NPORT-P false 0001864208 XXXXXXXX Guggenheim Active Allocation Fund 811-23702 0001864208 549300WVFF2XZ68PVT94 227 W. MONROE STREET CHICAGO 60606 312-827-0100 Guggenheim Active Allocation Fund 549300WVFF2XZ68PVT94 2026-05-31 2026-02-27 N 910580482.08 357871761.09 552708720.99 0.00000000 0.00000000 123786291.71000000 0.00000000 0.00000000 0.00000000 55279205.87000000 0.00000000 0.00000000 0.00000000 5671182.90000000 148702950.19000000 0.00000000 10421701.39000000 EUR GBP USD N Portfolio (ExDerivative) N/A INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -173893.05000000 -0.03146196964 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.43.V1 Y Default Event 2029-12-20 0.00000000 USD -93613.71000000 USD -1935000.00000000 USD -80279.34000000 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 -345.00000000 NC USD -32343.75000000 -0.00585186170 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2026-12-16 0.00000000 USD 2500.00000000 98.00000000 USD 2026-09-11 XXXX 29907.60000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -634432.50000000 PA USD -634432.50000000 -0.11478604840 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2027-01-30 750000.00000000 USD 714975.00000000 USD CDS N N N Fidelis Insurance Holdings Ltd. 549300CDMGCAGJQ7DX03 31575FAC0 1350000.00000000 PA USD 1450044.45000000 0.262352373851 Long DBT CORP BM N 2 2055-06-15 Fixed 7.75000000 N N N N N N SUN III LTD N/A 000000000 600000.00000000 PA 695608.12000000 0.125854377465 Long LON CORP GB N 2 2032-11-08 Floating 7.03900000 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2 N/A 617949AL6 174000.00000000 PA USD 154266.50000000 0.027910994370 Long ABS-O CORP US N 2 2071-01-25 Variable 6.82055900 N N N N N N Foundry JV Holdco LLC. 21380048QROAMGM6EP30 350930AJ2 1350000.00000000 PA USD 1445703.47000000 0.261566972818 Long DBT CORP US N 2 2037-01-25 Fixed 6.20000000 N N N N N N Stitch Fix Inc 549300TNHOVBOJZIYE72 860897107 949.00000000 NS USD 3160.17000000 0.000571760473 Long EC CORP US N 1 N N N Conns Inc 529900K9HOACKOJJT953 208242107 106.00000000 NS USD 0.01000000 0.000000001809 Long EC CORP US N 3 N N N Recursion Pharmaceuticals Inc N/A 75629V104 1343.00000000 NS USD 4928.81000000 0.000891755424 Long EC CORP US N 1 N N N Global Atlantic Finance Co. 98450051B2E65CAA7E94 37959GAB3 1750000.00000000 PA USD 1577171.73000000 0.285353147164 Long DBT CORP US N 2 2031-06-15 Fixed 3.12500000 N N N N N N EPIZYME CONTINGENT VALUE RIGHTS N/A 000000000 793.00000000 NS USD 0.08000000 0.000000014474 Long EC CORP US N 3 N N N Amsted Industries Incorporated N2VLGYMEEBIU3PFSUY86 032177AK3 150000.00000000 PA USD 155885.85000000 0.028203978710 Long DBT CORP US N 2 2033-03-15 Fixed 6.37500000 N N N N N N Aspen Aerogels Inc N/A 04523Y105 263.00000000 NS USD 820.56000000 0.000148461561 Long EC CORP US N 1 N N N Upland Software Inc 549300NS277POYJ63W89 91544A109 172.00000000 NS USD 151.88000000 0.000027479211 Long EC CORP US N 1 N N N FS Rialto 2024-Fl9 Issuer LLC N/A 30338WAE9 1550000.00000000 PA USD 1547990.74000000 0.280073514531 Long ABS-CBDO CORP US N 2 2039-10-19 Floating 6.31092000 N N N N N N Mission Produce Inc 54930016JOKVFT59L825 60510V108 220.00000000 NS USD 3121.80000000 0.000564818299 Long EC CORP US N 1 N N N FCG ACQUISITIONS INC 254900BHD5AK9H7EKF91 30260UAK1 739323.28880000 PA USD 739012.77000000 0.133707456013 Long LON CORP US N 2 2028-04-01 Floating 7.09350000 N N N N N N Invesco Mortgage Capital Inc. PV3BDP2HFZL2FNXQBL39 46131B704 182.00000000 NS USD 1534.26000000 0.000277589251 Long EC CORP US N 1 N N N THUNDERBIRD 2022-1 B FUNDED N/A 000000000 1100000.00000000 PA USD 1075611.47000000 0.194607291173 Long DBT CORP CA N 3 2037-03-01 Fixed 7.50000000 N N N N N N Telos Corp 549300P7ZDPL8UWNVI47 87969B101 238.00000000 NS USD 956.76000000 0.000173103836 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2416500.00000000 PA USD -2416500.00000000 -0.43721039821 Short RA CORP US N 2 Reverse repurchase N 3.95000000 2070-12-30 2700000.00000000 USD 2809080.00000000 USD CDS N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2670381.25000000 PA USD -2670381.25000000 -0.48314440293 Short RA CORP US N 2 Reverse repurchase N 3.97000000 2027-01-15 3065000.00000000 USD 2920945.00000000 USD CDS N N N Biodesix Inc. N/A 09075X207 3.00000000 NS USD 45.99000000 0.000008320838 Long EC CORP US N 1 N N N RL DATIX 1L REV FUNDED N/A 000000000 332500.00000000 PA USD 300879.92000000 0.054437338976 Long LON CORP US N 3 2030-10-30 Floating 9.53505000 N N N N N N Franklin Resources Inc. RIFQSET379FOGTEFKS80 354613101 9379.00000000 NS USD 248918.66000000 0.045036137579 Long EC CORP US N 1 N N N HV STRUCTURED SOLUTIONS IV N/A 000000000 1134896.80000000 PA USD 1127357.00000000 0.203969461162 Long ABS-MBS CORP US N 3 2030-09-15 Floating 6.84561000 N N N N N N Universal Electronics Inc. 549300ZW9EULAR7T6F89 913483103 74.00000000 NS USD 278.98000000 0.000050475049 Long EC CORP US N 1 N N N Caredx Inc 549300NQOFKL9NON0U06 14167L103 593.00000000 NS USD 11124.68000000 0.002012756371 Long EC CORP US N 1 N N N Enviri Corp. KAO98FK89NPNNPQGUZ43 415864AM9 2625000.00000000 PA USD 2627205.00000000 0.475332648143 Long DBT CORP US N 2 2027-07-31 Fixed 5.75000000 N N N N N N Infinity Pharmaceuticals Inc. 529900A03D1G15M8WM72 45665G303 521.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 2 N N N HyreCar Inc. 549300Y900ZKQQLV6S25 44916T107 104.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 1 N N N AP GRANGE HOLDINGS DEFERRAL N/A 000000000 268443.52260000 PA USD 268443.52000000 0.048568714370 Long DBT CORP KY N 3 2045-03-20 Fixed 6.50000000 N N N N N N Fluent Inc 549300P3G8O165ICY429 34380C201 43.00000000 NS USD 140.61000000 0.000025440163 Long EC CORP US N 1 N N N FUSION BUYER LLC N/A 000000000 15577.00000000 NS USD 542593.64000000 0.098169907474 Long EC CORP US N 2 N N N Beam Therapeutics Inc. N/A 07373V105 596.00000000 NS USD 16962.16000000 0.003068914847 Long EC CORP US N 1 N N N Synaptics Incorporated 549300AJ3LI4FWNRQX29 87157D109 463.00000000 NS USD 37715.98000000 0.006823843838 Long EC CORP US N 1 N N N Jackson Financial Inc 213800WXW2KG1N4CO374 46817M206 26000.00000000 NS USD 672100.00000000 0.121601120893 Long EP CORP US N 1 N N N Eventbrite Inc 549300N6XBV2B1FAUF55 29975E109 448.00000000 NS USD 1980.16000000 0.000358264656 Long EC CORP US N 1 N N N Public Storage 254900GLQZAD4N7N5Q19 74460W396 58000.00000000 NS USD 952940.00000000 0.172412694754 Long EP CORP US N 1 N N N Ares Finance Co IV LLC N/A 039936AA7 1650000.00000000 PA USD 1121908.24000000 0.202983632679 Long DBT CORP US N 2 2052-02-01 Fixed 3.65000000 N N N N N N Vistagen Therapeutics Inc. N/A 92840H400 38.00000000 NS USD 22.27000000 0.000004029247 Long EC CORP US N 1 N N N Pennymac Financial Services Inc 549300W1D516HBDEU871 70932MAD9 300000.00000000 PA USD 314980.20000000 0.056988462102 Long DBT CORP US N 2 2029-12-15 Fixed 7.87500000 N N N N N N First Financial Bankshares Inc 549300XN3GTGOENGNV49 32020R109 1517.00000000 NS USD 46920.81000000 0.008489247268 Long EC CORP US N 1 N N N ALBION FINANCING 1 SARL 259400W9CABUZBRDLP97 01330AAA4 450000.00000000 PA USD 471263.85000000 0.085264413623 Long DBT CORP LU N 2 2030-05-21 Fixed 7.00000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2323625.00000000 PA USD -2323625.00000000 -0.42040679145 Short RA CORP US N 2 Reverse repurchase N 3.93000000 2049-12-31 2900000.00000000 USD 2827790.00000000 USD CDS N N N RL DATIX CAR FACILITY 1L DDTL FUND N/A 000000000 390000.00000000 PA USD 390000.00000000 0.070561578855 Long LON CORP US N 3 2031-04-30 Floating 6.00000000 N N N N N N Encore Capital Group Inc. 5493000UVC6H49CIH830 292554AR3 1950000.00000000 PA USD 2086098.30000000 0.377431768448 Long DBT CORP US N 2 2030-05-15 Fixed 8.50000000 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2 N/A 617949AN2 15113000.00000000 PA USD 683896.95000000 0.123735509143 Long ABS-O CORP US N 2 2071-01-25 Variable 1.91286100 N N N N N N Etsy Inc 54930089Q7XT501AEA40 29786A106 4899.00000000 NS USD 268857.12000000 0.048643545829 Long EC CORP US N 1 N N N Panama (Republic of) 549300SHS4T08CL0LP14 698299BS2 1700000.00000000 PA USD 1315970.00000000 0.238094669040 Long DBT NUSS PA N 2 2063-01-19 Fixed 4.50000000 N N N N N N WW INTERNATIONAL INC SGT8R1MU6ESIC7UJC518 92941PAE3 502986.84000000 PA USD 427538.81000000 0.077353367834 Long LON CORP US N 2 2030-06-25 Floating 10.47260000 N N N N N N Alector Inc 549300Z8RQOIY1JMHC25 014442107 695.00000000 NS USD 1688.85000000 0.000305558775 Long EC CORP US N 1 N N N Pool Corporation 5493005VZK1KMN6CO617 73278L105 578.00000000 NS USD 131310.04000000 0.023757548056 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1245187.50000000 PA USD -1245187.50000000 -0.22528819479 Short RA CORP US N 2 Reverse repurchase N 3.97000000 2027-01-15 1450000.00000000 USD 1428540.00000000 USD CDS N N N Cidron Atrium SE 2549004YHD7GOLT9Y166 000000000 225000.00000000 PA 266047.51000000 0.048135211169 Long DBT CORP DE N 2 2033-02-15 Floating 5.64700000 N N N N N N ADT Security Corp. 5493009JEEDYLVRA0J13 74166NAA2 3300000.00000000 PA USD 3201256.41000000 0.579194119511 Long DBT CORP US N 2 2032-07-15 Fixed 4.87500000 N N N N N N Qorvo Inc 254900YAUJV2EUEVBR11 74736K101 5008.00000000 NS USD 415163.20000000 0.075114284293 Long EC CORP US N 1 N N N ZEPHYR MIDCO 2 LTD N/A 000000000 1100000.00000000 PA 1379783.41000000 0.249640245865 Long LON CORP GB N 2 2028-07-31 Floating 8.47570000 N N N N N N Clarios (Power Solutions) 549300474L1ZLXZY2P98 000000000 1396500.00000000 PA USD 1391849.66000000 0.251823357790 Long LON CORP US N 2 2032-01-28 Floating 6.42190000 N N N N N N APPLIED THERAPEUTICS INC N/A 000000000 105.00000000 NS USD 0.01000000 0.000000001809 Long EC CORP US N 3 N N N Cardlytics Inc. 549300JETJBH94EIPC66 14161W105 382.00000000 NS USD 330.09000000 0.000059722234 Long EC CORP US N 1 N N N MODENA BUYER LLC 254900B0G2IU0VBDOY26 60753DAC8 1382500.00000000 PA USD 1214125.33000000 0.219668205673 Long LON CORP US N 2 2031-07-01 Floating 7.91360000 N N N N N N Omnicell Inc 5493008RH0GTKHHPZI77 68213N109 513.00000000 NS USD 21084.30000000 0.003814721787 Long EC CORP US N 1 N N N AI MONET LUXEMBOURG PARE 254900ZBR0EYN4SVLE93 000000000 1000000.00000000 PA 1184879.09000000 0.214376767545 Long LON CORP LU N 2 2031-02-06 Floating 6.03000000 N N N N N N Encore Capital Group Inc. 5493000UVC6H49CIH830 292554AQ5 750000.00000000 PA USD 784982.59000000 0.142024643395 Long DBT CORP US N 2 2029-04-01 Fixed 9.25000000 N N N N N N Congruex Group LLC 254900DY0KADNJ4ZCJ32 20729MAJ8 476454.94970000 PA USD 329706.83000000 0.059652908933 Long LON CORP US N 2 2029-05-03 Floating 9.51360000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1283500.00000000 PA USD -1283500.00000000 -0.23221996528 Short RA CORP US N 2 Reverse repurchase N 3.96000000 2049-02-11 1510000.00000000 USD 1507282.00000000 USD CDS N N N RL DATIX 1L TL FACILITY B GBP N/A 000000000 1304000.00000000 PA 1757009.60000000 0.317890695998 Long LON CORP GB N 3 2031-04-30 Floating 9.46140000 N N N N N N WORLD ACCEPTANCE CORP 529900M7JQUDCH7Q9153 981419104 24.00000000 NS USD 3237.12000000 0.000585682815 Long EC CORP US N 1 N N N Caesarstone Limited 254900MJ7IXAH75VFC61 000000000 134.00000000 NS USD 183.58000000 0.000033214601 Long EC CORP IL N 1 N N N HOTWIRE FUNDING LLC 254900ZCO90MCT7Y9348 44148JAC3 7700000.00000000 PA USD 7620986.45000000 1.378843170114 Long ABS-O CORP US N 2 2051-11-20 Fixed 4.45900000 N N N N N N CONCENTRA BIOSCIENCES LLC N/A 000000000 48.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Jones Deslauriers Insurance Management Inc. 549300JQIWNFU00E5424 48020RAG0 1000000.00000000 PA 718219.81000000 0.129945445534 Long DBT CORP CA N 2 2033-10-01 Fixed 7.25000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2397000.00000000 PA USD -2397000.00000000 -0.43368231927 Short RA CORP US N 2 Reverse repurchase N 4.58000000 2049-12-31 2550000.00000000 USD 2701470.00000000 USD CDS N N N Alerus Financial Corp. 5493008BXLBPPELQ3G57 01446U103 89.00000000 NS USD 2121.76000000 0.000383883937 Long EC CORP US N 1 N N N Truist Financial Corp. 549300DRQQI75D2JP341 89832Q109 4474.00000000 NS USD 220612.94000000 0.039914865031 Long EC CORP US N 1 N N N Fortitude Group Holdings LLC 2549006R9ZUL08JFIH12 34966XAA6 350000.00000000 PA USD 363530.07000000 0.065772450514 Long DBT CORP US N 2 2030-04-01 Fixed 6.25000000 N N N N N N Rb Global Holdings Inc. 254900LH3N0EGB1LQ203 76774LAC1 650000.00000000 PA USD 675782.25000000 0.122267339800 Long DBT CORP US N 2 2031-03-15 Fixed 7.75000000 N N N N N N First Foundation Inc. 254900TQZQ6LBCK77E82 32026V104 284.00000000 NS USD 1667.08000000 0.000301619991 Long EC CORP US N 1 N N N Utah Medical Products Inc. 5493002R27BBGV8DID60 917488108 20.00000000 NS USD 1332.20000000 0.000241031116 Long EC CORP US N 1 N N N Nurix Therapeutics Inc. N/A 67080M103 373.00000000 NS USD 5956.81000000 0.001077748509 Long EC CORP US N 1 N N N Pennymac Financial Services Inc 549300W1D516HBDEU871 70932MAE7 800000.00000000 PA USD 822419.20000000 0.148797941622 Long DBT CORP US N 2 2030-11-15 Fixed 7.12500000 N N N N N N NU Ride Inc 5493000HCHF3YP6AGZ15 54405Q209 60.00000000 NS USD 104.40000000 0.000018888791 Long EC CORP US N 1 N N N W. R. Grace Holdings Llc 549300WNOVFRGYOAEB12 92943GAH4 500000.00000000 PA USD 509075.00000000 0.092105476296 Long DBT CORP US N 2 2033-08-01 Fixed 7.00000000 N N N N N N Johnson Outdoors Inc. N/A 479167108 31.00000000 NS USD 1503.19000000 0.000271967845 Long EC CORP US N 1 N N N Repay Holdings Corporation 2549006EJ42T73ZKUI98 76029L100 507.00000000 NS USD 1409.46000000 0.000255009545 Long EC CORP US N 1 N N N Marinemax Inc 254900TIXTN8WY3FNN63 567908108 123.00000000 NS USD 3751.50000000 0.000678748110 Long EC CORP US N 1 N N N Diodes Incorporated 549300XP2X1ARVH3BX23 254543101 510.00000000 NS USD 34797.30000000 0.006295775456 Long EC CORP US N 1 N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -1245632.50000000 PA USD -1245632.50000000 -0.22536870736 Short RA CORP US N 2 Reverse repurchase N 3.95000000 2070-12-30 1343000.00000000 USD 1317080.10000000 USD CDS N N N CLAUDIUS FINANCE SARL 2221001BVBGKKRMMGO11 000000000 1450000.00000000 PA 1617237.20000000 0.292602077474 Long LON CORP LU N 2 2028-07-03 Floating 5.28100000 N N N N N N MIWD HOLDCO II LLC 254900X3SPV5RVFJEY72 55337PAA0 2600000.00000000 PA USD 2436462.05000000 0.440822074534 Long DBT CORP US N 2 2030-02-01 Fixed 5.50000000 N N N N N N CFC Group N/A 12531JAB7 850000.00000000 PA USD 808562.50000000 0.146290888725 Long LON CORP US N 2 2032-07-01 Floating 7.42130000 N N N N N N CPC ACQUISITION CORP N/A 12656UAB1 3058041.67070000 PA USD 2510866.27000000 0.454283816166 Long LON CORP US N 2 2028-01-03 Floating 7.86470000 N N N N N N GLOBAL PARTNERS LP 549300PCHWTW9P4DU444 37954FAL8 150000.00000000 PA USD 155199.30000000 0.028079763192 Long DBT CORP US N 2 2033-07-01 Fixed 7.12500000 N N N N N N GOLDENTREE LN MGMT US CLO 9 LTD/LLC 549300CQMHYJ3DLMP206 38138JAW3 1150000.00000000 PA USD 1155323.35000000 0.209029332472 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 7.01763000 N N N N N N AlphaTON Capital Corp. 894500P8W3I5IQUHDJ84 000000000 2.00000000 NS USD 0.82000000 0.000000148360 Long EC CORP VG N 1 N N N PMV Pharmaceuticals Inc N/A 69353Y103 156.00000000 NS USD 265.20000000 0.000047981873 Long EC CORP US N 1 N N N Redwood Trust Inc DRBV4N1ERQLEMIF11G78 758075402 675.00000000 NS USD 4083.75000000 0.000738861147 Long EC CORP US N 1 N N N Pennymac Financial Services Inc 549300W1D516HBDEU871 70932MAF4 200000.00000000 PA USD 200221.60000000 0.036225518504 Long DBT CORP US N 2 2033-02-15 Fixed 6.87500000 N N N N N N Hookipa Pharma Inc N/A 43906K209 11.00000000 NS USD 11.55000000 0.000002089708 Long EC CORP US N 1 N N N Pacific Bells 549300VGOQXINYVBJF37 69403HAN0 2826110.88530000 PA USD 2829643.52000000 0.511959267610 Long LON CORP US N 2 2028-11-10 Floating 7.68500000 N N N N N N Cerus Corp 254900BIEY9XIDA04Q21 157085101 986.00000000 NS USD 2524.16000000 0.000456689012 Long EC CORP US N 1 N N N SURFACE ONCOLOGY INC CVR N/A 000000000 208.00000000 NS USD 0.02000000 0.000000003618 Long EC CORP US N 3 N N N Veritone Inc. 549300XTAS2FCSL4EL89 92347M100 169.00000000 NS USD 476.58000000 0.000086226249 Long EC CORP US N 1 N N N Kezar Life Sciences Inc. 549300EV1V8GXBV18004 49372L209 21.00000000 NS USD 140.70000000 0.000025456446 Long EC CORP US N 1 N N N Kane Bidco Ltd. 213800IT8MD1MLYZWC24 000000000 750000.00000000 PA 1028279.81000000 0.186043709995 Long DBT CORP JE N 2 2031-07-15 Fixed 7.75000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1255087.92000000 PA USD -1255087.92000000 -0.22707944932 Short RA CORP US N 2 Reverse repurchase N 4.50000000 2045-05-28 1400000.00000000 EUR 1202880.00000000 EUR CDS N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -716571.45000000 PA USD -716571.45000000 -0.12964721249 Short RA CORP US N 2 Reverse repurchase N 5.91220000 2049-12-31 700000.00000000 EUR 722820.00000000 EUR CDS N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -1539650.00000000 PA USD -1539650.00000000 -0.27856444842 Short RA CORP US N 2 Reverse repurchase N 4.25000000 2026-11-13 1660000.00000000 USD 1627962.00000000 USD CDS N N N Ontrak Inc 549300OQ36UO20X0DB40 683373401 1.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 1 N N N ContourGlobal Power Holdings S.A. 549300O5AGIFK0PQ1516 000000000 800000.00000000 PA 969429.31000000 0.175396058210 Long DBT CORP LU N 2 2030-02-28 Fixed 5.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -1363.31000000 -0.00024665975 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -279285.70000000 USD 235000.00000000 EUR 2026-03-16 -1363.31000000 N N N Compass Minerals International Inc. 2549008X9G8XP7YJGC47 20451NAG6 583000.00000000 PA USD 583565.51000000 0.105582830130 Long DBT CORP US N 2 2027-12-01 Fixed 6.75000000 N N N N N N Shutterstock Inc 529900G2TDIS56V0LO22 825690100 274.00000000 NS USD 4603.20000000 0.000832843743 Long EC CORP US N 1 N N N EXP World Holdings Inc 549300TWVVZC283VEC32 30212W100 736.00000000 NS USD 5129.92000000 0.000928141678 Long EC CORP US N 1 N N N INSPIRED FINCO HOLDINGS 21380079CKTODVMD9183 000000000 1250000.00000000 PA 1474910.76000000 0.266851363835 Long LON CORP GB N 2 2031-02-28 Floating 5.28100000 N N N N N N Office Properties Income Trust 529900A38AW14ELBTL34 67623C109 281.00000000 NS USD 3.37000000 0.000000609724 Long EC CORP US N 1 N N N iHeartMedia Inc N/A 45174J509 1313.00000000 NS USD 4293.51000000 0.000776812421 Long EC CORP US N 1 N N N Innovative Industrial Propertes Inc 5493008BQ0545EZXRR30 45781V101 292.00000000 NS USD 15464.32000000 0.002797914961 Long EC CORP US N 1 N N N Community Healthcare Trust Inc. 549300FATSRCMKOV9536 20369C106 141.00000000 NS USD 2409.69000000 0.000435978284 Long EC CORP US N 1 N N N Tillys Inc N/A 886885102 135.00000000 NS USD 194.40000000 0.000035172233 Long EC CORP US N 1 N N N Unisys Corp. 549300T21W22FIJJOW08 909214306 384.00000000 NS USD 933.12000000 0.000168826719 Long EC CORP US N 1 N N N SOTHEBY'S 549300P5BAAMQQ7VL735 83600GAA2 2200000.00000000 PA USD 2116684.68000000 0.382965674253 Long DBT CORP US N 2 2029-06-01 Fixed 5.87500000 N N N N N N PROTECT BIDCO GMBH 3912005K0N1E3O116T15 000000000 800000.00000000 PA 948158.48000000 0.171547588086 Long LON CORP DE N 2 2032-12-03 Floating 6.27900000 N N N N N N CDW LLC / CDW Finance Corp N/A 12513GBJ7 1900000.00000000 PA USD 1768689.35000000 0.320003879589 Long DBT CORP US N 2 2031-12-01 Fixed 3.56900000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2613000.00000000 PA USD -2613000.00000000 -0.47276257832 Short RA CORP US N 2 Reverse repurchase N 4.50000000 2031-09-20 3350000.00000000 USD 3161730.00000000 USD CDS N N N 3D Systems Corporation 5493003HHDOCCW4OP744 88554D205 1453.00000000 NS USD 2804.29000000 0.000507372128 Long EC CORP US N 1 N N N FINANCIERE MENDEL SASU 969500FG3VYTO80D0A13 000000000 491287.50500000 PA USD 491901.61000000 0.088998344212 Long LON CORP FR N 2 2030-11-13 Floating 6.58500000 N N N N N N JBS USA HOLDING LUX SARL RB8RC03FUD8DSX57C193 46590XAQ9 1750000.00000000 PA USD 1383552.63000000 0.250322200004 Long DBT CORP LU N 2 2052-02-02 Fixed 4.37500000 N N N N N N Allianz SE 529900K9B0N5BT694847 018820AE0 1400000.00000000 PA USD 1451266.60000000 0.262573493937 Long DBT CORP DE N 2 N/A Fixed 6.55000000 N N N N N N Udemy Inc. 2549000T304QU9SAM180 902685106 81.00000000 NS USD 407.43000000 0.000073715138 Long EC CORP US N 1 N N N Playboy Inc. N/A 72814P109 337.00000000 NS USD 643.67000000 0.000116457362 Long EC CORP US N 1 N N N Orthofix Medical Inc N/A 68752M108 78.00000000 NS USD 1055.34000000 0.000190939632 Long EC CORP US N 1 N N N Boots Group Finco LP/ The Boots Group Luxco S.a.r.l. 254900YVLYOVF1PF1N93 000000000 500000.00000000 PA 702493.33000000 0.127100098717 Long DBT CORP US N 2 2032-08-31 Fixed 7.37500000 N N N N N N United Wholesale Mortgage LLC 549300HW662MN1WU8550 913229AA8 4300000.00000000 PA USD 4217151.60000000 0.762997115812 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -1452000.00000000 PA USD -1452000.00000000 -0.26270618589 Short RA CORP US N 2 Reverse repurchase N 5.90090000 2049-12-31 1650000.00000000 USD 1604460.00000000 USD CDS N N N CONCENTRA BIOSCIENCESLLC- N/A 000000000 231.00000000 NS USD 0.02000000 0.000000003618 Long EC CORP US N 3 N N N InfuSystem Holdings inc. 549300F58N8PHJ4QUI59 45685K102 108.00000000 NS USD 947.16000000 0.000171366935 Long EC CORP US N 1 N N N LASERAWAY INTERMEDIATE HOLDINGS II LLC 254900KPMJ49M2JTOZ92 51807KAC7 5520000.00000000 PA USD 5471700.00000000 0.989978951336 Long LON CORP US N 2 2027-10-14 Floating 10.71020000 N N N N N N MIDWEST PHYSICIAN ADMINISTRATIVE SERVICES LLC 5493001F7B0DCPKBGK48 59835XAC8 367898.65860000 PA USD 315473.10000000 0.057077641082 Long LON CORP US N 2 2028-03-13 Floating 6.76420000 N N N N N N BLUE STREAM ISSUER LLC N/A 09606BAC8 1000000.00000000 PA USD 1013895.80000000 0.183441252416 Long ABS-O CORP US N 2 2053-05-20 Fixed 6.89800000 N N N N N N Builders Firstsource, Inc. 549300W0SKP6L3H7DP63 12008RAR8 1500000.00000000 PA USD 1541235.74000000 0.278851351800 Long DBT CORP US N 2 2032-06-15 Fixed 6.37500000 N N N N N N HPC NAV I 2025 UNFUNDED N/A 000000000 3909724.00000000 PA USD 0.39000000 0.000000070561 Long DBT CORP US N 3 2033-12-31 Floating 0.00010000 N N N N N N THEVELIA (US) LLC N/A 88372KAH3 891800.00000000 PA USD 877308.25000000 0.158728859647 Long LON CORP US N 2 2029-06-18 Floating 6.66360000 N N N N N N ARMOUR Residential REIT, Inc. 549300K0WA0EJUX74V72 042315705 103.00000000 NS USD 1848.85000000 0.000334507115 Long EC CORP US N 1 N N N Ocugen Inc. 549300JVNUI9CXWJLR09 67577C105 2201.00000000 NS USD 4005.82000000 0.000724761496 Long EC CORP US N 1 N N N Gevo Inc. 549300IV6EW4O1OJD686 374396406 1167.00000000 NS USD 2123.94000000 0.000384278358 Long EC CORP US N 1 N N N INGENOVIS HEALTH INC N/A 12510MAB5 1798479.97150000 PA USD 493089.25000000 0.089213220503 Long LON CORP US N 2 2028-03-06 Floating 8.27170000 N N N N N N PIMENTE INVESTISSEMENT S 2549003AFYE5VCF0HS03 000000000 1350000.00000000 PA 1601500.80000000 0.289754935860 Long LON CORP FR N 2 2028-12-29 Floating 6.27600000 N N N N N N AmSpec 254900LUGRP5Z7OOV477 03218AAE9 199039.99950000 PA USD 199165.39000000 0.036034421465 Long LON CORP US N 2 2031-12-22 Floating 7.17540000 N N N N N N BOLUDA TOWAGE SL N/A 000000000 1250000.00000000 PA 1485175.04000000 0.268708450508 Long LON CORP ES N 2 2030-01-31 Floating 5.45600000 N N N N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -1274062.50000000 PA USD -1274062.50000000 -0.23051246553 Short RA CORP US N 2 Reverse repurchase N 4.05000000 2070-12-30 1350000.00000000 USD 1342845.00000000 USD CDS N N N Air Canada 4B4HI3CGXMBDC0G6BM51 008911BJ7 2750000.00000000 PA 2028253.54000000 0.366966082309 Long DBT CORP CA N 2 2029-08-15 Fixed 4.62500000 N N N N N N Rocket Companies Inc N/A 77311W101 963.00000000 NS USD 17516.97000000 0.003169295025 Long EC CORP US N 1 N N N AquaBounty Technologies Inc. 549300TOJ0S836KCH094 03842K309 17.00000000 NS USD 16.49000000 0.000002983488 Long EC CORP US N 1 N N N CTL - AZ BATTERY PROPERTY LLC N/A 000000000 980000.00000000 PA USD 996885.25000000 0.180363582505 Long DBT CORP US N 3 2046-02-20 Fixed 6.73000000 N N N N N N Kennedy Wilson Inc 5EA4464UK7FM5QNNKL62 489399AM7 3500000.00000000 PA USD 3392796.12000000 0.613848848616 Long DBT CORP US N 2 2031-03-01 Fixed 5.00000000 N N N N N N West Bancorp Inc. 549300GKFOINCHIYU666 95123P106 95.00000000 NS USD 2313.25000000 0.000418529672 Long EC CORP US N 1 N N N Coherus Oncology Inc. 5493007IL8W5MV932D26 19249H103 806.00000000 NS USD 1346.02000000 0.000243531529 Long EC CORP US N 1 N N N Eisner Advisory Group 549300TV33NKCG2ZE467 28259HAG6 