0001752724-23-165846.txt : 20230727
0001752724-23-165846.hdr.sgml : 20230727
20230727135203
ACCESSION NUMBER: 0001752724-23-165846
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230531
FILED AS OF DATE: 20230727
DATE AS OF CHANGE: 20230727
PERIOD START: 20230531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Guggenheim Active Allocation Fund
CENTRAL INDEX KEY: 0001864208
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23702
FILM NUMBER: 231117215
BUSINESS ADDRESS:
STREET 1: 227 W. MONROE STREET
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 800-345-7999
MAIL ADDRESS:
STREET 1: 227 W. MONROE STREET
CITY: CHICAGO
STATE: IL
ZIP: 60606
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001864208
XXXXXXXX
Guggenheim Active Allocation Fund
811-23702
0001864208
549300WVFF2XZ68PVT94
227 West Monroe Street
Chicago
60606
312-827-0100
Guggenheim Active Allocation Fund
549300WVFF2XZ68PVT94
2023-05-31
2023-05-31
N
724041060.78
202825700.47
521215360.31
0.00000000
0.00000000
49246650.91000000
0.00000000
0.00000000
0.00000000
147256167.68000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
5318737.05000000
CAD
EUR
GBP
USD
N
Portfolio (ExDerivative)
N/A
Argo Group International Holdi
549300M4T8Y5TTWI6O03
Argo Group International Holdings Ltd.
N/A
371.00000000
NS
USD
10874.01000000
0.002086279650
Long
EC
CORP
US
N
1
N
N
N
Surmodics Inc
549300H76KXCAAGUS878
Surmodics, Inc.
868873100
80.00000000
NS
USD
1466.40000000
0.000281342437
Long
EC
CORP
US
N
1
N
N
N
StepStone Group Inc
N/A
StepStone Group, Inc.
85914M107
527.00000000
NS
USD
11335.77000000
0.002174872588
Long
EC
CORP
US
N
1
N
N
N
Open Lending Corp
N/A
Open Lending Corp.
68373J104
1223.00000000
NS
USD
12401.22000000
0.002379289051
Long
EC
CORP
US
N
1
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group, Inc.
57667L107
5697.00000000
NS
USD
196546.50000000
0.037709268560
Long
EC
CORP
US
N
1
N
N
N
MAGIC ACQUIRECO INC
549300H9LWMBP7HYLR98
Michaels Stores, Inc.
N/A
1014672.54810000
PA
USD
889746.06000000
0.170706032046
Long
LON
CORP
US
N
2
2028-04-15
Variable
9.41000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-2922128.70000000
PA
USD
-2922128.70000000
-0.56063748740
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
N/A
5000000.00000000
USD
4044500.00000000
USD
CDS
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466L302
1292.00000000
NS
USD
288606.96000000
0.055371921469
Long
EC
CORP
US
N
1
N
N
N
Fossil Group Inc
DDMY8YZ6L8UEMS1FDM73
Fossil Group, Inc.
34988V106
284.00000000
NS
USD
576.52000000
0.000110610707
Long
EC
CORP
US
N
1
N
N
N
OrthoPediatrics Corp
5493000KUTPFGOPAT717
OrthoPediatrics Corp.
68752L100
80.00000000
NS
USD
3456.00000000
0.000663065646
Long
EC
CORP
US
N
1
N
N
N
INCEPTION HOLDCO SARL
N/A
Inception Holdco SARL
N/A
1146235.36000000
PA
1186523.20000000
0.227645478309
Long
LON
CORP
LU
N
3
2029-09-26
Variable
8.77000000
N
N
N
N
N
N
Caesarstone Ltd
254900MJ7IXAH75VFC61
Caesarstone Ltd.
N/A
134.00000000
NS
USD
621.76000000
0.000119290421
Long
EC
CORP
US
N
1
N
N
N
Virtus Investment Partners Inc
549300HWF93HB8BDM648
Virtus Investment Partners, Inc.
92828Q109
85.00000000
NS
USD
16216.30000000
0.003111247525
Long
EC
CORP
US
N
1
N
N
N
Pitney Bowes, Inc.
549300N2O26NW4ST6W55
Pitney Bowes, Inc.
724479100
1031.00000000
NS
USD
3422.92000000
0.000656718942
Long
EC
CORP
US
N
1
N
N
N
Piper Sandler Cos
QUQDBTUSOAKFEVMRMF78
Piper Sandler Cos.
724078100
204.00000000
NS
USD
25983.48000000
0.004985171577
Long
EC
CORP
US
N
1
N
N
N
Kadant Inc
549300K06LNJYBMPYP15
Kadant, Inc.
48282T104
135.00000000
NS
USD
25612.20000000
0.004913938066
Long
EC
CORP
US
N
1
N
N
N
Byrna Technologies Inc
N/A
Byrna Technologies, Inc.
12448X201
109.00000000
NS
USD
509.03000000
0.000097662125
Long
EC
CORP
US
N
1
N
N
N
Rent the Runway Inc
N/A
Rent the Runway, Inc.
76010Y103
99.00000000
NS
USD
198.99000000
0.000038178076
Long
EC
CORP
US
N
1
N
N
N
Black Diamond Therapeutics Inc
N/A
Black Diamond Therapeutics, Inc.
09203E105
135.00000000
NS
USD
251.10000000
0.000048175863
Long
EC
CORP
US
N
1
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1346387.38000000
PA
USD
-1346387.38000000
-0.25831690363
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
N/A
1500000.00000000
USD
1475850.00000000
USD
CDS
N
N
N
Quotient Technology Inc
5493005ZZT58VQ9RKP56
Quotient Technology, Inc.
749119103
531.00000000
NS
USD
1433.70000000
0.000275068639
Long
EC
CORP
US
N
1
N
N
N
Astec Industries Inc
5493002DO2QKHLKB2A48
Astec Industries, Inc.
046224101
133.00000000
NS
USD
4902.38000000
0.000940567061
Long
EC
CORP
US
N
1
N
N
N
Nature's Sunshine Products Inc
N/A
Nature's Sunshine Products, Inc.
639027101
70.00000000
NS
USD
782.60000000
0.000150149066
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International
549300XQ6S1GYKGBL205
Johnson Controls International plc
N/A
4227.00000000
NS
USD
252351.90000000
0.048416052023
Long
EC
CORP
US
N
1
N
N
N
NETGEAR Inc
54930067KX3UNRHDWA78
NETGEAR, Inc.
64111Q104
169.00000000
NS
USD
2371.07000000
0.000454911765
Long
EC
CORP
US
N
1
N
N
N
Tutor Perini Corp
549300FHXYVPW8LJ6D98
Tutor Perini Corp.
901109108
245.00000000
NS
USD
1323.00000000
0.000253829817
Long
EC
CORP
US
N
1
N
N
N
Vera Therapeutics Inc
N/A
Vera Therapeutics, Inc.
92337R101
76.00000000
NS
USD
634.60000000
0.000121753894
Long
EC
CORP
US
N
1
N
N
N
FR REFUEL LLC
N/A
FR Refuel LLC
N/A
1974416.67000000
PA
USD
1905312.09000000
0.365551792039
Long
LON
CORP
US
N
3
2028-11-08
Variable
10.02000000
N
N
N
N
N
N
Piedmont Office Realty Trust I
N/A
Piedmont Office Realty Trust, Inc.
720190206
727.00000000
NS
USD
4529.21000000
0.000868970936
Long
EC
CORP
US
N
1
N
N
N
Vaxart Inc
N/A
Vaxart, Inc.
92243A200
715.00000000
NS
USD
872.30000000
0.000167358843
Long
EC
CORP
US
N
1
N
N
N
Sonos Inc
549300WEPU6075I77M08
Sonos, Inc.
83570H108
1488.00000000
NS
USD
21620.64000000
0.004148120267
Long
EC
CORP
US
N
1
N
N
N
Willdan Group Inc
529900YQO0LF5VAEKN05
Willdan Group, Inc.
96924N100
66.00000000
NS
USD
1099.56000000
0.000210960781
Long
EC
CORP
US
N
1
N
N
N
FLIGHT BIDCO INC
N/A
Flight Bidco, Inc.
N/A
148831.16960000
PA
USD
136366.56000000
0.026163189035
Long
LON
CORP
US
N
2
2025-07-23
Variable
8.77000000
N
N
N
N
N
N
B Riley Financial Inc
N/A
B Riley Financial, Inc.
05580M108
118.00000000
NS
USD
4269.24000000
0.000819093281
Long
EC
CORP
US
N
1
N
N
N
ELANCO ANIMAL HEALTH INC
N/A
Elanco Animal Health, Inc.
N/A
281903.43380000
PA
USD
272874.07000000
0.052353420635
Long
LON
CORP
US
N
2
2027-08-02
Variable
6.84000000
N
N
N
N
N
N
Ocugen Inc
549300JVNUI9CXWJLR09
Ocugen, Inc.
67577C105
2201.00000000
NS
USD
1012.46000000
0.000194249839
Long
EC
CORP
US
N
1
N
N
N
USANA Health Sciences Inc
549300YTURXE814MAH96
USANA Health Sciences, Inc.
90328M107
70.00000000
NS
USD
4246.90000000
0.000814807145
Long
EC
CORP
US
N
1
N
N
N
TriNet Group Inc
5299003FJVBETSFKE990
TriNet Group, Inc.
896288107
474.00000000
NS
USD
42124.38000000
0.008081952913
Long
EC
CORP
US
N
1
N
N
N
Turning Point Brands Inc
549300IYG00QF0VVP302
Turning Point Brands, Inc.
90041L105
86.00000000
NS
USD
1800.84000000
0.000345507852
Long
EC
CORP
US
N
1
N
N
N
Balchem Corp
549300VR70OPMHUI3557
Balchem Corp.
057665200
377.00000000
NS
USD
46608.51000000
0.008942274834
Long
EC
CORP
US
N
1
N
N
N
Digimarc Corp
254900TL728B5T0M5R41
Digimarc Corp.
25381B101
76.00000000
NS
USD
2345.36000000
0.000449979064
Long
EC
CORP
US
N
1
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023UAJ0
600000.00000000
PA
USD
479967.12000000
0.092086142609
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.87500000
N
N
N
N
N
N
Signature Bank/New York NY
VLP5AP0XK2GM6GKD1007
Signature Bank
82669G104
1846.00000000
NS
USD
221.89000000
0.000042571654
Long
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
1156.00000000
NS
USD
445.06000000
0.000085388887
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equitie
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271109
1357.00000000
NS
USD
153965.22000000
0.029539655145
Long
EC
CORP
US
N
1
N
N
N
iHeartMedia Inc
N/A
iHeartMedia, Inc.
45174J509
1313.00000000
NS
USD
3111.81000000
0.000597029603
Long
EC
CORP
US
N
1
N
N
N
Voya CLO Ltd
N/A
Voya CLO Ltd.
92919HAC3
1750000.00000000
PA
USD
1273630.75000000
0.244357869507
Long
ABS-O
CORP
KY
N
2
2035-04-20
None
0.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-310085.69000000
PA
USD
-310085.69000000
-0.05949281498
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
N/A
400000.00000000
USD
307200.00000000
USD
CDS
N
N
N
Cerus Corp
254900BIEY9XIDA04Q21
Cerus Corp.
157085101
986.00000000
NS
USD
2110.04000000
0.000404830739
Long
EC
CORP
US
N
1
N
N
N
Tootsie Roll Industries Inc
529900SBKOV9XX4M4Q35
Tootsie Roll Industries, Inc.
890516107
0.46000000
NS
USD
17.97000000
0.000003447711
Long
EC
CORP
US
N
1
N
N
N
RIBEYE PARENT LLC
N/A
Weber-Stephen Products LLC
N/A
1040264.79500000
PA
USD
905030.37000000
0.173638468647
Long
LON
CORP
US
N
2
2027-10-29
Variable
8.52000000
N
N
N
N
N
N
Waverley Capital Acquisition Corp.
N/A
Waverley Capital Acquisition Corp. 1
N/A
5084.00000000
NS
USD
254.20000000
0.000048770627
N/A
DE
US
N
1
Waverley Capital Acquisition Corp.
N/A
Call
Purchased
N/A
Waverley Capital Acquisition Corp.
5084
11.50000000
USD
2027-04-30
XXXX
-454.40000000
N
N
N
Terreno Realty Corp
N/A
Terreno Realty Corp.
88146M101
863.00000000
NS
USD
52927.79000000
0.010154687300
Long
EC
CORP
US
N
1
N
N
N
Alarm.com Holdings Inc
549300HIH92U1EKIHZ32
Alarm.com Holdings, Inc.
011642105
552.00000000
NS
USD
27721.44000000
0.005318615319
Long
EC
CORP
US
N
1
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property Ltd. / HawaiianMiles Loyalty Ltd.
41984LAA5
1400000.00000000
PA
USD
1301407.52000000
0.249687100400
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
MicroStrategy Inc
549300WQTWEJUEHXQX21
MicroStrategy, Inc.
594972408
108.00000000
NS
USD
32576.04000000
0.006250015345
Long
EC
CORP
US
N
1
N
N
N
Appian Corp
529900NIARIFW7HGU386
Appian Corp.
03782L101
461.00000000
NS
USD
19744.63000000
0.003788190353
Long
EC
CORP
US
N
1
N
N
N
INGEVITY CORP
5493009UTFC4B5IMGF87
Ingevity Corp.
45688CAB3
2900000.00000000
PA
USD
2393370.00000000
0.459190227735
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.87500000
N
N
N
N
N
N
Sapiens International Corp NV
N/A
Sapiens International Corporation N.V.
N/A
184.00000000
NS
USD
4570.56000000
0.000876904317
Long
EC
CORP
US
N
1
N
N
N
Ceridian HCM Holding Inc
549300T64GVCHFJ8L449
Ceridian HCM Holding, Inc.
15677J108
4165.00000000
NS
USD
257605.25000000
0.049423955933
Long
EC
CORP
US
N
1
N
N
N
Tennant Co
JYAIRLT8DVP6DP8UT336
Tennant Co.
880345103
108.00000000
NS
USD
7894.80000000
0.001514690586
Long
EC
CORP
US
N
1
N
N
N
Custom Truck One Source Inc
N/A
Custom Truck One Source, Inc.
23204X103
540.00000000
NS
USD
3477.60000000
0.000667209807
Long
EC
CORP
US
N
1
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets, Inc.
N/A
-2242510.40000000
PA
USD
-2242510.40000000
-0.43024641458
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.90000000
N/A
3032000.00000000
USD
2669372.80000000
USD
CDS
N
N
N
Gorman-Rupp Co/The
254900WVLPOIWPGJPA07
Gorman-Rupp Co.
383082104
135.00000000
NS
USD
3230.55000000
0.000619810973
Long
EC
CORP
US
N
1
N
N
N
Inogen Inc
549300J8WJIVTOJ8IH97
Inogen, Inc.
45780L104
116.00000000
NS
USD
1221.48000000
0.000234352264
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq, Inc.
631103108
4653.00000000
NS
USD
257543.55000000
0.049412118216
Long
EC
CORP
US
N
1
N
N
N
Alpha Teknova Inc
N/A
Alpha Teknova, Inc.
02080L102
41.00000000
NS
USD
157.44000000
0.000030206323
Long
EC
CORP
US
N
1
N
N
N
Ideanomics Inc
9845009A38D0B0JFB460
Ideanomics, Inc.
45166V106
2806.00000000
NS
USD
117.85000000
0.000022610615
Long
EC
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254CL2
1150000.00000000
PA
USD
1181389.39000000
0.226660509256
Long
DBT
CORP
GB
N
2
2025-11-16
Variable
7.77600000
N
N
N
N
N
N
Heidrick & Struggles Internati
5493006284N2J367VB57
Heidrick & Struggles International, Inc.
422819102
115.00000000
NS
USD
2788.75000000
0.000535047547
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp/T
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
064058100
5113.00000000
NS
USD
205542.60000000
0.039435253764
Long
EC
CORP
US
N
1
N
N
N
Sensei Biotherapeutics Inc
8945002MP2CXKAENWU30
Sensei Biotherapeutics, Inc.
81728A108
124.00000000
NS
USD
181.04000000
0.000034734202
Long
EC
CORP
US
N
1
N
N
N
PAR Technology Corp
549300HYPTHBJQINVG57
PAR Technology Corp.
698884103
147.00000000
NS
USD
5081.79000000
0.000974988533
Long
EC
CORP
US
N
1
N
N
N
PLATINUM EQUITIES LLC
5493008CRWH2WFODTF44
Pelican Products, Inc.
N/A
5678125.00000000
PA
USD
5110312.50000000
0.980460840018
Long
LON
CORP
US
N
2
2028-12-29
Variable
9.41000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-3154325.89000000
PA
USD
-3154325.89000000
-0.60518667142
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.20000000
N/A
4250000.00000000
USD
3374075.00000000
USD
CDS
N
N
N
Coeur Mining Inc
5493003AVK173D48DR70
Coeur Mining, Inc.
192108504
1501.00000000
NS
USD
4503.00000000
0.000863942305
Long
EC
CORP
US
N
1
N
N
N
Cerberus
635400FRD1HEGKSHCI69
Cerberus Loan Funding XL LLC
15675AAG4
1000000.00000000
PA
USD
1001380.80000000
0.192124192081
Long
ABS-O
CORP
US
N
2
2035-03-22
Floating
11.18900000
N
N
N
N
N
N
Penn Entertainment Inc
N/A
Penn Entertainment, Inc.
707569109
15035.00000000
NS
USD
376476.40000000
0.072230488329
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
751.00000000
NS
USD
296817.73000000
0.056947233831
Long
EC
CORP
US
N
1
N
N
N
Via Renewables Inc
549300U656GZMTWR1T03
Via Renewables, Inc.
92556D304
15.00000000
NS
USD
157.80000000
0.000030275393
Long
EC
CORP
US
N
1
N
N
N
HOME POINT CAPITAL INC
549300DQF6YN0E43PM71
Home Point Capital, Inc.
43734LAA4
790000.00000000
PA
USD
707056.77000000
0.135655397718
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
PetIQ Inc
549300GROACFGKVYOX14
PetIQ, Inc.
71639T106
160.00000000
NS
USD
2036.80000000
0.000390778966
Long
EC
CORP
US
N
1
N
N
N
Wynn Resorts Ltd
254900CEKKWIHTEAB172
Wynn Resorts Ltd.
983134107
3535.00000000
NS
USD
348904.50000000
0.066940563645
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp.
65249B109
9266.00000000
NS
USD
169660.46000000
0.032550932478
Long
EC
CORP
US
N
1
N
N
N
OraSure Technologies Inc
529900GNNJPNM4XHXQ77
OraSure Technologies, Inc.
68554V108
426.00000000
NS
USD
2142.78000000
0.000411112212
Long
EC
CORP
US
N
1
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AP9
1700000.00000000
PA
USD
1580527.81000000
0.303238916262
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
U.S. Secured Overnight Financing Rate
N/A
53800000.00000000
OU
Notional Amount
USD
-1747881.30000000
-0.33534723515
N/A
DIR
US
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2027-07-18
405.73000000
USD
0.00000000
USD
53800000.00000000
USD
-1748287.03000000
N
N
N
Workiva Inc
529900RTOQ8GRWHY1O58
Workiva, Inc.
98139A105
501.00000000
NS
USD
48526.86000000
0.009310328070
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DH5
3190000.00000000
PA
USD
3564825.00000000
0.683944732150
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
7.95000000
N
N
N
N
N
N
Atlanticus Holdings Corp
N/A
Atlanticus Holdings Corp.
04914Y102
28.00000000
NS
USD
978.88000000
0.000187807204
Long
EC
CORP
US
N
1
N
N
N
Progyny Inc
N/A
Progyny, Inc.
74340E103
754.00000000
NS
USD
28086.50000000
0.005388655465
Long
EC
CORP
US
N
1
N
N
N
GoPro Inc
549300CQJMLT21SZFL16
GoPro, Inc.
38268T103
755.00000000
NS
USD
3171.00000000
0.000608385754
Long
EC
CORP
US
N
1
N
N
N
Enterprise Bancorp Inc/MA
N/A
Enterprise Bancorp, Inc.
293668109
55.00000000
NS
USD
1461.90000000
0.000280479070
Long
EC
CORP
US
N
1
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBX7
4750000.00000000
PA
USD
3517331.44000000
0.674832652266
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
5.12500000
N
N
N
N
N
N
Selecta Biosciences Inc
529900NMN0LACZOL7C43
Selecta Biosciences, Inc.
816212104
542.00000000
NS
USD
639.56000000
0.000122705516
Long
EC
CORP
US
N
1
N
N
N
Sana Biotechnology Inc
N/A
Sana Biotechnology, Inc.
799566104
1029.00000000
NS
USD
6194.58000000
0.001188487614
Long
EC
CORP
US
N
1
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Company, Inc.
31556TAA7
1650000.00000000
PA
USD
1440153.00000000
0.276306707297
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.62500000
N
N
N
N
N
N
Organogenesis Holdings Inc
549300RLC2O821TU6941
Organogenesis Holdings, Inc.
68621F102
379.00000000
NS
USD
1375.77000000
0.000263954231
Long
EC
CORP
US
N
1
N
N
N
Magnite Inc
54930018FR2YX1HHSB02
Magnite, Inc.
55955D100
1523.00000000
NS
USD
18093.24000000
0.003471355868
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd.
N/A
2328.00000000
NS
USD
240133.20000000
0.046071781126
Long
EC
CORP
US
N
1
N
N
N
Mission Produce Inc
54930016JOKVFT59L825
Mission Produce, Inc.
60510V108
220.00000000
NS
USD
2684.00000000
0.000514950288
Long
EC
CORP
US
N
1
N
N
N
CITADEL ENTERPRISE AMERICAS LLC
N/A
Ceamer Finance LLC
N/A
2732523.89000000
PA
USD
2659607.42000000
0.510270345528
Long
ABS-O
CORP
US
N
3
2037-11-15
Fixed
6.92000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird B
N/A
606725.49000000
PA
USD
0.01000000
0.000000001918
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
CORDOBES PARENT SARL
N/A
Cordobes Holdco SL
N/A
2400000.00000000
PA
2355104.22000000
0.451848583011
Long
LON
CORP
ES
N
2
2029-02-02
Variable
7.66000000
N
N
N
N
N
N
CONTRA LIGAND PHARMACE- NPV
N/A
Ligand Pharmaceuticals Inc
N/A
67.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
2
N
N
N
Bluebird Bio Inc
N/A
Bluebird Bio, Inc.
09609G100
402.00000000
NS
USD
1346.70000000
0.000258376882
Long
EC
CORP
US
N
1
N
N
N
Arcimoto Inc
549300MG7KF9H96GWE02
Arcimoto, Inc.
039587209
9.00000000
NS
USD
14.22000000
0.000002728238
Long
EC
CORP
US
N
1
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69379TAA2
578538.00630000
PA
USD
573945.98000000
0.110116858347
Long
ABS-MBS
CORP
US
N
2
2028-02-25
Variable
6.87800000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-1544293.95000000
PA
USD
-1544293.95000000
-0.29628711423
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
2000000.00000000
USD
1890200.00000000
USD
CDS
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co.
37045V100
6159.00000000
NS
USD
199613.19000000
0.038297641474
Long
EC
CORP
US
N
1
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp.
69007TAE4
325000.00000000
PA
USD
265850.00000000
0.051005787673
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
Edgewise Therapeutics Inc
N/A
Edgewise Therapeutics, Inc.
28036F105
225.00000000
NS
USD
2277.00000000
0.000436863564
Long
EC
CORP
US
N
1
N
N
N
Schnitzer Steel Industries Inc
549300F62TK8VRDSM285
Schnitzer Steel Industries, Inc.
806882106
154.00000000
NS
USD
4236.54000000
0.000812819483
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KPGG7
1154250.41160000
PA
USD
1094916.98000000
0.210069975556
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Harpoon Therapeutics Inc
549300VFZL0TEVXILA36
Harpoon Therapeutics, Inc.
41358P106
111.00000000
NS
USD
75.48000000
0.000014481537
Long
EC
CORP
US
N
1
N
N
N
Cambium Networks Corp
549300OYSIGK6OT5WL04
Cambium Networks Corp.
N/A
63.00000000
NS
USD
987.84000000
0.000189526264
Long
EC
CORP
US
N
1
N
N
N
Avrobio Inc
N/A
Avrobio, Inc.
05455M100
225.00000000
NS
USD
247.50000000
0.000047485170
Long
EC
CORP
US
N
1
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT LLC
12530GAB4
700000.00000000
PA
USD
592782.68000000
0.113730853911
Long
ABS-MBS
CORP
US
Y
2
2037-09-25
Variable
3.25000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird B
N/A
493274.51000000
PA
USD
452534.86000000
0.086823009155
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
7.50000000
N
N
N
N
N
N
Solid Biosciences Inc
N/A
Solid Biosciences, Inc.
83422E204
23.00000000
NS
USD
142.14000000
0.000027270877
Long
EC
CORP
US
N
1
N
N
N
Atara Biotherapeutics Inc
549300WBXUXZRE03MS38
Atara Biotherapeutics, Inc.
046513107
1012.00000000
NS
USD
1548.36000000
0.000297067223
Long
EC
CORP
US
N
1
N
N
N
Allegiant Travel Co
549300JM9OZXOHWL2K18
Allegiant Travel Co.
01748X102
90.00000000
NS
USD
8774.10000000
0.001683392445
Long
EC
CORP
US
N
1
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co.
254687106
1941.00000000
NS
USD
170730.36000000
0.032756202714
Long
EC
CORP
US
N
1
N
N
N
JNCE C
N/A
Jounce Therapeutics, Inc.
N/A
196.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
Digital Turbine Inc
549300D0WZR1VI2QGB24
Digital Turbine, Inc.
25400W102
1060.00000000
NS
USD
9688.40000000
0.001858809378
Long
EC
CORP
US
N
1
N
N
N
Safehold Inc
QFFLKWYYS3UPWD86E794
Safehold, Inc.
78646V107
334.88000000
NS
USD
8646.60000000
0.001658930388
Long
EC
CORP
US
N
1
N
N
N
Recursion Pharmaceuticals Inc
N/A
Recursion Pharmaceuticals, Inc.
75629V104
1343.00000000
NS
USD
11778.11000000
0.002259739619
Long
EC
CORP
US
N
1
N
N
N
Diversified Healthcare Trust
N/A
Diversified Healthcare Trust
25525P107
1414.00000000
NS
USD
1923.04000000
0.000368953055
Long
EC
CORP
US
N
1
N
N
N
AMC Entertainment Holdings Inc
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc.
00165C104
6030.00000000
NS
USD
27135.00000000
0.005206101367
Long
EC
CORP
US
N
1
N
N
N
Vanda Pharmaceuticals Inc
529900AY8VOOQBKJ0O70
Vanda Pharmaceuticals, Inc.
921659108
326.00000000
NS
USD
1939.70000000
0.000372149431
Long
EC
CORP
US
N
1
N
N
N
Miller Industries Inc/TN
549300F1O74SPUJ7UU94
Miller Industries, Inc.
600551204
66.00000000
NS
USD
2168.76000000
0.000416096716
Long
EC
CORP
US
N
1
N
N
N
Forte Biosciences Inc
529900Z84WFDHPS3JP76
Forte Biosciences, Inc.
34962G109
67.00000000
NS
USD
68.34000000
0.000013111662
Long
EC
CORP
US
N
1
N
N
N
Manitowoc Co Inc/The
2RTSLGQ89VMY18RHX631
Manitowoc Company, Inc.
563571405
204.00000000
NS
USD
2927.40000000
0.000561648835
Long
EC
CORP
US
N
1
N
N
N
Lands' End Inc
54930016WOL7P2P67Q43
Lands' End, Inc.
51509F105
85.00000000
NS
USD
532.95000000
0.000102251399
Long
EC
CORP
US
N
1
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG NY
22550L2L4
1300000.00000000
PA
USD
1319825.00000000
0.253220664720
Long
DBT
CORP
CH
N
2
2025-01-09
Fixed
7.95000000
N
N
N
N
N
N
El Pollo Loco Holdings Inc
549300EZCBNF4G707K90
El Pollo Loco Holdings, Inc.
268603107
113.00000000
NS
USD
1032.82000000
0.000198156094
Long
EC
CORP
US
N
1
N
N
N
OptimizeRx Corp
N/A
OptimizeRx Corp.
68401U204
205.00000000
NS
USD
2878.20000000
0.000552209358
Long
EC
CORP
US
N
1
N
N
N
ZIGGO BOND CO BV
213800JYI4P7V5QDOG59
Ziggo Bond Company BV
98953GAD7
4361000.00000000
PA
USD
3344053.18000000
0.641587611311
Long
DBT
CORP
NL
N
2
2030-02-28
Fixed
5.12500000
N
N
N
N
N
N
CONMED Corp
Z6C0YCECH9DCU5ZIQW84
CONMED Corp.
207410101
339.00000000
NS
USD
41120.70000000
0.007889387598
Long
EC
CORP
US
N
1
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190104
2047.00000000
NS
USD
188405.88000000
0.036147415127
Long
EC
CORP
US
N
1
N
N
N
Castle Biosciences Inc
N/A
Castle Biosciences, Inc.
14843C105
124.00000000
NS
USD
3029.32000000
0.000581203132
Long
EC
CORP
US
N
1
N
N
N
Community Healthcare Trust Inc
549300FATSRCMKOV9536
Community Healthcare Trust, Inc.
20369C106
141.00000000
NS
USD
4624.80000000
0.000887310764
Long
EC
CORP
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp.
918204108
4779.00000000
NS
USD
82294.38000000
0.015788939902
Long
EC
CORP
US
N
1
N
N
N
MacroGenics Inc
5493001KJQUA83L8MH79
MacroGenics, Inc.
556099109
716.00000000
NS
USD
3343.72000000
0.000641523687
Long
EC
CORP
US
N
1
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAN9
900000.00000000
PA
USD
840298.17000000
0.161218995829
Long
DBT
CORP
US
N
2
2052-12-15
Fixed
6.87500000
N
N
N
N
N
N
HCI Group Inc
549300CZF7EZJH0MPH74
HCI Group, Inc.
40416E103
33.00000000
NS
USD
1745.37000000
0.000334865418
Long
EC
CORP
US
N
1
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AH2
3250000.00000000
PA
USD
2702212.50000000
0.518444525194
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.62500000
N
N
N
N
N
N
Retractable Technologies Inc
N/A
Retractable Technologies, Inc.
76129W105
103.00000000
NS
USD
111.24000000
0.000021342425
Long
EC
CORP
US
N
1
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C696
200000.00000000
NS
USD
1220.00000000
0.000234068312
Long
EP
CORP
US
N
2
N
N
N
Lazydays Holdings Inc
5493006PPWVM3TDVJH23
Lazydays Holdings, Inc.
52110H100
44.00000000
NS
USD
528.00000000
0.000101301696
Long
EC
CORP
US
N
1
N
N
N
iRobot Corp
5493009PRNKOUKBAT390
iRobot Corp.
462726100
315.00000000
NS
USD
11166.75000000
0.002142444534
Long
EC
CORP
US
N
1
N
N
N
Focus Financial Partners Inc
5493006FFJCGLZ246V12
Focus Financial Partners, Inc.
34417P100
751.00000000
NS
USD
39119.59000000
0.007505456089
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-684153.50000000
PA
USD
-684153.50000000
-0.13126119299
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.20000000
N/A
850000.00000000
USD
684675.00000000
USD
CDS
N
N
N
BX Trust
N/A
BX Trust
05610DAC6
1000000.00000000
PA
USD
997813.50000000
0.191439772497
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
8.33900000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141G104
782.00000000
NS
USD
253289.80000000
0.048595996835
Long
EC
CORP
US
N
1
N
N
N
Lexicon Pharmaceuticals Inc
N/A
Lexicon Pharmaceuticals, Inc.
528872302
408.00000000
NS
USD
1346.40000000
0.000258319324
Long
EC
CORP
US
N
1
N
N
N
FONTAINEBLEAU LAS VEGAS
N/A
Fontainbleau Vegas
N/A
1178920.87000000
PA
USD
0.01000000
0.000000001918
Long
DBT
CORP
US
N
2
2026-01-31
Variable
9.97335000
N
N
N
N
N
N
Southern First Bancshares Inc
N/A
Southern First Bancshares, Inc.
842873101
44.00000000
NS
USD
1010.68000000
0.000193908329
Long
EC
CORP
US
N
1
N
N
N
Acushnet Holdings Corp
529900W5FI106H543E43
Acushnet Holdings Corp.
005098108
201.00000000
NS
USD
8996.76000000
0.001726111831
Long
EC
CORP
US
N
1
N
N
N
LendingClub Corp
549300YC50YO7Y1OJR92
LendingClub Corp.
52603A208
1171.00000000
NS
USD
9602.20000000
0.001842271109
Long
EC
CORP
US
N
1
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna, Inc.
60770K107
1850.00000000
NS
USD
236263.50000000
0.045329343298
Long
EC
CORP
US
N
1
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
Robert Half International, Inc.
770323103
2350.00000000
NS
USD
152797.00000000
0.029315521305
Long
EC
CORP
US
N
1
N
N
N
Phathom Pharmaceuticals Inc
N/A
Phathom Pharmaceuticals, Inc.
71722W107
120.00000000
NS
USD
1411.20000000
0.000270751805
Long
EC
CORP
US
N
1
N
N
N
Shutterstock Inc
529900G2TDIS56V0LO22
Shutterstock, Inc.
825690100
274.00000000
NS
USD
13636.98000000
0.002616381065
Long
EC
CORP
US
N
1
N
N
N
Seer Inc
N/A
Seer, Inc.
81578P106
495.00000000
NS
USD
1821.60000000
0.000349490851
Long
EC
CORP
US
N
1
N
N
N
Forian Inc
N/A
Forian, Inc.
34630N106
112.00000000
NS
USD
267.68000000
0.000051356890
Long
EC
CORP
US
N
1
N
N
N
Lions Gate Entertainment Corp
5493000JSMHPHZURLM72
Lions Gate Entertainment Corp.
535919401
341.00000000
NS
USD
3512.30000000
0.000673867323
Long
EC
CORP
US
N
1
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AM5
3000000.00000000
PA
USD
3015000.00000000
0.578455707484
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.62500000
N
N
N
N
N
N
Monro Inc
N/A
Monro, Inc.
610236101
194.00000000
NS
USD
8025.78000000
0.001539820314
Long
EC
CORP
US
N
1
N
N
N
Landos Biopharma Inc
N/A
Landos Biopharma, Inc.
515069201
2.00000000
NS
USD
5.52000000
0.000001059063
Long
EC
CORP
US
N
1
N
N
N
Scholar Rock Holding Corp
549300Z1FLPGL4OWJ459
Scholar Rock Holding Corp.
80706P103
330.00000000
NS
USD
1920.60000000
0.000368484919
Long
EC
CORP
US
N
1
N
N
N
Bioventus Inc
N/A
Bioventus, Inc.
09075A108
164.00000000
NS
USD
443.62000000
0.000085112610
Long
EC
CORP
US
N
1
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp.
483007AL4
4350000.00000000
PA
USD
3418012.50000000
0.655777392663
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
4.50000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
070830104
10922.00000000
NS
USD
384891.28000000
0.073844961086
Long
EC
CORP
US
N
1
N
N
N
Abercrombie & Fitch Co
5493000J7LL72TOGT983
Abercrombie & Fitch Co.
