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EYKN6V0ZCB8VD9IULB80 Inotiv Inc Inotiv Inc Y equity-performance leg 2099-11-30 254762.82000000 USD 0.00000000 USD 5180.00000000 USD 6827.18000000 N N N REPLIGEN CORP 54930006QJ0T5AUO1E71 759916AB5 355000.00000000 PA USD 508111.50000000 1.313308783690 Long DBT CORP US N 2 2024-07-15 Fixed 0.37500000 N N N N Y Repligen Corp USD XXXX N N N MongoDB Inc 549300TPTG69WKWE1Z37 60937P106 -265.00000000 NS USD -91652.90000000 -0.23689398610 Short EC CORP US N 1 N N N MESA LABORATORIES INC 549300ZCG738WLX8ZW79 59064RAA7 455000.00000000 PA USD 410637.50000000 1.061369080729 Long DBT CORP US N 2 2025-08-15 Fixed 1.37500000 N N N N Y Mesa Laboratories Inc USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 26511.55000000 OU Notional Amount USD 2520.93000000 0.006515812990 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Granite Construction, Inc. Granite Construction, Inc. 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EYKN6V0ZCB8VD9IULB80 000000000 1840.00000000 OU Notional Amount USD 177215.00000000 0.458045165483 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Alphatec Holdings Inc Alphatec Holdings Inc Y equity-performance leg 2099-11-30 209401.02000000 USD 0.00000000 USD 1840.00000000 USD -32186.02000000 N N N VAREX IMAGING CORPORATIO 549300CWYWPVCT8E9W67 92214XAB2 608000.00000000 PA USD 690444.80000000 1.784583148568 Long DBT CORP US N 2 2025-06-01 Fixed 4.00000000 N N N N N Varex Imaging Corp USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 5590.00000000 OU Notional Amount USD 491780.25000000 1.271097627136 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Snap Inc Snap Inc Y equity-performance leg 2099-11-30 509057.02000000 USD 0.00000000 USD 5590.00000000 USD -17276.77000000 N N N Merrill Lynch International Bank Ltd. 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EYKN6V0ZCB8VD9IULB80 Pebblebrook Hotel Trust Pebblebrook Hotel Trust Y equity-performance leg 2099-11-30 660511.62000000 USD 0.00000000 USD 7640.00000000 USD -23030.02000000 N N N Chefs' Warehouse Inc/The 549300JYEDC8C547E980 163086101 -6258.00000000 NS USD -132544.44000000 -0.34258578536 Short EC CORP US N 1 N N N CHEGG INC 549300AKX7O8JG0O3G77 163092AD1 381000.00000000 PA USD 344424.00000000 0.890227960819 Long DBT CORP US N 2 2025-03-15 Fixed 0.12500000 N N N N Y Chegg Inc USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 1940.00000000 OU Notional Amount USD 185386.40000000 0.479165670323 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 PagerDuty, Inc. PagerDuty, Inc. 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EYKN6V0ZCB8VD9IULB80 Datadog Inc Datadog Inc Y equity-performance leg 2099-11-30 717362.80000000 USD 0.00000000 USD 6170.00000000 USD 9771.70000000 N N N Upstart Holdings Inc 549300WNB47JRNENIC75 91680M107 -172.00000000 NS USD -4908.88000000 -0.01268791440 Short EC CORP US N 1 N N N Transocean Ltd 529900QO4W5DQGBGEF32 000000000 -35201.00000000 NS USD -289000.21000000 -0.74697485548 Short EC CORP CH N 1 N N N Guidewire Software Inc 549300WXSG0J8IXZCK32 40171V100 -1283.00000000 NS USD -115470.00000000 -0.29845371587 Short EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 91282CFU0 2224000.00000000 PA USD 2176653.13000000 5.625965314064 Long DBT UST US N 2 2027-10-31 Fixed 4.12500000 N N N N N N WORKIVA INC 529900RTOQ8GRWHY1O58 98139AAC9 -95000.00000000 PA USD -94192.50000000 -0.24345805518 Short DBT CORP US N 2 2028-08-15 Fixed 1.25000000 N N N N Y Workiva Inc USD XXXX N N N PPL Corp 9N3UAJSNOUXFKQLF3V18 69351T106 1380.00000000 NS USD 32512.80000000 0.084035385584 Long EC CORP US N 1 N N N Merrill Lynch International Bank Ltd. 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EYKN6V0ZCB8VD9IULB80 National Vision Holdings Inc National Vision Holdings Inc Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 161879.39000000 USD 87920.61000000 N N N Advanced Energy Industries Inc 549300756XI3QLFT2U27 007973100 436.00000000 NS USD 44960.32000000 0.116208318791 Long EC CORP US N 1 N N N ED&F Man Capital Markets, Inc. 5493006BWPDUCYG6EQ34 000000000 38.00000000 NC USD 760.00000000 0.001964361514 N/A DE US N 1 ED&F Man Capital Markets, Inc. 5493006BWPDUCYG6EQ34 Call Purchased Redfin Corp. Redfin Corp. 100.00000000 13.00000000 USD 2024-01-19 XXXX -1589.54000000 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 5360.00000000 OU Notional Amount USD 480524.00000000 1.242003753062 N/A DCR CA N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Shopify Inc Shopify Inc Y equity-performance leg 2099-11-30 469698.01000000 USD 0.00000000 USD 5360.00000000 USD 10825.99000000 N N N Century Aluminum Co 549300U5ODNGEYWKSW73 156431108 -10259.00000000 NS USD -73762.21000000 -0.19065216649 Short EC CORP US N 1 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 84536.73000000 OU Notional Amount USD -11519.01000000 -0.02977302622 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Envista Holdings Corp. Envista Holdings Corp. 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EYKN6V0ZCB8VD9IULB80 000000000 4980.00000000 OU Notional Amount USD 888681.00000000 2.296961519664 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 HubSpot Inc HubSpot Inc Y equity-performance leg 2099-11-30 891648.88000000 USD 0.00000000 USD 4980.00000000 USD -2967.88000000 N N N Coherus Biosciences Inc 5493007IL8W5MV932D26 19249H103 -860.00000000 NS USD -3216.40000000 -0.00831338470 Short EC CORP US N 1 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 3040.00000000 OU Notional Amount USD 266000.00000000 0.687526530026 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Marriott Vacations Worldwide Corp. Marriott Vacations Worldwide Corp. 