0001752724-24-182713.txt : 20240820
0001752724-24-182713.hdr.sgml : 20240820
20240820110606
ACCESSION NUMBER: 0001752724-24-182713
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231130
FILED AS OF DATE: 20240820
DATE AS OF CHANGE: 20240820
PERIOD START: 20240531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Guggenheim Active Allocation Fund
CENTRAL INDEX KEY: 0001864208
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23702
FILM NUMBER: 241223351
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/A
1
primary_doc.xml
NPORT-P/A
false
0001752724-24-018360
0001864208
XXXXXXXX
Guggenheim Active Allocation Fund
811-23702
0001864208
549300WVFF2XZ68PVT94
227 West Monroe Street
Chicago
60606
312-827-0100
Guggenheim Active Allocation Fund
549300WVFF2XZ68PVT94
2024-05-31
2023-11-30
N
677268172.04
149638302.79
527629869.25
0.00000000
0.00000000
52733068.08000000
0.00000000
0.00000000
0.00000000
83670097.69000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3033866.84000000
CAD
EUR
GBP
USD
N
Portfolio (ExDerivative)
N/A
Surmodics Inc
549300H76KXCAAGUS878
Surmodics, Inc.
868873100
80.00000000
NS
USD
2625.60000000
0.000497621562
Long
EC
CORP
US
N
1
N
N
N
StepStone Group Inc
N/A
StepStone Group, Inc.
85914M107
527.00000000
NS
USD
13501.74000000
0.002558941558
Long
EC
CORP
US
N
1
N
N
N
Open Lending Corp
N/A
Open Lending Corp.
68373J104
1223.00000000
NS
USD
7814.97000000
0.001481146245
Long
EC
CORP
US
N
1
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group, Inc.
57667L107
5697.00000000
NS
USD
184468.86000000
0.034961792489
Long
EC
CORP
US
N
1
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466L302
1292.00000000
NS
USD
325454.80000000
0.061682406354
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-23248000.00000000
NC
-9299.94000000
-0.00176258785
N/A
DFE
US
N
2
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
23248000.00000000
EUR
25316095.58000000
USD
2023-12-18
-9299.94000000
N
N
N
Fossil Group Inc
DDMY8YZ6L8UEMS1FDM73
Fossil Group, Inc.
34988V106
284.00000000
NS
USD
312.40000000
0.000059208171
Long
EC
CORP
US
N
1
N
N
N
OrthoPediatrics Corp
5493000KUTPFGOPAT717
OrthoPediatrics Corp.
68752L100
80.00000000
NS
USD
2466.40000000
0.000467448896
Long
EC
CORP
US
N
1
N
N
N
DXP ENTERPRISES INC
N/A
DXP Enterprises, Inc.
N/A
500000.00000000
PA
USD
498750.00000000
0.094526490835
Long
LON
CORP
US
N
2
2030-10-05
Variable
10.29000000
N
N
N
N
N
N
INCEPTION HOLDCO SARL
N/A
Inception Holdco SARL
N/A
1146235.36000000
PA
1235328.77000000
0.234127907079
Long
LON
CORP
LU
N
3
2029-09-26
Variable
9.72000000
N
N
N
N
N
N
Caesarstone Ltd
254900MJ7IXAH75VFC61
Caesarstone Ltd.
N/A
134.00000000
NS
USD
544.04000000
0.000103110159
Long
EC
CORP
US
N
1
N
N
N
Virtus Investment Partners Inc
549300HWF93HB8BDM648
Virtus Investment Partners, Inc.
92828Q109
85.00000000
NS
USD
16627.70000000
0.003151394750
Long
EC
CORP
US
N
1
N
N
N
Spruce Power Holding Corp
549300W71XJ8DIF9RQ35
Spruce Power Holding Corp.
9837FR209
78.12500000
NS
USD
274.22000000
0.000051972038
Long
EC
CORP
US
N
1
N
N
N
Pitney Bowes Inc
549300N2O26NW4ST6W55
Pitney Bowes, Inc.
724479100
1031.00000000
NS
USD
4165.24000000
0.000789424602
Long
EC
CORP
US
N
1
N
N
N
Piper Sandler Cos
QUQDBTUSOAKFEVMRMF78
Piper Sandler Cos.
724078100
204.00000000
NS
USD
31564.92000000
0.005982398237
Long
EC
CORP
US
N
1
N
N
N
Byrna Technologies Inc
N/A
Byrna Technologies, Inc.
12448X201
109.00000000
NS
USD
637.65000000
0.000120851763
Long
EC
CORP
US
N
1
N
N
N
Rent the Runway Inc
N/A
Rent the Runway, Inc.
76010Y103
99.00000000
NS
USD
53.33000000
0.000010107464
Long
EC
CORP
US
N
1
N
N
N
NexImmune Inc
5493005RDYAV26LAQ930
NexImmune, Inc.
65344D208
4.00000000
NS
USD
9.88000000
0.000001872524
Long
EC
CORP
US
N
1
N
N
N
Astec Industries Inc
5493002DO2QKHLKB2A48
Astec Industries, Inc.
046224101
133.00000000
NS
USD
4134.97000000
0.000783687626
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International
549300XQ6S1GYKGBL205
Johnson Controls International plc
N/A
4227.00000000
NS
USD
223185.60000000
0.042299652276
Long
EC
CORP
US
N
1
N
N
N
NETGEAR Inc
54930067KX3UNRHDWA78
NETGEAR, Inc.
64111Q104
169.00000000
NS
USD
2305.16000000
0.000436889595
Long
EC
CORP
US
N
1
N
N
N
ARSENAL AIC PARENT LLC
N/A
Arsenal AIC Parent LLC
04288BAB6
550000.00000000
PA
USD
561170.02000000
0.106356757398
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
8.00000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-679073.46000000
PA
USD
-679073.46000000
-0.12870261893
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.46000000
N/A
1910000.00000000
USD
727328.00000000
USD
UST
N
N
N
Tutor Perini Corp
549300FHXYVPW8LJ6D98
Tutor Perini Corp.
901109108
245.00000000
NS
USD
2050.65000000
0.000388653129
Long
EC
CORP
US
N
1
N
N
N
Vera Therapeutics Inc
N/A
Vera Therapeutics, Inc.
92337R101
76.00000000
NS
USD
1029.80000000
0.000195174697
Long
EC
CORP
US
N
1
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance, Inc.
75026JAC4
1500000.00000000
PA
USD
1117350.75000000
0.211767910635
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
FR REFUEL LLC
N/A
FR Refuel LLC
N/A
1963249.99670000
PA
USD
1899444.37000000
0.359995610692
Long
LON
CORP
US
N
2
2028-11-08
Variable
10.21000000
N
N
N
N
N
N
Piedmont Office Realty Trust I
N/A
Piedmont Office Realty Trust, Inc.
720190206
727.00000000
NS
USD
4521.94000000
0.000857028811
Long
EC
CORP
US
N
1
N
N
N
Vaxart Inc
N/A
Vaxart, Inc.
92243A200
715.00000000
NS
USD
511.23000000
0.000096891785
Long
EC
CORP
US
N
1
N
N
N
Sonos Inc
549300WEPU6075I77M08
Sonos, Inc.
83570H108
1488.00000000
NS
USD
22468.80000000
0.004258439733
Long
EC
CORP
US
N
1
N
N
N
WILLIAMS SCOTSMAN INC
549300DAKDS8SCO1OT57
Williams Scotsman, Inc.
96949VAL7
150000.00000000
PA
USD
153615.90000000
0.029114329751
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
7.37500000
N
N
N
N
N
N
Willdan Group Inc
529900YQO0LF5VAEKN05
Willdan Group, Inc.
96924N100
66.00000000
NS
USD
1320.00000000
0.000250175374
Long
EC
CORP
US
N
1
N
N
N
FLIGHT BIDCO INC
N/A
Flight Bidco, Inc.
N/A
148051.94930000
PA
USD
145249.33000000
0.027528640523
Long
LON
CORP
US
N
2
2025-07-23
Variable
8.96000000
N
N
N
N
N
N
B Riley Financial Inc
N/A
B Riley Financial, Inc.
05580M108
118.00000000
NS
USD
2171.20000000
0.000411500585
Long
EC
CORP
US
N
1
N
N
N
ELANCO ANIMAL HEALTH INC
N/A
Elanco Animal Health, Inc.
N/A
280346.45020000
PA
USD
275639.43000000
0.052241058754
Long
LON
CORP
US
N
2
2027-08-02
Variable
7.17000000
N
N
N
N
N
N
Ocugen Inc
549300JVNUI9CXWJLR09
Ocugen, Inc.
67577C105
2201.00000000
NS
USD
851.13000000
0.000161311944
Long
EC
CORP
US
N
1
N
N
N
USANA Health Sciences Inc
549300YTURXE814MAH96
USANA Health Sciences, Inc.
90328M107
70.00000000
NS
USD
3308.20000000
0.000626992555
Long
EC
CORP
US
N
1
N
N
N
TriNet Group Inc
5299003FJVBETSFKE990
TriNet Group, Inc.
896288107
474.00000000
NS
USD
54950.82000000
0.010414652998
Long
EC
CORP
US
N
1
N
N
N
Turning Point Brands Inc
549300IYG00QF0VVP302
Turning Point Brands, Inc.
90041L105
86.00000000
NS
USD
1963.38000000
0.000372113125
Long
EC
CORP
US
N
1
N
N
N
CONCORDE LUX
N/A
Concorde Lux
N/A
1000000.00000000
PA
1061397.78000000
0.201163323355
Long
LON
CORP
LU
N
2
2028-03-01
Variable
7.89000000
N
N
N
N
N
N
Balchem Corp
549300VR70OPMHUI3557
Balchem Corp.
057665200
377.00000000
NS
USD
47019.44000000
0.008911443938
Long
EC
CORP
US
N
1
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-705984.52000000
PA
USD
-705984.52000000
-0.13380298598
Short
RA
CORP
CA
N
2
Reverse repurchase
N
5.70000000
N/A
1077000.00000000
USD
861707.70000000
USD
CDS
N
N
N
Digimarc Corp
254900TL728B5T0M5R41
Digimarc Corp.
25381B101
76.00000000
NS
USD
2537.64000000
0.000480950785
Long
EC
CORP
US
N
1
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023UAJ0
600000.00000000
PA
USD
482103.66000000
0.091371563305
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
92.30000000
0.000017493323
Long
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
1156.00000000
NS
USD
23.12000000
0.000004381859
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equitie
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271109
1357.00000000
NS
USD
148455.80000000
0.028136352517
Long
EC
CORP
US
N
1
N
N
N
iHeartMedia Inc
N/A
iHeartMedia, Inc.
45174J509
1313.00000000
NS
USD
3440.06000000
0.000651983559
Long
EC
CORP
US
N
1
N
N
N
Voya CLO Ltd
N/A
Voya CLO Ltd.
92919HAC3
1750000.00000000
PA
USD
1382116.75000000
0.261948163011
Long
ABS-O
CORP
KY
N
2
2035-04-20
None
0.00000000
N
N
N
N
N
N
Cerus Corp
254900BIEY9XIDA04Q21
Cerus Corp.
157085101
986.00000000
NS
USD
1587.46000000
0.000300866211
Long
EC
CORP
US
N
1
N
N
N
Tootsie Roll Industries Inc
529900SBKOV9XX4M4Q35
Tootsie Roll Industries, Inc.
890516107
0.46000000
NS
USD
15.22000000
0.000002884597
Long
EC
CORP
US
N
1
N
N
N
RIBEYE PARENT LLC
N/A
Weber-Stephen Products LLC
N/A
1033774.66750000
PA
USD
882771.20000000
0.167308799491
Long
LON
CORP
US
N
2
2027-10-29
Variable
8.71000000
N
N
N
N
N
N
Terreno Realty Corp
N/A
Terreno Realty Corp.
88146M101
863.00000000
NS
USD
49285.93000000
0.009341004532
Long
EC
CORP
US
N
1
N
N
N
Alarm.com Holdings Inc
549300HIH92U1EKIHZ32
Alarm.com Holdings, Inc.
011642105
552.00000000
NS
USD
30072.96000000
0.005699631835
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
1113680.68000000
0.211072334017
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
53816.40000000
0.010199650007
Long
EC
CORP
US
N
1
N
N
N
Appian Corp
529900NIARIFW7HGU386
Appian Corp.
03782L101
461.00000000
NS
USD
16706.64000000
0.003166355995
Long
EC
CORP
US
N
1
N
N
N
LUMEN TECHNOLOGIES INC
OKXQCBALRQBU7RU5WQ22
Level 3 Financing, Inc.
N/A
6100000.00000000
PA
USD
2836500.00000000
0.537592764418
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.75000000
N
N
N
N
N
N
INGEVITY CORP
5493009UTFC4B5IMGF87
Ingevity Corp.
45688CAB3
2900000.00000000
PA
USD
2457760.09000000
0.465811401749
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
4734.32000000
0.000897280513
Long
EC
CORP
US
N
1
N
N
N
Ceridian HCM Holding Inc
549300T64GVCHFJ8L449
Ceridian HCM Holding, Inc.
15677J108
4165.00000000
NS
USD
286968.50000000
0.054388221123
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
3137.40000000
0.000594621378
Long
EC
CORP
US
N
1
N
N
N
Gorman-Rupp Co/The
254900WVLPOIWPGJPA07
Gorman-Rupp Co.
383082104
135.00000000
NS
USD
4263.30000000
0.000808009600
Long
EC
CORP
US
N
1
N
N
N
Inogen Inc
549300J8WJIVTOJ8IH97
Inogen, Inc.
45780L104
116.00000000
NS
USD
675.12000000
0.000127953332
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq, Inc.
631103108
4653.00000000
NS
USD
259823.52000000
0.049243519963
Long
EC
CORP
US
N
1
N
N
N
Alpha Teknova Inc
N/A
Alpha Teknova, Inc.
02080L102
41.00000000
NS
USD
83.64000000
0.000015852021
Long
EC
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254CL2
1150000.00000000
PA
USD
1169030.44000000
0.221562596837
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
3125.70000000
0.000592403914
Long
EC
CORP
US
N
1
N
N
N
CAPSTONE BORROWER INC
254900YSP2BAI3YKIX08
Capstone Borrower, Inc.
140944AA7
100000.00000000
PA
USD
99999.91000000
0.018952662809
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
8.00000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAP4
900000.00000000
PA
USD
864284.38000000
0.163805051679
Long
DBT
CORP
US
N
2
2052-12-15
Variable
6.87500000
N
N
N
N
N
N
Bank of New York Mellon Corp/T
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
064058100
5113.00000000
NS
USD
247060.16000000
0.046824521202
Long
EC
CORP
US
N
1
N
N
N
Sensei Biotherapeutics Inc
8945002MP2CXKAENWU30
Sensei Biotherapeutics, Inc.
81728A108
124.00000000
NS
USD
89.28000000
0.000016920952
Long
EC
CORP
US
N
1
N
N
N
CPM HOLDINGS INC
N/A
CPM Holdings, Inc.
N/A
1350000.00000000
PA
USD
1349716.50000000
0.255807447352
Long
LON
CORP
US
N
2
2028-09-22
Variable
9.83000000
N
N
N
N
N
N
PAR Technology Corp
549300HYPTHBJQINVG57
PAR Technology Corp.
698884103
147.00000000
NS
USD
5414.01000000
0.001026099983
Long
EC
CORP
US
N
1
N
N
N
PLATINUM EQUITIES LLC
5493008CRWH2WFODTF44
Pelican Products, Inc.
N/A
5649375.00000000
PA
USD
5191775.63000000
0.983980614550
Long
LON
CORP
US
N
2
2028-12-29
Variable
9.79000000
N
N
N
N
N
N
Coeur Mining Inc
5493003AVK173D48DR70
Coeur Mining, Inc.
192108504
1501.00000000
NS
USD
4578.05000000
0.000867663160
Long
EC
CORP
US
N
1
N
N
N
Cerberus
635400FRD1HEGKSHCI69
Cerberus Loan Funding XL LLC
15675AAG4
1000000.00000000
PA
USD
1000808.30000000
0.189679993178
Long
ABS-O
CORP
US
N
2
2035-03-22
Floating
11.79400000
N
N
N
N
N
N
Penn Entertainment Inc
N/A
Penn Entertainment, Inc.
707569109
15035.00000000
NS
USD
369259.60000000
0.069984589865
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
751.00000000
NS
USD
355951.47000000
0.067462342589
Long
EC
CORP
US
N
1
N
N
N
Via Renewables Inc
549300U656GZMTWR1T03
Via Renewables, Inc.
92556D304
15.00000000
NS
USD
136.50000000
0.000025870408
Long
EC
CORP
US
N
1
N
N
N
NATIONSTAR MTG HLD INC
549300DQF6YN0E43PM71
Nationstar Mortgage Holdings, Inc.
43734LAA4
790000.00000000
PA
USD
753238.47000000
0.142758875851
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
OraSure Technologies Inc
529900GNNJPNM4XHXQ77
OraSure Technologies, Inc.
68554V108
426.00000000
NS
USD
3118.32000000
0.000591005206
Long
EC
CORP
US
N
1
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AP9
1700000.00000000
PA
USD
1598054.40000000
0.302874134527
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
-2425677.91000000
-0.45973096887
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
356.50000000
USD
0.00000000
USD
53800000.00000000
USD
-2426034.41000000
N
N
N
Workiva Inc
529900RTOQ8GRWHY1O58
Workiva, Inc.
98139A105
501.00000000
NS
USD
48181.17000000
0.009131622906
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DH5
3190000.00000000
PA
USD
3551660.09000000
0.673134766810
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
864.36000000
0.000163819383
Long
EC
CORP
US
N
1
N
N
N
Progyny Inc
N/A
Progyny, Inc.
74340E103
754.00000000
NS
USD
25907.44000000
0.004910154164
Long
EC
CORP
US
N
1
N
N
N
GoPro Inc
549300CQJMLT21SZFL16
GoPro, Inc.
38268T103
755.00000000
NS
USD
2725.55000000
0.000516564766
Long
EC
CORP
US
N
1
N
N
N
Enterprise Bancorp Inc/MA
N/A
Enterprise Bancorp, Inc.
293668109
55.00000000
NS
USD
1486.65000000
0.000281760015
Long
EC
CORP
US
N
1
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBX7
4750000.00000000
PA
USD
3252302.20000000
0.616398424263
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
5.12500000
N
N
N
N
N
N
Cartesian Therapeutics Inc
529900NMN0LACZOL7C43
Cartesian Therapeutics, Inc.
816212104
542.00000000
NS
USD
731.70000000
0.000138676758
Long
EC
CORP
US
N
1
N
N
N
Sana Biotechnology Inc
N/A
Sana Biotechnology, Inc.
799566104
1029.00000000
NS
USD
4177.74000000
0.000791793687
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
1465942.50000000
0.277835389054
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
966.45000000
0.000183168174
Long
EC
CORP
US
N
1
N
N
N
Magnite Inc
54930018FR2YX1HHSB02
Magnite, Inc.
55955D100
1523.00000000
NS
USD
12305.84000000
0.002332286460
Long
EC
CORP
US
N
1
N
N
N
PATRIOT CONTAINER CORP
N/A
Patriot Container Corp. (Wastequip)
N/A
150000.00000000
PA
USD
142125.00000000
0.026936496260
Long
LON
CORP
US
N
2
2025-03-20
Variable
4.75000000
N
N
N
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd.
N/A
2328.00000000
NS
USD
284574.72000000
0.053934535663
Long
EC
CORP
US
N
1
N
N
N
Mission Produce Inc
54930016JOKVFT59L825
Mission Produce, Inc.
60510V108
220.00000000
NS
USD
1861.20000000
0.000352747277
Long
EC
CORP
US
N
1
N
N
N
CITADEL ENTERPRISE AMERICAS LLC
N/A
Ceamer Finance LLC
N/A
2658247.18000000
PA
USD
2540092.59000000
0.481415616900
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
483065.35000000
PA
USD
0.00000000
0.000000
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
2386675.38000000
0.452338944228
Long
LON
CORP
ES
N
2
2029-02-02
Variable
8.34000000
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
1535.64000000
0.000291044933
Long
EC
CORP
US
N
1
N
N
N
Arcimoto Inc
549300MG7KF9H96GWE02
Arcimoto, Inc.
039587209
9.00000000
NS
USD
9.18000000
0.000001739856
Long
EC
CORP
US
N
1
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC
69379TAA2
559372.08270000
PA
USD
559736.79000000
0.106085121904
Long
ABS-MBS
CORP
US
N
2
2028-02-25
Variable
6.87800000
N
N
N
N
N
N
GEO PARENT CORP
N/A
Geo Parent Corporation
N/A
1300000.00000000
PA
USD
1287000.00000000
0.243920989884
Long
LON
CORP
US
N
2
2028-12-19
Variable
10.80283000
N
N
N
N
N
N
22nd Century Group Inc
5493000LGPXTLG1UMJ56
22nd Century Group, Inc.
90137F202
63.93330000
NS
USD
16.62000000
0.000003149935
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co.
37045V100
6159.00000000
NS
USD
194624.40000000
0.036886539474
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
280696.00000000
0.053199414278
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
1368.00000000
0.000259272660
Long
EC
CORP
US
N
1
N
N
N
Schnitzer Steel Industries Inc
549300F62TK8VRDSM285
Schnitzer Steel Industries, Inc.
806882106
154.00000000
NS
USD
3947.02000000
0.000748066064
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KPGG7
1108993.02360000
PA
USD
1010221.85000000
0.191464113173
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Cambium Networks Corp
549300OYSIGK6OT5WL04
Cambium Networks Corp.
N/A
63.00000000
NS
USD
294.21000000
0.000055760679
Long
EC
CORP
US
N
1
N
N
N
Avrobio Inc
N/A
Avrobio, Inc.
05455M100
225.00000000
NS
USD
297.00000000
0.000056289459
Long
EC
CORP
US
N
1
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT LLC
12530GAB4
700000.00000000
PA
USD
586323.57000000
0.111124029205
Long
ABS-MBS
CORP
US
Y
2
2037-09-25
Variable
3.25000000
N
N
N
N
N
N
Elicio Therapeutics Inc
254900EE2QKYD5SGI956
Elicio Therapeutics, Inc.
28657F103
12.00000000
NS
USD
73.80000000
0.000013987077
Long
EC
CORP
US
N
1
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird B
N/A
616934.65000000
PA
USD
560966.74000000
0.106318230390
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
64.86000000
0.000012292708
Long
EC
CORP
US
N
1
N
N
N
Curis Inc
5299000YO6CX4WMFVX06
Curis, Inc.
231269309
25.00000000
NS
USD
357.75000000
0.000067803212
Long
EC
CORP
US
N
1
N
N
N
Atara Biotherapeutics Inc
549300WBXUXZRE03MS38
Atara Biotherapeutics, Inc.
046513107
1012.00000000
NS
USD
667.92000000
0.000126588739
Long
EC
CORP
US
N
1
N
N
N
Allegiant Travel Co
549300JM9OZXOHWL2K18
Allegiant Travel Co.
01748X102
90.00000000
NS
USD
6164.10000000
0.001168262139
Long
EC
CORP
US
N
1
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co.
254687106
1941.00000000
NS
USD
179911.29000000
0.034098010837
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
4929.00000000
0.000934177590
Long
EC
CORP
US
N
1
N
N
N
Safehold Inc
QFFLKWYYS3UPWD86E794
Safehold, Inc.
78646V107
334.88000000
NS
USD
6593.79000000
0.001249699909
Long
EC
CORP
US
N
1
N
N
N
Recursion Pharmaceuticals Inc
N/A
Recursion Pharmaceuticals, Inc.
75629V104
1343.00000000
NS
USD
9199.55000000
0.001743561260
Long
EC
CORP
US
N
1
N
N
N
Vanda Pharmaceuticals Inc
529900AY8VOOQBKJ0O70
Vanda Pharmaceuticals, Inc.
921659108
326.00000000
NS
USD
1212.72000000
0.000229842939
Long
EC
CORP
US
N
1
N
N
N
Forte Biosciences Inc
529900Z84WFDHPS3JP76
Forte Biosciences, Inc.
34962G109
67.00000000
NS
USD
31.76000000
0.000006019371
Long
EC
CORP
US
N
1
N
N
N
Manitowoc Co Inc/The
2RTSLGQ89VMY18RHX631
Manitowoc Company, Inc.
563571405
204.00000000
NS
USD
2923.32000000
0.000554047481
Long
EC
CORP
US
N
1
N
N
N
Lands' End Inc
54930016WOL7P2P67Q43
Lands' End, Inc.
51509F105
85.00000000
NS
USD
600.10000000
0.000113735031
Long
EC
CORP
US
N
1
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG NY
22550L2L4
1300000.00000000
PA
USD
1325258.42000000
0.251171985748
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
939.03000000
0.000177971349
Long
EC
CORP
US
N
1
N
N
N
OptimizeRx Corp
N/A
OptimizeRx Corp.
68401U204
205.00000000
NS
USD
1949.55000000
0.000369491970
Long
EC
CORP
US
N
1
N
N
N
Korro Bio Inc
N/A
Korro Bio, Inc.
500946108
3.00000000
NS
USD
125.73000000
0.000023829204
Long
EC
CORP
US
N
1
N
N
N
ZIGGO BOND CO BV
213800JYI4P7V5QDOG59
Ziggo Bond Company BV
98953GAD7
4361000.00000000
PA
USD
3408322.54000000
0.645968459830
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
36364.53000000
0.006892052955
Long
EC
CORP
US
N
1
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190104
2047.00000000
NS
USD
180770.57000000
0.034260867425
Long
EC
CORP
US
N
1
N
N
N
Castle Biosciences Inc
N/A
Castle Biosciences, Inc.
14843C105
124.00000000
NS
USD
2478.76000000
0.000469791447
Long
EC
CORP
US
N
1
N
N
N
Community Healthcare Trust Inc
549300FATSRCMKOV9536
Community Healthcare Trust, Inc.
20369C106
141.00000000
NS
USD
3821.10000000
0.000724200850
Long
EC
CORP
US
N
1
N
N
N
Talis Biomedical Corp
N/A
Talis Biomedical Corp.
87424L207
5.73330000
NS
USD
43.86000000
0.000008312645
Long
EC
CORP
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp.
918204108
4779.00000000
NS
USD
79952.67000000
0.015153173589
Long
EC
CORP
US
N
1
N
N
N
MacroGenics Inc
5493001KJQUA83L8MH79
MacroGenics, Inc.
556099109
716.00000000
NS
USD
5878.36000000
0.001114106752
Long
EC
CORP
US
N
1
N
N
N
HCI Group Inc
549300CZF7EZJH0MPH74
HCI Group, Inc.
40416E103
33.00000000
NS
USD
2797.41000000
0.000530184161
Long
EC
CORP
US
N
1
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AH2
3250000.00000000
PA
USD
2761460.00000000
0.523370673446
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
117.42000000
0.000022254236
Long
EC
CORP
US
N
1
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C696
200000.00000000
NS
USD
20.00000000
0.000003790535
Long
EP
CORP
US
N
3
N
N
N
Lazydays Holdings Inc
5493006PPWVM3TDVJH23
Lazydays Holdings, Inc.
52110H100
44.00000000
NS
USD
304.04000000
0.000057623727
Long
EC
CORP
US
N
1
N
N
N
iRobot Corp
5493009PRNKOUKBAT390
iRobot Corp.
462726100
315.00000000
NS
USD
11374.65000000
0.002155801000
Long
EC
CORP
US
N
1
N
N
N
BX Trust
N/A
BX Trust
05610DAC6
1000000.00000000
PA
USD
1000625.10000000
0.189645271868
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
8.66200000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141G104
782.00000000
NS
USD
267084.28000000
0.050619628562
Long
EC
CORP
US
N
1
N
N
N
Lexicon Pharmaceuticals Inc
N/A
Lexicon Pharmaceuticals, Inc.
528872302
408.00000000
NS
USD
432.48000000
0.000081966549
Long
EC
CORP
US
N
1
N
N
N
FONTAINEBLEAU LAS VEGAS
N/A
Fontainbleau Vegas
N/A
140949.26000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2026-01-31
Variable
9.97300000
N
N
N
N
N
N
Ontrak Inc
549300OQ36UO20X0DB40
Ontrak, Inc.
683373302
9.33330000
NS
USD
5.23000000
0.000000991225
Long
EC
CORP
US
N
1
N
N
N
Southern First Bancshares Inc
N/A
Southern First Bancshares, Inc.
842873101
44.00000000
NS
USD
1292.72000000
0.000245005083
Long
EC
CORP
US
N
1
N
N
N
LendingClub Corp
549300YC50YO7Y1OJR92
LendingClub Corp.
52603A208
1171.00000000
NS
USD
7377.30000000
0.001398196051
Long
EC
CORP
US
N
1
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna, Inc.
60770K107
1850.00000000
NS
USD
143745.00000000
0.027243529674
Long
EC
CORP
US
N
1
N
N
N
Robert Half Inc
529900VPCUY9H3HLIC08
Robert Half, Inc.
