NPORT-P false 0001003239 XXXXXXXX S000008035 C000021808 C000021809 C000021810 SEASONS SERIES TRUST 811-07725 0001003239 549300O318N6OBWGKN57 21650 Oxnard Street Woodland Hills 91367 800-445-7862 SA Multi-Managed Growth Portfolio S000008035 V20SWOEB9PCOTBXMWX95 2021-03-31 2021-03-31 N 61644896.13 6378588.20 55266307.93 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2553891.58000000 0.00000000 0.00000000 161230.93000000 EUR USD N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAW5 5000.00000000 PA USD 5138.63000000 0.009297943344 Long DBT CORP US N 2 2030-05-01 Fixed 2.80000000 N N N N N N FirstCash Inc 549300V2X3UU7K0DG350 33767D105 200.00000000 NS USD 13134.00000000 0.023764931098 Long EC CORP US N 1 N N N Tupperware Brands Corp G8NWFN4YP7CR6FOP4886 899896104 325.00000000 NS USD 8583.25000000 0.015530709977 Long EC CORP US N 1 N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAT1 5000.00000000 PA USD 4897.39000000 0.008861438701 Long DBT CORP US N 2 2051-03-15 Fixed 2.95000000 N N N N N N Thermon Group Holdings Inc 529900ZNZBBLDE77MZ38 88362T103 350.00000000 NS USD 6821.50000000 0.012342963109 Long EC CORP US N 1 N N N Towd Point Mortgage Trust N/A 89175JAA8 49490.34000000 PA USD 50888.48000000 0.092078667647 Long ABS-MBS CORP US N 2 2057-10-25 Variable 2.75000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163BBF7 99955.53000000 PA USD 11962.28000000 0.021644796708 Long ABS-MBS CORP US N 2 2054-01-15 Variable 1.52000000 N N N N N N Astronics Corp 549300NNXCF8H4MSMK17 046433108 1350.00000000 NS USD 24354.00000000 0.044066631031 Long EC CORP US N 1 N N N EVERGY INC 549300PGTHDQY6PSUI61 30034WAB2 10000.00000000 PA USD 10184.78000000 0.018428551465 Long DBT CORP US N 2 2029-09-15 Fixed 2.90000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBJ8 15000.00000000 PA USD 14294.66000000 0.025865053294 Long DBT US N 2 2028-01-31 Fixed 1.50000000 N N N N N N Freddie Mac N/A 3128M1P60 18.39000000 PA USD 19.29000000 0.000034903724 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 5.00000000 N N N N N N ESC LEHMAN BRTH HLDH PROD N/A 525ESC1H2 7000.00000000 PA USD 71.40000000 0.000129192635 Long DBT CORP US N 2 2016-04-04 Fixed 1.00000000 N N N N N N Equity Bancshares Inc 549300BPQ2EJNU4WF694 29460X109 375.00000000 NS USD 10275.00000000 0.018591797398 Long EC CORP US N 1 N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AK0 10000.00000000 PA USD 10450.00000000 0.018908446016 Long DBT CORP US N 2 2028-08-15 Fixed 4.75000000 N N N N N N Ligand Pharmaceuticals Inc 5493008K7TB0IKP37H79 53220K504 125.00000000 NS USD 19056.25000000 0.034480772669 Long EC CORP US N 1 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BG3 12000.00000000 PA USD 12862.48000000 0.023273637197 Long DBT CORP US N 2 2028-02-01 Fixed 3.40000000 N N N N N N Zumiez Inc 549300J0PDF58P6HZD25 989817101 675.00000000 NS USD 28957.50000000 0.052396299091 Long EC CORP US N 1 N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 10000.00000000 PA USD 9975.00000000 0.018048971197 Long DBT CORP IL N 2 2031-03-30 Fixed 5.88000000 N N N N N N Bunker Hill Loan Depositary Trust N/A 12061RAA9 28098.65000000 PA USD 28763.18000000 0.052044692466 Long ABS-MBS CORP US N 2 2049-07-25 Variable 2.88000000 N N N N N N ModivCare Inc 549300EFZIFW7F7I0Q28 60783X104 25.00000000 NS USD 3703.00000000 0.006700284746 Long EC CORP US N 1 N N N Angel Oak Mortgage Trust N/A 034651AA7 42840.20000000 PA USD 42806.20000000 0.077454423143 Long ABS-MBS CORP US N 2 2053-04-25 Variable 0.99000000 N N N N N N HomeStreet Inc N/A 43785V102 450.00000000 NS USD 19831.50000000 0.035883526044 Long EC CORP US N 1 N N N Clovis Oncology Inc 529900WCUY9ZAHMRV489 189464100 1250.00000000 NS USD 8775.00000000 0.015877666391 Long EC CORP US N 1 N N N Barclays Capital Inc. AC28XWWI3WIBK2824319 000000000 155000.00000000 PA USD 155000.00000000 0.280460204065 Long RA CORP US N 2 Repurchase N 0.01000000 2021-04-01 139677.82820000 USD 158073.12300000 USD UST N N N PennyMac Financial Services Inc 549300W1D516HBDEU871 70932M107 400.00000000 NS USD 26748.00000000 0.048398384118 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810SN9 114000.00000000 PA USD 85740.47000000 0.155140578792 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N Global Medical REIT Inc 549300HFRIPQDYU3GU60 37954A204 75.00000000 NS USD 983.25000000 0.001779112875 Long EC US N 1 N N N Fannie Mae N/A 3136A6AN4 4897.77000000 PA USD 5298.83000000 0.009587812536 Long ABS-MBS USGSE US N 2 2042-05-25 Fixed 3.50000000 N N N N N N Primoris Services Corp 549300UF3OLBJ8D5K349 74164F103 1700.00000000 NS USD 56321.00000000 0.101908381633 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810RN0 750000.00000000 PA USD 816972.66000000 1.478247218965 Long DBT UST US N 2 2045-08-15 Fixed 2.88000000 N N N N N N BancFirst Corp 549300EJEHGBP4IO2J30 05945F103 600.00000000 NS USD 42414.00000000 0.076744768356 Long EC CORP US N 1 N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST 549300ZGMKIELA840327 07326TAA6 41235.26000000 PA USD 41681.10000000 0.075418643946 Long ABS-O CORP US N 2 2058-01-28 Variable 3.50000000 N N N N N N Carpenter Technology Corp DX6I6ZD3X5WNNCDJKP85 144285103 150.00000000 NS USD 6172.50000000 0.011168649094 Long EC CORP US N 1 N N N Clearway Energy Inc 549300LHAZ9HA9G3XC48 18539C105 350.00000000 NS USD 9278.50000000 0.016788709699 Long EC CORP US N 1 N N N BJ's Restaurants Inc 5299000EOW66I1OJNQ23 09180C106 450.00000000 NS USD 26136.00000000 0.047291018667 Long EC CORP US N 1 N N N UMBS, TBA N/A 01F012452 80000.00000000 PA USD 80210.83000000 0.145135133871 Long ABS-MBS USGSE US N 2 2036-05-15 Fixed 1.50000000 N N N N N N Penn National Gaming Inc N/A 707569109 260.00000000 NS USD 27258.40000000 0.049321912429 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SH5 55000.00000000 PA USD 58803.21000000 0.106399743718 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N Asset Backed Securities Corp Home Equity Ln Trst N/A 04541GMD1 1579.52000000 PA USD 1626.08000000 0.002942262765 Long ABS-MBS CORP US N 2 2034-10-25 Floating 1.68000000 N N N N N N TTM Technologies Inc 549300SC4BDOIS008048 87305R109 1200.00000000 NS USD 17400.00000000 0.031483919682 Long EC CORP US N 1 N N N 3D Systems Corp 5493003HHDOCCW4OP744 88554D205 425.00000000 NS USD 11662.00000000 0.021101463869 Long EC CORP US N 1 N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBE2 10000.00000000 PA USD 10845.38000000 0.019623854761 Long DBT CORP US N 2 2027-05-15 Fixed 3.49000000 N N N N N N Fannie Mae N/A 3136ARQA9 6982.77000000 PA USD 7277.99000000 0.013168945552 Long ABS-MBS USGSE US N 2 2046-03-25 Fixed 2.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BED4 25000.00000000 PA USD 25377.78000000 0.045919079726 Long DBT CORP US N 2 2021-11-17 Fixed 2.63000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BA7 5000.00000000 PA USD 5278.29000000 0.009550647035 Long DBT CORP US N 2 2045-02-09 Fixed 3.45000000 N N N N N N Piper Sandler Cos QUQDBTUSOAKFEVMRMF78 724078100 100.00000000 NS USD 10965.00000000 0.019840297661 Long EC CORP US N 1 N N N PDC Energy Inc 5493008W8H2T511J5Y59 69327R101 775.00000000 NS USD 26660.00000000 0.048239155099 Long EC CORP US N 1 N N N FutureFuel Corp 529900WYQZSMWFXLA845 36116M106 975.00000000 NS USD 14166.75000000 0.025633610296 Long EC CORP US N 1 N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 000000000 20000.00000000 PA 12154.21000000 0.021992078818 Long DBT NUSS AU N 2 2051-06-21 Fixed 1.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761J3R8 5000.00000000 PA USD 5385.05000000 0.009743820786 Long DBT CORP US N 2 2026-07-27 Fixed 3.13000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAV3 25000.00000000 PA USD 24099.68000000 0.043606459165 Long DBT US N 2 2026-07-15 Fixed 1.05000000 N N N N N N GLAXOSMITHKLINE CAP INC 5493007Q8VD7Q3ZYZS59 377372AM9 20000.00000000 PA USD 21987.86000000 0.039785288403 Long DBT CORP US N 2 2025-05-15 Fixed 3.63000000 N N N N N N Upwork Inc N/A 91688F104 625.00000000 NS USD 27981.25000000 0.050629852161 Long EC CORP US N 1 N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AG2 20000.00000000 PA USD 20180.00000000 0.036514109148 Long DBT CORP US N 2 2030-07-15 Fixed 4.38000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DS8 10000.00000000 PA USD 9696.80000000 0.017545590366 Long DBT NUSS PE N 2 2041-03-11 Fixed 3.30000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QAZ9 10000.00000000 PA USD 11103.44000000 0.020090793859 Long DBT CORP US N 2 2042-05-01 Fixed 3.95000000 N N N N N N New Jersey Resources Corp 549300QKBSQBIX4DQ583 646025106 225.00000000 NS USD 8970.75000000 0.016231860487 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCB3 10000.00000000 PA USD 11266.15000000 0.020385204696 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N Stifel Financial Corp 549300E5F07FE5GHJX84 860630102 547.00000000 NS USD 35040.82000000 0.063403584050 Long EC CORP US N 1 N N N DigitalOcean Holdings Inc 549300EPISPY3RE3DL21 25402D102 626.00000000 NS USD 26373.38000000 0.047720538946 Long EC CORP US N 1 N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466CAC0 20000.00000000 PA USD 21280.00000000 0.038504471887 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCY5 10000.00000000 PA USD 10279.89000000 0.018600645465 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N CSAIL Commercial Mortgage Trust 549300C2HE5FJAWYZL57 12636MAF5 29999.98000000 PA USD 31507.80000000 0.057010864630 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 2.96000000 N N N N N N Simmons First National Corp 549300IVR5AJKUVOGN05 828730200 1000.00000000 NS USD 29670.00000000 0.053685511320 Long EC CORP US N 1 N N N Protagonist Therapeutics Inc N/A 74366E102 1000.00000000 NS USD 25900.00000000 0.046863995389 Long EC CORP US N 1 N N N Navient Corp 54930067J0ZNOEBRW338 63938C108 2400.00000000 NS USD 34344.00000000 0.062142743538 Long EC CORP US N 1 N N N Kforce Inc 5493003RDQQDVXY2SK46 493732101 525.00000000 NS USD 28140.00000000 0.050917097692 Long EC CORP US N 1 N N N Steelcase Inc GIE4CCPBJDI8SMV1OX95 858155203 775.00000000 NS USD 11152.25000000 0.020179111682 Long EC CORP US N 1 N N N Twitter Inc 549300I8RX485XMK6836 90184L102 27940.00000000 NS USD 1777822.20000000 3.216828238737 Long EC CORP US N 1 N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EW9 5000.00000000 PA USD 5184.31000000 0.009380597680 Long DBT CORP US N 2 2030-04-01 Fixed 2.63000000 N N N N N N W&T Offshore Inc 549300Q7EOY2YIO3YK85 92922P106 2100.00000000 NS USD 7539.00000000 0.013641222441 Long EC CORP US N 1 N N N Evolent Health Inc 549300CZOCFHQ2BBTR11 30050B101 2075.00000000 NS USD 41915.00000000 0.075841867441 Long EC CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAH9 15000.00000000 PA USD 15999.87000000 0.028950495517 Long DBT CORP US N 2 2025-03-01 Fixed 3.22000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCB9 10000.00000000 PA USD 10608.60000000 0.019195420134 Long DBT CORP US N 2 2025-07-15 Fixed 3.30000000 N N N N N N Meritage Homes Corp 52990044W9UMFJO2FB97 59001A102 100.00000000 NS USD 9192.00000000 0.016632194811 Long EC CORP US N 1 N N N GS Mortgage Securities Trust N/A 36252TAR6 31000.00000000 PA USD 33087.35000000 0.059868935051 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 3.05000000 N N N N N N DXP Enterprises Inc/TX N/A 233377407 425.00000000 NS USD 12822.25000000 0.023200844203 Long EC CORP US N 1 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 5000.00000000 PA USD 5702.56000000 0.010318329943 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAM8 40000.00000000 PA USD 43229.40000000 0.078220169971 Long DBT CORP US N 2 2029-01-23 Fixed 3.51000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442RAB7 15000.00000000 PA USD 17324.87000000 0.031347977907 Long DBT CORP US N 2 2044-03-30 Fixed 4.38000000 N N N N N N Core-Mark Holding Co Inc 529900CI5YANWVE54N57 218681104 1275.00000000 NS USD 49329.75000000 0.089258269364 Long EC CORP US N 1 N N N PENSKE TRUCK LEASING/PTL N/A 709599BG8 15000.00000000 PA USD 15787.58000000 0.028566373603 Long DBT CORP US N 2 2024-11-01 Fixed 2.70000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GS6 10000.00000000 PA USD 10142.82000000 0.018352628174 Long DBT CORP US N 2 2029-08-01 Fixed 2.85000000 N N N N N N Forterra Inc 549300M8CB93DI1JD480 34960W106 100.00000000 NS USD 2325.00000000 0.004206903060 Long EC CORP US N 1 N N N IHS Markit Ltd 549300HLPTRASHS0E726 44962LAG2 25000.00000000 PA USD 26790.25000000 0.048474832141 Long DBT CORP BM N 2 2023-08-01 Fixed 4.13000000 N N N N N N COMM Mortgage Trust 549300NMFC2YLCA2NF13 12625XAA5 100000.00000000 PA USD 106664.33000000 0.193000643602 Long ABS-MBS CORP US N 2 2030-08-10 Fixed 4.35000000 N N N N N N Akebia Therapeutics Inc 549300CBQEHMKEEGNX42 00972D105 8800.00000000 NS USD 29788.00000000 0.053899022959 Long EC CORP US N 1 N N N New Residential Mortgage Loan Trust N/A 64829NAA2 36953.41000000 PA USD 39311.01000000 0.071130154107 Long ABS-MBS CORP US N 2 2057-05-25 Variable 4.00000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BJ9 5000.00000000 PA USD 5613.82000000 0.010157761953 Long DBT CORP US N 2 2035-11-15 Fixed 4.85000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFQ7 15000.00000000 PA USD 17876.48000000 0.032346072443 Long DBT CORP US N 2 2045-04-21 Fixed 4.75000000 N N N N N N Barnes Group Inc G1MSYD2DQZX30V5DMX12 067806109 250.00000000 NS USD 12385.00000000 0.022409675015 Long EC CORP US N 1 N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92556HAB3 15000.00000000 PA USD 17730.78000000 0.032082439851 Long DBT CORP US N 2 2031-01-15 Fixed 4.95000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BF0 10000.00000000 PA USD 10665.00000000 0.019297471460 Long DBT CORP US N 2 2027-05-15 Fixed 5.50000000 N N N N N N Cadence BanCorp 54930022CKKXKBR5CK30 12739A100 2600.00000000 NS USD 53898.00000000 0.097524155346 Long EC CORP US N 1 N N N Wells Fargo Commercial Mortgage Trust 5493002S7XBI8CVRR075 94989HAT7 33824.79000000 PA USD 34915.77000000 0.063177315995 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 2.93000000 N N N N N N REX American Resources Corp N/A 761624105 135.00000000 NS USD 11362.95000000 0.020560356617 Long EC CORP US N 1 N N N HUNGARY 5299008DH62LEB10JK83 000000000 30000.00000000 PA 37656.86000000 0.068137100903 Long DBT NUSS HU N 2 2032-04-28 Fixed 1.63000000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BH0 5000.00000000 PA USD 5872.14000000 0.010625171501 Long DBT CORP US N 2 2040-04-01 Fixed 4.25000000 N N N N N N Central Garden & Pet Co 5493004DVZLD37DJ0H83 153527205 250.00000000 NS USD 12972.50000000 0.023472709659 Long EC CORP US N 1 N N N PCTEL Inc N/A 69325Q105 450.00000000 NS USD 3127.50000000 0.005658963149 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 10000.00000000 PA USD 9900.96000000 0.017915001690 Long DBT CORP US N 2 2031-02-13 Fixed 2.50000000 N N N N N N Amkor Technology Inc 529900VHLRTKPWZJBM84 031652100 2525.00000000 NS USD 59867.75000000 0.108325944399 Long EC CORP US N 1 N N N Okta Inc 549300N8J06I8MRHU620 679295105 3339.00000000 NS USD 736015.77000000 1.331762148707 Long EC CORP US N 1 N N N Highwoods Properties Inc ZIIGTYKL9T0X3HLTDX53 431284108 150.00000000 NS USD 6441.00000000 0.011654478544 Long EC US N 1 N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 000000000 270000.00000000 PA 13272.07000000 0.024014757810 Long DBT NUSS XX N 2 2021-06-10 Fixed 7.25000000 N N N N N N Angel Oak Mortgage Trust N/A 03465LAA3 36745.55000000 PA USD 37103.63000000 0.067136075105 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.69000000 N N N N N N Brightsphere Investment Group Inc 5493004FTLQNQTBOP608 10948W103 700.00000000 NS USD 14266.00000000 0.025813195298 Long EC CORP US N 1 N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BT8 10000.00000000 PA USD 12516.73000000 0.022648030000 Long DBT CORP US N 2 2040-05-01 Fixed 5.15000000 N N N N N N Consolidated Communications Holdings Inc 529900F6S64KOO8CXH48 209034107 4613.00000000 NS USD 33213.60000000 0.060097374411 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 9128285D8 60000.00000000 PA USD 63925.78000000 0.115668627766 Long DBT UST US N 2 2023-09-30 Fixed 2.88000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 5000.00000000 PA USD 5127.04000000 0.009276972159 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N NexTier Oilfield Solutions Inc 529900L27H2D4QT0IT24 65290C105 1975.00000000 NS USD 7347.00000000 0.013293813672 Long EC CORP US N 1 N N N Altra Industrial Motion Corp NQ0NIXPGW4YKG4MWM571 02208R106 700.00000000 NS USD 38724.00000000 0.070068006078 Long EC CORP US N 1 N N N Haverty Furniture Cos Inc 529900CVFMMIRXZVPD70 419596101 300.00000000 NS USD 11157.00000000 0.020187706430 Long EC CORP US N 1 N N N WideOpenWest Inc 549300RM6J2BWWOFU889 96758W101 1650.00000000 NS USD 22423.50000000 0.040573544424 Long EC CORP US N 1 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BH1 10000.00000000 PA USD 10725.77000000 0.019407429954 Long DBT CORP US N 2 2038-02-01 Fixed 3.80000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 10000.00000000 PA USD 11368.42000000 0.020570254149 Long DBT CORP US N 2 2031-03-31 Fixed 4.41000000 N N N N N N Old National Bancorp/IN 549300MMK90CL5KMVX16 680033107 2250.00000000 NS USD 43515.00000000 0.078736940515 Long EC CORP US N 1 N N N ION MEDIA ESCROW N/A 000000000 2.00000000 NS USD 24.05000000 0.000043516567 Long EC CORP US N 3 N N N Heritage-Crystal Clean Inc N/A 42726M106 225.00000000 NS USD 6104.25000000 0.011045156133 Long EC CORP US N 1 N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DE9 5000.00000000 PA USD 5135.85000000 0.009292913155 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.39000000 N N N N N N UMBS, TBA N/A 01F020653 565000.00000000 PA USD 562296.38000000 1.017430693420 Long ABS-MBS USGSE US N 2 2051-05-15 Fixed 2.00000000 N N N N N N Workiva Inc 529900RTOQ8GRWHY1O58 98139A105 350.00000000 NS USD 30891.00000000 0.055894813959 Long EC CORP US N 1 N N N Fannie Mae N/A 3136AWTK3 4931.69000000 PA USD 5107.49000000 0.009241597984 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 3.00000000 N N N N N N Avient Corp SM8L9RZYIB34LNTWO040 05368V106 800.00000000 NS USD 37816.00000000 0.068425052109 Long EC CORP US N 1 N N N Intercept Pharmaceuticals Inc N/A 45845P108 550.00000000 NS USD 12694.00000000 0.022968786002 Long EC CORP US N 1 N N N AMC Networks Inc 549300VGG9K75226LR46 00164V103 625.00000000 NS USD 33225.00000000 0.060118001806 Long EC CORP US N 1 N N N Children's Place Inc/The 549300BGVK2OO5O7TC19 168905107 175.00000000 NS USD 12197.50000000 0.022070408639 Long EC CORP US N 1 N N N Chicago Transit Authority Sales Tax Receipts Fund N/A 16772PCX2 5000.00000000 PA USD 5308.65000000 0.009605581047 Long DBT MUN US N 2 2040-12-01 Fixed 3.91000000 N N N N N N Freddie Mac N/A 3137AUXZ7 8426.00000000 PA USD 8458.46000000 0.015304912372 Long ABS-MBS USGSE US N 2 2042-10-15 Fixed 1.50000000 N N N N N N Kelly Services Inc N/A 488152208 500.00000000 NS USD 11135.00000000 0.020147899175 Long EC CORP US N 1 N N N New York Mortgage Trust Inc 549300JFGR0M7ULHWG48 649604501 200.00000000 NS USD 894.00000000 0.001617622080 Long EC US N 1 N N N Advanced Drainage Systems Inc 6QQTOZ5MF5DHM7K92I60 00790R104 110.00000000 NS USD 11372.90000000 0.020578360353 Long EC CORP US N 1 N N N Veritiv Corp 529900VQARHWQROHAS58 923454102 225.00000000 NS USD 9571.50000000 0.017318869956 Long EC CORP US N 1 N N N Gibraltar Industries Inc N/A 374689107 75.00000000 NS USD 6863.25000000 0.012418506422 Long EC CORP US N 1 N N N Oceaneering International Inc 549300L6PH74701W0R30 675232102 250.00000000 NS USD 2855.00000000 0.005165896016 Long EC CORP US N 1 N N N QTS Realty Trust Inc 5493006PA4CJK4OG2J54 74736A103 325.00000000 NS USD 20163.00000000 0.036483348997 Long EC US N 1 N N N ALDER BIOPHARMACEUTICALS INC 529900946SFXHRCYLD85 014CVR013 1325.00000000 NS USD 1166.00000000 0.002109784502 N/A DE US N 3 N/A N/A Alder Biopharmaceuticals Inc Alder Biopharmaceuticals Inc 2099-12-31 XXXX 0.00000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 30000.00000000 PA USD 30504.62000000 0.055195690000 Long DBT CORP US N 2 2031-01-22 Fixed 2.70000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CS7 5000.00000000 PA USD 4982.20000000 0.009014895669 Long DBT CORP US N 2 2050-02-21 Fixed 3.38000000 N N N N N N UroGen Pharma Ltd 549300C0YCX7CG2G5D50 000000000 550.00000000 NS USD 10714.00000000 0.019386133073 Long EC CORP IL N 1 N N N Essential Properties Realty Trust Inc N/A 29670E107 500.00000000 NS USD 11415.00000000 0.020654536963 Long EC CORP US N 1 N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DN4 5000.00000000 PA USD 5205.74000000 0.009419373565 Long DBT CORP US N 2 2046-04-15 Fixed 3.70000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 5846631.83000000 OU Notional Amount USD 22603.08000000 0.040898480189 N/A DFE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD 22603.08000000 0.04000000 DFE US 44259002.95000000 CNY 5846631.83000000 USD 2022-03-30 1.00000000 7.57000000 USD 2022-03-30 XXXX -6437.52000000 N N N Wells Fargo Mortgage Backed Securities Trust N/A 94984MAM6 3765.63000000 PA USD 3698.52000000 0.006692178541 Long ABS-MBS CORP US N 2 2036-10-25 Variable 2.78000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AN7 30000.00000000 PA USD 31650.00000000 0.057268164249 Long DBT CORP US N 2 2027-07-15 Fixed 4.88000000 N N N N N N Freddie Mac N/A 31292GZZ2 304.75000000 PA USD 347.76000000 0.000629244132 