1256024.38630000 PA USD 1216246.09000000 0.220051908683 Long LON CORP US N 2 2031-02-28 Floating 7.67420000 N N N N N N Altice France SAS 5493001ZMCICV4N02J21 02090DAC2 4009150.00000000 PA USD 3856755.79000000 0.697791737950 Long DBT CORP FR N 2 2031-10-15 Fixed 6.50000000 N N N N N N USANA Health Sciences Inc. 549300YTURXE814MAH96 90328M107 70.00000000 NS USD 1506.40000000 0.000272548621 Long EC CORP US N 1 N N N Compass Minerals International Inc. 2549008X9G8XP7YJGC47 20451N101 200.00000000 NS USD 5040.00000000 0.000911872711 Long EC CORP US N 1 N N N AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD N/A 000000000 235520.83220000 PA USD 233298.38000000 0.042210005223 Long LON CORP US N 3 2032-05-01 None 0.00000000 N N N N N N Rfna LP 2549002A4GSOTYKKHR45 74984AAA0 200000.00000000 PA USD 199100.66000000 0.036022710053 Long DBT CORP US N 2 2030-02-15 Fixed 7.87500000 N N N N N N Korro Bio Inc N/A 500946108 3.00000000 NS USD 36.39000000 0.000006583938 Long EC CORP US N 1 N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -1365000.00000000 PA USD -1365000.00000000 -0.24696552599 Short RA CORP US N 2 Reverse repurchase N 5.90090000 2049-12-31 1500000.00000000 USD 1504050.00000000 USD CDS N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505GB4 1159000.00000000 PA USD 1151484.12000000 0.208334711624 Long DBT CORP US N 2 N/A Fixed 4.37500000 N N N N N N Insight Molecular Diagnostics Inc. 549300BIYAW8GO410287 68235C206 17.00000000 NS USD 102.17000000 0.000018485324 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2266665.50000000 PA USD -2266665.50000000 -0.41010127286 Short RA CORP US N 2 Reverse repurchase N 4.40000000 2070-12-30 2630000.00000000 USD 2628948.00000000 USD CDS N N N Align Technology Inc. 549300N5YSE0U3LCP840 016255101 1380.00000000 NS USD 262338.00000000 0.047464060188 Long EC CORP US N 1 N N N GALAXY BIDCO LTD 984500645A980C6A3639 000000000 1000000.00000000 PA 1415362.09000000 0.256077394158 Long DBT CORP JE N 2 2029-12-19 Fixed 8.12500000 N N N N N N AI AQUA MERGER SUB INC 5493005QMH1D47U26R45 00132UAP9 1234429.62700000 PA USD 1227701.99000000 0.222124591738 Long LON CORP US N 2 2028-07-31 Floating 6.67130000 N N N N N N Movado Group Inc 549300WCGCGPWGHVXM59 624580106 91.00000000 NS USD 2270.45000000 0.000410785991 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1187953.23000000 PA USD -1187953.23000000 -0.21493296285 Short RA CORP US N 2 Reverse repurchase N 5.90090000 2049-12-31 1000000.00000000 GBP 1050400.00000000 GBP CDS N N N Sierra Pacific Power Company QB888G5GSVGE1LD1WV84 826418BR5 375000.00000000 PA USD 372897.86000000 0.067467337828 Long DBT CORP US N 2 2055-12-15 Fixed 6.20000000 N N N N N N AASET 2021-2 TRUST N/A 00258BAB0 449530.03000000 PA USD 430803.96000000 0.077944122037 Long ABS-O CORP US N 2 2047-01-15 Fixed 3.53800000 N N N N N N SVC ABS LLC N/A 78487JAB2 992500.00000000 PA USD 992951.29000000 0.179651822432 Long ABS-O CORP US N 2 2053-02-20 Fixed 5.55000000 N N N N N N Quince Therapeutics Inc N/A 22053A107 118.00000000 NS USD 14.83000000 0.000002683149 Long EC CORP US N 1 N N N CELESTE BIDCO BV 984500F89CC5A01B8C37 000000000 1250000.00000000 PA 1482236.06000000 0.268176709306 Long LON CORP NL N 2 2029-07-02 Floating 5.78100000 N N N N N N FACILITIES GROUP 1L DDTL FUNDED N/A 000000000 1819286.13010000 PA USD 1796200.68000000 0.324981425439 Long LON CORP US N 3 2027-11-30 Floating 10.05504500 N N N N N N Altice France SAS 5493001ZMCICV4N02J21 02090DAD0 1524392.00000000 PA USD 1459919.35000000 0.264139011120 Long DBT CORP FR N 2 2032-04-15 Fixed 6.50000000 N N N N N N FACILITIES GROUP 1L TL N/A 000000000 1789655.17800000 PA USD 1766945.72000000 0.319688409626 Long LON CORP US N 3 2027-11-30 Floating 10.15791000 N N N N N N Aligos Therapeutics Inc. 549300UU2UJIKJYX0S67 01626L204 5.00000000 NS USD 35.15000000 0.000006359588 Long EC CORP US N 1 N N N Pagerduty Inc 549300U1SB749EDAGH21 69553P100 967.00000000 NS USD 6827.02000000 0.001235193102 Long EC CORP US N 1 N N N Sally Beauty Holdings Inc. 529900VXW6E8ONDIQ271 79546E104 1288.00000000 NS USD 20698.16000000 0.003744858587 Long EC CORP US N 1 N N N POWERGRID SERVICES 1L TL CL N/A 000000000 686817.98170000 PA USD 683438.84000000 0.123652624618 Long LON CORP US N 3 2032-07-01 Floating 9.04058000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370860 15940.00000000 NS USD 224594.60000000 0.040635255329 Long EC CORP US N 1 N N N Oncternal Therapeutics Inc 549300QZ85LIXQ8O7P72 68236P206 13.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N DAIRYLAND USA CORP N/A 16308TAE1 943958.33330000 PA USD 947101.71000000 0.171356389727 Long LON CORP US N 2 2029-08-23 Floating 10.17940000 N N N N N N POWERGRID SERVICES 1L REV CL UNFUN N/A 000000000 470000.00000000 PA USD 470000.00000000 0.085035748876 Long LON CORP US N 3 2030-03-31 Fixed 0.50000000 N N N N N N POWERGRID SERVICES 1L DDTL CL FUND N/A 000000000 201460.67000000 PA USD 200469.48000000 0.036270366720 Long LON CORP US N 3 2032-07-01 Floating 9.04058000 N N N N N N CARTESIAN THERAPEUTICS INC N/A 000000000 542.00000000 NS USD 0.05000000 0.000000009046 Long EC CORP US N 3 N N N CODIAK BIOSCIENCES INC 549300QVVVW74Y10Q230 192010106 94.00000000 NS USD 0.01000000 0.000000001809 Long EC CORP US N 3 N N N PROAMPAC PG BORROWER LLC 549300ZI6LTXYFEY1578 000000000 150000.00000000 PA USD 147937.50000000 0.026765906594 Long LON CORP US N 2 2033-02-22 Floating 4.00000000 N N N N N N Korn Ferry 549300FOD20OM0GT5G40 500643200 630.00000000 NS USD 39482.10000000 0.007143382852 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2539062.50000000 PA USD -2539062.50000000 -0.45938527900 Short RA CORP US N 2 Reverse repurchase N 4.05000000 2070-12-30 3250000.00000000 USD 3135925.00000000 USD CDS N N N Monro Inc N/A 610236101 194.00000000 NS USD 4176.82000000 0.000755700035 Long EC CORP US N 1 N N N Cerved Group S.p.A. 8156005E0EF91772E207 000000000 1400000.00000000 PA 1421148.88000000 0.257124381438 Long DBT CORP IT N 2 2029-02-15 Floating 7.35000000 N N N N N N KREF 2021-Fl2 Ltd. 54930083ELM2GCMVTQ91 48275RAC1 950000.00000000 PA USD 944499.98000000 0.170885666198 Long ABS-CBDO CORP KY N 2 2039-02-17 Floating 5.07854000 N N N N N N BXHPP LTD N/A 05609JAL6 1700000.00000000 PA USD 1479000.00000000 0.267591218273 Long ABS-O CORP US N 2 2036-08-15 Floating 4.87448000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128AAJ2 1350000.00000000 PA USD 1414102.93000000 0.255849577959 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N PRECISE BIDCO BV 254900JUNTY42P1KL224 000000000 1670000.00000000 PA 1846333.00000000 0.334051721979 Long LON CORP NL N 2 2030-11-22 Floating 5.28000000 N N N N N N MADISON PARK FUNDING 2024-58 N/A 55817BAD4 550000.00000000 PA USD 546928.36000000 0.098954175903 Long ABS-CBDO CORP KY N 2 2037-04-27 Variable 7.31802000 N N N N N N Centerspace 5493002LG2SH9EEHT720 15202L107 83.00000000 NS USD 5220.70000000 0.000944566242 Long EC CORP US N 1 N N N Curis Inc. 5299000YO6CX4WMFVX06 231269309 25.00000000 NS USD 28.50000000 0.000005156423 Long EC CORP US N 1 N N N DigitalOcean Holdings Inc 549300EPISPY3RE3DL21 25402D102 593.00000000 NS USD 33243.58000000 0.006014665363 Long EC CORP US N 1 N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -1123921.25000000 PA USD -1123921.25000000 -0.20334784079 Short RA CORP US N 2 Reverse repurchase N 4.50000000 2026-07-06 1279000.00000000 USD 1231549.10000000 USD CDS N N N Triumph Financial Inc 5493003RNRMEVYDZ1Q52 89679E300 281.00000000 NS USD 15696.66000000 0.002839951570 Long EC CORP US N 1 N N N CASTLELAKE AIRCRAFT STRUCTURED TRUST 2019-1 549300MHTIBONNXM3R82 14855MAA6 90936.62000000 PA USD 90028.78000000 0.016288648356 Long ABS-O CORP US N 2 2039-04-15 Fixed 3.96700000 N N N N N N FTAI AIRCRAFT LEASING FUN N/A 000000000 4125000.00000000 NS USD 4336723.88000000 0.784630984695 Long EC CORP US N 3 N N N Compass Minerals International Inc. 2549008X9G8XP7YJGC47 20451NAJ0 750000.00000000 PA USD 791287.50000000 0.143165372636 Long DBT CORP US N 2 2030-07-01 Fixed 8.00000000 N N N N N N Golub Capital Partners CLO 83 M 254900VLZT72CPBHZ909 38182EAJ8 850000.00000000 PA USD 835999.14000000 0.151254921127 Long ABS-CBDO CORP US N 2 2038-11-09 Floating 6.88901000 N N N N N N Broadstone Net Lease Inc 549300U8D7PT70B49V21 11135E203 1850.00000000 NS USD 35871.50000000 0.006490127374 Long EC CORP US N 1 N N N ENGINEERED MACHINERY HOL 5493008AR0NPSLW8EW07 000000000 1000000.00000000 PA 1181204.62000000 0.213711956251 Long LON CORP US N 2 2032-11-26 Floating 5.56900000 N N N N N N Blackline Inc 529900P9N7PK9LV5EK56 09239B109 633.00000000 NS USD 22313.25000000 0.004037072177 Long EC CORP US N 1 N N N Werewolf Therapeutics Inc N/A 95075A107 153.00000000 NS USD 91.83000000 0.000016614537 Long EC CORP US N 1 N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -1234020.00000000 PA USD -1234020.00000000 -0.22326769112 Short RA CORP US N 2 Reverse repurchase N 4.38000000 2049-12-31 1256000.00000000 USD 1326964.00000000 USD CDS N N N Anglo American Capital PLC TINT358G1SSHR3L3PW36 034863AW0 1050000.00000000 PA USD 1102069.70000000 0.199394302667 Long DBT CORP GB N 2 2030-04-01 Fixed 5.62500000 N N N N N N STAG Industrial, Inc. 549300QWYX2W6FASVQ07 85254J102 2043.00000000 NS USD 80126.46000000 0.014497050065 Long EC CORP US N 1 N N N a.k.a. Brands Holding Corp. N/A 00152K200 4.00000000 NS USD 40.04000000 0.000007244322 Long EC CORP US N 1 N N N CERBERUS LOAN FUNDING 53 LLC 635400YQBXB1DKX6JK08 15674YAG3 600000.00000000 PA USD 600356.76000000 0.108620822722 Long ABS-CBDO CORP US N 2 2038-01-15 Floating 6.88291000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -4215000.00000000 NC USD -2138.67000000 -0.00038694341 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Put Written THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2026-08-14 0.00000000 USD 0.00000000 USD 0.00000000 USD -4215000.00000000 USD 3.68500000 USD 2026-08-14 XXXX 10295.58000000 N N N ZUORA INC 549300ISVGC1YZWQJ420 98980XAC9 1586015.03760000 PA USD 1423448.50000000 0.257540445073 Long LON CORP US N 2 2032-02-17 Floating 7.17790000 N N N N N N GLOBAL PARTNERS LP 549300PCHWTW9P4DU444 37954FAJ3 675000.00000000 PA USD 681637.95000000 0.123326794767 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N W.R. Grace 549300WNOVFRGYOAEB12 92943HAD1 847875.00000000 PA USD 846459.05000000 0.153147402574 Long LON CORP US N 2 2032-08-09 Floating 6.67540000 N N N N N N Keenova N/A 000000000 582.00000000 NS USD 52554.60000000 0.009508552697 Long EC CORP US N 2 N N N Pacific Biosciences Of California Inc. 529900F1BWRE1M0KZN89 69404D108 2271.00000000 NS USD 3815.28000000 0.000690287642 Long EC CORP US N 1 N N N Women's Care N/A 97815UAH7 2872180.45100000 PA USD 2685488.72000000 0.485877754052 Long LON CORP US N 2 2028-01-18 Floating 8.27220000 N N N N N N Sorrento Therapeutics Inc 549300RH23PRR3M13410 83587F202 3481.00000000 NS USD 5.57000000 0.000001007764 Long EC CORP US N 1 N N N Cue Health Inc. N/A 229790100 85.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 1 N N N CERVANTES BIDCO SLU 2549009PF73QPWLZWG67 000000000 1000000.00000000 PA 1181500.00000000 0.213765398505 Long LON CORP ES N 2 2031-12-16 Floating 5.02000000 N N N N N N Douglas Elliman Inc 549300BXICHPOXA1NO93 25961D105 449.00000000 NS USD 1023.72000000 0.000185218716 Long EC CORP US N 1 N N N Macy's, Inc. 529900NZQ81TIOW3CW52 55616P104 3538.00000000 NS USD 69981.64000000 0.012661576946 Long EC CORP US N 1 N N N SunSource Holdings 549300HW5C2VGPZCHL57 12508KAJ6 1022464.81970000 PA USD 1020675.51000000 0.184667885857 Long LON CORP US N 2 2031-03-25 Floating 7.76774000 N N N N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -2070000.00000000 PA USD -2070000.00000000 -0.37451914930 Short RA CORP US N 2 Reverse repurchase N 3.95000000 2070-12-30 2400000.00000000 USD 2315280.00000000 USD CDS N N N Atlantic Marine Corps Cmntys Llc N/A 048677AH1 1946760.64000000 PA USD 1642824.58000000 0.297231528581 Long DBT CORP US N 2 2048-02-15 Fixed 5.38300000 N N N N N N DMC Global Inc. 549300CBDXD1Z5MRNG02 23291C103 111.00000000 NS USD 653.79000000 0.000118288345 Long EC CORP US N 1 N N N Garden SpinCo Corp N/A 365417AA2 900000.00000000 PA USD 961843.50000000 0.174023579413 Long DBT CORP US N 2 2030-07-20 Fixed 8.62500000 N N N N N N SVC ABS LLC N/A 78488JAC9 400000.00000000 PA USD 402704.16000000 0.072860106002 Long ABS-O CORP US N 2 2056-03-20 Fixed 5.79500000 N N N N N N Cracker Barrel Old Country Store Inc. 8P4PHQIUWPIECBFBW745 22410J106 278.00000000 NS USD 9096.16000000 0.001645742079 Long EC CORP US N 1 N N N WONDER LAKE PARK CLO LTD N/A 97816XAE7 1200000.00000000 PA USD 751056.00000000 0.135886402996 Long ABS-CBDO CORP KY N 2 2038-07-26 Variable 0.01000000 N N N N N N EBET Inc 549300SFUTRB5C1ZRU05 278700208 3.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 2 N N N Lionsgate Studios Corp. N/A 53626N102 1766.00000000 NS USD 15894.00000000 0.002875655729 Long EC CORP CA N 1 N N N BRANT POINT CLO 2025-7 LTD 254900SYDO6XHQEXFS10 10548TAC8 1000000.00000000 PA USD 566880.00000000 0.102563968772 Long ABS-CBDO CORP KY N 2 2038-07-26 Variable 0.01000000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271109 1357.00000000 NS USD 73332.28000000 0.013267798609 Long EC CORP US N 1 N N N Ziff Davis Inc 5493008OJYGLHD7MXA18 48123V102 508.00000000 NS USD 13756.64000000 0.002488949328 Long EC CORP US N 1 N N N Mara Holdings Inc 549300M8ISKPTX2W7F94 565788106 1115.00000000 NS USD 9968.10000000 0.001803499677 Long EC CORP US N 1 N N N Under Armour, Inc. 549300D4549QKWETZ406 904311206 9303.00000000 NS USD 67260.69000000 0.012169283285 Long EC CORP US N 1 N N N TSG SOLUTIONS HOLDING 969500LKBUJJXR2GYZ38 000000000 1000000.00000000 PA 1182976.87000000 0.214032604349 Long LON CORP FR N 2 2032-04-30 Floating 5.26900000 N N N N N N ROCKET MORTGAGE LLC 549300FGXN1K3HLB1R50 74841CAB7 100000.00000000 PA USD 93981.62000000 0.017003824334 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N Adaptimmune Therapeutics PLC 549300UUNWK8TRT5EW12 00653A107 273.00000000 NS USD 5.46000000 0.000000987862 Long EC CORP GB N 1 N N N UNIT4 GROUP HOLDING BV 259400UFTFGBNQWX0O86 000000000 1200000.00000000 PA 1383063.90000000 0.250233775490 Long LON CORP NL N 2 2028-06-30 Floating 5.62400000 N N N N N N Vaxart Inc. N/A 92243A200 715.00000000 NS USD 568.43000000 0.000102844405 Long EC CORP US N 1 N N N AMBASSADOR THEATRE 1L TLB CL GBP N/A 000000000 1000000.00000000 PA 1344031.50000000 0.243171755566 Long LON CORP GB N 2 2032-04-19 Floating 8.96740000 N N N N N N CLIFFWATER LLC 1L TL CL N/A 000000000 1359725.00000000 PA USD 1355717.74000000 0.245286113374 Long LON CORP US N 3 2032-04-22 Floating 9.30791000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust 2025-Nqm1 N/A 617955AL3 181800.00000000 PA USD 176343.31000000 0.031905288138 Long ABS-O CORP US N 2 2070-11-25 Variable 7.00641400 N N N N N N CAPSTONE ACQUISITION 1L TL N/A 000000000 2542407.42550000 PA USD 2531966.37000000 0.458101396602 Long LON CORP US N 3 2029-11-12 Floating 8.91599000 N N N N N N Teamsystem S.p.A 81560062081DF3AB7A90 000000000 1300000.00000000 PA 1449537.01000000 0.262260564190 Long DBT CORP IT N 2 2031-07-31 Floating 5.51600000 N N N N N N DEFINIUM THERAPEUTICS INC 549300QY8KN1O6RPFJ13 24477V105 125.00000000 NS USD 2181.25000000 0.000394647291 Long EC CORP CA N 1 N N N ICEBOX HOLDCO III INC 254900DLB65AKI8CQ466 45114NAB3 1391458.89300000 PA USD 1393393.02000000 0.252102593478 Long LON CORP US N 2 2031-12-22 Floating 6.97320000 N N N N N N Camping World Holdings Inc 549300E828QQI7MWI432 13462K109 489.00000000 NS USD 4068.48000000 0.000736098390 Long EC CORP US N 1 N N N CERVANTES BIDCO SLU 2549009PF73QPWLZWG67 000000000 1000000.00000000 PA 1181500.00000000 0.213765398505 Long LON CORP ES N 3 2031-07-07 Floating 5.78400000 N N N N N N AASET 2021-1 TRUST N/A 00038PAA8 426032.80000000 PA USD 414685.89000000 0.075027925967 Long ABS-O CORP US N 2 2041-11-16 Fixed 2.95000000 N N N N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -1250437.50000000 PA USD -1250437.50000000 -0.22623806220 Short RA CORP US N 2 Reverse repurchase N 3.86000000 2049-12-31 1350000.00000000 USD 1375245.00000000 USD CDS N N N SPYRE THERAPEUTICS INC CVR N/A 000000000 240.00000000 NS USD 0.02000000 0.000000003618 Long EC CORP US N 3 N N N Essendi SA 2221000MD2YP7WLTNC52 000000000 200000.00000000 PA 237662.78000000 0.042999643568 Long DBT CORP LU N 2 2032-05-15 Floating 5.73400000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -498750.00000000 PA USD -498750.00000000 -0.09023740372 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2027-01-30 600000.00000000 USD 563220.00000000 USD CDS N N N Spyre Therapeutics Inc 52990017AIJPRH3HQH40 00773J202 9.00000000 NS USD 387.09000000 0.000070035080 Long EC CORP US N 1 N N N Live Oak Bancshares Inc N/A 53803X105 376.00000000 NS USD 13637.52000000 0.002467397289 Long EC CORP US N 1 N N N Start Ltd 549300VIQYFIDJQCKZ43 85572RAA7 322114.29000000 PA USD 322254.73000000 0.058304621903 Long ABS-O CORP BM N 2 2043-05-15 Fixed 4.08900000 N N N N N N Sunnova Energy International Inc. 549300JK1Y1VVC3JU540 86745K104 1009.00000000 NS USD 0.10000000 0.000000018092 Long EC CORP US N 3 N N N Nikola Corp. 6354007SKFUCHYZAKQ61 654110303 89.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Astrion (Engineering Research and Consulting) N/A 29288KAE7 1386000.00000000 PA USD 1081080.00000000 0.195596696586 Long LON CORP US N 2 2031-08-29 Floating 8.72970000 N N N N N N Solo Brands Inc. N/A 83425V203 1.00000000 NS USD 7.16000000 0.000001295438 Long EC CORP US N 1 N N N Callaway Golf Co. 5493005UB0KFRKBPCU72 131193104 1357.00000000 NS USD 19079.42000000 0.003451984612 Long EC CORP US N 1 N N N Regional Management Corp. 549300S5O87W87JW4146 75902K106 44.00000000 NS USD 1400.08000000 0.000253312449 Long EC CORP US N 1 N N N MeiraGTx Holdings PLC 54930007YV6NYIOGFZ57 000000000 177.00000000 NS USD 1338.12000000 0.000242102204 Long EC CORP KY N 1 N N N Phillips 66 Co. RVJMT2IZVVSKIRJJBH76 718547AZ5 112000.00000000 PA USD 112609.28000000 0.020374073309 Long DBT CORP US N 2 2056-03-15 Fixed 5.87500000 N N N N N N NEOLEUKIN THERAPEUTICS INC N/A 000000000 41.00000000 NS 0.00000000 0.000000 Long EC CORP US N 3 N N N AASET 2021-2 TRUST N/A 00258BAA2 639340.41000000 PA USD 613368.80000000 0.110975053713 Long ABS-O CORP US N 2 2047-01-15 Fixed 2.79800000 N N N N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -1263700.00000000 PA USD -1263700.00000000 -0.22863760820 Short RA CORP US N 2 Reverse repurchase N 4.60000000 2099-01-01 1250000.00000000 USD 1298375.00000000 USD CDS N N N Aptiv PLC N/A 000000000 4627.00000000 NS USD 340269.58000000 0.061563996925 Long EC CORP JE N 1 N N N FREQUENCY THERAPEUTICS INC N/A 000000000 191.00000000 NS USD 0.02000000 0.000000003618 Long EC CORP US N 3 N N N Start Ltd 549300VIQYFIDJQCKZ43 85572RAB5 383689.83000000 PA USD 383987.65000000 0.069473781653 Long ABS-O CORP BM N 2 2043-05-15 Fixed 5.31500000 N N N N N N TVL Finance PLC 549300DUQXE7VXG8YA50 000000000 850000.00000000 PA 930346.59000000 0.168324934032 Long DBT CORP JE N 2 2030-06-30 Floating 5.76800000 N N N N N N HOMOLOGY MEDICINES INC N/A 000000000 249.00000000 NS 0.03000000 0.000000005427 Long EC CORP US N 3 N N N Trueblue Inc N/A 89785X101 205.00000000 NS USD 867.15000000 0.000156890956 Long EC CORP US N 1 N N N COMMUNITY HEALTH SYSTEMS INC 549300BQWM4WENQ3YW73 203668108 1457.00000000 NS USD 5041.22000000 0.000912093442 Long EC CORP US N 1 N N N E.W. Scripps Co. 549300U1OW41QPKYW028 811054402 335.00000000 NS USD 1390.25000000 0.000251533935 Long EC CORP US N 1 N N N Pershing Square Tontine Holdings Ltd 549300ZDVEYEVCF35B08 715ESC018 329700.00000000 NS USD 32.97000000 0.000005965167 Long EC CORP US N 3 N N N GOLUB CAPITAL PARTNERS CLO 46(M) LTD 25490039QWFXO8F0DR53 38178UAE9 1000000.00000000 PA USD 998905.80000000 0.180729154808 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 6.71763000 N N N N N N TACKLE SARL 222100DLH8KKOD63ZQ23 000000000 980874.31500000 PA 1158914.59000000 0.209679085201 Long LON CORP LU N 2 2028-05-18 Floating 5.28100000 N N N N N N Quikrete Holdings Inc 5493007KIN86DIZWZT22 74843PAB6 700000.00000000 PA USD 727619.20000000 0.131646050146 Long DBT CORP US N 2 2033-03-01 Fixed 6.75000000 N N N N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -1236790.00000000 PA USD -1236790.00000000 -0.22376885926 Short RA CORP US N 2 Reverse repurchase N 4.55000000 2099-01-01 1348000.00000000 USD 1349752.40000000 USD CDS N N N AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD N/A 000000000 613888.89000000 PA USD 608096.03000000 0.110021066595 Long LON CORP US N 2 2032-05-02 None 0.00000000 N N N N N N OWL ROCK CLO XVI LLC 254900BHMAVJ8X5TCA77 69120YAE5 850000.00000000 PA USD 850858.33000000 0.153943351658 Long ABS-CBDO CORP US N 2 2036-04-21 Floating 6.96763000 N N N N N N Hunter Douglas 529900811T142NS3H544 000000000 1287000.00000000 PA USD 1285661.52000000 0.232611042882 Long LON CORP US N 2 2032-01-20 Floating 6.91760000 N N N N N N Xilio Therapeutics Inc. N/A 98422T100 43.00000000 NS USD 22.72000000 0.000004110664 Long EC CORP US N 1 N N N Golub Capital Partners Clo 69(M) 2549004WBNSFGOX1MY52 38182GAG9 2200000.00000000 PA USD 2171888.84000000 0.392953604225 Long ABS-CBDO CORP US N 2 2038-11-09 Floating 6.70989000 N N N N N N Nationwide Financial Services, Inc. 5493001H7AZNDS6BKJ36 638612AJ0 1065000.00000000 PA USD 1076177.18000000 0.194709643457 Long DBT CORP US N 2 2037-05-15 Fixed 6.75000000 N N N N N N NEUBERGER BERMAN LOAN ADVISERS CLO 57 LTD 2549000I5N6JRKAGRP48 64135YAC3 1600000.00000000 PA USD 945248.00000000 0.171021003306 Long ABS-CBDO CORP KY N 2 2038-10-25 Variable 0.01000000 N N N N N N Cushman & Wakefield U S Borrower LLC 549300870CMN3WI5IF97 23166MAA1 1500000.00000000 PA USD 1504060.50000000 0.272125342496 Long DBT CORP US N 2 2028-05-15 Fixed 6.75000000 N N N N N N Clear Channel Outdoor Holdings Inc. 254900XBEE6V1ENYS150 18453H106 4259.00000000 NS USD 10221.60000000 0.001849364703 Long EC CORP US N 1 N N N HF Foods Group Inc. 54930040ARMFXM6CL697 40417F109 217.00000000 NS USD 453.53000000 0.000082055879 Long EC CORP US N 1 N N N Ooma Inc N/A 683416101 130.00000000 NS USD 1606.80000000 0.000290713704 Long EC CORP US N 1 N N N CVR Energy Inc. 529900SOYZIXZBTXB558 12662PAD0 3300000.00000000 PA USD 3294071.88000000 0.595986955678 Long DBT CORP US N 2 2028-02-15 Fixed 5.75000000 N N N N N N Asurion 549300KNQVXGIOXWK278 04649VBD1 888750.00000000 PA USD 886083.75000000 0.160316585635 Long LON CORP US N 2 2030-09-19 Floating 7.91774000 N N N N N N Venture Global LNG Inc. 54930011XLBUWMQUC829 92332YAF8 550000.00000000 PA USD 481016.77000000 0.087028981402 Long DBT CORP US N 2 N/A Fixed 9.00000000 N N N N N N Cars Db4 LP N/A 12510HAH3 1000000.00000000 PA USD 987759.50000000 0.178712486792 Long ABS-O CORP US N 2 2050-02-15 Fixed 4.52000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -3688125.00000000 NC USD -6262.19000000 -0.00113300003 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Call Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2026-08-13 0.00000000 USD 0.00000000 USD 0.00000000 USD -3688125.00000000 USD 2.64000000 USD 2026-08-13 XXXX 5724.22000000 N N N SunPower Corp 549300TXO070764WUH65 867652406 937.00000000 NS USD 0.09000000 0.000000016283 Long EC CORP US N 3 N N N Ameritex Holdco Inter LLC N/A 030727AB7 950000.00000000 PA USD 994671.85000000 0.179963118406 Long DBT CORP US N 2 2033-08-15 Fixed 7.62500000 N N N N N N ENTAIN PLC 213800GNI3K45LQR8L28 000000000 604743.08300000 PA 718555.19000000 0.130006124874 Long LON CORP GB N 2 2028-06-30 Floating 5.28100000 N N N N N N DS ADMIRAL BIDCO LLC 25490030X7DBAF7KCR65 23344UAF7 1334951.88640000 PA USD 1213137.53000000 0.219489485859 Long LON CORP US N 2 2031-06-26 Floating 7.93870000 N N N N N N Lincoln National Corp. EFQMQROEDSNBRIP7LE47 534187BR9 750000.00000000 PA USD 800239.50000000 0.144785032261 Long DBT CORP US N 2 N/A Fixed 9.25000000 N N N N N N Retractable Technologies Inc. N/A 76129W105 103.00000000 NS USD 68.53000000 0.000012398935 Long EC CORP US N 1 N N N Terreno Realty Corporation N/A 88146M101 863.00000000 NS USD 57009.78000000 0.010314615607 Long EC CORP US N 1 N N N Comscore Inc. N/A 20564W204 20.00000000 NS USD 136.20000000 0.000024642274 Long EC CORP US N 1 N N N Columbia Banking System Inc. 254900CTRJTQZ3BJ2V17 197236102 1001.00000000 NS USD 28478.45000000 0.005152524090 Long EC CORP US N 1 N N N GURNET POINT CAPITAL LLC-CVR N/A 000000000 285.00000000 NS USD 0.03000000 0.000000005427 Long EC CORP US N 3 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 -246.00000000 NC USD -61500.00000000 -0.01112701820 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2027-06-16 0.00000000 USD 2500.00000000 98.00000000 USD 2027-03-12 XXXX 9453.68000000 N N N Arvinas Inc N/A 04335A105 548.00000000 NS USD 7271.96000000 0.001315694817 Long EC CORP US N 1 N N N Varex Imaging Corporation 549300CWYWPVCT8E9W67 92214X106 224.00000000 NS USD 2950.08000000 0.000533749493 Long EC CORP US N 1 N N N Planview 549300SEALM1D9FKMA32 72751PAJ3 597412.56910000 PA USD 468305.74000000 0.084729211285 Long LON CORP US N 2 2027-12-17 Floating 7.19460000 N N N N N N Tronox Holdings PLC 549300NRVC84SGJSXV06 000000000 1344.00000000 NS USD 10053.12000000 0.001818882101 Long EC CORP GB N 1 N N N Smith Micro Software Inc. 549300YR8UTB5CX2B814 832154405 34.00000000 NS USD 19.04000000 0.000003444852 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -657125.00000000 PA USD -657125.00000000 -0.11889173719 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2027-01-30 700000.00000000 USD 727650.00000000 USD CDS N N N Morgan Stanley Residential Mortgage Loan Trust 2025-Nqm1 N/A 617955AM1 15942094.55000000 PA USD 163766.76000000 0.029629849101 Long ABS-O CORP US N 2 2070-11-25 Variable 0.32950100 N N N N N N Noodles & Co. 5299003PCPK4UINV4362 65540B303 30.00000000 NS USD 176.10000000 0.000031861266 Long EC CORP US N 1 N N N BMC Software 5493006T045HLTF7YX04 05988HAQ0 1339875.00000000 PA USD 1230246.43000000 0.222584949952 Long LON CORP US N 2 2031-07-30 Floating 6.82240000 N N N N N N Enstar Group Ltd 213800AMAL5QFXVUCN04 29359UAD1 650000.00000000 PA USD 677119.30000000 0.122509248413 Long DBT CORP BM N 2 2045-04-01 Fixed 7.50000000 N N N N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -635.00000000 NC USD -301625.00000000 -0.05457214415 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written Ishares Silver Trust Ishares Silver Trust ISHARES 100.00000000 90.00000000 USD 2026-03-20 XXXX -169061.86000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -586799.87000000 PA USD -586799.87000000 -0.10616801358 Short RA CORP US N 2 Reverse repurchase N 4.05000000 2070-12-30 500000.00000000 GBP 521350.00000000 GBP CDS N N N Virnetx Holding Corp. 529900GEQQ3ACACKKD25 92823T207 18.00000000 NS USD 293.40000000 0.000053084018 Long EC CORP US N 1 N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38144GAE1 5000000.00000000 PA USD 4981308.00000000 0.901253736521 Long DBT CORP US N 2 N/A Fixed 3.80000000 N N N N N N Deluxe Corporation KWGNKB8TX9LE5TV29231 248019101 503.00000000 NS USD 13958.25000000 0.002525426046 Long EC CORP US N 1 N N N VIEWRAY INC 5493006XTUBSKFU3W106 92672L107 837.