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Plug Power, Inc. 100.00000000 9.00000000 USD 2023-09-29 XXXX -687.04000000 N N N Braemar Hotels & Resorts Inc 549300JDUUEBN868C776 10482B101 -7466.00000000 NS USD -20680.82000000 -0.05345343012 Short EC US N 1 N N N DESKTOP METAL INC 254900C3ZY0EFO5PGJ27 25058XAC9 377000.00000000 PA USD 393965.00000000 1.018275900007 Long DBT CORP US N 2 2027-05-15 Fixed 6.00000000 N N N N Y Desktop Metal Inc USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 4300.00000000 OU Notional Amount USD 503315.00000000 1.300911336317 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Zillow Group Inc Zillow Group Inc Y equity-performance leg 2099-11-30 522789.13000000 USD 0.00000000 USD 4300.00000000 USD -19474.13000000 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 7830.00000000 OU Notional Amount 436508.45000000 1.128237368255 N/A DCR CA N 2 Merrill Lynch International Bank Ltd. 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EYKN6V0ZCB8VD9IULB80 Greenbrier Cos Inc/The Greenbrier Cos Inc/The Y equity-performance leg 2024-05-31 0.00000000 USD 0.00000000 USD 8830.25000000 USD -4169.75000000 N N N Hannon Armstrong Sustainable Infrastructure Capital Inc 254900ZZRL7MWL1X8E92 41068X100 -3801.00000000 NS USD -80581.20000000 -0.20827711586 Short EC US N 1 N N N State Street Global Advisors 549300Q3FHSMZ70NLT76 857492870 2324528.30000000 NS USD 2324528.30000000 6.008176225745 Long STIV RF US N 1 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 8350.00000000 OU Notional Amount USD 1275963.50000000 3.297965254120 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Dynavax Technologies Corp Dynavax Technologies Corp Y equity-performance leg 2099-11-30 1177115.46000000 USD 0.00000000 USD 8350.00000000 USD 98848.04000000 N N N Merrill Lynch International Bank Ltd. 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EYKN6V0ZCB8VD9IULB80 000000000 6420.00000000 OU Notional Amount USD 445548.00000000 1.151601768422 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Snap Inc Snap Inc Y equity-performance leg 2099-11-30 464351.87000000 USD 0.00000000 USD 6420.00000000 USD -18803.87000000 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 2824.64000000 OU Notional Amount USD -575.68000000 -0.00148795215 N/A DE US N 2 Merrill Lynch International Bank Ltd. 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Anywhere Real Estate, Inc. 100.00000000 10.00000000 USD 2023-12-15 XXXX -1318.53000000 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 15634.72000000 OU Notional Amount USD -3195.61000000 -0.00825964907 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Redwood Trust Inc Redwood Trust Inc Y equity-performance leg 2024-05-31 0.00000000 USD 0.00000000 USD 15634.72000000 USD -3195.61000000 N N N WINNEBAGO INDUSTRIES 549300B7OYKYJLTE3G11 974637AB6 485000.00000000 PA USD 544655.00000000 1.407762263954 Long DBT CORP US N 2 2025-04-01 Fixed 1.50000000 N N N N Y Winnebago Industries Inc USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 19377.50000000 OU Notional Amount USD 4381.68000000 0.011325267842 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Beauty Health Co/The Beauty Health Co/The Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 19377.50000000 USD 4381.68000000 N N N Charter Communications Inc 0J0XRGZE3PBRFEZ7MV65 16119P108 -302.00000000 NS USD -132825.64000000 -0.34331259912 Short EC CORP US N 1 N N N HARMONIC INC 549300LRGRD8XC9BTL66 413160AD4 325000.00000000 PA USD 394062.50000000 1.018527906912 Long DBT CORP US N 2 2024-09-01 Fixed 2.00000000 N N N N Y Harmonic, Inc. USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 104542.19000000 OU Notional Amount USD 7434.24000000 0.019215177558 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Marriott Vacations Worldwide Corp Marriott Vacations Worldwide Corp Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 104542.19000000 USD 7434.24000000 N N N Merrill Lynch International Bank Ltd. 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USD XXXX N N N DIGITALOCEAN HOLDINGS 549300EPISPY3RE3DL21 25402DAB8 1023000.00000000 PA USD 787096.20000000 2.034396688659 Long DBT CORP US N 2 2026-12-01 None 0.00000000 N N N N Y DigitalOcean Holdings Inc USD XXXX N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BU5 203000.00000000 PA USD 272020.00000000 0.703086340969 Long DBT CORP PA N 2 2027-12-01 Fixed 5.75000000 N N N N Y Carnival Corp USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 3120.00000000 OU Notional Amount USD 407316.00000000 1.052784045505 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Encore Capital Group Inc Encore Capital Group Inc Y equity-performance leg 2099-11-30 470113.38000000 USD 0.00000000 USD 3120.00000000 USD -62797.38000000 N N N ED&F Man Capital Markets, Inc. 5493006BWPDUCYG6EQ34 000000000 18.00000000 NC USD 108.00000000 0.000279146109 N/A DE US N 1 ED&F Man Capital Markets, Inc. 5493006BWPDUCYG6EQ34 Call Purchased Sirius XM Holdings, Inc. Sirius XM Holdings, Inc. 100.00000000 6.00000000 USD 2023-10-20 XXXX -186.69000000 N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAF6 36000.00000000 PA USD 24210.00000000 0.062575252977 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y DISH Network Corp USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 13475.23000000 OU Notional Amount USD 7597.65000000 0.019637541131 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 DISH Network Corp DISH Network Corp Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 13475.23000000 USD 7597.65000000 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 3680.00000000 OU Notional Amount USD 991576.00000000 2.562912806533 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 ATI Inc ATI Inc Y equity-performance leg 2099-11-30 934544.14000000 USD 0.00000000 USD 3680.00000000 USD 57031.86000000 N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAY3 9000.00000000 PA USD 8815.50000000 0.022785301223 Long DBT US N 2 2026-06-01 Fixed 3.75000000 N N N N Y Ventas, Inc. USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 1420.00000000 OU Notional Amount USD 124331.06000000 0.321356775399 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Match Group Financeco 3, Inc. Match Group Financeco 3, Inc. Y equity-performance leg 2099-11-30 125337.09000000 USD 0.00000000 USD 1420.00000000 USD -1006.03000000 N N N EXPEDIA GROUP INC CI7MUJI4USF3V0NJ1H64 30212PBE4 92000.00000000 PA USD 80389.60000000 0.207781889993 Long DBT CORP US N 2 2026-02-15 None 0.00000000 N N N N Y Expedia Group Inc USD XXXX N N N Merrill Lynch International Bank Ltd. 