NPORT-P false 0001699360 XXXXXXXX S000057735 C000186146 Morningstar Funds Trust 811-23235 0001699360 254900AE65UZA65M0T82 22 W. WASHINGTON STREET CHICAGO 60602 312-696-6000 Morningstar Alternatives Fund S000057735 254900CU5KYJQ7TVSX92 2023-04-30 2022-07-29 N 442985996.780000000000 86200571.230000000000 356785425.550000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 42473005.080000000000 0.000000000000 0.000000000000 34877079.660000004000 EUR AUD USD N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H020683 3175000 PA USD 2916039.06 0.8173089065 Long ABS-MBS USGA US N 2 2052-08-15 Fixed 2.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F020687 -8261000 PA USD -7428446.09 -2.0820486371 Short ABS-MBS USGSE US N 2 2052-08-15 Fixed 2.000000000000 N N N N N N Federal National Mortgage Association S6XOOCT0IEG5ABCC6L87 01F012486 591188 PA USD 548326.87 0.1536853332 Long ABS-MBS USGSE US N 2 2037-08-15 Fixed 1.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H032688 650000 PA USD 647054.69 0.1813568166 Long ABS-MBS USGA US N 2 2052-08-15 Fixed 3.500000000000 N N N N N N Federal National Mortgage Association S6XOOCT0IEG5ABCC6L87 01F012684 750000 PA USD 645791.02 0.1810026346 Long ABS-MBS USGSE US N 2 2052-08-15 Fixed 1.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F050684 875000 PA USD 898686.52 0.2518843136 Long ABS-MBS USGSE US N 2 2052-08-15 Fixed 5.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F040487 125000 PA USD 127075.2 0.0356167015 Long ABS-MBS USGSE US N 2 2037-08-15 Fixed 4.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F040685 12057000 PA USD 12116814.05 3.3961067864 Long ABS-MBS USGSE US N 2 2052-08-15 Fixed 4.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F042681 736000 PA USD 748793.75 0.2098722920 Long ABS-MBS USGSE US N 2 2052-08-15 Fixed 4.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050680 225000 PA USD 230581.06 0.0646273764 Long ABS-MBS USGA US N 2 2052-08-15 Fixed 5.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F052680 100000 PA USD 103617.19 0.0290418786 Long ABS-MBS USGSE US N 2 2052-08-15 Fixed 5.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F030686 3757000 PA USD 3617763.4 1.0139885603 Long ABS-MBS USGSE US N 2 2052-08-15 Fixed 3.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F022683 -6057000 PA USD -5643480.92 -1.5817576941 Short ABS-MBS USGSE US N 2 2052-08-15 Fixed 2.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F032682 1667000 PA USD 1649613.71 0.4623545672 Long ABS-MBS USGSE US N 2 2052-08-15 Fixed 3.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F030488 860000 PA USD 853835.55 0.2393134609 Long ABS-MBS USGSE US N 2 2037-08-15 Fixed 3.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030682 875000 PA USD 852073.95 0.2388197188 Long ABS-MBS USGA US N 2 2052-08-15 Fixed 3.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042687 250000 PA USD 254794.92 0.0714140494 Long ABS-MBS USGA US N 2 2052-08-15 Fixed 4.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F032484 425000 PA USD 428112.79 0.1199916699 Long ABS-MBS USGSE US N 2 2037-08-15 Fixed 3.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H012680 100000 PA USD 88742.19 0.0248727060 Long ABS-MBS USGA US N 2 2052-08-15 Fixed 1.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F022485 949000 PA USD 923421.48 0.2588170407 Long ABS-MBS USGSE US N 2 2037-08-15 Fixed 2.500000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796S67 3000000 PA USD 2999526.24 0.8407087356 Long DBT UST US N 2 2022-08-04 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796T66 2500000 PA USD 2495414.58 0.6994160639 Long DBT UST US N 2 2022-09-01 None 0.000000000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796V71 10000000 PA USD 9943369.4 2.7869326177 Long DBT UST US N 2 2022-10-27 None 0.000000000000 N N N N N N Northern Inst Fds 549300Y178DO5JBR1S04 665279873 467160.9 NS USD 467160.9 0.1309360940 Long STIV RF US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H040681 1000000 PA USD 1010273.44 0.2831599521 Long ABS-MBS USGA US N 2 2052-08-15 Fixed 4.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F032690 425000 PA USD 419380.59 0.1175442044 Long ABS-MBS USGSE US N 2 2052-09-15 Fixed 3.500000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137G0AY5 932870.78 PA USD 942199.77 0.2640802293 Long ABS-O USGSE US N 2 2024-04-25 Floating 5.223570000000 N N N N N N CFD_EQS FIN LEG UNITED PA N/A 911312106 -956 NC USD -186314.84 -0.0522204178 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -186314.84 USD -9921.91 N N N CFD_EQS FIN LEG TYSON FOO N/A 902494103 2515 NC USD 221345.15 0.0620387309 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 221345.15 USD 10809.29 N N N Federal Home Loan Mortgage Corporation N/A 3137G0QN2 550000 PA USD 575035.89 0.1611713509 Long ABS-O USGSE US N 2 2029-12-26 Floating 6.373570100000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 35564ABF7 250000 PA USD 247932.63 0.0694906833 Long ABS-O USGSE US N 2 2047-02-25 Floating 4.023570000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BM4 99000 PA USD 101529.63 0.0284567762 Long DBT CORP US N 2 2026-02-06 Fixed 4.975000000000 N N N N N N Antero Midstream Partners LP / Antero Midstream Finance Corp 529900HFO1BDEIT4QU11 03690AAD8 75000 PA USD 74645.63 0.0209217150 Long DBT CORP US Y 2 2027-03-01 Fixed 5.750000000000 N N N N N N CFD_EQS FIN LEG MCDONALD' N/A 580135101 1517 NC USD 399532.29 0.1119811128 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 399532.29 USD 15064.22 N N N CFD_EQS FIN LEG OMNICOM G N/A 681919106 6992 NC USD 488321.28 0.1368669360 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 488321.28 USD 37245.57 N N N Enlink Midstream LLC 54930000GY1H533OBE23 29336TAA8 25000 PA USD 23739.5 0.0066537191 Long DBT CORP US N 2 2029-06-01 Fixed 5.375000000000 N N N N N N Federal Home Loan Mortgage Corporation 2549001DPIFGXC1TOL40 3132A5HX6 9543.78 PA USD 9312.61 0.0026101431 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.000000000000 N N N N N N Texas Instruments Incorporated WDJNR2L6D8RWOEB8T652 882508BL7 54000 PA USD 47707.36 0.0133714431 Long DBT CORP US N 2 2031-09-15 Fixed 1.900000000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142ES8 75000 PA USD 67816.35 0.0190076010 Long DBT CORP US N 2 2028-09-22 Fixed 1.500000000000 N N N N N N Healthequity Inc 529900LRJU1RAFQHM467 42226AAA5 50000 PA USD 46567 0.0130518224 Long DBT CORP US Y 2 2029-10-01 Fixed 4.500000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QML69 48028.37 PA USD 43278.21 0.0121300386 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.000000000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460DAH2 125000 PA USD 111089.41 0.0311361962 Long DBT CORP US N 2 2028-11-09 Fixed 1.950000000000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST B1V7KEBTPIMZEU4LTD58 20754KAA9 730711.1 PA USD 715219.88 0.2004621907 Long ABS-O USGSE US Y 2 2041-11-25 Floating 1.825660000000 N N N N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 04273WAC5 32000 PA USD 27124.18 0.0076023789 Long DBT CORP US N 2 2032-02-15 Fixed 2.950000000000 N N N N N N CDW LLC / CDW Finance Corp N/A 12513GBG3 9000 PA USD 8191.62 0.0022959514 Long DBT CORP US N 2 2026-12-01 Fixed 2.670000000000 N N N N N N CFD_EQS FIN LEG LOCKHEED N/A 539830109 948 NC USD 392291.88 0.1099517671 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 392291.88 USD 445.05 N N N CFD_EQS FIN LEG LOWE'S CO N/A 548661107 2039 NC USD 390529.67 0.1094578539 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 390529.67 USD 13128.16 N N N Santander Bank National Association N/A 80290CAE4 173287.63 PA USD 168246.31 0.0471561611 Long ABS-O CORP US Y 2 2031-12-15 Fixed 1.833000000000 N N N N N N Iron Mountain Information Management Servces Inc N/A 46285MAA8 60000 PA USD 54098.7 0.0151628111 Long DBT CORP US Y 2 2032-07-15 Fixed 5.000000000000 N N N N N N CFD_EQS FIN LEG COMCAST C N/A 20030N101 -2165 NC USD -81230.8 -0.0227674098 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -81230.8 USD 5339.59 N N N CFD_EQS FIN LEG ALTRIA GR N/A 02209S103 4360 NC USD 191229.6 0.0535979293 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 191229.6 USD 10053.23 N N N CFD_EQS FIN LEG CARDINAL N/A 14149Y108 4523 NC USD 269389.88 0.0755047322 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 269389.88 USD 29835.48 N N N CFD_EQS FIN LEG ARCHER-DA N/A 039483102 6207 NC USD 513753.39 0.1439950607 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 513753.39 USD 58712.14 N N N CFD_EQS FIN LEG BRIXMOR P N/A 11120U105 1799 NC USD 41700.82 0.0116879270 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 41700.82 USD 5308.58 N N N CFD_EQS FIN LEG L BRANDS N/A 070830104 2925 NC USD 103954.5 0.0291364200 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 103954.5 USD 8643.52 N N N Florida Power & Light Company A89MY1K3YLIGJMYWVX50 341081GG6 30000 PA USD 27381.12 0.0076743942 Long DBT CORP US N 2 2032-02-03 Fixed 2.450000000000 N N N N N N FS KKR Capital Corp 549300TYRSI1T21B1360 302635AL1 10000 PA USD 8755.2 0.0024539119 Long DBT CORP US N 2 2027-07-15 Fixed 3.250000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KNLD3 293976.96 PA USD 264808.63 0.0742206971 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.000000000000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 B1V7KEBTPIMZEU4LTD58 20754BAA9 220026.22 PA USD 215625.74 0.0604356918 Long ABS-O USGSE US Y 2 2042-01-27 Floating 2.125660000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 459200KM2 100000 PA USD 94258.35 0.0264187781 Long DBT CORP US N 2 2027-02-09 Fixed 2.200000000000 N N N N N N FactSet Research Systems Inc. 549300ZSJE7NBK6K9P30 303075AA3 150000 PA USD 144271.21 0.0404364079 Long DBT CORP US N 2 2027-03-01 Fixed 2.900000000000 N N N N N N CFD_EQS FIN LEG CLEVELAND N/A 185899101 -25307 NC USD -448186.97 -0.1256180712 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -448186.97 USD -58130.16 N N N CFD_EQS FIN LEG RADIAN GR N/A 750236101 -12653 NC USD -283047.61 -0.0793327277 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -283047.61 USD -23743.47 N N N Honda Motor Co Ltd. 549300P7ZYCQJ36CCS16 438127AA0 60000 PA USD 58310.33 0.0163432489 Long DBT CORP JP N 2 2025-03-10 Fixed 2.271000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XC3V8 493480.75 PA USD 492368.39 0.1380012620 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 3.500000000000 N N N N N N CFD_EQS FIN LEG TARGET CO N/A 87612E106 1567 NC USD 256016.46 0.0717564232 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 256016.46 USD 24219.21 N N N CFD_EQS FIN LEG DIGITAL R N/A 253868103 -86 NC USD -11390.7 -0.0031925912 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -11390.7 USD -519.16 N N N Targa Resources Co 5493003QENHHS261UR94 87612GAA9 40000 PA USD 37570.96 0.0105304077 Long DBT CORP US N 2 2033-02-01 Fixed 4.200000000000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 95000U2X0 165000 PA USD 163953.25 0.0459529001 Long DBT CORP US N 2 2026-04-25 Fixed 3.908000000000 N N N N N N CFD_EQS FIN LEG PERFORMAN N/A 71377A103 -9003 NC USD -447539.13 -0.1254364943 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -447539.13 USD 563.62 N N N CFD_EQS FIN LEG STEEL DYN N/A 858119100 931 NC USD 72506.28 0.0203220969 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 72506.28 USD 9356.49 N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PBM9 149000 PA USD 149021.81 0.0417679085 Long DBT CORP US N 2 2024-05-09 Fixed 3.600000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967NQ0 110000 PA USD 110115.25 0.0308631581 Long DBT CORP US N 2 2025-05-24 Fixed 4.140000000000 N N N N N N John Deere Capital Corporation E0KSF7PFQ210NWI8Z391 24422EWF2 280000 PA USD 281712.21 0.0789584411 Long DBT CORP US N 2 2025-06-06 Fixed 3.400000000000 N N N N N N Parker-Hannifin Corporation 5493002CONDB4N2HKI23 701094AQ7 40000 PA USD 39973.15 0.0112036948 Long DBT CORP US N 2 2024-06-15 Fixed 3.650000000000 N N N N N N CFD_EQS FIN LEG AUTOZONE N/A 053332102 87 NC USD 185952.93 0.0521189815 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 185952.93 USD -6849.96 N N N CFD_EQS FIN LEG KRAFT HEI N/A 500754106 15547 NC USD 572596.01 0.1604875000 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 572596.01 USD -16562.48 N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TKC8 280000 PA USD 284071.65 0.0796197461 Long DBT CORP US N 2 2025-06-30 Fixed 3.950000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 35564KB24 350000 PA USD 351312.5 0.0984660457 Long DBT USGA US N 2 2042-07-25 Fixed N/A N N N N N N CFD_EQS FIN LEG HUNT (JB) N/A 445658107 885 NC USD 162193.95 0.0454598026 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 162193.95 USD 13812.32 N N N CFD_EQS FIN LEG GAP INC/T N/A 364760108 -52397 NC USD -504059.14 -0.1412779514 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -504059.14 USD -67424.82 N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HCU7 45000 PA USD 45411.61 0.0127279891 Long DBT CORP US N 2 2026-07-24 Fixed 4.985000000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAC3 20000 PA USD 18852.39 0.0052839574 Long DBT CORP US N 2 2026-12-15 Fixed 4.750000000000 N N N N N N Nexstar Escrow Inc 5493006PK6I4I2OOT688 65343HAA9 100000 PA USD 100279 0.0281062490 Long DBT CORP US Y 2 2027-07-15 Fixed 5.625000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JLMJ0 9518.05 PA USD 9791.86 0.0027444675 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.500000000000 N N N N N N Directv Financing LLC/Directv Financing Co-Obligor Inc. N/A 25461LAA0 15000 PA USD 13973.85 0.0039165978 Long DBT CORP US Y 2 2027-08-15 Fixed 5.875000000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016EZU4 60000 PA USD 56698.61 0.0158915152 Long DBT CORP CA N 2 2024-07-29 Fixed 0.650000000000 N N N N N N Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 0641596E1 95000 PA USD 89549.05 0.0250988531 Long DBT CORP CA N 2 2024-07-31 Fixed 0.650000000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAQ3 55000 PA USD 47648.11 0.0133548364 Long DBT CORP US Y 2 2033-08-15 Fixed 3.250000000000 N N N N N N Enstar Group Ltd 213800AMAL5QFXVUCN04 29359UAC3 165000 PA USD 133145.94 0.0373182116 Long DBT CORP BM N 2 2031-09-01 Fixed 3.100000000000 N N N N N N UPSTART SECURITIZATION TRUST N/A 91682NAA1 405203.28 PA USD 389381.75 0.1091361143 Long ABS-O CORP US Y 2 2031-09-20 Fixed 0.840000000000 N N N N N N Analog Devices Inc. GYVOE5EZ4GDAVTU4CQ61 032654AU9 40000 PA USD 36239.21 0.0101571442 Long DBT CORP US N 2 2028-10-01 Fixed 1.700000000000 N N N N N N Kyndryl Holdings Inc 549300LQ4LWX2R8ZV130 50155QAC4 5000 PA USD 4014.14 0.0011250852 Long DBT CORP US Y 2 2028-10-15 Fixed 2.700000000000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST N/A 20754RAF3 150000 PA USD 134625.02 0.0377327689 Long ABS-O USGSE US Y 2 2041-10-25 Floating 4.025660100000 N N N N N N DCP Midstream Operating, LP 549300Y6CTBSE0QIPL28 23311VAK3 75000 PA USD 64610.25 0.0181089936 Long DBT CORP US N 2 2032-02-15 Fixed 3.250000000000 N N N N N N Valero Energy Corporation 549300XTO5VR8SKV1V74 91913YBC3 30000 PA USD 26179.06 0.0073374802 Long DBT CORP US N 2 2031-12-01 Fixed 2.800000000000 N N N N N N Ecolab Inc. 82DYEISM090VG8LTLS26 278865BK5 35000 PA USD 34011.5 0.0095327605 Long DBT CORP US N 2 2023-12-15 Fixed 0.900000000000 N N N N N N Emerson Electric Co. FGLT0EWZSUIRRITFOA30 291011BQ6 270000 PA USD 246426.04 0.0690684155 Long DBT CORP US N 2 2028-12-21 Fixed 2.000000000000 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 25179MBF9 81000 PA USD 78506.23 0.0220037660 Long DBT CORP US N 2 2030-01-15 Fixed 4.500000000000 N N N N N N CFD_EQS FIN LEG CAMPBELL N/A 134429109 8023 NC USD 395935.05 0.1109728766 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 395935.05 USD 5316.39 N N N CFD_EQS FIN LEG CISCO SYS N/A 17275R102 13252 NC USD 601243.24 0.1685167602 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 601243.24 USD 30567.76 N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 04010LBD4 60000 PA USD 51794.93 0.0145171092 Long DBT CORP US N 2 2027-06-15 Fixed 2.875000000000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409VBA1 150000 PA USD 143489.44 0.0402172930 Long DBT CORP US Y 2 2027-03-01 Fixed 2.450000000000 N N N N N N Rogers Communications Inc. 54930030NVF3Y2OL0A78 775109CB5 75000 PA USD 73300.14 0.0205446004 Long DBT CORP CA Y 2 2027-03-15 Fixed 3.200000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GKM0 490000 PA USD 478624.75 0.1341491876 Long DBT CORP US N 2 2026-04-02 Fixed 3.384000000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 40434LAK1 310000 PA USD 299125.23 0.0838389712 Long DBT CORP US N 2 2029-04-15 Fixed 4.000000000000 N N N N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 012653AD3 300000 PA USD 301341.06 0.0844600251 Long DBT CORP US N 2 2027-06-01 Fixed 4.650000000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214FA6 145000 PA USD 145819.25 0.0408702933 Long DBT CORP AU N 2 2025-08-26 Fixed 3.735000000000 N N N N N N Freddie Mac Stacr Remic Trust N/A 35564KYN3 955661.22 PA USD 965516.95 0.2706155804 Long ABS-O USGSE US Y 2 2042-06-25 Floating 3.729240000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89115A2A9 150000 PA USD 150647.43 0.0422235381 Long DBT CORP CA N 2 2025-06-06 Fixed 3.766000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 30711XKY9 394600.07 PA USD 386511.24 0.1083315663 Long ABS-O USGSE US N 2 2029-10-25 Floating 2.323568700000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAS7 85000 PA USD 85302.53 0.0239086364 Long DBT CORP US N 2 2024-06-27 Fixed 4.200000000000 N N N N N N Celanese US Holdings Llc CD30XVRLT4QO00B1C706 15089QAR5 430000 PA USD 433054.91 0.1213768498 Long DBT CORP US N 2 2024-07-05 Fixed 5.900000000000 N N N N N N Pepsico Inc FJSUNZKFNQ5YPJ5OT455 713448FL7 250000 PA USD 254652.06 0.0713740085 Long DBT CORP US N 2 2028-02-18 Fixed 3.600000000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607H6M9 145000 PA USD 145290.68 0.0407221455 Long DBT CORP CA N 2 2025-08-04 Fixed 3.945000000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BN8 100000 PA USD 97929.16 0.0274476346 Long DBT CORP US N 2 2029-05-23 Fixed 4.600000000000 N N N N N N ArcelorMittal S.A. 2EULGUTUI56JI9SAL165 03938LBC7 50000 PA USD 48825.67 0.0136848835 Long DBT CORP LU N 2 2029-07-16 Fixed 4.250000000000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759AY6 40000 PA USD 36437.86 0.0102128219 Long DBT CORP US N 2 2025-11-15 Fixed 0.875000000000 N N N N N N ACC AUTO TRUST N/A 00108XAA6 325670.17 PA USD 320300.39 0.0897739557 Long ABS-O CORP US Y 2 2027-04-15 Fixed 1.080000000000 N N N N N N Arizona Public Service Company YG6VT0TPHRH4TFVAQV64 040555DD3 50000 PA USD 41942.3 0.0117556091 Long DBT CORP US N 2 2031-12-15 Fixed 2.200000000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 46591HCD0 473344.77 PA USD 456820.78 0.1280379599 Long ABS-O CORP US Y 2 2029-02-25 Fixed 0.760000000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MCH1 200000 PA USD 180148.56 0.0504921298 Long DBT CORP JP N 2 2026-09-17 Fixed 1.402000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XDGG5 516251.68 PA USD 483604.87 0.1355450182 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N Barings BDC Inc. 549300GSF4KFZP6ONG49 06759LAA1 40000 PA USD 34841.51 0.0097653961 Long DBT CORP US Y 2 2026-11-23 Fixed 3.300000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XDRM0 25680.26 PA USD 23983.62 0.0067221412 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XD3Q7 57317.16 PA USD 53529.03 0.0150031437 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QMVC5 65946.22 PA USD 61569.85 0.0172568288 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N CFD_EQS FIN LEG CONAGRA B N/A 205887102 -3460 NC USD -118366.6 -0.0331758507 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -118366.6 USD -1616.06 N N N CFD_EQS FIN LEG VISTRA EN N/A 92840M102 -29594 NC USD -765004.9 -0.2144159613 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -765004.9 USD -94313.21 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016EYV3 100000 PA USD 93062.36 0.0260835655 Long DBT CORP CA N 2 2027-01-21 Fixed 2.050000000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 40434LAF2 415000 PA USD 378971.39 0.1062182934 Long DBT CORP US N 2 2026-06-17 Fixed 1.450000000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAZ4 25000 PA USD 23722.19 0.0066488674 Long DBT CORP US N 2 2027-03-15 Fixed 2.900000000000 N N N N N N Freddie Mac Stacr Remic Trust S6XOOCT0IEG5ABCC6L87 35564KTA7 723369.57 PA USD 719752.79 0.2017326770 Long ABS-O USGSE US Y 2 2042-03-25 Floating 3.025660000000 N N N N N N Lowes Companies, Inc. WAFCR4OKGSC504WU3E95 548661EG8 55000 PA USD 54602.03 0.0153038847 Long DBT CORP US N 2 2027-04-01 Fixed 3.350000000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HCQ6 150000 PA USD 148740.03 0.0416889310 Long DBT CORP US N 2 2025-05-09 Fixed 4.166000000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PBK3 75000 PA USD 75978.55 0.0212953065 Long DBT CORP US N 2 2027-05-09 Fixed 4.350000000000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WBA2 30000 PA USD 31004.55 0.0086899710 Long DBT CORP US N 2 2032-06-01 Fixed 4.450000000000 N N N N N N CFD_EQS FIN LEG ALTRIA GR N/A 02209S103 9680 NC USD 424564.8 0.1189972374 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 424564.8 USD 17900.63 N N N CFD_EQS FIN LEG NORFOLK S N/A 655844108 2054 NC USD 515903.18 0.1445976049 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 515903.18 USD 47585.68 N N N Willis North American Inc. 5493004KVU1HWZCP0C66 970648AL5 100000 PA USD 100817.19 0.0282570931 Long DBT CORP US N 2 2027-06-15 Fixed 4.650000000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEG3 125000 PA USD 127654.8 0.0357791521 Long DBT CORP US N 2 2027-05-15 Fixed 3.700000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KBD7 70000 PA USD 69150.89 0.0193816465 Long DBT CORP US N 2 2025-06-09 Fixed 4.260000000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CH5 200000 PA USD 202160.37 0.0566616110 Long DBT CORP JP N 2 2025-07-18 Fixed 4.788000000000 N N N N N N CFD_EQS FIN LEG UNITED RE N/A 911363109 -1387 NC USD -447543.29 -0.1254376603 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -447543.29 USD -98037.54 N N N CFD_EQS FIN LEG HOST HOTE N/A 44107P104 -25474 NC USD -453691.94 -0.1271610070 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -453691.94 USD -46971.05 N N N U.S. Bancorp. N1GZ7BBF3NP8GI976H15 91159HJF8 30000 PA USD 30783.96 0.0086281439 Long DBT CORP US N 2 2028-07-22 Fixed 4.548000000000 N N N N N N Morgan Stanley Direct Lending Fund 549300QEX22T2J8IB029 61774AAD5 60000 PA USD 54734.66 0.0153410583 Long DBT CORP US N 2 2027-02-11 Fixed 4.500000000000 N N N N N N National Fuel Gas Company 8JB38FFW1Y3C1HM8E841 636180BM2 185000 PA USD 187257.21 0.0524845458 Long DBT CORP US N 2 2025-07-15 Fixed 5.200000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137G0UD9 364198.31 PA USD 365320.08 0.1023920973 Long ABS-O USGSE US N 2 2030-09-25 Floating 3.923570000000 N N N N N N CFD_EQS FIN LEG CHEVRON C N/A 166764100 3328 NC USD 545059.84 0.1527696484 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 545059.84 USD 86734.14 N N N CFD_EQS FIN LEG GENERAL M N/A 37045V100 18056 NC USD 654710.56 0.1835026078 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 654710.56 USD 61104.87 N N N Federal National Mortgage Association N/A 20753QAE9 188471.32 PA USD 188245.19 0.0527614573 Long ABS-O USGSE US Y 2 2031-04-25 Floating 4.023568000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460DAD1 25000 PA USD 24117.41 0.0067596399 Long DBT CORP US N 2 2029-05-01 Fixed 3.385000000000 N N N N N N Freddie Mac Stacr Remic Trust S6XOOCT0IEG5ABCC6L87 35564KHE2 828601.58 PA USD 812029.55 0.2275960541 Long ABS-O USGSE US Y 2 2034-01-25 Floating 2.575660000000 N N N N N N Sirius Xm Radio Inc WP5O65E6BMU84LNO4227 82967NBM9 115000 PA USD 100050 0.0280420647 Long DBT CORP US Y 2 2031-09-01 Fixed 3.875000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAZ4 80000 PA USD 68219.11 0.0191204867 Long DBT CORP US N 2 2031-08-01 Fixed 2.625000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833EH9 50000 PA USD 45130.67 0.0126492471 Long DBT CORP US N 2 2028-08-05 Fixed 1.400000000000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 553283AD4 50000 PA USD 46500 0.0130330436 Long DBT CORP US Y 2 2028-09-01 Fixed 5.500000000000 N N N N N N Perkinelmer, Inc. 549300IKL1SDPFI7N655 714046AM1 55000 PA USD 47418.66 0.0132905261 Long DBT CORP US N 2 2028-09-15 Fixed 1.900000000000 N N N N N N CFD_EQS FIN LEG HARTFORD N/A 416515104 3817 NC USD 246081.99 0.0689719849 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 246081.99 USD 5530.28 N N N CFD_EQS FIN LEG YUM BRAN N/A 988498101 3388 NC USD 415165.52 0.1163628025 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 415165.52 USD 14675.40 N N N Perkinelmer, Inc. 549300IKL1SDPFI7N655 714046AL3 270000 PA USD 253120.3 0.0709446860 Long DBT CORP US N 2 2024-09-15 Fixed 0.850000000000 N N N N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 74762EAH5 50000 PA USD 40367.49 0.0113142206 Long DBT CORP US N 2 2032-01-15 Fixed 2.350000000000 N N N N N N Office Properties Income Trust 529900A38AW14ELBTL34 67623CAF6 58000 PA USD 41300.7 0.0115757811 Long DBT CORP US N 2 2031-10-15 Fixed 3.450000000000 N N N N N N Aercap Ireland Capital DAC 549300TI38531ODB1G63 00774MAU9 150000 PA USD 139354.33 0.0390583023 Long DBT CORP IE N 2 2024-10-29 Fixed 1.650000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EAN0 1191208.34 PA USD 1112154.37 0.3117151908 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N UPSTART SECURITIZATION TRUST N/A 91679JAA5 423033.26 PA USD 407113.59 0.1141060035 Long ABS-O CORP US Y 2 2031-11-20 Fixed 0.000000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XDRQ1 16439.84 PA USD 15351.38 0.0043026926 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 B1V7KEBTPIMZEU4LTD58 20754AAF0 275000 PA USD 241999.92 0.0678278603 Long ABS-O USGSE US Y 2 2041-12-26 Floating 3.675660400000 N N N N N N Blackstone Private Credit Fund 549300ORP3TTCNXSYO43 09261HAN7 60000 PA USD 55500.63 0.0155557447 Long DBT CORP US Y 2 2025-01-15 Fixed 2.700000000000 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 37045XDR4 200000 PA USD 180326.41 0.0505419776 Long DBT CORP US N 2 2027-02-26 Fixed 2.350000000000 N N N N N N ConocoPhillips Company 6VJJ5GQWIRDQ06DUXG89 20826FAU0 195000 PA USD 190084.69 0.0532770333 Long DBT CORP US N 2 2025-03-07 Fixed 2.400000000000 N N N N N N Waste Connections Inc (CA) Inc 549300HDLRTPBQU69P29 94106BAE1 55000 PA USD 51131.05 0.0143310366 Long DBT CORP CA N 2 2032-06-01 Fixed 3.200000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QMRT3 955859.74 PA USD 892659.32 0.2501950069 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N B.A.T. International Finance PLC 21380041YBGOQDFAC823 05530QAP5 100000 PA USD 95755.72 0.0268384618 Long DBT CORP GB N 2 2028-03-16 Fixed 4.448000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XBV1 110000 PA USD 107316.99 0.0300788604 Long DBT CORP US N 2 2027-03-15 Fixed 3.650000000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBR1 145000 PA USD 138994.27 0.0389573845 Long DBT CORP US Y 2 2029-04-15 Fixed 4.000000000000 N N N N N N Take-Two Interactive Software Inc. BOMSTHHJK882EWYX3334 874054AE9 70000 PA USD 69584.69 0.0195032322 Long DBT CORP US N 2 2024-03-28 Fixed 3.300000000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271VAP5 20000 PA USD 19859.5 0.0055662307 Long DBT CORP US N 2 2029-04-15 Fixed 3.950000000000 N N N N N N CFD_EQS FIN LEG WILLIAMS N/A 969457100 -12133 NC USD -413613.97 -0.1159279333 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -413613.97 USD -32734.48 N N N CFD_EQS FIN LEG NRG ENERG N/A 629377508 -7161 NC USD -270327.75 -0.0757675989 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -270327.75 USD 596.67 N N N Cintas Corporation No. 2 549300QVUQTTKMTE0G41 17252MAP5 135000 PA USD 135309.54 0.0379246265 Long DBT CORP US N 2 2025-05-01 Fixed 3.450000000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98388MAD9 10000 PA USD 10363.43 0.0029046674 Long DBT CORP US N 2 2032-06-01 Fixed 4.600000000000 N N N N N N CFD_EQS FIN LEG HESS CORP N/A 42809H107 -498 NC USD -56010.06 -0.0156985280 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -56010.06 USD -6167.45 N N N CFD_EQS FIN LEG HOME DEPO N/A 437076102 1175 NC USD 353604.5 0.0991084486 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 353604.5 USD 16676.72 N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAT1 10000 PA USD 10084.52 0.0028264944 Long DBT CORP US N 2 2025-05-23 Fixed 3.650000000000 N N N N N N HSBC USA, Inc. 549300LBOHZ4QSIWU288 40428HTA0 325000 PA USD 325214.32 0.0911512345 Long DBT CORP US N 2 2024-05-24 Fixed 3.750000000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDE3 570000 PA USD 568390.81 0.1593088645 Long DBT CORP US N 2 2025-06-14 Fixed 3.845000000000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2022-R07 N/A 20754MBZ9 577356.66 PA USD 583799.38 0.1636275863 Long ABS-O USGSE US Y 2 2042-06-25 Floating 3.875659500000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KCG3 190000 PA USD 195903.15 0.0549078342 Long DBT CORP US N 2 2025-06-20 Fixed 4.450000000000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HBE8 200000 PA USD 204547.24 0.0573306042 Long DBT CORP JP N 2 2025-07-03 Fixed 5.099000000000 N N N N N N CFD_EQS FIN LEG TRANSDIGM N/A 893641100 -603 NC USD -375271.02 -0.1051811518 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -375271.02 USD -51451.86 N N N CFD_EQS FIN LEG UNITED ST N/A 912909108 -29782 NC USD -704344.3 -0.1974139776 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -704344.3 USD -179239.78 N N N CNX Resources Corporation 549300JK3KH8PWM3B226 12653CAC2 125000 PA USD 126578.13 0.0354773825 Long DBT CORP US Y 2 2027-03-14 Fixed 7.250000000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89114QCB2 50000 PA USD 49841.78 0.0139696794 Long DBT CORP CA N 2 2024-03-11 Fixed 3.250000000000 N N N N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 78466CAC0 156000 PA USD 153663.12 0.0430687772 Long DBT CORP US Y 2 2027-09-30 Fixed 5.500000000000 N N N N N N Prime Securities Services Borrower, LLC and Prime Finance, Inc. 549300O6QPZVWXV2DC15 74166MAC0 50000 PA USD 50813.5 0.0142420335 Long DBT CORP US Y 2 2026-04-15 Fixed 5.750000000000 N N N N N N CFD_EQS FIN LEG CHARTER C N/A 16119P108 -195 NC USD -84259.5 -0.0236162954 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -84259.5 USD 6210.62 N N N CFD_EQS FIN LEG CSX CORP N/A 126408103 19778 NC USD 639422.74 0.1792177298 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 639422.74 USD 68347.43 N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132A5GA7 185863.57 PA USD 181663.44 0.0509167211 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 3.000000000000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAU0 75000 PA USD 75334.13 0.0211146882 Long DBT CORP US Y 2 2029-11-15 Fixed 5.375000000000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAT3 50000 PA USD 51870 0.0145381499 Long DBT CORP US N 2 2028-11-15 Fixed 5.875000000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 459200JZ5 200000 PA USD 199130.12 0.0558122910 Long DBT CORP US N 2 2026-05-15 Fixed 3.300000000000 N N N N N N Vistra Operations Co LLC 549300ZH5GKBTJZ7NM23 92840VAF9 50000 PA USD 49227.5 0.0137975087 Long DBT CORP US Y 2 2027-07-31 Fixed 5.000000000000 N N N N N N Horizon Pharma USA Inc. N/A 44055PAA4 200000 PA USD 198380 0.0556020470 Long DBT CORP US Y 2 2027-08-01 Fixed 5.500000000000 N N N N N N CFD_EQS FIN LEG AMERICAN N/A 025816109 3289 NC USD 506571.78 0.1419821954 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 506571.78 USD 39938.94 N N N CFD_EQS FIN LEG CSX CORP N/A 126408103 15977 NC USD 516536.41 0.1447750869 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 516536.41 USD 52981.51 N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GYJ7 75000 PA USD 63273.54 0.0177343399 Long DBT CORP US N 2 2032-07-21 Fixed 2.383000000000 N N N N N N UPSTART SECURITIZATION TRUST N/A 91679LAA0 396690.9 PA USD 385127.04 0.1079436021 Long ABS-O CORP US Y 2 2031-07-20 Fixed 0.830000000000 N N N N N N CFD_EQS FIN LEG MEDICAL P N/A 58463J304 -2126 NC USD -36652.24 -0.0102729084 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -36652.24 USD -3486.07 N N N CFD_EQS FIN LEG EXELON CO N/A 30161N101 5284 NC USD 245653.16 0.0688517923 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 245653.16 USD 11429.19 N N N Air Canada 4B4HI3CGXMBDC0G6BM51 008911BK4 35000 PA USD 32200 0.0090250323 Long DBT CORP CA Y 2 2026-08-15 Fixed 3.875000000000 N N N N N N Targa Resources Partners LP/Targa Resources Finance Corp. 6OQWTZ1SPC04IFT4T704 87612BBS0 70000 PA USD 65805.12 0.0184438924 Long DBT CORP US N 2 2031-02-01 Fixed 4.875000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XCXY9 920115.81 PA USD 859398.44 0.2408726306 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. 