002896207
656.00000000
NS
USD
20355.68000000
0.003905425962
Long
EC
CORP
US
N
1
N
N
N
TLWND 2019-1
N/A
GAIA Aviation Ltd.
87404LAA0
3681581.43870000
PA
USD
3221438.98000000
0.618062940064
Long
ABS-O
CORP
US
N
2
2044-12-15
Variable
3.96700000
N
N
N
N
N
N
Aaron's Co Inc/The
N/A
Aaron's Company, Inc.
00258W108
183.00000000
NS
USD
2239.92000000
0.000429749422
Long
EC
CORP
US
N
1
N
N
N
Global Medical REIT Inc
549300HFRIPQDYU3GU60
Global Medical REIT, Inc.
37954A204
351.00000000
NS
USD
3060.72000000
0.000587227513
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-2118317.82000000
PA
USD
-2118317.82000000
-0.40641891649
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.30000000
N/A
3300000.00000000
USD
2434740.00000000
USD
CDS
N
N
N
GAMCO Investors Inc
51A2MDO9SJ2HTOSMLZ76
GAMCO Investors, Inc.
361438104
30.00000000
NS
USD
570.00000000
0.000109359785
Long
EC
CORP
US
N
1
N
N
N
AASET 2021-1 Trust
N/A
AASET Trust
00038PAA8
972170.39080000
PA
USD
875974.13000000
0.168063759571
Long
ABS-O
CORP
US
N
2
2041-11-16
Fixed
2.95000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp.
89832Q109
4474.00000000
NS
USD
136322.78000000
0.026154789436
Long
EC
CORP
US
N
1
N
N
N
XBiotech Inc
5299002WACAY28TQAS52
XBiotech, Inc.
98400H102
90.00000000
NS
USD
458.55000000
0.000087977069
Long
EC
CORP
US
N
1
N
N
N
CONTRA LIGAND PHARMACE- NPV
N/A
Ligand Pharmaceuticals Inc
N/A
67.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
2
N
N
N
Durect Corp
549300EW9IYW3V3QPJ86
Durect Corp.
266605500
134.00000000
NS
USD
824.10000000
0.000158111226
Long
EC
CORP
US
N
1
N
N
N
BRP Group Inc
N/A
BRP Group, Inc.
05589G102
559.00000000
NS
USD
11213.54000000
0.002151421629
Long
EC
CORP
US
N
1
N
N
N
MIWD HLDCO II/MIWD FIN
N/A
MIWD Holdco II LLC / MIWD Finance Corp.
55337PAA0
2600000.00000000
PA
USD
2093000.00000000
0.401561457965
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
Vital Farms Inc
549300S6NYY7ER3XOT61
Vital Farms, Inc.
92847W103
146.00000000
NS
USD
2115.54000000
0.000405885965
Long
EC
CORP
US
N
1
N
N
N
HyreCar Inc
549300Y900ZKQQLV6S25
HyreCar, Inc.
44916T107
104.00000000
NS
USD
1.14000000
0.000000218719
Long
EC
CORP
US
N
1
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
165898.18170000
PA
USD
161888.42000000
0.031059794535
Long
LON
CORP
US
N
2
2027-10-29
Variable
10.26000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94988U151
61250.00000000
NS
USD
1160075.00000000
0.222571145890
Long
EP
CORP
US
N
2
N
N
N
Universal Electronics Inc
549300ZW9EULAR7T6F89
Universal Electronics, Inc.
913483103
74.00000000
NS
USD
597.18000000
0.000114574520
Long
EC
CORP
US
N
1
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AL7
200000.00000000
PA
USD
192766.69000000
0.036984076962
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
CONGRUEX GROUP LLC
N/A
Congruex Group LLC
N/A
446625.00000000
PA
USD
432109.69000000
0.082904250892
Long
LON
CORP
US
N
3
2029-05-03
Variable
10.95000000
N
N
N
N
N
N
RINCHEM COMPANY LLC
N/A
Rinchem Company LLC
N/A
3176000.00000000
PA
USD
2953680.00000000
0.566690896876
Long
LON
CORP
US
N
3
2029-03-02
Variable
9.50000000
N
N
N
N
N
N
Pathward Financial Inc
5493004X52BH1NBLW813
Pathward Financial, Inc.
59100U108
345.00000000
NS
USD
15159.30000000
0.002908452274
Long
EC
CORP
US
N
1
N
N
N
Eterna Therapeutics Inc
N/A
Eterna Therapeutics, Inc.
114082209
8.00000000
NS
USD
16.72000000
0.000003207887
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KPMJ4
2430580.22400000
PA
USD
2312901.01000000
0.443751505831
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
American Superconductor Corp
549300S9YT8Z8LOK4452
American Superconductor Corp.
030111207
164.00000000
NS
USD
769.16000000
0.000147570478
Long
EC
CORP
US
N
1
N
N
N
JFrog Ltd
N/A
JFrog Ltd.
N/A
632.00000000
NS
USD
15395.52000000
0.002953773271
Long
EC
CORP
US
N
1
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-2778381.00000000
PA
USD
-2778381.00000000
-0.53305815821
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.35000000
N/A
3000000.00000000
USD
2571900.00000000
USD
CDS
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
4612.00000000
NS
USD
314538.40000000
0.060347108690
Long
EC
CORP
US
N
1
N
N
N
CryoPort Inc
9845004D8538BT8JF626
CryoPort, Inc.
229050307
476.00000000
NS
USD
8763.16000000
0.001681293505
Long
EC
CORP
US
N
1
N
N
N
Beam Global
254900CT39JVKHAANA12
Beam Global
07373B109
52.00000000
NS
USD
617.76000000
0.000118522984
Long
EC
CORP
US
N
1
N
N
N
Unisys Corp
549300T21W22FIJJOW08
Unisys Corp.
909214306
384.00000000
NS
USD
1509.12000000
0.000289538665
Long
EC
CORP
US
N
1
N
N
N
Johnson Outdoors Inc
N/A
Johnson Outdoors, Inc.
479167108
31.00000000
NS
USD
1759.56000000
0.000337587902
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054109
1666.00000000
NS
USD
229458.18000000
0.044023679552
Long
EC
CORP
US
N
1
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AG2
2400000.00000000
PA
USD
2026478.40000000
0.388798672163
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp.
526057104
2953.00000000
NS
USD
316325.36000000
0.060689953537
Long
EC
CORP
US
N
1
N
N
N
Ligand Pharmaceuticals Inc
5493008K7TB0IKP37H79
Ligand Pharmaceuticals, Inc.
53220K504
177.00000000
NS
USD
12404.16000000
0.002379853117
Long
EC
CORP
US
N
1
N
N
N
Blackstone Strategic Credit 20
549300YESIF051NRED20
Blackstone Strategic Credit Fund
09257R101
88264.00000000
NS
USD
922358.80000000
0.176963088626
Long
EC
RF
US
N
1
N
N
N
Houlihan Lokey Inc
549300S3CNGTQ1QZVY46
Houlihan Lokey, Inc.
441593100
597.00000000
NS
USD
52124.07000000
0.010000486165
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-8849248.69000000
PA
USD
-8849248.69000000
-1.69781041846
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.55000000
2023-06-23
12900000.00000000
USD
10741470.00000000
USD
CDS
N
N
N
CoreCard Corp
N/A
CoreCard Corp.
45816D100
43.00000000
NS
USD
1034.58000000
0.000198493766
Long
EC
CORP
US
N
1
N
N
N
HomeStreet Inc
N/A
HomeStreet, Inc.
43785V102
114.00000000
NS
USD
597.36000000
0.000114609055
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
ITRAXX.EUR.38.V1
N/A
-22700000.00000000
OU
Notional Amount
-240584.33000000
-0.04615833460
N/A
DCR
US
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Intercontinental Exchange
5493000F4ZO33MV32P92
Markit iTraxx Europe Index
N/A
Y
ITRAXX.EUR.38.V1 1% 12/20/2027 - Tenor Quarterly
2027-12-20
0.00000000
EUR
133344.89000000
EUR
-22700000.00000000
EUR
-106386.94000000
N
N
N
Empire State Realty Trust Inc
549300VOKY1DUEQSB456
Empire State Realty Trust, Inc.
292104106
838.00000000
NS
USD
5170.46000000
0.000992000695
Long
EC
CORP
US
N
1
N
N
N
Sculptor Capital Management In
529900V50QFEXQGSUC34
Sculptor Capital Management, Inc.
811246107
130.00000000
NS
USD
1124.50000000
0.000215745752
Long
EC
CORP
US
N
1
N
N
N
SouthState Corp
549300JZUANXM0YQ4W53
SouthState Corp.
840441109
1.60000000
NS
USD
100.04000000
0.000019193601
Long
EC
CORP
US
N
1
N
N
N
Zurn Elkay Water Solutions Cor
549300AM3633XDFU1Q85
Zurn Elkay Water Solutions Corp.
98983L108
1417.00000000
NS
USD
31896.67000000
0.006119671910
Long
EC
CORP
US
N
1
N
N
N
aka Brands Holding Corp
N/A
aka Brands Holding Corp.
00152K101
55.00000000
NS
USD
22.15000000
0.000004249682
Long
EC
CORP
US
N
1
N
N
N
Eventbrite Inc
549300N6XBV2B1FAUF55
Eventbrite, Inc.
29975E109
448.00000000
NS
USD
3252.48000000
0.000624018447
Long
EC
CORP
US
N
1
N
N
N
MiMedx Group Inc
N/A
MiMedx Group, Inc.
602496101
662.00000000
NS
USD
3879.32000000
0.000744283514
Long
EC
CORP
US
N
1
N
N
N
Apollo Aviation Securitization
N/A
AASET Trust
00255UAA3
371514.08990000
PA
USD
312187.53000000
0.059896072482
Long
ABS-O
CORP
US
N
2
2040-01-16
Fixed
3.35100000
N
N
N
N
N
N
Bolt Biotherapeutics Inc
254900W0P77PQ6B8OY50
Bolt Biotherapeutics, Inc.
097702104
136.00000000
NS
USD
233.92000000
0.000044879721
Long
EC
CORP
US
N
1
N
N
N
Cato Corp/The
529900R4SJUY7GCUU865
Cato Corp.
149205106
117.00000000
NS
USD
943.02000000
0.000180927131
Long
EC
CORP
US
N
1
N
N
N
EPZM_C
N/A
Epizyme, Inc.
N/A
793.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
Latham Group Inc
N/A
Latham Group, Inc.
51819L107
240.00000000
NS
USD
864.00000000
0.000165766411
Long
EC
CORP
US
N
1
N
N
N
Big 5 Sporting Goods Corp
529900BFAM7VKQMKUC49
Big 5 Sporting Goods Corp.
08915P101
123.00000000
NS
USD
929.88000000
0.000178406100
Long
EC
CORP
US
N
1
N
N
N
Great Ajax Corp
5493004ID2QQWNGDYC18
Great Ajax Corp.
38983D300
129.00000000
NS
USD
709.50000000
0.000136124154
Long
EC
CORP
US
N
1
N
N
N
Allovir Inc
N/A
Allovir, Inc.
019818103
175.00000000
NS
USD
659.75000000
0.000126579155
Long
EC
CORP
US
N
1
N
N
N
Pacific Premier Bancorp Inc
549300Q1KIC3KLI0XG98
Pacific Premier Bancorp, Inc.
69478X105
1095.00000000
NS
USD
20618.85000000
0.003955917566
Long
EC
CORP
US
N
1
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-33111779.49000000
PA
USD
-33111779.49000000
-6.35280193398
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.54000000
2023-06-23
47184000.00000000
USD
40416769.00000000
USD
CDS
N
N
N
INCEPTION HOLDCO SARL
N/A
Inception Holdco SARL
N/A
253764.64000000
PA
262683.96000000
0.050398353541
Long
LON
CORP
LU
N
3
2029-09-26
Variable
8.77000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345Y106
1404.00000000
NS
USD
307630.44000000
0.059021752508
Long
EC
CORP
US
N
1
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
50221KAA1
2686090.71110000
PA
USD
2660703.66000000
0.510480669337
Long
ABS-MBS
CORP
US
N
2
2028-01-01
Floating
8.31000000
N
N
N
N
N
N
Lions Gate Entertainment Corp
5493000JSMHPHZURLM72
Lions Gate Entertainment Corp.
535919500
1385.00000000
NS
USD
13420.65000000
0.002574876149
Long
EC
CORP
US
N
1
N
N
N
Pulmonx Corp
549300WZMFR0ZK7RJY40
Pulmonx Corp.
745848101
155.00000000
NS
USD
1861.55000000
0.000357155629
Long
EC
CORP
US
N
1
N
N
N
SOTHEBY'S/BIDFAIR HLD
N/A
Sotheby's/Bidfair Holdings, Inc.
83600GAA2
4400000.00000000
PA
USD
3465000.00000000
0.664792380243
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-463706.34000000
PA
USD
-463706.34000000
-0.08896636118
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
500000.00000000
USD
454400.00000000
USD
CDS
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance LLC / JFIN Company-Issuer Corp.
47232MAF9
3810000.00000000
PA
USD
3099625.12000000
0.594691821468
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
Oncocyte Corp
549300BIYAW8GO410287
Oncocyte Corp.
68235C107
358.00000000
NS
USD
76.50000000
0.000014677234
Long
EC
CORP
US
N
1
N
N
N
Evelo Biosciences Inc
N/A
Evelo Biosciences, Inc.
299734103
181.00000000
NS
USD
24.71000000
0.000004740842
Long
EC
CORP
US
N
1
N
N
N
Hydrofarm Holdings Group Inc
5493005Y60YG0W2FYJ83
Hydrofarm Holdings Group, Inc.
44888K209
465.00000000
NS
USD
426.45000000
0.000081818386
Long
EC
CORP
US
N
1
N
N
N
Triumph Group Inc
5493007L6S47Q14SL582
Triumph Group, Inc.
896818101
373.00000000
NS
USD
4173.87000000
0.000800795662
Long
EC
CORP
US
N
1
N
N
N
Novagold Resources Inc
529900587LVZTJ2BHS60
Novagold Resources, Inc.
66987E206
1390.00000000
NS
USD
7158.50000000
0.001373424604
Long
EC
CORP
US
N
1
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Company, Inc.
644274AG7
2300000.00000000
PA
USD
2185000.00000000
0.419212511062
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
9.75000000
N
N
N
N
N
N
Unifi Inc
549300MW5LPO0M2LNO04
Unifi, Inc.
904677200
81.00000000
NS
USD
584.01000000
0.000112047733
Long
EC
CORP
US
N
1
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803ER0
1920000.00000000
PA
USD
770175.17000000
0.147765248042
Long
DBT
UST
US
N
2
2046-02-15
None
0.00000000
N
N
N
N
N
N
Western Asset High Income Oppo
549300S7N70O2ERKYG47
Western Asset High Income Opportunity Fund, Inc.
95766K109
744627.00000000
NS
USD
2784904.98000000
0.534309844273
Long
EC
RF
US
N
1
N
N
N
Utah Medical Products Inc
5493002R27BBGV8DID60
Utah Medical Products, Inc.
917488108
20.00000000
NS
USD
1869.80000000
0.000358738468
Long
EC
CORP
US
N
1
N
N
N
DigitalBridge Group Inc
549300XG87L902AGBO89
DigitalBridge Group, Inc.
25401T603
1417.00000000
NS
USD
17655.82000000
0.003387432785
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BS2
1700000.00000000
PA
USD
1219453.72000000
0.233963503929
Long
DBT
NUSS
PA
N
2
2063-01-19
Fixed
4.50000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1469483.50000000
PA
USD
-1469483.50000000
-0.28193403569
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
N/A
1700000.00000000
USD
1355750.00000000
USD
CDS
N
N
N
Mesa Air Group Inc
549300EY743RMV1F7P98
Mesa Air Group, Inc.
590479135
204.00000000
NS
USD
334.56000000
0.000064188438
Long
EC
CORP
US
N
1
N
N
N
Century Communities Inc
5299002QMB2O7ZL1CA26
Century Communities, Inc.
156504300
176.00000000
NS
USD
11198.88000000
0.002148608972
Long
EC
CORP
US
N
1
N
N
N
Cheesecake Factory Inc/The
529900872XMLK10SY247
Cheesecake Factory, Inc.
163072101
270.00000000
NS
USD
8459.10000000
0.001622956774
Long
EC
CORP
US
N
1
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories, Inc.
45168D104
513.00000000
NS
USD
238427.01000000
0.045744432753
Long
EC
CORP
US
N
1
N
N
N
Canoo Inc
5493004KHMS7ZZPSQE04
Canoo, Inc.
13803R102
1268.00000000
NS
USD
705.01000000
0.000135262705
Long
EC
CORP
US
N
1
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAJ9
850000.00000000
PA
USD
711740.45000000
0.136554005157
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.95000000
N
N
N
N
N
N
Veritone Inc
549300XTAS2FCSL4EL89
Veritone, Inc.
92347M100
169.00000000
NS
USD
665.86000000
0.000127751415
Long
EC
CORP
US
N
1
N
N
N
Eos Energy Enterprises Inc
N/A
Eos Energy Enterprises, Inc.
29415C101
259.00000000
NS
USD
572.39000000
0.000109818329
Long
EC
CORP
US
N
1
N
N
N
Cue Biopharma Inc
549300PBW78KZA33WC97
Cue Biopharma, Inc.
22978P106
183.00000000
NS
USD
732.00000000
0.000140440987
Long
EC
CORP
US
N
1
N
N
N
Whole Earth Brands Inc
254900OFCJ8P8RM9SL35
Whole Earth Brands, Inc.
96684W100
222.00000000
NS
USD
641.58000000
0.000123093072
Long
EC
CORP
US
N
1
N
N
N
Enfusion Inc
N/A
Enfusion, Inc.
292812104
126.00000000
NS
USD
1002.96000000
0.000192427176
Long
EC
CORP
US
N
1
N
N
N
Alpine Immune Sciences Inc
5493000845S6RLSDWJ40
Alpine Immune Sciences, Inc.
02083G100
69.00000000
NS
USD
687.24000000
0.000131853366
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331A109
3158.00000000
NS
USD
337400.72000000
0.064733456780
Long
EC
CORP
US
N
1
N
N
N
RYAN SPECIALTY GROUP
549300K52N7QBO3PYY45
Ryan Specialty LLC
78351MAA0
450000.00000000
PA
USD
399056.23000000
0.076562638093
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.37500000
N
N
N
N
N
N
Desktop Metal Inc
254900C3ZY0EFO5PGJ27
Desktop Metal, Inc.
25058X105
2196.00000000
NS
USD
4084.56000000
0.000783660711
Long
EC
CORP
US
N
1
N
N
N
Diodes Inc
549300XP2X1ARVH3BX23
Diodes, Inc.
254543101
510.00000000
NS
USD
45818.40000000
0.008790684904
Long
EC
CORP
US
N
1
N
N
N
Daseke Inc
549300CUSFIOX5Q3VA53
Daseke, Inc.
23753F107
239.00000000
NS
USD
1434.00000000
0.000275126197
Long
EC
CORP
US
N
1
N
N
N
GAN Ltd
N/A
GAN Ltd.
N/A
239.00000000
NS
USD
298.75000000
0.000057317957
Long
EC
CORP
US
N
1
N
N
N
Tetra Tech Inc
549300UJ1LP7JGJC5P32
Tetra Tech, Inc.
88162G103
630.00000000
NS
USD
86606.10000000
0.016616183365
Long
EC
CORP
US
N
1
N
N
N
Akoustis Technologies Inc
549300DLBFV9XWL6J142
Akoustis Technologies, Inc.
00973N102
287.00000000
NS
USD
906.92000000
0.000174001011
Long
EC
CORP
US
N
1
N
N
N
Kratos Defense & Security Solu
5493000EKBN0UY1F3F88
Kratos Defense & Security Solutions, Inc.
50077B207
1438.00000000
NS
USD
18895.32000000
0.003625242354
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc.
16119P108
457.00000000
NS
USD
149050.55000000
0.028596730133
Long
EC
CORP
US
N
1
N
N
N
Sigilon Therapeutics Inc
N/A
Sigilon Therapeutics, Inc.
82657L206
6.00000000
NS
USD
25.20000000
0.000004834853
Long
EC
CORP
US
N
1
N
N
N
Cargurus Inc
54930027BKQN6B7X7G78
Cargurus, Inc.
141788109
1120.00000000
NS
USD
21044.80000000
0.004037640024
Long
EC
CORP
US
N
1
N
N
N
Rush Street Interactive Inc
N/A
Rush Street Interactive, Inc.
782011100
616.00000000
NS
USD
1848.00000000
0.000354555936
Long
EC
CORP
US
N
1
N
N
N
CIENA CORP
W0CZ7N0GH8UIGXDM1H41
Ciena Corp.
171779AL5
850000.00000000
PA
USD
734272.50000000
0.140876987885
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4.00000000
N
N
N
N
N
N
EVERGREEN ACQCO/TVI INC
N/A
Evergreen Acqco 1 Limited Partnership / TVI, Inc.
30015DAA9
850000.00000000
PA
USD
850450.49000000
0.163166812561
Long
DBT
CORP
US
N
2
2028-04-26
Fixed
9.75000000
N
N
N
N
N
N
ICEBOX HOLDCO III INC
N/A
Icebox Holdco III, Inc.
N/A
3170742.85720000
PA
USD
3043342.41000000
0.583893461656
Long
LON
CORP
US
N
2
2028-12-22
Variable
8.91000000
N
N
N
N
N
N
Verastem Inc
549300IY0EFBIU8NQC81
Verastem, Inc.
92337C104
1027.00000000
NS
USD
1047.54000000
0.000200980262
Long
EC
CORP
US
N
1
N
N
N
Dana Inc
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825205
1698.00000000
NS
USD
21853.26000000
0.004192750571
Long
EC
CORP
US
N
1
N
N
N
Castlelake Aircraft Securitiza
549300MHTIBONNXM3R82
Castlelake Aircraft Securitization Trust
14855MAA6
411940.76430000
PA
USD
366095.88000000
0.070238889310
Long
ABS-O
CORP
US
N
2
2039-04-15
Fixed
3.96700000
N
N
N
N
N
N
Health Catalyst Inc
549300223PL6GWKVJG92
Health Catalyst, Inc.
42225T107
609.00000000
NS
USD
6857.34000000
0.001315644265
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-2428995.64000000
PA
USD
-2428995.64000000
-0.46602533711
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
3250000.00000000
USD
2774850.00000000
USD
CDS
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10Y-2Y SOFR CMS CAP
N/A
14850000.00000000
NC
USD
36881.76000000
0.007076107653
N/A
DIR
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
14850000
0.20000000
USD
2023-12-19
XXXX
-23998.24000000
N
N
N
Omnicell Inc
5493008RH0GTKHHPZI77
Omnicell, Inc.
68213N109
513.00000000
NS
USD
37664.46000000
0.007226275905
Long
EC
CORP
US
N
1
N
N
N
F5 Inc
54930015FPK9KT966303
F5, Inc.
315616102
1315.00000000
NS
USD
194067.70000000
0.037233687795
Long
EC
CORP
US
N
1
N
N
N
Purple Innovation Inc
N/A
Purple Innovation, Inc.
74640Y106
343.00000000
NS
USD
1186.78000000
0.000227694747
Long
EC
CORP
US
N
1
N
N
N
Twist Bioscience Corp
549300T23BL59LCOH584
Twist Bioscience Corp.
90184D100
633.00000000
NS
USD
9589.95000000
0.001839920833
Long
EC
CORP
US
N
1
N
N
N
Clear Channel Outdoor Holdings
N/A
Clear Channel Outdoor Holdings, Inc.
18453H106
4259.00000000
NS
USD
5238.57000000
0.001005068230
Long
EC
CORP
US
N
1
N
N
N
Sally Beauty Holdings Inc
529900VXW6E8ONDIQ271
Sally Beauty Holdings, Inc.
79546E104
1288.00000000
NS
USD
14502.88000000
0.002782512010
Long
EC
CORP
US
N
1
N
N
N
FONTAINEBLEAU LAS VEGAS
N/A
Fontainbleau Vegas
N/A
1321079.13000000
PA
USD
1321079.13000000
0.253461281189
Long
ABS-O
CORP
US
N
3
2026-01-31
Fixed
10.42700000
N
N
N
N
N
N
FARO Technologies Inc
529900MFEFNOFP3YR823
FARO Technologies, Inc.
311642102
212.00000000
NS
USD
3199.08000000
0.000613773162
Long
EC
CORP
US
N
1
N
N
N
Movado Group Inc
549300WCGCGPWGHVXM59
Movado Group, Inc.
624580106
91.00000000
NS
USD
2315.95000000
0.000444336482
Long
EC
CORP
US
N
1
N
N
N
Praxis Precision Medicines Inc
N/A
Praxis Precision Medicines, Inc.
74006W108
194.00000000
NS
USD
166.80000000
0.000032002126
Long
EC
CORP
US
N
1
N
N
N
Malibu Boats Inc
N/A
Malibu Boats, Inc.
56117J100
121.00000000
NS
USD
6346.45000000
0.001217625281
Long
EC
CORP
US
N
1
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAF7
1400000.00000000
PA
USD
1350203.12000000
0.259048988732
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
7.50000000
N
N
N
N
N
N
Ontrak Inc
549300OQ36UO20X0DB40
Ontrak, Inc.
683373104
56.00000000
NS
USD
25.20000000
0.000004834853
Long
EC
CORP
US
N
1
N
N
N
Jol Air
549300TS4MUGCDXPW498
JOL Air Ltd.
46651NAA2
3362216.88730000
PA
USD
2978991.41000000
0.571547125592
Long
ABS-O
CORP
KY
N
2
2044-04-15
Fixed
3.96700000
N
N
N
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
934.00000000
NS
USD
287522.56000000
0.055163869274
Long
EC
CORP
US
N
1
N
N
N
Denali Therapeutics Inc
549300ZTQ2HO18L3Q830
Denali Therapeutics, Inc.
24823R105
1062.00000000
NS
USD
32093.64000000
0.006157462431
Long
EC
CORP
US
N
1
N
N
N
Generation Bio Co
N/A
Generation Bio Co.
37148K100
522.00000000
NS
USD
1827.00000000
0.000350526891
Long
EC
CORP
US
N
1
N
N
N
Coherus Biosciences Inc
5493007IL8W5MV932D26
Coherus Biosciences, Inc.
19249H103
766.00000000
NS
USD
3132.94000000
0.000601083590
Long
EC
CORP
US
N
1
N
N
N
Nikola Corp
6354007SKFUCHYZAKQ61
Nikola Corp.
654110105
2697.00000000
NS
USD
1682.93000000
0.000322885725
Long
EC
CORP
US
N
1
N
N
N
Waverley Capital Acquisition C
N/A
Waverley Capital Acquisition Corp. 1
N/A
52224.00000000
NS
USD
538429.44000000
0.103302680811
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFV8
903000.00000000
PA
USD
936439.22000000
0.179664547768
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.12500000
N
N
N
N
N
N
LASERAWAY INTERMEDIATE HOLDINGS II LLC
N/A
LaserAway Intermediate Holdings II LLC
N/A
5678125.00000000
PA
USD
5550367.19000000
1.064889412832
Long
LON
CORP
US
N
2
2027-10-14
Variable
11.08000000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36168WAC5
740473.79220000
PA
USD
716784.48000000
0.137521749085
Long
ABS-MBS
CORP
US
N
2
2067-08-25
Variable
5.71000000
N
N
N
N
N
N
CLEARWATER PAPER CORP
549300HCVV19GXN4P292
Clearwater Paper Corp.
18538RAJ2
1609000.00000000
PA
USD
1427647.61000000
0.273907432265
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
Boyce Park CLO, LLC
N/A
Boyce Park CLO Ltd.
103226AA4
4000000.00000000
PA
USD
3573817.20000000
0.685669969103
Long
ABS-O
CORP
JE
N
2
2035-04-21
Floating
11.30600000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-1034941.37000000
PA
USD
-1034941.37000000
-0.19856309863
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.32000000
N/A
1050000.00000000
USD
1076040.00000000
USD
CDS
N
N
N
FINASTRA GROUP HOLDINGS LTD
N/A
Misys Ltd.
N/A
5639550.07880000
PA
USD
5351594.65000000
1.026753057856
Long
LON
CORP
US
N
2
2024-06-13
Variable
8.65000000
N
N
N
N
N
N
Beyondspring Inc
N/A
Beyondspring, Inc.
N/A
133.00000000
NS
USD
135.66000000
0.000026027628
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866F104
2023.00000000
NS
USD
214336.85000000
0.041122512174
Long
EC
CORP
US
N
1
N
N
N
ViewRay Inc
5493006XTUBSKFU3W106
ViewRay, Inc.
92672L107
837.00000000
NS
USD
461.19000000
0.000088483578
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XHWE3
1982248.99290000
PA
USD
1897826.44000000
0.364115600674
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
Global Industrial Co
5493000GO8Z3HEWCGE46
Global Industrial Co.
37892E102
76.00000000
NS
USD
1890.88000000
0.000362782861
Long
EC
CORP
US
N
1
N
N
N
TriMas Corp
75G1WUQ8QK4P5MZOYD78
TriMas Corp.
896215209
253.00000000
NS
USD
6403.43000000
0.001228557423
Long
EC
CORP
US
N
1
N
N
N
Carrington Mortgage Loan Trust
N/A
Carrington Mortgage Loan Trust Series
144539AC7
1517377.43190000
PA
USD
1303058.79000000
0.250003911861
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.28800000
N
N
N
N
N
N
IES Holdings Inc
549300687T8E6LN6EN72
IES Holdings, Inc.
44951W106
51.00000000
NS
USD
2418.42000000
0.000463996302
Long
EC
CORP
US
N
1
N
N
N
IRON MOUNTAIN INFO MGMT
N/A
Iron Mountain Information Management Services, Inc.
46285MAA8
1600000.00000000
PA
USD
1363911.20000000
0.261679010992
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1026591.85000000
PA
USD
-1026591.85000000
-0.19696116580
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.20000000
N/A
1400000.00000000
USD
1259020.00000000
USD
CDS
N
N
N
CELESTIAL-SATURN PARENT INC
54930086CD8K2UIL0516
CoreLogic, Inc.
N/A
496221.65840000
PA
USD
442599.95000000
0.084916904547
Long
LON
CORP
US
N
2
2028-06-02
Variable
8.69000000
N
N
N
N
N
N
IGM Biosciences Inc
5493008XCQES2N0VY969
IGM Biosciences, Inc.
449585108
48.00000000
NS
USD
578.40000000
0.000110971403
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
614.00000000
NS
USD
256523.06000000
0.049216327747
Long
EC
CORP
US
N
1
N
N
N
Heron Therapeutics Inc
549300DR2I1DOPD2IX53
Heron Therapeutics, Inc.
427746102
1100.00000000
NS
USD
1254.00000000
0.000240591528
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
1181.00000000
NS
USD
494980.72000000
0.094966640988
Long
EC
CORP
US
N
1
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
1311079.35940000
PA
USD
1279390.57000000
0.245462944384
Long
LON
CORP
US
N
2
2027-10-29
Variable
10.26000000
N
N
N
N
N
N
PROG Holdings Inc
549300DHYTLBOVRXIG52
PROG Holdings, Inc.
74319R101
663.00000000
NS
USD
21633.69000000
0.004150624031
Long
EC
CORP
US
N
1
N
N
N
TCR2 Therapeutics Inc
5493007TR1ORJAZ8YK34
TCR2 Therapeutics, Inc.
87808K106
181.00000000
NS
USD
267.88000000
0.000051395261
Long
EC
CORP
US
N
1
N
N
N
Cohen & Steers Inc
549300XXIA338A0X2K65
Cohen & Steers, Inc.
19247A100
291.00000000
NS
USD
15833.31000000
0.003037767342
Long
EC
CORP
US
N
1
N
N
N
ARS Pharmaceuticals Inc
N/A
ARS Pharmaceuticals, Inc.
82835W108
122.00000000
NS
USD
849.12000000
0.000162911545
Long
EC
CORP
US
N
1
N
N
N
ATLAS CC ACQUISITION CORP
N/A
Atlas CC Acquisition Corp.
N/A
742221.50150000
PA
USD
653622.52000000
0.125403541371
Long
LON
CORP
US
N
2
2028-05-25
Variable
9.78000000
N
N
N
N
N
N
Pulse Biosciences Inc
529900NJUBI06118FM73
Pulse Biosciences, Inc.
74587B101
83.00000000
NS
USD
514.60000000
0.000098730781
Long
EC
CORP
US
N
1
N
N
N
Adverum Biotechnologies Inc
529900ZEDOOZL1EWHJ89
Adverum Biotechnologies, Inc.
00773U108
517.00000000
NS
USD
635.91000000
0.000122005230
Long
EC
CORP
US
N
1
N
N
N
GrowGeneration Corp
N/A
GrowGeneration Corp.
39986L109
647.00000000
NS
USD
2393.90000000
0.000459291913
Long
EC
CORP
US
N
1
N
N
N
Quanterix Corp
N/A
Quanterix Corp.
74766Q101
361.00000000
NS
USD
7079.21000000
0.001358212082
Long
EC
CORP
US
N
1
N
N
N
Stem Inc
549300GVWIYFILN5V546
Stem, Inc.
85859N102
1328.00000000
NS
USD
7330.56000000
0.001406435910
Long
EC
CORP
US
N
1
N
N
N
JONES DESLAURIERS INSURA
549300JQIWNFU00E5424
Jones Deslauriers Insurance Management, Inc.
48020RAB1
750000.00000000
PA
USD
748396.94000000
0.143586892672
Long
DBT
CORP
CA
N
2
2030-03-15
Fixed
8.50000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
3717.00000000
NS
USD
421544.97000000
0.080877311395
Long
EC
CORP
US
N
1
N
N
N
US Xpress Enterprises Inc
549300NXY19K1OZN4915
US Xpress Enterprises, Inc.
90338N202
160.00000000
NS
USD
972.80000000
0.000186640700
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
7297.00000000
NS
USD
225915.12000000
0.043343910637
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
N/A
3736.00000000
NS
USD
302503.92000000
0.058038182109
Long
EC
CORP
US
N
1
N
N
N
Arvinas Inc
N/A
Arvinas, Inc.
04335A105
548.00000000
NS
USD
11962.84000000
0.002295181782
Long
EC
CORP
US
N
1
N
N
N
iTeos Therapeutics Inc
N/A
iTeos Therapeutics, Inc.
46565G104
120.00000000
NS
USD
1953.60000000
0.000374816275
Long
EC
CORP
US
N
1
N
N
N
Big Lots Inc
N/A
Big Lots, Inc.
089302103
354.00000000
NS
USD
1777.08000000
0.000340949276
Long
EC
CORP
US
N
1
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AQ1
2000000.00000000
PA
USD
1890200.00000000
0.362652397441
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Rite Aid Corp
529900W353T1JY1DKT44
Rite Aid Corp.
767754872
328.00000000
NS
USD
587.12000000
0.000112644416
Long
EC
CORP
US
N
1
N
N
N
Bridgebio Pharma Inc
54930028YG89VTY2J114
Bridgebio Pharma, Inc.
10806X102
1241.00000000
NS
USD
17026.52000000
0.003266695745
Long
EC
CORP
US
N
1
N
N
N
Portage Biotech Inc
N/A
Portage Biotech, Inc.