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 1 N N N Torrid Holdings Inc N/A 89142B107 103.00000000 NS USD 105.06000000 0.000019008203 Long EC CORP US N 1 N N N Bio-Techne Corp 54930073RLKQ51TILZ35 09073M104 5648.00000000 NS USD 333232.00000000 0.060290707807 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -812500.00000000 PA USD -812500.00000000 -0.14700328928 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2027-01-30 1000000.00000000 USD 923200.00000000 USD CDS N N N Elicio Therapeutics Inc 254900EE2QKYD5SGI956 28657F103 12.00000000 NS USD 155.88000000 0.000028202920 Long EC CORP US N 1 N N N Alarm.com Holdings Inc. 549300HIH92U1EKIHZ32 011642105 552.00000000 NS USD 26413.20000000 0.004778864345 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 244000.00000000 NC USD 26.04000000 0.000004711342 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A JPY N/A USD 2026-04-01 244000.00000000 USD 140.00000000 USD 2026-04-01 XXXX -6393.84000000 N N N TPG RE Finance Trust Inc. N/A 87266M107 358.00000000 NS USD 3028.68000000 0.000547970365 Long EC CORP US N 1 N N N Charles River Laboratories International, Inc. 549300BSQ0R4UZ5KX287 159864107 985.00000000 NS USD 175812.65000000 0.031809277350 Long EC CORP US N 1 N N N Neurogene Inc. 529900A7VIY892SZVW73 64135M105 10.00000000 NS USD 234.90000000 0.000042499781 Long EC CORP US N 1 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 -1523145.00000000 PA USD -1523145.00000000 -0.27557824621 Short RA CORP US N 2 Reverse repurchase N 3.65000000 2027-01-22 1898000.00000000 USD 1998214.40000000 USD CDS N N N GRAFTECH GLOBAL ENTERPRI N/A 000000000 1011373.44000000 PA USD 974286.38000000 0.176274833922 Long LON CORP US N 2 2029-12-21 Floating 9.67690000 N N N N N N Rapid7 Inc. 549300GNVG5D60KEYN14 753422104 659.00000000 NS USD 4098.98000000 0.000741616667 Long EC CORP US N 1 N N N GCAT 2022-NQM5 TRUST N/A 36168WAC5 572603.48000000 PA USD 581129.43000000 0.105142077179 Long ABS-O CORP US N 2 2067-08-25 Variable 5.71000000 N N N N N N Cars Db4 LP N/A 12510HAJ9 1450000.00000000 PA USD 1373310.66000000 0.248469149815 Long ABS-O CORP US N 2 2050-02-15 Fixed 4.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050649 2800000.00000000 PA USD 2805671.68000000 0.507622111511 Long ABS-MBS USGA US N 2 2056-04-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F030645 5640000.00000000 PA USD 5097638.03000000 0.922300994431 Long ABS-MBS USGSE US N 2 2056-04-15 Fixed 3.00000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -77579.00000000 NC USD -6024.35000000 -0.00108996832 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Call Written iShares Trust iShares Trust IBOXX HI YD ETF 1.00000000 81.00000000 USD 2026-03-13 XXXX 2509.34000000 N N N Solid Biosciences Inc. N/A 83422E204 23.00000000 NS USD 142.83000000 0.000025841821 Long EC CORP US N 1 N N N LUXCO3 N/A 000000000 32870.00000000 NS 603898.32000000 0.109261586992 Long EC CORP FR N 2 N N N Exponent Inc 529900NY3F5Q2NWPUZ42 30214U102 606.00000000 NS USD 44104.68000000 0.007979732963 Long EC CORP US N 1 N N N Best Buy Co Inc. HL5XPTVRV0O8TUN5LL90 086516101 2703.00000000 NS USD 167504.91000000 0.030306181834 Long EC CORP US N 1 N N N CERBERUS LOAN FUNDING XLIII LLC 6354005VK9L5QCJ8WJ98 156945AG2 800000.00000000 PA USD 797662.80000000 0.144318837338 Long ABS-CBDO CORP US N 2 2036-07-15 Floating 8.02219000 N N N N N N Walt Disney Company 549300GZKULIZ0WOW665 254687106 1941.00000000 NS USD 205823.64000000 0.037239079497 Long EC CORP US N 1 N N N Accident Fund Insurance Co of America 2549009NUX96RJZ6DQ30 00452AAA8 2550000.00000000 PA USD 2624337.68000000 0.474813872178 Long DBT CORP US N 2 2032-08-01 Fixed 8.50000000 N N N N N N Versuni Group BV 549300NZZFLYK83VVT71 000000000 550000.00000000 PA 639970.14000000 0.115787957688 Long DBT CORP NL N 2 2028-06-15 Fixed 3.12500000 N N N N N N Twist Bioscience Corporation 549300T23BL59LCOH584 90184D100 633.00000000 NS USD 29700.36000000 0.005373600754 Long EC CORP US N 1 N N N CEAMER FIN 2 SR SEC NTS N/A 000000000 1926809.45000000 PA USD 1996580.65000000 0.361235597372 Long DBT CORP US N 3 2037-11-15 Fixed 6.92000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 3501000.00000000 NC USD 48957.72000000 0.008857779539 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Call Purchased BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2031-09-23 0.00000000 USD 0.00000000 USD 0.00000000 USD 3501000.00000000 USD 3.35000000 USD 2026-09-21 XXXX 14017.74000000 N N N F45 Training Holdings Inc. 549300W3HC5NKPWXMK72 30322L101 176.00000000 NS USD 2.82000000 0.000000510214 Long EC CORP US N 2 N N N Seer Inc N/A 81578P106 495.00000000 NS USD 851.40000000 0.000154041354 Long EC CORP US N 1 N N N CLEARWATER PAPER CORP N/A 000000000 -1335470.00000000 PA USD -1335470.00000000 -0.24162274798 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2027-01-22 1609000.00000000 USD 1439572.30000000 USD CDS N N N GRAFTECH GLOBAL ENTERPRI N/A 000000000 577927.68000000 PA USD 556735.07000000 0.100728475751 Long LON CORP US N 2 2029-12-21 Floating 9.67690000 N N N N N N Caesars Entertainment Inc. 549300FA4CTCW903Y781 12769G100 8165.00000000 NS USD 204533.25000000 0.037005612944 Long EC CORP US N 1 N N N RR Ltd 254900LIH4RE7KQVNK74 74988JAC3 1250000.00000000 PA USD 846550.00000000 0.153163857896 Long ABS-CBDO CORP KY N 3 2038-04-15 Variable 0.01000000 N N N N N N JANE STREET GROUP LLC 5493002N1IVX6KHGYO08 47077WAC2 2700000.00000000 PA USD 2809056.46000000 0.508234510026 Long DBT CORP US N 2 2031-04-30 Fixed 7.12500000 N N N N N N Standard Motor Products, Inc. THGK1EO5B5HK0JHQVZ90 853666105 124.00000000 NS USD 4920.32000000 0.000890219353 Long EC CORP US N 1 N N N SHAW DEVELOPMENT 1L TL N/A 000000000 1185271.28250000 PA USD 1120091.85000000 0.202654998458 Long LON CORP US N 3 2029-10-30 Floating 10.30791000 N N N N N N Obsidian Issuer 2025-1 LLC N/A 67449HAA8 1400000.00000000 PA USD 1431999.38000000 0.259087531210 Long DBT CORP US N 3 2055-05-15 Fixed 6.93300000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD 100131.43000000 0.018116491779 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -74695000.00000000 EUR 88438058.36000000 USD 2026-03-16 100131.43000000 N N N OSTTRA GROUP LTD 984500FF08A0VDFA6976 68631KAB5 1100000.00000000 PA USD 1079034.00000000 0.195226519687 Long LON CORP BM N 2 2032-10-12 Floating 7.17130000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBX7 4750000.00000000 PA USD 3840462.88000000 0.694843908581 Long DBT CORP GB N 2 2081-06-04 Fixed 5.12500000 N N N N N N Paypal Holdings Inc. 5493005X2GO78EFZ3E94 70450Y103 5816.00000000 NS USD 268757.36000000 0.048625496539 Long EC CORP US N 1 N N N Mitek Systems Inc. 549300ABZAQ3R25XG118 606710200 255.00000000 NS USD 3717.90000000 0.000672668959 Long EC CORP US N 1 N N N Dentsply Sirona Inc 9NHEHR1SOZCYXDO8HO28 24906P109 5242.00000000 NS USD 76952.56000000 0.013922805462 Long EC CORP US N 1 N N N POLARIS NEWCO LLC 254900LEPDAG7EDOA064 73108RAD0 854530.77550000 PA 921115.81000000 0.166654835543 Long LON CORP US N 2 2028-06-09 Floating 9.22130000 N N N N N N PHM GROUP HOLDING 7437002P82P6OBDFWT48 000000000 1300000.00000000 PA 1541709.81000000 0.278937123922 Long LON CORP FI N 2 2032-04-22 Floating 5.55500000 N N N N N N Civista Bancshares Inc. 5493001LX61Z2UVYSC48 178867107 88.00000000 NS USD 2095.28000000 0.000379092987 Long EC CORP US N 1 N N N ASPHALT ATD HOLDCO LLC N/A 000000000 23999.00000000 NS USD 42718.22000000 0.007728884741 Long EC CORP US N 3 N N N Silvergate Capital Corporation BPE6FTXDZEBNAGIT2T19 82837P408 327.00000000 NS USD 114.45000000 0.000020707109 Long EC CORP US N 1 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -2634375.00000000 NC USD -5332.01000000 -0.00096470524 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2026-08-19 0.00000000 USD 0.00000000 USD 0.00000000 USD -2634375.00000000 USD 2.71000000 USD 2026-08-19 XXXX 3097.99000000 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 3501000.00000000 NC USD 48957.72000000 0.008857779539 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Call Purchased THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2031-09-23 0.00000000 USD 0.00000000 USD 0.00000000 USD 3501000.00000000 USD 3.35000000 USD 2026-09-21 XXXX 12197.22000000 N N N Seres Therapeutics Inc 549300GMXBE5NUWISF13 81750R201 20.00000000 NS USD 174.80000000 0.000031626061 Long EC CORP US N 1 N N N Station Casinos LLC 5493004E7Q60TX54WL62 857691AH2 3250000.00000000 PA USD 3135795.65000000 0.567350492386 Long DBT CORP US N 2 2031-12-01 Fixed 4.62500000 N N N N N N Rinchem Co 54930042IOIOS5JGJ259 76676UAB2 3088000.00000000 PA USD 1397320.00000000 0.252813090681 Long LON CORP US N 2 2029-03-02 Floating 8.06080000 N N N N N N FS KKR Capital Corp 549300TYRSI1T21B1360 302635AL1 3300000.00000000 PA USD 3168381.32000000 0.573246123984 Long DBT CORP US N 2 2027-07-15 Fixed 3.25000000 N N N N N N Renaissancere Holdings Ltd. EK6GB9U3U58PDI411C94 000000000 38000.00000000 NS USD 606480.00000000 0.109728682933 Long EP CORP BM N 1 N N N JEFFERIES FINANCE LLC 549300SKVB18YSSIDT75 47232MAF9 3810000.00000000 PA USD 3622610.48000000 0.655428500116 Long DBT CORP US N 2 2028-08-15 Fixed 5.00000000 N N N N N N COGNITA (LERNEN) 1L TLB3 CL USD N/A 000000000 1141772.79040000 PA USD 1139397.90000000 0.206147986584 Long LON CORP US N 2 2031-10-27 Floating 3.50000000 N N N N N N ACCELERATE DIAGNOSTICS INC 2549007HE5QY1QEQ8K43 00430H201 19.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Tenaya Therapeutics Inc N/A 87990A106 153.00000000 NS USD 85.96000000 0.000015552495 Long EC CORP US N 1 N N N LL FLOORING HOLDINGS INC N/A 55003T107 170.00000000 NS USD 0.02000000 0.000000003618 Long EC CORP US N 3 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -2634375.00000000 NC USD -5332.01000000 -0.00096470524 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Call Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2026-08-19 0.00000000 USD 0.00000000 USD 0.00000000 USD -2634375.00000000 USD 2.71000000 USD 2026-08-19 XXXX 3097.99000000 N N N Sana Biotechnology Inc N/A 799566104 1029.00000000 NS USD 4332.09000000 0.000783792590 Long EC CORP US N 1 N N N Ideanomics Inc. 9845009A38D0B0JFB460 45166V205 22.00000000 NS USD 0.02000000 0.000000003618 Long EC CORP US N 3 N N N RUBIUS THERAPEUTICS INC 549300ER84PB0QV6HZ76 78116T103 547.00000000 NS USD 0.05000000 0.000000009046 Long EC CORP US N 3 N N N Biolife Solutions Inc. 549300G2IVCMC2TJDW72 09062W204 61.00000000 NS USD 1476.20000000 0.000267084622 Long EC CORP US N 1 N N N HOMESTEAD SPE ISSUER LLC N/A 000000000 1500000.00000000 PA USD 1571291.54000000 0.284289261292 Long DBT CORP US N 3 2055-04-01 Fixed 7.21000000 N N N N N N Smith & Wesson Brands Inc 5493004PFHUPOR1PWN79 831754106 285.00000000 NS USD 3391.50000000 0.000613614345 Long EC CORP US N 1 N N N Codexis Inc 549300KGLM6CDPTVSE20 192005106 706.00000000 NS USD 713.06000000 0.000129011895 Long EC CORP US N 1 N N N Boyne USA Inc N/A 103557AC8 1600000.00000000 PA USD 1588599.36000000 0.287420715409 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N Hunt Companies, Inc. 549300ODPWDNCH5TKM49 445587AE8 1850000.00000000 PA USD 1764552.02000000 0.319255324366 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N Annexon Inc N/A 03589W102 185.00000000 NS USD 1036.00000000 0.000187440501 Long EC CORP US N 1 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 3501000.00000000 NC USD 48957.72000000 0.008857779539 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2031-09-23 0.00000000 USD 0.00000000 USD 0.00000000 USD 3501000.00000000 USD 3.35000000 USD 2026-09-21 XXXX 15873.27000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2573805.00000000 PA USD -2573805.00000000 -0.46567113965 Short RA CORP US N 2 Reverse repurchase N 4.02000000 2026-12-31 3250000.00000000 USD 2865525.00000000 USD CDS N N N Lendingtree Inc 549300ISY5YHUJZTON08 52603B107 136.00000000 NS USD 5082.32000000 0.000919529547 Long EC CORP US N 1 N N N ALX Oncology Holdings Inc N/A 00166B105 105.00000000 NS USD 221.55000000 0.000040084404 Long EC CORP US N 1 N N N LVNV 6.84 6/12/29 N/A 000000000 1200000.00000000 PA USD 1235941.64000000 0.223615367925 Long DBT CORP US N 3 2029-06-12 Fixed 6.84000000 N N N N N N Cato Corp 529900R4SJUY7GCUU865 149205106 117.00000000 NS USD 352.17000000 0.000063717105 Long EC CORP US N 1 N N N Calderys Financing LLC 254900ZIKDM74XNEFV84 128786AA8 1250000.00000000 PA USD 1298331.25000000 0.234903340709 Long DBT CORP US N 2 2028-06-01 Fixed 11.25000000 N N N N N N Magnera Corp. 549300LDQLQBT38QDY28 55939A107 20.00000000 NS USD 259.00000000 0.000046860125 Long EC CORP US N 1 N N N Goosehead Insurance Inc 549300WH5MBIWHJ9XY95 38267D109 211.00000000 NS USD 11436.20000000 0.002069118790 Long EC CORP US N 1 N N N Organogenesis Holdings Inc. 549300RLC2O821TU6941 68621F102 379.00000000 NS USD 1216.59000000 0.000220114131 Long EC CORP US N 1 N N N Corebridge Financial Inc. 549300XY1661QCIA7J65 21871XAP4 1950000.00000000 PA USD 1992469.36000000 0.360491753491 Long DBT CORP US N 2 2052-12-15 Fixed 6.87500000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 -3688125.00000000 NC USD -6262.19000000 -0.00113300003 N/A DIR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Call Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2026-08-13 0.00000000 USD 0.00000000 USD 0.00000000 USD -3688125.00000000 USD 2.64000000 USD 2026-08-13 XXXX 5539.81000000 N N N Great Lakes Dredge & Dock Corporation 549300H65E3MZ1CX0P05 390607AF6 1450000.00000000 PA USD 1445931.30000000 0.261608193445 Long DBT CORP US N 2 2029-06-01 Fixed 5.25000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599DH5 3190000.00000000 PA USD 3853232.90000000 0.697154351590 Long DBT CORP US N 2 2039-06-15 Fixed 7.95000000 N N N N N N First Republic Bank San Francisco YWC0TIKBQM2JV8L4IV08 33616C100 1594.00000000 NS USD 0.64000000 0.000000115793 Long EC CORP US N 1 N N N ARTISAN NEWCO BV 7245009YIYR683H17R35 000000000 989866.38000000 PA 1165878.20000000 0.210938991140 Long LON CORP NL N 2 2032-03-01 Floating 5.52900000 N N N N N N Quanterix Corporation N/A 74766Q101 361.00000000 NS USD 2364.55000000 0.000427811234 Long EC CORP US N 1 N N N Williams Scotsman Inc. 549300DAKDS8SCO1OT57 96949VAL7 150000.00000000 PA USD 157042.80000000 0.028413302348 Long DBT CORP US N 2 2031-10-01 Fixed 7.37500000 N N N N N N Phillips 66 Co. RVJMT2IZVVSKIRJJBH76 718547BA9 112000.00000000 PA USD 113521.18000000 0.020539060754 Long DBT CORP US N 2 2056-03-15 Fixed 6.20000000 N N N N N N ON24 Inc 254900S6S9YKYTO9Q964 68339B104 161.00000000 NS USD 1289.61000000 0.000233325430 Long EC CORP US N 1 N N N CFMT 2022-HB9 LLC N/A 12530GAB4 700000.00000000 PA USD 682481.38000000 0.123479394133 Long ABS-O CORP US N 2 2037-09-25 Variable 3.25000000 N N N N N N FLORIDA FOOD 1L FLFO TL CL INCR N/A 000000000 485039.09000000 PA USD 476953.49000000 0.086293823832 Long LON CORP US N 2 2030-10-18 Floating 7.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -4215000.00000000 NC USD -7907.13000000 -0.00143061430 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Call Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2026-08-14 0.00000000 USD 0.00000000 USD 0.00000000 USD -4215000.00000000 USD 2.68500000 USD 2026-08-14 XXXX 5580.87000000 N N N FLORIDA FOOD PRODUCTS LLC N/A 000000000 2436561.62010000 PA USD 1766507.17000000 0.319609064035 Long LON CORP US N 2 2030-10-18 None 0.00000000 N N N N N N CITRIN COOPERMAN ADVISORS LLC 254900DPG9ZEAP5MK895 17737EAD5 631818.18000000 PA USD 603386.36000000 0.109168959541 Long LON CORP US N 2 2032-04-01 Floating 6.66080000 N N N N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -311813.75000000 PA USD -311813.75000000 -0.05641556540 Short RA CORP US N 2 Reverse repurchase N 3.95000000 2049-12-31 361000.00000000 USD 347606.90000000 USD CDS N N N Oneok Inc. 2T3D6M0JSY48PSZI1Q41 682680CR2 975000.00000000 PA USD 1052453.08000000 0.190417310245 Long DBT CORP US N 2 2030-09-01 Fixed 6.50000000 N N N N N N Fathom Holdings Inc. N/A 31189V109 36.00000000 NS USD 35.92000000 0.000006498902 Long EC CORP US N 1 N N N Phathom Pharmaceuticals Inc N/A 71722W107 120.00000000 NS USD 1507.20000000 0.000272693363 Long EC CORP US N 1 N N N Sportsman's Warehouse Holdings Inc. 549300JVV8YLQSRSF462 84920Y106 259.00000000 NS USD 305.62000000 0.000055294948 Long EC CORP US N 1 N N N Atricure Inc 254900B2I6GPHK2EXM59 04963C209 525.00000000 NS USD 16411.50000000 0.002969285516 Long EC CORP US N 1 N N N Ameresco Inc 529900NZXZGBCBXYY327 02361E108 362.00000000 NS USD 11026.52000000 0.001994996565 Long EC CORP US N 1 N N N Inogen Inc 549300J8WJIVTOJ8IH97 45780L104 116.00000000 NS USD 707.60000000 0.000128024033 Long EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -77503.00000000 NC USD -7544.27000000 -0.00136496308 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Call Written iShares Trust iShares Trust IBOXX HI YD ETF 1.00000000 81.00000000 USD 2026-03-20 XXXX 5011.22000000 N N N Papa John's International Inc. HZYLD3DK5XOX0WBVNB56 698813102 387.00000000 NS USD 12132.45000000 0.002195089300 Long EC CORP US N 1 N N N Grid Dynamics Holdings Inc. 9845007E77EEC65AZE29 39813G109 530.00000000 NS USD 3577.50000000 0.000647266790 Long EC CORP US N 1 N N N VISMA AS 1L TLB3 EUR N/A 000000000 2500000.00000000 PA 2924212.50000000 0.529069361301 Long LON CORP NO N 3 2028-12-05 Floating 6.03100000 N N N N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -1850750.00000000 PA USD -1850750.00000000 -0.33485087709 Short RA CORP US N 2 Reverse repurchase N 3.97000000 2049-12-31 2200000.00000000 USD 2118820.00000000 USD CDS N N N VZ Secured Financing BV 549300MG611MYCOWY949 91845AAA3 500000.00000000 PA USD 444342.30000000 0.080393574974 Long DBT CORP NL N 2 2032-01-15 Fixed 5.00000000 N N N N N N Avalo Therapeutics Inc 549300GPK6FPJ3X8SZ39 05338F306 1.00000000 NS USD 17.50000000 0.000003166224 Long EC CORP US N 1 N N N White Cap 254900L2N0T6GULCL366 96350TAH3 640138.18770000 PA USD 632002.03000000 0.114346310452 Long LON CORP US N 2 2029-10-29 Floating 6.92130000 N N N N N N Appian Corporation 529900NIARIFW7HGU386 03782L101 461.00000000 NS USD 12294.87000000 0.002224475484 Long EC CORP US N 1 N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89117F8Z5 1050000.00000000 PA USD 1098584.55000000 0.198763744496 Long DBT CORP CA N 2 2082-10-31 Fixed 8.12500000 N N N N N N OneMain Financial Corporation 5493008I795YYBFWFU90 682691AA8 3300000.00000000 PA USD 3046479.15000000 0.551190714802 Long DBT CORP US N 2 2030-09-15 Fixed 4.00000000 N N N N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 635.00000000 NC USD 84455.00000000 0.015280200364 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Put Purchased Ishares Silver Trust Ishares Silver Trust ISHARES 100.00000000 70.00000000 USD 2026-03-20 XXXX -275292.15000000 N N N Cobank ACB P0J8I7M2E0A77CKF1705 19075QAD4 3000000.00000000 PA USD 2959566.90000000 0.535465931259 Long DBT USGSE US N 2 N/A Fixed 4.25000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 -3539680.88000000 PA USD -3539680.88000000 -0.64042428598 Short RA CORP US N 2 Reverse repurchase N 3.81000000 2026-03-12 12650000.00000000 USD 3740605.00000000 USD UST N N N Pursuit Attractions and Hospitality Inc 549300PXU4ZW7LPO5Y40 92552R406 120.00000000 NS USD 4171.20000000 0.000754683224 Long EC CORP US N 1 N N N Purple Innovation, Inc. N/A 74640Y106 343.00000000 NS USD 238.39000000 0.000043131217 Long EC CORP US N 1 N N N C4 Therapeutics Inc N/A 12529R107 460.00000000 NS USD 1242.00000000 0.000224711489 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -856250.00000000 PA USD -856250.00000000 -0.15491885101 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2027-01-30 1000000.00000000 USD 869500.00000000 USD CDS N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAU5 275000.00000000 PA USD 274416.09000000 0.049649314291 Long DBT CORP US N 2 2056-05-15 Fixed 6.05000000 N N N N N N Avis Budget Group Inc. 529900E95812SYWMCE44 053774105 484.00000000 NS USD 47146.44000000 0.008530069855 Long EC CORP US N 1 N N N DOGWOOD TERM LOAN N/A 000000000 2532352.13000000 PA USD 2560553.31000000 0.463273549477 Long DBT CORP US N 3 2032-06-24 Fixed 6.45000000 N N N N N N Advance Auto Parts Inc. 529900UCNQ5H9FSL0Y70 00751Y106 1253.00000000 NS USD 66622.01000000 0.012053728748 Long EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -77407.00000000 NC USD 0.00000000 0.000000 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Call Written iShares Trust iShares Trust IBOXX HI YD ETF 1.00000000 81.00000000 USD 2026-02-27 XXXX 17888.76000000 N N N Forian Inc N/A 34630N106 112.00000000 NS USD 235.20000000 0.000042554059 Long EC CORP US N 1 N N N SCIL IV LLC 9845009F6D37C41A8572 80881LAC3 99750.00000000 PA USD 99563.47000000 0.018013732408 Long LON CORP US N 2 2032-10-29 Floating 7.67190000 N N N N N N Waterstone Financial Inc. (Maryland) 5493002KM21XRC2DCQ02 94188P101 128.00000000 NS USD 2279.68000000 0.000412455948 Long EC CORP US N 1 N N N Progyny Inc N/A 74340E103 754.00000000 NS USD 13338.26000000 0.002413253037 Long EC CORP US N 1 N N N Q32 Bio Inc 549300RWKPJEFTM3K452 746964105 13.00000000 NS USD 59.28000000 0.000010725359 Long EC CORP US N 1 N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 -3415250.00000000 PA USD -3415250.00000000 -0.61791136457 Short RA CORP US N 2 Reverse repurchase N 4.27000000 2026-11-26 3800000.00000000 USD 3672320.00000000 USD CDS N N N QUICKTOP HOLDCO AB 984500A1D5DC9ECC7050 000000000 800000.00000000 PA 979107.63000000 0.177147128825 Long DBT CORP SE N 2 2030-03-21 Floating 6.53500000 N N N N N N ALLWYN ENTERTAINMENT FIN 315700J7ZTIN8XGCX365 000000000 1250000.00000000 PA 1476018.41000000 0.267051767765 Long LON CORP GB N 2 2032-03-30 Floating 5.12300000 N N N N N N Passage Bio Inc. N/A 702712209 11.00000000 NS USD 100.32000000 0.000018150609 Long EC CORP US N 1 N N N Dreyfus Treasury Securities Cash Management 549300U78VESCW509025 261941108 10320014.93000000 NS USD 10320014.93000000 1.867170634021 Long STIV RF US N 1 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 3502000.00000000 NC USD 48971.70000000 0.008860308900 N/A DIR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Call