549300TPZNMN50BJ3745 161175CD4 125000 PA USD 106638.37 0.0298886564 Long DBT CORP US N 2 2029-01-15 Fixed 2.250000000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016EZX8 70000 PA USD 65616.01 0.0183908886 Long DBT CORP CA N 2 2024-10-07 Fixed 0.750000000000 N N N N N N Qorvo Inc 254900YAUJV2EUEVBR11 74739DAA2 11000 PA USD 10313.82 0.0028907627 Long DBT CORP US Y 2 2024-12-15 Fixed 1.750000000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CC6 275000 PA USD 251601.06 0.0705188727 Long DBT CORP JP N 2 2028-01-19 Fixed 2.341000000000 N N N N N N SBA Communications Corporation 5299001HX8ZN8Y8QIT49 78410GAG9 10000 PA USD 8750 0.0024524544 Long DBT CORP US N 2 2029-02-01 Fixed 3.125000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QMW75 575500.66 PA USD 538244.52 0.1508594470 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N Southwest Gas Corp OQQR1IQTGBKH0UR88X59 845011AE5 45000 PA USD 42398.71 0.0118835319 Long DBT CORP US N 2 2032-03-15 Fixed 4.050000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 30711XWW0 217000 PA USD 221332.27 0.0620351209 Long ABS-O USGSE US N 2 2030-05-28 Floating 6.073570300000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QBCC0 381420.75 PA USD 389478.93 0.1091633520 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.000000000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KCD0 80000 PA USD 79270.5 0.0222179759 Long DBT CORP US N 2 2024-03-21 Fixed 2.940000000000 N N N N N N Hess Midstream Operations LP N/A 428102AF4 20000 PA USD 18628.45 0.0052211914 Long DBT CORP US Y 2 2030-10-15 Fixed 5.500000000000 N N N N N N B.A.T. Capital Corporation 2138005GYEXN7XRHFA84 05526DBR5 48000 PA USD 41139.37 0.0115305635 Long DBT CORP US N 2 2028-03-25 Fixed 2.259000000000 N N N N N N Cheniere Corpus Christi Holdings, LLC 549300I7CIEWU1BBLQ53 16412XAJ4 40000 PA USD 37458.63 0.0104989238 Long DBT CORP US N 2 2029-11-15 Fixed 3.700000000000 N N N N N N DISH DBS Corporation N/A 25470XBB0 20000 PA USD 14255.4 0.0039955107 Long DBT CORP US N 2 2028-07-01 Fixed 7.375000000000 N N N N N N Tegna Inc 549300YC5EDBGX85AO10 87901JAH8 200000 PA USD 195512 0.0547982025 Long DBT CORP US N 2 2029-09-15 Fixed 5.000000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YCX5 70000 PA USD 70180.45 0.0196702121 Long DBT CORP US N 2 2025-03-15 Fixed 3.800000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397B28 200000 PA USD 190842 0.0534892925 Long DBT CORP US N 2 2025-11-13 Fixed 3.375000000000 N N N N N N Vici Properties Inc 254900RKH6RY9KCJQH63 92564RAJ4 100000 PA USD 99578 0.0279097723 Long DBT CORP US Y 2 2027-02-01 Fixed 5.750000000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368D3S1 260000 PA USD 260336.85 0.0729673443 Long DBT CORP CA N 2 2025-06-07 Fixed 3.700000000000 N N N N N N CFD_EQS FIN LEG MATTEL IN N/A 577081102 8923 NC USD 207013.6 0.0580218768 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 207013.6 USD 13913.68 N N N CFD_EQS FIN LEG PARKER HA N/A 701094104 344 NC USD 99446.96 0.0278730444 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 99446.96 USD 13968.88 N N N Hilton Domestic Operating Co Inc. 5493003EG7H0N1E4XV50 432833AL5 50000 PA USD 44882 0.0125795497 Long DBT CORP US Y 2 2031-05-01 Fixed 4.000000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599EE1 25000 PA USD 25566.75 0.0071658617 Long DBT CORP US N 2 2025-12-01 Fixed 5.500000000000 N N N N N N Global Partners LP / GLP Finance Corp 549300PCHWTW9P4DU444 37954FAJ3 100000 PA USD 91244 0.0255739146 Long DBT CORP US N 2 2029-01-15 Fixed 6.875000000000 N N N N N N Freddie Mac Stacr Remic Trust N/A 35564KBS7 150000 PA USD 140137.61 0.0392778404 Long ABS-O USGSE US Y 2 2033-08-25 Floating 3.175660000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 63743HEW8 85000 PA USD 78021.32 0.0218678551 Long DBT CORP US N 2 2026-06-15 Fixed 1.000000000000 N N N N N N PPG Industries, Inc. 549300BKPEP01R3V6C59 693506BU0 165000 PA USD 150512.59 0.0421857451 Long DBT CORP US N 2 2026-03-15 Fixed 1.200000000000 N N N N N N The Charles Schwab Corporation 549300VSGCJ7E698NM85 808513BN4 30000 PA USD 28886.76 0.0080963957 Long DBT CORP US N 2 2024-03-18 Fixed 0.750000000000 N N N N N N Federal Home Loan Mortgage Corporation B1V7KEBTPIMZEU4LTD58 3132DWBP7 949594.66 PA USD 856030.43 0.2399286430 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.000000000000 N N N N N N Celanese US Holdings Llc CD30XVRLT4QO00B1C706 15089QAL8 430000 PA USD 433428.87 0.1214816635 Long DBT CORP US N 2 2025-03-15 Fixed 6.050000000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016EZH3 65000 PA USD 65393.16 0.0183284280 Long DBT CORP CA N 2 2024-07-26 Fixed 3.970000000000 N N N N N N CFD_EQS FIN LEG OVINTIV I N/A 69047Q102 -6006 NC USD -306846.54 -0.0860031038 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -306846.54 USD -54482.57 N N N CFD_EQS FIN LEG AUTODESK N/A 052769106 862 NC USD 186467.84 0.0522633008 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 186467.84 USD 34499.72 N N N AT&T Inc 549300Z40J86GGSTL398 00206RML3 375000 PA USD 349979.63 0.0980924682 Long DBT CORP US N 2 2026-03-25 Fixed 1.700000000000 N N N N N N United Air Lines, Inc. K1OQBWM7XEOO08LDNP29 90932LAG2 30000 PA USD 28800 0.0080720786 Long DBT CORP US Y 2 2026-04-15 Fixed 4.375000000000 N N N N N N CFD_EQS FIN LEG KINDER MO N/A 49456B101 -154 NC USD -2770.46 -0.0007765059 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -2770.46 USD -188.43 N N N CFD_EQS FIN LEG ARROW ELE N/A 042735100 1520 NC USD 194818.4 0.0546037999 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 194818.4 USD 21954.57 N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 95000U3A9 240000 PA USD 245601.68 0.0688373634 Long DBT CORP US N 2 2028-07-25 Fixed 4.808000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GLA5 105000 PA USD 106681.92 0.0299008626 Long DBT CORP US N 2 2026-07-22 Fixed 4.827000000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RAS6 85000 PA USD 81137.6 0.0227412877 Long DBT CORP US N 2 2024-04-26 Fixed 0.500000000000 N N N N N N Atkore Inc 52990002TI38AM4RPV48 047649AA6 35000 PA USD 30450 0.0085345414 Long DBT CORP US Y 2 2031-06-01 Fixed 4.250000000000 N N N N N N CFD_EQS FIN LEG TRANSDIGM N/A 893641100 -623 NC USD -387717.82 -0.1086697472 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -387717.82 USD -52387.71 N N N CFD_EQS FIN LEG LEAR CORP N/A 521865204 -1232 NC USD -186204.48 -0.0521894861 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -186204.48 USD -24237.45 N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 459200KT7 285000 PA USD 291539.58 0.0817128613 Long DBT CORP US N 2 2027-07-27 Fixed 4.150000000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BE6 100000 PA USD 100481 0.0281628656 Long DBT CORP US Y 2 2026-03-15 Fixed 6.250000000000 N N N N N N CFD_EQS FIN LEG HCA HEALT N/A 40412C101 -2425 NC USD -515118.5 -0.1443776744 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -515118.5 USD -98804.72 N N N CFD_EQS FIN LEG ILLINOIS N/A 452308109 1878 NC USD 390173.28 0.1093579648 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 390173.28 USD 50801.20 N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XBJE1 480183.76 PA USD 487764.31 0.1367108282 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 4.000000000000 N N N N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284AY2 55000 PA USD 53345.44 0.0149516870 Long DBT CORP US N 2 2023-07-15 Fixed 0.650000000000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAG9 50000 PA USD 49910.87 0.0139890440 Long DBT CORP US N 2 2024-03-15 Fixed 3.625000000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BD5 85000 PA USD 84509.79 0.0236864468 Long DBT CORP JP N 2 2024-03-07 Fixed 3.407000000000 N N N N N N CFD_EQS FIN LEG LOCKHEED N/A 539830109 1439 NC USD 595472.59 0.1668993595 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 595472.59 USD 21920.32 N N N CFD_EQS FIN LEG JOHNSON C N/A G51502105 11727 NC USD 632202.57 0.1771940569 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 632202.57 USD 81926.98 N N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 16411RAK5 25000 PA USD 24341.25 0.0068223779 Long DBT CORP US N 2 2028-10-15 Fixed 4.625000000000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST B1V7KEBTPIMZEU4LTD58 20753VBE7 511533 PA USD 500277.69 0.1402180846 Long ABS-O USGSE US Y 2 2040-02-27 Floating 5.273570000000 N N N N N N CFD_EQS FIN LEG DAVITA IN N/A 23918K108 -1605 NC USD -135076.8 -0.0378593940 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -135076.8 USD 2007.69 N N N CFD_EQS FIN LEG PIONEER N N/A 723787107 342 NC USD 81036.9 0.0227130634 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 81036.9 USD 5226.28 N N N ViaSat, Inc. UFC8NYMNFSYIHNSM2I38 92552VAL4 100000 PA USD 94290 0.0264276490 Long DBT CORP US Y 2 2027-04-15 Fixed 5.625000000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CBE4 50000 PA USD 47418.27 0.0132904168 Long DBT CORP US N 2 2029-06-15 Fixed 3.400000000000 N N N N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 05971KAD1 200000 PA USD 195495.01 0.0547934405 Long DBT CORP ES N 2 2024-06-27 Fixed 2.706000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DWCC5 1443352.23 PA USD 1348201.54 0.3778746113 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N New Fortress Energy Inc. N/A 644393AA8 115000 PA USD 112268.75 0.0314667422 Long DBT CORP US Y 2 2025-09-15 Fixed 6.750000000000 N N N N N N Southwestern Energy Company EFWMP121W54QV9MGOP87 845467AP4 15000 PA USD 16125 0.0045195232 Long DBT CORP US N 2 2028-09-15 Fixed 8.375000000000 N N N N N N CFD_EQS FIN LEG FORD MOTO N/A 345370860 -33837 NC USD -497065.53 -0.1393177788 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -497065.53 USD -94927.88 N N N CFD_EQS FIN LEG UNITED AI N/A 910047109 -9524 NC USD -350007 -0.0981001394 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -350007 USD 23163.68 N N N CFD_EQS FIN LEG BIOGEN IN N/A 09062X103 1919 NC USD 412700.14 0.1156718045 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 412700.14 USD -3947.96 N N N CFD_EQS FIN LEG WABTEC CO N/A 929740108 -260 NC USD -24302.2 -0.0068114329 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -24302.2 USD -2669.71 N N N VMware Inc 549300BUDHS3LRWBE814 928563AH8 65000 PA USD 61151.29 0.0171395146 Long DBT CORP US N 2 2024-08-15 Fixed 1.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLP1 590579.28 PA USD 561684.61 0.1574292473 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.500000000000 N N N N N N Big River Steel LLC / BRS Finance Corp 549300FDOTXSG1N4RG27 08949LAB6 24000 PA USD 24580.44 0.0068894182 Long DBT CORP US Y 2 2029-01-31 Fixed 6.625000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132D6NR7 117089.34 PA USD 114190.03 0.0320052395 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 2.500000000000 N N N N N N Black Hills Corporation 3MGELCRSTNSAMJ962671 092113AU3 10000 PA USD 9395.15 0.0026332774 Long DBT CORP US N 2 2024-08-23 Fixed 1.037000000000 N N N N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 74762EAG7 85000 PA USD 79068.54 0.0221613705 Long DBT CORP US N 2 2024-10-01 Fixed 0.950000000000 N N N N N N Analog Devices Inc. GYVOE5EZ4GDAVTU4CQ61 032654AV7 30000 PA USD 26607.56 0.0074575804 Long DBT CORP US N 2 2031-10-01 Fixed 2.100000000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CA0 200000 PA USD 185800.59 0.0520762836 Long DBT CORP JP N 2 2025-10-11 Fixed 0.962000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617QG3N2 32423.94 PA USD 30488.01 0.0085451949 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.500000000000 N N N N N N Freddie Mac Stacr Remic Trust 2020-Hqa4 S6XOOCT0IEG5ABCC6L87 35565RAH6 74016.56 PA USD 74281.53 0.0208196649 Long ABS-O USGSE US Y 2 2050-09-26 Floating 4.773570100000 N N N N N N CFD_EQS FIN LEG EDISON IN N/A 281020107 -2020 NC USD -136895.4 -0.0383691121 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -136895.4 USD -12496.53 N N N CFD_EQS FIN LEG TAPESTRY N/A 876030107 13694 NC USD 460529.22 0.1290773633 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 460529.22 USD 38532.84 N N N CFD_EQS FIN LEG HARTFORD N/A 416515104 7731 NC USD 498417.57 0.1396967293 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 498417.57 USD -7582.01 N N N Public Storage 549300LMZF40TKJ6DM64 74460DAJ8 120000 PA USD 104280.03 0.0292276597 Long DBT CORP US N 2 2031-11-09 Fixed 2.250000000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GE8 95000 PA USD 84053.29 0.0235584987 Long DBT CORP US N 2 2031-11-15 Fixed 2.300000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QFFJ3 126280.19 PA USD 118071.99 0.0330932772 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.500000000000 N N N N N N Spirit AeroSystems Inc ZD2NBKV6GCC3UMGBM518 85205TAM2 10000 PA USD 9961.3 0.0027919582 Long DBT CORP US Y 2 2025-01-15 Fixed 5.500000000000 N N N N N N CFD_EQS FIN LEG BRISTOL-M N/A 110122108 314 NC USD 23166.92 0.0064932361 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 23166.92 USD -196.54 N N N CFD_EQS FIN LEG PACKAGING N/A 695156109 4266 NC USD 599842.26 0.1681240928 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 599842.26 USD 20233.02 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCT1 130000 PA USD 122486 0.0343304382 Long DBT CORP US N 2 2025-12-10 Fixed 1.561000000000 N N N N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571BAY1 35000 PA USD 32081.09 0.0089917042 Long DBT CORP US Y 2 2027-01-15 Fixed 4.375000000000 N N N N N N CFD_EQS FIN LEG TESLA INC N/A 88160R101 -744 NC USD -663238.8 -0.1858929072 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -663238.8 USD -127204.60 N N N CFD_EQS FIN LEG VULCAN MA N/A 929160109 1143 NC USD 188972.19 0.0529652212 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 188972.19 USD 16734.54 N N N Federal Home Loan Mortgage Corporation B1V7KEBTPIMZEU4LTD58 3133KKLQ0 235768.91 PA USD 220357.27 0.0617618474 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.500000000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607GRR7 170000 PA USD 155976.81 0.0437172594 Long DBT CORP CA N 2 2025-10-23 Fixed 0.950000000000 N N N N N N Genuine Parts Co 549300D46DQVEU651W04 372460AB1 190000 PA USD 181158.13 0.0507750925 Long DBT CORP US N 2 2025-02-01 Fixed 1.750000000000 N N N N N N Targa Resources Partners LP/Targa Resources Finance Corp. 6OQWTZ1SPC04IFT4T704 87612BBU5 60000 PA USD 53548.8 0.0150086848 Long DBT CORP US N 2 2032-01-15 Fixed 4.000000000000 N N N N N N CFD_EQS FIN LEG BOSTON SC N/A 101137107 -3024 NC USD -124135.2 -0.0347926768 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -124135.2 USD -9766.66 N N N CFD_EQS FIN LEG WESTROCK N/A 96145D105 3065 NC USD 129833.4 0.0363897712 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 129833.4 USD 6058.74 N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QFMX4 152723.63 PA USD 144074.95 0.0403814000 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.500000000000 N N N N N N Caterpillar Financial Services Corporation EDBQKYOPJUCJKLOJDE72 14913R2H9 60000 PA USD 55396.56 0.0155265759 Long DBT CORP US N 2 2025-11-13 Fixed 0.800000000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DA4 400000 PA USD 384998.46 0.1079075636 Long DBT CORP GB N 2 2026-03-10 Fixed 2.999000000000 N N N N N N Rogers Communications Inc. 54930030NVF3Y2OL0A78 775109CC3 70000 PA USD 67766.14 0.0189935281 Long DBT CORP CA Y 2 2032-03-15 Fixed 3.800000000000 N N N N N N McKesson Corporation 549300WZWOM80UCFSF54 581557BQ7 75000 PA USD 68221.63 0.0191211931 Long DBT CORP US N 2 2025-12-03 Fixed 0.900000000000 N N N N N N Antero Resources Corporation APVBKPOULHUX7YZLKU17 03674XAN6 3000 PA USD 3262.5 0.0009144152 Long DBT CORP US Y 2 2026-07-15 Fixed 8.375000000000 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 04010LBA0 88000 PA USD 76090.14 0.0213265830 Long DBT CORP US N 2 2026-07-15 Fixed 2.150000000000 N N N N N N Life Time Fitness 549300PALKE96VYH4X17 53190FAA3 5000 PA USD 4700.1 0.0013173464 Long DBT CORP US Y 2 2026-01-15 Fixed 5.750000000000 N N N N N N Duke Energy Progress Inc 0NIFZ782LS46WOC9QK20 26442UAN4 20000 PA USD 19378.53 0.0054314242 Long DBT CORP US N 2 2032-04-01 Fixed 3.400000000000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 95000U2V4 160000 PA USD 154640.6 0.0433427458 Long DBT CORP US N 2 2028-03-24 Fixed 3.526000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023DG7 60000 PA USD 55869 0.0156589917 Long DBT CORP US N 2 2026-02-04 Fixed 2.196000000000 N N N N N N Northern Oil And Gas, Inc. OKFF0PIZDDMNH4UCYE51 665531AG4 65000 PA USD 62887.5 0.0176261404 Long DBT CORP US Y 2 2028-03-01 Fixed 8.125000000000 N N N N N N CFD_EQS FIN LEG EXELON CO N/A 30161N101 7879 NC USD 366294.71 0.1026652671 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 366294.71 USD 17634.23 N N N CFD_EQS FIN LEG AMERISOUR N/A 03073E105 206 NC USD 30061.58 0.0084256749 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 30061.58 USD 749.77 N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TJX4 25000 PA USD 24738.17 0.0069336268 Long DBT CORP US N 2 2024-03-22 Fixed 2.500000000000 N N N N N N Lockheed Martin Corporation DPRBOZP0K5RM2YE8UU08 539830BR9 105000 PA USD 108237.82 0.0303369511 Long DBT CORP US N 2 2032-06-15 Fixed 3.900000000000 N N N N N N Cleveland-Cliffs Inc 549300TM2WLI2BJMDD86 185899AL5 35000 PA USD 32520.25 0.0091147922 Long DBT CORP US Y 2 2031-03-01 Fixed 4.875000000000 N N N N N N The Interpublic Group of Companies, Inc. 5493008IUOJ5VWTRC333 460690BT6 5000 PA USD 4213.66 0.0011810068 Long DBT CORP US N 2 2031-03-01 Fixed 2.400000000000 N N N N N N Vici Properties Inc 254900RKH6RY9KCJQH63 92564RAG0 35000 PA USD 33970.91 0.0095213839 Long DBT CORP US Y 2 2025-06-15 Fixed 4.625000000000 N N N N N N Caterpillar Financial Services Corporation EDBQKYOPJUCJKLOJDE72 14913R2V8 80000 PA USD 80421.18 0.0225404891 Long DBT CORP US N 2 2025-05-13 Fixed 3.400000000000 N N N N N N Fortinet Inc 549300O0QJWDBAS0QX03 34959EAB5 70000 PA USD 58231.03 0.0163210226 Long DBT CORP US N 2 2031-03-15 Fixed 2.200000000000 N N N N N N Louisiana Pacific Corporation 549300C7E2UAO5BVRR75 546347AM7 300000 PA USD 260178 0.0729228218 Long DBT CORP US Y 2 2029-03-15 Fixed 3.625000000000 N N N N N N CFD_EQS FIN LEG PRUDENTIA N/A 744320102 -5801 NC USD -580041.99 -0.1625744631 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -580041.99 USD -44371.52 N N N CFD_EQS FIN LEG INTERNATI N/A 460146103 -6185 NC USD -264532.45 -0.0741432892 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -264532.45 USD -5198.58 N N N Compass Group Diversified Holdings LLC 549300I6PTUQPX21TE93 20451RAB8 40000 PA USD 35300.8 0.0098941261 Long DBT CORP US Y 2 2029-04-15 Fixed 5.250000000000 N N N N N N Boyne USA Inc N/A 103557AC8 10000 PA USD 9362.5 0.0026241262 Long DBT CORP US Y 2 2029-05-15 Fixed 4.750000000000 N N N N N N Public Service Company of Colorado 5BANEF6PGSEK0SNMQF44 744448CW9 25000 PA USD 25753.25 0.0072181340 Long DBT CORP US N 2 2032-06-01 Fixed 4.100000000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 40434LAM7 330000 PA USD 334668.68 0.0938011073 Long DBT CORP US N 2 2028-01-15 Fixed 4.750000000000 N N N N N N CFD_EQS FIN LEG CONAGRA B N/A 205887102 -7082 NC USD -242275.22 -0.0679050215 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -242275.22 USD 7954.93 N N N CFD_EQS FIN LEG MACY'S IN N/A 55616P104 -25397 NC USD -448257.05 -0.1256377133 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -448257.05 USD -10287.15 N N N CFD_EQS FIN LEG METLIFE I N/A 59156R108 -4146 NC USD -262234.5 -0.0734992186 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -262234.5 USD -9892.80 N N N CFD_EQS FIN LEG WESTROCK N/A 96145D105 11442 NC USD 484683.12 0.1358472307 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 484683.12 USD 11645.76 N N N Targa Resources Corp. (Calif) 5493003QENHHS261UR94 87612KAA0 160000 PA USD 162907.29 0.0456597379 Long DBT CORP US N 2 2027-07-01 Fixed 5.200000000000 N N N N N N Deutsche Bank AG New York Branch N/A 25160PAJ6 150000 PA USD 152402.25 0.0427153799 Long DBT CORP DE N 2 2026-07-14 Fixed 6.119000000000 N N N N N N CFD_EQS FIN LEG UNION PAC N/A 907818108 2760 NC USD 627348 0.1758334156 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 627348 USD 38190.25 N N N CFD_EQS FIN LEG DELTA AIR N/A 247361702 -18600 NC USD -591480 -0.1657803143 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -591480 USD -8236.86 N N N CFD_EQS FIN LEG NEXTERA E N/A 65339F101 -1369 NC USD -115666.81 -0.0324191522 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -115666.81 USD -7885.92 N N N CFD_EQS FIN LEG NETFLIX I N/A 64110L106 -2263 NC USD -508948.7 -0.1426483997 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -508948.7 USD -80828.72 N N N CFD_EQS FIN LEG DEERE & C N/A 244199105 -1354 NC USD -464665.72 -0.1302367436 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -464665.72 USD -39663.85 N N N CFD_EQS FIN LEG CANADIAN N/A 136385101 -4963 NC USD -273957.6 -0.0767849751 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -273957.6 USD -26761.80 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61772BAB9 70000 PA USD 63751.8 0.0178683868 Long DBT CORP US N 2 2027-05-04 Fixed 1.593000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QKNS3 23346.72 PA USD 21204.81 0.0059432949 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.000000000000 N N N N N N CFD_EQS FIN LEG EQUINIX I N/A 29444U700 -167 NC USD -117524.58 -0.0329398489 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -117524.58 USD -8816.18 N N N CFD_EQS FIN LEG HUNT (JB) N/A 445658107 1202 NC USD 220290.54 0.0617431443 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 220290.54 USD 20790.90 N N N Caterpillar Financial Services Corporation EDBQKYOPJUCJKLOJDE72 14913R2L0 190000 PA USD 181394.07 0.0508412219 Long DBT CORP US N 2 2024-05-17 Fixed 0.450000000000 N N N N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAX0 200000 PA USD 183802.93 0.0515163784 Long DBT CORP US N 2 2026-06-01 Fixed 1.550000000000 N N N N N N Idex Corporation 549300U5Y5EL6PHYLF13 45167RAH7 80000 PA USD 68813.64 0.0192871219 Long DBT CORP US N 2 2031-06-15 Fixed 2.625000000000 N N N N N N Block Financial Llc N/A 093662AJ3 39000 PA USD 34581.21 0.0096924391 Long DBT CORP US N 2 2028-07-15 Fixed 2.500000000000 N N N N N N CFD_EQS FIN LEG MONDELEZ N/A 609207105 -2785 NC USD -178351.4 -0.0499884208 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -178351.4 USD -3728.77 N N N CFD_EQS FIN LEG HESS CORP N/A 42809H107 -5893 NC USD -662785.71 -0.1857659149 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -662785.71 USD -65158.02 N N N Federal National Mortgage Association 549300HG8ZEWVWVSN227 62547NAB5 349541.39 PA USD 326824.49 0.0916025338 Long ABS-O USGA US Y 2 2049-10-25 Floating 4.873569400000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KJXK3 104622.32 PA USD 101251.34 0.0283787769 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 3.000000000000 N N N N N N Appalachian Power Company 3SCHO1ABYYIG382BEI70 037735DA2 20000 PA USD 20128.41 0.0056416010 Long DBT CORP US N 2 2032-08-01 Fixed 4.500000000000 N N N N N N Amkor Technology, Inc. 529900VHLRTKPWZJBM84 031652BK5 100000 PA USD 99514.61 0.0278920054 Long DBT CORP US Y 2 2027-09-15 Fixed 6.625000000000 N N N N N N Tegna Inc 549300YC5EDBGX85AO10 87901JAF2 55000 PA USD 54614.18 0.0153072901 Long DBT CORP US Y 2 2026-03-15 Fixed 4.750000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DTN2 70369.47 PA USD 68604.83 0.0192285965 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.500000000000 N N N N N N Federal National Mortgage Association N/A 20753KAB8 63751.29 PA USD 63674.8 0.0178468052 Long ABS-O USGSE US Y 2 2031-08-25 Floating 3.923562200000 N N N N N N Darling Ingredients, Inc L1N0SPPKS7EXZYUMZ898 237266AH4 25000 PA USD 25042.01 0.0070187873 Long DBT CORP US Y 2 2027-04-15 Fixed 5.250000000000 N N N N N N Weekley Homes LLC/Weekley Finance Corp. 5493009MTTQO8ZN53F13 948565AD8 15000 PA USD 12339.19 0.0034584344 Long DBT CORP US Y 2 2028-09-15 Fixed 4.875000000000 N N N N N N Gci Llc 549300N3IE9H88Q20221 36166TAB6 20000 PA USD 18228 0.0051089531 Long DBT CORP US Y 2 2028-10-15 Fixed 4.750000000000 N N N N N N CFD_EQS FIN LEG NETFLIX I N/A 64110L106 -1460 NC USD -328354 -0.0920312256 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -328354 USD -55010.85 N N N CFD_EQS FIN LEG CATALENT N/A 148806102 -4470 NC USD -505557 -0.1416977723 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -505557 USD -5107.83 N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBH7 205000 PA USD 201762.58 0.0565501182 Long DBT CORP GB N 2 2025-05-07 Fixed 3.932000000000 N N N N N N Camden Property Trust 5493002MYX22OHYJBD89 133131AX0 50000 PA USD 47099.02 0.0132009372 Long DBT CORP US N 2 2029-07-01 Fixed 3.150000000000 N N N N N N Celanese US Holdings Llc CD30XVRLT4QO00B1C706 15089QAK0 80000 PA USD 68094.61 0.0190855918 Long DBT CORP US N 2 2026-08-05 Fixed 1.400000000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CU1 200000 PA USD 192281.48 0.0538927507 Long DBT CORP GB N 2 2024-08-17 Fixed 0.732000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WP93 971885.43 PA USD 895883.07 0.2510985612 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.000000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XBR0 65000 PA USD 58125.38 0.0162914110 Long DBT CORP US N 2 2026-09-15 Fixed 1.450000000000 N N N N N N CFD_EQS FIN LEG VOYA FINA N/A 929089100 3506 NC USD 210920.96 0.0591170336 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 210920.96 USD 4041.01 N N N CFD_EQS FIN LEG WALGREENS N/A 931427108 2219 NC USD 87916.78 0.0246413597 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 87916.78 USD 2104.94 N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 02005NBL3 25000 PA USD 24296.5 0.0068098353 Long DBT CORP US N 2 2023-10-02 Fixed 1.450000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132D6NW6 350368.23 PA USD 341583.62 0.0957392302 Long ABS-MBS USGA US N 2 2035-10-01 Fixed 2.500000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468R3 130000 PA USD 120769.08 0.0338492190 Long DBT CORP US N 2 2025-10-21 Fixed 0.864000000000 N N N N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571BAS4 35000 PA USD 34737.5 0.0097362441 Long DBT CORP US Y 2 2023-11-01 Fixed 5.500000000000 N N N N N N FS KKR Capital Corp 549300TYRSI1T21B1360 302635AJ6 140000 PA USD 129734.95 0.0363621776 Long DBT CORP US N 2 2024-10-12 Fixed 1.650000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GKD0 30000 PA USD 25716.07 0.0072077131 Long DBT CORP US N 2 2032-10-20 Fixed 2.572000000000 N N N N N N SVB Financial Group 549300D2KJ20JMXE7542 78486QAL5 148000 PA USD 134193.95 0.0376119484 Long DBT CORP US N 2 2026-10-28 Fixed 1.800000000000 N N N N N N Deutsche Bank AG New York Branch N/A 251526CP2 150000 PA USD 130356 0.0365362458 Long DBT CORP DE N 2 2027-11-16 Fixed 2.311000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QFMW6 102374.43 PA USD 96659.47 0.0270917653 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.500000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122DQ8 50000 PA USD 42905.76 0.0120256482 Long DBT CORP US N 2 2030-11-13 Fixed 1.450000000000 N N N N N N CFD_EQS FIN LEG DOMINION N/A 25746U109 -4976 NC USD -407932.48 -0.1143355224 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -407932.48 USD -22951.00 N N N CFD_EQS FIN LEG MATCH GRO N/A 57667L107 5743 NC USD 421019.33 0.1180035113 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 421019.33 USD 10665.32 N N N CFD_EQS FIN LEG LOEWS COR N/A 540424108 368 NC USD 21436 0.0060080930 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 21436 USD 641.86 N N N CFD_EQS FIN LEG QUEST DIA N/A 74834L100 5028 NC USD 686673.96 0.1924613257 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 686673.96 USD 2894.37 N N N Goldman Sachs BDC, Inc. 6D01AGSGBNZIJSN77043 38147UAD9 5000 PA USD 4676.62 0.0013107654 Long DBT CORP US N 2 2026-01-15 Fixed 2.875000000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368EA36 180000 PA USD 173912.32 0.0487442332 Long DBT CORP CA N 2 2023-12-08 Fixed 0.450000000000 N N N N N N Viatris Inc 254900ZZTSW7NL773X71 92556VAB2 30000 PA USD 27484.76 0.0077034425 Long DBT CORP US N 2 2025-06-22 Fixed 1.650000000000 N N N N N N Freddie Mac Stacr Remic Trust N/A 35564KND7 260000 PA USD 239011.86 0.0669903653 Long ABS-O USGSE US Y 2 2041-11-25 Floating 4.575660000000 N N N N N N CFD_EQS FIN LEG APTIV PLC N/A G6095L109 -3572 NC USD -374667.08 -0.1050118792 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -374667.08 USD -25853.10 N N N CFD_EQS FIN LEG WESTERN D N/A 958102105 -6332 NC USD -310901.2 -0.0871395460 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -310901.2 USD -11934.42 N N N GrafTech Finance Inc. 1Z010BU876CF2HDBIN43 384311AA4 110000 PA USD 95526.52 0.0267742215 Long DBT CORP US Y 2 2028-12-15 Fixed 4.625000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599EF8 25000 PA USD 26792 0.0075092753 Long DBT CORP US N 2 2031-01-01 Fixed 6.125000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QMZZ0 191060.16 PA USD 178332.94 0.0499832469 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N Nucor Corporation 549300GGJCRSI2TIEJ46 670346AV7 50000 PA USD 45206.35 0.0126704587 Long DBT CORP US N 2 2032-04-01 Fixed 3.125000000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89114QCP1 160000 PA USD 145388.9 0.0407496746 Long DBT CORP CA N 2 2026-01-06 Fixed 0.750000000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400GY3 6000 PA USD 4285.44 0.0012011253 Long DBT CORP US N 2 2051-02-01 Fixed 2.950000000000 N N N N N N Vector Group Ltd 549300TUIF4WWN6NDN50 92240MBL1 60000 PA USD 54480 0.0152696820 Long DBT CORP US Y 2 2029-02-01 Fixed 5.750000000000 N N N N N N MEG Energy Corporation 5493002WXPTG5ZC1T326 552704AF5 20000 PA USD 19000 0.0053253296 Long DBT CORP CA Y 2 2029-02-01 Fixed 5.875000000000 N N N N N N The Progressive Corporation 529900TACNVLY9DCR586 743315AY9 360000 PA USD 346296.78 0.0970602371 Long DBT CORP US N 2 2027-03-15 Fixed 2.500000000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FX1 35000 PA USD 33224.12 0.0093120732 Long DBT CORP US N 2 2032-03-15 Fixed 3.050000000000 N N N N N N CFD_EQS FIN LEG OMNICOM G N/A 681919106 1098 NC USD 76684.32 0.0214931201 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 76684.32 USD 943.91 N N N CFD_EQS FIN LEG SHERWIN-W N/A 824348106 -2447 NC USD -592027.18 -0.1659336782 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -592027.18 USD 40199.38 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V7E4 144251.42 PA USD 137354.11 0.0384976796 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.500000000000 N N N N N N Taseko Mines Limited 549300XKUO1JSLU7KX54 876511AF3 50000 PA USD 39912 0.0111865556 Long DBT CORP CA Y 2 2026-02-15 Fixed 7.000000000000 N N N N N N CFD_EQS FIN LEG MOTOROLA N/A 620076307 -2707 NC USD -645863.13 -0.1810228456 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -645863.13 USD -47046.32 N N N CFD_EQS FIN LEG HOST HOTE N/A 44107P104 -10507 NC USD -187129.67 -0.0524487988 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -187129.67 USD -9310.64 N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207BA2 40000 PA USD 38147.22 0.0106919222 Long DBT CORP US N 2 2027-03-17 Fixed 2.625000000000 N N N N N N Honda Motor Co Ltd. 549300P7ZYCQJ36CCS16 438127AB8 70000 PA USD 66980.41 0.0187733033 Long DBT CORP JP N 2 2027-03-10 Fixed 2.534000000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GYA6 110000 PA USD 99382.43 0.0278549579 Long DBT CORP US N 2 2027-03-09 Fixed 1.431000000000 N N N N N N Santander UK Group Holdings PLC 549300F5XIFGNNW4CF72 80281LAN5 300000 PA USD 281951.74 0.0790255767 Long DBT CORP GB N 2 2025-03-15 Fixed 1.089000000000 N N N N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAH0 78000 PA USD 74806.64 0.0209668430 Long DBT CORP US N 2 2029-04-01 Fixed 3.900000000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607HR46 230000 PA USD 227106.11 0.0636534157 Long DBT CORP CA N 2 2025-04-07 Fixed 3.300000000000 N N N N N N Corebridge Financial Inc. 549300XY1661QCIA7J65 21871XAA7 80000 PA USD 78241.28 0.0219295056 Long DBT CORP US Y 2 2025-04-04 Fixed 3.500000000000 N N N N N N Georgia Power Company D981X4Z4RWS7PDMJUZ03 373334KQ3 20000 PA USD 20785.76 0.0058258434 Long DBT CORP US N 2 2032-05-15 Fixed 4.700000000000 N N N N N N Teledyne Technologies Inc 549300VSMO9KYQWDND94 879360AE5 30000 PA USD 25773.96 0.0072239386 Long DBT CORP US N 2 2031-04-01 Fixed 2.750000000000 N N N N N N AAdvantage Loyalty IP Ltd/ American Airlines Inc IWUQB36BXD6OWD6X4T14 00253XAA9 20000 PA USD 19669.8 0.0055130615 Long DBT CORP KY Y 2 2026-04-20 Fixed 5.500000000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DE6 260000 PA USD 258305.7 0.0723980526 Long DBT CORP GB N 2 2025-12-09 Fixed 4.180000000000 N N N N N N Cheniere Energy Partners L P 5493005UEC8AZ34LDV29 16411QAN1 40000 PA USD 34900 0.0097817897 Long DBT CORP US N 2 2032-01-31 Fixed 3.250000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QKHM3 112286.32 PA USD 101296.7 0.0283914904 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.000000000000 N N N N N N Entegris Inc IYX6OWO7BT5DKO3BYG52 29362UAD6 30000 PA USD 26618.38 0.0074606130 Long DBT CORP US Y 2 2029-05-01 Fixed 3.625000000000 N N N N N N CONNS RECEIVABLES FUNDING 2021-A LLC N/A 20825YAA4 690000 PA USD 691970.64 0.1939458819 Long ABS-O CORP US Y 2 2026-12-15 Fixed 1.000000000000 N N N N N N TD Synnex Corp 5493004HI6PFLF46NS53 87162WAD2 20000 PA USD 18769.3 0.0052606689 Long DBT CORP US N 2 2024-08-09 Fixed 1.250000000000 N N N N N N Freddie Mac Stacr Remic Trust N/A 35564KEL9 30000 PA USD 28565.31 0.0080062996 Long ABS-O USGSE US Y 2 2033-10-25 Floating 3.025660000000 N N N N N N UPSTART SECURITIZATION TRUST N/A 91680FAA0 276537.26 PA USD 270035.54 0.0756856981 Long ABS-O CORP US Y 2 2031-06-20 Fixed 0.910000000000 N N N N N N CFD_EQS FIN LEG MCDONALD' N/A 580135101 286 NC USD 75323.82 0.0211117985 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 75323.82 USD 2661.26 N N N CFD_EQS FIN LEG ADVANCED N/A 007903107 -6657 NC USD -628886.79 -0.1762647084 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -628886.79 USD -42271.18 N N N Service Corporation International 549300RKVM2ME20JHZ15 817565CG7 25000 PA USD 23001.13 0.0064467684 Long DBT CORP US N 2 2031-05-15 Fixed 4.000000000000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 95000U2T9 33000 PA USD 31150.03 0.0087307462 Long DBT CORP US N 2 2025-05-19 Fixed 0.805000000000 N N N N N N CFD_EQS FIN LEG MGIC INVE N/A 552848103 -7420 NC USD -104918.8 -0.0294066945 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -104918.8 USD -4206.41 N N N CFD_EQS FIN LEG DISH NETW N/A 25470M109 -7832 NC USD -136041.84 -0.0381298759 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -136041.84 USD 10450.00 N N N Antero Midstream Partners LP / Antero Midstream Finance Corp 529900HFO1BDEIT4QU11 03690AAH9 65000 PA USD 63498.18 0.0177973021 Long DBT CORP US Y 2 2029-06-15 Fixed 5.375000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D3G5 536236.17 PA USD 483425.66 0.1354947891 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.000000000000 N N N N N N American Express Company R4PP93JZOLY261QX3811 025816CY3 70000 PA USD 70496.44 0.0197587780 Long DBT CORP US N 2 2025-08-01 Fixed 3.950000000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAH5 90000 PA USD 90590.3 0.0253906952 Long DBT CORP US N 2 2026-07-28 Fixed 4.260000000000 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 04010LBB8 40000 PA USD 32970.02 0.0092408539 Long DBT CORP US N 2 2028-06-15 Fixed 2.875000000000 N N N N N N Booz Allen Hamilton Inc 549300D7XCH2480XU542 09951LAB9 20000 PA USD 19079.3 0.0053475559 Long DBT CORP US Y 2 2029-07-01 Fixed 4.000000000000 N N N N N N CFD_EQS FIN LEG KOHLS COR N/A 500255104 10966 NC USD 319549.24 0.0895634230 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 319549.24 USD -4677.41 N N N CFD_EQS FIN LEG T-MOBILE N/A 872590104 -2013 NC USD -287979.78 -0.0807151188 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -287979.78 USD -21348.99 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YET8 210000 PA USD 213468.9 0.0598311715 Long DBT CORP US N 2 2026-07-17 Fixed 4.679000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 30711XSW5 200000 PA USD 206168.88 0.0577851182 Long ABS-O USGSE US N 2 2030-02-25 Floating 6.073570300000 N N N N N N CFD_EQS FIN LEG HCA HEALT N/A 40412C101 779 NC USD 165475.18 0.0463794674 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 165475.18 USD 8004.89 N N N CFD_EQS FIN LEG ALTICE US N/A 02156K103 47590 NC USD 500170.9 0.1401881535 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 500170.9 USD -50601.14 N N N Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp. N/A 505742AP1 80000 PA USD 68283.2 0.0191384499 Long DBT CORP US Y 2 2029-06-15 Fixed 4.750000000000 N N N N N N Ingles Markets, Incorporated 549300XH5RYBMYP8TF26 457030AK0 35000 PA USD 31511.55 0.0088320732 Long DBT CORP US Y 2 2031-06-15 Fixed 4.000000000000 N N N N N N Sirius Xm Radio Inc WP5O65E6BMU84LNO4227 82967NBC1 49000 PA USD 48142.5 0.0134934043 Long DBT CORP US Y 2 2029-07-01 Fixed 5.500000000000 N N N N N N American Express Company R4PP93JZOLY261QX3811 025816CG2 50000 PA USD 48980.05 0.0137281533 Long DBT CORP US N 2 2024-07-30 Fixed 2.500000000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TJK2 30000 PA USD 27811.31 0.0077949681 Long DBT CORP US N 2 2026-06-18 Fixed 1.125000000000 N N N N N N VMED O2 UK Financing I PLC 213800MRR46ECNGZ7L69 92858RAB6 200000 PA USD 181000 0.0507307718 Long DBT CORP GB Y 2 2031-07-15 Fixed 4.750000000000 N N N N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236AB7 90000 PA USD 89938.92 0.0252081261 Long DBT CORP US N 2 2029-03-15 Fixed 4.500000000000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST B1V7KEBTPIMZEU4LTD58 20754WAB1 1349481.46 PA USD 1335985.84 0.3744507887 Long ABS-O USGSE US Y 2 2040-01-25 Floating 3.623571600000 N N N N N N Curo Group Holdings Corp 54930007KH8KCGJ4YE72 23131LAC1 87000 PA USD 59178.27 0.0165865155 Long DBT CORP US Y 2 2028-08-01 Fixed 7.500000000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 48128U2M0 222313.93 PA USD 215195.5 0.0603151039 Long ABS-O CORP US Y 2 2028-12-25 Fixed 0.889000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 35565XAH3 56603.29 PA USD 56657.69 0.0158800461 Long ABS-O USGSE US Y 2 2050-08-25 Floating 5.373569900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617NWHS4 17437.17 PA USD 16397.87 0.0045960033 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.500000000000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AW4 35000 PA USD 33399.16 0.0093611335 Long DBT CORP US Y 2 2030-10-01 Fixed 6.625000000000 N N N N N N 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. 