0001752724-24-143578.txt : 20240625
0001752724-24-143578.hdr.sgml : 20240625
20240625114206
ACCESSION NUMBER: 0001752724-24-143578
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240625
DATE AS OF CHANGE: 20240625
PERIOD START: 20241031
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: 241067359
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
2024-10-31
2024-04-30
N
3218723471.99
104100457.35
3114623014.64
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
4456141.56000000
BGN
BSD
CAD
CHF
CLP
COP
CZK
EUR
GBP
ILS
JPY
MXN
NOK
PEN
PLN
RUB
UAH
USD
ZAR
UST
Russell 3000 Benchmark
RUSSELL.MC.RAY
CBRE Group, Inc.
52990016II9MJ2OSWA10
CBRE Group, Inc., Class A
12504L109
12477.00000000
NS
USD
1084126.53000000
0.034807632413
Long
EC
CORP
US
N
1
N
N
N
Radian Group, Inc.
54930005OUP720S5U385
Radian Group, Inc.
750236101
7004.00000000
NS
USD
209209.48000000
0.006717008094
Long
EC
CORP
US
N
1
N
N
N
Green Plains, Inc.
VJ5WLTHARBSDR14KIZ98
Green Plains, Inc.
393222104
529.00000000
NS
USD
10934.43000000
0.000351067527
Long
EC
CORP
US
N
1
N
N
Brown & Brown, Inc.
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236101
10002.00000000
NS
USD
815563.08000000
0.026184969293
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts, Inc.
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts, Inc.
44107P104
29069.00000000
NS
USD
548532.03000000
0.017611506349
Long
EC
CORP
US
N
1
N
N
N
Independent Bank Corp.
549300C5K3W8THR3GE10
Independent Bank Corp.
453836108
276.00000000
NS
USD
13866.24000000
0.000445198020
Long
EC
CORP
US
N
1
N
N
N
National Bankshares, Inc.
549300Q745S62Q6QNW78
National Bankshares, Inc.
634865109
383.00000000
NS
USD
10268.23000000
0.000329678100
Long
EC
CORP
US
N
1
N
N
Group 1 Automotive, Inc.
549300US8QAZJLWYAF63
Group 1 Automotive, Inc.
398905109
604.00000000
NS
USD
177588.08000000
0.005701751999
Long
EC
CORP
US
N
1
N
N
N
Satellogic, Inc.
N/A
Satellogic, Inc., Class A
N/A
172.00000000
NS
USD
206.40000000
0.000006626805
Long
EC
CORP
VG
N
1
N
N
N
Third Coast Bancshares, Inc.
N/A
Third Coast Bancshares, Inc.
88422P109
59.00000000
NS
USD
1145.78000000
0.000036787116
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866F104
24673.00000000
NS
USD
3176895.48000000
0.101999358030
Long
EC
CORP
US
N
1
N
N
N
Werner Enterprises, Inc.
549300P6XRGOCHHJST37
Werner Enterprises, Inc.
950755108
2663.00000000
NS
USD
91074.60000000
0.002924097059
Long
EC
CORP
US
N
1
N
N
N
Acushnet Holdings Corp.
529900W5FI106H543E43
Acushnet Holdings Corp.
005098108
1206.00000000
NS
USD
73541.88000000
0.002361180780
Long
EC
CORP
US
N
1
N
N
Agree Realty Corp.
N/A
Agree Realty Corp.
008492100
3601.00000000
NS
USD
206049.22000000
0.006615542845
Long
EC
CORP
US
N
1
N
N
N
MannKind Corp.
213800GFBCNY1ZFST722
MannKind Corp.
56400P706
11922.00000000
NS
USD
48999.42000000
0.001573205481
Long
EC
CORP
US
N
1
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HW6
1520000.00000000
PA
USD
1501320.52000000
0.048202318962
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
2801.00000000
NS
USD
4817.72000000
0.000154680678
Long
EC
CORP
US
N
1
N
N
PJT Partners, Inc.
549300W3WBEQUBKYTN87
PJT Partners, Inc., Class A
69343T107
1657.00000000
NS
USD
156569.93000000
0.005026930362
Long
EC
CORP
US
N
1
N
N
Thermon Group Holdings, Inc.
529900ZNZBBLDE77MZ38
Thermon Group Holdings, Inc.
88362T103
1319.00000000
NS
USD
42115.67000000
0.001352191575
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TXX8
106771.98000000
PA
USD
103817.16000000
0.003333217519
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
34.00000000
NS
USD
1067.26000000
0.000034266105
Long
EC
CORP
US
N
1
N
N
N
Renasant Corp.
549300OVE6OZHW2UUH81
Renasant Corp.
75970E107
1274.00000000
NS
USD
37022.44000000
0.001188665203
Long
EC
CORP
US
N
1
N
N
N
Rocket Lab USA, Inc.
254900B4DEYFZJ980A14
Rocket Lab USA, Inc.
773122106
14143.00000000
NS
USD
53177.68000000
0.001707355264
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
5221.00000000
NS
USD
125147.37000000
0.004018058346
Long
EC
CORP
US
N
1
N
N
N
Crocs, Inc.
549300B0J6YCXD63OG72
Crocs, Inc.
227046109
2440.00000000
NS
USD
303462.80000000
0.009743163091
Long
EC
CORP
US
N
1
N
N
N
Radius Recycling, Inc.
549300F62TK8VRDSM285
Radius Recycling, Inc., Class A
806882106
1345.00000000
NS
USD
23429.90000000
0.000752254763
Long
EC
CORP
US
N
1
N
N
N
Trinity Industries, Inc.
R1JB4KXN77XFCXOQKV49
Trinity Industries, Inc.
896522109
3777.00000000
NS
USD
98277.54000000
0.003155359076
Long
EC
CORP
US
N
1
N
N
Lions Gate Entertainment Corp.
5493000JSMHPHZURLM72
Lions Gate Entertainment Corp., Class B
535919500
3411.00000000
NS
USD
32165.73000000
0.001032732688
Long
EC
CORP
CA
N
1
N
N
N
Neurogene, Inc.
529900A7VIY892SZVW73
Neurogene, Inc.
64135M105
66.00000000
NS
USD
2275.68000000
0.000073064380
Long
EC
CORP
US
N
1
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
63711.00000000
NS
USD
7247126.25000000
0.232680687708
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1
64828DAA5
1296483.36000000
PA
USD
1286700.36000000
0.041311592252
Long
ABS-MBS
CORP
US
Y
2
2064-03-25
Variable
6.12900000
N
N
N
N
N
N
Kraft Heinz Co. (The)
9845007488EC87F5AF14
Kraft Heinz Co. (The)
500754106
32524.00000000
NS
USD
1255751.64000000
0.040317933634
Long
EC
CORP
US
N
1
N
N
N
Fluence Energy, Inc.
N/A
Fluence Energy, Inc.
34379V103
978.00000000
NS
USD
17447.52000000
0.000560180796
Long
EC
CORP
US
N
1
N
N
Shoals Technologies Group, Inc.
N/A
Shoals Technologies Group, Inc., Class A
82489W107
5519.00000000
NS
USD
46635.55000000
0.001497309619
Long
EC
CORP
US
N
1
N
N
Guess?, Inc.
549300QVH3ZK2DW0KP86
Guess?, Inc.
401617105
1677.00000000
NS
USD
44910.06000000
0.001441909977
Long
EC
CORP
US
N
1
N
N
Apogee Therapeutics, Inc.
N/A
Apogee Therapeutics, Inc.
03770N101
607.00000000
NS
USD
30532.10000000
0.000980282360
Long
EC
CORP
US
N
1
N
N
Walgreens Boots Alliance, Inc.
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427108
30288.00000000
NS
USD
537006.24000000
0.017241452255
Long
EC
CORP
US
N
1
N
N
Vanguard Intermediate-Term Corporate Bond ETF
N/A
Vanguard Intermediate-Term Corporate Bond ETF
92206C870
157861.00000000
NS
USD
12369987.96000000
0.397158433038
Long
RF
US
N
1
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-62179.60000000
-0.00199637643
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1876655.57000000
USD
282741620.00000000
JPY
2024-07-19
-62179.60000000
N
N
N
Entegris, Inc.
IYX6OWO7BT5DKO3BYG52
Entegris, Inc.
29362U104
6240.00000000
NS
USD
829420.80000000
0.026629893765
Long
EC
CORP
US
N
1
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816DH9
460000.00000000
PA
USD
456571.93000000
0.014658978882
Long
DBT
CORP
US
N
2
2029-07-27
Variable
5.28200000
N
N
N
N
N
N
Wintrust Financial Corp.
Q774KI4AW80FHFW33O61
Wintrust Financial Corp.
97650W108
2476.00000000
NS
USD
239280.64000000
0.007682491231
Long
EC
CORP
US
N
1
N
N
Eaton Corp. plc
549300VDIGTMXUNT7H71
Eaton Corp. plc
N/A
16395.00000000
NS
USD
5217872.70000000
0.167528226545
Long
EC
CORP
IE
N
1
N
N
N
Wolverine World Wide, Inc.
549300OVC7PK14LQ8D87
Wolverine World Wide, Inc.
978097103
532.00000000
NS
USD
5713.68000000
0.000183446920
Long
EC
CORP
US
N
1
N
N
Sabre Corp.
529900VKCYZW8GZ4WW58
Sabre Corp.
78573M104
16533.00000000
NS
USD
47449.71000000
0.001523449540
Long
EC
CORP
US
N
1
N
N
N
Oak Valley Bancorp
N/A
Oak Valley Bancorp
671807105
446.00000000
NS
USD
10770.90000000
0.000345817132
Long
EC
CORP
US
N
1
N
N
N
InterDigital, Inc.
N/A
InterDigital, Inc.
45867G101
1233.00000000
NS
USD
121734.09000000
0.003908469481
Long
EC
CORP
US
N
1
N
N
RLI Corp.
529900AMTJE5ECN9PS55
RLI Corp.
749607107
1617.00000000
NS
USD
228562.95000000
0.007338382492
Long
EC
CORP
US
N
1
N
N
N
Match Group, Inc.
15OMOPB0A8K0EFUVD031
Match Group, Inc.
57667L107
10722.00000000
NS
USD
330452.04000000
0.010609696211
Long
EC
CORP
US
N
1
N
N
Sonos, Inc.
549300WEPU6075I77M08
Sonos, Inc.
83570H108
4783.00000000
NS
USD
80832.70000000
0.002595264326
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
491669.28000000
0.015785835964
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
1648.00000000
NS
USD
28658.72000000
0.000920134471
Long
EC
CORP
US
N
1
N
N
N
Monster Beverage Corp.
52990090AP0E7HCB6F33
Monster Beverage Corp.
61174X109
30237.00000000
NS
USD
1616167.65000000
0.051889671475
Long
EC
CORP
US
N
1
N
N
N
Chesapeake Utilities Corp.
254900WW0FDCKAOCKE74
Chesapeake Utilities Corp.
165303108
966.00000000
NS
USD
102270.42000000
0.003283556935
Long
EC
CORP
US
N
1
N
N
Helix Energy Solutions Group, Inc.
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group, Inc.
42330P107
6994.00000000
NS
USD
75115.56000000
0.002411706317
Long
EC
CORP
US
N
1
N
N
nCino, Inc.
549300WVRR2WR3L6MZ46
nCino, Inc.
63947X101
3147.00000000
NS
USD
91766.52000000
0.002946312268
Long
EC
CORP
US
N
1
N
N
N
Biote Corp.
N/A
Biote Corp., Class A
090683103
928.00000000
NS
USD
5113.28000000
0.000164170109
Long
EC
CORP
US
N
1
N
N
N
Vaxart, Inc.
N/A
Vaxart, Inc.
92243A200
868.00000000
NS
USD
620.36000000
0.000019917659
Long
EC
CORP
US
N
1
N
N
N
GMS, Inc.
52990057RENOQO4U0D72
GMS, Inc.
36251C103
1809.00000000
NS
USD
167368.68000000
0.005373641664
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
18052.00000000
NS
USD
793926.96000000
0.025490306732
Long
EC
CORP
US
N
1
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACM7
330000.00000000
PA
USD
331106.72000000
0.010630715770
Long
DBT
CORP
US
Y
2
2026-09-21
Fixed
5.95000000
N
N
N
N
N
N
BGC Group, Inc.
2549001IGRCG4F0RLD36
BGC Group, Inc., Class A
088929104
12645.00000000
NS
USD
99010.35000000
0.003178887124
Long
EC
CORP
US
N
1
N
N
International Money Express, Inc.
N/A
International Money Express, Inc.
46005L101
1027.00000000
NS
USD
20776.21000000
0.000667053762
Long
EC
CORP
US
N
1
N
N
N
First Advantage Corp.
549300RNJ0PXU8FP7D06
First Advantage Corp.
31846B108
1785.00000000
NS
USD
29095.50000000
0.000934157998
Long
EC
CORP
US
N
1
N
N
Cadence Design Systems, Inc.
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc.
127387108
10895.00000000
NS
USD
3002988.85000000
0.096415804926
Long
EC
CORP
US
N
1
N
N
N
Anywhere Real Estate, Inc.
5493004HBTOTE9DI9P12
Anywhere Real Estate, Inc.
75605Y106
1122.00000000
NS
USD
5452.92000000
0.000175074799
Long
EC
CORP
US
N
1
N
N
N
Mirion Technologies, Inc.
549300BNTOWVWFNVTJ65
Mirion Technologies, Inc., Class A
60471A101
7772.00000000
NS
USD
84481.64000000
0.002712419435
Long
EC
CORP
US
N
1
N
N
N
Oil-Dri Corp. of America
549300RSG5KPUH16WH66
Oil-Dri Corp. of America
677864100
350.00000000
NS
USD
24237.50000000
0.000778184065
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
SPDR S&P 500 ETF Trust
N/A
9890000.00000000
NC
USD
44258.17000000
0.001420979996
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
Put
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
1.00000000
460.00000000
USD
2024-06-21
XXXX
-65628.33000000
N
N
N
Carter's, Inc.
5299003WAQK4R3L3ZU36
Carter's, Inc.
146229109
1395.00000000
NS
USD
95431.95000000
0.003063996816
Long
EC
CORP
US
N
1
N
N
N
OBX Trust
N/A
OBX Trust, Series 2021-NQM2, Class A3
670857AC5
745101.16000000
PA
USD
584855.31000000
0.018777723893
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
414.00000000
NS
USD
65705.94000000
0.002109595276
Long
EC
CORP
US
N
1
N
N
N
Dolby Laboratories, Inc.
549300X04FB2QPCJ5J24
Dolby Laboratories, Inc., Class A
25659T107
2517.00000000
NS
USD
195470.22000000
0.006275886971
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
7.00000000
NC
USD
962.50000000
0.000030902616
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
97.00000000
USD
2025-03-14
XXXX
-8328.74000000
N
N
N
Merchants Bancorp
54930008Y0GPVLF81889
Merchants Bancorp
58844R108
514.00000000
NS
USD
20729.62000000
0.000665557915
Long
EC
CORP
US
N
1
N
N
N/A
N/A
OIS
N/A
11959000.00000000
PA
USD
-297778.96000000
-0.00956067423
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2024-10-14
0.00000000
USD
18295.71000000
USD
11959000.00000000
USD
-297778.96000000
N
N
N
Liberty Latin America Ltd.
213800YWQHEAX7CAVO83
Liberty Latin America Ltd., Class C
N/A
3043.00000000
NS
USD
22944.22000000
0.000736661223
Long
EC
CORP
BM
N
1
N
N
Archer-Daniels-Midland Co.
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co.
039483102
21351.00000000
NS
USD
1252449.66000000
0.040211918235
Long
EC
CORP
US
N
1
N
N
N
West Bancorp, Inc.
549300GKFOINCHIYU666
West Bancorp, Inc.
95123P106
662.00000000
NS
USD
10764.12000000
0.000345599449
Long
EC
CORP
US
N
1
N
N
WesBanco, Inc.
N/A
WesBanco, Inc.
950810101
3038.00000000
NS
USD
82026.00000000
0.002633577149
Long
EC
CORP
US
N
1
N
N
N
Holley, Inc.
254900EEM9JI9G1A4D88
Holley, Inc.
43538H103
257.00000000
NS
USD
1033.14000000
0.000033170627
Long
EC
CORP
US
N
1
N
N
Rapid7, Inc.
549300GNVG5D60KEYN14
Rapid7, Inc.
753422104
2533.00000000
NS
USD
113478.40000000
0.003643407226
Long
EC
CORP
US
N
1
N
N
Timberland Bancorp, Inc.
N/A
Timberland Bancorp, Inc.
887098101
539.00000000
NS
USD
13151.60000000
0.000422253349
Long
EC
CORP
US
N
1
N
N
N
Douglas Elliman, Inc.
549300BXICHPOXA1NO93
Douglas Elliman, Inc.
25961D105
2387.00000000
NS
USD
3246.32000000
0.000104228344
Long
EC
CORP
US
N
1
N
N
N
Douglas Dynamics, Inc.
529900CDFLKNQ0QT6580
Douglas Dynamics, Inc.
25960R105
1141.00000000
NS
USD
25832.24000000
0.000829385767
Long
EC
CORP
US
N
1
N
N
N
Pool Corp.
5493005VZK1KMN6CO617
Pool Corp.
73278L105
1557.00000000
NS
USD
564459.21000000
0.018122874176
Long
EC
CORP
US
N
1
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFN9
910000.00000000
PA
USD
887411.42000000
0.028491776238
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
55938.28000000
0.001795988783
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
1662.00000000
NS
USD
187772.76000000
0.006028747592
Long
EC
CORP
US
N
1
N
N
N
Hancock Whitney Corp.
549300GRNBWY8HIICT41
Hancock Whitney Corp.
410120109
3711.00000000
NS
USD
168442.29000000
0.005408111646
Long
EC
CORP
US
N
1
N
N
N
Kandi Technologies Group, Inc.
N/A
Kandi Technologies Group, Inc.
N/A
377.00000000
NS
USD
957.58000000
0.000030744651
Long
EC
CORP
VG
N
1
N
N
N
Globalstar, Inc.
549300NEX8I0MSOW0R64
Globalstar, Inc.
378973408
27721.00000000
NS
USD
35760.09000000
0.001148135419
Long
EC
CORP
US
N
1
N
N
Fidelity D&D Bancorp, Inc.
N/A
Fidelity D&D Bancorp, Inc.
31609R100
333.00000000
NS
USD
15118.20000000
0.000485394217
Long
EC
CORP
US
N
1
N
N
Viasat, Inc.
UFC8NYMNFSYIHNSM2I38
Viasat, Inc.
92552V100
4850.00000000
NS
USD
77163.50000000
0.002477458736
Long
EC
CORP
US
N
1
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308KQ9
550000.00000000
PA
USD
543947.56000000
0.017464314539
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.55000000
N
N
N
N
N
N
Foot Locker, Inc.
549300X383CBNP6MTV94
Foot Locker, Inc.
344849104
2754.00000000
NS
USD
57420.90000000
0.001843590692
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
219884.22000000
0.007059737854
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
713208.04000000
0.022898695496
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
136923.00000000
NS
USD
16193883.21000000
0.519930763173
Long
EC
CORP
US
N
1
N
N
Vulcan Materials Co.
549300Q8LSNHAVWBNI21
Vulcan Materials Co.
929160109
5732.00000000
NS
USD
1476735.16000000
0.047412966290
Long
EC
CORP
US
N
1
N
N
N
ATN International, Inc.
54930013NP7VEU877V56
ATN International, Inc.
00215F107
431.00000000
NS
USD
8223.48000000
0.000264028101
Long
EC
CORP
US
N
1
N
N
N
LINKBANCORP, Inc.
N/A
LINKBANCORP, Inc.
53578P105
4010.00000000
NS
USD
26586.30000000
0.000853596081
Long
EC
CORP
US
N
1
N
N
N
Louisiana-Pacific Corp.
549300C7E2UAO5BVRR75
Louisiana-Pacific Corp.
546347105
2483.00000000
NS
USD
181730.77000000
0.005834759749
Long
EC
CORP
US
N
1
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class A
02079K305
244372.00000000
NS
USD
39778874.16000000
1.277164972230
Long
EC
CORP
US
N
1
N
N
N
Southland Holdings, Inc.
N/A
Southland Holdings, Inc.
84445C100
22.00000000
NS
USD
96.36000000
0.000003093793
Long
EC
CORP
US
N
1
N
N
N
Brinker International, Inc.
52990067JY6PBGJNTG76
Brinker International, Inc.
109641100
1780.00000000
NS
USD
95408.00000000
0.003063227862
Long
EC
CORP
US
N
1
N
N
N
Talos Energy, Inc.
549300OKFHZ84SFJFT95
Talos Energy, Inc.
87484T108
4730.00000000
NS
USD
62341.40000000
0.002001571288
Long
EC
CORP
US
N
1
N
N
Addus HomeCare Corp.
52990090ZT33AKPDBX62
Addus HomeCare Corp.
006739106
741.00000000
NS
USD
71247.15000000
0.002287504769
Long
EC
CORP
US
N
1
N
N
NewtekOne, Inc.
549300YLU78IA8GKJ688
NewtekOne, Inc.
652526203
1664.00000000
NS
USD
17954.56000000
0.000576460133
Long
EC
CORP
US
N
1
N
N
N
Xerox Holdings Corp.
5493000Y33XDVO2CXC18
Xerox Holdings Corp.
98421M106
5461.00000000
NS
USD
72576.69000000
0.002330191797
Long
EC
CORP
US
N
1
N
N
Athira Pharma, Inc.
N/A
Athira Pharma, Inc.
04746L104
181.00000000
NS
USD
356.57000000
0.000011448255
Long
EC
CORP
US
N
1
N
N
N
Ionis Pharmaceuticals, Inc.
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals, Inc.
462222100
5822.00000000
NS
USD
240215.72000000
0.007712513484
Long
EC
CORP
US
N
1
N
N
Six Flags Entertainment Corp.
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp.
83001A102
3339.00000000
NS
USD
78733.62000000
0.002527869974
Long
EC
CORP
US
N
1
N
N
N
United Therapeutics Corp.
5299005C4HZL4UWROC14
United Therapeutics Corp.
91307C102
1796.00000000
NS
USD
420856.68000000
0.013512283124
Long
EC
CORP
US
N
1
N
N
N
RxSight, Inc.
N/A
RxSight, Inc.
78349D107
154.00000000
NS
USD
8028.02000000
0.000257752542
Long
EC
CORP
US
N
1
N
N
N
CubeSmart
N/A
CubeSmart
229663109
8634.00000000
NS
USD
349158.96000000
0.011210312078
Long
EC
CORP
US
N
1
N
N
N
Expeditors International of Washington, Inc.
984500B055A804AB6E40
Expeditors International of Washington, Inc.
302130109
5933.00000000
NS
USD
660402.23000000
0.021203279719
Long
EC
CORP
US
N
1
N
N
N
Oxford Industries, Inc.
IDZ20O0XD3GS4UOI2L88
Oxford Industries, Inc.
691497309
729.00000000
NS
USD
78571.62000000
0.002522668702
Long
EC
CORP
US
N
1
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142103
178152.00000000
NS
USD
10573321.20000000
0.339473546246
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
6015.00000000
NS
USD
245291.70000000
0.007875486016
Long
EC
CORP
US
N
1
N
N
N
Solid Biosciences, Inc.
N/A
Solid Biosciences, Inc.
83422E204
121.00000000
NS
USD
1073.27000000
0.000034459065
Long
EC
CORP
US
N
1
N
N
N
CME Group, Inc.
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
14659.00000000
NS
USD
3073112.76000000
0.098667246262
Long
EC
CORP
US
N
1
N
N
N
Ingredion, Inc.
PKSTQ48QDN0XSVS7YK88
Ingredion, Inc.
457187102
2644.00000000
NS
USD
302975.96000000
0.009727532307
Long
EC
CORP
US
N
1
N
N
N
Interactive Brokers Group, Inc.
5493004DT6DCDUZNDM53
Interactive Brokers Group, Inc., Class A
45841N107
4198.00000000
NS
USD
483273.76000000
0.015516284241
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661ED5
770000.00000000
PA
USD
661484.48000000
0.021238027102
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.70000000
N
N
N
N
N
N
Oaktree CLO Ltd.
N/A
Oaktree CLO Ltd., Series 2022-2A, Class A1R
67402RAL7
290000.00000000
PA
USD
290012.18000000
0.009311309222
Long
ABS-CBDO
CORP
KY
Y
2
2033-07-15
Floating
6.87855960
N
N
N
N
N
N
Equity Bancshares, Inc.
549300BPQ2EJNU4WF694
Equity Bancshares, Inc., Class A
29460X109
596.00000000
NS
USD
19852.76000000
0.000637404909
Long
EC
CORP
US
N
1
N
N
N
Intesa Sanpaolo Funding LLC
N/A
Intesa Sanpaolo Funding LLC
4611K0EM5
14425000.00000000
PA
USD
14376683.46000000
0.461586631589
Long
STIV
CORP
US
N
2
2024-05-21
None
0.00000000
N
N
N
N
N
N
QuantumScape Corp.
N/A
QuantumScape Corp., Class A
74767V109
14259.00000000
NS
USD
77283.78000000
0.002481320520
Long
EC
CORP
US
N
1
N
N
Greif, Inc.
54930070FVGKR0Z1FI24
Greif, Inc., Class B
397624206
252.00000000
NS
USD
15744.96000000
0.000505517358
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
547063.77000000
PA
USD
503649.72000000
0.016170487331
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
5.69133000
N
N
N
N
N
N
Southern First Bancshares, Inc.
N/A
Southern First Bancshares, Inc.
842873101
330.00000000
NS
USD
8520.60000000
0.000273567618
Long
EC
CORP
US
N
1
N
N
N
Argentine Republic (The)
549300KPBYGYF7HCHO27
Argentine Republic
040114HX1
33130.00000000
PA
USD
19495.58000000
0.000625937068
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
Cerus Corp.
254900BIEY9XIDA04Q21
Cerus Corp.
157085101
15090.00000000
NS
USD
25200.30000000
0.000809096313
Long
EC
CORP
US
N
1
N
N
Vanguard High Dividend Yield ETF
N/A
Vanguard High Dividend Yield ETF
921946406
7.00000000
NS
USD
815.29000000
0.000026176201
Long
RF
US
N
1
N
N
N
Universal Logistics Holdings, Inc.
N/A
Universal Logistics Holdings, Inc.
91388P105
270.00000000
NS
USD
12063.60000000
0.000387321352
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617MB5S4
29318.89000000
PA
USD
27208.38000000
0.000873568963
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
24.00000000
NS
USD
1591.44000000
0.000051095750
Long
EC
CORP
US
N
1
N
N
N
CBIZ, Inc.
529900D5X8CFM8O1N813
CBIZ, Inc.
124805102
2240.00000000
NS
USD
159443.20000000
0.005119181334
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913Y100
13750.00000000
NS
USD
2198212.50000000
0.070577161013
Long
EC
CORP
US
N
1
N
N
N
Koppers Holdings, Inc.
N/A
Koppers Holdings, Inc.
50060P106
800.00000000
NS
USD
41024.00000000
0.001317141747
Long
EC
CORP
US
N
1
N
N
N
Hawaiian Holdings, Inc.
529900TQUS2JVPSSPP86
Hawaiian Holdings, Inc.
419879101
1854.00000000
NS
USD
23545.80000000
0.000755975920
Long
EC
CORP
US
N
1
N
N
N
Nevro Corp.
254900SH91I4BOYKUE38
Nevro Corp.
64157F103
1644.00000000
NS
USD
17393.52000000
0.000558447038
Long
EC
CORP
US
N
1
N
N
N
Heron Therapeutics, Inc.
549300DR2I1DOPD2IX53
Heron Therapeutics, Inc.
427746102
3578.00000000
NS
USD
8300.96000000
0.000266515721
Long
EC
CORP
US
N
1
N
N
TEGNA, Inc.
549300YC5EDBGX85AO10
TEGNA, Inc.
87901J105
7533.00000000
NS
USD
102750.12000000
0.003298958478
Long
EC
CORP
US
N
1
N
N
CRH plc
549300MIDJNNTH068E74
CRH plc
N/A
8255.00000000
NS
USD
639102.10000000
0.020519404659
Long
EC
CORP
IE
N
1
N
N
N
Autoliv, Inc.
A23RUXWKASG834LTMK28
Autoliv, Inc.
052800109
389.00000000
NS
USD
46598.31000000
0.001496113968
Long
EC
CORP
US
N
1
N
N
Helen of Troy Ltd.
N/A
Helen of Troy Ltd.
N/A
835.00000000
NS
USD
77412.85000000
0.002485464521
Long
EC
CORP
BM
N
1
N
N
N
MidWestOne Financial Group, Inc.
N/A
MidWestOne Financial Group, Inc.
598511103
579.00000000
NS
USD
11678.43000000
0.000374954848
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
43287.00000000
NS
USD
2940053.04000000
0.094395149145
Long
EC
CORP
US
N
1
N
N
N
Garrett Motion, Inc.
549300LS5WT7EMBNV724
Garrett Motion, Inc.
366505105
340.00000000
NS
USD
3250.40000000
0.000104359339
Long
EC
CORP
US
N
1
N
N
Resideo Technologies, Inc.
5493006TKFPYISY2DS54
Resideo Technologies, Inc.
76118Y104
6679.00000000
NS
USD
130440.87000000
0.004188014709
Long
EC
CORP
US
N
1
N
N
N
Connecticut Light and Power Co. (The)
549300O45IUXEDS1VZ32
Connecticut Light and Power Co. (The)
207597ER2
440000.00000000
PA
USD
428060.31000000
0.013743567294
Long
DBT
CORP
US
N
2
2029-01-01
Fixed
4.65000000
N
N
N
N
N
N
Lemonade, Inc.
5493009BKR06OXXU6853
Lemonade, Inc.
52567D107
2369.00000000
NS
USD
40817.87000000
0.001310523610
Long
EC
CORP
US
N
1
N
N
Crowdstrike Holdings, Inc.
549300YBY08K9KM4HX32
Crowdstrike Holdings, Inc., Class A
22788C105
10123.00000000
NS
USD
2961382.42000000
0.095079963323
Long
EC
CORP
US
N
1
N
N
N
Esab Corp.
549300ZNV0SWBXEIWT04
Esab Corp.
29605J106
2538.00000000
NS
USD
268723.44000000
0.008627799856
Long
EC
CORP
US
N
1
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94106L109
16644.00000000
NS
USD
3462284.88000000
0.111162245437
Long
EC
CORP
US
N
1
N
N
N
OGE Energy Corp.
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp.
670837103
8126.00000000
NS
USD
281565.90000000
0.009040127767
Long
EC
CORP
US
N
1
N
N
N
TrueBlue, Inc.
N/A
TrueBlue, Inc.
89785X101
1333.00000000
NS
USD
13889.86000000
0.000445956378
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XLCK2
275453.54000000
PA
USD
274133.22000000
0.008801489577
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
862.00000000
NS
USD
2292.92000000
0.000073617898
Long
EC
CORP
US
N
1
N
N
N
Kosmos Energy Ltd.
213800YDFJ3OT9B5P157
Kosmos Energy Ltd.
500688106
15006.00000000
NS
USD
85084.02000000
0.002731759818
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P 500 Micro E-Mini Index
N/A
-245.00000000
NC
USD
-1228.00000000
-0.00003942692
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
S&P 500 Micro E-Mini Index
US78378X1072
2024-06-21
-6207075.00000000
USD
-1228.00000000
N
N
N
N/A
N/A
3 Month SOFR
N/A
4.00000000
NC
USD
2650.00000000
0.000085082528
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
96.75000000
USD
2026-03-13
XXXX
-3859.28000000
N
N
N
Axonics, Inc.
549300LJY4X7N57VJL05
Axonics, Inc.
05465P101
2204.00000000
NS
USD
146720.28000000
0.004710691448
Long
EC
CORP
US
N
1
N
N
N
ORIC Pharmaceuticals, Inc.
54930033FJRNEYBW0L25
ORIC Pharmaceuticals, Inc.
68622P109
420.00000000
NS
USD
3708.60000000
0.000119070590
Long
EC
CORP
US
N
1
N
N
Voya CLO Ltd.
N/A
Voya CLO Ltd., Series 2018-2A, Class A1
92917JAA5
831878.48000000
PA
USD
832876.73000000
0.026740851977
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-15
Floating
6.59017080
N
N
N
N
N
N
Ethan Allen Interiors, Inc.
N/A
Ethan Allen Interiors, Inc.
297602104
921.00000000
NS
USD
26009.04000000
0.000835062217
Long
EC
CORP
US
N
1
N
N
N
Landstar System, Inc.
254900CUQXQRL09MEI52
Landstar System, Inc.
515098101
1278.00000000
NS
USD
222895.98000000
0.007156435271
Long
EC
CORP
US
N
1
N
N
N
Intrepid Potash, Inc.
549300OZ696E2PRRTO45
Intrepid Potash, Inc.
46121Y201
381.00000000
NS
USD
7665.72000000
0.000246120315
Long
EC
CORP
US
N
1
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017104
21601.00000000
NS
USD
1986859.98000000
0.063791347160
Long
EC
CORP
US
N
1
N
N
N
Amphenol Corp.
549300D3L3G0R4U4VT04
Amphenol Corp., Class A
032095101
24822.00000000
NS
USD
2997752.94000000
0.096247697583
Long
EC
CORP
US
N
1
N
N
N
Lakeland Bancorp, Inc.
549300NF90LR9ETZDR73
Lakeland Bancorp, Inc.
511637100
4976.00000000
NS
USD
60657.44000000
0.001947505033
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
9.00000000
NC
USD
562.50000000
0.000018059970
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
98.00000000
USD
2025-03-14
XXXX
-2270.88000000
N
N
N
Daktronics, Inc.
549300IOLZ3SG5YUJ288
Daktronics, Inc.
234264109
2785.00000000
NS
USD
26318.25000000
0.000844989903
Long
EC
CORP
US
N
1
N
N
Astrana Health, Inc.
5493008O4R82Q4STJ936
Astrana Health, Inc.
03763A207
2042.00000000
NS
USD
75860.30000000
0.002435617397
Long
EC
CORP
US
N
1
N
N
John B Sanfilippo & Son, Inc.
5299007IBEYVXKYDUX28
John B Sanfilippo & Son, Inc.
800422107
258.00000000
NS
USD
25722.60000000
0.000825865598
Long
EC
CORP
US
N
1
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp.
35137LAM7
1370000.00000000
PA
USD
1336433.70000000
0.042908361420
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.05000000
N
N
N
N
N
N
Robinhood Markets, Inc.
213800FS5AO3YWIE6F63
Robinhood Markets, Inc., Class A
770700102
24370.00000000
NS
USD
401861.30000000
0.012902405784
Long
EC
CORP
US
N
1
N
N
N
OneSpan, Inc.
549300D67QDZG593UX89
OneSpan, Inc.
68287N100
1133.00000000
NS
USD
12259.06000000
0.000393596911
Long
EC
CORP
US
N
1
N
N
N
Loews Corp.
R8V1FN4M5ITGZOG7BS19
Loews Corp.
540424108
5862.00000000
NS
USD
440529.30000000
0.014143904348
Long
EC
CORP
US
N
1
N
N
N
Tango Therapeutics, Inc.
N/A
Tango Therapeutics, Inc.
87583X109
264.00000000
NS
USD
2032.80000000
0.000065266325
Long
EC
CORP
US
N
1
N
N
N
Cal-Maine Foods, Inc.
549300NHE5WMIEIEMF53
Cal-Maine Foods, Inc.
128030202
1608.00000000
NS
USD
88970.64000000
0.002856546027
Long
EC
CORP
US
N
1
N
N
N
AMETEK, Inc.
549300WZDEF9KKE40E98
AMETEK, Inc.
031100100
9493.00000000
NS
USD
1658047.38000000
0.053234287816
Long
EC
CORP
US
N
1
N
N
N
Ares Commercial Real Estate Corp.
549300ZNO5IWXS443S81
Ares Commercial Real Estate Corp.
04013V108
2326.00000000
NS
USD
15793.54000000
0.000507077098
Long
EC
CORP
US
N
1
N
N
N
Madrigal Pharmaceuticals, Inc.
549300CHIMT2EUSNJB60
Madrigal Pharmaceuticals, Inc.
558868105
589.00000000
NS
USD
120167.78000000
0.003858180570
Long
EC
CORP
US
N
1
N
N
N
Aviat Networks, Inc.
549300Z3X8Z4MK52CI65
Aviat Networks, Inc.
05366Y201
57.00000000
NS
USD
1906.65000000
0.000061216076
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3E1
2560000.00000000
PA
USD
2551824.20000000
0.081930435497
Long
DBT
CORP
US
N
2
2029-07-25
Variable
5.57400000
N
N
N
N
N
N
Stoneridge, Inc.
PNBCIH9LE7WI83VJIF08
Stoneridge, Inc.
86183P102
1027.00000000
NS
USD
15384.46000000
0.000493942924
Long
EC
CORP
US
N
1
N
N
N
Luminar Technologies, Inc.
549300AVGXLDWYMI4298
Luminar Technologies, Inc., Class A
550424105
14651.00000000
NS
USD
21536.97000000
0.000691479190
Long
EC
CORP
US
N
1
N
N
Chubb Ltd.
E0JAN6VLUDI1HITHT809
Chubb Ltd.
N/A
15057.00000000
NS
USD
3743772.48000000
0.120199859257
Long
EC
CORP
CH
N
1
N
N
N
Permian Resources Corp.
529900NXUJPOKU7OJ511
Permian Resources Corp., Class A
71424F105
13759.00000000
NS
USD
230463.25000000
0.007399394691
Long
EC
CORP
US
N
1
N
N
N
Greene County Bancorp, Inc.
N/A
Greene County Bancorp, Inc.
394357107
35.00000000
NS
USD
1029.70000000
0.000033060180
Long
EC
CORP
US
N
1
N
N
TriCo Bancshares
N/A
TriCo Bancshares
896095106
1912.00000000
NS
USD
66480.24000000
0.002134455428
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q9XA6
165439.62000000
PA
USD
150402.62000000
0.004828918918
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
658.00000000
NS
USD
21714.00000000
0.000697163024
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
138400.00000000
PA
USD
24284.04000000
0.000779678307
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
Southwestern Energy Co.
Southwestern Energy Co.
Y
2025-04-17
0.00000000
USD
0.00000000
USD
138400.00000000
USD
24284.04000000
N
N
N
inTEST Corp.
549300RJJBPHDOAVDU15
inTEST Corp.
461147100
712.00000000
NS
USD
8024.24000000
0.000257631179
Long
EC
CORP
US
N
1
N
N
N
4D Molecular Therapeutics, Inc.
N/A
4D Molecular Therapeutics, Inc.
35104E100
1160.00000000
NS
USD
27758.80000000
0.000891241086
Long
EC
CORP
US
N
1
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406RAN7
760000.00000000
PA
USD
731488.15000000
0.023485607939
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
94.00000000
NS
USD
1077.24000000
0.000034586529
Long
EC
CORP
US
N
1
N
N
N
Balchem Corp.
549300VR70OPMHUI3557
Balchem Corp.
057665200
1402.00000000
NS
USD
198214.76000000
0.006364004859
Long
EC
CORP
US
N
1
N
N
N
AvePoint, Inc.
N/A
AvePoint, Inc.
053604104
7106.00000000
NS
USD
55213.62000000
0.001772722404
Long
EC
CORP
US
N
1
N
N
N
Savara, Inc.
5493002JO0WM3YMJXG33
Savara, Inc.
805111101
5409.00000000
NS
USD
24773.22000000
0.000795384220
Long
EC
CORP
US
N
1
N
N
TrueCar, Inc.
549300KK16488YXWVE52
TrueCar, Inc.
89785L107
3718.00000000
NS
USD
9815.52000000
0.000315143115
Long
EC
CORP
US
N
1
N
N
N
Driven Brands Holdings, Inc.
N/A
Driven Brands Holdings, Inc.
26210V102
2053.00000000
NS
USD
29419.49000000
0.000944560220
Long
EC
CORP
US
N
1
N
N
N
Kyndryl Holdings, Inc.
549300LQ4LWX2R8ZV130
Kyndryl Holdings, Inc.
50155Q100
9557.00000000
NS
USD
187890.62000000
0.006032531677
Long
EC
CORP
US
N
1
N
N
N
Two Harbors Investment Corp.
549300ZUIBT6KH4HU823
Two Harbors Investment Corp.
90187B804
5509.00000000
NS
USD
69578.67000000
0.002233935525
Long
EC
CORP
US
N
1
N
N
N
Ligand Pharmaceuticals, Inc.
5493008K7TB0IKP37H79
Ligand Pharmaceuticals, Inc.
53220K504
847.00000000
NS
USD
59196.83000000
0.001900609791
Long
EC
CORP
US
N
1
N
N
N
Baxter International, Inc.
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813109
20658.00000000
NS
USD
833963.46000000
0.026775743198
Long
EC
CORP
US
N
1
N
N
N
Artisan Partners Asset Management, Inc.
549300T1FUI6JF63XU51
Artisan Partners Asset Management, Inc., Class A
04316A108
4572.00000000
NS
USD
187131.96000000
0.006008173673
Long
EC
CORP
US
N
1
N
N
Climb Global Solutions, Inc.
549300LKM16VX2FG7J68
Climb Global Solutions, Inc.
946760105
295.00000000
NS
USD
19015.70000000
0.000610529746
Long
EC
CORP
US
N
1
N
N
N
GEN Restaurant Group, Inc.
N/A
GEN Restaurant Group, Inc., Class A
36870C104
7634.00000000
NS
USD
75576.60000000
0.002426508750
Long
EC
CORP
US
N
1
N
N
N
Oscar Health, Inc.
N/A
Oscar Health, Inc., Class A
687793109
5488.00000000
NS
USD
95326.56000000
0.003060613099
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
28588.52000000
0.000917880586
Long
EC
CORP
GG
N
1
N
N
Meritage Homes Corp.
52990044W9UMFJO2FB97
Meritage Homes Corp.
59001A102
948.00000000
NS
USD
157121.52000000
0.005044640049
Long
EC
CORP
US
N
1
N
N
N
Polaris, Inc.
549300QJSN8UVWN1EI78
Polaris, Inc.
731068102
2090.00000000
NS
USD
177984.40000000
0.005714476492
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares, Inc.
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150104
59553.00000000
NS
USD
802178.91000000
0.025755248909
Long
EC
CORP
US
N
1
N
N
N
Triumph Group, Inc.
5493007L6S47Q14SL582
Triumph Group, Inc.
896818101
1343.00000000
NS
USD
17942.48000000
0.000576072285
Long
EC
CORP
US
N
1
N
N
SpartanNash Co.
549300TV3QCCSQLF5X16
SpartanNash Co.
847215100
1344.00000000
NS
USD
25656.96000000
0.000823758120
Long
EC
CORP
US
N
1
N
N
N
Tecnoglass, Inc.
529900YRWTPOC2E6IO67
Tecnoglass, Inc.
N/A
116.00000000
NS
USD
6443.80000000
0.000206888601
Long
EC
CORP
KY
N
1
N
N
N
Stoke Therapeutics, Inc.
549300RD25SS2DIJHJ67
Stoke Therapeutics, Inc.
86150R107
606.00000000
NS
USD
6684.18000000
0.000214606389
Long
EC
CORP
US
N
1
N
N
Citizens, Inc.
549300Z39SMLUE3VF522
Citizens, Inc., Class A
174740100
232.00000000
NS
USD
517.36000000
0.000016610678
Long
EC
CORP
US
N
1
N
N
N
CoStar Group, Inc.
N/A
CoStar Group, Inc.
22160N109
16499.00000000
NS
USD
1510153.47000000
0.048485915081
Long
EC
CORP
US
N
1
N
N
N
Lyra Therapeutics, Inc.
N/A
Lyra Therapeutics, Inc.
55234L105
8965.00000000
NS
USD
46259.40000000
0.001485232716
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
96472.00000000
NS
USD
83353737.44000000
2.676206303241
Long
EC
CORP
US
N
1
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BM3
90000.00000000
PA
USD
88952.58000000
0.002855966182
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
346.00000000
NS
USD
1446.28000000
0.000046435154
Long
EC
CORP
US
N
1
N
N
N
HarborOne Bancorp, Inc.
549300CNOEY2QUB7F917
HarborOne Bancorp, Inc.
41165Y100
3019.00000000
NS
USD
30582.47000000
0.000981899570
Long
EC
CORP
US
N
1
N
N
N
BlackSky Technology, Inc.
N/A
BlackSky Technology, Inc., Class A
09263B108
8321.00000000
NS
USD
10068.41000000
0.000323262557
Long
EC
CORP
US
N
1
N
N
Equifax, Inc.
5493004MCF8JDC86VS77
Equifax, Inc.
294429105
5170.00000000
NS
USD
1138382.30000000
0.036549601497
Long
EC
CORP
US
N
1
N
N
N
QazaqGaz NC JSC
635400YGLXBBSVHONW39
QazaqGaz NC JSC
N/A
1430000.00000000
PA
USD
1332188.00000000
0.042772046367
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
1782.00000000
NS
USD
19824.76000000
0.000636505924
Long
EC
CORP
US
N
1
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331C108
81539.00000000
NS
USD
1395132.29000000
0.044792974412
Long
EC
CORP
US
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
366492.00000000
NS
USD
64136100.00000000
2.059193029093
Long
EC
CORP
US
N
1
N
N
N
Gentex Corp.
549300S3UD8XV1MN0287
Gentex Corp.
371901109
9813.00000000
NS
USD
336585.90000000
0.010806633689
Long
EC
CORP
US
N
1
N
N
Spirit Airlines, Inc.
549300DCAFIXFNFR3304
Spirit Airlines, Inc.
848577102
5140.00000000
NS
USD
18144.20000000
0.000582548832
Long
EC
CORP
US
N
1
N
N
Coterra Energy, Inc.
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097AG8
440000.00000000
PA
USD
418510.18000000
0.013436944953
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
2487.00000000
NS
USD
16414.20000000
0.000527004389
Long
EC
CORP
US
N
1
N
N
N
Generation Bio Co.
N/A
Generation Bio Co.
37148K100
1301.00000000
NS
USD
3681.83000000
0.000118211095
Long
EC
CORP
US
N
1
N
N
N
Omega Therapeutics, Inc.
N/A
Omega Therapeutics, Inc.
68217N105
1726.00000000
NS
USD
3848.98000000
0.000123577716
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179UGE6
243781.29000000
PA
USD
237159.33000000
0.007614383149
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
7866.00000000
NS
USD
635258.16000000
0.020395988760
Long
EC
CORP
US
N
1
N
N
N
Ovintiv, Inc.
2549003MEX7YMKLGI239
Ovintiv, Inc.
69047Q102
10527.00000000
NS
USD
540245.64000000
0.017345458421
Long
EC
CORP
US
N
1
N
N
N
908 Devices, Inc.
N/A
908 Devices, Inc.
65443P102
397.00000000
NS
USD
2262.90000000
0.000072654057
Long
EC
CORP
US
N
1
N
N
N
Lexeo Therapeutics, Inc.
N/A
Lexeo Therapeutics, Inc.
52886X107
2103.00000000
NS
USD
26182.35000000
0.000840626614
Long
EC
CORP
US
N
1
N
N
Bloom Energy Corp.
549300XB5J9BFW5JXV97
Bloom Energy Corp., Class A
093712107
8897.00000000
NS
USD
99023.61000000
0.003179312858
Long
EC
CORP
US
N
1
N
N
Equity LifeStyle Properties, Inc.
529900PEQG66LENB6798
Equity LifeStyle Properties, Inc.
29472R108
6688.00000000
NS
USD
403219.52000000
0.012946013630
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179MAV5
1810000.00000000
PA
USD
1811622.85000000
0.058165076206
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
4299.00000000
NS
USD
187823.31000000
0.006030370581
Long
EC
CORP
US
N
1
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Multifamily Structured Pass-Through Certificates, Series K104, Class XAM
3137FREM9
3000000.00000000
PA
USD
198572.40000000
0.006375487468
Long
ABS-MBS
USGSE
US
N
2
2030-01-25
Variable
1.50722640
N
N
N
N
N
N
Carlisle Cos., Inc.
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339100
1975.00000000
NS
USD
766793.75000000
0.024619151222
Long
EC
CORP
US
N
1
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884U109
3368.00000000
NS
USD
136707.12000000
0.004389202781
Long
EC
CORP
US
N
1
N
N
N
WF Card Issuance Trust
N/A
WF Card Issuance Trust, Series 2024-A1, Class A
92970QAA3
1100000.00000000
PA
USD
1090252.02000000
0.035004301158
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
4.94000000
N
N
N
N
N
N
Flowers Foods, Inc.
7YNCQQNDK8FBM9BBTK25
Flowers Foods, Inc.
343498101
8514.00000000
NS
USD
212339.16000000
0.006817491523
Long
EC
CORP
US
N
1
N
N
N
Bakkt Holdings, Inc.
N/A
Bakkt Holdings, Inc.
05759B305
16.00000000
NS
USD
107.36000000
0.000003446966
Long
EC
CORP
US
N
1
N
N
Advantest Corp.
353800EMK32PDKS9XR54
Advantest Corp.
N/A
82800.00000000
NS
2545185.06000000
0.081717275189
Long
EC
CORP
JP
N
2
N
N
N
Timken Co. (The)
B0I35MLPFXZSE70ASS73
Timken Co. (The)
887389104
2165.00000000
NS
USD
193161.30000000
0.006201755367
Long
EC
CORP
US
N
1
N
N
Haemonetics Corp.
549300ZEL6TXZS6F5F95
Haemonetics Corp.
405024100
1866.00000000
NS
USD
171578.70000000
0.005508811152
Long
EC
CORP
US
N
1
N
N
N
Hyliion Holdings Corp.
N/A
Hyliion Holdings Corp.
449109107
3638.00000000
NS
USD
4693.02000000
0.000150676983
Long
EC
CORP
US
N
1
N
N
Xperi, Inc.
N/A
Xperi, Inc.
98423J101
1275.00000000
NS
USD
13400.25000000
0.000430236659
Long
EC
CORP
US
N
1
N
N
N
Infinera Corp.
549300ZOF66WPV3H0H17
Infinera Corp.
45667G103
3714.00000000
NS
USD
17901.48000000
0.000574755914
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
0.12000000
0.000000003852
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
244846.93000000
0.007861205958
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.00000000
N
N
N
N
N
N
OPENLANE, Inc.
5493004HKD20LBSG7D03
OPENLANE, Inc.
48238T109
5340.00000000
NS
USD
91741.20000000
0.002945499329
Long
EC
CORP
US
N
1
N
N
N
Invivyd, Inc.
N/A
Invivyd, Inc.
00534A102
7058.00000000
NS
USD
15668.76000000
0.000503070834
Long
EC
CORP
US
N
1
N
N
N
Jabil, Inc.
5493000CGCQY2OQU7669
Jabil, Inc.
466313103
5663.00000000
NS
USD
664609.68000000
0.021338366694
Long
EC
CORP
US
N
1
N
N
N
Tootsie Roll Industries, Inc.
529900SBKOV9XX4M4Q35
Tootsie Roll Industries, Inc.
890516107
73.00000000
NS
USD
2168.83000000
0.000069633788
Long
EC
CORP
US
N
1
N
N
N
Eos Energy Enterprises, Inc.
N/A
Eos Energy Enterprises, Inc.
29415C101
8101.00000000
NS
USD
6263.69000000
0.000201105879
Long
EC
CORP
US
N
1
N
N
Boston Omaha Corp.
54930002FEWTYF4YFF19
Boston Omaha Corp., Class A
101044105
469.00000000
NS
USD
7241.36000000
0.000232495552
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
26.00000000
NC
USD
3575.00000000
0.000114781146
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
95.25000000
USD
2024-09-13
XXXX
-100700.82000000
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2021-AFC1, Class A1
12657LAA2
289630.25000000
PA
USD
228986.22000000
0.007351972258
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
0.000000000321
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
367.00000000
NS
USD
8896.08000000
0.000285623009
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
936891.43000000
0.030080411837
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.20000000
N
N
N
N
N
Columbia Pipelines Holding Co. LLC
N/A
Columbia Pipelines Holding Co. LLC
19828AAB3
700000.00000000
PA
USD
706336.62000000
0.022678077464
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
6.04200000
N
N
N
N
N
N
Bloomin' Brands, Inc.
E1UJ2GO305B5FXGV7N04
Bloomin' Brands, Inc.
094235108
4076.00000000
NS
USD
105120.04000000
0.003375048585
Long
EC
CORP
US
N
1
N
N
Credo Technology Group Holding Ltd.
N/A
Credo Technology Group Holding Ltd.
N/A
2677.00000000
NS
USD
47837.99000000
0.001535915896
Long
EC
CORP
KY
N
1
N
N
KORU Medical Systems, Inc.
N/A
KORU Medical Systems, Inc.
759910102
2317.00000000
NS
USD
5027.89000000
0.000161428525
Long
EC
CORP
US
N
1
N
N
N
Xylem, Inc.
549300DF5MV96DRYLQ48
Xylem, Inc.
98419M100
10261.00000000
NS
USD
1341112.70000000
0.043058588268
Long
EC
CORP
US
N
1
N
N
N
Ajinomoto Co., Inc.
353800UT0TLROREPIC92
Ajinomoto Co., Inc.
N/A
103300.00000000
NS
3831774.12000000
0.123025293975
Long
EC
CORP
JP
N
2
N
N
N
Mercantile Bank Corp.
P16VZZCKTJ5IONL6XE37
Mercantile Bank Corp.
587376104
567.00000000
NS
USD
20457.36000000
0.000656816568
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust, Inc.
549300TR2H2VEFX0NC60
Essex Property Trust, Inc.
297178105
2600.00000000
NS
USD
640250.00000000
0.020556259842
Long
EC
CORP
US
N
1
N
N
N
Enstar Group Ltd.
213800AMAL5QFXVUCN04
Enstar Group Ltd.
N/A
571.00000000
NS
USD
165801.27000000
0.005323317435
Long
EC
CORP
BM
N
1
N
N
N
PriceSmart, Inc.
549300JVYOSTGVSDZS46
PriceSmart, Inc.
741511109
1255.00000000
NS
USD
101140.45000000
0.003247277424
Long
EC
CORP
US
N
1
N
N
N
nVent Electric plc
N/A
nVent Electric plc
N/A
5968.00000000
NS
USD
430113.76000000
0.013809496622
Long
EC
CORP
IE
N
1
N
N
Northwest Pipe Co.
54930056VW2CRCZ9RE54
Northwest Pipe Co.
667746101
335.00000000
NS
USD
10602.75000000
0.000340418405
Long
EC
CORP
US
N
1
N
N
Camden National Corp.
549300ZVEDL2L8UW4F28
Camden National Corp.
133034108
572.00000000
NS
USD
17857.84000000
0.000573354782
Long
EC
CORP
US
N
1
N
N
N
Brookline Bancorp, Inc.
N/A
Brookline Bancorp, Inc.
11373M107
1561.00000000
NS
USD
12956.30000000
0.000415982927
Long
EC
CORP
US
N
1
N
N
N
Cerevel Therapeutics Holdings, Inc.
254900RJNIRS9COSQR41
Cerevel Therapeutics Holdings, Inc.
15678U128
3198.00000000
NS
USD
136586.58000000
0.004385332650
Long
EC
CORP
US
N
1
N
N
N
WideOpenWest, Inc.
549300RM6J2BWWOFU889
WideOpenWest, Inc.
96758W101
1772.00000000
NS
USD
6326.04000000
0.000203107726
Long
EC
CORP
US
N
1
N
N
N
ICU Medical, Inc.
5493003NRW7LS2QZRH60
ICU Medical, Inc.
44930G107
888.00000000
NS
USD
86952.96000000
0.002791765153
Long
EC
CORP
US
N
1
N
N
N
Ubiquiti, Inc.
N/A
Ubiquiti, Inc.
90353W103
213.00000000
NS
USD
22914.54000000
0.000735708298
Long
EC
CORP
US
N
1
N
N
Mammoth Energy Services, Inc.
549300ODHHN3MGXCQ803
Mammoth Energy Services, Inc.
56155L108
1545.00000000
NS
USD
5021.25000000
0.000161215337
Long
EC
CORP
US
N
1
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
5765.00000000
NS
USD
532455.40000000
0.017095340190
Long
EC
CORP
US
N
1
N
N
N
FRP Holdings, Inc.
N/A
FRP Holdings, Inc.
30292L107
566.00000000
NS
USD
17155.46000000
0.000550803738
Long
EC
CORP
US
N
1
N
N
PAR Technology Corp.
549300HYPTHBJQINVG57
PAR Technology Corp.
698884103
1209.00000000
NS
USD
51116.52000000
0.001641178394
Long
EC
CORP
US
N
1
N
N
Lattice Semiconductor Corp.
549300LRBBPZDQ2II567
Lattice Semiconductor Corp.
518415104
5721.00000000
NS
USD
392460.60000000
0.012600581134
Long
EC
CORP
US
N
1
N
N
WM Technology, Inc.
549300APSNIYJ4PTIL34
WM Technology, Inc.
92971A109
377.00000000
NS
USD
476.91000000
0.000015311965
Long
EC
CORP
US
N
1
N
N
N
Kymera Therapeutics, Inc.
N/A
Kymera Therapeutics, Inc.
501575104
1024.00000000
NS
USD
34426.88000000
0.001105330559
Long
EC
CORP
US
N
1
N
N
Hibbett, Inc.
529900RD6P643J1CZM55
Hibbett, Inc.
428567101
133.00000000
NS
USD
11469.92000000
0.000368260298
Long
EC
CORP
US
N
1
N
N
N
Citizens & Northern Corp.
N/A
Citizens & Northern Corp.
172922106
574.00000000
NS
USD
9786.70000000
0.000314217802
Long
EC
CORP
US
N
1
N
N
N
Ingles Markets, Inc.
549300XH5RYBMYP8TF26
Ingles Markets, Inc., Class A
457030104
662.00000000
NS
USD
47498.50000000
0.001525016022
Long
EC
CORP
US
N
1
N
N
N
Integer Holdings Corp.
549300SUD2ED5XG6X569
Integer Holdings Corp.
45826H109
1484.00000000
NS
USD
165658.92000000
0.005318747059
Long
EC
CORP
US
N
1
N
N
Axcelis Technologies, Inc.
529900HF9B6NL1QG9F05
Axcelis Technologies, Inc.
054540208
1209.00000000
NS
USD
125155.68000000
0.004018325152
Long
EC
CORP
US
N
1
N
N
RingCentral, Inc.
549300C8EH0H1614VE84
RingCentral, Inc., Class A
76680R206
3942.00000000
NS
USD
116762.04000000
0.003748833789
Long
EC
CORP
US
N
1
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust, Series 2023-2A, Class A2
505713AB3
775332.46000000
PA
USD
775794.25000000
0.024908126805
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
10575.00000000
NS
USD
2086236.00000000
0.066981974710
Long
EC
CORP
US
N
1
N
N
N
AccessLex Institute
635400C9RW3TYNTIJP57
AccessLex Institute, Series 2007-A, Class A3
00432CDJ7
1260291.55000000
PA
USD
1238932.76000000
0.039777936340
Long
ABS-O
CORP
US
N
2
2036-05-25
Floating
5.88543840
N
N
N
N
N
N
Mondee Holdings, Inc.
549300SDRJEAWXEMNH70
Mondee Holdings, Inc., Class A
465712107
3126.00000000
NS
USD
6845.94000000
0.000219799955
Long
EC
CORP
US
N
1
N
N
Franklin Covey Co.
N/A
Franklin Covey Co.
353469109
492.00000000
NS
USD
19158.48000000
0.000615113929
Long
EC
CORP
US
N
1
N
N
Masonite International Corp.
549300H0H07ZFT4JYM32
Masonite International Corp.
575385109
720.00000000
NS
USD
95436.00000000
0.003064126847
Long
EC
CORP
CA
N
1
N
N
N
Forge Global Holdings, Inc.
N/A
Forge Global Holdings, Inc.
34629L103
7815.00000000
NS
USD
14301.45000000
0.000459171139
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418EDX5
84382.21800000
PA
USD
72536.18000000
0.002328891158
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.00000000
N
N
N
N
N
N
Greenwich Lifesciences, Inc.
N/A
Greenwich Lifesciences, Inc.
396879108
30.00000000
NS
USD
372.60000000
0.000011962924
Long
EC
CORP
US
N
1
N
N
N
CFK Trust
N/A
CFK Trust, Series 2020-MF2, Class E
12529AAJ3
1170000.00000000
PA
USD
877206.80000000
0.028164140439
Long
ABS-MBS
CORP
US
Y
2
2039-03-15
Variable
3.57275160
N
N
N
N
N
N
NVR, Inc.
529900RWXR4JI3JYTV70
NVR, Inc.
62944T105
109.00000000
NS
USD
810834.65000000
0.026033155415
Long
EC
CORP
US
N
1
N
N
N
Crescent Energy Co.
N/A
Crescent Energy Co., Class A
44952J104
872.00000000
NS
USD
9278.08000000
0.000297887736
Long
EC
CORP
US
N
1
N
N
N
Sight Sciences, Inc.
N/A
Sight Sciences, Inc.
82657M105
139.00000000
NS
USD
771.45000000
0.000024768647
Long
EC
CORP
US
N
1
N
N
Vuzix Corp.
549300EWPW64TZQXJG66
Vuzix Corp.
92921W300
2232.00000000
NS
USD
2968.56000000
0.000095310411
Long
EC
CORP
US
N
1
N
N
Kopin Corp.
52990031GUBB61RXCD89
Kopin Corp.
500600101
551.00000000
NS
USD
433.09000000
0.000013905053
Long
EC
CORP
US
N
1
N
N
N
Glacier Bancorp, Inc.
549300SMJAUKZB5D7V74
Glacier Bancorp, Inc.
37637Q105
4378.00000000
NS
USD
158396.04000000
0.005085560572
Long
EC
CORP
US
N
1
N
N
Oppenheimer Holdings, Inc.
N/A
Oppenheimer Holdings, Inc., Class A
683797104
29.00000000
NS
USD
1161.45000000
0.000037290227
Long
EC
CORP
US
N
1
N
N
N
Northwest Natural Holding Co.
254900PSJL6ZEC8FR782
Northwest Natural Holding Co.
66765N105
1938.00000000
NS
USD
73934.70000000
0.002373792900
Long
EC
CORP
US
N
1
N
N
N
Northwest Bancshares, Inc.
N/A
Northwest Bancshares, Inc.
667340103
2018.00000000
NS
USD
21390.80000000
0.000686786166
Long
EC
CORP
US
N
1
N
N
N
Doximity, Inc.
N/A
Doximity, Inc., Class A
26622P107
5026.00000000
NS
USD
122081.54000000
0.003919624924
Long
EC
CORP
US
N
1
N
N
Ballyrock CLO Ltd.
N/A
Ballyrock CLO Ltd., Series 2019-2A, Class A1RR
05875MAX0
760000.00000000
PA
USD
765080.60000000
0.024564147776
Long
ABS-CBDO
CORP
KY
Y
2
2036-02-20
Floating
6.71909040
N
N
N
N
N
N
Petrobras Global Finance BV
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAZ2
370000.00000000
PA
USD
360140.09000000
0.011562878984
Long
DBT
CORP
NL
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
Credit Agricole Corporate and Investment Bank
254900BN8XS34XZDJ223
Credit Agricole Corporate and Investment Bank
22533TE10
26000000.00000000
PA
USD
25996178.00000000
0.834649261814
Long
STIV
CORP
FR
N
2
2024-05-01
None
0.00000000
N
N
N
N
N
N
Standex International Corp.
RCX52GR0JW2LRRMH9Z54
Standex International Corp.
854231107
609.00000000
NS
USD
105283.92000000
0.003380310217
Long
EC
CORP
US
N
1
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807102
5706.00000000
NS
USD
2767581.18000000
0.088857661649
Long
EC
CORP
US
N
1
N
N
N
Bancorp, Inc. (The)
N/A
Bancorp, Inc. (The)
05969A105
266.00000000
NS
USD
7964.04000000
0.000255698361
Long
EC
CORP
US
N
1
N
N
N
Varex Imaging Corp.
549300CWYWPVCT8E9W67
Varex Imaging Corp.
92214X106
1476.00000000
NS
USD
23985.00000000
0.000770077145
Long
EC
CORP
US
N
1
N
N
Southwestern Energy Co.
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AP4
430000.00000000
PA
USD
443903.19000000
0.014252228533
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
8.37500000
N
N
N
N
N
N
Beyond, Inc.
549300ACR0DL9U7EI710
Beyond, Inc.
690370101
1210.00000000
NS
USD
24357.30000000
0.000782030437
Long
EC
CORP
US
N
1
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480100
5491.00000000
NS
USD
3784891.39000000
0.121520048243
Long
EC
CORP
US
N
1
N
N
N
Semtech Corp.
549300J7WUY317SW6O61
Semtech Corp.
816850101
1710.00000000
NS
USD
64330.20000000
0.002065424922
Long
EC
CORP
US
N
1
N
N
Curtiss-Wright Corp.
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corp.
231561101
1567.00000000
NS
USD
397109.14000000
0.012749830015
Long
EC
CORP
US
N
1
N
N
N
Jack in the Box, Inc.
5493002OJW26P0SUUP68
Jack in the Box, Inc.
466367109
943.00000000
NS
USD
53817.01000000
0.001727881985
Long
EC
CORP
US
N
1
N
N
System1, Inc.
N/A
System1, Inc.
87200P109
1741.00000000
NS
USD
2977.11000000
0.000095584922
Long
EC
CORP
US
N
1
N
N
N
E2open Parent Holdings, Inc.
N/A
E2open Parent Holdings, Inc.
29788T103
2295.00000000
NS
USD
11130.75000000
0.000357370697
Long
EC
CORP
US
N
1
N
N
N
Jazz Pharmaceuticals plc
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals plc
N/A
2394.00000000
NS
USD
265135.50000000
0.008512603250
Long
EC
CORP
IE
N
1
N
N
N
Mid-America Apartment Communities, Inc.
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities, Inc.
59522J103
4581.00000000
NS
USD
595530.00000000
0.019120452048
Long
EC
CORP
US
N
1
N
N
N
Quantum-Si, Inc.
N/A
Quantum-Si, Inc.
74765K105
516.00000000
NS
USD
830.76000000
0.000026672890
Long
EC
CORP
US
N
1
N
N
America's Car-Mart, Inc.
N/A
America's Car-Mart, Inc.
03062T105
235.00000000
NS
USD
13451.40000000
0.000431878912
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
1063480.93000000
PA
USD
1067108.57000000
0.034261243334
Long
ABS-O
CORP
US
Y
2
2069-11-25
Floating
6.59450160
N
N
N
N
N
N
Option Care Health, Inc.
549300DI3Q5ACSYJRI17
Option Care Health, Inc.
68404L201
6601.00000000
NS
USD
197303.89000000
0.006334759907
Long
EC
CORP
US
N
1
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816DT3
260000.00000000
PA
USD
260060.88000000
0.008349674383
Long
DBT
CORP
US
N
2
2027-04-23
Variable
5.64500000
N
N
N
N
N
N
Universal Health Realty Income Trust
549300L4MWZL4IH6H172
Universal Health Realty Income Trust
91359E105
492.00000000
NS
USD
17726.76000000
0.000569146247
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KN6W8
597867.65000000
PA
USD
538505.99000000
0.017289604150
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
6092.00000000
NS
USD
454950.56000000
0.014606922181
Long
EC
CORP
US
N
1
N
N
BANK
N/A
BANK, Series 2017-BNK8, Class A4
06650AAE7
1200000.00000000
PA
USD
1088892.60000000
0.034960654784
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
512.00000000
NS
USD
8816.64000000
0.000283072460
Long
EC
CORP
US
N
1
N
N
N
Star Bulk Carriers Corp.
549300SO3FMK7H6DDY54
Star Bulk Carriers Corp.
N/A
511.00000000
NS
USD
12427.52000000
0.000399005592
Long
EC
CORP
MH
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
184.00000000
NC
USD
-223348.90000000
-0.00717097699
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
3 Month SOFR
2026-03-17
43962200.00000000
USD
-223348.90000000
N
N
N
First Bank
549300YS4CB1171BRJ08
First Bank
31931U102
701.00000000
NS
USD
8187.68000000
0.000262878684
Long
EC
CORP
US
N
1
N
N
N
Contango ORE, Inc.
254900PFYX4KDRISX581
Contango ORE, Inc.
21077F100
247.00000000
NS
USD
5154.89000000
0.000165506065
Long
EC
CORP
US
N
1
N
N
Nine Energy Service, Inc.
549300KRLJCZBPZMKT65
Nine Energy Service, Inc.
65441V101
148.00000000
NS
USD
319.68000000
0.000010263842
Long
EC
CORP
US
N
1
N
N
Gannett Co., Inc.
549300JQ2PU0RI3ZBA32
Gannett Co., Inc.
36472T109
5331.00000000
NS
USD
12901.02000000
0.000414208073
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
35.00000000
NC
USD
7656.25000000
0.000245816266
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
96.50000000
USD
2025-03-14
XXXX
-51609.95000000
N
N
N
Sony Group Corp.
529900R5WX9N2OI2N910
Sony Group Corp.
N/A
74100.00000000
NS
6120824.53000000
0.196518952734
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
3 Month SOFR
N/A
-34.00000000
NC
USD
-6930.98000000
-0.00022253030
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
3 Month SOFR
2024-06-18
-8045675.00000000
USD
-6930.98000000
N
N
N
Sunnova Helios II Issuer LLC
N/A
Sunnova Helios II Issuer LLC, Series 2018-1A, Class A
86745JAA5
2020092.73000000
PA
USD
1697585.73000000
0.054503730371
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
81921.00000000
NS
USD
3599608.74000000
0.115571249653
Long
EC
CORP
US
N
1
N
N
N
Solid Power, Inc.
N/A
Solid Power, Inc.
83422N105
11322.00000000
NS
USD
19134.18000000
0.000614333738
Long
EC
CORP
US
N
1
N
N
Tenable Holdings, Inc.
5493004S5OMPESF0EF83
Tenable Holdings, Inc.
88025T102
4487.00000000
NS
USD
201780.39000000
0.006478485166
Long
EC
CORP
US
N
1
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CF5
200000.00000000
PA
USD
197923.70000000
0.006354659908
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
5.12500000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJF9
170000.00000000
PA
USD
170776.95000000
0.005483069674
Long
DBT
UST
US
N
2
2028-10-31
Fixed
4.87500000
N
N
N
N
N
MEGlobal Canada ULC
635400MHHHT7LMKMQL03
MEGlobal Canada ULC
N/A
620000.00000000
PA
USD
613986.00000000
0.019713011722
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
22316.00000000
NS
USD
449444.24000000
0.014430132888
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
3803887.24000000
0.122129940674
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
17288.00000000
NS
USD
442918.56000000
0.014220615397
Long
EC
CORP
GB
N
1
N
N
Clover Health Investments Corp.
5493000HLYOYQU6LK133
Clover Health Investments Corp., Class A
18914F103
1916.00000000
NS
USD
1207.08000000
0.000038755252
Long
EC
CORP
US
N
1
N
N
Sterling Bancorp, Inc.
N/A
Sterling Bancorp, Inc.
85917W102
93.00000000
NS
USD
439.89000000
0.000014123378
Long
EC
CORP
US
N
1
N
N
N
89bio, Inc.
N/A
89bio, Inc.
282559103
2473.00000000
NS
USD
21045.23000000
0.000675691083
Long
EC
CORP
US
N
1
N
N
N
Hilltop Holdings, Inc.
54930010TA543US0PM65
Hilltop Holdings, Inc.
432748101
2663.00000000
NS
USD
77919.38000000
0.002501727484
Long
EC
CORP
US
N
1
N
N
N
Waters Corp.
5T547R1474YC9HOD8Q74
Waters Corp.
941848103
2287.00000000
NS
USD
706774.48000000
0.022692135667
Long
EC
CORP
US
N
1
N
N
N
Argentine Republic (The)
549300KPBYGYF7HCHO27
Argentine Republic
040114HS2
200.00000000
PA
USD
115.70000000
0.000003714735
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.74999880
N
N
N
N
N
N
Atrion Corp.
N/A
Atrion Corp.
049904105
26.00000000
NS
USD
11005.54000000
0.000353350628
Long
EC
CORP
US
N
1
N
N
N
Utah Medical Products, Inc.
5493002R27BBGV8DID60
Utah Medical Products, Inc.
917488108
148.00000000
NS
USD
9797.60000000
0.000314567764
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
34327.00000000
NS
USD
26812819.70000000
0.860868861944
Long
EC
CORP
US
N
1
N
N
N
Getty Images Holdings, Inc.
N/A
Getty Images Holdings, Inc.
374275105
974.00000000
NS
USD
3584.32000000
0.000115080379
Long
EC
CORP
US
N
1
N
N
N
Integral Ad Science Holding Corp.
N/A
Integral Ad Science Holding Corp.
45828L108
1881.00000000
NS
USD
18038.79000000
0.000579164474
Long
EC
CORP
US
N
1
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABW4
840000.00000000
PA
USD
738749.93000000
0.023718759109
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
Danaher Corp.
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851102
26599.00000000
NS
USD
6559845.38000000
0.210614425860
Long
EC
CORP
US
N
1
N
N
N
Augmedix, Inc.
N/A
Augmedix, Inc.
05105P107
204.00000000
NS
USD
552.84000000
0.000017749820
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
1146419.46000000
PA
USD
950679.80000000
0.030523109716
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
4407.00000000
NS
USD
32347.38000000
0.001038564855
Long
EC
CORP
US
N
1
N
N
N
AST SpaceMobile, Inc.
N/A
AST SpaceMobile, Inc., Class A
00217D100
4577.00000000
NS
USD
10115.17000000
0.000324763862
Long
EC
CORP
US
N
1
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXJ8
830000.00000000
PA
USD
813456.10000000
0.026117321299
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
Stryker Corp.
5493002F0SC4JTBU5137
Stryker Corp.
863667101
14399.00000000
NS
USD
4845263.50000000
0.155565006654
Long
EC
CORP
US
N
1
N
N
N
Viemed Healthcare, Inc.
N/A
Viemed Healthcare, Inc.
92663R105
2263.00000000
NS
USD
18533.97000000
0.000595063027
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
19.00000000
NC
USD
9025.00000000
0.000289762194
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
96.25000000
USD
2025-06-13
XXXX
-14931.58000000
N
N
N
Magnetite XXVI Ltd.
549300F7COUCG1RROP29
Magnetite XXVI Ltd., Series 2020-26A, Class A1R
55954YAJ4
740000.00000000
PA
USD
741292.78000000
0.023800401413
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-25
Floating
6.70515840
N
N
N
N
N
N
Energy Recovery, Inc.
549300ZEQL52Z525WJ22
Energy Recovery, Inc.
29270J100
2742.00000000
NS
USD
40855.80000000
0.001311741414
Long
EC
CORP
US
N
1
N
N
N
Proto Labs, Inc.
529900QHG5MGWT2WQQ09
Proto Labs, Inc.
743713109
815.00000000
NS
USD
24841.20000000
0.000797566828
Long
EC
CORP
US
N
1
N
N
N
PureCycle Technologies, Inc.
N/A
PureCycle Technologies, Inc.
74623V103
5183.00000000
NS
USD
24204.61000000
0.000777128078
Long
EC
CORP
US
N
1
N
N
REX American Resources Corp.
N/A
REX American Resources Corp.
761624105
282.00000000
NS
USD
15603.06000000
0.000500961430
Long
EC
CORP
US
N
1
N
N
N
Elastic NV
2549003I48WHHH937I59
Elastic NV
N/A
3297.00000000
NS
USD
337019.34000000
0.010820549980
Long
EC
CORP
NL
N
1
N
N
N
Cibus, Inc.
N/A
Cibus, Inc., Class A
17166A101
65.00000000
NS
USD
1108.25000000
0.000035582155
Long
EC
CORP
US
N
1
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAH5
90000.00000000
PA
USD
87470.88000000
0.002808393811
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
2914.00000000
NS
USD
40766.86000000
0.001308885852
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
CDI
N/A
2071300.00000000
PA
USD
25396.51000000
0.000815395952
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
22069.40000000
USD
0.00000000
USD
2071300.00000000
USD
25396.51000000
N
N
N
Deckers Outdoor Corp.
5493008LG4W3I6K8J118
Deckers Outdoor Corp.
243537107
1031.00000000
NS
USD
843842.57000000
0.027092927973
Long
EC
CORP
US
N
1
N
N
N
United Natural Foods, Inc.
549300GKGW6WPZ282D40
United Natural Foods, Inc.
911163103
2483.00000000
NS
USD
22173.19000000
0.000711906060
Long
EC
CORP
US
N
1
N
N
N
Regional Management Corp.
549300S5O87W87JW4146
Regional Management Corp.
75902K106
393.00000000
NS
USD
9907.53000000
0.000318097244
Long
EC
CORP
US
N
1
N
N
N
Arteris, Inc.
N/A
Arteris, Inc.
04302A104
6703.00000000
NS
USD
44440.89000000
0.001426846516
Long
EC
CORP
US
N
1
N
N
Harley-Davidson, Inc.
ZDNAWZWXIKMWI51R2A08
Harley-Davidson, Inc.
412822108
4948.00000000
NS
USD
170161.72000000
0.005463316722
Long
EC
CORP
US
N
1
N
N
N
ADTRAN Holdings, Inc.
549300VV36J86CRRWF77
ADTRAN Holdings, Inc.
00486H105
4277.00000000
NS
USD
18733.26000000
0.000601461554
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132E0BK7
191403.39600000
PA
USD
191881.34000000
0.006160660185
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
4048.00000000
NS
USD
464912.80000000
0.014926775979
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ACP46
188483.60600000
PA
USD
159224.73000000
0.005112167002
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
5342.34000000
0.000171524450
Long
EC
CORP
CA
N
1
N
N
Howmet Aerospace, Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201108
16041.00000000
NS
USD
1070736.75000000
0.034377731910
Long
EC
CORP
US
N
1
N
N
N
Grindr, Inc.
N/A
Grindr, Inc.
39854F101
2719.00000000
NS
USD
26619.01000000
0.000854646288
Long
EC
CORP
US
N
1
N
N
Amylyx Pharmaceuticals, Inc.
N/A
Amylyx Pharmaceuticals, Inc.
03237H101
1510.00000000
NS
USD
2733.10000000
0.000087750587
Long
EC
CORP
US
N
1
N
N
N
Tilly's, Inc.
N/A
Tilly's, Inc., Class A
886885102
839.00000000
NS
USD
5092.73000000
0.000163510318
Long
EC
CORP
US
N
1
N
N
N
PAM Transportation Services, Inc.
N/A
PAM Transportation Services, Inc.
693149106
30.00000000
NS
USD
513.90000000
0.000016499589
Long
EC
CORP
US
N
1
N
N
N
El Pollo Loco Holdings, Inc.
549300EZCBNF4G707K90
El Pollo Loco Holdings, Inc.
268603107
703.00000000
NS
USD
5989.56000000
0.000192304493
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418D5G3
401133.45000000
PA
USD
324823.99000000
0.010428998580
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
318.00000000
NS
USD
4248.48000000
0.000136404308
Long
EC
CORP
US
N
1
N
N
N
Brookfield Renewable Corp.
N/A
Brookfield Renewable Corp., Class A
11284V105
4664.00000000
NS
USD
108391.36000000
0.003480079595
Long
EC
CORP
CA
N
1
N
N
N
Kinsale Capital Group, Inc.
529900QTUQHNZ6HOA508
Kinsale Capital Group, Inc.
49714P108
905.00000000
NS
USD
328741.25000000
0.010554768537
Long
EC
CORP
US
N
1
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class C
02079K107
201832.00000000
NS
USD
33229620.48000000
1.066890609997
Long
EC
CORP
US
N
1
N
N
N
Edgio, Inc.
529900BNCMDQGEKW5M59
Edgio, Inc.
53261M203
17.00000000
NS
USD
162.01000000
0.000005201592
Long
EC
CORP
US
N
1
N
N
N
Mineralys Therapeutics, Inc.
N/A
Mineralys Therapeutics, Inc.
603170101
98.00000000
NS
USD
1200.50000000
0.000038543990
Long
EC
CORP
US
N
1
N
N
Floor & Decor Holdings, Inc.
549300M5FR3N688XGQ36
Floor & Decor Holdings, Inc., Class A
339750101
4242.00000000
NS
USD
468019.86000000
0.015026533156
Long
EC
CORP
US
N
1
N
N
Winnebago Industries, Inc.
549300B7OYKYJLTE3G11
Winnebago Industries, Inc.
974637100
1293.00000000
NS
USD
79622.94000000
0.002556423028
Long
EC
CORP
US
N
1
N
N
BANK
N/A
BANK, Series 2017-BNK9, Class A4
06540RAE4
1406400.00000000
PA
USD
1304980.70000000
0.041898512078
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
3.53800000
N
N
N
N
N
N
NOMURA SECURITIES
OXTKY6Q8X53C9ILVV871
Treasury Repurchase Agreement
N/A
12000000.00000000
PA
USD
12000000.00000000
0.385279372289
Long
RA
CORP
US
N
2
Repurchase
Y
5.30000000
2024-05-01
12899735.99990000
USD
12246281.33270000
USD
UST
N
N
Medpace Holdings, Inc.
549300H8TYEUVTW14A54
Medpace Holdings, Inc.
58506Q109
958.00000000
NS
USD
372039.30000000
0.011944922330
Long
EC
CORP
US
N
1
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BZ4
1350000.00000000
PA
USD
1355262.45000000
0.043512888835
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
Arhaus, Inc.
N/A
Arhaus, Inc., Class A
04035M102
200.00000000
NS
USD
2532.00000000
0.000081293947
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MEY6
900000.00000000
PA
USD
875203.72000000
0.028099828322
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
3.70000000
N
N
N
N
N
N
Repligen Corp.
54930006QJ0T5AUO1E71
Repligen Corp.
759916109
2321.00000000
NS
USD
381108.20000000
0.012236094005
Long
EC
CORP
US
N
1
N
N
RadNet, Inc.
529900RECG94V2IZJ970
RadNet, Inc.
750491102
2307.00000000
NS
USD
111889.50000000
0.003592393027
Long
EC
CORP
US
N
1
N
N
N
Planet Labs PBC
N/A
Planet Labs PBC
72703X106
11203.00000000
NS
USD
18933.07000000
0.000607876777
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XL3Q9
94141.35700000
PA
USD
95038.00000000
0.003051348415
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
6.00000000
N
N
N
N
N
N
SEMrush Holdings, Inc.
254900WQEX0OLGK16D27
SEMrush Holdings, Inc., Class A
81686C104
2188.00000000
NS
USD
26781.12000000
0.000859851091
Long
EC
CORP
US
N
1
N
N
N
Premier, Inc.
N/A
Premier, Inc., Class A
74051N102
5429.00000000
NS
USD
113357.52000000
0.003639526179
Long
EC
CORP
US
N
1
N
N
Neurocrine Biosciences, Inc.
549300FECER0XBN49756
Neurocrine Biosciences, Inc.
64125C109
3774.00000000
NS
USD
519075.96000000
0.016665771669
Long
EC
CORP
US
N
1
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBE4
150000.00000000
PA
USD
117957.53000000
0.003787216926
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
Diversified Healthcare Trust
N/A
Diversified Healthcare Trust
25525P107
8716.00000000
NS
USD
20569.76000000
0.000660425351
Long
EC
CORP
US
N
1
N
N
N
Cummins, Inc.
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021106
5886.00000000
NS
USD
1662736.14000000
0.053384828025
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2015-65, Class CZ
3136AP3N0
947637.61000000
PA
USD
759921.50000000
0.024398506542
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
956.00000000
NS
USD
4665.28000000
0.000149786345
Long
EC
CORP
KY
N
1
N
N
N
ATI, Inc.
ZW1LRE7C3H17O2ZN9B45
ATI, Inc.
01741R102
5145.00000000
NS
USD
307156.50000000
0.009861755292
Long
EC
CORP
US
N
1
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140100
172046.00000000
NS
USD
5242241.62000000
0.168310630062
Long
EC
CORP
US
N
1
N
N
N
Absci Corp.
N/A
Absci Corp.
00091E109
353.00000000
NS
USD
1673.22000000
0.000053721429
Long
EC
CORP
US
N
1
N
N
N
Liquidity Services, Inc.
5299002AZ4ULSAXN0G81
Liquidity Services, Inc.
53635B107
902.00000000
NS
USD
15568.52000000
0.000499852467
Long
EC
CORP
US
N
1
N
N
N
Beneficient
N/A
Beneficient, Class A
08178Q309
9.00000000
NS
USD
29.88000000
0.000000959345
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137107
59063.00000000
NS
USD
4244857.81000000
0.136288012708
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Russell 2000 E-Mini Index
N/A
446.00000000
NC
USD
-2629122.38000000
-0.08441221835
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
Russell 2000 E-Mini Index
US1248351090
2024-06-21
44278880.00000000
USD
-2629122.38000000
N
N
N
Insmed, Inc.
529900Q55QAG41CCAC11
Insmed, Inc.
457669307
5847.00000000
NS
USD
144537.84000000
0.004640620688
Long
EC
CORP
US
N
1
N
N
Standard Motor Products, Inc.
THGK1EO5B5HK0JHQVZ90
Standard Motor Products, Inc.
853666105
220.00000000
NS
USD
7062.00000000
0.000226736910
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
412692.03000000
PA
USD
392853.97000000
0.012613210913
Long
ABS-MBS
CORP
US
N
2
2045-10-25
Floating
6.01133040
N
N
N
N
N
N
Aspen Aerogels, Inc.
N/A
Aspen Aerogels, Inc.
04523Y105
948.00000000
NS
USD
14845.68000000
0.000476644522
Long
EC
CORP
US
N
1
N
N
Korro Bio, Inc.
N/A
Korro Bio, Inc.
500946108
37.00000000
NS
USD
2101.23000000
0.000067463381
Long
EC
CORP
US
N
1
N
N
N
Dyne Therapeutics, Inc.
N/A
Dyne Therapeutics, Inc.
26818M108
1911.00000000
NS
USD
48367.41000000
0.001552913780
Long
EC
CORP
US
N
1
N
N
N
Intuit, Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
11006.00000000
NS
USD
6885573.72000000
0.221072460058
Long
EC
CORP
US
N
1
N
N
N
Solaris Oilfield Infrastructure, Inc.
529900MTK3C8Y8TIIC10
Solaris Oilfield Infrastructure, Inc., Class A
83418M103
1128.00000000
NS
USD
9937.68000000
0.000319065259
Long
EC
CORP
US
N
1
N
N
N
Lands' End, Inc.
54930016WOL7P2P67Q43
Lands' End, Inc.
51509F105
418.00000000
NS
USD
5718.24000000
0.000183593326
Long
EC
CORP
US
N
1
N
N
N
Vera Therapeutics, Inc.
N/A
Vera Therapeutics, Inc., Class A
92337R101
182.00000000
NS
USD
7190.82000000
0.000230872884
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
3646.00000000
NS
USD
613293.66000000
0.019690783029
Long
EC
CORP
US
N
1
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BK3
1160000.00000000
PA
USD
1147671.36000000
0.036847841764
Long
DBT
CORP
US
Y
2
2028-05-08
Fixed
5.40000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 30 Year Bond
N/A
-4.00000000
NC
USD
-62.50000000
-0.00000200666
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Written
U.S. Treasury 30 Year Bond
U.S. Treasury 30 Year Bond
100000.00000000
130.00000000
USD
2024-05-24
XXXX
2555.58000000
N
N
N
Innodata, Inc.
L9O7MPYIT56T6KBE0R95
Innodata, Inc.
457642205
1810.00000000
NS
USD
10570.40000000
0.000339379756
Long
EC
CORP
US
N
1
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200101
38041.00000000
NS
USD
6322414.20000000
0.202991314527
Long
EC
CORP
US
N
1
N
N
N
Scorpio Tankers, Inc.
549300NVJUH16NXG8K87
Scorpio Tankers, Inc.
N/A
1880.00000000
NS
USD
132276.80000000
0.004246960206
Long
EC
CORP
MH
N
1
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc., Class A
571903202
9709.00000000
NS
USD
2292586.17000000
0.073607180041
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
1097629.54000000
PA
USD
892419.36000000
0.028652564236
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
10329.00000000
NS
USD
91928.10000000
0.002951500055
Long
EC
CORP
US
N
1
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CY3
1610000.00000000
PA
USD
1577448.22000000
0.050646521668
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
1441.00000000
NS
USD
4279.77000000
0.000137408924
Long
EC
CORP
US
N
1
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F052656
-1400000.00000000
PA
USD
-1358771.33000000
-0.04362554709
Short
ABS-MBS
USGSE
US
N
2
2054-05-25
Fixed
5.50000000
N
N
N
N
N
N
BlackRock, Inc.
549300LRIF3NWCU26A80
BlackRock, Inc.
09247X101
932.00000000
NS
USD
703324.48000000
0.022581367847
Long
EC
CORP
US
N
1
N
N
N
Madison Square Garden Sports Corp.
N/A
Madison Square Garden Sports Corp.
55825T103
692.00000000
NS
USD
128656.64000000
0.004130729125
Long
EC
CORP
US
N
1
N
N
N
Plains GP Holdings LP
549300O56BSKRD8FAM12
Plains GP Holdings LP, Class A
72651A207
993.00000000
NS
USD
18082.53000000
0.000580568817
Long
US
N
1
N
N
N
Rhythm Pharmaceuticals, Inc.
529900JPNWXQ8DPLA551
Rhythm Pharmaceuticals, Inc.
76243J105
1586.00000000
NS
USD
63059.36000000
0.002024622553
Long
EC
CORP
US
N
1
N
N
Trinseo plc
549300TJ3HIGDA2Z8315
Trinseo plc
N/A
1824.00000000
NS
USD
4760.64000000
0.000152848032
Long
EC
CORP
IE
N
1
N
N
N
Princeton Bancorp, Inc.
549300ZWKMVQ4WLNLQ57
Princeton Bancorp, Inc.
74179A107
337.00000000
NS
USD
9823.55000000
0.000315400931
Long
EC
CORP
US
N
1
N
N
N
Potbelly Corp.
54930027NUULUR2P5W11
Potbelly Corp.
73754Y100
1850.00000000
NS
USD
18851.50000000
0.000605257840
Long
EC
CORP
US
N
1
N
N
N
INNOVATE Corp.
549300S6O246JWQQ1K58
INNOVATE Corp.
45784J105
3044.00000000
NS
USD
2135.97000000
0.000068578765
Long
EC
CORP
US
N
1
N
N
N
Piedmont Office Realty Trust, Inc.
N/A
Piedmont Office Realty Trust, Inc., Class A
720190206
1998.00000000
NS
USD
13766.22000000
0.000441986716
Long
EC
CORP
US
N
1
N
N
N
Bank OZK
549300VYK2WBD7SST478
Bank OZK
06417N103
4813.00000000
NS
USD
214900.45000000
0.006899725873
Long
EC
CORP
US
N
1
N
N
N
Urban Outfitters, Inc.
549300N3DUFR5U6NRN38
Urban Outfitters, Inc.
917047102
2906.00000000
NS
USD
113217.76000000
0.003635038958
Long
EC
CORP
US
N
1
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F042657
-500000.00000000
PA
USD
-460707.13000000
-0.01479174615
Short
ABS-MBS
USGSE
US
N
2
2054-05-25
Fixed
4.50000000
N
N
N
N
N
N
Old National Bancorp
549300MMK90CL5KMVX16
Old National Bancorp
680033107
12889.00000000
NS
USD
213184.06000000
0.006844618401
Long
EC
CORP
US
N
1
N
N
N
Hamilton Lane, Inc.
5493006OKN3V1NORM833
Hamilton Lane, Inc., Class A
407497106
1836.00000000
NS
USD
205117.92000000
0.006585641955
Long
EC
CORP
US
N
1
N
N
N
Aerovate Therapeutics, Inc.
N/A
Aerovate Therapeutics, Inc.