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6.50000000 N N N N N N Harpoon Therapeutics Inc 549300VFZL0TEVXILA36 41358P106 2057.00000000 NS USD 43032.44000000 0.077863786476 Long EC CORP US N 1 N N N Freddie Mac N/A 3137AH7H5 282.80000000 PA USD 289.55000000 0.000523917755 Long ABS-MBS USGSE US N 2 2041-01-15 Fixed 2.00000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAQ6 15000.00000000 PA USD 15718.50000000 0.028441378823 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75000000 N N N N N N Royal Gold Inc 5493001NGRU6SFL04184 780287108 734.00000000 NS USD 78993.08000000 0.142931711848 Long EC CORP US N 1 N N N Yelp Inc 5299007OU2DOSXPQBO35 985817105 1075.00000000 NS USD 41925.00000000 0.075859961648 Long EC CORP US N 1 N N N IAC/InterActiveCorp 549300TO56L57RP6P031 44891N109 4802.00000000 NS USD 1038720.62000000 1.879482561628 Long EC CORP US N 1 N N N Fannie Mae N/A 3136AYMB6 7073.33000000 PA USD 7300.21000000 0.013209150879 Long ABS-MBS USGSE US N 2 2053-04-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGE26 72.98000000 PA USD 86.75000000 0.000156967243 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 6.00000000 N N N N N N EnPro Industries Inc 549300Y5CFT2LKCFDN54 29355X107 225.00000000 NS USD 19185.75000000 0.034715092646 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFD1 5000.00000000 PA USD 5365.84000000 0.009709061815 Long DBT CORP US N 2 2050-03-22 Fixed 4.00000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CU9 5000.00000000 PA USD 5236.28000000 0.009474633273 Long DBT CORP US N 2 2023-07-01 Fixed 2.95000000 N N N N N N CVS Pass-Through Trust N/A 126650BY5 6574.46000000 PA USD 7575.03000000 0.013706415868 Long DBT CORP US N 2 2034-01-10 Fixed 5.93000000 N N N N N N Southwest Gas Holdings Inc N/A 844895102 200.00000000 NS USD 13742.00000000 0.024865058866 Long EC CORP US N 1 N N N Welbilt Inc 549300UR3W71YLZWI068 949090104 675.00000000 NS USD 10968.75000000 0.019847082989 Long EC CORP US N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCB9 5000.00000000 PA USD 5140.40000000 0.009301146019 Long DBT CORP US N 2 2061-03-25 Fixed 4.10000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 100000.00000000 OU Notional Amount USD 2780.79000000 0.005031618908 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-12-16 0.00000000 USD -170.53000000 USD 100000.00000000 USD 2951.32000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810SW9 65000.00000000 PA USD 60368.75000000 0.109232464156 Long DBT UST US N 2 2041-02-15 Fixed 1.88000000 N N N N N N Four Corners Property Trust Inc 549300SVTPZPBDVNER42 35086T109 850.00000000 NS USD 23290.00000000 0.042141407436 Long EC US N 1 N N N Dicerna Pharmaceuticals Inc 549300CTZMJMPH28WN39 253031108 800.00000000 NS USD 20456.00000000 0.037013509253 Long EC CORP US N 1 N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BN3 15000.00000000 PA USD 15266.25000000 0.027623068324 Long DBT CORP US N 2 2030-07-15 Fixed 4.00000000 N N N N N N CSAIL Commercial Mortgage Trust 549300D5DIOOMKWXVZ20 12634NAV0 297530.98000000 PA USD 7500.61000000 0.013571758782 Long ABS-MBS CORP US N 2 2057-06-15 Variable 0.75000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 10000.00000000 PA USD 10662.51000000 0.019292966002 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H032654 190000.00000000 PA USD 200642.97000000 0.363047537487 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 3.50000000 N N N N N N Arch Resources Inc W47HVZ7Q6FXL86RELH91 03940R107 260.00000000 NS USD 10816.00000000 0.019570693981 Long EC CORP US N 1 N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FK9 10000.00000000 PA USD 9815.73000000 0.017760784766 Long DBT CORP US N 2 2050-02-05 Fixed 3.25000000 N N N N N N Fannie Mae N/A 3136B4EJ3 9482.33000000 PA USD 10206.04000000 0.018467019749 Long ABS-MBS USGSE US N 2 2057-11-25 Fixed 3.50000000 N N N N N N Cutera Inc 529900NPKPEWJWR21Z42 232109108 100.00000000 NS USD 3005.00000000 0.005437309117 Long EC CORP US N 1 N N N First Merchants Corp TZTBT0OTGQ2FEK6XMX94 320817109 775.00000000 NS USD 36037.50000000 0.065206997445 Long EC CORP US N 1 N N N Ennis Inc N/A 293389102 1100.00000000 NS USD 23485.00000000 0.042494244467 Long EC CORP US N 1 N N N Cinemark Holdings Inc 549300LL2QMPTYIE0K55 17243V102 425.00000000 NS USD 8674.25000000 0.015695367258 Long EC CORP US N 1 N N N eGain Corp N/A 28225C806 3321.00000000 NS USD 31516.29000000 0.057026226611 Long EC CORP US N 1 N N N Redwood Trust Inc DRBV4N1ERQLEMIF11G78 758075402 2400.00000000 NS USD 24984.00000000 0.045206566054 Long EC US N 1 N N N Freddie Mac N/A 3129084J2 22.85000000 PA USD 23.28000000 0.000042123313 Long ABS-MBS USGSE US N 2 2022-03-15 Fixed 7.75000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017DD8 10000.00000000 PA USD 11102.50000000 0.020089093004 Long DBT CORP US N 2 2025-08-16 Fixed 3.95000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -1.00000000 NC -296.22000000 -0.00053598659 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Euro-Bund (FGBL) RXM1 Comdty 2021-06-08 -171027.40000000 EUR -296.22000000 N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 5000.00000000 PA USD 5031.25000000 0.009103647752 Long DBT CORP IL N 2 2026-03-30 Fixed 4.88000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VCV4 17000.00000000 PA USD 19195.67000000 0.034733042099 Long DBT CORP US N 2 2036-01-15 Fixed 4.27000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CF9 10000.00000000 PA USD 9767.52000000 0.017673552596 Long DBT CORP US N 2 2062-03-17 Fixed 3.04000000 N N N N N N Soundview Home Equity Loan Trust N/A 83612HAD0 50000.00000000 PA USD 46741.85000000 0.084575669609 Long ABS-MBS CORP US N 2 2036-11-25 Floating 0.61000000 N N N N N N Myriad Genetics Inc 52990044IHUOUMETT163 62855J104 750.00000000 NS USD 22837.50000000 0.041322644582 Long EC CORP US N 1 N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498106 2632.00000000 NS USD 223035.68000000 0.403565369849 Long EC CORP US N 1 N N N Natus Medical Inc 549300ZW3JLSJGT2D838 639050103 950.00000000 NS USD 24329.50000000 0.044022300224 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L95U2 40000.00000000 PA USD 42973.70000000 0.077757501106 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.97000000 N N N N N N COMM Mortgage Trust N/A 12592KBC7 43000.00000000 PA USD 46834.64000000 0.084743565753 Long ABS-MBS CORP US N 2 2047-09-10 Fixed 3.84000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAB4 9000.00000000 PA USD 10059.75000000 0.018202319599 Long DBT CORP XX N 2 2029-06-18 Fixed 4.30000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YBB5 5000.00000000 PA USD 4896.33000000 0.008859520715 Long DBT CORP US N 2 2027-09-15 Fixed 2.15000000 N N N N N N Artisan Partners Asset Management Inc 549300T1FUI6JF63XU51 04316A108 100.00000000 NS USD 5217.00000000 0.009439747642 Long EC CORP US N 1 N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAA3 5000.00000000 PA USD 5158.70000000 0.009334258417 Long DBT CORP US N 2 2025-06-17 Fixed 2.20000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDH1 5000.00000000 PA USD 5474.45000000 0.009905582994 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N LiveRamp Holdings Inc 254900GXS75LG1X7RF88 53815P108 450.00000000 NS USD 23346.00000000 0.042242734994 Long EC CORP US N 1 N N N MACOM Technology Solutions Holdings Inc N/A 55405Y100 150.00000000 NS USD 8703.00000000 0.015747388103 Long EC CORP US N 1 N N N Citigroup Mortgage Loan Trust Inc N/A 17307G3F3 6932.35000000 PA USD 6904.87000000 0.012493814511 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.88000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBQ0 20000.00000000 PA USD 20491.17000000 0.037077146578 Long DBT CORP US N 2 2042-07-15 Fixed 3.75000000 N N N N N N Groupon Inc 5299005W5W1R5POQJL03 399473206 103.00000000 NS USD 5206.14000000 0.009420097334 Long EC CORP US N 1 N N N UMH Properties Inc 529900OM5K3PJ11F0Q09 903002103 400.00000000 NS USD 7668.00000000 0.013874637708 Long EC US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABE4 15000.00000000 PA USD 16345.95000000 0.029576699823 Long DBT CORP US N 2 2030-04-15 Fixed 3.88000000 N N N N N N Primerica Inc 254900621R686KJR7022 74164M108 75.00000000 NS USD 11086.50000000 0.020060142273 Long EC CORP US N 1 N N N CLECO CORPORATE HOLDINGS 5493002H80P81B3HXL31 18551PAE9 10000.00000000 PA USD 10069.74000000 0.018220395711 Long DBT CORP US N 2 2029-09-15 Fixed 3.38000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VCX0 10000.00000000 PA USD 11565.44000000 0.020926746209 Long DBT CORP US N 2 2048-09-15 Fixed 4.52000000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 1925.00000000 NS USD 678524.00000000 1.227735351634 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ASLB3 22748.92000000 PA USD 25617.25000000 0.046352381694 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498AS5 40000.00000000 PA USD 42525.00000000 0.076945614050 Long DBT CORP US N 2 2023-11-15 Fixed 4.00000000 N N N N N N Oil States International Inc 5493004TF4KQJGMYL777 678026105 925.00000000 NS USD 5577.75000000 0.010092496149 Long EC CORP US N 1 N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AS2 5000.00000000 PA USD 5411.46000000 0.009791607586 Long DBT CORP US N 2 2027-07-13 Fixed 4.00000000 N N N N N N HOWARD UNIVERSITY N/A 442851AR2 5000.00000000 PA USD 4978.00000000 0.009007296102 Long DBT CORP US N 2 2027-10-01 Fixed 2.39000000 N N N N N N COMM Mortgage Trust N/A 200474BC7 35000.00000000 PA USD 37494.41000000 0.067843160515 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.18000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAF4 20000.00000000 PA USD 19541.21000000 0.035358269317 Long DBT CORP US N 2 2028-03-08 Fixed 1.80000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 135000.00000000 PA USD 135000.00000000 0.244271790637 Long RA CORP US N 2 Repurchase N 0.00500000 2021-04-01 127543.15400000 USD 137769.09470000 USD UST N N N JFrog Ltd N/A 000000000 125.00000000 NS USD 5546.25000000 0.010035499398 Long EC CORP IL N 1 N N N Pacific Biosciences of California Inc N/A 69404D108 400.00000000 NS USD 13324.00000000 0.024108721025 Long EC CORP US N 1 N N N GLP CAPITAL LP / FIN II N/A 361841AQ2 20000.00000000 PA USD 20669.50000000 0.037399820567 Long DBT US N 2 2031-01-15 Fixed 4.00000000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XBZ8 5000.00000000 PA USD 5673.70000000 0.010266110063 Long DBT CORP US N 2 2030-05-15 Fixed 4.25000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAG8 5000.00000000 PA USD 5688.15000000 0.010292256191 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N Green Plains Inc VJ5WLTHARBSDR14KIZ98 393222104 375.00000000 NS USD 10151.25000000 0.018367881590 Long EC CORP US N 1 N N N Towd Point Mortgage Trust N/A 89173UAA5 45367.50000000 PA USD 46774.69000000 0.084635090983 Long ABS-MBS CORP US N 2 2057-06-25 Variable 2.75000000 N N N N N N Benchmark Mortgage Trust N/A 08162VAF5 111454.92000000 PA USD 8568.82000000 0.015504600037 Long ABS-MBS CORP US N 2 2062-03-15 Variable 1.23000000 N N N N N N Hooker Furniture Corp N/A 439038100 225.00000000 NS USD 8203.50000000 0.014843582477 Long EC CORP US N 1 N N N KKR Real Estate Finance Trust Inc 549300K23AYZDZ2REL62 48251K100 650.00000000 NS USD 11953.50000000 0.021628909995 Long EC US N 1 N N N Columbia Banking System Inc N/A 197236102 1025.00000000 NS USD 44167.25000000 0.079917135148 Long EC CORP US N 1 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 3.94000000 0.000007129117 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2000.00000000 ILS 602.81000000 USD 2021-06-16 3.94000000 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 5000.00000000 PA USD 4649.98000000 0.008413769933 Long DBT CORP US N 2 2033-02-15 Fixed 2.60000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RT7 50000.00000000 PA USD 48388.67000000 0.087555459759 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AJ8 13000.00000000 PA USD 13868.74000000 0.025094384842 Long DBT CORP US N 2 2023-06-15 Fixed 3.85000000 N N N N N N Deutsche Bank Commercial Mortgage Trust N/A 23312LAQ1 24999.74000000 PA USD 26283.30000000 0.047557546332 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 3.04000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KAT3 15000.00000000 PA USD 15420.85000000 0.027902804760 Long DBT CORP US N 2 2022-03-28 Fixed 3.70000000 N N N N N N Domtar Corp XYSIJOU3HNVROZWNA008 257559203 525.00000000 NS USD 19398.75000000 0.035100499249 Long EC CORP US N 1 N N N AT&T INC 549300Z40J86GGSTL398 00206RMG4 7000.00000000 PA USD 6629.64000000 0.011995807659 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412QP52 1658.38000000 PA USD 1846.68000000 0.003341420965 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 718549AE8 10000.00000000 PA USD 10854.43000000 0.019640230018 Long DBT CORP US N 2 2046-10-01 Fixed 4.90000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QBB3 20000.00000000 PA USD 21003.20000000 0.038003624245 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N Americold Realty Trust 549300R7N1V5YV8MWH02 03064D108 400.00000000 NS USD 15388.00000000 0.027843365291 Long EC US N 1 N N N Berkeley Lights Inc 549300LTLRE4N65CD358 084310101 250.00000000 NS USD 12557.50000000 0.022721800080 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810SC3 25000.00000000 PA USD 28584.96000000 0.051722217514 Long DBT UST US N 2 2048-05-15 Fixed 3.13000000 N N N N N N Cornerstone Building Brands Inc 549300IW41QEWQ6T0H29 21925D109 900.00000000 NS USD 12627.00000000 0.022847554817 Long EC CORP US N 1 N N N Eagle Pharmaceuticals Inc/DE 549300TN20OLYTJVP152 269796108 225.00000000 NS USD 9391.50000000 0.016993174235 Long EC CORP US N 1 N N N KBR Inc 254900OFQDXZRKRCV808 48242W106 300.00000000 NS USD 11517.00000000 0.020839097872 Long EC CORP US N 1 N N N Sigilon Therapeutics Inc N/A 82657L107 1025.00000000 NS USD 22908.75000000 0.041451565805 Long EC CORP US N 1 N N N First American Financial Corp 549300B6VEZK3N0A1P55 31847R102 125.00000000 NS USD 7081.25000000 0.012812960129 Long EC CORP US N 1 N N N API Group Corp 213800NZT1VX6PZ7BT53 00187Y100 1325.00000000 NS USD 27401.00000000 0.049579935816 Long EC CORP US N 1 N N N BancorpSouth Bank Q7C315HKI8VX0SSKBS64 05971J102 800.00000000 NS USD 25984.00000000 0.047015986725 Long EC CORP US N 1 N N N Arconic Corp 549300B4YFWH3U74B152 03966V107 600.00000000 NS USD 15234.00000000 0.027564714507 Long EC CORP US N 1 N N N Stamps.com Inc 5299008VAXLEGU4Y4038 852857200 175.00000000 NS USD 34914.25000000 0.063174565676 Long EC CORP US N 1 N N N Landos Biopharma Inc N/A 515069102 1620.00000000 NS USD 15600.60000000 0.028228048126 Long EC CORP US N 1 N N N CVR Energy Inc 529900SOYZIXZBTXB558 12662P108 75.00000000 NS USD 1438.50000000 0.002602851635 Long EC CORP US N 1 N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AR8 15000.00000000 PA USD 14072.94000000 0.025463868543 Long DBT CORP US N 2 2031-01-15 Fixed 2.15000000 N N N N N N Sleep Number Corp 529900W0TZQLBT2DSS66 83125X103 525.00000000 NS USD 75332.25000000 0.136307730372 Long EC CORP US N 1 N N N Hub Group Inc N/A 443320106 250.00000000 NS USD 16820.00000000 0.030434455692 Long EC CORP US N 1 N N N Easterly Government Properties Inc 549300ERMCEFC6S8HL77 27616P103 325.00000000 NS USD 6737.25000000 0.012190519418 Long EC US N 1 N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 743315AW3 10000.00000000 PA USD 10726.17000000 0.019408153722 Long DBT CORP US N 2 2030-03-26 Fixed 3.20000000 N N N N N N Fannie Mae N/A 3136AXJT3 8135.48000000 PA USD 8515.07000000 0.015407343676 Long ABS-MBS USGSE US N 2 2053-07-25 Fixed 4.00000000 N N N N N N Asure Software Inc N/A 04649U102 1325.00000000 NS USD 10123.00000000 0.018316765456 Long EC CORP US N 1 N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FREK3 99845.78000000 PA USD 8473.58000000 0.015332270812 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 1.13000000 N N N N N N CytomX Therapeutics Inc 5493004VW2FW0QLL3345 23284F105 425.00000000 NS USD 3285.25000000 0.005944399260 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 3000.00000000 PA USD 4220.17000000 0.007636062834 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N iRhythm Technologies Inc 549300FJI72RJGDQS384 450056106 250.00000000 NS USD 34715.00000000 0.062814038607 Long EC CORP US N 1 N N N Cirrus Logic Inc 549300NKSJEM5ZZSSV18 172755100 175.00000000 NS USD 14838.25000000 0.026848636277 Long EC CORP US N 1 N N N Global Net Lease Inc 549300NUYANCT5SU8Z65 379378201 350.00000000 NS USD 6321.00000000 0.011437348063 Long EC US N 1 N N N Cohen & Steers Inc 549300XXIA338A0X2K65 19247A100 75.00000000 NS USD 4899.75000000 0.008865708934 Long EC CORP US N 1 N N N Gentherm Inc HKM6YX1U5JS60TCUB219 37253A103 250.00000000 NS USD 18527.50000000 0.033524041489 Long EC CORP US N 1 N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBE2 20000.00000000 PA USD 24385.76000000 0.044124098231 Long DBT CORP US N 2 2039-02-14 Fixed 5.80000000 N N N N N N Tivity Health Inc U5UKZMHGMOP0CPFG4B24 88870R102 150.00000000 NS USD 3348.00000000 0.006057940407 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JVL0 15000.00000000 PA USD 16419.91000000 0.029710524576 Long DBT CORP US N 2 2024-10-23 Fixed 3.70000000 N N N N N N Herman Miller Inc U98HXD3PNK7HYU2MU887 600544100 900.00000000 NS USD 37035.00000000 0.067011894564 Long EC CORP US N 1 N N N Cohu Inc 529900FJPORJ3JJ2XS33 192576106 375.00000000 NS USD 15690.00000000 0.028389810334 Long EC CORP US N 1 N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBB3 5000.00000000 PA USD 5633.28000000 0.010192973279 Long DBT CORP US N 2 2025-11-15 Fixed 4.40000000 N N N N N N Spotify Technology SA 549300B4X0JHWV0DTD60 000000000 4441.00000000 NS USD 1189965.95000000 2.153148988181 Long EC CORP LU N 1 N N N Deutsche Bank Commercial Mortgage Trust N/A 23312VAF3 40000.00000000 PA USD 42395.40000000 0.076711113131 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 2.89000000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813BW8 5000.00000000 PA USD 5622.89000000 0.010174173398 Long DBT CORP US N 2 2030-04-01 Fixed 3.95000000 N N N N N N Chicago Board of Education 54930099NR6T9V7LVB43 167505KH8 5000.00000000 PA USD 5710.51000000 0.010332714838 Long DBT MUN US N 2 2039-12-01 Fixed 6.14000000 N N N N N N Lithia Motors Inc SE8N1EZEHPZQBCBVKD53 536797103 25.00000000 NS USD 9752.25000000 0.017645922742 Long EC CORP US N 1 N N N Colony Capital Inc 549300XG87L902AGBO89 19626G108 1575.00000000 NS USD 10206.00000000 0.018466947372 Long EC US N 1 N N N Seres Therapeutics Inc 549300GMXBE5NUWISF13 81750R102 875.00000000 NS USD 18016.25000000 0.032598975170 Long EC CORP US N 1 N N N Adaptive Biotechnologies Corp 549300ZTF7OT1FW66Q96 00650F109 225.00000000 NS USD 9058.50000000 0.016390637151 Long EC CORP US N 1 N N N Sensei Biotherapeutics Inc N/A 81728A108 1062.00000000 NS USD 15430.86000000 0.027920917061 Long EC CORP US N 1 N N N New Residential Mortgage Loan Trust N/A 64828FCQ3 43718.82000000 PA USD 43854.69000000 0.079351582623 Long ABS-MBS CORP US N 2 2048-01-25 Floating 0.86000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BH2 10000.00000000 PA USD 10230.16000000 0.018510662975 Long DBT CORP US N 2 2029-11-15 Fixed 2.45000000 N N N N N N First Horizon Alternative Mortgage Securities N/A 32051GLU7 12058.22000000 PA USD 12158.87000000 0.022000510718 Long ABS-MBS CORP US N 2 2035-05-25 Variable 2.25000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 5000.00000000 PA USD 5211.02000000 0.009428927307 Long DBT CORP US N 2 2026-08-18 Fixed 3.50000000 N N N N N N SecureWorks Corp N/A 81374A105 925.00000000 NS USD 12376.50000000 0.022394294939 Long EC CORP US N 1 N N N First Horizon Corp TF3RXI1ZB1TQ30H9JV10 320517105 541.00000000 NS USD 9148.31000000 0.016553141222 Long EC CORP US N 1 N N N Chicago Board of Education 54930099NR6T9V7LVB43 167505NG7 10000.00000000 PA USD 11698.82000000 0.021168086738 Long DBT MUN US N 2 2029-11-01 Fixed 6.32000000 N N N N N N Saul Centers Inc N/A 804395101 50.00000000 NS USD 2005.50000000 0.003628793156 Long EC US N 1 N N N NIC Inc 529900B18T4Q37BZ0F35 62914B100 300.00000000 NS USD 10179.00000000 0.018418093014 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810SU3 65000.00000000 PA USD 57443.75000000 0.103939908692 Long DBT UST US N 2 2051-02-15 Fixed 1.88000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CP5 10000.00000000 PA USD 9914.78000000 0.017940007884 Long DBT CORP US N 2 2027-12-02 Fixed 2.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KXV1 2858.28000000 PA USD 3360.46000000 0.006080485789 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N ADTRAN Inc 549300XWTHXJVGKWU616 00738A106 500.00000000 NS USD 8340.00000000 0.015090568399 Long EC CORP US N 1 N N N Cardiovascular Systems Inc 549300NUBWKJMNMQ3287 141619106 775.00000000 NS USD 29713.50000000 0.053764221119 Long EC CORP US N 1 N N N Applied Industrial Technologies Inc 549300NU173IJRC6PO38 03820C105 25.00000000 NS USD 2279.25000000 0.004124122065 Long EC CORP US N 1 N N N Kaiser Aluminum Corp N/A 483007704 100.00000000 NS USD 11050.00000000 0.019994098418 Long EC CORP US N 1 N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAQ9 5000.00000000 PA USD 5586.15000000 0.010107695283 Long DBT CORP US N 2 2025-03-15 Fixed 4.