549300RHSHNRWI5LLA86 68245XAM1 130000 PA USD 113100 0.0316997254 Long DBT CORP CA Y 2 2030-10-15 Fixed 4.000000000000 N N N N N N CFD_EQS FIN LEG DR HORTON N/A 23331A109 -12098 NC USD -944006.94 -0.2645867439 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -944006.94 USD -8136.46 N N N CFD_EQS FIN LEG NORFOLK S N/A 655844108 2555 NC USD 641739.35 0.1798670304 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 641739.35 USD 20435.62 N N N CFD_EQS FIN LEG DELL TECH N/A 24703L202 4923 NC USD 221830.38 0.0621747314 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 221830.38 USD 8404.62 N N N CFD_EQS FIN LEG HUNT (JB) N/A 445658107 534 NC USD 97866.18 0.0274299826 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 97866.18 USD 5056.31 N N N Federal Home Loan Mortgage Corporation N/A 35566AAH2 258666.35 PA USD 258976.8 0.0725861488 Long ABS-O USGSE US Y 2 2050-10-25 Floating 3.725660000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MT5 450000 PA USD 431683.18 0.1209923806 Long DBT CORP US N 2 2024-10-30 Fixed 0.776000000000 N N N N N N Hess Midstream Operations LP N/A 428102AE7 25000 PA USD 22270.5 0.0062419870 Long DBT CORP US Y 2 2030-02-15 Fixed 4.250000000000 N N N N N N Brookfield Finance I (UK) PLC 213800JCKNPJE9FDCJ76 11272BAA1 20000 PA USD 16684.32 0.0046762897 Long DBT CORP GB N 2 2032-01-30 Fixed 2.340000000000 N N N N N N CFD_EQS FIN LEG TOLL BROT N/A 889478103 8310 NC USD 408685.8 0.1145466633 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 408685.8 USD -7518.64 N N N CFD_EQS FIN LEG OCCIDENTA N/A 674599105 4275 NC USD 281081.25 0.0787815953 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 281081.25 USD 19972.75 N N N Lendingtree Inc 549300ISY5YHUJZTON08 52603B107 -364 NS USD -16591.12 -0.0046501675 Short EC CORP US N 1 N N N CFD_EQS FIN LEG EBAY INC N/A 278642103 8912 NC USD 433390.56 0.1214709259 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 433390.56 USD 17255.68 N N N CFD_EQS FIN LEG BRISTOL-M N/A 110122108 2256 NC USD 166447.68 0.0466520402 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 166447.68 USD 1823.94 N N N Ashland Llc 6O4MRU8C1MS0K34UQF79 04433LAA0 70000 PA USD 59823.42 0.0167673385 Long DBT CORP US Y 2 2031-09-01 Fixed 3.375000000000 N N N N N N Simon Property Group, L.P. MR92GTD0MJTTTTQDVG45 828807DP9 10000 PA USD 8934.89 0.0025042755 Long DBT CORP US N 2 2027-01-15 Fixed 1.375000000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GXM1 450000 PA USD 406466.91 0.1139247517 Long DBT CORP US N 2 2026-12-09 Fixed 1.093000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20754FAH5 297531.45 PA USD 296662.21 0.0831486347 Long ABS-O USGSE US Y 2 2031-07-25 Floating 4.073569800000 N N N N N N CFD_EQS FIN LEG WHIRLPOOL N/A 963320106 1554 NC USD 268639.98 0.0752945498 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 268639.98 USD 20718.54 N N N CFD_EQS FIN LEG LAMB WEST N/A 513272104 -12517 NC USD -997104.22 -0.2794688764 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -997104.22 USD -75314.98 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBW5 205000 PA USD 184276.74 0.0516491781 Long DBT CORP US N 2 2027-02-04 Fixed 1.040000000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GXR0 115000 PA USD 94721.68 0.0265486405 Long DBT CORP US N 2 2032-01-27 Fixed 1.992000000000 N N N N N N CFD_EQS FIN LEG BALL CORP N/A 058498106 -5021 NC USD -368641.82 -0.1033231162 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -368641.82 USD -13525.85 N N N CFD_EQS FIN LEG UNITEDHEA N/A 91324P102 -417 NC USD -226155.78 -0.0633870567 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -226155.78 USD -8678.17 N N N Wisconsin Power and Light Company JWBYHVQVMY66CVCOSO49 976826BP1 5000 PA USD 4277.95 0.0011990260 Long DBT CORP US N 2 2031-09-16 Fixed 1.950000000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCP9 95000 PA USD 84935.42 0.0238057426 Long DBT CORP US N 2 2027-09-22 Fixed 1.470000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023DD4 30000 PA USD 29623.06 0.0083027663 Long DBT CORP US N 2 2023-02-04 Fixed 1.167000000000 N N N N N N National Fuel Gas Company 8JB38FFW1Y3C1HM8E841 636180BR1 60000 PA USD 50342.91 0.0141101363 Long DBT CORP US N 2 2031-03-01 Fixed 2.950000000000 N N N N N N CFD_EQS FIN LEG CARLISLE N/A 142339100 -1142 NC USD -338146.2 -0.0947757884 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -338146.2 USD -32844.42 N N N CFD_EQS FIN LEG CHARTER C N/A 16119P108 -774 NC USD -334445.4 -0.0937385263 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -334445.4 USD 41572.23 N N N Cleveland-Cliffs Inc 549300TM2WLI2BJMDD86 185899AK7 15000 PA USD 14000.4 0.0039240392 Long DBT CORP US Y 2 2029-03-01 Fixed 4.625000000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GXS8 90000 PA USD 82625.52 0.0231583226 Long DBT CORP US N 2 2026-02-12 Fixed 0.855000000000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST N/A 20754RAB2 190000 PA USD 181677.87 0.0509207655 Long ABS-O USGSE US Y 2 2041-10-25 Floating 2.475659600000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAU5 60000 PA USD 54297.97 0.0152186626 Long DBT CORP US N 2 2026-11-15 Fixed 1.750000000000 N N N N N N Murphy Oil Corporation QBKYQD0ODE7DC7PDIN91 626717AN2 35000 PA USD 34935.95 0.0097918658 Long DBT CORP US N 2 2028-07-15 Fixed 6.375000000000 N N N N N N Toyota Motor Corp. 5493006W3QUS5LMH6R84 892331AL3 195000 PA USD 187155.66 0.0524560833 Long DBT CORP JP N 2 2024-03-25 Fixed 0.681000000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460DAG4 20000 PA USD 18464.09 0.0051751245 Long DBT CORP US N 2 2026-11-09 Fixed 1.500000000000 N N N N N N Fairfax Financial Holdings Limited GLS7OQD0WOEDI8YAP031 303901BJ0 25000 PA USD 22224.81 0.0062291810 Long DBT CORP CA N 2 2031-03-03 Fixed 3.375000000000 N N N N N N Marsh & McLennan Companies, Inc. 549300XMP3KDCKJXIU47 571748BP6 100000 PA USD 87412.13 0.0244999161 Long DBT CORP US N 2 2031-12-15 Fixed 2.375000000000 N N N N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236AE1 45000 PA USD 42397.9 0.0118833049 Long DBT CORP US N 2 2032-03-17 Fixed 4.200000000000 N N N N N N Bank of Nova Scotia Halifax L3I9ZG2KFGXZ61BMYR72 06417XAH4 70000 PA USD 69525.41 0.0194866172 Long DBT CORP CA N 2 2025-04-11 Fixed 3.450000000000 N N N N N N Jabil Inc 5493000CGCQY2OQU7669 466313AM5 70000 PA USD 69299.87 0.0194234027 Long DBT CORP US N 2 2027-05-15 Fixed 4.250000000000 N N N N N N Elevance Health Inc. 8MYN82XMYQH89CTMTH67 036752AQ6 130000 PA USD 128184.83 0.0359277092 Long DBT CORP US N 2 2023-03-15 Fixed 0.450000000000 N N N N N N YUM Brands Inc 549300JE8XHZZ7OHN517 988498AP6 100000 PA USD 95042 0.0266384200 Long DBT CORP US N 2 2032-01-31 Fixed 4.625000000000 N N N N N N CFD_EQS FIN LEG AMAZON.CO N/A 023135106 -3990 NC USD -538450.5 -0.1509171792 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -538450.5 USD -49883.17 N N N CFD_EQS FIN LEG VICI PROP N/A 925652109 -14819 NC USD -506661.61 -0.1420073730 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -506661.61 USD -16633.61 N N N CFD_EQS FIN LEG WALT DISN N/A 254687106 5868 NC USD 622594.8 0.1745011863 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 622594.8 USD 19656.03 N N N CFD_EQS FIN LEG EQT CORP N/A 26884L109 -5993 NC USD -263871.79 -0.0739581191 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -263871.79 USD -966.59 N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620MBV7 50000 PA USD 50764.23 0.0142282241 Long DBT CORP US N 2 2025-07-15 Fixed 4.500000000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDG8 245000 PA USD 251437.59 0.0704730552 Long DBT CORP US N 2 2028-07-25 Fixed 4.851000000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBU3 105000 PA USD 103372.67 0.0289733444 Long DBT CORP US N 2 2023-03-01 Fixed 0.650000000000 N N N N N N United Air Lines, Inc. K1OQBWM7XEOO08LDNP29 90932LAH0 30000 PA USD 27637.5 0.0077462525 Long DBT CORP US Y 2 2029-04-15 Fixed 4.625000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GKW8 110000 PA USD 113181.86 0.0317226691 Long DBT CORP US N 2 2028-07-22 Fixed 4.948000000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 459200KS9 465000 PA USD 471615.13 0.1321845278 Long DBT CORP US N 2 2025-07-27 Fixed 4.000000000000 N N N N N N Imola Merger Corp. 549300KJMEWPKRQZHX63 45258LAA5 50000 PA USD 46750 0.0131031137 Long DBT CORP US Y 2 2029-05-15 Fixed 4.750000000000 N N N N N N CrownRock LP WFBCP6PB6JZR80B7U482 228701AG3 10000 PA USD 9288.6 0.0026034135 Long DBT CORP US Y 2 2029-05-01 Fixed 5.000000000000 N N N N N N American Builders & Contractors Supply Co., Inc. 549300H5GQ4C1BEKG397 024747AG2 60000 PA USD 51300 0.0143783900 Long DBT CORP US Y 2 2029-11-15 Fixed 3.875000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJR1 240000 PA USD 227611.1 0.0637949545 Long DBT CORP US N 2 2025-04-22 Fixed 0.976000000000 N N N N N N AVANT LOANS FUNDING TRUST N/A 05353LAA3 270000 PA USD 254446.89 0.0713165034 Long ABS-O CORP US Y 2 2030-07-15 Fixed 1.210000000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABB0 425000 PA USD 420042.26 0.1177296576 Long DBT CORP US N 2 2025-04-15 Fixed 3.500000000000 N N N N N N CFD_EQS FIN LEG LAM RESEA N/A 512807108 1006 NC USD 503513.06 0.1411248958 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 503513.06 USD 36757.10 N N N CFD_EQS FIN LEG GILEAD SC N/A 375558103 7432 NC USD 444062 0.1244619225 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 444062 USD -7936.90 N N N Impinj Inc 549300M26VGKSMMWWN17 453204109 -2720 NS USD -231254.4 -0.0648161005 Short EC CORP US N 1 N N N Granite Point Mortgage Trust Inc 529900VX2HQZ76AYIE02 38741LAB3 1533000 PA USD 1522460.63 0.4267160374 Long DBT CORP US Y 2 2022-12-01 Fixed 5.625000000000 N N N N N N CFD_EQS FIN LEG CATERPILL N/A 149123101 125 NC USD 24781.25 0.0069457013 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 24781.25 USD 2108.38 N N N CFD_EQS FIN LEG PHILIP MO N/A 718172109 -3297 NC USD -320303.55 -0.0897748414 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -320303.55 USD -21519.87 N N N Dell International L.L.C. and EMC Corporation N/A 24703TAF3 30000 PA USD 32136.52 0.0090072401 Long DBT CORP US N 2 2027-07-15 Fixed 6.100000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 30711X3H5 975383.44 PA USD 974329.05 0.2730854402 Long ABS-O USGSE US N 2 2031-03-25 Floating 3.623570300000 N N N N N N Tenet Healthcare Corporation 0W9AIBT6U6ADJ2I8HK17 88033GDJ6 65000 PA USD 63375 0.0177627771 Long DBT CORP US Y 2 2028-10-01 Fixed 6.125000000000 N N N N N N Spirit IP Cayman Ltd / Spirit Loyalty Cayman Ltd N/A 84859BAA9 29920 PA USD 31266.1 0.0087632784 Long DBT CORP KY Y 2 2025-09-20 Fixed 8.000000000000 N N N N N N CFD_EQS FIN LEG ANTERO RE N/A 03674X106 -5671 NC USD -224798.44 -0.0630066208 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -224798.44 USD -16428.53 N N N CFD_EQS FIN LEG TC ENERGY N/A 87807B107 -791 NC USD -42176.12 -0.0118211443 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -42176.12 USD 560.01 N N N CFD_EQS FIN LEG ORACLE CO N/A 68389X105 -7620 NC USD -593140.8 -0.1662458042 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -593140.8 USD -53202.23 N N N CFD_EQS FIN LEG SHERWIN-W N/A 824348106 -712 NC USD -172261.28 -0.0482814789 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -172261.28 USD 2718.60 N N N Gartner Incorporation PP55B5R38BFB8O8HH686 366651AE7 40000 PA USD 36740.8 0.0102977301 Long DBT CORP US Y 2 2030-10-01 Fixed 3.750000000000 N N N N N N Frontier Communications Parent Inc N/A 35906ABE7 10000 PA USD 9851.4 0.0027611554 Long DBT CORP US Y 2 2027-10-15 Fixed 5.875000000000 N N N N N N Kaman Corporation 5493003YK076OLTEQF95 483548AF0 605000 PA USD 573615.63 0.1607732797 Long DBT CORP US N 2 2024-05-01 Fixed 3.250000000000 N N N N N N Redwood Trust, Inc. DRBV4N1ERQLEMIF11G78 758075AD7 1250000 PA USD 1112428.15 0.3117919260 Long DBT CORP US N 2 2024-07-15 Fixed 5.625000000000 N N N N N N CFD_EQS FIN LEG WELLTOWER N/A 95040Q104 -2428 NC USD -209633.52 -0.0587561893 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -209633.52 USD -10007.78 N N N CFD_EQS FIN LEG RAYMOND J N/A 754730109 -3743 NC USD -368573.21 -0.1033038862 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -368573.21 USD -30770.69 N N N CFD_EQS FIN LEG ORACLE CO N/A 68389X105 -6060 NC USD -471710.4 -0.1322112301 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -471710.4 USD -17732.08 N N N CFD_EQS FIN LEG VIACOMCBS N/A 92556H206 -13679 NC USD -323508.35 -0.0906730844 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -323508.35 USD 22202.08 N N N CFD_EQS FIN LEG IRON MOUN N/A 46284V101 -4318 NC USD -209379.82 -0.0586850821 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -209379.82 USD -15652.93 N N N CFD_EQS FIN LEG TELEFLEX N/A 879369106 222 NC USD 53382.12 0.0149619677 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 53382.12 USD -3360.34 N N N Prime Healthcare Services Inc N/A 74165HAB4 30000 PA USD 26383.8 0.0073948648 Long DBT CORP US Y 2 2025-11-01 Fixed 7.250000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJH3 135000 PA USD 129591.72 0.0363220330 Long DBT CORP US N 2 2024-10-24 Fixed 0.810000000000 N N N N N N II-VI Incorporated 549300O5C25A0MMHHU33 902104AB4 560000 PA USD 629440 0.1764197624 Long DBT CORP US N 2 2022-09-01 Fixed 0.250000000000 N N N N N N Herbalife Nutrition Ltd 549300BA7TYPBSZZIA41 42703MAC7 370000 PA USD 335495.64 0.0940328881 Long DBT CORP KY Y 2 2024-03-15 Fixed 2.625000000000 N N N N N N CFD_EQS FIN LEG AES CORP N/A 00130H105 -11860 NC USD -263529.2 -0.0738620978 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -263529.2 USD -29477.98 N N N CFD_EQS FIN LEG UBER TECH N/A 90353T100 -1392 NC USD -32642.4 -0.0091490284 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -32642.4 USD -201.40 N N N Ingevity Corporation 5493009UTFC4B5IMGF87 45688CAB3 45000 PA USD 39928.95 0.0111913064 Long DBT CORP US Y 2 2028-11-01 Fixed 3.875000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YCV9 100000 PA USD 100399.31 0.0281399695 Long DBT CORP US N 2 2024-06-15 Fixed 3.850000000000 N N N N N N CFD_EQS FIN LEG BEST BUY N/A 086516101 3091 NC USD 237976.09 0.0667000592 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 237976.09 USD 1150.42 N N N CFD_EQS FIN LEG MARATHON N/A 56585A102 6831 NC USD 626129.46 0.1754918826 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 626129.46 USD 40881.72 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBT2 180000 PA USD 162331.25 0.0454982851 Long DBT CORP US N 2 2026-11-19 Fixed 1.045000000000 N N N N N N Lumen Technologies Inc 8M3THTGWLTYZVE6BBY25 156700BD7 50000 PA USD 39625 0.0111061151 Long DBT CORP US Y 2 2029-01-15 Fixed 4.500000000000 N N N N N N SECURE Energy Services Inc. 549300EZKELHYBQO9X11 88159EAA1 13000 PA USD 14137.5 0.0039624657 Long DBT CORP CA Y 2 2025-12-01 Fixed 11.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V4V9 17484.9 PA USD 16647.42 0.0046659473 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.500000000000 N N N N N N Ascent Resources Utica Holdings LLC / ARU Finance Corp 549300EGLQ2M2CL7JZ89 04364VAR4 10000 PA USD 9744.6 0.0027312214 Long DBT CORP US Y 2 2028-12-31 Fixed 8.250000000000 N N N N N N Chevron USA Inc VA8TZDWPEZYU430RZ444 166756AR7 30000 PA USD 30715.11 0.0086088466 Long DBT CORP US N 2 2028-01-15 Fixed 3.850000000000 N N N N N N KKR Real Estate Finance Trust Inc. 549300K23AYZDZ2REL62 48251KAB6 555000 PA USD 556387.5 0.1559445706 Long DBT CORP US N 2 2023-05-15 Fixed 6.125000000000 N N N N N N Ziff Davis Inc 5493008OJYGLHD7MXA18 48123VAD4 668000 PA USD 676350 0.1895677210 Long DBT CORP US Y 2 2026-11-01 Fixed 1.750000000000 N N N N N N Hilcorp Energy I L.P/Hilcorp Finance Co 549300ITPIHLG0LHEC09 431318AV6 30000 PA USD 27478.2 0.0077016038 Long DBT CORP US Y 2 2031-02-01 Fixed 6.000000000000 N N N N N N Hawaiian Brand Intellectual Property Limited / Hawaiianmiles Loyalty Limited N/A 41984LAA5 50000 PA USD 48604.5 0.0136228939 Long DBT CORP KY Y 2 2026-01-20 Fixed 5.750000000000 N N N N N N CFD_EQS FIN LEG MONDELEZ N/A 609207105 -6247 NC USD -400057.88 -0.1121284255 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -400057.88 USD -20652.95 N N N CFD_EQS FIN LEG AMERICAN N/A 026874784 9219 NC USD 477267.63 0.1337688134 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 477267.63 USD 15123.56 N N N SVB Financial Group 549300D2KJ20JMXE7542 78486QAF8 70000 PA USD 55094.36 0.0154418752 Long DBT CORP US N 2 2031-02-02 Fixed 1.800000000000 N N N N N N United States Steel Corporation JNLUVFYJT1OZSIQ24U47 912909AU2 30000 PA USD 28812.6 0.0080756101 Long DBT CORP US N 2 2029-03-01 Fixed 6.875000000000 N N N N N N CFD_EQS FIN LEG VERIZON C N/A 92343V104 -10184 NC USD -470398.96 -0.1318436590 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -470398.96 USD 49622.70 N N N CFD_EQS FIN LEG AMERICAN N/A 025537101 6532 NC USD 643793.92 0.1804428864 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 643793.92 USD 21201.82 N N N CFD_EQS FIN LEG EDISON IN N/A 281020107 -2697 NC USD -182775.69 -0.0512284631 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -182775.69 USD -14072.13 N N N CFD_EQS FIN LEG VERISIGN N/A 92343E102 703 NC USD 132979.48 0.0372715561 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 132979.48 USD 8098.75 N N N CFD_EQS FIN LEG LIVE NATI N/A 538034109 5387 NC USD 506324.13 0.1419127839 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 506324.13 USD 12837.14 N N N CFD_EQS FIN LEG EXPEDIA G N/A 30212P303 9051 NC USD 959858.55 0.2690296411 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 959858.55 USD 60298.39 N N N CFD_EQS FIN LEG GOODYEAR N/A 382550101 -37277 NC USD -457761.56 -0.1283016422 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -457761.56 USD -20702.95 N N N CFD_EQS FIN LEG HP INC N/A 40434L105 18028 NC USD 601954.92 0.1687162302 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 601954.92 USD 16413.08 N N N Golub Capital BDC Inc. 2549005WE0QLGK9APF78 38173MAB8 75000 PA USD 65160.86 0.0182633189 Long DBT CORP US N 2 2026-08-24 Fixed 2.500000000000 N N N N N N Essex Portfolio Lp 5493003GN3O58H286O74 29717PAY3 170000 PA USD 148696.59 0.0416767556 Long DBT CORP US N 2 2028-03-01 Fixed 1.700000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140X9Y90 44220.87 PA USD 39883.71 0.0111786265 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.000000000000 N N N N N N Tronox Incorporated 549300EPZ4YXC7E5P181 897051AC2 10000 PA USD 8620.22 0.0024160796 Long DBT CORP US Y 2 2029-03-15 Fixed 4.625000000000 N N N N N N CFD_EQS FIN LEG PULTEGROU N/A 745867101 -8436 NC USD -367978.32 -0.1031371501 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -367978.32 USD 19406.87 N N N CFD_EQS FIN LEG LOEWS COR N/A 540424108 1227 NC USD 71472.75 0.0200324186 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 71472.75 USD 1451.75 N N N CFD_EQS FIN LEG HOWMET AE N/A 443201108 -6081 NC USD -225787.53 -0.0632838434 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -225787.53 USD -23013.27 N N N CFD_EQS FIN LEG PTC INC N/A 69370C100 3327 NC USD 410485.26 0.1150510168 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 410485.26 USD 59938.98 N N N Macys Retail Holdings LLC N/A 55617LAP7 5000 PA USD 4391.43 0.0012308322 Long DBT CORP US Y 2 2029-04-01 Fixed 5.875000000000 N N N N N N Terex Corporation YAWJZJYEQ7M1SYMOS462 880779BA0 250000 PA USD 223095 0.0625291797 Long DBT CORP US Y 2 2029-05-15 Fixed 5.000000000000 N N N N N N CFD_EQS FIN LEG KINROSS G N/A 496902404 74101 NC USD 252684.41 0.0708225146 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 252684.41 USD 12408.50 N N N CFD_EQS FIN LEG MOHAWK IN N/A 608190104 -302 NC USD -38800.96 -0.0108751527 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -38800.96 USD 1791.64 N N N Marcus Corp 549300NL0OKPNEMP6B79 566330AA4 375000 PA USD 640781.25 0.1795984937 Long DBT CORP US Y 2 2025-09-15 Fixed 5.000000000000 N N N N N N Pioneer Natural Resources Company FY8JBF7CCL2VE4F1B628 723787AP2 350000 PA USD 803600 0.2252334155 Long DBT CORP US N 2 2025-05-15 Fixed 0.250000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJP5 50000 PA USD 43435.43 0.0121741043 Long DBT CORP US N 2 2032-03-11 Fixed 2.651000000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GYB4 10000 PA USD 8625.19 0.0024174726 Long DBT CORP US N 2 2032-04-22 Fixed 2.615000000000 N N N N N N Upstart Holdings Inc 549300WNB47JRNENIC75 91680MAA5 1057000 PA USD 580028.75 0.1625707522 Long DBT CORP US Y 2 2026-08-15 Fixed 0.250000000000 N N N N N N Bloom Energy Corporation 549300XB5J9BFW5JXV97 093712AH0 401000 PA USD 572208.61 0.1603789194 Long DBT CORP US N 2 2025-08-15 Fixed 2.500000000000 N N N N N N Coty Inc. 549300BO9IWPF3S48F93 222070AE4 50000 PA USD 49105 0.0137631743 Long DBT CORP US Y 2 2026-04-15 Fixed 5.000000000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14686KAC1 74454.9 PA USD 70001.36 0.0196200167 Long ABS-O CORP US N 2 2028-03-10 Fixed 0.750000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XBB58 211270.34 PA USD 206753.76 0.0579490487 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.500000000000 N N N N N N Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower Escrow Inc N/A 43284MAB4 70000 PA USD 58800 0.0164804938 Long DBT CORP US Y 2 2031-07-01 Fixed 4.875000000000 N N N N N N Sofi Technologies Inc 549300SW81JCMVZDDY09 83406FAA0 1114000 PA USD 779800 0.2185627394 Long DBT CORP US Y 2 2026-10-15 None 0.000000000000 N N N N N N Wolfspeed Inc. 549300OGU88P3AW3TO93 977852AA0 218000 PA USD 206963.75 0.0580079048 Long DBT CORP US Y 2 2028-02-15 Fixed 0.250000000000 N N N N N N CFD_EQS FIN LEG VF CORP N/A 918204108 1707 NC USD 76268.76 0.0213766467 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 76268.76 USD -4367.17 N N N CFD_EQS FIN LEG SOUTHERN N/A 84265V105 9503 NC USD 473249.4 0.1326425818 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 473249.4 USD 16305.44 N N N Gartner Incorporation PP55B5R38BFB8O8HH686 366651AG2 20000 PA USD 18263.8 0.0051189871 Long DBT CORP US Y 2 2029-06-15 Fixed 3.625000000000 N N N N N N Acadia Healthcare Company, Inc. 5493005CW985Y9D0NC11 00404AAP4 75000 PA USD 72678.75 0.0203704369 Long DBT CORP US Y 2 2029-04-15 Fixed 5.000000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBZ1 370000 PA USD 362292.84 0.1015436209 Long DBT CORP US N 2 2024-11-21 Fixed 2.600000000000 N N N N N N Targa Resources Partners LP/Targa Resources Finance Corp. 6OQWTZ1SPC04IFT4T704 87612BBQ4 25000 PA USD 24710.75 0.0069259415 Long DBT CORP US N 2 2030-03-01 Fixed 5.500000000000 N N N N N N CFD_EQS FIN LEG VORNADO R N/A 929042109 15212 NC USD 462292.68 0.1295716268 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 462292.68 USD 11428.16 N N N Nationstar Mortgage LLC N/A 63861CAD1 80000 PA USD 66525.5 0.0186458009 Long DBT CORP US Y 2 2030-12-15 Fixed 5.125000000000 N N N N N N Federal National Mortgage Association N/A 20753QAD1 217613.92 PA USD 216982.64 0.0608160044 Long ABS-O USGSE US Y 2 2031-04-25 Floating 4.023568000000 N N N N N N Antero Resources Corporation APVBKPOULHUX7YZLKU17 03674XAQ9 92000 PA USD 96945 0.0271717938 Long DBT CORP US Y 2 2029-02-01 Fixed 7.625000000000 N N N N N N UPSTART SECURITIZATION TRUST N/A 91681NAA2 38351.57 PA USD 37945.66 0.0106354288 Long ABS-O CORP US Y 2 2031-03-20 Fixed 0.870000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468W2 205000 PA USD 201683.27 0.0565278892 Long DBT CORP US N 2 2024-01-25 Fixed 0.529000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023DE2 20000 PA USD 19261.59 0.0053986482 Long DBT CORP US N 2 2024-02-04 Fixed 1.433000000000 N N N N N N Superior Plus LP / Superior General Partner Inc 549300K5Y13GU6TPZJ49 86828LAC6 10000 PA USD 9200 0.0025785807 Long DBT CORP CA Y 2 2029-03-15 Fixed 4.500000000000 N N N N N N Berkshire Hathaway Energy Company 549300JD0S5IZJE9LY15 084659AT8 100000 PA USD 102190.11 0.0286418959 Long DBT CORP US N 2 2025-04-15 Fixed 4.050000000000 N N N N N N AAdvantage Loyalty IP Ltd/ American Airlines Inc IWUQB36BXD6OWD6X4T14 00253XAB7 20000 PA USD 19150 0.0053673717 Long DBT CORP KY Y 2 2029-04-20 Fixed 5.750000000000 N N N N N N Midwest Gaming Borrower LLC 5493005826VXDUREHL94 59833DAB6 10000 PA USD 9125.8 0.0025577839 Long DBT CORP US Y 2 2029-05-01 Fixed 4.875000000000 N N N N N N WisdomTree Investments, Inc. 549300WIU8IS7UFO7871 97717PAD6 177000 PA USD 161512.5 0.0452688054 Long DBT CORP US N 2 2026-06-15 Fixed 3.250000000000 N N N N N N Envestnet Inc 549300HLWZ5OKIDM8737 29404KAE6 1364000 PA USD 1212596 0.3398670218 Long DBT CORP US N 2 2025-08-15 Fixed 0.750000000000 N N N N N N The Charles Schwab Corporation 549300VSGCJ7E698NM85 808513BR5 50000 PA USD 45969.63 0.0128843912 Long DBT CORP US N 2 2026-05-13 Fixed 1.150000000000 N N N N N N Antero Resources Corporation APVBKPOULHUX7YZLKU17 03674XAS5 20000 PA USD 19650 0.0055075120 Long DBT CORP US Y 2 2030-03-01 Fixed 5.375000000000 N N N N N N Nielsen Finance LLC/Nielsen Finance Co UJ76Y189LDMPCOCW7204 65409QBK7 40000 PA USD 38021 0.0106565452 Long DBT CORP US Y 2 2031-07-15 Fixed 4.750000000000 N N N N N N Marriott Ownership Resorts Inc BW4532OH033VURR0IT68 57164PAH9 25000 PA USD 21702.75 0.0060828578 Long DBT CORP US Y 2 2029-06-15 Fixed 4.500000000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89114TZA3 50000 PA USD 48747.18 0.0136628843 Long DBT CORP CA N 2 2023-06-02 Fixed 0.300000000000 N N N N N N Sunoco LP / Sunoco Finance Corp 54930001NJU8E40NQ561 86765LAT4 35000 PA USD 31494.4 0.0088272664 Long DBT CORP US N 2 2029-05-15 Fixed 4.500000000000 N N N N N N FS KKR Capital Corp 549300TYRSI1T21B1360 302635AH0 150000 PA USD 127591.99 0.0357615477 Long DBT CORP US N 2 2027-01-15 Fixed 2.625000000000 N N N N N N Colgate Energy Partners III LLC 549300QRLZK0B17DH791 19416MAB5 10000 PA USD 9153.3 0.0025654916 Long DBT CORP US Y 2 2029-07-01 Fixed 5.875000000000 N N N N N N Tripadvisor Inc 549300XVG45PT5BART17 896945201 -6616 NS USD -125770.16 -0.0352509242 Short EC CORP US N 1 N N N DigitalBridge Group Inc 549300XG87L902AGBO89 19624RAA4 705000 PA USD 688991.93 0.1931110075 Long DBT CORP US N 2 2023-04-15 Fixed 5.000000000000 N N N N N N Air Transport Services Group Inc. 5493000F3MSFGIXTQE27 00922RAB1 1352000 PA USD 1531140 0.4291486956 Long DBT CORP US N 2 2024-10-15 Fixed 1.125000000000 N N N N N N Granite Point Mortgage Trust Inc 529900VX2HQZ76AYIE02 38741LAC1 1174000 PA USD 1129975 0.3167099660 Long DBT CORP US N 2 2023-10-01 Fixed 6.375000000000 N N N N N N Dell International L.L.C. and EMC Corporation N/A 24703TAC0 80000 PA USD 83883.92 0.0235110276 Long DBT CORP US N 2 2025-07-15 Fixed 5.850000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QLFF8 162885.92 PA USD 152156.52 0.0426465066 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.500000000000 N N N N N N iStar Inc QFFLKWYYS3UPWD86E794 45031UCB5 458000 PA USD 544447.5 0.1525980214 Long DBT CORP US N 2 2022-09-15 Fixed 3.125000000000 N N N N N N Exact Sciences Corporation 549300VM3X1FYD4N9Z14 30063PAB1 1499000 PA USD 1160788.13 0.3253462857 Long DBT CORP US N 2 2027-03-15 Fixed 0.375000000000 N N N N N N Federal Home Loan Mortgage Corporation N/A 3132A8TN9 189860.84 PA USD 190258.19 0.0533256620 Long ABS-MBS USGA US N 2 2030-03-01 Fixed 3.000000000000 N N N N N N DPL Inc. N/A 233293AQ2 100000 PA USD 92013.92 0.0257897082 Long DBT CORP US N 2 2029-04-15 Fixed 4.350000000000 N N N N N N Nielsen Finance LLC/Nielsen Finance Co UJ76Y189LDMPCOCW7204 65409QBD3 100000 PA USD 98000 0.0274674897 Long DBT CORP US Y 2 2028-10-01 Fixed 5.625000000000 N N N N N N Entergy Louisiana, LLC 0V5453U14HDZO63CGH17 29364WBE7 90000 PA USD 74595.2 0.0209075805 Long DBT CORP US N 2 2030-12-15 Fixed 1.600000000000 N N N N N N Molina Healthcare, Inc. 549300NQQCEQ46YHZ591 60855RAK6 50000 PA USD 46190.94 0.0129464201 Long DBT CORP US Y 2 2030-11-15 Fixed 3.875000000000 N N N N N N Howard Hughes Corp 549300BVHY25JZC1KI49 44267DAF4 15000 PA USD 12702.23 0.0035601875 Long DBT CORP US Y 2 2031-02-01 Fixed 4.375000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LBC9 160000 PA USD 159097.62 0.0445919616 Long DBT CORP US N 2 2027-05-15 Fixed 3.875000000000 N N N N N N Murphy Oil USA Inc N32S6DTR2ZZ5222WHV58 626738AF5 25000 PA USD 22810.52 0.0063933441 Long DBT CORP US Y 2 2031-02-15 Fixed 3.750000000000 N N N N N N CFD_EQS FIN LEG RALPH LAU N/A 751212101 -866 NC USD -85413.58 -0.0239397615 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -85413.58 USD -4805.17 N N N CFD_EQS FIN LEG UNITED ST N/A 912909108 -23065 NC USD -545487.25 -0.1528894430 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -545487.25 USD -136215.77 N N N Aflac Incorporated 549300N0B7DOGLXWPP39 001055BK7 180000 PA USD 165086.75 0.0462705980 Long DBT CORP US N 2 2026-03-15 Fixed 1.125000000000 N N N N N N The Williams Companies, Inc. D71FAKCBLFS2O0RBPG08 969457BY5 170000 PA USD 147649.82 0.0413833664 Long DBT CORP US N 2 2031-03-15 Fixed 2.600000000000 N N N N N N Ligand Pharmaceuticals Incorporated 5493008K7TB0IKP37H79 53220KAF5 692000 PA USD 665185 0.1864383891 Long DBT CORP US N 2 2023-05-15 Fixed 0.750000000000 N N N N N N SFL Corporation Ltd 549300RLYYPSB0C7RH77 G7738W106 -6943 NS USD -69221.71 -0.0194014960 Short EC CORP BM N 1 N N N CFD_EQS FIN LEG BECTON DI N/A 075887109 -46 NC USD -11238.26 -0.0031498652 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -11238.26 USD -224.79 N N N CFD_EQS FIN LEG REGENCY C N/A 758849103 1849 NC USD 119131.07 0.0333901167 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 119131.07 USD 7748.70 N N N Zillow Group Inc 2549002XEELQDIR6FU05 98954MAH4 1204000 PA USD 1170288 0.3280089141 Long DBT CORP US N 2 2025-05-15 Fixed 2.750000000000 N N N N N N Everbridge Inc 549300WCY0UMR64ATW81 29978AAC8 595000 PA USD 517056.6 0.1449208860 Long DBT CORP US N 2 2024-12-15 Fixed 0.125000000000 N N N N N N Berkshire Hathaway Energy Company 549300JD0S5IZJE9LY15 084659BD2 25000 PA USD 21018.37 0.0058910394 Long DBT CORP US N 2 2031-05-15 Fixed 1.650000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XCC7 180000 PA USD 165472.13 0.0463786125 Long DBT CORP US N 2 2026-03-25 Fixed 1.650000000000 N N N N N N Jabil Inc 5493000CGCQY2OQU7669 466313AL7 65000 PA USD 59063.27 0.0165542833 Long DBT CORP US N 2 2026-04-15 Fixed 1.700000000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016EZQ3 70000 PA USD 63815.54 0.0178862519 Long DBT CORP CA N 2 2026-04-27 Fixed 1.200000000000 N N N N N N Summit Hotel Properties, Inc. 254900OBQWJK6X20LS71 866082AA8 1234000 PA USD 1075431 0.3014223460 Long DBT CORP US N 2 2026-02-15 Fixed 1.500000000000 N N N N N N Centennial Resource Development Inc. 529900NXUJPOKU7OJ511 15136AAA0 871000 PA USD 1134477.5 0.3179719290 Long DBT CORP US N 2 2028-04-01 Fixed 3.250000000000 N N N N N N General Dynamics Corporation 9C1X8XOOTYY2FNYTVH06 369550BN7 110000 PA USD 101380.33 0.0284149303 Long DBT CORP US N 2 2026-06-01 Fixed 1.150000000000 N N N N N N LPL Holdings Inc. 549300Z5YF8CCRMYUL26 50212YAF1 70000 PA USD 63585.77 0.0178218519 Long DBT CORP US Y 2 2031-05-15 Fixed 4.375000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D2L5 239157.96 PA USD 215637.56 0.0604390047 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.000000000000 N N N N N N CQP Holdco LP & Bip-V Chinook Holdco LLC 549300LPL012JY5D4B69 12657NAA8 400000 PA USD 379084 0.1062498558 Long DBT CORP US Y 2 2031-06-15 Fixed 5.500000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967NA5 375000 PA USD 337608.54 0.0946250928 Long DBT CORP US N 2 2027-06-09 Fixed 1.462000000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GYE8 470000 PA USD 451599.52 0.1265745425 Long DBT CORP US N 2 2024-09-10 Fixed 0.657000000000 N N N N N N Ringcentral Inc 549300C8EH0H1614VE84 76680RAF4 1498000 PA USD 1233977.5 0.3458598395 Long DBT CORP US N 2 2025-03-01 None 0.000000000000 N N N N N N Sabre GLBL Inc. F2TJC7HPPHLHU1AQMP98 78573NAE2 578000 PA USD 615281 0.1724512707 Long DBT CORP US N 2 2025-04-15 Fixed 4.000000000000 N N N N N N Cheesecake Factory Inc 529900872XMLK10SY247 163072AA9 1333000 PA USD 1051403.75 0.2946879762 Long DBT CORP US N 2 2026-06-15 Fixed 0.375000000000 N N N N N N Splunk Inc 549300XGDSGBP6UEI867 848637AF1 598000 PA USD 512785 0.1437236398 Long DBT CORP US N 2 2027-06-15 Fixed 1.125000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XBSH4 278294.82 PA USD 250978.42 0.0703443588 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.000000000000 N N N N N N Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 0641594A1 160000 PA USD 146927.27 0.0411808497 Long DBT CORP CA N 2 2026-06-24 Fixed 1.350000000000 N N N N N N CFD_EQS FIN LEG PPL CORP N/A 69351T106 17650 NC USD 513262 0.1438573336 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 513262 USD 26877.00 N N N CFD_EQS FIN LEG TC ENERGY N/A 87807B107 2841 NC USD 151482.12 0.0424574854 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 151482.12 USD 4246.53 N N N CFD_EQS FIN LEG STRYKER C N/A 863667101 2313 NC USD 496716.75 0.1392200226 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 496716.75 USD 45324.95 N N N CFD_EQS FIN LEG STARWOOD N/A 85571B105 -911 NC USD -21517.82 -0.0060310255 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -21517.82 USD -1952.78 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WJR0 290440.77 PA USD 276249.21 0.0774272687 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 2.500000000000 N N N N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571BAU9 25000 PA USD 22562.5 0.0063238289 Long DBT CORP US Y 2 2026-07-15 Fixed 3.625000000000 N N N N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 05971KAK5 400000 PA USD 386492.74 0.1083263812 Long DBT CORP ES N 2 2024-06-30 Fixed 0.701000000000 N N N N N N Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation 549300T0G4GS0SINS786 451102CC9 60000 PA USD 53994.3 0.0151335498 Long DBT CORP US N 2 2029-02-01 Fixed 4.375000000000 N N N N N N Royal Caribbean Group K2NEH8QNVW44JIWK7Z55 780153BB7 1409000 PA USD 1378403.72 0.3863396936 Long DBT CORP LR N 2 2023-06-15 Fixed 4.250000000000 N N N N N N Chegg Inc 549300AKX7O8JG0O3G77 163092AF6 1838000 PA USD 1378500 0.3863666790 Long DBT CORP US N 2 2026-09-01 None 0.000000000000 N N N N N N Stride Inc 254900BRWS3AFONWU277 86333MAA6 1133000 PA USD 1185118 0.3321654740 Long DBT CORP US N 2 2027-09-01 Fixed 1.125000000000 N N N N N N Magnite Inc 54930018FR2YX1HHSB02 55955DAB6 1589000 PA USD 1175860 0.3295706371 Long DBT CORP US N 2 2026-03-15 Fixed 0.250000000000 N N N N N N Northern Inst Fds 549300Y178DO5JBR1S04 665279873 1051340.83 NS USD 1051340.83 0.2946703410 Long STIV RF US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 20754FAK8 24484.47 PA USD 24469.78 0.0068584023 Long ABS-O USGSE US Y 2 2031-07-25 Floating 4.073566600000 N N N N N N CFD_EQS FIN LEG CAMDEN PR N/A 133131102 1480 NC USD 208828 0.0585304177 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 208828 USD 13156.30 N N N CFD_EQS FIN LEG AIR PRODU N/A 009158106 -854 NC USD -211988.42 -0.0594162219 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -211988.42 USD -19646.08 N N N CFD_EQS FIN LEG AMERICAN N/A 03027X100 -1943 NC USD -526222.69 -0.1474899624 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -526222.69 USD -26099.96 N N N CFD_EQS FIN LEG LEIDOS HO N/A 525327102 -3529 NC USD -377603 -0.1058347603 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -377603 USD -29058.98 N N N iStar Inc QFFLKWYYS3UPWD86E794 45031U101 -20081 NS USD -335553.51 -0.0940491079 Short EC CORP US N 1 N N N OSI Systems Inc DDX3MPX1Y8YD30050X33 671044105 -334 NS USD -32287.78 -0.0090496354 Short EC CORP US N 1 N N N CONNECTICUT AVENUE SECURITIES TRUST B1V7KEBTPIMZEU4LTD58 20754CAB5 1281168.99 PA USD 1281053.04 0.3590541957 Long ABS-O USGSE US Y 2 2040-01-25 Floating 3.673571400000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 35565LAH9 511203.25 PA USD 511973.89 0.1434963015 Long ABS-O USGSE US Y 2 2050-03-25 Floating 4.723570000000 N N N N N N CFD_EQS FIN LEG MARTIN MA N/A 573284106 459 NC USD 161604.72 0.0452946529 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 161604.72 USD 15500.51 N N N CFD_EQS FIN LEG TARGA RES N/A 87612G101 122 NC USD 8431.42 0.0023631627 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 8431.42 USD 1243.40 N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3132DVLA1 37826.72 PA USD 35625.88 0.0099852397 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 2.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617QG2H6 35810.63 PA USD 33673.72 0.0094380873 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.500000000000 N N N N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440AP6 60000 PA USD 54374.1 0.0152400003 Long DBT CORP US Y 2 2029-02-15 Fixed 3.250000000000 N N N N N N Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer Inc 549300HJUVLG7EAGZV92 70052LAB9 110000 PA USD 107823.65 0.0302208673 Long DBT CORP US Y 2 2028-10-01 Fixed 5.875000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJG5 40000 PA USD 37315.93 0.0104589278 Long DBT CORP US N 2 2025-09-25 Fixed 0.981000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132CWM84 111587.14 PA USD 110034.05 0.0308403993 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 2.500000000000 N N N N N N Affiliated Managers Group, Inc. 2JE75BUE3T1BLCYYGK54 008252108 -557 NS USD -70393.66 -0.0197299707 Short EC CORP US N 1 N N N Callaway Golf Co 5493005UB0KFRKBPCU72 131193104 -23729 NS USD -544580.55 -0.1526353127 Short EC CORP US N 1 N N N Ziff Davis Inc 5493008OJYGLHD7MXA18 48123VAF9 192000 PA USD 176083.2 0.0493526886 Long DBT CORP US Y 2 2030-10-15 Fixed 4.625000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140X8KW6 74422.46 PA USD 69578.65 0.0195015393 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.500000000000 N N N N N N Meritor Inc 5LTG829X630QFHTFBO82 59001KAH3 30000 PA USD 29775 0.0083453521 Long DBT CORP US Y 2 2028-12-15 Fixed 4.500000000000 N N N N N N CNX Resources Corporation 549300JK3KH8PWM3B226 12653CAJ7 40000 PA USD 38900 0.0109029117 Long DBT CORP US Y 2 2029-01-15 Fixed 6.000000000000 N N N N N N Cheesecake Factory Inc 529900872XMLK10SY247 163072101 -6043 NS USD -176636.89 -0.0495078771 Short EC CORP US N 1 N N N Conmed Corporation Z6C0YCECH9DCU5ZIQW84 207410101 -1983 NS USD -193600.29 -0.0542623875 Short EC CORP US N 1 N N N CFD_EQS FIN LEG SEAGATE T N/A G7997R103 3056 NC USD 244418.88 0.0685058476 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 244418.88 USD 15296.45 N N N CFD_EQS FIN LEG MURPHY US N/A 626755102 239 NC USD 67962.04 0.0190484350 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 67962.04 USD 6885.48 N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XBH2 135000 PA USD 128932.02 0.0361371319 Long DBT CORP US N 2 2024-01-15 Fixed 0.600000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468V4 360000 PA USD 323148.59 0.0905722507 Long DBT CORP US N 2 2026-12-10 Fixed 0.985000000000 N N N N N N Enlink Midstream LLC 54930000GY1H533OBE23 29336TAC4 25000 PA USD 24266.51 0.0068014297 Long DBT CORP US Y 2 2028-01-15 Fixed 5.625000000000 N N N N N N Transcontinental Gas Pipe Line Company, LLC N/A 893574AP8 30000 PA USD 27693.51 0.0077619510 Long DBT CORP US N 2 2030-05-15 Fixed 3.250000000000 N N N N N N Chevron USA Inc VA8TZDWPEZYU430RZ444 166756AS5 20000 PA USD 19534.97 0.0054752713 Long DBT CORP US N 2 2029-10-15 Fixed 3.250000000000 N N N N N N Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp. 549300VJQPPSEJPBNA66 226373AR9 30000 PA USD 27330.6 0.0076602344 Long DBT CORP US Y 2 2029-02-01 Fixed 6.