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Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 114686.85000000 USD 24040.35000000 N N N NIO INC 549300JBU4TV5OCKJV96 62914VAE6 64000.00000000 PA USD 62240.00000000 0.160870869281 Long DBT CORP KY N 2 2026-02-01 None 0.00000000 N N N N N NIO Inc USD XXXX N N N SHIFT4 PAYMENTS INC N/A 82452JAD1 44000.00000000 PA USD 37813.60000000 0.097736290209 Long DBT CORP US N 2 2027-08-01 Fixed 0.50000000 N N N N Y Shift4 Payments Inc USD XXXX N N N OPTIONS MS COC N/A 000000000 66750.00000000 NS USD 66750.00000000 0.172527804057 Long STIV CORP US N 1 N N N UPSTART HOLDINGS INC 549300WNB47JRNENIC75 91680MAB3 175000.00000000 PA USD 116484.38000000 0.301075569863 Long DBT CORP US N 2 2026-08-15 Fixed 0.25000000 N N N N N Upstart Holdings Inc USD XXXX N N N GUIDEWIRE SOFTWARE INC 549300WXSG0J8IXZCK32 40171VAA8 357000.00000000 PA USD 363426.00000000 0.939342168050 Long DBT CORP US N 2 2025-03-15 Fixed 1.25000000 N N N N Y Guidewire Software Inc USD XXXX N N N FRESHPET INC 549300S4ZK8ZQ6HNPN59 358039AA3 271000.00000000 PA USD 321609.25000000 0.831258991267 Long DBT CORP US N 2 2028-04-01 Fixed 3.00000000 N N N N Y Freshpet, Inc. USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 10424.16000000 OU Notional Amount USD -362.52000000 -0.00093700044 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Duke Energy Corp. Duke Energy Corp. Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 10424.16000000 USD -362.52000000 N N N Altair Engineering Inc 549300FJ89HZ6GU9S994 021369103 1017.00000000 NS USD 63623.52000000 0.164446834337 Long EC CORP US N 1 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 5759.16000000 OU Notional Amount USD 60.72000000 0.000156942146 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 SolarEdge Technologies, Inc. SolarEdge Technologies, Inc. Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 5759.16000000 USD 60.72000000 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 2730.00000000 OU Notional Amount USD 227409.00000000 0.587780904762 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Cerence, Inc. Cerence, Inc. Y equity-performance leg 2123-08-08 254367.75000000 USD 0.00000000 USD 2730.00000000 USD -26958.75000000 N N N Schott Pharma AG & Co KGaA 529900TU48UE99NHEY88 000000000 5339.00000000 NS 178596.99000000 0.461617175969 Long EC CORP DE N 1 N N N CONMED CORP Z6C0YCECH9DCU5ZIQW84 207410AH4 250000.00000000 PA USD 239250.00000000 0.618386174093 Long DBT CORP US N 2 2027-06-15 Fixed 2.25000000 N N N N Y CONMED Corp. USD XXXX N N N Array Technologies Inc 549300JM5FECYJQ85V37 04271T100 -13161.00000000 NS USD -292042.59000000 -0.75483845309 Short EC CORP US N 1 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 180.00000000 OU Notional Amount USD 14805.00000000 0.038266279237 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Wayfair Inc Wayfair Inc Y equity-performance leg 2099-11-30 15436.86000000 USD 0.00000000 USD 180.00000000 USD -631.86000000 N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBD2 21000.00000000 PA USD 17482.50000000 0.045186776545 Long DBT CORP BM N 2 2027-02-15 Fixed 1.12500000 N N N N Y Norwegian Cruise Line Holdings Ltd USD XXXX N N N ED&F Man Capital Markets, Inc. 5493006BWPDUCYG6EQ34 000000000 9.00000000 NC USD 18.00000000 0.000046524351 N/A DE US N 1 ED&F Man Capital Markets, Inc. 5493006BWPDUCYG6EQ34 Call Purchased Marathon Digital Holdings, Inc. Marathon Digital Holdings, Inc. 100.00000000 11.00000000 USD 2023-09-29 XXXX -392.22000000 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 15600.94000000 OU Notional Amount USD 11460.34000000 0.029621382680 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Karyopharm Therapeutics Inc Karyopharm Therapeutics Inc Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 15600.94000000 USD 11460.34000000 N N N LIBERTY MEDIA CORP 549300ZKUTPIBZLWLL89 531229AR3 372000.00000000 PA USD 375162.00000000 0.969676045330 Long DBT CORP US N 2 2053-09-30 Fixed 2.37500000 N N N N Y Live Nation Entertainment, Inc. USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 72595.58000000 OU Notional Amount USD -74661.92000000 -0.19297763452 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 PetIQ Inc PetIQ Inc Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 72595.58000000 USD -74661.92000000 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 6650.00000000 OU Notional Amount USD 641060.00000000 1.656938937364 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 National Vision Holdings, Inc. National Vision Holdings, Inc. Y equity-performance leg 2099-11-30 669844.99000000 USD 0.00000000 USD 6650.00000000 USD -28784.99000000 N N N TETRA TECH INC 549300UJ1LP7JGJC5P32 88162GAA1 -94000.00000000 PA USD -93060.00000000 -0.24053089806 Short DBT CORP US N 2 2028-08-15 Fixed 2.25000000 N N N N Y Tetra Tech Inc USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 366681.00000000 OU Notional Amount USD 59440.92000000 0.153636125824 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Encore Capital Group Inc Encore Capital Group Inc Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 366681.00000000 USD 59440.92000000 