Purchased MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2031-09-23 0.00000000 USD 0.00000000 USD 0.00000000 USD 3502000.00000000 USD 3.35000000 USD 2026-09-21 XXXX 16578.20000000 N N N NIDDA HEALTHCARE HOLDING 549300Q89C4WAO6L0L19 000000000 1800000.00000000 PA 2131485.07000000 0.385643466269 Long LON CORP DE N 2 2032-12-09 Floating 5.58800000 N N N N N N Kalaris Therapeutics Inc. N/A 482929106 7.00000000 NS USD 73.22000000 0.000013247484 Long EC CORP US N 1 N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KDE7 451000.00000000 PA USD 468447.39000000 0.084754839612 Long DBT CORP US N 2 2055-08-15 Fixed 6.37500000 N N N N N N STARZ ENTERTAINMENT CORP 5493000JSMHPHZURLM72 855919106 117.00000000 NS USD 1287.00000000 0.000232853210 Long EC CORP CA N 1 N N N Trupanion Inc 549300J86GFKIDGMQP18 898202106 446.00000000 NS USD 11836.84000000 0.002141605433 Long EC CORP US N 1 N N N Alpha Teknova Inc N/A 02080L102 41.00000000 NS USD 105.78000000 0.000019138471 Long EC CORP US N 1 N N N Lending Club Corporation 549300YC50YO7Y1OJR92 52603A208 1171.00000000 NS USD 17459.61000000 0.003158917045 Long EC CORP US N 1 N N N QUAKER CHEMICAL CORP 549300PJQ1R3WCWCPS54 747316107 157.00000000 NS USD 23083.71000000 0.004176469290 Long EC CORP US N 1 N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 98978V103 1380.00000000 NS USD 180918.00000000 0.032732973649 Long EC CORP US N 1 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 -4022188.17000000 PA USD -4022188.17000000 -0.72772294289 Short RA CORP US N 2 Reverse repurchase N 3.83000000 2026-03-12 4276577.00000000 USD 4388195.66000000 USD AMBS N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -8462.18000000 -0.00153103790 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -682185.70000000 USD 500000.00000000 GBP 2026-03-16 -8462.18000000 N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 126307BM8 1000000.00000000 PA USD 792270.37000000 0.143343200480 Long DBT CORP US N 2 2028-05-15 Fixed 11.25000000 N N N N N N Open Lending Corporation N/A 68373J104 1223.00000000 NS USD 1626.59000000 0.000294294252 Long EC CORP US N 1 N N N Blue Foundry Bancorp 5493008KPK5NJT0FNK56 09549B104 167.00000000 NS USD 2201.06000000 0.000398231458 Long EC CORP US N 1 N N N Allwyn Entertainment Financing (UK) PLC 315700J7ZTIN8XGCX365 02007VAA8 1200000.00000000 PA USD 1246505.90000000 0.225526729118 Long DBT CORP GB N 2 2029-04-30 Fixed 7.87500000 N N N N N N American National Group Inc. 549300RK5RZQ740FPL83 025676AR8 1325000.00000000 PA USD 1313857.81000000 0.237712516575 Long DBT CORP US N 2 2055-12-01 Fixed 7.00000000 N N N N N N Aspira Womens Health Inc. 54930045CGQ3XUO9T533 04537Y208 28.00000000 NS USD 10.21000000 0.000001847265 Long EC CORP US N 1 N N N Fulgent Genetics Inc 549300CL6P01M68QJ404 359664109 246.00000000 NS USD 3771.18000000 0.000682308756 Long EC CORP US N 1 N N N Health Catalyst Inc. 549300223PL6GWKVJG92 42225T107 609.00000000 NS USD 986.58000000 0.000178499083 Long EC CORP US N 1 N N N OWENS-BROCKWAY N/A 000000000 800000.00000000 PA USD 800000.00000000 0.144741700215 Long LON CORP US N 2 2032-09-30 Floating 6.67190000 N N N N N N Ready Capital Corp. 549300MYWGZUG7ZUYO87 75574U101 355.00000000 NS USD 656.75000000 0.000118823889 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1381000.00000000 NC USD 147.37000000 0.000026663230 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A JPY N/A USD 2026-04-01 1381000.00000000 USD 140.00000000 USD 2026-04-01 XXXX -37553.93000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -429749.94000000 -0.07775342122 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.45.V1 Y Default Event 2030-12-20 0.00000000 USD -396164.76000000 USD -5544000.00000000 USD -33585.18000000 N N N Tripadvisor Inc 549300XVG45PT5BART17 89677NAE4 1005000.00000000 PA USD 908690.85000000 0.164406823249 Long LON CORP US N 2 2031-07-08 Floating 6.42130000 N N N N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -3330103.21000000 PA USD -3330103.21000000 -0.60250600063 Short RA CORP US N 2 Reverse repurchase N 4.50000000 2036-11-21 4361000.00000000 USD 3784039.70000000 USD CDS N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477CS0 400000.00000000 PA USD 417753.60000000 0.075582957918 Long DBT CORP US N 2 N/A Fixed 6.45000000 N N N N N N TERRAFORM GLOBAL OPERATING LLC 549300LC7QMVR79H5O86 88104UAC7 314000.00000000 PA USD 314000.00000000 0.056811117334 Long DBT CORP US N 2 2026-03-01 Fixed 6.12500000 N N N N N N Dayforce (Ceridian HCM) N/A 23923YAB7 1100000.00000000 PA USD 1011219.00000000 0.182956946687 Long LON CORP US N 2 2033-02-04 Floating 6.67260000 N N N N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -1191127.50000000 PA USD -1191127.50000000 -0.21550727440 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2049-12-31 1503000.00000000 USD 1383210.90000000 USD CDS N N N Crocs Inc 549300B0J6YCXD63OG72 227046AA7 1625000.00000000 PA USD 1583314.04000000 0.286464457655 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N HNI Corp 549300SKRADLC4O5HV93 404251AA8 1450000.00000000 PA USD 1428497.37000000 0.258453922608 Long DBT CORP US N 2 2029-01-18 Fixed 5.12500000 N N N N N N Ishares Silver Trust 549300K2C2CG14B0ZA09 46428Q109 63500.00000000 NS USD 5396865.00000000 0.976439269916 Long EC RF US N 1 N N N Superior Group of Companies Inc. UOX145EEO0TB0ZWX2152 868358102 69.00000000 NS USD 685.17000000 0.000123965838 Long EC CORP US N 1 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 -77733.00000000 NC USD -1483.58000000 -0.00026841986 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Call Written iShares Trust iShares Trust IBOXX HI YD ETF 1.00000000 81.00000000 USD 2026-03-06 XXXX 4952.71000000 N N N Jones Deslauriers Insurance Management Inc. 549300JQIWNFU00E5424 48020RAB1 350000.00000000 PA USD 363142.13000000 0.065702261645 Long DBT CORP CA N 2 2030-03-15 Fixed 8.50000000 N N N N N N KERRIDGE GBP 1L TLB CL N/A 000000000 1200000.00000000 PA 1616880.00000000 0.292537450305 Long LON CORP GB N 3 2030-09-07 Floating 9.46660000 N N N N N N Sangamo Therapeutics Inc 2549006WMRKRC4G32Z67 800677106 1415.00000000 NS USD 611.70000000 0.000110673122 Long EC CORP US N 1 N N N KERRIDGE GBP 1L DDTL CL FUNDED N/A 000000000 800000.00000000 PA 1077920.00000000 0.195024966870 Long LON CORP LU N 3 2030-09-07 None 0.00000000 N N N N N N U.S. Treasury Bond Stripped Principal Payment 254900HROIFWPRGM1V77 912803GA5 12650000.00000000 PA USD 3740818.15000000 0.676815474034 Long DBT UST US N 2 2051-08-15 None 0.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 -18756456.06000000 PA USD -18756456.06000000 -3.39355167517 Short RA CORP US N 2 Reverse repurchase N 4.00000000 2026-03-12 22759000.00000000 USD 19514619.60000000 USD CDS N N N Swiss Re Finance (Luxembourg) S.A. 549300CLQZ6TM98LW631 87089NAA8 600000.00000000 PA USD 606156.82000000 0.109670210904 Long DBT CORP LU N 2 2049-04-02 Fixed 5.00000000 N Y N N N N BETCLIC EVEREST GROUP SA 96950037FKVH5JOEKU82 000000000 1000000.00000000 PA 1174611.85000000 0.212519145327 Long LON CORP FR N 2 2031-12-09 Floating 5.03100000 N N N N N N SCIENTIFIC GAMES US FINCO INC 549300W5GPFXXB6TQ330 80874DAA4 1600000.00000000 PA USD 1449985.52000000 0.262341711815 Long DBT CORP US N 2 2030-03-01 Fixed 6.62500000 N N N N N N Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 0641598S8 750000.00000000 PA USD 792764.25000000 0.143432556768 Long DBT CORP CA N 2 2082-10-27 Fixed 8.62500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -2634375.00000000 NC USD -1279.54000000 -0.00023150349 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2026-08-19 0.00000000 USD 0.00000000 USD 0.00000000 USD -2634375.00000000 USD 3.71000000 USD 2026-08-19 XXXX 6360.15000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1018695.00000000 PA USD -1018695.00000000 -0.18430955787 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2027-01-30 1202000.00000000 USD 1154280.60000000 USD CDS N N N American Electric Power Co, Inc. 1B4S6S7G0TW5EE83BO58 02557TAE9 505000.00000000 PA USD 507455.82000000 0.091812522713 Long DBT CORP US N 2 2056-03-15 Fixed 5.80000000 N N N N N N Asurion 549300KNQVXGIOXWK278 04649VBC3 11679.26910000 PA USD 11668.29000000 0.002111110166 Long LON CORP US N 2 2028-08-21 Floating 8.66600000 N N N N N N Dianthus Therapeutics Inc 549300Z3N6ODPCOFC890 252828108 11.00000000 NS USD 607.09000000 0.000109839048 Long EC CORP US N 1 N N N MarketAxess Holdings Inc. 5493002U1CA1XJOVID83 57060D108 746.00000000 NS USD 143232.00000000 0.025914554006 Long EC CORP US N 1 N N N Comtech Telecommunications Corp. 529900FTEZ8MGM0Y8F73 205826209 152.00000000 NS USD 763.04000000 0.000138054633 Long EC CORP US N 1 N N N Acutus Medical Inc N/A 005111109 113.00000000 NS USD 0.02000000 0.000000003618 Long EC CORP US N 1 N N N Hanger Inc 254900ZJJJYVLHJXSZ60 41043BAJ7 159340.48870000 PA USD 159671.92000000 0.028888981471 Long LON CORP US N 2 2031-10-23 Floating 7.17690000 N N N N N N Ampio Pharmaceuticals Inc. 529900DG3YQA5XIHV057 03209T307 4.00000000 NS USD 1.16000000 0.000000209875 Long EC CORP US N 2 N N N 1011778 B.C. ULC 549300RHSHNRWI5LLA86 68245XAM1 4500000.00000000 PA USD 4321380.60000000 0.781854969152 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 -3502000.00000000 NC USD -17420.13000000 -0.00315177404 N/A DIR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Call Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2031-09-23 0.00000000 USD 0.00000000 USD 0.00000000 USD -3502000.00000000 USD 2.85000000 USD 2026-09-21 XXXX -5994.86000000 N N N Luxfer Holdings PLC 21380045UF5SJYZOXE41 000000000 164.00000000 NS USD 2110.68000000 0.000381879264 Long EC CORP GB N 1 N N N 8X8 Inc. 254900XWSOC5U1BRW939 282914100 1327.00000000 NS USD 2839.78000000 0.000513793231 Long EC CORP US N 1 N N N Atomera Inc. N/A 04965B100 120.00000000 NS USD 604.80000000 0.000109424725 Long EC CORP US N 1 N N N HELEN OF TROY LTD N/A 000000000 281.00000000 NS USD 4956.84000000 0.000896826811 Long EC CORP BM N 1 N N N JOL Air Limited 549300TS4MUGCDXPW498 46651NAA2 2333172.44000000 PA USD 2327820.14000000 0.421165806074 Long ABS-O CORP KY N 2 2044-04-15 Fixed 3.96700000 N N N N N N American Electric Power Co, Inc. 1B4S6S7G0TW5EE83BO58 02557TAF6 505000.00000000 PA USD 506775.08000000 0.091689358382 Long DBT CORP US N 2 2056-03-15 Fixed 6.05000000 N N N N N N MillerKnoll Inc. U98HXD3PNK7HYU2MU887 600544100 872.00000000 NS USD 17562.08000000 0.003177456648 Long EC CORP US N 1 N N N Senseonics Holdings Inc 549300RCH6Z07TBHJ258 81727U303 257.00000000 NS USD 2125.39000000 0.000384540702 Long EC CORP US N 1 N N N BETCLIC EVEREST GROUP SA 96950037FKVH5JOEKU82 000000000 100000.00000000 PA USD 100042.00000000 0.018100311466 Long LON CORP FR N 2 2031-12-09 Floating 6.42130000 N N N N N N Lindblad Expeditions LLC 549300MPUWOG67Y2R254 53523LAB6 300000.00000000 PA USD 314710.80000000 0.056939720335 Long DBT CORP US N 2 2030-09-15 Fixed 7.00000000 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 246.00000000 NC USD 109162.50000000 0.019750457312 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2027-06-16 0.00000000 USD 2500.00000000 97.50000000 USD 2027-03-12 XXXX -29352.57000000 N N N FR REFUEL LLC 1L TLB CL N/A 000000000 1914160.80200000 PA USD 1890233.79000000 0.341994565711 Long LON CORP US N 2 2028-11-08 Floating 5.50000000 N N N N N N Alterra Mountain Co (Intrawest) 549300C5O4FSVNUEI843 46124CAS6 1039532.77470000 PA USD 1039532.77000000 0.188079675699 Long LON CORP US N 2 2030-05-31 Floating 6.17420000 N N N N N N Boots Group Finco LP/ The Boots Group Luxco S.a.r.l. 254900YVLYOVF1PF1N93 000000000 600000.00000000 PA 738004.17000000 0.133524972914 Long DBT CORP US N 2 2032-08-31 Fixed 5.37500000 N N N N N N Stanley Black & Decker, Inc. 549300DJ09SMTO561131 854502101 1746.00000000 NS USD 151011.54000000 0.027322083814 Long EC CORP US N 1 N N N Blink Charging Co. N/A 09354A100 428.00000000 NS USD 282.99000000 0.000051200567 Long EC CORP US N 1 N N N Beam Global 254900CT39JVKHAANA12 07373B109 52.00000000 NS USD 84.76000000 0.000015335383 Long EC CORP US N 1 N N N Yellow Corp. 529900SEX4UQ2WLPRC40 985510106 300.00000000 NS USD 15.00000000 0.000002713906 Long EC CORP US N 1 N N N OCTAGON 78 LTD N/A 675963AC6 1100000.00000000 PA USD 771960.75000000 0.139668639318 Long ABS-CBDO CORP KY N 2 2038-10-20 Variable 0.01000000 N N N N N N Carisma Therapeutics Inc 549300DGKHONOZQIY116 14216R101 59.00000000 NS USD 2.52000000 0.000000455936 Long EC CORP US N 1 N N N Brandywine Realty Trust 5UZ46ZCYUFYYAC0DS831 105368203 1990.00000000 NS USD 6348.10000000 0.001148543483 Long EC CORP US N 1 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -292346.74000000 -0.05289345525 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.43.V1 Y Default Event 2029-12-20 0.00000000 USD -223654.62000000 USD -1935000.00000000 USD -68692.12000000 N N N Sun Country Airlines Holdings Inc. 549300MOHOJN9GH0NJ48 866683105 187.00000000 NS USD 3680.16000000 0.000665840769 Long EC CORP US N 1 N N N FG PARENT LLC N/A 000000000 15577.00000000 NS USD 7788.50000000 0.001409150915 Long EC CORP US N 2 N N N CERBERUS LN FDG XLVI L P 635400QFSCXQUKSANU86 15675BAD9 1000000.00000000 PA USD 991645.30000000 0.179415533415 Long ABS-CBDO CORP US N 2 2036-07-15 Variable 8.62219000 N N N N N N OPKO Health, Inc. 529900A4S2D4OGOJLL02 68375N103 2343.00000000 NS USD 2811.60000000 0.000508694705 Long EC CORP US N 1 N N N AmFam Holdings Inc. N/A 03115AAC7 2300000.00000000 PA USD 1620691.71000000 0.293227092038 Long DBT CORP US N 2 2051-03-11 Fixed 3.83300000 N N N N N N Darktrace N/A 52526CAB5 1290250.00000000 PA USD 1222511.88000000 0.221185560055 Long LON CORP US N 2 2031-10-09 Floating 6.89814000 N N N N N N Allogene Therapeutics Inc N/A 019770106 811.00000000 NS USD 2254.58000000 0.000407914678 Long EC CORP US N 1 N N N Vera Bradley Inc. 52990005Q6LEJKXO7M51 92335C106 155.00000000 NS USD 409.20000000 0.000074035379 Long EC CORP US N 1 N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2 N/A 617949AK8 300000.00000000 PA USD 296491.35000000 0.053643327622 Long ABS-O CORP US N 2 2071-01-25 Variable 6.82055900 N N N N N N ProAmpac 549300ZI6LTXYFEY1578 74274NAL7 987487.31000000 PA USD 972675.00000000 0.175983291571 Long LON CORP US N 2 2028-09-15 Floating 8.26940000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -2634375.00000000 NC USD -1279.54000000 -0.00023150349 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2026-08-19 0.00000000 USD 0.00000000 USD 0.00000000 USD -2634375.00000000 USD 3.71000000 USD 2026-08-19 XXXX 6426.01000000 N N N CITRIN COOPERMAN ADVISORS LLC 254900DPG9ZEAP5MK895 17737EAC7 668346.97540000 PA USD 638271.36000000 0.115480602306 Long LON CORP US N 2 2032-04-01 Floating 6.66080000 N N N N N N iBio, Inc. 529900EW4RXUITGKUT34 451033708 2.00000000 NS USD 5.64000000 0.000001020428 Long EC CORP US N 1 N N N Price T Rowe Group Inc. 549300SIV6FPS9Y7IH33 74144T108 3987.00000000 NS USD 377289.81000000 0.068261960716 Long EC CORP US N 1 N N N HA Sustainable Infrastructure Capital Inc 254900ZZRL7MWL1X8E92 41068X100 896.00000000 NS USD 32721.92000000 0.005920282918 Long EC CORP US N 1 N N N COBHAM ULTRA US CO-BORRO 254900L6IKLPZKIC4F32 000000000 1071970.22470000 PA USD 1072302.54000000 0.194008615981 Long LON CORP LU N 2 2029-08-06 Floating 7.37210000 N N N N N N Moderna Inc 549300EI6OKH5K5Q2G38 60770K107 1850.00000000 NS USD 99104.50000000 0.017930692286 Long EC CORP US N 1 N N N Trevena Inc 549300YXUV4MU2J7QS07 89532E307 1.00000000 NS USD 0.01000000 0.000000001809 Long EC CORP US N 2 N N N Unifi, Inc. 549300MW5LPO0M2LNO04 904677200 81.00000000 NS USD 318.33000000 0.000057594531 Long EC CORP US N 1 N N N Diamond Hill Investment Group Inc. 549300AQ6779A0B7VZ57 25264R207 17.00000000 NS USD 2921.79000000 0.000528631065 Long EC CORP US N 1 N N N Angiodynamics Inc 549300W3VKC5ZKMO8C28 03475V101 220.00000000 NS USD 2516.80000000 0.000455357388 Long EC CORP US N 1 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -4215000.00000000 NC USD -7907.13000000 -0.00143061430 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Call Written THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2026-08-14 0.00000000 USD 0.00000000 USD 0.00000000 USD -4215000.00000000 USD 2.68500000 USD 2026-08-14 XXXX 5770.55000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -620172.50000000 PA USD -620172.50000000 -0.11220602759 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2027-01-30 691000.00000000 USD 684020.90000000 USD CDS N N N Latham Group Inc N/A 51819L107 240.00000000 NS USD 1610.40000000 0.000291365042 Long EC CORP US N 1 N N N Exagen Inc 549300JV2CYDOME5OO17 30068X103 61.00000000 NS USD 220.82000000 0.000039952327 Long EC CORP US N 1 N N N Lottomatica Group SpA 549300R72LKEGT4EX026 000000000 700000.00000000 PA 854006.45000000 0.154512931959 Long DBT CORP IT N 2 2031-01-31 Fixed 4.87500000 N N N N N N Asana Inc 254900X7UAJNMLPLZ510 04342Y104 853.00000000 NS USD 6056.30000000 0.001095748948 Long EC CORP US N 1 N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2 N/A 617949AJ1 300000.00000000 PA USD 300461.20000000 0.054361581170 Long ABS-O CORP US N 2 2071-01-25 Variable 6.18900000 N N N N N N ITT Holdings LLC 549300TH2PHOLK31LB42 45074JAA2 3750000.00000000 PA USD 3643131.38000000 0.659141287561 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Eagle Funding Luxco S.a.r.l. 894500VDP08MVIZ6OA60 26951TAA8 700000.00000000 PA USD 712173.00000000 0.128851413584 Long DBT CORP LU N 2 2030-08-17 Fixed 5.50000000 N N N N N N Osaic Holdings Inc. 549300XL60BDV6UW5C86 00791GAB3 250000.00000000 PA USD 252280.00000000 0.045644295162 Long DBT CORP US N 2 2032-08-01 Fixed 6.75000000 N N N N N N ENGINEERED MACHINERY HOLDINGS INC 5493008AR0NPSLW8EW07 26658NAT6 99467.80370000 PA USD 99716.47000000 0.018041414259 Long LON CORP US N 2 2032-11-26 Floating 7.08500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -3501000.00000000 NC USD -17415.15000000 -0.00315087302 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Call Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2031-09-23 0.00000000 USD 0.00000000 USD 0.00000000 USD -3501000.00000000 USD 2.85000000 USD 2026-09-21 XXXX -4986.60000000 N N N Lucid Diagnostics Inc N/A 54948X109 39.00000000 NS USD 56.16000000 0.000010160867 Long EC CORP US N 1 N N N Blackstone Strategic Credit 2027 Term Fund 549300YESIF051NRED20 09257R101 91382.00000000 NS USD 1034444.24000000 0.187159022594 Long EC RF US N 1 N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -2857826.03000000 PA USD -2857826.03000000 -0.51705824812 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2026-03-12 3000000.00000000 USD 3143895.00000000 USD CDS N N N NORMEC 1 BV 724500QBPCBJWX2FJR30 000000000 1150000.00000000 PA 1359581.00000000 0.245985081900 Long LON CORP NL N 2 2031-04-30 Floating 5.28400000 N N N N N N GD TOWERS (SALSA HLDG) 1L TL EUR N/A 000000000 1600000.00000000 PA 1867500.05000000 0.337881415486 Long DBT CORP DE N 3 2032-11-18 Floating 5.68400000 N N N N N N API ESCROW CORP N/A 00185PAA9 250000.00000000 PA USD 246241.00000000 0.044551676253 Long DBT CORP US N 2 2029-10-15 Fixed 4.75000000 N N N N N N US Foods Inc 5493000JOOFAOUY1JZ87 90290MAE1 4250000.00000000 PA USD 4207758.83000000 0.761297708938 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N Emergent Biosolutions Inc 549300YW6TUOX8BE5103 29089Q105 287.00000000 NS USD 2339.05000000 0.000423197592 Long EC CORP US N 1 N N N Arcus Biosciences Inc. N/A 03969F109 526.00000000 NS USD 10714.62000000 0.001938565394 Long EC CORP US N 1 N N N AP GRANGE HOLDINGS N/A 000000000 400000.00000000 PA USD 416000.00000000 0.075265684112 Long DBT CORP KY N 3 2045-03-20 Fixed 5.00000000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD 24668.25000000 0.004463155557 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -2900000.00000000 EUR 3454348.79000000 USD 2026-03-16 24668.25000000 N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339K837 16750.00000000 NS USD 424780.00000000 0.076854224271 Long EP CORP US N 1 N N N The Lovesac Company N/A 54738L109 76.00000000 NS USD 971.28000000 0.000175730898 Long EC CORP US N 1 N N N United States Treasury Bills 254900HROIFWPRGM1V77 912797SY4 295000.00000000 PA USD 294762.20000000 0.053330477484 Long DBT UST US N 2 2026-03-10 None 0.00000000 N N N N N N BREITLING FINANCING SARL 549300TABH53MDTQEP16 000000000 2000000.00000000 PA 1968189.96000000 0.356098951446 Long LON CORP LU N 2 2028-10-23 Floating 6.05100000 N N N N N N CarParts.com Inc. 5493005FSRX4Y7E7H678 14427M107 291.00000000 NS USD 206.61000000 0.000037381353 Long EC CORP US N 1 N N N Duluth Holdings Inc. 549300B6G8G3WGHFYU15 26443V101 72.00000000 NS USD 154.80000000 0.000028007518 Long EC CORP US N 1 N N N Darling Ingredients, Inc L1N0SPPKS7EXZYUMZ898 237266AJ0 150000.00000000 PA USD 151914.00000000 0.027485363308 Long DBT CORP US N 2 2030-06-15 Fixed 6.00000000 N N N N N N CERBERUS LOAN FUNDING 52 LLC 635400AJWCPT3PXIDY25 15675MAE3 2000000.00000000 PA USD 1993537.00000000 0.360684918528 Long ABS-CBDO CORP US N 2 2037-10-15 Variable 5.87219000 N N N N N N Sprout Social Inc. 254900QE3QH8EBRDOB65 85209W109 530.00000000 NS USD 3418.50000000 0.000618499377 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -253630.32000000 PA USD -253630.32000000 -0.04588860467 Short RA CORP US N 2 Reverse repurchase N 4.02000000 2027-11-05 250000.00000000 EUR 269225.00000000 EUR CDS N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD -639.45000000 -0.00011569385 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -104392.87000000 USD 77000.00000000 GBP 2026-03-16 -639.45000000 N N N COMMODITIES EXCHANGE CENTER N/A 000000000 7.00000000 NC USD 209352.01000000 0.037877457338 N/A DCO CORP US N 1 COMMODITIES EXCHANGE CENTER N/A Long GOLD GOLD 2026-04-28 3487487.99000000 USD 209352.01000000 N N N Coursera Inc 984500573CA1QB7DAC30 22266M104 851.00000000 NS USD 5454.91000000 0.000986941184 Long EC CORP US N 1 N N N Conmed Corporation Z6C0YCECH9DCU5ZIQW84 207410101 339.00000000 NS USD 15594.00000000 0.002821377591 Long EC CORP US N 1 N N N Mechanics Bancorp N/A 43785V102 114.00000000 NS USD 1625.64000000 0.000294122371 Long EC CORP US N 1 N N N VB-S1 ISSUER LLC N/A 91823ABA8 5000000.00000000 PA USD 4968761.00000000 0.898983643880 Long ABS-O CORP US N 2 2052-02-15 Fixed 5.26800000 N N N N N N SHILTON BIDCO LTD 549300JUUQPK8NFDUB17 000000000 1000000.00000000 PA 1182338.86000000 0.213917171033 Long LON CORP GB N 2 2030-01-23 Floating 5.77600000 N N N N N N MAGENTA THERAPEUTICS INC - CVR N/A 000000000 178.00000000 NS USD 0.02000000 0.000000003618 Long EC CORP US N 3 N N N Wabash National Corporation 5299004ZAWHQZI5XO485 929566AL1 1750000.00000000 PA USD 1612045.75000000 0.291662803350 Long DBT CORP US N 2 2028-10-15 Fixed 4.50000000 N N N N N N Spero Therapeutics Inc 54930074G13LHWJT2323 84833T103 144.00000000 NS USD 312.48000000 0.000056536108 Long EC CORP US N 1 N N N Workiva Inc 529900RTOQ8GRWHY1O58 98139A105 501.00000000 NS USD 30851.58000000 0.005581887679 Long EC CORP US N 1 N N N CS Disco Inc N/A 126327105 84.00000000 NS USD 273.00000000 0.000049393105 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 551000.00000000 NC USD 665.49000000 0.000120405192 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A JPY N/A USD 2026-05-20 551000.00000000 USD 123.50000000 USD 2026-05-20 XXXX -54536.81000000 N N N BOWTIE GERMANY BIDCO GMB 254900F23Z2F8RRW1Q10 000000000 1300000.00000000 PA 1537224.84000000 0.278125671193 Long LON CORP DE N 3 2031-08-01 Floating 6.03100000 N N N N N N Focus Financial Partners LLC 5493007L0E0VKRC2CP39 34417VAA5 1350000.00000000 PA USD 1342897.08000000 0.242966508216 Long DBT CORP US N 2 2031-09-15 Fixed 6.75000000 N N N N N N GT Biopharma Inc. 549300HMPDDS7IM47Y18 36254L308 3.00000000 NS USD 1.43000000 0.000000258725 Long EC CORP US N 1 N N N SWITCH ABS ISSUER LLC 2024-1 N/A 871044AE3 1400000.00000000 PA USD 1404117.12000000 0.254042874063 Long ABS-O CORP US N 2 2054-06-25 Fixed 5.43600000 N N N N N N Lite Strategy Inc. 529900A43X33ON524197 55279B301 33.00000000 NS USD 37.29000000 0.000006746772 Long EC CORP US N 1 N N N Sleep Number Corporation 529900W0TZQLBT2DSS66 83125X103 260.00000000 NS USD 1604.20000000 0.000290243294 Long EC CORP US N 1 N N N Goodyear Tire & Rubber Co. The 5493002BI0S2ZQUY3437 382550101 3229.00000000 NS USD 26639.25000000 0.004819762921 Long EC CORP US N 1 N N N CCO Holdings, LLC/ CCO Holdings Capital Corp. N/A 1248EPCL5 2857000.00000000 PA USD 2551636.93000000 0.461660334475 Long DBT CORP US N 2 2033-06-01 Fixed 4.50000000 N N N N N N IKENA ONCOLOGY INC - CVR N/A 000000000 161.00000000 NS USD 0.02000000 0.000000003618 Long EC CORP US N 3 