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V7D6 937222.8 PA USD 865632.57 0.2426199357 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.000000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LBJ4 50000 PA USD 50941.02 0.0142777749 Long DBT CORP US N 2 2050-06-01 Fixed 5.500000000000 N N N N N N Fluor Corporation CQ7WZ4NOFWT7FAE6Q943 343412102 -34669 NS USD -880939.29 -0.2469101109 Short EC CORP US N 1 N N N Haemonetics Corp 549300ZEL6TXZS6F5F95 405024100 -1828 NS USD -127027.72 -0.0356033938 Short EC CORP US N 1 N N N Freddie Mac Stacr Remic Trust N/A 35564KBK4 467603.12 PA USD 465265.1 0.1304047382 Long ABS-O USGSE US Y 2 2033-08-25 Floating 1.625659900000 N N N N N N MasterCard Incorporated AR5L2ODV9HN37376R084 57636QAS3 22000 PA USD 19541.87 0.0054772052 Long DBT CORP US N 2 2031-03-15 Fixed 1.900000000000 N N N N N N Exact Sciences Corporation 549300VM3X1FYD4N9Z14 30063P105 -5097 NS USD -229874.7 -0.0644293975 Short EC CORP US N 1 N N N II-VI Incorporated 549300O5C25A0MMHHU33 902104108 -8512 NS USD -448071.68 -0.1255857577 Short EC CORP US N 1 N N N Kaman Corporation 5493003YK076OLTEQF95 483548103 -1831 NS USD -56358.18 -0.0157960993 Short EC CORP US N 1 N N N 8X8 Inc New 254900XWSOC5U1BRW939 282914100 -3032 NS USD -14826.48 -0.0041555733 Short EC CORP US N 1 N N N Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 0641593U8 90000 PA USD 82182.71 0.0230342116 Long DBT CORP CA N 2 2026-03-02 Fixed 1.050000000000 N N N N N N Agilent Technologies Inc. QUIX8Y7A2WP0XRMW7G29 00846UAN1 30000 PA USD 25651.76 0.0071896883 Long DBT CORP US N 2 2031-03-12 Fixed 2.300000000000 N N N N N N NCR Corporation 549300YKTY8JX1DV2R67 62886E108 -12043 NS USD -390795.35 -0.1095323189 Short EC CORP US N 1 N N N Pioneer Natural Resources Company FY8JBF7CCL2VE4F1B628 723787107 -2958 NS USD -700898.1 -0.1964480749 Short EC CORP US N 1 N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAN3 200000 PA USD 194248.47 0.0544440597 Long DBT CORP GB N 2 2024-05-11 Fixed 0.695000000000 N N N N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 05964HAL9 200000 PA USD 181901.35 0.0509834026 Long DBT CORP ES N 2 2026-03-25 Fixed 1.849000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140L6P99 39376.92 PA USD 35501.48 0.0099503728 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.000000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DMSB2 63020.76 PA USD 56939.78 0.0159591104 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 2.000000000000 N N N N N N Northern Inst Fds 549300Y178DO5JBR1S04 665279873 5316.61 NS USD 5316.61 0.0014901421 Long STIV RF US N 1 N N N Progress Software Corp. 549300R65B3JG6972S24 743312100 -10747 NS USD -504679.12 -0.1414517197 Short EC CORP US N 1 N N N Royal Caribbean Group K2NEH8QNVW44JIWK7Z55 V7780T103 -3910 NS USD -151356.1 -0.0424221645 Short EC CORP LR N 1 N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XASY9 217461.92 PA USD 196133.43 0.0549723772 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.000000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MX6 85000 PA USD 80476.82 0.0225560839 Long DBT CORP US N 2 2025-05-01 Fixed 0.981000000000 N N N N N N CFD_EQS FIN LEG MOLSON CO N/A 60871R209 3783 NC USD 226034.25 0.0633529942 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 226034.25 USD 3979.76 N N N CFD_EQS FIN LEG S&P GLOBA N/A 78409V104 -884 NC USD -333206.12 -0.0933911803 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -333206.12 USD -19781.83 N N N CFD_EQS FIN LEG GENERAL D N/A 369550108 42 NC USD 9520.14 0.0026683097 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 9520.14 USD 218.22 N N N CFD_EQS FIN LEG AMERICAN N/A 02376R102 -893 NC USD -12243.03 -0.0034314827 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -12243.03 USD 248.61 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DZX3 765591.58 PA USD 739520.78 0.2072732592 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.000000000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAM2 100000 PA USD 89022.42 0.0249512490 Long DBT CORP US Y 2 2031-11-01 Fixed 3.625000000000 N N N N N N CFD_EQS FIN LEG TEXTRON I N/A 883203101 1897 NC USD 124519.08 0.0349002709 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 124519.08 USD 8932.61 N N N CFD_EQS FIN LEG FORTIVE C N/A 34959J108 6963 NC USD 448765.35 0.1257801799 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 448765.35 USD 66118.63 N N N Pioneer Natural Resources Company FY8JBF7CCL2VE4F1B628 723787AU1 40000 PA USD 39190.82 0.0109844229 Long DBT CORP US N 2 2023-05-15 Fixed 0.550000000000 N N N N N N Prospect Capital Corporation 549300FSD8T39P5Q0O47 74348TAV4 60000 PA USD 51825.92 0.0145257951 Long DBT CORP US N 2 2026-11-15 Fixed 3.364000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QKXN3 80491.14 PA USD 72611.03 0.0203514563 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.000000000000 N N N N N N Wisconsin Electric Power Company AENKIFMULUAWOUU8Q584 976656CM8 10000 PA USD 9051.14 0.0025368581 Long DBT CORP US N 2 2028-06-15 Fixed 1.700000000000 N N N N N N AstraZeneca Finance LLC 549300C3HATU4Q460S18 04636NAA1 100000 PA USD 92372.78 0.0258902896 Long DBT CORP US N 2 2026-05-28 Fixed 1.200000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QK4D7 163671.99 PA USD 147650.37 0.0413835206 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.000000000000 N N N N N N Lumen Technologies Inc 8M3THTGWLTYZVE6BBY25 550241AA1 33000 PA USD 27555 0.0077231294 Long DBT CORP US Y 2 2029-06-15 Fixed 5.375000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XBWA4 70931.07 PA USD 72176.64 0.0202297053 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.000000000000 N N N N N N CFD_EQS FIN LEG FEDERAL R N/A 313745101 3924 NC USD 414413.64 0.1161520652 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 414413.64 USD 33459.30 N N N CFD_EQS FIN LEG GARTNER I N/A 366651107 1850 NC USD 491138 0.1376564077 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 491138 USD 45421.18 N N N CFD_EQS FIN LEG NETAPP IN N/A 64110D104 1614 NC USD 115126.62 0.0322677474 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 115126.62 USD 9979.06 N N N CFD_EQS FIN LEG AGILENT T N/A 00846U101 -1850 NC USD -248085 -0.0695333896 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -248085 USD -21207.12 N N N CFD_EQS FIN LEG ROSS STOR N/A 778296103 -729 NC USD -59238.54 -0.0166034080 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -59238.54 USD -2405.98 N N N CFD_EQS FIN LEG DOW INC N/A 260557103 20661 NC USD 1099371.81 0.3081324884 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 1099371.81 USD 70401.93 N N N CFD_EQS FIN LEG RAYTHEON N/A 75513E101 -2207 NC USD -205714.47 -0.0576577560 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -205714.47 USD -4410.42 N N N CFD_EQS FIN LEG H&R BLOCK N/A 093671105 8233 NC USD 328990.68 0.0922096746 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 328990.68 USD 19725.53 N N N CFD_EQS FIN LEG UGI CORP N/A 902681105 -5264 NC USD -227194.24 -0.0636781168 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -227194.24 USD -14893.79 N N N CFD_EQS FIN LEG ALCOA COR N/A 013872106 7892 NC USD 401623.88 0.1125673448 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 401623.88 USD 46566.82 N N N Marcus Corp 549300NL0OKPNEMP6B79 566330106 -29850 NS USD -490435.5 -0.1374595106 Short EC CORP US N 1 N N N Patrick Inds Inc 549300FZ5ZTCCJ3Z5W14 703343103 -4205 NS USD -255327.6 -0.0715633492 Short EC CORP US N 1 N N N CFD_EQS FIN LEG EQUITABLE N/A 29452E101 8557 NC USD 243275.51 0.0681853833 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 243275.51 USD 20683.99 N N N CFD_EQS FIN LEG TENET HEA N/A 88033G407 -3877 NC USD -256347.24 -0.0718491344 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -256347.24 USD -40875.53 N N N Winnebago Industries Inc. 549300B7OYKYJLTE3G11 974637100 -7493 NS USD -452352.41 -0.1267855629 Short EC CORP US N 1 N N N Chefs Warehouse Inc. 549300JYEDC8C547E980 163086101 -11024 NS USD -381540.64 -0.1069384041 Short EC CORP US N 1 N N N Ziff Davis Inc 5493008OJYGLHD7MXA18 48123V102 -3563 NS USD -291774.07 -0.0817785843 Short EC CORP US N 1 N N N Splunk Inc 549300XGDSGBP6UEI867 848637104 -912 NS USD -94765.92 -0.0265610401 Short EC CORP US N 1 N N N CFD_EQS FIN LEG TENET HEA N/A 88033G407 -1659 NC USD -109693.08 -0.0307448321 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -109693.08 USD -18556.84 N N N CFD_EQS FIN LEG CDW CORP/ N/A 12514G108 -2889 NC USD -524440.17 -0.1469903568 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -524440.17 USD -57480.06 N N N Anywhere Real Estate Inc. 5493004HBTOTE9DI9P12 75605Y106 -23137 NS USD -229750.41 -0.0643945614 Short EC CORP US N 1 N N N Coherus Biosciences Inc 5493007IL8W5MV932D26 19249H103 -20792 NS USD -176108.24 -0.0493597068 Short EC CORP US N 1 N N N Lumentum Holdings Incorporation 549300JLWRRC38DWEF52 55024U109 -2191 NS USD -198197.86 -0.0555509967 Short EC CORP US N 1 N N N Cowen Inc 5493008QI0EFC5WBED75 223622606 -14916 NS USD -523104.12 -0.1466158880 Short EC CORP US N 1 N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CG5 1566000 PA USD 1691280 0.4740328161 Long DBT CORP US N 2 2048-06-01 Fixed 2.750000000000 N N N N N N Groupon Inc 5299005W5W1R5POQJL03 399473206 -1531 NS USD -16228.6 -0.0045485602 Short EC CORP US N 1 N N N CFD_EQS FIN LEG NUTRIEN L N/A 67077M108 5866 NC USD 502481.56 0.1408357864 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 502481.56 USD 54361.44 N N N CFD_EQS FIN LEG CARVANA C N/A 146869102 -2375 NC USD -69231.25 -0.0194041699 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -69231.25 USD -18723.81 N N N Helix Energy Solutions Group, Inc. 416AP2JOUTCWEGSOZW41 42330PAK3 488000 PA USD 505162.68 0.1415872521 Long DBT CORP US N 2 2026-02-15 Fixed 6.750000000000 N N N N N N Workiva Inc 529900RTOQ8GRWHY1O58 98139AAB1 536000 PA USD 580220 0.1626243558 Long DBT CORP US N 2 2026-08-15 Fixed 1.125000000000 N N N N N N Pebblebrook Hotel Trust 5493004Q1NNH6JXCSI52 70509VAA8 963000 PA USD 951925.5 0.2668061619 Long DBT CORP US N 2 2026-12-15 Fixed 1.750000000000 N N N N N N Coherus Biosciences Inc 5493007IL8W5MV932D26 19249HAB9 728000 PA USD 520230.02 0.1458103338 Long DBT CORP US N 2 2026-04-15 Fixed 1.500000000000 N N N N N N Spirit Airlines Inc. 549300DCAFIXFNFR3304 848577AB8 535000 PA USD 481232.5 0.1348800891 Long DBT CORP US N 2 2026-05-15 Fixed 1.000000000000 N N N N N N Callaway Golf Co 5493005UB0KFRKBPCU72 131193AE4 503000 PA USD 738781.25 0.2070659834 Long DBT CORP US N 2 2026-05-01 Fixed 2.750000000000 N N N N N N CFD_EQS FIN LEG AMERICAN N/A 02665T306 -1713 NC USD -64888.44 -0.0181869649 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -64888.44 USD -3430.79 N N N CFD_EQS FIN LEG HOLOGIC I N/A 436440101 6550 NC USD 467539 0.1310420680 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 467539 USD -767.60 N N N Cryoport Inc N/A 229050AC3 1791000 PA USD 1421440.56 0.3984020810 Long DBT CORP US Y 2 2026-12-01 Fixed 0.750000000000 N N N N N N NCL Corporation Ltd. UNZWILHE4KMRP9K2L524 62886HBJ9 648000 PA USD 457812 0.1283157795 Long DBT CORP BM Y 2 2027-02-15 Fixed 2.500000000000 N N N N N N Enphase Energy Inc 5493008U7KIGMI59Z314 29355AAK3 982000 PA USD 1211788 0.3396405551 Long DBT CORP US N 2 2028-03-01 None 0.000000000000 N N N N N N The Greenbrier Companies, Inc. 5493001GAGGFR30BP390 393657AM3 893000 PA USD 786733 0.2205059242 Long DBT CORP US N 2 2028-04-15 Fixed 2.875000000000 N N N N N N CFD_EQS FIN LEG LUMEN N/A 550241103 -44828 NC USD -488176.92 -0.1368264747 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -488176.92 USD -15133.54 N N N CFD_EQS FIN LEG NEWMONT C N/A 651639106 23051 NC USD 1043749.28 0.2925425775 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 1043749.28 USD -123830.87 N N N Encore Capital Group Inc. 5493000UVC6H49CIH830 292554102 -15554 NS USD -1126576.22 -0.3157573542 Short EC CORP US N 1 N N N Verint Systems Inc 549300KEQJS5FRVUCO94 92343X100 -11873 NS USD -542239.91 -0.1519792769 Short EC CORP US N 1 N N N Herbalife Nutrition Ltd 549300BA7TYPBSZZIA41 G4412G101 -1480 NS USD -36126.8 -0.0101256378 Short EC CORP KY N 1 N N N Perficient Inc 549300HTBXKL2755T650 71375U101 -1675 NS USD -176746 -0.0495384585 Short EC CORP US N 1 N N N Algonquin Power & Utilities Corporation 549300K5VIUTJXQL7X75 015857105 -24709 NS USD -345678.91 -0.0968870602 Short EC CORP CA N 1 N N N Workiva Inc 529900RTOQ8GRWHY1O58 98139A105 -4345 NS USD -284597.5 -0.0797671316 Short EC CORP US N 1 N N N Innoviva Inc 549300ACOX4QTBES6535 45781M101 -9481 NS USD -135957.54 -0.0381062483 Short EC CORP US N 1 N N N Snap Inc 549300JNC0L6VP8A2Q35 83304A106 -3688 NS USD -36437.44 -0.0102127042 Short EC CORP US N 1 N N N Jazz Investments I LTD N/A 472145AD3 1368000 PA USD 1351755 0.3788705769 Long DBT CORP BM N 2 2024-08-15 Fixed 1.500000000000 N N N N N N PRA Group Inc. 549300Q5HW3JSSB86K27 69354NAB2 785000 PA USD 810021.88 0.2270333433 Long DBT CORP US N 2 2023-06-01 Fixed 3.500000000000 N N N N N N Bloom Energy Corporation 549300XB5J9BFW5JXV97 093712107 -18534 NS USD -374942.82 -0.1050891637 Short EC CORP US N 1 N N N Apollo Commercial Real Estate Finance, Inc. 549300E0AN7M2AQHSY29 03762UAC9 1918000 PA USD 1886832.5 0.5288423699 Long DBT CORP US N 2 2023-10-15 Fixed 5.375000000000 N N N N N N MFA Financial Inc. YW72IMH2RRC8Z1TGLG58 55272XAA0 2582000 PA USD 2324667.63 0.6515590222 Long DBT CORP US N 2 2024-06-15 Fixed 6.250000000000 N N N N N N BigCommerce Holdings Inc 549300MOVEFQ78DMPG58 08975P108 -3306 NS USD -51738.9 -0.0145014051 Short EC CORP US N 1 N N N Array Technologies Inc 549300JM5FECYJQ85V37 04271T100 -39646 NS USD -668035.1 -0.1872372166 Short EC CORP US N 1 N N N Pennymac Corporation EWN0I878407TKQNXZ933 70932AAD5 1615000 PA USD 1561503.13 0.4376588891 Long DBT CORP US N 2 2024-11-01 Fixed 5.500000000000 N N N N N N CFD_EQS FIN LEG HOWMET AE N/A 443201108 -6568 NC USD -243869.84 -0.0683519624 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -243869.84 USD -18141.84 N N N CFD_EQS FIN LEG UNDER ARM N/A 904311107 27292 NC USD 252723.92 0.0708335885 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 252723.92 USD 13575.48 N N N I3 Verticals LLC 549300VET627YPCK1T69 44933TAB2 673000 PA USD 653819.5 0.1832528610 Long DBT CORP US N 2 2025-02-15 Fixed 1.000000000000 N N N N N N Liveperson Inc 549300IN2P1JZ20G7N40 538146AD3 1228000 PA USD 894617.02 0.2507437120 Long DBT CORP US N 2 2026-12-15 None 0.000000000000 N N N N N N Realogy Group LLC/Realogy Co-Issuer Corp LF6PBYTYG3BDVEF4FI12 75606DAP6 1262000 PA USD 945238 0.2649317860 Long DBT CORP US N 2 2026-06-15 Fixed 0.250000000000 N N N N N N Innoviva Inc 549300ACOX4QTBES6535 88338TAB0 1244000 PA USD 1220986 0.3422185752 Long DBT CORP US N 2 2023-01-15 Fixed 2.125000000000 N N N N N N CFD_EQS FIN LEG ASSURANT N/A 04621X108 -2580 NC USD -453512.4 -0.1271106854 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -453512.4 USD -15483.21 N N N CFD_EQS FIN LEG EQUITY RE N/A 29476L107 3007 NC USD 235718.73 0.0660673652 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 235718.73 USD 15317.94 N N N Cryoport Inc N/A 229050307 -3959 NS USD -147274.8 -0.0412782556 Short EC CORP US N 1 N N N Centennial Resource Development Inc. 529900NXUJPOKU7OJ511 15136A102 -110854 NS USD -738287.64 -0.2069276341 Short EC CORP US N 1 N N N Blackline Inc 529900P9N7PK9LV5EK56 09239B109 -1612 NS USD -101910.64 -0.0285635659 Short EC CORP US N 1 N N N DISH Network Corporation 529900U350CWHH15G169 25470MAB5 1026000 PA USD 730044.71 0.2046173015 Long DBT CORP US N 2 2026-08-15 Fixed 3.375000000000 N N N N N N OSI Systems Inc DDX3MPX1Y8YD30050X33 671044AD7 751000 PA USD 747714.38 0.2095697656 Long DBT CORP US N 2 2022-09-01 Fixed 1.250000000000 N N N N N N Encore Capital Europe Finance Ltd 5493000UVC6H49CIH830 29260UAA5 812000 PA USD 1369844 0.3839405710 Long DBT CORP JE N 2 2023-09-01 Fixed 4.500000000000 N N N N N N CFD_EQS FIN LEG BERKSHIRE N/A 084670702 2098 NC USD 630658.8 0.1767613683 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 630658.8 USD 30600.70 N N N CFD_EQS FIN LEG RANGE RES N/A 75281A109 5696 NC USD 188366.72 0.0527955198 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 188366.72 USD 19293.75 N N N New Relic Inc 549300AB8FY2HQILL804 64829BAB6 838000 PA USD 817469 0.2291206259 Long DBT CORP US N 2 2023-05-01 Fixed 0.500000000000 N N N N N N 8X8 Inc New 254900XWSOC5U1BRW939 282914AB6 758000 PA USD 646901.53 0.1813138889 Long DBT CORP US N 2 2024-02-01 Fixed 0.500000000000 N N N N N N CFD_EQS FIN LEG BOSTON SC N/A 101137107 -11201 NC USD -459801.05 -0.1288732715 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -459801.05 USD -32721.44 N N N CFD_EQS FIN LEG MCKESSON N/A 58155Q103 882 NC USD 301273.56 0.0844411062 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 301273.56 USD 9739.51 N N N Two Harbors Investment Corp. 549300ZUIBT6KH4HU823 90187BAB7 1193000 PA USD 1072507 0.3006028058 Long DBT CORP US N 2 2026-01-15 Fixed 6.250000000000 N N N N N N Insmed Inc 529900Q55QAG41CCAC11 457669AB5 1431000 PA USD 1270012.5 0.3559597475 Long DBT CORP US N 2 2028-06-01 Fixed 0.750000000000 N N N N N N CFD_EQS FIN LEG BAXTER IN N/A 071813109 8949 NC USD 524948.34 0.1471327869 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 524948.34 USD -67292.15 N N N CFD_EQS FIN LEG FREEPORT- N/A 35671D857 -2019 NC USD -63699.45 -0.0178537141 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -63699.45 USD -6536.61 N N N Upwork Inc 5493004QJ6WWBXVE2S70 91688FAA2 1607000 PA USD 1234764.24 0.3460803473 Long DBT CORP US Y 2 2026-08-15 Fixed 0.250000000000 N N N N N N BigCommerce Holdings Inc 549300MOVEFQ78DMPG58 08975PAA6 963000 PA USD 672896.25 0.1885997022 Long DBT CORP US Y 2 2026-10-01 Fixed 0.250000000000 N N N N N N Perficient Inc 549300HTBXKL2755T650 71375UAE1 711000 PA USD 605061 0.1695868039 Long DBT CORP US Y 2 2026-11-15 Fixed 0.125000000000 N N N N N N Array Technologies Inc 549300JM5FECYJQ85V37 04271TAA8 1352000 PA USD 1218458.04 0.3415100373 Long DBT CORP US Y 2 2028-12-01 Fixed 1.000000000000 N N N N N N Ceridian HCM Holding Inc 549300T64GVCHFJ8L449 15677JAD0 1437000 PA USD 1199895 0.3363071791 Long DBT CORP US N 2 2026-03-15 Fixed 0.250000000000 N N N N N N Progress Software Corp. 549300R65B3JG6972S24 743312AB6 1037000 PA USD 1030778 0.2889069806 Long DBT CORP US N 2 2026-04-15 Fixed 1.000000000000 N N N N N N Etsy Inc 54930089Q7XT501AEA40 29786AAN6 693000 PA USD 558558 0.1565529195 Long DBT CORP US N 2 2028-06-15 Fixed 0.250000000000 N N N N N N Cable One Inc 549300648QS85T0XSH18 12685J105 -260 NS USD -357936.8 -0.1003227078 Short EC CORP US N 1 N N N Redwood Trust, Inc. DRBV4N1ERQLEMIF11G78 758075AC9 419000 PA USD 399097.5 0.1118592497 Long DBT CORP US N 2 2023-08-15 Fixed 4.750000000000 N N N N N N Bandwidth Inc 549300QC70JB7MUGXM66 05988J103 -1095 NS USD -18209.85 -0.0051038660 Short EC CORP US N 1 N N N Ceridian HCM Holding Inc 549300T64GVCHFJ8L449 15677J108 -3952 NS USD -216451.04 -0.0606670073 Short EC CORP US N 1 N N N Infinera Corporation 549300ZOF66WPV3H0H17 45667GAC7 1192000 PA USD 1163988 0.3262431469 Long DBT CORP US N 2 2024-09-01 Fixed 2.125000000000 N N N N N N CFD_EQS FIN LEG SOUTHWEST N/A 844741108 3701 NC USD 141082.12 0.0395425681 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 141082.12 USD -6912.02 N N N CFD_EQS FIN LEG PFIZER IN N/A 717081103 20310 NC USD 1025858.1 0.2875280285 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 1025858.1 USD -14930.14 N N N Upwork Inc 5493004QJ6WWBXVE2S70 91688F104 -7562 NS USD -140350.72 -0.0393375710 Short EC CORP US N 1 N N N Sunnova Energy International Incorporation 549300JK1Y1VVC3JU540 86745K104 -13179 NS USD -342917.58 -0.0961131132 Short EC CORP US N 1 N N N Magnite Inc 54930018FR2YX1HHSB02 55955D100 -3708 NS USD -28329.12 -0.0079401001 Short EC CORP US N 1 N N N Chefs Warehouse Inc. 549300JYEDC8C547E980 163086AB7 813000 PA USD 861587.29 0.2414861226 Long DBT CORP US N 2 2024-12-01 Fixed 1.875000000000 N N N N N N Lumentum Holdings Incorporation 549300JLWRRC38DWEF52 55024UAD1 337000 PA USD 372031.81 0.1042732644 Long DBT CORP US N 2 2026-12-15 Fixed 0.500000000000 N N N N N N Liberty Tripadvisor Holdings Inc 5299006PCRAU736ZJ155 531465AA0 1946000 PA USD 1294090 0.3627082014 Long DBT CORP US Y 2 2051-06-30 Fixed 0.500000000000 N N N N N N The Beauty Health Company 5493001Z2JZQT4C63C50 88331LAA6 1394000 PA USD 1154929 0.3237040858 Long DBT CORP US Y 2 2026-10-01 Fixed 1.250000000000 N N N N N N Impinj Inc 549300M26VGKSMMWWN17 453204AC3 469000 PA USD 473565.91 0.1327312934 Long DBT CORP US Y 2 2027-05-15 Fixed 1.125000000000 N N N N N N CFD_EQS FIN LEG BAUSCH HE N/A 071734107 -2235 NC USD -10325.7 -0.0028940924 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -10325.7 USD 9279.72 N N N CFD_EQS FIN LEG TYSON FOO N/A 902494103 1199 NC USD 105523.99 0.0295763174 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 105523.99 USD 7122.17 N N N Pennymac Corporation EWN0I878407TKQNXZ933 70932AAF0 923000 PA USD 826085 0.2315355227 Long DBT CORP US N 2 2026-03-15 Fixed 5.500000000000 N N N N N N MACOM Technology Solutions Holdings Inc. N/A 55405YAB6 415000 PA USD 405921.88 0.1137719904 Long DBT CORP US N 2 2026-03-15 Fixed 0.250000000000 N N N N N N Bandwidth Inc 549300QC70JB7MUGXM66 05988JAD5 782000 PA USD 455169.37 0.1275751018 Long DBT CORP US N 2 2028-04-01 Fixed 0.500000000000 N N N N N N Sunnova Energy International Incorporation 549300JK1Y1VVC3JU540 86745KAF1 701000 PA USD 664548 0.1862598504 Long DBT CORP US N 2 2026-12-01 Fixed 0.250000000000 N N N N N N Conmed Corporation Z6C0YCECH9DCU5ZIQW84 207410AG6 572000 PA USD 547690 0.1535068309 Long DBT CORP US Y 2 2027-06-15 Fixed 2.250000000000 N N N N N N Bentley Systems Incorporated 549300WVEHPGE0Z56F71 08265TAD1 812000 PA USD 666652 0.1868495606 Long DBT CORP US N 2 2027-07-01 Fixed 0.375000000000 N N N N N N Zillow Group Inc 2549002XEELQDIR6FU05 98954M200 -7516 NS USD -262158.08 -0.0734777996 Short EC CORP US N 1 N N N Everbridge Inc 549300WCY0UMR64ATW81 29978A104 -1041 NS USD -26170.74 -0.0073351483 Short EC CORP US N 1 N N N Helix Energy Solutions Group, Inc. 416AP2JOUTCWEGSOZW41 42330PAJ6 330000 PA USD 317831.25 0.0890819039 Long DBT CORP US N 2 2023-09-15 Fixed 4.125000000000 N N N N N N SFL Corporation Ltd 549300RLYYPSB0C7RH77 824689AG8 486000 PA USD 478406.25 0.1340879464 Long DBT CORP BM N 2 2023-05-01 Fixed 4.875000000000 N N N N N N Bentley Systems Incorporated 549300WVEHPGE0Z56F71 08265T208 -4385 NS USD -173646 -0.0486695889 Short EC CORP US N 1 N N N Winnebago Industries Inc. 549300B7OYKYJLTE3G11 974637AB6 793000 PA USD 912941.25 0.2558796365 Long DBT CORP US N 2 2025-04-01 Fixed 1.500000000000 N N N N N N Lendingtree Inc 549300ISY5YHUJZTON08 52603BAD9 1639000 PA USD 1204721.41 0.3376599277 Long DBT CORP US N 2 2025-07-15 Fixed 0.500000000000 N N N N N N Patrick Inds Inc 549300FZ5ZTCCJ3Z5W14 703343AF0 841000 PA USD 716952.5 0.2009478103 Long DBT CORP US Y 2 2028-12-01 Fixed 1.750000000000 N N N N N N Blackline Inc 529900P9N7PK9LV5EK56 09239BAD1 806000 PA USD 660920 0.1852429928 Long DBT CORP US N 2 2026-03-15 None 0.000000000000 N N N N N N Halozyme Therapeutics Inc 529900242I3SV9AGM753 40637HAD1 1014000 PA USD 948169.47 0.2657534199 Long DBT CORP US N 2 2027-03-01 Fixed 0.250000000000 N N N N N N Verint Systems Inc 549300KEQJS5FRVUCO94 92343XAC4 1264000 PA USD 1193848 0.3346123228 Long DBT CORP US N 2 2026-04-15 Fixed 0.250000000000 N N N N N N Snap Inc 549300JNC0L6VP8A2Q35 83304AAF3 1291000 PA USD 910155 0.2550987049 Long DBT CORP US N 2 2027-05-01 None 0.000000000000 N N N N N N Redwood Trust, Inc. DRBV4N1ERQLEMIF11G78 758075AE5 165000 PA USD 151800 0.0425465810 Long DBT CORP US Y 2 2027-06-15 Fixed 7.750000000000 N N N N N N Etsy Inc 54930089Q7XT501AEA40 29786A106 -1421 NS USD -147386.12 -0.0413094565 Short EC CORP US N 1 N N N CFD_EQS FIN LEG VALERO EN N/A 91913Y100 5574 NC USD 617431.98 0.1730541485 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 617431.98 USD 37453.46 N N N CFD_EQS FIN LEG LAMB WEST N/A 513272104 -1532 NC USD -122039.12 -0.0342051864 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -122039.12 USD -7189.51 N N N I3 Verticals INC 549300944CYWVP06CJ97 46571Y107 -6033 NS USD -163675.29 -0.0458749933 Short EC CORP US N 1 N N N Rwt Holdings Inc Z31FN4C0IQMCYFAEUP31 749772AD1 573000 PA USD 490721.4 0.1375396428 Long DBT CORP US N 2 2025-10-01 Fixed 5.750000000000 N N N N N N CFD_EQS FIN LEG PIONEER N N/A 723787107 -121 NC USD -28670.95 -0.0080359084 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -28670.95 USD -3270.08 N N N CFD_EQS FIN LEG BUNGE LTD N/A G16962105 -1718 NC USD -158622.94 -0.0444589181 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -158622.94 USD -2214.88 N N N CFD_EQS FIN LEG WHIRLPOOL N/A 963320106 -217 NC USD -37512.79 -0.0105141038 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -37512.79 USD -895.30 N N N CFD_EQS FIN LEG FIRSTENER N/A 337932107 -2108 NC USD -86638.8 -0.0242831668 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -86638.8 USD -5579.33 N N N WisdomTree Investments, Inc. 549300WIU8IS7UFO7871 97717PAB0 701000 PA USD 736050 0.2063004673 Long DBT CORP US N 2 2023-06-15 Fixed 4.250000000000 N N N N N N Haemonetics Corp 549300ZEL6TXZS6F5F95 405024AB6 1188000 PA USD 959970.61 0.2690610494 Long DBT CORP US N 2 2026-03-01 None 0.000000000000 N N N N N N Cable One Inc 549300648QS85T0XSH18 12685JAG0 1343000 PA USD 1154980 0.3237183801 Long DBT CORP US N 2 2028-03-15 Fixed 1.125000000000 N N N N N N Mitek Systems Inc. 549300ABZAQ3R25XG118 606710AA9 519000 PA USD 451854.38 0.1266459748 Long DBT CORP US N 2 2026-02-01 Fixed 0.750000000000 N N N N N N CFD_EQS FIN LEG MARRIOTT N/A 571903202 3974 NC USD 631150.68 0.1768992326 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 631150.68 USD 31257.43 N N N CFD_EQS FIN LEG NORTHROP N/A 666807102 742 NC USD 355343.8 0.0995959405 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 355343.8 USD 19880.35 N N N Groupon Inc 5299005W5W1R5POQJL03 399473AF4 562000 PA USD 364597.5 0.1021895722 Long DBT CORP US N 2 2026-03-15 Fixed 1.125000000000 N N N N N N CFD_EQS FIN LEG NRG ENERG N/A 629377508 -13470 NC USD -508492.5 -0.1425205358 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -508492.5 USD -28154.94 N N N CFD_EQS FIN LEG XEROX HOL N/A 98421M106 4812 NC USD 82429.56 0.0231033989 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 82429.56 USD 5896.19 N N N CFD_EQS FIN LEG GAP INC/T N/A 364760108 -40789 NC USD -392390.18 -0.1099793186 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -392390.18 USD -8070.07 N N N CFD_EQS FIN LEG CAPITAL O N/A 14040H105 -5428 NC USD -596157.24 -0.1670912535 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -596157.24 USD -4750.20 N N N CFD_EQS FIN LEG STORE CAP N/A 862121100 4037 NC USD 117153.74 0.0328359097 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 117153.74 USD 5861.20 N N N CFD_EQS FIN LEG DENTSPLY N/A 24906P109 -13431 NC USD -485664.96 -0.1361224213 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -485664.96 USD -2575.92 N N N CFD_EQS FIN LEG BAKER HUG N/A 05722G100 -6951 NC USD -178571.19 -0.0500500237 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -178571.19 USD -11152.90 N N N CFD_EQS FIN LEG HANESBRAN N/A 410345102 16660 NC USD 186258.8 0.0522047109 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 186258.8 USD -2887.98 N N N CFD_EQS FIN LEG NEXTERA E N/A 65339F101 -7528 NC USD -636040.72 -0.1782698155 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -636040.72 USD -31780.78 N N N CFD_EQS FIN LEG CF INDUST N/A 125269100 489 NC USD 46694.61 0.0130875890 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 46694.61 USD 5427.08 N N N CFD_EQS FIN LEG NORWEGIAN N/A G66721104 -6361 NC USD -77286.15 -0.0216618013 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -77286.15 USD -3895.51 N N N CFD_EQS FIN LEG TOPBUILD N/A 89055F103 -241 NC USD -51024.52 -0.0143011783 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -51024.52 USD -5330.31 N N N CFD_EQS FIN LEG SERVICE C N/A 817565104 -36 NC USD -2680.56 -0.0007513087 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -2680.56 USD -90.13 N N N CFD_EQS FIN LEG STERIS PL N/A G8473T100 -2211 NC USD -498912.15 -0.1398353504 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -498912.15 USD -17843.51 N N N CFD_EQS FIN LEG TELEDYNE N/A 879360105 -1235 NC USD -483379 -0.1354817112 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -483379 USD -9844.06 N N N CFD_EQS FIN LEG CELANESE N/A 150870103 3130 NC USD 367806.3 0.1030889363 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 367806.3 USD 13145.47 N N N CFD_EQS FIN LEG CAESARS E N/A 12769G100 5791 NC USD 264590.79 0.0741596408 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 264590.79 USD 32036.52 N N N CFD_EQS FIN LEG SUN COMMU N/A 866674104 -1894 NC USD -310540.24 -0.0870383759 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -310540.24 USD -6445.95 N N N CFD_EQS FIN LEG ENTEGRIS N/A 29362U104 -4714 NC USD -518068.6 -0.1452045299 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -518068.6 USD -63715.19 N N N CFD_EQS FIN LEG CROCS INC N/A 227046109 -1617 NC USD -115841.88 -0.0324682209 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -115841.88 USD -13008.75 N N N CFD_EQS FIN LEG ELASTIC N N/A N14506104 5728 NC USD 457609.92 0.1282591404 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 457609.92 USD 19976.22 N N N CFD_EQS FIN LEG CALLON PE N/A 13123X508 4687 NC USD 215789.48 0.0604815849 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 215789.48 USD 26566.36 N N N CFD_EQS FIN LEG MOODY'S C N/A 615369105 -1324 NC USD -410771 -0.1151311042 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -410771 USD -19492.64 N N N CFD_EQS FIN LEG HF SINCLA N/A 403949100 -10461 NC USD -500245.02 -0.1402089279 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -500245.02 USD -45695.36 N N N CFD_EQS FIN LEG ELECTRONI N/A 285512109 3662 NC USD 480564.26 0.1346927945 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 480564.26 USD 21120.35 N N N CFD_EQS FIN LEG FOOT LOCK N/A 344849104 -16081 NC USD -456217.97 -0.1278690040 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -456217.97 USD -44727.32 N N N CFD_EQS FIN LEG SEAWORLD N/A 81282V100 1097 NC USD 52359.81 0.0146754341 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 52359.81 USD 6613.60 N N N CFD_EQS FIN LEG FAIR ISAA N/A 303250104 1051 NC USD 485593.53 0.1361024008 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 485593.53 USD 35005.09 N N N CFD_EQS FIN LEG SYNAPTICS N/A 87157D109 1080 NC USD 156546 0.0438767923 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 156546 USD 22720.60 N N N CFD_EQS FIN LEG TWILIO IN N/A 90138F102 -253 NC USD -21454.4 -0.0060132501 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -21454.4 USD 633.13 N N N CFD_EQS FIN LEG CHUBB LTD N/A H1467J104 3080 NC USD 581011.2 0.1628461138 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 581011.2 USD -14624.42 N N N CFD_EQS FIN LEG THOR INDU N/A 885160101 3278 NC USD 276433.74 0.0774789888 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 276433.74 USD 10498.69 N N N CFD_EQS FIN LEG CHUBB LTD N/A H1467J104 2535 NC USD 478202.4 0.1340308112 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 478202.4 USD 11295.16 N N N CFD_EQS FIN LEG OWENS COR N/A 690742101 5511 NC USD 511090.14 0.1432486036 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 511090.14 USD 47809.08 N N N CFD_EQS FIN LEG AMCOR PLC N/A G0250X107 -38939 NC USD -504260.05 -0.1413342625 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -504260.05 USD -13516.63 N N N CFD_EQS FIN LEG AXALTA CO N/A G0750C108 -8559 NC USD -215857.98 -0.0605007841 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -215857.98 USD -17548.34 N N N CFD_EQS FIN LEG COTERRA E N/A 127097103 16298 NC USD 498555.82 0.1397354780 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 498555.82 USD 46876.91 N N N CFD_EQS FIN LEG SKYWORKS N/A 83088M102 93 NC USD 10125.84 0.0028380756 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 10125.84 USD 977.48 N N N CFD_EQS FIN LEG EXTRA SPA N/A 30225T102 118 NC USD 22363.36 0.0062680139 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 22363.36 USD 1905.08 N N N CFD_EQS FIN LEG CUBESMART N/A 229663109 524 NC USD 24035.88 0.0067367886 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 24035.88 USD 1613.71 N N N CFD_EQS FIN LEG NORWEGIAN N/A G66721104 -12572 NC USD -152749.8 -0.0428127914 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -152749.8 USD -4286.47 N N N CFD_EQS FIN LEG PATTERSON N/A 703481101 -31999 NC USD -529583.45 -0.1484319179 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -529583.45 USD -122447.14 N N N CFD_EQS FIN LEG PAYPAL HO N/A 70450Y103 -4492 NC USD -388692.76 -0.1089430039 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -388692.76 USD -56434.51 N N N CFD_EQS FIN LEG C.H. ROBI N/A 12541W209 -211 NC USD -23357.7 -0.0065467080 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -23357.7 USD -2570.44 N N N CFD_EQS FIN LEG ZOOMINFO N/A 98980F104 2460 NC USD 93209.4 0.0261247779 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 93209.4 USD 2901.82 N N N CFD_EQS FIN LEG HORMEL FO N/A 440452100 940 NC USD 46379.6 0.0129992978 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 46379.6 USD 1608.94 N N N CFD_EQS FIN LEG MEDTRONIC N/A G5960L103 884 NC USD 81787.68 0.0229234924 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 81787.68 USD 2948.36 N N N CFD_EQS FIN LEG ILLUMINA N/A 452327109 1050 NC USD 227514 0.0637677393 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 227514 USD 28498.98 N N N CFD_EQS FIN LEG BLOCK INC N/A 852234103 4516 NC USD 343486.96 0.0962726993 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 343486.96 USD 45204.90 N N N CFD_EQS FIN LEG CLARIVATE N/A G21810109 -20606 NC USD -298580.94 -0.0836864173 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -298580.94 USD -1786.79 N N N CFD_EQS FIN LEG ALBEMARLE N/A 012653101 -2091 NC USD -510852.21 -0.1431819165 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -510852.21 USD -47673.83 N N N CFD_EQS FIN LEG LAREDO PE N/A 516806205 1873 NC USD 166078.91 0.0465486811 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 166078.91 USD 37685.13 N N N CFD_EQS FIN LEG VIATRIS I N/A 92556V106 -10725 NC USD -103925.25 -0.0291282218 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -103925.25 USD -1478.12 N N N CFD_EQS FIN LEG II-VI INC N/A 902104108 9673 NC USD 509186.72 0.1427151121 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 509186.72 USD 31836.24 N N N CFD_EQS FIN LEG REXFORD I N/A 76169C100 402 NC USD 26294.82 0.0073699255 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 26294.82 USD 2295.84 N N N CFD_EQS FIN LEG FOOT LOCK N/A 344849104 -1661 NC USD -47122.57 -0.0132075378 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -47122.57 USD -1211.06 N N N CFD_EQS FIN LEG ONEOK INC N/A 682680103 -399 NC USD -23836.26 -0.0066808390 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -23836.26 USD -989.94 N N N CFD_EQS FIN LEG MARVELL T N/A 573874104 -828 NC USD -46103.04 -0.0129217834 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -46103.04 USD -3720.89 N N N CFD_EQS FIN LEG ALBERTSON N/A 013091103 20200 NC USD 542370 0.1520157386 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 542370 USD 6060.50 N N N CFD_EQS FIN LEG DARLING I N/A 237266101 1935 NC USD 134056.8 0.0375735079 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 134056.8 USD 3030.02 N N N CFD_EQS FIN LEG DICK'S SP N/A 253393102 -269 NC USD -25175.71 -0.0070562608 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -25175.71 USD -121.69 N N N Independent Bank Group Inc N/A 45384B106 94 NS USD 6647.68 0.0018632151 Long EC CORP US N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 1129 NS USD 99600.38 0.0279160450 Long EC CORP US N 1 N N N The Kraft Heinz Company N/A 500754106 1263 NS USD 46516.29 0.0130376093 Long EC CORP US N 1 N N N First Hawaiian Inc. 5493002DJSH46F5OLV06 32051X108 57 NS USD 1452.93 0.0004072280 Long EC CORP US N 1 N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 459200101 1151 NS USD 150539.29 0.0421932285 Long EC CORP US N 1 N N N Aflac Incorporated 549300N0B7DOGLXWPP39 001055102 144 NS USD 8251.2 0.0023126505 Long EC CORP US N 1 N N N Campbell Soup Company 5493007JDSMX8Z5Z1902 134429109 3287 NS USD 162213.45 0.0454652680 Long EC CORP US N 1 N N N Radian Group Inc. 54930005OUP720S5U385 750236101 709 NS USD 15860.33 0.0044453413 Long EC CORP US N 1 N N N Colgate-Palmolive Company YMEGZFW4SBUSS5BQXF88 194162103 1962 NS USD 154487.88 0.0432999413 Long EC CORP US N 1 N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746U109 1986 NS USD 162812.28 0.0456331084 Long EC CORP US N 1 N N N Conagra Brands Inc 54930035UDEIH090K650 205887102 3114 NS USD 106529.94 0.0298582656 Long EC CORP US N 1 N N N Consolidated Edison, Inc. 54930033SBW53OO8T749 209115104 1257 NS USD 124782.39 0.0349740715 Long EC CORP US N 1 N N N CMS Energy Corporation 549300IA9XFBAGNIBW29 125896100 1331 NS USD 91479.63 0.0256399571 Long EC CORP US N 1 N N N MDU Resources Group, Inc. N/A 552690109 157 NS USD 4485.49 0.0012571954 Long EC CORP US N 1 N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919106 290 NS USD 20253.6 0.0056766893 Long EC CORP US N 1 N N N Brewin Dolphin Holdings PLC 