Pharmaceuticals, Inc.
N/A
Phathom Pharmaceuticals, Inc.
71722W107
544.00000000
NS
USD
5059.20000000
0.000160140410
Long
EC
CORP
US
N
1
N
N
N
TETRA Technologies, Inc.
549300T5W131705EK832
TETRA Technologies, Inc.
88162F105
5410.00000000
NS
USD
25643.40000000
0.000811698409
Long
EC
CORP
US
N
1
N
N
N
Outfront Media, Inc.
549300RZWDYU5722I639
Outfront Media, Inc.
69007J106
6923.00000000
NS
USD
67568.48000000
0.002138765833
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179M103
30298.00000000
NS
USD
1410977.86000000
0.044662115215
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy, Inc.
N/A
NextEra Energy, Inc.
65339F101
94804.00000000
NS
USD
5527073.20000000
0.174950144196
Long
EC
CORP
US
N
1
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623C109
1749.00000000
NS
USD
7853.01000000
0.000248573735
Long
EC
CORP
US
N
1
N
N
N
Gaming and Leisure Properties, Inc.
5493006GWRDBCZYWTM57
Gaming and Leisure Properties, Inc.
36467J108
11671.00000000
NS
USD
529746.69000000
0.016768234551
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
10328.00000000
PA
USD
-5708.30000000
-0.00018068657
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Capri Holdings Ltd.
Capri Holdings Ltd.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
10328.00000000
USD
-5708.30000000
N
N
N
Century Therapeutics, Inc.
N/A
Century Therapeutics, Inc.
15673T100
143.00000000
NS
USD
218.79000000
0.000006925427
Long
EC
CORP
US
N
1
N
N
GEO Group, Inc. (The)
54930024XOXET7NQVZ63
GEO Group, Inc. (The)
36162J106
5527.00000000
NS
USD
48305.98000000
0.001529044009
Long
EC
CORP
US
N
1
N
N
N
Red Robin Gourmet Burgers, Inc.
529900V6NUMBYX34LV46
Red Robin Gourmet Burgers, Inc.
75689M101
1143.00000000
NS
USD
9246.87000000
0.000292694013
Long
EC
CORP
US
N
1
N
N
Recruit Holdings Co. Ltd.
353800R2LRSMVVC4I806
Recruit Holdings Co. Ltd.
N/A
172700.00000000
NS
4995327.96000000
0.158118648928
Long
EC
CORP
JP
N
2
N
N
N
CorVel Corp.
N/A
CorVel Corp.
221006109
355.00000000
NS
USD
68848.70000000
0.002179289030
Long
EC
CORP
US
N
1
N
N
Chemung Financial Corp.
N/A
Chemung Financial Corp.
164024101
232.00000000
NS
USD
9576.96000000
0.000303142453
Long
EC
CORP
US
N
1
N
N
N
QCR Holdings, Inc.
549300MWKWM7KWJVQO33
QCR Holdings, Inc.
74727A104
1009.00000000
NS
USD
47877.05000000
0.001515466956
Long
EC
CORP
US
N
1
N
N
N
Chimera Investment Corp.
2JBBQFJOL123LOUBE657
Chimera Investment Corp.
16934Q208
13552.00000000
NS
USD
65049.60000000
0.002059034951
Long
EC
CORP
US
N
1
N
N
N
Vitesse Energy, Inc.
N/A
Vitesse Energy, Inc.
92852X103
1549.00000000
NS
USD
36695.81000000
0.001161543735
Long
EC
CORP
US
N
1
N
N
N
Immuneering Corp.
N/A
Immuneering Corp., Class A
45254E107
1470.00000000
NS
USD
10334.10000000
0.000327108438
Long
EC
CORP
US
N
1
N
N
Hawaii Hotel Trust
N/A
Hawaii Hotel Trust, Series 2019-MAUI, Class F
41975AAL6
2040000.00000000
PA
USD
1968363.97000000
0.062305228811
Long
ABS-MBS
CORP
US
Y
2
2038-05-15
Floating
8.13151080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140N4TK3
90366.27000000
PA
USD
85882.22000000
0.002718456265
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.50000000
N
N
N
N
N
N
Texas Pacific Land Corp.
N/A
Texas Pacific Land Corp.
88262P102
287.00000000
NS
USD
529787.65000000
0.016769531071
Long
EC
CORP
US
N
1
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741108
23799.00000000
NS
USD
529051.77000000
0.016746238035
Long
EC
CORP
US
N
1
N
N
N
SEACOR Marine Holdings, Inc.
5493003LNKFW1W43N030
SEACOR Marine Holdings, Inc.
78413P101
1730.00000000
NS
USD
23977.80000000
0.000758976661
Long
EC
CORP
US
N
1
N
N
N
Warrior Met Coal, Inc.
549300152B1S9YKBYV79
Warrior Met Coal, Inc.
93627C101
1939.00000000
NS
USD
94487.47000000
0.002990840885
Long
EC
CORP
US
N
1
N
N
N
Natural Grocers by Vitamin Cottage, Inc.
529900P4OTXDGBUS3O87
Natural Grocers by Vitamin Cottage, Inc.
63888U108
353.00000000
NS
USD
4437.21000000
0.000140452369
Long
EC
CORP
US
N
1
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023105
26423.00000000
NS
USD
4936344.86000000
0.156251638762
Long
EC
CORP
US
N
1
N
N
N
Merit Medical Systems, Inc.
549300OYTY138SP2CE83
Merit Medical Systems, Inc.
589889104
2624.00000000
NS
USD
180373.76000000
0.005709425979
Long
EC
CORP
US
N
1
N
N
N
Chuy's Holdings, Inc.
N/A
Chuy's Holdings, Inc.
171604101
716.00000000
NS
USD
24100.56000000
0.000762862421
Long
EC
CORP
US
N
1
N
N
N
Guaranty Bancshares, Inc.
N/A
Guaranty Bancshares, Inc.
400764106
380.00000000
NS
USD
10841.40000000
0.000343166161
Long
EC
CORP
US
N
1
N
N
N
Hudson Technologies, Inc.
N/A
Hudson Technologies, Inc.
444144109
226.00000000
NS
USD
2910.88000000
0.000092138977
Long
EC
CORP
US
N
1
N
N
Kiniksa Pharmaceuticals Ltd.
N/A
Kiniksa Pharmaceuticals Ltd., Class A
N/A
898.00000000
NS
USD
13694.50000000
0.000433476211
Long
EC
CORP
BM
N
1
N
N
EVI Industries, Inc.
549300RU296J63VW0297
EVI Industries, Inc.
26929N102
345.00000000
NS
USD
8876.85000000
0.000280981657
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XQS8
9486.17000000
PA
USD
7823.81000000
0.000247649458
Long
ABS-MBS
USGA
US
N
2
2053-01-20
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QG5R4
407515.42000000
PA
USD
315276.20000000
0.009979534313
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
Capital City Bank Group, Inc.
254900NVLVUJQZKTQE82
Capital City Bank Group, Inc.
139674105
581.00000000
NS
USD
16599.17000000
0.000525418622
Long
EC
CORP
US
N
1
N
N
N
Terran Orbital Corp.
N/A
Terran Orbital Corp.
88105P103
678.00000000
NS
USD
541.65000000
0.000017145013
Long
EC
CORP
US
N
1
N
N
Enhabit, Inc.
549300RFQ78SLDFSHF49
Enhabit, Inc.
29332G102
2595.00000000
NS
USD
19125.15000000
0.000605374242
Long
EC
CORP
US
N
1
N
N
N
Toll Brothers, Inc.
529900JB6IS9MSZGVR44
Toll Brothers, Inc.
889478103
5313.00000000
NS
USD
375682.23000000
0.011891584918
Long
EC
CORP
US
N
1
N
N
N
Entrada Therapeutics, Inc.
N/A
Entrada Therapeutics, Inc.
29384C108
1524.00000000
NS
USD
24399.24000000
0.000772316631
Long
EC
CORP
US
N
1
N
N
Sun Communities, Inc.
549300H5GEOJYN41ZG57
Sun Communities, Inc.
866674104
5645.00000000
NS
USD
627949.80000000
0.019876687730
Long
EC
CORP
US
N
1
N
N
N
Open Lending Corp.
N/A
Open Lending Corp.
68373J104
5545.00000000
NS
USD
33214.55000000
0.001051350344
Long
EC
CORP
US
N
1
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp., Class A
35137L105
17805.00000000
NS
USD
541093.95000000
0.017127412855
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
-1302.00000000
NC
USD
1497273.20000000
0.047393648096
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
S&P 500 E-Mini Index
US78378X1072
2023-12-15
-27421747.50000000
USD
1497273.20000000
N
N
N
Lightwave Logic, Inc.
N/A
Lightwave Logic, Inc.
532275104
3457.00000000
NS
USD
15660.21000000
0.000495697433
Long
EC
CORP
US
N
1
N
N
N
Southern Missouri Bancorp, Inc.
N/A
Southern Missouri Bancorp, Inc.
843380106
359.00000000
NS
USD
14521.55000000
0.000459655078
Long
EC
CORP
US
N
1
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAZ6
700000.00000000
PA
USD
676549.66000000
0.021415034013
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.63800000
N
N
N
N
N
N
Organogenesis Holdings, Inc.
549300RLC2O821TU6941
Organogenesis Holdings, Inc., Class A
68621F102
1155.00000000
NS
USD
2587.20000000
0.000081893435
Long
EC
CORP
US
N
1
N
N
Gladstone Commercial Corp.
529900EVVV534W8R0T32
Gladstone Commercial Corp.
376536108
1301.00000000
NS
USD
15546.95000000
0.000492112379
Long
EC
CORP
US
N
1
N
N
N
Jack Henry & Associates, Inc.
529900X1QS8C54W0JB21
Jack Henry & Associates, Inc.
426281101
3446.00000000
NS
USD
485851.54000000
0.015378807898
Long
EC
CORP
US
N
1
N
N
Lazydays Holdings, Inc.
5493006PPWVM3TDVJH23
Lazydays Holdings, Inc.
52110H100
840.00000000
NS
USD
5300.40000000
0.000167775187
Long
EC
CORP
US
N
1
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEG3
780000.00000000
PA
USD
734873.96000000
0.023261190980
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.70000000
N
N
N
N
N
N
Phibro Animal Health Corp.
549300U24SP4AF2JUX52
Phibro Animal Health Corp., Class A
71742Q106
827.00000000
NS
USD
9030.84000000
0.000285855949
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
25432.00000000
PA
USD
-18432.01000000
-0.00058343406
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Albertsons Cos., Inc.
Albertsons Cos., Inc.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
25432.00000000
USD
-18432.01000000
N
N
N
Cohu, Inc.
529900FJPORJ3JJ2XS33
Cohu, Inc.
192576106
2349.00000000
NS
USD
70798.86000000
0.002241018042
Long
EC
CORP
US
N
1
N
N
N
Squarespace, Inc.
549300T4QP7KELU8ST60
Squarespace, Inc., Class A
85225A107
1427.00000000
NS
USD
40541.07000000
0.001283258930
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179U6Y3
49837.27000000
PA
USD
47122.99000000
0.001491598463
Long
ABS-MBS
USGA
US
N
2
2049-11-20
Fixed
5.00000000
N
N
N
N
N
N
Editas Medicine, Inc.
5299000AON4Q9NT2JE42
Editas Medicine, Inc.
28106W103
4335.00000000
NS
USD
28957.80000000
0.000916610130
Long
EC
CORP
US
N
1
N
N
N
AFC Gamma, Inc.
5493005G0MGS3E0E7218
AFC Gamma, Inc.
00109K105
94.00000000
NS
USD
994.52000000
0.000031479846
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179UPA4
63274.33000000
PA
USD
56510.05000000
0.001788729954
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
4.00000000
N
N
N
N
N
N
Cantaloupe, Inc.
529900O54DBQQVWO9Q85
Cantaloupe, Inc.
138103106
3112.00000000
NS
USD
20476.96000000
0.000648163499
Long
EC
CORP
US
N
1
N
N
N
Ironwood Pharmaceuticals, Inc.
549300PC8MR6QHH6P296
Ironwood Pharmaceuticals, Inc., Class A
46333X108
6002.00000000
NS
USD
53837.94000000
0.001704148837
Long
EC
CORP
US
N
1
N
N
Oriental Republic of Uruguay
549300RDR012H2V82H43
Oriental Republic of Uruguay
917288BK7
390000.00000000
PA
USD
368396.25000000
0.011660959557
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
Excelerate Energy, Inc.
N/A
Excelerate Energy, Inc., Class A
30069T101
629.00000000
NS
USD
8944.38000000
0.000283119205
Long
EC
CORP
US
N
1
N
N
N
Mirati Therapeutics, Inc.
529900GYRW59IDQV6N54
Mirati Therapeutics, Inc.
60468T105
2281.00000000
NS
USD
126663.93000000
0.004009332248
Long
EC
CORP
US
N
1
N
N
N
Seer, Inc.
N/A
Seer, Inc., Class A
81578P106
3005.00000000
NS
USD
4928.20000000
0.000155993827
Long
EC
CORP
US
N
1
N
N
Stifel Financial Corp.
549300E5F07FE5GHJX84
Stifel Financial Corp.
860630102
6132.00000000
NS
USD
349524.00000000
0.011063590437
Long
EC
CORP
US
N
1
N
N
N
Allogene Therapeutics, Inc.
N/A
Allogene Therapeutics, Inc.
019770106
5434.00000000
NS
USD
15323.88000000
0.000485051476
Long
EC
CORP
US
N
1
N
N
Evolv Technologies Holdings, Inc.
N/A
Evolv Technologies Holdings, Inc.
30049H102
454.00000000
NS
USD
1929.50000000
0.000061075055
Long
EC
CORP
US
N
1
N
N
Energy Fuels, Inc.
529900P0GCATXMGK8I62
Energy Fuels, Inc.
292671708
8152.00000000
NS
USD
65297.52000000
0.002066882439
Long
EC
CORP
CA
N
1
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AL3
810000.00000000
PA
USD
775513.52000000
0.024547567445
Long
DBT
NUSS
CO
N
2
2026-06-26
Fixed
5.37500000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DM6
420000.00000000
PA
USD
390199.87000000
0.012351116233
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.50000000
N
N
N
N
N
N
SandRidge Energy, Inc.
W1MKPVGS6I5155L7VV67
SandRidge Energy, Inc.
80007P869
216.00000000
NS
USD
3423.60000000
0.000108368261
Long
EC
CORP
US
N
1
N
N
Funko, Inc.
529900NG9F0KL5P6NK67
Funko, Inc., Class A
361008105
1049.00000000
NS
USD
8087.79000000
0.000256005298
Long
EC
CORP
US
N
1
N
N
American Public Education, Inc.
254900GZNX6TJQGM4S17
American Public Education, Inc.
02913V103
101.00000000
NS
USD
421.17000000
0.000013331423
Long
EC
CORP
US
N
1
N
N
N
Rayonier Advanced Materials, Inc.
54930053QJ7OUGZG4F72
Rayonier Advanced Materials, Inc.
75508B104
2420.00000000
NS
USD
6703.40000000
0.000212184777
Long
EC
CORP
US
N
1
N
N
N
Dropbox, Inc.
549300JCDF7UAR6TJR51
Dropbox, Inc., Class A
26210C104
12195.00000000
NS
USD
320728.50000000
0.010152117638
Long
EC
CORP
US
N
1
N
N
DXP Enterprises, Inc.
N/A
DXP Enterprises, Inc.
233377407
623.00000000
NS
USD
20309.80000000
0.000642872332
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
4489.00000000
PA
USD
-7069.08000000
-0.00022375975
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Amedisys, Inc.
Amedisys, Inc.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
4489.00000000
USD
-7069.08000000
N
N
N
Fair Isaac Corp.
RI6HET5SJUEY30V1PS26
Fair Isaac Corp.
303250104
1140.00000000
NS
USD
964291.80000000
0.030523024275
Long
EC
CORP
US
N
1
N
N
N
Montrose Environmental Group, Inc.
254900ASI8K3LUB8Q958
Montrose Environmental Group, Inc.
615111101
1337.00000000
NS
USD
30911.44000000
0.000978449296
Long
EC
CORP
US
N
1
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F0406B8
300000.00000000
PA
USD
259125.00000000
0.008202163147
Long
ABS-MBS
USGSE
US
N
2
2053-11-25
Fixed
4.00000000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651107
3601.00000000
NS
USD
1195676.04000000
0.037847100633
Long
EC
CORP
US
N
1
N
N
N
Inogen, Inc.
549300J8WJIVTOJ8IH97
Inogen, Inc.
45780L104
3256.00000000
NS
USD
14554.32000000
0.000460692357
Long
EC
CORP
US
N
1
N
N
N
Nelnet, Inc.
549300T6B0Q52I6OM558
Nelnet, Inc., Class A
64031N108
938.00000000
NS
USD
79551.78000000
0.002518076905
Long
EC
CORP
US
N
1
N
N
N
Haynes International, Inc.
549300I9MS5UZLRFDO40
Haynes International, Inc.
420877201
516.00000000
NS
USD
22200.90000000
0.000702731900
Long
EC
CORP
US
N
1
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-ACNT, Class A
05609QAA4
950000.00000000
PA
USD
929195.48000000
0.029412109688
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Floating
6.29848080
N
N
N
N
N
N
NextDecade Corp.
549300XB4GCLNGHFTT48
NextDecade Corp.
65342K105
1196.00000000
NS
USD
5250.44000000
0.000166193788
Long
EC
CORP
US
N
1
N
N
Chico's FAS, Inc.
5299003ESGN5T1MFXY13
Chico's FAS, Inc.
168615102
4800.00000000
NS
USD
35904.00000000
0.001136480330
Long
EC
CORP
US
N
1
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454L100
5649.00000000
NS
USD
227767.68000000
0.007209600274
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XLET1
93084.49700000
PA
USD
80666.73000000
0.002553368760
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
4.00000000
N
N
N
N
N
N
HighPeak Energy, Inc.
549300J4RNCV140DUY76
HighPeak Energy, Inc.
43114Q105
94.00000000
NS
USD
1664.74000000
0.000052694526
Long
EC
CORP
US
N
1
N
N
Revolve Group, Inc.
N/A
Revolve Group, Inc., Class A
76156B107
2136.00000000
NS
USD
29370.00000000
0.000929657623
Long
EC
CORP
US
N
1
N
N
Edgewise Therapeutics, Inc.
N/A
Edgewise Therapeutics, Inc.
28036F105
232.00000000
NS
USD
1484.80000000
0.000046998830
Long
EC
CORP
US
N
1
N
N
N
Equity Commonwealth
549300YPGVU9PR4L0606
Equity Commonwealth
294628102
5744.00000000
NS
USD
108791.36000000
0.003443606304
Long
EC
CORP
US
N
1
N
N
N
Lantheus Holdings, Inc.
5299005HUB5IOJGO7S39
Lantheus Holdings, Inc.
516544103
3140.00000000
NS
USD
202844.00000000
0.006420683382
Long
EC
CORP
US
N
1
N
N
Transcontinental Realty Investors, Inc.
549300A8Z1XO0M0QRS82
Transcontinental Realty Investors, Inc.
893617209
7.00000000
NS
USD
212.66000000
0.000006731392
Long
EC
CORP
US
N
1
N
N
N
Choice Hotels International, Inc.
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905106
1320.00000000
NS
USD
145860.00000000
0.004616951342
Long
EC
CORP
US
N
1
N
N
Trimble, Inc.
549300E2MI7NSZFQWS19
Trimble, Inc.
896239100
11640.00000000
NS
USD
548593.20000000
0.017364788916
Long
EC
CORP
US
N
1
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571B105
12366.00000000
NS
USD
219496.50000000
0.006947790075
Long
EC
CORP
US
N
1
N
N
N
First Bancorp, Inc. (The)
N/A
First Bancorp, Inc. (The)
31866P102
464.00000000
NS
USD
10871.52000000
0.000344119558
Long
EC
CORP
US
N
1
N
N
N
Cheniere Energy, Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411R208
11334.00000000
NS
USD
1886204.28000000
0.059704602929
Long
EC
CORP
US
N
1
N
N
N
Aura Biosciences, Inc.
N/A
Aura Biosciences, Inc.
05153U107
174.00000000
NS
USD
1419.84000000
0.000044942631
Long
EC
CORP
US
N
1
N
N
N
CPI Card Group, Inc.
54930087HHJ1VWIJK062
CPI Card Group, Inc.
12634H200
306.00000000
NS
USD
5064.30000000
0.000160301842
Long
EC
CORP
US
N
1
N
N
N/A
N/A
ETRS
N/A
15269.00000000
PA
USD
-11066.31000000
-0.00035028530
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Albertsons Cos., Inc.
Albertsons Cos., Inc.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
15269.00000000
USD
-11066.31000000
N
N
N
N/A
N/A
ETRS
N/A
5113.00000000
PA
USD
-8051.72000000
-0.00025486356
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Amedisys, Inc.
Amedisys, Inc.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
5113.00000000
USD
-8051.72000000
N
N
N
SpringWorks Therapeutics, Inc.
N/A
SpringWorks Therapeutics, Inc.
85205L107
3123.00000000
NS
USD
71516.70000000
0.002263740052
Long
EC
CORP
US
N
1
N
N
N
JFrog Ltd.
N/A
JFrog Ltd.
N/A
397.00000000
NS
USD
8928.53000000
0.000282617500
Long
EC
CORP
IL
N
1
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077VY28
14050000.00000000
PA
USD
14045735.97000000
0.444593991138
Long
STIV
CORP
CA
N
2
2023-11-02
None
0.00000000
N
N
N
N
N
N
Marcus & Millichap, Inc.
549300B2HE8ULXNB1N48
Marcus & Millichap, Inc.
566324109
1889.00000000
NS
USD
54214.30000000
0.001716061875
Long
EC
CORP
US
N
1
N
N
Ross Stores, Inc.
549300ENZFLPGRDFZQ60
Ross Stores, Inc.
778296103
15558.00000000
NS
USD
1804261.26000000
0.057110835370
Long
EC
CORP
US
N
1
N
N
N
Atlanta Braves Holdings, Inc.
N/A
Atlanta Braves Holdings, Inc., Class A
047726104
313.00000000
NS
USD
11865.83000000
0.000375592758
Long
EC
CORP
US
N
1
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2020-RPL4, Class A1
126405AA7
0.03000000
PA
USD
0.03000000
0.000000000949
Long
ABS-MBS
CORP
US
Y
2
2060-01-25
Variable
2.00000160
N
N
N
N
N
N
Albertsons Cos., Inc.
549300YKWOC0AOR16R51
Albertsons Cos., Inc., Class A
013091103
17549.00000000
NS
USD
380813.30000000
0.012054000252
Long
EC
CORP
US
N
1
N
N
N
Virtus Investment Partners, Inc.
549300HWF93HB8BDM648
Virtus Investment Partners, Inc.
92828Q109
501.00000000
NS
USD
92299.23000000
0.002921575852
Long
EC
CORP
US
N
1
N
N
N
Evans Bancorp, Inc.
N/A
Evans Bancorp, Inc.
29911Q208
347.00000000
NS
USD
8577.84000000
0.000271517001
Long
EC
CORP
US
N
1
N
N
Veralto Corp.
635400FJE6GSOJUSNY27
Veralto Corp.
92338C103
10271.00000000
NS
USD
708699.00000000
0.022432666938
Long
EC
CORP
US
N
1
N
N
N
NCR Voyix Corp.
549300YKTY8JX1DV2R67
NCR Voyix Corp.
62886E108
5670.00000000
NS
USD
86694.30000000
0.002744161283
Long
EC
CORP
US
N
1
N
N
Vizio Holding Corp.
N/A
Vizio Holding Corp., Class A
92858V101
6211.00000000
NS
USD
31613.99000000
0.001000687327
Long
EC
CORP
US
N
1
N
N
N
Aveanna Healthcare Holdings, Inc.
N/A
Aveanna Healthcare Holdings, Inc.
05356F105
299.00000000
NS
USD
412.62000000
0.000013060787
Long
EC
CORP
US
N
1
N
N
N
National Health Investors, Inc.
549300ZPKZIG6DKDEC02
National Health Investors, Inc.
63633D104
2124.00000000
NS
USD
106284.96000000
0.003364270456
Long
EC
CORP
US
N
1
N
N
N
UGI Corp.
DX6GCWD4Q1JO9CRE5I40
UGI Corp.
902681105
9647.00000000
NS
USD
200657.60000000
0.006351476592
Long
EC
CORP
US
N
1
N
N
N
Snap-on, Inc.
HHWAT5TDOYZMM26KKQ73
Snap-on, Inc.
833034101
2481.00000000
NS
USD
639949.14000000
0.020256506521
Long
EC
CORP
US
N
1
N
N
N
Weis Markets, Inc.
N/A
Weis Markets, Inc.
948849104
630.00000000
NS
USD
41013.00000000
0.001298197075
Long
EC
CORP
US
N
1
N
N
Borr Drilling Ltd.
213800J2JPCTXLHQ5R78
Borr Drilling Ltd.
N/A
9360.00000000
NS
USD
57376.80000000
0.001816165458
Long
EC
CORP
BM
N
1
N
N
N
Viridian Therapeutics, Inc.
549300C775BNYF550E70
Viridian Therapeutics, Inc.
92790C104
1942.00000000
NS
USD
24275.00000000
0.000768384024
Long
EC
CORP
US
N
1
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816109
28186.00000000
NS
USD
4116001.58000000
0.130285061166
Long
EC
CORP
US
N
1
N
N
N
Southern Copper Corp.
2549007U6NAP46Q9TU15
Southern Copper Corp.
84265VAH8
940000.00000000
PA
USD
909217.16000000
0.028779729794
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
3.87500000
N
N
N
N
N
N
Acadia Healthcare Co., Inc.
5493005CW985Y9D0NC11
Acadia Healthcare Co., Inc.
00404A109
4231.00000000
NS
USD
311020.81000000
0.009844837147
Long
EC
CORP
US
N
1
N
N
N
JetBlue Airways Corp.
54930070J9H97ZO93T57
JetBlue Airways Corp.
477143101
15831.00000000
NS
USD
59524.56000000
0.001884149165
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617MKK99
122912.90000000
PA
USD
108966.10000000
0.003449137403
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
4.00000000
N
N
N
N
N
N
Republic Bancorp, Inc.
N/A
Republic Bancorp, Inc., Class A
760281204
387.00000000
NS
USD
17101.53000000
0.000541319977
Long
EC
CORP
US
N
1
N
N
N
Flexion, Inc.
N/A
Flexion, Inc.
339CVR011
1208.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
Marqeta, Inc.
254900UZARK0FMZGZE18
Marqeta, Inc., Class A
57142B104
22390.00000000
NS
USD
115756.30000000
0.003664069688
Long
EC
CORP
US
N
1
N
N
N
Allegiant Travel Co.
549300JM9OZXOHWL2K18
Allegiant Travel Co.
01748X102
736.00000000
NS
USD
49032.32000000
0.001552035072
Long
EC
CORP
US
N
1
N
N
Shore Bancshares, Inc.
N/A
Shore Bancshares, Inc.
825107105
971.00000000
NS
USD
9962.46000000
0.000315344803
Long
EC
CORP
US
N
1
N
N
N
Recursion Pharmaceuticals, Inc.
N/A
Recursion Pharmaceuticals, Inc., Class A
75629V104
7493.00000000
NS
USD
39563.04000000
0.001252301046
Long
EC
CORP
US
N
1
N
N
Old Second Bancorp, Inc.
549300XVJC1MPUT81C04
Old Second Bancorp, Inc.
680277100
3374.00000000
NS
USD
45751.44000000
0.001448184370
Long
EC
CORP
US
N
1
N
N
N
ClearPoint Neuro, Inc.
N/A
ClearPoint Neuro, Inc.
18507C103
1649.00000000
NS
USD
9069.50000000
0.000287079666
Long
EC
CORP
US
N
1
N
N
N
OraSure Technologies, Inc.
529900GNNJPNM4XHXQ77
OraSure Technologies, Inc.
68554V108
2508.00000000
NS
USD
12941.28000000
0.000409634307
Long
EC
CORP
US
N
1
N
N
N
Strategic Education, Inc.
2549002UYIM8Q5EC8H36
Strategic Education, Inc.
86272C103
1135.00000000
NS
USD
93421.85000000
0.002957110488
Long
EC
CORP
US
N
1
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
92170.00000000
NS
USD
3989117.60000000
0.126268763608
Long
EC
CORP
US
N
1
N
N
N
Esperion Therapeutics, Inc.
549300OFU56UKEWVUS92
Esperion Therapeutics, Inc.
29664W105
631.00000000
NS
USD
522.97000000
0.000016553729
Long
EC
CORP
US
N
1
N
N
Spotify Technology SA
549300B4X0JHWV0DTD60
Spotify Technology SA
N/A
6569.00000000
NS
USD
1082308.44000000
0.034258641199
Long
EC
CORP
LU
N
1
N
N
N
Nexpoint Real Estate Finance, Inc.
N/A
Nexpoint Real Estate Finance, Inc.
65342V101
98.00000000
NS
USD
1453.34000000
0.000046003017
Long
EC
CORP
US
N
1
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044101
21434.00000000
NS
USD
972460.58000000
0.030781593176
Long
EC
CORP
US
N
1
N
N
N
Applied Digital Corp.
N/A
Applied Digital Corp.
038169207
375.00000000
NS
USD
1830.00000000
0.000057925551
Long
EC
CORP
US
N
1
N
N
DISH Network Corp.
529900U350CWHH15G169
DISH Network Corp., Class A
25470M109
11284.00000000
NS
USD
55291.60000000
0.001750161983
Long
EC
CORP
US
N
1
N
N
Accuray, Inc.
549300G28LY4TZKZJG51
Accuray, Inc.
004397105
6718.00000000
NS
USD
17735.52000000
0.000561387857
Long
EC
CORP
US
N
1
N
N
AB BSL CLO 4 Ltd.
N/A
AB BSL CLO 4 Ltd., Series 2023-4A, Class A
00037VAA6
1200000.00000000
PA
USD
1199955.60000000
0.037982562859
Long
ABS-CBDO
CORP
KY
Y
2
2036-04-20
Floating
7.41582000
N
N
N
N
N
N
Allstate Corp. (The)
OBT0W1ED8G0NWVOLOJ77
Allstate Corp. (The)
020002101
12735.00000000
NS
USD
1631735.55000000
0.051649826125
Long
EC
CORP
US
N
1
N
N
N
Newpark Resources, Inc.
54930073OHWDQW4DJN26
Newpark Resources, Inc.
651718504
3262.00000000
NS
USD
22573.04000000
0.000714511362
Long
EC
CORP
US
N
1
N
N
N
Olema Pharmaceuticals, Inc.
N/A
Olema Pharmaceuticals, Inc.
68062P106
1989.00000000
NS
USD
26433.81000000
0.000836717500
Long
EC
CORP
US
N
1
N
N
Silk Road Medical, Inc.
549300VL8KC0ZPDQHE14
Silk Road Medical, Inc.
82710M100
847.00000000
NS
USD
6360.97000000
0.000201345735
Long
EC
CORP
US
N
1
N
N
N
NEXTracker, Inc.
N/A
NEXTracker, Inc., Class A
65290E101
1915.00000000
NS
USD
66565.40000000
0.002107015034
Long
EC
CORP
US
N
1
N
N
Spectrum Brands Holdings, Inc.
549300JM0MJETDD30O20
Spectrum Brands Holdings, Inc.
84790A105
1846.00000000
NS
USD
139040.72000000
0.004401098580
Long
EC
CORP
US
N
1
N
N
N
Digital Realty Trust, Inc.
549300HKCZ31D08NEI41
Digital Realty Trust, Inc.
253868103
13525.00000000
NS
USD
1681969.00000000
0.053239880934
Long
EC
CORP
US
N
1
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAH5
320000.00000000
PA
USD
287778.66000000
0.009109146241
Long
DBT
CORP
AT
N
2
2030-01-15
Fixed
5.00000000
N
N
N
N
N
N
Argo Group International Holdings Ltd.
549300M4T8Y5TTWI6O03
Argo Group International Holdings Ltd.
N/A
2062.00000000
NS
USD
61530.08000000
0.001947630505
Long
EC
CORP
BM
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
4775.00000000
NS
USD
405302.00000000
0.012829148588
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
17394.00000000
NS
USD
1096865.64000000
0.034719424718
Long
EC
CORP
US
N
1
N
N
N
Banco Latinoamericano de Comercio Exterior SA
549300CN3134K4LC0651
Banco Latinoamericano de Comercio Exterior SA, Class E
N/A
2611.00000000
NS
USD
58956.38000000
0.001866164389
Long
EC
NUSS
PA
N
1
N
N
N
REVOLUTION Medicines, Inc.
549300JU3X0LBCQ65892
REVOLUTION Medicines, Inc.
76155X100
4475.00000000
NS
USD
88605.00000000
0.002804641256
Long
EC
CORP
US
N
1
N
N
Community Health Systems, Inc.
N/A
Community Health Systems, Inc.
203668108
7457.00000000
NS
USD
15957.98000000
0.000505122838
Long
EC
CORP
US
N
1
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516CE4
500000.00000000
PA
USD
436449.61000000
0.013815073446
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
1.10000000
N
N
N
N
N
Berry Corp.
N/A
Berry Corp.
08579X101
2717.00000000
NS
USD
22686.95000000
0.000718116990
Long
EC
CORP
US
N
1
N
N
N
Mueller Water Products, Inc.
549300F7ZU4P1F8V8L60
Mueller Water Products, Inc., Class A
624758108
7468.00000000
NS
USD
92379.16000000
0.002924105901
Long
EC
CORP
US
N
1
N
N
N
MGIC Investment Corp.
254900S8483WM4M98R28
MGIC Investment Corp.
552848103
14131.00000000
NS
USD
237966.04000000
0.007532412093
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
115549.00000000
NS
USD
17140538.66000000
0.542554730445
Long
EC
CORP
US
N
1
N
N
N
Moelis & Co.
549300891QNU7VTQUR83
Moelis & Co., Class A
60786M105
5909.00000000
NS
USD
246050.76000000
0.007788320216
Long
EC
CORP
US
N
1
N
N
Teekay Corp.
YHKQM2RIPKZYOZ6RVZ46
Teekay Corp.
N/A
367.00000000
NS
USD
2580.01000000
0.000081665848
Long
EC
CORP
MH
N
1
N
N
N
Model N, Inc.
549300WCIL3W0EYSBN94
Model N, Inc.
607525102
1797.00000000
NS
USD
43307.70000000
0.001370831918
Long
EC
CORP
US
N
1
N
N
St Joe Co. (The)
529900XVHOT3BF8PWG49
St Joe Co. (The)
790148100
1524.00000000
NS
USD
71079.36000000
0.002249896795
Long
EC
CORP
US
N
1
N
N
N
Spruce Power Holding Corp.
549300W71XJ8DIF9RQ35
Spruce Power Holding Corp.
9837FR209
82.00000000
NS
USD
305.04000000
0.000009655524
Long
EC
CORP
US
N
1
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
118735.00000000
NS
USD
12194084.50000000
0.385983098907
Long
EC
CORP
US
N
1
N
N
N
Blueprint Medicines Corp.
5299004CC60O9T5HVM83
Blueprint Medicines Corp.
09627Y109
2822.00000000
NS
USD
166102.92000000
0.005257706701
Long
EC
CORP
US
N
1
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc., Class A
57636Q104
39067.00000000
NS
USD
14702865.45000000
0.465394312234
Long
EC
CORP
US
N
1
N
N
N
Karat Packaging, Inc.
549300JYUKCQP3P8D632
Karat Packaging, Inc.
48563L101
34.00000000
NS
USD
701.42000000
0.000022202262
Long
EC
CORP
US
N
1
N
N
N
Woodmont Trust
N/A
Woodmont Trust, Series 2023-12A, Class A1A
979926AA0
475114.25000000
PA
USD
474884.29000000
0.015031658168
Long
ABS-CBDO
CORP
US
Y
2
2031-07-25
Floating
7.87821840
N
N
N
N
N
N
Innospec, Inc.
213800SQBACNY5IWJO68
Innospec, Inc.
45768S105
1314.00000000
NS
USD
128772.00000000
0.004076059634
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2019-RPL3, Class A1
64830NAA9
0.02000000
PA
USD
0.02000000
0.000000000633
Long
ABS-MBS
CORP
US
Y
2
2059-07-25
Variable
2.75000040
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
-127.00000000
NC
USD
1335264.66000000
0.042265542060
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury Long Bond
2023-12-19
-13898562.50000000
USD
1335264.66000000
N
N
N
Fluor Corp.
CQ7WZ4NOFWT7FAE6Q943
Fluor Corp.
343412102
6710.00000000
NS
USD
223375.90000000
0.007070585914
Long
EC
CORP
US
N
1
N
N
N
Children's Place, Inc. (The)
549300BGVK2OO5O7TC19
Children's Place, Inc. (The)
168905107
287.00000000
NS
USD
7855.19000000
0.000248642739
Long
EC
CORP
US
N
1
N
N
N
Conduent, Inc.
549300SFJ2D2CYY6CQ11
Conduent, Inc.
206787103
6810.00000000
NS
USD
21723.90000000
0.000687633273
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331107
9688.00000000
NS
USD
933729.44000000
0.029555624515
Long
EC
CORP
US
N
1
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206R102
338264.00000000
NS
USD
5209265.60000000
0.164890482702
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-644.00000000
NC
USD
-261625.00000000
-0.00828129641
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Put
Written
United States of America
U.S. Treasury 10 Year Note
100000.00000000
105.00000000
USD
2023-11-24
XXXX
-56298.48000000
N
N
N
LCNB Corp.
N/A
LCNB Corp.
50181P100
701.00000000
NS
USD
9806.99000000
0.000310423664
Long
EC
CORP
US
N
1
N
N
Industrial Logistics Properties Trust
5493004XH9PJW009HR47
Industrial Logistics Properties Trust
456237106
346.00000000
NS
USD
865.00000000
0.000027380110
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp.
MSD54751OJP1FS2ND863
Hormel Foods Corp.
440452100
13662.00000000
NS
USD
444698.10000000
0.014076165432
Long
EC
CORP
US
N
1
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent, Class A
02665T306
15508.00000000
NS
USD
507731.92000000
0.016071394281
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Partners LP
5493008F4ZOQFNG3WN54
NextEra Energy Partners LP
65341B106
548.00000000
NS
USD
14834.36000000
0.000469556549
Long
EC
CORP
US
N
1
N
N
N
Atara Biotherapeutics, Inc.
549300WBXUXZRE03MS38
Atara Biotherapeutics, Inc.
046513107
9019.00000000
NS
USD
11634.51000000
0.000368270715
Long
EC
CORP
US
N
1
N
N
N
Liberty Broadband Corp.
549300MIX43II8JLN536
Liberty Broadband Corp., Class A
530307107
722.00000000
NS
USD
60157.04000000
0.001904169248
Long
EC
CORP
US
N
1
N
N
N
Mid Penn Bancorp, Inc.
N/A
Mid Penn Bancorp, Inc.
59540G107
298.00000000
NS
USD
5679.88000000
0.000179786984
Long
EC
CORP
US
N
1
N
N
N
Longboard Pharmaceuticals, Inc.
N/A
Longboard Pharmaceuticals, Inc.
54300N103
1033.00000000
NS
USD
5593.70000000
0.000177059102
Long
EC
CORP
US
N
1
N
N
N
Midland States Bancorp, Inc.
5493006RHXW9TTBWYC94
Midland States Bancorp, Inc.
597742105
932.00000000
NS
USD
20336.24000000
0.000643709245
Long
EC
CORP
US
N
1
N
N
N
Howard Hughes Holdings, Inc.
N/A
Howard Hughes Holdings, Inc.
44267T102
1601.00000000
NS
USD
106194.33000000
0.003361401717
Long
EC
CORP
US
N
1
N
N
N
XP, Inc.
5493008KDA8NBZRJST80
XP, Inc., Class A
N/A
13912.00000000
NS
USD
278240.00000000
0.008807216108
Long
EC
CORP
KY
N
1
N
N
N
MacroGenics, Inc.
5493001KJQUA83L8MH79
MacroGenics, Inc.
556099109
5267.00000000
NS
USD
27493.74000000
0.000870267789
Long
EC
CORP
US
N
1
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133BSPH9
177007.99000000
PA
USD
172986.56000000
0.005475596671
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
6.00000000
N
N
N
N
N
N
10X Genomics, Inc.
5493003Z6741WNLG7H43
10X Genomics, Inc., Class A
88025U109
4311.00000000
NS
USD
152092.08000000
0.004814217283
Long
EC
CORP
US
N
1
N
N
Core Laboratories, Inc.
N/A
Core Laboratories, Inc.
21867A105
1890.00000000
NS
USD
40483.80000000
0.001281446145
Long
EC
CORP
US
N
1
N
N
Equitable Holdings, Inc.
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452E101
18917.00000000
NS
USD
502624.69000000
0.015909733562
Long
EC
CORP
US
N
1
N
N
N
Smith & Wesson Brands, Inc.
5493004PFHUPOR1PWN79
Smith & Wesson Brands, Inc.
831754106
2554.00000000
NS
USD
37620.42000000
0.001190810699
Long
EC
CORP
US
N
1
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
268912.00000000
NS
USD
8217950.72000000
0.260125316137
Long
EC
CORP
US
N
1
N
N
N
Skillsoft Corp.
N/A
Skillsoft Corp.
83066P309
23.00000000
NS
USD
432.40000000
0.000013686889
Long
EC
CORP
US
N
1
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAL7
720000.00000000
PA
USD
707096.93000000
0.022381956125
Long
DBT
CORP
GB
N
2
2025-07-09
Variable
3.87000000
N
N
N
N
N
N
Lumentum Holdings, Inc.
549300JLWRRC38DWEF52
Lumentum Holdings, Inc.
55024U109
3139.00000000
NS
USD
123080.19000000
0.003895895026
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XLH7
477825.85000000
PA
USD
445432.54000000
0.014099412886
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
5.00000000
N
N
N
N
N
N
Myriad Genetics, Inc.
52990044IHUOUMETT163
Myriad Genetics, Inc.
62855J104
3293.00000000
NS
USD
51304.94000000
0.001623971010
Long
EC
CORP
US
N
1
N
N
N
Uranium Energy Corp.
549300VD69WD2USLIP04
Uranium Energy Corp.
916896103
18694.00000000
NS
USD
111229.30000000
0.003520775167
Long
EC
CORP
US
N
1
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NA5
950000.00000000
PA
USD
836193.45000000
0.026468287891
Long
DBT
CORP
US
N
2
2027-06-09
Variable
1.46200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3140FXKP6
287614.52000000
PA
USD
258377.90000000
0.008178514962
Long
ABS-MBS
USGSE
US
N
2
2058-08-01
Fixed
4.50000000
N
N
N
N
N
N
Zscaler, Inc.
529900MZ0RTK1BWRNF46
Zscaler, Inc.
98980G102
4101.00000000
NS
USD
650787.69000000
0.020599582471
Long
EC
CORP
US
N
1
N
N
LGI Homes, Inc.
549300W02B4WNV8CV109
LGI Homes, Inc.
50187T106
968.00000000
NS
USD
91485.68000000
0.002895824304
Long
EC
CORP
US
N
1
N
N
N
Gencor Industries, Inc.
N/A
Gencor Industries, Inc.
368678108
699.00000000
NS
USD
9925.80000000
0.000314184393
Long
EC
CORP
US
N
1
N
N
Amplitude, Inc.
N/A
Amplitude, Inc., Class A
03213A104
3776.00000000
NS
USD
37608.96000000
0.001190447952
Long
EC
CORP
US
N
1
N
N
Medifast, Inc.
5299000YHQJ21T5KKI80
Medifast, Inc.
58470H101
631.00000000
NS
USD
43639.96000000
0.001381349046
Long
EC
CORP
US
N
1
N
N
Saul Centers, Inc.
N/A
Saul Centers, Inc.
804395101
480.00000000
NS
USD
16689.60000000
0.000528281030
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
55.00000000
NC
USD
7218.75000000
0.000228497309
N/A
DIR
US
N
1
CME3680
N/A
Call
Purchased
N/A
3 Month SOFR
250000.00000000
97.25000000
USD
2024-06-14
XXXX
-45706.70000000
N
N
N
Confluent, Inc.
254900MRZ83YWUV7SN74
Confluent, Inc., Class A
20717M103
8838.00000000
NS
USD
255506.58000000
0.008087628188
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XDN77
66991.76000000
PA
USD
58004.50000000
0.001836034239
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
4.00000000
N
N
N
N
N
N
Intra-Cellular Therapies, Inc.
5299002U2KGF193IJA20
Intra-Cellular Therapies, Inc.
46116X101
4359.00000000
NS
USD
216903.84000000
0.006865723812
Long
EC
CORP
US
N
1
N
N
N
Seritage Growth Properties
5493003CJFC2MM82WB25
Seritage Growth Properties, Class A
81752R100
224.00000000
NS
USD
1621.76000000
0.000051334066
Long
EC
CORP
US
N
1
N
N
N
Disc Medicine, Inc.
N/A
Disc Medicine, Inc.
254604101
563.00000000
NS
USD
25791.03000000
0.000816371387
Long
EC
CORP
US
N
1
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214ER0
630000.00000000
PA
USD
562957.49000000
0.017819466196
Long
DBT
CORP
AU
N
2
2026-06-03
Fixed
1.15000000
N
N
N
N
N
Ames National Corp.
N/A
Ames National Corp.
031001100
571.00000000
NS
USD
9661.32000000
0.000305812726
Long
EC
CORP
US
N
1
N
N
N
Unity Software, Inc.
549300D1ESJMGNQNG432
Unity Software, Inc.
91332U101
13277.00000000
NS
USD
336837.49000000
0.010662020442
Long
EC
CORP
US
N
1
N
N
FibroGen, Inc.
549300Q914ULWWY95822
FibroGen, Inc.
31572Q808
8236.00000000
NS
USD
4455.67000000
0.000141036689
Long
EC
CORP
US
N
1
N
N
Bio-Techne Corp.
54930073RLKQ51TILZ35
Bio-Techne Corp.
09073M104
7328.00000000
NS
USD
400328.64000000
0.012671725298
Long
EC
CORP
US
N
1
N
N
N
Cleanspark, Inc.
254900VO7KBRJQDGY810
Cleanspark, Inc.
18452B209
884.00000000
NS
USD
3624.40000000
0.000114724245
Long
EC
CORP
US
N
1
N
N
N
Udemy, Inc.
2549000T304QU9SAM180
Udemy, Inc.
902685106
4925.00000000
NS
USD
43980.25000000
0.001392120350
Long
EC
CORP
US
N
1
N
N
Golden Ocean Group Ltd.
549300HQH91CZG0OJL61
Golden Ocean Group Ltd.
N/A
4421.00000000
NS
USD
32052.25000000
0.001014559705
Long
EC
CORP
BM
N
1
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005N100
13632.00000000
NS
USD
329758.08000000
0.010437933705
Long
EC
CORP
US
N
1
N
N
N
McGrath RentCorp
254900EUH6IPWFQ83445
McGrath RentCorp
580589109
1171.00000000
NS
USD
117802.60000000
0.003728841850
Long
EC
CORP
US
N
1
N
N
N
Senseonics Holdings, Inc.
549300RCH6Z07TBHJ258
Senseonics Holdings, Inc.
81727U105
2465.00000000
NS
USD
1217.71000000
0.000038544548
Long
EC
CORP
US
N
1
N
N
Teladoc Health, Inc.
549300I2PVFBC9MFAC61
Teladoc Health, Inc.
87918A105
7610.00000000
NS
USD
125869.40000000
0.003984182746
Long
EC
CORP
US
N
1
N
N
AN2 Therapeutics, Inc.
N/A
AN2 Therapeutics, Inc.
037326105
62.00000000
NS
USD
894.04000000
0.000028299322
Long
EC
CORP
US
N
1
N
N
N
Southside Bancshares, Inc.
549300TC83207VQA2K65
Southside Bancshares, Inc.
84470P109
294.00000000
NS
USD
7849.80000000
0.000248472128
Long
EC
CORP
US
N
1
N
N
N
TripAdvisor, Inc.
549300XVG45PT5BART17
TripAdvisor, Inc.
896945201
5137.00000000
NS
USD
75822.12000000
0.002400020833
Long
EC
CORP
US
N
1
N
N
N
Bright Horizons Family Solutions, Inc.
N/A
Bright Horizons Family Solutions, Inc.
109194100
2724.00000000
NS
USD
201739.44000000
0.006385720405
Long
EC
CORP
US
N
1
N
N
N
Pentair plc
549300EVR9D56WPSRP15
Pentair plc
N/A
7617.00000000
NS
USD
442700.04000000
0.014012920225
Long
EC
CORP
IE
N
1
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAV7
940000.00000000
PA
USD
836157.26000000
0.026467142358
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133D4QF3
175239.97400000
PA
USD
137279.07000000
0.004345336532
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
2.00000000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453H106
14808.00000000
NS
USD
16288.80000000
0.000515594385
Long
EC
CORP
US
N
1
N
N
N/A
N/A
3 Month SOFR
N/A
17.00000000
NC
USD
850.00000000
0.000026905310
N/A
DIR
US
N
1
CME3680
N/A
Call
Purchased
N/A
3 Month SOFR
250000.00000000
98.50000000
USD
2024-06-14
XXXX
-1689.44000000
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834107
15046.00000000
NS
USD
714083.16000000
0.022603093407
Long
EC
CORP
US
N
1
N
N
N
Kodiak Sciences, Inc.
254900IXI5NI8C9OQE24
Kodiak Sciences, Inc.
50015M109
2067.00000000
NS
USD
2997.15000000
0.000094869708
Long
EC
CORP
US
N
1
N
N
N
Akoustis Technologies, Inc.
549300DLBFV9XWL6J142
Akoustis Technologies, Inc.
00973N102
1177.00000000
NS
USD
596.74000000
0.000018888794
Long
EC
CORP
US
N
1
N
N
Nektar Therapeutics
5299005I24806IOIYE03
Nektar Therapeutics, Class A
640268108
1101.00000000
NS
USD
516.37000000
0.000016344818
Long
EC
CORP
US
N
1
N
N
N
Southwestern Energy Co.
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467109
50421.00000000
NS
USD
359501.73000000
0.011379418586
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617JYLP6
57237.94000000
PA
USD
48844.44000000
0.001546088049
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
3.50000000
N
N
N
N
N
N
EastGroup Properties, Inc.
31TIGQQZC4P6JMHKSW85
EastGroup Properties, Inc.
277276101
1962.00000000
NS
USD
320296.50000000
0.010138443409
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRSI
N/A
98512863.48000000
PA
USD
-4380389.20000000
-0.13865380364
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
Vanguard Russell 3000 ETF
Vanguard Russell 3000 ETF
Y
2023-12-21
0.00000000
USD
0.00000000
USD
98512863.48000000
USD
-4380389.20000000
N
N
N
Omnicell, Inc.
5493008RH0GTKHHPZI77
Omnicell, Inc.
68213N109
2073.00000000
NS
USD
73674.42000000
0.002332039026
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCB0
750000.00000000
PA
USD
669100.93000000
0.021179257076
Long
DBT
CORP
US
N
2
2027-04-22
Variable
1.57800000
N
N
N
N
N
N
Teleflex, Inc.
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369106
2210.00000000
NS
USD
408297.50000000
0.012923966069
Long
EC
CORP
US
N
1
N
N
N
AirSculpt Technologies, Inc.
N/A
AirSculpt Technologies, Inc.
009496100
69.00000000
NS
USD
414.00000000
0.000013104469
Long
EC
CORP
US
N
1
N
N
Genco Shipping & Trading Ltd.
5493003MBZ5GU8QHXZ58
Genco Shipping & Trading Ltd.
N/A
2166.00000000
NS
USD
28526.22000000
0.000902949196
Long
EC
CORP
MH
N
1
N
N
N
Virgin Galactic Holdings, Inc.
549300C631IMXCSMN048
Virgin Galactic Holdings, Inc.
92766K106
11234.00000000
NS
USD
16626.32000000
0.000526278009
Long
EC
CORP
US
N
1
N
N
Middleby Corp. (The)
JDFO86U9VQRBKW5KYA35
Middleby Corp. (The)
596278101
2434.00000000
NS
USD
274725.58000000
0.008695973093
Long
EC
CORP
US
N
1
N
N
Wheaton Precious Metals Corp.
549300XSFG5ZCGVYD886
Wheaton Precious Metals Corp.
962879102
2723.00000000
NS
USD
115046.75000000
0.003641610084
Long
EC
CORP
CA
N
1
N
N
N
Forrester Research, Inc.
549300UUSFXYLJ80Z897
Forrester Research, Inc.
346563109
449.00000000
NS
USD
10416.80000000
0.000329726167
Long
EC
CORP
US
N
1
N
N
N
Taylor Morrison Home Corp.
5299009UDLLGLKOOJE30
Taylor Morrison Home Corp., Class A
87724P106
4766.00000000
NS
USD
182633.12000000
0.005780942195
Long
EC
CORP
US
N
1
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DE2
820000.00000000
PA
USD
809601.92000000
0.025626578031
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.43300000
N
N
N
N
N
N
Zevia PBC
N/A
Zevia PBC, Class A
98955K104
1653.00000000
NS
USD
3206.82000000
0.000101506457
Long
EC
CORP
US
N
1
N
N
Repay Holdings Corp.
N/A
Repay Holdings Corp., Class A
76029L100
3265.00000000
NS
USD
19557.35000000
0.000619054801
Long
EC
CORP
US
N
1
N
N
N
BRP Group, Inc.
N/A
BRP Group, Inc., Class A
05589G102
2643.00000000
NS
USD
55317.99000000
0.001750997313
Long
EC
CORP
US
N
1
N
N
Sun Country Airlines Holdings, Inc.
549300MOHOJN9GH0NJ48
Sun Country Airlines Holdings, Inc.
866683105
2378.00000000
NS
USD
30961.56000000
0.000980035760
Long
EC
CORP
US
N
1
N
N
Provincia de Buenos Aires
549300L6AYROPOTQ4L07
Provincia de Buenos Aires
N/A
670000.00000000
PA
USD
216116.23000000
0.006840793351
Long
DBT
NUSS
AR
Y
2
2037-09-01
Variable
6.37499880
N
N
N
N
N
N
Tesla, Inc.
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
130075.00000000
NS
USD
26124263.00000000
0.826919313984
Long
EC
CORP
US
N
1
N
N
N
Richardson Electronics Ltd.
N/A
Richardson Electronics Ltd.
763165107
794.00000000
NS
USD
9107.18000000
0.000288272363
Long
EC
CORP
US
N
1
N
N
Summit Financial Group, Inc.
N/A
Summit Financial Group, Inc.
86606G101
522.00000000
NS
USD
11223.00000000
0.000355245063
Long
EC
CORP
US
N
1
N
N
N
Ormat Technologies, Inc.
5493000TSHHWY24VHM09
Ormat Technologies, Inc.
686688102
2500.00000000
NS
USD
153850.00000000
0.004869861264
Long
EC
CORP
US
N
1
N
N
Energy Transfer LP
N/A
Energy Transfer LP
75886AAJ7
1160000.00000000
PA
USD
1160000.00000000
0.036717835991
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
4.50000000
N
N
N
N
N
N
Universal Corp.
549300BZXZ66F6DTIF20
Universal Corp.
913456109
1279.00000000
NS
USD
57555.00000000
0.001821806077
Long
EC
CORP
US
N
1
N
N
N
RXO, Inc.
549300KL8CA6GP8XPM30
RXO, Inc.
74982T103
5434.00000000
NS
USD
95149.34000000
0.003011791259
Long
EC
CORP
US
N
1
N
N
Amalgamated Financial Corp.
N/A
Amalgamated Financial Corp.
022671101
539.00000000
NS
USD
9831.36000000
0.000311195055
Long
EC
CORP
US
N
1
N
N
N
Esquire Financial Holdings, Inc.
N/A
Esquire Financial Holdings, Inc.
29667J101
41.00000000
NS
USD
1877.80000000
0.000059438579
Long
EC
CORP
US
N
1
N
N
N
Walker & Dunlop, Inc.
N/A
Walker & Dunlop, Inc.
93148P102
1611.00000000
NS
USD
104392.80000000
0.003304377335
Long
EC
CORP
US
N
1
N
N
National Research Corp.
549300FQIORB6GZCYT15
National Research Corp.
637372202
533.00000000
NS
USD
22524.58000000
0.000712977443
Long
EC
CORP
US
N
1
N
N
N
IPG Photonics Corp.
5493002KZ51CADQ94G15
IPG Photonics Corp.
44980X109
1424.00000000
NS
USD
122321.60000000
0.003871883143
Long
EC
CORP
US
N
1
N
N
N
Amerant Bancorp, Inc.
5493007OCZP75TGDUY32
Amerant Bancorp, Inc.
023576101
3061.00000000
NS
USD
55802.03000000
0.001766318780
Long
EC
CORP
US
N
1
N
N
N
First of Long Island Corp. (The)
N/A
First of Long Island Corp. (The)
320734106
943.00000000
NS
USD
10127.82000000
0.000320578994
Long
EC
CORP
US
N
1
N
N
N
Mistras Group, Inc.
5493000CMNXVLND3FU73
Mistras Group, Inc.
60649T107
1381.00000000
NS
USD
7554.07000000
0.000239111295
Long
EC
CORP
US
N
1
N
N
N
Maiden Holdings Ltd.
5493000GQUKNWGNXRZ91
Maiden Holdings Ltd.
N/A
6019.00000000
NS
USD
9871.16000000
0.000312454856
Long
EC
CORP
BM
N
1
N
N
N
Tabula Rasa HealthCare, Inc.
549300K6KY242XRMEF28
Tabula Rasa HealthCare, Inc.
873379101
143.00000000
NS
USD
1491.49000000
0.000047210590
Long
EC
CORP
US
N
1
N
N
N
Hims & Hers Health, Inc.
549300ZQ4ZUYSAAX6P59
Hims & Hers Health, Inc.
433000106
6930.00000000
NS
USD
41441.40000000
0.001311757352
Long
EC
CORP
US
N
1
N
N
N
Leonardo DRS, Inc.
549300HMMEWVG3PPQU18
Leonardo DRS, Inc.
52661A108
1483.00000000
NS
USD
28280.81000000
0.000895181157
Long
EC
CORP
US
N
1
N
N
Theravance Biopharma, Inc.
5493007VTSXP4Z6MIW52
Theravance Biopharma, Inc.
N/A
2889.00000000
NS
USD
27272.16000000
0.000863254050
Long
EC
CORP
KY
N
1
N
N
Inversiones CMPC SA
549300G475ACIABB4385
Inversiones CMPC SA
N/A
1490000.00000000
PA
USD
1270228.13000000
0.040206920817
Long
DBT
CORP
CL
Y
2
2030-01-13
Fixed
3.85000000
N
N
N
N
N
N
Celcuity, Inc.
N/A
Celcuity, Inc.
15102K100
1142.00000000
NS
USD
12162.30000000
0.000384977014
Long
EC
CORP
US
N
1
N
N
N
Vera Bradley, Inc.
52990005Q6LEJKXO7M51
Vera Bradley, Inc.
92335C106
1874.00000000
NS
USD
13717.68000000
0.000434209934
Long
EC
CORP
US
N
1
N
N
N
Consensus Cloud Solutions, Inc.
N/A
Consensus Cloud Solutions, Inc.
20848V105
273.00000000
NS
USD
5894.07000000
0.000186566806
Long
EC
CORP
US
N
1
N
N
N
Mueller Industries, Inc.
5493005IZFE4VJLLYG84
Mueller Industries, Inc.
624756102
5110.00000000
NS
USD
192698.10000000
0.006099532096
Long
EC
CORP
US
N
1
N
N
ON24, Inc.
N/A
ON24, Inc.
68339B104
898.00000000
NS
USD
5522.70000000
0.000174811717
Long
EC
CORP
US
N
1
N
N
Biglari Holdings, Inc.
549300GLWWSODF8TM682
Biglari Holdings, Inc., Class B
08986R309
50.00000000
NS
USD
7388.50000000
0.000233870457
Long
EC
CORP
US
N
1
N
N
N
Lazydays Holdings, Inc.
5493006PPWVM3TDVJH23
Lazydays Holdings, Inc.
N/A
840.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
OHA Loan Funding Ltd.
N/A
OHA Loan Funding Ltd., Series 2013-2A, Class AR
67104LAE7
496364.94000000
PA
USD
494374.52000000
0.015648588399
Long
ABS-CBDO
CORP
KY
Y
2
2031-05-23
Floating
6.67895040
N
N
N
N
N
N
Arista Networks, Inc.
635400H1WKBLOQERUU95
Arista Networks, Inc.
040413106
11564.00000000
NS
USD
2317078.68000000
0.073343202543
Long
EC
CORP
US
N
1
N
N
N
Innovage Holding Corp.
N/A
Innovage Holding Corp.
45784A104
110.00000000
NS
USD
597.30000000
0.000018906520
Long
EC
CORP
US
N
1
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560105
6897.00000000
NS
USD
742531.02000000
0.023503562250
Long
EC
CORP
US
N
1
N
N
Macatawa Bank Corp.
N/A
Macatawa Bank Corp.
554225102
1847.00000000
NS
USD
16863.11000000
0.000533773195
Long
EC
CORP
US
N
1
N
N
N
Commercial Vehicle Group, Inc.
5493006OG8I91X0K7Q22
Commercial Vehicle Group, Inc.
202608105
2305.00000000
NS
USD
16065.85000000
0.000508537280
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp.
CW05CS5KW59QTC0DG824
Regions Financial Corp.
7591EP100
47148.00000000
NS
USD
685060.44000000
0.021684428344
Long
EC
CORP
US
N
1
N
N
N
Watts Water Technologies, Inc.
549300REJOO94ERQN318
Watts Water Technologies, Inc., Class A
942749102
1286.00000000
NS
USD
222490.86000000
0.007042571471
Long
EC
CORP
US
N
1
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666K109
3434.00000000
NS
USD
151782.80000000
0.004804427548
Long
EC
CORP
US
N
1
N
N
N
Range Resources Corp.
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281A109
11068.00000000
NS
USD
396677.12000000
0.012556142615
Long
EC
CORP
US
N
1
N
N
N
Central Garden & Pet Co.
5493004DVZLD37DJ0H83
Central Garden & Pet Co., Class A
153527205
2223.00000000
NS
USD
88230.87000000
0.002792798805
Long
EC
CORP
US
N
1
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
06418GAD9
1520000.00000000
PA
USD
1456656.80000000
0.046108004722
Long
DBT
CORP
CA
N
2
2028-06-12
Fixed
5.25000000
N
N
N
N
N
N
Daseke, Inc.
549300CUSFIOX5Q3VA53
Daseke, Inc.
23753F107
1526.00000000
NS
USD
6775.44000000
0.000214465081
Long
EC
CORP
US
N
1
N
N
N
Hersha Hospitality Trust
549300DNC58BIN1VO064
Hersha Hospitality Trust, Class A
427825500
1297.00000000
NS
USD
12866.24000000
0.000407259043
Long
EC
CORP
US
N
1
N
N
N
Cargurus, Inc.
54930027BKQN6B7X7G78
Cargurus, Inc., Class A
141788109
4477.00000000
NS
USD
77138.71000000
0.002441695260
Long
EC
CORP
US
N
1
N
N
N
Lululemon Athletica, Inc.
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc.
550021109
5149.00000000
NS
USD
2026028.52000000
0.064130502509
Long
EC
CORP
US
N
1
N
N
N
SPX Technologies, Inc.
P761FCI0CPOG24I8JE10
SPX Technologies, Inc.
78473E103
2032.00000000
NS
USD
162803.84000000
0.005153279910
Long
EC
CORP
US
N
1
N
N
Capri Holdings Ltd.
549300LPG8W0H1OX3A26
Capri Holdings Ltd.
N/A
5658.00000000
NS
USD
289576.44000000
0.009166051923
Long
EC
CORP
VG
N
1
N
N
N
N/A
N/A
ETRSI
N/A
3485042.49000000
PA
USD
31742.25000000
0.001004747180
N/A
DE
US
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
USGSVLTYI1.I
USGSVLTYI1.I
Y
2024-08-27
0.00000000
USD
0.00000000
USD
3485042.49000000
USD
31742.25000000
N
N
N
Under Armour, Inc.
549300D4549QKWETZ406
Under Armour, Inc., Class C
904311206
8784.00000000
NS
USD
56481.12000000
0.001787814224
Long
EC
CORP
US
N
1
N
N
Steven Madden Ltd.
549300Z9GZ7GYJWSGF43
Steven Madden Ltd.
556269108
3711.00000000
NS
USD
121683.69000000
0.003851691182
Long
EC
CORP
US
N
1
N
N
Federal Realty Investment Trust
549300FHEI1SLVZ0RB48
Federal Realty Investment Trust
313745101
3753.00000000
NS
USD
342236.07000000
0.010832903352
Long
EC
CORP
US
N
1
N
N
N
ModivCare, Inc.
549300EFZIFW7F7I0Q28
ModivCare, Inc.
60783X104
845.00000000
NS
USD
35692.80000000
0.001129795152
Long
EC
CORP
US
N
1
N
N
N
Carter Bankshares, Inc.
N/A
Carter Bankshares, Inc.
146103106
965.00000000
NS
USD
10865.90000000
0.000343941667
Long
EC
CORP
US
N
1
N
N
N
National Securities Clearing Corp.
549300RYC9NELN2ICA34
National Securities Clearing Corp.
637639AJ4
830000.00000000
PA
USD
823992.24000000
0.026082079246
Long
DBT
CORP
US
Y
2
2025-05-30
Fixed
5.15000000
N
N
N
N
N
N
Heartland Financial USA, Inc.
549300QF7B0DFZT32C73
Heartland Financial USA, Inc.
42234Q102
2801.00000000
NS
USD
76747.40000000
0.002429309005
Long
EC
CORP
US
N
1
N
N
N
BCRED MML CLO LLC
N/A
BCRED MML CLO LLC, Series 2021-1A, Class A
05554LAG7
1650000.00000000
PA
USD
1627952.70000000
0.051530086413
Long
ABS-CBDO
CORP
KY
Y
2
2035-01-15
Floating
7.13548080
N
N
N
N
N
N
FHLMC STACR REMIC Trust
5493000ISU5NYXNHD479
FHLMC STACR REMIC Trust, Series 2021-DNA5, Class M2
35564KHE2
635019.60000000
PA
USD
635164.70000000
0.020105063174
Long
ABS-MBS
CORP
US
Y
2
2034-01-25
Floating
6.97061880
N
N
N
N
N
N
Rigel Pharmaceuticals, Inc.
529900KPTNUS5J8K9K66
Rigel Pharmaceuticals, Inc.
766559603
6804.00000000
NS
USD
5492.87000000
0.000173867499
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
1925.00000000
PA
USD
-4865.43000000
-0.00015400694
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Seagen, Inc.
Seagen, Inc.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
1925.00000000
USD
-4865.43000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XK5J5
94145.85500000
PA
USD
83441.55000000
0.002641200989
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
4.00000000
N
N
N
N
N
N
Nextdoor Holdings, Inc.
N/A
Nextdoor Holdings, Inc.
65345M108
10435.00000000
NS
USD
18991.70000000
0.000601150108
Long
EC
CORP
US
N
1
N
N
Hillman Solutions Corp.
N/A
Hillman Solutions Corp.
431636109
8309.00000000
NS
USD
54507.04000000
0.001725328064
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XKYL8
95725.41000000
PA
USD
71036.36000000
0.002248535703
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
Doma Holdings, Inc.
N/A
Doma Holdings, Inc.
25703A203
27.00000000
NS
USD
111.51000000
0.000003529660
Long
EC
CORP
US
N
1
N
N
Bank First Corp.
N/A
Bank First Corp.
06211J100
262.00000000
NS
USD
20690.14000000
0.000654911350
Long
EC
CORP
US
N
1
N
N
N
DZS, Inc.
549300JL6GXPZ9SNGD29
DZS, Inc.
268211109
477.00000000
NS
USD
605.79000000
0.000019175256
Long
EC
CORP
US
N
1
N
N
N
Assured Guaranty Ltd.
549300BBOQUJEPH87M14
Assured Guaranty Ltd.
N/A
2744.00000000
NS
USD
171225.60000000
0.005419856464
Long
EC
CORP
BM
N
1
N
N
N
RBC Bearings, Inc.
N/A
RBC Bearings, Inc.
75524B104
1301.00000000
NS
USD
286011.84000000
0.009053220545
Long
EC
CORP
US
N
1
N
N
Emerald Holding, Inc.
N/A
Emerald Holding, Inc.
29103W104
88.00000000
NS
USD
438.24000000
0.000013871745
Long
EC
CORP
US
N
1
N
N
N
PROCEPT BioRobotics Corp.
N/A
PROCEPT BioRobotics Corp.
74276L105
1851.00000000
NS
USD
49588.29000000
0.001569633361
Long
EC
CORP
US
N
1
N
N
Becton Dickinson & Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co.
075887109
13602.00000000
NS
USD
3438313.56000000
0.108833994294
Long
EC
CORP
US
N
1
N
N
N
Orion Office REIT, Inc.
254900ZBXYX11W8ZL437
Orion Office REIT, Inc.
68629Y103
1690.00000000
NS
USD
8078.20000000
0.000255701743
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2018-RPL1, Class A1
64829VAA4
0.04000000
PA
USD
0.04000000
0.000000001266
Long
ABS-MBS
CORP
US
Y
2
2057-12-25
Variable
3.49999920
N
N
N
N
N
N
N/A
N/A
3 Month SOFR
N/A
12.00000000
NC
USD
3300.00000000
0.000104455912
N/A
DIR
US
N
1
CME3680
N/A
Call
Purchased
N/A
3 Month SOFR
250000.00000000
95.37500000
USD
2024-03-15
XXXX
-34908.84000000
N
N
N
iRadimed Corp.
549300YVHWP0YJ1YW816
iRadimed Corp.
46266A109
212.00000000
NS
USD
8636.88000000
0.000273385813
Long
EC
CORP
US
N
1
N
N
N
Mercury General Corp.
5493001Q9EXPCEL4W527
Mercury General Corp.
589400100
1489.00000000
NS
USD
45980.32000000
0.001455429179
Long
EC
CORP
US
N
1
N
N
N
LiveVox Holdings, Inc.
5493008LL6C0ZXV5O729
LiveVox Holdings, Inc.
53838L100
67.00000000
NS
USD
241.87000000
0.000007655985
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp.
549300GGJCRSI2TIEJ46
Nucor Corp.
670346105
11660.00000000
NS
USD
1723231.40000000
0.054545972344
Long
EC
CORP
US
N
1
N
N
N
Korn Ferry
549300FOD20OM0GT5G40
Korn Ferry
500643200
2493.00000000
NS
USD
113481.36000000
0.003592060314
Long
EC
CORP
US
N
1
N
N
N
Bluebird Bio, Inc.
N/A
Bluebird Bio, Inc.
09609G100
2753.00000000
NS
USD
8121.35000000
0.000257067583
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X6L74
367075.24900000
PA
USD
325177.83000000
0.010292953646
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.00000000
N
N
N
N
N
N
Juniper Networks, Inc.
AUHIXNGG7U2U7JEHM527
Juniper Networks, Inc.
48203R104
14829.00000000
NS
USD
399196.68000000
0.012635895021
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
66.00000000
NC
USD
34031.25000000
0.001077201600
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
U.S. Treasury 10 Year Note
100000.00000000
107.00000000
USD
2023-11-24
XXXX
-12973.56000000
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320102
17913.00000000
NS
USD
1637964.72000000
0.051846999955
Long
EC
CORP
US
N
1
N
N
N
Tingo Group, Inc.
N/A
Tingo Group, Inc.
55328R109
8814.00000000
NS
USD
6887.26000000
0.000218004554
Long
EC
CORP
US
N
1
N
N
Veradigm, Inc.
Y68YJHVB1GU4TAU3C223
Veradigm, Inc.
01988P108
5668.00000000
NS
USD
74760.92000000
0.002366430344
Long
EC
CORP
US
N
1
N
N
N
Ooma, Inc.
N/A
Ooma, Inc.
683416101
768.00000000
NS
USD
8378.88000000
0.000265219260
Long
EC
CORP
US
N
1
N
N
N
Hamamatsu Photonics KK
N/A
Hamamatsu Photonics KK
N/A
41300.00000000
NS
1528325.45000000
0.048376554494
Long
EC
CORP
JP
N
2
N
N
N
Hyster-Yale Materials Handling, Inc.
N/A
Hyster-Yale Materials Handling, Inc.
449172105
378.00000000
NS
USD
15123.78000000
0.000478717649
Long
EC
CORP
US
N
1
N
N
N
New York Community Bancorp, Inc.
529900HVXOTLY61GL030
New York Community Bancorp, Inc.
649445103
33440.00000000
NS
USD
317011.20000000
0.010034452800
Long
EC
CORP
US
N
1
N
N
OceanFirst Financial Corp.
N/A
OceanFirst Financial Corp.
675234108
3256.00000000
NS
USD
41220.96000000
0.001304779697
Long
EC
CORP
US
N
1
N
N
N
Aptiv plc
N/A
Aptiv plc
N/A
13592.00000000
NS
USD
1185222.40000000
0.037516208358
Long
EC
CORP
JE
N
1
N
N
N
TrustCo Bank Corp.
N/A
TrustCo Bank Corp.
898349204
110.00000000
NS
USD
2808.30000000
0.000088891981
Long
EC
CORP
US
N
1
N
N
N
Scholastic Corp.
N/A
Scholastic Corp.
807066105
775.00000000
NS
USD
28597.50000000
0.000905205443
Long
EC
CORP
US
N
1
N
N
N
Farfetch Ltd.
549300QFQ74Z0F96NS78
Farfetch Ltd., Class A
30744W107
2005.00000000
NS
USD
3007.50000000
0.000095197320
Long
EC
CORP
KY
N
1
N
N
Fortrea Holdings, Inc.
5493000FIVFABOVCDU97
Fortrea Holdings, Inc.
34965K107
4133.00000000
NS
USD
117377.20000000
0.003715376533
Long
EC
CORP
US
N
1
N
N
N
InfuSystem Holdings, Inc.
549300F58N8PHJ4QUI59
InfuSystem Holdings, Inc.
45685K102
1313.00000000
NS
USD
12578.54000000
0.000398152386
Long
EC
CORP
US
N
1
N
N
USANA Health Sciences, Inc.
549300YTURXE814MAH96
USANA Health Sciences, Inc.
90328M107
686.00000000
NS
USD
31247.30000000
0.000989080376
Long
EC
CORP
US
N
1
N
N
N
WaVe Life Sciences Ltd.
54930070006GPKFYZ813
WaVe Life Sciences Ltd.
N/A
3920.00000000
NS
USD
21089.60000000
0.000667555580
Long
EC
CORP
SG
N
1
N
N
ALLETE, Inc.
549300NNLSIMY6Z8OT86
ALLETE, Inc.
018522300
2653.00000000
NS
USD
142041.62000000
0.004496086988
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp.
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889208
12618.00000000
NS
USD
554182.56000000
0.017541710644
Long
EC
CORP
US
N
1
N
N
N
SmartRent, Inc.
N/A
SmartRent, Inc., Class A
83193G107
11065.00000000
NS
USD
26666.65000000
0.000844087656
Long
EC
CORP
US
N
1
N
N
CrossFirst Bankshares, Inc.
N/A
CrossFirst Bankshares, Inc.
22766M109
2055.00000000
NS
USD
21741.90000000
0.000688203033
Long
EC
CORP
US
N
1
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AF4
490000.00000000
PA
USD
487365.17000000
0.015426719292
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.35000000
N
N
N
N
N
N
Kimball Electronics, Inc.
549300COBYN2GZCBIU87
Kimball Electronics, Inc.
49428J109
977.00000000
NS
USD
25597.40000000
0.000810242357
Long
EC
CORP
US
N
1
N
N
N
Playtika Holding Corp.
254900E35Z4TKA4UFG64
Playtika Holding Corp.
72815L107
550.00000000
NS
USD
4620.00000000
0.000146238277
Long
EC
CORP
US
N
1
N
N
Grand Canyon Education, Inc.
529900XFER799IYOSW74
Grand Canyon Education, Inc.
38526M106
1579.00000000
NS
USD
186843.07000000
0.005914201034
Long
EC
CORP
US
N
1
N
N
N
Aduro Biotech, Inc.
N/A
Aduro Biotech, Inc. CVR
007CVR012
429.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
Barrett Business Services, Inc.
529900HXB6TMG0SR9Y34
Barrett Business Services, Inc.
068463108
293.00000000
NS
USD
26797.78000000
0.000848238354
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc., Class B
911312106
33828.00000000
NS
USD
4778205.00000000
0.151245989242
Long
EC
CORP
US
N
1
N
N
N
Barings Private Credit Corp. CLO Ltd.
N/A
Barings Private Credit Corp. CLO Ltd., Series 2023-1A, Class A1
067930AA5
660000.00000000
PA
USD
659596.74000000
0.020878418034
Long
ABS-CBDO
CORP
BM
Y
2
2031-07-15
Floating
7.80743880
N
N
N
N
N
N
Fabrinet
5493004TETZ6IYF7CV44
Fabrinet
N/A
1701.00000000
NS
USD
263655.00000000
0.008345552627
Long
EC
CORP
KY
N
1
N
N
N
Kelly Services, Inc.
25490035B2ZPL6RM1974
Kelly Services, Inc., Class A
488152208
1349.00000000
NS
USD
24079.65000000
0.000762200551
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGN8
711000.00000000
PA
USD
531650.51000000
0.016828496750
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
Kirby Corp.
I7NO6FZO5GUCG585T325
Kirby Corp.
497266106
2775.00000000
NS
USD
207292.50000000
0.006561493118
Long
EC
CORP
US
N
1
N
N
N
ACCO Brands Corp.
JCT8P4Y190IH4I1NX328
ACCO Brands Corp.
00081T108
3330.00000000
NS
USD
16849.80000000
0.000533351890
Long
EC
CORP
US
N
1
N
N
N
Cathay General Bancorp
549300K1SLJ8C97H5L68
Cathay General Bancorp
149150104
4783.00000000
NS
USD
162191.53000000
0.005133898273
Long
EC
CORP
US
N
1
N
N
Carisma Therapeutics, Inc.
549300DGKHONOZQIY116
Carisma Therapeutics, Inc.
14216R101
1768.00000000
NS
USD
5304.00000000
0.000167889139
Long
EC
CORP
US
N
1
N
N
TopBuild Corp.
5493007YSKHOL4RWII46
TopBuild Corp.
89055F103
1483.00000000
NS
USD
339251.08000000
0.010738418547
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co.
549300D46DQVEU651W04
Genuine Parts Co.
372460105
7642.00000000
NS
USD
984748.12000000
0.031170534450
Long
EC
CORP
US
N
1
N
N
N
Marvell Technology, Inc.
N/A
Marvell Technology, Inc.
573874104
39676.00000000
NS
USD
1873500.72000000
0.059302493246
Long
EC
CORP
US
N
1
N
N
N
Magnite, Inc.
54930018FR2YX1HHSB02
Magnite, Inc.
55955D100
7179.00000000
NS
USD
47668.56000000
0.001508867558
Long
EC
CORP
US
N
1
N
N
Simon Property Group, Inc.
529900GQL5X8H7AO3T64
Simon Property Group, Inc.
828806109
16051.00000000
NS
USD
1763844.39000000
0.055831507780
Long
EC
CORP
US
N
1
N
N
N
Viavi Solutions, Inc.
5493006K3E3N1QOBF092
Viavi Solutions, Inc.
925550105
10394.00000000
NS
USD
80865.32000000
0.002559654790
Long
EC
CORP
US
N
1
N
N
Essential Properties Realty Trust, Inc.
2549009LXQLVYCGLZO50
Essential Properties Realty Trust, Inc.
29670E107
6357.00000000
NS
USD
139536.15000000
0.004416780578
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824C109
60533.00000000
NS
USD
930997.54000000
0.029469150846
Long
EC
CORP
US
N
1
N
N
N
Morningstar, Inc.
529900YGNQPOVAXQ7F29
Morningstar, Inc.
617700109
1203.00000000
NS
USD
304647.72000000
0.009643107774
Long
EC
CORP
US
N
1
N
N
Cassava Sciences, Inc.
529900XA0UG5JXABYF08
Cassava Sciences, Inc.
14817C107
2178.00000000
NS
USD
43886.70000000
0.001389159183
Long
EC
CORP
US
N
1
N
N
Turtle Beach Corp.
549300SZRV8U8PXSYI20
Turtle Beach Corp.
900450206
464.00000000
NS
USD
3828.00000000
0.000121168858
Long
EC
CORP
US
N
1
N
N
N
Columbus McKinnon Corp.
549300W3HQB0HO1F3G69
Columbus McKinnon Corp.
199333105
1437.00000000
NS
USD
43929.09000000
0.001390500967
Long
EC
CORP
US
N
1
N
N
N
Knight-Swift Transportation Holdings, Inc.
N/A
Knight-Swift Transportation Holdings, Inc., Class A
499049104
7196.00000000
NS
USD
351812.44000000
0.011136027130
Long
EC
CORP
US
N
1
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119100
7444.00000000
NS
USD
792860.44000000
0.025096654827
Long
EC
CORP
US
N
1
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936100
11089.00000000
NS
USD
367045.90000000
0.011618216515
Long
EC
CORP
US
N
1
N
N
N
United Community Banks, Inc.
549300GVW0FV66X3U703
United Community Banks, Inc.
90984P303
1614.00000000
NS
USD
35653.26000000
0.001128543580
Long
EC
CORP
US
N
1
N
N
Cardlytics, Inc.
549300JETJBH94EIPC66
Cardlytics, Inc.
14161W105
1888.00000000
NS
USD
23392.32000000
0.000740444283
Long
EC
CORP
US
N
1
N
N
N
Business First Bancshares, Inc.
549300ILTC50KHDX4A08
Business First Bancshares, Inc.
12326C105
601.00000000
NS
USD
11743.54000000
0.000371721875
Long
EC
CORP
US
N
1
N
N
Boise Cascade Co.
549300Z8B8LSRHC7XA55
Boise Cascade Co.
09739D100
1839.00000000
NS
USD
172406.25000000
0.005457227940
Long
EC
CORP
US
N
1
N
N
N
Maui Land & Pineapple Co., Inc.
N/A
Maui Land & Pineapple Co., Inc.
577345101
541.00000000
NS
USD
7920.24000000
0.000250701787
Long
EC
CORP
US
N
1
N
N
N
Hyzon Motors, Inc.
N/A
Hyzon Motors, Inc.
44951Y102
457.00000000
NS
USD
356.46000000
0.000011283137
Long
EC
CORP
US
N
1
N
N
N
Gitlab, Inc.
N/A
Gitlab, Inc., Class A
37637K108
2489.00000000
NS
USD
107723.92000000
0.003409818299
Long
EC
CORP
US
N
1
N
N
Raymond James Financial, Inc.
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
10945.75000000
NS
USD
1044662.38000000
0.033067018909
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513CD5
460000.00000000
PA
USD
442818.01000000
0.014016654366
Long
DBT
CORP
US
N
2
2029-05-19
Variable
5.64300000
N
N
N
N
N
N
US Foods Holding Corp.