008064107
88.00000000
NS
USD
1760.88000000
0.000056535895
Long
EC
CORP
US
N
1
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CA8
10000.00000000
PA
USD
9281.18000000
0.000297987267
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.50000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397ZR7
760000.00000000
PA
USD
724151.01000000
0.023250037214
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11300000
N
N
N
N
N
GCAT Trust
N/A
GCAT Trust, Series 2024-INV1, Class 1A2
36831BAB0
871736.52000000
PA
USD
836560.56000000
0.026859127286
Long
ABS-MBS
CORP
US
Y
2
2054-01-25
Variable
5.50000080
N
N
N
N
N
N
Corp. Andina de Fomento
UKZ46SXGNYCZK0UOZE76
Corp. Andina de Fomento
2198X2GK9
13750000.00000000
PA
USD
13585916.71000000
0.436197788500
Long
STIV
NUSS
US
N
2
2024-07-19
None
0.00000000
N
N
N
N
N
N
Trustmark Corp.
5493000HPQ4D2RZ79739
Trustmark Corp.
898402102
596.00000000
NS
USD
17641.60000000
0.000566412047
Long
EC
CORP
US
N
1
N
N
N
Hawkins, Inc.
549300VL3IJ23OWX1Y34
Hawkins, Inc.
420261109
761.00000000
NS
USD
57660.97000000
0.001851298527
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WP93
0.55000000
PA
USD
0.43000000
0.000000013805
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
6284.00000000
NS
USD
1349928.88000000
0.043341645960
Long
EC
CORP
US
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BR6
1200000.00000000
PA
USD
1067809.54000000
0.034283749108
Long
DBT
CORP
US
N
2
2027-06-03
Fixed
1.20000000
N
N
N
N
N
N
Orchid Island Capital, Inc.
549300KBIHGT19K9DY89
Orchid Island Capital, Inc.
68571X301
1992.00000000
NS
USD
16593.36000000
0.000532756610
Long
EC
CORP
US
N
1
N
N
N
CryoPort, Inc.
9845004D8538BT8JF626
CryoPort, Inc.
229050307
2293.00000000
NS
USD
37123.67000000
0.001191915356
Long
EC
CORP
US
N
1
N
N
Liberty Media Corp-Liberty Live
N/A
Liberty Media Corp-Liberty Live, Class A
531229748
1079.00000000
NS
USD
38692.94000000
0.001242299302
Long
EC
CORP
US
N
1
N
N
N
Centerspace
5493002LG2SH9EEHT720
Centerspace
15202L107
697.00000000
NS
USD
46873.25000000
0.001504941361
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc., Class A
21036P108
6373.00000000
NS
USD
1615300.58000000
0.051861832793
Long
EC
CORP
US
N
1
N
N
eBay, Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642AX1
760000.00000000
PA
USD
699800.44000000
0.022468222854
Long
DBT
CORP
US
N
2
2026-05-10
Fixed
1.40000000
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
17845.00000000
NS
USD
2555582.45000000
0.082051100180
Long
EC
CORP
US
N
1
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37046TF74
18450000.00000000
PA
USD
18340862.16000000
0.588862988354
Long
STIV
CORP
US
Y
2
2024-06-07
None
0.00000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CV9
740000.00000000
PA
USD
739948.77000000
0.023757249802
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
601.00000000
NS
USD
15343.53000000
0.000492628800
Long
EC
CORP
US
N
1
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936U109
8839.00000000
NS
USD
484730.76000000
0.015563063578
Long
EC
CORP
US
N
1
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust, Series 2024-NQM1, Class A1
10570FAA3
836611.89000000
PA
USD
831553.23000000
0.026698358873
Long
ABS-MBS
CORP
US
Y
2
2063-12-01
Variable
5.94299880
N
N
N
N
N
N
Abercrombie & Fitch Co.
5493000J7LL72TOGT983
Abercrombie & Fitch Co., Class A
002896207
1938.00000000
NS
USD
235505.76000000
0.007561292615
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140MKAF9
79639.69500000
PA
USD
72177.18000000
0.002317364883
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
301.00000000
NS
USD
854.84000000
0.000027446018
Long
EC
CORP
US
N
1
N
N
N
Poseida Therapeutics, Inc.
549300USKSDMNGMN8V04
Poseida Therapeutics, Inc., Class A
73730P108
4825.00000000
NS
USD
11676.50000000
0.000374892882
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Financial, Inc.
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620R303
9999.00000000
NS
USD
494950.50000000
0.015891184829
Long
EC
CORP
US
N
1
N
N
N
Lindsay Corp.
549300ZFO0QG5H8TPI61
Lindsay Corp.
535555106
531.00000000
NS
USD
61675.65000000
0.001980196309
Long
EC
CORP
US
N
1
N
N
N
Radiant Logistics, Inc.
549300HWCW2HBOG4GN20
Radiant Logistics, Inc.
75025X100
1464.00000000
NS
USD
7232.16000000
0.000232200172
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418D4G4
1275576.86400000
PA
USD
1033451.57000000
0.033180631015
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
2229.00000000
NS
USD
135545.49000000
0.004351906775
Long
EC
CORP
US
N
1
N
N
N
Grid Dynamics Holdings, Inc.
N/A
Grid Dynamics Holdings, Inc.
39813G109
675.00000000
NS
USD
6594.75000000
0.000211735095
Long
EC
CORP
US
N
1
N
N
N
Clearfield, Inc.
529900M4S2OQ1ADPR537
Clearfield, Inc.
18482P103
559.00000000
NS
USD
16837.08000000
0.000540581634
Long
EC
CORP
US
N
1
N
N
Snowflake, Inc.
254900CJNSY1K7T53Z16
Snowflake, Inc., Class A
833445109
12570.00000000
NS
USD
1950864.00000000
0.062635638111
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
933924.40000000
0.029985150549
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
491975.21000000
PA
USD
492221.20000000
0.015803556246
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-27
Floating
6.74516160
N
N
N
N
N
N
Saia, Inc.
549300WNPG4N9GBOYB29
Saia, Inc.
78709Y105
1093.00000000
NS
USD
433735.19000000
0.013925768478
Long
EC
CORP
US
N
1
N
N
Georgia Power Co.
D981X4Z4RWS7PDMJUZ03
Georgia Power Co.
373334KV2
970000.00000000
PA
USD
961035.49000000
0.030855595861
Long
DBT
CORP
US
N
2
2027-02-23
Fixed
5.00400000
N
N
N
N
N
N
WK Kellogg Co.
529900SWC935GFWUJ804
WK Kellogg Co.
92942W107
2896.00000000
NS
USD
67592.64000000
0.002170170825
Long
EC
CORP
US
N
1
N
N
N
PDF Solutions, Inc.
549300GMSP6MROFBI160
PDF Solutions, Inc.
693282105
1511.00000000
NS
USD
45450.88000000
0.001459273876
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
1346176.63000000
0.043221173916
Long
ABS-MBS
CORP
US
Y
2
2036-05-15
Floating
7.31999880
N
N
N
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2020-2A, Class A
826525AA5
291683.58000000
PA
USD
279854.00000000
0.008985164454
Long
ABS-O
CORP
US
Y
2
2037-07-20
Fixed
1.33000000
N
N
N
N
N
N
Soleno Therapeutics, Inc.
5493003LCY77N7FXK844
Soleno Therapeutics, Inc.
834203309
94.00000000
NS
USD
4198.04000000
0.000134784851
Long
EC
CORP
US
N
1
N
N
N
Banc of California, Inc.
549300ZKWUJDP6LJ1X87
Banc of California, Inc.
05990K106
7124.00000000
NS
USD
97527.56000000
0.003131279758
Long
EC
CORP
US
N
1
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp., Class A
78410G104
4219.00000000
NS
USD
785240.28000000
0.025211406847
Long
EC
CORP
US
N
1
N
N
N
Limbach Holdings, Inc.
254900EW8KXT5ZTWQI30
Limbach Holdings, Inc.
53263P105
657.00000000
NS
USD
29781.81000000
0.000956193088
Long
EC
CORP
US
N
1
N
N
GE Vernova, Inc.
254900DP080RU6OK2553
GE Vernova, Inc.
36828A101
11055.00000000
NS
USD
1699264.05000000
0.054557615544
Long
EC
CORP
US
N
1
N
N
N
Frontier Communications Parent, Inc.
N/A
Frontier Communications Parent, Inc.
35909D109
9456.00000000
NS
USD
218811.84000000
0.007025307363
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WDG0
539108.07000000
PA
USD
409046.08000000
0.013133084745
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
2.00000000
N
N
N
N
N
N
Savers Value Village, Inc.
N/A
Savers Value Village, Inc.
80517M109
1307.00000000
NS
USD
21591.64000000
0.000693234458
Long
EC
CORP
US
N
1
N
N
Design Therapeutics, Inc.
N/A
Design Therapeutics, Inc.
25056L103
3373.00000000
NS
USD
11872.96000000
0.000381200548
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
93.00000000
NS
USD
2527.74000000
0.000081157173
Long
EC
CORP
US
N
1
N
N
N
PagerDuty, Inc.
549300U1SB749EDAGH21
PagerDuty, Inc.
69553P100
4010.00000000
NS
USD
80039.60000000
0.002569800570
Long
EC
CORP
US
N
1
N
N
Superior Group of Cos., Inc.
UOX145EEO0TB0ZWX2152
Superior Group of Cos., Inc.
868358102
3842.00000000
NS
USD
62509.34000000
0.002006963273
Long
EC
CORP
US
N
1
N
N
N
Cracker Barrel Old Country Store, Inc.
8P4PHQIUWPIECBFBW745
Cracker Barrel Old Country Store, Inc.
22410J106
1070.00000000
NS
USD
62263.30000000
0.001999063761
Long
EC
CORP
US
N
1
N
N
N/A
N/A
TOPIX Index
N/A
-630.00000000
NC
-2445933.41000000
-0.07853064073
N/A
DE
JP
N
1
Japan Securities Clearing
549300JHM7D8P3TS4S86
Short
TOPIX Index
JP9010100007
2024-06-13
-17306100000.00000000
JPY
-2445933.41000000
N
N
N
DP World Crescent Ltd.
21380096JRTWB8TL9236
DP World Crescent Ltd.
26139PAB9
950000.00000000
PA
USD
918659.50000000
0.029495046292
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
8261.00000000
NS
USD
1583633.70000000
0.050845116489
Long
EC
CORP
US
N
1
N
N
N
Everest Group Ltd.
549300N24XF2VV0B3570
Everest Group Ltd.
N/A
1632.00000000
NS
USD
597981.12000000
0.019199149212
Long
EC
CORP
BM
N
1
N
N
N
CH Robinson Worldwide, Inc.
529900WNWN5L0OVDHA79
CH Robinson Worldwide, Inc.
12541W209
4218.00000000
NS
USD
299478.00000000
0.009615224654
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
-654.00000000
NC
USD
1287009.54000000
0.041321518975
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 2 Year Note
2024-06-28
-132537187.50000000
USD
1287009.54000000
N
N
N
Kura Oncology, Inc.
5493005QORQTZCZYOP39
Kura Oncology, Inc.
50127T109
3198.00000000
NS
USD
62744.76000000
0.002014521812
Long
EC
CORP
US
N
1
N
N
American Superconductor Corp.
549300S9YT8Z8LOK4452
American Superconductor Corp.
030111207
177.00000000
NS
USD
2185.95000000
0.000070183453
Long
EC
CORP
US
N
1
N
N
N
WaFd, Inc.
N/A
WaFd, Inc.
938824109
403.00000000
NS
USD
10917.27000000
0.000350516577
Long
EC
CORP
US
N
1
N
N
N
Stratus Static CLO Ltd.
N/A
Stratus Static CLO Ltd., Series 2022-3A, Class AR
86317EAJ5
700450.90000000
PA
USD
700591.69000000
0.022493627212
Long
ABS-CBDO
CORP
JE
Y
2
2031-10-20
Floating
6.62456160
N
N
N
N
N
N
Comstock Resources, Inc.
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768302
4121.00000000
NS
USD
41457.26000000
0.001331052259
Long
EC
CORP
US
N
1
N
N
Bridgewater Bancshares, Inc.
5493001FLSBTVILKXZ71
Bridgewater Bancshares, Inc.
108621103
977.00000000
NS
USD
10629.76000000
0.000341285605
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International, Inc.
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc.
592688105
858.00000000
NS
USD
1055082.60000000
0.033875130153
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAA8
80000.00000000
PA
USD
78759.65000000
0.002528705709
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
115.00000000
NS
USD
439.30000000
0.000014104435
Long
EC
CORP
US
N
1
N
N
Perfect Corp.
98450058AZCIQFE8ED07
Perfect Corp.
N/A
206.00000000
NS
USD
471.74000000
0.000015145974
Long
EC
CORP
KY
N
1
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABE0
860000.00000000
PA
USD
863707.41000000
0.027730720730
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
4360.00000000
NS
USD
36362.40000000
0.001167473553
Long
EC
CORP
US
N
1
N
N
N
World Acceptance Corp.
N/A
World Acceptance Corp.
981419104
208.00000000
NS
USD
28614.56000000
0.000918716642
Long
EC
CORP
US
N
1
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
434.00000000
NC
USD
-1047701.58000000
-0.03363815059
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Note
2024-06-18
46627875.00000000
USD
-1047701.58000000
N
N
N
23andMe Holding Co.
N/A
23andMe Holding Co., Class A
90138Q108
17466.00000000
NS
USD
8771.42000000
0.000281620599
Long
EC
CORP
US
N
1
N
N
N
flyExclusive, Inc.
N/A
flyExclusive, Inc.
343928107
3834.00000000
NS
USD
16179.48000000
0.000519468324
Long
EC
CORP
US
N
1
N
N
N
Pangaea Logistics Solutions Ltd.
N/A
Pangaea Logistics Solutions Ltd.
N/A
2545.00000000
NS
USD
18324.00000000
0.000588321601
Long
EC
CORP
BM
N
1
N
N
N
Employers Holdings, Inc.
N/A
Employers Holdings, Inc.
292218104
131.00000000
NS
USD
5579.29000000
0.000179132112
Long
EC
CORP
US
N
1
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
594329.00000000
NS
USD
101232058.57000000
3.250218665121
Long
EC
CORP
US
N
1
N
N
N
Veru, Inc.
529900ER63TFLEIJV631
Veru, Inc.
92536C103
651.00000000
NS
USD
878.85000000
0.000028216898
Long
EC
CORP
US
N
1
N
N
N
Atkore, Inc.
52990002TI38AM4RPV48
Atkore, Inc.
047649108
1504.00000000
NS
USD
263651.20000000
0.008464947403
Long
EC
CORP
US
N
1
N
N
ResMed, Inc.
529900T3QE5253CCXF22
ResMed, Inc.
761152107
5963.00000000
NS
USD
1276022.37000000
0.040968758145
Long
EC
CORP
US
N
1
N
N
Alight, Inc.
549300600ESCO1HTVN74
Alight, Inc., Class A
01626W101
14543.00000000
NS
USD
131177.86000000
0.004211676963
Long
EC
CORP
US
N
1
N
N
N
Cactus, Inc.
549300J3T8C9F8QFKV08
Cactus, Inc., Class A
127203107
2853.00000000
NS
USD
141622.92000000
0.004547032476
Long
EC
CORP
US
N
1
N
N
Titan International, Inc.
254900CXRGBE7C4B5A06
Titan International, Inc.
88830M102
953.00000000
NS
USD
10502.06000000
0.000337185590
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XQW9
466939.92000000
PA
USD
447277.48000000
0.014360565561
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
389.00000000
NS
USD
3444.60000000
0.000110594443
Long
EC
CORP
US
N
1
N
N
N
Freshpet, Inc.
549300S4ZK8ZQ6HNPN59
Freshpet, Inc.
358039105
1766.00000000
NS
USD
187319.62000000
0.006014198800
Long
EC
CORP
US
N
1
N
N
Tarsus Pharmaceuticals, Inc.
N/A
Tarsus Pharmaceuticals, Inc.
87650L103
151.00000000
NS
USD
4745.93000000
0.000152375744
Long
EC
CORP
US
N
1
N
N
Charles River Laboratories International, Inc.
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864107
2154.00000000
NS
USD
493266.00000000
0.015837101237
Long
EC
CORP
US
N
1
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369105
6755.00000000
NS
USD
2501579.15000000
0.080317237053
Long
EC
CORP
US
N
1
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE, Class A
N/A
4376.00000000
NS
USD
86163.44000000
0.002766416339
Long
EC
CORP
FR
N
1
N
N
N
ICON plc
6354008SRQGEMC4XFI67
ICON plc
N/A
3382.00000000
NS
USD
1007430.16000000
0.032345171639
Long
EC
CORP
IE
N
1
N
N
N
Vishay Intertechnology, Inc.
5493009O8F3QQJTCQR75
Vishay Intertechnology, Inc.
928298108
4189.00000000
NS
USD
96933.46000000
0.003112205218
Long
EC
CORP
US
N
1
N
N
Pinterest, Inc.
N/A
Pinterest, Inc., Class A
72352L106
24150.00000000
NS
USD
807817.50000000
0.025936284943
Long
EC
CORP
US
N
1
N
N
N
Stratasys Ltd.
529900MU215GIP9SZ741
Stratasys Ltd.
N/A
308.00000000
NS
USD
2993.76000000
0.000096119497
Long
EC
CORP
IL
N
1
N
N
N
N/A
N/A
OIS
N/A
2685000.00000000
PA
USD
421112.87000000
0.013520508518
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2055-06-29
0.00000000
USD
4863.07000000
USD
2685000.00000000
USD
421112.87000000
N
N
N
Glatfelter Corp.
549300LDQLQBT38QDY28
Glatfelter Corp.
377320106
1724.00000000
NS
USD
2465.32000000
0.000079153078
Long
EC
CORP
US
N
1
N
N
Apple Hospitality REIT, Inc.
549300EVZAR0FBZO4F16
Apple Hospitality REIT, Inc.
03784Y200
9892.00000000
NS
USD
146005.92000000
0.004687755767
Long
EC
CORP
US
N
1
N
N
N
Groupon, Inc.
5299005W5W1R5POQJL03
Groupon, Inc., Class A
399473206
104.00000000
NS
USD
1202.24000000
0.000038599856
Long
EC
CORP
US
N
1
N
N
FiscalNote Holdings, Inc.
213800ES9QGPFJR85C09
FiscalNote Holdings, Inc.
337655104
4660.00000000
NS
USD
6337.60000000
0.000203478879
Long
EC
CORP
US
N
1
N
N
Universal Electronics, Inc.
549300ZW9EULAR7T6F89
Universal Electronics, Inc.
913483103
55.00000000
NS
USD
620.95000000
0.000019936602
Long
EC
CORP
US
N
1
N
N
N
Angel Oak Mortgage REIT, Inc.
5493008M8D7W7VZZ7V36
Angel Oak Mortgage REIT, Inc.
03464Y108
97.00000000
NS
USD
1021.41000000
0.000032794016
Long
EC
CORP
US
N
1
N
N
N
Farmers & Merchants Bancorp, Inc.
N/A
Farmers & Merchants Bancorp, Inc.
30779N105
65.00000000
NS
USD
1332.50000000
0.000042782063
Long
EC
CORP
US
N
1
N
N
N
Automatic Data Processing, Inc.
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc.
053015103
16636.00000000
NS
USD
4024082.04000000
0.129199650201
Long
EC
CORP
US
N
1
N
N
N
SiriusPoint Ltd.
549300OGXFI85N3YZZ51
SiriusPoint Ltd.
N/A
3640.00000000
NS
USD
42879.20000000
0.001376705938
Long
EC
CORP
BM
N
1
N
N
N
Arcadium Lithium plc
5299008YH4W6QL5DPN51
Arcadium Lithium plc
N/A
32384.00000000
NS
USD
142489.60000000
0.004574858637
Long
EC
CORP
JE
N
1
N
N
N
Elme Communities
549300DI34BGS8LVKW95
Elme Communities
939653101
3811.00000000
NS
USD
57774.76000000
0.001854951938
Long
EC
CORP
US
N
1
N
N
N
Chesapeake Energy Corp.
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
165167735
5038.00000000
NS
USD
452815.44000000
0.014538370707
Long
EC
CORP
US
N
1
N
N
Nurix Therapeutics, Inc.
N/A
Nurix Therapeutics, Inc.
67080M103
1013.00000000
NS
USD
12176.26000000
0.000390938484
Long
EC
CORP
US
N
1
N
N
SunPower Corp.
549300TXO070764WUH65
SunPower Corp.
867652406
4398.00000000
NS
USD
9059.88000000
0.000290882073
Long
EC
CORP
US
N
1
N
N
Pliant Therapeutics, Inc.
5493002Q5LITR7VHZH02
Pliant Therapeutics, Inc.
729139105
1930.00000000
NS
USD
22812.60000000
0.000732435350
Long
EC
CORP
US
N
1
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DW7
1660000.00000000
PA
USD
1630330.89000000
0.052344405160
Long
DBT
CORP
US
N
2
2029-01-30
Fixed
5.00000000
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
63938C108
3359.00000000
NS
USD
50452.18000000
0.001619848686
Long
EC
CORP
US
N
1
N
N
N
DoorDash, Inc.
549300NUQ43FGGSK5051
DoorDash, Inc., Class A
25809K105
11273.00000000
NS
USD
1457147.98000000
0.046784088255
Long
EC
CORP
US
N
1
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738108
24851.00000000
NS
USD
3794002.17000000
0.121812564543
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
950794.86000000
PA
USD
829576.22000000
0.026634883775
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
1274806.60000000
0.040929723886
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
569.00000000
NS
USD
2065.47000000
0.000066315248
Long
EC
CORP
US
N
1
N
N
N
Dynex Capital, Inc.
5CIJ4S9HAEBWILA19B65
Dynex Capital, Inc.
26817Q886
1770.00000000
NS
USD
20655.90000000
0.000663191015
Long
EC
CORP
US
N
1
N
N
N
Comtech Telecommunications Corp.
529900FTEZ8MGM0Y8F73
Comtech Telecommunications Corp.
205826209
1002.00000000
NS
USD
1883.76000000
0.000060481155
Long
EC
CORP
US
N
1
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc, Class A
N/A
14781.00000000
NS
USD
409433.70000000
0.013145529910
Long
EC
CORP
GB
N
1
N
N
N
GE HealthCare Technologies, Inc.
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36266G107
16020.00000000
NS
USD
1221364.80000000
0.039213888623
Long
EC
CORP
US
N
1
N
N
N
Phathom Pharmaceuticals, Inc.
N/A
Phathom Pharmaceuticals, Inc.
71722W107
504.00000000
NS
USD
4551.12000000
0.000146121054
Long
EC
CORP
US
N
1
N
N
TETRA Technologies, Inc.
549300T5W131705EK832
TETRA Technologies, Inc.
88162F105
5320.00000000
NS
USD
22822.80000000
0.000732762838
Long
EC
CORP
US
N
1
N
N
N
Outfront Media, Inc.
549300RZWDYU5722I639
Outfront Media, Inc.
69007J106
6788.00000000
NS
USD
107657.68000000
0.003456523614
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179M103
26345.00000000
NS
USD
1348337.10000000
0.043290539293
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy, Inc.
254900RHL9MEUS5NKX63
NextEra Energy, Inc.
65339F101
83105.00000000
NS
USD
5565541.85000000
0.178690705868
Long
EC
CORP
US
N
1
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623C109
1712.00000000
NS
USD
3458.24000000
0.000111032378
Long
EC
CORP
US
N
1
N
N
N
Gaming and Leisure Properties, Inc.
5493006GWRDBCZYWTM57
Gaming and Leisure Properties, Inc.
36467J108
10746.00000000
NS
USD
459176.58000000
0.014742605376
Long
EC
CORP
US
N
1
N
N
N
Century Therapeutics, Inc.
N/A
Century Therapeutics, Inc.
15673T100
118.00000000
NS
USD
343.38000000
0.000011024769
Long
EC
CORP
US
N
1
N
N
N
GEO Group, Inc. (The)
54930024XOXET7NQVZ63
GEO Group, Inc. (The)
36162J106
5438.00000000
NS
USD
80808.68000000
0.002594493125
Long
EC
CORP
US
N
1
N
N
Red Robin Gourmet Burgers, Inc.
529900V6NUMBYX34LV46
Red Robin Gourmet Burgers, Inc.
75689M101
1127.00000000
NS
USD
8508.85000000
0.000273190365
Long
EC
CORP
US
N
1
N
N
N
Recruit Holdings Co. Ltd.
353800R2LRSMVVC4I806
Recruit Holdings Co. Ltd.
N/A
117300.00000000
NS
5098032.15000000
0.163680552222
Long
EC
CORP
JP
N
2
N
N
N
CorVel Corp.
N/A
CorVel Corp.
221006109
347.00000000
NS
USD
82880.95000000
0.002661026699
Long
EC
CORP
US
N
1
N
N
Chemung Financial Corp.
N/A
Chemung Financial Corp.
164024101
232.00000000
NS
USD
9782.28000000
0.000314075891
Long
EC
CORP
US
N
1
N
N
N
QCR Holdings, Inc.
549300MWKWM7KWJVQO33
QCR Holdings, Inc.
74727A104
996.00000000
NS
USD
54740.16000000
0.001757521206
Long
EC
CORP
US
N
1
N
N
N
Chimera Investment Corp.
2JBBQFJOL123LOUBE657
Chimera Investment Corp.
16934Q208
5254.00000000
NS
USD
21646.48000000
0.000694995185
Long
EC
CORP
US
N
1
N
N
N
Vitesse Energy, Inc.
N/A
Vitesse Energy, Inc.
92852X103
1532.00000000
NS
USD
33995.08000000
0.001091466923
Long
EC
CORP
US
N
1
N
N
Immuneering Corp.
N/A
Immuneering Corp., Class A
45254E107
1453.00000000
NS
USD
2063.26000000
0.000066244293
Long
EC
CORP
US
N
1
N
N
Hawaii Hotel Trust
N/A
Hawaii Hotel Trust, Series 2019-MAUI, Class F
41975AAL6
1040000.00000000
PA
USD
1030154.74000000
0.033074780965
Long
ABS-MBS
CORP
US
Y
2
2038-05-15
Floating
8.11801080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140N4TK3
89499.76600000
PA
USD
87007.24000000
0.002793507900
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
777.00000000
NS
USD
447785.10000000
0.014376863520
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741108
24753.00000000
NS
USD
642092.82000000
0.020615426553
Long
EC
CORP
US
N
1
N
N
SEACOR Marine Holdings, Inc.
5493003LNKFW1W43N030
SEACOR Marine Holdings, Inc.
78413P101
1713.00000000
NS
USD
20932.86000000
0.000672083263
Long
EC
CORP
US
N
1
N
N
N
Warrior Met Coal, Inc.
549300152B1S9YKBYV79
Warrior Met Coal, Inc.
93627C101
1901.00000000
NS
USD
129933.35000000
0.004171719960
Long
EC
CORP
US
N
1
N
N
N
Natural Grocers by Vitamin Cottage, Inc.
529900P4OTXDGBUS3O87
Natural Grocers by Vitamin Cottage, Inc.
63888U108
333.00000000
NS
USD
5447.88000000
0.000174912982
Long
EC
CORP
US
N
1
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023105
23000.00000000
NS
USD
3860320.00000000
0.123941805536
Long
EC
CORP
US
N
1
N
N
N
Merit Medical Systems, Inc.
549300OYTY138SP2CE83
Merit Medical Systems, Inc.
589889104
2132.00000000
NS
USD
157981.20000000
0.005072241464
Long
EC
CORP
US
N
1
N
N
N
Chuy's Holdings, Inc.
N/A
Chuy's Holdings, Inc.
171604101
698.00000000
NS
USD
20563.08000000
0.000660210879
Long
EC
CORP
US
N
1
N
N
N
Guaranty Bancshares, Inc.
N/A
Guaranty Bancshares, Inc.
400764106
373.00000000
NS
USD
10716.29000000
0.000344063790
Long
EC
CORP
US
N
1
N
N
N
Hudson Technologies, Inc.
N/A
Hudson Technologies, Inc.
444144109
203.00000000
NS
USD
2013.76000000
0.000064655015
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
2277.00000000
PA
USD
-491.12000000
-0.00001576820
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
Pioneer Natural Resources Co.
Pioneer Natural Resources Co.
Y
2025-04-17
0.00000000
USD
0.00000000
USD
2277.00000000
USD
-491.12000000
N
N
N
Kiniksa Pharmaceuticals Ltd.
N/A
Kiniksa Pharmaceuticals Ltd., Class A
N/A
878.00000000
NS
USD
16436.16000000
0.000527709450
Long
EC
CORP
BM
N
1
N
N
N
EVI Industries, Inc.
549300RU296J63VW0297
EVI Industries, Inc.
26929N102
346.00000000
NS
USD
7099.92000000
0.000227954393
Long
EC
CORP
US
N
1
N
N
N/A
N/A
NASDAQ 100 Micro E-Mini Index
N/A
-19.00000000
NC
USD
18559.14000000
0.000595871150
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
NASDAQ 100 Micro E-Mini Index
US6311011026
2024-06-21
-667707.50000000
USD
18559.14000000
N
N
N
Capital City Bank Group, Inc.
254900NVLVUJQZKTQE82
Capital City Bank Group, Inc.
139674105
571.00000000
NS
USD
15142.92000000
0.000486187892
Long
EC
CORP
US
N
1
N
N
N
Terran Orbital Corp.
N/A
Terran Orbital Corp.
88105P103
717.00000000
NS
USD
946.44000000
0.000030386984
Long
EC
CORP
US
N
1
N
N
N
Enhabit, Inc.
549300RFQ78SLDFSHF49
Enhabit, Inc.
29332G102
2531.00000000
NS
USD
25537.79000000
0.000819931975
Long
EC
CORP
US
N
1
N
N
N
Toll Brothers, Inc.
529900JB6IS9MSZGVR44
Toll Brothers, Inc.
889478103
5165.00000000
NS
USD
615203.15000000
0.019752090288
Long
EC
CORP
US
N
1
N
N
N
Entrada Therapeutics, Inc.
N/A
Entrada Therapeutics, Inc.
29384C108
1512.00000000
NS
USD
17917.20000000
0.000575260630
Long
EC
CORP
US
N
1
N
N
Sun Communities, Inc.
549300H5GEOJYN41ZG57
Sun Communities, Inc.
866674104
4999.00000000
NS
USD
556488.68000000
0.017866967443
Long
EC
CORP
US
N
1
N
N
N
Open Lending Corp.
N/A
Open Lending Corp.
68373J104
5465.00000000
NS
USD
27871.50000000
0.000894859502
Long
EC
CORP
US
N
1
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp., Class A
35137L105
10506.00000000
NS
USD
325791.06000000
0.010460047924
Long
EC
CORP
US
N
1
N
N
N
ReposiTrak, Inc.
5299008X1VJFCKZ94E34
ReposiTrak, Inc.
700215304
4095.00000000
NS
USD
64823.85000000
0.002081274353
Long
EC
CORP
US
N
1
N
N
N
Lightwave Logic, Inc.
N/A
Lightwave Logic, Inc.
532275104
3369.00000000
NS
USD
12869.58000000
0.000413198642
Long
EC
CORP
US
N
1
N
N
Southern Missouri Bancorp, Inc.
N/A
Southern Missouri Bancorp, Inc.
843380106
352.00000000
NS
USD
14115.20000000
0.000453191282
Long
EC
CORP
US
N
1
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAZ6
700000.00000000
PA
USD
686397.22000000
0.022037890838
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
1164.00000000
NS
USD
2735.40000000
0.000087824432
Long
EC
CORP
US
N
1
N
N
N
Gladstone Commercial Corp.
529900EVVV534W8R0T32
Gladstone Commercial Corp.
376536108
1270.00000000
NS
USD
16979.90000000
0.000545167101
Long
EC
CORP
US
N
1
N
N
N
Jack Henry & Associates, Inc.
529900X1QS8C54W0JB21
Jack Henry & Associates, Inc.
426281101
2858.00000000
NS
USD
464968.02000000
0.014928548906
Long
EC
CORP
US
N
1
N
N
N
Lazydays Holdings, Inc.
5493006PPWVM3TDVJH23
Lazydays Holdings, Inc.
52110H100
840.00000000
NS
USD
2973.60000000
0.000095472228
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEG3
780000.00000000
PA
USD
746788.89000000
0.023976862897
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
811.00000000
NS
USD
13543.70000000
0.000434842352
Long
EC
CORP
US
N
1
N
N
Cohu, Inc.
529900FJPORJ3JJ2XS33
Cohu, Inc.
192576106
2314.00000000
NS
USD
70160.48000000
0.002252615474
Long
EC
CORP
US
N
1
N
N
N
Squarespace, Inc.
549300T4QP7KELU8ST60
Squarespace, Inc., Class A
85225A107
1461.00000000
NS
USD
50930.46000000
0.001635204638
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179U6Y3
46332.18000000
PA
USD
45042.80000000
0.001446171809
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
4273.00000000
NS
USD
22262.33000000
0.000714768044
Long
EC
CORP
US
N
1
N
N
AFC Gamma, Inc.
5493005G0MGS3E0E7218
AFC Gamma, Inc.
00109K105
80.00000000
NS
USD
960.00000000
0.000030822349
Long
EC
CORP
US
N
1
N
N
N
Graham Corp.
254900EI9P4LTY524J77
Graham Corp.
384556106
2488.00000000
NS
USD
69265.92000000
0.002223894181
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179UPA4
60246.47000000
PA
USD
55210.18000000
0.001772611957
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
3048.00000000
NS
USD
17647.92000000
0.000566614961
Long
EC
CORP
US
N
1
N
N
Ironwood Pharmaceuticals, Inc.
549300PC8MR6QHH6P296
Ironwood Pharmaceuticals, Inc., Class A
46333X108
5891.00000000
NS
USD
45655.25000000
0.001465835505
Long
EC
CORP
US
N
1
N
N
N
Excelerate Energy, Inc.
N/A
Excelerate Energy, Inc., Class A
30069T101
615.00000000
NS
USD
10368.90000000
0.000332910273
Long
EC
CORP
US
N
1
N
N
N
Seer, Inc.
N/A
Seer, Inc., Class A
81578P106
2978.00000000
NS
USD
6194.24000000
0.000198876074
Long
EC
CORP
US
N
1
N
N
N
Stifel Financial Corp.
549300E5F07FE5GHJX84
Stifel Financial Corp.
860630102
4998.00000000
NS
USD
399440.16000000
0.012824671176
Long
EC
CORP
US
N
1
N
N
Allogene Therapeutics, Inc.
N/A
Allogene Therapeutics, Inc.
019770106
5459.00000000
NS
USD
15066.84000000
0.000483745221
Long
EC
CORP
US
N
1
N
N
N
Evolv Technologies Holdings, Inc.
N/A
Evolv Technologies Holdings, Inc.
30049H102
488.00000000
NS
USD
1908.08000000
0.000061261988
Long
EC
CORP
US
N
1
N
N
Energy Fuels, Inc.
529900P0GCATXMGK8I62
Energy Fuels, Inc.
292671708
2543.00000000
NS
USD
13172.74000000
0.000422932083
Long
EC
CORP
CA
N
1
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AL3
810000.00000000
PA
USD
789744.49000000
0.025356021781
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
397718.29000000
0.012769387759
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
187.00000000
NS
USD
2561.90000000
0.000082253935
Long
EC
CORP
US
N
1
N
N
Funko, Inc.
529900NG9F0KL5P6NK67
Funko, Inc., Class A
361008105
1016.00000000
NS
USD
6187.44000000
0.000198657749
Long
EC
CORP
US
N
1
N
N
American Public Education, Inc.
254900GZNX6TJQGM4S17
American Public Education, Inc.
02913V103
1610.00000000
NS
USD
22266.30000000
0.000714895507
Long
EC
CORP
US
N
1
N
N
N
Rayonier Advanced Materials, Inc.
54930053QJ7OUGZG4F72
Rayonier Advanced Materials, Inc.
75508B104
2371.00000000
NS
USD
8843.83000000
0.000283945439
Long
EC
CORP
US
N
1
N
N
N
Dropbox, Inc.
549300JCDF7UAR6TJR51
Dropbox, Inc., Class A
26210C104
9240.00000000
NS
USD
213998.40000000
0.006870764101
Long
EC
CORP
US
N
1
N
N
DXP Enterprises, Inc.
N/A
DXP Enterprises, Inc.
233377407
609.00000000
NS
USD
29694.84000000
0.000953400776
Long
EC
CORP
US
N
1
N
N
N
Fair Isaac Corp.
RI6HET5SJUEY30V1PS26
Fair Isaac Corp.
303250104
981.00000000
NS
USD
1111796.73000000
0.035696028854
Long
EC
CORP
US
N
1
N
N
N
Montrose Environmental Group, Inc.
254900ASI8K3LUB8Q958
Montrose Environmental Group, Inc.
615111101
1315.00000000
NS
USD
57097.30000000
0.001833200991
Long
EC
CORP
US
N
1
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651107
3059.00000000
NS
USD
1262112.81000000
0.040522169266
Long
EC
CORP
US
N
1
N
N
N
Inogen, Inc.
549300J8WJIVTOJ8IH97
Inogen, Inc.
45780L104
3239.00000000
NS
USD
22025.20000000
0.000707154602
Long
EC
CORP
US
N
1
N
N
N
Nelnet, Inc.
549300T6B0Q52I6OM558
Nelnet, Inc., Class A
64031N108
524.00000000
NS
USD
49350.32000000
0.001584471692
Long
EC
CORP
US
N
1
N
N
N
Haynes International, Inc.
549300I9MS5UZLRFDO40
Haynes International, Inc.
420877201
506.00000000
NS
USD
30435.90000000
0.000977193703
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
896020.11000000
PA
USD
889019.95000000
0.028543420690
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Floating
6.28548120
N
N
N
N
N
N
NextDecade Corp.
549300XB4GCLNGHFTT48
NextDecade Corp.
65342K105
843.00000000
NS
USD
5412.06000000
0.000173762923
Long
EC
CORP
US
N
1
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454L100
4722.00000000
NS
USD
228969.78000000
0.007351444425
Long
EC
CORP
US
N
1
N
N
HighPeak Energy, Inc.
549300J4RNCV140DUY76
HighPeak Energy, Inc.
43114Q105
122.00000000
NS
USD
1733.62000000
0.000055660668
Long
EC
CORP
US
N
1
N
N
Revolve Group, Inc.
N/A
Revolve Group, Inc., Class A
76156B107
2097.00000000
NS
USD
41751.27000000
0.001340491924
Long
EC
CORP
US
N
1
N
N
Edgewise Therapeutics, Inc.
N/A
Edgewise Therapeutics, Inc.
28036F105
294.00000000
NS
USD
5274.36000000
0.000169341842
Long
EC
CORP
US
N
1
N
N
N
Equity Commonwealth
549300YPGVU9PR4L0606
Equity Commonwealth
294628102
3842.00000000
NS
USD
71922.24000000
0.002309179623
Long
EC
CORP
US
N
1
N
N
N
Lantheus Holdings, Inc.
5299005HUB5IOJGO7S39
Lantheus Holdings, Inc.
516544103
2427.00000000
NS
USD
161492.58000000
0.005184979987
Long
EC
CORP
US
N
1
N
N
Transcontinental Realty Investors, Inc.
549300A8Z1XO0M0QRS82
Transcontinental Realty Investors, Inc.
893617209
6.00000000
NS
USD
171.90000000
0.000005519127
Long
EC
CORP
US
N
1
N
N
N
Choice Hotels International, Inc.
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905106
988.00000000
NS
USD
116840.88000000
0.003751365075
Long
EC
CORP
US
N
1
N
N
N/A
N/A
ETRS
N/A
3587.00000000
PA
USD
19972.64000000
0.000641253850
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Hess Corp.
Hess Corp.
Y
2025-04-17
0.00000000
USD
0.00000000
USD
3587.00000000
USD
19972.64000000
N
N
N
Trimble, Inc.
549300E2MI7NSZFQWS19
Trimble, Inc.
896239100
10074.00000000
NS
USD
605145.18000000
0.019429162924
Long
EC
CORP
US
N
1
N
N
N
Werewolf Therapeutics, Inc.
N/A
Werewolf Therapeutics, Inc.
95075A107
1930.00000000
NS
USD
12043.20000000
0.000386666378
Long
EC
CORP
US
N
1
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571B105
12149.00000000
NS
USD
230466.53000000
0.007399500001
Long
EC
CORP
US
N
1
N
N
N
LifePoint Health, Inc.
549300G8ZVHRTBBBSZ90
LifePoint Health, Inc.
53219LAV1
30000.00000000
PA
USD
31238.94000000
0.001002976599
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
9.87500000
N
N
N
N
N
N
First Bancorp, Inc. (The)
N/A
First Bancorp, Inc. (The)
31866P102
456.00000000
NS
USD
10068.48000000
0.000323264804
Long
EC
CORP
US
N
1
N
N
N
Cheniere Energy, Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411R208
12167.00000000
NS
USD
1920195.94000000
0.061650990536
Long
EC
CORP
US
N
1
N
N
N
Aura Biosciences, Inc.
N/A
Aura Biosciences, Inc.
05153U107
204.00000000
NS
USD
1509.60000000
0.000048468145
Long
EC
CORP
US
N
1
N
N
N
CPI Card Group, Inc.
54930087HHJ1VWIJK062
CPI Card Group, Inc.
12634H200
302.00000000
NS
USD
5209.50000000
0.000167259407
Long
EC
CORP
US
N
1
N
N
SpringWorks Therapeutics, Inc.
N/A
SpringWorks Therapeutics, Inc.
85205L107
2457.00000000
NS
USD
114717.33000000
0.003683185074
Long
EC
CORP
US
N
1
N
N
N
JFrog Ltd.
N/A
JFrog Ltd.
N/A
386.00000000
NS
USD
15393.68000000
0.000494238947
Long
EC
CORP
IL
N
1
N
N
N
Marcus & Millichap, Inc.
549300B2HE8ULXNB1N48
Marcus & Millichap, Inc.
566324109
940.00000000
NS
USD
29769.80000000
0.000955807488
Long
EC
CORP
US
N
1
N
N
N
Ross Stores, Inc.
549300ENZFLPGRDFZQ60
Ross Stores, Inc.
778296103
13873.00000000
NS
USD
1797247.15000000
0.057703521150
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
12626.42000000
0.000405391597
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
0.000000000963
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
15537.00000000
NS
USD
316954.80000000
0.010176345532
Long
EC
CORP
US
N
1
N
N
N
Virtus Investment Partners, Inc.
549300HWF93HB8BDM648
Virtus Investment Partners, Inc.
92828Q109
496.00000000
NS
USD
108782.72000000
0.003492644839
Long
EC
CORP
US
N
1
N
N
N
Evans Bancorp, Inc.
N/A
Evans Bancorp, Inc.
29911Q208
347.00000000
NS
USD
8879.73000000
0.000285098066
Long
EC
CORP
US
N
1
N
N
N
Veralto Corp.
635400FJE6GSOJUSNY27
Veralto Corp.
92338C103
8842.00000000
NS
USD
828318.56000000
0.026594504571
Long
EC
CORP
US
N
1
N
N
N
NCR Voyix Corp.
549300YKTY8JX1DV2R67
NCR Voyix Corp.
62886E108
5546.00000000
NS
USD
67938.50000000
0.002181275219
Long
EC
CORP
US
N
1
N
N
Vizio Holding Corp.
N/A
Vizio Holding Corp., Class A
92858V101
1313.00000000
NS
USD
13917.80000000
0.000446853437
Long
EC
CORP
US
N
1
N
N
N
Aveanna Healthcare Holdings, Inc.
N/A
Aveanna Healthcare Holdings, Inc.
05356F105
285.00000000
NS
USD
641.25000000
0.000020588366
Long
EC
CORP
US
N
1
N
N
N
National Health Investors, Inc.
549300ZPKZIG6DKDEC02
National Health Investors, Inc.
63633D104
2097.00000000
NS
USD
132236.82000000
0.004245676583
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
OIS
N/A
24783000.00000000
PA
USD
774547.42000000
0.024868095315
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2031-02-28
0.00000000
USD
67721.01000000
USD
24783000.00000000
USD
774547.42000000
N
N
N
UGI Corp.
DX6GCWD4Q1JO9CRE5I40
UGI Corp.
902681105
7172.00000000
NS
USD
183316.32000000
0.005885666391
Long
EC
CORP
US
N
1
N
N
N
Snap-on, Inc.
HHWAT5TDOYZMM26KKQ73
Snap-on, Inc.
833034101
2129.00000000
NS
USD
570486.84000000
0.018316400967
Long
EC
CORP
US
N
1
N
N
N
Weis Markets, Inc.
N/A
Weis Markets, Inc.
948849104
617.00000000
NS
USD
38951.21000000
0.001250591478
Long
EC
CORP
US
N
1
N
N
Borr Drilling Ltd.
213800J2JPCTXLHQ5R78
Borr Drilling Ltd.
N/A
9360.00000000
NS
USD
49608.00000000
0.001592744925
Long
EC
CORP
BM
N
1
N
N
Viridian Therapeutics, Inc.
549300C775BNYF550E70
Viridian Therapeutics, Inc.
92790C104
1142.00000000
NS
USD
15142.92000000
0.000486187892
Long
EC
CORP
US
N
1
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816109
23682.00000000
NS
USD
5542298.46000000
0.177944439309
Long
EC
CORP
US
N
1
N
N
N
Southern Copper Corp.
2549007U6NAP46Q9TU15
Southern Copper Corp.
84265VAH8
940000.00000000
PA
USD
922088.38000000
0.029605136020
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
3563.00000000
NS
USD
263448.22000000
0.008458430402
Long
EC
CORP
US
N
1
N
N
N
JetBlue Airways Corp.
54930070J9H97ZO93T57
JetBlue Airways Corp.
477143101
15575.00000000
NS
USD
88466.00000000
0.002840343745
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617MKK99
116443.93000000
PA
USD
106000.21000000
0.003403307864
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
382.00000000
NS
USD
19375.04000000
0.000622066937
Long
EC
CORP
US
N
1
N
N
N
Neuberger Berman CLO XX Ltd.
549300NPF57YF6WBDP72
Neuberger Berman CLO XX Ltd., Series 2015-20A, Class ARR
64130TBA2
250000.00000000
PA
USD
250697.50000000
0.008049047952
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-15
Floating
6.75016920
N
N
N
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
22266.00000000
NS
USD
123576.30000000
0.003967616607
Long
EC
CORP
US
N
1
N
N
N
Allegiant Travel Co.
549300JM9OZXOHWL2K18
Allegiant Travel Co.
01748X102
725.00000000
NS
USD
39556.00000000
0.001270009237
Long
EC
CORP
US
N
1
N
N
N
Shore Bancshares, Inc.
N/A
Shore Bancshares, Inc.
825107105
947.00000000
NS
USD
9801.45000000
0.000314691375
Long
EC
CORP
US
N
1
N
N
N
Recursion Pharmaceuticals, Inc.
N/A
Recursion Pharmaceuticals, Inc., Class A
75629V104
4594.00000000
NS
USD
35925.08000000
0.001153432689
Long
EC
CORP
US
N
1
N
N
Old Second Bancorp, Inc.
549300XVJC1MPUT81C04
Old Second Bancorp, Inc.
680277100
3347.00000000
NS
USD
45853.90000000
0.001472213484
Long
EC
CORP
US
N
1
N
N
N
ClearPoint Neuro, Inc.
N/A
ClearPoint Neuro, Inc.
18507C103
1630.00000000
NS
USD
8850.90000000
0.000284172433
Long
EC
CORP
US
N
1
N
N
N
OraSure Technologies, Inc.
529900GNNJPNM4XHXQ77
OraSure Technologies, Inc.
68554V108
2457.00000000
NS
USD
12997.53000000
0.000417306683
Long
EC
CORP
US
N
1
N
N
N
Strategic Education, Inc.
2549002UYIM8Q5EC8H36
Strategic Education, Inc.
86272C103
1116.00000000
NS
USD
128161.44000000
0.004114829929
Long
EC
CORP
US
N
1
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
77928.00000000
NS
USD
5164288.56000000
0.165807821226
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
84238.00000000
PA
USD
14780.63000000
0.000474555987
N/A
DE
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
Southwestern Energy Co.
Southwestern Energy Co.
Y
2025-04-17
0.00000000
USD
0.00000000
USD
84238.00000000
USD
14780.63000000
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
-1882.00000000
NC
USD
3502094.03000000
0.112440382464
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 5 Year Note
2024-06-28
-197124797.82000000
USD
3502094.03000000
N
N
N
Esperion Therapeutics, Inc.
549300OFU56UKEWVUS92
Esperion Therapeutics, Inc.
29664W105
876.00000000
NS
USD
1725.72000000
0.000055407026
Long
EC
CORP
US
N
1
N
N
Spotify Technology SA
549300B4X0JHWV0DTD60
Spotify Technology SA
N/A
5667.00000000
NS
USD
1589253.48000000
0.051025548598
Long
EC
CORP
LU
N
1
N
N
N
Nexpoint Real Estate Finance, Inc.
N/A
Nexpoint Real Estate Finance, Inc.
65342V101
85.00000000
NS
USD
1101.60000000
0.000035368646
Long
EC
CORP
US
N
1
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044101
26763.00000000
NS
USD
1482134.94000000
0.047586334944
Long
EC
CORP
US
N
1
N
N
N
Applied Digital Corp.
N/A
Applied Digital Corp.
038169207
420.00000000
NS
USD
1136.10000000
0.000036476324
Long
EC
CORP
US
N
1
N
N
Accuray, Inc.
549300G28LY4TZKZJG51
Accuray, Inc.
004397105
6656.00000000
NS
USD
14177.28000000
0.000455184461
Long
EC
CORP
US
N
1
N
N
N
AB BSL CLO 4 Ltd.
N/A
AB BSL CLO 4 Ltd., Series 2023-4A, Class A
00037VAA6
1000000.00000000
PA
USD
1007679.00000000
0.032353161049
Long
ABS-CBDO
CORP
KY
Y
2
2036-04-20
Floating
7.32456000
N
N
N
N
N
N
Allstate Corp. (The)
OBT0W1ED8G0NWVOLOJ77
Allstate Corp. (The)
020002101
10715.00000000
NS
USD
1822192.90000000
0.058504444725
Long
EC
CORP
US
N
1
N
N
N
Newpark Resources, Inc.
54930073OHWDQW4DJN26
Newpark Resources, Inc.
651718504
3208.00000000
NS
USD
22263.52000000
0.000714806250
Long
EC
CORP
US
N
1
N
N
N
Olema Pharmaceuticals, Inc.
N/A
Olema Pharmaceuticals, Inc.
68062P106
2029.00000000
NS
USD
20634.93000000
0.000662517739
Long
EC
CORP
US
N
1
N
N
Silk Road Medical, Inc.
549300VL8KC0ZPDQHE14
Silk Road Medical, Inc.
82710M100
813.00000000
NS
USD
15804.72000000
0.000507436050
Long
EC
CORP
US
N
1
N
N
N
NEXTracker, Inc.
N/A
NEXTracker, Inc., Class A
65290E101
4763.00000000
NS
USD
203808.77000000
0.006543609581
Long
EC
CORP
US
N
1
N
N
N
Spectrum Brands Holdings, Inc.
549300JM0MJETDD30O20
Spectrum Brands Holdings, Inc.
84790A105
1333.00000000
NS
USD
109132.71000000
0.003503881833
Long
EC
CORP
US
N
1
N
N
N
Digital Realty Trust, Inc.
549300HKCZ31D08NEI41
Digital Realty Trust, Inc.
253868103
12242.00000000
NS
USD
1698944.76000000
0.054547364223
Long
EC
CORP
US
N
1
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAH5
320000.00000000
PA
USD
301217.15000000
0.009671062872
Long
DBT
CORP
AT
N
2
2030-01-15
Fixed
5.00000000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
4296.00000000
NS
USD
428225.28000000
0.013748863923
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
18770.00000000
NS
USD
1333796.20000000
0.042823680224
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
1320.00000000
NS
USD
37501.20000000
0.001204036566
Long
EC
NUSS
PA
N
1
N
N
N
REVOLUTION Medicines, Inc.
549300JU3X0LBCQ65892
REVOLUTION Medicines, Inc.
76155X100
5870.00000000
NS
USD
218833.60000000
0.007026006003
Long
EC
CORP
US
N
1
N
N
Community Health Systems, Inc.
N/A
Community Health Systems, Inc.
203668108
7354.00000000
NS
USD
24268.20000000
0.000779169738
Long
EC
CORP
US
N
1
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516CE4
500000.00000000
PA
USD
447929.14000000
0.014381488157
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
1.10000000
N
N
N
N
N
Berry Corp.
N/A
Berry Corp.
08579X101
2660.00000000
NS
USD
22583.40000000
0.000725076514
Long
EC
CORP
US
N
1
N
N
N
Mueller Water Products, Inc.
549300F7ZU4P1F8V8L60
Mueller Water Products, Inc., Class A
624758108
7348.00000000
NS
USD
116392.32000000
0.003736963332
Long
EC
CORP
US
N
1
N
N
N
MGIC Investment Corp.
254900S8483WM4M98R28
MGIC Investment Corp.
552848103
11924.00000000
NS
USD
241818.72000000
0.007763980387
Long
EC
CORP
US
N
1
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YDR7
1820000.00000000
PA
USD
1798100.94000000
0.057730933456
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.80000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H050656
-1200000.00000000
PA
USD
-1148622.34000000
-0.03687837451
Short
ABS-MBS
USGA
US
N
2
2054-05-15
Fixed
5.00000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
98981.00000000
NS
USD
14311662.79000000
0.459499038012
Long
EC
CORP
US
N
1
N
N
N
Moelis & Co.
549300891QNU7VTQUR83
Moelis & Co., Class A
60786M105
5859.00000000
NS
USD
287559.72000000
0.009232569034
Long
EC
CORP
US
N
1
N
N
Teekay Corp.
YHKQM2RIPKZYOZ6RVZ46
Teekay Corp.
N/A
305.00000000
NS
USD
2232.60000000
0.000071681227
Long
EC
CORP
MH
N
1
N
N
N
Model N, Inc.
549300WCIL3W0EYSBN94
Model N, Inc.
607525102
1774.00000000
NS
USD
52599.10000000
0.001688779019
Long
EC
CORP
US
N
1
N
N
N
St Joe Co. (The)
529900XVHOT3BF8PWG49
St Joe Co. (The)
790148100
1481.00000000
NS
USD
84713.20000000
0.002719854043
Long
EC
CORP
US
N
1
N
N
N
Spruce Power Holding Corp.
549300W71XJ8DIF9RQ35
Spruce Power Holding Corp.
9837FR209
76.00000000
NS
USD
337.44000000
0.000010834055
Long
EC
CORP
US
N
1
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
103070.00000000
NS
USD
13318705.40000000
0.427618538018
Long
EC
CORP
US
N
1
N
N
N
Blueprint Medicines Corp.
5299004CC60O9T5HVM83
Blueprint Medicines Corp.
09627Y109
2423.00000000
NS
USD
221316.82000000
0.007105733790
Long
EC
CORP
US
N
1
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc., Class A
57636Q104
33677.00000000
NS
USD
15195062.40000000
0.487862008614
Long
EC
CORP
US
N
1
N
N
N
Karat Packaging, Inc.
549300JYUKCQP3P8D632
Karat Packaging, Inc.
48563L101
35.00000000
NS
USD
948.50000000
0.000030453123
Long
EC
CORP
US
N
1
N
N
N
Woodmont Trust
N/A
Woodmont Trust, Series 2023-12A, Class A1A
979926AA0
423403.25000000
PA
USD
423842.74000000
0.013608155401
Long
ABS-CBDO
CORP
US
Y
2
2031-07-25
Floating
7.82354880
N
N
N
N
N
N
Innospec, Inc.
213800SQBACNY5IWJO68
Innospec, Inc.
45768S105
1294.00000000
NS
USD
155280.00000000
0.004985515077
Long
EC
CORP
US
N
1
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
0.000000000642
Long
ABS-MBS
CORP
US
Y
2
2059-07-25
Variable
2.75000040
N
N
N
N
N
N
Fluor Corp.
CQ7WZ4NOFWT7FAE6Q943
Fluor Corp.
343412102
5812.00000000
NS
USD
234397.96000000
0.007525724907
Long
EC
CORP
US
N
1
N
N
Children's Place, Inc. (The)
549300BGVK2OO5O7TC19
Children's Place, Inc. (The)
168905107
278.00000000
NS
USD
1934.88000000
0.000062122445
Long
EC
CORP
US
N
1
N
N
Conduent, Inc.
549300SFJ2D2CYY6CQ11
Conduent, Inc.
206787103
6683.00000000
NS
USD
21051.45000000
0.000675890786
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331107
8434.00000000
NS
USD
930438.88000000
0.029873242303
Long
EC
CORP
US
N
1
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206R102
287938.00000000
NS
USD
4863272.82000000
0.156143224946
Long
EC
CORP
US
N
1
N
N
N
LCNB Corp.
N/A
LCNB Corp.
50181P100
701.00000000
NS
USD
9884.10000000
0.000317344986
Long
EC
CORP
US
N
1
N
N
N
Industrial Logistics Properties Trust
5493004XH9PJW009HR47
Industrial Logistics Properties Trust
456237106
11609.00000000
NS
USD
40863.68000000
0.001311994414
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
3629.00000000
PA
USD
20206.50000000
0.000648762303
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
Hess Corp.
Hess Corp.
Y
2025-04-17
0.00000000
USD
0.00000000
USD
3629.00000000
USD
20206.50000000
N
N
N
Hormel Foods Corp.
MSD54751OJP1FS2ND863
Hormel Foods Corp.
440452100
11339.00000000
NS
USD
403214.84000000
0.012945863371
Long
EC
CORP
US
N
1
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent, Class A
02665T306
11681.00000000
NS
USD
418179.80000000
0.013426337570
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Partners LP
5493008F4ZOQFNG3WN54
NextEra Energy Partners LP
65341B106
481.00000000
NS
USD
13641.16000000
0.000437971463
Long
EC
CORP
US
N
1
N
N
Atara Biotherapeutics, Inc.
549300WBXUXZRE03MS38
Atara Biotherapeutics, Inc.
046513107
9061.00000000
NS
USD
6252.09000000
0.000200733442
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
31.00000000
NC
USD
16468.75000000
0.000528755805
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
96.50000000
USD
2025-09-12
XXXX
-22653.17000000
N
N
N
Liberty Broadband Corp.
549300MIX43II8JLN536
Liberty Broadband Corp., Class A
530307107
709.00000000
NS
USD
35542.17000000
0.001141138745
Long
EC
CORP
US
N
1
N
N
N
Mid Penn Bancorp, Inc.
N/A
Mid Penn Bancorp, Inc.
59540G107
287.00000000
NS
USD
5806.01000000
0.000186411324
Long
EC
CORP
US
N
1
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
04273LED3
4155000.00000000
PA
USD
4146321.95000000
0.133124359850
Long
STIV
CORP
US
N
2
2024-05-13
None
0.00000000
N
N
N
N
N
N
Longboard Pharmaceuticals, Inc.
N/A
Longboard Pharmaceuticals, Inc.
54300N103
1193.00000000
NS
USD
25410.90000000
0.000815857966
Long
EC
CORP
US
N
1
N
N
Midland States Bancorp, Inc.
5493006RHXW9TTBWYC94
Midland States Bancorp, Inc.
597742105
914.00000000
NS
USD
20016.60000000
0.000642665256
Long
EC
CORP
US
N
1
N
N
N
Standard BioTools, Inc.
549300GX8Y96GSB6YP89
Standard BioTools, Inc.
34385P108
1451.00000000
NS
USD
3598.48000000
0.000115535009
Long
EC
CORP
US
N
1
N
N
N
Howard Hughes Holdings, Inc.
N/A
Howard Hughes Holdings, Inc.
44267T102
1563.00000000
NS
USD
101845.08000000
0.003269900707
Long
EC
CORP
US
N
1
N
N
N
XP, Inc.
5493008KDA8NBZRJST80
XP, Inc., Class A
N/A
12452.00000000
NS
USD
254892.44000000
0.008183733273
Long
EC
CORP
KY
N
1
N
N
N
MacroGenics, Inc.
5493001KJQUA83L8MH79
MacroGenics, Inc.
556099109
381.00000000
NS
USD
5631.18000000
0.000180798124
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133BSPH9
154696.42000000
PA
USD
154674.86000000
0.004966086080
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
4291.00000000
NS
USD
125640.48000000
0.004033890439
Long
EC
CORP
US
N
1
N
N
N
Core Laboratories, Inc.
N/A
Core Laboratories, Inc.
21867A105
1856.00000000
NS
USD
29324.80000000
0.000941520044
Long
EC
CORP
US
N
1
N
N
Equitable Holdings, Inc.
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452E101
17231.00000000
NS
USD
635996.21000000
0.020419685047
Long
EC
CORP
US
N
1
N
N
N
Smith & Wesson Brands, Inc.
5493004PFHUPOR1PWN79
Smith & Wesson Brands, Inc.
831754106
2516.00000000
NS
USD
42696.52000000
0.001370840702
Long
EC
CORP
US
N
1
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
227721.00000000
NS
USD
5834212.02000000
0.187316795405
Long
EC
CORP
US
N
1
N
N
N
Skillsoft Corp.
N/A
Skillsoft Corp.
83066P309
21.00000000
NS
USD
150.99000000
0.000004847777
Long
EC
CORP
US
N
1
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAL7
720000.00000000
PA
USD
716967.36000000
0.023019394534
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
3086.00000000
NS
USD
135043.36000000
0.004335785081
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XLH7
460119.41000000
PA
USD
441022.08000000
0.014159725845
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
3234.00000000
NS
USD
63289.38000000
0.002032007716
Long
EC
CORP
US
N
1
N
N
N
Uranium Energy Corp.
549300VD69WD2USLIP04
Uranium Energy Corp.
916896103
14088.00000000
NS
USD
95094.00000000
0.003053146385
Long
EC
CORP
US
N
1
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NA5
950000.00000000
PA
USD
869827.26000000
0.027927208394
Long
DBT
CORP
US
N
2
2027-06-09
Variable
1.46200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3140FXKP6
264725.46000000
PA
USD
246000.90000000
0.007898256027
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
3219.00000000
NS
USD
556693.86000000
0.017873555078
Long
EC
CORP
US
N
1
N
N
N
LGI Homes, Inc.
549300W02B4WNV8CV109
LGI Homes, Inc.
50187T106
952.00000000
NS
USD
85613.36000000
0.002748755133
Long
EC
CORP
US
N
1
N
N
N
Gencor Industries, Inc.
N/A
Gencor Industries, Inc.
368678108
699.00000000
NS
USD
11862.03000000
0.000380849622
Long
EC
CORP
US
N
1
N
N
N
Amplitude, Inc.
N/A
Amplitude, Inc., Class A
03213A104
3768.00000000
NS
USD
36888.72000000
0.001184371907
Long
EC
CORP
US
N
1
N
N
N
Medifast, Inc.
5299000YHQJ21T5KKI80
Medifast, Inc.
58470H101
623.00000000
NS
USD
17151.19000000
0.000550666643
Long
EC
CORP
US
N
1
N
N
Saul Centers, Inc.
N/A
Saul Centers, Inc.
804395101
470.00000000
NS
USD
17112.70000000
0.000549430859
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
55.00000000
NC
USD
343.75000000
0.000011036648
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
97.25000000
USD
2024-06-14
XXXX
-52581.70000000
N
N
N
Cardinal Health, Inc.
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc.
14149YBN7
760000.00000000
PA
USD
748072.08000000
0.024018061784
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
5.12500000
N
N
N
N
N
N
Confluent, Inc.
254900MRZ83YWUV7SN74
Confluent, Inc., Class A
20717M103
7057.00000000
NS
USD
198442.84000000
0.006371327735
Long
EC
CORP
US
N
1
N
N
Inovio Pharmaceuticals, Inc.
529900B9W875XDZXTM97
Inovio Pharmaceuticals, Inc.
45773H409
4025.00000000
NS
USD
46086.25000000
0.001479673455
Long
EC
CORP
US
N
1
N
N
N
Intra-Cellular Therapies, Inc.
5299002U2KGF193IJA20
Intra-Cellular Therapies, Inc.
46116X101
4266.00000000
NS
USD
306341.46000000
0.009835587117
Long
EC
CORP
US
N
1
N
N
N
Dave, Inc.
N/A
Dave, Inc.
23834J201
30.00000000
NS
USD
1314.00000000
0.000042188091
Long
EC
CORP
US
N
1
N
N
N
Seritage Growth Properties
5493003CJFC2MM82WB25
Seritage Growth Properties, Class A
81752R100
204.00000000
NS
USD
1905.36000000
0.000061174658
Long
EC
CORP
US
N
1
N
N
Disc Medicine, Inc.
N/A
Disc Medicine, Inc.
254604101
580.00000000
NS
USD
16147.20000000
0.000518431923
Long
EC
CORP
US
N
1
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214ER0
630000.00000000
PA
USD
578290.48000000
0.018566949427
Long
DBT
CORP
AU
N
2
2026-06-03
Fixed
1.15000000
N
N
N
N
N
N
Ames National Corp.
N/A
Ames National Corp.
031001100
571.00000000
NS
USD
10991.75000000
0.000352907878
Long
EC
CORP
US
N
1
N
N
Unity Software, Inc.
549300D1ESJMGNQNG432
Unity Software, Inc.
91332U101
12024.00000000
NS
USD
291822.48000000
0.009369431826
Long
EC
CORP
US
N
1
N
N
N
FibroGen, Inc.
549300Q914ULWWY95822
FibroGen, Inc.
31572Q808
7702.00000000
NS
USD
8626.24000000
0.000276959361
Long
EC
CORP
US
N
1
N
N
N
Bio-Techne Corp.
54930073RLKQ51TILZ35
Bio-Techne Corp.
09073M104
6579.00000000
NS
USD
415858.59000000
0.013351811376
Long
EC
CORP
US
N
1
N
N
N
Cleanspark, Inc.
254900VO7KBRJQDGY810
Cleanspark, Inc.
18452B209
4008.00000000
NS
USD
65651.04000000
0.002107832623
Long
EC
CORP
US
N
1
N
N
Udemy, Inc.
2549000T304QU9SAM180
Udemy, Inc.
902685106
2521.00000000
NS
USD
25260.42000000
0.000811026563
Long
EC
CORP
US
N
1
N
N
N
Golden Ocean Group Ltd.
549300HQH91CZG0OJL61
Golden Ocean Group Ltd.
N/A
4324.00000000
NS
USD
60925.16000000
0.001956100616
Long
EC
CORP
BM
N
1
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005N100
12269.00000000
NS
USD
470516.15000000
0.015106680577
Long
EC
CORP
US
N
1
N
N
N
McGrath RentCorp
254900EUH6IPWFQ83445
McGrath RentCorp
580589109
1153.00000000
NS
USD
122978.98000000
0.003948438684
Long
EC
CORP
US
N
1
N
N
N
Senseonics Holdings, Inc.
549300RCH6Z07TBHJ258
Senseonics Holdings, Inc.
81727U105
2409.00000000
NS
USD
1173.18000000
0.000037666837
Long
EC
CORP
US
N
1
N
N
Teladoc Health, Inc.
549300I2PVFBC9MFAC61
Teladoc Health, Inc.
87918A105
7487.00000000
NS
USD
95459.25000000
0.003064873326
Long
EC
CORP
US
N
1
N
N
AN2 Therapeutics, Inc.
N/A
AN2 Therapeutics, Inc.
037326105
94.00000000
NS
USD
225.60000000
0.000007243252
Long
EC
CORP
US
N
1
N
N
Southside Bancshares, Inc.
549300TC83207VQA2K65
Southside Bancshares, Inc.
84470P109
269.00000000
NS
USD
7171.54000000
0.000230253869
Long
EC
CORP
US
N
1
N
N
TripAdvisor, Inc.
549300XVG45PT5BART17
TripAdvisor, Inc.
896945201
3761.00000000
NS
USD
99027.13000000
0.003179425873
Long
EC
CORP
US
N
1
N
N
N
Bright Horizons Family Solutions, Inc.
N/A
Bright Horizons Family Solutions, Inc.
109194100
2324.00000000
NS
USD
241022.04000000
0.007738401689
Long
EC
CORP
US
N
1
N
N
N
Pentair plc
549300EVR9D56WPSRP15
Pentair plc
N/A
6618.00000000
NS
USD
523417.62000000
0.016805167673
Long
EC
CORP
IE
N
1
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAV7
940000.00000000
PA
USD
868495.95000000
0.027884464537
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133D4QF3
168930.46400000
PA
USD
136614.48000000
0.004386228425
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
14332.00000000
NS
USD
19921.48000000
0.000639611275
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
17.00000000
NC
USD
106.25000000
0.000003411327
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
98.50000000
USD
2024-06-14
XXXX
-2433.19000000
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834107
14998.00000000
NS
USD
665311.28000000
0.021360892694
Long
EC
CORP
US
N
1
N
N
N
Kodiak Sciences, Inc.
254900IXI5NI8C9OQE24
Kodiak Sciences, Inc.
50015M109
2026.00000000
NS
USD
6503.46000000
0.000208804082
Long
EC
CORP
US
N
1
N
N
N
Akoustis Technologies, Inc.
549300DLBFV9XWL6J142
Akoustis Technologies, Inc.
00973N102
770.00000000
NS
USD
452.07000000
0.000014514437
Long
EC
CORP
US
N
1
N
N
N
Nektar Therapeutics
5299005I24806IOIYE03
Nektar Therapeutics, Class A
640268108
974.00000000
NS
USD
1422.04000000
0.000045656889
Long
EC
CORP
US
N
1
N
N
N
Southwestern Energy Co.
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467109
44855.00000000
NS
USD
335963.95000000
0.010786664980
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617JYLP6
55299.21000000
PA
USD
48720.38000000
0.001564246452
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
1459.00000000
NS
USD
226670.24000000
0.007277613981
Long
EC
CORP
US
N
1
N
N
N
Omnicell, Inc.
5493008RH0GTKHHPZI77
Omnicell, Inc.
68213N109
2040.00000000
NS
USD
54692.40000000
0.001755987795
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCB0
750000.00000000
PA
USD
692093.92000000
0.022220792588
Long
DBT
CORP
US
N
2
2027-04-22
Variable
1.57800000
N
N
N
N
N
N
Teleflex, Inc.
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369106
1864.00000000
NS
USD
389110.00000000
0.012493004712
Long
EC
CORP
US
N
1
N
N
N
AirSculpt Technologies, Inc.
N/A
AirSculpt Technologies, Inc.
009496100
63.00000000
NS
USD
347.13000000
0.000011145169
Long
EC
CORP
US
N
1
N
N
Genco Shipping & Trading Ltd.
5493003MBZ5GU8QHXZ58
Genco Shipping & Trading Ltd.
N/A
2123.00000000
NS
USD
45304.82000000
0.001454584384
Long
EC
CORP
MH
N
1
N
N
N
Virgin Galactic Holdings, Inc.
549300C631IMXCSMN048
Virgin Galactic Holdings, Inc.
92766K106
11222.00000000
NS
USD
9764.26000000
0.000313497330
Long
EC
CORP
US
N
1
N
N
Middleby Corp. (The)
JDFO86U9VQRBKW5KYA35
Middleby Corp. (The)
596278101
2393.00000000
NS
USD
332555.21000000
0.010677221880
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418D6K3
1257002.32000000
PA
USD
981888.29000000
0.031525108669
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
1.50000000
N
N
N
N
N
N
Forrester Research, Inc.
549300UUSFXYLJ80Z897
Forrester Research, Inc.
346563109
440.00000000
NS
USD
8003.60000000
0.000256968498
Long
EC
CORP
US
N
1
N
N
N
Taylor Morrison Home Corp.
5299009UDLLGLKOOJE30
Taylor Morrison Home Corp., Class A
87724P106
4680.00000000
NS
USD
262126.80000000
0.008416004080
Long
EC
CORP
US
N
1
N
N
N
Zevia PBC
N/A
Zevia PBC, Class A
98955K104
1653.00000000
NS
USD
1423.07000000
0.000045689959
Long
EC
CORP
US
N
1
N
N
N
Repay Holdings Corp.
N/A
Repay Holdings Corp., Class A
76029L100
3204.00000000
NS
USD
32584.68000000
0.001046183754
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KYT41
827364.06000000
PA
USD
676676.77000000
0.021725800099
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
2.00000000
N
N
N
N
N
N
BRP Group, Inc.
N/A
BRP Group, Inc., Class A
05589G102
2597.00000000
NS
USD
69184.08000000
0.002221266576
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
-132.00000000
NC
USD
650419.77000000
0.020882776725
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury Long Bond
2024-06-18
-15023250.00000000
USD
650419.77000000
N
N
N
Sun Country Airlines Holdings, Inc.
549300MOHOJN9GH0NJ48
Sun Country Airlines Holdings, Inc.
866683105
230.00000000
NS
USD
3061.30000000
0.000098287978
Long
EC
CORP
US
N
1
N
N
N
Provincia de Buenos Aires
549300L6AYROPOTQ4L07
Provincia de Buenos Aires
N/A
657739.00000000
PA
USD
290391.77000000
0.009323496571
Long
DBT
NUSS
AR
Y
2
2037-09-01
Variable
6.37499880
N
N
N
N
N
N
Tesla, Inc.
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
112019.00000000
NS
USD
20530842.32000000
0.659175836802
Long
EC
CORP
US
N
1
N
N
N
Richardson Electronics Ltd.
N/A
Richardson Electronics Ltd.
763165107
794.00000000
NS
USD
8360.82000000
0.000268437623
Long
EC
CORP
US
N
1
N
N
N
Summit Financial Group, Inc.
N/A
Summit Financial Group, Inc.
86606G101
512.00000000
NS
USD
13552.64000000
0.000435129386
Long
EC
CORP
US
N
1
N
N
N
Ormat Technologies, Inc.
5493000TSHHWY24VHM09
Ormat Technologies, Inc.
686688102
2421.00000000
NS
USD
154532.43000000
0.004961513135
Long
EC
CORP
US
N
1
N
N
Universal Corp.
549300BZXZ66F6DTIF20
Universal Corp.
913456109
681.00000000
NS
USD
35023.83000000
0.001124496603
Long
EC
CORP
US
N
1
N
N
N
RXO, Inc.
549300KL8CA6GP8XPM30
RXO, Inc.
74982T103
5350.00000000
NS
USD
101168.50000000
0.003248178014
Long
EC
CORP
US
N
1
N
N
N
Amalgamated Financial Corp.
N/A
Amalgamated Financial Corp.
022671101
527.00000000
NS
USD
12932.58000000
0.000415221358
Long
EC
CORP
US
N
1
N
N
N
Esquire Financial Holdings, Inc.
N/A
Esquire Financial Holdings, Inc.
29667J101
35.00000000
NS
USD
1647.10000000
0.000052882804
Long
EC
CORP
US
N
1
N
N
N
Walker & Dunlop, Inc.
N/A
Walker & Dunlop, Inc.
93148P102
1230.00000000
NS
USD
112704.90000000
0.003618572760
Long
EC
CORP
US
N
1
N
N
National Research Corp.
549300FQIORB6GZCYT15
National Research Corp.
637372202
525.00000000
NS
USD
17981.25000000
0.000577317059
Long
EC
CORP
US
N
1
N
N
IPG Photonics Corp.
5493002KZ51CADQ94G15
IPG Photonics Corp.
44980X109
997.00000000
NS
USD
83728.06000000
0.002688224533
Long
EC
CORP
US
N
1
N
N
N
Amerant Bancorp, Inc.
54930071V6LIG79MTL10
Amerant Bancorp, Inc., Class A
023576101
1376.00000000
NS
USD
29804.16000000
0.000956910671
Long
EC
CORP
US
N
1
N
N
N
First of Long Island Corp. (The)
N/A
First of Long Island Corp. (The)
320734106
927.00000000
NS
USD
8778.69000000
0.000281854014
Long
EC
CORP
US
N
1
N
N
N
Mistras Group, Inc.
5493000CMNXVLND3FU73
Mistras Group, Inc.
60649T107
1472.00000000
NS
USD
12880.00000000
0.000413533192
Long
EC
CORP
US
N
1
N
N
N
Maiden Holdings Ltd.
5493000GQUKNWGNXRZ91
Maiden Holdings Ltd.
N/A
6019.00000000
NS
USD
12519.52000000
0.000401959400
Long
EC
CORP
BM
N
1
N
N
N
Hims & Hers Health, Inc.
549300ZQ4ZUYSAAX6P59
Hims & Hers Health, Inc.
433000106
4191.00000000
NS
USD
52513.23000000
0.001686022024
Long
EC
CORP
US
N
1
N
N
N
Leonardo DRS, Inc.
549300HMMEWVG3PPQU18
Leonardo DRS, Inc.
52661A108
1490.00000000
NS
USD
32064.80000000
0.001029492168
Long
EC
CORP
US
N
1
N
N
N
Theravance Biopharma, Inc.
5493007VTSXP4Z6MIW52
Theravance Biopharma, Inc.
N/A
2855.00000000
NS
USD
24096.20000000
0.000773647400
Long
EC
CORP
KY
N
1
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
135.00000000
NC
USD
78046.88000000
0.002505821077
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Put
Purchased
N/A
U.S. Treasury 10 Year Note
100000.00000000
107.00000000
USD
2024-05-24
XXXX
750.83000000
N
N
N
Inversiones CMPC SA
549300G475ACIABB4385
Inversiones CMPC SA
N/A
1490000.00000000
PA
USD
1334236.89000000
0.042837829288
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
1225.00000000
NS
USD
19318.25000000
0.000620243602
Long
EC
CORP
US
N
1
N
N
Vera Bradley, Inc.
52990005Q6LEJKXO7M51
Vera Bradley, Inc.
92335C106
1856.00000000
NS
USD
12231.04000000
0.000392697284
Long
EC
CORP
US
N
1
N
N
Consensus Cloud Solutions, Inc.
N/A
Consensus Cloud Solutions, Inc.
20848V105
255.00000000
NS
USD
2968.20000000
0.000095298852
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H052652
6800000.00000000
PA
USD
6666198.78000000
0.214029073459
Long
ABS-MBS
USGA
US
N
2
2054-05-15
Fixed
5.50000000
N
N
N
N
N
N
Mueller Industries, Inc.
5493005IZFE4VJLLYG84
Mueller Industries, Inc.
624756102
4220.00000000
NS
USD
235560.40000000
0.007563046920
Long
EC
CORP
US
N
1
N
N
N
ON24, Inc.
N/A
ON24, Inc.
68339B104
875.00000000
NS
USD
5766.25000000
0.000185134765
Long
EC
CORP
US
N
1
N
N
N
Biglari Holdings, Inc.
549300GLWWSODF8TM682
Biglari Holdings, Inc., Class B
08986R309
48.00000000
NS
USD
9461.28000000
0.000303769668
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XNF9
92249.94000000
PA
USD
88409.17000000
0.002838519126
Long
ABS-MBS
USGA
US
N
2
2052-12-20
Fixed
5.00000000
N
N
N
N
N
N
OHA Loan Funding Ltd.
N/A
OHA Loan Funding Ltd., Series 2013-2A, Class AR
67104LAE7
491547.06000000
PA
USD
491743.68000000
0.015788224696
Long
ABS-CBDO
CORP
KY
Y
2
2031-05-23
Floating
6.62353920
N
N
N
N
N
N
Arista Networks, Inc.
635400H1WKBLOQERUU95
Arista Networks, Inc.
040413106
9997.00000000
NS
USD
2564830.32000000
0.082348017976
Long
EC
CORP
US
N
1
N
N
N
Innovage Holding Corp.
N/A
Innovage Holding Corp.
45784A104
95.00000000
NS
USD
337.25000000
0.000010827955
Long
EC
CORP
US
N
1
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560105
6169.00000000
NS
USD
727325.10000000
0.023351946498
Long
EC
CORP
US
N
1
N
N
N
Macatawa Bank Corp.
N/A
Macatawa Bank Corp.
554225102
1826.00000000
NS
USD
25564.00000000
0.000820773489
Long
EC
CORP
US
N
1
N
N
N
Commercial Vehicle Group, Inc.
5493006OG8I91X0K7Q22
Commercial Vehicle Group, Inc.
202608105
2281.00000000
NS
USD
13708.81000000
0.000440143475
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp.
CW05CS5KW59QTC0DG824
Regions Financial Corp.
7591EP100
36692.00000000
NS
USD
707054.84000000
0.022701137077
Long
EC
CORP
US
N
1
N
N
N
Watts Water Technologies, Inc.
549300REJOO94ERQN318
Watts Water Technologies, Inc., Class A
942749102
1090.00000000
NS
USD
216321.40000000
0.006945347767
Long
EC
CORP
US
N
1
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666K109
3353.00000000
NS
USD
217140.28000000
0.006971639231
Long
EC
CORP
US
N
1
N
N
N
Range Resources Corp.
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281A109
9793.00000000
NS
USD
351666.63000000
0.011290824871
Long
EC
CORP
US
N
1
N
N
Central Garden & Pet Co.
5493004DVZLD37DJ0H83
Central Garden & Pet Co., Class A
153527205
1762.00000000
NS
USD
62427.66000000
0.002004340804
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
1508151.74000000
0.048421646308
Long
DBT
CORP
CA
N
2
2028-06-12
Fixed
5.25000000
N
N
N
N
N
N
Cargurus, Inc.
54930027BKQN6B7X7G78
Cargurus, Inc., Class A
141788109
4400.00000000
NS
USD
98824.00000000
0.003172904057
Long
EC
CORP
US
N
1
N
N
N
Lululemon Athletica, Inc.
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc.
550021109
4462.00000000
NS
USD
1608997.20000000
0.051659452602
Long
EC
CORP
US
N
1
N
N
N
SPX Technologies, Inc.
P761FCI0CPOG24I8JE10
SPX Technologies, Inc.
78473E103
2000.00000000
NS
USD
243620.00000000
0.007821813389
Long
EC
CORP
US
N
1
N
N
Roadzen, Inc.
N/A
Roadzen, Inc.
N/A
189.00000000
NS
USD
786.24000000
0.000025243504
Long
EC
CORP
VG
N
1
N
N
N
Capri Holdings Ltd.
549300LPG8W0H1OX3A26
Capri Holdings Ltd.
N/A
4077.00000000
NS
USD
144651.96000000
0.004644284695
Long
EC
CORP
VG
N
1
N
N
N
Under Armour, Inc.
549300D4549QKWETZ406
Under Armour, Inc., Class C
904311206
8495.00000000
NS
USD
55387.40000000
0.001778301892
Long
EC
CORP
US
N
1
N
N
Steven Madden Ltd.
549300Z9GZ7GYJWSGF43
Steven Madden Ltd.
556269108
3659.00000000
NS
USD
147860.19000000
0.004747290099
Long
EC
CORP
US
N
1
N
N
N
Federal Realty Investment Trust
549300FHEI1SLVZ0RB48
Federal Realty Investment Trust
313745101
3304.00000000
NS
USD
344177.68000000
0.011050380042
Long
EC
CORP
US
N
1
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Multifamily Structured Pass-Through Certificates, Series K514, Class X1
3137HBLW2
9799514.61000000
PA
USD
382908.19000000
0.012293885590
Long
ABS-MBS
USGSE
US
N
2
2028-12-25
Variable
0.96376680
N
N
N
N
N
N
ModivCare, Inc.
549300EFZIFW7F7I0Q28
ModivCare, Inc.
60783X104
834.00000000
NS
USD
19573.98000000
0.000628454227
Long
EC
CORP
US
N
1
N
N
Carter Bankshares, Inc.
N/A
Carter Bankshares, Inc.
146103106
943.00000000
NS
USD
11476.31000000
0.000368465459
Long
EC
CORP
US
N
1
N
N
N
National Securities Clearing Corp.
549300RYC9NELN2ICA34
National Securities Clearing Corp.
637639AJ4
830000.00000000
PA
USD
826645.45000000
0.026540786673
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
2771.00000000
NS
USD
116686.81000000
0.003746418409
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
1640205.60000000
0.052661448666
Long
ABS-CBDO
CORP
KY
Y
2
2035-01-15
Floating
7.07016960
N
N
N
N
N
N
FHLMC STACR REMIC Trust
5493000ISU5NYXNHD479
FHLMC STACR REMIC Trust, Series 2021-DNA5, Class M2
35564KHE2
551528.58000000
PA
USD
554286.22000000
0.017796253909
Long
ABS-MBS
CORP
US
Y
2
2034-01-25
Floating
6.98001840
N
N
N
N
N
N
Rigel Pharmaceuticals, Inc.
529900KPTNUS5J8K9K66
Rigel Pharmaceuticals, Inc.
766559603
6664.00000000
NS
USD
6997.20000000
0.000224656401
Long
EC
CORP
US
N
1
N
N
N/A
N/A
Russell 2000 Micro E-Mini Index
N/A
-685.00000000
NC
USD
246061.05000000
0.007900187240
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
Russell 2000 Micro E-Mini Index
US1248351090
2024-06-21
-6800680.00000000
USD
246061.05000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XK5J5
89354.35500000
PA
USD
81907.29000000
0.002629765773
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
10410.00000000
NS
USD
21236.40000000
0.000681828905
Long
EC
CORP
US
N
1
N
N
N
Hillman Solutions Corp.
N/A
Hillman Solutions Corp.
431636109
8166.00000000
NS
USD
78066.96000000
0.002506465778
Long
EC
CORP
US
N
1
N
N
N
Doma Holdings, Inc.
N/A
Doma Holdings, Inc.
25703A203
34.00000000
NS
USD
205.70000000
0.000006604330
Long
EC
CORP
US
N
1
N
N
N
Bank First Corp.
N/A
Bank First Corp.
06211J100
254.00000000
NS
USD
19606.26000000
0.000629490628
Long
EC
CORP
US
N
1
N
N
DZS, Inc.
549300JL6GXPZ9SNGD29
DZS, Inc.
268211109
348.00000000
NS
USD
341.07000000
0.000010950602
Long
EC
CORP
US
N
1
N
N
N
Assured Guaranty Ltd.
549300BBOQUJEPH87M14
Assured Guaranty Ltd.
N/A
2699.00000000
NS
USD
207013.30000000
0.006646496189
Long
EC
CORP
BM
N
1
N
N
N
RBC Bearings, Inc.
N/A
RBC Bearings, Inc.
75524B104
1149.00000000
NS
USD
280987.95000000
0.009021571749
Long
EC
CORP
US
N
1
N
N
Emerald Holding, Inc.
N/A
Emerald Holding, Inc.
29103W104
75.00000000
NS
USD
431.25000000
0.000013845977
Long
EC
CORP
US
N
1
N
N
N
PROCEPT BioRobotics Corp.
N/A
PROCEPT BioRobotics Corp.
74276L105
1796.00000000
NS
USD
95152.08000000
0.003055011137
Long
EC
CORP
US
N
1
N
N
Becton Dickinson & Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co.
075887109
11752.00000000
NS
USD
2757019.20000000
0.088518552230
Long
EC
CORP
US
N
1
N
N
N
Orion Office REIT, Inc.
254900ZBXYX11W8ZL437
Orion Office REIT, Inc.
68629Y103
1661.00000000
NS
USD
5182.32000000
0.000166386749
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
0.000000001284
Long
ABS-MBS
CORP
US
Y
2
2057-12-25
Variable
3.49999920
N
N
N
N
N
N
Perspective Therapeutics, Inc.
5493005LRKM6BCABC605
Perspective Therapeutics, Inc.
46489V104
1856.00000000
NS
USD
3118.08000000
0.000100110992
Long
EC
CORP
US
N
1
N
N
N
iRadimed Corp.
549300YVHWP0YJ1YW816
iRadimed Corp.
46266A109
209.00000000
NS
USD
8487.49000000
0.000272504568
Long
EC
CORP
US
N
1
N
N
N
Mercury General Corp.
5493001Q9EXPCEL4W527
Mercury General Corp.
589400100
742.00000000
NS
USD
38776.92000000
0.001244995616
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp.
549300GGJCRSI2TIEJ46
Nucor Corp.
670346105
9784.00000000
NS
USD
1648897.52000000
0.052940516789
Long
EC
CORP
US
N
1
N
N
N
Korn Ferry
549300FOD20OM0GT5G40
Korn Ferry
500643200
2449.00000000
NS
USD
148703.28000000
0.004774358864
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418ECZ1
258915.91400000
PA
USD
216446.23000000
0.006949355635
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
3 Month SOFR
N/A
23.00000000
NC
USD
19550.00000000
0.000627684310
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
3 Month SOFR
3 Month SOFR
250000.00000000
96.62500000
USD
2026-06-12
XXXX
-16728.36000000
N
N
N
Bluebird Bio, Inc.
N/A
Bluebird Bio, Inc.
09609G100
3135.00000000
NS
USD
2781.05000000
0.000089290099
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X6L74
349552.68900000
PA
USD
320262.28000000
0.010282537517
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
12696.00000000
NS
USD
442074.72000000
0.014193522552
Long
EC
CORP
US
N
1
N
N
N
NET Lease Office Properties
N/A
NET Lease Office Properties
64110Y108
654.00000000
NS
USD
14950.44000000
0.000480008011
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320102
15894.00000000
NS
USD
1755969.12000000
0.056378223359
Long
EC
CORP
US
N
1
N
N
N
Tingo Group, Inc.
N/A
Tingo Group, Inc.
55328R109
8096.00000000
NS
USD
161.11000000
0.000005172696
Long
EC
CORP
US
N
1
N
N
Ooma, Inc.
N/A
Ooma, Inc.
683416101
753.00000000
NS
USD
5316.18000000
0.000170684541
Long
EC
CORP
US
N
1
N
N
N
Hamamatsu Photonics KK
N/A
Hamamatsu Photonics KK
N/A
36700.00000000
NS
1344242.15000000
0.043159064313
Long
EC
CORP
JP
N
2
N
N
N
Hyster-Yale Materials Handling, Inc.
N/A
Hyster-Yale Materials Handling, Inc.
449172105
374.00000000
NS
USD
21905.18000000
0.000703301166
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Corp. Americas
54930023GFE40WUY2P08
Mitsubishi Corp. Americas
60676ME20
24000000.00000000
PA
USD
23992912.32000000
0.770331183171
Long
STIV
CORP
US
Y
2
2024-05-02
None
0.00000000
N
N
N
N
N
N
Community West Bancshares
N/A
Community West Bancshares
203937107
662.00000000
NS
USD
11366.54000000
0.000364941116
Long
EC
CORP
US
N
1
N
N
N
New York Community Bancorp, Inc.
529900HVXOTLY61GL030
New York Community Bancorp, Inc.
649445103
29085.00000000
NS
USD
77075.25000000
0.002474625328
Long
EC
CORP
US
N
1
N
N
N
OceanFirst Financial Corp.
N/A
OceanFirst Financial Corp.
675234108
3212.00000000
NS
USD
47409.12000000
0.001522146332
Long
EC
CORP
US
N
1
N
N
N
Aptiv plc
N/A
Aptiv plc
N/A
11137.00000000
NS
USD
790727.00000000
0.025387566851
Long
EC
CORP
JE
N
1
N
N
N
TrustCo Bank Corp.
N/A
TrustCo Bank Corp.
898349204
95.00000000
NS
USD
2528.90000000
0.000081194417
Long
EC
CORP
US
N
1
N
N
N
Scholastic Corp.
N/A
Scholastic Corp.
807066105
742.00000000
NS
USD
26430.04000000
0.000848579101
Long
EC
CORP
US
N
1
N
N
N/A
N/A
3 Month SOFR
N/A
13.00000000
NC
USD
487.50000000
0.000015651974
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
98.00000000
USD
2024-12-13
XXXX
-2142.66000000
N
N
N
Fortrea Holdings, Inc.
5493000FIVFABOVCDU97
Fortrea Holdings, Inc.
34965K107
4068.00000000
NS
USD
148848.12000000
0.004779009186
Long
EC
CORP
US
N
1
N
N
N
InfuSystem Holdings, Inc.
549300F58N8PHJ4QUI59
InfuSystem Holdings, Inc.
45685K102
1300.00000000
NS
USD
9763.00000000
0.000313456875
Long
EC
CORP
US
N
1
N
N
N
USANA Health Sciences, Inc.
549300YTURXE814MAH96
USANA Health Sciences, Inc.
90328M107
677.00000000
NS
USD
28109.04000000
0.000902486107
Long
EC
CORP
US
N
1
N
N
N
WaVe Life Sciences Ltd.