213800PS7FS5UYOWAC49 G1338M113 92439 NS 576369.81 0.1615452226 Long EC CORP GB N 2 N N N DTE Energy Company 549300IX8SD6XXD71I78 233331107 355 NS USD 46256.5 0.0129647953 Long EC CORP US N 1 N N N Idacorp Inc N134NUJDWN8UEFA8B673 451107106 280 NS USD 31281.6 0.0087676227 Long EC CORP US N 1 N N N Genuine Parts Co 549300D46DQVEU651W04 372460105 446 NS USD 68180.02 0.0191095306 Long EC CORP US N 1 N N N Hormel Foods Corp MSD54751OJP1FS2ND863 440452100 1298 NS USD 64043.32 0.0179500942 Long EC CORP US N 1 N N N Rentokil Initial PLC 549300VN4WV7Z6T14K68 G7494G105 -93658 NS -618420.54 -0.1733312226 Short EC CORP GB N 2 N N N Meggitt PLC YMFO3TKB4UAWQTDZJJ31 G59640105 122784 NS 1182739.89 0.3314989361 Long EC CORP GB N 2 N N N Ligand Pharmaceuticals Incorporated 5493008K7TB0IKP37H79 53220K504 -138 NS USD -12700.14 -0.0035596017 Short EC CORP US N 1 N N N Magnachip Semiconductor Corp. 529900P54J1ATLRBUV29 55933J203 30035 NS USD 458334.1 0.1284621140 Long EC CORP US N 1 N N N Sabre Corporation 529900VKCYZW8GZ4WW58 78573M104 -53068 NS USD -326368.2 -0.0914746446 Short EC CORP US N 1 N N N New Relic Inc 549300AB8FY2HQILL804 64829B100 -762 NS USD -46230.54 -0.0129575192 Short EC CORP US N 1 N N N Flowers Foods, Inc. 7YNCQQNDK8FBM9BBTK25 343498101 5016 NS USD 142504.56 0.0399412503 Long EC CORP US N 1 N N N International Paper Company 824LMFJDH41EY779Q875 460146103 2827 NS USD 120910.79 0.0338889375 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 891 NS USD 155497.32 0.0435828677 Long EC CORP US N 1 N N N Kellogg Company LONOZNOJYIBXOHXWDB86 487836108 2185 NS USD 161515.2 0.0452695622 Long EC CORP US N 1 N N N Kimberly-Clark Corporation MP3J6QPYPGN75NVW2S34 494368103 1160 NS USD 152876.4 0.0428482749 Long EC CORP US N 1 N N N Lancaster Colony Corp. 529900X4O13HED1ZAS58 513847103 27 NS USD 3574.26 0.0010017954 Long EC CORP US N 1 N N N Tegna Inc 549300YC5EDBGX85AO10 87901J105 108910 NS USD 2280575.4 0.6392008296 Long EC CORP US N 1 N N N Uphealth Incorporated 549300OSKGXG2OH2XE50 91532BAA9 187000 PA USD 75155.3 0.0210645656 Long DBT CORP US Y 2 2026-06-15 Fixed 6.250000000000 N N N N N N Lockheed Martin Corporation DPRBOZP0K5RM2YE8UU08 539830109 373 NS USD 154351.13 0.0432616130 Long EC CORP US N 1 N N N CVS Health Corp 549300EJG376EN5NQE29 126650100 1706 NS USD 163230.08 0.0457502096 Long EC CORP US N 1 N N N Algonquin Power & Utilities Corporation 549300K5VIUTJXQL7X75 015857873 11531 PA USD 529042.28 0.1482802385 Long DBT CORP CA N 1 2024-06-15 Fixed 7.750000000000 N N N N N N Pebblebrook Hotel Trust 5493004Q1NNH6JXCSI52 70509V100 -24589 NS USD -480960.84 -0.1348039481 Short EC CORP US N 1 N N N United Bankshares Inc 5299005O3BAMJ9Z92V62 909907107 137 NS USD 5307.38 0.0014875552 Long EC CORP US N 1 N N N Newmont Corporation 549300VSP3RIX7FGDZ51 651639106 2674 NS USD 121078.72 0.0339360050 Long EC CORP US N 1 N N N Norfolk Southern Corporation 54930036C8MWP850MI84 655844108 64 NS USD 16074.88 0.0045054755 Long EC CORP US N 1 N N N OGE Energy Corporation CE5OG6JPOZMDSA0LAQ19 670837103 566 NS USD 23251.28 0.0065168805 Long EC CORP US N 1 N N N Chegg Inc 549300AKX7O8JG0O3G77 163092109 -4130 NS USD -87969 -0.0246559959 Short EC CORP US N 1 N N N Nielsen Holdings PLC 549300ZVCBHQE0XHG367 G6518L108 112707 NS USD 2699332.65 0.7565703240 Long EC CORP GB N 1 N N N Old Republic International Corporation 549300IV6O2YY2A1KH37 680223104 178 NS USD 4142.06 0.0011609387 Long EC CORP US N 1 N N N Pfizer Inc. 765LHXWGK1KXCLTFYQ30 717081103 3005 NS USD 151782.55 0.0425416901 Long EC CORP US N 1 N N N 3M Company LUZQVYP4VS22CLWDAR65 88579Y101 1224 NS USD 175325.76 0.0491403929 Long EC CORP US N 1 N N N The Procter & Gamble Company 2572IBTT8CCZW6AU4141 742718109 1088 NS USD 151134.08 0.0423599366 Long EC CORP US N 1 N N N Sailpoint Technologies Holdings Inc 529900809B15HNZH5H79 78781P105 28992 NS USD 1848819.84 0.5181881623 Long EC CORP US N 1 N N N Change Healthcare Inc 549300GS1BPJEDOZHM07 15912K100 193823 NS USD 4704084.21 1.3184631078 Long EC CORP US N 1 N N N Agnc Investment Corp 5TRACI5HRMELWV32OF39 00123Q872 21599 PA USD 481441.71 0.1349387266 Long EP CORP US N 1 N N N RBC Bearings Inc N/A 75524B203 3169 PA USD 368776.53 0.1033608728 Long EP CORP US N 1 N N N J.M. Smucker Company 5493000WDH6A0LHDJD55 832696405 1134 NS USD 150050.88 0.0420563367 Long EC CORP US N 1 N N N Southern Co. 549300FC3G3YU2FBZD92 842587107 2224 NS USD 171003.36 0.0479289085 Long EC CORP US N 1 N N N ZOGENIX INC OR 54930089H3HF4C32SK78 989CVR014 21009 NS USD 14725.21 0.0041271893 Long EC CORP US N 3 N N N Alleghany Corp 549300DCJE6AYX159479 017175100 4480 NS USD 3751910.4 1.0515873495 Long EC CORP US N 1 N N N Mastec, Inc. 549300TMDIT8WREDOF45 576323109 -1909 NS USD -150677.37 -0.0422319297 Short EC CORP US N 1 N N N Tenneco Inc. 549300U0EXXFAQFAD785 880349105 75707 NS USD 1428591.09 0.4004062351 Long EC CORP US N 1 N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030N101 3991 NS USD 149742.32 0.0419698534 Long EC CORP US N 1 N N N Texas Instruments Incorporated WDJNR2L6D8RWOEB8T652 882508104 341 NS USD 61001.49 0.0170975286 Long EC CORP US N 1 N N N Rogers Corp PW0CN80KNFR7RUOOKJ84 775133101 8162 NS USD 2197618.5 0.6159496276 Long EC CORP US N 1 N N N Citrix Systems Inc. HCTKJGUQOPZ5NBK7NP58 177376100 25201 NS USD 2555633.41 0.7162942281 Long EC CORP US N 1 N N N Prosperity Bancshares Inc N/A 743606105 1278 NS USD 94687.02 0.0265389260 Long EC CORP US N 1 N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818108 758 NS USD 172293.4 0.0482904815 Long EC CORP US N 1 N N N The Williams Companies, Inc. D71FAKCBLFS2O0RBPG08 969457100 3026 NS USD 103156.34 0.0289127113 Long EC CORP US N 1 N N N Alliant Energy Corporation 5493009ML300G373MZ12 018802108 1397 NS USD 85119.21 0.0238572553 Long EC CORP US N 1 N N N Duke Realty Corp 254900E47KH1NFFKNF25 264411505 29010 NS USD 1814865.6 0.5086714507 Long EC CORP US N 1 N N N Ishares Trust 5493000860OXIC4B5K91 464287648 -554 NS USD -127203.94 -0.0356527848 Short EC RF US N 1 N N N Merck & Co., Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 1707 NS USD 152503.38 0.0427437247 Long EC CORP US N 1 N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 1477 NS USD 162366.61 0.0455081958 Long EC CORP US N 1 N N N PNM Resources Inc. 5493003JOBJGLZSDDQ28 69349H107 44219 NS USD 2134451.13 0.5982450451 Long EC CORP US N 1 N N N Mantech International Corporation 5299007N03CAU4SWNR02 564563104 8449 NS USD 809583.18 0.2269103842 Long EC CORP US N 1 N N N Plantronics, Inc. 5493006O3W5M472F6668 727493108 56971 NS USD 2266876.09 0.6353611800 Long EC CORP US N 1 N N N Hanger Inc 254900ZJJJYVLHJXSZ60 41043F208 24707 NS USD 458808.99 0.1285952164 Long EC CORP US N 1 N N N Avangrid Inc 549300OX0Q38NLSKPB49 05351W103 2082 NS USD 101455.86 0.0284360999 Long EC CORP US N 1 N N N Evergy Inc 549300PGTHDQY6PSUI61 30034W106 1046 NS USD 71399.96 0.0200120170 Long EC CORP US N 1 N N N Dow Inc 5493003S21INSLK2IP73 260557103 530 NS USD 28201.3 0.0079042747 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F020489 3308812 PA USD 3146990.41 0.8820400680 Long ABS-MBS USGSE US N 2 2037-08-15 Fixed 2.000000000000 N N N N N N Shaw Communications Inc. 549300SCT0RG6178CI40 82028K200 12022 NS 325205.64 0.0911488017 Long EC CORP CA N 1 N N N New York Community Capital Trust V 529900HVXOTLY61GL030 64944P307 15668 PA USD 791234 0.2217674668 Long DBT CORP US N 1 2051-05-07 Fixed 6.000000000000 N N N N N N South Jersey Industries Inc 549300DJYWYT5VXLFA46 838518108 58787 NS USD 2015218.36 0.5648264239 Long EC CORP US N 1 N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866F104 -664 NS USD -67721.36 -0.0189809771 Short EC CORP US N 1 N N N Medtronic PLC 549300GX3ZBSQWUXY261 G5960L103 1774 NS USD 164130.48 0.0460025742 Long EC CORP IE N 1 N N N Spire Inc 549300NXSY15DRY2R511 84857L101 100 NS USD 7524 0.0021088305 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 30711XGQ1 473000 PA USD 511595.71 0.1433903050 Long ABS-O USGSE US N 2 2029-09-25 Floating 7.123569400000 N N N N N N Drive Auto Receivables Trust 2019-1 N/A 26208NAG9 454008.58 PA USD 453959.32 0.1272359484 Long ABS-O CORP US N 2 2026-06-15 Fixed 4.090000000000 N N N N N N Black Knight Inc 549300TUSNXS3BFFML48 09215C105 4678 NS USD 307251.04 0.0861164773 Long EC CORP US N 1 N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 -1486 NS USD -795723.28 -0.2230257244 Short EC CORP US N 1 N N N The Western Union Company 28ID94QU1140NC23S047 959802109 1123 NS USD 19113.46 0.0053571303 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022689 2419000 PA USD 2290892.74 0.6420925789 Long ABS-MBS USGA US N 2 2052-08-15 Fixed 2.500000000000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAX4 75000 PA USD 79631.25 0.0223190871 Long DBT CORP US N 2 2029-05-15 Fixed 6.375000000000 N N N N N N Asgn Incorporated LZBNYYCBUKY537072438 00191UAA0 100000 PA USD 92750 0.0259960170 Long DBT CORP US Y 2 2028-05-15 Fixed 4.625000000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AC1 75000 PA USD 70140.75 0.0196590850 Long DBT CORP US N 2 2030-02-01 Fixed 4.550000000000 N N N N N N Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 549300YKWOC0AOR16R51 013092AE1 65000 PA USD 59475 0.0166696832 Long DBT CORP US Y 2 2030-02-15 Fixed 4.875000000000 N N N N N N Ready Capital Corp. 549300MYWGZUG7ZUYO87 75574U200 19284 PA USD 484414.08 0.1357718240 Long EP CORP US N 1 N N N Uniti Group Limited N/A Q93293100 148830 NS 529730.66 0.1484731780 Long EC CORP AU N 2 N N N Amcor PLC 549300GSODGFCDQ3DI89 G0250X107 11771 NS USD 152434.45 0.0427244049 Long EC CORP JE N 1 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172109 921 NS USD 89475.15 0.0250781404 Long EC CORP US N 1 N N N Stride Inc 254900BRWS3AFONWU277 86333M108 -13764 NS USD -614975.52 -0.1723656506 Short EC CORP US N 1 N N N Sofi Technologies Inc 549300SW81JCMVZDDY09 83406F102 -15819 NS USD -99817.89 -0.0279770088 Short EC CORP US N 1 N N N Ishares Trust 5493000860OXIC4B5K91 464287515 -619 NS USD -182796.89 -0.0512344050 Short EC RF US N 1 N N N First Horizon Corporation TF3RXI1ZB1TQ30H9JV10 320517105 96526 NS USD 2158321.36 0.6049354053 Long EC CORP US N 1 N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377508 -21187 NS USD -799809.25 -0.2241709422 Short EC CORP US N 1 N N N The Greenbrier Companies, Inc. 5493001GAGGFR30BP390 393657101 -8865 NS USD -282084.3 -0.0790627306 Short EC CORP US N 1 N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDG1 50000 PA USD 47516.92 0.0133180664 Long DBT CORP US N 2 2030-04-01 Fixed 3.375000000000 N N N N N N Weyerhaeuser Company 08IRJODWFYBI7QWRGS31 962166BY9 95000 PA USD 92333.91 0.0258793951 Long DBT CORP US N 2 2030-04-15 Fixed 4.000000000000 N N N N N N Proshares Trust 5493005D9DS7C1P5AM59 74347X849 149835 NS USD 2927775.9 0.8205985139 Long EC RF US N 1 N N N Resolute Forest Products Inc. N/A 76117W109 34344 NS USD 696496.32 0.1952143418 Long EC CORP US N 1 N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207105 692 NS USD 44315.68 0.0124208213 Long EC CORP US N 1 N N N Premier Inc N/A 74051N102 3642 NS USD 140071.32 0.0392592606 Long EC CORP US N 1 N N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 92939U106 1541 NS USD 159971.21 0.0448368119 Long EC CORP US N 1 N N N Virtu Financial Inc 5493001OPW2K42CH3884 928254101 414 NS USD 9658.62 0.0027071229 Long EC CORP US N 1 N N N Ferguson PLC 213800DU1LGY3R2S2X42 G3421J106 847 NS USD 106789.76 0.0299310881 Long EC CORP JE N 1 N N N CFD_EQS FIN LEG ESTEE LAU N/A 518439104 -661 NC USD -180519.1 -0.0505959849 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -180519.1 USD -16621.68 N N N LHC Group Inc 5299009NPLWAMRQYZX73 50187A107 13576 NS USD 2213702.56 0.6204576761 Long EC CORP US N 1 N N N Silicon Motion Technology Corp. 5299005RBVBZQJTYFC89 82706C108 12979 NS USD 1107238.49 0.3103373655 Long EC CORP KY N 1 N N N XPO Logistics, Inc. 54930096DB9LCLPN7H13 983793AH3 22000 PA USD 22330 0.0062586637 Long DBT CORP US Y 2 2025-05-01 Fixed 6.250000000000 N N N N N N Vail Resorts, Inc. 529900PSZHRNU9HKH870 91879QAL3 100000 PA USD 102240 0.0286558790 Long DBT CORP US Y 2 2025-05-15 Fixed 6.250000000000 N N N N N N RBC Bearings Inc N/A 75524B104 -1170 NS USD -276120 -0.0773910536 Short EC CORP US N 1 N N N WisdomTree Investments, Inc. 549300WIU8IS7UFO7871 97717P104 -65603 NS USD -341135.6 -0.0956136590 Short EC CORP US N 1 N N N Insmed Inc 529900Q55QAG41CCAC11 457669307 -30765 NS USD -680521.8 -0.1907369952 Short EC CORP US N 1 N N N Prologis Inc. 529900DFH19P073LZ636 74340W103 -13781 NS USD -1826809.36 -0.5120190538 Short EC CORP US N 1 N N N CFD_EQS FIN LEG DEVON ENE N/A 25179M103 -10316 NC USD -648360.6 -0.1817228378 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -648360.6 USD -85974.69 N N N CFD_EQS FIN LEG AUTONATIO N/A 05329W102 2931 NC USD 348026.94 0.0975451672 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 348026.94 USD 14204.29 N N N CFD_EQS FIN LEG UNITED RE N/A 911363109 -767 NC USD -247487.89 -0.0693660313 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -247487.89 USD -56486.53 N N N CFD_EQS FIN LEG FISERV IN N/A 337738108 -4338 NC USD -458439.84 -0.1284917508 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -458439.84 USD -54479.63 N N N CFD_EQS FIN LEG CVS HEALT N/A 126650100 7284 NC USD 696933.12 0.1953367683 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 696933.12 USD 10077.52 N N N CFD_EQS FIN LEG EQUIFAX I N/A 294429105 -1138 NC USD -237739.58 -0.0666337700 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -237739.58 USD -20864.71 N N N MACOM Technology Solutions Holdings Inc. N/A 55405Y100 -2518 NS USD -145892.92 -0.0408909416 Short EC CORP US N 1 N N N Twitter Inc 549300I8RX485XMK6836 90184L102 50169 NS USD 2087532.09 0.5850945528 Long EC CORP US N 1 N N N NVR Inc 529900RWXR4JI3JYTV70 62944TAF2 45000 PA USD 40516.82 0.0113560749 Long DBT CORP US N 2 2030-05-15 Fixed 3.000000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KBB1 40000 PA USD 38762.68 0.0108644236 Long DBT CORP US N 2 2025-06-02 Fixed 3.450000000000 N N N N N N Willis Towers Watson Public Limited Company 549300WHC56FF48KL350 G96629103 6539 NS USD 1353180.66 0.3792701616 Long EC CORP IE N 1 N N N Cowen Inc 5493008QI0EFC5WBED75 223622507 548 PA USD 783645.48 0.2196405525 Long EP CORP US Y 2 N N N CFD_EQS FIN LEG AMGEN INC N/A 031162100 2318 NC USD 573635.46 0.1607788376 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 573635.46 USD -2815.80 N N N CFD_EQS FIN LEG BAKER HUG N/A 05722G100 -7759 NC USD -199328.71 -0.0558679519 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -199328.71 USD 21715.54 N N N CFD_EQS FIN LEG UNION PAC N/A 907818108 414 NC USD 94102.2 0.0263750123 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 94102.2 USD 7410.14 N N N CFD_EQS FIN LEG LYONDELLB N/A N53745100 2207 NC USD 196687.84 0.0551277675 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 196687.84 USD 3460.39 N N N Air Lease Corporation 5493004NW4M4P8TMMK63 00914AAH5 45000 PA USD 43388.13 0.0121608471 Long DBT CORP US N 2 2025-07-01 Fixed 3.375000000000 N N N N N N GLP Capital L.P. and GLP Financing II, Inc. 2549005PXW31DRW8EC44 361841AQ2 25000 PA USD 22339.5 0.0062613264 Long DBT CORP US N 2 2031-01-15 Fixed 4.000000000000 N N N N N N CFD_EQS FIN LEG FORD MOTO N/A 345370860 -24059 NC USD -353426.71 -0.0990586175 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -353426.71 USD -73486.09 N N N CFD_EQS FIN LEG ARAMARK N/A 03852U106 -7318 NC USD -244421.2 -0.0685064979 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -244421.2 USD -19562.41 N N N CFD_EQS FIN LEG PBF ENERG N/A 69318G106 15732 NC USD 524662.2 0.1470525875 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 524662.2 USD 92666.80 N N N CFD_EQS FIN LEG VOYA FINA N/A 929089100 4677 NC USD 281368.32 0.0788620554 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 281368.32 USD 9734.23 N N N CFD_EQS FIN LEG EOG RESOU N/A 26875P101 214 NC USD 23801.08 0.0066709788 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 23801.08 USD 898.39 N N N CFD_EQS FIN LEG AT&T INC N/A 00206R102 7643 NC USD 143535.54 0.0402302139 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 143535.54 USD -900.29 N N N CFD_EQS FIN LEG WALMART I N/A 931142103 -4575 NC USD -604128.75 -0.1693255124 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -604128.75 USD -13322.30 N N N CFD_EQS FIN LEG SOUTHWEST N/A 844741108 14228 NC USD 542371.36 0.1520161198 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 542371.36 USD -21741.03 N N N CFD_EQS FIN LEG CVS HEALT N/A 126650100 2085 NC USD 199492.8 0.0559139431 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 199492.8 USD 548.03 N N N CFD_EQS FIN LEG WESTROCK N/A 96145D105 5121 NC USD 216925.56 0.0608000060 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 216925.56 USD 13377.79 N N N CFD_EQS FIN LEG MGM RESOR N/A 552953101 32122 NC USD 1051353.06 0.2946737688 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 1051353.06 USD 111962.75 N N N CFD_EQS FIN LEG CANADIAN N/A 136385101 -3394 NC USD -187348.8 -0.0525102167 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -187348.8 USD -26751.06 N N N Infrastructure and Energy Alternatives, Inc. 549300CZ3FQ7JWXZHD54 45686J104 39511 NS USD 557895.32 0.1563671832 Long EC CORP US N 1 N N N Covetrus Inc 5493009S30DUFCF75V87 22304C100 51224 NS USD 1063922.48 0.2981967322 Long EC CORP US N 1 N N N CFD_EQS FIN LEG SIMON PRO N/A 828806109 -3009 NC USD -326897.76 -0.0916230699 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -326897.76 USD -25760.61 N N N CFD_EQS FIN LEG UNITEDHEA N/A 91324P102 -522 NC USD -283101.48 -0.0793478264 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -283101.48 USD -7112.24 N N N NetApp Inc. QTX3D84DZDD5JYOCYH15 64110DAL8 20000 PA USD 18969.65 0.0053168231 Long DBT CORP US N 2 2025-06-22 Fixed 1.875000000000 N N N N N N Gartner Incorporation PP55B5R38BFB8O8HH686 366651AC1 30000 PA USD 28868.94 0.0080914011 Long DBT CORP US Y 2 2028-07-01 Fixed 4.500000000000 N N N N N N CFD_EQS FIN LEG VALERO EN N/A 91913Y100 1418 NC USD 157071.86 0.0440241806 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 157071.86 USD 3739.20 N N N CFD_EQS FIN LEG BEST BUY N/A 086516101 -6871 NC USD -528998.29 -0.1482679090 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -528998.29 USD -31374.70 N N N New Residential Investment Corp. 549300WNTHGEO5LP2G31 64828T508 32036 PA USD 644564.32 0.1806588145 Long EP CORP US N 1 N N N Upstart Holdings Inc 549300WNB47JRNENIC75 91680M107 -1163 NS USD -28295.79 -0.0079307584 Short EC CORP US N 1 N N N The Beauty Health Company 5493001Z2JZQT4C63C50 88331L108 -20185 NS USD -268864.2 -0.0753573943 Short EC CORP US N 1 N N N Momentive Global Inc 549300PR9RG3VC9OH575 60878Y108 107929 NS USD 933585.85 0.2616659155 Long EC CORP US N 1 N N N CFD_EQS FIN LEG GENERAL E N/A 369604301 5213 NC USD 385292.83 0.1079900698 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 385292.83 USD 57643.11 N N N CFD_EQS FIN LEG DELL TECH N/A 24703L202 -10747 NC USD -484259.82 -0.1357285879 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -484259.82 USD -17016.16 N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAN1 70000 PA USD 68572.43 0.0192195155 Long DBT CORP US N 2 2026-09-15 Fixed 3.459000000000 N N N N N N GFL Environmental Inc. 5493008HF9XC5H29ZX61 36168QAK0 25000 PA USD 24265.38 0.0068011130 Long DBT CORP CA Y 2 2025-08-01 Fixed 3.750000000000 N N N N N N CFD_EQS FIN LEG GOODYEAR N/A 382550101 1995 NC USD 24498.6 0.0068664800 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 24498.6 USD 2462.91 N N N CFD_EQS FIN LEG SEALED AI N/A 81211K100 -3437 NC USD -210069.44 -0.0588783692 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -210069.44 USD -15743.87 N N N New York Mortgage Trust, Inc. 549300JFGR0M7ULHWG48 649604865 18982 PA USD 384575.32 0.1077889657 Long EP CORP US N 1 N N N Siemens Gamesa Renewable Energy SA 9598004BR8D81D3M1D64 E8T87A100 16849 NS 310009.37 0.0868895834 Long EC CORP ES N 2 N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GFM6 100000 PA USD 100346.69 0.0281252212 Long DBT CORP US N 2 2025-01-22 Fixed 4.000000000000 N N N N N N Brookfield Asset Management, Inc. C6J3FGIWG6MBDGTE8F80 112585AH7 50000 PA USD 50086.01 0.0140381323 Long DBT CORP CA N 2 2025-01-15 Fixed 4.000000000000 N N N N N N CFD_EQS FIN LEG KROGER CO N/A 501044101 12163 NC USD 564849.72 0.1583163660 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 564849.72 USD -19698.83 N N N CFD_EQS FIN LEG DELTA AIR N/A 247361702 -4709 NC USD -149746.2 -0.0419709409 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -149746.2 USD -9666.82 N N N Electricite de France SA 549300X3UK4GG3FNMO06 F2940H113 38520 NS 467796.63 0.1311142767 Long EC CORP FR N 2 N N N Helix Energy Solutions Group, Inc. 416AP2JOUTCWEGSOZW41 42330P107 -35833 NS USD -144765.32 -0.0405748973 Short EC CORP US N 1 N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137G0RJ0 300000 PA USD 306267.54 0.0858408214 Long ABS-O USGSE US N 2 2030-03-25 Floating 6.073570000000 N N N N N N CCO Holdings, LLC/ CCO Holdings Capital Corp. N/A 1248EPCD3 100000 PA USD 91000 0.0255055261 Long DBT CORP US Y 2 2030-03-01 Fixed 4.750000000000 N N N N N N Liveperson Inc 549300IN2P1JZ20G7N40 538146101 -4108 NS USD -56033.12 -0.0157049913 Short EC CORP US N 1 N N N Swedish Orphan Biovitrum AB 549300124Y3MQI87PT35 W95637117 29226 NS 641831.88 0.1798929648 Long EC CORP SE N 2 N N N AMN Healthcare Allied Inc 549300H27NUKBFFQEE84 00175PAB9 15000 PA USD 14368.87 0.0040273142 Long DBT CORP US Y 2 2027-10-01 Fixed 4.625000000000 N N N N N N Charles River Laboratories International, Inc. 549300BSQ0R4UZ5KX287 159864AE7 100000 PA USD 97750 0.0273974196 Long DBT CORP US Y 2 2028-05-01 Fixed 4.250000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAP8 80000 PA USD 76857.37 0.0215416226 Long DBT CORP US N 2 2025-05-15 Fixed 2.900000000000 N N N N N N Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 064159TF3 110000 PA USD 106040.35 0.0297210431 Long DBT CORP CA N 2 2025-02-03 Fixed 2.200000000000 N N N N N N Albioma 9695002W8GRJRZ44MA62 F0190K109 10041 NS 511683.47 0.1434149024 Long EC CORP FR N 2 N N N Maxlinear Inc 549300EMOI0SM2IY4F64 57776J100 -5037 NS USD -203545.17 -0.0570497435 Short EC CORP US N 1 N N N Envestnet Inc 549300HLWZ5OKIDM8737 29404K106 -4637 NS USD -270197.99 -0.0757312297 Short EC CORP US N 1 N N N Spirit Airlines Inc. 549300DCAFIXFNFR3304 848577102 -4377 NS USD -108418.29 -0.0303875333 Short EC CORP US N 1 N N N Jazz Pharmaceuticals PLC 635400GAUMJCLEZRRV50 G50871105 -2189 NS USD -341615.34 -0.0957481207 Short EC CORP IE N 1 N N N PRA Group Inc. 549300Q5HW3JSSB86K27 69354N106 -6109 NS USD -243382.56 -0.0682153873 Short EC CORP US N 1 N N N CFD_EQS FIN LEG T-MOBILE N/A 872590104 -2291 NC USD -327750.46 -0.0918620651 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -327750.46 USD -16785.16 N N N CFD_EQS FIN LEG CONOCOPHI N/A 20825C104 -4782 NC USD -465910.26 -0.1305855639 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -465910.26 USD -52711.73 N N N CFD_EQS FIN LEG SOUTHERN N/A 842587107 -5101 NC USD -392215.89 -0.1099304685 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -392215.89 USD -28991.63 N N N CFD_EQS FIN LEG BARRICK G N/A 067901108 38134 NC USD 600229.16 0.1682325333 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 600229.16 USD -48812.47 N N N CFD_EQS FIN LEG MGIC INVE N/A 552848103 -1642 NC USD -23217.88 -0.0065075192 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -23217.88 USD -1972.83 N N N CFD_EQS FIN LEG PROCTER & N/A 742718109 -3206 NC USD -445345.46 -0.1248216514 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -445345.46 USD 14673.68 N N N CFD_EQS FIN LEG NAVIENT C N/A 63938C108 -11696 NC USD -192633.12 -0.0539913086 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -192633.12 USD -20120.51 N N N CFD_EQS FIN LEG MOTOROLA N/A 620076307 -2204 NC USD -525852.36 -0.1473861661 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -525852.36 USD -52954.85 N N N CFD_EQS FIN LEG TOLL BROT N/A 889478103 3013 NC USD 148179.34 0.0415317806 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 148179.34 USD 3315.55 N N N CFD_EQS FIN LEG BROOKFIEL N/A 112585104 -7449 NC USD -369842.85 -0.1036597415 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -369842.85 USD -31137.31 N N N CFD_EQS FIN LEG FORTUNE B N/A 34964C106 -1398 NC USD -97412.64 -0.0273028641 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -97412.64 USD -10903.37 N N N CFD_EQS FIN LEG PENN NATI N/A 707569109 -9358 NC USD -323318.9 -0.0906199852 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -323318.9 USD -31446.80 N N N Sanne Group PLC 2138005UBLKEZRITH576 G7805V106 71065 NS 796195.3 0.2231580224 Long EC CORP JE N 2 N N N HomeServe PLC 213800EKBJTGNMXEDF11 G4639X119 32174 NS 461166.28 0.1292559188 Long EC CORP GB N 2 N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 35565HAH8 453470.77 PA USD 449384 0.1259535754 Long ABS-O USGSE US Y 2 2050-01-25 Floating 3.323570100000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHZ5 80000 PA USD 69844.54 0.0195760631 Long DBT CORP US N 2 2031-02-13 Fixed 2.496000000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GXH2 50000 PA USD 47972.65 0.0134457987 Long DBT CORP US N 2 2030-03-15 Fixed 3.800000000000 N N N N N N Exxon Mobil Corporation J3WHBG0MTS7O8ZVMDC91 30231GBH4 80000 PA USD 79684.41 0.0223339868 Long DBT CORP US N 2 2025-03-19 Fixed 2.992000000000 N N N N N N CFD_EQS FIN LEG ASHLAND G N/A 044186104 -721 NC USD -72438.87 -0.0203032032 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -72438.87 USD 747.55 N N N CFD_EQS FIN LEG BRISTOL-M N/A 110122108 5663 NC USD 417816.14 0.1171057196 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 417816.14 USD -9412.56 N N N Biohaven Pharmaceutical Holding Company Limited 5299007STZTNN32O9920 G11196105 10345 NS USD 1510576.9 0.4233852595 Long EC CORP VG N 1 N N N Switch Inc 549300EZ98N5Y55J4X37 87105L104 43281 NS USD 1463330.61 0.4101430454 Long EC CORP US N 1 N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 778296AC7 2000 PA USD 2048.92 0.0005742723 Long DBT CORP US N 2 2027-04-15 Fixed 4.700000000000 N N N N N N Lowes Companies, Inc. WAFCR4OKGSC504WU3E95 548661DT1 45000 PA USD 45528.3 0.0127606950 Long DBT CORP US N 2 2025-04-15 Fixed 4.000000000000 N N N N N N Nike, Inc. 787RXPR0UX0O0XUXPZ81 654106AJ2 210000 PA USD 206852.1 0.0579766115 Long DBT CORP US N 2 2027-03-27 Fixed 2.750000000000 N N N N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353TAF7 75000 PA USD 76175.52 0.0213505134 Long DBT CORP US Y 2 2025-05-15 Fixed 7.500000000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CN7 100000 PA USD 94626.88 0.0265220699 Long DBT CORP US N 2 2025-05-01 Fixed 1.500000000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CP2 60000 PA USD 49890.76 0.0139834075 Long DBT CORP US N 2 2030-05-01 Fixed 2.100000000000 N N N N N N Avast PLC 213800IR8G8LCZH4BO27 G0713S109 67554 NS 382542.81 0.1072192928 Long EC CORP GB Y 2 N N N MoneyLion Inc N/A 60938K106 25132 NS USD 39457.24 0.0110590952 Long EC CORP US N 1 N N N Molina Healthcare, Inc. 549300NQQCEQ46YHZ591 60855RAJ9 200000 PA USD 192500 0.0539539976 Long DBT CORP US Y 2 2028-06-15 Fixed 4.375000000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RJX1 160000 PA USD 149250.2 0.0418319217 Long DBT CORP US N 2 2027-06-01 Fixed 2.300000000000 N N N N N N Iron Mountain Incorporated SQL3F6CKNNBM3SQGHX24 46284VAG6 75000 PA USD 71329.5 0.0199922684 Long DBT CORP US Y 2 2028-07-15 Fixed 5.000000000000 N N N N N N Abercrombie & Fitch Management Co 5493003QMCFDA98NPT74 003000AA4 225000 PA USD 221319.03 0.0620314100 Long DBT CORP US Y 2 2025-07-15 Fixed 8.750000000000 N N N N N N Wolfspeed Inc. 549300OGU88P3AW3TO93 977852102 -1033 NS USD -86048.9 -0.0241178293 Short EC CORP US N 1 N N N Arbor Realty Trust, Inc. 549300ASFUWYQO0RW077 038923850 34424 PA USD 704315.04 0.1974057766 Long EP CORP US N 1 N N N Vifor Pharma AG 529900KO6CN2D9OE1F19 H9150Q129 4239 NS 740605.87 0.2075773888 Long EC CORP CH N 2 N N N Tower Ltd N/A Q91556102 173173 NS 68067.82 0.0190780831 Long EC CORP NZ N 2 N N N Royal Caribbean Group K2NEH8QNVW44JIWK7Z55 780153BC5 50000 PA USD 50755.5 0.0142257773 Long DBT CORP LR Y 2 2023-06-15 Fixed 9.125000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96042PAD4 153369.54 PA USD 153024.77 0.0428898601 Long ABS-O CORP US Y 2 2025-07-15 Fixed 1.320000000000 N N N N N N CFD_EQS FIN LEG ENBRIDGE N/A 29250N105 -13967 NC USD -627537.31 -0.1758864755 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -627537.31 USD -37881.40 N N N CFD_EQS FIN LEG FREEPORT- N/A 35671D857 19258 NC USD 607589.9 0.1702956053 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 607589.9 USD 107685.98 N N N Halozyme Therapeutics Inc 529900242I3SV9AGM753 40637H109 -6557 NS USD -320637.3 -0.0898683850 Short EC CORP US N 1 N N N Mitek Systems Inc. 549300ABZAQ3R25XG118 606710200 -12802 NS USD -139285.76 -0.0390390834 Short EC CORP US N 1 N N N Atlantia SPA 8156008DEC771409C487 T05404107 32609 NS 753615.59 0.2112237597 Long EC CORP IT N 2 N N N Infinera Corporation 549300ZOF66WPV3H0H17 45667G103 -48872 NS USD -320111.6 -0.0897210416 Short EC CORP US N 1 N N N CFD_EQS FIN LEG MARATHON N/A 565849106 -1859 NC USD -46103.2 -0.0129218283 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -46103.2 USD -7328.19 N N N CFD_EQS FIN LEG OLIN CORP N/A 680665205 -8668 NC USD -453076.36 -0.1269884719 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -453076.36 USD -44975.35 N N N CFD_EQS FIN LEG LAS VEGAS N/A 517834107 -11023 NC USD -415456.87 -0.1164444622 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -415456.87 USD -34686.77 N N N CFD_EQS FIN LEG FIDELITY N/A 31620M106 -3587 NC USD -366447.92 -0.1027082088 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -366447.92 USD -24762.85 N N N VMware Inc 549300BUDHS3LRWBE814 928563402 11789 NS USD 1369881.8 0.3839511656 Long EC CORP US N 1 N N N Air Transport Services Group Inc. 5493000F3MSFGIXTQE27 00922R105 -25419 NS USD -796631.46 -0.2232802696 Short EC CORP US N 1 N N N CFD_EQS FIN LEG HUNTSMAN N/A 447011107 3106 NC USD 89949.76 0.0252111643 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 89949.76 USD 452.73 N N N CFD_EQS FIN LEG OMNICOM G N/A 681919106 7559 NC USD 527920.56 0.1479658423 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 527920.56 USD 36418.25 N N N Equitrans Midstream Corporation 549300NELT611CL6XM83 26885BAH3 20000 PA USD 20041.4 0.0056172138 Long DBT CORP US Y 2 2027-07-01 Fixed 6.500000000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361ZZ4 75000 PA USD 78757.06 0.0220740687 Long DBT CORP US N 2 2026-01-15 Fixed 7.375000000000 N N N N N N Shell Midstream Partners LP 529900YZVDXMTV4XGE96 822634101 15581 NS USD 250075.05 0.0700911618 Long EC CORP US N 1 N N N Intertrust N V 724500NRH17KKW68GO66 N4584R101 50640 NS 998902.62 0.2799729329 Long EC CORP NL N 2 N N N 1Life Healthcare Inc. N/A 68269G107 62742 NS USD 1062849.48 0.2978959912 Long EC CORP US N 1 N N N Terminix Global Holdings Inc. 549300GS10644JGL8R77 88087E100 17639 NS USD 788463.3 0.2209908936 Long EC CORP US N 1 N N N CFD_EQS FIN LEG DEVON ENE N/A 25179M103 7717 NC USD 485013.45 0.1359398157 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 485013.45 USD 78049.26 N N N CFD_EQS FIN LEG FIRSTENER N/A 337932107 -5907 NC USD -242777.7 -0.0680458569 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -242777.7 USD -21387.62 N N N Uphealth Incorporated 549300OSKGXG2OH2XE50 91532B101 2540 NS USD 1600.2 0.0004485049 Long EC CORP US N 1 N N N Kaleyra Inc 549300Q16CZ1PDK9BL93 483379AA1 177000 PA USD 139377.2 0.0390647123 Long DBT CORP US Y 2 2026-06-01 Fixed 6.125000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31334YPW1 74218.41 PA USD 72766.02 0.0203948970 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 3.000000000000 N N N N N N Mileage Plus Hldgs Llc / Mileage Plus Intellectual Property Assets Ltd N/A 599191AA1 73781 PA USD 74518.07 0.0208859624 Long DBT CORP US Y 2 2027-06-20 Fixed 6.500000000000 N N N N N N Harvest Midstream I LP 549300DW5M17KJOXCY66 417558AA1 35000 PA USD 33436.2 0.0093715151 Long DBT CORP US Y 2 2028-09-01 Fixed 7.500000000000 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 853496AH0 50000 PA USD 40657.5 0.0113955047 Long DBT CORP US Y 2 2031-01-15 Fixed 3.375000000000 N N N N N N Granite Point Mortgage Trust Inc 529900VX2HQZ76AYIE02 38741L305 23198 PA USD 499452.94 0.1399869233 Long EP CORP US N 1 N N N Fluor Corporation CQ7WZ4NOFWT7FAE6Q943 343412607 964 PA USD 1229305.04 0.3445502400 Long EP CORP US N 1 N N N CFD_EQS FIN LEG EASTMAN C N/A 277432100 -3124 NC USD -299685.32 -0.0839959535 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -299685.32 USD -21421.66 N N N CFD_EQS FIN LEG DXC TECHN N/A 23355L106 24868 NC USD 785828.8 0.2202524946 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 785828.8 USD 70766.07 N N N DISH Network Corporation 529900U350CWHH15G169 25470M109 -5295 NS USD -91974.15 -0.0257785614 Short EC CORP US N 1 N N N AMG Capital Tr Ii N/A 00170F209 10807 PA USD 516034.25 0.1446343413 Long EP CORP US N 2 N N N Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 549300YKWOC0AOR16R51 013092AG6 30000 PA USD 26270.1 0.0073629969 Long DBT CORP US Y 2 2029-03-15 Fixed 3.500000000000 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 37045XCZ7 140000 PA USD 136689.98 0.0383115369 Long DBT CORP US N 2 2023-08-18 Fixed 1.700000000000 N N N N N N Air Products & Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 009158106 32 NS USD 7943.36 0.0022263690 Long EC CORP US N 1 N N N The Allstate Corporation OBT0W1ED8G0NWVOLOJ77 020002101 966 NS USD 112993.02 0.0316697409 Long EC CORP US N 1 N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162100 648 NS USD 160360.56 0.0449459391 Long EC CORP US N 1 N N N American Electric Power Co, Inc. 1B4S6S7G0TW5EE83BO58 025537101 1313 NS USD 129409.28 0.0362708986 Long EC CORP US N 1 N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 00507V109 38547 NS USD 3081832.65 0.8637776179 Long EC CORP US N 1 N N N Enphase Energy Inc 5493008U7KIGMI59Z314 29355A107 -2422 NS USD -688283.96 -0.1929125773 Short EC CORP US N 1 N N N Pinnacle West Capital Corporation TWSEY0NEDUDCKS27AH81 723484101 475 NS USD 34898.25 0.0097812992 Long EC CORP US N 1 N N N Ameren Corporation XRZQ5S7HYJFPHJ78L959 023608102 459 NS USD 42742.08 0.0119797719 Long EC CORP US N 1 N N N CFD_EQS FIN LEG ALLY FINA N/A 02005N100 -30030 NC USD -993092.1 -0.2783443574 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -993092.1 USD 41237.14 N N N CFD_EQS FIN LEG ONEMAIN H N/A 68268W103 -14561 NC USD -541669.2 -0.1518193181 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -541669.2 USD 39074.50 N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343V104 3086 NS USD 142542.34 0.0399518393 Long EC CORP US N 1 N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122108 2085 NS USD 153831.3 0.0431159148 Long EC CORP US N 1 N N N CFD_EQS FIN LEG JOHNSON & N/A 478160104 3311 NC USD 577835.72 0.1619560886 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 577835.72 USD -11559.97 N N N CFD_EQS FIN LEG BRUNSWICK N/A 117043109 -5686 NC USD -455562.32 -0.1276852381 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -455562.32 USD -50011.07 N N N Norwegian Cruise Line Holdings Ltd N/A G66721104 -10044 NS USD -122034.6 -0.0342039196 Short EC CORP BM N 1 N N N Ringcentral Inc 549300C8EH0H1614VE84 76680R206 -846 NS USD -41868.54 -0.0117349356 Short EC CORP US N 1 N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312106 561 NS USD 109333.29 0.0306439900 Long EC CORP US N 1 N N N Cincinnati Financial Corporation 254900Q4WEDMZBOZ0002 172062101 107 NS USD 10415.38 0.0029192280 Long EC CORP US N 1 N N N CFD_EQS FIN LEG MARSH & M N/A 571748102 -1037 NC USD -170026.52 -0.0476551192 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -170026.52 USD -9258.40 N N N CFD_EQS FIN LEG UNDER ARM N/A 904311107 11662 NC USD 107990.12 0.0302675256 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 107990.12 USD 8289.36 N N N CFD_EQS FIN LEG CARDINAL N/A 14149Y108 6117 NC USD 364328.52 0.1021141823 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 364328.52 USD 26441.97 N N N CFD_EQS FIN LEG FLEX LTD N/A Y2573F102 3816 NC USD 64108.8 0.0179684470 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 64108.8 USD 8864.35 N N N CFD_EQS FIN LEG BORGWARNE N/A 099724106 2414 NC USD 92842.44 0.0260219262 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 92842.44 USD 11571.18 N N N CFD_EQS FIN LEG PPG INDUS N/A 693506107 -3261 NC USD -421614.69 -0.1181703791 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -421614.69 USD -24027.53 N N N CFD_EQS FIN LEG SOUTHERN N/A 842587107 -2914 NC USD -224057.46 -0.0627989385 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -224057.46 USD -13207.04 N N N CFD_EQS FIN LEG ROYAL CAR N/A V7780T103 -7223 NC USD -279602.33 -0.0783670828 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -279602.33 USD -31515.53 N N N CFD_EQS FIN LEG SEMPRA EN N/A 816851109 3431 NC USD 568859.8 0.1594403132 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 568859.8 USD 49698.79 N N N CFD_EQS FIN LEG NORTHROP N/A 666807102 225 NC