N/A
29.00000000
NS
USD
100.92000000
0.000019362437
Long
EC
CORP
US
N
1
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
10Y-2Y SOFR CMS CAP
N/A
7400000.00000000
NC
USD
25351.14000000
0.004863851284
N/A
DIR
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
7400000
0.10000000
USD
2024-06-20
XXXX
-9428.86000000
N
N
N
Artisan Partners Asset Managem
549300T1FUI6JF63XU51
Artisan Partners Asset Management, Inc.
04316A108
687.00000000
NS
USD
21984.00000000
0.004217834253
Long
EC
CORP
US
N
1
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
300000.00000000
PA
USD
208584.88000000
0.040018943393
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
Identiv Inc
5299008KH3C585Z0DS77
Identiv, Inc.
45170X205
127.00000000
NS
USD
923.29000000
0.000177141747
Long
EC
CORP
US
N
1
N
N
N
ModivCare Inc
549300EFZIFW7F7I0Q28
ModivCare, Inc.
60783X104
145.00000000
NS
USD
6514.85000000
0.001249934383
Long
EC
CORP
US
N
1
N
N
N
FIRST BRANDS GROUP LLC
N/A
First Brands Group LLC
N/A
3251491.71900000
PA
USD
3124683.54000000
0.599499511706
Long
LON
CORP
US
N
2
2027-03-30
Variable
10.25000000
N
N
N
N
N
N
GREAT LAKES DREDGE&DOCK
549300H65E3MZ1CX0P05
Great Lakes Dredge & Dock Corp.
390607AF6
1025000.00000000
PA
USD
805332.11000000
0.154510432985
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.25000000
N
N
N
N
N
N
Porch Group Inc
549300NXEI7CVW8IXQ90
Porch Group, Inc.
733245104
894.00000000
NS
USD
1260.54000000
0.000241846287
Long
EC
CORP
US
N
1
N
N
N
Crocs Inc
549300B0J6YCXD63OG72
Crocs, Inc.
227046109
683.00000000
NS
USD
76687.24000000
0.014713158099
Long
EC
CORP
US
N
1
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC Holdings, Inc.
552676108
670.00000000
NS
USD
26987.60000000
0.005177821310
Long
EC
CORP
US
N
1
N
N
N
Montrose Environmental Group I
254900ASI8K3LUB8Q958
Montrose Environmental Group, Inc.
615111101
305.00000000
NS
USD
10702.45000000
0.002053364274
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10Y-2Y SOFR CMS CAP
N/A
14900000.00000000
NC
USD
51044.87000000
0.009793431638
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
14900000
0.10000000
USD
2024-06-20
XXXX
-14887.63000000
N
N
N
GARDEN SPINCO CORP
N/A
Garden Spinco Corp.
365417AA2
900000.00000000
PA
USD
973953.00000000
0.186861914319
Long
DBT
CORP
US
N
2
2030-07-20
Fixed
8.62500000
N
N
N
N
N
N
API Group Corp
213800NZT1VX6PZ7BT53
API Group Corp.
00187Y100
2370.00000000
NS
USD
53562.00000000
0.010276366369
Long
EC
CORP
US
N
1
N
N
N
Blue Foundry Bancorp
5493008KPK5NJT0FNK56
Blue Foundry Bancorp
09549B104
167.00000000
NS
USD
1553.10000000
0.000297976636
Long
EC
CORP
US
N
1
N
N
N
PGT INNOVATIONS INC
549300LRW9WM59C1S579
PGT Innovations, Inc.
69336VAB7
3295000.00000000
PA
USD
3007906.65000000
0.577094782511
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.37500000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
4300000.00000000
PA
USD
3590500.00000000
0.688870718979
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
1235.00000000
NS
USD
161698.55000000
0.031023366215
Long
EC
CORP
US
N
1
N
N
N
Hyliion Holdings Corp
N/A
Hyliion Holdings Corp.
449109107
698.00000000
NS
USD
1144.72000000
0.000219625146
Long
EC
CORP
US
N
1
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769G100
8165.00000000
NS
USD
334846.65000000
0.064243434767
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076102
807.00000000
NS
USD
228744.15000000
0.043886686275
Long
EC
CORP
US
N
1
N
N
N
SK INVICTUS INTERMEDIATE
N/A
SK Invictus Intermediate II SARL
29977LAA9
4250000.00000000
PA
USD
3374202.50000000
0.647372037921
Long
DBT
CORP
LU
N
2
2029-10-30
Fixed
5.00000000
N
N
N
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co.
382550101
3229.00000000
NS
USD
44334.17000000
0.008505921616
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-924528.58000000
PA
USD
-924528.58000000
-0.17737938103
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.20000000
N/A
1320000.00000000
USD
1178100.00000000
USD
CDS
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education, Inc.
57767XAB6
1700000.00000000
PA
USD
1419500.00000000
0.272344237736
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
8.00000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning B
N/A
604424.84500000
PA
USD
0.01000000
0.000000001918
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
ArcBest Corp
5493006S3KBNE8ZS3J23
ArcBest Corp.
03937C105
296.00000000
NS
USD
24798.88000000
0.004757895082
Long
EC
CORP
US
N
1
N
N
N
Ichor Holdings Ltd
529900PS8R2JVLJ2H892
Ichor Holdings Ltd.
N/A
331.00000000
NS
USD
10029.30000000
0.001924214204
Long
EC
CORP
US
N
1
N
N
N
PLBY Group Inc
N/A
PLBY Group, Inc.
72814P109
337.00000000
NS
USD
508.87000000
0.000097631428
Long
EC
CORP
US
N
1
N
N
N
Eagle Bancorp Inc
549300B47NZODRMG3D47
Eagle Bancorp, Inc.
268948106
185.00000000
NS
USD
3687.05000000
0.000707394731
Long
EC
CORP
US
N
1
N
N
N
BRP INC
549300DZZJW11IMTMJ24
Bombardier Recreational Products, Inc.
N/A
270801.52880000
PA
USD
262395.85000000
0.050343076966
Long
LON
CORP
CA
N
2
2027-05-24
Variable
7.25000000
N
N
N
N
N
N
ENDO DAC/FIN LLC/FINCO
N/A
Endo Dac / Endo Finance LLC / Endo Finco, Inc.
29273DAB6
1750000.00000000
PA
USD
96250.00000000
0.018466455006
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
9.50000000
Y
N
N
N
N
N
Marathon Digital Holdings Inc
549300M8ISKPTX2W7F94
Marathon Digital Holdings, Inc.
565788106
1115.00000000
NS
USD
10915.85000000
0.002094307042
Long
EC
CORP
US
N
1
N
N
N
Legacy Housing Corp
N/A
Legacy Housing Corp.
52472M101
47.00000000
NS
USD
894.88000000
0.000171691026
Long
EC
CORP
US
N
1
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-3072680.20000000
PA
USD
-3072680.20000000
-0.58952218871
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.35000000
N/A
3350000.00000000
USD
2471630.00000000
USD
CDS
N
N
N
RITCHIE BROS HLDGS INC
N/A
Ritchie Bros Holdings, Inc.
76774LAC1
650000.00000000
PA
USD
677475.50000000
0.129979956768
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
7.75000000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education, Inc.
57767XAA8
1800000.00000000
PA
USD
1534500.00000000
0.294408054107
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1527560.00000000
PA
USD
-1527560.00000000
-0.29307655075
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.35000000
N/A
1600000.00000000
USD
1014560.00000000
USD
CDS
N
N
N
C4 Therapeutics Inc
N/A
C4 Therapeutics, Inc.
12529R107
460.00000000
NS
USD
1559.40000000
0.000299185350
Long
EC
CORP
US
N
1
N
N
N
Tupperware Brands Corp
G8NWFN4YP7CR6FOP4886
Tupperware Brands Corp.
899896104
286.00000000
NS
USD
254.57000000
0.000048841615
Long
EC
CORP
US
N
1
N
N
N
Escalade Inc
N/A
Escalade, Inc.
296056104
60.00000000
NS
USD
697.20000000
0.000133764284
Long
EC
CORP
US
N
1
N
N
N
PagerDuty Inc
549300U1SB749EDAGH21
PagerDuty, Inc.
69553P100
967.00000000
NS
USD
26312.07000000
0.005048214615
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
3285.00000000
NS
USD
348012.90000000
0.066769501918
Long
EC
CORP
US
N
1
N
N
N
TREEHOUSE FOODS INC
5493007M7EVHE470Q576
TreeHouse Foods, Inc.
89469AAD6
2000000.00000000
PA
USD
1721040.00000000
0.330197482855
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.00000000
N
N
N
N
N
N
NM Z PARENT INC
NU75S1Y8UH3706J5CS61
Zep, Inc.
N/A
1986042.75350000
PA
USD
1672248.00000000
0.320836285217
Long
LON
CORP
US
N
2
2024-08-12
Variable
9.16000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc.
14879EAH1
300000.00000000
PA
USD
244158.00000000
0.046843976327
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-354295.96000000
PA
USD
-354295.96000000
-0.06797496524
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
N/A
450000.00000000
USD
398250.00000000
USD
CDS
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QPFZ5
1922772.02680000
PA
USD
1830248.53000000
0.351150152004
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAD4
3000000.00000000
NS
USD
2400000.00000000
0.460462254714
Long
EP
CORP
US
N
2
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-5225101.00000000
PA
USD
-5225101.00000000
-1.00248407815
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
N/A
6500000.00000000
USD
10826028.62
USD
CDS
N
N
N
Forestar Group Inc
549300BC2UB0GHV60V70
Forestar Group, Inc.
346232101
101.00000000
NS
USD
2053.33000000
0.000393950400
Long
EC
CORP
US
N
1
N
N
N
CNTRL PARENT/CDK GLB INC
N/A
Central Parent Incorporated / CDK Global Inc
15477CAA3
1350000.00000000
PA
USD
1321147.94000000
0.253474483026
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.25000000
N
N
N
N
N
N
EISNER ADVISORY GROUP
N/A
Eisner Advisory Group
N/A
3102649.59900000
PA
USD
3079379.73000000
0.590807555665
Long
LON
CORP
US
N
2
2028-07-28
Variable
10.52000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1794799.00000000
PA
USD
-1794799.00000000
-0.34434883095
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
2100000.00000000
USD
1137360.00000000
USD
CDS
N
N
N
Precision BioSciences Inc
549300I5QGRS3BLHZH41
Precision BioSciences, Inc.
74019P108
296.00000000
NS
USD
219.04000000
0.000042024855
Long
EC
CORP
US
N
1
N
N
N
Walker & Dunlop Inc
N/A
Walker & Dunlop, Inc.
93148P102
341.00000000
NS
USD
24957.79000000
0.004788383440
Long
EC
CORP
US
N
1
N
N
N
ACCIDENT FUND INS CO AM
2549009NUX96RJZ6DQ30
Accident Fund Insurance Company of America
00452AAA8
2550000.00000000
PA
USD
2641851.33000000
0.506863675013
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
8.50000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LIII Ltd.
558201AA7
7500000.00000000
PA
USD
6780683.25000000
1.300936957415
Long
ABS-O
CORP
KY
N
2
2035-04-21
Floating
11.05600000
N
N
N
N
N
N
Carisma Therapeutics Inc
549300DGKHONOZQIY116
Carisma Therapeutics, Inc.
14216R101
59.00000000
NS
USD
334.53000000
0.000064182682
Long
EC
CORP
US
N
1
N
N
N
Capitol Federal Financial Inc
N/A
Capitol Federal Financial, Inc.
14057J101
762.00000000
NS
USD
4556.76000000
0.000874256659
Long
EC
CORP
US
N
1
N
N
N
Digital Media Solutions Inc
N/A
Digital Media Solutions, Inc.
25401G106
19.00000000
NS
USD
8.54000000
0.000001638478
Long
EC
CORP
US
N
1
N
N
N
Boot Barn Holdings Inc
529900QE1BFMYA3N4E71
Boot Barn Holdings, Inc.
099406100
342.00000000
NS
USD
23126.04000000
0.004436945217
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1350850.54000000
PA
USD
-1350850.54000000
-0.25917320226
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
N/A
2000000.00000000
USD
1688800.00000000
USD
CDS
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBC5
1100000.00000000
PA
USD
1002062.05000000
0.192254896211
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.00000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
5200000.00000000
PA
USD
4453516.18000000
0.854448375687
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Annexon Inc
N/A
Annexon, Inc.
03589W102
185.00000000
NS
USD
553.15000000
0.000106126956
Long
EC
CORP
US
N
1
N
N
N
Innovative Industrial Properti
5493008BQ0545EZXRR30
Innovative Industrial Properties, Inc.
45781V101
292.00000000
NS
USD
19301.20000000
0.003703114196
Long
EC
CORP
US
N
1
N
N
N
Nautilus Inc
549300LLLHX2HF71YE90
Nautilus, Inc.
63910B102
179.00000000
NS
USD
227.33000000
0.000043615368
Long
EC
CORP
US
N
1
N
N
N
Gritstone bio Inc
5493003TER6KY3MUVY84
Gritstone bio, Inc.
39868T105
249.00000000
NS
USD
480.57000000
0.000092201810
Long
EC
CORP
US
N
1
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
77313LAB9
1800000.00000000
PA
USD
1355625.00000000
0.260089226686
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
Vera Bradley Inc
52990005Q6LEJKXO7M51
Vera Bradley, Inc.
92335C106
155.00000000
NS
USD
736.25000000
0.000141256389
Long
EC
CORP
US
N
1
N
N
N
Tattooed Chef Inc
5493005UQQNAE47M7Q04
Tattooed Chef, Inc.
87663X102
281.00000000
NS
USD
153.48000000
0.000029446561
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-924932.37000000
PA
USD
-924932.37000000
-0.17745685189
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
N/A
1157000.00000000
USD
1099150.00000000
USD
CDS
N
N
N
WOLVERINE WORLD WIDE
549300OVC7PK14LQ8D87
Wolverine World Wide, Inc.
978097AG8
300000.00000000
PA
USD
239310.00000000
0.045913842573
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.00000000
N
N
N
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
5532.00000000
NS
USD
75013.92000000
0.014392116140
Long
EC
CORP
US
N
1
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation, Inc.
773903109
995.00000000
NS
USD
277207.00000000
0.053184733434
Long
EC
CORP
US
N
1
N
N
N
SVC ABS LLC
N/A
SVC ABS LLC
78487JAB2
999375.00000000
PA
USD
935149.57000000
0.179417116457
Long
ABS-O
CORP
US
N
2
2053-02-20
Fixed
5.55000000
N
N
N
N
N
N
Maiden Holdings Ltd
5493000GQUKNWGNXRZ91
Maiden Holdings Ltd.
N/A
414.00000000
NS
USD
844.56000000
0.000162036667
Long
EC
CORP
US
N
1
N
N
N
Cannae Holdings Inc
549300OGRF1ICI7D2V77
Cannae Holdings, Inc.
13765N107
994.00000000
NS
USD
19532.10000000
0.003747414502
Long
EC
CORP
US
N
1
N
N
N
Smith Micro Software Inc
549300YR8UTB5CX2B814
Smith Micro Software, Inc.
832154207
275.00000000
NS
USD
332.75000000
0.000063841173
Long
EC
CORP
US
N
1
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp.
73278L105
578.00000000
NS
USD
182780.94000000
0.035068218229
Long
EC
CORP
US
N
1
N
N
N
KDAC Aviation Finance Limited
N/A
KDAC Aviation Finance Ltd.
48244XAA0
2929324.03860000
PA
USD
2435264.25000000
0.467228028074
Long
ABS-O
CORP
KY
N
2
2042-12-15
Fixed
4.21200000
N
N
N
N
N
N
Healthpeak Properties Inc
254900M6MTMZM0I22L81
Healthpeak Properties, Inc.
42250P103
7889.00000000
NS
USD
157464.44000000
0.030211012949
Long
EC
CORP
US
N
1
N
N
N
Carriage Services Inc
N/A
Carriage Services, Inc.
143905107
90.00000000
NS
USD
2354.40000000
0.000451713471
Long
EC
CORP
US
N
1
N
N
N
Fidelity D&D Bancorp Inc
N/A
Fidelity D&D Bancorp, Inc.
31609R100
23.00000000
NS
USD
869.29000000
0.000166781347
Long
EC
CORP
US
N
1
N
N
N
TRITON WATER HOLDINGS INC
N/A
Triton Water Holdings, Inc.
N/A
2954892.00000000
PA
USD
2795741.52000000
0.536388934957
Long
LON
CORP
US
N
2
2028-03-31
Variable
8.66000000
N
N
N
N
N
N
Star Holdings
549300NXTGWF12PTMW64
Star Holdings
85512G106
60.12900000
NS
USD
932.00000000
0.000178812842
Long
EC
CORP
US
N
1
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores, Inc.
778296103
2913.00000000
NS
USD
301845.06000000
0.057911773709
Long
EC
CORP
US
N
1
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320106
1379.00000000
NS
USD
178290.91000000
0.034206764339
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1791871.67000000
PA
USD
-1791871.67000000
-0.34378719555
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.35000000
2023-06-23
2600000.00000000
USD
2093000.00000000
USD
CDS
N
N
N
Hingham Institution For Saving
2549009GDCGUR2T6KU55
Hingham Institution For Savings The
433323102
8.00000000
NS
USD
1542.56000000
0.000295954439
Long
EC
CORP
US
N
1
N
N
N
LGI Homes Inc
549300W02B4WNV8CV109
LGI Homes, Inc.
50187T106
252.00000000
NS
USD
28670.04000000
0.005500613025
Long
EC
CORP
US
N
1
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
53205.00000000
NS
USD
22231709.25000000
4.265359569752
Long
EC
RF
US
N
1
N
N
N
GE HealthCare Technologies Inc
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36266G107
923.66670000
NS
USD
73440.74000000
0.014090286970
Long
EC
CORP
US
N
1
N
N
N
Mitek Systems Inc
549300ABZAQ3R25XG118
Mitek Systems, Inc.
606710200
255.00000000
NS
USD
2657.10000000
0.000509789273
Long
EC
CORP
US
N
1
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GA5
12650000.00000000
PA
USD
4341575.13000000
0.832971447237
Long
DBT
UST
US
N
2
2051-08-15
None
0.00000000
N
N
N
N
N
N
Surface Oncology Inc
549300FCSG6MNIMFH738
Surface Oncology, Inc.
86877M209
208.00000000
NS
USD
163.30000000
0.000031330619
Long
EC
CORP
US
N
1
N
N
N
API GROUP DE INC
549300XP4G7B4QYA0G83
APi Group DE, Inc.
00185PAA9
250000.00000000
PA
USD
224616.04000000
0.043094670093
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.75000000
N
N
N
N
N
N
BRE/EVERBRIGHT M6 BORROWER LLC
N/A
BRE/Everbright M6 Borrower LLC
N/A
2462000.00000000
PA
USD
2435336.54000000
0.467241897581
Long
LON
CORP
US
N
2
2026-09-09
Variable
10.09000000
N
N
N
N
N
N
Marcus Corp/The
549300NL0OKPNEMP6B79
Marcus Corp.
566330106
136.00000000
NS
USD
2078.08000000
0.000398698917
Long
EC
CORP
US
N
1
N
N
N
NFM & J LLC
N/A
NFM & J LLC
N/A
1840921.33900000
PA
USD
1801928.80000000
0.345716749200
Long
LON
CORP
US
N
3
2027-11-30
Variable
10.90000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-781480.50000000
PA
USD
-781480.50000000
-0.14993428043
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
N/A
850000.00000000
USD
734315.00000000
USD
CDS
N
N
N
Hookipa Pharma Inc
N/A
Hookipa Pharma, Inc.
43906K100
114.00000000
NS
USD
149.34000000
0.000028652263
Long
EC
CORP
US
N
1
N
N
N
Kala Pharmaceuticals Inc
529900Y7RO0C9P0TX474
Kala Pharmaceuticals, Inc.
483119202
6.00000000
NS
USD
85.80000000
0.000016461525
Long
EC
CORP
US
N
1
N
N
N
Olema Pharmaceuticals Inc
N/A
Olema Pharmaceuticals, Inc.
68062P106
150.00000000
NS
USD
775.50000000
0.000148786866
Long
EC
CORP
US
N
1
N
N
N
Columbus McKinnon Corp/NY
549300W3HQB0HO1F3G69
Columbus McKinnon Corp.
199333105
163.00000000
NS
USD
5946.24000000
0.001140841282
Long
EC
CORP
US
N
1
N
N
N
Avalo Therapeutics Inc
549300GPK6FPJ3X8SZ39
Avalo Therapeutics, Inc.
05338F207
30.16670000
NS
USD
86.58000000
0.000016611175
Long
EC
CORP
US
N
1
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc.
46590XAE6
1750000.00000000
PA
USD
1170543.47000000
0.224579618932
Long
DBT
CORP
US
N
2
2052-02-02
Fixed
4.37500000
N
N
N
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology, Inc.
016255101
1380.00000000
NS
USD
390070.80000000
0.074838700027
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - Rec USD / Deliver GBP
N/A
-1039000.00000000
NC
2095.55000000
0.000402050699
N/A
DFE
US
N
2
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
1039000.00000000
GBP
1294722.84000000
USD
2023-06-16
2095.55000000
N
N
N
NeuroPace Inc
N/A
NeuroPace, Inc.
641288105
42.00000000
NS
USD
186.90000000
0.000035858498
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
S&P 500 Index
N/A
-53.00000000
NC
USD
-538215.00000000
-0.10326153850
N/A
DE
US
N
1
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Written
S&P 500 INDEX
US78378X1072
-5300
4115.00000000
USD
2023-06-16
XXXX
-140441.48000000
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp.
26483EAL4
3300000.00000000
PA
USD
2874960.00000000
0.551587734922
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
Endo International PLC
5493007TBMWZWGZIB256
Endo International plc
N/A
2732.00000000
NS
USD
95.62000000
0.000018345583
Long
EC
CORP
US
N
1
N
N
N
Greenlane Holdings Inc
549300TLDAX3PKE2Y626
Greenlane Holdings, Inc.
395330202
4.95000000
NS
USD
1.52000000
0.000000291626
Long
EC
CORP
US
N
1
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAB3
700000.00000000
PA
USD
693783.60000000
0.133108816974
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
7.87500000
N
N
N
N
N
N
CENGAGE LEARNING HOLDINGS II INC
549300BYGM0FWUSVXJ88
Cengage Learning Acquisitions, Inc.
N/A
3949874.68190000
PA
USD
3721295.43000000
0.713965035064
Long
LON
CORP
US
N
2
2026-07-14
Variable
9.88000000
N
N
N
N
N
N
Phreesia Inc
5493000HHF8NU4QOCG53
Phreesia, Inc.
71944F106
584.00000000
NS
USD
17531.68000000
0.003363615375
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370860
15940.00000000
NS
USD
191280.00000000
0.036698841700
Long
EC
CORP
US
N
1
N
N
N
Regional Management Corp
549300S5O87W87JW4146
Regional Management Corp.
75902K106
44.00000000
NS
USD
1150.60000000
0.000220753279
Long
EC
CORP
US
N
1
N
N
N
Avalara, Inc.
N/A
Avalara, Inc.
N/A
-263636.36000000
PA
USD
-3427.75000000
-0.00065764562
Short
LON
CORP
US
N
3
2028-10-19
Variable
0.50000000
N
N
N
N
N
N
HF Foods Group Inc
54930040ARMFXM6CL697
HF Foods Group, Inc.
40417F109
217.00000000
NS
USD
781.20000000
0.000149880463
Long
EC
CORP
US
N
1
N
N
N
Lineage Cell Therapeutics Inc
5299002BI4W22SDF8R25
Lineage Cell Therapeutics, Inc.
53566P109
747.00000000
NS
USD
941.22000000
0.000180581784
Long
EC
CORP
US
N
1
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment, Inc.
707569AV1
3350000.00000000
PA
USD
2701607.50000000
0.518328450334
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.12500000
N
N
N
N
N
N
Brandywine Realty Trust
5UZ46ZCYUFYYAC0DS831
Brandywine Realty Trust
105368203
1990.00000000
NS
USD
7761.00000000
0.001489019816
Long
EC
CORP
US
N
1
N
N
N
Merchants Bancorp/IN
54930008Y0GPVLF81889
Merchants Bancorp
58844R108
87.00000000
NS
USD
1988.82000000
0.000381573558
Long
EC
CORP
US
N
1
N
N
N
Neuberger Berman CLO Ltd
549300JRWXK6DFJD7D06
Neuberger Berman Loan Advisers CLO 47 Ltd.
64134TAA9
1750000.00000000
PA
USD
1622930.23000000
0.311374213728
Long
ABS-O
CORP
KY
N
2
2035-04-14
Floating
11.24000000
N
N
N
N
N
N
La-Z-Boy Inc
549300WNO1WMN9ZG2519
La-Z-Boy, Inc.
505336107
258.00000000
NS
USD
6893.76000000
0.001322631780
Long
EC
CORP
US
N
1
N
N
N
First Foundation Inc
254900TQZQ6LBCK77E82
First Foundation, Inc.
32026V104
284.00000000
NS
USD
1101.92000000
0.000211413569
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
CDX.NA.HY.40.V1
N/A
-10000000.00000000
OU
Notional Amount
USD
-106667.50000000
-0.02046514898
N/A
DCR
US
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Intercontinental Exchange
5493000F4ZO33MV32P92
CDX HY40 V1 5% 6/20/2028
N/A
Y
CDX HY40 V1 5% 6/20/2028 - Tenor Quarterly
2028-06-20
0.00000000
USD
65432.07000000
USD
-10000000.00000000
USD
-41235.43000000
N
N
N
Carlyle Global Market Strategi
N/A
Carlyle US CLO Ltd.
14317WAG3
1000000.00000000
PA
USD
894683.40000000
0.171653306508
Long
ABS-O
CORP
KY
N
2
2035-04-15
Floating
11.58600000
N
N
N
N
N
N
Personalis Inc
549300EZ2NYFK7H0US48
Personalis, Inc.
71535D106
214.00000000
NS
USD
385.20000000
0.000073904191
Long
EC
CORP
US
N
1
N
N
N
PRECISE BIDCO BV
N/A
Precise Midco BV
N/A
1500000.00000000
PA
1583634.42000000
0.303834948198
Long
LON
CORP
NL
N
2
2026-05-13
Variable
6.96000000
N
N
N
N
N
N
Torrid Holdings Inc
N/A
Torrid Holdings, Inc.
89142B107
103.00000000
NS
USD
234.84000000
0.000045056231
Long
EC
CORP
US
N
1
N
N
N
Bio-Techne Corp
54930073RLKQ51TILZ35
Bio-Techne Corp.
09073M104
5648.00000000
NS
USD
461949.92000000
0.088629375720
Long
EC
CORP
US
N
1
N
N
N
SMART Global Holdings Inc
529900RDGHQY8XKXPN14
SMART Global Holdings, Inc.
N/A
547.00000000
NS
USD
12351.26000000
0.002369703761
Long
EC
CORP
US
N
1
N
N
N
Talis Biomedical Corp
N/A
Talis Biomedical Corp.
87424L108
86.00000000
NS
USD
42.17000000
0.000008090705
Long
EC
CORP
US
N
1
N
N
N
Ribbon Communications Inc
549300L1E8Z8RL7CUL52
Ribbon Communications, Inc.
762544104
419.00000000
NS
USD
1164.82000000
0.000223481518
Long
EC
CORP
US
N
1
N
N
N
PetMed Express Inc
529900PGHW5ASJ1AZL48
PetMed Express, Inc.
716382106
118.00000000
NS
USD
1749.94000000
0.000335742215
Long
EC
CORP
US
N
1
N
N
N
PIMENTE INVESTISSEMENT SAS
N/A
Pimente Investissement S.A.S.
N/A
1350000.00000000
PA
1407607.70000000
0.270062589706
Long
LON
CORP
FR
N
2
2028-12-29
Variable
6.77000000
N
N
N
N
N
N
Telesis Bio Inc
N/A
Telesis Bio, Inc.
192003101
47.00000000
NS
USD
75.20000000
0.000014427817
Long
EC
CORP
US
N
1
N
N
N
World Acceptance Corp
N/A
World Acceptance Corp.
981419104
24.00000000
NS
USD
2668.56000000
0.000511987981
Long
EC
CORP
US
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106103
2085.00000000
NS
USD
219467.10000000
0.042106798208
Long
EC
CORP
US
N
1
N
N
N
CAESARS ENTERTAINMENT INC
N/A
Caesars Entertainment, Inc.
N/A
200000.00000000
PA
USD
198094.00000000
0.038006170785
Long
LON
CORP
US
N
2
2030-02-06
Variable
8.50000000
N
N
N
N
N
N
ACROPOLIS INFRASTRUCTURE - A
N/A
Acropolis Infrastructure Acquisition Corp.
005029111
4204.00000000
NS
USD
420.40000000
0.000080657638
N/A
DE
US
N
1
Acropolis Infrastructure Acquisition Corp.
N/A
Call
Purchased
N/A
Acropolis Infrastructure Acquisition Corp.
4204
11.50000000
USD
2026-03-31
XXXX
233.36000000
N
N
N
Aeglea BioTherapeutics Inc
N/A
Aeglea BioTherapeutics, Inc.
00773J103
240.00000000
NS
USD
31.18000000
0.000005982172
Long
EC
CORP
US
N
1
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327109
1645.00000000
NS
USD
323489.25000000
0.062064412262
Long
EC
CORP
US
N
1
N
N
N
Riot Platforms Inc
5299005LKZAJQDQZDF73
Riot Platforms, Inc.
767292105
1226.00000000
NS
USD
14712.00000000
0.002822633621
Long
EC
CORP
US
N
1
N
N
N
Live Oak Bancshares Inc
N/A
Live Oak Bancshares, Inc.
53803X105
376.00000000
NS
USD
8136.64000000
0.001561089833
Long
EC
CORP
US
N
1
N
N
N
Fiesta Restaurant Group Inc
N/A
Fiesta Restaurant Group, Inc.
31660B101
209.00000000
NS
USD
1502.71000000
0.000288308847
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-346742.51000000
PA
USD
-346742.51000000
-0.06652576581
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.20000000
N/A
445000.00000000
USD
368860.50000000
USD
CDS
N
N
N
Allogene Therapeutics Inc
N/A
Allogene Therapeutics, Inc.
019770106
811.00000000
NS
USD
4257.75000000
0.000816888818
Long
EC
CORP
US
N
1
N
N
N
SiTime Corp
N/A
SiTime Corp.
82982T106
188.00000000
NS
USD
18643.96000000
0.003577016607
Long
EC
CORP
US
N
1
N
N
N
Trevena Inc
549300YXUV4MU2J7QS07
Trevena, Inc.
89532E208
38.00000000
NS
USD
43.32000000
0.000008311343
Long
EC
CORP
US
N
1
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour, Inc.
904311206
9303.00000000
NS
USD
61213.74000000
0.011744423641
Long
EC
CORP
US
N
1
N
N
N
National Presto Industries Inc
N/A
National Presto Industries, Inc.
637215104
30.00000000
NS
USD
2236.20000000
0.000429035705
Long
EC
CORP
US
N
1
N
N
N
BlackRock Debt Strategies Fund
Y02PFSGMGNYKWM70AJ95
BlackRock Debt Strategies Fund, Inc.
09255R202
193981.00000000
NS
USD
1815662.16000000
0.348351621663
Long
EC
RF
US
N
1
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272W109
783.00000000
NS
USD
25525.80000000
0.004897361425
Long
EC
CORP
US
N
1
N
N
N
Civista Bancshares Inc
5493001LX61Z2UVYSC48
Civista Bancshares, Inc.
178867107
88.00000000
NS
USD
1318.24000000
0.000252916567
Long
EC
CORP
US
N
1
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Finance Co.
37959GAB3
1750000.00000000
PA
USD
1310220.59000000
0.251377969601
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.12500000
N
N
N
N
N
N
Prelude Therapeutics Inc
N/A
Prelude Therapeutics, Inc.
74065P101
64.00000000
NS
USD
357.12000000
0.000068516783
Long
EC
CORP
US
N
1
N
N
N
CASTOR SPA
N/A
Castor S.p.A.
N/A
1400000.00000000
PA
1352410.48000000
0.259472491216
Long
DBT
CORP
IT
N
2
2029-02-15
Variable
8.20700000
N
N
N
N
N
N
Cleanspark Inc
254900VO7KBRJQDGY810
Cleanspark, Inc.
18452B209
228.00000000
NS
USD
978.12000000
0.000187661391
Long
EC
CORP
US
N
1
N
N
N
HEALTHEQUITY INC
529900LRJU1RAFQHM467
HealthEquity, Inc.
42226AAA5
75000.00000000
PA
USD
66597.62000000
0.012777370943
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
6340.00000000
NS
USD
176188.60000000
0.033803416671
Long
EC
CORP
US
N
1
N
N
N
LEGENDS HOSPITALITY HOLD
N/A
Legends Hospitality Holding Company LLC / Legends Hospitality Co-Issuer, Inc.
52473NAA6
1075000.00000000
PA
USD
959437.50000000
0.184076981044
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
Rafael Holdings Inc
N/A
Rafael Holdings, Inc.
75062E106
60.00000000
NS
USD
122.40000000
0.000023483574
Long
EC
CORP
US
N
1
N
N
N
Momentive Global Inc
549300PR9RG3VC9OH575
Momentive Global, Inc.
60878Y108
1553.00000000
NS
USD
14675.85000000
0.002815697908
Long
EC
CORP
US
N
1
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-2967559.00000000
PA
USD
-2967559.00000000
-0.56935371172
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
3750000.00000000
USD
2990625.00000000
USD
CDS
N
N
N
MCGRAW HILL LLC
N/A
McGraw Hill LLC
N/A
394987.47110000
PA
USD
369972.91000000
0.070982733467
Long
LON
CORP
US
N
2
2028-07-28
Variable
9.94000000
N
N
N
N
N
N
Hamilton Beach Brands Holding
N/A
Hamilton Beach Brands Holding Co.
40701T104
44.00000000
NS
USD
409.64000000
0.000078593232
Long
EC
CORP
US
N
1
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAH3
1000000.00000000
PA
USD
888416.00000000
0.170450847701
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.52000000
N
N
N
N
N
N
SQZ Biotechnologies Co
N/A
SQZ Biotechnologies Co.
78472W104
135.00000000
NS
USD
74.93000000
0.000014376015
Long
EC
CORP
US
N
1
N
N
N
Asana Inc
254900X7UAJNMLPLZ510
Asana, Inc.
04342Y104
853.00000000
NS
USD
20369.64000000
0.003908104317
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology Holdings PL
635400RUXIFEZSRU8X70
Seagate Technology Holdings plc
N/A
2826.00000000
NS
USD
169842.60000000
0.032585877726
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-156209.38000000
PA
USD
-156209.38000000
-0.02997021805
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
N/A
200000.00000000
USD
192000.00000000
USD
CDS
N
N
N
Mind Medicine MindMed Inc
549300QY8KN1O6RPFJ13
Mind Medicine MindMed, Inc.
60255C885
125.00000000
NS
USD
442.50000000
0.000084897728
Long
EC
CORP
US
N
1
N
N
N
Vor BioPharma Inc
N/A
Vor BioPharma, Inc.
929033108
113.00000000
NS
USD
531.10000000
0.000101896459
Long
EC
CORP
US
N
1
N
N
N
INNOVATE Corp
549300S6O246JWQQ1K58
INNOVATE Corp.