N N N PHARMING NV 724500DCJ9MPG74JEH91 000000000 300000.00000000 PA 306189.44000000 0.791403621105 Long DBT CORP NL N 2 2025-01-21 Fixed 3.00000000 N N N N N Pharming Group NV EUR XXXX N N N INSMED INC 529900Q55QAG41CCAC11 457669AB5 231000.00000000 PA USD 230307.00000000 0.595271325379 Long DBT CORP US N 2 2028-06-01 Fixed 0.75000000 N N N N Y Insmed Inc USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 5180.00000000 OU Notional Amount USD 313908.00000000 0.811353676645 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 DISH Network Corp DISH Network Corp Y equity-performance leg 2099-11-30 353761.05000000 USD 0.00000000 USD 5180.00000000 USD -39853.05000000 N N N LITHIUM AMERICAS CORP 529900Q9ENG7EHHZ5R75 53680QAA6 199000.00000000 PA USD 145270.00000000 0.375477364725 Long DBT CORP CA N 2 2027-01-15 Fixed 1.75000000 N N N N N Lithium Americas Corp. USD XXXX N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896100 459.00000000 NS USD 24377.49000000 0.063008162069 Long EC CORP US N 1 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 1060.00000000 OU Notional Amount USD 80878.00000000 0.209044250735 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Etsy, Inc. Etsy, Inc. Y equity-performance leg 2099-11-30 80498.17000000 USD 0.00000000 USD 1060.00000000 USD 379.83000000 N N N Merrill Lynch International Bank Ltd. 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EYKN6V0ZCB8VD9IULB80 000000000 73686.24000000 OU Notional Amount USD 35142.72000000 0.090832903523 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Avid Bioservices Inc Avid Bioservices Inc Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 73686.24000000 USD 35142.72000000 N N N WisdomTree Inc 549300WIU8IS7UFO7871 97717P104 -5818.00000000 NS USD -40726.00000000 -0.10526393030 Short EC CORP US N 1 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 140348.46000000 OU Notional Amount USD 76722.48000000 0.198303535524 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Travere Therapeutics Inc Travere Therapeutics Inc Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 140348.46000000 USD 76722.48000000 N N N VISHAY INTERTECHNOLOGY 5493009O8F3QQJTCQR75 928298AQ1 19000.00000000 PA USD 18705.50000000 0.048347847772 Long DBT CORP US N 2 2030-09-15 Fixed 2.25000000 N N N N Y Vishay Intertechnology, Inc. USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 6310.00000000 OU Notional Amount USD 546603.75000000 1.412799171192 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 BlackLine Inc BlackLine Inc Y equity-performance leg 2099-11-30 539528.82000000 USD 0.00000000 USD 6310.00000000 USD 7074.93000000 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 1820.00000000 OU Notional Amount USD -168532.00000000 -0.43560233518 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Envista Holdings Corp. Envista Holdings Corp. 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EYKN6V0ZCB8VD9IULB80 3D Systems Corp 3D Systems Corp Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 5112.32000000 USD 1174.50000000 N N N BRAEMAR HOTELS & RESORTS 549300JDUUEBN868C776 10482BAB7 109000.00000000 PA USD 92759.00000000 0.239752907514 Long DBT US N 2 2026-06-01 Fixed 4.50000000 N N N N N Braemar Hotels & Resorts Inc USD XXXX N N N Pharming Group NV 724500DCJ9MPG74JEH91 000000000 -46393.00000000 NS -59355.18000000 -0.15341451482 Short EC CORP NL N 2 N N N SUNNOVA ENERGY INTL INC 549300JK1Y1VVC3JU540 86745KAH7 9000.00000000 PA USD 5575.50000000 0.014410917925 Long DBT CORP US N 2 2028-02-15 Fixed 2.62500000 N N N N Y Sunnova Energy International Inc USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 6900.00000000 OU Notional Amount USD 422625.00000000 1.092353006588 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Coherus Biosciences Inc Coherus Biosciences Inc Y equity-performance leg 2099-11-30 410136.00000000 USD 0.00000000 USD 6900.00000000 USD 12489.00000000 N N N ED&F Man Capital Markets, Inc. 5493006BWPDUCYG6EQ34 000000000 19.00000000 NC USD 266.00000000 0.000687526530 N/A DE US N 1 ED&F Man Capital Markets, Inc. 5493006BWPDUCYG6EQ34 Call Purchased JetBlue Airways Corp. JetBlue Airways Corp. 100.00000000 7.00000000 USD 2024-01-19 XXXX -87.02000000 N N N Apellis Pharmaceuticals Inc 254900HS0ZFRXXSB9D42 03753U106 -3468.00000000 NS USD -131922.72000000 -0.34097883426 Short EC CORP US N 1 N N N SMART GLOBAL HOLDINGS IN 529900RDGHQY8XKXPN14 83205YAC8 199000.00000000 PA USD 262083.00000000 0.677402314169 Long DBT CORP KY N 2 2029-02-01 Fixed 2.00000000 N N N N Y SMART Global Holdings, Inc. USD XXXX N N N United States Treasury 254900HROIFWPRGM1V77 912797LL9 3275000.00000000 PA USD 3192225.20000000 8.250900431655 Long DBT UST US N 2 2024-03-21 None 0.00000000 N N N N N N Mirum Pharmaceuticals Inc 254900YZKR40F7F27K81 604749101 -473.00000000 NS USD -14946.80000000 -0.03863278774 Short EC CORP US N 1 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 3800.00000000 OU Notional Amount USD 368600.00000000 0.952715334465 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 HAT Holdings I LLC/HAT Holdings II LLC HAT Holdings I LLC/HAT Holdings II LLC Y equity-performance leg 2099-11-30 362427.28000000 USD 0.00000000 USD 3800.00000000 USD 6172.72000000 N N N Penn Entertainment Inc N/A 707569109 -17176.00000000 NS USD -394189.20000000 -1.01885538665 Short EC CORP US N 1 N N N Topgolf Callaway Brands Corp 5493005UB0KFRKBPCU72 131193104 6483.00000000 NS USD 89724.72000000 0.231910245861 Long EC CORP US N 1 N N N Sea Ltd 529900OM6JLLW44YKI15 81141R100 -1628.00000000 NS USD -71550.60000000 -0.18493584864 Short EC CORP KY N 1 N N N Beauty Health Co/The 5493001Z2JZQT4C63C50 88331L108 -380.00000000 NS USD -2287.60000000 -0.00591272815 Short EC CORP US N 1 N N N HAT HOLDINGS I LLC/HAT N/A 418751AJ2 187000.00000000 PA USD 182675.63000000 