770323103
2350.00000000
NS
USD
192653.00000000
0.036512906343
Long
EC
CORP
US
N
1
N
N
N
Phathom Pharmaceuticals Inc
N/A
Phathom Pharmaceuticals, Inc.
71722W107
120.00000000
NS
USD
838.80000000
0.000158975078
Long
EC
CORP
US
N
1
N
N
N
Shutterstock Inc
529900G2TDIS56V0LO22
Shutterstock, Inc.
825690100
274.00000000
NS
USD
12031.34000000
0.002280261353
Long
EC
CORP
US
N
1
N
N
N
Seer Inc
N/A
Seer, Inc.
81578P106
495.00000000
NS
USD
796.95000000
0.000151043382
Long
EC
CORP
US
N
1
N
N
N
Forian Inc
N/A
Forian, Inc.
34630N106
112.00000000
NS
USD
308.00000000
0.000058374253
Long
EC
CORP
US
N
1
N
N
N
Lions Gate Entertainment Corp
5493000JSMHPHZURLM72
Lions Gate Entertainment Corp.
535919401
341.00000000
NS
USD
3011.03000000
0.000570670876
Long
EC
CORP
US
N
1
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AM5
1600000.00000000
PA
USD
1624136.80000000
0.307817448301
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
5610.48000000
0.001063336313
Long
EC
CORP
US
N
1
N
N
N
Landos Biopharma Inc
N/A
Landos Biopharma, Inc.
515069201
2.00000000
NS
USD
8.28000000
0.000001569281
Long
EC
CORP
US
N
1
N
N
N
Scholar Rock Holding Corp
549300Z1FLPGL4OWJ459
Scholar Rock Holding Corp.
80706P103
330.00000000
NS
USD
4154.70000000
0.000787426990
Long
EC
CORP
US
N
1
N
N
N
Bioventus Inc
N/A
Bioventus, Inc.
09075A108
164.00000000
NS
USD
656.00000000
0.000124329579
Long
EC
CORP
US
N
1
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp.
483007AL4
4350000.00000000
PA
USD
3511551.42000000
0.665533098986
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
4.50000000
N
N
N
N
N
N
CHRS_C
N/A
Coherus Biosciences, Inc.
N/A
208.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
070830104
10922.00000000
NS
USD
356275.64000000
0.067523781492
Long
EC
CORP
US
N
1
N
N
N
TLWND 2019-1
N/A
GAIA Aviation Ltd.
87404LAA0
3493852.11120000
PA
USD
3141601.94000000
0.595417758373
Long
ABS-O
CORP
KY
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
1612.23000000
0.000305560790
Long
EC
CORP
US
N
1
N
N
N
AGLE_C
N/A
Aeglea BioTherapeutics, Inc.
N/A
240.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-3147788.48000000
PA
USD
-3147788.48000000
-0.59659027349
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.60000000
N/A
5423000.00000000
USD
4338942.30000000
USD
CDS
N
N
N
Global Medical REIT Inc
549300HFRIPQDYU3GU60
Global Medical REIT, Inc.
37954A204
351.00000000
NS
USD
3520.53000000
0.000667234780
Long
EC
CORP
US
N
1
N
N
N
GAMCO Investors Inc
51A2MDO9SJ2HTOSMLZ76
GAMCO Investors, Inc.
361438104
30.00000000
NS
USD
569.40000000
0.000107916559
Long
EC
CORP
US
N
1
N
N
N
AASET 2021-1 Trust
N/A
AASET Trust
00038PAA8
917770.88210000
PA
USD
813420.33000000
0.154164951115
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
143794.36000000
0.027252884717
Long
EC
CORP
US
N
1
N
N
N
XBiotech Inc
5299002WACAY28TQAS52
XBiotech, Inc.
98400H102
90.00000000
NS
USD
352.80000000
0.000066865054
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
83.08000000
0.000015745886
Long
EC
CORP
US
N
1
N
N
N
BRP Group Inc
N/A
BRP Group, Inc.
05589G102
559.00000000
NS
USD
9776.91000000
0.001852986453
Long
EC
CORP
US
N
1
N
N
N
Capital Automotive Reit
N/A
CARS-DB7, LP
12510HAT7
1047812.50000000
PA
USD
1033478.43000000
0.195871858329
Long
ABS-O
CORP
US
N
2
2053-09-15
Fixed
6.50000000
N
N
N
N
N
N
MIWD HLDCO II/MIWD FIN
N/A
MIWD Holdco II LLC / MIWD Finance Corp.
55337PAA0
2600000.00000000
PA
USD
2202856.50000000
0.417500340367
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
1944.72000000
0.000368576555
Long
EC
CORP
US
N
1
N
N
N
HyreCar Inc
549300Y900ZKQQLV6S25
HyreCar, Inc.
44916T107
104.00000000
NS
USD
0.02000000
0.000000003790
Long
EC
CORP
US
N
1
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
165053.91890000
PA
USD
162853.75000000
0.030865149888
Long
LON
CORP
US
N
2
2027-10-29
Variable
10.45000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94988U151
61250.00000000
NS
USD
1176612.50000000
0.222999600396
Long
EP
CORP
US
N
2
N
N
N
Universal Electronics Inc
549300ZW9EULAR7T6F89
Universal Electronics, Inc.
913483103
74.00000000
NS
USD
576.46000000
0.000109254618
Long
EC
CORP
US
N
1
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AL7
200000.00000000
PA
USD
196483.64000000
0.037238915279
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
444375.00000000
PA
USD
436042.97000000
0.082641828185
Long
LON
CORP
US
N
2
2029-05-03
Variable
11.28000000
N
N
N
N
N
N
RINCHEM COMPANY LLC
N/A
Rinchem Company LLC
N/A
3160000.00000000
PA
USD
2684040.80000000
0.508697660315
Long
LON
CORP
US
N
2
2029-03-02
Variable
9.74000000
N
N
N
N
N
N
Pathward Financial Inc
5493004X52BH1NBLW813
Pathward Financial, Inc.
59100U108
345.00000000
NS
USD
17108.55000000
0.003242528711
Long
EC
CORP
US
N
1
N
N
N
Eterna Therapeutics Inc
N/A
Eterna Therapeutics, Inc.
114082209
8.00000000
NS
USD
7.44000000
0.000001410079
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KPMJ4
2365555.71200000
PA
USD
2165524.25000000
0.410424878538
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
JFrog Ltd
N/A
JFrog Ltd.
N/A
632.00000000
NS
USD
17051.36000000
0.003231689673
Long
EC
CORP
US
N
1
N
N
N
BMO Capital Markets Corp., New York Branch
RUC0QBLBRPRCU4W1NE59
BMO Capital Markets Corp.
N/A
-2851024.00000000
PA
USD
-2851024.00000000
-0.54034545164
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.35000000
N/A
3000000.00000000
USD
2645100.00000000
USD
CDS
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
4612.00000000
NS
USD
351065.44000000
0.066536308965
Long
EC
CORP
US
N
1
N
N
N
CryoPort Inc
9845004D8538BT8JF626
CryoPort, Inc.
229050307
476.00000000
NS
USD
6673.52000000
0.001264810881
Long
EC
CORP
US
N
1
N
N
N
Beam Global
254900CT39JVKHAANA12
Beam Global
07373B109
52.00000000
NS
USD
297.44000000
0.000056372850
Long
EC
CORP
US
N
1
N
N
N
Unisys Corp
549300T21W22FIJJOW08
Unisys Corp.
909214306
384.00000000
NS
USD
1839.36000000
0.000348608012
Long
EC
CORP
US
N
1
N
N
N
Johnson Outdoors Inc
N/A
Johnson Outdoors, Inc.
479167108
31.00000000
NS
USD
1628.74000000
0.000308689878
Long
EC
CORP
US
N
1
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AG2
2400000.00000000
PA
USD
2103677.76000000
0.398703311279
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
N
Ligand Pharmaceuticals Inc
5493008K7TB0IKP37H79
Ligand Pharmaceuticals, Inc.
53220K504
177.00000000
NS
USD
10320.87000000
0.001956081450
Long
EC
CORP
US
N
1
N
N
N
Blackstone Strategic Credit 20
549300YESIF051NRED20
Blackstone Strategic Credit Fund
09257R101
88264.00000000
NS
USD
965608.16000000
0.183008623331
Long
EC
RF
US
N
1
N
N
N
CoreCard Corp
N/A
CoreCard Corp.
45816D100
43.00000000
NS
USD
560.29000000
0.000106189970
Long
EC
CORP
US
N
1
N
N
N
ORION GROUP
N/A
Orion Group
N/A
9391.30620000
PA
USD
8537.23000000
0.001618033871
Long
LON
CORP
US
N
3
2027-03-19
Variable
11.24000000
N
N
N
N
N
N
HomeStreet Inc
N/A
HomeStreet, Inc.
43785V102
114.00000000
NS
USD
769.50000000
0.000145840871
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
-421304.44000000
-0.07984848177
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
118407.79000000
EUR
-22700000.00000000
EUR
-299677.18000000
N
N
N
Empire State Realty Trust Inc
549300VOKY1DUEQSB456
Empire State Realty Trust, Inc.
292104106
838.00000000
NS
USD
7508.48000000
0.001423058177
Long
EC
CORP
US
N
1
N
N
N
SouthState Corp
549300JZUANXM0YQ4W53
SouthState Corp.
840441109
1.60000000
NS
USD
118.48000000
0.000022455135
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
41716.48000000
0.007906390906
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DQTS5
4321996.72900000
PA
USD
3666710.19000000
0.694939843950
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
Eventbrite Inc
549300N6XBV2B1FAUF55
Eventbrite, Inc.
29975E109
448.00000000
NS
USD
3158.40000000
0.000598601440
Long
EC
CORP
US
N
1
N
N
N
Apollo Aviation Securitization
N/A
AASET Trust
00255UAA3
755972.87610000
PA
USD
661462.36000000
0.125364843529
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
116.01000000
0.000021987003
Long
EC
CORP
US
N
1
N
N
N
Cato Corp/The
529900R4SJUY7GCUU865
Cato Corp.
149205106
117.00000000
NS
USD
809.64000000
0.000153448477
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
542.40000000
0.000102799335
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
729.39000000
0.000138238951
Long
EC
CORP
US
N
1
N
N
N
Great Ajax Corp
5493004ID2QQWNGDYC18
Great Ajax Corp.
38983D300
129.00000000
NS
USD
610.17000000
0.000115643566
Long
EC
CORP
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-504951.18000000
PA
USD
-504951.18000000
-0.09570178062
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.00000000
N/A
550000.00000000
USD
518485.00000000
USD
CDS
N
N
N
Allovir Inc
N/A
Allovir, Inc.
019818103
175.00000000
NS
USD
329.00000000
0.000062354316
Long
EC
CORP
US
N
1
N
N
N
Pacific Premier Bancorp Inc
549300Q1KIC3KLI0XG98
Pacific Premier Bancorp, Inc.
69478X105
1095.00000000
NS
USD
24659.40000000
0.004673617139
Long
EC
CORP
US
N
1
N
N
N
INCEPTION HOLDCO SARL
N/A
Inception Holdco SARL
N/A
253764.64000000
PA
273488.99000000
0.051833492745
Long
LON
CORP
LU
N
3
2029-09-26
Variable
9.72000000
N
N
N
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
50221KAA1
2488801.53090000
PA
USD
2469930.94000000
0.468118103986
Long
ABS-MBS
CORP
US
N
2
2028-01-01
Floating
8.85000000
N
N
N
N
N
N
Lions Gate Entertainment Corp
5493000JSMHPHZURLM72
Lions Gate Entertainment Corp.
535919500
1385.00000000
NS
USD
11578.60000000
0.002194454991
Long
EC
CORP
US
N
1
N
N
N
Pulmonx Corp
549300WZMFR0ZK7RJY40
Pulmonx Corp.
745848101
155.00000000
NS
USD
1689.50000000
0.000320205526
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
3575000.00000000
0.677558305234
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
-474251.00000000
PA
USD
-474251.00000000
-0.08988327379
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.80000000
N/A
500000.00000000
USD
449400.00000000
USD
CDS
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance LLC / JFIN Company-Issuer Corp.
47232MAF9
3810000.00000000
PA
USD
3257245.96000000
0.617335399269
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
Hydrofarm Holdings Group Inc
5493005Y60YG0W2FYJ83
Hydrofarm Holdings Group, Inc.
44888K209
465.00000000
NS
USD
396.55000000
0.000075156852
Long
EC
CORP
US
N
1
N
N
N
Triumph Group Inc
5493007L6S47Q14SL582
Triumph Group, Inc.
896818101
373.00000000
NS
USD
4173.87000000
0.000791060219
Long
EC
CORP
US
N
1
N
N
N
Novagold Resources Inc
529900587LVZTJ2BHS60
Novagold Resources, Inc.
66987E206
1390.00000000
NS
USD
5838.00000000
0.001106457450
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
2294715.70000000
0.434910120471
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
526.50000000
0.000099785859
Long
EC
CORP
US
N
1
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803ER0
1920000.00000000
PA
USD
675134.61000000
0.127956101302
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
2851921.41000000
0.540515534886
Long
EC
RF
US
N
1
N
N
N
Utah Medical Products Inc
5493002R27BBGV8DID60
Utah Medical Products, Inc.
917488108
20.00000000
NS
USD
1686.00000000
0.000319542182
Long
EC
CORP
US
N
1
N
N
N
DigitalBridge Group Inc
549300XG87L902AGBO89
DigitalBridge Group, Inc.
25401T603
1417.00000000
NS
USD
24457.42000000
0.004635336516
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BS2
1700000.00000000
PA
USD
1044456.83000000
0.197952559335
Long
DBT
NUSS
PA
N
2
2063-01-19
Fixed
4.50000000
N
N
N
N
N
N
Mesa Air Group Inc
549300EY743RMV1F7P98
Mesa Air Group, Inc.
590479135
204.00000000
NS
USD
146.88000000
0.000027837696
Long
EC
CORP
US
N
1
N
N
N
Cheesecake Factory Inc/The
529900872XMLK10SY247
Cheesecake Factory, Inc.
163072101
270.00000000
NS
USD
8464.50000000
0.001604249587
Long
EC
CORP
US
N
1
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories, Inc.
45168D104
513.00000000
NS
USD
238965.66000000
0.045290396531
Long
EC
CORP
US
N
1
N
N
N
Canoo Inc
5493004KHMS7ZZPSQE04
Canoo, Inc.
13803R102
1268.00000000
NS
USD
393.08000000
0.000074499194
Long
EC
CORP
US
N
1
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAJ9
1450000.00000000
PA
USD
1181226.55000000
0.223874086521
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
349.83000000
0.000066302159
Long
EC
CORP
US
N
1
N
N
N
Eos Energy Enterprises Inc
N/A
Eos Energy Enterprises, Inc.
29415C101
259.00000000
NS
USD
284.90000000
0.000053996184
Long
EC
CORP
US
N
1
N
N
N
Cue Biopharma Inc
549300PBW78KZA33WC97
Cue Biopharma, Inc.
22978P106
183.00000000
NS
USD
457.50000000
0.000086708510
Long
EC
CORP
US
N
1
N
N
N
Whole Earth Brands Inc
254900OFCJ8P8RM9SL35
Whole Earth Brands, Inc.
96684W100
222.00000000
NS
USD
721.50000000
0.000136743585
Long
EC
CORP
US
N
1
N
N
N
Enfusion Inc
N/A
Enfusion, Inc.
292812104
126.00000000
NS
USD
1288.98000000
0.000244296252
Long
EC
CORP
US
N
1
N
N
N
RYAN SPECIALTY GROUP
549300K52N7QBO3PYY45
Ryan Specialty LLC
78351MAA0
450000.00000000
PA
USD
406125.00000000
0.076971571108
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
1536.54000000
0.000291215507
Long
EC
CORP
US
N
1
N
N
N
FINANCIERE MENDELSSOHN
N/A
Financiere Mendel
N/A
500000.00000000
PA
USD
498250.00000000
0.094431727435
Long
LON
CORP
FR
N
2
2030-11-30
Variable
9.62000000
N
N
N
N
N
N
Diodes Inc
549300XP2X1ARVH3BX23
Diodes, Inc.
254543101
510.00000000
NS
USD
33874.20000000
0.006420068683
Long
EC
CORP
US
N
1
N
N
N
Harpoon Therapeutics Inc
549300VFZL0TEVXILA36
Harpoon Therapeutics, Inc.
41358P205
11.00000000
NS
USD
116.60000000
0.000022098824
Long
EC
CORP
US
N
1
N
N
N
Daseke Inc
549300CUSFIOX5Q3VA53
Daseke, Inc.
23753F107
239.00000000
NS
USD
1046.82000000
0.000198400443
Long
EC
CORP
US
N
1
N
N
N
GAN Ltd
N/A
GAN Ltd.
N/A
239.00000000
NS
USD
351.33000000
0.000066586450
Long
EC
CORP
US
N
1
N
N
N
Vapotherm Inc
549300A6KMUMDX27EQ68
Vapotherm, Inc.
922107305
16.00000000
NS
USD
43.04000000
0.000008157233
Long
EC
CORP
US
N
1
N
N
N
Akoustis Technologies Inc
549300DLBFV9XWL6J142
Akoustis Technologies, Inc.
00973N102
287.00000000
NS
USD
163.59000000
0.000031004688
Long
EC
CORP
US
N
1
N
N
N
Kratos Defense & Security Solu
5493000EKBN0UY1F3F88
Kratos Defense & Security Solutions, Inc.
50077B207
1438.00000000
NS
USD
27393.90000000
0.005191878170
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc.
16119P108
457.00000000
NS
USD
182859.41000000
0.034656758583
Long
EC
CORP
US
N
1
N
N
N
Cargurus Inc
54930027BKQN6B7X7G78
Cargurus, Inc.
141788109
1120.00000000
NS
USD
24214.40000000
0.004589277713
Long
EC
CORP
US
N
1
N
N
N
Rush Street Interactive Inc
N/A
Rush Street Interactive, Inc.
782011100
616.00000000
NS
USD
2593.36000000
0.000491511218
Long
EC
CORP
US
N
1
N
N
N
CIENA CORP
W0CZ7N0GH8UIGXDM1H41
Ciena Corp.
171779AL5
850000.00000000
PA
USD
749285.63000000
0.142009706741
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4.00000000
N
N
N
N
N
N
ORION GROUP
N/A
Orion Group
N/A
-120000.00590000
PA
USD
-2194.50000000
-0.00041591655
Short
LON
CORP
US
N
3
2027-03-19
Variable
1.00000000
N
N
N
N
N
N
EVERGREEN ACQCO/TVI INC
N/A
Evergreen Acqco 1 Limited Partnership / TVI, Inc.
30015DAA9
1170000.00000000
PA
USD
1213875.00000000
0.230061842731
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
3154735.89720000
PA
USD
3093628.66000000
0.586325536194
Long
LON
CORP
US
N
2
2028-12-22
Variable
9.15000000
N
N
N
N
N
N
Dana Inc
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825205
1698.00000000
NS
USD
22430.58000000
0.004251196019
Long
EC
CORP
US
N
1
N
N
N
Castlelake Aircraft Securitiza
549300MHTIBONNXM3R82
Castlelake Aircraft Securitization Trust
14855MAA6
403707.94510000
PA
USD
353257.65000000
0.066951791509
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
4372.62000000
0.000828728670
Long
EC
CORP
US
N
1
N
N
N
ZEPHYR BIDCO LTD
N/A
Zephyr Bidco Ltd.
N/A
500000.00000000
PA
615404.52000000
0.116635648560
Long
LON
CORP
GB
N
2
2028-07-31
Variable
11.19000000
N
N
N
N
N
N
Neoleukin Therapeutics Inc
529900A7VIY892SZVW73
Neoleukin Therapeutics, Inc.
64049K203
41.00000000
NS
USD
141.86000000
0.000026886271
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
10Y-2Y SOFR CMS CAP
N/A
14850000.00000000
NC
USD
544.55000000
0.000103206818
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
-60335.45000000
N
N
N
Omnicell Inc
5493008RH0GTKHHPZI77
Omnicell, Inc.
68213N109
513.00000000
NS
USD
17113.68000000
0.003243500983
Long
EC
CORP
US
N
1
N
N
N
F5 Inc
54930015FPK9KT966303
F5, Inc.
315616102
1315.00000000
NS
USD
225114.85000000
0.042665296852
Long
EC
CORP
US
N
1
N
N
N
Cerberus
635400CIKKARDIZZL727
Cerberus Loan Funding XLII LLC
15675CAE5
2000000.00000000
PA
USD
1999528.40000000
0.378964216495
Long
ABS-O
CORP
US
N
2
2035-09-13
Floating
9.57700000
N
N
N
N
N
N
Purple Innovation Inc
N/A
Purple Innovation, Inc.
74640Y106
343.00000000
NS
USD
212.80000000
0.000040331302
Long
EC
CORP
US
N
1
N
N
N
Twist Bioscience Corp
549300T23BL59LCOH584
Twist Bioscience Corp.
90184D100
633.00000000
NS
USD
15223.65000000
0.002885289648
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
6175.55000000
0.001170432221
Long
EC
CORP
US
N
1
N
N
N
Sally Beauty Holdings Inc
529900VXW6E8ONDIQ271
Sally Beauty Holdings, Inc.
79546E104
1288.00000000
NS
USD
12454.96000000
0.002360548696
Long
EC
CORP
US
N
1
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp.
575385AE9
300000.00000000
PA
USD
253548.00000000
0.048054140748
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
3.50000000
N
N
N
N
N
N
FONTAINEBLEAU LAS VEGAS
N/A
Fontainbleau Vegas
N/A
2359050.74000000
PA
USD
2359050.74000000
0.447103334645
Long
ABS-O
CORP
US
N
3
2026-01-31
Fixed
10.97100000
N
N
Y
N
N
N
FARO Technologies Inc
529900MFEFNOFP3YR823
FARO Technologies, Inc.
311642102
212.00000000
NS
USD
3894.44000000
0.000738100745
Long
EC
CORP
US
N
1
N
N
N
Movado Group Inc
549300WCGCGPWGHVXM59
Movado Group, Inc.
624580106
91.00000000
NS
USD
2379.65000000
0.000451007446
Long
EC
CORP
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-1578866.61000000
PA
USD
-1578866.61000000
-0.29923753411
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.00000000
N/A
2539000.00000000
USD
2107370.00000000
USD
CDS
N
N
N
Malibu Boats Inc
N/A
Malibu Boats, Inc.
56117J100
121.00000000
NS
USD
5353.04000000
0.001014544534
Long
EC
CORP
US
N
1
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAF7
1400000.00000000
PA
USD
1387630.44000000
0.262993155025
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
7.50000000
N
N
N
N
N
N
Jol Air
549300TS4MUGCDXPW498
JOL Air Ltd.
46651NAA2
3184184.41850000
PA
USD
2870319.36000000
0.544002439452
Long
ABS-O
CORP
KY
N
2
2044-04-15
Fixed
3.96700000
N
N
N
N
N
N
Denali Therapeutics Inc
549300ZTQ2HO18L3Q830
Denali Therapeutics, Inc.
24823R105
1062.00000000
NS
USD
19668.24000000
0.003727658562
Long
EC
CORP
US
N
1
N
N
N
Generation Bio Co
N/A
Generation Bio Co.
37148K100
522.00000000
NS
USD
589.86000000
0.000111794277
Long
EC
CORP
US
N
1
N
N
N
Coherus Biosciences Inc
5493007IL8W5MV932D26
Coherus Biosciences, Inc.
19249H103
806.00000000
NS
USD
1716.78000000
0.000325375817
Long
EC
CORP
US
N
1
N
N
N
Nikola Corp
6354007SKFUCHYZAKQ61
Nikola Corp.
654110105
2697.00000000
NS
USD
2622.56000000
0.000497045401
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFV8
903000.00000000
PA
USD
886456.76000000
0.168007311879
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
5649375.00000000
PA
USD
5543449.22000000
1.050632184239
Long
LON
CORP
US
N
2
2027-10-14
Variable
11.41000000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36168WAC5
716167.28260000
PA
USD
695313.85000000
0.131780608059
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
1435848.91000000
0.272131847281
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
3715392.40000000
0.704166427363
Long
ABS-O
CORP
JE
N
2
2035-04-21
Floating
11.66200000
N
N
N
N
N
N
Beyondspring Inc
N/A
Beyondspring, Inc.
N/A
133.00000000
NS
USD
113.72000000
0.000021552987
Long
EC
CORP
US
N
1
N
N
N
ViewRay Inc
5493006XTUBSKFU3W106
ViewRay, Inc.
92672L107
837.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XHWE3
1901491.53390000
PA
USD
1753812.44000000
0.332394457215
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
2706.36000000
0.000512927746
Long
EC
CORP
US
N
1
N
N
N
TriMas Corp
75G1WUQ8QK4P5MZOYD78
TriMas Corp.
896215209
253.00000000
NS
USD
6484.39000000
0.001228965678
Long
EC
CORP
US
N
1
N
N
N
Carrington Mortgage Loan Trust
N/A
Carrington Mortgage Loan Trust Series
144539AC7
1441433.63180000
PA
USD
1192942.15000000
0.226094506684
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.60700000
N
N
N
N
N
N
IRON MOUNTAIN INFO MGMT
N/A
Iron Mountain Information Management Services, Inc.
46285MAA8
1600000.00000000
PA
USD
1389584.00000000
0.263363406998
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
CELESTIAL-SATURN PARENT INC
54930086CD8K2UIL0516
CoreLogic, Inc.
N/A
493702.77260000
PA
USD
462540.25000000
0.087663772837
Long
LON
CORP
US
N
2
2028-06-02
Variable
8.96000000
N
N
N
N
N
N
IGM Biosciences Inc
5493008XCQES2N0VY969
IGM Biosciences, Inc.
449585108
48.00000000
NS
USD
323.52000000
0.000061315709
Long
EC
CORP
US
N
1
N
N
N
Heron Therapeutics Inc
549300DR2I1DOPD2IX53
Heron Therapeutics, Inc.
427746102
1100.00000000
NS
USD
1353.00000000
0.000256429758
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
1181.00000000
NS
USD
674894.26000000
0.127910548536
Long
EC
CORP
US
N
1
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
1304390.17920000
PA
USD
1287002.66000000
0.243921494025
Long
LON
CORP
US
N
2
2027-10-29
Variable
10.45000000
N
N
N
N
N
N
PROG Holdings Inc
549300DHYTLBOVRXIG52
PROG Holdings, Inc.
74319R101
663.00000000
NS
USD
18073.38000000
0.003425389852
Long
EC
CORP
US
N
1
N
N
N
Cohen & Steers Inc
549300XXIA338A0X2K65
Cohen & Steers, Inc.
19247A100
291.00000000
NS
USD
17020.59000000
0.003225857934
Long
EC
CORP
US
N
1
N
N
N
ATLAS CC ACQUISITION CORP
N/A
Atlas CC Acquisition Corp.
N/A
738444.28720000
PA
USD
683164.35000000
0.129477952218
Long
LON
CORP
US
N
2
2028-05-25
Variable
9.90000000
N
N
N
N
N
N
Pulse Biosciences Inc
529900NJUBI06118FM73
Pulse Biosciences, Inc.
74587B101
83.00000000
NS
USD
749.49000000
0.000142048440
Long
EC
CORP
US
N
1
N
N
N
GrowGeneration Corp
N/A
GrowGeneration Corp.
39986L109
647.00000000
NS
USD
1721.02000000
0.000326179411
Long
EC
CORP
US
N
1
N
N
N
Quanterix Corp
N/A
Quanterix Corp.
74766Q101
361.00000000
NS
USD
8653.17000000
0.001640007608
Long
EC
CORP
US
N
1
N
N
N
Stem Inc
549300GVWIYFILN5V546
Stem, Inc.
85859N102
1328.00000000
NS
USD
3811.36000000
0.000722354859
Long
EC
CORP
US
N
1
N
N
N
JONES DESLAURIERS INSURA
549300JQIWNFU00E5424
Jones Deslauriers Insurance Management, Inc.
48020RAB1
750000.00000000
PA
USD
774375.00000000
0.146764814717
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
479678.85000000
0.090911996828
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
7297.00000000
NS
USD
236130.92000000
0.044753137333
Long
EC
CORP
US
N
1
N
N
N
Arvinas Inc
N/A
Arvinas, Inc.
04335A105
548.00000000
NS
USD
12039.56000000
0.002281819264
Long
EC
CORP
US
N
1
N
N
N
iTeos Therapeutics Inc
N/A
iTeos Therapeutics, Inc.
46565G104
120.00000000
NS
USD
1123.20000000
0.000212876500
Long
EC
CORP
US
N
1
N
N
N
Fortress Biotech Inc
529900DZUWSYUURECK24
Fortress Biotech, Inc.
34960Q307
28.00000000
NS
USD
55.44000000
0.000010507365
Long
EC
CORP
US
N
1
N
N
N
Big Lots Inc
N/A
Big Lots, Inc.