549300UGOZSO64CFPR97
US Foods Holding Corp.
912008109
6672.00000000
NS
USD
259807.68000000
0.008223772227
Long
EC
CORP
US
N
1
N
N
N
Chord Energy Corp.
529900FA4V2YNIKZ0M71
Chord Energy Corp.
674215207
2617.13020000
NS
USD
432663.96000000
0.013695245105
Long
EC
CORP
US
N
1
N
N
N
Sage Therapeutics, Inc.
5493000JX4BJS9W6CN35
Sage Therapeutics, Inc.
78667J108
2504.00000000
NS
USD
46899.92000000
0.001484537560
Long
EC
CORP
US
N
1
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-369.76000000
-0.00001170412
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1612825.00000000
MXN
87881.83000000
USD
2024-01-19
-369.76000000
N
N
N
Ideaya Biosciences, Inc.
549300ULW08F62IJML11
Ideaya Biosciences, Inc.
45166A102
2267.00000000
NS
USD
61594.39000000
0.001949666129
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
125.00000000
NC
USD
71093.75000000
0.002250352286
N/A
DIR
US
N
1
CME3680
N/A
Call
Purchased
N/A
3 Month SOFR
250000.00000000
97.25000000
USD
2025-03-14
XXXX
-156567.75000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SX7
690000.00000000
PA
USD
411008.20000000
0.013009768688
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.37500000
N
N
N
N
N
N
N/A
N/A
ETRS
N/A
11048.00000000
PA
USD
-61165.76000000
-0.00193609857
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
iRobot Corp.
iRobot Corp.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
11048.00000000
USD
-61165.76000000
N
N
N
BPR Trust
N/A
BPR Trust, Series 2021-TY, Class B
05592AAG5
780000.00000000
PA
USD
732898.37000000
0.023198657023
Long
ABS-MBS
CORP
US
Y
2
2038-09-15
Floating
6.59948040
N
N
N
N
N
N
TG Therapeutics, Inc.
529900X21UKABN9NJ529
TG Therapeutics, Inc.
88322Q108
6333.00000000
NS
USD
48954.09000000
0.001549558834
Long
EC
CORP
US
N
1
N
N
Logitech International SA
549300SN6PRK6IJJC215
Logitech International SA (Registered)
N/A
1203.00000000
NS
USD
94591.89000000
0.002994146123
Long
EC
CORP
CH
N
1
N
N
N
Arlo Technologies, Inc.
549300T4EUX2OQ75HV52
Arlo Technologies, Inc.
04206A101
3041.00000000
NS
USD
25818.09000000
0.000817227926
Long
EC
CORP
US
N
1
N
N
N
Aramark
549300MR6PG2DWZUIL39
Aramark
03852U106
11136.00000000
NS
USD
299892.48000000
0.009492588703
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
N/A
30131.00000000
NS
USD
1477021.62000000
0.046752618619
Long
EC
CORP
IE
N
1
N
N
N
Ellington Financial, Inc.
60GS1D1R1YY5G1W7IT74
Ellington Financial, Inc.
28852N109
1462.00000000
NS
USD
17587.86000000
0.000556713930
Long
EC
CORP
US
N
1
N
N
N
Weave Communications, Inc.
N/A
Weave Communications, Inc.
94724R108
219.00000000
NS
USD
1568.04000000
0.000049633651
Long
EC
CORP
US
N
1
N
N
N
Cytek Biosciences, Inc.
549300K2J28BOC6FBO89
Cytek Biosciences, Inc.
23285D109
5227.00000000
NS
USD
22005.67000000
0.000696552225
Long
EC
CORP
US
N
1
N
N
Teradyne, Inc.
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
7393.00000000
NS
USD
615615.11000000
0.019486254002
Long
EC
CORP
US
N
1
N
N
N
Dutch Bros, Inc.
N/A
Dutch Bros, Inc., Class A
26701L100
241.00000000
NS
USD
5865.94000000
0.000185676399
Long
EC
CORP
US
N
1
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFL3
80000.00000000
PA
USD
74153.35000000
0.002347198744
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.45000000
N
N
N
N
N
N
Interface, Inc.
549300VXZWQOIDFPU355
Interface, Inc., Class A
458665304
2265.00000000
NS
USD
20135.85000000
0.000637366239
Long
EC
CORP
US
N
1
N
N
N
Bruker Corp.
LEBZ6VLQ6I8XB1NHVY15
Bruker Corp.
116794108
4903.00000000
NS
USD
279471.00000000
0.008846181329
Long
EC
CORP
US
N
1
N
N
N
Roivant Sciences Ltd.
549300DL466NY5J6U724
Roivant Sciences Ltd.
N/A
10153.00000000
NS
USD
87721.92000000
0.002776688854
Long
EC
CORP
BM
N
1
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc.
389375106
5498.00000000
NS
USD
35846.96000000
0.001134674825
Long
EC
CORP
US
N
1
N
N
N
Assurant, Inc.
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621X108
2492.00000000
NS
USD
371058.80000000
0.011745238070
Long
EC
CORP
US
N
1
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855R100
2700.00000000
NS
USD
898965.00000000
0.028455215027
Long
EC
CORP
US
N
1
N
N
N
National Grid North America, Inc.
5Q3U0WRKWZZGRMPYFT08
National Grid North America, Inc.
63627AAX6
26000000.00000000
PA
USD
25621647.74000000
0.811009878912
Long
STIV
CORP
US
N
2
2024-01-31
None
0.00000000
N
N
N
N
N
N
DraftKings, Inc.
N/A
DraftKings, Inc., Class A
26142V105
19809.00000000
NS
USD
547124.58000000
0.017318302237
Long
EC
CORP
US
N
1
N
N
Box, Inc.
549300KQUCPD8687YS68
Box, Inc., Class A
10316T104
6562.00000000
NS
USD
163131.32000000
0.005163645735
Long
EC
CORP
US
N
1
N
N
N
Brink's Co. (The)
XFP140TFNOQMIVFTVQ13
Brink's Co. (The)
109696104
1951.00000000
NS
USD
130443.86000000
0.004128979532
Long
EC
CORP
US
N
1
N
N
N
Pegasystems, Inc.
549300FMCOKPL06FYN26
Pegasystems, Inc.
705573103
1769.00000000
NS
USD
75607.06000000
0.002393213473
Long
EC
CORP
US
N
1
N
N
N
Globe Life, Inc.
5493001JFHKQOPP6XA71
Globe Life, Inc.
37959E102
4349.00000000
NS
USD
506049.64000000
0.016018144555
Long
EC
CORP
US
N
1
N
N
N
National HealthCare Corp.
N/A
National HealthCare Corp.
635906100
496.00000000
NS
USD
33410.56000000
0.001057554709
Long
EC
CORP
US
N
1
N
N
N
Essent Group Ltd.
254900QUO860OUT6ZF83
Essent Group Ltd.
N/A
5131.00000000
NS
USD
242388.44000000
0.007672395677
Long
EC
CORP
BM
N
1
N
N
N
ChoiceOne Financial Services, Inc.
N/A
ChoiceOne Financial Services, Inc.
170386106
463.00000000
NS
USD
8736.81000000
0.000276548928
Long
EC
CORP
US
N
1
N
N
MVB Financial Corp.
549300KSUQ2FUU1X2O74
MVB Financial Corp.
553810102
356.00000000
NS
USD
6995.40000000
0.000221427543
Long
EC
CORP
US
N
1
N
N
N
Forum Energy Technologies, Inc.
549300SF93HLCR1REE27
Forum Energy Technologies, Inc.
34984V209
650.00000000
NS
USD
14150.50000000
0.000447910119
Long
EC
CORP
US
N
1
N
N
KKR & Co., Inc.
54930013V5I303TF9571
KKR & Co., Inc.
48251W104
30392.00000000
NS
USD
1683716.80000000
0.053295204584
Long
EC
CORP
US
N
1
N
N
N
Landsea Homes Corp.
549300RP8AZAKHNILS36
Landsea Homes Corp.
51509P103
68.00000000
NS
USD
505.92000000
0.000016014041
Long
EC
CORP
US
N
1
N
N
Burke & Herbert Financial Services Corp.
N/A
Burke & Herbert Financial Services Corp.
12135Y108
505.00000000
NS
USD
22588.65000000
0.000715005470
Long
EC
CORP
US
N
1
N
N
N/A
N/A
3 Month SOFR
N/A
217.00000000
NC
USD
-460061.88000000
-0.01456247987
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
3 Month SOFR
2025-03-18
51730087.50000000
USD
-460061.88000000
N
N
N
HF Sinclair Corp.
N/A
HF Sinclair Corp.
403949100
6425.00000000
NS
USD
355816.50000000
0.011262768870
Long
EC
CORP
US
N
1
N
N
N
Twist Bioscience Corp.
549300T23BL59LCOH584
Twist Bioscience Corp.
90184D100
3009.00000000
NS
USD
47421.84000000
0.001501058054
Long
EC
CORP
US
N
1
N
N
NU Holdings Ltd.
5493002DG1RHWK9W2X27
NU Holdings Ltd., Class A
N/A
95128.00000000
NS
USD
780049.60000000
0.024691149377
Long
EC
CORP
KY
N
1
N
N
N
Alpine Immune Sciences, Inc.
5493000845S6RLSDWJ40
Alpine Immune Sciences, Inc.
02083G100
155.00000000
NS
USD
1587.20000000
0.000050240128
Long
EC
CORP
US
N
1
N
N
N
PTC, Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370C100
5377.00000000
NS
USD
755038.34000000
0.023899460288
Long
EC
CORP
US
N
1
N
N
N
Credit Acceptance Corp.
N/A
Credit Acceptance Corp.
225310101
336.00000000
NS
USD
135216.48000000
0.004280048737
Long
EC
CORP
US
N
1
N
N
N
RGC Resources, Inc.
N/A
RGC Resources, Inc.
74955L103
531.00000000
NS
USD
8304.84000000
0.000262875649
Long
EC
CORP
US
N
1
N
N
N
Shift4 Payments, Inc.
N/A
Shift4 Payments, Inc., Class A
82452J109
2507.00000000
NS
USD
111611.64000000
0.003532877493
Long
EC
CORP
US
N
1
N
N
JELD-WEN Holding, Inc.
529900AXX7CT9GZSCS30
JELD-WEN Holding, Inc.
47580P103
5181.00000000
NS
USD
58700.73000000
0.001858072221
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Group, Inc. (The)
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc. (The)
416515104
14056.00000000
NS
USD
1032413.20000000
0.032679291855
Long
EC
CORP
US
N
1
N
N
N
Tetra Tech, Inc.
549300UJ1LP7JGJC5P32
Tetra Tech, Inc.
88162G103
2478.00000000
NS
USD
373954.98000000
0.011836911744
Long
EC
CORP
US
N
1
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272104
8572.00000000
NS
USD
769765.60000000
0.024365626769
Long
EC
CORP
US
N
1
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89115A2U5
1310000.00000000
PA
USD
1277169.36000000
0.040426633701
Long
DBT
CORP
CA
N
2
2028-07-17
Fixed
5.52300000
N
N
N
N
N
Cytokinetics, Inc.
549300BE5DY1HW7IHA64
Cytokinetics, Inc.
23282W605
4231.00000000
NS
USD
147492.66000000
0.004668630430
Long
EC
CORP
US
N
1
N
N
LendingClub Corp.
549300YC50YO7Y1OJR92
LendingClub Corp.
52603A208
6476.00000000
NS
USD
33610.44000000
0.001063881571
Long
EC
CORP
US
N
1
N
N
N
LivePerson, Inc.
549300IN2P1JZ20G7N40
LivePerson, Inc.
538146101
3606.00000000
NS
USD
9519.84000000
0.000301334417
Long
EC
CORP
US
N
1
N
N
3D Systems Corp.
5493003HHDOCCW4OP744
3D Systems Corp.
88554D205
6669.00000000
NS
USD
24875.37000000
0.000787387720
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty Live
N/A
Liberty Media Corp-Liberty Live, Class C
531229722
1959.00000000
NS
USD
62433.33000000
0.001976221354
Long
EC
CORP
US
N
1
N
N
N
Jamf Holding Corp.
254900IHLXZU4Z5ANA12
Jamf Holding Corp.
47074L105
3368.00000000
NS
USD
54090.08000000
0.001712129901
Long
EC
CORP
US
N
1
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315103
27280.00000000
NS
USD
4312695.20000000
0.136511064683
Long
EC
CORP
US
N
1
N
N
N
BILL Holdings, Inc.
549300IBF9VZZIGOZW63
BILL Holdings, Inc.
090043100
4824.00000000
NS
USD
440382.96000000
0.013939576981
Long
EC
CORP
US
N
1
N
N
CommScope Holding Co., Inc.
254900AW4CEPCQWSRI58
CommScope Holding Co., Inc.
20337X109
1848.00000000
NS
USD
2735.04000000
0.000086573060
Long
EC
CORP
US
N
1
N
N
N
OmniAb, Inc.
N/A
OmniAb, Inc.
68218J103
4281.00000000
NS
USD
19478.55000000
0.000616560520
Long
EC
CORP
US
N
1
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13645RBE3
1360000.00000000
PA
USD
1209334.09000000
0.038279423081
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.75000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AK0
250000.00000000
PA
USD
232558.48000000
0.007361244937
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
Lineage Cell Therapeutics, Inc.
5299002BI4W22SDF8R25
Lineage Cell Therapeutics, Inc.
53566P109
9592.00000000
NS
USD
10934.88000000
0.000346125112
Long
EC
CORP
US
N
1
N
N
Luxfer Holdings plc
21380045UF5SJYZOXE41
Luxfer Holdings plc
N/A
987.00000000
NS
USD
8162.49000000
0.000258369800
Long
EC
CORP
GB
N
1
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CN7
90000.00000000
PA
USD
84546.85000000
0.002676187389
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.50000000
N
N
N
N
N
N
N/A
N/A
ETRS
N/A
1924.00000000
PA
USD
-4862.90000000
-0.00015392686
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Seagen, Inc.
Seagen, Inc.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
1924.00000000
USD
-4862.90000000
N
N
N
Nexstar Media Group, Inc.
52990083ZRR5UT591988
Nexstar Media Group, Inc., Class A
65336K103
1559.00000000
NS
USD
218384.72000000
0.006912598562
Long
EC
CORP
US
N
1
N
N
QuidelOrtho Corp.
549300YU8CMO9HF53113
QuidelOrtho Corp.
219798105
2318.00000000
NS
USD
141583.44000000
0.004481584076
Long
EC
CORP
US
N
1
N
N
LSB Industries, Inc.
5493001H215A0HG0MI71
LSB Industries, Inc.
502160104
3814.00000000
NS
USD
34745.54000000
0.001099811240
Long
EC
CORP
US
N
1
N
N
N
Pulse Biosciences, Inc.
529900NJUBI06118FM73
Pulse Biosciences, Inc.
74587B101
1071.00000000
NS
USD
4840.92000000
0.000153231126
Long
EC
CORP
US
N
1
N
N
eGain Corp.
N/A
eGain Corp.
28225C806
804.00000000
NS
USD
4840.08000000
0.000153204537
Long
EC
CORP
US
N
1
N
N
N
International Game Technology plc
549300UQ6KHRCZDRGZ76
International Game Technology plc
N/A
4462.00000000
NS
USD
113424.04000000
0.003590245946
Long
EC
CORP
GB
N
1
N
N
Visteon Corp.
549300MOVLYHRW4GGW78
Visteon Corp.
92839U206
1321.00000000
NS
USD
152086.73000000
0.004814047938
Long
EC
CORP
US
N
1
N
N
N
ICF International, Inc.
5493003KYFDDC5B3WY64
ICF International, Inc.
44925C103
883.00000000
NS
USD
111902.59000000
0.003542087022
Long
EC
CORP
US
N
1
N
N
N
Patterson Cos., Inc.
YM48Q2087CUE26GWEK09
Patterson Cos., Inc.
703395103
4170.00000000
NS
USD
127018.20000000
0.004020546065
Long
EC
CORP
US
N
1
N
N
Warner Bros Discovery, Inc.
5493006ZCRFWKF6B1K26
Warner Bros Discovery, Inc.
934423104
100899.00000000
NS
USD
1002936.06000000
0.031746242897
Long
EC
CORP
US
N
1
N
N
N
FREYR Battery SA
222100QIBHPZGVW6UT76
FREYR Battery SA
N/A
686.00000000
NS
USD
2202.06000000
0.000069702480
Long
EC
CORP
LU
N
1
N
N
Diamond Offshore Drilling, Inc.
F14FQJ2EEHW5VPYUHL14
Diamond Offshore Drilling, Inc.
25271C201
5338.00000000
NS
USD
66244.58000000
0.002096860020
Long
EC
CORP
US
N
1
N
N
N
Paylocity Holding Corp.
549300VH75FTB4DIEE07
Paylocity Holding Corp.
70438V106
2007.00000000
NS
USD
360055.80000000
0.011396956734
Long
EC
CORP
US
N
1
N
N
N
Westinghouse Air Brake Technologies Corp.
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp.
929740108
8496.00000000
NS
USD
900745.92000000
0.028511587034
Long
EC
CORP
US
N
1
N
N
N
Skyline Champion Corp.
N/A
Skyline Champion Corp.
830830105
2530.00000000
NS
USD
148333.90000000
0.004695258458
Long
EC
CORP
US
N
1
N
N
N
Trade Desk, Inc. (The)
549300GXPD31VT3E0P46
Trade Desk, Inc. (The), Class A
88339J105
20793.00000000
NS
USD
1475471.28000000
0.046703545231
Long
EC
CORP
US
N
1
N
N
EW Scripps Co. (The)
549300U1OW41QPKYW028
EW Scripps Co. (The), Class A
811054402
2273.00000000
NS
USD
12433.31000000
0.000393555377
Long
EC
CORP
US
N
1
N
N
FTC Solar, Inc.
5493009MODNZ2HMPX761
FTC Solar, Inc.
30320C103
258.00000000
NS
USD
276.06000000
0.000008738211
Long
EC
CORP
US
N
1
N
N
Suncor Energy, Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
867224107
3494.00000000
NS
USD
113205.60000000
0.003583331598
Long
EC
CORP
CA
N
1
N
N
N
GATX Corp.
549300IHYHCQP2PIR591
GATX Corp.
361448103
1601.00000000
NS
USD
167432.58000000
0.005299794837
Long
EC
CORP
US
N
1
N
N
CLI Funding VIII LLC
254900Z4P82YK31RVL27
CLI Funding VIII LLC, Series 2022-1A, Class A
12565KAE7
0.01000000
PA
USD
0.01000000
0.000000000316
Long
ABS-O
CORP
US
Y
2
2047-01-18
Fixed
2.72000000
N
N
N
N
N
N
Sutro Biopharma, Inc.
5493005U6P15VD25P851
Sutro Biopharma, Inc.
869367102
809.00000000
NS
USD
2224.75000000
0.000070420694
Long
EC
CORP
US
N
1
N
N
N
Riot Platforms, Inc.
5299005LKZAJQDQZDF73
Riot Platforms, Inc.
767292105
7606.00000000
NS
USD
74386.68000000
0.002354584410
Long
EC
CORP
US
N
1
N
N
Phinia, Inc.
254900HG6MORZE1FFM18
Phinia, Inc.
71880K101
1744.00000000
NS
USD
45134.72000000
0.001428663143
Long
EC
CORP
US
N
1
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AT4
2130000.00000000
PA
USD
1932774.93000000
0.061178718006
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.12500000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2018-H4, Class XA
61691RAF3
19356528.28740000
PA
USD
635513.54000000
0.020116105113
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
0.82176120
N
N
N
N
N
N
Metrocity Bankshares, Inc.
549300TC6QB7YG0P6F52
Metrocity Bankshares, Inc.
59165J105
701.00000000
NS
USD
14048.04000000
0.000444666921
Long
EC
CORP
US
N
1
N
N
N
SI-BONE, Inc.
549300J8JGYVJJHV9C31
SI-BONE, Inc.
825704109
1200.00000000
NS
USD
20412.00000000
0.000646107300
Long
EC
CORP
US
N
1
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076102
47394.00000000
NS
USD
13492597.86000000
0.427085340790
Long
EC
CORP
US
N
1
N
N
N
Lions Gate Entertainment Corp.
5493000JSMHPHZURLM72
Lions Gate Entertainment Corp., Class A
535919401
2236.00000000
NS
USD
17574.96000000
0.000556305602
Long
EC
CORP
CA
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ACA67
94576.50000000
PA
USD
83632.75000000
0.002647253101
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
4.00000000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334104
30384.00000000
NS
USD
1982252.16000000
0.062744835951
Long
EC
CORP
US
N
1
N
N
N
Portillo's, Inc.
N/A
Portillo's, Inc., Class A
73642K106
2924.00000000
NS
USD
43713.80000000
0.001383686326
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179UEB4
127282.56000000
PA
USD
120294.05000000
0.003807704481
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
5.00000000
N
N
N
N
N
N
Vertex, Inc.
549300QMYW171MP1PL50
Vertex, Inc., Class A
92538J106
248.00000000
NS
USD
6004.08000000
0.000190048986
Long
EC
CORP
US
N
1
N
N
N
Arcturus Therapeutics Holdings, Inc.
N/A
Arcturus Therapeutics Holdings, Inc.
03969T109
809.00000000
NS
USD
15451.90000000
0.000489103732
Long
EC
CORP
US
N
1
N
N
N
Multiplan Corp.
N/A
Multiplan Corp.
62548M100
18425.00000000
NS
USD
31138.25000000
0.000985628583
Long
EC
CORP
US
N
1
N
N
City Office REIT, Inc.
5493003J7157VP25NL57
City Office REIT, Inc.
178587101
1722.00000000
NS
USD
6560.82000000
0.000207671648
Long
EC
CORP
US
N
1
N
N
N
John Marshall Bancorp, Inc.
N/A
John Marshall Bancorp, Inc.
47805L101
73.00000000
NS
USD
1341.74000000
0.000042470507
Long
EC
CORP
US
N
1
N
N
N
Jones Lang LaSalle, Inc.
6SYKCME112RT8TQUO411
Jones Lang LaSalle, Inc.
48020Q107
2213.00000000
NS
USD
283086.96000000
0.008960638421
Long
EC
CORP
US
N
1
N
N
N
MFA Financial, Inc.
YW72IMH2RRC8Z1TGLG58
MFA Financial, Inc.
55272X607
6277.00000000
NS
USD
55802.53000000
0.001766334607
Long
EC
CORP
US
N
1
N
N
N
Bar Harbor Bankshares
N/A
Bar Harbor Bankshares
066849100
630.00000000
NS
USD
15762.60000000
0.000498938415
Long
EC
CORP
US
N
1
N
N
N
American Coastal Insurance Corp.
5299002P9105LJQA8G51
American Coastal Insurance Corp.
910710102
1415.00000000
NS
USD
10598.35000000
0.000335472825
Long
EC
CORP
US
N
1
N
N
N
Daiichi Sankyo Co. Ltd.
353800XGIU2IHQGC9504
Daiichi Sankyo Co. Ltd.
N/A
62700.00000000
NS
1611132.69000000
0.050997677475
Long
EC
CORP
JP
N
2
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327109
7451.00000000
NS
USD
815288.42000000
0.025806574561
Long
EC
CORP
US
N
1
N
N
N
Parsons Corp.
549300ZXH0VRBSEPX752
Parsons Corp.
70202L102
1848.00000000
NS
USD
104504.40000000
0.003307909844
Long
EC
CORP
US
N
1
N
N
N
Taro Pharmaceutical Industries Ltd.
5493002WIJCSC2L2VL79
Taro Pharmaceutical Industries Ltd.
N/A
542.00000000
NS
USD
18406.32000000
0.000582620895
Long
EC
CORP
IL
N
1
N
N
N
Casella Waste Systems, Inc.
8EU0XUFVJ48U37IIDH51
Casella Waste Systems, Inc., Class A
147448104
2510.00000000
NS
USD
189379.50000000
0.005994487431
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DQXK7
195505.66000000
PA
USD
180347.69000000
0.005708600778
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
Clearway Energy, Inc.
549300LHAZ9HA9G3XC48
Clearway Energy, Inc., Class A
18539C105
1360.00000000
NS
USD
27703.20000000
0.000876897891
Long
EC
CORP
US
N
1
N
N
N
Healthcare Services Group, Inc.
529900GVZ1D2FBYMS719
Healthcare Services Group, Inc.
421906108
5227.00000000
NS
USD
49656.50000000
0.001571792433
Long
EC
CORP
US
N
1
N
N
N
Safety Insurance Group, Inc.
254900LDCFLA3J746840
Safety Insurance Group, Inc.
78648T100
112.00000000
NS
USD
8419.04000000
0.000266490456
Long
EC
CORP
US
N
1
N
N
N
Comerica, Inc.
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340107
6401.00000000
NS
USD
252199.40000000
0.007982945005
Long
EC
CORP
US
N
1
N
N
N
IAC, Inc.
549300TO56L57RP6P031
IAC, Inc.
44891N208
3611.00000000
NS
USD
153648.05000000
0.004863468879
Long
EC
CORP
US
N
1
N
N
N
Brady Corp.
549300G2LEQOFQC8GY34
Brady Corp., Class A
104674106
267.00000000
NS
USD
13739.82000000
0.000434910739
Long
EC
CORP
US
N
1
N
N
N
Callon Petroleum Co.
549300EFOWPEB0WLZW21
Callon Petroleum Co.
13123X508
2771.00000000
NS
USD
103496.85000000
0.003276017555
Long
EC
CORP
US
N
1
N
N
Stericycle, Inc.
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912108
4349.00000000
NS
USD
179352.76000000
0.005677107953
Long
EC
CORP
US
N
1
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2022-7R, Class 1A1
12662TAA8
2265796.45000000
PA
USD
2201761.19000000
0.069693022643
Long
ABS-MBS
CORP
US
Y
2
2066-10-25
Floating
8.82030960
N
N
N
N
N
N
Origin Materials, Inc.
549300VMLEEM8BI4DD65
Origin Materials, Inc.
68622D106
10037.00000000
NS
USD
9921.58000000
0.000314050816
Long
EC
CORP
US
N
1
N
N
McCormick & Co., Inc.
549300JQQA6MQ4OJP259
McCormick & Co., Inc. (Non-Voting)
579780206
15416.00000000
NS
USD
985082.40000000
0.031181115518
Long
EC
CORP
US
N
1
N
N
N
Newmont Corp.
549300VSP3RIX7FGDZ51
Newmont Corp.
651639106
99359.00000000
NS
USD
3722981.73000000
0.117844683241
Long
EC
CORP
US
N
1
N
N
N
EPAM Systems, Inc.
549300XCR4R530HJP604
EPAM Systems, Inc.
29414B104
2625.00000000
NS
USD
571121.25000000
0.018077876197
Long
EC
CORP
US
N
1
N
N
N
Rite Aid Corp.
529900W353T1JY1DKT44
Rite Aid Corp.
767754872
323.00000000
NS
USD
64.60000000
0.000002044803
Long
EC
CORP
US
N
1
N
N
N
Credit Agricole Corporate and Investment Bank
254900BN8XS34XZDJ223
Credit Agricole Corporate and Investment Bank
22533UY15
26800000.00000000
PA
USD
26795953.20000000
0.848180530019
Long
STIV
CORP
FR
N
2
2023-11-01
None
0.00000000
N
N
N
N
N
N
J & J Snack Foods Corp.
N/A
J & J Snack Foods Corp.
466032109
725.00000000
NS
USD
113542.25000000
0.003593987684
Long
EC
CORP
US
N
1
N
N
N
Patria Investments Ltd.
N/A
Patria Investments Ltd., Class A
N/A
3927.00000000
NS
USD
50619.03000000
0.001602259691
Long
EC
CORP
KY
N
1
N
N
Griffon Corp.
5493000C2SGNC7ZN3242
Griffon Corp.
398433102
2382.00000000
NS
USD
95137.08000000
0.003011403189
Long
EC
CORP
US
N
1
N
N
N
Pinnacle Financial Partners, Inc.
54930098EZ8JMSAZGS24
Pinnacle Financial Partners, Inc.
72346Q104
3790.00000000
NS
USD
236344.40000000
0.007481081824
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
SOP
N/A
-3528000.00000000
PA
USD
-70935.12000000
-0.00224533112
N/A
DIR
US
N
2
Citigroup Global Markets
MBNUM2BPBDO7JBLYG310
Put
Written
N/A
Swaption
1.00000000
5.00000000
USD
2024-10-07
XXXX
11972.88000000
N
N
N
Exelixis, Inc.
254900PJQB59O2O95R37
Exelixis, Inc.
30161Q104
14853.00000000
NS
USD
305823.27000000
0.009680317819
Long
EC
CORP
US
N
1
N
N
N
Blue Bird Corp.
5493004ZXJUUWQ65ER59
Blue Bird Corp.
095306106
697.00000000
NS
USD
12692.37000000
0.000401755482
Long
EC
CORP
US
N
1
N
N
N
Power Integrations, Inc.
54930085LGXSCIHD5W31
Power Integrations, Inc.
739276103
2659.00000000
NS
USD
184348.47000000
0.005835238695
Long
EC
CORP
US
N
1
N
N
N
Cinemark Holdings, Inc.
549300LL2QMPTYIE0K55
Cinemark Holdings, Inc.
17243V102
4345.00000000
NS
USD
71649.05000000
0.002267929367
Long
EC
CORP
US
N
1
N
N
N
Kaltura, Inc.
254900WYME0NSA8DVA41
Kaltura, Inc.
483467106
5883.00000000
NS
USD
10118.76000000
0.000320292215
Long
EC
CORP
US
N
1
N
N
N
Symphony CLO XV Ltd.
549300JNP1PJXORD0Y06
Symphony CLO XV Ltd., Series 2014-15A, Class AR3
87154EBE9
350000.00000000
PA
USD
347328.10000000
0.010994082940
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-17
Floating
6.74444160
N
N
N
N
N
N
Veritone, Inc.
549300XTAS2FCSL4EL89
Veritone, Inc.
92347M100
1075.00000000
NS
USD
2698.25000000
0.000085408535
Long
EC
CORP
US
N
1
N
N
Teva Pharmaceutical Finance Netherlands III BV
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAP6
500000.00000000
PA
USD
453969.28000000
0.014369628937
Long
DBT
CORP
NL
N
2
2027-05-09
Fixed
4.75000000
N
N
N
N
N
California Water Service Group
529900QABDOBU6UVRQ36
California Water Service Group
130788102
2693.00000000
NS
USD
131095.24000000
0.004149597863
Long
EC
CORP
US
N
1
N
N
Markforged Holding Corp.
N/A
Markforged Holding Corp.
57064N102
596.00000000
NS
USD
385.14000000
0.000012190954
Long
EC
CORP
US
N
1
N
N
N
Terex Corp.
YAWJZJYEQ7M1SYMOS462
Terex Corp.
880779103
3083.00000000
NS
USD
141201.40000000
0.004469491247
Long
EC
CORP
US
N
1
N
N
Quanterix Corp.
N/A
Quanterix Corp.
74766Q101
788.00000000
NS
USD
17115.36000000
0.000541757742
Long
EC
CORP
US
N
1
N
N
N
LifeStance Health Group, Inc.
N/A
LifeStance Health Group, Inc.
53228F101
2374.00000000
NS
USD
13840.42000000
0.000438095061
Long
EC
CORP
US
N
1
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871X109
997.00000000
NS
USD
19940.00000000
0.000631166939
Long
EC
CORP
US
N
1
N
N
N
Advance Auto Parts, Inc.
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc.
00751Y106
2791.00000000
NS
USD
145215.73000000
0.004596558066
Long
EC
CORP
US
N
1
N
N
N
HealthEquity, Inc.
529900LRJU1RAFQHM467
HealthEquity, Inc.
42226A107
3914.00000000
NS
USD
280555.52000000
0.008880509973
Long
EC
CORP
US
N
1
N
N
Tronox Holdings plc
549300NRVC84SGJSXV06
Tronox Holdings plc
N/A
6368.00000000
NS
USD
68073.92000000
0.002154764680
Long
EC
CORP
GB
N
1
N
N
Orange County Bancorp, Inc.
N/A
Orange County Bancorp, Inc.
68417L107
366.00000000
NS
USD
16140.60000000
0.000510903365
Long
EC
CORP
US
N
1
N
N
N
Prothena Corp. plc
5299009ZXQ8NIIJ8OL30
Prothena Corp. plc
N/A
1922.00000000
NS
USD
70076.12000000
0.002218140931
Long
EC
CORP
IE
N
1
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
06418GAC1
1490000.00000000
PA
USD
1474648.46000000
0.046677500257
Long
DBT
CORP
CA
N
2
2025-06-12
Fixed
5.45000000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
902653104
15242.00000000
NS
USD
484848.02000000
0.015347043171
Long
EC
CORP
US
N
1
N
N
N
Greif, Inc.
54930070FVGKR0Z1FI24
Greif, Inc., Class A
397624107
902.00000000
NS
USD
57277.00000000
0.001813006458
Long
EC
CORP
US
N
1
N
N
N
United Bankshares, Inc.
5299005O3BAMJ9Z92V62
United Bankshares, Inc.
909907107
6581.00000000
NS
USD
187163.64000000
0.005924348135
Long
EC
CORP
US
N
1
N
N
Ranger Energy Services, Inc.
549300J7RIVGVAN0RE23
Ranger Energy Services, Inc., Class A
75282U104
1058.00000000
NS
USD
12283.38000000
0.000388809596
Long
EC
CORP
US
N
1
N
N
N
Designer Brands, Inc.
549300X8J6FI8PPRK859
Designer Brands, Inc., Class A
250565108
784.00000000
NS
USD
7926.24000000
0.000250891707
Long
EC
CORP
US
N
1
N
N
Gentherm, Inc.
HKM6YX1U5JS60TCUB219
Gentherm, Inc.
37253A103
1575.00000000
NS
USD
63346.50000000
0.002005126204
Long
EC
CORP
US
N
1
N
N
ACV Auctions, Inc.
N/A
ACV Auctions, Inc., Class A
00091G104
5911.00000000
NS
USD
78793.63000000
0.002494078951
Long
EC
CORP
US
N
1
N
N
Popular, Inc.
5493008CARDZMVQ3LO89
Popular, Inc.
733174700
3548.00000000
NS
USD
230761.92000000
0.007304377872
Long
EC
CORP
PR
N
1
N
N
Fate Therapeutics, Inc.
549300L14Q4UHOODLA90
Fate Therapeutics, Inc.
31189P102
4818.00000000
NS
USD
8720.58000000
0.000276035194
Long
EC
CORP
US
N
1
N
N
N
Coherent Corp.
549300O5C25A0MMHHU33
Coherent Corp.
19247G107
5523.92000000
NS
USD
163508.03000000
0.005175569852
Long
EC
CORP
US
N
1
N
N
N
Shenandoah Telecommunications Co.
549300XH3H4OUKFPHS84
Shenandoah Telecommunications Co.
82312B106
2083.00000000
NS
USD
49283.78000000
0.001559994612
Long
EC
CORP
US
N
1
N
N
N
Day One Biopharmaceuticals, Inc.
N/A
Day One Biopharmaceuticals, Inc.
23954D109
3047.00000000
NS
USD
36046.01000000
0.001140975416
Long
EC
CORP
US
N
1
N
N
N
Skyworks Solutions, Inc.
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088M102
7470.00000000
NS
USD
647947.80000000
0.020509690561
Long
EC
CORP
US
N
1
N
N
First Bancshares, Inc. (The)
5493006DL5RXJODMAF36
First Bancshares, Inc. (The)
318916103
2015.00000000
NS
USD
48803.30000000
0.001544785832
Long
EC
CORP
US
N
1
N
N
TechTarget, Inc.
529900YQA5JL2H2VMB84
TechTarget, Inc.
87874R100
1540.00000000
NS
USD
38777.20000000
0.001227426611
Long
EC
CORP
US
N
1
N
N
N
Vital Farms, Inc.
549300S6NYY7ER3XOT61
Vital Farms, Inc.
92847W103
153.00000000
NS
USD
1692.18000000
0.000053563092
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies plc
549300BURLR9SLYY2705
Trane Technologies plc
N/A
10122.00000000
NS
USD
1926317.82000000
0.060974329121
Long
EC
CORP
IE
N
1
N
N
N
Middlesex Water Co.
N/A
Middlesex Water Co.
596680108
106.00000000
NS
USD
6734.18000000
0.000213159066
Long
EC
CORP
US
N
1
N
N
Dentsply Sirona, Inc.
9NHEHR1SOZCYXDO8HO28
Dentsply Sirona, Inc.
24906P109
10052.00000000
NS
USD
305681.32000000
0.009675824632
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H0326B1
300000.00000000
PA
USD
255671.89000000
0.008092860797
Long
ABS-MBS
USGA
US
N
2
2053-11-15
Fixed
3.50000000
N
N
N
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
04273MY98
15000000.00000000
PA
USD
14978326.95000000
0.474113579630
Long
STIV
CORP
US
N
2
2023-11-09
None
0.00000000
N
N
N
N
N
N
National Beverage Corp.
549300O9MZIQJI8TGV17
National Beverage Corp.
635017106
883.00000000
NS
USD
40953.54000000
0.001296314969
Long
EC
CORP
US
N
1
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457100
61054.00000000
NS
USD
2100257.60000000
0.066480098358
Long
EC
CORP
US
N
1
N
N
N
NWTN, Inc.
N/A
NWTN, Inc., Class B
N/A
1441.00000000
NS
USD
13041.05000000
0.000412792357
Long
EC
CORP
KY
N
1
N
N
GLOBALFOUNDRIES, Inc.
549300BA76VK784VMX48
GLOBALFOUNDRIES, Inc.
N/A
3690.00000000
NS
USD
183097.80000000
0.005795650854
Long
EC
CORP
KY
N
1
N
N
Mitek Systems, Inc.
549300ABZAQ3R25XG118
Mitek Systems, Inc.
606710200
924.00000000
NS
USD
9868.32000000
0.000312364961
Long
EC
CORP
US
N
1
N
N
American Water Works Co., Inc.
549300DXHIJQMD5WFW18
American Water Works Co., Inc.
030420103
9209.00000000
NS
USD
1083438.85000000
0.034294422414
Long
EC
CORP
US
N
1
N
N
N
Replimune Group, Inc.
549300AY704NEIRC4K64
Replimune Group, Inc.
76029N106
1896.00000000
NS
USD
27624.72000000
0.000874413739
Long
EC
CORP
US
N
1
N
N
N
Globus Medical, Inc.
5299003M2P4CIK0RF205
Globus Medical, Inc., Class A
379577208
5728.00000000
NS
USD
261826.88000000
0.008287686584
Long
EC
CORP
US
N
1
N
N
N
Coherus Biosciences, Inc.
5493007IL8W5MV932D26
Coherus Biosciences, Inc.
19249H103
788.00000000
NS
USD
2639.80000000
0.000083558399
Long
EC
CORP
US
N
1
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAE2
620000.00000000
PA
USD
496978.45000000
0.015731011395
Long
DBT
CORP
US
N
2
2029-06-07
Variable
1.88700000
N
N
N
N
N
N
Live Oak Bancshares, Inc.
N/A
Live Oak Bancshares, Inc.
53803X105
2093.00000000
NS
USD
60383.05000000
0.001911323212
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TD0
191000.00000000
PA
USD
109936.91000000
0.003479866750
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
Harley-Davidson Financial Services, Inc.
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services, Inc.
41282KY93
6750000.00000000
PA
USD
6740640.72000000
0.213363569337
Long
STIV
CORP
US
Y
2
2023-11-09
None
0.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2020-190
38380RJM3
9557590.86870000
PA
USD
692435.03000000
0.021917858505
Long
ABS-MBS
USGA
US
N
2
2062-11-16
Variable
1.04925960
N
N
N
N
N
N
Lincoln National Corp.
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187109
7982.00000000
NS
USD
173768.14000000
0.005500336262
Long
EC
CORP
US
N
1
N
N
N
Premier Financial Corp.
N/A
Premier Financial Corp.
74052F108
2386.00000000
NS
USD
41397.10000000
0.001310355110
Long
EC
CORP
US
N
1
N
N
N
Lincoln Educational Services Corp.
549300BJ55KUY6RG7L98
Lincoln Educational Services Corp.
533535100
1731.00000000
NS
USD
14800.05000000
0.000468470524
Long
EC
CORP
US
N
1
N
N
N
Compass, Inc.
254900DMGQSTC3I2IM78
Compass, Inc., Class A
20464U100
17347.00000000
NS
USD
34347.06000000
0.001087198030
Long
EC
CORP
US
N
1
N
N
Danimer Scientific, Inc.
549300L6Q02MAX72BH35
Danimer Scientific, Inc., Class A
236272100
2438.00000000
NS
USD
3486.34000000
0.000110354189
Long
EC
CORP
US
N
1
N
N
Janux Therapeutics, Inc.
N/A
Janux Therapeutics, Inc.
47103J105
163.00000000
NS
USD
1046.46000000
0.000033123919
Long
EC
CORP
US
N
1
N
N
N
Seaboard Corp.
87Q3KOXT29OW9W9YPT70
Seaboard Corp.
811543107
3.00000000
NS
USD
10520.85000000
0.000333019693
Long
EC
CORP
US
N
1
N
N
N
VeriSign, Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343E102
4211.00000000
NS
USD
840768.26000000
0.026613095756
Long
EC
CORP
US
N
1
N
N
N
Hologic, Inc.
549300DYP6F5ZJL0LB74
Hologic, Inc.
436440101
13846.00000000
NS
USD
916189.82000000
0.029000437540
Long
EC
CORP
US
N
1
N
N
N
Caledonia Mining Corp. plc
21380093ZBI4BFM75Y51
Caledonia Mining Corp. plc
N/A
1088.00000000
NS
USD
12044.16000000
0.000381237492
Long
EC
CORP
JE
N
1
N
N
Novocure Ltd.
213800YPP55UMHWA4826
Novocure Ltd.
N/A
4896.00000000
NS
USD
65116.80000000
0.002061162054
Long
EC
CORP
JE
N
1
N
N
N
Liberty Media Corp-Liberty Formula One
N/A
Liberty Media Corp-Liberty Formula One, Class A
531229771
538.00000000
NS
USD
30961.90000000
0.000980046522
Long
EC
CORP
US
N
1
N
N
N
Enphase Energy, Inc.
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355A107
6248.00000000
NS
USD
497215.84000000
0.015738525573
Long
EC
CORP
US
N
1
N
N
N
Old Republic International Corp.
549300IV6O2YY2A1KH37
Old Republic International Corp.
680223104
12993.00000000
NS
USD
355748.34000000
0.011260611381
Long
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475105
19155.00000000
NS
USD
2192672.85000000
0.069405346627
Long
EC
CORP
US
N
1
N
N
N
Wabash National Corp.
5299004ZAWHQZI5XO485
Wabash National Corp.
929566107
2675.00000000
NS
USD
55345.75000000
0.001751876009
Long
EC
CORP
US
N
1
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KYWE5
176395.29400000
PA
USD
138038.54000000
0.004369376269
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
2.00000000
N
N
N
N
N
N
Fulgent Genetics, Inc.
549300CL6P01M68QJ404
Fulgent Genetics, Inc.
359664109
958.00000000
NS
USD
22934.52000000
0.000725953399
Long
EC
CORP
US
N
1
N
N
Weyerhaeuser Co.
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166104
34767.00000000
NS
USD
997465.23000000
0.031573073036
Long
EC
CORP
US
N
1
N
N
N
Cincinnati Financial Corp.
254900Q4WEDMZBOZ0002
Cincinnati Financial Corp.
172062101
7295.00000000
NS
USD
727092.65000000
0.023014886787
Long
EC
CORP
US
N
1
N
N
N
Investors Title Co.
N/A
Investors Title Co.
461804106
73.00000000
NS
USD
10498.13000000
0.000332300530
Long
EC
CORP
US
N
1
N
N
N
GCI Liberty, Inc.
529900KBRR0AMACIJU82
GCI Liberty, Inc.
361ESC049
3942.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
La-Z-Boy, Inc.
549300WNO1WMN9ZG2519
La-Z-Boy, Inc.
505336107
2253.00000000
NS
USD
65877.72000000
0.002085247688
Long
EC
CORP
US
N
1
N
N
N
REV Group, Inc.
549300SRD0SIG5ZZ3X20
REV Group, Inc.
749527107
1081.00000000
NS
USD
15393.44000000
0.000487253280
Long
EC
CORP
US
N
1
N
N
N
Castle Biosciences, Inc.
N/A
Castle Biosciences, Inc.
14843C105
888.00000000
NS
USD
13870.56000000
0.000439049092
Long
EC
CORP
US
N
1
N
N
Enanta Pharmaceuticals, Inc.
529900SSN4DODDQSN594
Enanta Pharmaceuticals, Inc.
29251M106
1847.00000000
NS
USD
16659.94000000
0.000527342193
Long
EC
CORP
US
N
1
N
N
N
Insight Enterprises, Inc.
529900S8991TYW6YP792
Insight Enterprises, Inc.
45765U103
1335.00000000
NS
USD
191305.50000000
0.006055451701
Long
EC
CORP
US
N
1
N
N
N
Reservoir Media, Inc.
549300PHPDQ9M9QSNU18
Reservoir Media, Inc.
76119X105
204.00000000
NS
USD
1148.52000000
0.000036354456
Long
EC
CORP
US
N
1
N
N
N
OPG Trust
N/A
OPG Trust, Series 2021-PORT, Class A
67118AAA3
1331685.33000000
PA
USD
1294141.26000000
0.040963850460
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Floating
5.93348040
N
N
N
N
N
N
Eastern Bankshares, Inc.
549300J245MBQU3DO403
Eastern Bankshares, Inc.
27627N105
8708.00000000
NS
USD
95875.08000000
0.003034763330
Long
EC
CORP
US
N
1
N
N
Amicus Therapeutics, Inc.
549300MRD1SMUTNBPQ53
Amicus Therapeutics, Inc.
03152W109
12943.00000000
NS
USD
141984.71000000
0.004494285599
Long
EC
CORP
US
N
1
N
N
N
ArcBest Corp.
5493006S3KBNE8ZS3J23
ArcBest Corp.
03937C105
1153.00000000
NS
USD
125538.64000000
0.003973713098
Long
EC
CORP
US
N
1
N
N
N
Loop Industries, Inc.
N/A
Loop Industries, Inc.
543518104
111.00000000
NS
USD
354.09000000
0.000011208119
Long
EC
CORP
US
N
1
N
N
N
CarMax, Inc.
N/A
CarMax, Inc.
143130102
7379.00000000
NS
USD
450783.11000000
0.014268776121
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175AY0
1050000.00000000
PA
USD
1026667.68000000
0.032497427147
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
Victory Capital Holdings, Inc.
549300BN5LH2CIPPHS71
Victory Capital Holdings, Inc., Class A
92645B103
3161.00000000
NS
USD
93123.06000000
0.002947652796
Long
EC
CORP
US
N
1
N
N
N
Brookdale Senior Living, Inc.
LH7MQB13NWY7CJ9VC445
Brookdale Senior Living, Inc.
112463104
7565.00000000
NS
USD
29579.15000000
0.000936277912
Long
EC
CORP
US
N
1
N
N
Hitachi Ltd.
549300T6IPOCDWLKC615
Hitachi Ltd.
N/A
47800.00000000
NS
3037511.36000000
0.096147279256
Long
EC
CORP
JP
N
2
N
N
N
WW Grainger, Inc.
549300TWZSP6O1IH2V34
WW Grainger, Inc.
384802104
2084.00000000
NS
USD
1520965.72000000
0.048143594702
Long
EC
CORP
US
N
1
N
N
N
Nutex Health, Inc.
N/A
Nutex Health, Inc.
67079U108
1956.00000000
NS
USD
404.89000000
0.000012816107
Long
EC
CORP
US
N
1
N
N
N
Krispy Kreme, Inc.
N/A
Krispy Kreme, Inc.
50101L106
4385.00000000
NS
USD
56698.05000000
0.001794680776
Long
EC
CORP
US
N
1
N
N
N/A
N/A
3 Month SOFR
N/A
82.00000000
NC
USD
121975.00000000
0.003860912107
N/A
DIR
US
N
1
CME3681
LCZ7XYGSLJUHFXXNXD88
Put
Purchased
N/A
3 Month SOFR
250000.00000000
95.87500000
USD
2023-12-15
XXXX
48515.30000000
N
N
N
KLX Energy Services Holdings, Inc.
5493004D4S7MAO1H3U27
KLX Energy Services Holdings, Inc.
48253L205
840.00000000
NS
USD
8635.20000000
0.000273332635
Long
EC
CORP
US
N
1
N
N
N
Vacasa, Inc.
5493000NL6DCWTVXZD49
Vacasa, Inc., Class A
91854V206
30.00000000
NS
USD
229.50000000
0.000007264433
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos., Inc. (The)
549300Y650407RU8B149
Travelers Cos., Inc. (The)
89417E109
11826.00000000
NS
USD
1980145.44000000
0.062678151296
Long
EC
CORP
US
N
1
N
N
N
Flushing Financial Corp.
N/A
Flushing Financial Corp.
343873105
688.00000000
NS
USD
8489.92000000
0.000268734043
Long
EC
CORP
US
N
1
N
N
Mercury Systems, Inc.
549300P3B84SGK7HH679
Mercury Systems, Inc.
589378108
2353.00000000
NS
USD
84660.94000000
0.002679798715
Long
EC
CORP
US
N
1
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
458.00000000
NC
USD
-288756.72000000
-0.00914010507
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
S&P 500 E-Mini Index
US78378X1072
2023-12-15
9646052.50000000
USD
-288756.72000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QP4C8
83108.06000000
PA
USD
79042.13000000
0.002501944798
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.50000000
N
N
N
N
N
N
Cullinan Oncology, Inc.
N/A
Cullinan Oncology, Inc.
230031106
993.00000000
NS
USD
9264.69000000
0.000293258075
Long
EC
CORP
US
N
1
N
N
N
First Solar, Inc.
549300NPYMLM4NHTOF27
First Solar, Inc.
336433107
4795.00000000
NS
USD
683047.75000000
0.021620720050
Long
EC
CORP
US
N
1
N
N
N
Clean Energy Fuels Corp.
549300MTQB4VUAOPMF71
Clean Energy Fuels Corp.
184499101
11029.00000000
NS
USD
38491.21000000
0.001218374082
Long
EC
CORP
US
N
1
N
N
N
Genpact Ltd.
529900OSEC6Q0L4L5B35
Genpact Ltd.
N/A
7364.00000000
NS
USD
246988.56000000
0.007818004687
Long
EC
CORP
BM
N
1
N
N
N
PlayAGS, Inc.
N/A
PlayAGS, Inc.
72814N104
2670.00000000
NS
USD
19063.80000000
0.000603432311
Long
EC
CORP
US
N
1
N
N
N
Regal Rexnord Corp.
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750103
3072.00000000
NS
USD
363755.52000000
0.011514065107
Long
EC
CORP
US
N
1
N
N
N
HealthStream, Inc.
529900OJ88H8635JNH64
HealthStream, Inc.
42222N103
1506.00000000
NS
USD
38252.40000000
0.001210814956
Long
EC
CORP
US
N
1
N
N
N
Verra Mobility Corp.
549300XX5EKGLR0M4152
Verra Mobility Corp., Class A
92511U102
6361.00000000
NS
USD
125756.97000000
0.003980623964
Long
EC
CORP
US
N
1
N
N
N
Alpha & Omega Semiconductor Ltd.
5493001FE7J03YOV2V35
Alpha & Omega Semiconductor Ltd.
N/A
676.00000000
NS
USD
16034.72000000
0.000507551913
Long
EC
CORP
BM
N
1
N
N
SoFi Professional Loan Program LLC
N/A
SoFi Professional Loan Program LLC, Series 2019-C, Class A2FX
83401CAB0
0.03000000
PA
USD
0.03000000
0.000000000949
Long
ABS-O
CORP
US
Y
2
2048-11-16
Fixed
2.37000000
N
N
N
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2021-2R, Class 1A1
12657PAA3
0.07000000
PA
USD
0.07000000
0.000000002215
Long
ABS-MBS
CORP
US
Y
2
2047-07-25
Floating
7.17906960
N
N
N
N
N
N
Rithm Capital Corp.
549300WNTHGEO5LP2G31
Rithm Capital Corp.
64828T201
19536.00000000
NS
USD
182270.88000000
0.005769476101
Long
EC
CORP
US
N
1
N
N
N
Church & Dwight Co., Inc.
POOXSI30AWAQGYJZC921
Church & Dwight Co., Inc.
171340102
12500.00000000
NS
USD
1136750.00000000
0.035981896605
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCS8
1120000.00000000
PA
USD
1086138.42000000
0.034379872732
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95000000
N
N
N
N
N
N
Bluegreen Vacations Holding Corp.
549300HWTUPNFVNT5B06
Bluegreen Vacations Holding Corp.
096308101
55.00000000
NS
USD
1843.05000000
0.000058338627
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill, Inc.
N/A
Chipotle Mexican Grill, Inc., Class A
169656105
1278.00000000
NS
USD
2482131.60000000
0.078567673273
Long
EC
CORP
US
N
1
N
N
N
Adobe, Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
21591.00000000
NS
USD
11487707.46000000
0.363623929681
Long
EC
CORP
US
N
1
N
N
N
Sapiens International Corp. NV
N/A
Sapiens International Corp. NV
N/A
2033.00000000
NS
USD
51841.50000000
0.001640954909
Long
EC
CORP
KY
N
1
N
N
N
Acuity Brands, Inc.
N/A
Acuity Brands, Inc.
00508Y102
1505.00000000
NS
USD
243764.85000000
0.007715963605
Long
EC
CORP
US
N
1
N
N
N
First Busey Corp.
549300X4ZNLYSX7GUY60
First Busey Corp.
319383204
4468.00000000
NS
USD
88734.48000000
0.002808739727
Long
EC
CORP
US
N
1
N
N
N
Hallador Energy Co.
254900GKEQRHOI2SSC19
Hallador Energy Co.
40609P105
1649.00000000
NS
USD
23053.02000000
0.000729704316
Long
EC
CORP
US
N
1
N
N
Inspired Entertainment, Inc.
549300ZUGYK6NBIU6D69
Inspired Entertainment, Inc.
45782N108
146.00000000
NS
USD
1457.08000000
0.000046121400
Long
EC
CORP
US
N
1
N
N
N
PTC Therapeutics, Inc.
549300UJLWOIWFDGB318
PTC Therapeutics, Inc.
69366J200
3199.00000000
NS
USD
59981.25000000
0.001898604913
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corp.
529900053A7X7FJ97S58
Regency Centers Corp.
758849103
8583.00000000
NS
USD
517211.58000000
0.016371456868
Long
EC
CORP
US
N
1
N
N
N
Agilysys, Inc.
5299001XWB5V3B5IPN93
Agilysys, Inc.
00847J105
988.00000000
NS
USD
84760.52000000
0.002682950751
Long
EC
CORP
US
N
1
N
N
N
Carvana Co.
5493003WEAK2PJ5WS063
Carvana Co., Class A
146869102
4006.00000000
NS
USD
108162.00000000
0.003423684979
Long
EC
CORP
US
N
1
N
N
Northwestern Energy Group, Inc.
254900N1WG46G1VMDM34
Northwestern Energy Group, Inc.
668074305
2670.00000000
NS
USD
128186.70000000
0.004057532954
Long
EC
CORP
US
N
1
N
N
N
Haleon US Capital LLC
549300N8C3A3L0UVQB07
Haleon US Capital LLC
36264FAK7
890000.00000000
PA
USD
820732.43000000
0.025978895480
Long
DBT
CORP
US
N
2
2027-03-24
Fixed
3.37500000
N
N
N
N
N
N
Vestis Corp.
N/A
Vestis Corp.
29430C102
5567.00000000
NS
USD
85119.43000000
0.002694311439
Long
EC
CORP
US
N
1
N
N
Pilgrim's Pride Corp.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp.
72147K108
238.00000000
NS
USD
6069.00000000
0.000192103919
Long
EC
CORP
US
N
1
N
N
N
Great Southern Bancorp, Inc.
5493000ZL7DLNMN1AB26
Great Southern Bancorp, Inc.
390905107
480.00000000
NS
USD
23865.60000000
0.000755425160
Long
EC
CORP
US
N
1
N
N
Diamond Hill Investment Group, Inc.
549300AQ6779A0B7VZ57
Diamond Hill Investment Group, Inc.
25264R207
403.00000000
NS
USD
63311.30000000
0.002004012008
Long
EC
CORP
US
N
1
N
N
N
Ultragenyx Pharmaceutical, Inc.
529900EV44GVDN1DCX77
Ultragenyx Pharmaceutical, Inc.
90400D108
3168.00000000
NS
USD
112147.20000000
0.003549829738
Long
EC
CORP
US
N
1
N
N
N
Hess Corp.
UASVRYNXNK17ULIGK870
Hess Corp.
42809H107
13158.00000000
NS
USD
1900015.20000000
0.060141764219
Long
EC
CORP
US
N
1
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
82172.00000000
NS
USD
3300849.24000000
0.104482793987
Long
EC
CORP
US
N
1
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
04273MY23
11700000.00000000
PA
USD
11696185.80000000
0.370222958556
Long
STIV
CORP
US
N
2
2023-11-02
None
0.00000000
N
N
N
N
N
N
Seres Therapeutics, Inc.
549300GMXBE5NUWISF13
Seres Therapeutics, Inc.
81750R102
1738.00000000
NS
USD
2659.14000000
0.000084170574
Long
EC
CORP
US
N
1
N
N
Freshworks, Inc.
254900ULRGCUEIK0K191
Freshworks, Inc., Class A
358054104
7604.00000000
NS
USD
136415.76000000
0.004318009915
Long
EC
CORP
US
N
1
N
N
AvidXchange Holdings, Inc.
N/A
AvidXchange Holdings, Inc.
05368X102
6807.00000000
NS
USD
58812.48000000
0.001861609478
Long
EC
CORP
US
N
1
N
N
EngageSmart, Inc.
N/A
EngageSmart, Inc.
29283F103
1539.00000000
NS
USD
34858.35000000
0.001103382050
Long
EC
CORP
US
N
1
N
N
N
Sphere Entertainment Co.
N/A
Sphere Entertainment Co.
55826T102
889.00000000
NS
USD
29256.99000000
0.000926080483
Long
EC
CORP
US
N
1
N
N
N
Nidec Corp.
353800IF171MZTNL6Y31
Nidec Corp.
N/A
21400.00000000
NS
783139.79000000
0.024788964109
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
3 Month SOFR
N/A
104.00000000
NC
USD
650.00000000
0.000020574649
N/A
DIR
US
N
1
CME3680
N/A
Call
Purchased
N/A
3 Month SOFR
250000.00000000
97.50000000
USD
2023-12-15
XXXX
-132374.66000000
N
N
N
Apollo Commercial Real Estate Finance, Inc.
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance, Inc.
03762U105
5784.00000000
NS
USD
57608.64000000
0.001823503961
Long
EC
CORP
US
N
1
N
N
N
iShares Core S&P 500 ETF
5493007M4YMN8XL48C14
iShares Core S&P 500 ETF
464287200
5257.00000000
NS
USD
2207624.58000000
0.069878618326
Long
RF
US
N
1
N
N
NewMarket Corp.
54930082CG88ERDREQ47
NewMarket Corp.
651587107
298.00000000
NS
USD
143680.70000000
0.004547969291
Long
EC
CORP
US
N
1
N
N
N
Exponent, Inc.
529900NY3F5Q2NWPUZ42
Exponent, Inc.
30214U102
2380.00000000
NS
USD
174430.20000000
0.005521292651
Long
EC
CORP
US
N
1
N
N
N
Vital Energy, Inc.
549300X0PTWU2QSLSL14
Vital Energy, Inc.
516806205
795.00000000
NS
USD
39781.80000000
0.001259225523
Long
EC
CORP
US
N
1
N
N
N/A
N/A
3 Month SOFR
N/A
82.00000000
NC
USD
22037.50000000
0.000697559750
N/A
DIR
US
N
1
CME3680
N/A
Call
Purchased
N/A
3 Month SOFR
250000.00000000
97.25000000
USD
2024-09-13
XXXX
-87413.74000000
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp., Series A
337932AN7
2500000.00000000
PA
USD
2250194.50000000
0.071226097068
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.60000000
N
N
N
N
N
N
AssetMark Financial Holdings, Inc.
5493001K4EDHT2T6W812
AssetMark Financial Holdings, Inc.
04546L106
2014.00000000
NS
USD
48154.74000000
0.001524256763
Long
EC
CORP
US
N
1
N
N
N
Revvity, Inc.
549300IKL1SDPFI7N655
Revvity, Inc.
714046109
5918.00000000
NS
USD
490306.30000000
0.015519815783
Long
EC
CORP
US
N
1
N
N
N
Luther Burbank Corp.
5493007YRUZ4ZDZM0J48
Luther Burbank Corp.
550550107
1161.00000000
NS
USD
9450.54000000
0.000299140842
Long
EC
CORP
US
N
1
N
N
N
PetMed Express, Inc.
529900PGHW5ASJ1AZL48
PetMed Express, Inc.
716382106
953.00000000
NS
USD
6566.17000000
0.000207840994
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XVT0
194899.99000000
PA
USD
186535.66000000
0.005904470491
Long
ABS-MBS
USGA
US
N
2
2053-03-20
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
CDI
N/A
7905000.00000000
PA
USD
-55255.35000000
-0.00174901455
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American High Yield Index Series 41-V1
Markit CDX North American High Yield Index Series 41-V1
Y
Payout of notional amount upon default event with regard to the reference instrument
2028-12-20
59392.39000000
USD
0.00000000
USD
7905000.00000000
USD
-55255.35000000
N
N
N
Qualys, Inc.
549300EMBXYOW9W1XA17
Qualys, Inc.
74758T303
1768.00000000
NS
USD
270415.60000000
0.008559547974
Long
EC
CORP
US
N
1
N
N
Honest Co., Inc. (The)
N/A
Honest Co., Inc. (The)
438333106
339.00000000
NS
USD
393.24000000
0.000012447346
Long
EC
CORP
US
N
1
N
N
Shattuck Labs, Inc.
N/A
Shattuck Labs, Inc.
82024L103
215.00000000
NS
USD
348.30000000
0.000011024846
Long
EC
CORP
US
N
1
N
N
N
Northeast Bank
549300F0LV9TSW34E306
Northeast Bank
66405S100
50.00000000
NS
USD
2387.00000000
0.000075556443
Long
EC
CORP
US
N
1
N
N
N
Ensign Group, Inc. (The)
5493003K4HEEA8Q0BC72
Ensign Group, Inc. (The)
29358P101
2416.00000000
NS
USD
233385.60000000
0.007387426020
Long
EC
CORP
US
N
1
N
N
N
Veeva Systems, Inc.
549300YZEXPDB92M2F02
Veeva Systems, Inc., Class A
922475108
6819.00000000
NS
USD
1314089.49000000
0.041595277906
Long
EC
CORP
US
N
1
N
N
N
5E Advanced Materials, Inc.
254900H5C60Y146YOH74
5E Advanced Materials, Inc.
33830Q109
808.00000000
NS
USD
1818.00000000
0.000057545711
Long
EC
CORP
US
N
1
N
N
Bank of Marin Bancorp
N/A
Bank of Marin Bancorp
063425102
1844.00000000
NS
USD
30979.20000000
0.000980594124
Long
EC
CORP
US
N
1
N
N
N
Amkor Technology, Inc.
529900VHLRTKPWZJBM84
Amkor Technology, Inc.
031652100
4679.00000000
NS
USD
97603.94000000
0.003089487466
Long
EC
CORP
US
N
1
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust, Series 2021-1A, Class A1B
63942NAB4
1755527.54000000
PA
USD
1728677.10000000
0.054718346758
Long
ABS-O
CORP
US
Y
2
2069-12-26
Floating
6.03510120
N
N
N
N
N
N
Vertiv Holdings Co.
549300KTTIRAOGXCRV69
Vertiv Holdings Co., Class A
92537N108
15140.00000000
NS
USD
594547.80000000
0.018819403973
Long
EC
CORP
US
N
1
N
N
Hope Bancorp, Inc.
549300UTF4QGMBHIZ219
Hope Bancorp, Inc.
43940T109
657.00000000
NS
USD
5755.32000000
0.000182174910
Long
EC
CORP
US
N
1
N
N
N
American Well Corp.
N/A
American Well Corp., Class A
03044L105
16190.00000000
NS
USD
18942.30000000
0.000599586435
Long
EC
CORP
US
N
1
N
N
N
ZoomInfo Technologies, Inc.
2549008GSAHW4UWFEM58
ZoomInfo Technologies, Inc., Class A
98980F104
14464.00000000
NS
USD
187453.44000000
0.005933521263
Long
EC
CORP
US
N
1
N
N
Mayville Engineering Co., Inc.
9845008D43E42A7FC362
Mayville Engineering Co., Inc.
578605107
813.00000000
NS
USD
9829.17000000
0.000311125734
Long
EC
CORP
US
N
1
N
N
N
Franco-Nevada Corp.
N/A
Franco-Nevada Corp.
351858105
865.00000000
NS
USD
105140.75000000
0.003328052426
Long
EC
CORP
CA
N
1
N
N
N
Waterstone Financial, Inc.
5493002KM21XRC2DCQ02
Waterstone Financial, Inc.
94188P101
1474.00000000
NS
USD
15919.20000000
0.000503895323
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SF6
180000.00000000
PA
USD
123897.66000000
0.003921770654
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
37790AAA1
29700000.00000000
PA
USD
29352688.20000000
0.929109647608
Long
STIV
CORP
US
Y
2
2024-01-10
None
0.00000000
N
N
N
N
N
N
SJW Group
N/A
SJW Group
784305104
1495.00000000
NS
USD
93407.60000000
0.002956659428
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QNSY9
361302.62000000
PA
USD
290602.07000000
0.009198516504
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
Lennox International, Inc.
S7DWAC87RDMPBF77GJ92
Lennox International, Inc.
526107107
1230.00000000
NS
USD
455764.20000000
0.014426444091
Long
EC
CORP
US
N
1
N
N
N
ROBLOX Corp.
N/A
ROBLOX Corp., Class A
771049103
20993.00000000
NS
USD
667787.33000000
0.021137677292
Long
EC
CORP
US
N
1
N
N
Performance Food Group Co.
549300EUK8GR9IT1YK57
Performance Food Group Co.
71377A103
6534.00000000
NS
USD
377403.84000000
0.011946079568
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622AANA8
47382.82000000
PA
USD
40928.43000000
0.001295520155
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
3.50000000
N
N
N
N
N
N
TreeHouse Foods, Inc.
5493007M7EVHE470Q576
TreeHouse Foods, Inc.
89469A104
2467.00000000
NS
USD
102849.23000000
0.003255518240
Long
EC
CORP
US
N
1
N
N
N
Workiva, Inc.
529900RTOQ8GRWHY1O58
Workiva, Inc., Class A
98139A105
2228.00000000
NS
USD
194036.52000000
0.006141897515
Long
EC
CORP
US
N
1
N
N
N
Nuvalent, Inc.
N/A
Nuvalent, Inc., Class A
670703107
705.00000000
NS
USD
36723.45000000
0.001162418632
Long
EC
CORP
US
N
1
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
11896.00000000
NS
USD
2870623.76000000
0.090864734837
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677105
9999.00000000
NS
USD
1190280.96000000
0.037676328510
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140L2QE6
152075.29000000
PA
USD
112582.60000000
0.003563611588
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Beauty Health Co. (The)
5493001Z2JZQT4C63C50
Beauty Health Co. (The)
88331L108
4935.00000000
NS
USD
19986.75000000
0.000632646731
Long
EC
CORP
US
N
1
N
N
CEVA, Inc.
529900G9T7CVU2J2VU73
CEVA, Inc.
157210105
1028.00000000
NS
USD
17650.76000000
0.000558704923
Long
EC
CORP
US
N
1
N
N
N
MassMutual Global Funding II
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WDK3
200000.00000000
PA
USD
194618.41000000
0.006160316257
Long
DBT
CORP
US
Y
2
2025-08-26
Fixed
4.15000000
N
N
N
N
N
N
Ambac Financial Group, Inc.
5493000UC0RBBNDHI717
Ambac Financial Group, Inc.
023139884
1810.00000000
NS
USD
21955.30000000
0.000694957848
Long
EC
CORP
US
N
1
N
N
N
ARMOUR Residential REIT, Inc.
549300K0WA0EJUX74V72
ARMOUR Residential REIT, Inc.
042315705
2211.00000000
NS
USD
32214.27000000
0.001019688174
Long
EC
CORP
US
N
1
N
N
N
Astria Therapeutics, Inc.
N/A
Astria Therapeutics, Inc.
04635X102
1849.00000000
NS
USD
9226.51000000
0.000292049552
Long
EC
CORP
US
N
1
N
N
Cato Corp. (The)
529900R4SJUY7GCUU865
Cato Corp. (The), Class A
149205106
918.00000000
NS
USD
6545.34000000
0.000207181655
Long
EC
CORP
US
N
1
N
N
N
Navient Private Education Refi Loan Trust
N/A
Navient Private Education Refi Loan Trust, Series 2020-CA, Class A2A
63941KAB1
0.01000000
PA
USD
0.01000000
0.000000000316
Long
ABS-O
CORP
US
Y
2
2068-11-15
Fixed
2.15000000
N
N
N
N
N
N
Aurora Innovation, Inc.
N/A
Aurora Innovation, Inc.
051774107
10790.00000000
NS
USD
18882.50000000
0.000597693567
Long
EC
CORP
US
N
1
N
N
Ralph Lauren Corp.
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp., Class A
751212101
1959.00000000
NS
USD
220446.27000000
0.006977853436
Long
EC
CORP
US
N
1
N
N
N
Winmark Corp.
N/A
Winmark Corp.
974250102
114.00000000
NS
USD
45978.48000000
0.001455370937
Long
EC
CORP
US
N
1
N
N
N
HNI Corp.
549300SKRADLC4O5HV93
HNI Corp.
404251100
2579.00000000
NS
USD
89465.51000000
0.002831879244
Long
EC
CORP
US
N
1
N
N
Autodesk, Inc.
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc.
052769106
9972.00000000
NS
USD
1970766.36000000
0.062381272399
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VDD3
700000.00000000
PA
USD
644486.54000000
0.020400130236
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.62500000
N
N
N
N
N
N
AtriCure, Inc.
N/A
AtriCure, Inc.
04963C209
2252.00000000
NS
USD
78009.28000000
0.002469251680
Long
EC
CORP
US
N
1
N
N
N
Livent Corp.
254900OOLQ2VNMZTJL47
Livent Corp.
53814L108
8328.00000000
NS
USD
121505.52000000
0.003846051513
Long
EC
CORP
US
N
1
N
N
Independent Bank Corp.
N/A
Independent Bank Corp.
453838609
914.00000000
NS
USD
18234.30000000
0.000577175893
Long
EC
CORP
US
N
1
N
N
N
Plexus Corp.
549300W7HCBI5YT25I79
Plexus Corp.
729132100
1278.00000000
NS
USD
125652.96000000
0.003977331704
Long
EC
CORP
US
N
1
N
N
Petroleos del Peru SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
716564AA7
1190000.00000000
PA
USD
793668.36000000
0.025122228167
Long
DBT
NUSS
PE
Y
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
Deere & Co.
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199105
12695.00000000
NS
USD
4638245.20000000
0.146815798741
Long
EC
CORP
US
N
1
N
N
N
Bio-Rad Laboratories, Inc.
549300ZC1GPV35XYDK53
Bio-Rad Laboratories, Inc., Class A
090572207
989.00000000
NS
USD
272251.92000000
0.008617673574
Long
EC
CORP
US
N
1
N
N
N
Veritiv Corp.
529900VQARHWQROHAS58
Veritiv Corp.
923454102
583.00000000
NS
USD
98766.03000000
0.003126271457
Long
EC
CORP
US
N
1
N
N
N
Asana, Inc.
254900X7UAJNMLPLZ510
Asana, Inc., Class A
04342Y104
3424.00000000
NS
USD
63241.28000000
0.002001795643
Long
EC
CORP
US
N
1
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829107
23321.00000000
NS
USD
1550613.29000000
0.049082038334
Long
EC
CORP
US
N
1
N
N
N
Eventbrite, Inc.
549300N6XBV2B1FAUF55
Eventbrite, Inc., Class A
29975E109
3480.00000000
NS
USD
28814.40000000
0.000912071046
Long
EC
CORP
US
N
1
N
N
ePlus, Inc.
529900FFY8AAFJ21NE91
ePlus, Inc.
294268107
1050.00000000
NS
USD
65625.00000000
0.002077248264
Long
EC
CORP
US
N
1
N
N
N
TransDigm Group, Inc.
N/A
TransDigm Group, Inc.
893641100
2423.00000000
NS
USD
2006462.07000000
0.063511159662
Long
EC
CORP
US
N
1
N
N
N
MarketAxess Holdings, Inc.
5493002U1CA1XJOVID83
MarketAxess Holdings, Inc.
57060D108
1802.00000000
NS
USD
385177.50000000
0.012192141614
Long
EC
CORP
US
N
1
N
N
N
Regencell Bioscience Holdings Ltd.
N/A
Regencell Bioscience Holdings Ltd.
N/A
15.00000000
NS
USD
217.80000000
0.000006894090
Long
EC
CORP
KY
N
1
N
N
N
Huntsman Corp.
5299000V56320A7RIQ67
Huntsman Corp.
447011107
8382.00000000
NS
USD
195552.06000000
0.006189869367
Long
EC
CORP
US
N
1
N
N
N
Universal Health Services, Inc.
549300YGMGQDO0NMJD09
Universal Health Services, Inc., Class B
913903100
2824.00000000
NS
USD
355513.36000000
0.011253173487
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCM5
1330000.00000000
PA
USD
1258417.19000000
0.039833065509
Long
DBT
CORP
US
N
2
2028-05-06
Fixed
4.50000000
N
N
N
N
N
N
Builders FirstSource, Inc.
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008R107
5186.00000000
NS
USD
562784.72000000
0.017813997454
Long
EC
CORP
US
N
1
N
N
N
Alto Ingredients, Inc.
549300TI77MKE21DLE34
Alto Ingredients, Inc.
021513106
426.00000000
NS
USD
1772.16000000
0.000056094724
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
N/A
10961.00000000
NS
USD
928725.53000000
0.029397234216
Long
EC
CORP
LR
N
1
N
N
Lyft, Inc.
549300H7I5VN334XVZ52
Lyft, Inc., Class A
55087P104
14639.00000000
NS
USD
134239.63000000
0.004249128205
Long
EC
CORP
US
N
1
N
N
Telos Corp.
N/A
Telos Corp.
87969B101
289.00000000
NS
USD
670.48000000
0.000021222909
Long
EC
CORP
US
N
1
N
N
N
CF SECURED LLC
254900OXTV81I73FAT50
Treasury Repurchase Agreement
N/A
20170047.70000000
PA
USD
20170047.70000000
0.638448709811
Long
RA
CORP
US
N
2
Repurchase
Y
5.30000000
2023-11-01
21084823.22930000
USD
20576478.19620000
USD
UST
N
N
Cross Country Healthcare, Inc.
54930037L0NBIPZ5S663
Cross Country Healthcare, Inc.
227483104
1558.00000000
NS
USD
36083.28000000
0.001142155135
Long
EC
CORP
US
N
1
N
N
N
Ventas, Inc.
ORQTRC074CWLT3DKHT41
Ventas, Inc.
92276F100
18893.00000000
NS
USD
802196.78000000
0.025392180862
Long
EC
CORP
US
N
1
N
N
N
Nu Skin Enterprises, Inc.
54930050DETB6CP71D38
Nu Skin Enterprises, Inc., Class A
67018T105
2469.00000000
NS
USD
46886.31000000
0.001484106759
Long
EC
CORP
US
N
1
N
N
N
Codexis, Inc.
N/A
Codexis, Inc.
192005106
4018.00000000
NS
USD
6669.88000000
0.000211123758
Long
EC
CORP
US
N
1
N
N
N
Big 5 Sporting Goods Corp.
529900BFAM7VKQMKUC49
Big 5 Sporting Goods Corp.
08915P101
1620.00000000
NS
USD
11437.20000000
0.000362025201
Long
EC
CORP
US
N
1
N
N
Astronics Corp.
549300NNXCF8H4MSMK17
Astronics Corp.
046433108
969.00000000
NS
USD
14854.77000000
0.000470202593
Long
EC
CORP
US
N
1
N
N
N
Universal Display Corp.
N/A
Universal Display Corp.
91347P105
2171.00000000
NS
USD
302159.78000000
0.009564356245
Long
EC
CORP
US
N
1
N
N
N
Ultra Clean Holdings, Inc.
5493007L6LS7QX18PE75
Ultra Clean Holdings, Inc.
90385V107
2029.00000000
NS
USD
48411.94000000
0.001532397993
Long
EC
CORP
US
N
1
N
N
N
Palmer Square CLO Ltd.
549300Y43K78UTRMTN21
Palmer Square CLO Ltd., Series 2019-1A, Class A1R
69700GAJ1
1500000.00000000
PA
USD
1491489.00000000
0.047210559038
Long
ABS-CBDO
CORP
KY
Y
2
2034-11-14
Floating
6.78075840
N
N
N
N
N
N
Cabaletta Bio, Inc.
N/A
Cabaletta Bio, Inc.
12674W109
1893.00000000
NS
USD
26994.18000000
0.000854455063
Long
EC
CORP
US
N
1
N
N
N
UMB Financial Corp.
549300MGEH3N3CUCV828
UMB Financial Corp.
902788108
2236.00000000
NS
USD
140241.92000000
0.004439120532
Long
EC
CORP
US
N
1
N
N
N
Axis Capital Holdings Ltd.
N/A
Axis Capital Holdings Ltd.
N/A
3610.00000000
NS
USD
206131.00000000
0.006524727802
Long
EC
CORP
BM
N
1
N
N
N
Ashland, Inc.
529900E4L9R04SB8HB11
Ashland, Inc.
044186104
2437.00000000
NS
USD
186747.31000000
0.005911169914
Long
EC
CORP
US
N
1
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BT8
280000.00000000
PA
USD
263649.91000000
0.008345391512
Long
DBT
CORP
NL
N
2
2026-05-10
Fixed
2.87500000
N
N
N
N
N
N
Clearwater Paper Corp.
549300HCVV19GXN4P292
Clearwater Paper Corp.
18538R103
664.00000000
NS
USD
22449.84000000
0.000710611675
Long
EC
CORP
US
N
1
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2022-R07, Class 1M1
20754MBZ9
0.08000000
PA
USD
0.08000000
0.000000002532
Long
ABS-MBS
CORP
US
Y
2
2042-06-25
Floating
8.27064000
N
N
N
N
N
N
Red Rock Resorts, Inc.
N/A
Red Rock Resorts, Inc., Class A
75700L108
2072.00000000
NS
USD
81947.60000000
0.002593912531
Long
EC
CORP
US
N
1
N
N
Playstudios, Inc.
N/A
Playstudios, Inc.
72815G108
3546.00000000
NS
USD
10035.18000000
0.000317646632
Long
EC
CORP
US
N
1
N
N
EVERTEC, Inc.
N/A
EVERTEC, Inc.
30040P103
3165.00000000
NS
USD
100583.70000000
0.003183806724
Long
EC
CORP
PR
N
1
N
N
Eagle Pharmaceuticals, Inc.
549300TN20OLYTJVP152
Eagle Pharmaceuticals, Inc.
269796108
403.00000000
NS
USD
5533.19000000
0.000175143761
Long
EC
CORP
US
N
1
N
N
N
Vector Group Ltd.
549300TUIF4WWN6NDN50
Vector Group Ltd.
92240M108
6975.00000000
NS
USD
71703.00000000
0.002269637063
Long
EC
CORP
US
N
1
N
N
Bristow Group, Inc.
5493005Q24EN3UC1PV68
Bristow Group, Inc., Class A
11040G103
379.00000000
NS
USD
9907.06000000
0.000313591210
Long
EC
CORP
US
N
1
N
N
N
Johnson Outdoors, Inc.
N/A
Johnson Outdoors, Inc., Class A
479167108
232.00000000
NS
USD
11031.60000000
0.000349186620
Long
EC
CORP
US
N
1
N
N
N
Lincoln Electric Holdings, Inc.
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings, Inc.
533900106
2606.00000000
NS
USD
455528.80000000
0.014418992903
Long
EC
CORP
US
N
1
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AK6
410000.00000000
PA
USD
297189.12000000
0.009407018419
Long
DBT
NUSS
MX
Y
2
2033-07-26
Fixed
3.87500000
N
N
N
N
N
N
Ventyx Biosciences, Inc.
N/A
Ventyx Biosciences, Inc.
92332V107
1981.00000000
NS
USD
28566.02000000
0.000904208997
Long
EC
CORP
US
N
1
N
N
Consolidated Edison, Inc.
54930033SBW53OO8T749
Consolidated Edison, Inc.
209115104
18315.00000000
NS
USD
1607873.85000000
0.050894524412
Long
EC
CORP
US
N
1
N
N
N
Gorman-Rupp Co. (The)
254900WVLPOIWPGJPA07
Gorman-Rupp Co. (The)
383082104
733.00000000
NS
USD
21660.15000000
0.000685615375
Long
EC
CORP
US
N
1
N
N
N
ESCO Technologies, Inc.
5493007JJLP5MEWVDH10
ESCO Technologies, Inc.
296315104
1242.00000000
NS
USD
120747.24000000
0.003822049443
Long
EC
CORP
US
N
1
N
N
N
Semler Scientific, Inc.
549300ZHL16S29QTW485
Semler Scientific, Inc.
81684M104
364.00000000
NS
USD
10617.88000000
0.000336091014
Long
EC
CORP
US
N
1
N
N
N
CNA Financial Corp.
549300YX2GSZD7YG1R84
CNA Financial Corp.
126117100
879.00000000
NS
USD
35511.60000000
0.001124059572
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2020-NNN, Class GFX
46652BBQ1
3550000.00000000
PA
USD
905250.00000000
0.028654156061
Long
ABS-MBS
CORP
US
Y
2
2037-01-16
Variable
4.68819000
N
N
N
N
N
N
Horace Mann Educators Corp.
254900G5YAV3A2YK8T32
Horace Mann Educators Corp.
440327104
771.00000000
NS
USD
24463.83000000
0.000774361118
Long
EC
CORP
US
N
1
N
N
N
US Silica Holdings, Inc.
529900HOXGPM9F75C193
US Silica Holdings, Inc.
90346E103
3663.00000000
NS
USD
44212.41000000
0.001399468982
Long
EC
CORP
US
N
1
N
N
N
Daily Journal Corp.
2549004ASTNVLR8YWZ33
Daily Journal Corp.
233912104
51.00000000
NS
USD
14835.39000000
0.000469589152
Long
EC
CORP
US
N
1
N
N
N
Tennant Co.
JYAIRLT8DVP6DP8UT336
Tennant Co.
880345103
919.00000000
NS
USD
68208.18000000
0.002159014453
Long
EC
CORP
US
N
1
N
N
N
Skyward Specialty Insurance Group, Inc.