USD 107752.5 0.0302009253 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 107752.5 USD 6265.68 N N N Cisco Systems, Inc. 549300LKFJ962MZ46593 17275R102 3723 NS USD 168912.51 0.0473428840 Long EC CORP US N 1 N N N Packaging Corporation of America 549300XZP8MFZFY8TJ84 695156109 919 NS USD 129220.59 0.0362180125 Long EC CORP US N 1 N N N Zendesk Inc 549300SLI6BN94BKKO36 98936J101 32536 NS USD 2453865.12 0.6877705602 Long EC CORP US N 1 N N N NortonLifeLock Inc. YF6ZV0M6AU4FY94MK914 668771108 -2041 NS USD -50065.73 -0.0140324482 Short EC CORP US N 1 N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389B100 1062 NS USD 77717.16 0.0217826050 Long EC CORP US N 1 N N N General Dynamics Corporation 9C1X8XOOTYY2FNYTVH06 369550108 661 NS USD 149828.87 0.0419941117 Long EC CORP US N 1 N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334104 2085 NS USD 155937.15 0.0437061435 Long EC CORP US N 1 N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558103 2534 NS USD 151406.5 0.0424362906 Long EC CORP US N 1 N N N MFA Financial Inc. YW72IMH2RRC8Z1TGLG58 55272X508 36707 PA USD 720925.48 0.2020613591 Long EP CORP US N 1 N N N Lightning eMotors Inc. 549300JQ9U3NF5XD5A71 53228RAA3 121000 PA USD 86152.05 0.0241467403 Long DBT CORP US Y 2 2024-05-15 Fixed 7.500000000000 N N N N N N CFD_EQS FIN LEG SYSCO COR N/A 871829107 -2498 NC USD -212080.2 -0.0594419460 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -212080.2 USD 6728.46 N N N CFD_EQS FIN LEG INTEL COR N/A 458140100 -2705 NC USD -98218.55 -0.0275287450 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -98218.55 USD 6288.60 N N N Northern Inst Fds 549300Y178DO5JBR1S04 665279873 8591252.58 NS USD 8591252.58 2.4079606298 Long STIV RF US N 1 N N N Northern Inst Fds 549300Y178DO5JBR1S04 665279873 21587588.08 NS USD 21587588.08 6.0505801342 Long STIV RF US N 1 N N N CFD_EQS FIN LEG BOOKING H N/A 09857L108 208 NC USD 402623.52 0.1128475244 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 402623.52 USD 45012.17 N N N CFD_EQS FIN LEG FISERV IN N/A 337738108 -1611 NC USD -170250.48 -0.0477178909 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -170250.48 USD -18500.57 N N N CFD_EQS FIN LEG NATIONAL N/A 62955J103 -3515 NC USD -65414.15 -0.0183343111 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -65414.15 USD -15482.02 N N N CFD_EQS FIN LEG MCKESSON N/A 58155Q103 922 NC USD 314936.76 0.0882706348 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 314936.76 USD 9318.73 N N N Hawaiian Electric Industries, Inc. JJ8FWOCWCV22X7GUPJ23 419870100 34 NS USD 1438.2 0.0004030994 Long EC CORP US N 1 N N N U.S. Bancorp. N1GZ7BBF3NP8GI976H15 902973304 2416 NS USD 114035.2 0.0319618437 Long EC CORP US N 1 N N N MSC Industrial Direct Co Inc. 0XVKH0LN6YGOWO2EGO17 553530106 934 NS USD 77204.44 0.0216388996 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 30711X5R1 318559.39 PA USD 316966.75 0.0888396014 Long ABS-O USGSE US N 2 2031-03-25 Floating 3.723569700000 N N N N N N Summit Hotel Properties, Inc. 254900OBQWJK6X20LS71 866082100 -53879 NS USD -422950.15 -0.1185446825 Short EC CORP US N 1 N N N Aerojet Rocketdyne Holdings Inc. 549300VULNLWHE8QWI76 007800105 34629 NS USD 1512941.01 0.4240478735 Long EC CORP US N 1 N N N Iron Mountain Incorporated SQL3F6CKNNBM3SQGHX24 46284VAF8 75000 PA USD 68832.82 0.0192924977 Long DBT CORP US Y 2 2029-09-15 Fixed 4.875000000000 N N N N N N Federal Home Loan Mortgage Corporation 5493005LAQ76UDHPEE03 35565CAH9 73639.08 PA USD 73639.08 0.0206395987 Long ABS-O USGSE US Y 2 2049-11-26 Floating 3.673569800000 N N N N N N CFD_EQS FIN LEG SOUTHWEST N/A 845467109 13948 NC USD 98472.88 0.0276000287 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 98472.88 USD 18092.68 N N N CFD_EQS FIN LEG WESTLAKE N/A 960413102 4859 NC USD 472975.06 0.1325656897 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 472975.06 USD 25580.19 N N N Chimera Investment Corporation 2JBBQFJOL123LOUBE657 16934Q406 24975 PA USD 549450 0.1540001246 Long EP CORP US N 1 N N N NCR Corporation 549300YKTY8JX1DV2R67 62886E207 556 PA USD 716795.2 0.2009037221 Long EP CORP US N 2 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VBF6 837369.13 PA USD 818452.9 0.2293963939 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.000000000000 N N N N N N Vici Properties Inc 254900X4QE7SGKQLLN38 92564RAE5 50000 PA USD 45648.5 0.0127943847 Long DBT CORP US Y 2 2030-08-15 Fixed 4.125000000000 N N N N N N CFD_EQS FIN LEG BALL CORP N/A 058498106 -10339 NC USD -759089.38 -0.2127579564 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -759089.38 USD -49159.84 N N N CFD_EQS FIN LEG BOYD GAMI N/A 103304101 8106 NC USD 449964.06 0.1261161549 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 449964.06 USD 47412.90 N N N Turning Point Therapeutics Inc N/A 90041T108 19466 NS USD 1459560.68 0.4090864075 Long EC CORP US N 1 N N N Lyondellbasell Advanced Polymers Inc 5493004OGK9A7CGV3B42 67054E202 669 PA USD 528510 0.1481310508 Long EP CORP US N 2 N N N Uniti Group LP/Uniti Fiber Holdings Inc/Uniti Group Finance 2019 Inc/CSL Capital LLC N/A 91327AAA0 50000 PA USD 50312.5 0.0141016130 Long DBT CORP US Y 2 2025-02-15 Fixed 7.875000000000 N N N N N N B.A.T. Capital Corporation 2138005GYEXN7XRHFA84 05526DBN4 71000 PA USD 67543.23 0.0189310508 Long DBT CORP US N 2 2030-04-02 Fixed 4.906000000000 N N N N N N The Coca-Cola Company UWJKFUJFZ02DKWI3RY53 191216CR9 230000 PA USD 234231.41 0.0656504984 Long DBT CORP US N 2 2027-03-25 Fixed 3.375000000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAL6 100000 PA USD 94813.92 0.0265744936 Long DBT CORP US N 2 2027-04-15 Fixed 1.900000000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857LAR9 23000 PA USD 23664.53 0.0066327065 Long DBT CORP US N 2 2030-04-13 Fixed 4.625000000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBJ1 30000 PA USD 26254.56 0.0073586414 Long DBT CORP US N 2 2030-05-06 Fixed 3.400000000000 N N N N N N CFD_EQS FIN LEG MARATHON N/A 56585A102 5492 NC USD 503396.72 0.1410922880 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 503396.72 USD 45942.53 N N N CFD_EQS FIN LEG MCDONALD' N/A 580135101 458 NC USD 120623.46 0.0338084045 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 120623.46 USD 3771.13 N N N ViaSat, Inc. UFC8NYMNFSYIHNSM2I38 92552VAN0 115000 PA USD 85560 0.0239808002 Long DBT CORP US Y 2 2028-07-15 Fixed 6.500000000000 N N N N N N International Game Technology PLC 549300UQ6KHRCZDRGZ76 460599AE3 200000 PA USD 193135 0.0541319757 Long DBT CORP GB Y 2 2029-01-15 Fixed 5.250000000000 N N N N N N Swedish Match AB 529900YVXCGNWAUYZG78 W9376L154 62406 NS 653298.66 0.1831068797 Long EC CORP SE N 2 N N N Mandiant Inc 549300E9D2UJUFLLY524 562662106 154380 NS USD 3516776.4 0.9856838728 Long EC CORP US N 1 N N N BWX Technologies Inc 549300NP85N265KWMS58 05605HAB6 115000 PA USD 108962.5 0.0305400648 Long DBT CORP US Y 2 2028-06-30 Fixed 4.125000000000 N N N N N N Pacific Gas and Electric Company 1HNPXZSMMB7HMBMVBS46 694308JG3 80000 PA USD 63895.94 0.0179087865 Long DBT CORP US N 2 2031-02-01 Fixed 2.500000000000 N N N N N N CFD_EQS FIN LEG SPIRIT AE N/A 848574109 -14062 NC USD -461514.84 -0.1293536134 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -461514.84 USD -9529.59 N N N CFD_EQS FIN LEG COMCAST C N/A 20030N101 -2651 NC USD -99465.52 -0.0278782464 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -99465.52 USD 9001.94 N N N Caesars Entertainment Inc New 549300V3UCT773B1KR38 28470RAH5 55000 PA USD 54862.5 0.0153768893 Long DBT CORP US Y 2 2025-07-01 Fixed 6.250000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599DY8 40000 PA USD 44015.2 0.0123366026 Long DBT CORP US N 2 2025-07-15 Fixed 8.000000000000 N N N N N N CFD_EQS FIN LEG LOWE'S CO N/A 548661107 2175 NC USD 416577.75 0.1167586230 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 416577.75 USD 21642.30 N N N CFD_EQS FIN LEG TECK RESO N/A 878742204 -22438 NC USD -659452.82 -0.1848317708 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -659452.82 USD -43809.05 N N N CFD_EQS FIN LEG AES CORP N/A 00130H105 -27298 NC USD -606561.56 -0.1700073816 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -606561.56 USD -19267.94 N N N CFD_EQS FIN LEG UNITEDHEA N/A 91324P102 -768 NC USD -416517.12 -0.1167416296 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -416517.12 USD -17946.89 N N N Mizuho Financial Group Inc. 353800CI5L6DDAN5XZ33 60687YBF5 200000 PA USD 194634.55 0.0545522704 Long DBT CORP JP N 2 2024-07-10 Fixed 1.241000000000 N N N N N N Boise Cascade Co 549300Z8B8LSRHC7XA55 09739DAD2 260000 PA USD 235939.6 0.0661292707 Long DBT CORP US Y 2 2030-07-01 Fixed 4.875000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617NX3P3 34700.22 PA USD 32631.53 0.0091459818 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.500000000000 N N N N N N Patterson Companies Inc. YM48Q2087CUE26GWEK09 703395103 842 NS USD 26152.52 0.0073300416 Long EC CORP US N 1 N N N Allete Inc 549300NNLSIMY6Z8OT86 018522300 70 NS USD 4344.9 0.0012177908 Long EC CORP US N 1 N N N Northwestern Corporation 3BPWMBHR1R9SHUN7J795 668074305 171 NS USD 9481.95 0.0026576058 Long EC CORP US N 1 N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456B101 649 NS USD 11675.51 0.0032724179 Long EC CORP US N 1 N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 7537 NS USD 141544.86 0.0396722651 Long EC CORP US N 1 N N N CFD_EQS FIN LEG ALLSTATE N/A 020002101 4795 NC USD 560871.15 0.1572012503 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 560871.15 USD -21209.45 N N N CFD_EQS FIN LEG BOSTON PR N/A 101121101 5263 NC USD 479775.08 0.1344716027 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 479775.08 USD 10514.45 N N N The Hanover Insurance Group, Inc. JJYR6MFKFF6CF8DBZ078 410867105 157 NS USD 21425.79 0.0060052313 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 30711XEQ3 645000 PA USD 704663.08 0.1975033254 Long ABS-O USGSE US N 2 2029-07-25 Floating 7.373570100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 30711XJ62 550000 PA USD 552561.63 0.1548722539 Long ABS-O USGSE US N 2 2030-10-25 Floating 5.373569600000 N N N N N N Federal Home Loan Mortgage Corporation N/A 3137G0UB3 690000 PA USD 668443.57 0.1873517028 Long ABS-O USGSE US N 2 2030-07-25 Floating 4.773570000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80285HAG5 325887.7 PA USD 325745.22 0.0913000354 Long ABS-O CORP US N 2 2025-04-15 Fixed 3.650000000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MBT6 200000 PA USD 194080.28 0.0543969193 Long DBT CORP JP N 2 2024-09-27 Fixed 2.448000000000 N N N N N N Connecticut Avenue Securities Trust 2019- R07 B1V7KEBTPIMZEU4LTD58 20753WAF3 78175.68 PA USD 78112.03 0.0218932794 Long ABS-O USGSE US Y 2 2039-10-25 Floating 3.723572800000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 95000U2H5 12000 PA USD 11548.5 0.0032368194 Long DBT CORP US N 2 2025-10-30 Fixed 2.406000000000 N N N N N N CFD_EQS FIN LEG LINCOLN N N/A 534187109 11896 NC USD 610740.64 0.1711786963 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 610740.64 USD 50638.08 N N N CFD_EQS FIN LEG HALLIBURT N/A 406216101 22359 NC USD 655118.7 0.1836170014 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 655118.7 USD 29597.62 N N N CFD_EQS FIN LEG BOEING CO N/A 097023105 -7022 NC USD -1118674.82 -0.3135427458 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -1118674.82 USD -80846.86 N N N CFD_EQS FIN LEG NORDSTROM N/A 655664100 -16293 NC USD -383048.43 -0.1073610082 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -383048.43 USD -53640.24 N N N CFD_EQS FIN LEG L BRANDS N/A 070830104 8849 NC USD 314493.46 0.0881463864 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 314493.46 USD 58210.19 N N N CFD_EQS FIN LEG MGIC INVE N/A 552848103 -6827 NC USD -96533.78 -0.0270565368 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -96533.78 USD -5085.21 N N N Baker Hughes Holdings Llc 549300XU3XH6F05YEQ93 05723KAG5 150000 PA USD 138865.68 0.0389213432 Long DBT CORP US N 2 2029-11-07 Fixed 3.138000000000 N N N N N N Choice Hotels International, Inc. 5493003CYRY5RFGTIR97 169905AF3 55000 PA USD 49747.48 0.0139432489 Long DBT CORP US N 2 2029-12-01 Fixed 3.700000000000 N N N N N N CFD_EQS FIN LEG MURPHY OI N/A 626717102 -2327 NC USD -81770.78 -0.0229187557 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -81770.78 USD -15961.27 N N N CFD_EQS FIN LEG CHEMOURS N/A 163851108 -916 NC USD -32600.44 -0.0091372679 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -32600.44 USD -3726.22 N N N CFD_EQS FIN LEG DUKE ENER N/A 26441C204 -52 NC USD -5716.36 -0.0016021843 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -5716.36 USD -183.47 N N N CFD_EQS FIN LEG CHARLES R N/A 159864107 1234 NC USD 309166.36 0.0866533042 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 309166.36 USD 23123.45 N N N CFD_EQS FIN LEG SBA COMMU N/A 78410G104 264 NC USD 88648.56 0.0248464634 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 88648.56 USD 2916.07 N N N CFD_EQS FIN LEG BAXTER IN N/A 071813109 7035 NC USD 412673.1 0.1156642257 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 412673.1 USD -44420.31 N N N CFD_EQS FIN LEG BMDH249 N/A 550241103 -50705 NC USD -552177.45 -0.1547645757 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -552177.45 USD -5665.93 N N N CFD_EQS FIN LEG AMERICAN N/A 025816109 2085 NC USD 321131.7 0.0900069557 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 321131.7 USD 23767.13 N N N Enbridge Incorporation 98TPTUM4IVMFCZBCUR27 29250NAY1 100000 PA USD 96809.84 0.0271339110 Long DBT CORP CA N 2 2025-01-15 Fixed 2.500000000000 N N N N N N Enviva Inc 549300WH5VXDEFM5KR81 29413XAD9 200000 PA USD 198306 0.0555813062 Long DBT CORP US Y 2 2026-01-15 Fixed 6.500000000000 N N N N N N CFD_EQS FIN LEG HP INC N/A 40434L105 627 NC USD 20935.53 0.0058678210 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 20935.53 USD 1065.08 N N N CFD_EQS FIN LEG BROADRIDG N/A 11133T103 -1716 NC USD -275503.8 -0.0772183448 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -275503.8 USD -15684.43 N N N Nationstar Mortgage LLC N/A 63861CAA7 100000 PA USD 92614 0.0259578989 Long DBT CORP US Y 2 2027-01-15 Fixed 6.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VFP0 28363.01 PA USD 27722.73 0.0077701408 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 3.000000000000 N N N N N N CFD_EQS FIN LEG COMCAST C N/A 20030N101 -9418 NC USD -353363.36 -0.0990408617 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -353363.36 USD 47935.04 N N N CFD_EQS FIN LEG OVINTIV I N/A 69047Q102 2099 NC USD 107237.91 0.0300566958 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 107237.91 USD 13846.85 N N N Baytex Energy Corp 549300R5LTV2H7I1I079 07317QAH8 75000 PA USD 76406.25 0.0214151825 Long DBT CORP CA Y 2 2027-04-01 Fixed 8.750000000000 N N N N N N Union Electric Company QMPJLLDULY5C1M8PNY21 906548CR1 100000 PA USD 93900.78 0.0263185582 Long DBT CORP US N 2 2030-03-15 Fixed 2.950000000000 N N N N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312BY1 60000 PA USD 63803.53 0.0178828857 Long DBT CORP US N 2 2030-04-01 Fixed 4.450000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140BQ2 100000 PA USD 102095.47 0.0286153701 Long DBT CORP US N 2 2027-03-25 Fixed 3.750000000000 N N N N N N Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 549300XU3XH6F05YEQ93 05724BAA7 50000 PA USD 50518.82 0.0141594405 Long DBT CORP US N 2 2030-05-01 Fixed 4.486000000000 N N N N N N Marathon Petroleum Company 3BNYRYQHD39K4LCKQF12 56585ABH4 50000 PA USD 50985.57 0.0142902614 Long DBT CORP US N 2 2025-05-01 Fixed 4.700000000000 N N N N N N Marsh & McLennan Companies, Inc. 549300XMP3KDCKJXIU47 571748BN1 50000 PA USD 43667.13 0.0122390453 Long DBT CORP US N 2 2030-11-15 Fixed 2.250000000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBH5 260000 PA USD 249444.01 0.0699142936 Long DBT CORP US N 2 2025-05-06 Fixed 2.350000000000 N N N N N N Iron Mountain Incorporated SQL3F6CKNNBM3SQGHX24 46284VAL5 50000 PA USD 46902.5 0.0131458565 Long DBT CORP US Y 2 2032-07-15 Fixed 5.625000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DPL0 491658.39 PA USD 497197.57 0.1393547870 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.000000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QDFR0 269057.78 PA USD 272166.4 0.0762829366 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.000000000000 N N N N N N MGIC Investment Corp. 254900S8483WM4M98R28 552848AG8 50000 PA USD 48125 0.0134884994 Long DBT CORP US N 2 2028-08-15 Fixed 5.250000000000 N N N N N N CFD_EQS FIN LEG CONOCOPHI N/A 20825C104 6813 NC USD 663790.59 0.1860475632 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 663790.59 USD 63183.78 N N N CFD_EQS FIN LEG BOYD GAMI N/A 103304101 9422 NC USD 523015.22 0.1465909711 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 523015.22 USD 7201.69 N N N CFD_EQS FIN LEG JOHNSON C N/A G51502105 370 NC USD 19946.7 0.0055906712 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 19946.7 USD 1184.10 N N N CFD_EQS FIN LEG CONAGRA B N/A 205887102 -7144 NC USD -244396.24 -0.0684995021 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -244396.24 USD -4408.52 N N N Fortress Transportation and Infrastructure Investors LLC 529900E7PUVK6BC8PE80 34960PAC5 320000 PA USD 323075.2 0.0905516809 Long DBT CORP US Y 2 2027-08-01 Fixed 9.750000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140X6F63 45670.35 PA USD 45668.53 0.0127999987 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 3.500000000000 N N N N N N CFD_EQS FIN LEG CATERPILL N/A 149123101 -1899 NC USD -376476.75 -0.1055190944 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -376476.75 USD -37199.92 N N N CFD_EQS FIN LEG CARNIVAL N/A 143658300 -47778 NC USD -432868.68 -0.1213246531 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -432868.68 USD 7427.14 N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409VAS3 110000 PA USD 90809.37 0.0254520963 Long DBT CORP US N 2 2030-08-15 Fixed 1.250000000000 N N N N N N Iron Mountain Incorporated SQL3F6CKNNBM3SQGHX24 46284VAN1 30000 PA USD 26323.35 0.0073779219 Long DBT CORP US Y 2 2031-02-15 Fixed 4.500000000000 N N N N N N Portland General Electric Company GJOUP9M7C39GLSK9R870 736508847 307 NS USD 15761.38 0.0044176076 Long EC CORP US N 1 N N N National Retail Properties, Inc. 5493008JKH5SOTI0JS97 637417106 1194 NS USD 56846.34 0.0159329210 Long EC CORP US N 1 N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413106 74 NS USD 16046.16 0.0044974259 Long EC CORP US N 1 N N N Methanex Corporation 549300TSJHRXT9QXRD13 59151KAL2 75000 PA USD 66182.25 0.0185495946 Long DBT CORP CA N 2 2029-12-15 Fixed 5.250000000000 N N N N N N CFD_EQS FIN LEG ALTRIA GR N/A 02209S103 -4994 NC USD -219036.84 -0.0613917566 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -219036.84 USD -3310.94 N N N CFD_EQS FIN LEG AUTOZONE N/A 053332102 166 NC USD 354806.74 0.0994454130 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 354806.74 USD -1803.34 N N N CFD_EQS FIN LEG GENERAL M N/A 370334104 -7608 NC USD -569002.32 -0.1594802588 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -569002.32 USD -8697.38 N N N CFD_EQS FIN LEG XYLEM INC N/A 98419M100 127 NC USD 11687.81 0.0032758653 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 11687.81 USD 973.48 N N N CFD_EQS FIN LEG DARDEN RE N/A 237194105 -247 NC USD -30749.03 -0.0086183537 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -30749.03 USD -768.74 N N N CFD_EQS FIN LEG KROGER CO N/A 501044101 10189 NC USD 473177.16 0.1326223344 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 473177.16 USD 1898.82 N N N Connecticut Avenue Securities Trust 2019-R04 N/A 20754JAB0 301986.51 PA USD 301986.48 0.0846409238 Long ABS-O USGSE US Y 2 2039-09-26 Floating 3.723566100000 N N N N N N Hess Midstream Operations LP N/A 428104AA1 75000 PA USD 73153.13 0.0205033964 Long DBT CORP US Y 2 2028-06-15 Fixed 5.125000000000 N N N N N N CFD_EQS FIN LEG DANAHER C N/A 235851102 -2172 NC USD -633072.84 -0.1774379766 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -633072.84 USD -37623.80 N N N CFD_EQS FIN LEG NEWELL BR N/A 651229106 3254 NC USD 65763.34 0.0184321823 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 65763.34 USD 96.97 N N N CFD_EQS FIN LEG LINCOLN N N/A 534187109 9719 NC USD 498973.46 0.1398525344 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 498973.46 USD 12863.93 N N N CFD_EQS FIN LEG WALMART I N/A 931142103 -400 NC USD -52820 -0.0148044164 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -52820 USD -1135.28 N N N CFD_EQS FIN LEG INTL BUSI N/A 459200101 -6710 NC USD -877600.9 -0.2459744253 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -877600.9 USD -16986.55 N N N CFD_EQS FIN LEG DUPONT DE N/A 26614N102 5774 NC USD 353542.02 0.0990909366 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 353542.02 USD 22825.25 N N N CFD_EQS FIN LEG AMERICAN N/A 026874784 9421 NC USD 487725.17 0.1366998580 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 487725.17 USD 4002.59 N N N CFD_EQS FIN LEG HONEYWELL N/A 438516106 -3096 NC USD -595856.16 -0.1670068667 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -595856.16 USD -33950.20 N N N Federal Home Loan Mortgage Corporation 549300TCRXCIFPAC3B85 35565JAH4 48188.5 PA USD 47706.59 0.0133712272 Long ABS-O USGSE US Y 2 2050-01-25 Floating 3.523570100000 N N N N N N Arconic Corp. 549300B4YFWH3U74B152 03966VAA5 40000 PA USD 39977.2 0.0112048299 Long DBT CORP US Y 2 2028-02-15 Fixed 6.125000000000 N N N N N N CFD_EQS FIN LEG KINDER MO N/A 49456B101 30349 NC USD 545978.51 0.1530271336 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 545978.51 USD 10160.65 N N N CFD_EQS FIN LEG PHILLIPS N/A 718546104 5546 NC USD 493594 0.1383447766 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 493594 USD 24644.80 N N N Amphenol Corporation 549300D3L3G0R4U4VT04 032095AK7 100000 PA USD 96278.39 0.0269849560 Long DBT CORP US N 2 2025-03-01 Fixed 2.050000000000 N N N N N N VMware Inc 549300BUDHS3LRWBE814 928563AD7 10000 PA USD 10108.09 0.0028331006 Long DBT CORP US N 2 2025-05-15 Fixed 4.500000000000 N N N N N N Aflac Incorporated 549300N0B7DOGLXWPP39 001055BJ0 64000 PA USD 62569.96 0.0175371401 Long DBT CORP US N 2 2030-04-01 Fixed 3.600000000000 N N N N N N Ardagh Packaging Finance plc / Ardagh Holdings USA Inc. 6354001JXMLKNZDZR978 03969AAQ3 200000 PA USD 191000 0.0535335769 Long DBT CORP IE Y 2 2025-04-30 Fixed 5.250000000000 N N N N N N CFD_EQS FIN LEG APPLIED M N/A 038222105 4792 NC USD 507856.16 0.1423421821 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 507856.16 USD 20509.80 N N N CFD_EQS FIN LEG ON SEMICO N/A 682189105 -2013 NC USD -134428.14 -0.0376775872 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -134428.14 USD -11170.62 N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370CX6 50000 PA USD 59750 0.0167467603 Long DBT CORP US N 2 2030-04-22 Fixed 9.625000000000 N N N N N N Six Flags Theme Parks Inc. 5493003MX0ZXTM8EVY68 83001WAC8 50000 PA USD 51420.5 0.0144121638 Long DBT CORP US Y 2 2025-07-01 Fixed 7.000000000000 N N N N N N CFD_EQS FIN LEG ECOLAB IN N/A 278865100 -653 NC USD -107856.01 -0.0302299372 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -107856.01 USD -2784.92 N N N CFD_EQS FIN LEG BROOKFIEL N/A 112585104 -2999 NC USD -148900.35 -0.0417338656 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -148900.35 USD -4915.49 N N N CFD_EQS FIN LEG TARGA RES N/A 87612G101 3344 NC USD 231103.84 0.0647739015 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 231103.84 USD 24797.87 N N N CFD_EQS FIN LEG HEALTHPEA N/A 42250P103 17426 NC USD 481480.38 0.1349495651 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 481480.38 USD 14325.82 N N N CFD_EQS FIN LEG GLOBAL PA N/A 37940X102 -4062 NC USD -496863.84 -0.1392612490 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -496863.84 USD -14553.72 N N N CFD_EQS FIN LEG FEDEX COR N/A 31428X106 2513 NC USD 585755.17 0.1641757561 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 585755.17 USD 14381.77 N N N CFD_EQS FIN LEG ASHLAND G N/A 044186104 -2373 NC USD -238415.31 -0.0668231640 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -238415.31 USD 10141.99 N N N CFD_EQS FIN LEG CME GROUP N/A 12572Q105 2382 NC USD 475161.36 0.1331784669 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 475161.36 USD -12053.68 N N N CFD_EQS FIN LEG SM ENERGY N/A 78454L100 2969 NC USD 122560.32 0.0343512686 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 122560.32 USD 17139.24 N N N CFD_EQS FIN LEG SCOTTS MI N/A 810186106 -4657 NC USD -414240.15 -0.1161034393 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -414240.15 USD -21879.12 N N N Royal Caribbean Group K2NEH8QNVW44JIWK7Z55 780153AZ5 15000 PA USD 16067.85 0.0045035051 Long DBT CORP LR Y 2 2025-06-01 Fixed 11.500000000000 N N N N N N America Movil S.A.B. de C.V. 5493000FNR3UCEAONM59 02364WBJ3 200000 PA USD 184442.01 0.0516955001 Long DBT CORP MX N 2 2030-05-07 Fixed 2.875000000000 N N N N N N Winnebago Industries Inc. 549300B7OYKYJLTE3G11 974637AC4 10000 PA USD 9544.1 0.0026750252 Long DBT CORP US Y 2 2028-07-15 Fixed 6.250000000000 N N N N N N Intuit Inc VI90HBPH7XSFMB9E4M29 46124HAC0 90000 PA USD 81557.28 0.0228589158 Long DBT CORP US N 2 2027-07-15 Fixed 1.350000000000 N N N N N N CFD_EQS FIN LEG LENNAR CO N/A 526057104 -1168 NC USD -99280 -0.0278262487 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -99280 USD -3394.58 N N N CFD_EQS FIN LEG QUANTA SE N/A 74762E102 -3705 NC USD -513994.65 -0.1440626812 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -513994.65 USD -24475.81 N N N CFD_EQS FIN LEG WYNN RESO N/A 983134107 2966 NC USD 188281.68 0.0527716847 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 188281.68 USD 6096.93 N N N CFD_EQS FIN LEG CNX RESOU N/A 12653C108 5184 NC USD 89527.68 0.0250928636 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 89527.68 USD -5211.93 N N N Federal Home Loan Mortgage Corporation B1V7KEBTPIMZEU4LTD58 3133A36A1 20643.38 PA USD 19988.93 0.0056025074 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 3.000000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KJLB6 37078.53 PA USD 34662.49 0.0097152203 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 2.500000000000 N N N N N N CFD_EQS FIN LEG IRON MOUN N/A 46284V101 -9894 NC USD -479760.06 -0.1344673929 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -479760.06 USD -10967.06 N N N CFD_EQS FIN LEG HARLEY-DA N/A 412822108 4508 NC USD 170447.48 0.0477731061 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 170447.48 USD 14522.05 N N N DTE Energy Company 549300IX8SD6XXD71I78 233331BG1 55000 PA USD 51015.41 0.0142986250 Long DBT CORP US N 2 2025-06-01 Fixed 1.050000000000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 131347CP9 25000 PA USD 22481.5 0.0063011262 Long DBT CORP US Y 2 2029-02-01 Fixed 4.625000000000 N N N N N N CFD_EQS FIN LEG WEYERHAEU N/A 962166104 31579 NC USD 1146949.28 0.3214675258 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 1146949.28 USD 25248.19 N N N CFD_EQS FIN LEG PROLOGIS N/A 74340W103 2668 NC USD 353670.08 0.0991268294 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 353670.08 USD 12917.96 N N N Reliance Steel & Aluminum Co. 549300E287ZOFT3C5Z56 759509AF9 40000 PA USD 36679.58 0.0102805713 Long DBT CORP US N 2 2025-08-15 Fixed 1.300000000000 N N N N N N Williams Scotsman International Inc 549300V3TCHCBOBTGH07 96950GAE2 365000 PA USD 342244.08 0.0959243443 Long DBT CORP US Y 2 2028-08-15 Fixed 4.625000000000 N N N N N N Travelers Companies, Inc. 549300Y650407RU8B149 89417E109 936 NS USD 148543.2 0.0416337634 Long EC CORP US N 1 N N N Simon Property Group, L.P. MR92GTD0MJTTTTQDVG45 828807CV7 65000 PA USD 64753 0.0181490037 Long DBT CORP US N 2 2025-09-01 Fixed 3.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 30711XLU6 450000 PA USD 474083.73 0.1328764283 Long ABS-O USGSE US N 2 2029-11-26 Floating 6.673569400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 30711XC44 425000 PA USD 426853.13 0.1196386117 Long ABS-O USGSE US N 2 2030-08-26 Floating 5.623570300000 N N N N N N CFD_EQS FIN LEG CBOE GLOB N/A 12503M108 1532 NC USD 189018.16 0.0529781057 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 189018.16 USD -491.88 N N N CFD_EQS FIN LEG CONTINENT N/A 212015101 -3575 NC USD -246281.75 -0.0690279738 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -246281.75 USD -19324.69 N N N 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. 549300RHSHNRWI5LLA86 68245XAH2 95000 PA USD 87856.98 0.0246245989 Long DBT CORP CA Y 2 2028-01-15 Fixed 3.875000000000 N N N N N N Paypal Holdings Incorporation 5493005X2GO78EFZ3E94 70450YAC7 45000 PA USD 44227.9 0.0123962182 Long DBT CORP US N 2 2024-10-01 Fixed 2.400000000000 N N N N N N Freddie Mac Stacr Remic Trust 2019-Dna4 S6XOOCT0IEG5ABCC6L87 35565AAH3 129693.63 PA USD 129538 0.0363069763 Long ABS-O USGSE US Y 2 2049-10-25 Floating 3.573570200000 N N N N N N EQT Corporation 4NT01YGM4X7ZX86ISY52 26884LAG4 100000 PA USD 109487 0.0306870719 Long DBT CORP US N 2 2030-02-01 Fixed 7.500000000000 N N N N N N Waste Connections Inc (CA) Inc 549300HDLRTPBQU69P29 94106BAA9 5000 PA USD 4527.07 0.0012688495 Long DBT CORP CA N 2 2030-02-01 Fixed 2.600000000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432NV3 100000 PA USD 90113.9 0.0252571696 Long DBT CORP US N 2 2030-03-15 Fixed 2.400000000000 N N N N N N Novartis Capital Corporation 5493002KF87V5RSRQS84 66989HAR9 10000 PA USD 9229.52 0.0025868545 Long DBT CORP US N 2 2030-08-14 Fixed 2.200000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 35565KAH1 1393356.96 PA USD 1384718.56 0.3881096202 Long ABS-O USGSE US Y 2 2050-02-25 Floating 3.473570000000 N N N N N N CFD_EQS FIN LEG FOX CORP N/A 35137L105 5367 NC USD 177701.37 0.0498062301 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 177701.37 USD -11058.01 N N N CFD_EQS FIN LEG KB HOME N/A 48666K109 -15247 NC USD -497662.08 -0.1394849801 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -497662.08 USD -3241.48 N N N Costco Wholesale Corporation 29DX7H14B9S6O3FD6V18 22160KAN5 140000 PA USD 129277.44 0.0362339464 Long DBT CORP US N 2 2027-06-20 Fixed 1.375000000000 N N N N N N Cleveland-Cliffs Inc 549300TM2WLI2BJMDD86 185899AH4 50000 PA USD 49765 0.0139481594 Long DBT CORP US N 2 2027-06-01 Fixed 5.875000000000 N N N N N N Oneok Inc. 2T3D6M0JSY48PSZI1Q41 682680BE2 60000 PA USD 64296.61 0.0180210865 Long DBT CORP US N 2 2031-01-15 Fixed 6.350000000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAL4 100000 PA USD 91011 0.0255086092 Long DBT CORP US Y 2 2031-02-15 Fixed 3.875000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBN9 90000 PA USD 89246.66 0.0250140991 Long DBT CORP US N 2 2027-12-01 Fixed 4.250000000000 N N N N N N Iron Mountain Incorporated SQL3F6CKNNBM3SQGHX24 46284VAJ0 40000 PA USD 37421.2 0.0104884329 Long DBT CORP US Y 2 2030-07-15 Fixed 5.250000000000 N N N N N N Tri Pointe Homes Inc N/A 87265HAG4 50000 PA USD 47818.43 0.0134025738 Long DBT CORP US N 2 2028-06-15 Fixed 5.700000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QCXL5 374740.02 PA USD 384160.82 0.1076727894 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VQT0 343989.21 PA USD 336208.16 0.0942325936 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3.000000000000 N N N N N N Intuit Inc VI90HBPH7XSFMB9E4M29 46124HAD8 36000 PA USD 30528.11 0.0085564342 Long DBT CORP US N 2 2030-07-15 Fixed 1.650000000000 N N N N N N CFD_EQS FIN LEG PUBLIC ST N/A 74460D109 402 NC USD 131216.82 0.0367775169 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 131216.82 USD 2808.30 N N N CFD_EQS FIN LEG UNIVERSAL N/A 913903100 -78 NC USD -8772.66 -0.0024588056 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -8772.66 USD -113.47 N N N American Honda Finance Corporation B6Q2VFHD1797Q7NZ3E43 02665WDL2 75000 PA USD 70480.12 0.0197542038 Long DBT CORP US N 2 2025-07-08 Fixed 1.200000000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BU7 200000 PA USD 167439.99 0.0469301653 Long DBT CORP JP N 2 2030-07-17 Fixed 2.048000000000 N N N N N N CFD_EQS FIN LEG DXC TECHN N/A 23355L106 7071 NC USD 223443.6 0.0626268855 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 223443.6 USD 4177.94 N N N CFD_EQS FIN LEG AVERY DEN N/A 053611109 -151 NC USD -28759.46 -0.0080607160 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -28759.46 USD -2834.40 N N N Service Corporation International 549300RKVM2ME20JHZ15 817565CF9 15000 PA USD 13331.25 0.0037364895 Long DBT CORP US N 2 2030-08-15 Fixed 3.375000000000 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298BS1 100000 PA USD 83576 0.0234247237 Long DBT CORP US Y 2 2029-01-15 Fixed 3.625000000000 N N N N N N CFD_EQS FIN LEG WP CAREY N/A 92936U109 -2056 NC USD -183600.8 -0.0514597253 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -183600.8 USD -11422.82 N N N CFD_EQS FIN LEG ATMOS ENE N/A 049560105 540 NC USD 65550.6 0.0183725554 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD 65550.6 USD 4211.91 N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KJQ39 35066.26 PA USD 34146.37 0.0095705619 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 3.