45784J105
282.00000000
NS
USD
366.60000000
0.000070335609
Long
EC
CORP
US
N
1
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp.
25470M109
8508.00000000
NS
USD
54706.44000000
0.010495937795
Long
EC
CORP
US
N
1
N
N
N
Kontoor Brands Inc
549300M0CPXV65RFF271
Kontoor Brands, Inc.
50050N103
608.00000000
NS
USD
23809.28000000
0.004568031146
Long
EC
CORP
US
N
1
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAD2
975000.00000000
PA
USD
968972.58000000
0.185906374559
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.50000000
N
N
N
N
N
N
Goosehead Insurance Inc
549300WH5MBIWHJ9XY95
Goosehead Insurance, Inc.
38267D109
211.00000000
NS
USD
11642.98000000
0.002233813675
Long
EC
CORP
US
N
1
N
N
N
Fathom Holdings Inc
N/A
Fathom Holdings, Inc.
31189V109
36.00000000
NS
USD
225.36000000
0.000043237405
Long
EC
CORP
US
N
1
N
N
N
Lucid Diagnostics Inc
N/A
Lucid Diagnostics, Inc.
54948X109
29.00000000
NS
USD
46.11000000
0.000008846631
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-268148.84000000
PA
USD
-268148.84000000
-0.05144684144
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
300000.00000000
USD
257190.00000000
USD
CDS
N
N
N
PAVmed Inc
549300V1JXXVXU7P8007
PAVmed, Inc.
70387R106
429.00000000
NS
USD
172.07000000
0.000033013225
Long
EC
CORP
US
N
1
N
N
N
Blink Charging Co
N/A
Blink Charging Co.
09354A100
428.00000000
NS
USD
2880.44000000
0.000552639123
Long
EC
CORP
US
N
1
N
N
N
NFM & J LLC
N/A
The Facilities Group
N/A
1698375.52900000
PA
USD
1662402.25000000
0.318947286782
Long
LON
CORP
US
N
3
2027-11-30
Variable
11.16000000
N
N
N
N
N
N
Valley National Bancorp
549300ET52S1UBIB9762
Valley National Bancorp
919794107
4679.00000000
NS
USD
34531.02000000
0.006625096386
Long
EC
CORP
US
N
1
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp.
74166NAA2
3300000.00000000
PA
USD
2811105.00000000
0.539336561057
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
4.87500000
N
N
N
N
N
N
QuidelOrtho Corp
549300YU8CMO9HF53113
QuidelOrtho Corp.
219798105
0.01650000
NS
USD
1.40000000
0.000000268602
Long
EC
CORP
US
N
1
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc.
00751Y106
1253.00000000
NS
USD
91331.17000000
0.017522731859
Long
EC
CORP
US
N
1
N
N
N
Nurix Therapeutics Inc
N/A
Nurix Therapeutics, Inc.
67080M103
373.00000000
NS
USD
3774.76000000
0.000724222708
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
CDX.NA.HY.37.V3
N/A
29400000.00000000
OU
Notional Amount
USD
1044012.82000000
0.200303540436
N/A
DCR
US
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Intercontinental Exchange
5493000F4ZO33MV32P92
CDX HY37 V2 5% 12/20/2026
N/A
Y
CDX HY37 V3 5% 12/20/2026 - Tenor Quarterly
2026-12-20
1698923.32000000
USD
0.00000000
USD
29400000.00000000
USD
-654910.50000000
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-1144920.95000000
PA
USD
-1144920.95000000
-0.21966370087
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.25000000
N/A
1500000.00000000
USD
1123050.00000000
USD
CDS
N
N
N
PROJECT RUBY ULTIMATE PARENT CORP
N/A
Project Ruby Ultimate Parent Corp.
N/A
2736250.00000000
PA
USD
2736663.17000000
0.525054205688
Long
LON
CORP
US
N
3
2028-03-10
Variable
10.90000000
N
N
N
N
N
N
Orthofix Medical Inc
N/A
Orthofix Medical, Inc.
68752M108
78.00000000
NS
USD
1457.82000000
0.000279696285
Long
EC
CORP
US
N
1
N
N
N
Avid Bioservices Inc
549300GRUS3ZMGP8MX22
Avid Bioservices, Inc.
05368M106
708.00000000
NS
USD
10938.60000000
0.002098671841
Long
EC
CORP
US
N
1
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group plc
639057AG3
1250000.00000000
PA
USD
1297443.00000000
0.248926470476
Long
DBT
CORP
GB
N
2
2026-11-10
Variable
7.47200000
N
N
N
N
N
N
Meta Materials Inc
N/A
Meta Materials, Inc.
59134N104
1187.00000000
NS
USD
249.27000000
0.000047824760
Long
EC
CORP
US
N
1
N
N
N
First Advantage Corp
549300RNJ0PXU8FP7D06
First Advantage Corp.
31846B108
320.00000000
NS
USD
4323.20000000
0.000829446008
Long
EC
CORP
US
N
1
N
N
N
HAMILTON PROJECTS ACQUIROR LLC
N/A
Hamilton Projects Acquiror LLC
N/A
350649.25480000
PA
USD
344951.20000000
0.066182086382
Long
LON
CORP
US
N
2
2027-06-17
Variable
9.66000000
N
N
N
N
N
N
Zevra Therapeutics Inc
254900CU6T74V18Y1W18
Zevra Therapeutics, Inc.
488445206
172.00000000
NS
USD
866.88000000
0.000166318966
Long
EC
CORP
US
N
1
N
N
N
EchoStar Corp
549300EE20907QZ9GT38
EchoStar Corp.
278768106
219.00000000
NS
USD
3453.63000000
0.000662610940
Long
EC
CORP
US
N
1
N
N
N
DIAMOND BC BV
549300SWLHWJF3D4N658
Diamond BC BV
25257DAA6
3250000.00000000
PA
USD
3262350.00000000
0.625912098611
Long
DBT
CORP
NL
N
2
2029-10-01
Fixed
4.62500000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock, Inc.
09247X101
735.00000000
NS
USD
483299.25000000
0.092725442648
Long
EC
CORP
US
N
1
N
N
N
RBB Bancorp
549300A23FBFZNGET525
RBB Bancorp
74930B105
83.00000000
NS
USD
866.52000000
0.000166249897
Long
EC
CORP
US
N
1
N
N
N
CareDx Inc
549300NQOFKL9NON0U06
CareDx, Inc.
14167L103
593.00000000
NS
USD
4732.14000000
0.000907904939
Long
EC
CORP
US
N
1
N
N
N
Oportun Financial Corp
549300351Y4J4FKIOR78
Oportun Financial Corp.
68376D104
124.00000000
NS
USD
710.52000000
0.000136319850
Long
EC
CORP
US
N
1
N
N
N
KRONOS ACQUISITION HOLDINGS INC
N/A
Kronos Acquisition Holdings, Inc.
N/A
3258750.00000000
PA
USD
3160987.50000000
0.606464763072
Long
LON
CORP
US
N
2
2026-12-22
Variable
11.38000000
N
N
N
N
N
N
Pennant Group Inc/The
5493007H2OYR6BYLDA64
Pennant Group, Inc.
70805E109
152.00000000
NS
USD
1824.00000000
0.000349951313
Long
EC
CORP
US
N
1
N
N
N
AvidXchange Holdings Inc
N/A
AvidXchange Holdings, Inc.
05368X102
147.00000000
NS
USD
1424.43000000
0.000273290103
Long
EC
CORP
US
N
1
N
N
N
Varonis Systems Inc
549300SHIVNRRH7STS26
Varonis Systems, Inc.
922280102
1250.00000000
NS
USD
32850.00000000
0.006302577111
Long
EC
CORP
US
N
1
N
N
N
Applied Therapeutics Inc
549300KL3IJPHZM2GR04
Applied Therapeutics, Inc.
03828A101
105.00000000
NS
USD
135.45000000
0.000025987338
Long
EC
CORP
US
N
1
N
N
N
IPG Photonics Corp
5493002KZ51CADQ94G15
IPG Photonics Corp.
44980X109
4423.00000000
NS
USD
488608.81000000
0.093744130969
Long
EC
CORP
US
N
1
N
N
N
1-800-Flowers.com Inc
N/A
1-800-Flowers.com, Inc.
68243Q106
317.00000000
NS
USD
2574.04000000
0.000493853442
Long
EC
CORP
US
N
1
N
N
N
MEI Pharma Inc
529900A43X33ON524197
MEI Pharma, Inc.
55279B301
33.00000000
NS
USD
254.10000000
0.000048751441
Long
EC
CORP
US
N
1
N
N
N
Alector Inc
549300Z8RQOIY1JMHC25
Alector, Inc.
014442107
695.00000000
NS
USD
5170.80000000
0.000992065927
Long
EC
CORP
US
N
1
N
N
N
Lovesac Co/The
N/A
Lovesac Co.
54738L109
76.00000000
NS
USD
1602.08000000
0.000307373903
Long
EC
CORP
US
N
1
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAJ0
2940000.00000000
PA
USD
2633819.11000000
0.505322619124
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
GRAFTECH FINANCE INC
1Z010BU876CF2HDBIN43
GrafTech Finance, Inc.
384311AA4
3200000.00000000
PA
USD
2552117.70000000
0.489647446015
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.62500000
N
N
N
N
N
N
SOUTHERN VETERINARY COMPANY LLC
N/A
Southern Veterinary Partners LLC
N/A
2122231.76770000
PA
USD
2047953.66000000
0.392918899930
Long
LON
CORP
US
N
2
2027-10-05
Variable
9.15000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
1984.00000000
NS
USD
269248.64000000
0.051657848272
Long
EC
CORP
US
N
1
N
N
N
Tenaya Therapeutics Inc
N/A
Tenaya Therapeutics, Inc.
87990A106
153.00000000
NS
USD
1101.60000000
0.000211352174
Long
EC
CORP
US
N
1
N
N
N
Fortress Biotech Inc
529900DZUWSYUURECK24
Fortress Biotech, Inc.
34960Q109
432.00000000
NS
USD
232.42000000
0.000044591932
Long
EC
CORP
US
N
1
N
N
N
Protagonist Therapeutics Inc
N/A
Protagonist Therapeutics, Inc.
74366E102
524.00000000
NS
USD
13660.68000000
0.002620928130
Long
EC
CORP
US
N
1
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BJ7
2750000.00000000
PA
1823620.86000000
0.349878572058
Long
DBT
CORP
CA
N
2
2029-08-15
Fixed
4.62500000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-2178446.00000000
PA
USD
-2178446.00000000
-0.41795506538
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.20000000
N/A
2400000.00000000
USD
2304000.00000000
USD
CDS
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023105
1451.00000000
NS
USD
298470.70000000
0.057264371453
Long
EC
CORP
US
N
1
N
N
N
Invesco Mortgage Capital Inc
PV3BDP2HFZL2FNXQBL39
Invesco Mortgage Capital, Inc.
46131B704
182.90000000
NS
USD
1938.74000000
0.000371965246
Long
EC
CORP
US
N
1
N
N
N
SWISS RE FINANCE LUX
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg S.A.
87089NAA8
1400000.00000000
PA
USD
1337000.00000000
0.256515847730
Long
DBT
CORP
LU
N
2
2049-04-02
Variable
5.00000000
N
N
N
N
N
N
ARES FINANCE CO IV LLC
N/A
Ares Finance Company IV LLC
039936AA7
1650000.00000000
PA
USD
1052988.26000000
0.202025561827
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.65000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1074972.90000000
PA
USD
-1074972.90000000
-0.20624351887
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.20000000
N/A
1350000.00000000
USD
1321110.00000000
USD
CDS
N
N
N
Matrix Service Co
529900VYBKSX6HD2YW58
Matrix Service Co.
576853105
155.00000000
NS
USD
838.55000000
0.000160883593
Long
EC
CORP
US
N
1
N
N
N
Bandwidth Inc
549300QC70JB7MUGXM66
Bandwidth, Inc.
05988J103
275.00000000
NS
USD
3272.50000000
0.000627859470
Long
EC
CORP
US
N
1
N
N
N
V2X Inc
N/A
V2X, Inc.
92242T101
68.00000000
NS
USD
2805.00000000
0.000538165260
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T. Rowe Price Group, Inc.
74144T108
3987.00000000
NS
USD
427246.92000000
0.081971283376
Long
EC
CORP
US
N
1
N
N
N
CIRCOR International Inc
5493007701O01N3FQM69
CIRCOR International, Inc.
17273K109
109.00000000
NS
USD
3158.82000000
0.000606048908
Long
EC
CORP
US
N
1
N
N
N
Vuzix Corp
549300EWPW64TZQXJG66
Vuzix Corp.
92921W300
349.00000000
NS
USD
1751.98000000
0.000336133608
Long
EC
CORP
US
N
1
N
N
N
Green Dot Corp
N/A
Green Dot Corp.
39304D102
313.00000000
NS
USD
5705.99000000
0.001094747091
Long
EC
CORP
US
N
1
N
N
N
ATD CORP
HZ8T88YVE2JVXJ0BTQ24
American Tire Distributors, Inc.
N/A
445500.00000000
PA
USD
374727.87000000
0.071895016635
Long
LON
CORP
US
N
2
2028-10-20
Variable
11.49000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1132424.38000000
PA
USD
-1132424.38000000
-0.21726611804
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
N/A
1575000.00000000
USD
1299847.50000000
USD
CDS
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC - VBTEL
91823ABA8
5000000.00000000
PA
USD
4490606.50000000
0.861564497510
Long
ABS-O
CORP
US
N
2
2052-02-15
Fixed
5.26800000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto Issuer LLC
30328DAG8
1000000.00000000
PA
USD
989829.60000000
0.189907987249
Long
ABS-O
CORP
US
N
2
2037-08-17
Floating
9.30300000
N
N
N
N
N
N
Community Health Systems Inc
N/A
Community Health Systems, Inc.
203668108
1457.00000000
NS
USD
4764.39000000
0.000914092400
Long
EC
CORP
US
N
1
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
Pentair plc
N/A
4752.00000000
NS
USD
263593.44000000
0.050572845712
Long
EC
CORP
US
N
1
N
N
N
Middlesex Water Co
N/A
Middlesex Water Co.
596680108
101.00000000
NS
USD
8217.36000000
0.001576576713
Long
EC
CORP
US
N
1
N
N
N
Brightsphere Investment Group
5493004FTLQNQTBOP608
Brightsphere Investment Group, Inc.
10948W103
189.00000000
NS
USD
4061.61000000
0.000779257540
Long
EC
CORP
US
N
1
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp.
058498106
2988.00000000
NS
USD
152866.08000000
0.029328774944
Long
EC
CORP
US
N
1
N
N
N
Akebia Therapeutics Inc
549300CBQEHMKEEGNX42
Akebia Therapeutics, Inc.
00972D105
1039.00000000
NS
USD
1080.56000000
0.000207315455
Long
EC
CORP
US
N
1
N
N
N
Molecular Templates Inc
529900VZKP6N0B8U5F61
Molecular Templates, Inc.
608550109
220.00000000
NS
USD
103.40000000
0.000019838248
Long
EC
CORP
US
N
1
N
N
N
BLUE RIBBON LLC (USA)
N/A
Blue Ribbon LLC
N/A
3746835.44150000
PA
USD
2535371.14000000
0.486434463192
Long
LON
CORP
US
N
2
2028-05-08
Variable
11.03000000
N
N
N
N
N
N
Comtech Telecommunications Cor
529900FTEZ8MGM0Y8F73
Comtech Telecommunications Corp.
205826209
152.00000000
NS
USD
1744.96000000
0.000334786756
Long
EC
CORP
US
N
1
N
N
N
eXp World Holdings Inc
549300TWVVZC283VEC32
eXp World Holdings, Inc.
30212W100
736.00000000
NS
USD
11327.04000000
0.002173197657
Long
EC
CORP
US
N
1
N
N
N
Disc Medicine Inc
N/A
Disc Medicine, Inc.
254604101
13.00000000
NS
USD
482.69000000
0.000092608552
Long
EC
CORP
US
N
1
N
N
N
DarioHealth Corp
N/A
DarioHealth Corp.
23725P209
80.00000000
NS
USD
312.00000000
0.000059860093
Long
EC
CORP
US
N
1
N
N
N
Spectrum Pharmaceuticals Inc
549300COU30WSP3O5I07
Spectrum Pharmaceuticals, Inc.
84763A108
971.00000000
NS
USD
1038.97000000
0.000199336028
Long
EC
CORP
US
N
1
N
N
N
SECRETARIAT ADVISORS LLC
N/A
Secretariat Advisors LLC
N/A
598500.00000000
PA
USD
577552.50000000
0.110808802652
Long
LON
CORP
US
N
3
2028-12-29
Variable
9.91000000
N
N
N
N
N
N
EW Scripps Co/The
549300U1OW41QPKYW028
EW Scripps Co.
811054402
335.00000000
NS
USD
2639.80000000
0.000506470108
Long
EC
CORP
US
N
1
N
N
N
CuriosityStream Inc
549300MSP5P41EYSIZ09
CuriosityStream, Inc.
23130Q107
155.00000000
NS
USD
142.21000000
0.000027284307
Long
EC
CORP
US
N
1
N
N
N
Aveanna Healthcare Holdings In
N/A
Aveanna Healthcare Holdings, Inc.
05356F105
235.00000000
NS
USD
277.30000000
0.000053202576
Long
EC
CORP
US
N
1
N
N
N
NexImmune Inc
5493005RDYAV26LAQ930
NexImmune, Inc.
65344D109
105.00000000
NS
USD
33.65000000
0.000006456064
Long
EC
CORP
US
N
1
N
N
N
Enanta Pharmaceuticals Inc
529900SSN4DODDQSN594
Enanta Pharmaceuticals, Inc.
29251M106
230.00000000
NS
USD
5400.40000000
0.001036116816
Long
EC
CORP
US
N
1
N
N
N
TPG RE Finance Trust Inc
N/A
TPG RE Finance Trust, Inc.
87266M107
358.00000000
NS
USD
2266.14000000
0.000434779972
Long
EC
CORP
US
N
1
N
N
N
Corsair Gaming Inc
549300Y7YT18L8G0H525
Corsair Gaming, Inc.
22041X102
163.00000000
NS
USD
3214.36000000
0.000616704772
Long
EC
CORP
US
N
1
N
N
N
Helen of Troy Ltd
N/A
Helen of Troy Ltd.
N/A
281.00000000
NS
USD
27054.68000000
0.005190691230
Long
EC
CORP
US
N
1
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-2242945.36000000
PA
USD
-2242945.36000000
-0.43032986569
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
3025000.00000000
USD
2716885.00000000
USD
CDS
N
N
N
Glacier Bancorp Inc
549300SMJAUKZB5D7V74
Glacier Bancorp, Inc.
37637Q105
1288.00000000
NS
USD
37120.16000000
0.007121846903
Long
EC
CORP
US
N
1
N
N
N
Perficient Inc
549300HTBXKL2755T650
Perficient, Inc.
71375U101
380.00000000
NS
USD
29058.60000000
0.005575161864
Long
EC
CORP
US
N
1
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour, Inc.
904311107
8161.00000000
NS
USD
58840.81000000
0.011289155017
Long
EC
CORP
US
N
1
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
74841CAB7
100000.00000000
PA
USD
78732.00000000
0.015105464265
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
Angion Biomedica Corp
254900EE2QKYD5SGI956
Angion Biomedica Corp.
03476J107
129.00000000
NS
USD
126.42000000
0.000024254849
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources, Inc.
354613101
9379.00000000
NS
USD
225189.79000000
0.043204749350
Long
EC
CORP
US
N
1
N
N
N
Axos Financial Inc
529900D8M56422GK9O25
Axos Financial, Inc.
05465C100
669.00000000
NS
USD
25301.58000000
0.004854342739
Long
EC
CORP
US
N
1
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1431355.68000000
PA
USD
-1431355.68000000
-0.27461885987
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
N/A
1500000.00000000
USD
1338750.00000000
USD
CDS
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BJ0
1550000.00000000
PA
USD
1389776.50000000
0.266641508641
Long
DBT
CORP
US
N
2
2052-03-01
Variable
5.12500000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty Ltd.
00500JAJ2
3250000.00000000
PA
USD
2997280.65000000
0.575056085879
Long
ABS-O
CORP
KY
N
2
2037-01-15
Floating
8.20800000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1459512.46000000
PA
USD
-1459512.46000000
-0.28002099921
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.55000000
N/A
1550000.00000000
USD
1389730.00000000
USD
CDS
N
N
N
Envestnet Inc
549300HLWZ5OKIDM8737
Envestnet, Inc.
29404K106
635.00000000
NS
USD
33229.55000000
0.006375397298
Long
EC
CORP
US
N
1
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1394815.54000000
PA
USD
-1394815.54000000
-0.26760829519
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
N/A
1650000.00000000
USD
1440120.00000000
USD
CDS
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1147121.75000000
PA
USD
-1147121.75000000
-0.22008594476
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.20000000
N/A
1625000.00000000
USD
1399612.50000000
USD
CDS
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M102
2732.00000000
NS
USD
723215.04000000
0.138755511650
Long
EC
CORP
US
N
1
N
N
N
Mesa Laboratories Inc
549300ZCG738WLX8ZW79
Mesa Laboratories, Inc.
59064R109
29.00000000
NS
USD
3755.21000000
0.000720471859
Long
EC
CORP
US
N
1
N
N
N
EVI Industries Inc
549300RU296J63VW0297
EVI Industries, Inc.
26929N102
27.00000000
NS
USD
520.56000000
0.000099874263
Long
EC
CORP
US
N
1
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C100
1594.00000000
NS
USD
424.64000000
0.000081471121
Long
EC
CORP
US
N
1
N
N
N
NanoString Technologies Inc
549300G4CK0Y3WRDMY89
NanoString Technologies, Inc.
63009R109
532.00000000
NS
USD
3133.48000000
0.000601187194
Long
EC
CORP
US
N
1
N
N
N
Advantage Solutions Inc
N/A
Advantage Solutions, Inc.
00791N102
455.00000000
NS
USD
864.50000000
0.000165862341
Long
EC
CORP
US
N
1
N
N
N
LCI Industries
549300E1B98YNJ1WIQ04
LCI Industries
50189K103
289.00000000
NS
USD
31223.56000000
0.005990529515
Long
EC
CORP
US
N
1
N
N
N
Generac Holdings Inc
529900S2H2AHJHSFFI84
Generac Holdings, Inc.
368736104
2048.00000000
NS
USD
223068.16000000
0.042797694961
Long
EC
CORP
US
N
1
N
N
N
Rackspace Technology Inc
N/A
Rackspace Technology, Inc.
750102105
324.00000000
NS
USD
505.44000000
0.000096973350
Long
EC
CORP
US
N
1
N
N
N
Kirkland's Inc
N/A
Kirkland's, Inc.
497498105
74.00000000
NS
USD
212.38000000
0.000040747072
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1000656.89000000
PA
USD
-1000656.89000000
-0.19198530323
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
N/A
2000000.00000000
USD
1481000.00000000
USD
CDS
N
N
N
Sera Prognostics Inc
N/A
Sera Prognostics, Inc.
81749D107
31.00000000
NS
USD
100.13000000
0.000019210868
Long
EC
CORP
US
N
1
N
N
N
Neoleukin Therapeutics Inc
N/A
Neoleukin Therapeutics, Inc.
64049K104
209.00000000
NS
USD
167.20000000
0.000032078870
Long
EC
CORP
US
N
1
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories, Inc.
090572207
482.00000000
NS
USD
179954.70000000
0.034525977878
Long
EC
CORP
US
N
1
N
N
N
Syros Pharmaceuticals Inc
549300512PURS7IGVT96
Syros Pharmaceuticals, Inc.
87184Q206
34.00000000
NS
USD
130.90000000
0.000025114378
Long
EC
CORP
US
N
1
N
N
N
Harsco Corp
KAO98FK89NPNNPQGUZ43
Harsco Corp.
415864107
459.00000000
NS
USD
3883.14000000
0.000745016416
Long
EC
CORP
US
N
1
N
N
N
Paratek Pharmaceuticals Inc
5493007V5QDIWECEYV79
Paratek Pharmaceuticals, Inc.
699374302
285.00000000
NS
USD
436.05000000
0.000083660235
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-2746584.80000000
PA
USD
-2746584.80000000
-0.52695776240
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
N/A
3810000.00000000
USD
3099435.00000000
USD
CDS
N
N
N
Concrete Pumping Holdings Inc
N/A
Concrete Pumping Holdings, Inc.
206704108
154.00000000
NS
USD
1068.76000000
0.000205051516
Long
EC
CORP
US
N
1
N
N
N
Alkami Technology Inc
N/A
Alkami Technology, Inc.
01644J108
165.00000000
NS
USD
2475.00000000
0.000474851700
Long
EC
CORP
US
N
1
N
N
N
KKR GROUP FIN CO X LLC
N/A
KKR Group Finance Company X LLC
48255BAA4
1600000.00000000
PA
USD
1014580.58000000
0.194656692273
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
3.25000000
N
N
N
N
N
N
Greenwich Lifesciences Inc
N/A
Greenwich Lifesciences, Inc.
396879108
24.00000000
NS
USD
261.36000000
0.000050144339
Long
EC
CORP
US
N
1
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
ANSYS, Inc.
03662Q105
2022.00000000
NS
USD
654298.98000000
0.125533326494
Long
EC
CORP
US
N
1
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc.
98919VAA3
3250000.00000000
PA
USD
2271000.55000000
0.435712514045
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
Atossa Therapeutics Inc
549300QRKP1JTNHD2366
Atossa Therapeutics, Inc.
04962H506
697.00000000
NS
USD
648.21000000
0.000124365099
Long
EC
CORP
US
N
1
N
N
N
Metrocity Bankshares Inc
549300TC6QB7YG0P6F52
Metrocity Bankshares, Inc.
59165J105
113.00000000
NS
USD
1856.59000000
0.000356204007
Long
EC
CORP
US
N
1
N
N
N
JONES DESLAURIERS INSURA
549300JQIWNFU00E5424
Jones Deslauriers Insurance Management, Inc.
48020RAA3
1300000.00000000
PA
USD
1300000.00000000
0.249417054636
Long
DBT
CORP
CA
N
2
2030-12-15
Fixed
10.50000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAE1
4250000.00000000
PA
USD
3825529.55000000
0.733963317528
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
INGENOVIS HEALTH INC
N/A
CCRR Parent, Inc.
N/A
24508.48520000
PA
USD
23405.60000000
0.004490581395
Long
LON
CORP
US
N
2
2028-03-06
Variable
8.91000000
N
N
N
N
N
N
LiveRamp Holdings Inc
254900GXS75LG1X7RF88
LiveRamp Holdings, Inc.
53815P108
775.00000000
NS
USD
18863.50000000
0.003619137392
Long
EC
CORP
US
N
1
N
N
N
TherapeuticsMD Inc
5299004JS7RE49QHRW30
TherapeuticsMD, Inc.
88338N206
45.96000000
NS
USD
190.73000000
0.000036593319
Long
EC
CORP
US
N
1
N
N
N
Nevro Corp
254900SH91I4BOYKUE38
Nevro Corp.
64157F103
405.00000000
NS
USD
11161.80000000
0.002141494831
Long
EC
CORP
US
N
1
N
N
N
Century Therapeutics Inc
N/A
Century Therapeutics, Inc.
15673T100
96.00000000
NS
USD
305.28000000
0.000058570798
Long
EC
CORP
US
N
1
N
N
N
Kopin Corp
52990031GUBB61RXCD89
Kopin Corp.
500600101
462.00000000
NS
USD
1002.54000000
0.000192346595
Long
EC
CORP
US
N
1
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy, Inc.
12662PAD0
3300000.00000000
PA
USD
2773584.00000000
0.532137809282
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.75000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
064058AL4
5000000.00000000
NS
USD
4053000.00000000
0.777605632648
Long
EP
CORP
US
N
2
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial, Inc.
46817M206
26000.00000000
NS
USD
631020.00000000
0.121067038320
Long
EP
CORP
US
N
2
N
N
N
LivePerson Inc
549300IN2P1JZ20G7N40
LivePerson, Inc.
538146101
775.00000000
NS
USD
2852.00000000
0.000547182646
Long
EC
CORP
US
N
1
N
N
N
FERTITTA ENTERTAINMENT LLC
N/A
Fertitta Entertainment LLC
N/A
1683000.00000000
PA
USD
1618137.18000000
0.310454622641
Long
LON
CORP
US
N
2
2029-01-29
Variable
9.15000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222105
5633.00000000
NS
USD
750878.90000000
0.144063079713
Long
EC
CORP
US
N
1
N
N
N
NGM Biopharmaceuticals Inc
5493008V5DSDZIGQOP17
NGM Biopharmaceuticals, Inc.
62921N105
187.00000000
NS
USD
566.61000000
0.000108709382
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1775102.84000000
PA
USD
-1775102.84000000
-0.34056994002
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.25000000
2023-06-23
3250000.00000000
USD
2271100.00000000
USD
CDS
N
N
N
Telesat Corp
N/A
Telesat Corp.
879512309
41.00000000
NS
USD
286.59000000
0.000054984948
Long
EC
CORP
US
N
1
N
N
N
ARCLINE FM HOLDINGS LLC
N/A
Arcline FM Holdings LLC
N/A
4432500.00000000
PA
USD
4207196.03000000
0.807189570832
Long
LON
CORP
US
N
2
2028-06-23
Variable
9.91000000
N
N
N
N
N
N
Cogent Communications Holdings
N/A
Cogent Communications Holdings, Inc.
19239V302
500.00000000
NS
USD
30760.00000000
0.005901591231
Long
EC
CORP
US
N
1
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658300
29371.00000000
NS
USD
329836.33000000
0.063282158416
Long
EC
CORP
US
N
1
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702LAA7
3500000.00000000
PA
USD
3117322.25000000
0.598087179960
Long
ABS-O
CORP
KY
N
2
2030-04-15
Floating
9.98600000
N
N
N
N
N
N
ePlus Inc
529900FFY8AAFJ21NE91
ePlus, Inc.
294268107
312.00000000
NS
USD
15409.68000000
0.002956489998
Long
EC
CORP
US
N
1
N
N
N
National Energy Services Reuni
N/A
National Energy Services Reunited Corp.
N/A
226.00000000
NS
USD
678.00000000
0.000130080586
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1564517.97000000
PA
USD
-1564517.97000000
-0.30016728000
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.20000000
N/A
2055000.00000000
USD
1817619.00000000
USD
CDS
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
5816.00000000
NS
USD
360533.84000000
0.069171760361
Long
EC
CORP
US
N
1
N
N
N
AMC Entertainment Holdings Inc
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc.
00165C203
6030.00000000
NS
USD
9768.60000000
0.001874196492
Long
EP
CORP
US
N
2
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAF8
2000000.00000000
PA
USD
1424147.80000000
0.273235961264
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
Standard BioTools Inc
549300GX8Y96GSB6YP89
Standard BioTools, Inc.
34385P108
454.00000000
NS
USD
1066.90000000
0.000204694658
Long
EC
CORP
US
N
1
N
N
N
Gibraltar Industries Inc
N/A
Gibraltar Industries, Inc.
374689107
384.00000000
NS
USD
20083.20000000
0.003853148147
Long
EC
CORP
US
N
1
N
N
N
3D Systems Corp
5493003HHDOCCW4OP744
3D Systems Corp.
88554D205
1453.00000000
NS
USD
11914.60000000
0.002285926491
Long
EC
CORP
US
N
1
N
N
N
Sportsman's Warehouse Holdings
549300JVV8YLQSRSF462
Sportsman's Warehouse Holdings, Inc.
84920Y106
259.00000000
NS
USD
1173.27000000
0.000225102728
Long
EC
CORP
US
N
1
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI, Inc.
55354G100
560.00000000
NS
USD
263496.80000000
0.050554304432
Long
EC
CORP
US
N
1
N
N
N
Tilly's Inc
N/A
Tilly's, Inc.
886885102
135.00000000
NS
USD
1053.00000000
0.000202027814
Long
EC
CORP
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-1341900.84000000
PA
USD
-1341900.84000000
-0.25745611932
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.30000000
N/A
2000000.00000000
USD
1721000.00000000
USD
CDS
N
N
N
VBI Vaccines Inc
52990076U5YRLVGDJE40
VBI Vaccines, Inc.
91822J202
37.00000000
NS
USD
109.89000000
0.000021083415
Long
EC
CORP
US
N
1
N
N
N
Aterian Inc
N/A
Aterian, Inc.
02156U101
154.00000000
NS
USD
89.95000000
0.000017257741
Long
EC
CORP
US
N
1
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1108028.00000000
PA
USD
-1108028.00000000
-0.21258544631
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.35000000
N/A
1000000.00000000
USD
861700.00000000
USD
CDS
N
N
N
Heritage Insurance Holdings In
9845008CCYDD87F66B45
Heritage Insurance Holdings, Inc.
42727J102
154.00000000
NS
USD
680.68000000
0.000130594769
Long
EC
CORP
US
N
1
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
Dentsply Sirona, Inc.
24906P109
5242.00000000
NS
USD
189341.04000000
0.036326834245
Long
EC
CORP
US
N
1
N
N
N
Stewart Information Services C
529900TV1XI0PLKENU10
Stewart Information Services Corp.
860372101
313.00000000
NS
USD
14034.92000000
0.002692729544
Long
EC
CORP
US
N
1
N
N
N
Talaris Therapeutics Inc
N/A
Talaris Therapeutics, Inc.
87410C104
124.00000000
NS
USD
328.60000000
0.000063044957
Long
EC
CORP
US
N
1
N
N
N
Silvergate Capital Corp
BPE6FTXDZEBNAGIT2T19
Silvergate Capital Corp.
82837P408
327.00000000
NS
USD
300.84000000
0.000057718943
Long
EC
CORP
US
N
1
N
N
N
VMED O2 UK FINANCING I
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I plc
92858RAA8
3250000.00000000
PA
USD
2617892.88000000
0.502267024218
Long
DBT
CORP
GB
N
2
2031-01-31
Fixed
4.25000000
N
N
N
N
N
N
Chimerix Inc
5299002IR2GXUBEPKS66
Chimerix, Inc.
16934W106
435.00000000
NS
USD
600.30000000
0.000115173121
Long
EC
CORP
US
N
1
N
N
N
Centrus Energy Corp
549300G6VDK9G8276661
Centrus Energy Corp.
15643U104
57.00000000
NS
USD
1680.93000000
0.000322502007
Long
EC
CORP
US
N
1
N
N
N
UPC BROADBAND FINCO BV
213800MNFBDEQRS6HZ22
UPC Broadband Finco BV
90320BAA7
750000.00000000
PA
USD
629850.00000000
0.120842562971
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
4.87500000
N
N
N
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110D104
6423.00000000
NS
USD
426166.05000000
0.081763908444
Long
EC
CORP
US
N
1
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Company, Inc.
730481AJ7
325000.00000000
PA
USD
309302.50000000
0.059342552724
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.12500000
N
N
N
N
N
N
Replimune Group Inc
549300AY704NEIRC4K64
Replimune Group, Inc.
76029N106
177.00000000
NS
USD
3361.23000000
0.000644883143
Long
EC
CORP
US
N
1
N
N
N
Customers Bancorp Inc
549300WLBCHYKZ53FN68
Customers Bancorp, Inc.