54930070006GPKFYZ813
WaVe Life Sciences Ltd.
N/A
3920.00000000
NS
USD
19325.60000000
0.000620479586
Long
EC
CORP
SG
N
1
N
N
N
ALLETE, Inc.
549300NNLSIMY6Z8OT86
ALLETE, Inc.
018522300
2615.00000000
NS
USD
154860.30000000
0.004972039931
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp.
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889208
10856.00000000
NS
USD
468219.28000000
0.015032935857
Long
EC
CORP
US
N
1
N
N
SmartRent, Inc.
N/A
SmartRent, Inc., Class A
83193G107
11012.00000000
NS
USD
25547.84000000
0.000820254646
Long
EC
CORP
US
N
1
N
N
N
CrossFirst Bankshares, Inc.
N/A
CrossFirst Bankshares, Inc.
22766M109
2023.00000000
NS
USD
24437.84000000
0.000784616304
Long
EC
CORP
US
N
1
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AF4
490000.00000000
PA
USD
500285.24000000
0.016062465269
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
962.00000000
NS
USD
20134.66000000
0.000646455763
Long
EC
CORP
US
N
1
N
N
NCL Corp. Ltd.
UNZWILHE4KMRP9K2L524
NCL Corp. Ltd.
62886HBL4
220000.00000000
PA
USD
229424.58000000
0.007366046514
Long
DBT
CORP
BM
Y
2
2028-02-01
Fixed
8.37500000
N
N
N
N
N
N
Playtika Holding Corp.
254900E35Z4TKA4UFG64
Playtika Holding Corp.
72815L107
514.00000000
NS
USD
3726.50000000
0.000119645298
Long
EC
CORP
US
N
1
N
N
N
Grand Canyon Education, Inc.
529900XFER799IYOSW74
Grand Canyon Education, Inc.
38526M106
1303.00000000
NS
USD
169416.06000000
0.005439376104
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
287.00000000
NS
USD
34870.50000000
0.001119573695
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc., Class B
911312106
29245.00000000
NS
USD
4313052.60000000
0.138477516531
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
533302.60000000
PA
USD
534276.94000000
0.017153823672
Long
ABS-CBDO
CORP
BM
Y
2
2031-07-15
Floating
7.72855920
N
N
N
N
N
N
Fabrinet
5493004TETZ6IYF7CV44
Fabrinet
N/A
1464.00000000
NS
USD
253374.48000000
0.008134996717
Long
EC
CORP
KY
N
1
N
N
N
Kelly Services, Inc.
25490035B2ZPL6RM1974
Kelly Services, Inc., Class A
488152208
1324.00000000
NS
USD
30372.56000000
0.000975160070
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGN8
711000.00000000
PA
USD
567280.29000000
0.018213449503
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
Kirby Corp.
I7NO6FZO5GUCG585T325
Kirby Corp.
497266106
2313.00000000
NS
USD
252417.69000000
0.008104277429
Long
EC
CORP
US
N
1
N
N
N
ACCO Brands Corp.
JCT8P4Y190IH4I1NX328
ACCO Brands Corp.
00081T108
3259.00000000
NS
USD
15708.38000000
0.000504342898
Long
EC
CORP
US
N
1
N
N
N
Cathay General Bancorp
549300K1SLJ8C97H5L68
Cathay General Bancorp
149150104
4730.00000000
NS
USD
162901.20000000
0.005230206006
Long
EC
CORP
US
N
1
N
N
N
Carisma Therapeutics, Inc.
549300DGKHONOZQIY116
Carisma Therapeutics, Inc.
14216R101
1768.00000000
NS
USD
2881.84000000
0.000092526125
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132D9QM9
194678.05200000
PA
USD
157599.56000000
0.005059988295
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
2.00000000
N
N
N
N
N
N
TopBuild Corp.
5493007YSKHOL4RWII46
TopBuild Corp.
89055F103
1265.00000000
NS
USD
511907.55000000
0.016435618294
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co.
549300D46DQVEU651W04
Genuine Parts Co.
372460105
5772.00000000
NS
USD
907416.12000000
0.029134059426
Long
EC
CORP
US
N
1
N
N
N
Marvell Technology, Inc.
N/A
Marvell Technology, Inc.
573874104
34436.00000000
NS
USD
2269676.76000000
0.072871636449
Long
EC
CORP
US
N
1
N
N
N
Magnite, Inc.
54930018FR2YX1HHSB02
Magnite, Inc.
55955D100
3163.00000000
NS
USD
27929.29000000
0.000896714943
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group, Inc.
529900GQL5X8H7AO3T64
Simon Property Group, Inc.
828806109
13438.00000000
NS
USD
1888442.14000000
0.060631483525
Long
EC
CORP
US
N
1
N
N
N
Viavi Solutions, Inc.
5493006K3E3N1QOBF092
Viavi Solutions, Inc.
925550105
10243.00000000
NS
USD
80919.70000000
0.002598057601
Long
EC
CORP
US
N
1
N
N
Essential Properties Realty Trust, Inc.
2549009LXQLVYCGLZO50
Essential Properties Realty Trust, Inc.
29670E107
6242.00000000
NS
USD
164414.28000000
0.005278785882
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824C109
49736.00000000
NS
USD
845512.00000000
0.027146527718
Long
EC
CORP
US
N
1
N
N
N
Morningstar, Inc.
529900YGNQPOVAXQ7F29
Morningstar, Inc.
617700109
1026.00000000
NS
USD
289998.90000000
0.009310882846
Long
EC
CORP
US
N
1
N
N
N
Cassava Sciences, Inc.
529900XA0UG5JXABYF08
Cassava Sciences, Inc.
14817C107
604.00000000
NS
USD
13378.60000000
0.000429541550
Long
EC
CORP
US
N
1
N
N
Turtle Beach Corp.
549300SZRV8U8PXSYI20
Turtle Beach Corp.
900450206
456.00000000
NS
USD
6429.60000000
0.000206432687
Long
EC
CORP
US
N
1
N
N
N
Columbus McKinnon Corp.
549300W3HQB0HO1F3G69
Columbus McKinnon Corp.
199333105
1415.00000000
NS
USD
58397.05000000
0.001874931563
Long
EC
CORP
US
N
1
N
N
N
Knight-Swift Transportation Holdings, Inc.
N/A
Knight-Swift Transportation Holdings, Inc., Class A
499049104
6477.00000000
NS
USD
299431.71000000
0.009613738439
Long
EC
CORP
US
N
1
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119100
6073.00000000
NS
USD
790218.76000000
0.025371248985
Long
EC
CORP
US
N
1
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936100
9792.00000000
NS
USD
297774.72000000
0.009560538100
Long
EC
CORP
US
N
1
N
N
N
United Community Banks, Inc.
549300GVW0FV66X3U703
United Community Banks, Inc.
90984P303
1525.00000000
NS
USD
38475.75000000
0.001235326067
Long
EC
CORP
US
N
1
N
N
N
Cardlytics, Inc.
549300JETJBH94EIPC66
Cardlytics, Inc.
14161W105
1858.00000000
NS
USD
22760.50000000
0.000730762596
Long
EC
CORP
US
N
1
N
N
Business First Bancshares, Inc.
549300ILTC50KHDX4A08
Business First Bancshares, Inc.
12326C105
581.00000000
NS
USD
11730.39000000
0.000376623107
Long
EC
CORP
US
N
1
N
N
N
Natural Gas Services Group, Inc.
N/A
Natural Gas Services Group, Inc.
63886Q109
2132.00000000
NS
USD
47074.56000000
0.001511404743
Long
EC
CORP
US
N
1
N
N
N
Boise Cascade Co.
549300Z8B8LSRHC7XA55
Boise Cascade Co.
09739D100
1548.00000000
NS
USD
204753.96000000
0.006573956431
Long
EC
CORP
US
N
1
N
N
N
Maui Land & Pineapple Co., Inc.
N/A
Maui Land & Pineapple Co., Inc.
577345101
535.00000000
NS
USD
10421.80000000
0.000334608713
Long
EC
CORP
US
N
1
N
N
N
Hyzon Motors, Inc.
N/A
Hyzon Motors, Inc.
44951Y102
632.00000000
NS
USD
344.44000000
0.000011058802
Long
EC
CORP
US
N
1
N
N
Gitlab, Inc.
N/A
Gitlab, Inc., Class A
37637K108
3687.00000000
NS
USD
193456.89000000
0.006211245762
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial, Inc.
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
8003.00000000
NS
USD
976366.00000000
0.031347806633
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513CD5
460000.00000000
PA
USD
460724.21000000
0.014792294535
Long
DBT
CORP
US
N
2
2029-05-19
Variable
5.64300000
N
N
N
N
N
US Foods Holding Corp.
549300UGOZSO64CFPR97
US Foods Holding Corp.
912008109
10541.00000000
NS
USD
529685.25000000
0.017006400052
Long
EC
CORP
US
N
1
N
N
Chord Energy Corp.
529900FA4V2YNIKZ0M71
Chord Energy Corp.
674215207
1685.99940000
NS
USD
298388.17000000
0.009580233903
Long
EC
CORP
US
N
1
N
N
N
Sage Therapeutics, Inc.
5493000JX4BJS9W6CN35
Sage Therapeutics, Inc.
78667J108
2464.00000000
NS
USD
34348.16000000
0.001102803127
Long
EC
CORP
US
N
1
N
N
N
Ideaya Biosciences, Inc.
549300ULW08F62IJML11
Ideaya Biosciences, Inc.
45166A102
2296.00000000
NS
USD
93332.40000000
0.002996587373
Long
EC
CORP
US
N
1
N
N
N/A
N/A
3 Month SOFR
N/A
125.00000000
NC
USD
14062.50000000
0.000451499264
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
97.25000000
USD
2025-03-14
XXXX
-213599.00000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SX7
690000.00000000
PA
USD
435292.97000000
0.013975783520
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.37500000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust, Series 2021-TY, Class B
05592AAG5
780000.00000000
PA
USD
765618.75000000
0.024581425951
Long
ABS-MBS
CORP
US
Y
2
2038-09-15
Floating
6.58548000
N
N
N
N
N
N
TG Therapeutics, Inc.
529900X21UKABN9NJ529
TG Therapeutics, Inc.
88322Q108
6198.00000000
NS
USD
84664.68000000
0.002718296230
Long
EC
CORP
US
N
1
N
N
Arlo Technologies, Inc.
549300T4EUX2OQ75HV52
Arlo Technologies, Inc.
04206A101
2994.00000000
NS
USD
37065.72000000
0.001190054777
Long
EC
CORP
US
N
1
N
N
Aramark
549300MR6PG2DWZUIL39
Aramark
03852U106
9648.00000000
NS
USD
304008.48000000
0.009760683028
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
N/A
27157.00000000
NS
USD
1767105.99000000
0.056735790549
Long
EC
CORP
IE
N
1
N
N
N
Ellington Financial, Inc.
60GS1D1R1YY5G1W7IT74
Ellington Financial, Inc.
28852N109
1471.00000000
NS
USD
16828.24000000
0.000540297811
Long
EC
CORP
US
N
1
N
N
N
Weave Communications, Inc.
N/A
Weave Communications, Inc.
94724R108
213.00000000
NS
USD
2276.97000000
0.000073105797
Long
EC
CORP
US
N
1
N
N
N
Cytek Biosciences, Inc.
549300K2J28BOC6FBO89
Cytek Biosciences, Inc.
23285D109
5182.00000000
NS
USD
31143.82000000
0.000999922618
Long
EC
CORP
US
N
1
N
N
N
Teradyne, Inc.
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
6436.00000000
NS
USD
748635.52000000
0.024036151934
Long
EC
CORP
US
N
1
N
N
Dutch Bros, Inc.
N/A
Dutch Bros, Inc., Class A
26701L100
302.00000000
NS
USD
8504.32000000
0.000273044922
Long
EC
CORP
US
N
1
N
N
DLH Holdings Corp.
549300KRYPLQFKWVTE62
DLH Holdings Corp.
23335Q100
62.00000000
NS
USD
658.44000000
0.000021140279
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFL3
80000.00000000
PA
USD
75833.98000000
0.002434772351
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
2220.00000000
NS
USD
33943.80000000
0.001089820496
Long
EC
CORP
US
N
1
N
N
N
Bruker Corp.
LEBZ6VLQ6I8XB1NHVY15
Bruker Corp.
116794108
3837.00000000
NS
USD
299324.37000000
0.009610292115
Long
EC
CORP
US
N
1
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc.
023771T40
430000.00000000
PA
USD
447918.91000000
0.014381159706
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
8.50000000
N
N
N
N
N
N
Roivant Sciences Ltd.
549300DL466NY5J6U724
Roivant Sciences Ltd.
N/A
10153.00000000
NS
USD
110667.70000000
0.003553165165
Long
EC
CORP
BM
N
1
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc.
389375106
1643.00000000
NS
USD
9447.25000000
0.000303319212
Long
EC
CORP
US
N
1
N
N
N
Assurant, Inc.
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621X108
2243.00000000
NS
USD
391179.20000000
0.012559439719
Long
EC
CORP
US
N
1
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855R100
2340.00000000
NS
USD
800514.00000000
0.025701794285
Long
EC
CORP
US
N
1
N
N
N
DraftKings, Inc.
2549006G33IUL6IVOD83
DraftKings, Inc., Class A
26142V105
17795.00000000
NS
USD
739560.20000000
0.023744774135
Long
EC
CORP
US
N
1
N
N
N
Box, Inc.
549300KQUCPD8687YS68
Box, Inc., Class A
10316T104
4998.00000000
NS
USD
130047.96000000
0.004175399699
Long
EC
CORP
US
N
1
N
N
N
Brink's Co. (The)
XFP140TFNOQMIVFTVQ13
Brink's Co. (The)
109696104
1911.00000000
NS
USD
167136.06000000
0.005366173023
Long
EC
CORP
US
N
1
N
N
N
Pegasystems, Inc.
549300FMCOKPL06FYN26
Pegasystems, Inc.
705573103
1738.00000000
NS
USD
103271.96000000
0.003315712993
Long
EC
CORP
US
N
1
N
N
N
Globe Life, Inc.
5493001JFHKQOPP6XA71
Globe Life, Inc.
37959E102
3684.00000000
NS
USD
280610.28000000
0.009009446044
Long
EC
CORP
US
N
1
N
N
N
National HealthCare Corp.
N/A
National HealthCare Corp.
635906100
486.00000000
NS
USD
44162.82000000
0.001417918630
Long
EC
CORP
US
N
1
N
N
N
Essent Group Ltd.
254900QUO860OUT6ZF83
Essent Group Ltd.
N/A
4321.00000000
NS
USD
228883.37000000
0.007348670093
Long
EC
CORP
BM
N
1
N
N
N
ChoiceOne Financial Services, Inc.
N/A
ChoiceOne Financial Services, Inc.
170386106
463.00000000
NS
USD
11510.18000000
0.000369552910
Long
EC
CORP
US
N
1
N
N
N
Dianthus Therapeutics, Inc.
549300Z3N6ODPCOFC890
Dianthus Therapeutics, Inc.
252828108
44.00000000
NS
USD
939.40000000
0.000030160953
Long
EC
CORP
US
N
1
N
N
N
MVB Financial Corp.
549300KSUQ2FUU1X2O74
MVB Financial Corp.
553810102
348.00000000
NS
USD
6253.56000000
0.000200780639
Long
EC
CORP
US
N
1
N
N
N
Forum Energy Technologies, Inc.
549300SF93HLCR1REE27
Forum Energy Technologies, Inc.
34984V209
695.00000000
NS
USD
12961.75000000
0.000416157908
Long
EC
CORP
US
N
1
N
N
N
Praxis Precision Medicines, Inc.
N/A
Praxis Precision Medicines, Inc.
74006W207
59.00000000
NS
USD
3237.33000000
0.000103939705
Long
EC
CORP
US
N
1
N
N
N
KKR & Co., Inc.
54930013V5I303TF9571
KKR & Co., Inc.
48251W104
35909.00000000
NS
USD
3342050.63000000
0.107301930740
Long
EC
CORP
US
N
1
N
N
N
Landsea Homes Corp.
549300RP8AZAKHNILS36
Landsea Homes Corp.
51509P103
70.00000000
NS
USD
808.50000000
0.000025958197
Long
EC
CORP
US
N
1
N
N
N
Burke & Herbert Financial Services Corp.
N/A
Burke & Herbert Financial Services Corp.
12135Y108
459.00000000
NS
USD
24042.42000000
0.000771920707
Long
EC
CORP
US
N
1
N
N
Immunome, Inc.
N/A
Immunome, Inc.
45257U108
166.00000000
NS
USD
2333.96000000
0.000074935553
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
357.00000000
NC
USD
-581204.32000000
-0.01866050296
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
3 Month SOFR
2025-03-18
84733950.00000000
USD
-581204.32000000
N
N
N
HF Sinclair Corp.
N/A
HF Sinclair Corp.
403949100
6466.00000000
NS
USD
350780.50000000
0.011262374237
Long
EC
CORP
US
N
1
N
N
N
Twist Bioscience Corp.
549300T23BL59LCOH584
Twist Bioscience Corp.
90184D100
1918.00000000
NS
USD
59899.14000000
0.001923158588
Long
EC
CORP
US
N
1
N
N
N
NU Holdings Ltd.
5493002DG1RHWK9W2X27
NU Holdings Ltd., Class A
N/A
83732.00000000
NS
USD
909329.52000000
0.029195492222
Long
EC
CORP
KY
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6235.75000000
-0.00020020882
N/A
DFE
N/A
N
2
Goldman Sachs Bank
KD3XUN7C6T14HNAYLU02
1083416.12000000
USD
1480916.08000000
CAD
2024-07-19
-6235.75000000
N
N
N
Alpine Immune Sciences, Inc.
5493000845S6RLSDWJ40
Alpine Immune Sciences, Inc.
02083G100
208.00000000
NS
USD
13434.72000000
0.000431343374
Long
EC
CORP
US
N
1
N
N
N
PTC, Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370C100
3930.00000000
NS
USD
697339.20000000
0.022389200770
Long
EC
CORP
US
N
1
N
N
N
Credit Acceptance Corp.
N/A
Credit Acceptance Corp.
225310101
267.00000000
NS
USD
137163.24000000
0.004403847250
Long
EC
CORP
US
N
1
N
N
RGC Resources, Inc.
N/A
RGC Resources, Inc.
74955L103
531.00000000
NS
USD
10949.22000000
0.000351542384
Long
EC
CORP
US
N
1
N
N
N
Shift4 Payments, Inc.
N/A
Shift4 Payments, Inc., Class A
82452J109
2000.00000000
NS
USD
115720.00000000
0.003715377413
Long
EC
CORP
US
N
1
N
N
JELD-WEN Holding, Inc.
529900AXX7CT9GZSCS30
JELD-WEN Holding, Inc.
47580P103
3060.00000000
NS
USD
62730.00000000
0.002014047918
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Group, Inc. (The)
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc. (The)
416515104
12459.00000000
NS
USD
1207152.51000000
0.038757580109
Long
EC
CORP
US
N
1
N
N
N
Tetra Tech, Inc.
549300UJ1LP7JGJC5P32
Tetra Tech, Inc.
88162G103
2225.00000000
NS
USD
433252.00000000
0.013910254883
Long
EC
CORP
US
N
1
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272104
5880.00000000
NS
USD
490039.20000000
0.015733499614
Long
EC
CORP
US
N
1
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89115A2U5
1310000.00000000
PA
USD
1314311.88000000
0.042198104676
Long
DBT
CORP
CA
N
2
2028-07-17
Fixed
5.52300000
N
N
N
N
N
N
Cytokinetics, Inc.
549300BE5DY1HW7IHA64
Cytokinetics, Inc.
23282W605
3774.00000000
NS
USD
231421.68000000
0.007430166633
Long
EC
CORP
US
N
1
N
N
N
LendingClub Corp.
549300YC50YO7Y1OJR92
LendingClub Corp.
52603A208
6398.00000000
NS
USD
48112.96000000
0.001544744252
Long
EC
CORP
US
N
1
N
N
N
LivePerson, Inc.
549300IN2P1JZ20G7N40
LivePerson, Inc.
538146101
3564.00000000
NS
USD
1785.20000000
0.000057316727
Long
EC
CORP
US
N
1
N
N
3D Systems Corp.
5493003HHDOCCW4OP744
3D Systems Corp.
88554D205
6566.00000000
NS
USD
21996.10000000
0.000706220300
Long
EC
CORP
US
N
1
N
N
Liberty Media Corp-Liberty Live
N/A
Liberty Media Corp-Liberty Live, Class C
531229722
2193.00000000
NS
USD
81842.76000000
0.002627693933
Long
EC
CORP
US
N
1
N
N
N
Jamf Holding Corp.
254900IHLXZU4Z5ANA12
Jamf Holding Corp.
47074L105
3364.00000000
NS
USD
65497.08000000
0.002102889489
Long
EC
CORP
US
N
1
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315103
23658.00000000
NS
USD
4926778.50000000
0.158182177324
Long
EC
CORP
US
N
1
N
N
N
BILL Holdings, Inc.
549300IBF9VZZIGOZW63
BILL Holdings, Inc.
090043100
4199.00000000
NS
USD
261849.64000000
0.008407105411
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H050656
1000000.00000000
PA
USD
957185.28000000
0.030731978653
Long
ABS-MBS
USGA
US
N
2
2054-05-15
Fixed
5.00000000
N
N
N
N
N
N
CommScope Holding Co., Inc.
254900AW4CEPCQWSRI58
CommScope Holding Co., Inc.
20337X109
1688.00000000
NS
USD
1509.07000000
0.000048451128
Long
EC
CORP
US
N
1
N
N
N
OmniAb, Inc.
N/A
OmniAb, Inc.
68218J103
4215.00000000
NS
USD
18714.60000000
0.000600862445
Long
EC
CORP
US
N
1
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
201.00000000
NC
USD
-1160699.17000000
-0.03726612063
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
S&P 500 E-Mini Index
US78378X1072
2024-06-21
50923350.00000000
USD
-1160699.17000000
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13645RBE3
1360000.00000000
PA
USD
1240458.79000000
0.039826931996
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
241228.75000000
0.007745038448
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
9458.00000000
NS
USD
10309.22000000
0.000330994150
Long
EC
CORP
US
N
1
N
N
Sera Prognostics, Inc.
N/A
Sera Prognostics, Inc., Class A
81749D107
5116.00000000
NS
USD
59806.04000000
0.001920169462
Long
EC
CORP
US
N
1
N
N
Luxfer Holdings plc
21380045UF5SJYZOXE41
Luxfer Holdings plc
N/A
987.00000000
NS
USD
9504.81000000
0.000305167269
Long
EC
CORP
GB
N
1
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CN7
90000.00000000
PA
USD
86496.50000000
0.002777109768
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.50000000
N
N
N
N
N
N
Nexstar Media Group, Inc.
52990083ZRR5UT591988
Nexstar Media Group, Inc., Class A
65336K103
1322.00000000
NS
USD
211599.32000000
0.006793737765
Long
EC
CORP
US
N
1
N
N
QuidelOrtho Corp.
549300YU8CMO9HF53113
QuidelOrtho Corp.
219798105
1522.00000000
NS
USD
61717.10000000
0.001981527128
Long
EC
CORP
US
N
1
N
N
N
LSB Industries, Inc.
5493001H215A0HG0MI71
LSB Industries, Inc.
502160104
3767.00000000
NS
USD
35033.10000000
0.001124794231
Long
EC
CORP
US
N
1
N
N
N
Pulse Biosciences, Inc.
529900NJUBI06118FM73
Pulse Biosciences, Inc.
74587B101
1154.00000000
NS
USD
8504.98000000
0.000273066112
Long
EC
CORP
US
N
1
N
N
eGain Corp.
N/A
eGain Corp.
28225C806
785.00000000
NS
USD
4874.85000000
0.000156514929
Long
EC
CORP
US
N
1
N
N
N
International Game Technology plc
549300UQ6KHRCZDRGZ76
International Game Technology plc
N/A
3006.00000000
NS
USD
59338.44000000
0.001905156409
Long
EC
CORP
GB
N
1
N
N
N
Visteon Corp.
549300MOVLYHRW4GGW78
Visteon Corp.
92839U206
989.00000000
NS
USD
109413.07000000
0.003512883244
Long
EC
CORP
US
N
1
N
N
ICF International, Inc.
5493003KYFDDC5B3WY64
ICF International, Inc.
44925C103
870.00000000
NS
USD
125532.30000000
0.004030417145
Long
EC
CORP
US
N
1
N
N
N
Patterson Cos., Inc.
YM48Q2087CUE26GWEK09
Patterson Cos., Inc.
703395103
2755.00000000
NS
USD
70169.85000000
0.002252916313
Long
EC
CORP
US
N
1
N
N
Warner Bros Discovery, Inc.
5493006ZCRFWKF6B1K26
Warner Bros Discovery, Inc.
934423104
92074.00000000
NS
USD
677664.64000000
0.021757517260
Long
EC
CORP
US
N
1
N
N
N
Diamond Offshore Drilling, Inc.
F14FQJ2EEHW5VPYUHL14
Diamond Offshore Drilling, Inc.
25271C201
5261.00000000
NS
USD
64394.64000000
0.002067493873
Long
EC
CORP
US
N
1
N
N
N
Paylocity Holding Corp.
549300VH75FTB4DIEE07
Paylocity Holding Corp.
70438V106
1743.00000000
NS
USD
270443.88000000
0.008683037360
Long
EC
CORP
US
N
1
N
N
N
Westinghouse Air Brake Technologies Corp.
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp.
929740108
7473.00000000
NS
USD
1203750.84000000
0.038648364002
Long
EC
CORP
US
N
1
N
N
N
Skyline Champion Corp.
N/A
Skyline Champion Corp.
830830105
1905.00000000
NS
USD
142855.95000000
0.004586620895
Long
EC
CORP
US
N
1
N
N
N
Trade Desk, Inc. (The)
549300GXPD31VT3E0P46
Trade Desk, Inc. (The), Class A
88339J105
17909.00000000
NS
USD
1483760.65000000
0.047638530988
Long
EC
CORP
US
N
1
N
N
N
EW Scripps Co. (The)
549300U1OW41QPKYW028
EW Scripps Co. (The), Class A
811054402
2229.00000000
NS
USD
8381.04000000
0.000269086819
Long
EC
CORP
US
N
1
N
N
Suncor Energy, Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
867224107
2316.00000000
NS
USD
88448.04000000
0.002839767110
Long
EC
CORP
CA
N
1
N
N
N
GATX Corp.
549300IHYHCQP2PIR591
GATX Corp.
361448103
1269.00000000
NS
USD
155274.84000000
0.004985349407
Long
EC
CORP
US
N
1
N
N
N
CLI Funding VIII LLC
254900Z4P82YK31RVL27
CLI Funding VIII LLC, Series 2022-1A, Class A
12565KAE7
0.01000000
PA
USD
0.01000000
0.000000000321
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
791.00000000
NS
USD
2685.45000000
0.000086220707
Long
EC
CORP
US
N
1
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BK7
480000.00000000
PA
USD
467119.15000000
0.014997614408
Long
DBT
CORP
LR
Y
2
2027-07-15
Fixed
5.37500000
N
N
N
N
N
N
Riot Platforms, Inc.
5299005LKZAJQDQZDF73
Riot Platforms, Inc.
767292105
7617.00000000
NS
USD
77007.87000000
0.002472461984
Long
EC
CORP
US
N
1
N
N
N/A
N/A
ETRS
N/A
12934.00000000
PA
USD
17007.44000000
0.000546051317
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
SPDR S&P Biotech ETF
SPDR S&P Biotech ETF
Y
2025-04-15
0.00000000
USD
0.00000000
USD
12934.00000000
USD
17007.44000000
N
N
N
Phinia, Inc.
254900HG6MORZE1FFM18
Phinia, Inc.
71880K101
1709.00000000
NS
USD
66651.00000000
0.002139937953
Long
EC
CORP
US
N
1
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AT4
2130000.00000000
PA
USD
1977641.99000000
0.063495388710
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
19083896.45740000
PA
USD
589263.01000000
0.018919240217
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
0.97417440
N
N
N
N
N
N
Metrocity Bankshares, Inc.
549300TC6QB7YG0P6F52
Metrocity Bankshares, Inc.
59165J105
687.00000000
NS
USD
15787.26000000
0.000506875468
Long
EC
CORP
US
N
1
N
N
N
Solventum Corp.
254900I70403OSGY4M28
Solventum Corp.
83444M101
5675.00000000
NS
USD
368931.75000000
0.011845149421
Long
EC
CORP
US
N
1
N
N
N
SI-BONE, Inc.
549300J8JGYVJJHV9C31
SI-BONE, Inc.
825704109
1179.00000000
NS
USD
16812.54000000
0.000539793738
Long
EC
CORP
US
N
1
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076102
40908.00000000
NS
USD
13672271.76000000
0.438970356789
Long
EC
CORP
US
N
1
N
N
N
Lions Gate Entertainment Corp.
5493000JSMHPHZURLM72
Lions Gate Entertainment Corp., Class A
535919401
2228.00000000
NS
USD
22480.52000000
0.000721773386
Long
EC
CORP
CA
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ACA67
91163.64000000
PA
USD
83085.20000000
0.002667584475
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
22906.00000000
NS
USD
1613956.76000000
0.051818687282
Long
EC
CORP
US
N
1
N
N
N
Portillo's, Inc.
N/A
Portillo's, Inc., Class A
73642K106
2890.00000000
NS
USD
35431.40000000
0.001137582295
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179UEB4
120645.69000000
PA
USD
117250.61000000
0.003764520118
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
250.00000000
NS
USD
7282.50000000
0.000233816419
Long
EC
CORP
US
N
1
N
N
N
Aeva Technologies, Inc.
529900EOW3TB2FR95A21
Aeva Technologies, Inc.
00835Q202
878.00000000
NS
USD
2739.36000000
0.000087951575
Long
EC
CORP
US
N
1
N
N
Arcturus Therapeutics Holdings, Inc.
N/A
Arcturus Therapeutics Holdings, Inc.
03969T109
791.00000000
NS
USD
20225.87000000
0.000649384208
Long
EC
CORP
US
N
1
N
N
Multiplan Corp.
N/A
Multiplan Corp.
62548M100
18247.00000000
NS
USD
11856.90000000
0.000380684915
Long
EC
CORP
US
N
1
N
N
N
City Office REIT, Inc.
5493003J7157VP25NL57
City Office REIT, Inc.
178587101
1690.00000000
NS
USD
7875.40000000
0.000252852430
Long
EC
CORP
US
N
1
N
N
N
John Marshall Bancorp, Inc.
N/A
John Marshall Bancorp, Inc.
47805L101
63.00000000
NS
USD
1040.76000000
0.000033415279
Long
EC
CORP
US
N
1
N
N
N
Jones Lang LaSalle, Inc.
6SYKCME112RT8TQUO411
Jones Lang LaSalle, Inc.
48020Q107
1967.00000000
NS
USD
355436.90000000
0.011411875476
Long
EC
CORP
US
N
1
N
N
N
MFA Financial, Inc.
YW72IMH2RRC8Z1TGLG58
MFA Financial, Inc.
55272X607
6202.00000000
NS
USD
65679.18000000
0.002108736103
Long
EC
CORP
US
N
1
N
N
N
Bar Harbor Bankshares
N/A
Bar Harbor Bankshares
066849100
618.00000000
NS
USD
15499.44000000
0.000497634542
Long
EC
CORP
US
N
1
N
N
American Coastal Insurance Corp.
5299002P9105LJQA8G51
American Coastal Insurance Corp.
910710102
1399.00000000
NS
USD
14647.53000000
0.000470282596
Long
EC
CORP
US
N
1
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F062655
200000.00000000
PA
USD
201508.20000000
0.006469746067
Long
ABS-MBS
USGSE
US
N
2
2054-05-25
Fixed
6.50000000
N
N
N
N
N
N
Daiichi Sankyo Co. Ltd.
353800XGIU2IHQGC9504
Daiichi Sankyo Co. Ltd.
N/A
109400.00000000
NS
3708363.50000000
0.119062996791
Long
EC
CORP
JP
N
2
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327109
6315.00000000
NS
USD
777060.75000000
0.024948789832
Long
EC
CORP
US
N
1
N
N
N
Parsons Corp.
549300ZXH0VRBSEPX752
Parsons Corp.
70202L102
1818.00000000
NS
USD
142731.18000000
0.004582614953
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122EE4
790000.00000000
PA
USD
783360.26000000
0.025151045770
Long
DBT
CORP
US
N
2
2027-02-22
Fixed
4.90000000
N
N
N
N
N
N
Taro Pharmaceutical Industries Ltd.
5493002WIJCSC2L2VL79
Taro Pharmaceutical Industries Ltd.
N/A
542.00000000
NS
USD
23024.16000000
0.000739227826
Long
EC
CORP
IL
N
1
N
N
N
Casella Waste Systems, Inc.
8EU0XUFVJ48U37IIDH51
Casella Waste Systems, Inc., Class A
147448104
1686.00000000
NS
USD
152414.40000000
0.004893510363
Long
EC
CORP
US
N
1
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DQXK7
191364.35000000
PA
USD
181775.77000000
0.005836204546
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
1335.00000000
NS
USD
28982.85000000
0.000930541187
Long
EC
CORP
US
N
1
N
N
N
Healthcare Services Group, Inc.
529900GVZ1D2FBYMS719
Healthcare Services Group, Inc.
421906108
1913.00000000
NS
USD
20316.06000000
0.000652279903
Long
EC
CORP
US
N
1
N
N
N
Orion Group Holdings, Inc.
549300KBVXPV9Q3CT222
Orion Group Holdings, Inc.
68628V308
7181.00000000
NS
USD
51056.91000000
0.001639264519
Long
EC
CORP
US
N
1
N
N
N
Safety Insurance Group, Inc.
254900LDCFLA3J746840
Safety Insurance Group, Inc.
78648T100
101.00000000
NS
USD
8036.57000000
0.000258027053
Long
EC
CORP
US
N
1
N
N
N
Comerica, Inc.
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340107
5287.00000000
NS
USD
265248.79000000
0.008516240609
Long
EC
CORP
US
N
1
N
N
N
IAC, Inc.
549300TO56L57RP6P031
IAC, Inc.
44891N208
2640.00000000
NS
USD
125558.40000000
0.004031255128
Long
EC
CORP
US
N
1
N
N
Brady Corp.
549300G2LEQOFQC8GY34
Brady Corp., Class A
104674106
228.00000000
NS
USD
13452.00000000
0.000431898176
Long
EC
CORP
US
N
1
N
N
N
Stericycle, Inc.
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912108
4279.00000000
NS
USD
191399.67000000
0.006145195392
Long
EC
CORP
US
N
1
N
N
CSMC Trust
N/A
CSMC Trust, Series 2022-7R, Class 1A1
12662TAA8
2213875.96000000
PA
USD
2075647.52000000
0.066642014466
Long
ABS-MBS
CORP
US
Y
2
2066-10-25
Floating
9.82968120
N
N
N
N
N
N
Origin Materials, Inc.
549300VMLEEM8BI4DD65
Origin Materials, Inc.
68622D106
10010.00000000
NS
USD
8103.10000000
0.000260163106
Long
EC
CORP
US
N
1
N
N
McCormick & Co., Inc.
549300JQQA6MQ4OJP259
McCormick & Co., Inc. (Non-Voting)
579780206
9945.00000000
NS
USD
756416.70000000
0.024285979280
Long
EC
CORP
US
N
1
N
N
N
Newmont Corp.
549300VSP3RIX7FGDZ51
Newmont Corp.
651639106
47334.00000000
NS
USD
1923653.76000000
0.061762009429
Long
EC
CORP
US
N
1
N
N
N
EPAM Systems, Inc.
549300XCR4R530HJP604
EPAM Systems, Inc.
29414B104
2327.00000000
NS
USD
547450.02000000
0.017576766672
Long
EC
CORP
US
N
1
N
N
N
J & J Snack Foods Corp.
N/A
J & J Snack Foods Corp.
466032109
717.00000000
NS
USD
98436.93000000
0.003160476550
Long
EC
CORP
US
N
1
N
N
N
Patria Investments Ltd.
N/A
Patria Investments Ltd., Class A
N/A
3891.00000000
NS
USD
52139.40000000
0.001674019608
Long
EC
CORP
KY
N
1
N
N
N
Griffon Corp.
5493000C2SGNC7ZN3242
Griffon Corp.
398433102
1748.00000000
NS
USD
114528.96000000
0.003677137151
Long
EC
CORP
US
N
1
N
N
N
Pinnacle Financial Partners, Inc.
54930098EZ8JMSAZGS24
Pinnacle Financial Partners, Inc.
72346Q104
3108.00000000
NS
USD
238383.60000000
0.007653690314
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
SOP
N/A
-3528000.00000000
PA
USD
-18863.29000000
-0.00060563637
N/A
DIR
US
N
2
Citigroup Global Markets
MBNUM2BPBDO7JBLYG310
Put
Written
N/A
Swaption
1.00000000
5.00000000
USD
2024-10-07
XXXX
64044.71000000
N
N
N
Exelixis, Inc.
254900PJQB59O2O95R37
Exelixis, Inc.
30161Q104
12791.00000000
NS
USD
300076.86000000
0.009634452021
Long
EC
CORP
US
N
1
N
N
N
Blue Bird Corp.
5493004ZXJUUWQ65ER59
Blue Bird Corp.
095306106
701.00000000
NS
USD
23101.46000000
0.000741709667
Long
EC
CORP
US
N
1
N
N
N
Power Integrations, Inc.
54930085LGXSCIHD5W31
Power Integrations, Inc.
739276103
2163.00000000
NS
USD
144315.36000000
0.004633477609
Long
EC
CORP
US
N
1
N
N
N
Cinemark Holdings, Inc.
549300LL2QMPTYIE0K55
Cinemark Holdings, Inc.
17243V102
4261.00000000
NS
USD
73033.54000000
0.002344859703
Long
EC
CORP
US
N
1
N
N
N
Kaltura, Inc.
254900WYME0NSA8DVA41
Kaltura, Inc.
483467106
5868.00000000
NS
USD
7217.64000000
0.000231733984
Long
EC
CORP
US
N
1
N
N
N
Symphony CLO XV Ltd.
549300JNP1PJXORD0Y06
Symphony CLO XV Ltd., Series 2014-15A, Class AR3
87154EBE9
336601.56000000
PA
USD
336425.18000000
0.010801473514
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-17
Floating
6.65867880
N
N
N
N
N
N
Veritone, Inc.
549300XTAS2FCSL4EL89
Veritone, Inc.
92347M100
1052.00000000
NS
USD
3440.04000000
0.000110448037
Long
EC
CORP
US
N
1
N
N
N
Teva Pharmaceutical Finance Netherlands III BV
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAP6
500000.00000000
PA
USD
478176.54000000
0.015352629764
Long
DBT
CORP
NL
N
2
2027-05-09
Fixed
4.75000000
N
N
N
N
N
N
California Water Service Group
529900QABDOBU6UVRQ36
California Water Service Group
130788102
2649.00000000
NS
USD
130118.88000000
0.004177676700
Long
EC
CORP
US
N
1
N
N
Markforged Holding Corp.
N/A
Markforged Holding Corp.
57064N102
582.00000000
NS
USD
355.54000000
0.000011415185
Long
EC
CORP
US
N
1
N
N
N
Terex Corp.
YAWJZJYEQ7M1SYMOS462
Terex Corp.
880779103
2418.00000000
NS
USD
135528.90000000
0.004351374126
Long
EC
CORP
US
N
1
N
N
N
Quanterix Corp.
N/A
Quanterix Corp.
74766Q101
765.00000000
NS
USD
12331.80000000
0.000395932346
Long
EC
CORP
US
N
1
N
N
N
LifeStance Health Group, Inc.
N/A
LifeStance Health Group, Inc.
53228F101
2267.00000000
NS
USD
14010.06000000
0.000449815593
Long
EC
CORP
US
N
1
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871X109
1220.00000000
NS
USD
32403.20000000
0.001040357046
Long
EC
CORP
US
N
1
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-52.00000000
NC
USD
-56875.00000000
-0.00182606369
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Put
Written
N/A
U.S. Treasury 10 Year Note
100000.00000000
108.00000000
USD
2024-05-24
XXXX
-30152.46000000
N
N
N
Advance Auto Parts, Inc.
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc.
00751Y106
2168.00000000
NS
USD
158220.64000000
0.005079929071
Long
EC
CORP
US
N
1
N
N
HealthEquity, Inc.
529900LRJU1RAFQHM467
HealthEquity, Inc.
42226A107
3350.00000000
NS
USD
264348.50000000
0.008487335345
Long
EC
CORP
US
N
1
N
N
Tronox Holdings plc
549300NRVC84SGJSXV06
Tronox Holdings plc
N/A
3705.00000000
NS
USD
62947.95000000
0.002021045555
Long
EC
CORP
GB
N
1
N
N
N
Orange County Bancorp, Inc.
N/A
Orange County Bancorp, Inc.
68417L107
363.00000000
NS
USD
15685.23000000
0.000503599630
Long
EC
CORP
US
N
1
N
N
Prothena Corp. plc
5299009ZXQ8NIIJ8OL30
Prothena Corp. plc
N/A
1889.00000000
NS
USD
38422.26000000
0.001233608684
Long
EC
CORP
IE
N
1
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
06418GAC1
1490000.00000000
PA
USD
1486738.14000000
0.047734128111
Long
DBT
CORP
CA
N
2
2025-06-12
Fixed
5.45000000
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
902653104
12821.00000000
NS
USD
488223.68000000
0.015675209413
Long
EC
CORP
US
N
1
N
N
N
Greif, Inc.
54930070FVGKR0Z1FI24
Greif, Inc., Class A
397624107
340.00000000
NS
USD
20835.20000000
0.000668947731
Long
EC
CORP
US
N
1
N
N
N
United Bankshares, Inc.
5299005O3BAMJ9Z92V62
United Bankshares, Inc.
909907107
4688.00000000
NS
USD
152172.48000000
0.004885743131
Long
EC
CORP
US
N
1
N
N
N
Ranger Energy Services, Inc.
549300J7RIVGVAN0RE23
Ranger Energy Services, Inc., Class A
75282U104
1114.00000000
NS
USD
10961.76000000
0.000351945000
Long
EC
CORP
US
N
1
N
N
N
Designer Brands, Inc.
549300X8J6FI8PPRK859
Designer Brands, Inc., Class A
250565108
700.00000000
NS
USD
6503.00000000
0.000208789313
Long
EC
CORP
US
N
1
N
N
Gentherm, Inc.
HKM6YX1U5JS60TCUB219
Gentherm, Inc.
37253A103
1548.00000000
NS
USD
78282.36000000
0.002513381543
Long
EC
CORP
US
N
1
N
N
ACV Auctions, Inc.
N/A
ACV Auctions, Inc., Class A
00091G104
5764.00000000
NS
USD
100581.80000000
0.003229341063
Long
EC
CORP
US
N
1
N
N
Popular, Inc.
5493008CARDZMVQ3LO89
Popular, Inc.
733174700
3051.00000000
NS
USD
259304.49000000
0.008325389261
Long
EC
CORP
PR
N
1
N
N
N
Fate Therapeutics, Inc.
549300L14Q4UHOODLA90
Fate Therapeutics, Inc.
31189P102
4747.00000000
NS
USD
18750.65000000
0.000602019888
Long
EC
CORP
US
N
1
N
N
N
Coherent Corp.
549300O5C25A0MMHHU33
Coherent Corp.
19247G107
5496.00000000
NS
USD
300246.48000000
0.009639897945
Long
EC
CORP
US
N
1
N
N
N
Shenandoah Telecommunications Co.
549300XH3H4OUKFPHS84
Shenandoah Telecommunications Co.
82312B106
2047.00000000
NS
USD
26242.54000000
0.000842559111
Long
EC
CORP
US
N
1
N
N
N
Day One Biopharmaceuticals, Inc.
N/A
Day One Biopharmaceuticals, Inc.
23954D109
3045.00000000
NS
USD
52069.50000000
0.001671775356
Long
EC
CORP
US
N
1
N
N
Maplebear, Inc.
N/A
Maplebear, Inc.
565394103
1525.00000000
NS
USD
52048.25000000
0.001671093090
Long
EC
CORP
US
N
1
N
N
N
Skyworks Solutions, Inc.
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088M102
6648.00000000
NS
USD
708610.32000000
0.022751078273
Long
EC
CORP
US
N
1
N
N
First Bancshares, Inc. (The)
5493006DL5RXJODMAF36
First Bancshares, Inc. (The)
318916103
1994.00000000
NS
USD
47736.36000000
0.001532652901
Long
EC
CORP
US
N
1
N
N
N
TechTarget, Inc.
529900YQA5JL2H2VMB84
TechTarget, Inc.
87874R100
456.00000000
NS
USD
12540.00000000
0.000402616944
Long
EC
CORP
US
N
1
N
N
N
LifeMD, Inc.
N/A
LifeMD, Inc.
53216B104
4109.00000000
NS
USD
49020.37000000
0.001573878115
Long
EC
CORP
US
N
1
N
N
N
Vital Farms, Inc.
549300S6NYY7ER3XOT61
Vital Farms, Inc.
92847W103
135.00000000
NS
USD
3612.60000000
0.000115988355
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies plc
549300BURLR9SLYY2705
Trane Technologies plc
N/A
9511.00000000
NS
USD
3018220.74000000
0.096904849344
Long
EC
CORP
IE
N
1
N
N
N
Middlesex Water Co.
N/A
Middlesex Water Co.
596680108
92.00000000
NS
USD
4666.24000000
0.000149817168
Long
EC
CORP
US
N
1
N
N
N
Dentsply Sirona, Inc.
9NHEHR1SOZCYXDO8HO28
Dentsply Sirona, Inc.
24906P109
8908.00000000
NS
USD
267329.08000000
0.008583031678
Long
EC
CORP
US
N
1
N
N
N
National Beverage Corp.
549300O9MZIQJI8TGV17
National Beverage Corp.
635017106
865.00000000
NS
USD
38492.50000000
0.001235863853
Long
EC
CORP
US
N
1
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457100
49351.00000000
NS
USD
1893104.36000000
0.060781171624
Long
EC
CORP
US
N
1
N
N
NWTN, Inc.
N/A
NWTN, Inc., Class B
N/A
1263.00000000
NS
USD
8335.80000000
0.000267634315
Long
EC
CORP
KY
N
1
N
N
GLOBALFOUNDRIES, Inc.
549300BA76VK784VMX48
GLOBALFOUNDRIES, Inc.
N/A
2969.00000000
NS
USD
145124.72000000
0.004659463418
Long
EC
CORP
KY
N
1
N
N
Mitek Systems, Inc.
549300ABZAQ3R25XG118
Mitek Systems, Inc.
606710200
896.00000000
NS
USD
11316.48000000
0.000363333859
Long
EC
CORP
US
N
1
N
N
Birch Grove CLO 7 Ltd.
254900FP4VB7V5ZG0W95
Birch Grove CLO 7 Ltd., Series 2023-7A, Class A1
09077RAA7
100000.00000000
PA
USD
100735.10000000
0.003234263007
Long
ABS-CBDO
CORP
JE
Y
2
2036-10-20
Floating
7.17748920
N
N
N
N
N
N
American Water Works Co., Inc.
549300DXHIJQMD5WFW18
American Water Works Co., Inc.
030420103
8055.00000000
NS
USD
985287.60000000
0.031634249004
Long
EC
CORP
US
N
1
N
N
N
Replimune Group, Inc.
549300AY704NEIRC4K64
Replimune Group, Inc.
76029N106
1865.00000000
NS
USD
11842.75000000
0.000380230607
Long
EC
CORP
US
N
1
N
N
Globus Medical, Inc.
5299003M2P4CIK0RF205
Globus Medical, Inc., Class A
379577208
4745.00000000
NS
USD
236253.55000000
0.007585301620
Long
EC
CORP
US
N
1
N
N
Coherus Biosciences, Inc.
5493007IL8W5MV932D26
Coherus Biosciences, Inc.
19249H103
809.00000000
NS
USD
1585.64000000
0.000050909531
Long
EC
CORP
US
N
1
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAE2
620000.00000000
PA
USD
529670.39000000
0.017005922948
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
2069.00000000
NS
USD
66870.08000000
0.002146971870
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TD0
151000.00000000
PA
USD
92080.51000000
0.002956393424
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2020-190
38380RJM3
9460184.81870000
PA
USD
701828.41000000
0.022533334104
Long
ABS-MBS
USGA
US
N
2
2062-11-16
Variable
1.04973840
N
N
N
N
N
N
Lincoln National Corp.
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187109
7856.00000000
NS
USD
214233.12000000
0.006878300166
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJX0
11190000.00000000
PA
USD
10733220.73000000
0.344607378791
Long
DBT
UST
US
N
2
2031-01-31
Fixed
4.00000000
N
N
N
N
N
N
Premier Financial Corp.
N/A
Premier Financial Corp.
74052F108
2359.00000000
NS
USD
45717.42000000
0.001467831573
Long
EC
CORP
US
N
1
N
N
N
Lincoln Educational Services Corp.
549300BJ55KUY6RG7L98
Lincoln Educational Services Corp.
533535100
1711.00000000
NS
USD
18239.26000000
0.000585600886
Long
EC
CORP
US
N
1
N
N
N
Compass, Inc.
254900DMGQSTC3I2IM78
Compass, Inc., Class A
20464U100
7339.00000000
NS
USD
23117.85000000
0.000742235894
Long
EC
CORP
US
N
1
N
N
Danimer Scientific, Inc.
549300L6Q02MAX72BH35
Danimer Scientific, Inc., Class A
236272100
2361.00000000
NS
USD
1770.75000000
0.000056852787
Long
EC
CORP
US
N
1
N
N
Janux Therapeutics, Inc.
N/A
Janux Therapeutics, Inc.
47103J105
147.00000000
NS
USD
8379.00000000
0.000269021321
Long
EC
CORP
US
N
1
N
N
N
Seaboard Corp.
87Q3KOXT29OW9W9YPT70
Seaboard Corp.
811543107
3.00000000
NS
USD
9930.33000000
0.000318829275
Long
EC
CORP
US
N
1
N
N
N
VeriSign, Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343E102
3729.00000000
NS
USD
631990.92000000
0.020291088745
Long
EC
CORP
US
N
1
N
N
N
Hologic, Inc.
549300DYP6F5ZJL0LB74
Hologic, Inc.
436440101
8875.00000000
NS
USD
672458.75000000
0.021590373757
Long
EC
CORP
US
N
1
N
N
N
Caledonia Mining Corp. plc
21380093ZBI4BFM75Y51
Caledonia Mining Corp. plc
N/A
1088.00000000
NS
USD
10673.28000000
0.000342682884
Long
EC
CORP
JE
N
1
N
N
Icosavax, Inc.
N/A
Icosavax, Inc., CVR
451CVR021
166.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
Novocure Ltd.
213800YPP55UMHWA4826
Novocure Ltd.
N/A
4773.00000000
NS
USD
58421.52000000
0.001875717212
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
521.00000000
NS
USD
32442.67000000
0.001041624294
Long
EC
CORP
US
N
1
N
N
N
Enphase Energy, Inc.
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355A107
5503.00000000
NS
USD
598506.28000000
0.019216010322
Long
EC
CORP
US
N
1
N
N
Old Republic International Corp.
549300IV6O2YY2A1KH37
Old Republic International Corp.
680223104
10250.00000000
NS
USD
306065.00000000
0.009826710923
Long
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475105
16260.00000000
NS
USD
2492007.60000000
0.080009926989
Long
EC
CORP
US
N
1
N
N
N
Wabash National Corp.
5299004ZAWHQZI5XO485
Wabash National Corp.
929566107
1139.00000000
NS
USD
26322.29000000
0.000845119614
Long
EC
CORP
US
N
1
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KYWE5
169952.86400000
PA
USD
137371.13000000
0.004410521894
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
942.00000000
NS
USD
19169.70000000
0.000615474165
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co.
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166104
29543.00000000
NS
USD
891312.31000000
0.028617020609
Long
EC
CORP
US
N
1
N
N
N
Whitebox CLO II Ltd.
549300C89ZJ5IWOT1F21
Whitebox CLO II Ltd., Series 2020-2A, Class A1R
96466CAL2
150000.00000000
PA
USD
150006.75000000
0.004816208873
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-24
Floating
6.80455080
N
N
N
N
N
N
Symphony CLO 40 Ltd.
25490001HYY3IX1I5Z32
Symphony CLO 40 Ltd., Series 2023-40A, Class A1
871989AA7
160000.00000000
PA
USD
160372.64000000
0.005149022505
Long
ABS-CBDO
CORP
BM
Y
2
2034-01-14
Floating
6.96855960
N
N
N
N
N
N
Cincinnati Financial Corp.
254900Q4WEDMZBOZ0002
Cincinnati Financial Corp.
172062101
6433.00000000
NS
USD
744233.77000000
0.023894826645
Long
EC
CORP
US
N
1
N
N
N
Investors Title Co.
N/A
Investors Title Co.
461804106
72.00000000
NS
USD
11550.96000000
0.000370862218
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
2219.00000000
NS
USD
72871.96000000
0.002339671917
Long
EC
CORP
US
N
1
N
N
N
REV Group, Inc.
549300SRD0SIG5ZZ3X20
REV Group, Inc.
749527107
1061.00000000
NS
USD
23193.46000000
0.000744663475
Long
EC
CORP
US
N
1
N
N
N
Castle Biosciences, Inc.
N/A
Castle Biosciences, Inc.
14843C105
864.00000000
NS
USD
18221.76000000
0.000585039021
Long
EC
CORP
US
N
1
N
N
N
Enanta Pharmaceuticals, Inc.
529900SSN4DODDQSN594
Enanta Pharmaceuticals, Inc.
29251M106
1833.00000000
NS
USD
25185.42000000
0.000808618567
Long
EC
CORP
US
N
1
N
N
N
Insight Enterprises, Inc.
529900S8991TYW6YP792
Insight Enterprises, Inc.
45765U103
1076.00000000
NS
USD
196445.32000000
0.006307194131
Long
EC
CORP
US
N
1
N
N
Reservoir Media, Inc.
549300PHPDQ9M9QSNU18
Reservoir Media, Inc.
76119X105
177.00000000
NS
USD
1584.15000000
0.000050861693
Long
EC
CORP
US
N
1
N
N
OPG Trust
N/A
OPG Trust, Series 2021-PORT, Class A
67118AAA3
1199075.34000000
PA
USD
1180339.79000000
0.037896714448
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Floating
5.91948000
N
N
N
N
N
N
Eastern Bankshares, Inc.
549300J245MBQU3DO403
Eastern Bankshares, Inc.
27627N105
8588.00000000
NS
USD
107865.28000000
0.003463188947
Long
EC
CORP
US
N
1
N
N
N
Amicus Therapeutics, Inc.
549300MRD1SMUTNBPQ53
Amicus Therapeutics, Inc.
03152W109
12666.00000000
NS
USD
126533.34000000
0.004062557150
Long
EC
CORP
US
N
1
N
N
N
ArcBest Corp.
5493006S3KBNE8ZS3J23
ArcBest Corp.
03937C105
812.00000000
NS
USD
90058.92000000
0.002891487013
Long
EC
CORP
US
N
1
N
N
Loop Industries, Inc.
N/A
Loop Industries, Inc.
543518104
96.00000000
NS
USD
272.64000000
0.000008753547
Long
EC
CORP
US
N
1
N
N
N
CarMax, Inc.
N/A
CarMax, Inc.
143130102
6241.00000000
NS
USD
424200.77000000
0.013619650532
Long
EC
CORP
US
N
1
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175AY0
1050000.00000000
PA
USD
1035625.61000000
0.033250432079
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
2062.00000000
NS
USD
104873.32000000
0.003367127241
Long
EC
CORP
US
N
1
N
N
N
Brookdale Senior Living, Inc.
LH7MQB13NWY7CJ9VC445
Brookdale Senior Living, Inc.
112463104
7353.00000000
NS
USD
49926.87000000
0.001602982761
Long
EC
CORP
US
N
1
N
N
N
Hitachi Ltd.
549300T6IPOCDWLKC615
Hitachi Ltd.
N/A
65000.00000000
NS
5985302.30000000
0.192167792759
Long
EC
CORP
JP
N
2
N
N
N
WW Grainger, Inc.
549300TWZSP6O1IH2V34
WW Grainger, Inc.
384802104
1856.00000000
NS
USD
1710025.60000000
0.054903132480
Long
EC
CORP
US
N
1
N
N
Krispy Kreme, Inc.
N/A
Krispy Kreme, Inc.
50101L106
4338.00000000
NS
USD
54875.70000000
0.001761872937
Long
EC
CORP
US
N
1
N
N
KLX Energy Services Holdings, Inc.
5493004D4S7MAO1H3U27
KLX Energy Services Holdings, Inc.
48253L205
840.00000000
NS
USD
5569.20000000
0.000178808156
Long
EC
CORP
US
N
1
N
N
N
Vacasa, Inc.
5493000NL6DCWTVXZD49
Vacasa, Inc., Class A
91854V206
31.00000000
NS
USD
241.49000000
0.000007753426
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos., Inc. (The)
549300Y650407RU8B149
Travelers Cos., Inc. (The)
89417E109
9697.00000000
NS
USD
2057315.52000000
0.066053436012
Long
EC
CORP
US
N
1
N
N
N
Flushing Financial Corp.
N/A
Flushing Financial Corp.
343873105
666.00000000
NS
USD
7339.32000000
0.000235640716
Long
EC
CORP
US
N
1
N
N
N
Mercury Systems, Inc.
549300P3B84SGK7HH679
Mercury Systems, Inc.
589378108
2312.00000000
NS
USD
65198.40000000
0.002093299885
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QP4C8
80816.81000000
PA
USD
78501.64000000
0.002520421881
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.50000000
N
N
N
N
N
N
Cullinan Therapeutics, Inc.
N/A
Cullinan Therapeutics, Inc.
230031106
980.00000000
NS
USD
26469.80000000
0.000849855660
Long
EC
CORP
US
N
1
N
N
N
First Solar, Inc.
549300NPYMLM4NHTOF27
First Solar, Inc.
336433107
4234.00000000
NS
USD
746454.20000000
0.023966117134
Long
EC
CORP
US
N
1
N
N
Clean Energy Fuels Corp.
549300MTQB4VUAOPMF71
Clean Energy Fuels Corp.
184499101
10901.00000000
NS
USD
25290.32000000
0.000811986551
Long
EC
CORP
US
N
1
N
N
Genpact Ltd.
529900OSEC6Q0L4L5B35
Genpact Ltd.
N/A
6351.00000000
NS
USD
195229.74000000
0.006268165973
Long
EC
CORP
BM
N
1
N
N
N
PlayAGS, Inc.
N/A
PlayAGS, Inc.
72814N104
2642.00000000
NS
USD
23355.28000000
0.000749858968
Long
EC
CORP
US
N
1
N
N
N
Regal Rexnord Corp.
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750103
2728.00000000
NS
USD
440217.36000000
0.014133889010
Long
EC
CORP
US
N
1
N
N
N
HealthStream, Inc.
529900OJ88H8635JNH64
HealthStream, Inc.
42222N103
1485.00000000
NS
USD
38268.45000000
0.001228670366
Long
EC
CORP
US
N
1
N
N
N
Verra Mobility Corp.
549300XX5EKGLR0M4152
Verra Mobility Corp., Class A
92511U102
4678.00000000
NS
USD
110307.24000000
0.003541592015
Long
EC
CORP
US
N
1
N
N
N
Alpha & Omega Semiconductor Ltd.
5493001FE7J03YOV2V35
Alpha & Omega Semiconductor Ltd.
N/A
661.00000000
NS
USD
14456.07000000
0.000464135464
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
0.000000000963
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
0.000000002247
Long
ABS-MBS
CORP
US
Y
2
2047-07-25
Floating
7.19182080
N
N
N
N
N
N
Rithm Capital Corp.
549300WNTHGEO5LP2G31
Rithm Capital Corp.
64828T201
19171.00000000
NS
USD
213181.52000000
0.006844536850
Long
EC
CORP
US
N
1
N
N
N
Church & Dwight Co., Inc.
POOXSI30AWAQGYJZC921
Church & Dwight Co., Inc.
171340102
10290.00000000
NS
USD
1110188.10000000
0.035644381190
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCS8
1120000.00000000
PA
USD
1095940.46000000
0.035186937707
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95000000
N
N
N
N
N
N
Chipotle Mexican Grill, Inc.
N/A
Chipotle Mexican Grill, Inc., Class A
169656105
1133.00000000
NS
USD
3579826.80000000
0.114936118534
Long
EC
CORP
US
N
1
N
N
N
Adobe, Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
18375.00000000
NS
USD
8504501.25000000
0.273050741936
Long
EC
CORP
US
N
1
N
N
N
Sapiens International Corp. NV
N/A
Sapiens International Corp. NV
N/A
669.00000000
NS
USD
20605.20000000
0.000661563210
Long
EC
CORP
KY
N
1
N
N
N
Acuity Brands, Inc.
N/A
Acuity Brands, Inc.
00508Y102
1267.00000000
NS
USD
314596.10000000
0.010100615661
Long
EC
CORP
US
N
1
N
N
N
First Busey Corp.
549300X4ZNLYSX7GUY60
First Busey Corp.
319383204
4429.00000000
NS
USD
98943.86000000
0.003176752356
Long
EC
CORP
US
N
1
N
N
N
Hallador Energy Co.
254900GKEQRHOI2SSC19
Hallador Energy Co.
40609P105
1631.00000000
NS
USD
8334.41000000
0.000267589687
Long
EC
CORP
US
N
1
N
N
N
Inspired Entertainment, Inc.
549300ZUGYK6NBIU6D69
Inspired Entertainment, Inc.
45782N108
127.00000000
NS
USD
1079.50000000
0.000034659090
Long
EC
CORP
US
N
1
N
N
N
PTC Therapeutics, Inc.
549300UJLWOIWFDGB318
PTC Therapeutics, Inc.
69366J200
3143.00000000
NS
USD
101047.45000000
0.003244291508
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
42027.00000000
PA
USD
-2150.47000000
-0.00006904431
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Vizio Holding Corp.
Vizio Holding Corp.
Y
2025-04-17
0.00000000
USD
0.00000000
USD
42027.00000000
USD
-2150.47000000
N
N
N
Regency Centers Corp.
529900053A7X7FJ97S58
Regency Centers Corp.
758849103
7238.00000000
NS
USD
428634.36000000
0.013761998096
Long
EC
CORP
US
N
1
N
N
N
Agilysys, Inc.
5299001XWB5V3B5IPN93
Agilysys, Inc.
00847J105
511.00000000
NS
USD
42438.55000000
0.001362558158
Long
EC
CORP
US
N
1
N
N
N
Carvana Co.
5493003WEAK2PJ5WS063
Carvana Co., Class A
146869102
4001.00000000
NS
USD
331762.92000000
0.010651784130
Long
EC
CORP
US
N
1
N
N
N
Northwestern Energy Group, Inc.
254900N1WG46G1VMDM34
Northwestern Energy Group, Inc.
668074305
2631.00000000
NS
USD
132707.64000000
0.004260793019
Long
EC
CORP
US
N
1
N
N
N
Haleon US Capital LLC
549300N8C3A3L0UVQB07
Haleon US Capital LLC
36264FAK7
890000.00000000
PA
USD
840576.93000000
0.026988079329
Long
DBT
CORP
US
N
2
2027-03-24
Fixed
3.37500000
N
N
N
N
N
N
Vestis Corp.
254900QDW0TA2TMFAP59
Vestis Corp.
29430C102
5442.00000000
NS
USD
100241.64000000
0.003218419678
Long
EC
CORP
US
N
1
N
N
Pilgrim's Pride Corp.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp.
72147K108
711.00000000
NS
USD
25610.22000000
0.000822257457
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
13.00000000
NC
USD
203.14000000
0.000006522137
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
U.S. Treasury 2 Year Note
U.S. Treasury 2 Year Note
200000.00000000
103.50000000
USD
2024-05-24
XXXX
-9147.48000000
N
N
N
Great Southern Bancorp, Inc.
5493000ZL7DLNMN1AB26
Great Southern Bancorp, Inc.
390905107
471.00000000
NS
USD
24209.40000000
0.000777281869
Long
EC
CORP
US
N
1
N
N
N
Diamond Hill Investment Group, Inc.
549300AQ6779A0B7VZ57
Diamond Hill Investment Group, Inc.
25264R207
400.00000000
NS
USD
59688.00000000
0.001916379597
Long
EC
CORP
US
N
1
N
N
N
Ultragenyx Pharmaceutical, Inc.
529900EV44GVDN1DCX77
Ultragenyx Pharmaceutical, Inc.
90400D108
3183.00000000
NS
USD
135404.82000000
0.004347390337
Long
EC
CORP
US
N
1
N
N
N
Hess Corp.
UASVRYNXNK17ULIGK870
Hess Corp.
42809H107
11308.00000000
NS
USD
1780896.92000000
0.057178570620
Long
EC
CORP
US
N
1
N
N
N
Wheels Up Experience, Inc.
N/A
Wheels Up Experience, Inc.
96328L205
1783.00000000
NS
USD
3993.92000000
0.000128231249
Long
EC
CORP
US
N
1
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
72303.00000000
NS
USD
3167594.43000000
0.101700732804
Long
EC
CORP
US
N
1
N
N
N
Seres Therapeutics, Inc.
549300GMXBE5NUWISF13
Seres Therapeutics, Inc.
81750R102
1669.00000000
NS
USD
1653.31000000
0.000053082186
Long
EC
CORP
US
N
1
N
N
N
Freshworks, Inc.
254900ULRGCUEIK0K191
Freshworks, Inc., Class A
358054104
7569.00000000
NS
USD
135106.65000000
0.004337817108
Long
EC
CORP
US
N
1
N
N
N
AvidXchange Holdings, Inc.
N/A
AvidXchange Holdings, Inc.
05368X102
6746.00000000
NS
USD
78658.36000000
0.002525453630
Long
EC
CORP
US
N
1
N
N
Sphere Entertainment Co.
254900ZW4JWKYRZZ9A91
Sphere Entertainment Co.
55826T102
853.00000000
NS
USD
33147.58000000
0.001064256567
Long
EC
CORP
US
N
1
N
N
N
Apollo Commercial Real Estate Finance, Inc.
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance, Inc.
03762U105
5680.00000000
NS
USD
54698.40000000
0.001756180434
Long
EC
CORP
US
N
1
N
N
N
NewMarket Corp.
54930082CG88ERDREQ47
NewMarket Corp.
651587107
232.00000000
NS
USD
122245.44000000
0.003924887199
Long
EC
CORP
US
N
1
N
N
Exponent, Inc.
529900NY3F5Q2NWPUZ42
Exponent, Inc.
30214U102
1889.00000000
NS
USD
173617.99000000
0.005574285850
Long
EC
CORP
US
N
1
N
N
N
Vital Energy, Inc.
549300X0PTWU2QSLSL14
Vital Energy, Inc.
516806205
801.00000000
NS
USD
42469.02000000
0.001363536447
Long
EC
CORP
US
N
1
N
N
N/A
N/A
3 Month SOFR
N/A
82.00000000
NC
USD
2050.00000000
0.000065818559
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
97.25000000
USD
2024-09-13
XXXX
-107401.24000000
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp., Series A
337932AN7
2500000.00000000
PA
USD
2322289.25000000
0.074560845376
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
1998.00000000
NS
USD
67552.38000000
0.002168878213
Long
EC
CORP
US
N
1
N
N
N
Revvity, Inc.
549300IKL1SDPFI7N655
Revvity, Inc.
714046109
5053.00000000
NS
USD
517780.91000000
0.016624191999
Long
EC
CORP
US
N
1
N
N
PetMed Express, Inc.
529900PGHW5ASJ1AZL48
PetMed Express, Inc.
716382106
936.00000000
NS
USD
3697.20000000
0.000118704574
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XVT0
184525.44000000
PA
USD
181075.48000000
0.005813720605
Long
ABS-MBS
USGA
US
N
2
2053-03-20
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
ETRS
N/A
2650.00000000
PA
USD
-2369.32000000
-0.00007607084
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
Axonics, Inc.
Axonics, Inc.
Y
2025-04-17
0.00000000
USD
0.00000000
USD
2650.00000000
USD
-2369.32000000
N
N
N
Qualys, Inc.
549300EMBXYOW9W1XA17
Qualys, Inc.
74758T303
1555.00000000
NS
USD
254880.05000000
0.008183335472
Long
EC
CORP
US
N
1
N
N
N
Honest Co., Inc. (The)
N/A
Honest Co., Inc. (The)
438333106
14991.00000000
NS
USD
45122.91000000
0.001448743870
Long
EC
CORP
US
N
1
N
N
N
Shattuck Labs, Inc.
N/A
Shattuck Labs, Inc.
82024L103
226.00000000
NS
USD
2368.48000000
0.000076043873
Long
EC
CORP
US
N
1
N
N
N
Northeast Bank
549300F0LV9TSW34E306
Northeast Bank
66405S100
40.00000000
NS
USD
2068.80000000
0.000066422163
Long
EC
CORP
US
N
1
N
N
Ensign Group, Inc. (The)
5493003K4HEEA8Q0BC72
Ensign Group, Inc. (The)
29358P101
2378.00000000
NS
USD
281460.08000000
0.009036730245
Long
EC
CORP
US
N
1
N
N
N
Veeva Systems, Inc.
549300YZEXPDB92M2F02
Veeva Systems, Inc., Class A
922475108
5808.00000000
NS
USD
1153236.48000000
0.037026518926
Long
EC
CORP
US
N
1
N
N
N
5E Advanced Materials, Inc.
254900H5C60Y146YOH74
5E Advanced Materials, Inc.
33830Q109
854.00000000
NS
USD
982.10000000
0.000031531905
Long
EC
CORP
US
N
1
N
N
N
Bank of Marin Bancorp
N/A
Bank of Marin Bancorp
063425102
1832.00000000
NS
USD
26307.52000000
0.000844645399
Long
EC
CORP
US
N
1
N
N
N
Amkor Technology, Inc.
529900VHLRTKPWZJBM84
Amkor Technology, Inc.
031652100
4718.00000000
NS
USD
152627.30000000
0.004900345861
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
1570626.03000000
PA
USD
1547928.28000000
0.049698736339
Long
ABS-O
CORP
US
Y
2
2069-12-26
Floating
6.04450080
N
N
N
N
N
N
Vertiv Holdings Co.
549300KTTIRAOGXCRV69
Vertiv Holdings Co., Class A
92537N108
13841.00000000
NS
USD
1287213.00000000
0.041328051386
Long
EC
CORP
US
N
1
N
N
N
Hope Bancorp, Inc.
549300UTF4QGMBHIZ219
Hope Bancorp, Inc.
43940T109
590.00000000
NS
USD
5911.80000000
0.000189807882
Long
EC
CORP
US
N
1
N
N
N
American Well Corp.
N/A
American Well Corp., Class A
03044L105
16117.00000000
NS
USD
8227.73000000
0.000264164554
Long
EC
CORP
US
N
1
N
N
N
ZoomInfo Technologies, Inc.
2549008GSAHW4UWFEM58
ZoomInfo Technologies, Inc., Class A
98980F104
11923.00000000
NS
USD
189098.78000000
0.006071321604
Long
EC
CORP
US
N
1
N
N
N
Mayville Engineering Co., Inc.
9845008D43E42A7FC362
Mayville Engineering Co., Inc.
578605107
802.00000000
NS
USD
11035.52000000
0.000354313184
Long
EC
CORP
US
N
1
N
N
N
Waterstone Financial, Inc.
5493002KM21XRC2DCQ02
Waterstone Financial, Inc.
94188P101
1455.00000000
NS
USD
16499.70000000
0.000529749504
Long
EC
CORP
US
N
1
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SF6
180000.00000000
PA
USD
131259.38000000
0.004214294294
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
SJW Group
N/A
SJW Group
784305104
1474.00000000
NS
USD
80259.30000000
0.002576854393
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QNSY9
347518.50000000
PA
USD
289371.75000000
0.009290747183
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
1276.00000000
NS
USD
591323.92000000
0.018985409059
Long
EC
CORP
US
N
1
N
N
N
ROBLOX Corp.
N/A
ROBLOX Corp., Class A
771049103
18617.00000000
NS
USD
662020.52000000
0.021255237532
Long
EC
CORP
US
N
1
N
N
N
Performance Food Group Co.
549300EUK8GR9IT1YK57
Performance Food Group Co.
71377A103
6115.00000000
NS
USD
415086.20000000
0.013327012548
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622AANA8
45255.91000000
PA
USD
40390.89000000
0.001296814728
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
2395.00000000
NS
USD
89932.25000000
0.002887420069
Long
EC
CORP
US
N
1
N
N
N
Workiva, Inc.
529900RTOQ8GRWHY1O58
Workiva, Inc., Class A
98139A105
2204.00000000
NS
USD
173675.20000000
0.005576122669
Long
EC
CORP
US
N
1
N
N
N
Nuvalent, Inc.
N/A
Nuvalent, Inc., Class A
670703107
577.00000000
NS
USD
39743.76000000
0.001276037575
Long
EC
CORP
US
N
1
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
10032.00000000
NS
USD
2880086.88000000
0.092469838772
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677105
8773.00000000
NS
USD
1221113.87000000
0.039205832110
Long
EC
CORP
US
N
1
N
N
N
Beauty Health Co. (The)
5493001Z2JZQT4C63C50
Beauty Health Co. (The)
88331L108
4872.00000000
NS
USD
15736.56000000
0.000505247663
Long
EC
CORP
US
N
1
N
N
N
CEVA, Inc.
529900G9T7CVU2J2VU73
CEVA, Inc.
157210105
1011.00000000
NS
USD
20492.97000000
0.000657959884
Long
EC
CORP
US
N
1
N
N
Ambac Financial Group, Inc.
5493000UC0RBBNDHI717
Ambac Financial Group, Inc.
023139884
1775.00000000
NS
USD
25648.75000000
0.000823494525
Long
EC
CORP
US
N
1
N
N
N
ARMOUR Residential REIT, Inc.
549300K0WA0EJUX74V72
ARMOUR Residential REIT, Inc.
042315705
2193.00000000
NS
USD
39846.81000000
0.001279346162
Long
EC
CORP
US
N
1
N
N
N
Astria Therapeutics, Inc.
N/A
Astria Therapeutics, Inc.
04635X102
1896.00000000
NS
USD
17405.28000000
0.000558824612
Long
EC
CORP
US
N
1
N
N
N
Cato Corp. (The)
529900R4SJUY7GCUU865
Cato Corp. (The), Class A
149205106
907.00000000
NS
USD
4371.74000000
0.000140361770
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
0.000000000321
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., Class A
051774107
11617.00000000
NS
USD
32237.18000000
0.001035026706
Long
EC
CORP
US
N
1
N
N
Ralph Lauren Corp.
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp., Class A
751212101
1626.00000000
NS
USD
266078.64000000
0.008542884283
Long
EC
CORP
US
N
1
N
N
N
Winmark Corp.
N/A
Winmark Corp.
974250102
111.00000000
NS
USD
39884.52000000
0.001280556902
Long
EC
CORP
US
N
1
N
N
HNI Corp.
549300SKRADLC4O5HV93
HNI Corp.
404251100
2543.00000000
NS
USD
106678.85000000
0.003425096697
Long
EC
CORP
US
N
1
N
N
N
Autodesk, Inc.
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc.
052769106
8621.00000000
NS
USD
1834979.85000000
0.058914990397
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VDD3
700000.00000000
PA
USD
658080.55000000
0.021128738435
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
2216.00000000
NS
USD
53449.92000000
0.001716095968
Long
EC
CORP
US
N
1
N
N
Independent Bank Corp.
N/A
Independent Bank Corp.
453838609
898.00000000
NS
USD
22279.38000000
0.000715315461
Long
EC
CORP
US
N
1
N
N
N
Plexus Corp.
549300W7HCBI5YT25I79
Plexus Corp.
729132100
1258.00000000
NS
USD
127070.58000000
0.004079806108
Long
EC
CORP
US
N
1
N
N
Petroleos del Peru SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
716564AA7
1190000.00000000
PA
USD
887100.85000000
0.028481804887
Long
DBT
NUSS
PE
Y
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
Deere & Co.
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199105
10571.00000000
NS
USD
4137595.11000000
0.132844170564
Long
EC
CORP
US
N
1
N
N
N
Bio-Rad Laboratories, Inc.
549300ZC1GPV35XYDK53
Bio-Rad Laboratories, Inc., Class A
090572207
861.00000000
NS
USD
232254.75000000
0.007456913690
Long
EC
CORP
US
N
1
N
N
N
Asana, Inc.
254900X7UAJNMLPLZ510
Asana, Inc., Class A
04342Y104
3360.00000000
NS
USD
49963.20000000
0.001604149194
Long
EC
CORP
US
N
1
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829107
19839.00000000
NS
USD
1474434.48000000
0.047339099244
Long
EC
CORP
US
N
1
N
N
N
Eventbrite, Inc.
549300N6XBV2B1FAUF55
Eventbrite, Inc., Class A
29975E109
3420.00000000
NS
USD
18057.60000000
0.000579768399
Long
EC
CORP
US
N
1
N
N
N
ePlus, Inc.
529900FFY8AAFJ21NE91
ePlus, Inc.
294268107
1029.00000000
NS
USD
79109.52000000
0.002539938850
Long
EC
CORP
US
N
1
N
N
N
TransDigm Group, Inc.
N/A
TransDigm Group, Inc.
893641100
2144.00000000
NS
USD
2675776.32000000
0.085910118413
Long
EC
CORP
US
N
1
N
N
N
MarketAxess Holdings, Inc.
5493002U1CA1XJOVID83
MarketAxess Holdings, Inc.
57060D108
1477.00000000
NS
USD
295532.93000000
0.009488561813
Long
EC
CORP
US
N
1
N
N
N
Huntsman Corp.
5299000V56320A7RIQ67
Huntsman Corp.
447011107
6853.00000000
NS
USD
163512.58000000
0.005249835348
Long
EC
CORP
US
N
1
N
N
N
Universal Health Services, Inc.
549300YGMGQDO0NMJD09
Universal Health Services, Inc., Class B
913903100
2241.00000000
NS
USD
381933.63000000
0.012262595768
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCM5
1330000.00000000
PA
USD
1288412.74000000
0.041366570976
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
4369.00000000
NS
USD
798740.58000000
0.025644855773
Long
EC
CORP
US
N
1
N
N
N
Alto Ingredients, Inc.
549300TI77MKE21DLE34
Alto Ingredients, Inc.
021513106
370.00000000
NS
USD
699.30000000
0.000022452155
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
N/A
9231.00000000
NS
USD
1288924.53000000
0.041383002820
Long
EC
CORP
LR
N
1
N
N
N
Lyft, Inc.
549300H7I5VN334XVZ52
Lyft, Inc., Class A
55087P104
14445.00000000
NS
USD
225919.80000000
0.007253519894
Long
EC
CORP
US
N
1
N
N
N
Telos Corp.
N/A
Telos Corp.
87969B101
16230.00000000
NS
USD
55831.20000000
0.001792550807
Long
EC
CORP
US
N
1
N
N
N
Cross Country Healthcare, Inc.
54930037L0NBIPZ5S663
Cross Country Healthcare, Inc.
227483104
1529.00000000
NS
USD
26910.40000000
0.000864001835
Long
EC
CORP
US
N
1
N
N
Ventas, Inc.
ORQTRC074CWLT3DKHT41
Ventas, Inc.
92276F100
16249.00000000
NS
USD
719505.72000000
0.023100892680
Long
EC
CORP
US
N
1
N
N
N
Nu Skin Enterprises, Inc.
54930050DETB6CP71D38
Nu Skin Enterprises, Inc., Class A
67018T105
2427.00000000
NS
USD
28541.52000000
0.000916371575
Long
EC
CORP
US
N
1
N
N
N
Codexis, Inc.
N/A
Codexis, Inc.
192005106
3965.00000000
NS
USD
11538.15000000
0.000370450932
Long
EC
CORP
US
N
1
N
N
N
Big 5 Sporting Goods Corp.
529900BFAM7VKQMKUC49
Big 5 Sporting Goods Corp.
08915P101
1604.00000000
NS
USD
5678.16000000
0.000182306493
Long
EC
CORP
US
N
1
N
N
Astronics Corp.
549300NNXCF8H4MSMK17
Astronics Corp.
046433108
954.00000000
NS
USD
15998.58000000
0.000513660238
Long
EC
CORP
US
N
1
N
N
Universal Display Corp.
N/A
Universal Display Corp.
91347P105
1940.00000000
NS
USD
306481.20000000
0.009840073696
Long
EC
CORP
US
N
1
N
N
Ultra Clean Holdings, Inc.
5493007L6LS7QX18PE75
Ultra Clean Holdings, Inc.
90385V107
1997.00000000
NS
USD
83534.51000000
0.002682010298
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
1499980.50000000
0.048159295457
Long
ABS-CBDO
CORP
KY
Y
2
2034-11-14
Floating
6.71814000
N
N
N
N
N
N
Cabaletta Bio, Inc.
N/A
Cabaletta Bio, Inc.
12674W109
1874.00000000
NS
USD
19948.73000000
0.000640486181
Long
EC
CORP
US
N
1
N
N
N
UMB Financial Corp.
549300MGEH3N3CUCV828
UMB Financial Corp.
902788108
2193.00000000
NS
USD
174694.38000000
0.005608845089
Long
EC
CORP
US
N
1
N
N
N
Axis Capital Holdings Ltd.
635400VD2NQBYAHMEM55
Axis Capital Holdings Ltd.
N/A
2373.00000000
NS
USD
145536.09000000
0.004672671116
Long
EC
CORP
BM
N
1
N
N
N
Ashland, Inc.
529900E4L9R04SB8HB11
Ashland, Inc.
044186104
1789.00000000
NS
USD
170545.37000000
0.005475634425
Long
EC
CORP
US
N
1
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BT8
280000.00000000
PA
USD
267385.50000000
0.008584843133
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
650.00000000
NS
USD
29276.00000000
0.000939953241
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
0.000000002568
Long
ABS-MBS
CORP
US
Y
2
2042-06-25
Floating
8.28002160
N
N
N
N
N
N
N/A
N/A
ETRS
N/A
7018.00000000
PA
USD
-5003.11000000
-0.00016063292
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
SP Plus Corp.
SP Plus Corp.
Y
2025-04-17
0.00000000
USD
0.00000000
USD
7018.00000000
USD
-5003.11000000
N
N
N
Red Rock Resorts, Inc.
N/A
Red Rock Resorts, Inc., Class A
75700L108
2033.00000000
NS
USD
107992.96000000
0.003467288320
Long
EC
CORP
US
N
1
N
N
N
Playstudios, Inc.
N/A
Playstudios, Inc.
72815G108
3492.00000000
NS
USD
7542.72000000
0.000242171202
Long
EC
CORP
US
N
1
N
N
N
EVERTEC, Inc.
N/A
EVERTEC, Inc.
30040P103
3114.00000000
NS
USD
116868.42000000
0.003752249291
Long
EC
CORP
PR
N
1
N
N
N
Eagle Pharmaceuticals, Inc.
549300TN20OLYTJVP152
Eagle Pharmaceuticals, Inc.
269796108
394.00000000
NS
USD
1611.46000000
0.000051738524
Long
EC
CORP
US
N
1
N
N
N
Vector Group Ltd.
549300TUIF4WWN6NDN50
Vector Group Ltd.
92240M108
6872.00000000
NS
USD
71125.20000000
0.002283589367
Long
EC
CORP
US
N
1
N
N
N
Bristow Group, Inc.
5493005Q24EN3UC1PV68
Bristow Group, Inc., Class A
11040G103
341.00000000
NS
USD
8971.71000000
0.000288051233
Long
EC
CORP
US
N
1
N
N
N
Johnson Outdoors, Inc.
N/A
Johnson Outdoors, Inc., Class A
479167108
225.00000000
NS
USD
9227.25000000
0.000296255757
Long
EC
CORP
US
N
1
N
N
N
Birkenstock Holding plc
529900CQ8LQKQ7LIT631
Birkenstock Holding plc
N/A
1271.00000000
NS
USD
56902.67000000
0.001826952081
Long
EC
CORP
JE
N
1
N
N
N
Lincoln Electric Holdings, Inc.
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings, Inc.
533900106
2165.00000000
NS
USD
475282.45000000
0.015259710333
Long
EC
CORP
US
N
1
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AK6
410000.00000000
PA
USD
322620.68000000
0.010358257756
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
1969.00000000
NS
USD
7364.06000000
0.000236435034
Long
EC
CORP
US
N
1
N
N
Consolidated Edison, Inc.
54930033SBW53OO8T749
Consolidated Edison, Inc.
209115104
13738.00000000
NS
USD
1296867.20000000
0.041638015063
Long
EC
CORP
US
N
1
N
N
N
Affimed NV
5493004V4FSXT1D04610
Affimed NV
N/A
66.00000000
NS
USD
353.10000000
0.000011336845
Long
EC
CORP
NL
N
1
N
N
N
Gorman-Rupp Co. (The)
254900WVLPOIWPGJPA07
Gorman-Rupp Co. (The)
383082104
715.00000000
NS
USD
23716.55000000
0.000761458124
Long
EC
CORP
US
N
1
N
N
N
ESCO Technologies, Inc.
5493007JJLP5MEWVDH10
ESCO Technologies, Inc.
296315104
1224.00000000
NS
USD
124174.80000000
0.003986832416
Long
EC
CORP
US
N
1
N
N
N
Semler Scientific, Inc.
549300ZHL16S29QTW485
Semler Scientific, Inc.
81684M104
359.00000000
NS
USD
9165.27000000
0.000294265789
Long
EC
CORP
US
N
1
N
N
N
CNA Financial Corp.
549300YX2GSZD7YG1R84
CNA Financial Corp.
126117100
841.00000000
NS
USD
36953.54000000
0.001186453057
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
887411.25000000
0.028491770780
Long
ABS-MBS
CORP
US
Y
2
2037-01-16
Variable
4.84446240
N
N
N
N
N
N
Ocean Trails CLO X
635400RMMLHBGDGXBC03
Ocean Trails CLO X, Series 2020-10A, Class AR
67516CAN9
850000.00000000
PA
USD
851487.50000000
0.027338380792
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-15
Floating
6.81017040
N
N
N
N
N
N
Horace Mann Educators Corp.
254900G5YAV3A2YK8T32
Horace Mann Educators Corp.
440327104
739.00000000
NS
USD
27239.54000000
0.000874569406
Long
EC
CORP
US
N
1
N
N
N
US Silica Holdings, Inc.
529900HOXGPM9F75C193
US Silica Holdings, Inc.
90346E103
3605.00000000
NS
USD
55625.15000000
0.001785935239
Long
EC
CORP
US
N
1
N
N
N
Daily Journal Corp.
2549004ASTNVLR8YWZ33
Daily Journal Corp.
233912104
50.00000000
NS
USD
16760.00000000
0.000538106856
Long
EC
CORP
US
N
1
N
N
Tennant Co.
JYAIRLT8DVP6DP8UT336
Tennant Co.
880345103
905.00000000
NS
USD
105414.40000000
0.003384499488
Long
EC
CORP
US
N
1
N
N
N
Skyward Specialty Insurance Group, Inc.
549300GXGXJG0YH4VN21
Skyward Specialty Insurance Group, Inc.
830940102
95.00000000
NS
USD
3317.40000000
0.000106510482
Long
EC
CORP
US
N
1
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229106
17945.00000000
NS
USD
142483.30000000
0.004574656365
Long
EC
CORP
US
N
1
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671D857
58227.00000000
NS
USD
2907856.38000000
0.093361423399
Long
EC
CORP
US
N
1
N
N
N
Goosehead Insurance, Inc.
549300WH5MBIWHJ9XY95
Goosehead Insurance, Inc., Class A
38267D109
979.00000000
NS
USD
55714.89000000
0.001788816487
Long
EC
CORP
US
N
1
N
N
N
CS Disco, Inc.
N/A
CS Disco, Inc.
126327105
2250.00000000
NS
USD
16987.50000000
0.000545411111
Long
EC
CORP
US
N
1
N
N
N
Natera, Inc.
N/A
Natera, Inc.
632307104
4278.00000000
NS
USD
397340.64000000
0.012757262697
Long
EC
CORP
US
N
1
N
N
N
Advanced Drainage Systems, Inc.
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc.
00790R104
2685.00000000
NS
USD
421545.00000000
0.013534382749
Long
EC
CORP
US
N
1
N
N
N/A
N/A
NASDAQ 100 E-Mini Index
N/A
150.00000000
NC
USD
-1873090.89000000
-0.06013860686
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
NASDAQ 100 E-Mini Index
US6311011026
2024-06-21
52713750.00000000
USD
-1873090.89000000
N
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
0.000000000321
Long
ABS-CBDO
CORP
US
Y
2
2029-12-20
Floating
7.49412000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587107
44439.00000000
NS
USD
3266266.50000000
0.104868758904
Long
EC
CORP
US
N
1
N
N
N
NBT Bancorp, Inc.
N/A
NBT Bancorp, Inc.
628778102
781.00000000
NS
USD
27342.81000000
0.000877885056
Long
EC
CORP
US
N
1
N
N
Leslie's, Inc.
N/A
Leslie's, Inc.
527064109
7838.00000000
NS
USD
30803.34000000
0.000988990958
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
1728428.73000000
0.055493994678
Long
ABS-MBS
CORP
US
Y
2
2058-07-25
Variable
4.74999840
N
N
N
N
N
N
VSE Corp.
549300QWJYQDH4U5XI15
VSE Corp.
918284100
69.00000000
NS
USD
5386.83000000
0.000172952873
Long
EC
CORP
US
N
1
N
N
N
Duluth Holdings, Inc.
549300B6G8G3WGHFYU15
Duluth Holdings, Inc., Class B
26443V101
510.00000000
NS
USD
2147.10000000
0.000068936111
Long
EC
CORP
US
N
1
N
N
MSCI, Inc.
549300HTIN2PD78UB763
MSCI, Inc., Class A
55354G100
3196.00000000
NS
USD
1488664.84000000
0.047795987925
Long
EC
CORP
US
N
1
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834AE7
185000.00000000
PA
USD
174308.18000000
0.005596445514
Long
DBT
CORP
US
N
2
2026-08-18
Fixed
3.50000000
N
N
N
N
N
N
Empire Resorts, Inc.
549300WBFN23L9HI5N68
Empire Resorts, Inc.
292ESC035
168.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Informatica, Inc.
984500E0DEFFE6DE9588
Informatica, Inc., Class A
45674M101
1256.00000000
NS
USD
38898.32000000
0.001248893359
Long
EC
CORP
US
N
1
N
N
N
GXO Logistics, Inc.
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262G101
4703.00000000
NS
USD
233550.98000000
0.007498531247
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp.
254900ARY41P4V1JL861
Kimco Realty Corp.
49446R109
27572.00000000
NS
USD
513666.36000000
0.016492087728
Long
EC
CORP
US
N
1
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348106
9869.00000000
NS
USD
2956851.09000000
0.094934477659
Long
EC
CORP
US
N
1
N
N
N
Mister Car Wash, Inc.
N/A
Mister Car Wash, Inc.
60646V105
1444.00000000
NS
USD
9660.36000000
0.000310161453
Long
EC
CORP
US
N
1
N
N
Celanese Corp.
549300FHJQTDPPN41627
Celanese Corp., Class A
150870103
4564.00000000
NS
USD
701076.04000000
0.022509178051
Long
EC
CORP
US
N
1
N
N
N
Resources Connection, Inc.
N/A
Resources Connection, Inc.
76122Q105
1234.00000000
NS
USD
13635.70000000
0.000437796161
Long
EC
CORP
US
N
1
N
N
Annaly Capital Management, Inc.
2DTL0G3FPRYUT58TI025
Annaly Capital Management, Inc.
035710839
19466.00000000
NS
USD
364792.84000000
0.011712263034
Long
EC
CORP
US
N
1
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081102
14554.00000000
NS
USD
266629.28000000
0.008560563469
Long
EC
CORP
US
N
1
N
N
N
FuelCell Energy, Inc.
549300SRU8020X1X9J22
FuelCell Energy, Inc.