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -327931.16000000 PA USD -327931.16000000 -0.05933164206 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2049-12-31 350000.00000000 EUR 349545.00000000 EUR CDS N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -706081.62000000 -0.12774931771 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.IG.45.V1 Y Default Event 2030-12-20 0.00000000 USD -726709.30000000 USD -33000000.00000000 USD 20627.68000000 N N N ESC NANOSTRING TECHNOL + NPV N/A 000000000 532.00000000 NS USD 0.05000000 0.000000009046 Long EC CORP US N 3 N N N Rapid Micro Biosystems Inc N/A 75340L104 86.00000000 NS USD 372.38000000 0.000067373642 Long EC CORP US N 1 N N N Orthopediatrics Corp. 5493000KUTPFGOPAT717 68752L100 80.00000000 NS USD 1533.60000000 0.000277469839 Long EC CORP US N 1 N N N Hanger Inc 254900ZJJJYVLHJXSZ60 41043BAH1 1231001.89950000 PA USD 1233562.38000000 0.223184895253 Long LON CORP US N 2 2031-10-23 Floating 7.17690000 N N N N N N Vincerx Pharma Inc N/A 92731L304 4.00000000 NS USD 0.05000000 0.000000009046 Long EC CORP US N 2 N N N WW International Inc SGT8R1MU6ESIC7UJC518 98262P200 4946.00000000 NS USD 105151.96000000 0.019024841839 Long EC CORP US N 1 N N N Pyxis Oncology Inc N/A 747324101 62.00000000 NS USD 91.14000000 0.000016489698 Long EC CORP US N 1 N N N Betclic Everest Group SAS 96950037FKVH5JOEKU82 000000000 100000.00000000 PA 120396.57000000 0.021783005302 Long DBT CORP FR N 2 2031-12-10 Fixed 5.12500000 N N N N N N HUMANIGEN INC 549300ILAUCQNMJQXL47 444863203 284.00000000 NS USD 0.03000000 0.000000005427 Long EC CORP US N 3 N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AN7 977000.00000000 PA USD 909225.51000000 0.164503557745 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1105000.00000000 NC USD 117.92000000 0.000021334926 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A JPY N/A USD 2026-04-01 1105000.00000000 USD 140.00000000 USD 2026-04-01 XXXX -29076.18000000 N N N FINCO UTILITAS BV 699400OA31YDOOASVM61 000000000 1000000.00000000 PA 1181003.77000000 0.213675617038 Long LON CORP BE N 2 2030-09-27 Floating 5.58200000 N N N N N N FLORIDA FOOD PRODUCTS LLC N/A 000000000 461992.37000000 PA USD 454290.96000000 0.082193557428 Long DBT CORP US N 2 2030-10-15 Floating 9.14977000 N N N N N N U.S. Treasury Bond Stripped Principal Payment 254900HROIFWPRGM1V77 912803EK5 1910000.00000000 PA USD 796193.09000000 0.144052926932 Long DBT UST US N 2 2044-11-15 None 0.00000000 N N N N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -18595830.96000000 PA USD -18595830.96000000 -3.36449023758 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2026-03-12 19852000.00000000 USD 19095034.40000000 USD CDS N N N PAVmed Inc. 549300V1JXXVXU7P8007 70387R502 1.00000000 NS USD 10.08000000 0.000001823745 Long EC CORP US N 1 N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 070830104 10922.00000000 NS USD 248584.72000000 0.044975718775 Long EC CORP US N 1 N N N Deuce Finco PLC 9845007DA2BC863E8437 000000000 1100000.00000000 PA 1509685.41000000 0.273143041292 Long DBT CORP GB N 2 2031-11-20 Fixed 7.00000000 N N N N N N OBRA LONGEVITY RFF CL A NTS FUNDED N/A 000000000 5500000.00000000 PA USD 5937170.14000000 1.074195125665 Long DBT CORP US N 3 2039-06-30 Fixed 8.47800000 N N N N N N Secretariat Advisors LLC N/A 81368NAP0 53763.44000000 PA USD 52643.55000000 0.009524646165 Long LON CORP US N 2 2032-02-23 Floating 7.82240000 N N N N N N Ashford Hospitality Trust Inc N/A 044103794 10.00000000 NS USD 29.90000000 0.000005409721 Long EC CORP US N 1 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 -3688125.00000000 NC USD -2250.29000000 -0.00040713850 N/A DIR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Put Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2026-08-13 0.00000000 USD 0.00000000 USD 0.00000000 USD -3688125.00000000 USD 3.64000000 USD 2026-08-13 XXXX 9182.90000000 N N N Denali Therapeutics Inc 549300ZTQ2HO18L3Q830 24823R105 1062.00000000 NS USD 22493.16000000 0.004069622777 Long EC CORP US N 1 N N N Industrial Logistics Properties Trust 5493004XH9PJW009HR47 456237106 380.00000000 NS USD 2226.80000000 0.000402888522 Long EC CORP US N 1 N N N Perrigo Finance Unlimited Co. 549300E86RB6YCTMRM83 000000000 250000.00000000 PA 296099.69000000 0.053572465704 Long DBT CORP IE N 2 2032-09-30 Fixed 5.37500000 N N N N N N REGATTA 34 FUNDING LTD 254900DFXK1U6FX6IO06 75904CAC6 650000.00000000 PA USD 410943.00000000 0.074350735639 Long ABS-CBDO CORP KY N 2 2038-07-20 Variable 0.01000000 N N N N N N Advantage Solutions Inc 549300Y4WXMN9L59RU18 00791N102 455.00000000 NS USD 237.65000000 0.000042997331 Long EC CORP US N 1 N N N MetLife Inc. C4BXATY60WC6XEOZDX54 59156RCR7 750000.00000000 PA USD 744708.53000000 0.134737973496 Long DBT CORP US N 2 2056-03-15 Fixed 5.85000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -626963.67000000 PA USD -626963.67000000 -0.11343473446 Short RA CORP US N 2 Reverse repurchase N 5.90090000 2049-12-31 650000.00000000 EUR 670280.00000000 EUR CDS N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612E106 1235.00000000 NS USD 140530.65000000 0.025425806516 Long EC CORP US N 1 N N N GrafTech Finance Inc. 1Z010BU876CF2HDBIN43 384311AC0 3200000.00000000 PA USD 1552000.00000000 0.280798898417 Long DBT CORP US N 2 2029-12-23 Fixed 4.62500000 N N N N N N VFH PARENT LLC 549300FRO9M476YHHY64 91824YAA6 600000.00000000 PA USD 624492.00000000 0.112987542313 Long DBT CORP US N 2 2031-06-15 Fixed 7.50000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 -3501000.00000000 NC USD -17415.15000000 -0.00315087302 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2031-09-23 0.00000000 USD 0.00000000 USD 0.00000000 USD -3501000.00000000 USD 2.85000000 USD 2026-09-21 XXXX -5161.65000000 N N N AP GRANGE HOLDINGS N/A 000000000 3500000.00000000 PA USD 3683750.00000000 0.666490297710 Long DBT CORP KY N 3 2045-03-20 Fixed 6.50000000 N N N N N N Star Holdings (Maryland) 549300NXTGWF12PTMW64 85512G106 60.00000000 NS USD 541.20000000 0.000097917760 Long EC CORP US N 1 N N N GENERATION BIO CO N/A 000000000 52.00000000 NS USD 0.01000000 0.000000001809 Long EC CORP US N 3 N N N Personalis Inc 549300EZ2NYFK7H0US48 71535D106 214.00000000 NS USD 1938.84000000 0.000350788747 Long EC CORP US N 1 N N N B&G Foods, Inc. 549300TRW1LZMDJZAQ78 05508R106 375.00000000 NS USD 1991.25000000 0.000360271138 Long EC CORP US N 1 N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -30444446.11000000 PA USD -30444446.11000000 -5.50822611509 Short RA CORP US N 2 Reverse repurchase N 0.00000000 2026-04-13 32727630.00000000 USD 31915328.75000000 USD CDS N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -745041.74000000 PA USD -745041.74000000 -0.13479826022 Short RA CORP US N 2 Reverse repurchase N 3.90000000 2070-12-30 800000.00000000 EUR 820480.00000000 EUR CDS N N N Connectone Bancorp Inc. 549300E2M5ZYAZKUK134 20786W107 218.00000000 NS USD 5783.54000000 0.001046399266 Long EC CORP US N 1 N N N APPLEGREEN FINANCE IRELA 635400OPREBBJDTRR459 000000000 1400000.00000000 PA 1666092.22000000 0.301441275798 Long LON CORP IE N 2 2032-01-27 Floating 7.03900000 N N N N N N Clearwater Analytics Holdings Inc N/A 185123106 58.00000000 NS USD 1356.62000000 0.000245449356 Long EC CORP US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -4215000.00000000 NC USD -2138.67000000 -0.00038694341 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2026-08-14 0.00000000 USD 0.00000000 USD 0.00000000 USD -4215000.00000000 USD 3.68500000 USD 2026-08-14 XXXX 10400.96000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -881125.00000000 PA USD -881125.00000000 -0.15941941325 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2027-02-26 950000.00000000 USD 994650.00000000 USD CDS N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -741625.00000000 PA USD -741625.00000000 -0.13418007927 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2027-02-26 850000.00000000 USD 821015.00000000 USD CDS N N N TEAM.BLUE FINCO SARL 549300DR8PIYMOZ4YU85 000000000 1000000.00000000 PA 1050058.12000000 0.189983997017 Long LON CORP LU N 2 2029-09-28 Floating 5.46800000 N N N N N N Ceva Inc 529900G9T7CVU2J2VU73 157210105 132.00000000 NS USD 2753.52000000 0.000498186457 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -199411.70000000 PA USD -199411.70000000 -0.03607898562 Short RA CORP US N 2 Reverse repurchase N 4.50000000 2032-04-14 200000.00000000 EUR 209240.00000000 EUR CDS N N N Corsair Gaming Inc 549300Y7YT18L8G0H525 22041X102 163.00000000 NS USD 894.87000000 0.000161906256 Long EC CORP US N 1 N N N Absci Corp. N/A 00091E109 287.00000000 NS USD 786.38000000 0.000142277472 Long EC CORP US N 1 N N N Liberty Latin America Ltd 213800YWQHEAX7CAVO83 000000000 906.00000000 NS USD 7193.64000000 0.001301524605 Long EC CORP BM N 1 N N N Astrana Health Inc 5493008O4R82Q4STJ936 03763A207 442.00000000 NS USD 8985.86000000 0.001625785817 Long EC CORP US N 1 N N N Reinsurance Group of America, Incorporated LORM1GNEU1DKEW527V90 759351AV1 400000.00000000 PA USD 400391.18000000 0.072441625180 Long DBT CORP US N 2 2056-09-15 Fixed 6.37500000 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 345.00000000 NC USD 56062.50000000 0.010143226960 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2026-12-16 0.00000000 USD 2500.00000000 97.50000000 USD 2026-09-11 XXXX -72179.90000000 N N N Gulfeagle Supply 5493009BEGVKVXE2HW08 40273UAE9 50000.00000000 PA USD 46000.00000000 0.008322647762 Long LON CORP US N 2 2031-06-17 Floating 6.66760000 N N N N N N ARETEC GROUP INC 549300NV2T8A33L0PQ58 04009DAJ3 1378596.17780000 PA USD 1328815.07000000 0.240418690629 Long LON CORP US N 2 2030-08-09 Floating 6.67540000 N N N N N N Barnes & Noble Education Inc. 549300JQGDS5THBPED41 06777U200 2.00000000 NS USD 17.30000000 0.000003130039 Long EC CORP US N 1 N N N Turtle Beach Corp. 549300SZRV8U8PXSYI20 900450206 90.00000000 NS USD 1128.60000000 0.000204194353 Long EC CORP US N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WBD9 475000.00000000 PA USD 478027.63000000 0.086488164895 Long DBT CORP US N 2 2056-08-15 Fixed 6.35000000 N N N N N N Tucows Inc 529900860LTAB4QUV247 898697206 58.00000000 NS USD 1053.28000000 0.000190566922 Long EC CORP US N 1 N N N CONTRA CVR SESEN BIO N/A 000000000 1182.00000000 NS USD 0.12000000 0.000000021711 Long EC CORP US N 3 N N N Whirlpool Corp. WHENKOULSSK7WUM60H03 963320106 1379.00000000 NS USD 94364.97000000 0.017073182748 Long EC CORP US N 1 N N N Stereotaxis Inc. 549300KPNOKI02O2ZP21 85916J409 295.00000000 NS USD 637.20000000 0.000115286764 Long EC CORP US N 1 N N N Syros Pharmaceuticals Inc. 549300512PURS7IGVT96 87184Q206 34.00000000 NS USD 0.01000000 0.000000001809 Long EC CORP US N 1 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -7.00000000 NC USD -35175.00000000 -0.00636411163 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 6870.00000000 USD 2026-03-04 XXXX 25881.16000000 N N N Tattooed Chef Inc. 5493005UQQNAE47M7Q04 87663X102 281.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 2 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -671430.42000000 PA USD -671430.42000000 -0.12147997570 Short RA CORP US N 2 Reverse repurchase N 4.15000000 2070-12-30 700000.00000000 EUR 708260.00000000 EUR CDS N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -853875.00000000 PA USD -853875.00000000 -0.15448914908 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2027-02-26 900000.00000000 USD 961830.00000000 USD CDS N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -741625.00000000 PA USD -741625.00000000 -0.13418007927 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2027-02-26 850000.00000000 USD 835465.00000000 USD CDS N N N Liberty Latin America Ltd 213800YWQHEAX7CAVO83 000000000 237.00000000 NS USD 1858.08000000 0.000336177072 Long EC CORP BM N 1 N N N Anterix Inc. 549300QIX2QHFGIEQG40 03676C100 68.00000000 NS USD 2509.88000000 0.000454105373 Long EC CORP US N 1 N N N Identiv Inc. 5299008KH3C585Z0DS77 45170X205 127.00000000 NS USD 400.05000000 0.000072379896 Long EC CORP US N 1 N N N Trinet Group Inc 5299003FJVBETSFKE990 896288107 474.00000000 NS USD 18049.92000000 0.003265720136 Long EC CORP US N 1 N N N Secretariat Advisors N/A 81368NAN5 442889.78860000 PA USD 433664.39000000 0.078461651414 Long LON CORP US N 2 2032-02-27 Floating 7.67190000 N N N N N N Eagle Bancorp Inc 549300B47NZODRMG3D47 268948106 185.00000000 NS USD 4708.25000000 0.000851850137 Long EC CORP US N 1 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -7.00000000 NC USD -26075.00000000 -0.00471767479 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 6950.00000000 USD 2026-03-11 XXXX 27412.57000000 N N N Outdoor Holding Co. 549300WUBAV2G8RICP63 00175J107 515.00000000 NS USD 1096.95000000 0.000198468010 Long EC CORP US N 1 N N N OmniAb Inc. N/A 68218J103 867.00000000 NS USD 1491.24000000 0.000269805766 Long EC CORP US N 1 N N N CLIFFWATER LLC 1L REV CL FUNDED N/A 000000000 130000.00000000 PA USD 120896.90000000 0.021873528570 Long LON CORP US N 3 2032-03-09 Floating 5.75000000 N N N N N N Precision BioSciences Inc. 549300I5QGRS3BLHZH41 74019P207 9.00000000 NS USD 37.80000000 0.000006839045 Long EC CORP US N 1 N N N Ziggo Bond Company B.V. 213800JYI4P7V5QDOG59 98953GAD7 4361000.00000000 PA USD 3783933.29000000 0.684616172370 Long DBT CORP NL N 2 2030-02-28 Fixed 5.12500000 N N N N N N Lands End Inc. 54930016WOL7P2P67Q43 51509F105 85.00000000 NS USD 1365.95000000 0.000247137406 Long EC CORP US N 1 N N N MERLIN BUYER INC 2549008CJ699WXZAWW31 59010LAB3 3176250.00010000 PA USD 3191146.61000000 0.577364982460 Long LON CORP US N 2 2028-12-14 Floating 7.66690000 N N N N N N Growgeneration Corp N/A 39986L109 647.00000000 NS USD 731.11000000 0.000132277630 Long EC CORP US N 1 N N N Northfield Bancorp Inc. N/A 66611T108 258.00000000 NS USD 3441.72000000 0.000622700505 Long EC CORP US N 1 N N N Arcimoto Inc. 549300MG7KF9H96GWE02 039587209 9.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 2 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -3688125.00000000 NC USD -2250.29000000 -0.00040713850 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2026-08-13 0.00000000 USD 0.00000000 USD 0.00000000 USD -3688125.00000000 USD 3.64000000 USD 2026-08-13 XXXX 8814.09000000 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -7.00000000 NC USD -45360.00000000 -0.00820685440 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 6890.00000000 USD 2026-03-10 XXXX 13402.13000000 N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913YBE9 3350000.00000000 PA USD 2534926.21000000 0.458636911945 Long DBT CORP US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Domo Inc 549300X57AGT5JULJ761 257554105 330.00000000 NS USD 1184.70000000 0.000214344365 Long EC CORP US N 1 N N N AZURIA WATER SOLUTN INC 549300AG3DVJURRIT691 000000000 98823.53000000 PA USD 97403.44000000 0.017622924390 Long LON CORP US N 2 2033-01-27 Floating 6.42540000 N N N N N N CHEST 2023-1 N/A 000000000 425000.00000000 PA USD 446406.25000000 0.080766999514 Long DBT CORP US N 3 2043-03-23 Fixed 7.12500000 N N N N N N BAYARD PARK CLO LTD 254900IPTPVQFEN03U12 072716AC7 500000.00000000 PA USD 285725.00000000 0.051695402867 Long ABS-CBDO CORP KY N 2 2038-07-26 Variable 0.01000000 N N N N N N CML - FONTAINEBLEAU VEGAS FUNDED N/A 000000000 2500000.00000000 PA USD 2625000.00000000 0.474933703831 Long DBT CORP US N 3 2028-01-31 Floating 9.42700000 N N N N N N COGENT COMMUNICATIONS GROUP LLC 549300KFWFYF8Q1U0Y26 19240WAA7 850000.00000000 PA USD 835445.45000000 0.151154743587 Long DBT CORP US N 2 2027-06-15 Fixed 7.00000000 N N N N N N EVI Industries Inc. 549300RU296J63VW0297 26929N102 27.00000000 NS USD 524.61000000 0.000094916179 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1214171.31000000 PA USD -1214171.31000000 -0.21967652470 Short RA CORP US N 2 Reverse repurchase N 4.30000000 2070-12-31 1300000.00000000 EUR 1226810.00000000 EUR CDS N N N Cox Communications, Inc. 5493001NEDZNIFRP2R92 224044CT2 125000.00000000 PA USD 109111.74000000 0.019741273451 Long DBT CORP US N 2 2053-12-15 Fixed 5.80000000 N N N N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -7.00000000 NC USD -17.50000000 -0.00000316622 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 6975.00000000 USD 2026-02-24 XXXX 52293.33000000 N N N Cidron Atrium SE 2549004YHD7GOLT9Y166 000000000 225000.00000000 PA 265272.60000000 0.047995008930 Long DBT CORP DE N 2 2033-02-15 Fixed 5.62500000 N N N N N N American National Group Inc. 549300RK5RZQ740FPL83 025676859 25000.00000000 NS USD 623000.00000000 0.112717599042 Long EP CORP US N 1 N N N Global Water Resources Inc. N/A 379463102 75.00000000 NS USD 687.00000000 0.000124296935 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -738000.00000000 PA USD -738000.00000000 -0.13352421844 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2027-02-26 800000.00000000 USD 822400.00000000 USD CDS N N N United States Treasury Bills 254900HROIFWPRGM1V77 912797SZ1 12000000.00000000 PA USD 11981918.25000000 2.167854024184 Long DBT UST US N 2 2026-03-17 None 0.00000000 N N N N N N Brundage-Bone Concrete Pumping Holdings Inc. N/A 66981QAB2 1350000.00000000 PA USD 1375200.94000000 0.248811152741 Long DBT CORP US N 2 2032-02-01 Fixed 7.50000000 N N N N N N ARSENAL AIC PARENT LLC 254900G9F9HA5EP57J39 04287KAG6 172293.01000000 PA USD 172293.01000000 0.031172479003 Long LON CORP US N 2 2030-08-19 Floating 6.42260000 N N N N N N Custom Truck One Source Inc 2549008QOVAS9KBZ4E50 23204X103 540.00000000 NS USD 3866.40000000 0.000699536637 Long EC CORP US N 1 N N N Cue Biopharma Inc. 549300PBW78KZA33WC97 22978P106 183.00000000 NS USD 51.26000000 0.000009274324 Long EC CORP US N 1 N N N Verastem Inc 549300IY0EFBIU8NQC81 92337C203 85.00000000 NS USD 486.20000000 0.000087966768 Long EC CORP US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 217.00000000 NC USD -874906.89000000 -0.15829438848 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long STANDARD & POORS'S 500 STANDARD & POORS'S 500 2026-03-20 75569019.39000000 USD -874906.89000000 N N N Charter Communications, Inc. 0J0XRGZE3PBRFEZ7MV65 16119P108 457.00000000 NS USD 107225.91000000 0.019400075650 Long EC CORP US N 1 N N N AFFIMED NV 8945008KK4QRBYT6R544 000000000 69.00000000 NS USD 0.01000000 0.000000001809 Long EC CORP NL N 1 N N N U.S. Treasury Bond Stripped Principal Payment 254900HROIFWPRGM1V77 912803EH2 1910000.00000000 PA USD 818178.12000000 0.148030615209 Long DBT UST US N 2 2044-05-15 None 0.00000000 N N N N N N Entravision Communications Corporation 549300SKHY2ALCLKV539 29382R107 358.00000000 NS USD 1109.80000000 0.000200792923 Long EC CORP US N 1 N N N Columbus McKinnon Corp. 549300W3HQB0HO1F3G69 199333105 163.00000000 NS USD 3093.74000000 0.000559741484 Long EC CORP US N 1 N N N ARDONAGH GROUP FINCO PTY LTD 254900YP2E642AGM4G32 000000000 595511.24100000 PA USD 582112.24000000 0.105319894167 Long LON CORP AU N 3 2031-02-18 Floating 6.67130000 N N N N N N Teads Holding Co. 549300TNEHRXPVGWVW07 69002R103 127.00000000 NS USD 108.67000000 0.000019661350 Long EC CORP US N 1 N N N Aterian Inc N/A 02156U200 12.00000000 NS USD 6.83000000 0.000001235732 Long EC CORP US N 1 N N N Hydrofarm Holdings Group Inc 5493005Y60YG0W2FYJ83 44888K407 46.00000000 NS USD 62.10000000 0.000011235574 Long EC CORP US N 1 N N N Society Pass Inc. N/A 83370P201 2.00000000 NS USD 1.46000000 0.000000264153 Long EC CORP US N 1 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -7.00000000 NC USD -2695.00000000 -0.00048759860 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 6875.00000000 USD 2026-02-27 XXXX 63726.43000000 N N N MERATIVE 1L DDTL CL UNFUNDED N/A 000000000 78974.36000000 PA USD 78974.36000000 0.014288603924 Long LON CORP US N 3 2032-09-30 Fixed 0.50000000 N N N N N N MERATIVE 1L TL CL REVOLVER UNFUNDE N/A 000000000 80000.00000000 PA USD 80000.00000000 0.014474170021 Long LON CORP US N 3 2032-09-30 Fixed 0.50000000 N N N N N N LABRADOR AVIATION FINANCE LTD 549300FTBC83WH0X4750 50543LAA0 713852.75000000 PA USD 718091.25000000 0.129922185543 Long ABS-O CORP BM N 2 2042-01-15 Variable 4.30000000 N N N N N N QSRP FINCO BV 1L TLB EUR CL N/A 000000000 1300000.00000000 PA 1478351.87000000 0.267473953975 Long LON CORP BE N 2 2031-06-19 Floating 3.75000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06055H400 131500.00000000 NS USD 2419600.00000000 0.437771272301 Long EP CORP US N 1 N N N Intralot Capital Luxembourg S.A. 549300QF747C7UWZYB38 000000000 450000.00000000 PA 523520.31000000 0.094719024708 Long DBT CORP LU N 2 2031-10-15 Fixed 6.75000000 N N N N N N AZURIA WATER SOLUTN INC 549300AG3DVJURRIT691 000000000 741176.47000000 PA USD 730525.76000000 0.132171925691 Long LON CORP US N 2 2033-01-27 Floating 6.42540000 N N N N N N Generac Holdings Inc. 529900S2H2AHJHSFFI84 368736104 2048.00000000 NS USD 461557.76000000 0.083508318662 Long EC CORP US N 1 N N N Crocs Inc 549300B0J6YCXD63OG72 227046109 683.00000000 NS USD 61954.93000000 0.011209327381 Long EC CORP US N 1 N N N Century Therapeutics Inc N/A 15673T100 96.00000000 NS USD 222.72000000 0.000040296089 Long EC CORP US N 1 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -7.00000000 NC USD -38815.00000000 -0.00702268636 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 6850.00000000 USD 2026-03-03 XXXX 23627.83000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -488014.19000000 PA USD -488014.19000000 -0.08829500448 Short RA CORP US N 2 Reverse repurchase N 4.30000000 2070-12-31 550000.00000000 EUR 541640.00000000 EUR CDS N N N Grant Thornton 254900XS1SHU0YY3WF58 38821UAD2 250000.00000000 PA USD 231427.50000000 0.041871512283 Long LON CORP US N 2 2031-06-01 Floating 6.42130000 N N N N N N Athersys Inc 529900SJN2POLMMUAI78 04744L205 49.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 1 N N N American Outdoor Brands Inc N/A 02875D109 84.00000000 NS USD 764.40000000 0.000138300694 Long EC CORP US N 1 N N N EVERGREEN ACQCO 1 LP 549300F6POVHG3ME8T95 30015FAJ5 1362666.66670000 PA USD 1362244.24000000 0.246466934257 Long LON CORP US N 2 2032-09-17 Floating 6.67540000 N N N N N N Cannae Holdings Inc. 549300OGRF1ICI7D2V77 13765N107 994.00000000 NS USD 12126.80000000 0.002194067062 Long EC CORP US N 1 N N N Nike, Inc. 787RXPR0UX0O0XUXPZ81 654106103 2085.00000000 NS USD 129645.30000000 0.023456351433 Long EC CORP US N 1 N N N Carriage Services, Inc. N/A 143905107 90.00000000 NS USD 4146.30000000 0.000750178139 Long EC CORP US N 1 N N N Carriage Services, Inc. N/A 143905AP2 3150000.00000000 PA USD 3033081.77000000 0.548766765352 Long DBT CORP US N 2 2029-05-15 Fixed 4.25000000 N N N N N N STANDARD BUILDING SOLUTIONS INC 54930064UHXCIUWVI755 853496AH0 1000000.00000000 PA USD 923226.80000000 0.167036770895 Long DBT CORP US N 2 2031-01-15 Fixed 3.37500000 N N N N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -7.00000000 NC USD -17.50000000 -0.00000316622 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 6955.00000000 USD 2026-02-25 XXXX 53595.33000000 N N N Maxlinear Inc 549300EMOI0SM2IY4F64 57776J100 829.00000000 NS USD 14449.47000000 0.002614301068 Long EC CORP US N 1 N N N CERBERUS LOAN FUNDING XLIV LLC 6354005DPIRML7EMPA20 15674DAE4 2050000.00000000 PA USD 2058335.92000000 0.372408800844 Long ABS-CBDO CORP US N 2 2036-01-15 Floating 7.87219000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746TD3 400000.00000000 PA USD 399592.24000000 0.072297075263 Long DBT CORP US N 2 N/A Fixed 3.90000000 N N N N N N Madison Park Funding LIII Ltd / LLC N/A 558201AA7 7500000.00000000 PA USD 7238013.75000000 1.309553020447 Long ABS-CBDO CORP KY N 2 2035-04-23 Variable 9.66969000 N N N N N N JB Poindexter & Co Inc 549300W6P81HOZZGPQ16 465965AC5 590000.00000000 PA USD 610862.40000000 0.110521577967 Long DBT CORP US N 2 2031-12-15 Fixed 8.75000000 N N N N N N Valley National Bancorp. 549300ET52S1UBIB9762 919794107 4679.00000000 NS USD 59002.19000000 0.010675096621 Long EC CORP US N 1 N N N Cerence Inc 5493002WL2W5WMS89568 156727109 454.00000000 NS USD 3591.14000000 0.000649734636 Long EC CORP US N 1 N N N AirSculpt Technologies Inc. N/A 009496100 38.00000000 NS USD 60.04000000 0.000010862864 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -242104.01000000 PA USD -242104.01000000 -0.04380318254 Short RA CORP US N 2 Reverse repurchase N 4.35000000 2042-11-08 250000.00000000 EUR 250625.00000000 EUR CDS N N N RBB Bancorp. 