089302103
354.00000000
NS
USD
1865.58000000
0.000353577405
Long
EC
CORP
US
N
1
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AQ1
2000000.00000000
PA
USD
1892702.40000000
0.358717826701
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
68.22000000
0.000012929518
Long
EC
CORP
US
N
1
N
N
N
Bridgebio Pharma Inc
54930028YG89VTY2J114
Bridgebio Pharma, Inc.
10806X102
1241.00000000
NS
USD
35629.11000000
0.006752671157
Long
EC
CORP
US
N
1
N
N
N
Portage Biotech Inc
N/A
Portage Biotech, Inc.
N/A
29.00000000
NS
USD
38.14000000
0.000007228552
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
13221.28000000
0.002505786872
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
-21558.72000000
N
N
N
Artisan Partners Asset Managem
549300T1FUI6JF63XU51
Artisan Partners Asset Management, Inc.
04316A108
687.00000000
NS
USD
25865.55000000
0.004902214887
Long
EC
CORP
US
N
1
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
300000.00000000
PA
USD
212304.15000000
0.040237325893
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
878.84000000
0.000166563731
Long
EC
CORP
US
N
1
N
N
N
ModivCare Inc
549300EFZIFW7F7I0Q28
ModivCare, Inc.
60783X104
145.00000000
NS
USD
5475.20000000
0.001037697128
Long
EC
CORP
US
N
1
N
N
N
FIRST BRANDS GROUP LLC
N/A
First Brands Group LLC
N/A
3234902.46730000
PA
USD
3177482.95000000
0.602218171332
Long
LON
CORP
US
N
2
2027-03-30
Variable
10.88000000
N
N
N
N
N
N
GREAT LAKES DREDGE&DOCK
549300H65E3MZ1CX0P05
Great Lakes Dredge & Dock Corp.
390607AF6
1025000.00000000
PA
USD
845653.71000000
0.160274040437
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
1358.88000000
0.000257544176
Long
EC
CORP
US
N
1
N
N
N
Crocs Inc
549300B0J6YCXD63OG72
Crocs, Inc.
227046109
683.00000000
NS
USD
72131.63000000
0.013670876916
Long
EC
CORP
US
N
1
N
N
N
Montrose Environmental Group I
254900ASI8K3LUB8Q958
Montrose Environmental Group, Inc.
615111101
305.00000000
NS
USD
9537.35000000
0.001807583413
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
26621.23000000
0.005045436498
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
-39311.27000000
N
N
N
GARDEN SPINCO CORP
N/A
Garden Spinco Corp.
365417AA2
900000.00000000
PA
USD
944695.52000000
0.179045117620
Long
DBT
CORP
US
N
2
2030-07-20
Fixed
8.62500000
N
N
N
N
N
N
Blue Foundry Bancorp
5493008KPK5NJT0FNK56
Blue Foundry Bancorp
09549B104
167.00000000
NS
USD
1452.90000000
0.000275363485
Long
EC
CORP
US
N
1
N
N
N
aka Brands Holding Corp
N/A
aka Brands Holding Corp.
00152K200
4.00000000
NS
USD
38.66000000
0.000007327106
Long
EC
CORP
US
N
1
N
N
N
PGT INNOVATIONS INC
549300LRW9WM59C1S579
PGT Innovations, Inc.
69336VAB7
3295000.00000000
PA
USD
3118234.12000000
0.590988930257
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
3847059.50000000
0.729120871316
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
165255.35000000
0.031320317448
Long
EC
CORP
US
N
1
N
N
N
Hyliion Holdings Corp
N/A
Hyliion Holdings Corp.
449109107
698.00000000
NS
USD
396.95000000
0.000075232662
Long
EC
CORP
US
N
1
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769G100
8165.00000000
NS
USD
365138.80000000
0.069203587833
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076102
807.00000000
NS
USD
252986.43000000
0.047947708184
Long
EC
CORP
US
N
1
N
N
N
SK INVICTUS INTERMEDIATE
N/A
SK Invictus Intermediate II SARL
29977LAA9
4250000.00000000
PA
USD
3453698.75000000
0.654568467647
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
44850.81000000
0.008500430436
Long
EC
CORP
US
N
1
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education, Inc.
57767XAB6
1700000.00000000
PA
USD
1532125.00000000
0.290378746407
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
492267.98500000
PA
USD
0.00000000
0.000000
Long
ABS-O
CORP
US
N
2
2037-03-01
Fixed
0.35000000
N
N
N
N
N
N
Ichor Holdings Ltd
529900PS8R2JVLJ2H892
Ichor Holdings Ltd.
N/A
331.00000000
NS
USD
8649.03000000
0.001639222967
Long
EC
CORP
US
N
1
N
N
N
PLBY Group Inc
N/A
PLBY Group, Inc.
72814P109
337.00000000
NS
USD
176.93000000
0.000033532976
Long
EC
CORP
US
N
1
N
N
N
Eagle Bancorp Inc
549300B47NZODRMG3D47
Eagle Bancorp, Inc.
268948106
185.00000000
NS
USD
4391.90000000
0.000832382747
Long
EC
CORP
US
N
1
N
N
N
BRP INC
549300DZZJW11IMTMJ24
Bombardier Recreational Products, Inc.
N/A
269402.03880000
PA
USD
265530.73000000
0.050325189204
Long
LON
CORP
CA
N
2
2027-05-24
Variable
7.45000000
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
131250.00000000
0.024875392325
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
13346.55000000
0.002529528894
Long
EC
CORP
US
N
1
N
N
N
Legacy Housing Corp
N/A
Legacy Housing Corp.
52472M101
47.00000000
NS
USD
1052.80000000
0.000199533813
Long
EC
CORP
US
N
1
N
N
N
RITCHIE BROS HLDGS INC
N/A
Ritchie Bros Holdings, Inc.
76774LAC1
650000.00000000
PA
USD
674440.00000000
0.127824454092
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
1642500.00000000
0.311297766810
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
C4 Therapeutics Inc
N/A
C4 Therapeutics, Inc.
12529R107
460.00000000
NS
USD
749.80000000
0.000142107193
Long
EC
CORP
US
N
1
N
N
N
Tupperware Brands Corp
G8NWFN4YP7CR6FOP4886
Tupperware Brands Corp.
899896104
286.00000000
NS
USD
491.92000000
0.000093232022
Long
EC
CORP
US
N
1
N
N
N
PagerDuty Inc
549300U1SB749EDAGH21
PagerDuty, Inc.
69553P100
967.00000000
NS
USD
21080.60000000
0.003995338631
Long
EC
CORP
US
N
1
N
N
N
TREEHOUSE FOODS INC
5493007M7EVHE470Q576
TreeHouse Foods, Inc.
89469AAD6
2000000.00000000
PA
USD
1701337.18000000
0.322448989178
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.00000000
N
N
N
N
N
N
FINASTRA SUBCO LTD
N/A
Finastra USA, Inc.
N/A
12386.86660000
PA
USD
10911.77000000
0.002068072835
Long
LON
CORP
US
N
3
2029-09-13
Variable
12.57000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners, LP
118230AM3
1650000.00000000
PA
USD
1246814.25000000
0.236304713334
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.85000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc.
14879EAH1
300000.00000000
PA
USD
251250.00000000
0.047618608165
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QPFZ5
1848016.39200000
PA
USD
1692296.86000000
0.320735606269
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
2373750.00000000
0.449889238335
Long
EP
CORP
US
N
2
N
N
N
VIPER ENERGY INC
5299009LINL232255G03
Viper Energy, Inc.
92763MAB1
250000.00000000
PA
USD
253000.36000000
0.047950348292
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.37500000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609VAN5
1250000.00000000
PA
USD
1185665.00000000
0.224715291741
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
7.43700000
N
N
N
N
N
N
SCIL IV LLC / SCIL USA HOLDINGS LLC
N/A
SCIL IV LLC / SCIL USA Holdings LLC
N/A
550000.00000000
PA
617477.68000000
0.117028567938
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
9.50000000
N
N
N
N
N
N
CNTRL PARENT/CDK GLB INC
N/A
Central Parent Incorporated / CDK Global, Inc.
15477CAA3
1350000.00000000
PA
USD
1348839.41000000
0.255641215293
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
1793252.88080000
PA
USD
1789899.50000000
0.339233922170
Long
LON
CORP
US
N
2
2028-07-28
Variable
10.71000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-494797.59000000
PA
USD
-494797.59000000
-0.09377740322
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.46000000
N/A
1860000.00000000
USD
541446.00000000
USD
UST
N
N
N
Precision BioSciences Inc
549300I5QGRS3BLHZH41
Precision BioSciences, Inc.
74019P108
296.00000000
NS
USD
105.11000000
0.000019921161
Long
EC
CORP
US
N
1
N
N
N
Walker & Dunlop Inc
N/A
Walker & Dunlop, Inc.
93148P102
341.00000000
NS
USD
28650.82000000
0.005430098193
Long
EC
CORP
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-1050720.43000000
PA
USD
-1050720.43000000
-0.19913967939
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
N/A
1800000.00000000
USD
1455300.00000000
USD
CDS
N
N
N
VICTORIA PLC
N/A
Victoria plc
N/A
1600000.00000000
PA
1319155.24000000
0.250015269581
Long
DBT
CORP
GB
N
2
2026-08-05
Fixed
3.62500000
N
N
N
N
N
N
ACCIDENT FUND INS CO AM
2549009NUX96RJZ6DQ30
Accident Fund Insurance Company of America
00452AAA8
2550000.00000000
PA
USD
2516713.68000000
0.476984686931
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
6950164.50000000
1.317242427893
Long
ABS-O
CORP
KY
N
2
2035-04-21
Floating
11.41200000
N
N
N
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets, Inc.
N/A
-1882757.17000000
PA
USD
-1882757.17000000
-0.35683293909
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
2239681.00000000
USD
2120769.08000000
USD
AMBS
N
N
N
Carisma Therapeutics Inc
549300DGKHONOZQIY116
Carisma Therapeutics, Inc.
14216R101
59.00000000
NS
USD
141.60000000
0.000026836994
Long
EC
CORP
US
N
1
N
N
N
Capitol Federal Financial Inc
N/A
Capitol Federal Financial, Inc.
14057J101
762.00000000
NS
USD
4107.18000000
0.000778420676
Long
EC
CORP
US
N
1
N
N
N
Boot Barn Holdings Inc
529900QE1BFMYA3N4E71
Boot Barn Holdings, Inc.
099406100
342.00000000
NS
USD
25061.76000000
0.004749875141
Long
EC
CORP
US
N
1
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBC5
1100000.00000000
PA
USD
1009299.94000000
0.191289386522
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.00000000
N
N
N
N
N
N
TLWND 2019-1
N/A
GAIA Aviation Ltd.
87404LAB8
577687.81840000
PA
USD
473704.01000000
0.089779604530
Long
ABS-O
CORP
KY
N
2
2044-12-15
Variable
5.19300000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
5200000.00000000
PA
USD
4395117.12000000
0.832992477519
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
460.65000000
0.000087305519
Long
EC
CORP
US
N
1
N
N
N
Innovative Industrial Properti
5493008BQ0545EZXRR30
Innovative Industrial Properties, Inc.
45781V101
292.00000000
NS
USD
23844.72000000
0.004519213446
Long
EC
CORP
US
N
1
N
N
N
BowFlex Inc
549300LLLHX2HF71YE90
BowFlex, Inc.
63910B102
179.00000000
NS
USD
110.05000000
0.000020857424
Long
EC
CORP
US
N
1
N
N
N
Gritstone bio Inc
5493003TER6KY3MUVY84
Gritstone bio, Inc.
39868T105
249.00000000
NS
USD
323.70000000
0.000061349824
Long
EC
CORP
US
N
1
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets, Inc.
N/A
-8789142.18000000
PA
USD
-8789142.18000000
-1.66577798040
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
10610000.00000000
USD
9723427.00000000
USD
AMBS
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
77313LAB9
1800000.00000000
PA
USD
1455354.00000000
0.275828584547
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
Accelerate Diagnostics Inc
2549007HE5QY1QEQ8K43
Accelerate Diagnostics, Inc.
00430H201
19.00000000
NS
USD
82.08000000
0.000015556359
Long
EC
CORP
US
N
1
N
N
N
Vera Bradley Inc
52990005Q6LEJKXO7M51
Vera Bradley, Inc.
92335C106
155.00000000
NS
USD
1164.05000000
0.000220618669
Long
EC
CORP
US
N
1
N
N
N
Tattooed Chef Inc
5493005UQQNAE47M7Q04
Tattooed Chef, Inc.
87663X102
281.00000000
NS
USD
0.17000000
0.000000032219
Long
EC
CORP
US
N
1
N
N
N
WOLVERINE WORLD WIDE
549300OVC7PK14LQ8D87
Wolverine World Wide, Inc.
978097AG8
300000.00000000
PA
USD
231153.00000000
0.043809688092
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
130223.28000000
0.024680801370
Long
EC
CORP
US
N
1
N
N
N
SVC ABS LLC
N/A
SVC ABS LLC
78487JAB2
998125.00000000
PA
USD
921976.95000000
0.174739339778
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
741.06000000
0.000140450729
Long
EC
CORP
US
N
1
N
N
N
Cannae Holdings Inc
549300OGRF1ICI7D2V77
Cannae Holdings, Inc.
13765N107
994.00000000
NS
USD
17852.24000000
0.003383477896
Long
EC
CORP
US
N
1
N
N
N
Smith Micro Software Inc
549300YR8UTB5CX2B814
Smith Micro Software, Inc.
832154207
275.00000000
NS
USD
186.86000000
0.000035414977
Long
EC
CORP
US
N
1
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp.
73278L105
578.00000000
NS
USD
200750.96000000
0.038047686778
Long
EC
CORP
US
N
1
N
N
N
KDAC Aviation Finance Limited
N/A
KDAC Aviation Finance Ltd.
48244XAA0
2418619.23510000
PA
USD
2031735.93000000
0.385068406549
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
136637.48000000
0.025896464162
Long
EC
CORP
US
N
1
N
N
N
Carriage Services Inc
N/A
Carriage Services, Inc.
143905107
90.00000000
NS
USD
2033.10000000
0.000385326934
Long
EC
CORP
US
N
1
N
N
N
TRITON WATER HOLDINGS INC
N/A
Triton Water Holdings, Inc.
N/A
2939856.00000000
PA
USD
2888408.52000000
0.547430820037
Long
LON
CORP
US
N
2
2028-03-31
Variable
8.90000000
N
N
N
N
N
N
Star Holdings
549300NXTGWF12PTMW64
Star Holdings
85512G106
60.12900000
NS
USD
734.78000000
0.000139260501
Long
EC
CORP
US
N
1
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320106
1379.00000000
NS
USD
150173.10000000
0.028461826888
Long
EC
CORP
US
N
1
N
N
N
Hingham Institution For Saving
2549009GDCGUR2T6KU55
Hingham Institution For Savings
433323102
8.00000000
NS
USD
1304.00000000
0.000247142945
Long
EC
CORP
US
N
1
N
N
N
LGI Homes Inc
549300W02B4WNV8CV109
LGI Homes, Inc.
50187T106
252.00000000
NS
USD
29753.64000000
0.005639112137
Long
EC
CORP
US
N
1
N
N
N
Regis Corp
5493000Q1S5TJIDIQH89
Regis Corp.
758932206
12.00000000
NS
USD
82.44000000
0.000015624589
Long
EC
CORP
US
N
1
N
N
N
Vistagen Therapeutics Inc
N/A
Vistagen Therapeutics, Inc.
92840H400
38.00000000
NS
USD
136.42000000
0.000025855245
Long
EC
CORP
US
N
1
N
N
N
Mitek Systems Inc
549300ABZAQ3R25XG118
Mitek Systems, Inc.
606710200
255.00000000
NS
USD
2878.95000000
0.000545638177
Long
EC
CORP
US
N
1
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GA5
12650000.00000000
PA
USD
3682134.04000000
0.697863076863
Long
DBT
UST
US
N
2
2051-08-15
None
0.00000000
N
N
N
N
N
N
API GROUP DE INC
549300XP4G7B4QYA0G83
APi Group DE, Inc.
00185PAA9
250000.00000000
PA
USD
223740.24000000
0.042404771420
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
2352000.00000000
PA
USD
2335841.76000000
0.442704610965
Long
LON
CORP
US
N
2
2026-09-09
Variable
10.43000000
N
N
N
N
N
N
Marcus Corp/The
549300NL0OKPNEMP6B79
Marcus Corp.
566330106
136.00000000
NS
USD
1891.76000000
0.000358539216
Long
EC
CORP
US
N
1
N
N
N
NFM & J LLC
N/A
NFM & J LLC
N/A
1831600.21860000
PA
USD
1794968.21000000
0.340194578550
Long
LON
CORP
US
N
3
2027-11-30
Variable
11.23000000
N
N
N
N
N
N
Hookipa Pharma Inc
N/A
Hookipa Pharma, Inc.
43906K100
114.00000000
NS
USD
64.87000000
0.000012294603
Long
EC
CORP
US
N
1
N
N
N
KALA BIO Inc
529900Y7RO0C9P0TX474
KALA BIO, Inc.
483119202
6.00000000
NS
USD
36.30000000
0.000006879822
Long
EC
CORP
US
N
1
N
N
N
Olema Pharmaceuticals Inc
N/A
Olema Pharmaceuticals, Inc.
68062P106
150.00000000
NS
USD
2092.50000000
0.000396584826
Long
EC
CORP
US
N
1
N
N
N
Columbus McKinnon Corp/NY
549300W3HQB0HO1F3G69
Columbus McKinnon Corp.
199333105
163.00000000
NS
USD
5691.96000000
0.001078778956
Long
EC
CORP
US
N
1
N
N
N
Avalo Therapeutics Inc
549300GPK6FPJ3X8SZ39
Avalo Therapeutics, Inc.
05338F207
30.16670000
NS
USD
2.11000000
0.000000399901
Long
EC
CORP
US
N
1
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology, Inc.
016255101
1380.00000000
NS
USD
295044.00000000
0.055918744785
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - Rec USD / Deliver GBP
N/A
-1838000.00000000
NC
-22609.28000000
-0.00428506445
N/A
DFE
US
N
2
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
1838000.00000000
GBP
2297930.64000000
USD
2023-12-18
-22609.28000000
N
N
N
NAVACORD CORP
N/A
Jones Deslauriers Insurance Management, Inc.
N/A
1050000.00000000
PA
USD
1051312.50000000
0.199251892523
Long
LON
CORP
CA
N
2
2030-03-15
Variable
9.62000000
N
N
N
N
N
N
NeuroPace Inc
N/A
NeuroPace, Inc.
641288105
42.00000000
NS
USD
377.58000000
0.000071561528
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-5292324.00000000
PA
USD
-5292324.00000000
-1.00303722522
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.65000000
N/A
8600000.00000000
USD
6798010.00000000
USD
CDS
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp.
26483EAL4
3300000.00000000
PA
USD
2981880.00000000
0.565146170408
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
6.83000000
0.000001294468
Long
EC
CORP
US
N
1
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAB3
700000.00000000
PA
USD
695367.19000000
0.131790717418
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
3929824.55920000
PA
USD
3923458.24000000
0.743600479930
Long
LON
CORP
US
N
2
2026-07-14
Variable
10.41000000
N
N
N
N
N
N
Phreesia Inc
5493000HHF8NU4QOCG53
Phreesia, Inc.
71944F106
584.00000000
NS
USD
8999.44000000
0.001705635052
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370860
15940.00000000
NS
USD
163544.40000000
0.030996046571
Long
EC
CORP
US
N
1
N
N
N
Regional Management Corp
549300S5O87W87JW4146
Regional Management Corp.
75902K106
44.00000000
NS
USD
973.28000000
0.000184462642
Long
EC
CORP
US
N
1
N
N
N
Avalara, Inc.
N/A
Avalara, Inc.
N/A
-263636.36000000
PA
USD
-3097.61000000
-0.00058708010
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
1028.58000000
0.000194943474
Long
EC
CORP
US
N
1
N
N
N
Lineage Cell Therapeutics Inc
5299002BI4W22SDF8R25
Lineage Cell Therapeutics, Inc.
53566P109
747.00000000
NS
USD
733.55000000
0.000139027383
Long
EC
CORP
US
N
1
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment, Inc.
707569AV1
3350000.00000000
PA
USD
2780516.78000000
0.526982443953
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
8875.40000000
0.001682126148
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
1673883.40000000
0.317245762143
Long
ABS-O
CORP
KY
N
2
2035-04-14
Floating
11.64400000
N
N
N
N
N
N
First Foundation Inc
254900TQZQ6LBCK77E82
First Foundation, Inc.
32026V104
284.00000000
NS
USD
1669.92000000
0.000316494591
Long
EC
CORP
US
N
1
N
N
N
Carlyle Global Market Strategi
N/A
Carlyle US CLO Ltd.
14317WAG3
1000000.00000000
PA
USD
945118.00000000
0.179125188902
Long
ABS-O
CORP
KY
N
2
2035-04-15
Floating
11.99400000
N
N
N
N
N
N
View Inc
N/A
View, Inc.
92671V304
9.00000000
NS
USD
5.68000000
0.000001076512
Long
EC
CORP
US
N
1
N
N
N
Personalis Inc
549300EZ2NYFK7H0US48
Personalis, Inc.
71535D106
214.00000000
NS
USD
327.42000000
0.000062054864
Long
EC
CORP
US
N
1
N
N
N
PRECISE BIDCO BV
N/A
Precise Midco BV
N/A
830769.00000000
PA
897982.97000000
0.170191837561
Long
LON
CORP
NL
N
2
2026-05-13
Variable
7.60000000
N
N
N
N
N
N
Torrid Holdings Inc
N/A
Torrid Holdings, Inc.
89142B107
103.00000000
NS
USD
395.52000000
0.000074961639
Long
EC
CORP
US
N
1
N
N
N
Bio-Techne Corp
54930073RLKQ51TILZ35
Bio-Techne Corp.
09073M104
5648.00000000
NS
USD
355259.20000000
0.067331138872
Long
EC
CORP
US
N
1
N
N
N
Ribbon Communications Inc
549300L1E8Z8RL7CUL52
Ribbon Communications, Inc.
762544104
419.00000000
NS
USD
892.47000000
0.000169146982
Long
EC
CORP
US
N
1
N
N
N
PetMed Express Inc
529900PGHW5ASJ1AZL48
PetMed Express, Inc.
716382106
118.00000000
NS
USD
817.74000000
0.000154983644
Long
EC
CORP
US
N
1
N
N
N
PIMENTE INVESTISSEMENT SAS
N/A
Pimente Investissement S.A.S.
N/A
1350000.00000000
PA
1457032.98000000
0.276146796251
Long
LON
CORP
FR
N
2
2028-12-29
Variable
7.72000000
N
N
N
N
N
N
Telesis Bio Inc
N/A
Telesis Bio, Inc.
192003101
47.00000000
NS
USD
19.68000000
0.000003729887
Long
EC
CORP
US
N
1
N
N
N
World Acceptance Corp
N/A
World Acceptance Corp.
981419104
24.00000000
NS
USD
2674.80000000
0.000506946281
Long
EC
CORP
US
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106103
2085.00000000
NS
USD
229912.95000000
0.043574665385
Long
EC
CORP
US
N
1
N
N
N
CAESARS ENTERTAINMENT INC
N/A
Caesars Entertainment, Inc.
N/A
199000.00000000
PA
USD
198944.28000000
0.037705272501
Long
LON
CORP
US
N
2
2030-02-06
Variable
8.70000000
N
N
N
N
N
N
ACROPOLIS INFRASTRUCTURE - A
N/A
Acropolis Infrastructure Acquisition Corp.
005029111
4204.00000000
NS
USD
50.45000000
0.000009561626
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
-136.59000000
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327109
1645.00000000
NS
USD
167707.75000000
0.031785112969
Long
EC
CORP
US
N
1
N
N
N
Riot Platforms Inc
5299005LKZAJQDQZDF73
Riot Platforms, Inc.
767292105
1226.00000000
NS
USD
15386.30000000
0.002916116182
Long
EC
CORP
US
N
1
N
N
N
Live Oak Bancshares Inc
N/A
Live Oak Bancshares, Inc.
53803X105
376.00000000
NS
USD
12633.60000000
0.002394405763
Long
EC
CORP
US
N
1
N
N
N
ASRT_C
N/A
Assertio Holdings Inc
N/A
971.00000000
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
-356710.20000000
PA
USD
-356710.20000000
-0.06760614225
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
445000.00000000
USD
373533.00000000
USD
CDS
N
N
N
Allogene Therapeutics Inc
N/A
Allogene Therapeutics, Inc.
019770106
811.00000000
NS
USD
1905.85000000
0.000361209649
Long
EC
CORP
US
N
1
N
N
N
SiTime Corp
N/A
SiTime Corp.
82982T106
188.00000000
NS
USD
20792.80000000
0.003940792819
Long
EC
CORP
US
N
1
N
N
N
Trevena Inc
549300YXUV4MU2J7QS07
Trevena, Inc.
89532E208
38.00000000
NS
USD
22.38000000
0.000004241609
Long
EC
CORP
US
N
1
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AN1
710000.00000000
PA
USD
648397.30000000
0.122888664533
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.23000000
N
N
N
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour, Inc.
904311206
9303.00000000
NS
USD
71260.98000000
0.013505865409
Long
EC
CORP
US
N
1
N
N
N
BlackRock Debt Strategies Fund
Y02PFSGMGNYKWM70AJ95
BlackRock Debt Strategies Fund, Inc.
09255R202
193981.00000000
NS
USD
2017402.40000000
0.382351818494
Long
EC
RF
US
N
1
N
N
N
ORION GROUP
N/A
Orion Group
N/A
140869.56780000
PA
USD
138293.41000000
0.026210307274
Long
LON
CORP
US
N
3
2027-03-19
Variable
11.89000000
N
N
N
N
N
N
Civista Bancshares Inc
5493001LX61Z2UVYSC48
Civista Bancshares, Inc.
178867107
88.00000000
NS
USD
1377.20000000
0.000261016307
Long
EC
CORP
US
N
1
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Finance Co.
37959GAB3
1750000.00000000
PA
USD
1393260.37000000
0.264060177635
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
211.84000000
0.000040149357
Long
EC
CORP
US
N
1
N
N
N
BESSEL CAPITAL SARL
N/A
Castor S.p.A.
N/A
1400000.00000000
PA
1442368.82000000
0.273367544951
Long
DBT
CORP
IT
N
2
2029-02-15
Variable
9.09500000
N
N
N
N
N
N
Cleanspark Inc
254900VO7KBRJQDGY810
Cleanspark, Inc.
18452B209
228.00000000
NS
USD
1422.72000000
0.000269643566
Long
EC
CORP
US
N
1
N
N
N
HEALTHEQUITY INC
529900LRJU1RAFQHM467
HealthEquity, Inc.
42226AAA5
75000.00000000
PA
USD
67536.55000000
0.012799986114
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
193306.60000000
0.036636781059
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
1058867.94000000
0.200683850879
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
106.80000000
0.000020241462
Long
EC
CORP
US
N
1
N
N
N
MCGRAW HILL LLC
N/A
McGraw Hill LLC
N/A
392982.45480000
PA
USD
385472.56000000
0.073057380270
Long
LON
CORP
US
N
2
2028-07-28
Variable
10.21000000
N
N
N
N
N
N
Groupon, Inc.
N/A
Groupon, Inc.
N/A
140.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
1
N
N
N
Hamilton Beach Brands Holding
N/A
Hamilton Beach Brands Holding Co.
40701T104
44.00000000
NS
USD
678.92000000
0.000128673534
Long
EC
CORP
US
N
1
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAH3
1000000.00000000
PA
USD
895126.70000000
0.169650497852
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
3.31000000
0.000000627333
Long
EC
CORP
US
N
1
N
N
N
KREF 2021-FL2 Ltd
54930083ELM2GCMVTQ91
KREF Ltd.
48275RAC1
950000.00000000
PA
USD
879637.02000000
0.166714788389
Long
ABS-O
CORP
KY
N
2
2039-02-15
Floating
6.74400000
N
N
N
N
N
N
Asana Inc
254900X7UAJNMLPLZ510
Asana, Inc.
04342Y104
853.00000000
NS
USD
17921.53000000
0.003396610208
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology Holdings PL
635400RUXIFEZSRU8X70
Seagate Technology Holdings plc
N/A
2826.00000000
NS
USD
223536.60000000
0.042366176182
Long
EC
CORP
US
N
1
N
N
N
Mind Medicine MindMed Inc
549300QY8KN1O6RPFJ13
Mind Medicine MindMed, Inc.
60255C885
125.00000000
NS
USD
412.50000000
0.000078179804
Long
EC
CORP
US
N
1
N
N
N
Vor BioPharma Inc
N/A
Vor BioPharma, Inc.