549300GXGXJG0YH4VN21
Skyward Specialty Insurance Group, Inc.
830940102
108.00000000
NS
USD
3040.20000000
0.000096232383
Long
EC
CORP
US
N
1
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229106
18391.00000000
NS
USD
123587.52000000
0.003911953698
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671D857
66705.00000000
NS
USD
2253294.90000000
0.071324234980
Long
EC
CORP
US
N
1
N
N
N
Goosehead Insurance, Inc.
549300WH5MBIWHJ9XY95
Goosehead Insurance, Inc., Class A
38267D109
993.00000000
NS
USD
64415.91000000
0.002038976567
Long
EC
CORP
US
N
1
N
N
N
CS Disco, Inc.
N/A
CS Disco, Inc.
126327105
2313.00000000
NS
USD
12975.93000000
0.000410731094
Long
EC
CORP
US
N
1
N
N
N
Natera, Inc.
N/A
Natera, Inc.
632307104
4844.00000000
NS
USD
191192.68000000
0.006051880574
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
iShares Russell 2000 ETF
N/A
-30470400.00000000
NC
USD
-228.76000000
-0.00000724101
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
Call
Written
iShares Russell 2000 ETF
iShares Russell 2000 ETF
1.00000000
192.00000000
USD
2023-11-17
XXXX
93404.24000000
N
N
N
Advanced Drainage Systems, Inc.
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc.
00790R104
2949.00000000
NS
USD
315041.67000000
0.009972110663
Long
EC
CORP
US
N
1
N
N
Great Lakes Kcap F3c Senior LLC
5493006EPGSPYDWRRN21
Great Lakes Kcap F3c Senior LLC, Series 2017-1A, Class A
48669RAA9
0.01000000
PA
USD
0.01000000
0.000000000316
Long
ABS-CBDO
CORP
US
Y
2
2029-12-20
Floating
7.55946000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587107
51224.00000000
NS
USD
3447375.20000000
0.109120825166
Long
EC
CORP
US
N
1
N
N
N
NBT Bancorp, Inc.
N/A
NBT Bancorp, Inc.
628778102
793.00000000
NS
USD
26541.71000000
0.000840132891
Long
EC
CORP
US
N
1
N
N
N
Leslie's, Inc.
N/A
Leslie's, Inc.
527064109
7922.00000000
NS
USD
39134.68000000
0.001238742036
Long
EC
CORP
US
N
1
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2019-1, Class M
35563PJQ3
1850000.00000000
PA
USD
1618292.50000000
0.051224309138
Long
ABS-MBS
CORP
US
Y
2
2058-07-25
Variable
4.74999840
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust, Series 2019-HY2, Class A1
89177HAA0
667808.96000000
PA
USD
671834.91000000
0.021265796584
Long
ABS-MBS
CORP
US
Y
2
2058-05-25
Floating
6.43892040
N
N
N
N
N
N
VSE Corp.
549300QWJYQDH4U5XI15
VSE Corp.
918284100
91.00000000
NS
USD
4895.80000000
0.000154968259
Long
EC
CORP
US
N
1
N
N
Duluth Holdings, Inc.
549300B6G8G3WGHFYU15
Duluth Holdings, Inc., Class B
26443V101
482.00000000
NS
USD
2424.46000000
0.000076742176
Long
EC
CORP
US
N
1
N
N
N
MSCI, Inc.
549300HTIN2PD78UB763
MSCI, Inc., Class A
55354G100
3670.00000000
NS
USD
1730588.50000000
0.054778848888
Long
EC
CORP
US
N
1
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834AE7
185000.00000000
PA
USD
169356.49000000
0.005360692951
Long
DBT
CORP
US
N
2
2026-08-18
Fixed
3.50000000
N
N
N
N
N
N
Informatica, Inc.
N/A
Informatica, Inc., Class A
45674M101
1681.00000000
NS
USD
32241.58000000
0.001020552626
Long
EC
CORP
US
N
1
N
N
GXO Logistics, Inc.
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262G101
5469.00000000
NS
USD
276239.19000000
0.008743883855
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp.
254900ARY41P4V1JL861
Kimco Realty Corp.
49446R109
28524.00000000
NS
USD
511720.56000000
0.016197647927
Long
EC
CORP
US
N
1
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348106
11833.00000000
NS
USD
2818738.93000000
0.089222408390
Long
EC
CORP
US
N
1
N
N
N
Mister Car Wash, Inc.
N/A
Mister Car Wash, Inc.
60646V105
5506.00000000
NS
USD
28631.20000000
0.000906272160
Long
EC
CORP
US
N
1
N
N
Celanese Corp.
549300FHJQTDPPN41627
Celanese Corp., Class A
150870103
4570.00000000
NS
USD
523310.70000000
0.016564514185
Long
EC
CORP
US
N
1
N
N
Resources Connection, Inc.
N/A
Resources Connection, Inc.
76122Q105
1261.00000000
NS
USD
16985.67000000
0.000537652625
Long
EC
CORP
US
N
1
N
N
N
Annaly Capital Management, Inc.
2DTL0G3FPRYUT58TI025
Annaly Capital Management, Inc.
035710839
22421.00000000
NS
USD
349991.81000000
0.011078398170
Long
EC
CORP
US
N
1
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081102
16662.00000000
NS
USD
317910.96000000
0.010062933180
Long
EC
CORP
US
N
1
N
N
N
Kinnate Biopharma, Inc.
549300YVIWV7HJ5WHI66
Kinnate Biopharma, Inc.
49705R105
116.00000000
NS
USD
128.76000000
0.000004075679
Long
EC
CORP
US
N
1
N
N
N
FuelCell Energy, Inc.
549300SRU8020X1X9J22
FuelCell Energy, Inc.
35952H601
19053.00000000
NS
USD
20767.77000000
0.000657368597
Long
EC
CORP
US
N
1
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
850000.00000000
PA
USD
771207.76000000
0.024411275902
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
Kura Sushi USA, Inc.
N/A
Kura Sushi USA, Inc., Class A
501270102
166.00000000
NS
USD
9485.24000000
0.000300239212
Long
EC
CORP
US
N
1
N
N
WW International, Inc.
SGT8R1MU6ESIC7UJC518
WW International, Inc.
98262P101
1762.00000000
NS
USD
13778.84000000
0.000436145851
Long
EC
CORP
US
N
1
N
N
N
Octagon Investment Partners XXI Ltd.
549300XIS9D4AHDX5A35
Octagon Investment Partners XXI Ltd., Series 2014-1A, Class AAR3
67590QBK2
1170000.00000000
PA
USD
1162413.72000000
0.036794238211
Long
ABS-CBDO
CORP
KY
Y
2
2031-02-14
Floating
6.63076080
N
N
N
N
N
N
CNB Financial Corp.
254900RUYUOKD91VNX69
CNB Financial Corp.
126128107
674.00000000
NS
USD
12253.32000000
0.000387858098
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hills Bancorp, Inc.
549300AS2OC6UMMBNO37
Berkshire Hills Bancorp, Inc.
084680107
679.00000000
NS
USD
13315.19000000
0.000421469795
Long
EC
CORP
US
N
1
N
N
N
Dakota Gold Corp.
N/A
Dakota Gold Corp.
46655E100
328.00000000
NS
USD
944.64000000
0.000029900979
Long
EC
CORP
US
N
1
N
N
N
Monro, Inc.
N/A
Monro, Inc.
610236101
1232.00000000
NS
USD
30578.24000000
0.000967902414
Long
EC
CORP
US
N
1
N
N
N
Blackstone Mortgage Trust, Inc.
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust, Inc., Class A
09257W100
7056.00000000
NS
USD
140767.20000000
0.004455747381
Long
EC
CORP
US
N
1
N
N
N
Consolidated Communications Holdings, Inc.
529900F6S64KOO8CXH48
Consolidated Communications Holdings, Inc.
209034107
2913.00000000
NS
USD
12147.21000000
0.000384499365
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XK5Q9
93328.33000000
PA
USD
91230.98000000
0.002887762207
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
6.00000000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278X109
8290.00000000
NS
USD
1329052.80000000
0.042068916149
Long
EC
CORP
US
N
1
N
N
N
Alerus Financial Corp.
5493008BXLBPPELQ3G57
Alerus Financial Corp.
01446U103
522.00000000
NS
USD
9035.82000000
0.000286013583
Long
EC
CORP
US
N
1
N
N
Greenlight Capital Re Ltd.
549300Q9HRIFA2BGHJ51
Greenlight Capital Re Ltd., Class A
N/A
1456.00000000
NS
USD
16234.40000000
0.000513872445
Long
EC
CORP
KY
N
1
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
92918.00000000
NS
USD
3669331.82000000
0.116146486175
Long
EC
CORP
US
N
1
N
N
N
Brunswick Corp.
YM4O38W15AX4YLLQKU27
Brunswick Corp.
117043109
3237.00000000
NS
USD
224874.39000000
0.007118018078
Long
EC
CORP
US
N
1
N
N
N
York Water Co. (The)
N/A
York Water Co. (The)
987184108
1069.00000000
NS
USD
38558.83000000
0.001220514479
Long
EC
CORP
US
N
1
N
N
N
Bandwidth, Inc.
549300QC70JB7MUGXM66
Bandwidth, Inc., Class A
05988J103
775.00000000
NS
USD
8222.75000000
0.000260277229
Long
EC
CORP
US
N
1
N
N
N
UFP Industries, Inc.
5493007KB485C9OV5572
UFP Industries, Inc.
90278Q108
2788.00000000
NS
USD
265333.96000000
0.008398697263
Long
EC
CORP
US
N
1
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABB0
1290000.00000000
PA
USD
1246298.01000000
0.039449453385
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
Optinose, Inc.
549300CPBME7Z3CYMN16
Optinose, Inc.
68404V100
4834.00000000
NS
USD
5462.42000000
0.000172903656
Long
EC
CORP
US
N
1
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series E
842400GN7
1360000.00000000
PA
USD
1305968.04000000
0.041338207157
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.70000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAU6
260000.00000000
PA
USD
248685.96000000
0.007871733010
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.30000000
N
N
N
N
N
Fast Retailing Co. Ltd.
353800ZCXKHDPY0N5218
Fast Retailing Co. Ltd.
N/A
17100.00000000
NS
3781881.41000000
0.119709052888
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
XAP Consumer Staples Index
N/A
-5.00000000
NC
USD
-6447.21000000
-0.00020407551
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
XAP Consumer Staples Index
IXR Index
2023-12-15
-343200.00000000
USD
-6447.21000000
N
N
N
National Bank Holdings Corp.
N/A
National Bank Holdings Corp., Class A
633707104
2441.00000000
NS
USD
76110.38000000
0.002409145215
Long
EC
CORP
US
N
1
N
N
N
CareDx, Inc.
549300NQOFKL9NON0U06
CareDx, Inc.
14167L103
3109.00000000
NS
USD
16819.69000000
0.000532398809
Long
EC
CORP
US
N
1
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust, Series 2020-GS2, Class A1
52475AAA2
1009011.58000000
PA
USD
987574.42000000
0.031259996191
Long
ABS-MBS
CORP
US
Y
2
2060-03-25
Variable
5.74999920
N
N
N
N
N
N
Darling Ingredients, Inc.
L1N0SPPKS7EXZYUMZ898
Darling Ingredients, Inc.
237266101
7384.00000000
NS
USD
327037.36000000
0.010351813920
Long
EC
CORP
US
N
1
N
N
Value Line, Inc.
N/A
Value Line, Inc.
920437100
41.00000000
NS
USD
1678.95000000
0.000053144319
Long
EC
CORP
US
N
1
N
N
N
Airbnb, Inc.
549300HMUDNO0RY56D37
Airbnb, Inc., Class A
009066101
18805.00000000
NS
USD
2224443.45000000
0.070410991179
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H0606B2
1800000.00000000
PA
USD
1763415.59000000
0.055817934842
Long
ABS-MBS
USGA
US
N
2
2053-11-15
Fixed
6.00000000
N
N
N
N
N
N
Zura Bio Ltd.
549300LQXD6M2MIQFN24
Zura Bio Ltd., Class A
N/A
627.00000000
NS
USD
2946.90000000
0.000093279130
Long
EC
CORP
KY
N
1
N
N
Surmodics, Inc.
549300H76KXCAAGUS878
Surmodics, Inc.
868873100
538.00000000
NS
USD
15849.48000000
0.000501688454
Long
EC
CORP
US
N
1
N
N
N
Microvast Holdings, Inc.
549300J4UX9OMHSTKS35
Microvast Holdings, Inc.
59516C106
2857.00000000
NS
USD
3514.11000000
0.000111233202
Long
EC
CORP
US
N
1
N
N
Assertio Holdings, Inc.
N/A
Assertio Holdings, Inc.
04546C205
4158.00000000
NS
USD
8939.70000000
0.000282971067
Long
EC
CORP
US
N
1
N
N
Seneca Foods Corp.
N/A
Seneca Foods Corp., Class A
817070501
236.00000000
NS
USD
12897.40000000
0.000408245360
Long
EC
CORP
US
N
1
N
N
N
Octagon Investment Partners 35 Ltd.
549300EBYXJ9QVMC7X31
Octagon Investment Partners 35 Ltd., Series 2018-1A, Class A1A
67591TAA8
919903.07000000
PA
USD
916544.50000000
0.029011664335
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-20
Floating
6.73742880
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBV0
2130000.00000000
PA
USD
1972730.02000000
0.062443428731
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Manitowoc Co., Inc. (The)
2RTSLGQ89VMY18RHX631
Manitowoc Co., Inc. (The)
563571405
1392.00000000
NS
USD
17817.60000000
0.000563985960
Long
EC
CORP
US
N
1
N
N
N
Moog, Inc.
549300WM2I4U7OBAHG07
Moog, Inc., Class A
615394202
1236.00000000
NS
USD
143437.80000000
0.004540280702
Long
EC
CORP
US
N
1
N
N
N
Cooper-Standard Holdings, Inc.
549300VVOH2RQP5YMB08
Cooper-Standard Holdings, Inc.
21676P103
99.00000000
NS
USD
1229.58000000
0.000038920273
Long
EC
CORP
US
N
1
N
N
N
Tactile Systems Technology, Inc.
54930069VDTITHOTKJ98
Tactile Systems Technology, Inc.
87357P100
722.00000000
NS
USD
7884.24000000
0.000249562268
Long
EC
CORP
US
N
1
N
N
N
Allient, Inc.
549300I2LHAWYGNBPM97
Allient, Inc.
019330109
495.00000000
NS
USD
13662.00000000
0.000432447478
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QRRN5
96028.59000000
PA
USD
85818.85000000
0.002716450395
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
4.50000000
N
N
N
N
N
N
Enovix Corp.
549300EC7NZGWORHYJ53
Enovix Corp.
293594107
6355.00000000
NS
USD
56623.05000000
0.001792306778
Long
EC
CORP
US
N
1
N
N
Warby Parker, Inc.
N/A
Warby Parker, Inc., Class A
93403J106
5577.00000000
NS
USD
72389.46000000
0.002291365792
Long
EC
CORP
US
N
1
N
N
Coastal Financial Corp.
549300XG5L36T6IU0B47
Coastal Financial Corp.
19046P209
336.00000000
NS
USD
12489.12000000
0.000395321948
Long
EC
CORP
US
N
1
N
N
Cousins Properties, Inc.
5493007XPYD5EJABN062
Cousins Properties, Inc.
222795502
7103.00000000
NS
USD
126930.61000000
0.004017773551
Long
EC
CORP
US
N
1
N
N
N
Franklin BSP Realty Trust, Inc.
549300LH3QNZK9Y1KC93
Franklin BSP Realty Trust, Inc.
35243J101
3848.00000000
NS
USD
48523.28000000
0.001535922273
Long
EC
CORP
US
N
1
N
N
N
Cognex Corp.
549300JQTYZCLC43S226
Cognex Corp.
192422103
8186.00000000
NS
USD
294614.14000000
0.009325511787
Long
EC
CORP
US
N
1
N
N
N
Axon Enterprise, Inc.
549300QP2IEEGFE16681
Axon Enterprise, Inc.
05464C101
3247.00000000
NS
USD
663979.03000000
0.021017132004
Long
EC
CORP
US
N
1
N
N
UroGen Pharma Ltd.
549300C0YCX7CG2G5D50
UroGen Pharma Ltd.
N/A
1448.00000000
NS
USD
16232.08000000
0.000513799009
Long
EC
CORP
IL
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179W2W7
1921243.63000000
PA
USD
1638311.24000000
0.051857968459
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
3.50000000
N
N
N
N
N
N
Orbia Advance Corp. SAB de CV
549300MVHZ20SBIOEQ79
Orbia Advance Corp. SAB de CV
68560EAA6
860000.00000000
PA
USD
764642.85000000
0.024203474791
Long
DBT
CORP
MX
Y
2
2026-05-11
Fixed
1.87500000
N
N
N
N
N
N
Compass Therapeutics, Inc.
N/A
Compass Therapeutics, Inc.
20454B104
6534.00000000
NS
USD
11761.20000000
0.000372280872
Long
EC
CORP
US
N
1
N
N
Universal Insurance Holdings, Inc.
529900GGAZ6WVUCWQM46
Universal Insurance Holdings, Inc.
91359V107
943.00000000
NS
USD
14767.38000000
0.000467436411
Long
EC
CORP
US
N
1
N
N
N
Tucows, Inc.
529900860LTAB4QUV247
Tucows, Inc., Class A
898697206
318.00000000
NS
USD
5371.02000000
0.000170010544
Long
EC
CORP
US
N
1
N
N
ATAI Life Sciences NV
391200Z8UWPJSNBNCA11
ATAI Life Sciences NV
N/A
680.00000000
NS
USD
836.40000000
0.000026474825
Long
EC
CORP
NL
N
1
N
N
N
Mirum Pharmaceuticals, Inc.
254900YZKR40F7F27K81
Mirum Pharmaceuticals, Inc.
604749101
457.00000000
NS
USD
12535.51000000
0.000396790345
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179W7M4
92877.31000000
PA
USD
81675.10000000
0.002585287005
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
4.00000000
N
N
N
N
N
N
Simpson Manufacturing Co., Inc.
529900EJUNNL15LZ8056
Simpson Manufacturing Co., Inc.
829073105
1991.00000000
NS
USD
265161.38000000
0.008393234536
Long
EC
CORP
US
N
1
N
N
N
Ryder System, Inc.
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
783549108
3927.00000000
NS
USD
383039.58000000
0.012124469376
Long
EC
CORP
US
N
1
N
N
N
SeaWorld Entertainment, Inc.
529900G0H4NV3IIK3269
SeaWorld Entertainment, Inc.
81282V100
1692.00000000
NS
USD
72891.36000000
0.002307252587
Long
EC
CORP
US
N
1
N
N
N
Royal Gold, Inc.
5493001NGRU6SFL04184
Royal Gold, Inc.
780287108
3111.00000000
NS
USD
324570.63000000
0.010273733758
Long
EC
CORP
US
N
1
N
N
ESS Tech, Inc.
N/A
ESS Tech, Inc.
26916J106
309.00000000
NS
USD
370.80000000
0.000011737046
Long
EC
CORP
US
N
1
N
N
N
Community Bank System, Inc.
5299008N6YHE6GCP1E80
Community Bank System, Inc.
203607106
316.00000000
NS
USD
12624.20000000
0.000399597676
Long
EC
CORP
US
N
1
N
N
Avanos Medical, Inc.
549300YCXWOM7NEWMQ58
Avanos Medical, Inc.
05350V106
2092.00000000
NS
USD
38409.12000000
0.001215775662
Long
EC
CORP
US
N
1
N
N
N
Chart Industries, Inc.
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc.
16115Q308
1968.00000000
NS
USD
228740.64000000
0.007240397675
Long
EC
CORP
US
N
1
N
N
Cars.com, Inc.
5493002G6J07LNGX4M98
Cars.com, Inc.
14575E105
2736.00000000
NS
USD
41669.28000000
0.001318970507
Long
EC
CORP
US
N
1
N
N
N
Westamerica Bancorp
N/A
Westamerica Bancorp
957090103
373.00000000
NS
USD
17620.52000000
0.000557747727
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV, Class A
N/A
13113.00000000
NS
USD
1183317.12000000
0.037455899946
Long
EC
CORP
NL
N
1
N
N
N
Under Armour, Inc.
549300D4549QKWETZ406
Under Armour, Inc., Class A
904311107
8920.00000000
NS
USD
61102.00000000
0.001934080357
Long
EC
CORP
US
N
1
N
N
N
First Commonwealth Financial Corp.
549300ZHLQ42NXDETL24
First Commonwealth Financial Corp.
319829107
896.00000000
NS
USD
10913.28000000
0.000345441401
Long
EC
CORP
US
N
1
N
N
Corteva, Inc.
549300WZN9I2QKLS0O94
Corteva, Inc.
22052L104
32951.00000000
NS
USD
1586261.14000000
0.050210410670
Long
EC
CORP
US
N
1
N
N
N
Apyx Medical Corp.
5299009QZVYUYO082S45
Apyx Medical Corp.
03837C106
180.00000000
NS
USD
412.20000000
0.000013047493
Long
EC
CORP
US
N
1
N
N
N
Ebix, Inc.
549300DHXVZR5SW5QR44
Ebix, Inc.
278715206
993.00000000
NS
USD
6047.37000000
0.000191419258
Long
EC
CORP
US
N
1
N
N
N
Bank7 Corp.
N/A
Bank7 Corp.
06652N107
248.00000000
NS
USD
5193.12000000
0.000164379421
Long
EC
CORP
US
N
1
N
N
Zumiez, Inc.
549300J0PDF58P6HZD25
Zumiez, Inc.
989817101
1475.00000000
NS
USD
24234.25000000
0.000767094152
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WNF1
1311816.01000000
PA
USD
1083244.45000000
0.034288269011
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
3.00000000
N
N
N
N
N
N
Exact Sciences Corp.
549300VM3X1FYD4N9Z14
Exact Sciences Corp.
30063P105
8404.00000000
NS
USD
517602.36000000
0.016383826347
Long
EC
CORP
US
N
1
N
N
News Corp.
549300ITS31QK8VRBQ14
News Corp., Class A
65249B109
18595.00000000
NS
USD
384544.60000000
0.012172108236
Long
EC
CORP
US
N
1
N
N
Watsco, Inc.
549300F1Y3LN5BX5WN75
Watsco, Inc.
942622200
1575.00000000
NS
USD
549501.75000000
0.017393547528
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2014-C02, Class 1M2
30711XAF1
689039.71000000
PA
USD
694105.25000000
0.021970726491
Long
ABS-MBS
CORP
US
N
2
2024-05-25
Floating
8.03509920
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DA0
400000.00000000
PA
USD
372262.53000000
0.011783340105
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
2.75000000
N
N
N
N
N
Williams-Sonoma, Inc.
549300IARG6YWVTZ1I92
Williams-Sonoma, Inc.
969904101
3054.00000000
NS
USD
458832.96000000
0.014523580493
Long
EC
CORP
US
N
1
N
N
Lexicon Pharmaceuticals, Inc.
N/A
Lexicon Pharmaceuticals, Inc.
528872302
3164.00000000
NS
USD
3923.36000000
0.000124187318
Long
EC
CORP
US
N
1
N
N
UniFirst Corp.
5493003XBTNWBC8UK019
UniFirst Corp.
904708104
585.00000000
NS
USD
96191.55000000
0.003044780652
Long
EC
CORP
US
N
1
N
N
N
OPKO Health, Inc.
529900A4S2D4OGOJLL02
OPKO Health, Inc.
68375N103
13356.00000000
NS
USD
16695.00000000
0.000528451958
Long
EC
CORP
US
N
1
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp.
35137LAL9
130000.00000000
PA
USD
110240.89000000
0.003489488722
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
3.50000000
N
N
N
N
N
Envestnet, Inc.
549300HLWZ5OKIDM8737
Envestnet, Inc.
29404K106
321.00000000
NS
USD
11877.00000000
0.000375946325
Long
EC
CORP
US
N
1
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-50290.54000000
-0.00159186189
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
2478609.26000000
USD
365000000.00000000
JPY
2023-12-20
-50290.54000000
N
N
N
Element Solutions, Inc.
549300FLGN6P5CU20J91
Element Solutions, Inc.
28618M106
10487.00000000
NS
USD
191178.01000000
0.006051416220
Long
EC
CORP
US
N
1
N
N
Laureate Education, Inc.
5JL7TMOH5TY3IUYSUP91
Laureate Education, Inc.
518613203
7136.00000000
NS
USD
100903.04000000
0.003193914891
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807BM3
1780000.00000000
PA
USD
1719217.31000000
0.054418913122
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.93000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SAU7
860000.00000000
PA
USD
789468.36000000
0.024989284278
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
2.62500000
N
N
N
N
N
N
Heritage Financial Corp.
N/A
Heritage Financial Corp.
42722X106
556.00000000
NS
USD
9046.12000000
0.000286339612
Long
EC
CORP
US
N
1
N
N
N
Axos Financial, Inc.
529900D8M56422GK9O25
Axos Financial, Inc.
05465C100
2487.00000000
NS
USD
89606.61000000
0.002836345525
Long
EC
CORP
US
N
1
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325DZ5
750000.00000000
PA
USD
536569.62000000
0.016984202849
Long
DBT
NUSS
CO
N
2
2032-04-22
Fixed
3.25000000
N
N
N
N
N
N
HEICO Corp.
529900O1DTDLCJ7L0I14
HEICO Corp.
422806109
2067.00000000
NS
USD
327433.47000000
0.010364352111
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty Formula One
N/A
Liberty Media Corp-Liberty Formula One, Class C
531229755
8849.00000000
NS
USD
572441.81000000
0.018119676287
Long
EC
CORP
US
N
1
N
N
N
Towne Bank
54930039UO39UJGI7078
Towne Bank
89214P109
4957.00000000
NS
USD
118670.58000000
0.003756316287
Long
EC
CORP
US
N
1
N
N
N
Splunk, Inc.
549300XGDSGBP6UEI867
Splunk, Inc.
848637104
8318.00000000
NS
USD
1224076.88000000
0.038746081138
Long
EC
CORP
US
N
1
N
N
N
Ryerson Holding Corp.
549300JMA41B3ZHOVE45
Ryerson Holding Corp.
783754104
1271.00000000
NS
USD
36922.55000000
0.001168720806
Long
EC
CORP
US
N
1
N
N
N
ExlService Holdings, Inc.
81E3DTNF6OSH489ZOV15
ExlService Holdings, Inc.
302081104
7629.00000000
NS
USD
199193.19000000
0.006305123173
Long
EC
CORP
US
N
1
N
N
Bakkt Holdings, Inc.
N/A
Bakkt Holdings, Inc.
05759B107
334.00000000
NS
USD
337.34000000
0.000010677926
Long
EC
CORP
US
N
1
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Republic of Senegal
81720TAC9
250000.00000000
PA
USD
196935.00000000
0.006233643992
Long
DBT
NUSS
SN
Y
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
Photronics, Inc.
549300OK5JVNIBNY6F63
Photronics, Inc.
719405102
3600.00000000
NS
USD
66096.00000000
0.002092156972
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DQY59
97780.31000000
PA
USD
95577.63000000
0.003025348054
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
6.00000000
N
N
N
N
N
N
Uniti Group, Inc.
549300V3NU625PJUVA84
Uniti Group, Inc.
91325V108
12048.00000000
NS
USD
55420.80000000
0.001754251590
Long
EC
CORP
US
N
1
N
N
N
Adtalem Global Education, Inc.
549300Z467EZLMODV621
Adtalem Global Education, Inc.
00737L103
1735.00000000
NS
USD
89873.00000000
0.002844777650
Long
EC
CORP
US
N
1
N
N
Byline Bancorp, Inc.
549300W7ODP4YL2H4823
Byline Bancorp, Inc.
124411109
2525.00000000
NS
USD
47899.25000000
0.001516169659
Long
EC
CORP
US
N
1
N
N
N
Sprint LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAH8
2439000.00000000
PA
USD
2451355.97000000
0.077593522812
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
LXP Industrial Trust
549300S4MH2ICXDBFV43
LXP Industrial Trust
529043101
13611.00000000
NS
USD
107663.01000000
0.003407890296
Long
EC
CORP
US
N
1
N
N
N
Xenia Hotels & Resorts, Inc.
54930075IWIPHF5IQL62
Xenia Hotels & Resorts, Inc.
984017103
5525.00000000
NS
USD
64255.75000000
0.002033906974
Long
EC
CORP
US
N
1
N
N
N
Herbalife Ltd.
549300BA7TYPBSZZIA41
Herbalife Ltd.
N/A
4696.00000000
NS
USD
66918.00000000
0.002118175990
Long
EC
CORP
KY
N
1
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
28622HAA9
1020000.00000000
PA
USD
1000987.49000000
0.031684564212
Long
DBT
CORP
US
N
2
2026-02-08
Fixed
4.90000000
N
N
N
N
N
N
First Business Financial Services, Inc.
549300BXKLW2T50TKU95
First Business Financial Services, Inc.
319390100
46.00000000
NS
USD
1412.20000000
0.000044700799
Long
EC
CORP
US
N
1
N
N
N
Apartment Investment and Management Co.
549300O8FT5GJ4RU1D57
Apartment Investment and Management Co., Class A
03748R747
8010.00000000
NS
USD
46938.60000000
0.001485761910
Long
EC
CORP
US
N
1
N
N
N
Seacoast Banking Corp. of Florida
549300V6IC06XYQYPG88
Seacoast Banking Corp. of Florida
811707801
2472.00000000
NS
USD
49959.12000000
0.001581371357
Long
EC
CORP
US
N
1
N
N
N
Aeva Technologies, Inc.
N/A
Aeva Technologies, Inc.
00835Q103
4269.00000000
NS
USD
2125.96000000
0.000067293664
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418EDL1
90996.91700000
PA
USD
71121.82000000
0.002251240794
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
2.00000000
N
N
N
N
N
N
TD SYNNEX Corp.
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162W100
1827.00000000
NS
USD
167499.36000000
0.005301908645
Long
EC
CORP
US
N
1
N
N
N
DSLA Mortgage Loan Trust
N/A
DSLA Mortgage Loan Trust, Series 2007-AR1, Class 1A1B
23333YAB1
842995.28000000
PA
USD
700181.60000000
0.022163063062
Long
ABS-MBS
CORP
US
N
2
2047-04-19
Floating
5.58798840
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBH5
920000.00000000
PA
USD
871905.19000000
0.027598682557
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
2.35000000
N
N
N
N
N
N
Great Ajax Corp.
5493004ID2QQWNGDYC18
Great Ajax Corp.
38983D300
131.00000000
NS
USD
565.92000000
0.000017913239
Long
EC
CORP
US
N
1
N
N
N
Alignment Healthcare, Inc.
N/A
Alignment Healthcare, Inc.
01625V104
6026.00000000
NS
USD
41458.88000000
0.001312310651
Long
EC
CORP
US
N
1
N
N
N
Capitol Federal Financial, Inc.
N/A
Capitol Federal Financial, Inc.
14057J101
3928.00000000
NS
USD
20425.60000000
0.000646537785
Long
EC
CORP
US
N
1
N
N
Pacira BioSciences, Inc.
N/A
Pacira BioSciences, Inc.
695127100
2076.00000000
NS
USD
58667.76000000
0.001857028611
Long
EC
CORP
US
N
1
N
N
N
Beyond Air, Inc.
549300GFTTTXX5728360
Beyond Air, Inc.
08862L103
1699.00000000
NS
USD
3958.67000000
0.000125304996
Long
EC
CORP
US
N
1
N
N
BANK
N/A
BANK, Series 2017-BNK5, Class XA
06541WAY8
40419469.89000000
PA
USD
1044079.37000000
0.033048564714
Long
ABS-MBS
CORP
US
N
2
2060-06-15
Variable
0.94382280
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
15409.00000000
NS
USD
5382517.79000000
0.170374487441
Long
EC
CORP
US
N
1
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261A100
4596.00000000
NS
USD
287525.76000000
0.009101141119
Long
EC
CORP
US
N
1
N
N
N
BAT International Finance plc
21380041YBGOQDFAC823
BAT International Finance plc
05530QAN0
1060000.00000000
PA
USD
954602.12000000
0.030216313861
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
APA Corp.
549300VCIWLRHYVSHC79
APA Corp.
03743Q108
14574.00000000
NS
USD
578879.28000000
0.018323443501
Long
EC
CORP
US
N
1
N
N
N
Valley Stream Park CLO Ltd.
213800DEME82SWN32S20
Valley Stream Park CLO Ltd., Series 2022-1A, Class DR
92013AAQ2
570000.00000000
PA
USD
561540.63000000
0.017774617891
Long
ABS-CBDO
CORP
JE
Y
2
2034-10-20
Floating
9.56581920
N
N
N
N
N
N
AAON, Inc.
N/A
AAON, Inc.
000360206
3125.00000000
NS
USD
170250.00000000
0.005388975497
Long
EC
CORP
US
N
1
N
N
Qurate Retail, Inc.
549300PSXEKU4PHLCR04
Qurate Retail, Inc., Series A
74915M100
2074.00000000
NS
USD
914.01000000
0.000028931439
Long
EC
CORP
US
N
1
N
N
N
DocGo, Inc.
N/A
DocGo, Inc.
256086109
3276.00000000
NS
USD
19459.44000000
0.000615955626
Long
EC
CORP
US
N
1
N
N
Atlanta Braves Holdings, Inc.
N/A
Atlanta Braves Holdings, Inc., Class C
047726302
1544.00000000
NS
USD
53700.32000000
0.001699792708
Long
EC
CORP
US
N
1
N
N
N
First Internet Bancorp
549300T25MP2M92XU194
First Internet Bancorp
320557101
47.00000000
NS
USD
769.39000000
0.000024353737
Long
EC
CORP
US
N
1
N
N
N
Pacific Biosciences of California, Inc.
529900F1BWRE1M0KZN89
Pacific Biosciences of California, Inc.
69404D108
11654.00000000
NS
USD
72021.72000000
0.002279725605
Long
EC
CORP
US
N
1
N
N
Global Business Travel Group I
N/A
Global Business Travel Group I
37890B100
3674.00000000
NS
USD
18112.82000000
0.000573330650
Long
EC
CORP
US
N
1
N
N
N
Prosperity Bancshares, Inc.
N/A
Prosperity Bancshares, Inc.
743606105
4474.00000000
NS
USD
244011.96000000
0.007723785454
Long
EC
CORP
US
N
1
N
N
N
Penns Woods Bancorp, Inc.
N/A
Penns Woods Bancorp, Inc.
708430103
454.00000000
NS
USD
9570.32000000
0.000302932275
Long
EC
CORP
US
N
1
N
N
N
Columbia Sportswear Co.
549300OTMCIEUXAH5Z60
Columbia Sportswear Co.
198516106
1460.00000000
NS
USD
107748.00000000
0.003410580510
Long
EC
CORP
US
N
1
N
N
Priority Technology Holdings, Inc.
549300ZS6DXD7ROBKB40
Priority Technology Holdings, Inc.
74275G107
503.00000000
NS
USD
1886.25000000
0.000059706050
Long
EC
CORP
US
N
1
N
N
N
Clorox Co. (The)
54930044KVSC06Z79I06
Clorox Co. (The)
189054109
5575.00000000
NS
USD
656177.50000000
0.020770187781
Long
EC
CORP
US
N
1
N
N
N
W&T Offshore, Inc.
549300Q7EOY2YIO3YK85
W&T Offshore, Inc.
92922P106
4010.00000000
NS
USD
16641.50000000
0.000526758506
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
680000.00000000
PA
USD
596931.38000000
0.018894852162
Long
DBT
CORP
US
N
2
2027-07-20
Variable
1.51200000
N
N
N
N
N
N
Tidewater, Inc.
2549000JA5GRUPLMUH98
Tidewater, Inc.
88642R109
2239.00000000
NS
USD
153035.65000000
0.004844084394
Long
EC
CORP
US
N
1
N
N
N
GoodRx Holdings, Inc.
N/A
GoodRx Holdings, Inc., Class A
38246G108
390.00000000
NS
USD
1922.70000000
0.000060859813
Long
EC
CORP
US
N
1
N
N
N
XPEL, Inc.
549300KWSE3IGXLJNW66
XPEL, Inc.
98379L100
1058.00000000
NS
USD
48985.40000000
0.001550549899
Long
EC
CORP
US
Y
1
N
N
Ardagh Group SA
6354006L1NWUUOPYX274
Ardagh Group SA, Class A
N/A
742.00000000
NS
USD
3639.51000000
0.000115202526
Long
EC
CORP
LU
N
3
N
N
InvenTrust Properties Corp.
5493006BQYSOBYVUFA03
InvenTrust Properties Corp.
46124J201
3642.00000000
NS
USD
91414.20000000
0.002893561726
Long
EC
CORP
US
N
1
N
N
N
White Mountains Insurance Group Ltd.
549300N3FL068JERBG02
White Mountains Insurance Group Ltd.
N/A
117.00000000
NS
USD
167397.75000000
0.005298692353
Long
EC
CORP
BM
N
1
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
16485.00000000
NS
USD
886728.15000000
0.028067878258
Long
EC
CORP
US
N
1
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBZ1
340000.00000000
PA
USD
328528.47000000
0.010399012482
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
John Bean Technologies Corp.
5493007CT6ATBZ2L6826
John Bean Technologies Corp.
477839104
1426.00000000
NS
USD
148332.52000000
0.004695214777
Long
EC
CORP
US
N
1
N
N
Apogee Enterprises, Inc.
549300579S7QW8V4IJ60
Apogee Enterprises, Inc.
037598109
969.00000000
NS
USD
41589.48000000
0.001316444573
Long
EC
CORP
US
N
1
N
N
N
Montauk Renewables, Inc.
N/A
Montauk Renewables, Inc.
61218C103
919.00000000
NS
USD
9245.14000000
0.000292639253
Long
EC
CORP
US
N
1
N
N
N
Stride, Inc.
254900BRWS3AFONWU277
Stride, Inc.
86333M108
1581.00000000
NS
USD
86923.38000000
0.002751412422
Long
EC
CORP
US
N
1
N
N
NV5 Global, Inc.
N/A
NV5 Global, Inc.
62945V109
656.00000000
NS
USD
61893.60000000
0.001959137115
Long
EC
CORP
US
N
1
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
631103108
17063.00000000
NS
USD
846324.80000000
0.026788978622
Long
EC
CORP
US
N
1
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
883.00000000
NS
USD
2187305.79000000
0.069235461430
Long
EC
CORP
US
N
1
N
N
N
WMRK Commercial Mortgage Trust
N/A
WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A
929342AA1
2560000.00000000
PA
USD
2556781.31000000
0.080930583453
Long
ABS-MBS
CORP
US
Y
2
2027-11-15
Floating
8.12350080
N
N
N
N
N
N
Owl Rock CLO I Ltd.
N/A
Owl Rock CLO I Ltd., Series 2019-1A, Class A
69122DAA7
1786111.36000000
PA
USD
1775650.11000000
0.056205197859
Long
ABS-CBDO
CORP
KY
Y
2
2031-05-20
Floating
7.44136920
N
N
N
N
N
N
Valvoline, Inc.
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047W101
7672.00000000
NS
USD
227628.24000000
0.007205186537
Long
EC
CORP
US
N
1
N
N
Inhibrx, Inc.
549300VBKG2LTV1TLY22
Inhibrx, Inc.
45720L107
2048.00000000
NS
USD
31682.56000000
0.001002857794
Long
EC
CORP
US
N
1
N
N
Atlas Energy Solutions, Inc.
N/A
Atlas Energy Solutions, Inc.
642045108
1183.00000000
NS
USD
21542.43000000
0.000681889147
Long
EC
CORP
US
N
1
N
N
Jackson Financial, Inc.
213800WXW2KG1N4CO374
Jackson Financial, Inc., Class A
46817M107
4328.00000000
NS
USD
158880.88000000
0.005029105253
Long
EC
CORP
US
N
1
N
N
N
Equitrans Midstream Corp.
549300RH0NLJNZ5SXU64
Equitrans Midstream Corp.
294600101
20285.00000000
NS
USD
179927.95000000
0.005695314619
Long
EC
CORP
US
N
1
N
N
N
Interpublic Group of Cos., Inc. (The)
5493008IUOJ5VWTRC333
Interpublic Group of Cos., Inc. (The)
460690100
17115.00000000
NS
USD
486066.00000000
0.015385596266
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
13177.00000000
NS
USD
1081568.16000000
0.034235208889
Long
EC
CORP
US
N
1
N
N
N
R1 RCM, Inc.
N/A
R1 RCM, Inc.
77634L105
7297.00000000
NS
USD
86031.63000000
0.002723185586
Long
EC
CORP
US
N
1
N
N
N
TKO Group Holdings, Inc.
N/A
TKO Group Holdings, Inc.
87256C101
2059.00000000
NS
USD
168796.82000000
0.005342977545
Long
EC
CORP
US
N
1
N
N
N
Levi Strauss & Co.
MB0UERO0RDFKU8258G77
Levi Strauss & Co., Class A
52736R102
574.00000000
NS
USD
7846.58000000
0.000248370204
Long
EC
CORP
US
N
1
N
N
MaxCyte, Inc.
54930053YHXULRFCU991
MaxCyte, Inc.
57777K106
541.00000000
NS
USD
1601.36000000
0.000050688339
Long
EC
CORP
US
N
1
N
N
Adient plc
5493002QLDY8O75RTR78
Adient plc
N/A
4459.00000000
NS
USD
150223.71000000
0.004755077194
Long
EC
CORP
IE
N
1
N
N
N
Nature's Sunshine Products, Inc.
N/A
Nature's Sunshine Products, Inc.
639027101
425.00000000
NS
USD
7607.50000000
0.000240802532
Long
EC
CORP
US
N
1
N
N
N
Federal Signal Corp.
549300RTXZRPTNP6G884
Federal Signal Corp.
313855108
2682.00000000
NS
USD
155663.28000000
0.004927257573
Long
EC
CORP
US
N
1
N
N
N
Fresh Del Monte Produce, Inc.
529900I72V9F0FEZR228
Fresh Del Monte Produce, Inc.
N/A
1755.00000000
NS
USD
43875.00000000
0.001388788839
Long
EC
CORP
KY
N
1
N
N
N
Sensient Technologies Corp.
CMMZHMFZQG86EI7WZU92
Sensient Technologies Corp.
81725T100
1901.00000000
NS
USD
107254.42000000
0.003394957071
Long
EC
CORP
US
N
1
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448CAN4
153000.00000000
PA
USD
145673.96000000
0.004611062561
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.24200000
N
N
N
N
N
N
Parliament Funding II Ltd.
N/A
Parliament Funding II Ltd., Series 2020-1A, Class AR
70163QAE8
0.01000000
PA
USD
0.01000000
0.000000000316
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-20
Floating
6.92742960
N
N
N
N
N
N
Insperity, Inc.
5299000Q0KW7HY5DB751
Insperity, Inc.
45778Q107
1636.00000000
NS
USD
173154.24000000
0.005480904297
Long
EC
CORP
US
N
1
N
N
N
Seadrill Ltd.
213800EQ6L456U2JCO89
Seadrill Ltd.
N/A
2002.00000000
NS
USD
79119.04000000
0.002504379253
Long
EC
CORP
BM
N
1
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust, Series 2017-C5, Class B
46590TAK1
1610000.00000000
PA
USD
1236136.75000000
0.039127815904
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
4.00880160
N
N
N
N
N
N
1stdibs.com, Inc.
N/A
1stdibs.com, Inc.
320551104
143.00000000
NS
USD
602.03000000
0.000019056240
Long
EC
CORP
US
N
1
N
N
N
Shoe Carnival, Inc.
N/A
Shoe Carnival, Inc.
824889109
848.00000000
NS
USD
19402.24000000
0.000614145057
Long
EC
CORP
US
N
1
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902V107
19136.00000000
NS
USD
1477490.56000000
0.046767462121
Long
EC
CORP
US
N
1
N
N
N
PLBY Group, Inc.
N/A
PLBY Group, Inc.
72814P109
319.00000000
NS
USD
204.48000000
0.000006472468
Long
EC
CORP
US
N
1
N
N
Brown-Forman Corp.
549300873K3LXF7ARU34
Brown-Forman Corp., Class A
115637100
1248.00000000
NS
USD
71660.16000000
0.002268281036
Long
EC
CORP
US
N
1
N
N
GigaCloud Technology, Inc.
N/A
GigaCloud Technology, Inc., Class A
N/A
34.00000000
NS
USD
321.98000000
0.000010191731
Long
EC
CORP
KY
N
1
N
N
N
SMC Corp.
353800O40V08DOZ70X62
SMC Corp.
N/A
1500.00000000
NS
691309.57000000
0.021882233974
Long
EC
CORP
JP
N
2
N
N
N
Darden Restaurants, Inc.
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc.
237194105
6040.00000000
NS
USD
879001.20000000
0.027823294739
Long
EC
CORP
US
N
1
N
N
N
GREYWOLF CLO VI Ltd.
5493006V5AX99BBCEZ73
GREYWOLF CLO VI Ltd., Series 2018-1A, Class A2
39809GAC9
1200000.00000000
PA
USD
1187044.80000000
0.037573893345
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-26
Floating
7.26959880
N
N
N
N
N
N
Global Ship Lease, Inc.
254900GLZ0J5N8UZM071
Global Ship Lease, Inc., Class A
N/A
193.00000000
NS
USD
3392.94000000
0.000107397771
Long
EC
CORP
MH
N
1
N
N
N
iHeartMedia, Inc.
N/A
iHeartMedia, Inc., Class A
45174J509
3501.00000000
NS
USD
8227.35000000
0.000260422834
Long
EC
CORP
US
N
1
N
N
N
Wolfspeed, Inc.
549300OGU88P3AW3TO93
Wolfspeed, Inc.
977852102
5838.00000000
NS
USD
197557.92000000
0.006253361470
Long
EC
CORP
US
N
1
N
N
National Vision Holdings, Inc.
549300JHURCBLI5ROA42
National Vision Holdings, Inc.
63845R107
3365.00000000
NS
USD
52292.10000000
0.001655217889
Long
EC
CORP
US
N
1
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAM5
750000.00000000
PA
USD
666981.26000000
0.021112162511
Long
DBT
CORP
US
N
2
2027-01-28
Variable
1.12200000
N
N
N
N
N
N
Purple Innovation, Inc.
N/A
Purple Innovation, Inc., Class A
74640Y106
2219.00000000
NS
USD
2152.43000000
0.000068131527
Long
EC
CORP
US
N
1
N
N
Redwood Trust, Inc.
DRBV4N1ERQLEMIF11G78
Redwood Trust, Inc.
758075402
4965.00000000
NS
USD
31180.20000000
0.000986956439
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2X0
700000.00000000
PA
USD
674943.03000000
0.021364178861
Long
DBT
CORP
US
N
2
2026-04-25
Variable
3.90800000
N
N
N
N
N
N
RealReal, Inc. (The)
549300O00VUGT4H1PE90
RealReal, Inc. (The)
88339P101
473.00000000
NS
USD
648.01000000
0.000020511659
Long
EC
CORP
US
N
1
N
N
F&G Annuities & Life, Inc.
N/A
F&G Annuities & Life, Inc.
30190A104
856.00000000
NS
USD
26270.64000000
0.000831552630
Long
EC
CORP
US
N
1
N
N
UFP Technologies, Inc.
549300RJ8LY41HS70C91
UFP Technologies, Inc.
902673102
298.00000000
NS
USD
46464.16000000
0.001470744315
Long
EC
CORP
US
N
1
N
N
N
Herc Holdings, Inc.
549300TP80QLITMSBP82
Herc Holdings, Inc.
42704L104
1265.00000000
NS
USD
135089.35000000
0.004276024652
Long
EC
CORP
US
N
1
N
N
N
Urban One, Inc.
549300PLGIGPBRQUP240
Urban One, Inc., Class A
91705J105
52.00000000
NS
USD
282.36000000
0.000008937627
Long
EC
CORP
US
N
1
N
N
N
Ballyrock CLO Ltd.
N/A
Ballyrock CLO Ltd., Series 2019-2A, Class A1BR
05875MAN2
970000.00000000
PA
USD
961563.91000000
0.030436677536
Long
ABS-CBDO
CORP
KY
Y
2
2030-11-20
Floating
6.84137160
N
N
N
N
N
N
Ikena Oncology, Inc.
N/A
Ikena Oncology, Inc.
45175G108
1561.00000000
NS
USD
6290.83000000
0.000199125572
Long
EC
CORP
US
N
1
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAL6
750000.00000000
PA
USD
737758.54000000
0.023352497476
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.70000000
N
N
N
N
N
N
Pennant Group, Inc. (The)
5493007H2OYR6BYLDA64
Pennant Group, Inc. (The)
70805E109
1031.00000000
NS
USD
11206.97000000
0.000354737660
Long
EC
CORP
US
N
1
N
N
N
VOXX International Corp.
EC1QKSEOVR96PYJPNS25
VOXX International Corp., Class A
91829F104
990.00000000
NS
USD
9078.30000000
0.000287358215
Long
EC
CORP
US
N
1
N
N
Mission Produce, Inc.
54930016JOKVFT59L825
Mission Produce, Inc.
60510V108
1835.00000000
NS
USD
17267.35000000
0.000546568728
Long
EC
CORP
US
N
1
N
N
N
Arko Corp.
N/A
Arko Corp.
041242108
3787.00000000
NS
USD
28591.85000000
0.000905026602
Long
EC
CORP
US
N
1
N
N
N
Sovos Brands, Inc.
N/A
Sovos Brands, Inc.
84612U107
1901.00000000
NS
USD
41270.71000000
0.001306354449
Long
EC
CORP
US
N
1
N
N
N
Invesco Ltd.
ECPGFXU8A2SHKVVGJI15
Invesco Ltd.
N/A
20097.00000000
NS
USD
260658.09000000
0.008250690515
Long
EC
CORP
BM
N
1
N
N
N
Alexander's, Inc.
549300TZM28P04U5R635
Alexander's, Inc.
014752109
82.00000000
NS
USD
15415.18000000
0.000487941423
Long
EC
CORP
US
N
1
N
N
N
Capstar Financial Holdings, Inc.
N/A
Capstar Financial Holdings, Inc.
14070T102
628.00000000
NS
USD
9533.04000000
0.000301752240
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
149.00000000
NC
USD
40975.00000000
0.001296994249
N/A
DIR
US
N
1
CME3681
N/A
Call
Purchased
N/A
3 Month SOFR
250000.00000000
95.68750000
USD
2023-12-15
XXXX
-20487.90000000
N
N
N
N/A
N/A
ETRS
N/A
29625.00000000
PA
USD
-2538.02000000
-0.00008033672
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Abcam plc
Abcam plc
Y
2024-04-17
0.00000000
USD
0.00000000
USD
29625.00000000
USD
-2538.02000000
N
N
N
Nikola Corp.
6354007SKFUCHYZAKQ61
Nikola Corp.
654110105
15509.00000000
NS
USD
16749.72000000
0.000530184027
Long
EC
CORP
US
N
1
N
N
Rollins, Inc.
549300F2A0BXT4SGWD84
Rollins, Inc.
775711104
10731.00000000
NS
USD
403592.91000000
0.012775050238
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp.
549300MU9YQJYHDQEF63
Fortive Corp.
34959J108
16832.00000000
NS
USD
1098792.96000000
0.034780430770
Long
EC
CORP
US
N
1
N
N
N
Zillow Group, Inc.
2549002XEELQDIR6FU05
Zillow Group, Inc., Class C
98954M200
7376.00000000
NS
USD
267380.00000000
0.008463461195
Long
EC
CORP
US
N
1
N
N
Hoya Corp.
353800X4VR3BHEUCJB42
Hoya Corp.
N/A
13500.00000000
NS
1298653.12000000
0.041106665749
Long
EC
CORP
JP
N
2
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp., Class B
35137L204
6623.00000000
NS
USD
184847.93000000
0.005851048256
Long
EC
CORP
US
N
1
N
N
N
Xencor, Inc.
549300V5IF65437JKG30
Xencor, Inc.
98401F105
2902.00000000
NS
USD
50349.70000000
0.001593734505
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2022-3
38381ETV0
193546.23640000
PA
USD
9465.86000000
0.000299625771
Long
ABS-MBS
USGA
US
N
2
2061-02-16
Variable
0.64023120
N
N
N
N
N
N
PennyMac Mortgage Investment Trust
549300BSSOQO1ZWDUJ97
PennyMac Mortgage Investment Trust
70931T103
3775.00000000
NS
USD
47753.75000000
0.001511564103
Long
EC
CORP
US
N
1
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034109
7300.00000000
NS
USD
584146.00000000
0.018490152605
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DBL8
640000.00000000
PA
USD
626325.73000000
0.019825280544
Long
DBT
CORP
US
N
2
2024-11-14
Fixed
4.55000000
N
N
N
N
N
Acacia Research Corp.
529900BCN7BE6ESPDZ72
Acacia Research Corp.
003881307
3101.00000000
NS
USD
11132.59000000
0.000352383287
Long
EC
CORP
US
N
1
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
19190.00000000
NS
USD
16145890.30000000
0.511070820660
Long
EC
CORP
US
N
1
N
N
N
Clearwater Analytics Holdings, Inc.
N/A
Clearwater Analytics Holdings, Inc., Class A
185123106
434.00000000
NS
USD
7846.72000000
0.000248374636
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
58155Q103
6026.00000000
NS
USD
2743999.36000000
0.086856653844
Long
EC
CORP
US
N
1
N
N
N
Datadog, Inc.
549300F6JNO0KRPO1K63
Datadog, Inc., Class A
23804L103
12957.00000000
NS
USD
1055606.79000000
0.033413445677
Long
EC
CORP
US
N
1
N
N
N
BJ's Restaurants, Inc.
5299000EOW66I1OJNQ23
BJ's Restaurants, Inc.
09180C106
1325.00000000
NS
USD
34079.00000000
0.001078713045
Long
EC
CORP
US
N
1
N
N
N
Kyowa Kirin Co. Ltd.
529900TBXKVTQGYA3582
Kyowa Kirin Co. Ltd.
N/A
137400.00000000
NS
2166866.28000000
0.068588483348
Long
EC
CORP
JP
N
2
N
N
N
Olaplex Holdings, Inc.
N/A
Olaplex Holdings, Inc.
679369108
7601.00000000
NS
USD
10793.42000000
0.000341647435
Long
EC
CORP
US
N
1
N
N
N
Dynatrace, Inc.
N/A
Dynatrace, Inc.
268150109
12005.00000000
NS
USD
536743.55000000
0.016989708308
Long
EC
CORP
US
N
1
N
N
N
ADT, Inc.
N/A
ADT, Inc.
00090Q103
10290.00000000
NS
USD
58241.40000000
0.001843532907
Long
EC
CORP
US
N
1
N
N
Gap, Inc. (The)
T2ZG1WRWZ4BUCMQL9224
Gap, Inc. (The)
364760108
8185.00000000
NS
USD
104768.00000000
0.003316253656
Long
EC
CORP
US
N
1
N
N
Brookfield Infrastructure Corp.
N/A
Brookfield Infrastructure Corp., Class A
11275Q107
4123.00000000
NS
USD
106208.48000000
0.003361849611
Long
EC
CORP
CA
N
1
N
N
N
Teradata Corp.
549300JU9SOUHV4U4R71
Teradata Corp.
88076W103
4776.00000000
NS
USD
204030.72000000
0.006458246994
Long
EC
CORP
US
N
1
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AT5
470000.00000000
PA
USD
466511.65000000
0.014766636424
Long
DBT
CORP
US
Y
2
2024-03-12
Fixed
4.12500000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081EX7
1020000.00000000
PA
USD
948315.40000000
0.030017318383
Long
DBT
CORP
US
N
2
2025-05-28
Fixed
0.80000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776696106
4931.00000000
NS
USD
2409138.67000000
0.076257205659
Long
EC
CORP
US
N
1
N
N
N
Lazard Ltd.
254900RIBCDJSUFG1A11
Lazard Ltd., Class A
N/A
955.00000000
NS
USD
26520.35000000
0.000839456777
Long
EC
CORP
BM
N
1
N
N
N
ANSYS, Inc.
549300VJV8H15Z5FJ571
ANSYS, Inc.
03662Q105
4111.00000000
NS
USD
1143926.86000000
0.036209067958
Long
EC
CORP
US
N
1
N
N
N
Sarepta Therapeutics, Inc.
549300IKDPIED8J8IG21
Sarepta Therapeutics, Inc.
803607100
4170.00000000
NS
USD
280682.70000000
0.008884535641
Long
EC
CORP
US
N
1
N
N
N
Arcutis Biotherapeutics, Inc.
N/A
Arcutis Biotherapeutics, Inc.
03969K108
3484.00000000
NS
USD
7839.00000000
0.000248130272
Long
EC
CORP
US
N
1
N
N
N
SKYX Platforms Corp.
N/A
SKYX Platforms Corp.
78471E105
4062.00000000
NS
USD
6458.58000000
0.000204435414
Long
EC
CORP
US
N
1
N
N
Kilroy Realty Corp.
549300CXXI18B214UN80
Kilroy Realty Corp.
49427F108
5459.00000000
NS
USD
156018.22000000
0.004938492597
Long
EC
CORP
US
N
1
N
N
N
CarVal CLO VII-C Ltd.
254900KRTGHP264UWC15
CarVal CLO VII-C Ltd., Series 2023-1A, Class A1
14686BAA5
2460000.00000000
PA
USD
2466550.98000000
0.078074495127
Long
ABS-CBDO
CORP
JE
Y
2
2035-01-20
Floating
7.61582160
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJM3
720000.00000000
PA
USD
692324.17000000
0.021914349419
Long
DBT
CORP
US
N
2
2029-06-12
Variable
5.77500000
N
N
N
N
N
N
Ibiden Co. Ltd.
52990051DBFIQEY37C91
Ibiden Co. Ltd.
N/A
37700.00000000
NS
1605642.07000000
0.050823881195
Long
EC
CORP
JP
N
2
N
N
N
RPT Realty
549300T03GDH1L37S188
RPT Realty
74971D101
3004.00000000
NS
USD
32413.16000000
0.001025983700
Long
EC
CORP
US
N
1
N
N
N
Amdocs Ltd.
549300HQV672RJ7RQV66
Amdocs Ltd.
N/A
5665.00000000
NS
USD
454106.40000000
0.014373969239
Long
EC
CORP
GG
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179V7D6
417643.30640000
PA
USD
323379.85000000
0.010236041633
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.00000000
N
N
N
N
N
N
Merrimack Pharmaceuticals, Inc.
N/A
Merrimack Pharmaceuticals, Inc.
590328209
694.00000000
NS
USD
8487.62000000
0.000268661240
Long
EC
CORP
US
N
1
N
N
N
Allovir, Inc.
N/A
Allovir, Inc.
019818103
1120.00000000
NS
USD
1680.00000000
0.000053177555
Long
EC
CORP
US
N
1
N
N
2U, Inc.
5493008RVTXVR43PYF84
2U, Inc.
90214J101
4252.00000000
NS
USD
9014.24000000
0.000285330505
Long
EC
CORP
US
N
1
N
N
N
Unisys Corp.
549300T21W22FIJJOW08
Unisys Corp.
909214306
2516.00000000
NS
USD
6994.48000000
0.000221398421
Long
EC
CORP
US
N
1
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH
05674XAA9
1030000.00000000
PA
USD
1008324.78000000
0.031916813705
Long
DBT
CORP
AT
Y
2
2026-07-14
Fixed
5.75000000
N
N
N
N
N
N
Simply Good Foods Co. (The)
N/A
Simply Good Foods Co. (The)
82900L102
4197.00000000
NS
USD
156506.13000000
0.004953936562
Long
EC
CORP
US
N
1
N
N
CNO Financial Group, Inc.
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621E103
5604.00000000
NS
USD
129900.72000000
0.004111787355
Long
EC
CORP
US
N
1
N
N
SoFi Technologies, Inc.
549300SW81JCMVZDDY09
SoFi Technologies, Inc.
83406F102
43191.00000000
NS
USD
326092.05000000
0.010321891732
Long
EC
CORP
US
N
1
N
N
Atlanticus Holdings Corp.
N/A
Atlanticus Holdings Corp.
04914Y102
184.00000000
NS
USD
5383.84000000
0.000170416339
Long
EC
CORP
US
N
1
N
N
N
Net Power, Inc.
N/A
Net Power, Inc.
64107A105
67.00000000
NS
USD
885.74000000
0.000028036600
Long
EC
CORP
US
N
1
N
N
N
Deciphera Pharmaceuticals, Inc.
529900QR4WAPYY0CBF25
Deciphera Pharmaceuticals, Inc.
24344T101
2515.00000000
NS
USD
30154.85000000
0.000954500721
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DP2K3
94087.14000000
PA
USD
91950.96000000
0.002910551955
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
6.00000000
N
N
N
N
N
N
Littelfuse, Inc.
549300MY7HLQFYTPCX75
Littelfuse, Inc.
537008104
1141.00000000
NS
USD
247220.47000000
0.007825345406
Long
EC
CORP
US
N
1
N
N
N
Genelux Corp.
N/A
Genelux Corp.
36870H103
284.00000000
NS
USD
4120.84000000
0.000130438213
Long
EC
CORP
US
N
1
N
N
Whirlpool Corp.
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320106
2270.00000000
NS
USD
237351.20000000
0.007512950374
Long
EC
CORP
US
N
1
N
N
MEGlobal BV
549300WBVLU2FILR7W19
MEGlobal BV
29441WAD7
780000.00000000
PA
USD
665730.00000000
0.021072555995
Long
DBT
CORP
NL
Y
2
2028-04-28
Fixed
2.62500000
N
N
N
N
N
N
Telephone & Data Systems, Inc.
N/A
Telephone & Data Systems, Inc.
879433829
4685.00000000
NS
USD
85220.15000000
0.002697499561
Long
EC
CORP
US
N
1
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAP8
1420000.00000000
PA
USD
1352687.06000000
0.042817018634
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2020-157
38380RDK3
9127703.21140000
PA
USD
559811.17000000
0.017719874763
Long
ABS-MBS
USGA
US
N
2
2062-06-16
Variable
0.94006080
N
N
N
N
N
N
Alaska Air Group, Inc.
529900G48RT4KWLC6C27
Alaska Air Group, Inc.
011659109
5962.00000000
NS
USD
188578.06000000
0.005969119205
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
83260.00000000
NS
USD
7872233.00000000
0.249182207049
Long
EC
CORP
US
N
1
N
N
N
Westrock Co.
5493004Z9TCQW68YVL89
Westrock Co.
96145D105
11959.00000000
NS
USD
429686.87000000
0.013601010362
Long
EC
CORP
US
N
1
N
N
N
Global Water Resources, Inc.
N/A
Global Water Resources, Inc.
379463102
443.00000000
NS
USD
4664.79000000
0.000147656029
Long
EC
CORP
US
N
1
N
N
N
Magnolia Oil & Gas Corp.
N/A
Magnolia Oil & Gas Corp., Class A
559663109
8176.00000000
NS
USD
183551.20000000
0.005810002463
Long
EC
CORP
US
N
1
N
N
Selectquote, Inc.
549300BV28BWDIN9SP24
Selectquote, Inc.
816307300
10376.00000000
NS
USD
13696.32000000
0.000433533820
Long
EC
CORP
US
N
1
N
N
N
Summit Therapeutics, Inc.
N/A
Summit Therapeutics, Inc.
86627T108
8364.00000000
NS
USD
16226.16000000
0.000513611622
Long
EC
CORP
US
N
1
N
N
Parker-Hannifin Corp.
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
70109MYU2
10750000.00000000
PA
USD
10703683.20000000
0.338806969170
Long
STIV
CORP
US
Y
2
2023-11-28
None
0.00000000
N
N
N
N
N
N
International Paper Co.
824LMFJDH41EY779Q875
International Paper Co.
460146103
16539.00000000
NS
USD
557860.47000000
0.017658128658
Long
EC
CORP
US
N
1
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc., Class A
30303M102
104216.00000000
NS
USD
31397154.32000000
0.993823761128
Long
EC
CORP
US
N
1
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CS6
200000.00000000
PA
USD
193339.76000000
0.006119842757
Long
DBT
CORP
GB
N
2
2025-05-24
Variable
0.97600000
N
N
N
N
N
N
Five Below, Inc.
529900AAXP5Z6BGI7418
Five Below, Inc.
33829M101
2575.00000000
NS
USD
447998.50000000
0.014180634006
Long
EC
CORP
US
N
1
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
N/A
66133.00000000
NS
USD
4666344.48000000
0.147705233874
Long
EC
CORP
IE
N
1
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BC7
610000.00000000
PA
USD
584491.80000000
0.018501098319
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98300000
N
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands III BV
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
1470000.00000000
PA
USD
1294224.60000000
0.040966488446
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
MDU Resources Group, Inc.
N/A
MDU Resources Group, Inc.
552690109
9198.00000000
NS
USD
171174.78000000
0.005418247842
Long
EC
CORP
US
N
1
N
N
N
United Airlines Holdings, Inc.
98450079DA0B78DD6764
United Airlines Holdings, Inc.
910047109
12787.00000000
NS
USD
447672.87000000
0.014170326739
Long
EC
CORP
US
N
1
N
N
N
Air Products & Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products & Chemicals, Inc.
009158106
10336.00000000
NS
USD
2919299.84000000
0.092405493736
Long
EC
CORP
US
N
1
N
N
N
American Woodmark Corp.
5299007PFSDWMA74RB56
American Woodmark Corp.
030506109
642.00000000
NS
USD
43161.66000000
0.001366209269
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
33.00000000
NC
USD
22481.25000000
0.000711605905
N/A
DIR
US
N
1
CME3680
N/A
Call
Purchased
N/A
3 Month SOFR
250000.00000000
96.00000000
USD
2024-09-13
XXXX
-24405.81000000
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
17886.00000000
NS
USD
1811672.94000000
0.057345439552
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp.
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160K105
20959.00000000
NS
USD
11578589.96000000
0.366500661344
Long
EC
CORP
US
N
1
N
N
N
Hanmi Financial Corp.
549300MSZ7RCG7EA6587
Hanmi Financial Corp.
410495204
984.00000000
NS
USD
14445.12000000
0.000457235816
Long
EC
CORP
US
N
1
N
N
N
Nuvation Bio, Inc.
N/A
Nuvation Bio, Inc.
67080N101
10058.00000000
NS
USD
9691.89000000
0.000306780368
Long
EC
CORP
US
N
1
N
N
N
BWX Technologies, Inc.
549300NP85N265KWMS58
BWX Technologies, Inc.
05605H100
4080.00000000
NS
USD
303062.40000000
0.009592927153
Long
EC
CORP
US
N
1
N
N
Atea Pharmaceuticals, Inc.
N/A
Atea Pharmaceuticals, Inc.
04683R106
2220.00000000
NS
USD
7215.00000000
0.000228378609
Long
EC
CORP
US
N
1
N
N
N
Graphic Packaging Holding Co.
N/A
Graphic Packaging Holding Co.
388689101
13816.00000000
NS
USD
297182.16000000
0.009406798112
Long
EC
CORP
US
N
1
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc., Class A
928563402
9967.00000000
NS
USD
1451693.55000000
0.045950901446
Long
EC
CORP
US
N
1
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448C104
38842.00000000
NS
USD
1851209.72000000
0.058596909382
Long
EC
CORP
US
N
1
N
N
N
elf Beauty, Inc.
549300U2K9TCON25C029
elf Beauty, Inc.
26856L103
2347.00000000
NS
USD
217402.61000000
0.006881511532
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2019-6A, Class B1
64828GAS9
816675.13000000
PA
USD
729227.52000000
0.023082462482
Long
ABS-MBS
CORP
US
Y
2
2059-09-25
Variable
3.99999960
N
N
N
N
N
N
Ardagh Metal Packaging SA
5493009WKQTU4FN9G032
Ardagh Metal Packaging SA
N/A
9277.00000000
NS
USD
31263.49000000
0.000989592843
Long
EC
CORP
LU
N
1
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBE2
640000.00000000
PA
USD
623058.39000000
0.019721858428
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.75000000
N
N
N
N
N
N
Lanvin Group Holdings Ltd.
N/A
Lanvin Group Holdings Ltd.
N/A
163.00000000
NS
USD
524.86000000
0.000016613554
Long
EC
CORP
KY
N
1
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJS9
1220000.00000000
PA
USD
1076662.59000000
0.034079931377
Long
DBT
CORP
US
N
2
2027-07-22
Variable
1.73400000
N
N
N
N
N
N
Collegium Pharmaceutical, Inc.
54930049FXZMTLW8D496
Collegium Pharmaceutical, Inc.
19459J104
1369.00000000
NS
USD
29789.44000000
0.000942934286
Long
EC
CORP
US
N
1
N
N
N
MasterCraft Boat Holdings, Inc.
549300IXWX41555YJ117
MasterCraft Boat Holdings, Inc.
57637H103
772.00000000
NS
USD
15779.68000000
0.000499479053
Long
EC
CORP
US
N
1
N
N
N
Evolus, Inc.
549300VYQRYBQOT8V419
Evolus, Inc.
30052C107
1007.00000000
NS
USD
7653.20000000
0.000242249088
Long
EC
CORP
US
N
1
N
N
Duckhorn Portfolio, Inc. (The)
2549003BCT5CJSKJ9X51
Duckhorn Portfolio, Inc. (The)
26414D106
2739.00000000
NS
USD
28567.77000000
0.000904264390
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAF8
730000.00000000
PA
USD
710522.12000000
0.022490374715
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.30000000
N
N
N
N
N
N/A
N/A
SOP
N/A
3528000.00000000
PA
USD
71921.99000000
0.002276568821
N/A
DIR
US
N
2
Citigroup Global Markets
MBNUM2BPBDO7JBLYG310
Call
Purchased
N/A
Swaption
1.00000000
3.95000000
USD
2024-10-07
XXXX
-12397.21000000
N
N
N
EVgo, Inc.
N/A
EVgo, Inc., Class A
30052F100
3951.00000000
NS
USD
8158.82000000
0.000258253633
Long
EC
CORP
US
N
1
N
N
TFS Financial Corp.
N/A
TFS Financial Corp.
87240R107
2540.00000000
NS
USD
30124.40000000
0.000953536878
Long
EC
CORP
US
N
1
N
N
Conn's, Inc.
529900K9HOACKOJJT953
Conn's, Inc.
208242107
81.00000000
NS
USD
238.95000000
0.000007563557
Long
EC
CORP
US
N
1
N
N
N
Generac Holdings, Inc.
529900S2H2AHJHSFFI84
Generac Holdings, Inc.
368736104
2876.00000000
NS
USD
241785.32000000
0.007653304935
Long
EC
CORP
US
N
1
N
N
N
Peabody Energy Corp.
EJCO258LNNVSKAR2JX59
Peabody Energy Corp.
704551100
4857.00000000
NS
USD
114576.63000000
0.003626729231
Long
EC
CORP
US
N
1
N
N
Alteryx, Inc.
549300XWZG0JHL7I0827
Alteryx, Inc., Class A
02156B103
2620.00000000
NS
USD
83866.20000000
0.002654642566
Long
EC
CORP
US
N
1
N
N
Couchbase, Inc.
5493004VX52ODFMQLF07
Couchbase, Inc.
22207T101
1353.00000000
NS
USD
21052.68000000
0.000666386940
Long
EC
CORP
US
N
1
N
N
Universal Technical Institute, Inc.
2549003YOJGAZ0PVFV48
Universal Technical Institute, Inc.
913915104
194.00000000
NS
USD
1693.62000000
0.000053608673
Long
EC
CORP
US
N
1
N
N
N
Brightsphere Investment Group, Inc.
5493004FTLQNQTBOP608
Brightsphere Investment Group, Inc.
10948W103
6283.00000000
NS
USD
98391.78000000
0.003114425207
Long
EC
CORP
US
N
1
N
N
N
Iovance Biotherapeutics, Inc.
2549002L8WT2ACU5Q878
Iovance Biotherapeutics, Inc.
462260100
9222.00000000
NS
USD
35228.04000000
0.001115083961
Long
EC
CORP
US
N
1
N
N
Sangamo Therapeutics, Inc.
2549006WMRKRC4G32Z67
Sangamo Therapeutics, Inc.
800677106
4817.00000000
NS
USD
3035.67000000
0.000096088994
Long
EC
CORP
US
N
1
N
N
European Wax Center, Inc.
N/A
European Wax Center, Inc., Class A
29882P106
1322.00000000
NS
USD
19525.94000000
0.000618060571
Long
EC
CORP
US
N
1
N
N
FB Financial Corp.
5493000B2LD2C2A6C435
FB Financial Corp.
30257X104
2815.00000000
NS
USD
82676.55000000
0.002616986209
Long
EC
CORP
US
N
1
N
N
N
GoodLeap Sustainable Home Solutions Trust
N/A
GoodLeap Sustainable Home Solutions Trust, Series 2021-4GS, Class A
38237GAA7
0.06000000
PA
USD
0.04000000
0.000000001266
Long
ABS-O
CORP
US
Y
2
2048-07-20
Fixed
1.93000000
N
N
N
N
N
N
WEX, Inc.
T9M5IGROL1TL1G5OV478
WEX, Inc.
96208T104
2004.00000000
NS
USD
333625.92000000
0.010560363631
Long
EC
CORP
US
N
1
N
N
N
HubSpot, Inc.
529900BLNVEW0MVKJB37
HubSpot, Inc.
443573100
2169.00000000
NS
USD
919157.13000000
0.029094362714
Long
EC
CORP
US
N
1
N
N
N
Concentrix Corp.
5493000EAJN1KMPVA737
Concentrix Corp.
20602D101
2018.00000000
NS
USD
153791.78000000
0.004868018409
Long
EC
CORP
US
N
1
N
N
KKR Real Estate Finance Trust, Inc.
549300K23AYZDZ2REL62
KKR Real Estate Finance Trust, Inc.
48251K100
1081.00000000
NS
USD
11285.64000000
0.000357227826
Long
EC
CORP
US
N
1
N
N
N
DoubleVerify Holdings, Inc.
N/A
DoubleVerify Holdings, Inc.
25862V105
5285.00000000
NS
USD
147081.55000000
0.004655617439
Long
EC
CORP
US
N
1
N
N
N
Biomea Fusion, Inc.
N/A
Biomea Fusion, Inc.
09077A106
1493.00000000
NS
USD
15258.46000000
0.000482980717
Long
EC
CORP
US
N
1
N
N
SkyWater Technology, Inc.
N/A
SkyWater Technology, Inc.
83089J108
103.00000000
NS
USD
507.79000000
0.000016073232
Long
EC
CORP
US
N
1
N
N
N
SP Plus Corp.
0IDE18EMH1CUKQCUYE69
SP Plus Corp.
78469C103
895.00000000
NS
USD
45224.35000000
0.001431500229
Long
EC
CORP
US
N
1
N
N
N
DMC Global, Inc.
549300CBDXD1Z5MRNG02
DMC Global, Inc.
23291C103
609.00000000
NS
USD
11540.55000000
0.000365296570
Long
EC
CORP
US
N
1
N
N
N
Paragon 28, Inc.
254900GM24PT1FMTRP66
Paragon 28, Inc.
69913P105
3346.00000000
NS
USD
28875.98000000
0.000914020256
Long
EC
CORP
US
N
1
N
N
N
Cava Group, Inc.
N/A
Cava Group, Inc.
148929102
1418.00000000
NS
USD
44794.62000000
0.001417897853
Long
EC
CORP
US
N
1
N
N
N/A
N/A
3 Month SOFR
N/A
12.00000000
NC
USD
12150.00000000
0.000384587678
N/A
DIR
US
N
1
CME3680
N/A
Call
Purchased
N/A
3 Month SOFR
250000.00000000
95.37500000
USD
2024-09-13
XXXX
-36786.84000000
N
N
N
Annexon, Inc.
N/A
Annexon, Inc.
03589W102
3259.00000000
NS
USD
7397.93000000
0.000234168948
Long
EC
CORP
US
N
1
N
N
IDT Corp.
549300JNTN7ZMJDFCL56
IDT Corp., Class B
448947507
1551.00000000
NS
USD
43505.55000000
0.001377094525
Long
EC
CORP
US
N
1
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F062614
4700000.00000000
PA
USD
4666931.74000000
0.147723822595
Long
ABS-MBS
USGSE
US
N
2
2053-01-25
Fixed
6.50000000
N
N
N
N
N
N
Neogen Corp.
549300HJT9FC36N4UW43
Neogen Corp.
640491106
10026.00000000
NS
USD
149287.14000000
0.004725431656
Long
EC
CORP
US
N
1
N
N
AAR Corp.
MP76T5YQX3YK5VVAQ802
AAR Corp.
000361105
1816.00000000
NS
USD
107797.76000000
0.003412155579
Long
EC
CORP
US
N
1
N
N
N
Keysight Technologies, Inc.
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338L103
8373.00000000
NS
USD
1021924.65000000
0.032347294563
Long
EC
CORP
US
N
1
N
N
N
VF Corp.
CWAJJ9DJ5Z7P057HV541
VF Corp.
918204108
16519.00000000
NS
USD
243324.87000000
0.007702036783
Long
EC
CORP
US
N
1
N
N
N/A
N/A
ETRS
N/A
1418.00000000
PA
USD
-3606.04000000
-0.00011414309
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Seagen, Inc.
Seagen, Inc.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
1418.00000000
USD
-3606.04000000
N
N
N
Aon plc
635400FALWQYX5E6QC64
Aon plc, Class A
N/A
9399.00000000
NS
USD
2908050.60000000
0.092049418090
Long
EC
CORP
IE
N
1
N
N
N
Health Catalyst, Inc.
549300223PL6GWKVJG92
Health Catalyst, Inc.
42225T107
3563.00000000
NS
USD
26686.87000000
0.000844727686
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
74099.00000000
NS
USD
6606666.84000000
0.209122852999
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DQB70
290571.33000000
PA
USD
275965.88000000
0.008735232690
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.50000000
N
N
N
N
N
N
Noodles & Co.
5299003PCPK4UINV4362
Noodles & Co., Class A
65540B105
1226.00000000
NS
USD
2611.38000000
0.000082658812
Long
EC
CORP
US
N
1
N
N
N
KNOT Offshore Partners LP
549300RM8O2QLS7ZQN07
KNOT Offshore Partners LP
N/A
143.00000000
NS
USD
809.38000000
0.000025619553
Long
EC
CORP
MH
N
1
N
N
N
Avis Budget Group, Inc.
529900E95812SYWMCE44
Avis Budget Group, Inc.
053774105
951.00000000
NS
USD
154822.80000000
0.004900653601
Long
EC
CORP
US
N
1
N
N
Willis Towers Watson plc
549300WHC56FF48KL350
Willis Towers Watson plc
N/A
5096.00000000
NS
USD
1202095.44000000
0.038050295872
Long
EC
CORP
IE
N
1
N
N
N
LivaNova plc
2138001K2FX6SHK2B339
LivaNova plc
N/A
2278.00000000
NS
USD
111735.90000000
0.003536810733
Long
EC
CORP
GB
N
1
N
N
N
Syndax Pharmaceuticals, Inc.
529900OF94TRHKZVBS87
Syndax Pharmaceuticals, Inc.
87164F105
3664.00000000
NS
USD
51589.12000000
0.001632966247
Long
EC
CORP
US
N
1
N
N
N
Everbridge, Inc.
549300WCY0UMR64ATW81
Everbridge, Inc.
29978A104
2017.00000000
NS
USD
41570.37000000
0.001315839679
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ACCK4
95517.22000000
PA
USD
89621.68000000
0.002836822540
Long
ABS-MBS
USGA
US
N
2
2053-01-20
Fixed
5.00000000
N
N
N
N
N
N
IDEX Corp.
549300U5Y5EL6PHYLF13
IDEX Corp.
45167R104
3531.00000000
NS
USD
675868.71000000
0.021393479694
Long
EC
CORP
US
N
1
N
N
N
Pactiv Evergreen, Inc.
894500GNKGJRUSH1F791
Pactiv Evergreen, Inc.
69526K105
2147.00000000
NS
USD
18507.14000000
0.000585812182
Long
EC
CORP
US
N
1
N
N
Republic of Panama
549300SHS4T08CL0LP14
Republic of Panama
698299BF0
1000000.00000000
PA
USD
896920.74000000
0.028390507438
Long
DBT
NUSS
PA
N
2
2028-03-17
Fixed
3.87500000
N
N
N
N
N
N
Karyopharm Therapeutics, Inc.
549300J1VANRCNTYST87
Karyopharm Therapeutics, Inc.
48576U106
3531.00000000
NS
USD
3071.97000000
0.000097238009
Long
EC
CORP
US
N
1
N
N
N
Mesa Laboratories, Inc.
549300ZCG738WLX8ZW79
Mesa Laboratories, Inc.
59064R109
117.00000000
NS
USD
10978.11000000
0.000347493484
Long
EC
CORP
US
N
1
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658300
46974.00000000
NS
USD
538322.04000000
0.017039672737
Long
EC
CORP
PA
N
1
N
N
Okta, Inc.
549300N8J06I8MRHU620
Okta, Inc., Class A
679295105
7054.00000000
NS
USD
475510.14000000
0.015051468390
Long
EC
CORP
US
N
1
N
N
N
Hawaiian Electric Industries, Inc.
JJ8FWOCWCV22X7GUPJ23
Hawaiian Electric Industries, Inc.
419870100
5221.00000000
NS
USD
67768.58000000
0.002145099660
Long
EC
CORP
US
N
1
N
N
N
Sonoco Products Co.
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495102
4467.00000000
NS
USD
231435.27000000
0.007325691626
Long
EC
CORP
US
N
1
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2021-AFC1, Class A3
12657LAC8
299413.30000000
PA
USD
218108.58000000
0.006903857817
Long
ABS-MBS
CORP
US
Y
2
2056-03-25
Variable
1.16899920
N
N
N
N
N
N
SPS Commerce, Inc.
2549006XVF9GCCETDQ72
SPS Commerce, Inc.
78463M107
1729.00000000
NS
USD
277227.86000000
0.008775178530
Long
EC
CORP
US
N
1
N
N
N
Life Time Group Holdings, Inc.
N/A
Life Time Group Holdings, Inc.
53190C102
2000.00000000
NS
USD
23640.00000000
0.000748284174
Long
EC
CORP
US
N
1
N
N
Chemed Corp.
54930020031IDJT2IM79
Chemed Corp.
16359R103
691.00000000
NS
USD
388791.15000000
0.012306525586
Long
EC
CORP
US
N
1
N
N
ConnectOne Bancorp, Inc.
549300E2M5ZYAZKUK134
ConnectOne Bancorp, Inc.
20786W107
1411.00000000
NS
USD
22985.19000000
0.000727557272
Long
EC
CORP
US
N
1
N
N
N
Robert Half, Inc.
529900VPCUY9H3HLIC08
Robert Half, Inc.
770323103
4553.00000000
NS
USD
340427.81000000
0.010775665943
Long
EC
CORP
US
N
1
N
N
Alnylam Pharmaceuticals, Inc.
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals, Inc.