23204G100
357.00000000
NS
USD
8218.14000000
0.001576726364
Long
EC
CORP
US
N
1
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571BAY1
1700000.00000000
PA
USD
1436959.00000000
0.275693908779
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.37500000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978V103
1380.00000000
NS
USD
224953.80000000
0.043159472481
Long
EC
CORP
US
N
1
N
N
N
Deluxe Corp
KWGNKB8TX9LE5TV29231
Deluxe Corp.
248019101
503.00000000
NS
USD
7655.66000000
0.001468809360
Long
EC
CORP
US
N
1
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187109
8597.00000000
NS
USD
179849.24000000
0.034505744399
Long
EC
CORP
US
N
1
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners Limited Partnership / Crestwood Midstream Finance Corp.
226373AQ1
125000.00000000
PA
USD
117881.20000000
0.022616601308
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.62500000
N
N
N
N
N
N
CHEFS WAREHOUSE INC
N/A
Chefs' Warehouse, Inc.
N/A
1144250.00000000
PA
USD
1139959.06000000
0.218711716270
Long
LON
CORP
US
N
2
2029-08-23
Variable
10.00000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-1291322.67000000
PA
USD
-1291322.67000000
-0.24775222841
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
1900000.00000000
USD
1631150.00000000
USD
CDS
N
N
N
TTEC Holdings Inc
GTJS1N8S8I28A7L4WG97
TTEC Holdings, Inc.
89854H102
108.00000000
NS
USD
3425.76000000
0.000657263822
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
1965.00000000
NS
USD
204772.65000000
0.039287531717
Long
EC
CORP
US
N
1
N
N
N
ATLAS CC ACQUISITION CORP
N/A
Atlas CC Acquisition Corp.
N/A
150960.32400000
PA
USD
132940.19000000
0.025505808178
Long
LON
CORP
US
N
2
2028-05-25
Variable
9.78000000
N
N
N
N
N
N
Start Ltd.
N/A
Start II Ltd.
85573LAA9
723746.76660000
PA
USD
640015.56000000
0.122792919920
Long
ABS-O
CORP
BM
N
2
2044-03-15
Fixed
4.08900000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
2487.00000000
NS
USD
507173.91000000
0.097306017554
Long
EC
CORP
US
N
1
N
N
N
Finance of America HECM Buyout
N/A
Finance of America HECM Buyout
317380AD5
1450000.00000000
PA
USD
1333583.13000000
0.255860289536
Long
ABS-MBS
CORP
US
N
2
2032-08-01
Variable
6.00000000
N
N
N
N
N
N
Tyler Technologies Inc
25490040SMU4Z8LBCW70
Tyler Technologies, Inc.
902252105
642.00000000
NS
USD
254848.32000000
0.048895013348
Long
EC
CORP
US
N
1
N
N
N
LivaNova PLC
2138001K2FX6SHK2B339
LivaNova plc
N/A
625.00000000
NS
USD
27675.00000000
0.005309705374
Long
EC
CORP
US
N
1
N
N
N
Curo Group Holdings Corp
54930007KH8KCGJ4YE72
Curo Group Holdings Corp.
23131L107
125.00000000
NS
USD
135.00000000
0.000025901001
Long
EC
CORP
US
N
1
N
N
N
ALX Oncology Holdings Inc
N/A
ALX Oncology Holdings, Inc.
00166B105
105.00000000
NS
USD
700.35000000
0.000134368641
Long
EC
CORP
US
N
1
N
N
N
Overstock.com Inc
549300ACR0DL9U7EI710
Overstock.com, Inc.
690370101
504.00000000
NS
USD
9439.92000000
0.001811136186
Long
EC
CORP
US
N
1
N
N
N
Aeva Technologies Inc
N/A
Aeva Technologies, Inc.
00835Q103
1231.00000000
NS
USD
1477.20000000
0.000283414517
Long
EC
CORP
US
N
1
N
N
N
IRON_C
N/A
IRON
N/A
130.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance, Inc.
68245XAM1
4500000.00000000
PA
USD
3863131.20000000
0.741177542753
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
4688333.34000000
PA
USD
0.05000000
0.000000009592
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
AASET 2021-2 Trust
N/A
AASET Trust
00258BAB0
593662.30390000
PA
USD
448256.60000000
0.086002185302
Long
ABS-O
CORP
US
N
2
2047-01-15
Fixed
3.53800000
N
N
N
N
N
N
Traeger Inc
N/A
Traeger, Inc.
89269P103
177.00000000
NS
USD
653.13000000
0.000125309046
Long
EC
CORP
US
N
1
N
N
N
Pacific Biosciences of Califor
529900F1BWRE1M0KZN89
Pacific Biosciences of California, Inc.
69404D108
2271.00000000
NS
USD
28114.98000000
0.005394119617
Long
EC
CORP
US
N
1
N
N
N
Luxfer Holdings PLC
21380045UF5SJYZOXE41
Luxfer Holdings plc
N/A
164.00000000
NS
USD
2355.04000000
0.000451836261
Long
EC
CORP
US
N
1
N
N
N
TRANSMONTAIGE PARTNERS
N/A
TransMontaigne Partners Limited Partnership / TLP Finance Corp.
89376VAA8
1750000.00000000
PA
USD
1518125.00000000
0.291266358515
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.12500000
N
N
N
N
N
N
Cyteir Therapeutics Inc
N/A
Cyteir Therapeutics, Inc.
23284P103
99.00000000
NS
USD
227.70000000
0.000043686356
Long
EC
CORP
US
N
1
N
N
N
KANE FEEDERCO LTD
N/A
Kane Bidco Ltd.
N/A
700000.00000000
PA
690280.06000000
0.132436630338
Long
DBT
CORP
JE
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
Flexsteel Industries Inc
N/A
Flexsteel Industries, Inc.
339382103
39.00000000
NS
USD
713.70000000
0.000136929962
Long
EC
CORP
US
N
1
N
N
N
Zumiez Inc
549300J0PDF58P6HZD25
Zumiez, Inc.
989817101
114.00000000
NS
USD
1831.98000000
0.000351482350
Long
EC
CORP
US
N
1
N
N
N
Skyline Champion Corp
N/A
Skyline Champion Corp.
830830105
613.00000000
NS
USD
35633.69000000
0.006836653850
Long
EC
CORP
US
N
1
N
N
N
ConnectOne Bancorp Inc
549300E2M5ZYAZKUK134
ConnectOne Bancorp, Inc.
20786W107
218.00000000
NS
USD
2960.44000000
0.000567987865
Long
EC
CORP
US
N
1
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1217500.00000000
PA
USD
-1217500.00000000
-0.23358866463
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
N/A
1400000.00000000
USD
1301580.00000000
USD
CDS
N
N
N
Instil Bio Inc
N/A
Instil Bio, Inc.
45783C101
629.00000000
NS
USD
377.34000000
0.000072396177
Long
EC
CORP
US
N
1
N
N
N
ARMOUR Residential REIT Inc
549300K0WA0EJUX74V72
ARMOUR Residential REIT, Inc.
042315507
518.00000000
NS
USD
2600.36000000
0.000498903178
Long
EC
CORP
US
N
1
N
N
N
PMV Pharmaceuticals Inc
N/A
PMV Pharmaceuticals, Inc.
69353Y103
156.00000000
NS
USD
834.60000000
0.000160125749
Long
EC
CORP
US
N
1
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One, Inc.
12685JAE5
450000.00000000
PA
USD
364275.00000000
0.069889536598
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Cable One Inc
Cable One Inc
USD
XXXX
N
N
N
DISPATCH TERRA ACQUISITION LLC
N/A
Dispatch Terra Acquisition LLC
N/A
196992.48070000
PA
USD
173353.38000000
0.033259453423
Long
LON
CORP
US
N
2
2028-03-27
Variable
9.30000000
N
N
N
N
N
N
Daily Journal Corp
2549004ASTNVLR8YWZ33
Daily Journal Corp.
233912104
7.00000000
NS
USD
2063.46000000
0.000395893935
Long
EC
CORP
US
N
1
N
N
N
MarineMax Inc
254900TIXTN8WY3FNN63
MarineMax, Inc.
567908108
123.00000000
NS
USD
3489.51000000
0.000669494851
Long
EC
CORP
US
N
1
N
N
N
Affimed NV
5493004V4FSXT1D04610
Affimed N.V.
N/A
691.00000000
NS
USD
607.87000000
0.000116625496
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza, Inc.
25754A201
662.00000000
NS
USD
191880.70000000
0.036814091565
Long
EC
CORP
US
N
1
N
N
N
Cerence Inc
5493002WL2W5WMS89568
Cerence, Inc.
156727109
454.00000000
NS
USD
12948.08000000
0.002484209212
Long
EC
CORP
US
N
1
N
N
N
Gannett Co Inc
549300JQ2PU0RI3ZBA32
Gannett Company, Inc.
36472T109
838.00000000
NS
USD
1860.36000000
0.000356927316
Long
EC
CORP
US
N
1
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
500000.00000000
PA
USD
454375.00000000
0.087176057077
Long
DBT
CORP
US
N
2
N/A
Variable
4.87500000
N
N
N
N
N
N
Liberty Latin America Ltd
213800YWQHEAX7CAVO83
Liberty Latin America Ltd.
N/A
906.00000000
NS
USD
6613.80000000
0.001268918858
Long
EC
CORP
US
N
1
N
N
N
Cullinan Oncology Inc
N/A
Cullinan Oncology, Inc.
230031106
154.00000000
NS
USD
1583.12000000
0.000303736251
Long
EC
CORP
US
N
1
N
N
N
Pioneer Bancorp Inc/NY
N/A
Pioneer Bancorp, Inc.
723561106
69.00000000
NS
USD
589.26000000
0.000113054995
Long
EC
CORP
US
N
1
N
N
N
Etsy Inc
54930089Q7XT501AEA40
Etsy, Inc.
29786A106
4899.00000000
NS
USD
397063.95000000
0.076180400701
Long
EC
CORP
US
N
1
N
N
N
PERSHING SQUARE TONTINE HOLDINGS LTD
N/A
Pershing Square Tontine Holdings, Ltd. - Class A
N/A
329700.00000000
NS
USD
32.97000000
0.000006325600
Long
EC
CORP
US
N
3
N
N
N
Kymera Therapeutics Inc
N/A
Kymera Therapeutics, Inc.
501575104
403.00000000
NS
USD
11864.32000000
0.002276279807
Long
EC
CORP
US
N
1
N
N
N
2U Inc
5493008RVTXVR43PYF84
2U, Inc.
90214J101
857.00000000
NS
USD
3428.00000000
0.000657693587
Long
EC
CORP
US
N
1
N
N
N
Bally's Corp
549300NS4D5IK406VT62
Bally's Corp.
05875B106
191.00000000
NS
USD
2595.69000000
0.000498007195
Long
EC
CORP
US
N
1
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67117YAC8
464446.81350000
PA
USD
456997.04000000
0.087679119765
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.10000000
N
N
N
N
N
N
MaxLinear Inc
549300EMOI0SM2IY4F64
MaxLinear, Inc.
57776J100
829.00000000
NS
USD
24215.09000000
0.004645889558
Long
EC
CORP
US
N
1
N
N
N
Five Guys Funding, LLC
549300LV8X8T05G1H175
Five Guys Funding LLC
33830JAA3
1723750.00000000
PA
USD
1678577.41000000
0.322050641217
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.60000000
N
N
N
N
N
N
Labrador Aviation Finance Limi
N/A
Labrador Aviation Finance Ltd.
50543LAA0
1692388.84460000
PA
USD
1379063.70000000
0.264586158623
Long
ABS-O
CORP
US
N
2
2042-01-15
Fixed
4.30000000
N
N
N
N
N
N
Business First Bancshares Inc
549300ILTC50KHDX4A08
Business First Bancshares, Inc.
12326C105
114.00000000
NS
USD
1660.98000000
0.000318674414
Long
EC
CORP
US
N
1
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.
864486AL9
2200000.00000000
PA
USD
1874642.00000000
0.359667450875
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10Y-2Y SOFR CMS CAP
N/A
14900000.00000000
NC
USD
37005.94000000
0.007099932737
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
14900000
0.10000000
USD
2023-12-19
XXXX
-20731.56000000
N
N
N
Blue Whale Acquisition Corp.
N/A
Blue Whale Acquisition Corp. I
SBP818Y98
1500.00000000
NS
USD
96.45000000
0.000018504826
N/A
DE
US
N
1
Blue Whale Acquisition Corp.
N/A
Call
Purchased
N/A
Blue Whale Acquisition Corp.
1500
1.00000000
USD
2023-07-09
XXXX
69.11000000
N
N
N
SELECTIVE INSURANCE GROU
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300503
85536.00000000
NS
USD
1401079.68000000
0.268810128536
Long
EP
CORP
US
N
2
N
N
N
AMMO Inc
549300WUBAV2G8RICP63
AMMO, Inc.
00175J107
515.00000000
NS
USD
906.40000000
0.000173901244
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies plc
N/A
1718.00000000
NS
USD
280429.14000000
0.053802930871
Long
EC
CORP
US
N
1
N
N
N
CS Disco Inc
N/A
CS Disco, Inc.
126327105
84.00000000
NS
USD
694.68000000
0.000133280799
Long
EC
CORP
US
N
1
N
N
N
ATLANTIC MARINE CORP COM
N/A
Atlantic Marine Corporations Communities LLC
048677AH1
2073043.81070000
PA
USD
1643772.41000000
0.315372979227
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
5.38300000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-2645535.35000000
PA
USD
-2645535.35000000
-0.50757048841
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
2023-06-23
3543000.00000000
USD
3225896.60000000
USD
CDS
N
N
N
Steven Madden Ltd
549300Z9GZ7GYJWSGF43
Steven Madden Ltd.
556269108
944.00000000
NS
USD
29462.24000000
0.005652603941
Long
EC
CORP
US
N
1
N
N
N
iShares Silver Trust
549300K2C2CG14B0ZA09
iShares Silver Trust
46428Q109
320800.00000000
NS
USD
6932488.00000000
1.330062106357
Long
EC
RF
US
N
1
N
N
N
Codexis Inc
N/A
Codexis, Inc.
192005106
706.00000000
NS
USD
1560.26000000
0.000299350348
Long
EC
CORP
US
N
1
N
N
N
Oramed Pharmaceuticals Inc
5299006K52ZIIGQJ6R84
Oramed Pharmaceuticals, Inc.
68403P203
212.00000000
NS
USD
856.48000000
0.000164323629
Long
EC
CORP
US
N
1
N
N
N
Joint Corp/The
N/A
Joint Corp.
47973J102
165.00000000
NS
USD
2339.70000000
0.000448893140
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp.
857477103
3115.00000000
NS
USD
211882.30000000
0.040651583996
Long
EC
CORP
US
N
1
N
N
N
BlackRock Credit Allocation In
WU48CSUCFTU86AQUYZ93
BlackRock Credit Allocation Income Trust
092508100
283098.00000000
NS
USD
2924402.34000000
0.561073706319
Long
EC
RF
US
N
1
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
10Y-2Y SOFR CMS CAP
N/A
7300000.00000000
NC
USD
18130.43000000
0.003478491115
N/A
DIR
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
7300000
0.20000000
USD
2023-12-19
XXXX
-11890.82000000
N
N
N
National Storage Affiliates Tr
N/A
National Storage Affiliates Trust
637870106
949.00000000
NS
USD
34742.89000000
0.006665745610
Long
EC
CORP
US
N
1
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CT7
650000.00000000
PA
USD
655822.05000000
0.125825541597
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.00000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AH0
1000000.00000000
PA
USD
781125.70000000
0.149866208765
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.37500000
N
N
N
N
N
N
Veritex Holdings Inc
549300F3SMOML02SC814
Veritex Holdings, Inc.
923451108
278.00000000
NS
USD
4801.06000000
0.000921127880
Long
EC
CORP
US
N
1
N
N
N
Mustang Bio Inc
5493004W0VC1DPECQ779
Mustang Bio, Inc.
62818Q203
28.00000000
NS
USD
178.92000000
0.000034327461
Long
EC
CORP
US
N
1
N
N
N
Liquidity Services Inc
5299002AZ4ULSAXN0G81
Liquidity Services, Inc.
53635B107
135.00000000
NS
USD
2042.55000000
0.000391882157
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1037199.59000000
PA
USD
-1037199.59000000
-0.19899635908
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
N/A
1400000.00000000
USD
1301440.00000000
USD
CDS
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets, Inc.
N/A
-638098.39000000
PA
USD
-638098.39000000
-0.12242509307
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.20000000
N/A
710000.00000000
USD
673506.00000000
USD
AMBS
N
N
N
Liberty Latin America Ltd
213800YWQHEAX7CAVO83
Liberty Latin America Ltd.
N/A
237.00000000
NS
USD
1734.84000000
0.000332845140
Long
EC
CORP
US
N
1
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YBE9
3350000.00000000
PA
USD
2471668.96000000
0.474212609261
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
Upland Software Inc
549300NS277POYJ63W89
Upland Software, Inc.
91544A109
172.00000000
NS
USD
483.32000000
0.000092729423
Long
EC
CORP
US
N
1
N
N
N
Oncternal Therapeutics Inc
549300QZ85LIXQ8O7P72
Oncternal Therapeutics, Inc.
68236P107
263.00000000
NS
USD
74.96000000
0.000014381771
Long
EC
CORP
US
N
1
N
N
N
Douglas Elliman Inc
549300BXICHPOXA1NO93
Douglas Elliman, Inc.
25961D105
429.00000000
NS
USD
1248.40000000
0.000239517116
Long
EC
CORP
US
N
1
N
N
N
Pure Cycle Corp
N/A
Pure Cycle Corp.
746228303
114.00000000
NS
USD
1108.08000000
0.000212595423
Long
EC
CORP
US
N
1
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
A O Smith Corp.
831865209
3890.00000000
NS
USD
248726.60000000
0.047720504601
Long
EC
CORP
US
N
1
N
N
N
Smith & Wesson Brands Inc
5493004PFHUPOR1PWN79
Smith & Wesson Brands, Inc.
831754106
285.00000000
NS
USD
3343.05000000
0.000641395141
Long
EC
CORP
US
N
1
N
N
N
Blackbaud Inc
54930056X3HKFMNG3754
Blackbaud, Inc.
09227Q100
560.00000000
NS
USD
41081.60000000
0.007881885901
Long
EC
CORP
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-1226280.98000000
PA
USD
-1226280.98000000
-0.23527337706
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
1991000.00000000
USD
1526698.80000000
USD
CDS
N
N
N
Container Store Group Inc/The
529900L7KB2N9KXCDI76
Container Store Group, Inc.
210751103
189.00000000
NS
USD
464.94000000
0.000089203050
Long
EC
CORP
US
N
1
N
N
N
Fox Factory Holding Corp
529900GE1HSV0617R721
Fox Factory Holding Corp.
35138V102
493.00000000
NS
USD
43837.56000000
0.008410642382
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
SPDR Gold Trust ETF
N/A
42000.00000000
NC
USD
399000.00000000
0.076551849846
N/A
DE
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
SPDR Gold Shares
N/A
Y
SPDR Gold Trust ETF - Tenor At Maturity
2023-06-07
0.00000000
USD
0.00000000
USD
7657440.00000000
USD
399000.00000000
N
N
N
NAVACORD CORP
N/A
Jones Deslauriers Insurance Management, Inc.
N/A
835179.76840000
PA
603066.76000000
0.115703950021
Long
LON
CORP
CA
N
3
2028-03-27
Variable
9.29000000
N
N
N
N
N
N
Lifetime Brands Inc
549300GS38DC0OHLYK32
Lifetime Brands, Inc.
53222Q103
75.00000000
NS
USD
367.50000000
0.000070508282
Long
EC
CORP
US
N
1
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BM8
1000000.00000000
PA
USD
947500.00000000
0.181786660975
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
11.25000000
N
N
N
N
N
N
MaxCyte Inc
54930053YHXULRFCU991
MaxCyte, Inc.
57777K106
563.00000000
NS
USD
2297.04000000
0.000440708423
Long
EC
CORP
US
N
1
N
N
N
Codiak Biosciences Inc
549300QVVVW74Y10Q230
Codiak Biosciences, Inc.
192010106
94.00000000
NS
USD
1.03000000
0.000000197615
Long
EC
CORP
US
N
1
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group, Inc.
19240CAE3
500000.00000000
PA
USD
480455.00000000
0.092179746911
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
7.00000000
N
N
N
N
N
N
Energy Fuels Inc/Canada
529900P0GCATXMGK8I62
Energy Fuels, Inc.
292671708
900.00000000
NS
USD
5292.00000000
0.001015319271
Long
EC
CORP
US
N
1
N
N
N
Biodesix Inc
N/A
Biodesix, Inc.
09075X108
75.00000000
NS
USD
105.00000000
0.000020145223
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
10Y-2Y SOFR CMS CAP
N/A
15700000.00000000
NC
USD
53785.53000000
0.010319252672
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
15700000
0.10000000
USD
2024-06-20
XXXX
-17845.72000000
N
N
N
Hannon Armstrong Sustainable I
N/A
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
41068X100
896.00000000
NS
USD
21082.88000000
0.004044946025
Long
EC
CORP
US
N
1
N
N
N
Cardiff Oncology Inc
549300AHOLZBHHYFWP04
Cardiff Oncology, Inc.
14147L108
226.00000000
NS
USD
363.86000000
0.000069809915
Long
EC
CORP
US
N
1
N
N
N
HARSCO CORP
KAO98FK89NPNNPQGUZ43
Harsco Corp.
415864AM9
2625000.00000000
PA
USD
2269875.83000000
0.435496726084
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.75000000
N
N
N
N
N
N
DMC Global Inc
549300CBDXD1Z5MRNG02
DMC Global, Inc.
23291C103
111.00000000
NS
USD
1800.42000000
0.000345427271
Long
EC
CORP
US
N
1
N
N
N
NeoGenomics Inc
N/A
NeoGenomics, Inc.
64049M209
1325.00000000
NS
USD
22763.50000000
0.004367388556
Long
EC
CORP
US
N
1
N
N
N
AngioDynamics Inc
549300W3VKC5ZKMO8C28
AngioDynamics, Inc.
03475V101
220.00000000
NS
USD
2081.20000000
0.000399297518
Long
EC
CORP
US
N
1
N
N
N
ASGN Inc
LZBNYYCBUKY537072438
ASGN, Inc.
00191U102
596.00000000
NS
USD
38996.28000000
0.007481797922
Long
EC
CORP
US
N
1
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software, Inc.
70432V102
1974.00000000
NS
USD
552976.62000000
0.106093692187
Long
EC
CORP
US
N
1
N
N
N
LONESTAR INTERMEDIATE SUPER HOLDINGS LLC
549300KNQVXGIOXWK278
Asurion LLC
N/A
500000.00000000
PA
USD
459375.00000000
0.088135353441
Long
LON
CORP
US
N
2
2028-08-20
Variable
9.50000000
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448C104
5916.00000000
NS
USD
241964.40000000
0.046423113826
Long
EC
CORP
US
N
1
N
N
N
Helios Technologies Inc
5493000BCJSMIDRNTI78
Helios Technologies, Inc.
42328H109
378.00000000
NS
USD
18692.10000000
0.003586252713
Long
EC
CORP
US
N
1
N
N
N
Yellow Corp
529900SEX4UQ2WLPRC40
Yellow Corp.
985510106
300.00000000
NS
USD
381.00000000
0.000073098382
Long
EC
CORP
US
N
1
N
N
N
MillerKnoll Inc
U98HXD3PNK7HYU2MU887
MillerKnoll, Inc.
600544100
872.00000000
NS
USD
11815.60000000
0.002266932423
Long
EC
CORP
US
N
1
N
N
N
Tucows Inc
529900860LTAB4QUV247
Tucows, Inc.
898697206
58.00000000
NS
USD
1803.80000000
0.000346075756
Long
EC
CORP
US
N
1
N
N
N
Diebold Nixdorf Inc
549300XZK6EWDBAZSY16
Diebold Nixdorf, Inc.
253651103
429.00000000
NS
USD
107.25000000
0.000020576907
Long
EC
CORP
US
N
2
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1073112.87000000
PA
USD
-1073112.87000000
-0.20588665486
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
2023-06-23
1700000.00000000
USD
1419500.00000000
USD
CDS
N
N
N
Workhorse Group Inc
5493006JUAG258V8X854
Workhorse Group, Inc.
98138J206
875.00000000
NS
USD
735.61000000
0.000141133599
Long
EC
CORP
US
N
1
N
N
N
Ameresco Inc
529900NZXZGBCBXYY327
Ameresco, Inc.
02361E108
362.00000000
NS
USD
15594.96000000
0.002992037684
Long
EC
CORP
US
N
1
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AN7
3300000.00000000
PA
USD
1990230.00000000
0.381844080499
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
CEL-SCI Corp
549300FIWOFSETIVMI17
CEL-SCI Corp.
150837607
214.00000000
NS
USD
513.60000000
0.000098538922
Long
EC
CORP
US
N
1
N
N
N
ALLWYN ENTERTAINMENT FIN
315700J7ZTIN8XGCX365
Allwyn Entertainment Financing UK plc
02007VAA8
1400000.00000000
PA
USD
1383718.00000000
0.265479129236
Long
DBT
CORP
GB
N
2
2029-04-30
Fixed
7.87500000
N
N
N
N
N
N
AtriCure Inc
N/A
AtriCure, Inc.
04963C209
525.00000000
NS
USD
23609.25000000
0.004529653536
Long
EC
CORP
US
N
1
N
N
N
HIGHTOWER HOLDING LLC
N/A
HighTower Holding LLC
N/A
2789300.22780000
PA
USD
2621942.21000000
0.503043925727
Long
LON
CORP
US
N
2
2028-04-21
Variable
9.13000000
N
N
N
N
N
N
Ooma Inc
N/A
Ooma, Inc.
683416101
130.00000000
NS
USD
1731.60000000
0.000332223516
Long
EC
CORP
US
N
1
N
N
N
STEELCASE INC
GIE4CCPBJDI8SMV1OX95
Steelcase, Inc.
858155AE4
1450000.00000000
PA
USD
1249508.50000000
0.239729792164
Long
DBT
CORP
US
N
2
2029-01-18
Fixed
5.12500000
N
N
N
N
N
N
VistaGen Therapeutics Inc
N/A
VistaGen Therapeutics, Inc.
92840H202
1156.00000000
NS
USD
164.27000000
0.000031516722
Long
EC
CORP
US
N
1
N
N
N
2seventy bio Inc
N/A
2seventy bio, Inc.
901384107
135.00000000
NS
USD
1607.85000000
0.000308480931
Long
EC
CORP
US
N
1
N
N
N
Invitae Corp
549300MYI59DZW1WIX92
Invitae Corp.
46185L103
2340.00000000
NS
USD
2503.80000000
0.000480377247
Long
EC
CORP
US
N
1
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
3811666.66000000
PA
USD
3579981.44000000
0.686852635707
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
DermTech Inc
N/A
DermTech, Inc.
24984K105
144.00000000
NS
USD
342.72000000
0.000065754009
Long
EC
CORP
US
N
1
N
N
N
Tanger Factory Outlet Centers
UKEW8YSXE4Y581KYOL30
Tanger Factory Outlet Centers, Inc.
875465106
600.00000000
NS
USD
12222.00000000
0.002344904032
Long
EC
CORP
US
N
1
N
N
N
Sprout Social Inc
N/A
Sprout Social, Inc.
85209W109
530.00000000
NS
USD
22954.30000000
0.004403995305
Long
EC
CORP
US
N
1
N
N
N
CPI CG INC
N/A
CPI CG, Inc.
12598FAA7
2290000.00000000
PA
USD
2210376.70000000
0.424081266270
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.62500000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
16412EAA5
3125000.00000000
PA
USD
2797012.44000000
0.536632772744
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Pyxis Oncology Inc
N/A
Pyxis Oncology, Inc.
747324101
62.00000000
NS
USD
199.64000000
0.000038302785
Long
EC
CORP
US
N
1
N
N
N
Watts Water Technologies Inc
549300REJOO94ERQN318
Watts Water Technologies, Inc.
942749102
321.00000000
NS
USD
50862.45000000
0.009758432669
Long
EC
CORP
US
N
1
N
N
N
Ambarella Inc
254900XN7F4DG0CEKC02
Ambarella, Inc.
N/A
412.00000000
NS
USD
29795.84000000
0.005716608194
Long
EC
CORP
US
N
1
N
N
N
CIFC Funding Ltd
5493006JGTCIL6LCS728
CIFC Funding Ltd.
12552GAG6
9000000.00000000
PA
USD
7965316.80000000
1.528219888850
Long
ABS-O
CORP
KY
N
2
2035-01-17
Floating
12.24800000
N
N
N
N
N
N
Global Water Resources Inc
N/A
Global Water Resources, Inc.
379463102
75.00000000
NS
USD
876.00000000
0.000168068722
Long
EC
CORP
US
N
1
N
N
N
Accelerate Diagnostics Inc
2549007HE5QY1QEQ8K43
Accelerate Diagnostics, Inc.
00430H102
196.00000000
NS
USD
137.36000000
0.000026353789
Long
EC
CORP
US
N
1
N
N
N
Rigel Pharmaceuticals Inc
529900KPTNUS5J8K9K66
Rigel Pharmaceuticals, Inc.
766559603
1018.00000000
NS
USD
1425.20000000
0.000273437835
Long
EC
CORP
US
N
1
N
N
N
Silicon Laboratories Inc
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories, Inc.
826919102
444.00000000
NS
USD
62457.48000000
0.011983046693
Long
EC
CORP
US
N
1
N
N
N
American Outdoor Brands Inc
N/A
American Outdoor Brands, Inc.
02875D109
84.00000000
NS
USD
609.84000000
0.000117003458
Long
EC
CORP
US
N
1
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAE1
5260000.00000000
PA
USD
3751638.72000000
0.719786676618
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
5.12500000
N
N
N
N
N
N
Gatos Silver Inc
N/A
Gatos Silver, Inc.
368036109
276.00000000
NS
USD
1242.00000000
0.000238289216
Long
EC
CORP
US
N
1
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
3750000.00000000
PA
USD
2990625.00000000
0.573779137710
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAR8
1500000.00000000
PA
USD
1475804.25000000
0.283146730196
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.37500000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23166MAA1
1500000.00000000
PA
USD
1338750.00000000
0.256851601457
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
Seritage Growth Properties
5493003CJFC2MM82WB25
Seritage Growth Properties
81752R100
222.00000000
NS
USD
1651.68000000
0.000316890123
Long
EC
CORP
US
N
1
N
N
N
ORIC Pharmaceuticals Inc
54930033FJRNEYBW0L25
ORIC Pharmaceuticals, Inc.
68622P109
188.00000000
NS
USD
947.52000000
0.000181790498
Long
EC
CORP
US
N
1
N
N
N
Inhibrx Inc
549300VBKG2LTV1TLY22
Inhibrx, Inc.
45720L107
332.00000000
NS
USD
7855.12000000
0.001507077610
Long
EC
CORP
US
N
1
N
N
N
AppHarvest Inc
N/A
AppHarvest, Inc.
03783T103
415.00000000
NS
USD
190.90000000
0.000036625935
Long
EC
CORP
US
N
1
N
N
N
MARKEL GROUP INC
549300SCNO12JLWIK605
Markel Group, Inc.
570535AW4
5000000.00000000
NS
USD
4820896.25000000
0.924933648757
Long
EP
CORP
US
N
2
N
N
N
CHESTERFIELD FINANCIAL HOLDING CHEST_23-1
N/A
CHEST
N/A
500000.00000000
PA
USD
495417.46000000
0.095050433606
Long
ABS-O
CORP
US
N
3
2043-03-15
Variable
7.12500000
N
N
N
N
N
N
CytomX Therapeutics Inc
5493004VW2FW0QLL3345
CytomX Therapeutics, Inc.
23284F105
386.00000000
NS
USD
660.06000000
0.000126638631
Long
EC
CORP
US
N
1
N
N
N
LTI HOLDINGS INC
N/A
LTI Holdings, Inc.
N/A
174088.54080000
PA
USD
166566.17000000
0.031957264248
Long
LON
CORP
US
N
2
2025-09-08
Variable
8.65000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
78573NAF9
3025000.00000000
PA
USD
2558035.35000000
0.490782802041
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
GLOVES BUYER INC
N/A
Protective Industrial Products, Inc.
N/A
3772479.90320000
PA
USD
3590155.95000000
0.688804709796
Long
LON
CORP
US
N
2
2027-12-29
Variable
9.15000000
N
N
N
N
N
N
Liberty TripAdvisor Holdings I
5299006PCRAU736ZJ155
Liberty TripAdvisor Holdings, Inc.
531465102
434.00000000
NS
USD
274.64000000
0.000052692230
Long
EC
CORP
US
N
1
N
N
N
Charles River Laboratories Int
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864107
985.00000000
NS
USD
190479.30000000
0.036545219980
Long
EC
CORP
US
N
1
N
N
N
Children's Place Inc/The
549300BGVK2OO5O7TC19
Children's Place, Inc.
168905107
161.00000000
NS
USD
2419.83000000
0.000464266824
Long
EC
CORP
US
N
1
N
N
N
DEUCE FINCO PLC
N/A
Deuce FinCo plc
N/A
1200000.00000000
PA
1248755.78000000
0.239585375852
Long
DBT
CORP
GB
N
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
Ashford Hospitality Trust Inc
N/A
Ashford Hospitality Trust, Inc.
044103869
101.00000000
NS
USD
419.15000000
0.000080417814
Long
EC
CORP
US
N
1
N
N
N
GIBSON BRANDS INC
549300KU4ACNZQGB7J14
Gibson Brands, Inc.
N/A
5678125.00000000
PA
USD
4504626.91000000
0.864254443176
Long
LON
CORP
US
N
2
2028-08-11
Variable
10.25000000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-740257.75000000
PA
USD
-740257.75000000
-0.14202531359
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
850000.00000000
USD
760750.00000000
USD
CDS
N
N
N
BOYNE USA INC
N/A
Boyne USA, Inc.
103557AC8
1600000.00000000
PA
USD
1429008.59000000
0.274168548898
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
Inozyme Pharma Inc
N/A
Inozyme Pharma, Inc.
45790W108
85.00000000
NS
USD
509.15000000
0.000097685148
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-906209.76000000
PA
USD
-906209.76000000
-0.17386474555
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.20000000
N/A
1300000.00000000
USD
1021540.00000000
USD
CDS
N
N
N
American Eagle Outfitters Inc
5299001Z9HXK01DHW793
American Eagle Outfitters, Inc.
02553E106
1778.00000000
NS
USD
18082.26000000
0.003469249254
Long
EC
CORP
US
N
1
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284106
689.00000000
NS
USD
274249.56000000
0.052617321146
Long
EC
CORP
US
N
1
N
N
N
Snap One Holdings Corp
254900UH1TKVPR8FDW43
Snap One Holdings Corp.
83303Y105
100.00000000
NS
USD
883.00000000
0.000169411737
Long
EC
CORP
US
N
1
N
N
N
Atreca Inc
549300B5CQV1OOXFLU71
Atreca, Inc.
04965G109
154.00000000
NS
USD
154.00000000
0.000029546328
Long
EC
CORP
US
N
1
N
N
N
SpringWorks Therapeutics Inc
N/A
SpringWorks Therapeutics, Inc.