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 130000.00000000 OU Notional Amount USD 41142.68000000 0.074444415668 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2050-09-16 398.36000000 USD 0.00000000 USD 130000.00000000 USD 40744.32000000 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CU7 5000.00000000 PA USD 5697.49000000 0.010309156181 Long DBT CORP US N 2 2027-05-01 Fixed 5.04000000 N N N N N N Vanda Pharmaceuticals Inc 529900AY8VOOQBKJ0O70 921659108 2375.00000000 NS USD 35672.50000000 0.064546558900 Long EC CORP US N 1 N N N Worthington Industries Inc 1WRCIANKYOIK6KYE5E82 981811102 25.00000000 NS USD 1677.25000000 0.003034850821 Long EC CORP US N 1 N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07387AFX8 13821.68000000 PA USD 13046.57000000 0.023606733448 Long ABS-MBS CORP US N 2 2036-02-25 Variable 2.89000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410K2D5 855.44000000 PA USD 963.72000000 0.001743774889 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 4.50000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BJ2 10000.00000000 PA USD 10973.52000000 0.019855713925 Long DBT CORP US N 2 2025-07-15 Fixed 4.00000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DN5 20000.00000000 PA USD 19694.33000000 0.035635327811 Long DBT CORP US N 2 2025-11-13 Fixed 0.75000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBR0 10000.00000000 PA USD 9776.88000000 0.017690488773 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N Herc Holdings Inc 549300TP80QLITMSBP82 42704L104 1450.00000000 NS USD 146928.50000000 0.265855465116 Long EC CORP US N 1 N N N New Residential Mortgage Loan Trust N/A 64829JAA1 37634.62000000 PA USD 40355.48000000 0.073020039715 Long ABS-MBS CORP US N 2 2057-02-25 Variable 4.00000000 N N N N N N Fannie Mae N/A 3136B5PK5 13480.55000000 PA USD 14499.00000000 0.026234790314 Long ABS-MBS USGSE US N 2 2049-08-25 Fixed 3.00000000 N N N N N N Y-mAbs Therapeutics Inc N/A 984241109 50.00000000 NS USD 1512.00000000 0.002735844055 Long EC CORP US N 1 N N N Centerspace 5493002LG2SH9EEHT720 15202L107 50.00000000 NS USD 3400.00000000 0.006152030282 Long EC US N 1 N N N GLP CAPITAL LP / FIN II N/A 361841AL3 10000.00000000 PA USD 11209.50000000 0.020282701015 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N Winnebago Industries Inc 549300B7OYKYJLTE3G11 974637100 200.00000000 NS USD 15342.00000000 0.027760131940 Long EC CORP US N 1 N N N Lear Corp 549300UPNBTXA1SYTQ33 521865204 100.00000000 NS USD 18125.00000000 0.032795749668 Long EC CORP US N 1 N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAP1 13000.00000000 PA USD 13004.99000000 0.023531497737 Long DBT CORP US N 2 2049-12-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KJQ2 3079.54000000 PA USD 3593.65000000 0.006502424595 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 7.00000000 N N N N N N Freddie Mac N/A 3128QHSW1 257.85000000 PA USD 267.85000000 0.000484653326 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 1.74000000 N N N N N N Tetra Tech Inc 549300UJ1LP7JGJC5P32 88162G103 125.00000000 NS USD 16965.00000000 0.030696821690 Long EC CORP US N 1 N N N Graphic Packaging Holding Co N/A 388689101 420.00000000 NS USD 7627.20000000 0.013800813344 Long EC CORP US N 1 N N N WF-RBS Commercial Mortgage Trust 549300FCX3YXSYSLU895 92938VAQ8 36000.00000000 PA USD 39145.41000000 0.070830514044 Long ABS-MBS CORP US N 2 2047-03-15 Fixed 4.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022655 55000.00000000 PA USD 56599.51000000 0.102412323384 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 2.50000000 N N N N N N Horizon Therapeutics Plc 529900P0GSQ79OOZEV53 000000000 475.00000000 NS USD 43719.00000000 0.079106062332 Long EC CORP IE N 1 N N N Bank N/A 065403BC0 35000.00000000 PA USD 38479.83000000 0.069626199833 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 3.71000000 N N N N N N Angel Oak Mortgage Trust N/A 03464QAA3 19965.56000000 PA USD 20077.91000000 0.036329385392 Long ABS-MBS CORP US N 2 2059-05-25 Variable 2.93000000 N N N N N N Shackleton CLO LTD 549300VJPG28RMYCYW83 81882EAL6 240676.95000000 PA USD 240380.20000000 0.434948902873 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 1.14000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17324DAU8 50000.00000000 PA USD 54844.09000000 0.099236030149 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.72000000 N N N N N N Hope Bancorp Inc 549300UTF4QGMBHIZ219 43940T109 3030.00000000 NS USD 45631.80000000 0.082567122192 Long EC CORP US N 1 N N N Qualys Inc 549300EMBXYOW9W1XA17 74758T303 485.00000000 NS USD 50818.30000000 0.091951682504 Long EC CORP US N 1 N N N Spark Energy Inc 549300U656GZMTWR1T03 846511103 975.00000000 NS USD 10413.00000000 0.018841497451 Long EC CORP US N 1 N N N ZoomInfo Technologies Inc N/A 98980F104 8199.00000000 NS USD 400931.10000000 0.725453020143 Long EC CORP US N 1 N N N Alector Inc 549300Z8RQOIY1JMHC25 014442107 150.00000000 NS USD 3021.00000000 0.005466259848 Long EC CORP US N 1 N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AP2 10000.00000000 PA USD 9275.00000000 0.016782376727 Long DBT CORP US N 2 2030-09-01 Fixed 2.25000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBN2 5000.00000000 PA USD 4544.38000000 0.008222695110 Long DBT CORP US N 2 2051-02-04 Fixed 3.70000000 N N N N N N Freddie Mac N/A 3137B2TT7 8001.08000000 PA USD 8129.24000000 0.014709214898 Long ABS-MBS USGSE US N 2 2039-10-15 Fixed 1.70000000 N N N N N N First Commonwealth Financial Corp 549300ZHLQ42NXDETL24 319829107 1300.00000000 NS USD 18681.00000000 0.033801787562 Long EC CORP US N 1 N N N Fannie Mae - CAS N/A 30711XEP5 6925.45000000 PA USD 7133.46000000 0.012907429982 Long ABS-MBS USGSE US N 2 2029-07-25 Floating 3.66000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409ECK5 61.92000000 PA USD 61.85000000 0.000111912668 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 5.50000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754PAC4 6862.17000000 PA USD 6757.46000000 0.012227087810 Long ABS-MBS USGSE US N 2 2039-11-25 Floating 2.26000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DE4 20000.00000000 PA USD 21595.60000000 0.039075525051 Long DBT CORP US N 2 2030-04-30 Fixed 3.70000000 N N N N N N MGIC Investment Corp 254900S8483WM4M98R28 552848103 1425.00000000 NS USD 19736.25000000 0.035711178725 Long EC CORP US N 1 N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450Y103 1785.00000000 NS USD 433469.40000000 0.784328492775 Long EC CORP US N 1 N N N CHARTER COMM OPT LLC/CAP N/A 161175BN3 5000.00000000 PA USD 6080.77000000 0.011002670935 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAY4 10000.00000000 PA USD 10869.41000000 0.019667335139 Long DBT CORP US N 2 2028-02-15 Fixed 3.60000000 N N N N N N Esperion Therapeutics Inc 549300OFU56UKEWVUS92 29664W105 125.00000000 NS USD 3506.25000000 0.006344281229 Long EC CORP US N 1 N N N Tri Pointe Homes Inc N/A 87265H109 4400.00000000 NS USD 89584.00000000 0.162095141425 Long EC CORP US N 1 N N N Fannie Mae N/A 3136B36J4 9937.47000000 PA USD 10509.65000000 0.019016377959 Long ABS-MBS USGSE US N 2 2053-05-25 Fixed 3.50000000 N N N N N N PQ Group Holdings Inc N/A 73943T103 375.00000000 NS USD 6262.50000000 0.011331496954 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MQCM3 3985.89000000 PA USD 4213.23000000 0.007623505455 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374L5Y3 52.02000000 PA USD 58.20000000 0.000105308283 Long ABS-MBS USGA US N 2 2035-09-16 Fixed 7.50000000 N N N N N N CNO Financial Group Inc 11XPYHB76MPM4Y4P2897 12621E103 1425.00000000 NS USD 34613.25000000 0.062629930054 Long EC CORP US N 1 N N N New Residential Mortgage Loan Trust N/A 64830BAA5 48515.45000000 PA USD 51925.27000000 0.093954656905 Long ABS-MBS CORP US N 2 2057-08-27 Variable 4.00000000 N N N N N N James River Group Holdings Ltd N/A 000000000 100.00000000 NS USD 4562.00000000 0.008254577102 Long EC CORP BM N 1 N N N Hemisphere Media Group Inc 549300PUEQ0HSP3IRZ09 42365Q103 1425.00000000 NS USD 16601.25000000 0.030038644920 Long EC CORP US N 1 N N N Trustmark Corp 5493000HPQ4D2RZ79739 898402102 1125.00000000 NS USD 37867.50000000 0.068518237273 Long EC CORP US N 1 N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AS4 5000.00000000 PA USD 5271.52000000 0.009538397257 Long DBT CORP US N 2 2048-08-01 Fixed 3.65000000 N N N N N N NuVasive Inc 549300C5ZB4NZ6TWM881 670704105 1150.00000000 NS USD 75394.00000000 0.136419462098 Long EC CORP US N 1 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CN0 10000.00000000 PA USD 9999.44000000 0.018093193438 Long DBT CORP US N 2 2025-12-02 Fixed 2.00000000 N N N N N N Clearway Energy Inc 549300LHAZ9HA9G3XC48 18539C204 75.00000000 NS USD 2110.50000000 0.003818782326 Long EC CORP US N 1 N N N Farfetch Ltd 549300QFQ74Z0F96NS78 000000000 9903.00000000 NS USD 525057.06000000 0.950049098023 Long EC CORP KY N 1 N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DT6 10000.00000000 PA USD 9711.20000000 0.017571646024 Long DBT NUSS PE N 2 2051-03-10 Fixed 3.55000000 N N N N N N Range Resources Corp H3Y3WLYCX0BTO1TRW162 75281A109 1325.00000000 NS USD 13687.25000000 0.024765993084 Long EC CORP US N 1 N N N Freddie Mac - STACR N/A 35564XAH4 7092.26000000 PA USD 7052.65000000 0.012761210698 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 1.96000000 N N N N N N USANA Health Sciences Inc 549300YTURXE814MAH96 90328M107 100.00000000 NS USD 9760.00000000 0.017659945752 Long EC CORP US N 1 N N N Group 1 Automotive Inc 549300US8QAZJLWYAF63 398905109 100.00000000 NS USD 15779.00000000 0.028550848773 Long EC CORP US N 1 N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978V103 1843.00000000 NS USD 290235.64000000 0.525158366590 Long EC CORP US N 1 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 1240.00000000 NS USD 765526.40000000 1.385159292655 Long EC CORP NL N 1 N N N Axos Financial Inc 529900D8M56422GK9O25 05465C100 550.00000000 NS USD 25855.50000000 0.046783476169 Long EC CORP US N 1 N N N Avalara Inc 549300Q16CMW239SS315 05338G106 2031.00000000 NS USD 270996.33000000 0.490346361373 Long EC CORP US N 1 N N N Dorian LPG Ltd 549300WP1W2WGMC7F395 000000000 544.00000000 NS USD 7142.72000000 0.012924185217 Long EC CORP MH N 1 N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AV2 7000.00000000 PA USD 7981.32000000 0.014441565392 Long DBT CORP US N 2 2046-05-19 Fixed 4.10000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDD5 10000.00000000 PA USD 9805.96000000 0.017743106726 Long DBT CORP US N 2 2026-01-08 Fixed 1.25000000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869AAA5 20000.00000000 PA USD 21850.00000000 0.039535841669 Long DBT CORP US N 2 2027-07-15 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AEHD5 1454.85000000 PA USD 1591.97000000 0.002880543426 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Wabash National Corp 5299004ZAWHQZI5XO485 929566107 2725.00000000 NS USD 51230.00000000 0.092696620995 Long EC CORP US N 1 N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DF6 20000.00000000 PA USD 19980.20000000 0.036152586898 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78000000 N N N N N N Bluebird Bio Inc N/A 09609G100 75.00000000 NS USD 2261.25000000 0.004091552493 Long EC CORP US N 1 N N N Brink's Co/The XFP140TFNOQMIVFTVQ13 109696104 150.00000000 NS USD 11884.50000000 0.021504059969 Long EC CORP US N 1 N N N Marinus Pharmaceuticals Inc 549300NCT4OJF7JV1084 56854Q200 1069.00000000 NS USD 16548.12000000 0.029942510400 Long EC CORP US N 1 N N N Glatfelter Corp 549300LDQLQBT38QDY28 377320106 825.00000000 NS USD 14148.75000000 0.025601040724 Long EC CORP US N 1 N N N Innovative Industrial Properties Inc 5493008BQ0545EZXRR30 45781V101 75.00000000 NS USD 13512.00000000 0.024448892111 Long EC US N 1 N N N Gogo Inc 549300VL3DIHSFHYTO04 38046C109 2300.00000000 NS USD 22218.00000000 0.040201708476 Long EC CORP US N 1 N N N Rexnord Corp 549300AM3633XDFU1Q85 76169B102 100.00000000 NS USD 4709.00000000 0.008520561941 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AP3B2 3569.40000000 PA USD 3808.54000000 0.006891251003 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 3.50000000 N N N N N N Kadant Inc 549300K06LNJYBMPYP15 48282T104 125.00000000 NS USD 23126.25000000 0.041845114801 Long EC CORP US N 1 N N N Avaya Holdings Corp 549300NZS2OZN6Q63A60 05351X101 1525.00000000 NS USD 42745.75000000 0.077345043664 Long EC CORP US N 1 N N N Square Inc 549300OHIIUWSTIZME52 852234103 6624.00000000 NS USD 1503979.20000000 2.721331053822 Long EC CORP US N 1 N N N Bed Bath & Beyond Inc 529900ZBUWWUV7BKGX39 075896100 625.00000000 NS USD 18218.75000000 0.032965382856 Long EC CORP US N 1 N N N Meritor Inc 5LTG829X630QFHTFBO82 59001K100 650.00000000 NS USD 19123.00000000 0.034601551499 Long EC CORP US N 1 N N N DiamondRock Hospitality Co 529900KKD4BPVBUAQ734 252784301 2200.00000000 NS USD 22660.00000000 0.041001472413 Long EC US N 1 N N N First Hawaiian Inc 5493002DJSH46F5OLV06 32051X108 450.00000000 NS USD 12316.50000000 0.022285729699 Long EC CORP US N 1 N N N Patterson-UTI Energy Inc 254900XGFBKIXD6G0697 703481101 1450.00000000 NS USD 10338.50000000 0.018706695611 Long EC CORP US N 1 N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 31620MBT2 20000.00000000 PA USD 19589.28000000 0.035445248169 Long DBT CORP US N 2 2031-03-01 Fixed 2.25000000 N N N N N N Acadia Realty Trust N/A 004239109 250.00000000 NS USD 4742.50000000 0.008581177534 Long EC US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHW2 20000.00000000 PA USD 20967.29000000 0.037938647949 Long DBT CORP US N 2 2025-10-22 Fixed 2.46000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBR0 5000.00000000 PA USD 5005.41000000 0.009056892322 Long DBT CORP US N 2 2026-03-01 Fixed 1.75000000 N N N N N N Knowles Corp 5493003EO323TDZQU148 49926D109 800.00000000 NS USD 16736.00000000 0.030282464356 Long EC CORP US N 1 N N N Inspire Medical Systems Inc 549300XQQCQ7HCJKTW25 457730109 25.00000000 NS USD 5174.75000000 0.009363299619 Long EC CORP US N 1 N N N Barrett Business Services Inc 529900HXB6TMG0SR9Y34 068463108 150.00000000 NS USD 10329.00000000 0.018689506114 Long EC CORP US N 1 N N N MasTec Inc 549300TMDIT8WREDOF45 576323109 900.00000000 NS USD 84330.00000000 0.152588445218 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGZ6 70000.00000000 PA USD 75194.81000000 0.136059043595 Long DBT CORP US N 2 2026-01-23 Fixed 3.37000000 N N N N N N ROYAL BANK OF SCOTLAND REPO ROYAL BANK OF SCOTLAND REPO 549300WHU4EIHRP28H10 000000000 210000.00000000 PA USD 210000.00000000 0.379978340992 Long RA CORP US N 2 Repurchase N 0.00500000 2021-04-01 216260.19110000 USD 214307.71840000 USD UST N N N Pactiv Evergreen Inc N/A 69526K105 375.00000000 NS USD 5152.50000000 0.009323040009 Long EC CORP US N 1 N N N NORTONLIFELOCK INC YF6ZV0M6AU4FY94MK914 871503AU2 20000.00000000 PA USD 20266.00000000 0.036669719326 Long DBT CORP US N 2 2025-04-15 Fixed 5.00000000 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 86765BAU3 5000.00000000 PA USD 5374.46000000 0.009724659021 Long DBT CORP US N 2 2027-10-01 Fixed 4.00000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HAX7 5000.00000000 PA USD 5730.24000000 0.010368414708 Long DBT CORP CA N 2 2038-05-15 Fixed 4.75000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BB3 15000.00000000 PA USD 15324.86000000 0.027729118470 Long DBT CORP US N 2 2027-06-01 Fixed 2.25000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 30000.00000000 PA USD 32469.15000000 0.058750351192 Long DBT CORP US N 2 2029-12-15 Fixed 4.63000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066NAG9 15000.00000000 PA USD 15576.60000000 0.028184622029 Long ABS-O CORP US N 2 2025-09-18 Fixed 2.58000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DK3 20000.00000000 PA USD 22035.45000000 0.039871398733 Long DBT CORP US N 2 2040-04-01 Fixed 4.13000000 N N N N N N Columbia Property Trust Inc 549300J5GYF2C9BGCC39 198287203 100.00000000 NS USD 1710.00000000 0.003094109348 Long EC US N 1 N N N AdaptHealth Corp N/A 00653Q102 2150.00000000 NS USD 79034.00000000 0.143005753342 Long EC CORP US N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 15000.00000000 PA USD 15277.86000000 0.027644075698 Long DBT CORP US N 2 2031-03-25 Fixed 2.88000000 N N N N N N Darling Ingredients Inc L1N0SPPKS7EXZYUMZ898 237266101 1475.00000000 NS USD 108530.50000000 0.196377330176 Long EC CORP US N 1 N N N Sunrun Inc 54930007SJ77CI66U531 86771W105 375.00000000 NS USD 22680.00000000 0.041037660827 Long EC CORP US N 1 N N N Nokia OYJ 549300A0JPRWG1KI7U06 654902AC9 5000.00000000 PA USD 6112.45000000 0.011059993382 Long DBT CORP FI N 2 2039-05-15 Fixed 6.63000000 N N N N N N Freddie Mac N/A 31297B5Q1 2351.81000000 PA USD 2734.43000000 0.004947734166 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FL2N3 99872.29000000 PA USD 4856.82000000 0.008788030505 Long ABS-MBS USGSE US N 2 2034-01-25 Variable 0.48000000 N N N N N N ChampionX Corp 549300EP2909K6DYYP38 15872M104 300.00000000 NS USD 6519.00000000 0.011795613356 Long EC CORP US N 1 N N N Western Alliance Bancorp 5493003VJXZ5JXT9S762 957638109 275.00000000 NS USD 25971.00000000 0.046992464256 Long EC CORP US N 1 N N N ACADIA Pharmaceuticals Inc 529900O3044NO0PEA039 004225108 600.00000000 NS USD 15480.00000000 0.028009831993 Long EC CORP US N 1 N N N AZZ Inc 549300HD1X2NFLWPYC83 002474104 175.00000000 NS USD 8811.25000000 0.015943257890 Long EC CORP US N 1 N N N Workday Inc 549300J0DYC0N31V7G13 98138H101 2914.00000000 NS USD 723925.02000000 1.309884895725 Long EC CORP US N 1 N N N Dupont De Nemours Inc 5493004JF0SDFLM8GD76 26078JAB6 15000.00000000 PA USD 16293.66000000 0.029482085216 Long DBT CORP US N 2 2023-11-15 Fixed 4.21000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213EL87 14851.19000000 PA USD 16689.11000000 0.030197620621 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N Ambac Financial Group Inc 5493000UC0RBBNDHI717 023139884 150.00000000 NS USD 2511.00000000 0.004543455305 Long EC CORP US N 1 N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAJ4 20000.00000000 PA USD 21662.51000000 0.039196593388 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DP2 20000.00000000 PA USD 20251.90000000 0.036644206494 Long DBT CORP US N 2 2029-09-11 Fixed 2.20000000 N N N N N N Physicians Realty Trust 549300ITOVH0OY7PZC34 71943U104 475.00000000 NS USD 8393.25000000 0.015186920050 Long EC US N 1 N N N Rent-A-Center Inc/TX 529900QUHE15UQNCCJ63 76009N100 250.00000000 NS USD 14415.00000000 0.026082798978 Long EC CORP US N 1 N N N Xenia Hotels & Resorts Inc 54930075IWIPHF5IQL62 984017103 800.00000000 NS USD 15600.00000000 0.028226962473 Long EC US N 1 N N N Tyler Technologies Inc 25490040SMU4Z8LBCW70 902252105 625.00000000 NS USD 265331.25000000 0.480095848516 Long EC CORP US N 1 N N N GSR Mortgage Loan Trust N/A 3623414A4 5399.23000000 PA USD 5527.87000000 0.010002242246 Long ABS-MBS CORP US N 2 2036-01-25 Variable 3.02000000 N N N N N N ProPetro Holding Corp N/A 74347M108 1175.00000000 NS USD 12525.50000000 0.022663898619 Long EC CORP US N 1 N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46652BAY5 10000.00000000 PA USD 10285.59000000 0.018610959163 Long ABS-MBS CORP US N 2 2037-01-16 Fixed 2.81000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAN0 10000.00000000 PA USD 9894.27000000 0.017902896666 Long DBT CORP GB N 2 2026-03-25 Fixed 1.67000000 N N N N N N American Finance Trust Inc 549300GN4H0K3IUS8983 02607T109 650.00000000 NS USD 6383.00000000 0.011549532145 Long EC US N 1 N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 64952GAT5 5000.00000000 PA USD 5247.76000000 0.009495405422 Long DBT CORP US N 2 2050-05-15 Fixed 3.75000000 N N N N N N Independent Bank Corp/MI N/A 453838609 375.00000000 NS USD 8865.00000000 0.016040514251 Long EC CORP US N 1 N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AY8 15000.00000000 PA USD 16329.26000000 0.029546500592 Long DBT CORP US N 2 2025-04-15 Fixed 3.63000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAK0 5000.00000000 PA USD 6136.40000000 0.011103329007 Long DBT CORP US N 2 2043-11-15 Fixed 5.80000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284Z0 985000.00000000 PA USD 1069494.53000000 1.935165510521 Long DBT UST US N 2 2025-08-31 Fixed 2.75000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AM9 25000.00000000 PA USD 21750.00000000 0.039354899602 Long DBT CORP US N 2 2050-03-01 Fixed 3.40000000 N N N N N N Freddie Mac N/A 3133T1EV0 233.34000000 PA USD 245.30000000 0.000443850890 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 6.50000000 N N N N N N REVOLUTION Medicines Inc 549300JU3X0LBCQ65892 76155X100 175.00000000 NS USD 8029.00000000 0.014527838570 Long EC CORP US N 1 N N N Comfort Systems USA Inc 5299009DT1ZA5HTU6R38 199908104 400.00000000 NS USD 29908.00000000 0.054116153439 Long EC CORP US N 1 N N N EZCORP Inc 5493003K6PG3ZQ7TUQ63 302301106 400.00000000 NS USD 1988.00000000 0.003597128294 Long EC CORP US N 1 N N N Arcosa Inc 549300WFHLTCZV7D6V29 039653100 450.00000000 NS USD 29290.50000000 0.052998836175 Long EC CORP US N 1 N N N Freddie Mac - STACR 549300BL200YC56BUV20 35563WAA2 58.99000000 PA USD 58.99000000 0.000106737725 Long ABS-MBS USGSE US N 2 2048-09-25 Floating 0.86000000 N N N N N N Nelnet Inc 549300T6B0Q52I6OM558 64031N108 50.00000000 NS USD 3637.00000000 0.006580862981 Long EC CORP US N 1 N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAG9 10000.00000000 PA USD 10731.02000000 0.019416929413 Long DBT CORP US N 2 2040-04-01 Fixed 3.50000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AS0 10000.00000000 PA USD 10560.50000000 0.019108387000 Long DBT CORP US N 2 2028-01-15 Fixed 4.38000000 N N N N N N Houlihan Lokey Inc 549300S3CNGTQ1QZVY46 441593100 25.00000000 NS USD 1662.75000000 0.003008614221 Long EC CORP US N 1 N N N Veeva Systems Inc 549300YZEXPDB92M2F02 922475108 5172.00000000 NS USD 1351133.28000000 2.444768486636 Long EC CORP US N 1 N N N 1011778 BC / NEW RED FIN N/A 68245XAH2 30000.00000000 PA USD 30322.20000000 0.054865615482 Long DBT CORP CA N 2 2028-01-15 Fixed 3.88000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866F104 1706.00000000 NS USD 190526.08000000 0.344741827591 Long EC CORP US N 1 N N N Merrill Lynch Mortgage Investors Trust N/A 59020UQD0 3012.21000000 PA USD 3127.13000000 0.005658293664 Long ABS-MBS CORP US N 2 2034-12-25 Variable 2.71000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -9.76000000 -0.00001765994 N/A DFE IL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 608.63000000 USD 2000.00000000 ILS 2021-06-16 -9.76000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030658 180000.00000000 PA USD 187576.17000000 0.339404199458 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 3.00000000 N N N N N N UMB Financial Corp 549300MGEH3N3CUCV828 902788108 300.00000000 NS USD 27699.00000000 0.050119143176 Long EC CORP US N 1 N N N Endo International PLC 5493007TBMWZWGZIB256 000000000 7000.00000000 NS USD 51870.00000000 0.093854650225 Long EC CORP IE N 1 N N N Fannie Mae N/A 3136AMMM8 10602.87000000 PA USD 10855.22000000 0.019641659460 Long ABS-MBS USGSE US N 2 2043-06-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378JNS7 8965.35000000 PA USD 9210.52000000 0.016665705282 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 2.00000000 N N N N N N Renewable Energy Group Inc 549300HPU3BD8ZI0X358 75972A301 325.00000000 NS USD 21463.00000000 0.038835595870 Long EC CORP US N 1 N N N Kite Realty Group Trust N/A 49803T300 300.00000000 NS USD 5787.00000000 0.010471117425 Long EC US N 1 N N N Retail Properties of America Inc 549300OVTYLM7DH6CM14 76131V202 700.00000000 NS USD 7336.00000000 0.013273910045 Long EC US N 1 N N N Option One Mortgage Loan Trust N/A 68389BAB9 8007.04000000 PA USD 5006.44000000 0.009058756026 Long ABS-MBS CORP US N 2 2037-02-25 Floating 0.21000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2H5 10000.00000000 PA USD 10444.37000000 0.018898258977 Long DBT CORP US N 2 2025-10-30 Fixed 2.