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617NWEY4 15177.97 PA USD 14393.86 0.0040343184 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.500000000000 N N N N N N CFD_EQS FIN LEG MOLINA HE N/A 60855R100 -98 NC USD -32116.56 -0.0090016457 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -32116.56 USD -2691.44 N N N CFD_EQS FIN LEG AVIS BUDG N/A 053774105 -376 NC USD -68443.28 -0.0191833172 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -68443.28 USD -9694.00 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 90000 PA USD 77908.08 0.0218361162 Long DBT CORP US N 2 2030-08-15 Fixed 2.650000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599EC5 45000 PA USD 48223.88 0.0135162135 Long DBT CORP US N 2 2028-09-01 Fixed 6.375000000000 N N N N N N Booz Allen Hamilton Inc 549300D7XCH2480XU542 09951LAA1 10000 PA USD 9484.6 0.0026583485 Long DBT CORP US Y 2 2028-09-01 Fixed 3.875000000000 N N N N N N DISH DBS Corporation N/A 25470XAW5 100000 PA USD 91992.79 0.0257837858 Long DBT CORP US N 2 2024-11-15 Fixed 5.875000000000 N N N N N N AmerisourceBergen Corporation AI8GXW8LG5WK7E9UD086 03073EAM7 75000 PA USD 74243.99 0.0208091432 Long DBT CORP US N 2 2025-03-01 Fixed 3.250000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 30711XJW5 430000 PA USD 452709.89 0.1268857575 Long ABS-O USGSE US N 2 2029-10-25 Floating 6.473570100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 30711XLT9 1427620.07 PA USD 1438327.93 0.4031352816 Long ABS-O USGSE US N 2 2029-11-26 Floating 4.473569900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 30711XY32 340000 PA USD 348303.99 0.0976228189 Long ABS-O USGSE US Y 2 2031-01-27 Floating 5.873569700000 N N N N N N CFD_EQS FIN LEG CORTEVA I N/A 22052L104 -10947 NC USD -629999.85 -0.1765766774 N/A DE CORP US N 2 JP MORGAN CHASE BANK N.A. N/A Y 2023-02-08 0.000000000000 USD 0.000000000000 USD -629999.85 USD -52004.04 N N N CFD_EQS FIN LEG LITHIA MO N/A 536797103 -1737 NC USD -460791.36 -0.1291508360 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -460791.36 USD 25706.10 N N N APA Corp. 72ZZ1XRHOOU9P9X16K08 037411BF1 50000 PA USD 48172.75 0.0135018828 Long DBT CORP US N 2 2030-01-15 Fixed 4.250000000000 N N N N N N YUM Brands Inc 549300JE8XHZZ7OHN517 988498AL5 50000 PA USD 48620 0.0136272383 Long DBT CORP US Y 2 2030-01-15 Fixed 4.750000000000 N N N N N N LPL Holdings Inc. 549300Z5YF8CCRMYUL26 50212YAC8 100000 PA USD 96918.96 0.0271644953 Long DBT CORP US Y 2 2027-11-15 Fixed 4.625000000000 N N N N N N Targa Resources Partners LP/Targa Resources Finance Corp. 6OQWTZ1SPC04IFT4T704 87612BBL5 17000 PA USD 17466.65 0.0048955615 Long DBT CORP US N 2 2027-07-15 Fixed 6.500000000000 N N N N N N Coca-Cola FEMSA SAB de CV 5493008KEVFYPMGTXO33 191241AH1 330000 PA USD 302237.1 0.0847111677 Long DBT CORP MX N 2 2030-01-22 Fixed 2.750000000000 N N N N N N eBay Inc. OML71K8X303XQONU6T67 278642AV5 50000 PA USD 47794.35 0.0133958247 Long DBT CORP US N 2 2025-03-11 Fixed 1.900000000000 N N N N N N Oneok Inc. 2T3D6M0JSY48PSZI1Q41 682680BA0 80000 PA USD 75033.33 0.0210303798 Long DBT CORP US N 2 2025-09-15 Fixed 2.200000000000 N N N N N N Credit Acceptance Corporation of Michigan N/A 225310AM3 100000 PA USD 99500 0.0278879105 Long DBT CORP US N 2 2026-03-15 Fixed 6.625000000000 N N N N N N CFD_EQS FIN LEG NUCOR COR N/A 670346105 3812 NC USD 517669.6 0.1450926980 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 517669.6 USD 60695.89 N N N CFD_EQS FIN LEG MOSAIC CO N/A 61945C103 9699 NC USD 510749.34 0.1431530840 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 510749.34 USD 48620.83 N N N MasterCard Incorporated AR5L2ODV9HN37376R084 57636QAR5 130000 PA USD 130593.24 0.0366027395 Long DBT CORP US N 2 2027-03-26 Fixed 3.300000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468P7 145000 PA USD 138077.37 0.0387003953 Long DBT CORP US N 2 2031-04-01 Fixed 3.622000000000 N N N N N N CFD_EQS FIN LEG APACHE C N/A 03743Q108 17372 NC USD 645717.24 0.1809819555 N/A DE CORP US N 2 GOLDMAN SACHS & COMPANY N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 645717.24 USD 89712.18 N N N CFD_EQS FIN LEG APA CORP N/A 03743Q108 2989 NC USD 111101.13 0.0311394811 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 111101.13 USD 12719.10 N N N Air Products & Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 009158AY2 110000 PA USD 102957.79 0.0288570616 Long DBT CORP US N 2 2027-05-15 Fixed 1.850000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468Q5 100000 PA USD 95224.1 0.0266894590 Long DBT CORP US N 2 2026-04-28 Fixed 2.188000000000 N N N N N N Exelon Generation Company, LLC S2PEWKCZFFECR4533P43 30161MAS2 50000 PA USD 48672 0.0136418128 Long DBT CORP US N 2 2025-06-01 Fixed 3.250000000000 N N N N N N Aon Corporation LTS3U8DGK38SETRUWX71 037389BE2 20000 PA USD 18085.05 0.0050688870 Long DBT CORP US N 2 2030-05-15 Fixed 2.800000000000 N N N N N N CFD_EQS FIN LEG ZIMMER BI N/A 98956P102 -451 NC USD -49785.89 -0.0139540145 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -49785.89 USD -1811.10 N N N CFD_EQS FIN LEG KELLOGG C N/A 487836108 5681 NC USD 419939.52 0.1177008616 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 419939.52 USD 8147.56 N N N CFD_EQS FIN LEG MASTEC IN N/A 576323109 -2444 NC USD -192904.92 -0.0540674888 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -192904.92 USD -15737.20 N N N CFD_EQS FIN LEG BOOZ ALLE N/A 099502106 -5089 NC USD -488442.22 -0.1369008331 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -488442.22 USD -28729.36 N N N Radian Group Inc. 54930005OUP720S5U385 750236AX9 100000 PA USD 101958 0.0285768399 Long DBT CORP US N 2 2025-03-15 Fixed 6.625000000000 N N N N N N Chevron Corporation N/A 166764BW9 80000 PA USD 76961.52 0.0215708139 Long DBT CORP US N 2 2025-05-11 Fixed 1.554000000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PDX7 125000 PA USD 111729.61 0.0313156317 Long DBT CORP US N 2 2030-05-15 Fixed 2.000000000000 N N N N N N Hershey Co (The) 21X2CX66SU2BR6QTAD08 427866BF4 44000 PA USD 41405.26 0.0116050873 Long DBT CORP US N 2 2025-06-01 Fixed 0.900000000000 N N N N N N CFD_EQS FIN LEG REALTY IN N/A 756109104 -2981 NC USD -220564.19 -0.0618198430 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -220564.19 USD -7616.00 N N N CFD_EQS FIN LEG P G & E C N/A 69331C108 -47266 NC USD -513308.76 -0.1438704396 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD -513308.76 USD -25336.66 N N N CFD_EQS FIN LEG BROWN & B N/A 115236101 -3465 NC USD -225571.5 -0.0632232944 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -225571.5 USD -10667.70 N N N CFD_EQS FIN LEG OMEGA HEA N/A 681936100 -8078 NC USD -250418 -0.0701872840 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -250418 USD -2634.90 N N N CFD_EQS FIN LEG PERRIGO C N/A G97822103 -2310 NC USD -96719.7 -0.0271086466 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -96719.7 USD -1519.66 N N N CFD_EQS FIN LEG CABLE ONE N/A 12685J105 257 NC USD 353806.76 0.0991651381 N/A DE CORP US N 2 GOLDMAN SACHS NEW YORK N/A Y 2023-02-27 0.000000000000 USD 0.000000000000 USD 353806.76 USD 115.37 N N N CFD_EQS FIN LEG GODADDY I N/A 380237107 3040 NC USD 225507.2 0.0632052724 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 225507.2 USD 453.21 N N N CFD_EQS FIN LEG MANULIFE N/A 56501R106 4201 NC USD 76962.32 0.0215710381 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 76962.32 USD 3812.12 N N N CFD_EQS FIN LEG QORVO INC N/A 74736K101 -354 NC USD -36840.78 -0.0103257525 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD -36840.78 USD 99.80 N N N CFD_EQS FIN LEG CHURCH & N/A 171340102 5099 NC USD 448559.03 0.1257223524 N/A DE CORP US N 2 BARCLAYS BANK PLC NY N/A Y 2023-01-26 0.000000000000 USD 0.000000000000 USD 448559.03 USD -31194.39 N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAS0 230000 PA USD 212782.15 0.0596386889 Long DBT CORP US N 2 2025-07-15 Fixed 1.350000000000 N N N N N N Canadian Natural Resources Limited 549300T15RIMIKZC5Q38 136385AZ4 80000 PA USD 75542.57 0.0211731098 Long DBT CORP CA N 2 2025-07-15 Fixed 2.050000000000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 023771S58 25000 PA USD 27750 0.0077777841 Long DBT CORP US Y 2 2025-07-15 Fixed 11.750000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599DZ5 65000 PA USD 74262.5 0.0208143312 Long DBT CORP US N 2 2027-07-15 Fixed 8.500000000000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HAR0 200000 PA USD 186015.38 0.0521364850 Long DBT CORP JP N 2 2025-07-16 Fixed 1.851000000000 N N N N N N Pattern Energy Operations LP / Pattern Energy Operations Inc 254900P898KPCM50SP51 70339PAA7 40000 PA USD 37107.2 0.0104004248 Long DBT CORP US Y 2 2028-08-15 Fixed 4.500000000000 N N N N N N Triumph Group, Inc. 5493007L6S47Q14SL582 896818AS0 20000 PA USD 20687.4 0.0057982750 Long DBT CORP US Y 2 2024-06-01 Fixed 8.875000000000 N N N N N N Bunge Limited Finance Corp. 549300QHC068L40NNM71 120568BB5 226000 PA USD 211453.59 0.0592663194 Long DBT CORP US N 2 2025-08-17 Fixed 1.630000000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DM9 65000 PA USD 58026.31 0.0162636436 Long DBT CORP US N 2 2027-08-21 Fixed 1.300000000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AM8 45000 PA USD 41215.75 0.0115519713 Long DBT CORP US N 2 2025-09-15 Fixed 1.000000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287Y109 1042 NS USD 149537.42 0.0419124239 Long EC CORP US N 1 N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273RBD0 50000 PA USD 49566.37 0.0138924873 Long DBT CORP US N 2 2025-03-15 Fixed 4.050000000000 N N N N N N Oneok Inc. 2T3D6M0JSY48PSZI1Q41 682680AX1 50000 PA USD 48760.61 0.0136666485 Long DBT CORP US N 2 2024-09-01 Fixed 2.750000000000 N N N N N N American Honda Finance Corporation B6Q2VFHD1797Q7NZ3E43 02665WDD0 40000 PA USD 39008.27 0.0109332577 Long DBT CORP US N 2 2024-09-10 Fixed 2.150000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599DF9 25000 PA USD 27803.25 0.0077927090 Long DBT CORP US N 2 2036-09-15 Fixed 6.450000000000 N N N N N N Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 549300YKWOC0AOR16R51 013092AC5 50000 PA USD 47234.55 0.0132389236 Long DBT CORP US Y 2 2027-01-15 Fixed 4.625000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VDN7 51001.88 PA USD 49849.56 0.0139718600 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VDR8 89905.88 PA USD 91741.9 0.0257134663 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 4.500000000000 N N N N N N Southern California Gas Company XY0N0J73VHV5F4CUJV89 842434CU4 30000 PA USD 27709.31 0.0077663795 Long DBT CORP US N 2 2030-02-01 Fixed 2.550000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3132AEB39 44993.8 PA USD 46584.91 0.0130568422 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 4.500000000000 N N N N N N Cargo Aircraft Management Inc 549300GH5J7LOMV44F11 14180LAA4 10000 PA USD 9321.5 0.0026126347 Long DBT CORP US Y 2 2028-02-01 Fixed 4.750000000000 N N N N N N Freeport-McMoRan Inc. 549300IRDTHJQ1PVET45 35671DCE3 35000 PA USD 33046.65 0.0092623318 Long DBT CORP US N 2 2028-03-01 Fixed 4.125000000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBH8 300000 PA USD 283699.47 0.0795154313 Long DBT CORP US N 2 2026-03-13 Fixed 2.005000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VFF6 100000 PA USD 97556.63 0.0273432217 Long DBT CORP US N 2 2027-03-22 Fixed 3.000000000000 N N N N N N Humana Inc. 529900YLDW34GJAO4J06 444859BM3 125000 PA USD 127221.25 0.0356576365 Long DBT CORP US N 2 2025-04-01 Fixed 4.500000000000 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076CAK2 100000 PA USD 98504 0.0276087511 Long DBT CORP US N 2 2025-04-02 Fixed 3.000000000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BD4 9000 PA USD 9389.55 0.0026317078 Long DBT CORP US N 2 2025-05-01 Fixed 5.750000000000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAY2 100000 PA USD 98433 0.0275888512 Long DBT CORP US Y 2 2025-06-15 Fixed 3.625000000000 N N N N N N Oneok Inc. 2T3D6M0JSY48PSZI1Q41 682680BD4 77000 PA USD 80732.95 0.0226278722 Long DBT CORP US N 2 2026-01-15 Fixed 5.850000000000 N N N N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 98978VAS2 100000 PA USD 86906.05 0.0243580718 Long DBT CORP US N 2 2030-05-15 Fixed 2.000000000000 N N N N N N PG&E Corporation 8YQ2GSDWYZXO2EDN3511 69331CAJ7 100000 PA USD 89750 0.0251551755 Long DBT CORP US N 2 2030-07-01 Fixed 5.250000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31334YPK7 32744.88 PA USD 32113.39 0.0090007572 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 3.000000000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 40434LAA3 70000 PA USD 66976.94 0.0187723307 Long DBT CORP US N 2 2025-06-17 Fixed 2.200000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJD2 210000 PA USD 193718.88 0.0542956259 Long DBT CORP US N 2 2026-06-19 Fixed 1.319000000000 N N N N N N Tripadvisor Inc 549300XVG45PT5BART17 896945AA0 5000 PA USD 4987.5 0.0013978990 Long DBT CORP US Y 2 2025-07-15 Fixed 7.000000000000 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 04010LAZ6 172000 PA USD 161892.89 0.0453754213 Long DBT CORP US N 2 2026-01-15 Fixed 3.875000000000 N N N N N N Nationstar Mortgage LLC 549300LBCBNR1OT00651 63861CAC3 25000 PA USD 21968.75 0.0061574124 Long DBT CORP US Y 2 2028-08-15 Fixed 5.500000000000 N N N N N N Cenovus Energy Inc 549300F4XPHJ7NOSP309 15135UAS8 6000 PA USD 6229.74 0.0017460747 Long DBT CORP CA N 2 2025-07-15 Fixed 5.375000000000 N N N N N N G-III Apparel Group Ltd. 529900O5KABM3R3SFM87 36237HAA9 200000 PA USD 196000 0.0549349794 Long DBT CORP US Y 2 2025-08-15 Fixed 7.875000000000 N N N N N N Regeneron Pharmaceuticals, Inc. 549300RCBFWIRX3HYQ56 75886FAE7 170000 PA USD 142185.84 0.0398519193 Long DBT CORP US N 2 2030-09-15 Fixed 1.750000000000 N N N N N N Xhr LP 549300M88BPT83ZL2164 98372MAA3 30000 PA USD 30213.3 0.0084681990 Long DBT CORP US Y 2 2025-08-15 Fixed 6.375000000000 N N N N N N NiSource Inc. 549300D8GOWWH0SJB189 65473PAK1 100000 PA USD 91533.52 0.0256550614 Long DBT CORP US N 2 2025-08-15 Fixed 0.950000000000 N N N N N N Public Service Enterprise Group Incorporated PUSS41EMO3E6XXNV3U28 744573AQ9 10000 PA USD 8255.6 0.0023138838 Long DBT CORP US N 2 2030-08-15 Fixed 1.600000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAP40 234652.42 PA USD 231475.55 0.0648780845 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 3.000000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GFB0 200000 PA USD 202859.46 0.0568575523 Long DBT CORP US N 2 2024-01-22 Fixed 4.125000000000 N N N N N N Marathon Petroleum Company 3BNYRYQHD39K4LCKQF12 56585AAG7 80000 PA USD 79517.94 0.0222873285 Long DBT CORP US N 2 2024-09-15 Fixed 3.625000000000 N N N N N N T-Mobile US Inc 549300ZTTY7CXOLJ6539 85207UAH8 100000 PA USD 104750 0.0293593831 Long DBT CORP US N 2 2024-06-15 Fixed 7.125000000000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818EH7 10000 PA USD 9782.1 0.0027417319 Long DBT CORP US N 2 2026-03-01 Fixed 2.750000000000 N N N N N N Range Resources Corp. H3Y3WLYCX0BTO1TRW162 75281AAS8 100000 PA USD 99789 0.0279689115 Long DBT CORP US N 2 2025-05-15 Fixed 4.875000000000 N N N N N N GLP Capital L.P. and GLP Financing II, Inc. 2549005PXW31DRW8EC44 361841AH2 105000 PA USD 104206.2 0.0292069666 Long DBT CORP US N 2 2026-04-15 Fixed 5.375000000000 N N N N N N Columbia Pipeline Group, Inc. 549300SRP1TQM9JJBG80 198280AF6 235000 PA USD 237403.2 0.0665394893 Long DBT CORP US N 2 2025-06-01 Fixed 4.500000000000 N N N N N N Black Hills Corporation 3MGELCRSTNSAMJ962671 092113AM1 20000 PA USD 19272.2 0.0054016220 Long DBT CORP US N 2 2027-01-15 Fixed 3.150000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAB2 100000 PA USD 87900.69 0.0246368500 Long DBT CORP US N 2 2046-06-01 Fixed 4.375000000000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 780097BD2 200000 PA USD 199615.76 0.0559484064 Long DBT CORP GB N 2 2023-09-12 Fixed 3.875000000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AM1 200000 PA USD 197181.12 0.0552660243 Long DBT CORP GB N 2 2025-12-10 Fixed 4.582000000000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370CS7 25000 PA USD 21500 0.0060260309 Long DBT CORP US N 2 2046-12-08 Fixed 5.291000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SSN8 31929.74 PA USD 30283.11 0.0084877654 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 2.500000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAK6 180000 PA USD 178533.19 0.0500393730 Long DBT CORP US N 2 2027-03-01 Fixed 4.125000000000 N N N N N N Cintas Corporation No. 2 549300QVUQTTKMTE0G41 17252MAN0 171000 PA USD 172591.61 0.0483740640 Long DBT CORP US N 2 2027-04-01 Fixed 3.700000000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAD0 50000 PA USD 49063.09 0.0137514277 Long DBT CORP US N 2 2024-10-01 Fixed 2.900000000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAK7 17000 PA USD 16538.12 0.0046353127 Long DBT CORP US N 2 2028-02-15 Fixed 3.800000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 30711XYW8 487000 PA USD 494933.91 0.1387203273 Long ABS-O USGSE US N 2 2030-07-25 Floating 5.173570300000 N N N N N N Broadcom Corporation/Broadcom Cayman Finance Ltd KFFV4ZWM9DJH1ND3BD89 11134LAF6 220000 PA USD 219960.83 0.0616507330 Long DBT CORP US N 2 2024-01-15 Fixed 3.625000000000 N N N N N N Brookfield Asset Management, Inc. 549300LC7QMVR79H5O86 88104UAC7 125000 PA USD 119999.87 0.0336336244 Long DBT CORP CA Y 2 2026-03-01 Fixed 6.125000000000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759AT7 60000 PA USD 60287.65 0.0168974531 Long DBT CORP US N 2 2028-05-15 Fixed 3.950000000000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818ES3 90000 PA USD 91095.44 0.0255322761 Long DBT CORP US N 2 2025-07-15 Fixed 3.750000000000 N N N N N N Fortress Transportation and Infrastructure Investors LLC 529900E7PUVK6BC8PE80 34960PAB7 30000 PA USD 29850 0.0083663731 Long DBT CORP US Y 2 2025-10-01 Fixed 6.500000000000 N N N N N N Targa Resources Partners LP/Targa Resources Finance Corp. 6OQWTZ1SPC04IFT4T704 87612BBG6 46000 PA USD 45181.66 0.0126635386 Long DBT CORP US N 2 2028-01-15 Fixed 5.000000000000 N N N N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353TAC4 200000 PA USD 203620.74 0.0570709243 Long DBT CORP US Y 2 2026-11-01 Fixed 8.000000000000 N N N N N N Humana Inc. 529900YLDW34GJAO4J06 444859BD3 10000 PA USD 10047.38 0.0028160848 Long DBT CORP US N 2 2024-10-01 Fixed 3.850000000000 N N N N N N Southern Copper Corporation 2549007U6NAP46Q9TU15 84265VAH8 5000 PA USD 4950 0.0013873885 Long DBT CORP US N 2 2025-04-23 Fixed 3.875000000000 N N N N N N Omega Healthcare Investors, Inc. 549300OJ7ENK42CZ8E73 681936BD1 50000 PA USD 49828.24 0.0139658844 Long DBT CORP US N 2 2025-01-15 Fixed 4.500000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KA8 100000 PA USD 100218.26 0.0280892247 Long DBT CORP US N 2 2027-09-29 Fixed 4.450000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFHS8 48310.88 PA USD 48594.51 0.0136200939 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.500000000000 N N N N N N Enbridge Incorporation 98TPTUM4IVMFCZBCUR27 29250NAL9 90000 PA USD 90557.8 0.0253815861 Long DBT CORP CA N 2 2026-12-01 Fixed 4.250000000000 N N N N N N Becton, Dickinson and Company ICE2EP6D98PQUILVRZ91 075887BW8 55000 PA USD 54481.96 0.0152702314 Long DBT CORP US N 2 2027-06-06 Fixed 3.700000000000 N N N N N N Lear Corporation 549300UPNBTXA1SYTQ33 521865AY1 60000 PA USD 58103.89 0.0162853878 Long DBT CORP US N 2 2027-09-15 Fixed 3.800000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CS47 1134396.43 PA USD 1137164.45 0.3187250287 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.500000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GGZ6 50000 PA USD 48822.13 0.0136838914 Long DBT CORP US N 2 2026-01-23 Fixed 3.366000000000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334CF9 30000 PA USD 30376.45 0.0085139268 Long DBT CORP US N 2 2025-04-17 Fixed 4.000000000000 N N N N N N Mizuho Financial Group Inc. 353800CI5L6DDAN5XZ33 60687YAS8 200000 PA USD 199540.25 0.0559272425 Long DBT CORP JP N 2 2024-09-11 Fixed 3.922000000000 N N N N N N AEP Texas Inc 5493001L78U618KXNZ75 00108WAH3 50000 PA USD 49706 0.0139316229 Long DBT CORP US N 2 2028-06-01 Fixed 3.950000000000 N N N N N N Sprint Capital Corporation 549300L17W0GQBR1PO80 852060AD4 50000 PA USD 56125 0.0157307435 Long DBT CORP US N 2 2028-11-15 Fixed 6.875000000000 N N N N N N ConocoPhillips Company WPTL2Z3FIYTHSP5V2253 208251AE8 71000 PA USD 83518.61 0.0234086384 Long DBT CORP US N 2 2029-04-15 Fixed 6.950000000000 N N N N N N Axa SA F5WCUMTUM4RKZ1MAIE39 054536AA5 195000 PA USD 237599.21 0.0665944271 Long DBT CORP FR N 2 2030-12-15 Fixed 8.600000000000 N N N N N N Conoco Funding Company XX71EBFZWSRCIL200314 20825UAC8 9000 PA USD 11013.38 0.0030868357 Long DBT CORP CA N 2 2031-10-15 Fixed 7.250000000000 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 251799AA0 44000 PA USD 52970.04 0.0148464697 Long DBT CORP US N 2 2032-04-15 Fixed 7.950000000000 N N N N N N Sprint Capital Corporation 549300L17W0GQBR1PO80 852060AT9 75000 PA USD 97125 0.0272222443 Long DBT CORP US N 2 2032-03-15 Fixed 8.750000000000 N N N N N N FMC Corporation CKDHZ2X64EEBQCSP7013 302491AS4 30000 PA USD 30068.79 0.0084276957 Long DBT CORP US N 2 2024-02-01 Fixed 4.100000000000 N N N N N N Canadian Natural Resources Limited 549300T15RIMIKZC5Q38 136385AT8 150000 PA USD 149296.06 0.0418447754 Long DBT CORP CA N 2 2024-04-15 Fixed 3.800000000000 N N N N N N Verisk Analytics, Inc. 549300I1YSWNIRKBWP67 92345YAD8 83000 PA USD 83379.47 0.0233696401 Long DBT CORP US N 2 2025-06-15 Fixed 4.000000000000 N N N N N N Omega Healthcare Investors, Inc. 549300OJ7ENK42CZ8E73 681936BF6 80000 PA USD 77147.78 0.0216230189 Long DBT CORP US N 2 2027-04-01 Fixed 4.500000000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAB7 160000 PA USD 161806.19 0.0453511210 Long DBT CORP US N 2 2026-02-15 Fixed 4.450000000000 N N N N N N Life Storage LP X0MIGH67XZCB7HL1A534 84610WAB1 167000 PA USD 161320.82 0.0452150812 Long DBT CORP US N 2 2026-07-01 Fixed 3.500000000000 N N N N N N DISH DBS Corporation N/A 25470XAY1 50000 PA USD 41475 0.0116246340 Long DBT CORP US N 2 2026-07-01 Fixed 7.750000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAM2 20000 PA USD 19088.73 0.0053501989 Long DBT CORP US N 2 2027-01-15 Fixed 3.125000000000 N N N N N N Equitrans Midstream Corporation 549300NELT611CL6XM83 26885BAB6 100000 PA USD 92184 0.0258373783 Long DBT CORP US N 2 2026-12-01 Fixed 4.125000000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38145GAH3 50000 PA USD 48956.45 0.0137215386 Long DBT CORP US N 2 2026-11-16 Fixed 3.500000000000 N N N N N N Federal Home Loan Mortgage Corporation N/A 3137G0MX4 500000 PA USD 527361.4 0.1478091206 Long ABS-O USGSE US N 2 2029-07-25 Floating 6.573570000000 N N N N N N The Sherwin-Williams Company Z15BMIOX8DDH0X2OBP21 824348AV8 160000 PA USD 159026.73 0.0445720925 Long DBT CORP US N 2 2024-06-01 Fixed 3.125000000000 N N N N N N Cheniere Corpus Christi Holdings, LLC 549300I7CIEWU1BBLQ53 16412XAC9 255000 PA USD 262438.46 0.0735563847 Long DBT CORP US N 2 2025-03-31 Fixed 5.875000000000 N N N N N N Masco Corporation 5GCSNMQXHEYA1JO8QN11 574599BN5 45000 PA USD 43237.23 0.0121185528 Long DBT CORP US N 2 2027-11-15 Fixed 3.500000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAP5 150000 PA USD 145032.34 0.0406497378 Long DBT CORP US N 2 2027-07-15 Fixed 3.550000000000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 501797AN4 25000 PA USD 23572.75 0.0066069823 Long DBT CORP US N 2 2028-02-01 Fixed 5.250000000000 N N N N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440AM3 50000 PA USD 48807.5 0.0136797909 Long DBT CORP US Y 2 2028-02-01 Fixed 4.625000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAQ1 160000 PA USD 159706.35 0.0447625768 Long DBT CORP US N 2 2024-04-24 Fixed 3.737000000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 867914BS1 50000 PA USD 50488.83 0.0141510349 Long DBT CORP US N 2 2025-05-01 Fixed 4.000000000000 N N N N N N Sealed Air Corporation Q0M0CZB4YN6JZ65WXI09 81211KAK6 60000 PA USD 64200 0.0179940086 Long DBT CORP US Y 2 2033-07-15 Fixed 6.875000000000 N N N N N N Telecom Italia Capital S.A. 549300777DJZOR5C4L39 87927VAF5 50000 PA USD 41695 0.0116862957 Long DBT CORP LU N 2 2033-11-15 Fixed 6.375000000000 N N N N N N Telecom Italia Capital S.A. 549300777DJZOR5C4L39 87927VAM0 20000 PA USD 15756.55 0.0044162538 Long DBT CORP LU N 2 2034-09-30 Fixed 6.000000000000 N N N N N N Spectra Energy Partners, LP 2HKVXE7U4NF5B6UGSU72 84756NAD1 95000 PA USD 96214.02 0.0269669143 Long DBT CORP US N 2 2024-03-15 Fixed 4.750000000000 N N N N N N Enbridge Incorporation 98TPTUM4IVMFCZBCUR27 29250NAH8 80000 PA USD 79857.92 0.0223826183 Long DBT CORP CA N 2 2024-06-10 Fixed 3.500000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BQ1 115000 PA USD 117146.43 0.0328338608 Long DBT CORP US N 2 2025-04-15 Fixed 5.250000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JVL0 50000 PA USD 50259.66 0.0140868030 Long DBT CORP US N 2 2024-10-23 Fixed 3.700000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJX39 112122.76 PA USD 109508.58 0.0306931203 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.000000000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AF1 50000 PA USD 49632 0.0139108821 Long DBT CORP US N 2 2026-07-01 Fixed 4.650000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAG5 12000 PA USD 12199.97 0.0034194138 Long DBT CORP US N 2 2024-12-01 Fixed 4.875000000000 N N N N N N Deutsche Bank AG New York Branch N/A 251526BN8 200000 PA USD 172534.21 0.0483579759 Long DBT CORP DE N 2 2032-12-01 Fixed 4.875000000000 N N N N N N Life Storage LP X0MIGH67XZCB7HL1A534 53227JAA2 65000 PA USD 62946.84 0.0176427722 Long DBT CORP US N 2 2027-12-15 Fixed 3.875000000000 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 04010LAV5 100000 PA USD 97416.58 0.0273039684 Long DBT CORP US N 2 2025-03-01 Fixed 4.250000000000 N N N N N N OneMain Financial Corporation 5493008I795YYBFWFU90 85172FAM1 25000 PA USD 24687.5 0.0069194250 Long DBT CORP US N 2 2025-03-15 Fixed 6.875000000000 N N N N N N Equitrans Midstream Corporation 549300NELT611CL6XM83 26885BAE0 10000 PA USD 8400 0.0023543563 Long DBT CORP US N 2 2048-07-15 Fixed 6.500000000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AK0 25000 PA USD 24431 0.0068475331 Long DBT CORP US N 2 2028-08-15 Fixed 4.750000000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AL8 25000 PA USD 21794.92 0.0061086912 Long DBT CORP US N 2 2048-08-15 Fixed 5.500000000000 N N N N N N B.A.T. Capital Corporation 2138005GYEXN7XRHFA84 05526DAZ8 98000 PA USD 96172.82 0.0269553668 Long DBT CORP US N 2 2024-08-15 Fixed 3.222000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDU6 25000 PA USD 25095.57 0.0070337991 Long DBT CORP US N 2 2023-05-22 Fixed 4.100000000000 N N N N N N DCP Midstream Operating, LP 549300Y6CTBSE0QIPL28 23311VAF4 25000 PA USD 21634.23 0.0060636530 Long DBT CORP US N 2 2044-04-01 Fixed 5.600000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAM8 50000 PA USD 49774.92 0.0139509398 Long DBT CORP US N 2 2045-07-15 Fixed 5.200000000000 N N N N N N Hess Corporation UASVRYNXNK17ULIGK870 42809HAG2 50000 PA USD 49641.07 0.0139134243 Long DBT CORP US N 2 2027-04-01 Fixed 4.300000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAJ9 735000 PA USD 749909.95 0.2101851411 Long DBT CORP US N 2 2025-06-01 Fixed 4.875000000000 N N N N N N Nokia Corp 549300A0JPRWG1KI7U06 654902AE5 50000 PA USD 49292 0.0138155868 Long DBT CORP FI N 2 2027-06-12 Fixed 4.375000000000 N N N N N N Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp. 549300IQ3DN0F3VERF65 87470LAD3 100000 PA USD 90808 0.0254517123 Long DBT CORP US Y 2 2028-01-15 Fixed 5.500000000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GWQ3 150000 PA USD 147074 0.0412219753 Long DBT CORP US N 2 2025-09-29 Fixed 3.272000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TQP3 811871.54 PA USD 816567.72 0.2288680146 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.500000000000 N N N N N N Broadcom Corporation/Broadcom Cayman Finance Ltd KFFV4ZWM9DJH1ND3BD89 11134LAH2 390000 PA USD 385932.87 0.1081694605 Long DBT CORP US N 2 2027-01-15 Fixed 3.875000000000 N N N N N N Campbell Soup Company 5493007JDSMX8Z5Z1902 134429BF5 190000 PA USD 191201.12 0.0535899469 Long DBT CORP US N 2 2025-03-15 Fixed 3.950000000000 N N N N N N ITC Holdings Corporation 549300HTO5U9D3SLE207 465685AP0 90000 PA USD 87237.6 0.0244509988 Long DBT CORP US N 2 2027-11-15 Fixed 3.350000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T7J8 181509.88 PA USD 182462.97 0.0511408138 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 3.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CZ98 99206.43 PA USD 101028.04 0.0283161903 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.000000000000 N N N N N N Marsh & McLennan Companies, Inc. 549300XMP3KDCKJXIU47 571748BG6 170000 PA USD 173219.41 0.0485500241 Long DBT CORP US N 2 2029-03-15 Fixed 4.375000000000 N N N N N N Marsh & McLennan Companies, Inc. 549300XMP3KDCKJXIU47 571748BF8 200000 PA USD 201088.21 0.0563611055 Long DBT CORP US N 2 2024-03-15 Fixed 3.875000000000 N N N N N N Howmet Aerospace Inc 549300HO5WFZUT5N2T22 013817AJ0 125000 PA USD 129925.63 0.0364156215 Long DBT CORP US N 2 2027-02-01 Fixed 5.900000000000 N N N N N N Howmet Aerospace Inc 549300HO5WFZUT5N2T22 013817AK7 25000 PA USD 24806.35 0.0069527364 Long DBT CORP US N 2 2037-02-01 Fixed 5.950000000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650BJ8 80000 PA USD 87709.34 0.0245832183 Long DBT CORP US N 2 2027-06-01 Fixed 6.250000000000 N N N N N N Rio Tinto Finance (USA) Limited 213800RX94ZKEZXPKH58 767201AD8 113000 PA USD 132070.94 0.0370169100 Long DBT CORP AU N 2 2028-07-15 Fixed 7.125000000000 N N N N N N APA Corp. 72ZZ1XRHOOU9P9X16K08 037411AW5 25000 PA USD 22234.25 0.0062318269 Long DBT CORP US N 2 2040-09-01 Fixed 5.100000000000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BG0 195000 PA USD 194783.45 0.0545940041 Long DBT CORP US N 2 2025-06-12 Fixed 4.450000000000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 42217KBF2 57000 PA USD 56949.13 0.0159617310 Long DBT CORP US N 2 2025-06-01 Fixed 4.000000000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAU7 260000 PA USD 245997.85 0.0689484021 Long DBT CORP US N 2 2026-09-16 Fixed 2.625000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJZB9 132583.29 PA USD 129693.57 0.0363505796 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.000000000000 N N N N N N Analog Devices Inc. GYVOE5EZ4GDAVTU4CQ61 032654AN5 70000 PA USD 70718.36 0.0198209778 Long DBT CORP US N 2 2026-12-05 Fixed 3.500000000000 N N N N N N Enlink Midstream Partners LP 88CPW63VL7KHJWS0NY83 29336UAG2 25000 PA USD 19052.1 0.0053399322 Long DBT CORP US N 2 2047-06-01 Fixed 5.450000000000 N N N N N N Oneok Inc. 2T3D6M0JSY48PSZI1Q41 682680AS2 255000 PA USD 250227.02 0.0701337561 Long DBT CORP US N 2 2027-07-13 Fixed 4.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 30711XNW0 667125 PA USD 667457.83 0.1870754191 Long ABS-O USGSE US N 2 2030-01-25 Floating 5.223570400000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAG6 30000 PA USD 29653.38 0.0083112644 Long DBT CORP US N 2 2024-09-01 Fixed 3.200000000000 N N N N N N Verisign, Inc. LMPL4N8ZOJRMF0KOF759 92343EAL6 100000 PA USD 99371.43 0.0278518748 Long DBT CORP US N 2 2027-07-15 Fixed 4.750000000000 N N N N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 042735BG4 44000 PA USD 43226.77 0.0121156210 Long DBT CORP US N 2 2024-09-08 Fixed 3.250000000000 N N N N N N Southwestern Energy Company EFWMP121W54QV9MGOP87 845467AN9 75000 PA USD 78217.5 0.0219228406 Long DBT CORP US N 2 2027-10-01 Fixed 7.750000000000 N N N N N N Federal Home Loan Mortgage Corporation N/A 3137G0RL5 579731.14 PA USD 583620.73 0.1635775142 Long ABS-O USGSE US N 2 2030-04-25 Floating 3.973569900000 N N N N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 212015AS0 75000 PA USD 72195.23 0.0202349157 Long DBT CORP US N 2 2028-01-15 Fixed 4.375000000000 N N N N N N Edwards Lifesciences Corporation YA13X31F3V31L8TMPR58 28176EAD0 70000 PA USD 70743.07 0.0198279035 Long DBT CORP US N 2 2028-06-15 Fixed 4.300000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UCC4 43416.08 PA USD 44739.42 0.0125395873 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.500000000000 N N N N N N American Express Company R4PP93JZOLY261QX3811 025816CA5 50000 PA USD 50985.69 0.0142902950 Long DBT CORP US N 2 2025-11-06 Fixed 4.200000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9SN2 19772.82 PA USD 19313.93 0.0054133181 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.000000000000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370CQ1 25000 PA USD 20593.75 0.0057720267 Long DBT CORP US N 2 2043-01-15 Fixed 4.750000000000 N N N N N N Newfield Exploration Company T8W3X1PFLPW2YE0UIP44 651290AR9 10000 PA USD 10198.52 0.0028584464 Long DBT CORP US N 2 2026-01-01 Fixed 5.375000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YAQ2 170000 PA USD 170028.72 0.0476557359 Long DBT CORP US N 2 2025-05-14 Fixed 3.600000000000 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 25179MAV5 70000 PA USD 73208.83 0.0205190080 Long DBT CORP US N 2 2025-12-15 Fixed 5.850000000000 N N N N N N Newell Brands Inc. 549300LWGYFM1TVO1Z12 651229AW6 100000 PA USD 98716 0.0276681705 Long DBT CORP US N 2 2026-04-01 Fixed 4.450000000000 N N N N N N Enlink Midstream Partners LP 88CPW63VL7KHJWS0NY83 29336UAF4 50000 PA USD 49473.5 0.0138664577 Long DBT CORP US N 2 2026-07-15 Fixed 4.850000000000 N N N N N N Omega Healthcare Investors, Inc. 549300OJ7ENK42CZ8E73 681936BK5 60000 PA USD 57996.71 0.0162553473 Long DBT CORP US N 2 2028-01-15 Fixed 4.750000000000 N N N N N N Lowes Companies, Inc. WAFCR4OKGSC504WU3E95 548661DP9 75000 PA USD 73528.43 0.0206085856 Long DBT CORP US N 2 2027-05-03 Fixed 3.100000000000 N N N N N N Bunge Limited Finance Corp. 549300QHC068L40NNM71 120568AZ3 50000 PA USD 49170.74 0.0137815999 Long DBT CORP US N 2 2027-09-25 Fixed 3.750000000000 N N N N N N EQT Corporation 4NT01YGM4X7ZX86ISY52 26884LAF6 100000 PA USD 97284 0.0272668089 Long DBT CORP US N 2 2027-10-01 Fixed 3.900000000000 N N N N N N Berry Global Inc 549300AP2Q7ERHX6RI89 08576PAA9 45000 PA USD 43312.5 0.0121396495 Long DBT CORP US Y 2 2026-02-15 Fixed 4.500000000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GWV2 50000 PA USD 48483.61 0.0135890108 Long DBT CORP US N 2 2029-04-23 Fixed 3.814000000000 N N N N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571BAL9 50000 PA USD 49662 0.0139192905 Long DBT CORP US N 2 2025-03-15 Fixed 4.750000000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CX6 60000 PA USD 59959.81 0.0168055660 Long DBT CORP US N 2 2024-01-25 Fixed 3.650000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468G7 50000 PA USD 50097.17 0.0140412602 Long DBT CORP US N 2 2030-01-23 Fixed 4.431000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAD2 80000 PA USD 81422.25 0.0228210695 Long DBT CORP US N 2 2024-02-15 Fixed 5.000000000000 N N N N N N Federal Realty OP LP 549300LI6XZ51GOCJ427 313747AU1 50000 PA USD 50041.01 0.0140255197 Long DBT CORP US N 2 2024-01-15 Fixed 3.950000000000 N N N N N N Williams Partners LP / Williams Partners Finance Corporation D71FAKCBLFS2O0RBPG08 96950FAM6 75000 PA USD 75361.35 0.0211223174 Long DBT CORP US N 2 2024-03-04 Fixed 4.300000000000 N N N N N N Sabine Pass Liquefaction, LLC 549300KJYBG7C6WJYZ11 785592AD8 100000 PA USD 100629.6 0.0282045153 Long DBT CORP US N 2 2023-04-15 Fixed 5.625000000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAN5 30000 PA USD 30123.67 0.0084430775 Long DBT CORP US N 2 2024-04-15 Fixed 3.750000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967HV6 150000 PA USD 151037.58 0.0423328895 Long DBT CORP US N 2 2024-08-05 Fixed 4.000000000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBE2 55000 PA USD 55291.09 0.0154970147 Long DBT CORP US N 2 2025-02-15 Fixed 3.750000000000 N N N N N N Berkshire Hathaway Inc. 5493000C01ZX7D35SD85 084670BS6 95000 PA USD 95273.77 0.0267033806 Long DBT CORP US N 2 2026-03-15 Fixed 3.125000000000 N N N N N N PPL Capital Funding Inc. 549300MROK5WY0D2NU17 69352PAL7 20000 PA USD 19359.34 0.0054260456 Long DBT CORP US N 2 2026-05-15 Fixed 3.100000000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAS4 100000 PA USD 95863.5 0.0268686704 Long DBT CORP US N 2 2026-09-01 Fixed 2.650000000000 N N N N N N Transcontinental Gas Pipe Line Company, LLC N/A 893574AH6 39000 PA USD 43468.78 0.0121834517 Long DBT CORP US N 2 2026-02-01 Fixed 7.850000000000 N N N N N N Change Healthcare Holdings LLC/ Change Healthcare Finance Inc 549300GHXFJ3EKF50583 15911NAA3 94000 PA USD 93545.98 0.0262191147 Long DBT CORP US Y 2 2025-03-01 Fixed 5.750000000000 N N N N N N Novartis Capital Corporation 5493002KF87V5RSRQS84 66989HAN8 190000 PA USD 190085.93 0.0532773809 Long DBT CORP US N 2 2027-05-17 Fixed 3.100000000000 N N N N N N Amerigas Partners, L.P./Amerigas Finance Corp. H36E1IF6YS0OBMHM6168 030981AL8 25000 PA USD 25175 0.0070560618 Long DBT CORP US N 2 2027-05-20 Fixed 5.750000000000 N N N N N N Cheniere Corpus Christi Holdings, LLC 549300I7CIEWU1BBLQ53 16412XAD7 240000 PA USD 248901.95 0.0697623648 Long DBT CORP US N 2 2024-06-30 Fixed 7.000000000000 N N N N N N The Chemours Company LLC 549300M1BOLNXL8DOV14 163851AE8 50000 PA USD 47750 0.0133833942 Long DBT CORP US N 2 2027-05-15 Fixed 5.375000000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AN8 49000 PA USD 48585.98 0.0136177031 Long DBT CORP GB N 2 2027-06-12 Fixed 3.125000000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAH4 135000 PA USD 131294.08 0.0367991713 Long DBT CORP US N 2 2027-09-01 Fixed 3.650000000000 N N N N N N Cheniere Corpus Christi Holdings, LLC 549300I7CIEWU1BBLQ53 16412XAG0 76000 PA USD 77291.84 0.0216633961 Long DBT CORP US N 2 2027-06-30 Fixed 5.125000000000 N N N N N N Western Digital Corp. 549300QQXOOYEF89IC56 958102AM7 110000 PA USD 108390.58 0.0303797667 Long DBT CORP US N 2 2026-02-15 Fixed 4.750000000000 N N N N N N Unilever Capital Corporation MYF1DAS6G5WY7PRWCU78 904764BB2 100000 PA USD 100027.87 0.0280358621 Long DBT CORP US N 2 2025-03-22 Fixed 3.375000000000 N N N N N N Assurant Inc. H3F39CAXWQRVWURFXL38 04621XAJ7 160000 PA USD 162509.48 0.0455482395 Long DBT CORP US N 2 2028-03-27 Fixed 4.900000000000 N N N N N N General Dynamics Corporation 9C1X8XOOTYY2FNYTVH06 369550BC1 70000 PA USD 70790.05 0.0198410711 Long DBT CORP US N 2 2028-05-15 Fixed 3.750000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 35564XAH4 709226.24 PA USD 704829.32 0.1975499192 Long ABS-O USGSE US N 2 2049-09-27 Floating 3.473570000000 N N N N N N CURRENCY CONTRACT - AUD N/A 000000000 -5100.78 NC USD 73.75 0.0000206707 N/A DFE CORP XX N 2 Morgan Stanley N/A -5100.78 USD 7400 AUD 2022-09-15 73.75 N N N CURRENCY CONTRACT - AUD N/A 000000000 -213165.39 NC USD 3605.34 0.0010105065 N/A DFE CORP XX N 2 CHASE MANHATTAN BANK LONDON 7H6GLXDRUGQFU57RNE97 -213165.39 USD 310000 AUD 2022-09-15 3605.34 N N N CURRENCY CONTRACT - EUR N/A 000000000 -820489.09 NC USD -21489 -0.0060229478 N/A DFE CORP XX N 2 Morgan Stanley N/A -820489.09 USD 779060 EUR 2022-09-15 -21489 N N N CURRENCY CONTRACT - EUR N/A 000000000 -256993.58 NC USD 246.17 0.0000689967 N/A DFE CORP XX N 2 Morgan Stanley N/A -256993.58 USD 250820 EUR 2022-09-15 246.17 N N N CURRENCY CONTRACT - EUR N/A 000000000 -61506.27 NC USD 439.67 0.0001232309 N/A DFE CORP XX N 2 Morgan Stanley N/A -61506.27 USD 60400 EUR 2022-09-15 439.67 N N N CURRENCY CONTRACT - EUR N/A 000000000 -63459.98 NC USD -1924.28 -0.0005393382 N/A DFE CORP XX N 2 CHASE MANHATTAN BANK LONDON 7H6GLXDRUGQFU57RNE97 -63459.98 USD 60000 EUR 2022-09-15 -1924.28 N N N CURRENCY CONTRACT - GBP N/A 000000000 -680018.51 NC USD 12353.97 0.0034625770 N/A DFE CORP XX N 2 Morgan Stanley N/A -680018.51 USD 567900 GBP 2022-09-15 12353.97 N N N CURRENCY CONTRACT - GBP N/A 000000000 -186412.63 NC USD 853.46 0.0002392082 N/A DFE CORP XX N 2 Morgan Stanley N/A -186412.63 USD 153600 GBP 2022-09-15 853.46 N N N CURRENCY CONTRACT - GBP N/A 000000000 -291741.83 NC USD -180.96 -0.0000507196 N/A DFE CORP XX N 2 CHASE MANHATTAN BANK LONDON 7H6GLXDRUGQFU57RNE97 -291741.83 USD 239145 GBP 2022-09-15 -180.96 N N N CURRENCY CONTRACT - GBP N/A 000000000 -48736.34 NC USD 30.87 0.0000086523 N/A DFE CORP XX N 2 CHASE MANHATTAN BANK LONDON 7H6GLXDRUGQFU57RNE97 -48736.34 USD 40000 GBP 2022-09-15 30.87 N N N CURRENCY CONTRACT - NZD N/A 000000000 -1065.53 NC USD 3.36 0.0000009417 N/A DFE CORP XX N 2 Morgan Stanley N/A -1065.53 USD 1700 NZD 2022-09-15 3.36 N N N CURRENCY CONTRACT - NZD N/A 000000000 -1130.51 NC USD 1.26 0.0000003532 N/A DFE CORP XX N 2 Morgan Stanley N/A -1130.51 USD 1800 NZD 2022-09-15 1.26 N N N CURRENCY CONTRACT - NZD N/A 000000000 -1069.07 NC USD -0.18 -0.0000000505 N/A DFE CORP XX N 2 Morgan Stanley N/A -1069.07 USD 1700 NZD 2022-09-15 -0.18 N N N CURRENCY CONTRACT - NZD N/A 000000000 -1071.34 NC USD -2.45 -0.0000006867 N/A DFE CORP XX N 2 Morgan Stanley N/A -1071.34 USD 1700 NZD 2022-09-15 -2.45 N N N CURRENCY CONTRACT - NZD N/A 000000000 -1104.73 NC USD 27.04 0.0000075788 N/A DFE CORP XX N 2 Morgan Stanley N/A -1104.73 USD 1800 NZD 2022-09-15 27.04 N N N CURRENCY CONTRACT - NZD