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000000000 38900.00000000 OU Notional Amount USD -20650.00000000 -0.01330403180 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 First Solar Inc First Solar Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 38900.00000000 USD -20650.00000000 N N N Invitation Homes Inc N/A 46187W107 1100.00000000 NS USD 32802.00000000 0.021133116288 Long EC US N 1 N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670702 6062.00000000 NS USD 1186818.36000000 0.764623206369 Long EC CORP US N 1 N N N Rayonier Inc HGV8VDVNL0W6SF2U9C50 754907103 500.00000000 NS USD 13890.00000000 0.008948813646 Long EC US N 1 N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599106 10000.00000000 NS USD 571600.00000000 0.368260754544 Long EC CORP US N 1 N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 11000.00000000 NS USD 1073710.00000000 0.691751670332 Long EC CORP US N 1 N N N Ardagh Group SA 6354006L1NWUUOPYX274 000000000 4004.00000000 NS USD 54494.44000000 0.035108753661 Long EC CORP LU N 1 N N N Reinsurance Group of America Inc LORM1GNEU1DKEW527V90 759351604 400.00000000 NS USD 34100.00000000 0.021969369716 Long EC CORP US N 1 N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 086516101 9200.00000000 NS USD 916228.00000000 0.590291838024 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 21832.86000000 OU Notional Amount USD -10741.64000000 -0.00692044165 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Pulse Biosciences Inc Pulse Biosciences Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 21832.86000000 USD -10741.64000000 N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813109 4700.00000000 NS USD 405986.00000000 0.261561775182 Long EC CORP US N 1 N N N SYNNEX Corp 5493004HI6PFLF46NS53 87162W100 6300.00000000 NS USD 785862.00000000 0.506301842351 Long EC CORP US N 1 N N N Regal Beloit Corp QH78R09VCJGQKPBPYU33 758750103 5800.00000000 NS USD 533426.00000000 0.343666657196 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 136184.56000000 OU Notional Amount USD 12155.44000000 0.007831300745 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Magellan Health Inc Magellan Health Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 136184.56000000 USD 12155.44000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1211610.40000000 OU Notional Amount USD 174501.60000000 0.112424931569 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Visa Inc Visa Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1211610.40000000 USD 174501.60000000 N N N PacWest Bancorp 549300YI8VMFO7G36V04 695263103 18900.00000000 NS USD 345397.50000000 0.222526843890 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 2415588.42000000 OU Notional Amount USD -11714.50000000 -0.00754721940 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Johnson & Johnson Johnson & Johnson Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 2415588.42000000 USD -11714.50000000 N N N Polaris Inc 549300QJSN8UVWN1EI78 731068102 7500.00000000 NS USD 777225.00000000 0.500737342461 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 61882.76000000 OU Notional Amount USD -2797.24000000 -0.00180215835 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 ProAssurance Corp ProAssurance Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 61882.76000000 USD -2797.24000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 293649.81000000 OU Notional Amount USD 34516.19000000 0.022237505551 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Meridian Bioscience Inc Meridian Bioscience Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 293649.81000000 USD 34516.19000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 109461.49000000 OU Notional Amount USD -6899.51000000 -0.00444509929 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Casella Waste Systems Inc Casella Waste Systems Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 109461.49000000 USD -6899.51000000 N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 2947.00000000 NS USD 572543.16000000 0.368868397674 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 294942.64000000 OU Notional Amount USD 11538.64000000 0.007433919301 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Oxford Industries Inc Oxford Industries Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 294942.64000000 USD 11538.64000000 N N N HollyFrontier Corp 549300J3U2WK73C9ZK26 436106108 24100.00000000 NS USD 662750.00000000 0.426985330780 Long EC CORP US N 1 N N N Perrigo Co PLC 549300IFOQS6R1QLY196 000000000 13500.00000000 NS USD 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E57ODZWZ7FF32TWEFA76 Sportsman's Warehouse Holdings Inc Sportsman's Warehouse Holdings Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 160234.54000000 USD 137430.46000000 N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166104 12600.00000000 NS USD 350406.00000000 0.225753635334 Long EC US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 58339.35000000 OU Notional Amount USD 1107.35000000 0.000713424679 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Quotient Ltd Quotient Ltd Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 58339.35000000 USD 1107.35000000 N N N salesforce.com Inc RCGZFPDMRW58VJ54VR07 79466L302 3600.00000000 NS USD 701460.00000000 0.451924753118 Long EC CORP US N 