929033108
113.00000000
NS
USD
209.05000000
0.000039620577
Long
EC
CORP
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-2925632.77000000
PA
USD
-2925632.77000000
-0.55448581297
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.46000000
N/A
10790000.00000000
USD
3140969.00000000
USD
UST
N
N
N
INNOVATE Corp
549300S6O246JWQQ1K58
INNOVATE Corp.
45784J105
282.00000000
NS
USD
298.92000000
0.000056653350
Long
EC
CORP
US
N
1
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp.
25470M109
8508.00000000
NS
USD
31139.28000000
0.005901728051
Long
EC
CORP
US
N
1
N
N
N
Kontoor Brands Inc
549300M0CPXV65RFF271
Kontoor Brands, Inc.
50050N103
608.00000000
NS
USD
33421.76000000
0.006334319178
Long
EC
CORP
US
N
1
N
N
N
Finch Therapeutics Group Inc
N/A
Finch Therapeutics Group, Inc.
31773D200
1.00000000
NS
USD
4.30000000
0.000000814965
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSTU5
2056797.88900000
PA
USD
1980640.50000000
0.375384453275
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.00000000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAD2
975000.00000000
PA
USD
981334.23000000
0.185989135034
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
15462.08000000
0.002930478523
Long
EC
CORP
US
N
1
N
N
N
Fathom Holdings Inc
N/A
Fathom Holdings, Inc.
31189V109
36.00000000
NS
USD
99.36000000
0.000018831382
Long
EC
CORP
US
N
1
N
N
N
Lucid Diagnostics Inc
N/A
Lucid Diagnostics, Inc.
54948X109
29.00000000
NS
USD
42.92000000
0.000008134490
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-274247.00000000
PA
USD
-274247.00000000
-0.05197715595
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.80000000
N/A
300000.00000000
USD
264510.00000000
USD
CDS
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-3834581.39000000
PA
USD
-3834581.39000000
-0.72675593507
Short
RA
CORP
CA
N
2
Reverse repurchase
N
5.55000000
N/A
4850000.00000000
USD
4088695.00000000
USD
CDS
N
N
N
PAVmed Inc
549300V1JXXVXU7P8007
PAVmed, Inc.
70387R106
429.00000000
NS
USD
132.56000000
0.000025123672
Long
EC
CORP
US
N
1
N
N
N
Blink Charging Co
N/A
Blink Charging Co.
09354A100
428.00000000
NS
USD
1378.16000000
0.000261198252
Long
EC
CORP
US
N
1
N
N
N
Ampio Pharmaceuticals Inc
529900DG3YQA5XIHV057
Ampio Pharmaceuticals, Inc.
03209T307
3.90000000
NS
USD
22.46000000
0.000004256771
Long
EC
CORP
US
N
1
N
N
N
NFM & J LLC
N/A
The Facilities Group
N/A
1861287.70890000
PA
USD
1824061.95000000
0.345708621953
Long
LON
CORP
US
N
3
2027-11-30
Variable
11.24000000
N
N
N
N
N
N
Valley National Bancorp
549300ET52S1UBIB9762
Valley National Bancorp
919794107
4679.00000000
NS
USD
42578.90000000
0.008069842607
Long
EC
CORP
US
N
1
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp.
74166NAA2
3300000.00000000
PA
USD
2891856.00000000
0.548084209885
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
1.13000000
0.000000214165
Long
EC
CORP
US
N
1
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc.
00751Y106
1253.00000000
NS
USD
63639.87000000
0.012061460828
Long
EC
CORP
US
N
1
N
N
N
Nurix Therapeutics Inc
N/A
Nurix Therapeutics, Inc.
67080M103
373.00000000
NS
USD
2320.06000000
0.000439713544
Long
EC
CORP
US
N
1
N
N
N
PROJECT RUBY ULTIMATE PARENT CORP
N/A
Project Ruby Ultimate Parent Corp.
N/A
2722500.00000000
PA
USD
2745412.56000000
0.520329253516
Long
LON
CORP
US
N
3
2028-03-10
Variable
11.21000000
N
N
N
N
N
N
Orthofix Medical Inc
N/A
Orthofix Medical, Inc.
68752M108
78.00000000
NS
USD
861.90000000
0.000163353147
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
52000.00000000
NC
167.70000000
0.000031783644
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
56478.92000000
USD
52000.00000000
EUR
2023-12-18
167.70000000
N
N
N
Avid Bioservices Inc
549300GRUS3ZMGP8MX22
Avid Bioservices, Inc.
05368M106
708.00000000
NS
USD
3603.72000000
0.000683001514
Long
EC
CORP
US
N
1
N
N
N
Molecular Templates Inc
529900VZKP6N0B8U5F61
Molecular Templates, Inc.
608550208
14.00000000
NS
USD
68.32000000
0.000012948470
Long
EC
CORP
US
N
1
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group plc
639057AG3
1250000.00000000
PA
USD
1281200.61000000
0.242821850063
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
111.93000000
0.000021213734
Long
EC
CORP
US
N
1
N
N
N
First Advantage Corp
549300RNJ0PXU8FP7D06
First Advantage Corp.
31846B108
320.00000000
NS
USD
4963.20000000
0.000940659407
Long
EC
CORP
US
N
1
N
N
N
Zevra Therapeutics Inc
254900CU6T74V18Y1W18
Zevra Therapeutics, Inc.
488445206
172.00000000
NS
USD
818.72000000
0.000155169380
Long
EC
CORP
US
N
1
N
N
N
EchoStar Corp
549300EE20907QZ9GT38
EchoStar Corp.
278768106
219.00000000
NS
USD
2292.93000000
0.000434571682
Long
EC
CORP
US
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock, Inc.
09247X101
735.00000000
NS
USD
552154.05000000
0.104647989467
Long
EC
CORP
US
N
1
N
N
N
RBB Bancorp
549300A23FBFZNGET525
RBB Bancorp
74930B105
83.00000000
NS
USD
1268.24000000
0.000240365467
Long
EC
CORP
US
N
1
N
N
N
CareDx Inc
549300NQOFKL9NON0U06
CareDx, Inc.
14167L103
593.00000000
NS
USD
5758.03000000
0.001091300992
Long
EC
CORP
US
N
1
N
N
N
Oportun Financial Corp
549300351Y4J4FKIOR78
Oportun Financial Corp.
68376D104
124.00000000
NS
USD
322.40000000
0.000061103439
Long
EC
CORP
US
N
1
N
N
N
ORION GROUP
N/A
Orion Group
N/A
-16695.65380000
PA
USD
-1518.36000000
-0.00028776991
Short
LON
CORP
US
N
3
2027-03-19
Variable
0.59295000
N
N
N
N
N
N
KRONOS ACQUISITION HOLDINGS INC
N/A
Kronos Acquisition Holdings, Inc.
N/A
3242250.00000000
PA
USD
3242250.00000000
0.614493262977
Long
LON
CORP
US
N
2
2026-12-22
Variable
11.54000000
N
N
N
N
N
N
Pennant Group Inc/The
5493007H2OYR6BYLDA64
Pennant Group, Inc.
70805E109
152.00000000
NS
USD
2085.44000000
0.000395246767
Long
EC
CORP
US
N
1
N
N
N
AvidXchange Holdings Inc
N/A
AvidXchange Holdings, Inc.
05368X102
147.00000000
NS
USD
1568.49000000
0.000297270888
Long
EC
CORP
US
N
1
N
N
N
Varonis Systems Inc
549300SHIVNRRH7STS26
Varonis Systems, Inc.
922280102
1250.00000000
NS
USD
52362.50000000
0.009924096995
Long
EC
CORP
US
N
1
N
N
N
Applied Therapeutics Inc
549300KL3IJPHZM2GR04
Applied Therapeutics, Inc.
03828A101
105.00000000
NS
USD
221.55000000
0.000041989662
Long
EC
CORP
US
N
1
N
N
N
IPG Photonics Corp
5493002KZ51CADQ94G15
IPG Photonics Corp.
44980X109
4423.00000000
NS
USD
423546.48000000
0.080273408441
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
2799.11000000
0.000530506357
Long
EC
CORP
US
N
1
N
N
N
MEI Pharma Inc
529900A43X33ON524197
MEI Pharma, Inc.
55279B301
33.00000000
NS
USD
202.62000000
0.000038401919
Long
EC
CORP
US
N
1
N
N
N
Alector Inc
549300Z8RQOIY1JMHC25
Alector, Inc.
014442107
695.00000000
NS
USD
3766.90000000
0.000713928497
Long
EC
CORP
US
N
1
N
N
N
Lovesac Co/The
N/A
Lovesac Co.
54738L109
76.00000000
NS
USD
1577.76000000
0.000299027801
Long
EC
CORP
US
N
1
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAJ0
2940000.00000000
PA
USD
2696133.76000000
0.510989600310
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
Darling Ingredients, Inc.
237266AJ0
150000.00000000
PA
USD
144822.81000000
0.027447803553
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.00000000
N
N
N
N
N
N
GRAFTECH FINANCE INC
1Z010BU876CF2HDBIN43
GrafTech Finance, Inc.
384311AA4
3200000.00000000
PA
USD
2146304.00000000
0.406782126086
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
2111376.35500000
PA
USD
2098708.10000000
0.397761427529
Long
LON
CORP
US
N
2
2027-10-05
Variable
9.46000000
N
N
N
N
N
N
Tenaya Therapeutics Inc
N/A
Tenaya Therapeutics, Inc.
87990A106
153.00000000
NS
USD
287.64000000
0.000054515488
Long
EC
CORP
US
N
1
N
N
N
NIDDA MIDCO SARL
N/A
Nidda Healthcare Holding GmbH
N/A
1000000.00000000
PA
1073056.83000000
0.203373025777
Long
LON
CORP
DE
N
2
2026-08-21
Variable
7.46000000
N
N
N
N
N
N
Protagonist Therapeutics Inc
N/A
Protagonist Therapeutics, Inc.
74366E102
524.00000000
NS
USD
9542.04000000
0.001808472293
Long
EC
CORP
US
N
1
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BJ7
2750000.00000000
PA
1830927.56000000
0.347009839037
Long
DBT
CORP
CA
N
2
2029-08-15
Fixed
4.62500000
N
N
N
N
N
N
Invesco Mortgage Capital Inc
PV3BDP2HFZL2FNXQBL39
Invesco Mortgage Capital, Inc.
46131B704
182.90000000
NS
USD
1465.03000000
0.000277662445
Long
EC
CORP
US
N
1
N
N
N
SWISS RE FINANCE LUX
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg S.A.
87089NAA8
600000.00000000
PA
USD
561771.12000000
0.106470681957
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
1071378.02000000
0.203054846292
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.65000000
N
N
N
N
N
N
Bandwidth Inc
549300QC70JB7MUGXM66
Bandwidth, Inc.
05988J103
275.00000000
NS
USD
3019.50000000
0.000572276168
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
399218.31000000
0.075662568263
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QQB95
757577.22300000
PA
USD
730326.12000000
0.138416371506
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Vuzix Corp
549300EWPW64TZQXJG66
Vuzix Corp.
92921W300
349.00000000
NS
USD
732.90000000
0.000138904190
Long
EC
CORP
US
N
1
N
N
N
Green Dot Corp
N/A
Green Dot Corp.
39304D102
313.00000000
NS
USD
2510.26000000
0.000475761541
Long
EC
CORP
US
N
1
N
N
N
ATD CORP
HZ8T88YVE2JVXJ0BTQ24
American Tire Distributors, Inc.
N/A
443250.00000000
PA
USD
368145.72000000
0.069773479754
Long
LON
CORP
US
N
2
2028-10-20
Variable
11.91000000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC - VBTEL
91823ABA8
5000000.00000000
PA
USD
4230213.00000000
0.801738727569
Long
ABS-O
CORP
US
N
2
2052-02-15
Fixed
5.26800000
N
N
N
N
N
N
TENEO HOLDINGS LLC
N/A
Teneo Holdings LLC
N/A
1193782.38170000
PA
USD
1190057.78000000
0.225547841272
Long
LON
CORP
US
N
2
2025-07-11
Variable
10.70000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto Issuer LLC
30328DAG8
1000000.00000000
PA
USD
995736.80000000
0.188718808018
Long
ABS-O
CORP
US
N
2
2037-08-17
Floating
9.56100000
N
N
N
N
N
N
Community Health Systems Inc
N/A
Community Health Systems, Inc.
203668108
1457.00000000
NS
USD
3744.49000000
0.000709681202
Long
EC
CORP
US
N
1
N
N
N
Middlesex Water Co
N/A
Middlesex Water Co.
596680108
101.00000000
NS
USD
6453.90000000
0.001223187005
Long
EC
CORP
US
N
1
N
N
N
Brightsphere Investment Group
5493004FTLQNQTBOP608
Brightsphere Investment Group, Inc.
10948W103
189.00000000
NS
USD
3298.05000000
0.000625068858
Long
EC
CORP
US
N
1
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp.
058498106
2988.00000000
NS
USD
165206.52000000
0.031311062854
Long
EC
CORP
US
N
1
N
N
N
Akebia Therapeutics Inc
549300CBQEHMKEEGNX42
Akebia Therapeutics, Inc.
00972D105
1039.00000000
NS
USD
1101.34000000
0.000208733444
Long
EC
CORP
US
N
1
N
N
N
BLUE RIBBON LLC (USA)
N/A
Blue Ribbon LLC
N/A
3645569.62010000
PA
USD
3107848.10000000
0.589020501136
Long
LON
CORP
US
N
2
2028-05-08
Variable
11.43000000
N
N
N
N
N
N
Comtech Telecommunications Cor
529900FTEZ8MGM0Y8F73
Comtech Telecommunications Corp.
205826209
152.00000000
NS
USD
1795.12000000
0.000340223346
Long
EC
CORP
US
N
1
N
N
N
eXp World Holdings Inc
549300TWVVZC283VEC32
eXp World Holdings, Inc.
30212W100
736.00000000
NS
USD
8912.96000000
0.001689244775
Long
EC
CORP
US
N
1
N
N
N
DarioHealth Corp
N/A
DarioHealth Corp.
23725P209
80.00000000
NS
USD
96.80000000
0.000018346194
Long
EC
CORP
US
N
1
N
N
N
SECRETARIAT ADVISORS LLC
N/A
Secretariat Advisors LLC
N/A
595500.00000000
PA
USD
589545.00000000
0.111734576520
Long
LON
CORP
US
N
3
2028-12-29
Variable
10.40000000
N
N
N
N
N
N
MGTA_C
N/A
Magnenta Therapeutics, Inc.
N/A
178.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
EW Scripps Co/The
549300U1OW41QPKYW028
EW Scripps Co.
811054402
335.00000000
NS
USD
2314.85000000
0.000438726109
Long
EC
CORP
US
N
1
N
N
N
CuriosityStream Inc
549300MSP5P41EYSIZ09
CuriosityStream, Inc.
23130Q107
155.00000000
NS
USD
106.97000000
0.000020273681
Long
EC
CORP
US
N
1
N
N
N
Aveanna Healthcare Holdings In
N/A
Aveanna Healthcare Holdings, Inc.
05356F105
235.00000000
NS
USD
641.55000000
0.000121590917
Long
EC
CORP
US
N
1
N
N
N
Enanta Pharmaceuticals Inc
529900SSN4DODDQSN594
Enanta Pharmaceuticals, Inc.
29251M106
230.00000000
NS
USD
2148.20000000
0.000407141468
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
2115.78000000
0.000400997010
Long
EC
CORP
US
N
1
N
N
N
Corsair Gaming Inc
549300Y7YT18L8G0H525
Corsair Gaming, Inc.
22041X102
163.00000000
NS
USD
2104.33000000
0.000398826928
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
29513.43000000
0.005593585905
Long
EC
CORP
US
N
1
N
N
N
Glacier Bancorp Inc
549300SMJAUKZB5D7V74
Glacier Bancorp, Inc.
37637Q105
1288.00000000
NS
USD
43315.44000000
0.008209436676
Long
EC
CORP
US
N
1
N
N
N
Perficient Inc
549300HTBXKL2755T650
Perficient, Inc.
71375U101
380.00000000
NS
USD
23514.40000000
0.004456608954
Long
EC
CORP
US
N
1
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour, Inc.
904311107
8161.00000000
NS
USD
66430.54000000
0.012590367579
Long
EC
CORP
US
N
1
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAD3
2550000.00000000
PA
USD
2613347.64000000
0.495299412012
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
9.87500000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
74841CAB7
100000.00000000
PA
USD
84000.00000000
0.015920251088
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources, Inc.
354613101
9379.00000000
NS
USD
232599.20000000
0.044083781748
Long
EC
CORP
US
N
1
N
N
N
Axos Financial Inc
529900D8M56422GK9O25
Axos Financial, Inc.
05465C100
669.00000000
NS
USD
25602.63000000
0.004852384501
Long
EC
CORP
US
N
1
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BJ0
1550000.00000000
PA
USD
1376955.99000000
0.260970060689
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
2977355.55000000
0.564288665884
Long
ABS-O
CORP
KY
N
2
2037-01-15
Floating
8.54400000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1492703.50000000
PA
USD
-1492703.50000000
-0.28290731571
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.80000000
N/A
1550000.00000000
USD
1377020.00000000
USD
CDS
N
N
N
Envestnet Inc
549300HLWZ5OKIDM8737
Envestnet, Inc.
29404K106
635.00000000
NS
USD
24149.05000000
0.004576892137
Long
EC
CORP
US
N
1
N
N
N
Audacy Inc
N/A
Audacy, Inc.
05070N202
23.00000000
NS
USD
6.57000000
0.000001245191
Long
EC
CORP
US
N
1
N
N
N
Mesa Laboratories Inc
549300ZCG738WLX8ZW79
Mesa Laboratories, Inc.
59064R109
29.00000000
NS
USD
2475.73000000
0.000469217181
Long
EC
CORP
US
N
1
N
N
N
PARK PLACE TECHNOLOGIES LLC
N/A
Park Place Technologies, LLC
N/A
1293367.34700000
PA
USD
1273695.23000000
0.241399379419
Long
LON
CORP
US
N
2
2027-11-10
Variable
10.45000000
N
N
N
N
N
N
EVI Industries Inc
549300RU296J63VW0297
EVI Industries, Inc.
26929N102
27.00000000
NS
USD
699.30000000
0.000132536090
Long
EC
CORP
US
N
1
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C100
1594.00000000
NS
USD
22.32000000
0.000004230238
Long
EC
CORP
US
N
1
N
N
N
NanoString Technologies Inc
549300G4CK0Y3WRDMY89
NanoString Technologies, Inc.
63009R109
532.00000000
NS
USD
264.56000000
0.000050141209
Long
EC
CORP
US
N
1
N
N
N
Advantage Solutions Inc
N/A
Advantage Solutions, Inc.
00791N102
455.00000000
NS
USD
1251.25000000
0.000237145406
Long
EC
CORP
US
N
1
N
N
N
LCI Industries
549300E1B98YNJ1WIQ04
LCI Industries
50189K103
289.00000000
NS
USD
31359.39000000
0.005943444794
Long
EC
CORP
US
N
1
N
N
N
Generac Holdings Inc
529900S2H2AHJHSFFI84
Generac Holdings, Inc.
368736104
2048.00000000
NS
USD
239759.36000000
0.045440823951
Long
EC
CORP
US
N
1
N
N
N
Rackspace Technology Inc
N/A
Rackspace Technology, Inc.
750102105
324.00000000
NS
USD
408.24000000
0.000077372420
Long
EC
CORP
US
N
1
N
N
N
Kirkland's Inc
N/A
Kirkland's, Inc.
497498105
74.00000000
NS
USD
181.30000000
0.000034361208
Long
EC
CORP
US
N
1
N
N
N
Sera Prognostics Inc
N/A
Sera Prognostics, Inc.
81749D107
31.00000000
NS
USD
60.14000000
0.000011398141
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.
46590XAQ9
1750000.00000000
PA
USD
1200338.13000000
0.227496243096
Long
DBT
CORP
US
N
2
2052-02-02
Fixed
4.37500000
N
N
N
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories, Inc.
090572207
482.00000000
NS
USD
146971.44000000
0.027855026518
Long
EC
CORP
US
N
1
N
N
N
Syros Pharmaceuticals Inc
549300512PURS7IGVT96
Syros Pharmaceuticals, Inc.
87184Q206
34.00000000
NS
USD
93.50000000
0.000017720755
Long
EC
CORP
US
N
1
N
N
N
Enviri Corp
KAO98FK89NPNNPQGUZ43
Enviri Corp.
415864107
459.00000000
NS
USD
2708.10000000
0.000513257523
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
988509.70000000
0.187349078892
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
280.80000000
0.000053219125
Long
EC
CORP
US
N
1
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
ANSYS, Inc.
03662Q105
2022.00000000
NS
USD
593173.92000000
0.112422354110
Long
EC
CORP
US
N
1
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc.
98919VAA3
3250000.00000000
PA
USD
2479638.85000000
0.469958013090
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
517.94000000
0.000098163510
Long
EC
CORP
US
N
1
N
N
N
Metrocity Bankshares Inc
549300TC6QB7YG0P6F52
Metrocity Bankshares, Inc.
59165J105
113.00000000
NS
USD
2257.74000000
0.000427902234
Long
EC
CORP
US
N
1
N
N
N
JONES DESLAURIERS INSURA
549300JQIWNFU00E5424
Jones Deslauriers Insurance Management, Inc.
48020RAA3
500000.00000000
PA
USD
517500.00000000
0.098080118310
Long
DBT
CORP
CA
N
2
2030-12-15
Fixed
10.50000000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAE8
990000.00000000
PA
USD
930192.12000000
0.176296334648
Long
ABS-O
CORP
US
N
2
2049-06-05
Fixed
4.72300000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAE1
4250000.00000000
PA
USD
3834453.70000000
0.726731734397
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KPZC5
1985267.47800000
PA
USD
1913854.75000000
0.362726763880
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Oncocyte Corp
549300BIYAW8GO410287
Oncocyte Corp.
68235C206
17.00000000
NS
USD
64.60000000
0.000012243431
Long
EC
CORP
US
N
1
N
N
N
INGENOVIS HEALTH INC
N/A
CCRR Parent, Inc.
N/A
224383.44360000
PA
USD
211106.68000000
0.040010373237
Long
LON
CORP
US
N
2
2028-03-06
Variable
9.21000000
N
N
N
N
N
N
Dianthus Therapeutics Inc
549300Z3N6ODPCOFC890
Dianthus Therapeutics, Inc.
252828108
11.00000000
NS
USD
122.98000000
0.000023308005
Long
EC
CORP
US
N
1
N
N
N
LiveRamp Holdings Inc
254900GXS75LG1X7RF88
LiveRamp Holdings, Inc.
53815P108
775.00000000
NS
USD
25699.00000000
0.004870649198
Long
EC
CORP
US
N
1
N
N
N
AMC Entertainment Holdings Inc
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc.
00165C302
1286.37990000
NS
USD
8554.43000000
0.001621293732
Long
EC
CORP
US
N
1
N
N
N
TherapeuticsMD Inc
5299004JS7RE49QHRW30
TherapeuticsMD, Inc.
88338N206
45.96000000
NS
USD
118.58000000
0.000022474087
Long
EC
CORP
US
N
1
N
N
N
Nevro Corp
254900SH91I4BOYKUE38
Nevro Corp.
64157F103
405.00000000
NS
USD
7014.60000000
0.001329454681
Long
EC
CORP
US
N
1
N
N
N
Century Therapeutics Inc
N/A
Century Therapeutics, Inc.
15673T100
96.00000000
NS
USD
131.52000000
0.000024926564
Long
EC
CORP
US
N
1
N
N
N
Kopin Corp
52990031GUBB61RXCD89
Kopin Corp.
500600101
462.00000000
NS
USD
702.24000000
0.000133093299
Long
EC
CORP
US
N
1
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy, Inc.
12662PAD0
3300000.00000000
PA
USD
3051543.00000000
0.578349175784
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
4160257.50000000
0.788480285605
Long
EP
CORP
US
N
2
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial, Inc.
46817M206
26000.00000000
NS
USD
650520.00000000
0.123290973068
Long
EP
CORP
US
N
2
N
N
N
LivePerson Inc
549300IN2P1JZ20G7N40
LivePerson, Inc.
538146101
775.00000000
NS
USD
2201.00000000
0.000417148483
Long
EC
CORP
US
N
1
N
N
N
FERTITTA ENTERTAINMENT LLC
N/A
Fertitta Entertainment LLC
N/A
1674500.00000000
PA
USD
1661321.69000000
0.314864981461
Long
LON
CORP
US
N
2
2029-01-29
Variable
9.35000000
N
N
N
N
N
N
NGM Biopharmaceuticals Inc
5493008V5DSDZIGQOP17
NGM Biopharmaceuticals, Inc.
62921N105
187.00000000
NS
USD
139.67000000
0.000026471207
Long
EC
CORP
US
N
1
N
N
N
UNIFORM MBS
N/A
UMBS 30YR TBA(REG A)
N/A
6575630.00000000
PA
USD
5543598.02000000
1.050660385826
Long
ABS-MBS
CORP
US
N
2
2053-09-14
Fixed
3.00000000
N
N
N
N
N
N
Telesat Corp
N/A
Telesat Corp.
879512309
41.00000000
NS
USD
447.31000000
0.000084777232
Long
EC
CORP
US
N
1
N
N
N
ARCLINE FM HOLDINGS LLC
N/A
Arcline FM Holdings LLC
N/A
2205000.00000000
PA
USD
2168066.25000000
0.410906655660
Long
LON
CORP
US
N
2
2028-06-23
Variable
10.40000000
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658300
29371.00000000
NS
USD
442327.26000000
0.083832869550
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
3343811.45000000
0.633741879464
Long
ABS-O
CORP
KY
N
2
2030-04-15
Floating
10.39400000
N
N
N
N
N
N
National Energy Services Reuni
N/A
National Energy Services Reunited Corp.
N/A
226.00000000
NS
USD
1073.50000000
0.000203457018
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-844333.39000000
PA
USD
-844333.39000000
-0.16002380441
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
975000.00000000
USD
981337.50000000
USD
CDS
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
5816.00000000
NS
USD
335059.76000000
0.063502803674
Long
EC
CORP
US
N
1
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAF8
2000000.00000000
PA
USD
1430419.80000000
0.271102885443
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
1171.32000000
0.000221996529
Long
EC
CORP
US
N
1
N
N
N
3D Systems Corp
5493003HHDOCCW4OP744
3D Systems Corp.
88554D205
1453.00000000
NS
USD
7759.02000000
0.001470542221
Long
EC
CORP
US
N
1
N
N
N
Sportsman's Warehouse Holdings
549300JVV8YLQSRSF462
Sportsman's Warehouse Holdings, Inc.
84920Y106
259.00000000
NS
USD
1250.97000000
0.000237092339
Long
EC
CORP
US
N
1
N
N
N
Tilly's Inc
N/A
Tilly's, Inc.
886885102
135.00000000
NS
USD
1116.45000000
0.000211597194
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-2359894.71000000
PA
USD
-2359894.71000000
-0.44726328957
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.50000000
N/A
3412000.00000000
USD
3106967.20000000
USD
CDS
N
N
N
VBI Vaccines Inc
52990076U5YRLVGDJE40
VBI Vaccines, Inc.
91822J202
37.00000000
NS
USD
22.76000000
0.000004313629
Long
EC
CORP
US
N
1
N
N
N
Aterian Inc
N/A
Aterian, Inc.
02156U101
154.00000000
NS
USD
48.29000000
0.000009152249
Long
EC
CORP
US
N
1
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
Dentsply Sirona, Inc.
24906P109
5242.00000000
NS
USD
166433.50000000
0.031543608445
Long
EC
CORP
US
N
1
N
N
N
Stewart Information Services C
529900TV1XI0PLKENU10
Stewart Information Services Corp.
860372101
313.00000000
NS
USD
14789.25000000
0.002802959207
Long
EC
CORP
US
N
1
N
N
N
Silvergate Capital Corp
BPE6FTXDZEBNAGIT2T19
Silvergate Capital Corp.
82837P408
327.00000000
NS
USD
81.75000000
0.000015493815
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
2731334.78000000
0.517661136941
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
423.08000000
0.000080184997
Long
EC
CORP
US
N
1
N
N
N
Centrus Energy Corp
549300G6VDK9G8276661
Centrus Energy Corp.
15643U104
57.00000000
NS
USD
2851.14000000
0.000540367436
Long
EC
CORP
US
N
1
N
N
N
UPC BROADBAND FINCO BV
213800MNFBDEQRS6HZ22
UPC Broadband Finco BV
90320BAA7
750000.00000000
PA
USD
632812.50000000
0.119934927281
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
4.87500000
N
N
N
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Company, Inc.
730481AJ7
325000.00000000
PA
USD
319808.09000000
0.060612203485
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
1978.86000000
0.000375047000
Long
EC
CORP
US
N
1
N
N
N
Customers Bancorp Inc
549300WLBCHYKZ53FN68
Customers Bancorp, Inc.