85205L107
342.00000000
NS
USD
9363.96000000
0.001796562556
Long
EC
CORP
US
N
1
N
N
N
ASP DREAM ACQUISITION CO LLC
N/A
ASP Dream Acquisiton Co. LLC
N/A
3217500.00000000
PA
USD
3104887.50000000
0.595701457868
Long
LON
CORP
US
N
2
2028-12-15
Variable
9.50000000
N
N
N
N
N
N
Shyft Group Inc/The
549300YY0TB51BGRV994
Shyft Group, Inc.
825698103
406.00000000
NS
USD
9545.06000000
0.001831308270
Long
EC
CORP
US
N
1
N
N
N
iCAD Inc
N/A
iCAD, Inc.
44934S206
130.00000000
NS
USD
167.70000000
0.000032174800
Long
EC
CORP
US
N
1
N
N
N
Telos Corp
549300P7ZDPL8UWNVI47
Telos Corp.
87969B101
238.00000000
NS
USD
763.98000000
0.000146576647
Long
EC
CORP
US
N
1
N
N
N
GrafTech International Ltd
549300GY32W00XP57351
GrafTech International Ltd.
384313508
2345.00000000
NS
USD
10060.05000000
0.001930113877
Long
EC
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423102
0.50000000
NS
USD
27.84000000
0.000005341362
Long
EC
CORP
US
N
1
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings, Inc.
57060D108
746.00000000
NS
USD
203217.86000000
0.038989230839
Long
EC
CORP
US
N
1
N
N
N
APEX GROUP TREASURY LLC
N/A
Apex Group Treasury LLC
N/A
548625.00000000
PA
USD
537652.50000000
0.103153617667
Long
LON
CORP
US
N
3
2028-07-27
Variable
9.99000000
N
N
N
N
N
N
Gevo Inc
549300IV6EW4O1OJD686
Gevo, Inc.
374396406
1167.00000000
NS
USD
1505.43000000
0.000288830705
Long
EC
CORP
US
N
1
N
N
N
Chimera Investment Corp
2JBBQFJOL123LOUBE657
Chimera Investment Corp.
16934Q208
2752.00000000
NS
USD
13264.64000000
0.002544944184
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-2725066.00000000
PA
USD
-2725066.00000000
-0.52282918108
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.20000000
N/A
3295000.00000000
USD
3008005.50000000
USD
CDS
N
N
N
Rapid Micro Biosystems Inc
N/A
Rapid Micro Biosystems, Inc.
75340L104
86.00000000
NS
USD
90.30000000
0.000017324892
Long
EC
CORP
US
N
1
N
N
N
Aemetis Inc
254900DQF4U5U9W7AR72
Aemetis, Inc.
00770K202
161.00000000
NS
USD
767.97000000
0.000147342165
Long
EC
CORP
US
N
1
N
N
N
Stoke Therapeutics Inc
549300RD25SS2DIJHJ67
Stoke Therapeutics, Inc.
86150R107
113.00000000
NS
USD
1265.60000000
0.000242817095
Long
EC
CORP
US
N
1
N
N
N
Ready Capital Corp
549300MYWGZUG7ZUYO87
Ready Capital Corp.
75574U101
355.64190000
NS
USD
3595.54000000
0.000689837689
Long
EC
CORP
US
N
1
N
N
N
Celcuity Inc
N/A
Celcuity, Inc.
15102K100
57.00000000
NS
USD
615.89000000
0.000118164207
Long
EC
CORP
US
N
1
N
N
N
SecureWorks Corp
N/A
SecureWorks Corp.
81374A105
58.00000000
NS
USD
468.06000000
0.000089801651
Long
EC
CORP
US
N
1
N
N
N
SHERWOOD FINANCING PLC
N/A
Sherwood Financing plc
N/A
1500000.00000000
PA
1347418.49000000
0.258514731645
Long
DBT
CORP
GB
N
2
2026-11-15
Fixed
4.50000000
N
N
N
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp.
615369105
840.00000000
NS
USD
266179.20000000
0.051068947745
Long
EC
CORP
US
N
1
N
N
N
Lemonade Inc
5493009BKR06OXXU6853
Lemonade, Inc.
52567D107
30.00000000
NS
USD
528.60000000
0.000101416811
Long
EC
CORP
US
N
1
N
N
N
Invesco QQQ Trust Series 1
549300VY6FEJBCIMET58
Invesco QQQ Trust Series
46090E103
66027.00000000
NS
USD
22976735.73000000
4.408299808419
Long
EC
RF
US
N
1
N
N
N
VSE Corp
549300QWJYQDH4U5XI15
VSE Corp.
918284100
63.00000000
NS
USD
2962.89000000
0.000568457920
Long
EC
CORP
US
N
1
N
N
N
IDT Corp
549300JNTN7ZMJDFCL56
IDT Corp.
448947507
85.00000000
NS
USD
2583.15000000
0.000495601280
Long
EC
CORP
US
N
1
N
N
N
SIERRA ENTERPRISES LLC
N/A
Lyons Magnus
N/A
5836384.54070000
PA
USD
4173014.95000000
0.800631613680
Long
LON
CORP
US
N
2
2027-05-10
Variable
5.90000000
N
N
N
N
N
N
Industrial Logistics Propertie
5493004XH9PJW009HR47
Industrial Logistics Properties Trust
456237106
380.00000000
NS
USD
687.80000000
0.000131960807
Long
EC
CORP
US
N
1
N
N
N
Southern Missouri Bancorp Inc
N/A
Southern Missouri Bancorp, Inc.
843380106
45.00000000
NS
USD
1671.75000000
0.000320740739
Long
EC
CORP
US
N
1
N
N
N
Synaptics Inc
549300AJ3LI4FWNRQX29
Synaptics, Inc.
87157D109
463.00000000
NS
USD
39836.52000000
0.007643005757
Long
EC
CORP
US
N
1
N
N
N
Grid Dynamics Holdings Inc
N/A
Grid Dynamics Holdings, Inc.
39813G109
530.00000000
NS
USD
5088.00000000
0.000976179979
Long
EC
CORP
US
N
1
N
N
N
Inseego Corp
549300E27VG1NWGNA141
Inseego Corp.
45782B104
498.00000000
NS
USD
532.86000000
0.000102234132
Long
EC
CORP
US
N
1
N
N
N
Viant Technology Inc
N/A
Viant Technology, Inc.
92557A101
68.00000000
NS
USD
312.80000000
0.000060013580
Long
EC
CORP
US
N
1
N
N
N
USI INC/NY
2549006D7UF7072T7I27
USI, Inc.
91739VAA6
1300000.00000000
PA
USD
1278090.13000000
0.245213442911
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
Accolade Inc
549300PHKG8J7A22NF08
Accolade, Inc.
00437E102
601.00000000
NS
USD
7236.04000000
0.001388301372
Long
EC
CORP
US
N
1
N
N
N
American Well Corp
N/A
American Well Corp.
03044L105
2183.00000000
NS
USD
4824.43000000
0.000925611631
Long
EC
CORP
US
N
1
N
N
N
Nuvation Bio Inc
N/A
Nuvation Bio, Inc.
67080N101
1852.00000000
NS
USD
3000.24000000
0.000575623864
Long
EC
CORP
US
N
1
N
N
N
Thryv Holdings Inc
N/A
Thryv Holdings, Inc.
886029206
90.00000000
NS
USD
2097.00000000
0.000402328895
Long
EC
CORP
US
N
1
N
N
N
UPBOUND GROUP INC
529900QUHE15UQNCCJ63
Upbound Group, Inc.
76009NAL4
3412000.00000000
PA
USD
3004016.34000000
0.576348390464
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.37500000
N
N
N
N
N
N
Clovis Oncology Inc
529900WCUY9ZAHMRV489
Clovis Oncology, Inc.
189464100
672.00000000
NS
USD
21.37000000
0.000004100032
Long
EC
CORP
US
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
673.00000000
NS
USD
247280.39000000
0.047443035802
Long
EC
CORP
US
N
1
N
N
N
ChromaDex Corp
529900OPI7B8JPXCVS70
ChromaDex Corp.
171077407
279.00000000
NS
USD
393.39000000
0.000075475519
Long
EC
CORP
US
N
1
N
N
N
Arcturus Therapeutics Holdings
N/A
Arcturus Therapeutics Holdings, Inc.
03969T109
125.00000000
NS
USD
3417.50000000
0.000655679064
Long
EC
CORP
US
N
1
N
N
N
VirnetX Holding Corp
529900GEQQ3ACACKKD25
VirnetX Holding Corp.
92823T108
378.00000000
NS
USD
166.32000000
0.000031910034
Long
EC
CORP
US
N
1
N
N
N
Asensus Surgical Inc
5493005KN31IIY2XSQ42
Asensus Surgical, Inc.
04367G103
1394.00000000
NS
USD
724.88000000
0.000139074949
Long
EC
CORP
US
N
1
N
N
N
Infinity Pharmaceuticals Inc
529900A03D1G15M8WM72
Infinity Pharmaceuticals, Inc.
45665G303
521.00000000
NS
USD
88.57000000
0.000016992975
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
1757.00000000
NS
USD
211859.06000000
0.040647125187
Long
EC
CORP
US
N
1
N
N
N
DHANANI GROUP INC
N/A
Dhanani Group, Inc.
N/A
1134318.18000000
PA
USD
1122975.00000000
0.215453166869
Long
LON
CORP
US
N
3
2027-06-10
Variable
11.17000000
N
N
N
N
N
N
Ideaya Biosciences Inc
549300ULW08F62IJML11
Ideaya Biosciences, Inc.
45166A102
195.00000000
NS
USD
4453.80000000
0.000854502829
Long
EC
CORP
US
N
1
N
N
N
CarMax Inc
N/A
CarMax, Inc.
143130102
2577.00000000
NS
USD
186085.17000000
0.035702165394
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1884294.00000000
PA
USD
-1884294.00000000
-0.36151927657
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.20000000
N/A
2300000.00000000
USD
1959370.00000000
USD
CDS
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
11155.00000000
NS
USD
104187.70000000
0.019989376356
Long
EC
CORP
US
N
1
N
N
N
EyePoint Pharmaceuticals Inc
549300QE1RU34T50MR69
EyePoint Pharmaceuticals, Inc.
30233G209
142.00000000
NS
USD
859.10000000
0.000164826301
Long
EC
CORP
US
N
1
N
N
N
Vericel Corp
54930076YM3PLTDR4B91
Vericel Corp.
92346J108
545.00000000
NS
USD
17505.40000000
0.003358573314
Long
EC
CORP
US
N
1
N
N
N
SCIL IV LLC / SCIL USA H
N/A
SCIL IV LLC / SCIL USA Holdings LLC
78397UAA8
2250000.00000000
PA
USD
2075868.90000000
0.398274697577
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.37500000
N
N
N
N
N
N
Passage Bio Inc
N/A
Passage Bio, Inc.
702712100
220.00000000
NS
USD
209.22000000
0.000040140797
Long
EC
CORP
US
N
1
N
N
N
LL Flooring Holdings Inc
N/A
LL Flooring Holdings, Inc.
55003T107
170.00000000
NS
USD
765.00000000
0.000146772343
Long
EC
CORP
US
N
1
N
N
N
Papa John's International Inc
HZYLD3DK5XOX0WBVNB56
Papa John's International, Inc.
698813102
387.00000000
NS
USD
27132.57000000
0.005205635149
Long
EC
CORP
US
N
1
N
N
N
Flywire Corp
54930055DSV7NNY4VY66
Flywire Corp.
302492103
659.00000000
NS
USD
19796.36000000
0.003798115233
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Company, Inc.
086516101
2703.00000000
NS
USD
196427.01000000
0.037686343296
Long
EC
CORP
US
N
1
N
N
N
CARRIAGE SERVICES INC
N/A
Carriage Services, Inc.
143905AP2
3150000.00000000
PA
USD
2559154.50000000
0.490997521346
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
OneWater Marine Inc
N/A
OneWater Marine, Inc.
68280L101
61.00000000
NS
USD
1695.19000000
0.000325237920
Long
EC
CORP
US
N
1
N
N
N
1stdibs.com Inc
N/A
1stdibs.com, Inc.
320551104
106.00000000
NS
USD
401.74000000
0.000077077544
Long
EC
CORP
US
N
1
N
N
N
Broadstone Net Lease Inc
549300U8D7PT70B49V21
Broadstone Net Lease, Inc.
11135E203
1850.00000000
NS
USD
29008.00000000
0.005565453785
Long
EC
CORP
US
N
1
N
N
N
Newmark Group Inc
N/A
Newmark Group, Inc.
65158N102
1942.00000000
NS
USD
11108.24000000
0.002131218848
Long
EC
CORP
US
N
1
N
N
N
Singular Genomics Systems Inc
N/A
Singular Genomics Systems, Inc.
82933R100
244.00000000
NS
USD
257.42000000
0.000049388414
Long
EC
CORP
US
N
1
N
N
N
Athersys Inc
529900SJN2POLMMUAI78
Athersys, Inc.
04744L205
49.00000000
NS
USD
46.07000000
0.000008838956
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12597XAC5
304783.31610000
PA
USD
299347.60000000
0.057432612849
Long
ABS-MBS
CORP
US
N
2
2060-08-25
Variable
3.02300000
N
N
N
N
N
N
West Pharmaceutical Services I
5493007NKRGM1RJQ1P16
West Pharmaceutical Services, Inc.
955306105
704.00000000
NS
USD
235579.52000000
0.045198115393
Long
EC
CORP
US
N
1
N
N
N
Xilio Therapeutics Inc
N/A
Xilio Therapeutics, Inc.
98422T100
43.00000000
NS
USD
131.15000000
0.000025162343
Long
EC
CORP
US
N
1
N
N
N
EastGroup Properties Inc
31TIGQQZC4P6JMHKSW85
EastGroup Properties, Inc.
277276101
473.00000000
NS
USD
77860.53000000
0.014938264665
Long
EC
CORP
US
N
1
N
N
N
Udemy Inc
2549000T304QU9SAM180
Udemy, Inc.
902685106
81.00000000
NS
USD
810.00000000
0.000155406010
Long
EC
CORP
US
N
1
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AM7
3500000.00000000
PA
USD
2616250.00000000
0.501951822456
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
5.00000000
N
N
N
N
N
N
Masterbrand Inc
549300E0Y4BR5Z9RDZ64
Masterbrand, Inc.
57638P104
6201.00000000
NS
USD
64366.38000000
0.012349286859
Long
EC
CORP
US
N
1
N
N
N
View Inc
N/A
View, Inc.
92671V106
575.00000000
NS
USD
89.64000000
0.000017198265
Long
EC
CORP
US
N
1
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
73939VAA2
1600000.00000000
PA
USD
1368010.62000000
0.262465522732
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
9.03300000
N
N
N
N
N
N
Kezar Life Sciences Inc
549300EV1V8GXBV18004
Kezar Life Sciences, Inc.
49372L100
219.00000000
NS
USD
608.82000000
0.000116807762
Long
EC
CORP
US
N
1
N
N
N
SECRETARIAT ADVISORS LLC
N/A
Secretariat Advisors LLC
N/A
3752500.00000000
PA
USD
3621162.50000000
0.694753603931
Long
LON
CORP
US
N
3
2028-12-29
Variable
9.91000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109BS9
1600000.00000000
PA
USD
1466880.00000000
0.281434530081
Long
DBT
CORP
CA
N
2
2082-03-15
Variable
5.25000000
N
N
N
N
N
N
VanEck Gold Miners ETF/USA
54930031TORTKAM9TJ98
VanEck Gold Miners ETF
92189F106
162400.00000000
NS
USD
5019784.00000000
0.963092107840
Long
EC
RF
US
N
1
N
N
N
Camping World Holdings Inc
549300E828QQI7MWI432
Camping World Holdings, Inc.
13462K109
489.00000000
NS
USD
13178.55000000
0.002528427019
Long
EC
CORP
US
N
1
N
N
N
Sweetgreen Inc
N/A
Sweetgreen, Inc.
87043Q108
60.00000000
NS
USD
571.80000000
0.000109705132
Long
EC
CORP
US
N
1
N
N
N
Allakos Inc
549300S6ZD1W6BPMDY37
Allakos, Inc.
01671P100
417.00000000
NS
USD
2076.66000000
0.000398426477
Long
EC
CORP
US
N
1
N
N
N
Avis Budget Group Inc
529900E95812SYWMCE44
Avis Budget Group, Inc.
053774105
484.00000000
NS
USD
81210.36000000
0.015580960613
Long
EC
CORP
US
N
1
N
N
N
Arrowhead Pharmaceuticals Inc
549300O3CSB8T7OZ3D66
Arrowhead Pharmaceuticals, Inc.
04280A100
1200.00000000
NS
USD
41292.00000000
0.007922253092
Long
EC
CORP
US
N
1
N
N
N
GRIFOLS SA
N/A
Grifols Worldwide Operations USA, Inc.
N/A
300000.00000000
PA
USD
288114.00000000
0.055277342522
Long
LON
CORP
US
N
2
2027-11-15
Variable
7.36000000
N
N
N
N
N
N
Stitch Fix Inc
549300TNHOVBOJZIYE72
Stitch Fix, Inc.
860897107
949.00000000
NS
USD
3406.91000000
0.000653647275
Long
EC
CORP
US
N
1
N
N
N
WW International Inc
SGT8R1MU6ESIC7UJC518
WW International, Inc.
98262P101
627.00000000
NS
USD
4113.12000000
0.000789140212
Long
EC
CORP
US
N
1
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart, Inc.
217204106
4426.00000000
NS
USD
387673.34000000
0.074378725095
Long
EC
CORP
US
N
1
N
N
N
Mativ Holdings Inc
549300Z1FU4IDULG1R21
Mativ Holdings, Inc.
808541106
135.80000000
NS
USD
2045.15000000
0.000392380991
Long
EC
CORP
US
N
1
N
N
N
Tabula Rasa HealthCare Inc
549300K6KY242XRMEF28
Tabula Rasa HealthCare, Inc.
873379101
134.00000000
NS
USD
711.54000000
0.000136515546
Long
EC
CORP
US
N
1
N
N
N
Yext Inc
5299008ZQSBBVH7K0589
Yext, Inc.
98585N106
1330.00000000
NS
USD
12222.70000000
0.002345038333
Long
EC
CORP
US
N
1
N
N
N
CELTIC INTERMEDIATE CORP
N/A
National Mentor Holdings, Inc.
N/A
5253714.31940000
PA
USD
3902196.31000000
0.748672546349
Long
LON
CORP
US
N
2
2028-03-02
Variable
8.95000000
N
N
N
N
N
N
Tonix Pharmaceuticals Holding
529900ACPKP9QW20GX48
Tonix Pharmaceuticals Holding Corp.
890260854
13.28000000
NS
USD
23.77000000
0.000004560494
Long
EC
CORP
US
N
1
N
N
N
Semtech Corp
549300J7WUY317SW6O61
Semtech Corp.
816850101
756.00000000
NS
USD
16435.44000000
0.003153291566
Long
EC
CORP
US
N
1
N
N
N
AirSculpt Technologies Inc
N/A
AirSculpt Technologies, Inc.
009496100
38.00000000
NS
USD
320.72000000
0.000061533105
Long
EC
CORP
US
N
1
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AR0
3250000.00000000
PA
USD
2634594.95000000
0.505471471223
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Companies, Inc.
548661107
1151.00000000
NS
USD
231500.63000000
0.044415542523
Long
EC
CORP
US
N
1
N
N
N
Oncorus Inc
N/A
Oncorus, Inc.
68236R103
121.00000000
NS
USD
24.38000000
0.000004677529
Long
EC
CORP
US
N
1
N
N
N
One Liberty Properties Inc
549300QII1CQZGZBZR14
One Liberty Properties, Inc.
682406103
95.00000000
NS
USD
1900.95000000
0.000364714884
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610105
5454.00000000
NS
USD
140604.12000000
0.026976204215
Long
EC
CORP
US
N
1
N
N
N
CP ATLAS BUYER INC
N/A
American Bath Group LLC
N/A
5665586.31990000
PA
USD
5107016.16000000
0.979828406623
Long
LON
CORP
US
N
2
2027-11-23
Variable
9.00000000
N
N
N
N
N
N
ATLANTIC AVIATION HOLDINGS CORP
N/A
Atlantic Aviation
N/A
798000.00000000
PA
USD
790849.92000000
0.151731890543
Long
LON
CORP
US
N
2
2028-09-22
Variable
9.15000000
N
N
N
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust, Inc.
297178105
761.00000000
NS
USD
164421.66000000
0.031545820119
Long
EC
CORP
US
N
1
N
N
N
Summit Materials Inc
549300XNOLX5GIOSO108
Summit Materials, Inc.
86614U100
1410.00000000
NS
USD
44598.30000000
0.008556597406
Long
EC
CORP
US
N
1
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund IX LLC
000806AN9
3500000.00000000
PA
USD
3301206.65000000
0.633367107223
Long
ABS-O
CORP
KY
N
2
2031-11-18
Floating
7.79200000
N
N
N
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp.
260003108
1697.00000000
NS
USD
226261.01000000
0.043410272841
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513105
3186.00000000
NS
USD
167870.34000000
0.032207481356
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06055H400
131500.00000000
NS
USD
2470885.00000000
0.474062199266
Long
EP
CORP
US
N
2
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Companies, Inc.
445587AE8
1850000.00000000
PA
USD
1420867.90000000
0.272606682035
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
Korn Ferry
549300FOD20OM0GT5G40
Korn Ferry
500643200
630.00000000
NS
USD
29610.00000000
0.005680953067
Long
EC
CORP
US
N
1
N
N
N
WOMENS CARE HOLDINGS INC
N/A
Women's Care Holdings, Inc.
N/A
2954887.22200000
PA
USD
2677866.54000000
0.513773527013
Long
LON
CORP
US
N
2
2028-01-17
Variable
9.55000000
N
N
N
N
N
N
ONE Group Hospitality Inc/The
549300QFZD4IE5DEBE98
ONE Group Hospitality, Inc.
88338K103
123.00000000
NS
USD
868.38000000
0.000166606755
Long
EC
CORP
US
N
1
N
N
N
DigitalOcean Holdings Inc
549300EPISPY3RE3DL21
DigitalOcean Holdings, Inc.
25402D102
593.00000000
NS
USD
23215.95000000
0.004454195284
Long
EC
CORP
US
N
1
N
N
N
22nd Century Group Inc
N/A
22nd Century Group, Inc.
90137F103
959.00000000
NS
USD
595.44000000
0.000114240685
Long
EC
CORP
US
N
1
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351885
110000.00000000
NS
USD
2817100.00000000
0.540486757398
Long
EP
CORP
US
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - Rec USD / Deliver CAD
N/A
-3328000.00000000
NC
2429.06000000
0.000466037685
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3328000.00000000
CAD
2455535.84000000
USD
2023-06-16
2429.06000000
N
N
N
Infinera Corp
549300ZOF66WPV3H0H17
Infinera Corp.
45667G103
1081.00000000
NS
USD
5296.90000000
0.001016259382
Long
EC
CORP
US
N
1
N
N
N
Ranpak Holdings Corp
5493000Z9EZR9DCYOO86
Ranpak Holdings Corp.
75321W103
447.00000000
NS
USD
1385.70000000
0.000265859394
Long
EC
CORP
US
N
1
N
N
N
Kennametal Inc
549300GZDSG25XUV0Y08
Kennametal, Inc.
489170100
980.00000000
NS
USD
24421.60000000
0.004685510416
Long
EC
CORP
US
N
1
N
N
N
CarParts.com Inc
5493005FSRX4Y7E7H678
CarParts.com, Inc.
14427M107
291.00000000
NS
USD
1213.47000000
0.000232815471
Long
EC
CORP
US
N
1
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets, Inc.
N/A
-9535207.21000000
PA
USD
-9535207.21000000
-1.82941792128
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.20000000
N/A
10610000.00000000
USD
10109056.00000000
USD
AMBS
N
N
N
Blue Stream Issuer, LLC
N/A
Blue Stream Issuer LLC
09606BAC8
1000000.00000000
PA
USD
962580.74000000
0.184680040785
Long
ABS-O
CORP
US
N
3
2053-05-20
Fixed
6.89800000
N
N
N
N
N
N
Equitrans Midstream Corp
549300RH0NLJNZ5SXU64
Equitrans Midstream Corp.
294600101
4777.00000000
NS
USD
40747.81000000
0.007817845194
Long
EC
CORP
US
N
1
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BT9
6100000.00000000
PA
USD
3303589.20000000
0.633824221533
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.75000000
N
N
N
N
N
N
Harvard Bioscience Inc
549300VLGB1D47GGC642
Harvard Bioscience, Inc.
416906105
234.00000000
NS
USD
1308.06000000
0.000250963440
Long
EC
CORP
US
N
1
N
N
N
Turtle Beach Corp
549300SZRV8U8PXSYI20
Turtle Beach Corp.
900450206
90.00000000
NS
USD
1024.20000000
0.000196502267
Long
EC
CORP
US
N
1
N
N
N
CARM_C
N/A
Carisma Therapeutics, Inc.
N/A
1182.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-1126903.59000000
PA
USD
-1126903.59000000
-0.21620690329
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.20000000
N/A
1750000.00000000
USD
1497300.00000000
USD
CDS
N
N
N
Citi Trends Inc
529900D06Q0FPHV34S87
Citi Trends, Inc.
17306X102
47.00000000
NS
USD
687.14000000
0.000131834180
Long
EC
CORP
US
N
1
N
N
N
Seres Therapeutics Inc
549300GMXBE5NUWISF13
Seres Therapeutics, Inc.
81750R102
414.00000000
NS
USD
2049.30000000
0.000393177207
Long
EC
CORP
US
N
1
N
N
N
STAG Industrial Inc
549300QWYX2W6FASVQ07
STAG Industrial, Inc.
85254J102
2043.00000000
NS
USD
71096.40000000
0.013640503602
Long
EC
CORP
US
N
1
N
N
N
TERRAFORM GLOBAL OPERATI
549300LC7QMVR79H5O86
Terraform Global Operating, LP
88104UAC7
1150000.00000000
PA
USD
1104000.00000000
0.211812637168
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.12500000
N
N
N
N
N
N
eHealth Inc
5299003O8Y5OKXUZQ421
eHealth, Inc.
28238P109
145.00000000
NS
USD
970.05000000
0.000186113087
Long
EC
CORP
US
N
1
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAD2
3250000.00000000
PA
USD
2695328.35000000
0.517123737181
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.87500000
N
N
N
N
N
N
Editas Medicine Inc
5299000AON4Q9NT2JE42
Editas Medicine, Inc.
28106W103
801.00000000
NS
USD
7353.18000000
0.001410775767
Long
EC
CORP
US
N
1
N
N
N
Ampio Pharmaceuticals Inc
529900DG3YQA5XIHV057
Ampio Pharmaceuticals, Inc.
03209T208
78.00000000
NS
USD
24.06000000
0.000004616134
Long
EC
CORP
US
N
1
N
N
N
Macerich Co/The
529900PSWCB5KI0JYU46
Macerich Co.
554382101
2498.00000000
NS
USD
24080.72000000
0.004620109427
Long
EC
CORP
US
N
1
N
N
N
Accuray Inc
549300G28LY4TZKZJG51
Accuray, Inc.
004397105
550.00000000
NS
USD
2029.50000000
0.000389378394
Long
EC
CORP
US
N
1
N
N
N
Verrica Pharmaceuticals Inc
5493002L68H6THU5GW50
Verrica Pharmaceuticals, Inc.
92511W108
78.00000000
NS
USD
442.26000000
0.000084851681
Long
EC
CORP
US
N
1
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp.
12513GBJ7
1900000.00000000
PA
USD
1587587.52000000
0.304593387089
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co.
369604301
2771.00000000
NS
USD
281339.63000000
0.053977616820
Long
EC
CORP
US
N
1
N
N
N
BCP V MODULAR SERVICES FINANCE PLC
N/A
BCP V Modular Services Finance II plc
N/A
3000000.00000000
PA
2661678.25000000
0.510667653466
Long
DBT
CORP
GB
N
2
2028-11-30
Fixed
4.75000000
N
N
N
N
N
N
Anterix Inc
549300QIX2QHFGIEQG40
Anterix, Inc.
03676C100
68.00000000
NS
USD
2220.20000000
0.000425965957
Long
EC
CORP
US
N
1
N
N
N
NIC ACQUISITION CORP
N/A
NIC Acquisition Corp.
N/A
3058041.67070000
PA
USD
2348147.88000000
0.450513944677
Long
LON
CORP
US
N
2
2027-12-29
Variable
8.91000000
N
N
N
N
N
N
Ultra Clean Holdings Inc
5493007L6LS7QX18PE75
Ultra Clean Holdings, Inc.
90385V107
521.00000000
NS
USD
17859.88000000
0.003426583589
Long
EC
CORP
US
N
1
N
N
N
Vicor Corp
5299005KMQOTR6B51F09
Vicor Corp.
925815102
247.00000000
NS
USD
13671.45000000
0.002622994455
Long
EC
CORP
US
N
1
N
N
N
Sierra Bancorp
N/A
Sierra Bancorp
82620P102
83.00000000
NS
USD
1327.17000000
0.000254629871
Long
EC
CORP
US
N
1
N
N
N
Fulgent Genetics Inc
549300CL6P01M68QJ404
Fulgent Genetics, Inc.
359664109
246.00000000
NS
USD
9783.42000000
0.001877039846
Long
EC
CORP
US
N
1
N
N
N
Blueprint Medicines Corp
5299004CC60O9T5HVM83
Blueprint Medicines Corp.
09627Y109
683.00000000
NS
USD
38603.16000000
0.007406374205
Long
EC
CORP
US
N
1
N
N
N
9 Meters Biopharma Inc
549300TNBRYXYEAI2956
9 Meters Biopharma, Inc.
654405208
67.00000000
NS
USD
46.90000000
0.000008998199
Long
EC
CORP
US
N
1
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WW International, Inc.
98262PAA9
1750000.00000000
PA
USD
1054375.00000000
0.202291620755
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
Tarsus Pharmaceuticals Inc
N/A
Tarsus Pharmaceuticals, Inc.
87650L103
50.00000000
NS
USD
837.50000000
0.000160682140
Long
EC
CORP
US
N
1
N
N
N
Stronghold Digital Mining Inc
N/A
Stronghold Digital Mining, Inc.
86337R202
4.30000000
NS
USD
26.92000000
0.000005164851
Long
EC
CORP
US
N
1
N
N
N
Redwood Trust Inc
DRBV4N1ERQLEMIF11G78
Redwood Trust, Inc.
758075402
675.00000000
NS
USD
3996.00000000
0.000766669654
Long
EC
CORP
US
N
1
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
4670555.55400000
PA
USD
0.05000000
0.000000009592
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10Y-2Y SOFR CMS CAP
N/A
14750000.00000000
NC
USD
50530.99000000
0.009694838995
N/A
DIR
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
14750000
0.10000000
USD
2024-06-20
XXXX
-15675.51000000
N
N
N
MiNK Therapeutics Inc
N/A
MiNK Therapeutics, Inc.
603693102
11.00000000
NS
USD
19.36000000
0.000003714395
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
791.00000000
NS
USD
487809.70000000
0.093590814305
Long
EC
CORP
US
N
1
N
N
N
Stereotaxis Inc
549300KPNOKI02O2ZP21
Stereotaxis, Inc.
85916J409
295.00000000
NS
USD
669.65000000
0.000128478562
Long
EC
CORP
US
N
1
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AA8
3300000.00000000
PA
USD
2434839.00000000
0.467146439919
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
Brightcove Inc
5493006VI8OCN44T4W47
Brightcove, Inc.
10921T101
242.00000000
NS
USD
1011.56000000
0.000194077165
Long
EC
CORP
US
N
1
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89117F8Z5
1050000.00000000
PA
USD
1076061.00000000
0.206452280945
Long
DBT
CORP
CA
N
2
2082-10-31
Variable
8.12500000
N
N
N
N
N
N
Magenta Therapeutics Inc
549300Z3N6ODPCOFC890
Magenta Therapeutics, Inc.
55910K108
178.00000000
NS
USD
115.24000000
0.000022109862
Long
EC
CORP
US
N
1
N
N
N
Zentalis Pharmaceuticals Inc
N/A
Zentalis Pharmaceuticals, Inc.
98943L107
428.00000000
NS
USD
11145.12000000
0.002138294618
Long
EC
CORP
US
N
1
N
N
N
Anika Therapeutics Inc
529900R9LS3Z0O6QH455
Anika Therapeutics, Inc.
035255108
86.00000000
NS
USD
2329.74000000
0.000446982222
Long
EC
CORP
US
N
1
N
N
N
EBET Inc
549300SFUTRB5C1ZRU05
EBET, Inc.
278700109
68.00000000
NS
USD
15.71000000
0.000003014109
Long
EC
CORP
US
N
1
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
834.00000000
NS
USD
258906.96000000
0.049673701067
Long
EC
CORP
US
N
1
N
N
N
First Bancshares Inc/The
5493006DL5RXJODMAF36
First Bancshares, Inc.
318916103
120.00000000
NS
USD
3124.80000000
0.000599521855
Long
EC
CORP
US
N
1
N
N
N
SkyWest Inc
529900UYS2KGS6Z42P09
SkyWest, Inc.
830879102
584.00000000
NS
USD
17467.44000000
0.003351290336
Long
EC
CORP
US
N
1
N
N
N
Frequency Therapeutics Inc
N/A
Frequency Therapeutics, Inc.
35803L108
191.00000000
NS
USD
66.85000000
0.000012825792
Long
EC
CORP
US
N
1
N
N
N
Upwork Inc
5493004QJ6WWBXVE2S70
Upwork, Inc.
91688F104
1378.00000000
NS
USD
11299.60000000
0.002167933038
Long
EC
CORP
US
N
1
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group, Inc.
031921AB5
2320000.00000000
PA
USD
2070698.83000000
0.397282771706
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.87500000
N
N
N
N
N
N
SC GAMES HOLDIN/US FINCO
N/A
Scientific Games Holdings Limited Partnership/Scientific Games US FinCo, Inc.
80874DAA4
1600000.00000000
PA
USD
1406528.00000000
0.269855439249
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.62500000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
0641598S8
750000.00000000
PA
USD
770484.14000000
0.147824526802
Long
DBT
CORP
CA
N
2
2082-10-27
Variable
8.62500000
N
N
N
N
N
N
Oppenheimer Holdings Inc
N/A
Oppenheimer Holdings, Inc.
683797104
55.00000000
NS
USD
2156.55000000
0.000413754114
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-17816000.00000000
NC
310599.90000000
0.059591470944
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
17816000.00000000
EUR
19371140.82000000
USD
2023-06-16
310599.90000000
N
N
N
Neogen Corp
549300HJT9FC36N4UW43
Neogen Corp.
640491106
1258.00000000
NS
USD
22002.42000000
0.004221368300
Long
EC
CORP
US
N
1
N
N
N
Bank of NT Butterfield & Son L
549300V8RVM0EMTDPF28
Bank of NT Butterfield & Son Ltd.
N/A
294.00000000
NS
USD
7370.58000000
0.001414114118
Long
EC
CORP
US
N
1
N
N
N
Triumph Financial Inc
5493003RNRMEVYDZ1Q52
Triumph Financial, Inc.
89679E300
281.00000000
NS
USD
14589.52000000
0.002799134697
Long
EC
CORP
US
N
1
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower, LP
62482BAB8
1750000.00000000
PA
USD
1497339.73000000
0.287278511728
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-2483417.99000000
PA
USD
-2483417.99000000
-0.47646676961
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.30000000
N/A
2550000.00000000
USD
2641800.00000000
USD
CDS
N
N
N
APTTUS CORP
N/A
Apttus Corp.