0.472159180505 Long DBT US N 2 2028-08-15 Fixed 3.75000000 N N N N N Hannon Armstrong Sustainable Infrastructure Capital Inc USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 7970.00000000 OU Notional Amount USD 694904.30000000 1.796109556690 N/A DCR IL N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Fiverr International Ltd. Fiverr International Ltd. Y equity-performance leg 2123-09-22 693390.00000000 USD 0.00000000 USD 7970.00000000 USD 1514.30000000 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 5930.00000000 OU Notional Amount USD 692327.50000000 1.789449337282 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Norwegian Cruise Line Holdings Ltd Norwegian Cruise Line Holdings Ltd Y equity-performance leg 2099-11-30 704918.18000000 USD 0.00000000 USD 5930.00000000 USD -12590.68000000 N N N EZCORP INC 5493003K6PG3ZQ7TUQ63 302301AG1 437000.00000000 PA USD 425244.70000000 1.099124109035 Long DBT CORP US N 2 2029-12-15 Fixed 3.75000000 N N N N Y EZCORP, Inc. USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 2180.00000000 OU Notional Amount USD 128489.20000000 0.332104262488 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Cutera, Inc. Cutera, Inc. Y equity-performance leg 2099-11-30 137275.80000000 USD 0.00000000 USD 2180.00000000 USD -8786.60000000 N N N Bentley Systems Inc 549300WVEHPGE0Z56F71 08265T208 533.00000000 NS USD 26735.28000000 0.069102309352 Long EC CORP US N 1 N N N ED&F Man Capital Markets, Inc. 5493006BWPDUCYG6EQ34 000000000 19.00000000 NC USD 437.00000000 0.001129507870 N/A DE US N 1 ED&F Man Capital Markets, Inc. 5493006BWPDUCYG6EQ34 Call Purchased American Airlines Group, Inc. American Airlines Group, Inc. 100.00000000 16.00000000 USD 2024-01-19 XXXX -315.02000000 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 530.00000000 OU Notional Amount USD 28953.90000000 0.074836745856 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Groupon Inc Groupon Inc Y equity-performance leg 2099-11-30 34368.84000000 USD 0.00000000 USD 530.00000000 USD -5414.94000000 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 26635.39000000 OU Notional Amount USD 153.86000000 0.000397679819 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Airbnb Inc Airbnb Inc Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 26635.39000000 USD 153.86000000 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 6450.00000000 OU Notional Amount USD 1104723.75000000 2.855364234871 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 MongoDB, Inc. MongoDB, Inc. Y equity-performance leg 2024-08-15 1149851.32000000 USD 0.00000000 USD 6450.00000000 USD -45127.57000000 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 6642.69000000 OU Notional Amount USD 1723.93000000 0.004455818086 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Inotiv Inc Inotiv Inc Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 6642.69000000 USD 1723.93000000 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 450.00000000 OU Notional Amount USD 47410.57000000 0.122541446160 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Granite Construction, Inc. Granite Construction, Inc. Y equity-performance leg 2123-08-08 50717.81000000 USD 0.00000000 USD 450.00000000 USD -3307.24000000 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 33951.68000000 OU Notional Amount USD 2009.28000000 0.005193358294 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 PennyMac Mortgage Investment Trust PennyMac Mortgage Investment Trust Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 33951.68000000 USD 2009.28000000 N N N SolarEdge Technologies Inc 5493000K6Y58XXPDF853 83417M104 44.00000000 NS USD 5698.44000000 0.014728679247 Long EC CORP US N 1 N N N SMART Global Holdings Inc 529900RDGHQY8XKXPN14 000000000 -7989.00000000 NS USD -194532.15000000 -0.50280456416 Short EC CORP KY N 1 N N N JUST EAT TAKEAWAY 724500FVZIBSSQ7SHI95 000000000 200000.00000000 PA 179084.38000000 0.462876926178 Long DBT CORP NL N 2 2026-04-30 Fixed 1.25000000 N N N N N Just Eat Takeaway.com NV EUR XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 31056.44000000 OU Notional Amount USD 3637.86000000 0.009402726550 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 I3 Verticals Inc I3 Verticals Inc Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 31056.44000000 USD 3637.86000000 N N N Eagle Bulk Shipping Inc 549300EC4INNZBWR8W37 000000000 -29387.00000000 NS USD -1235135.61000000 -3.19243797013 Short EC CORP MH N 1 N N N Redwood Trust Inc DRBV4N1ERQLEMIF11G78 758075402 -6112.00000000 NS USD -43578.56000000 -0.11263690278 Short EC US N 1 N N N TANDEM DIABETES CARE INC 549300JEPFOD0K4D3I05 875372AA2 453000.00000000 PA USD 430739.92000000 1.113327528352 Long DBT CORP US N 2 2025-05-01 Fixed 1.50000000 N N N N Y Tandem Diabetes Care Inc USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 1400.00000000 OU Notional Amount USD 100100.00000000 0.258727088931 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Cutera, Inc. Cutera, Inc. 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Porch Group, Inc. 100.00000000 2.50000000 USD 2024-01-19 XXXX -309.43000000 N N N PENNYMAC CORP EWN0I878407TKQNXZ933 70932AAD5 42000.00000000 PA USD 41107.50000000 0.106249988094 Long DBT US N 2 2024-11-01 Fixed 5.50000000 N N N N Y PennyMac Mortgage Investment Trust USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 69457.76000000 OU Notional Amount USD -7469.96000000 -0.01930750254 N/A DE US N 2 Merrill Lynch International Bank Ltd. 