23204G100
357.00000000
NS
USD
16089.99000000
0.003049484295
Long
EC
CORP
US
N
1
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571BAY1
1700000.00000000
PA
USD
1555500.00000000
0.294808935326
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
243804.60000000
0.046207505338
Long
EC
CORP
US
N
1
N
N
N
Deluxe Corp
KWGNKB8TX9LE5TV29231
Deluxe Corp.
248019101
503.00000000
NS
USD
9199.87000000
0.001743621909
Long
EC
CORP
US
N
1
N
N
N
GTCR W-2 MERGER SUB LLC
N/A
Worldpay US, Inc.
N/A
250000.00000000
PA
326873.02000000
0.061951197051
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
8.50000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187109
8597.00000000
NS
USD
204436.66000000
0.038746225699
Long
EC
CORP
US
N
1
N
N
N
ARSENAL AIC PARENT LLC
N/A
Arsenal AIC Parent LLC
N/A
300000.00000000
PA
USD
299937.00000000
0.056846099411
Long
LON
CORP
US
N
2
2030-08-19
Variable
9.85000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
OKXQCBALRQBU7RU5WQ22
Level 3 Financing, Inc.
N/A
907587.00000000
PA
USD
0.91000000
0.000000172469
Long
DBT
CORP
US
N
3
2029-11-15
Fixed
11.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
226373AQ1
125000.00000000
PA
USD
122818.75000000
0.023277444503
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
1061833.33000000
PA
USD
1065156.87000000
0.201875771649
Long
LON
CORP
US
N
2
2029-08-23
Variable
10.20000000
N
N
N
N
N
N
VirnetX Holding Corp
529900GEQQ3ACACKKD25
VirnetX Holding Corp.
92823T207
18.00000000
NS
USD
139.14000000
0.000026370758
Long
EC
CORP
US
N
1
N
N
N
TTEC Holdings Inc
GTJS1N8S8I28A7L4WG97
TTEC Holdings, Inc.
89854H102
108.00000000
NS
USD
2021.76000000
0.000383177700
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
1965.00000000
NS
USD
219411.90000000
0.041584434996
Long
EC
CORP
US
N
1
N
N
N
ATLAS CC ACQUISITION CORP
N/A
Atlas CC Acquisition Corp.
N/A
150192.07100000
PA
USD
138948.69000000
0.026334500394
Long
LON
CORP
US
N
2
2028-05-25
Variable
9.90000000
N
N
N
N
N
N
Start Ltd.
N/A
Start II Ltd.
85573LAA9
686946.10660000
PA
USD
620030.69000000
0.117512431750
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
597078.96000000
0.113162463840
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
1314265.07000000
0.249088451316
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
262475.28000000
0.049746099547
Long
EC
CORP
US
N
1
N
N
N
LivaNova PLC
2138001K2FX6SHK2B339
LivaNova plc
N/A
625.00000000
NS
USD
28031.25000000
0.005312673075
Long
EC
CORP
US
N
1
N
N
N
Curo Group Holdings Corp
54930007KH8KCGJ4YE72
Curo Group Holdings Corp.
23131L107
125.00000000
NS
USD
93.71000000
0.000017760556
Long
EC
CORP
US
N
1
N
N
N
ALX Oncology Holdings Inc
N/A
ALX Oncology Holdings, Inc.
00166B105
105.00000000
NS
USD
823.20000000
0.000156018460
Long
EC
CORP
US
N
1
N
N
N
Beyond Inc
549300ACR0DL9U7EI710
Beyond, Inc.
690370101
504.00000000
NS
USD
9686.88000000
0.001835923355
Long
EC
CORP
US
N
1
N
N
N
Aeva Technologies Inc
N/A
Aeva Technologies, Inc.
00835Q103
1231.00000000
NS
USD
687.76000000
0.000130348951
Long
EC
CORP
US
N
1
N
N
N
IRON_C
N/A
Disc Medicine, Inc.
N/A
130.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
AMERITEX HOLDCO INTERMED
N/A
AmeriTex HoldCo Intermediate LLC
030727AA9
650000.00000000
PA
USD
635375.00000000
0.120420589702
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
10.25000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance, Inc.
68245XAM1
4500000.00000000
PA
USD
3879371.25000000
0.735244813853
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
Spyre Therapeutics Inc
52990017AIJPRH3HQH40
Spyre Therapeutics, Inc.
00773J202
9.60000000
NS
USD
179.14000000
0.000033951830
Long
EC
CORP
US
N
1
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
3732777.78000000
PA
USD
0.04000000
0.000000007581
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
573263.89500000
PA
USD
458949.34000000
0.086983199160
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
396.48000000
0.000075143585
Long
EC
CORP
US
N
1
N
N
N
Pacific Biosciences of Califor
529900F1BWRE1M0KZN89
Pacific Biosciences of California, Inc.
69404D108
2271.00000000
NS
USD
19258.08000000
0.003649922250
Long
EC
CORP
US
N
1
N
N
N
Luxfer Holdings PLC
21380045UF5SJYZOXE41
Luxfer Holdings plc
N/A
164.00000000
NS
USD
1353.00000000
0.000256429758
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
1527067.50000000
0.289420214623
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
299.97000000
0.000056852353
Long
EC
CORP
US
N
1
N
N
N
KANE FEEDERCO LTD
N/A
Kane Bidco Ltd.
N/A
700000.00000000
PA
724343.78000000
0.137282557757
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
659.49000000
0.000124991028
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132E0SG8
4320948.35000000
PA
USD
3672107.01000000
0.695962685967
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
3.00000000
N
N
N
N
N
N
Zumiez Inc
549300J0PDF58P6HZD25
Zumiez, Inc.
989817101
114.00000000
NS
USD
2152.32000000
0.000407922319
Long
EC
CORP
US
N
1
N
N
N
Skyline Champion Corp
N/A
Skyline Champion Corp.
830830105
613.00000000
NS
USD
36896.47000000
0.006992869841
Long
EC
CORP
US
N
1
N
N
N
ConnectOne Bancorp Inc
549300E2M5ZYAZKUK134
ConnectOne Bancorp, Inc.
20786W107
218.00000000
NS
USD
4285.88000000
0.000812289115
Long
EC
CORP
US
N
1
N
N
N
Instil Bio Inc
N/A
Instil Bio, Inc.
45783C101
629.00000000
NS
USD
213.11000000
0.000040390056
Long
EC
CORP
US
N
1
N
N
N
PMV Pharmaceuticals Inc
N/A
PMV Pharmaceuticals, Inc.
69353Y103
156.00000000
NS
USD
357.24000000
0.000067706553
Long
EC
CORP
US
N
1
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One, Inc.
12685JAE5
450000.00000000
PA
USD
373500.00000000
0.070788259302
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
1190900.91900000
PA
USD
1116469.61000000
0.211600910992
Long
LON
CORP
US
N
2
2028-03-27
Variable
9.79000000
N
N
N
N
N
N
Daily Journal Corp
2549004ASTNVLR8YWZ33
Daily Journal Corp.
233912104
7.00000000
NS
USD
2279.06000000
0.000431942945
Long
EC
CORP
US
N
1
N
N
N
MarineMax Inc
254900TIXTN8WY3FNN63
MarineMax, Inc.
567908108
123.00000000
NS
USD
3669.09000000
0.000695390881
Long
EC
CORP
US
N
1
N
N
N
Affimed NV
5493004V4FSXT1D04610
Affimed N.V.
N/A
691.00000000
NS
USD
310.95000000
0.000058933358
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza, Inc.
25754A201
662.00000000
NS
USD
260093.18000000
0.049294627760
Long
EC
CORP
US
N
1
N
N
N
Cerence Inc
5493002WL2W5WMS89568
Cerence, Inc.
156727109
454.00000000
NS
USD
7849.66000000
0.001487720930
Long
EC
CORP
US
N
1
N
N
N
Gannett Co Inc
549300JQ2PU0RI3ZBA32
Gannett Company, Inc.
36472T109
838.00000000
NS
USD
1550.30000000
0.000293823395
Long
EC
CORP
US
N
1
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
500000.00000000
PA
USD
449382.49000000
0.085170024706
Long
DBT
CORP
US
N
2
N/A
Variable
4.87500000
N
N
N
N
N
N
Assertio Holdings Inc
N/A
Assertio Holdings, Inc.
04546C205
173.00000000
NS
USD
176.46000000
0.000033443898
Long
EC
CORP
US
N
1
N
N
N
Liberty Latin America Ltd
213800YWQHEAX7CAVO83
Liberty Latin America Ltd.
N/A
906.00000000
NS
USD
6187.98000000
0.001172788039
Long
EC
CORP
US
N
1
N
N
N
Cullinan Oncology Inc
N/A
Cullinan Oncology, Inc.
230031106
154.00000000
NS
USD
1261.26000000
0.000239042570
Long
EC
CORP
US
N
1
N
N
N
Pioneer Bancorp Inc/NY
N/A
Pioneer Bancorp, Inc.
723561106
69.00000000
NS
USD
570.98000000
0.000108216011
Long
EC
CORP
US
N
1
N
N
N
Tourmaline Bio Inc
N/A
Tourmaline Bio, Inc.
89157D105
12.40000000
NS
USD
232.50000000
0.000044064980
Long
EC
CORP
US
N
1
N
N
N
Etsy Inc
54930089Q7XT501AEA40
Etsy, Inc.
29786A106
4899.00000000
NS
USD
371393.19000000
0.070388962347
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
0.000006248698
Long
EC
CORP
US
N
3
N
N
N
Kymera Therapeutics Inc
N/A
Kymera Therapeutics, Inc.
501575104
403.00000000
NS
USD
8366.28000000
0.001585634265
Long
EC
CORP
US
N
1
N
N
N
2U Inc
5493008RVTXVR43PYF84
2U, Inc.
90214J101
857.00000000
NS
USD
841.92000000
0.000159566402
Long
EC
CORP
US
N
1
N
N
N
Bally's Corp
549300NS4D5IK406VT62
Bally's Corp.
05875B106
191.00000000
NS
USD
2200.32000000
0.000417019605
Long
EC
CORP
US
N
1
N
N
N
ORION GROUP
N/A
Orion Group
N/A
138921.73000000
PA
USD
136381.19000000
0.025847890339
Long
LON
CORP
US
N
3
2027-03-19
Variable
11.69000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67117YAC8
434755.21240000
PA
USD
425095.52000000
0.080566993033
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.10000000
N
N
N
N
N
N
FINASTRA SUBCO LTD
N/A
Finastra
N/A
1200000.00000000
PA
USD
1189597.93000000
0.225460687373
Long
LON
CORP
US
N
3
2029-09-13
Variable
12.71000000
N
N
N
N
N
N
MaxLinear Inc
549300EMOI0SM2IY4F64
MaxLinear, Inc.
57776J100
829.00000000
NS
USD
15527.17000000
0.002942814822
Long
EC
CORP
US
N
1
N
N
N
Five Guys Funding, LLC
549300LV8X8T05G1H175
Five Guys Funding LLC
33830JAA3
1723750.00000000
PA
USD
1723544.87000000
0.326657941569
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
1576225.92700000
PA
USD
1328344.85000000
0.251756946946
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
2306.22000000
0.000437090493
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
1947000.00000000
0.369008677004
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
546.38000000
0.000103553652
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
-57191.12000000
N
N
N
SELECTIVE INSURANCE GROU
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300503
85536.00000000
NS
USD
1490892.48000000
0.282564078890
Long
EP
CORP
US
N
2
N
N
N
AMMO Inc
549300WUBAV2G8RICP63
AMMO, Inc.
00175J107
515.00000000
NS
USD
1050.60000000
0.000199116854
Long
EC
CORP
US
N
1
N
N
N
CS Disco Inc
N/A
CS Disco, Inc.
126327105
84.00000000
NS
USD
499.80000000
0.000094725493
Long
EC
CORP
US
N
1
N
N
N
ATLANTIC MARINE CORP COM
N/A
Atlantic Marine Corporations Communities LLC
048677AH1
2054935.87400000
PA
USD
1520336.09000000
0.288144432035
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
5.38300000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-3667349.24000000
PA
USD
-3667349.24000000
-0.69506096105
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.65000000
N/A
5450000.00000000
USD
4957140.00000000
USD
CDS
N
N
N
ONTARIO GAMING GTA LP
894500EC9KLZLOC3V025
Ontario Gaming GTA, LP
68306MAA7
1250000.00000000
PA
USD
1262637.69000000
0.239303679261
Long
DBT
CORP
CA
N
2
2030-08-01
Fixed
8.00000000
N
N
N
N
N
N
Steven Madden Ltd
549300Z9GZ7GYJWSGF43
Steven Madden Ltd.
556269108
944.00000000
NS
USD
35796.48000000
0.006784392257
Long
EC
CORP
US
N
1
N
N
N
Codexis Inc
N/A
Codexis, Inc.
192005106
706.00000000
NS
USD
1666.16000000
0.000315781970
Long
EC
CORP
US
N
1
N
N
N
Oramed Pharmaceuticals Inc
5299006K52ZIIGQJ6R84
Oramed Pharmaceuticals, Inc.
68403P203
212.00000000
NS
USD
470.64000000
0.000089198892
Long
EC
CORP
US
N
1
N
N
N
Joint Corp/The
N/A
Joint Corp.
47973J102
165.00000000
NS
USD
1450.35000000
0.000274880192
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp.
857477103
3115.00000000
NS
USD
226834.30000000
0.042991178706
Long
EC
CORP
US
N
1
N
N
N
BlackRock Credit Allocation In
WU48CSUCFTU86AQUYZ93
BlackRock Credit Allocation Income Trust
092508100
283098.00000000
NS
USD
2836641.96000000
0.537619669643
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
267.69000000
0.000050734428
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
-29753.56000000
N
N
N
National Storage Affiliates Tr
529900FS06O8GOYNR108
National Storage Affiliates Trust
637870106
949.00000000
NS
USD
31497.31000000
0.005969584330
Long
EC
CORP
US
N
1
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CT7
650000.00000000
PA
USD
657181.85000000
0.124553572172
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
821057.60000000
0.155612418449
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
5320.92000000
0.001008456933
Long
EC
CORP
US
N
1
N
N
N
OMERS ADMINISTRATION CORP
N/A
Alexander Mann
N/A
1800000.00000000
PA
USD
1749006.00000000
0.331483508029
Long
LON
CORP
GB
N
2
2027-06-29
Variable
11.42000000
N
N
N
N
N
N
Mustang Bio Inc
5493004W0VC1DPECQ779
Mustang Bio, Inc.
62818Q203
28.00000000
NS
USD
40.32000000
0.000007641720
Long
EC
CORP
US
N
1
N
N
N
Liquidity Services Inc
5299002AZ4ULSAXN0G81
Liquidity Services, Inc.
53635B107
135.00000000
NS
USD
2586.60000000
0.000490230017
Long
EC
CORP
US
N
1
N
N
N
Liberty Latin America Ltd
213800YWQHEAX7CAVO83
Liberty Latin America Ltd.
N/A
237.00000000
NS
USD
1604.49000000
0.000304093853
Long
EC
CORP
US
N
1
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YBE9
3350000.00000000
PA
USD
2436891.20000000
0.461856187835
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
811.84000000
0.000153865436
Long
EC
CORP
US
N
1
N
N
N
Oncternal Therapeutics Inc
549300QZ85LIXQ8O7P72
Oncternal Therapeutics, Inc.
68236P107
263.00000000
NS
USD
96.78000000
0.000018342403
Long
EC
CORP
US
N
1
N
N
N
Douglas Elliman Inc
549300BXICHPOXA1NO93
Douglas Elliman, Inc.
25961D105
450.42500000
NS
USD
878.33000000
0.000166467073
Long
EC
CORP
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-1360860.49000000
PA
USD
-1360860.49000000
-0.25791953210
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.25000000
N/A
1600000.00000000
USD
1471520.00000000
USD
CDS
N
N
N
Pure Cycle Corp
N/A
Pure Cycle Corp.
746228303
114.00000000
NS
USD
1140.00000000
0.000216060550
Long
EC
CORP
US
N
1
N
N
N
Smith & Wesson Brands Inc
5493004PFHUPOR1PWN79
Smith & Wesson Brands, Inc.
831754106
285.00000000
NS
USD
3918.75000000
0.000742708142
Long
EC
CORP
US
N
1
N
N
N
GLOBAL BLUE GROUP HOLDING LTD
N/A
Global Blue Acquisition B.V.
N/A
1000000.00000000
PA
1072283.91000000
0.203226536724
Long
LON
CORP
NL
N
2
2030-11-13
Variable
5.00000000
N
N
N
N
N
N
Digital Media Solutions Inc
N/A
Digital Media Solutions, Inc.
25401G403
1.26670000
NS
USD
0.38000000
0.000000072020
Long
EC
CORP
US
N
1
N
N
N
Container Store Group Inc/The
529900L7KB2N9KXCDI76
Container Store Group, Inc.
210751103
189.00000000
NS
USD
355.32000000
0.000067342662
Long
EC
CORP
US
N
1
N
N
N
Fox Factory Holding Corp
529900GE1HSV0617R721
Fox Factory Holding Corp.
35138V102
493.00000000
NS
USD
30817.43000000
0.005840728851
Long
EC
CORP
US
N
1
N
N
N
Lifetime Brands Inc
549300GS38DC0OHLYK32
Lifetime Brands, Inc.
53222Q103
75.00000000
NS
USD
481.50000000
0.000091257153
Long
EC
CORP
US
N
1
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BM8
1000000.00000000
PA
USD
998243.70000000
0.189193932750
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
2674.25000000
0.000506842041
Long
EC
CORP
US
N
1
N
N
N
Codiak Biosciences Inc
549300QVVVW74Y10Q230
Codiak Biosciences, Inc.
192010106
94.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group, Inc.
19240CAE3
500000.00000000
PA
USD
491250.00000000
0.093105039845
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
7155.00000000
0.001356064244
Long
EC
CORP
US
N
1
N
N
N
Biodesix Inc
N/A
Biodesix, Inc.
09075X108
75.00000000
NS
USD
111.75000000
0.000021179619
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
10Y-2Y SOFR CMS CAP
N/A
15700000.00000000
NC
USD
28050.56000000
0.005316332837
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
-43580.69000000
N
N
N
Hannon Armstrong Sustainable I
254900ZZRL7MWL1X8E92
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
41068X100
896.00000000
NS
USD
21692.16000000
0.004111245640
Long
EC
CORP
US
N
1
N
N
N
Cardiff Oncology Inc
549300AHOLZBHHYFWP04
Cardiff Oncology, Inc.
14147L108
226.00000000
NS
USD
277.98000000
0.000052684659
Long
EC
CORP
US
N
1
N
N
N
ENVIRI CORP
KAO98FK89NPNNPQGUZ43
Enviri Corp.
415864AM9
2625000.00000000
PA
USD
2284590.00000000
0.432991028966
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
1770.45000000
0.000335547720
Long
EC
CORP
US
N
1
N
N
N
NeoGenomics Inc
N/A
NeoGenomics, Inc.
64049M209
1325.00000000
NS
USD
24075.25000000
0.004562905059
Long
EC
CORP
US
N
1
N
N
N
AngioDynamics Inc
549300W3VKC5ZKMO8C28
AngioDynamics, Inc.
03475V101
220.00000000
NS
USD
1436.60000000
0.000272274198
Long
EC
CORP
US
N
1
N
N
N
ASGN Inc
LZBNYYCBUKY537072438
ASGN, Inc.
00191U102
596.00000000
NS
USD
53187.04000000
0.010080369421
Long
EC
CORP
US
N
1
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software, Inc.
70432V102
1974.00000000
NS
USD
358596.84000000
0.067963711097
Long
EC
CORP
US
N
1
N
N
N
LONESTAR INTERMEDIATE SUPER HOLDINGS LLC
549300KNQVXGIOXWK278
Asurion LLC
N/A
497500.00000000
PA
USD
488793.75000000
0.092639514645
Long
LON
CORP
US
N
2
2028-08-20
Variable
9.70000000
N
N
N
N
N
N
Helios Technologies Inc
5493000BCJSMIDRNTI78
Helios Technologies, Inc.
42328H109
378.00000000
NS
USD
14507.64000000
0.002749586565
Long
EC
CORP
US
N
1
N
N
N
Yellow Corp
529900SEX4UQ2WLPRC40
Yellow Corp.
985510106
300.00000000
NS
USD
480.00000000
0.000090972863
Long
EC
CORP
US
N
1
N
N
N
MillerKnoll Inc
U98HXD3PNK7HYU2MU887
MillerKnoll, Inc.
600544100
872.00000000
NS
USD
22497.60000000
0.004263898105
Long
EC
CORP
US
N
1
N
N
N
Tucows Inc
529900860LTAB4QUV247
Tucows, Inc.
898697206
58.00000000
NS
USD
1230.18000000
0.000233152077
Long
EC
CORP
US
N
1
N
N
N
Workhorse Group Inc
5493006JUAG258V8X854
Workhorse Group, Inc.
98138J206
875.00000000
NS
USD
325.24000000
0.000061641695
Long
EC
CORP
US
N
1
N
N
N
XEROX HOLDINGS CORP
4KF48RN45X1OO8UBLY20
Xerox Corp.
N/A
1200000.00000000
PA
USD
1177500.00000000
0.223167805430
Long
LON
CORP
US
N
2
2029-11-14
Variable
9.35000000
N
N
N
N
N
N
Ameresco Inc
529900NZXZGBCBXYY327
Ameresco, Inc.
02361E108
362.00000000
NS
USD
10845.52000000
0.002055516685
Long
EC
CORP
US
N
1
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AN7
3300000.00000000
PA
USD
1679438.64000000
0.318298628996
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
481.50000000
0.000091257153
Long
EC
CORP
US
N
1
N
N
N
ALLWYN ENTERTAINMENT FIN
315700J7ZTIN8XGCX365
Allwyn Entertainment Financing UK plc
02007VAA8
1400000.00000000
PA
USD
1396500.00000000
0.264674174338
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
18627.00000000
0.003530315678
Long
EC
CORP
US
N
1
N
N
N
HIGHTOWER HOLDING LLC
N/A
HighTower Holding LLC
N/A
2775141.34560000
PA
USD
2758962.27000000
0.522897286675
Long
LON
CORP
US
N
2
2028-04-21
Variable
9.64000000
N
N
N
N
N
N
Ooma Inc
N/A
Ooma, Inc.
683416101
130.00000000
NS
USD
1508.00000000
0.000285806412
Long
EC
CORP
US
N
1
N
N
N
STEELCASE INC
GIE4CCPBJDI8SMV1OX95
Steelcase, Inc.
858155AE4
1450000.00000000
PA
USD
1329227.33000000
0.251924200555
Long
DBT
CORP
US
N
2
2029-01-18
Fixed
5.12500000
N
N
N
N
N
N
2seventy bio Inc
N/A
2seventy bio, Inc.
901384107
135.00000000
NS
USD
247.05000000
0.000046822595
Long
EC
CORP
US
N
1
N
N
N
Invitae Corp
549300MYI59DZW1WIX92
Invitae Corp.
46185L103
2340.00000000
NS
USD
1189.19000000
0.000225383373
Long
EC
CORP
US
N
1
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
4767222.22000000
PA
USD
4379455.17000000
0.830024118275
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
231.84000000
0.000043939893
Long
EC
CORP
US
N
1
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-914912.53000000
PA
USD
-914912.53000000
-0.17340044287
Short
RA
CORP
CA
N
2
Reverse repurchase
N
5.80000000
2024-01-22
1364000.00000000
USD
1065966.00000000
USD
CDS
N
N
N
Sprout Social Inc
N/A
Sprout Social, Inc.
85209W109
530.00000000
NS
USD
30157.00000000
0.005715559667
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
CDX.NA.HY.41.V2
N/A
-7128000.00000000
OU
Notional Amount
USD
-276739.68000000
-0.05244958561
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
CDX HY41 V2 5% 12/20/2028
N/A
Y
CDX HY41 V2 5% 12/20/2028 - Tenor Quarterly
2028-12-20
26911.14000000
USD
0.00000000
USD
-7128000.00000000
USD
-303650.82000000
N
N
N
CPI CG INC
N/A
CPI CG, Inc.
12598FAA7
2290000.00000000
PA
USD
2175641.38000000
0.412342345798
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
2897603.38000000
0.549173492417
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
98.58000000
0.000018683551
Long
EC
CORP
US
N
1
N
N
N
Ambarella Inc
254900XN7F4DG0CEKC02
Ambarella, Inc.
N/A
412.00000000
NS
USD
24188.52000000
0.004584372760
Long
EC
CORP
US
N
1
N
N
N
ARETEC GROUP INC
N/A
Aretec Group, Inc.
N/A
1100000.00000000
PA
USD
1081927.00000000
0.205054160701
Long
LON
CORP
US
N
2
2030-08-09
Variable
9.95000000
N
N
N
N
N
N
CIFC Funding Ltd
5493006JGTCIL6LCS728
CIFC Funding Ltd.
12552GAG6
9000000.00000000
PA
USD
8728121.70000000
1.654212964176
Long
ABS-O
CORP
KY
N
2
2035-01-17
Floating
12.66400000
N
N
N
N
N
N
Global Water Resources Inc
N/A
Global Water Resources, Inc.
379463102
75.00000000
NS
USD
915.00000000
0.000173417020
Long
EC
CORP
US
N
1
N
N
N
Rigel Pharmaceuticals Inc
529900KPTNUS5J8K9K66
Rigel Pharmaceuticals, Inc.
766559603
1018.00000000
NS
USD
1160.52000000
0.000219949640
Long
EC
CORP
US
N
1
N
N
N
Silicon Laboratories Inc
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories, Inc.
826919102
444.00000000
NS
USD
46784.28000000
0.008866874816
Long
EC
CORP
US
N
1
N
N
N
American Outdoor Brands Inc
N/A
American Outdoor Brands, Inc.
02875D109
84.00000000
NS
USD
721.56000000
0.000136754956
Long
EC
CORP
US
N
1
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAE1
5260000.00000000
PA
USD
3818323.42000000
0.723674614067
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
5.12500000
N
N
N
N
N
N
Verastem Inc
549300IY0EFBIU8NQC81
Verastem, Inc.
92337C203
85.00000000
NS
USD
585.65000000
0.000110996369
Long
EC
CORP
US
N
1
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-8106832.24000000
PA
USD
-8106832.24000000
-1.53646196177
Short
RA
CORP
CA
N
2
Reverse repurchase
N
5.80000000
2024-01-22
10693000.00000000
USD
9487759.40000000
USD
CDS
N
N
N
Gatos Silver Inc
N/A
Gatos Silver, Inc.
368036109
276.00000000
NS
USD
1747.08000000
0.000331118479
Long
EC
CORP
US
N
1
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
3750000.00000000
PA
USD
3271875.00000000
0.620107994388
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
1475928.60000000
0.279728022618
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
1425000.00000000
0.270075688100
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
1995.78000000
0.000378253794
Long
EC
CORP
US
N
1
N
N
N
ORIC Pharmaceuticals Inc
54930033FJRNEYBW0L25
ORIC Pharmaceuticals, Inc.
68622P109
188.00000000
NS
USD
1485.20000000
0.000281485201
Long
EC
CORP
US
N
1
N
N
N
Inhibrx Inc
549300VBKG2LTV1TLY22
Inhibrx, Inc.
45720L107
332.00000000
NS
USD
6895.64000000
0.001306908573
Long
EC
CORP
US
N
1
N
N
N
AppHarvest Inc
N/A
AppHarvest, Inc.
03783T103
415.00000000
NS
USD
0.83000000
0.000000157307
Long
EC
CORP
US
N
1
N
N
N
MARKEL GROUP INC
549300SCNO12JLWIK605
Markel Group, Inc.
570535AW4
5000000.00000000
NS
USD
4889444.50000000
0.926680763344
Long
EP
CORP
US
N
2
N
N
N
CHESTERFIELD FINANCIAL HOLDING CHEST_23-1
N/A
CHEST
N/A
500000.00000000
PA
USD
488142.44000000
0.092516073946
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
536.54000000
0.000101688708
Long
EC
CORP
US
N
1
N
N
N
LTI HOLDINGS INC
N/A
LTI Holdings, Inc.
N/A
173177.08160000
PA
USD
162168.21000000
0.030735221686
Long
LON
CORP
US
N
2
2025-09-08
Variable
8.96000000
N
N
N
N
N
N
SHAW DEVELOPMENT LLC
N/A
Shaw Development LLC
N/A
-143617.02000000
PA
USD
-2831.72000000
-0.00053668682
Short
LON
CORP
US
N
3
2029-10-30
Variable
0.50000000
N
N
N
N
N
N
GLOVES BUYER INC
N/A
Protective Industrial Products, Inc.
N/A
3753229.14320000
PA
USD
3668781.49000000
0.695332410808
Long
LON
CORP
US
N
2
2027-12-29
Variable
9.46000000
N
N
N
N
N
N
Liberty TripAdvisor Holdings I
5299006PCRAU736ZJ155
Liberty TripAdvisor Holdings, Inc.