1 N N N Ingredion Inc PKSTQ48QDN0XSVS7YK88 457187102 2200.00000000 NS USD 190300.00000000 0.122603256805 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 242470.15000000 OU Notional Amount USD 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Notional Amount USD 1069192.46000000 0.688841186271 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Facebook Inc Facebook Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 2558288.54000000 USD 1069192.46000000 N N N Quidel Corp 549300X2FQ6S98OQLQ46 74838J101 2000.00000000 NS USD 564940.00000000 0.363969962687 Long EC CORP US N 1 N N N Moderna Inc 549300EI6OKH5K5Q2G38 60770K107 1200.00000000 NS USD 88920.00000000 0.057287869653 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 295346.47000000 OU Notional Amount USD 225213.53000000 0.145096753833 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Stamps.com Inc Stamps.com Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 295346.47000000 USD 225213.53000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 52500.00000000 OU Notional Amount USD 2850.00000000 0.001836149668 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Fossil Group Inc Fossil Group Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 52500.00000000 USD 2850.00000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 66533.02000000 OU Notional Amount USD 7016.98000000 0.004520780877 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Axcelis Technologies Inc Axcelis Technologies Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 66533.02000000 USD 7016.98000000 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 5632.00000000 NS USD 845701.12000000 0.544853975805 Long EC CORP US N 1 N N N HP Inc WHKXQACZ14C5XRO8LW03 40434L105 50142.00000000 NS USD 881496.36000000 0.567915526000 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 24298.58000000 OU Notional Amount USD -2782.58000000 -0.00179271345 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 United Community Banks Inc/GA United Community Banks Inc/GA Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 24298.58000000 USD -2782.58000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 202957.20000000 OU Notional Amount USD -14147.20000000 -0.00911451810 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Avient Corp Avient Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 202957.20000000 USD -14147.20000000 N N N RingCentral Inc 549300C8EH0H1614VE84 76680R206 400.00000000 NS USD 116108.00000000 0.074804093227 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 59334.86000000 OU Notional Amount USD -18575.14000000 -0.01196727619 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Zscaler Inc Zscaler Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 59334.86000000 USD -18575.14000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 223232.29000000 OU Notional 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57501.00000000 0.037045769151 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 128817.23000000 OU Notional Amount USD 7802.77000000 0.005027036332 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 HNI Corp HNI Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 128817.23000000 USD 7802.77000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 69083.68000000 OU Notional Amount USD -14497.32000000 -0.00934008747 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Grocery Outlet Holding Corp Grocery Outlet Holding Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 69083.68000000 USD -14497.32000000 N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558103 6700.00000000 NS USD 465851.00000000 0.300130582164 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 238571.86000000 OU Notional Amount USD -21848.14000000 -0.01407594912 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Virgin Galactic Holdings Inc Virgin Galactic Holdings Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 238571.86000000 USD -21848.14000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 23363.92000000 OU Notional Amount USD 18428.08000000 0.011872530870 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Vapotherm Inc Vapotherm Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 23363.92000000 USD 18428.08000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 13011.81000000 OU Notional Amount USD -2500.19000000 -0.00161078001 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Covetrus Inc Covetrus Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 13011.81000000 USD -2500.19000000 N N N Sprouts Farmers Market Inc 529900P8F4G77Q52XE24 85208M102 28300.00000000 NS USD 746554.00000000 0.480977150714 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equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 419234.27000000 USD 61217.27000000 N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 4400.00000000 NS USD 1393700.00000000 0.897909400994 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 187202.03000000 OU Notional Amount USD -26846.03000000 -0.01729590494 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Progress Software Corp Progress Software Corp Y equity-performance leg 2019-07-19 0.00000000 USD 0.00000000 USD 187202.03000000 USD -26846.03000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 349764.47000000 OU Notional Amount USD -95519.53000000 -0.06153970292 