N/A
393984.96740000
PA
USD
376551.13000000
0.072244825972
Long
LON
CORP
US
N
2
2028-05-08
Variable
9.52000000
N
N
N
N
N
N
Humanigen Inc
549300ILAUCQNMJQXL47
Humanigen, Inc.
444863203
284.00000000
NS
USD
44.73000000
0.000008581865
Long
EC
CORP
US
N
1
N
N
N
Quaker Chemical Corp
549300PJQ1R3WCWCPS54
Quaker Chemical Corp.
747316107
157.00000000
NS
USD
29800.17000000
0.005717438945
Long
EC
CORP
US
N
1
N
N
N
Society Pass Inc
N/A
Society Pass, Inc.
83370P102
19.00000000
NS
USD
11.41000000
0.000002189114
Long
EC
CORP
US
N
1
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
500000.00000000
PA
USD
397682.55000000
0.076299084847
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
Spero Therapeutics Inc
54930074G13LHWJT2323
Spero Therapeutics, Inc.
84833T103
144.00000000
NS
USD
250.56000000
0.000048072259
Long
EC
CORP
US
N
1
N
N
N
TechTarget Inc
529900YQA5JL2H2VMB84
TechTarget, Inc.
87874R100
305.00000000
NS
USD
10595.70000000
0.002032883296
Long
EC
CORP
US
N
1
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AL1
3300000.00000000
PA
USD
2829204.97000000
0.542809208139
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
LendingTree Inc
549300ISY5YHUJZTON08
LendingTree, Inc.
52603B107
136.00000000
NS
USD
2487.44000000
0.000477238429
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736K101
5008.00000000
NS
USD
487078.08000000
0.093450446224
Long
EC
CORP
US
N
1
N
N
N
Sangamo Therapeutics Inc
2549006WMRKRC4G32Z67
Sangamo Therapeutics, Inc.
800677106
1415.00000000
NS
USD
1584.80000000
0.000304058575
Long
EC
CORP
US
N
1
N
N
N
Intellia Therapeutics Inc
5493002T5BCPE5DZC723
Intellia Therapeutics, Inc.
45826J105
814.00000000
NS
USD
30329.64000000
0.005819022674
Long
EC
CORP
US
N
1
N
N
N
Eliem Therapeutics Inc
N/A
Eliem Therapeutics, Inc.
28658R106
41.00000000
NS
USD
115.21000000
0.000022104106
Long
EC
CORP
US
N
1
N
N
N
BioAtla Inc
N/A
BioAtla, Inc.
09077B104
92.00000000
NS
USD
289.80000000
0.000055600817
Long
EC
CORP
US
N
1
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners Limited Partnership / Crestwood Midstream Finance Corp.
226373AP3
150000.00000000
PA
USD
147123.00000000
0.028226911791
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.75000000
N
N
N
N
N
N
Agios Pharmaceuticals Inc
529900ONJHY8EOGYT555
Agios Pharmaceuticals, Inc.
00847X104
640.00000000
NS
USD
16179.20000000
0.003104129546
Long
EC
CORP
US
N
1
N
N
N
ON24 Inc
N/A
ON24, Inc.
68339B104
161.00000000
NS
USD
1286.39000000
0.000246805849
Long
EC
CORP
US
N
1
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1303716.40000000
PA
USD
-1303716.40000000
-0.25013008043
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
N/A
1400000.00000000
USD
1350160.00000000
USD
CDS
N
N
N
Acropolis Infrastructure Acqui
N/A
Acropolis Infrastructure Acquisition Corp.
005029103
75728.00000000
NS
USD
773182.88000000
0.148342305096
Long
EC
CORP
US
N
1
N
N
N
Start Ltd.
549300VIQYFIDJQCKZ43
Start Ltd.
85572RAB5
1610749.92300000
PA
USD
1226597.34000000
0.235334073667
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
5.31500000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
NASDAQ-100 Index
N/A
-16.00000000
NC
USD
-1268480.00000000
-0.24336965035
N/A
DE
US
N
1
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Written
NASDAQ 100 Stock Index
N/A
-1600
13550.00000000
USD
2023-06-16
XXXX
-763405.64000000
N
N
N
SunPower Corp
549300TXO070764WUH65
SunPower Corp.
867652406
937.00000000
NS
USD
9932.20000000
0.001905584669
Long
EC
CORP
US
N
1
N
N
N
CEVA Inc
529900G9T7CVU2J2VU73
CEVA, Inc.
157210105
132.00000000
NS
USD
3302.64000000
0.000633642108
Long
EC
CORP
US
N
1
N
N
N
Vector Group Ltd
549300TUIF4WWN6NDN50
Vector Group Ltd.
92240M108
1685.00000000
NS
USD
19731.35000000
0.003785642462
Long
EC
CORP
US
N
1
N
N
N
Apyx Medical Corp
5299009QZVYUYO082S45
Apyx Medical Corp.
03837C106
185.00000000
NS
USD
1171.05000000
0.000224676801
Long
EC
CORP
US
N
1
N
N
N
Insmed Inc
529900Q55QAG41CCAC11
Insmed, Inc.
457669307
1377.00000000
NS
USD
26204.31000000
0.005027539860
Long
EC
CORP
US
N
1
N
N
N
Trupanion Inc
549300J86GFKIDGMQP18
Trupanion, Inc.
898202106
446.00000000
NS
USD
10021.62000000
0.001922740725
Long
EC
CORP
US
N
1
N
N
N
PETIQ INC
N/A
PetIQ LLC
N/A
1922409.03980000
PA
USD
1797452.45000000
0.344857919945
Long
LON
CORP
US
N
3
2028-04-13
Variable
9.36000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38144GAE1
5000000.00000000
NS
USD
3971500.00000000
0.761969101915
Long
EP
CORP
US
N
2
N
N
N
Glatfelter Corp
549300LDQLQBT38QDY28
Glatfelter Corp.
377320106
261.00000000
NS
USD
749.07000000
0.000143716025
Long
EC
CORP
US
N
1
N
N
N
Seelos Therapeutics Inc
5493009HV8O6R1WGZ132
Seelos Therapeutics, Inc.
81577F109
585.00000000
NS
USD
544.81000000
0.000104526850
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1585424.03000000
PA
USD
-1585424.03000000
-0.30417830147
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.20000000
N/A
2250000.00000000
USD
2075850.00000000
USD
CDS
N
N
N
Applied Molecular Transport In
N/A
Applied Molecular Transport, Inc.
03824M109
148.00000000
NS
USD
39.40000000
0.000007559255
Long
EC
CORP
US
N
1
N
N
N
Inovio Pharmaceuticals Inc
529900B9W875XDZXTM97
Inovio Pharmaceuticals, Inc.
45773H201
2464.00000000
NS
USD
1474.95000000
0.000282982834
Long
EC
CORP
US
N
1
N
N
N
Absci Corp
N/A
Absci Corp.
00091E109
287.00000000
NS
USD
545.30000000
0.000104620861
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1999900.00000000
PA
USD
-1999900.00000000
-0.38369935966
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.20000000
N/A
2275000.00000000
USD
2036125.00000000
USD
CDS
N
N
N
Vista Outdoor Inc
549300QI2D33ESTJLN81
Vista Outdoor, Inc.
928377100
330.00000000
NS
USD
8787.90000000
0.001686040103
Long
EC
CORP
US
N
1
N
N
N
Hibbett Inc
529900RD6P643J1CZM55
Hibbett, Inc.
428567101
80.00000000
NS
USD
2881.60000000
0.000552861680
Long
EC
CORP
US
N
1
N
N
N
National Vision Holdings Inc
549300JHURCBLI5ROA42
National Vision Holdings, Inc.
63845R107
969.00000000
NS
USD
24467.25000000
0.004694268792
Long
EC
CORP
US
N
1
N
N
N
Cooper-Standard Holdings Inc
549300VVOH2RQP5YMB08
Cooper-Standard Holdings, Inc.
21676P103
100.00000000
NS
USD
1087.00000000
0.000208551029
Long
EC
CORP
US
N
1
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803EK5
1910000.00000000
PA
USD
802701.78000000
0.154005779784
Long
DBT
UST
US
N
2
2044-11-15
None
0.00000000
N
N
N
N
N
N
Winnebago Industries Inc
549300B7OYKYJLTE3G11
Winnebago Industries, Inc.
974637100
379.00000000
NS
USD
21087.56000000
0.004045843926
Long
EC
CORP
US
N
1
N
N
N
Exponent Inc
529900NY3F5Q2NWPUZ42
Exponent, Inc.
30214U102
606.00000000
NS
USD
55339.92000000
0.010617476807
Long
EC
CORP
US
N
1
N
N
N
Sun Country Airlines Holdings
549300MOHOJN9GH0NJ48
Sun Country Airlines Holdings, Inc.
866683105
187.00000000
NS
USD
3515.60000000
0.000674500459
Long
EC
CORP
US
N
1
N
N
N
New York Community Bancorp Inc
529900HVXOTLY61GL030
New York Community Bancorp, Inc.
649445103
2453.00000000
NS
USD
25216.84000000
0.004838084584
Long
EC
CORP
US
N
1
N
N
N
WHITE CAP SUPPLY HOLDINGS LLC
N/A
White Cap Supply Holdings LLC
N/A
99246.23000000
PA
USD
97459.80000000
0.018698566354
Long
LON
CORP
US
N
2
2027-10-19
Variable
8.90000000
N
N
N
N
N
N
BioLife Solutions Inc
549300G2IVCMC2TJDW72
BioLife Solutions, Inc.
09062W204
61.00000000
NS
USD
1424.35000000
0.000273274755
Long
EC
CORP
US
N
1
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAC1
350000.00000000
PA
USD
319420.33000000
0.061283752230
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
9.25000000
N
N
N
N
N
N
Warner Bros Discovery Inc
5493006ZCRFWKF6B1K26
Warner Bros Discovery, Inc.
934423104
10664.00000000
NS
USD
120289.92000000
0.023078736576
Long
EC
CORP
US
N
1
N
N
N
Vault DI Issuer LLC
N/A
Vault DI Issuer LLC
92243JAA0
650000.00000000
PA
USD
553758.01000000
0.106243609104
Long
ABS-O
CORP
US
N
2
2046-07-15
Fixed
2.80400000
N
N
N
N
N
N
Travere Therapeutics Inc
N/A
Travere Therapeutics, Inc.
89422G107
348.00000000
NS
USD
6225.72000000
0.001194462111
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group, Inc.
828806109
1966.00000000
NS
USD
206724.90000000
0.039662088983
Long
EC
CORP
US
N
1
N
N
N
Scilex Holding Co
N/A
Scilex Holding Co.
80880W106
490.94800000
NS
USD
2921.14000000
0.000560447796
Long
EC
CORP
US
N
1
N
N
N
Beauty Health Co/The
5493001Z2JZQT4C63C50
Beauty Health Co.
88331L108
1022.00000000
NS
USD
8216.88000000
0.001576484621
Long
EC
CORP
US
N
1
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group, Inc.
60337JAA4
3200000.00000000
PA
USD
2635782.72000000
0.505699355911
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
Honest Co Inc/The
N/A
Honest Company, Inc.
438333106
495.00000000
NS
USD
727.65000000
0.000139606399
Long
EC
CORP
US
N
1
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American, Inc.
761713BA3
1550000.00000000
PA
USD
1450200.09000000
0.278234334678
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
5.70000000
N
N
N
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-1193201.60000000
PA
USD
-1193201.60000000
-0.22892679127
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.35000000
N/A
1750000.00000000
USD
1309525.00000000
USD
CDS
N
N
N
AASET 2021-2 Trust
N/A
AASET Trust
00258BAA2
846319.34580000
PA
USD
724026.20000000
0.138911140218
Long
ABS-O
CORP
US
N
2
2047-01-15
Fixed
2.79800000
N
N
N
N
N
N
SAVERGLASS SAS
N/A
Saverglass
N/A
1500000.00000000
PA
1559326.56000000
0.299171259855
Long
LON
CORP
FR
N
2
2029-02-19
Variable
7.10000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1024006.86000000
PA
USD
-1024006.86000000
-0.19646521149
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.20000000
N/A
1325000.00000000
USD
1093522.50000000
USD
CDS
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AL6
100000.00000000
PA
USD
93137.50000000
0.017869293020
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.87500000
N
N
N
N
N
N
US FARATHANE LLC
N/A
US Farathane LLC
N/A
335999.99660000
PA
USD
335858.88000000
0.064437640479
Long
LON
CORP
US
N
2
2024-12-23
Variable
9.41000000
N
N
N
N
N
N
Installed Building Products In
549300I95Y9P9YM5FI86
Installed Building Products, Inc.
45780R101
276.00000000
NS
USD
28853.04000000
0.005535723272
Long
EC
CORP
US
N
1
N
N
N
Shake Shack Inc
529900J74GJAHYP80N79
Shake Shack, Inc.
819047101
439.00000000
NS
USD
29048.63000000
0.005573249027
Long
EC
CORP
US
N
1
N
N
N
NantHealth Inc
549300Z86EF5CSQMW346
NantHealth, Inc.
630104305
10.00000000
NS
USD
10.65000000
0.000002043301
Long
EC
CORP
US
N
1
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
100000.00000000
PA
USD
78730.83000000
0.015105239790
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
Shattuck Labs Inc
N/A
Shattuck Labs, Inc.
82024L103
158.00000000
NS
USD
412.38000000
0.000079118926
Long
EC
CORP
US
N
1
N
N
N
CROCS INC
549300B0J6YCXD63OG72
Crocs, Inc.
227046AA7
1625000.00000000
PA
USD
1399645.00000000
0.268534871874
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Cara Therapeutics Inc
549300COVOY41P0GZ881
Cara Therapeutics, Inc.
140755109
264.00000000
NS
USD
839.52000000
0.000161069696
Long
EC
CORP
US
N
1
N
N
N
Alerus Financial Corp
5493008BXLBPPELQ3G57
Alerus Financial Corp.
01446U103
89.00000000
NS
USD
1483.63000000
0.000284648172
Long
EC
CORP
US
N
1
N
N
N
Finch Therapeutics Group Inc
N/A
Finch Therapeutics Group, Inc.
31773D101
44.00000000
NS
USD
12.32000000
0.000002363706
Long
EC
CORP
US
N
1
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp.
1248EPCL5
6500000.00000000
PA
USD
4961869.25000000
0.951980626021
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.50000000
N
N
N
N
N
N
Uniti Group Inc
549300V3NU625PJUVA84
Uniti Group, Inc.
91325V108
1153.00000000
NS
USD
4289.16000000
0.000822915118
Long
EC
CORP
US
N
1
N
N
N
EMCORE Corp
529900B9OHDEWU534K08
EMCORE Corp.
290846203
218.00000000
NS
USD
162.63000000
0.000031202073
Long
EC
CORP
US
N
1
N
N
N
Centerspace
5493002LG2SH9EEHT720
Centerspace
15202L107
83.00000000
NS
USD
4881.23000000
0.000936509238
Long
EC
CORP
US
N
1
N
N
N
Emergent BioSolutions Inc
549300YW6TUOX8BE5103
Emergent BioSolutions, Inc.
29089Q105
287.00000000
NS
USD
2448.11000000
0.000469692604
Long
EC
CORP
US
N
1
N
N
N
Homology Medicines Inc
549300RWKPJEFTM3K452
Homology Medicines, Inc.
438083107
249.00000000
NS
USD
243.20000000
0.000046660175
Long
EC
CORP
US
N
1
N
N
N
Laird Superfood Inc
N/A
Laird Superfood, Inc.
50736T102
37.00000000
NS
USD
24.05000000
0.000004614215
Long
EC
CORP
US
N
1
N
N
N
HomeTrust Bancshares Inc
N/A
HomeTrust Bancshares, Inc.
437872104
87.00000000
NS
USD
1704.33000000
0.000326991514
Long
EC
CORP
US
N
1
N
N
N
ASCEND PERFORMANCE MATERIALS HOLDINGS INC
N/A
Ascend Performance Materials Operations LLC
N/A
522328.24000000
PA
USD
496321.52000000
0.095223885900
Long
LON
CORP
US
N
2
2026-08-27
Variable
9.71000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-961136.75000000
PA
USD
-961136.75000000
-0.18440299791
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
N/A
1450000.00000000
USD
1113600.00000000
USD
CDS
N
N
N
AVALARA INC
N/A
Avalara, Inc.
N/A
2636363.63000000
PA
USD
2602086.10000000
0.499234346902
Long
LON
CORP
US
N
3
2028-10-19
Variable
12.15000000
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax, Inc.
294429105
1142.00000000
NS
USD
238244.04000000
0.045709328262
Long
EC
CORP
US
N
1
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803EH2
1910000.00000000
PA
USD
820441.21000000
0.157409253923
Long
DBT
UST
US
N
2
2044-05-15
None
0.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-2166288.42000000
PA
USD
-2166288.42000000
-0.41562252093
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.30000000
N/A
2940000.00000000
USD
2633946.00000000
USD
CDS
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
6613.00000000
NS
USD
662556.47000000
0.127117602521
Long
EC
CORP
US
N
1
N
N
N
TRAEGER PELLET GRILLS LLC
N/A
TGP Holdings LLC
N/A
188461.22750000
PA
USD
155028.21000000
0.029743599633
Long
LON
CORP
US
N
2
2028-06-29
Variable
8.40000000
N
N
N
N
N
N
Marinus Pharmaceuticals Inc
549300NCT4OJF7JV1084
Marinus Pharmaceuticals, Inc.
56854Q200
220.00000000
NS
USD
1564.20000000
0.000300106274
Long
EC
CORP
US
N
1
N
N
N
Kinnate Biopharma Inc
549300YVIWV7HJ5WHI66
Kinnate Biopharma, Inc.
49705R105
153.00000000
NS
USD
657.90000000
0.000126224215
Long
EC
CORP
US
N
1
N
N
N
Zevia PBC
N/A
Zevia PBC
98955K104
61.00000000
NS
USD
221.43000000
0.000042483398
Long
EC
CORP
US
N
1
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp.
693656100
6676.00000000
NS
USD
574269.52000000
0.110178932497
Long
EC
CORP
US
N
1
N
N
N
Tronox Holdings PLC
549300NRVC84SGJSXV06
Tronox Holdings plc
N/A
1344.00000000
NS
USD
14300.16000000
0.002743618298
Long
EC
CORP
US
N
1
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding Ltd.
12571HAA4
1000000.00000000
PA
USD
936260.60000000
0.179630277865
Long
ABS-O
CORP
KY
N
2
2035-04-21
Floating
12.32600000
N
N
N
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1347769.33000000
PA
USD
-1347769.33000000
-0.25858204355
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.30000000
N/A
1750000.00000000
USD
1170575.00000000
USD
CDS
N
N
N
Quotient Ltd
549300BOTHGGT8D81659
Quotient Ltd.
N/A
11.00000000
NS
USD
0.37000000
0.000000070987
Long
EC
CORP
US
N
1
N
N
N
Cimpress PLC
549300X1IFD75XISOR81
Cimpress plc
N/A
205.00000000
NS
USD
9794.90000000
0.001879242391
Long
EC
CORP
US
N
1
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
Expedia Group, Inc.
30212P303
2988.00000000
NS
USD
285981.48000000
0.054868198786
Long
EC
CORP
US
N
1
N
N
N
MFA Financial Inc
YW72IMH2RRC8Z1TGLG58
MFA Financial, Inc.
55272X607
649.00000000
NS
USD
6866.42000000
0.001317386347
Long
EC
CORP
US
N
1
N
N
N
Ziff Davis Inc
5493008OJYGLHD7MXA18
Ziff Davis, Inc.
48123V102
508.00000000
NS
USD
29992.32000000
0.005754304704
Long
EC
CORP
US
N
1
N
N
N
Zuora Inc
549300ISVGC1YZWQJ420
Zuora, Inc.
98983V106
1333.00000000
NS
USD
14383.07000000
0.002759525350
Long
EC
CORP
US
N
1
N
N
N
PhenomeX Inc
549300LTLRE4N65CD358
PhenomeX, Inc.
084310101
607.00000000
NS
USD
424.90000000
0.000081521005
Long
EC
CORP
US
N
1
N
N
N
RealReal Inc/The
549300O00VUGT4H1PE90
RealReal, Inc.
88339P101
940.00000000
NS
USD
1198.50000000
0.000229943338
Long
EC
CORP
US
N
1
N
N
N
Boston Omaha Corp
54930002FEWTYF4YFF19
Boston Omaha Corp.
101044105
118.00000000
NS
USD
2251.44000000
0.000431959641
Long
EC
CORP
US
N
1
N
N
N
BREITLING HOLDINGS SARL
N/A
Breitling Financing SARL
N/A
2000000.00000000
PA
2078717.26000000
0.398821181855
Long
LON
CORP
LU
N
2
2028-10-25
Variable
6.69000000
N
N
N
N
N
N
City Office REIT Inc
5493003J7157VP25NL57
City Office REIT, Inc.
178587101
254.00000000
NS
USD
1150.62000000
0.000220757116
Long
EC
CORP
US
N
1
N
N
N
CLAROS MORTGAGE TRUST INC
N/A
Claros Mortgage Trust, Inc.
N/A
345625.00000000
PA
USD
302421.88000000
0.058022441974
Long
LON
CORP
US
N
2
2026-08-10
Variable
9.67000000
N
N
N
N
N
N
Aspira Women's Health Inc
54930045CGQ3XUO9T533
Aspira Women's Health, Inc.
04537Y208
28.00000000
NS
USD
89.88000000
0.000017244311
Long
EC
CORP
US
N
1
N
N
N
Rapid7 Inc
549300GNVG5D60KEYN14
Rapid7, Inc.
753422104
659.00000000
NS
USD
31447.48000000
0.006033490644
Long
EC
CORP
US
N
1
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187BR9
750000.00000000
NS
USD
768750.00000000
0.147491815963
Long
EP
CORP
US
N
2
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAH8
6000000.00000000
PA
USD
5775000.00000000
1.107987300405
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
ARDIAN FRANCE SA
N/A
Florida Food Products LLC
N/A
3217500.00000000
PA
USD
2734875.00000000
0.524711128692
Long
LON
CORP
US
N
3
2028-10-18
Variable
10.15000000
N
N
N
N
N
N
Topgolf Callaway Brands Corp
5493005UB0KFRKBPCU72
Topgolf Callaway Brands Corp.
131193104
1357.00000000
NS
USD
23163.99000000
0.004444226276
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746TD3
400000.00000000
NS
USD
350400.00000000
0.067227489188
Long
EP
CORP
US
N
2
N
N
N
Blue Whale Acquisition Corp I
N/A
Blue Whale Acquisition Corp. I
N/A
87092.00000000
NS
USD
879629.20000000
0.168765018643
Long
EC
CORP
US
N
1
N
N
N
CELTIC INTERMEDIATE CORP
N/A
National Mentor Holdings, Inc.
N/A
168374.82000000
PA
USD
125060.40000000
0.023993997399
Long
LON
CORP
US
N
2
2028-03-02
Variable
8.75000000
N
N
N
N
N
N
Party City Holdco Inc
549300BUAG9YASF5Q703
Party City Holdco, Inc.
702149105
658.00000000
NS
USD
28.95000000
0.000005554325
Long
EC
CORP
US
N
1
N
N
N
Northfield Bancorp Inc
N/A
Northfield Bancorp, Inc.
66611T108
258.00000000
NS
USD
2639.34000000
0.000506381853
Long
EC
CORP
US
N
1
N
N
N
Superior Group of Cos Inc
UOX145EEO0TB0ZWX2152
Superior Group of Companies, Inc.
868358102
69.00000000
NS
USD
600.30000000
0.000115173121
Long
EC
CORP
US
N
1
N
N
N
Aspen Aerogels Inc
N/A
Aspen Aerogels, Inc.
04523Y105
263.00000000
NS
USD
1727.91000000
0.000331515556
Long
EC
CORP
US
N
1
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-1750948.82000000
PA
USD
-1750948.82000000
-0.33593576731
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.30000000
N/A
2000000.00000000
USD
1691200.00000000
USD
CDS
N
N
N
Amneal Pharmaceuticals Inc
549300VV176ZO5WQHZ61
Amneal Pharmaceuticals, Inc.
03168L105
594.00000000
NS
USD
1389.96000000
0.000266676714
Long
EC
CORP
US
N
1
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AQ5
550000.00000000
PA
USD
550058.85000000
0.105533890956
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
9.00000000
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623C109
281.00000000
NS
USD
2034.44000000
0.000390326178
Long
EC
CORP
US
N
1
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
Cengage Learning, Inc.
15137NAA1
1600000.00000000
PA
USD
1594608.00000000
0.305940331277
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
9.50000000
N
N
N
N
N
N
Vincerx Pharma Inc
N/A
Vincerx Pharma, Inc.
92731L106
95.00000000
NS
USD
175.75000000
0.000033719267
Long
EC
CORP
US
N
1
N
N
N
Essential Properties Realty Tr
2549009LXQLVYCGLZO50
Essential Properties Realty Trust, Inc.
29670E107
1411.00000000
NS
USD
33765.23000000
0.006478172473
Long
EC
CORP
US
N
1
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Companies, Inc.
55916AAA2
600000.00000000
PA
USD
462000.00000000
0.088638984032
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
Domo Inc
549300X57AGT5JULJ761
Domo, Inc.
257554105
330.00000000
NS
USD
4438.50000000
0.000851567382
Long
EC
CORP
US
N
1
N
N
N
Power Integrations Inc
54930085LGXSCIHD5W31
Power Integrations, Inc.
739276103
691.00000000
NS
USD
59702.40000000
0.011454459048
Long
EC
CORP
US
N
1
N
N
N
Conn's Inc
529900K9HOACKOJJT953
Conn's, Inc.
208242107
106.00000000
NS
USD
430.36000000
0.000082568556
Long
EC
CORP
US
N
1
N
N
N
National CineMedia Inc
N/A
National CineMedia, Inc.
635309107
358.00000000
NS
USD
101.10000000
0.000019396972
Long
EC
CORP
US
N
1
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBE1
1100000.00000000
PA
USD
1007276.49000000
0.193255334877
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.50000000
N
N
N
N
N
N
Acutus Medical Inc
N/A
Acutus Medical, Inc.
005111109
113.00000000
NS
USD
96.05000000
0.000018428083
Long
EC
CORP
US
N
1
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAG6
5000000.00000000
PA
USD
4044500.00000000
0.775974828829
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.87500000
N
N
N
N
N
N
Coursera Inc
984500573CA1QB7DAC30
Coursera, Inc.
22266M104
851.00000000
NS
USD
10773.66000000
0.002067026572
Long
EC
CORP
US
N
1
N
N
N
F45 Training Holdings Inc
549300W3HC5NKPWXMK72
F45 Training Holdings, Inc.
30322L101
176.00000000
NS
USD
179.52000000
0.000034442576
Long
EC
CORP
US
N
1
N
N
N
NFM & J LLC
N/A
The Facilities Group
N/A
-171336.21530000
PA
USD
-3629.07000000
-0.00069627073
Short
LON
CORP
US
N
3
2027-11-30
Variable
1.00000000
N
N
N
N
N
N
AgEagle Aerial Systems Inc
5493007TRVZ53BHRWE03
AgEagle Aerial Systems, Inc.
00848K101
406.00000000
NS
USD
148.19000000
0.000028431625
Long
EC
CORP
US
N
1
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460W396
58000.00000000
NS
USD
1110700.00000000
0.213098094296
Long
EP
CORP
US
N
2
N
N
N
Duluth Holdings Inc
549300B6G8G3WGHFYU15
Duluth Holdings, Inc.
26443V101
72.00000000
NS
USD
388.80000000
0.000074594885
Long
EC
CORP
US
N
1
N
N
N
Viad Corp
549300PXU4ZW7LPO5Y40
Viad Corp.
92552R406
120.00000000
NS
USD
2786.40000000
0.000534596677
Long
EC
CORP
US
N
1
N
N
N
Fluent Inc
549300P3G8O165ICY429
Fluent, Inc.
34380C102
258.00000000
NS
USD
160.58000000
0.000030808762
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp.
65249B208
2871.00000000
NS
USD
53056.08000000
0.010179300926
Long
EC
CORP
US
N
1
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp.
63938C108
1773.00000000
NS
USD
26860.95000000
0.005153522333
Long
EC
CORP
US
N
1
N
N
N
Outset Medical Inc
N/A
Outset Medical, Inc.
690145107
548.00000000
NS
USD
11414.84000000
0.002190042901
Long
EC
CORP
US
N
1
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
445000.00000000
PA
USD
368858.28000000
0.070768881366
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
Arteris Inc
N/A
Arteris, Inc.
04302A104
29.00000000
NS
USD
201.84000000
0.000038724875
Long
EC
CORP
US
N
1
N
N
N
Regis Corp
5493000Q1S5TJIDIQH89
Regis Corp.
758932107
248.00000000
NS
USD
238.08000000
0.000045677855
Long
EC
CORP
US
N
1
N
N
N
Upbound Group Inc
529900QUHE15UQNCCJ63
Upbound Group, Inc.
76009N100
773.00000000
NS
USD
23120.43000000
0.004435868886
Long
EC
CORP
US
N
1
N
N
N
Dreyfus Treasury Obligations C
549300MKKM9KT7BF6329
Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares
N/A
713620.40000000
NS
USD
713620.40000000
0.136914690997
Long
STIV
RF
US
N
1
N
N
N
Herc Holdings Inc
549300TP80QLITMSBP82
Herc Holdings, Inc.
42704L104
292.00000000
NS
USD
29614.64000000
0.005681843294
Long
EC
CORP
US
N
1
N
N
N
Finance Of America Cos Inc
N/A
Finance of America Companies, Inc.
31738L107
106.00000000
NS
USD
150.52000000
0.000028878657
Long
EC
CORP
US
N
1
N
N
N
comScore Inc
N/A
comScore, Inc.
20564W105
417.00000000
NS
USD
375.30000000
0.000072004785
Long
EC
CORP
US
N
1
N
N
N
First Financial Bankshares Inc
549300XN3GTGOENGNV49
First Financial Bankshares, Inc.
32020R109
1517.00000000
NS
USD
39290.30000000
0.007538208385
Long
EC
CORP
US
N
1
N
N
N
Invacare Corp
549300NNUTG7HCZICS76
Invacare Corp.
461203101
200.00000000
NS
USD
2.70000000
0.000000518020
Long
EC
CORP
US
N
2
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
3829444.44600000
PA
USD
3596678.63000000
0.690056146438
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
Weave Communications Inc
N/A
Weave Communications, Inc.
94724R108
27.00000000
NS
USD
211.14000000
0.000040509166
Long
EC
CORP
US
N
1
N
N
N
OUTCOMES GROUP HOLDINGS INC
N/A
Outcomes Group Holdings, Inc.
N/A
150000.00000000
PA
USD
142500.00000000
0.027339946373
Long
LON
CORP
US
N
3
2026-10-26
Variable
12.75000000
N
N
N
N
N
N
NEW TROJAN PARENT INC
N/A
New Trojan Parent, Inc.
N/A
669886.35900000
PA
USD
411980.11000000
0.079042204311
Long
LON
CORP
US
N
2
2028-01-06
Variable
8.36000000
N
N
N
N
N
N
MERLIN BUYER INC
N/A
Merlin Buyer, Inc.
N/A
3267000.00000000
PA
USD
3138378.21000000
0.602126961134
Long
LON
CORP
US
N
2
2028-12-14
Variable
9.15000000
N
N
N
N
N
N
Entravision Communications Cor
549300SKHY2ALCLKV539
Entravision Communications Corp.
29382R107
358.00000000
NS
USD
1478.54000000
0.000283671609
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-313495.85000000
PA
USD
-313495.85000000
-0.06014708580
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.20000000
N/A
450000.00000000
USD
351495.00000000
USD
CDS
N
N
N
iShares Russell 2000 ETF
549300O80OAR5VTWR172
iShares Russell 2000 Index ETF
464287655
124787.00000000
NS
USD
21684236.99000000
4.160321940071
Long
EC
RF
US
N
1
N
N
N
LXP Industrial Trust
549300S4MH2ICXDBFV43
LXP Industrial Trust
529043101
3282.00000000
NS
USD
33935.88000000
0.006510913258
Long
EC
CORP
US
N
1
N
N
N
8x8 Inc
254900XWSOC5U1BRW939
8x8, Inc.
282914100
1327.00000000
NS
USD
5414.16000000
0.001038756800
Long
EC
CORP
US
N
1
N
N
N
Portillo's Inc
N/A
Portillo's, Inc.
73642K106
136.00000000
NS
USD
2729.52000000
0.000523683722
Long
EC
CORP
US
N
1
N
N
N
American Software Inc/GA
N/A
American Software, Inc.
029683109
187.00000000
NS
USD
2380.51000000
0.000456722917
Long
EC
CORP
US
N
1
N
N
N
Danimer Scientific Inc
549300L6Q02MAX72BH35
Danimer Scientific, Inc.
236272100
1055.00000000
NS
USD
3048.95000000
0.000584969329
Long
EC
CORP
US
N
1
N
N
N
Cracker Barrel Old Country Sto
8P4PHQIUWPIECBFBW745
Cracker Barrel Old Country Store, Inc.
22410J106
278.00000000
NS
USD
27249.56000000
0.005228080765
Long
EC
CORP
US
N
1
N
N
N
Senseonics Holdings Inc
549300RCH6Z07TBHJ258
Senseonics Holdings, Inc.
81727U105
5152.00000000
NS
USD
3299.34000000
0.000633008973
Long
EC
CORP
US
N
1
N
N
N
iBio Inc
529900EW4RXUITGKUT34
iBio, Inc.
451033609
51.00000000
NS
USD
35.70000000
0.000006849376
Long
EC
CORP
US
N
1
N
N
N
Eaton Vance Ltd Duration Incom
NZ7KR43H6Z5W1GY0QX46
Eaton Vance Limited Duration Income Fund
27828H105
309597.00000000
NS
USD
2801852.85000000
0.537561450286
Long
EC
RF
US
N
1
N
N
N
Greenhill & Co Inc
529900VEOQHHHSPI9C69
Greenhill & Company, Inc.
395259104
85.00000000
NS
USD
1230.80000000
0.000236140392
Long
EC
CORP
US
N
1
N
N
N
Compass Minerals International
2549008X9G8XP7YJGC47
Compass Minerals International, Inc.
20451N101
200.00000000
NS
USD
6346.00000000
0.001217538945
Long
EC
CORP
US
N
1
N
N
N
Apollo Medical Holdings Inc
5493008O4R82Q4STJ936
Apollo Medical Holdings, Inc.
03763A207
442.00000000
NS
USD
13976.04000000
0.002681432870
Long
EC
CORP
US
N
1
N
N
N
Atomera Inc
N/A
Atomera, Inc.
04965B100
120.00000000
NS
USD
1101.60000000
0.000211352174
Long
EC
CORP
US
N
1
N
N
N
PECF USS INTERMEDIATE HOLDING II CORPORATION
N/A
PECF USS Intermediate Holding III Corp.