531465102
434.00000000
NS
USD
243.04000000
0.000046062593
Long
EC
CORP
US
N
1
N
N
N
Charles River Laboratories Int
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864107
985.00000000
NS
USD
194123.80000000
0.036791662359
Long
EC
CORP
US
N
1
N
N
N
Children's Place Inc/The
549300BGVK2OO5O7TC19
Children's Place, Inc.
168905107
161.00000000
NS
USD
3662.75000000
0.000694189281
Long
EC
CORP
US
N
1
N
N
N
DEUCE FINCO PLC
N/A
Deuce FinCo plc
N/A
1200000.00000000
PA
1365267.56000000
0.258754789970
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
221.19000000
0.000041921432
Long
EC
CORP
US
N
1
N
N
N
GIBSON BRANDS INC
549300KU4ACNZQGB7J14
Gibson Brands, Inc.
N/A
5649375.00000000
PA
USD
5027943.75000000
0.952930082814
Long
LON
CORP
US
N
2
2028-08-11
Variable
10.66000000
N
N
N
N
N
N
BOYNE USA INC
N/A
Boyne USA, Inc.
103557AC8
1600000.00000000
PA
USD
1446430.88000000
0.274137414179
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
327.25000000
0.000062022644
Long
EC
CORP
US
N
1
N
N
N
American Eagle Outfitters Inc
5299001Z9HXK01DHW793
American Eagle Outfitters, Inc.
02553E106
1778.00000000
NS
USD
33835.34000000
0.006412703672
Long
EC
CORP
US
N
1
N
N
N
Snap One Holdings Corp
254900UH1TKVPR8FDW43
Snap One Holdings Corp.
83303Y105
100.00000000
NS
USD
715.00000000
0.000135511661
Long
EC
CORP
US
N
1
N
N
N
Atreca Inc
549300B5CQV1OOXFLU71
Atreca, Inc.
04965G109
154.00000000
NS
USD
33.83000000
0.000006411691
Long
EC
CORP
US
N
1
N
N
N
SpringWorks Therapeutics Inc
N/A
SpringWorks Therapeutics, Inc.
85205L107
342.00000000
NS
USD
10393.38000000
0.001969824038
Long
EC
CORP
US
N
1
N
N
N
ASP DREAM ACQUISITION CO LLC
N/A
ASP Dream Acquisiton Co. LLC
N/A
3201250.00000000
PA
USD
3177240.63000000
0.602172245198
Long
LON
CORP
US
N
2
2028-12-15
Variable
9.45000000
N
N
N
N
N
N
Shyft Group Inc/The
549300YY0TB51BGRV994
Shyft Group, Inc.
825698103
406.00000000
NS
USD
4494.42000000
0.000851813034
Long
EC
CORP
US
N
1
N
N
N
iCAD Inc
N/A
iCAD, Inc.
44934S206
130.00000000
NS
USD
209.30000000
0.000039667958
Long
EC
CORP
US
N
1
N
N
N
Telos Corp
549300P7ZDPL8UWNVI47
Telos Corp.
87969B101
238.00000000
NS
USD
978.18000000
0.000185391323
Long
EC
CORP
US
N
1
N
N
N
GrafTech International Ltd
549300GY32W00XP57351
GrafTech International Ltd.
384313508
2345.00000000
NS
USD
5792.15000000
0.001097767646
Long
EC
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423102
0.50000000
NS
USD
36.28000000
0.000006876032
Long
EC
CORP
US
N
1
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings, Inc.
57060D108
746.00000000
NS
USD
179129.52000000
0.033949844472
Long
EC
CORP
US
N
1
N
N
N
APEX GROUP TREASURY LLC
N/A
Apex Group Treasury LLC
N/A
545875.00000000
PA
USD
545192.66000000
0.103328619506
Long
LON
CORP
US
N
3
2028-07-27
Variable
10.40000000
N
N
N
N
N
N
Gevo Inc
549300IV6EW4O1OJD686
Gevo, Inc.
374396406
1167.00000000
NS
USD
1318.71000000
0.000249930884
Long
EC
CORP
US
N
1
N
N
N
Chimera Investment Corp
2JBBQFJOL123LOUBE657
Chimera Investment Corp.
16934Q208
2752.00000000
NS
USD
14337.92000000
0.002717420077
Long
EC
CORP
US
N
1
N
N
N
Rapid Micro Biosystems Inc
N/A
Rapid Micro Biosystems, Inc.
75340L104
86.00000000
NS
USD
100.62000000
0.000019070186
Long
EC
CORP
US
N
1
N
N
N
Aemetis Inc
254900DQF4U5U9W7AR72
Aemetis, Inc.
00770K202
161.00000000
NS
USD
714.84000000
0.000135481336
Long
EC
CORP
US
N
1
N
N
N
Stoke Therapeutics Inc
549300RD25SS2DIJHJ67
Stoke Therapeutics, Inc.
86150R107
113.00000000
NS
USD
428.27000000
0.000081168642
Long
EC
CORP
US
N
1
N
N
N
Ready Capital Corp
549300MYWGZUG7ZUYO87
Ready Capital Corp.
75574U101
355.00000000
NS
USD
3628.10000000
0.000687622178
Long
EC
CORP
US
N
1
N
N
N
Celcuity Inc
N/A
Celcuity, Inc.
15102K100
57.00000000
NS
USD
836.19000000
0.000158480413
Long
EC
CORP
US
N
1
N
N
N
SecureWorks Corp
N/A
SecureWorks Corp.
81374A105
58.00000000
NS
USD
346.84000000
0.000065735474
Long
EC
CORP
US
N
1
N
N
N
SHERWOOD FINANCING PLC
N/A
Sherwood Financing plc
N/A
1500000.00000000
PA
1430584.59000000
0.271134117564
Long
DBT
CORP
GB
N
2
2026-11-15
Fixed
4.50000000
N
N
N
N
N
N
Lemonade Inc
5493009BKR06OXXU6853
Lemonade, Inc.
52567D107
30.00000000
NS
USD
530.10000000
0.000100468155
Long
EC
CORP
US
N
1
N
N
N
IDT Corp
549300JNTN7ZMJDFCL56
IDT Corp.
448947507
85.00000000
NS
USD
2494.75000000
0.000472821980
Long
EC
CORP
US
N
1
N
N
N
SIERRA ENTERPRISES LLC
N/A
Lyons Magnus
N/A
5935179.32770000
PA
USD
5153694.27000000
0.976763176301
Long
LON
CORP
US
N
2
2027-05-10
Variable
6.07000000
N
N
Y
N
N
N
Industrial Logistics Propertie
5493004XH9PJW009HR47
Industrial Logistics Properties Trust
456237106
380.00000000
NS
USD
1288.20000000
0.000244148422
Long
EC
CORP
US
N
1
N
N
N
Southern Missouri Bancorp Inc
N/A
Southern Missouri Bancorp, Inc.
843380106
45.00000000
NS
USD
1939.05000000
0.000367501938
Long
EC
CORP
US
N
1
N
N
N
Synaptics Inc
549300AJ3LI4FWNRQX29
Synaptics, Inc.
87157D109
463.00000000
NS
USD
46874.12000000
0.008883901903
Long
EC
CORP
US
N
1
N
N
N
Grid Dynamics Holdings Inc
N/A
Grid Dynamics Holdings, Inc.
39813G109
530.00000000
NS
USD
6720.40000000
0.001273695897
Long
EC
CORP
US
N
1
N
N
N
Inseego Corp
549300E27VG1NWGNA141
Inseego Corp.
45782B104
498.00000000
NS
USD
109.96000000
0.000020840366
Long
EC
CORP
US
N
1
N
N
N
Viant Technology Inc
N/A
Viant Technology, Inc.
92557A101
68.00000000
NS
USD
430.44000000
0.000081579915
Long
EC
CORP
US
N
1
N
N
N
Accolade Inc
549300PHKG8J7A22NF08
Accolade, Inc.
00437E102
601.00000000
NS
USD
5246.73000000
0.000994395940
Long
EC
CORP
US
N
1
N
N
N
American Well Corp
N/A
American Well Corp.
03044L105
2183.00000000
NS
USD
2772.41000000
0.000525445991
Long
EC
CORP
US
N
1
N
N
N
Nuvation Bio Inc
N/A
Nuvation Bio, Inc.
67080N101
1852.00000000
NS
USD
2296.48000000
0.000435244502
Long
EC
CORP
US
N
1
N
N
N
Thryv Holdings Inc
N/A
Thryv Holdings, Inc.
886029206
90.00000000
NS
USD
1601.10000000
0.000303451357
Long
EC
CORP
US
N
1
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-43169518.67000000
PA
USD
-43169518.67000000
-8.18178067351
Short
RA
CORP
CA
N
2
Reverse repurchase
N
5.80000000
2024-01-22
58519000.00000000
USD
51022384.80000000
USD
CDS
N
N
N
UPBOUND GROUP INC
529900QUHE15UQNCCJ63
Upbound Group, Inc.
76009NAL4
3412000.00000000
PA
USD
3106933.08000000
0.588847080324
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.37500000
N
N
N
N
N
N
ALBION JVCO LTD
N/A
Albion Financing 3 SARL
N/A
1300000.00000000
PA
1415197.04000000
0.268217764474
Long
LON
CORP
LU
N
2
2026-08-17
Variable
9.25000000
N
N
N
N
N
N
ChromaDex Corp
529900OPI7B8JPXCVS70
ChromaDex Corp.
171077407
279.00000000
NS
USD
387.81000000
0.000073500387
Long
EC
CORP
US
N
1
N
N
N
Asensus Surgical Inc
5493005KN31IIY2XSQ42
Asensus Surgical, Inc.
04367G103
1394.00000000
NS
USD
360.63000000
0.000068349049
Long
EC
CORP
US
N
1
N
N
N
Infinity Pharmaceuticals Inc
529900A03D1G15M8WM72
Infinity Pharmaceuticals, Inc.
45665G303
521.00000000
NS
USD
1.94000000
0.000000367681
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
1757.00000000
NS
USD
256680.13000000
0.048647763320
Long
EC
CORP
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-4077510.88000000
PA
USD
-4077510.88000000
-0.77279758361
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.65000000
N/A
5695000.00000000
USD
5418788.00000000
USD
CDS
N
N
N
DHANANI GROUP INC
N/A
Dhanani Group, Inc.
N/A
1123863.63730000
PA
USD
1112625.00000000
0.210872254366
Long
LON
CORP
US
N
3
2027-06-10
Variable
11.44000000
N
N
N
N
N
N
CarMax Inc
N/A
CarMax, Inc.
143130102
2577.00000000
NS
USD
164773.38000000
0.031228971216
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
11155.00000000
NS
USD
138210.45000000
0.026194584130
Long
EC
CORP
US
N
1
N
N
N
Vericel Corp
54930076YM3PLTDR4B91
Vericel Corp.
92346J108
545.00000000
NS
USD
19369.30000000
0.003671001421
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-212902.92000000
PA
USD
-212902.92000000
-0.04035080885
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.00000000
N/A
323000.00000000
USD
268090.00000000
USD
CDS
N
N
N
SCIL IV LLC / SCIL USA H
N/A
SCIL IV LLC / SCIL USA Holdings LLC
78397UAA8
2250000.00000000
PA
USD
2112137.78000000
0.400306711786
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
138.84000000
0.000026313900
Long
EC
CORP
US
N
1
N
N
N
LL Flooring Holdings Inc
N/A
LL Flooring Holdings, Inc.
55003T107
170.00000000
NS
USD
595.00000000
0.000112768445
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
25247.88000000
0.004785149869
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Company, Inc.
086516101
2703.00000000
NS
USD
191750.82000000
0.036341919056
Long
EC
CORP
US
N
1
N
N
N
CARRIAGE SERVICES INC
N/A
Carriage Services, Inc.
143905AP2
3150000.00000000
PA
USD
2665530.00000000
0.505189367650
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
1637.85000000
0.000310416467
Long
EC
CORP
US
N
1
N
N
N
1stdibs.com Inc
N/A
1stdibs.com, Inc.
320551104
106.00000000
NS
USD
452.62000000
0.000085783619
Long
EC
CORP
US
N
1
N
N
N
Broadstone Net Lease Inc
549300U8D7PT70B49V21
Broadstone Net Lease, Inc.
11135E203
1850.00000000
NS
USD
29600.00000000
0.005609993240
Long
EC
CORP
US
N
1
N
N
N
Newmark Group Inc
N/A
Newmark Group, Inc.
65158N102
1942.00000000
NS
USD
15982.66000000
0.003029142383
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
-735189.39000000
PA
USD
-735189.39000000
-0.13933809150
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.48000000
N/A
1920000.00000000
USD
675072.00000000
USD
UST
N
N
N
Singular Genomics Systems Inc
N/A
Singular Genomics Systems, Inc.
82933R100
244.00000000
NS
USD
95.60000000
0.000018118761
Long
EC
CORP
US
N
1
N
N
N
Athersys Inc
529900SJN2POLMMUAI78
Athersys, Inc.
04744L205
49.00000000
NS
USD
0.85000000
0.000000161097
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12597XAC5
282070.62750000
PA
USD
279352.76000000
0.052944834301
Long
ABS-MBS
CORP
US
N
2
2060-08-25
Variable
3.02300000
N
N
N
N
N
N
Xilio Therapeutics Inc
N/A
Xilio Therapeutics, Inc.
98422T100
43.00000000
NS
USD
40.85000000
0.000007742169
Long
EC
CORP
US
N
1
N
N
N
Udemy Inc
2549000T304QU9SAM180
Udemy, Inc.
902685106
81.00000000
NS
USD
1205.28000000
0.000228432859
Long
EC
CORP
US
N
1
N
N
N
Praxis Precision Medicines Inc
N/A
Praxis Precision Medicines, Inc.
74006W207
12.00000000
NS
USD
218.40000000
0.000041392652
Long
EC
CORP
US
N
1
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AM7
3500000.00000000
PA
USD
2626553.97000000
0.497802365459
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
5.00000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
N/A
BANGL LLC
N/A
900000.00000000
PA
USD
895500.00000000
0.169721248206
Long
LON
CORP
US
N
2
2029-02-01
Variable
9.89000000
N
N
N
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
73939VAA2
1600000.00000000
PA
USD
1461208.24000000
0.276938119912
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
183.43000000
0.000034764900
Long
EC
CORP
US
N
1
N
N
N
SECRETARIAT ADVISORS LLC
N/A
Secretariat Advisors LLC
N/A
3733500.00000000
PA
USD
3696165.00000000
0.700522319794
Long
LON
CORP
US
N
3
2028-12-29
Variable
10.40000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications, Inc.
775109BS9
1600000.00000000
PA
USD
1471548.48000000
0.278897872497
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
5086368.00000000
0.964003043881
Long
EC
RF
US
N
1
N
N
N
Camping World Holdings Inc
549300E828QQI7MWI432
Camping World Holdings, Inc.
13462K109
489.00000000
NS
USD
10337.46000000
0.001959225700
Long
EC
CORP
US
N
1
N
N
N
Sweetgreen Inc
N/A
Sweetgreen, Inc.
87043Q108
60.00000000
NS
USD
564.60000000
0.000107006830
Long
EC
CORP
US
N
1
N
N
N
Allakos Inc
549300S6ZD1W6BPMDY37
Allakos, Inc.
01671P100
417.00000000
NS
USD
925.74000000
0.000175452538
Long
EC
CORP
US
N
1
N
N
N
Avis Budget Group Inc
529900E95812SYWMCE44
Avis Budget Group, Inc.
053774105
484.00000000
NS
USD
88499.40000000
0.016773007965
Long
EC
CORP
US
N
1
N
N
N
Arrowhead Pharmaceuticals Inc
549300O3CSB8T7OZ3D66
Arrowhead Pharmaceuticals, Inc.
04280A100
1200.00000000
NS
USD
25440.00000000
0.004821561758
Long
EC
CORP
US
N
1
N
N
N
Canadian Imperial Bank of Commerce, Toronto Branch
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
N/A
-541804.62000000
PA
USD
-541804.62000000
-0.10268649513
Short
RA
CORP
CA
N
2
Reverse repurchase
N
5.80000000
2024-01-22
805000.00000000
USD
629107.50000000
USD
CDS
N
N
N
GRIFOLS SA
N/A
Grifols Worldwide Operations USA, Inc.
N/A
300000.00000000
PA
USD
296166.00000000
0.056131393853
Long
LON
CORP
US
N
2
2027-11-15
Variable
7.54000000
N
N
N
N
N
N
Stitch Fix Inc
549300TNHOVBOJZIYE72
Stitch Fix, Inc.
860897107
949.00000000
NS
USD
3549.26000000
0.000672679885
Long
EC
CORP
US
N
1
N
N
N
WW International Inc
SGT8R1MU6ESIC7UJC518
WW International, Inc.
98262P101
627.00000000
NS
USD
4520.67000000
0.000856788112
Long
EC
CORP
US
N
1
N
N
N
Mativ Holdings Inc
549300Z1FU4IDULG1R21
Mativ Holdings, Inc.
808541106
135.80000000
NS
USD
1588.86000000
0.000301131549
Long
EC
CORP
US
N
1
N
N
N
CELTIC INTERMEDIATE CORP
N/A
National Mentor Holdings, Inc.
N/A
5226909.64700000
PA
USD
4733646.18000000
0.897152806517
Long
LON
CORP
US
N
2
2028-03-02
Variable
9.21000000
N
N
N
N
N
N
Tonix Pharmaceuticals Holding
529900ACPKP9QW20GX48
Tonix Pharmaceuticals Holding Corp.
890260854
13.28000000
NS
USD
6.88000000
0.000001303944
Long
EC
CORP
US
N
1
N
N
N
Semtech Corp
549300J7WUY317SW6O61
Semtech Corp.
816850101
756.00000000
NS
USD
12375.72000000
0.002345530592
Long
EC
CORP
US
N
1
N
N
N
AirSculpt Technologies Inc
N/A
AirSculpt Technologies, Inc.
009496100
38.00000000
NS
USD
191.14000000
0.000036226152
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
2610618.08000000
0.494782087244
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
Oncorus Inc
N/A
Oncorus, Inc.
68236R103
121.00000000
NS
USD
2.54000000
0.000000481398
Long
EC
CORP
US
N
1
N
N
N
One Liberty Properties Inc
549300QII1CQZGZBZR14
One Liberty Properties, Inc.
682406103
95.00000000
NS
USD
1940.85000000
0.000367843087
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610105
5454.00000000
NS
USD
148730.58000000
0.028188430691
Long
EC
CORP
US
N
1
N
N
N
CP ATLAS BUYER INC
N/A
American Bath Group LLC
N/A
5637448.42320000
PA
USD
5296157.30000000
1.003763738305
Long
LON
CORP
US
N
2
2027-11-23
Variable
9.20000000
N
N
N
N
N
N
ATLANTIC AVIATION HOLDINGS CORP
N/A
Atlantic Aviation
N/A
794000.00000000
PA
USD
793436.26000000
0.150377434304
Long
LON
CORP
US
N
2
2028-09-22
Variable
9.35000000
N
N
N
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust, Inc.
297178105
761.00000000
NS
USD
162443.06000000
0.030787313127
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
3367894.60000000
0.638306281785
Long
ABS-O
CORP
KY
N
2
2031-11-18
Floating
8.14900000
N
N
N
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp.
260003108
1697.00000000
NS
USD
239548.52000000
0.045400864120
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513105
3186.00000000
NS
USD
195365.52000000
0.037027001575
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06055H400
131500.00000000
NS
USD
2413025.00000000
0.457332903353
Long
EP
CORP
US
N
2
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Companies, Inc.
445587AE8
1850000.00000000
PA
USD
1587575.10000000
0.300888026346
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
32596.20000000
0.006177853434
Long
EC
CORP
US
N
1
N
N
N
WOMENS CARE HOLDINGS INC
N/A
Women's Care Holdings, Inc.
N/A
2939849.62500000
PA
USD
2596269.40000000
0.492062627858
Long
LON
CORP
US
N
2
2028-01-17
Variable
10.05000000
N
N
N
N
N
N
ONE Group Hospitality Inc/The
549300QFZD4IE5DEBE98
ONE Group Hospitality, Inc.
88338K103
123.00000000
NS
USD
587.94000000
0.000111430386
Long
EC
CORP
US
N
1
N
N
N
DigitalOcean Holdings Inc
549300EPISPY3RE3DL21
DigitalOcean Holdings, Inc.
25402D102
593.00000000
NS
USD
17564.66000000
0.003328973779
Long
EC
CORP
US
N
1
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351885
33600.00000000
NS
USD
879312.00000000
0.166653188389
Long
EP
CORP
US
N
2
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
CURRENCY CONTRACT - Rec USD / Deliver CAD
N/A
-2450000.00000000
NC
-17056.08000000
-0.00323258424
N/A
DFE
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
2450000.00000000
CAD
1789583.41000000
USD
2023-12-18
-17056.08000000
N
N
N
Infinera Corp
549300ZOF66WPV3H0H17
Infinera Corp.
45667G103
1081.00000000
NS
USD
4205.09000000
0.000796977245
Long
EC
CORP
US
N
1
N
N
N
Ranpak Holdings Corp
5493000Z9EZR9DCYOO86
Ranpak Holdings Corp.
75321W103
447.00000000
NS
USD
1832.70000000
0.000347345763
Long
EC
CORP
US
N
1
N
N
N
Kennametal Inc
549300GZDSG25XUV0Y08
Kennametal, Inc.
489170100
980.00000000
NS
USD
22843.80000000
0.004329512283
Long
EC
CORP
US
N
1
N
N
N
CarParts.com Inc
5493005FSRX4Y7E7H678
CarParts.com, Inc.
14427M107
291.00000000
NS
USD
890.46000000
0.000168766033
Long
EC
CORP
US
N
1
N
N
N
Blue Stream Issuer, LLC
N/A
Blue Stream Issuer LLC
09606BAC8
1000000.00000000
PA
USD
934210.20000000
0.177057868487
Long
ABS-O
CORP
US
N
2
2053-05-20
Fixed
6.89800000
N
N
N
N
N
N
Harvard Bioscience Inc
549300VLGB1D47GGC642
Harvard Bioscience, Inc.
416906105
234.00000000
NS
USD
996.84000000
0.000188927893
Long
EC
CORP
US
N
1
N
N
N
Turtle Beach Corp
549300SZRV8U8PXSYI20
Turtle Beach Corp.
900450206
90.00000000
NS
USD
1017.90000000
0.000192919328
Long
EC
CORP
US
N
1
N
N
N
AI AQUA MERGER SUB INC
N/A
AI Aqua Culligan
N/A
-1250000.00000000
PA
USD
-12500.00000000
-0.00236908498
Short
LON
CORP
US
N
3
2028-07-30
Variable
4.75000000
N
N
N
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
-1157164.00000000
PA
USD
-1157164.00000000
-0.21931358845
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
1750000.00000000
USD
1583750.00000000
USD
CDS
N
N
N
Citi Trends Inc
529900D06Q0FPHV34S87
Citi Trends, Inc.
17306X102
47.00000000
NS
USD
1122.36000000
0.000212717297
Long
EC
CORP
US
N
1
N
N
N
Seres Therapeutics Inc
549300GMXBE5NUWISF13
Seres Therapeutics, Inc.
81750R102
414.00000000
NS
USD
430.56000000
0.000081602658
Long
EC
CORP
US
N
1
N
N
N
STAG Industrial Inc
549300QWYX2W6FASVQ07
STAG Industrial, Inc.
85254J102
2043.00000000
NS
USD
73241.55000000
0.013881236500
Long
EC
CORP
US
N
1
N
N
N
SHAW DEVELOPMENT LLC
N/A
Shaw Development LLC
N/A
1206382.98000000
PA
USD
1182596.55000000
0.224133738236
Long
LON
CORP
US
N
3
2029-10-30
Variable
11.46000000
N
N
N
N
N
N
TERRAFORM GLOBAL OPERATI
549300LC7QMVR79H5O86
Terraform Global Operating, LP
88104UAC7
1150000.00000000
PA
USD
1112625.00000000
0.210872254366
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
1077.35000000
0.000204186696
Long
EC
CORP
US
N
1
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAD2
3250000.00000000
PA
USD
2893655.57000000
0.548425276626
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
8434.53000000
0.001598569469
Long
EC
CORP
US
N
1
N
N
N
National CineMedia Inc
5493000MOLIVSOGKEB48
National CineMedia, Inc.
635309206
35.00000000
NS
USD
142.10000000
0.000026931758
Long
EC
CORP
US
N
1
N
N
N
Macerich Co/The
529900PSWCB5KI0JYU46
Macerich Co.
554382101
2498.00000000
NS
USD
28652.06000000
0.005430333207
Long
EC
CORP
US
N
1
N
N
N
Accuray Inc
549300G28LY4TZKZJG51
Accuray, Inc.
004397105
550.00000000
NS
USD
1435.50000000
0.000272065719
Long
EC
CORP
US
N
1
N
N
N
Verrica Pharmaceuticals Inc
5493002L68H6THU5GW50
Verrica Pharmaceuticals, Inc.
92511W108
78.00000000
NS
USD
287.04000000
0.000054401772
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
1636128.00000000
0.310090102049
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
CENTURY DE BUYER LLC
N/A
Simon & Schuster
N/A
900000.00000000
PA
USD
898875.00000000
0.170360901151
Long
LON
CORP
US
N
2
2030-09-26
Variable
9.39000000
N
N
N
N
N
N
BCP V MODULAR SERVICES FINANCE PLC
N/A
BCP V Modular Services Finance II plc
N/A
3000000.00000000
PA
2899020.25000000
0.549442027253
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
2223.60000000
0.000421431789
Long
EC
CORP
US
N
1
N
N
N
NIC ACQUISITION CORP
N/A
NIC Acquisition Corp.
N/A
3058041.67070000
PA
USD
2304998.91000000
0.436859064343
Long
LON
CORP
US
N
2
2027-12-29
Variable
9.40000000
N
N
N
N
N
N
Ultra Clean Holdings Inc
5493007L6LS7QX18PE75
Ultra Clean Holdings, Inc.
90385V107
521.00000000
NS
USD
14139.94000000
0.002679897561
Long
EC
CORP
US
N
1
N
N
N
Vicor Corp
5299005KMQOTR6B51F09
Vicor Corp.
925815102
247.00000000
NS
USD
9032.79000000
0.001711955771
Long
EC
CORP
US
N
1
N
N
N
Sierra Bancorp
N/A
Sierra Bancorp
82620P102
83.00000000
NS
USD
1555.42000000
0.000294793773
Long
EC
CORP
US
N
1
N
N
N
Fulgent Genetics Inc
549300CL6P01M68QJ404
Fulgent Genetics, Inc.
359664109
246.00000000
NS
USD
6784.68000000
0.001285878680
Long
EC
CORP
US
N
1
N
N
N
Blueprint Medicines Corp
5299004CC60O9T5HVM83
Blueprint Medicines Corp.
09627Y109
683.00000000
NS
USD
47564.12000000
0.009014675395
Long
EC
CORP
US
N
1
N
N
N
9 Meters Biopharma Inc
549300TNBRYXYEAI2956
9 Meters Biopharma, Inc.
654405208
67.00000000
NS
USD
0.01000000
0.000000001895
Long
EC
CORP
US
N
1
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WW International, Inc.
98262PAA9
1750000.00000000
PA
USD
1005471.15000000
0.190563728211
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
826.50000000
0.000156643899
Long
EC
CORP
US
N
1
N
N
N
Stronghold Digital Mining Inc
N/A
Stronghold Digital Mining, Inc.
86337R202
4.30000000
NS
USD
17.93000000
0.000003398215
Long
EC
CORP
US
N
1
N
N
N
Redwood Trust Inc
DRBV4N1ERQLEMIF11G78
Redwood Trust, Inc.
758075402
675.00000000
NS
USD
4799.25000000
0.000909586488
Long
EC
CORP
US
N
1
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
3803888.89400000
PA
USD
0.04000000
0.000000007581
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
26353.24000000
0.004994645211
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
-39853.26000000
N
N
N
MiNK Therapeutics Inc
N/A
MiNK Therapeutics, Inc.
603693102
11.00000000
NS
USD
11.55000000
0.000002189034
Long
EC
CORP
US
N
1
N
N
N
Stereotaxis Inc
549300KPNOKI02O2ZP21
Stereotaxis, Inc.
85916J409
295.00000000
NS
USD
486.75000000
0.000092252169
Long
EC
CORP
US
N
1
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AA8
3300000.00000000
PA
USD
2688237.09000000
0.509492969725
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
592.90000000
0.000112370438
Long
EC
CORP
US
N
1
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89117F8Z5
1050000.00000000
PA
USD
1055803.93000000
0.200103138872
Long
DBT
CORP
CA
N
2
2082-10-31
Variable
8.12500000
N
N
N
N
N
N
Zentalis Pharmaceuticals Inc
N/A
Zentalis Pharmaceuticals, Inc.