N/A 000000000 -2147.13 NC USD 53.53 0.0000150034 N/A DFE CORP XX N 2 Morgan Stanley N/A -2147.13 USD 3500 NZD 2022-09-15 53.53 N N N CURRENCY CONTRACT - NZD N/A 000000000 -1615.3 NC USD 19.48 0.0000054599 N/A DFE CORP XX N 2 Morgan Stanley N/A -1615.3 USD 2600 NZD 2022-09-15 19.48 N N N CURRENCY CONTRACT - NZD N/A 000000000 -1065.25 NC USD 3.64 0.0000010202 N/A DFE CORP XX N 2 Morgan Stanley N/A -1065.25 USD 1700 NZD 2022-09-15 3.64 N N N CURRENCY CONTRACT - SEK N/A 000000000 -61727.92 NC USD 442.93 0.0001241446 N/A DFE CORP XX N 2 Morgan Stanley N/A -61727.92 USD 630400 SEK 2022-09-15 442.93 N N N CURRENCY CONTRACT - SEK N/A 000000000 -29535.9 NC USD 70.2 0.0000196757 N/A DFE CORP XX N 2 Morgan Stanley N/A -29535.9 USD 300200 SEK 2022-09-15 70.2 N N N CURRENCY CONTRACT - SEK N/A 000000000 -55230.58 NC USD -545.09 -0.0001527781 N/A DFE CORP XX N 2 Morgan Stanley N/A -55230.58 USD 554500 SEK 2022-09-15 -545.09 N N N CURRENCY CONTRACT - SEK N/A 000000000 -56381.38 NC USD 1933.38 0.0005418887 N/A DFE CORP XX N 2 Morgan Stanley N/A -56381.38 USD 591300 SEK 2022-09-15 1933.38 N N N CURRENCY CONTRACT - SEK N/A 000000000 -14556.02 NC USD 464 0.0001300502 N/A DFE CORP XX N 2 Morgan Stanley N/A -14556.02 USD 152300 SEK 2022-09-15 464 N N N CURRENCY CONTRACT - SEK N/A 000000000 -20825.54 NC USD 437.21 0.0001225414 N/A DFE CORP XX N 2 Morgan Stanley N/A -20825.54 USD 215600 SEK 2022-09-15 437.21 N N N CURRENCY CONTRACT - SEK N/A 000000000 -31719.47 NC USD 184.51 0.0000517146 N/A DFE CORP XX N 2 Morgan Stanley N/A -31719.47 USD 323500 SEK 2022-09-15 184.51 N N N CURRENCY CONTRACT - SEK N/A 000000000 -92323.12 NC USD 883.84 0.0002477231 N/A DFE CORP XX N 2 Morgan Stanley N/A -92323.12 USD 945100 SEK 2022-09-15 883.84 N N N CURRENCY CONTRACT - USD N/A 000000000 -2917990 NC 72950.14 0.0204465022 N/A DFE CORP XX N 2 Morgan Stanley N/A -2917990 EUR 3065626.29 USD 2022-09-15 72950.14 N N N CURRENCY CONTRACT - USD N/A 000000000 -2959700 NC 909.26 0.0002548479 N/A DFE CORP XX N 2 Morgan Stanley N/A -2959700 GBP 3609317.15 USD 2022-09-15 909.26 N N N CURRENCY CONTRACT - USD N/A 000000000 -11780500 NC -2360.79 -0.0006616834 N/A DFE CORP XX N 2 Morgan Stanley N/A -11780500 SEK 1159447.07 USD 2022-09-15 -2360.79 N N N CURRENCY CONTRACT - USD N/A 000000000 -116900 NC -232.33 -0.0000651176 N/A DFE CORP XX N 2 Morgan Stanley N/A -116900 NZD 73269.76 USD 2022-09-15 -232.33 N N N CURRENCY CONTRACT - USD N/A 000000000 -738200 NC -2715.26 -0.0007610344 N/A DFE CORP XX N 2 Morgan Stanley N/A -738200 AUD 513478.78 USD 2022-09-15 -2715.26 N N N CURRENCY CONTRACT - USD N/A 000000000 -46550 NC 1051.98 0.0002948495 N/A DFE CORP XX N 2 Morgan Stanley N/A -46550 EUR 48793.43 USD 2022-09-15 1051.98 N N N CURRENCY CONTRACT - USD N/A 000000000 -558700 NC -6.72 -0.0000018835 N/A DFE CORP XX N 2 Morgan Stanley N/A -558700 SEK 55092.98 USD 2022-09-15 -6.72 N N N CURRENCY CONTRACT - USD N/A 000000000 -124700 NC 61.02 0.0000171027 N/A DFE CORP XX N 2 Morgan Stanley N/A -124700 SEK 12359.09 USD 2022-09-15 61.02 N N N CURRENCY CONTRACT - USD N/A 000000000 -306860 NC 10517.33 0.0029478026 N/A DFE CORP XX N 2 Morgan Stanley N/A -306860 EUR 325231.43 USD 2022-09-15 10517.33 N N N CURRENCY CONTRACT - USD N/A 000000000 -2600 NC -5.06 -0.0000014182 N/A DFE CORP XX N 2 Morgan Stanley N/A -2600 NZD 1629.72 USD 2022-09-15 -5.06 N N N CURRENCY CONTRACT - USD N/A 000000000 -117000 NC 35.71 0.0000100088 N/A DFE CORP XX N 2 Morgan Stanley N/A -117000 SEK 11574.4 USD 2022-09-15 35.71 N N N CURRENCY CONTRACT - USD N/A 000000000 -252400 NC 8850.8 0.0024807067 N/A DFE CORP XX N 2 Morgan Stanley N/A -252400 EUR 267710.99 USD 2022-09-15 8850.8 N N N CURRENCY CONTRACT - USD N/A 000000000 -124890 NC 4854.73 0.0013606862 N/A DFE CORP XX N 2 Morgan Stanley N/A -124890 EUR 132941.3 USD 2022-09-15 4854.73 N N N CURRENCY CONTRACT - USD N/A 000000000 -42870 NC 1421.61 0.0003984496 N/A DFE CORP XX N 2 Morgan Stanley N/A -42870 EUR 45388.87 USD 2022-09-15 1421.61 N N N CURRENCY CONTRACT - USD N/A 000000000 -1691000 NC 585.24 0.0001640314 N/A DFE CORP XX N 2 Morgan Stanley N/A -1691000 SEK 167353.81 USD 2022-09-15 585.24 N N N CURRENCY CONTRACT - USD N/A 000000000 -7400 NC -46.89 -0.0000131424 N/A DFE CORP XX N 2 Morgan Stanley N/A -7400 AUD 5127.64 USD 2022-09-15 -46.89 N N N CURRENCY CONTRACT - USD N/A 000000000 -79400 NC -104.91 -0.0000294042 N/A DFE CORP XX N 2 Morgan Stanley N/A -79400 GBP 96698 USD 2022-09-15 -104.91 N N N CURRENCY CONTRACT - USD N/A 000000000 -92000 NC -1091.37 -0.0003058897 N/A DFE CORP XX N 2 Morgan Stanley N/A -92000 GBP 111073.22 USD 2022-09-15 -1091.37 N N N CURRENCY CONTRACT - USD N/A 000000000 -130000 NC -486.68 -0.0001364069 N/A DFE CORP XX N 2 Morgan Stanley N/A -130000 SEK 12334.08 USD 2022-09-15 -486.68 N N N CURRENCY CONTRACT - USD N/A 000000000 -1800 NC -30.66 -0.0000085934 N/A DFE CORP XX N 2 Morgan Stanley N/A -1800 NZD 1101.11 USD 2022-09-15 -30.66 N N N CURRENCY CONTRACT - USD N/A 000000000 -74180 NC -1116.05 -0.0003128071 N/A DFE CORP XX N 2 Morgan Stanley N/A -74180 EUR 74962.59 USD 2022-09-15 -1116.05 N N N CURRENCY CONTRACT - USD N/A 000000000 -185850 NC -1807.43 -0.0005065874 N/A DFE CORP XX N 2 Morgan Stanley N/A -185850 CAD 143302.63 USD 2022-09-15 -1807.43 N N N CURRENCY CONTRACT - USD N/A 000000000 -186220 NC -1016.17 -0.0002848126 N/A DFE CORP XX N 2 Morgan Stanley N/A -186220 CAD 144382.78 USD 2022-09-15 -1016.17 N N N CURRENCY CONTRACT - USD N/A 000000000 -209300 NC -153.1 -0.0000429109 N/A DFE CORP XX N 2 Morgan Stanley N/A -209300 SEK 20488.33 USD 2022-09-15 -153.1 N N N CURRENCY CONTRACT - USD N/A 000000000 -245620 NC -37.01 -0.0000103732 N/A DFE CORP XX N 2 Morgan Stanley N/A -245620 EUR 251869.65 USD 2022-09-15 -37.01 N N N CURRENCY CONTRACT - USD N/A 000000000 -2600 NC -14.12 -0.0000039576 N/A DFE CORP XX N 2 Morgan Stanley N/A -2600 NZD 1620.66 USD 2022-09-15 -14.12 N N N CURRENCY CONTRACT - USD N/A 000000000 -1241800 NC -739.23 -0.0002071918 N/A DFE CORP XX N 2 Morgan Stanley N/A -1241800 SEK 121728.66 USD 2022-09-15 -739.23 N N N CURRENCY CONTRACT - USD N/A 000000000 -724200 NC -294.95 -0.0000826687 N/A DFE CORP XX N 2 Morgan Stanley N/A -724200 SEK 71126.57 USD 2022-09-15 -294.95 N N N CURRENCY CONTRACT - USD N/A 000000000 -276900 NC -435.61 -0.0001220930 N/A DFE CORP XX N 2 Morgan Stanley N/A -276900 SEK 26872.62 USD 2022-09-15 -435.61 N N N CURRENCY CONTRACT - USD N/A 000000000 -88600 NC -1251.01 -0.0003506337 N/A DFE CORP XX N 2 Morgan Stanley N/A -88600 GBP 106768.36 USD 2022-09-15 -1251.01 N N N CURRENCY CONTRACT - USD N/A 000000000 -110140 NC -1217.67 -0.0003412892 N/A DFE CORP XX N 2 Morgan Stanley N/A -110140 EUR 111741.37 USD 2022-09-15 -1217.67 N N N CURRENCY CONTRACT - USD N/A 000000000 -151800 NC -421.43 -0.0001181186 N/A DFE CORP XX N 2 Morgan Stanley N/A -151800 CAD 118102.69 USD 2022-09-15 -421.43 N N N CURRENCY CONTRACT - USD N/A 000000000 -20000 NC 370.76 0.0001039168 N/A DFE CORP XX N 2 DEUTSCHE BANK LONDON 7LTWFZYICNSX8D621K86 -20000 GBP 24754.37 USD 2022-09-15 370.76 N N N CURRENCY CONTRACT - USD N/A 000000000 -20000 NC 55.97 0.0000156873 N/A DFE CORP XX N 2 DEUTSCHE BANK LONDON 7LTWFZYICNSX8D621K86 -20000 GBP 24439.58 USD 2022-09-15 55.97 N N N CURRENCY CONTRACT - USD N/A 000000000 -140000 NC -200.12 -0.0000560897 N/A DFE CORP XX N 2 MORGAN STANLEY & CO INTERNATIONAL 4PQUHN3JPFGFNF3BB653 -140000 AUD 97696.34 USD 2022-09-15 -200.12 N N N CURRENCY CONTRACT - USD N/A 000000000 -360000 NC 36.15 0.0000101321 N/A DFE CORP XX N 2 MORGAN STANLEY & CO INTERNATIONAL 4PQUHN3JPFGFNF3BB653 -360000 HKD 45963.8 USD 2022-09-15 36.15 N N N CURRENCY CONTRACT - USD N/A 000000000 -380000 NC 45.74 0.0000128200 N/A DFE CORP XX N 2 CITIBANK LONDON 31OGKFG0Y1795OV0AK56 -380000 HKD 48524.93 USD 2022-09-15 45.74 N N N CURRENCY CONTRACT - USD N/A 000000000 -190000 NC -930.08 -0.0002606833 N/A DFE CORP XX N 2 BANK OF AMERICA N.A B4TYDEB6GKMZO031MB27 -190000 GBP 230714.17 USD 2022-09-15 -930.08 N N N CURRENCY CONTRACT - USD N/A 000000000 -100000 NC 9.33 0.0000026150 N/A DFE CORP XX N 2 MORGAN STANLEY & CO INTERNATIONAL 4PQUHN3JPFGFNF3BB653 -100000 SEK 9871.46 USD 2022-09-15 9.33 N N N CURRENCY CONTRACT - USD N/A 000000000 -170000 NC 286.51 0.0000803032 N/A DFE CORP XX N 2 MORGAN STANLEY & CO INTERNATIONAL 4PQUHN3JPFGFNF3BB653 -170000 ZAR 10458.63 USD 2022-09-15 286.51 N N N CURRENCY CONTRACT - USD N/A 000000000 -20000 NC -115.7 -0.0000324285 N/A DFE CORP XX N 2 MORGAN STANLEY & CO INTERNATIONAL 4PQUHN3JPFGFNF3BB653 -20000 AUD 13869.51 USD 2022-09-15 -115.7 N N N CURRENCY CONTRACT - USD N/A 000000000 -10000 NC -77.63 -0.0000217582 N/A DFE CORP XX N 2 BANK OF AMERICA N.A B4TYDEB6GKMZO031MB27 -10000 GBP 12114.17 USD 2022-09-15 -77.63 N N N CURRENCY CONTRACT - USD N/A 000000000 -150000 NC 15.88 0.0000044509 N/A DFE CORP XX N 2 CITIBANK LONDON 31OGKFG0Y1795OV0AK56 -150000 HKD 19152.4 USD 2022-09-15 15.88 N N N CURRENCY CONTRACT - USD N/A 000000000 -80000 NC -172.22 -0.0000482699 N/A DFE CORP XX N 2 BANK OF AMERICA N.A B4TYDEB6GKMZO031MB27 -80000 AUD 55768.61 USD 2022-09-15 -172.22 N N N CURRENCY CONTRACT - USD N/A 000000000 -80000 NC 13.85 0.0000038819 N/A DFE CORP XX N 2 MORGAN STANLEY & CO INTERNATIONAL 4PQUHN3JPFGFNF3BB653 -80000 SEK 7903.55 USD 2022-09-15 13.85 N N N CURRENCY CONTRACT - USD N/A 000000000 -30000 NC 424.58 0.0001190015 N/A DFE CORP XX N 2 BARCLAYS WHOLESALE GTS G5GSEF7VJP5I7OUK5573 -30000 GBP 36999.99 USD 2022-09-15 424.58 N N N CURRENCY CONTRACT - USD N/A 000000000 -10000 NC 30.23 0.0000084729 N/A DFE CORP XX N 2 MORGAN STANLEY & CO INTERNATIONAL 4PQUHN3JPFGFNF3BB653 -10000 GBP 12222.03 USD 2022-09-15 30.23 N N N CURRENCY CONTRACT - USD N/A 000000000 -50000 NC 662.54 0.0001856970 N/A DFE CORP XX N 2 CHASE MANHATTAN BANK LONDON 7H6GLXDRUGQFU57RNE97 -50000 GBP 61621.55 USD 2022-09-15 662.54 N N N CURRENCY CONTRACT - USD N/A 000000000 -20000 NC -81.64 -0.0000228821 N/A DFE CORP XX N 2 MORGAN STANLEY & CO INTERNATIONAL 4PQUHN3JPFGFNF3BB653 -20000 GBP 24301.97 USD 2022-09-15 -81.64 N N N CURRENCY CONTRACT - USD N/A 000000000 -10000 NC 230.56 0.0000646215 N/A DFE CORP XX N 2 MORGAN STANLEY & CO INTERNATIONAL 4PQUHN3JPFGFNF3BB653 -10000 EUR 10486.51 USD 2022-09-15 230.56 N N N CURRENCY CONTRACT - USD N/A 000000000 -20000 NC -205.13 -0.0000574939 N/A DFE CORP XX N 2 MORGAN STANLEY & CO INTERNATIONAL 4PQUHN3JPFGFNF3BB653 -20000 GBP 24178.48 USD 2022-09-15 -205.13 N N N CURRENCY CONTRACT - USD N/A 000000000 -90000 NC -104.99 -0.0000294267 N/A DFE CORP XX N 2 BANK OF AMERICA N.A B4TYDEB6GKMZO031MB27 -90000 SEK 8770.92 USD 2022-09-15 -104.99 N N N CURRENCY CONTRACT - USD N/A 000000000 -20000 NC 183.28 0.0000513698 N/A DFE CORP XX N 2 DEUTSCHE BANK LONDON 7LTWFZYICNSX8D621K86 -20000 EUR 20695.18 USD 2022-09-15 183.28 N N N CURRENCY CONTRACT - USD N/A 000000000 -10000 NC -79.33 -0.0000222347 N/A DFE CORP XX N 2 DEUTSCHE BANK LONDON 7LTWFZYICNSX8D621K86 -10000 CAD 7728.58 USD 2022-09-15 -79.33 N N N CURRENCY CONTRACT - USD N/A 000000000 -30000 NC -414.82 -0.0001162660 N/A DFE CORP XX N 2 DEUTSCHE BANK LONDON 7LTWFZYICNSX8D621K86 -30000 CAD 23008.92 USD 2022-09-15 -414.82 N N N CURRENCY CONTRACT - USD N/A 000000000 -270000 NC -568.78 -0.0001594179 N/A DFE CORP XX N 2 MORGAN STANLEY & CO INTERNATIONAL 4PQUHN3JPFGFNF3BB653 -270000 ZAR 15586.95 USD 2022-09-15 -568.78 N N N CURRENCY CONTRACT - USD N/A 000000000 -10000 NC -28.9 -0.0000081001 N/A DFE CORP XX N 2 MORGAN STANLEY & CO INTERNATIONAL 4PQUHN3JPFGFNF3BB653 -10000 CAD 7779.01 USD 2022-09-15 -28.9 N N N CURRENCY CONTRACT - USD N/A 000000000 -10000 NC -6.54 -0.0000018330 N/A DFE CORP XX N 2 MORGAN STANLEY & CO INTERNATIONAL 4PQUHN3JPFGFNF3BB653 -10000 CAD 7801.37 USD 2022-09-15 -6.54 N N N CURRENCY CONTRACT - USD N/A 000000000 -180000 NC 61.11 0.0000171279 N/A DFE CORP XX N 2 CHASE MANHATTAN BANK LONDON 7H6GLXDRUGQFU57RNE97 -180000 MXN 8810.73 USD 2022-09-15 61.11 N N N CURRENCY CONTRACT - USD N/A 000000000 -20000 NC -24.08 -0.0000067492 N/A DFE CORP XX N 2 DEUTSCHE BANK LONDON 7LTWFZYICNSX8D621K86 -20000 CAD 15591.75 USD 2022-09-15 -24.08 N N N Eurex N/A 000000000 -5 NC -645577.89 -0.1809428984 N/A DIR CORP DE N 1 Eurex N/A Short BTP 10yr 6% (EUX) BBG013ZHNQM9 2022-09-08 -631650 EUR -10916.28 N N N Eurex N/A 000000000 -23 NC -3443092.31 -0.9650316586 N/A DIR CORP DE N 1 Eurex N/A Short EURO OAT 10yr 6% BBG013ZHNRH3 2022-09-08 -3368810 EUR -113557.95 N N N Eurex N/A 000000000 42 NC 6766870.49 1.8966218924 N/A DIR CORP DE N 1 Eurex N/A Long Euro-Bund 10yr 6% BBG013ZHNPC2 2022-09-08 6620880 EUR 338786 N N N Chicago Board of Trade N/A 000000000 -83 NC USD -10054671.88 -2.8181285333 N/A DIR CORP US N 1 Chicago Board of Trade N/A Short US 10yr 6% BBG0141PVN80 2022-09-21 -10054671.88 USD -364438.34 N N N Chicago Board of Trade N/A 000000000 -1 NC USD -144000 -0.0403603930 N/A DIR CORP US N 1 Chicago Board of Trade N/A Short US 20yr 6% BBG0141PVMN5 2022-09-21 -144000 USD -2691.06 N N N Chicago Board of Trade N/A 000000000 48 NC USD 6300000 1.7657671947 N/A DIR CORP US N 1 Chicago Board of Trade N/A Long US 10YR 6% BBG0141PVRB7 2022-09-21 6300000 USD 84789.05 N N N Chicago Board of Trade N/A 000000000 1 NC USD 158312.5 0.0443719078 N/A DIR CORP US N 1 Chicago Board of Trade N/A Long US 30yr 6.00% BBG0141PVQY4 2022-09-21 158312.5 USD 3116.55 N N N ICE Futures Europe N/A 000000000 -13 NC -1870955.07 -0.5243922358 N/A DIR CORP GB N 1 ICE Futures Europe N/A Short UK 10yr 4.0 % BBG0149PYVY2 2022-09-30 -1536340 GBP -101421.72 N N N Chicago Board of Trade N/A 000000000 -150 NC USD -17058984.38 -4.7813007927 N/A DIR CORP US N 1 Chicago Board of Trade N/A Short US 5yr 6% SIMSCI 2022-10-05 -17058984.38 USD -205606.64 N N N Chicago Board of Trade N/A 000000000 -28 NC USD -5892906.25 -1.6516667521 N/A DIR CORP US N 1 Chicago Board of Trade N/A Short US 2yr 6% BBG0142Q38K7 2022-10-05 -5892906.25 USD -20186.94 N N N Sydney Futures Exchange N/A 000000000 -55 NC -4802319.48 -1.3459965391 N/A DIR CORP AU N 1 Sydney Futures Exchange N/A Short Aust 10yr 6% BBG0161N0S83 2022-09-15 -6873220.83 AUD -156324.88 N N N OPT. ISHS. P 29 21/10/22 N/A 000000000 -1187 NC USD -22553 -0.0063211663 N/A DE CORP US N 1 Chicago Board Options Exchange N/A Put Written iShares Preferred & Income Sec iShares Preferred & Income Sec 100 29.000000000000 USD 2022-10-21 XXXX 35574.03 N N N OPT. ISHS. P 32 21/10/22 N/A 000000000 1187 NC USD 46293 0.0129750255 N/A DE CORP US N 1 Chicago Board Options Exchange N/A Put Purchased iShares Preferred & Income Sec iShares Preferred & Income Sec 100 32.000000000000 USD 2022-10-21 XXXX -86685.61 N N N OPT. ISHS. P 71 21/10/22 N/A 000000000 -1135 NC USD -56750 -0.0159059188 N/A DE CORP US N 1 Chicago Board Options Exchange N/A Put Written iShares iBoxx High Yield Corpo iShares iBoxx High Yield Corpo 100 71.000000000000 USD 2022-10-21 XXXX 110058.03 N N N OPT. ISHS. P 75 21/10/22 N/A 000000000 1135 NC USD 136200 0.0381742051 N/A DE CORP US N 1 Chicago Board Options Exchange N/A Put Purchased iShares iBoxx High Yield Corpo iShares iBoxx High Yield Corpo 100 75.000000000000 USD 2022-10-21 XXXX -185038.09 N N N OPT. IRONSO C 2.5 16/9/22 N/A 000000000 206 NC USD 28840 0.0080832898 N/A DE CORP US N 1 Chicago Board Options Exchange N/A Call Purchased Ironsource Ltd Ironsource Ltd 100 2.500000000000 USD 2022-09-16 XXXX 6864.09 N N N OPT. TWITTE P 30 21/10/22 N/A 000000000 97 NC USD 13677 0.0038333965 N/A DE CORP US N 1 Chicago Board Options Exchange N/A Put Purchased Twitter Inc Twitter Inc 100 30.000000000000 USD 2022-10-21 XXXX -8268.99 N N N OPT. UNITY C 40 18/11/22 N/A 000000000 12 NC USD 7320 0.0020516533 N/A DE CORP US N 1 Chicago Board Options Exchange N/A Call Purchased Unity Software Inc Unity Software Inc 100 40.000000000000 USD 2022-11-18 XXXX 1412.65 N N N OPT. UNITY C 40 21/10/22 N/A 000000000 29 NC USD 13920 0.0039015047 N/A DE CORP US N 1 Chicago Board Options Exchange N/A Call Purchased Unity Software Inc Unity Software Inc 100 40.000000000000 USD 2022-10-21 XXXX -5908.43 N N N OPT. ZENDESK P 70 16/9/22 N/A 000000000 4 NC USD 300 0.0000840842 N/A DE CORP US N 1 Chicago Board Options Exchange N/A Put Purchased Zendesk Inc Zendesk Inc 100 70.000000000000 USD 2022-09-16 XXXX -2.72 N N N UPHEALTH INC N/A 000000000 254 NC USD 20.27 0.0000056813 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE N/A Call Purchased UPHEALTH INC UPHEALTH INC 1 11.500000000000 USD 2024-07-01 XXXX 20.27 N N N OIS_CCP USD RCV SOFR1D PAY 3.209% 21-SEP-2027 N/A 000000000 490000 OU NOTIONAL USD -17765.69 -0.0049793766 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 USD 0.000000000000 USD 490000 USD -17765.69 N N N IRS KRW RCV 3.617% PAY KWCDC3M 21-SEP-2027 N/A 000000000 160936000 OU NOTIONAL 3946.84 0.0011062223 N/A DIR CORP KR N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 KRW 0.000000000000 KRW 160936000 KRW 3946.84 N N N IRS_CCP CAD RCV CDOR3M PAY 3.604% 21-SEP-2027 N/A 000000000 620000 OU NOTIONAL -14372.88 -0.0040284381 N/A DIR CORP CA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 CAD 0.000000000000 CAD 620000 CAD -14372.88 N N N OIS_CCP USD RCV SOFR1D PAY 2.9605% 21-SEP-2027 N/A 000000000 410000 OU NOTIONAL USD -10097.23 -0.0028300567 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 USD 0.000000000000 USD 410000 USD -10097.23 N N N OIS_CCP GBP RCV 2.575% PAY SONIA1D 21-SEP-2027 N/A 000000000 320000 OU NOTIONAL 6873.50 0.0019265081 N/A DIR CORP GB N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 GBP 0.000000000000 GBP 320000 GBP 6873.50 N N N IRS_CCP PLN RCV WIBOR6M PAY 6.715% 21-SEP-2027 N/A 000000000 1140000 OU NOTIONAL -11594.29 -0.0032496535 N/A DIR CORP PL N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 PLN 0.000000000000 PLN 1140000 PLN -11594.29 N N N IRS_CCP PLN RCV WIBOR6M PAY 7.01% 21-SEP-2027 N/A 000000000 1460000 OU NOTIONAL -18663.63 -0.0052310517 N/A DIR CORP PL N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 PLN 0.000000000000 PLN 1460000 PLN -18663.63 N N N OIS_CCP GBP RCV 2.782% PAY SONIA1D 21-SEP-2027 N/A 000000000 300000 OU NOTIONAL 9969.00 0.0027941164 N/A DIR CORP GB N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 GBP 0.000000000000 GBP 300000 GBP 9969.00 N N N OIS_CCP USD RCV SOFR1D PAY 2.6295% 21-SEP-2027 N/A 000000000 160000 OU NOTIONAL USD -1462.00 -0.0004097701 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 USD 0.000000000000 USD 160000 USD -1462.00 N N N IRS_CCP ZAR RCV 8.32% PAY JIBAR3M 21-SEP-2027 N/A 000000000 4360000 OU NOTIONAL 3266.06 0.0009154130 N/A DIR CORP ZA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 ZAR 0.000000000000 ZAR 4360000 ZAR 3266.06 N N N IRS_CCP PLN RCV WIBOR6M PAY 6.935% 21-SEP-2027 N/A 000000000 1080000 OU NOTIONAL -13088.53 -0.0036684598 N/A DIR CORP PL N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 PLN 0.000000000000 PLN 1080000 PLN -13088.53 N N N OIS_CCP GBP RCV 2.611% PAY SONIA1D 21-SEP-2027 N/A 000000000 240000 OU NOTIONAL 5645.55 0.0015823376 N/A DIR CORP GB N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 GBP 0.000000000000 GBP 240000 GBP 5645.55 N N N OIS_CCP GBP RCV 2.3775% PAY SONIA1D 21-SEP-2027 N/A 000000000 220000 OU NOTIONAL 2259.09 0.0006331789 N/A DIR CORP GB N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 GBP 0.000000000000 GBP 220000 GBP 2259.09 N N N IRS_CCP PLN RCV WIBOR6M PAY 6.46% 21-SEP-2027 N/A 000000000 1370000 OU NOTIONAL -10839.21 -0.0030380193 N/A DIR CORP PL N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 PLN 0.000000000000 PLN 1370000 PLN -10839.21 N N N IRS_CCP AUD RCV 3.795% PAY BBSW6M 21-SEP-2027 N/A 000000000 280000 OU NOTIONAL 4814.95 0.0013495366 N/A DIR CORP AU N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 AUD 0.000000000000 AUD 280000 AUD 4814.95 N N N IRS_CCP HKD RCV 2.965% PAY HIBOR3M 21-SEP-2027 N/A 000000000 720000 OU NOTIONAL 859.32 0.0002408506 N/A DIR CORP HK N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 HKD 0.000000000000 HKD 720000 HKD 859.32 N N N IRS_CCP HKD RCV 2.99% PAY HIBOR3M 21-SEP-2027 N/A 000000000 880000 OU NOTIONAL 1181.13 0.0003310477 N/A DIR CORP HK N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 HKD 0.000000000000 HKD 880000 HKD 1181.13 N N N OIS_CCP GBP RCV 2.48316% PAY SONIA1D 21-SEP-2027 N/A 000000000 220000 OU NOTIONAL 3578.60 0.0010030118 N/A DIR CORP GB N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 GBP 1570.500000000000 GBP 220000 GBP 2028.75 N N N IRS_CCP AUD RCV 3.854% PAY BBSW6M 21-SEP-2027 N/A 000000000 260000 OU NOTIONAL 4965.67 0.0013917805 N/A DIR CORP AU N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 AUD 0.000000000000 AUD 260000 AUD 4965.67 N N N IRS_CCP ZAR RCV 8.5% PAY JIBAR3M 21-SEP-2027 N/A 000000000 5780000 OU NOTIONAL 6901.50 0.0019343559 N/A DIR CORP ZA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 ZAR 0.000000000000 ZAR 5780000 ZAR 6901.50 N N N IRS_CCP ZAR RCV 8.39% PAY JIBAR3M 21-SEP-2027 N/A 000000000 4460000 OU NOTIONAL 4112.70 0.0011527096 N/A DIR CORP ZA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 ZAR 0.000000000000 ZAR 4460000 ZAR 4112.70 N N N IRS_CCP PLN RCV WIBOR6M PAY 6.665% 21-SEP-2027 N/A 000000000 1220000 OU NOTIONAL -11867.62 -0.0033262626 N/A DIR CORP PL N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 PLN 0.000000000000 PLN 1220000 PLN -11867.62 N N N IRS_CCP HKD RCV 3.0785% PAY HIBOR3M 21-SEP-2027 N/A 000000000 1610000 OU NOTIONAL 3008.38 0.0008431903 N/A DIR CORP HK N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 HKD 0.000000000000 HKD 1610000 HKD 3008.38 N N N OIS_CCP SGD RCV SIBCS1D PAY 2.625% 21-SEP-2027 N/A 000000000 369000 OU NOTIONAL -2225.65 -0.0006238063 N/A DIR CORP SG N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 SGD 0.000000000000 SGD 369000 SGD -2225.65 N N N OIS_CCP SGD RCV SIBCS1D PAY 2.6325% 21-SEP-2027 N/A 000000000 451000 OU NOTIONAL -2835.28 -0.0007946737 N/A DIR CORP SG N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 SGD 0.000000000000 SGD 451000 SGD -2835.28 N N N IRS_CCP HKD RCV 3.095% PAY HIBOR3M 21-SEP-2027 N/A 000000000 1610000 OU NOTIONAL 3166.39 0.0008874774 N/A DIR CORP HK N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 HKD 0.000000000000 HKD 1610000 HKD 3166.39 N N N OIS_CCP GBP RCV 2.4885% PAY SONIA1D 21-SEP-2027 N/A 000000000 180000 OU NOTIONAL 2982.51 0.0008359394 N/A DIR CORP GB N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 GBP 0.000000000000 GBP 180000 GBP 2982.51 N N N OIS_CCP GBP RCV 2.5055% PAY SONIA1D 21-SEP-2027 N/A 000000000 190000 OU NOTIONAL 3331.56 0.0009337713 N/A DIR CORP GB N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 GBP 0.000000000000 GBP 190000 GBP 3331.56 N N N IRS_CCP EUR RCV 1.804% PAY EURIB6M 21-SEP-2027 N/A 000000000 340000 OU NOTIONAL 7437.06 0.0020844629 N/A DIR CORP XX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 EUR 0.000000000000 EUR 340000 EUR 7437.06 N N N OIS_CCP SGD RCV SIBCS1D PAY 2.615% 21-SEP-2027 N/A 000000000 380000 OU NOTIONAL -2162.70 -0.0006061627 N/A DIR CORP SG N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 SGD 0.000000000000 SGD 380000 SGD -2162.70 N N N IRS_CCP PLN RCV WIBOR6M PAY 6.53% 21-SEP-2027 N/A 000000000 1420000 OU NOTIONAL -12115.22 -0.0033956600 N/A DIR CORP PL N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 PLN 0.000000000000 PLN 1420000 PLN -12115.22 N N N OIS_CCP SGD RCV SIBCS1D PAY 2.651% 21-SEP-2027 N/A 000000000 380000 OU NOTIONAL -2628.09 -0.0007366024 N/A DIR CORP SG N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 SGD 0.000000000000 SGD 380000 SGD -2628.09 N N N IRS_CCP ZAR RCV 8.6025% PAY JIBAR3M 21-SEP-2027 N/A 000000000 4700000 OU NOTIONAL 6802.76 0.0019066810 N/A DIR CORP ZA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 ZAR 0.000000000000 ZAR 4700000 ZAR 6802.76 N N N IRS_CCP PLN RCV WIBOR6M PAY 6.4425% 21-SEP-2027 N/A 000000000 1670000 OU NOTIONAL -12953.89 -0.0036307229 N/A DIR CORP PL N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 PLN 0.000000000000 PLN 1670000 PLN -12953.89 N N N IRS_CCP HKD RCV 3.13% PAY HIBOR3M 21-SEP-2027 N/A 000000000 1950000 OU NOTIONAL 4240.99 0.0011886668 N/A DIR CORP HK N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 HKD 0.000000000000 HKD 1950000 HKD 4240.99 N N N OIS_CCP SGD RCV SIBCS1D PAY 2.67% 21-SEP-2027 N/A 000000000 650000 OU NOTIONAL -4915.50 -0.0013777188 N/A DIR CORP SG N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 SGD 0.000000000000 SGD 650000 SGD -4915.50 N N N IRS_CCP AUD RCV 3.976% PAY BBSW6M 21-SEP-2027 N/A 000000000 410000 OU NOTIONAL 9443.36 0.0026467897 N/A DIR CORP AU N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 AUD 0.000000000000 AUD 410000 AUD 9443.36 N N N OIS_CCP SGD RCV SIBCS1D PAY 2.64% 21-SEP-2027 N/A 000000000 290000 OU NOTIONAL -1742.20 -0.0004883047 N/A DIR CORP BR N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 SGD 0.000000000000 SGD 290000 SGD -1742.20 N N N IRS_CCP CAD RCV CDOR3M PAY 3.2145% 21-SEP-2027 N/A 000000000 420000 OU NOTIONAL -3825.34 -0.0010721682 N/A DIR CORP CA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 CAD 0.000000000000 CAD 420000 CAD -3825.34 N N N IRS_CCP SEK RCV STBOR3M PAY 2.5125% 21-SEP-2027 N/A 000000000 3400000 OU NOTIONAL -2784.25 -0.0007803710 N/A DIR CORP SE N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 SEK 0.000000000000 SEK 3400000 SEK -2784.25 N N N IRS_CCP SEK RCV STBOR3M PAY 2.797% 21-SEP-2027 N/A 000000000 2620000 OU NOTIONAL -5588.80 -0.0015664317 N/A DIR CORP SE N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 SEK 0.000000000000 SEK 2620000 SEK -5588.80 N N N IRS_CCP ZAR RCV 8.425% PAY JIBAR3M 21-SEP-2027 N/A 000000000 6480000 OU NOTIONAL 6535.99 0.0018319106 N/A DIR CORP ZA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 ZAR 0.000000000000 ZAR 6480000 ZAR 6535.99 N N N IRS_CCP CAD RCV CDOR3M PAY 3.264% 21-SEP-2027 N/A 000000000 440000 OU NOTIONAL -4794.49 -0.0013438021 N/A DIR CORP CA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 CAD 0.000000000000 CAD 440000 CAD -4794.49 N N N IRS_CCP SEK RCV STBOR3M PAY 2.535% 21-SEP-2027 N/A 000000000 2490000 OU NOTIONAL -2297.85 -0.0006440426 N/A DIR CORP SE N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 SEK 0.000000000000 SEK 2490000 SEK -2297.85 N N N IRS KRW RCV 3.13% PAY KWCDC3M 21-SEP-2027 N/A 000000000 757230000 OU NOTIONAL 5186.70 0.0014537309 N/A DIR CORP KR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2027-09-21 0.000000000000 KRW 0.000000000000 KRW 757230000 KRW 5186.70 N N N IRS KRW RCV 3.24% PAY KWCDC3M 21-SEP-2027 N/A 000000000 532580000 OU NOTIONAL 5774.13 0.0016183761 N/A DIR CORP KR N 2 BANK OF AMERICA, N.A. N/A Y 2027-09-21 0.000000000000 KRW 0.000000000000 KRW 532580000 KRW 5774.13 N N N OIS_CCP GBP RCV 2.532% PAY SONIA1D 21-SEP-2027 N/A 000000000 280000 OU NOTIONAL 5330.85 0.0014941333 N/A DIR CORP GB N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 GBP 0.000000000000 GBP 280000 GBP 5330.85 N N N RPI_CCP EUR RCV CPTFE1D PAY 2.05195% 15-FEB-2032 N/A 000000000 350000 OU NOTIONAL 32287.34 0.0090495120 N/A DIR CORP XX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2032-02-15 0.000000000000 EUR 529.240000000000 EUR 350000 EUR 31779.63 N N N IRS_CCP EUR RCV 1.04683% PAY EURIB6M 21-SEP-2027 N/A 000000000 700000 OU NOTIONAL -10968.61 -0.0030742876 N/A DIR CORP XX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 -1697.180000000000 EUR 0.000000000000 EUR 700000 EUR -9374.76 N N N IRS_CCP EUR RCV 0.98006% PAY EURIB6M 21-SEP-2027 N/A 000000000 680000 OU NOTIONAL -12906.52 -0.0036174460 N/A DIR CORP XX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 -2141.160000000000 EUR 0.000000000000 EUR 680000 EUR -10896.62 N N N IRS_CCP EUR RCV 1.3035% PAY EURIB6M 21-SEP-2027 N/A 000000000 230000 OU NOTIONAL -676.86 -0.0001897107 N/A DIR CORP XX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 EUR 0.000000000000 EUR 230000 EUR -676.86 N N N IRS_CCP HKD RCV 2.855% PAY HIBOR3M 21-SEP-2027 N/A 000000000 1045000 OU NOTIONAL 563.52 0.0001579437 N/A DIR CORP HK N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 HKD 0.000000000000 HKD 1045000 HKD 563.52 N N N IRS_CCP HKD RCV 2.845% PAY HIBOR3M 21-SEP-2027 N/A 000000000 585000 OU NOTIONAL 280.67 0.0000786663 N/A DIR CORP HK N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 HKD 0.000000000000 HKD 585000 HKD 280.67 N N N IRS_CCP HKD RCV 2.892% PAY HIBOR3M 21-SEP-2027 N/A 000000000 2270000 OU NOTIONAL 1723.66 0.0004831083 N/A DIR CORP HK N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 HKD 0.000000000000 HKD 2270000 HKD 1723.66 N N N IRS_CCP EUR RCV 1.26429% PAY EURIB6M 21-SEP-2027 N/A 000000000 100000 OU NOTIONAL -488.70 -0.0001369731 N/A DIR CORP XX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 -278.360000000000 EUR 0.000000000000 EUR 100000 EUR -225.86 N N N IRS_CCP EUR RCV 1.516% PAY EURIB6M 21-SEP-2027 N/A 000000000 370000 OU NOTIONAL 2809.65 0.0007874901 N/A DIR CORP XX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 EUR 0.000000000000 EUR 370000 EUR 2809.65 N N N IRS_CCP EUR RCV 1.50613% PAY EURIB6M 21-SEP-2027 N/A 000000000 170000 OU NOTIONAL 1207.71 0.0003384976 N/A DIR CORP XX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 EUR 444.070000000000 EUR 170000 EUR 785.40 N N N IRS_CCP HKD RCV 3.1% PAY HIBOR3M 21-SEP-2027 N/A 000000000 2000000 OU NOTIONAL 3992.89 0.0011191292 N/A DIR CORP HK N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 HKD 0.000000000000 HKD 2000000 HKD 3992.89 N N N IRS_CCP HKD RCV 3.094% PAY HIBOR3M 21-SEP-2027 N/A 000000000 2000000 OU NOTIONAL 3921.50 0.0010991200 N/A DIR CORP HK N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 HKD 0.000000000000 HKD 2000000 HKD 3921.50 N N N IRS_CCP PLN RCV WIBOR6M PAY 5.995% 21-SEP-2027 N/A 000000000 490000 OU NOTIONAL -1858.67 -0.0005209490 N/A DIR CORP PL N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 PLN 0.000000000000 PLN 490000 PLN -1858.67 N N N IRS_CCP EUR RCV 1.5375% PAY EURIB6M 21-SEP-2027 N/A 000000000 380000 OU NOTIONAL 3290.65 0.0009223051 N/A DIR CORP XX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 EUR 0.000000000000 EUR 380000 EUR 3290.65 N N N IRS_CCP CAD RCV CDOR3M PAY 3.273% 21-SEP-2027 N/A 000000000 400000 OU NOTIONAL -4488.73 -0.0012581035 N/A DIR CORP CA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 CAD 0.000000000000 CAD 400000 CAD -4488.73 N N N IRS_CCP ZAR RCV 7.84% PAY JIBAR3M 21-SEP-2027 N/A 000000000 760000 OU NOTIONAL -332.41 -0.0000931680 N/A DIR CORP ZA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 ZAR 0.000000000000 ZAR 760000 ZAR -332.41 N N N IRS_CCP CAD RCV CDOR3M PAY 3.369% 21-SEP-2027 N/A 000000000 670000 OU NOTIONAL -9842.72 -0.0027587226 N/A DIR CORP CA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 CAD 0.000000000000 CAD 670000 CAD -9842.72 N N N IRS_CCP EUR RCV 2.372% PAY EURIB6M 21-SEP-2027 N/A 000000000 240000 OU NOTIONAL 12008.95 0.0033658746 N/A DIR CORP XX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 EUR 0.000000000000 EUR 240000 EUR 12008.95 N N N IRS_CCP ZAR RCV 8.3375% PAY JIBAR3M 21-SEP-2027 N/A 000000000 5040000 OU NOTIONAL 3993.49 0.0011192974 N/A DIR CORP ZA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 ZAR 0.000000000000 ZAR 5040000 ZAR 3993.49 N N N OIS_CCP USD RCV SOFR1D PAY 3.299% 21-SEP-2027 N/A 000000000 110000 OU NOTIONAL USD -4451.50 -0.0012476687 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 USD 0.000000000000 USD 110000 USD -4451.50 N N N IRS_CCP MXN RCV TIIE28D PAY 9.505% 15-SEP-2027 N/A 000000000 6590000 OU NOTIONAL -17362.65 -0.0048664123 N/A DIR CORP MX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-15 0.000000000000 MXN 0.000000000000 MXN 6590000 MXN -17362.65 N N N IRS_CCP EUR RCV 2.335% PAY EURIB6M 21-SEP-2027 N/A 000000000 300000 OU NOTIONAL 14460.79 0.0040530776 N/A DIR CORP XX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 EUR 0.000000000000 EUR 300000 EUR 14460.79 N N N IRS_CCP EUR RCV 1.609% PAY EURIB6M 21-SEP-2027 N/A 000000000 310000 OU NOTIONAL 3783.53 0.0010604497 N/A DIR CORP XX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 EUR 0.000000000000 EUR 310000 EUR 3783.53 N N N OIS_CCP SGD RCV SIBCS1D PAY 3.135% 21-SEP-2027 N/A 000000000 275000 OU NOTIONAL -6429.72 -0.0018021252 N/A DIR CORP SG N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 SGD 0.000000000000 SGD 275000 SGD -6429.72 N N N IRS_CCP CAD RCV CDOR3M PAY 3.934% 21-SEP-2027 N/A 000000000 370000 OU NOTIONAL -12989.28 -0.0036406420 N/A DIR CORP CA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 CAD 0.000000000000 CAD 370000 CAD -12989.28 N N N IRS_CCP ZAR RCV 8.46% PAY JIBAR3M 21-SEP-2027 N/A 000000000 5130000 OU NOTIONAL 5618.15 0.0015746579 N/A DIR CORP ZA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 ZAR 0.000000000000 ZAR 5130000 ZAR 5618.15 N N N OIS_CCP GBP RCV 2.8735% PAY SONIA1D 21-SEP-2027 N/A 000000000 330000 OU NOTIONAL 12679.93 0.0035539372 N/A DIR CORP GB N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 GBP 0.000000000000 GBP 330000 GBP 12679.93 N N N IRS_CCP MXN RCV TIIE28D PAY 9.075% 15-SEP-2027 N/A 000000000 7730000 OU NOTIONAL -13718.41 -0.0038450029 N/A DIR CORP MX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-15 0.000000000000 MXN 0.000000000000 MXN 7730000 MXN -13718.41 N N N RPI_CCP EUR RCV CPTFE1D PAY 2.736% 15-JUN-2032 N/A 000000000 390000 OU NOTIONAL -8739.38 -0.0024494779 N/A DIR CORP XX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2032-06-15 0.000000000000 EUR 0.000000000000 EUR 390000 EUR -8739.38 N N N IRS_CCP MXN RCV TIIE28D PAY 9.175% 15-SEP-2027 N/A 000000000 6850000 OU NOTIONAL -13526.68 -0.0037912647 N/A DIR CORP MX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-15 0.000000000000 MXN 0.000000000000 MXN 6850000 MXN -13526.68 N N N IRS_CCP MXN RCV TIIE28D PAY 9.065% 15-SEP-2027 N/A 000000000 6840000 OU NOTIONAL -12002.14 -0.0033639659 N/A DIR CORP MX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-15 0.000000000000 MXN 0.000000000000 MXN 6840000 MXN -12002.14 N N N OIS_CCP GBP RCV 2.5255% PAY SONIA1D 21-SEP-2027 N/A 000000000 60000 OU NOTIONAL 1120.18 0.0003139646 N/A DIR CORP GB N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 GBP 0.000000000000 GBP 60000 GBP 1120.18 N N N IRS_CCP HKD RCV 3.02% PAY HIBOR3M 21-SEP-2027 N/A 000000000 1985000 OU NOTIONAL 3018.45 0.0008460127 N/A DIR CORP HK N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 HKD 0.000000000000 HKD 1985000 HKD 3018.45 N N N IRS_CCP MXN RCV TIIE28D PAY 8.965% 15-SEP-2027 N/A 000000000 6810000 OU NOTIONAL -10587.49 -0.0029674671 N/A DIR CORP MX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-15 0.000000000000 MXN 0.000000000000 MXN 6810000 MXN -10587.49 N N N IRS_CCP HKD RCV 3.04% PAY HIBOR3M 21-SEP-2027 N/A 000000000 1985000 OU NOTIONAL 3254.56 0.0009121897 N/A DIR CORP HK N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 HKD 0.000000000000 HKD 1985000 HKD 3254.56 N N N IRS_CCP PLN RCV WIBOR6M PAY 6.295% 21-SEP-2027 N/A 000000000 1170000 OU NOTIONAL -7546.95 -0.0021152630 N/A DIR CORP PL N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 PLN 0.000000000000 PLN 1170000 PLN -7546.95 N N N IRS_CCP PLN RCV WIBOR6M PAY 6.23% 21-SEP-2027 N/A 000000000 1050000 OU NOTIONAL -6168.40 -0.0017288823 N/A DIR CORP PL N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 PLN 0.000000000000 PLN 1050000 PLN -6168.40 N N N IRS_CCP EUR RCV 1.512% PAY EURIB6M 21-SEP-2027 N/A 000000000 370000 OU NOTIONAL 2736.24 0.0007669147 N/A DIR CORP XX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 EUR 0.000000000000 EUR 370000 EUR 2736.24 N N N IRS_CCP PLN RCV WIBOR6M PAY 6.32% 21-SEP-2027 N/A 000000000 1210000 OU NOTIONAL -8072.90 -0.0022626765 N/A DIR CORP PL N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 PLN 0.000000000000 PLN 1210000 PLN -8072.90 N N N IRS_CCP ZAR RCV 8% PAY JIBAR3M 21-SEP-2027 N/A 000000000 5940000 OU NOTIONAL -248.79 -0.0000697310 N/A DIR CORP ZA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 ZAR 0.000000000000 ZAR 5940000 ZAR -248.79 N N N IRS_CCP MXN RCV TIIE28D PAY 9.04% 15-SEP-2027 N/A 000000000 1050000 OU NOTIONAL -1789.94 -0.0005016853 N/A DIR CORP MX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-15 0.000000000000 MXN 0.000000000000 MXN 1050000 MXN -1789.94 N N N IRS_CCP EUR RCV 1.76238% PAY EURIB6M 21-SEP-2027 N/A 000000000 410000 OU NOTIONAL 8122.10 0.0022764663 N/A DIR CORP XX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 EUR 1633.330000000000 EUR 410000 EUR 6555.58 N N N IRS_CCP EUR RCV 1.778% PAY EURIB6M 21-SEP-2027 N/A 000000000 190000 OU NOTIONAL 3911.06 0.0010961939 N/A DIR CORP XX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 EUR 0.000000000000 EUR 190000 EUR 3911.06 N N N IRS_CCP ZAR RCV 8.08% PAY JIBAR3M 21-SEP-2027 N/A 000000000 5160000 OU NOTIONAL 804.24 0.0002254128 N/A DIR CORP ZA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 ZAR 0.000000000000 ZAR 5160000 ZAR 804.24 N N N OIS_CCP USD RCV SOFR1D PAY 3.1645% 21-SEP-2027 N/A 000000000 350000 OU NOTIONAL USD -11960.90 -0.0033524071 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 USD 0.000000000000 USD 350000 USD -11960.90 N N N OIS_CCP SGD RCV SIBCS1D PAY 3.127% 21-SEP-2027 N/A 000000000 275000 OU NOTIONAL -6354.88 -0.0017811490 N/A DIR CORP SG N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 SGD 0.000000000000 SGD 275000 SGD -6354.88 N N N 2022-08-26 Morningstar Funds Trust Marc Peirce Marc Peirce Director Mutual Fund Compliance XXXX