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EMME8 639.40000000 PA USD 674.72000000 0.001220852315 Long ABS-MBS USGSE US N 2 2040-10-01 Floating 2.33000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAE1 345000.00000000 PA USD 312386.72000000 0.565238988636 Long DBT UST US N 2 2030-08-15 Fixed 0.63000000 N N N N N N Huron Consulting Group Inc 549300NGVB9H6TKTLE36 447462102 675.00000000 NS USD 34006.50000000 0.061532064061 Long EC CORP US N 1 N N N LYB INT FINANCE III N/A 50249AAK9 5000.00000000 PA USD 4863.72000000 0.008800515507 Long DBT CORP US N 2 2060-10-01 Fixed 3.80000000 N N N N N N Coupa Software Inc 549300Q95ICR2GFL2K37 22266L106 2071.00000000 NS USD 527028.08000000 0.953615502355 Long EC CORP US N 1 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCG4 5000.00000000 PA USD 5631.93000000 0.010190530561 Long DBT CORP US N 2 2052-11-01 Fixed 4.05000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Y38 15629.25000000 PA USD 17805.75000000 0.032218092119 Long DBT UST US N 2 2028-07-15 Fixed 0.75000000 N N N N N N CDK Global Inc 5493000L10CYRTHIJ385 12508EAJ0 5000.00000000 PA USD 5364.10000000 0.009705913423 Long DBT CORP US N 2 2029-05-15 Fixed 5.25000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 1458.02000000 0.002638171527 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 80000.00000000 EUR 95414.48000000 USD 2021-06-16 1458.02000000 N N N Adyen NV 724500973ODKK3IFQ447 000000000 139.00000000 NS 310280.59000000 0.561428113477 Long EC CORP NL N 1 N N N American States Water Co 529900L26LIS2V8PWM23 029899101 375.00000000 NS USD 28357.50000000 0.051310646688 Long EC CORP US N 1 N N N Costamare Inc 5299003L6NPTZ25LN818 000000000 625.00000000 NS USD 6012.50000000 0.010879141786 Long EC CORP MH N 1 N N N Accuray Inc 549300G28LY4TZKZJG51 004397105 4775.00000000 NS USD 23636.25000000 0.042767919344 Long EC CORP US N 1 N N N Willis North America Inc 5493004KVU1HWZCP0C66 970648AF8 30000.00000000 PA USD 32327.38000000 0.058493829623 Long DBT CORP US N 2 2024-05-15 Fixed 3.60000000 N N N N N N Mersana Therapeutics Inc 529900VWD5VDZ7PVOS22 59045L106 1075.00000000 NS USD 17393.50000000 0.031472158447 Long EC CORP US N 1 N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBG6 3000.00000000 PA USD 3433.11000000 0.006211940201 Long DBT CORP US N 2 2050-03-19 Fixed 4.33000000 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216DL1 5000.00000000 PA USD 4835.05000000 0.008748639417 Long DBT CORP US N 2 2051-03-05 Fixed 3.00000000 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887CJ6 10000.00000000 PA USD 10244.44000000 0.018536501502 Long DBT CORP US N 2 2030-05-20 Fixed 2.82000000 N N N N N N Perspecta Inc 549300XIT2GJKMZC0O65 715347100 2125.00000000 NS USD 61731.25000000 0.111697799820 Long EC CORP US N 1 N N N Ryman Hospitality Properties Inc 529900GCCWW9SRMPJR11 78377T107 175.00000000 NS USD 13564.25000000 0.024543434341 Long EC US N 1 N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAJ2 5000.00000000 PA USD 4931.89000000 0.008923863715 Long DBT CORP US N 2 2050-08-15 Fixed 3.36000000 N N N N N N STAAR Surgical Co 5299006LRHI7OJ8BY308 852312305 440.00000000 NS USD 46380.40000000 0.083921654507 Long EC CORP US N 1 N N N Westlake Automobile Receivables Trust N/A 96042QAL4 10000.00000000 PA USD 10139.85000000 0.018347254194 Long ABS-O CORP US N 2 2026-02-17 Fixed 1.65000000 N N N N N N Fannie Mae N/A 3136B1WE0 9786.71000000 PA USD 10532.59000000 0.019057886069 Long ABS-MBS USGSE US N 2 2048-04-25 Fixed 3.50000000 N N N N N N Take-Two Interactive Software Inc BOMSTHHJK882EWYX3334 874054109 1498.00000000 NS USD 264696.60000000 0.478947499686 Long EC CORP US N 1 N N N Great Western Bancorp Inc 5493004X4OTHDTFBHI90 391416104 1200.00000000 NS USD 36348.00000000 0.065768822563 Long EC CORP US N 1 N N N Westlake Automobile Receivables Trust N/A 96042HAL4 20000.00000000 PA USD 20616.56000000 0.037304029836 Long ABS-O CORP US N 2 2024-11-15 Fixed 2.72000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBD0 5000.00000000 PA USD 5175.00000000 0.009363751974 Long DBT CORP US N 2 2028-04-01 Fixed 4.25000000 N N N N N N MASS MUTUAL LIFE INS CO R6ZXK5P01NP6HXSY1S07 575767AN8 3000.00000000 PA USD 2916.80000000 0.005277718214 Long DBT CORP US N 2 2070-10-15 Fixed 3.73000000 N N N N N N Fannie Mae N/A 3136AWCM7 10650.62000000 PA USD 11162.07000000 0.020196880193 Long ABS-MBS USGSE US N 2 2044-07-25 Fixed 3.50000000 N N N N N N Amneal Pharmaceuticals Inc 549300VV176ZO5WQHZ61 03168L105 3175.00000000 NS USD 21367.75000000 0.038663248551 Long EC CORP US N 1 N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAB8 5000.00000000 PA USD 5262.70000000 0.009522438167 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N Fannie Mae N/A 3136B1R48 5265.17000000 PA USD 5379.72000000 0.009734176574 Long ABS-MBS USGSE US N 2 2045-03-25 Fixed 3.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCN9 10000.00000000 PA USD 13039.63000000 0.023594176069 Long DBT CORP US N 2 2058-10-15 Fixed 4.95000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AK8 10000.00000000 PA USD 10829.89000000 0.019595826834 Long DBT CORP US N 2 2030-06-15 Fixed 4.10000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAR0 5000.00000000 PA USD 5458.87000000 0.009877392220 Long DBT CORP US N 2 2028-03-20 Fixed 3.95000000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113109 250.00000000 NS USD 16692.50000000 0.030203754557 Long EC CORP US N 1 N N N Dominos Pizza Master Issuer LLC N/A 25755TAG5 48500.00000000 PA USD 48577.12000000 0.087896445084 Long ABS-O CORP US N 2 2047-07-25 Fixed 3.08000000 N N N N N N American Assets Trust Inc N/A 024013104 175.00000000 NS USD 5677.00000000 0.010272081151 Long EC US N 1 N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A 07332CAA5 42143.40000000 PA USD 43280.99000000 0.078313517984 Long ABS-O CORP US N 2 2057-07-28 Variable 3.50000000 N N N N N N Gladstone Commercial Corp 529900EVVV534W8R0T32 376536108 500.00000000 NS USD 9780.00000000 0.017696134166 Long EC US N 1 N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FU6 2000.00000000 PA USD 2293.32000000 0.004149580614 Long DBT CORP US N 2 2049-03-01 Fixed 3.99000000 N N N N N N People's United Financial Inc ROPY7PEPIPIDJNF0BO69 712704105 423.00000000 NS USD 7571.70000000 0.013700390497 Long EC CORP US N 1 N N N AngioDynamics Inc 549300W3VKC5ZKMO8C28 03475V101 1100.00000000 NS USD 25740.00000000 0.046574488081 Long EC CORP US N 1 N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AY1 20000.00000000 PA USD 21026.49000000 0.038045765652 Long DBT CORP US N 2 2024-11-01 Fixed 2.20000000 N N N N N N Bloom Energy Corp 549300XB5J9BFW5JXV97 093712107 1175.00000000 NS USD 31783.75000000 0.057510174264 Long EC CORP US N 1 N N N Fannie Mae N/A 3136B3Z94 11302.84000000 PA USD 12106.41000000 0.021905588510 Long ABS-MBS USGSE US N 2 2049-03-25 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJQ3 30000.00000000 PA USD 30029.37000000 0.054335762826 Long DBT CORP US N 2 2027-03-11 Fixed 1.66000000 N N N N N N Renaissance Home Equity Loan Trust N/A 75970JAH9 60262.74000000 PA USD 26882.96000000 0.048642583532 Long ABS-MBS CORP US N 2 2037-04-25 Variable 5.91000000 N N N N N N Fannie Mae N/A 3136A9VK1 14170.35000000 PA USD 14464.43000000 0.026172238641 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 1.50000000 N N N N N N Horace Mann Educators Corp 254900G5YAV3A2YK8T32 440327104 50.00000000 NS USD 2160.50000000 0.003909253360 Long EC CORP US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAY1 5000.00000000 PA USD 5603.20000000 0.010138545905 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FVNJ7 99915.09000000 PA USD 8928.30000000 0.016155050580 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.12000000 N N N N N N TrueBlue Inc N/A 89785X101 1300.00000000 NS USD 28626.00000000 0.051796476139 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBM7 5000.00000000 PA USD 4962.24000000 0.008978779632 Long DBT CORP US N 2 2041-04-22 Fixed 3.11000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404121AJ4 5000.00000000 PA USD 5750.00000000 0.010404168860 Long DBT CORP US N 2 2028-09-01 Fixed 5.63000000 N N N N N N EMCOR Group Inc 529900X0SQJB2J7YDU43 29084Q100 675.00000000 NS USD 75708.00000000 0.136987620189 Long EC CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBA3 10000.00000000 PA USD 11027.90000000 0.019954110222 Long DBT CORP US N 2 2027-01-29 Fixed 3.96000000 N N N N N N Sutro Biopharma Inc 5493005U6P15VD25P851 869367102 150.00000000 NS USD 3414.00000000 0.006177362172 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 91282CBN0 280000.00000000 PA USD 279825.00000000 0.506321139371 Long DBT UST US N 2 2023-02-28 Fixed 0.13000000 N N N N N N Impac CMB Trust N/A 45254NPA9 7354.96000000 PA USD 7586.99000000 0.013728056539 Long ABS-MBS CORP US N 2 2035-05-25 Floating 0.65000000 N N N N N N CSG Systems International Inc 549300D7FJZUOHHXUA81 126349109 100.00000000 NS USD 4489.00000000 0.008122489393 Long EC CORP US N 1 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 25000.00000000 PA USD 23590.73000000 0.042685554515 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AC1 10000.00000000 PA USD 10312.50000000 0.018659650673 Long DBT CORP US N 2 2028-07-01 Fixed 4.50000000 N N N N N N Freddie Mac - STACR 549300KB1O80CETXGJ21 35564TAH3 13012.68000000 PA USD 12986.31000000 0.023497697759 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 2.16000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322MAW6 20000.00000000 PA USD 21699.86000000 0.039264175250 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 3.86000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBN5 5000.00000000 PA USD 4847.89000000 0.008771872378 Long DBT CORP US N 2 2051-04-22 Fixed 3.11000000 N N N N N N LivaNova PLC 2138001K2FX6SHK2B339 000000000 350.00000000 NS USD 25805.50000000 0.046693005135 Long EC CORP GB N 1 N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBU1 15000.00000000 PA USD 18716.35000000 0.033865750582 Long DBT CORP US N 2 2039-01-23 Fixed 5.45000000 N N N N N N Box Inc 549300KQUCPD8687YS68 10316T104 1225.00000000 NS USD 28126.00000000 0.050891765803 Long EC CORP US N 1 N N N New Residential Mortgage Loan Trust N/A 64828MAA5 41286.04000000 PA USD 43799.44000000 0.079251612131 Long ABS-MBS CORP US N 2 2057-04-25 Variable 4.00000000 N N N N N N Puget Energy Inc SYBSJ96YIDMIUY7WDR33 745310AH5 15000.00000000 PA USD 16208.69000000 0.029328338742 Long DBT CORP US N 2 2025-05-15 Fixed 3.65000000 N N N N N N Sana Biotechnology Inc N/A 799566104 1052.00000000 NS USD 35210.44000000 0.063710497984 Long EC CORP US N 1 N N N EVERGY INC 549300PGTHDQY6PSUI61 30034WAA4 5000.00000000 PA USD 5233.67000000 0.009469910685 Long DBT CORP US N 2 2024-09-15 Fixed 2.45000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -7.00000000 NC USD 30218.66000000 0.054678268065 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US 10 Year Ultra Bond UXYM1 Comdty 2021-06-21 -1036031.16000000 USD 30218.66000000 N N N New York Transportation Development Corp N/A 650117AA2 35000.00000000 PA USD 38323.57000000 0.069343459759 Long DBT MUN US N 2 2035-09-01 Fixed 4.25000000 N N N N N N UMBS, TBA N/A 01F022642 115000.00000000 PA USD 117926.66000000 0.213378936312 Long ABS-MBS USGSE US N 2 2051-04-15 Fixed 2.50000000 N N N N N N Proofpoint Inc 529900C5FODDK0WSR085 743424103 75.00000000 NS USD 9434.25000000 0.017070526969 Long EC CORP US N 1 N N N FIRSTCASH INC 549300V2X3UU7K0DG350 33767DAB1 20000.00000000 PA USD 20490.00000000 0.037075029556 Long DBT CORP US N 2 2028-09-01 Fixed 4.63000000 N N N N N N NOW Inc 549300AVH5SOCFVVDW91 67011P100 4100.00000000 NS USD 41369.00000000 0.074853923754 Long EC CORP US N 1 N N N Fannie Mae N/A 3136AXX91 10112.29000000 PA USD 10770.74000000 0.019488799602 Long ABS-MBS USGSE US N 2 2047-09-25 Fixed 3.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644RAZ8 39000.00000000 PA USD 42411.75000000 0.076740697159 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.61000000 N N N N N N MYR Group Inc 529900G1IMMZHOQ17I54 55405W104 275.00000000 NS USD 19709.25000000 0.035662324367 Long EC CORP US N 1 N N N Marriott Vacations Worldwide Corp 549300WA6BT5H4F7IO94 57164Y107 350.00000000 NS USD 60963.00000000 0.110307712390 Long EC CORP US N 1 N N N Perficient Inc 549300HTBXKL2755T650 71375U101 1025.00000000 NS USD 60188.00000000 0.108905411369 Long EC CORP US N 1 N N N Drive Auto Receivables Trust N/A 26209AAG6 10000.00000000 PA USD 10329.11000000 0.018689705151 Long ABS-O CORP US N 2 2027-02-16 Fixed 2.70000000 N N N N N N DOMINION ENERGY SOUTH 3QRVFYR22IUIEOORTK28 837004CJ7 3000.00000000 PA USD 3962.84000000 0.007170444613 Long DBT CORP US N 2 2065-06-01 Fixed 5.10000000 N N N N N N SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 867224AE7 10000.00000000 PA USD 9719.69000000 0.017587008005 Long DBT CORP CA N 2 2051-03-04 Fixed 3.75000000 N N N N N N Securitized Asset Backed Receivables LLC Trust N/A 81379EAA0 21109.31000000 PA USD 17929.52000000 0.032442044116 Long ABS-O CORP US N 2 2037-05-25 Floating 0.24000000 N N N N N N Freddie Mac - SCRT N/A 35563PLK3 4700.11000000 PA USD 5140.87000000 0.009301996446 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N Flushing Financial Corp N/A 343873105 275.00000000 NS USD 5838.25000000 0.010563850234 Long EC CORP US N 1 N N N Benchmark Electronics Inc 549300W18RHYZOZKOP53 08160H101 1275.00000000 NS USD 39423.00000000 0.071332791128 Long EC CORP US N 1 N N N State Street Global Advisors 549300Q3FHSMZ70NLT76 857492870 1819398.18000000 NS USD 1819398.18000000 3.292056676383 Long STIV RF US N 1 N N N Freddie Mac N/A 313977NW6 14.88000000 PA USD 14.93000000 0.000027014650 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 7.50000000 N N N N N N Plug Power Inc 549300JPDKRSJ8JSM954 72919P202 125.00000000 NS USD 4480.00000000 0.008106204607 Long EC CORP US N 1 N N N Regional Management Corp 549300S5O87W87JW4146 75902K106 175.00000000 NS USD 6065.50000000 0.010975041082 Long EC CORP US N 1 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BD4 5000.00000000 PA USD 5850.96000000 0.010586847971 Long DBT CORP US N 2 2026-01-15 Fixed 5.85000000 N N N N N N Fannie Mae N/A 3136AFLL6 7972.60000000 PA USD 8109.61000000 0.014673695970 Long ABS-MBS USGSE US N 2 2043-06-25 Fixed 1.70000000 N N N N N N Sanmina Corp X5K24XLM8QYRXF00EB42 801056102 450.00000000 NS USD 18621.00000000 0.033693222321 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 9128285N6 240000.00000000 PA USD 262331.25000000 0.474667586501 Long DBT UST US N 2 2025-11-30 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413JTJ3 64.38000000 PA USD 73.73000000 0.000133408586 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N Fannie Mae - CAS N/A 30711XEC4 11108.69000000 PA USD 11560.89000000 0.020918513345 Long ABS-MBS USGSE US N 2 2029-05-25 Floating 4.46000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAF0 10000.00000000 PA USD 9499.91000000 0.017189333530 Long DBT CORP GB N 2 2050-09-02 Fixed 3.55000000 N N N N N N Eros STX Global Corp 254900397NMORQEIZA86 000000000 450.00000000 NS USD 814.50000000 0.001473773136 Long EC CORP IM N 1 N N N ThredUp Inc N/A 88556E102 602.00000000 NS USD 14044.66000000 0.025412698126 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCZ0 5000.00000000 PA USD 5828.10000000 0.010545484614 Long DBT CORP US N 2 2042-10-01 Fixed 4.63000000 N N N N N N Manitowoc Co Inc/The 2RTSLGQ89VMY18RHX631 563571405 800.00000000 NS USD 16496.00000000 0.029848203395 Long EC CORP US N 1 N N N Freddie Mac N/A 3137FRK75 14201.38000000 PA USD 14822.15000000 0.026819504604 Long ABS-MBS USGSE US N 2 2042-12-15 Fixed 2.50000000 N N N N N N SBA Tower Trust N/A 78403DAN0 25000.00000000 PA USD 26220.12000000 0.047443227134 Long DBT US N 2 2025-01-15 Fixed 2.84000000 N N N N N N EverQuote Inc N/A 30041R108 475.00000000 NS USD 17237.75000000 0.031190341178 Long EC CORP US N 1 N N N La Jolla Pharmaceutical Co 529900H2JU56H90RYN44 503459604 375.00000000 NS USD 1590.00000000 0.002876978867 Long EC CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJE1 34000.00000000 PA USD 35471.23000000 0.064182376801 Long DBT CORP US N 2 2022-09-23 Fixed 3.25000000 N N N N N N Tronox Holdings PLC 549300NRVC84SGJSXV06 000000000 2275.00000000 NS USD 41632.50000000 0.075330706101 Long EC CORP GB N 1 N N N Sunstone Hotel Investors Inc 529900ZQ2V52V96ATF67 867892101 2500.00000000 NS USD 31150.00000000 0.056363453913 Long EC US N 1 N N N WaVe Life Sciences Ltd 54930070006GPKFYZ813 000000000 1725.00000000 NS USD 9677.25000000 0.017510216192 Long EC CORP SG N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGQ7 5000.00000000 PA USD 5934.67000000 0.010738314575 Long DBT CORP US N 2 2045-11-17 Fixed 4.90000000 N N N N N N Portland General Electric Co GJOUP9M7C39GLSK9R870 736508847 600.00000000 NS USD 28482.00000000 0.051535919562 Long EC CORP US N 1 N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 00507V109 4993.00000000 NS USD 464349.00000000 0.840202679339 Long EC CORP US N 1 N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBR5 25000.00000000 PA USD 24595.14000000 0.044502954731 Long DBT CORP US N 2 2028-03-25 Fixed 2.26000000 N N N N N N UMBS, TBA N/A 01F020646 1165000.00000000 PA USD 1161564.16000000 2.101758202250 Long ABS-MBS USGSE US N 2 2051-04-15 Fixed 2.00000000 N N N N N N OneMain Financial Issuance Trust 549300KQ3WN93FBBU117 68267LAA6 8799.74000000 PA USD 8813.81000000 0.015947890007 Long ABS-O CORP US N 2 2032-09-14 Fixed 2.37000000 N N N N N N PennyMac Mortgage Investment Trust 549300BSSOQO1ZWDUJ97 70931T103 1075.00000000 NS USD 21070.00000000 0.038124493546 Long EC US N 1 N N N Plymouth Industrial REIT Inc N/A 729640102 750.00000000 NS USD 12637.50000000 0.022866553734 Long EC US N 1 N N N Dominos Pizza Master Issuer LLC N/A 25755TAJ9 48875.00000000 PA USD 51357.36000000 0.092927068812 Long ABS-O CORP US N 2 2048-07-25 Fixed 4.12000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBL6 10000.00000000 PA USD 9502.81000000 0.017194580850 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418VWK4 12386.69000000 PA USD 14303.69000000 0.025881392363 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWM2 15000.00000000 PA USD 15442.77000000 0.027942467261 Long DBT CORP US N 2 2023-07-24 Fixed 2.91000000 N N N N N N Broadstone Net Lease Inc N/A 11135E203 650.00000000 NS USD 11895.00000000 0.021523058886 Long EC US N 1 N N N State of California N/A 13063A7D0 5000.00000000 PA USD 7622.91000000 0.013793050930 Long DBT MUN US N 2 2039-10-01 Fixed 7.30000000 N N N N N N GSR Mortgage Loan Trust N/A 362290AC2 3022.33000000 PA USD 2439.76000000 0.004414552177 Long ABS-MBS CORP US N 2 2047-03-25 Variable 2.91000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAU0 15000.00000000 PA USD 16054.05000000 0.029048529929 Long DBT CORP US N 2 2024-07-23 Fixed 3.80000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828V49 70378.10000000 PA USD 77586.36000000 0.140386363601 Long DBT UST US N 2 2027-01-15 Fixed 0.38000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAV2 30000.00000000 PA USD 35263.84000000 0.063807121048 Long DBT CORP US N 2 2025-10-01 Fixed 6.13000000 N N N N N N Rambus Inc 2549000211GDCQSLV833 750917106 2125.00000000 