98943L107
428.00000000
NS
USD
4815.00000000
0.000912571535
Long
EC
CORP
US
N
1
N
N
N
Anika Therapeutics Inc
529900R9LS3Z0O6QH455
Anika Therapeutics, Inc.
035255108
86.00000000
NS
USD
1884.26000000
0.000357117765
Long
EC
CORP
US
N
1
N
N
N
TRUCK ACQUISITION INC
N/A
RealTruck Group, Inc.
N/A
1400000.00000000
PA
USD
1365000.00000000
0.258704080180
Long
LON
CORP
US
N
2
2028-01-31
Variable
10.44000000
N
N
N
N
N
N
First Bancshares Inc/The
5493006DL5RXJODMAF36
First Bancshares, Inc.
318916103
120.00000000
NS
USD
3078.00000000
0.000583363486
Long
EC
CORP
US
N
1
N
N
N
Upwork Inc
5493004QJ6WWBXVE2S70
Upwork, Inc.
91688F104
1378.00000000
NS
USD
19416.02000000
0.003679856113
Long
EC
CORP
US
N
1
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
1432000.00000000
0.271402375691
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
753648.00000000
0.142836492761
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
2189.55000000
0.000414978402
Long
EC
CORP
US
N
1
N
N
N
Neogen Corp
549300HJT9FC36N4UW43
Neogen Corp.
640491106
1258.00000000
NS
USD
21348.26000000
0.004046067374
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
8152.62000000
0.001545139969
Long
EC
CORP
US
N
1
N
N
N
Triumph Financial Inc
5493003RNRMEVYDZ1Q52
Triumph Financial, Inc.
89679E300
281.00000000
NS
USD
19071.47000000
0.003614554654
Long
EC
CORP
US
N
1
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower, LP
62482BAB8
1750000.00000000
PA
USD
1583689.10000000
0.300151525206
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
APTTUS CORP
N/A
Apttus Corp.
N/A
1386890.88740000
PA
USD
1385157.27000000
0.262524423033
Long
LON
CORP
US
N
2
2028-05-08
Variable
9.46000000
N
N
N
N
N
N
Humanigen Inc
549300ILAUCQNMJQXL47
Humanigen, Inc.
444863203
284.00000000
NS
USD
0.54000000
0.000000102344
Long
EC
CORP
US
N
1
N
N
N
Quaker Chemical Corp
549300PJQ1R3WCWCPS54
Quaker Chemical Corp.
747316107
157.00000000
NS
USD
28070.03000000
0.005320022924
Long
EC
CORP
US
N
1
N
N
N
Society Pass Inc
N/A
Society Pass, Inc.
83370P102
19.00000000
NS
USD
5.09000000
0.000000964691
Long
EC
CORP
US
N
1
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
500000.00000000
PA
USD
410082.84000000
0.077721687853
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
164.16000000
0.000031112719
Long
EC
CORP
US
N
1
N
N
N
TechTarget Inc
529900YQA5JL2H2VMB84
TechTarget, Inc.
87874R100
305.00000000
NS
USD
9028.00000000
0.001711047938
Long
EC
CORP
US
N
1
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AL1
3300000.00000000
PA
USD
2909460.74000000
0.551420779899
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
2407.20000000
0.000456228909
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736K101
5008.00000000
NS
USD
483272.00000000
0.091592995045
Long
EC
CORP
US
N
1
N
N
N
Sangamo Therapeutics Inc
2549006WMRKRC4G32Z67
Sangamo Therapeutics, Inc.
800677106
1415.00000000
NS
USD
608.45000000
0.000115317580
Long
EC
CORP
US
N
1
N
N
N
Intellia Therapeutics Inc
5493002T5BCPE5DZC723
Intellia Therapeutics, Inc.
45826J105
814.00000000
NS
USD
24118.82000000
0.004571162742
Long
EC
CORP
US
N
1
N
N
N
Eliem Therapeutics Inc
N/A
Eliem Therapeutics, Inc.
28658R106
41.00000000
NS
USD
104.14000000
0.000019737320
Long
EC
CORP
US
N
1
N
N
N
BioAtla Inc
N/A
BioAtla, Inc.
09077B104
92.00000000
NS
USD
162.84000000
0.000030862543
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
226373AP3
150000.00000000
PA
USD
149329.50000000
0.028301942081
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
14227.20000000
0.002696435669
Long
EC
CORP
US
N
1
N
N
N
ON24 Inc
N/A
ON24, Inc.
68339B104
161.00000000
NS
USD
1225.21000000
0.000232210128
Long
EC
CORP
US
N
1
N
N
N
Start Ltd.
549300VIQYFIDJQCKZ43
Start Ltd.
85572RAB5
1161788.57570000
PA
USD
996256.94000000
0.188817388487
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
5.31500000
N
N
N
N
N
N
SunPower Corp
549300TXO070764WUH65
SunPower Corp.
867652406
937.00000000
NS
USD
3888.55000000
0.000736984432
Long
EC
CORP
US
N
1
N
N
N
CEVA Inc
529900G9T7CVU2J2VU73
CEVA, Inc.
157210105
132.00000000
NS
USD
2872.32000000
0.000544381614
Long
EC
CORP
US
N
1
N
N
N
Ideanomics Inc
9845009A38D0B0JFB460
Ideanomics, Inc.
45166V205
22.00000000
NS
USD
37.40000000
0.000007088302
Long
EC
CORP
US
N
1
N
N
N
Apyx Medical Corp
5299009QZVYUYO082S45
Apyx Medical Corp.
03837C106
185.00000000
NS
USD
436.60000000
0.000082747400
Long
EC
CORP
US
N
1
N
N
N
Insmed Inc
529900Q55QAG41CCAC11
Insmed, Inc.
457669307
1377.00000000
NS
USD
34452.54000000
0.006529679612
Long
EC
CORP
US
N
1
N
N
N
Trupanion Inc
549300J86GFKIDGMQP18
Trupanion, Inc.
898202106
446.00000000
NS
USD
11471.12000000
0.002174084650
Long
EC
CORP
US
N
1
N
N
N
PETIQ INC
N/A
PetIQ LLC
N/A
1912625.78370000
PA
USD
1883936.40000000
0.357056434784
Long
LON
CORP
US
N
2
2028-04-13
Variable
10.17000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38144GAE1
5000000.00000000
NS
USD
4213923.50000000
0.798651430782
Long
EP
CORP
US
N
2
N
N
N
Glatfelter Corp
549300LDQLQBT38QDY28
Glatfelter Corp.
377320106
261.00000000
NS
USD
383.67000000
0.000072715746
Long
EC
CORP
US
N
1
N
N
N
Applied Molecular Transport In
N/A
Applied Molecular Transport, Inc.
03824M109
148.00000000
NS
USD
29.01000000
0.000005498172
Long
EC
CORP
US
N
1
N
N
N
Inovio Pharmaceuticals Inc
529900B9W875XDZXTM97
Inovio Pharmaceuticals, Inc.
45773H201
2464.00000000
NS
USD
971.31000000
0.000184089274
Long
EC
CORP
US
N
1
N
N
N
CENTRAL HOLDCO LLC
N/A
Central Parent LLC
N/A
1100000.00000000
PA
USD
1100198.00000000
0.208517004839
Long
LON
CORP
US
N
2
2029-07-06
Variable
9.41000000
N
N
N
N
N
N
Absci Corp
N/A
Absci Corp.
00091E109
287.00000000
NS
USD
479.29000000
0.000090838299
Long
EC
CORP
US
N
1
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets, Inc.
N/A
-3750528.52000000
PA
USD
-3750528.52000000
-0.71082566370
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
4220180.00000000
USD
4066119.32000000
USD
AMBS
N
N
N
Vista Outdoor Inc
549300QI2D33ESTJLN81
Vista Outdoor, Inc.
928377100
330.00000000
NS
USD
9309.30000000
0.001764361826
Long
EC
CORP
US
N
1
N
N
N
Hibbett Inc
529900RD6P643J1CZM55
Hibbett, Inc.
428567101
80.00000000
NS
USD
5004.00000000
0.000948392100
Long
EC
CORP
US
N
1
N
N
N
National Vision Holdings Inc
549300JHURCBLI5ROA42
National Vision Holdings, Inc.
63845R107
969.00000000
NS
USD
17878.05000000
0.003388369582
Long
EC
CORP
US
N
1
N
N
N
Cooper-Standard Holdings Inc
549300VVOH2RQP5YMB08
Cooper-Standard Holdings, Inc.
21676P103
100.00000000
NS
USD
1774.00000000
0.000336220540
Long
EC
CORP
US
N
1
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803EK5
1910000.00000000
PA
USD
710420.70000000
0.134643760977
Long
DBT
UST
US
N
2
2044-11-15
None
0.00000000
N
N
N
N
N
N
Exponent Inc
529900NY3F5Q2NWPUZ42
Exponent, Inc.
30214U102
606.00000000
NS
USD
46637.76000000
0.008839105349
Long
EC
CORP
US
N
1
N
N
N
Sun Country Airlines Holdings
549300MOHOJN9GH0NJ48
Sun Country Airlines Holdings, Inc.
866683105
187.00000000
NS
USD
2838.66000000
0.000538002142
Long
EC
CORP
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-1239527.08000000
PA
USD
-1239527.08000000
-0.23492359933
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
N/A
2000000.00000000
USD
1701400.00000000
USD
CDS
N
N
N
CALDERYS FINANCING LLC
254900ZIKDM74XNEFV84
Calderys Financing LLC
128786AA8
1250000.00000000
PA
USD
1274150.00000000
0.241485570521
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
11.25000000
N
N
N
N
N
N
WHITE CAP SUPPLY HOLDINGS LLC
N/A
White Cap Supply Holdings LLC
N/A
98743.72000000
PA
USD
98643.00000000
0.018695492000
Long
LON
CORP
US
N
2
2027-10-19
Variable
9.10000000
N
N
N
N
N
N
BioLife Solutions Inc
549300G2IVCMC2TJDW72
BioLife Solutions, Inc.
09062W204
61.00000000
NS
USD
754.57000000
0.000143011236
Long
EC
CORP
US
N
1
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAC1
350000.00000000
PA
USD
318510.99000000
0.060366368274
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
9.25000000
N
N
N
N
N
N
FINASTRA SUBCO LTD
N/A
Finastra USA, Inc.
N/A
-107613.13340000
PA
USD
-12815.13000000
-0.00242881056
Short
LON
CORP
US
N
3
2029-09-13
Variable
0.50000000
N
N
N
N
N
N
Warner Bros Discovery Inc
5493006ZCRFWKF6B1K26
Warner Bros Discovery, Inc.
934423104
10664.00000000
NS
USD
111438.80000000
0.021120639011
Long
EC
CORP
US
N
1
N
N
N
Vault DI Issuer LLC
N/A
Vault DI Issuer LLC
92243JAA0
650000.00000000
PA
USD
560362.79000000
0.106203765680
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
2185.44000000
0.000414199446
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group, Inc.
828806109
1966.00000000
NS
USD
245533.74000000
0.046535223706
Long
EC
CORP
US
N
1
N
N
N
Scilex Holding Co
N/A
Scilex Holding Co.
80880W106
490.94800000
NS
USD
613.69000000
0.000116310701
Long
EC
CORP
US
N
1
N
N
N
Beauty Health Co/The
5493001Z2JZQT4C63C50
Beauty Health Co.
88331L108
1022.00000000
NS
USD
2616.32000000
0.000495862753
Long
EC
CORP
US
N
1
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group, Inc.
60337JAA4
3200000.00000000
PA
USD
2773770.88000000
0.525703915121
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
1183.05000000
0.000224219679
Long
EC
CORP
US
N
1
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American, Inc.
761713BA3
1550000.00000000
PA
USD
1454657.36000000
0.275696552598
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
5.70000000
N
N
N
N
N
N
AASET 2021-2 Trust
N/A
AASET Trust
00258BAA2
815902.90290000
PA
USD
698576.07000000
0.132398886172
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
1631907.25000000
0.309290156813
Long
LON
CORP
FR
N
2
2029-02-19
Variable
7.72000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AL6
100000.00000000
PA
USD
94228.95000000
0.017858911235
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.87500000
N
N
N
N
N
N
NantHealth Inc
549300Z86EF5CSQMW346
NantHealth, Inc.
630104305
10.00000000
NS
USD
4.00000000
0.000000758107
Long
EC
CORP
US
N
1
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
100000.00000000
PA
USD
84578.00000000
0.016029797577
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
309.68000000
0.000058692659
Long
EC
CORP
US
N
1
N
N
N
CROCS INC
549300B0J6YCXD63OG72
Crocs, Inc.
227046AA7
1625000.00000000
PA
USD
1421875.00000000
0.269483416854
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Korro Bio Inc
N/A
Korro Bio Inc
N/A
191.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
1
N
N
N
Cara Therapeutics Inc
549300COVOY41P0GZ881
Cara Therapeutics, Inc.
140755109
264.00000000
NS
USD
255.26000000
0.000048378610
Long
EC
CORP
US
N
1
N
N
N
Alerus Financial Corp
5493008BXLBPPELQ3G57
Alerus Financial Corp.
01446U103
89.00000000
NS
USD
1626.03000000
0.000308176260
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
5200427.70000000
0.985620413679
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
6376.09000000
0.001208439925
Long
EC
CORP
US
N
1
N
N
N
EMCORE Corp
529900B9OHDEWU534K08
EMCORE Corp.
290846203
218.00000000
NS
USD
102.55000000
0.000019435973
Long
EC
CORP
US
N
1
N
N
N
Centerspace
5493002LG2SH9EEHT720
Centerspace
15202L107
83.00000000
NS
USD
4427.22000000
0.000839076833
Long
EC
CORP
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-927234.88000000
PA
USD
-927234.88000000
-0.17573585841
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.65000000
N/A
1170000.00000000
USD
1213875.00000000
USD
CDS
N
N
N
Emergent BioSolutions Inc
549300YW6TUOX8BE5103
Emergent BioSolutions, Inc.
29089Q105
287.00000000
NS
USD
614.18000000
0.000116403569
Long
EC
CORP
US
N
1
N
N
N
EISNER ADVISORY GROUP
N/A
Eisner Advisory Group
N/A
99748.11080000
PA
USD
99561.58000000
0.018869587527
Long
LON
CORP
US
N
2
2028-07-28
Variable
10.71000000
N
N
N
N
N
N
Homology Medicines Inc
549300RWKPJEFTM3K452
Homology Medicines, Inc.
438083107
249.00000000
NS
USD
132.22000000
0.000025059233
Long
EC
CORP
US
N
1
N
N
N
Laird Superfood Inc
N/A
Laird Superfood, Inc.
50736T102
37.00000000
NS
USD
38.85000000
0.000007363116
Long
EC
CORP
US
N
1
N
N
N
HomeTrust Bancshares Inc
N/A
HomeTrust Bancshares, Inc.
437872104
87.00000000
NS
USD
2007.96000000
0.000380562230
Long
EC
CORP
US
N
1
N
N
N
AVALARA INC
N/A
Avalara, Inc.
N/A
2636363.63000000
PA
USD
2605387.57000000
0.493790765428
Long
LON
CORP
US
N
3
2028-10-19
Variable
12.64000000
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax, Inc.
294429105
1142.00000000
NS
USD
248624.82000000
0.047121066203
Long
EC
CORP
US
N
1
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803EH2
1910000.00000000
PA
USD
727351.15000000
0.137852534966
Long
DBT
UST
US
N
2
2044-05-15
None
0.00000000
N
N
N
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
6613.00000000
NS
USD
609916.99000000
0.115595614567
Long
EC
CORP
US
N
1
N
N
N
TRAEGER PELLET GRILLS LLC
N/A
TGP Holdings LLC
N/A
188402.92290000
PA
USD
160272.48000000
0.030375930048
Long
LON
CORP
US
N
2
2028-06-29
Variable
8.70000000
N
N
N
N
N
N
Marinus Pharmaceuticals Inc
549300NCT4OJF7JV1084
Marinus Pharmaceuticals, Inc.
56854Q200
220.00000000
NS
USD
1480.60000000
0.000280613378
Long
EC
CORP
US
N
1
N
N
N
Kinnate Biopharma Inc
549300YVIWV7HJ5WHI66
Kinnate Biopharma, Inc.
49705R105
153.00000000
NS
USD
347.31000000
0.000065824552
Long
EC
CORP
US
N
1
N
N
N
Zevia PBC
N/A
Zevia PBC
98955K104
61.00000000
NS
USD
131.15000000
0.000024856439
Long
EC
CORP
US
N
1
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp.
693656100
6676.00000000
NS
USD
652779.28000000
0.123719167174
Long
EC
CORP
US
N
1
N
N
N
Tronox Holdings PLC
549300NRVC84SGJSXV06
Tronox Holdings plc
N/A
1344.00000000
NS
USD
17136.00000000
0.003247731221
Long
EC
CORP
US
N
1
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding Ltd.
12571HAA4
1000000.00000000
PA
USD
997913.00000000
0.189131256238
Long
ABS-O
CORP
KY
N
2
2035-04-21
Floating
12.68200000
N
N
N
N
N
N
GURN_C
N/A
Gurnet Point Capital LLC
N/A
285.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
Cimpress PLC
549300X1IFD75XISOR81
Cimpress plc
N/A
205.00000000
NS
USD
14450.45000000
0.002738747527
Long
EC
CORP
US
N
1
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
Expedia Group, Inc.
30212P303
2988.00000000
NS
USD
406905.84000000
0.077119561214
Long
EC
CORP
US
N
1
N
N
N
MFA Financial Inc
YW72IMH2RRC8Z1TGLG58
MFA Financial, Inc.
55272X607
649.00000000
NS
USD
7009.20000000
0.001328431237
Long
EC
CORP
US
N
1
N
N
N
Ziff Davis Inc
5493008OJYGLHD7MXA18
Ziff Davis, Inc.
48123V102
508.00000000
NS
USD
32420.56000000
0.006144564947
Long
EC
CORP
US
N
1
N
N
N
Zuora Inc
549300ISVGC1YZWQJ420
Zuora, Inc.
98983V106
1333.00000000
NS
USD
12156.96000000
0.002304069710
Long
EC
CORP
US
N
1
N
N
N
RealReal Inc/The
549300O00VUGT4H1PE90
RealReal, Inc.
88339P101
940.00000000
NS
USD
2124.40000000
0.000402630731
Long
EC
CORP
US
N
1
N
N
N
Boston Omaha Corp
54930002FEWTYF4YFF19
Boston Omaha Corp.
101044105
118.00000000
NS
USD
1711.00000000
0.000324280352
Long
EC
CORP
US
N
1
N
N
N
BREITLING HOLDINGS SARL
N/A
Breitling Financing SARL
N/A
2000000.00000000
PA
2059590.68000000
0.390347628144
Long
LON
CORP
LU
N
2
2028-10-25
Variable
7.86000000
N
N
N
N
N
N
City Office REIT Inc
5493003J7157VP25NL57
City Office REIT, Inc.
178587101
254.00000000
NS
USD
1226.82000000
0.000232515267
Long
EC
CORP
US
N
1
N
N
N
CLAROS MORTGAGE TRUST INC
N/A
Claros Mortgage Trust, Inc.
N/A
343822.31910000
PA
USD
324052.54000000
0.061416640506
Long
LON
CORP
US
N
2
2026-08-10
Variable
9.94000000
N
N
N
N
N
N
Aspira Women's Health Inc
54930045CGQ3XUO9T533
Aspira Women's Health, Inc.
04537Y208
28.00000000
NS
USD
89.04000000
0.000016875466
Long
EC
CORP
US
N
1
N
N
N
Rapid7 Inc
549300GNVG5D60KEYN14
Rapid7, Inc.
753422104
659.00000000
NS
USD
35684.85000000
0.006763235381
Long
EC
CORP
US
N
1
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187BR9
750000.00000000
NS
USD
782849.25000000
0.148370912191
Long
EP
CORP
US
N
2
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAH8
6000000.00000000
PA
USD
5850000.00000000
1.108731772201
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
3201250.00000000
PA
USD
2737068.75000000
0.518747877918
Long
LON
CORP
US
N
2
2028-10-18
Variable
10.46000000
N
N
N
N
N
N
Topgolf Callaway Brands Corp
5493005UB0KFRKBPCU72
Topgolf Callaway Brands Corp.
131193104
1357.00000000
NS
USD
16636.82000000
0.003153123234
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746TD3
400000.00000000
NS
USD
360868.88000000
0.068394323564
Long
EP
CORP
US
N
2
N
N
N
CELTIC INTERMEDIATE CORP
N/A
National Mentor Holdings, Inc.
N/A
168374.82000000
PA
USD
152485.29000000
0.028900048857
Long
LON
CORP
US
N
2
2028-03-02
Variable
9.24000000
N
N
N
N
N
N
Northfield Bancorp Inc
N/A
Northfield Bancorp, Inc.
66611T108
258.00000000
NS
USD
2461.32000000
0.000466486100
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
820.41000000
0.000155489680
Long
EC
CORP
US
N
1
N
N
N
Aspen Aerogels Inc
N/A
Aspen Aerogels, Inc.
04523Y105
263.00000000
NS
USD
2756.24000000
0.000522381343
Long
EC
CORP
US
N
1
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AQ5
550000.00000000
PA
USD
518487.10000000
0.098267200213
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
1567.98000000
0.000297174229
Long
EC
CORP
US
N
1
N
N
N
Vincerx Pharma Inc
N/A
Vincerx Pharma, Inc.
92731L106
95.00000000
NS
USD
61.75000000
0.000011703279
Long
EC
CORP
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-3067646.89000000
PA
USD
-3067646.89000000
-0.58140129450
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.55000000
N/A
4810000.00000000
USD
3326487.00000000
USD
CDS
N
N
N
Essential Properties Realty Tr
2549009LXQLVYCGLZO50
Essential Properties Realty Trust, Inc.
29670E107
1411.00000000
NS
USD
33511.25000000
0.006351279931
Long
EC
CORP
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-1226770.45000000
PA
USD
-1226770.45000000
-0.23250587608
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.35000000
N/A
2084000.00000000
USD
1693458.40000000
USD
CDS
N
N
N
Domo Inc
549300X57AGT5JULJ761
Domo, Inc.
257554105
330.00000000
NS
USD
3131.70000000
0.000593541075
Long
EC
CORP
US
N
1
N
N
N
Power Integrations Inc
54930085LGXSCIHD5W31
Power Integrations, Inc.
739276103
691.00000000
NS
USD
52799.31000000
0.010006884196
Long
EC
CORP
US
N
1
N
N
N
Conn's Inc
529900K9HOACKOJJT953
Conn's, Inc.
208242107
106.00000000
NS
USD
349.80000000
0.000066296474
Long
EC
CORP
US
N
1
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBE1
1100000.00000000
PA
USD
1012560.23000000
0.191907298849
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
27.13000000
0.000005141862
Long
EC
CORP
US
N
1
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAG6
5000000.00000000
PA
USD
4127518.00000000
0.782275272980
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.87500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-2056897.30000000
PA
USD
-2056897.30000000
-0.38983716045
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.25000000
N/A
3200000.00000000
USD
2773760.00000000
USD
CDS
N
N
N
Castlelake Aircraft Structured
N/A
Castlelake Aircraft Securitization Trust
14856CAA7
409366.48660000
PA
USD
373196.34000000
0.070730707594
Long
ABS-O
CORP
US
N
2
2043-06-15
Fixed
4.12500000
N
N
N
N
N
N
Coursera Inc
984500573CA1QB7DAC30
Coursera, Inc.
22266M104
851.00000000
NS
USD
16807.25000000
0.003185424286
Long
EC
CORP
US
N
1
N
N
N
F45 Training Holdings Inc
549300W3HC5NKPWXMK72
F45 Training Holdings, Inc.
30322L101
176.00000000
NS
USD
9.68000000
0.000001834619
Long
EC
CORP
US
N
1
N
N
N
AgEagle Aerial Systems Inc
5493007TRVZ53BHRWE03
AgEagle Aerial Systems, Inc.
00848K101
406.00000000
NS
USD
49.78000000
0.000009434644
Long
EC
CORP
US
N
1
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460W396
58000.00000000
NS
USD
1059660.00000000
0.200833967475
Long
EP
CORP
US
N
2
N
N
N
Duluth Holdings Inc
549300B6G8G3WGHFYU15
Duluth Holdings, Inc.
26443V101
72.00000000
NS
USD
360.72000000
0.000068366106
Long
EC
CORP
US
N
1
N
N
N
Viad Corp
549300PXU4ZW7LPO5Y40
Viad Corp.
92552R406
120.00000000
NS
USD
3996.00000000
0.000757349087
Long
EC
CORP
US
N
1
N
N
N
Fluent Inc
549300P3G8O165ICY429
Fluent, Inc.
34380C102
258.00000000
NS
USD
133.52000000
0.000025305618
Long
EC
CORP
US
N
1
N
N
N
Outset Medical Inc
N/A
Outset Medical, Inc.
690145107
548.00000000
NS
USD
2871.52000000
0.000544229992
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
373548.89000000
0.070797525267
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
159.79000000
0.000030284487
Long
EC
CORP
US
N
1
N
N
N
Upbound Group Inc
529900QUHE15UQNCCJ63
Upbound Group, Inc.
76009N100
773.00000000
NS
USD
22494.30000000
0.004263272667
Long
EC
CORP
US
N
1
N
N
N
Dreyfus Treasury Obligations C
549300MKKM9KT7BF6329
Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares
N/A
2980345.03000000
NS
USD
2980345.03000000
0.564855252458
Long
STIV
RF
US
N
1
N
N
N
Herc Holdings Inc
549300TP80QLITMSBP82
Herc Holdings, Inc.
42704L104
292.00000000
NS
USD
36108.72000000
0.006843570105
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
97.23000000
0.000018427690
Long
EC
CORP
US
N
1
N
N
N
comScore Inc
N/A
comScore, Inc.
20564W105
417.00000000
NS
USD
280.22000000
0.000053109199
Long
EC
CORP
US
N
1
N
N
N
First Financial Bankshares Inc
549300XN3GTGOENGNV49
First Financial Bankshares, Inc.
32020R109
1517.00000000
NS
USD
39821.25000000
0.007547194031
Long
EC
CORP
US
N
1
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
4696111.10600000
PA
USD
4314128.25000000
0.817642916261
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
254.88000000
0.000048306590
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
137250.00000000
0.026012553117
Long
LON
CORP
US
N
3
2026-10-26
Variable
13.04000000
N
N
N
N
N
N
NEW TROJAN PARENT INC
N/A
New Trojan Parent, Inc.
N/A
666477.27350000
PA
USD
276961.30000000
0.052491588543
Long
LON
CORP
US
N
2
2028-01-06
Variable
8.71000000
N
N
N
N
N
N
MERLIN BUYER INC
N/A
Merlin Buyer, Inc.
N/A
3250500.00000000
PA
USD
3193616.25000000
0.605275864033
Long
LON
CORP
US
N
2
2028-12-14
Variable
9.35000000
N
N
N
N
N
N
Entravision Communications Cor
549300SKHY2ALCLKV539
Entravision Communications Corp.
29382R107
358.00000000
NS
USD
1421.26000000
0.000269366857
Long
EC
CORP
US
N
1
N
N
N
Seelos Therapeutics Inc
5493009HV8O6R1WGZ132
Seelos Therapeutics, Inc.
81577F208
19.00000000
NS
USD
23.94000000
0.000004537271
Long
EC
CORP
US
N
1
N
N
N
ISOLVED INC
N/A
iSolved, Inc.
N/A
850000.00000000
PA
USD
848937.50000000
0.160896406643
Long
LON
CORP
US
N
2
2030-10-14
Variable
9.48000000
N
N
N
N
N
N
LXP Industrial Trust
549300S4MH2ICXDBFV43
LXP Industrial Trust
529043101
3282.00000000
NS
USD
28815.96000000
0.005461396649
Long
EC
CORP
US
N
1
N
N
N
8x8 Inc
254900XWSOC5U1BRW939
8x8, Inc.
282914100
1327.00000000
NS
USD
4100.43000000
0.000777141371
Long
EC
CORP
US
N
1
N
N
N
Portillo's Inc
N/A
Portillo's, Inc.
73642K106
136.00000000
NS
USD
2113.44000000
0.000400553517
Long
EC
CORP
US
N
1
N
N
N
American Software Inc/GA
N/A
American Software, Inc.
029683109
187.00000000
NS
USD
1856.91000000
0.000351934207
Long
EC
CORP
US
N
1
N
N
N
Danimer Scientific Inc
549300L6Q02MAX72BH35
Danimer Scientific, Inc.
236272100
1055.00000000
NS
USD
1149.95000000
0.000217946342
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
18662.14000000
0.003536975650
Long
EC
CORP
US
N
1
N
N
N
Senseonics Holdings Inc
549300RCH6Z07TBHJ258
Senseonics Holdings, Inc.
81727U105
5152.00000000
NS
USD
3040.71000000
0.000576296031
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
2860676.28000000
0.542174817370
Long
EC
RF
US
N
1
N
N
N
Greenhill & Co Inc
529900VEOQHHHSPI9C69
Greenhill & Company, Inc.