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Albemarle Corp Albemarle Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 349764.47000000 USD -95519.53000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 293288.87000000 OU 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Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 354142.24000000 OU Notional Amount USD -56138.24000000 -0.03616779324 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Investors Bancorp Inc Investors Bancorp Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 354142.24000000 USD -56138.24000000 N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677105 5100.00000000 NS USD 971040.00000000 0.625605183857 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 354492.94000000 OU Notional Amount USD -81366.94000000 -0.05242171224 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Natus Medical Inc Natus Medical Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 354492.94000000 USD -81366.94000000 N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 754730109 1300.00000000 NS USD 90324.00000000 0.058192414964 Long EC CORP US N 1 N N N Citibank, National Association 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0.00000000 USD 0.00000000 USD 268188.95000000 USD -28603.05000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 187376.00000000 OU Notional Amount USD -4928.00000000 -0.00317492826 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Arconic Corp Arconic Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 187376.00000000 USD -4928.00000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 61337.70000000 OU Notional Amount USD 7377.70000000 0.004753179441 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Eros International PLC Eros International PLC Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 61337.70000000 USD 7377.70000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 327271.09000000 OU Notional Amount USD 93228.91000000 0.060063941116 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 SpartanNash Co SpartanNash Co Y equity-performance leg 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Corp 549300L4UJ40IEVVI304 156782104 3100.00000000 NS USD 215295.00000000 0.138706611528 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 190489.14000000 OU Notional Amount USD -25198.86000000 -0.01623469418 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 iHeartMedia Inc iHeartMedia Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 190489.14000000 USD -25198.86000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 184883.73000000 OU Notional Amount USD -41238.27000000 -0.02656829325 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 ForeScout Technologies Inc ForeScout Technologies Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 184883.73000000 USD -41238.27000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 166192.05000000 OU Notional Amount USD 29165.70000000 0.018790382590 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Atkore International Group Inc Atkore International Group Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 166192.05000000 USD 29165.70000000 N N N ADT Inc N/A 00090Q103 4000.00000000 NS USD 34440.00000000 0.022188419150 Long EC CORP US N 1 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 2371.00000000 NS USD 7503456.28000000 4.834199565018 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 411966.59000000 OU Notional Amount USD 25691.41000000 0.016552025948 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 World Fuel Services Corp World Fuel Services Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 411966.59000000 USD 25691.41000000 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773100 37600.00000000 NS USD 746736.00000000 0.481094406587 Long EC CORP US N 1 N N N Lazard Ltd 254900RIBCDJSUFG1A11 000000000 18400.00000000 NS USD 539488.00000000 0.347572179754 Long EC 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N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Steelcase Inc Steelcase Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 104850.15000000 USD -13645.15000000 N N N ManTech International Corp/VA 5299007N03CAU4SWNR02 564563104 810.00000000 NS USD 56359.80000000 0.036310536168 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 437600.89000000 OU Notional Amount USD 9242.89000000 0.005954852424 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 LiveRamp Holdings Inc LiveRamp Holdings Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 437600.89000000 USD 9242.89000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 268441.02000000 OU Notional Amount USD 8110.98000000 0.005225604644 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Phreesia Inc Phreesia Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 268441.02000000 USD 8110.98000000 N N 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0.00000000 USD 0.00000000 USD 171269.57000000 USD 13572.57000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 117047.70000000 OU Notional Amount USD -1460.70000000 -0.00094107502 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 PotlatchDeltic Corp PotlatchDeltic Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 117047.70000000 USD -1460.70000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 105673.53000000 