02043Q107
5832.00000000
NS
USD
885297.60000000
0.028022596620
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109104
31127.00000000
NS
USD
1474797.26000000
0.046682210269
Long
EC
CORP
US
N
1
N
N
N
Associated Banc-Corp.
549300N3CIN473IW5094
Associated Banc-Corp.
045487105
8965.00000000
NS
USD
145322.65000000
0.004599942438
Long
EC
CORP
US
N
1
N
N
Grocery Outlet Holding Corp.
N/A
Grocery Outlet Holding Corp.
39874R101
4551.00000000
NS
USD
125926.17000000
0.003985979704
Long
EC
CORP
US
N
1
N
N
N
Four Corners Property Trust, Inc.
549300SVTPZPBDVNER42
Four Corners Property Trust, Inc.
35086T109
4093.00000000
NS
USD
87180.90000000
0.002759563782
Long
EC
CORP
US
N
1
N
N
N
First Community Corp.
549300TC167ECI9SMC70
First Community Corp.
319835104
489.00000000
NS
USD
8655.30000000
0.000273968867
Long
EC
CORP
US
N
1
N
N
Clean Harbors, Inc.
5493000SJVZVZJKHJF48
Clean Harbors, Inc.
184496107
2381.00000000
NS
USD
365888.27000000
0.011581573697
Long
EC
CORP
US
N
1
N
N
N
TimkenSteel Corp.
549300QZTZWHDE9HJL14
TimkenSteel Corp.
887399103
2368.00000000
NS
USD
48141.44000000
0.001523835774
Long
EC
CORP
US
N
1
N
N
N
Clipper Realty, Inc.
N/A
Clipper Realty, Inc.
18885T306
525.00000000
NS
USD
2493.75000000
0.000078935434
Long
EC
CORP
US
N
1
N
N
N
Whitestone REIT
N/A
Whitestone REIT
966084204
1605.00000000
NS
USD
15969.75000000
0.000505495397
Long
EC
CORP
US
N
1
N
N
N
Gogo, Inc.
549300VL3DIHSFHYTO04
Gogo, Inc.
38046C109
3113.00000000
NS
USD
32686.50000000
0.001034635815
Long
EC
CORP
US
N
1
N
N
N
Markel Group, Inc.
549300SCNO12JLWIK605
Markel Group, Inc.
570535104
627.00000000
NS
USD
922016.04000000
0.029184856670
Long
EC
CORP
US
N
1
N
N
N
Janus International Group, Inc.
N/A
Janus International Group, Inc.
47103N106
3094.00000000
NS
USD
28959.84000000
0.000916674702
Long
EC
CORP
US
N
1
N
N
N
Farmland Partners, Inc.
549300LB188CHPZ4IL37
Farmland Partners, Inc.
31154R109
2786.00000000
NS
USD
29030.12000000
0.000918899297
Long
EC
CORP
US
N
1
N
N
N
Peloton Interactive, Inc.
5493002YS021166W0339
Peloton Interactive, Inc., Class A
70614W100
14249.00000000
NS
USD
67825.24000000
0.002146893136
Long
EC
CORP
US
N
1
N
N
Marathon Oil Corp.
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp.
565849106
29377.00000000
NS
USD
802285.87000000
0.025395000855
Long
EC
CORP
US
N
1
N
N
N
Vaxcyte, Inc.
254900M7NMHTGASX8D95
Vaxcyte, Inc.
92243G108
4219.00000000
NS
USD
202933.90000000
0.006423529014
Long
EC
CORP
US
N
1
N
N
N
Super Micro Computer, Inc.
54930022CZO1N2UGVW07
Super Micro Computer, Inc.
86800U104
2166.00000000
NS
USD
518692.02000000
0.016418317689
Long
EC
CORP
US
N
1
N
N
Coeur Mining, Inc.
5493003AVK173D48DR70
Coeur Mining, Inc.
192108504
16850.00000000
NS
USD
42293.50000000
0.001338729134
Long
EC
CORP
US
N
1
N
N
Signet Jewelers Ltd.
549300N3XPGE91WV7M22
Signet Jewelers Ltd.
N/A
2079.00000000
NS
USD
145176.57000000
0.004595318523
Long
EC
CORP
BM
N
1
N
N
Entravision Communications Corp.
549300SKHY2ALCLKV539
Entravision Communications Corp., Class A
29382R107
2441.00000000
NS
USD
8738.78000000
0.000276611285
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
3326.00000000
PA
USD
-8406.45000000
-0.00026609194
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Seagen, Inc.
Seagen, Inc.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
3326.00000000
USD
-8406.45000000
N
N
N
Murphy Oil Corp.
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp.
626717102
6995.00000000
NS
USD
313865.65000000
0.009934885741
Long
EC
CORP
US
N
1
N
N
N
Palantir Technologies, Inc.
549300UVN46B3BBDHO85
Palantir Technologies, Inc., Class A
69608A108
87954.00000000
NS
USD
1301719.20000000
0.041203717320
Long
EC
CORP
US
N
1
N
N
N
Clear Secure, Inc.
N/A
Clear Secure, Inc., Class A
18467V109
3817.00000000
NS
USD
64201.94000000
0.002032203709
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XLD6
187619.71200000
PA
USD
154771.55000000
0.004899031369
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
3058000.00000000
PA
USD
523773.48000000
0.016579162702
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2048-02-15
138950.31000000
USD
0.00000000
USD
3058000.00000000
USD
523773.48000000
N
N
N
Marriott Vacations Worldwide Corp.
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corp.
57164Y107
1693.00000000
NS
USD
152132.98000000
0.004815511903
Long
EC
CORP
US
N
1
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271V100
43457.00000000
NS
USD
1318050.81000000
0.041720666784
Long
EC
CORP
US
N
1
N
N
N
Franklin Street Properties Corp.
549300STLK2T6QY5WO82
Franklin Street Properties Corp.
35471R106
481.00000000
NS
USD
836.94000000
0.000026491918
Long
EC
CORP
US
N
1
N
N
N
Sleep Number Corp.
529900W0TZQLBT2DSS66
Sleep Number Corp.
83125X103
701.00000000
NS
USD
11405.27000000
0.000361014511
Long
EC
CORP
US
N
1
N
N
N
Genesco, Inc.
549300VY2Q511P1K5P56
Genesco, Inc.
371532102
480.00000000
NS
USD
13156.80000000
0.000416456228
Long
EC
CORP
US
N
1
N
N
N
Paysafe Ltd.
N/A
Paysafe Ltd.
N/A
2437.00000000
NS
USD
23687.64000000
0.000749792138
Long
EC
CORP
BM
N
1
N
N
N
Domo, Inc.
549300X57AGT5JULJ761
Domo, Inc., Class B
257554105
957.00000000
NS
USD
7809.12000000
0.000247184471
Long
EC
CORP
US
N
1
N
N
N
Procore Technologies, Inc.
5493005PTWY0RHYRAH22
Procore Technologies, Inc.
74275K108
4005.00000000
NS
USD
244665.45000000
0.007744470573
Long
EC
CORP
US
N
1
N
N
N
Keros Therapeutics, Inc.
N/A
Keros Therapeutics, Inc.
492327101
1403.00000000
NS
USD
40041.62000000
0.001267449686
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
9.00000000
NC
USD
6468.75000000
0.000204757328
N/A
DIR
US
N
1
CME3680
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
97.50000000
USD
2025-12-12
XXXX
-4352.13000000
N
N
N
Rumble, Inc.
N/A
Rumble, Inc.
78137L105
460.00000000
NS
USD
2065.40000000
0.000065376740
Long
EC
CORP
US
N
1
N
N
Invitation Homes, Inc.
N/A
Invitation Homes, Inc.
46187W107
28642.00000000
NS
USD
850380.98000000
0.026917370132
Long
EC
CORP
US
N
1
N
N
N
Hain Celestial Group, Inc. (The)
5493000S8QXWHLIXDP75
Hain Celestial Group, Inc. (The)
405217100
3381.00000000
NS
USD
37360.05000000
0.001182569128
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd.
549300AYR4P8AFKDCE43
Arch Capital Group Ltd.
N/A
16981.00000000
NS
USD
1471913.08000000
0.046590916434
Long
EC
CORP
BM
N
1
N
N
N
Ichor Holdings Ltd.
529900PS8R2JVLJ2H892
Ichor Holdings Ltd.
N/A
1254.00000000
NS
USD
30422.04000000
0.000962958168
Long
EC
CORP
KY
N
1
N
N
N
SkyWest, Inc.
529900UYS2KGS6Z42P09
SkyWest, Inc.
830879102
1824.00000000
NS
USD
76918.08000000
0.002434711591
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp., Class A
20030N101
192651.00000000
NS
USD
7954559.79000000
0.251788122198
Long
EC
CORP
US
N
1
N
N
N
First Merchants Corp.
TZTBT0OTGQ2FEK6XMX94
First Merchants Corp.
320817109
3964.00000000
NS
USD
108256.84000000
0.003426686979
Long
EC
CORP
US
N
1
N
N
N
Ponce Financial Group, Inc.
N/A
Ponce Financial Group, Inc.
732344106
1356.00000000
NS
USD
10549.68000000
0.000333932258
Long
EC
CORP
US
N
1
N
N
N
AdvanSix, Inc.
5493009TPRODMCAZLF67
AdvanSix, Inc.
00773T101
1336.00000000
NS
USD
36806.80000000
0.001165056935
Long
EC
CORP
US
N
1
N
N
N
CoreCard Corp.
N/A
CoreCard Corp.
45816D100
517.00000000
NS
USD
11048.29000000
0.000349714913
Long
EC
CORP
US
N
1
N
N
N
GoDaddy, Inc.
549300J8H1TB0I2CB447
GoDaddy, Inc., Class A
380237107
7074.00000000
NS
USD
518029.02000000
0.016397331547
Long
EC
CORP
US
N
1
N
N
N
Federated Hermes, Inc.
R05X5UQ874RGFF7HHD84
Federated Hermes, Inc., Class B
314211103
504.00000000
NS
USD
15976.80000000
0.000505718553
Long
EC
CORP
US
N
1
N
N
N
Transcat, Inc.
54930081E40TSSHUOS40
Transcat, Inc.
893529107
255.00000000
NS
USD
22955.10000000
0.000726604824
Long
EC
CORP
US
N
1
N
N
N
Avista Corp.
Q0IK63NITJD6RJ47SW96
Avista Corp.
05379B107
936.00000000
NS
USD
29661.84000000
0.000938895324
Long
EC
CORP
US
N
1
N
N
N
Novavax, Inc.
529900J4GJHPEPQ23205
Novavax, Inc.
670002401
4086.00000000
NS
USD
27212.76000000
0.000861373843
Long
EC
CORP
US
N
1
N
N
First Bancorp
N/A
First Bancorp
318910106
526.00000000
NS
USD
15264.52000000
0.000483172536
Long
EC
CORP
US
N
1
N
N
Townsquare Media, Inc.
549300XBA8C68H0DR538
Townsquare Media, Inc., Class A
892231101
774.00000000
NS
USD
6656.40000000
0.000210697071
Long
EC
CORP
US
N
1
N
N
N
Ladder Capital Corp.
549300Q6LLV2QCV67C06
Ladder Capital Corp., Class A
505743104
6136.00000000
NS
USD
62034.96000000
0.001963611626
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
20812.00000000
PA
USD
-15083.64000000
-0.00047744708
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Albertsons Cos., Inc.
Albertsons Cos., Inc.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
20812.00000000
USD
-15083.64000000
N
N
N
Sunstone Hotel Investors, Inc.
529900ZQ2V52V96ATF67
Sunstone Hotel Investors, Inc.
867892101
10398.00000000
NS
USD
96701.40000000
0.003060919090
Long
EC
CORP
US
N
1
N
N
N
Fortinet, Inc.
549300O0QJWDBAS0QX03
Fortinet, Inc.
34959E109
31073.00000000
NS
USD
1776443.41000000
0.056230308427
Long
EC
CORP
US
N
1
N
N
N
Liberty Broadband Corp.
549300MIX43II8JLN536
Liberty Broadband Corp., Class C
530307305
5534.00000000
NS
USD
461037.54000000
0.014593362740
Long
EC
CORP
US
N
1
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389B100
26123.00000000
NS
USD
1548310.21000000
0.049009138236
Long
EC
CORP
US
N
1
N
N
N
NTT Finance Corp.
3538007PR116187GD960
NTT Finance Corp.
62954WAC9
1510000.00000000
PA
USD
1355566.67000000
0.042908167813
Long
DBT
CORP
JP
Y
2
2026-04-03
Fixed
1.16200000
N
N
N
N
N
N
Beam Therapeutics, Inc.
N/A
Beam Therapeutics, Inc.
07373V105
3197.00000000
NS
USD
67584.58000000
0.002139275451
Long
EC
CORP
US
N
1
N
N
Ollie's Bargain Outlet Holdings, Inc.
529900YO5DSQCPEFDZ05
Ollie's Bargain Outlet Holdings, Inc.
681116109
2917.00000000
NS
USD
225309.08000000
0.007131777454
Long
EC
CORP
US
N
1
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
064159VL7
1440000.00000000
PA
USD
1335509.68000000
0.042273297754
Long
DBT
CORP
CA
N
2
2025-06-11
Fixed
1.30000000
N
N
N
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887102
26411.00000000
NS
USD
722604.96000000
0.022872836558
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622A2CE0
48621.52000000
PA
USD
41760.85000000
0.001321869000
Long
ABS-MBS
USGA
US
N
2
2042-09-15
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2015-C03, Class 1M2
30711XBB9
1807615.17000000
PA
USD
1899397.37000000
0.060122207856
Long
ABS-MBS
CORP
US
N
2
2025-07-25
Floating
10.43510040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140MRBS5
170543.79000000
PA
USD
157710.17000000
0.004992048410
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
5.00000000
N
N
N
N
N
N
Riley Exploration Permian, Inc.
5493008CUBI02XP43Q95
Riley Exploration Permian, Inc.
76665T102
15.00000000
NS
USD
474.75000000
0.000015027407
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
4820.00000000
PA
USD
-22087.49000000
-0.00069914209
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Spirit Airlines, Inc.
Spirit Airlines, Inc.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
4820.00000000
USD
-22087.49000000
N
N
N
Otsuka Corp.
529900RG9DJ58J3UIE72
Otsuka Corp.
N/A
34400.00000000
NS
1378581.83000000
0.043636673736
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
OIS
N/A
13923000.00000000
PA
USD
1378826.51000000
0.043644418667
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2029-02-15
0.00000000
USD
65484.45000000
USD
13923000.00000000
USD
1378826.51000000
N
N
N
Gambling.com Group Ltd.
254900PUNXQ3N26IMU63
Gambling.com Group Ltd.
N/A
84.00000000
NS
USD
1088.64000000
0.000034459056
Long
EC
CORP
JE
N
1
N
N
N
MediaAlpha, Inc.
N/A
MediaAlpha, Inc., Class A
58450V104
187.00000000
NS
USD
1922.36000000
0.000060849051
Long
EC
CORP
US
N
1
N
N
N
Agios Pharmaceuticals, Inc.
529900ONJHY8EOGYT555
Agios Pharmaceuticals, Inc.
00847X104
2475.00000000
NS
USD
51999.75000000
0.001645964044
Long
EC
CORP
US
N
1
N
N
N
Kaiser Aluminum Corp.
N/A
Kaiser Aluminum Corp.
483007704
631.00000000
NS
USD
35840.80000000
0.001134479841
Long
EC
CORP
US
N
1
N
N
Hanesbrands, Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345102
17050.00000000
NS
USD
71439.50000000
0.002261296417
Long
EC
CORP
US
N
1
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WB85
2710000.00000000
PA
USD
2546886.18000000
0.080617369866
Long
DBT
CORP
CA
N
2
2025-05-01
Fixed
1.85000000
N
N
N
N
N
Motorola Solutions, Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076307
7623.00000000
NS
USD
2122700.58000000
0.067190492891
Long
EC
CORP
US
N
1
N
N
N
Teekay Tankers Ltd.
549300DE8ZAIYS2T6Q22
Teekay Tankers Ltd., Class A
N/A
1131.00000000
NS
USD
56210.70000000
0.001779254537
Long
EC
CORP
MH
N
1
N
N
N
Sinclair, Inc.
N/A
Sinclair, Inc.
829242106
597.00000000
NS
USD
6489.39000000
0.000205410653
Long
EC
CORP
US
N
1
N
N
SouthState Corp.
549300JZUANXM0YQ4W53
SouthState Corp.
840441109
3752.00000000
NS
USD
248007.20000000
0.007850248012
Long
EC
CORP
US
N
1
N
N
SiteOne Landscape Supply, Inc.
5299008LX7SBD4HIAU03
SiteOne Landscape Supply, Inc.
82982L103
2080.00000000
NS
USD
286561.60000000
0.009070622267
Long
EC
CORP
US
N
1
N
N
Vigil Neuroscience, Inc.
N/A
Vigil Neuroscience, Inc.
92673K108
1149.00000000
NS
USD
8043.00000000
0.000254587547
Long
EC
CORP
US
N
1
N
N
Ceridian HCM Holding, Inc.
549300T64GVCHFJ8L449
Ceridian HCM Holding, Inc.
15677J108
7048.00000000
NS
USD
451142.48000000
0.014280151370
Long
EC
CORP
US
N
1
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BP8
2510000.00000000
PA
USD
2515010.09000000
0.079608386207
Long
DBT
CORP
US
N
2
2024-02-01
Floating
7.28352000
N
N
N
N
N
Unitil Corp.
N/A
Unitil Corp.
913259107
906.00000000
NS
USD
41377.02000000
0.001309719512
Long
EC
CORP
US
N
1
N
N
N
Edgio, Inc.
529900BNCMDQGEKW5M59
Edgio, Inc.
53261M104
809.00000000
NS
USD
632.80000000
0.000020030212
Long
EC
CORP
US
N
1
N
N
N
Knife River Corp.
N/A
Knife River Corp.
498894104
2436.00000000
NS
USD
122579.52000000
0.003880047164
Long
EC
CORP
US
N
1
N
N
Black Hills Corp.
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113109
2837.00000000
NS
USD
137168.95000000
0.004341850869
Long
EC
CORP
US
N
1
N
N
N
Petco Health & Wellness Co., Inc.
2549007TYGV6RVSE9M61
Petco Health & Wellness Co., Inc., Class A
71601V105
4362.00000000
NS
USD
15092.52000000
0.000477728167
Long
EC
CORP
US
N
1
N
N
N
One Liberty Properties, Inc.
549300QII1CQZGZBZR14
One Liberty Properties, Inc.
682406103
697.00000000
NS
USD
12824.80000000
0.000405947330
Long
EC
CORP
US
N
1
N
N
N
AMMO, Inc.
549300WUBAV2G8RICP63
AMMO, Inc.
00175J107
766.00000000
NS
USD
2229.06000000
0.000070557120
Long
EC
CORP
US
N
1
N
N
Outbrain, Inc.
549300TNEHRXPVGWVW07
Outbrain, Inc.
69002R103
193.00000000
NS
USD
824.11000000
0.000026085806
Long
EC
CORP
US
N
1
N
N
N
PowerSchool Holdings, Inc.
N/A
PowerSchool Holdings, Inc., Class A
73939C106
2846.00000000
NS
USD
56692.32000000
0.001794499403
Long
EC
CORP
US
N
1
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-322.00000000
NC
USD
-20125.00000000
-0.00063702280
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Written
United States of America
U.S. Treasury 10 Year Note
100000.00000000
110.50000000
USD
2023-11-24
XXXX
87567.90000000
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
550241103
41090.00000000
NS
USD
59991.40000000
0.001898926194
Long
EC
CORP
US
N
1
N
N
Axsome Therapeutics, Inc.
549300EXGR0XLRJEIB95
Axsome Therapeutics, Inc.
05464T104
1521.00000000
NS
USD
94727.88000000
0.002998450656
Long
EC
CORP
US
N
1
N
N
Shimamura Co. Ltd.
N/A
Shimamura Co. Ltd.
N/A
21100.00000000
NS
2084914.54000000
0.065994439771
Long
EC
CORP
JP
N
2
N
N
N
2seventy bio, Inc.
N/A
2seventy bio, Inc.
901384107
3526.00000000
NS
USD
8603.44000000
0.000272327326
Long
EC
CORP
US
N
1
N
N
Dine Brands Global, Inc.
529900HKM8OWSHLKJY75
Dine Brands Global, Inc.
254423106
794.00000000
NS
USD
39136.26000000
0.001238792048
Long
EC
CORP
US
N
1
N
N
N
GameStop Corp.
549300505KLOET039L77
GameStop Corp., Class A
36467W109
12629.00000000
NS
USD
173901.33000000
0.005504552166
Long
EC
CORP
US
N
1
N
N
ALX Oncology Holdings, Inc.
N/A
ALX Oncology Holdings, Inc.
00166B105
411.00000000
NS
USD
2959.20000000
0.000093668465
Long
EC
CORP
US
N
1
N
N
N/A
N/A
3 Month SOFR
N/A
35.00000000
NC
USD
36968.75000000
0.001170183189
N/A
DIR
US
N
1
CME3680
N/A
Call
Purchased
N/A
3 Month SOFR
250000.00000000
96.62500000
USD
2025-06-13
XXXX
-23338.70000000
N
N
N
TuSimple Holdings, Inc.
N/A
TuSimple Holdings, Inc., Class A
90089L108
7387.00000000
NS
USD
7904.09000000
0.000250190586
Long
EC
CORP
US
N
1
N
N
N
Ulta Beauty, Inc.
529900CIV6HN8M28YM82
Ulta Beauty, Inc.
90384S303
2354.00000000
NS
USD
897603.74000000
0.028412126646
Long
EC
CORP
US
N
1
N
N
N
Dave & Buster's Entertainment, Inc.
529900WTVU85QZLYHR86
Dave & Buster's Entertainment, Inc.
238337109
1888.00000000
NS
USD
65966.72000000
0.002088064832
Long
EC
CORP
US
N
1
N
N
Cardinal Health, Inc.
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc.
14149Y108
12958.00000000
NS
USD
1179178.00000000
0.037324883110
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Group, Inc.
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573106
23285.00000000
NS
USD
1435520.25000000
0.045438963018
Long
EC
CORP
US
N
1
N
N
N
News Corp.
549300ITS31QK8VRBQ14
News Corp., Class B
65249B208
4890.00000000
NS
USD
104841.60000000
0.003318583339
Long
EC
CORP
US
N
1
N
N
Humacyte, Inc.
N/A
Humacyte, Inc.
44486Q103
384.00000000
NS
USD
814.08000000
0.000025768324
Long
EC
CORP
US
N
1
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAE9
800000.00000000
PA
USD
753859.87000000
0.023862157816
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.74600000
N
N
N
N
N
N
IES Holdings, Inc.
549300687T8E6LN6EN72
IES Holdings, Inc.
44951W106
335.00000000
NS
USD
20847.05000000
0.000659878071
Long
EC
CORP
US
N
1
N
N
N
Antero Resources Corp.
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674X106
13244.00000000
NS
USD
389903.36000000
0.012341730711
Long
EC
CORP
US
N
1
N
N
N
Southern States Bancshares, Inc.
54930074ZMW7KARTWQ27
Southern States Bancshares, Inc.
843878307
497.00000000
NS
USD
11540.34000000
0.000365289923
Long
EC
CORP
US
N
1
N
N
N
Extreme Networks, Inc.
549300WRECW11X94UB57
Extreme Networks, Inc.
30226D106
5552.00000000
NS
USD
114482.24000000
0.003623741476
Long
EC
CORP
US
N
1
N
N
Golar LNG Ltd.
213800C2VSFZG3EZLO34
Golar LNG Ltd.
N/A
4907.00000000
NS
USD
110064.01000000
0.003483889885
Long
EC
CORP
BM
N
1
N
N
N
Ardelyx, Inc.
549300F542QR4SXHCY32
Ardelyx, Inc.
039697107
6953.00000000
NS
USD
27464.35000000
0.000869337499
Long
EC
CORP
US
N
1
N
N
RPC, Inc.
N/A
RPC, Inc.
749660106
4382.00000000
NS
USD
36458.24000000
0.001154023859
Long
EC
CORP
US
N
1
N
N
N
RB Global, Inc.
5493002H8U24DJXQ4886
RB Global, Inc.
74935Q107
7209.00000000
NS
USD
471468.60000000
0.014923540284
Long
EC
CORP
CA
N
1
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140BT6
1020000.00000000
PA
USD
853566.04000000
0.027018187814
Long
DBT
CORP
US
N
2
2028-08-12
Fixed
1.60000000
N
N
N
N
N
WD-40 Co.
549300UZHTN0CNKBOB19
WD-40 Co.
929236107
638.00000000
NS
USD
134873.20000000
0.004269182790
Long
EC
CORP
US
N
1
N
N
Park National Corp.
5493001T01TDELV5OO63
Park National Corp.
700658107
921.00000000
NS
USD
93380.19000000
0.002955791811
Long
EC
CORP
US
N
1
N
N
Eagle Materials, Inc.
529900KRXRGXL61SG039
Eagle Materials, Inc.
26969P108
1700.00000000
NS
USD
261647.00000000
0.008281992787
Long
EC
CORP
US
N
1
N
N
N
fuboTV, Inc.
N/A
fuboTV, Inc.
35953D104
8280.00000000
NS
USD
20037.60000000
0.000634256302
Long
EC
CORP
US
N
1
N
N
Laboratory Corp. of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540R409
4184.00000000
NS
USD
835670.32000000
0.026451729096
Long
EC
CORP
US
N
1
N
N
N
Palomar Holdings, Inc.
549300DOI1MUW11BLX74
Palomar Holdings, Inc.
69753M105
889.00000000
NS
USD
44521.12000000
0.001409240674
Long
EC
CORP
US
N
1
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212P303
6735.00000000
NS
USD
641778.15000000
0.020314400736
Long
EC
CORP
US
N
1
N
N
N
Neuberger Berman Loan Advisers CLO 24 Ltd.
549300E610NX15ZSSH14
Neuberger Berman Loan Advisers CLO 24 Ltd., Series 2017-24A, Class AR
64130HAL5
453039.01000000
PA
USD
451541.72000000
0.014292788636
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-19
Floating
6.67842120
N
N
N
N
N
N
ADMA Biologics, Inc.
N/A
ADMA Biologics, Inc.
000899104
11846.00000000
NS
USD
40039.48000000
0.001267381948
Long
EC
CORP
US
N
1
N
N
N
Spirit AeroSystems Holdings, Inc.
N/A
Spirit AeroSystems Holdings, Inc., Class A
848574109
4851.00000000
NS
USD
109632.60000000
0.003470234332
Long
EC
CORP
US
N
1
N
N
N
International Seaways, Inc.
549300YUFDGFRNGBWF46
International Seaways, Inc.
N/A
1531.00000000
NS
USD
73625.79000000
0.002330499725
Long
EC
CORP
MH
N
1
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABD2
1270000.00000000
PA
USD
1254434.61000000
0.039707003682
Long
DBT
CORP
DK
Y
2
2025-03-28
Variable
3.77300000
N
N
N
N
N
HashiCorp, Inc.
549300XGOB9ZFQHMIP56
HashiCorp, Inc., Class A
418100103
4353.00000000
NS
USD
85710.57000000
0.002713022975
Long
EC
CORP
US
N
1
N
N
Topgolf Callaway Brands Corp.
5493005UB0KFRKBPCU72
Topgolf Callaway Brands Corp.
131193104
6446.00000000
NS
USD
78770.12000000
0.002493334782
Long
EC
CORP
US
N
1
N
N
Blackstone, Inc.
5299004LW4QWGZUB8Y96
Blackstone, Inc.
09260D107
33668.00000000
NS
USD
3109239.80000000
0.098417721580
Long
EC
CORP
US
N
1
N
N
N
UWM Holdings Corp.
N/A
UWM Holdings Corp., Class A
91823B109
5305.00000000
NS
USD
25729.25000000
0.000814415846
Long
EC
CORP
US
N
1
N
N
Pershing Square, Escrow
N/A
Pershing Square, Escrow
715ESC018
1191.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
20470.00000000
NS
USD
8427294.30000000
0.266751732720
Long
EC
CORP
US
N
1
N
N
N
Enovis Corp.
635400OP2DYYYMOIYL17
Enovis Corp.
194014502
2560.00000000
NS
USD
117504.00000000
0.003719390172
Long
EC
CORP
US
N
1
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V100
2107.00000000
NS
USD
25136.51000000
0.000795653665
Long
EC
CORP
US
N
1
N
N
N
Dole plc
635400JUG5XJXOPPJJ47
Dole plc
N/A
2255.00000000
NS
USD
25752.10000000
0.000815139124
Long
EC
CORP
IE
N
1
N
N
Aehr Test Systems
529900A4GWWZFRU2RE97
Aehr Test Systems
00760J108
1108.00000000
NS
USD
26104.48000000
0.000826293116
Long
EC
CORP
US
N
1
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DP2V9
94752.39300000
PA
USD
83776.94000000
0.002651817192
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
4.00000000
N
N
N
N
N
N
Calix, Inc.
5299002RQRZ4SXSCSJ58
Calix, Inc.
13100M509
2705.00000000
NS
USD
89589.60000000
0.002835807102
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810ST6
1660000.00000000
PA
USD
935630.46000000
0.029615798084
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.37500000
N
N
N
N
N
N
API Group Corp.
213800NZT1VX6PZ7BT53
API Group Corp.
00187Y100
9448.00000000
NS
USD
244419.76000000
0.007736693672
Long
EC
CORP
US
N
1
N
N
Blue Owl Capital, Inc.
N/A
Blue Owl Capital, Inc., Class A
09581B103
22617.00000000
NS
USD
278867.61000000
0.008827082040
Long
EC
CORP
US
N
1
N
N
N/A
N/A
ETRS
N/A
13525.00000000
PA
USD
-11685.06000000
-0.00036987079
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
SP Plus Corp.
SP Plus Corp.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
13525.00000000
USD
-11685.06000000
N
N
N
Oncternal Therapeutics, Inc.
549300QZ85LIXQ8O7P72
Oncternal Therapeutics, Inc., CVR
N/A
31.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR9, Class A7
92922FWL8
1279781.54000000
PA
USD
1180621.76000000
0.037370582888
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
5.25897720
N
N
N
N
N
N
Amneal Pharmaceuticals, Inc.
549300VV176ZO5WQHZ61
Amneal Pharmaceuticals, Inc.
03168L105
3743.00000000
NS
USD
14485.41000000
0.000458511128
Long
EC
CORP
US
N
1
N
N
N
Arthur J Gallagher & Co.
54930049QLLMPART6V29
Arthur J Gallagher & Co.
363576109
10065.00000000
NS
USD
2370206.85000000
0.075024884813
Long
EC
CORP
US
N
1
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F0506B7
1600000.00000000
PA
USD
1475000.00000000
0.046688627661
Long
ABS-MBS
USGSE
US
N
2
2053-11-25
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
4963000.00000000
PA
USD
289504.66000000
0.009163779848
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2027-10-14
68903.39000000
USD
0.00000000
USD
4963000.00000000
USD
289504.66000000
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
71817.00000000
NS
USD
2289525.96000000
0.072471067841
Long
EC
CORP
US
N
1
N
N
N
PPL Corp.
9N3UAJSNOUXFKQLF3V18
PPL Corp.
69351T106
35410.00000000
NS
USD
870023.70000000
0.027539127176
Long
EC
CORP
US
N
1
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAM4
490000.00000000
PA
USD
433532.41000000
0.013722734420
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.87500000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033G407
4646.00000000
NS
USD
249490.20000000
0.007897189866
Long
EC
CORP
US
N
1
N
N
N
Plug Power, Inc.
549300JPDKRSJ8JSM954
Plug Power, Inc.
72919P202
24649.00000000
NS
USD
145182.61000000
0.004595509709
Long
EC
CORP
US
N
1
N
N
Olympus Corp.
5299000Y52IFDI1I2A21
Olympus Corp.
N/A
236000.00000000
NS
3163145.33000000
0.100124009864
Long
EC
CORP
JP
N
2
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140KNVZ8
152031.91000000
PA
USD
112902.34000000
0.003573732416
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.00000000
N
N
N
N
N
N
Dexcom, Inc.
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
18206.00000000
NS
USD
1617238.98000000
0.051190961746
Long
EC
CORP
US
N
1
N
N
Alvotech SA
222100DCZBOWV5DZ8372
Alvotech SA
N/A
301.00000000
NS
USD
2675.89000000
0.000084700767
Long
EC
CORP
LU
N
1
N
N
STWD Ltd.
N/A
STWD Ltd., Series 2019-FL1, Class A
78485WAA7
405187.23000000
PA
USD
404574.22000000
0.012806111944
Long
ABS-CBDO
CORP
KY
Y
2
2038-07-15
Floating
6.52898160
N
N
N
N
N
N
Central Valley Community Bancorp
N/A
Central Valley Community Bancorp
155685100
662.00000000
NS
USD
10439.74000000
0.000330452294
Long
EC
CORP
US
N
1
N
N
N
Ducommun, Inc.
549300Z71HMWF90S2214
Ducommun, Inc.
264147109
454.00000000
NS
USD
21719.36000000
0.000687489567
Long
EC
CORP
US
N
1
N
N
N
Cymabay Therapeutics, Inc.
549300YT9GNL852E7F84
Cymabay Therapeutics, Inc.
23257D103
3778.00000000
NS
USD
61883.64000000
0.001958821848
Long
EC
CORP
US
N
1
N
N
Alpine Income Property Trust, Inc.
N/A
Alpine Income Property Trust, Inc.
02083X103
864.00000000
NS
USD
13305.60000000
0.000421166240
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
175739.00000000
NS
USD
6989140.03000000
0.221229394258
Long
EC
CORP
US
N
1
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279GAQ0
2050000.00000000
PA
USD
2021992.90000000
0.064002761790
Long
STIV
CORP
US
N
2
2024-01-24
None
0.00000000
N
N
N
N
N
N
Utz Brands, Inc.
N/A
Utz Brands, Inc.
918090101
3213.00000000
NS
USD
39166.47000000
0.001239748294
Long
EC
CORP
US
N
1
N
N
MRC Global, Inc.
529900TSBPOLCLI2L582
MRC Global, Inc.
55345K103
3156.00000000
NS
USD
33169.56000000
0.001049926262
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
644.00000000
NC
USD
664125.00000000
0.021021752437
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Put
Purchased
United States of America
U.S. Treasury 10 Year Note
100000.00000000
106.50000000
USD
2023-11-24
XXXX
225451.52000000
N
N
N
Rockwell Automation, Inc.
VH3R4HHBHH12O0EXZJ88
Rockwell Automation, Inc.
773903109
5446.00000000
NS
USD
1431263.26000000
0.045304215207
Long
EC
CORP
US
N
1
N
N
N
Veritex Holdings, Inc.
549300F3SMOML02SC814
Veritex Holdings, Inc.
923451108
722.00000000
NS
USD
12432.84000000
0.000393540500
Long
EC
CORP
US
N
1
N
N
N
American States Water Co.
529900L26LIS2V8PWM23
American States Water Co.
029899101
1745.00000000
NS
USD
136197.25000000
0.004311093351
Long
EC
CORP
US
N
1
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust, Series 2021-GS2, Class A1
52476DAA5
395312.77000000
PA
USD
364889.10000000
0.011549946662
Long
ABS-MBS
CORP
US
Y
2
2061-04-25
Variable
1.74999960
N
N
N
N
N
N
Harvard Bioscience, Inc.
549300VLGB1D47GGC642
Harvard Bioscience, Inc.
416906105
2593.00000000
NS
USD
11383.27000000
0.000360318138
Long
EC
CORP
US
N
1
N
N
N
Synovus Financial Corp.
549300EIUS8UN5JTLE54
Synovus Financial Corp.
87161C501
7312.00000000
NS
USD
190623.84000000
0.006033874907
Long
EC
CORP
US
N
1
N
N
N
Cavco Industries, Inc.
N/A
Cavco Industries, Inc.
149568107
429.00000000
NS
USD
107039.79000000
0.003388163322
Long
EC
CORP
US
N
1
N
N
Macy's, Inc.
529900NZQ81TIOW3CW52
Macy's, Inc.
55616P104
12576.00000000
NS
USD
153175.68000000
0.004848516806
Long
EC
CORP
US
N
1
N
N
N
Urban Edge Properties
N/A
Urban Edge Properties
91704F104
6432.00000000
NS
USD
102011.52000000
0.003229001948
Long
EC
CORP
US
N
1
N
N
N
Hackett Group, Inc. (The)
5K016KLIRB6156644289
Hackett Group, Inc. (The)
404609109
981.00000000
NS
USD
21866.49000000
0.000692146718
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
245.00000000
NC
USD
-3848918.25000000
-0.12183099055
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
S&P 500 E-Mini Index
US78378X1072
2023-12-15
51600062.50000000
USD
-3848918.25000000
N
N
N
Azenta, Inc.
35ZN6X1ANPH25YN32Y17
Azenta, Inc.
114340102
3201.00000000
NS
USD
145485.45000000
0.004605095596
Long
EC
CORP
US
N
1
N
N
Artesian Resources Corp.
N/A
Artesian Resources Corp., Class A
043113208
304.00000000
NS
USD
11947.20000000
0.000378168388
Long
EC
CORP
US
N
1
N
N
N
Perrigo Co. plc
549300IFOQS6R1QLY196
Perrigo Co. plc
N/A
6232.00000000
NS
USD
172252.48000000
0.005452360611
Long
EC
CORP
IE
N
1
N
N
N
Array Technologies, Inc.
549300JM5FECYJQ85V37
Array Technologies, Inc.
04271T100
6925.00000000
NS
USD
120010.25000000
0.003798721273
Long
EC
CORP
US
N
1
N
N
Anterix, Inc.
549300QIX2QHFGIEQG40
Anterix, Inc.
03676C100
970.00000000
NS
USD
29575.30000000
0.000936156047
Long
EC
CORP
US
N
1
N
N
N
Liberty Latin America Ltd.
213800YWQHEAX7CAVO83
Liberty Latin America Ltd., Class A
N/A
6681.00000000
NS
USD
45631.23000000
0.001444379326
Long
EC
CORP
BM
N
1
N
N
N
Willis Lease Finance Corp.
54930023EP1OE5MKWF89
Willis Lease Finance Corp.
970646105
202.00000000
NS
USD
9025.36000000
0.000285682489
Long
EC
CORP
US
N
1
N
N
N
Graphite Bio, Inc.
N/A
Graphite Bio, Inc.
38870X104
2022.00000000
NS
USD
5034.78000000
0.000159367436
Long
EC
CORP
US
N
1
N
N
N
Cadence Bank
Q7C315HKI8VX0SSKBS64
Cadence Bank
12740C103
1083.00000000
NS
USD
22937.94000000
0.000726061654
Long
EC
CORP
US
N
1
N
N
N
AerSale Corp.
N/A
AerSale Corp.
00810F106
896.00000000
NS
USD
13699.84000000
0.000433645239
Long
EC
CORP
US
N
1
N
N
Crinetics Pharmaceuticals, Inc.
549300Q1CNFXK5P31D28
Crinetics Pharmaceuticals, Inc.
22663K107
1988.00000000
NS
USD
58228.52000000
0.001843125213
Long
EC
CORP
US
N
1
N
N
Dana, Inc.
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825205
6299.00000000
NS
USD
72312.52000000
0.002288930387
Long
EC
CORP
US
N
1
N
N
N
Alexander & Baldwin, Inc.
N/A
Alexander & Baldwin, Inc.
014491104
5766.00000000
NS
USD
91102.80000000
0.002883704886
Long
EC
CORP
US
N
1
N
N
N
Civista Bancshares, Inc.
5493001LX61Z2UVYSC48
Civista Bancshares, Inc.
178867107
690.00000000
NS
USD
10060.20000000
0.000318438597
Long
EC
CORP
US
N
1
N
N
N
VAALCO Energy, Inc.
549300CFHFVIWB8M6T24
VAALCO Energy, Inc.
91851C201
625.00000000
NS
USD
2793.75000000
0.000088431426
Long
EC
CORP
US
N
1
N
N
N
Provincia de Buenos Aires
549300L6AYROPOTQ4L07
Provincia de Buenos Aires
N/A
301247.00000000
PA
USD
97170.69000000
0.003075773671
Long
DBT
NUSS
AR
Y
2
2037-09-01
Variable
6.37499880
N
N
N
N
N
N
Surgery Partners, Inc.
549300LC82HG33S19I03
Surgery Partners, Inc.
86881A100
3080.00000000
NS
USD
71240.40000000
0.002254994244
Long
EC
CORP
US
N
1
N
N
Atomera, Inc.
N/A
Atomera, Inc.
04965B100
539.00000000
NS
USD
3449.60000000
0.000109191247
Long
EC
CORP
US
N
1
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE8, Class M2
61744CHB5
887038.39000000
PA
USD
859742.36000000
0.027213688766
Long
ABS-O
CORP
US
N
2
2034-09-25
Floating
6.45891840
N
N
N
N
N
N
First Bancorp
N/A
First Bancorp
318672706
1036.00000000
NS
USD
13830.60000000
0.000437784226
Long
EC
CORP
PR
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
44919.00000000
NS
USD
459072.18000000
0.014531152597
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271109
10198.00000000
NS
USD
949739.74000000
0.030062403454
Long
EC
CORP
US
N
1
N
N
N
Five Star Bancorp
5493008ZRBIHKWC0JA73
Five Star Bancorp
33830T103
60.00000000
NS
USD
1168.20000000
0.000036977393
Long
EC
CORP
US
N
1
N
N
N
GoPro, Inc.
549300CQJMLT21SZFL16
GoPro, Inc., Class A
38268T103
5096.00000000
NS
USD
12790.96000000
0.000404876182
Long
EC
CORP
US
N
1
N
N
W R Berkley Corp.
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423102
10091.00000000
NS
USD
680335.22000000
0.021534859505
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRSI
N/A
379077343.50000000
PA
USD
-10887591.79000000
-0.34462828420
N/A
DE
US
N
2
MORGAN STANLEY CAPITAL SERVICES INC
IGJSJL3JD5P30I6NJZ34
Vanguard Russell 1000 ETF
Vanguard Russell 1000 ETF
Y
2024-04-01
0.00000000
USD
0.00000000
USD
379077343.50000000
USD
-10887591.79000000
N
N
N
Cisco Systems, Inc.
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
194216.00000000
NS
USD
10124480.08000000
0.320473275062
Long
EC
CORP
US
N
1
N
N
N
Antero Midstream Corp.
N/A
Antero Midstream Corp.
03676B102
14726.00000000
NS
USD
181718.84000000
0.005752002210
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
33.00000000
NC
USD
27637.50000000
0.000874818269
N/A
DIR
US
N
1
CME3680
N/A
Call
Purchased
N/A
3 Month SOFR
250000.00000000
96.25000000
USD
2024-12-13
XXXX
-24315.56000000
N
N
N
Bowman Consulting Group Ltd.
N/A
Bowman Consulting Group Ltd., Class A
103002101
731.00000000
NS
USD
19422.67000000
0.000614791734
Long
EC
CORP
US
N
1
N
N
BellRing Brands, Inc.
549300S3BOK5CMTS8054
BellRing Brands, Inc.
07831C103
5966.00000000
NS
USD
260893.18000000
0.008258131891
Long
EC
CORP
US
N
1
N
N
N
Travel + Leisure Co.
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co.
894164102
3431.00000000
NS
USD
116756.93000000
0.003695742936
Long
EC
CORP
US
N
1
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
8424C0A34
30250000.00000000
PA
USD
29935369.75000000
0.947553445528
Long
STIV
CORP
US
Y
2
2024-01-03
Fixed
0.00000000
N
N
N
N
N
N
GeneDx Holdings Corp.
N/A
GeneDx Holdings Corp., Class A
81663L200
97.00000000
NS
USD
180.42000000
0.000005710889
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617MB5B1
31238.15000000
PA
USD
28151.40000000
0.000891084903
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
4.00000000
N
N
N
N
N
N
Matador Resources Co.
549300CI3Q2UUK5R4G79
Matador Resources Co.
576485205
5212.00000000
NS
USD
321528.28000000
0.010177433320
Long
EC
CORP
US
N
1
N
N
N
Grippen Park CLO Ltd.
549300P7KR0IARP7PG22
Grippen Park CLO Ltd., Series 2017-1A, Class C
39862EAC8
2110000.00000000
PA
USD
2085437.49000000
0.066010992868
Long
ABS-CBDO
CORP
KY
Y
2
2030-01-20
Floating
7.97743080
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244109
53247.00000000
NS
USD
4911503.28000000
0.155465320607
Long
EC
CORP
US
N
1
N
N
N
Stewart Information Services Corp.
529900TV1XI0PLKENU10
Stewart Information Services Corp.
860372101
309.00000000
NS
USD
13494.03000000
0.000427130672
Long
EC
CORP
US
N
1
N
N
N
Celldex Therapeutics, Inc.
529900F018DMYWH38923
Celldex Therapeutics, Inc.
15117B202
2286.00000000
NS
USD
53766.72000000
0.001701894488
Long
EC
CORP
US
N
1
N
N
N
Insteel Industries, Inc.
52990026LKY4MOX3L174
Insteel Industries, Inc.
45774W108
778.00000000
NS
USD
21713.98000000
0.000687319272
Long
EC
CORP
US
N
1
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBB8
520000.00000000
PA
USD
517091.98000000
0.016367671132
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.90000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DPWM6
183713.54000000
PA
USD
182884.08000000
0.005788885909
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
6.50000000
N
N
N
N
N
N
Pulmonx Corp.
549300WZMFR0ZK7RJY40
Pulmonx Corp.
745848101
1063.00000000
NS
USD
9343.77000000
0.000295761219
Long
EC
CORP
US
N
1
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAR1
1510000.00000000
PA
USD
1153004.88000000
0.036496417311
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-349.11000000
-0.00001105048
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
149000.00000000
EUR
157910.05000000
USD
2024-01-19
-349.11000000
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550101
13129.00000000
NS
USD
156235.10000000
0.004945357567
Long
EC
CORP
US
N
1
N
N
Rogers Corp.
PW0CN80KNFR7RUOOKJ84
Rogers Corp.
775133101
817.00000000
NS
USD
100401.13000000
0.003178027779
Long
EC
CORP
US
N
1
N
N
N
NI Holdings, Inc.
549300LLJVCO2EGU3180
NI Holdings, Inc.
65342T106
309.00000000
NS
USD
3921.21000000
0.000124119263
Long
EC
CORP
US
N
1
N
N
N
First Franklin Mortgage Loan Trust
N/A
First Franklin Mortgage Loan Trust, Series 2006-FF15, Class A2
32028GAB1
0.18000000
PA
USD
0.16000000
0.000000005064
Long
ABS-O
CORP
US
N
2
2036-11-25
Floating
5.55891840
N
N
N
N
N
N
Alector, Inc.
549300Z8RQOIY1JMHC25
Alector, Inc.
014442107
1893.00000000
NS
USD
9843.60000000
0.000311582491
Long
EC
CORP
US
N
1
N
N
ZipRecruiter, Inc.
549300HLOVNNFCY2IV80
ZipRecruiter, Inc., Class A
98980B103
3757.00000000
NS
USD
40012.05000000
0.001266513697
Long
EC
CORP
US
N
1
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
N/A
560000.00000000
PA
USD
516241.60000000
0.016340753793
Long
DBT
CORP
NL
Y
2
2027-07-06
Fixed
4.85000000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
64799.00000000
NS
USD
10580380.72000000
0.334904037931
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
581557BT1
1840000.00000000
PA
USD
1786639.72000000
0.056553055357
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.90000000
N
N
N
N
N
N
Hovnanian Enterprises, Inc.
549300805N4EF0ROBT53
Hovnanian Enterprises, Inc., Class A
442487401
28.00000000
NS
USD
1945.44000000
0.000061579609
Long
EC
CORP
US
N
1
N
N
N
Textainer Group Holdings Ltd.
529900OHEYRATAFMIT89
Textainer Group Holdings Ltd.
N/A
1481.00000000
NS
USD
72746.72000000
0.002302674253
Long
EC
CORP
BM
N
1
N
N
N
Corning, Inc.
549300X2937PB0CJ7I56
Corning, Inc.
219350105
40567.00000000
NS
USD
1085572.92000000
0.034361972787
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KYVY2
843775.43600000
PA
USD
663806.50000000
0.021011670859
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
2.00000000
N
N
N
N
N
N
KBR, Inc.
254900OFQDXZRKRCV808
KBR, Inc.
48242W106
6313.00000000
NS
USD
367100.95000000
0.011619959029
Long
EC
CORP
US
N
1
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
33024.00000000
NS
USD
782999.04000000
0.024784508906
Long
EC
CORP
US
N
1
N
N
N
Orthofix Medical, Inc.
N/A
Orthofix Medical, Inc.
68752M108
1114.00000000
NS
USD
12298.56000000
0.000389290093
Long
EC
CORP
US
N
1
N
N
Coca-Cola Consolidated, Inc.
57VG5X0E00X0QJU7CQ58
Coca-Cola Consolidated, Inc.
191098102
216.00000000
NS
USD
137464.56000000
0.004351207904
Long
EC
CORP
US
N
1
N
N
N
AptarGroup, Inc.
VNPEQDQFAA7IY1T2PX43
AptarGroup, Inc.
038336103
3183.00000000
NS
USD
389185.41000000
0.012319005219
Long
EC
CORP
US
N
1
N
N
N
Asics Corp.
3538002LJMRZ83SU0B85
Asics Corp.
N/A
90300.00000000
NS
2859113.15000000
0.090500385966
Long
EC
CORP
JP
N
2
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp.
337932107
25880.00000000
NS
USD
921328.00000000
0.029163077929
Long
EC
CORP
US
N
1
N
N
N
Materion Corp.
549300CJ5RI351SUYT02
Materion Corp.
576690101
981.00000000
NS
USD
95137.38000000
0.003011412685
Long
EC
CORP
US
N
1
N
N
N
Par Pacific Holdings, Inc.
549300BTNS7MHSHRLR55
Par Pacific Holdings, Inc.
69888T207
3172.00000000
NS
USD
104105.04000000
0.003295268779
Long
EC
CORP
US
N
1
N
N
N
YETI Holdings, Inc.
549300DSQICIGNT5GO63
YETI Holdings, Inc.
98585X104
4118.00000000
NS
USD
175097.36000000
0.005542410471
Long
EC
CORP
US
N
1
N
N
Definitive Healthcare Corp.
N/A
Definitive Healthcare Corp.
24477E103
2392.00000000
NS
USD
13777.92000000
0.000436116730
Long
EC
CORP
US
N
1
N
N
IMAX Corp.
5493002KS2T1Q0X7VZ21
IMAX Corp.
45245E109
1997.00000000
NS
USD
36365.37000000
0.001151084216
Long
EC
CORP
CA
N
1
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2021-NQM6, Class A3
12662KAC3
1414869.03000000
PA
USD
1073960.58000000
0.033994403825
Long
ABS-MBS
CORP
US
Y
2
2066-07-25
Variable
1.58500080
N
N
N
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899101
23450.00000000
NS
USD
393491.00000000
0.012455291381
Long
EC
CORP
US
N
1
N
N
N
AnaptysBio, Inc.
529900HH4WQT03IG1A12
AnaptysBio, Inc.
032724106
913.00000000
NS
USD
14891.03000000
0.000471350342
Long
EC
CORP
US
N
1
N
N
Casey's General Stores, Inc.
549300CAFWSI86V66Q65
Casey's General Stores, Inc.
147528103
1306.00000000
NS
USD
355114.46000000
0.011240546983
Long
EC
CORP
US
N
1
N
N
N
Denny's Corp.
54930037V56XOULXM917
Denny's Corp.
24869P104
2123.00000000
NS
USD
18300.26000000
0.000579263745
Long
EC
CORP
US
N
1
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AS0
480000.00000000
PA
USD
442241.12000000
0.013998393890
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
Chimerix, Inc.
5299002IR2GXUBEPKS66
Chimerix, Inc.
16934W106
472.00000000
NS
USD
444.58000000
0.000014072427
Long
EC
CORP
US
N
1
N
N
N
CSG Systems International, Inc.
549300D7FJZUOHHXUA81
CSG Systems International, Inc.
126349109
1691.00000000
NS
USD
79240.26000000
0.002508216267
Long
EC
CORP
US
N
1
N
N
Newmark Group, Inc.
N/A
Newmark Group, Inc., Class A
65158N102
8473.00000000
NS
USD
48041.91000000
0.001520685320
Long
EC
CORP
US
N
1
N
N
Global Industrial Co.
5493000GO8Z3HEWCGE46
Global Industrial Co.
37892E102
507.00000000
NS
USD
16198.65000000
0.000512740839
Long
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions Corp.
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp., Class A
192446102
23570.00000000
NS
USD
1519557.90000000
0.048099032544
Long
EC
CORP
US
N
1
N
N
N
First Industrial Realty Trust, Inc.
N/A
First Industrial Realty Trust, Inc.
32054K103
5633.00000000
NS
USD
238275.90000000
0.007542220186
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi HC Finance America LLC
3538008O2MCHLB9FAL82
Mitsubishi HC Finance America LLC
60678QYL5
10800000.00000000
PA
USD
10766689.99000000
0.340801342430
Long
STIV
CORP
US
N
2
2023-11-20
None
0.00000000
N
N
N
N
N
N
Velocity Financial, Inc.
N/A
Velocity Financial, Inc.
92262D101
116.00000000
NS
USD
1339.80000000
0.000042409100
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
134885.00000000
NS
USD
18757108.10000000
0.593724499037
Long
EC
CORP
US
N
1
N
N
N
Olympic Steel, Inc.
549300GQ061U6N6KWJ49
Olympic Steel, Inc.
68162K106
338.00000000
NS
USD
17160.26000000
0.000543178976
Long
EC
CORP
US
N
1
N
N
N
Arcus Biosciences, Inc.
N/A
Arcus Biosciences, Inc.
03969F109
2933.00000000
NS
USD
46077.43000000
0.001458503032
Long
EC
CORP
US
N
1
N
N
N
Century Communities, Inc.
5299002QMB2O7ZL1CA26
Century Communities, Inc.
156504300
1475.00000000
NS
USD
90712.50000000
0.002871350601
Long
EC
CORP
US
N
1
N
N
N
Arvinas, Inc.
N/A
Arvinas, Inc.
04335A105
2045.00000000
NS
USD
32965.40000000
0.001043463922
Long
EC
CORP
US
N
1
N
N
N
Worthington Industries, Inc.
1WRCIANKYOIK6KYE5E82
Worthington Industries, Inc.
981811102
1449.00000000
NS
USD
89287.38000000
0.002826240840
Long
EC
CORP
US
N
1
N
N
N
Bright Health Group, Inc.
N/A
Bright Health Group, Inc.
10920V404
16.00000000
NS
USD
116.16000000
0.000003676848
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury 30 Year Bond
N/A
-32.00000000
NC
USD
-7000.00000000
-0.00022157314
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Put
Written
United States of America
U.S. Treasury 30 Year Bond
100000.00000000
103.00000000
USD
2023-11-24
XXXX
23444.64000000
N
N
N
Scilex Holding Co.
N/A
Scilex Holding Co.
80880W106
3114.00000000
NS
USD
5823.18000000
0.000184322903
Long
EC
CORP
US
N
1
N
N
Oshkosh Corp.
549300FEKNPCFSA2B506
Oshkosh Corp.
688239201
3071.00000000
NS
USD
269418.83000000
0.008527996907
Long
EC
CORP
US
N
1
N
N
N
SmartFinancial, Inc.
N/A
SmartFinancial, Inc.
83190L208
601.00000000
NS
USD
12530.85000000
0.000396642840
Long
EC
CORP
US
N
1
N
N
N
Global Net Lease, Inc.
549300NUYANCT5SU8Z65
Global Net Lease, Inc.
379378201
7891.00000000
NS
USD
62654.54000000
0.001983223382
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
9233.00000000
PA
USD
-7659.69000000
-0.00024245451
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Mirati Therapeutics, Inc.
Mirati Therapeutics, Inc.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
9233.00000000
USD
-7659.69000000
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ABP55
439587.56000000
PA
USD
363892.85000000
0.011518412055
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
3.00000000
N
N
N
N
N
N
Viking Therapeutics, Inc.
529900IVC72YPFA25M37
Viking Therapeutics, Inc.
92686J106
4510.00000000
NS
USD
44243.10000000
0.001400440422
Long
EC
CORP
US
N
1
N
N
N
ServisFirst Bancshares, Inc.
N/A
ServisFirst Bancshares, Inc.
81768T108
2739.00000000
NS
USD
129171.24000000
0.004088696900
Long
EC
CORP
US
N
1
N
N
CSW Industrials, Inc.
549300SYOEO3RVQ7FB83
CSW Industrials, Inc.
126402106
723.00000000
NS
USD
128158.98000000
0.004056655524
Long
EC
CORP
US
N
1
N
N
N
Silicon Laboratories, Inc.
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories, Inc.
826919102
1482.00000000
NS
USD
136610.76000000
0.004324182310
Long
EC
CORP
US
N
1
N
N
N
Kezar Life Sciences, Inc.
549300EV1V8GXBV18004
Kezar Life Sciences, Inc.
49372L100
1239.00000000
NS
USD
893.44000000
0.000028280330
Long
EC
CORP
US
N
1
N
N
N
XBiotech, Inc.
5299002WACAY28TQAS52
XBiotech, Inc.
98400H102
111.00000000
NS
USD
463.98000000
0.000014686501
Long
EC
CORP
CA
N
1
N
N
OrthoPediatrics Corp.
5493000KUTPFGOPAT717
OrthoPediatrics Corp.
68752L100
496.00000000
NS
USD
12132.16000000
0.000384022983
Long
EC
CORP
US
N
1
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAF5
1050000.00000000
PA
USD
756372.71000000
0.023941697512
Long
DBT
CORP
NL
Y
2
2031-07-13
Fixed
3.06100000
N
N
N
N
N
N
Ginkgo Bioworks Holdings, Inc.
N/A
Ginkgo Bioworks Holdings, Inc., Class A
37611X100
49796.00000000
NS
USD
68220.52000000
0.002159405055
Long
EC
CORP
US
N
1
N
N
Donegal Group, Inc.
N/A
Donegal Group, Inc., Class A
257701201
449.00000000
NS
USD
6339.88000000
0.000200678167
Long
EC
CORP
US
N
1
N
N
CNX Resources Corp.
549300JK3KH8PWM3B226
CNX Resources Corp.
12653C108
7535.00000000
NS
USD
163660.20000000
0.005180386536
Long
EC
CORP
US
N
1
N
N
StepStone Group, Inc.
N/A
StepStone Group, Inc., Class A
85914M107
4123.00000000
NS
USD
116680.90000000
0.003693336335
Long
EC
CORP
US
N
1
N
N
N
Steelcase, Inc.
GIE4CCPBJDI8SMV1OX95
Steelcase, Inc., Class A
858155203
4633.00000000
NS
USD
50546.03000000
0.001599948999
Long
EC
CORP
US
N
1
N
N
Ring Energy, Inc.
549300HMY6TJ265I8S64
Ring Energy, Inc.
76680V108
740.00000000
NS
USD
1287.60000000
0.000040756797
Long
EC
CORP
US
N
1
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
-2780.00000000
NC
USD
4579116.32000000
0.144944174156
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 5 Year Note
2023-12-29
-290444845.14000000
USD
4579116.32000000
N
N
N
Simulations Plus, Inc.
N/A
Simulations Plus, Inc.
829214105
533.00000000
NS
USD
18798.91000000
0.000595047667
Long
EC
CORP
US
N
1
N
N
N
Rush Enterprises, Inc.
529900V3XHTN7A6DFT17
Rush Enterprises, Inc., Class A
781846209
2735.00000000
NS
USD
97311.30000000
0.003080224442
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Services, Inc.
5493005JSTWQNVUE0825
Citizens Financial Services, Inc.
174615104
314.00000000
NS
USD
15527.30000000
0.000491490392
Long
EC
CORP
US
N
1
N
N
Geron Corp.
549300T282D7Z2YESL90
Geron Corp.
374163103
23376.00000000
NS
USD
44414.40000000
0.001405862633
Long
EC
CORP
US
N
1
N
N
Huntington Ingalls Industries, Inc.
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413106
1650.00000000
NS
USD
362703.00000000
0.011480749368
Long
EC
CORP
US
N
1
N
N
N
Vanda Pharmaceuticals, Inc.
529900AY8VOOQBKJ0O70
Vanda Pharmaceuticals, Inc.
921659108
2047.00000000
NS
USD
8965.86000000
0.000283799118
Long
EC
CORP
US
N
1
N
N
N
NTT Data Group Corp.
353800SZGJGSLJRRWB43
NTT Data Group Corp.
N/A
175400.00000000
NS
2166906.19000000
0.068589746631
Long
EC
CORP
JP
N
2
N
N
N
Hanover Insurance Group, Inc. (The)
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group, Inc. (The)
410867105
1671.00000000
NS
USD
195857.91000000
0.006199550531
Long
EC
CORP
US
N
1
N
N
N
iShares Russell 1000 ETF
549300R9T7XRZ4D3YF43
iShares Russell 1000 ETF
464287622
85264.00000000
NS
USD
19551887.84000000
0.618881906056
Long
RF
US
N
1
N
N
Catalyst Pharmaceuticals, Inc.
5299004O0R5XXLA5H544
Catalyst Pharmaceuticals, Inc.
14888U101
4517.00000000
NS
USD
56055.97000000
0.001774356821
Long
EC
CORP
US
N
1
N
N
N
Cigna Group (The)
549300VIWYMSIGT1U456
Cigna Group (The)
125523AV2
40000.00000000
PA
USD
38549.97000000
0.001220234030
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473P105
19203.00000000
NS
USD
483147.48000000
0.015293215457
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KYWA3
87560.82000000
PA
USD
68865.79000000
0.002179829985
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
2.00000000
N
N
N
N
N
N
JB Hunt Transport Services, Inc.
549300XCD1MPI1C5GK90
JB Hunt Transport Services, Inc.
445658107
3906.00000000
NS
USD
671324.22000000
0.021249631557
Long
EC
CORP
US
N
1
N
N
N
Acadia Realty Trust
N/A
Acadia Realty Trust
004239109
3746.00000000
NS
USD
53642.72000000
0.001697969478
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway, Inc.
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc., Class B
084670702
82919.00000000
NS
USD
28302742.27000000
0.895875386869
Long
EC
CORP
US
N
1
N
N
N
Fulton Financial Corp.
5493005QLZ6O1BNC0C11
Fulton Financial Corp.
360271100
12956.00000000
NS
USD
168298.44000000
0.005327202170
Long
EC
CORP
US
N
1
N
N
Light & Wonder, Inc.
529900JXALYBOHXKFM62
Light & Wonder, Inc.
80874P109
4239.00000000
NS
USD
309913.29000000
0.009809780477
Long
EC
CORP
US
N
1
N
N
Globant SA
2221008DCMSPYS42DS88
Globant SA
N/A
1927.00000000
NS
USD
328148.83000000
0.010386995621
Long
EC
CORP
LU
N
1
N
N
N
Mativ Holdings, Inc.
549300Z1FU4IDULG1R21
Mativ Holdings, Inc.
808541106
2364.00000000
NS
USD
30968.40000000
0.000980252269
Long
EC
CORP
US
N
1
N
N
Covenant Logistics Group, Inc.
N/A
Covenant Logistics Group, Inc., Class A
22284P105
419.00000000
NS
USD
16544.22000000
0.000523679272
Long
EC
CORP
US
N
1
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00809KY77
18050000.00000000
PA
USD
18028231.70000000
0.570653150663
Long
STIV
CORP
US
N
2
2023-11-07
None
0.00000000
N
N
N
N
N
N
Marinus Pharmaceuticals, Inc.
549300NCT4OJF7JV1084
Marinus Pharmaceuticals, Inc.
56854Q200
3585.00000000
NS
USD
24879.90000000
0.000787531110
Long
EC
CORP
US
N
1
N
N
Nissan Motor Acceptance Co. LLC
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co. LLC
654740BS7
50000.00000000
PA
USD
44620.71000000
0.001412393027
Long
DBT
CORP
US
Y
2
2026-03-09
Fixed
2.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
57350.00000000
NS
USD
4061527.00000000
0.128560760568
Long
EC
CORP
US
N
1
N
N
N
NETSTREIT Corp.
254900CJL0EDMEQ25Q84
NETSTREIT Corp.
64119V303
3410.00000000
NS
USD
48592.50000000
0.001538113314
Long
EC
CORP
US
N
1
N
N
N
Miller Industries, Inc.
549300F1O74SPUJ7UU94
Miller Industries, Inc.
600551204
455.00000000
NS
USD
16548.35000000
0.000523810001
Long
EC
CORP
US
N
1
N
N
N
Sterling Check Corp.
N/A
Sterling Check Corp.
85917T109
483.00000000
NS
USD
5399.94000000
0.000170925958
Long
EC
CORP
US
N
1
N
N
Bally's Corp.
549300NS4D5IK406VT62
Bally's Corp.
05875B106
1202.00000000
NS
USD
10962.24000000
0.000346991146
Long
EC
CORP
US
N
1
N
N
N
Aspen Technology, Inc.
254900545H80W6GA2J08
Aspen Technology, Inc.
29109X106
1306.00000000
NS
USD
232141.50000000
0.007348046141
Long
EC
CORP
US
N
1
N
N
Affirm Holdings, Inc.
N/A
Affirm Holdings, Inc., Class A
00827B106
10125.00000000
NS
USD
178301.25000000
0.005643824184
Long
EC
CORP
US
N
1
N
N
NanoString Technologies, Inc.
549300G4CK0Y3WRDMY89
NanoString Technologies, Inc.
63009R109
1514.00000000
NS
USD
2089.32000000
0.000066133887
Long
EC
CORP
US
N
1
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBG7
210000.00000000
PA
USD
209571.02000000
0.006633615811
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.41200000
N
N
N
N
N
N
PPG Industries, Inc.
549300BKPEP01R3V6C59
PPG Industries, Inc.
693506107
10873.00000000
NS
USD
1334878.21000000
0.042253309640
Long
EC
CORP
US
N
1
N
N
N
Trinity Capital, Inc.
549300YGT4SBRQYDVU48
Trinity Capital, Inc.
896442308
230.00000000
NS
USD
3157.90000000
0.000099957977
Long
EC
CORP
US
N
1
N
N
N
Flywire Corp.
54930055DSV7NNY4VY66
Flywire Corp.
302492103
4045.00000000
NS
USD
108770.05000000
0.003442931772
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US, Inc.
549300QHIJYOHPACPG31
T-Mobile US, Inc.
872590104
26307.00000000
NS
USD
3784525.02000000
0.119792731886
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Russell 2000 E-Mini Index
N/A
482.00000000
NC
USD
-4886960.36000000
-0.15468845602
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
Russell 2000 E-Mini Index
US1248351090
2023-12-15
40208440.00000000
USD
-4886960.36000000
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762E102
6770.00000000
NS
USD
1131402.40000000
0.035812627382
Long
EC
CORP
US
N
1
N
N
Custom Truck One Source, Inc.
N/A
Custom Truck One Source, Inc.
23204X103
784.00000000
NS
USD
4523.68000000
0.000143189431
Long
EC
CORP
US
N
1
N
N
MSA Safety, Inc.
529900DVA3258XK11O39
MSA Safety, Inc.
553498106
1749.00000000
NS
USD
276132.12000000
0.008740494736
Long
EC
CORP
US
N
1
N
N
N
Evercore, Inc.
529900P6KLPT95DW3W58
Evercore, Inc., Class A
29977A105
2196.00000000
NS
USD
285875.28000000
0.009048897969
Long
EC
CORP
US
N
1
N
N
N
ACADIA Pharmaceuticals, Inc.
529900O3044NO0PEA039
ACADIA Pharmaceuticals, Inc.
004225108
5959.00000000
NS
USD
134494.63000000
0.004257199798
Long
EC
CORP
US
N
1
N
N
N
Information Services Group, Inc.
549300ZUNI6DQ0G8Q273
Information Services Group, Inc.
45675Y104
202.00000000
NS
USD
820.12000000
0.000025959510
Long
EC
CORP
US
N
1
N
N
N
Axalta Coating Systems Ltd.
529900AGLPA40GV6H619
Axalta Coating Systems Ltd.
N/A
10073.00000000
NS
USD
264214.79000000
0.008363271832
Long
EC
CORP
BM
N
1
N
N
N
Ocwen Financial Corp.
549300DDD1YQ8EIAT278
Ocwen Financial Corp.
675746606
426.00000000
NS
USD
10241.04000000
0.000324162781
Long
EC
CORP
US
N
1
N
N
N
Kadant, Inc.
549300K06LNJYBMPYP15
Kadant, Inc.
48282T104
547.00000000
NS
USD
120340.00000000
0.003809158951
Long
EC
CORP
US
N
1
N
N
1st Source Corp.
N/A
1st Source Corp.
336901103
1235.00000000
NS
USD
56340.70000000
0.001783369467
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
Liberty Media Corp-Liberty SiriusXM
531229789
7430.00000000
NS
USD
182406.50000000
0.005773768923
Long
EC
CORP
US
N
1
N
N
N
Advanced Micro Devices, Inc.
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
75044.00000000
NS
USD
7391834.00000000
0.233975990073
Long
EC
CORP
US
N
1
N
N
N
Certara, Inc.
N/A
Certara, Inc.
15687V109
5473.00000000
NS
USD
66715.87000000
0.002111777907
Long
EC
CORP
US
N
1
N
N
N
Performant Financial Corp.
N/A
Performant Financial Corp.
71377E105
4462.00000000
NS
USD
10396.46000000
0.000329082338
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XX35
97523.46000000
PA
USD
85757.83000000
0.002714518911
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
4.00000000
N
N
N
N
N
N
Sprinklr, Inc.
254900AR04RJ2BQO5S78
Sprinklr, Inc., Class A
85208T107
3663.00000000
NS
USD
49780.17000000
0.001575706997
Long
EC
CORP
US
N
1
N
N
N
Apollo Global Management, Inc.
N/A
Apollo Global Management, Inc.
03769M106
24274.00000000
NS
USD
1879778.56000000
0.059501207642
Long
EC
CORP
US
N
1
N
N
Hertz Global Holdings, Inc.
549300NBK3K85MH1EX16
Hertz Global Holdings, Inc.
42806J700
5883.00000000
NS
USD
49593.69000000
0.001569804289
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QFB32
147230.82000000
PA
USD
114787.81000000
0.003633413777
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Marcus Corp. (The)
549300NL0OKPNEMP6B79
Marcus Corp. (The)
566330106
1473.00000000
NS
USD
22890.42000000
0.000724557489
Long
EC
CORP
US
N
1
N
N
Shutterstock, Inc.
529900G2TDIS56V0LO22
Shutterstock, Inc.
825690100
1218.00000000
NS
USD
49548.24000000
0.001568365646
Long
EC
CORP
US
N
1
N
N
Constellation Energy Corp.
549300F8Y20RYGNGV346
Constellation Energy Corp.
21037T109
15111.00000000
NS
USD
1706334.12000000
0.054011117555
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H0506B3
700000.00000000
PA
USD
651300.78000000
0.020615823466
Long
ABS-MBS
USGA
US
N
2
2053-11-15
Fixed
5.00000000
N
N
N
N
N
N
MGE Energy, Inc.
N/A
MGE Energy, Inc.
55277P104
1813.00000000
NS
USD
129865.19000000
0.004110662713
Long
EC
CORP
US
N
1
N
N
Ball Corp.
0BGI85ALH27ZJP15DY16
Ball Corp.
058498106
14531.00000000
NS
USD
699667.65000000
0.022146794845
Long
EC
CORP
US
N
1
N
N
N/A
N/A
3 Month SOFR
N/A
128.00000000
NC
USD
12800.00000000
0.000405162328
N/A
DIR
US
N
1
CME3680
N/A
Call
Purchased
N/A
3 Month SOFR
250000.00000000
97.75000000
USD
2024-06-14
XXXX
-164007.96000000
N
N
N
Vishay Precision Group, Inc.
N/A
Vishay Precision Group, Inc.
92835K103
472.00000000
NS
USD
14122.24000000
0.000447015596
Long
EC
CORP
US
N
1
N
N
N
Perficient, Inc.
549300HTBXKL2755T650
Perficient, Inc.
71375U101
1610.00000000
NS
USD
93685.90000000
0.002965468543
Long
EC
CORP
US
N
1
N
N
James River Group Holdings Ltd.
N/A
James River Group Holdings Ltd.
N/A
216.00000000
NS
USD
2970.00000000
0.000094010321
Long
EC
CORP
BM
N
1
N
N
N
Ciena Corp.
W0CZ7N0GH8UIGXDM1H41
Ciena Corp.
171779309
6860.00000000
NS
USD
289492.00000000
0.009163379117
Long
EC
CORP
US
N
1
N
N
Bentley Systems, Inc.
549300WVEHPGE0Z56F71
Bentley Systems, Inc., Class B
08265T208
8975.00000000
NS
USD
436544.00000000
0.013818061202
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140N6NC2
485528.18000000
PA
USD
433934.59000000
0.013735464746
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.50000000
N
N
N
N
N
N
Lyell Immunopharma, Inc.
N/A
Lyell Immunopharma, Inc.
55083R104
13841.00000000
NS
USD
22906.86000000
0.000725077869
Long
EC
CORP
US
N
1
N
N
Norwood Financial Corp.
N/A
Norwood Financial Corp.
669549107
489.00000000
NS
USD
12523.29000000
0.000396403541
Long
EC
CORP
US
N
1
N
N
NOV, Inc.
549300EHF3IW1AR6U008
NOV, Inc.
62955J103
18680.00000000
NS
USD
372852.80000000
0.011802024102
Long
EC
CORP
US
N
1
N
N
Nicolet Bankshares, Inc.
N/A
Nicolet Bankshares, Inc.
65406E102
598.00000000
NS
USD
43546.36000000
0.001378386296
Long
EC
CORP
US
N
1
N
N
N
AGCO Corp.
LYOM0B2GCF1JWXK5ZG04
AGCO Corp.
001084102
2918.00000000
NS
USD
334577.88000000
0.010590496313
Long
EC
CORP
US
N
1
N
N
N
HP, Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434L105
41309.00000000
NS
USD
1087665.97000000
0.034428224740
Long
EC
CORP
US
N
1
N
N
N
Sanmina Corp.
X5K24XLM8QYRXF00EB42
Sanmina Corp.
801056102
2581.00000000
NS
USD
131295.47000000
0.004155935805
Long
EC
CORP
US
N
1
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EXB0
1080000.00000000
PA
USD
1053460.65000000
0.033345513249
Long
DBT
CORP
US
N
2
2028-07-14
Fixed
4.95000000
N
N
N
N
N
N
Vertex Pharmaceuticals, Inc.
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
12048.00000000
NS
USD
4362701.28000000
0.138093922480
Long
EC
CORP
US
N
1
N
N
N
Cogent Biosciences, Inc.
N/A
Cogent Biosciences, Inc.
19240Q201
2365.00000000
NS
USD
19298.40000000
0.000610858177
Long
EC
CORP
US
N
1
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65559CAC5
1210000.00000000
PA
USD
1174123.50000000
0.037164891470
Long
DBT
CORP
FI
Y
2
2024-05-24
Fixed
0.62500000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446104
302.00000000
NS
USD
24244.56000000
0.000767420498
Long
EC
CORP
US
N
1
N
N
Primerica, Inc.
254900621R686KJR7022
Primerica, Inc.
74164M108
1739.00000000
NS
USD
332427.24000000
0.010522421445
Long
EC
CORP
US
N
1
N
N
N
Adicet Bio, Inc.
549300VRD2QO80WBOP18
Adicet Bio, Inc.
007002108
183.00000000
NS
USD
241.56000000
0.000007646172
Long
EC
CORP
US
N
1
N
N
N
ARS Pharmaceuticals, Inc.
N/A
ARS Pharmaceuticals, Inc.
82835W108
1891.00000000
NS
USD
6750.87000000
0.000213687359
Long
EC
CORP
US
N
1
N
N
GoHealth, Inc.
N/A
GoHealth, Inc., Class A
38046W204
260.00000000
NS
USD
3650.40000000
0.000115547231
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661107
27777.00000000
NS
USD
5293462.89000000
0.167555605362
Long
EC
CORP
US
N
1
N
N
N
Applied Optoelectronics, Inc.
529900I8U6Q5SYDNLT48
Applied Optoelectronics, Inc.
03823U102
170.00000000
NS
USD
1263.10000000
0.000039981291
Long
EC
CORP
US
N
1
N
N
Horizon Bancorp, Inc.
549300U2OQ2EIT5MXG39
Horizon Bancorp, Inc.
440407104
1738.00000000
NS
USD
16493.62000000
0.000522077615
Long
EC
CORP
US
N
1
N
N
N
MicroCloud Hologram, Inc.
N/A
MicroCloud Hologram, Inc.
N/A
57.00000000
NS
USD
42.95000000
0.000001359509
Long
EC
CORP
KY
N
1
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
23611.00000000
NS
USD
3714718.63000000
0.117583128801
Long
EC
CORP
US
N
1
N
N
N
Safe Bulkers, Inc.
549300V6ZM2HJJYQQO85
Safe Bulkers, Inc.
N/A
1977.00000000
NS
USD
6207.78000000
0.000196496765
Long
EC
CORP
MH
N
1
N
N
N
Hub Group, Inc.
N/A
Hub Group, Inc., Class A
443320106
1468.00000000
NS
USD
100925.00000000
0.003194609997
Long
EC
CORP
US
N
1
N
N
N
UiPath, Inc.
5493000YP61KBELDHT53
UiPath, Inc., Class A
90364P105
17775.00000000
NS
USD
276045.75000000
0.008737760840
Long
EC
CORP
US
N
1
N
N
Kohl's Corp.
549300JF6LPRTRJ0FH50
Kohl's Corp.
500255104
5195.00000000
NS
USD
117147.25000000
0.003708097855
Long
EC
CORP
US
N
1
N
N
EverCommerce, Inc.
N/A
EverCommerce, Inc.
29977X105
116.00000000
NS
USD
1111.28000000
0.000035175686
Long
EC
CORP
US
N
1
N
N
N
Selecta Biosciences, Inc.
529900NMN0LACZOL7C43
Selecta Biosciences, Inc.
816212104
8360.00000000
NS
USD
10450.00000000
0.000330777056
Long
EC
CORP
US
N
1
N
N
Deluxe Corp.
KWGNKB8TX9LE5TV29231
Deluxe Corp.
248019101
2704.00000000
NS
USD
46103.20000000
0.001459318738
Long
EC
CORP
US
N
1
N
N
N
Actinium Pharmaceuticals, Inc.
549300LCY1NZSXCQDT45
Actinium Pharmaceuticals, Inc.
00507W206
1724.00000000
NS
USD
9619.92000000
0.000304502280
Long
EC
CORP
US
N
1
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBK1
2790000.00000000
PA
USD
2622112.17000000
0.082998521214
Long
DBT
CORP
US
N
2
2026-04-22
Variable
2.08300000
N
N
N
N
N
N
Peoples Financial Services Corp.
N/A
Peoples Financial Services Corp.
711040105
297.00000000
NS
USD
11645.37000000
0.000368614470
Long
EC
CORP
US
N
1
N
N
N
Coursera, Inc.
984500573CA1QB7DAC30
Coursera, Inc.
22266M104
6149.00000000
NS
USD
106623.66000000
0.003374991431
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H0526B9
600000.00000000
PA
USD
573750.00000000
0.018161084827
Long
ABS-MBS
USGA
US
N
2
2053-11-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617Y5UR8
92657.57000000
PA
USD
81727.76000000
0.002586953868
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
4.00000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
96950FAM6
610000.00000000
PA
USD
606193.30000000
0.019188022558
Long
DBT
CORP
US
N
2
2024-03-04
Fixed
4.30000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2019-4, Class M
35563PMX4
2107000.00000000
PA
USD
1725280.50000000
0.054610833135
Long
ABS-MBS
CORP
US
Y
2
2059-02-25
Variable
4.50000000
N
N
N
N
N
N
HCI Group, Inc.
549300CZF7EZJH0MPH74
HCI Group, Inc.
40416E103
276.00000000
NS
USD
16275.72000000
0.000515180359
Long
EC
CORP
US
N
1
N
N
Sanara Medtech, Inc.
N/A
Sanara Medtech, Inc.
79957L100
271.00000000
NS
USD
7449.79000000
0.000235810489
Long
EC
CORP
US
N
1
N
N
Beyond Meat, Inc.
549300XQ946NCE51DR09
Beyond Meat, Inc.
08862E109
3143.00000000
NS
USD
18763.71000000
0.000593933471
Long
EC
CORP
US
N
1
N
N
Enerpac Tool Group Corp.
IZW37BPZKUJE1QXGB081
Enerpac Tool Group Corp., Class A
292765104
2861.00000000
NS
USD
80966.30000000
0.002562851141
Long
EC
CORP
US
N
1
N
N
N
REGENXBIO, Inc.
549300EOES47LATSET33
REGENXBIO, Inc.
75901B107
2151.00000000
NS
USD
27726.39000000
0.000877631931
Long
EC
CORP
US
N
1
N
N
Schneider National, Inc.
529900V6GZ6G6E3BLV72
Schneider National, Inc., Class B
80689H102
2126.00000000
NS
USD
53851.58000000
0.001704580588
Long
EC
CORP
US
N
1
N
N
N
Five9, Inc.
254900MXP6EWY0SFFR59
Five9, Inc.
338307101
3335.00000000
NS
USD
192996.45000000
0.006108975860
Long
EC
CORP
US
N
1
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207AU9
440000.00000000
PA
USD
412054.18000000
0.013042877414
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
1.50000000
N
N
N
N
N
MainStreet Bancshares, Inc.
549300FHZZP7SP56TS88
MainStreet Bancshares, Inc.
56064Y100
462.00000000
NS
USD
8907.36000000
0.000281947399
Long
EC
CORP
US
N
1
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
67546.00000000
NS
USD
3759610.36000000
0.119004100507
Long
EC
CORP
CW
N
1
N
N
N
Chemours Co. (The)
549300M1BOLNXL8DOV14
Chemours Co. (The)
163851108
6944.00000000
NS
USD
167419.84000000
0.005299391574
Long
EC
CORP
US
N
1
N
N
N
Primis Financial Corp.
549300JNX3M2EENG1F11
Primis Financial Corp.
74167B109
866.00000000
NS
USD
8105.76000000
0.000256574108
Long
EC
CORP
US
N
1
N
N
Colgate-Palmolive Co.
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co.
194162103
40068.00000000
NS
USD
3009908.16000000
0.095273546695
Long
EC
CORP
US
N
1
N
N
N
Promigas SA ESP
N/A
Promigas SA ESP
N/A
1570000.00000000
PA
USD
1259473.00000000
0.039866485387
Long
DBT
CORP
US
Y
2
2029-10-16
Fixed
3.75000000
N
N
N
N
N
N
Applied Materials, Inc.
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222105
39458.00000000
NS
USD
5222266.30000000
0.165301997849
Long
EC
CORP
US
N
1
N
N
N
Cboe Global Markets, Inc.
529900RLNSGA90UPEH54
Cboe Global Markets, Inc.
12503M108
5658.00000000
NS
USD
927289.62000000
0.029351782916
Long
EC
CORP
US
N
1
N
N
N
Cadiz, Inc.