549300A23FBFZNGET525 74930B105 83.00000000 NS USD 1784.50000000 0.000322864455 Long EC CORP US N 1 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -7.00000000 NC USD -45745.00000000 -0.00827651134 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 6905.00000000 USD 2026-03-12 XXXX 13773.62000000 N N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267108 11155.00000000 NS USD 231354.70000000 0.041858340788 Long EC CORP US N 1 N N N MERATIVE 1L TL CL N/A 000000000 691025.64000000 PA USD 691025.64000000 0.125025282532 Long LON CORP US N 3 2032-09-30 Floating 8.75150000 N N N N N N U.S. Treasury Bond Stripped Principal Payment 254900HROIFWPRGM1V77 912803ER0 1920000.00000000 PA USD 749468.49000000 0.135599179375 Long DBT UST US N 2 2046-02-15 None 0.00000000 N N N N N N Heron Therapeutics Inc. 549300DR2I1DOPD2IX53 427746102 1100.00000000 NS USD 1309.00000000 0.000236833606 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1385351.12000000 PA USD -1385351.12000000 -0.25064759563 Short RA CORP US N 2 Reverse repurchase N 5.90090000 2049-12-31 1500000.00000000 EUR 1487250.00000000 EUR CDS N N N Park River Holdings Inc 254900PGY077KWCROT75 70082LAC1 500000.00000000 PA USD 503206.50000000 0.091043705461 Long DBT CORP US N 2 2031-03-15 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F052649 9700000.00000000 PA USD 9848318.82000000 1.781828012838 Long ABS-MBS USGSE US N 2 2056-04-15 Fixed 5.50000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -794599.47000000 PA USD -794599.47000000 -0.14376459784 Short RA CORP US N 2 Reverse repurchase N 4.15000000 2070-12-30 850000.00000000 EUR 787440.00000000 EUR CDS N N N CURO GROUP HOLDINGS CORP N/A 000000000 125.00000000 NS USD 0.01000000 0.000000001809 Long EC CORP US N 3 N N N CAPSTONE BORROWER INC 254900YSP2BAI3YKIX08 14071CAE8 350000.00000000 PA USD 310040.50000000 0.056094736382 Long LON CORP US N 2 2030-06-17 Floating 6.47320000 N N N N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -7.00000000 NC USD -52080.00000000 -0.00942268468 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 6845.00000000 USD 2026-03-05 XXXX 17157.57000000 N N N Outset Medical Inc N/A 690145206 36.00000000 NS USD 125.64000000 0.000022731684 Long EC CORP US N 1 N N N Standard Biotools Inc 549300GX8Y96GSB6YP89 34385P108 454.00000000 NS USD 513.02000000 0.000092819233 Long EC CORP US N 1 N N N Prelude Therapeutics Incorporated N/A 74065P101 64.00000000 NS USD 176.64000000 0.000031958967 Long EC CORP US N 1 N N N Metis Issuer 2025-1 LLC N/A 59155MAA8 1200000.00000000 PA USD 1226271.86000000 0.221865842428 Long DBT CORP US Y 3 2055-05-15 Fixed 6.89200000 N N N N N N Cassava Sciences Inc 529900XA0UG5JXABYF08 14817C107 448.00000000 NS USD 1021.44000000 0.000184806202 Long EC CORP US N 1 N N N Kane Bidco Ltd. 213800IT8MD1MLYZWC24 000000000 100000.00000000 PA 137103.97000000 0.024805827155 Long DBT CORP JE N 2 2031-07-15 Fixed 7.75000000 N N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 11102AAG6 5000000.00000000 PA USD 4910613.50000000 0.888463183863 Long DBT CORP GB N 2 2081-11-23 Fixed 4.87500000 N N N N N N ORAMED PHARMACEUTICALS INC 5299006K52ZIIGQJ6R84 68403P203 212.00000000 NS USD 723.98000000 0.000130987620 Long EC CORP US N 1 N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QDV7 420000.00000000 PA USD 418606.52000000 0.075737274282 Long DBT CORP GB N 2 N/A Fixed 4.87500000 N N N N N N Reinsurance Group of America, Incorporated LORM1GNEU1DKEW527V90 759351AT6 265000.00000000 PA USD 274334.89000000 0.049634623008 Long DBT CORP US N 2 2055-09-15 Fixed 6.65000000 N N N N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -7.00000000 NC USD -34055.00000000 -0.00616147325 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 6900.00000000 USD 2026-03-06 XXXX 30176.95000000 N N N Scientific Games Holdings LP / Scientific Games US Finco Inc 549300W5GPFXXB6TQ330 80875CAC1 1120000.00000000 PA 1300598.98000000 0.235313634579 Long LON CORP US N 2 2029-04-04 Floating 5.77600000 N N N N N N MFA Financial Inc. YW72IMH2RRC8Z1TGLG58 55272X607 649.00000000 NS USD 6561.39000000 0.001187133430 Long EC CORP US N 1 N N N Finch Therapeutics Group Inc N/A 31773D200 1.00000000 NS USD 12.25000000 0.000002216357 Long EC CORP US N 2 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -742875.14000000 PA USD -742875.14000000 -0.13440626351 Short RA CORP US N 2 Reverse repurchase N 3.97000000 2049-12-31 800000.00000000 EUR 828720.00000000 EUR CDS N N N STANDARD BUILDING SOLUTIONS INC 54930064UHXCIUWVI755 853496AG2 2400000.00000000 PA USD 2315375.76000000 0.418914280175 Long DBT CORP US N 2 2030-07-15 Fixed 4.37500000 N N N N N N Ginkgo Bioworks Holdings Inc N/A 37611X209 10.00000000 NS USD 67.50000000 0.000012212580 Long EC CORP US N 1 N N N V.F. Corp CWAJJ9DJ5Z7P057HV541 918204108 4779.00000000 NS USD 92808.18000000 0.016791517208 Long EC CORP US N 1 N N N OCP CLO LTD 2024-38 213800HPO38YAQ7A5G07 67120JAC6 500000.00000000 PA USD 304575.00000000 0.055105879178 Long ABS-CBDO CORP KY N 3 2038-01-21 Variable 0.01000000 N N N N N N Rackspace Technology Inc N/A 750102105 324.00000000 NS USD 631.80000000 0.000114309757 Long EC CORP US N 1 N N N THUNDERBIRD 2022-1 A FUNDED N/A 000000000 8500000.00000000 PA USD 8196252.67000000 1.482924433564 Long DBT CORP CA N 3 2037-03-01 Fixed 5.50000000 N N N N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -7.00000000 NC USD -17.50000000 -0.00000316622 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 6915.00000000 USD 2026-02-23 XXXX 59611.13000000 N N N AWAYDAY(VACATION RENT)1L TL CL USD N/A 000000000 152877.70000000 PA USD 151435.10000000 0.027398717307 Long DBT CORP US N 2 2032-05-01 Floating 6.00000000 N N N N N N Kaiser Aluminium Corporation N/A 483007AL4 4350000.00000000 PA USD 4203953.54000000 0.760609228757 Long DBT CORP US N 2 2031-06-01 Fixed 4.50000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QDX3 275000.00000000 PA USD 284252.38000000 0.051428965964 Long DBT CORP GB N 2 N/A Fixed 6.12500000 N N N N N N Bolt Biotherapeutics Inc. 254900W0P77PQ6B8OY50 097702203 6.00000000 NS USD 27.12000000 0.000004906743 Long EC CORP US N 1 N N N Tvardi Therapeutics Inc. 549300COVOY41P0GZ881 140755307 7.00000000 NS USD 27.93000000 0.000005053294 Long EC CORP US N 1 N N N Xerox Corp. 4KF48RN45X1OO8UBLY20 984121CS0 250000.00000000 PA USD 180000.00000000 0.032566882548 Long DBT CORP US N 2 2030-10-15 Fixed 10.25000000 N N N N N N ARES LOAN FUNDING V LTD N/A 04020PAA0 1000000.00000000 PA USD 961357.10000000 0.173935576460 Long ABS-CBDO CORP JE N 2 2037-07-27 Floating 10.26802000 N N N N N N CARLYLE US CLO 2022-1 LTD N/A 14318KAA1 2250000.00000000 PA USD 2250000.00000000 0.407086031855 Long ABS-CBDO CORP KY N 2 2035-04-16 Floating 11.02219000 N N N N N N CARLYLE FINANCE LLC N/A 000000000 20.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Castlelake Aircraft Structured Trust 2018-1 N/A 14856CAA7 128347.01000000 PA USD 127706.62000000 0.023105591634 Long ABS-O CORP US N 2 2043-06-15 Fixed 4.12500000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 160708.63000000 0.029076550431 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -11012000.00000000 GBP 14998795.49000000 USD 2026-03-16 160708.63000000 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -7.00000000 NC USD -17.50000000 -0.00000316622 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 6950.00000000 USD 2026-02-26 XXXX 54943.53000000 N N N Outcomes Group Holdings Inc N/A 000000000 689548.05720000 PA USD 687176.01000000 0.124328780043 Long LON CORP US N 2 2031-05-06 Floating 7.16340000 N N N N N N Mativ Holdings Inc 549300Z1FU4IDULG1R21 808541106 135.00000000 NS USD 1463.40000000 0.000264768755 Long EC CORP US N 1 N N N APOLLO AVIATION SECURITIZATION EQUITY TRUST 2020-1 N/A 00255UAA3 236848.91000000 PA USD 235240.33000000 0.042561356654 Long ABS-O CORP US N 2 2040-01-16 Fixed 3.35100000 N N N N N N Orchid Island Capital Inc. 549300KBIHGT19K9DY89 68571X301 158.00000000 NS USD 1175.52000000 0.000212683454 Long EC CORP US N 1 N N N Kkr Group Finance Company X Llc N/A 48255BAA4 1600000.00000000 PA USD 1040523.02000000 0.188258838785 Long DBT CORP US N 2 2051-12-15 Fixed 3.25000000 N N N N N N Tortuga Resorts (Turquoise) N/A 89776TAB7 850000.00000000 PA USD 835125.00000000 0.151096765490 Long LON CORP US N 2 2032-12-30 Floating 6.92190000 N N N N N N APPLE BIDCO LLC 2549001SCJD3WEYJFM53 48254EAG6 776234.25250000 PA USD 776234.25000000 0.140441831388 Long LON CORP US N 2 2031-09-23 Floating 6.17330000 N N N N N N Conga (aka Apttus) 254900VOVRKNFQ3GHG43 03835XAD4 1355606.07460000 PA USD 1206489.41000000 0.218286660619 Long LON CORP US N 3 2028-05-08 Floating 7.16360000 N N N N N N White Cap 254900L2N0T6GULCL366 96350TAK6 700000.00000000 PA USD 691691.00000000 0.125145664204 Long LON CORP US N 2 2033-02-09 Floating 7.16000000 N N N N N N ASPHALT ATD HOLDCO LLC N/A 000000000 1071.00000000 NS USD 4.79000000 0.000000866640 Long EC CORP US N 3 N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -7.00000000 NC USD -70245.00000000 -0.01270922591 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 6830.00000000 USD 2026-03-09 XXXX -513.75000000 N N N The Beauty Health Company 5493001Z2JZQT4C63C50 88331L108 1022.00000000 NS USD 1062.88000000 0.000192303822 Long EC CORP US N 1 N N N ALTERYX 1L DDTL FUNDED N/A 000000000 937500.00000000 PA USD 895312.50000000 0.161986316842 Long LON CORP US N 3 2031-03-19 Floating 10.31599000 N N N N N N 1261229 Bc Ltd. N/A 68288AAA5 2029000.00000000 PA USD 2098255.15000000 0.379631272371 Long DBT CORP CA N 2 2032-04-15 Fixed 10.00000000 N N N N N N ALTERYX 1L REV FUNDED N/A 000000000 150000.00000000 PA USD 138722.62000000 0.025098684846 Long LON CORP US N 3 2031-02-08 Floating 7.25000000 N N N N N N LIQUID TECH SOLUTIONS HO 254900OC60TKLQ1KX067 000000000 498916.41000000 PA USD 497045.47000000 0.089929008015 Long LON CORP US N 2 2032-10-12 Floating 7.17130000 N N N N N N 1stDibs.com Inc. N/A 320551104 106.00000000 NS USD 509.86000000 0.000092247504 Long EC CORP US N 1 N N N RealPage 5493001RSFZX4122A604 75605VAD4 523632.81250000 PA USD 482616.65000000 0.087318443091 Long LON CORP US N 2 2028-04-24 Floating 6.95620000 N N N N N N Capstone Borrower Inc. 254900YSP2BAI3YKIX08 140944AA7 1000000.00000000 PA USD 869543.20000000 0.157323951473 Long DBT CORP US N 2 2030-06-15 Fixed 8.00000000 N N N N N N CytoSorbents Corp. 549300VI8WO8GK5QK793 23283X206 245.00000000 NS USD 184.36000000 0.000033355724 Long EC CORP US N 1 N N N JEFFERIES CREDIT PARTNERS DIRECT LENDING CLO 2025-1 LTD 213800SOG377Y9E1U217 47235BAJ2 1050000.00000000 PA USD 1022569.70000000 0.185010596208 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 7.00555000 N N N N N N THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 000000000 -7.00000000 NC USD -34615.00000000 -0.00626279244 N/A DE CORP US N 2 THE OPTIONS CLEARING CORPORATION 549300CII6SLYGKNHA04 Call Written S&P DOW JONES INDICES LLC S&P 500 INDEX 100.00000000 6845.00000000 USD 2026-03-02 XXXX 34397.83000000 N N N BCP V Modular Services Finance II PLC 213800227GGD6UI7PI97 000000000 3000000.00000000 PA 3432874.30000000 0.621100078509 Long DBT CORP GB N 2 2028-11-30 Fixed 4.75000000 N N N N N N PetMed Express Inc. 529900PGHW5ASJ1AZL48 716382106 118.00000000 NS USD 323.32000000 0.000058497358 Long EC CORP US N 1 N N N CERBERUS LOAN FUNDING XLV LLC 6354005BRQJC9NIG3407 15675FAG3 1500000.00000000 PA USD 1487698.80000000 0.269165067150 Long ABS-CBDO CORP US N 2 2036-04-15 Floating 8.67219000 N N N N N N ARES DIRECT LENDING CLO 2 LLC 254900G0OBAGPDEAK422 04021CAJ9 1500000.00000000 PA USD 1485913.05000000 0.268841976536 Long ABS-CBDO CORP US N 2 2036-10-20 Floating 7.56763000 N N N N N N Purecycle Corp. N/A 746228303 114.00000000 NS USD 1204.98000000 0.000218013567 Long EC CORP US N 1 N N N Ball Corporation 0BGI85ALH27ZJP15DY16 058498106 2988.00000000 NS USD 200584.44000000 0.036291166102 Long EC CORP US N 1 N N N ALTERYX 1L TL N/A 000000000 412500.00000000 PA USD 393937.50000000 0.071273979410 Long LON CORP US N 3 2031-03-19 Floating 10.31599000 N N N N N N AMC Networks Inc 549300VGG9K75226LR46 00164VAG8 350000.00000000 PA USD 375375.95000000 0.067915691528 Long DBT CORP US N 2 2029-01-15 Fixed 10.25000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2740348.18000000 PA USD -2740348.18000000 -0.49580331844 Short RA CORP US N 2 Reverse repurchase N 4.50000000 2034-01-23 3000000.00000000 EUR 2905500.00000000 EUR CDS N N N Nustar Logistics, L.P. N62BF2PKP51FIIOIUN20 67059TAH8 1898000.00000000 PA USD 1998294.12000000 0.361545610574 Long DBT CORP US N 2 2030-10-01 Fixed 6.37500000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -82.00000000 -0.00001483602 N/A DE CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y Performance Leg 2028-11-14 0.00000000 USD 0.00000000 USD 500000.00000000 USD -82.00000000 N N N CONTRA ATRECA INC N/A 000000000 154.00000000 NS USD 0.02000000 0.000000003618 Long EC CORP US N 3 N N N Usi Inc 2549006D7UF7072T7I27 90346KAB5 350000.00000000 PA USD 358226.40000000 0.064812872747 Long DBT CORP US N 2 2032-01-15 Fixed 7.50000000 N N N N N N Clearwater Paper Corporation 549300HCVV19GXN4P292 18538RAJ2 1609000.00000000 PA USD 1439524.03000000 0.260448944503 Long DBT CORP US N 2 2028-08-15 Fixed 4.75000000 N N N N N N Healthequity Inc 529900LRJU1RAFQHM467 42226AAA5 75000.00000000 PA USD 73051.31000000 0.013216963515 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Biffa Group Holdings Ltd. 21380012LWLXNMXB8I44 000000000 400000.00000000 PA 477572.73000000 0.086405861145 Long DBT CORP JE N 2 2031-06-15 Fixed 5.25000000 N N N N N N PAR HEALTH N/A 000000000 581.99999300 NS USD 4838.17000000 0.000875356189 Long EC CORP US N 2 N N N CURRICULUM ASSOC REFI 1L TL CL N/A 000000000 1400000.00000000 PA USD 1393670.71000000 0.252152835132 Long LON CORP US N 3 2032-05-07 Floating 8.94886000 N N N N N N Taysha Gene Therapies Inc. N/A 877619106 133.00000000 NS USD 602.49000000 0.000109006783 Long EC CORP US N 1 N N N Digital Turbine, Inc. 549300D0WZR1VI2QGB24 25400W102 1060.00000000 NS USD 4303.60000000 0.000778637976 Long EC CORP US N 1 N N N Pregis 549300LJXHJYHS1GM034 74045BAG2 1175492.19250000 PA USD 1177149.64000000 0.212978300377 Long LON CORP US N 2 2029-02-01 Floating 7.67120000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 152221.55000000 0.027541007445 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2031-09-23 0.00000000 USD -10500.23000000 USD 14230000.00000000 USD 162721.78000000 N N N Whirlpool Corp. WHENKOULSSK7WUM60H03 963320AX4 100000.00000000 PA USD 73227.69000000 0.013248875441 Long DBT CORP US N 2 2050-05-15 Fixed 4.60000000 N N N N N N DXP Enterprises N/A 23338DAS5 636953.62500000 PA USD 639819.92000000 0.115760778815 Long LON CORP US N 2 2030-10-11 Floating 6.92740000 N N N N N N Commerce.com Inc. 549300MOVEFQ78DMPG58 08975P108 567.00000000 NS USD 1576.26000000 0.000285188190 Long EC CORP US N 1 N N N Cogent Communications Group LLC 549300KFWFYF8Q1U0Y26 19240CAE3 500000.00000000 PA USD 490818.40000000 0.088802362141 Long DBT CORP US N 2 2027-06-15 Fixed 7.00000000 N N N N N N Higginbotham Insurance Agency Inc - TL 1L 12/25 N/A 000000000 2581758.90740000 PA USD 2575304.51000000 0.465942441687 Long LON CORP US N 3 2031-06-11 None 0.00000000 N N N N N N Motel One GmbH 529900OZ5000U0NZHM90 000000000 250000.00000000 PA 318080.10000000 0.057549318098 Long DBT CORP DE N 2 2031-04-02 Fixed 7.75000000 N N N N N N Higginbotham Insurance Agency Inc - TL 1L DD-A 12/25 N/A 000000000 80210.53000000 PA USD 80210.53000000 0.014512260609 Long LON CORP US N 3 2031-06-11 None 0.00000000 N N N N N N RL DATIX 1L TL FACILITY B USD N/A 000000000 370000.00000000 PA USD 370000.00000000 0.066943036349 Long LON CORP US N 3 2031-04-30 Floating 9.53505000 N N N N N N LivaNova PLC 2138001K2FX6SHK2B339 000000000 625.00000000 NS USD 44125.00000000 0.007983409402 Long EC CORP GB N 1 N N N Ambarella Inc 254900XN7F4DG0CEKC02 000000000 412.00000000 NS USD 24860.08000000 0.004497862808 Long EC CORP KY N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -220469.36000000 -0.03988888751 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2030-01-31 241.87000000 USD 0.00000000 USD -6950000.00000000 USD -220711.23000000 N N N Frem Mil Hse Tr 2015-R1 549300ZG8WH0M4JSUM77 35563CAK4 11642128.07000000 PA USD 657096.84000000 0.118886642284 Long ABS-O CORP US N 2 2052-10-25 Fixed 0.70000000 N N N N N N Under Armour, Inc. 549300D4549QKWETZ406 904311107 8161.00000000 NS USD 60554.62000000 0.010955973318 Long EC CORP US N 1 N N N Citi Trends Inc. 529900D06Q0FPHV34S87 17306X102 47.00000000 NS USD 2226.86000000 0.000402899378 Long EC CORP US N 1 N N N Huntington Bancshares Incorporated 549300XTVCVV9I7B5T19 446150104 542.00000000 NS USD 9105.60000000 0.001647450031 Long EC CORP US N 1 N N N LIQUID TECH SOLUTIONS HO 254900OC60TKLQ1KX067 000000000 51083.59000000 PA USD 50892.03000000 0.009207748687 Long LON CORP US N 2 2032-10-12 Floating 7.17130000 N N N N N N QUANTUM BIDCO LTD 259400QEGOEU126C6775 000000000 1050000.00000000 PA 1405333.48000000 0.254262946581 Long LON CORP GB N 2 2028-01-31 Floating 10.74470000 N N N N N N Cars Db4 LP N/A 12510HAT7 1025500.00000000 PA USD 1032222.26000000 0.186757006140 Long ABS-O CORP US N 2 2053-09-15 Fixed 6.50000000 N N N N N N Fate Therapeutics Inc. 549300L14Q4UHOODLA90 31189P102 948.00000000 NS USD 1403.04000000 0.000253847993 Long EC CORP US N 1 N N N New Enterprise Stone & Lime Co., Inc. 549300O5DQ5Y61B8VF38 644274AH5 291000.00000000 PA USD 291042.78000000 0.052657533515 Long DBT CORP US N 2 2028-07-15 Fixed 5.25000000 N N N N N N Finance of America Companies Inc N/A 31738L206 10.00000000 NS USD 193.50000000 0.000035009398 Long EC CORP US N 1 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -19.00000000 -0.00000343761 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Y Performance Leg 2028-12-15 0.00000000 USD 0.00000000 USD 500000.00000000 USD -19.00000000 N N N Lazydays Holdings Inc. 5493006PPWVM3TDVJH23 52110H209 2.00000000 NS USD 0.84000000 0.000000151978 Long EC CORP US N 3 N N N GENERATE CLO 21 LTD N/A 37150EAC3 750000.00000000 PA USD 509895.00000000 0.092253836539 Long ABS-CBDO CORP KY N 2 2038-07-20 Variable 0.01000000 N N N N N N Inovio Pharmaceuticals Inc. 529900B9W875XDZXTM97 45773H409 205.00000000 NS USD 371.05000000 0.000067133009 Long EC CORP US N 1 N N N CDK GLOBAL II LLC 5493000L10CYRTHIJ385 15477BAE7 216433.13800000 PA USD 135270.71000000 0.024474140693 Long LON CORP US N 2 2029-07-01 Floating 6.92110000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F050643 56710000.00000000 PA USD 56908988.58000000 10.29637970576 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 5.00000000 N N N N N N Helios Technologies Inc 5493000BCJSMIDRNTI78 42328H109 378.00000000 NS USD 26958.96000000 0.004877607133 Long EC CORP US N 1 N N N RR 41 LTD 254900MKRTHN5MG3CP95 749754AC1 1000000.00000000 PA USD 735046.70000000 0.132989886369 Long ABS-CBDO CORP BM N 2 2125-11-14 Variable 0.01000000 N N N N N N Brand House Collective Inc.(The) N/A 497498105 74.00000000 NS USD 79.92000000 0.000014459695 Long EC CORP US N 1 N N N Whirlpool Corp. WHENKOULSSK7WUM60H03 963320AV8 100000.00000000 PA USD 73382.12000000 0.013276816017 Long DBT CORP US N 2 2046-06-01 Fixed 4.50000000 N N N N N N Beyondspring Inc N/A 000000000 133.00000000 NS USD 179.55000000 0.000032485465 Long EC CORP KY N 1 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -32.00000000 -0.00000578966 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Y Performance Leg 2029-03-02 0.00000000 USD 0.00000000 USD 500000.00000000 USD -32.00000000 N N N Kestrel Group Ltd. N/A 000000000 20.00000000 NS USD 307.80000000 0.000055689369 Long EC CORP BM N 1 N N N ARES DIRECT LENDING CLO 6 LLC 254900F5EQV7KVCD4M68 039960AJ8 1350000.00000000 PA USD 1328629.77000000 0.240385164833 Long ABS-CBDO CORP US N 2 2037-10-16 Floating 7.05141000 N N N N N N CUBE SAFETY BIDCO AB 254900VV71UO3IOOQZ21 000000000 1200000.00000000 PA 1415673.30000000 0.256133700489 Long LON CORP SE N 2 2033-02-21 Floating 3.25000000 N N N N N N New Enterprise Stone & Lime Co., Inc. 549300O5DQ5Y61B8VF38 644274AG7 2300000.00000000 PA USD 2317250.00000000 0.419253381030 Long DBT CORP US N 2 2028-07-15 Fixed 9.75000000 N N N N N N AVROBIO INC N/A 000000000 18.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Astec Industries Inc. 5493002DO2QKHLKB2A48 046224101 133.00000000 NS USD 8257.97000000 0.001494090772 Long EC CORP US N 1 N N N Gibson Brands 549300KU4ACNZQGB7J14 37476YAB8 5520000.00000000 PA USD 5039318.40000000 0.911749391428 Long LON CORP US N 2 2028-08-14 Floating 9.58400000 N N N N N N Lstar Securities Investment 2024-1 Ltd. N/A 54916LAA1 574977.58000000 PA USD 574328.60000000 0.103911622557 Long ABS-O CORP US N 2 2029-01-02 Variable 7.78125000 N N N N N N ASP Dream (DBA FullBloom) 254900DH5Q9BDS6KS803 00217BAB0 3128125.00000000 PA USD 2862234.38000000 0.517855838220 Long LON CORP US N 2 2028-12-15 Floating 8.66600000 N N N N N N PENN Entertainment Inc N/A 707569AV1 3350000.00000000 PA USD 3161635.87000000 0.572025689107 Long DBT CORP US N 2 2029-07-01 Fixed 4.12500000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -76.00000000 -0.00001375046 N/A DE CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE Y Equity - Performance Leg 2028-09-13 0.00000000 USD 0.00000000 USD 500000.00000000 USD -76.00000000 N N N TTEC Holdings Inc. GTJS1N8S8I28A7L4WG97 89854H102 108.00000000 NS USD 270.00000000 0.000048850323 Long EC CORP US N 1 N N N PacifiCorp. SGY07Y7FNYBNLM6Z1M11 695114DF2 1380000.00000000 PA USD 1397625.22000000 0.252868313258 Long DBT CORP US N 2 2055-09-15 Fixed 7.37500000 N N N N N N Ranpak Holdings Corp. 5493000Z9EZR9DCYOO86 75321W103 447.00000000 NS USD 2288.64000000 0.000414077055 Long EC CORP US N 1 N N N Pulmonx Corporation 549300WZMFR0ZK7RJY40 745848101 155.00000000 NS USD 244.90000000 0.000044309052 Long EC CORP US N 1 N N N Robert Half Inc. 529900VPCUY9H3HLIC08 770323103 2350.00000000 NS USD 57387.00000000 0.010382864937 Long EC CORP US N 1 N N N VistaJet N/A 92842EAB4 900000.00000000 PA USD 900567.00000000 0.162936998422 Long LON CORP US N 2 2031-04-01 Floating 7.41080000 N N N N N N BALROG ACQUISITION INC 25490017XQ2US9FIMN58 05878UAB7 230328.86580000 PA USD 152784.05000000 0.027642778953 Long LON CORP US N 2 2028-09-05 Floating 4.12000000 N N N N N N Canoo Inc 5493004KHMS7ZZPSQE04 13803R300 2.00000000 NS USD 0.01000000 0.000000001809 Long EC CORP US N 1 N N N CrossCountry Intermediate HoldCo LLC N/A 22757VAB6 800000.00000000 PA USD 791807.52000000 0.143259458360 Long DBT CORP US N 2 2032-12-01 Fixed 6.75000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -663684.76000000 PA USD -663684.76000000 -0.12007857571 Short RA CORP US N 2 Reverse repurchase N 3.95000000 2070-12-30 650000.00000000 EUR 671125.00000000 EUR CDS N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -834523.18000000 -0.15098787992 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-07-18 134.91000000 USD 0.00000000 USD 53800000.00000000 USD -834658.09000000 N N N US Fertility 254900DAI0GZFFDITB24 90356EAG5 434210.53000000 PA USD 434644.74000000 0.078639023321 Long LON CORP US N 2 2032-12-30 Floating 7.17190000 N N N N N N CASPER BIDCO SASU 969500OUD0VB2606MD53 000000000 1300000.00000000 PA 1532325.16000000 0.277239186176 Long LON CORP FR N 2 2031-03-28 Floating 5.77600000 N N N N N N ROCKET MORTGAGE LLC 549300FGXN1K3HLB1R50 77313LAB9 1800000.00000000 PA USD 1656465.30000000 0.299699504837 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N Brc Group Holdings Inc. 529900LRQ75IKIPK4990 05580M108 118.00000000 NS USD 761.10000000 0.000137703635 Long EC CORP US N 1 N N N The Bank of New York Mellon Corp. WFLLPEPC7FZXENRZV188 064058AL4 5000000.00000000 PA USD 4925222.50000000 0.891106348236 Long DBT CORP US N 2 N/A Fixed 3.75000000 N N N N N N Upwork Inc 5493004QJ6WWBXVE2S70 91688F104 1378.00000000 NS USD 18492.76000000 0.003345841905 Long EC CORP US N 1 N N N Liberty Mutual Group, Inc. QUR0DG15Z6FFGYCHH861 53079EBL7 5250000.00000000 PA USD 3528321.20000000 0.638369011742 Long DBT CORP US N 2 2061-02-01 Fixed 4.30000000 N N N N N N Capitol Fed Fin In N/A 14057J101 762.00000000 NS USD 5471.16000000 0.000989881250 Long EC CORP US N 1 N N N Match Group Inc 15OMOPB0A8K0EFUVD031 57667L107 5697.00000000 NS USD 180025.20000000 0.032571441912 Long EC CORP US N 1 N N N LXP Industrial Trust 549300S4MH2ICXDBFV43 529043408 656.00000000 NS USD 32511.36000000 0.005882186903 Long EC CORP US N 1 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 616.27000000 0.000111499959 N/A DFE CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 -520000.00000000 EUR 615593.47000000 USD 2026-03-16 616.27000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -39.50000000 -0.00000714662 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE Y Equity - Performance Leg 2028-10-12 0.00000000 USD 0.00000000 USD 500000.00000000 USD -39.50000000 N N N Intralot Capital Luxembourg S.A. 549300QF747C7UWZYB38 000000000 900000.00000000 PA 1042215.51000000 