35952H601
18972.00000000
NS
USD
17602.22000000
0.000565147689
Long
EC
CORP
US
N
1
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
850000.00000000
PA
USD
792073.80000000
0.025430808039
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
165.00000000
NS
USD
18163.20000000
0.000583158857
Long
EC
CORP
US
N
1
N
N
WW International, Inc.
SGT8R1MU6ESIC7UJC518
WW International, Inc.
98262P101
1704.00000000
NS
USD
3084.24000000
0.000099024504
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
1170074.88000000
0.037567142941
Long
ABS-CBDO
CORP
KY
Y
2
2031-02-14
Floating
6.56813880
N
N
N
N
N
N
CNB Financial Corp.
254900RUYUOKD91VNX69
CNB Financial Corp.
126128107
658.00000000
NS
USD
12502.00000000
0.000401396892
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hills Bancorp, Inc.
549300AS2OC6UMMBNO37
Berkshire Hills Bancorp, Inc.
084680107
642.00000000
NS
USD
13687.44000000
0.000439457357
Long
EC
CORP
US
N
1
N
N
N
Dakota Gold Corp.
N/A
Dakota Gold Corp.
46655E100
324.00000000
NS
USD
861.84000000
0.000027670764
Long
EC
CORP
US
N
1
N
N
N
Monro, Inc.
N/A
Monro, Inc.
610236101
1200.00000000
NS
USD
32700.00000000
0.001049886289
Long
EC
CORP
US
N
1
N
N
Blackstone Mortgage Trust, Inc.
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust, Inc., Class A
09257W100
6944.00000000
NS
USD
122492.16000000
0.003932808542
Long
EC
CORP
US
N
1
N
N
N
Consolidated Communications Holdings, Inc.
529900F6S64KOO8CXH48
Consolidated Communications Holdings, Inc.
209034107
2852.00000000
NS
USD
12320.64000000
0.000395574037
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XK5Q9
91056.32000000
PA
USD
90463.10000000
0.002904463865
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
7705.00000000
NS
USD
1549706.65000000
0.049755833778
Long
EC
CORP
US
N
1
N
N
Alerus Financial Corp.
5493008BXLBPPELQ3G57
Alerus Financial Corp.
01446U103
507.00000000
NS
USD
9987.90000000
0.000320677653
Long
EC
CORP
US
N
1
N
N
N
Loar Holdings, Inc.
N/A
Loar Holdings, Inc.
53947R105
204.00000000
NS
USD
10673.28000000
0.000342682884
Long
EC
CORP
US
N
1
N
N
Greenlight Capital Re Ltd.
549300Q9HRIFA2BGHJ51
Greenlight Capital Re Ltd., Class A
N/A
1472.00000000
NS
USD
17840.64000000
0.000572802548
Long
EC
CORP
KY
N
1
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
77643.00000000
NS
USD
4761845.19000000
0.152886727145
Long
EC
CORP
US
N
1
N
N
N
Brunswick Corp.
YM4O38W15AX4YLLQKU27
Brunswick Corp.
117043109
2778.00000000
NS
USD
224017.92000000
0.007192456966
Long
EC
CORP
US
N
1
N
N
N
York Water Co. (The)
N/A
York Water Co. (The)
987184108
1058.00000000
NS
USD
37569.58000000
0.001206232016
Long
EC
CORP
US
N
1
N
N
N
Bandwidth, Inc.
549300QC70JB7MUGXM66
Bandwidth, Inc., Class A
05988J103
756.00000000
NS
USD
13759.20000000
0.000441761328
Long
EC
CORP
US
N
1
N
N
N
UFP Industries, Inc.
5493007KB485C9OV5572
UFP Industries, Inc.
90278Q108
2446.00000000
NS
USD
275664.20000000
0.008850644161
Long
EC
CORP
US
N
1
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABB0
1290000.00000000
PA
USD
1263048.80000000
0.040552220736
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class A
05377RHY3
860000.00000000
PA
USD
845706.97000000
0.027152787545
Long
ABS-O
CORP
US
Y
2
2030-06-20
Fixed
5.36000000
N
N
N
N
N
N
Optinose, Inc.
549300CPBME7Z3CYMN16
Optinose, Inc.
68404V100
4834.00000000
NS
USD
3968.71000000
0.000127421841
Long
EC
CORP
US
N
1
N
N
N
ArriVent Biopharma, Inc.
N/A
ArriVent Biopharma, Inc.
04272N102
1829.00000000
NS
USD
30215.08000000
0.000970103921
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
1327392.95000000
0.042618093546
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
256068.19000000
0.008221482625
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.30000000
N
N
N
N
N
N
Fast Retailing Co. Ltd.
353800ZCXKHDPY0N5218
Fast Retailing Co. Ltd.
N/A
14600.00000000
NS
3815670.58000000
0.122508263827
Long
EC
CORP
JP
N
2
N
N
N
National Bank Holdings Corp.
N/A
National Bank Holdings Corp., Class A
633707104
2412.00000000
NS
USD
78944.76000000
0.002534648964
Long
EC
CORP
US
N
1
N
N
N
CareDx, Inc.
549300NQOFKL9NON0U06
CareDx, Inc.
14167L103
3065.00000000
NS
USD
23784.40000000
0.000763636558
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
0.00070000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
Y
2
2060-03-25
Variable
6.75000000
N
N
N
N
N
N
Darling Ingredients, Inc.
L1N0SPPKS7EXZYUMZ898
Darling Ingredients, Inc.
237266101
6436.00000000
NS
USD
272693.32000000
0.008755259263
Long
EC
CORP
US
N
1
N
N
N
Value Line, Inc.
N/A
Value Line, Inc.
920437100
40.00000000
NS
USD
1448.00000000
0.000046490377
Long
EC
CORP
US
N
1
N
N
N
Airbnb, Inc.
549300HMUDNO0RY56D37
Airbnb, Inc., Class A
009066101
16902.00000000
NS
USD
2680150.14000000
0.086050546965
Long
EC
CORP
US
N
1
N
N
N
Zura Bio Ltd.
549300LQXD6M2MIQFN24
Zura Bio Ltd., Class A
N/A
611.00000000
NS
USD
2608.97000000
0.000083765193
Long
EC
CORP
KY
N
1
N
N
Surmodics, Inc.
549300H76KXCAAGUS878
Surmodics, Inc.
868873100
527.00000000
NS
USD
13538.63000000
0.000434679572
Long
EC
CORP
US
N
1
N
N
N
Microvast Holdings, Inc.
549300J4UX9OMHSTKS35
Microvast Holdings, Inc.
59516C106
2955.00000000
NS
USD
1158.07000000
0.000037181706
Long
EC
CORP
US
N
1
N
N
Assertio Holdings, Inc.
N/A
Assertio Holdings, Inc.
04546C205
4122.00000000
NS
USD
3648.39000000
0.000117137450
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H040657
600000.00000000
PA
USD
543673.05000000
0.017455500952
Long
ABS-MBS
USGA
US
N
2
2054-05-15
Fixed
4.00000000
N
N
N
N
N
N
Seneca Foods Corp.
N/A
Seneca Foods Corp., Class A
817070501
229.00000000
NS
USD
13302.61000000
0.000427101769
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
778709.74000000
PA
USD
779120.12000000
0.025014909230
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-20
Floating
6.64616880
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBV0
2130000.00000000
PA
USD
2011200.23000000
0.064572830180
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
1366.00000000
NS
USD
16528.60000000
0.000530677386
Long
EC
CORP
US
N
1
N
N
Moog, Inc.
549300WM2I4U7OBAHG07
Moog, Inc., Class A
615394202
1215.00000000
NS
USD
193270.05000000
0.006205246962
Long
EC
CORP
US
N
1
N
N
N
Cooper-Standard Holdings, Inc.
549300VVOH2RQP5YMB08
Cooper-Standard Holdings, Inc.
21676P103
86.00000000
NS
USD
1326.98000000
0.000042604835
Long
EC
CORP
US
N
1
N
N
N
Tactile Systems Technology, Inc.
54930069VDTITHOTKJ98
Tactile Systems Technology, Inc.
87357P100
706.00000000
NS
USD
9721.62000000
0.000312128304
Long
EC
CORP
US
N
1
N
N
N
Allient, Inc.
549300I2LHAWYGNBPM97
Allient, Inc.
019330109
487.00000000
NS
USD
14312.93000000
0.000459539723
Long
EC
CORP
US
N
1
N
N
N
SharkNinja, Inc.
N/A
SharkNinja, Inc.
N/A
257.00000000
NS
USD
16519.96000000
0.000530399984
Long
EC
CORP
KY
N
1
N
N
N
Enovix Corp.
549300EC7NZGWORHYJ53
Enovix Corp.
293594107
6324.00000000
NS
USD
39588.24000000
0.001271044354
Long
EC
CORP
US
N
1
N
N
Warby Parker, Inc.
N/A
Warby Parker, Inc., Class A
93403J106
2443.00000000
NS
USD
28680.82000000
0.000920844027
Long
EC
CORP
US
N
1
N
N
N
Coastal Financial Corp.
549300XG5L36T6IU0B47
Coastal Financial Corp.
19046P209
328.00000000
NS
USD
12687.04000000
0.000407337900
Long
EC
CORP
US
N
1
N
N
N
Cousins Properties, Inc.
5493007XPYD5EJABN062
Cousins Properties, Inc.
222795502
6990.00000000
NS
USD
160350.60000000
0.005148314876
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJG7
4730000.00000000
PA
USD
4771387.50000000
0.153193098412
Long
DBT
UST
US
N
2
2030-10-31
Fixed
4.87500000
N
N
N
N
N
N
Franklin BSP Realty Trust, Inc.
549300LH3QNZK9Y1KC93
Franklin BSP Realty Trust, Inc.
35243J101
3787.00000000
NS
USD
47299.63000000
0.001518630979
Long
EC
CORP
US
N
1
N
N
N
Cognex Corp.
549300JQTYZCLC43S226
Cognex Corp.
192422103
6028.00000000
NS
USD
250403.12000000
0.008039596407
Long
EC
CORP
US
N
1
N
N
N
Axon Enterprise, Inc.
549300QP2IEEGFE16681
Axon Enterprise, Inc.
05464C101
2913.00000000
NS
USD
913691.58000000
0.029335543200
Long
EC
CORP
US
N
1
N
N
N
UroGen Pharma Ltd.
549300C0YCX7CG2G5D50
UroGen Pharma Ltd.
N/A
1436.00000000
NS
USD
19845.52000000
0.000637172457
Long
EC
CORP
IL
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179W2W7
0.02000000
PA
USD
0.02000000
0.000000000642
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
791566.19000000
0.025414510400
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
6452.00000000
NS
USD
9290.88000000
0.000298298701
Long
EC
CORP
US
N
1
N
N
N
AMMC CLO 23 Ltd.
549300ICO4ZE2FVC2Y46
AMMC CLO 23 Ltd., Series 2020-23A, Class A1R
00177JAS4
174126.22000000
PA
USD
174490.84000000
0.005602310108
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-17
Floating
6.61867920
N
N
N
N
N
N
Universal Insurance Holdings, Inc.
529900GGAZ6WVUCWQM46
Universal Insurance Holdings, Inc.
91359V107
917.00000000
NS
USD
17899.84000000
0.000574703259
Long
EC
CORP
US
N
1
N
N
N
Tucows, Inc.
529900860LTAB4QUV247
Tucows, Inc., Class A
898697206
312.00000000
NS
USD
5513.04000000
0.000177005049
Long
EC
CORP
US
N
1
N
N
L B Foster Co.
549300AUUJGJ2T2L2179
L B Foster Co., Class A
350060109
2520.00000000
NS
USD
58590.00000000
0.001881126535
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
103.00000000
NC
USD
83687.50000000
0.002686922289
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Put
Purchased
N/A
U.S. Treasury 10 Year Note
100000.00000000
107.50000000
USD
2024-05-24
XXXX
11399.93000000
N
N
N
ATAI Life Sciences NV
391200Z8UWPJSNBNCA11
ATAI Life Sciences NV
N/A
591.00000000
NS
USD
1170.18000000
0.000037570517
Long
EC
CORP
NL
N
1
N
N
Mirum Pharmaceuticals, Inc.
254900YZKR40F7F27K81
Mirum Pharmaceuticals, Inc.
604749101
477.00000000
NS
USD
11977.47000000
0.000384556010
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179W7M4
89665.24000000
PA
USD
81276.26000000
0.002609505536
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
1768.00000000
NS
USD
307437.52000000
0.009870777893
Long
EC
CORP
US
N
1
N
N
Ryder System, Inc.
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
783549108
2109.00000000
NS
USD
256981.65000000
0.008250810733
Long
EC
CORP
US
N
1
N
N
N
United Parks & Resorts, Inc.
529900G0H4NV3IIK3269
United Parks & Resorts, Inc.
81282V100
1667.00000000
NS
USD
84716.94000000
0.002719974122
Long
EC
CORP
US
N
1
N
N
N
Royal Gold, Inc.
5493001NGRU6SFL04184
Royal Gold, Inc.
780287108
2766.00000000
NS
USD
332279.58000000
0.010668372333
Long
EC
CORP
US
N
1
N
N
ESS Tech, Inc.
N/A
ESS Tech, Inc.
26916J106
283.00000000
NS
USD
213.35000000
0.000006849946
Long
EC
CORP
US
N
1
N
N
Community Bank System, Inc.
5299008N6YHE6GCP1E80
Community Bank System, Inc.
203607106
273.00000000
NS
USD
11799.06000000
0.000378827869
Long
EC
CORP
US
N
1
N
N
Avanos Medical, Inc.
549300YCXWOM7NEWMQ58
Avanos Medical, Inc.
05350V106
2064.00000000
NS
USD
37317.12000000
0.001198126380
Long
EC
CORP
US
N
1
N
N
N
Chart Industries, Inc.
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc.
16115Q308
1664.00000000
NS
USD
239715.84000000
0.007696464030
Long
EC
CORP
US
N
1
N
N
Cars.com, Inc.
5493002G6J07LNGX4M98
Cars.com, Inc.
14575E105
2688.00000000
NS
USD
44916.48000000
0.001442116101
Long
EC
CORP
US
N
1
N
N
N
Westamerica Bancorp
N/A
Westamerica Bancorp
957090103
352.00000000
NS
USD
16385.60000000
0.000526086140
Long
EC
CORP
US
N
1
N
N
N
Kyverna Therapeutics, Inc.
N/A
Kyverna Therapeutics, Inc.
501976104
812.00000000
NS
USD
12293.68000000
0.000394708442
Long
EC
CORP
US
N
1
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV, Class A
N/A
10890.00000000
NS
USD
1088673.30000000
0.034953613804
Long
EC
CORP
NL
N
1
N
N
N
Under Armour, Inc.
549300D4549QKWETZ406
Under Armour, Inc., Class A
904311107
8776.00000000
NS
USD
59062.48000000
0.001896296268
Long
EC
CORP
US
N
1
N
N
N
First Commonwealth Financial Corp.
549300ZHLQ42NXDETL24
First Commonwealth Financial Corp.
319829107
814.00000000
NS
USD
10736.66000000
0.000344717802
Long
EC
CORP
US
N
1
N
N
N
Corteva, Inc.
549300WZN9I2QKLS0O94
Corteva, Inc.
22052L104
28358.00000000
NS
USD
1535018.54000000
0.049284248295
Long
EC
CORP
US
N
1
N
N
N
Apyx Medical Corp.
5299009QZVYUYO082S45
Apyx Medical Corp.
03837C106
156.00000000
NS
USD
223.08000000
0.000007162343
Long
EC
CORP
US
N
1
N
N
N
Bank7 Corp.
N/A
Bank7 Corp.
06652N107
267.00000000
NS
USD
7289.10000000
0.000234028322
Long
EC
CORP
US
N
1
N
N
N
Zumiez, Inc.
549300J0PDF58P6HZD25
Zumiez, Inc.
989817101
1462.00000000
NS
USD
25146.40000000
0.000807365767
Long
EC
CORP
US
N
1
N
N
N
Exact Sciences Corp.
549300VM3X1FYD4N9Z14
Exact Sciences Corp.
30063P105
7130.00000000
NS
USD
423165.50000000
0.013586411517
Long
EC
CORP
US
N
1
N
N
N
News Corp.
549300ITS31QK8VRBQ14
News Corp., Class A
65249B109
16156.00000000
NS
USD
384512.80000000
0.012345404185
Long
EC
CORP
US
N
1
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
N/A
212.00000000
NS
USD
88128.40000000
0.002829504552
Long
EC
CORP
NL
N
1
N
N
N
Watsco, Inc.
549300F1Y3LN5BX5WN75
Watsco, Inc.
942622200
1373.00000000
NS
USD
614719.56000000
0.019736563850
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2014-C02, Class 1M2
30711XAF1
648567.32000000
PA
USD
648567.32000000
0.020823300828
Long
ABS-MBS
CORP
US
N
2
2024-05-25
Floating
8.04449880
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DA0
400000.00000000
PA
USD
376865.45000000
0.012099873667
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
2.75000000
N
N
N
N
N
N
Williams-Sonoma, Inc.
549300IARG6YWVTZ1I92
Williams-Sonoma, Inc.
969904101
2503.00000000
NS
USD
717810.34000000
0.023046459768
Long
EC
CORP
US
N
1
N
N
Lexicon Pharmaceuticals, Inc.
N/A
Lexicon Pharmaceuticals, Inc.
528872302
2971.00000000
NS
USD
4575.34000000
0.000146898676
Long
EC
CORP
US
N
1
N
N
UniFirst Corp.
5493003XBTNWBC8UK019
UniFirst Corp.
904708104
573.00000000
NS
USD
91754.49000000
0.002945926025
Long
EC
CORP
US
N
1
N
N
OPKO Health, Inc.
529900A4S2D4OGOJLL02
OPKO Health, Inc.
68375N103
13025.00000000
NS
USD
15890.50000000
0.000510190155
Long
EC
CORP
US
N
1
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp.
35137LAL9
130000.00000000
PA
USD
116140.62000000
0.003728882097
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
3.50000000
N
N
N
N
N
Envestnet, Inc.
549300HLWZ5OKIDM8737
Envestnet, Inc.
29404K106
190.00000000
NS
USD
11793.30000000
0.000378642935
Long
EC
CORP
US
N
1
N
N
N/A
N/A
U.S. Treasury Ultra Bond
N/A
183.00000000
NC
USD
-1019685.91000000
-0.03273866227
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Ultra Bond
2024-06-18
21879937.50000000
USD
-1019685.91000000
N
N
N
Element Solutions, Inc.
549300FLGN6P5CU20J91
Element Solutions, Inc.
28618M106
6896.00000000
NS
USD
159504.48000000
0.005121148827
Long
EC
CORP
US
N
1
N
N
N
Laureate Education, Inc.
5JL7TMOH5TY3IUYSUP91
Laureate Education, Inc.
518613203
4368.00000000
NS
USD
63336.00000000
0.002033504526
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807BM3
1780000.00000000
PA
USD
1745862.54000000
0.056053735292
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
805199.50000000
0.025852229827
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
2.62500000
N
N
N
N
N
Heritage Financial Corp.
N/A
Heritage Financial Corp.
42722X106
528.00000000
NS
USD
9366.72000000
0.000300733666
Long
EC
CORP
US
N
1
N
N
N
Axos Financial, Inc.
529900D8M56422GK9O25
Axos Financial, Inc.
05465C100
2441.00000000
NS
USD
123539.01000000
0.003966419352
Long
EC
CORP
US
N
1
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325DZ5
750000.00000000
PA
USD
563436.89000000
0.018090050942
Long
DBT
NUSS
CO
N
2
2032-04-22
Fixed
3.25000000
N
N
N
N
N
N
HEICO Corp.
529900O1DTDLCJ7L0I14
HEICO Corp.
422806109
1834.00000000
NS
USD
380371.60000000
0.012212444273
Long
EC
CORP
US
N
1
N
N
Liberty Media Corp-Liberty Formula One
N/A
Liberty Media Corp-Liberty Formula One, Class C
531229755
8167.00000000
NS
USD
571444.99000000
0.018347163920
Long
EC
CORP
US
N
1
N
N
N
Towne Bank
54930039UO39UJGI7078
Towne Bank
89214P109
4906.00000000
NS
USD
126918.22000000
0.004074914344
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
2230.00000000
PA
USD
2067.12000000
0.000066368224
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
Cerevel Therapeutics Holdings, Inc.
Cerevel Therapeutics Holdings, Inc.
Y
2025-04-17
0.00000000
USD
0.00000000
USD
2230.00000000
USD
2067.12000000
N
N
N
Ryerson Holding Corp.
549300JMA41B3ZHOVE45
Ryerson Holding Corp.
783754104
1272.00000000
NS
USD
36315.60000000
0.001165970964
Long
EC
CORP
US
N
1
N
N
N
ExlService Holdings, Inc.
81E3DTNF6OSH489ZOV15
ExlService Holdings, Inc.
302081104
5906.00000000
NS
USD
171274.00000000
0.005499028267
Long
EC
CORP
US
N
1
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Republic of Senegal
81720TAC9
250000.00000000
PA
USD
210635.00000000
0.006762776715
Long
DBT
NUSS
SN
Y
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
Photronics, Inc.
549300OK5JVNIBNY6F63
Photronics, Inc.
719405102
1893.00000000
NS
USD
51887.13000000
0.001665920073
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DQY59
92682.48000000
PA
USD
92565.44000000
0.002971962884
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
11892.00000000
NS
USD
68379.00000000
0.002195418183
Long
EC
CORP
US
N
1
N
N
N
Adtalem Global Education, Inc.
549300Z467EZLMODV621
Adtalem Global Education, Inc.
00737L103
1692.00000000
NS
USD
83957.04000000
0.002695576305
Long
EC
CORP
US
N
1
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769GAC4
50000.00000000
PA
USD
49262.16000000
0.001581641173
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
Byline Bancorp, Inc.
549300W7ODP4YL2H4823
Byline Bancorp, Inc.
124411109
2516.00000000
NS
USD
54521.72000000
0.001750507838
Long
EC
CORP
US
N
1
N
N
N
Sprint LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAH8
2439000.00000000
PA
USD
2440358.52000000
0.078351649895
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
13447.00000000
NS
USD
112282.45000000
0.003605009321
Long
EC
CORP
US
N
1
N
N
N
Xenia Hotels & Resorts, Inc.
54930075IWIPHF5IQL62
Xenia Hotels & Resorts, Inc.
984017103
5434.00000000
NS
USD
75369.58000000
0.002419862039
Long
EC
CORP
US
N
1
N
N
N
Herbalife Ltd.
549300BA7TYPBSZZIA41
Herbalife Ltd.
N/A
4620.00000000
NS
USD
39963.00000000
0.001283076629
Long
EC
CORP
KY
N
1
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
28622HAA9
1020000.00000000
PA
USD
1007418.95000000
0.032344811724
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
40.00000000
NS
USD
1322.80000000
0.000042470629
Long
EC
CORP
US
N
1
N
N
N
Apartment Investment and Management Co.
549300O8FT5GJ4RU1D57
Apartment Investment and Management Co., Class A
03748R747
7889.00000000
NS
USD
63112.00000000
0.002026312645
Long
EC
CORP
US
N
1
N
N
N
Seacoast Banking Corp. of Florida
549300V6IC06XYQYPG88
Seacoast Banking Corp. of Florida
811707801
2411.00000000
NS
USD
55621.77000000
0.001785826719
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418EDL1
88109.88700000
PA
USD
71165.29000000
0.002284876521
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
2295.00000000
NS
USD
270442.80000000
0.008683002685
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
825712.95000000
PA
USD
678042.53000000
0.021769650028
Long
ABS-MBS
CORP
US
N
2
2047-04-19
Floating
5.57330040
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBH5
920000.00000000
PA
USD
889709.57000000
0.028565562054
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
134.00000000
NS
USD
462.30000000
0.000014842887
Long
EC
CORP
US
N
1
N
N
N
Alignment Healthcare, Inc.
N/A
Alignment Healthcare, Inc.
01625V104
1293.00000000
NS
USD
6658.95000000
0.000213796339
Long
EC
CORP
US
N
1
N
N
N
Capitol Federal Financial, Inc.
N/A
Capitol Federal Financial, Inc.
14057J101
3825.00000000
NS
USD
18245.25000000
0.000585793205
Long
EC
CORP
US
N
1
N
N
Pacira BioSciences, Inc.
N/A
Pacira BioSciences, Inc.
695127100
2042.00000000
NS
USD
53602.50000000
0.001720994796
Long
EC
CORP
US
N
1
N
N
N
Beyond Air, Inc.
549300GFTTTXX5728360
Beyond Air, Inc.
08862L103
1699.00000000
NS
USD
1834.92000000
0.000058913068
Long
EC
CORP
US
N
1
N
N
N
BANK
N/A
BANK, Series 2017-BNK5, Class XA
06541WAY8
39819456.52000000
PA
USD
880161.30000000
0.028258999431
Long
ABS-MBS
CORP
US
N
2
2060-06-15
Variable
1.08232200
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
12558.00000000
NS
USD
5221993.14000000
0.167660519923
Long
EC
CORP
US
N
1
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261A100
3914.00000000
NS
USD
326349.32000000
0.010477971763
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418ECY4
434026.45000000
PA
USD
350558.71000000
0.011255253311
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
2.00000000
N
N
N
N
N
N
BAT International Finance plc
21380041YBGOQDFAC823
BAT International Finance plc
05530QAN0
1060000.00000000
PA
USD
984272.72000000
0.031601664643
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N/A
N/A
ETRS
N/A
3650.00000000
PA
USD
-6470.45000000
-0.00020774424
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
Juniper Networks, Inc.
Juniper Networks, Inc.
Y
2025-04-17
0.00000000
USD
0.00000000
USD
3650.00000000
USD
-6470.45000000
N
N
N
APA Corp.
549300VCIWLRHYVSHC79
APA Corp.
03743Q108
14624.00000000
NS
USD
459778.56000000
0.014761932915
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
573321.39000000
0.018407408771
Long
ABS-CBDO
CORP
JE
Y
2
2034-10-20
Floating
9.47455920
N
N
N
N
N
N
AAON, Inc.
N/A
AAON, Inc.
000360206
2572.00000000
NS
USD
241999.48000000
0.007769783979
Long
EC
CORP
US
N
1
N
N
Qurate Retail, Inc.
549300PSXEKU4PHLCR04
Qurate Retail, Inc., Series A
74915M100
1807.00000000
NS
USD
1484.45000000
0.000047660663
Long
EC
CORP
US
N
1
N
N
N
DocGo, Inc.
N/A
DocGo, Inc.
256086109
3188.00000000
NS
USD
10775.44000000
0.000345962896
Long
EC
CORP
US
N
1
N
N
N
Atlanta Braves Holdings, Inc.
N/A
Atlanta Braves Holdings, Inc., Class C
047726302
1764.00000000
NS
USD
66026.52000000
0.002119888015
Long
EC
CORP
US
N
1
N
N
First Internet Bancorp
549300T25MP2M92XU194
First Internet Bancorp
320557101
1372.00000000
NS
USD
42600.60000000
0.001367761035
Long
EC
CORP
US
N
1
N
N
N
Pacific Biosciences of California, Inc.
529900F1BWRE1M0KZN89
Pacific Biosciences of California, Inc.
69404D108
11582.00000000
NS
USD
19110.30000000
0.000613567032
Long
EC
CORP
US
N
1
N
N
Global Business Travel Group I
N/A
Global Business Travel Group I
37890B100
3002.00000000
NS
USD
18162.10000000
0.000583123540
Long
EC
CORP
US
N
1
N
N
Prosperity Bancshares, Inc.
N/A
Prosperity Bancshares, Inc.
743606105
3855.00000000
NS
USD
238894.35000000
0.007670088767
Long
EC
CORP
US
N
1
N
N
N
Penns Woods Bancorp, Inc.
N/A
Penns Woods Bancorp, Inc.
708430103
454.00000000
NS
USD
7935.92000000
0.000254795523
Long
EC
CORP
US
N
1
N
N
Columbia Sportswear Co.
549300OTMCIEUXAH5Z60
Columbia Sportswear Co.
198516106
984.00000000
NS
USD
78355.92000000
0.002515743306
Long
EC
CORP
US
N
1
N
N
N
Priority Technology Holdings, Inc.
549300ZS6DXD7ROBKB40
Priority Technology Holdings, Inc.
74275G107
494.00000000
NS
USD
1585.74000000
0.000050912742
Long
EC
CORP
US
N
1
N
N
Clorox Co. (The)
54930044KVSC06Z79I06
Clorox Co. (The)
189054109
4906.00000000
NS
USD
725450.22000000
0.023291750449
Long
EC
CORP
US
N
1
N
N
N
W&T Offshore, Inc.
549300Q7EOY2YIO3YK85
W&T Offshore, Inc.
92922P106
3934.00000000
NS
USD
8851.50000000
0.000284191696
Long
EC
CORP
US
N
1
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
680000.00000000
PA
USD
620976.01000000
0.019937437278
Long
DBT
CORP
US
N
2
2027-07-20
Variable
1.51200000
N
N
N
N
N
N
Tidewater, Inc.
2549000JA5GRUPLMUH98
Tidewater, Inc.
88642R109
1685.00000000
NS
USD
154767.25000000
0.004969052410
Long
EC
CORP
US
N
1
N
N
N
GoodRx Holdings, Inc.
N/A
GoodRx Holdings, Inc., Class A
38246G108
450.00000000
NS
USD
3195.00000000
0.000102580632
Long
EC
CORP
US
N
1
N
N
N
XPEL, Inc.
549300KWSE3IGXLJNW66
XPEL, Inc.
98379L100
1041.00000000
NS
USD
54704.55000000
0.001756377890
Long
EC
CORP
US
Y
1
N
N
Ardagh Group SA
6354006L1NWUUOPYX274
Ardagh Group SA, Class A
N/A
742.00000000
NS
USD
5754.21000000
0.000184748201
Long
EC
CORP
LU
N
3
N
N
InvenTrust Properties Corp.
5493006BQYSOBYVUFA03
InvenTrust Properties Corp.
46124J201
3592.00000000
NS
USD
91021.28000000
0.002922385135
Long
EC
CORP
US
N
1
N
N
N
White Mountains Insurance Group Ltd.
549300N3FL068JERBG02
White Mountains Insurance Group Ltd.
N/A
93.00000000
NS
USD
165367.02000000
0.005309375138
Long
EC
CORP
BM
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
13886.00000000
NS
USD
841769.32000000
0.027026362935
Long
EC
CORP
US
N
1
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBZ1
340000.00000000
PA
USD
334581.88000000
0.010742291392
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
1403.00000000
NS
USD
124993.27000000
0.004013110717
Long
EC
CORP
US
N
1
N
N
Apogee Enterprises, Inc.
549300579S7QW8V4IJ60
Apogee Enterprises, Inc.
037598109
952.00000000
NS
USD
58814.56000000
0.001888336396
Long
EC
CORP
US
N
1
N
N
N
Montauk Renewables, Inc.
N/A
Montauk Renewables, Inc.
61218C103
884.00000000
NS
USD
3182.40000000
0.000102176089
Long
EC
CORP
US
N
1
N
N
N
Stride, Inc.
254900BRWS3AFONWU277
Stride, Inc.
86333M108
1552.00000000
NS
USD
103596.00000000
0.003326116820
Long
EC
CORP
US
N
1
N
N
NV5 Global, Inc.
N/A
NV5 Global, Inc.
62945V109
652.00000000
NS
USD
60792.48000000
0.001951840711
Long
EC
CORP
US
N
1
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
631103108
14676.00000000
NS
USD
878358.60000000
0.028201120837
Long
EC
CORP
US
N
1
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Multifamily Structured Pass-Through Certificates, Series K122, Class X1
3137F82T9
4948060.89580000
PA
USD
218063.02000000
0.007001265288
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
0.96825240
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
723.00000000
NS
USD
2137477.20000000
0.068627156158
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
2572800.00000000
0.082603897418
Long
ABS-MBS
CORP
US
Y
2
2027-11-15
Floating
8.10997920
N
N
N
N
N
N
Guild Holdings Co.
N/A
Guild Holdings Co., Class A
40172N107
45.00000000
NS
USD
607.05000000
0.000019490320
Long
EC
CORP
US
N
1
N
N
N
Valvoline, Inc.
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047W101
4779.00000000
NS
USD
203203.08000000
0.006524162925
Long
EC
CORP
US
N
1
N
N
N
USCB Financial Holdings, Inc.
N/A
USCB Financial Holdings, Inc.
90355N101
53.00000000
NS
USD
590.42000000
0.000018956387
Long
EC
CORP
US
N
1
N
N
N
Inhibrx, Inc.
549300VBKG2LTV1TLY22
Inhibrx, Inc.
45720L107
650.00000000
NS
USD
22126.00000000
0.000710390949
Long
EC
CORP
US
N
1
N
N
N
Atlas Energy Solutions, Inc.
N/A
Atlas Energy Solutions, Inc., Class A
642045108
1409.00000000
NS
USD
31293.89000000
0.001004740857
Long
EC
CORP
US
N
1
N
N
N
Jackson Financial, Inc.
213800WXW2KG1N4CO374
Jackson Financial, Inc., Class A
46817M107
3265.00000000
NS
USD
223064.80000000
0.007161855510
Long
EC
CORP
US
N
1
N
N
N
Equitrans Midstream Corp.
549300RH0NLJNZ5SXU64
Equitrans Midstream Corp.
294600101
16555.00000000
NS
USD
223989.15000000
0.007191533259
Long
EC
CORP
US
N
1
N
N
N
Interpublic Group of Cos., Inc. (The)
5493008IUOJ5VWTRC333
Interpublic Group of Cos., Inc. (The)
460690100
15703.00000000
NS
USD
477999.32000000
0.015346939830
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
10524.00000000
NS
USD
1333706.52000000
0.042820800903
Long
EC
CORP
US
N
1
N
N
N
R1 RCM, Inc.
N/A
R1 RCM, Inc.
77634L105
7144.00000000
NS
USD
87799.76000000
0.002818953034
Long
EC
CORP
US
N
1
N
N
N
TKO Group Holdings, Inc.
N/A
TKO Group Holdings, Inc., Class A
87256C101
2036.00000000
NS
USD
192748.12000000
0.006188489556
Long
EC
CORP
US
N
1
N
N
N
Levi Strauss & Co.
MB0UERO0RDFKU8258G77
Levi Strauss & Co., Class A
52736R102
514.00000000
NS
USD
10907.08000000
0.000350189411
Long
EC
CORP
US
N
1
N
N
N
MaxCyte, Inc.
54930053YHXULRFCU991
MaxCyte, Inc.
57777K106
472.00000000
NS
USD
1713.36000000
0.000055010188
Long
EC
CORP
US
N
1
N
N
Adient plc
5493002QLDY8O75RTR78
Adient plc
N/A
4386.00000000
NS
USD
131009.82000000
0.004206281767
Long
EC
CORP
IE
N
1
N
N
Nature's Sunshine Products, Inc.
N/A
Nature's Sunshine Products, Inc.
639027101
413.00000000
NS
USD
8032.85000000
0.000257907617
Long
EC
CORP
US
N
1
N
N
N
Federal Signal Corp.
549300RTXZRPTNP6G884
Federal Signal Corp.
313855108
2638.00000000
NS
USD
214469.40000000
0.006885886317
Long
EC
CORP
US
N
1
N
N
N
Fresh Del Monte Produce, Inc.
529900I72V9F0FEZR228
Fresh Del Monte Produce, Inc.
N/A
1726.00000000
NS
USD
44133.82000000
0.001416987538
Long
EC
CORP
KY
N
1
N
N
N
Sensient Technologies Corp.
CMMZHMFZQG86EI7WZU92
Sensient Technologies Corp.
81725T100
1836.00000000
NS
USD
134431.92000000
0.004316153812
Long
EC
CORP
US
N
1
N
N
GoldenTree Loan Management US CLO 4 Ltd.
549300H67V5FL4RU1Z53
GoldenTree Loan Management US CLO 4 Ltd., Series 2019-4A, Class ARR
38137YBA8
990000.00000000
PA
USD
992029.50000000
0.031850708587
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-24
Floating
6.47294040
N
N
N
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448CAN4
153000.00000000
PA
USD
148852.38000000
0.004779145960
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
0.000000000321
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-20
Floating
6.83616960
N
N
N
N
N
N
Insperity, Inc.
5299000Q0KW7HY5DB751
Insperity, Inc.
45778Q107
1302.00000000
NS
USD
134014.86000000
0.004302763428
Long
EC
CORP
US
N
1
N
N
N
RCKT Mortgage Trust
N/A
RCKT Mortgage Trust, Series 2024-CES1, Class A1A
749424AA5
1083194.77000000
PA
USD
1077400.22000000
0.034591673372
Long
ABS-O
CORP
US
Y
2
2044-02-25
Variable
6.02499960
N
N
N
N
N
N
Seadrill Ltd.
213800EQ6L456U2JCO89
Seadrill Ltd.
N/A
1208.00000000
NS
USD
58648.40000000
0.001883001561
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
1314939.81000000
0.042218265382
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
4914.00000000
NS
USD
28108.08000000
0.000902455284
Long
EC
CORP
US
N
1
N
N
N
Shoe Carnival, Inc.
N/A
Shoe Carnival, Inc.
824889109
836.00000000
NS
USD
27955.84000000
0.000897567373
Long
EC
CORP
US
N
1
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902V107
17042.00000000
NS
USD
1554230.40000000
0.049901076075
Long
EC
CORP
US
N
1
N
N
N
Brown-Forman Corp.
549300873K3LXF7ARU34
Brown-Forman Corp., Class A
115637100
1501.00000000
NS
USD
73654.07000000
0.002364782821
Long
EC
CORP
US
N
1
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
Goldman Sachs Bank USA
38151LAF7
920000.00000000
PA
USD
913934.02000000
0.029343327128
Long
DBT
CORP
US
N
2
2027-03-18
Variable
5.28300000
N
N
N
N
N
N
GigaCloud Technology, Inc.
N/A
GigaCloud Technology, Inc., Class A
N/A
42.00000000
NS
USD
1335.18000000
0.000042868109
Long
EC
CORP
KY
N
1
N
N
SMC Corp.
353800O40V08DOZ70X62
SMC Corp.
N/A
1400.00000000
NS
736347.25000000
0.023641617188
Long
EC
CORP
JP
N
2
N
N
N
Darden Restaurants, Inc.
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc.
237194105
4867.00000000
NS
USD
746646.47000000
0.023972290273
Long
EC
CORP
US
N
1
N
N
GREYWOLF CLO VI Ltd.
5493006V5AX99BBCEZ73
GREYWOLF CLO VI Ltd., Series 2018-1A, Class A2
39809GAC9
1200000.00000000
PA
USD
1195251.60000000
0.038375482181
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-26
Floating
7.21445040
N
N
N
N
N
N
Global Ship Lease, Inc.
254900GLZ0J5N8UZM071
Global Ship Lease, Inc., Class A
N/A
167.00000000
NS
USD
3800.92000000
0.000122034672
Long
EC
CORP
MH
N
1
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172DF3
960000.00000000
PA
USD
945761.79000000
0.030365209065
Long
DBT
CORP
US
N
2
2027-02-12
Fixed
4.75000000
N
N
N
N
N
N
iHeartMedia, Inc.
N/A
iHeartMedia, Inc., Class A
45174J509
3416.00000000
NS
USD
7173.60000000
0.000230320008
Long
EC
CORP
US
N
1
N
N
N
Wolfspeed, Inc.
549300OGU88P3AW3TO93
Wolfspeed, Inc.
977852102
4780.00000000
NS
USD
129203.40000000
0.004148283737
Long
EC
CORP
US
N
1
N
N
National Vision Holdings, Inc.
549300JHURCBLI5ROA42
National Vision Holdings, Inc.
63845R107
3306.00000000
NS
USD
57590.52000000
0.001849036616
Long
EC
CORP
US
N
1
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAM5
750000.00000000
PA
USD
692141.22000000
0.022222311231
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
2145.00000000
NS
USD
3260.40000000
0.000104680405
Long
EC
CORP
US
N
1
N
N
Redwood Trust, Inc.
DRBV4N1ERQLEMIF11G78
Redwood Trust, Inc.
758075402
4965.00000000
NS
USD
27456.45000000
0.000881533651
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2X0
700000.00000000
PA
USD
686558.04000000
0.022043054224
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
16718.00000000
NS
USD
63862.76000000
0.002050417007
Long
EC
CORP
US
N
1
N
N
F&G Annuities & Life, Inc.
N/A
F&G Annuities & Life, Inc.
30190A104
840.00000000
NS
USD
31768.80000000
0.001019988610
Long
EC
CORP
US
N
1
N
N
UFP Technologies, Inc.
549300RJ8LY41HS70C91
UFP Technologies, Inc.
902673102
293.00000000
NS
USD
60340.42000000
0.001937326595
Long
EC
CORP
US
N
1
N
N
Herc Holdings, Inc.
549300TP80QLITMSBP82
Herc Holdings, Inc.
42704L104
1245.00000000
NS
USD
178072.35000000
0.005717300269
Long
EC
CORP
US
N
1
N
N
N
Urban One, Inc.
549300PLGIGPBRQUP240
Urban One, Inc., Class A
91705J105
45.00000000
NS
USD
89.55000000
0.000002875147
Long
EC
CORP
US
N
1
N
N
N
Ikena Oncology, Inc.
N/A
Ikena Oncology, Inc.
45175G108
1553.00000000
NS
USD
2049.96000000
0.000065817275
Long
EC
CORP
US
N
1
N
N
N
Pennant Group, Inc. (The)
5493007H2OYR6BYLDA64
Pennant Group, Inc. (The)
70805E109
1010.00000000
NS
USD
21119.10000000
0.000678062799
Long
EC
CORP
US
N
1
N
N
N
VOXX International Corp.
EC1QKSEOVR96PYJPNS25
VOXX International Corp., Class A
91829F104
971.00000000
NS
USD
5728.90000000
0.000183935582
Long
EC
CORP
US
N
1
N
N
N
Renovaro, Inc.
5493003O12Q6PNJ56V39
Renovaro, Inc.
29350E104
21905.00000000
NS
USD
34609.90000000
0.001111206712
Long
EC
CORP
US
N
1
N
N
N
Mission Produce, Inc.
54930016JOKVFT59L825
Mission Produce, Inc.
60510V108
1803.00000000
NS
USD
20464.05000000
0.000657031361
Long
EC
CORP
US
N
1
N
N
N
Arko Corp.
N/A
Arko Corp.
041242108
3718.00000000
NS
USD
15987.40000000
0.000513301286
Long
EC
CORP
US
N
1
N
N
N
Invesco Ltd.
ECPGFXU8A2SHKVVGJI15
Invesco Ltd.
N/A
17212.00000000
NS
USD
243894.04000000
0.007830611886
Long
EC
CORP
BM
N
1
N
N
N
Alexander's, Inc.
549300TZM28P04U5R635
Alexander's, Inc.
014752109
79.00000000
NS
USD
16713.24000000
0.000536605551
Long
EC
CORP
US
N
1
N
N
N
Nikola Corp.
6354007SKFUCHYZAKQ61
Nikola Corp.
654110105
17199.00000000
NS
USD
10673.70000000
0.000342696369
Long
EC
CORP
US
N
1
N
N
Rollins, Inc.
549300F2A0BXT4SGWD84
Rollins, Inc.
775711104
10076.00000000
NS
USD
448986.56000000
0.014415438333
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp.
549300MU9YQJYHDQEF63
Fortive Corp.
34959J108
14349.00000000
NS
USD
1080049.23000000
0.034676724114
Long
EC
CORP
US
N
1
N
N
N
Zillow Group, Inc.
2549002XEELQDIR6FU05
Zillow Group, Inc., Class C
98954M200
7249.00000000
NS
USD
308589.93000000
0.009907777877
Long
EC
CORP
US
N
1
N
N
Hoya Corp.
353800X4VR3BHEUCJB42
Hoya Corp.
N/A
12100.00000000
NS
1405873.02000000
0.045137822888
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
ETRS
N/A
9704.00000000
PA
USD
-17202.54000000
-0.00055231531
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
Juniper Networks, Inc.
Juniper Networks, Inc.
Y
2025-04-17
0.00000000
USD
0.00000000
USD
9704.00000000
USD
-17202.54000000
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp., Class B
35137L204
5230.00000000
NS
USD
149996.40000000
0.004815876569
Long
EC
CORP
US
N
1
N
N
N
Xencor, Inc.
549300V5IF65437JKG30
Xencor, Inc.
98401F105
2857.00000000
NS
USD
59825.58000000
0.001920796825
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2022-3
38381ETV0
191648.15640000
PA
USD
9218.45000000
0.000295973219
Long
ABS-MBS
USGA
US
N
2
2061-02-16
Variable
0.64011960
N
N
N
N
N
N
PennyMac Mortgage Investment Trust
549300BSSOQO1ZWDUJ97
PennyMac Mortgage Investment Trust
70931T103
3708.00000000
NS
USD
51355.80000000
0.001648860865
Long
EC
CORP
US
N
1
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034109
6353.00000000
NS
USD
564845.23000000
0.018135267971
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DBL8
640000.00000000
PA
USD
635161.60000000
0.020392888545
Long
DBT
CORP
US
N
2
2024-11-14
Fixed
4.55000000
N
N
N
N
N
N
Acacia Research Corp.
529900BCN7BE6ESPDZ72
Acacia Research Corp.
003881307
3026.00000000
NS
USD
14736.62000000
0.000473142975
Long
EC
CORP
US
N
1
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
17864.00000000
NS
USD
23228023.28000000
0.745773185737
Long
EC
CORP
US
N
1
N
N
N
Clearwater Analytics Holdings, Inc.
N/A
Clearwater Analytics Holdings, Inc., Class A
185123106
497.00000000
NS
USD
7842.66000000
0.000251801260
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
58155Q103
5401.00000000
NS
USD
2901471.21000000
0.093156417208
Long
EC
CORP
US
N
1
N
N
N
Datadog, Inc.
549300F6JNO0KRPO1K63
Datadog, Inc., Class A
23804L103
13590.00000000
NS
USD
1705545.00000000
0.054759275584
Long
EC
CORP
US
N
1
N
N
N
BJ's Restaurants, Inc.
5299000EOW66I1OJNQ23
BJ's Restaurants, Inc.
09180C106
1306.00000000
NS
USD
42562.54000000
0.001366539057
Long
EC
CORP
US
N
1
N
N
N
Kyowa Kirin Co. Ltd.
529900TBXKVTQGYA3582
Kyowa Kirin Co. Ltd.
N/A
122100.00000000
NS
2051150.73000000
0.065855505477
Long
EC
CORP
JP
N
2
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55607KHC3
12300000.00000000
PA
USD
12103855.96000000
0.388613835546
Long
STIV
CORP
AU
Y
2
2024-08-12
None
0.00000000
N
N
N
N
N
N
Olaplex Holdings, Inc.
N/A
Olaplex Holdings, Inc.
679369108
7496.00000000
NS
USD
10419.44000000
0.000334532941
Long
EC
CORP
US
N
1
N
N
Dynatrace, Inc.
N/A
Dynatrace, Inc.
268150109
8706.00000000
NS
USD
394468.86000000
0.012665059564
Long
EC
CORP
US
N
1
N
N
N
ADT, Inc.
N/A
ADT, Inc.
00090Q103
5215.00000000
NS
USD
33897.50000000
0.001088333960
Long
EC
CORP
US
N
1
N
N
N
Gap, Inc. (The)
T2ZG1WRWZ4BUCMQL9224
Gap, Inc. (The)
364760108
7896.00000000
NS
USD
162025.92000000
0.005202103729
Long
EC
CORP
US
N
1
N
N
Brookfield Infrastructure Corp.
N/A
Brookfield Infrastructure Corp., Class A
11275Q107
4123.00000000
NS
USD
125627.81000000
0.004033483648
Long
EC
CORP
CA
N
1
N
N
N
Teradata Corp.
549300JU9SOUHV4U4R71
Teradata Corp.
88076W103
3906.00000000
NS
USD
144912.60000000
0.004652652963
Long
EC
CORP
US
N
1
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081EX7
1020000.00000000
PA
USD
971999.65000000
0.031207617918
Long
DBT
CORP
US
N
2
2025-05-28
Fixed
0.80000000
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776696106
4289.00000000
NS
USD
2193651.94000000
0.070430736872
Long
EC
CORP
US
N
1
N
N
N
ANSYS, Inc.
549300VJV8H15Z5FJ571
ANSYS, Inc.
03662Q105
3534.00000000
NS
USD
1148125.92000000
0.036862436147
Long
EC
CORP
US
N
1
N
N
N
Sarepta Therapeutics, Inc.
549300IKDPIED8J8IG21
Sarepta Therapeutics, Inc.
803607100
3705.00000000
NS
USD
469275.30000000
0.015066841084
Long
EC
CORP
US
N
1
N
N
N
Arcutis Biotherapeutics, Inc.
N/A
Arcutis Biotherapeutics, Inc.
03969K108
3625.00000000
NS
USD
30160.00000000
0.000968335489
Long
EC
CORP
US
N
1
N
N
SKYX Platforms Corp.
N/A
SKYX Platforms Corp.
78471E105
4027.00000000
NS
USD
4147.81000000
0.000133172136
Long
EC
CORP
US
N
1
N
N
N
Kilroy Realty Corp.
549300CXXI18B214UN80
Kilroy Realty Corp.
49427F108
4530.00000000
NS
USD
153114.00000000
0.004915972150
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
2467380.00000000
0.079219218133
Long
ABS-CBDO
CORP
JE
Y
2
2035-01-20
Floating
7.52456160
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJM3
720000.00000000
PA
USD
721424.33000000
0.023162492751
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
67600.00000000
NS
2588321.66000000
0.083102245370
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
ETRSI
N/A
204924018.42000000
PA
USD
2516073.98000000
0.080782616970
N/A
DE
US
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Vanguard Russell 3000 ETF
Vanguard Russell 3000 ETF
Y
2024-07-23
0.00000000
USD
0.00000000
USD
204924018.42000000
USD
2516073.98000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJK8
270000.00000000
PA
USD
267953.91000000
0.008603092853
Long
DBT
UST
US
N
2
2026-11-15
Fixed
4.62500000
N
N
N
N
N
N
Amdocs Ltd.
549300HQV672RJ7RQV66
Amdocs Ltd.
N/A
4730.00000000
NS
USD
397272.70000000
0.012755081373
Long
EC
CORP
GG
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179V7D6
402040.31640000
PA
USD
316659.01000000
0.010166848716
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
10229.56000000
0.000328436537
Long
EC
CORP
US
N
1
N
N
N
Allovir, Inc.
N/A
Allovir, Inc.
019818103
1078.00000000
NS
USD
856.37000000
0.000027495141
Long
EC
CORP
US
N
1
N
N
N
2U, Inc.
5493008RVTXVR43PYF84
2U, Inc.
90214J101
4195.00000000
NS
USD
1040.36000000
0.000033402437
Long
EC
CORP
US
N
1
N
N
N
Byrna Technologies, Inc.
N/A
Byrna Technologies, Inc.
12448X201
5024.00000000
NS
USD
62197.12000000
0.001996938945
Long
EC
CORP
US
N
1
N
N
Unisys Corp.
549300T21W22FIJJOW08
Unisys Corp.
909214306
2465.00000000
NS
USD
13384.95000000
0.000429745427
Long
EC
CORP
US
N
1
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH
05674XAA9
1030000.00000000
PA
USD
1026011.74000000
0.032941763262
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
3087.00000000
NS
USD
112521.15000000
0.003612673170
Long
EC
CORP
US
N
1
N
N
N
CNO Financial Group, Inc.
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621E103
5511.00000000
NS
USD
145104.63000000
0.004658818396
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
13525.00000000
PA
USD
-9912.96000000
-0.00031827158
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
SP Plus Corp.
SP Plus Corp.
Y
2025-04-17
0.00000000
USD
0.00000000
USD
13525.00000000
USD
-9912.96000000
N
N
N
SoFi Technologies, Inc.
549300SW81JCMVZDDY09
SoFi Technologies, Inc.
83406F102
38588.00000000
NS
USD
261626.64000000
0.008399945636
Long
EC
CORP
US
N
1
N
N
Atlanticus Holdings Corp.
N/A
Atlanticus Holdings Corp.
04914Y102
178.00000000
NS
USD
4708.10000000
0.000151161151
Long
EC
CORP
US
N
1
N
N
N
Net Power, Inc.
N/A
Net Power, Inc.
64107A105
131.00000000
NS
USD
1427.90000000
0.000045845034
Long
EC
CORP
US
N
1
N
N
Deciphera Pharmaceuticals, Inc.
529900QR4WAPYY0CBF25
Deciphera Pharmaceuticals, Inc.
24344T101
2427.00000000
NS
USD
61330.29000000
0.001969107969
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DP2K3
90863.05000000
PA
USD
90383.10000000
0.002901895336
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
6.00000000
N
N
N
N
N
N
Bioventus, Inc.
N/A
Bioventus, Inc., Class A
09075A108
12313.00000000
NS
USD
48759.48000000
0.001565501820
Long
EC
CORP
US
N
1
N
N
Littelfuse, Inc.
549300MY7HLQFYTPCX75
Littelfuse, Inc.
537008104
1123.00000000
NS
USD
259008.72000000
0.008315893088
Long
EC
CORP
US
N
1
N
N
N
Alcon, Inc.
549300LDT5AP8S0NBM78
Alcon, Inc.
N/A
966.00000000
NS
USD
74942.28000000
0.002406142883
Long
EC
CORP
CH
N
1
N
N
N
Genelux Corp.
N/A
Genelux Corp.
36870H103
283.00000000
NS
USD
880.13000000
0.000028257994
Long
EC
CORP
US
N
1
N
N
Whirlpool Corp.
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320106
1901.00000000
NS
USD
180328.86000000
0.005789749165
Long
EC
CORP
US
N
1
N
N
N
MEGlobal BV
549300WBVLU2FILR7W19
MEGlobal BV
29441WAD7
780000.00000000
PA
USD
685440.60000000
0.022007177009
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
2738.00000000
NS
USD
42849.70000000
0.001375758793
Long
EC
CORP
US
N
1
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAP8
1420000.00000000
PA
USD
1380515.69000000
0.044323684873
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
8998830.28140000
PA
USD
593633.94000000
0.019059575981
Long
ABS-MBS
USGA
US
N
2
2062-06-16
Variable
0.93548160
N
N
N
N
N
N
Alaska Air Group, Inc.
529900G48RT4KWLC6C27
Alaska Air Group, Inc.
011659109
4909.00000000
NS
USD
211185.18000000
0.006780441132
Long
EC
CORP
US
N
1
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
70070.00000000
NS
USD
7425317.90000000
0.238401818297
Long
EC
CORP
US
N
1
N
N
N
Westrock Co.
5493004Z9TCQW68YVL89
Westrock Co.
96145D105
10141.00000000
NS
USD
486362.36000000
0.015615448730
Long
EC
CORP
US
N
1
N
N
N
Global Water Resources, Inc.
N/A
Global Water Resources, Inc.
379463102
434.00000000
NS
USD
5312.16000000
0.000170555472
Long
EC
CORP
US
N
1
N
N
N
Magnolia Oil & Gas Corp.
N/A
Magnolia Oil & Gas Corp., Class A
559663109
8045.00000000
NS
USD
201688.15000000
0.006475523652
Long
EC
CORP
US
N
1
N
N
Selectquote, Inc.
549300BV28BWDIN9SP24
Selectquote, Inc.
816307300
10258.00000000
NS
USD
15489.58000000
0.000497317971
Long
EC
CORP
US
N
1
N
N
N
Summit Therapeutics, Inc.
N/A
Summit Therapeutics, Inc.
86627T108
8272.00000000
NS
USD
32508.96000000
0.001043752641
Long
EC
CORP
US
N
1
N
N
International Paper Co.
824LMFJDH41EY779Q875
International Paper Co.
460146103
13978.00000000
NS
USD
488391.32000000
0.015680591766
Long
EC
CORP
US
N
1
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc., Class A
30303M102
89738.00000000
NS
USD
38602595.46000000
1.239398645632
Long
EC
CORP
US
N
1
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CS6
200000.00000000
PA
USD
199374.06000000
0.006401226057
Long
DBT
CORP
GB
N
2
2025-05-24
Variable
0.97600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XPG52
198534.74000000
PA
USD
159883.18000000
0.005133307602
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
2.00000000
N
N
N
N
N
N
Five Below, Inc.
529900AAXP5Z6BGI7418
Five Below, Inc.
33829M101
2359.00000000
NS
USD
345216.06000000
0.011083718908
Long
EC
CORP
US
N
1
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
N/A
53599.00000000
NS
USD
4300783.76000000
0.138083605617
Long
EC
CORP
IE
N
1
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAK8
310000.00000000
PA
USD
314184.34000000
0.010087395441
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BC7
610000.00000000
PA
USD
600323.90000000
0.019274367946
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
1361835.83000000
0.043723937812
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
9053.00000000
NS
USD
223609.10000000
0.007179331140
Long
EC
CORP
US
N
1
N
N
N
United Airlines Holdings, Inc.
98450079DA0B78DD6764
United Airlines Holdings, Inc.
910047109
12985.00000000
NS
USD
668208.10000000
0.021453899777
Long
EC
CORP
US
N
1
N
N
N
Air Products & Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products & Chemicals, Inc.
009158106
8888.00000000
NS
USD
2100589.92000000
0.067442830484
Long
EC
CORP
US
N
1
N
N
N
American Woodmark Corp.
5299007PFSDWMA74RB56
American Woodmark Corp.
030506109
627.00000000
NS
USD
57734.16000000
0.001853648410
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
33.00000000
NC
USD
2475.00000000
0.000079463870
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
96.00000000
USD
2024-09-13
XXXX
-44412.06000000
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
15551.00000000
NS
USD
2230479.93000000
0.071613158944
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp.
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160K105
18306.00000000
NS
USD
13233407.40000000
0.424879908027
Long
EC
CORP
US
N
1
N
N
N
Hanmi Financial Corp.
549300MSZ7RCG7EA6587
Hanmi Financial Corp.
410495204
959.00000000
NS
USD
14672.70000000
0.000471090720
Long
EC
CORP
US
N
1
N
N
N
Nuvation Bio, Inc.
N/A
Nuvation Bio, Inc.
67080N101
9946.00000000
NS
USD
29738.54000000
0.000954803835
Long
EC
CORP
US
N
1
N
N
N
BWX Technologies, Inc.
549300NP85N265KWMS58
BWX Technologies, Inc.
05605H100
3568.00000000
NS
USD
341707.36000000
0.010971066430
Long
EC
CORP
US
N
1
N
N
N
Atea Pharmaceuticals, Inc.
N/A
Atea Pharmaceuticals, Inc.
04683R106
2163.00000000
NS
USD
8003.10000000
0.000256952445
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QMK37
667657.60200000
PA
USD
560287.28000000
0.017988927628
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
2.50000000
N
N
N
N
N
N
Graphic Packaging Holding Co.
N/A
Graphic Packaging Holding Co.
388689101
12086.00000000
NS
USD
312423.10000000
0.010030847988
Long
EC
CORP
US
N
1
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448C104
33679.00000000
NS
USD
2070921.71000000
0.066490284707
Long
EC
CORP
US
N
1
N
N
N
elf Beauty, Inc.
549300U2K9TCON25C029
elf Beauty, Inc.
26856L103
2143.00000000
NS
USD
348301.79000000
0.011182791251
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
789974.76000000
PA
USD
725689.14000000
0.023299421361
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
9148.00000000
NS
USD
36134.60000000
0.001160159667
Long
EC
CORP
LU
N
1
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBE2
640000.00000000
PA
USD
630945.08000000
0.020257510364
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
214.00000000
NS
USD
385.20000000
0.000012367467
Long
EC
CORP
KY
N
1
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJS9
1220000.00000000
PA
USD
1119273.99000000
0.035936098357
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
1335.00000000
NS
USD
49301.55000000
0.001582905853
Long
EC
CORP
US
N
1
N
N
N
MasterCraft Boat Holdings, Inc.
549300IXWX41555YJ117
MasterCraft Boat Holdings, Inc.
57637H103
756.00000000
NS
USD
15293.88000000
0.000491034707
Long
EC
CORP
US
N
1
N
N
N
Evolus, Inc.
549300VYQRYBQOT8V419
Evolus, Inc.
30052C107
981.00000000
NS
USD
11546.37000000
0.000370714848
Long
EC
CORP
US
N
1
N
N
N
Duckhorn Portfolio, Inc. (The)
2549003BCT5CJSKJ9X51
Duckhorn Portfolio, Inc. (The)
26414D106
2704.00000000
NS
USD
22902.88000000
0.000735333935
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAF8
730000.00000000
PA
USD
719430.04000000
0.023098462851
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.30000000
N
N
N
N
N
N
CG oncology, Inc.
N/A
CG oncology, Inc.
156944100
908.00000000
NS
USD
36492.52000000
0.001171651266
Long
EC
CORP
US
N
1
N
N
EVgo, Inc.
N/A
EVgo, Inc., Class A
30052F100
3877.00000000
NS
USD
7017.37000000
0.000225303992
Long
EC
CORP
US
N
1
N
N
TFS Financial Corp.
N/A
TFS Financial Corp.
87240R107
2510.00000000
NS
USD
30145.10000000
0.000967857100
Long
EC
CORP
US
N
1
N
N
Conn's, Inc.
529900K9HOACKOJJT953
Conn's, Inc.
208242107
64.00000000
NS
USD
225.92000000
0.000007253526
Long
EC
CORP
US
N
1
N
N
N
Generac Holdings, Inc.
529900S2H2AHJHSFFI84
Generac Holdings, Inc.
368736104
2540.00000000
NS
USD
345338.40000000
0.011087646831
Long
EC
CORP
US
N
1
N
N
N
Peabody Energy Corp.
EJCO258LNNVSKAR2JX59
Peabody Energy Corp.
704551100
4640.00000000
NS
USD
101801.60000000
0.003268504712
Long
EC
CORP
US
N
1
N
N
Fidelity Investments Money Market Government Portfolio
549300FQDFZGLUOCWN51
Fidelity Investments Money Market Government Portfolio - Institutional Class
N/A
320327454.73000000
NS
USD
320327454.73000000
10.28463005713
Long
STIV
RF
US
N
1
N
N
N
Couchbase, Inc.
5493004VX52ODFMQLF07
Couchbase, Inc.
22207T101
1354.00000000
NS
USD
32685.56000000
0.001049422669
Long
EC
CORP
US
N
1
N
N
N
Universal Technical Institute, Inc.
2549003YOJGAZ0PVFV48
Universal Technical Institute, Inc.
913915104
269.00000000
NS
USD
4094.18000000
0.000131450258
Long
EC
CORP
US
N
1
N
N
N
Brightsphere Investment Group, Inc.
5493004FTLQNQTBOP608
Brightsphere Investment Group, Inc.
10948W103
2738.00000000
NS
USD
60893.12000000
0.001955071920
Long
EC
CORP
US
N
1
N
N
N
Iovance Biotherapeutics, Inc.
2549002L8WT2ACU5Q878
Iovance Biotherapeutics, Inc.
462260100
9159.00000000
NS
USD
107893.02000000
0.003464079585
Long
EC
CORP
US
N
1
N
N
Sangamo Therapeutics, Inc.
2549006WMRKRC4G32Z67
Sangamo Therapeutics, Inc.
800677106
4715.00000000
NS
USD
2427.76000000
0.000077947154
Long
EC
CORP
US
N
1
N
N
N
European Wax Center, Inc.
N/A
European Wax Center, Inc., Class A
29882P106
1299.00000000
NS
USD
15276.24000000
0.000490468346
Long
EC
CORP
US
N
1
N
N
FB Financial Corp.
5493000B2LD2C2A6C435
FB Financial Corp.
30257X104
2789.00000000
NS
USD
102216.85000000
0.003281836983
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
0.05000000
0.000000001605
Long
ABS-O
CORP
US
Y
2
2048-07-20
Fixed
1.93000000
N
N
N
N
N
N
N/A
N/A
3 Month SOFR
N/A
-52.00000000
NC
USD
-38675.00000000
-0.00124172331
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Put
Written
3 Month SOFR
3 Month SOFR
250000.00000000
95.00000000
USD
2024-12-13
XXXX
-17334.20000000
N
N
N
WEX, Inc.
T9M5IGROL1TL1G5OV478
WEX, Inc.
96208T104
1793.00000000
NS
USD
378789.18000000
0.012161638125
Long
EC
CORP
US
N
1
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
05526LGW1
7300000.00000000
PA
USD
7199813.71000000
0.231161642232
Long
STIV
CORP
DE
Y
2
2024-07-30
Fixed
0.00000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
37790AE82
900000.00000000
PA
USD
898893.65000000
0.028860431768
Long
STIV
CORP
US
Y
2
2024-05-08
Fixed
0.00000000
N
N
N
N
N
N
HubSpot, Inc.
529900BLNVEW0MVKJB37
HubSpot, Inc.
443573100
1928.00000000
NS
USD
1166189.36000000
0.037442392049
Long
EC
CORP
US
N
1
N
N
N
Concentrix Corp.
5493000EAJN1KMPVA737
Concentrix Corp.
20602D101
1590.00000000
NS
USD
86925.30000000
0.002790877085
Long
EC
CORP
US
N
1
N
N
N
KKR Real Estate Finance Trust, Inc.
549300K23AYZDZ2REL62
KKR Real Estate Finance Trust, Inc.
48251K100
1036.00000000
NS
USD
9748.76000000
0.000312999677
Long
EC
CORP
US
N
1
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC, Series 2024-A, Class A4
55318CAD6
860000.00000000
PA
USD
843790.12000000
0.027091243981
Long
ABS-O
CORP
US
Y
2
2049-07-13
Fixed
5.10000000
N
N
N
N
N
N
DoubleVerify Holdings, Inc.
N/A
DoubleVerify Holdings, Inc.
25862V105
5250.00000000
NS
USD
153825.00000000
0.004938799953
Long
EC
CORP
US
N
1
N
N
N
Biomea Fusion, Inc.
N/A
Biomea Fusion, Inc.
09077A106
1470.00000000
NS
USD
15787.80000000
0.000506892806
Long
EC
CORP
US
N
1
N
N
SkyWater Technology, Inc.
N/A
SkyWater Technology, Inc.
83089J108
80.00000000
NS
USD
820.80000000
0.000026353109
Long
EC
CORP
US
N
1
N
N
N
SP Plus Corp.
0IDE18EMH1CUKQCUYE69
SP Plus Corp.
78469C103
882.00000000
NS
USD
45034.92000000
0.001445918809
Long
EC
CORP
US
N
1
N
N
N
DMC Global, Inc.
549300CBDXD1Z5MRNG02
DMC Global, Inc.
23291C103
595.00000000
NS
USD
9430.75000000
0.000302789453
Long
EC
CORP
US
N
1
N
N
Paragon 28, Inc.
254900GM24PT1FMTRP66
Paragon 28, Inc.
69913P105
661.00000000
NS
USD
6094.42000000
0.000195671192
Long
EC
CORP
US
N
1
N
N
Cava Group, Inc.
N/A
Cava Group, Inc.
148929102
910.00000000
NS
USD
65465.40000000
0.002101872351
Long
EC
CORP
US
N
1
N
N
N/A
N/A
3 Month SOFR
N/A
12.00000000
NC
USD
1425.00000000
0.000045751925
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
95.37500000
USD
2024-09-13
XXXX
-47511.84000000
N
N
N
Annexon, Inc.
N/A
Annexon, Inc.
03589W102
3354.00000000
NS
USD
15260.70000000
0.000489969409
Long
EC
CORP
US
N
1
N
N
N
IDT Corp.
549300JNTN7ZMJDFCL56
IDT Corp., Class B
448947507
307.00000000
NS
USD
10910.78000000
0.000350308205
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457CK2
1620000.00000000
PA
USD
1581623.14000000
0.050780564214
Long
DBT
CORP
US
N
2
2029-02-09
Fixed
4.50000000
N
N
N
N
N
Neogen Corp.
549300HJT9FC36N4UW43
Neogen Corp.
640491106
7802.00000000
NS
USD
96198.66000000
0.003088613278
Long
EC
CORP
US
N
1
N
N
Cargo Therapeutics, Inc.
N/A
Cargo Therapeutics, Inc.
14179K101
1303.00000000
NS
USD
24887.30000000
0.000799046943
Long
EC
CORP
US
N
1
N
N
N
AAR Corp.
MP76T5YQX3YK5VVAQ802
AAR Corp.
000361105
1797.00000000
NS
USD
124244.58000000
0.003989072816
Long
EC
CORP
US
N
1
N
N
N
Keysight Technologies, Inc.
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338L103
6914.00000000
NS
USD
1022857.16000000
0.032840480378
Long
EC
CORP
US
N
1
N
N
N
VF Corp.
CWAJJ9DJ5Z7P057HV541
VF Corp.
918204108
13998.00000000
NS
USD
174415.08000000
0.005599877711
Long
EC
CORP
US
N
1
N
N
N
Immersion Corp.
529900AKNC1UAMQ2YB35
Immersion Corp.
452521107
151.00000000
NS
USD
1097.77000000
0.000035245678
Long
EC
CORP
US
N
1
N
N
N
Aon plc
635400FALWQYX5E6QC64
Aon plc, Class A
N/A
8694.00000000
NS
USD
2451794.94000000
0.078718834622
Long
EC
CORP
IE
N
1
N
N
N
Health Catalyst, Inc.
549300223PL6GWKVJG92
Health Catalyst, Inc.
42225T107
3528.00000000
NS
USD
21944.16000000
0.000704552682
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
62580.00000000
NS
USD
5941345.20000000
0.190756479101
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DQB70
286424.30000000
PA
USD
279448.46000000
0.008972143938
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
1188.00000000
NS
USD
1793.88000000
0.000057595413
Long
EC
CORP
US
N
1
N
N
KNOT Offshore Partners LP
549300RM8O2QLS7ZQN07
KNOT Offshore Partners LP
N/A
124.00000000
NS
USD
652.24000000
0.000020941218
Long
EC
CORP
MH
N
1
N
N
N
Avis Budget Group, Inc.
529900E95812SYWMCE44
Avis Budget Group, Inc.
053774105
717.00000000
NS
USD
68437.65000000
0.002197301236
Long
EC
CORP
US
N
1
N
N
Willis Towers Watson plc
549300WHC56FF48KL350
Willis Towers Watson plc
N/A
4189.00000000
NS
USD
1052025.46000000
0.033776975738
Long
EC
CORP
IE
N
1
N
N
N
LivaNova plc
2138001K2FX6SHK2B339
LivaNova plc
N/A
2278.00000000
NS
USD
126998.50000000
0.004077491863
Long
EC
CORP
GB
N
1
N
N
N
Sky Harbour Group Corp.
N/A
Sky Harbour Group Corp.
83085C107
44.00000000
NS
USD
405.68000000
0.000013025011
Long
EC
CORP
US
N
1
N
N
N
Syndax Pharmaceuticals, Inc.
529900OF94TRHKZVBS87
Syndax Pharmaceuticals, Inc.
87164F105
3726.00000000
NS
USD
78730.38000000
0.002527765948
Long
EC
CORP
US
N
1
N
N
N
Everbridge, Inc.
549300WCY0UMR64ATW81
Everbridge, Inc.
29978A104
1990.00000000
NS
USD
69152.50000000
0.002220252649
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ACCK4
91806.10000000
PA
USD
88586.22000000
0.002844203602
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
3127.00000000
NS
USD
689378.42000000
0.022133607077
Long
EC
CORP
US
N
1
N
N
N
Pactiv Evergreen, Inc.
894500GNKGJRUSH1F791
Pactiv Evergreen, Inc.
69526K105
2124.00000000
NS
USD
32369.76000000
0.001039283401
Long
EC
CORP
US
N
1
N
N
N
Black Diamond Therapeutics, Inc.
N/A
Black Diamond Therapeutics, Inc.
09203E105
8905.00000000
NS
USD
49600.85000000
0.001592515362
Long
EC
CORP
US
N
1
N
N
N
Karyopharm Therapeutics, Inc.
549300J1VANRCNTYST87
Karyopharm Therapeutics, Inc.
48576U106
3463.00000000
NS
USD
3566.89000000
0.000114520761
Long
EC
CORP
US
N
1
N
N
Mesa Laboratories, Inc.
549300ZCG738WLX8ZW79
Mesa Laboratories, Inc.
59064R109
112.00000000
NS
USD
11880.96000000
0.000381457400
Long
EC
CORP
US
N
1
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658300
39604.00000000
NS
USD
586931.28000000
0.018844376261
Long
EC
CORP
PA
N
1
N
N
N
Okta, Inc.
549300N8J06I8MRHU620
Okta, Inc., Class A
679295105
6121.00000000
NS
USD
569130.58000000
0.018272856051
Long
EC
CORP
US
N
1
N
N
N
Hawaiian Electric Industries, Inc.
JJ8FWOCWCV22X7GUPJ23
Hawaiian Electric Industries, Inc.
419870100
2429.00000000
NS
USD
23925.65000000
0.000768171617
Long
EC
CORP
US
N
1
N
N
N
Sonoco Products Co.
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495102
3774.00000000
NS
USD
211532.70000000
0.006791598822
Long
EC
CORP
US
N
1
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2021-AFC1, Class A3
12657LAC8
289630.25000000
PA
USD
231816.55000000
0.007442844572
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
1393.00000000
NS
USD
242200.91000000
0.007776251214
Long
EC
CORP
US
N
1
N
N
N
Life Time Group Holdings, Inc.
N/A
Life Time Group Holdings, Inc.
53190C102
1991.00000000
NS
USD
27197.06000000
0.000873205517
Long
EC
CORP
US
N
1
N
N
N
Chemed Corp.
54930020031IDJT2IM79
Chemed Corp.
16359R103
558.00000000
NS
USD
316944.00000000
0.010175998780
Long
EC
CORP
US
N
1
N
N
N
ConnectOne Bancorp, Inc.
549300E2M5ZYAZKUK134
ConnectOne Bancorp, Inc.
20786W107
1383.00000000
NS
USD
24769.53000000
0.000795265747
Long
EC
CORP
US
N
1
N
N
N
Robert Half, Inc.
529900VPCUY9H3HLIC08
Robert Half, Inc.
770323103
4468.00000000
NS
USD
308917.52000000
0.009918295682
Long
EC
CORP
US
N
1
N
N
N
Alnylam Pharmaceuticals, Inc.
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals, Inc.
02043Q107
5241.00000000
NS
USD
754441.95000000
0.024222576743
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
15044.00000000
PA
USD
-52672.60000000
-0.00169113885
N/A
DE
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
EQT Corp.
EQT Corp.
Y
2025-04-15
0.00000000
USD
0.00000000
USD
15044.00000000
USD
-52672.60000000
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109104
31877.00000000
NS
USD
1706694.58000000
0.054796184706
Long
EC
CORP
US
N
1
N
N
N
Associated Banc-Corp.
549300N3CIN473IW5094
Associated Banc-Corp.
045487105
8857.00000000
NS
USD
186616.99000000
0.005991639730
Long
EC
CORP
US
N
1
N
N
N
Grocery Outlet Holding Corp.
N/A
Grocery Outlet Holding Corp.
39874R101
4489.00000000
NS
USD
116579.33000000
0.003742967590
Long
EC
CORP
US
N
1
N
N
N
Four Corners Property Trust, Inc.
549300SVTPZPBDVNER42
Four Corners Property Trust, Inc.
35086T109
4026.00000000
NS
USD
94409.70000000
0.003031175829
Long
EC
CORP
US
N
1
N
N
N
First Community Corp.
549300TC167ECI9SMC70
First Community Corp.
319835104
489.00000000
NS
USD
8083.17000000
0.000259523221
Long
EC
CORP
US
N
1
N
N
N
Clean Harbors, Inc.
5493000SJVZVZJKHJF48
Clean Harbors, Inc.
184496107
2138.00000000
NS
USD
405044.10000000
0.013004594716
Long
EC
CORP
US
N
1
N
N
N
Metallus, Inc.
549300QZTZWHDE9HJL14
Metallus, Inc.
887399103
2337.00000000
NS
USD
48048.72000000
0.001542681723
Long
EC
CORP
US
N
1
N
N
Clipper Realty, Inc.
N/A
Clipper Realty, Inc.
18885T306
525.00000000
NS
USD
2205.00000000
0.000070795084
Long
EC
CORP
US
N
1
N
N
N
Whitestone REIT
N/A
Whitestone REIT
966084204
1560.00000000
NS
USD
17940.00000000
0.000575992661
Long
EC
CORP
US
N
1
N
N
N
Gogo, Inc.
549300VL3DIHSFHYTO04
Gogo, Inc.
38046C109
3065.00000000
NS
USD
27768.90000000
0.000891565363
Long
EC
CORP
US
N
1
N
N
N
Markel Group, Inc.
549300SCNO12JLWIK605
Markel Group, Inc.
570535104
534.00000000
NS
USD
778785.60000000
0.025004168926
Long
EC
CORP
US
N
1
N
N
N
Janus International Group, Inc.
N/A
Janus International Group, Inc.
47103N106
3266.00000000
NS
USD
47063.06000000
0.001511035517
Long
EC
CORP
US
N
1
N
N
Farmland Partners, Inc.
549300LB188CHPZ4IL37
Farmland Partners, Inc.
31154R109
2746.00000000
NS
USD
29546.96000000
0.000948652850
Long
EC
CORP
US
N
1
N
N
N
Peloton Interactive, Inc.
5493002YS021166W0339
Peloton Interactive, Inc., Class A
70614W100
14031.00000000
NS
USD
43636.41000000
0.001401017387
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp.
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp.
565849106
23672.00000000
NS
USD
635593.20000000
0.020406745760
Long
EC
CORP
US
N
1
N
N
N
Vaxcyte, Inc.
254900M7NMHTGASX8D95
Vaxcyte, Inc.
92243G108
4212.00000000
NS
USD
255036.60000000
0.008188361763
Long
EC
CORP
US
N
1
N
N
N
Super Micro Computer, Inc.
54930022CZO1N2UGVW07
Super Micro Computer, Inc.
86800U104
2031.00000000
NS
USD
1744222.80000000
0.056001088793
Long
EC
CORP
US
N
1
N
N
Coeur Mining, Inc.
5493003AVK173D48DR70
Coeur Mining, Inc.
192108504
2822.00000000
NS
USD
12755.44000000
0.000409533993
Long
EC
CORP
US
N
1
N
N
N
Signet Jewelers Ltd.
549300N3XPGE91WV7M22
Signet Jewelers Ltd.
N/A
1711.00000000
NS
USD
167729.33000000
0.005385220914
Long
EC
CORP
BM
N
1
N
N
Entravision Communications Corp.
549300SKHY2ALCLKV539
Entravision Communications Corp., Class A
29382R107
2392.00000000
NS
USD
4999.28000000
0.000160509955
Long
EC
CORP
US
N
1
N
N
Murphy Oil Corp.
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp.
626717102
6885.00000000
NS
USD
307346.40000000
0.009867852338
Long
EC
CORP
US
N
1
N
N
Palantir Technologies, Inc.
549300UVN46B3BBDHO85
Palantir Technologies, Inc., Class A
69608A108
90785.00000000
NS
USD
1994546.45000000
0.064038133688
Long
EC
CORP
US
N
1
N
N
Clear Secure, Inc.
N/A
Clear Secure, Inc., Class A
18467V109
3779.00000000
NS
USD
66019.13000000
0.002119650747
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XLD6
0.00200000
PA
USD
0.00000000
0.000000
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
386328.14000000
0.012403688606
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2048-02-15
136100.19000000
USD
0.00000000
USD
3058000.00000000
USD
386328.14000000
N
N
N
Marriott Vacations Worldwide Corp.
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corp.
57164Y107
1162.00000000
NS
USD
111679.82000000
0.003585660912
Long
EC
CORP
US
N
1
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271V100
38013.00000000
NS
USD
1281038.10000000
0.041129796253
Long
EC
CORP
US
N
1
N
N
N
Franklin Street Properties Corp.
549300STLK2T6QY5WO82
Franklin Street Properties Corp.
35471R106
12594.00000000
NS
USD
23424.84000000
0.000752092304
Long
EC
CORP
US
N
1
N
N
N
Sleep Number Corp.
529900W0TZQLBT2DSS66
Sleep Number Corp.
83125X103
684.00000000
NS
USD
9104.04000000
0.000292299901
Long
EC
CORP
US
N
1
N
N
N
Genesco, Inc.
549300VY2Q511P1K5P56
Genesco, Inc.
371532102
465.00000000
NS
USD
11769.15000000
0.000377867560
Long
EC
CORP
US
N
1
N
N
N
Paysafe Ltd.
N/A
Paysafe Ltd.
N/A
2420.00000000
NS
USD
34412.40000000
0.001104865655
Long
EC
CORP
BM
N
1
N
N
Domo, Inc.
549300X57AGT5JULJ761
Domo, Inc., Class B
257554105
941.00000000
NS
USD
7085.73000000
0.000227498800
Long
EC
CORP
US
N
1
N
N
Procore Technologies, Inc.
5493005PTWY0RHYRAH22
Procore Technologies, Inc.
74275K108
3184.00000000
NS
USD
217849.28000000
0.006994402821
Long
EC
CORP
US
N
1
N
N
N
Keros Therapeutics, Inc.
N/A
Keros Therapeutics, Inc.
492327101
703.00000000
NS
USD
39642.17000000
0.001272775864
Long
EC
CORP
US
N
1
N
N
N/A
N/A
3 Month SOFR
N/A
9.00000000
NC
USD
2475.00000000
0.000079463870
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
97.50000000
USD
2025-12-12
XXXX
-8345.88000000
N
N
N
Rumble, Inc.
N/A
Rumble, Inc.
78137L105
374.00000000
NS
USD
2640.44000000
0.000084775588
Long
EC
CORP
US
N
1
N
N
Invitation Homes, Inc.
N/A
Invitation Homes, Inc.
46187W107
24739.00000000
NS
USD
846073.80000000
0.027164565214
Long
EC
CORP
US
N
1
N
N
N
Hain Celestial Group, Inc. (The)
5493000S8QXWHLIXDP75
Hain Celestial Group, Inc. (The)
405217100
3313.00000000
NS
USD
20341.82000000
0.000653106970
Long
EC
CORP
US
N
1
N
N
Arch Capital Group Ltd.
549300AYR4P8AFKDCE43
Arch Capital Group Ltd.
N/A
14525.00000000
NS
USD
1358668.50000000
0.043622245569
Long
EC
CORP
BM
N
1
N
N
N
Ichor Holdings Ltd.
529900PS8R2JVLJ2H892
Ichor Holdings Ltd.
N/A
1233.00000000
NS
USD
47815.74000000
0.001535201524
Long
EC
CORP
KY
N
1
N
N
N
SkyWest, Inc.
529900UYS2KGS6Z42P09
SkyWest, Inc.
830879102
1787.00000000
NS
USD
130504.61000000
0.004190061185
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp., Class A
20030N101
158768.00000000
NS
USD
6050648.48000000
0.194265837360
Long
EC
CORP
US
N
1
N
N
N
First Merchants Corp.
TZTBT0OTGQ2FEK6XMX94
First Merchants Corp.
320817109
3920.00000000
NS
USD
131006.40000000
0.004206171963
Long
EC
CORP
US
N
1
N
N
N
Ponce Financial Group, Inc.
N/A
Ponce Financial Group, Inc.
732344106
1356.00000000
NS
USD
10902.24000000
0.000350034015
Long
EC
CORP
US
N
1
N
N
N
AdvanSix, Inc.
5493009TPRODMCAZLF67
AdvanSix, Inc.
00773T101
1313.00000000
NS
USD
33166.38000000
0.001064860172
Long
EC
CORP
US
N
1
N
N
N
CoreCard Corp.
N/A
CoreCard Corp.
45816D100
512.00000000
NS
USD
6133.76000000
0.000196934266
Long
EC
CORP
US
N
1
N
N
GoDaddy, Inc.
549300J8H1TB0I2CB447
GoDaddy, Inc., Class A
380237107
5549.00000000
NS
USD
679086.62000000
0.021803172223
Long
EC
CORP
US
N
1
N
N
N
Federated Hermes, Inc.
R05X5UQ874RGFF7HHD84
Federated Hermes, Inc., Class B
314211103
424.00000000
NS
USD
13928.40000000
0.000447193767
Long
EC
CORP
US
N
1
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Multifamily Structured Pass-Through Certificates, Series K124, Class X1
3137F9YZ8
6663875.17000000
PA
USD
249608.77000000
0.008014092518
Long
ABS-MBS
USGSE
US
N
2
2030-12-25
Variable
0.80875080
N
N
N
N
N
N
Transcat, Inc.
54930081E40TSSHUOS40
Transcat, Inc.
893529107
255.00000000
NS
USD
27379.35000000
0.000879058231
Long
EC
CORP
US
N
1
N
N
Avista Corp.
Q0IK63NITJD6RJ47SW96
Avista Corp.
05379B107
884.00000000
NS
USD
31806.32000000
0.001021193250
Long
EC
CORP
US
N
1
N
N
N
Novavax, Inc.
529900J4GJHPEPQ23205
Novavax, Inc.
670002401
4106.00000000
NS
USD
17778.98000000
0.000570822854
Long
EC
CORP
US
N
1
N
N
First Bancorp
N/A
First Bancorp
318910106
496.00000000
NS
USD
15083.36000000
0.000484275622
Long
EC
CORP
US
N
1
N
N
Townsquare Media, Inc.
549300XBA8C68H0DR538
Townsquare Media, Inc., Class A
892231101
774.00000000
NS
USD
9342.18000000
0.000299945770
Long
EC
CORP
US
N
1
N
N
N
Ladder Capital Corp.
549300Q6LLV2QCV67C06
Ladder Capital Corp., Class A
505743104
6044.00000000
NS
USD
64852.12000000
0.002082182007
Long
EC
CORP
US
N
1
N
N
N
Cheche Group, Inc.
N/A
Cheche Group, Inc.
N/A
76.00000000
NS
USD
151.24000000
0.000004855804
Long
EC
CORP
KY
N
1
N
N
N
Sunstone Hotel Investors, Inc.
529900ZQ2V52V96ATF67
Sunstone Hotel Investors, Inc.
867892101
10232.00000000
NS
USD
104366.40000000
0.003350851756
Long
EC
CORP
US
N
1
N
N
N
Fortinet, Inc.
549300O0QJWDBAS0QX03
Fortinet, Inc.
34959E109
24928.00000000
NS
USD
1574951.04000000
0.050566345673
Long
EC
CORP
US
N
1
N
N
N
Liberty Broadband Corp.
549300MIX43II8JLN536
Liberty Broadband Corp., Class C
530307305
4440.00000000
NS
USD
220801.20000000
0.007089178978
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389B100
22110.00000000
NS
USD
1187970.30000000
0.038141704290
Long
EC
CORP
US
N
1
N
N
N
NTT Finance Corp.
3538007PR116187GD960
NTT Finance Corp.
62954WAC9
1510000.00000000
PA
USD
1390635.53000000
0.044648598673
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
3157.00000000
NS
USD
66991.54000000
0.002150871539
Long
EC
CORP
US
N
1
N
N
Ollie's Bargain Outlet Holdings, Inc.
529900YO5DSQCPEFDZ05
Ollie's Bargain Outlet Holdings, Inc.
681116109
2435.00000000
NS
USD
178095.90000000
0.005718056379
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
1373459.86000000
0.044097146060
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
19185.00000000
NS
USD
590514.30000000
0.018959414902
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622A2CE0
45863.50000000
PA
USD
40056.86000000
0.001286090156
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
1640805.51000000
PA
USD
1705067.82000000
0.054743954950
Long
ABS-MBS
CORP
US
N
2
2025-07-25
Floating
10.44450000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140MRBS5
164518.55000000
PA
USD
156856.28000000
0.005036124091
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
458.00000000
NS
USD
11875.94000000
0.000381296225
Long
EC
CORP
US
N
1
N
N
N
Otsuka Corp.
529900RG9DJ58J3UIE72
Otsuka Corp.
N/A
93000.00000000
NS
1848717.00000000
0.059356043775
Long
EC
CORP
JP
N
2
N
N
N
Taysha Gene Therapies, Inc.
N/A
Taysha Gene Therapies, Inc.
877619106
602.00000000
NS
USD
1462.86000000
0.000046967481
Long
EC
CORP
US
N
1
N
N
N
Gambling.com Group Ltd.
254900PUNXQ3N26IMU63
Gambling.com Group Ltd.
N/A
78.00000000
NS
USD
674.70000000
0.000021662332
Long
EC
CORP
JE
N
1
N
N
N
MediaAlpha, Inc.
N/A
MediaAlpha, Inc., Class A
58450V104
177.00000000
NS
USD
3584.25000000
0.000115078132
Long
EC
CORP
US
N
1
N
N
N
Agios Pharmaceuticals, Inc.
529900ONJHY8EOGYT555
Agios Pharmaceuticals, Inc.
00847X104
2441.00000000
NS
USD
79332.50000000
0.002547097983
Long
EC
CORP
US
N
1
N
N
N/A
N/A
ETRSI
N/A
449737011.76000000
PA
USD
-16713669.59000000
-0.53661934402
N/A
DE
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
Vanguard Russell 3000 ETF
Vanguard Russell 3000 ETF
Y
2024-11-12
0.00000000
USD
0.00000000
USD
449737011.76000000
USD
-16713669.59000000
N
N
N
Kaiser Aluminum Corp.
N/A
Kaiser Aluminum Corp.
483007704
619.00000000
NS
USD
56013.31000000
0.001798397743
Long
EC
CORP
US
N
1
N
N
N
Hanesbrands, Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345102
9880.00000000
NS
USD
45052.80000000
0.001446492875
Long
EC
CORP
US
N
1
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WB85
2710000.00000000
PA
USD
2612333.39000000
0.083873180725
Long
DBT
CORP
CA
N
2
2025-05-01
Fixed
1.85000000
N
N
N
N
N
N
Motorola Solutions, Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076307
6873.00000000
NS
USD
2330977.95000000
0.074839810116
Long
EC
CORP
US
N
1
N
N
N
Teekay Tankers Ltd.
549300DE8ZAIYS2T6Q22
Teekay Tankers Ltd., Class A
N/A
385.00000000
NS
USD
22433.95000000
0.000720278181
Long
EC
CORP
MH
N
1
N
N
N
Sinclair, Inc.
N/A
Sinclair, Inc.
829242106
547.00000000
NS
USD
6728.10000000
0.000216016512
Long
EC
CORP
US
N
1
N
N
SouthState Corp.
549300JZUANXM0YQ4W53
SouthState Corp.
840441109
3264.00000000
NS
USD
247084.80000000
0.007933056387
Long
EC
CORP
US
N
1
N
N
N
SiteOne Landscape Supply, Inc.
5299008LX7SBD4HIAU03
SiteOne Landscape Supply, Inc.
82982L103
1825.00000000
NS
USD
286324.25000000
0.009192902275
Long
EC
CORP
US
N
1
N
N
Vigil Neuroscience, Inc.
N/A
Vigil Neuroscience, Inc.
92673K108
1132.00000000
NS
USD
2954.52000000
0.000094859634
Long
EC
CORP
US
N
1
N
N
N
Dayforce, Inc.
549300T64GVCHFJ8L449
Dayforce, Inc.
15677J108
6437.00000000
NS
USD
395038.69000000
0.012683354876
Long
EC
CORP
US
N
1
N
N
Cooper Cos., Inc. (The)
QJKMVPIGLH7530PCUE20
Cooper Cos., Inc. (The)
216648501
7910.00000000
NS
USD
704464.60000000
0.022617973240
Long
EC
CORP
US
N
1
N
N
N
Unitil Corp.
N/A
Unitil Corp.
913259107
894.00000000
NS
USD
45540.36000000
0.001462146776
Long
EC
CORP
US
N
1
N
N
N
Canadian National Railway Co.
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co.
136375102
632.00000000
NS
USD
76750.08000000
0.002464185220
Long
EC
CORP
CA
N
1
N
N
Knife River Corp.
N/A
Knife River Corp.
498894104
2397.00000000
NS
USD
187421.43000000
0.006017467575
Long
EC
CORP
US
N
1
N
N
N
Black Hills Corp.
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113109
2798.00000000
NS
USD
153610.20000000
0.004931903452
Long
EC
CORP
US
N
1
N
N
N
Petco Health & Wellness Co., Inc.