NS USD 41310.00000000 0.074747167935 Long EC CORP US N 1 N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAG8 35000.00000000 PA USD 40912.73000000 0.074028339385 Long DBT CORP US N 2 2030-05-15 Fixed 5.63000000 N N N N N N Sinclair Broadcast Group Inc 529900879GWQV880PQ28 829226109 1450.00000000 NS USD 42427.00000000 0.076768290825 Long EC CORP US N 1 N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284106 943.00000000 NS USD 316678.26000000 0.573004189824 Long EC CORP US N 1 N N N Allegheny Technologies Inc ZW1LRE7C3H17O2ZN9B45 01741R102 975.00000000 NS USD 20533.50000000 0.037153739356 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1.00000000 NC USD -78.13000000 -0.00014137003 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 2 Year US Treasury Note TUM1 Comdty 2021-06-30 220804.69000000 USD -78.13000000 N N N CHARTER COMM OPT LLC/CAP N/A 161175BS2 5000.00000000 PA USD 5610.20000000 0.010151211850 Long DBT CORP US N 2 2049-07-01 Fixed 5.13000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RAL1 10000.00000000 PA USD 10519.95000000 0.019035014991 Long DBT CORP US N 2 2024-10-24 Fixed 2.10000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CC4 15000.00000000 PA USD 15752.49000000 0.028502881031 Long DBT CORP US N 2 2040-04-15 Fixed 3.30000000 N N N N N N ScanSource Inc 7FHBAN017QDY4K2KP156 806037107 1675.00000000 NS USD 50166.25000000 0.090771849756 Long EC CORP US N 1 N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543CV3 5000.00000000 PA USD 5961.02000000 0.010785992810 Long DBT CORP US N 2 2049-05-15 Fixed 4.80000000 N N N N N N Bank N/A 06035RBH8 973904.21000000 PA USD 27995.75000000 0.050656088761 Long ABS-MBS CORP US N 2 2060-09-15 Variable 0.51000000 N N N N N N Texas Pacific Land Corp N/A 88262P102 113.00000000 NS USD 179605.59000000 0.324982067243 Long EC US N 1 N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFK5 5000.00000000 PA USD 5181.53000000 0.009375567491 Long DBT CORP US N 2 2049-09-01 Fixed 3.63000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAF0 10000.00000000 PA USD 11184.68000000 0.020237791194 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N SBA Tower Trust N/A 78403DAM2 25000.00000000 PA USD 26324.94000000 0.047632890609 Long DBT CORP US N 2 2023-03-15 Fixed 3.45000000 N N N N N N Select Energy Services Inc 54930094OK8LA3QDW486 81617J301 500.00000000 NS USD 2490.00000000 0.004505457471 Long EC CORP US N 1 N N N Morgan Stanley Mortgage Loan Trust N/A 61755GBF9 6781.29000000 PA USD 4278.51000000 0.007741624436 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDR2 10000.00000000 PA USD 11941.56000000 0.021607305512 Long DBT CORP US N 2 2039-03-15 Fixed 4.81000000 N N N N N N UMBS, TBA N/A 01F032641 295000.00000000 PA USD 311513.09000000 0.563658224454 Long ABS-MBS USGSE US N 2 2051-04-15 Fixed 3.50000000 N N N N N N Reata Pharmaceuticals Inc 5299005F094GH9QDDD80 75615P103 210.00000000 NS USD 20937.00000000 0.037883840596 Long EC CORP US N 1 N N N Vishay Intertechnology Inc 5493009O8F3QQJTCQR75 928298108 1325.00000000 NS USD 31906.00000000 0.057731375941 Long EC CORP US N 1 N N N Northwest Natural Holding Co N/A 667655104 250.00000000 NS USD 13487.50000000 0.024404561305 Long EC CORP US N 1 N N N JPMDB Commercial Mortgage Securities Trust N/A 46646RAJ2 30000.00000000 PA USD 32236.65000000 0.058329660886 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.14000000 N N N N N N Coeur Mining Inc 5493003AVK173D48DR70 192108504 350.00000000 NS USD 3160.50000000 0.005718674031 Long EC CORP US N 1 N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AD9 15000.00000000 PA USD 15549.00000000 0.028134682019 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Sabra Health Care REIT Inc 549300E3BC7GU7TAZ621 78573L106 1100.00000000 NS USD 19096.00000000 0.034552697140 Long EC US N 1 N N N Cox Communications Inc 5493001NEDZNIFRP2R92 224044CH8 32000.00000000 PA USD 34164.93000000 0.061818730578 Long DBT CORP US N 2 2024-08-15 Fixed 3.15000000 N N N N N N Lakeland Industries Inc 549300HGP70IM9WKU164 511795106 2100.00000000 NS USD 58506.00000000 0.105861965800 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 30000.00000000 PA USD 27870.43000000 0.050429332162 Long DBT CORP US N 2 2032-02-13 Fixed 1.79000000 N N N N N N Premier Financial Corp N/A 74052F108 150.00000000 NS USD 4989.00000000 0.009027199729 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2C6 15000.00000000 PA USD 16219.36000000 0.029347645260 Long DBT CORP US N 2 2024-01-24 Fixed 3.75000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59261AG76 30000.00000000 PA USD 37160.77000000 0.067239465402 Long DBT MUN US N 2 2049-11-15 Fixed 5.18000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMD1 34000.00000000 PA USD 31047.95000000 0.056178802534 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N Ladder Capital Corp 549300Q6LLV2QCV67C06 505743104 1250.00000000 NS USD 14750.00000000 0.026688954903 Long EC CORP US N 1 N N N Alexander & Baldwin Inc N/A 014491104 559.00000000 NS USD 9385.61000000 0.016982516747 Long EC US N 1 N N N Community Healthcare Trust Inc 549300FATSRCMKOV9536 20369C106 200.00000000 NS USD 9224.00000000 0.016690096272 Long EC CORP US N 1 N N N Echo Global Logistics Inc 549300WRZ9Y84GWVYR04 27875T101 1400.00000000 NS USD 43974.00000000 0.079567464603 Long EC CORP US N 1 N N N Intuitive Surgical Inc 54930052SRG011710797 46120E602 1894.00000000 NS USD 1399552.36000000 2.532378970877 Long EC CORP US N 1 N N N Fannie Mae N/A 3136B3BD1 11216.97000000 PA USD 11852.21000000 0.021445633775 Long ABS-MBS USGSE US N 2 2056-10-25 Fixed 3.50000000 N N N N N N Countrywide Alternative Loan Trust N/A 23244JAC0 676.88000000 PA USD 924.96000000 0.001673641744 Long ABS-MBS CORP US N 2 2037-01-25 Floating 0.28000000 N N N N N N TCR2 Therapeutics Inc 5493007TR1ORJAZ8YK34 87808K106 325.00000000 NS USD 7176.00000000 0.012984402737 Long EC CORP US N 1 N N N SG Commercial Mortgage Securities Trust N/A 78397FAA1 30000.00000000 PA USD 30939.25000000 0.055982118507 Long ABS-MBS CORP US N 2 2037-03-15 Fixed 2.63000000 N N N N N N Benchmark Mortgage Trust N/A 08161HAG5 121575.38000000 PA USD 3236.54000000 0.005856262379 Long ABS-MBS CORP US N 2 2051-07-15 Variable 0.51000000 N N N N N N Hanesbrands Inc GX5LWVWZLL5S4W1L2F20 410345AL6 15000.00000000 PA USD 16087.50000000 0.029109055051 Long DBT CORP US N 2 2026-05-15 Fixed 4.88000000 N N N N N N Essent Group Ltd 254900QUO860OUT6ZF83 000000000 1000.00000000 NS USD 47490.00000000 0.085929387684 Long EC CORP BM N 1 N N N HOWARD UNIVERSITY N/A 442851AV3 5000.00000000 PA USD 5025.74000000 0.009093677845 Long DBT CORP US N 2 2031-10-01 Fixed 2.90000000 N N N N N N Douglas Dynamics Inc 529900CDFLKNQ0QT6580 25960R105 507.00000000 NS USD 23398.05000000 0.042336915340 Long EC CORP US N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 186.88000000 0.000338144535 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 270000.00000000 MXN 13303.11000000 USD 2021-06-10 186.88000000 N N N PulteGroup Inc N/A 745867AW1 14000.00000000 PA USD 16334.85000000 0.029556615254 Long DBT CORP US N 2 2026-03-01 Fixed 5.50000000 N N N N N N First Industrial Realty Trust Inc N/A 32054K103 400.00000000 NS USD 18316.00000000 0.033141349017 Long EC US N 1 N N N National Health Investors Inc 549300ZPKZIG6DKDEC02 63633D104 25.00000000 NS USD 1807.00000000 0.003269623153 Long EC US N 1 N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865100 3352.00000000 NS USD 717562.64000000 1.298372673833 Long EC CORP US N 1 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 5000.00000000 PA USD 5379.98000000 0.009734647023 Long DBT CORP US N 2 2048-04-15 Fixed 4.70000000 N N N N N N Fannie Mae N/A 3136AD2H1 9990.80000000 PA USD 10205.08000000 0.018465282705 Long ABS-MBS USGSE US N 2 2041-08-25 Fixed 1.50000000 N N N N N N Ellington Financial Inc 60GS1D1R1YY5G1W7IT74 28852N109 600.00000000 NS USD 9606.00000000 0.017381294969 Long EC US N 1 N N N Vizio Holding Corp N/A 92858V101 1553.00000000 NS USD 37660.25000000 0.068143234839 Long EC CORP US N 1 N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAY4 10000.00000000 PA USD 12391.88000000 0.022422123829 Long DBT CORP US N 2 2040-11-15 Fixed 5.88000000 N N N N N N New Senior Investment Group Inc 549300H8A719CGNNEW69 648691103 2025.00000000 NS USD 12615.75000000 0.022827198835 Long EC US N 1 N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AE7 10000.00000000 PA USD 9900.00000000 0.017913264646 Long DBT CORP US N 2 2030-10-01 Fixed 3.75000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 20000.00000000 PA USD 19125.00000000 0.034605170340 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CV7 10000.00000000 PA USD 10701.35000000 0.019363243901 Long DBT CORP US N 2 2026-07-01 Fixed 3.25000000 N N N N N N Lehman Brothers Holdings Inc 549300FDK6ZP3YIHRJ47 524ESC7N4 10000.00000000 PA USD 1.00000000 0.000001809420 Long DBT CORP US N 3 2038-05-11 Fixed 7.50000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GG2 3000.00000000 PA USD 3081.71000000 0.005576109777 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Schneider National Inc 529900V6GZ6G6E3BLV72 80689H102 200.00000000 NS USD 4994.00000000 0.009036246832 Long EC CORP US N 1 N N N HarborOne Bancorp Inc N/A 41165Y100 350.00000000 NS USD 4714.50000000 0.008530513755 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176M3H4 99246.28000000 PA USD 106647.90000000 0.192970914820 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Solid Biosciences Inc N/A 83422E105 400.00000000 NS USD 2212.00000000 0.004002438525 Long EC CORP US N 1 N N N NXP BV/NXP FUNDING LLC N/A 62947QAX6 6000.00000000 PA USD 7001.19000000 0.012668097910 Long DBT CORP NL N 2 2026-03-01 Fixed 5.35000000 N N N N N N Aerovironment Inc 529900PGHVI29YLZ6221 008073108 125.00000000 NS USD 14507.50000000 0.026250170390 Long EC CORP US N 1 N N N Ortho Clinical Diagnostics Holdings PLC N/A 000000000 1097.00000000 NS USD 21166.62000000 0.038299319771 Long EC CORP GB N 1 N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAA9 10000.00000000 PA USD 10135.42000000 0.018339238461 Long DBT CORP US N 2 2046-10-01 Fixed 3.40000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDR0 10000.00000000 PA USD 10537.01000000 0.019065883708 Long DBT CORP US N 2 2024-08-15 Fixed 2.38000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABH7 35000.00000000 PA USD 34376.65000000 0.062201821123 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N Synchronoss Technologies Inc 5493007Z5J8Z2TA76376 87157B103 6900.00000000 NS USD 24633.00000000 0.044571459398 Long EC CORP US N 1 N N N Freddie Mac N/A 3132GSEB1 1673.45000000 PA USD 1819.32000000 0.003291915215 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Triple-S Management Corp N/A 000000000 550.00000000 NS USD 14316.50000000 0.025904571041 Long EC CORP PR N 1 N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAV5 5000.00000000 PA USD 4837.85000000 0.008753705795 Long DBT CORP US N 2 2046-09-16 Fixed 3.88000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAV7 5000.00000000 PA USD 5730.87000000 0.010369554643 Long DBT CORP US N 2 2049-06-01 Fixed 4.15000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -2.00000000 NC USD 9442.54000000 0.017085527066 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury Long Bond USM1 Comdty 2021-06-21 -318630.04000000 USD 9442.54000000 N N N NMI Holdings Inc 529900KNNGFXJX1C3Z08 629209305 275.00000000 NS USD 6501.00000000 0.011763043784 Long EC CORP US N 1 N N N Blucora Inc 5299001IO03J69IP6L77 095229100 1600.00000000 NS USD 26624.00000000 0.048174015955 Long EC CORP US N 1 N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GU1 5000.00000000 PA USD 4838.27000000 0.008754465751 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N UMBS, TBA N/A 01F030652 155000.00000000 PA USD 161475.49000000 0.292177089528 Long ABS-MBS USGSE US N 2 2051-05-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128283W8 375000.00000000 PA USD 408750.00000000 0.739600699431 Long DBT UST US N 2 2028-02-15 Fixed 2.75000000 N N N N N N Winmark Corp N/A 974250102 50.00000000 NS USD 9321.50000000 0.016866514788 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9Z78 5300.99000000 PA USD 5749.62000000 0.010403481280 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.50000000 N N N N N N Oglethorpe Power Corp 3EERXCUSWMS9GV5D9M98 677050AN6 8000.00000000 PA USD 9393.21000000 0.016996268344 Long DBT CORP US N 2 2048-10-01 Fixed 5.05000000 N N N N N N LogicBio Therapeutics Inc 549300GHIQDMXT6NPC14 54142F102 1725.00000000 NS USD 12558.00000000 0.022722704791 Long EC CORP US N 1 N N N Houghton Mifflin Harcourt Co N/A 44157R109 1650.00000000 NS USD 12573.00000000 0.022749846101 Long EC CORP US N 1 N N N CHARTER COMM OPT LLC/CAP N/A 161175BA1 7000.00000000 PA USD 9092.50000000 0.016452157454 Long DBT CORP US N 2 2045-10-23 Fixed 6.48000000 N N N N N N Medpace Holdings Inc 549300H8TYEUVTW14A54 58506Q109 175.00000000 NS USD 28708.75000000 0.051946205699 Long EC CORP US N 1 N N N McAfee Corp N/A 579063108 1450.00000000 NS USD 32973.00000000 0.059662027797 Long EC CORP US N 1 N N N Freddie Mac N/A 31307AFP2 1654.53000000 PA USD 1733.47000000 0.003136576451 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 2.50000000 N N N N N N Granite Point Mortgage Trust Inc 529900VX2HQZ76AYIE02 38741L107 550.00000000 NS USD 6583.50000000 0.011912320990 Long EC US N 1 N N N Green Dot Corp N/A 39304D102 175.00000000 NS USD 8013.25000000 0.014499340195 Long EC CORP US N 1 N N N Crocs Inc 549300B0J6YCXD63OG72 227046109 375.00000000 NS USD 30168.75000000 0.054587959880 Long EC CORP US N 1 N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411BJ3 10000.00000000 PA USD 10250.00000000 0.018546561881 Long DBT CORP US N 2 2027-11-15 Fixed 4.88000000 N N N N N N Stewart Information Services Corp 529900TV1XI0PLKENU10 860372101 200.00000000 NS USD 10406.00000000 0.018828831506 Long EC CORP US N 1 N N N Dillard's Inc 529900FGYKMWL6019P91 254067101 350.00000000 NS USD 33799.50000000 0.061157513982 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225AKH2 5.16000000 PA USD 5.18000000 0.000009372799 Long ABS-MBS USGA US N 2 2021-11-15 Fixed 9.00000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBM0 5000.00000000 PA USD 4303.43000000 0.007786715199 Long DBT CORP US N 2 2050-11-15 Fixed 2.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LQ2 10000.00000000 PA USD 10321.63000000 0.018676170684 Long DBT CORP US N 2 2022-10-27 Fixed 2.70000000 N N N N N N OSI Systems Inc DDX3MPX1Y8YD30050X33 671044105 200.00000000 NS USD 19220.00000000 0.034777065304 Long EC CORP US N 1 N N N Enterprise Financial Services Corp 5493001XTU5DLD632129 293712105 175.00000000 NS USD 8652.00000000 0.015655107648 Long EC CORP US N 1 N N N Realogy Holdings Corp 5493004HBTOTE9DI9P12 75605Y106 1550.00000000 NS USD 23451.50000000 0.042433628875 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NFP5 2551.78000000 PA USD 3041.23000000 0.005502864428 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 7.00000000 N N N N N N Two Harbors Investment Corp 549300ZUIBT6KH4HU823 90187B408 363.00000000 NS USD 2660.79000000 0.004814488428 Long EC US N 1 N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YF5 9000.00000000 PA USD 12874.50000000 0.023295386433 Long DBT MUN US N 2 2057-04-01 Fixed 6.64000000 N N N N N N Helix Energy Solutions Group Inc 416AP2JOUTCWEGSOZW41 42330P107 1300.00000000 NS USD 6565.00000000 0.011878846707 Long EC CORP US N 1 N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CF9 25000.00000000 PA USD 24401.25000000 0.044152126157 Long DBT CORP US N 2 2030-08-15 Fixed 3.38000000 N N N N N N Matrix Service Co 529900VYBKSX6HD2YW58 576853105 2250.00000000 NS USD 29497.50000000 0.053373386254 Long EC CORP US N 1 N N N Banner Corp N/A 06652V208 625.00000000 NS USD 33331.25000000 0.060310252753 Long EC CORP US N 1 N N N Lyra Therapeutics Inc N/A 55234L105 1275.00000000 NS USD 14777.25000000 0.026738261616 Long EC CORP US N 1 N N N Rush Enterprises Inc 529900V3XHTN7A6DFT17 781846209 175.00000000 NS USD 8720.25000000 0.015778600609 Long EC CORP US N 1 N N N Radian Group Inc 54930005OUP720S5U385 750236101 1175.00000000 NS USD 27318.75000000 0.049431110966 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 91282CBH3 205000.00000000 PA USD 199810.94000000 0.361542045206 Long DBT UST US N 2 2026-01-31 Fixed 0.38000000 N N N N N N Ensign Group Inc/The 5493003K4HEEA8Q0BC72 29358P101 25.00000000 NS USD 2346.00000000 0.004244900895 Long EC CORP US N 1 N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A 07332GAA6 39824.49000000 PA USD 40174.44000000 0.072692462197 Long ABS-O CORP US N 2 2057-10-28 Variable 3.50000000 N N N N N N Pinnacle Financial Partners Inc 54930098EZ8JMSAZGS24 72346Q104 325.00000000 NS USD 28814.50000000 0.052137551935 Long EC CORP US N 1 N N N Fannie Mae N/A 3136A14P7 2359.01000000 PA USD 2407.14000000 0.004355528874 Long ABS-MBS USGSE US N 2 2040-08-25 Fixed 2.00000000 N N N N N N Nomura Asset Acceptance Corporation N/A 65536PAM2 17652.35000000 PA USD 15630.61000000 0.028282348840 Long ABS-MBS CORP US N 2 2036-06-25 Variable 3.69000000 N N N N N N BLACK KNIGHT INFOSERV LL 549300H5PS5C68DAUX66 092174AA9 30000.00000000 PA USD 29478.30000000 0.053338645377 Long DBT CORP US N 2 2028-09-01 Fixed 3.63000000 N N N N N N CIM Trust N/A 12553HAA6 34333.00000000 PA USD 34958.50000000 0.063254632540 Long ABS-MBS CORP US N 2 2057-04-25 Variable 3.00000000 N N N N N N IPALCO Enterprises Inc 5493000YFVK2DZX0JV43 462613AM2 10000.00000000 PA USD 10800.74000000 0.019543082222 Long DBT CORP US N 2 2024-09-01 Fixed 3.70000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAF7 35000.00000000 PA USD 37432.50000000 0.067731139281 Long DBT CORP US N 2 2027-05-15 Fixed 5.38000000 N N N N N N AMC Entertainment Holdings Inc 549300ZO77UNR6NRBR11 00165C104 225.00000000 NS USD 2297.25000000 0.004156691637 Long EC CORP US N 1 N N N PNM Resources Inc 5493003JOBJGLZSDDQ28 69349H107 275.00000000 NS USD 13488.75000000 0.024406823081 Long EC CORP US N 1 N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659AM3 5000.00000000 PA USD 5387.71000000 0.009748633845 Long DBT CORP US N 2 2028-04-15 Fixed 3.25000000 N N N N N N AAR Corp MP76T5YQX3YK5VVAQ802 000361105 875.00000000 NS USD 36443.75000000 0.065942074593 Long EC CORP US N 1 N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AQ8 15000.00000000 PA USD 15279.32000000 0.027646717452 Long DBT CORP US N 2 2030-05-14 Fixed 2.95000000 N N N N N N Bel Fuse Inc 2549009L4XYDBRRY6X39 077347300 1525.00000000 NS USD 30332.25000000 0.054883800159 Long EC CORP US N 1 N N N Fannie Mae N/A 3136A36C0 3632.78000000 PA USD 3744.73000000 0.006775791870 Long ABS-MBS USGSE US N 2 2041-09-25 Fixed 2.00000000 N N N N N N Lannett Co Inc 5299001DJ6C90XX17G45 516012101 3700.00000000 NS USD 19536.00000000 0.035348842236 Long EC CORP US N 1 N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BG6 5000.00000000 PA USD 5729.24000000 0.010366605287 Long DBT CORP US N 2 2029-03-15 Fixed 4.38000000 N N N N N N Albany International Corp L73WCPNCZIRSQGZTW097 012348108 50.00000000 NS USD 4173.50000000 0.007551617172 Long EC CORP US N 1 N N N Match Group Inc 15OMOPB0A8K0EFUVD031 57667L107 3216.00000000 NS USD 441814.08000000 0.799427529263 Long EC CORP US N 1 N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RBF5 5000.00000000 PA USD 5139.70000000 0.009299879424 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABH4 15000.00000000 PA USD 16903.26000000 0.030585108057 Long DBT CORP US N 2 2025-05-01 Fixed 4.70000000 N N N N N N Summit Hotel Properties Inc 254900OBQWJK6X20LS71 866082100 275.00000000 NS USD 2794.00000000 0.005055521355 Long EC US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 20000.00000000 PA USD 21261.48000000 0.038470961416 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 30000.00000000 PA USD 30576.00000000 0.055324846448 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N Athenex Inc 5493001V4L0Q5EPPOH52 04685N103 950.00000000 NS USD 4085.00000000 0.007391483442 Long EC CORP US N 1 N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AW7 20000.00000000 PA USD 22072.69000000 0.039938781559 Long DBT CORP US N 2 2026-03-01 Fixed 3.75000000 N N N N N N Benchmark Mortgage Trust N/A 08162PAY7 98762.42000000 PA USD 2756.13000000 0.004986998595 Long ABS-MBS CORP US N 2 2051-01-15 Variable 0.51000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAA6 5000.00000000 PA USD 5560.41000000 0.010061120795 Long DBT CORP US N 2 2038-10-31 Fixed 4.02000000 N N N N N N Guess? Inc 549300QVH3ZK2DW0KP86 401617105 775.00000000 NS USD 18212.50000000 0.032954073977 Long EC CORP US N 1 N N N Verra Mobility Corp N/A 92511U102 1125.00000000 NS USD 15226.88000000 0.027551831432 Long EC CORP US N 1 N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AR6 5000.00000000 PA USD 5239.28000000 0.009480061535 Long DBT CORP US N 2 2025-12-15 Fixed 2.60000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKA9 25000.00000000 PA USD 24121.46000000 0.043645868348 Long DBT CORP US N 2 2051-06-01 Fixed 3.65000000 N N N N N N Bridgebio Pharma Inc 54930028YG89VTY2J114 10806X102 325.00000000 NS USD 20020.00000000 0.036224601841 Long EC CORP US N 1 N N N SITE Centers Corp W2AVA6SODOQ1LCYJQR54 82981J109 500.00000000 NS USD 6780.00000000 0.012267872152 Long EC US N 1 N N N Patterson Cos Inc YM48Q2087CUE26GWEK09 703395103 650.00000000 NS USD 20767.50000000 0.037577143793 Long EC CORP US N 1 N N N Korn Ferry 549300FOD20OM0GT5G40 500643200 350.00000000 NS USD 21829.50000000 0.039498748546 Long EC CORP US N 1 N N N Piedmont Office Realty Trust Inc N/A 720190206 775.00000000 NS USD 13461.75000000 0.024357968723 Long EC US N 1 N N N GTP ACQUISITION PARTNERS N/A 36246MAU3 45000.00000000 PA USD 47837.85000000 0.086558794664 Long DBT CORP US N 2 2025-06-16 Fixed 3.48000000 N N N N N N ABM Industries Inc QF02R89VEIOROM77J447 000957100 675.00000000 NS USD 34431.75000000 0.062301520202 Long EC CORP US N 1 N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 10000.00000000 PA USD 10093.70000000 0.018263749430 Long DBT CORP US N 2 2030-02-15 Fixed 3.38000000 N N N N N N Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 000000000 210000.00000000 PA USD 210000.00000000 0.379978340992 Long RA CORP US N 2 Repurchase N 0.00500000 2021-04-01 214703.54620000 USD 214424.41660000 USD UST N N N UMBS, TBA N/A 01F030645 320000.00000000 PA USD 333306.25000000 0.603091218653 Long ABS-MBS USGSE US N 2 2051-04-15 Fixed 3.