549300PFFIS1TCKZS151
Cadiz, Inc.
127537207
2926.00000000
NS
USD
8865.78000000
0.000280631255
Long
EC
CORP
US
N
1
N
N
BioCryst Pharmaceuticals, Inc.
549300Z0INP1Z5NP6J59
BioCryst Pharmaceuticals, Inc.
09058V103
11965.00000000
NS
USD
65687.85000000
0.002079237674
Long
EC
CORP
US
N
1
N
N
RumbleON, Inc.
549300HTVW82DG77Y276
RumbleON, Inc., Class B
781386305
65.00000000
NS
USD
414.05000000
0.000013106051
Long
EC
CORP
US
N
1
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DM2N4
653498.80000000
PA
USD
526621.29000000
0.016669305306
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
Ameris Bancorp
PBJHNT51T5V6G5UQFV42
Ameris Bancorp
03076K108
1924.00000000
NS
USD
71765.20000000
0.002271605899
Long
EC
CORP
US
N
1
N
N
N
Kinetik Holdings, Inc.
N/A
Kinetik Holdings, Inc., Class A
02215L209
498.00000000
NS
USD
17649.12000000
0.000558653011
Long
EC
CORP
US
N
1
N
N
Revance Therapeutics, Inc.
549300N33TFDZHS81H11
Revance Therapeutics, Inc.
761330109
3826.00000000
NS
USD
30187.14000000
0.000955522806
Long
EC
CORP
US
N
1
N
N
Cadre Holdings, Inc.
N/A
Cadre Holdings, Inc.
12763L105
543.00000000
NS
USD
15231.15000000
0.000482116265
Long
EC
CORP
US
N
1
N
N
Eagle Bancorp, Inc.
549300B47NZODRMG3D47
Eagle Bancorp, Inc.
268948106
692.00000000
NS
USD
13480.16000000
0.000426691641
Long
EC
CORP
US
N
1
N
N
N
Innovative Industrial Properties, Inc.
5493008BQ0545EZXRR30
Innovative Industrial Properties, Inc.
45781V101
1209.00000000
NS
USD
86842.47000000
0.002748851353
Long
EC
CORP
US
N
1
N
N
N
Pacific Premier Bancorp, Inc.
549300Q1KIC3KLI0XG98
Pacific Premier Bancorp, Inc.
69478X105
1760.00000000
NS
USD
33440.00000000
0.001058486582
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SP4
2770000.00000000
PA
USD
1260999.23000000
0.039914795613
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
United States Cellular Corp.
549300B164AZXESI6E03
United States Cellular Corp.
911684108
83.00000000
NS
USD
3488.49000000
0.000110422244
Long
EC
CORP
US
N
1
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust, Series 2021-B, Class A3
80286DAC2
566551.23000000
PA
USD
564497.82000000
0.017868222734
Long
ABS-O
CORP
US
Y
2
2024-08-20
Fixed
0.51000000
N
N
N
N
N
N
AMN Healthcare Services, Inc.
529900W3ARRTCNFH2I39
AMN Healthcare Services, Inc.
001744101
1843.00000000
NS
USD
139809.98000000
0.004425448203
Long
EC
CORP
US
N
1
N
N
N
Red Violet, Inc.
549300T4EGADG881UU63
Red Violet, Inc.
75704L104
56.00000000
NS
USD
1108.24000000
0.000035079460
Long
EC
CORP
US
N
1
N
N
N
Sabra Health Care REIT, Inc.
549300E3BC7GU7TAZ621
Sabra Health Care REIT, Inc.
78573L106
11201.00000000
NS
USD
152781.64000000
0.004836044137
Long
EC
CORP
US
N
1
N
N
N
Latham Group, Inc.
N/A
Latham Group, Inc.
51819L107
222.00000000
NS
USD
508.38000000
0.000016091908
Long
EC
CORP
US
N
1
N
N
N
Northrim Bancorp, Inc.
5493006X7RLLTZ3SG075
Northrim Bancorp, Inc.
666762109
32.00000000
NS
USD
1334.72000000
0.000042248301
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJC5
160000.00000000
PA
USD
139294.67000000
0.004409136937
Long
DBT
CORP
US
N
2
2028-01-27
Variable
2.21500000
N
N
N
N
N
N
Cannae Holdings, Inc.
549300OGRF1ICI7D2V77
Cannae Holdings, Inc.
13765N107
3382.00000000
NS
USD
55295.70000000
0.001750291761
Long
EC
CORP
US
N
1
N
N
Penumbra, Inc.
549300RGE06P3ECANU72
Penumbra, Inc.
70975L107
1701.00000000
NS
USD
325146.15000000
0.010291950869
Long
EC
CORP
US
N
1
N
N
N
Manhattan Associates, Inc.
529900Q1GJP7KD52SW51
Manhattan Associates, Inc.
562750109
2920.00000000
NS
USD
569341.60000000
0.018021544389
Long
EC
CORP
US
N
1
N
N
N
Rexford Industrial Realty, Inc.
549300MSLO0DF0EMX355
Rexford Industrial Realty, Inc.
76169C100
9089.00000000
NS
USD
393008.36000000
0.012440014228
Long
EC
CORP
US
N
1
N
N
N
X4 Pharmaceuticals, Inc.
549300R0UFVPXWP86U94
X4 Pharmaceuticals, Inc.
98420X103
8162.00000000
NS
USD
6533.68000000
0.000206812578
Long
EC
CORP
US
N
1
N
N
Big Lots, Inc.
N/A
Big Lots, Inc.
089302103
1191.00000000
NS
USD
5430.96000000
0.000171907843
Long
EC
CORP
US
N
1
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LEE5
510000.00000000
PA
USD
471918.27000000
0.014937773826
Long
DBT
CORP
US
Y
2
2025-06-23
Fixed
1.25000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816DG1
460000.00000000
PA
USD
450505.22000000
0.014259979983
Long
DBT
CORP
US
N
2
2027-07-28
Variable
5.38900000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TB4
1785300.00000000
PA
USD
931145.53000000
0.029473835219
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
US Physical Therapy, Inc.
529900KL1UXQYFIOMY96
US Physical Therapy, Inc.
90337L108
581.00000000
NS
USD
48867.91000000
0.001546830952
Long
EC
CORP
US
N
1
N
N
Amplify Energy Corp.
J0TW5YQRAZXYN7VEU787
Amplify Energy Corp.
03212B103
228.00000000
NS
USD
1584.60000000
0.000050157830
Long
EC
CORP
US
N
1
N
N
CVR Energy, Inc.
529900SOYZIXZBTXB558
CVR Energy, Inc.
12662P108
711.00000000
NS
USD
23285.25000000
0.000737055164
Long
EC
CORP
US
N
1
N
N
Synaptics, Inc.
549300AJ3LI4FWNRQX29
Synaptics, Inc.
87157D109
1802.00000000
NS
USD
150755.32000000
0.004771904409
Long
EC
CORP
US
N
1
N
N
N
Thoughtworks Holding, Inc.
984500E705D15F2DF680
Thoughtworks Holding, Inc.
88546E105
4889.00000000
NS
USD
16573.71000000
0.000524612728
Long
EC
CORP
US
N
1
N
N
Blade Air Mobility, Inc.
N/A
Blade Air Mobility, Inc.
092667104
267.00000000
NS
USD
568.71000000
0.000018001552
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury 30 Year Bond
N/A
16.00000000
NC
USD
10750.00000000
0.000340273049
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Put
Purchased
United States of America
U.S. Treasury 30 Year Bond
100000.00000000
106.00000000
USD
2023-11-24
XXXX
-18277.68000000
N
N
N
WSFS Financial Corp.
549300SU7VQHD6QRG886
WSFS Financial Corp.
929328102
1388.00000000
NS
USD
49135.20000000
0.001555291564
Long
EC
CORP
US
N
1
N
N
Tredegar Corp.
54930003228ERHCH6K87
Tredegar Corp.
894650100
1046.00000000
NS
USD
4686.08000000
0.000148329928
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133C1NL0
98217.53000000
PA
USD
93232.97000000
0.002951131811
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.50000000
N
N
N
N
N
N
Dillard's, Inc.
529900FGYKMWL6019P91
Dillard's, Inc., Class A
254067101
115.00000000
NS
USD
35701.75000000
0.001130078449
Long
EC
CORP
US
N
1
N
N
N
Vanguard Small-Cap ETF
N/A
Vanguard Small-Cap ETF
922908751
2877.00000000
NS
USD
512249.85000000
0.016214401705
Long
RF
US
N
1
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054109
7793.23060000
NS
USD
1042344.60000000
0.032993653507
Long
EC
CORP
US
N
1
N
N
N
International Bancshares Corp.
549300Y16R531AU8TX77
International Bancshares Corp.
459044103
2919.00000000
NS
USD
127939.77000000
0.004049716803
Long
EC
CORP
US
N
1
N
N
N
Enviri Corp.
KAO98FK89NPNNPQGUZ43
Enviri Corp.
415864107
2955.00000000
NS
USD
16961.70000000
0.000536893895
Long
EC
CORP
US
N
1
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884L109
16941.00000000
NS
USD
717959.58000000
0.022725794919
Long
EC
CORP
US
N
1
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161N101
48153.00000000
NS
USD
1875077.82000000
0.059352413676
Long
EC
CORP
US
N
1
N
N
N
Cohen & Steers, Inc.
549300XXIA338A0X2K65
Cohen & Steers, Inc.
19247A100
2146.00000000
NS
USD
112107.04000000
0.003548558541
Long
EC
CORP
US
N
1
N
N
N
Vertical Aerospace Ltd.
9845002F3CF4E56DA491
Vertical Aerospace Ltd.
N/A
288.00000000
NS
USD
256.35000000
0.000008114325
Long
EC
CORP
KY
N
1
N
N
N
Sally Beauty Holdings, Inc.
529900VXW6E8ONDIQ271
Sally Beauty Holdings, Inc.
79546E104
5992.00000000
NS
USD
50932.00000000
0.001612166226
Long
EC
CORP
US
N
1
N
N
Point Biopharma Global, Inc.
N/A
Point Biopharma Global, Inc.
730541109
2980.00000000
NS
USD
37726.80000000
0.001194177978
Long
EC
CORP
US
N
1
N
N
N
Vanguard Long-Term Corporate Bond ETF
N/A
Vanguard Long-Term Corporate Bond ETF
92206C813
12199.00000000
NS
USD
833801.65000000
0.026392579511
Long
RF
US
N
1
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DQ7
44000.00000000
PA
USD
41525.63000000
0.001314423510
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
2.50000000
N
N
N
N
N
Zuora, Inc.
549300ISVGC1YZWQJ420
Zuora, Inc., Class A
98983V106
7304.00000000
NS
USD
54122.64000000
0.001713160533
Long
EC
CORP
US
N
1
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DPQC5
289084.93000000
PA
USD
258385.24000000
0.008178747297
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.50000000
N
N
N
N
N
N
Henry Schein, Inc.
VGO3WGL8H45T73F4RR92
Henry Schein, Inc.
806407102
6106.00000000
NS
USD
396767.88000000
0.012559015469
Long
EC
CORP
US
N
1
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBF1
640000.00000000
PA
USD
464800.00000000
0.014712457041
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
Whitebox CLO IV Ltd.
549300SN372GTCE2YI66
Whitebox CLO IV Ltd., Series 2023-4A, Class A1
96467KAA7
1150000.00000000
PA
USD
1154483.85000000
0.036543231602
Long
ABS-CBDO
CORP
KY
Y
2
2036-04-20
Floating
7.56582120
N
N
N
N
N
N
Agiliti, Inc.
N/A
Agiliti, Inc.
00848J104
1044.00000000
NS
USD
5877.72000000
0.000186049274
Long
EC
CORP
US
N
1
N
N
Brown-Forman Corp.
549300873K3LXF7ARU34
Brown-Forman Corp., Class B
115637209
9417.00000000
NS
USD
528858.72000000
0.016740127365
Long
EC
CORP
US
N
1
N
N
Computer Programs & Systems, Inc.
5493005Q6CJC78TGL805
Computer Programs & Systems, Inc.
205306103
528.00000000
NS
USD
7439.52000000
0.000235485409
Long
EC
CORP
US
N
1
N
N
N
Allegro MicroSystems, Inc.
N/A
Allegro MicroSystems, Inc.
01749D105
3207.00000000
NS
USD
83253.72000000
0.002635255548
Long
EC
CORP
US
N
1
N
N
N
Samsara, Inc.
N/A
Samsara, Inc., Class A
79589L106
814.00000000
NS
USD
18778.98000000
0.000594416817
Long
EC
CORP
US
N
1
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506101
12031.00000000
NS
USD
822318.85000000
0.026029110919
Long
EC
CORP
US
N
1
N
N
N
Stonepeak ABS
N/A
Stonepeak ABS, Series 2021-1A, Class AA
78433XAA8
1388571.46000000
PA
USD
1257074.30000000
0.039790558600
Long
ABS-O
CORP
US
Y
2
2033-02-28
Fixed
2.30100000
N
N
N
N
N
N
TPG, Inc.
549300NLO4R8MX77XJ02
TPG, Inc., Class A
872657101
3390.00000000
NS
USD
93699.60000000
0.002965902194
Long
EC
CORP
US
N
1
N
N
Encore Capital Group, Inc.
5493000UVC6H49CIH830
Encore Capital Group, Inc.
292554102
1540.00000000
NS
USD
58027.20000000
0.001836752769
Long
EC
CORP
US
N
1
N
N
Appfolio, Inc.
529900OOUUGT6JFC0S15
Appfolio, Inc., Class A
03783C100
917.00000000
NS
USD
172001.69000000
0.005444422278
Long
EC
CORP
US
N
1
N
N
N
Zentalis Pharmaceuticals, Inc.
N/A
Zentalis Pharmaceuticals, Inc.
98943L107
2528.00000000
NS
USD
41358.08000000
0.001309119998
Long
EC
CORP
US
N
1
N
N
Chevron Corp.
N/A
Chevron Corp.
166764100
83537.00000000
NS
USD
12173847.01000000
0.385342515425
Long
EC
CORP
US
N
1
N
N
N
Mullen Automotive, Inc.
549300HXMIP6GFG42241
Mullen Automotive, Inc.
62526P307
1.00000000
NS
USD
0.27000000
0.000000008546
Long
EC
CORP
US
N
1
N
N
N
PNM Resources, Inc.
5493003JOBJGLZSDDQ28
PNM Resources, Inc.
69349H107
3553.00000000
NS
USD
150149.78000000
0.004752737065
Long
EC
CORP
US
N
1
N
N
N
Cigna Group (The)
549300VIWYMSIGT1U456
Cigna Group (The)
125523100
13652.00000000
NS
USD
4221198.40000000
0.133614888394
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
1729.00000000
PA
USD
-4370.04000000
-0.00013832621
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Seagen, Inc.
Seagen, Inc.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
1729.00000000
USD
-4370.04000000
N
N
N
World Kinect Corp.
D3W7PCXCBRQLL17DZ313
World Kinect Corp.
981475106
3221.00000000
NS
USD
59588.50000000
0.001886173077
Long
EC
CORP
US
N
1
N
N
Physicians Realty Trust
549300ITOVH0OY7PZC34
Physicians Realty Trust
71943U104
10969.00000000
NS
USD
119123.34000000
0.003770647638
Long
EC
CORP
US
N
1
N
N
N
FTAI Infrastructure, Inc.
N/A
FTAI Infrastructure, Inc.
35953C106
7144.00000000
NS
USD
21860.64000000
0.000691961546
Long
EC
CORP
US
N
1
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAQ0
1170000.00000000
PA
USD
1126569.60000000
0.035659653280
Long
DBT
CORP
SE
Y
2
2025-04-04
Fixed
3.35600000
N
N
N
N
N
N
Amprius Technologies, Inc.
N/A
Amprius Technologies, Inc.
03214Q108
61.00000000
NS
USD
177.51000000
0.000005618778
Long
EC
CORP
US
N
1
N
N
N
Ouster, Inc.
N/A
Ouster, Inc.
68989M202
119.00000000
NS
USD
454.58000000
0.000014388960
Long
EC
CORP
US
N
1
N
N
N
Bridge Investment Group Holdings, Inc.
N/A
Bridge Investment Group Holdings, Inc., Class A
10806B100
173.00000000
NS
USD
1259.44000000
0.000039865440
Long
EC
CORP
US
N
1
N
N
N
Mohawk Industries, Inc.
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190104
2478.00000000
NS
USD
199181.64000000
0.006304757577
Long
EC
CORP
US
N
1
N
N
N
RBB Bancorp
549300A23FBFZNGET525
RBB Bancorp
74930B105
683.00000000
NS
USD
7902.31000000
0.000250134243
Long
EC
CORP
US
N
1
N
N
N
Tela Bio, Inc.
N/A
Tela Bio, Inc.
872381108
1052.00000000
NS
USD
6143.68000000
0.000194467788
Long
EC
CORP
US
N
1
N
N
N
Orrstown Financial Services, Inc.
5493008IR3FINUFGVM95
Orrstown Financial Services, Inc.
687380105
369.00000000
NS
USD
7789.59000000
0.000246566282
Long
EC
CORP
US
N
1
N
N
N
Matthews International Corp.
549300ZVC5O0ATML6U61
Matthews International Corp., Class A
577128101
1588.00000000
NS
USD
56278.72000000
0.001781407595
Long
EC
CORP
US
N
1
N
N
N
Sitio Royalties Corp.
N/A
Sitio Royalties Corp., Class A
82983N108
3584.00000000
NS
USD
88596.48000000
0.002804371570
Long
EC
CORP
US
N
1
N
N
Xeris Biopharma Holdings, Inc.
N/A
Xeris Biopharma Holdings, Inc.
98422E103
748.00000000
NS
USD
1368.84000000
0.000043328312
Long
EC
CORP
US
N
1
N
N
Ocugen, Inc.
549300JVNUI9CXWJLR09
Ocugen, Inc.
67577C105
1492.00000000
NS
USD
548.91000000
0.000017374816
Long
EC
CORP
US
N
1
N
N
Waldencast plc
N/A
Waldencast plc, Class A
N/A
1478.00000000
NS
USD
11351.04000000
0.000359297952
Long
EC
CORP
JE
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WFH6
327500.90000000
PA
USD
271028.31000000
0.008578942272
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
3.00000000
N
N
N
N
N
N
F5, Inc.
54930015FPK9KT966303
F5, Inc.
315616102
3638.00000000
NS
USD
551484.42000000
0.017456305590
Long
EC
CORP
US
N
1
N
N
N
RenaissanceRe Holdings Ltd.
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd.
N/A
2318.00000000
NS
USD
509009.62000000
0.016111837711
Long
EC
CORP
BM
N
1
N
N
N
Smith Micro Software, Inc.
549300YR8UTB5CX2B814
Smith Micro Software, Inc.
832154207
336.00000000
NS
USD
356.16000000
0.000011273641
Long
EC
CORP
US
N
1
N
N
N
A10 Networks, Inc.
549300UQD4IWUML81Q35
A10 Networks, Inc.
002121101
3772.00000000
NS
USD
41001.64000000
0.001297837493
Long
EC
CORP
US
N
1
N
N
N
MGP Ingredients, Inc.
2549006OMHFVZ4MS8538
MGP Ingredients, Inc.
55303J106
700.00000000
NS
USD
66262.00000000
0.002097411421
Long
EC
CORP
US
N
1
N
N
Planet Fitness, Inc.
549300LLE5HUPF6H8G33
Planet Fitness, Inc., Class A
72703H101
3922.00000000
NS
USD
216768.94000000
0.006861453781
Long
EC
CORP
US
N
1
N
N
Independence Realty Trust, Inc.
549300Z3L8NU44NQEB29
Independence Realty Trust, Inc.
45378A106
9172.00000000
NS
USD
113641.08000000
0.003597115980
Long
EC
CORP
US
N
1
N
N
N
Atlassian Corp.
549300V7ZY5P02D2MY38
Atlassian Corp., Class A
049468101
6687.00000000
NS
USD
1207939.68000000
0.038235285394
Long
EC
CORP
US
N
1
N
N
N
Belpointe Prep LLC
5493008IJWV8ECZGGI79
Belpointe Prep LLC
080694102
20.00000000
NS
USD
1377.82000000
0.000043612559
Long
EC
CORP
US
N
1
N
N
N
First Financial Corp.
N/A
First Financial Corp.
320218100
1544.00000000
NS
USD
53129.04000000
0.001681709807
Long
EC
CORP
US
N
1
N
N
N
Bowlero Corp.
N/A
Bowlero Corp., Class A
10258P102
1039.00000000
NS
USD
10483.51000000
0.000331837759
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Russell 2000 Micro E-Mini Index
N/A
-409.00000000
NC
USD
337531.85000000
0.010683999232
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
Russell 2000 Micro E-Mini Index
US1248351090
2023-12-15
-3411878.00000000
USD
337531.85000000
N
N
N
UMH Properties, Inc.
529900OM5K3PJ11F0Q09
UMH Properties, Inc.
903002103
2324.00000000
NS
USD
32094.44000000
0.001015895158
Long
EC
CORP
US
N
1
N
N
N
Archer Aviation, Inc.
N/A
Archer Aviation, Inc., Class A
03945R102
4628.00000000
NS
USD
21983.00000000
0.000695834645
Long
EC
CORP
US
N
1
N
N
Air Transport Services Group, Inc.
5493000F3MSFGIXTQE27
Air Transport Services Group, Inc.
00922R105
3417.00000000
NS
USD
66870.69000000
0.002116678472
Long
EC
CORP
US
N
1
N
N
ACNB Corp.
N/A
ACNB Corp.
000868109
48.00000000
NS
USD
1651.68000000
0.000052281133
Long
EC
CORP
US
N
1
N
N
N
Viper Energy Partners LP
5299009LINL232255G03
Viper Energy Partners LP
92763M105
370.00000000
NS
USD
10537.60000000
0.000333549886
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TT5
1450000.00000000
PA
USD
1240429.69000000
0.039263701651
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.12500000
N
N
N
N
N
N
Kingsway Financial Services, Inc.
N/A
Kingsway Financial Services, Inc.
496904202
706.00000000
NS
USD
5450.32000000
0.000172520651
Long
EC
CORP
US
N
1
N
N
N
Turning Point Brands, Inc.
549300IYG00QF0VVP302
Turning Point Brands, Inc.
90041L105
397.00000000
NS
USD
7959.85000000
0.000251955574
Long
EC
CORP
US
N
1
N
N
N
ZeroFox Holdings, Inc.
N/A
ZeroFox Holdings, Inc.
98955G103
421.00000000
NS
USD
271.50000000
0.000008593872
Long
EC
CORP
US
N
1
N
N
N
Wingstop, Inc.
549300SSH3F8HPIM3Q47
Wingstop, Inc.
974155103
1377.00000000
NS
USD
251674.29000000
0.007966323537
Long
EC
CORP
US
N
1
N
N
N
Container Store Group, Inc. (The)
529900L7KB2N9KXCDI76
Container Store Group, Inc. (The)
210751103
201.00000000
NS
USD
371.85000000
0.000011770282
Long
EC
CORP
US
N
1
N
N
N
BRT Apartments Corp.
N/A
BRT Apartments Corp.
055645303
350.00000000
NS
USD
5680.50000000
0.000179806609
Long
EC
CORP
US
N
1
N
N
N
Rush Enterprises, Inc.
529900V3XHTN7A6DFT17
Rush Enterprises, Inc., Class B
781846308
339.00000000
NS
USD
13709.16000000
0.000433940248
Long
EC
CORP
US
N
1
N
N
N
Patrick Industries, Inc.
549300FZ5ZTCCJ3Z5W14
Patrick Industries, Inc.
703343103
964.00000000
NS
USD
72444.60000000
0.002293111156
Long
EC
CORP
US
N
1
N
N
Becton Dickinson & Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co.
075887BV0
454000.00000000
PA
USD
446793.77000000
0.014142500317
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
3.36300000
N
N
N
N
N
N
Arrowhead Pharmaceuticals, Inc.
549300O3CSB8T7OZ3D66
Arrowhead Pharmaceuticals, Inc.
04280A100
4763.00000000
NS
USD
117122.17000000
0.003707303990
Long
EC
CORP
US
N
1
N
N
New Relic, Inc.
549300AB8FY2HQILL804
New Relic, Inc.
64829B100
2667.00000000
NS
USD
231148.89000000
0.007316626752
Long
EC
CORP
US
N
1
N
N
N
Banner Corp.
N/A
Banner Corp.
06652V208
677.00000000
NS
USD
28576.17000000
0.000904530278
Long
EC
CORP
US
N
1
N
N
N
John Wiley & Sons, Inc.
5493003XM719UN7E8P64
John Wiley & Sons, Inc., Class A
968223206
1868.00000000
NS
USD
56544.36000000
0.001789815979
Long
EC
CORP
US
N
1
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AU5
270000.00000000
PA
USD
239257.74000000
0.007573298669
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
2.26800000
N
N
N
N
N
N
Avid Technology, Inc.
549300PQGW3DXKJTQ914
Avid Technology, Inc.
05367P100
1216.00000000
NS
USD
32856.32000000
0.001040011180
Long
EC
CORP
US
N
1
N
N
N
DHT Holdings, Inc.
549300SMD6IVZYT74K40
DHT Holdings, Inc.
N/A
7530.00000000
NS
USD
83733.60000000
0.002650445337
Long
EC
CORP
MH
N
1
N
N
N
Innovid Corp.
N/A
Innovid Corp.
457679108
521.00000000
NS
USD
521.00000000
0.000016491372
Long
EC
CORP
US
N
1
N
N
N
Origin Bancorp, Inc.
54930055DO2Z4KO3NB45
Origin Bancorp, Inc.
68621T102
1931.00000000
NS
USD
57138.29000000
0.001808615828
Long
EC
CORP
US
N
1
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
21398.00000000
NS
USD
2370684.42000000
0.075040001482
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker, Inc.
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502101
7247.00000000
NS
USD
616357.35000000
0.019509748352
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956P102
9922.00000000
NS
USD
1035956.02000000
0.032791433824
Long
EC
CORP
US
N
1
N
N
N
NMI Holdings, Inc.
529900KNNGFXJX1C3Z08
NMI Holdings, Inc., Class A
629209305
3949.00000000
NS
USD
108005.15000000
0.003418720158
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group, Inc.
N/A
American Airlines Group, Inc.
02376R102
22959.00000000
NS
USD
255992.85000000
0.008103020242
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140M32Z2
365037.26000000
PA
USD
268024.87000000
0.008483873463
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
TPI Composites, Inc.
549300TI9H56OIY0QE39
TPI Composites, Inc.
87266J104
1257.00000000
NS
USD
2903.67000000
0.000091910757
Long
EC
CORP
US
N
1
N
N
N
RE/MAX Holdings, Inc.
54930033W2KS56JHAN30
RE/MAX Holdings, Inc., Class A
75524W108
102.00000000
NS
USD
1097.52000000
0.000034740137
Long
EC
CORP
US
N
1
N
N
N
Twilio, Inc.
5493004W8TRGD63APX93
Twilio, Inc., Class A
90138F102
8035.00000000
NS
USD
411874.10000000
0.013037177286
Long
EC
CORP
US
N
1
N
N
Halliburton Co.
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216101
41496.00000000
NS
USD
1632452.64000000
0.051672524395
Long
EC
CORP
US
N
1
N
N
N
Consolidated Water Co. Ltd.
5299001BMEW8X9VIJA73
Consolidated Water Co. Ltd.
N/A
1085.00000000
NS
USD
32029.20000000
0.001013830097
Long
EC
CORP
KY
N
1
N
N
N
Installed Building Products, Inc.
549300I95Y9P9YM5FI86
Installed Building Products, Inc.
45780R101
1085.00000000
NS
USD
121161.95000000
0.003835176386
Long
EC
CORP
US
N
1
N
N
Avidity Biosciences, Inc.
N/A
Avidity Biosciences, Inc.
05370A108
3080.00000000
NS
USD
15862.00000000
0.000502084753
Long
EC
CORP
US
N
1
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429109
9001.00000000
NS
USD
363730.41000000
0.011513270292
Long
EC
CORP
US
N
1
N
N
N
Sturm Ruger & Co., Inc.
529900DV1BWFJSHFO847
Sturm Ruger & Co., Inc.
864159108
1077.00000000
NS
USD
59611.95000000
0.001886915347
Long
EC
CORP
US
N
1
N
N
N
Insulet Corp.
549300TZTYD2PYN92D43
Insulet Corp.
45784P101
3242.00000000
NS
USD
429791.94000000
0.013604336175
Long
EC
CORP
US
N
1
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361702
26619.00000000
NS
USD
831843.75000000
0.026330605502
Long
EC
CORP
US
N
1
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCE1
220000.00000000
PA
USD
176403.77000000
0.005583762668
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
FLEX LNG Ltd.
21380084THHU3MPC3647
FLEX LNG Ltd.
N/A
924.00000000
NS
USD
28218.96000000
0.000893223400
Long
EC
CORP
BM
N
1
N
N
Stem, Inc.
549300GVWIYFILN5V546
Stem, Inc.
85859N102
8398.00000000
NS
USD
28385.24000000
0.000898486712
Long
EC
CORP
US
N
1
N
N
Asure Software, Inc.
N/A
Asure Software, Inc.
04649U102
112.00000000
NS
USD
947.52000000
0.000029992141
Long
EC
CORP
US
N
1
N
N
N
Erie Indemnity Co.
549300WA5KP94KRUFZ80
Erie Indemnity Co., Class A
29530P102
150.00000000
NS
USD
41428.50000000
0.001311349024
Long
EC
CORP
US
N
1
N
N
N
Greenbrier Cos., Inc. (The)
5493001GAGGFR30BP390
Greenbrier Cos., Inc. (The)
393657101
1299.00000000
NS
USD
44932.41000000
0.001422259362
Long
EC
CORP
US
N
1
N
N
N
SunOpta, Inc.
54930010CP0KEPPRPA40
SunOpta, Inc.
8676EP108
7100.00000000
NS
USD
27264.00000000
0.000862995759
Long
EC
CORP
CA
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
57456.00000000
NS
USD
6825772.80000000
0.216058281192
Long
EC
CORP
US
N
1
N
N
N
Myers Industries, Inc.
549300I2H9XMVTCW4Q51
Myers Industries, Inc.
628464109
1478.00000000
NS
USD
24786.06000000
0.000784560763
Long
EC
CORP
US
N
1
N
N
N
First Citizens BancShares, Inc.
549300N3Z00ZHE2XC526
First Citizens BancShares, Inc., Class A
31946M103
507.00000000
NS
USD
700035.18000000
0.022158428385
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QQWS0
91913.18000000
PA
USD
91821.16000000
0.002906443356
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
6.50000000
N
N
N
N
N
N
RPM International, Inc.
549300TJCKW4BRXPJ474
RPM International, Inc.
749685103
5660.00000000
NS
USD
516588.20000000
0.016351724829
Long
EC
CORP
US
N
1
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Republic of Panama
698299BK9
940000.00000000
PA
USD
758397.56000000
0.024005790710
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
Itron, Inc.
24F6LSZD18II6ICG6S41
Itron, Inc.
465741106
2148.00000000
NS
USD
123037.44000000
0.003894541847
Long
EC
CORP
US
N
1
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332BE1
1140000.00000000
PA
USD
1120624.74000000
0.035471478802
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.05000000
N
N
N
N
N
N
Postal Realty Trust, Inc.
5493007B7ZZSIJRGWC41
Postal Realty Trust, Inc., Class A
73757R102
115.00000000
NS
USD
1522.60000000
0.000048195325
Long
EC
CORP
US
N
1
N
N
N
Arrow Financial Corp.
2549007Z8GI9ZZIQ1817
Arrow Financial Corp.
042744102
721.00000000
NS
USD
15364.51000000
0.000486337550
Long
EC
CORP
US
N
1
N
N
Houlihan Lokey, Inc.
549300S3CNGTQ1QZVY46
Houlihan Lokey, Inc., Class A
441593100
2972.00000000
NS
USD
298745.44000000
0.009456281093
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537101
23992.00000000
NS
USD
1812355.68000000
0.057367050530
Long
EC
CORP
US
N
1
N
N
N
Beacon Roofing Supply, Inc.
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc.
073685109
2253.00000000
NS
USD
160346.01000000
0.005075481462
Long
EC
CORP
US
N
1
N
N
N
Sycamore Tree CLO Ltd.
N/A
Sycamore Tree CLO Ltd., Series 2023-2A, Class A
87122CAA1
2480000.00000000
PA
USD
2481649.20000000
0.078552403718
Long
ABS-CBDO
CORP
KY
Y
2
2035-04-20
Floating
7.74582120
N
N
N
N
N
N
BOK Financial Corp.
GRI2NT5QHYW751NMR949
BOK Financial Corp.
05561Q201
1549.00000000
NS
USD
101490.48000000
0.003212509309
Long
EC
CORP
US
N
1
N
N
N
Verrica Pharmaceuticals, Inc.
5493002L68H6THU5GW50
Verrica Pharmaceuticals, Inc.
92511W108
1535.00000000
NS
USD
5648.80000000
0.000178803199
Long
EC
CORP
US
N
1
N
N
Ziff Davis, Inc.
5493008OJYGLHD7MXA18
Ziff Davis, Inc.
48123V102
2204.00000000
NS
USD
133253.84000000
0.004217924691
Long
EC
CORP
US
N
1
N
N
N
Mill City Mortgage Loan Trust
N/A
Mill City Mortgage Loan Trust, Series 2019-GS2, Class A1
59981TAC9
0.01000000
PA
USD
0.01000000
0.000000000316
Long
ABS-MBS
CORP
US
Y
2
2059-08-25
Variable
2.75000040
N
N
N
N
N
N
Motorcar Parts of America, Inc.
549300AG4610OSV3H429
Motorcar Parts of America, Inc.
620071100
112.00000000
NS
USD
808.64000000
0.000025596130
Long
EC
CORP
US
N
1
N
N
N
CONMED Corp.
Z6C0YCECH9DCU5ZIQW84
CONMED Corp.
207410101
1375.00000000
NS
USD
134007.50000000
0.004241780522
Long
EC
CORP
US
N
1
N
N
MKS Instruments, Inc.
549300KEQATBHAGVF505
MKS Instruments, Inc.
55306N104
2999.00000000
NS
USD
196914.34000000
0.006232990034
Long
EC
CORP
US
N
1
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822V101
20029.00000000
NS
USD
1862296.42000000
0.058947840100
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617QY2Q7
132562.36000000
PA
USD
107992.63000000
0.003418323859
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
3.00000000
N
N
N
N
N
N
Vontier Corp.
549300VVSQLG4P5K4639
Vontier Corp.
928881101
7022.00000000
NS
USD
207570.32000000
0.006570287039
Long
EC
CORP
US
N
1
N
N
N
Protalix BioTherapeutics, Inc.
549300SDVB3GP4XDFM60
Protalix BioTherapeutics, Inc.
74365A309
3723.00000000
NS
USD
6217.41000000
0.000196801586
Long
EC
CORP
US
N
1
N
N
Commercial Metals Co.
549300OQS2LO07ZJ7N73
Commercial Metals Co.
201723103
5405.00000000
NS
USD
228577.45000000
0.007235232172
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DP6Z6
287929.55000000
PA
USD
273413.47000000
0.008654440473
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.50000000
N
N
N
N
N
N
Zymeworks, Inc.
N/A
Zymeworks, Inc.
98985Y108
3898.00000000
NS
USD
27363.96000000
0.000866159823
Long
EC
CORP
US
N
1
N
N
N
NexPoint Diversified Real Estate Trust
5493008KGR2NU3OXMR64
NexPoint Diversified Real Estate Trust
65340G205
2241.00000000
NS
USD
17659.08000000
0.000558968278
Long
EC
CORP
US
N
1
N
N
N
Paysign, Inc.
N/A
Paysign, Inc.
70451A104
2165.00000000
NS
USD
3983.60000000
0.000126094113
Long
EC
CORP
US
N
1
N
N
PGT Innovations, Inc.
549300LRW9WM59C1S579
PGT Innovations, Inc.
69336V101
2634.00000000
NS
USD
78861.96000000
0.002496241821
Long
EC
CORP
US
N
1
N
N
N
SL Green Realty Corp.
549300VQZPJU97H3GT17
SL Green Realty Corp.
78440X887
3737.00000000
NS
USD
109456.73000000
0.003464667465
Long
EC
CORP
US
N
1
N
N
N
Inozyme Pharma, Inc.
N/A
Inozyme Pharma, Inc.
45790W108
2489.00000000
NS
USD
7392.33000000
0.000233991690
Long
EC
CORP
US
N
1
N
N
N
Flex Ltd.
549300EAQH74YHD07T53
Flex Ltd.
N/A
2620.00000000
NS
USD
67386.40000000
0.002133002399
Long
EC
CORP
SG
N
1
N
N
N
Chinook Therapeutics, Inc.
N/A
Chinook Therapeutics, Inc., CVR
169CVR016
2669.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
Eastman Kodak Co.
549300P7J8F3SSMY3E81
Eastman Kodak Co.
277461406
784.00000000
NS
USD
2916.48000000
0.000092316236
Long
EC
CORP
US
N
1
N
N
N
BioLife Solutions, Inc.
549300G2IVCMC2TJDW72
BioLife Solutions, Inc.
09062W204
1287.00000000
NS
USD
12998.70000000
0.000411451840
Long
EC
CORP
US
N
1
N
N
EverQuote, Inc.
N/A
EverQuote, Inc., Class A
30041R108
590.00000000
NS
USD
5068.10000000
0.000160422124
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKS7
60000.00000000
PA
USD
59248.20000000
0.001875401457
Long
DBT
CORP
US
N
2
2025-04-25
Variable
3.84100000
N
N
N
N
N
N
N/A
N/A
3 Month SOFR
N/A
12.00000000
NC
USD
6900.00000000
0.000218407817
N/A
DIR
US
N
1
CME3680
N/A
Call
Purchased
N/A
3 Month SOFR
250000.00000000
95.37500000
USD
2024-06-14
XXXX
-37200.84000000
N
N
N
Broadridge Financial Solutions, Inc.
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions, Inc.
11133T103
5777.00000000
NS
USD
985787.28000000
0.031203427300
Long
EC
CORP
US
N
1
N
N
N
Core & Main, Inc.
N/A
Core & Main, Inc., Class A
21874C102
3832.00000000
NS
USD
115266.56000000
0.003648567797
Long
EC
CORP
US
N
1
N
N
N
DigitalBridge Group, Inc.
549300XG87L902AGBO89
DigitalBridge Group, Inc.
25401T603
7812.00000000
NS
USD
123820.20000000
0.003919318789
Long
EC
CORP
US
N
1
N
N
N
Community Trust Bancorp, Inc.
N/A
Community Trust Bancorp, Inc.
204149108
1069.00000000
NS
USD
40151.64000000
0.001270932183
Long
EC
CORP
US
N
1
N
N
N
Frontdoor, Inc.
5493008RB0JZJI3QGZ06
Frontdoor, Inc.
35905A109
3876.00000000
NS
USD
112132.68000000
0.003549370132
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513105
68908.00000000
NS
USD
3585972.32000000
0.113507882339
Long
EC
CORP
US
N
1
N
N
N
Identiv, Inc.
5299008KH3C585Z0DS77
Identiv, Inc.
45170X205
131.00000000
NS
USD
797.79000000
0.000025252691
Long
EC
CORP
US
N
1
N
N
N
Ameresco, Inc.
529900NZXZGBCBXYY327
Ameresco, Inc., Class A
02361E108
1831.00000000
NS
USD
47880.65000000
0.001515580908
Long
EC
CORP
US
N
1
N
N
N
Southern Copper Corp.
2549007U6NAP46Q9TU15
Southern Copper Corp.
84265V105
4166.00000000
NS
USD
295369.40000000
0.009349418263
Long
EC
CORP
US
N
1
N
N
Luna Innovations, Inc.
N/A
Luna Innovations, Inc.
550351100
2321.00000000
NS
USD
13183.28000000
0.000417294407
Long
EC
CORP
US
N
1
N
N
Cullen/Frost Bankers, Inc.
529900V2E9G9AY665O34
Cullen/Frost Bankers, Inc.
229899109
2976.00000000
NS
USD
270786.24000000
0.008571279956
Long
EC
CORP
US
N
1
N
N
Intevac, Inc.
N/A
Intevac, Inc.
461148108
1692.00000000
NS
USD
5431.32000000
0.000171919238
Long
EC
CORP
US
N
1
N
N
OptimizeRx Corp.
N/A
OptimizeRx Corp.
68401U204
462.00000000
NS
USD
3723.72000000
0.000117868051
Long
EC
CORP
US
N
1
N
N
N
Gevo, Inc.
549300IV6EW4O1OJD686
Gevo, Inc.
374396406
15947.00000000
NS
USD
17063.29000000
0.000540109554
Long
EC
CORP
US
N
1
N
N
FS Bancorp, Inc.
N/A
FS Bancorp, Inc.
30263Y104
439.00000000
NS
USD
12673.93000000
0.000401171795
Long
EC
CORP
US
N
1
N
N
N
Pure Storage, Inc.
549300NPDB0BZTK3WO90
Pure Storage, Inc., Class A
74624M102
13274.00000000
NS
USD
448793.94000000
0.014205812312
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp., Class A
526057104
11091.00000000
NS
USD
1183187.88000000
0.037451809072
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2014-C02, Class 2M2
30711XAH7
246855.75000000
PA
USD
248518.13000000
0.007866420636
Long
ABS-MBS
CORP
US
N
2
2024-05-25
Floating
8.03509920
N
N
N
N
N
N
M/I Homes, Inc.
5299005M71FH9CCSFB69
M/I Homes, Inc.
55305B101
1383.00000000
NS
USD
113502.81000000
0.003592739277
Long
EC
CORP
US
N
1
N
N
N
C&F Financial Corp.
549300VFPAZLNS1R0361
C&F Financial Corp.
12466Q104
218.00000000
NS
USD
11479.88000000
0.000363376164
Long
EC
CORP
US
N
1
N
N
N
Immunovant, Inc.
N/A
Immunovant, Inc.
45258J102
1854.00000000
NS
USD
61274.70000000
0.001939546883
Long
EC
CORP
US
N
1
N
N
N
Tempur Sealy International, Inc.
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023U101
7772.00000000
NS
USD
310335.96000000
0.009823159380
Long
EC
CORP
US
N
1
N
N
N
Lifecore Biomedical, Inc.
549300EHBZ5OM9ND9O43
Lifecore Biomedical, Inc.
514766104
177.00000000
NS
USD
1242.54000000
0.000039330499
Long
EC
CORP
US
N
1
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22550L2C4
3620000.00000000
PA
USD
3437260.88000000
0.108800673491
Long
DBT
CORP
CH
N
2
2025-04-09
Fixed
2.95000000
N
N
N
N
N
N
Frontier Group Holdings, Inc.
549300DT3Y2BHO6G7T02
Frontier Group Holdings, Inc.
35909R108
2117.00000000
NS
USD
7176.63000000
0.000227164071
Long
EC
CORP
US
N
1
N
N
Wyndham Hotels & Resorts, Inc.
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
98311A105
4054.00000000
NS
USD
293509.60000000
0.009290549443
Long
EC
CORP
US
N
1
N
N
N
Karuna Therapeutics, Inc.
N/A
Karuna Therapeutics, Inc.
48576A100
1659.00000000
NS
USD
276405.99000000
0.008749163627
Long
EC
CORP
US
N
1
N
N
Nomura Research Institute Ltd.
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd.
N/A
63600.00000000
NS
1679390.19000000
0.053158253070
Long
EC
CORP
JP
N
2
N
N
N
Western Alliance Bancorp
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638109
5109.00000000
NS
USD
209979.90000000
0.006646558215
Long
EC
CORP
US
N
1
N
N
N
MYR Group, Inc.
529900G1IMMZHOQ17I54
MYR Group, Inc.
55405W104
788.00000000
NS
USD
91274.04000000
0.002889125199
Long
EC
CORP
US
N
1
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global, Class B
92556H206
26690.00000000
NS
USD
290387.20000000
0.009191715158
Long
EC
CORP
US
N
1
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2019-6A, Class A1B
64828GAD2
0.01000000
PA
USD
0.01000000
0.000000000316
Long
ABS-MBS
CORP
US
Y
2
2059-09-25
Variable
3.49999920
N
N
N
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc., Class A
902494103
13095.00000000
NS
USD
606953.25000000
0.019212077489
Long
EC
CORP
US
N
1
N
N
N
MSC Industrial Direct Co., Inc.
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Co., Inc., Class A
553530106
2204.00000000
NS
USD
208829.00000000
0.006610128424
Long
EC
CORP
US
N
1
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457BW9
700000.00000000
PA
USD
692737.19000000
0.021927422868
Long
DBT
CORP
US
N
2
2024-06-24
Fixed
4.55000000
N
N
N
N
N
N
Finance of America Cos., Inc.
N/A
Finance of America Cos., Inc., Class A
31738L107
4182.00000000
NS
USD
4349.28000000
0.000137669094
Long
EC
CORP
US
N
1
N
N
Amphastar Pharmaceuticals, Inc.
54930055TH0ZLSAQMJ38
Amphastar Pharmaceuticals, Inc.
03209R103
1760.00000000
NS
USD
79675.20000000
0.002521983557
Long
EC
CORP
US
N
1
N
N
RMR Group, Inc. (The)
549300JP4L34E48UJM16
RMR Group, Inc. (The), Class A
74967R106
583.00000000
NS
USD
13129.16000000
0.000415581330
Long
EC
CORP
US
N
1
N
N
N
Park Hotels & Resorts, Inc.
5493005UZ5TQN0H6HS73
Park Hotels & Resorts, Inc.
700517105
10165.00000000
NS
USD
117202.45000000
0.003709845117
Long
EC
CORP
US
N
1
N
N
N
Compass Diversified Holdings
5299001SM1LBYANJRR58
Compass Diversified Holdings
20451Q104
2636.00000000
NS
USD
45286.48000000
0.001433466849
Long
EC
CORP
US
N
1
N
N
N
Akamai Technologies, Inc.
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971T101
8092.00000000
NS
USD
836146.36000000
0.026466797337
Long
EC
CORP
US
N
1
N
N
N
Avery Dennison Corp.
549300PW7VPFCYKLIV37
Avery Dennison Corp.
053611109
3635.00000000
NS
USD
632744.45000000
0.020028454258
Long
EC
CORP
US
N
1
N
N
N
Inseego Corp.
549300E27VG1NWGNA141
Inseego Corp.
45782B104
563.00000000
NS
USD
254.87000000
0.000008067478
Long
EC
CORP
US
N
1
N
N
Aris Water Solutions, Inc.
N/A
Aris Water Solutions, Inc., Class A
04041L106
2913.00000000
NS
USD
24323.55000000
0.000769920792
Long
EC
CORP
US
N
1
N
N
Easterly Government Properties, Inc.
549300ERMCEFC6S8HL77
Easterly Government Properties, Inc., Class A
27616P103
6174.00000000
NS
USD
66432.24000000
0.002102800080
Long
EC
CORP
US
N
1
N
N
N
Fox Factory Holding Corp.
529900GE1HSV0617R721
Fox Factory Holding Corp.
35138V102
2005.00000000
NS
USD
163347.35000000
0.005170483799
Long
EC
CORP
US
N
1
N
N
Reliance Steel & Aluminum Co.
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co.
759509102
2644.00000000
NS
USD
672580.72000000
0.021289403937
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corp.
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp.
28176E108
27931.00000000
NS
USD
1779763.32000000
0.056335394557
Long
EC
CORP
US
N
1
N
N
N
Capital Bancorp, Inc.
549300LQKYGWQ7VP0C75
Capital Bancorp, Inc.
139737100
356.00000000
NS
USD
7276.64000000
0.000230329719
Long
EC
CORP
US
N
1
N
N
N
Vistra Corp.
549300KP43CPCUJOOG15
Vistra Corp.
92840M102
18161.00000000
NS
USD
594227.92000000
0.018809278713
Long
EC
CORP
US
N
1
N
N
N
SolarWinds Corp.
N/A
SolarWinds Corp.
83417Q204
989.00000000
NS
USD
9108.69000000
0.000288320159
Long
EC
CORP
US
N
1
N
N
N
Sweetgreen, Inc.
N/A
Sweetgreen, Inc., Class A
87043Q108
4188.00000000
NS
USD
43262.04000000
0.001369386628
Long
EC
CORP
US
N
1
N
N
N
Cooper Cos., Inc. (The)
QJKMVPIGLH7530PCUE20
Cooper Cos., Inc. (The)
216648402
2297.00000000
NS
USD
716089.75000000
0.022666608616
Long
EC
CORP
US
N
1
N
N
N
Tejon Ranch Co.
549300TMNDO77VJ6J111
Tejon Ranch Co.
879080109
909.00000000
NS
USD
14107.68000000
0.000446554724
Long
EC
CORP
US
N
1
N
N
N
Invesco QQQ Trust
549300VY6FEJBCIMET58
Invesco QQQ Trust, Series 1
46090E103
7124.00000000
NS
USD
2499597.88000000
0.079120538794
Long
RF
US
N
1
N
N
N
Nabors Industries Ltd.
N/A
Nabors Industries Ltd.
N/A
514.00000000
NS
USD
50186.96000000
0.001588583246
Long
EC
CORP
BM
N
1
N
N
PDS Biotechnology Corp.
5493002KU8ACFTSMC935
PDS Biotechnology Corp.
70465T107
1854.00000000
NS
USD
7731.18000000
0.000244717413
Long
EC
CORP
US
N
1
N
N
Integra LifeSciences Holdings Corp.
WB7IJCYY8YFTENS4O147
Integra LifeSciences Holdings Corp.
457985208
3317.00000000
NS
USD
119279.32000000
0.003775584921
Long
EC
CORP
US
N
1
N
N
Masimo Corp.
549300Q4A8JK0PIYCU29
Masimo Corp.
574795100
2215.00000000
NS
USD
179702.95000000
0.005688192625
Long
EC
CORP
US
N
1
N
N
N
NexPoint Residential Trust, Inc.
549300U2J6XVYBF87166
NexPoint Residential Trust, Inc.
65341D102
1233.00000000
NS
USD
33278.67000000
0.001053379954
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418EBJ8
87698.78000000
PA
USD
68982.54000000
0.002183525508
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
2.00000000
N
N
N
N
N
N
Hayward Holdings, Inc.
N/A
Hayward Holdings, Inc.
421298100
3959.00000000
NS
USD
41569.50000000
0.001315812140
Long
EC
CORP
US
N
1
N
N
N
Outlook Therapeutics, Inc.
5493007AWUJ6HPMCBH11
Outlook Therapeutics, Inc.
69012T206
742.00000000
NS
USD
445.20000000
0.000014092052
Long
EC
CORP
US
N
1
N
N
QuinStreet, Inc.
549300TP8MFBFPOS4Y78
QuinStreet, Inc.
74874Q100
1528.00000000
NS
USD
17281.68000000
0.000547022320
Long
EC
CORP
US
N
1
N
N
N
Figs, Inc.
N/A
Figs, Inc., Class A
30260D103
6406.00000000
NS
USD
35297.06000000
0.001117268672
Long
EC
CORP
US
N
1
N
N
Workhorse Group, Inc.
5493006JUAG258V8X854
Workhorse Group, Inc.
98138J206
2853.00000000
NS
USD
1189.99000000
0.000037667118
Long
EC
CORP
US
N
1
N
N
Tanger Factory Outlet Centers, Inc.
UKEW8YSXE4Y581KYOL30
Tanger Factory Outlet Centers, Inc.
875465106
4865.00000000
NS
USD
109705.75000000
0.003472549772
Long
EC
CORP
US
N
1
N
N
N
Asbury Automotive Group, Inc.
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436104
976.00000000
NS
USD
186777.12000000
0.005912113499
Long
EC
CORP
US
N
1
N
N
Blackbird Capital Aircraft
N/A
Blackbird Capital Aircraft, Series 2021-1A, Class A
09229CAA7
1165478.74000000
PA
USD
983780.60000000
0.031139909243
Long
ABS-O
CORP
US
Y
2
2046-07-15
Fixed
2.44300000
N
N
N
N
N
N
CTO Realty Growth, Inc.
N/A
CTO Realty Growth, Inc.
22948Q101
784.00000000
NS
USD
12692.96000000
0.000401774158
Long
EC
CORP
US
N
1
N
N
N
SomaLogic, Inc.
549300D3W3Q8CN30YO25
SomaLogic, Inc.
83444K105
1019.00000000
NS
USD
2272.37000000
0.000071928024
Long
EC
CORP
US
N
1
N
N
N/A
N/A
ETRS
N/A
4169.00000000
PA
USD
-19101.89000000
-0.00060463798
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Spirit Airlines, Inc.
Spirit Airlines, Inc.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
4169.00000000
USD
-19101.89000000
N
N
N
N/A
N/A
OIS
N/A
6895000.00000000
PA
USD
1514283.94000000
0.047932094269
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2048-02-15
458146.25000000
USD
0.00000000
USD
6895000.00000000
USD
1514283.94000000
N
N
N
Shockwave Medical, Inc.
549300LDXO56IC5Y1538
Shockwave Medical, Inc.
82489T104
1690.00000000
NS
USD
348579.40000000
0.011033690723
Long
EC
CORP
US
N
1
N
N
N
Appian Corp.
529900NIARIFW7HGU386
Appian Corp., Class A
03782L101
1727.00000000
NS
USD
68147.42000000
0.002157091198
Long
EC
CORP
US
N
1
N
N
N
Wynn Resorts Ltd.
254900CEKKWIHTEAB172
Wynn Resorts Ltd.
983134107
4850.00000000
NS
USD
425733.00000000
0.013475857301
Long
EC
CORP
US
N
1
N
N
N
LTC Properties, Inc.
549300NRZP8IJG2KY677
LTC Properties, Inc.
502175102
2246.00000000
NS
USD
70996.06000000
0.002247260075
Long
EC
CORP
US
N
1
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
51010.00000000
NS
USD
3411038.70000000
0.107970654780
Long
EC
CORP
US
N
1
N
N
N
Primoris Services Corp.
549300UF3OLBJ8D5K349
Primoris Services Corp.
74164F103
2365.00000000
NS
USD
71091.90000000
0.002250293728
Long
EC
CORP
US
N
1
N
N
N
Westlake Corp.
GOXNEVUM0LL78B1OS344
Westlake Corp.
960413102
1502.00000000
NS
USD
173270.72000000
0.005484591275
Long
EC
CORP
US
N
1
N
N
N
Trupanion, Inc.
549300J86GFKIDGMQP18
Trupanion, Inc.
898202106
1862.00000000
NS
USD
38357.20000000
0.001214132222
Long
EC
CORP
US
N
1
N
N
Porch Group, Inc.
549300NXEI7CVW8IXQ90
Porch Group, Inc.
733245104
459.00000000
NS
USD
258.19000000
0.000008172567
Long
EC
CORP
US
N
1
N
N
N
Schrodinger, Inc.
N/A
Schrodinger, Inc.
80810D103
2610.00000000
NS
USD
56637.00000000
0.001792748342
Long
EC
CORP
US
N
1
N
N
N
Construction Partners, Inc.
549300MHLFL4E8JLZU44
Construction Partners, Inc., Class A
21044C107
1808.00000000
NS
USD
69517.60000000
0.002200461926
Long
EC
CORP
US
N
1
N
N
Oglethorpe Power Corp.
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp.
67705BYH9
14350000.00000000
PA
USD
14311111.50000000
0.452994004230
Long
STIV
CORP
US
N
2
2023-11-17
None
0.00000000
N
N
N
N
N
N
Cue Biopharma, Inc.
549300PBW78KZA33WC97
Cue Biopharma, Inc.
22978P106
2540.00000000
NS
USD
5334.00000000
0.000168838738
Long
EC
CORP
US
N
1
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Linked Notes
91282CGK1
4210000.00000000
PA
USD
3844037.25000000
0.121676490766
Long
DBT
UST
US
N
2
2033-01-15
Fixed
1.12500000
N
N
N
N
N
N
IBEX Holdings Ltd.
5493000GRFLPVYU2CX17
IBEX Holdings Ltd.
N/A
56.00000000
NS
USD
913.92000000
0.000028928590
Long
EC
CORP
BM
N
1
N
N
N
CBL & Associates Properties, Inc.
529900EIVFBRS4PUBZ13
CBL & Associates Properties, Inc.
124830878
918.00000000
NS
USD
19030.14000000
0.000602366861
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEC2
300000.00000000
PA
USD
270849.87000000
0.008573294055
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
1.15000000
N
N
N
N
N
GrafTech International Ltd.
549300GY32W00XP57351
GrafTech International Ltd.
384313508
11604.00000000
NS
USD
40033.80000000
0.001267202157
Long
EC
CORP
US
N
1
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Note
N/A
-317.00000000
NC
USD
1792662.91000000
0.056743709238
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Ultra Note
2023-12-19
-34498515.63000000
USD
1792662.91000000
N
N
N
Relmada Therapeutics, Inc.
549300217EASRZ9JSF81
Relmada Therapeutics, Inc.
75955J402
152.00000000
NS
USD
454.48000000
0.000014385794
Long
EC
CORP
US
N
1
N
N
N
LSI Industries, Inc.
529900HY42OANH6BVT33
LSI Industries, Inc.
50216C108
1882.00000000
NS
USD
28004.16000000
0.000886424270
Long
EC
CORP
US
N
1
N
N
N
CECO Environmental Corp.
5493002CZCTL4HGLIY91
CECO Environmental Corp.
125141101
2144.00000000
NS
USD
34689.92000000
0.001098050683
Long
EC
CORP
US
N
1
N
N
N
National Presto Industries, Inc.
N/A
National Presto Industries, Inc.
637215104
347.00000000
NS
USD
25938.25000000
0.000821031387
Long
EC
CORP
US
N
1
N
N
N
Vista Outdoor, Inc.
549300QI2D33ESTJLN81
Vista Outdoor, Inc.
928377100
3217.00000000
NS
USD
80811.04000000
0.002557936649
Long
EC
CORP
US
N
1
N
N
First Foundation, Inc.
254900TQZQ6LBCK77E82
First Foundation, Inc.
32026V104
835.00000000
NS
USD
3790.90000000
0.000119994521
Long
EC
CORP
US
N
1
N
N
N
Helios Technologies, Inc.
5493000BCJSMIDRNTI78
Helios Technologies, Inc.
42328H109
1545.00000000
NS
USD
79907.40000000
0.002529333454
Long
EC
CORP
US
N
1
N
N
Verisk Analytics, Inc.
549300I1YSWNIRKBWP67
Verisk Analytics, Inc., Class A
92345Y106
6626.00000000
NS
USD
1506487.36000000
0.047685306730
Long
EC
CORP
US
N
1
N
N
N
Kenvue, Inc.
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAF9
890000.00000000
PA
USD
873383.89000000
0.027645488301
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
5.05000000
N
N
N
N
N
N
Beazer Homes USA, Inc.
549300DUPYT2T0F60I45
Beazer Homes USA, Inc.
07556Q881
981.00000000
NS
USD
23730.39000000
0.000751145317
Long
EC
CORP
US
N
1
N
N
N
Pan Pacific International Holdings Corp.
529900QLHJM2E18A5763
Pan Pacific International Holdings Corp.
N/A
131400.00000000
NS
2573638.68000000
0.081464174959
Long
EC
CORP
JP
N
2
N
N
N
Triumph Financial, Inc.
5493003RNRMEVYDZ1Q52
Triumph Financial, Inc.
89679E300
1250.00000000
NS
USD
77812.50000000
0.002463022942
Long
EC
CORP
US
N
1
N
N
Navient Private Education Refi Loan Trust
N/A
Navient Private Education Refi Loan Trust, Series 2020-GA, Class A
63941UAA1
944324.43000000
PA
USD
828052.69000000
0.026210605916
Long
ABS-O
CORP
US
Y
2
2069-09-16
Fixed
1.17000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XX68
196160.97000000
PA
USD
187683.63000000
0.005940807538
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
5.50000000
N
N
N
N
N
N
Vir Biotechnology, Inc.
N/A
Vir Biotechnology, Inc.
92764N102
3177.00000000
NS
USD
25193.61000000
0.000797461068
Long
EC
CORP
US
N
1
N
N
N
Retail Opportunity Investments Corp.
N/A
Retail Opportunity Investments Corp.
76131N101
7207.00000000
NS
USD
84610.18000000
0.002678191993
Long
EC
CORP
US
N
1
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCX5
750000.00000000
PA
USD
730079.75000000
0.023109438380
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
Build-A-Bear Workshop, Inc.
529900S9MWZC1UBF3D13
Build-A-Bear Workshop, Inc.
120076104
78.00000000
NS
USD
1934.40000000
0.000061230156
Long
EC
CORP
US
N
1
N
N
N
Charge Enterprises, Inc.
N/A
Charge Enterprises, Inc.
159610104
9738.00000000
NS
USD
2777.27000000
0.000087909779
Long
EC
CORP
US
N
1
N
N
Ovid therapeutics, Inc.
549300H36NUI4L6U8F17
Ovid therapeutics, Inc.
690469101
3953.00000000
NS
USD
14033.15000000
0.000444195603
Long
EC
CORP
US
N
1
N
N
N
Barnes & Noble Education, Inc.
549300JQGDS5THBPED41
Barnes & Noble Education, Inc.
06777U101
209.00000000
NS
USD
213.18000000
0.000006747851
Long
EC
CORP
US
N
1
N
N
N
Teledyne Technologies, Inc.
549300VSMO9KYQWDND94
Teledyne Technologies, Inc.
879360105
2147.00000000
NS
USD
804244.73000000
0.025457005252
Long
EC
CORP
US
N
1
N
N
N
Prime Medicine, Inc.
N/A
Prime Medicine, Inc.
74168J101
160.00000000
NS
USD
1038.40000000
0.000032868793
Long
EC
CORP
US
N
1
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-20191.96000000
-0.00063914230
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
1241276.19000000
USD
1690916.08000000
CAD
2024-01-19
-20191.96000000
N
N
N
Organon & Co.
549300AMCKY57OK2CO56
Organon & Co.
68622V106
11762.00000000
NS
USD
173959.98000000
0.005506408633
Long
EC
CORP
US
N
1
N
N
N
Tokio Marine Holdings, Inc.
5299009QN2NZ191KLS29
Tokio Marine Holdings, Inc.
N/A
212600.00000000
NS
4738750.20000000
0.149997114350
Long
EC
CORP
JP
N
2
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp., Series 2021-B, Class A
69335PED3
770000.00000000
PA
USD
737542.65000000
0.023345663844
Long
ABS-O
CORP
US
Y
2
2026-08-15
Fixed
0.77000000
N
N
N
N
N
N
Duolingo, Inc.
N/A
Duolingo, Inc., Class A
26603R106
1350.00000000
NS
USD
197167.50000000
0.006241003386
Long
EC
CORP
US
N
1
N
N
Third Harmonic Bio, Inc.
N/A
Third Harmonic Bio, Inc.
88427A107
84.00000000
NS
USD
537.60000000
0.000017016817
Long
EC
CORP
US
N
1
N
N
Ingersoll Rand, Inc.
5299004C02FMZCUOIR50
Ingersoll Rand, Inc.
45687V106
18998.00000000
NS
USD
1152798.64000000
0.036489889133
Long
EC
CORP
US
N
1
N
N
N
Akero Therapeutics, Inc.
549300SI3KG74LBE2955
Akero Therapeutics, Inc.
00973Y108
1744.00000000
NS
USD
20788.48000000
0.000658024137
Long
EC
CORP
US
N
1
N
N
N
RCI Hospitality Holdings, Inc.
529900COXP1MLE1UKG69
RCI Hospitality Holdings, Inc.
74934Q108
411.00000000
NS
USD
22403.61000000
0.000709148342
Long
EC
CORP
US
N
1
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
N/A
4057.00000000
NS
USD
399046.52000000
0.012631141960
Long
EC
CORP
IE
N
1
N
N
N
IDEXX Laboratories, Inc.
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories, Inc.
45168D104
3810.00000000
NS
USD
1521980.70000000
0.048175722176
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XGB32
719763.61000000
PA
USD
577046.99000000
0.018265445463
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
T. Rowe Price Group, Inc.
549300SIV6FPS9Y7IH33
T. Rowe Price Group, Inc.
74144T108
11248.00000000
NS
USD
1017944.00000000
0.032221293827
Long
EC
CORP
US
N
1
N
N
N
Residential Mortgage Loan Trust
N/A
Residential Mortgage Loan Trust, Series 2020-2, Class A1
76123MAA1
239299.66000000
PA
USD
235245.21000000
0.007446288826
Long
ABS-MBS
CORP
US
Y
2
2060-05-25
Variable
1.65399840
N
N
N
N
N
N
California Resources Corp.
5493003Q8F0T4F4YMR48
California Resources Corp.
13057Q305
3347.00000000
NS
USD
176018.73000000
0.005571574878
Long
EC
CORP
US
N
1
N
N
Viatris, Inc.
254900ZZTSW7NL773X71
Viatris, Inc.
92556V106
55715.00000000
NS
USD
495863.50000000
0.015695719540
Long
EC
CORP
US
N
1
N
N
N
BANK
N/A
BANK, Series 2017-BNK5, Class A5
06541WAX0
2000000.00000000
PA
USD
1809857.60000000
0.057287978037
Long
ABS-MBS
CORP
US
N
2
2060-06-15
Fixed
3.39000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MBD6
740000.00000000
PA
USD
727861.94000000
0.023039237359
Long
DBT
CORP
IE
N
2
2027-01-15
Fixed
6.10000000
N
N
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608102
12019.00000000
NS
USD
909958.49000000
0.028803195340
Long
EC
CORP
US
N
1
N
N
Artivion, Inc.
549300YTKV8DMSMG6K81
Artivion, Inc.
228903100
1431.00000000
NS
USD
18230.94000000
0.000577069538
Long
EC
CORP
US
N
1
N
N
Ready Capital Corp.
549300MYWGZUG7ZUYO87
Ready Capital Corp.
75574U101
8091.00000000
NS
USD
76298.13000000
0.002415088123
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJD2
1020000.00000000
PA
USD
937400.69000000
0.029671831718
Long
DBT
CORP
US
N
2
2026-06-19
Variable
1.31900000
N
N
N
N
N
N
Expensify, Inc.
N/A
Expensify, Inc., Class A
30219Q106
3850.00000000
NS
USD
10279.50000000
0.000325380168
Long
EC
CORP
US
N
1
N
N
N
Guidewire Software, Inc.
549300WXSG0J8IXZCK32
Guidewire Software, Inc.
40171V100
3957.00000000
NS
USD
356644.41000000
0.011288974959
Long
EC
CORP
US
N
1
N
N
Corsair Gaming, Inc.
549300Y7YT18L8G0H525
Corsair Gaming, Inc.
22041X102
1849.00000000
NS
USD
23648.71000000
0.000748559875
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DQFF8
95678.39300000
PA
USD
84575.09000000
0.002677081278
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.00000000
N
N
N
N
N
N
Maravai LifeSciences Holdings, Inc.
N/A
Maravai LifeSciences Holdings, Inc., Class A
56600D107
5526.00000000
NS
USD
37908.36000000
0.001199924952
Long
EC
CORP
US
N
1
N
N
N
Brandywine Realty Trust
5UZ46ZCYUFYYAC0DS831
Brandywine Realty Trust
105368203
10710.00000000
NS
USD
40055.40000000
0.001267885868
Long
EC
CORP
US
N
1
N
N
N
Claros Mortgage Trust, Inc.
549300Z9LU2CZ3K30C16
Claros Mortgage Trust, Inc.
18270D106
5764.00000000
NS
USD
60118.52000000
0.001902949963
Long
EC
CORP
US
N
1
N
N
Trex Co., Inc.
N/A
Trex Co., Inc.
89531P105
5117.00000000
NS
USD
287626.57000000
0.009104332089
Long
EC
CORP
US
N
1
N
N
ContextLogic, Inc.
549300YZDCRQ367LIE74
ContextLogic, Inc., Class A
21077C305
1345.00000000
NS
USD
5272.40000000
0.000166888895
Long
EC
CORP
US
N
1
N
N
Science Applications International Corp.
549300LZPNZIXQGZPZ48
Science Applications International Corp.
808625107
2493.00000000
NS
USD
272335.32000000
0.008620313460
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216100
184171.00000000
NS
USD
10403819.79000000
0.329315300629
Long
EC
CORP
US
N
1
N
N
N
SES AI Corp.
N/A
SES AI Corp.
78397Q109
9073.00000000
NS
USD
16422.13000000
0.000519814720
Long
EC
CORP
US
N
1
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
1.00000000
NC
USD
-735.27000000
-0.00002327372
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 2 Year Note
2023-12-29
202421.88000000
USD
-735.27000000
N
N
N
Intellia Therapeutics, Inc.
5493002T5BCPE5DZC723
Intellia Therapeutics, Inc.
45826J105
4073.00000000
NS
USD
102028.65000000
0.003229544169
Long
EC
CORP
US
N
1
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAG8
2280000.00000000
PA
USD
2139557.24000000
0.067724061924
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.65000000
N
N
N
N
N
AdaptHealth Corp.
N/A
AdaptHealth Corp., Class A
00653Q102
1463.00000000
NS
USD
10723.79000000
0.000339443415
Long
EC
CORP
US
N
1
N
N
STAAR Surgical Co.
5299006LRHI7OJ8BY308
STAAR Surgical Co.
852312305
2265.00000000
NS
USD
94722.30000000
0.002998274031
Long
EC
CORP
US
N
1
N
N
N
Supernus Pharmaceuticals, Inc.
549300GRM36VBKISYJ58
Supernus Pharmaceuticals, Inc.
868459108
2230.00000000
NS
USD
53185.50000000
0.001683496953
Long
EC
CORP
US
N
1
N
N
N
Granite Point Mortgage Trust, Inc.
529900VX2HQZ76AYIE02
Granite Point Mortgage Trust, Inc.
38741L107
301.00000000
NS
USD
1264.20000000
0.000040016110
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours, Inc.
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26614N102
23902.00000000
NS
USD
1741977.76000000
0.055139356630
Long
EC
CORP
US
N
1
N
N
N
Caterpillar, Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123101
24077.00000000
NS
USD
5442605.85000000
0.172276473245
Long
EC
CORP
US
N
1
N
N
N
ImmunoGen, Inc.
54930084U0R1OP766Y02
ImmunoGen, Inc.
45253H101
11370.00000000
NS
USD
168958.20000000
0.005348085755
Long
EC
CORP
US
N
1
N
N
Arbor Realty Trust, Inc.
549300ASFUWYQO0RW077
Arbor Realty Trust, Inc.
038923108
1005.00000000
NS
USD
12673.05000000
0.000401143940
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp.
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896100
13663.00000000
NS
USD
742447.42000000
0.023500916034
Long
EC
CORP
US
N
1
N
N
N
Cushman & Wakefield plc
N/A
Cushman & Wakefield plc
N/A
7484.00000000
NS
USD
55157.08000000
0.001745903980
Long
EC
CORP
GB
N
1
N
N
Star Holdings
549300NXTGWF12PTMW64
Star Holdings
85512G106
683.00000000
NS
USD
7820.35000000
0.000247539938
Long
EC
CORP
US
N
1
N
N
Reynolds Consumer Products, Inc.
N/A
Reynolds Consumer Products, Inc.
76171L106
1677.00000000
NS
USD
42646.11000000
0.001349890407
Long
EC
CORP
US
N
1
N
N
N
German American Bancorp, Inc.
5493002JDOI3GTNVUD76
German American Bancorp, Inc.
373865104
3087.00000000
NS
USD
84367.71000000
0.002670517016
Long
EC
CORP
US
N
1
N
N
N
AeroVironment, Inc.
529900PGHVI29YLZ6221
AeroVironment, Inc.
008073108
1187.00000000
NS
USD
136101.42000000
0.004308060015
Long
EC
CORP
US
N
1
N
N
N
Zebra Technologies Corp.
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp., Class A
989207105
2420.00000000
NS
USD
506820.60000000
0.016042547989
Long
EC
CORP
US
N
1
N
N
N
MACOM Technology Solutions Holdings, Inc.
N/A
MACOM Technology Solutions Holdings, Inc.
55405Y100
2452.00000000
NS
USD
172964.08000000
0.005474885104
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ACPU8
199545.32000000
PA
USD
191500.97000000
0.006061638972
Long
ABS-MBS
USGA
US
N
2
2053-08-20
Fixed
5.50000000
N
N
N
N
N
N
Fuji Electric Co. Ltd.
5299000HVNGZZTYYM906
Fuji Electric Co. Ltd.
N/A
110100.00000000
NS
4191230.89000000
0.132666317603
Long
EC
CORP
JP
N
2
N
N
N
Janus Henderson Group plc
2138009WPYMWJN3RVF44
Janus Henderson Group plc
N/A
8116.00000000
NS
USD
187236.12000000
0.005926642367
Long
EC
CORP
JE
N
1
N
N
N
Hooker Furnishings Corp.
N/A
Hooker Furnishings Corp.
439038100
729.00000000
NS
USD
12188.88000000
0.000385818359
Long
EC
CORP
US
N
1
N
N
Arbor Realty Commercial Real Estate Notes Ltd.
N/A
Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL1, Class A
03880XAA4
666000.00000000
PA
USD
657946.79000000
0.020826191660
Long
ABS-CBDO
CORP
KY
Y
2
2037-01-15
Floating
6.77031120
N
N
N
N
N
N
SS&C Technologies Holdings, Inc.
529900POY8H7NPPNKK71
SS&C Technologies Holdings, Inc.
78467J100
9676.00000000
NS
USD
486219.00000000
0.015390439222
Long
EC
CORP
US
N
1
N
N
N
Canoo, Inc.
5493004KHMS7ZZPSQE04
Canoo, Inc.
13803R102
2691.00000000
NS
USD
737.60000000
0.000023347479
Long
EC
CORP
US
N
1
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2N2
1430000.00000000
PA
USD
1345199.68000000
0.042580018297
Long
DBT
CORP
US
N
2
2026-04-30
Variable
2.18800000
N
N
N
N
N
N
ProKidney Corp.
N/A
ProKidney Corp., Class A
N/A
4191.00000000
NS
USD
6831.33000000
0.000216234184
Long
EC
CORP
KY
N
1
N
N
Himalaya Shipping Ltd.
984500D86FFE5EYE7988
Himalaya Shipping Ltd.
N/A
1815.00000000
NS
USD
8240.10000000
0.000260826414
Long
EC
CORP
BM
N
1
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431109
8902.00000000
NS
USD
1597107.82000000
0.050553743961
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133B5EE8
91221.52000000
PA
USD
73259.52000000
0.002318906069
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
Altice USA, Inc.
54930064K3612MGCER95
Altice USA, Inc., Class A
02156K103
1234.00000000
NS
USD
3566.26000000
0.000112883922
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos., Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748102
25051.00000000
NS
USD
4750922.15000000
0.150382396819
Long
EC
CORP
US
N
1
N
N
N
Acumen Pharmaceuticals, Inc.
N/A
Acumen Pharmaceuticals, Inc.
00509G209
263.00000000
NS
USD
491.81000000
0.000015567412
Long
EC
CORP
US
N
1
N
N
N
HireRight Holdings Corp.
N/A
HireRight Holdings Corp.
433537107
85.00000000
NS
USD
782.85000000
0.000024779791
Long
EC
CORP
US
N
1
N
N
N
Terumo Corp.
353800JX1R4582QVK932
Terumo Corp.
N/A
91400.00000000
NS
2491674.63000000
0.078869741730
Long
EC
CORP
JP
N
2
N
N
N
B&G Foods, Inc.
549300TRW1LZMDJZAQ78
B&G Foods, Inc.
05508R106
3981.00000000
NS
USD
32126.67000000
0.001016915344
Long
EC
CORP
US
N
1
N
N
TJX Cos., Inc. (The)
V167QI9I69W364E2DY52
TJX Cos., Inc. (The)
872540109
53831.00000000
NS
USD
4740896.17000000
0.150065041397
Long
EC
CORP
US
N
1
N
N
N
Nano-X Imaging Ltd.
N/A
Nano-X Imaging Ltd.
N/A
1645.00000000
NS
USD
8307.25000000
0.000262951933
Long
EC
CORP
IL
N
1
N
N
Olin Corp.
549300GKK294V7W57P06
Olin Corp.
680665205
5980.00000000
NS
USD
255465.60000000
0.008086331036
Long
EC
CORP
US
N
1
N
N
Dorman Products, Inc.
N/A
Dorman Products, Inc.
258278100
1223.00000000
NS
USD
76046.14000000
0.002407111807
Long
EC
CORP
US
N
1
N
N
N
Welltower, Inc.
254900F33BIAR82QTA19
Welltower, Inc.
95040Q104
24215.00000000
NS
USD
2024616.15000000
0.064085796328
Long
EC
CORP
US
N
1
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114QCH9
60000.00000000
PA
USD
55599.65000000
0.001759912784
Long
DBT
CORP
CA
N
2
2025-06-12
Fixed
1.15000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CF9
340000.00000000
PA
USD
328459.00000000
0.010396813527
Long
DBT
CORP
JP
N
2
2026-04-17
Variable
3.83700000
N
N
N
N
N
N
Kearny Financial Corp.
N/A
Kearny Financial Corp.
48716P108
4596.00000000
NS
USD
31896.24000000
0.001009621473
Long
EC
CORP
US
N
1
N
N
N
AppLovin Corp.
549300LLVXMUAOL3SQ07
AppLovin Corp., Class A
03831W108
19784.00000000
NS
USD
720928.96000000
0.022819785615
Long
EC
CORP
US
N
1
N
N
N
Security National Financial Corp.
N/A
Security National Financial Corp., Class A
814785309
828.00000000
NS
USD
5721.48000000
0.000181103762
Long
EC
CORP
US
N
1
N
N
N
Coterra Energy, Inc.
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097103
39836.00000000
NS
USD
1095490.00000000
0.034675881163
Long
EC
CORP
US
N
1
N
N
N
Focus Universal, Inc.
N/A
Focus Universal, Inc.
34417J104
158.00000000
NS
USD
281.24000000
0.000008902176
Long
EC
CORP
US
N
1
N
N
Skillz, Inc.
N/A
Skillz, Inc., Class A
83067L208
78.00000000
NS
USD
399.36000000
0.000012641064
Long
EC
CORP
US
N
1
N
N
N
Impinj, Inc.
549300M26VGKSMMWWN17
Impinj, Inc.
453204109
1060.00000000
NS
USD
68486.60000000
0.002167827367
Long
EC
CORP
US
N
1
N
N
Apartment Income REIT Corp.
N/A
Apartment Income REIT Corp., Class A
03750L109
6334.00000000
NS
USD
185016.14000000
0.005856372658
Long
EC
CORP
US
N
1
N
N
N
HomeTrust Bancshares, Inc.
N/A
HomeTrust Bancshares, Inc.
437872104
652.00000000
NS
USD
13437.72000000
0.000425348275
Long
EC
CORP
US
N
1
N
N
N
Marten Transport Ltd.
N/A
Marten Transport Ltd.
573075108
2959.00000000
NS
USD
52019.22000000
0.001646580334
Long
EC
CORP
US
N
1
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133AYQM5
84192.02000000
PA
USD
67946.53000000
0.002150732366
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
3.00000000
N
N
N
N
N
N
XPO, Inc.
54930096DB9LCLPN7H13
XPO, Inc.
983793100
5397.00000000
NS
USD
409146.57000000
0.012950841942
Long
EC
CORP
US
N
1
N
N
West Pharmaceutical Services, Inc.
5493007NKRGM1RJQ1P16
West Pharmaceutical Services, Inc.
955306105
3398.00000000
NS
USD
1081549.42000000
0.034234615706
Long
EC
CORP
US
N
1
N
N
N
WillScot Mobile Mini Holdings Corp.
549300HJ4VIXF476Q166
WillScot Mobile Mini Holdings Corp.
971378104
9026.00000000
NS
USD
355714.66000000
0.011259545297
Long
EC
CORP
US
N
1
N
N
N
Penske Automotive Group, Inc.
549300W7UTQ0M4C7LB15
Penske Automotive Group, Inc.
70959W103
949.00000000
NS
USD
135782.92000000
0.004297978437
Long
EC
CORP
US
N
1
N
N
ServiceNow, Inc.
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
9633.00000000
NS
USD
5604961.05000000
0.177415552215
Long
EC
CORP
US
N
1
N
N
N
Spire, Inc.
549300NXSY15DRY2R511
Spire, Inc.
84857L101
2198.00000000
NS
USD
122274.74000000
0.003870399869
Long
EC
CORP
US
N
1
N
N
Orion SA
N/A
Orion SA
N/A
1731.00000000
NS
USD
35139.30000000
0.001112275046
Long
EC
CORP
LU
N
1
N
N
N
C3.ai, Inc.
549300YDLK0YQO5B1V80
C3.ai, Inc., Class A
12468P104
2185.00000000
NS
USD
53314.00000000
0.001687564403
Long
EC
CORP
US
N
1
N
N
Mersana Therapeutics, Inc.
529900VWD5VDZ7PVOS22
Mersana Therapeutics, Inc.
59045L106
1920.00000000
NS
USD
2284.80000000
0.000072321475
Long
EC
CORP
US
N
1
N
N
N
Boot Barn Holdings, Inc.
529900QE1BFMYA3N4E71
Boot Barn Holdings, Inc.
099406100
1403.00000000
NS
USD
97508.50000000
0.003086466474
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X83X3
80014.53000000
PA
USD
62251.92000000
0.001970479128
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
SFL Corp. Ltd.
549300RLYYPSB0C7RH77
SFL Corp. Ltd.
N/A
4874.00000000
NS
USD
52931.64000000
0.001675461445
Long
EC
CORP
BM
N
1
N
N
N
Diodes, Inc.
549300XP2X1ARVH3BX23
Diodes, Inc.
254543101
2037.00000000
NS
USD
132567.96000000
0.004196214321
Long
EC
CORP
US
N
1
N
N
N
BioAtla, Inc.
N/A
BioAtla, Inc.
09077B104
3146.00000000
NS
USD
4624.62000000
0.000146384516
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844108
11208.00000000
NS
USD
2138374.32000000
0.067686618594
Long
EC
CORP
US
N
1
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513EBX8
50000.00000000
PA
USD
48468.23000000
0.001534179758
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.15000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XDA1
538185.31000000
PA
USD
429263.43000000
0.013587607085
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
2.50000000
N
N
N
N
N
N
Destination XL Group, Inc.
N/A
Destination XL Group, Inc.
25065K104
351.00000000
NS
USD
1460.16000000
0.000046218892
Long
EC
CORP
US
N
1
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
700000.00000000
PA
USD
462318.29000000
0.014633902713
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
HilleVax, Inc.
N/A
HilleVax, Inc.
43157M102
79.00000000
NS
USD
869.00000000
0.000027506723
Long
EC
CORP
US
N
1
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CT0
1300000.00000000
PA
USD
1277115.57000000
0.040424931069
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
Ameriprise Financial, Inc.
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076C106
4753.00000000
NS
USD
1495151.21000000
0.047326480095
Long
EC
CORP
US
N
1
N
N
N
Thor Industries, Inc.