2549007TYGV6RVSE9M61
Petco Health & Wellness Co., Inc., Class A
71601V105
4302.00000000
NS
USD
6453.00000000
0.000207183982
Long
EC
CORP
US
N
1
N
N
One Liberty Properties, Inc.
549300QII1CQZGZBZR14
One Liberty Properties, Inc.
682406103
678.00000000
NS
USD
15532.98000000
0.000498711398
Long
EC
CORP
US
N
1
N
N
N
AMMO, Inc.
549300WUBAV2G8RICP63
AMMO, Inc.
00175J107
703.00000000
NS
USD
1785.62000000
0.000057330212
Long
EC
CORP
US
N
1
N
N
Outbrain, Inc.
549300TNEHRXPVGWVW07
Outbrain, Inc.
69002R103
175.00000000
NS
USD
708.75000000
0.000022755562
Long
EC
CORP
US
N
1
N
N
N
PowerSchool Holdings, Inc.
N/A
PowerSchool Holdings, Inc., Class A
73939C106
2583.00000000
NS
USD
44737.56000000
0.001436371586
Long
EC
CORP
US
N
1
N
N
Tile Shop Holdings, Inc.
549300Q3SS4FSW01UE50
Tile Shop Holdings, Inc.
88677Q109
132.00000000
NS
USD
887.04000000
0.000028479851
Long
EC
CORP
US
N
1
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
550241103
40323.00000000
NS
USD
47984.37000000
0.001540615662
Long
EC
CORP
US
N
1
N
N
Axsome Therapeutics, Inc.
549300EXGR0XLRJEIB95
Axsome Therapeutics, Inc.
05464T104
1494.00000000
NS
USD
110197.44000000
0.003538066709
Long
EC
CORP
US
N
1
N
N
Shimamura Co. Ltd.
N/A
Shimamura Co. Ltd.
N/A
25300.00000000
NS
1245861.03000000
0.040000379633
Long
EC
CORP
JP
N
2
N
N
N
2seventy bio, Inc.
N/A
2seventy bio, Inc.
901384107
3506.00000000
NS
USD
15987.36000000
0.000513300002
Long
EC
CORP
US
N
1
N
N
Dine Brands Global, Inc.
529900HKM8OWSHLKJY75
Dine Brands Global, Inc.
254423106
782.00000000
NS
USD
34486.20000000
0.001107235124
Long
EC
CORP
US
N
1
N
N
N
GameStop Corp.
549300505KLOET039L77
GameStop Corp., Class A
36467W109
9932.00000000
NS
USD
110145.88000000
0.003536411292
Long
EC
CORP
US
N
1
N
N
N/A
N/A
ETRSI
N/A
76793685.12000000
PA
USD
-1499481.39000000
-0.04814327072
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
Vanguard Russell 3000 ETF
Vanguard Russell 3000 ETF
Y
2024-12-16
0.00000000
USD
0.00000000
USD
76793685.12000000
USD
-1499481.39000000
N
N
N
ALX Oncology Holdings, Inc.
N/A
ALX Oncology Holdings, Inc.
00166B105
445.00000000
NS
USD
7573.90000000
0.000243172286
Long
EC
CORP
US
N
1
N
N
N/A
N/A
3 Month SOFR
N/A
35.00000000
NC
USD
11593.75000000
0.000372236060
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
96.62500000
USD
2025-06-13
XXXX
-48713.70000000
N
N
N
Ulta Beauty, Inc.
529900CIV6HN8M28YM82
Ulta Beauty, Inc.
90384S303
1929.00000000
NS
USD
780936.36000000
0.025073222548
Long
EC
CORP
US
N
1
N
N
N
Dave & Buster's Entertainment, Inc.
529900WTVU85QZLYHR86
Dave & Buster's Entertainment, Inc.
238337109
1846.00000000
NS
USD
98576.40000000
0.003164954459
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health, Inc.
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc.
14149Y108
9870.00000000
NS
USD
1017004.80000000
0.032652580913
Long
EC
CORP
US
N
1
N
N
N
Corbus Pharmaceuticals Holdings, Inc.
529900MX6XCNZC7MM155
Corbus Pharmaceuticals Holdings, Inc.
21833P301
53.00000000
NS
USD
1963.12000000
0.000063029136
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Group, Inc.
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573106
19983.00000000
NS
USD
1380425.64000000
0.044320793672
Long
EC
CORP
US
N
1
N
N
News Corp.
549300ITS31QK8VRBQ14
News Corp., Class B
65249B208
4804.00000000
NS
USD
117890.16000000
0.003785053903
Long
EC
CORP
US
N
1
N
N
Humacyte, Inc.
N/A
Humacyte, Inc.
44486Q103
388.00000000
NS
USD
1520.96000000
0.000048832876
Long
EC
CORP
US
N
1
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAE9
800000.00000000
PA
USD
774645.04000000
0.024871229563
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
280.00000000
NS
USD
37833.60000000
0.001214708804
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XGC98
1177583.33010000
PA
USD
985271.73000000
0.031633739472
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.50000000
N
N
N
N
N
N
Antero Resources Corp.
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674X106
11602.00000000
NS
USD
394584.02000000
0.012668756961
Long
EC
CORP
US
N
1
N
N
N
Southern States Bancshares, Inc.
54930074ZMW7KARTWQ27
Southern States Bancshares, Inc.
843878307
532.00000000
NS
USD
12858.44000000
0.000412840974
Long
EC
CORP
US
N
1
N
N
N
Extreme Networks, Inc.
549300WRECW11X94UB57
Extreme Networks, Inc.
30226D106
5450.00000000
NS
USD
61040.00000000
0.001959787740
Long
EC
CORP
US
N
1
N
N
N
Golar LNG Ltd.
213800C2VSFZG3EZLO34
Golar LNG Ltd.
N/A
4776.00000000
NS
USD
117107.52000000
0.003759925983
Long
EC
CORP
BM
N
1
N
N
N
Ardelyx, Inc.
549300F542QR4SXHCY32
Ardelyx, Inc.
039697107
6864.00000000
NS
USD
43929.60000000
0.001410430726
Long
EC
CORP
US
N
1
N
N
RPC, Inc.
N/A
RPC, Inc.
749660106
4307.00000000
NS
USD
28813.83000000
0.000925114527
Long
EC
CORP
US
N
1
N
N
RB Global, Inc.
5493002H8U24DJXQ4886
RB Global, Inc.
74935Q107
6655.00000000
NS
USD
476364.90000000
0.015294464137
Long
EC
CORP
CA
N
1
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140BT6
1020000.00000000
PA
USD
876721.71000000
0.028148565841
Long
DBT
CORP
US
N
2
2028-08-12
Fixed
1.60000000
N
N
N
N
N
N
WD-40 Co.
549300UZHTN0CNKBOB19
WD-40 Co.
929236107
627.00000000
NS
USD
141783.51000000
0.004552188477
Long
EC
CORP
US
N
1
N
N
N
Park National Corp.
5493001T01TDELV5OO63
Park National Corp.
700658107
909.00000000
NS
USD
119724.39000000
0.003843944818
Long
EC
CORP
US
N
1
N
N
N
Eagle Materials, Inc.
529900KRXRGXL61SG039
Eagle Materials, Inc.
26969P108
1424.00000000
NS
USD
357011.04000000
0.011462415782
Long
EC
CORP
US
N
1
N
N
fuboTV, Inc.
N/A
fuboTV, Inc.
35953D104
8056.00000000
NS
USD
11439.52000000
0.000367284257
Long
EC
CORP
US
N
1
N
N
Aon North America, Inc.
N/A
Aon North America, Inc.
03740MAB6
880000.00000000
PA
USD
868223.13000000
0.027875705211
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
5.15000000
N
N
N
N
N
N
Laboratory Corp. of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540R409
3955.00000000
NS
USD
796418.35000000
0.025570296830
Long
EC
CORP
US
N
1
N
N
N
Palomar Holdings, Inc.
549300DOI1MUW11BLX74
Palomar Holdings, Inc.
69753M105
871.00000000
NS
USD
68521.57000000
0.002199995623
Long
EC
CORP
US
N
1
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212P303
5252.00000000
NS
USD
707076.76000000
0.022701840854
Long
EC
CORP
US
N
1
N
N
Neuberger Berman Loan Advisers CLO 24 Ltd.
549300E610NX15ZSSH14
Neuberger Berman Loan Advisers CLO 24 Ltd., Series 2017-24A, Class AR
64130HAL5
408040.40000000
PA
USD
408155.47000000
0.013104490273
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-19
Floating
6.60817080
N
N
N
N
N
N
ADMA Biologics, Inc.
N/A
ADMA Biologics, Inc.
000899104
11712.00000000
NS
USD
76362.24000000
0.002451732991
Long
EC
CORP
US
N
1
N
N
N
Spirit AeroSystems Holdings, Inc.
N/A
Spirit AeroSystems Holdings, Inc., Class A
848574109
3795.00000000
NS
USD
121440.00000000
0.003899027247
Long
EC
CORP
US
N
1
N
N
International Seaways, Inc.
549300YUFDGFRNGBWF46
International Seaways, Inc.
N/A
1526.00000000
NS
USD
84372.54000000
0.002708916604
Long
EC
CORP
MH
N
1
N
N
N
HashiCorp, Inc.
549300XGOB9ZFQHMIP56
HashiCorp, Inc., Class A
418100103
4409.00000000
NS
USD
143116.14000000
0.004594974715
Long
EC
CORP
US
N
1
N
N
N
Topgolf Callaway Brands Corp.
5493005UB0KFRKBPCU72
Topgolf Callaway Brands Corp.
131193104
6332.00000000
NS
USD
101438.64000000
0.003256851295
Long
EC
CORP
US
N
1
N
N
N
Blackstone, Inc.
5299004LW4QWGZUB8Y96
Blackstone, Inc.
09260D107
25580.00000000
NS
USD
2982883.80000000
0.095770299839
Long
EC
CORP
US
N
1
N
N
UWM Holdings Corp.
N/A
UWM Holdings Corp., Class A
91823B109
5242.00000000
NS
USD
33024.60000000
0.001060308096
Long
EC
CORP
US
N
1
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
17199.00000000
NS
USD
9470457.36000000
0.304064322246
Long
EC
CORP
US
N
1
N
N
N
Enovis Corp.
635400OP2DYYYMOIYL17
Enovis Corp.
194014502
2523.00000000
NS
USD
139345.29000000
0.004473905488
Long
EC
CORP
US
N
1
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V100
2015.00000000
NS
USD
29277.95000000
0.000940015849
Long
EC
CORP
US
N
1
N
N
N
Dole plc
635400JUG5XJXOPPJJ47
Dole plc
N/A
2231.00000000
NS
USD
27151.27000000
0.000871735355
Long
EC
CORP
IE
N
1
N
N
N
Aehr Test Systems
529900A4GWWZFRU2RE97
Aehr Test Systems
00760J108
1091.00000000
NS
USD
13070.18000000
0.000419639228
Long
EC
CORP
US
N
1
N
N
Calix, Inc.
5299002RQRZ4SXSCSJ58
Calix, Inc.
13100M509
2658.00000000
NS
USD
73706.34000000
0.002366461034
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810ST6
1660000.00000000
PA
USD
1005985.93000000
0.032298802303
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
9121.00000000
NS
USD
351796.97000000
0.011295009647
Long
EC
CORP
US
N
1
N
N
N
Blue Owl Capital, Inc.
N/A
Blue Owl Capital, Inc., Class A
09581B103
20109.00000000
NS
USD
379859.01000000
0.012195986744
Long
EC
CORP
US
N
1
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
1193226.95000000
PA
USD
1113291.60000000
0.035744024068
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
5.21541000
N
N
N
N
N
N
Rubrik, Inc.
N/A
Rubrik, Inc., Class A
781154109
2817.00000000
NS
USD
90200.34000000
0.002896027531
Long
EC
CORP
US
N
1
N
N
N
Amneal Pharmaceuticals, Inc.
N/A
Amneal Pharmaceuticals, Inc.
03168L105
3705.00000000
NS
USD
22415.25000000
0.000719677787
Long
EC
CORP
US
N
1
N
N
Arthur J Gallagher & Co.
54930049QLLMPART6V29
Arthur J Gallagher & Co.
363576109
9214.00000000
NS
USD
2162433.66000000
0.069428423595
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179VVX5
963374.28000000
PA
USD
758965.13000000
0.024367800739
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
3 Month SOFR
N/A
28.00000000
NC
USD
19250.00000000
0.000618052326
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
96.50000000
USD
2025-12-12
XXXX
-22152.46000000
N
N
N
N/A
N/A
OIS
N/A
4963000.00000000
PA
USD
339969.24000000
0.010915261282
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2027-10-14
60212.89000000
USD
0.00000000
USD
4963000.00000000
USD
339969.24000000
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
62601.00000000
NS
USD
2543478.63000000
0.081662487499
Long
EC
CORP
US
N
1
N
N
N
PPL Corp.
9N3UAJSNOUXFKQLF3V18
PPL Corp.
69351T106
30721.00000000
NS
USD
843598.66000000
0.027085096849
Long
EC
CORP
US
N
1
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAM4
490000.00000000
PA
USD
449077.04000000
0.014418343340
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
4142.00000000
NS
USD
465105.18000000
0.014932952649
Long
EC
CORP
US
N
1
N
N
N
Plug Power, Inc.
549300JPDKRSJ8JSM954
Plug Power, Inc.
72919P202
24296.00000000
NS
USD
56123.76000000
0.001801943918
Long
EC
CORP
US
N
1
N
N
Olympus Corp.
5299000Y52IFDI1I2A21
Olympus Corp.
N/A
232300.00000000
NS
3231969.27000000
0.103767590967
Long
EC
CORP
JP
N
2
N
N
N
Dexcom, Inc.
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
15723.00000000
NS
USD
2002952.97000000
0.064308038583
Long
EC
CORP
US
N
1
N
N
N
Alvotech SA
222100DCZBOWV5DZ8372
Alvotech SA
N/A
263.00000000
NS
USD
3813.50000000
0.000122438573
Long
EC
CORP
LU
N
1
N
N
STWD Ltd.
N/A
STWD Ltd., Series 2019-FL1, Class A
78485WAA7
52391.66000000
PA
USD
52391.56000000
0.001682115612
Long
ABS-CBDO
CORP
KY
Y
2
2038-07-15
Floating
6.51546000
N
N
N
N
N
N
Ducommun, Inc.
549300Z71HMWF90S2214
Ducommun, Inc.
264147109
444.00000000
NS
USD
24015.96000000
0.000771071166
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3142GRQC7
200000.00000000
PA
USD
199188.76000000
0.006395276701
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
6.00000000
N
N
N
N
N
N
Alpine Income Property Trust, Inc.
N/A
Alpine Income Property Trust, Inc.
02083X103
864.00000000
NS
USD
12899.52000000
0.000414159914
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
145499.00000000
NS
USD
8631000.68000000
0.277112210351
Long
EC
CORP
US
N
1
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BT3
170000.00000000
PA
USD
173242.67000000
0.005562235595
Long
DBT
CORP
US
Y
2
2031-12-01
Fixed
7.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHT1
20000.00000000
PA
USD
18775.00000000
0.000602801684
Long
DBT
UST
US
N
2
2033-08-15
Fixed
3.87500000
N
N
N
N
N
N
Utz Brands, Inc.
N/A
Utz Brands, Inc.
918090101
3162.00000000
NS
USD
57010.86000000
0.001830425696
Long
EC
CORP
US
N
1
N
N
MRC Global, Inc.
529900TSBPOLCLI2L582
MRC Global, Inc.
55345K103
3116.00000000
NS
USD
34992.68000000
0.001123496482
Long
EC
CORP
US
N
1
N
N
N
Rockwell Automation, Inc.
VH3R4HHBHH12O0EXZJ88
Rockwell Automation, Inc.
773903109
4698.00000000
NS
USD
1272970.08000000
0.040870759447
Long
EC
CORP
US
N
1
N
N
N
Veritex Holdings, Inc.
549300F3SMOML02SC814
Veritex Holdings, Inc.
923451108
681.00000000
NS
USD
13265.88000000
0.000425922493
Long
EC
CORP
US
N
1
N
N
N
American States Water Co.
529900L26LIS2V8PWM23
American States Water Co.
029899101
1717.00000000
NS
USD
121632.28000000
0.003905200707
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
370388.78000000
PA
USD
357751.26000000
0.011486181740
Long
ABS-MBS
CORP
US
Y
2
2061-04-25
Variable
4.74999840
N
N
N
N
N
N
Harvard Bioscience, Inc.
549300VLGB1D47GGC642
Harvard Bioscience, Inc.
416906105
2593.00000000
NS
USD
9905.26000000
0.000318024362
Long
EC
CORP
US
N
1
N
N
N
Synovus Financial Corp.
549300EIUS8UN5JTLE54
Synovus Financial Corp.
87161C501
5604.00000000
NS
USD
200567.16000000
0.006439532458
Long
EC
CORP
US
N
1
N
N
N
Cavco Industries, Inc.
N/A
Cavco Industries, Inc.
149568107
314.00000000
NS
USD
114361.94000000
0.003671774704
Long
EC
CORP
US
N
1
N
N
N
Macy's, Inc.
529900NZQ81TIOW3CW52
Macy's, Inc.
55616P104
10610.00000000
NS
USD
195542.30000000
0.006278201216
Long
EC
CORP
US
N
1
N
N
N
Urban Edge Properties
N/A
Urban Edge Properties
91704F104
6346.00000000
NS
USD
106168.58000000
0.003408713654
Long
EC
CORP
US
N
1
N
N
N
Hackett Group, Inc. (The)
5K016KLIRB6156644289
Hackett Group, Inc. (The)
404609109
969.00000000
NS
USD
21017.61000000
0.000674804298
Long
EC
CORP
US
N
1
N
N
N
Azenta, Inc.
35ZN6X1ANPH25YN32Y17
Azenta, Inc.
114340102
2491.00000000
NS
USD
130677.86000000
0.004195623656
Long
EC
CORP
US
N
1
N
N
Artesian Resources Corp.
N/A
Artesian Resources Corp., Class A
043113208
296.00000000
NS
USD
10354.08000000
0.000332434453
Long
EC
CORP
US
N
1
N
N
Perrigo Co. plc
549300IFOQS6R1QLY196
Perrigo Co. plc
N/A
4829.00000000
NS
USD
157715.14000000
0.005063699178
Long
EC
CORP
IE
N
1
N
N
N
Array Technologies, Inc.
549300JM5FECYJQ85V37
Array Technologies, Inc.
04271T100
6815.00000000
NS
USD
84097.10000000
0.002700073158
Long
EC
CORP
US
N
1
N
N
N
Anterix, Inc.
549300QIX2QHFGIEQG40
Anterix, Inc.
03676C100
953.00000000
NS
USD
30038.56000000
0.000964436461
Long
EC
CORP
US
N
1
N
N
Liberty Latin America Ltd.
213800YWQHEAX7CAVO83
Liberty Latin America Ltd., Class A
N/A
1268.00000000
NS
USD
9573.40000000
0.000307369461
Long
EC
CORP
BM
N
1
N
N
N
Willis Lease Finance Corp.
54930023EP1OE5MKWF89
Willis Lease Finance Corp.
970646105
198.00000000
NS
USD
9624.78000000
0.000309019099
Long
EC
CORP
US
N
1
N
N
N
Cadence Bank
Q7C315HKI8VX0SSKBS64
Cadence Bank
12740C103
946.00000000
NS
USD
26175.82000000
0.000840416958
Long
EC
CORP
US
N
1
N
N
AerSale Corp.
N/A
AerSale Corp.
00810F106
896.00000000
NS
USD
6388.48000000
0.000205112463
Long
EC
CORP
US
N
1
N
N
N
Crinetics Pharmaceuticals, Inc.
549300Q1CNFXK5P31D28
Crinetics Pharmaceuticals, Inc.
22663K107
2038.00000000
NS
USD
89305.16000000
0.002867286332
Long
EC
CORP
US
N
1
N
N
N
Dana, Inc.
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825205
6190.00000000
NS
USD
76941.70000000
0.002470337489
Long
EC
CORP
US
N
1
N
N
Alexander & Baldwin, Inc.
N/A
Alexander & Baldwin, Inc.
014491104
5709.00000000
NS
USD
94027.23000000
0.003018896012
Long
EC
CORP
US
N
1
N
N
N
Civista Bancshares, Inc.
5493001LX61Z2UVYSC48
Civista Bancshares, Inc.
178867107
679.00000000
NS
USD
9696.12000000
0.000311309585
Long
EC
CORP
US
N
1
N
N
N
VAALCO Energy, Inc.
549300CFHFVIWB8M6T24
VAALCO Energy, Inc.
91851C201
535.00000000
NS
USD
3424.00000000
0.000109933047
Long
EC
CORP
US
N
1
N
N
N
Provincia de Buenos Aires
549300L6AYROPOTQ4L07
Provincia de Buenos Aires
N/A
295734.18000000
PA
USD
130566.64000000
0.004192052758
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
3098.00000000
NS
USD
77295.10000000
0.002481683967
Long
EC
CORP
US
N
1
N
N
Atomera, Inc.
N/A
Atomera, Inc.
04965B100
520.00000000
NS
USD
2412.80000000
0.000077466839
Long
EC
CORP
US
N
1
N
N
BayCom Corp.
549300UOLS54Q5ONIG33
BayCom Corp.
07272M107
56.00000000
NS
USD
1107.68000000
0.000035563854
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE8, Class M2
61744CHB5
849126.52000000
PA
USD
848163.70000000
0.027231664827
Long
ABS-O
CORP
US
N
2
2034-09-25
Floating
6.45132960
N
N
N
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAF1
310000.00000000
PA
USD
301875.84000000
0.009692211178
Long
DBT
CORP
CA
Y
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
N
First Bancorp
N/A
First Bancorp
318672706
877.00000000
NS
USD
15128.25000000
0.000485716888
Long
EC
CORP
PR
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
39187.00000000
NS
USD
567819.63000000
0.018230765885
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271109
6911.00000000
NS
USD
800777.57000000
0.025710256626
Long
EC
CORP
US
N
1
N
N
N
Five Star Bancorp
5493008ZRBIHKWC0JA73
Five Star Bancorp
33830T103
53.00000000
NS
USD
1145.86000000
0.000036789685
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-72.00000000
NC
USD
-19125.00000000
-0.00061403899
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Put
Written
N/A
U.S. Treasury 10 Year Note
100000.00000000
106.00000000
USD
2024-05-24
XXXX
1000.44000000
N
N
N
GoPro, Inc.
549300CQJMLT21SZFL16
GoPro, Inc., Class A
38268T103
4999.00000000
NS
USD
8648.27000000
0.000277666669
Long
EC
CORP
US
N
1
N
N
N
W R Berkley Corp.
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423102
8033.00000000
NS
USD
618300.01000000
0.019851519978
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems, Inc.
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
163620.00000000
NS
USD
7686867.60000000
0.246799293650
Long
EC
CORP
US
N
1
N
N
N
Antero Midstream Corp.
N/A
Antero Midstream Corp.
03676B102
14550.00000000
NS
USD
201372.00000000
0.006465373146
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
N/A
359400.00000000
NS
3577283.92000000
0.114854475266
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
3 Month SOFR
N/A
33.00000000
NC
USD
4537.50000000
0.000145683762
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
96.25000000
USD
2024-12-13
XXXX
-47415.56000000
N
N
N
Bowman Consulting Group Ltd.
N/A
Bowman Consulting Group Ltd., Class A
103002101
724.00000000
NS
USD
23522.76000000
0.000755236183
Long
EC
CORP
US
N
1
N
N
BellRing Brands, Inc.
549300S3BOK5CMTS8054
BellRing Brands, Inc.
07831C103
5210.00000000
NS
USD
287435.70000000
0.009228587172
Long
EC
CORP
US
N
1
N
N
N
Travel + Leisure Co.
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co.
894164102
1947.00000000
NS
USD
84772.38000000
0.002721754112
Long
EC
CORP
US
N
1
N
N
N
GeneDx Holdings Corp.
N/A
GeneDx Holdings Corp., Class A
81663L200
3369.00000000
NS
USD
57508.83000000
0.001846413826
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617MB5B1
30161.11000000
PA
USD
27923.47000000
0.000896528082
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
EURO STOXX 50 Index
N/A
36.00000000
NC
53.93000000
0.000001731509
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
EURO STOXX 50 Index
EU0009658145
2024-06-21
1762920.00000000
EUR
53.93000000
N
N
N
Matador Resources Co.
549300CI3Q2UUK5R4G79
Matador Resources Co.
576485205
4097.00000000
NS
USD
255243.10000000
0.008194991779
Long
EC
CORP
US
N
1
N
N
Grippen Park CLO Ltd.
549300P7KR0IARP7PG22
Grippen Park CLO Ltd., Series 2017-1A, Class C
39862EAC8
2110000.00000000
PA
USD
2109940.92000000
0.067743059435
Long
ABS-CBDO
CORP
KY
Y
2
2030-01-20
Floating
7.88617080
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244109
45923.00000000
NS
USD
4063726.27000000
0.130472492205
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
1470.00000000
PA
USD
-1696.09000000
-0.00005445570
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
National Western Life Group, Inc.
National Western Life Group, Inc.
Y
2025-04-17
0.00000000
USD
0.00000000
USD
1470.00000000
USD
-1696.09000000
N
N
N
Stewart Information Services Corp.
529900TV1XI0PLKENU10
Stewart Information Services Corp.
860372101
293.00000000
NS
USD
18168.93000000
0.000583342828
Long
EC
CORP
US
N
1
N
N
N
Celldex Therapeutics, Inc.
529900F018DMYWH38923
Celldex Therapeutics, Inc.
15117B202
2288.00000000
NS
USD
85616.96000000
0.002748870717
Long
EC
CORP
US
N
1
N
N
N
Insteel Industries, Inc.
52990026LKY4MOX3L174
Insteel Industries, Inc.
45774W108
763.00000000
NS
USD
24492.30000000
0.000786364830
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DPWM6
178840.31000000
PA
USD
181758.37000000
0.005835645891
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
1047.00000000
NS
USD
7967.67000000
0.000255814908
Long
EC
CORP
US
N
1
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAR1
1510000.00000000
PA
USD
1208946.47000000
0.038815178091
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550101
10273.00000000
NS
USD
122865.08000000
0.003944781741
Long
EC
CORP
US
N
1
N
N
N
Rogers Corp.
PW0CN80KNFR7RUOOKJ84
Rogers Corp.
775133101
501.00000000
NS
USD
59664.09000000
0.001915611928
Long
EC
CORP
US
N
1
N
N
N
NI Holdings, Inc.
549300LLJVCO2EGU3180
NI Holdings, Inc.
65342T106
301.00000000
NS
USD
4475.87000000
0.000143705032
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
0.17000000
0.000000005458
Long
ABS-O
CORP
US
N
2
2036-11-25
Floating
5.55132960
N
N
N
N
N
N
Alector, Inc.
549300Z8RQOIY1JMHC25
Alector, Inc.
014442107
1845.00000000
NS
USD
9372.60000000
0.000300922453
Long
EC
CORP
US
N
1
N
N
N
ZipRecruiter, Inc.
549300HLOVNNFCY2IV80
ZipRecruiter, Inc., Class A
98980B103
1348.00000000
NS
USD
13857.44000000
0.000444915482
Long
EC
CORP
US
N
1
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
N/A
560000.00000000
PA
USD
536200.00000000
0.017215566618
Long
DBT
CORP
NL
Y
2
2027-07-06
Fixed
4.85000000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
56612.00000000
NS
USD
9958616.92000000
0.319737472984
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
581557BT1
1840000.00000000
PA
USD
1811559.21000000
0.058163032941
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
24.00000000
NS
USD
3547.92000000
0.000113911699
Long
EC
CORP
US
N
1
N
N
N
Corning, Inc.
549300X2937PB0CJ7I56
Corning, Inc.
219350105
30930.00000000
NS
USD
1032443.40000000
0.033148262089
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KYVY2
813135.87600000
PA
USD
658611.28000000
0.021145778378
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
5566.00000000
NS
USD
361456.04000000
0.011605129683
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
27805.00000000
NS
USD
1013770.30000000
0.032548732069
Long
EC
CORP
US
N
1
N
N
N
Orthofix Medical, Inc.
N/A
Orthofix Medical, Inc.
68752M108
1090.00000000
NS
USD
14170.00000000
0.000454950725
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Consolidated, Inc.
57VG5X0E00X0QJU7CQ58
Coca-Cola Consolidated, Inc.
191098102
169.00000000
NS
USD
139594.00000000
0.004481890724
Long
EC
CORP
US
N
1
N
N
N
AptarGroup, Inc.
VNPEQDQFAA7IY1T2PX43
AptarGroup, Inc.
038336103
2497.00000000
NS
USD
360516.86000000
0.011574975793
Long
EC
CORP
US
N
1
N
N
N
Asics Corp.
3538002LJMRZ83SU0B85
Asics Corp.
N/A
73700.00000000
NS
3137081.89000000
0.100721078450
Long
EC
CORP
JP
N
2
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp.
337932107
21821.00000000
NS
USD
836617.14000000
0.026860943878
Long
EC
CORP
US
N
1
N
N
N
Materion Corp.
549300CJ5RI351SUYT02
Materion Corp.
576690101
671.00000000
NS
USD
77124.74000000
0.002476214284
Long
EC
CORP
US
N
1
N
N
N
Par Pacific Holdings, Inc.
549300BTNS7MHSHRLR55
Par Pacific Holdings, Inc.
69888T207
2237.00000000
NS
USD
68899.60000000
0.002212132886
Long
EC
CORP
US
N
1
N
N
N
YETI Holdings, Inc.
549300DSQICIGNT5GO63
YETI Holdings, Inc.
98585X104
3230.00000000
NS
USD
115375.60000000
0.003704319895
Long
EC
CORP
US
N
1
N
N
Definitive Healthcare Corp.
N/A
Definitive Healthcare Corp., Class A
24477E103
2419.00000000
NS
USD
16787.86000000
0.000539001346
Long
EC
CORP
US
N
1
N
N
Mural Oncology plc
N/A
Mural Oncology plc
N/A
678.00000000
NS
USD
2508.60000000
0.000080542652
Long
EC
CORP
IE
N
1
N
N
N
IMAX Corp.
5493002KS2T1Q0X7VZ21
IMAX Corp.
45245E109
1997.00000000
NS
USD
31971.97000000
0.001026511711
Long
EC
CORP
CA
N
1
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2021-NQM6, Class A3
12662KAC3
1325284.87000000
PA
USD
1048087.36000000
0.033650536680
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
20984.00000000
NS
USD
354629.60000000
0.011385955806
Long
EC
CORP
US
N
1
N
N
N
AnaptysBio, Inc.
529900HH4WQT03IG1A12
AnaptysBio, Inc.
032724106
894.00000000
NS
USD
21759.96000000
0.000698638644
Long
EC
CORP
US
N
1
N
N
N/A
N/A
3 Month SOFR
N/A
25.00000000
NC
USD
18593.75000000
0.000596982360
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
3 Month SOFR
3 Month SOFR
250000.00000000
96.62500000
USD
2026-03-13
XXXX
-18651.75000000
N
N
N
Casey's General Stores, Inc.
549300CAFWSI86V66Q65
Casey's General Stores, Inc.
147528103
1492.00000000
NS
USD
476813.36000000
0.015308862670
Long
EC
CORP
US
N
1
N
N
N
Denny's Corp.
54930037V56XOULXM917
Denny's Corp.
24869P104
2009.00000000
NS
USD
16112.18000000
0.000517307549
Long
EC
CORP
US
N
1
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AS0
480000.00000000
PA
USD
457630.48000000
0.014692965339
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
Alto Neuroscience, Inc.
N/A
Alto Neuroscience, Inc.
02157Q109
4226.00000000
NS
USD
65545.26000000
0.002104436385
Long
EC
CORP
US
N
1
N
N
N
Chimerix, Inc.
5299002IR2GXUBEPKS66
Chimerix, Inc.
16934W106
411.00000000
NS
USD
386.34000000
0.000012404069
Long
EC
CORP
US
N
1
N
N
N
CSG Systems International, Inc.
549300D7FJZUOHHXUA81
CSG Systems International, Inc.
126349109
1660.00000000
NS
USD
78418.40000000
0.002517749327
Long
EC
CORP
US
N
1
N
N
N
Newmark Group, Inc.
N/A
Newmark Group, Inc., Class A
65158N102
4841.00000000
NS
USD
46328.37000000
0.001487447109
Long
EC
CORP
US
N
1
N
N
N
Global Industrial Co.
5493000GO8Z3HEWCGE46
Global Industrial Co.
37892E102
502.00000000
NS
USD
19332.02000000
0.000620685710
Long
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions Corp.
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp., Class A
192446102
20224.00000000
NS
USD
1328312.32000000
0.042647611404
Long
EC
CORP
US
N
1
N
N
N
First Industrial Realty Trust, Inc.
N/A
First Industrial Realty Trust, Inc.
32054K103
5534.00000000
NS
USD
251354.28000000
0.008070134935
Long
EC
CORP
US
N
1
N
N
N
Velocity Financial, Inc.
N/A
Velocity Financial, Inc.
92262D101
99.00000000
NS
USD
1697.85000000
0.000054512215
Long
EC
CORP
US
N
1
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
118452.00000000
NS
USD
22711986.48000000
0.729204991205
Long
EC
CORP
US
N
1
N
N
N
Olympic Steel, Inc.
549300GQ061U6N6KWJ49
Olympic Steel, Inc.
68162K106
330.00000000
NS
USD
20978.10000000
0.000673535766
Long
EC
CORP
US
N
1
N
N
N
Arcus Biosciences, Inc.
N/A
Arcus Biosciences, Inc.
03969F109
2868.00000000
NS
USD
43679.64000000
0.001402405356
Long
EC
CORP
US
N
1
N
N
Century Communities, Inc.
5299002QMB2O7ZL1CA26
Century Communities, Inc.
156504300
1452.00000000
NS
USD
115172.64000000
0.003697803537
Long
EC
CORP
US
N
1
N
N
N
Arvinas, Inc.
N/A
Arvinas, Inc.
04335A105
2035.00000000
NS
USD
64651.95000000
0.002075755226
Long
EC
CORP
US
N
1
N
N
N
Worthington Enterprises, Inc.
1WRCIANKYOIK6KYE5E82
Worthington Enterprises, Inc.
981811102
1431.00000000
NS
USD
81795.96000000
0.002626191343
Long
EC
CORP
US
N
1
N
N
Scilex Holding Co.
N/A
Scilex Holding Co.
80880W106
21248.00000000
NS
USD
18128.79000000
0.000582054069
Long
EC
CORP
US
N
1
N
N
Oshkosh Corp.
549300FEKNPCFSA2B506
Oshkosh Corp.
688239201
2694.00000000
NS
USD
302455.38000000
0.009710818246
Long
EC
CORP
US
N
1
N
N
N
SmartFinancial, Inc.
N/A
SmartFinancial, Inc.
83190L208
589.00000000
NS
USD
12103.95000000
0.000388616854
Long
EC
CORP
US
N
1
N
N
N
Global Net Lease, Inc.
549300NUYANCT5SU8Z65
Global Net Lease, Inc.
379378201
7748.00000000
NS
USD
53848.60000000
0.001728896233
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ABP55
422918.82000000
PA
USD
361191.02000000
0.011596620788
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
4043.00000000
NS
USD
321741.94000000
0.010330044390
Long
EC
CORP
US
N
1
N
N
ServisFirst Bancshares, Inc.
N/A
ServisFirst Bancshares, Inc.
81768T108
2080.00000000
NS
USD
122636.80000000
0.003937452443
Long
EC
CORP
US
N
1
N
N
CSW Industrials, Inc.
549300SYOEO3RVQ7FB83
CSW Industrials, Inc.
126402106
711.00000000
NS
USD
168947.82000000
0.005424342503
Long
EC
CORP
US
N
1
N
N
N
Silicon Laboratories, Inc.
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories, Inc.
826919102
1458.00000000
NS
USD
177132.42000000
0.005687122299
Long
EC
CORP
US
N
1
N
N
N
Kezar Life Sciences, Inc.
549300EV1V8GXBV18004
Kezar Life Sciences, Inc.
49372L100
1194.00000000
NS
USD
984.45000000
0.000031607356
Long
EC
CORP
US
N
1
N
N
N
XBiotech, Inc.
5299002WACAY28TQAS52
XBiotech, Inc.
98400H102
1937.00000000
NS
USD
14856.79000000
0.000477001227
Long
EC
CORP
CA
N
1
N
N
N
OrthoPediatrics Corp.
5493000KUTPFGOPAT717
OrthoPediatrics Corp.
68752L100
483.00000000
NS
USD
14311.29000000
0.000459487068
Long
EC
CORP
US
N
1
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAF5
1050000.00000000
PA
USD
841661.06000000
0.027022887073
Long
DBT
CORP
NL
Y
2
2031-07-13
Fixed
3.06100000
N
N
N
N
N
Ginkgo Bioworks Holdings, Inc.
N/A
Ginkgo Bioworks Holdings, Inc., Class A
37611X100
49153.00000000
NS
USD
43800.24000000
0.001406277414
Long
EC
CORP
US
N
1
N
N
Donegal Group, Inc.
N/A
Donegal Group, Inc., Class A
257701201
437.00000000
NS
USD
5873.28000000
0.000188571135
Long
EC
CORP
US
N
1
N
N
CNX Resources Corp.
549300JK3KH8PWM3B226
CNX Resources Corp.
12653C108
5640.00000000
NS
USD
132652.80000000
0.004259032293
Long
EC
CORP
US
N
1
N
N
StepStone Group, Inc.
N/A
StepStone Group, Inc., Class A
85914M107
2791.00000000
NS
USD
100671.37000000
0.003232216853
Long
EC
CORP
US
N
1
N
N
N
Steelcase, Inc.
GIE4CCPBJDI8SMV1OX95
Steelcase, Inc., Class A
858155203
4578.00000000
NS
USD
55073.34000000
0.001768218488
Long
EC
CORP
US
N
1
N
N
Ring Energy, Inc.
549300HMY6TJ265I8S64
Ring Energy, Inc.
76680V108
678.00000000
NS
USD
1288.20000000
0.000041359740
Long
EC
CORP
US
N
1
N
N
Simulations Plus, Inc.
N/A
Simulations Plus, Inc.
829214105
521.00000000
NS
USD
23627.35000000
0.000758594214
Long
EC
CORP
US
N
1
N
N
Rush Enterprises, Inc.
529900V3XHTN7A6DFT17
Rush Enterprises, Inc., Class A
781846209
2680.00000000
NS
USD
117705.60000000
0.003779128306
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Services, Inc.
5493005JSTWQNVUE0825
Citizens Financial Services, Inc.
174615104
310.00000000
NS
USD
12524.00000000
0.000402103238
Long
EC
CORP
US
N
1
N
N
N
Geron Corp.
549300T282D7Z2YESL90
Geron Corp.
374163103
23106.00000000
NS
USD
90806.58000000
0.002915491845
Long
EC
CORP
US
N
1
N
N
Huntington Ingalls Industries, Inc.
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413106
1617.00000000
NS
USD
447795.81000000
0.014377207382
Long
EC
CORP
US
N
1
N
N
N
Vanda Pharmaceuticals, Inc.
529900AY8VOOQBKJ0O70
Vanda Pharmaceuticals, Inc.
921659108
2004.00000000
NS
USD
9539.04000000
0.000306266278
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179V6V7
599040.78000000
PA
USD
454521.28000000
0.014593139454
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-72.00000000
NC
USD
-18000.00000000
-0.00057791905
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Written
N/A
U.S. Treasury 10 Year Note
100000.00000000
109.00000000
USD
2024-05-24
XXXX
5500.44000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TV0
720000.00000000
PA
USD
716287.50000000
0.022997566531
Long
DBT
UST
US
N
2
2053-11-15
Fixed
4.75000000
N
N
N
N
N
N
Hanover Insurance Group, Inc. (The)
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group, Inc. (The)
410867105
1149.00000000
NS
USD
149163.18000000
0.004789124696
Long
EC
CORP
US
N
1
N
N
N
iShares Russell 1000 ETF
549300R9T7XRZ4D3YF43
iShares Russell 1000 ETF
464287622
79735.00000000
NS
USD
22005265.30000000
0.706514566821
Long
RF
US
N
1
N
N
Catalyst Pharmaceuticals, Inc.
5299004O0R5XXLA5H544
Catalyst Pharmaceuticals, Inc.
14888U101
4401.00000000
NS
USD
66235.05000000
0.002126583207
Long
EC
CORP
US
N
1
N
N
N
Cigna Group (The)
549300VIWYMSIGT1U456
Cigna Group (The)
125523AV2
40000.00000000
PA
USD
39093.30000000
0.001255153507
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473P105
16298.00000000
NS
USD
454062.28000000
0.014578402518
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KYWA3
84334.95000000
PA
USD
68203.28000000
0.002189776408
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
3423.00000000
NS
USD
556477.11000000
0.017866595969
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H060655
5500000.00000000
PA
USD
5513859.95000000
0.177031375035
Long
ABS-MBS
USGA
US
N
2
2054-05-15
Fixed
6.00000000
N
N
N
N
N
N
Acadia Realty Trust
N/A
Acadia Realty Trust
004239109
3706.00000000
NS
USD
64039.68000000
0.002056097309
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway, Inc.
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc., Class B
084670702
72308.00000000
NS
USD
28686752.84000000
0.921034510602
Long
EC
CORP
US
N
1
N
N
N
Fulton Financial Corp.
5493005QLZ6O1BNC0C11
Fulton Financial Corp.
360271100
12833.00000000
NS
USD
212386.15000000
0.006819000212
Long
EC
CORP
US
N
1
N
N
N
Light & Wonder, Inc.
529900JXALYBOHXKFM62
Light & Wonder, Inc.
80874P109
3732.00000000
NS
USD
333118.32000000
0.010695301435
Long
EC
CORP
US
N
1
N
N
Aquestive Therapeutics, Inc.
N/A
Aquestive Therapeutics, Inc.
03843E104
12629.00000000
NS
USD
42433.44000000
0.001362394093
Long
EC
CORP
US
N
1
N
N
Globant SA
2221008DCMSPYS42DS88
Globant SA
N/A
1738.00000000
NS
USD
310389.42000000
0.009965553408
Long
EC
CORP
LU
N
1
N
N
N
Mativ Holdings, Inc.
549300Z1FU4IDULG1R21
Mativ Holdings, Inc.
808541106
2319.00000000
NS
USD
42344.94000000
0.001359552658
Long
EC
CORP
US
N
1
N
N
Covenant Logistics Group, Inc.
N/A
Covenant Logistics Group, Inc., Class A
22284P105
414.00000000
NS
USD
18708.66000000
0.000600671731
Long
EC
CORP
US
N
1
N
N
N
Marinus Pharmaceuticals, Inc.
549300NCT4OJF7JV1084
Marinus Pharmaceuticals, Inc.
56854Q200
3571.00000000
NS
USD
5035.11000000
0.000161660335
Long
EC
CORP
US
N
1
N
N
Nissan Motor Acceptance Co. LLC
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co. LLC
654740BS7
50000.00000000
PA
USD
46152.59000000
0.001481803408
Long
DBT
CORP
US
Y
2
2026-03-09
Fixed
2.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
48333.00000000
NS
USD
4390569.72000000
0.140966328809
Long
EC
CORP
US
N
1
N
N
N
NETSTREIT Corp.
254900CJL0EDMEQ25Q84
NETSTREIT Corp.
64119V303
3368.00000000
NS
USD
56750.80000000
0.001822076050
Long
EC
CORP
US
N
1
N
N
N
Miller Industries, Inc.
549300F1O74SPUJ7UU94
Miller Industries, Inc.
600551204
446.00000000
NS
USD
21724.66000000
0.000697505280
Long
EC
CORP
US
N
1
N
N
N
Sterling Check Corp.
N/A
Sterling Check Corp.
85917T109
154.00000000
NS
USD
2330.02000000
0.000074809053
Long
EC
CORP
US
N
1
N
N
N
Bally's Corp.
549300NS4D5IK406VT62
Bally's Corp.
05875B106
1170.00000000
NS
USD
15373.80000000
0.000493600667
Long
EC
CORP
US
N
1
N
N
Aspen Technology, Inc.
254900545H80W6GA2J08
Aspen Technology, Inc.
29109X106
1104.00000000
NS
USD
217344.48000000
0.006978195402
Long
EC
CORP
US
N
1
N
N
Affirm Holdings, Inc.
N/A
Affirm Holdings, Inc., Class A
00827B106
9219.00000000
NS
USD
293901.72000000
0.009436189183
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
7900.00000000
PA
USD
-7063.24000000
-0.00022677672
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Axonics, Inc.
Axonics, Inc.
Y
2025-04-17
0.00000000
USD
0.00000000
USD
7900.00000000
USD
-7063.24000000
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBG7
210000.00000000
PA
USD
210059.08000000
0.006744285873
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
9396.00000000
NS
USD
1212084.00000000
0.038915913556
Long
EC
CORP
US
N
1
N
N
N
Trinity Capital, Inc.
549300YGT4SBRQYDVU48
Trinity Capital, Inc.
896442308
211.00000000
NS
USD
3200.87000000
0.000102769098
Long
EC
CORP
US
N
1
N
N
N
Flywire Corp.
54930055DSV7NNY4VY66
Flywire Corp.
302492103
3908.00000000
NS
USD
80114.00000000
0.002572189302
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US, Inc.
549300QHIJYOHPACPG31
T-Mobile US, Inc.
872590104
20598.00000000
NS
USD
3381573.66000000
0.108570881423
Long
EC
CORP
US
N
1
N
N
N
Corpay, Inc.
549300DG6RR0NQSFLN74
Corpay, Inc.
219948106
2770.00000000
NS
USD
836927.80000000
0.026870918119
Long
EC
CORP
US
N
1
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762E102
5887.00000000
NS
USD
1522142.72000000
0.048870849308
Long
EC
CORP
US
N
1
N
N
N
Custom Truck One Source, Inc.
N/A
Custom Truck One Source, Inc.
23204X103
730.00000000
NS
USD
3642.70000000
0.000116954764
Long
EC
CORP
US
N
1
N
N
MSA Safety, Inc.
529900DVA3258XK11O39
MSA Safety, Inc.
553498106
1509.00000000
NS
USD
272223.60000000
0.008740178144
Long
EC
CORP
US
N
1
N
N
N
Evercore, Inc.
529900P6KLPT95DW3W58
Evercore, Inc., Class A
29977A105
2172.00000000
NS
USD
394218.00000000
0.012657005298
Long
EC
CORP
US
N
1
N
N
N
ACADIA Pharmaceuticals, Inc.
529900O3044NO0PEA039
ACADIA Pharmaceuticals, Inc.
004225108
4492.00000000
NS
USD
75061.32000000
0.002409964854
Long
EC
CORP
US
N
1
N
N
N
Information Services Group, Inc.
549300ZUNI6DQ0G8Q273
Information Services Group, Inc.
45675Y104
176.00000000
NS
USD
593.12000000
0.000019043075
Long
EC
CORP
US
N
1
N
N
N
Atlas Lithium Corp.
5493006FIK0ZLW06RD76
Atlas Lithium Corp.
105861306
27.00000000
NS
USD
396.90000000
0.000012743115
Long
EC
CORP
US
N
1
N
N
N
Axalta Coating Systems Ltd.
529900AGLPA40GV6H619
Axalta Coating Systems Ltd.
N/A
8813.00000000
NS
USD
277080.72000000
0.008896123822
Long
EC
CORP
BM
N
1
N
N
N
Ocwen Financial Corp.
549300DDD1YQ8EIAT278
Ocwen Financial Corp.
675746606
426.00000000
NS
USD
9942.84000000
0.000319230929
Long
EC
CORP
US
N
1
N
N
N
Kadant, Inc.
549300K06LNJYBMPYP15
Kadant, Inc.
48282T104
539.00000000
NS
USD
147572.81000000
0.004738063300
Long
EC
CORP
US
N
1
N
N
N
1st Source Corp.
N/A
1st Source Corp.
336901103
1229.00000000
NS
USD
60958.40000000
0.001957167840
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
Liberty Media Corp-Liberty SiriusXM
531229789
6121.00000000
NS
USD
147271.26000000
0.004728381550
Long
EC
CORP
US
N
1
N
N
N
Advanced Micro Devices, Inc.
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
64688.00000000
NS
USD
10245285.44000000
0.328941428604
Long
EC
CORP
US
N
1
N
N
N
Certara, Inc.
N/A
Certara, Inc.
15687V109
5407.00000000
NS
USD
92513.77000000
0.002970303936
Long
EC
CORP
US
N
1
N
N
Performant Financial Corp.
N/A
Performant Financial Corp.
71377E105
4462.00000000
NS
USD
11868.92000000
0.000381070837
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XX35
95145.25000000
PA
USD
86243.42000000
0.002768984226
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
3797.00000000
NS
USD
44386.93000000
0.001425114044
Long
EC
CORP
US
N
1
N
N
Apollo Global Management, Inc.
N/A
Apollo Global Management, Inc.
03769M106
26446.00000000
NS
USD
2866217.48000000
0.092024539295
Long
EC
CORP
US
N
1
N
N
Hertz Global Holdings, Inc.
549300NBK3K85MH1EX16
Hertz Global Holdings, Inc.
42806J700
5729.00000000
NS
USD
26066.95000000
0.000836921511
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QFB32
141272.71000000
PA
USD
114005.05000000
0.003660316175
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
1459.00000000
NS
USD
19025.36000000
0.000610839896
Long
EC
CORP
US
N
1
N
N
Shutterstock, Inc.
529900G2TDIS56V0LO22
Shutterstock, Inc.
825690100
1198.00000000
NS
USD
51166.58000000
0.001642785652
Long
EC
CORP
US
N
1
N
N
Constellation Energy Corp.
549300F8Y20RYGNGV346
Constellation Energy Corp.
21037T109
12972.00000000
NS
USD
2412013.68000000
0.077441593048
Long
EC
CORP
US
N
1
N
N
N
MGE Energy, Inc.
N/A
MGE Energy, Inc.
55277P104
1785.00000000
NS
USD
139801.20000000
0.004488543215
Long
EC
CORP
US
N
1
N
N
Ball Corp.
0BGI85ALH27ZJP15DY16
Ball Corp.
058498106
12527.00000000
NS
USD
871503.39000000
0.027981023253
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
128.00000000
NC
USD
800.00000000
0.000025685291
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
97.75000000
USD
2024-06-14
XXXX
-176007.96000000
N
N
N
Vishay Precision Group, Inc.
N/A
Vishay Precision Group, Inc.
92835K103
462.00000000
NS
USD
15246.00000000
0.000489497442
Long
EC
CORP
US
N
1
N
N
N
Perficient, Inc.
549300HTBXKL2755T650
Perficient, Inc.
71375U101
1584.00000000
NS
USD
74859.84000000
0.002403496013
Long
EC
CORP
US
N
1
N
N
N
James River Group Holdings Ltd.
N/A
James River Group Holdings Ltd.
N/A
188.00000000
NS
USD
1671.32000000
0.000053660426
Long
EC
CORP
BM
N
1
N
N
N
Ciena Corp.
W0CZ7N0GH8UIGXDM1H41
Ciena Corp.
171779309
5927.00000000
NS
USD
274005.21000000
0.008797379609
Long
EC
CORP
US
N
1
N
N
N
Columbia Cent CLO 32 Ltd.
549300NBGVSLUALOY827
Columbia Cent CLO 32 Ltd., Series 2022-32A, Class A1R
19737TBA3
910000.00000000
PA
USD
910318.50000000
0.029227245021
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-24
Floating
6.77293920
N
N
N
N
N
N
Bentley Systems, Inc.
549300WVEHPGE0Z56F71
Bentley Systems, Inc., Class B
08265T208
8192.00000000
NS
USD
430325.76000000
0.013816303224
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140N6NC2
474737.89000000
PA
USD
437767.68000000
0.014055238079
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
13720.00000000
NS
USD
29772.40000000
0.000955890965
Long
EC
CORP
US
N
1
N
N
Norwood Financial Corp.
N/A
Norwood Financial Corp.
669549107
489.00000000
NS
USD
11780.01000000
0.000378216238
Long
EC
CORP
US
N
1
N
N
N/A
N/A
S&P 500 Micro E-Mini Index
N/A
543.00000000
NC
USD
-417806.70000000
-0.01341435859
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
S&P 500 Micro E-Mini Index
US78378X1072
2024-06-21
13756905.00000000
USD
-417806.70000000
N
N
N
NOV, Inc.
549300EHF3IW1AR6U008
NOV, Inc.
62955J103
15626.00000000
NS
USD
288924.74000000
0.009276395205
Long
EC
CORP
US
N
1
N
N
Nicolet Bankshares, Inc.
N/A
Nicolet Bankshares, Inc.
65406E102
589.00000000
NS
USD
45076.17000000
0.001447243206
Long
EC
CORP
US
N
1
N
N
N
AGCO Corp.
LYOM0B2GCF1JWXK5ZG04
AGCO Corp.
001084102
2037.00000000
NS
USD
232605.03000000
0.007468159995
Long
EC
CORP
US
N
1
N
N
N
HP, Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434L105
33744.00000000
NS
USD
947868.96000000
0.030432863160
Long
EC
CORP
US
N
1
N
N
N
Sanmina Corp.
X5K24XLM8QYRXF00EB42
Sanmina Corp.
801056102
1939.00000000
NS
USD
117639.13000000
0.003776994180
Long
EC
CORP
US
N
1
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EXB0
1080000.00000000
PA
USD
1071035.51000000
0.034387324082
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
10400.00000000
NS
USD
4085224.00000000
0.131162711531
Long
EC
CORP
US
N
1
N
N
N
Cogent Biosciences, Inc.
N/A
Cogent Biosciences, Inc.
19240Q201
2285.00000000
NS
USD
14852.50000000
0.000476863489
Long
EC
CORP
US
N
1
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65559CAC5
1210000.00000000
PA
USD
1206355.82000000
0.038732001090
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
1852.00000000
NS
USD
196589.80000000
0.006311832895
Long
EC
CORP
US
N
1
N
N
N
Primerica, Inc.
254900621R686KJR7022
Primerica, Inc.
74164M108
1548.00000000
NS
USD
327959.28000000
0.010529662127
Long
EC
CORP
US
N
1
N
N
Adicet Bio, Inc.
549300VRD2QO80WBOP18
Adicet Bio, Inc.
007002108
342.00000000
NS
USD
509.58000000
0.000016360888
Long
EC
CORP
US
N
1
N
N
ARS Pharmaceuticals, Inc.
N/A
ARS Pharmaceuticals, Inc.
82835W108
1821.00000000
NS
USD
15842.70000000
0.000508655459
Long
EC
CORP
US
N
1
N
N
N
GoHealth, Inc.
N/A
GoHealth, Inc., Class A
38046W204
260.00000000
NS
USD
2618.20000000
0.000084061537
Long
EC
CORP
US
N
1
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661107
23194.00000000
NS
USD
5288000.06000000
0.169779778648
Long
EC
CORP
US
N
1
N
N
N
Applied Optoelectronics, Inc.
529900I8U6Q5SYDNLT48
Applied Optoelectronics, Inc.
03823U102
169.00000000
NS
USD
1664.65000000
0.000053446275
Long
EC
CORP
US
N
1
N
N
Horizon Bancorp, Inc.
549300U2OQ2EIT5MXG39
Horizon Bancorp, Inc.
440407104
1706.00000000
NS
USD
19584.88000000
0.000628804189
Long
EC
CORP
US
N
1
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
20011.00000000
NS
USD
4014406.71000000
0.128889008112
Long
EC
CORP
US
N
1
N
N
N
Safe Bulkers, Inc.
549300V6ZM2HJJYQQO85
Safe Bulkers, Inc.
N/A
1913.00000000
NS
USD
9545.87000000
0.000306485566
Long
EC
CORP
MH
N
1
N
N
N
Hub Group, Inc.
N/A
Hub Group, Inc., Class A
443320106
2890.00000000
NS
USD
116235.80000000
0.003731938005
Long
EC
CORP
US
N
1
N
N
N
UiPath, Inc.
5493000YP61KBELDHT53
UiPath, Inc., Class A
90364P105
16087.00000000
NS
USD
305170.39000000
0.009797988025
Long
EC
CORP
US
N
1
N
N
N
Kohl's Corp.
549300JF6LPRTRJ0FH50
Kohl's Corp.
500255104
5133.00000000
NS
USD
122884.02000000
0.003945389840
Long
EC
CORP
US
N
1
N
N
N
EverCommerce, Inc.
N/A
EverCommerce, Inc.
29977X105
112.00000000
NS
USD
1008.00000000
0.000032363467
Long
EC
CORP
US
N
1
N
N
Deluxe Corp.
KWGNKB8TX9LE5TV29231
Deluxe Corp.
248019101
2670.00000000
NS
USD
52732.50000000
0.001693062041
Long
EC
CORP
US
N
1
N
N
N
Actinium Pharmaceuticals, Inc.
549300LCY1NZSXCQDT45
Actinium Pharmaceuticals, Inc.
00507W206
1724.00000000
NS
USD
13274.80000000
0.000426208884
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBK1
2790000.00000000
PA
USD
2689890.89000000
0.086363289468
Long
DBT
CORP
US
N
2
2026-04-22
Variable
2.08300000
N
N
N
N
N
Peoples Financial Services Corp.
N/A
Peoples Financial Services Corp.
711040105
291.00000000
NS
USD
11020.17000000
0.000353820348
Long
EC
CORP
US
N
1
N
N
N
Coursera, Inc.
984500573CA1QB7DAC30
Coursera, Inc.
22266M104
6058.00000000
NS
USD
61912.76000000
0.001987809109
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617Y5UR8
86848.93000000
PA
USD
78951.49000000
0.002534865042
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
4.00000000
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
1878440.01000000
0.060310348994
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
31513.68000000
0.001011797570
Long
EC
CORP
US
N
1
N
N
N
Sanara Medtech, Inc.
N/A
Sanara Medtech, Inc.
79957L100
269.00000000
NS
USD
8564.96000000
0.000274991867
Long
EC
CORP
US
N
1
N
N
Beyond Meat, Inc.
549300XQ946NCE51DR09
Beyond Meat, Inc.
08862E109
3115.00000000
NS
USD
21119.70000000
0.000678082063
Long
EC
CORP
US
N
1
N
N
Enerpac Tool Group Corp.
IZW37BPZKUJE1QXGB081
Enerpac Tool Group Corp., Class A
292765104
2812.00000000
NS
USD
100191.56000000
0.003216811778
Long
EC
CORP
US
N
1
N
N
N
REGENXBIO, Inc.
549300EOES47LATSET33
REGENXBIO, Inc.
75901B107
2120.00000000
NS
USD
32542.00000000
0.001044813444
Long
EC
CORP
US
N
1
N
N
N
Schneider National, Inc.
529900V6GZ6G6E3BLV72
Schneider National, Inc., Class B
80689H102
542.00000000
NS
USD
11208.56000000
0.000359868913
Long
EC
CORP
US
N
1
N
N
N
Five9, Inc.
254900MXP6EWY0SFFR59
Five9, Inc.
338307101
2811.00000000
NS
USD
161829.27000000
0.005195789963
Long
EC
CORP
US
N
1
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207AU9
440000.00000000
PA
USD
422051.42000000
0.013550642180
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
1.50000000
N
N
N
N
N
N
MainStreet Bancshares, Inc.
549300FHZZP7SP56TS88
MainStreet Bancshares, Inc.
56064Y100
462.00000000
NS
USD
7054.74000000
0.000226503816
Long
EC
CORP
US
N
1
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
58832.00000000
NS
USD
2793343.36000000
0.089684798027
Long
EC
CORP
CW
N
1
N
N
N
Chemours Co. (The)
549300M1BOLNXL8DOV14
Chemours Co. (The)
163851108
5568.00000000
NS
USD
148944.00000000
0.004782087568
Long
EC
CORP
US
N
1
N
N
Primis Financial Corp.
549300JNX3M2EENG1F11
Primis Financial Corp.
74167B109
850.00000000
NS
USD
8262.00000000
0.000265264847
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Co.
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co.
194162103
33952.00000000
NS
USD
3120867.84000000
0.100200500199
Long
EC
CORP
US
N
1
N
N
N
Promigas SA ESP
N/A
Promigas SA ESP
N/A
1570000.00000000
PA
USD
1373607.60000000
0.044101889491
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
33683.00000000
NS
USD
6691127.95000000
0.214829464707
Long
EC
CORP
US
N
1
N
N
N
Cboe Global Markets, Inc.
529900RLNSGA90UPEH54
Cboe Global Markets, Inc.
12503M108
4905.00000000
NS
USD
888540.75000000
0.028528035201
Long
EC
CORP
US
N
1
N
N
N
Cadiz, Inc.
549300PFFIS1TCKZS151
Cadiz, Inc.
127537207
2895.00000000
NS
USD
6600.60000000
0.000211922918
Long
EC
CORP
US
N
1
N
N
N
BioCryst Pharmaceuticals, Inc.
549300Z0INP1Z5NP6J59
BioCryst Pharmaceuticals, Inc.
09058V103
6798.00000000
NS
USD
28075.74000000
0.000901416956
Long
EC
CORP
US
N
1
N
N
N
RumbleON, Inc.
549300HTVW82DG77Y276
RumbleON, Inc., Class B
781386305
4300.00000000
NS
USD
22188.00000000
0.000712381559
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DM2N4
614915.09000000
PA
USD
510792.24000000
0.016399809466
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
1873.00000000
NS
USD
88930.04000000
0.002855242499
Long
EC
CORP
US
N
1
N
N
N
Kinetik Holdings, Inc.
N/A
Kinetik Holdings, Inc., Class A
02215L209
505.00000000
NS
USD
19361.70000000
0.000621638635
Long
EC
CORP
US
N
1
N
N
N
Revance Therapeutics, Inc.
549300N33TFDZHS81H11
Revance Therapeutics, Inc.
761330109
3769.00000000
NS
USD
13606.09000000
0.000436845484
Long
EC
CORP
US
N
1
N
N
Cadre Holdings, Inc.
N/A
Cadre Holdings, Inc.
12763L105
547.00000000
NS
USD
18242.45000000
0.000585703307
Long
EC
CORP
US
N
1
N
N
N
Eagle Bancorp, Inc.
549300B47NZODRMG3D47
Eagle Bancorp, Inc.
268948106
669.00000000
NS
USD
12369.81000000
0.000397152719
Long
EC
CORP
US
N
1
N
N
N
Innovative Industrial Properties, Inc.
5493008BQ0545EZXRR30
Innovative Industrial Properties, Inc.
45781V101
1187.00000000
NS
USD
122735.80000000
0.003940630998
Long
EC
CORP
US
N
1
N
N
N
Pacific Premier Bancorp, Inc.
549300Q1KIC3KLI0XG98
Pacific Premier Bancorp, Inc.
69478X105
1694.00000000
NS
USD
36421.00000000
0.001169355001
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SP4
2770000.00000000
PA
USD
1351565.24000000
0.043394183939
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
72.00000000
NS
USD
2617.92000000
0.000084052547
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DS5M0
100000.00000000
PA
USD
91606.56000000
0.002941176494
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
4.00000000
N
N
N
N
N
N
LENZ Therapeutics, Inc.
N/A
LENZ Therapeutics, Inc.
52635N103
285.00000000
NS
USD
4522.95000000
0.000145216611
Long
EC
CORP
US
N
1
N
N
N
Agenus, Inc.
529900NDQQGU5H4UJK81
Agenus, Inc.
00847G804
1048.00000000
NS
USD
12701.76000000
0.000407810509
Long
EC
CORP
US
N
1
N
N
N
AMN Healthcare Services, Inc.
529900W3ARRTCNFH2I39
AMN Healthcare Services, Inc.
001744101
1366.00000000
NS
USD
81932.68000000
0.002630580960
Long
EC
CORP
US
N
1
N
N
N/A
N/A
ETRS
N/A
8018.00000000
PA
USD
1962.13000000
0.000062997351
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
Olink Holding AB
Olink Holding AB
Y
2025-04-17
0.00000000
USD
0.00000000
USD
8018.00000000
USD
1962.13000000
N
N
N
Jasper Therapeutics, Inc.
N/A
Jasper Therapeutics, Inc.
471871202
1422.00000000
NS
USD
33943.14000000
0.001089799306
Long
EC
CORP
US
N
1
N
N
N
Red Violet, Inc.
549300T4EGADG881UU63
Red Violet, Inc.
75704L104
48.00000000
NS
USD
805.44000000
0.000025859951
Long
EC
CORP
US
N
1
N
N
N
Sabra Health Care REIT, Inc.
549300E3BC7GU7TAZ621
Sabra Health Care REIT, Inc.
78573L106
11036.00000000
NS
USD
153621.12000000
0.004932254057
Long
EC
CORP
US
N
1
N
N
N
Latham Group, Inc.
N/A
Latham Group, Inc.
51819L107
192.00000000
NS
USD
537.60000000
0.000017260515
Long
EC
CORP
US
N
1
N
N
N
Hyundai Capital America
N/A
Hyundai Capital America
44890MGC0
20750000.00000000
PA
USD
20514428.36000000
0.658648840118
Long
STIV
CORP
US
N
2
2024-07-12
None
0.00000000
N
N
N
N
N
N
Northrim Bancorp, Inc.
5493006X7RLLTZ3SG075
Northrim Bancorp, Inc.
666762109
27.00000000
NS
USD
1290.60000000
0.000041436796
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJC5
160000.00000000
PA
USD
146203.98000000
0.004694114803
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
3297.00000000
NS
USD
64126.65000000
0.002058889621
Long
EC
CORP
US
N
1
N
N
N
Penumbra, Inc.
549300RGE06P3ECANU72
Penumbra, Inc.
70975L107
1533.00000000
NS
USD
301188.51000000
0.009670143339
Long
EC
CORP
US
N
1
N
N
N
Manhattan Associates, Inc.
529900Q1GJP7KD52SW51
Manhattan Associates, Inc.
562750109
2136.00000000
NS
USD
440144.16000000
0.014131538806
Long
EC
CORP
US
N
1
N
N
N
Rexford Industrial Realty, Inc.
549300MSLO0DF0EMX355
Rexford Industrial Realty, Inc.
76169C100
8957.00000000
NS
USD
383449.17000000
0.012311254626
Long
EC
CORP
US
N
1
N
N
N
X4 Pharmaceuticals, Inc.
549300R0UFVPXWP86U94
X4 Pharmaceuticals, Inc.
98420X103
8162.00000000
NS
USD
9141.44000000
0.000293500688
Long
EC
CORP
US
N
1
N
N
N
Big Lots, Inc.
N/A
Big Lots, Inc.
089302103
1170.00000000
NS
USD
4118.40000000
0.000132227880
Long
EC
CORP
US
N
1
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LEE5
510000.00000000
PA
USD
485655.22000000
0.015592744859
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
457538.77000000
0.014690020841
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
990004.64000000
0.031785697188
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
575.00000000
NS
USD
58368.25000000
0.001874006893
Long
EC
CORP
US
N
1
N
N
Amplify Energy Corp.
J0TW5YQRAZXYN7VEU787
Amplify Energy Corp.
03212B103
198.00000000
NS
USD
1397.88000000
0.000044881194
Long
EC
CORP
US
N
1
N
N
N
CVR Energy, Inc.
529900SOYZIXZBTXB558
CVR Energy, Inc.
12662P108
687.00000000
NS
USD
20871.06000000
0.000670099074
Long
EC
CORP
US
N
1
N
N
N
Synaptics, Inc.
549300AJ3LI4FWNRQX29
Synaptics, Inc.
87157D109
1772.00000000
NS
USD
159409.12000000
0.005118087140
Long
EC
CORP
US
N
1
N
N
N
Thoughtworks Holding, Inc.
984500E705D15F2DF680
Thoughtworks Holding, Inc.
88546E105
4827.00000000
NS
USD
11198.64000000
0.000359550415
Long
EC
CORP
US
N
1
N
N
Blade Air Mobility, Inc.
N/A
Blade Air Mobility, Inc.
092667104
235.00000000
NS
USD
749.65000000
0.000024068723
Long
EC
CORP
US
N
1
N
N
WSFS Financial Corp.
549300SU7VQHD6QRG886
WSFS Financial Corp.
929328102
1339.00000000
NS
USD
57215.47000000
0.001836995030
Long
EC
CORP
US
N
1
N
N
N
Tredegar Corp.
54930003228ERHCH6K87
Tredegar Corp.
894650100
1058.00000000
NS
USD
6750.04000000
0.000216720931
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133C1NL0
95505.78000000
PA
USD
92841.79000000
0.002980835547
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
107.00000000
NS
USD
46864.93000000
0.001504674234
Long
EC
CORP
US
N
1
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054109
6574.99960000
NS
USD
938975.69000000
0.030147330369
Long
EC
CORP
US
N
1
N
N
International Bancshares Corp.
549300Y16R531AU8TX77
International Bancshares Corp.
459044103
2159.00000000
NS
USD
120148.35000000
0.003857556739
Long
EC
CORP
US
N
1
N
N
N
Enviri Corp.
KAO98FK89NPNNPQGUZ43
Enviri Corp.
415864107
2894.00000000
NS
USD
22515.32000000
0.000722890696
Long
EC
CORP
US
N
1
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884L109
2129.00000000
NS
USD
85351.61000000
0.002740351227
Long
EC
CORP
US
N
1
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161N101
39355.00000000
NS
USD
1478960.90000000
0.047484427266
Long
EC
CORP
US
N
1
N
N
N
Cohen & Steers, Inc.
549300XXIA338A0X2K65
Cohen & Steers, Inc.
19247A100
1322.00000000
NS
USD
90927.16000000
0.002919363260
Long
EC
CORP
US
N
1
N
N
N
Vertical Aerospace Ltd.
9845002F3CF4E56DA491
Vertical Aerospace Ltd.
N/A
255.00000000
NS
USD
193.80000000
0.000006222261
Long
EC
CORP
KY
N
1
N
N
N
Sally Beauty Holdings, Inc.
529900VXW6E8ONDIQ271
Sally Beauty Holdings, Inc.
79546E104
2925.00000000
NS
USD
31736.25000000
0.001018943539
Long
EC
CORP
US
N
1
N
N
Vanguard Long-Term Corporate Bond ETF
N/A
Vanguard Long-Term Corporate Bond ETF
92206C813
56946.00000000
NS
USD
4218559.68000000
0.135443668789
Long
RF
US
N
1
N
N
Zuora, Inc.
549300ISVGC1YZWQJ420
Zuora, Inc., Class A
98983V106
7235.00000000
NS
USD
71337.10000000
0.002290392759
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DPQC5
275022.92000000
PA
USD
253537.20000000
0.008140221105
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
5028.00000000
NS
USD
348339.84000000
0.011184012908
Long
EC
CORP
US
N
1
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBF1
640000.00000000
PA
USD
432180.48000000
0.013875852004
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
CF SECURED LLC
254900OXTV81I73FAT50
Treasury Repurchase Agreement
N/A
6577792.60000000
PA
USD
6577792.60000000
0.211190650331
Long
RA
CORP
US
N
2
Repurchase
Y
5.31000000
2024-05-01
7526639.34640000
USD
6710338.08350000
USD
UST
N
N
Whitebox CLO IV Ltd.
549300SN372GTCE2YI66
Whitebox CLO IV Ltd., Series 2023-4A, Class A1
96467KAA7
600000.00000000
PA
USD
604258.80000000
0.019400704263
Long
ABS-CBDO
CORP
KY
Y
2
2036-04-20
Floating
7.47456120
N
N
N
N
N
N
Agiliti, Inc.
N/A
Agiliti, Inc.
00848J104
1012.00000000
NS
USD
10271.80000000
0.000329792721
Long
EC
CORP
US
N
1
N
N
Brown-Forman Corp.
549300873K3LXF7ARU34
Brown-Forman Corp., Class B
115637209
7815.00000000
NS
USD
373947.75000000
0.012006196199
Long
EC
CORP
US
N
1
N
N
TruBridge, Inc.
5493005Q6CJC78TGL805
TruBridge, Inc.
205306103
517.00000000
NS
USD
4084.30000000
0.000131133045
Long
EC
CORP
US
N
1
N
N
N
Allegro MicroSystems, Inc.
N/A
Allegro MicroSystems, Inc.
01749D105
3171.00000000
NS
USD
94146.99000000
0.003022741100
Long
EC
CORP
US
N
1
N
N
Samsara, Inc.
N/A
Samsara, Inc., Class A
79589L106
889.00000000
NS
USD
31052.77000000
0.000996999311
Long
EC
CORP
US
N
1
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506101
10495.00000000
NS
USD
888401.75000000
0.028523572381
Long
EC
CORP
US
N
1
N
N
N
Stonepeak ABS
N/A
Stonepeak ABS, Series 2021-1A, Class AA
78433XAA8
1168488.70000000
PA
USD
1089600.99000000
0.034983398789
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
3351.00000000
NS
USD
144428.10000000
0.004637097309
Long
EC
CORP
US
N
1
N
N
N
Encore Capital Group, Inc.
5493000UVC6H49CIH830
Encore Capital Group, Inc.
292554102
1523.00000000
NS
USD
62580.07000000
0.002009234173
Long
EC
CORP
US
N
1
N
N
Appfolio, Inc.
529900OOUUGT6JFC0S15
Appfolio, Inc., Class A
03783C100
747.00000000
NS
USD
169404.66000000
0.005439010088
Long
EC
CORP
US
N
1
N
N
N/A
N/A
TOPIX Index
N/A
8.00000000
NC
34509.25000000
0.001107975181
N/A
DE
JP
N
1
Japan Securities Clearing
549300JHM7D8P3TS4S86
Long
TOPIX Index
JP9010100007
2024-06-13
219760000.00000000
JPY
34509.25000000
N
N
N
Zentalis Pharmaceuticals, Inc.
N/A
Zentalis Pharmaceuticals, Inc.
98943L107
2486.00000000
NS
USD
27495.16000000
0.000882776498
Long
EC
CORP
US
N
1
N
N
Chevron Corp.
N/A
Chevron Corp.
166764100
56272.00000000
NS
USD
9074985.44000000
0.291367057821
Long
EC
CORP
US
N
1
N
N
White Plains Capital Co. LLC
N/A
White Plains Capital Co. LLC
96437TFE2
7050000.00000000
PA
USD
7000077.19000000
0.224748778811
Long
STIV
CORP
US
Y
2
2024-06-14
Fixed
0.00000000
N
N
N
N
N
N
PNM Resources, Inc.
5493003JOBJGLZSDDQ28
PNM Resources, Inc.
69349H107
3489.00000000
NS
USD
129302.34000000
0.004151460365
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAX7
360000.00000000
PA
USD
357386.26000000
0.011474462826
Long
DBT
CORP
US
N
2
2027-04-18
Fixed
5.20000000
N
N
N
N
N
N
Cigna Group (The)
549300VIWYMSIGT1U456
Cigna Group (The)
125523100
11597.00000000
NS
USD
4140592.88000000
0.132940418809
Long
EC
CORP
US
N
1
N
N
N
World Kinect Corp.
D3W7PCXCBRQLL17DZ313
World Kinect Corp.
981475106
3177.00000000
NS
USD
74659.50000000
0.002397063774
Long
EC
CORP
US
N
1
N
N
N
FTAI Infrastructure, Inc.
N/A
FTAI Infrastructure, Inc.
35953C106
7069.00000000
NS
USD
51179.56000000
0.001643202395
Long
EC
CORP
US
N
1
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAQ0
1170000.00000000
PA
USD
1144665.91000000
0.036751346940
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
97.00000000
NS
USD
181.39000000
0.000005823818
Long
EC
CORP
US
N
1
N
N
N
Ouster, Inc.
N/A
Ouster, Inc.
68989M202
7008.00000000
NS
USD
63562.56000000
0.002040778601
Long
EC
CORP
US
N
1
N
N
N
Bridge Investment Group Holdings, Inc.
N/A
Bridge Investment Group Holdings, Inc., Class A
10806B100
152.00000000
NS
USD
1000.16000000
0.000032111751
Long
EC
CORP
US
N
1
N
N
N
Mohawk Industries, Inc.
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190104
2108.00000000
NS
USD
243094.56000000
0.007804943290
Long
EC
CORP
US
N
1
N
N
N
RBB Bancorp
549300A23FBFZNGET525
RBB Bancorp
74930B105
671.00000000
NS
USD
11916.96000000
0.000382613239
Long
EC
CORP
US
N
1
N
N
N
Tela Bio, Inc.
N/A
Tela Bio, Inc.
872381108
1052.00000000
NS
USD
4739.26000000
0.000152161593
Long
EC
CORP
US
N
1
N
N
N
Orrstown Financial Services, Inc.
5493008IR3FINUFGVM95
Orrstown Financial Services, Inc.
687380105
420.00000000
NS
USD
11012.40000000
0.000353570879
Long
EC
CORP
US
N
1
N
N
N
Matthews International Corp.
549300ZVC5O0ATML6U61
Matthews International Corp., Class A
577128101
333.00000000
NS
USD
8984.34000000
0.000288456739
Long
EC
CORP
US
N
1
N
N
N
Sitio Royalties Corp.
N/A
Sitio Royalties Corp., Class A
82983N108
3523.00000000
NS
USD
81874.52000000
0.002628713639
Long
EC
CORP
US
N
1
N
N
Xeris Biopharma Holdings, Inc.
N/A
Xeris Biopharma Holdings, Inc.
98422E103
639.00000000
NS
USD
1118.25000000
0.000035903221
Long
EC
CORP
US
N
1
N
N
N
Ocugen, Inc.
549300JVNUI9CXWJLR09
Ocugen, Inc.
67577C105
1300.00000000
NS
USD
1716.00000000
0.000055094950
Long
EC
CORP
US
N
1
N
N
Waldencast plc
N/A
Waldencast plc, Class A
N/A
1507.00000000
NS
USD
7339.09000000
0.000235633332
Long
EC
CORP
JE
N
1
N
N
N
F5, Inc.
54930015FPK9KT966303
F5, Inc.
315616102
2866.00000000
NS
USD
473778.46000000
0.015211422306
Long
EC
CORP
US
N
1
N
N
N
RenaissanceRe Holdings Ltd.
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd.
N/A
1950.00000000
NS
USD
427537.50000000
0.013726781635
Long
EC
CORP
BM
N
1
N
N
A10 Networks, Inc.
549300UQD4IWUML81Q35
A10 Networks, Inc.
002121101
3721.00000000
NS
USD
48596.26000000
0.001560261379
Long
EC
CORP
US
N
1
N
N
N
MGP Ingredients, Inc.
2549006OMHFVZ4MS8538
MGP Ingredients, Inc.
55303J106
691.00000000
NS
USD
54202.04000000
0.001740243995
Long
EC
CORP
US
N
1
N
N
Planet Fitness, Inc.
549300LLE5HUPF6H8G33
Planet Fitness, Inc., Class A
72703H101
3392.00000000
NS
USD
202977.28000000
0.006516913252
Long
EC
CORP
US
N
1
N
N
N
Independence Realty Trust, Inc.
549300Z3L8NU44NQEB29
Independence Realty Trust, Inc.
45378A106
9025.00000000
NS
USD
142324.25000000
0.004569549808
Long
EC
CORP
US
N
1
N
N
N
Atlassian Corp.
549300V7ZY5P02D2MY38
Atlassian Corp., Class A
049468101
6245.00000000
NS
USD
1076013.50000000
0.034547150487
Long
EC
CORP
US
N
1
N
N
N
Belpointe Prep LLC
5493008IJWV8ECZGGI79
Belpointe Prep LLC
080694102
18.00000000
NS
USD
1107.00000000
0.000035542022
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TX6
1160000.00000000
PA
USD
1061943.75000000
0.034095418450
Long
DBT
UST
US
N
2
2054-02-15
Fixed
4.25000000
N
N
N
N
N
N
First Financial Corp.
N/A
First Financial Corp.
320218100
572.00000000
NS
USD
20826.52000000
0.000668669046
Long
EC
CORP
US
N
1
N
N
N
Smith-Midland Corp.
N/A
Smith-Midland Corp.
832156103
23.00000000
NS
USD
821.56000000
0.000026377510
Long
EC
CORP
US
N
1
N
N
N
Bowlero Corp.
N/A
Bowlero Corp., Class A
10258P102
946.00000000
NS
USD
11115.50000000
0.000356881071
Long
EC
CORP
US
N
1
N
N
UMH Properties, Inc.
529900OM5K3PJ11F0Q09
UMH Properties, Inc.
903002103
2293.00000000
NS
USD
36504.56000000
0.001172037830
Long
EC
CORP
US
N
1
N
N
N
Archer Aviation, Inc.
N/A
Archer Aviation, Inc., Class A
03945R102
4910.00000000
NS
USD
19050.80000000
0.000611656688
Long
EC
CORP
US
N
1
N
N
Air Transport Services Group, Inc.
5493000F3MSFGIXTQE27
Air Transport Services Group, Inc.
00922R105
1145.00000000
NS
USD
14678.90000000
0.000471289781
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1122.70000000
0.000036046095
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
492825.00000000
MXN
29524.62000000
USD
2024-07-19
1122.70000000
N
N
N
N/A
N/A
ETRS
N/A
7303.00000000
PA
USD
-15738.94000000
-0.00050532407
N/A
DE
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
Chesapeake Energy Corp.
Chesapeake Energy Corp.
Y
2025-04-15
0.00000000
USD
0.00000000
USD
7303.00000000
USD
-15738.94000000
N
N
N
ACNB Corp.
N/A
ACNB Corp.
000868109
42.00000000
NS
USD
1366.68000000
0.000043879467
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology Holdings plc
635400RUXIFEZSRU8X70
Seagate Technology Holdings plc
N/A
1014.00000000
NS
USD
87112.74000000
0.002796895148
Long
EC
CORP
IE
N
1
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TT5
1450000.00000000
PA
USD
1298429.69000000
0.041688181327
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
6283.40000000
0.000201738700
Long
EC
CORP
US
N
1
N
N
N
Turning Point Brands, Inc.
549300IYG00QF0VVP302
Turning Point Brands, Inc.
90041L105
384.00000000
NS
USD
11074.56000000
0.000355566627
Long
EC
CORP
US
N
1
N
N
N
ZeroFox Holdings, Inc.
N/A
ZeroFox Holdings, Inc.
98955G103
246.00000000
NS
USD
277.98000000
0.000008924996
Long
EC
CORP
US
N
1
N
N
N
Harley-Davidson Financial Services, Inc.
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services, Inc.
41282JE31
550000.00000000
PA
USD
549746.80000000
0.017650508501
Long
STIV
CORP
US
Y
2
2024-05-03
None
0.00000000
N
N
N
N
N
N
Wingstop, Inc.
549300SSH3F8HPIM3Q47
Wingstop, Inc.
974155103
1217.00000000
NS
USD
468289.43000000
0.015035188136
Long
EC
CORP
US
N
1
N
N
N
BRT Apartments Corp.
N/A
BRT Apartments Corp.
055645303
338.00000000
NS
USD
6063.72000000
0.000194685519
Long
EC
CORP
US
N
1
N
N
N
Rush Enterprises, Inc.
529900V3XHTN7A6DFT17
Rush Enterprises, Inc., Class B
781846308
339.00000000
NS
USD
13868.49000000
0.000445270260
Long
EC
CORP
US
N
1
N
N
N
Patrick Industries, Inc.
549300FZ5ZTCCJ3Z5W14
Patrick Industries, Inc.
703343103
947.00000000
NS
USD
98952.03000000
0.003177014667
Long
EC
CORP
US
N
1
N
N
Becton Dickinson & Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co.
075887BV0
454000.00000000
PA
USD
452898.82000000
0.014541047756
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
4756.00000000
NS
USD
107580.72000000
0.003454052689
Long
EC
CORP
US
N
1
N
N
Banner Corp.
N/A
Banner Corp.
06652V208
651.00000000
NS
USD
28403.13000000
0.000911928341
Long
EC
CORP
US
N
1
N
N
N
John Wiley & Sons, Inc.
5493003XM719UN7E8P64
John Wiley & Sons, Inc., Class A
968223206
1831.00000000
NS
USD
68790.67000000
0.002208635513
Long
EC
CORP
US
N
1
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AU5
270000.00000000
PA
USD
247668.59000000
0.007951799907
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
2.26800000
N
N
N
N
N
N
DHT Holdings, Inc.
549300SMD6IVZYT74K40
DHT Holdings, Inc.
N/A
3888.00000000
NS
USD
44400.96000000
0.001425564499
Long
EC
CORP
MH
N
1
N
N
N
Innovid Corp.
N/A
Innovid Corp.
457679108
21888.00000000
NS
USD
49248.00000000
0.001581186543
Long
EC
CORP
US
N
1
N
N
N
Origin Bancorp, Inc.
54930055DO2Z4KO3NB45
Origin Bancorp, Inc.
68621T102
1909.00000000
NS
USD
56697.30000000
0.001820358346
Long
EC
CORP
US
N
1
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
18482.00000000
NS
USD
2975232.36000000
0.095524638006
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker, Inc.
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502101
6317.00000000
NS
USD
577373.80000000
0.018537517936
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956P102
8642.00000000
NS
USD
1039459.76000000
0.033373533654
Long
EC
CORP
US
N
1
N
N
N
NMI Holdings, Inc.
529900KNNGFXJX1C3Z08
NMI Holdings, Inc., Class A
629209305
3880.00000000
NS
USD
119736.80000000
0.003844343261
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group, Inc.
N/A
American Airlines Group, Inc.
02376R102
25644.00000000
NS
USD
346450.44000000
0.011123350671
Long
EC
CORP
US
N
1
N
N
TPI Composites, Inc.
549300TI9H56OIY0QE39
TPI Composites, Inc.
87266J104
1229.00000000
NS
USD
3908.22000000
0.000125479712
Long
EC
CORP
US
N
1
N
N
N
RE/MAX Holdings, Inc.
54930033W2KS56JHAN30
RE/MAX Holdings, Inc., Class A
75524W108
86.00000000
NS
USD
603.72000000
0.000019383405
Long
EC
CORP
US
N
1
N
N
N
Twilio, Inc.
5493004W8TRGD63APX93
Twilio, Inc., Class A
90138F102
6671.00000000
NS
USD
399459.48000000
0.012825291475
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co.
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216101
36317.00000000
NS
USD
1360797.99000000
0.043690616283
Long
EC
CORP
US
N
1
N
N
N
Consolidated Water Co. Ltd.
5299001BMEW8X9VIJA73
Consolidated Water Co. Ltd.
N/A
149.00000000
NS
USD
3792.05000000
0.000121749886
Long
EC
CORP
KY
N
1
N
N
N
Installed Building Products, Inc.
549300I95Y9P9YM5FI86
Installed Building Products, Inc.
45780R101
917.00000000
NS
USD
216164.41000000
0.006940307349
Long
EC
CORP
US
N
1
N
N
Avidity Biosciences, Inc.
N/A
Avidity Biosciences, Inc.
05370A108
3019.00000000
NS
USD
72848.47000000
0.002338917732
Long
EC
CORP
US
N
1
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429109
9777.00000000
NS
USD
446906.67000000
0.014348660107
Long
EC
CORP
US
N
1
N
N
N
Sturm Ruger & Co., Inc.
529900DV1BWFJSHFO847
Sturm Ruger & Co., Inc.
864159108
292.00000000
NS
USD
13499.16000000
0.000433412324
Long
EC
CORP
US
N
1
N
N
N
Insulet Corp.
549300TZTYD2PYN92D43
Insulet Corp.
45784P101
2797.00000000
NS
USD
480916.18000000
0.015440590329
Long
EC
CORP
US
N
1
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361702
25636.00000000
NS
USD
1283594.52000000
0.041211874245
Long
EC
CORP
US
N
1
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCE1
220000.00000000
PA
USD
178783.31000000
0.005740126787
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
911.00000000
NS
USD
23695.11000000
0.000760769758
Long
EC
CORP
BM
N
1
N
N
Stem, Inc.
549300GVWIYFILN5V546
Stem, Inc.
85859N102
8317.00000000
NS
USD
15303.28000000
0.000491336509
Long
EC
CORP
US
N
1
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F052656
100000.00000000
PA
USD
97055.10000000
0.003116110667
Long
ABS-MBS
USGSE
US
N
2
2054-05-25
Fixed
5.50000000
N
N
N
N
N
N
Asure Software, Inc.
N/A
Asure Software, Inc.
04649U102
117.00000000
NS
USD
864.63000000
0.000027760341
Long
EC
CORP
US
N
1
N
N
N
Erie Indemnity Co.
549300WA5KP94KRUFZ80
Erie Indemnity Co., Class A
29530P102
130.00000000
NS
USD
49745.80000000
0.001597169216
Long
EC
CORP
US
N
1
N
N
N
Greenbrier Cos., Inc. (The)
5493001GAGGFR30BP390
Greenbrier Cos., Inc. (The)
393657101
1275.00000000
NS
USD
62972.25000000
0.002021825745
Long
EC
CORP
US
N
1
N
N
N
SunOpta, Inc.
54930010CP0KEPPRPA40
SunOpta, Inc.
8676EP108
1738.00000000
NS
USD
11383.90000000
0.000365498487
Long
EC
CORP
CA
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
48598.00000000
NS
USD
6104880.76000000
0.196007052259
Long
EC
CORP
US
N
1
N
N
N
Myers Industries, Inc.
549300I2H9XMVTCW4Q51
Myers Industries, Inc.
628464109
1449.00000000
NS
USD
31733.10000000
0.001018842404
Long
EC
CORP
US
N
1
N
N
N
First Citizens BancShares, Inc.
549300N3Z00ZHE2XC526
First Citizens BancShares, Inc., Class A
31946M103
440.00000000
NS
USD
742174.40000000
0.023828707246
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QQWS0
85611.96000000
PA
USD
87074.15000000
0.002795656154
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
5236.00000000
NS
USD
559780.76000000
0.017972664986
Long
EC
CORP
US
N
1
N
N
N
Itron, Inc.
24F6LSZD18II6ICG6S41
Itron, Inc.
465741106
1736.00000000
NS
USD
159920.32000000
0.005134500042
Long
EC
CORP
US
N
1
N
N
N
Postal Realty Trust, Inc.
5493007B7ZZSIJRGWC41
Postal Realty Trust, Inc., Class A
73757R102
105.00000000
NS
USD
1454.25000000
0.000046691043
Long
EC
CORP
US
N
1
N
N
N
Canoo, Inc.
5493004KHMS7ZZPSQE04
Canoo, Inc.
13803R201
187.00000000
NS
USD
538.56000000
0.000017291338
Long
EC
CORP
US
N
1
N
N
Arrow Financial Corp.
2549007Z8GI9ZZIQ1817
Arrow Financial Corp.
042744102
710.00000000
NS
USD
15811.70000000
0.000507660154
Long
EC
CORP
US
N
1
N
N
N
Houlihan Lokey, Inc.
549300S3CNGTQ1QZVY46
Houlihan Lokey, Inc., Class A
441593100
2294.00000000
NS
USD
292462.06000000
0.009389966574
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537101
21451.00000000
NS
USD
1845429.53000000
0.059250494243
Long
EC
CORP
US
N
1
N
N
Beacon Roofing Supply, Inc.
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc.
073685109
2268.00000000
NS
USD
223466.04000000
0.007174737968
Long
EC
CORP
US
N
1
N
N
N
BOK Financial Corp.
GRI2NT5QHYW751NMR949
BOK Financial Corp.
05561Q201
1074.00000000
NS
USD
95296.02000000
0.003059632563
Long
EC
CORP
US
N
1
N
N
N
Verrica Pharmaceuticals, Inc.
5493002L68H6THU5GW50
Verrica Pharmaceuticals, Inc.
92511W108
1514.00000000
NS
USD
10545.01000000
0.000338564569
Long
EC
CORP
US
N
1
N
N
Ziff Davis, Inc.
5493008OJYGLHD7MXA18
Ziff Davis, Inc.
48123V102
2167.00000000
NS
USD
108588.37000000
0.003486404919
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
0.000000000321
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
97.00000000
NS
USD
550.96000000
0.000017689460
Long
EC
CORP
US
N
1
N
N
N
CONMED Corp.