OU Notional Amount USD -8895.47000000 -0.00573102255 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 RLI Corp RLI Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 105673.53000000 USD -8895.47000000 N N N Lions Gate Entertainment Corp 5493000JSMHPHZURLM72 535919500 71200.00000000 NS USD 506232.00000000 0.326146568045 Long EC CORP CA N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 242139.82000000 OU Notional Amount USD -4798.18000000 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254900YAUJV2EUEVBR11 74736K101 7100.00000000 NS USD 909865.00000000 0.586192392291 Long EC CORP US N 1 N N N Alkermes PLC N/A 000000000 1700.00000000 NS USD 30617.00000000 0.019725401542 Long EC CORP IE N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 193315.14000000 OU Notional Amount USD -15292.86000000 -0.00985262449 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Covanta Holding Corp Covanta Holding Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 193315.14000000 USD -15292.86000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 67233.28000000 OU Notional Amount USD 9561.28000000 0.006159979333 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 HEICO Corp HEICO Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 67233.28000000 USD 9561.28000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 97341.65000000 OU Notional Amount USD -7058.35000000 -0.00454743403 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 American Homes 4 Rent American Homes 4 Rent Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 97341.65000000 USD -7058.35000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 129153.54000000 OU Notional Amount USD -4389.54000000 -0.00282801839 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Hope Bancorp Inc Hope Bancorp Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 129153.54000000 USD -4389.54000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 277176.25000000 OU Notional Amount USD 4741.25000000 0.003054612145 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 STORE Capital Corp STORE Capital Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 277176.25000000 USD 4741.25000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 381407.04000000 OU Notional 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20404.29000000 0.013145729935 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Brightsphere Investment Group Inc Brightsphere Investment Group Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 26635.71000000 USD 20404.29000000 N N N Sun Communities Inc 549300H5GEOJYN41ZG57 866674104 200.00000000 NS USD 29986.00000000 0.019318871563 Long EC US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 75744.96000000 OU Notional Amount USD -3719.04000000 -0.00239604002 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Hamilton Lane Inc Hamilton Lane Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 75744.96000000 USD -3719.04000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 314004.10000000 OU Notional Amount USD 42324.10000000 0.027267853396 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Ambarella Inc Ambarella Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 314004.10000000 USD 42324.10000000 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 13500.00000000 NS USD 1083240.00000000 0.697891497118 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 251319.95000000 OU Notional Amount USD 132674.05000000 0.085476986986 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Ichor Holdings Ltd Ichor Holdings Ltd Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 251319.95000000 USD 132674.05000000 N N N Pilgrim's Pride Corp 549300ZSLGV64ZL3HD75 72147K108 2700.00000000 NS USD 41445.00000000 0.026701481756 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 40350.00000000 OU Notional Amount USD 43575.00000000 0.028073762035 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Beazer Homes USA Inc Beazer Homes USA Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 40350.00000000 USD 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Association E57ODZWZ7FF32TWEFA76 Hain Celestial Group Inc/The Hain Celestial Group Inc/The Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 151370.94000000 USD -45713.06000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 230492.77000000 OU Notional Amount USD 36972.77000000 0.023820189254 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Impinj Inc Impinj Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 230492.77000000 USD 36972.77000000 N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119100 27900.00000000 NS USD 764739.00000000 0.492693074124 Long EC CORP US N 1 N N N Lam Research Corp 549300I4GMO6D34U1T02 512807108 400.00000000 NS USD 150864.00000000 0.097196099498 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 276000.03000000 OU Notional Amount USD 12890.03000000 0.008304569933 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Tootsie Roll Industries Inc Tootsie Roll Industries Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 276000.03000000 USD 12890.03000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 190274.39000000 OU Notional Amount USD -4787.61000000 -0.00308448018 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Trex Co Inc Trex Co Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 