254900XZO1228PDSG060
Thor Industries, Inc.
885160101
2405.00000000
NS
USD
211471.65000000
0.006693777035
Long
EC
CORP
US
N
1
N
N
N
Precigen, Inc.
549300XCWNQU35K64G19
Precigen, Inc.
74017N105
3115.00000000
NS
USD
3519.95000000
0.000111418057
Long
EC
CORP
US
N
1
N
N
EyePoint Pharmaceuticals, Inc.
549300QE1RU34T50MR69
EyePoint Pharmaceuticals, Inc.
30233G209
160.00000000
NS
USD
963.20000000
0.000030488465
Long
EC
CORP
US
N
1
N
N
N/A
N/A
3 Month SOFR
N/A
33.00000000
NC
USD
38981.25000000
0.001233885469
N/A
DIR
US
N
1
CME3680
N/A
Call
Purchased
N/A
3 Month SOFR
250000.00000000
96.62500000
USD
2025-09-12
XXXX
-22401.06000000
N
N
N
Sonic Automotive, Inc.
549300NTLRGJ2JCBZU03
Sonic Automotive, Inc., Class A
83545G102
812.00000000
NS
USD
38854.20000000
0.001229863916
Long
EC
CORP
US
N
1
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DPUH9
455312.11000000
PA
USD
453778.23000000
0.014363581573
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
6.50000000
N
N
N
N
N
N
Rent the Runway, Inc.
N/A
Rent the Runway, Inc., Class A
76010Y103
205.00000000
NS
USD
110.06000000
0.000003483762
Long
EC
CORP
US
N
1
N
N
HB Fuller Co.
JSMX3Z5FOYM8V0Q52357
HB Fuller Co.
359694106
2498.00000000
NS
USD
165242.70000000
0.005230477894
Long
EC
CORP
US
N
1
N
N
N
Aurinia Pharmaceuticals, Inc.
5299008YP2BW4570ML28
Aurinia Pharmaceuticals, Inc.
05156V102
4815.00000000
NS
USD
35342.10000000
0.001118694337
Long
EC
CORP
CA
N
1
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
053484101
7028.00000000
NS
USD
1164820.72000000
0.036870427720
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179VDS6
74290.52000000
PA
USD
70225.13000000
0.002222857591
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
5.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2019-6A, Class B2
64828GBB5
792655.25000000
PA
USD
704199.92000000
0.022290256178
Long
ABS-MBS
CORP
US
Y
2
2059-09-25
Variable
4.25000160
N
N
N
N
N
N
Stereotaxis, Inc.
549300KPNOKI02O2ZP21
Stereotaxis, Inc.
85916J409
407.00000000
NS
USD
614.57000000
0.000019453172
Long
EC
CORP
US
N
1
N
N
Cano Health, Inc.
N/A
Cano Health, Inc.
13781Y103
12025.00000000
NS
USD
1581.29000000
0.000050053057
Long
EC
CORP
US
N
1
N
N
BRC, Inc.
N/A
BRC, Inc., Class A
05601U105
338.00000000
NS
USD
980.20000000
0.000031026571
Long
EC
CORP
US
N
1
N
N
VICI Properties, Inc.
254900RKH6RY9KCJQH63
VICI Properties, Inc., Class A
925652109
46490.00000000
NS
USD
1297071.00000000
0.041056586419
Long
EC
CORP
US
N
1
N
N
N
Northwestern Mutual Global Funding
635400LZXFVELZDVP257
Northwestern Mutual Global Funding
66815L2M0
2120000.00000000
PA
USD
2034029.87000000
0.064383771696
Long
DBT
CORP
US
Y
2
2028-06-12
Fixed
4.90000000
N
N
N
N
N
N
FutureFuel Corp.
529900WYQZSMWFXLA845
FutureFuel Corp.
36116M106
1093.00000000
NS
USD
7159.15000000
0.000226610772
Long
EC
CORP
US
N
1
N
N
N
Nordstrom, Inc.
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664100
5126.00000000
NS
USD
71661.48000000
0.002268322818
Long
EC
CORP
US
N
1
N
N
Digi International, Inc.
529900KG656HGROI4N27
Digi International, Inc.
253798102
1750.00000000
NS
USD
44065.00000000
0.001394802968
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H0406B4
800000.00000000
PA
USD
703156.25000000
0.022257220572
Long
ABS-MBS
USGA
US
N
2
2053-11-15
Fixed
4.00000000
N
N
N
N
N
N
Safehold, Inc.
QFFLKWYYS3UPWD86E794
Safehold, Inc.
78646V107
1537.00000000
NS
USD
25006.99000000
0.000791553928
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DQB88
192378.55000000
PA
USD
182573.04000000
0.005779040464
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DPAG3
661285.05000000
PA
USD
593698.37000000
0.018792516705
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
Avita Medical, Inc.
N/A
Avita Medical, Inc.
05380C102
1817.00000000
NS
USD
16916.27000000
0.000535455885
Long
EC
CORP
US
N
1
N
N
N
ODP Corp. (The)
N/A
ODP Corp. (The)
88337F105
1809.00000000
NS
USD
81260.28000000
0.002572156580
Long
EC
CORP
US
N
1
N
N
N
Papa John's International, Inc.
HZYLD3DK5XOX0WBVNB56
Papa John's International, Inc.
698813102
1601.00000000
NS
USD
104097.02000000
0.003295014920
Long
EC
CORP
US
N
1
N
N
Monarch Casino & Resort, Inc.
549300AK5FF7KY11V997
Monarch Casino & Resort, Inc.
609027107
735.00000000
NS
USD
44239.65000000
0.001400331218
Long
EC
CORP
US
N
1
N
N
N
Citi Trends, Inc.
529900D06Q0FPHV34S87
Citi Trends, Inc.
17306X102
47.00000000
NS
USD
1132.70000000
0.000035853700
Long
EC
CORP
US
N
1
N
N
N
NL Industries, Inc.
N/A
NL Industries, Inc.
629156407
356.00000000
NS
USD
1772.88000000
0.000056117514
Long
EC
CORP
US
N
1
N
N
N
Middlefield Banc Corp.
N/A
Middlefield Banc Corp.
596304204
521.00000000
NS
USD
13285.50000000
0.000420530008
Long
EC
CORP
US
N
1
N
N
N
A-Mark Precious Metals, Inc.
XP6XYFDZQGKLUMOFGT37
A-Mark Precious Metals, Inc.
00181T107
120.00000000
NS
USD
3249.60000000
0.000102860586
Long
EC
CORP
US
N
1
N
N
N
Tompkins Financial Corp.
254900QDQ6V0QJ0Z2348
Tompkins Financial Corp.
890110109
1366.00000000
NS
USD
68409.28000000
0.002165379933
Long
EC
CORP
US
N
1
N
N
Scholar Rock Holding Corp.
549300Z1FLPGL4OWJ459
Scholar Rock Holding Corp.
80706P103
2131.00000000
NS
USD
25060.56000000
0.000793249596
Long
EC
CORP
US
N
1
N
N
N
ANI Pharmaceuticals, Inc.
5493000T6CXTND40YH31
ANI Pharmaceuticals, Inc.
00182C103
433.00000000
NS
USD
26733.42000000
0.000846201147
Long
EC
CORP
US
N
1
N
N
N
Altimmune, Inc.
549300EOYCQ8SW3NVE64
Altimmune, Inc.
02155H200
3588.00000000
NS
USD
8647.08000000
0.000273708676
Long
EC
CORP
US
N
1
N
N
Lear Corp.
549300UPNBTXA1SYTQ33
Lear Corp.
521865204
2780.00000000
NS
USD
360732.80000000
0.011418386023
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings, Inc.
549300W3R20NM4KQPH86
IQVIA Holdings, Inc.
46266C105
8647.00000000
NS
USD
1563637.01000000
0.049494282140
Long
EC
CORP
US
N
1
N
N
N
Guardian Life Global Funding
635400NHILJ5JEKILC36
Guardian Life Global Funding
40139LAG8
150000.00000000
PA
USD
138903.39000000
0.004396751631
Long
DBT
CORP
US
Y
2
2025-06-23
Fixed
1.10000000
N
N
N
N
N
Northeast Community Bancorp, Inc.
5493007BRYL8596Q9L26
Northeast Community Bancorp, Inc.
664121100
887.00000000
NS
USD
13517.88000000
0.000427885604
Long
EC
CORP
US
N
1
N
N
Novanta, Inc.
N/A
Novanta, Inc.
67000B104
1665.00000000
NS
USD
219879.90000000
0.006959925953
Long
EC
CORP
CA
N
1
N
N
N
Dow, Inc.
5493003S21INSLK2IP73
Dow, Inc.
260557103
37237.00000000
NS
USD
1800036.58000000
0.056977110277
Long
EC
CORP
US
N
1
N
N
N
Intapp, Inc.
N/A
Intapp, Inc.
45827U109
591.00000000
NS
USD
20212.20000000
0.000639782969
Long
EC
CORP
US
N
1
N
N
Calavo Growers, Inc.
N/A
Calavo Growers, Inc.
128246105
654.00000000
NS
USD
16572.36000000
0.000524569996
Long
EC
CORP
US
N
1
N
N
Harrow, Inc.
N/A
Harrow, Inc.
415858109
1917.00000000
NS
USD
27480.20000000
0.000869839203
Long
EC
CORP
US
N
1
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718109
111899.00000000
NS
USD
16788206.97000000
0.531402267335
Long
EC
CORP
US
N
1
N
N
N
Kenvue, Inc.
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177J102
71854.00000000
NS
USD
1336484.40000000
0.042304150865
Long
EC
CORP
US
N
1
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F052615
3200000.00000000
PA
USD
3035000.00000000
0.096067786407
Long
ABS-MBS
USGSE
US
N
2
2053-01-25
Fixed
5.50000000
N
N
N
N
N
N
Endeavor Group Holdings, Inc.
N/A
Endeavor Group Holdings, Inc., Class A
29260Y109
455.00000000
NS
USD
10355.80000000
0.000327795315
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TN8
1175300.00000000
PA
USD
915815.80000000
0.028988598571
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XKM31
374510.94000000
PA
USD
334720.93000000
0.010595024319
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.50000000
N
N
N
N
N
N
Americold Realty Trust, Inc.
894500O3S3W62PQPO460
Americold Realty Trust, Inc.
03064D108
12615.00000000
NS
USD
330765.30000000
0.010469815549
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies, Inc.
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc.
00846U101
13933.00000000
NS
USD
1440254.21000000
0.045588808507
Long
EC
CORP
US
N
1
N
N
N
Daifuku Co. Ltd.
3538006FG1W4X3MYHL36
Daifuku Co. Ltd.
N/A
139600.00000000
NS
2338723.13000000
0.074028320962
Long
EC
CORP
JP
N
2
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579YBE0
1430000.00000000
PA
USD
1429826.28000000
0.045258730038
Long
DBT
CORP
US
N
2
2024-02-14
Floating
5.93075880
N
N
N
N
N
N
Costamare, Inc.
5299003L6NPTZ25LN818
Costamare, Inc.
N/A
1646.00000000
NS
USD
14863.38000000
0.000470475128
Long
EC
CORP
MH
N
1
N
N
EchoStar Corp.
549300EE20907QZ9GT38
EchoStar Corp., Class A
278768106
1126.00000000
NS
USD
15606.36000000
0.000493992902
Long
EC
CORP
US
N
1
N
N
N
Protagonist Therapeutics, Inc.
N/A
Protagonist Therapeutics, Inc.
74366E102
3036.00000000
NS
USD
44143.44000000
0.001397285853
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3138L9U26
18707.28000000
PA
USD
16239.44000000
0.000514031978
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
2.93000000
N
N
N
N
N
N
PennyMac Financial Services, Inc.
549300W1D516HBDEU871
PennyMac Financial Services, Inc.
70932M107
1301.00000000
NS
USD
87427.20000000
0.002767359992
Long
EC
CORP
US
N
1
N
N
Amcor plc
549300GSODGFCDQ3DI89
Amcor plc
N/A
70244.00000000
NS
USD
624469.16000000
0.019766513964
Long
EC
CORP
JE
N
1
N
N
N
ACI Worldwide, Inc.
5493003BPVMZUJ6F5C02
ACI Worldwide, Inc.
004498101
5158.00000000
NS
USD
105068.46000000
0.003325764208
Long
EC
CORP
US
N
1
N
N
N
Cerence, Inc.
5493002WL2W5WMS89568
Cerence, Inc.
156727109
1954.00000000
NS
USD
29915.74000000
0.000946932099
Long
EC
CORP
US
N
1
N
N
Perimeter Solutions SA
2221003U8GJZ9U4MR505
Perimeter Solutions SA
N/A
7997.00000000
NS
USD
25590.40000000
0.000810020784
Long
EC
CORP
LU
N
1
N
N
N
Axogen, Inc.
N/A
Axogen, Inc.
05463X106
1385.00000000
NS
USD
5207.60000000
0.000164837760
Long
EC
CORP
US
N
1
N
N
N
PMV Pharmaceuticals, Inc.
N/A
PMV Pharmaceuticals, Inc.
69353Y103
969.00000000
NS
USD
1463.19000000
0.000046314802
Long
EC
CORP
US
N
1
N
N
N
Farmers National Banc Corp.
N/A
Farmers National Banc Corp.
309627107
2888.00000000
NS
USD
32605.52000000
0.001032072530
Long
EC
CORP
US
N
1
N
N
Huron Consulting Group, Inc.
549300NGVB9H6TKTLE36
Huron Consulting Group, Inc.
447462102
930.00000000
NS
USD
92404.80000000
0.002924917492
Long
EC
CORP
US
N
1
N
N
N
Cenovus Energy, Inc.
549300F4XPHJ7NOSP309
Cenovus Energy, Inc.
15135U109
5884.00000000
NS
USD
112266.72000000
0.003553612941
Long
EC
CORP
CA
N
1
N
N
N
ImmunityBio, Inc.
529900J9XLBR4HFL4B83
ImmunityBio, Inc.
45256X103
1406.00000000
NS
USD
4414.84000000
0.000139744285
Long
EC
CORP
US
N
1
N
N
Penn Entertainment, Inc.
N/A
Penn Entertainment, Inc.
707569109
7052.00000000
NS
USD
139135.96000000
0.004404113241
Long
EC
CORP
US
N
1
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89832Q109
61868.00000000
NS
USD
1754576.48000000
0.055538147781
Long
EC
CORP
US
N
1
N
N
N
Hingham Institution for Savings
2549009GDCGUR2T6KU55
Hingham Institution for Savings
433323102
64.00000000
NS
USD
9509.12000000
0.000300995093
Long
EC
CORP
US
N
1
N
N
N/A
N/A
ETRS
N/A
23206.00000000
PA
USD
-16818.70000000
-0.00053236747
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Albertsons Cos., Inc.
Albertsons Cos., Inc.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
23206.00000000
USD
-16818.70000000
N
N
N
Onto Innovation, Inc.
254900RXZVN73CHOO062
Onto Innovation, Inc.
683344105
2252.00000000
NS
USD
253057.24000000
0.008010098478
Long
EC
CORP
US
N
1
N
N
Commerce Bancshares, Inc.
N/A
Commerce Bancshares, Inc.
200525103
6107.00000000
NS
USD
267853.02000000
0.008478433843
Long
EC
CORP
US
N
1
N
N
Digital Turbine, Inc.
549300D0WZR1VI2QGB24
Digital Turbine, Inc.
25400W102
4501.00000000
NS
USD
21334.74000000
0.000675315072
Long
EC
CORP
US
N
1
N
N
N
ChampionX Corp.
549300EP2909K6DYYP38
ChampionX Corp.
15872M104
9220.00000000
NS
USD
283976.00000000
0.008988779477
Long
EC
CORP
US
N
1
N
N
N/A
N/A
OIS
N/A
11272000.00000000
PA
USD
-536940.43000000
-0.01699594021
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2030-06-29
3042.50000000
USD
0.00000000
USD
11272000.00000000
USD
-536940.43000000
N
N
N
Domino's Pizza, Inc.
25490005ZWM1IF9UXU57
Domino's Pizza, Inc.
25754A201
1570.00000000
NS
USD
532214.30000000
0.016846342568
Long
EC
CORP
US
N
1
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940X102
12027.00000000
NS
USD
1277507.94000000
0.040437350877
Long
EC
CORP
US
N
1
N
N
N
Omega Flex, Inc.
N/A
Omega Flex, Inc.
682095104
101.00000000
NS
USD
7380.07000000
0.000233603620
Long
EC
CORP
US
N
1
N
N
N
PBF Energy, Inc.
2549003PBEDCSZMZIY02
PBF Energy, Inc., Class A
69318G106
5336.00000000
NS
USD
253620.08000000
0.008027914225
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133USHZ7
97430.26300000
PA
USD
75355.18000000
0.002385240638
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
Alaunos Therapeutics, Inc.
N/A
Alaunos Therapeutics, Inc.
98973P101
1365.00000000
NS
USD
109.20000000
0.000003456541
Long
EC
CORP
US
N
1
N
N
American Financial Group, Inc.
549300AFOM7IVKIU1G39
American Financial Group, Inc.
025932104
3463.00000000
NS
USD
378713.68000000
0.011987540336
Long
EC
CORP
US
N
1
N
N
N
Virginia National Bankshares Corp.
5493005LXSLNF92BF097
Virginia National Bankshares Corp.
928031103
313.00000000
NS
USD
9618.49000000
0.000304457015
Long
EC
CORP
US
N
1
N
N
N
Perella Weinberg Partners
N/A
Perella Weinberg Partners, Class A
71367G102
4262.00000000
NS
USD
41810.22000000
0.001323431724
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QQVA0
762352.37000000
PA
USD
723848.30000000
0.022912192380
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.50000000
N
N
N
N
N
N
Belden, Inc.
68BKYO1JC791TTJHUE82
Belden, Inc.
077454106
1931.00000000
NS
USD
136907.90000000
0.004333587774
Long
EC
CORP
US
N
1
N
N
Brightcove, Inc.
5493006VI8OCN44T4W47
Brightcove, Inc.
10921T101
1588.00000000
NS
USD
4891.04000000
0.000154817590
Long
EC
CORP
US
N
1
N
N
N
Travere Therapeutics, Inc.
N/A
Travere Therapeutics, Inc.
89422G107
3958.00000000
NS
USD
25647.84000000
0.000811838950
Long
EC
CORP
US
N
1
N
N
N
Clearway Energy, Inc.
549300LHAZ9HA9G3XC48
Clearway Energy, Inc., Class C
18539C204
3449.00000000
NS
USD
74877.79000000
0.002370129666
Long
EC
CORP
US
N
1
N
N
N
NextNav, Inc.
N/A
NextNav, Inc.
65345N106
137.00000000
NS
USD
638.42000000
0.000020208104
Long
EC
CORP
US
N
1
N
N
Tigo Energy, Inc.
N/A
Tigo Energy, Inc.
88675P103
134.00000000
NS
USD
352.42000000
0.000011155258
Long
EC
CORP
US
N
1
N
N
N
ABM Industries, Inc.
QF02R89VEIOROM77J447
ABM Industries, Inc.
000957100
3020.00000000
NS
USD
118806.80000000
0.003760628100
Long
EC
CORP
US
N
1
N
N
Delek US Holdings, Inc.
5493003O53JMENV1N385
Delek US Holdings, Inc.
24665A103
3279.00000000
NS
USD
86401.65000000
0.002734897943
Long
EC
CORP
US
N
1
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAP5
660000.00000000
PA
USD
640726.94000000
0.020281126463
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.55000000
N
N
N
N
N
N
KORE Group Holdings, Inc.
N/A
KORE Group Holdings, Inc.
50066V107
164.00000000
NS
USD
80.36000000
0.000002543659
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XNB8
277900.39800000
PA
USD
229383.21000000
0.007260737141
Long
ABS-MBS
USGA
US
N
2
2052-12-20
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KQUT1
387048.06000000
PA
USD
359031.28000000
0.011364527288
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
Lavoro Ltd.
N/A
Lavoro Ltd., Class A
N/A
680.00000000
NS
USD
3556.40000000
0.000112571820
Long
EC
CORP
KY
N
1
N
N
N
Instructure Holdings, Inc.
N/A
Instructure Holdings, Inc.
457790103
89.00000000
NS
USD
2192.07000000
0.000069386264
Long
EC
CORP
US
N
1
N
N
N
Symbotic, Inc.
N/A
Symbotic, Inc., Class A
87151X101
108.00000000
NS
USD
3675.24000000
0.000116333499
Long
EC
CORP
US
N
1
N
N
Edsouth Indenture No. 9 LLC
N/A
Edsouth Indenture No. 9 LLC, Series 2015-1, Class A
281378AA7
0.03000000
PA
USD
0.03000000
0.000000000949
Long
ABS-O
CORP
US
Y
2
2056-10-25
Floating
6.23509920
N
N
N
N
N
N
Corcept Therapeutics, Inc.
529900EO9LUTFMZ7FF90
Corcept Therapeutics, Inc.
218352102
3612.00000000
NS
USD
101424.96000000
0.003210435385
Long
EC
CORP
US
N
1
N
N
Bridgebio Pharma, Inc.
54930028YG89VTY2J114
Bridgebio Pharma, Inc.
10806X102
5385.00000000
NS
USD
140225.40000000
0.004438597619
Long
EC
CORP
US
N
1
N
N
Fisker, Inc.
549300UUN5RWU44MBX79
Fisker, Inc., Class A
33813J106
9762.00000000
NS
USD
43929.00000000
0.001390498118
Long
EC
CORP
US
N
1
N
N
SentinelOne, Inc.
N/A
SentinelOne, Inc., Class A
81730H109
8990.00000000
NS
USD
140513.70000000
0.004447723268
Long
EC
CORP
US
N
1
N
N
I3 Verticals, Inc.
549300944CYWVP06CJ97
I3 Verticals, Inc., Class A
46571Y107
638.00000000
NS
USD
11962.50000000
0.000378652683
Long
EC
CORP
US
N
1
N
N
Dream Finders Homes, Inc.
N/A
Dream Finders Homes, Inc., Class A
26154D100
129.00000000
NS
USD
2540.01000000
0.000080399716
Long
EC
CORP
US
N
1
N
N
Legalzoom.com, Inc.
5493000L8EBF74Y9JZ48
Legalzoom.com, Inc.
52466B103
4666.00000000
NS
USD
46520.02000000
0.001472512469
Long
EC
CORP
US
N
1
N
N
N
BlackLine, Inc.
529900P9N7PK9LV5EK56
BlackLine, Inc.
09239B109
2518.00000000
NS
USD
123633.80000000
0.003913418613
Long
EC
CORP
US
N
1
N
N
Dick's Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393102
2817.00000000
NS
USD
301278.15000000
0.009536449740
Long
EC
CORP
US
N
1
N
N
Porsche Financial Auto Securitization Trust
N/A
Porsche Financial Auto Securitization Trust, Series 2023-1A, Class A2
73328QAB0
1574436.00000000
PA
USD
1568272.87000000
0.049641022439
Long
ABS-O
CORP
US
Y
2
2026-12-22
Fixed
5.42000000
N
N
N
N
N
N
First American Financial Corp.
549300B6VEZK3N0A1P55
First American Financial Corp.
31847R102
4746.00000000
NS
USD
244134.24000000
0.007727656020
Long
EC
CORP
US
N
1
N
N
Ryan Specialty Holdings, Inc.
N/A
Ryan Specialty Holdings, Inc., Class A
78351F107
4188.00000000
NS
USD
180921.60000000
0.005726766927
Long
EC
CORP
US
N
1
N
N
Peapack-Gladstone Financial Corp.
549300G8DN2UK8K0ET30
Peapack-Gladstone Financial Corp.
704699107
1728.00000000
NS
USD
40383.36000000
0.001278266887
Long
EC
CORP
US
N
1
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AN1
450000.00000000
PA
USD
443208.08000000
0.014029001371
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.80000000
N
N
N
N
N
N
LPL Financial Holdings, Inc.
549300XROQ4Y8G2L7682
LPL Financial Holdings, Inc.
50212V100
3767.00000000
NS
USD
845766.84000000
0.026771317342
Long
EC
CORP
US
N
1
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
N/A
45880.00000000
NS
USD
503762.40000000
0.015945745846
Long
EC
CORP
NL
N
1
N
N
N
Boston Beer Co., Inc. (The)
529900Q02MQ0DCQNRM58
Boston Beer Co., Inc. (The), Class A
100557107
425.00000000
NS
USD
141928.75000000
0.004492514280
Long
EC
CORP
US
N
1
N
N
N
Verint Systems, Inc.
549300KEQJS5FRVUCO94
Verint Systems, Inc.
92343X100
3138.00000000
NS
USD
59025.78000000
0.001868361128
Long
EC
CORP
US
N
1
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAV2
1340000.00000000
PA
USD
1337620.13000000
0.042340100475
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SH2
400000.00000000
PA
USD
268453.12000000
0.008497428992
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.87500000
N
N
N
N
N
N
Advanced Energy Industries, Inc.
549300756XI3QLFT2U27
Advanced Energy Industries, Inc.
007973100
1751.00000000
NS
USD
152792.26000000
0.004836380296
Long
EC
CORP
US
N
1
N
N
Ambarella, Inc.
254900XN7F4DG0CEKC02
Ambarella, Inc.
N/A
1702.00000000
NS
USD
76572.98000000
0.002423788035
Long
EC
CORP
KY
N
1
N
N
N
Hubbell, Inc.
54930088VDQ6840Y6597
Hubbell, Inc., Class B
443510607
2538.00000000
NS
USD
685513.80000000
0.021698778687
Long
EC
CORP
US
N
1
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC, Series 2021-2A, Class A
05377RER1
5000000.00000000
PA
USD
4348765.50000000
0.137652808959
Long
ABS-O
CORP
US
Y
2
2028-02-20
Fixed
1.66000000
N
N
N
N
N
N
Capcom Co. Ltd.
529900JJWQKXS3TC8744
Capcom Co. Ltd.
N/A
103900.00000000
NS
3326973.10000000
0.105309700545
Long
EC
CORP
JP
N
2
N
N
N
Provident Bancorp, Inc.
N/A
Provident Bancorp, Inc.
74383L105
91.00000000
NS
USD
882.70000000
0.000027940373
Long
EC
CORP
US
N
1
N
N
N
ProPetro Holding Corp.
N/A
ProPetro Holding Corp.
74347M108
3483.00000000
NS
USD
36501.84000000
0.001155403943
Long
EC
CORP
US
N
1
N
N
N
Cricut, Inc.
254900R3DKAJ28MC0Q39
Cricut, Inc., Class A
22658D100
3432.00000000
NS
USD
29274.96000000
0.000926649293
Long
EC
CORP
US
N
1
N
N
Terawulf, Inc.
N/A
Terawulf, Inc.
88080T104
659.00000000
NS
USD
731.49000000
0.000023154077
Long
EC
CORP
US
N
1
N
N
N
Nordson Corp.
14OS6Q5N55N95WM84M53
Nordson Corp.
655663102
2671.00000000
NS
USD
567827.89000000
0.017973630462
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Microsoft Corp.
N/A
23892000.00000000
NC
USD
1247590.32000000
0.039490359270
N/A
DE
US
N
2
MORGAN_STANLEY
IGJSJL3JD5P30I6NJZ34
Call
Purchased
Microsoft Corp.
Microsoft Corp.
1.00000000
330.00000000
USD
2023-12-15
XXXX
536622.32000000
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156R108
30682.00000000
NS
USD
1841226.82000000
0.058280917585
Long
EC
CORP
US
N
1
N
N
N
PROG Holdings, Inc.
549300DHYTLBOVRXIG52
PROG Holdings, Inc.
74319R101
2257.00000000
NS
USD
61819.23000000
0.001956783058
Long
EC
CORP
US
N
1
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
81761L102
7731.00000000
NS
USD
56049.75000000
0.001774159937
Long
EC
CORP
US
N
1
N
N
N
Velo3D, Inc.
N/A
Velo3D, Inc.
92259N104
524.00000000
NS
USD
691.68000000
0.000021893959
Long
EC
CORP
US
N
1
N
N
IonQ, Inc.
N/A
IonQ, Inc.
46222L108
7480.00000000
NS
USD
72107.20000000
0.002282431330
Long
EC
CORP
US
N
1
N
N
Estee Lauder Cos., Inc. (The)
549300VFZ8XJ9NUPU221
Estee Lauder Cos., Inc. (The), Class A
518439104
10745.00000000
NS
USD
1384708.15000000
0.043830592023
Long
EC
CORP
US
N
1
N
N
N
National Grid Holdings
N/A
National Grid Holdings
63627AAP3
7050000.00000000
PA
USD
6953675.85000000
0.220106835685
Long
STIV
CORP
US
N
2
2024-01-23
None
0.00000000
N
N
N
N
N
N
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAE9
880000.00000000
PA
USD
853516.36000000
0.027016615277
Long
DBT
NUSS
ID
Y
2
2028-05-21
Fixed
5.45000000
N
N
N
N
N
N
i-80 Gold Corp.
549300LFFIWIGUEXPK11
i-80 Gold Corp.
44955L106
12807.00000000
NS
USD
17929.80000000
0.000567537461
Long
EC
CORP
CA
N
1
N
N
N
Kaman Corp.
5493003YK076OLTEQF95
Kaman Corp.
483548103
1105.00000000
NS
USD
20564.05000000
0.000650920185
Long
EC
CORP
US
N
1
N
N
N
Red River Bancshares, Inc.
549300SO63STZV7UHM15
Red River Bancshares, Inc.
75686R202
187.00000000
NS
USD
8691.76000000
0.000275122946
Long
EC
CORP
US
N
1
N
N
N
Pure Cycle Corp.
N/A
Pure Cycle Corp.
746228303
784.00000000
NS
USD
7495.04000000
0.000237242801
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust, Series 2019-HY1, Class B1
89177EAE9
970000.00000000
PA
USD
965523.64000000
0.030562016085
Long
ABS-MBS
CORP
US
Y
2
2048-10-25
Floating
7.58891880
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05581KAF8
1650000.00000000
PA
USD
1584176.91000000
0.050144437898
Long
DBT
CORP
FR
Y
2
2029-06-12
Variable
5.33500000
N
N
N
N
N
N
Western Union Co. (The)
28ID94QU1140NC23S047
Western Union Co. (The)
959802109
16368.00000000
NS
USD
184794.72000000
0.005849363983
Long
EC
CORP
US
N
1
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAL3
20000.00000000
PA
USD
18649.67000000
0.000590323727
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
3 Month SOFR
N/A
-371.00000000
NC
USD
760043.15000000
0.024057879075
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
3 Month SOFR
2024-03-19
-87704400.00000000
USD
760043.15000000
N
N
N
Coinbase Global, Inc.
5493004G3J2SC154DU06
Coinbase Global, Inc., Class A
19260Q107
7768.00000000
NS
USD
599068.16000000
0.018962488315
Long
EC
CORP
US
N
1
N
N
Kennedy-Wilson Holdings, Inc.
549300MOI1T78144X610
Kennedy-Wilson Holdings, Inc.
489398107
5607.00000000
NS
USD
72162.09000000
0.002284168780
Long
EC
CORP
US
N
1
N
N
Braemar Hotels & Resorts, Inc.
549300JDUUEBN868C776
Braemar Hotels & Resorts, Inc.
10482B101
313.00000000
NS
USD
820.06000000
0.000025957610
Long
EC
CORP
US
N
1
N
N
N
Hostess Brands, Inc.
N/A
Hostess Brands, Inc., Class A
44109J106
5904.00000000
NS
USD
197193.60000000
0.006241829537
Long
EC
CORP
US
N
1
N
N
N
Adeia, Inc.
N/A
Adeia, Inc.
00676P107
5140.00000000
NS
USD
43330.20000000
0.001371544118
Long
EC
CORP
US
N
1
N
N
N
indie Semiconductor, Inc.
254900L1MFXFYGB1PV53
indie Semiconductor, Inc., Class A
45569U101
6345.00000000
NS
USD
31027.05000000
0.000982108735
Long
EC
CORP
US
N
1
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179MBD4
820000.00000000
PA
USD
794373.79000000
0.025144557359
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.25000000
N
N
N
N
N
N
NuScale Power Corp.
N/A
NuScale Power Corp., Class A
67079K100
172.00000000
NS
USD
581.36000000
0.000018401966
Long
EC
CORP
US
N
1
N
N
Aaron's Co., Inc. (The)
N/A
Aaron's Co., Inc. (The)
00258W108
1262.00000000
NS
USD
9351.42000000
0.000296003367
Long
EC
CORP
US
N
1
N
N
N
ONE Group Hospitality, Inc. (The)
549300QFZD4IE5DEBE98
ONE Group Hospitality, Inc. (The)
88338K103
309.00000000
NS
USD
1362.69000000
0.000043133644
Long
EC
CORP
US
N
1
N
N
N
First Financial Bankshares, Inc.
549300XN3GTGOENGNV49
First Financial Bankshares, Inc.
32020R109
6649.00000000
NS
USD
159908.45000000
0.005061631241
Long
EC
CORP
US
N
1
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
198367.00000000
NS
USD
6968632.71000000
0.220580269765
Long
EC
CORP
US
N
1
N
N
N
Terreno Realty Corp.
N/A
Terreno Realty Corp.
88146M101
3485.00000000
NS
USD
185680.80000000
0.005877411345
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141G104
15274.00000000
NS
USD
4637339.14000000
0.146787118946
Long
EC
CORP
US
N
1
N
N
N
Legacy Housing Corp.
N/A
Legacy Housing Corp.
52472M101
338.00000000
NS
USD
6256.38000000
0.000198035116
Long
EC
CORP
US
N
1
N
N
N
TriNet Group, Inc.
5299003FJVBETSFKE990
TriNet Group, Inc.
896288107
1834.00000000
NS
USD
188443.50000000
0.005964859936
Long
EC
CORP
US
N
1
N
N
N
Rocket Cos., Inc.
N/A
Rocket Cos., Inc., Class A
77311W101
4352.00000000
NS
USD
32161.28000000
0.001018010865
Long
EC
CORP
US
N
1
N
N
Payoneer Global, Inc.
N/A
Payoneer Global, Inc.
70451X104
9789.00000000
NS
USD
56678.31000000
0.001794055940
Long
EC
CORP
US
N
1
N
N
N
Carlyle Global Market Strategies CLO Ltd.
N/A
Carlyle Global Market Strategies CLO Ltd., Series 2014-3RA, Class A1A
14315LAA2
233832.99000000
PA
USD
232594.38000000
0.007362381290
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-27
Floating
6.69909960
N
N
N
N
N
N
Washington Trust Bancorp, Inc.
J66MZFCNJPP3PERHZW54
Washington Trust Bancorp, Inc.
940610108
1518.00000000
NS
USD
35202.42000000
0.001114273003
Long
EC
CORP
US
N
1
N
N
N
Contra Costa County Board of Education
N/A
Contra Costa County Board of Education, CVR
761CVR042
289.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
NNN REIT, Inc.
5493008JKH5SOTI0JS97
NNN REIT, Inc.
637417106
8239.00000000
NS
USD
299322.87000000
0.009474558662
Long
EC
CORP
US
N
1
N
N
N
Shyft Group, Inc. (The)
549300YY0TB51BGRV994
Shyft Group, Inc. (The)
825698103
1390.00000000
NS
USD
15262.20000000
0.000483099100
Long
EC
CORP
US
N
1
N
N
N
Carrols Restaurant Group, Inc.
529900HZEMNWQSAKFJ98
Carrols Restaurant Group, Inc.
14574X104
2636.00000000
NS
USD
15157.00000000
0.000479769172
Long
EC
CORP
US
N
1
N
N
Kellogg Co.
LONOZNOJYIBXOHXWDB86
Kellogg Co.
487836108
11769.00000000
NS
USD
593981.43000000
0.018801476490
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
11228.00000000
PA
USD
40764.38000000
0.001290327430
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
VMware, Inc.
VMware, Inc.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
11228.00000000
USD
40764.38000000
N
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
49803T300
9796.00000000
NS
USD
208850.72000000
0.006610815934
Long
EC
CORP
US
N
1
N
N
N
Viant Technology, Inc.
N/A
Viant Technology, Inc., Class A
92557A101
763.00000000
NS
USD
4112.57000000
0.000130176440
Long
EC
CORP
US
N
1
N
N
N
Preferred Bank
5493007K6HGI9G0ECX16
Preferred Bank
740367404
82.00000000
NS
USD
4884.74000000
0.000154618174
Long
EC
CORP
US
N
1
N
N
N
Progress Software Corp.
549300R65B3JG6972S24
Progress Software Corp.
743312100
1970.00000000
NS
USD
101218.60000000
0.003203903408
Long
EC
CORP
US
N
1
N
N
Vivid Seats, Inc.
N/A
Vivid Seats, Inc., Class A
92854T100
183.00000000
NS
USD
1076.04000000
0.000034060224
Long
EC
CORP
US
N
1
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDN1
2380000.00000000
PA
USD
2170300.10000000
0.068697175106
Long
DBT
CORP
NL
Y
2
2028-04-06
Variable
3.64900000
N
N
N
N
N
N
G1 Therapeutics, Inc.
529900TC35UPZQYRKW13
G1 Therapeutics, Inc.
3621LQ109
255.00000000
NS
USD
420.75000000
0.000013318128
Long
EC
CORP
US
N
1
N
N
N
Univest Financial Corp.
4WII2HCR8UEWNU03U507
Univest Financial Corp.
915271100
2135.00000000
NS
USD
35569.10000000
0.001125879638
Long
EC
CORP
US
N
1
N
N
N
Zurn Elkay Water Solutions Corp.
549300AM3633XDFU1Q85
Zurn Elkay Water Solutions Corp.
98983L108
6914.00000000
NS
USD
182944.44000000
0.005790796502
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
14349.00000000
NS
USD
501067.08000000
0.015860430055
Long
EC
CORP
US
N
1
N
N
Distribution Solutions Group, Inc.
N/A
Distribution Solutions Group, Inc.
520776105
603.00000000
NS
USD
18180.45000000
0.000575471363
Long
EC
CORP
US
N
1
N
N
N
SolarEdge Technologies, Inc.
5493000K6Y58XXPDF853
SolarEdge Technologies, Inc.
83417M104
334.00000000
NS
USD
25367.30000000
0.000802958931
Long
EC
CORP
US
N
1
N
N
Avid Bioservices, Inc.
549300GRUS3ZMGP8MX22
Avid Bioservices, Inc.
05368M106
3879.00000000
NS
USD
23855.85000000
0.000755116541
Long
EC
CORP
US
N
1
N
N
N
Benson Hill, Inc.
N/A
Benson Hill, Inc.
082490103
16823.00000000
NS
USD
2590.75000000
0.000082005804
Long
EC
CORP
US
N
1
N
N
N/A
N/A
ETRS
N/A
7763.00000000
PA
USD
-17701.99000000
-0.00056032652
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
PNM Resources, Inc.
PNM Resources, Inc.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
7763.00000000
USD
-17701.99000000
N
N
N
SLM Student Loan Trust
SCSW2GRYW6ZPGKE5DL61
SLM Student Loan Trust, Series 2005-9, Class A7A
78442GRA6
357698.40000000
PA
USD
349135.74000000
0.011051300724
Long
ABS-O
CORP
US
N
2
2041-01-25
Floating
6.19563960
N
N
N
N
N
N
Ecovyst, Inc.
N/A
Ecovyst, Inc.
27923Q109
5418.00000000
NS
USD
49845.60000000
0.001577778073
Long
EC
CORP
US
N
1
N
N
N
BAT International Finance plc
21380041YBGOQDFAC823
BAT International Finance plc
05530QAQ3
460000.00000000
PA
USD
447308.01000000
0.014158777714
Long
DBT
CORP
GB
N
2
2029-02-02
Fixed
5.93100000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KN6X6
1062368.52200000
PA
USD
924855.73000000
0.029274742249
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
First Community Bankshares, Inc.
N/A
First Community Bankshares, Inc.
31983A103
716.00000000
NS
USD
23377.40000000
0.000739972016
Long
EC
CORP
US
N
1
N
N
Beneficient
N/A
Beneficient, Class A
08178Q101
1396.00000000
NS
USD
850.16000000
0.000026910375
Long
EC
CORP
US
N
1
N
N
OFG Bancorp
549300Q4QEXJ37LEXQ06
OFG Bancorp
67103X102
495.00000000
NS
USD
14661.90000000
0.000464097620
Long
EC
CORP
PR
N
1
N
N
N
Sprout Social, Inc.
N/A
Sprout Social, Inc., Class A
85209W109
2258.00000000
NS
USD
97726.24000000
0.003093358665
Long
EC
CORP
US
N
1
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687106
86408.00000000
NS
USD
7050028.72000000
0.223156722649
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources, Inc.
RIFQSET379FOGTEFKS80
Franklin Resources, Inc.
354613101
15872.00000000
NS
USD
361722.88000000
0.011449725329
Long
EC
CORP
US
N
1
N
N
Cass Information Systems, Inc.
549300G7XPIPR7SJ2F38
Cass Information Systems, Inc.
14808P109
558.00000000
NS
USD
21097.98000000
0.000667820835
Long
EC
CORP
US
N
1
N
N
Novagold Resources, Inc.
529900587LVZTJ2BHS60
Novagold Resources, Inc.
66987E206
11238.00000000
NS
USD
39557.76000000
0.001252133917
Long
EC
CORP
CA
N
1
N
N
N
RAPT Therapeutics, Inc.
549300MB473BIU78ES48
RAPT Therapeutics, Inc.
75382E109
446.00000000
NS
USD
5864.90000000
0.000185643479
Long
EC
CORP
US
N
1
N
N
N
Oriental Republic of Uruguay
549300RDR012H2V82H43
Oriental Republic of Uruguay
760942BE1
910000.00000000
PA
USD
910624.49000000
0.028824276442
Long
DBT
NUSS
UY
N
2
2034-10-28
Fixed
5.75000000
N
N
N
N
N
N
AutoNation, Inc.
N/A
AutoNation, Inc.
05329W102
1396.00000000
NS
USD
181591.68000000
0.005747977175
Long
EC
CORP
US
N
1
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859102
6040.00000000
NS
USD
3163087.60000000
0.100122182519
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-54945.90000000
-0.00173921943
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
4479143.02000000
USD
665000000.00000000
JPY
2023-12-20
-54945.90000000
N
N
N
Principal Financial Group, Inc.
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc.
74251V102
11888.00000000
NS
USD
804579.84000000
0.025467612592
Long
EC
CORP
US
N
1
N
N
N
Gates Industrial Corp. plc
549300S6K4FWUSB9KM27
Gates Industrial Corp. plc
N/A
6235.00000000
NS
USD
68086.20000000
0.002155153383
Long
EC
CORP
GB
N
1
N
N
N
Adaptive Biotechnologies Corp.
549300ZTF7OT1FW66Q96
Adaptive Biotechnologies Corp.
00650F109
7489.00000000
NS
USD
33251.16000000
0.001052509171
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury Ultra Bond
N/A
154.00000000
NC
USD
-1223828.92000000
-0.03873823238
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Ultra Bond
2023-12-19
17334625.00000000
USD
-1223828.92000000
N
N
N
Paycor HCM, Inc.
N/A
Paycor HCM, Inc.
70435P102
2978.00000000
NS
USD
64265.24000000
0.002034207364
Long
EC
CORP
US
N
1
N
N
N
AMMC CLO 21 Ltd.
549300DYK366J47FIO80
AMMC CLO 21 Ltd., Series 2017-21A, Class A
00178LAB5
533657.70000000
PA
USD
532733.40000000
0.016862773800
Long
ABS-CBDO
CORP
KY
Y
2
2030-11-02
Floating
6.87692880
N
N
N
N
N
N
Rocket Pharmaceuticals, Inc.
549300R7VV82YUIN4Y93
Rocket Pharmaceuticals, Inc.
77313F106
3580.00000000
NS
USD
64798.00000000
0.002051070979
Long
EC
CORP
US
N
1
N
N
N
Accolade, Inc.
549300PHKG8J7A22NF08
Accolade, Inc.
00437E102
3169.00000000
NS
USD
20598.50000000
0.000652010641
Long
EC
CORP
US
N
1
N
N
N
Larimar Therapeutics, Inc.
529900NCBZHTTJV6HX73
Larimar Therapeutics, Inc.
517125100
1700.00000000
NS
USD
4981.00000000
0.000157665121
Long
EC
CORP
US
N
1
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077VYW2
10500000.00000000
PA
USD
10449064.50000000
0.330747445320
Long
STIV
CORP
CA
Y
2
2023-11-30
Fixed
0.00000000
N
N
N
N
N
N
Franklin Electric Co., Inc.
RR6AURIKMXUE4Q24G284
Franklin Electric Co., Inc.
353514102
2090.00000000
NS
USD
181244.80000000
0.005736997276
Long
EC
CORP
US
N
1
N
N
Quipt Home Medical Corp.
N/A
Quipt Home Medical Corp.
74880P104
2675.00000000
NS
USD
12652.75000000
0.000400501378
Long
EC
CORP
CA
N
1
N
N
N
Redwire Corp.
N/A
Redwire Corp.
75776W103
126.00000000
NS
USD
337.68000000
0.000010688688
Long
EC
CORP
US
N
1
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global, Class A
92556H107
298.00000000
NS
USD
4142.20000000
0.000131114327
Long
EC
CORP
US
N
1
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAM1
315000.00000000
PA
USD
291731.62000000
0.009234270497
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
3.12500000
N
N
N
N
N
N
Cenntro Electric Group Ltd.
549300UDHPKCYMMCEM56
Cenntro Electric Group Ltd.
N/A
1236.00000000
NS
USD
203.45000000
0.000006439865
Long
EC
CORP
AU
N
1
N
N
Macerich Co. (The)
529900PSWCB5KI0JYU46
Macerich Co. (The)
554382101
11029.00000000
NS
USD
107201.88000000
0.003393294006
Long
EC
CORP
US
N
1
N
N
N
Arcellx, Inc.
N/A
Arcellx, Inc.
03940C100
1915.00000000
NS
USD
67503.75000000
0.002136716914
Long
EC
CORP
US
N
1
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
25299.00000000
NS
USD
6468954.30000000
0.204763795708
Long
EC
CORP
US
N
1
N
N
N
WeWork, Inc.
N/A
WeWork, Inc.
96209A401
72.00000000
NS
USD
164.16000000
0.000005196206
Long
EC
CORP
US
N
1
N
N
N
City Holding Co.
N/A
City Holding Co.
177835105
87.00000000
NS
USD
7897.86000000
0.000249993386
Long
EC
CORP
US
N
1
N
N
Edgewell Personal Care Co.
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co.
28035Q102
2393.00000000
NS
USD
83515.70000000
0.002643548082
Long
EC
CORP
US
N
1
N
N
N
Paramount Group, Inc.
5493006GJU1CFI7Z5J17
Paramount Group, Inc.
69924R108
6425.00000000
NS
USD
27499.00000000
0.000870434286
Long
EC
CORP
US
N
1
N
N
N
MDC Holdings, Inc.
5299005FV4VNV75R8R35
MDC Holdings, Inc.
552676108
2675.00000000
NS
USD
101516.25000000
0.003213325015
Long
EC
CORP
US
N
1
N
N
N
Transcontinental Gas Pipe Line Co. LLC
N/A
Transcontinental Gas Pipe Line Co. LLC
893574AH6
990000.00000000
PA
USD
1022136.98000000
0.032354015510
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.85000000
N
N
N
N
N
N
Primo Water Corp.
N/A
Primo Water Corp.
74167P108
7325.00000000
NS
USD
95664.50000000
0.003028097776
Long
EC
CORP
CA
N
1
N
N
N
Enfusion, Inc.
N/A
Enfusion, Inc., Class A
292812104
201.00000000
NS
USD
1668.30000000
0.000052807211
Long
EC
CORP
US
N
1
N
N
American Software, Inc.
N/A
American Software, Inc., Class A
029683109
1185.00000000
NS
USD
12999.45000000
0.000411475580
Long
EC
CORP
US
N
1
N
N
N
PC Connection, Inc.
5299005WPRNIXDV2KM73
PC Connection, Inc.
69318J100
454.00000000
NS
USD
24325.32000000
0.000769976819
Long
EC
CORP
US
N
1
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAF6
820000.00000000
PA
USD
754473.80000000
0.023881590731
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
Paychex, Inc.
529900K900DW6SUBM174
Paychex, Inc.
704326107
16946.00000000
NS
USD
1881853.30000000
0.059566880024
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
354373.00000000
NS
USD
119817055.03000000
3.792606013386
Long
EC
CORP
US
N
1
N
N
N
AZEK Co., Inc. (The)
5493002LDDDU1RX46815
AZEK Co., Inc. (The), Class A
05478C105
5931.00000000
NS
USD
155392.20000000
0.004918676994
Long
EC
CORP
US
N
1
N
N
N
Comfort Systems USA, Inc.
5299009DT1ZA5HTU6R38
Comfort Systems USA, Inc.
199908104
1628.00000000
NS
USD
296051.80000000
0.009371018480
Long
EC
CORP
US
N
1
N
N
ORIX Corp.
35380016EMHNBOVYE123
ORIX Corp.
N/A
251300.00000000
NS
4564775.07000000
0.144490226169
Long
EC
CORP
JP
N
2
N
N
N
Textron, Inc.
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203101
10489.00000000
NS
USD
797164.00000000
0.025232876732
Long
EC
CORP
US
N
1
N
N
N
Forestar Group, Inc.
549300BC2UB0GHV60V70
Forestar Group, Inc.
346232101
543.00000000
NS
USD
12896.25000000
0.000408208958
Long
EC
CORP
US
N
1
N
N
N
OCP SA
213800D26TAPVTCVWG40
OCP SA
N/A
930000.00000000
PA
USD
888894.00000000
0.028136434573
Long
DBT
NUSS
MA
Y
2
2025-10-22
Fixed
4.50000000
N
N
N
N
N
N
Quest Diagnostics, Inc.
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834L100
5278.00000000
NS
USD
686667.80000000
0.021735306604
Long
EC
CORP
US
N
1
N
N
N
Loop Media, Inc.
N/A
Loop Media, Inc.
54352F206
2417.00000000
NS
USD
723.17000000
0.000022890721
Long
EC
CORP
US
N
1
N
N
Columbia Banking System, Inc.
N/A
Columbia Banking System, Inc.
197236102
9999.00000000
NS
USD
196680.33000000
0.006225582844
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Beverage Co.
54930073LBBH6ZCBE225
Molson Coors Beverage Co., Class B
60871R209
6185.00000000
NS
USD
357307.45000000
0.011309962368
Long
EC
CORP
US
N
1
N
N
Ares Management Corp.
529900JUV61FH7B8VW38
Ares Management Corp., Class A
03990B101
7873.00000000
NS
USD
776199.07000000
0.024569267369
Long
EC
CORP
US
N
1
N
N
N
nLight, Inc.
N/A
nLight, Inc.
65487K100
1412.00000000
NS
USD
11761.96000000
0.000372304929
Long
EC
CORP
US
N
1
N
N
N
O-I Glass, Inc.
N/A
O-I Glass, Inc.
67098H104
7171.00000000
NS
USD
110791.95000000
0.003506931594
Long
EC
CORP
US
N
1
N
N
N
Matson, Inc.
549300OI5H3Y0I9I4I12
Matson, Inc.
57686G105
1624.00000000
NS
USD
141369.20000000
0.004474802672
Long
EC
CORP
US
N
1
N
N
N
Bel Fuse, Inc.
2549009L4XYDBRRY6X39
Bel Fuse, Inc., Class B
077347300
755.00000000
NS
USD
40905.90000000
0.001294807006
Long
EC
CORP
US
N
1
N
N
N
Kronos Worldwide, Inc.
549300OBZ34C65APL277
Kronos Worldwide, Inc.
50105F105
935.00000000
NS
USD
6451.50000000
0.000204211309
Long
EC
CORP
US
N
1
N
N
Armstrong World Industries, Inc.
KXMRXXOJ88Q45Y45MG74
Armstrong World Industries, Inc.
04247X102
2063.00000000
NS
USD
156561.07000000
0.004955675595
Long
EC
CORP
US
N
1
N
N
N
Escalade, Inc.
N/A
Escalade, Inc.
296056104
660.00000000
NS
USD
11246.40000000
0.000355985750
Long
EC
CORP
US
N
1
N
N
Altus Power, Inc.
5493005V83PBRWNLK259
Altus Power, Inc., Class A
02217A102
2475.00000000
NS
USD
13142.25000000
0.000415995672
Long
EC
CORP
US
N
1
N
N
DXC Technology Co.
549300DOVZ3EDJB7O259
DXC Technology Co.
23355L106
10594.00000000
NS
USD
213680.98000000
0.006763709636
Long
EC
CORP
US
N
1
N
N
Alcoa Corp.
549300T12EZ1F6PWWU29
Alcoa Corp.
013872106
8412.00000000
NS
USD
215683.68000000
0.006827101713
Long
EC
CORP
US
N
1
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769G100
9586.00000000
NS
USD
382385.54000000
0.012103766847
Long
EC
CORP
US
N
1
N
N
N
Modine Manufacturing Co.
Z35SZFYJR8GZZRSIUU09
Modine Manufacturing Co.
607828100
2091.00000000
NS
USD
82594.50000000
0.002614389055
Long
EC
CORP
US
N
1
N
N
N
LeMaitre Vascular, Inc.
549300FZUBUB7MHY8R17
LeMaitre Vascular, Inc.
525558201
963.00000000
NS
USD
46782.54000000
0.001480822095
Long
EC
CORP
US
N
1
N
N
CONSOL Energy, Inc.
549300YJCTPJBTK7IJ81
CONSOL Energy, Inc.
20854L108
1593.00000000
NS
USD
146380.77000000
0.004633435435
Long
EC
CORP
US
N
1
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
326921.00000000
NS
USD
8611099.14000000
0.272569763728
Long
EC
CORP
US
N
1
N
N
N
Benchmark Electronics, Inc.
549300W18RHYZOZKOP53
Benchmark Electronics, Inc.
08160H101
1184.00000000
NS
USD
28664.64000000
0.000907330646
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRSI
N/A
418102013.44000000
PA
USD
-15911129.39000000
-0.50363986153
N/A
DE
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
Vanguard Russell 3000 ETF
Vanguard Russell 3000 ETF
Y
2023-11-10
0.00000000
USD
0.00000000
USD
418102013.44000000
USD
-15911129.39000000
N
N
N
Xometry, Inc.
5493006JFRGU7YRRXE44
Xometry, Inc., Class A
98423F109
1783.00000000
NS
USD
25942.65000000
0.000821170661
Long
EC
CORP
US
N
1
N
N
CF Industries Holdings, Inc.
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
8714.00000000
NS
USD
695202.92000000
0.022005471376
Long
EC
CORP
US
N
1
N
N
N
Upbound Group, Inc.
529900QUHE15UQNCCJ63
Upbound Group, Inc.
76009N100
2434.00000000
NS
USD
63430.04000000
0.002007770522
Long
EC
CORP
US
N
1
N
N
N
C4 Therapeutics, Inc.
N/A
C4 Therapeutics, Inc.
12529R107
239.00000000
NS
USD
356.11000000
0.000011272059
Long
EC
CORP
US
N
1
N
N
N
Butterfly Network, Inc.
N/A
Butterfly Network, Inc.
124155102
6250.00000000
NS
USD
5293.13000000
0.000167545068
Long
EC
CORP
US
N
1
N
N
N
Public Storage
N/A
Public Storage
74460D109
7255.00000000
NS
USD
1731841.05000000
0.054818496238
Long
EC
CORP
US
N
1
N
N
N
Avnet, Inc.
XJI53DCPL7QABOWK4Z75
Avnet, Inc.
053807103
3920.00000000
NS
USD
181613.60000000
0.005748671015
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370DA5
790000.00000000
PA
USD
596251.65000000
0.018873336460
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WTZ1
84786.94600000
PA
USD
70084.31000000
0.002218400172
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
3.00000000
N
N
N
N
N
N
TPGI Trust
N/A
TPGI Trust, Series 2021-DGWD, Class A
87267HAA5
871695.70000000
PA
USD
855304.68000000
0.027073221519
Long
ABS-MBS
CORP
US
Y
2
2026-06-15
Floating
6.15448080
N
N
N
N
N
N
Bank of Hawaii Corp.
5493006Q8BQ8AD8M2U33
Bank of Hawaii Corp.
062540109
3123.00000000
NS
USD
154244.97000000
0.004882363371
Long
EC
CORP
US
N
1
N
N
N
NCR Atleos Corp.
N/A
NCR Atleos Corp.
63001N106
2834.00000000
NS
USD
62518.04000000
0.001978902706
Long
EC
CORP
US
N
1
N
N
N
Nordic American Tankers Ltd.
213800W4T8AMPKIPIU94
Nordic American Tankers Ltd.
N/A
6497.00000000
NS
USD
29821.23000000
0.000943940544
Long
EC
CORP
BM
N
1
N
N
N
Talkspace, Inc.
N/A
Talkspace, Inc.
87427V103
673.00000000
NS
USD
1197.94000000
0.000037918762
Long
EC
CORP
US
N
1
N
N
N
Redfin Corp.
549300HXWD3JEMZU3O57
Redfin Corp.
75737F108
5654.00000000
NS
USD
26347.64000000
0.000833989934
Long
EC
CORP
US
N
1
N
N
Cara Therapeutics, Inc.
549300COVOY41P0GZ881
Cara Therapeutics, Inc.
140755109
1578.00000000
NS
USD
2035.62000000
0.000064434104
Long
EC
CORP
US
N
1
N
N
N
National Western Life Group, Inc.
549300HPXNVHFT1BJ192
National Western Life Group, Inc., Class A
638517102
100.00000000
NS
USD
47890.00000000
0.001515876866
Long
EC
CORP
US
N
1
N
N
N
NXP BV
N/A
NXP BV
62954HAW8
1810000.00000000
PA
USD
1720196.98000000
0.054449922917
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
Paysafe Ltd.
N/A
Paysafe Ltd.
N/A
1.00000000
NS
USD
9.72000000
0.000000307670
Long
EC
CORP
BM
N
1
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWDT7
742792.70000000
PA
USD
618882.96000000
0.019589692261
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
Yext, Inc.
5299008ZQSBBVH7K0589
Yext, Inc.
98585N106
5568.00000000
NS
USD
33575.04000000
0.001062761044
Long
EC
CORP
US
N
1
N
N
N
Rivian Automotive, Inc.
25490004LNKJ84MFYY24
Rivian Automotive, Inc., Class A
76954A103
30005.00000000
NS
USD
486681.10000000
0.015405066215
Long
EC
CORP
US
N
1
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034W106
10622.00000000
NS
USD
521965.08000000
0.016521920862
Long
EC
CORP
US
N
1
N
N
Nutanix, Inc.
549300X7J6E8TKVIXW09
Nutanix, Inc., Class A
67059N108
10839.00000000
NS
USD
392263.41000000
0.012416434098
Long
EC
CORP
US
N
1
N
N
Prologis, Inc.
529900DFH19P073LZ636
Prologis, Inc.
74340W103
45813.00000000
NS
USD
4615659.75000000
0.146100894561
Long
EC
CORP
US
N
1
N
N
N
CoreCivic, Inc.
529900JFA3K6PTLT8B15
CoreCivic, Inc.
21871N101
4657.00000000
NS
USD
59143.90000000
0.001872100017
Long
EC
CORP
US
N
1
N
N
N
Sandy Spring Bancorp, Inc.
N/A
Sandy Spring Bancorp, Inc.
800363103
2775.00000000
NS
USD
56748.75000000
0.001796285599
Long
EC
CORP
US
N
1
N
N
N
FactSet Research Systems, Inc.
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075105
1970.00000000
NS
USD
850823.30000000
0.026931371023
Long
EC
CORP
US
N
1
N
N
N
AMC Entertainment Holdings, Inc.
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc., Class A
00165C302
5085.00000000
NS
USD
54307.80000000
0.001719021459
Long
EC
CORP
US
N
1
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680103
24371.00000000
NS
USD
1588989.20000000
0.050296762790
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp.
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp.
494368103
17198.00000000
NS
USD
2057568.72000000
0.065128854139
Long
EC
CORP
US
N
1
N
N
N
Zynex, Inc.
N/A
Zynex, Inc.
98986M103
794.00000000
NS
USD
7050.72000000
0.000223178603
Long
EC
CORP
US
N
1
N
N
Affimed NV
5493004V4FSXT1D04610
Affimed NV
N/A
764.00000000
NS
USD
301.78000000
0.000009552334
Long
EC
CORP
NL
N
1
N
N
N
NIKE, Inc.
787RXPR0UX0O0XUXPZ81
NIKE, Inc., Class B
654106103
56459.00000000
NS
USD
5802291.43000000
0.183661711292
Long
EC
CORP
US
N
1
N
N
N
Selective Insurance Group, Inc.
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300107
2824.00000000
NS
USD
294006.64000000
0.009306282403
Long
EC
CORP
US
N
1
N
N
N
Halozyme Therapeutics, Inc.
529900242I3SV9AGM753
Halozyme Therapeutics, Inc.
40637H109
6079.00000000
NS
USD
205895.73000000
0.006517280728
Long
EC
CORP
US
N
1
N
N
N
Badger Meter, Inc.
5493002JENE20OGTUG20
Badger Meter, Inc.
056525108
1358.00000000
NS
USD
188150.90000000
0.005955598179
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2014-C03, Class 1M2
30711XAK0
407182.98000000
PA
USD
412193.41000000
0.013047284504
Long
ABS-MBS
CORP
US
N
2
2024-07-25
Floating
8.43509880
N
N
N
N
N
N
Unicharm Corp.
353800UQ4BZIJTAQEG85
Unicharm Corp.
N/A
111900.00000000
NS
3792966.51000000
0.120059932960
Long
EC
CORP
JP
N
2
N
N
N
Ryman Hospitality Properties, Inc.
529900GCCWW9SRMPJR11
Ryman Hospitality Properties, Inc.
78377T107
2562.00000000
NS
USD
219307.20000000
0.006941798104
Long
EC
CORP
US
N
1
N
N
N
Zeta Global Holdings Corp.
N/A
Zeta Global Holdings Corp., Class A
98956A105
7722.00000000
NS
USD
60231.60000000
0.001906529319
Long
EC
CORP
US
N
1
N
N
N
Varonis Systems, Inc.
549300SHIVNRRH7STS26
Varonis Systems, Inc., Class B
922280102
5114.00000000
NS
USD
172034.96000000
0.005445475384
Long
EC
CORP
US
N
1
N
N
N
Haleon UK Capital plc
5493004B26DRJNN0OV17
Haleon UK Capital plc
36264NAB0
540000.00000000
PA
USD
519059.80000000
0.016429959143
Long
DBT
CORP
GB
N
2
2025-03-24
Fixed
3.12500000
N
N
N
N
N
N
CorMedix, Inc.
5299006YIA3L0MBW8358
CorMedix, Inc.
21900C308
2958.00000000
NS
USD
10293.84000000
0.000325834076
Long
EC
CORP
US
N
1
N
N
BigBear.ai Holdings, Inc.
549300XGCF2ELN28CS63
BigBear.ai Holdings, Inc.
08975B109
286.00000000
NS
USD
363.22000000
0.000011497114
Long
EC
CORP
US
N
1
N
N
Otter Tail Corp.
N/A
Otter Tail Corp.
689648103
1906.00000000
NS
USD
146647.64000000
0.004641882753
Long
EC
CORP
US
N
1
N
N
N
Asahi Intecc Co. Ltd.
353800J3AV2SCNIO8L39
Asahi Intecc Co. Ltd.
N/A
139700.00000000
NS
2338749.69000000
0.074029161673
Long
EC
CORP
JP
N
2
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust, Series 2021-B, Class A
78449YAA8
842251.95000000
PA
USD
741541.44000000
0.023472238771
Long
ABS-O
CORP
US
Y
2
2051-07-17
Fixed
1.31000000
N
N
N
N
N
N
Avantor, Inc.
N/A
Avantor, Inc.
05352A100
31654.00000000
NS
USD
551729.22000000
0.017464054320
Long
EC
CORP
US
N
1
N
N
N
BlueLinx Holdings, Inc.
549300YSX7GU28F5I540
BlueLinx Holdings, Inc.
09624H208
320.00000000
NS
USD
22755.20000000
0.000720277328
Long
EC
CORP
US
N
1
N
N
SuRo Capital Corp.
549300YR4IAV0VJFWN84
SuRo Capital Corp.
86887Q109
141.00000000
NS
USD
585.15000000
0.000018521932
Long
EC
CORP
US
N
1
N
N
N
Weyco Group, Inc.
549300I10J38MHJELM87
Weyco Group, Inc.
962149100
30.00000000
NS
USD
867.60000000
0.000027462409
Long
EC
CORP
US
N
1
N
N
N
CarParts.com, Inc.
5493005FSRX4Y7E7H678
CarParts.com, Inc.
14427M107
982.00000000
NS
USD
2779.06000000
0.000087966439
Long
EC
CORP
US
N
1
N
N
N
Graco, Inc.
4T5VJ4S81BRT6Q7GGT78
Graco, Inc.
384109104
7870.00000000
NS
USD
585134.50000000
0.018521441899
Long
EC
CORP
US
N
1
N
N
NeoGenomics, Inc.
N/A
NeoGenomics, Inc.
64049M209
4540.00000000
NS
USD
63650.80000000
0.002014758306
Long
EC
CORP
US
N
1
N
N
CareMax, Inc.
N/A
CareMax, Inc.
14171W103
495.00000000
NS
USD
990.00000000
0.000031336773
Long
EC
CORP
US
N
1
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308KA4
4070000.00000000
PA
USD
4034391.77000000
0.127701840805
Long
DBT
CORP
US
N
2
2024-02-16
Fixed
3.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XLJ3
472360.94000000
PA
USD
452423.69000000
0.014320705903
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
5.50000000
N
N
N
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
9096.00000000
NS
USD
399132.48000000
0.012633862878
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CR8
580000.00000000
PA
USD
516233.13000000
0.016340485690
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.87500000
N
N
N
N
N
N
N/A
N/A
CBOE Volatility Index
N/A
-471.00000000
NC
USD
1119135.70000000
0.035424345762
N/A
DE
US
N
1
Options Clearing
549300CII6SLYGKNHA04
Short
CBOE Volatility Index
US12497K1007
2023-11-15
-8537722.80000000
USD
1119135.70000000
N
N
N
Klaviyo, Inc.
N/A
Klaviyo, Inc., Class A
49845K101
1942.00000000
NS
USD
55327.58000000
0.001751300869
Long
EC
CORP
US
N
1
N
N
Murphy USA, Inc.
549300Y081F8XIKQIO72
Murphy USA, Inc.
626755102
903.00000000
NS
USD
327509.07000000
0.010366745101
Long
EC
CORP
US
N
1
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AM0
330000.00000000
PA
USD
319816.47000000
0.010123248873
Long
DBT
CORP
CH
Y
2
2026-05-12
Variable
4.48800000
N
N
N
N
N
N
Zomedica Corp.
N/A
Zomedica Corp.
98980M109
5752.00000000
NS
USD
966.34000000
0.000030587856
Long
EC
CORP
CA
N
1
N
N
N
B. Riley Financial, Inc.
N/A
B. Riley Financial, Inc.
05580M108
825.00000000
NS
USD
29873.25000000
0.000945587150
Long
EC
CORP
US
N
1
N
N
Cimpress plc
549300X1IFD75XISOR81
Cimpress plc
N/A
518.00000000
NS
USD
30909.06000000
0.000978373961
Long
EC
CORP
IE
N
1
N
N
N
Bank of NT Butterfield & Son Ltd. (The)
549300V8RVM0EMTDPF28
Bank of NT Butterfield & Son Ltd. (The)
N/A
2900.00000000
NS
USD
73254.00000000
0.002318731342
Long
EC
CORP
BM
N
1
N
N
N
Vale Overseas Ltd.
254900BA3U6G5DNV5V04
Vale Overseas Ltd.
91911TAH6
130000.00000000
PA
USD
128350.53000000
0.004062718715
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
6.87500000
N
N
N
N
N
N
Empire State Realty Trust, Inc.
549300VOKY1DUEQSB456
Empire State Realty Trust, Inc., Class A
292104106
4996.00000000
NS
USD
40417.64000000
0.001279351962
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418D6L1
170036.60200000
PA
USD
134189.64000000
0.004247545856
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
2.00000000
N
N
N
N
N
N
New York Mortgage Trust, Inc.
549300JFGR0M7ULHWG48
New York Mortgage Trust, Inc.
649604840
5081.00000000
NS
USD
39580.99000000
0.001252869223
Long
EC
CORP
US
N
1
N
N
N
Crawford & Co.
7TZZFJ2GPOGLWIKIXY82
Crawford & Co., Class A
224633206
640.00000000
NS
USD
5856.00000000
0.000185361765
Long
EC
CORP
US
N
1
N
N
N
Hilton Grand Vacations, Inc.
549300O9K6MFD8D07574
Hilton Grand Vacations, Inc.
43283X105
3630.00000000
NS
USD
130498.50000000
0.004130709069
Long
EC
CORP
US
N
1
N
N
N
Westrock Coffee Co.
N/A
Westrock Coffee Co.
96145W103
2081.00000000
NS
USD
17147.44000000
0.000542773180
Long
EC
CORP
US
N
1
N
N
Citius Pharmaceuticals, Inc.
5493005C10W36P4KQP40
Citius Pharmaceuticals, Inc.
17322U207
8147.00000000
NS
USD
6131.43000000
0.000194080035
Long
EC
CORP
US
N
1
N
N
N
Empire Petroleum Corp.
549300FD73C8R4W6OY16
Empire Petroleum Corp.
292034303
59.00000000
NS
USD
493.24000000
0.000015612677
Long
EC
CORP
US
N
1
N
N
N
PROS Holdings, Inc.
549300LPE1KNL5RWKQ48
PROS Holdings, Inc.
74346Y103
2660.00000000
NS
USD
82859.00000000
0.002622761355
Long
EC
CORP
US
N
1
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
064058100
41487.00000000
NS
USD
1763197.50000000
0.055811031573
Long
EC
CORP
US
N
1
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBT9
590000.00000000
PA
USD
548350.51000000
0.017357106975
Long
DBT
CORP
US
N
2
2028-10-16
Fixed
4.15000000
N
N
N
N
N
N
Remitly Global, Inc.
N/A
Remitly Global, Inc.
75960P104
4116.00000000
NS
USD
110843.88000000
0.003508575350
Long
EC
CORP
US
N
1
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust, Series 2020-RPL1, Class A1
52474HAA8
1253759.26000000
PA
USD
1151498.39000000
0.036448731920
Long
ABS-MBS
CORP
US
Y
2
2059-09-25
Variable
2.99999880
N
N
N
N
N
N
Inspire Medical Systems, Inc.
549300XQQCQ7HCJKTW25
Inspire Medical Systems, Inc.
457730109
1339.00000000
NS
USD
197047.24000000
0.006237196759
Long
EC
CORP
US
N
1
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBH5
60000.00000000
PA
USD
57371.75000000
0.001816005609
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.70000000
N
N
N
N
N
N
Maxeon Solar Technologies Ltd.
5493007JPB074ITT6Y72
Maxeon Solar Technologies Ltd.
N/A
1673.00000000
NS
USD
10439.52000000
0.000330445330
Long
EC
CORP
SG
N
1
N
N
ManpowerGroup, Inc.
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup, Inc.
56418H100
2471.00000000
NS
USD
172895.87000000
0.005472726032
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XMHZ2
196703.37000000
PA
USD
186921.28000000
0.005916676639
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.50000000
N
N
N
N
N
N
CDW Corp.
9845001B052ABF0B6755
CDW Corp.
12514G108
6178.00000000
NS
USD
1238071.20000000
0.039189047643
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
10.00000000
NC
USD
6750.00000000
0.000213659821
N/A
DIR
US
N
1
CME3680
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
97.50000000
USD
2025-09-12
XXXX
-4523.20000000
N
N
N
Hexcel Corp.
S6Q7LW43WUBUHXY2QP69
Hexcel Corp.
428291108
3979.00000000
NS
USD
246379.68000000
0.007798731622
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Co.
291011104
28672.00000000
NS
USD
2550947.84000000
0.080745934837
Long
EC
CORP
US
N
1
N
N
N
Vroom, Inc.
N/A
Vroom, Inc.
92918V109
749.00000000
NS
USD
606.69000000
0.000019203744
Long
EC
CORP
US
N
1
N
N
N
Dril-Quip, Inc.
5299007REICYIJNMW197
Dril-Quip, Inc.
262037104
1937.00000000
NS
USD
41955.42000000
0.001328027784
Long
EC
CORP
US
N
1
N
N
N
Minerals Technologies, Inc.
549300D3I1QU67GP6403
Minerals Technologies, Inc.
603158106
1366.00000000
NS
USD
73845.96000000
0.002337468834
Long
EC
CORP
US
N
1
N
N
N
Digimarc Corp.
254900TL728B5T0M5R41
Digimarc Corp.
25381B101
463.00000000
NS
USD
12010.22000000
0.000380163179
Long
EC
CORP
US
N
1
N
N
H&E Equipment Services, Inc.
254900KVLRCDMQRYY541
H&E Equipment Services, Inc.
404030108
1525.00000000
NS
USD
62098.00000000
0.001965607051
Long
EC
CORP
US
N
1
N
N
N
Heidrick & Struggles International, Inc.
5493006284N2J367VB57
Heidrick & Struggles International, Inc.
422819102
764.00000000
NS
USD
18595.76000000
0.000588617298
Long
EC
CORP
US
N
1
N
N
N
DigitalOcean Holdings, Inc.
549300EPISPY3RE3DL21
DigitalOcean Holdings, Inc.
25402D102
2867.00000000
NS
USD
58658.82000000
0.001856745631
Long
EC
CORP
US
N
1
N
N
Columbia Financial, Inc.
254900B9UDXFOJAZKN61
Columbia Financial, Inc.
197641103
2250.00000000
NS
USD
36225.00000000
0.001146641042
Long
EC
CORP
US
N
1
N
N
Accel Entertainment, Inc.
N/A
Accel Entertainment, Inc., Class A
00436Q106
1452.00000000
NS
USD
14302.20000000
0.000452711925
Long
EC
CORP
US
N
1
N
N
N
Heritage Commerce Corp.
549300CLIS851ELSR406
Heritage Commerce Corp.
426927109
2438.00000000
NS
USD
19942.84000000
0.000631256834
Long
EC
CORP
US
N
1
N
N
N
CRA International, Inc.
N/A
CRA International, Inc.
12618T105
378.00000000
NS
USD
36707.58000000
0.001161916294
Long
EC
CORP
US
N
1
N
N
N
FormFactor, Inc.
549300YCEEO6SZD1ZR61
FormFactor, Inc.
346375108
3709.00000000
NS
USD
125660.92000000
0.003977583664
Long
EC
CORP
US
N
1
N
N
First Horizon Corp.
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp.
320517105
25409.00000000
NS
USD
273146.75000000
0.008645997903
Long
EC
CORP
US
N
1
N
N
N
Rayonier, Inc.
HGV8VDVNL0W6SF2U9C50
Rayonier, Inc.
754907103
6822.00000000
NS
USD
172187.28000000
0.005450296816
Long
EC
CORP
US
N
1
N
N
N
Global Medical REIT, Inc.
549300HFRIPQDYU3GU60
Global Medical REIT, Inc.
37954A204
1622.00000000
NS
USD
14046.52000000
0.000444618808
Long
EC
CORP
US
N
1
N
N
N
Celsius Holdings, Inc.
N/A
Celsius Holdings, Inc.
15118V207
2457.00000000
NS
USD
373685.13000000
0.011828370099
Long
EC
CORP
US
N
1
N
N
Prestige Consumer Healthcare, Inc.
N/A
Prestige Consumer Healthcare, Inc.
74112D101
2238.00000000
NS
USD
132847.68000000
0.004205068384
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
OIS
N/A
106133000.00000000
PA
USD
-3558.97000000
-0.00011265316
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2024-01-31
0.00000000
USD
0.00000000
USD
106133000.00000000
USD
-3558.97000000
N
N
N
N/A
N/A
3 Month SOFR
N/A
145.00000000
NC
USD
9062.50000000
0.000286858093
N/A
DIR
US
N
1
CME3680
N/A
Call
Purchased
N/A
3 Month SOFR
250000.00000000
97.75000000
USD
2024-03-15
XXXX
-170253.90000000
N
N
N
Clarus Corp.
549300PKSLI6PT0ULL72
Clarus Corp.
18270P109
743.00000000
NS
USD
4301.97000000
0.000136171576
Long
EC
CORP
US
N
1
N
N
Select Medical Holdings Corp.
N/A
Select Medical Holdings Corp.
81619Q105
4512.00000000
NS
USD
102557.76000000
0.003246292251
Long
EC
CORP
US
N
1
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc., Class A
536797103
1253.00000000
NS
USD
303489.13000000
0.009606434569
Long
EC
CORP
US
N
1
N
N
N
Nitori Holdings Co. Ltd.
N/A
Nitori Holdings Co. Ltd.
N/A
49400.00000000
NS
5366601.68000000
0.169870689927
Long
EC
CORP
JP
N
2
N
N
N
Knowles Corp.
5493003EO323TDZQU148
Knowles Corp.
49926D109
4745.00000000
NS
USD
61637.55000000
0.001951032286
Long
EC
CORP
US
N
1
N
N
N
Federal Agricultural Mortgage Corp.
549300MS654K78GYF580
Federal Agricultural Mortgage Corp., Class C
313148306
747.00000000
NS
USD
110974.32000000
0.003512704207
Long
EC
CORP
US
N
1
N
N
N
Invitae Corp.
549300MYI59DZW1WIX92
Invitae Corp.
46185L103
12058.00000000
NS
USD
7303.53000000
0.000231180876
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179UQ54
50397.88000000
PA
USD
45194.82000000
0.001430565507
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
4.00000000
N
N
N
N
N
N
Orchestra BioMed Holdings, Inc.
N/A
Orchestra BioMed Holdings, Inc.
68572M106
123.00000000
NS
USD
576.87000000
0.000018259843
Long
EC
CORP
US
N
1
N
N
Privia Health Group, Inc.
N/A
Privia Health Group, Inc.
74276R102
5104.00000000
NS
USD
107286.08000000
0.003395959215
Long
EC
CORP
US
N
1
N
N
MBIA, Inc.
54F1KGFE2KNP3VAL3P42
MBIA, Inc.
55262C100
2756.00000000
NS
USD
18961.28000000
0.000600187214
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133BQSA5
375467.08000000
PA
USD
335577.37000000
0.010622133477
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.50000000
N
N
N
N
N
N
Enterprise Financial Services Corp.
5493001XTU5DLD632129
Enterprise Financial Services Corp.
293712105
2787.00000000
NS
USD
96903.99000000
0.003067331734
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617VKGV5
147550.02000000
PA
USD
115453.07000000
0.003654471455
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
2.50000000
N
N
N
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579Y101
25656.00000000
NS
USD
2333413.20000000
0.073860244118
Long
EC
CORP
US
N
1
N
N
N
SSR Mining, Inc.
549300JD2KR7AB9DYJ38
SSR Mining, Inc.
784730103
8489.00000000
NS
USD
117827.32000000
0.003729624319
Long
EC
CORP
CA
N
1
N
N
N
Chatham Lodging Trust
N/A
Chatham Lodging Trust
16208T102
1906.00000000
NS
USD
17630.50000000
0.000558063627
Long
EC
CORP
US
N
1
N
N
N
Tapestry, Inc.
549300LJNVY5SW3VTN33
Tapestry, Inc.
876030107
11050.00000000
NS
USD
304538.00000000
0.009639634773
Long
EC
CORP
US
N
1
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
31097.00000000
NS
USD
5698836.22000000
0.180387011781
Long
EC
CORP
US
N
1
N
N
N
ITT, Inc.
549300KDSERHTJOXUS80
ITT, Inc.
45073V108
4034.00000000
NS
USD
376573.90000000
0.011919809223
Long
EC
CORP
US
N
1
N
N
Texas Capital Bancshares, Inc.
549300466Q2SXRX0YM48
Texas Capital Bancshares, Inc.
88224Q107
2594.00000000
NS
USD
142825.64000000
0.004520903814
Long
EC
CORP
US
N
1
N
N
N
Tsakos Energy Navigation Ltd.
549300IFUTS62LRRCU54
Tsakos Energy Navigation Ltd.
N/A
125.00000000
NS
USD
2753.75000000
0.000087165293
Long
EC
CORP
BM
N
1
N
N
N
Inter Parfums, Inc.
N/A
Inter Parfums, Inc.
458334109
833.00000000
NS
USD
105882.63000000
0.003351535381
Long
EC
CORP
US
N
1
N
N
N
Eve Holding, Inc.
N/A
Eve Holding, Inc.
29970N104
1342.00000000
NS
USD
10065.00000000
0.000318590533
Long
EC
CORP
US
N
1
N
N
N
Offerpad Solutions, Inc.
N/A
Offerpad Solutions, Inc.
67623L307
52.00000000
NS
USD
413.40000000
0.000013085477
Long
EC
CORP
US
N
1
N
N
N
Navigator Holdings Ltd.
213800H7RVOFYARK2W19
Navigator Holdings Ltd.
N/A
186.00000000
NS
USD
2613.30000000
0.000082719586
Long
EC
CORP
MH
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DVLP8
951900.38000000
PA
USD
748627.57000000
0.023696538218
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
47143000.00000000
PA
USD
-971239.31000000
-0.03074293594
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2028-02-29
9946.61000000
USD
0.00000000
USD
47143000.00000000
USD
-971239.31000000
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617MB4M8
36020.82000000
PA
USD
32586.12000000
0.001031458456
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
4.00000000
N
N
N
N
N
N
Inari Medical, Inc.
254900K1GAHHPGQGTS83
Inari Medical, Inc.
45332Y109
2352.00000000
NS
USD
142789.92000000
0.004519773158
Long
EC
CORP
US
N
1
N
N
N
Centrus Energy Corp.
549300G6VDK9G8276661
Centrus Energy Corp., Class A
15643U104
74.00000000
NS
USD
3927.18000000
0.000124308233
Long
EC
CORP
US
N
1
N
N
N
HireQuest, Inc.
N/A
HireQuest, Inc.
433535101
386.00000000
NS
USD
5882.64000000
0.000186205009
Long
EC
CORP
US
N
1
N
N
Boston Properties, Inc.
549300OF70FSEUQBT254
Boston Properties, Inc.
101121101
7394.00000000
NS
USD
396096.58000000
0.012537766604
Long
EC
CORP
US
N
1
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBQ5
250000.00000000
PA
USD
248607.57000000
0.007869251708
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.20000000
N
N
N
N
N
N
EZCORP, Inc.
5493003K6PG3ZQ7TUQ63
EZCORP, Inc., Class A
302301106
300.00000000
NS
USD
2460.00000000
0.000077867134
Long
EC
CORP
US
N
1
N
N
iRhythm Technologies, Inc.
549300FJI72RJGDQS384
iRhythm Technologies, Inc.
450056106
1429.00000000
NS
USD
112205.08000000
0.003551661831
Long
EC
CORP
US
N
1
N
N
Albany International Corp.