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABA2 10000.00000000 PA USD 10794.10000000 0.019531067669 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WAQ3 10000.00000000 PA USD 13305.22000000 0.024074740105 Long DBT CORP GB N 2 2037-02-27 Fixed 6.15000000 N N N N N N UMBS, TBA N/A 01F012445 80000.00000000 PA USD 80337.50000000 0.145364333187 Long ABS-MBS USGSE US N 2 2036-04-15 Fixed 1.50000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCA1 15000.00000000 PA USD 16216.55000000 0.029342560788 Long DBT CORP US N 2 2024-01-29 Fixed 3.90000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36250SAG4 991329.45000000 PA USD 22255.35000000 0.040269290339 Long ABS-MBS CORP US N 2 2051-07-10 Variable 0.33000000 N N N N N N Diebold Nixdorf Inc 549300XZK6EWDBAZSY16 253651103 700.00000000 NS USD 9891.00000000 0.017896979860 Long EC CORP US N 1 N N N ServiceNow Inc 549300HJTQM36M0E1G39 81762P102 873.00000000 NS USD 436596.03000000 0.789985881729 Long EC CORP US N 1 N N N Macy's Inc 529900NZQ81TIOW3CW52 55616P104 2225.00000000 NS USD 36022.75000000 0.065180308490 Long EC CORP US N 1 N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DY0 25000.00000000 PA USD 23464.61000000 0.042457350380 Long DBT CORP US N 2 2030-10-15 Fixed 1.70000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAE8 18000.00000000 PA USD 19482.00000000 0.035251133520 Long DBT CORP US N 2 2023-09-25 Fixed 7.25000000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A 07333NAA0 41961.04000000 PA USD 43099.91000000 0.077985868089 Long ABS-O CORP US N 2 2064-10-28 Variable 4.00000000 N N N N N N Getty Realty Corp N/A 374297109 525.00000000 NS USD 14868.00000000 0.026902466542 Long EC US N 1 N N N eXp World Holdings Inc 549300TWVVZC283VEC32 30212W100 400.00000000 NS USD 18220.00000000 0.032967644632 Long EC CORP US N 1 N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAC9 5000.00000000 PA USD 5424.99000000 0.009816089048 Long DBT CORP US N 2 2025-05-15 Fixed 3.63000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 10000.00000000 PA USD 10318.88000000 0.018671194777 Long DBT CORP US N 2 2047-11-15 Fixed 4.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 10000.00000000 PA USD 10170.52000000 0.018402749126 Long DBT CORP US N 2 2031-05-13 Fixed 2.96000000 N N N N N N ORBCOMM Inc 529900PSC8WVCY267I23 68555P100 1425.00000000 NS USD 10872.75000000 0.019673378604 Long EC CORP US N 1 N N N PotlatchDeltic Corp 54930084YA8UJOTXDM59 737630103 475.00000000 NS USD 25137.00000000 0.045483407416 Long EC US N 1 N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBP4 5000.00000000 PA USD 4448.69000000 0.008049551646 Long DBT CORP US N 2 2051-06-04 Fixed 2.94000000 N N N N N N Fannie Mae N/A 3136A4TG4 6982.12000000 PA USD 7212.73000000 0.013050862759 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 2.00000000 N N N N N N Cathay General Bancorp 549300K1SLJ8C97H5L68 149150104 1050.00000000 NS USD 42819.00000000 0.077477583728 Long EC CORP US N 1 N N N Freddie Mac N/A 31307BV64 4668.46000000 PA USD 4891.35000000 0.008850509801 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 2.50000000 N N N N N N Atlantic Union Bankshares Corp N/A 04911A107 166.00000000 NS USD 6367.76000000 0.011521956574 Long EC CORP US N 1 N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348106 444.00000000 NS USD 327676.44000000 0.592904524063 Long EC CORP US N 1 N N N Fabrinet 5493004TETZ6IYF7CV44 000000000 350.00000000 NS USD 31636.50000000 0.057243737070 Long EC CORP KY N 1 N N N Louisiana-Pacific Corp 549300C7E2UAO5BVRR75 546347105 850.00000000 NS USD 47141.00000000 0.085297899870 Long EC CORP US N 1 N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AX4 10000.00000000 PA USD 11214.65000000 0.020292019532 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N G-III Apparel Group Ltd 529900O5KABM3R3SFM87 36237H101 475.00000000 NS USD 14316.50000000 0.025904571041 Long EC CORP US N 1 N N N Seer Inc N/A 81578P106 432.00000000 NS USD 21608.64000000 0.039099119896 Long EC CORP US N 1 N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BF8 10000.00000000 PA USD 10921.97000000 0.019762438290 Long DBT CORP US N 2 2024-03-15 Fixed 3.88000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXR0 5000.00000000 PA USD 4728.00000000 0.008554940934 Long DBT CORP US N 2 2032-01-27 Fixed 1.99000000 N N N N N N Insight Enterprises Inc 529900S8991TYW6YP792 45765U103 75.00000000 NS USD 7156.50000000 0.012949119034 Long EC CORP US N 1 N N N Kimball Electronics Inc 549300COBYN2GZCBIU87 49428J109 250.00000000 NS USD 6450.00000000 0.011670763330 Long EC CORP US N 1 N N N Lucira Health Inc N/A 54948U105 53.00000000 NS USD 641.30000000 0.001160381476 Long EC CORP US N 1 N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAW8 5000.00000000 PA USD 5156.43000000 0.009330151032 Long DBT CORP US N 2 2022-11-07 Fixed 2.65000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017CW7 5000.00000000 PA USD 5780.41000000 0.010459193343 Long DBT CORP US N 2 2038-11-16 Fixed 4.45000000 N N N N N N Sonic Automotive Inc 549300NTLRGJ2JCBZU03 83545G102 475.00000000 NS USD 23545.75000000 0.042604166773 Long EC CORP US N 1 N N N Freddie Mac - STACR 549300D2VO9JVX6KU482 3137G0VC0 4212.53000000 PA USD 4184.32000000 0.007571195103 Long ABS-MBS USGSE US N 2 2043-04-25 Floating 1.76000000 N N N N N N Hibbett Sports Inc 529900RD6P643J1CZM55 428567101 250.00000000 NS USD 17222.50000000 0.031162747513 Long EC CORP US N 1 N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FBBX3 40000.00000000 PA USD 44165.40000000 0.079913787720 Long ABS-MBS USGSE US N 2 2027-08-25 Fixed 3.24000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95000AAU1 35000.00000000 PA USD 38669.71000000 0.069969772630 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.81000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452152GE5 5000.00000000 PA USD 5249.05000000 0.009497739575 Long DBT MUN US N 2 2022-04-01 Fixed 5.95000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CW8 25000.00000000 PA USD 24742.11000000 0.044768885287 Long DBT CORP US N 2 2031-02-25 Fixed 2.30000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 10000.00000000 PA USD 10161.15000000 0.018385794855 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N Global Blood Therapeutics Inc 549300U4G0QKK99GRT15 37890U108 325.00000000 NS USD 13243.75000000 0.023963515016 Long EC CORP US N 1 N N N Verso Corp 549300FODXCTQ8DGT594 92531L207 925.00000000 NS USD 13495.75000000 0.024419489025 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374L5Z0 931.45000000 PA USD 1070.02000000 0.001936116306 Long ABS-MBS USGA US N 2 2035-09-16 Fixed 7.50000000 N N N N N N Veeco Instruments Inc 5493004201F72ADDZW04 922417100 975.00000000 NS USD 20221.50000000 0.036589200106 Long EC CORP US N 1 N N N CDW LLC/CDW FINANCE N/A 12513GBF5 35000.00000000 PA USD 34562.50000000 0.062538101954 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AH0 10000.00000000 PA USD 9475.00000000 0.017144260861 Long DBT CORP US N 2 2031-01-15 Fixed 3.38000000 N N N N N N Snowflake Inc 254900CJNSY1K7T53Z16 833445109 3315.00000000 NS USD 760063.20000000 1.375274065643 Long EC CORP US N 1 N N N Facebook Inc BQ4BKCS1HXDV9HN80Z93 30303M102 3509.00000000 NS USD 1033505.77000000 1.870046704239 Long EC CORP US N 1 N N N NXP BV/NXP FUNDING LLC N/A 62947QAZ1 15000.00000000 PA USD 16670.65000000 0.030164218715 Long DBT CORP NL N 2 2024-03-01 Fixed 4.88000000 N N N N N N Lululemon Athletica Inc 549300D9GZ4BMLDW5T40 550021109 843.00000000 NS USD 258556.53000000 0.467837530105 Long EC CORP US N 1 N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAK3 20000.00000000 PA USD 20130.10000000 0.036423819057 Long DBT CORP US N 2 2030-02-15 Fixed 2.57000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022648 75000.00000000 PA USD 77330.57000000 0.139923531888 Long ABS-MBS USGA US N 2 2051-04-21 Fixed 2.50000000 N N N N N N TG Therapeutics Inc 529900X21UKABN9NJ529 88322Q108 775.00000000 NS USD 37355.00000000 0.067590909179 Long EC CORP US N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 1.00000000 NC -93.82000000 -0.00016975984 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-OAT OATM1 Comdty 2021-06-08 162030.00000000 EUR -93.82000000 N N N Team Inc 549300DEKHQ3OEQJWU96 878155100 450.00000000 NS USD 5188.50000000 0.009388179153 Long EC CORP US N 1 N N N Cooper Tire & Rubber Co DE46ECQ8KH195MRIQN56 216831107 175.00000000 NS USD 9796.50000000 0.017725989607 Long EC CORP US N 1 N N N ONE Gas Inc 549300HXDWI0LATTX840 68235P108 275.00000000 NS USD 21150.25000000 0.038269699555 Long EC CORP US N 1 N N N ROMANIA 315700IASY927EDWBK92 000000000 15000.00000000 PA 21625.14000000 0.039128975337 Long DBT NUSS RO N 2 2049-04-03 Fixed 4.63000000 N N N N N N Sarepta Therapeutics Inc 549300IKDPIED8J8IG21 803607100 600.00000000 NS USD 44718.00000000 0.080913673583 Long EC CORP US N 1 N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 230000.00000000 PA USD 230000.00000000 0.416166754419 Long RA CORP US N 2 Repurchase N 0.00500000 2021-04-01 213272.33090000 USD 235670.02270000 USD UST N N N ArcBest Corp 5493006S3KBNE8ZS3J23 03937C105 1025.00000000 NS USD 72129.25000000 0.130512155961 Long EC CORP US N 1 N N N Cowen Inc 5493008QI0EFC5WBED75 223622606 825.00000000 NS USD 28998.75000000 0.052470937694 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31368HLZ4 2831.82000000 PA USD 3379.07000000 0.006114159108 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.00000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AK9 5000.00000000 PA USD 6263.96000000 0.011334138708 Long DBT CORP US N 2 2045-05-20 Fixed 4.80000000 N N N N N N Trinseo SA 222100SZ6J5ZF05ZTR58 000000000 375.00000000 NS USD 23876.25000000 0.043202180305 Long EC CORP LU N 1 N N N Philadelphia Authority for Industrial Development 549300DIY68KQZEW7M79 71781LBH1 35000.00000000 PA USD 42963.35000000 0.077738773602 Long DBT MUN US N 2 2028-10-15 Fixed 6.55000000 N N N N N N UMBS, TBA N/A 01F040644 230000.00000000 PA USD 246818.75000000 0.446598948336 Long ABS-MBS USGSE US N 2 2051-04-15 Fixed 4.00000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CA8 5000.00000000 PA USD 5513.11000000 0.009975535197 Long DBT CORP US N 2 2024-05-01 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407DZG3 335.97000000 PA USD 390.73000000 0.000706994938 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.00000000 N N N N N N UFP Industries Inc 5493007KB485C9OV5572 90278Q108 125.00000000 NS USD 9480.00000000 0.017153307964 Long EC CORP US N 1 N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBH7 5000.00000000 PA USD 5212.40000000 0.009431424307 Long DBT CORP US N 2 2029-09-06 Fixed 3.46000000 N N N N N N Sequoia Mortgage Trust N/A 81744HAD5 12891.45000000 PA USD 11753.20000000 0.021266483034 Long ABS-MBS CORP US N 2 2047-02-20 Variable 6.52000000 N N N N N N Fannie Mae N/A 3136APKJ0 10058.46000000 PA USD 10445.74000000 0.018900737883 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 3.00000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 023551AM6 3000.00000000 PA USD 3820.43000000 0.006912765015 Long DBT CORP US N 2 2033-03-15 Fixed 7.13000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CP1 10000.00000000 PA USD 10918.65000000 0.019756431013 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N Homology Medicines Inc 549300RWKPJEFTM3K452 438083107 250.00000000 NS USD 2352.50000000 0.004256662129 Long EC CORP US N 1 N N N Washington Federal Inc N/A 938824109 1075.00000000 NS USD 33110.00000000 0.059909918429 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AGX9 513.80000000 PA USD 574.41000000 0.001039349327 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 5.50000000 N N N N N N Central Pacific Financial Corp 549300W3YEAOZ4KGG849 154760409 975.00000000 NS USD 26013.00000000 0.047068459924 Long EC CORP US N 1 N N N Bloomin' Brands Inc E1UJ2GO305B5FXGV7N04 094235108 1950.00000000 NS USD 52747.50000000 0.095442416864 Long EC CORP US N 1 N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBG9 15000.00000000 PA USD 15806.37000000 0.028600372617 Long DBT CORP US N 2 2024-09-06 Fixed 2.79000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGK4 35000.00000000 PA USD 35367.66000000 0.063994975102 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N Allscripts Healthcare Solutions Inc Y68YJHVB1GU4TAU3C223 01988P108 6525.00000000 NS USD 97972.88000000 0.177274154307 Long EC CORP US N 1 N N N Fannie Mae N/A 3136B5H81 23591.71000000 PA USD 24736.34000000 0.044758444930 Long ABS-MBS USGSE US N 2 2049-09-25 Fixed 2.50000000 N N N N N N Apidos CLO 549300336HZNKBNFER56 03765PAJ2 213671.75000000 PA USD 213764.06000000 0.386789108964 Long ABS-CBDO CORP KY N 2 2027-07-18 Floating 1.15000000 N N N N N N Fannie Mae - CAS N/A 20753TAB9 8556.93000000 PA USD 8574.36000000 0.015514624227 Long ABS-MBS USGSE US N 2 2039-06-25 Floating 2.21000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC46 15000.00000000 PA USD 15158.61000000 0.027428302283 Long DBT CORP US N 2 2022-11-04 Fixed 2.31000000 N N N N N N Herbalife Nutrition Ltd 549300BA7TYPBSZZIA41 000000000 250.00000000 NS USD 11090.00000000 0.020066475245 Long EC CORP KY N 1 N N N Healthcare Realty Trust Inc 549300CB86LH2IOKHH22 421946104 275.00000000 NS USD 8338.00000000 0.015086949558 Long EC US N 1 N N N LYB INT FINANCE III N/A 50249AAF0 5000.00000000 PA USD 4934.81000000 0.008929147223 Long DBT CORP US N 2 2025-10-01 Fixed 1.25000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167HAG3 10000.00000000 PA USD 10297.98000000 0.018633377885 Long ABS-O CORP US N 2 2025-12-15 Fixed 2.73000000 N N N N N N Century Aluminum Co 549300U5ODNGEYWKSW73 156431108 150.00000000 NS USD 2649.00000000 0.004793155358 Long EC CORP US N 1 N N N MONDELEZ INTERNATIONAL 549300DV9GIB88LZ5P30 609207AX3 10000.00000000 PA USD 9138.23000000 0.016534902261 Long DBT CORP US N 2 2031-02-04 Fixed 1.50000000 N N N N N N Boyd Gaming Corp 254900787YGRYS2A1Z35 103304101 725.00000000 NS USD 42746.00000000 0.077345496019 Long EC CORP US N 1 N N N UMBS, TBA N/A 01F042640 135000.00000000 PA USD 146960.16000000 0.265912751374 Long ABS-MBS USGSE US N 2 2051-04-15 Fixed 4.50000000 N N N N N N Fannie Mae N/A 3136B5TS4 12470.47000000 PA USD 12907.84000000 0.023355712519 Long ABS-MBS USGSE US N 2 2053-03-25 Fixed 2.50000000 N N N N N N Viant Technology Inc N/A 92557A101 124.00000000 NS USD 6558.36000000 0.011866832154 Long EC CORP US N 1 N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BW2 30000.00000000 PA USD 32253.70000000 0.058360511508 Long DBT CORP US N 2 2030-05-01 Fixed 3.63000000 N N N N N N Puma Biotechnology Inc N/A 74587V107 1350.00000000 NS USD 13122.00000000 0.023743218049 Long EC CORP US N 1 N N N Citigroup Commercial Mortgage Trust N/A 17323VAZ8 50000.00000000 PA USD 53547.99000000 0.096890840017 Long ABS-MBS CORP US N 2 2048-04-10 Fixed 3.19000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DS4 15000.00000000 PA USD 13351.16000000 0.024157864891 Long DBT CORP US N 2 2050-11-13 Fixed 2.55000000 N N N N N N Federated Hermes Inc R05X5UQ874RGFF7HHD84 314211103 500.00000000 NS USD 15650.00000000 0.028317433507 Long EC CORP US N 1 N N N Bolt Biotherapeutics Inc 254900W0P77PQ6B8OY50 097702104 707.00000000 NS USD 23267.37000000 0.042100460246 Long EC CORP US N 1 N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAP9 5000.00000000 PA USD 5469.95000000 0.009897440601 Long DBT CORP US N 2 2030-03-26 Fixed 3.35000000 N N N N N N Metacrine Inc N/A 59101E103 2500.00000000 NS USD 15500.00000000 0.028046020406 Long EC CORP US N 1 N N N American Equity Investment Life Holding Co 549300RK5RZQ740FPL83 025676206 525.00000000 NS USD 16553.25000000 0.029951792728 Long EC CORP US N 1 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5580190.69000000 OU Notional Amount USD 16707.09000000 0.030230154004 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Call Purchased BNP Paribas R0MUWSFPU8MPRO8K5P83 BNP Paribas R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD 16707.09000000 0.03000000 DFE US 41569072.53000000 CNY 5580190.69000000 USD 2022-01-06 1.00000000 7.44940000 USD 2022-01-06 XXXX -13079.86000000 N N N MicroStrategy Inc 549300WQTWEJUEHXQX21 594972408 50.00000000 NS USD 33940.00000000 0.061411737587 Long EC CORP US N 1 N N N Mr Cooper Group Inc 549300KD8C6DPXYC2M26 62482R107 300.00000000 NS USD 10428.00000000 0.018868638761 Long EC CORP US N 1 N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAJ2 15000.00000000 PA USD 16146.52000000 0.029215847059 Long DBT US N 2 2030-07-01 Fixed 4.05000000 N N N N N N Cleveland-Cliffs Inc 549300TM2WLI2BJMDD86 185899101 2150.00000000 NS USD 43236.50000000 0.078233016858 Long EC CORP US N 1 N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776696106 675.00000000 NS USD 272254.50000000 0.492622920179 Long EC CORP US N 1 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAZ3 5000.00000000 PA USD 5211.66000000 0.009430085336 Long DBT US N 2 2025-03-15 Fixed 2.40000000 N N N N N N Magnolia Oil & Gas Corp N/A 559663109 1800.00000000 NS USD 20664.00000000 0.037389868753 Long EC CORP US N 1 N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BV0 25000.00000000 PA USD 26845.45000000 0.048574712162 Long DBT CORP US N 2 2024-06-06 Fixed 3.36000000 N N N N N N Sykes Enterprises Inc 549300JJ24XHULP7Q562 871237103 575.00000000 NS USD 25346.00000000 0.045861576337 Long EC CORP US N 1 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4778333.01000000 OU Notional Amount USD 793.20000000 0.001435232476 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Call Purchased BNP Paribas R0MUWSFPU8MPRO8K5P83 BNP Paribas R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD 793.20000000 0.00000000 DFE US 38200383.25000000 CNY 4778333.01000000 USD 2021-09-10 1.00000000 7.99450000 USD 2021-09-10 XXXX -28142.39000000 N N N Freddie Mac N/A 312942BL8 1969.76000000 PA USD 2161.61000000 0.003911261817 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N BellRing Brands Inc N/A 079823100 1875.00000000 NS USD 44268.75000000 0.080100791346 Long EC CORP US N 1 N N N HOWARD UNIVERSITY N/A 442851AU5 10000.00000000 PA USD 9975.75000000 0.018050328262 Long DBT CORP US N 2 2030-10-01 Fixed 2.80000000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334JW2 10000.00000000 PA USD 11113.30000000 0.020108634747 Long DBT CORP US N 2 2042-03-15 Fixed 4.30000000 N N N N N N Freddie Mac - STACR 549300Y6KOVOWQ8OJC33 35564LAH0 13933.91000000 PA USD 13951.36000000 0.025243879178 Long ABS-MBS USGSE US N 2 2049-03-25 Floating 2.56000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 5000.00000000 PA USD 5011.10000000 0.009067187926 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5056120.10000000 OU Notional Amount USD 6390.94000000 0.011563898945 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Call Purchased BNP Paribas R0MUWSFPU8MPRO8K5P83 BNP Paribas R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD 6390.94000000 0.01000000 DFE US 38633813.68000000 CNY 5056120.10000000 USD 2021-11-11 1.00000000 7.64100000 USD 2021-11-11 XXXX -21067.10000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419KLJ2 554.13000000 PA USD 590.09000000 0.001067721043 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 4.00000000 N N N N N N Delek US Holdings Inc 5493003O53JMENV1N385 24665A103 400.00000000 NS USD 8712.00000000 0.015763672889 Long EC CORP US N 1 N N N Fannie Mae N/A 3136B32G4 11330.35000000 PA USD 12063.74000000 0.021828380530 Long ABS-MBS USGSE US N 2 2057-11-25 Fixed 3.50000000 N N N N N N ACI Worldwide Inc 5493003BPVMZUJ6F5C02 004498101 800.00000000 NS USD 30440.00000000 0.055078765237 Long EC CORP US N 1 N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 071734AC1 20000.00000000 PA USD 21525.00000000 0.038947779951 Long DBT CORP CA N 2 2027-08-15 Fixed 5.75000000 N N N N N N Euronet Worldwide Inc YG3575C4DSHJPA5KET68 298736109 50.00000000 NS USD 6915.00000000 0.012512143942 Long EC CORP US N 1 N N N Great Ajax Corp 5493004ID2QQWNGDYC18 38983D300 75.00000000 NS USD 817.50000000 0.001479201398 Long EC US N 1 N N N Owens & Minor Inc 549300LMT5KQQXCEZ733 690732102 775.00000000 NS USD 29132.25000000 0.052712495354 Long EC CORP US N 1 N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BM4 5000.00000000 PA USD 5317.64000000 0.009621847739 Long DBT CORP US N 2 2026-03-30 Fixed 2.90000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWV2 30000.00000000 PA USD 32874.47000000 0.059483745579 Long DBT CORP US N 2 2029-04-23 Fixed 3.81000000 N N N N N N Andersons Inc/The L38MWB8MVRFV7HVJPU11 034164103 75.00000000 NS USD 2053.50000000 0.003715645348 Long EC CORP US N 1 N N N Seneca Foods Corp N/A 817070501 350.00000000 NS USD 16481.50000000 0.029821966795 Long EC CORP US N 1 N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JJ0 10000.00000000 PA USD 10631.48000000 0.019236819679 Long DBT CORP US N 2 2046-06-15 Fixed 3.65000000 N N N N N N Allegiant Travel Co 549300JM9OZXOHWL2K18 01748X102 125.00000000 NS USD 30507.50000000 0.055200901132 Long EC CORP US N 1 N N N Zoom Video Communications Inc 549300T9GCHU0ODOM055 98980L101 2020.00000000 NS USD 649005.80000000 1.174324510372 Long EC CORP US N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDT6 10000.00000000 PA USD 10739.33000000 0.019431965698 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFT6 10000.00000000 PA USD 9117.47000000 0.016497338688 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N Evo Payments Inc 549300Z5UL344C8KEC55 26927E104 1000.00000000 NS USD 27520.00000000 0.049795256876 Long EC CORP US N 1 N N N Datadog Inc 549300F6JNO0KRPO1K63 23804L103 200.00000000 NS USD 16668.00000000 0.030159423750 Long EC CORP US N 1 N N N Service Properties Trust 529900IS770AG1K9QG27 81761L102 525.00000000 NS USD 6226.50000000 0.011266357810 Long EC US N 1 N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAM2 5000.00000000 PA USD 4963.62000000 0.008981276632 Long DBT CORP US N 2 2051-03-15 Fixed 3.