190274.39000000 USD -4787.61000000 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 11211.00000000 NS USD 431399.28000000 0.277934612251 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 18997.00000000 OU Notional Amount USD -16642.00000000 -0.01072182553 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 New Age Beverages Corp New Age Beverages Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 18997.00000000 USD -16642.00000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 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173240.05000000 OU Notional Amount USD -10168.05000000 -0.00655089881 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Adient PLC Adient PLC Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 173240.05000000 USD -10168.05000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 48938.24000000 OU Notional Amount USD -5773.76000000 -0.00371982017 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Zillow Group Inc Zillow Group Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 48938.24000000 USD -5773.76000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 112980.00000000 OU Notional Amount USD -37100.00000000 -0.02390215884 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Banc of California Inc Banc of California Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 112980.00000000 USD -37100.00000000 N N N Citibank, National Association 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2021-05-19 0.00000000 USD 0.00000000 USD 93430.09000000 USD -4844.91000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1925697.70000000 OU Notional Amount USD 251290.50000000 0.161897181840 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 UnitedHealth Group Inc UnitedHealth Group Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1925697.70000000 USD 251290.50000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 304132.99000000 OU Notional Amount USD 46966.99000000 0.030259095829 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Jones Lang LaSalle Inc Jones Lang LaSalle Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 304132.99000000 USD 46966.99000000 N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748102 1500.00000000 NS USD 174900.00000000 0.112681605965 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 93576.69000000 OU 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79646.35000000 0.051313199698 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Apple Hospitality REIT Inc Apple Hospitality REIT Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 345128.35000000 USD 79646.35000000 N N N Chubb Ltd E0JAN6VLUDI1HITHT809 000000000 900.00000000 NS USD 114516.00000000 0.073778426465 Long EC CORP CH N 1 N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709108 2100.00000000 NS USD 103803.00000000 0.066876436501 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 79473.20000000 OU Notional Amount USD 59714.80000000 0.038472038672 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Comfort Systems USA Inc Comfort Systems USA Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 79473.20000000 USD 59714.80000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 327243.42000000 OU Notional Amount USD 140318.58000000 0.090402075135 N/A DE 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0.582372556717 Long EC CORP US N 1 N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172109 5100.00000000 NS USD 391731.00000000 0.252377805525 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 80817.60000000 OU Notional Amount USD 3822.40000000 0.002462631049 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Hub Group Inc Hub Group Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 80817.60000000 USD 3822.40000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 71752.98000000 OU Notional Amount USD -7853.98000000 -0.00506002904 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 International Seaways Inc International Seaways Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 71752.98000000 USD -7853.98000000 N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 1054.00000000 NS USD 1508021.04000000 0.971562221937 Long EC CORP US N 1 N N N Citibank, 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Amount USD -14396.96000000 -0.00927542923 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Amneal Pharmaceuticals Inc Amneal Pharmaceuticals Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 132172.96000000 USD -14396.96000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 107841.15000000 OU Notional Amount USD -47153.85000000 -0.03037948282 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Goosehead Insurance Inc Goosehead Insurance Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 107841.15000000 USD -47153.85000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 55829.14000000 OU Notional Amount USD 20298.86000000 0.013077805283 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Rush Enterprises Inc Rush Enterprises Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 55829.14000000 USD 20298.86000000 N N N Proofpoint Inc 529900C5FODDK0WSR085 743424103 6200.00000000 NS USD 717154.00000000 0.462035817292 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 287904.52000000 OU Notional Amount USD 7140.52000000 0.004600373133 