0.188565056135 Long DBT CORP LU N 2 2031-10-15 Floating 6.50000000 N N N N N N Onewater Marine Inc. N/A 68280L101 61.00000000 NS USD 694.49000000 0.000125652079 Long EC CORP US N 1 N N N ARES LXXVII CLO LTD N/A 03990LAC3 1000000.00000000 PA USD 708230.00000000 0.128138017929 Long ABS-CBDO CORP KY N 2 2038-07-15 Variable 0.01000000 N N N N N N Nexture S.p.A. 815600EF527DCD52E910 000000000 520000.00000000 PA 615240.40000000 0.111313676921 Long DBT CORP IT N 2 2032-07-30 Floating 5.14500000 N N N N N N CrossCountry Intermediate HoldCo LLC N/A 22757VAA8 550000.00000000 PA USD 547817.55000000 0.099115054493 Long DBT CORP US N 2 2030-10-01 Fixed 6.50000000 N N N N N N HAMLIN PARK CLO LTD N/A 407908AC6 1000000.00000000 PA USD 611240.00000000 0.110589896049 Long ABS-CBDO CORP JE N 3 2037-10-20 Variable 0.01000000 N N N N N N Metropolitan Bank Holding Corp N/A 591774104 57.00000000 NS USD 4796.55000000 0.000867826002 Long EC CORP US N 1 N N N PERSHING SQUARE SPARC HOLDINGS LTD 5493000J0QXAU1Z8FB80 714920113 82425.00000000 NS USD 8.24000000 0.000001490839 Long EC CORP US N 3 N N N Wolverine World Wide, Inc. 549300OVC7PK14LQ8D87 978097AG8 300000.00000000 PA USD 283483.50000000 0.051289854716 Long DBT CORP US N 2 2029-08-15 Fixed 4.00000000 N N N N N N LeonaBio Inc. 529900CSS4S4X8VY5C81 04746L203 19.00000000 NS USD 106.97000000 0.000019353774 Long EC CORP US N 1 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 2281909.68000000 0.412859358526 N/A DE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 State Street Spdr S&p 500 Etf Trust State Street Spdr S&p 500 Etf Trust TR UNIT Y Performance Leg 2026-06-16 0.00000000 USD 0.00000000 USD 18954980.00000000 USD 2281909.68000000 N N N Carrington Mtg Nc5 N/A 144539AC7 1164587.67000000 PA USD 1069872.10000000 0.193568883458 Long ABS-O CORP US N 2 2037-01-25 Floating 3.93821000 N N N N N N MILL CITY SECURITIES 2024-RS1 LLC N/A 599920AB1 3150000.00000000 PA USD 2967041.70000000 0.536818325335 Long ABS-O CORP US N 2 2069-11-01 Fixed 4.00000000 N N N N N N Blackrock Credit Allocation Income Trust WU48CSUCFTU86AQUYZ93 092508100 290333.00000000 NS USD 3080433.13000000 0.557333910795 Long EC RF US N 1 N N N Bandwidth Inc 549300QC70JB7MUGXM66 05988J103 275.00000000 NS USD 4075.50000000 0.000737368499 Long EC CORP US N 1 N N N NEXUS BUYER LLC 254900PILSANV8WOOF24 65343UAH5 1435527.18250000 PA USD 1343567.31000000 0.243087771004 Long LON CORP US N 2 2031-07-31 Floating 7.17130000 N N N N N N Kaseya 254900MISXMLRZ63NH46 48578AAB4 1389500.00000000 PA USD 1253523.53000000 0.226796408740 Long LON CORP US N 2 2032-03-22 Floating 6.67540000 N N N N N N ALBION FINANCING 1 SARL 259400W9CABUZBRDLP97 000000000 450000.00000000 PA 552486.90000000 0.099959866565 Long DBT CORP LU N 2 2030-05-21 Fixed 5.37500000 N N N N N N Zumiez Inc. 549300J0PDF58P6HZD25 989817101 114.00000000 NS USD 2989.08000000 0.000540805651 Long EC CORP US N 1 N N N Upbound Group Inc 529900QUHE15UQNCCJ63 76009N100 773.00000000 NS USD 16580.85000000 0.002999925525 Long EC CORP US N 1 N N N CAPSTONE ACQUISITION 1L DDTL FUND N/A 000000000 224846.67450000 PA USD 223923.28000000 0.040513795331 Long LON CORP US N 3 2029-11-13 None 0.00000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -281345.28000000 -0.05090299271 N/A DE CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Performance Leg 2026-05-15 0.00000000 USD 0.00000000 USD 3174650.80000000 USD -281345.28000000 N N N IRobot Corp 5493009PRNKOUKBAT390 462726100 315.00000000 NS USD 17.01000000 0.000003077570 Long EC CORP US N 3 N N N Waste Pro USA Inc 549300BY1QXU5BI3UF28 94107JAC7 300000.00000000 PA USD 312223.80000000 0.056489754574 Long DBT CORP US N 2 2033-02-01 Fixed 7.00000000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320BJ0 1550000.00000000 PA USD 1523187.95000000 0.275586017038 Long DBT CORP US N 2 2052-03-01 Fixed 5.12500000 N N N N N N FTAI AIRCRAFT LEASING UNF N/A 000000000 137500.00000000 NS USD 13.75000000 0.000002487747 Long EC CORP US N 3 N N N CARLYLE US CLO 2025-4 LTD N/A 142919AC3 1000000.00000000 PA USD 670080.00000000 0.121235648100 Long ABS-CBDO CORP KY N 3 2037-10-26 Variable 0.01000000 N N N N N N Carmax Inc 529900F60CID3NCZM330 143130102 2577.00000000 NS USD 111249.09000000 0.020127978042 Long EC CORP US N 1 N N N RECESS HOLDINGS INC N/A 72811HAJ9 1572120.00000000 PA USD 1574745.44000000 0.284914165490 Long LON CORP US N 2 2030-02-20 Floating 7.41800000 N N N N N N GOLDENTREE LN 24 LTD/LLC 254900PS1VHPJR2OTF82 38139WAA1 600000.00000000 PA USD 567925.08000000 0.102753052092 Long ABS-CBDO CORP KY N 2 2038-10-20 Floating 8.26763000 N N N N N N Franklin Street Properties Corp MA 549300STLK2T6QY5WO82 35471R106 595.00000000 NS USD 489.51000000 0.000088565637 Long EC CORP US N 1 N N N Essendi SA 2221000MD2YP7WLTNC52 000000000 200000.00000000 PA 247213.01000000 0.044727539228 Long DBT CORP LU N 2 2029-10-15 Fixed 6.37500000 N N N N N N BLUE RIBBON LLC 549300NQM7J4KC44D416 69382EAB8 1282033.64240000 PA USD 1256392.97000000 0.227315568270 Long LON CORP US N 2 2028-05-08 Floating 0.01000000 N N N N N N NEXUS BUYER LLC 254900PILSANV8WOOF24 000000000 700000.00000000 PA USD 679875.00000000 0.123007829292 Long LON CORP US N 2 2032-01-14 Floating 9.42790000 N N N N N N SAPHILUX SARL 222100CX5OA6ONWOBW66 000000000 1400000.00000000 PA USD 1396066.00000000 0.252586208066 Long LON CORP LU N 2 2028-07-27 Floating 6.67420000 N N N N N N Grifols S.A. 959800HSSNXWRKBK4N60 000000000 100000.00000000 PA 117353.12000000 0.021232362642 Long DBT CORP ES N 2 2028-10-15 Fixed 3.87500000 N N N N N N KROLL (DEERFIELD) 1L TLB CL USD N/A 000000000 1411763.88890000 PA USD 1406611.52000000 0.254494178684 Long LON CORP US N 3 2032-09-13 None 0.00000000 N N N N N N SALUDA GRADE ALTERNATIVE MORTGAGE T N/A 79581UAB0 278648.17000000 PA USD 291164.43000000 0.052679543300 Long ABS-O CORP US N 2 2053-11-25 Variable 7.11500000 N N N N N N National CineMedia Inc 5493000MOLIVSOGKEB48 635309206 35.00000000 NS USD 124.60000000 0.000022543519 Long EC CORP US N 1 N N N Virtus Investment Partners Inc. 549300HWF93HB8BDM648 92828Q109 85.00000000 NS USD 11760.60000000 0.002127811549 Long EC CORP US N 1 N N N KROLL (DEERFIELD) 1L CL REV UNFUND N/A 000000000 150000.00000000 PA USD 150000.00000000 0.027139068790 Long LON CORP US N 3 2032-09-13 Fixed 0.50000000 N N N N N N DigitalBridge Group Inc 549300XG87L902AGBO89 25401T603 1417.00000000 NS USD 21892.65000000 0.003960974229 Long EC CORP US N 1 N N N Lineage Cell Therapeutics Inc. 5299002BI4W22SDF8R25 53566P109 747.00000000 NS USD 1434.24000000 0.000259492920 Long EC CORP US N 1 N N N Morgan Stanley Residential Mortgage Loan Trust 2025-Nqm1 N/A 617955AN9 15942094.55000000 PA USD 640798.87000000 0.115937897424 Long ABS-O CORP US N 2 2070-11-25 Variable 0.01000000 N N N N N N Lincoln National Corp. EFQMQROEDSNBRIP7LE47 534187109 8597.00000000 NS USD 294877.10000000 0.053351266010 Long EC CORP US N 1 N N N ALLIANT HOLDINGS INTERMEDIATE LLC 5493006Q26653NF8SI73 01883LAH6 1450000.00000000 PA USD 1433725.78000000 0.259399883799 Long DBT CORP US N 2 2032-10-01 Fixed 7.37500000 N N N N N N Ciena Corporation W0CZ7N0GH8UIGXDM1H41 171779AL5 850000.00000000 PA USD 821000.21000000 0.148541207840 Long DBT CORP US N 2 2030-01-31 Fixed 4.00000000 N N N N N N Whirlpool Corp. WHENKOULSSK7WUM60H03 963320AZ9 300000.00000000 PA USD 273076.92000000 0.049407022112 Long DBT CORP US N 2 2032-05-14 Fixed 4.70000000 N N N N N N Cytomx Therapeutics Inc 5493004VW2FW0QLL3345 23284F105 386.00000000 NS USD 2072.82000000 0.000375029363 Long EC CORP US N 1 N N N ARDONAGH FINCO LTD 254900D2T84O1K03BA28 000000000 700000.00000000 PA 836811.80000000 0.151401953365 Long DBT CORP JE N 2 2031-02-15 Fixed 6.87500000 N N N N N N ASPHALT (ATD) 1L NEW MONEY EXIT TL N/A 000000000 87520.58280000 PA USD 70016.47000000 0.012667878638 Long LON CORP US N 3 2030-02-28 Floating 7.29561000 N N N N N N CLOUD SOFTWARE GROUP HOLDINGS INC N/A 88632QAE3 1660000.00000000 PA USD 1627923.82000000 0.294535576910 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N CYTEIR THERAPEUTICS INC N/A 000000000 99.00000000 NS USD 0.01000000 0.000000001809 Long EC CORP US N 3 N N N Joint Corp. (The) N/A 47973J102 165.00000000 NS USD 1452.00000000 0.000262706185 Long EC CORP US N 1 N N N Intellia Therapeutics Inc 5493002T5BCPE5DZC723 45826J105 814.00000000 NS USD 11216.92000000 0.002029445089 Long EC CORP US N 1 N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 450000.00000000 PA USD 434858.78000000 0.078677748963 Long DBT CORP US N 2 2035-09-26 Fixed 5.20000000 N N N N N N National Storage Affiliates Trust 529900FS06O8GOYNR108 637870106 949.00000000 NS USD 33233.98000000 0.006012928462 Long EC CORP US N 1 N N N Neogen Corp 549300HJT9FC36N4UW43 640491106 1258.00000000 NS USD 14127.34000000 0.002556019013 Long EC CORP US N 1 N N N Level 3 254900AE5FEFIJOXWL19 52729KAU0 380000.00000000 PA USD 380570.00000000 0.068855436063 Long LON CORP US N 2 2032-03-29 Floating 6.92430000 N N N N N N US FERTILITY ENTERPRISES, LLC 254900DAI0GZFFDITB24 90356EAH3 65789.47000000 PA USD 65855.26000000 0.011915002875 Long LON CORP US N 2 2032-12-31 Floating 7.17190000 N N N N N N Belrose Funding Trust II N/A 08079KAA2 850000.00000000 PA USD 866100.41000000 0.156701057375 Long DBT CORP US N 2 2055-05-15 Fixed 6.79200000 N N N N N N Mesa Laboratories Inc. 549300ZCG738WLX8ZW79 59064R109 29.00000000 NS USD 2800.53000000 0.000506691842 Long EC CORP US N 1 N N N Pelican Products 5493008CRWH2WFODTF44 70468BAC7 5520000.00000000 PA USD 4958781.60000000 0.897178099726 Long LON CORP US N 2 2028-12-29 Floating 9.84620000 N N N N N N KALA BIO Inc 529900Y7RO0C9P0TX474 483119202 6.00000000 NS USD 2.28000000 0.000000412513 Long EC CORP US N 1 N N N Skyworks Solutions, Inc. 549300WZ3ORQ2BVKBD96 83088M102 4710.00000000 NS USD 280621.80000000 0.050772095561 Long EC CORP US N 1 N N N One Liberty Properties Inc. 549300QII1CQZGZBZR14 682406103 95.00000000 NS USD 2231.55000000 0.000403747926 Long EC CORP US N 1 N N N LIGHTNING 2022-1 B FUNDED N/A 000000000 1100000.00000000 PA USD 1075611.47000000 0.194607291173 Long DBT CORP CA N 3 2037-03-01 Fixed 7.50000000 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1 N/A 61780XAK1 280000.00000000 PA USD 274874.57000000 0.049732265759 Long ABS-O CORP US N 2 2070-12-25 Variable 6.79051100 N N N N N N American Well Corporation N/A 03044L204 109.00000000 NS USD 621.30000000 0.000112410022 Long EC CORP US N 1 N N N Harvard Bioscience Inc. 549300VLGB1D47GGC642 416906105 234.00000000 NS USD 143.61000000 0.000025982944 Long EC CORP US N 1 N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BA3 1550000.00000000 PA USD 1635583.75000000 0.295921466024 Long DBT CORP US N 2 2035-08-15 Fixed 5.70000000 N N N N N N Zevia PBC N/A 98955K104 61.00000000 NS USD 81.74000000 0.000014788983 Long EC CORP US N 1 N N N OraSure Technologies Inc. 529900GNNJPNM4XHXQ77 68554V108 426.00000000 NS USD 1341.90000000 0.000242786109 Long EC CORP US N 1 N N N Power Integrations Inc. 54930085LGXSCIHD5W31 739276103 691.00000000 NS USD 33112.72000000 0.005990989239 Long EC CORP US N 1 N N N PENN Entertainment Inc N/A 707569109 15035.00000000 NS USD 235147.40000000 0.042544543096 Long EC CORP US N 1 N N N Fortress Biotech Inc 529900DZUWSYUURECK24 34960Q307 28.00000000 NS USD 95.76000000 0.000017325581 Long EC CORP US N 1 N N N BX COML MTG TR 2024-AIRC N/A 12433CAE5 433625.58000000 PA USD 434709.64000000 0.078650765492 Long ABS-O CORP US N 2 2041-08-15 Floating 6.24960000 N N N N N N Allegiant Travel Company 549300JM9OZXOHWL2K18 01748X102 90.00000000 NS USD 9193.50000000 0.001663353526 Long EC CORP US N 1 N N N XOMA CORP - CVR N/A 000000000 153.00000000 NS USD 0.02000000 0.000000003618 Long EC CORP US N 3 N N N GoPro Inc. 549300CQJMLT21SZFL16 38268T103 755.00000000 NS USD 730.69000000 0.000132201641 Long EC CORP US N 1 N N N Innovate Corporation 549300S6O246JWQQ1K58 45784J303 29.00000000 NS USD 153.70000000 0.000027808499 Long EC CORP US N 1 N N N Riot Platforms Inc 5299005LKZAJQDQZDF73 767292105 1226.00000000 NS USD 19971.54000000 0.003613393319 Long EC CORP US N 1 N N N SHIFT TECHNOLOGIES INC 5493000DBZBX1I1QVY71 82452T305 102.00000000 NS USD 0.01000000 0.000000001809 Long EC CORP US N 3 N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1 N/A 61780XAL9 161820.00000000 PA USD 143048.85000000 0.025881417203 Long ABS-O CORP US N 2 2070-12-25 Variable 6.79051100 N N N N N N Liveramp Holdings Inc 254900GXS75LG1X7RF88 53815P108 775.00000000 NS USD 21056.75000000 0.003809737245 Long EC CORP US N 1 N N N BLUE RIBBON LLC 549300NQM7J4KC44D416 000000000 3231898.73410000 PA USD 2100734.18000000 0.380079796142 Long LON CORP US N 2 2028-05-08 Floating 9.64640000 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 126307AZ0 100000.00000000 PA USD 63175.03000000 0.011430076566 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N Lenz Therapeutics Inc N/A 52635N103 22.00000000 NS USD 296.78000000 0.000053695552 Long EC CORP US N 1 N N N CAMBIUM NETWORKS CORP 549300OYSIGK6OT5WL04 000000000 63.00000000 NS USD 70.56000000 0.000012766217 Long EC CORP KY N 1 N N N TEGRA118 WEALTH SOLUTION 254900HOKMJFKIA9FR12 000000000 450000.00000000 PA USD 437625.00000000 0.079178233195 Long LON CORP US N 3 2033-01-27 Floating 7.65170000 N N N N N N AZURIA WATER SOLUTIONS INC 549300AG3DVJURRIT691 00771PAM3 1337834.62020000 PA USD 1325713.84000000 0.239857594000 Long LON CORP US N 2 2028-05-17 Floating 6.67190000 N N N N N N ALLIANT HOLDINGS INTERMEDIATE LLC 5493006Q26653NF8SI73 01883LAF0 150000.00000000 PA USD 152722.50000000 0.027631642888 Long DBT CORP US N 2 2031-01-15 Fixed 7.00000000 N N N N N N INTEGRATED POWER SERVICES 1L TL CL N/A 000000000 1783710.32880000 PA USD 1780225.92000000 0.322091158035 Long LON CORP US N 3 2028-11-22 Floating 8.93047000 N N N N N N Malibu Boats Inc 549300MHGS3WZNRLUK77 56117J100 121.00000000 NS USD 3516.26000000 0.000636186813 Long EC CORP US N 1 N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDK8 100000.00000000 PA USD 97712.52000000 0.017678845346 Long DBT CORP US N 2 2032-09-26 Fixed 4.80000000 N N N N N N ELI LILLY & CO-CVR N/A 000000000 6.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Zebra Technologies Corporation PO0I32GKZ3HZMMDPZZ08 989207105 1317.00000000 NS USD 294955.32000000 0.053365418130 Long EC CORP US N 1 N N N EAGLE PARENT CORP 5493007MVERDD2NKNE42 26972CAC6 534937.82210000 PA USD 534381.49000000 0.096684106782 Long LON CORP US N 2 2029-04-02 Floating 7.91080000 N N N N N N ABBVIE INC-CVR N/A 000000000 2.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Maxcyte Inc 54930053YHXULRFCU991 57777K106 563.00000000 NS USD 456.76000000 0.000082640273 Long EC CORP US N 1 N N N Farmers Insurance Exchange Inc. 549300UWG2TLX1GZVT44 309601AG7 590000.00000000 PA USD 602206.51000000 0.108955492672 Long DBT CORP US N 2 2064-10-15 Fixed 7.00000000 N N N N N N Radnet Inc 529900RECG94V2IZJ970 750491102 8.00000000 NS USD 558.48000000 0.000101044180 Long EC CORP US N 1 N N N Porch Group Inc. 549300NXEI7CVW8IXQ90 733245104 894.00000000 NS USD 7339.74000000 0.001327958058 Long EC CORP US N 1 N N N HIGGINBOTHAM 1L DDTL USD UNFUNDED N/A 000000000 226488.39000000 PA USD 225922.17000000 0.040875448752 Long DBT CORP US N 3 2031-05-01 Floating 0.50000000 N N N N N N Southern First Bancshares Inc. N/A 842873101 44.00000000 NS USD 2456.96000000 0.000444530709 Long EC CORP US N 1 N N N Bed Bath & Beyond Inc. 549300ACR0DL9U7EI710 690370101 504.00000000 NS USD 2686.32000000 0.000486028155 Long EC CORP US N 1 N N N SCILEX HOLDING COMPANY N/A 80880W205 14.00000000 NS USD 114.94000000 0.000020795763 Long EC CORP US N 1 N N N PetSmart 894500NGJMHSFNESGA67 71677HAN5 1600000.00000000 PA USD 1589328.00000000 0.287552546150 Long LON CORP US N 2 2032-08-18 Floating 7.67540000 N N N N N N Upbound Group Inc 529900QUHE15UQNCCJ63 76009NAL4 3412000.00000000 PA USD 3377665.73000000 0.611111350649 Long DBT CORP US N 2 2029-02-15 Fixed 6.37500000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 -3501000.00000000 NC USD -17415.15000000 -0.00315087302 N/A DIR CORP CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Call Written THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP CA US 2031-09-23 0.00000000 USD 0.00000000 USD 0.00000000 USD -3501000.00000000 USD 2.85000000 USD 2026-09-21 XXXX -6912.15000000 N N N Somnigroup International Inc. 549300HFEKVR3US71V91 88023UAJ0 600000.00000000 PA USD 563220.78000000 0.101901916617 Long DBT CORP US N 2 2031-10-15 Fixed 3.87500000 N N N N N N Par Pacific Holdings 984500CCF05C2FB39F45 69889PAF2 572857.31190000 PA USD 572977.61000000 0.103667191820 Long LON CORP US N 2 2030-02-28 Floating 6.95470000 N N N N N N Kopin Corp. 52990031GUBB61RXCD89 500600101 462.00000000 NS USD 1021.02000000 0.000184730213 Long EC CORP US N 1 N N N European Wax Center Inc N/A 29882P106 150.00000000 NS USD 858.00000000 0.000155235473 Long EC CORP US N 1 N N N Cartesian Therapeutics Inc 529900NMN0LACZOL7C43 816212302 18.00000000 NS USD 136.62000000 0.000024718263 Long EC CORP US N 1 N N N Ehealth Inc. 5299003O8Y5OKXUZQ421 28238P109 145.00000000 NS USD 188.50000000 0.000034104763 Long EC CORP US N 1 N N N Vanda Pharmace Inc 529900AY8VOOQBKJ0O70 921659108 326.00000000 NS USD 2904.66000000 0.000525531783 Long EC CORP US N 1 N N N HIG FINANCE 2 LTD 213800OOZO37Y7YL2O58 000000000 1250000.00000000 PA 1443409.01000000 0.261151842767 Long LON CORP GB N 2 2031-02-15 Floating 5.35000000 N N N N N N Climb Bio Inc. N/A 28658R106 41.00000000 NS USD 293.15000000 0.000053038786 Long EC CORP US N 1 N N N SGH2 LLC N/A 78424SAB8 897750.00000000 PA USD 897750.00000000 0.162427326710 Long LON CORP US N 2 2032-08-18 Floating 8.17540000 N N N N N N Aebi Schmidt Holding AG 506700TN58RT735OV464 000000000 422.00000000 NS USD 6085.24000000 0.001100984979 Long EC CORP CH N 1 N N N Illumina Inc SQ95QG8SR5Q56LSNF682 452327109 1645.00000000 NS USD 221186.70000000 0.040018673778 Long EC CORP US N 1 N N N CuriosityStream Inc 549300MSP5P41EYSIZ09 23130Q107 155.00000000 NS USD 523.90000000 0.000094787720 Long EC CORP US N 1 N N N DYE & DURHAM CORP 549300XUQDPIC5QRY347 267486AA6 880000.00000000 PA USD 733403.53000000 0.132692592345 Long DBT CORP CA N 2 2029-04-15 Fixed 8.62500000 N N N N N N REGATTA 33 FUNDING LTD N/A 75890CAC2 600000.00000000 PA USD 406872.00000000 0.073614181312 Long ABS-CBDO CORP KY N 2 2038-07-26 Variable 0.01000000 N N N N N N Cengage Learning 549300BYGM0FWUSVXJ88 15131YAR6 586664.14990000 PA USD 571129.28000000 0.103332778787 Long LON CORP US N 2 2031-03-24 Floating 6.67120000 N N N N N N Accuray Inc. 549300G28LY4TZKZJG51 004397105 550.00000000 NS USD 317.63000000 0.000057467882 Long EC CORP US N 1 N N N 1-800-Flowers.Com Inc N/A 68243Q106 317.00000000 NS USD 1103.16000000 0.000199591567 Long EC CORP US N 1 N N N Beach Acquisition Bidco LLC 254900F2FNX3GBTB6202 07337JAE7 450000.00000000 PA 545440.14000000 0.098684916536 Long DBT CORP US N 2 2032-07-15 Fixed 5.25000000 N N N N N N CORDOBES HOLDCO SL N/A 000000000 1614545.45450000 PA 1859895.82000000 0.336505604013 Long LON CORP ES N 2 2029-01-31 Floating 6.03100000 N N N N N N Liveperson Inc 549300IN2P1JZ20G7N40 538146309 51.00000000 NS USD 146.37000000 0.000026482303 Long EC CORP US N 1 N N N Ouster Inc N/A 68989M202 112.00000000 NS USD 2122.40000000 0.000383999730 Long EC CORP US N 1 N N N XBIOTECH INC 5299002WACAY28TQAS52 98400H102 90.00000000 NS USD 203.40000000 0.000036800577 Long EC CORP CA N 1 N N N The ONE Group Hospitality Inc. 549300QFZD4IE5DEBE98 88338K103 123.00000000 NS USD 248.46000000 0.000044953153 Long EC CORP US N 1 N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AM3 1650000.00000000 PA USD 1554605.58000000 0.281270318517 Long DBT CORP US N 2 2043-11-15 Fixed 5.85000000 N N N N N N Chiron Real Estate Inc. 549300HFRIPQDYU3GU60 37954A303 70.00000000 NS USD 2424.10000000 0.000438585444 Long EC CORP US N 1 N N N LIGHTNING 2022-1 A FUNDED N/A 000000000 8500000.00000000 PA USD 8196252.67000000 1.482924433564 Long DBT CORP CA N 3 2037-03-01 Fixed 5.50000000 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1 N/A 61780XAJ4 260000.00000000 PA USD 259037.38000000 0.046866888500 Long ABS-O CORP US N 2 2070-12-25 Variable 6.18000000 N N N N N N Owl Rock CLO N/A 69121XAD8 1550000.00000000 PA USD 1553081.71000000 0.280994609098 Long ABS-CBDO CORP KY N 2 2036-02-20 Floating 7.90557000 N N N N N N Ingevity Corporation 5493009UTFC4B5IMGF87 45688CAB3 2900000.00000000 PA USD 2827678.06000000 0.511603662582 Long DBT CORP US N 2 2028-11-01 Fixed 3.87500000 N N N N N N Montrose Environmental Group Inc 254900ASI8K3LUB8Q958 615111101 305.00000000 NS USD 8912.10000000 0.001612440633 Long EC CORP US N 1 N N N Oportun Financial Corp. 549300351Y4J4FKIOR78 68376D104 124.00000000 NS USD 642.32000000 0.000116213111 Long EC CORP US N 1 N N N Fox Factory Holding Corporation 529900GE1HSV0617R721 35138V102 493.00000000 NS USD 8302.12000000 0.001502078705 Long EC CORP US N 1 N N N DISCOVERY PURCHASER CORP 2549001LSO1ZBIPA5D65 25471NAC0 544520.58670000 PA USD 533428.70000000 0.096511721227 Long LON CORP US N 2 2029-10-04 Floating 6.96500000 N N N N N N Bed Bath & Beyond Inc. 549300ACR0DL9U7EI710 075896159 50.00000000 NC USD 38.51000000 0.000006967503 N/A DE CORP US N 1 Bed Bath & Beyond Inc. 549300ACR0DL9U7EI710 Call Purchased Bed Bath & Beyond Inc. Bed Bath & Beyond Inc. COM 1.00000000 15.50000000 USD 2026-10-07 XXXX 38.50000000 N N N CCO Holdings, LLC/ CCO Holdings Capital Corp. N/A 1248EPCV3 150000.00000000 PA USD 152256.15000000 0.027547267524 Long DBT CORP US N 2 2036-02-01 Fixed 7.37500000 N N N N N N MB2 DENTAL SOLUTIONS LLC N/A 000000000 1865086.22350000 PA USD 1862395.28000000 0.336957824125 Long LON CORP US N 3 2031-02-13 Floating 10.10160000 N N N N N N START II LTD N/A 85573LAA9 392593.06000000 PA USD 391710.00000000 0.070870964239 Long ABS-O CORP KY N 2 2044-03-15 Fixed 4.08900000 N N N N N N Techtarget Inc N/A 87874R308 305.00000000 NS USD 1070.55000000 0.000193691533 Long EC CORP US N 1 N N N Enanta Pharmaceuticals Inc 529900SSN4DODDQSN594 29251M106 230.00000000 NS USD 3289.00000000 0.000595069315 Long EC CORP US N 1 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17327CBC6 600000.00000000 PA USD 615192.00000000 0.111304920048 Long DBT CORP US N 2 N/A Fixed 6.87500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 175000.00000000 PA USD 153998.89000000 0.027862576462 Long DBT CORP US N 2 2055-09-26 Fixed 5.95000000 N N N N N N Thryv Holdings Inc. N/A 886029206 90.00000000 NS USD 208.80000000 0.000037777583 Long EC CORP US N 1 N N N Essendi SA 2221000MD2YP7WLTNC52 000000000 650000.00000000 PA 792967.99000000 0.143469418861 Long DBT CORP LU N 2 2032-05-15 Fixed 5.62500000 N N N N N N Editas Medicine Inc 5299000AON4Q9NT2JE42 28106W103 801.00000000 NS USD 1762.20000000 0.000318829780 Long EC CORP US N 1 N N N Healthpeak Properties Inc 254900M6MTMZM0I22L81 42250P103 7889.00000000 NS USD 139477.52000000 0.025235266733 Long EC CORP US N 1 N N N Regis Corporation 5493000Q1S5TJIDIQH89 758932206 12.00000000 NS USD 274.68000000 0.000049697062 Long EC CORP US N 1 N N N CONTRA LIGAND PHARMACE- NPV N/A 532CNT029 67.00000000 NS USD 0.01000000 0.000000001809 Long EC CORP US N 3 N N N Hingham Institution for Savings 2549009GDCGUR2T6KU55 433323102 8.00000000 NS USD 2232.96000000 0.000404003033 Long EC CORP US N 1 N N N Carlyle US CLO 2019-4 Ltd. / Carlyle US CLO 2019-4 LLC N/A 14317WAG3 1000000.00000000 PA USD 964560.00000000 0.174515067949 Long ABS-CBDO CORP KY N 2 2035-04-16 Floating 10.27219000 N N N N N N Endo GUC Trust Units Cl A-1 N/A 000000000 133456.00000000 NS USD 13.35000000 0.000002415377 Long EC CORP US N 3 N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDP7 175000.00000000 PA USD 158561.41000000 0.028688060089 Long DBT CORP US N 2 2045-09-26 Fixed 5.87500000 N N N N N N Middlesex Water Co. N/A 596680108 101.00000000 NS USD 5454.00000000 0.000986776541 Long EC CORP US N 1 N N N TK Elevator Us Newco Inc. 549300C2AFWPAYWS5574 92537RAA7 2630000.00000000 PA USD 2628932.48000000 0.475645196133 Long DBT CORP US N 2 2027-07-15 Fixed 5.25000000 N N N N N N Apyx Medical Corp. 5299009QZVYUYO082S45 03837C106 185.00000000 NS USD 604.95000000 0.000109451864 Long EC CORP US N 1 N N N Piedmont Realty Trust Inc. N/A 720190206 727.00000000 NS USD 5517.93000000 0.000998343212 Long EC CORP US N 1 N N N National Vision Holdings Inc 549300JHURCBLI5ROA42 63845R107 969.00000000 NS USD 26133.93000000 0.004728336826 Long EC CORP US N 1 N N N Sonos Inc 549300WEPU6075I77M08 83570H108 1488.00000000 NS USD 22915.20000000 0.004145981260 Long EC CORP US N 1 N N N Asgn Incorporated LZBNYYCBUKY537072438 00191U102 596.00000000 NS USD 25568.40000000 0.004626017109 Long EC CORP US N 1 N N N Blackhawk Network