N/A
446608.04340000
PA
USD
346567.84000000
0.066492253757
Long
LON
CORP
US
N
2
2028-12-15
Variable
9.52000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBL7
5250000.00000000
PA
USD
3130017.45000000
0.600522871800
Long
DBT
CORP
US
N
2
2061-02-01
Fixed
4.30000000
N
N
N
N
N
N
Standard Motor Products Inc
THGK1EO5B5HK0JHQVZ90
Standard Motor Products, Inc.
853666105
124.00000000
NS
USD
4379.68000000
0.000840282219
Long
EC
CORP
US
N
1
N
N
N
Saia Inc
549300WNPG4N9GBOYB29
Saia, Inc.
78709Y105
310.00000000
NS
USD
88089.60000000
0.016900806597
Long
EC
CORP
US
N
1
N
N
N
Eargo Inc
N/A
Eargo, Inc.
270087208
8.00000000
NS
USD
38.08000000
0.000007306001
Long
EC
CORP
US
N
1
N
N
N
MicroVision Inc
5299001A8NIHHA9KOY43
MicroVision, Inc.
594960304
1959.00000000
NS
USD
9187.71000000
0.001762747359
Long
EC
CORP
US
N
1
N
N
N
Groupon Inc
5299005W5W1R5POQJL03
Groupon, Inc.
399473206
140.00000000
NS
USD
756.00000000
0.000145045610
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
4721.00000000
NS
USD
209234.72000000
0.040143621223
Long
EC
CORP
US
N
1
N
N
N
Heska Corp
529900O1OR2EB7L0HY27
Heska Corp.
42805E306
114.00000000
NS
USD
13649.22000000
0.002618729423
Long
EC
CORP
US
N
1
N
N
N
Sleep Number Corp
529900W0TZQLBT2DSS66
Sleep Number Corp.
83125X103
260.00000000
NS
USD
4716.40000000
0.000904885074
Long
EC
CORP
US
N
1
N
N
N
Hooker Furnishings Corp
N/A
Hooker Furnishings Corp.
439038100
69.00000000
NS
USD
1024.65000000
0.000196588603
Long
EC
CORP
US
N
1
N
N
N
Ikena Oncology Inc
N/A
Ikena Oncology, Inc.
45175G108
161.00000000
NS
USD
1038.45000000
0.000199236261
Long
EC
CORP
US
N
1
N
N
N
AASET 2019-1 Trust
549300TXM3PCKZJKD061
AASET Trust
00256DAA0
883808.23400000
PA
USD
636366.32000000
0.122092779388
Long
ABS-O
CORP
US
N
2
2039-05-15
Fixed
3.84400000
N
N
N
N
N
N
Carlyle Global Market Strategi
N/A
Carlyle Global Market Strategies
14318KAA1
2250000.00000000
PA
USD
2048548.95000000
0.393033111837
Long
ABS-O
CORP
KY
N
2
2035-04-15
Floating
12.33600000
N
N
N
N
N
N
Diamond Hill Investment Group
549300AQ6779A0B7VZ57
Diamond Hill Investment Group, Inc.
25264R207
17.00000000
NS
USD
2699.09000000
0.000517845444
Long
EC
CORP
US
N
1
N
N
N
Veeco Instruments Inc
5493004201F72ADDZW04
Veeco Instruments, Inc.
922417100
291.00000000
NS
USD
7103.31000000
0.001362835891
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Russell 2000 Index
N/A
-124.00000000
NC
USD
-285200.00000000
-0.05471826460
N/A
DE
US
N
1
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Written
Russell 2000 Index/Old
N/A
-12400
1770.00000000
USD
2023-06-16
XXXX
261782.16000000
N
N
N
Atrion Corp
N/A
Atrion Corp.
049904105
8.00000000
NS
USD
4162.88000000
0.000798687129
Long
EC
CORP
US
N
1
N
N
N
European Wax Center Inc
N/A
European Wax Center, Inc.
29882P106
150.00000000
NS
USD
2599.50000000
0.000498738179
Long
EC
CORP
US
N
1
N
N
N
Moelis & Co
549300891QNU7VTQUR83
Moelis & Co.
60786M105
714.00000000
NS
USD
27039.18000000
0.005187717411
Long
EC
CORP
US
N
1
N
N
N
Vapotherm Inc
549300A6KMUMDX27EQ68
Vapotherm, Inc.
922107107
135.00000000
NS
USD
82.35000000
0.000015799611
Long
EC
CORP
US
N
1
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco, Inc.
92537RAA7
2630000.00000000
PA
USD
2421381.04000000
0.464564405500
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
Fisker Inc
549300UUN5RWU44MBX79
Fisker, Inc.
33813J106
1915.00000000
NS
USD
12026.20000000
0.002307337986
Long
EC
CORP
US
N
1
N
N
N
Blackline Inc
529900P9N7PK9LV5EK56
Blackline, Inc.
09239B109
633.00000000
NS
USD
32960.31000000
0.006323741107
Long
EC
CORP
US
N
1
N
N
N
Primo Water Corp
5493005TMUI9D3MY9I37
Primo Water Corp.
74167P108
1845.00000000
NS
USD
23745.15000000
0.004555727211
Long
EC
CORP
US
N
1
N
N
N
MeiraGTx Holdings plc
54930007YV6NYIOGFZ57
MeiraGTx Holdings plc
N/A
177.00000000
NS
USD
1217.76000000
0.000233638548
Long
EC
CORP
US
N
1
N
N
N
FORTUNE BRANDS INNOVATIO
54930032LHW54PQUJD44
Fortune Brands Innovations, Inc.
34964CAG1
1200000.00000000
PA
USD
895657.94000000
0.171840281043
Long
DBT
CORP
US
N
2
2052-03-25
Fixed
4.50000000
N
N
N
N
N
N
Aligos Therapeutics Inc
549300UU2UJIKJYX0S67
Aligos Therapeutics, Inc.
01626L105
125.00000000
NS
USD
141.25000000
0.000027100122
Long
EC
CORP
US
N
1
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AW0
1050000.00000000
PA
USD
1049034.72000000
0.201267038518
Long
DBT
CORP
GB
N
2
2030-04-01
Fixed
5.62500000
N
N
N
N
N
N
Douglas Dynamics Inc
529900CDFLKNQ0QT6580
Douglas Dynamics, Inc.
25960R105
134.00000000
NS
USD
3786.84000000
0.000726540368
Long
EC
CORP
US
N
1
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust
17330VAA4
425967.69730000
PA
USD
421552.29000000
0.080878715805
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.17000000
N
N
N
N
N
N
Noodles & Co
5299003PCPK4UINV4362
Noodles & Co.
65540B105
242.00000000
NS
USD
810.70000000
0.000155540312
Long
EC
CORP
US
N
1
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-1452571.25000000
PA
USD
-1452571.25000000
-0.27868926371
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
N/A
1700000.00000000
USD
1437010.00000000
USD
CDS
N
N
N
American Woodmark Corp
5299007PFSDWMA74RB56
American Woodmark Corp.
030506109
97.00000000
NS
USD
5771.50000000
0.001107315792
Long
EC
CORP
US
N
1
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50202KAG1
1000000.00000000
PA
USD
908321.10000000
0.174269825712
Long
ABS-O
CORP
US
N
2
2038-12-13
Floating
7.25700000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
10Y-2Y SOFR CMS CAP
N/A
15700000.00000000
NC
USD
38992.83000000
0.007481136008
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Call
Purchased
N/A
10Y-2Y SOFR CMS CAP
15700000
0.20000000
USD
2023-12-19
XXXX
-24788.42000000
N
N
N
Ginkgo Bioworks Holdings Inc
N/A
Ginkgo Bioworks Holdings, Inc.
37611X100
428.00000000
NS
USD
676.24000000
0.000129742914
Long
EC
CORP
US
N
1
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-257799.46000000
PA
USD
-257799.46000000
-0.04946121692
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
300000.00000000
USD
324660.00000000
USD
CDS
N
N
N
ILLUMINATE BUYER/HLDG
N/A
Illuminate Buyer LLC / Illuminate Holdings IV, Inc.
45232TAA9
1850000.00000000
PA
USD
1615958.70000000
0.310036661052
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
9.00000000
N
N
N
N
N
N
Gentherm Inc
HKM6YX1U5JS60TCUB219
Gentherm, Inc.
37253A103
390.00000000
NS
USD
21434.40000000
0.004112388396
Long
EC
CORP
US
N
1
N
N
N
Werewolf Therapeutics Inc
N/A
Werewolf Therapeutics, Inc.
95075A107
153.00000000
NS
USD
488.07000000
0.000093640755
Long
EC
CORP
US
N
1
N
N
N
Erasca Inc
N/A
Erasca, Inc.
29479A108
335.00000000
NS
USD
907.85000000
0.000174179440
Long
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group, Inc.
12504L109
2920.00000000
NS
USD
218766.40000000
0.041972362416
Long
EC
CORP
US
N
1
N
N
N
TrueBlue Inc
N/A
TrueBlue, Inc.
89785X101
205.00000000
NS
USD
3390.70000000
0.000650537236
Long
EC
CORP
US
N
1
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047WAD3
400000.00000000
PA
USD
392451.20000000
0.075295401840
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv plc
N/A
4627.00000000
NS
USD
407546.16000000
0.078191509889
Long
EC
CORP
US
N
1
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAC3
7700000.00000000
PA
USD
6498745.33000000
1.246844553110
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
4.45900000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502101
1746.00000000
NS
USD
130897.62000000
0.025113922184
Long
EC
CORP
US
N
1
N
N
N
Spruce Power Holding Corp
549300W71XJ8DIF9RQ35
Spruce Power Holding Corp.
9837FR100
625.00000000
NS
USD
469.13000000
0.000090006940
Long
EC
CORP
US
N
1
N
N
N
FAGE INTL / FAGE USA
N/A
FAGE International S.A. / FAGE USA Dairy Industry, Inc.
30257WAA4
3242000.00000000
PA
USD
3063635.34000000
0.587786848449
Long
DBT
CORP
LU
N
2
2026-08-15
Fixed
5.62500000
N
N
N
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd.
N/A
29197.00000000
NS
USD
419852.86000000
0.080552664401
Long
EC
CORP
US
N
1
N
N
N
Waterstone Financial Inc
5493002KM21XRC2DCQ02
Waterstone Financial, Inc.
94188P101
128.00000000
NS
USD
1730.56000000
0.000332023983
Long
EC
CORP
US
N
1
N
N
N
Q2 Holdings Inc
549300M9RKR9DZXWS696
Q2 Holdings, Inc.
74736L109
638.00000000
NS
USD
18578.56000000
0.003564469011
Long
EC
CORP
US
N
1
N
N
N
Sunnova Energy International I
549300JK1Y1VVC3JU540
Sunnova Energy International, Inc.
86745K104
1009.00000000
NS
USD
17818.94000000
0.003418728870
Long
EC
CORP
US
N
1
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Company, Inc.
644274AH5
450000.00000000
PA
USD
398250.00000000
0.076407955391
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244109
3091.00000000
NS
USD
301805.24000000
0.057904133872
Long
EC
CORP
US
N
1
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338L103
1753.00000000
NS
USD
283635.40000000
0.054418081583
Long
EC
CORP
US
N
1
N
N
N
Ryvyl Inc
N/A
Ryvyl, Inc.
39366L208
109.00000000
NS
USD
70.87000000
0.000013597066
Long
EC
CORP
US
N
1
N
N
N
AZZ Inc
549300HD1X2NFLWPYC83
AZZ, Inc.
002474104
143.00000000
NS
USD
4992.13000000
0.000957786431
Long
EC
CORP
US
N
1
N
N
N
Rubius Therapeutics Inc
549300ER84PB0QV6HZ76
Rubius Therapeutics, Inc.
78116T103
547.00000000
NS
USD
10.17000000
0.000001951208
Long
EC
CORP
US
N
1
N
N
N
COMPASS MINERALS INTERNA
2549008X9G8XP7YJGC47
Compass Minerals International, Inc.
20451NAG6
1943000.00000000
PA
USD
1857993.75000000
0.356473329737
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
6.75000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1318543.43000000
PA
USD
-1318543.43000000
-0.25297478363
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.10000000
N/A
1609000.00000000
USD
1427665.70000000
USD
CDS
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning B
N/A
495575.15500000
PA
USD
454645.49000000
0.087227953092
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
7.50000000
N
N
N
N
N
N
OmniAb Inc
N/A
OmniAb, Inc.
68218J103
867.00000000
NS
USD
3745.44000000
0.000718597394
Long
EC
CORP
US
N
1
N
N
N
Kodiak Sciences Inc
254900IXI5NI8C9OQE24
Kodiak Sciences, Inc.
50015M109
399.00000000
NS
USD
2366.07000000
0.000453952469
Long
EC
CORP
US
N
1
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
2620.00000000
NS
USD
307221.20000000
0.058943236019
Long
EC
CORP
US
N
1
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp.
62886EAZ1
3250000.00000000
PA
USD
2774727.15000000
0.532357133210
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.25000000
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group, Inc.
896818119
111.90000000
NS
USD
54.83000000
0.000010519643
N/A
DE
US
N
1
Triumph Group, Inc.
5493007L6S47Q14SL582
Call
Purchased
N/A
Triumph Group, Inc.
111.9
12.35000000
USD
2023-12-19
XXXX
-173.92000000
N
N
N
Project Silver
N/A
Project Silver
827304AA4
1780592.01140000
PA
USD
1495715.10000000
0.286966811398
Long
ABS-O
CORP
KY
N
2
2044-07-15
Fixed
3.96700000
N
N
N
N
N
N
WASTE PRO USA INC
549300BY1QXU5BI3UF28
Waste Pro USA, Inc.
94107JAA1
100000.00000000
PA
USD
91980.77000000
0.017647363643
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
Zebra Technologies Corp
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp.
989207105
1317.00000000
NS
USD
345804.69000000
0.066345836353
Long
EC
CORP
US
N
1
N
N
N
Athenex Inc
5493001V4L0Q5EPPOH52
Athenex, Inc.
04685N202
26.00000000
NS
USD
2.63000000
0.000000504589
Long
EC
CORP
US
N
1
N
N
N
Precigen Inc
549300XCWNQU35K64G19
Precigen, Inc.
74017N105
565.00000000
NS
USD
672.35000000
0.000128996582
Long
EC
CORP
US
N
1
N
N
N
WR GRACE HOLDING LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAD3
250000.00000000
PA
USD
231862.50000000
0.044484970639
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.87500000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay, Inc.
278642103
5107.00000000
NS
USD
217251.78000000
0.041681768524
Long
EC
CORP
US
N
1
N
N
N
Hilltop Holdings Inc
54930010TA543US0PM65
Hilltop Holdings, Inc.
432748101
362.00000000
NS
USD
10686.24000000
0.002050254235
Long
EC
CORP
US
N
1
N
N
N
WABASH NATIONAL CORP
5299004ZAWHQZI5XO485
Wabash National Corp.
929566AL1
1750000.00000000
PA
USD
1522421.11000000
0.292090607056
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.50000000
N
N
N
N
N
N
Kronos Bio Inc
N/A
Kronos Bio, Inc.
50107A104
231.00000000
NS
USD
385.77000000
0.000074013551
Long
EC
CORP
US
N
1
N
N
N
AquaBounty Technologies Inc
549300TOJ0S836KCH094
AquaBounty Technologies, Inc.
03842K200
326.00000000
NS
USD
158.21000000
0.000030354055
Long
EC
CORP
US
N
1
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088M102
4710.00000000
NS
USD
487532.10000000
0.093537554171
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NB3
5000000.00000000
NS
USD
4050899.40000000
0.777202613060
Long
EP
CORP
US
N
2
N
N
N
Patrick Industries Inc
549300FZ5ZTCCJ3Z5W14
Patrick Industries, Inc.
703343103
133.00000000
NS
USD
8715.49000000
0.001672147573
Long
EC
CORP
US
N
1
N
N
N
CalAmp Corp
5493007SIGZIX83TOW07
CalAmp Corp.
128126109
208.00000000
NS
USD
366.08000000
0.000070235842
Long
EC
CORP
US
N
1
N
N
N
Athira Pharma Inc
N/A
Athira Pharma, Inc.
04746L104
192.00000000
NS
USD
531.84000000
0.000102038435
Long
EC
CORP
US
N
1
N
N
N
Orchid Island Capital Inc
549300KBIHGT19K9DY89
Orchid Island Capital, Inc.
68571X301
158.00000000
NS
USD
1575.26000000
0.000302228238
Long
EC
CORP
US
N
1
N
N
N
Inotiv Inc
549300FH5Z13X0Q5SK81
Inotiv, Inc.
45783Q100
99.00000000
NS
USD
601.92000000
0.000115483933
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
1157.00000000
NS
USD
437739.38000000
0.083984359121
Long
EC
CORP
US
N
1
N
N
N
West BanCorp Inc
549300GKFOINCHIYU666
West BanCorp, Inc.
95123P106
95.00000000
NS
USD
1596.00000000
0.000306207399
Long
EC
CORP
US
N
1
N
N
N
Sutro Biopharma Inc
5493005U6P15VD25P851
Sutro Biopharma, Inc.
869367102
517.00000000
NS
USD
2321.33000000
0.000445368685
Long
EC
CORP
US
N
1
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343E102
1252.00000000
NS
USD
279596.64000000
0.053643208027
Long
EC
CORP
US
N
1
N
N
N
Hamilton Lane Inc
5493006OKN3V1NORM833
Hamilton Lane, Inc.
407497106
407.00000000
NS
USD
27639.37000000
0.005302869428
Long
EC
CORP
US
N
1
N
N
N
MIDWEST VETERINARY PARTNERS LLC
N/A
Mission Veterinary Partners
N/A
1674500.00000000
PA
USD
1595664.54000000
0.306143038273
Long
LON
CORP
US
N
2
2028-04-27
Variable
5.15000000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
1633500.00000000
PA
USD
1584495.00000000
0.304000058451
Long
LON
CORP
US
N
2
2027-10-29
Variable
10.15000000
N
N
N
N
N
N
WSFS Financial Corp
549300SU7VQHD6QRG886
WSFS Financial Corp.
929328102
760.00000000
NS
USD
25414.40000000
0.004875988302
Long
EC
CORP
US
N
1
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
1750000.00000000
PA
USD
1623807.50000000
0.311542526113
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
Outbrain Inc
549300TNEHRXPVGWVW07
Outbrain, Inc.
69002R103
127.00000000
NS
USD
588.01000000
0.000112815170
Long
EC
CORP
US
N
1
N
N
N
nLight Inc
N/A
nLight, Inc.
65487K100
509.00000000
NS
USD
7360.14000000
0.001412111108
Long
EC
CORP
US
N
1
N
N
N
Lordstown Motors Corp
5493000HCHF3YP6AGZ15
Lordstown Motors Corp.
54405Q209
60.00000000
NS
USD
204.00000000
0.000039139291
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XHBC0
1659998.58500000
PA
USD
1576262.01000000
0.302420482977
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
OPKO Health Inc
529900A4S2D4OGOJLL02
OPKO Health, Inc.
68375N103
2343.00000000
NS
USD
3256.77000000
0.000624841523
Long
EC
CORP
US
N
1
N
N
N
Fate Therapeutics Inc
549300L14Q4UHOODLA90
Fate Therapeutics, Inc.
31189P102
948.00000000
NS
USD
4787.40000000
0.000918507082
Long
EC
CORP
US
N
1
N
N
N
GCM Grosvenor Inc
N/A
GCM Grosvenor, Inc.
36831E108
258.00000000
NS
USD
1780.20000000
0.000341547877
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505GB4
1650000.00000000
NS
USD
1377750.00000000
0.264334113096
Long
EP
CORP
US
N
2
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBA9
700000.00000000
PA
USD
635894.35000000
0.122002227567
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
3.36600000
N
N
N
N
N
N
Sorrento Therapeutics Inc
549300RH23PRR3M13410
Sorrento Therapeutics, Inc.
83587F202
3481.00000000
NS
USD
1083.64000000
0.000207906382
Long
EC
CORP
US
N
1
N
N
N
Shift Technologies Inc
5493000DBZBX1I1QVY71
Shift Technologies, Inc.
82452T305
102.00000000
NS
USD
159.12000000
0.000030528647
Long
EC
CORP
US
N
1
N
N
N
Central Pacific Financial Corp
549300W3YEAOZ4KGG849
Central Pacific Financial Corp.
154760409
160.00000000
NS
USD
2337.60000000
0.000448490236
Long
EC
CORP
US
N
1
N
N
N
GRIFOLS SA
N/A
Grifols Escrow Issuer, S.A.U.
N/A
100000.00000000
PA
88875.68000000
0.017051623334
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
3.87500000
N
N
N
N
N
N
Graphite Bio Inc
N/A
Graphite Bio, Inc.
38870X104
160.00000000
NS
USD
454.40000000
0.000087180853
Long
EC
CORP
US
N
1
N
N
N
PACTIV EVERGREEN GROUP
N/A
Pactiv Evergreen Group Issuer Incorporated/Pactiv Evergreen Group Issuer LLC
76174LAA1
2150000.00000000
PA
USD
1893978.00000000
0.363377241774
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
N
Owens & Minor Inc
549300LMT5KQQXCEZ733
Owens & Minor, Inc.
690732102
718.00000000
NS
USD
14582.58000000
0.002797803194
Long
EC
CORP
US
N
1
N
N
N
Beam Therapeutics Inc
N/A
Beam Therapeutics, Inc.
07373V105
596.00000000
NS
USD
19012.40000000
0.003647705238
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
-5915653.24000000
PA
USD
-5915653.24000000
-1.13497292874
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.20000000
N/A
16480000.00000000
USD
5932128.00000000
USD
UST
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBQ3
1750000.00000000
PA
USD
1309565.76000000
0.251252334394
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
John Bean Technologies Corp
5493007CT6ATBZ2L6826
John Bean Technologies Corp.
477839104
366.00000000
NS
USD
39019.26000000
0.007486206848
Long
EC
CORP
US
N
1
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block, Inc.
852234AJ2
1090000.00000000
PA
USD
900885.00000000
0.172843140974
Long
DBT
CORP
US
N
2
2026-05-01
None
0.00000000
N
N
N
N
Y
Square Inc
Square Inc
USD
XXXX
N
N
N
FRANCHISE GROUP INC
N/A
Franchise Group, Inc.
N/A
1350000.00000000
PA
USD
1260562.50000000
0.241850604565
Long
LON
CORP
US
N
2
2026-03-10
Variable
10.09000000
N
N
N
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
Macy's, Inc.
55616P104
3538.00000000
NS
USD
48081.42000000
0.009224866276
Long
EC
CORP
US
N
1
N
N
N
Cardlytics Inc
549300JETJBH94EIPC66
Cardlytics, Inc.
14161W105
382.00000000
NS
USD
1974.94000000
0.000378910552
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-2675832.88000000
PA
USD
-2675832.88000000
-0.51338335048
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.30000000
N/A
3625000.00000000
USD
2854687.50000000
USD
CDS
N
N
N
CytoSorbents Corp
549300VI8WO8GK5QK793
CytoSorbents Corp.
23283X206
245.00000000
NS
USD
727.65000000
0.000139606399
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-2424370.79000000
PA
USD
-2424370.79000000
-0.46513801676
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.30000000
N/A
4020000.00000000
USD
3356700.00000000
USD
CDS
N
N
N
Citizens Inc/TX
549300Z39SMLUE3VF522
Citizens, Inc.
174740100
297.00000000
NS
USD
623.70000000
0.000119662628
Long
EC
CORP
US
N
1
N
N
N
PACIFIC BELLS LLC
N/A
Pacific Bells LLC
N/A
4938144.32800000
PA
USD
4808518.04000000
0.922558774388
Long
LON
CORP
US
N
2
2028-11-10
Variable
9.66000000
N
N
N
N
N
N
Quince Therapeutics Inc
N/A
Quince Therapeutics, Inc.
22053A107
118.00000000
NS
USD
177.00000000
0.000033959091
Long
EC
CORP
US
N
1
N
N
N
Audacy Inc
N/A
Audacy, Inc.
05070N103
703.00000000
NS
USD
40.35000000
0.000007741521
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-2571765.34000000
PA
USD
-2571765.34000000
-0.49341702793
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.20000000
N/A
3250000.00000000
USD
2702050.00000000
USD
CDS
N
N
N
LiveOne Inc
5493004547XB11DZ6E32
LiveOne, Inc.
53814X102
350.00000000
NS
USD
392.00000000
0.000075208834
Long
EC
CORP
US
N
1
N
N
N
Taysha Gene Therapies Inc
N/A
Taysha Gene Therapies, Inc.
877619106
133.00000000
NS
USD
92.95000000
0.000017833319
Long
EC
CORP
US
N
1
N
N
N
InfuSystem Holdings Inc
549300F58N8PHJ4QUI59
InfuSystem Holdings, Inc.
45685K102
108.00000000
NS
USD
945.00000000
0.000181307012
Long
EC
CORP
US
N
1
N
N
N
Cantaloupe Inc
529900O54DBQQVWO9Q85
Cantaloupe, Inc.
138103106
347.00000000
NS
USD
2134.05000000
0.000409437281
Long
EC
CORP
US
N
1
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-1168853.00000000
PA
USD
-1168853.00000000
-0.22425528658
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.25000000
N/A
1800000.00000000
USD
1355580.00000000
USD
CDS
N
N
N
Cassava Sciences Inc
529900XA0UG5JXABYF08
Cassava Sciences, Inc.
14817C107
448.00000000
NS
USD
10174.08000000
0.001951991590
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-2635943.28000000
PA
USD
-2635943.28000000
-0.50573016083
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.30000000
N/A
4000000.00000000
USD
2166400.00000000
USD
CDS
N
N
N
Sientra Inc
5493006T0OLHI64MOG63
Sientra, Inc.
82621J204
34.00000000
NS
USD
56.44000000
0.000010828537
Long
EC
CORP
US
N
1
N
N
N
GT Biopharma Inc
549300HMPDDS7IM47Y18
GT Biopharma, Inc.
36254L209
105.00000000
NS
USD
23.65000000
0.000004537471
Long
EC
CORP
US
N
1
N
N
N
FRESHWORLD HOLDING IV GMBH
N/A
Freshworld Holding IV GmbH
N/A
1250000.00000000
PA
1299652.59000000
0.249350400806
Long
LON
CORP
DE
N
2
2026-10-02
Variable
6.19000000
N
N
N
N
N
N
Ares Dynamic Credit Allocation
549300BZI16VZUT2N044
Ares Dynamic Credit Allocation Fund, Inc.
04014F102
51928.00000000
NS
USD
612231.12000000
0.117462217467
Long
EC
RF
US
N
1
N
N
N
Pactiv Evergreen Inc
894500GNKGJRUSH1F791
Pactiv Evergreen, Inc.
69526K105
256.00000000
NS
USD
1797.12000000
0.000344794136
Long
EC
CORP
US
N
1
N
N
N
Signet Jewelers Ltd
549300N3XPGE91WV7M22
Signet Jewelers Ltd.
N/A
620.00000000
NS
USD
39363.80000000
0.007552310042
Long
EC
CORP
US
N
1
N
N
N
Denny's Corp
54930037V56XOULXM917
Denny's Corp.
24869P104
362.00000000
NS
USD
4007.34000000
0.000768845338
Long
EC
CORP
US
N
1
N
N
N
Cue Health Inc
N/A
Cue Health, Inc.
229790100
85.00000000
NS
USD
64.73000000
0.000012419050
Long
EC
CORP
US
N
1
N
N
N
Revolve Group Inc
N/A
Revolve Group, Inc.
76156B107
420.00000000
NS
USD
6392.40000000
0.001226441215
Long
EC
CORP
US
N
1
N
N
N
Outfront Media Inc
549300RZWDYU5722I639
Outfront Media, Inc.
69007J106
1700.00000000
NS
USD
24344.00000000
0.004670622136
Long
EC
CORP
US
N
1
N
N
N
Barnes & Noble Education Inc
549300JQGDS5THBPED41
Barnes & Noble Education, Inc.
06777U101
263.00000000
NS
USD
365.57000000
0.000070137994
Long
EC
CORP
US
N
1
N
N
N
B&G Foods Inc
549300TRW1LZMDJZAQ78
B&G Foods, Inc.
05508R106
375.00000000
NS
USD
4803.75000000
0.000921643981
Long
EC
CORP
US
N
1
N
N
N
Metropolitan Bank Holding Corp
N/A
Metropolitan Bank Holding Corp.
591774104
57.00000000
NS
USD
1613.10000000
0.000309488192
Long
EC
CORP
US
N
1
N
N
N
Redfin Corp
549300HXWD3JEMZU3O57
Redfin Corp.
75737F108
1216.00000000
NS
USD
11904.64000000
0.002284015573
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XHLP0
1574877.49650000
PA
USD
1503055.19000000
0.288375075728
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
Rocket Pharmaceuticals Inc
549300R7VV82YUIN4Y93
Rocket Pharmaceuticals, Inc.
77313F106
486.00000000
NS
USD
10171.98000000
0.001951588685
Long
EC
CORP
US
N
1
N
N
N
Amyris Inc
549300BG17WCUK6EIM58
Amyris, Inc.
03236M200
2060.00000000
NS
USD
1737.82000000
0.000333416881
Long
EC
CORP
US
N
1
N
N
N
Anywhere Real Estate Inc
5493004HBTOTE9DI9P12
Anywhere Real Estate, Inc.
75605Y106
675.00000000
NS
USD
4097.25000000
0.000786095405
Long
EC
CORP
US
N
1
N
N
N
SP PF PARENT CORP
N/A
SP PF Buyer LLC
N/A
1969230.77280000
PA
USD
1260307.69000000
0.241801716904
Long
LON
CORP
US
N
2
2025-12-22
Variable
9.65000000
N
N
N
N
N
N
Franklin Street Properties Cor
549300STLK2T6QY5WO82
Franklin Street Properties Corp.
35471R106
595.00000000
NS
USD
856.80000000
0.000164385024
Long
EC
CORP
US
N
1
N
N
N
Repay Holdings Corp
N/A
Repay Holdings Corp.
76029L100
507.00000000
NS
USD
3209.31000000
0.000615735882
Long
EC
CORP
US
N
1
N
N
N
RBC Capital Markets, LLC
549300LCO2FLSSVFFR64
RBC Capital Markets LLC
N/A
-1124114.91000000
PA
USD
-1124114.91000000
-0.21567186917
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
N/A
1600000.00000000
USD
1363840.00000000
USD
CDS
N
N
N
LTI HOLDINGS INC
N/A
LTI Holdings, Inc.
N/A
495557.34270000
PA
USD
476047.25000000
0.091334079202
Long
LON
CORP
US
N
2
2026-07-24
Variable
9.90000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1265679.69000000
PA
USD
-1265679.69000000
-0.24283238491
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.25000000
N/A
1600000.00000000
USD
1406560.00000000
USD
CDS
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865100
1609.00000000
NS
USD
265565.45000000
0.050951194117
Long
EC
CORP
US
N
1
N
N
N
Ouster Inc
N/A
Ouster, Inc.
68989M202
111.80000000
NS
USD
761.36000000
0.000146073975
Long
EC
CORP
US
N
1
N
N
N
RENAISSANCERE HOLDINGS L
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd.
EP0599001
38000.00000000
NS
USD
685900.00000000
0.131596275211
Long
EP
CORP
BM
N
2
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
5788.00000000
NS
USD
684199.48000000
0.131270014681
Long
EC
CORP
US
N
1
N
N
N
Fortune Brands Innovations Inc
54930032LHW54PQUJD44
Fortune Brands Innovations, Inc.
34964C106
6201.00000000
NS
USD
374850.45000000
0.071918534744
Long
EC
CORP
US
N
1
N
N
N
BigCommerce Holdings Inc
549300MOVEFQ78DMPG58
BigCommerce Holdings, Inc.
08975P108
567.00000000
NS
USD
4518.99000000
0.000867010135
Long
EC
CORP
US
N
1
N
N
N
Veracyte Inc
529900ESWZRHXOW27Z37
Veracyte, Inc.
92337F107
791.00000000
NS
USD
20471.08000000
0.003927566522
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95002Y202
139386.00000000
NS
USD
2404408.50000000
0.461308066318
Long
EP
CORP
US
N
2
N
N
N
Plymouth Industrial REIT Inc
N/A
Plymouth Industrial REIT, Inc.
729640102
182.00000000
NS
USD
3987.62000000
0.000765061873
Long
EC
CORP
US
N
1
N
N
N
Shoe Carnival Inc
N/A
Shoe Carnival, Inc.
824889109
105.00000000
NS
USD
2054.85000000
0.000394242026
Long
EC
CORP
US
N
1
N
N
N
Exagen Inc
549300JV2CYDOME5OO17
Exagen, Inc.
30068X103
61.00000000
NS
USD
183.61000000
0.000035227281
Long
EC
CORP
US
N
1
N
N
N
Curis Inc
5299000YO6CX4WMFVX06
Curis, Inc.
231269200
516.00000000
NS
USD
400.98000000
0.000076931731
Long
EC
CORP
US
N
1
N
N
N
Dreyfus Treasury Securities Ca
549300U78VESCW509025
Dreyfus Treasury Securities Cash Management Fund - Institutional Shares
N/A
5147180.70000000
NS
USD
5147180.70000000
0.987534346059
Long
STIV
RF
US
N
1
N
N
N
Wolverine World Wide Inc
549300OVC7PK14LQ8D87
Wolverine World Wide, Inc.
978097103
954.00000000
NS
USD
12764.52000000
0.002448991524
Long
EC
CORP
US
N
1
N
N
N
Solo Brands Inc
N/A
Solo Brands, Inc.
83425V104
71.00000000
NS
USD
292.52000000
0.000056122674
Long
EC
CORP
US
N
1
N
N
N
PHM GROUP TOPCO OY
N/A
PHM Group Holding Oy
N/A
1000000.00000000
PA
963655.80000000
0.184886301015
Long
DBT
CORP
FI
N
2
2026-06-18
Fixed
4.75000000
N
N
N
N
N
N
Security Investors LLC
N/A
Guggenheim Risk Managed Real Estate Fund - Institutional Class
N/A
188943.96000000
NS
USD
5539836.91000000
1.062869080969
Long
EC
RF
US
N
1
N
N
N
Arcus Biosciences Inc
N/A
Arcus Biosciences, Inc.
03969F109
526.00000000
NS
USD
10804.04000000
0.002072855257
Long
EC
CORP
US
N
1
N
N
N
Investors Title Co
N/A
Investors Title Co.
461804106
7.00000000
NS
USD
927.85000000
0.000178016626
Long
EC
CORP
US
N
1
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners Limited Partnership / GLP Finance Corp.
37954FAJ3
675000.00000000
PA
USD
620426.25000000
0.119034529149
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners Limited Partnership / GLP Finance Corp.
37954FAG9
2400000.00000000
PA
USD
2304000.00000000
0.442043764525
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.00000000
N
N
N
N
N
N
RDUS_C
N/A
Radius Health, Inc.
N/A
558.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
Start Ltd.
549300VIQYFIDJQCKZ43
Start Ltd.
85572RAA7
1567757.33920000
PA
USD
1364074.31000000
0.261710305158
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
4.08900000
N
N
N
N
N
N
Varex Imaging Corp
549300CWYWPVCT8E9W67
Varex Imaging Corp.
92214X106
224.00000000
NS
USD
4936.96000000
0.000947201555
Long
EC
CORP
US
N
1
N
N
N
2023-06-30
Guggenheim Active Allocation Fund
Jim Howley
Jim Howley
CFO