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Credit Acceptance Corp Credit Acceptance Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 287904.52000000 USD 7140.52000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 103701.12000000 OU Notional Amount USD 1937.12000000 0.001248014823 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Welltower Inc Welltower Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 103701.12000000 USD 1937.12000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 42354.75000000 OU Notional Amount USD -4784.25000000 -0.00308231545 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Park Hotels & 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36864.75000000 USD -744.25000000 N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156R108 7100.00000000 NS USD 268735.00000000 0.173136028468 Long EC CORP US N 1 N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284V101 200.00000000 NS USD 5638.00000000 0.003632355028 Long EC US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 254169.63000000 OU Notional Amount USD 4836.63000000 0.003116061954 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 VEREIT Inc VEREIT Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 254169.63000000 USD 4836.63000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 258456.00000000 OU Notional Amount USD -196416.00000000 -0.12654356956 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Cree Inc Cree Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 258456.00000000 USD -196416.00000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 106506.17000000 OU Notional Amount USD 36713.83000000 0.023653363782 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Medpace Holdings Inc Medpace Holdings Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 106506.17000000 USD 36713.83000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 31416.94000000 OU Notional Amount USD 2483.06000000 0.001599743787 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1-800-Flowers.com Inc 1-800-Flowers.com Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 31416.94000000 USD 2483.06000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 65151.25000000 OU Notional Amount USD -33452.75000000 -0.02155237046 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Community Health Systems Inc Community Health Systems Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 65151.25000000 USD -33452.75000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 30065.01000000 OU Notional Amount USD -13484.99000000 -0.00868788067 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Service Properties Trust Service Properties Trust Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 30065.01000000 USD -13484.99000000 N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440101 3500.00000000 NS USD 244230.00000000 0.157348362635 Long EC CORP US N 1 N N N AGCO Corp LYOM0B2GCF1JWXK5ZG04 001084102 6700.00000000 NS USD 439721.00000000 0.283295988889 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 141914.42000000 OU Notional Amount USD 104199.58000000 0.067131938338 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Vivint Solar Inc Vivint Solar Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 141914.42000000 USD 104199.58000000 N N N Sarepta Therapeutics Inc 549300IKDPIED8J8IG21 803607100 300.00000000 NS USD 46056.00000000 0.029672178641 Long EC CORP US N 1 N N N Exact Sciences Corp 549300VM3X1FYD4N9Z14 30063P105 600.00000000 NS USD 56850.00000000 0.036626353911 Long EC CORP US N 1 N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 13800.00000000 NS USD 1457418.00000000 0.938960553475 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 4647.95000000 OU Notional Amount USD 90.95000000 0.000058595723 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Sage Therapeutics Inc Sage Therapeutics Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 4647.95000000 USD 90.95000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 75715.09000000 OU Notional Amount USD -2668.91000000 -0.00171948007 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Home BancShares Inc/AR Home BancShares Inc/AR Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 75715.09000000 USD -2668.91000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1799996.50000000 OU Notional Amount USD 279435.58000000 0.180030016685 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Procter & Gamble Co/The Procter & Gamble Co/The Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1799996.50000000 USD 279435.58000000 N N N DXC Technology Co 549300DOVZ3EDJB7O259 23355L106 14600.00000000 NS USD 261486.00000000 0.168465765680 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 242661.55000000 OU Notional Amount USD -42814.45000000 -0.02758376777 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Amyris Inc Amyris Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 242661.55000000 USD -42814.45000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 178208.09000000 OU Notional Amount USD 18290.09000000 0.011783629013 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 iRobot Corp iRobot Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 178208.09000000 USD 18290.09000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 67973.08000000 OU Notional Amount USD -45811.35000000 -0.02951455968 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Accelerate Diagnostics Inc Accelerate Diagnostics Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 67973.08000000 USD -45811.35000000 N N N PulteGroup Inc N/A 745867101 15100.00000000 NS USD 658360.00000000 0.424157016028 Long EC CORP US N 1 N N N Moody's Corp 549300GCEDD8YCF5WU84 615369105 3100.00000000 NS USD 872030.00000000 0.561816700114 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 177311.89000000 OU Notional Amount USD 20434.89000000 0.013165444384 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Invesco Mortgage Capital Inc Invesco Mortgage Capital Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 177311.89000000 USD 20434.89000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 78221.41000000 OU Notional Amount USD -24199.59000000 -0.01559090145 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Bill.Com Holdings Inc Bill.Com Holdings Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 78221.41000000 USD -24199.59000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 381068.97000000 OU Notional Amount USD -38451.03000000 -0.02477257753 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Air Lease Corp Air Lease Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 381068.97000000 USD -38451.03000000 N N N OGE Energy Corp CE5OG6JPOZMDSA0LAQ19 670837103 13600.00000000 NS USD 447440.00000000 0.288269055306 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 76388.72000000 OU Notional Amount USD -5603.28000000 -0.00360998621 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Brookdale Senior Living Inc Brookdale Senior Living Inc Y equity-performance leg 2019-07-19 0.00000000 USD 0.00000000 USD 76388.72000000 USD -5603.28000000 N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 10800.00000000 NS USD 262008.00000000 0.168802070987 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 67534.17000000 OU Notional Amount USD -20210.83000000 -0.01302109080 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Alteryx Inc Alteryx Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 67534.17000000 USD -20210.83000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 251189.15000000 OU Notional Amount USD -60912.15000000 -0.03924344702 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 GEO Group Inc/The GEO Group Inc/The Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 251189.15000000 USD -60912.15000000 N N N Element Solutions Inc 549300FLGN6P5CU20J91 28618M106 14600.00000000 NS USD 158556.00000000 0.102151770814 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 44600.14000000 OU Notional Amount USD 5120.14000000 0.003298716969 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 United Bankshares Inc/WV United Bankshares Inc/WV Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 44600.14000000 USD 5120.14000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 17146.88000000 OU Notional Amount USD -1121.12000000 -0.00072229618 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Palomar Holdings Inc Palomar Holdings Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 17146.88000000 USD -1121.12000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 6749.04000000 OU Notional Amount USD -72.96000000 -0.00004700543 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 AxoGen Inc AxoGen Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 6749.04000000 USD -72.96000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 75765.80000000 OU Notional Amount USD 156.80000000 0.000101020444 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Allegiance Bancshares Inc Allegiance Bancshares Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 75765.80000000 USD 156.80000000 N N N Neurocrine Biosciences Inc 549300FECER0XBN49756 64125C109 400.00000000 NS USD 48144.00000000 0.031017399871 Long EC CORP US N 1 N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599105 2400.00000000 NS USD 37776.00000000 0.024337680657 Long EC CORP US N 1 N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 6780.00000000 NS USD 2091833.40000000 1.347690948679 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 304108.70000000 OU Notional Amount USD 49746.30000000 0.032049702543 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 M/I Homes Inc M/I Homes Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 304108.70000000 USD 49746.30000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 179277.78000000 OU Notional Amount USD 3295.22000000 0.002122988459 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Sunnova Energy International Inc Sunnova Energy International Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 179277.78000000 USD 3295.22000000 N N N MainStay US Government Liquidity Fund 549300Y3ZLEL13IJCK58 56064L488 5640565.72000000 NS USD 5640565.72000000 3.634008026775 Long STIV RF US N 1 N N N IQVIA Holdings Inc 549300W3R20NM4KQPH86 46266C105 5700.00000000 NS USD 902823.00000000 0.581655491952 Long EC CORP US N 1 N N N Veeva Systems Inc 549300YZEXPDB92M2F02 922475108 700.00000000 NS USD 185199.00000000 0.119316871030 Long EC CORP US N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 2900.00000000 NS USD 291856.00000000 0.188032034251 Long EC CORP US N 1 N N N 2020-08-27 MAINSTAY FUNDS TRUST Jack Benintende Jack Benintende Treasurer XXXX