395259104
85.00000000
NS
USD
1274.15000000
0.000241485570
Long
EC
CORP
US
N
1
N
N
N
Compass Minerals International
2549008X9G8XP7YJGC47
Compass Minerals International, Inc.
20451N101
200.00000000
NS
USD
4856.00000000
0.000920342134
Long
EC
CORP
US
N
1
N
N
N
Apollo Medical Holdings Inc
5493008O4R82Q4STJ936
Apollo Medical Holdings, Inc.
03763A207
442.00000000
NS
USD
14687.66000000
0.002783705179
Long
EC
CORP
US
N
1
N
N
N
Atomera Inc
N/A
Atomera, Inc.
04965B100
120.00000000
NS
USD
826.80000000
0.000156700757
Long
EC
CORP
US
N
1
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBL7
5250000.00000000
PA
USD
3005689.05000000
0.569658623434
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
4460.28000000
0.000845342589
Long
EC
CORP
US
N
1
N
N
N
ARMOUR Residential REIT Inc
549300K0WA0EJUX74V72
ARMOUR Residential REIT, Inc.
042315705
103.00000000
NS
USD
1812.80000000
0.000343574180
Long
EC
CORP
US
N
1
N
N
N
Eargo Inc
N/A
Eargo, Inc.
270087208
8.00000000
NS
USD
20.88000000
0.000003957319
Long
EC
CORP
US
N
1
N
N
N
Groupon Inc
5299005W5W1R5POQJL03
Groupon, Inc.
399473206
140.00000000
NS
USD
1583.40000000
0.000300096733
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
4721.00000000
NS
USD
217638.10000000
0.041248252360
Long
EC
CORP
US
N
1
N
N
N
Sleep Number Corp
529900W0TZQLBT2DSS66
Sleep Number Corp.
83125X103
260.00000000
NS
USD
2636.40000000
0.000499668452
Long
EC
CORP
US
N
1
N
N
N
Hooker Furnishings Corp
N/A
Hooker Furnishings Corp.
439038100
69.00000000
NS
USD
1233.72000000
0.000233823002
Long
EC
CORP
US
N
1
N
N
N
Ikena Oncology Inc
N/A
Ikena Oncology, Inc.
45175G108
161.00000000
NS
USD
233.45000000
0.000044245031
Long
EC
CORP
US
N
1
N
N
N
AASET 2019-1 Trust
549300TXM3PCKZJKD061
AASET Trust
00256DAA0
599117.85360000
PA
USD
449343.90000000
0.085162710867
Long
ABS-O
CORP
US
N
2
2039-05-15
Fixed
3.84400000
N
N
N
N
N
N
Ryvyl Inc
N/A
Ryvyl, Inc.
39366L307
10.90000000
NS
USD
36.95000000
0.000007003015
Long
EC
CORP
US
N
1
N
N
N
Carlyle Global Market Strategi
N/A
Carlyle Global Market Strategies
14318KAA1
2250000.00000000
PA
USD
2210606.10000000
0.418969097246
Long
ABS-O
CORP
KY
N
2
2035-04-15
Floating
12.74400000
N
N
N
N
N
N
Diamond Hill Investment Group
549300AQ6779A0B7VZ57
Diamond Hill Investment Group, Inc.
25264R207
17.00000000
NS
USD
2730.03000000
0.000517413846
Long
EC
CORP
US
N
1
N
N
N
EBET Inc
549300SFUTRB5C1ZRU05
EBET, Inc.
278700208
2.26670000
NS
USD
0.20000000
0.000000037905
Long
EC
CORP
US
N
1
N
N
N
Atrion Corp
N/A
Atrion Corp.
049904105
8.00000000
NS
USD
2466.80000000
0.000467524706
Long
EC
CORP
US
N
1
N
N
N
European Wax Center Inc
N/A
European Wax Center, Inc.
29882P106
150.00000000
NS
USD
2142.00000000
0.000405966402
Long
EC
CORP
US
N
1
N
N
N
Moelis & Co
549300891QNU7VTQUR83
Moelis & Co.
60786M105
714.00000000
NS
USD
33879.30000000
0.006421035270
Long
EC
CORP
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-4663611.25000000
PA
USD
-4663611.25000000
-0.88387931043
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.65000000
N/A
7390000.00000000
USD
6183775.00000000
USD
CDS
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco, Inc.
92537RAA7
2630000.00000000
PA
USD
2498733.41000000
0.473576943919
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
3025.70000000
0.000573451234
Long
EC
CORP
US
N
1
N
N
N
Blackline Inc
529900P9N7PK9LV5EK56
Blackline, Inc.
09239B109
633.00000000
NS
USD
36619.05000000
0.006940291316
Long
EC
CORP
US
N
1
N
N
N
Primo Water Corp
5493005TMUI9D3MY9I37
Primo Water Corp.
74167P108
1845.00000000
NS
USD
26512.65000000
0.005024857678
Long
EC
CORP
US
N
1
N
N
N
MeiraGTx Holdings plc
54930007YV6NYIOGFZ57
MeiraGTx Holdings plc
N/A
177.00000000
NS
USD
923.94000000
0.000175111390
Long
EC
CORP
US
N
1
N
N
N
Aligos Therapeutics Inc
549300UU2UJIKJYX0S67
Aligos Therapeutics, Inc.
01626L105
125.00000000
NS
USD
87.50000000
0.000016583594
Long
EC
CORP
US
N
1
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AW0
1050000.00000000
PA
USD
1034653.43000000
0.196094552317
Long
DBT
CORP
GB
N
2
2030-04-01
Fixed
5.62500000
N
N
N
N
N
N
PRECISE BIDCO BV
N/A
Precise Midco BV
N/A
669231.00000000
PA
724737.98000000
0.137357269221
Long
LON
CORP
NL
N
2
2030-10-12
Variable
8.35000000
N
N
N
N
N
N
Douglas Dynamics Inc
529900CDFLKNQ0QT6580
Douglas Dynamics, Inc.
25960R105
134.00000000
NS
USD
3660.88000000
0.000693834866
Long
EC
CORP
US
N
1
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust
17330VAA4
409499.24150000
PA
USD
407281.97000000
0.077190847928
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
740.52000000
0.000140348384
Long
EC
CORP
US
N
1
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50202KAG1
1000000.00000000
PA
USD
917780.60000000
0.173944018996
Long
ABS-O
CORP
US
N
2
2038-12-13
Floating
7.58700000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
10Y-2Y SOFR CMS CAP
N/A
15700000.00000000
NC
USD
575.72000000
0.000109114368
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
-63205.53000000
N
N
N
Ginkgo Bioworks Holdings Inc
N/A
Ginkgo Bioworks Holdings, Inc.
37611X100
428.00000000
NS
USD
552.12000000
0.000104641536
Long
EC
CORP
US
N
1
N
N
N
ILLUMINATE BUYER/HLDG
N/A
Illuminate Buyer LLC / Illuminate Holdings IV, Inc.
45232TAA9
1850000.00000000
PA
USD
1739000.00000000
0.329587102881
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
17908.80000000
0.003394197531
Long
EC
CORP
US
N
1
N
N
N
Werewolf Therapeutics Inc
N/A
Werewolf Therapeutics, Inc.
95075A107
153.00000000
NS
USD
374.85000000
0.000071044120
Long
EC
CORP
US
N
1
N
N
N
Erasca Inc
N/A
Erasca, Inc.
29479A108
335.00000000
NS
USD
569.50000000
0.000107935511
Long
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group, Inc.
12504L109
2920.00000000
NS
USD
230563.20000000
0.043697905186
Long
EC
CORP
US
N
1
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets, Inc.
N/A
-5514361.82000000
PA
USD
-5514361.82000000
-1.04511934243
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.48000000
N/A
7000000.00000000
USD
5943700.00000000
USD
AMBS
N
N
N
TrueBlue Inc
N/A
TrueBlue, Inc.
89785X101
205.00000000
NS
USD
2857.70000000
0.000541610732
Long
EC
CORP
US
N
1
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047WAD3
400000.00000000
PA
USD
395192.50000000
0.074899569382
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-2073644.38000000
PA
USD
-2073644.38000000
-0.39301118091
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.55000000
N/A
2200000.00000000
USD
2171180.00000000
USD
CDS
N
N
N
Aptiv PLC
N/A
Aptiv plc
N/A
4627.00000000
NS
USD
383300.68000000
0.072645750807
Long
EC
CORP
US
N
1
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAC3
7700000.00000000
PA
USD
6417301.66000000
1.216250639699
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
158711.40000000
0.030080063553
Long
EC
CORP
US
N
1
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd.
N/A
29197.00000000
NS
USD
416641.19000000
0.078964670933
Long
EC
CORP
US
N
1
N
N
N
Waterstone Financial Inc
5493002KM21XRC2DCQ02
Waterstone Financial, Inc.
94188P101
128.00000000
NS
USD
1562.88000000
0.000296207643
Long
EC
CORP
US
N
1
N
N
N
Q2 Holdings Inc
549300M9RKR9DZXWS696
Q2 Holdings, Inc.
74736L109
638.00000000
NS
USD
22661.76000000
0.004295010824
Long
EC
CORP
US
N
1
N
N
N
Sunnova Energy International I
549300JK1Y1VVC3JU540
Sunnova Energy International, Inc.
86745K104
1009.00000000
NS
USD
11704.40000000
0.002218297462
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
418858.88000000
0.079384982619
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338L103
1753.00000000
NS
USD
238215.17000000
0.045148158563
Long
EC
CORP
US
N
1
N
N
N
Rubius Therapeutics Inc
549300ER84PB0QV6HZ76
Rubius Therapeutics, Inc.
78116T103
547.00000000
NS
USD
10.45000000
0.000001980555
Long
EC
CORP
US
N
1
N
N
N
COMPASS MINERALS INTERNA
2549008X9G8XP7YJGC47
Compass Minerals International, Inc.
20451NAG6
1943000.00000000
PA
USD
1891219.05000000
0.358436692124
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSFR7
688270.29410000
PA
USD
662874.56000000
0.125632493274
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
-1353255.00000000
PA
USD
-1353255.00000000
-0.25647808793
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.35000000
N/A
1609000.00000000
USD
1435871.60000000
USD
CDS
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning B
N/A
607732.01500000
PA
USD
552598.96000000
0.104732311835
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
3806.13000000
0.000721363634
Long
EC
CORP
US
N
1
N
N
N
FORTREA HOLDINGS INC
5493000FIVFABOVCDU97
Fortrea Holdings, Inc.
34965KAA5
100000.00000000
PA
USD
99000.00000000
0.018763153068
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
7.50000000
N
N
N
N
N
N
Kodiak Sciences Inc
254900IXI5NI8C9OQE24
Kodiak Sciences, Inc.
50015M109
399.00000000
NS
USD
965.58000000
0.000183003286
Long
EC
CORP
US
N
1
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
2620.00000000
NS
USD
302662.40000000
0.057362635748
Long
EC
CORP
US
N
1
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp.
62886EAZ1
3250000.00000000
PA
USD
2856879.35000000
0.541455197383
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.25000000
N
N
N
N
N
N
Adaptimmune Therapeutics Plc
549300UUNWK8TRT5EW12
Adaptimmune Therapeutics plc
00653A107
273.00000000
NS
USD
136.50000000
0.000025870408
Long
EC
CORP
GB
N
1
N
N
N
Project Silver
N/A
Project Silver
827304AA4
1658528.60580000
PA
USD
1376628.50000000
0.260907992558
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
1150000.00000000
PA
USD
1085312.50000000
0.205695803678
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
LLY_CV
N/A
Eli Lilly & Co
N/A
6.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
Zebra Technologies Corp
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp.
989207105
1317.00000000
NS
USD
312102.66000000
0.059151818005
Long
EC
CORP
US
N
1
N
N
N
Precigen Inc
549300XCWNQU35K64G19
Precigen, Inc.
74017N105
565.00000000
NS
USD
632.80000000
0.000119932558
Long
EC
CORP
US
N
1
N
N
N
WR GRACE HOLDING LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAD3
250000.00000000
PA
USD
238076.23000000
0.045121825710
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
209438.07000000
0.039694126926
Long
EC
CORP
US
N
1
N
N
N
Hilltop Holdings Inc
54930010TA543US0PM65
Hilltop Holdings, Inc.
432748101
362.00000000
NS
USD
10660.90000000
0.002020526247
Long
EC
CORP
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-811077.39000000
PA
USD
-811077.39000000
-0.15372090119
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.65000000
N/A
1254000.00000000
USD
1072170.00000000
USD
CDS
N
N
N
WABASH NATIONAL CORP
5299004ZAWHQZI5XO485
Wabash National Corp.
929566AL1
1750000.00000000
PA
USD
1496200.13000000
0.283570020803
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
274.89000000
0.000052099021
Long
EC
CORP
US
N
1
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088M102
4710.00000000
NS
USD
456540.30000000
0.086526621521
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NB3
5000000.00000000
NS
USD
4130192.00000000
0.782782067639
Long
EP
CORP
US
N
2
N
N
N
CalAmp Corp
5493007SIGZIX83TOW07
CalAmp Corp.
128126109
208.00000000
NS
USD
67.04000000
0.000012705876
Long
EC
CORP
US
N
1
N
N
N
Athira Pharma Inc
N/A
Athira Pharma, Inc.
04746L104
192.00000000
NS
USD
276.48000000
0.000052400369
Long
EC
CORP
US
N
1
N
N
N
Orchid Island Capital Inc
549300KBIHGT19K9DY89
Orchid Island Capital, Inc.
68571X301
158.00000000
NS
USD
1164.46000000
0.000220696375
Long
EC
CORP
US
N
1
N
N
N
Inotiv Inc
549300FH5Z13X0Q5SK81
Inotiv, Inc.
45783Q100
99.00000000
NS
USD
244.53000000
0.000046344988
Long
EC
CORP
US
N
1
N
N
N
West BanCorp Inc
549300GKFOINCHIYU666
West BanCorp, Inc.
95123P106
95.00000000
NS
USD
1682.45000000
0.000318869362
Long
EC
CORP
US
N
1
N
N
N
Sutro Biopharma Inc
5493005U6P15VD25P851
Sutro Biopharma, Inc.
869367102
517.00000000
NS
USD
1349.37000000
0.000255741776
Long
EC
CORP
US
N
1
N
N
N
Hamilton Lane Inc
5493006OKN3V1NORM833
Hamilton Lane, Inc.
407497106
407.00000000
NS
USD
39824.95000000
0.007547895280
Long
EC
CORP
US
N
1
N
N
N
MIDWEST VETERINARY PARTNERS LLC
N/A
Mission Veterinary Partners
N/A
1666000.00000000
PA
USD
1642742.64000000
0.311343753592
Long
LON
CORP
US
N
2
2028-04-27
Variable
9.46000000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
N/A
HAH Group Holding Co. LLC
N/A
431738.03420000
PA
USD
427062.31000000
0.080939752445
Long
LON
CORP
US
N
2
2027-10-29
Variable
10.45000000
N
N
N
N
N
N
WSFS Financial Corp
549300SU7VQHD6QRG886
WSFS Financial Corp.
929328102
760.00000000
NS
USD
29313.20000000
0.005555636954
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
1645568.75000000
0.311879377173
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
483.87000000
0.000091706332
Long
EC
CORP
US
N
1
N
N
N
nLight Inc
N/A
nLight, Inc.
65487K100
509.00000000
NS
USD
6728.98000000
0.001275322037
Long
EC
CORP
US
N
1
N
N
N
Lordstown Motors Corp
5493000HCHF3YP6AGZ15
Lordstown Motors Corp.
54405Q209
60.00000000
NS
USD
85.20000000
0.000016147683
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XHBC0
1601485.09500000
PA
USD
1460008.59000000
0.276710754088
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
3420.78000000
0.000648329482
Long
EC
CORP
US
N
1
N
N
N
Fate Therapeutics Inc
549300L14Q4UHOODLA90
Fate Therapeutics, Inc.
31189P102
948.00000000
NS
USD
2360.52000000
0.000447381798
Long
EC
CORP
US
N
1
N
N
N
GCM Grosvenor Inc
N/A
GCM Grosvenor, Inc.
36831E108
258.00000000
NS
USD
2082.06000000
0.000394606166
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505GB4
1650000.00000000
NS
USD
1427704.41000000
0.270588246269
Long
EP
CORP
US
N
2
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBA9
700000.00000000
PA
USD
637377.37000000
0.120800092478
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
156.65000000
0.000029689373
Long
EC
CORP
US
N
1
N
N
N
Shift Technologies Inc
5493000DBZBX1I1QVY71
Shift Technologies, Inc.
82452T305
102.00000000
NS
USD
2.55000000
0.000000483293
Long
EC
CORP
US
N
1
N
N
N
Central Pacific Financial Corp
549300W3YEAOZ4KGG849
Central Pacific Financial Corp.
154760409
160.00000000
NS
USD
2811.20000000
0.000532797736
Long
EC
CORP
US
N
1
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group, Inc.
88632QAE3
1660000.00000000
PA
USD
1528658.54000000
0.289721759341
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.50000000
N
N
N
N
N
N
ANCHOR HOLDINGS SCA
N/A
TVL Finance plc
N/A
300000.00000000
PA
332503.27000000
0.063018280309
Long
DBT
CORP
JE
N
2
2028-04-28
Fixed
9.45200000
N
N
N
N
N
N
Graphite Bio Inc
N/A
Graphite Bio, Inc.
38870X104
160.00000000
NS
USD
363.20000000
0.000068836133
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
1967250.00000000
0.372846594677
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
14273.84000000
0.002705275199
Long
EC
CORP
US
N
1
N
N
N
Beam Therapeutics Inc
N/A
Beam Therapeutics, Inc.
07373V105
596.00000000
NS
USD
16735.68000000
0.003171859853
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBQ3
1750000.00000000
PA
USD
1337130.97000000
0.253422152142
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
37807.80000000
0.007165591298
Long
EC
CORP
US
N
1
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block, Inc.
852234AJ2
1090000.00000000
PA
USD
937400.00000000
0.177662421070
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
FREEDOM VCM INC
N/A
Franchise Group, Inc.
N/A
1343250.00000000
PA
USD
1007437.50000000
0.190936404232
Long
LON
CORP
US
N
2
2026-03-10
Variable
10.39000000
N
N
N
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
Macy's, Inc.
55616P104
3538.00000000
NS
USD
56112.68000000
0.010634856605
Long
EC
CORP
US
N
1
N
N
N
Cardlytics Inc
549300JETJBH94EIPC66
Cardlytics, Inc.
14161W105
382.00000000
NS
USD
3040.72000000
0.000576297927
Long
EC
CORP
US
N
1
N
N
N
CytoSorbents Corp
549300VI8WO8GK5QK793
CytoSorbents Corp.
23283X206
245.00000000
NS
USD
294.00000000
0.000055720878
Long
EC
CORP
US
N
1
N
N
N
Citizens Inc/TX
549300Z39SMLUE3VF522
Citizens, Inc.
174740100
297.00000000
NS
USD
980.10000000
0.000185755215
Long
EC
CORP
US
N
1
N
N
N
ORANGEWOOD PARTNERS LLC
N/A
Pacific Bells LLC
N/A
4912628.86800000
PA
USD
4846603.14000000
0.918561177533
Long
LON
CORP
US
N
2
2028-11-10
Variable
10.15000000
N
N
N
N
N
N
Quince Therapeutics Inc
N/A
Quince Therapeutics, Inc.
22053A107
118.00000000
NS
USD
105.02000000
0.000019904104
Long
EC
CORP
US
N
1
N
N
N
AquaBounty Technologies Inc
549300TOJ0S836KCH094
AquaBounty Technologies, Inc.
03842K309
16.30000000
NS
USD
27.87000000
0.000005282111
Long
EC
CORP
US
N
1
N
N
N
CD&R SMOKEY BUYER INC
N/A
CD&R Smokey Buyer, Inc.
12510CAA9
1500000.00000000
PA
USD
1450845.00000000
0.274974008211
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
N/A
-2640910.17000000
PA
USD
-2640910.17000000
-0.50052325008
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
N/A
3250000.00000000
USD
2761525.00000000
USD
CDS
N
N
N
Taysha Gene Therapies Inc
N/A
Taysha Gene Therapies, Inc.
877619106
133.00000000
NS
USD
234.08000000
0.000044364433
Long
EC
CORP
US
N
1
N
N
N
InfuSystem Holdings Inc
549300F58N8PHJ4QUI59
InfuSystem Holdings, Inc.
45685K102
108.00000000
NS
USD
1083.24000000
0.000205303009
Long
EC
CORP
US
N
1
N
N
N
Cassava Sciences Inc
529900XA0UG5JXABYF08
Cassava Sciences, Inc.
14817C107
448.00000000
NS
USD
9331.84000000
0.001768633760
Long
EC
CORP
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
-3593872.04000000
PA
USD
-3593872.04000000
-0.68113506255
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.35000000
N/A
5526000.00000000
USD
4886785.60000000
USD
CDS
N
N
N
GT Biopharma Inc
549300HMPDDS7IM47Y18
GT Biopharma, Inc.
36254L209
105.00000000
NS
USD
23.10000000
0.000004378069
Long
EC
CORP
US
N
1
N
N
N
Ares Dynamic Credit Allocation
549300BZI16VZUT2N044
Ares Dynamic Credit Allocation Fund, Inc.
04014F102
51928.00000000
NS
USD
667794.08000000
0.126564874151
Long
EC
RF
US
N
1
N
N
N
Pactiv Evergreen Inc
894500GNKGJRUSH1F791
Pactiv Evergreen, Inc.
69526K105
256.00000000
NS
USD
2928.64000000
0.000555055763
Long
EC
CORP
US
N
1
N
N
N
Signet Jewelers Ltd
549300N3XPGE91WV7M22
Signet Jewelers Ltd.
N/A
620.00000000
NS
USD
50951.60000000
0.009656693634
Long
EC
CORP
US
N
1
N
N
N
Denny's Corp
54930037V56XOULXM917
Denny's Corp.
24869P104
362.00000000
NS
USD
3435.38000000
0.000651096573
Long
EC
CORP
US
N
1
N
N
N
Cue Health Inc
N/A
Cue Health, Inc.
229790100
85.00000000
NS
USD
29.58000000
0.000005606202
Long
EC
CORP
US
N
1
N
N
N
Revolve Group Inc
N/A
Revolve Group, Inc.
76156B107
420.00000000
NS
USD
5594.40000000
0.001060288722
Long
EC
CORP
US
N
1
N
N
N
Outfront Media Inc
549300RZWDYU5722I639
Outfront Media, Inc.
69007J106
1700.00000000
NS
USD
20791.00000000
0.003940451671
Long
EC
CORP
US
N
1
N
N
N
Barnes & Noble Education Inc
549300JQGDS5THBPED41
Barnes & Noble Education, Inc.
06777U101
263.00000000
NS
USD
291.93000000
0.000055328558
Long
EC
CORP
US
N
1
N
N
N
B&G Foods Inc
549300TRW1LZMDJZAQ78
B&G Foods, Inc.
05508R106
375.00000000
NS
USD
3465.00000000
0.000656710357
Long
EC
CORP
US
N
1
N
N
N
Metropolitan Bank Holding Corp
N/A
Metropolitan Bank Holding Corp.
591774104
57.00000000
NS
USD
2221.29000000
0.000420993982
Long
EC
CORP
US
N
1
N
N
N
Redfin Corp
549300HXWD3JEMZU3O57
Redfin Corp.
75737F108
1216.00000000
NS
USD
8475.52000000
0.001606338172
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XHLP0
1498127.76300000
PA
USD
1375492.19000000
0.260692631362
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
11338.38000000
0.002148926863
Long
EC
CORP
US
N
1
N
N
N
Amyris Inc
549300BG17WCUK6EIM58
Amyris, Inc.
03236M200
2060.00000000
NS
USD
25.75000000
0.000004880315
Long
EC
CORP
US
N
1
N
N
N
Anywhere Real Estate Inc
5493004HBTOTE9DI9P12
Anywhere Real Estate, Inc.
75605Y106
675.00000000
NS
USD
3631.50000000
0.000688266569
Long
EC
CORP
US
N
1
N
N
N
Franklin Street Properties Cor
549300STLK2T6QY5WO82
Franklin Street Properties Corp.
35471R106
595.00000000
NS
USD
1463.70000000
0.000277410375
Long
EC
CORP
US
N
1
N
N
N
Repay Holdings Corp
N/A
Repay Holdings Corp.
76029L100
507.00000000
NS
USD
3802.50000000
0.000720675651
Long
EC
CORP
US
N
1
N
N
N
LTI HOLDINGS INC
N/A
LTI Holdings, Inc.
N/A
492989.69540000
PA
USD
460329.13000000
0.087244706342
Long
LON
CORP
US
N
2
2026-07-24
Variable
10.21000000
N
N
N
N
N
N
Ouster Inc
N/A
Ouster, Inc.
68989M202
111.80000000
NS
USD
572.42000000
0.000108488930
Long
EC
CORP
US
N
1
N
N
N
RENAISSANCERE HOLDINGS L
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd.
EP0599001
38000.00000000
NS
USD
634220.00000000
0.120201686250
Long
EP
CORP
BM
N
2
N
N
N
iBio Inc
529900EW4RXUITGKUT34
iBio, Inc.
451033708
2.00000000
NS
USD
6.54000000
0.000001239505
Long
EC
CORP
US
N
1
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
3336.00000000
NS
USD
404189.76000000
0.076604791266
Long
EC
CORP
US
N
1
N
N
N
Fortune Brands Innovations Inc
54930032LHW54PQUJD44
Fortune Brands Innovations, Inc.
34964C106
3048.00000000
NS
USD
208574.64000000
0.039530483802
Long
EC
CORP
US
N
1
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCZ1
50000.00000000
PA
USD
49129.20000000
0.009311299997
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
BigCommerce Holdings Inc
549300MOVEFQ78DMPG58
BigCommerce Holdings, Inc.
08975P108
567.00000000
NS
USD
4944.24000000
0.000937065979
Long
EC
CORP
US
N
1
N
N
N
Veracyte Inc
529900ESWZRHXOW27Z37
Veracyte, Inc.
92337F107
791.00000000
NS
USD
20249.60000000
0.003837841862
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95002Y202
139386.00000000
NS
USD
2489433.96000000
0.471814448931
Long
EP
CORP
US
N
2
N
N
N
Plymouth Industrial REIT Inc
N/A
Plymouth Industrial REIT, Inc.
729640102
182.00000000
NS
USD
3958.50000000
0.000750241832
Long
EC
CORP
US
N
1
N
N
N
AI AQUA MERGER SUB INC
N/A
AI Aqua Merger Sub, Inc.
N/A
1250000.00000000
PA
USD
1237500.00000000
0.234539413350
Long
LON
CORP
US
N
2
2028-07-30
Variable
4.75000000
N
N
N
N
N
N
Shoe Carnival Inc
N/A
Shoe Carnival, Inc.
824889109
105.00000000
NS
USD
2550.45000000
0.000483378623
Long
EC
CORP
US
N
1
N
N
N
Exagen Inc
549300JV2CYDOME5OO17
Exagen, Inc.
30068X103
61.00000000
NS
USD
114.68000000
0.000021734933
Long
EC
CORP
US
N
1
N
N
N
Dreyfus Treasury Securities Ca
549300U78VESCW509025
Dreyfus Treasury Securities Cash Management Fund - Institutional Shares
N/A
3360194.24000000
NS
USD
3360194.24000000
0.636846857206
Long
STIV
RF
US
N
1
N
N
N
Wolverine World Wide Inc
549300OVC7PK14LQ8D87
Wolverine World Wide, Inc.
978097103
954.00000000
NS
USD
8175.78000000
0.001549529410
Long
EC
CORP
US
N
1
N
N
N
Solo Brands Inc
N/A
Solo Brands, Inc.
83425V104
71.00000000
NS
USD
369.91000000
0.000070107858
Long
EC
CORP
US
N
1
N
N
N
PHM GROUP TOPCO OY
N/A
PHM Group Holding Oy
N/A
1000000.00000000
PA
976137.60000000
0.185004234386
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
192150.98000000
NS
USD
5729942.22000000
1.085977605503
Long
EC
RF
US
N
1
N
N
N
Arcus Biosciences Inc
N/A
Arcus Biosciences, Inc.
03969F109
526.00000000
NS
USD
7921.56000000
0.001501347907
Long
EC
CORP
US
N
1
N
N
N
Investors Title Co
N/A
Investors Title Co.
461804106
7.00000000
NS
USD
1058.47000000
0.000200608430
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
628539.75000000
0.119125126652
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
2300364.12000000
0.435980647431
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
1429407.68390000
PA
USD
1275960.77000000
0.241828759962
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
4222.40000000
0.000800257954
Long
EC
CORP
US
N
1
N
N
N
2024-07-15
Guggenheim Active Allocation Fund
James Howley
James Howley
CFO