Z6C0YCECH9DCU5ZIQW84
CONMED Corp.
207410101
1352.00000000
NS
USD
91908.96000000
0.002950885534
Long
EC
CORP
US
N
1
N
N
N
MKS Instruments, Inc.
549300KEQATBHAGVF505
MKS Instruments, Inc.
55306N104
2558.00000000
NS
USD
304350.84000000
0.009771675049
Long
EC
CORP
US
N
1
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822V101
17259.00000000
NS
USD
1618549.02000000
0.051966129203
Long
EC
CORP
US
N
1
N
N
N
Tourmaline Bio, Inc.
N/A
Tourmaline Bio, Inc.
89157D105
93.00000000
NS
USD
1472.19000000
0.000047267036
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617QY2Q7
128965.22000000
PA
USD
108459.73000000
0.003482274724
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
6088.00000000
NS
USD
247355.44000000
0.007941745721
Long
EC
CORP
US
N
1
N
N
Protalix BioTherapeutics, Inc.
549300SDVB3GP4XDFM60
Protalix BioTherapeutics, Inc.
74365A309
3723.00000000
NS
USD
4244.22000000
0.000136267534
Long
EC
CORP
US
N
1
N
N
N
Commercial Metals Co.
549300OQS2LO07ZJ7N73
Commercial Metals Co.
201723103
4379.00000000
NS
USD
235327.46000000
0.007555568005
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DP6Z6
278252.07000000
PA
USD
271145.10000000
0.008705551160
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.50000000
N
N
N
N
N
N
Bunge Global SA
254900IVXSV9K0B7PO26
Bunge Global SA
N/A
5910.00000000
NS
USD
601401.60000000
0.019308969245
Long
EC
CORP
CH
N
1
N
N
N
Zymeworks, Inc.
N/A
Zymeworks, Inc.
98985Y108
676.00000000
NS
USD
5800.08000000
0.000186220931
Long
EC
CORP
US
N
1
N
N
N
NexPoint Diversified Real Estate Trust
5493008KGR2NU3OXMR64
NexPoint Diversified Real Estate Trust
65340G205
2279.00000000
NS
USD
13628.42000000
0.000437562425
Long
EC
CORP
US
N
1
N
N
N
Paysign, Inc.
N/A
Paysign, Inc.
70451A104
2165.00000000
NS
USD
9959.00000000
0.000319749772
Long
EC
CORP
US
N
1
N
N
N
SL Green Realty Corp.
549300VQZPJU97H3GT17
SL Green Realty Corp.
78440X887
3691.00000000
NS
USD
183922.53000000
0.005905129742
Long
EC
CORP
US
N
1
N
N
N
Inozyme Pharma, Inc.
N/A
Inozyme Pharma, Inc.
45790W108
2463.00000000
NS
USD
10861.83000000
0.000348736587
Long
EC
CORP
US
N
1
N
N
N
Flex Ltd.
549300EAQH74YHD07T53
Flex Ltd.
N/A
2170.00000000
NS
USD
62170.50000000
0.001996084267
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
736.00000000
NS
USD
3312.00000000
0.000106337106
Long
EC
CORP
US
N
1
N
N
N
BioLife Solutions, Inc.
549300G2IVCMC2TJDW72
BioLife Solutions, Inc.
09062W204
1260.00000000
NS
USD
22100.40000000
0.000709569019
Long
EC
CORP
US
N
1
N
N
EverQuote, Inc.
N/A
EverQuote, Inc., Class A
30041R108
581.00000000
NS
USD
11718.77000000
0.000376250029
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
12.00000000
NC
USD
300.00000000
0.000009631984
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
95.37500000
USD
2024-06-14
XXXX
-43800.84000000
N
N
N
Broadridge Financial Solutions, Inc.
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions, Inc.
11133T103
4967.00000000
NS
USD
960667.47000000
0.030843779985
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Diana Shipping, Inc.
N/A
84.00000000
NS
USD
45.75000000
0.000001468877
N/A
DO
MH
N
1
Diana Shipping, Inc.
549300XD7FHNJ0THIV12
Call
Purchased
Diana Shipping, Inc.
Diana Shipping, Inc.
1.53876000
4.00000000
USD
2026-12-14
XXXX
45.75000000
N
N
N
Core & Main, Inc.
N/A
Core & Main, Inc., Class A
21874C102
6086.00000000
NS
USD
343676.42000000
0.011034286280
Long
EC
CORP
US
N
1
N
N
DigitalBridge Group, Inc.
549300XG87L902AGBO89
DigitalBridge Group, Inc.
25401T603
5883.00000000
NS
USD
96716.52000000
0.003105240009
Long
EC
CORP
US
N
1
N
N
N
Community Trust Bancorp, Inc.
N/A
Community Trust Bancorp, Inc.
204149108
1056.00000000
NS
USD
44362.56000000
0.001424331605
Long
EC
CORP
US
N
1
N
N
N
Frontdoor, Inc.
5493008RB0JZJI3QGZ06
Frontdoor, Inc.
35905A109
2658.00000000
NS
USD
81574.02000000
0.002619065601
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513105
59585.00000000
NS
USD
4406310.75000000
0.141471719989
Long
EC
CORP
US
N
1
N
N
N
Identiv, Inc.
5299008KH3C585Z0DS77
Identiv, Inc.
45170X205
109.00000000
NS
USD
549.36000000
0.000017638089
Long
EC
CORP
US
N
1
N
N
N
Ameresco, Inc.
529900NZXZGBCBXYY327
Ameresco, Inc., Class A
02361E108
729.00000000
NS
USD
15257.97000000
0.000489881758
Long
EC
CORP
US
N
1
N
N
Southern Copper Corp.
2549007U6NAP46Q9TU15
Southern Copper Corp.
84265V105
3318.00000000
NS
USD
387111.06000000
0.012428825516
Long
EC
CORP
US
N
1
N
N
Luna Innovations, Inc.
N/A
Luna Innovations, Inc.
550351100
2296.00000000
NS
USD
4729.76000000
0.000151856580
Long
EC
CORP
US
N
1
N
N
N
Viper Energy, Inc.
5299009LINL232255G03
Viper Energy, Inc., Class A
927959106
418.00000000
NS
USD
15950.88000000
0.000512128752
Long
EC
CORP
US
N
1
N
N
N
Cullen/Frost Bankers, Inc.
529900V2E9G9AY665O34
Cullen/Frost Bankers, Inc.
229899109
2598.00000000
NS
USD
271075.32000000
0.008703310761
Long
EC
CORP
US
N
1
N
N
N
Intevac, Inc.
N/A
Intevac, Inc.
461148108
1692.00000000
NS
USD
7157.16000000
0.000229792176
Long
EC
CORP
US
N
1
N
N
OptimizeRx Corp.
N/A
OptimizeRx Corp.
68401U204
446.00000000
NS
USD
4549.20000000
0.000146059410
Long
EC
CORP
US
N
1
N
N
N
Gevo, Inc.
549300IV6EW4O1OJD686
Gevo, Inc.
374396406
15780.00000000
NS
USD
10395.86000000
0.000333775867
Long
EC
CORP
US
N
1
N
N
N
FS Bancorp, Inc.
N/A
FS Bancorp, Inc.
30263Y104
472.00000000
NS
USD
14712.24000000
0.000472360216
Long
EC
CORP
US
N
1
N
N
N
Pure Storage, Inc.
549300NPDB0BZTK3WO90
Pure Storage, Inc., Class A
74624M102
18954.00000000
NS
USD
955281.60000000
0.030670857934
Long
EC
CORP
US
N
1
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp., Class A
526057104
10175.00000000
NS
USD
1542733.50000000
0.049531949540
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2014-C02, Class 2M2
30711XAH7
217134.60000000
PA
USD
217388.76000000
0.006979617082
Long
ABS-MBS
CORP
US
N
2
2024-05-25
Floating
8.04449880
N
N
N
N
N
N
M/I Homes, Inc.
5299005M71FH9CCSFB69
M/I Homes, Inc.
55305B101
1086.00000000
NS
USD
126214.92000000
0.004052333762
Long
EC
CORP
US
N
1
N
N
N
C&F Financial Corp.
549300VFPAZLNS1R0361
C&F Financial Corp.
12466Q104
218.00000000
NS
USD
8539.06000000
0.000274160306
Long
EC
CORP
US
N
1
N
N
N
Immunovant, Inc.
N/A
Immunovant, Inc.
45258J102
1835.00000000
NS
USD
50352.40000000
0.001616645088
Long
EC
CORP
US
N
1
N
N
N
Tempur Sealy International, Inc.
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023U101
6953.00000000
NS
USD
348067.18000000
0.011175258718
Long
EC
CORP
US
N
1
N
N
N
Lifecore Biomedical, Inc.
549300EHBZ5OM9ND9O43
Lifecore Biomedical, Inc.
514766104
153.00000000
NS
USD
982.26000000
0.000031537043
Long
EC
CORP
US
N
1
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22550L2C4
3620000.00000000
PA
USD
3527493.69000000
0.113255879553
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
2097.00000000
NS
USD
12665.88000000
0.000406658524
Long
EC
CORP
US
N
1
N
N
Wyndham Hotels & Resorts, Inc.
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
98311A105
3531.00000000
NS
USD
259563.81000000
0.008333715148
Long
EC
CORP
US
N
1
N
N
N
Nomura Research Institute Ltd.
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd.
N/A
56500.00000000
NS
1367581.72000000
0.043908418886
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
77.00000000
NC
USD
-44169.07000000
-0.00141811929
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Long Bond
2024-06-18
8763562.50000000
USD
-44169.07000000
N
N
N
Western Alliance Bancorp
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638109
4413.00000000
NS
USD
250790.79000000
0.008052043178
Long
EC
CORP
US
N
1
N
N
N
MYR Group, Inc.
529900G1IMMZHOQ17I54
MYR Group, Inc.
55405W104
775.00000000
NS
USD
128843.75000000
0.004136736593
Long
EC
CORP
US
N
1
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global, Class B
92556H206
23828.00000000
NS
USD
271400.92000000
0.008713764674
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
0.000000000321
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
11464.00000000
NS
USD
695291.60000000
0.022323459267
Long
EC
CORP
US
N
1
N
N
N
MSC Industrial Direct Co., Inc.
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Co., Inc., Class A
553530106
1802.00000000
NS
USD
164414.48000000
0.005278792304
Long
EC
CORP
US
N
1
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457BW9
700000.00000000
PA
USD
698596.60000000
0.022429571627
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
2007.36000000
0.000064449533
Long
EC
CORP
US
N
1
N
N
N
Amphastar Pharmaceuticals, Inc.
54930055TH0ZLSAQMJ38
Amphastar Pharmaceuticals, Inc.
03209R103
1730.00000000
NS
USD
71362.50000000
0.002291208267
Long
EC
CORP
US
N
1
N
N
RMR Group, Inc. (The)
549300JP4L34E48UJM16
RMR Group, Inc. (The), Class A
74967R106
571.00000000
NS
USD
13544.12000000
0.000434855837
Long
EC
CORP
US
N
1
N
N
N
Adverum Biotechnologies, Inc.
529900ZEDOOZL1EWHJ89
Adverum Biotechnologies, Inc.
00773U207
1073.00000000
NS
USD
10429.56000000
0.000334857860
Long
EC
CORP
US
N
1
N
N
N
Park Hotels & Resorts, Inc.
5493005UZ5TQN0H6HS73
Park Hotels & Resorts, Inc.
700517105
7760.00000000
NS
USD
125168.80000000
0.004018746391
Long
EC
CORP
US
N
1
N
N
N
Compass Diversified Holdings
5299001SM1LBYANJRR58
Compass Diversified Holdings
20451Q104
2587.00000000
NS
USD
56836.39000000
0.001824824055
Long
EC
CORP
US
N
1
N
N
N
Akamai Technologies, Inc.
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971T101
6801.00000000
NS
USD
686424.93000000
0.022038780512
Long
EC
CORP
US
N
1
N
N
N
Avery Dennison Corp.
549300PW7VPFCYKLIV37
Avery Dennison Corp.
053611109
3400.00000000
NS
USD
738752.00000000
0.023718825569
Long
EC
CORP
US
N
1
N
N
N
Aris Water Solutions, Inc.
N/A
Aris Water Solutions, Inc., Class A
04041L106
223.00000000
NS
USD
3128.69000000
0.000100451643
Long
EC
CORP
US
N
1
N
N
N
Easterly Government Properties, Inc.
549300ERMCEFC6S8HL77
Easterly Government Properties, Inc., Class A
27616P103
3417.00000000
NS
USD
39944.73000000
0.001282490041
Long
EC
CORP
US
N
1
N
N
N
Fox Factory Holding Corp.
529900GE1HSV0617R721
Fox Factory Holding Corp.
35138V102
1277.00000000
NS
USD
49700.84000000
0.001595725703
Long
EC
CORP
US
N
1
N
N
N
Reliance, Inc.
549300E287ZOFT3C5Z56
Reliance, Inc.
759509102
2345.00000000
NS
USD
667668.40000000
0.021436571837
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corp.
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp.
28176E108
24515.00000000
NS
USD
2075685.05000000
0.066643219427
Long
EC
CORP
US
N
1
N
N
N
Capital Bancorp, Inc.
549300LQKYGWQ7VP0C75
Capital Bancorp, Inc.
139737100
344.00000000
NS
USD
6673.60000000
0.000214266701
Long
EC
CORP
US
N
1
N
N
N
Vistra Corp.
549300KP43CPCUJOOG15
Vistra Corp.
92840M102
14171.00000000
NS
USD
1074728.64000000
0.034505897983
Long
EC
CORP
US
N
1
N
N
N
SolarWinds Corp.
N/A
SolarWinds Corp.
83417Q204
1041.00000000
NS
USD
11471.82000000
0.000368321300
Long
EC
CORP
US
N
1
N
N
N
Sweetgreen, Inc.
N/A
Sweetgreen, Inc., Class A
87043Q108
4141.00000000
NS
USD
93048.27000000
0.002987464921
Long
EC
CORP
US
N
1
N
N
Tejon Ranch Co.
549300TMNDO77VJ6J111
Tejon Ranch Co.
879080109
888.00000000
NS
USD
14900.64000000
0.000478409102
Long
EC
CORP
US
N
1
N
N
Nabors Industries Ltd.
N/A
Nabors Industries Ltd.
N/A
108.00000000
NS
USD
7779.24000000
0.000249765058
Long
EC
CORP
BM
N
1
N
N
PDS Biotechnology Corp.
5493002KU8ACFTSMC935
PDS Biotechnology Corp.
70465T107
1854.00000000
NS
USD
6210.90000000
0.000199410971
Long
EC
CORP
US
N
1
N
N
Integra LifeSciences Holdings Corp.
WB7IJCYY8YFTENS4O147
Integra LifeSciences Holdings Corp.
457985208
3256.00000000
NS
USD
94977.52000000
0.003049406607
Long
EC
CORP
US
N
1
N
N
N
Masimo Corp.
549300Q4A8JK0PIYCU29
Masimo Corp.
574795100
1783.00000000
NS
USD
239653.03000000
0.007694447413
Long
EC
CORP
US
N
1
N
N
N
NexPoint Residential Trust, Inc.
549300U2J6XVYBF87166
NexPoint Residential Trust, Inc.
65341D102
1212.00000000
NS
USD
41498.88000000
0.001332388536
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418EBJ8
1011340.00400000
PA
USD
817685.93000000
0.026253126820
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
3854.00000000
NS
USD
52337.32000000
0.001680374149
Long
EC
CORP
US
N
1
N
N
QuinStreet, Inc.
549300TP8MFBFPOS4Y78
QuinStreet, Inc.
74874Q100
1487.00000000
NS
USD
26899.83000000
0.000863662468
Long
EC
CORP
US
N
1
N
N
Figs, Inc.
N/A
Figs, Inc., Class A
30260D103
6297.00000000
NS
USD
32177.67000000
0.001033116041
Long
EC
CORP
US
N
1
N
N
Workhorse Group, Inc.
5493006JUAG258V8X854
Workhorse Group, Inc.
98138J206
2962.00000000
NS
USD
447.85000000
0.000014378947
Long
EC
CORP
US
N
1
N
N
N
Tanger, Inc.
UKEW8YSXE4Y581KYOL30
Tanger, Inc.
875465106
4783.00000000
NS
USD
135598.05000000
0.004353594298
Long
EC
CORP
US
N
1
N
N
N
Asbury Automotive Group, Inc.
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436104
793.00000000
NS
USD
166720.32000000
0.005352825019
Long
EC
CORP
US
N
1
N
N
Blackbird Capital II Aircraft Lease Ltd.
N/A
Blackbird Capital II Aircraft Lease Ltd., Series 2021-1A, Class A
09229CAA7
1112244.62000000
PA
USD
979042.20000000
0.031433730355
Long
ABS-O
CORP
US
Y
2
2046-07-15
Fixed
2.44300000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-21.00000000
NC
USD
-30187.50000000
-0.00096921842
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Put
Written
N/A
U.S. Treasury 10 Year Note
100000.00000000
108.50000000
USD
2024-05-24
XXXX
-17755.08000000
N
N
N
CTO Realty Growth, Inc.
N/A
CTO Realty Growth, Inc.
22948Q101
767.00000000
NS
USD
13307.45000000
0.000427257165
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
OIS
N/A
4136000.00000000
PA
USD
718074.20000000
0.023054931419
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2048-02-15
269181.88000000
USD
0.00000000
USD
4136000.00000000
USD
718074.20000000
N
N
N
Shockwave Medical, Inc.
549300LDXO56IC5Y1538
Shockwave Medical, Inc.
82489T104
1468.00000000
NS
USD
484718.92000000
0.015562683436
Long
EC
CORP
US
N
1
N
N
N
Appian Corp.
529900NIARIFW7HGU386
Appian Corp., Class A
03782L101
1690.00000000
NS
USD
63273.60000000
0.002031501074
Long
EC
CORP
US
N
1
N
N
N
Wynn Resorts Ltd.
254900CEKKWIHTEAB172
Wynn Resorts Ltd.
983134107
3993.00000000
NS
USD
365958.45000000
0.011749686825
Long
EC
CORP
US
N
1
N
N
LTC Properties, Inc.
549300NRZP8IJG2KY677
LTC Properties, Inc.
502175102
2215.00000000
NS
USD
73316.50000000
0.002353944591
Long
EC
CORP
US
N
1
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
44110.00000000
NS
USD
4982665.60000000
0.159976522891
Long
EC
CORP
US
N
1
N
N
N
Primoris Services Corp.
549300UF3OLBJ8D5K349
Primoris Services Corp.
74164F103
2325.00000000
NS
USD
108345.00000000
0.003478591132
Long
EC
CORP
US
N
1
N
N
N
Westlake Corp.
GOXNEVUM0LL78B1OS344
Westlake Corp.
960413102
1220.00000000
NS
USD
179779.20000000
0.005772101443
Long
EC
CORP
US
N
1
N
N
N
Trupanion, Inc.
549300J86GFKIDGMQP18
Trupanion, Inc.
898202106
1843.00000000
NS
USD
41467.50000000
0.001331381030
Long
EC
CORP
US
N
1
N
N
Porch Group, Inc.
549300NXEI7CVW8IXQ90
Porch Group, Inc.
733245104
10398.00000000
NS
USD
33169.62000000
0.001064964197
Long
EC
CORP
US
N
1
N
N
N
Schrodinger, Inc.
984500044BAE4791E559
Schrodinger, Inc.
80810D103
2564.00000000
NS
USD
62510.32000000
0.002006994737
Long
EC
CORP
US
N
1
N
N
Construction Partners, Inc.
549300MHLFL4E8JLZU44
Construction Partners, Inc., Class A
21044C107
1776.00000000
NS
USD
91712.64000000
0.002944582364
Long
EC
CORP
US
N
1
N
N
N
Cue Biopharma, Inc.
549300PBW78KZA33WC97
Cue Biopharma, Inc.
22978P106
2517.00000000
NS
USD
4782.30000000
0.000153543461
Long
EC
CORP
US
N
1
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Linked Notes
91282CGK1
1120000.00000000
PA
USD
1061093.45000000
0.034068118196
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
48.00000000
NS
USD
628.80000000
0.000020188639
Long
EC
CORP
BM
N
1
N
N
N
CBL & Associates Properties, Inc.
529900EIVFBRS4PUBZ13
CBL & Associates Properties, Inc.
124830878
898.00000000
NS
USD
19531.50000000
0.000627090338
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEC2
300000.00000000
PA
USD
276160.04000000
0.008866563905
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
11784.00000000
NS
USD
20268.48000000
0.000650752270
Long
EC
CORP
US
N
1
N
N
Relmada Therapeutics, Inc.
549300217EASRZ9JSF81
Relmada Therapeutics, Inc.
75955J402
131.00000000
NS
USD
476.84000000
0.000015309717
Long
EC
CORP
US
N
1
N
N
LSI Industries, Inc.
529900HY42OANH6BVT33
LSI Industries, Inc.
50216C108
1867.00000000
NS
USD
27258.20000000
0.000875168515
Long
EC
CORP
US
N
1
N
N
N
CECO Environmental Corp.
5493002CZCTL4HGLIY91
CECO Environmental Corp.
125141101
380.00000000
NS
USD
8215.60000000
0.000263775100
Long
EC
CORP
US
N
1
N
N
N
National Presto Industries, Inc.
N/A
National Presto Industries, Inc.
637215104
343.00000000
NS
USD
28122.57000000
0.000902920509
Long
EC
CORP
US
N
1
N
N
N
Vista Outdoor, Inc.
549300QI2D33ESTJLN81
Vista Outdoor, Inc.
928377100
1900.00000000
NS
USD
66671.00000000
0.002140580085
Long
EC
CORP
US
N
1
N
N
First Foundation, Inc.
254900TQZQ6LBCK77E82
First Foundation, Inc.
32026V104
795.00000000
NS
USD
4356.60000000
0.000139875676
Long
EC
CORP
US
N
1
N
N
N
Helios Technologies, Inc.
5493000BCJSMIDRNTI78
Helios Technologies, Inc.
42328H109
1520.00000000
NS
USD
68552.00000000
0.002200972627
Long
EC
CORP
US
N
1
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WEY3
1980000.00000000
PA
USD
1964471.18000000
0.063072518592
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
4.95000000
N
N
N
N
N
Verisk Analytics, Inc.
549300I1YSWNIRKBWP67
Verisk Analytics, Inc., Class A
92345Y106
6428.00000000
NS
USD
1401046.88000000
0.044982871872
Long
EC
CORP
US
N
1
N
N
N
Kenvue, Inc.
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAF9
890000.00000000
PA
USD
886598.55000000
0.028465677734
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
966.00000000
NS
USD
27076.98000000
0.000869350154
Long
EC
CORP
US
N
1
N
N
N
Pan Pacific International Holdings Corp.
529900QLHJM2E18A5763
Pan Pacific International Holdings Corp.
N/A
146800.00000000
NS
3476586.13000000
0.111621410156
Long
EC
CORP
JP
N
2
N
N
N
Triumph Financial, Inc.
5493003RNRMEVYDZ1Q52
Triumph Financial, Inc.
89679E300
1234.00000000
NS
USD
86824.24000000
0.002787632390
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
832272.15000000
PA
USD
743957.26000000
0.023885948845
Long
ABS-O
CORP
US
Y
2
2069-09-16
Fixed
1.17000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XX68
186785.69000000
PA
USD
183293.48000000
0.005884933076
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
5.50000000
N
N
N
N
N
N
Stratus Properties, Inc.
5493008I6ZRDZWT8ZZ15
Stratus Properties, Inc.
863167201
33.00000000
NS
USD
748.44000000
0.000024029874
Long
EC
CORP
US
N
1
N
N
N
Vir Biotechnology, Inc.
N/A
Vir Biotechnology, Inc.
92764N102
3125.00000000
NS
USD
26437.50000000
0.000848818617
Long
EC
CORP
US
N
1
N
N
N
Retail Opportunity Investments Corp.
N/A
Retail Opportunity Investments Corp.
76131N101
7117.00000000
NS
USD
87325.59000000
0.002803729041
Long
EC
CORP
US
N
1
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCX5
750000.00000000
PA
USD
738672.20000000
0.023716263461
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
67.00000000
NS
USD
2020.72000000
0.000064878477
Long
EC
CORP
US
N
1
N
N
N
Ovid therapeutics, Inc.
549300H36NUI4L6U8F17
Ovid therapeutics, Inc.
690469101
4261.00000000
NS
USD
12996.05000000
0.000417259165
Long
EC
CORP
US
N
1
N
N
N
Teledyne Technologies, Inc.
549300VSMO9KYQWDND94
Teledyne Technologies, Inc.
879360105
1885.00000000
NS
USD
719089.80000000
0.023087538897
Long
EC
CORP
US
N
1
N
N
N
Prime Medicine, Inc.
N/A
Prime Medicine, Inc.
74168J101
140.00000000
NS
USD
688.80000000
0.000022115035
Long
EC
CORP
US
N
1
N
N
Organon & Co.
549300AMCKY57OK2CO56
Organon & Co.
68622V106
9380.00000000
NS
USD
174561.80000000
0.005604588394
Long
EC
CORP
US
N
1
N
N
N
Tokio Marine Holdings, Inc.
5299009QN2NZ191KLS29
Tokio Marine Holdings, Inc.
N/A
202000.00000000
NS
6342875.27000000
0.203648250211
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
759173.72000000
0.024374497858
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
1147.00000000
NS
USD
258935.25000000
0.008313534215
Long
EC
CORP
US
N
1
N
N
Third Harmonic Bio, Inc.
N/A
Third Harmonic Bio, Inc.
88427A107
80.00000000
NS
USD
891.20000000
0.000028613414
Long
EC
CORP
US
N
1
N
N
Ingersoll Rand, Inc.
5299004C02FMZCUOIR50
Ingersoll Rand, Inc.
45687V106
15397.00000000
NS
USD
1436848.04000000
0.046132325910
Long
EC
CORP
US
N
1
N
N
N
Akero Therapeutics, Inc.
549300SI3KG74LBE2955
Akero Therapeutics, Inc.
00973Y108
2019.00000000
NS
USD
40157.91000000
0.001289334529
Long
EC
CORP
US
N
1
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KYVN6
477629.49200000
PA
USD
388838.05000000
0.012484273318
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
2.00000000
N
N
N
N
N
N
RCI Hospitality Holdings, Inc.
529900COXP1MLE1UKG69
RCI Hospitality Holdings, Inc.
74934Q108
404.00000000
NS
USD
20507.04000000
0.000658411624
Long
EC
CORP
US
N
1
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
N/A
3662.00000000
NS
USD
445152.72000000
0.014292346711
Long
EC
CORP
IE
N
1
N
N
N
Outlook Therapeutics, Inc.
5493007AWUJ6HPMCBH11
Outlook Therapeutics, Inc.
69012T305
38.00000000
NS
USD
338.96000000
0.000010882858
Long
EC
CORP
US
N
1
N
N
IDEXX Laboratories, Inc.
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories, Inc.
45168D104
3349.00000000
NS
USD
1650253.24000000
0.052984044368
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XGB32
696296.07000000
PA
USD
576119.37000000
0.018497242436
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
9375.00000000
NS
USD
1027218.75000000
0.032980516267
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
154272.19000000
PA
USD
152658.67000000
0.004901353046
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
2639.00000000
NS
USD
139497.54000000
0.004478793720
Long
EC
CORP
US
N
1
N
N
Viatris, Inc.
254900ZZTSW7NL773X71
Viatris, Inc.
92556V106
48525.00000000
NS
USD
561434.25000000
0.018025752951
Long
EC
CORP
US
N
1
N
N
N
BANK
N/A
BANK, Series 2017-BNK5, Class A5
06541WAX0
2000000.00000000
PA
USD
1864087.60000000
0.059849541701
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
745771.19000000
0.023944187996
Long
DBT
CORP
IE
N
2
2027-01-15
Fixed
6.10000000
N
N
N
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608102
10888.00000000
NS
USD
804296.56000000
0.025823239480
Long
EC
CORP
US
N
1
N
N
N
Artivion, Inc.
549300YTKV8DMSMG6K81
Artivion, Inc.
228903100
1400.00000000
NS
USD
27468.00000000
0.000881904483
Long
EC
CORP
US
N
1
N
N
Ready Capital Corp.
549300MYWGZUG7ZUYO87
Ready Capital Corp.
75574U101
7968.00000000
NS
USD
67887.36000000
0.002179633287
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJD2
1020000.00000000
PA
USD
969301.97000000
0.031121004546
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
3883.00000000
NS
USD
6212.80000000
0.000199471973
Long
EC
CORP
US
N
1
N
N
N
Guidewire Software, Inc.
549300WXSG0J8IXZCK32
Guidewire Software, Inc.
40171V100
3542.00000000
NS
USD
391036.80000000
0.012554867737
Long
EC
CORP
US
N
1
N
N
Corsair Gaming, Inc.
549300Y7YT18L8G0H525
Corsair Gaming, Inc.
22041X102
1819.00000000
NS
USD
20190.90000000
0.000648261439
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DQFF8
90713.73300000
PA
USD
82946.33000000
0.002663125829
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
5446.00000000
NS
USD
44657.20000000
0.001433791498
Long
EC
CORP
US
N
1
N
N
N
Brandywine Realty Trust
5UZ46ZCYUFYYAC0DS831
Brandywine Realty Trust
105368203
2069.00000000
NS
USD
9393.26000000
0.000301585776
Long
EC
CORP
US
N
1
N
N
N
Claros Mortgage Trust, Inc.
549300Z9LU2CZ3K30C16
Claros Mortgage Trust, Inc.
18270D106
1970.00000000
NS
USD
17139.00000000
0.000550275263
Long
EC
CORP
US
N
1
N
N
Trex Co., Inc.
N/A
Trex Co., Inc.
89531P105
4556.00000000
NS
USD
403433.80000000
0.012952893435
Long
EC
CORP
US
N
1
N
N
Backblaze, Inc.
N/A
Backblaze, Inc., Class A
05637B105
6179.00000000
NS
USD
57526.49000000
0.001846980829
Long
EC
CORP
US
N
1
N
N
N
ContextLogic, Inc.
549300YZDCRQ367LIE74
ContextLogic, Inc., Class A
21077C305
1332.00000000
NS
USD
7392.60000000
0.000237351357
Long
EC
CORP
US
N
1
N
N
Science Applications International Corp.
549300LZPNZIXQGZPZ48
Science Applications International Corp.
808625107
2190.00000000
NS
USD
281853.00000000
0.009049345576
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216100
157724.00000000
NS
USD
9742611.48000000
0.312802269623
Long
EC
CORP
US
N
1
N
N
N
SES AI Corp.
N/A
SES AI Corp.
78397Q109
9110.00000000
NS
USD
14393.80000000
0.000462136185
Long
EC
CORP
US
N
1
N
N
N
Intellia Therapeutics, Inc.
5493002T5BCPE5DZC723
Intellia Therapeutics, Inc.
45826J105
4041.00000000
NS
USD
86477.40000000
0.002776496532
Long
EC
CORP
US
N
1
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAG8
2280000.00000000
PA
USD
2185367.10000000
0.070164738709
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.65000000
N
N
N
N
N
N
AdaptHealth Corp.
N/A
AdaptHealth Corp., Class A
00653Q102
1379.00000000
NS
USD
13583.15000000
0.000436108958
Long
EC
CORP
US
N
1
N
N
N
STAAR Surgical Co.
5299006LRHI7OJ8BY308
STAAR Surgical Co.
852312305
2232.00000000
NS
USD
102582.72000000
0.003293583830
Long
EC
CORP
US
N
1
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F020653
-1000000.00000000
PA
USD
-754696.65000000
-0.02423075429
Short
ABS-MBS
USGSE
US
N
2
2054-05-25
Fixed
2.00000000
N
N
N
N
N
N
Supernus Pharmaceuticals, Inc.
549300GRM36VBKISYJ58
Supernus Pharmaceuticals, Inc.
868459108
2189.00000000
NS
USD
65888.90000000
0.002115469502
Long
EC
CORP
US
N
1
N
N
Granite Point Mortgage Trust, Inc.
529900VX2HQZ76AYIE02
Granite Point Mortgage Trust, Inc.
38741L107
261.00000000
NS
USD
1119.69000000
0.000035949455
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours, Inc.
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26614N102
17242.00000000
NS
USD
1250045.00000000
0.040134712744
Long
EC
CORP
US
N
1
N
N
N
Caterpillar, Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123101
20575.00000000
NS
USD
6883777.75000000
0.221014797541
Long
EC
CORP
US
N
1
N
N
N
Arbor Realty Trust, Inc.
549300ASFUWYQO0RW077
Arbor Realty Trust, Inc.
038923108
938.00000000
NS
USD
12034.54000000
0.000386388334
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp.
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896100
11058.00000000
NS
USD
670225.38000000
0.021518667808
Long
EC
CORP
US
N
1
N
N
Cushman & Wakefield plc
N/A
Cushman & Wakefield plc
N/A
7484.00000000
NS
USD
72220.60000000
0.002318758952
Long
EC
CORP
GB
N
1
N
N
N
Star Holdings
549300NXTGWF12PTMW64
Star Holdings
85512G106
674.00000000
NS
USD
8013.86000000
0.000257297912
Long
EC
CORP
US
N
1
N
N
N
Reynolds Consumer Products, Inc.
N/A
Reynolds Consumer Products, Inc.
76171L106
1636.00000000
NS
USD
46838.68000000
0.001503831435
Long
EC
CORP
US
N
1
N
N
N
German American Bancorp, Inc.
5493002JDOI3GTNVUD76
German American Bancorp, Inc.
373865104
1948.00000000
NS
USD
61810.04000000
0.001984511117
Long
EC
CORP
US
N
1
N
N
N
AeroVironment, Inc.
529900PGHVI29YLZ6221
AeroVironment, Inc.
008073108
1177.00000000
NS
USD
188072.83000000
0.006038381823
Long
EC
CORP
US
N
1
N
N
Zebra Technologies Corp.
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp., Class A
989207105
2107.00000000
NS
USD
662777.92000000
0.021279555082
Long
EC
CORP
US
N
1
N
N
MACOM Technology Solutions Holdings, Inc.
N/A
MACOM Technology Solutions Holdings, Inc.
55405Y100
2003.00000000
NS
USD
204205.85000000
0.006556358475
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ACPU8
194765.25000000
PA
USD
191510.55000000
0.006148755374
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
74800.00000000
NS
4658310.71000000
0.149562585523
Long
EC
CORP
JP
N
2
N
N
N
Janus Henderson Group plc
2138009WPYMWJN3RVF44
Janus Henderson Group plc
N/A
6323.00000000
NS
USD
197404.06000000
0.006337976027
Long
EC
CORP
JE
N
1
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GA87
910000.00000000
PA
USD
911481.19000000
0.029264575061
Long
DBT
CORP
US
N
2
2030-04-25
Variable
5.72700000
N
N
N
N
N
N
Hooker Furnishings Corp.
N/A
Hooker Furnishings Corp.
439038100
782.00000000
NS
USD
13294.00000000
0.000426825331
Long
EC
CORP
US
N
1
N
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
661840.50000000
0.021249457699
Long
ABS-CBDO
CORP
KY
Y
2
2037-01-15
Floating
6.78002040
N
N
N
N
N
N
SS&C Technologies Holdings, Inc.
529900POY8H7NPPNKK71
SS&C Technologies Holdings, Inc.
78467J100
8209.00000000
NS
USD
508055.01000000
0.016311926278
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2N2
1430000.00000000
PA
USD
1378718.10000000
0.044265970344
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
4306.00000000
NS
USD
8891.89000000
0.000285488483
Long
EC
CORP
KY
N
1
N
N
Himalaya Shipping Ltd.
984500D86FFE5EYE7988
Himalaya Shipping Ltd.
N/A
1815.00000000
NS
USD
14828.55000000
0.000476094536
Long
EC
CORP
BM
N
1
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431109
7721.00000000
NS
USD
1652680.05000000
0.053061961021
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133B5EE8
90214.07000000
PA
USD
74773.41000000
0.002400721039
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
1806.00000000
NS
USD
3485.58000000
0.000111910172
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos., Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748102
20336.00000000
NS
USD
4055608.48000000
0.130211857452
Long
EC
CORP
US
N
1
N
N
N
Acumen Pharmaceuticals, Inc.
N/A
Acumen Pharmaceuticals, Inc.
00509G209
6953.00000000
NS
USD
22388.66000000
0.000718824072
Long
EC
CORP
US
N
1
N
N
N
HireRight Holdings Corp.
N/A
HireRight Holdings Corp.
433537107
48.00000000
NS
USD
686.40000000
0.000022037980
Long
EC
CORP
US
N
1
N
N
N
Terumo Corp.
353800JX1R4582QVK932
Terumo Corp.
N/A
92800.00000000
NS
1583492.93000000
0.050840596841
Long
EC
CORP
JP
N
2
N
N
N
B&G Foods, Inc.
549300TRW1LZMDJZAQ78
B&G Foods, Inc.
05508R106
413.00000000
NS
USD
4584.30000000
0.000147186352
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418EER7
1655080.83600000
PA
USD
1422422.05000000
0.045669156212
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.00000000
N
N
N
N
N
N
TJX Cos., Inc. (The)
V167QI9I69W364E2DY52
TJX Cos., Inc. (The)
872540109
48505.00000000
NS
USD
4563835.45000000
0.146529304784
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
14739.20000000
0.000473225810
Long
EC
CORP
IL
N
1
N
N
Olin Corp.
549300GKK294V7W57P06
Olin Corp.
680665205
5035.00000000
NS
USD
263229.80000000
0.008451417675
Long
EC
CORP
US
N
1
N
N
Dorman Products, Inc.
N/A
Dorman Products, Inc.
258278100
1202.00000000
NS
USD
105114.90000000
0.003374883557
Long
EC
CORP
US
N
1
N
N
N
Welltower, Inc.
254900F33BIAR82QTA19
Welltower, Inc.
95040Q104
22362.00000000
NS
USD
2130651.36000000
0.068408001545
Long
EC
CORP
US
N
1
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114QCH9
60000.00000000
PA
USD
57186.87000000
0.001836076781
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
333595.43000000
0.010710619822
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
4537.00000000
NS
USD
24499.80000000
0.000786605630
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
79887.00000000
PA
USD
86698.70000000
0.002783601726
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
Equitrans Midstream Corp.
Equitrans Midstream Corp.
Y
2025-04-17
0.00000000
USD
0.00000000
USD
79887.00000000
USD
86698.70000000
N
N
N
AppLovin Corp.
549300LLVXMUAOL3SQ07
AppLovin Corp., Class A
03831W108
7944.00000000
NS
USD
560608.08000000
0.017999227430
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
5448.24000000
0.000174924540
Long
EC
CORP
US
N
1
N
N
N
Coterra Energy, Inc.
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097103
30860.00000000
NS
USD
844329.60000000
0.027108564857
Long
EC
CORP
US
N
1
N
N
N
Skillz, Inc.
N/A
Skillz, Inc., Class A
83067L208
72.00000000
NS
USD
442.08000000
0.000014193692
Long
EC
CORP
US
N
1
N
N
N
Impinj, Inc.
549300M26VGKSMMWWN17
Impinj, Inc.
453204109
1022.00000000
NS
USD
162886.36000000
0.005229729544
Long
EC
CORP
US
N
1
N
N
N
Apartment Income REIT Corp.
N/A
Apartment Income REIT Corp., Class A
03750L109
5138.00000000
NS
USD
197196.44000000
0.006331310051
Long
EC
CORP
US
N
1
N
N
N
HomeTrust Bancshares, Inc.
N/A
HomeTrust Bancshares, Inc.
437872104
641.00000000
NS
USD
16473.70000000
0.000528914732
Long
EC
CORP
US
N
1
N
N
N
Marten Transport Ltd.
N/A
Marten Transport Ltd.
573075108
2915.00000000
NS
USD
49321.80000000
0.001583556012
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133AYQM5
78288.02000000
PA
USD
65225.95000000
0.002094184422
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
4621.00000000
NS
USD
496572.66000000
0.015943266895
Long
EC
CORP
US
N
1
N
N
N
West Pharmaceutical Services, Inc.
5493007NKRGM1RJQ1P16
West Pharmaceutical Services, Inc.
955306105
2947.00000000
NS
USD
1053493.56000000
0.033824111459
Long
EC
CORP
US
N
1
N
N
N
WillScot Mobile Mini Holdings Corp.
549300HJ4VIXF476Q166
WillScot Mobile Mini Holdings Corp.
971378104
7027.00000000
NS
USD
259717.92000000
0.008338663099
Long
EC
CORP
US
N
1
N
N
Penske Automotive Group, Inc.
549300W7UTQ0M4C7LB15
Penske Automotive Group, Inc.
70959W103
693.00000000
NS
USD
105966.63000000
0.003402229724
Long
EC
CORP
US
N
1
N
N
N
ServiceNow, Inc.
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
7996.00000000
NS
USD
5543866.68000000
0.177994789544
Long
EC
CORP
US
N
1
N
N
N
Spire, Inc.
549300NXSY15DRY2R511
Spire, Inc.
84857L101
2172.00000000
NS
USD
134207.88000000
0.004308960646
Long
EC
CORP
US
N
1
N
N
N
Orion SA
N/A
Orion SA
N/A
1731.00000000
NS
USD
40955.46000000
0.001314941160
Long
EC
CORP
LU
N
1
N
N
N
C3.ai, Inc.
549300YDLK0YQO5B1V80
C3.ai, Inc., Class A
12468P104
2084.00000000
NS
USD
46952.52000000
0.001507486452
Long
EC
CORP
US
N
1
N
N
Mersana Therapeutics, Inc.
529900VWD5VDZ7PVOS22
Mersana Therapeutics, Inc.
59045L106
1834.00000000
NS
USD
5813.78000000
0.000186660792
Long
EC
CORP
US
N
1
N
N
N
Boot Barn Holdings, Inc.
529900QE1BFMYA3N4E71
Boot Barn Holdings, Inc.
099406100
1382.00000000
NS
USD
147141.54000000
0.004724216680
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X83X3
77730.12000000
PA
USD
62349.50000000
0.002001831351
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
4791.00000000
NS
USD
63864.03000000
0.002050457782
Long
EC
CORP
BM
N
1
N
N
N
Diodes, Inc.
549300XP2X1ARVH3BX23
Diodes, Inc.
254543101
1508.00000000
NS
USD
110099.08000000
0.003534908702
Long
EC
CORP
US
N
1
N
N
N
BioAtla, Inc.
N/A
BioAtla, Inc.
09077B104
3114.00000000
NS
USD
7022.07000000
0.000225454893
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844108
9157.00000000
NS
USD
2109040.24000000
0.067714141650
Long
EC
CORP
US
N
1
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513EBX8
50000.00000000
PA
USD
49201.38000000
0.001579689733
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.15000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XDA1
512779.42000000
PA
USD
420746.09000000
0.013508732454
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
274.00000000
NS
USD
879.54000000
0.000028239051
Long
EC
CORP
US
N
1
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
700000.00000000
PA
USD
444212.58000000
0.014262161998
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
99.00000000
NS
USD
1306.80000000
0.000041956923
Long
EC
CORP
US
N
1
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132E0KM3
380558.61800000
PA
USD
369615.83000000
0.011867112914
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132D9RN6
99495.54000000
PA
USD
80087.95000000
0.002571352925
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
2.00000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CT0
1300000.00000000
PA
USD
1283854.75000000
0.041220229349
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
4061.00000000
NS
USD
1672279.19000000
0.053691223051
Long
EC
CORP
US
N
1
N
N
N
Thor Industries, Inc.
254900XZO1228PDSG060
Thor Industries, Inc.
885160101
2087.00000000
NS
USD
207489.54000000
0.006661786643
Long
EC
CORP
US
N
1
N
N
Precigen, Inc.
549300XCWNQU35K64G19
Precigen, Inc.
74017N105
3034.00000000
NS
USD
4004.88000000
0.000128583137
Long
EC
CORP
US
N
1
N
N
EyePoint Pharmaceuticals, Inc.
549300QE1RU34T50MR69
EyePoint Pharmaceuticals, Inc.
30233G209
156.00000000
NS
USD
2745.60000000
0.000088151920
Long
EC
CORP
US
N
1
N
N
N/A
N/A
ETRS
N/A
5215.00000000
PA
USD
-3698.26000000
-0.00011873860
N/A
DE
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
SP Plus Corp.
SP Plus Corp.
Y
2025-04-17
0.00000000
USD
0.00000000
USD
5215.00000000
USD
-3698.26000000
N
N
N
N/A
N/A
3 Month SOFR
N/A
33.00000000
NC
USD
15675.00000000
0.000503271180
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
96.62500000
USD
2025-09-12
XXXX
-45707.31000000
N
N
N
Sonic Automotive, Inc.
549300NTLRGJ2JCBZU03
Sonic Automotive, Inc., Class A
83545G102
811.00000000
NS
USD
46908.24000000
0.001506064771
Long
EC
CORP
US
N
1
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DPUH9
413919.26000000
PA
USD
421158.79000000
0.013521982853
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
6.50000000
N
N
N
N
N
N
HB Fuller Co.
JSMX3Z5FOYM8V0Q52357
HB Fuller Co.
359694106
2005.00000000
NS
USD
149793.55000000
0.004809363743
Long
EC
CORP
US
N
1
N
N
N
Aurinia Pharmaceuticals, Inc.
5299008YP2BW4570ML28
Aurinia Pharmaceuticals, Inc.
05156V102
4815.00000000
NS
USD
24508.35000000
0.000786880141
Long
EC
CORP
CA
N
1
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
053484101
5728.00000000
NS
USD
1085856.96000000
0.034863190662
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179VDS6
69717.55000000
PA
USD
67727.32000000
0.002174494944
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
766740.17000000
PA
USD
703718.58000000
0.022594021064
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
353.00000000
NS
USD
829.55000000
0.000026634041
Long
EC
CORP
US
N
1
N
N
N
BRC, Inc.
N/A
BRC, Inc., Class A
05601U105
315.00000000
NS
USD
1228.50000000
0.000039442975
Long
EC
CORP
US
N
1
N
N
VICI Properties, Inc.
254900RKH6RY9KCJQH63
VICI Properties, Inc., Class A
925652109
40655.00000000
NS
USD
1160700.25000000
0.037266155311
Long
EC
CORP
US
N
1
N
N
N
Northwestern Mutual Global Funding
635400LZXFVELZDVP257
Northwestern Mutual Global Funding
66815L2M0
2120000.00000000
PA
USD
2074479.87000000
0.066604525178
Long
DBT
CORP
US
Y
2
2028-06-12
Fixed
4.90000000
N
N
N
N
N
N
FutureFuel Corp.
529900WYQZSMWFXLA845
FutureFuel Corp.
36116M106
1073.00000000
NS
USD
5815.66000000
0.000186721152
Long
EC
CORP
US
N
1
N
N
N
Nordstrom, Inc.
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664100
5056.00000000
NS
USD
96114.56000000
0.003085913112
Long
EC
CORP
US
N
1
N
N
Digi International, Inc.
529900KG656HGROI4N27
Digi International, Inc.
253798102
1726.00000000
NS
USD
52919.16000000
0.001699055062
Long
EC
CORP
US
N
1
N
N
Safehold, Inc.
QFFLKWYYS3UPWD86E794
Safehold, Inc.
78646V107
1519.00000000
NS
USD
27706.56000000
0.000889563837
Long
EC
CORP
US
N
1
N
N
N
Pershing Square Holdings Gp LLC
N/A
Pershing Square Holdings Gp LLC
714920113
297.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DPAG3
639805.90000000
PA
USD
593633.42000000
0.019059559285
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
1798.00000000
NS
USD
15103.20000000
0.000484912617
Long
EC
CORP
US
N
1
N
N
ODP Corp. (The)
N/A
ODP Corp. (The)
88337F105
1761.00000000
NS
USD
89652.51000000
0.002878438564
Long
EC
CORP
US
N
1
N
N
N
Papa John's International, Inc.
HZYLD3DK5XOX0WBVNB56
Papa John's International, Inc.
698813102
1561.00000000
NS
USD
96298.09000000
0.003091805638
Long
EC
CORP
US
N
1
N
N
Monarch Casino & Resort, Inc.
549300AK5FF7KY11V997
Monarch Casino & Resort, Inc.
609027107
724.00000000
NS
USD
49065.48000000
0.001575326444
Long
EC
CORP
US
N
1
N
N
Citi Trends, Inc.
529900D06Q0FPHV34S87
Citi Trends, Inc.
17306X102
461.00000000
NS
USD
9883.84000000
0.000317336639
Long
EC
CORP
US
N
1
N
N
N
NL Industries, Inc.
N/A
NL Industries, Inc.
629156407
349.00000000
NS
USD
2865.29000000
0.000091994761
Long
EC
CORP
US
N
1
N
N
N
Middlefield Banc Corp.
N/A
Middlefield Banc Corp.
596304204
558.00000000
NS
USD
11980.26000000
0.000384645587
Long
EC
CORP
US
N
1
N
N
A-Mark Precious Metals, Inc.
XP6XYFDZQGKLUMOFGT37
A-Mark Precious Metals, Inc.
00181T107
100.00000000
NS
USD
4007.00000000
0.000128651203
Long
EC
CORP
US
N
1
N
N
Tompkins Financial Corp.
254900QDQ6V0QJ0Z2348
Tompkins Financial Corp.
890110109
694.00000000
NS
USD
30522.12000000
0.000979961936
Long
EC
CORP
US
N
1
N
N
Scholar Rock Holding Corp.
549300Z1FLPGL4OWJ459
Scholar Rock Holding Corp.
80706P103
2175.00000000
NS
USD
31907.25000000
0.001024433770
Long
EC
CORP
US
N
1
N
N
N
ANI Pharmaceuticals, Inc.
5493000T6CXTND40YH31
ANI Pharmaceuticals, Inc.
00182C103
425.00000000
NS
USD
28050.00000000
0.000900590532
Long
EC
CORP
US
N
1
N
N
N
Altimmune, Inc.
549300EOYCQ8SW3NVE64
Altimmune, Inc.
02155H200
981.00000000
NS
USD
6425.55000000
0.000206302655
Long
EC
CORP
US
N
1
N
N
Lear Corp.
549300UPNBTXA1SYTQ33
Lear Corp.
521865204
2480.00000000
NS
USD
312157.60000000
0.010022323681
Long
EC
CORP
US
N
1
N
N
IQVIA Holdings, Inc.
549300W3R20NM4KQPH86
IQVIA Holdings, Inc.
46266C105
7391.00000000
NS
USD
1713012.07000000
0.054999017921
Long
EC
CORP
US
N
1
N
N
N
Guardian Life Global Funding
635400NHILJ5JEKILC36
Guardian Life Global Funding
40139LAG8
150000.00000000
PA
USD
142537.61000000
0.004576400075
Long
DBT
CORP
US
Y
2
2025-06-23
Fixed
1.10000000
N
N
N
N
N
N
Northeast Community Bancorp, Inc.
5493007BRYL8596Q9L26
Northeast Community Bancorp, Inc.
664121100
950.00000000
NS
USD
14991.00000000
0.000481310255
Long
EC
CORP
US
N
1
N
N
N
Novanta, Inc.
N/A
Novanta, Inc.
67000B104
1438.00000000
NS
USD
225047.00000000
0.007225497241
Long
EC
CORP
CA
N
1
N
N
N
Dow, Inc.
5493003S21INSLK2IP73
Dow, Inc.
260557103
28424.00000000
NS
USD
1617325.60000000
0.051926849329
Long
EC
CORP
US
N
1
N
N
N
Intapp, Inc.
N/A
Intapp, Inc.
45827U109
556.00000000
NS
USD
17191.52000000
0.000551961502
Long
EC
CORP
US
N
1
N
N
Calavo Growers, Inc.
N/A
Calavo Growers, Inc.
128246105
642.00000000
NS
USD
17301.90000000
0.000555505430
Long
EC
CORP
US
N
1
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2024-RCF1, Class A1
693581AA8
886993.52000000
PA
USD
842224.56000000
0.027040979150
Long
ABS-MBS
CORP
US
Y
2
2054-01-25
Variable
3.99999960
N
N
N
N
N
N
Harrow, Inc.
N/A
Harrow, Inc.
415858109
1879.00000000
NS
USD
19147.01000000
0.000614745666
Long
EC
CORP
US
N
1
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718109
95990.00000000
NS
USD
15665568.00000000
0.502968350466
Long
EC
CORP
US
N
1
N
N
N
Kenvue, Inc.
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177J102
71055.00000000
NS
USD
1337255.10000000
0.042934733793
Long
EC
CORP
US
N
1
N
N
N
Endeavor Group Holdings, Inc.
N/A
Endeavor Group Holdings, Inc., Class A
29260Y109
448.00000000
NS
USD
11831.68000000
0.000379875186
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TN8
1205300.00000000
PA
USD
984767.77000000
0.031617559023
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XKM31
366080.28000000
PA
USD
337964.01000000
0.010850880135
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
9911.00000000
NS
USD
217744.67000000
0.006991044148
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies, Inc.
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc.
00846U101
11760.00000000
NS
USD
1611590.40000000
0.051742711475
Long
EC
CORP
US
N
1
N
N
N
Daifuku Co. Ltd.
3538006FG1W4X3MYHL36
Daifuku Co. Ltd.
N/A
196200.00000000
NS
4025240.75000000
0.129236852456
Long
EC
CORP
JP
N
2
N
N
N
Costamare, Inc.
5299003L6NPTZ25LN818
Costamare, Inc.
N/A
1601.00000000
NS
USD
19179.98000000
0.000615804221
Long
EC
CORP
MH
N
1
N
N
N
EchoStar Corp.
549300EE20907QZ9GT38
EchoStar Corp., Class A
278768106
5016.00000000
NS
USD
80205.84000000
0.002575137974
Long
EC
CORP
US
N
1
N
N
Protagonist Therapeutics, Inc.
N/A
Protagonist Therapeutics, Inc.
74366E102
1645.00000000
NS
USD
41305.95000000
0.001326194207
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3138L9U26
0.00880000
PA
USD
0.01000000
0.000000000321
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
2.93000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2848.22000000
0.000091446701
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1120000.00000000
MXN
67394.77000000
USD
2024-07-19
2848.22000000
N
N
N
PennyMac Financial Services, Inc.
549300W1D516HBDEU871
PennyMac Financial Services, Inc.
70932M107
1272.00000000
NS
USD
108934.08000000
0.003497504496
Long
EC
CORP
US
N
1
N
N
Amcor plc
549300GSODGFCDQ3DI89
Amcor plc
N/A
57570.00000000
NS
USD
514675.80000000
0.016524497429
Long
EC
CORP
JE
N
1
N
N
ACI Worldwide, Inc.
5493003BPVMZUJ6F5C02
ACI Worldwide, Inc.
004498101
5080.00000000
NS
USD
173228.00000000
0.005561764591
Long
EC
CORP
US
N
1
N
N
N
Cerence, Inc.
5493002WL2W5WMS89568
Cerence, Inc.
156727109
1934.00000000
NS
USD
17618.74000000
0.000565678090
Long
EC
CORP
US
N
1
N
N
Perimeter Solutions SA
2221003U8GJZ9U4MR505
Perimeter Solutions SA
N/A
7880.00000000
NS
USD
55160.00000000
0.001771000847
Long
EC
CORP
LU
N
1
N
N
N
Axogen, Inc.
N/A
Axogen, Inc.
05463X106
1352.00000000
NS
USD
8666.32000000
0.000278246194
Long
EC
CORP
US
N
1
N
N
N
PMV Pharmaceuticals, Inc.
N/A
PMV Pharmaceuticals, Inc.
69353Y103
960.00000000
NS
USD
1728.00000000
0.000055480229
Long
EC
CORP
US
N
1
N
N
N
Farmers National Banc Corp.
N/A
Farmers National Banc Corp.
309627107
2869.00000000
NS
USD
33940.27000000
0.001089707160
Long
EC
CORP
US
N
1
N
N
N
Huron Consulting Group, Inc.
549300NGVB9H6TKTLE36
Huron Consulting Group, Inc.
447462102
553.00000000
NS
USD
51561.72000000
0.001655472259
Long
EC
CORP
US
N
1
N
N
N
ImmunityBio, Inc.
529900J9XLBR4HFL4B83
ImmunityBio, Inc.
45256X103
1416.00000000
NS
USD
11313.84000000
0.000363249097
Long
EC
CORP
US
N
1
N
N
Penn Entertainment, Inc.
N/A
Penn Entertainment, Inc.
707569109
5247.00000000
NS
USD
86785.38000000
0.002786384727
Long
EC
CORP
US
N
1
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89832Q109
53863.00000000
NS
USD
2022555.65000000
0.064937414271
Long
EC
CORP
US
N
1
N
N
N
Hingham Institution for Savings
2549009GDCGUR2T6KU55
Hingham Institution for Savings
433323102
63.00000000
NS
USD
10640.70000000
0.000341636851
Long
EC
CORP
US
N
1
N
N
Onto Innovation, Inc.
254900RXZVN73CHOO062
Onto Innovation, Inc.
683344105
2006.00000000
NS
USD
372092.94000000
0.011946644529
Long
EC
CORP
US
N
1
N
N
Commerce Bancshares, Inc.
N/A
Commerce Bancshares, Inc.
200525103
5006.00000000
NS
USD
273728.08000000
0.008788481903
Long
EC
CORP
US
N
1
N
N
Digital Turbine, Inc.
549300D0WZR1VI2QGB24
Digital Turbine, Inc.
25400W102
4407.00000000
NS
USD
8417.37000000
0.000270253252
Long
EC
CORP
US
N
1
N
N
N
ChampionX Corp.
549300EP2909K6DYYP38
ChampionX Corp.
15872M104
7482.00000000
NS
USD
251170.74000000
0.008064242087
Long
EC
CORP
US
N
1
N
N
N/A
N/A
OIS
N/A
11272000.00000000
PA
USD
-511174.61000000
-0.01641208607
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2030-06-29
3042.50000000
USD
0.00000000
USD
11272000.00000000
USD
-511174.61000000
N
N
N
Domino's Pizza, Inc.
25490005ZWM1IF9UXU57
Domino's Pizza, Inc.
25754A201
1560.00000000
NS
USD
825661.20000000
0.026509185738
Long
EC
CORP
US
N
1
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940X102
10547.00000000
NS
USD
1294855.19000000
0.041573416234
Long
EC
CORP
US
N
1
N
N
N
Omega Flex, Inc.
N/A
Omega Flex, Inc.
682095104
98.00000000
NS
USD
6493.48000000
0.000208483658
Long
EC
CORP
US
N
1
N
N
N
PBF Energy, Inc.
2549003PBEDCSZMZIY02
PBF Energy, Inc., Class A
69318G106
4460.00000000
NS
USD
237584.20000000
0.007628024286
Long
EC
CORP
US
N
1
N
N
N
American Financial Group, Inc.
549300AFOM7IVKIU1G39
American Financial Group, Inc.
025932104
2913.00000000
NS
USD
372135.75000000
0.011948019013
Long
EC
CORP
US
N
1
N
N
N
Virginia National Bankshares Corp.
5493005LXSLNF92BF097
Virginia National Bankshares Corp.
928031103
313.00000000
NS
USD
8829.73000000
0.000283492735
Long
EC
CORP
US
N
1
N
N
N
Perella Weinberg Partners
N/A
Perella Weinberg Partners, Class A
71367G102
4237.00000000
NS
USD
63216.04000000
0.002029653017
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QQVA0
730860.27400000
PA
USD
711507.61000000
0.022844100446
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
1902.00000000
NS
USD
154575.54000000
0.004962897251
Long
EC
CORP
US
N
1
N
N
Brightcove, Inc.
5493006VI8OCN44T4W47
Brightcove, Inc.
10921T101
1557.00000000
NS
USD
2771.46000000
0.000088982197
Long
EC
CORP
US
N
1
N
N
N
Travere Therapeutics, Inc.
N/A
Travere Therapeutics, Inc.
89422G107
3904.00000000
NS
USD
21589.12000000
0.000693153550
Long
EC
CORP
US
N
1
N
N
Clearway Energy, Inc.
549300LHAZ9HA9G3XC48
Clearway Energy, Inc., Class C
18539C204
3386.00000000
NS
USD
79164.68000000
0.002541709851
Long
EC
CORP
US
N
1
N
N
N
NextNav, Inc.
N/A
NextNav, Inc.
65345N106
237.00000000
NS
USD
2159.07000000
0.000069320427
Long
EC
CORP
US
N
1
N
N
Tigo Energy, Inc.
N/A
Tigo Energy, Inc.
88675P103
115.00000000
NS
USD
126.50000000
0.000004061486
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
7960.00000000
PA
USD
-7116.89000000
-0.00022849924
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Axonics, Inc.
Axonics, Inc.
Y
2025-04-17
0.00000000
USD
0.00000000
USD
7960.00000000
USD
-7116.89000000
N
N
N
ABM Industries, Inc.
QF02R89VEIOROM77J447
ABM Industries, Inc.
000957100
2955.00000000
NS
USD
129133.50000000
0.004146039485
Long
EC
CORP
US
N
1
N
N
N
Euroseas Ltd.
213800ADWWZOFC9KU444
Euroseas Ltd.
N/A
14.00000000
NS
USD
472.92000000
0.000015183860
Long
EC
CORP
MH
N
1
N
N
N
Delek US Holdings, Inc.
5493003O53JMENV1N385
Delek US Holdings, Inc.
24665A103
3215.00000000
NS
USD
87865.95000000
0.002821078171
Long
EC
CORP
US
N
1
N
N
N
TScan Therapeutics, Inc.
N/A
TScan Therapeutics, Inc.
89854M101
7592.00000000
NS
USD
58610.24000000
0.001881776373
Long
EC
CORP
US
N
1
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAP5
660000.00000000
PA
USD
659316.83000000
0.021168431200
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.55000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XNB8
0.00800000
PA
USD
0.01000000
0.000000000321
Long
ABS-MBS
USGA
US
N
2
2052-12-20
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KQUT1
374596.16600000
PA
USD
358985.17000000
0.011525798413
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
Instructure Holdings, Inc.
N/A
Instructure Holdings, Inc.
457790103
106.00000000
NS
USD
2027.78000000
0.000065105150
Long
EC
CORP
US
N
1
N
N
N
Symbotic, Inc.
N/A
Symbotic, Inc., Class A
87151X101
149.00000000
NS
USD
5746.93000000
0.000184514465
Long
EC
CORP
US
N
1
N
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
0.000000000963
Long
ABS-O
CORP
US
Y
2
2056-10-25
Floating
6.24449880
N
N
N
N
N
N
Corcept Therapeutics, Inc.
529900EO9LUTFMZ7FF90
Corcept Therapeutics, Inc.
218352102
3547.00000000
NS
USD
82716.04000000
0.002655731997
Long
EC
CORP
US
N
1
N
N
Bridgebio Pharma, Inc.
54930028YG89VTY2J114
Bridgebio Pharma, Inc.
10806X102
4276.00000000
NS
USD
109551.12000000
0.003517315562
Long
EC
CORP
US
N
1
N
N
Fisker, Inc.
549300UUN5RWU44MBX79
Fisker, Inc., Class A
33813J106
1966.00000000
NS
USD
98.30000000
0.000003156080
Long
EC
CORP
US
N
1
N
N
N
SentinelOne, Inc.
984500DCD44DBF954221
SentinelOne, Inc., Class A
81730H109
8907.00000000
NS
USD
188204.91000000
0.006042622465
Long
EC
CORP
US
N
1
N
N
N
I3 Verticals, Inc.
549300944CYWVP06CJ97
I3 Verticals, Inc., Class A
46571Y107
621.00000000
NS
USD
14102.91000000
0.000452796692
Long
EC
CORP
US
N
1
N
N
N
Dream Finders Homes, Inc.
N/A
Dream Finders Homes, Inc., Class A
26154D100
120.00000000
NS
USD
4260.00000000
0.000136774177
Long
EC
CORP
US
N
1
N
N
Legalzoom.com, Inc.
5493000L8EBF74Y9JZ48
Legalzoom.com, Inc.
52466B103
4699.00000000
NS
USD
56153.05000000
0.001802884321
Long
EC
CORP
US
N
1
N
N
N
BlackLine, Inc.
529900P9N7PK9LV5EK56
BlackLine, Inc.
09239B109
2489.00000000
NS
USD
144486.45000000
0.004638970730
Long
EC
CORP
US
N
1
N
N
N
Dick's Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393102
2309.00000000
NS
USD
463970.46000000
0.014896520632
Long
EC
CORP
US
N
1
N
N
N
Porsche Financial Auto Securitization Trust
N/A
Porsche Financial Auto Securitization Trust, Series 2023-1A, Class A2
73328QAB0
806639.26000000
PA
USD
806118.66000000
0.025881740942
Long
ABS-O
CORP
US
Y
2
2026-12-22
Fixed
5.42000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H020659
1100000.00000000
PA
USD
865443.66000000
0.027786465839
Long
ABS-MBS
USGA
US
N
2
2054-05-15
Fixed
2.00000000
N
N
N
N
N
N
Verastem, Inc.
549300IY0EFBIU8NQC81
Verastem, Inc.
92337C203
3983.00000000
NS
USD
39750.34000000
0.001276248836
Long
EC
CORP
US
N
1
N
N
N
First American Financial Corp.
549300B6VEZK3N0A1P55
First American Financial Corp.
31847R102
4107.00000000
NS
USD
220011.99000000
0.007063840116
Long
EC
CORP
US
N
1
N
N
N
Ryan Specialty Holdings, Inc.
N/A
Ryan Specialty Holdings, Inc., Class A
78351F107
3377.00000000
NS
USD
166621.18000000
0.005349641970
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-344.82000000
-0.00001107100
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
149000.00000000
EUR
159222.59000000
USD
2024-07-19
-344.82000000
N
N
N
Peapack-Gladstone Financial Corp.
549300G8DN2UK8K0ET30
Peapack-Gladstone Financial Corp.
704699107
193.00000000
NS
USD
4319.34000000
0.000138679383
Long
EC
CORP
US
N
1
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AN1
450000.00000000
PA
USD
448690.22000000
0.014405923859
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
3201.00000000
NS
USD
861485.13000000
0.027659370843
Long
EC
CORP
US
N
1
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
N/A
37808.00000000
NS
USD
431011.20000000
0.013838310382
Long
EC
CORP
NL
N
1
N
N
N
Boston Beer Co., Inc. (The)
529900Q02MQ0DCQNRM58
Boston Beer Co., Inc. (The), Class A
100557107
417.00000000
NS
USD
116096.97000000
0.003727480643
Long
EC
CORP
US
N
1
N
N
N
Verint Systems, Inc.
549300KEQJS5FRVUCO94
Verint Systems, Inc.
92343X100
3083.00000000
NS
USD
93353.24000000
0.002997256475
Long
EC
CORP
US
N
1
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAV2
1340000.00000000
PA
USD
1344506.96000000
0.043167566465
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
284234.38000000
0.009125803625
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
1721.00000000
NS
USD
164940.64000000
0.005295685520
Long
EC
CORP
US
N
1
N
N
N
Ambarella, Inc.
254900XN7F4DG0CEKC02
Ambarella, Inc.
N/A
1677.00000000
NS
USD
77091.69000000
0.002475153160
Long
EC
CORP
KY
N
1
N
N
N
Hubbell, Inc.
54930088VDQ6840Y6597
Hubbell, Inc., Class B
443510607
2149.00000000
NS
USD
796247.48000000
0.025564810773
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
4508273.00000000
0.144745382629
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
267200.00000000
NS
4419299.33000000
0.141888739318
Long
EC
CORP
JP
N
2
N
N
N
Provident Bancorp, Inc.
N/A
Provident Bancorp, Inc.
74383L105
79.00000000
NS
USD
702.71000000
0.000022561638
Long
EC
CORP
US
N
1
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFQ3
920000.00000000
PA
USD
920195.30000000
0.029544355630
Long
DBT
CORP
US
N
2
2030-04-18
Variable
5.65600000
N
N
N
N
N
N
ProPetro Holding Corp.
N/A
ProPetro Holding Corp.
74347M108
3407.00000000
NS
USD
29709.04000000
0.000953856690
Long
EC
CORP
US
N
1
N
N
N
Cricut, Inc.
254900R3DKAJ28MC0Q39
Cricut, Inc., Class A
22658D100
3397.00000000
NS
USD
18072.04000000
0.000580232018
Long
EC
CORP
US
N
1
N
N
N
Terawulf, Inc.
N/A
Terawulf, Inc.
88080T104
622.00000000
NS
USD
1349.74000000
0.000043335581
Long
EC
CORP
US
N
1
N
N
N
Nordson Corp.
14OS6Q5N55N95WM84M53
Nordson Corp.
655663102
2210.00000000
NS
USD
570599.90000000
0.018320030941
Long
EC
CORP
US
N
1
N
N
Abeona Therapeutics, Inc.
54930002Z8PIJRCB4576
Abeona Therapeutics, Inc.
00289Y206
2879.00000000
NS
USD
11919.06000000
0.000382680662
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418EDM9
173143.63000000
PA
USD
144600.83000000
0.004642643084
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
2.50000000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156R108
25657.00000000
NS
USD
1823699.56000000
0.058552818476
Long
EC
CORP
US
N
1
N
N
N
PROG Holdings, Inc.
549300DHYTLBOVRXIG52
PROG Holdings, Inc.
74319R101
2217.00000000
NS
USD
73693.08000000
0.002366035300
Long
EC
CORP
US
N
1
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
81761L102
7607.00000000
NS
USD
46630.91000000
0.001497160644
Long
EC
CORP
US
N
1
N
N
N
IonQ, Inc.
N/A
IonQ, Inc.
46222L108
7550.00000000
NS
USD
64552.50000000
0.002072562223
Long
EC
CORP
US
N
1
N
N
Estee Lauder Cos., Inc. (The)
549300VFZ8XJ9NUPU221
Estee Lauder Cos., Inc. (The), Class A
518439104
9301.00000000
NS
USD
1364549.71000000
0.043811071310
Long
EC
CORP
US
N
1
N
N
N
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAE9
880000.00000000
PA
USD
865732.65000000
0.027795744330
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
15112.26000000
0.000485203503
Long
EC
CORP
CA
N
1
N
N
N
Birch Grove CLO 5 Ltd.
N/A
Birch Grove CLO 5 Ltd., Series 2023-5A, Class A1
090976AA9
250000.00000000
PA
USD
251471.00000000
0.008073882419
Long
ABS-CBDO
CORP
KY
Y
2
2035-04-20
Floating
7.52456160
N
N
N
N
N
N
Red River Bancshares, Inc.
549300SO63STZV7UHM15
Red River Bancshares, Inc.
75686R202
183.00000000
NS
USD
8273.43000000
0.000265631826
Long
EC
CORP
US
N
1
N
N
N
Pure Cycle Corp.
N/A
Pure Cycle Corp.
746228303
766.00000000
NS
USD
7307.64000000
0.000234623579
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
1008154.08000000
0.032368414259
Long
ABS-MBS
CORP
US
Y
2
2048-10-25
Floating
7.58133000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05581KAF8
1650000.00000000
PA
USD
1634235.87000000
0.052469780847
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
15274.00000000
NS
USD
205282.56000000
0.006590927988
Long
EC
CORP
US
N
1
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAL3
20000.00000000
PA
USD
19299.87000000
0.000619653483
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
Coinbase Global, Inc.
5493004G3J2SC154DU06
Coinbase Global, Inc., Class A
19260Q107
6921.00000000
NS
USD
1411399.53000000
0.045315260414
Long
EC
CORP
US
N
1
N
N
N
Kennedy-Wilson Holdings, Inc.
549300MOI1T78144X610
Kennedy-Wilson Holdings, Inc.
489398107
5291.00000000
NS
USD
45449.69000000
0.001459235669
Long
EC
CORP
US
N
1
N
N
N
Braemar Hotels & Resorts, Inc.
549300JDUUEBN868C776
Braemar Hotels & Resorts, Inc.
10482B101
272.00000000
NS
USD
742.56000000
0.000023841087
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRSI
N/A
411202953.12000000
PA
USD
-19364394.51000000
-0.62172514679
N/A
DE
US
N
2
MORGAN STANLEY CAPITAL SERVICES INC
IGJSJL3JD5P30I6NJZ34
Vanguard Russell 1000 ETF
Vanguard Russell 1000 ETF
Y
2024-10-02
0.00000000
USD
0.00000000
USD
411202953.12000000
USD
-19364394.51000000
N
N
N
Adeia, Inc.
N/A
Adeia, Inc.
00676P107
1993.00000000
NS
USD
19611.12000000
0.000629646666
Long
EC
CORP
US
N
1
N
N
N
indie Semiconductor, Inc.
254900L1MFXFYGB1PV53
indie Semiconductor, Inc., Class A
45569U101
6408.00000000
NS
USD
36012.96000000
0.001156254218
Long
EC
CORP
US
N
1
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179MBD4
820000.00000000
PA
USD
810564.30000000
0.026024475392
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
203.00000000
NS
USD
1177.40000000
0.000037802327
Long
EC
CORP
US
N
1
N
N
Diebold Nixdorf, Inc.
549300XZK6EWDBAZSY16
Diebold Nixdorf, Inc.
253651202
190.00000000
NS
USD
6015.40000000
0.000193134128
Long
EC
CORP
US
N
1
N
N
N
Aaron's Co., Inc. (The)
N/A
Aaron's Co., Inc. (The)
00258W108
1235.00000000
NS
USD
8533.85000000
0.000273993030
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
1656.24000000
0.000053176258
Long
EC
CORP
US
N
1
N
N
First Financial Bankshares, Inc.
549300XN3GTGOENGNV49
First Financial Bankshares, Inc.
32020R109
5405.00000000
NS
USD
159771.80000000
0.005129731567
Long
EC
CORP
US
N
1
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
173469.00000000
NS
USD
6850290.81000000
0.219939645273
Long
EC
CORP
US
N
1
N
N
N
Terreno Realty Corp.
N/A
Terreno Realty Corp.
88146M101
3431.00000000
NS
USD
186474.85000000
0.005987076096
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141G104
13330.00000000
NS
USD
5688044.30000000
0.182623844788
Long
EC
CORP
US
N
1
N
N
N
Legacy Housing Corp.
N/A
Legacy Housing Corp.
52472M101
333.00000000
NS
USD
6783.21000000
0.000217785907
Long
EC
CORP
US
N
1
N
N
N
TriNet Group, Inc.
5299003FJVBETSFKE990
TriNet Group, Inc.
896288107
1318.00000000
NS
USD
132287.66000000
0.004247308883
Long
EC
CORP
US
N
1
N
N
N
Rocket Cos., Inc.
N/A
Rocket Cos., Inc., Class A
77311W101
4384.00000000
NS
USD
53835.52000000
0.001728476279
Long
EC
CORP
US
N
1
N
N
Payoneer Global, Inc.
N/A
Payoneer Global, Inc.
70451X104
9604.00000000
NS
USD
47443.76000000
0.001523258505
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
177133.48000000
PA
USD
177152.26000000
0.005687759294
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-27
Floating
6.63648120
N
N
N
N
N
N
Washington Trust Bancorp, Inc.
J66MZFCNJPP3PERHZW54
Washington Trust Bancorp, Inc.
940610108
1504.00000000
NS
USD
38291.84000000
0.001229421339
Long
EC
CORP
US
N
1
N
N
N
Resolute Forest Products, Inc.
N/A
Resolute Forest Products, Inc., 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
6229.00000000
NS
USD
252461.37000000
0.008105679846
Long
EC
CORP
US
N
1
N
N
N
Shyft Group, Inc. (The)
549300YY0TB51BGRV994
Shyft Group, Inc. (The)
825698103
1362.00000000
NS
USD
14818.56000000
0.000475773791
Long
EC
CORP
US
N
1
N
N
N
Carrols Restaurant Group, Inc.
529900HZEMNWQSAKFJ98
Carrols Restaurant Group, Inc.
14574X104
2614.00000000
NS
USD
24885.28000000
0.000798982088
Long
EC
CORP
US
N
1
N
N
N
Kellanova
LONOZNOJYIBXOHXWDB86
Kellanova
487836108
11628.00000000
NS
USD
672796.08000000
0.021601204281
Long
EC
CORP
US
N
1
N
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
49803T300
9644.00000000
NS
USD
210239.20000000
0.006750068917
Long
EC
CORP
US
N
1
N
N
N
Viant Technology, Inc.
N/A
Viant Technology, Inc., Class A
92557A101
763.00000000
NS
USD
6706.77000000
0.000215331677
Long
EC
CORP
US
N
1
N
N
N
Preferred Bank
5493007K6HGI9G0ECX16
Preferred Bank
740367404
77.00000000
NS
USD
5828.13000000
0.000187121522
Long
EC
CORP
US
N
1
N
N
Progress Software Corp.
549300R65B3JG6972S24
Progress Software Corp.
743312100
1939.00000000
NS
USD
96600.98000000
0.003101530411
Long
EC
CORP
US
N
1
N
N
Vivid Seats, Inc.
N/A
Vivid Seats, Inc., Class A
92854T100
385.00000000
NS
USD
2025.10000000
0.000065019104
Long
EC
CORP
US
N
1
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDN1
2380000.00000000
PA
USD
2244700.52000000
0.072069733943
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
221.00000000
NS
USD
833.17000000
0.000026750267
Long
EC
CORP
US
N
1
N
N
N
Univest Financial Corp.
4WII2HCR8UEWNU03U507
Univest Financial Corp.
915271100
2113.00000000
NS
USD
44098.31000000
0.001415847432
Long
EC
CORP
US
N
1
N
N
N
Zurn Elkay Water Solutions Corp.
549300AM3633XDFU1Q85
Zurn Elkay Water Solutions Corp.
98983L108
6814.00000000
NS
USD
213141.92000000
0.006843265428
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
11579.00000000
NS
USD
456675.76000000
0.014662312512
Long
EC
CORP
US
N
1
N
N
N
Distribution Solutions Group, Inc.
N/A
Distribution Solutions Group, Inc.
520776105
380.00000000
NS
USD
12528.60000000
0.000402250928
Long
EC
CORP
US
N
1
N
N
N
SolarEdge Technologies, Inc.
5493000K6Y58XXPDF853
SolarEdge Technologies, Inc.
83417M104
292.00000000
NS
USD
17125.80000000
0.000549851456
Long
EC
CORP
US
N
1
N
N
Avid Bioservices, Inc.
549300GRUS3ZMGP8MX22
Avid Bioservices, Inc.
05368M106
3832.00000000
NS
USD
29238.16000000
0.000938738327
Long
EC
CORP
US
N
1
N
N
N
Benson Hill, Inc.
N/A
Benson Hill, Inc.
082490103
16134.00000000
NS
USD
2960.59000000
0.000095054521
Long
EC
CORP
US
N
1
N
N
N
SLM Student Loan Trust
SCSW2GRYW6ZPGKE5DL61
SLM Student Loan Trust, Series 2005-9, Class A7A
78442GRA6
325228.57000000
PA
USD
322785.52000000
0.010363550210
Long
ABS-O
CORP
US
N
2
2041-01-25
Floating
6.20948160
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
0255E2EF3
6650000.00000000
PA
USD
6634818.58000000
0.213021561479
Long
STIV
CORP
US
N
2
2024-05-15
None
0.00000000
N
N
N
N
N
N
Ecovyst, Inc.
N/A
Ecovyst, Inc.
27923Q109
5345.00000000
NS
USD
50403.35000000
0.001618280920
Long
EC
CORP
US
N
1
N
N
N
Elmwood CLO I Ltd.
N/A
Elmwood CLO I Ltd., Series 2019-1A, Class A1RR
290015AW6
610000.00000000
PA
USD
613436.74000000
0.019695376843
Long
ABS-CBDO
CORP
KY
Y
2
2037-04-20
Floating
6.83134920
N
N
N
N
N
N
BAT International Finance plc
21380041YBGOQDFAC823
BAT International Finance plc
05530QAQ3
460000.00000000
PA
USD
464149.97000000
0.014902284090
Long
DBT
CORP
GB
N
2
2029-02-02
Fixed
5.93100000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KN6X6
1018574.42200000
PA
USD
920138.54000000
0.029542533259
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
702.00000000
NS
USD
23292.36000000
0.000747838819
Long
EC
CORP
US
N
1
N
N
TriSalus Life Sciences, Inc.
N/A
TriSalus Life Sciences, Inc.
89680M101
3113.00000000
NS
USD
28982.03000000
0.000930514860
Long
EC
CORP
US
N
1
N
N
N
OFG Bancorp
549300Q4QEXJ37LEXQ06
OFG Bancorp
67103X102
460.00000000
NS
USD
16610.60000000
0.000533310128
Long
EC
CORP
PR
N
1
N
N
N
Sprout Social, Inc.
N/A
Sprout Social, Inc., Class A
85209W109
2226.00000000
NS
USD
112301.70000000
0.003605627373
Long
EC
CORP
US
N
1
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687106
73749.00000000
NS
USD
8193513.90000000
0.263065991020
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources, Inc.
RIFQSET379FOGTEFKS80
Franklin Resources, Inc.
354613101
14529.00000000
NS
USD
331842.36000000
0.010654334679
Long
EC
CORP
US
N
1
N
N
N
Cass Information Systems, Inc.
549300G7XPIPR7SJ2F38
Cass Information Systems, Inc.
14808P109
548.00000000
NS
USD
23668.12000000
0.000759903201
Long
EC
CORP
US
N
1
N
N
N
Novagold Resources, Inc.
529900587LVZTJ2BHS60
Novagold Resources, Inc.
66987E206
11238.00000000
NS
USD
32590.20000000
0.001046360983
Long
EC
CORP
CA
N
1
N
N
N
Cartesian Therapeutics, Inc.
529900NMN0LACZOL7C43
Cartesian Therapeutics, Inc.
816212112
8244.00000000
NS
USD
1483.92000000
0.000047643647
Long
EC
CORP
US
N
2
N
N
RAPT Therapeutics, Inc.
549300MB473BIU78ES48
RAPT Therapeutics, Inc.
75382E109
434.00000000
NS
USD
3341.80000000
0.000107293883
Long
EC
CORP
US
N
1
N
N
N
AutoNation, Inc.
N/A
AutoNation, Inc.
05329W102
1107.00000000
NS
USD
178393.05000000
0.005727596860
Long
EC
CORP
US
N
1
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
448.48000000
0.000014399174
N/A
DFE
N/A
N
2
Goldman Sachs Bank
KD3XUN7C6T14HNAYLU02
1126981.76000000
USD
1550000.00000000
CAD
2024-07-19
448.48000000
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859102
4906.00000000
NS
USD
1482053.54000000
0.047583721465
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group, Inc.
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc.
74251V102
10775.00000000
NS
USD
852733.50000000
0.027378385634
Long
EC
CORP
US
N
1
N
N
N
Gates Industrial Corp. plc
549300S6K4FWUSB9KM27
Gates Industrial Corp. plc
N/A
3382.00000000
NS
USD
59590.84000000
0.001913260119
Long
EC
CORP
GB
N
1
N
N
N
Adaptive Biotechnologies Corp.
549300ZTF7OT1FW66Q96
Adaptive Biotechnologies Corp.
00650F109
7390.00000000
NS
USD
19361.80000000
0.000621641845
Long
EC
CORP
US
N
1
N
N
N
Paycor HCM, Inc.
N/A
Paycor HCM, Inc.
70435P102
1383.00000000
NS
USD
24022.71000000
0.000771287885
Long
EC
CORP
US
N
1
N
N
AMMC CLO 21 Ltd.
549300DYK366J47FIO80
AMMC CLO 21 Ltd., Series 2017-21A, Class A
00178LAB5
364192.18000000
PA
USD
364194.37000000
0.011693048188
Long
ABS-CBDO
CORP
KY
Y
2
2030-11-02
Floating
6.82693920
N
N
N
N
N
N
Hamilton Insurance Group Ltd.
549300W92BN1FIEXG871
Hamilton Insurance Group Ltd., Class B
N/A
2816.00000000
NS
USD
38241.28000000
0.001227798029
Long
EC
CORP
BM
N
1
N
N
N
Rocket Pharmaceuticals, Inc.
549300R7VV82YUIN4Y93
Rocket Pharmaceuticals, Inc.
77313F106
1790.00000000
NS
USD
38520.80000000
0.001236772470
Long
EC
CORP
US
N
1
N
N
N
Accolade, Inc.
549300PHKG8J7A22NF08
Accolade, Inc.
00437E102
3095.00000000
NS
USD
23614.85000000
0.000758192882
Long
EC
CORP
US
N
1
N
N
N
Larimar Therapeutics, Inc.
529900NCBZHTTJV6HX73
Larimar Therapeutics, Inc.
517125100
1831.00000000
NS
USD
12615.59000000
0.000405043883
Long
EC
CORP
US
N
1
N
N
N
DMG Mori Co. Ltd.
353800P4I3FIXTQV2E13
DMG Mori Co. Ltd.
N/A
21600.00000000
NS
577089.24000000
0.018528381678
Long
EC
CORP
JP
N
2
N
N
Franklin Electric Co., Inc.
RR6AURIKMXUE4Q24G284
Franklin Electric Co., Inc.
353514102
2059.00000000
NS
USD
198219.93000000
0.006364170850
Long
EC
CORP
US
N
1
N
N
N
Quipt Home Medical Corp.
N/A
Quipt Home Medical Corp.
74880P104
2675.00000000
NS
USD
9630.00000000
0.000309186696
Long
EC
CORP
CA
N
1
N
N
N
Redwire Corp.
N/A
Redwire Corp.
75776W103
113.00000000
NS
USD
427.14000000
0.000013714019
Long
EC
CORP
US
N
1
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global, Class A
92556H107
290.00000000
NS
USD
6000.10000000
0.000192642896
Long
EC
CORP
US
N
1
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAM1
315000.00000000
PA
USD
297624.98000000
0.009555730456
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
3.12500000
N
N
N
N
N
Macerich Co. (The)
529900PSWCB5KI0JYU46
Macerich Co. (The)
554382101
7921.00000000
NS
USD
108992.96000000
0.003499394934
Long
EC
CORP
US
N
1
N
N
N
Arcellx, Inc.
N/A
Arcellx, Inc.
03940C100
1281.00000000
NS
USD
64075.62000000
0.002057251221
Long
EC
CORP
US
N
1
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
21900.00000000
NS
USD
5999286.00000000
0.192616762022
Long
EC
CORP
US
N
1
N
N
N
City Holding Co.
N/A
City Holding Co.
177835105
76.00000000
NS
USD
7677.52000000
0.000246499173
Long
EC
CORP
US
N
1
N
N
Edgewell Personal Care Co.
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co.
28035Q102
2352.00000000
NS
USD
88482.24000000
0.002840865157
Long
EC
CORP
US
N
1
N
N
N
Paramount Group, Inc.
5493006GJU1CFI7Z5J17
Paramount Group, Inc.
69924R108
6218.00000000
NS
USD
28851.52000000
0.000926324626
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
1019230.19000000
0.032724030651
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.85000000
N
N
N
N
N
N
StealthGas, Inc.
549300JCJUO3WBVVKJ89
StealthGas, Inc.
N/A
129.00000000
NS
USD
807.54000000
0.000025927375
Long
EC
CORP
MH
N
1
N
N
N
Primo Water Corp.
N/A
Primo Water Corp.
74167P108
7214.00000000
NS
USD
136128.18000000
0.004370614978
Long
EC
CORP
CA
N
1
N
N
N
Enfusion, Inc.
N/A
Enfusion, Inc., Class A
292812104
281.00000000
NS
USD
2616.11000000
0.000083994434
Long
EC
CORP
US
N
1
N
N
American Software, Inc.
N/A
American Software, Inc., Class A
029683109
1160.00000000
NS
USD
11727.60000000
0.000376533530
Long
EC
CORP
US
N
1
N
N
N
PC Connection, Inc.
5299005WPRNIXDV2KM73
PC Connection, Inc.
69318J100
445.00000000
NS
USD
27576.65000000
0.000885392866
Long
EC
CORP
US
N
1
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAF6
820000.00000000
PA
USD
773425.15000000
0.024832063025
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
Paychex, Inc.
529900K900DW6SUBM174
Paychex, Inc.
704326107
12864.00000000
NS
USD
1528371.84000000
0.049070845261
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
305364.00000000
NS
USD
118887366.12000000
3.817070815992
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
52.00000000
NC
USD
87100.00000000
0.002796486110
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Put
Purchased
N/A
3 Month SOFR
250000.00000000
95.50000000
USD
2024-12-13
XXXX
38240.80000000
N
N
N
AZEK Co., Inc. (The)
5493002LDDDU1RX46815
AZEK Co., Inc. (The), Class A
05478C105
5804.00000000
NS
USD
264894.56000000
0.008504867483
Long
EC
CORP
US
N
1
N
N
N
Comfort Systems USA, Inc.
5299009DT1ZA5HTU6R38
Comfort Systems USA, Inc.
199908104
1428.00000000
NS
USD
441837.48000000
0.014185905579
Long
EC
CORP
US
N
1
N
N
N
ORIX Corp.
35380016EMHNBOVYE123
ORIX Corp.
N/A
168200.00000000
NS
3445638.23000000
0.110627777866
Long
EC
CORP
JP
N
2
N
N
N
Textron, Inc.
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203101
7859.00000000
NS
USD
664792.81000000
0.021344246378
Long
EC
CORP
US
N
1
N
N
N
PCB Bancorp
549300E5CI0LZ8Q25890
PCB Bancorp
69320M109
57.00000000
NS
USD
829.92000000
0.000026645921
Long
EC
CORP
US
N
1
N
N
N
Forestar Group, Inc.
549300BC2UB0GHV60V70
Forestar Group, Inc.
346232101
529.00000000
NS
USD
16393.71000000
0.000526346524
Long
EC
CORP
US
N
1
N
N
N
OCP SA
213800D26TAPVTCVWG40
OCP SA
N/A
930000.00000000
PA
USD
909075.00000000
0.029187320447
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
4895.00000000
NS
USD
676391.10000000
0.021716628202
Long
EC
CORP
US
N
1
N
N
N
Loop Media, Inc.
N/A
Loop Media, Inc.
54352F206
2417.00000000
NS
USD
742.26000000
0.000023831455
Long
EC
CORP
US
N
1
N
N
N
Columbia Banking System, Inc.
N/A
Columbia Banking System, Inc.
197236102
8016.00000000
NS
USD
150780.96000000
0.004841066135
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XN6G4
592226.54600000
PA
USD
482258.89000000
0.015483700201
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
2.00000000
N
N
N
N
N
N
Molson Coors Beverage Co.
54930073LBBH6ZCBE225
Molson Coors Beverage Co., Class B
60871R209
8223.00000000
NS
USD
470848.98000000
0.015117366621
Long
EC
CORP
US
N
1
N
N
N
Ares Management Corp.
529900JUV61FH7B8VW38
Ares Management Corp., Class A
03990B101
7249.00000000
NS
USD
964769.41000000
0.030975479390
Long
EC
CORP
US
N
1
N
N
N
nLight, Inc.
N/A
nLight, Inc.
65487K100
1379.00000000
NS
USD
15706.81000000
0.000504292491
Long
EC
CORP
US
N
1
N
N
N
O-I Glass, Inc.
N/A
O-I Glass, Inc.
67098H104
7054.00000000
NS
USD
105527.84000000
0.003388141662
Long
EC
CORP
US
N
1
N
N
N
Matson, Inc.
549300OI5H3Y0I9I4I12
Matson, Inc.
57686G105
1303.00000000
NS
USD
140437.34000000
0.004508967516
Long
EC
CORP
US
N
1
N
N
N
Bel Fuse, Inc.
2549009L4XYDBRRY6X39
Bel Fuse, Inc., Class B
077347300
114.00000000
NS
USD
6694.08000000
0.000214924245
Long
EC
CORP
US
N
1
N
N
N
Kronos Worldwide, Inc.
549300OBZ34C65APL277
Kronos Worldwide, Inc.
50105F105
918.00000000
NS
USD
10511.10000000
0.000337475834
Long
EC
CORP
US
N
1
N
N
N
Armstrong World Industries, Inc.
KXMRXXOJ88Q45Y45MG74
Armstrong World Industries, Inc.
04247X102
1678.00000000
NS
USD
192768.64000000
0.006189148384
Long
EC
CORP
US
N
1
N
N
N
Escalade, Inc.
N/A
Escalade, Inc.