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EYKN6V0ZCB8VD9IULB80 Norwegian Cruise Line Holdings Ltd Norwegian Cruise Line Holdings Ltd Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 600021.18000000 USD -30635.46000000 N N N BASIC-FIT NV 724500HUXGTQC07CAZ61 000000000 500000.00000000 PA 460860.27000000 1.191179181429 Long DBT CORP NL N 2 2028-06-17 Fixed 1.50000000 N N N N N Basic-Fit NV EUR XXXX N N N Rapid7 Inc 549300GNVG5D60KEYN14 753422104 -1520.00000000 NS USD -69585.60000000 -0.17985694025 Short EC CORP US N 1 N N N Shopify Inc 549300HGQ43STJLLP808 82509L107 310.00000000 NS USD 16916.70000000 0.043724361092 Long EC CORP CA N 1 N N N BILL HOLDINGS INC 549300IBF9VZZIGOZW63 090043AB6 691000.00000000 PA USD 697910.00000000 1.803878348011 Long DBT CORP US N 2 2025-12-01 None 0.00000000 N N N N Y Bill.com Holdings Inc USD XXXX N N N Wolfspeed Inc 549300OGU88P3AW3TO93 977852102 -1155.00000000 NS USD -44005.50000000 -0.11374040871 Short EC CORP US N 1 N N N TWO HARBORS INV CORP 549300ZUIBT6KH4HU823 90187BAB7 238000.00000000 PA USD 220150.00000000 0.569018667614 Long DBT US N 2 2026-01-15 Fixed 6.25000000 N N N N N Two Harbors Investment Corp USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 190.00000000 OU Notional Amount USD 15297.32000000 0.039538771948 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 TechTarget Inc TechTarget Inc Y equity-performance leg 2099-11-30 14757.66000000 USD 0.00000000 USD 190.00000000 USD 539.66000000 N N N NIO INC 549300JBU4TV5OCKJV96 62914VAH9 561000.00000000 PA USD 585779.89000000 1.514057199741 Long DBT CORP KY N 2 2030-10-15 Fixed 4.62500000 N N N N N NIO, Inc. USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 428442.03000000 OU Notional Amount USD 156625.65000000 0.404828156607 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Harmonic Inc Harmonic Inc Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 428442.03000000 USD 156625.65000000 N N N 8X8 INC 254900XWSOC5U1BRW939 282914AE0 93000.00000000 PA USD 67015.80000000 0.173214813650 Long DBT CORP US N 2 2028-02-01 Fixed 4.00000000 N N N N Y 8x8, Inc. USD XXXX N N N KAMAN CORP 5493003YK076OLTEQF95 483548AF0 186000.00000000 PA USD 181480.20000000 0.469069369077 Long DBT CORP US N 2 2024-05-01 Fixed 3.25000000 N N N N Y Kaman Corp. USD XXXX N N N 8x8 Inc 254900XWSOC5U1BRW939 282914100 -8289.00000000 NS USD -20888.28000000 -0.05398964912 Short EC CORP US N 1 N N N PURECYCLE TECHNOLOGIES N/A 74623VAA1 104000.00000000 PA USD 74464.00000000 0.192466073428 Long DBT CORP US N 2 2030-08-15 Fixed 7.25000000 N N N N N PureCycle Technologies Inc USD XXXX N N N ED&F Man Capital Markets, Inc. 5493006BWPDUCYG6EQ34 000000000 111.00000000 NC USD 2220.00000000 0.005738003370 N/A DE US N 1 ED&F Man Capital Markets, Inc. 5493006BWPDUCYG6EQ34 Put Purchased Helix Energy Solutions Group, Inc. Helix Energy Solutions Group, Inc. 100.00000000 9.00000000 USD 2023-12-15 XXXX -730.57000000 N N N Livent Corp 254900OOLQ2VNMZTJL47 53814L108 -42147.00000000 NS USD -775926.27000000 -2.00552592469 Short EC CORP US N 1 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 550.00000000 OU Notional Amount USD 47685.00000000 0.123250761595 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Norwegian Cruise Line Holdings Ltd Norwegian Cruise Line Holdings Ltd Y equity-performance leg 2099-11-30 44347.19000000 USD 0.00000000 USD 550.00000000 USD 3337.81000000 N N N WISDOMTREE INC 549300WIU8IS7UFO7871 97717PAE4 79000.00000000 PA USD 81567.50000000 0.210826391872 Long DBT CORP US N 2 2028-08-15 Fixed 5.75000000 N N N N N WisdomTree, Inc. USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 270.00000000 OU Notional Amount USD 31927.50000000 0.082522568749 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Veeco Instruments, Inc. Veeco Instruments, Inc. Y equity-performance leg 2123-08-08 32154.55000000 USD 0.00000000 USD 270.00000000 USD -227.05000000 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 3190.00000000 OU Notional Amount USD 231913.00000000 0.599422331421 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 3D Systems Corp 3D Systems Corp Y equity-performance leg 2099-11-30 237192.92000000 USD 0.00000000 USD 3190.00000000 USD -5279.92000000 N N N ZIP CO LTD 254900RM95URFC15G140 000000000 150000.00000000 PA 48703.46000000 0.125883161105 Long DBT CORP AU N 2 2028-04-23 Fixed 5.00000000 N N N N N Zip Co Ltd AUD XXXX N N N Semtech Corp 549300J7WUY317SW6O61 816850101 -13.00000000 NS USD -334.75000000 -0.00086522370 Short EC CORP US N 1 N N N CSG SYSTEMS INTERNATIONA 549300D7FJZUOHHXUA81 126349AG4 19000.00000000 PA USD 18583.90000000 0.048033549929 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N N Y CSG Systems International, Inc. USD XXXX N N N GROUPON INC 5299005W5W1R5POQJL03 399473AF4 35000.00000000 PA USD 19120.50000000 0.049420492546 Long DBT CORP US N 2 2026-03-15 Fixed 1.12500000 N N N N Y Groupon Inc USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 450.00000000 OU Notional Amount USD -42412.50000000 -0.10962300358 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 CMS Energy Corp. CMS Energy Corp. Y equity-performance leg 2099-11-30 43766.35000000 USD 0.00000000 USD 450.00000000 USD 1353.85000000 N N N HEALTH CATALYST INC 549300223PL6GWKVJG92 42225TAB3 576000.00000000 PA USD 554054.40000000 1.432056763451 Long DBT CORP US N 2 2025-04-15 Fixed 2.50000000 N N N N Y Health Catalyst Inc USD XXXX N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AB8 329000.00000000 PA USD 223391.00000000 0.577395635598 Long DBT CORP US N 2 2028-02-15 Fixed 0.25000000 N N N N Y Wolfspeed, Inc. USD XXXX N N N Bloom Energy Corp 549300XB5J9BFW5JXV97 093712107 -20349.00000000 NS USD -269827.74000000 -0.69742003679 Short EC CORP US N 1 N N N CENTURY ALUMINUM COMPANY 549300U5ODNGEYWKSW73 156431AQ1 293000.00000000 PA USD 203049.00000000 0.524817948855 Long DBT CORP US N 2 2028-05-01 Fixed 2.75000000 N N N N Y Century Aluminum Co USD XXXX N N N Norwegian Cruise Line Holdings Ltd N/A 000000000 -4442.00000000 NS USD -73204.16000000 -0.18920978236 Short EC CORP BM N 1 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 1739.00000000 OU