L73WCPNCZIRSQGZTW097
Albany International Corp., Class A
012348108
1456.00000000
NS
USD
118824.16000000
0.003761177602
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
1480000.00000000
PA
USD
1392077.51000000
0.044063856637
Long
DBT
CORP
US
N
2
2026-04-28
Variable
2.18800000
N
N
N
N
N
N
Academy Sports & Outdoors, Inc.
N/A
Academy Sports & Outdoors, Inc.
00402L107
3483.00000000
NS
USD
156177.72000000
0.004943541300
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622A2R38
76655.60000000
PA
USD
66596.43000000
0.002107997236
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
3.50000000
N
N
N
N
N
N
White Plains Capital Co. LLC
N/A
White Plains Capital Co. LLC
96437UZT4
2750000.00000000
PA
USD
2724603.75000000
0.086242718649
Long
STIV
CORP
US
Y
2
2023-12-27
None
0.00000000
N
N
N
N
N
N
First Watch Restaurant Group, Inc.
N/A
First Watch Restaurant Group, Inc.
33748L101
139.00000000
NS
USD
2322.69000000
0.000073520819
Long
EC
CORP
US
N
1
N
N
TriMas Corp.
75G1WUQ8QK4P5MZOYD78
TriMas Corp.
896215209
2473.00000000
NS
USD
59871.33000000
0.001895125582
Long
EC
CORP
US
N
1
N
N
Enact Holdings, Inc.
N/A
Enact Holdings, Inc.
29249E109
181.00000000
NS
USD
4988.36000000
0.000157898089
Long
EC
CORP
US
N
1
N
N
N
Madison Square Garden Entertainment Corp.
N/A
Madison Square Garden Entertainment Corp., Class A
558256103
1869.00000000
NS
USD
56967.12000000
0.001803197731
Long
EC
CORP
US
N
1
N
N
N
Coupang, Inc.
549300XR4L1D80AK4W76
Coupang, Inc., Class A
22266T109
51518.00000000
NS
USD
875806.00000000
0.027722156093
Long
EC
CORP
US
N
1
N
N
N
Cipher Mining, Inc.
N/A
Cipher Mining, Inc.
17253J106
245.00000000
NS
USD
815.85000000
0.000025824350
Long
EC
CORP
US
N
1
N
N
AGNC Investment Corp.
5TRACI5HRMELWV32OF39
AGNC Investment Corp.
00123Q104
27859.00000000
NS
USD
205599.42000000
0.006507901537
Long
EC
CORP
US
N
1
N
N
N
Maximus, Inc.
549300DQCDS8HJ7QF202
Maximus, Inc.
577933104
2774.00000000
NS
USD
207273.28000000
0.006560884741
Long
EC
CORP
US
N
1
N
N
N
ScanSource, Inc.
7FHBAN017QDY4K2KP156
ScanSource, Inc.
806037107
686.00000000
NS
USD
20854.40000000
0.000660110723
Long
EC
CORP
US
N
1
N
N
N
First Mid Bancshares, Inc.
N/A
First Mid Bancshares, Inc.
320866106
628.00000000
NS
USD
17156.96000000
0.000543074520
Long
EC
CORP
US
N
1
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZ59
2310000.00000000
PA
USD
2229096.50000000
0.070558275599
Long
DBT
CORP
CA
N
2
2025-04-14
Fixed
3.37500000
N
N
N
N
N
N
Powell Industries, Inc.
549300V08RO7MX2UBN26
Powell Industries, Inc.
739128106
380.00000000
NS
USD
29127.00000000
0.000921965869
Long
EC
CORP
US
N
1
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056107
6139.00000000
NS
USD
277175.85000000
0.008773532242
Long
EC
CORP
US
N
1
N
N
N
Boyd Gaming Corp.
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304101
3507.00000000
NS
USD
193761.75000000
0.006133200136
Long
EC
CORP
US
N
1
N
N
N
AMC Networks, Inc.
549300VGG9K75226LR46
AMC Networks, Inc., Class A
00164V103
2014.00000000
NS
USD
23765.20000000
0.000752247168
Long
EC
CORP
US
N
1
N
N
N
NetScout Systems, Inc.
5493005HZXZ3SPNVCV76
NetScout Systems, Inc.
64115T104
3484.00000000
NS
USD
76055.72000000
0.002407415045
Long
EC
CORP
US
N
1
N
N
N
SIGA Technologies, Inc.
N/A
SIGA Technologies, Inc.
826917106
2209.00000000
NS
USD
11265.90000000
0.000356602990
Long
EC
CORP
US
N
1
N
N
Kronos Bio, Inc.
N/A
Kronos Bio, Inc.
50107A104
229.00000000
NS
USD
200.35000000
0.000006341740
Long
EC
CORP
US
N
1
N
N
Morphic Holding, Inc.
549300RWWOUFLHTY1224
Morphic Holding, Inc.
61775R105
1135.00000000
NS
USD
22643.25000000
0.000716733741
Long
EC
CORP
US
N
1
N
N
Glaukos Corp.
5299004JA1LHE21M6T14
Glaukos Corp.
377322102
2190.00000000
NS
USD
149358.00000000
0.004727674610
Long
EC
CORP
US
N
1
N
N
KVH Industries, Inc.
N/A
KVH Industries, Inc.
482738101
1244.00000000
NS
USD
5821.92000000
0.000184283020
Long
EC
CORP
US
N
1
N
N
SilverBow Resources, Inc.
5493007QR70AVQSNF619
SilverBow Resources, Inc.
82836G102
473.00000000
NS
USD
16129.30000000
0.000510545682
Long
EC
CORP
US
N
1
N
N
N
OneMain Holdings, Inc.
549300E3VEW8SMS5XW09
OneMain Holdings, Inc.
68268W103
5979.00000000
NS
USD
214825.47000000
0.006799936529
Long
EC
CORP
US
N
1
N
N
N
Ardmore Shipping Corp.
549300J8HD7K6BHD8O28
Ardmore Shipping Corp.
N/A
438.00000000
NS
USD
5821.02000000
0.000184254532
Long
EC
CORP
MH
N
1
N
N
N
American Assets Trust, Inc.
N/A
American Assets Trust, Inc.
024013104
1994.00000000
NS
USD
35393.50000000
0.001120321317
Long
EC
CORP
US
N
1
N
N
N
ThredUp, Inc.
549300JKGKTKX3L3XK25
ThredUp, Inc., Class A
88556E102
394.00000000
NS
USD
1268.68000000
0.000040157917
Long
EC
CORP
US
N
1
N
N
ESSA Bancorp, Inc.
N/A
ESSA Bancorp, Inc.
29667D104
576.00000000
NS
USD
9590.40000000
0.000303567874
Long
EC
CORP
US
N
1
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
-584.00000000
NC
USD
448973.57000000
0.014211498196
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 2 Year Note
2023-12-29
-118214375.58000000
USD
448973.57000000
N
N
N
SEI Investments Co.
5LJTIFADGZ6XH1RVOC11
SEI Investments Co.
784117103
7609.00000000
NS
USD
408298.94000000
0.012924011650
Long
EC
CORP
US
N
1
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284106
1846.00000000
NS
USD
754903.24000000
0.023895183927
Long
EC
CORP
US
N
1
N
N
N
Oportun Financial Corp.
549300351Y4J4FKIOR78
Oportun Financial Corp.
68376D104
133.00000000
NS
USD
778.05000000
0.000024627855
Long
EC
CORP
US
N
1
N
N
N
Evolent Health, Inc.
549300CZOCFHQ2BBTR11
Evolent Health, Inc., Class A
30050B101
5079.00000000
NS
USD
124079.97000000
0.003927541369
Long
EC
CORP
US
N
1
N
N
SMART Global Holdings, Inc.
529900RDGHQY8XKXPN14
SMART Global Holdings, Inc.
N/A
1922.00000000
NS
USD
26331.40000000
0.000833475885
Long
EC
CORP
KY
N
1
N
N
Liberty TripAdvisor Holdings, Inc.
5299006PCRAU736ZJ155
Liberty TripAdvisor Holdings, Inc., Class A
531465102
428.00000000
NS
USD
77.47000000
0.000002452181
Long
EC
CORP
US
N
1
N
N
N
Golden Entertainment, Inc.
549300P8YYCKQVJ0Y638
Golden Entertainment, Inc.
381013101
1268.00000000
NS
USD
39764.48000000
0.001258677288
Long
EC
CORP
US
N
1
N
N
N
Liquidia Corp.
N/A
Liquidia Corp.
53635D202
4215.00000000
NS
USD
27439.65000000
0.000868555662
Long
EC
CORP
US
N
1
N
N
Pinnacle West Capital Corp.
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp.
723484101
5287.00000000
NS
USD
392189.66000000
0.012414099666
Long
EC
CORP
US
N
1
N
N
N
Livewire Group, Inc.
549300OVJSGKW1NTLF24
Livewire Group, Inc.
53838J105
731.00000000
NS
USD
7836.32000000
0.000248045441
Long
EC
CORP
US
N
1
N
N
Stellar Bancorp, Inc.
54930070P8Z0WHFBB536
Stellar Bancorp, Inc.
858927106
2318.00000000
NS
USD
50393.32000000
0.001595115223
Long
EC
CORP
US
N
1
N
N
1-800-Flowers.com, Inc.
N/A
1-800-Flowers.com, Inc., Class A
68243Q106
1268.00000000
NS
USD
9522.68000000
0.000301424312
Long
EC
CORP
US
N
1
N
N
N
Healthcare Realty Trust, Inc.
549300L0I14L7I0VLX84
Healthcare Realty Trust, Inc., Class A
42226K105
17032.00000000
NS
USD
244409.20000000
0.007736359414
Long
EC
CORP
US
N
1
N
N
N
Lakeland Financial Corp.
N/A
Lakeland Financial Corp.
511656100
984.00000000
NS
USD
48462.00000000
0.001533982558
Long
EC
CORP
US
N
1
N
N
N
Cogent Communications Holdings, Inc.
N/A
Cogent Communications Holdings, Inc.
19239V302
1862.00000000
NS
USD
120992.76000000
0.003829820963
Long
EC
CORP
US
N
1
N
N
Tiptree, Inc.
N/A
Tiptree, Inc., Class A
88822Q103
962.00000000
NS
USD
14535.82000000
0.000460106771
Long
EC
CORP
US
N
1
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513E101
71568.00000000
NS
USD
5824919.52000000
0.184377965169
Long
EC
CORP
US
N
1
N
N
Voya CLO Ltd.
N/A
Voya CLO Ltd., Series 2018-4A, Class A1AR
92917WBG2
825000.00000000
PA
USD
821166.23000000
0.025992626684
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-15
Floating
6.69548160
N
N
N
N
N
N
STERIS plc
N/A
STERIS plc
N/A
4670.00000000
NS
USD
980606.60000000
0.031039441647
Long
EC
CORP
IE
N
1
N
N
N
Community Healthcare Trust, Inc.
549300FATSRCMKOV9536
Community Healthcare Trust, Inc.
20369C106
1400.00000000
NS
USD
40138.00000000
0.001270500431
Long
EC
CORP
US
N
1
N
N
N
Smartsheet, Inc.
549300N9WF42OK9VL589
Smartsheet, Inc., Class A
83200N103
5928.00000000
NS
USD
234393.12000000
0.007419317360
Long
EC
CORP
US
N
1
N
N
N
Encore Wire Corp.
N/A
Encore Wire Corp.
292562105
704.00000000
NS
USD
125896.32000000
0.003985034853
Long
EC
CORP
US
N
1
N
N
Genworth Financial, Inc.
549300EMCG286BDNKJ33
Genworth Financial, Inc., Class A
37247D106
3935.00000000
NS
USD
23570.65000000
0.000746089018
Long
EC
CORP
US
N
1
N
N
N
Northern Oil and Gas, Inc.
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas, Inc.
665531307
3688.00000000
NS
USD
141397.92000000
0.004475711755
Long
EC
CORP
US
N
1
N
N
Old Dominion Freight Line, Inc.
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
4569.00000000
NS
USD
1720959.54000000
0.054474060462
Long
EC
CORP
US
N
1
N
N
N
Stitch Fix, Inc.
549300TNHOVBOJZIYE72
Stitch Fix, Inc., Class A
860897107
2244.00000000
NS
USD
7360.32000000
0.000232978467
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare, Inc.
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
9494.00000000
NS
USD
2146973.16000000
0.067958800315
Long
EC
CORP
US
N
1
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
9312.00000000
NS
USD
455356.80000000
0.014413548534
Long
EC
CORP
US
N
1
N
N
N
IGM Biosciences, Inc.
5493008XCQES2N0VY969
IGM Biosciences, Inc.
449585108
355.00000000
NS
USD
1398.70000000
0.000044273480
Long
EC
CORP
US
N
1
N
N
Ecolab, Inc.
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865100
12380.00000000
NS
USD
2076621.20000000
0.065731928135
Long
EC
CORP
US
N
1
N
N
N
Agenus, Inc.
529900NDQQGU5H4UJK81
Agenus, Inc.
00847G705
21227.00000000
NS
USD
16981.60000000
0.000537523796
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGH1
1700000.00000000
PA
USD
1450097.55000000
0.045900382768
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
N/A
N/A
EURO STOXX 50 Volatility Index
N/A
4796.00000000
NC
-714001.57000000
-0.02260051081
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
EURO STOXX 50 Volatility Index
DE000A0C3QF1
2023-11-15
9328220.00000000
EUR
-714001.57000000
N
N
N
Traeger, Inc.
N/A
Traeger, Inc.
89269P103
446.00000000
NS
USD
1172.98000000
0.000037128695
Long
EC
CORP
US
N
1
N
N
N
Alliant Energy Corp.
5493009ML300G373MZ12
Alliant Energy Corp.
018802108
11917.00000000
NS
USD
581430.43000000
0.018404195835
Long
EC
CORP
US
N
1
N
N
Kulicke & Soffa Industries, Inc.
529900H6BEIRBF429744
Kulicke & Soffa Industries, Inc.
501242101
2472.00000000
NS
USD
102859.92000000
0.003255856614
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SS8
1860500.00000000
PA
USD
911281.63000000
0.028845077096
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
Obic Co. Ltd.
N/A
Obic Co. Ltd.
N/A
24100.00000000
NS
3574595.90000000
0.113147781026
Long
EC
CORP
JP
N
2
N
N
N
MarineMax, Inc.
254900TIXTN8WY3FNN63
MarineMax, Inc.
567908108
816.00000000
NS
USD
22342.08000000
0.000707200714
Long
EC
CORP
US
N
1
N
N
Alarm.com Holdings, Inc.
549300HIH92U1EKIHZ32
Alarm.com Holdings, Inc.
011642105
2284.00000000
NS
USD
116780.92000000
0.003696502299
Long
EC
CORP
US
N
1
N
N
N
Allakos, Inc.
549300S6ZD1W6BPMDY37
Allakos, Inc.
01671P100
4717.00000000
NS
USD
9009.47000000
0.000285179518
Long
EC
CORP
US
N
1
N
N
N
Viad Corp.
549300PXU4ZW7LPO5Y40
Viad Corp.
92552R406
821.00000000
NS
USD
19892.83000000
0.000629673852
Long
EC
CORP
US
N
1
N
N
N
DBJPM Mortgage Trust
N/A
DBJPM Mortgage Trust, Series 2016-C1, Class B
23312LAU2
1530000.00000000
PA
USD
1323991.77000000
0.041908717814
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Variable
4.19500080
N
N
N
N
N
N
Morgan Stanley Bank NA
G1MLHIS0N32I3QPILB75
Morgan Stanley Bank NA
61690U4T4
390000.00000000
PA
USD
379877.20000000
0.012024369591
Long
DBT
CORP
US
N
2
2026-04-21
Fixed
4.75400000
N
N
N
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
19407.00000000
NS
USD
1073789.31000000
0.033988982563
Long
EC
CORP
US
N
1
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752103
11266.00000000
NS
USD
5070713.94000000
0.160504864488
Long
EC
CORP
US
N
1
N
N
N
Arcosa, Inc.
549300WFHLTCZV7D6V29
Arcosa, Inc.
039653100
2231.00000000
NS
USD
154095.17000000
0.004877621706
Long
EC
CORP
US
N
1
N
N
N
KalVista Pharmaceuticals, Inc.
529900Q7IDA3WUGRZA51
KalVista Pharmaceuticals, Inc.
483497103
594.00000000
NS
USD
5043.06000000
0.000159629525
Long
EC
CORP
US
N
1
N
N
N
Masco Corp.
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599106
8800.00000000
NS
USD
458392.00000000
0.014509622651
Long
EC
CORP
US
N
1
N
N
N
Intuitive Surgical, Inc.
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
16349.00000000
NS
USD
4287034.78000000
0.135698827534
Long
EC
CORP
US
N
1
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477103
16131.00000000
NS
USD
1042546.53000000
0.033000045260
Long
EC
CORP
US
N
1
N
N
N
AlTi Global, Inc.
N/A
AlTi Global, Inc.
02157E106
1523.00000000
NS
USD
9549.21000000
0.000302264074
Long
EC
CORP
US
N
1
N
N
Krystal Biotech, Inc.
549300YONUY68210OE41
Krystal Biotech, Inc.
501147102
1020.00000000
NS
USD
119207.40000000
0.003773308415
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DPP69
95981.55600000
PA
USD
91129.14000000
0.002884538634
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.50000000
N
N
N
N
N
N
Stepan Co.
IZU1EW9GB3WC7CYCSR17
Stepan Co.
858586100
956.00000000
NS
USD
71508.80000000
0.002263489991
Long
EC
CORP
US
N
1
N
N
N
Lulu's Fashion Lounge Holdings, Inc.
N/A
Lulu's Fashion Lounge Holdings, Inc.
55003A108
68.00000000
NS
USD
142.80000000
0.000004520092
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599105
32329.00000000
NS
USD
1998255.49000000
0.063251394267
Long
EC
CORP
US
N
1
N
N
AXT, Inc.
549300M2142IVLVIJN37
AXT, Inc.
00246W103
241.00000000
NS
USD
479.59000000
0.000015180609
Long
EC
CORP
US
N
1
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc., Class A
609207105
65473.00000000
NS
USD
4334967.33000000
0.137216051249
Long
EC
CORP
US
N
1
N
N
N
Wendy's Co. (The)
529900M0JIUCMWVKHG76
Wendy's Co. (The)
95058W100
7608.00000000
NS
USD
144704.16000000
0.004580365184
Long
EC
CORP
US
N
1
N
N
Upland Software, Inc.
549300NS277POYJ63W89
Upland Software, Inc.
91544A109
171.00000000
NS
USD
571.14000000
0.000018078469
Long
EC
CORP
US
N
1
N
N
N
East West Bancorp, Inc.
N/A
East West Bancorp, Inc.
27579R104
6911.00000000
NS
USD
370567.82000000
0.011729696929
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp.
549300GLF98S992BC502
Northern Trust Corp.
665859104
10431.00000000
NS
USD
687507.21000000
0.021761876706
Long
EC
CORP
US
N
1
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust, Series 2020-2, Class A
34528QHQ0
2040000.00000000
PA
USD
1860648.30000000
0.058895671652
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.06000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
82415.00000000
NS
USD
11635349.70000000
0.368297294813
Long
EC
CORP
US
N
1
N
N
N
Avantax, Inc.
5299001IO03J69IP6L77
Avantax, Inc.
095229100
2822.00000000
NS
USD
72835.82000000
0.002305494562
Long
EC
CORP
US
N
1
N
N
Omnicom Group, Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919106
9230.00000000
NS
USD
691419.30000000
0.021885707291
Long
EC
CORP
US
N
1
N
N
N
Lancaster Colony Corp.
529900X4O13HED1ZAS58
Lancaster Colony Corp.
513847103
921.00000000
NS
USD
155805.57000000
0.004931761522
Long
EC
CORP
US
N
1
N
N
N
Prelude Therapeutics, Inc.
N/A
Prelude Therapeutics, Inc.
74065P101
188.00000000
NS
USD
317.72000000
0.000010056888
Long
EC
CORP
US
N
1
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
8391.00000000
NS
USD
161107.20000000
0.005099575643
Long
EC
CORP
US
N
1
N
N
N
Rackspace Technology, Inc.
N/A
Rackspace Technology, Inc.
750102105
2342.00000000
NS
USD
2857.24000000
0.000090441094
Long
EC
CORP
US
N
1
N
N
Nathan's Famous, Inc.
54930034SKNSF1JIE673
Nathan's Famous, Inc.
632347100
204.00000000
NS
USD
13353.84000000
0.000422693195
Long
EC
CORP
US
N
1
N
N
N
Harmonic, Inc.
549300LRGRD8XC9BTL66
Harmonic, Inc.
413160102
5159.00000000
NS
USD
55665.61000000
0.001762000636
Long
EC
CORP
US
N
1
N
N
Dun & Bradstreet Holdings, Inc.
N/A
Dun & Bradstreet Holdings, Inc.
26484T106
15761.00000000
NS
USD
138066.36000000
0.004370256864
Long
EC
CORP
US
N
1
N
N
N
ON Semiconductor Corp.
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
682189105
20321.00000000
NS
USD
1272907.44000000
0.040291729839
Long
EC
CORP
US
N
1
N
N
N
Etsy, Inc.
54930089Q7XT501AEA40
Etsy, Inc.
29786A106
5715.00000000
NS
USD
356044.50000000
0.011269985824
Long
EC
CORP
US
N
1
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDQ3
100000.00000000
PA
USD
92463.28000000
0.002926768577
Long
DBT
CORP
US
Y
2
2025-06-24
Fixed
0.95000000
N
N
N
N
N
N
Oceaneering International, Inc.
549300L6PH74701W0R30
Oceaneering International, Inc.
675232102
4683.00000000
NS
USD
102979.17000000
0.003259631271
Long
EC
CORP
US
N
1
N
N
N
Sealed Air Corp.
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp.
81211K100
6681.00000000
NS
USD
205707.99000000
0.006511338136
Long
EC
CORP
US
N
1
N
N
Spire Global, Inc.
549300EZFBLFFHJ5MF06
Spire Global, Inc.
848560306
72.00000000
NS
USD
261.36000000
0.000008272908
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508BJ2
340000.00000000
PA
USD
271038.01000000
0.008579249309
Long
DBT
CORP
US
N
2
2030-05-04
Fixed
1.75000000
N
N
N
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735100
2621.00000000
NS
USD
297247.61000000
0.009408869821
Long
EC
CORP
US
N
1
N
N
N
Sculptor Capital Management, Inc.
529900V50QFEXQGSUC34
Sculptor Capital Management, Inc., Class A
811246107
774.00000000
NS
USD
9791.10000000
0.000309920693
Long
EC
CORP
US
N
1
N
N
N
United States Steel Corp.
JNLUVFYJT1OZSIQ24U47
United States Steel Corp.
912909108
10215.00000000
NS
USD
346186.35000000
0.010957942777
Long
EC
CORP
US
N
1
N
N
Yelp, Inc.
5299007OU2DOSXPQBO35
Yelp, Inc., Class A
985817105
3242.00000000
NS
USD
136779.98000000
0.004329538683
Long
EC
CORP
US
N
1
N
N
N
LiveRamp Holdings, Inc.
254900GXS75LG1X7RF88
LiveRamp Holdings, Inc.
53815P108
3212.00000000
NS
USD
88843.92000000
0.002812203864
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
28447.00000000
NS
USD
5905881.67000000
0.186940684949
Long
EC
CORP
US
N
1
N
N
N
Argan, Inc.
529900E4KZWBV9KGBS83
Argan, Inc.
04010E109
585.00000000
NS
USD
26757.90000000
0.000846976020
Long
EC
CORP
US
N
1
N
N
N
Monte Rosa Therapeutics, Inc.
N/A
Monte Rosa Therapeutics, Inc.
61225M102
185.00000000
NS
USD
629.00000000
0.000019909930
Long
EC
CORP
US
N
1
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBP5
830000.00000000
PA
USD
585479.34000000
0.018532357226
Long
DBT
CORP
US
Y
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
Dollar Tree, Inc.
549300PMSTQITB1WHR43
Dollar Tree, Inc.
256746108
9844.00000000
NS
USD
1093569.96000000
0.034615105548
Long
EC
CORP
US
N
1
N
N
N
Getty Realty Corp.
2549000P1W5SFJWCNP90
Getty Realty Corp.
374297109
377.00000000
NS
USD
10035.74000000
0.000317664358
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939U106
15035.00000000
NS
USD
1223698.65000000
0.038734108907
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ACPG9
99672.11000000
PA
USD
95600.97000000
0.003026086842
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
5.50000000
N
N
N
N
N
N
United States Lime & Minerals, Inc.
549300VGDEEG8RT7VC89
United States Lime & Minerals, Inc.
911922102
81.00000000
NS
USD
16037.19000000
0.000507630096
Long
EC
CORP
US
N
1
N
N
N
Sterling Infrastructure, Inc.
549300RZIK6K1215XU51
Sterling Infrastructure, Inc.
859241101
1413.00000000
NS
USD
102937.05000000
0.003258298033
Long
EC
CORP
US
N
1
N
N
N
Inotiv, Inc.
549300FH5Z13X0Q5SK81
Inotiv, Inc.
45783Q100
119.00000000
NS
USD
227.29000000
0.000007194480
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133C3EF9
94091.62300000
PA
USD
86791.43000000
0.002747235769
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
Douglas Emmett, Inc.
N/A
Douglas Emmett, Inc.
25960P109
12100.00000000
NS
USD
135641.00000000
0.004293486199
Long
EC
CORP
US
N
1
N
N
N
Reinsurance Group of America, Inc.
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351604
3110.00000000
NS
USD
464851.70000000
0.014714093517
Long
EC
CORP
US
N
1
N
N
N
JBG SMITH Properties
N/A
JBG SMITH Properties
46590V100
2865.00000000
NS
USD
36872.55000000
0.001167138140
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Euro-Bobl
N/A
21.00000000
NC
-14365.95000000
-0.00045472982
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
Federal Republic of Germany
Euro-Bobl
2023-12-07
2442090.00000000
EUR
-14365.95000000
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
900000.00000000
PA
USD
874803.69000000
0.027690429667
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
Granite Construction, Inc.
549300OM4BWMCIXVCZ39
Granite Construction, Inc.
387328107
2321.00000000
NS
USD
93954.08000000
0.002973957327
Long
EC
CORP
US
N
1
N
N
NVE Corp.
5299003C1ATTWX8X0112
NVE Corp.
629445206
344.00000000
NS
USD
23392.00000000
0.000740434154
Long
EC
CORP
US
N
1
N
N
Earthstone Energy, Inc.
54930081UTV7CK45XG14
Earthstone Energy, Inc., Class A
27032D304
1400.00000000
NS
USD
29638.00000000
0.000938140709
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585A102
19913.00000000
NS
USD
3011841.25000000
0.095334735386
Long
EC
CORP
US
N
1
N
N
N
Lucid Group, Inc.
N/A
Lucid Group, Inc.
549498103
35183.00000000
NS
USD
144953.96000000
0.004588272180
Long
EC
CORP
US
N
1
N
N
Innoviva, Inc.
549300ACOX4QTBES6535
Innoviva, Inc.
45781M101
1390.00000000
NS
USD
17249.90000000
0.000546016378
Long
EC
CORP
US
N
1
N
N
Personalis, Inc.
549300EZ2NYFK7H0US48
Personalis, Inc.
71535D106
231.00000000
NS
USD
222.27000000
0.000007035580
Long
EC
CORP
US
N
1
N
N
N
Silvercrest Asset Management Group, Inc.
N/A
Silvercrest Asset Management Group, Inc., Class A
828359109
3180.00000000
NS
USD
56445.00000000
0.001786670907
Long
EC
CORP
US
N
1
N
N
N
U-Haul Holding Co.
5493003WIDMLDHYC6Y24
U-Haul Holding Co.
023586100
494.00000000
NS
USD
24265.28000000
0.000768076354
Long
EC
CORP
US
N
1
N
N
NETGEAR, Inc.
54930067KX3UNRHDWA78
NETGEAR, Inc.
64111Q104
1176.00000000
NS
USD
14864.64000000
0.000470515011
Long
EC
CORP
US
N
1
N
N
N
Dime Community Bancshares, Inc.
N/A
Dime Community Bancshares, Inc.
25432X102
2827.00000000
NS
USD
51988.53000000
0.001645608894
Long
EC
CORP
US
N
1
N
N
N
United Fire Group, Inc.
N/A
United Fire Group, Inc.
910340108
868.00000000
NS
USD
17481.52000000
0.000553347917
Long
EC
CORP
US
N
1
N
N
N
Core Molding Technologies, Inc.
549300ZY2MFRXCKVIJ28
Core Molding Technologies, Inc.
218683100
514.00000000
NS
USD
13148.12000000
0.000416181477
Long
EC
CORP
US
N
1
N
N
N
Relay Therapeutics, Inc.
N/A
Relay Therapeutics, Inc.
75943R102
4309.00000000
NS
USD
28439.40000000
0.000900201055
Long
EC
CORP
US
N
1
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DPZN1
92920.85000000
PA
USD
81735.13000000
0.002587187153
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
Summit Materials, Inc.
549300XNOLX5GIOSO108
Summit Materials, Inc., Class A
86614U100
5631.00000000
NS
USD
185259.90000000
0.005864088468
Long
EC
CORP
US
N
1
N
N
N
Armada Hoffler Properties, Inc.
549300WQRSIV6XZT9313
Armada Hoffler Properties, Inc.
04208T108
3133.00000000
NS
USD
31204.68000000
0.000987731312
Long
EC
CORP
US
N
1
N
N
N
Peoples Bancorp, Inc.
N/A
Peoples Bancorp, Inc.
709789101
3014.00000000
NS
USD
83126.12000000
0.002631216586
Long
EC
CORP
US
N
1
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBB6
720000.00000000
PA
USD
682033.29000000
0.021588609036
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
N/A
N/A
Microsoft Corp.
N/A
-19186000.00000000
NC
USD
-30546.61000000
-0.00096690122
N/A
DE
US
N
2
MORGAN_STANLEY
IGJSJL3JD5P30I6NJZ34
Put
Written
Microsoft Corp.
Microsoft Corp.
1.00000000
265.00000000
USD
2023-12-15
XXXX
154073.39000000
N
N
N
Village Super Market, Inc.
25490069686XCNNEMQ07
Village Super Market, Inc., Class A
927107409
257.00000000
NS
USD
6288.79000000
0.000199060999
Long
EC
CORP
US
N
1
N
N
N
PACCAR, Inc.
KDTEY8BWE486IKZ3CC07
PACCAR, Inc.
693718108
23875.00000000
NS
USD
1970403.75000000
0.062369794593
Long
EC
CORP
US
N
1
N
N
N
Daikin Industries Ltd.
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd.
N/A
8100.00000000
NS
1166501.17000000
0.036923619520
Long
EC
CORP
JP
N
2
N
N
N
Blackbaud, Inc.
54930056X3HKFMNG3754
Blackbaud, Inc.
09227Q100
2047.00000000
NS
USD
133873.80000000
0.004237548475
Long
EC
CORP
US
N
1
N
N
N
Fulcrum Therapeutics, Inc.
N/A
Fulcrum Therapeutics, Inc.
359616109
338.00000000
NS
USD
1230.32000000
0.000038943696
Long
EC
CORP
US
N
1
N
N
N
Donaldson Co., Inc.
OZE6KXY9QQPR8EJ8WL20
Donaldson Co., Inc.
257651109
5605.00000000
NS
USD
323184.30000000
0.010229851829
Long
EC
CORP
US
N
1
N
N
N
S&T Bancorp, Inc.
N/A
S&T Bancorp, Inc.
783859101
468.00000000
NS
USD
12055.68000000
0.000381602138
Long
EC
CORP
US
N
1
N
N
N
GCM Grosvenor, Inc.
N/A
GCM Grosvenor, Inc., Class A
36831E108
3579.00000000
NS
USD
28810.95000000
0.000911961842
Long
EC
CORP
US
N
1
N
N
Alphatec Holdings, Inc.
549300EZE8CQ8K65FS24
Alphatec Holdings, Inc.
02081G201
3559.00000000
NS
USD
32671.62000000
0.001034164814
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
556.00000000
NC
USD
-518271.62000000
-0.01640501063
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 5 Year Note
2023-12-29
58088969.03000000
USD
-518271.62000000
N
N
N
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAN7
530000.00000000
PA
USD
430541.84000000
0.013628072990
Long
DBT
NUSS
ID
Y
2
2030-06-30
Fixed
3.00000000
N
N
N
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
Western Digital Corp.
958102105
14959.00000000
NS
USD
600603.85000000
0.019011097982
Long
EC
CORP
US
N
1
N
N
N
Ingevity Corp.
5493009UTFC4B5IMGF87
Ingevity Corp.
45688C107
1747.00000000
NS
USD
70369.16000000
0.002227416616
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co.
N/A
Baker Hughes Co., Class A
05722G100
50477.00000000
NS
USD
1737418.34000000
0.054995035910
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
4829.00000000
NS
USD
3766088.81000000
0.119209164873
Long
EC
CORP
US
N
1
N
N
N
Greenhill & Co., Inc.
529900VEOQHHHSPI9C69
Greenhill & Co., Inc.
395259104
76.00000000
NS
USD
1125.56000000
0.000035627696
Long
EC
CORP
US
N
1
N
N
N
WESCO International, Inc.
529900TXOGREY3WNJ434
WESCO International, Inc.
95082P105
2034.00000000
NS
USD
260758.80000000
0.008253878320
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings, Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
1726.00000000
NS
USD
4814780.56000000
0.152403726668
Long
EC
CORP
US
N
1
N
N
N
Affiliated Managers Group, Inc.
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group, Inc.
008252108
1385.00000000
NS
USD
170022.60000000
0.005381777535
Long
EC
CORP
US
N
1
N
N
N
Perdoceo Education Corp.
529900X5PCA184O9LY90
Perdoceo Education Corp.
71363P106
2635.00000000
NS
USD
47667.15000000
0.001508822927
Long
EC
CORP
US
N
1
N
N
N
Central Pacific Financial Corp.
549300W3YEAOZ4KGG849
Central Pacific Financial Corp.
154760409
156.00000000
NS
USD
2461.68000000
0.000077920312
Long
EC
CORP
US
N
1
N
N
N
Peakstone Realty Trust
549300EZQXWQI2YL1T80
Peakstone Realty Trust
39818P799
2057.00000000
NS
USD
26576.44000000
0.000841232211
Long
EC
CORP
US
N
1
N
N
N
Mind Medicine MindMed, Inc.
549300QY8KN1O6RPFJ13
Mind Medicine MindMed, Inc.
60255C885
209.00000000
NS
USD
535.04000000
0.000016935785
Long
EC
CORP
CA
N
1
N
N
N
NetApp, Inc.
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110D104
10054.00000000
NS
USD
731730.12000000
0.023161678048
Long
EC
CORP
US
N
1
N
N
N
Qorvo, Inc.
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736K101
4676.00000000
NS
USD
408775.92000000
0.012939109644
Long
EC
CORP
US
N
1
N
N
N
Tradeweb Markets, Inc.
N/A
Tradeweb Markets, Inc., Class A
892672106
5397.00000000
NS
USD
485783.97000000
0.015376669084
Long
EC
CORP
US
N
1
N
N
N
Diana Shipping, Inc.
549300XD7FHNJ0THIV12
Diana Shipping, Inc.
N/A
482.00000000
NS
USD
1566.50000000
0.000049584905
Long
EC
CORP
MH
N
1
N
N
N
CVRx, Inc.
N/A
CVRx, Inc.
126638105
792.00000000
NS
USD
10596.96000000
0.000335428826
Long
EC
CORP
US
N
1
N
N
N
United Rentals, Inc.
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
3230.00000000
NS
USD
1312252.10000000
0.041537118436
Long
EC
CORP
US
N
1
N
N
N
Overseas Shipholding Group, Inc.
N/A
Overseas Shipholding Group, Inc., Class A
69036R863
4150.00000000
NS
USD
20293.50000000
0.000642356383
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Microsoft Corp.
N/A
-26064000.00000000
NC
USD
-258188.35000000
-0.00817251507
N/A
DE
US
N
2
MORGAN_STANLEY
IGJSJL3JD5P30I6NJZ34
Call
Written
Microsoft Corp.
Microsoft Corp.
1.00000000
360.00000000
USD
2023-12-15
XXXX
-68500.35000000
N
N
N
Mr. Cooper Group, Inc.
549300KD8C6DPXYC2M26
Mr. Cooper Group, Inc.
62482R107
3621.00000000
NS
USD
204695.13000000
0.006479277768
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEQ4
1300000.00000000
PA
USD
1283208.64000000
0.040617796884
Long
DBT
CORP
US
N
2
2025-04-17
Variable
3.62000000
N
N
N
N
N
FNB Corp.
PCYSKIGYNYFDTBLVZU83
FNB Corp.
302520101
20426.00000000
NS
USD
218353.94000000
0.006911624273
Long
EC
CORP
US
N
1
N
N
N
Vanguard Russell 1000
N/A
Vanguard Russell 1000
92206C730
103109.00000000
NS
USD
19557715.12000000
0.619066358738
Long
RF
US
N
1
N
N
BCB Bancorp, Inc.
54930024V6Z8FYSN4291
BCB Bancorp, Inc.
055298103
87.00000000
NS
USD
894.36000000
0.000028309451
Long
EC
CORP
US
N
1
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
Sempra
816851109
30857.00000000
NS
USD
2160915.71000000
0.068400128129
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co.
549300OJ9VZHZRO6I137
Tractor Supply Co.
892356106
5131.00000000
NS
USD
988025.36000000
0.031274269934
Long
EC
CORP
US
N
1
N
N
Forward Air Corp.
N/A
Forward Air Corp.
349853101
1253.00000000
NS
USD
80705.73000000
0.002554603239
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QC6H4
166210.38000000
PA
USD
145660.11000000
0.004610624163
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
4.00000000
N
N
N
N
N
N
Allison Transmission Holdings, Inc.
529900RP7DJ882LI9T83
Allison Transmission Holdings, Inc.
01973R101
4052.00000000
NS
USD
204301.84000000
0.006466828839
Long
EC
CORP
US
N
1
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HY2
630000.00000000
PA
USD
623818.15000000
0.019745907344
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.65000000
N
N
N
N
N
N
Vaxxinity, Inc.
N/A
Vaxxinity, Inc., Class A
92244V104
3043.00000000
NS
USD
3499.45000000
0.000110769164
Long
EC
CORP
US
N
1
N
N
N
Codorus Valley Bancorp, Inc.
N/A
Codorus Valley Bancorp, Inc.
192025104
636.00000000
NS
USD
12478.32000000
0.000394980092
Long
EC
CORP
US
N
1
N
N
Aemetis, Inc.
254900DQF4U5U9W7AR72
Aemetis, Inc.
00770K202
208.00000000
NS
USD
985.92000000
0.000031207628
Long
EC
CORP
US
N
1
N
N
Transphorm, Inc.
549300P3H6NZD06TZ064
Transphorm, Inc.
89386L100
145.00000000
NS
USD
378.45000000
0.000011979193
Long
EC
CORP
US
N
1
N
N
N
Alta Equipment Group, Inc.
549300DGOB28CLGS1X27
Alta Equipment Group, Inc.
02128L106
709.00000000
NS
USD
6515.71000000
0.000206243768
Long
EC
CORP
US
N
1
N
N
CinCor Pharma, Inc.
N/A
CinCor Pharma, Inc., CVR
172CVR011
103.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
Joint Corp. (The)
N/A
Joint Corp. (The)
47973J102
506.00000000
NS
USD
3951.86000000
0.000125089437
Long
EC
CORP
US
N
1
N
N
N
Chegg, Inc.
549300AKX7O8JG0O3G77
Chegg, Inc.
163092109
5219.00000000
NS
USD
39299.07000000
0.001243945523
Long
EC
CORP
US
N
1
N
N
N
LL Flooring Holdings, Inc.
N/A
LL Flooring Holdings, Inc.
55003T107
155.00000000
NS
USD
502.20000000
0.000015896290
Long
EC
CORP
US
N
1
N
N
N
IDACORP, Inc.
N134NUJDWN8UEFA8B673
IDACORP, Inc.
451107106
2249.00000000
NS
USD
213002.79000000
0.006742242680
Long
EC
CORP
US
N
1
N
N
N
Halcyon Loan Advisors Funding Ltd.
549300IKIM3YK4H3N895
Halcyon Loan Advisors Funding Ltd., Series 2017-2A, Class A2
40490BAC2
750000.00000000
PA
USD
743217.75000000
0.023525299526
Long
ABS-CBDO
CORP
KY
Y
2
2030-01-17
Floating
7.36444080
N
N
N
N
N
N
HF Foods Group, Inc.
54930040ARMFXM6CL697
HF Foods Group, Inc.
40417F109
1496.00000000
NS
USD
6043.84000000
0.000191307522
Long
EC
CORP
US
N
1
N
N
N
Hershey Co. (The)
21X2CX66SU2BR6QTAD08
Hershey Co. (The)
427866108
6931.00000000
NS
USD
1298522.85000000
0.041102542273
Long
EC
CORP
US
N
1
N
N
N
WisdomTree, Inc.
549300WIU8IS7UFO7871
WisdomTree, Inc.
97717P104
1393.00000000
NS
USD
8636.60000000
0.000273376950
Long
EC
CORP
US
N
1
N
N
N
Zillow Group, Inc.
2549002XEELQDIR6FU05
Zillow Group, Inc., Class A
98954M101
2586.00000000
NS
USD
91880.58000000
0.002908324195
Long
EC
CORP
US
N
1
N
N
N/A
N/A
OIS
N/A
9046000.00000000
PA
USD
1785664.29000000
0.056522179771
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2048-05-15
74.63000000
USD
0.00000000
USD
9046000.00000000
USD
1785664.29000000
N
N
N
Stratus Static CLO Ltd.
N/A
Stratus Static CLO Ltd., Series 2022-3A, Class A
86317EAA4
2206352.31000000
PA
USD
2208622.65000000
0.069910210542
Long
ABS-CBDO
CORP
JE
Y
2
2031-10-20
Floating
7.56582120
N
N
N
N
N
N
Shake Shack, Inc.
529900J74GJAHYP80N79
Shake Shack, Inc., Class A
819047101
1779.00000000
NS
USD
99695.16000000
0.003155681494
Long
EC
CORP
US
N
1
N
N
Methode Electronics, Inc.
529900VM413LGLUS3F07
Methode Electronics, Inc.
591520200
1582.00000000
NS
USD
36180.34000000
0.001145227405
Long
EC
CORP
US
N
1
N
N
Broadstone Net Lease, Inc.
549300U8D7PT70B49V21
Broadstone Net Lease, Inc.
11135E203
8243.00000000
NS
USD
116638.45000000
0.003691992652
Long
EC
CORP
US
N
1
N
N
N
Southwest Gas Holdings, Inc.
N/A
Southwest Gas Holdings, Inc.
844895102
2901.00000000
NS
USD
170027.61000000
0.005381936118
Long
EC
CORP
US
N
1
N
N
N
Braze, Inc.
9845007B9EDBFD37C277
Braze, Inc., Class A
10576N102
1710.00000000
NS
USD
72811.80000000
0.002304734250
Long
EC
CORP
US
N
1
N
N
N
Summit Hotel Properties, Inc.
254900OBQWJK6X20LS71
Summit Hotel Properties, Inc.
866082100
3332.00000000
NS
USD
18792.48000000
0.000594844136
Long
EC
CORP
US
N
1
N
N
N
Veris Residential, Inc.
254900KTVBRYJCQU2J23
Veris Residential, Inc.
554489104
4010.00000000
NS
USD
53693.90000000
0.001699589494
Long
EC
CORP
US
N
1
N
N
N
Sylvamo Corp.
5493001AOYU1ZOWOC971
Sylvamo Corp.
871332102
1427.00000000
NS
USD
63216.10000000
0.002000998613
Long
EC
CORP
US
N
1
N
N
N
Paymentus Holdings, Inc.
N/A
Paymentus Holdings, Inc., Class A
70439P108
94.00000000
NS
USD
1368.64000000
0.000043321981
Long
EC
CORP
US
N
1
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CN0
160000.00000000
PA
USD
147002.01000000
0.004653099735
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.87500000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AH7
490000.00000000
PA
USD
452491.53000000
0.014322853263
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
Tyler Technologies, Inc.
25490040SMU4Z8LBCW70
Tyler Technologies, Inc.
902252105
1973.00000000
NS
USD
735731.70000000
0.023288341287
Long
EC
CORP
US
N
1
N
N
N
Titan Machinery, Inc.
549300835ZM8G0BT5C94
Titan Machinery, Inc.
88830R101
763.00000000
NS
USD
18952.92000000
0.000599922593
Long
EC
CORP
US
N
1
N
N
N
Copart, Inc.
549300KVYX3JWMYEHU61
Copart, Inc.
217204106
41350.00000000
NS
USD
1799552.00000000
0.056961771718
Long
EC
CORP
US
N
1
N
N
N
Marathon Digital Holdings, Inc.
549300M8ISKPTX2W7F94
Marathon Digital Holdings, Inc.
565788106
6657.00000000
NS
USD
58648.17000000
0.001856408523
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XGL64
1075772.87000000
PA
USD
904885.98000000
0.028642633624
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
Blink Charging Co.
N/A
Blink Charging Co.
09354A100
1451.00000000
NS
USD
3453.38000000
0.000109310896
Long
EC
CORP
US
N
1
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YAZ8
90000.00000000
PA
USD
69197.40000000
0.002190326538
Long
DBT
CORP
US
N
2
2030-06-24
Fixed
1.45000000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874784
34659.00000000
NS
USD
2124943.29000000
0.067261482079
Long
EC
CORP
US
N
1
N
N
N
NerdWallet, Inc.
254900FJ2Y4SH71DJ379
NerdWallet, Inc., Class A
64082B102
3935.00000000
NS
USD
42419.30000000
0.001342711120
Long
EC
CORP
US
N
1
N
N
RH
5493008MTS3OGGMHGK69
RH
74967X103
762.00000000
NS
USD
166085.52000000
0.005257155934
Long
EC
CORP
US
N
1
N
N
Century Aluminum Co.
549300U5ODNGEYWKSW73
Century Aluminum Co.
156431108
2339.00000000
NS
USD
15460.79000000
0.000489385130
Long
EC
CORP
US
N
1
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
27621.00000000
NS
USD
3487151.25000000
0.110379868684
Long
EC
CORP
US
N
1
N
N
N
Bitdeer Technologies Group
N/A
Bitdeer Technologies Group, Class A
N/A
129.00000000
NS
USD
482.46000000
0.000015271454
Long
EC
CORP
KY
N
1
N
N
N
XOMA Corp.
549300U6ZVYFCWNBJ613
XOMA Corp.
98419J206
485.00000000
NS
USD
9142.25000000
0.000289382444
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
59516.00000000
NS
USD
4674386.64000000
0.147959794833
Long
EC
CORP
US
N
1
N
N
N
Helmerich & Payne, Inc.
254900NAOGHJ88RZ4C73
Helmerich & Payne, Inc.
423452101
4731.00000000
NS
USD
187205.67000000
0.005925678523
Long
EC
CORP
US
N
1
N
N
CTS Corp.
549300YV1HQLBVHOI649
CTS Corp.
126501105
1352.00000000
NS
USD
50578.32000000
0.001600971084
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441C204
37215.00000000
NS
USD
3308041.35000000
0.104710448052
Long
EC
CORP
US
N
1
N
N
N
Hess Midstream LP
N/A
Hess Midstream LP, Class A
428103105
330.00000000
NS
USD
9900.00000000
0.000313367738
Long
EC
CORP
US
N
1
N
N
N
SHIFT, Inc.
353800HJXMOPLJ7BO262
SHIFT, Inc.
N/A
19300.00000000
NS
3529204.42000000
0.111710990579
Long
EC
CORP
JP
N
2
N
N
SoFi Professional Loan Program Trust
N/A
SoFi Professional Loan Program Trust, Series 2020-C, Class AFX
83390UAF4
0.08000000
PA
USD
0.07000000
0.000000002215
Long
ABS-O
CORP
US
Y
2
2046-02-15
Fixed
1.95000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617MQCZ7
236800.24000000
PA
USD
188711.37000000
0.005973338908
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.50000000
N
N
N
N
N
N
Zoom Video Communications, Inc.
549300T9GCHU0ODOM055
Zoom Video Communications, Inc., Class A
98980L101
11675.00000000
NS
USD
700266.50000000
0.022165750428
Long
EC
CORP
US
N
1
N
N
DocuSign, Inc.
549300Q7PVDWRZ39JG09
DocuSign, Inc., Class A
256163106
9514.00000000
NS
USD
369904.32000000
0.011708694960
Long
EC
CORP
US
N
1
N
N
N
EnerSys
7ZS3DE5PN30BYUJFWP05
EnerSys
29275Y102
1934.00000000
NS
USD
165511.72000000
0.005238993266
Long
EC
CORP
US
N
1
N
N
N
Blend Labs, Inc.
N/A
Blend Labs, Inc., Class A
09352U108
918.00000000
NS
USD
1110.78000000
0.000035159860
Long
EC
CORP
US
N
1
N
N
N
Sana Biotechnology, Inc.
N/A
Sana Biotechnology, Inc.
799566104
2861.00000000
NS
USD
8468.56000000
0.000268057928
Long
EC
CORP
US
N
1
N
N
NEOGAMES SA
222100MZTIQEZS4XY614
NEOGAMES SA
N/A
78.00000000
NS
USD
2012.40000000
0.000063699114
Long
EC
CORP
LU
N
1
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2021-RPL3, Class A1
12661GAA7
0.02000000
PA
USD
0.02000000
0.000000000633
Long
ABS-MBS
CORP
US
Y
2
2060-01-25
Variable
2.00000160
N
N
N
N
N
N
MicroStrategy, Inc.
549300WQTWEJUEHXQX21
MicroStrategy, Inc., Class A
594972408
525.00000000
NS
USD
222279.75000000
0.007035889141
Long
EC
CORP
US
N
1
N
N
Fossil Group, Inc.
DDMY8YZ6L8UEMS1FDM73
Fossil Group, Inc.
34988V106
1927.00000000
NS
USD
3006.12000000
0.000095153638
Long
EC
CORP
US
N
1
N
N
N
GECU Auto Receivables Trust
N/A
GECU Auto Receivables Trust, Series 2023-1A, Class A3
36169EAC4
1340000.00000000
PA
USD
1324904.23000000
0.041937600190
Long
ABS-O
CORP
US
Y
2
2028-08-15
Fixed
5.63000000
N
N
N
N
N
N
N/A
N/A
3 Month SOFR
N/A
139.00000000
NC
USD
59943.75000000
0.001897417914
N/A
DIR
US
N
1
CME3680
N/A
Call
Purchased
N/A
3 Month SOFR
250000.00000000
97.25000000
USD
2024-12-13
XXXX
-162557.24000000
N
N
N
Energy Vault Holdings, Inc.
549300KMBUKUUIQ6FN34
Energy Vault Holdings, Inc.
29280W109
400.00000000
NS
USD
804.00000000
0.000025449258
Long
EC
CORP
US
N
1
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBT1
840000.00000000
PA
USD
801312.12000000
0.025364178448
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
Jacobs Solutions, Inc.
N/A
Jacobs Solutions, Inc.
46982L108
5672.00000000
NS
USD
756077.60000000
0.023932356304
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
44033.00000000
NS
USD
23582313.48000000
0.746458205732
Long
EC
CORP
US
N
1
N
N
N
Pfizer Investment Enterprises Pte. Ltd.
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte. Ltd.
716973AB8
2910000.00000000
PA
USD
2840965.43000000
0.089925950616
Long
DBT
CORP
SG
N
2
2026-05-19
Fixed
4.45000000
N
N
N
N
N
iTeos Therapeutics, Inc.
N/A
iTeos Therapeutics, Inc.
46565G104
1949.00000000
NS
USD
19606.94000000
0.000620624488
Long
EC
CORP
US
N
1
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045V100
64101.00000000
NS
USD
1807648.20000000
0.057218043221
Long
EC
CORP
US
N
1
N
N
N
Carpenter Technology Corp.
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285103
2330.00000000
NS
USD
146137.60000000
0.004625738300
Long
EC
CORP
US
N
1
N
N
N
BX Trust
N/A
BX Trust, Series 2019-MMP, Class A
05606KAA0
2009941.87000000
PA
USD
1973935.37000000
0.062481582045
Long
ABS-MBS
CORP
US
Y
2
2036-08-15
Floating
6.37800120
N
N
N
N
N
N
TPG RE Finance Trust, Inc.
N/A
TPG RE Finance Trust, Inc.
87266M107
2356.00000000
NS
USD
12981.56000000
0.000410909302
Long
EC
CORP
US
N
1
N
N
N
Plumas Bancorp
549300O5TKTXYTYP4G59
Plumas Bancorp
729273102
363.00000000
NS
USD
12396.45000000
0.000392388636
Long
EC
CORP
US
N
1
N
N
Essential Utilities, Inc.
549300ILTEOF3E3QY357
Essential Utilities, Inc.
29670G102
11309.00000000
NS
USD
378399.14000000
0.011977584104
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHZ6
1090000.00000000
PA
USD
1016075.07000000
0.032162136012
Long
DBT
CORP
US
N
2
2025-05-12
Fixed
1.45000000
N
N
N
N
N
Pathward Financial, Inc.
5493004X52BH1NBLW813
Pathward Financial, Inc.
59100U108
358.00000000
NS
USD
16213.82000000
0.000513221020
Long
EC
CORP
US
N
1
N
N
N
Bumble, Inc.
N/A
Bumble, Inc., Class A
12047B105
4734.00000000
NS
USD
63624.96000000
0.002013940384
Long
EC
CORP
US
N
1
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBC6
146000.00000000
PA
USD
141206.29000000
0.004469646032
Long
DBT
CORP
US
N
2
2026-02-14
Fixed
4.40000000
N
N
N
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
18021.00000000
NS
USD
8015200.17000000
0.253707590756
Long
EC
CORP
US
N
1
N
N
N
SiTime Corp.
N/A
SiTime Corp.
82982T106
791.00000000
NS
USD
78941.80000000
0.002498769021
Long
EC
CORP
US
N
1
N
N
Aldeyra Therapeutics, Inc.
529900HGKY864E4Y9014
Aldeyra Therapeutics, Inc.
01438T106
3426.00000000
NS
USD
5858.46000000
0.000185439632
Long
EC
CORP
US
N
1
N
N
N
Babcock & Wilcox Enterprises, Inc.
5493006H661OZN2C0T54
Babcock & Wilcox Enterprises, Inc.
05614L209
513.00000000
NS
USD
1349.19000000
0.000042706325
Long
EC
CORP
US
N
1
N
N
N
CACI International, Inc.
SYRPI2D1O9WRTS2WX210
CACI International, Inc., Class A
127190304
1061.00000000
NS
USD
344570.36000000
0.010906791349
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XLA24
96691.68000000
PA
USD
89194.97000000
0.002823315758
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.00000000
N
N
N
N
N
N
Heartland Express, Inc.
5299005V45FZIQGLOG39
Heartland Express, Inc.
422347104
1915.00000000
NS
USD
22328.90000000
0.000706783524
Long
EC
CORP
US
N
1
N
N
N
Opendoor Technologies, Inc.
254900KX11YZ4HV5BQ47
Opendoor Technologies, Inc.
683712103
24212.00000000
NS
USD
46002.80000000
0.001456140746
Long
EC
CORP
US
N
1
N
N
Guardant Health, Inc.
254900M8C3E5VC8BR186
Guardant Health, Inc.
40131M109
5174.00000000
NS
USD
133903.12000000
0.004238476550
Long
EC
CORP
US
N
1
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBA0
670000.00000000
PA
USD
616801.99000000
0.019523822679
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
P10, Inc.
N/A
P10, Inc., Class A
69376K106
247.00000000
NS
USD
2326.74000000
0.000073649015
Long
EC
CORP
US
N
1
N
N
N
Cambridge Bancorp
N/A
Cambridge Bancorp
132152109
515.00000000
NS
USD
27660.65000000
0.000875551043
Long
EC
CORP
US
N
1
N
N
N
PepGen, Inc.
N/A
PepGen, Inc.
713317105
109.00000000
NS
USD
558.08000000
0.000017665077
Long
EC
CORP
US
N
1
N
N
HEICO Corp.
529900O1DTDLCJ7L0I14
HEICO Corp., Class A
422806208
3491.00000000
NS
USD
443810.83000000
0.014048080402
Long
EC
CORP
US
N
1
N
N
N
Hudson Pacific Properties, Inc.
N/A
Hudson Pacific Properties, Inc.
444097109
6119.00000000
NS
USD
27290.74000000
0.000863842168
Long
EC
CORP
US
N
1
N
N
N
BARK, Inc.
N/A
BARK, Inc.
68622E104
556.00000000
NS
USD
594.92000000
0.000018831185
Long
EC
CORP
US
N
1
N
N
First Interstate BancSystem, Inc.
549300WRWYTYX0RCNJ43
First Interstate BancSystem, Inc., Class A
32055Y201
4380.00000000
NS
USD
101046.60000000
0.003198459039
Long
EC
CORP
US
N
1
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428X106
10794.00000000
NS
USD
2591639.40000000
0.082033957273
Long
EC
CORP
US
N
1
N
N
N
Lifetime Brands, Inc.
549300GS38DC0OHLYK32
Lifetime Brands, Inc.
53222Q103
68.00000000
NS
USD
363.12000000
0.000011493948
Long
EC
CORP
US
N
1
N
N
N
Veeco Instruments, Inc.
5493004201F72ADDZW04
Veeco Instruments, Inc.
922417100
2532.00000000
NS
USD
60616.08000000
0.001918699382
Long
EC
CORP
US
N
1
N
N
N
Enova International, Inc.
549300O8XOCQSB49UO63
Enova International, Inc.
29357K103
1881.00000000
NS
USD
75014.28000000
0.002374450025
Long
EC
CORP
US
N
1
N
N
N
Denbury, Inc.
549300KCWA5W52MS5559
Denbury, Inc.
24790A101
2368.00000000
NS
USD
210491.52000000
0.006662752680
Long
EC
CORP
US
N
1
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAG2
2200000.00000000
PA
USD
2046873.73000000
0.064790322338
Long
DBT
CORP
FR
Y
2
2026-06-16
Variable
1.90700000
N
N
N
N
N
N
Park Aerospace Corp.
5299004AG0G7IB636095
Park Aerospace Corp.
70014A104
817.00000000
NS
USD
11993.56000000
0.000379635835
Long
EC
CORP
US
N
1
N
N
N
Synopsys, Inc.
QG7T915N9S0NY5UKNE63
Synopsys, Inc.
871607107
7277.00000000
NS
USD
3416114.88000000
0.108131332664
Long
EC
CORP
US
N
1
N
N
N
Wayfair, Inc.
54930027N9ZAVYFDHK53
Wayfair, Inc., Class A
94419L101
3867.00000000
NS
USD
164772.87000000
0.005215606221
Long
EC
CORP
US
N
1
N
N
Central Garden & Pet Co.
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527106
257.00000000
NS
USD
11212.91000000
0.000354925681
Long
EC
CORP
US
N
1
N
N
N
First Financial Bancorp
549300D3F5B3EZMY7P77
First Financial Bancorp
320209109
1011.00000000
NS
USD
18703.50000000
0.000592027625
Long
EC
CORP
US
N
1
N
N
N
OSI Systems, Inc.
DDX3MPX1Y8YD30050X33
OSI Systems, Inc.
671044105
769.00000000
NS
USD
80183.63000000
0.002538077047
Long
EC
CORP
US
N
1
N
N
N
Omeros Corp.
549300CJWLXX2MXVVV71
Omeros Corp.
682143102
4395.00000000
NS
USD
5230.05000000
0.000165548377
Long
EC
CORP
US
N
1
N
N
CommVault Systems, Inc.
65T5VRP62VXG39YFML83
CommVault Systems, Inc.
204166102
2173.00000000
NS
USD
142005.55000000
0.004494945254
Long
EC
CORP
US
N
1
N
N
N
Churchill Downs, Inc.
529900FODTBQC8MIS994
Churchill Downs, Inc.
171484108
3233.00000000
NS
USD
355112.72000000
0.011240491906
Long
EC
CORP
US
N
1
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAQ8
800000.00000000
PA
USD
732539.42000000
0.023187295069
Long
DBT
CORP
ES
N
2
2028-03-24
Variable
4.17500000
N
N
N
N
N
N
Seagen, Inc.
N/A
Seagen, Inc.
81181C104
6595.00000000
NS
USD
1403481.95000000
0.044424844876
Long
EC
CORP
US
N
1
N
N
N
LanzaTech Global, Inc.
N/A
LanzaTech Global, Inc.
51655R101
2200.00000000
NS
USD
7744.00000000
0.000245123208
Long
EC
CORP
US
N
1
N
N
N
Encore Energy Corp.
5299007FNX2NVNJM3O59
Encore Energy Corp.
29259W700
9388.00000000
NS
USD
30980.40000000
0.000980632108
Long
EC
CORP
CA
N
1
N
N
Euronet Worldwide, Inc.
YG3575C4DSHJPA5KET68
Euronet Worldwide, Inc.
298736109
2213.00000000
NS
USD
170046.92000000
0.005382547344
Long
EC
CORP
US
N
1
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
Liberty Media Corp-Liberty SiriusXM, Class A
531229813
4183.00000000
NS
USD
102441.67000000
0.003242617618
Long
EC
CORP
US
N
1
N
N
N
New Fortress Energy, Inc.
254900EICTYTCHA5X705
New Fortress Energy, Inc.
644393100
2955.00000000
NS
USD
89536.50000000
0.002834126312
Long
EC
CORP
US
N
1
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
2824.00000000
NS
USD
2627562.56000000
0.083171044081
Long
EC
CORP
US
N
1
N
N
N
CVB Financial Corp.
N/A
CVB Financial Corp.
126600105
783.00000000
NS
USD
12230.46000000
0.000387134503
Long
EC
CORP
US
N
1
N
N
N
Dover Corp.
549300FMC2ALGA7N9E80
Dover Corp.
260003108
6570.00000000
NS
USD
853771.50000000
0.027024691302
Long
EC
CORP
US
N
1
N
N
N
Voya Financial, Inc.
549300T065Z4KJ686G75
Voya Financial, Inc.
929089100
5433.00000000
NS
USD
362761.41000000
0.011482598238
Long
EC
CORP
US
N
1
N
N
N
Blue Foundry Bancorp
5493008KPK5NJT0FNK56
Blue Foundry Bancorp
09549B104
133.00000000
NS
USD
1004.15000000
0.000031784668
Long
EC
CORP
US
N
1
N
N
Galaxy XXVI CLO Ltd.
N/A
Galaxy XXVI CLO Ltd., Series 2018-26A, Class A
36321LAA7
450000.00000000
PA
USD
447902.10000000
0.014177582627
Long
ABS-CBDO
CORP
KY
Y
2
2031-11-22
Floating
6.84478080
N
N
N
N
N
N
Apellis Pharmaceuticals, Inc.
254900HS0ZFRXXSB9D42
Apellis Pharmaceuticals, Inc.
03753U106
4614.00000000
NS
USD
224517.24000000
0.007106713099
Long
EC
CORP
US
N
1
N
N
NOW, Inc.
549300AVH5SOCFVVDW91
NOW, Inc.
67011P100
5864.00000000
NS
USD
64621.28000000
0.002045477207
Long
EC
CORP
US
N
1
N
N
N
Brighthouse Financial, Inc.
5493003T8SZSHOGGAW52
Brighthouse Financial, Inc.
10922N103
3440.00000000
NS
USD
155832.00000000
0.004932598119
Long
EC
CORP
US
N
1
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F060618
6000000.00000000
PA
USD
5832583.20000000
0.184620545984
Long
ABS-MBS
USGSE
US
N
2
2053-01-25
Fixed
6.00000000
N
N
N
N
N
N
Torrid Holdings, Inc.
N/A
Torrid Holdings, Inc.
89142B107
64.00000000
NS
USD
149.12000000
0.000004720141
Long
EC
CORP
US
N
1
N
N
Incyte Corp.
549300Z4WN6JVZ3T4680
Incyte Corp.
45337C102
8625.00000000
NS
USD
465146.25000000
0.014723416999
Long
EC
CORP
US
N
1
N
N
N
MongoDB, Inc.
549300TPTG69WKWE1Z37
MongoDB, Inc., Class A
60937P106
3108.00000000
NS
USD
1070985.72000000
0.033900239668
Long
EC
CORP
US
N
1
N
N
Vicor Corp.
5299005KMQOTR6B51F09
Vicor Corp.
925815102
677.00000000
NS
USD
26226.98000000
0.000830170646
Long
EC
CORP
US
N
1
N
N
Medical Properties Trust, Inc.
254900U6E39J1MQCCY14
Medical Properties Trust, Inc.
58463J304
27817.00000000
NS
USD
132965.26000000
0.004208790180
Long
EC
CORP
US
N
1
N
N
N
Nautilus Biotechnology, Inc.
N/A
Nautilus Biotechnology, Inc., Class A
63909J108
412.00000000
NS
USD
1054.72000000
0.000033385375
Long
EC
CORP
US
N
1
N
N
N
Independent Bank Group, Inc.
N/A
Independent Bank Group, Inc.
45384B106
1819.00000000
NS
USD
64301.65000000
0.002035359860
Long
EC
CORP
US
N
1
N
N
N
Bit Digital, Inc.
N/A
Bit Digital, Inc.
N/A
5283.00000000
NS
USD
11094.30000000
0.000351171282
Long
EC
CORP
KY
N
1
N
N
Kennametal, Inc.
549300GZDSG25XUV0Y08
Kennametal, Inc.
489170100
4050.00000000
NS
USD
93595.50000000
0.002962607084
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133ABRE2
149316.10000000
PA
USD
110550.82000000
0.003499299032
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc., Class A
92826C839
76011.00000000
NS
USD
17870186.10000000
0.565650484784
Long
EC
CORP
US
N
1
N
N
U-Haul Holding Co.
5493003WIDMLDHYC6Y24
U-Haul Holding Co. (Non-Voting)
023586506
3828.00000000
NS
USD
180719.88000000
0.005720381822
Long
EC
CORP
US
N
1
N
N
N
Avangrid, Inc.
549300OX0Q38NLSKPB49
Avangrid, Inc.
05351W103
3511.00000000
NS
USD
104873.57000000
0.003319595295
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617MKP78
142285.07000000
PA
USD
110887.30000000
0.003509949736
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2J2
3750000.00000000
PA
USD
3608010.34000000
0.114205458550
Long
DBT
CORP
FR
Y
2
2025-11-19
Variable
2.81900000
N
N
N
N
N
Parker-Hannifin Corp.
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094104
6018.00000000
NS
USD
2220100.38000000
0.070273518652
Long
EC
CORP
US
N
1
N
N
N
Sierra Bancorp
N/A
Sierra Bancorp
82620P102
542.00000000
NS
USD
9539.20000000
0.000301947225
Long
EC
CORP
US
N
1
N
N
N
Crown Holdings, Inc.
NYLWZIOY8PUNIT4JOE22
Crown Holdings, Inc.
228368106
5045.00000000
NS
USD
406627.00000000
0.012871089220
Long
EC
CORP
US
N
1
N
N
Q2 Holdings, Inc.
549300M9RKR9DZXWS696
Q2 Holdings, Inc.
74736L109
2775.00000000
NS
USD
83333.25000000
0.002637772936
Long
EC
CORP
US
N
1
N
N
Alamo Group, Inc.
54930080C93RVZRSDV26
Alamo Group, Inc.
011311107
494.00000000
NS
USD
79188.20000000
0.002506568396
Long
EC
CORP
US
N
1
N
N
N
ASGN, Inc.
LZBNYYCBUKY537072438
ASGN, Inc.
00191U102
2256.00000000
NS
USD
188285.76000000
0.005959866944
Long
EC
CORP
US
N
1
N
N
Anika Therapeutics, Inc.
529900R9LS3Z0O6QH455
Anika Therapeutics, Inc.
035255108
563.00000000
NS
USD
10978.50000000
0.000347505829
Long
EC
CORP
US
N
1
N
N
N
Bread Financial Holdings, Inc.
549300G8S4PO686J7H97
Bread Financial Holdings, Inc.
018581108
2574.00000000
NS
USD
69575.22000000
0.002202285790
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DPXB9
91669.65900000
PA
USD
87096.24000000
0.002756884013
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.50000000
N
N
N
N
N
N
Orbia Advance Corp. SAB de CV
549300MVHZ20SBIOEQ79
Orbia Advance Corp. SAB de CV
68560EAB4
250000.00000000
PA
USD
185398.30000000
0.005868469286
Long
DBT
CORP
MX
Y
2
2031-05-11
Fixed
2.87500000
N
N
N
N
N
N
Illinois Tool Works, Inc.
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc.
452308109
14086.00000000
NS
USD
3156954.32000000
0.099928043925
Long
EC
CORP
US
N
1
N
N
N/A
N/A
3 Month SOFR
N/A
9.00000000
NC
USD
6356.25000000
0.000201196331
N/A
DIR
US
N
1
CME3680
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
97.25000000
USD
2025-06-13
XXXX
-4785.80000000
N
N
N
JAKKS Pacific, Inc.
549300UEF3348JRXQ295
JAKKS Pacific, Inc.
47012E403
479.00000000
NS
USD
8032.83000000
0.000254265633
Long
EC
CORP
US
N
1
N
N
N
STAG Industrial, Inc.
549300QWYX2W6FASVQ07
STAG Industrial, Inc.
85254J102
8150.00000000
NS
USD
270743.00000000
0.008569911267
Long
EC
CORP
US
N
1
N
N
N
BrightSpire Capital, Inc.
549300BOIFLLMVU37752
BrightSpire Capital, Inc., Class A
10949T109
4857.00000000
NS
USD
27490.62000000
0.000870169031
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XS72
863198.77080000
PA
USD
688643.14000000
0.021797832647
Long
ABS-MBS
USGA
US
N
2
2053-02-20
Fixed
2.50000000
N
N
N
N
N
N
Caleres, Inc.
JFU6RQQJ8Z1CPOLBXQ18
Caleres, Inc.
129500104
1493.00000000
NS
USD
38190.94000000
0.001208869544
Long
EC
CORP
US
N
1
N
N
Keyence Corp.
529900M7PQBS7A89DZ11
Keyence Corp.
N/A
7700.00000000
NS
2980685.02000000
0.094348537677
Long
EC
CORP
JP
N
2
N
N
N
Alpha Metallurgical Resources, Inc.
N/A
Alpha Metallurgical Resources, Inc.
020764106
591.00000000
NS
USD
129996.36000000
0.004114814677
Long
EC
CORP
US
N
1
N
N
N
Highwoods Properties, Inc.
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties, Inc.
431284108
5050.00000000
NS
USD
90344.50000000
0.002859702184
Long
EC
CORP
US
N
1
N
N
N
Genie Energy Ltd.
52990057E36X8869GX58
Genie Energy Ltd., Class B
372284208
1433.00000000
NS
USD
28430.72000000
0.000899926305
Long
EC
CORP
US
N
1
N
N
N
Nerdy, Inc.
N/A
Nerdy, Inc.
64081V109
410.00000000
NS
USD
1262.80000000
0.000039971795
Long
EC
CORP
US
N
1
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
35277.00000000
NS
USD
9248571.09000000
0.292747858995
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp.
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012653101
5504.00000000
NS
USD
697797.12000000
0.022087586385
Long
EC
CORP
US
N
1
N
N
N
Gossamer Bio, Inc.
549300ZOC0N2W6PSFR58
Gossamer Bio, Inc.
38341P102
1050.00000000
NS
USD
525.00000000
0.000016617986
Long
EC
CORP
US
N
1
N
N
N
Elanco Animal Health, Inc.
549300SHPNDCE059M934
Elanco Animal Health, Inc.
28414H103
22828.00000000
NS
USD
201114.68000000
0.006365944685
Long
EC
CORP
US
N
1
N
N
N
Vicarious Surgical, Inc.
N/A
Vicarious Surgical, Inc., Class A
92561V109
434.00000000
NS
USD
179.03000000
0.000005666891
Long
EC
CORP
US
N
1
N
N
N
Iteris, Inc.
549300HHWPIES6047045
Iteris, Inc.
46564T107
2832.00000000
NS
USD
12517.44000000
0.000396218369
Long
EC
CORP
US
N
1
N
N
N
Pitney Bowes, Inc.
549300N2O26NW4ST6W55
Pitney Bowes, Inc.
724479100
2007.00000000
NS
USD
6482.61000000
0.000205196043
Long
EC
CORP
US
N
1
N
N
scPharmaceuticals, Inc.
549300F55SN4ZR2OA180
scPharmaceuticals, Inc.
810648105
2054.00000000
NS
USD
10988.90000000
0.000347835024
Long
EC
CORP
US
N
1
N
N
Y-mAbs Therapeutics, Inc.
N/A
Y-mAbs Therapeutics, Inc.
984241109
1165.00000000
NS
USD
6221.10000000
0.000196918387
Long
EC
CORP
US
N
1
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAH6
360000.00000000
PA
USD
357213.88000000
0.011307000568
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.50000000
N
N
N
N
N
N
Denali Therapeutics, Inc.
549300ZTQ2HO18L3Q830
Denali Therapeutics, Inc.
24823R105
5463.00000000
NS
USD
102868.29000000
0.003256121552
Long
EC
CORP
US
N
1
N
N
N
PVH Corp.
123WALMHY1GZXG2YDL90
PVH Corp.
693656100
2923.00000000
NS
USD
217325.05000000
0.006879056502
Long
EC
CORP
US
N
1
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
369604301
50776.00000000
NS
USD
5515796.88000000
0.174593211379
Long
EC
CORP
US
N
1
N
N
N
AMERISAFE, Inc.
2549002B4EXPBLGMNN22
AMERISAFE, Inc.
03071H100
1779.00000000
NS
USD
90675.63000000
0.002870183543
Long
EC
CORP
US
N
1
N
N
N
Solo Brands, Inc.
N/A
Solo Brands, Inc., Class A
83425V104
173.00000000
NS
USD
666.05000000
0.000021082685
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ABUA8
84358.88000000
PA
USD
69703.73000000
0.002206353556
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
3.00000000
N
N
N
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834AH0
260000.00000000
PA
USD
244138.10000000
0.007727778202
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
2.90000000
N
N
N
N
N
N
Cirrus Logic, Inc.
549300NKSJEM5ZZSSV18
Cirrus Logic, Inc.
172755100
2574.00000000
NS
USD
172277.82000000
0.005453162706
Long
EC
CORP
US
N
1
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2021-7, Class A3
03464JAC5
3193464.01000000
PA
USD
2527489.44000000
0.080003398902
Long
ABS-MBS
CORP
US
Y
2
2066-10-25
Variable
2.33700120
N
N
N
N
N
N
Kontoor Brands, Inc.
549300M0CPXV65RFF271
Kontoor Brands, Inc.
50050N103
2602.00000000
NS
USD
120862.90000000
0.003825710465
Long
EC
CORP
US
N
1
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456B101
92886.00000000
NS
USD
1504753.20000000
0.047630414831
Long
EC
CORP
US
N
1
N
N
N
Paycom Software, Inc.
254900LSB0HNJUDC6Q18
Paycom Software, Inc.
70432V102
2466.00000000
NS
USD
604096.02000000
0.019121636711
Long
EC
CORP
US
N
1
N
N
Phillips Edison & Co., Inc.
549300JPN4YHYPXTJQ85
Phillips Edison & Co., Inc.
71844V201
5406.00000000
NS
USD
190885.86000000
0.006042168707
Long
EC
CORP
US
N
1
N
N
N
Aflac, Inc.
549300N0B7DOGLXWPP39
Aflac, Inc.
001055102
30521.00000000
NS
USD
2383995.31000000
0.075461335169
Long
EC
CORP
US
N
1
N
N
Simmons First National Corp.
549300IVR5AJKUVOGN05
Simmons First National Corp., Class A
828730200
4034.00000000
NS
USD
57323.14000000
0.001814466942
Long
EC
CORP
US
N
1
N
N
N
Patterson-UTI Energy, Inc.
254900XGFBKIXD6G0697
Patterson-UTI Energy, Inc.
703481101
16235.00000000
NS
USD
206184.50000000
0.006526421254
Long
EC
CORP
US
N
1
N
N
N
Texas Roadhouse, Inc.
5299002Y1CNRPDGXTQ75
Texas Roadhouse, Inc., Class A
882681109
3270.00000000
NS
USD
332035.80000000
0.010510031075
Long
EC
CORP
US
N
1
N
N
N
G-III Apparel Group Ltd.
529900O5KABM3R3SFM87
G-III Apparel Group Ltd.
36237H101
1744.00000000
NS
USD
44559.20000000
0.001410446032
Long
EC
CORP
US
N
1
N
N
N
Unity Bancorp, Inc.
549300Q90ZRNUR65PL93
Unity Bancorp, Inc.
913290102
43.00000000
NS
USD
1034.58000000
0.000032747878
Long
EC
CORP
US
N
1
N
N
N
Hippo Holdings, Inc.
N/A
Hippo Holdings, Inc.
433539202
73.00000000
NS
USD
525.60000000
0.000016636978
Long
EC
CORP
US
N
1
N
N
StoneCo Ltd.
549300O1A9LEF0XZCR35
StoneCo Ltd., Class A
N/A
11751.00000000
NS
USD
116511.17000000
0.003687963819
Long
EC
CORP
KY
N
1
N
N
N
Icosavax, Inc.
N/A
Icosavax, Inc.
45114M109
191.00000000
NS
USD
1174.65000000
0.000037181556
Long
EC
CORP
US
N
1
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBN7
430000.00000000
PA
USD
422457.04000000
0.013372162334
Long
DBT
CORP
US
N
2
2026-02-02
Fixed
5.00000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NQ0
1290000.00000000
PA
USD
1274075.17000000
0.040328692355
Long
DBT
CORP
US
N
2
2025-05-24
Variable
4.14000000
N
N
N
N
N
N
Chefs' Warehouse, Inc. (The)
549300JYEDC8C547E980
Chefs' Warehouse, Inc. (The)
163086101
1646.00000000
NS
USD
31323.38000000
0.000991488559
Long
EC
CORP
US
N
1
N
N
N
Hecla Mining Co.
5493009Y6HOBZD1QD537
Hecla Mining Co.
422704106
28589.00000000
NS
USD
116357.23000000
0.003683091109
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EB7
648000.00000000
PA
USD
645751.44000000
0.020440168504
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.87500000
N
N
N
N
N
N
Matterport, Inc.
N/A
Matterport, Inc.
577096100
16109.00000000
NS
USD
32862.36000000
0.001040202366
Long
EC
CORP
US
N
1
N
N
Leidos Holdings, Inc.
549300IUTGTP6EJP8124
Leidos Holdings, Inc.
525327102
6060.00000000
NS
USD
600667.20000000
0.019013103219
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRSI
N/A
6794441.13000000
PA
USD
255233.01000000
0.008078968793
N/A
DE
US
N
3
Goldman Sachs
FOR8UP27PHTHYVLBNG30
USGSVLTYI1.I
USGSVLTYI1.I
Y
2024-08-27
0.00000000
USD
0.00000000
USD
6794441.13000000
USD
255233.01000000
N
N
N
Weatherford International plc
529900LPBDSCQDJKHQ39
Weatherford International plc
N/A
2901.00000000
NS
USD
270054.09000000
0.008548104987
Long
EC
CORP
IE
N
1
N
N
Rover Group, Inc.
N/A
Rover Group, Inc., Class A
77936F103
621.00000000
NS
USD
4005.45000000
0.000126785738
Long
EC
CORP
US
N
1
N
N
Toro Co. (The)
YJKE4YIT6BWQHVEW0D14
Toro Co. (The)
891092108
4882.00000000
NS
USD
394660.88000000
0.012492321951
Long
EC
CORP
US
N
1
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AE4
410000.00000000
PA
USD
394304.67000000
0.012481046727
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.95000000
N
N
N
N
N
N
CBAM Ltd.
254900JWJFDB3KD6V066
CBAM Ltd., Series 2017-1A, Class A1
12480VAC9
792731.33000000
PA
USD
790306.36000000
0.025015809749
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-20
Floating
6.92742960
N
N
N
N
N
N
Aadi Bioscience, Inc.
549300G3U7TKW1M58L09
Aadi Bioscience, Inc.
00032Q104
96.00000000
NS
USD
420.48000000
0.000013309582
Long
EC
CORP
US
N
1
N
N
N
Portland General Electric Co.
GJOUP9M7C39GLSK9R870
Portland General Electric Co.
736508847
4240.00000000
NS
USD
169684.80000000
0.005371085048
Long
EC
CORP
US
N
1
N
N
N
Biohaven Ltd.
N/A
Biohaven Ltd.
N/A
3180.00000000
NS
USD
84301.80000000
0.002668430746
Long
EC
CORP
VG
N
1
N
N
N/A
N/A
NASDAQ 100 E-Mini Index
N/A
91.00000000
NC
USD
-2149866.81000000
-0.06805039390
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
NASDAQ 100 E-Mini Index
US6311011026
2023-12-15
26372255.00000000
USD
-2149866.81000000
N
N
N
Healthpeak Properties, Inc.
254900M6MTMZM0I22L81
Healthpeak Properties, Inc.
42250P103
26102.00000000
NS
USD
405886.10000000
0.012847637285
Long
EC
CORP
US
N
1
N
N
N
Vertex Energy, Inc.
549300TTMSREGCR7D585
Vertex Energy, Inc.
92534K107
4950.00000000
NS
USD
21334.50000000
0.000675307475
Long
EC
CORP
US
N
1
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBB0
114000.00000000
PA
USD
103346.38000000
0.003271254681
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
NextGen Healthcare, Inc.
N/A
NextGen Healthcare, Inc.
65343C102
2674.00000000
NS
USD
63962.08000000
0.002024611347
Long
EC
CORP
US
N
1
N
N
N
TTEC Holdings, Inc.
GTJS1N8S8I28A7L4WG97
TTEC Holdings, Inc.
89854H102
877.00000000
NS
USD
18048.66000000
0.000571299773
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
14273.00000000
NS
USD
1725034.78000000
0.054603055285
Long
EC
CORP
US
N
1
N
N
N
Astec Industries, Inc.
5493002DO2QKHLKB2A48
Astec Industries, Inc.
046224101
1178.00000000
NS
USD
47167.12000000
0.001492995324
Long
EC
CORP
US
N
1
N
N
N
Quaker Chemical Corp.
549300PJQ1R3WCWCPS54
Quaker Chemical Corp.
747316107
637.00000000
NS
USD
91549.64000000
0.002897848850
Long
EC
CORP
US
N
1
N
N
N
ONE Gas, Inc.
549300HXDWI0LATTX840
ONE Gas, Inc.
68235P108
2488.00000000
NS
USD
150275.20000000
0.004756707023
Long
EC
CORP
US
N
1
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F0306B9
700000.00000000
PA
USD
560006.94000000
0.017726071531
Long
ABS-MBS
USGSE
US
N
2
2053-11-25
Fixed
3.00000000
N
N
N
N
N
N
Everi Holdings, Inc.
5299006DK5S7BG10K532
Everi Holdings, Inc.