296056104
706.00000000
NS
USD
8796.76000000
0.000282434180
Long
EC
CORP
US
N
1
N
N
N
Altus Power, Inc.
5493005V83PBRWNLK259
Altus Power, Inc., Class A
02217A102
2423.00000000
NS
USD
8892.41000000
0.000285505178
Long
EC
CORP
US
N
1
N
N
DXC Technology Co.
549300DOVZ3EDJB7O259
DXC Technology Co.
23355L106
8747.00000000
NS
USD
170479.03000000
0.005473504472
Long
EC
CORP
US
N
1
N
N
N
Alcoa Corp.
549300T12EZ1F6PWWU29
Alcoa Corp.
013872106
6969.00000000
NS
USD
244890.66000000
0.007862609980
Long
EC
CORP
US
N
1
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769G100
8610.00000000
NS
USD
308410.20000000
0.009902007355
Long
EC
CORP
US
N
1
N
N
N
Modine Manufacturing Co.
Z35SZFYJR8GZZRSIUU09
Modine Manufacturing Co.
607828100
2055.00000000
NS
USD
190354.65000000
0.006111643338
Long
EC
CORP
US
N
1
N
N
LeMaitre Vascular, Inc.
549300FZUBUB7MHY8R17
LeMaitre Vascular, Inc.
525558201
949.00000000
NS
USD
61495.20000000
0.001974402671
Long
EC
CORP
US
N
1
N
N
N
CONSOL Energy, Inc.
549300YJCTPJBTK7IJ81
CONSOL Energy, Inc.
20854L108
1234.00000000
NS
USD
102125.84000000
0.003278914960
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
278638.00000000
NS
USD
10312392.38000000
0.331096005247
Long
EC
CORP
US
N
1
N
N
N
Benchmark Electronics, Inc.
549300W18RHYZOZKOP53
Benchmark Electronics, Inc.
08160H101
1157.00000000
NS
USD
34952.97000000
0.001122221528
Long
EC
CORP
US
N
1
N
N
N
National CineMedia, Inc.
5493000MOLIVSOGKEB48
National CineMedia, Inc.
635309206
331.00000000
NS
USD
1416.68000000
0.000045484798
Long
EC
CORP
US
N
1
N
N
N
Conduit Pharmaceuticals, Inc.
N/A
Conduit Pharmaceuticals, Inc.
20678X106
8744.00000000
NS
USD
26319.44000000
0.000845028110
Long
EC
CORP
US
N
1
N
N
Xometry, Inc.
5493006JFRGU7YRRXE44
Xometry, Inc., Class A
98423F109
1758.00000000
NS
USD
31415.46000000
0.001008644059
Long
EC
CORP
US
N
1
N
N
CF Industries Holdings, Inc.
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
7690.00000000
NS
USD
607279.30000000
0.019497682292
Long
EC
CORP
US
N
1
N
N
N
Upbound Group, Inc.
529900QUHE15UQNCCJ63
Upbound Group, Inc.
76009N100
2389.00000000
NS
USD
74082.89000000
0.002378550779
Long
EC
CORP
US
N
1
N
N
N
C4 Therapeutics, Inc.
N/A
C4 Therapeutics, Inc.
12529R107
198.00000000
NS
USD
1247.40000000
0.000040049790
Long
EC
CORP
US
N
1
N
N
Butterfly Network, Inc.
N/A
Butterfly Network, Inc.
124155102
6143.00000000
NS
USD
4767.58000000
0.000153070852
Long
EC
CORP
US
N
1
N
N
N
Public Storage
N/A
Public Storage
74460D109
6317.00000000
NS
USD
1638945.65000000
0.052620995937
Long
EC
CORP
US
N
1
N
N
N
Avnet, Inc.
XJI53DCPL7QABOWK4Z75
Avnet, Inc.
053807103
2858.00000000
NS
USD
139670.46000000
0.004484345596
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370DA5
790000.00000000
PA
USD
636290.72000000
0.020429140766
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WTZ1
0.73900000
PA
USD
0.63000000
0.000000020227
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
3.00000000
N
N
N
N
N
N
Roche Holdings, Inc.
PVJRP0EQNV6OGDPZGY95
Roche Holdings, Inc.
771196CJ9
1020000.00000000
PA
USD
1005751.22000000
0.032291266560
Long
DBT
CORP
US
Y
2
2029-03-08
Fixed
4.79000000
N
N
N
N
N
N
Bank of Hawaii Corp.
5493006Q8BQ8AD8M2U33
Bank of Hawaii Corp.
062540109
3094.00000000
NS
USD
175398.86000000
0.005631463556
Long
EC
CORP
US
N
1
N
N
N/A
N/A
ETRS
N/A
3618.00000000
PA
USD
-780.36000000
-0.00002505471
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
Pioneer Natural Resources Co.
Pioneer Natural Resources Co.
Y
2025-04-17
0.00000000
USD
0.00000000
USD
3618.00000000
USD
-780.36000000
N
N
N
NCR Atleos Corp.
N/A
NCR Atleos Corp.
63001N106
2802.00000000
NS
USD
55843.86000000
0.001792957277
Long
EC
CORP
US
N
1
N
N
N
Nordic American Tankers Ltd.
213800W4T8AMPKIPIU94
Nordic American Tankers Ltd.
N/A
6337.00000000
NS
USD
24714.30000000
0.000793492499
Long
EC
CORP
BM
N
1
N
N
Talkspace, Inc.
N/A
Talkspace, Inc.
87427V103
595.00000000
NS
USD
1820.70000000
0.000058456512
Long
EC
CORP
US
N
1
N
N
N
Redfin Corp.
549300HXWD3JEMZU3O57
Redfin Corp.
75737F108
5578.00000000
NS
USD
31292.58000000
0.001004698798
Long
EC
CORP
US
N
1
N
N
Cara Therapeutics, Inc.
549300COVOY41P0GZ881
Cara Therapeutics, Inc.
140755109
1324.00000000
NS
USD
995.52000000
0.000031962776
Long
EC
CORP
US
N
1
N
N
N
National Western Life Group, Inc.
549300HPXNVHFT1BJ192
National Western Life Group, Inc., Class A
638517102
98.00000000
NS
USD
47904.36000000
0.001538046812
Long
EC
CORP
US
N
1
N
N
N
NXP BV
N/A
NXP BV
62954HAW8
1810000.00000000
PA
USD
1758521.68000000
0.056460177419
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWDT7
722361.51400000
PA
USD
623262.27000000
0.020010841346
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
5502.00000000
NS
USD
30205.98000000
0.000969811751
Long
EC
CORP
US
N
1
N
N
N
Rivian Automotive, Inc.
25490004LNKJ84MFYY24
Rivian Automotive, Inc., Class A
76954A103
27735.00000000
NS
USD
246841.50000000
0.007925244847
Long
EC
CORP
US
N
1
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034W106
9460.00000000
NS
USD
496177.00000000
0.015930563592
Long
EC
CORP
US
N
1
N
N
N
Nutanix, Inc.
549300X7J6E8TKVIXW09
Nutanix, Inc., Class A
67059N108
9944.00000000
NS
USD
603600.80000000
0.019379578111
Long
EC
CORP
US
N
1
N
N
N
Prologis, Inc.
529900DFH19P073LZ636
Prologis, Inc.
74340W103
37347.00000000
NS
USD
3811261.35000000
0.122366698380
Long
EC
CORP
US
N
1
N
N
N
CoreCivic, Inc.
529900JFA3K6PTLT8B15
CoreCivic, Inc.
21871N101
4573.00000000
NS
USD
68137.70000000
0.002187670857
Long
EC
CORP
US
N
1
N
N
Sandy Spring Bancorp, Inc.
N/A
Sandy Spring Bancorp, Inc.
800363103
2746.00000000
NS
USD
56155.70000000
0.001802969403
Long
EC
CORP
US
N
1
N
N
N
FactSet Research Systems, Inc.
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075105
1690.00000000
NS
USD
704544.10000000
0.022620525716
Long
EC
CORP
US
N
1
N
N
AMC Entertainment Holdings, Inc.
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc., Class A
00165C302
2515.00000000
NS
USD
7368.95000000
0.000236592035
Long
EC
CORP
US
N
1
N
N
Empower CLO Ltd.
N/A
Empower CLO Ltd., Series 2023-2A, Class A1
29247BAA5
150000.00000000
PA
USD
151991.85000000
0.004879943713
Long
ABS-CBDO
CORP
KY
Y
2
2036-07-15
Floating
7.52856120
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680103
21776.00000000
NS
USD
1722917.12000000
0.055317035541
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp.
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp.
494368103
13248.00000000
NS
USD
1808749.44000000
0.058072820739
Long
EC
CORP
US
N
1
N
N
N
Zynex, Inc.
N/A
Zynex, Inc.
98986M103
773.00000000
NS
USD
8479.81000000
0.000272257989
Long
EC
CORP
US
N
1
N
N
NIKE, Inc.
787RXPR0UX0O0XUXPZ81
NIKE, Inc., Class B
654106103
47871.00000000
NS
USD
4416578.46000000
0.141801381394
Long
EC
CORP
US
N
1
N
N
N
Selective Insurance Group, Inc.
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300107
2450.00000000
NS
USD
249042.50000000
0.007995911506
Long
EC
CORP
US
N
1
N
N
N
Halozyme Therapeutics, Inc.
529900242I3SV9AGM753
Halozyme Therapeutics, Inc.
40637H109
4950.00000000
NS
USD
188595.00000000
0.006055146934
Long
EC
CORP
US
N
1
N
N
Badger Meter, Inc.
5493002JENE20OGTUG20
Badger Meter, Inc.
056525108
1110.00000000
NS
USD
203041.20000000
0.006518965507
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Series 2014-C03, Class 1M2
30711XAK0
384461.27000000
PA
USD
386540.13000000
0.012410494887
Long
ABS-MBS
CORP
US
N
2
2024-07-25
Floating
8.44449840
N
N
N
N
N
N
Unicharm Corp.
353800UQ4BZIJTAQEG85
Unicharm Corp.
N/A
106500.00000000
NS
3167277.53000000
0.101690558218
Long
EC
CORP
JP
N
2
N
N
N
Ryman Hospitality Properties, Inc.
529900GCCWW9SRMPJR11
Ryman Hospitality Properties, Inc.
78377T107
2523.00000000
NS
USD
266126.04000000
0.008544406136
Long
EC
CORP
US
N
1
N
N
N
Zeta Global Holdings Corp.
2549008P9XSJQHGQ9S27
Zeta Global Holdings Corp., Class A
98956A105
3975.00000000
NS
USD
49131.00000000
0.001577430069
Long
EC
CORP
US
N
1
N
N
N
Varonis Systems, Inc.
549300SHIVNRRH7STS26
Varonis Systems, Inc., Class B
922280102
5033.00000000
NS
USD
220193.75000000
0.007069675815
Long
EC
CORP
US
N
1
N
N
N
Haleon UK Capital plc
5493004B26DRJNN0OV17
Haleon UK Capital plc
36264NAB0
540000.00000000
PA
USD
527183.31000000
0.016926071229
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
15544.29000000
0.000499074524
Long
EC
CORP
US
N
1
N
N
BigBear.ai Holdings, Inc.
549300XGCF2ELN28CS63
BigBear.ai Holdings, Inc.
08975B109
245.00000000
NS
USD
406.70000000
0.000013057760
Long
EC
CORP
US
N
1
N
N
Otter Tail Corp.
N/A
Otter Tail Corp.
689648103
1476.00000000
NS
USD
125991.36000000
0.004045156007
Long
EC
CORP
US
N
1
N
N
N
Asahi Intecc Co. Ltd.
353800J3AV2SCNIO8L39
Asahi Intecc Co. Ltd.
N/A
107700.00000000
NS
1582723.69000000
0.050815899149
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
753458.31000000
PA
USD
677493.44000000
0.021752020607
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
27255.00000000
NS
USD
660388.65000000
0.021202843711
Long
EC
CORP
US
N
1
N
N
N
BlueLinx Holdings, Inc.
549300YSX7GU28F5I540
BlueLinx Holdings, Inc.
09624H208
311.00000000
NS
USD
34107.37000000
0.001095072175
Long
EC
CORP
US
N
1
N
N
N
SuRo Capital Corp.
549300YR4IAV0VJFWN84
SuRo Capital Corp.
86887Q109
124.00000000
NS
USD
469.96000000
0.000015088824
Long
EC
CORP
US
N
1
N
N
N
Weyco Group, Inc.
549300I10J38MHJELM87
Weyco Group, Inc.
962149100
28.00000000
NS
USD
821.80000000
0.000026385215
Long
EC
CORP
US
N
1
N
N
N
CarParts.com, Inc.
5493005FSRX4Y7E7H678
CarParts.com, Inc.
14427M107
945.00000000
NS
USD
1162.35000000
0.000037319123
Long
EC
CORP
US
N
1
N
N
N
Graco, Inc.
4T5VJ4S81BRT6Q7GGT78
Graco, Inc.
384109104
6836.00000000
NS
USD
548247.20000000
0.017602361422
Long
EC
CORP
US
N
1
N
N
N
NeoGenomics, Inc.
N/A
NeoGenomics, Inc.
64049M209
4446.00000000
NS
USD
61888.32000000
0.001987024423
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XLJ3
449337.23000000
PA
USD
440942.55000000
0.014157172406
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
5.50000000
N
N
N
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
7824.00000000
NS
USD
571152.00000000
0.018337757003
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CR8
580000.00000000
PA
USD
530362.45000000
0.017028142651
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.87500000
N
N
N
N
N
N
Klaviyo, Inc.
N/A
Klaviyo, Inc., Class A
49845K101
192.00000000
NS
USD
4300.80000000
0.000138084127
Long
EC
CORP
US
N
1
N
N
Murphy USA, Inc.
549300Y081F8XIKQIO72
Murphy USA, Inc.
626755102
694.00000000
NS
USD
287191.08000000
0.009220733252
Long
EC
CORP
US
N
1
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AM0
330000.00000000
PA
USD
324838.61000000
0.010429467979
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
4997.00000000
NS
USD
710.07000000
0.000022797943
Long
EC
CORP
CA
N
1
N
N
B. Riley Financial, Inc.
N/A
B. Riley Financial, Inc.
05580M108
822.00000000
NS
USD
28276.80000000
0.000907872312
Long
EC
CORP
US
N
1
N
N
N
Freyr Battery, Inc.
529900H0645VFXNMJ693
Freyr Battery, Inc.
35834F104
579.00000000
NS
USD
955.35000000
0.000030673054
Long
EC
CORP
US
N
1
N
N
N
Cimpress plc
549300X1IFD75XISOR81
Cimpress plc
N/A
502.00000000
NS
USD
42805.54000000
0.001374340965
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
2865.00000000
NS
USD
97410.00000000
0.003127505304
Long
EC
CORP
BM
N
1
N
N
N
Vale Overseas Ltd.
254900BA3U6G5DNV5V04
Vale Overseas Ltd.
91911TAH6
130000.00000000
PA
USD
133238.17000000
0.004277826541
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
4902.00000000
NS
USD
44608.20000000
0.001432218274
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418D6L1
163414.39200000
PA
USD
132260.55000000
0.004246438473
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
2.00000000
N
N
N
N
N
N
Brookfield Infrastructure Holdings Canada, Inc.
549300GV8LYH0T7DZO77
Brookfield Infrastructure Holdings Canada, Inc.
11275MGJ9
6250000.00000000
PA
USD
6172746.44000000
0.198185989475
Long
STIV
CORP
CA
N
2
2024-07-18
None
0.00000000
N
N
N
N
N
N
New York Mortgage Trust, Inc.
549300JFGR0M7ULHWG48
New York Mortgage Trust, Inc.
649604840
5011.00000000
NS
USD
34325.35000000
0.001102070775
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Note
N/A
-118.00000000
NC
USD
411565.94000000
0.013213988918
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Ultra Note
2024-06-18
-13005812.50000000
USD
411565.94000000
N
N
N
Crawford & Co.
7TZZFJ2GPOGLWIKIXY82
Crawford & Co., Class A
224633206
627.00000000
NS
USD
5818.56000000
0.000186814262
Long
EC
CORP
US
N
1
N
N
N
Hilton Grand Vacations, Inc.
549300O9K6MFD8D07574
Hilton Grand Vacations, Inc.
43283X105
2644.00000000
NS
USD
110096.16000000
0.003534814951
Long
EC
CORP
US
N
1
N
N
Westrock Coffee Co.
N/A
Westrock Coffee Co.
96145W103
2034.00000000
NS
USD
20624.76000000
0.000662191215
Long
EC
CORP
US
N
1
N
N
Citius Pharmaceuticals, Inc.
5493005C10W36P4KQP40
Citius Pharmaceuticals, Inc.
17322U207
8147.00000000
NS
USD
6080.11000000
0.000195211747
Long
EC
CORP
US
N
1
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
29286DAA3
900000.00000000
PA
USD
886109.88000000
0.028449988195
Long
DBT
CORP
FR
Y
2
2029-04-10
Fixed
5.25000000
N
N
N
N
N
N
Empire Petroleum Corp.
549300FD73C8R4W6OY16
Empire Petroleum Corp.
292034303
83.00000000
NS
USD
429.94000000
0.000013803917
Long
EC
CORP
US
N
1
N
N
N
PROS Holdings, Inc.
549300LPE1KNL5RWKQ48
PROS Holdings, Inc.
74346Y103
1752.00000000
NS
USD
57378.00000000
0.001842213318
Long
EC
CORP
US
N
1
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
064058100
32250.00000000
NS
USD
1821802.50000000
0.058491910303
Long
EC
CORP
US
N
1
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBT9
590000.00000000
PA
USD
563650.72000000
0.018096916299
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
4090.00000000
NS
USD
72924.70000000
0.002341365220
Long
EC
CORP
US
N
1
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust, Series 2020-RPL1, Class A1
52474HAA8
1144930.10000000
PA
USD
1063972.32000000
0.034160548965
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
1126.00000000
NS
USD
272109.16000000
0.008736503863
Long
EC
CORP
US
N
1
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBH5
60000.00000000
PA
USD
58339.74000000
0.001873091533
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
3262.35000000
0.000104743013
Long
EC
CORP
SG
N
1
N
N
N
ManpowerGroup, Inc.
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup, Inc.
56418H100
1967.00000000
NS
USD
148410.15000000
0.004764947452
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XMHZ2
190519.07400000
PA
USD
185759.24000000
0.005964100282
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
5778.00000000
NS
USD
1397467.08000000
0.044867936614
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
10.00000000
NC
USD
2000.00000000
0.000064213228
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
97.50000000
USD
2025-09-12
XXXX
-9273.20000000
N
N
N
Hexcel Corp.
S6Q7LW43WUBUHXY2QP69
Hexcel Corp.
428291108
3444.00000000
NS
USD
221139.24000000
0.007100032297
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
6206.00000000
PA
USD
34623.47000000
0.001111642399
N/A
DE
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
Hess Corp.
Hess Corp.
Y
2025-04-17
0.00000000
USD
0.00000000
USD
6206.00000000
USD
34623.47000000
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Co.
291011104
23789.00000000
NS
USD
2563978.42000000
0.082320666351
Long
EC
CORP
US
N
1
N
N
N
Dril-Quip, Inc.
5299007REICYIJNMW197
Dril-Quip, Inc.
262037104
1911.00000000
NS
USD
34741.98000000
0.001115447353
Long
EC
CORP
US
N
1
N
N
N
Minerals Technologies, Inc.
549300D3I1QU67GP6403
Minerals Technologies, Inc.
603158106
1341.00000000
NS
USD
97745.49000000
0.003138276752
Long
EC
CORP
US
N
1
N
N
N
Digimarc Corp.
254900TL728B5T0M5R41
Digimarc Corp.
25381B101
459.00000000
NS
USD
9703.26000000
0.000311538826
Long
EC
CORP
US
N
1
N
N
Oglethorpe Pwr Corp.
N/A
Oglethorpe Power Corp.
67705AE67
17600000.00000000
PA
USD
17584080.45000000
0.564565289839
Long
STIV
CORP
US
N
2
2024-05-06
None
0.00000000
N
N
N
N
N
N
H&E Equipment Services, Inc.
254900KVLRCDMQRYY541
H&E Equipment Services, Inc.
404030108
1507.00000000
NS
USD
72773.03000000
0.002336495609
Long
EC
CORP
US
N
1
N
N
N
Heidrick & Struggles International, Inc.
5493006284N2J367VB57
Heidrick & Struggles International, Inc.
422819102
749.00000000
NS
USD
22080.52000000
0.000708930740
Long
EC
CORP
US
N
1
N
N
N
DigitalOcean Holdings, Inc.
549300EPISPY3RE3DL21
DigitalOcean Holdings, Inc.
25402D102
2811.00000000
NS
USD
92369.46000000
0.002965670630
Long
EC
CORP
US
N
1
N
N
Columbia Financial, Inc.
254900B9UDXFOJAZKN61
Columbia Financial, Inc.
197641103
2224.00000000
NS
USD
36918.40000000
0.001185324831
Long
EC
CORP
US
N
1
N
N
Accel Entertainment, Inc.
N/A
Accel Entertainment, Inc., Class A
00436Q106
1408.00000000
NS
USD
15121.92000000
0.000485513653
Long
EC
CORP
US
N
1
N
N
N
Heritage Commerce Corp.
549300CLIS851ELSR406
Heritage Commerce Corp.
426927109
2394.00000000
NS
USD
19008.36000000
0.000610294084
Long
EC
CORP
US
N
1
N
N
N
CRA International, Inc.
N/A
CRA International, Inc.
12618T105
372.00000000
NS
USD
53973.48000000
0.001732905707
Long
EC
CORP
US
N
1
N
N
N
FormFactor, Inc.
549300YCEEO6SZD1ZR61
FormFactor, Inc.
346375108
2792.00000000
NS
USD
124495.28000000
0.003997121944
Long
EC
CORP
US
N
1
N
N
N
First Horizon Corp.
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp.
320517105
22595.00000000
NS
USD
337117.40000000
0.010823698354
Long
EC
CORP
US
N
1
N
N
N
Rayonier, Inc.
HGV8VDVNL0W6SF2U9C50
Rayonier, Inc.
754907103
5231.00000000
NS
USD
155151.46000000
0.004981388093
Long
EC
CORP
US
N
1
N
N
N
Global Medical REIT, Inc.
549300HFRIPQDYU3GU60
Global Medical REIT, Inc.
37954A204
1574.00000000
NS
USD
12765.14000000
0.000409845427
Long
EC
CORP
US
N
1
N
N
N
Celsius Holdings, Inc.
N/A
Celsius Holdings, Inc.
15118V207
5871.00000000
NS
USD
418426.17000000
0.013434247677
Long
EC
CORP
US
N
1
N
N
N
Prestige Consumer Healthcare, Inc.
N/A
Prestige Consumer Healthcare, Inc.
74112D101
2205.00000000
NS
USD
158230.80000000
0.005080255275
Long
EC
CORP
US
N
1
N
N
N
Clarus Corp.
549300PKSLI6PT0ULL72
Clarus Corp.
18270P109
744.00000000
NS
USD
4709.52000000
0.000151206742
Long
EC
CORP
US
N
1
N
N
N
Select Medical Holdings Corp.
N/A
Select Medical Holdings Corp.
81619Q105
4415.00000000
NS
USD
125253.55000000
0.004021467426
Long
EC
CORP
US
N
1
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc., Class A
536797103
1109.00000000
NS
USD
282107.42000000
0.009057514141
Long
EC
CORP
US
N
1
N
N
Nitori Holdings Co. Ltd.
N/A
Nitori Holdings Co. Ltd.
N/A
39400.00000000
NS
5267508.21000000
0.169121854723
Long
EC
CORP
JP
N
2
N
N
N/A
N/A
CDI
N/A
3882000.00000000
PA
USD
-11403.22000000
-0.00036611878
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American High Yield Index Series 42-V1
Markit CDX North American High Yield Index Series 42-V1
Y
Payout of notional amount upon default event with regard to the reference instrument
2029-06-20
265134.91000000
USD
0.00000000
USD
3882000.00000000
USD
-11403.22000000
N
N
N
Knowles Corp.
5493003EO323TDZQU148
Knowles Corp.
49926D109
4672.00000000
NS
USD
73957.76000000
0.002374533279
Long
EC
CORP
US
N
1
N
N
N
Federal Agricultural Mortgage Corp.
549300MS654K78GYF580
Federal Agricultural Mortgage Corp., Class C
313148306
543.00000000
NS
USD
101068.59000000
0.003244970242
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179UQ54
48041.34000000
PA
USD
44025.29000000
0.001413503008
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
113.00000000
NS
USD
498.33000000
0.000015999689
Long
EC
CORP
US
N
1
N
N
N
Privia Health Group, Inc.
N/A
Privia Health Group, Inc.
74276R102
4955.00000000
NS
USD
91172.00000000
0.002927224244
Long
EC
CORP
US
N
1
N
N
MBIA, Inc.
54F1KGFE2KNP3VAL3P42
MBIA, Inc.
55262C100
2716.00000000
NS
USD
17083.64000000
0.000548497841
Long
EC
CORP
US
N
1
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133BQSA5
369530.26000000
PA
USD
340718.20000000
0.010939307851
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
2759.00000000
NS
USD
104869.59000000
0.003367007483
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617VKGV5
139833.94000000
PA
USD
113465.19000000
0.003642983098
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
22072.00000000
NS
USD
2130168.72000000
0.068392505609
Long
EC
CORP
US
N
1
N
N
N
SSR Mining, Inc.
549300JD2KR7AB9DYJ38
SSR Mining, Inc.
784730103
5496.00000000
NS
USD
29458.56000000
0.000945814625
Long
EC
CORP
CA
N
1
N
N
N
Chatham Lodging Trust
N/A
Chatham Lodging Trust
16208T102
1869.00000000
NS
USD
17138.73000000
0.000550266594
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TW8
660000.00000000
PA
USD
647418.75000000
0.020786424134
Long
DBT
UST
US
N
2
2043-11-15
Fixed
4.75000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XDF0
1877710.45600000
PA
USD
1800627.63000000
0.057812056917
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
5.00000000
N
N
N
N
N
N
Tapestry, Inc.
549300LJNVY5SW3VTN33
Tapestry, Inc.
876030107
9259.00000000
NS
USD
369619.28000000
0.011867223682
Long
EC
CORP
US
N
1
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
27303.00000000
NS
USD
5262107.19000000
0.168948446257
Long
EC
CORP
US
N
1
N
N
N
ITT, Inc.
549300KDSERHTJOXUS80
ITT, Inc.
45073V108
3182.00000000
NS
USD
411559.88000000
0.013213794352
Long
EC
CORP
US
N
1
N
N
N
Texas Capital Bancshares, Inc.
549300466Q2SXRX0YM48
Texas Capital Bancshares, Inc.
88224Q107
2561.00000000
NS
USD
147001.40000000
0.004719717259
Long
EC
CORP
US
N
1
N
N
N
Tsakos Energy Navigation Ltd.
549300IFUTS62LRRCU54
Tsakos Energy Navigation Ltd.
N/A
111.00000000
NS
USD
2861.58000000
0.000091875645
Long
EC
CORP
BM
N
1
N
N
N
Inter Parfums, Inc.
N/A
Inter Parfums, Inc.
458334109
819.00000000
NS
USD
95315.22000000
0.003060249010
Long
EC
CORP
US
N
1
N
N
N
Eve Holding, Inc.
N/A
Eve Holding, Inc.
29970N104
1340.00000000
NS
USD
7222.60000000
0.000231893232
Long
EC
CORP
US
N
1
N
N
N
Offerpad Solutions, Inc.
N/A
Offerpad Solutions, Inc.
67623L307
3441.00000000
NS
USD
26736.57000000
0.000858420742
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H042653
1200000.00000000
PA
USD
1117487.94000000
0.035878754338
Long
ABS-MBS
USGA
US
N
2
2054-05-15
Fixed
4.50000000
N
N
N
N
N
N
Navigator Holdings Ltd.
213800H7RVOFYARK2W19
Navigator Holdings Ltd.
N/A
151.00000000
NS
USD
2268.02000000
0.000072818443
Long
EC
CORP
MH
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DVLP8
912506.72000000
PA
USD
739766.64000000
0.023751402225
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BU0
280000.00000000
PA
USD
277861.74000000
0.008921199730
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
6.37500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617MB4M8
34556.47000000
PA
USD
32071.13000000
0.001029695402
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
2317.00000000
NS
USD
86516.78000000
0.002777760890
Long
EC
CORP
US
N
1
N
N
Centrus Energy Corp.
549300G6VDK9G8276661
Centrus Energy Corp., Class A
15643U104
63.00000000
NS
USD
2704.59000000
0.000086835228
Long
EC
CORP
US
N
1
N
N
N
HireQuest, Inc.
N/A
HireQuest, Inc.
433535101
382.00000000
NS
USD
4897.24000000
0.000157233796
Long
EC
CORP
US
N
1
N
N
Boston Properties, Inc.
549300OF70FSEUQBT254
Boston Properties, Inc.
101121101
5764.00000000
NS
USD
356733.96000000
0.011453519681
Long
EC
CORP
US
N
1
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBQ5
70000.00000000
PA
USD
71733.45000000
0.002303118215
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.20000000
N
N
N
N
N
EZCORP, Inc.
5493003K6PG3ZQ7TUQ63
EZCORP, Inc., Class A
302301106
258.00000000
NS
USD
2832.84000000
0.000090952901
Long
EC
CORP
US
N
1
N
N
iRhythm Technologies, Inc.
549300FJI72RJGDQS384
iRhythm Technologies, Inc.
450056106
1407.00000000
NS
USD
154179.06000000
0.004950167621
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H020659
-1100000.00000000
PA
USD
-865443.66000000
-0.02778646583
Short
ABS-MBS
USGA
US
N
2
2054-05-15
Fixed
2.00000000
N
N
N
N
N
N
Albany International Corp.
L73WCPNCZIRSQGZTW097
Albany International Corp., Class A
012348108
1432.00000000
NS
USD
114202.00000000
0.003666639572
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
1480000.00000000
PA
USD
1427436.04000000
0.045830138456
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
2868.00000000
NS
USD
167204.40000000
0.005368367189
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622A2R38
73320.67000000
PA
USD
65669.04000000
0.002108410542
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
3.50000000
N
N
N
N
N
N
First Watch Restaurant Group, Inc.
N/A
First Watch Restaurant Group, Inc.
33748L101
127.00000000
NS
USD
3241.04000000
0.000104058821
Long
EC
CORP
US
N
1
N
N
N
TriMas Corp.
75G1WUQ8QK4P5MZOYD78
TriMas Corp.
896215209
2441.00000000
NS
USD
63441.59000000
0.002036894664
Long
EC
CORP
US
N
1
N
N
N
Enact Holdings, Inc.
N/A
Enact Holdings, Inc.
29249E109
153.00000000
NS
USD
4548.69000000
0.000146043035
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
2367.00000000
PA
USD
-464.47000000
-0.00001491255
N/A
DE
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
Pioneer Natural Resources Co.
Pioneer Natural Resources Co.
Y
2025-04-17
0.00000000
USD
0.00000000
USD
2367.00000000
USD
-464.47000000
N
N
N
Madison Square Garden Entertainment Corp.
N/A
Madison Square Garden Entertainment Corp., Class A
558256103
1880.00000000
NS
USD
73602.00000000
0.002363111029
Long
EC
CORP
US
N
1
N
N
N
Coupang, Inc.
549300XR4L1D80AK4W76
Coupang, Inc.
22266T109
44447.00000000
NS
USD
1000057.50000000
0.032108460487
Long
EC
CORP
US
N
1
N
N
N
Cipher Mining, Inc.
N/A
Cipher Mining, Inc.
17253J106
371.00000000
NS
USD
1380.12000000
0.000044310980
Long
EC
CORP
US
N
1
N
N
AGNC Investment Corp.
5TRACI5HRMELWV32OF39
AGNC Investment Corp.
00123Q104
27752.00000000
NS
USD
253930.80000000
0.008152858269
Long
EC
CORP
US
N
1
N
N
N
Maximus, Inc.
549300DQCDS8HJ7QF202
Maximus, Inc.
577933104
2277.00000000
NS
USD
182797.56000000
0.005869010764
Long
EC
CORP
US
N
1
N
N
N
ScanSource, Inc.
7FHBAN017QDY4K2KP156
ScanSource, Inc.
806037107
668.00000000
NS
USD
27802.16000000
0.000892633229
Long
EC
CORP
US
N
1
N
N
N
First Mid Bancshares, Inc.
N/A
First Mid Bancshares, Inc.
320866106
627.00000000
NS
USD
19411.92000000
0.000623251029
Long
EC
CORP
US
N
1
N
N
N
NeuroPace, Inc.
N/A
NeuroPace, Inc.
641288105
4295.00000000
NS
USD
55792.05000000
0.001791293833
Long
EC
CORP
US
N
1
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZ59
2310000.00000000
PA
USD
2262904.92000000
0.072654215594
Long
DBT
CORP
CA
N
2
2025-04-14
Fixed
3.37500000
N
N
N
N
N
N
NB Bancorp, Inc.
N/A
NB Bancorp, Inc.
63945M107
211.00000000
NS
USD
3084.82000000
0.000099043126
Long
EC
CORP
US
N
1
N
N
N
Venture Global LNG, Inc.
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAC5
410000.00000000
PA
USD
440693.42000000
0.014149173685
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
9.50000000
N
N
N
N
N
N
Powell Industries, Inc.
549300V08RO7MX2UBN26
Powell Industries, Inc.
739128106
372.00000000
NS
USD
53196.00000000
0.001707943457
Long
EC
CORP
US
N
1
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056107
5263.00000000
NS
USD
322621.90000000
0.010358296926
Long
EC
CORP
US
N
1
N
N
N
Boyd Gaming Corp.
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304101
2745.00000000
NS
USD
146884.95000000
0.004715978444
Long
EC
CORP
US
N
1
N
N
AMC Networks, Inc.
549300VGG9K75226LR46
AMC Networks, Inc., Class A
00164V103
1991.00000000
NS
USD
21144.42000000
0.000678875738
Long
EC
CORP
US
N
1
N
N
N
NetScout Systems, Inc.
5493005HZXZ3SPNVCV76
NetScout Systems, Inc.
64115T104
3432.00000000
NS
USD
66100.32000000
0.002122257483
Long
EC
CORP
US
N
1
N
N
N
SIGA Technologies, Inc.
N/A
SIGA Technologies, Inc.
826917106
2178.00000000
NS
USD
19122.84000000
0.000613969649
Long
EC
CORP
US
N
1
N
N
N
Theseus Pharmaceuticals, Inc.
2549007I5KWE4O0M6Y63
Theseus Pharmaceuticals, Inc., CVR
883CVR045
59.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
Morphic Holding, Inc.
549300RWWOUFLHTY1224
Morphic Holding, Inc.
61775R105
1113.00000000
NS
USD
30351.51000000
0.000974484226
Long
EC
CORP
US
N
1
N
N
N
Glaukos Corp.
5299004JA1LHE21M6T14
Glaukos Corp.
377322102
1772.00000000
NS
USD
170112.00000000
0.005461720381
Long
EC
CORP
US
N
1
N
N
KVH Industries, Inc.
N/A
KVH Industries, Inc.
482738101
1244.00000000
NS
USD
5971.20000000
0.000191715015
Long
EC
CORP
US
N
1
N
N
N
SilverBow Resources, Inc.
5493007QR70AVQSNF619
SilverBow Resources, Inc.
82836G102
514.00000000
NS
USD
15790.08000000
0.000506966009
Long
EC
CORP
US
N
1
N
N
N
OneMain Holdings, Inc.
549300E3VEW8SMS5XW09
OneMain Holdings, Inc.
68268W103
4508.00000000
NS
USD
234911.88000000
0.007542225139
Long
EC
CORP
US
N
1
N
N
Ardmore Shipping Corp.
549300J8HD7K6BHD8O28
Ardmore Shipping Corp.
N/A
386.00000000
NS
USD
6465.50000000
0.000207585315
Long
EC
CORP
MH
N
1
N
N
American Assets Trust, Inc.
N/A
American Assets Trust, Inc.
024013104
1964.00000000
NS
USD
41931.40000000
0.001346275289
Long
EC
CORP
US
N
1
N
N
N
ThredUp, Inc.
549300JKGKTKX3L3XK25
ThredUp, Inc., Class A
88556E102
384.00000000
NS
USD
614.40000000
0.000019726303
Long
EC
CORP
US
N
1
N
N
ESSA Bancorp, Inc.
N/A
ESSA Bancorp, Inc.
29667D104
576.00000000
NS
USD
9331.20000000
0.000299593239
Long
EC
CORP
US
N
1
N
N
N
SEI Investments Co.
5LJTIFADGZ6XH1RVOC11
SEI Investments Co.
784117103
5536.00000000
NS
USD
365099.20000000
0.011722099216
Long
EC
CORP
US
N
1
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284106
2335.00000000
NS
USD
1370808.45000000
0.044012018262
Long
EC
CORP
US
N
1
N
N
N/A
N/A
ETRS
N/A
11999.00000000
PA
USD
-25859.45000000
-0.00083025938
N/A
DE
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
Chesapeake Energy Corp.
Chesapeake Energy Corp.
Y
2025-04-15
0.00000000
USD
0.00000000
USD
11999.00000000
USD
-25859.45000000
N
N
N
Oportun Financial Corp.
549300351Y4J4FKIOR78
Oportun Financial Corp.
68376D104
129.00000000
NS
USD
408.93000000
0.000013129357
Long
EC
CORP
US
N
1
N
N
N
Evolent Health, Inc.
549300CZOCFHQ2BBTR11
Evolent Health, Inc., Class A
30050B101
5014.00000000
NS
USD
139088.36000000
0.004465656336
Long
EC
CORP
US
N
1
N
N
N
SMART Global Holdings, Inc.
529900RDGHQY8XKXPN14
SMART Global Holdings, Inc.
N/A
1901.00000000
NS
USD
34731.27000000
0.001115103492
Long
EC
CORP
KY
N
1
N
N
Golden Entertainment, Inc.
549300P8YYCKQVJ0Y638
Golden Entertainment, Inc.
381013101
269.00000000
NS
USD
8621.45000000
0.000276805570
Long
EC
CORP
US
N
1
N
N
N
Liquidia Corp.
N/A
Liquidia Corp.
53635D202
1153.00000000
NS
USD
14816.05000000
0.000475693203
Long
EC
CORP
US
N
1
N
N
N
Pinnacle West Capital Corp.
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp.
723484101
4715.00000000
NS
USD
347259.75000000
0.011149334875
Long
EC
CORP
US
N
1
N
N
Kinnate Biopharma, Inc.
549300YVIWV7HJ5WHI66
Kinnate Biopharma, Inc., CVR
497CVR019
102.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
Livewire Group, Inc.
549300OVJSGKW1NTLF24
Livewire Group, Inc.
53838J105
731.00000000
NS
USD
4890.39000000
0.000157013865
Long
EC
CORP
US
N
1
N
N
N
Stellar Bancorp, Inc.
54930070P8Z0WHFBB536
Stellar Bancorp, Inc.
858927106
2281.00000000
NS
USD
50638.20000000
0.001625821159
Long
EC
CORP
US
N
1
N
N
1-800-Flowers.com, Inc.
N/A
1-800-Flowers.com, Inc., Class A
68243Q106
1244.00000000
NS
USD
11283.08000000
0.000362261498
Long
EC
CORP
US
N
1
N
N
N
Healthcare Realty Trust, Inc.
549300L0I14L7I0VLX84
Healthcare Realty Trust, Inc., Class A
42226K105
14084.00000000
NS
USD
200415.32000000
0.006434657390
Long
EC
CORP
US
N
1
N
N
N
Lakeland Financial Corp.
N/A
Lakeland Financial Corp.
511656100
965.00000000
NS
USD
56713.05000000
0.001820864025
Long
EC
CORP
US
N
1
N
N
Cogent Communications Holdings, Inc.
N/A
Cogent Communications Holdings, Inc.
19239V302
1831.00000000
NS
USD
117513.58000000
0.003772963194
Long
EC
CORP
US
N
1
N
N
Tiptree, Inc.
N/A
Tiptree, Inc., Class A
88822Q103
944.00000000
NS
USD
15037.92000000
0.000482816698
Long
EC
CORP
US
N
1
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513E101
58773.00000000
NS
USD
5966634.96000000
0.191568447672
Long
EC
CORP
US
N
1
N
N
N
Voya CLO Ltd.
N/A
Voya CLO Ltd., Series 2018-4A, Class A1AR
92917WBG2
742915.44000000
PA
USD
743286.90000000
0.023864425855
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-15
Floating
6.63017040
N
N
N
N
N
N
STERIS plc
N/A
STERIS plc
N/A
4067.00000000
NS
USD
831945.52000000
0.026710953977
Long
EC
CORP
IE
N
1
N
N
N
Community Healthcare Trust, Inc.
549300FATSRCMKOV9536
Community Healthcare Trust, Inc.
20369C106
1383.00000000
NS
USD
36690.99000000
0.001178023466
Long
EC
CORP
US
N
1
N
N
N
Spyre Therapeutics, Inc.
52990017AIJPRH3HQH40
Spyre Therapeutics, Inc.
00773J202
177.00000000
NS
USD
5846.31000000
0.000187705220
Long
EC
CORP
US
N
1
N
N
Metagenomi, Inc.
N/A
Metagenomi, Inc.
59102M104
5822.00000000
NS
USD
40870.44000000
0.001312211455
Long
EC
CORP
US
N
1
N
N
N
Smartsheet, Inc.
549300N9WF42OK9VL589
Smartsheet, Inc., Class A
83200N103
5845.00000000
NS
USD
221116.35000000
0.007099297377
Long
EC
CORP
US
N
1
N
N
N
Encore Wire Corp.
N/A
Encore Wire Corp.
292562105
532.00000000
NS
USD
148619.52000000
0.004771669614
Long
EC
CORP
US
N
1
N
N
N
Genworth Financial, Inc.
549300EMCG286BDNKJ33
Genworth Financial, Inc., Class A
37247D106
3529.00000000
NS
USD
20926.97000000
0.000671894155
Long
EC
CORP
US
N
1
N
N
N
Northern Oil & Gas, Inc.
OKFF0PIZDDMNH4UCYE51
Northern Oil & Gas, Inc.
665531307
3678.00000000
NS
USD
150025.62000000
0.004816814725
Long
EC
CORP
US
N
1
N
N
Old Dominion Freight Line, Inc.
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
7904.00000000
NS
USD
1436235.84000000
0.046112670241
Long
EC
CORP
US
N
1
N
N
N
Stitch Fix, Inc.
549300TNHOVBOJZIYE72
Stitch Fix, Inc., Class A
860897107
2212.00000000
NS
USD
4689.44000000
0.000150562041
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare, Inc.
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
7913.00000000
NS
USD
2451605.66000000
0.078712757482
Long
EC
CORP
US
N
1
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
7133.00000000
NS
USD
361643.10000000
0.011611135546
Long
EC
CORP
US
N
1
N
N
N
IGM Biosciences, Inc.
5493008XCQES2N0VY969
IGM Biosciences, Inc.
449585108
340.00000000
NS
USD
3274.20000000
0.000105123476
Long
EC
CORP
US
N
1
N
N
Ecolab, Inc.
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865100
10592.00000000
NS
USD
2395380.80000000
0.076907567584
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGH1
1700000.00000000
PA
USD
1505255.17000000
0.048328647252
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
Traeger, Inc.
N/A
Traeger, Inc.
89269P103
389.00000000
NS
USD
836.35000000
0.000026852366
Long
EC
CORP
US
N
1
N
N
N
Alliant Energy Corp.
5493009ML300G373MZ12
Alliant Energy Corp.
018802108
9036.00000000
NS
USD
449992.80000000
0.014447745293
Long
EC
CORP
US
N
1
N
N
N
Kulicke & Soffa Industries, Inc.
529900H6BEIRBF429744
Kulicke & Soffa Industries, Inc.
501242101
2428.00000000
NS
USD
112367.84000000
0.003607750905
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SS8
1860500.00000000
PA
USD
972256.59000000
0.031215867391
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
20700.00000000
NS
2669130.08000000
0.085696730148
Long
EC
CORP
JP
N
2
N
N
N
MarineMax, Inc.
254900TIXTN8WY3FNN63
MarineMax, Inc.
567908108
798.00000000
NS
USD
19686.66000000
0.000632072000
Long
EC
CORP
US
N
1
N
N
Alarm.com Holdings, Inc.
549300HIH92U1EKIHZ32
Alarm.com Holdings, Inc.
011642105
1777.00000000
NS
USD
118170.50000000
0.003794054671
Long
EC
CORP
US
N
1
N
N
N
Allakos, Inc.
549300S6ZD1W6BPMDY37
Allakos, Inc.
01671P100
4753.00000000
NS
USD
4990.65000000
0.000160232874
Long
EC
CORP
US
N
1
N
N
N
Viad Corp.
549300PXU4ZW7LPO5Y40
Viad Corp.
92552R406
805.00000000
NS
USD
27756.40000000
0.000891164030
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
1386648.33000000
0.044520583180
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
384922.37000000
0.012358554091
Long
DBT
CORP
US
N
2
2026-04-21
Fixed
4.75400000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Multifamily Structured Pass-Through Certificates, Series K-150, Class X1
3137H9CB3
8496755.61800000
PA
USD
201265.20000000
0.006461944159
Long
ABS-MBS
USGSE
US
N
2
2032-09-25
Variable
0.44584200
N
N
N
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
15070.00000000
NS
USD
970508.00000000
0.031159726086
Long
EC
CORP
US
N
1
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752103
9509.00000000
NS
USD
5026267.22000000
0.161376423290
Long
EC
CORP
US
N
1
N
N
N
Arcosa, Inc.
549300WFHLTCZV7D6V29
Arcosa, Inc.
039653100
2196.00000000
NS
USD
166939.92000000
0.005359875632
Long
EC
CORP
US
N
1
N
N
N
KalVista Pharmaceuticals, Inc.
529900Q7IDA3WUGRZA51
KalVista Pharmaceuticals, Inc.
483497103
568.00000000
NS
USD
6446.80000000
0.000206984921
Long
EC
CORP
US
N
1
N
N
Masco Corp.
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599106
8693.00000000
NS
USD
595035.85000000
0.019104586564
Long
EC
CORP
US
N
1
N
N
N
Intuitive Surgical, Inc.
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
14092.00000000
NS
USD
5222777.04000000
0.167685688298
Long
EC
CORP
US
N
1
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477103
12884.00000000
NS
USD
933961.16000000
0.029986330788
Long
EC
CORP
US
N
1
N
N
N
AlTi Global, Inc.
N/A
AlTi Global, Inc.
02157E106
1538.00000000
NS
USD
7074.80000000
0.000227147875
Long
EC
CORP
US
N
1
N
N
Krystal Biotech, Inc.
549300YONUY68210OE41
Krystal Biotech, Inc.
501147102
786.00000000
NS
USD
120352.32000000
0.003864105525
Long
EC
CORP
US
N
1
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DPP69
92907.04600000
PA
USD
90428.41000000
0.002903350086
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
938.00000000
NS
USD
77844.62000000
0.002499327194
Long
EC
CORP
US
N
1
N
N
Lulu's Fashion Lounge Holdings, Inc.
N/A
Lulu's Fashion Lounge Holdings, Inc.
55003A108
72.00000000
NS
USD
108.00000000
0.000003467514
Long
EC
CORP
US
N
1
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599105
27705.00000000
NS
USD
1832408.70000000
0.058832439476
Long
EC
CORP
US
N
1
N
N
AXT, Inc.
549300M2142IVLVIJN37
AXT, Inc.
00246W103
210.00000000
NS
USD
630.00000000
0.000020227167
Long
EC
CORP
US
N
1
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc., Class A
609207105
55835.00000000
NS
USD
4016769.90000000
0.128964882142
Long
EC
CORP
US
N
1
N
N
N
Wendy's Co. (The)
529900M0JIUCMWVKHG76
Wendy's Co. (The)
95058W100
5584.00000000
NS
USD
111624.16000000
0.003583873858
Long
EC
CORP
US
N
1
N
N
N
Upland Software, Inc.
549300NS277POYJ63W89
Upland Software, Inc.
91544A109
134.00000000
NS
USD
289.44000000
0.000009292938
Long
EC
CORP
US
N
1
N
N
N
East West Bancorp, Inc.
N/A
East West Bancorp, Inc.
27579R104
5617.00000000
NS
USD
418410.33000000
0.013433739108
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp.
549300GLF98S992BC502
Northern Trust Corp.
665859104
8854.00000000
NS
USD
729481.06000000
0.023421167074
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
1918298.90000000
0.061590083004
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
71261.00000000
NS
USD
11589889.04000000
0.372112097853
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group, Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919106
8304.00000000
NS
USD
770943.36000000
0.024752381150
Long
EC
CORP
US
N
1
N
N
N
Lancaster Colony Corp.
529900X4O13HED1ZAS58
Lancaster Colony Corp.
513847103
709.00000000
NS
USD
135284.29000000
0.004343520527
Long
EC
CORP
US
N
1
N
N
Prelude Therapeutics, Inc.
N/A
Prelude Therapeutics, Inc.
74065P101
130.00000000
NS
USD
490.10000000
0.000015735451
Long
EC
CORP
US
N
1
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
6972.00000000
NS
USD
181481.16000000
0.005826745617
Long
EC
CORP
US
N
1
N
N
N
Rackspace Technology, Inc.
N/A
Rackspace Technology, Inc.
750102105
2320.00000000
NS
USD
3990.40000000
0.000128118233
Long
EC
CORP
US
N
1
N
N
Nathan's Famous, Inc.
54930034SKNSF1JIE673
Nathan's Famous, Inc.
632347100
201.00000000
NS
USD
12986.61000000
0.000416956079
Long
EC
CORP
US
N
1
N
N
N
Harmonic, Inc.
549300LRGRD8XC9BTL66
Harmonic, Inc.
413160102
5075.00000000
NS
USD
54505.50000000
0.001749987068
Long
EC
CORP
US
N
1
N
N
N
Dun & Bradstreet Holdings, Inc.
N/A
Dun & Bradstreet Holdings, Inc.
26484T106
12471.00000000
NS
USD
113486.10000000
0.003643654447
Long
EC
CORP
US
N
1
N
N
N
Sezzle, Inc.
9845000CA64541AE3I35
Sezzle, Inc.
78435P105
300.00000000
NS
USD
15189.00000000
0.000487667365
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QNM33
422695.92990000
PA
USD
353668.92000000
0.011355111624
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.50000000
N
N
N
N
N
N
ON Semiconductor Corp.
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
682189105
17392.00000000
NS
USD
1220222.72000000
0.039177220301
Long
EC
CORP
US
N
1
N
N
N
Etsy, Inc.
54930089Q7XT501AEA40
Etsy, Inc.
29786A106
4533.00000000
NS
USD
311281.11000000
0.009994182555
Long
EC
CORP
US
N
1
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDQ3
100000.00000000
PA
USD
94904.82000000
0.003047072456
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
4608.00000000
NS
USD
105569.28000000
0.003389472160
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H062651
3700000.00000000
PA
USD
3746170.38000000
0.120276847708
Long
ABS-MBS
USGA
US
N
2
2054-05-15
Fixed
6.50000000
N
N
N
N
N
N
Sealed Air Corp.
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp.
81211K100
6573.00000000
NS
USD
206918.04000000
0.006643437713
Long
EC
CORP
US
N
1
N
N
N
Spire Global, Inc.
549300EZFBLFFHJ5MF06
Spire Global, Inc.
848560306
3866.00000000
NS
USD
40361.04000000
0.001295856346
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KYU64
1464761.86000000
PA
USD
1197934.92000000
0.038461634501
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
2.00000000
N
N
N
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508BJ2
340000.00000000
PA
USD
281140.30000000
0.009026463192
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
1452.00000000
NS
USD
185376.84000000
0.005951822712
Long
EC
CORP
US
N
1
N
N
N
United States Steel Corp.
JNLUVFYJT1OZSIQ24U47
United States Steel Corp.
912909108
9108.00000000
NS
USD
332442.00000000
0.010673587090
Long
EC
CORP
US
N
1
N
N
Yelp, Inc.
5299007OU2DOSXPQBO35
Yelp, Inc., Class A
985817105
2234.00000000
NS
USD
89896.16000000
0.002886261341
Long
EC
CORP
US
N
1
N
N
N
LiveRamp Holdings, Inc.
254900GXS75LG1X7RF88
LiveRamp Holdings, Inc.
53815P108
3156.00000000
NS
USD
101339.16000000
0.003253657329
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
24741.00000000
NS
USD
5867575.56000000
0.188387985718
Long
EC
CORP
US
N
1
N
N
N
Argan, Inc.
529900E4KZWBV9KGBS83
Argan, Inc.
04010E109
574.00000000
NS
USD
34589.24000000
0.001110543389
Long
EC
CORP
US
N
1
N
N
N
Monte Rosa Therapeutics, Inc.
N/A
Monte Rosa Therapeutics, Inc.
61225M102
163.00000000
NS
USD
867.16000000
0.000027841571
Long
EC
CORP
US
N
1
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBP5
830000.00000000
PA
USD
644119.72000000
0.020680503450
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
8503.00000000
NS
USD
1005479.75000000
0.032282550577
Long
EC
CORP
US
N
1
N
N
Getty Realty Corp.
2549000P1W5SFJWCNP90
Getty Realty Corp.
374297109
353.00000000
NS
USD
9566.30000000
0.000307141504
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939U106
12938.00000000
NS
USD
1069196.32000000
0.034328273918
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ACPG9
96517.91000000
PA
USD
95577.92000000
0.003068683418
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
79.00000000
NS
USD
24490.00000000
0.000786290985
Long
EC
CORP
US
N
1
N
N
N
Sterling Infrastructure, Inc.
549300RZIK6K1215XU51
Sterling Infrastructure, Inc.
859241101
1057.00000000
NS
USD
107391.20000000
0.003447967843
Long
EC
CORP
US
N
1
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133C3EF9
88818.40300000
PA
USD
84289.69000000
0.002706256571
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
11965.00000000
NS
USD
164040.15000000
0.005266773835
Long
EC
CORP
US
N
1
N
N
N
Reinsurance Group of America, Inc.
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351604
2571.00000000
NS
USD
480751.29000000
0.015435296269
Long
EC
CORP
US
N
1
N
N
N
JBG SMITH Properties
N/A
JBG SMITH Properties
46590V100
2696.00000000
NS
USD
40466.96000000
0.001299257078
Long
EC
CORP
US
N
1
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
900000.00000000
PA
USD
901250.10000000
0.028936089400
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
1510.00000000
NS
USD
83805.00000000
0.002690694816
Long
EC
CORP
US
N
1
N
N
NVE Corp.
5299003C1ATTWX8X0112
NVE Corp.
629445206
340.00000000
NS
USD
27676.00000000
0.000888582658
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585A102
14991.00000000
NS
USD
2724164.52000000
0.087463699689
Long
EC
CORP
US
N
1
N
N
N
Lucid Group, Inc.
N/A
Lucid Group, Inc.
549498103
35067.00000000
NS
USD
89420.85000000
0.002871000746
Long
EC
CORP
US
N
1
N
N
Innoviva, Inc.
549300ACOX4QTBES6535
Innoviva, Inc.
45781M101
1338.00000000
NS
USD
20217.18000000
0.000649105201
Long
EC
CORP
US
N
1
N
N
Personalis, Inc.
549300EZ2NYFK7H0US48
Personalis, Inc.
71535D106
204.00000000
NS
USD
299.88000000
0.000009628131
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
46587.00000000
0.001495750843
Long
EC
CORP
US
N
1
N
N
N
U-Haul Holding Co.
5493003WIDMLDHYC6Y24
U-Haul Holding Co.
023586100
493.00000000
NS
USD
31172.39000000
0.001000839904
Long
EC
CORP
US
N
1
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
-13.00000000
NC
USD
-13.00000000
-0.00000041738
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Written
U.S. Treasury 2 Year Note
U.S. Treasury 2 Year Note
200000.00000000
104.50000000
USD
2024-05-24
XXXX
3620.76000000
N
N
N
NETGEAR, Inc.
54930067KX3UNRHDWA78
NETGEAR, Inc.
64111Q104
1154.00000000
NS
USD
17056.12000000
0.000547614267
Long
EC
CORP
US
N
1
N
N
N
Dime Community Bancshares, Inc.
N/A
Dime Community Bancshares, Inc.
25432X102
868.00000000
NS
USD
15797.60000000
0.000507207450
Long
EC
CORP
US
N
1
N
N
N
United Fire Group, Inc.
N/A
United Fire Group, Inc.
910340108
852.00000000
NS
USD
18820.68000000
0.000604268314
Long
EC
CORP
US
N
1
N
N
N
Core Molding Technologies, Inc.
549300ZY2MFRXCKVIJ28
Core Molding Technologies, Inc.
218683100
514.00000000
NS
USD
9262.28000000
0.000297380452
Long
EC
CORP
US
N
1
N
N
N
Relay Therapeutics, Inc.
N/A
Relay Therapeutics, Inc.
75943R102
4280.00000000
NS
USD
27905.60000000
0.000895954337
Long
EC
CORP
US
N
1
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DPZN1
85620.07000000
PA
USD
78119.86000000
0.002508164218
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
5001.00000000
NS
USD
194538.90000000
0.006245985439
Long
EC
CORP
US
N
1
N
N
N
Armada Hoffler Properties, Inc.
549300WQRSIV6XZT9313
Armada Hoffler Properties, Inc.
04208T108
3079.00000000
NS
USD
32391.08000000
0.001039967914
Long
EC
CORP
US
N
1
N
N
N
Peoples Bancorp, Inc.
N/A
Peoples Bancorp, Inc.
709789101
1892.00000000
NS
USD
54943.68000000
0.001764055545
Long
EC
CORP
US
N
1
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBB6
720000.00000000
PA
USD
693675.89000000
0.022271584289
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
Village Super Market, Inc.
25490069686XCNNEMQ07
Village Super Market, Inc., Class A
927107409
302.00000000
NS
USD
8446.94000000
0.000271202645
Long
EC
CORP
US
N
1
N
N
N
PACCAR, Inc.
KDTEY8BWE486IKZ3CC07
PACCAR, Inc.
693718108
20712.00000000
NS
USD
2197750.32000000
0.070562321978
Long
EC
CORP
US
N
1
N
N
N
Blackbaud, Inc.
54930056X3HKFMNG3754
Blackbaud, Inc.
09227Q100
1486.00000000
NS
USD
115789.12000000
0.003717596622
Long
EC
CORP
US
N
1
N
N
Fulcrum Therapeutics, Inc.
N/A
Fulcrum Therapeutics, Inc.
359616109
301.00000000
NS
USD
2146.13000000
0.000068904968
Long
EC
CORP
US
N
1
N
N
N
Donaldson Co., Inc.
OZE6KXY9QQPR8EJ8WL20
Donaldson Co., Inc.
257651109
3638.00000000
NS
USD
262663.60000000
0.008433238910
Long
EC
CORP
US
N
1
N
N
N
S&T Bancorp, Inc.
N/A
S&T Bancorp, Inc.
783859101
438.00000000
NS
USD
13205.70000000
0.000423990317
Long
EC
CORP
US
N
1
N
N
GCM Grosvenor, Inc.
N/A
GCM Grosvenor, Inc., Class A
36831E108
3554.00000000
NS
USD
33549.76000000
0.001077169206
Long
EC
CORP
US
N
1
N
N
Alphatec Holdings, Inc.
549300EZE8CQ8K65FS24
Alphatec Holdings, Inc.
02081G201
3503.00000000
NS
USD
44207.86000000
0.001419364712
Long
EC
CORP
US
N
1
N
N
N
Barings CLO Ltd.
549300I8OP7Y4MO3JF74
Barings CLO Ltd., Series 2018-2A, Class B
06760JAJ4
360000.00000000
PA
USD
359551.80000000
0.011543990984
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-15
Floating
7.49017080
N
N
N
N
N
N
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAN7
530000.00000000
PA
USD
451170.72000000
0.014485564316
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
13387.00000000
NS
USD
948201.21000000
0.030443530582
Long
EC
CORP
US
N
1
N
N
Ingevity Corp.
5493009UTFC4B5IMGF87
Ingevity Corp.
45688C107
1719.00000000
NS
USD
87909.66000000
0.002822481551
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co.
N/A
Baker Hughes Co., Class A
05722G100
40753.00000000
NS
USD
1329362.86000000
0.042681340687
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
4147.00000000
NS
USD
3693567.02000000
0.118587931914
Long
EC
CORP
US
N
1
N
N
N
WESCO International, Inc.
529900TXOGREY3WNJ434
WESCO International, Inc.
95082P105
1805.00000000
NS
USD
275713.75000000
0.008852235044
Long
EC
CORP
US
N
1
N
N
Booking Holdings, Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
1429.00000000
NS
USD
4932950.87000000
0.158380351227
Long
EC
CORP
US
N
1
N
N
N
Affiliated Managers Group, Inc.
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group, Inc.
008252108
1351.00000000
NS
USD
210891.10000000
0.006770999219
Long
EC
CORP
US
N
1
N
N
Perdoceo Education Corp.
529900X5PCA184O9LY90
Perdoceo Education Corp.
71363P106
2587.00000000
NS
USD
47342.10000000
0.001519994547
Long
EC
CORP
US
N
1
N
N
N
Central Pacific Financial Corp.
549300W3YEAOZ4KGG849
Central Pacific Financial Corp.
154760409
136.00000000
NS
USD
2711.84000000
0.000087068001
Long
EC
CORP
US
N
1
N
N
N
Peakstone Realty Trust
549300EZQXWQI2YL1T80
Peakstone Realty Trust
39818P799
2029.00000000
NS
USD
28345.13000000
0.000910066157
Long
EC
CORP
US
N
1
N
N
N
Mind Medicine MindMed, Inc.
549300QY8KN1O6RPFJ13
Mind Medicine MindMed, Inc.
60255C885
191.00000000
NS
USD
1818.32000000
0.000058380099
Long
EC
CORP
CA
N
1
N
N
N
NetApp, Inc.
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110D104
8064.00000000
NS
USD
824221.44000000
0.026462959919
Long
EC
CORP
US
N
1
N
N
N
Qorvo, Inc.
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736K101
4234.00000000
NS
USD
494700.56000000
0.015883160102
Long
EC
CORP
US
N
1
N
N
N
Tradeweb Markets, Inc.
N/A
Tradeweb Markets, Inc., Class A
892672106
4937.00000000
NS
USD
502142.27000000
0.016122088215
Long
EC
CORP
US
N
1
N
N
N
Diana Shipping, Inc.
549300XD7FHNJ0THIV12
Diana Shipping, Inc.
N/A
422.00000000
NS
USD
1253.34000000
0.000040240504
Long
EC
CORP
MH
N
1
N
N
CVRx, Inc.
N/A
CVRx, Inc.
126638105
787.00000000
NS
USD
12206.37000000
0.000391905214
Long
EC
CORP
US
N
1
N
N
United Rentals, Inc.
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
2743.00000000
NS
USD
1832296.57000000
0.058828839361
Long
EC
CORP
US
N
1
N
N
N
Overseas Shipholding Group, Inc.
N/A
Overseas Shipholding Group, Inc., Class A
69036R863
4096.00000000
NS
USD
24903.68000000
0.000799572849
Long
EC
CORP
US
N
1
N
N
N
Mr. Cooper Group, Inc.
549300KD8C6DPXYC2M26
Mr. Cooper Group, Inc.
62482R107
2999.00000000
NS
USD
231522.80000000
0.007433413254
Long
EC
CORP
US
N
1
N
N
N
FNB Corp.
PCYSKIGYNYFDTBLVZU83
FNB Corp.
302520101
13953.00000000
NS
USD
186133.02000000
0.005976101092
Long
EC
CORP
US
N
1
N
N
Vanguard Russell 1000
N/A
Vanguard Russell 1000
92206C730
96430.00000000
NS
USD
22011111.80000000
0.706702278142
Long
RF
US
N
1
N
N
N
BCB Bancorp, Inc.
54930024V6Z8FYSN4291
BCB Bancorp, Inc.
055298103
76.00000000
NS
USD
715.92000000
0.000022985767
Long
EC
CORP
US
N
1
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
Sempra
816851109
25668.00000000
NS
USD
1838598.84000000
0.059031183914
Long
EC
CORP
US
N
1
N
N
N
Cartesian Therapeutics, Inc.
529900NMN0LACZOL7C43
Cartesian Therapeutics, Inc.
816212302
272.00000000
NS
USD
6003.04000000
0.000192737290
Long
EC
CORP
US
N
1
N
N
Tractor Supply Co.
549300OJ9VZHZRO6I137
Tractor Supply Co.
892356106
4384.00000000
NS
USD
1197182.72000000
0.038437483906
Long
EC
CORP
US
N
1
N
N
Forward Air Corp.
N/A
Forward Air Corp.
349853101
1233.00000000
NS
USD
27150.66000000
0.000871715770
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QC6H4
158701.28000000
PA
USD
143320.32000000
0.004601530243
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
CDI
N/A
2071300.00000000
PA
USD
-1922.77000000
-0.00006173363
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
Receipt of notional amount upon default event with regard to the reference instrument
2028-12-20
0.00000000
USD
45543.14000000
USD
2071300.00000000
USD
-1922.77000000
N
N
N
Allison Transmission Holdings, Inc.
529900RP7DJ882LI9T83
Allison Transmission Holdings, Inc.
01973R101
3316.00000000
NS
USD
243891.80000000
0.007830539967
Long
EC
CORP
US
N
1
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HY2
630000.00000000
PA
USD
633995.35000000
0.020355444206
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
3011.00000000
NS
USD
369.45000000
0.000011861788
Long
EC
CORP
US
N
1
N
N
N
Codorus Valley Bancorp, Inc.
N/A
Codorus Valley Bancorp, Inc.
192025104
636.00000000
NS
USD
14119.20000000
0.000453319709
Long
EC
CORP
US
N
1
N
N
N
Aemetis, Inc.
254900DQF4U5U9W7AR72
Aemetis, Inc.
00770K202
183.00000000
NS
USD
713.70000000
0.000022914490
Long
EC
CORP
US
N
1
N
N
Fibrobiologics, Inc.
5493000KQEGHXVWRMZ92
Fibrobiologics, Inc.
31573L105
5200.00000000
NS
USD
49036.00000000
0.001574379941
Long
EC
CORP
US
N
1
N
N
N
Transphorm, Inc.
549300P3H6NZD06TZ064
Transphorm, Inc.
89386L100
124.00000000
NS
USD
595.20000000
0.000019109856
Long
EC
CORP
US
N
1
N
N
N
Alta Equipment Group, Inc.
549300DGOB28CLGS1X27
Alta Equipment Group, Inc.
02128L106
687.00000000
NS
USD
7632.57000000
0.000245055981
Long
EC
CORP
US
N
1
N
N
N
Astera Labs, Inc.
N/A
Astera Labs, Inc.
04626A103
2127.00000000
NS
USD
180284.52000000
0.005788325558
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
495.00000000
NS
USD
5910.30000000
0.000189759722
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRSI
N/A
3484620.93000000
PA
USD
85874.25000000
0.002757131427
N/A
DE
US
N
3
Goldman Sachs
FOR8UP27PHTHYVLBNG30
USGSVLTYI1.I
USGSVLTYI1.I
Y
2024-08-26
0.00000000
USD
0.00000000
USD
3484620.93000000
USD
85874.25000000
N
N
N
Chegg, Inc.
549300AKX7O8JG0O3G77
Chegg, Inc.
163092109
5068.00000000
NS
USD
26201.56000000
0.000841243382
Long
EC
CORP
US
N
1
N
N
N
LL Flooring Holdings, Inc.
N/A
LL Flooring Holdings, Inc.
55003T107
137.00000000
NS
USD
216.46000000
0.000006949797
Long
EC
CORP
US
N
1
N
N
N
IDACORP, Inc.
N134NUJDWN8UEFA8B673
IDACORP, Inc.
451107106
2210.00000000
NS
USD
209463.80000000
0.006725173448
Long
EC
CORP
US
N
1
N
N
Halcyon Loan Advisors Funding Ltd.
549300IKIM3YK4H3N895
Halcyon Loan Advisors Funding Ltd., Series 2017-2A, Class A2
40490BAC2
750000.00000000
PA
USD
748863.00000000
0.024043455547
Long
ABS-CBDO
CORP
KY
Y
2
2030-01-17
Floating
7.27868160
N
N
N
N
N
N
HF Foods Group, Inc.
54930040ARMFXM6CL697
HF Foods Group, Inc.
40417F109
1477.00000000
NS
USD
4312.84000000
0.000138470690
Long
EC
CORP
US
N
1
N
N
N
Hershey Co. (The)
21X2CX66SU2BR6QTAD08
Hershey Co. (The)
427866108
6140.00000000
NS
USD
1190668.80000000
0.038228343989
Long
EC
CORP
US
N
1
N
N
N
WisdomTree, Inc.
549300WIU8IS7UFO7871
WisdomTree, Inc.
97717P104
1311.00000000
NS
USD
11667.90000000
0.000374616765
Long
EC
CORP
US
N
1
N
N
N
Zillow Group, Inc.
2549002XEELQDIR6FU05
Zillow Group, Inc., Class A
98954M101
1007.00000000
NS
USD
42294.00000000
0.001357917147
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
OIS
N/A
9046000.00000000
PA
USD
1566053.73000000
0.050280683172
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2048-05-15
72.81000000
USD
0.00000000
USD
9046000.00000000
USD
1566053.73000000
N
N
N
Shake Shack, Inc.
529900J74GJAHYP80N79
Shake Shack, Inc., Class A
819047101
1410.00000000
NS
USD
149248.50000000
0.004791864032
Long
EC
CORP
US
N
1
N
N
N
Methode Electronics, Inc.
529900VM413LGLUS3F07
Methode Electronics, Inc.
591520200
1553.00000000
NS
USD
18931.07000000
0.000607812563
Long
EC
CORP
US
N
1
N
N
N
Broadstone Net Lease, Inc.
549300U8D7PT70B49V21
Broadstone Net Lease, Inc.
11135E203
6058.00000000
NS
USD
88204.48000000
0.002831947223
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
CDI
N/A
8116000.00000000
PA
USD
5276.58000000
0.000169413119
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American Investment Grade Index Series 42-V1
Markit CDX North American Investment Grade Index Series 42-V1
Y
Payout of notional amount upon default event with regard to the reference instrument
2029-06-20
175572.86000000
USD
0.00000000
USD
8116000.00000000
USD
5276.58000000
N
N
N
Southwest Gas Holdings, Inc.
254900LKF9EV0CUKNE09
Southwest Gas Holdings, Inc.
844895102
2285.00000000
NS
USD
170506.70000000
0.005474392862
Long
EC
CORP
US
N
1
N
N
Braze, Inc.
9845007B9EDBFD37C277
Braze, Inc., Class A
10576N102
1664.00000000
NS
USD
69721.60000000
0.002238524523
Long
EC
CORP
US
N
1
N
N
N
Summit Hotel Properties, Inc.
254900OBQWJK6X20LS71
Summit Hotel Properties, Inc.
866082100
3254.00000000
NS
USD
19556.54000000
0.000627894287
Long
EC
CORP
US
N
1
N
N
N
Veris Residential, Inc.
254900KTVBRYJCQU2J23
Veris Residential, Inc.
554489104
3874.00000000
NS
USD
55824.34000000
0.001792330556
Long
EC
CORP
US
N
1
N
N
N
Sylvamo Corp.
5493001AOYU1ZOWOC971
Sylvamo Corp.
871332102
343.00000000
NS
USD
21437.50000000
0.000688285545
Long
EC
CORP
US
N
1
N
N
N
Paymentus Holdings, Inc.
N/A
Paymentus Holdings, Inc., Class A
70439P108
83.00000000
NS
USD
1694.03000000
0.000054389567
Long
EC
CORP
US
N
1
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CN0
160000.00000000
PA
USD
150224.83000000
0.004823210683
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
467959.49000000
0.015024594880
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
1721.00000000
NS
USD
794327.55000000
0.025503168321
Long
EC
CORP
US
N
1
N
N
N
Titan Machinery, Inc.
549300835ZM8G0BT5C94
Titan Machinery, Inc.
88830R101
748.00000000
NS
USD
16650.48000000
0.000534590540
Long
EC
CORP
US
N
1
N
N
N
Copart, Inc.
549300KVYX3JWMYEHU61
Copart, Inc.
217204106
32668.00000000
NS
USD
1774199.08000000
0.056963525654
Long
EC
CORP
US
N
1
N
N
N
Marathon Digital Holdings, Inc.
549300M8ISKPTX2W7F94
Marathon Digital Holdings, Inc.
565788106
8619.00000000
NS
USD
138421.14000000
0.004444234160
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XGL64
1030720.00000000
PA
USD
885197.00000000
0.028420678709
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
1431.00000000
NS
USD
3620.43000000
0.000116239749
Long
EC
CORP
US
N
1
N
N
Pyxis Oncology, Inc.
N/A
Pyxis Oncology, Inc.
747324101
5111.00000000
NS
USD
22743.95000000
0.000730231231
Long
EC
CORP
US
N
1
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YAZ8
90000.00000000
PA
USD
72519.92000000
0.002328369104
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
28658.00000000
NS
USD
2158233.98000000
0.069293586089
Long
EC
CORP
US
N
1
N
N
N
NerdWallet, Inc.
254900FJ2Y4SH71DJ379
NerdWallet, Inc., Class A
64082B102
974.00000000
NS
USD
12243.18000000
0.000393087058
Long
EC
CORP
US
N
1
N
N
N
RH
5493008MTS3OGGMHGK69
RH
74967X103
564.00000000
NS
USD
139336.20000000
0.004473613639
Long
EC
CORP
US
N
1
N
N
Century Aluminum Co.
549300U5ODNGEYWKSW73
Century Aluminum Co.
156431108
2136.00000000
NS
USD
37059.60000000
0.001189858285
Long
EC
CORP
US
N
1
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
23854.00000000
NS
USD
3151829.02000000
0.101194558865
Long
EC
CORP
US
N
1
N
N
Bitdeer Technologies Group
N/A
Bitdeer Technologies Group, Class A
N/A
116.00000000
NS
USD
636.84000000
0.000020446776
Long
EC
CORP
KY
N
1
N
N
N
XOMA Corp.
549300U6ZVYFCWNBJ613
XOMA Corp.
98419J206
544.00000000
NS
USD
13784.96000000
0.000442588394
Long
EC
CORP
US
N
1
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
50392.00000000
NS
USD
3285558.40000000
0.105488156497
Long
EC
CORP
US
N
1
N
N
N
Helmerich & Payne, Inc.
254900NAOGHJ88RZ4C73
Helmerich & Payne, Inc.
423452101
2702.00000000
NS
USD
106269.66000000
0.003411958991
Long
EC
CORP
US
N
1
N
N
CTS Corp.
549300YV1HQLBVHOI649
CTS Corp.
126501105
1327.00000000
NS
USD
60710.25000000
0.001949200584
Long
EC
CORP
US
N
1
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441C204
31317.00000000
NS
USD
3077208.42000000
0.098798744038
Long
EC
CORP
US
N
1
N
N
N
Hess Midstream LP
N/A
Hess Midstream LP, Class A
428103105
348.00000000
NS
USD
11866.80000000
0.000381002771
Long
EC
CORP
US
N
1
N
N
N
SHIFT, Inc.
353800HJXMOPLJ7BO262
SHIFT, Inc.
N/A
20400.00000000
NS
1888615.14000000
0.060637037969
Long
EC
CORP
JP
N
2
N
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
0.000000002247
Long
ABS-O
CORP
US
Y
2
2046-02-15
Fixed
1.95000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617MQCZ7
228852.84000000
PA
USD
188759.72000000
0.006060435536
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.50000000
N
N
N
N
N
N
Twin Disc, Inc.
549300FR8EHCY14BLP32
Twin Disc, Inc.
901476101
1658.00000000
NS
USD
26660.64000000
0.000855982887
Long
EC
CORP
US
N
1
N
N
N
Zoom Video Communications, Inc.
549300T9GCHU0ODOM055
Zoom Video Communications, Inc., Class A
98980L101
10522.00000000
NS
USD
642894.20000000
0.020641156152
Long
EC
CORP
US
N
1
N
N
N
DocuSign, Inc.
549300Q7PVDWRZ39JG09
DocuSign, Inc., Class A
256163106
8491.00000000
NS
USD
480590.60000000
0.015430137058
Long
EC
CORP
US
N
1
N
N
N
EnerSys
7ZS3DE5PN30BYUJFWP05
EnerSys
29275Y102
1516.00000000
NS
USD
137122.20000000
0.004402529595
Long
EC
CORP
US
N
1
N
N
N
Blend Labs, Inc.
N/A
Blend Labs, Inc., Class A
09352U108
915.00000000
NS
USD
2241.75000000
0.000071975002
Long
EC
CORP
US
N
1
N
N
Sana Biotechnology, Inc.
N/A
Sana Biotechnology, Inc.
799566104
2860.00000000
NS
USD
25740.00000000
0.000826424253
Long
EC
CORP
US
N
1
N
N
CSMC Trust
N/A
CSMC Trust, Series 2021-RPL3, Class A1
12661GAA7
0.02000000
PA
USD
0.02000000
0.000000000642
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
573.00000000
NS
USD
610262.19000000
0.019593452791
Long
EC
CORP
US
N
1
N
N
Fossil Group, Inc.
DDMY8YZ6L8UEMS1FDM73
Fossil Group, Inc.
34988V106
1892.00000000
NS
USD
1471.60000000
0.000047248093
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
1336162.24000000
0.042899645758
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
8687.50000000
0.000278926212
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
97.25000000
USD
2024-12-13
XXXX
-213813.49000000
N
N
N
Energy Vault Holdings, Inc.
549300KMBUKUUIQ6FN34
Energy Vault Holdings, Inc.
29280W109
354.00000000
NS
USD
449.58000000
0.000014434491
Long
EC
CORP
US
N
1
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBT1
840000.00000000
PA
USD
815461.67000000
0.026181713362
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
5062.00000000
NS
USD
726548.86000000
0.023327024059
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
38287.00000000
NS
USD
18519421.90000000
0.594595937066
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
2860283.52000000
0.091834019929
Long
DBT
CORP
SG
N
2
2026-05-19
Fixed
4.45000000
N
N
N
N
N
N/A
N/A
SPDR S&P 500 ETF Trust
N/A
-9030000.00000000
NC
USD
-15808.65000000
-0.00050756222
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
Put
Written
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
1.00000000
420.00000000
USD
2024-06-21
XXXX
31706.35000000
N
N
N
iTeos Therapeutics, Inc.
N/A
iTeos Therapeutics, Inc.
46565G104
1923.00000000
NS
USD
20653.02000000
0.000663098548
Long
EC
CORP
US
N
1
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045V100
45954.00000000
NS
USD
2046331.62000000
0.065700780170
Long
EC
CORP
US
N
1
N
N
N
Carpenter Technology Corp.
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285103
1826.00000000
NS
USD
156488.20000000
0.005024306288
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
1971828.95000000
0.063308751676
Long
ABS-MBS
CORP
US
Y
2
2036-08-15
Floating
6.36500160
N
N
N
N
N
N
TPG RE Finance Trust, Inc.
N/A
TPG RE Finance Trust, Inc.
87266M107
2305.00000000
NS
USD
16895.65000000
0.000542462118
Long
EC
CORP
US
N
1
N
N
N
Plumas Bancorp
549300O5TKTXYTYP4G59
Plumas Bancorp
729273102
363.00000000
NS
USD
12763.08000000
0.000409779287
Long
EC
CORP
US
N
1
N
N
N
Essential Utilities, Inc.
549300ILTEOF3E3QY357
Essential Utilities, Inc.
29670G102
10154.00000000
NS
USD
371433.32000000
0.011925466364
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHZ6
1090000.00000000
PA
USD
1045638.38000000
0.033571908224
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
338.00000000
NS
USD
17025.06000000
0.000546617035
Long
EC
CORP
US
N
1
N
N
N
Bumble, Inc.
N/A
Bumble, Inc., Class A
12047B105
4653.00000000
NS
USD
46995.30000000
0.001508859973
Long
EC
CORP
US
N
1
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBC6
146000.00000000
PA
USD
143096.55000000
0.004594345746
Long
DBT
CORP
US
N
2
2026-02-14
Fixed
4.40000000
N
N
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
15749.00000000
NS
USD
8956771.28000000
0.287571601375
Long
EC
CORP
US
N
1
N
N
N
SiTime Corp.
N/A
SiTime Corp.
82982T106
785.00000000
NS
USD
69959.20000000
0.002246153055
Long
EC
CORP
US
N
1
N
N
N
Aldeyra Therapeutics, Inc.
529900HGKY864E4Y9014
Aldeyra Therapeutics, Inc.
01438T106
3379.00000000
NS
USD
13313.26000000
0.000427443704
Long
EC
CORP
US
N
1
N
N
N
Babcock & Wilcox Enterprises, Inc.
5493006H661OZN2C0T54
Babcock & Wilcox Enterprises, Inc.
05614L209
444.00000000
NS
USD
452.88000000
0.000014540443
Long
EC
CORP
US
N
1
N
N
N
CACI International, Inc.
SYRPI2D1O9WRTS2WX210
CACI International, Inc., Class A
127190304
934.00000000
NS
USD
375682.82000000
0.012061903422
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XLA24
94580.28000000
PA
USD
89841.26000000
0.002884498688
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
1887.00000000
NS
USD
18756.78000000
0.000602216702
Long
EC
CORP
US
N
1
N
N
N
Nutex Health, Inc.
N/A
Nutex Health, Inc.
67079U207
151.00000000
NS
USD
91.36000000
0.000002933260
Long
EC
CORP
US
N
1
N
N
N
Opendoor Technologies, Inc.
254900KX11YZ4HV5BQ47
Opendoor Technologies, Inc.
683712103
24056.00000000
NS
USD
47871.44000000
0.001536989862
Long
EC
CORP
US
N
1
N
N
N
Guardant Health, Inc.
254900M8C3E5VC8BR186
Guardant Health, Inc.
40131M109
5108.00000000
NS
USD
91944.00000000
0.002952010550
Long
EC
CORP
US
N
1
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBA0
670000.00000000
PA
USD
631338.85000000
0.020270152985
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
P10, Inc.
N/A
P10, Inc., Class A
69376K106
213.00000000
NS
USD
1512.30000000
0.000048554832
Long
EC
CORP
US
N
1
N
N
N
Cambridge Bancorp
N/A
Cambridge Bancorp
132152109
509.00000000
NS
USD
31237.33000000
0.001002924907
Long
EC
CORP
US
N
1
N
N
N
Puma Biotechnology, Inc.
N/A
Puma Biotechnology, Inc.
74587V107
8163.00000000
NS
USD
41386.41000000
0.001328777505
Long
EC
CORP
US
N
1
N
N
N
PepGen, Inc.
N/A
PepGen, Inc.
713317105
95.00000000
NS
USD
1166.60000000
0.000037455576
Long
EC
CORP
US
N
1
N
N
N
HEICO Corp.
529900O1DTDLCJ7L0I14
HEICO Corp., Class A
422806208
3201.00000000
NS
USD
530885.85000000
0.017044947253
Long
EC
CORP
US
N
1
N
N
N
Hudson Pacific Properties, Inc.
N/A
Hudson Pacific Properties, Inc.
444097109
5955.00000000
NS
USD
34539.00000000
0.001108930353
Long
EC
CORP
US
N
1
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Multifamily Structured Pass-Through Certificates, Series KG06, Class X1
3137H4C73
6491303.19590000
PA
USD
199443.99000000
0.006403471272
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Variable
0.62614080
N
N
N
N
N
N
BARK, Inc.
N/A
BARK, Inc.
68622E104
545.00000000
NS
USD
599.50000000
0.000019247915
Long
EC
CORP
US
N
1
N
N
First Interstate BancSystem, Inc.
549300WRWYTYX0RCNJ43
First Interstate BancSystem, Inc., Class A
32055Y201
4344.00000000
NS
USD
115984.80000000
0.003723879244
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428X106
9377.00000000
NS
USD
2454711.06000000
0.078812461362
Long
EC
CORP
US
N
1
N
N
N
Lifetime Brands, Inc.
549300GS38DC0OHLYK32
Lifetime Brands, Inc.
53222Q103
2712.00000000
NS
USD
24787.68000000
0.000795848482
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
CDI
N/A
1749000.00000000
PA
USD
864.15000000
0.000027744930
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American Investment Grade Index Series 42-V1
Markit CDX North American Investment Grade Index Series 42-V1
Y
Payout of notional amount upon default event with regard to the reference instrument
2029-06-20
38108.95000000
USD
0.00000000
USD
1749000.00000000
USD
864.15000000
N
N
N
Veeco Instruments, Inc.
5493004201F72ADDZW04
Veeco Instruments, Inc.
922417100
2492.00000000
NS
USD
88067.28000000
0.002827542196
Long
EC
CORP
US
N
1
N
N
N
Enova International, Inc.
549300O8XOCQSB49UO63
Enova International, Inc.
29357K103
1117.00000000
NS
USD
67612.01000000
0.002170792731
Long
EC
CORP
US
N
1
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAG2
2200000.00000000
PA
USD
2102263.28000000
0.067496556408
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
802.00000000
NS
USD
11444.54000000
0.000367445432
Long
EC
CORP
US
N
1
N
N
N
Synopsys, Inc.
QG7T915N9S0NY5UKNE63
Synopsys, Inc.
871607107
6527.00000000
NS
USD
3463160.93000000
0.111190372437
Long
EC
CORP
US
N
1
N
N
N
Wayfair, Inc.
54930027N9ZAVYFDHK53
Wayfair, Inc., Class A
94419L101
3229.00000000
NS
USD
161934.35000000
0.005199163726
Long
EC
CORP
US
N
1
N
N
Central Garden & Pet Co.
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527106
304.00000000
NS
USD
12448.80000000
0.000399688820
Long
EC
CORP
US
N
1
N
N
N
First Financial Bancorp
549300D3F5B3EZMY7P77
First Financial Bancorp
320209109
953.00000000
NS
USD
21070.83000000
0.000676513013
Long
EC
CORP
US
N
1
N
N
N
OSI Systems, Inc.
DDX3MPX1Y8YD30050X33
OSI Systems, Inc.
671044105
758.00000000
NS
USD
99631.52000000
0.003198830790
Long
EC
CORP
US
N
1
N
N
N
Omeros Corp.
549300CJWLXX2MXVVV71
Omeros Corp.
682143102
4347.00000000
NS
USD
13693.05000000
0.000439637475
Long
EC
CORP
US
N
1
N
N
CommVault Systems, Inc.
65T5VRP62VXG39YFML83
CommVault Systems, Inc.
204166102
1763.00000000
NS
USD
180654.61000000
0.005800207895
Long
EC
CORP
US
N
1
N
N
N
Churchill Downs, Inc.
529900FODTBQC8MIS994
Churchill Downs, Inc.
171484108
2904.00000000
NS
USD
374616.00000000
0.012027651444
Long
EC
CORP
US
N
1
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAQ8
800000.00000000
PA
USD
761127.06000000
0.024437212992
Long
DBT
CORP
ES
N
2
2028-03-24
Variable
4.17500000
N
N
N
N
N
N
LanzaTech Global, Inc.
N/A
LanzaTech Global, Inc.
51655R101
2088.00000000
NS
USD
4520.52000000
0.000145138592
Long
EC
CORP
US
N
1
N
N
Encore Energy Corp.
5299007FNX2NVNJM3O59
Encore Energy Corp.
29259W700
794.00000000
NS
USD
3501.54000000
0.000112422594
Long
EC
CORP
CA
N
1
N
N
Euronet Worldwide, Inc.
YG3575C4DSHJPA5KET68
Euronet Worldwide, Inc.
298736109
1806.00000000
NS
USD
185440.08000000
0.005953853134
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
Liberty Media Corp-Liberty SiriusXM, Class A
531229813
2810.00000000
NS
USD
67608.60000000
0.002170683247
Long
EC
CORP
US
N
1
N
N
N
QIAGEN NV
54930036WK3GMCN17Z57
QIAGEN NV
N/A
8077.00000000
NS
USD
341899.41000000
0.010977232505
Long
EC
CORP
NL
N
1
N
N
N
New Fortress Energy, Inc.
254900EICTYTCHA5X705
New Fortress Energy, Inc.
644393100
2939.00000000
NS
USD
77001.80000000
0.002472267097
Long
EC
CORP
US
N
1
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
2451.00000000
NS
USD
2483500.26000000
0.079736785104
Long
EC
CORP
US
N
1
N
N
N
CVB Financial Corp.
N/A
CVB Financial Corp.
126600105
679.00000000
NS
USD
11094.86000000
0.000356218391
Long
EC
CORP
US
N
1
N
N
N
Dover Corp.
549300FMC2ALGA7N9E80
Dover Corp.
260003108
5380.00000000
NS
USD
964634.00000000
0.030971131834
Long
EC
CORP
US
N
1
N
N
N
Voya Financial, Inc.
549300T065Z4KJ686G75
Voya Financial, Inc.
929089100
5593.00000000
NS
USD
381218.88000000
0.012239647565
Long
EC
CORP
US
N
1
N
N
N
Smith Micro Software, Inc.
549300YR8UTB5CX2B814
Smith Micro Software, Inc.
832154405
41.00000000
NS
USD
94.71000000
0.000003040817
Long
EC
CORP
US
N
1
N
N
Blue Foundry Bancorp
5493008KPK5NJT0FNK56
Blue Foundry Bancorp
09549B104
112.00000000
NS
USD
956.48000000
0.000030709334
Long
EC
CORP
US
N
1
N
N
N
Galaxy XXVI CLO Ltd.
N/A
Galaxy XXVI CLO Ltd., Series 2018-26A, Class A
36321LAA7
427716.41000000
PA
USD
427882.79000000
0.013737867728
Long
ABS-CBDO
CORP
KY
Y
2
2031-11-22
Floating
6.78735000
N
N
N
N
N
N
Apellis Pharmaceuticals, Inc.
254900HS0ZFRXXSB9D42
Apellis Pharmaceuticals, Inc.
03753U106
4015.00000000
NS
USD
177422.85000000
0.005696447023
Long
EC
CORP
US
N
1
N
N
DNOW, Inc.
549300AVH5SOCFVVDW91
DNOW, Inc.
67011P100
1311.00000000
NS
USD
18498.21000000
0.000593914894
Long
EC
CORP
US
N
1
N
N
N
Brighthouse Financial, Inc.
5493003T8SZSHOGGAW52
Brighthouse Financial, Inc.
10922N103
3383.00000000
NS
USD
163229.75000000
0.005240754634
Long
EC
CORP
US
N
1
N
N
N
Torrid Holdings, Inc.
N/A
Torrid Holdings, Inc.
89142B107
55.00000000
NS
USD
278.85000000
0.000008952929
Long
EC
CORP
US
N
1
N
N
Incyte Corp.
549300Z4WN6JVZ3T4680
Incyte Corp.
45337C102
7872.00000000
NS
USD
409737.60000000
0.013155287110
Long
EC
CORP
US
N
1
N
N
N
MongoDB, Inc.
549300TPTG69WKWE1Z37
MongoDB, Inc., Class A
60937P106
2806.00000000
NS
USD
1024695.08000000
0.032899489767
Long
EC
CORP
US
N
1
N
N
Vicor Corp.
5299005KMQOTR6B51F09
Vicor Corp.
925815102
660.00000000
NS
USD
21370.80000000
0.000686144034
Long
EC
CORP
US
N
1
N
N
N
Medical Properties Trust, Inc.
254900U6E39J1MQCCY14
Medical Properties Trust, Inc.
58463J304
18872.00000000
NS
USD
86811.20000000
0.002787213720
Long
EC
CORP
US
N
1
N
N
N
Nautilus Biotechnology, Inc.
N/A
Nautilus Biotechnology, Inc., Class A
63909J108
274.00000000
NS
USD
695.96000000
0.000022344919
Long
EC
CORP
US
N
1
N
N
N
Independent Bank Group, Inc.
N/A
Independent Bank Group, Inc.