Notional Amount USD -710.92000000 -0.00183750511 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Redfin Corp Redfin Corp Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 1739.00000000 USD -710.92000000 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 4430.00000000 OU Notional Amount USD 461827.50000000 1.193679167466 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Topgolf Callaway Brands Corp Topgolf Callaway Brands Corp Y equity-performance leg 2099-11-30 596290.21000000 USD 0.00000000 USD 4430.00000000 USD -134462.71000000 N N N CINEMARK HOLDINGS INC 549300LL2QMPTYIE0K55 17243VAB8 142000.00000000 PA USD 208030.00000000 0.537692270832 Long DBT CORP US N 2 2025-08-15 Fixed 4.50000000 N N N N Y Cinemark Holdings Inc USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 6650.00000000 OU Notional Amount USD 614127.50000000 1.587326876199 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 NuVasive, Inc. NuVasive, Inc. 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EYKN6V0ZCB8VD9IULB80 000000000 346538.36000000 OU Notional Amount USD 1823.64000000 0.004713537147 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 iShares iBoxx High Yield Corporate Bond ETF iShares iBoxx High Yield Corporate Bond ETF Y equity-performance leg 2024-05-31 0.00000000 USD 0.00000000 USD 346538.36000000 USD 1823.64000000 N N N EZCORP INC 5493003K6PG3ZQ7TUQ63 302301AF3 637000.00000000 PA USD 655473.00000000 1.694192019610 Long DBT CORP US N 2 2024-07-01 Fixed 2.87500000 N N N N Y EZCORP Inc USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 101561.57000000 OU Notional Amount USD 14113.57000000 0.036479149655 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Five9 Inc Five9 Inc Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 101561.57000000 USD 14113.57000000 N N N AMERICAN AIRLINES GROUP N/A 02376RAF9 47000.00000000 PA USD 50384.00000000 0.130226829657 Long DBT CORP US N 2 2025-07-01 Fixed 6.50000000 N N N N Y American Airlines Group Inc USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 13960.00000000 OU Notional Amount USD 1362077.20000000 3.520542146408 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Kaman Corp Kaman Corp Y equity-performance leg 2099-11-30 1354197.56000000 USD 0.00000000 USD 13960.00000000 USD 7879.64000000 N N N Herbalife Ltd 549300BA7TYPBSZZIA41 000000000 -9901.00000000 NS USD -138514.99000000 -0.35801778357 Short EC CORP KY N 1 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 1329.68000000 OU Notional Amount USD 766.46000000 0.001981058587 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Travere Therapeutics Inc Travere Therapeutics Inc Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 1329.68000000 USD 766.46000000 N N N VEECO INSTRUMENTS INC 5493004201F72ADDZW04 922417AF7 130000.00000000 PA USD 273731.25000000 0.707509385234 Long DBT CORP US N 2 2027-06-01 Fixed 3.75000000 N N N N Y Veeco Instruments Inc USD XXXX N N N AMYRIS INC 549300BG17WCUK6EIM58 03236MAJ0 938000.00000000 PA USD 117250.00000000 0.303054457314 Long DBT CORP US N 2 2026-11-15 None 0.00000000 Y N N N N Amyris Inc USD XXXX N N N ENCORE CAPITAL GROUP INC 5493000UVC6H49CIH830 292554AN2 513000.00000000 PA USD 493983.18000000 1.276791509913 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N Y Encore Capital Group, Inc. USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 5840.00000000 OU Notional Amount USD 486180.00000000 1.256622738227 N/A DCR BM N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Norwegian Cruise Line Holdings Ltd Norwegian Cruise Line Holdings Ltd Y equity-performance leg 2099-11-30 442488.60000000 USD 0.00000000 USD 5840.00000000 USD 43691.40000000 N N N ATI Inc ZW1LRE7C3H17O2ZN9B45 01741R102 -164.00000000 NS USD -6748.60000000 -0.01744301331 Short EC CORP US N 1 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 1447.46000000 OU Notional Amount USD 932.19000000 0.002409418631 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Porch Group Inc Porch Group Inc Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 1447.46000000 USD 932.19000000 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 5930.00000000 OU Notional Amount USD 715158.00000000 1.848459015642 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Zscaler Inc Zscaler Inc Y equity-performance leg 2099-11-30 668591.05000000 USD 0.00000000 USD 5930.00000000 USD 46566.95000000 N N N PACIRA PHARMACEUTICALS N/A 695127AF7 768000.00000000 PA USD 694560.00000000 1.795219649231 Long DBT CORP US N 2 2025-08-01 Fixed 0.75000000 N N N N Y Pacira BioSciences Inc USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 720.00000000 OU Notional Amount USD -43704.00000000 -0.11296112582 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 2U, Inc. 2U, Inc. Y equity-performance leg 2099-11-30 43879.50000000 USD 0.00000000 USD 720.00000000 USD 175.50000000 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 5380.00000000 OU Notional Amount USD 459990.00000000 1.188929806567 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Cloudflare Inc Cloudflare Inc Y equity-performance leg 2099-11-30 453480.55000000 USD 0.00000000 USD 5380.00000000 USD 6509.45000000 N N N Five9 Inc 254900MXP6EWY0SFFR59 338307101 75.00000000 NS USD 4822.50000000 0.012464649214 Long EC CORP US N 1 N N N LIVENT CORP 254900OOLQ2VNMZTJL47 53814LAB4 387000.00000000 PA USD 840177.00000000 2.171593900069 Long DBT CORP US N 2 2025-07-15 Fixed 4.12500000 N N N N Y Livent Corp USD XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 4252.37000000 OU Notional Amount USD -7482.75000000 -0.01934056068 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Groupon Inc Groupon Inc Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 4252.37000000 USD -7482.75000000 N N N Klaviyo Inc N/A 49845K101 196.00000000 NS USD 6762.00000000 0.017477648105 Long EC CORP US N 1 N N N Cinemark Holdings Inc 549300LL2QMPTYIE0K55 17243V102 -2619.00000000 NS USD -48058.65000000 -0.12421652959 Short EC CORP US N 1 N N N ED&F Man Capital Markets, Inc. 5493006BWPDUCYG6EQ34 000000000 5.00000000 NC USD 1870.00000000 0.004833363199 N/A DE US N 1 ED&F Man Capital Markets, Inc. 5493006BWPDUCYG6EQ34 Call Purchased Akamai Technologies, Inc. Akamai Technologies, Inc. 100.00000000 105.00000000 USD 2023-10-20 XXXX 389.75000000 N N N Xometry Inc 5493006JFRGU7YRRXE44 98423F109 -26.00000000 NS USD -441.48000000 -0.00114108726 Short EC CORP US N 1 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 39669.76000000 OU Notional Amount USD 2583.75000000 0.006678182977 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 PagerDuty, Inc. PagerDuty, Inc. Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 39669.76000000 USD 2583.75000000 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 8800.13000000 OU Notional Amount USD 1923.23000000 0.004970946046 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Xometry Inc Xometry Inc Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 8800.13000000 USD 1923.23000000 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 19466.57000000 OU Notional Amount USD 2717.97000000 0.007025099559 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Health Catalyst Inc Health Catalyst Inc Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 19466.57000000 USD 2717.97000000 N N N I3 Verticals Inc 549300944CYWVP06CJ97 46571Y107 -111.00000000 NS USD -2346.54000000 -0.00606506956 Short EC CORP US N 1 N N N MBT SYSTEMS GMBH 529900LQO13L0JKW0223 000000000 300000.00000000 PA 311465.88000000 0.805041562775 Long DBT CORP DE N 2 2027-07-08 Fixed 3.50000000 N N N N N Meyer Burger Technology AG EUR XXXX N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 470.00000000 OU Notional Amount USD -45731.00000000 -0.11820028475 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Duke Energy Corp. Duke Energy Corp. 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Y equity-performance leg 2099-11-30 86932.05000000 USD 0.00000000 USD 920.00000000 USD 2752.05000000 N N N SEA LTD 529900OM6JLLW44YKI15 81141RAF7 610000.00000000 PA USD 586210.00000000 1.515168899124 Long DBT CORP KY N 2 2025-12-01 Fixed 2.37500000 N N N N Y Sea Ltd USD XXXX N N N BILL Holdings Inc 549300IBF9VZZIGOZW63 090043100 -2176.00000000 NS USD -236248.32000000 -0.61062777321 Short EC CORP US N 1 N N N PetIQ Inc 549300GROACFGKVYOX14 71639T106 -2229.00000000 NS USD -43911.30000000 -0.11349693127 Short EC CORP US N 1 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 1750.00000000 OU Notional Amount USD 145468.75000000 0.375991071108 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Cheesecake Factory, Inc. Cheesecake Factory, Inc. Y equity-performance leg 2099-11-30 147820.14000000 USD 0.00000000 USD 1750.00000000 USD -2351.39000000 N N N BlackLine Inc 529900P9N7PK9LV5EK56 09239B109 -165.00000000 NS USD -9152.55000000 -0.02365646970 Short EC CORP US N 1 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 1330.00000000 OU Notional Amount USD 135660.00000000 0.350638530313 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Etsy Inc Etsy Inc Y equity-performance leg 2099-11-30 237502.89000000 USD 0.00000000 USD 1330.00000000 USD -101842.89000000 N N N OTA LLC 5493005E2C5WY15S7E91 000000000 6.00000000 NC USD 24.00000000 0.000062032468 N/A DE US N 1 OTA LLC 5493005E2C5WY15S7E91 Put Purchased Groupon, Inc. Groupon, Inc. 100.00000000 4.00000000 USD 2023-10-20 XXXX -482.22000000 N N N Mitek Systems Inc 549300ABZAQ3R25XG118 606710200 -6872.00000000 NS USD -73667.84000000 -0.19040824966 Short EC CORP US N 1 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 4820.00000000 OU Notional Amount USD 508208.75000000 1.313560144424 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 MannKind Corp MannKind Corp Y equity-performance leg 2099-11-30 590706.90000000 USD 0.00000000 USD 4820.00000000 USD -82498.15000000 N N N Maxeon Solar Technologies Ltd 5493007JPB074ITT6Y72 000000000 11033.00000000 NS USD 127872.47000000 0.330510208966 Long EC CORP SG N 1 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 1450.00000000 OU Notional Amount USD -117276.00000000 -0.30312165915 N/A DCR US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Revance Therapeutics, Inc. Revance Therapeutics, Inc. Y equity-performance leg 2099-11-30 118891.25000000 USD 0.00000000 USD 1450.00000000 USD 1615.25000000 N N N FISKER INC 549300UUN5RWU44MBX79 33813JAA4 911000.00000000 PA USD 474266.60000000 1.225830337615 Long DBT CORP US N 2 2026-09-15 Fixed 2.50000000 N N N N N Fisker Inc USD XXXX N N N ARBOR REALTY TRUST INC 549300ASFUWYQO0RW077 038923AZ1 705000.00000000 PA USD 716015.63000000 1.850675720071 Long DBT US N 2 2025-08-01 Fixed 7.50000000 N N N N Y Arbor Realty Trust Inc USD XXXX N N N Zscaler Inc 529900MZ0RTK1BWRNF46 98980G102 -631.00000000 NS USD -98177.29000000 -0.25375748692 Short EC CORP US N 1 N N N Invesco QQQ Trust Series 1 549300VY6FEJBCIMET58 46090E103 -2405.00000000 NS USD -861639.35000000 -2.22706734000 Short EC RF US N 1 N N N Repay Holdings Corp N/A 76029L100 132.00000000 NS USD 1001.88000000 0.002589545413 Long EC CORP US N 1 N N N Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 000000000 37975.90000000 OU Notional Amount USD 6590.26000000 0.017033754096 N/A DE US N 2 Merrill Lynch International Bank Ltd. EYKN6V0ZCB8VD9IULB80 Pacira BioSciences, Inc. Pacira BioSciences, Inc. Y equity-performance leg 2099-11-30 0.00000000 USD 0.00000000 USD 37975.90000000 USD 6590.26000000 N N N Summit Hotel Properties Inc 254900OBQWJK6X20LS71 866082100 -7402.00000000 NS USD -42931.60000000 -0.11096471419 Short EC US N 1 N N N 2023-10-26 LAZARD FUNDS INC Christina Kennedy Christina Kennedy Senior Vice President XXXX