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H040640 75000.00000000 PA USD 80062.50000000 0.144866742503 Long ABS-MBS USGA US N 2 2051-04-21 Fixed 4.00000000 N N N N N N Kronos Bio Inc N/A 50107A104 850.00000000 NS USD 24879.50000000 0.045017481593 Long EC CORP US N 1 N N N Abercrombie & Fitch Co 5493000J7LL72TOGT983 002896207 1850.00000000 NS USD 63473.50000000 0.114850262985 Long EC CORP US N 1 N N N Voyager Therapeutics Inc 54930082S4XVR0ZWCC74 92915B106 4400.00000000 NS USD 20724.00000000 0.037498433993 Long EC CORP US N 1 N N N County of Riverside CA N/A 76913CBD0 25000.00000000 PA USD 26669.43000000 0.048256217936 Long DBT MUN US N 2 2029-02-15 Fixed 3.12000000 N N N N N N Envestnet Inc 549300HLWZ5OKIDM8737 29404K106 50.00000000 NS USD 3611.50000000 0.006534722754 Long EC CORP US N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CY4 10000.00000000 PA USD 10423.10000000 0.018859772599 Long DBT CORP US N 2 2025-01-28 Fixed 2.38000000 N N N N N N Talis Biomedical Corp N/A 87424L108 130.00000000 NS USD 1670.50000000 0.003022637231 Long EC CORP US N 1 N N N Fanniemae-Aces N/A 3136B6XE8 139229.25000000 PA USD 16066.50000000 0.029071057216 Long ABS-MBS USGSE US N 2 2034-06-25 Variable 1.21000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KM2 10000.00000000 PA USD 10321.41000000 0.018675772611 Long DBT CORP US N 2 2023-07-30 Fixed 2.10000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BE2 15000.00000000 PA USD 15773.73000000 0.028541313126 Long DBT CORP US N 2 2025-11-01 Fixed 2.35000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AQ7 15000.00000000 PA USD 15620.77000000 0.028264544141 Long DBT CORP US N 2 2023-09-01 Fixed 2.67000000 N N N N N N COMM Mortgage Trust N/A 12592RBF5 41360.87000000 PA USD 44117.55000000 0.079827206941 Long ABS-MBS CORP US N 2 2047-12-10 Fixed 3.53000000 N N N N N N SeaSpine Holdings Corp 5493006QNC6E00LJ7M10 81255T108 1350.00000000 NS USD 23490.00000000 0.042503291570 Long EC CORP US N 1 N N N Moog Inc 549300WM2I4U7OBAHG07 615394202 125.00000000 NS USD 10393.75000000 0.018806666103 Long EC CORP US N 1 N N N Arvinas, Inc. N/A 04335A105 25.00000000 NS USD 1652.50000000 0.002990067659 Long EC CORP US N 1 N N N CHARTER COMM OPT LLC/CAP N/A 161175BX1 40000.00000000 PA USD 37145.52000000 0.067211871737 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N Powell Industries Inc 549300V08RO7MX2UBN26 739128106 525.00000000 NS USD 17781.75000000 0.032174666023 Long EC CORP US N 1 N N N Credit Acceptance Corp N/A 225310101 25.00000000 NS USD 9005.75000000 0.016295190211 Long EC CORP US N 1 N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033G407 850.00000000 NS USD 44200.00000000 0.079976393675 Long EC CORP US N 1 N N N LAMAR MEDIA CORP N/A 513075BW0 20000.00000000 PA USD 20925.00000000 0.037862127548 Long DBT CORP US N 2 2029-01-15 Fixed 4.88000000 N N N N N N IDACORP Inc N134NUJDWN8UEFA8B673 451107106 50.00000000 NS USD 4998.50000000 0.009044389225 Long EC CORP US N 1 N N N Chatham Lodging Trust N/A 16208T102 125.00000000 NS USD 1645.00000000 0.002976497004 Long EC US N 1 N N N John B Sanfilippo & Son Inc 5299007IBEYVXKYDUX28 800422107 200.00000000 NS USD 18074.00000000 0.032703469214 Long EC CORP US N 1 N N N Emergent BioSolutions Inc 549300YW6TUOX8BE5103 29089Q105 75.00000000 NS USD 6968.25000000 0.012608495593 Long EC CORP US N 1 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LW9 5000.00000000 PA USD 5559.44000000 0.010059365657 Long DBT CORP US N 2 2029-04-23 Fixed 4.08000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 15000.00000000 PA USD 17251.94000000 0.031216016857 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Sensata Technologies BV PUCKW5P5O3XMOZVH7T53 81725WAJ2 10000.00000000 PA USD 11050.00000000 0.019994098418 Long DBT CORP NL N 2 2025-10-01 Fixed 5.00000000 N N N N N N Fresh Del Monte Produce Inc 529900I72V9F0FEZR228 000000000 325.00000000 NS USD 9304.75000000 0.016836206992 Long EC CORP KY N 1 N N N Shopify Inc 549300HGQ43STJLLP808 82509L107 1374.00000000 NS USD 1520331.00000000 2.750918338756 Long EC CORP CA N 1 N N N Lehman Brothers Holdings Inc 549300FDK6ZP3YIHRJ47 524ESCXA3 6000.00000000 PA USD 0.60000000 0.000001085652 Long DBT CORP US N 3 2056-11-30 Fixed 5.86000000 N N N N N N Virtus Investment Partners Inc 549300HWF93HB8BDM648 92828Q109 90.00000000 NS USD 21195.00000000 0.038350671130 Long EC CORP US N 1 N N N Honda Auto Receivables Owner Trust N/A 43815NAC8 15000.00000000 PA USD 15188.01000000 0.027481499251 Long ABS-O CORP US N 2 2023-08-15 Fixed 1.78000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RH3 305000.00000000 PA USD 346282.23000000 0.626570225097 Long DBT UST US N 2 2044-08-15 Fixed 3.13000000 N N N N N N Freddie Mac N/A 312930TN0 265.45000000 PA USD 299.42000000 0.000541776737 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SB5 21212.40000000 PA USD 26220.52000000 0.047443950902 Long DBT UST US N 2 2048-02-15 Fixed 1.00000000 N N N N N N 1st Source Corp N/A 336901103 200.00000000 NS USD 9516.00000000 0.017218447108 Long EC CORP US N 1 N N N Hecla Mining Co 5493009Y6HOBZD1QD537 422704106 925.00000000 NS USD 5263.25000000 0.009523433348 Long EC CORP US N 1 N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBC7 5000.00000000 PA USD 5090.39000000 0.009210656891 Long DBT CORP US N 2 2051-04-15 Fixed 3.45000000 N N N N N N Signify Health Inc N/A 82671G100 441.00000000 NS USD 12903.66000000 0.023348149140 Long EC CORP US N 1 N N N Meridian Bancorp Inc N/A 58958U103 1925.00000000 NS USD 35458.50000000 0.064159342876 Long EC CORP US N 1 N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29279FAA7 5000.00000000 PA USD 5854.59000000 0.010593416168 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AP5 10000.00000000 PA USD 11489.20000000 0.020788795977 Long DBT CORP US N 2 2058-04-15 Fixed 4.75000000 N N N N N N Hannon Armstrong Sustainable Infrastructure Capital Inc N/A 41068X100 425.00000000 NS USD 23842.50000000 0.043141112357 Long EC US N 1 N N N PubMatic Inc N/A 74467Q103 418.00000000 NS USD 20615.76000000 0.037302582300 Long EC CORP US N 1 N N N Webster Financial Corp KMRURHT0VWKYS6Z5KU67 947890109 575.00000000 NS USD 31688.25000000 0.057337374590 Long EC CORP US N 1 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBH3 5000.00000000 PA USD 5782.40000000 0.010462794090 Long DBT CORP US N 2 2033-01-15 Fixed 4.25000000 N N N N N N HealthEquity Inc 529900LRJU1RAFQHM467 42226A107 250.00000000 NS USD 17000.00000000 0.030760151413 Long EC CORP US N 1 N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFR0 10000.00000000 PA USD 11323.27000000 0.020488558805 Long DBT CORP US N 2 2050-04-01 Fixed 4.20000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286WAG1 5000.00000000 PA USD 5029.44000000 0.009100372701 Long ABS-O CORP US N 2 2027-01-15 Fixed 1.48000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VBF3 15000.00000000 PA USD 18549.01000000 0.033562962127 Long DBT CORP US N 2 2044-01-15 Fixed 5.10000000 N N N N N N Brookline Bancorp Inc N/A 11373M107 1125.00000000 NS USD 16875.00000000 0.030533973829 Long EC CORP US N 1 N N N Blackstone Mortgage Trust Inc 549300OLDJ20R2Y2UW20 09257W100 675.00000000 NS USD 20925.00000000 0.037862127548 Long EC US N 1 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AZ6 5000.00000000 PA USD 4913.87000000 0.008891257954 Long DBT CORP US N 2 2049-09-01 Fixed 4.45000000 N N N N N N NRP Mortgage Trust N/A 62942KAA4 3847.47000000 PA USD 3965.58000000 0.007175402426 Long ABS-MBS CORP US N 2 2043-07-25 Variable 3.25000000 N N N N N N LSI Industries Inc 529900HY42OANH6BVT33 50216C108 300.00000000 NS USD 2559.00000000 0.004630307498 Long EC CORP US N 1 N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAK6 7000.00000000 PA USD 6842.50000000 0.012380960943 Long DBT CORP US N 2 2022-11-15 Fixed 6.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LNG0 208.07000000 PA USD 248.62000000 0.000449858167 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 6.00000000 N N N N N N SP Plus Corp 0IDE18EMH1CUKQCUYE69 78469C103 350.00000000 NS USD 11476.50000000 0.020765816335 Long EC CORP US N 1 N N N Ares Commercial Real Estate Corp 549300ZNO5IWXS443S81 04013V108 450.00000000 NS USD 6174.00000000 0.011171363225 Long EC US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -10.00000000 NC USD 7406.25000000 0.013401021847 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 5 Year US Treasury Note FVM1 Comdty 2021-06-30 -1241390.63000000 USD 7406.25000000 N N N comScore Inc N/A 20564W105 2100.00000000 NS USD 7686.00000000 0.013907207280 Long EC CORP US N 1 N N N Koppers Holdings Inc N/A 50060P106 625.00000000 NS USD 21725.00000000 0.039309664085 Long EC CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAY2 7000.00000000 PA USD 7594.07000000 0.013740867237 Long DBT CORP US N 2 2024-12-05 Fixed 4.02000000 N N N N N N CACI International Inc SYRPI2D1O9WRTS2WX210 127190304 100.00000000 NS USD 24666.00000000 0.044631170280 Long EC CORP US N 1 N N N Nokia OYJ 549300A0JPRWG1KI7U06 654902AE5 15000.00000000 PA USD 15900.00000000 0.028769788675 Long DBT CORP FI N 2 2027-06-12 Fixed 4.38000000 N N N N N N Antero Resources Corp APVBKPOULHUX7YZLKU17 03674X106 2525.00000000 NS USD 25755.00000000 0.046601629391 Long EC CORP US N 1 N N N Kraton Corp N/A 50077C106 100.00000000 NS USD 3659.00000000 0.006620670236 Long EC CORP US N 1 N N N Agree Realty Corp N/A 008492100 125.00000000 NS USD 8413.75000000 0.015224013173 Long EC US N 1 N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AS6 5000.00000000 PA USD 5641.46000000 0.010207774340 Long DBT CORP US N 2 2028-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416JAW1 7038.82000000 PA USD 8246.24000000 0.014920917117 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N ODP Corp/The N/A 88337F105 890.00000000 NS USD 38528.10000000 0.069713540569 Long EC CORP US N 1 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBK5 10000.00000000 PA USD 8811.48000000 0.015943674057 Long DBT US N 2 2051-01-15 Fixed 2.95000000 N N N N N N Quanex Building Products Corp 5493000TL30VL5WOAW87 747619104 450.00000000 NS USD 11803.50000000 0.021357496894 Long EC CORP US N 1 N N N AMERIGAS PART/FIN CORP N/A 030981AH7 9000.00000000 PA USD 9994.50000000 0.018084254900 Long DBT CORP US N 2 2024-05-20 Fixed 5.63000000 N N N N N N Fannie Mae N/A 3136B27F3 16010.72000000 PA USD 16852.49000000 0.030493243770 Long ABS-MBS USGSE US N 2 2054-07-25 Fixed 3.50000000 N N N N N N Fannie Mae N/A 3136AWNN3 11099.73000000 PA USD 11474.21000000 0.020761672761 Long ABS-MBS USGSE US N 2 2053-04-25 Fixed 3.50000000 N N N N N N TOLL BROS FINANCE CORP N/A 88947EAR1 10000.00000000 PA USD 11137.50000000 0.020152422727 Long DBT CORP US N 2 2025-11-15 Fixed 4.88000000 N N N N N N Commercial Metals Co 549300OQS2LO07ZJ7N73 201723103 800.00000000 NS USD 24672.00000000 0.044642026804 Long EC CORP US N 1 N N N AON CORP LTS3U8DGK38SETRUWX71 037389BD4 10000.00000000 PA USD 10266.84000000 0.018577032525 Long DBT CORP US N 2 2022-11-15 Fixed 2.20000000 N N N N N N Fannie Mae - CAS N/A 20753MAF5 4435.71000000 PA USD 4446.13000000 0.008044919529 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 2.26000000 N N N N N N Warrior Met Coal Inc 549300152B1S9YKBYV79 93627C101 1025.00000000 NS USD 17558.25000000 0.031770260503 Long EC CORP US N 1 N N N Twilio Inc 5493004W8TRGD63APX93 90138F102 4425.00000000 NS USD 1507863.00000000 2.728358481825 Long EC CORP US N 1 N N N State of Illinois 54930048FV8RWPR02D67 452151LE1 14181.82000000 PA USD 14714.28000000 0.026624322396 Long DBT MUN US N 2 2023-06-01 Fixed 4.95000000 N N N N N N WMG ACQUISITION CORP 549300NAS11NXI33CP80 92933BAQ7 25000.00000000 PA USD 25241.13000000 0.045671822391 Long DBT CORP US N 2 2030-07-15 Fixed 3.88000000 N N N N N N County of Riverside CA N/A 76913CBA6 25000.00000000 PA USD 26430.45000000 0.047823802584 Long DBT MUN US N 2 2026-02-15 Fixed 2.86000000 N N N N N N Ovintiv Inc N/A 69047Q102 750.00000000 NS USD 17865.00000000 0.032325300294 Long EC CORP US N 1 N N N Asana Inc N/A 04342Y104 400.00000000 NS USD 11432.00000000 0.020685297115 Long EC CORP US N 1 N N N Fannie Mae N/A 3136A6Y57 6440.19000000 PA USD 6648.56000000 0.012030041898 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 2.50000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -1.00000000 NC -99.42000000 -0.00017989260 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Long-Term Euro-BTP (FBTP) IKM1 Comdty 2021-06-08 -149225.22000000 EUR -99.42000000 N N N SVMK Inc N/A 78489X103 2550.00000000 NS USD 46716.00000000 0.084528896084 Long EC CORP US N 1 N N N Hess Corp UASVRYNXNK17ULIGK870 023551AJ3 10000.00000000 PA USD 12760.53000000 0.023089166759 Long DBT CORP US N 2 2031-08-15 Fixed 7.30000000 N N N N N N Apollo Medical Holdings Inc 5493008O4R82Q4STJ936 03763A207 125.00000000 NS USD 3386.25000000 0.006127150748 Long EC CORP US N 1 N N N Outset Medical Inc N/A 690145107 125.00000000 NS USD 6798.75000000 0.012301798789 Long EC CORP US N 1 N N N US Concrete Inc 549300J94Q38BL8BMH45 90333L201 100.00000000 NS USD 7332.00000000 0.013266672362 Long EC CORP US N 1 N N N Minerals Technologies Inc 549300D3I1QU67GP6403 603158106 125.00000000 NS USD 9415.00000000 0.017035695621 Long EC CORP US N 1 N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 1337.00000000 NS USD 300931.96000000 0.544512509106 Long EC CORP US N 1 N N N Donnelley Financial Solutions Inc 549300O1NPY4J56QCU04 25787G100 425.00000000 NS USD 11827.75000000 0.021401375346 Long EC CORP US N 1 N N N Argo Group International Holdings Ltd 549300M4T8Y5TTWI6O03 000000000 200.00000000 NS USD 10064.00000000 0.018210009636 Long EC CORP BM N 1 N N N Sprout Social Inc N/A 85209W109 610.00000000 NS USD 35233.60000000 0.063752404167 Long EC CORP US N 1 N N N MortgageIT Trust N/A 61913PAZ5 12507.38000000 PA USD 12469.18000000 0.022561992047 Long ABS-MBS CORP US N 2 2035-10-25 Floating 0.67000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SP4 75000.00000000 PA USD 58289.06000000 0.105469430079 Long DBT UST US N 2 2050-08-15 Fixed 1.38000000 N N N N N N Fannie Mae N/A 3136B3BA7 8510.95000000 PA USD 8972.23000000 0.016234538430 Long ABS-MBS USGSE US N 2 2047-12-25 Fixed 3.50000000 N N N N N N First Community Bankshares Inc N/A 31983A103 75.00000000 NS USD 2249.25000000 0.004069839445 Long EC CORP US N 1 N N N Summit Materials Inc N/A 86614U100 200.00000000 NS USD 5604.00000000 0.010139993442 Long EC CORP US N 1 N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBK4 21000.00000000 PA USD 20604.20000000 0.037281665397 Long DBT CORP US N 2 2055-09-15 Fixed 4.00000000 N N N N N N MarineMax Inc 254900TIXTN8WY3FNN63 567908108 175.00000000 NS USD 8638.00000000 0.015629775759 Long EC CORP US N 1 N N N HEICO Corp 529900O1DTDLCJ7L0I14 422806208 5656.00000000 NS USD 642521.60000000 1.162591864855 Long EC CORP US N 1 N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 5000.00000000 PA USD 5025.40000000 0.009093062642 Long DBT CORP IL N 2 2024-03-30 Fixed 4.50000000 N N N N N N Builders FirstSource Inc 549300W0SKP6L3H7DP63 12008R107 1939.00000000 NS USD 89911.43000000 0.162687600036 Long EC CORP US N 1 N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAB6 10000.00000000 PA USD 9925.00000000 0.017958500163 Long DBT CORP US N 2 2026-12-01 Fixed 4.13000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92556HAD9 5000.00000000 PA USD 5604.56000000 0.010141006718 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N N VYNE Therapeutics Inc N/A 92941V209 68.00000000 NS USD 465.46000000 0.000842212945 Long EC CORP US N 1 N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAN1 15000.00000000 PA USD 16385.51000000 0.029648280505 Long DBT CORP US N 2 2025-06-15 Fixed 3.95000000 N N N N N N SkyWest Inc 529900UYS2KGS6Z42P09 830879102 550.00000000 NS USD 29964.00000000 0.054217480997 Long EC CORP US N 1 N N N WILLIAM CARTER TGI2A0HXEYNQPU7TYV27 96926JAC1 5000.00000000 PA USD 5281.25000000 0.009556002920 Long DBT CORP US N 2 2027-03-15 Fixed 5.63000000 N N N N N N Integer Holdings Corp 549300SUD2ED5XG6X569 45826H109 525.00000000 NS USD 48352.50000000 0.087490013013 Long EC CORP US N 1 N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WDL4 15000.00000000 PA USD 15441.03000000 0.027939318869 Long DBT CORP US N 2 2025-01-22 Fixed 2.00000000 N N N N N N Chewy Inc N/A 16679L109 7236.00000000 NS USD 612961.56000000 1.109105317432 Long EC CORP US N 1 N N N Neenah Inc 8SR38IKUT3O1F1I6VH65 640079109 150.00000000 NS USD 7707.00000000 0.013945205114 Long EC CORP US N 1 N N N Fannie Mae N/A 3136AXV44 8719.28000000 PA USD 9277.10000000 0.016786176510 Long ABS-MBS USGSE US N 2 2047-09-25 Fixed 3.00000000 N N N N N N NeoPhotonics Corp 5493001EHDO3GEGZ6930 64051T100 3025.00000000 NS USD 36148.75000000 0.065408295494 Long EC CORP US N 1 N N N Fannie Mae N/A 3136B1PJ7 5809.22000000 PA USD 6106.52000000 0.011049263518 Long ABS-MBS USGSE US N 2 2056-05-25 Fixed 3.50000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAJ1 5000.00000000 PA USD 5114.93000000 0.009255060074 Long DBT CORP NO N 2 2026-01-22 Fixed 1.75000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2.00000000 NC USD -11754.06000000 -0.02126803913 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini Russell 2000 Index RTYM1 Index 2021-06-18 234004.06000000 USD -11754.06000000 N N N Freddie Mac N/A 3132JNZP5 13514.89000000 PA USD 14663.98000000 0.026533308536 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.50000000 N N N N N N HomeTrust Bancshares Inc N/A 437872104 450.00000000 NS USD 10957.50000000 0.019826727006 Long EC CORP US N 1 N N N Cross Country Healthcare Inc 54930037L0NBIPZ5S663 227483104 3750.00000000 NS USD 46837.50000000 0.084748740696 Long EC CORP US N 1 N N N REGENXBIO Inc 549300EOES47LATSET33 75901B107 425.00000000 NS USD 14496.75000000 0.026230719117 Long EC CORP US N 1 N N N Morgan Stanley BAML Trust N/A 61764PBV3 64659.13000000 PA USD 1898.22000000 0.003434678506 Long ABS-MBS CORP US N 2 2047-12-15 Variable 1.00000000 N N N N N N Alcoa Corp 549300T12EZ1F6PWWU29 013872106 875.00000000 NS USD 28428.75000000 0.051439567911 Long EC CORP US N 1 N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748AX0 20000.00000000 PA USD 21699.17000000 0.039262926750 Long DBT CORP US N 2 2025-03-10 Fixed 3.50000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AP2 20000.00000000 PA USD 21232.60000000 0.038418705347 Long DBT CORP US N 2 2029-07-15 Fixed 5.13000000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AV7 10000.00000000 PA USD 9795.34000000 0.017723890679 Long DBT CORP US N 2 2050-04-15 Fixed 3.15000000 N N N N N N Biohaven Pharmaceutical Holding Co Ltd 5299007STZTNN32O9920 000000000 400.00000000 NS USD 27340.00000000 0.049469561155 Long EC CORP VG N 1 N N N Fannie Mae N/A 3136B0AP1 19946.78000000 PA USD 20973.85000000 0.037950517748 Long ABS-MBS USGSE US N 2 2054-12-25 Fixed 3.00000000 N N N N N N STAG Industrial Inc 549300QWYX2W6FASVQ07 85254J102 575.00000000 NS USD 19325.75000000 0.034968411540 Long EC US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W3AJ2 40516.24000000 PA USD 41881.70000000 0.075781613732 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.50000000 N N N N N N Northfield Bancorp Inc N/A 66611T108 1800.00000000 NS USD 28656.00000000 0.051850758759 Long EC CORP US N 1 N N N Murphy USA Inc 549300Y081F8XIKQIO72 626755102 250.00000000 NS USD 36140.00000000 0.065392463064 Long EC CORP US N 1 N N N CommVault Systems Inc 65T5VRP62VXG39YFML83 204166102 600.00000000 NS USD 38700.00000000 0.070024579982 Long EC CORP US N 1 N N N AT&T INC 549300Z40J86GGSTL398 00206RKF8 10000.00000000 PA USD 9041.67000000 0.016360184601 Long DBT CORP US N 2 2061-02-01 Fixed 3.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 15000.00000000 PA USD 15173.17000000 0.027454647448 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N Decibel Therapeutics Inc N/A 24343R106 26.00000000 NS USD 295.36000000 0.000534430489 Long EC CORP US N 1 N N N Freddie Mac N/A 3128MJ4Q0 35523.33000000 PA USD 37538.14000000 0.067922286481 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 3.