45384B106
1791.00000000
NS
USD
66696.84000000
0.002141409720
Long
EC
CORP
US
N
1
N
N
N
AerCap Holdings NV
549300SZYINBBLJQU475
AerCap Holdings NV
N/A
976.00000000
NS
USD
82462.24000000
0.002647583338
Long
EC
CORP
NL
N
1
N
N
N
Bit Digital, Inc.
N/A
Bit Digital, Inc.
N/A
5232.00000000
NS
USD
10647.12000000
0.000341842975
Long
EC
CORP
KY
N
1
N
N
Kennametal, Inc.
549300GZDSG25XUV0Y08
Kennametal, Inc.
489170100
3990.00000000
NS
USD
93884.70000000
0.003014319856
Long
EC
CORP
US
N
1
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc., Class A
92826C839
65392.00000000
NS
USD
17564945.12000000
0.563950919178
Long
EC
CORP
US
N
1
N
N
U-Haul Holding Co.
5493003WIDMLDHYC6Y24
U-Haul Holding Co. (Non-Voting)
023586506
3751.00000000
NS
USD
230011.32000000
0.007384884749
Long
EC
CORP
US
N
1
N
N
N
Avangrid, Inc.
549300OX0Q38NLSKPB49
Avangrid, Inc.
05351W103
3457.00000000
NS
USD
126284.21000000
0.004054558429
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617MKP78
137679.95000000
PA
USD
110485.00000000
0.003547299287
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
3683155.54000000
0.118253654541
Long
DBT
CORP
FR
Y
2
2025-11-19
Variable
2.81900000
N
N
N
N
N
N
Parker-Hannifin Corp.
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094104
5346.00000000
NS
USD
2913088.86000000
0.093529420617
Long
EC
CORP
US
N
1
N
N
N
Sierra Bancorp
N/A
Sierra Bancorp
82620P102
531.00000000
NS
USD
10524.42000000
0.000337903494
Long
EC
CORP
US
N
1
N
N
N
Crown Holdings, Inc.
NYLWZIOY8PUNIT4JOE22
Crown Holdings, Inc.
228368106
4079.00000000
NS
USD
334763.53000000
0.010748123558
Long
EC
CORP
US
N
1
N
N
N
Q2 Holdings, Inc.
549300M9RKR9DZXWS696
Q2 Holdings, Inc.
74736L109
2736.00000000
NS
USD
140603.04000000
0.004514287582
Long
EC
CORP
US
N
1
N
N
Alamo Group, Inc.
54930080C93RVZRSDV26
Alamo Group, Inc.
011311107
476.00000000
NS
USD
92524.88000000
0.002970660640
Long
EC
CORP
US
N
1
N
N
N
ASGN, Inc.
LZBNYYCBUKY537072438
ASGN, Inc.
00191U102
1868.00000000
NS
USD
180168.60000000
0.005784603759
Long
EC
CORP
US
N
1
N
N
N
Anika Therapeutics, Inc.
529900R9LS3Z0O6QH455
Anika Therapeutics, Inc.
035255108
551.00000000
NS
USD
14265.39000000
0.000458013375
Long
EC
CORP
US
N
1
N
N
N
Bread Financial Holdings, Inc.
549300G8S4PO686J7H97
Bread Financial Holdings, Inc.
018581108
2536.00000000
NS
USD
93603.76000000
0.003005299824
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DPXB9
88731.55900000
PA
USD
86401.33000000
0.002774054182
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
203274.70000000
0.006526462401
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
12250.00000000
NS
USD
2990347.50000000
0.096009933977
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
9.00000000
NC
USD
1575.00000000
0.000050567917
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
97.25000000
USD
2025-06-13
XXXX
-9567.05000000
N
N
N
JAKKS Pacific, Inc.
549300UEF3348JRXQ295
JAKKS Pacific, Inc.
47012E403
516.00000000
NS
USD
9757.56000000
0.000313282215
Long
EC
CORP
US
N
1
N
N
N
STAG Industrial, Inc.
549300QWYX2W6FASVQ07
STAG Industrial, Inc.
85254J102
7006.00000000
NS
USD
240936.34000000
0.007735650153
Long
EC
CORP
US
N
1
N
N
N
BrightSpire Capital, Inc.
549300BOIFLLMVU37752
BrightSpire Capital, Inc., Class A
10949T109
4813.00000000
NS
USD
30273.77000000
0.000971988258
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XS72
820719.58080000
PA
USD
673808.63000000
0.021633713834
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
1465.00000000
NS
USD
53955.95000000
0.001732342878
Long
EC
CORP
US
N
1
N
N
Keyence Corp.
529900M7PQBS7A89DZ11
Keyence Corp.
N/A
6800.00000000
NS
3012102.11000000
0.096708400851
Long
EC
CORP
JP
N
2
N
N
N
Alpha Metallurgical Resources, Inc.
N/A
Alpha Metallurgical Resources, Inc.
020764106
478.00000000
NS
USD
156363.36000000
0.005020298099
Long
EC
CORP
US
N
1
N
N
N
Highwoods Properties, Inc.
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties, Inc.
431284108
4971.00000000
NS
USD
130240.20000000
0.004181571875
Long
EC
CORP
US
N
1
N
N
N
Genie Energy Ltd.
52990057E36X8869GX58
Genie Energy Ltd., Class B
372284208
1379.00000000
NS
USD
21084.91000000
0.000676965074
Long
EC
CORP
US
N
1
N
N
N
Nerdy, Inc.
N/A
Nerdy, Inc.
64081V109
344.00000000
NS
USD
890.96000000
0.000028605709
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
30561.00000000
NS
USD
8344375.44000000
0.267909644306
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp.
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012653101
4816.00000000
NS
USD
579412.96000000
0.018602988460
Long
EC
CORP
US
N
1
N
N
Gossamer Bio, Inc.
549300ZOC0N2W6PSFR58
Gossamer Bio, Inc.
38341P102
23637.00000000
NS
USD
16782.27000000
0.000538821870
Long
EC
CORP
US
N
1
N
N
N
Elanco Animal Health, Inc.
549300SHPNDCE059M934
Elanco Animal Health, Inc.
28414H103
20025.00000000
NS
USD
263529.00000000
0.008461023975
Long
EC
CORP
US
N
1
N
N
N
Vicarious Surgical, Inc.
N/A
Vicarious Surgical, Inc., Class A
92561V109
360.00000000
NS
USD
101.02000000
0.000003243410
Long
EC
CORP
US
N
1
N
N
N
Iteris, Inc.
549300HHWPIES6047045
Iteris, Inc.
46564T107
2832.00000000
NS
USD
12687.36000000
0.000407348174
Long
EC
CORP
US
N
1
N
N
Pitney Bowes, Inc.
549300N2O26NW4ST6W55
Pitney Bowes, Inc.
724479100
1889.00000000
NS
USD
8047.14000000
0.000258366420
Long
EC
CORP
US
N
1
N
N
N
Lifeway Foods, Inc.
N/A
Lifeway Foods, Inc.
531914109
701.00000000
NS
USD
14335.45000000
0.000460262764
Long
EC
CORP
US
N
1
N
N
N
scPharmaceuticals, Inc.
549300F55SN4ZR2OA180
scPharmaceuticals, Inc.
810648105
2034.00000000
NS
USD
9091.98000000
0.000291912695
Long
EC
CORP
US
N
1
N
N
Y-mAbs Therapeutics, Inc.
N/A
Y-mAbs Therapeutics, Inc.
984241109
1139.00000000
NS
USD
17324.19000000
0.000556221087
Long
EC
CORP
US
N
1
N
N
Denali Therapeutics, Inc.
549300ZTQ2HO18L3Q830
Denali Therapeutics, Inc.
24823R105
5414.00000000
NS
USD
83592.16000000
0.002683861244
Long
EC
CORP
US
N
1
N
N
PVH Corp.
123WALMHY1GZXG2YDL90
PVH Corp.
693656100
2512.00000000
NS
USD
273305.60000000
0.008774917500
Long
EC
CORP
US
N
1
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
369604301
43773.00000000
NS
USD
7083346.86000000
0.227422285994
Long
EC
CORP
US
N
1
N
N
N
AMERISAFE, Inc.
2549002B4EXPBLGMNN22
AMERISAFE, Inc.
03071H100
1043.00000000
NS
USD
47560.80000000
0.001527016264
Long
EC
CORP
US
N
1
N
N
N
Solo Brands, Inc.
N/A
Solo Brands, Inc., Class A
83425V104
136.00000000
NS
USD
255.68000000
0.000008209019
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ABUA8
80704.31000000
PA
USD
68775.37000000
0.002208144281
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
250120.33000000
0.008030516978
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
2085.00000000
NS
USD
184668.45000000
0.005929078708
Long
EC
CORP
US
N
1
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2021-7, Class A3
03464JAC5
3077947.48000000
PA
USD
2518816.47000000
0.080870669039
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
1962.00000000
NS
USD
121761.72000000
0.003909356587
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456B101
80845.00000000
NS
USD
1477846.60000000
0.047448650865
Long
EC
CORP
US
N
1
N
N
Paycom Software, Inc.
254900LSB0HNJUDC6Q18
Paycom Software, Inc.
70432V102
2020.00000000
NS
USD
379719.60000000
0.012191510761
Long
EC
CORP
US
N
1
N
N
N
Phillips Edison & Co., Inc.
549300JPN4YHYPXTJQ85
Phillips Edison & Co., Inc.
71844V201
4375.00000000
NS
USD
143062.50000000
0.004593252516
Long
EC
CORP
US
N
1
N
N
N
Aflac, Inc.
549300N0B7DOGLXWPP39
Aflac, Inc.
001055102
23786.00000000
NS
USD
1989698.90000000
0.063882495269
Long
EC
CORP
US
N
1
N
N
N
Simmons First National Corp.
549300IVR5AJKUVOGN05
Simmons First National Corp., Class A
828730200
3933.00000000
NS
USD
67214.97000000
0.002158045120
Long
EC
CORP
US
N
1
N
N
N
Patterson-UTI Energy, Inc.
254900XGFBKIXD6G0697
Patterson-UTI Energy, Inc.
703481101
12820.00000000
NS
USD
138712.40000000
0.004453585533
Long
EC
CORP
US
N
1
N
N
Texas Roadhouse, Inc.
5299002Y1CNRPDGXTQ75
Texas Roadhouse, Inc., Class A
882681109
3469.00000000
NS
USD
557745.82000000
0.017907329952
Long
EC
CORP
US
N
1
N
N
N
G-III Apparel Group Ltd.
529900O5KABM3R3SFM87
G-III Apparel Group Ltd.
36237H101
1712.00000000
NS
USD
48192.80000000
0.001547307644
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KYVF3
77196.36300000
PA
USD
63133.12000000
0.002026990737
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
2.00000000
N
N
N
N
N
N
Unity Bancorp, Inc.
549300Q90ZRNUR65PL93
Unity Bancorp, Inc.
913290102
37.00000000
NS
USD
996.04000000
0.000031979472
Long
EC
CORP
US
N
1
N
N
Hippo Holdings, Inc.
N/A
Hippo Holdings, Inc.
433539202
67.00000000
NS
USD
1433.13000000
0.000046012952
Long
EC
CORP
US
N
1
N
N
StoneCo Ltd.
549300O1A9LEF0XZCR35
StoneCo Ltd., Class A
N/A
9686.00000000
NS
USD
151101.60000000
0.004851360799
Long
EC
CORP
KY
N
1
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBN7
430000.00000000
PA
USD
425239.00000000
0.013652984582
Long
DBT
CORP
US
N
2
2026-02-02
Fixed
5.00000000
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NQ0
1290000.00000000
PA
USD
1288345.23000000
0.041364403458
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
1619.00000000
NS
USD
53556.52000000
0.001719518533
Long
EC
CORP
US
N
1
N
N
Hecla Mining Co.
5493009Y6HOBZD1QD537
Hecla Mining Co.
422704106
28188.00000000
NS
USD
133329.24000000
0.004280750491
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EB7
648000.00000000
PA
USD
648017.82000000
0.020805658243
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
15907.00000000
NS
USD
73172.20000000
0.002349311607
Long
EC
CORP
US
N
1
N
N
N
Leidos Holdings, Inc.
549300IUTGTP6EJP8124
Leidos Holdings, Inc.
525327102
5639.00000000
NS
USD
790700.58000000
0.025386718594
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRSI
N/A
6985199.23000000
PA
USD
172141.75000000
0.005526888782
N/A
DE
US
N
3
Goldman Sachs
FOR8UP27PHTHYVLBNG30
USGSVLTYI1.I
USGSVLTYI1.I
Y
2024-08-27
0.00000000
USD
0.00000000
USD
6985199.23000000
USD
172141.75000000
N
N
N
Bridger Aerospace Group Holdings, Inc.
N/A
Bridger Aerospace Group Holdings, Inc.
96812F102
1907.00000000
NS
USD
7723.35000000
0.000247970619
Long
EC
CORP
US
N
1
N
N
Weatherford International plc
529900LPBDSCQDJKHQ39
Weatherford International plc
N/A
2848.00000000
NS
USD
352069.76000000
0.011303768011
Long
EC
CORP
IE
N
1
N
N
Toro Co. (The)
YJKE4YIT6BWQHVEW0D14
Toro Co. (The)
891092108
4002.00000000
NS
USD
350535.18000000
0.011254497842
Long
EC
CORP
US
N
1
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AE4
410000.00000000
PA
USD
401639.08000000
0.012895271052
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
494227.72000000
PA
USD
494578.13000000
0.015879229289
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-20
Floating
6.83616960
N
N
N
N
N
N
Portland General Electric Co.
GJOUP9M7C39GLSK9R870
Portland General Electric Co.
736508847
4164.00000000
NS
USD
180009.72000000
0.005779502660
Long
EC
CORP
US
N
1
N
N
N
Biohaven Ltd.
N/A
Biohaven Ltd.
N/A
2739.00000000
NS
USD
106273.20000000
0.003412072648
Long
EC
CORP
VG
N
1
N
N
N
Healthpeak Properties, Inc.
254900M6MTMZM0I22L81
Healthpeak Properties, Inc.
42250P103
23689.00000000
NS
USD
440852.29000000
0.014154274463
Long
EC
CORP
US
N
1
N
N
N
Vertex Energy, Inc.
549300TTMSREGCR7D585
Vertex Energy, Inc.
92534K107
4900.00000000
NS
USD
6370.00000000
0.000204519133
Long
EC
CORP
US
N
1
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBB0
114000.00000000
PA
USD
106909.34000000
0.003432496950
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
TTEC Holdings, Inc.
GTJS1N8S8I28A7L4WG97
TTEC Holdings, Inc.
89854H102
863.00000000
NS
USD
6282.64000000
0.000201714299
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
11531.00000000
NS
USD
1628753.75000000
0.052293768534
Long
EC
CORP
US
N
1
N
N
N
Astec Industries, Inc.
5493002DO2QKHLKB2A48
Astec Industries, Inc.
046224101
1160.00000000
NS
USD
48488.00000000
0.001556785516
Long
EC
CORP
US
N
1
N
N
N
Quaker Chemical Corp.
549300PJQ1R3WCWCPS54
Quaker Chemical Corp.
747316107
626.00000000
NS
USD
116767.78000000
0.003749018081
Long
EC
CORP
US
N
1
N
N
ONE Gas, Inc.
549300HXDWI0LATTX840
ONE Gas, Inc.
68235P108
1878.00000000
NS
USD
121168.56000000
0.003890312228
Long
EC
CORP
US
N
1
N
N
Everi Holdings, Inc.
5299006DK5S7BG10K532
Everi Holdings, Inc.
30034T103
3664.00000000
NS
USD
29934.88000000
0.000961107647
Long
EC
CORP
US
N
1
N
N
N
DT Midstream, Inc.
N/A
DT Midstream, Inc.
23345M107
3020.00000000
NS
USD
187844.00000000
0.006031034867
Long
EC
CORP
US
N
1
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KY2
6570000.00000000
PA
USD
6463600.89000000
0.207524341135
Long
STIV
UST
US
N
2
2024-08-20
None
0.00000000
N
N
N
N
N
N
N/A
N/A
3 Month SOFR
N/A
29.00000000
NC
USD
906.25000000
0.000029096619
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
95.12500000
USD
2024-06-14
XXXX
-101852.28000000
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122ED6
170000.00000000
PA
USD
168827.13000000
0.005420467555
Long
DBT
CORP
US
N
2
2026-02-20
Fixed
4.95000000
N
N
N
N
N
N
Zimvie, Inc.
549300GFKURT1J6XR665
Zimvie, Inc.
98888T107
133.00000000
NS
USD
2021.60000000
0.000064906731
Long
EC
CORP
US
N
1
N
N
N
Catalent, Inc.
N/A
Catalent, Inc.
148806102
7399.00000000
NS
USD
413234.15000000
0.013267549493
Long
EC
CORP
US
N
1
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
06428CAC8
2330000.00000000
PA
USD
2333641.77000000
0.074925336357
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
2005.00000000
NS
USD
13072.60000000
0.000419716926
Long
EC
CORP
US
N
1
N
N
N
ChromaDex Corp.
529900OPI7B8JPXCVS70
ChromaDex Corp.
171077407
4270.00000000
NS
USD
15115.80000000
0.000485317161
Long
EC
CORP
US
N
1
N
N
TTM Technologies, Inc.
549300SC4BDOIS008048
TTM Technologies, Inc.
87305R109
3866.00000000
NS
USD
57719.38000000
0.001853173874
Long
EC
CORP
US
N
1
N
N
N
Kforce, Inc.
5493003RDQQDVXY2SK46
Kforce, Inc.
493732101
813.00000000
NS
USD
50210.88000000
0.001612101360
Long
EC
CORP
US
N
1
N
N
N
8x8, Inc.
254900XWSOC5U1BRW939
8x8, Inc.
282914100
6819.00000000
NS
USD
15069.99000000
0.000483846357
Long
EC
CORP
US
N
1
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc., Class A
16119P108
4020.00000000
NS
USD
1028878.80000000
0.033033814852
Long
EC
CORP
US
N
1
N
N
N
Harley-Davidson Financial Services, Inc.
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services, Inc.
41282JED9
3600000.00000000
PA
USD
3592743.73000000
0.115350837424
Long
STIV
CORP
US
Y
2
2024-05-13
None
0.00000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
28103AE75
20595000.00000000
PA
USD
20572654.43000000
0.660518282093
Long
STIV
CORP
US
Y
2
2024-05-07
None
0.00000000
N
N
N
N
N
N
American Eagle Outfitters, Inc.
5299001Z9HXK01DHW793
American Eagle Outfitters, Inc.
02553E106
7005.00000000
NS
USD
169941.30000000
0.005456239782
Long
EC
CORP
US
N
1
N
N
N
Accenture plc
5493000EWHDSR3MZWH98
Accenture plc, Class A
N/A
25507.00000000
NS
USD
7675311.37000000
0.246428262230
Long
EC
CORP
IE
N
1
N
N
N
GrowGeneration Corp.
N/A
GrowGeneration Corp.
39986L109
1883.00000000
NS
USD
5630.17000000
0.000180765696
Long
EC
CORP
US
N
1
N
N
N
TSMC Arizona Corp.
2549005GOBWLCSY63Q97
TSMC Arizona Corp.
872898AA9
850000.00000000
PA
USD
777960.38000000
0.024977673906
Long
DBT
CORP
US
N
2
2026-10-25
Fixed
1.75000000
N
N
N
N
N
Napco Security Technologies, Inc.
529900KV21J4YY9YST76
Napco Security Technologies, Inc.
630402105
603.00000000
NS
USD
24542.10000000
0.000787963740
Long
EC
CORP
US
N
1
N
N
Targa Resources Corp.
5493003QENHHS261UR94
Targa Resources Corp.
87612G101
7410.00000000
NS
USD
845184.60000000
0.027136016013
Long
EC
CORP
US
N
1
N
N
N
Navitas Semiconductor Corp.
N/A
Navitas Semiconductor Corp., Class A
63942X106
3550.00000000
NS
USD
15371.50000000
0.000493526822
Long
EC
CORP
US
N
1
N
N
PubMatic, Inc.
N/A
PubMatic, Inc., Class A
74467Q103
940.00000000
NS
USD
21093.60000000
0.000677244080
Long
EC
CORP
US
N
1
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Republic of Senegal
N/A
300000.00000000
PA
USD
297000.00000000
0.009535664464
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
234.00000000
NS
USD
2239.38000000
0.000071898910
Long
EC
CORP
US
N
1
N
N
N
OneSpaWorld Holdings Ltd.
5493007W8PZ8W6UC2X76
OneSpaWorld Holdings Ltd.
N/A
3958.00000000
NS
USD
50345.76000000
0.001616431900
Long
EC
CORP
BS
N
1
N
N
N
Crane Co.
5493000CQRQOTHUODL75
Crane Co.
224408104
2115.00000000
NS
USD
296121.15000000
0.009507447566
Long
EC
CORP
US
N
1
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAG4
1250000.00000000
PA
USD
1250000.00000000
0.040133267946
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
793.00000000
NS
USD
10055.24000000
0.000322839712
Long
EC
CORP
US
N
1
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
070830104
8821.00000000
NS
USD
400649.82000000
0.012863509263
Long
EC
CORP
US
N
1
N
N
N
Star Group LP
N/A
Star Group LP
85512C105
151.00000000
NS
USD
1736.50000000
0.000055753135
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179MBC6
560000.00000000
PA
USD
558423.49000000
0.017929087641
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.25000000
N
N
N
N
N
N
Archrock, Inc.
549300K3RIHMHDVFTL28
Archrock, Inc.
03957W106
6433.00000000
NS
USD
123449.27000000
0.003963538104
Long
EC
CORP
US
N
1
N
N
N
Atlantic Union Bankshares Corp.
N/A
Atlantic Union Bankshares Corp.
04911A107
4224.00000000
NS
USD
134196.48000000
0.004308594631
Long
EC
CORP
US
N
1
N
N
N
Sprouts Farmers Market, Inc.
529900P8F4G77Q52XE24
Sprouts Farmers Market, Inc.
85208M102
3969.00000000
NS
USD
262073.07000000
0.008414278991
Long
EC
CORP
US
N
1
N
N
Ispire Technology, Inc.
N/A
Ispire Technology, Inc.
46501C100
62.00000000
NS
USD
320.54000000
0.000010291454
Long
EC
CORP
US
N
1
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp., Class B
526057302
87.00000000
NS
USD
12213.93000000
0.000392147940
Long
EC
CORP
US
N
1
N
N
Sonida Senior Living, Inc.
254900YX6LQ8K1N8PZ90
Sonida Senior Living, Inc.
140475203
1290.00000000
NS
USD
40686.60000000
0.001306308975
Long
EC
CORP
US
N
1
N
N
NCL Corp. Ltd.
UNZWILHE4KMRP9K2L524
NCL Corp. Ltd.
62886HBN0
200000.00000000
PA
USD
208287.80000000
0.006687416069
Long
DBT
CORP
BM
Y
2
2029-01-15
Fixed
8.12500000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513BR5
910000.00000000
PA
USD
835847.95000000
0.026836247792
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
3511.00000000
NS
USD
34969.56000000
0.001122754177
Long
EC
CORP
US
N
1
N
N
BancFirst Corp.
549300EJEHGBP4IO2J30
BancFirst Corp.
05945F103
1144.00000000
NS
USD
102010.48000000
0.003275211141
Long
EC
CORP
US
N
1
N
N
PulteGroup, Inc.
N/A
PulteGroup, Inc.
745867101
8855.00000000
NS
USD
986624.10000000
0.031677159494
Long
EC
CORP
US
N
1
N
N
N
Sharecare, Inc.
N/A
Sharecare, Inc.
81948W104
6409.00000000
NS
USD
4588.21000000
0.000147311889
Long
EC
CORP
US
N
1
N
N
N
Cheesecake Factory, Inc. (The)
529900872XMLK10SY247
Cheesecake Factory, Inc. (The)
163072101
2262.00000000
NS
USD
78084.24000000
0.002507020581
Long
EC
CORP
US
N
1
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746U109
33513.00000000
NS
USD
1708492.74000000
0.054853917535
Long
EC
CORP
US
N
1
N
N
N
MeridianLink, Inc.
N/A
MeridianLink, Inc.
58985J105
86.00000000
NS
USD
1434.48000000
0.000046056296
Long
EC
CORP
US
N
1
N
N
N
Disco Corp.
N/A
Disco Corp.
N/A
6200.00000000
NS
1755969.82000000
0.056378245834
Long
EC
CORP
JP
N
2
N
N
N
Leggett & Platt, Inc.
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt, Inc.
524660107
5933.00000000
NS
USD
107209.31000000
0.003442127971
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XN6S8
493042.94500000
PA
USD
398223.66000000
0.012785613479
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
2.00000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650100
51780.00000000
NS
USD
3506023.80000000
0.112566554074
Long
EC
CORP
US
N
1
N
N
N
AZZ, Inc.
549300HD1X2NFLWPYC83
AZZ, Inc.
002474104
1351.00000000
NS
USD
96772.13000000
0.003107025458
Long
EC
CORP
US
N
1
N
N
N
Silgan Holdings, Inc.
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc.
827048109
2746.00000000
NS
USD
128128.36000000
0.004113767842
Long
EC
CORP
US
N
1
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918K108
2152.00000000
NS
USD
299149.52000000
0.009604678273
Long
EC
CORP
US
N
1
N
N
N
Hyatt Hotels Corp.
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp., Class A
448579102
1950.00000000
NS
USD
290140.50000000
0.009315429142
Long
EC
CORP
US
N
1
N
N
Voya CLO Ltd.
54930068MLVF3BECCK93
Voya CLO Ltd., Series 2018-3A, Class A1R2
92917KAQ7
990000.00000000
PA
USD
990177.21000000
0.031791237827
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-15
Floating
0.00000000
N
N
N
N
N
N
Zevra Therapeutics, Inc.
254900CU6T74V18Y1W18
Zevra Therapeutics, Inc.
488445206
2497.00000000
NS
USD
11436.26000000
0.000367179589
Long
EC
CORP
US
N
1
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAH2
438000.00000000
PA
USD
437782.88000000
0.014055726100
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.12500040
N
N
N
N
N
BorgWarner, Inc.
549300DSFX2IE88NSX47
BorgWarner, Inc.
099724106
8750.00000000
NS
USD
286737.50000000
0.009206170334
Long
EC
CORP
US
N
1
N
N
Carlyle Group, Inc. (The)
529900NGGVF94UK6PG95
Carlyle Group, Inc. (The)
14316J108
8229.00000000
NS
USD
368659.20000000
0.011836398763
Long
EC
CORP
US
N
1
N
N
N
Green Dot Corp.
N/A
Green Dot Corp., Class A
39304D102
473.00000000
NS
USD
4138.75000000
0.000132881250
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
-57.00000000
NC
USD
-4007.84000000
-0.00012867817
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Written
N/A
U.S. Treasury 5 Year Note
100000.00000000
106.75000000
USD
2024-05-24
XXXX
15846.70000000
N
N
N
Fastenal Co.
529900PP0C7H2HHPSJ32
Fastenal Co.
311900104
22921.00000000
NS
USD
1557252.74000000
0.049998113180
Long
EC
CORP
US
N
1
N
N
N
Tutor Perini Corp.
549300FHXYVPW8LJ6D98
Tutor Perini Corp.
901109108
1568.00000000
NS
USD
26075.84000000
0.000837206938
Long
EC
CORP
US
N
1
N
N
N
agilon health, Inc.
N/A
agilon health, Inc.
00857U107
12825.00000000
NS
USD
70537.50000000
0.002264720310
Long
EC
CORP
US
N
1
N
N
Foghorn Therapeutics, Inc.
N/A
Foghorn Therapeutics, Inc.
344174107
1695.00000000
NS
USD
9254.70000000
0.000297137083
Long
EC
CORP
US
N
1
N
N
Piedmont Lithium, Inc.
254900QJ73581MY1JN11
Piedmont Lithium, Inc.
72016P105
903.00000000
NS
USD
11061.75000000
0.000355155341
Long
EC
CORP
US
N
1
N
N
Vimeo, Inc.
25490061AWYWC90UIJ68
Vimeo, Inc.
92719V100
8057.00000000
NS
USD
28924.63000000
0.000928671940
Long
EC
CORP
US
N
1
N
N
N
Bioxcel Therapeutics, Inc.
549300Y25FYZ0E8LW260
Bioxcel Therapeutics, Inc.
09075P105
461.00000000
NS
USD
1161.72000000
0.000037298896
Long
EC
CORP
US
N
1
N
N
N
Dell Technologies, Inc.
549300TJB5YBRUPOG437
Dell Technologies, Inc., Class C
24703L202
1319.00000000
NS
USD
164400.16000000
0.005278332537
Long
EC
CORP
US
N
1
N
N
N
Arbutus Biopharma Corp.
25490064CESONAUIAS23
Arbutus Biopharma Corp.
03879J100
652.00000000
NS
USD
1779.96000000
0.000057148489
Long
EC
CORP
CA
N
1
N
N
N
Donnelley Financial Solutions, Inc.
549300O1NPY4J56QCU04
Donnelley Financial Solutions, Inc.
25787G100
1258.00000000
NS
USD
78977.24000000
0.002535691787
Long
EC
CORP
US
N
1
N
N
N
BigCommerce Holdings, Inc.
549300MOVEFQ78DMPG58
BigCommerce Holdings, Inc., Series 1
08975P108
2826.00000000
NS
USD
15995.16000000
0.000513550433
Long
EC
CORP
US
N
1
N
N
N
Worthington Steel, Inc.
2549009ZUUWL3QLK6G24
Worthington Steel, Inc.
982104101
3.00000000
NS
USD
92.37000000
0.000002965687
Long
EC
CORP
US
N
1
N
N
N
Solventum Corp.
254900I70403OSGY4M28
Solventum Corp.
83444MAA9
620000.00000000
PA
USD
614775.39000000
0.019738356363
Long
DBT
CORP
US
Y
2
2027-02-25
Fixed
5.45000000
N
N
N
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787107
9563.00000000
NS
USD
2575507.16000000
0.082690815161
Long
EC
CORP
US
N
1
N
N
N
Snap One Holdings Corp.
254900UH1TKVPR8FDW43
Snap One Holdings Corp.
83303Y105
90.00000000
NS
USD
952.20000000
0.000030571918
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418ECG3
85178.79900000
PA
USD
68833.04000000
0.002209995870
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
2323.00000000
NS
USD
106556.01000000
0.003421152720
Long
EC
CORP
US
N
1
N
N
New York Times Co. (The)
529900J1WEMMIW7BOH57
New York Times Co. (The), Class A
650111107
6827.00000000
NS
USD
293765.81000000
0.009431825573
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts, Inc.
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512109
10868.00000000
NS
USD
1378279.76000000
0.044251896731
Long
EC
CORP
US
N
1
N
N
N
Trevi Therapeutics, Inc.
N/A
Trevi Therapeutics, Inc.
89532M101
2760.00000000
NS
USD
8086.80000000
0.000259639768
Long
EC
CORP
US
N
1
N
N
Nkarta, Inc.
N/A
Nkarta, Inc.
65487U108
672.00000000
NS
USD
4488.96000000
0.000144125307
Long
EC
CORP
US
N
1
N
N
N
OneWater Marine, Inc.
N/A
OneWater Marine, Inc., Class A
68280L101
225.00000000
NS
USD
4659.75000000
0.000149608796
Long
EC
CORP
US
N
1
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364G103
8182.00000000
NS
USD
872773.94000000
0.028021816312
Long
EC
CORP
US
N
1
N
N
FMC Corp.
CKDHZ2X64EEBQCSP7013
FMC Corp.
302491303
5069.00000000
NS
USD
299121.69000000
0.009603784746
Long
EC
CORP
US
N
1
N
N
Lovesac Co. (The)
N/A
Lovesac Co. (The)
54738L109
304.00000000
NS
USD
6742.72000000
0.000216485910
Long
EC
CORP
US
N
1
N
N
Teva Pharmaceutical Finance Netherlands III BV
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAQ4
300000.00000000
PA
USD
284184.20000000
0.009124192515
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
1597160.88000000
0.051279428441
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.40000000
N
N
N
N
N
N
PACCAR Financial Corp.
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp.
69371RR32
430000.00000000
PA
USD
396213.87000000
0.012721085927
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
404.00000000
NS
USD
852.44000000
0.000027368962
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
510098.94000000
0.016377549950
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-20
Floating
7.18616880
N
N
N
N
N
N
Civitas Resources, Inc.
IIVIHPH28S64K95M2381
Civitas Resources, Inc.
17888H103
3178.00000000
NS
USD
228688.88000000
0.007342425678
Long
EC
CORP
US
N
1
N
N
N
MasTec, Inc.
549300TMDIT8WREDOF45
MasTec, Inc.
576323109
2323.00000000
NS
USD
206026.87000000
0.006614825262
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179UKY7
924195.48000000
PA
USD
872447.80000000
0.028011345061
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
2297.00000000
NS
USD
17962.54000000
0.000576716344
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TZ65
306799.06000000
PA
USD
289761.20000000
0.009303251104
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
1328426.15000000
0.042651266100
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
2993032.45000000
0.096096138631
Long
DBT
CORP
US
N
2
2025-07-20
Fixed
3.87500000
N
N
N
N
N
N
Webster Financial Corp.
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp.
947890109
6723.00000000
NS
USD
294669.09000000
0.009460826835
Long
EC
CORP
US
N
1
N
N
N
Liberty Energy, Inc.
N/A
Liberty Energy, Inc., Class A
53115L104
7215.00000000
NS
USD
158730.00000000
0.005096282896
Long
EC
CORP
US
N
1
N
N
Lindblad Expeditions Holdings, Inc.
549300GSPW24GZE6R597
Lindblad Expeditions Holdings, Inc.
535219109
1010.00000000
NS
USD
7413.40000000
0.000238019174
Long
EC
CORP
US
N
1
N
N
Stock Yards Bancorp, Inc.
549300YERP9H5TDIQW16
Stock Yards Bancorp, Inc.
861025104
1622.00000000
NS
USD
72260.10000000
0.002320027164
Long
EC
CORP
US
N
1
N
N
Preformed Line Products Co.
549300EYH53XDJID2098
Preformed Line Products Co.
740444104
111.00000000
NS
USD
13434.33000000
0.000431330852
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
45610.00000000
NS
USD
7564418.50000000
0.242867867618
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEZ1
1420000.00000000
PA
USD
1388931.28000000
0.044593880976
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.70000000
N
N
N
N
N
Hagerty, Inc.
N/A
Hagerty, Inc., Class A
405166109
389.00000000
NS
USD
3481.55000000
0.000111780783
Long
EC
CORP
US
N
1
N
N
N
Amedisys, Inc.
5299001RBS9GK9STN379
Amedisys, Inc.
023436108
1467.00000000
NS
USD
135037.35000000
0.004335592120
Long
EC
CORP
US
N
1
N
N
N
Joby Aviation, Inc.
N/A
Joby Aviation, Inc.
N/A
9700.00000000
NS
USD
48985.00000000
0.001572742504
Long
EC
CORP
US
N
1
N
N
Spok Holdings, Inc.
549300HXXANIVN2ICC89
Spok Holdings, Inc.
84863T106
1273.00000000
NS
USD
19667.85000000
0.000631468075
Long
EC
CORP
US
N
1
N
N
N
Malibu Boats, Inc.
N/A
Malibu Boats, Inc., Class A
56117J100
951.00000000
NS
USD
32353.02000000
0.001038745936
Long
EC
CORP
US
N
1
N
N
N
Harmony Biosciences Holdings, Inc.
N/A
Harmony Biosciences Holdings, Inc.
413197104
670.00000000
NS
USD
20709.70000000
0.000664918351
Long
EC
CORP
US
N
1
N
N
N
Allbirds, Inc.
N/A
Allbirds, Inc., Class A
01675A109
615.00000000
NS
USD
371.03000000
0.000011912517
Long
EC
CORP
US
N
1
N
N
N
Invesco Mortgage Capital, Inc.
PV3BDP2HFZL2FNXQBL39
Invesco Mortgage Capital, Inc.
46131B704
2851.00000000
NS
USD
24376.05000000
0.000782632436
Long
EC
CORP
US
N
1
N
N
N
Sunnova Energy International, Inc.
549300JK1Y1VVC3JU540
Sunnova Energy International, Inc.
86745K104
1441.00000000
NS
USD
6066.61000000
0.000194778307
Long
EC
CORP
US
N
1
N
N
Green Brick Partners, Inc.
549300R7SCIV7FQI6T56
Green Brick Partners, Inc.
392709101
1214.00000000
NS
USD
65713.82000000
0.002109848276
Long
EC
CORP
US
N
1
N
N
N
Woodward, Inc.
YPYKXXTR8TFDH54ZMB45
Woodward, Inc.
980745103
2495.00000000
NS
USD
405088.20000000
0.013006010618
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WQA9
0.01000000
PA
USD
0.01000000
0.000000000321
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
17696.00000000
NS
USD
334808.32000000
0.010749561613
Long
EC
CORP
BM
N
1
N
N
CFK Trust
N/A
CFK Trust, Series 2020-MF2, Class F
12529AAL8
1500000.00000000
PA
USD
948339.75000000
0.030447978633
Long
ABS-MBS
CORP
US
Y
2
2039-03-15
Variable
3.57275160
N
N
N
N
N
N
Atmus Filtration Technologies, Inc.
N/A
Atmus Filtration Technologies, Inc.
04956D107
4305.00000000
NS
USD
130398.45000000
0.004186652746
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp.
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
5405.00000000
NS
USD
4834286.05000000
0.155212557901
Long
EC
CORP
US
N
1
N
N
N
Altair Engineering, Inc.
549300FJ89HZ6GU9S994
Altair Engineering, Inc., Class A
021369103
2445.00000000
NS
USD
196700.25000000
0.006315379070
Long
EC
CORP
US
N
1
N
N
Ocular Therapeutix, Inc.
529900ABAWFXOHSIHG03
Ocular Therapeutix, Inc.
67576A100
2467.00000000
NS
USD
11693.58000000
0.000375441263
Long
EC
CORP
US
N
1
N
N
N
HBT Financial, Inc.
549300NTXD4Q6UK5BY66
HBT Financial, Inc.
404111106
382.00000000
NS
USD
7049.82000000
0.000226345852
Long
EC
CORP
US
N
1
N
N
N
Shin-Etsu Chemical Co. Ltd.
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co. Ltd.
N/A
146300.00000000
NS
5704476.35000000
0.183151422280
Long
EC
CORP
JP
N
2
N
N
N
First Hawaiian, Inc.
5493002DJSH46F5OLV06
First Hawaiian, Inc.
32051X108
7514.00000000
NS
USD
158470.26000000
0.005087943524
Long
EC
CORP
US
N
1
N
N
Select Water Solutions, Inc.
54930094OK8LA3QDW486
Select Water Solutions, Inc., Class A
81617J301
2642.00000000
NS
USD
24412.08000000
0.000783789238
Long
EC
CORP
US
N
1
N
N
N
MP Materials Corp.
89450063PHPS61USMT84
MP Materials Corp.
553368101
4874.00000000
NS
USD
77984.00000000
0.002503802214
Long
EC
CORP
US
N
1
N
N
Acrivon Therapeutics, Inc.
N/A
Acrivon Therapeutics, Inc.
004890109
62.00000000
NS
USD
563.58000000
0.000018094645
Long
EC
CORP
US
N
1
N
N
N
Erasca, Inc.
N/A
Erasca, Inc.
29479A108
5117.00000000
NS
USD
10285.17000000
0.000330221986
Long
EC
CORP
US
N
1
N
N
N
ChargePoint Holdings, Inc.
254900DVN9TAC2GIPG25
ChargePoint Holdings, Inc.
15961R105
13183.00000000
NS
USD
17533.39000000
0.000562937791
Long
EC
CORP
US
N
1
N
N
Ramaco Resources, Inc.
5493001BYUI4TCQOPF70
Ramaco Resources, Inc., Class A
75134P600
122.00000000
NS
USD
1912.96000000
0.000061418669
Long
EC
CORP
US
N
1
N
N
Quanex Building Products Corp.
5493000TL30VL5WOAW87
Quanex Building Products Corp.
747619104
1292.00000000
NS
USD
42920.24000000
0.001378023593
Long
EC
CORP
US
N
1
N
N
N
Mitsui Chemicals, Inc.
353800H2UB5ZEZRZQC02
Mitsui Chemicals, Inc.
N/A
80600.00000000
NS
2300097.87000000
0.073848355296
Long
EC
CORP
JP
N
2
N
N
N
Frontline plc
5493004BCIKYU1YL3H63
Frontline plc
N/A
744.00000000
NS
USD
17476.56000000
0.000561113172
Long
EC
CORP
CY
N
1
N
N
Haverty Furniture Cos., Inc.
529900CVFMMIRXZVPD70
Haverty Furniture Cos., Inc.
419596101
693.00000000
NS
USD
21344.40000000
0.000685296419
Long
EC
CORP
US
N
1
N
N
N
Progyny, Inc.
N/A
Progyny, Inc.
74340E103
3543.00000000
NS
USD
113588.58000000
0.003646944733
Long
EC
CORP
US
N
1
N
N
N
Fortune Brands Innovations, Inc.
54930032LHW54PQUJD44
Fortune Brands Innovations, Inc.
34964C106
5296.00000000
NS
USD
387137.60000000
0.012429677626
Long
EC
CORP
US
N
1
N
N
N
Emergent BioSolutions, Inc.
549300YW6TUOX8BE5103
Emergent BioSolutions, Inc.
29089Q105
3316.00000000
NS
USD
6234.08000000
0.000200155202
Long
EC
CORP
US
N
1
N
N
VW Credit, Inc.
549300UUPJ2NXDB68M19
VW Credit, Inc.
91842JEE5
8100000.00000000
PA
USD
8082760.45000000
0.259510072712
Long
STIV
CORP
US
N
2
2024-05-14
None
0.00000000
N
N
N
N
N
N
Rallybio Corp.
N/A
Rallybio Corp.
75120L100
89.00000000
NS
USD
170.88000000
0.000005486378
Long
EC
CORP
US
N
1
N
N
N
Ribbon Communications, Inc.
549300L1E8Z8RL7CUL52
Ribbon Communications, Inc.
762544104
3220.00000000
NS
USD
10207.40000000
0.000327725055
Long
EC
CORP
US
N
1
N
N
Advantage Solutions, Inc.
N/A
Advantage Solutions, Inc.
00791N102
3454.00000000
NS
USD
14714.04000000
0.000472418007
Long
EC
CORP
US
N
1
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130H105
26585.00000000
NS
USD
475871.50000000
0.015278622734
Long
EC
CORP
US
N
1
N
N
N
Rambus, Inc.
2549000211GDCQSLV833
Rambus, Inc.
750917106
4452.00000000
NS
USD
244058.64000000
0.007835896635
Long
EC
CORP
US
N
1
N
N
N
Aclaris Therapeutics, Inc.
5493000B2LQ9QTW1DF52
Aclaris Therapeutics, Inc.
00461U105
4075.00000000
NS
USD
4930.75000000
0.000158309688
Long
EC
CORP
US
N
1
N
N
N
LendingTree, Inc.
549300ISY5YHUJZTON08
LendingTree, Inc.
52603B107
770.00000000
NS
USD
37167.90000000
0.001193335431
Long
EC
CORP
US
N
1
N
N
N
FARO Technologies, Inc.
529900MFEFNOFP3YR823
FARO Technologies, Inc.
311642102
688.00000000
NS
USD
12900.00000000
0.000414175325
Long
EC
CORP
US
N
1
N
N
N
Provident Financial Services, Inc.
529900JOSO3SXEDVE477
Provident Financial Services, Inc.
74386T105
1243.00000000
NS
USD
18247.24000000
0.000585857097
Long
EC
CORP
US
N
1
N
N
N
Phreesia, Inc.
5493000HHF8NU4QOCG53
Phreesia, Inc.
71944F106
1547.00000000
NS
USD
32084.78000000
0.001030133658
Long
EC
CORP
US
N
1
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377508
9245.00000000
NS
USD
671834.15000000
0.021570319966
Long
EC
CORP
US
N
1
N
N
N
AdTheorent Holding Co., Inc.
N/A
AdTheorent Holding Co., Inc.
00739D109
4970.00000000
NS
USD
16202.20000000
0.000520197787
Long
EC
CORP
US
N
1
N
N
N
American Equity Investment Life Holding Co.
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676206
2888.00000000
NS
USD
162045.68000000
0.005202738156
Long
EC
CORP
US
N
1
N
N
N
Toast, Inc.
549300TN1PZNLCD4I551
Toast, Inc., Class A
888787108
14182.00000000
NS
USD
335120.66000000
0.010759589793
Long
EC
CORP
US
N
1
N
N
Mosaic Co. (The)
2YD5STGSJNMUB7H76907
Mosaic Co. (The)
61945C103
13276.00000000
NS
USD
416733.64000000
0.013379906269
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
15207.00000000
PA
USD
3721.39000000
0.000119481233
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
Olink Holding AB
Olink Holding AB
Y
2025-04-17
0.00000000
USD
0.00000000
USD
15207.00000000
USD
3721.39000000
N
N
N
Xponential Fitness, Inc.
N/A
Xponential Fitness, Inc., Class A
98422X101
285.00000000
NS
USD
3633.75000000
0.000116667409
Long
EC
CORP
US
N
1
N
N
N
Enpro, Inc.
549300Y5CFT2LKCFDN54
Enpro, Inc.
29355X107
972.00000000
NS
USD
145926.36000000
0.004685201365
Long
EC
CORP
US
N
1
N
N
N
Whole Earth Brands, Inc.
254900OFCJ8P8RM9SL35
Whole Earth Brands, Inc.
96684W100
3549.00000000
NS
USD
17106.18000000
0.000549221524
Long
EC
CORP
US
N
1
N
N
N
PRA Group, Inc.
549300Q5HW3JSSB86K27
PRA Group, Inc.
69354N106
856.00000000
NS
USD
20364.24000000
0.000653826800
Long
EC
CORP
US
N
1
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513ECT6
2350000.00000000
PA
USD
2366843.13000000
0.075991319619
Long
DBT
CORP
US
N
2
2026-11-08
Fixed
5.75000000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135B101
21189.00000000
NS
USD
1548068.34000000
0.049703233191
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027X100
18894.00000000
NS
USD
3241454.64000000
0.104072134083
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
3138.00000000
PA
USD
2908.79000000
0.000093391398
N/A
DE
GB
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
Cerevel Therapeutics Holdings, Inc.
Cerevel Therapeutics Holdings, Inc.
Y
2025-04-17
0.00000000
USD
0.00000000
USD
3138.00000000
USD
2908.79000000
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAQ8
650000.00000000
PA
USD
592586.98000000
0.019025961640
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
1.67300000
N
N
N
N
N
N
Civeo Corp.
254900H0BM0N0O4MSY43
Civeo Corp.
17878Y207
70.00000000
NS
USD
1625.40000000
0.000052186090
Long
EC
CORP
CA
N
1
N
N
N
Unifi, Inc.
549300MW5LPO0M2LNO04
Unifi, Inc.
904677200
73.00000000
NS
USD
435.81000000
0.000013992383
Long
EC
CORP
US
N
1
N
N
N
M&T Bank Corp.
549300WYXDDBYRASEG81
M&T Bank Corp.
55261F104
6646.00000000
NS
USD
959615.94000000
0.030810018916
Long
EC
CORP
US
N
1
N
N
BX Trust
N/A
BX Trust, Series 2021-BXMF, Class A
05609RAA2
1229389.31000000
PA
USD
1215558.68000000
0.039027473767
Long
ABS-MBS
CORP
US
Y
2
2026-10-15
Floating
6.07141080
N
N
N
N
N
N
Hamilton Beach Brands Holding Co.
N/A
Hamilton Beach Brands Holding Co., Class A
40701T104
3081.00000000
NS
USD
62667.54000000
0.002012042539
Long
EC
CORP
US
N
1
N
N
N
MicroVision, Inc.
5299001A8NIHHA9KOY43
MicroVision, Inc.
594960304
5448.00000000
NS
USD
7899.60000000
0.000253629410
Long
EC
CORP
US
N
1
N
N
ACM Research, Inc.
549300MCTENUWL2GJL61
ACM Research, Inc., Class A
00108J109
1527.00000000
NS
USD
38969.04000000
0.001251163939
Long
EC
CORP
US
N
1
N
N
N
Expro Group Holdings NV
724500LJYA8QIT73H017
Expro Group Holdings NV
N/A
3737.00000000
NS
USD
70106.12000000
0.002250870158
Long
EC
CORP
NL
N
1
N
N
N
Cencora, Inc.
AI8GXW8LG5WK7E9UD086
Cencora, Inc.
03073E105
6423.00000000
NS
USD
1535418.15000000
0.049297078419
Long
EC
CORP
US
N
1
N
N
J Jill, Inc.
529900I19PJIF8MIDL12
J Jill, Inc.
46620W201
327.00000000
NS
USD
8148.84000000
0.000261631663
Long
EC
CORP
US
N
1
N
N
N
Matrix Service Co.
529900VYBKSX6HD2YW58
Matrix Service Co.
576853105
4280.00000000
NS
USD
48192.80000000
0.001547307644
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370860
158823.00000000
NS
USD
1929699.45000000
0.061956116067
Long
EC
CORP
US
N
1
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ABU83
82628.27000000
PA
USD
70619.44000000
0.002267351126
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
1909.00000000
NS
USD
130842.86000000
0.004200921247
Long
EC
CORP
US
N
1
N
N
Willdan Group, Inc.
529900YQO0LF5VAEKN05
Willdan Group, Inc.
96924N100
428.00000000
NS
USD
12065.32000000
0.000387376576
Long
EC
CORP
US
N
1
N
N
N
MoonLake Immunotherapeutics
N/A
MoonLake Immunotherapeutics, Class A
61559X104
187.00000000
NS
USD
7650.17000000
0.000245621057
Long
EC
CORP
KY
N
1
N
N
Ennis, Inc.
N/A
Ennis, Inc.
293389102
982.00000000
NS
USD
19541.80000000
0.000627421036
Long
EC
CORP
US
N
1
N
N
N
Avient Corp.
SM8L9RZYIB34LNTWO040
Avient Corp.
05368V106
3981.00000000
NS
USD
168874.02000000
0.005421973035
Long
EC
CORP
US
N
1
N
N
N
Tellurian, Inc.
254900ZYXZHH5MQG6H78
Tellurian, Inc.
87968A104
30728.00000000
NS
USD
13216.12000000
0.000424324868
Long
EC
CORP
US
N
1
N
N
Oil States International, Inc.
5493004TF4KQJGMYL777
Oil States International, Inc.
678026105
2220.00000000
NS
USD
8857.80000000
0.000284393968
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9583118.24000000
0.307681481673
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
18489000000.00000000
JPY
127711336.05000000
USD
2024-06-20
9583118.24000000
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
350596.75000000
0.011256474647
Long
ABS-CBDO
CORP
KY
Y
2
2033-04-16
Floating
6.64926840
N
N
N
N
N
N
TransMedics Group, Inc.
549300060GVOSMWARH50
TransMedics Group, Inc.
89377M109
1443.00000000
NS
USD
135829.59000000
0.004361028264
Long
EC
CORP
US
N
1
N
N
Dorian LPG Ltd.
549300WP1W2WGMC7F395
Dorian LPG Ltd.
N/A
1482.00000000
NS
USD
61236.24000000
0.001966088342
Long
EC
CORP
MH
N
1
N
N
Valley National Bancorp
549300ET52S1UBIB9762
Valley National Bancorp
919794107
16437.00000000
NS
USD
115223.37000000
0.003699432305
Long
EC
CORP
US
N
1
N
N
N/A
N/A
NASDAQ 100 Micro E-Mini Index
N/A
47.00000000
NC
USD
-60891.70000000
-0.00195502632
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
NASDAQ 100 Micro E-Mini Index
US6311011026
2024-06-21
1651697.50000000
USD
-60891.70000000
N
N
N
Genius Sports Ltd.
N/A
Genius Sports Ltd.
N/A
667.00000000
NS
USD
3361.68000000
0.000107932163
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
225614.94000000
PA
USD
223048.12000000
0.007161319972
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
1775.00000000
NS
USD
35979.25000000
0.001155171904
Long
EC
CORP
US
N
1
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust, Series 2021-A, Class A2A1
78448YAB7
1277385.66000000
PA
USD
1265265.31000000
0.040623385368
Long
ABS-O
CORP
US
Y
2
2053-01-15
Floating
6.16546080
N
N
N
N
N
N
Heritage Insurance Holdings, Inc.
9845008CCYDD87F66B45
Heritage Insurance Holdings, Inc.
42727J102
6880.00000000
NS
USD
70244.80000000
0.002255322704
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
8951.00000000
NS
USD
4161588.43000000
0.133614514836
Long
EC
CORP
US
N
1
N
N
N
Gibraltar Industries, Inc.
N/A
Gibraltar Industries, Inc.
374689107
1131.00000000
NS
USD
80821.26000000
0.002594897026
Long
EC
CORP
US
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CF1
290000.00000000
PA
USD
275744.86000000
0.008853233881
Long
DBT
CORP
US
N
2
2027-04-13
Fixed
3.30000000
N
N
N
N
N
N
N/A
N/A
ETRS
N/A
2310.00000000
PA
USD
-498.24000000
-0.00001599679
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
Pioneer Natural Resources Co.
Pioneer Natural Resources Co.
Y
2025-04-17
0.00000000
USD
0.00000000
USD
2310.00000000
USD
-498.24000000
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189T107
26947.00000000
NS
USD
785235.58000000
0.025211255946
Long
EC
CORP
US
N
1
N
N
MaxLinear, Inc.
549300EMOI0SM2IY4F64
MaxLinear, Inc., Class A
57776J100
3432.00000000
NS
USD
71351.28000000
0.002290848030
Long
EC
CORP
US
N
1
N
N
N
Barnes Group, Inc.
G1MSYD2DQZX30V5DMX12
Barnes Group, Inc.
067806109
1433.00000000
NS
USD
49753.76000000
0.001597424785
Long
EC
CORP
US
N
1
N
N
N
Buckle, Inc. (The)
5299007IU0461T3GDL34
Buckle, Inc. (The)
118440106
1709.00000000
NS
USD
63899.51000000
0.002051596925
Long
EC
CORP
US
N
1
N
N
Outset Medical, Inc.
N/A
Outset Medical, Inc.
690145107
2949.00000000
NS
USD
7460.97000000
0.000239546486
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
4.00000000
NC
USD
3050.00000000
0.000097925173
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
N/A
3 Month SOFR
250000.00000000
96.75000000
USD
2026-06-12
XXXX
-3159.28000000
N
N
N
N-able, Inc.
N/A
N-able, Inc.
62878D100
2695.00000000
NS
USD
33040.70000000
0.001060825013
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610105
19767.00000000
NS
USD
674252.37000000
0.021647960823
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TXV2
105274.02000000
PA
USD
96634.14000000
0.003102595066
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
7106.00000000
NS
USD
78166.00000000
0.002509645617
Long
EC
CORP
US
N
1
N
N
N
Desktop Metal, Inc.
254900C3ZY0EFO5PGJ27
Desktop Metal, Inc., Class A
25058X105
12088.00000000
NS
USD
9457.65000000
0.000303653121
Long
EC
CORP
US
N
1
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd.
335934AV7
430000.00000000
PA
USD
444265.25000000
0.014263853054
Long
DBT
CORP
CA
Y
2
2029-03-01
Fixed
9.37500000
N
N
N
N
N
N
Flowserve Corp.
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34354P105
4166.00000000
NS
USD
196468.56000000
0.006307940289
Long
EC
CORP
US
N
1
N
N
N
ProFrac Holding Corp.
N/A
ProFrac Holding Corp., Class A
74319N100
123.00000000
NS
USD
894.21000000
0.000028710055
Long
EC
CORP
US
N
1
N
N
Berry Global Group, Inc.
549300G6KKUMMXM8NH73
Berry Global Group, Inc.
08579W103
4490.00000000
NS
USD
254313.60000000
0.008165148681
Long
EC
CORP
US
N
1
N
N
N
Home BancShares, Inc.
N/A
Home BancShares, Inc.
436893200
7663.00000000
NS
USD
181459.84000000
0.005826061104
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XKGX2
112381.81000000
PA
USD
103602.35000000
0.003326320697
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
53598.42000000
0.001720863801
Long
EC
CORP
IL
N
1
N
N
N
Carriage Services, Inc.
N/A
Carriage Services, Inc., Class A
143905107
685.00000000
NS
USD
17522.30000000
0.000562581728
Long
EC
CORP
US
N
1
N
N
N
Enterprise Bancorp, Inc.
N/A
Enterprise Bancorp, Inc.
293668109
402.00000000
NS
USD
9768.60000000
0.000313636673
Long
EC
CORP
US
N
1
N
N
N
Fastly, Inc.
549300E2FZC83FJ3H565
Fastly, Inc., Class A
31188V100
5029.00000000
NS
USD
63616.85000000
0.002042521669
Long
EC
CORP
US
N
1
N
N
N
Vail Resorts, Inc.
529900PSZHRNU9HKH870
Vail Resorts, Inc.
91879Q109
1540.00000000
NS
USD
291629.80000000
0.009363245523
Long
EC
CORP
US
N
1
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QFG86
2119356.63100000
PA
USD
1733774.17000000
0.055665618659
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
2.00000000
N
N
N
N
N
N
Eastman Chemical Co.
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co.
277432100
4375.00000000
NS
USD
413175.00000000
0.013265650387
Long
EC
CORP
US
N
1
N
N
N
Brixmor Property Group, Inc.
5299007UXW6Y0W2EGZ95
Brixmor Property Group, Inc.
11120U105
11535.00000000
NS
USD
254923.50000000
0.008184730505
Long
EC
CORP
US
N
1
N
N
N
StoneX Group, Inc.
549300JUF07L8VF02M60
StoneX Group, Inc.
861896108
1043.00000000
NS
USD
75721.80000000
0.002431170631
Long
EC
CORP
US
N
1
N
N
N
Cable One, Inc.
549300648QS85T0XSH18
Cable One, Inc.
12685J105
246.00000000
NS
USD
96887.10000000
0.003110716755
Long
EC
CORP
US
N
1
N
N
South Plains Financial, Inc.
549300SNEBP48642N493
South Plains Financial, Inc.
83946P107
426.00000000
NS
USD
11041.92000000
0.000354518667
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156109
3537.00000000
NS
USD
611830.26000000
0.019643798210
Long
EC
CORP
US
N
1
N
N
N
Ferguson plc
213800DU1LGY3R2S2X42
Ferguson plc
N/A
10810.00000000
NS
USD
2269019.00000000
0.072850518002
Long
EC
CORP
JE
N
1
N
N
N
Ivanhoe Electric, Inc.
N/A
Ivanhoe Electric, Inc.
46578C108
1320.00000000
NS
USD
13332.00000000
0.000428045382
Long
EC
CORP
US
N
1
N
N
N
374Water, Inc.
N/A
374Water, Inc.
88583P104
4250.00000000
NS
USD
6332.50000000
0.000203315135
Long
EC
CORP
US
N
1
N
N
FTAI Aviation Ltd.
N/A
FTAI Aviation Ltd.
N/A
4391.00000000
NS
USD
308292.11000000
0.009898215885
Long
EC
CORP
KY
N
1
N
N
Burlington Stores, Inc.
5299003Z37DVGKKC1W09
Burlington Stores, Inc.
122017106
2630.00000000
NS
USD
473242.20000000
0.015194204813
Long
EC
CORP
US
N
1
N
N
N
Alkami Technology, Inc.
N/A
Alkami Technology, Inc.
01644J108
151.00000000
NS
USD
3634.57000000
0.000116693737
Long
EC
CORP
US
N
1
N
N
Metropolitan Bank Holding Corp.
N/A
Metropolitan Bank Holding Corp.
591774104
250.00000000
NS
USD
9925.00000000
0.000318658147
Long
EC
CORP
US
N
1
N
N
EMCOR Group, Inc.
529900X0SQJB2J7YDU43
EMCOR Group, Inc.
29084Q100
1850.00000000
NS
USD
660764.50000000
0.021214910982
Long
EC
CORP
US
N
1
N
N
N
Tri Pointe Homes, Inc.
N/A
Tri Pointe Homes, Inc.
87265H109
4421.00000000
NS
USD
162913.85000000
0.005230612155
Long
EC
CORP
US
N
1
N
N
N
Booz Allen Hamilton Holding Corp.
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp., Class A
099502106
5172.00000000
NS
USD
763749.24000000
0.024521402314
Long
EC
CORP
US
N
1
N
N
N
V2X, Inc.
N/A
V2X, Inc.
92242T101
447.00000000
NS
USD
21715.26000000
0.000697203478
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
36628.00000000
NS
USD
6461911.76000000
0.207470108890
Long
EC
CORP
US
N
1
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272W109
3184.00000000
NS
USD
91444.48000000
0.002935972654
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179UQ70
149747.73000000
PA
USD
145140.87000000
0.004659981940
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
93390.63000000
0.002998456942
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
2830.00000000
NS
USD
15451.80000000
0.000496104983
Long
EC
CORP
CA
N
1
N
N
N
Limoneira Co.
549300UCPZVJGYHI7550
Limoneira Co.
532746104
1239.00000000
NS
USD
24507.42000000
0.000786850282
Long
EC
CORP
US
N
1
N
N
Cutera, Inc.
529900NPKPEWJWR21Z42
Cutera, Inc.
232109108
659.00000000
NS
USD
1594.78000000
0.000051202986
Long
EC
CORP
US
N
1
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBE3
540000.00000000
PA
USD
553836.26000000
0.017781807217
Long
DBT
CORP
LU
N
2
2027-11-29
Fixed
6.55000000
N
N
N
N
N
N
Tyra Biosciences, Inc.
N/A
Tyra Biosciences, Inc.
90240B106
97.00000000
NS
USD
1658.70000000
0.000053255241
Long
EC
CORP
US
N
1
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475BQ7
1460000.00000000
PA
USD
1460301.49000000
0.046885336785
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
163.00000000
NS
USD
15566.50000000
0.000499787612
Long
EC
CORP
PA
N
1
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284V101
11762.00000000
NS
USD
911790.24000000
0.029274497610
Long
EC
CORP
US
N
1
N
N
N
Home Bancorp, Inc.
N/A
Home Bancorp, Inc.
43689E107
319.00000000
NS
USD
11165.00000000
0.000358470349
Long
EC
CORP
US
N
1
N
N
N
Pediatrix Medical Group, Inc.
N/A
Pediatrix Medical Group, Inc.
58502B106
4324.00000000
NS
USD
38353.88000000
0.001231413234
Long
EC
CORP
US
N
1
N
N
N
Clarivate plc
549300WDHIIODXFO0R55
Clarivate plc
N/A
17196.00000000
NS
USD
116244.96000000
0.003732232101
Long
EC
CORP
JE
N
1
N
N
Thryv Holdings, Inc.
N/A
Thryv Holdings, Inc.
886029206
509.00000000
NS
USD
11712.09000000
0.000376035556
Long
EC
CORP
US
N
1
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F030652
600000.00000000
PA
USD
495352.96000000
0.015904106457
Long
ABS-MBS
USGSE
US
N
2
2054-05-25
Fixed
3.00000000
N
N
N
N
N
N
Moderna, Inc.
549300EI6OKH5K5Q2G38
Moderna, Inc.
60770K107
13582.00000000
NS
USD
1498230.42000000
0.048103106313
Long
EC
CORP
US
N
1
N
N
Arch Resources, Inc.
W47HVZ7Q6FXL86RELH91
Arch Resources, Inc.
03940R107
723.00000000
NS
USD
114797.94000000
0.003685773188
Long
EC
CORP
US
N
1
N
N
N
Movado Group, Inc.
549300WCGCGPWGHVXM59
Movado Group, Inc.
624580106
662.00000000
NS
USD
16861.14000000
0.000541354119
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
240153.57000000
0.007710518058
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.74900000
N
N
N
N
N
N
Salesforce, Inc.
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466L302
37791.00000000
NS
USD
10163511.54000000
0.326315945532
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KYWP0
1127354.33300000
PA
USD
942307.97000000
0.030254318598
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
2.50000000
N
N
N
N
N
N
Dycom Industries, Inc.
549300F56EKTHQI3WT60
Dycom Industries, Inc.
267475101
1014.00000000
NS
USD
141980.28000000
0.004558506096
Long
EC
CORP
US
N
1
N
N
N
SITE Centers Corp.
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp.
82981J109
9093.00000000
NS
USD
122664.57000000
0.003938344044
Long
EC
CORP
US
N
1
N
N
N
SLM Corp.
N/A
SLM Corp.
78442P106
9987.00000000
NS
USD
211624.53000000
0.006794547173
Long
EC
CORP
US
N
1
N
N
N
Ibotta, Inc.
54930026OZD4IQ7YR615
Ibotta, Inc., Class A
451051106
381.00000000
NS
USD
38964.87000000
0.001251030054
Long
EC
CORP
US
N
1
N
N
N
Evolution Petroleum Corp.
549300P9ZXGJZ6SSM116
Evolution Petroleum Corp.
30049A107
2247.00000000
NS
USD
12133.80000000
0.000389575237
Long
EC
CORP
US
N
1
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp., Class A
00912X302
4485.00000000
NS
USD
225326.40000000
0.007234467829
Long
EC
CORP
US
N
1
N
N
N
Chewy, Inc.
254900NPQSTG9I422879
Chewy, Inc., Class A
16679L109
616.00000000
NS
USD
9233.84000000
0.000296467339
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620M106
23735.00000000
NS
USD
1612081.20000000
0.051758469401
Long
EC
CORP
US
N
1
N
N
N
Andersons, Inc. (The)
L38MWB8MVRFV7HVJPU11
Andersons, Inc. (The)
034164103
1125.00000000
NS
USD
61807.50000000
0.001984429566
Long
EC
CORP
US
N
1
N
N
Extra Space Storage, Inc.
N/A
Extra Space Storage, Inc.
30225T102
8419.00000000
NS
USD
1130503.32000000
0.036296634125
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd.
2549001E0HIPIJQ0W046
Garmin Ltd.
N/A
5510.00000000
NS
USD
796029.70000000
0.025557818595
Long
EC
CORP
CH
N
1
N
N
Customers Bancorp, Inc.
549300WLBCHYKZ53FN68
Customers Bancorp, Inc.
23204G100
526.00000000
NS
USD
24022.42000000
0.000771278574
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month SOFR
N/A
-104.00000000
NC
USD
-7150.00000000
-0.00022956229
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Written
N/A
3 Month SOFR
250000.00000000
97.12500000
USD
2024-12-13
XXXX
49294.10000000
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
0.000000001926
Long
ABS-MBS
CORP
US
Y
2
2057-10-25
Variable
2.75000040
N
N
N
N
N
N
Nuvectis Pharma, Inc.
N/A
Nuvectis Pharma, Inc.
67080T108
454.00000000
NS
USD
2760.32000000
0.000088624529
Long
EC
CORP
US
N
1
N
N
N
SoundHound AI, Inc.
N/A
SoundHound AI, Inc., Class A
836100107
5136.00000000
NS
USD
21776.64000000
0.000699174182
Long
EC
CORP
US
N
1
N
N
DR Horton, Inc.
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331A109
12135.00000000
NS
USD
1729116.15000000
0.055516065407
Long
EC
CORP
US
N
1
N
N
N
Dynavax Technologies Corp.
549300T5URIXWDILX594
Dynavax Technologies Corp.
268158201
7087.00000000
NS
USD
80579.19000000
0.002587124978
Long
EC
CORP
US
N
1
N
N
Akebia Therapeutics, Inc.
549300CBQEHMKEEGNX42
Akebia Therapeutics, Inc.
00972D105
33180.00000000
NS
USD
41806.80000000
0.001342274805
Long
EC
CORP
US
N
1
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F050650
3200000.00000000
PA
USD
3032024.48000000
0.097348040701
Long
ABS-MBS
USGSE
US
N
2
2054-05-25
Fixed
5.00000000
N
N
N
N
N
N
Sirius XM Holdings, Inc.
54930055RWDMVXAGZK98
Sirius XM Holdings, Inc.
82968B103
22804.00000000
NS
USD
67043.76000000
0.002152548147
Long
EC
CORP
US
N
1
N
N
Kratos Defense & Security Solutions, Inc.
5493000EKBN0UY1F3F88
Kratos Defense & Security Solutions, Inc.
50077B207
5907.00000000
NS
USD
105262.74000000
0.003379630199
Long
EC
CORP
US
N
1
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc., Class A
98138H101
11336.00000000
NS
USD
2774259.28000000
0.089072072830
Long
EC
CORP
US
N
1
N
N
N
MiMedx Group, Inc.
N/A
MiMedx Group, Inc.
602496101
3993.00000000
NS
USD
24596.88000000
0.000789722540
Long
EC
CORP
US
N
1
N
N
N
Tenaya Therapeutics, Inc.
N/A
Tenaya Therapeutics, Inc.
87990A106
233.00000000
NS
USD
1057.82000000
0.000033963018
Long
EC
CORP
US
N
1
N
N
N
Align Technology, Inc.
549300N5YSE0U3LCP840
Align Technology, Inc.
016255101
3025.00000000
NS
USD
854199.50000000
0.027425453930
Long
EC
CORP
US
N
1
N
N
N
CCC Intelligent Solutions Holdings, Inc.
N/A
CCC Intelligent Solutions Holdings, Inc.
12510Q100
8808.00000000
NS
USD
98825.76000000
0.003172960564
Long
EC
CORP
US
N
1
N
N
N
Alkermes plc
N/A
Alkermes plc
N/A
7596.00000000
NS
USD
186405.84000000
0.005984860418
Long
EC
CORP
IE
N
1
N
N
N
Victoria's Secret & Co.
5493006T3O70U3UWVF17
Victoria's Secret & Co.
926400102
2255.00000000
NS
USD
39733.10000000
0.001275695318
Long
EC
CORP
US
N
1
N
N
N
Compass Minerals International, Inc.
2549008X9G8XP7YJGC47
Compass Minerals International, Inc.
20451N101
1282.00000000
NS
USD
15960.90000000
0.000512450461
Long
EC
CORP
US
N
1
N
N
N
AngioDynamics, Inc.
549300W3VKC5ZKMO8C28
AngioDynamics, Inc.
03475V101
1439.00000000
NS
USD
8331.81000000
0.000267506210
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAN2
710000.00000000
PA
USD
713759.36000000
0.022916396515
Long
DBT
CORP
US
N
2
2027-06-08
Variable
6.04700000
N
N
N
N
N
N
Veracyte, Inc.
529900ESWZRHXOW27Z37
Veracyte, Inc.
92337F107
3372.00000000
NS
USD
65990.04000000
0.002118716765
Long
EC
CORP
US
N
1
N
N
Fennec Pharmaceuticals, Inc.
5299003IE70ITO2CBM73
Fennec Pharmaceuticals, Inc.
31447P100
1203.00000000
NS
USD
11043.54000000
0.000354570679
Long
EC
CORP
CA
N
1
N
N
N
Piper Sandler Cos.
QUQDBTUSOAKFEVMRMF78
Piper Sandler Cos.
724078100
1115.00000000
NS
USD
218305.85000000
0.007009061737
Long
EC
CORP
US
N
1
N
N
N
National Fuel Gas Co.
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co.
636180101
3316.00000000
NS
USD
176079.60000000
0.005653319813
Long
EC
CORP
US
N
1
N
N
N
Sensata Technologies Holding plc
529900MS7KFYCY9MS037
Sensata Technologies Holding plc
N/A
5394.00000000
NS
USD
206644.14000000
0.006634643712
Long
EC
CORP
GB
N
1
N
N
N
Stagwell, Inc.
549300KIYTU6J3NYJ009
Stagwell, Inc., Class A
85256A109
2922.00000000
NS
USD
17385.90000000
0.000558202386
Long
EC
CORP
US
N
1
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAQ7
150000.00000000
PA
USD
151212.56000000
0.004854923349
Long
DBT
CORP
CA
Y
2
2031-01-15
Fixed
6.75000000
N
N
N
N
N
PRKCM Trust
N/A
PRKCM Trust, Series 2021-AFC2, Class A1
69361JAA4
0.02000000
PA
USD
0.02000000
0.000000000642
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
1981250.00000000
0.063611229695
Long
ABS-MBS
CORP
US
Y
2
2039-01-17
Floating
6.31098000
N
N
N
N
N
N
Ranpak Holdings Corp.
5493000Z9EZR9DCYOO86
Ranpak Holdings Corp., Class A
75321W103
2494.00000000
NS
USD
18056.56000000
0.000579735008
Long
EC
CORP
US
N
1
N
N
Lamar Advertising Co.
529900Y8WW4MKVPTB543
Lamar Advertising Co., Class A
512816109
3662.00000000
NS
USD
424242.70000000
0.013620996762
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCT6
270000.00000000
PA
USD
258546.50000000
0.008301052768
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
5170.00000000
NS
USD
341478.50000000
0.010963718510
Long
EC
CORP
US
N
1
N
N
N
Envista Holdings Corp.
549300BX623VURJZ5269
Envista Holdings Corp.
29415F104
5885.00000000
NS
USD
115816.80000000
0.003718485333
Long
EC
CORP
US
N
1
N
N
N
National Storage Affiliates Trust
529900FS06O8GOYNR108
National Storage Affiliates Trust
637870106
3279.00000000
NS
USD
114896.16000000
0.003688926700
Long
EC
CORP
US
N
1
N
N
N
Graham Holdings Co.
529900BOSCEEEMAFQJ29
Graham Holdings Co., Class B
384637104
161.00000000
NS
USD
112920.57000000
0.003625497194
Long
EC
CORP
US
N
1
N
N
N
Gritstone bio, Inc.
5493003TER6KY3MUVY84
Gritstone bio, Inc.
39868T105
6273.00000000
NS
USD
5018.40000000
0.000161123833
Long
EC
CORP
US
N
1
N
N
Valaris Ltd.
N/A
Valaris Ltd.
N/A
1790.00000000
NS
USD
116457.40000000
0.003739052830
Long
EC
CORP
BM
N
1
N
N
CWABS, Inc. Asset-Backed Certificates Trust
N/A
CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-6, Class 1A1
126673AW2
661848.24000000
PA
USD
639843.71000000
0.020543215246
Long
ABS-O
CORP
US
N
2
2034-12-25
Floating
5.97133080
N
N
N
N
N
N
Noble Corp. plc
549300I3HBUNXO0OG954
Noble Corp. plc
N/A
4180.00000000
NS
USD
185508.40000000
0.005956046658
Long
EC
CORP
GB
N
1
N
N
H&R Block, Inc.
549300CE3KUCWLZBG404
H&R Block, Inc.
093671105
5500.00000000
NS
USD
259765.00000000
0.008340174678
Long
EC
CORP
US
N
1
N
N
N
LCI Industries
549300E1B98YNJ1WIQ04
LCI Industries
50189K103
1139.00000000
NS
USD
118433.22000000
0.003802489721
Long
EC
CORP
US
N
1
N
N
N
Concrete Pumping Holdings, Inc.
N/A
Concrete Pumping Holdings, Inc.
206704108
980.00000000
NS
USD
6517.00000000
0.000209238805
Long
EC
CORP
US
N
1
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408103
79701.00000000
NS
USD
2647667.22000000
0.085007630379
Long
EC
CORP
US
N
1
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565104
6058.00000000
NS
USD
434419.18000000
0.013947729081
Long
EC
CORP
US
N
1
N
N
N
Valmont Industries, Inc.
5493009ZGZJJ8F77JN08
Valmont Industries, Inc.
920253101
761.00000000
NS
USD
155852.80000000
0.005003905746
Long
EC
CORP
US
N
1
N
N
N
Automatic Data Processing, Inc.
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc.
053015AG8
650000.00000000
PA
USD
572666.51000000
0.018386382792
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
1.70000000
N
N
N
N
N
Coty, Inc.
549300BO9IWPF3S48F93
Coty, Inc., Class A
222070203
16806.00000000
NS
USD
192260.64000000
0.006172838224
Long
EC
CORP
US
N
1
N
N
Olo, Inc.
N/A
Olo, Inc., Class A
68134L109
6820.00000000
NS
USD
32736.00000000
0.001051042127
Long
EC
CORP
US
N
1
N
N
N
Jefferies Financial Group, Inc.
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233W109
9283.00000000
NS
USD
399725.98000000
0.012833847888
Long
EC
CORP
US
N
1
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23329PAG5
1470000.00000000
PA
USD
1348509.47000000
0.043296073510
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
1466270.12000000
0.047076969286
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.50000000
N
N
N
N
N
N
PetIQ, Inc.
549300GROACFGKVYOX14
PetIQ, Inc., Class A
71639T106
753.00000000
NS
USD
12288.96000000
0.000394556899
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QPJ24
81668.21000000
PA
USD
78186.45000000
0.002510302198
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
5.00000000
N
N
N
N
N
N
SANTANDER US CAPITAL MARKETS LLC
549300LGG2RLWD21SU97
Treasury Repurchase Agreement
N/A
10000000.00000000
PA
USD
10000000.00000000
0.321066143574
Long
RA
CORP
US
N
2
Repurchase
Y
5.31000000
2024-05-01
10834130.00000000
USD
10201504.86210000
USD
UST
N
N
Chicago Atlantic Real Estate Finance, Inc.
N/A
Chicago Atlantic Real Estate Finance, Inc.
167239102
80.00000000
NS
USD
1259.20000000
0.000040428648
Long
EC
CORP
US
N
1
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769GAB6
60000.00000000
PA
USD
60421.39000000
0.001939926267
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
7.00000000
N
N
N
N
N
N
Anavex Life Sciences Corp.
549300K1I5L8COCQ8W36
Anavex Life Sciences Corp.
032797300
5955.00000000
NS
USD
21735.75000000
0.000697861343
Long
EC
CORP
US
N
1
N
N
United Mexican States
254900EGTWEU67VP6075
Mex Bonos Desarr Fix Rt, Series M
N/A
26410000.00000000
PA
1261904.90000000
0.040515493980
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
7.99999920
N
N
N
N
N
N
Gyre Therapeutics, Inc.
549300TE6BBPJ0S88K48
Gyre Therapeutics, Inc.
403783103
63.00000000
NS
USD
982.80000000
0.000031554380
Long
EC
CORP
US
N
1
N
N
N
Treace Medical Concepts, Inc.
N/A
Treace Medical Concepts, Inc.
89455T109
1929.00000000
NS
USD
20003.73000000
0.000642252044
Long
EC
CORP
US
N
1
N
N
N
ProAssurance Corp.
54930015E5J57R675E89
ProAssurance Corp.
74267C106
533.00000000
NS
USD
7120.88000000
0.000228627348
Long
EC
CORP
US
N
1
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CW7
130000.00000000
PA
USD
123682.51000000
0.003971026651
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.05000000
N
N
N
N
N
N/A
N/A
3 Month SOFR
N/A
22.00000000
NC
USD
20900.00000000
0.000671028240
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
3 Month SOFR
3 Month SOFR
250000.00000000
96.62500000
USD
2026-09-11
XXXX
-15726.04000000
N
N
N
Iridium Communications, Inc.
549300U620NVQ4J1CT96
Iridium Communications, Inc.
46269C102
5623.00000000
NS
USD
173132.17000000
0.005558687815
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
3279.00000000
NS
USD
33806.49000000
0.001085411937
Long
EC
CORP
US
N
1
N
N
N
Upwork, Inc.
5493004QJ6WWBXVE2S70
Upwork, Inc.
91688F104
3578.00000000
NS
USD
41862.60000000
0.001344066354
Long
EC
CORP
US
N
1
N
N
N
American Vanguard Corp.
529900GWI78WZA5M9783
American Vanguard Corp.
030371108
1177.00000000
NS
USD
13406.03000000
0.000430422235
Long
EC
CORP
US
N
1
N
N
N
Rocky Brands, Inc.
5299004HQ6GCTW838N96
Rocky Brands, Inc.
774515100
205.00000000
NS
USD
5282.85000000
0.000169614427
Long
EC
CORP
US
N
1
N
N
N
Terns Pharmaceuticals, Inc.
254900S1ZDQMF4MYP709
Terns Pharmaceuticals, Inc.
880881107
3044.00000000
NS
USD
15372.20000000
0.000493549297
Long
EC
CORP
US
N
1
N
N
N
CompX International, Inc.
N/A
CompX International, Inc.
20563P101
75.00000000
NS
USD
2361.75000000
0.000075827796
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
994800.00000000
0.031939659962
Long
ABS-MBS
CORP
US
Y
2
2042-04-25
Floating
8.23002120
N
N
N
N
N
N
CareTrust REIT, Inc.
5493001NVXE2B9GPLU96
CareTrust REIT, Inc.
14174T107
5311.00000000
NS
USD
131287.92000000
0.004215210617
Long
EC
CORP
US
N
1
N
N
N
Cabot Corp.
K05C0SER542GQ6VLRO68
Cabot Corp.
127055101
2054.00000000
NS
USD
187386.42000000
0.006016343522
Long
EC
CORP
US
N
1
N
N
Embecta Corp.
549300RPG8GXVDHNXZ62
Embecta Corp.
29082K105
2565.00000000
NS
USD
25983.45000000
0.000834240608
Long
EC
CORP
US
N
1
N
N
Roku, Inc.
549300KR6ITU0YIR1T71
Roku, Inc., Class A
77543R102
5001.00000000
NS
USD
288357.66000000
0.009258188186
Long
EC
CORP
US
N
1
N
N
N
Mountain View CLO XVI Ltd.
549300MWKXOHYV7Z8O91
Mountain View CLO XVI Ltd., Series 2022-1A, Class A1R
62432UAN1
470000.00000000
PA
USD
469981.20000000
0.015089505143
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-15
Floating
6.78855960
N
N
N
N
N
N
Carnival Holdings Bermuda Ltd.
N/A
Carnival Holdings Bermuda Ltd.
14366RAA7
400000.00000000
PA
USD
433706.80000000
0.013924856971
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
10.37500000
N
N
N
N
N
N
Taboola.com Ltd.
984500F5945AFAFFCB30
Taboola.com Ltd.
N/A
688.00000000
NS
USD
2889.60000000
0.000092775272
Long
EC
CORP
IL
N
1
N
N
N
Kemper Corp.
549300FNI1JKTRY2PV09
Kemper Corp.
488401100
2243.00000000
NS
USD
130789.33000000
0.004199202580
Long
EC
CORP
US
N
1
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MQ1
1070000.00000000
PA
USD
1042628.38000000
0.033475267314
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
5357.00000000
NS
USD
80622.85000000
0.002588526753
Long
EC
CORP
US
N
1
N
N
Upstart Holdings, Inc.
549300WNB47JRNENIC75
Upstart Holdings, Inc.
91680M107
3412.00000000
NS
USD
75507.56000000
0.002424292109
Long
EC
CORP
US
N
1
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
210000.00000000
PA
USD
133396.58000000
0.004282912550
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
1390.00000000
NS
USD
297223.70000000
0.009542846713
Long
EC
CORP
US
N
1
N
N
N
Pagseguro Digital Ltd.
N/A
Pagseguro Digital Ltd., Class A
N/A
5260.00000000
NS
USD
65487.00000000
0.002102565854
Long
EC
CORP
KY
N
1
N
N
N
Cloudflare, Inc.
5493007DY18BGNLDWU14
Cloudflare, Inc., Class A
18915M107
11921.00000000
NS
USD
1041895.40000000
0.033451733808
Long
EC
CORP
US
N
1
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc., Class A
852234103
22382.00000000
NS
USD
1633886.00000000
0.052458547706
Long
EC
CORP
US
N
1
N
N
N
Monolithic Power Systems, Inc.
529900TB7O85LSZ1XU31
Monolithic Power Systems, Inc.
609839105
1878.00000000
NS
USD
1257001.74000000
0.040358070112
Long
EC
CORP
US
N
1
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc., Class A
98978V103
18738.00000000
NS
USD
2983839.12000000
0.095800971930
Long
EC
CORP
US
N
1
N
N
N
Lazard, Inc.
254900RIBCDJSUFG1A11
Lazard, Inc.
52110M109
4647.00000000
NS
USD
178909.50000000
0.005744178321
Long
EC
CORP
US
N
1
N
N
N
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
254900ZZRL7MWL1X8E92
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
41068X100
4703.00000000
NS
USD
117622.03000000
0.003776445157
Long
EC
CORP
US
N
1
N
N
PotlatchDeltic Corp.
54930084YA8UJOTXDM59
PotlatchDeltic Corp.
737630103
3509.00000000
NS
USD
140395.09000000
0.004507611012
Long
EC
CORP
US
N
1
N
N
N
BankUnited, Inc.
96OVUWEW5D4YX6PFXD91
BankUnited, Inc.
06652K103
383.00000000
NS
USD
10237.59000000
0.000328694354
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
1140000.00000000
PA
USD
926937.42000000
0.029760822277
Long
ABS-MBS
CORP
US
Y
2
2044-03-11
Variable
3.66704280
N
N
N
N
N
N
N/A
N/A
ETRSI
N/A
77273899.87000000
PA
USD
1476142.07000000
0.047393924178
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
S&P 500 Total Return Index
S&P 500 Total Return Index
Y
2024-12-12
0.00000000
USD
0.00000000
USD
77273899.87000000
USD
1476142.07000000
N
N
N
Rush Street Interactive, Inc.
N/A
Rush Street Interactive, Inc.
782011100
4072.00000000
NS
USD
26020.08000000
0.000835416674
Long
EC
CORP
US
N
1
N
N
N
Palo Alto Networks, Inc.
549300QXR2YVZV231H43
Palo Alto Networks, Inc.
697435105
12399.00000000
NS
USD
3606745.11000000
0.115800374332
Long
EC
CORP
US
N
1
N
N
N
BrightView Holdings, Inc.
549300F8QN8YHVI7L866
BrightView Holdings, Inc.
10948C107
1229.00000000
NS
USD
13826.25000000
0.000443914076
Long
EC
CORP
US
N
1
N
N
Applied Industrial Technologies, Inc.
549300NU173IJRC6PO38
Applied Industrial Technologies, Inc.
03820C105
1589.00000000
NS
USD
291184.25000000
0.009348940421
Long
EC
CORP
US
N
1
N
N
N
Owens & Minor, Inc.
549300LMT5KQQXCEZ733
Owens & Minor, Inc.
690732102
1872.00000000
NS
USD
46313.28000000
0.001486962620
Long
EC
CORP
US
N
1
N
N
iRobot Corp.
5493009PRNKOUKBAT390
iRobot Corp.
462726100
1250.00000000
NS
USD
10700.00000000
0.000343540773
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622ABUF7
82971.77000000
PA
USD
70938.78000000
0.002277604052
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJM4
13830000.00000000
PA
USD
13565825.43000000
0.435552725521
Long
DBT
UST
US
N
2
2030-11-30
Fixed
4.37500000
N
N
N
N
N
N
HomeStreet, Inc.
N/A
HomeStreet, Inc.
43785V102
90.00000000
NS
USD
1102.50000000
0.000035397542
Long
EC
CORP
US
N
1
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444U700
3876.00000000
NS
USD
2756262.36000000
0.088494252660
Long
EC
CORP
US
N
1
N
N
N
Canadian Pacific Kansas City Ltd.
N/A
Canadian Pacific Kansas City Ltd.
13646K108
914.00000000
NS
USD
71685.02000000
0.002301563292
Long
EC
CORP
CA
N
1
N
N
N
AEON Biopharma, Inc.
N/A
AEON Biopharma, Inc.
00791X100
3646.00000000
NS
USD
14037.10000000
0.000450683756
Long
EC
CORP
US
N
1
N
N
Marine Products Corp.
N/A
Marine Products Corp.
568427108
273.00000000
NS
USD
2934.75000000
0.000094224886
Long
EC
CORP
US
N
1
N
N
N
Sunrun, Inc.
54930007SJ77CI66U531
Sunrun, Inc.
86771W105
7052.00000000
NS
USD
72565.08000000
0.002329819039
Long
EC
CORP
US
N
1
N
N
eBay, Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642103
21010.00000000
NS
USD
1082855.40000000
0.034766820732
Long
EC
CORP
US
N
1
N
N
N
Sotera Health Co.
N/A
Sotera Health Co.
83601L102
2432.00000000
NS
USD
27238.40000000
0.000874532804
Long
EC
CORP
US
N
1
N
N
N
Foundation Finance Trust
549300MQ65NOVQXYNB21
Foundation Finance Trust, Series 2021-1A, Class A
35041LAA8
701688.89000000
PA
USD
631854.99000000
0.020286724493
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
4789.00000000
NS
USD
396720.76000000
0.012737360448
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
3611.00000000
NS
USD
2377265.74000000
0.076325954339
Long
EC
CORP
US
N
1
N
N
N
eHealth, Inc.
5299003O8Y5OKXUZQ421
eHealth, Inc.
28238P109
426.00000000
NS
USD
1823.28000000
0.000058539347
Long
EC
CORP
US
N
1
N
N
N
Virtu Financial, Inc.
5493001OPW2K42CH3884
Virtu Financial, Inc., Class A
928254101
4122.00000000
NS
USD
89447.40000000
0.002871853177
Long
EC
CORP
US
N
1
N
N
N
Hillenbrand, Inc.
U246OE781574J2BUD366
Hillenbrand, Inc.
431571108
3006.00000000
NS
USD
143446.32000000
0.004605575677
Long
EC
CORP
US
N
1
N
N
Plymouth Industrial REIT, Inc.
N/A
Plymouth Industrial REIT, Inc.
729640102
1214.00000000
NS
USD
25348.32000000
0.000813848734
Long
EC
CORP
US
N
1
N
N
N
Masterbrand, Inc.
549300E0Y4BR5Z9RDZ64
Masterbrand, Inc.
57638P104
6059.00000000
NS
USD
101003.53000000
0.003242881386
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Cassava Sciences, Inc.
14817C115
80.00000000
NS
USD
21.61000000
0.000000693823
N/A
DO
US
N
1
Cassava Sciences, Inc.
529900XA0UG5JXABYF08
Call
Purchased
Cassava Sciences, Inc.
Cassava Sciences, Inc.
1.50000000
33.00000000
USD
2024-11-15
XXXX
21.61000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XNNH3
587525.33600000
PA
USD
458933.18000000
0.014734790626
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
1.50000000
N
N
N
N
N
N
Neumora Therapeutics, Inc.
N/A
Neumora Therapeutics, Inc.
640979100
1951.00000000
NS
USD
17734.59000000
0.000569397641
Long
EC
CORP
US
N
1
N
N
N
Tandem Diabetes Care, Inc.
549300JEPFOD0K4D3I05
Tandem Diabetes Care, Inc.
875372203
3023.00000000
NS
USD
110913.87000000
0.003561068850
Long
EC
CORP
US
N
1
N
N
N
Linde plc
5299003QR1WT0EF88V51
Linde plc
N/A
20068.00000000
NS
USD
8849185.28000000
0.284117379162
Long
EC
CORP
IE
N
1
N
N
N
Cambium Networks Corp.
549300OYSIGK6OT5WL04
Cambium Networks Corp.
N/A
212.00000000
NS
USD
718.68000000
0.000023074381
Long
EC
CORP
KY
N
1
N
N
N
Sportsman's Warehouse Holdings, Inc.
549300JVV8YLQSRSF462
Sportsman's Warehouse Holdings, Inc.
84920Y106
1596.00000000
NS
USD
5107.20000000
0.000163974900
Long
EC
CORP
US
N
1
N
N
Verve Therapeutics, Inc.
N/A
Verve Therapeutics, Inc.
92539P101
2510.00000000
NS
USD
15085.10000000
0.000484331488
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
1857885.16000000
0.059650402352
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
2266.00000000
NS
USD
57624.38000000
0.001850123746
Long
EC
CORP
US
N
1
N
N
Best Buy Co., Inc.
HL5XPTVRV0O8TUN5LL90
Best Buy Co., Inc.
086516101
7621.00000000
NS
USD
561210.44000000
0.018018567170
Long
EC
CORP
US
N
1
N
N
FHLMC STACR REMIC Trust
5493000ISUYHCRLRBE46
FHLMC STACR REMIC Trust, Series 2021-DNA3, Class M2
35564KEL9
3153000.00000000
PA
USD
3220997.91000000
0.103415337742
Long
ABS-MBS
CORP
US
Y
2
2033-10-25
Floating
7.43001840
N
N
N
N
N
N
2024-05-30
Nationwide Mutual Funds
David Majewski
David Majewski
Treasurer