Holdings 549300LFU3K8UIR03132 09238FAM3 1329817.50500000 PA USD 1328820.14000000 0.240419607930 Long LON CORP US N 3 2029-03-12 Floating 7.67130000 N N N N N N Xerox 4KF48RN45X1OO8UBLY20 98415LAY2 865199.96220000 PA USD 616454.97000000 0.111533425580 Long LON CORP US N 2 2029-11-19 Floating 8.32670000 N N N N N N Sherwood Financing PLC 259400SSZWSSPNYW7K08 000000000 1500000.00000000 PA 1757202.32000000 0.317925564274 Long DBT CORP GB N 2 2029-12-15 Floating 7.60000000 N N N N N N 9 Meters Biopharma Inc. 549300TNBRYXYEAI2956 654405208 67.00000000 NS USD 0.03000000 0.000000005427 Long EC CORP US N 2 N N N NASSAU COMPANIES OF NEW YORK (THE) 549300Q3ENSFI87YLC32 63155AAA6 862000.00000000 PA USD 800962.99000000 0.144915931227 Long DBT CORP US N 2 2030-07-15 Fixed 7.87500000 N N N N N N Ascend Learning 549300T466HKRLVCD610 04349HAN4 1007462.31310000 PA USD 957089.20000000 0.173163397582 Long LON CORP US N 2 2028-12-11 Floating 6.67190000 N N N N N N Bio-Rad Laboratories, Inc. 549300ZC1GPV35XYDK53 090572207 482.00000000 NS USD 134208.08000000 0.024281882102 Long EC CORP US N 1 N N N Venture Global LNG Inc. 54930011XLBUWMQUC829 92332YAD3 2550000.00000000 PA USD 2701569.45000000 0.488787194303 Long DBT CORP US N 2 2032-02-01 Fixed 9.87500000 N N N N N N Zayo Group Holdings Inc 529900Z6OTS7RT0V0I47 98919VAC9 2090751.00000000 PA USD 2038445.74000000 0.368810127755 Long DBT CORP US N 2 2030-03-09 Variable 9.25000000 N N N N N N AMC Entertainment Holdings Inc 549300ZO77UNR6NRBR11 00165C302 1286.00000000 NS USD 1491.76000000 0.000269899848 Long EC CORP US N 1 N N N FERTITTA ENTERTAINMENT LLC 984500A0805D8V551D35 31556TAA7 1650000.00000000 PA USD 1604411.49000000 0.290281558634 Long DBT CORP US N 2 2029-01-15 Fixed 4.62500000 N N N N N N Lexicon Pharmaceuticals Inc N/A 528872302 408.00000000 NS USD 599.76000000 0.000108512852 Long EC CORP US N 1 N N N McGraw-Hill Education Inc. 254900U6YJ9QZ4IQOR26 57767XAA8 1800000.00000000 PA USD 1797163.74000000 0.325155669116 Long DBT CORP US N 2 2028-08-01 Fixed 5.75000000 N N N N N N GLP CAPITAL LP 2549005PXW31DRW8EC44 361841AR0 3250000.00000000 PA USD 2964198.90000000 0.536303985703 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N Graftech Intl Ltd 549300GY32W00XP57351 384313607 234.00000000 NS USD 1626.30000000 0.000294241783 Long EC CORP US N 1 N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 57763RAE7 700000.00000000 PA USD 716625.00000000 0.129656901146 Long DBT CORP US N 2 2030-04-15 Fixed 7.87500000 N N N N N N Dealer Tire 894500QBE5Z2XQWCJ779 24228HAR9 987506.29720000 PA USD 985037.53000000 0.178220008585 Long LON CORP US N 2 2031-07-01 Floating 6.67130000 N N N N N N Euronet Worldwide, Inc. YG3575C4DSHJPA5KET68 298736109 13.00000000 NS USD 904.15000000 0.000163585260 Long EC CORP US N 1 N N N HUNTER POINT NAV LENDING FUND N/A 000000000 1685439.96000000 PA USD 1685439.96000000 0.304941806776 Long ABS-CBDO CORP US N 2 2033-12-31 Fixed 0.00010000 N N N N N N AUXEY MIDCO LTD N/A 000000000 1759500.00000000 PA USD 1627537.50000000 0.294465681143 Long LON CORP GB N 2 2027-06-29 Floating 9.77130000 N N N N N N SUBURBAN PROPANE PARTNERS LP JJAX4X60DE65EYFOTY73 864486AL9 2200000.00000000 PA USD 2118736.62000000 0.383336925859 Long DBT CORP US N 2 2031-06-01 Fixed 5.00000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -781121.25000000 PA USD -781121.25000000 -0.14132602224 Short RA CORP US N 2 Reverse repurchase N 3.99000000 2027-02-26 981000.00000000 USD 876131.10000000 USD CDS N N N ALIGNED DATA CENTERS ISSUER LLC N/A 01627AAB4 400000.00000000 PA USD 394818.56000000 0.071433387063 Long ABS-O CORP US N 2 2046-08-15 Fixed 2.48200000 N N N N N N BANK OF AMERICA MERRILL LYNCH BANCO MULTIPLO S.A. KPTCWFWJ4GW0WZNEMH59 000000000 -148750.00000000 PA USD -148750.00000000 -0.02691290988 Short RA CORP US N 2 Reverse repurchase N 3.00000000 2049-12-31 250000.00000000 USD 180000.00000000 USD CDS N N N The ChildrenS Place Inc 549300BGVK2OO5O7TC19 168905107 161.00000000 NS USD 644.00000000 0.000116517068 Long EC CORP US N 1 N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1 N/A 61780XAM7 14582096.64000000 PA USD 146205.93000000 0.026452618612 Long ABS-O CORP US N 2 2070-12-25 Variable 0.32005500 N N N N N N TELUS CORP 894500TX134IMF6NW757 87971MCM3 1200000.00000000 PA USD 1266306.00000000 0.229109104291 Long DBT CORP CA N 2 2055-10-15 Fixed 7.00000000 N N N N N N LUMMUS TECHNOLOGY HOLDINGS V LLC 549300K1Y0YC1YC1H809 45232TAA9 402000.00000000 PA USD 401667.22000000 0.072672495429 Long DBT CORP US N 2 2028-07-01 Fixed 9.00000000 N N N N N N Neogenomics Inc 549300KN62PPGHBVXB46 64049M209 1325.00000000 NS USD 13024.75000000 0.002356530574 Long EC CORP US N 1 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967NB3 5000000.00000000 PA USD 4987437.00000000 0.902362638871 Long DBT CORP US N 2 N/A Fixed 4.15000000 N N N N N N Wolverine World Wide, Inc. 549300OVC7PK14LQ8D87 978097103 954.00000000 NS USD 16857.18000000 0.003049921117 Long EC CORP US N 1 N N N Insured Lending 1 Ltd. 875500RRX7H6NZ8RYE90 000000000 4800000.00000000 PA 5671200.00000000 1.026073912827 Long DBT CORP GB Y 3 2032-02-04 Fixed 6.50000000 N N N N N N BALLYROCK CLO 2019-1 LTD 254900EJNL3EAF77OS82 05875KAE6 250000.00000000 PA USD 247040.60000000 0.044696345582 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 10.68380000 N N N N N N Rafael Holdings, Inc. N/A 75062E106 67.00000000 NS USD 85.09000000 0.000015395089 Long EC CORP US N 1 N N N Paycom Software Inc 254900LSB0HNJUDC6Q18 70432V102 1974.00000000 NS USD 248388.42000000 0.044940202780 Long EC CORP US N 1 N N N Indicor LLC 254900RXO1EICEHOLG29 77669LAM5 992481.20430000 PA 1177987.13000000 0.213129825035 Long LON CORP US N 2 2029-11-22 Floating 5.02400000 N N N N N N McGraw-Hill Education Inc. 254900U6YJ9QZ4IQOR26 57767XAB6 1700000.00000000 PA USD 1687680.95000000 0.305347262655 Long DBT CORP US N 2 2029-08-01 Fixed 8.00000000 N N N N N N Forte Biosciences Inc. 529900Z84WFDHPS3JP76 34962G208 2.00000000 NS USD 60.44000000 0.000010935235 Long EC CORP US N 1 N N N First Republic Bank San Francisco YWC0TIKBQM2JV8L4IV08 33616C696 200000.00000000 NS USD 40.00000000 0.000007237085 Long EP CORP US N 1 N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 57763RAF4 350000.00000000 PA USD 344859.76000000 0.062394484997 Long DBT CORP US N 2 2030-04-15 Fixed 9.25000000 N N N N N N Phreesia Inc 5493000HHF8NU4QOCG53 71944F106 584.00000000 NS USD 7200.72000000 0.001302805569 Long EC CORP US N 1 N N N Biffa Group Holdings Ltd. 21380012LWLXNMXB8I44 000000000 350000.00000000 PA 482204.88000000 0.087243942729 Long DBT CORP JE N 2 2031-06-15 Fixed 7.38000000 N N N N N N Rogers Communications Inc. 5493000M6Z4XFIP6PF03 775109BS9 1600000.00000000 PA USD 1602049.60000000 0.289854228666 Long DBT CORP CA N 2 2082-03-15 Fixed 5.25000000 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1 N/A 61780XAN5 14582096.64000000 PA USD 614585.79000000 0.111195240216 Long ABS-O CORP US N 2 2070-12-25 Variable 1.82526200 N N N N N N BioAtla Inc. N/A 09077B104 92.00000000 NS USD 22.76000000 0.000004117901 Long EC CORP US N 1 N N N Safehold Inc. QFFLKWYYS3UPWD86E794 78646V107 334.00000000 NS USD 5390.76000000 0.000975334709 Long EC CORP US N 1 N N N CONTRA LIGAND PHARMACE- NPV N/A 532CNT011 67.00000000 NS USD 0.01000000 0.000000001809 Long EC CORP US N 3 N N N Global Atlantic Finance Co. 98450051B2E65CAA7E94 37959GAH0 3065000.00000000 PA USD 2920958.98000000 0.528480711280 Long DBT CORP US N 2 2056-03-01 Fixed 7.25000000 N N N N N N CoreLogic 54930086CD8K2UIL0516 21870FBA6 880289.83990000 PA USD 834074.62000000 0.150906723256 Long LON CORP US N 2 2028-06-02 Floating 7.93050000 N N N N N N OUTFRONT MEDIA CAPITAL LLC (CBS OUTDOOR AMERICAS CAPITAL LLC) 5493005WC7J0FDMW0610 69007TAE4 325000.00000000 PA USD 318886.75000000 0.057695262963 Long DBT CORP US N 2 2029-01-15 Fixed 4.25000000 N N N N N N Herc Holdings Inc 549300TP80QLITMSBP82 42704LAG9 170000.00000000 PA USD 179701.39000000 0.032512855899 Long DBT CORP US N 2 2033-06-15 Fixed 7.25000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 948.03000000 0.000171524342 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -3865000.00000000 CAD 2836957.10000000 USD 2026-03-16 948.03000000 N N N Vuzix Corp. 549300EWPW64TZQXJG66 92921W300 349.00000000 NS USD 1008.61000000 0.000182484907 Long EC CORP US N 1 N N N MB2 1L DDTL TRANCHE 1 CL FUNDED N/A 000000000 655592.80550000 PA USD 650946.99000000 0.117773967603 Long LON CORP US N 3 2031-02-13 Floating 9.81599000 N N N N N N Revolve Group Inc N/A 76156B107 420.00000000 NS USD 10567.20000000 0.001911893118 Long EC CORP US N 1 N N N MB2 DENTAL SOLUTIONS LLC N/A 000000000 88400.00000000 PA USD 80538.58000000 0.014571613752 Long LON CORP US N 3 2031-02-13 Floating 6.00000000 N N N N N N MB2 1L DDTL CL TRANCHE 2 FUNDED N/A 000000000 270082.83060000 PA USD 266254.98000000 0.048172748120 Long LON CORP US N 3 2031-02-13 Floating 9.81599000 N N N N N N Pushpay 9845001D6794B3C1FF33 74646HAE7 1138514.37500000 PA USD 1115744.09000000 0.201868370739 Long LON CORP US N 2 2031-08-18 Floating 7.62790000 N N N N N N Green Dot Corp N/A 39304D102 313.00000000 NS USD 3618.28000000 0.000654644998 Long EC CORP US N 1 N N N Bell Canada 5493000G3EFX9S7TDE29 0778FPAP4 1850000.00000000 PA USD 1931525.80000000 0.349465410377 Long DBT CORP CA N 2 2055-09-15 Fixed 6.87500000 N N N N N N SAMMONTANA ITALIA SPA - SOCIETA' BENEFIT 815600E3DBF7B132BA82 000000000 350000.00000000 PA 412993.35000000 0.074721699570 Long DBT CORP IT N 2 2031-10-15 Floating 5.76600000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95002Y202 139386.00000000 NS USD 2535431.34000000 0.458728303663 Long EP CORP US N 1 N N N TOTAL WEBHOSTING SOLUTIO 98450055H0892EDCB847 000000000 1500000.00000000 PA 1569912.22000000 0.284039704889 Long LON CORP NL N 2 2031-11-06 Floating 6.01900000 N N N N N N TransMontaigne Partners LLC N/A 89377AAA3 500000.00000000 PA USD 522492.00000000 0.094532975536 Long DBT CORP US N 2 2030-06-15 Fixed 8.50000000 N N N N N N Davita Inc M2XHYMU3TZNEZURC6H66 23918KAS7 5200000.00000000 PA USD 5090417.80000000 0.920994658973 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N Cryoport Inc 9845004D8538BT8JF626 229050307 476.00000000 NS USD 4007.92000000 0.000725141443 Long EC CORP US N 1 N N N Verisure Holding AB (publ) 549300VQQCWGISM3N408 000000000 650000.00000000 PA 791899.83000000 0.143276159743 Long DBT CORP SE N 2 2030-05-15 Fixed 5.50000000 N N N N N N TERMINAL INVESTMENT LIMITED HOLDIN N/A 000000000 800000.00000000 PA USD 820116.75000000 0.148381365962 Long DBT CORP LU N 3 2032-07-09 Fixed 5.63000000 N N N N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 -8727566.00000000 PA USD -8727566.00000000 -1.57905342697 Short RA CORP US N 2 Reverse repurchase N 3.97000000 2026-03-12 9230000.00000000 USD 9167186.00000000 USD CDS N N N MOTEL ONE GMBH/MUENCHEN 529900OZ5000U0NZHM90 000000000 1000000.00000000 PA 1187537.46000000 0.214857738787 Long LON CORP DE N 2 2032-06-30 Floating 5.69100000 N N N N N N TAILWIND 2019-1 AVIATION LTD N/A 87404LAA0 2618644.83000000 PA USD 2594890.32000000 0.469486045986 Long ABS-O CORP KY N 2 2044-12-15 Fixed 3.96700000 N N N N N N PARK RIVER HOLDINGS INC 254900PGY077KWCROT75 70082HAE6 451000.00000000 PA USD 448384.20000000 0.081124864322 Long LON CORP US N 2 2031-03-17 Floating 8.17130000 N N N N N N HPS PRIVATE CREDIT CLO 2025-3 LLC 254900WC9JHPFFXUKB77 40445YAG9 1000000.00000000 PA USD 990875.90000000 0.179276328085 Long ABS-CBDO CORP US N 2 2037-07-20 Floating 7.66763000 N N N N N N Lifetime Brands, Inc. 549300GS38DC0OHLYK32 53222Q103 75.00000000 NS USD 248.25000000 0.000044915158 Long EC CORP US N 1 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94988U151 61250.00000000 NS USD 1217037.50000000 0.220195096219 Long EP CORP US N 1 N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 29452EAD3 1400000.00000000 PA USD 1459528.00000000 0.264068205290 Long DBT CORP US N 2 2055-03-28 Fixed 6.70000000 N N N N N N Sunrise Finco l B.V 213800MNFBDEQRS6HZ22 90320BAA7 750000.00000000 PA USD 714977.93000000 0.129358901505 Long DBT CORP NL N 2 2031-07-15 Fixed 4.87500000 N N N N N N GRANT THORNTON 1L TLB CL EURO N/A 000000000 1100000.00000000 PA 1208024.67000000 0.218564430797 Long LON CORP US N 2 2032-09-11 None 0.00000000 N N N N N N SUBURBAN PROPANE PARTNERS LP JJAX4X60DE65EYFOTY73 864486AM7 95000.00000000 PA USD 94034.21000000 0.017013339292 Long DBT CORP US N 2 2035-12-15 Fixed 6.50000000 N N N N N N QXO INC 549300HDXQWWCBOYXP31 74825NAA5 400000.00000000 PA USD 414286.40000000 0.074955647390 Long DBT CORP US N 2 2032-04-30 Fixed 6.75000000 N N N N N N Cox Communications, Inc. 5493001NEDZNIFRP2R92 224044CM7 245000.00000000 PA USD 138891.17000000 0.025129180113 Long DBT CORP US N 2 2050-10-01 Fixed 2.95000000 N N N N N N Arsenal AIC Parent LLC 254900G9F9HA5EP57J39 04288BAB6 550000.00000000 PA USD 580954.39000000 0.105110407695 Long DBT CORP US N 2 2030-10-01 Fixed 8.00000000 N N N N N N Inotiv Inc. 549300FH5Z13X0Q5SK81 45783Q100 99.00000000 NS USD 26.80000000 0.000004848846 Long EC CORP US N 1 N N N CVS Health Corp 549300EJG376EN5NQE29 126650EH9 550000.00000000 PA USD 578505.95000000 0.104667418484 Long DBT CORP US N 2 2055-03-10 Fixed 7.00000000 N N N N N N SQZ Biotechnologies Company N/A 78472W104 135.00000000 NS USD 3.24000000 0.000000586203 Long EC CORP US N 2 N N N Sweetwater Sound 254900JJU57789DC8283 87168EAD6 600000.00000000 PA USD 600750.00000000 0.108691970505 Long LON CORP US N 2 2033-02-11 Floating 4.00000000 N N N N N N Fossil Group Inc DDMY8YZ6L8UEMS1FDM73 34988V106 284.00000000 NS USD 1329.12000000 0.000240473860 Long EC CORP US N 1 N N N Seritage Growth Properties 5493003CJFC2MM82WB25 81752R100 222.00000000 NS USD 657.12000000 0.000118890832 Long EC CORP US N 1 N N N Spruce Power Holding Corporation 549300W71XJ8DIF9RQ35 9837FR209 78.00000000 NS USD 314.34000000 0.000056872632 Long EC CORP US N 1 N N N ImageneBio Inc. N/A 45175G207 13.00000000 NS USD 87.36000000 0.000015805793 Long EC CORP US N 1 N N N INCEPTION HOLDCO SARL 549300W13LLU1H85SH07 45073SAD7 641891.25000000 PA USD 645421.65000000 0.116774283721 Long LON CORP LU N 2 2031-04-09 Floating 6.92190000 N N N N N N TELUS CORP 894500TX134IMF6NW757 87971MCQ4 365000.00000000 PA USD 370389.59000000 0.067013523748 Long DBT CORP CA N 2 2056-06-09 Fixed 6.37500000 N N N N N N TAILWIND 2019-1 AVIATION LTD N/A 87404LAB8 750994.17000000 PA USD 740281.24000000 0.133936956644 Long ABS-O CORP KY N 2 2044-12-15 Fixed 5.19300000 N N N N N N Ribbon Communications Inc. 549300L1E8Z8RL7CUL52 762544104 419.00000000 NS USD 934.37000000 0.000169052878 Long EC CORP US N 1 N N N OptimizeRx Corp. N/A 68401U204 205.00000000 NS USD 1553.90000000 0.000281142659 Long EC CORP US N 1 N N N Anika Therapeutics Inc. 529900R9LS3Z0O6QH455 035255108 86.00000000 NS USD 1234.96000000 0.000223437762 Long EC CORP US N 1 N N N Vor Biopharma Inc. N/A 929033207 5.00000000 NS USD 77.20000000 0.000013967574 Long EC CORP US N 1 N N N Zentalis Pharmaceuticals Inc N/A 98943L107 428.00000000 NS USD 1022.92000000 0.000185073974 Long EC CORP US N 1 N N N AUDACY INC N/A 05070N202 23.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N New Flyer Holdings Inc. N/A 64438WAA5 325000.00000000 PA USD 350811.83000000 0.063471375912 Long DBT CORP US N 2 2030-07-01 Fixed 9.25000000 N N N N N N Big Lots, Inc. N/A 089302103 354.00000000 NS USD 0.11000000 0.000000019901 Long EC CORP US N 3 N N N Surgery Center Holdings, Inc. 54930054EVI5HWPPW113 86881WAF9 566000.00000000 PA USD 565313.33000000 0.102280515673 Long DBT CORP US N 2 2032-04-15 Fixed 7.25000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912797SB4 1900000.00000000 PA USD 1898082.85000000 0.343414673573 Long DBT UST US N 2 2026-03-12 None 0.00000000 N N N N N N Orion Advisor Solutions (fka NorthStar Financial Services Group) 549300R3BS3HTGTSN386 68627BAK1 987537.50000000 PA USD 948036.00000000 0.171525428131 Long LON CORP US N 2 2030-09-09 Floating 6.97920000 N N N N N N IPG Photonics Corp 5493002KZ51CADQ94G15 44980X109 2116.00000000 NS USD 278402.12000000 0.050370495240 Long EC CORP US N 1 N N N Silver Aircraft Lease Investment Ltd/Silver Aircraft Leasing Inc N/A 827304AA4 1275986.12000000 PA USD 1269363.75000000 0.229662334208 Long ABS-O CORP KY N 2 2044-07-15 Fixed 3.96700000 N N N N N N Michael Baker International N/A 59406MAF4 1379070.00000000 PA USD 1377925.37000000 0.249304076029 Long LON CORP US N 2 2028-12-29 Floating 7.66680000 N N N N N N AMC Networks Inc 549300VGG9K75226LR46 00164VAK9 1375000.00000000 PA USD 1408536.25000000 0.254842414550 Long DBT CORP US N 2 2032-07-15 Fixed 10.50000000 N N N N N N BAUSCH HEALTH COS INC-CVR N/A 000000000 134.00000000 NC USD 0.01000000 0.000000001809 N/A DE CORP US N 3 BAUSCH HEALTH COS INC-CVR N/A Call Purchased DURECT CORP DURECT CORP 1.00000000 0.00000000 USD 2049-12-31 XXXX 0.00000000 N N N Replimune Group Inc 549300AY704NEIRC4K64 76029N106 177.00000000 NS USD 1354.05000000 0.000244984373 Long EC CORP US N 1 N N N TherapeuticsMD Inc. 5299004JS7RE49QHRW30 88338N206 46.00000000 NS USD 103.96000000 0.000018809183 Long EC CORP US N 1 N N N DRIVE BIDCO BV 254900SO04XJ573VEQ93 000000000 1000000.00000000 PA 1185434.39000000 0.214477236378 Long LON CORP NL N 2 2031-06-26 Floating 5.77900000 N N N N N N Kodiak Sciences Inc 254900IXI5NI8C9OQE24 50015M109 399.00000000 NS USD 10693.20000000 0.001934689935 Long EC CORP US N 1 N N N Herc Holdings Inc 549300TP80QLITMSBP82 42704LAF1 230000.00000000 PA USD 241020.92000000 0.043607222185 Long DBT CORP US N 2 2030-06-15 Fixed 7.00000000 N N N N N N SPEEDSTER BIDCO GMBH 254900LE837QB2YYV824 000000000 1000000.00000000 PA 1082183.11000000 0.195796279107 Long LON CORP DE N 2 2031-12-10 Floating 5.30700000 N N N N N N Signature Bank VLP5AP0XK2GM6GKD1007 82669G104 1846.00000000 NS USD 1384.50000000 0.000250493604 Long EC CORP US N 1 N N N Eaton Vance Ltd Duration Income Fund NZ7KR43H6Z5W1GY0QX46 27828H105 309597.00000000 NS USD 3052626.42000000 0.552302922691 Long EC RF US N 1 N N N Tectonic Therapeutic Inc N/A 878972108 18.00000000 NS USD 422.10000000 0.000076369339 Long EC CORP US N 1 N N N 22nd Century Group Inc. 5493000LGPXTLG1UMJ56 90137F608 1.00000000 NS USD 4.57000000 0.000000826836 Long EC CORP US N 1 N N N TELUS CORP 894500TX134IMF6NW757 87971MCR2 365000.00000000 PA USD 367950.89000000 0.066572296767 Long DBT CORP CA N 2 2056-06-09 Fixed 6.62500000 N N N N N N VMED O2 UK Financing I PLC 213800MRR46ECNGZ7L69 92858RAA8 3250000.00000000 PA USD 2865428.80000000 0.518433795447 Long DBT CORP GB N 2 2031-01-31 Fixed 4.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6C92 5173580.57000000 PA USD 5260256.57000000 0.951723099389 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N AGL CLO 17 LTD 254900ISUA07JPVCOS18 00120EAE4 500000.00000000 PA USD 460365.60000000 0.083292624580 Long ABS-CBDO CORP KY N 2 2035-01-22 Floating 8.31969000 N N N N N N Kane Bidco Ltd. 213800IT8MD1MLYZWC24 000000000 100000.00000000 PA 117977.77000000 0.021345378771 Long DBT CORP JE N 2 2032-07-15 Floating 5.76600000 N N N N N N Telesis Bio Inc 529900WZ6YTAF0SQB206 192003200 3.00000000 NS USD 0.17000000 0.000000030757 Long EC CORP US N 1 N N N SYMPHONY CLO 48 LTD 25490005310EULQ9PO62 87170HAC7 850000.00000000 PA USD 586483.00000000 0.106110683209 Long ABS-CBDO CORP KY N 3 2038-04-20 Variable 0.01000000 N N N N N N Sensei Biotherapeutics Inc. 8945002MP2CXKAENWU30 81728A207 6.00000000 NS USD 183.00000000 0.000033109663 Long EC CORP US N 1 N N N Meta Materials Inc N/A 59134N302 12.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 2 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -732700.00000000 PA USD -732700.00000000 -0.13256530468 Short RA CORP US N 2 Reverse repurchase N 3.98000000 2027-02-26 862000.00000000 USD 800970.40000000 USD CDS N N N SCIL IV LLC 9845009F6D37C41A8572 000000000 550000.00000000 PA 681318.32000000 0.123268965030 Long DBT CORP US N 2 2028-07-15 Fixed 9.50000000 N N N N N N Hyliion Holdings Corp N/A 449109107 698.00000000 NS USD 1430.90000000 0.000258888623 Long EC CORP US N 1 N N N Cerberus Loan Funding XL LLC 635400FRD1HEGKSHCI69 15675AAG4 1000000.00000000 PA USD 995954.40000000 0.180195166491 Long ABS-CBDO CORP US N 2 2035-03-22 Variable 10.07219000 N N N N N N CMS Energy Corporation 549300IA9XFBAGNIBW29 125896BY5 450000.00000000 PA USD 470287.35000000 0.085087738286 Long DBT CORP US N 2 2055-06-01 Fixed 6.50000000 N N N N N N Mohawk Industries, Inc. 549300JI1115MG3Q6322 608190104 2047.00000000 NS USD 256427.69000000 0.046394724791 Long EC CORP US N 1 N N N Boston Omaha Corp. 54930002FEWTYF4YFF19 101044105 118.00000000 NS USD 1457.30000000 0.000263665099 Long EC CORP US N 1 N N N Traeger Inc N/A 89269P103 177.00000000 NS USD 152.22000000 0.000027540727 Long EC CORP US N 1 N N N MANNINGTON MILLS 1L TLB CL N/A 000000000 513180.55560000 PA USD 508048.75000000 0.091919799834 Long LON CORP US N 2 2032-03-07 Floating 9.04561000 N N N N N N Aemetis Inc 254900DQF4U5U9W7AR72 00770K202 161.00000000 NS USD 228.62000000 0.000041363559 Long EC CORP US N 1 N N N Laird Superfood Inc N/A 50736T102 37.00000000 NS USD 100.64000000 0.000018208505 Long EC CORP US N 1 N N N Essex Property Trust, Inc. 549300TR2H2VEFX0NC60 297178105 761.00000000 NS USD 194138.71000000 0.035124958703 Long EC CORP US N 1 N N N Akoustis Technologies Inc. 549300DLBFV9XWL6J142 00973N102 287.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 126307BH9 300000.00000000 PA USD 180045.39000000 0.032575094830 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N CUBE HEALTHCARE EUROPE B 969500AYUH6YXBLGCX31 000000000 1000000.00000000 PA 1187407.50000000 0.214834225498 Long LON CORP FR N 2 2029-10-24 Floating 5.78200000 N N N N N N Fisker Inc 549300UUN5RWU44MBX79 33813J106 1915.00000000 NS USD 0.19000000 0.000000034376 Long EC CORP US N 3 N N N Accendra Health Inc. 549300LMT5KQQXCEZ733 690732102 718.00000000 NS USD 1737.56000000 0.000314371735 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -2710125.00000000 PA USD -2710125.00000000 -0.49033512537 Short RA CORP US N 2 Reverse repurchase N 5.90090000 2049-12-31 3300000.00000000 USD 3201330.00000000 USD CDS N N N Portillos Inc. N/A 73642K106 136.00000000 NS USD 726.24000000 0.000131396515 Long EC CORP US N 1 N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2 N/A 617949AM4 15113000.00000000 PA USD 155823.19000000 0.028192641816 Long ABS-O CORP US N 2 2071-01-25 Variable 0.32194900 N N N N N N Walker & Dunlop Inc. N/A 93148P102 341.00000000 NS USD 15689.41000000 0.002838639848 Long EC CORP US N 1 N N N BX TRUST 2024-VLT4 N/A 05612TAG0 1650000.00000000 PA USD 1639687.67000000 0.296663976472 Long ABS-O CORP US N 2 2041-06-17 Floating 6.09970200 N N N N N N Republic Airways Holdings Inc. 549300EY743RMV1F7P98 590479408 13.00000000 NS USD 282.49000000 0.000051110103 Long EC CORP US N 1 N N N Gentherm Inc HKM6YX1U5JS60TCUB219 37253A103 390.00000000 NS USD 12780.30000000 0.002312302939 Long EC CORP US N 1 N N N CPI CG Inc. 254900H3R50WH1B1LB48 12598FAC3 1256000.00000000 PA USD 1326921.66000000 0.240076121401 Long DBT CORP US N 2 2029-07-15 Fixed 10.00000000 N N N N N N Selective Insurance Group Inc. 549300R3WGJWLE40R258 816300503 85536.00000000 NS USD 1444703.04000000 0.261385967895 Long EP CORP US N 1 N N N ALMAVIVA DEVELOPPEMENT S 969500KZM7J0TS9IZN73 000000000 1100000.00000000 PA 1247664.00000000 0.225736260822 Long LON CORP FR N 2 2031-04-29 Floating 6.27000000 N N N N N N Inseego Corp 549300E27VG1NWGNA141 45782B302 49.00000000 NS USD 605.15000000 0.000109488049 Long EC CORP US N 1 N N N LGI Homes Inc 549300W02B4WNV8CV109 50187T106 252.00000000 NS USD 13078.80000000 0.002366309685 Long EC CORP US N 1 N N N Ryan Specialty LLC 549300K52N7QBO3PYY45 78351MAA0 450000.00000000 PA USD 437728.28000000 0.079196919349 Long DBT CORP US N 2 2030-02-01 Fixed 4.37500000 N N N N N N The Manitowoc Company, Inc. 2RTSLGQ89VMY18RHX631 563571405 204.00000000 NS USD 3009.00000000 0.000544409719 Long EC CORP US N 1 N N N Voya Clo 2022-1 Ltd / Llc N/A 92919HAC3 1750000.00000000 PA USD 713492.50000000 0.129090146926 Long ABS-CBDO CORP KY N 3 2035-04-20 Variable 0.01000000 N N N N N N CONCENTRA BIOSCIENCES LLC N/A 000000000 120.00000000 NC USD 0.01000000 0.000000001809 N/A DE CORP US N 3 CONCENTRA BIOSCIENCES LLC N/A Call Purchased ITEOS THERAPEUTICS INC ITEOS THERAPEUTICS INC 1.00000000 0.00000000 USD 2049-12-31 XXXX -12.35000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 -1811062.50000000 PA USD -1811062.50000000 -0.32767033180 Short RA CORP US N 2 Reverse repurchase N 3.97000000 2027-01-15 1950000.00000000 USD 2086110.00000000 USD CDS N N N 2026-04-28 Guggenheim Active Allocation Fund James Howley James Howley Chief Financial Officer XXXX