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBD7 15000.00000000 PA USD 16303.35000000 0.029499618502 Long DBT CORP US N 2 2030-05-06 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407A7D7 40413.01000000 PA USD 47308.19000000 0.085600416912 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N Arena Pharmaceuticals Inc 529900CVGQMPJ3A3NI85 040047607 385.00000000 NS USD 26715.15000000 0.048338944649 Long EC CORP US N 1 N N N Westamerica BanCorp N/A 957090103 375.00000000 NS USD 23542.50000000 0.042598286156 Long EC CORP US N 1 N N N UMBS, TBA N/A 01F020448 310000.00000000 PA USD 318052.73000000 0.575491184254 Long ABS-MBS USGSE US N 2 2036-04-15 Fixed 2.00000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CU2 10000.00000000 PA USD 10058.54000000 0.018200130200 Long DBT CORP US N 2 2030-02-21 Fixed 2.45000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CV0 5000.00000000 PA USD 5161.09000000 0.009338582932 Long DBT CORP US N 2 2025-02-21 Fixed 1.90000000 N N N N N N Focus Financial Partners Inc 5493006FFJCGLZ246V12 34417P100 700.00000000 NS USD 29134.00000000 0.052715661840 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912828ZQ6 695000.00000000 PA USD 631988.48000000 1.143533019792 Long DBT UST US N 2 2030-05-15 Fixed 0.63000000 N N N N N N ManTech International Corp/VA 5299007N03CAU4SWNR02 564563104 390.00000000 NS USD 33910.50000000 0.061358359677 Long EC CORP US N 1 N N N Freddie Mac - STACR 54930047IR7X5WWFY307 35563MAH9 18098.00000000 PA USD 18129.27000000 0.032803475895 Long ABS-MBS USGSE US N 2 2049-02-25 Floating 2.46000000 N N N N N N Atara Biotherapeutics Inc 549300WBXUXZRE03MS38 046513107 975.00000000 NS USD 14001.00000000 0.025333698820 Long EC CORP US N 1 N N N Medifast Inc 5299000YHQJ21T5KKI80 58470H101 100.00000000 NS USD 21182.00000000 0.038327148661 Long EC CORP US N 1 N N N O-I Glass Inc N/A 67098H104 1175.00000000 NS USD 17319.50000000 0.031338261318 Long EC CORP US N 1 N N N Wells Fargo Commercial Mortgage Trust 549300PX4QZK7CUM8D08 94988XAU0 30000.00000000 PA USD 32317.32000000 0.058475626851 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.82000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBE7 10000.00000000 PA USD 10467.61000000 0.018940309914 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CR9 20000.00000000 PA USD 19873.13000000 0.035958852227 Long DBT CORP US N 2 2040-02-21 Fixed 3.15000000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CF7 30000.00000000 PA USD 28881.42000000 0.052258638367 Long DBT CORP US N 2 2027-11-01 Fixed 1.38000000 N N N N N N Deckers Outdoor Corp 5493008LG4W3I6K8J118 243537107 125.00000000 NS USD 41302.50000000 0.074733597280 Long EC CORP US N 1 N N N Heritage Insurance Holdings Inc 9845008CCYDD87F66B45 42727J102 100.00000000 NS USD 1108.00000000 0.002004838103 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJA8 30000.00000000 PA USD 33434.75000000 0.060497527792 Long DBT CORP US N 2 2051-03-20 Fixed 4.08000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416YYX0 4069.68000000 PA USD 4342.17000000 0.007856812156 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 3.50000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FM5 5000.00000000 PA USD 4434.27000000 0.008023459800 Long DBT CORP US N 2 2062-09-16 Fixed 2.97000000 N N N N N N Triumph Group Inc 5493007L6S47Q14SL582 896818101 275.00000000 NS USD 5054.50000000 0.009145716783 Long EC CORP US N 1 N N N Astec Industries Inc 5493002DO2QKHLKB2A48 046224101 575.00000000 NS USD 43366.50000000 0.078468241545 Long EC CORP US N 1 N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BY8 20000.00000000 PA USD 18758.69000000 0.033942361454 Long DBT CORP US N 2 2030-10-01 Fixed 1.65000000 N N N N N N Tutor Perini Corp 549300FHXYVPW8LJ6D98 901109108 1275.00000000 NS USD 24161.25000000 0.043717865196 Long EC CORP US N 1 N N N Personalis Inc 549300EZ2NYFK7H0US48 71535D106 1850.00000000 NS USD 45528.50000000 0.082380209037 Long EC CORP US N 1 N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 4448514.21000000 OU Notional Amount USD 4.45000000 0.000008051921 N/A DFE US N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 Put Purchased Natwest Markets PLC RR3QWICWWIPCS8A4S074 Natwest Markets PLC RR3QWICWWIPCS8A4S074 N/A 1.00000000 NC USD 4.45000000 0.00000000 DFE CN 37743418.81000000 USD 4448514.21000000 CNY 2021-05-28 1.00000000 8.48450000 USD 2021-05-28 XXXX -27767.62000000 N N N Retail Opportunity Investments Corp N/A 76131N101 400.00000000 NS USD 6348.00000000 0.011486202421 Long EC US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418U4W1 3169.71000000 PA USD 3610.85000000 0.006533546631 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N CNX Resources Corp 549300JK3KH8PWM3B226 12653C108 500.00000000 NS USD 7350.00000000 0.013299241934 Long EC CORP US N 1 N N N Shoals Technologies Group Inc N/A 82489W107 1827.00000000 NS USD 63543.06000000 0.114976126287 Long EC CORP US N 1 N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAA1 35000.00000000 PA USD 35183.75000000 0.063662204547 Long DBT CORP US N 2 2028-09-01 Fixed 3.88000000 N N N N N N Extreme Networks Inc 549300WRECW11X94UB57 30226D106 3950.00000000 NS USD 34562.50000000 0.062538101954 Long EC CORP US N 1 N N N Citigroup Mortgage Loan Trust Inc N/A 17328DAA8 91496.64000000 PA USD 91946.54000000 0.166369970138 Long ABS-MBS CORP US N 2 2070-11-25 Variable 3.23000000 N N N N N N Quad/Graphics Inc W2D68G5NJH4X0NW8PT65 747301109 1500.00000000 NS USD 5295.00000000 0.009580882455 Long EC CORP US N 1 N N N SunCoke Energy Inc 1KF1J2NXQE2PI0QOB943 86722A103 2425.00000000 NS USD 16999.25000000 0.030758794348 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -8.00000000 NC USD 22191.05000000 0.040152944589 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 10 Year US Treasury Note TYM1 Comdty 2021-06-21 -1069691.05000000 USD 22191.05000000 N N N GS Mortgage Securities Trust 549300V3F4KBEWHAZP46 36250HAF0 33127.49000000 PA USD 34709.90000000 0.062804810561 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 3.37000000 N N N N N N CatchMark Timber Trust Inc 54930027IT0GQOYYOW30 14912Y202 200.00000000 NS USD 2036.00000000 0.003683980486 Long EC US N 1 N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RBJ7 30000.00000000 PA USD 34254.58000000 0.061980945141 Long DBT CORP US N 2 2045-12-15 Fixed 6.13000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 20000.00000000 PA USD 19557.08000000 0.035386984824 Long DBT CORP US N 2 2060-04-01 Fixed 3.85000000 N N N N N N Adient PLC 5493002QLDY8O75RTR78 000000000 925.00000000 NS USD 40885.00000000 0.073978164149 Long EC CORP IE N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416L4C7 527.25000000 PA USD 554.59000000 0.001003486610 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 2.36000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGB4 20000.00000000 PA USD 19911.44000000 0.036028171133 Long DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCL3 5000.00000000 PA USD 6022.51000000 0.010897254087 Long DBT CORP US N 2 2038-10-15 Fixed 4.60000000 N N N N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 5426780.94000000 OU Notional Amount USD 108.54000000 0.000196394519 N/A DFE US N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 Call Purchased Natwest Markets PLC RR3QWICWWIPCS8A4S074 Natwest Markets PLC RR3QWICWWIPCS8A4S074 N/A 1.00000000 NC USD 108.54000000 0.00000000 DFE US 43739854.38000000 CNY 5426780.94000000 USD 2021-07-23 1.00000000 8.06000000 USD 2021-07-23 XXXX -28675.11000000 N N N Amicus Therapeutics Inc 549300MRD1SMUTNBPQ53 03152W109 2200.00000000 NS USD 21736.00000000 0.039329567713 Long EC CORP US N 1 N N N Countrywide Home Loans N/A 126694TD0 4814.92000000 PA USD 3555.97000000 0.006434245624 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.75000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBM7 10000.00000000 PA USD 10850.55000000 0.019633209465 Long DBT CORP US N 2 2027-03-15 Fixed 3.30000000 N N N N N N Fannie Mae N/A 3136ACRN3 11014.33000000 PA USD 11162.61000000 0.020197857280 Long ABS-MBS USGSE US N 2 2040-01-25 Fixed 1.75000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46641WAV9 60000.00000000 PA USD 64835.11000000 0.117313988265 Long ABS-MBS CORP US N 2 2047-04-15 Fixed 4.00000000 N N N N N N City Office REIT Inc 5493003J7157VP25NL57 178587101 675.00000000 NS USD 7168.50000000 0.012970832082 Long EC US N 1 N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137BXR20 122674.30000000 PA USD 4009.78000000 0.007255378819 Long ABS-MBS USGSE US N 2 2027-03-25 Variable 0.60000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59261AG35 10000.00000000 PA USD 11745.59000000 0.021252713343 Long DBT MUN US N 2 2045-11-15 Fixed 4.75000000 N N N N N N Flexion Therapeutics Inc 549300X8HYW1HZKCDG90 33938J106 1350.00000000 NS USD 12082.50000000 0.021862325262 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030641 165000.00000000 PA USD 171861.03000000 0.310968900288 Long ABS-MBS USGA US N 2 2051-04-21 Fixed 3.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 20000.00000000 PA USD 21395.02000000 0.038712591452 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810ST6 15000.00000000 PA USD 12724.22000000 0.023023466695 Long DBT UST US N 2 2040-11-15 Fixed 1.38000000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAB1 5000.00000000 PA USD 5281.22000000 0.009555948638 Long DBT CORP US N 2 2027-06-17 Fixed 3.00000000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409V104 961.00000000 NS USD 339108.07000000 0.613589151693 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBB6 15000.00000000 PA USD 15980.95000000 0.028916261278 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAE3 5000.00000000 PA USD 4808.15000000 0.008699966001 Long DBT CORP GB N 2 2040-09-02 Fixed 3.30000000 N N N N N N Equity LifeStyle Properties Inc 529900PEQG66LENB6798 29472R108 50.00000000 NS USD 3182.00000000 0.005757576576 Long EC US N 1 N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC 211.20000000 0.000382149645 N/A DFE US N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 20000.00000000 AUD 15406.90000000 USD 2021-06-16 211.20000000 N N N Varex Imaging Corp 549300CWYWPVCT8E9W67 92214X106 350.00000000 NS USD 7171.50000000 0.012976260344 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468X0 20000.00000000 PA USD 18771.86000000 0.033966191524 Long DBT CORP US N 2 2032-04-28 Fixed 1.93000000 N N N N N N Fannie Mae N/A 3136B4FP8 9755.95000000 PA USD 10607.59000000 0.019193592619 Long ABS-MBS USGSE US N 2 2049-04-25 Fixed 3.50000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017CX5 5000.00000000 PA USD 5964.99000000 0.010793176210 Long DBT CORP US N 2 2048-11-16 Fixed 4.63000000 N N N N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836BU1 15000.00000000 PA USD 16223.64000000 0.029355389581 Long DBT CORP US N 2 2027-11-15 Fixed 3.40000000 N N N N N N Stitch Fix Inc 549300TNHOVBOJZIYE72 860897107 225.00000000 NS USD 11146.50000000 0.020168707513 Long EC CORP US N 1 N N N Myers Industries Inc 549300I2H9XMVTCW4Q51 628464109 125.00000000 NS USD 2470.00000000 0.004469269058 Long EC CORP US N 1 N N N Digital Turbine Inc 549300D0WZR1VI2QGB24 25400W102 275.00000000 NS USD 22099.00000000 0.039986387417 Long EC CORP US N 1 N N N Novavax Inc 529900J4GJHPEPQ23205 670002401 230.00000000 NS USD 41701.30000000 0.075455194243 Long EC CORP US N 1 N N N ProAssurance Corp 54930015E5J57R675E89 74267C106 175.00000000 NS USD 4683.00000000 0.008473517004 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GRU9 145.02000000 PA USD 152.08000000 0.000275176695 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 4.50000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 488.00000000 NS USD 1509911.04000000 2.732064247737 Long EC CORP US N 1 N N N CIT Group Inc N8O96ZZJQRFYQUJY7K79 125581801 575.00000000 NS USD 29618.25000000 0.053591873800 Long EC CORP US N 1 N N N Eiger BioPharmaceuticals Inc 549300GO4VMIHDKJNU46 28249U105 1025.00000000 NS USD 9071.25000000 0.016413707265 Long EC CORP US N 1 N N N CareTrust REIT Inc 5493001NVXE2B9GPLU96 14174T107 325.00000000 NS USD 7567.63000000 0.013693026155 Long EC US N 1 N N N National CineMedia Inc N/A 635309107 4087.00000000 NS USD 18881.94000000 0.034165372551 Long EC CORP US N 1 N N N ACCO Brands Corp JCT8P4Y190IH4I1NX328 00081T108 2175.00000000 NS USD 18357.00000000 0.033215535264 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBD2 45000.00000000 PA USD 51146.99000000 0.092546420985 Long DBT CORP US N 2 2030-04-15 Fixed 5.00000000 N N N N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 000000000 14983.00000000 NS USD 653558.46000000 1.182562187486 Long EC CORP GB N 1 N N N MRC Global Inc 529900TSBPOLCLI2L582 55345K103 1550.00000000 NS USD 13996.50000000 0.025325556427 Long EC CORP US N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCD5 25000.00000000 PA USD 25277.70000000 0.045737992905 Long DBT CORP US N 2 2028-03-25 Fixed 2.30000000 N N N N N N SMART Global Holdings Inc 529900RDGHQY8XKXPN14 000000000 2150.00000000 NS USD 98943.00000000 0.179029509489 Long EC CORP KY N 1 N N N Dana Inc KVWHW7YLZPFJM8QYNJ51 235825205 1800.00000000 NS USD 43794.00000000 0.079241768882 Long EC CORP US N 1 N N N TopBuild Corp 5493007YSKHOL4RWII46 89055F103 295.00000000 NS USD 61781.85000000 0.111789356506 Long EC CORP US N 1 N N N Boise Cascade Co 549300Z8B8LSRHC7XA55 09739D100 400.00000000 NS USD 23932.00000000 0.043303055507 Long EC CORP US N 1 N N N New Residential Mortgage Loan Trust N/A 64828NAA3 31421.41000000 PA USD 31936.21000000 0.057786038539 Long ABS-MBS CORP US N 2 2057-06-25 Floating 1.61000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAH5 5000.00000000 PA USD 5293.39000000 0.009577969287 Long DBT CORP NO N 2 2050-04-06 Fixed 3.70000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAG7 5000.00000000 PA USD 5307.73000000 0.009603916380 Long DBT CORP NO N 2 2040-04-06 Fixed 3.63000000 N N N N N N HNI Corp 549300SKRADLC4O5HV93 404251100 750.00000000 NS USD 29670.00000000 0.053685511320 Long EC CORP US N 1 N N N ROMANIA 315700IASY927EDWBK92 000000000 25000.00000000 PA 29030.19000000 0.052527825880 Long DBT NUSS RO N 2 2040-12-02 Fixed 2.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H032647 185000.00000000 PA USD 195232.81000000 0.353258282147 Long ABS-MBS USGA US N 2 2051-04-21 Fixed 3.50000000 N N N N N N MONDELEZ INTERNATIONAL 549300DV9GIB88LZ5P30 609207AU9 5000.00000000 PA USD 5052.58000000 0.009142242695 Long DBT CORP US N 2 2025-05-04 Fixed 1.50000000 N N N N N N TPG RE Finance Trust Inc N/A 87266M107 725.00000000 NS USD 8120.00000000 0.014692495851 Long EC CORP US N 1 N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAM1 2000.00000000 PA USD 2153.71000000 0.003896967394 Long DBT CORP US N 2 2024-03-13 Fixed 3.80000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FL7 5000.00000000 PA USD 5530.28000000 0.010006602950 Long DBT CORP US N 2 2044-08-15 Fixed 4.15000000 N N N N N N Maxar Technologies Inc 549300OEN2G821MIJ922 57778K105 650.00000000 NS USD 24583.00000000 0.044480988364 Long EC CORP US N 1 N N N WF-RBS Commercial Mortgage Trust 549300UVB571ELWL8972 92890FAU0 35000.00000000 PA USD 37907.41000000 0.068590451252 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 4.00000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBF8 5000.00000000 PA USD 5634.50000000 0.010195180772 Long DBT CORP US N 2 2040-03-19 Fixed 4.23000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MF5 55000.00000000 PA USD 58779.11000000 0.106356136679 Long DBT CORP US N 2 2025-04-24 Fixed 3.35000000 N N N N N N Zynex Inc N/A 98986M103 1675.00000000 NS USD 25577.25000000 0.046280004867 Long EC CORP US N 1 N N N Fannie Mae N/A 3136B4VA3 11571.18000000 PA USD 12551.86000000 0.022711594948 Long ABS-MBS USGSE US N 2 2059-06-25 Fixed 3.50000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFE9 5000.00000000 PA USD 5268.33000000 0.009532625205 Long DBT CORP US N 2 2023-04-01 Fixed 3.35000000 N N N N N N KB Home 549300LGUCWQURMWLG09 48666K109 275.00000000 NS USD 12795.75000000 0.023152894555 Long EC CORP US N 1 N N N SpartanNash Co 549300TV3QCCSQLF5X16 847215100 75.00000000 NS USD 1472.25000000 0.002663919583 Long EC CORP US N 1 N N N Fulcrum Therapeutics Inc N/A 359616109 1923.00000000 NS USD 22652.94000000 0.040988697903 Long EC CORP US N 1 N N N Fannie Mae N/A 3136ASMM5 2517.78000000 PA USD 2706.14000000 0.004896545655 Long ABS-MBS USGSE US N 2 2046-01-25 Fixed 3.00000000 N N N N N N Xencor Inc 549300V5IF65437JKG30 98401F105 500.00000000 NS USD 21530.00000000 0.038956827055 Long EC CORP US N 1 N N N Ingevity Corp 5493009UTFC4B5IMGF87 45688C107 275.00000000 NS USD 20770.75000000 0.037583024410 Long EC CORP US N 1 N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AJ2 5000.00000000 PA USD 6095.93000000 0.011030101753 Long DBT CORP US N 2 2035-05-20 Fixed 4.65000000 N N N N N N Argan Inc 529900E4KZWBV9KGBS83 04010E109 900.00000000 NS USD 48015.00000000 0.086879333536 Long EC CORP US N 1 N N N Lehman Brothers Holdings Inc 549300FDK6ZP3YIHRJ47 524ESC7M6 7000.00000000 PA USD 0.70000000 0.000001266594 Long DBT CORP US N 3 2017-12-28 Fixed 6.75000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CE2 15000.00000000 PA USD 16098.00000000 0.029128053968 Long DBT CORP US N 2 2029-06-01 Fixed 5.13000000 N N N N N N Heidrick & Struggles International Inc 5493006284N2J367VB57 422819102 75.00000000 NS USD 2679.00000000 0.004847437978 Long EC CORP US N 1 N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CP3 25000.00000000 PA USD 24668.11000000 0.044634988158 Long DBT CORP US N 2 2026-03-15 Fixed 1.25000000 N N N N N N State Board of Administration Finance Corp 549300S34SOJ0RULXM35 341271AD6 25000.00000000 PA USD 25231.89000000 0.045655103344 Long DBT MUN US N 2 2025-07-01 Fixed 1.26000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AJ6L1 1897.67000000 PA USD 2138.57000000 0.003869572765 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379LUL8 10917.12000000 PA USD 11038.64000000 0.019973543400 Long ABS-MBS USGA US N 2 2040-04-16 Fixed 1.50000000 N N N N N N Maxeon Solar Technologies Ltd 5493007JPB074ITT6Y72 000000000 265.00000000 NS USD 8363.40000000 0.015132908843 Long EC CORP SG N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416TDL0 10542.54000000 PA USD 11514.02000000 0.020833705798 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAC8 5000.00000000 PA USD 5246.15000000 0.009492492255 Long DBT CORP US N 2 2046-10-15 Fixed 3.70000000 N N N N N N CVB Financial Corp N/A 126600105 1300.00000000 NS USD 28717.00000000 0.051961133420 Long EC CORP US N 1 N N N GS Mortgage Securities Trust N/A 36252WAX6 40000.00000000 PA USD 43033.67000000 0.077866012063 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 4.00000000 N N N N N N Gritstone Oncology Inc 5493003TER6KY3MUVY84 39868T105 175.00000000 NS USD 1650.25000000 0.002985996462 Long EC CORP US N 1 N N N Black Diamond Therapeutics Inc N/A 09203E105 350.00000000 NS USD 8491.00000000 0.015363790920 Long EC CORP US N 1 N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137AZ0 5000.00000000 PA USD 5128.85000000 0.009280247210 Long DBT CORP US N 2 2025-06-01 Fixed 1.90000000 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AN0 25000.00000000 PA USD 27216.01000000 0.049245211086 Long DBT CORP US N 2 2030-05-01 Fixed 4.25000000 N N N N N N UMBS, TBA N/A 01F022659 55000.00000000 PA USD 56281.54000000 0.101836981893 Long ABS-MBS USGSE US N 2 2051-05-15 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3137ABM24 4713.47000000 PA USD 5067.77000000 0.009169727795 Long ABS-MBS USGSE US N 2 2041-05-15 Fixed 3.00000000 N N N N N N Fanniemae-Aces N/A 3136B75H0 338600.09000000 PA USD 7190.51000000 0.013010657431 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 0.33000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAL8 5000.00000000 PA USD 4994.67000000 0.009037459144 Long DBT CORP US N 2 2031-02-15 Fixed 2.70000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AN6 10000.00000000 PA USD 10615.85000000 0.019208538434 Long DBT CORP US N 2 2024-06-15 Fixed 2.88000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167GAG5 25000.00000000 PA USD 25755.16000000 0.046601918898 Long ABS-O CORP US N 2 2025-09-15 Fixed 2.58000000 N N N N N N SunPower Corp 549300TXO070764WUH65 867652406 475.00000000 NS USD 15888.75000000 0.028749432692 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379QW43 6010.89000000 PA USD 6091.07000000 0.011021307968 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 1.70000000 N N N N N N Investors Bancorp Inc N/A 46146L101 875.00000000 NS USD 12853.75000000 0.023257840954 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H020642 245000.00000000 PA USD 247244.24000000 0.447368838738 Long ABS-MBS USGA US N 2 2051-04-21 Fixed 2.00000000 N N N N N N Mill City Mortgage Trust N/A 59980CAA1 38658.85000000 PA USD 39429.49000000 0.071344534268 Long ABS-O CORP US N 2 2061-01-25 Variable 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419C3L5 3354.85000000 PA USD 3782.40000000 0.006843952747 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 31283HAW5 270.28000000 PA USD 303.82000000 0.000549738188 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 7.50000000 N N N N N N Brinker International Inc 52990067JY6PBGJNTG76 109641100 500.00000000 NS USD 35530.00000000 0.064288716454 Long EC CORP US N 1 N N N 2021-04-28 SEASONS SERIES TRUST Donna McManus Donna McManus Assistant Treasurer