30034T103
3741.00000000
NS
USD
40365.39000000
0.001277698077
Long
EC
CORP
US
N
1
N
N
N
DT Midstream, Inc.
N/A
DT Midstream, Inc.
23345M107
4418.00000000
NS
USD
238439.46000000
0.007547397401
Long
EC
CORP
US
N
1
N
N
N/A
N/A
ETRS
N/A
30751.00000000
PA
USD
-141905.50000000
-0.00449177834
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Spirit Airlines, Inc.
Spirit Airlines, Inc.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
30751.00000000
USD
-141905.50000000
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC, Series 2021-1A, Class B
42806MAB5
1390000.00000000
PA
USD
1322654.64000000
0.041866393227
Long
ABS-O
CORP
US
Y
2
2025-12-26
Fixed
1.56000000
N
N
N
N
N
N
N/A
N/A
3 Month SOFR
N/A
29.00000000
NC
USD
20118.75000000
0.000636824967
N/A
DIR
US
N
1
CME3680
N/A
Call
Purchased
N/A
3 Month SOFR
250000.00000000
95.12500000
USD
2024-06-14
XXXX
-82639.78000000
N
N
N
Zimvie, Inc.
549300GFKURT1J6XR665
Zimvie, Inc.
98888T107
149.00000000
NS
USD
1051.94000000
0.000033297379
Long
EC
CORP
US
N
1
N
N
N
Catalent, Inc.
N/A
Catalent, Inc.
148806102
8442.00000000
NS
USD
290320.38000000
0.009189600084
Long
EC
CORP
US
N
1
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
06428CAC8
2330000.00000000
PA
USD
2323121.14000000
0.073534466384
Long
DBT
CORP
US
N
2
2025-08-18
Fixed
5.65000000
N
N
N
N
N
N
Granite Ridge Resources, Inc.
254900CAHJQKOQ1YZC67
Granite Ridge Resources, Inc.
387432107
1848.00000000
NS
USD
11383.68000000
0.000360331116
Long
EC
CORP
US
N
1
N
N
TTM Technologies, Inc.
549300SC4BDOIS008048
TTM Technologies, Inc.
87305R109
6279.00000000
NS
USD
72145.71000000
0.002283650299
Long
EC
CORP
US
N
1
N
N
N
Kforce, Inc.
5493003RDQQDVXY2SK46
Kforce, Inc.
493732101
830.00000000
NS
USD
50663.20000000
0.001603657817
Long
EC
CORP
US
N
1
N
N
N
8x8, Inc.
254900XWSOC5U1BRW939
8x8, Inc.
282914100
6888.00000000
NS
USD
16393.44000000
0.000518906587
Long
EC
CORP
US
N
1
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc., Class A
16119P108
4714.00000000
NS
USD
1898799.20000000
0.060103273797
Long
EC
CORP
US
N
1
N
N
American Eagle Outfitters, Inc.
5299001Z9HXK01DHW793
American Eagle Outfitters, Inc.
02553E106
8779.00000000
NS
USD
153369.13000000
0.004854640139
Long
EC
CORP
US
N
1
N
N
N
Accenture plc
5493000EWHDSR3MZWH98
Accenture plc, Class A
N/A
30054.00000000
NS
USD
8928742.86000000
0.282624237879
Long
EC
CORP
IE
N
1
N
N
N
GrowGeneration Corp.
N/A
GrowGeneration Corp.
39986L109
1933.00000000
NS
USD
3943.32000000
0.000124819118
Long
EC
CORP
US
N
1
N
N
TSMC Arizona Corp.
2549005GOBWLCSY63Q97
TSMC Arizona Corp.
872898AA9
850000.00000000
PA
USD
763050.78000000
0.024153080511
Long
DBT
CORP
US
N
2
2026-10-25
Fixed
1.75000000
N
N
N
N
N
N
Napco Security Technologies, Inc.
529900KV21J4YY9YST76
Napco Security Technologies, Inc.
630402105
1668.00000000
NS
USD
30641.16000000
0.000969894040
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Corp.
5493003QENHHS261UR94
Targa Resources Corp.
87612G101
10225.00000000
NS
USD
854912.25000000
0.027060799812
Long
EC
CORP
US
N
1
N
N
N
Navitas Semiconductor Corp.
N/A
Navitas Semiconductor Corp., Class A
63942X106
3624.00000000
NS
USD
18989.76000000
0.000601088701
Long
EC
CORP
US
N
1
N
N
N
PubMatic, Inc.
N/A
PubMatic, Inc., Class A
74467Q103
3088.00000000
NS
USD
34801.76000000
0.001101590789
Long
EC
CORP
US
N
1
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Republic of Senegal
N/A
300000.00000000
PA
USD
294051.00000000
0.009307686543
Long
DBT
NUSS
SN
Y
2
2024-07-30
Fixed
6.25000000
N
N
N
N
N
N
Gatos Silver, Inc.
N/A
Gatos Silver, Inc.
368036109
279.00000000
NS
USD
1358.73000000
0.000043008297
Long
EC
CORP
US
N
1
N
N
N
Structured Asset Investment Loan Trust
N/A
Structured Asset Investment Loan Trust, Series 2004-7, Class A8
86358EKJ4
770239.27000000
PA
USD
748781.25000000
0.023701402698
Long
ABS-O
CORP
US
N
2
2034-08-25
Floating
6.63891840
N
N
N
N
N
N
OneSpaWorld Holdings Ltd.
5493007W8PZ8W6UC2X76
OneSpaWorld Holdings Ltd.
N/A
3992.00000000
NS
USD
41836.16000000
0.001324252811
Long
EC
CORP
BS
N
1
N
N
N
Crane Co.
5493000CQRQOTHUODL75
Crane Co.
224408104
2200.00000000
NS
USD
214126.00000000
0.006777795990
Long
EC
CORP
US
N
1
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAG4
1250000.00000000
PA
USD
1238688.95000000
0.039208601474
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.30000000
N
N
N
N
N
N
Gladstone Land Corp.
54930002B3Q17H38FG74
Gladstone Land Corp.
376549101
819.00000000
NS
USD
11187.54000000
0.000354122636
Long
EC
CORP
US
N
1
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
070830104
10717.00000000
NS
USD
317759.05000000
0.010058124726
Long
EC
CORP
US
N
1
N
N
N
Star Group LP
N/A
Star Group LP
85512C105
174.00000000
NS
USD
2046.24000000
0.000064770262
Long
EC
CORP
US
N
1
N
N
N
Sonder Holdings, Inc.
N/A
Sonder Holdings, Inc.
83542D300
96.00000000
NS
USD
723.84000000
0.000022911929
Long
EC
CORP
US
N
1
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179MBC6
560000.00000000
PA
USD
555518.40000000
0.017583994397
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.25000000
N
N
N
N
N
N
Archrock, Inc.
549300K3RIHMHDVFTL28
Archrock, Inc.
03957W106
6556.00000000
NS
USD
83064.52000000
0.002629266743
Long
EC
CORP
US
N
1
N
N
N
Atlantic Union Bankshares Corp.
N/A
Atlantic Union Bankshares Corp.
04911A107
3665.00000000
NS
USD
105588.65000000
0.003342229942
Long
EC
CORP
US
N
1
N
N
N
Sprouts Farmers Market, Inc.
529900P8F4G77Q52XE24
Sprouts Farmers Market, Inc.
85208M102
6670.00000000
NS
USD
280273.40000000
0.008871579942
Long
EC
CORP
US
N
1
N
N
Ispire Technology, Inc.
N/A
Ispire Technology, Inc.
46501C100
67.00000000
NS
USD
531.31000000
0.000016817718
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp., Class B
526057302
525.00000000
NS
USD
51770.25000000
0.001638699610
Long
EC
CORP
US
N
1
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513BR5
910000.00000000
PA
USD
799806.03000000
0.025316505719
Long
DBT
CORP
US
N
2
2026-05-13
Fixed
1.15000000
N
N
N
N
N
N
eXp World Holdings, Inc.
549300TWVVZC283VEC32
eXp World Holdings, Inc.
30212W100
3569.00000000
NS
USD
47360.63000000
0.001499120555
Long
EC
CORP
US
N
1
N
N
N/A
N/A
ETRS
N/A
15546.00000000
PA
USD
-12251.84000000
-0.00038781125
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Sovos Brands, Inc.
Sovos Brands, Inc.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
15546.00000000
USD
-12251.84000000
N
N
N
BancFirst Corp.
549300EJEHGBP4IO2J30
BancFirst Corp.
05945F103
1159.00000000
NS
USD
94006.49000000
0.002975616277
Long
EC
CORP
US
N
1
N
N
PulteGroup, Inc.
N/A
PulteGroup, Inc.
745867101
9490.00000000
NS
USD
698369.10000000
0.022105691444
Long
EC
CORP
US
N
1
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F0226B6
1600000.00000000
PA
USD
1227250.00000000
0.038846520879
Long
ABS-MBS
USGSE
US
N
2
2053-11-25
Fixed
2.50000000
N
N
N
N
N
N
Sharecare, Inc.
N/A
Sharecare, Inc.
81948W104
6656.00000000
NS
USD
6988.80000000
0.000221218631
Long
EC
CORP
US
N
1
N
N
Cheesecake Factory, Inc. (The)
529900872XMLK10SY247
Cheesecake Factory, Inc. (The)
163072101
2302.00000000
NS
USD
71523.14000000
0.002263943900
Long
EC
CORP
US
N
1
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746U109
39506.00000000
NS
USD
1592881.92000000
0.050419980251
Long
EC
CORP
US
N
1
N
N
N
MeridianLink, Inc.
N/A
MeridianLink, Inc.
58985J105
143.00000000
NS
USD
2348.06000000
0.000074323863
Long
EC
CORP
US
N
1
N
N
N
Disco Corp.
N/A
Disco Corp.
N/A
7000.00000000
NS
1232135.78000000
0.039001171973
Long
EC
CORP
JP
N
2
N
N
N
Leggett & Platt, Inc.
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt, Inc.
524660107
6033.00000000
NS
USD
141353.19000000
0.004474295902
Long
EC
CORP
US
N
1
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2019-R07, Class 1M2
20753WAF3
9188.32000000
PA
USD
9188.25000000
0.000290838497
Long
ABS-MBS
CORP
US
Y
2
2039-10-25
Floating
7.53509880
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650100
59759.00000000
NS
USD
4123968.59000000
0.130537243379
Long
EC
CORP
US
N
1
N
N
N
AZZ, Inc.
549300HD1X2NFLWPYC83
AZZ, Inc.
002474104
1370.00000000
NS
USD
64759.90000000
0.002049864988
Long
EC
CORP
US
N
1
N
N
Silgan Holdings, Inc.
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc.
827048109
3677.00000000
NS
USD
147300.62000000
0.004662551729
Long
EC
CORP
US
N
1
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918K108
2514.00000000
NS
USD
194156.22000000
0.006145686416
Long
EC
CORP
US
N
1
N
N
N
Hyatt Hotels Corp.
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp., Class A
448579102
2265.00000000
NS
USD
232026.60000000
0.007344409176
Long
EC
CORP
US
N
1
N
N
N
NGM Biopharmaceuticals, Inc.
5493008V5DSDZIGQOP17
NGM Biopharmaceuticals, Inc.
62921N105
1117.00000000
NS
USD
949.33000000
0.000030049433
Long
EC
CORP
US
N
1
N
N
N
Zevra Therapeutics, Inc.
254900CU6T74V18Y1W18
Zevra Therapeutics, Inc.
488445206
2300.00000000
NS
USD
10304.00000000
0.000326155674
Long
EC
CORP
US
N
1
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAH2
438000.00000000
PA
USD
436654.72000000
0.013821565856
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.12500040
N
N
N
N
N
N
BorgWarner, Inc.
549300DSFX2IE88NSX47
BorgWarner, Inc.
099724106
10973.00000000
NS
USD
404903.70000000
0.012816541076
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
-109.00000000
NC
USD
-40875.00000000
-0.00129382891
N/A
DIR
US
N
1
CME3681
LCZ7XYGSLJUHFXXNXD88
Put
Written
N/A
3 Month SOFR
250000.00000000
95.25000000
USD
2023-12-15
XXXX
2496.10000000
N
N
N
N/A
N/A
EURO STOXX 50 Index
N/A
66.00000000
NC
-139249.18000000
-0.00440769702
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
EURO STOXX 50 Index
EU0009658145
2023-12-15
2686200.00000000
EUR
-139249.18000000
N
N
N
Carlyle Group, Inc. (The)
529900NGGVF94UK6PG95
Carlyle Group, Inc. (The)
14316J108
11421.00000000
NS
USD
314534.34000000
0.009956051991
Long
EC
CORP
US
N
1
N
N
Green Dot Corp.
N/A
Green Dot Corp., Class A
39304D102
510.00000000
NS
USD
5701.80000000
0.000180480825
Long
EC
CORP
US
N
1
N
N
N
Fastenal Co.
529900PP0C7H2HHPSJ32
Fastenal Co.
311900104
28772.00000000
NS
USD
1678558.48000000
0.053131926698
Long
EC
CORP
US
N
1
N
N
N
Brookfield Infrastructure Holdings Canada, Inc.
549300GV8LYH0T7DZO77
Brookfield Infrastructure Holdings Canada, Inc.
11275NY24
36250000.00000000
PA
USD
36239078.96000000
1.147086687691
Long
STIV
CORP
CA
N
2
2023-11-02
None
0.00000000
N
N
N
N
N
N
Tutor Perini Corp.
549300FHXYVPW8LJ6D98
Tutor Perini Corp.
901109108
1600.00000000
NS
USD
11536.00000000
0.000365152548
Long
EC
CORP
US
N
1
N
N
N
agilon health, Inc.
N/A
agilon health, Inc.
00857U107
12520.00000000
NS
USD
225360.00000000
0.007133389240
Long
EC
CORP
US
N
1
N
N
Foghorn Therapeutics, Inc.
N/A
Foghorn Therapeutics, Inc.
344174107
1709.00000000
NS
USD
5725.15000000
0.000181219929
Long
EC
CORP
US
N
1
N
N
Piedmont Lithium, Inc.
254900QJ73581MY1JN11
Piedmont Lithium, Inc.
72016P105
917.00000000
NS
USD
25189.99000000
0.000797346483
Long
EC
CORP
US
N
1
N
N
Vimeo, Inc.
25490061AWYWC90UIJ68
Vimeo, Inc.
92719V100
8165.00000000
NS
USD
25148.20000000
0.000796023692
Long
EC
CORP
US
N
1
N
N
N
Bioxcel Therapeutics, Inc.
549300Y25FYZ0E8LW260
Bioxcel Therapeutics, Inc.
09075P105
474.00000000
NS
USD
1903.11000000
0.000060239724
Long
EC
CORP
US
N
1
N
N
Dell Technologies, Inc.
549300TJB5YBRUPOG437
Dell Technologies, Inc., Class C
24703L202
1468.00000000
NS
USD
98223.88000000
0.003109110617
Long
EC
CORP
US
N
1
N
N
N
Arbutus Biopharma Corp.
25490064CESONAUIAS23
Arbutus Biopharma Corp.
03879J100
747.00000000
NS
USD
1367.01000000
0.000043270387
Long
EC
CORP
CA
N
1
N
N
Donnelley Financial Solutions, Inc.
549300O1NPY4J56QCU04
Donnelley Financial Solutions, Inc.
25787G100
1281.00000000
NS
USD
69724.83000000
0.002207021441
Long
EC
CORP
US
N
1
N
N
N
BigCommerce Holdings, Inc.
549300MOVEFQ78DMPG58
BigCommerce Holdings, Inc., Series 1
08975P108
2861.00000000
NS
USD
25434.29000000
0.000805079386
Long
EC
CORP
US
N
1
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787107
11029.00000000
NS
USD
2635931.00000000
0.083435932880
Long
EC
CORP
US
N
1
N
N
N
Snap One Holdings Corp.
254900UH1TKVPR8FDW43
Snap One Holdings Corp.
83303Y105
101.00000000
NS
USD
756.49000000
0.000023945410
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418ECG3
88684.79900000
PA
USD
69301.30000000
0.002193615316
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.00000000
N
N
N
N
N
N
Vericel Corp.
54930076YM3PLTDR4B91
Vericel Corp.
92346J108
2346.00000000
NS
USD
82532.28000000
0.002612419587
Long
EC
CORP
US
N
1
N
N
New York Times Co. (The)
529900J1WEMMIW7BOH57
New York Times Co. (The), Class A
650111107
10715.00000000
NS
USD
431921.65000000
0.013671748539
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts, Inc.
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512109
13291.00000000
NS
USD
1645292.89000000
0.052078960769
Long
EC
CORP
US
N
1
N
N
N
Trevi Therapeutics, Inc.
N/A
Trevi Therapeutics, Inc.
89532M101
2760.00000000
NS
USD
4912.80000000
0.000155506366
Long
EC
CORP
US
N
1
N
N
Nkarta, Inc.
N/A
Nkarta, Inc.
65487U108
726.00000000
NS
USD
1473.78000000
0.000046650010
Long
EC
CORP
US
N
1
N
N
N
OneWater Marine, Inc.
N/A
OneWater Marine, Inc., Class A
68280L101
233.00000000
NS
USD
5272.79000000
0.000166901240
Long
EC
CORP
US
N
1
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364G103
9603.00000000
NS
USD
917950.77000000
0.029056177431
Long
EC
CORP
US
N
1
N
N
N
FMC Corp.
CKDHZ2X64EEBQCSP7013
FMC Corp.
302491303
5821.00000000
NS
USD
309677.20000000
0.009802307448
Long
EC
CORP
US
N
1
N
N
N
Lovesac Co. (The)
N/A
Lovesac Co. (The)
54738L109
316.00000000
NS
USD
5201.36000000
0.000164640244
Long
EC
CORP
US
N
1
N
N
N
Teva Pharmaceutical Finance Netherlands III BV
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAQ4
300000.00000000
PA
USD
261750.00000000
0.008285253078
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
5.12500000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AP4
1600000.00000000
PA
USD
1571337.78000000
0.049738036976
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.40000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CA8
1210000.00000000
PA
USD
1210159.20000000
0.038305540541
Long
DBT
CORP
NL
N
2
2023-11-13
Floating
6.03075960
N
N
N
N
N
N
PACCAR Financial Corp.
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp.
69371RR32
430000.00000000
PA
USD
387178.01000000
0.012255464371
Long
DBT
CORP
US
N
2
2026-05-11
Fixed
1.10000000
N
N
N
N
N
N
Angi, Inc.
5493003ENY577E6SZL06
Angi, Inc., Class A
00183L102
467.00000000
NS
USD
751.87000000
0.000023799171
Long
EC
CORP
US
N
1
N
N
N
Radius Health, Inc.
549300EV6I2M6E0YVT27
Radius Health, Inc., CVR
750CVR011
294.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
Myers Park CLO Ltd.
N/A
Myers Park CLO Ltd., Series 2018-1A, Class B1
62848FAE2
510000.00000000
PA
USD
503179.77000000
0.015927303680
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-20
Floating
7.27742880
N
N
N
N
N
N
Civitas Resources, Inc.
IIVIHPH28S64K95M2381
Civitas Resources, Inc.
17888H103
3226.00000000
NS
USD
243337.18000000
0.007702426436
Long
EC
CORP
US
N
1
N
N
N
MasTec, Inc.
549300TMDIT8WREDOF45
MasTec, Inc.
576323109
2889.00000000
NS
USD
171722.16000000
0.005435574230
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179UKY7
969888.36000000
PA
USD
890139.25000000
0.028175850854
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
4.50000000
N
N
N
N
N
N
Voyager Therapeutics, Inc.
54930082S4XVR0ZWCC74
Voyager Therapeutics, Inc.
92915B106
2313.00000000
NS
USD
15196.41000000
0.000481016629
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TZ65
324659.88000000
PA
USD
297720.91000000
0.009423851331
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
4.50000000
N
N
N
N
N
N
M&T Equipment Notes
N/A
M&T Equipment Notes, Series 2023-1A, Class A4
551925AC4
1340000.00000000
PA
USD
1316296.47000000
0.041665136121
Long
ABS-O
CORP
US
Y
2
2030-07-15
Fixed
5.75000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CL2
3060000.00000000
PA
USD
2960153.00000000
0.093698631347
Long
DBT
CORP
US
N
2
2025-07-20
Fixed
3.87500000
N
N
N
N
N
N
Enviva, Inc.
549300WH5VXDEFM5KR81
Enviva, Inc.
29415B103
1315.00000000
NS
USD
4760.30000000
0.000150679236
Long
EC
CORP
US
N
1
N
N
Webster Financial Corp.
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp.
947890109
8506.00000000
NS
USD
322972.82000000
0.010223157788
Long
EC
CORP
US
N
1
N
N
Liberty Energy, Inc.
N/A
Liberty Energy, Inc., Class A
53115L104
7326.00000000
NS
USD
144322.20000000
0.004568274887
Long
EC
CORP
US
N
1
N
N
Lindblad Expeditions Holdings, Inc.
549300GSPW24GZE6R597
Lindblad Expeditions Holdings, Inc.
535219109
1037.00000000
NS
USD
6450.14000000
0.000204168260
Long
EC
CORP
US
N
1
N
N
N
Stock Yards Bancorp, Inc.
549300YERP9H5TDIQW16
Stock Yards Bancorp, Inc.
861025104
1643.00000000
NS
USD
64257.73000000
0.002033969647
Long
EC
CORP
US
N
1
N
N
N
Preformed Line Products Co.
549300EYH53XDJID2098
Preformed Line Products Co.
740444104
114.00000000
NS
USD
15429.90000000
0.000488407359
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
52163.00000000
NS
USD
5685245.37000000
0.179956816435
Long
EC
CORP
US
N
1
N
N
N
Hagerty, Inc.
N/A
Hagerty, Inc., Class A
405166109
446.00000000
NS
USD
3443.12000000
0.000108986134
Long
EC
CORP
US
N
1
N
N
N
Amedisys, Inc.
5299001RBS9GK9STN379
Amedisys, Inc.
023436108
1491.00000000
NS
USD
136411.59000000
0.004317877921
Long
EC
CORP
US
N
1
N
N
N
Joby Aviation, Inc.
N/A
Joby Aviation, Inc.
N/A
10006.00000000
NS
USD
52731.62000000
0.001669130150
Long
EC
CORP
US
N
1
N
N
Spok Holdings, Inc.
549300HXXANIVN2ICC89
Spok Holdings, Inc.
84863T106
1287.00000000
NS
USD
19189.17000000
0.000607400686
Long
EC
CORP
US
N
1
N
N
N
Malibu Boats, Inc.
N/A
Malibu Boats, Inc., Class A
56117J100
969.00000000
NS
USD
42267.78000000
0.001337915011
Long
EC
CORP
US
N
1
N
N
N
Harmony Biosciences Holdings, Inc.
N/A
Harmony Biosciences Holdings, Inc.
413197104
1820.00000000
NS
USD
42842.80000000
0.001356116296
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
-43.00000000
NC
USD
-23650.00000000
-0.00074860070
N/A
DIR
US
N
1
CME3681
LCZ7XYGSLJUHFXXNXD88
Put
Written
N/A
3 Month SOFR
250000.00000000
95.37500000
USD
2023-12-15
XXXX
-5715.30000000
N
N
N
Allbirds, Inc.
N/A
Allbirds, Inc., Class A
01675A109
674.00000000
NS
USD
582.87000000
0.000018449762
Long
EC
CORP
US
N
1
N
N
Invesco Mortgage Capital, Inc.
PV3BDP2HFZL2FNXQBL39
Invesco Mortgage Capital, Inc.
46131B704
2865.00000000
NS
USD
19567.95000000
0.000619390326
Long
EC
CORP
US
N
1
N
N
N
Sunnova Energy International, Inc.
549300JK1Y1VVC3JU540
Sunnova Energy International, Inc.
86745K104
5458.00000000
NS
USD
49831.54000000
0.001577333028
Long
EC
CORP
US
N
1
N
N
Green Brick Partners, Inc.
549300R7SCIV7FQI6T56
Green Brick Partners, Inc.
392709101
1302.00000000
NS
USD
50387.40000000
0.001594927835
Long
EC
CORP
US
N
1
N
N
N
Woodward, Inc.
YPYKXXTR8TFDH54ZMB45
Woodward, Inc.
980745103
2770.00000000
NS
USD
345419.00000000
0.010933653612
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WQA9
0.01000000
PA
USD
0.01000000
0.000000000316
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.50000000
N
N
N
N
N
N
Norwegian Cruise Line Holdings Ltd.
N/A
Norwegian Cruise Line Holdings Ltd.
N/A
20002.00000000
NS
USD
272027.20000000
0.008610560443
Long
EC
CORP
BM
N
1
N
N
N/A
N/A
ETRS
N/A
30626.00000000
PA
USD
-20348.48000000
-0.00064409668
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Sovos Brands, Inc.
Sovos Brands, Inc.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
30626.00000000
USD
-20348.48000000
N
N
N
CFK Trust
N/A
CFK Trust, Series 2020-MF2, Class F
12529AAL8
1500000.00000000
PA
USD
1085183.55000000
0.034349647938
Long
ABS-MBS
CORP
US
Y
2
2039-03-15
Variable
3.45750120
N
N
N
N
N
N
Atmus Filtration Technologies, Inc.
N/A
Atmus Filtration Technologies, Inc.
04956D107
96.00000000
NS
USD
1800.96000000
0.000057006339
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp.
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
6270.00000000
NS
USD
3688139.40000000
0.116741808277
Long
EC
CORP
US
N
1
N
N
N
Altair Engineering, Inc.
549300FJ89HZ6GU9S994
Altair Engineering, Inc., Class A
021369103
2481.00000000
NS
USD
154119.72000000
0.004878398794
Long
EC
CORP
US
N
1
N
N
Ocular Therapeutix, Inc.
529900ABAWFXOHSIHG03
Ocular Therapeutix, Inc.
67576A100
2425.00000000
NS
USD
6911.25000000
0.000218763917
Long
EC
CORP
US
N
1
N
N
HBT Financial, Inc.
549300NTXD4Q6UK5BY66
HBT Financial, Inc.
404111106
393.00000000
NS
USD
7074.00000000
0.000223915492
Long
EC
CORP
US
N
1
N
N
N
Shin-Etsu Chemical Co. Ltd.
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co. Ltd.
N/A
164700.00000000
NS
4928546.03000000
0.156004780003
Long
EC
CORP
JP
N
2
N
N
N
First Hawaiian, Inc.
5493002DJSH46F5OLV06
First Hawaiian, Inc.
32051X108
7610.00000000
NS
USD
136447.30000000
0.004319008261
Long
EC
CORP
US
N
1
N
N
Select Water Solutions, Inc.
54930094OK8LA3QDW486
Select Water Solutions, Inc., Class A
81617J301
2606.00000000
NS
USD
19388.64000000
0.000613714572
Long
EC
CORP
US
N
1
N
N
N
MP Materials Corp.
N/A
MP Materials Corp.
553368101
5033.00000000
NS
USD
82541.20000000
0.002612701934
Long
EC
CORP
US
N
1
N
N
Acrivon Therapeutics, Inc.
N/A
Acrivon Therapeutics, Inc.
004890109
80.00000000
NS
USD
419.20000000
0.000013269066
Long
EC
CORP
US
N
1
N
N
N
Erasca, Inc.
N/A
Erasca, Inc.
29479A108
5127.00000000
NS
USD
11843.37000000
0.000374881825
Long
EC
CORP
US
N
1
N
N
ChargePoint Holdings, Inc.
254900DVN9TAC2GIPG25
ChargePoint Holdings, Inc.
15961R105
13048.00000000
NS
USD
33141.92000000
0.001049051364
Long
EC
CORP
US
N
1
N
N
Ramaco Resources, Inc.
5493001BYUI4TCQOPF70
Ramaco Resources, Inc., Class A
75134P600
141.00000000
NS
USD
1660.98000000
0.000052575509
Long
EC
CORP
US
N
1
N
N
N
Quanex Building Products Corp.
5493000TL30VL5WOAW87
Quanex Building Products Corp.
747619104
1316.00000000
NS
USD
35334.60000000
0.001118456937
Long
EC
CORP
US
N
1
N
N
N
BioVie, Inc.
N/A
BioVie, Inc., Class A
09074F207
73.00000000
NS
USD
318.28000000
0.000010074614
Long
EC
CORP
US
N
1
N
N
Mitsui Chemicals, Inc.
353800H2UB5ZEZRZQC02
Mitsui Chemicals, Inc.
N/A
126900.00000000
NS
3189206.56000000
0.100948933975
Long
EC
CORP
JP
N
2
N
N
N
Frontline plc
5493004BCIKYU1YL3H63
Frontline plc
N/A
848.00000000
NS
USD
18868.00000000
0.000597234594
Long
EC
CORP
CY
N
1
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
8424C0A42
4100000.00000000
PA
USD
4056671.20000000
0.128407058440
Long
STIV
CORP
US
Y
2
2024-01-04
None
0.00000000
N
N
N
N
N
N
Haverty Furniture Cos., Inc.
529900CVFMMIRXZVPD70
Haverty Furniture Cos., Inc.
419596101
704.00000000
NS
USD
18339.20000000
0.000580496325
Long
EC
CORP
US
N
1
N
N
N
Progyny, Inc.
N/A
Progyny, Inc.
74340E103
3576.00000000
NS
USD
110355.36000000
0.003493112076
Long
EC
CORP
US
N
1
N
N
N
Fortune Brands Innovations, Inc.
54930032LHW54PQUJD44
Fortune Brands Innovations, Inc.
34964C106
6001.00000000
NS
USD
334855.80000000
0.010599293400
Long
EC
CORP
US
N
1
N
N
N
Emergent BioSolutions, Inc.
549300YW6TUOX8BE5103
Emergent BioSolutions, Inc.
29089Q105
3356.00000000
NS
USD
7014.04000000
0.000222017560
Long
EC
CORP
US
N
1
N
N
N
Rallybio Corp.
N/A
Rallybio Corp.
75120L100
95.00000000
NS
USD
399.00000000
0.000012629669
Long
EC
CORP
US
N
1
N
N
Ribbon Communications, Inc.
549300L1E8Z8RL7CUL52
Ribbon Communications, Inc.
762544104
3326.00000000
NS
USD
6252.88000000
0.000197924329
Long
EC
CORP
US
N
1
N
N
Advantage Solutions, Inc.
N/A
Advantage Solutions, Inc.
00791N102
3395.00000000
NS
USD
7808.50000000
0.000247164846
Long
EC
CORP
US
N
1
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130H105
31219.00000000
NS
USD
465163.10000000
0.014723950357
Long
EC
CORP
US
N
1
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077VZE1
8450000.00000000
PA
USD
8391978.58000000
0.265633873397
Long
STIV
CORP
CA
Y
2
2023-12-14
None
0.00000000
N
N
N
N
N
N
Rambus, Inc.
2549000211GDCQSLV833
Rambus, Inc.
750917106
5081.00000000
NS
USD
276050.73000000
0.008737918473
Long
EC
CORP
US
N
1
N
N
N
Aclaris Therapeutics, Inc.
5493000B2LQ9QTW1DF52
Aclaris Therapeutics, Inc.
00461U105
4117.00000000
NS
USD
20502.66000000
0.000648976989
Long
EC
CORP
US
N
1
N
N
LendingTree, Inc.
549300ISY5YHUJZTON08
LendingTree, Inc.
52603B107
779.00000000
NS
USD
10306.17000000
0.000326224361
Long
EC
CORP
US
N
1
N
N
N
FARO Technologies, Inc.
529900MFEFNOFP3YR823
FARO Technologies, Inc.
311642102
704.00000000
NS
USD
9060.48000000
0.000286794154
Long
EC
CORP
US
N
1
N
N
N
Provident Financial Services, Inc.
529900JOSO3SXEDVE477
Provident Financial Services, Inc.
74386T105
1296.00000000
NS
USD
18208.80000000
0.000576368734
Long
EC
CORP
US
N
1
N
N
N
Phreesia, Inc.
5493000HHF8NU4QOCG53
Phreesia, Inc.
71944F106
3005.00000000
NS
USD
41048.30000000
0.001299314437
Long
EC
CORP
US
N
1
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377508
10828.00000000
NS
USD
458890.64000000
0.014525406256
Long
EC
CORP
US
N
1
N
N
American Equity Investment Life Holding Co.
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676206
3665.00000000
NS
USD
194098.40000000
0.006143856221
Long
EC
CORP
US
N
1
N
N
N
Toast, Inc.
549300TN1PZNLCD4I551
Toast, Inc., Class A
888787108
16776.00000000
NS
USD
268248.24000000
0.008490943863
Long
EC
CORP
US
N
1
N
N
Inovio Pharmaceuticals, Inc.
529900B9W875XDZXTM97
Inovio Pharmaceuticals, Inc.
45773H201
1539.00000000
NS
USD
560.66000000
0.000017746743
Long
EC
CORP
US
N
1
N
N
N
Mosaic Co. (The)
2YD5STGSJNMUB7H76907
Mosaic Co. (The)
61945C103
15533.00000000
NS
USD
504511.84000000
0.015969468100
Long
EC
CORP
US
N
1
N
N
N
Achillion Pharmaceuticals, Inc.
529900LZPJ796VSWZM38
Achillion Pharmaceuticals, Inc., CVR
004CVR031
5788.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
Xponential Fitness, Inc.
N/A
Xponential Fitness, Inc., Class A
98422X101
318.00000000
NS
USD
4537.86000000
0.000143638275
Long
EC
CORP
US
N
1
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DQE51
95469.68000000
PA
USD
90638.05000000
0.002868994012
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.50000000
N
N
N
N
N
N
EnPro Industries, Inc.
549300Y5CFT2LKCFDN54
EnPro Industries, Inc.
29355X107
988.00000000
NS
USD
109727.28000000
0.003473231267
Long
EC
CORP
US
N
1
N
N
Whole Earth Brands, Inc.
254900OFCJ8P8RM9SL35
Whole Earth Brands, Inc.
96684W100
176.00000000
NS
USD
623.04000000
0.000019721276
Long
EC
CORP
US
N
1
N
N
N
PRA Group, Inc.
549300Q5HW3JSSB86K27
PRA Group, Inc.
69354N106
886.00000000
NS
USD
10906.66000000
0.000345231856
Long
EC
CORP
US
N
1
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135B101
25596.00000000
NS
USD
1765612.08000000
0.055887461014
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027X100
21721.00000000
NS
USD
3870464.99000000
0.122513016131
Long
EC
CORP
US
N
1
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAQ8
650000.00000000
PA
USD
566527.55000000
0.017932470401
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
1.67300000
N
N
N
N
N
N
Civeo Corp.
254900H0BM0N0O4MSY43
Civeo Corp.
17878Y207
78.00000000
NS
USD
1560.00000000
0.000049379158
Long
EC
CORP
CA
N
1
N
N
N
Unifi, Inc.
549300MW5LPO0M2LNO04
Unifi, Inc.
904677200
93.00000000
NS
USD
624.96000000
0.000019782050
Long
EC
CORP
US
N
1
N
N
N
M&T Bank Corp.
549300WYXDDBYRASEG81
M&T Bank Corp.
55261F104
7928.00000000
NS
USD
893882.00000000
0.028294321268
Long
EC
CORP
US
N
1
N
N
N
BX Trust
N/A
BX Trust, Series 2021-BXMF, Class A
05609RAA2
1229389.31000000
PA
USD
1200120.75000000
0.037987790403
Long
ABS-MBS
CORP
US
Y
2
2026-10-15
Floating
6.08441040
N
N
N
N
N
N
MicroVision, Inc.
5299001A8NIHHA9KOY43
MicroVision, Inc.
594960304
5582.00000000
NS
USD
10549.98000000
0.000333941754
Long
EC
CORP
US
N
1
N
N
ACM Research, Inc.
549300MCTENUWL2GJL61
ACM Research, Inc., Class A
00108J109
1559.00000000
NS
USD
21202.40000000
0.000671126073
Long
EC
CORP
US
N
1
N
N
N
Expro Group Holdings NV
724500LJYA8QIT73H017
Expro Group Holdings NV
N/A
3788.00000000
NS
USD
59661.00000000
0.001888467942
Long
EC
CORP
NL
N
1
N
N
N
Cencora, Inc.
AI8GXW8LG5WK7E9UD086
Cencora, Inc.
03073E105
8291.00000000
NS
USD
1535078.65000000
0.048590315607
Long
EC
CORP
US
N
1
N
N
N
Neuberger Berman Loan Advisers CLO 29 Ltd.
549300BLCSV170UP8R47
Neuberger Berman Loan Advisers CLO 29 Ltd., Series 2018-29A, Class A1
64130XAA4
283333.00000000
PA
USD
282663.48000000
0.008947233878
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-19
Floating
6.78841920
N
N
N
N
N
N
J Jill, Inc.
529900I19PJIF8MIDL12
J Jill, Inc.
46620W201
302.00000000
NS
USD
8652.30000000
0.000273873907
Long
EC
CORP
US
N
1
N
N
N/A
N/A
ETRS
N/A
14824.00000000
PA
USD
-10743.79000000
-0.00034007648
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Albertsons Cos., Inc.
Albertsons Cos., Inc.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
14824.00000000
USD
-10743.79000000
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370860
181932.00000000
NS
USD
1773837.00000000
0.056147806931
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ABU83
85926.21000000
PA
USD
71186.87000000
0.002253299842
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
3.00000000
N
N
N
N
N
N
Scotts Miracle-Gro Co. (The)
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co. (The)
810186106
1938.00000000
NS
USD
86124.72000000
0.002726132192
Long
EC
CORP
US
N
1
N
N
Willdan Group, Inc.
529900YQO0LF5VAEKN05
Willdan Group, Inc.
96924N100
438.00000000
NS
USD
7726.32000000
0.000244563578
Long
EC
CORP
US
N
1
N
N
N
MoonLake Immunotherapeutics
N/A
MoonLake Immunotherapeutics, Class A
61559X104
232.00000000
NS
USD
12019.92000000
0.000380470216
Long
EC
CORP
KY
N
1
N
N
Ennis, Inc.
N/A
Ennis, Inc.
293389102
1000.00000000
NS
USD
21360.00000000
0.000676114635
Long
EC
CORP
US
N
1
N
N
N
Avient Corp.
SM8L9RZYIB34LNTWO040
Avient Corp.
05368V106
4038.00000000
NS
USD
127681.56000000
0.004041543602
Long
EC
CORP
US
N
1
N
N
N
Tellurian, Inc.
254900ZYXZHH5MQG6H78
Tellurian, Inc.
87968A104
30435.00000000
NS
USD
21000.15000000
0.000664724192
Long
EC
CORP
US
N
1
N
N
Oil States International, Inc.
5493004TF4KQJGMYL777
Oil States International, Inc.
678026105
2269.00000000
NS
USD
16472.94000000
0.000521423025
Long
EC
CORP
US
N
1
N
N
N
Neuberger Berman Loan Advisers CLO 40 Ltd.
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO 40 Ltd., Series 2021-40A, Class A
64134JAA1
350000.00000000
PA
USD
348190.85000000
0.011021391830
Long
ABS-CBDO
CORP
KY
Y
2
2033-04-16
Floating
6.71547960
N
N
N
N
N
N
TransMedics Group, Inc.
549300060GVOSMWARH50
TransMedics Group, Inc.
89377M109
1467.00000000
NS
USD
54983.16000000
0.001740398837
Long
EC
CORP
US
N
1
N
N
Dorian LPG Ltd.
549300WP1W2WGMC7F395
Dorian LPG Ltd.
N/A
1506.00000000
NS
USD
48146.82000000
0.001524006069
Long
EC
CORP
MH
N
1
N
N
Valley National Bancorp
549300ET52S1UBIB9762
Valley National Bancorp
919794107
21027.00000000
NS
USD
163590.06000000
0.005178166373
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
TOPIX Index
N/A
-682.00000000
NC
3227780.14000000
0.102169915341
N/A
DE
JP
N
1
Japan Securities Clearing
549300JHM7D8P3TS4S86
Short
TOPIX Index
JP9010100007
2023-12-07
-15372280000.00000000
JPY
3227780.14000000
N
N
N
Genius Sports Ltd.
N/A
Genius Sports Ltd.
N/A
671.00000000
NS
USD
3274.48000000
0.000103648120
Long
EC
CORP
GG
N
1
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust, Series 2017-1, Class M1
35563PAS8
615031.53000000
PA
USD
608615.71000000
0.019264699846
Long
ABS-MBS
CORP
US
Y
2
2056-01-25
Variable
3.99999960
N
N
N
N
N
N
Camping World Holdings, Inc.
549300E828QQI7MWI432
Camping World Holdings, Inc., Class A
13462K109
1807.00000000
NS
USD
30267.25000000
0.000958058552
Long
EC
CORP
US
N
1
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust, Series 2021-A, Class A2A1
78448YAB7
1414511.60000000
PA
USD
1385514.11000000
0.043856103322
Long
ABS-O
CORP
US
Y
2
2053-01-15
Floating
6.17897880
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
11393.00000000
NS
USD
5179713.52000000
0.163955061645
Long
EC
CORP
US
N
1
N
N
N
Gibraltar Industries, Inc.
N/A
Gibraltar Industries, Inc.
374689107
1608.00000000
NS
USD
97862.88000000
0.003097683773
Long
EC
CORP
US
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CF1
290000.00000000
PA
USD
271676.57000000
0.008599461844
Long
DBT
CORP
US
N
2
2027-04-13
Fixed
3.30000000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189T107
30213.00000000
NS
USD
812125.44000000
0.025706455784
Long
EC
CORP
US
N
1
N
N
N
MaxLinear, Inc.
549300EMOI0SM2IY4F64
MaxLinear, Inc., Class A
57776J100
3485.00000000
NS
USD
52972.00000000
0.001676738972
Long
EC
CORP
US
N
1
N
N
Barnes Group, Inc.
G1MSYD2DQZX30V5DMX12
Barnes Group, Inc.
067806109
2513.00000000
NS
USD
52245.27000000
0.001653735564
Long
EC
CORP
US
N
1
N
N
N
Buckle, Inc. (The)
5299007IU0461T3GDL34
Buckle, Inc. (The)
118440106
1729.00000000
NS
USD
58388.33000000
0.001848183728
Long
EC
CORP
US
N
1
N
N
Outset Medical, Inc.
N/A
Outset Medical, Inc.
690145107
2985.00000000
NS
USD
10566.90000000
0.000334477328
Long
EC
CORP
US
N
1
N
N
N
N-able, Inc.
N/A
N-able, Inc.
62878D100
2703.00000000
NS
USD
35030.88000000
0.001108843195
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610105
23674.00000000
NS
USD
554681.82000000
0.017557513874
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TXV2
110447.05000000
PA
USD
98719.62000000
0.003124802427
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
4.00000000
N
N
N
N
N
N
RLJ Lodging Trust
N/A
RLJ Lodging Trust
74965L101
7230.00000000
NS
USD
67962.00000000
0.002151222042
Long
EC
CORP
US
N
1
N
N
N
Desktop Metal, Inc.
254900C3ZY0EFO5PGJ27
Desktop Metal, Inc., Class A
25058X105
12294.00000000
NS
USD
10651.52000000
0.000337155831
Long
EC
CORP
US
N
1
N
N
Flowserve Corp.
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34354P105
6161.00000000
NS
USD
226231.92000000
0.007160988391
Long
EC
CORP
US
N
1
N
N
N
ProFrac Holding Corp.
N/A
ProFrac Holding Corp., Class A
74319N100
142.00000000
NS
USD
1337.64000000
0.000042340729
Long
EC
CORP
US
N
1
N
N
Berry Global Group, Inc.
549300G6KKUMMXM8NH73
Berry Global Group, Inc.
08579W103
5414.00000000
NS
USD
297770.00000000
0.009425405192
Long
EC
CORP
US
N
1
N
N
Home BancShares, Inc.
N/A
Home BancShares, Inc.
436893200
9992.00000000
NS
USD
204336.40000000
0.006467922777
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XKGX2
118820.40000000
PA
USD
106215.38000000
0.003362068019
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.50000000
N
N
N
N
N
N
Inmode Ltd.
984500DD95A35E9BD358
Inmode Ltd.
N/A
3118.00000000
NS
USD
59553.80000000
0.001885074707
Long
EC
CORP
IL
N
1
N
N
N
Carriage Services, Inc.
N/A
Carriage Services, Inc., Class A
143905107
696.00000000
NS
USD
15033.60000000
0.000475863154
Long
EC
CORP
US
N
1
N
N
N
Enterprise Bancorp, Inc.
N/A
Enterprise Bancorp, Inc.
293668109
410.00000000
NS
USD
10787.10000000
0.000341447386
Long
EC
CORP
US
N
1
N
N
N
Fastly, Inc.
549300E2FZC83FJ3H565
Fastly, Inc., Class A
31188V100
5093.00000000
NS
USD
74714.31000000
0.002364954983
Long
EC
CORP
US
N
1
N
N
N
Chase Corp.
N/A
Chase Corp.
16150R104
294.00000000
NS
USD
37355.64000000
0.001182429536
Long
EC
CORP
US
N
1
N
N
N
Vail Resorts, Inc.
529900PSZHRNU9HKH870
Vail Resorts, Inc.
91879Q109
2455.00000000
NS
USD
521073.75000000
0.016493707320
Long
EC
CORP
US
N
1
N
N
N
Eastman Chemical Co.
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co.
277432100
8391.00000000
NS
USD
627059.43000000
0.019848504575
Long
EC
CORP
US
N
1
N
N
N
Brixmor Property Group, Inc.
5299007UXW6Y0W2EGZ95
Brixmor Property Group, Inc.
11120U105
13756.00000000
NS
USD
285987.24000000
0.009052441874
Long
EC
CORP
US
N
1
N
N
N
StoneX Group, Inc.
549300JUF07L8VF02M60
StoneX Group, Inc.
861896108
1054.00000000
NS
USD
100467.28000000
0.003180121646
Long
EC
CORP
US
N
1
N
N
N
Cable One, Inc.
549300648QS85T0XSH18
Cable One, Inc.
12685J105
250.00000000
NS
USD
137467.50000000
0.004351300964
Long
EC
CORP
US
N
1
N
N
N
South Plains Financial, Inc.
549300SNEBP48642N493
South Plains Financial, Inc.
83946P107
437.00000000
NS
USD
11720.34000000
0.000370987518
Long
EC
CORP
US
N
1
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156109
4007.00000000
NS
USD
613271.35000000
0.019412066247
Long
EC
CORP
US
N
1
N
N
N
Ferguson plc
213800DU1LGY3R2S2X42
Ferguson plc
N/A
9452.00000000
NS
USD
1419690.40000000
0.044937895918
Long
EC
CORP
JE
N
1
N
N
N
Ivanhoe Electric, Inc.
N/A
Ivanhoe Electric, Inc.
46578C108
1320.00000000
NS
USD
13516.80000000
0.000427851418
Long
EC
CORP
US
N
1
N
N
374Water, Inc.
N/A
374Water, Inc.
88583P104
4288.00000000
NS
USD
7375.36000000
0.000233454533
Long
EC
CORP
US
N
1
N
N
FTAI Aviation Ltd.
N/A
FTAI Aviation Ltd.
N/A
5287.00000000
NS
USD
198844.07000000
0.006294072370
Long
EC
CORP
KY
N
1
N
N
Burlington Stores, Inc.
5299003Z37DVGKKC1W09
Burlington Stores, Inc.
122017106
3050.00000000
NS
USD
369141.50000000
0.011684549184
Long
EC
CORP
US
N
1
N
N
N
Alkami Technology, Inc.
N/A
Alkami Technology, Inc.
01644J108
219.00000000
NS
USD
3931.05000000
0.000124430732
Long
EC
CORP
US
N
1
N
N
N
Metropolitan Bank Holding Corp.
N/A
Metropolitan Bank Holding Corp.
591774104
261.00000000
NS
USD
8459.01000000
0.000267755639
Long
EC
CORP
US
N
1
N
N
EMCOR Group, Inc.
529900X0SQJB2J7YDU43
EMCOR Group, Inc.
29084Q100
2212.00000000
NS
USD
457109.80000000
0.014469036781
Long
EC
CORP
US
N
1
N
N
N
Harley-Davidson Financial Services, Inc.
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services, Inc.
41282KZB7
9350000.00000000
PA
USD
9284755.70000000
0.293893221560
Long
STIV
CORP
US
Y
2
2023-12-11
None
0.00000000
N
N
N
N
N
N
Tri Pointe Homes, Inc.
N/A
Tri Pointe Homes, Inc.
87265H109
4503.00000000
NS
USD
112845.18000000
0.003571923113
Long
EC
CORP
US
N
1
N
N
N
Booz Allen Hamilton Holding Corp.
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp.
099502106
5792.00000000
NS
USD
694634.56000000
0.021987480903
Long
EC
CORP
US
N
1
N
N
N
V2X, Inc.
N/A
V2X, Inc.
92242T101
455.00000000
NS
USD
23236.85000000
0.000735523144
Long
EC
CORP
US
N
1
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
42270.00000000
NS
USD
6002762.70000000
0.190007289924
Long
EC
CORP
US
N
1
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272W109
3233.00000000
NS
USD
102098.14000000
0.003231743758
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179UQ70
160683.41000000
PA
USD
151487.60000000
0.004795083492
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TU2
100000.00000000
PA
USD
89187.50000000
0.002823079308
Long
DBT
UST
US
N
2
2043-08-15
Fixed
4.37500000
N
N
N
N
N
N
Perpetua Resources Corp.
529900BQBMS383SEPY05
Perpetua Resources Corp.
714266103
2879.00000000
NS
USD
10393.19000000
0.000328978832
Long
EC
CORP
CA
N
1
N
N
N
Limoneira Co.
549300UCPZVJGYHI7550
Limoneira Co.
532746104
1260.00000000
NS
USD
18005.40000000
0.000569930451
Long
EC
CORP
US
N
1
N
N
N
Cutera, Inc.
529900NPKPEWJWR21Z42
Cutera, Inc.
232109108
680.00000000
NS
USD
2114.80000000
0.000066940413
Long
EC
CORP
US
N
1
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBE3
540000.00000000
PA
USD
542544.30000000
0.017173321228
Long
DBT
CORP
LU
N
2
2027-11-29
Fixed
6.55000000
N
N
N
N
N
Tyra Biosciences, Inc.
N/A
Tyra Biosciences, Inc.
90240B106
105.00000000
NS
USD
1218.00000000
0.000038553727
Long
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475BQ7
1460000.00000000
PA
USD
1440640.14000000
0.045601024467
Long
DBT
CORP
US
N
2
2026-06-12
Variable
5.81200000
N
N
N
N
N
N
Copa Holdings SA
529900BB9UQJV6QQHA59
Copa Holdings SA, Class A
N/A
169.00000000
NS
USD
13798.85000000
0.000436779233
Long
EC
CORP
PA
N
1
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284V101
12987.00000000
NS
USD
767142.09000000
0.024282584002
Long
EC
CORP
US
N
1
N
N
N
Home Bancorp, Inc.
N/A
Home Bancorp, Inc.
43689E107
325.00000000
NS
USD
11137.75000000
0.000352546618
Long
EC
CORP
US
N
1
N
N
N
Pediatrix Medical Group, Inc.
N/A
Pediatrix Medical Group, Inc.
58502B106
4382.00000000
NS
USD
50217.72000000
0.001589556902
Long
EC
CORP
US
N
1
N
N
N
Clarivate plc
549300WDHIIODXFO0R55
Clarivate plc
N/A
21748.00000000
NS
USD
138752.24000000
0.004391967234
Long
EC
CORP
JE
N
1
N
N
N
Thryv Holdings, Inc.
N/A
Thryv Holdings, Inc.
886029206
2384.00000000
NS
USD
41553.12000000
0.001315293659
Long
EC
CORP
US
N
1
N
N
N
Moderna, Inc.
549300EI6OKH5K5Q2G38
Moderna, Inc.
60770K107
15798.00000000
NS
USD
1200016.08000000
0.037984477251
Long
EC
CORP
US
N
1
N
N
N
Arch Resources, Inc.
W47HVZ7Q6FXL86RELH91
Arch Resources, Inc.
03940R107
736.00000000
NS
USD
111010.88000000
0.003513861452
Long
EC
CORP
US
N
1
N
N
N
Movado Group, Inc.
549300WCGCGPWGHVXM59
Movado Group, Inc.
624580106
674.00000000
NS
USD
18777.64000000
0.000594374401
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBS8
240000.00000000
PA
USD
238871.76000000
0.007561081126
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.74900000
N
N
N
N
N
N
Salesforce, Inc.
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466L302
44241.00000000
NS
USD
8884920.03000000
0.281237100392
Long
EC
CORP
US
N
1
N
N
N
Dycom Industries, Inc.
549300F56EKTHQI3WT60
Dycom Industries, Inc.
267475101
1324.00000000
NS
USD
112778.32000000
0.003569806773
Long
EC
CORP
US
N
1
N
N
N
SITE Centers Corp.
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp.
82981J109
9231.00000000
NS
USD
107633.46000000
0.003406954940
Long
EC
CORP
US
N
1
N
N
N
FFCB
254900C5LP6DN9OP9V83
FFCB
3133ENJ84
1860000.00000000
PA
USD
1827480.32000000
0.057845795402
Long
DBT
USGA
US
N
2
2024-08-26
Fixed
3.37500000
N
N
N
N
N
N
SLM Corp.
N/A
SLM Corp.
78442P106
12452.00000000
NS
USD
161876.00000000
0.005123910705
Long
EC
CORP
US
N
1
N
N
N
Evolution Petroleum Corp.
549300P9ZXGJZ6SSM116
Evolution Petroleum Corp.
30049A107
2270.00000000
NS
USD
14596.10000000
0.000462014832
Long
EC
CORP
US
N
1
N
N
QIAGEN NV
54930036WK3GMCN17Z57
QIAGEN NV
N/A
9154.00000000
NS
USD
342634.22000000
0.010845506116
Long
EC
CORP
NL
N
1
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp., Class A
00912X302
4563.00000000
NS
USD
158016.69000000
0.005001750782
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
9815.00000000
PA
USD
-22362.21000000
-0.00070783789
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
PNM Resources, Inc.
PNM Resources, Inc.
Y
2024-04-17
0.00000000
USD
0.00000000
USD
9815.00000000
USD
-22362.21000000
N
N
N
Chewy, Inc.
254900NPQSTG9I422879
Chewy, Inc., Class A
16679L109
683.00000000
NS
USD
13202.39000000
0.000417899302
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620M106
27983.00000000
NS
USD
1374245.13000000
0.043499402840
Long
EC
CORP
US
N
1
N
N
N
Andersons, Inc. (The)
L38MWB8MVRFV7HVJPU11
Andersons, Inc. (The)
034164103
1815.00000000
NS
USD
90985.95000000
0.002880006197
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage, Inc.
N/A
Extra Space Storage, Inc.
30225T102
9807.00000000
NS
USD
1015907.13000000
0.032156820156
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XGY52
265337.97000000
PA
USD
205286.40000000
0.006497993419
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
Garmin Ltd.
2549001E0HIPIJQ0W046
Garmin Ltd.
N/A
7279.00000000
NS
USD
746315.87000000
0.023623365269
Long
EC
CORP
CH
N
1
N
N
N
Customers Bancorp, Inc.
549300WLBCHYKZ53FN68
Customers Bancorp, Inc.
23204G100
546.00000000
NS
USD
21954.66000000
0.000694937590
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust, Series 2017-6, Class A1
89175JAA8
0.06070000
PA
USD
0.06000000
0.000000001899
Long
ABS-MBS
CORP
US
Y
2
2057-10-25
Variable
2.75000040
N
N
N
N
N
N
Morgan Stanley Home Equity Loan Trust
N/A
Morgan Stanley Home Equity Loan Trust, Series 2006-2, Class A4
61744CYP5
357150.28000000
PA
USD
350083.31000000
0.011081294448
Long
ABS-O
CORP
US
N
2
2036-02-25
Floating
5.99892120
N
N
N
N
N
N
Nuvectis Pharma, Inc.
N/A
Nuvectis Pharma, Inc.
67080T108
454.00000000
NS
USD
4063.30000000
0.000128616881
Long
EC
CORP
US
N
1
N
N
N
SoundHound AI, Inc.
N/A
SoundHound AI, Inc., Class A
836100107
10265.00000000
NS
USD
16321.35000000
0.000516624700
Long
EC
CORP
US
N
1
N
N
N/A
N/A
TOPIX Index
N/A
45.00000000
NC
-318636.98000000
-0.01008591411
N/A
DE
JP
N
1
Japan Securities Clearing
549300JHM7D8P3TS4S86
Long
TOPIX Index
JP9010100007
2023-12-07
1014300000.00000000
JPY
-318636.98000000
N
N
N
DR Horton, Inc.
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331A109
13946.00000000
NS
USD
1455962.40000000
0.046086024665
Long
EC
CORP
US
N
1
N
N
N
Dynavax Technologies Corp.
549300T5URIXWDILX594
Dynavax Technologies Corp.
268158201
7174.00000000
NS
USD
101942.54000000
0.003226818503
Long
EC
CORP
US
N
1
N
N
N
Akebia Therapeutics, Inc.
549300CBQEHMKEEGNX42
Akebia Therapeutics, Inc.
00972D105
980.00000000
NS
USD
862.40000000
0.000027297811
Long
EC
CORP
US
N
1
N
N
Sirius XM Holdings, Inc.
54930055RWDMVXAGZK98
Sirius XM Holdings, Inc.
82968B103
30787.00000000
NS
USD
131768.36000000
0.004170904337
Long
EC
CORP
US
N
1
N
N
Kratos Defense & Security Solutions, Inc.
5493000EKBN0UY1F3F88
Kratos Defense & Security Solutions, Inc.
50077B207
5998.00000000
NS
USD
102265.90000000
0.003237053916
Long
EC
CORP
US
N
1
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc., Class A
98138H101
9242.00000000
NS
USD
1956623.82000000
0.061933614240
Long
EC
CORP
US
N
1
N
N
N
MiMedx Group, Inc.
N/A
MiMedx Group, Inc.
602496101
4059.00000000
NS
USD
26627.04000000
0.000842833868
Long
EC
CORP
US
N
1
N
N
N
Tenaya Therapeutics, Inc.
N/A
Tenaya Therapeutics, Inc.
87990A106
242.00000000
NS
USD
440.44000000
0.000013941382
Long
EC
CORP
US
N
1
N
N
N
Align Technology, Inc.
549300N5YSE0U3LCP840
Align Technology, Inc.
016255101
3473.00000000
NS
USD
641081.07000000
0.020292335849
Long
EC
CORP
US
N
1
N
N
N
CCC Intelligent Solutions Holdings, Inc.
N/A
CCC Intelligent Solutions Holdings, Inc.
12510Q100
8670.00000000
NS
USD
93375.90000000
0.002955656018
Long
EC
CORP
US
N
1
N
N
N
Alkermes plc
N/A
Alkermes plc
N/A
7762.00000000
NS
USD
187762.78000000
0.005943312897
Long
EC
CORP
IE
N
1
N
N
N
Victoria's Secret & Co.
5493006T3O70U3UWVF17
Victoria's Secret & Co.
926400102
3615.00000000
NS
USD
64636.20000000
0.002045949474
Long
EC
CORP
US
N
1
N
N
N
Compass Minerals International, Inc.
2549008X9G8XP7YJGC47
Compass Minerals International, Inc.
20451N101
1313.00000000
NS
USD
32352.32000000
0.001024057913
Long
EC
CORP
US
N
1
N
N
N
AngioDynamics, Inc.
549300W3VKC5ZKMO8C28
AngioDynamics, Inc.
03475V101
1468.00000000
NS
USD
9101.60000000
0.000288095737
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAN2
710000.00000000
PA
USD
695455.78000000
0.022013475231
Long
DBT
CORP
US
N
2
2027-06-08
Variable
6.04700000
N
N
N
N
N
N
N/A
N/A
ETRS
N/A
3165.00000000
PA
USD
689.43000000
0.000021822739
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
NEOGAMES SA
NEOGAMES SA
Y
2024-04-17
0.00000000
USD
0.00000000
USD
3165.00000000
USD
689.43000000
N
N
N
Veracyte, Inc.
529900ESWZRHXOW27Z37
Veracyte, Inc.
92337F107
3424.00000000
NS
USD
70945.28000000
0.002245652720
Long
EC
CORP
US
N
1
N
N
Fennec Pharmaceuticals, Inc.
5299003IE70ITO2CBM73
Fennec Pharmaceuticals, Inc.
31447P100
1203.00000000
NS
USD
8276.64000000
0.000261983025
Long
EC
CORP
CA
N
1
N
N
N
Piper Sandler Cos.
QUQDBTUSOAKFEVMRMF78
Piper Sandler Cos.
724078100
1128.00000000
NS
USD
157750.80000000
0.004993334484
Long
EC
CORP
US
N
1
N
N
N
National Fuel Gas Co.
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co.
636180101
4043.00000000
NS
USD
205990.85000000
0.006520291591
Long
EC
CORP
US
N
1
N
N
Sensata Technologies Holding plc
529900MS7KFYCY9MS037
Sensata Technologies Holding plc
N/A
6991.00000000
NS
USD
222873.08000000
0.007054669998
Long
EC
CORP
GB
N
1
N
N
Stagwell, Inc.
549300KIYTU6J3NYJ009
Stagwell, Inc., Class A
85256A109
2959.00000000
NS
USD
12191.08000000
0.000385887996
Long
EC
CORP
US
N
1
N
N
PRKCM Trust
N/A
PRKCM Trust, Series 2021-AFC2, Class A1
69361JAA4
0.02000000
PA
USD
0.02000000
0.000000000633
Long
ABS-MBS
CORP
US
Y
2
2056-11-25
Variable
2.07100080
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2022-AHP, Class A
05610FAA5
2000000.00000000
PA
USD
1950671.20000000
0.061745194132
Long
ABS-MBS
CORP
US
Y
2
2039-01-17
Floating
6.32450160
N
N
N
N
N
N
Ranpak Holdings Corp.
5493000Z9EZR9DCYOO86
Ranpak Holdings Corp., Class A
75321W103
2554.00000000
NS
USD
8070.64000000
0.000255462444
Long
EC
CORP
US
N
1
N
N
N
Lamar Advertising Co.
529900Y8WW4MKVPTB543
Lamar Advertising Co., Class A
512816109
4059.00000000
NS
USD
333933.93000000
0.010570113166
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCT6
270000.00000000
PA
USD
252223.16000000
0.007983697087
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
Skechers USA, Inc.
529900D2R54KZPA4XR56
Skechers USA, Inc., Class A
830566105
6439.00000000
NS
USD
310488.58000000
0.009827990308
Long
EC
CORP
US
N
1
N
N
N
Envista Holdings Corp.
549300BX623VURJZ5269
Envista Holdings Corp.
29415F104
7678.00000000
NS
USD
178667.06000000
0.005655403281
Long
EC
CORP
US
N
1
N
N
National Storage Affiliates Trust
529900FS06O8GOYNR108
National Storage Affiliates Trust
637870106
3393.00000000
NS
USD
96768.36000000
0.003063038596
Long
EC
CORP
US
N
1
N
N
N
Graham Holdings Co.
529900BOSCEEEMAFQJ29
Graham Holdings Co., Class B
384637104
218.00000000
NS
USD
126160.96000000
0.003993411584
Long
EC
CORP
US
N
1
N
N
N
Gritstone bio, Inc.
5493003TER6KY3MUVY84
Gritstone bio, Inc.
39868T105
6320.00000000
NS
USD
12008.00000000
0.000380092909
Long
EC
CORP
US
N
1
N
N
Valaris Ltd.
N/A
Valaris Ltd.
N/A
2955.00000000
NS
USD
195148.20000000
0.006177085863
Long
EC
CORP
BM
N
1
N
N
N
CWABS, Inc. Asset-Backed Certificates Trust
N/A
CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-6, Class 1A1
126673AW2
706843.46000000
PA
USD
672637.75000000
0.021291209125
Long
ABS-O
CORP
US
N
2
2034-12-25
Floating
5.97891960
N
N
N
N
N
N
Noble Corp. plc
549300I3HBUNXO0OG954
Noble Corp. plc
N/A
5036.00000000
NS
USD
235130.84000000
0.007442668637
Long
EC
CORP
GB
N
1
N
N
N
H&R Block, Inc.
549300CE3KUCWLZBG404
H&R Block, Inc.
093671105
9229.00000000
NS
USD
378850.45000000
0.011991869558
Long
EC
CORP
US
N
1
N
N
N
LCI Industries
549300E1B98YNJ1WIQ04
LCI Industries
50189K103
1157.00000000
NS
USD
125522.93000000
0.003973215824
Long
EC
CORP
US
N
1
N
N
Concrete Pumping Holdings, Inc.
N/A
Concrete Pumping Holdings, Inc.
206704108
1003.00000000
NS
USD
7051.09000000
0.000223190315
Long
EC
CORP
US
N
1
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408103
95698.00000000
NS
USD
2856585.30000000
0.090420371155
Long
EC
CORP
US
N
1
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565104
7075.00000000
NS
USD
385021.50000000
0.012187203698
Long
EC
CORP
US
N
1
N
N
N
Ashford Hospitality Trust, Inc.
N/A
Ashford Hospitality Trust, Inc.
044103869
203.00000000
NS
USD
428.33000000
0.000013558060
Long
EC
CORP
US
N
1
N
N
N
Valmont Industries, Inc.
5493009ZGZJJ8F77JN08
Valmont Industries, Inc.
920253101
946.00000000
NS
USD
186276.86000000
0.005896278615
Long
EC
CORP
US
N
1
N
N
N
Automatic Data Processing, Inc.
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc.
053015AG8
650000.00000000
PA
USD
557964.14000000
0.017661410156
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
1.70000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4039321.55000000
0.127857884645
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
17154000000.00000000
JPY
118163648.46000000
USD
2023-12-20
4039321.55000000
N
N
N
Coty, Inc.
549300BO9IWPF3S48F93
Coty, Inc., Class A
222070203
17096.00000000
NS
USD
160189.52000000
0.005070528036
Long
EC
CORP
US
N
1
N
N
Olo, Inc.
N/A
Olo, Inc., Class A
68134L109
6876.00000000
NS
USD
35136.36000000
0.001112181986
Long
EC
CORP
US
N
1
N
N
N
Eagle Bulk Shipping, Inc.
549300EC4INNZBWR8W37
Eagle Bulk Shipping, Inc.
N/A
632.00000000
NS
USD
25785.60000000
0.000816199510
Long
EC
CORP
MH
N
1
N
N
Jefferies Financial Group, Inc.
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233W109
11264.00000000
NS
USD
362475.52000000
0.011473548874
Long
EC
CORP
US
N
1
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23329PAG5
1470000.00000000
PA
USD
1296829.93000000
0.041048955756
Long
DBT
CORP
NO
Y
2
2027-05-25
Variable
1.53500000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DZ5
1372000.00000000
PA
USD
1461824.84000000
0.046271590278
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.50000000
N
N
N
N
N
PetIQ, Inc.
549300GROACFGKVYOX14
PetIQ, Inc., Class A
71639T106
774.00000000
NS
USD
14527.98000000
0.000459858609
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QPJ24
87746.79000000
PA
USD
81437.80000000
0.002577775675
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago Atlantic Real Estate Finance, Inc.
N/A
Chicago Atlantic Real Estate Finance, Inc.
167239102
68.00000000
NS
USD
958.12000000
0.000030327666
Long
EC
CORP
US
N
1
N
N
N
Anavex Life Sciences Corp.
549300K1I5L8COCQ8W36
Anavex Life Sciences Corp.
032797300
6015.00000000
NS
USD
33563.70000000
0.001062402096
Long
EC
CORP
US
N
1
N
N
United Mexican States
254900EGTWEU67VP6075
Mex Bonos Desarr Fix Rt, Series M
N/A
26410000.00000000
PA
1187959.27000000
0.037602839344
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
7.99999920
N
N
N
N
N
N
Treace Medical Concepts, Inc.
N/A
Treace Medical Concepts, Inc.
89455T109
1959.00000000
NS
USD
19648.77000000
0.000621948546
Long
EC
CORP
US
N
1
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust, Series 2020-2, Class A2
24380NAB5
0.02000000
PA
USD
0.02000000
0.000000000633
Long
ABS-MBS
CORP
US
Y
2
2065-05-25
Fixed
2.59400000
N
N
N
N
N
N
ProAssurance Corp.
54930015E5J57R675E89
ProAssurance Corp.
74267C106
577.00000000
NS
USD
9809.00000000
0.000310487287
Long
EC
CORP
US
N
1
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CW7
130000.00000000
PA
USD
118906.92000000
0.003763797229
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.05000000
N
N
N
N
N
Iridium Communications, Inc.
549300U620NVQ4J1CT96
Iridium Communications, Inc.
46269C102
5715.00000000
NS
USD
211740.75000000
0.006702294940
Long
EC
CORP
US
N
1
N
N
N
Akouos, Inc.
N/A
Akouos, Inc., CVR
009CVR036
134.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
SunCoke Energy, Inc.
1KF1J2NXQE2PI0QOB943
SunCoke Energy, Inc.
86722A103
3344.00000000
NS
USD
31801.44000000
0.001006620739
Long
EC
CORP
US
N
1
N
N
N
Upwork, Inc.
5493004QJ6WWBXVE2S70
Upwork, Inc.
91688F104
6080.00000000
NS
USD
63536.00000000
0.002011124506
Long
EC
CORP
US
N
1
N
N
N
American Vanguard Corp.
529900GWI78WZA5M9783
American Vanguard Corp.
030371108
1202.00000000
NS
USD
11250.72000000
0.000356122492
Long
EC
CORP
US
N
1
N
N
N
Rocky Brands, Inc.
5299004HQ6GCTW838N96
Rocky Brands, Inc.
774515100
205.00000000
NS
USD
2517.40000000
0.000079684034
Long
EC
CORP
US
N
1
N
N
N
Terns Pharmaceuticals, Inc.
254900S1ZDQMF4MYP709
Terns Pharmaceuticals, Inc.
880881107
3063.00000000
NS
USD
16111.38000000
0.000509978455
Long
EC
CORP
US
N
1
N
N
CompX International, Inc.
N/A
CompX International, Inc.
20563P101
77.00000000
NS
USD
1449.14000000
0.000045870073
Long
EC
CORP
US
N
1
N
N
N
FHLMC STACR REMIC Trust
5493000IS4M3TZMRB410
FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1B
35564KUX5
960000.00000000
PA
USD
977999.23000000
0.030956909764
Long
ABS-MBS
CORP
US
Y
2
2042-04-25
Floating
8.22062160
N
N
N
N
N
N
CareTrust REIT, Inc.
5493001NVXE2B9GPLU96
CareTrust REIT, Inc.
14174T107
5277.00000000
NS
USD
113561.04000000
0.003594582449
Long
EC
CORP
US
N
1
N
N
N
Cabot Corp.
K05C0SER542GQ6VLRO68
Cabot Corp.
127055101
2526.00000000
NS
USD
167928.48000000
0.005315491712
Long
EC
CORP
US
N
1
N
N
N
Embecta Corp.
549300RPG8GXVDHNXZ62
Embecta Corp.
29082K105
2608.00000000
NS
USD
39432.96000000
0.001248183584
Long
EC
CORP
US
N
1
N
N
N
Roku, Inc.
549300KR6ITU0YIR1T71
Roku, Inc., Class A
77543R102
5823.00000000
NS
USD
346876.11000000
0.010979775962
Long
EC
CORP
US
N
1
N
N
Taboola.com Ltd.
984500F5945AFAFFCB30
Taboola.com Ltd.
N/A
779.00000000
NS
USD
2858.93000000
0.000090494588
Long
EC
CORP
IL
N
1
N
N
N
Kemper Corp.
549300FNI1JKTRY2PV09
Kemper Corp.
488401100
2895.00000000
NS
USD
115452.60000000
0.003654456578
Long
EC
CORP
US
N
1
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MQ1
1070000.00000000
PA
USD
1021186.07000000
0.032323916064
Long
DBT
CORP
US
N
2
2026-04-08
Variable
3.10600000
N
N
N
N
N
N
Snap, Inc.
549300JNC0L6VP8A2Q35
Snap, Inc., Class A
83304A106
5969.00000000
NS
USD
59749.69000000
0.001891275274
Long
EC
CORP
US
N
1
N
N
Upstart Holdings, Inc.
549300WNB47JRNENIC75
Upstart Holdings, Inc.
91680M107
3441.00000000
NS
USD
82687.23000000
0.002617324266
Long
EC
CORP
US
N
1
N
N
N/A
N/A
iShares Russell 2000 ETF
N/A
-25709400.00000000
NC
USD
-309740.49000000
-0.00980431078
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
Put
Written
iShares Russell 2000 ETF
iShares Russell 2000 ETF
1.00000000
162.00000000
USD
2023-11-17
XXXX
-98669.49000000
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
210000.00000000
PA
USD
140692.04000000
0.004453368318
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
FTI Consulting, Inc.
549300K17GM8EQD0FQ48
FTI Consulting, Inc.
302941109
1570.00000000
NS
USD
333248.20000000
0.010548407544
Long
EC
CORP
US
N
1
N
N
N
Pagseguro Digital Ltd.
N/A
Pagseguro Digital Ltd., Class A
N/A
7926.00000000
NS
USD
55957.56000000
0.001771241819
Long
EC
CORP
KY
N
1
N
N
N
Cloudflare, Inc.
5493007DY18BGNLDWU14
Cloudflare, Inc., Class A
18915M107
13521.00000000
NS
USD
766505.49000000
0.024262433506
Long
EC
CORP
US
N
1
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc., Class A
852234103
24971.00000000
NS
USD
1005082.75000000
0.031814192734
Long
EC
CORP
US
N
1
N
N
N
Monolithic Power Systems, Inc.
529900TB7O85LSZ1XU31
Monolithic Power Systems, Inc.
609839105
2141.00000000
NS
USD
945765.34000000
0.029936600551
Long
EC
CORP
US
N
1
N
N
N
Casa Systems, Inc.
549300PNQ0GUDHNZLG66
Casa Systems, Inc.
14713L102
210.00000000
NS
USD
117.14000000
0.000003707868
Long
EC
CORP
US
N
1
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc., Class A
98978V103
21595.00000000
NS
USD
3390415.00000000
0.107317846475
Long
EC
CORP
US
N
1
N
N
N
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
254900ZZRL7MWL1X8E92
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
41068X100
4764.00000000
NS
USD
81654.96000000
0.002584649507
Long
EC
CORP
US
N
1
N
N
N
PotlatchDeltic Corp.
54930084YA8UJOTXDM59
PotlatchDeltic Corp.
737630103
3572.00000000
NS
USD
153060.20000000
0.004844861483
Long
EC
CORP
US
N
1
N
N
N
BankUnited, Inc.
96OVUWEW5D4YX6PFXD91
BankUnited, Inc.
06652K103
439.00000000
NS
USD
9574.59000000
0.000303067435
Long
EC
CORP
US
N
1
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2020-VIVA, Class E
12433XAJ8
2140000.00000000
PA
USD
1583131.98000000
0.050111362408
Long
ABS-MBS
CORP
US
Y
2
2044-03-11
Variable
3.54875040
N
N
N
N
N
N
Rush Street Interactive, Inc.
N/A
Rush Street Interactive, Inc.
782011100
4084.00000000
NS
USD
14579.88000000
0.000461501416
Long
EC
CORP
US
N
1
N
N
N
Palo Alto Networks, Inc.
549300QXR2YVZV231H43
Palo Alto Networks, Inc.
697435105
13929.00000000
NS
USD
3385025.58000000
0.107147253510
Long
EC
CORP
US
N
1
N
N
BrightView Holdings, Inc.
549300F8QN8YHVI7L866
BrightView Holdings, Inc.
10948C107
1253.00000000
NS
USD
8445.22000000
0.000267319140
Long
EC
CORP
US
N
1
N
N
N
Faraday Future Intelligent Electric, Inc.
529900523LWWEU2Z9V55
Faraday Future Intelligent Electric, Inc., Class A
307359505
55.00000000
NS
USD
58.30000000
0.000001845387
Long
EC
CORP
US
N
1
N
N
N
Applied Industrial Technologies, Inc.
549300NU173IJRC6PO38
Applied Industrial Technologies, Inc.
03820C105
1823.00000000
NS
USD
279848.73000000
0.008858137733
Long
EC
CORP
US
N
1
N
N
N
Owens & Minor, Inc.
549300LMT5KQQXCEZ733
Owens & Minor, Inc.
690732102
1959.00000000
NS
USD
28072.47000000
0.000888586508
Long
EC
CORP
US
N
1
N
N
iRobot Corp.
5493009PRNKOUKBAT390
iRobot Corp.
462726100
1270.00000000
NS
USD
41821.10000000
0.001323776112
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ABUF7
86829.23000000
PA
USD
71982.30000000
0.002278477832
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
3.00000000
N
N
N
N
N
N
HomeStreet, Inc.
N/A
HomeStreet, Inc.
43785V102
105.00000000
NS
USD
507.15000000
0.000016052974
Long
EC
CORP
US
N
1
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444U700
4368.00000000
NS
USD
3187067.52000000
0.100881226286
Long
EC
CORP
US
N
1
N
N
N
Marine Products Corp.
N/A
Marine Products Corp.
568427108
282.00000000
NS
USD
2746.68000000
0.000086941504
Long
EC
CORP
US
N
1
N
N
N
Sunrun, Inc.
54930007SJ77CI66U531
Sunrun, Inc.
86771W105
9879.00000000
NS
USD
95332.35000000
0.003017584130
Long
EC
CORP
US
N
1
N
N
eBay, Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642103
25299.00000000
NS
USD
992479.77000000
0.031415266740
Long
EC
CORP
US
N
1
N
N
Sotera Health Co.
N/A
Sotera Health Co.
83601L102
5081.00000000
NS
USD
64325.46000000
0.002036113526
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468W2
1150000.00000000
PA
USD
1149988.50000000
0.036400938909
Long
DBT
CORP
US
N
2
2024-01-25
Floating
5.76891720
N
N
N
N
N
Foundation Finance Trust
549300MQ65NOVQXYNB21
Foundation Finance Trust, Series 2021-1A, Class A
35041LAA8
791508.01000000
PA
USD
688651.70000000
0.021798103599
Long
ABS-O
CORP
US
Y
2
2041-05-15
Fixed
1.27000000
N
N
N
N
N
N
A O Smith Corp.
549300XG4US7UJNECY36
A O Smith Corp.
831865209
4439.00000000
NS
USD
309664.64000000
0.009801909882
Long
EC
CORP
US
N
1
N
N
N
OmniAb, Inc.
N/A
OmniAb, Inc.
68218J202
326.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
Cintas Corp.
N/A
Cintas Corp.
172908105
4077.00000000
NS
USD
2067528.24000000
0.065444105882
Long
EC
CORP
US
N
1
N
N
N
eHealth, Inc.
5299003O8Y5OKXUZQ421
eHealth, Inc.
28238P109
443.00000000
NS
USD
3800.94000000
0.000120312320
Long
EC
CORP
US
N
1
N
N
N
Virtu Financial, Inc.
5493001OPW2K42CH3884
Virtu Financial, Inc., Class A
928254101
4212.00000000
NS
USD
77879.88000000
0.002465155742
Long
EC
CORP
US
N
1
N
N
N
Hillenbrand, Inc.
U246OE781574J2BUD366
Hillenbrand, Inc.
431571108
3056.00000000
NS
USD
116219.68000000
0.003678737197
Long
EC
CORP
US
N
1
N
N
N
Plymouth Industrial REIT, Inc.
N/A
Plymouth Industrial REIT, Inc.
729640102
2885.00000000
NS
USD
57526.90000000
0.001820916620
Long
EC
CORP
US
N
1
N
N
N
Masterbrand, Inc.
549300E0Y4BR5Z9RDZ64
Masterbrand, Inc.
57638P104
6162.00000000
NS
USD
68459.82000000
0.002166979692
Long
EC
CORP
US
N
1
N
N
N
Neumora Therapeutics, Inc.
N/A
Neumora Therapeutics, Inc.
640979100
1062.00000000
NS
USD
11597.04000000
0.000367084666
Long
EC
CORP
US
N
1
N
N
Tandem Diabetes Care, Inc.
549300JEPFOD0K4D3I05
Tandem Diabetes Care, Inc.
875372203
3071.00000000
NS
USD
53128.30000000
0.001681686384
Long
EC
CORP
US
N
1
N
N
Linde plc
5299003QR1WT0EF88V51
Linde plc
N/A
23209.00000000
NS
USD
8869551.44000000
0.280750633697
Long
EC
CORP
IE
N
1
N
N
N
Cambium Networks Corp.
549300OYSIGK6OT5WL04
Cambium Networks Corp.
N/A
221.00000000
NS
USD
1100.58000000
0.000034836996
Long
EC
CORP
KY
N
1
N
N
N
Sportsman's Warehouse Holdings, Inc.
549300JVV8YLQSRSF462
Sportsman's Warehouse Holdings, Inc.
84920Y106
1627.00000000
NS
USD
8281.43000000
0.000262134645
Long
EC
CORP
US
N
1
N
N
Verve Therapeutics, Inc.
N/A
Verve Therapeutics, Inc.
92539P101
2502.00000000
NS
USD
30124.08000000
0.000953526748
Long
EC
CORP
US
N
1
N
N
Hertz Vehicle Financing III LP
N/A
Hertz Vehicle Financing III LP, Series 2021-2A, Class B
42806MAF6
2060000.00000000
PA
USD
1804234.11000000
0.057109975983
Long
ABS-O
CORP
US
Y
2
2027-12-27
Fixed
2.12000000
N
N
N
N
N
N
MillerKnoll, Inc.
U98HXD3PNK7HYU2MU887
MillerKnoll, Inc.
600544100
3706.00000000
NS
USD
87091.00000000
0.002756718150
Long
EC
CORP
US
N
1
N
N
N
Bionano Genomics, Inc.
54930086AP7ROH0VJ631
Bionano Genomics, Inc.
09075F305
177.00000000
NS
USD
244.26000000
0.000007731636
Long
EC
CORP
US
N
1
N
N
EQRx, Inc.
N/A
EQRx, Inc.
26886C107
11726.00000000
NS
USD
25562.68000000
0.000809143354
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
iShares Russell 2000 ETF
N/A
27137700.00000000
NC
USD
1069803.43000000
0.033862816280
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
Put
Purchased
iShares Russell 2000 ETF
iShares Russell 2000 ETF
1.00000000
171.00000000
USD
2023-11-17
XXXX
598464.43000000
N
N
N
Best Buy Co., Inc.
HL5XPTVRV0O8TUN5LL90
Best Buy Co., Inc.
086516101
9227.00000000
NS
USD
616548.14000000
0.019515787487
Long
EC
CORP
US
N
1
N
N
N
FHLMC STACR REMIC Trust
5493000ISUYHCRLRBE46
FHLMC STACR REMIC Trust, Series 2021-DNA3, Class M2
35564KEL9
3153000.00000000
PA
USD
3158347.80000000
0.099972152175
Long
ABS-MBS
CORP
US
Y
2
2033-10-25
Floating
7.42061880
N
N
N
N
N
N
2023-11-30
Nationwide Mutual Funds
David Majewski
David Majewski
Treasurer