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Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 163492.50000000 USD -9246.88000000 N N N QIAGEN NV 54930036WK3GMCN17Z57 000000000 1867.00000000 NS USD 93107.29000000 0.043436492381 Long EC CORP NL N 1 N N N Hilton Worldwide Holdings Inc 549300HVGPK36ICB0B89 43300A203 935.00000000 NS USD 118146.60000000 0.055117852649 Long EC CORP US N 1 N N N Four Corners Property Trust Inc 549300SVTPZPBDVNER42 35086T109 3388.00000000 NS USD 87850.84000000 0.040984248841 Long EC US N 1 N N N WP Carey Inc 54930042CRNE713E3Q67 92936U109 402.00000000 NS USD 31416.30000000 0.014656359084 Long EC US N 1 N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 2490674.85000000 PA USD 2490674.85000000 1.161951756370 Long RA CORP US N 2 Repurchase N 1.80000000 2023-01-03 2761000.00000000 USD 2540595.85000000 USD UST N N N United States Steel Corp JNLUVFYJT1OZSIQ24U47 912909108 1064.00000000 NS USD 26653.20000000 0.012434273607 Long EC CORP US N 1 N N N Morgan Stanley & Co. 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LLC 9R7GPTSO7KV3UQJZQ078 Ford Motor Co Ford Motor Co Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 193097.11000000 USD 24100.35000000 N N N Italian Derivatives Market N/A 000000000 2.00000000 NC -6234.89000000 -0.00290870620 N/A DE IT N 2 Italian Derivatives Market N/A Long FTSE/MIB Index Futures STH3 Index 2023-03-17 242895.00000000 EUR -6234.89000000 N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939U106 388.00000000 NS USD 36378.88000000 0.016971506140 Long EC CORP US N 1 N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875P101 408.00000000 NS USD 52844.16000000 0.024652902616 Long EC CORP US N 1 N N N 3M Co LUZQVYP4VS22CLWDAR65 88579Y101 1704.00000000 NS USD 204343.68000000 0.095330587964 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 54435.69000000 OU Notional Amount USD 3734.20000000 0.001742082170 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Fiverr International Ltd. Fiverr International Ltd. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 54435.69000000 USD 3734.20000000 N N N Lakeland Bancorp Inc 549300NF90LR9ETZDR73 511637100 65949.00000000 NS USD 1161361.89000000 0.541799539938 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 188137.47000000 OU Notional Amount USD 47663.52000000 0.022236026022 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Designer Brands Inc Designer Brands Inc Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 188137.47000000 USD 47663.52000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 210464.65000000 OU Notional Amount USD 12953.46000000 0.006043059212 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Enviva, Inc. Enviva, Inc. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 210464.65000000 USD 12953.46000000 N N N Morgan Stanley & Co. 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Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 45582.80000000 USD -6689.52000000 N N N Olin Corp 549300GKK294V7W57P06 680665205 1899.00000000 NS USD 100533.06000000 0.046900768938 Long EC CORP US N 1 N N N CVR Energy Inc 529900SOYZIXZBTXB558 12662P108 1703.00000000 NS USD 53372.02000000 0.024899160313 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 53029.76000000 OU Notional Amount USD -2780.33000000 -0.00129708192 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Southern Co. Southern Co. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 53029.76000000 USD -2780.33000000 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 2598.00000000 NS USD 117507.54000000 0.054819717832 Long EC CORP US N 1 N N N Easterly Government Properties Inc 549300ERMCEFC6S8HL77 27616P103 1989.00000000 NS USD 28383.03000000 0.013241275375 Long EC US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 165849.50000000 OU Notional Amount USD -1905.52000000 -0.00088896481 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Annaly Capital Management, Inc. Annaly Capital Management, Inc. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 165849.50000000 USD -1905.52000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 111772.56000000 OU Notional Amount USD -2295.17000000 -0.00107074466 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 RCI Hospitality Holdings Inc RCI Hospitality Holdings Inc Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 111772.56000000 USD -2295.17000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -3.00000000 NC USD 7672.50000000 0.003579381247 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Zinc Futures LXH3 COMDTY 2023-03-13 -230910.00000000 USD 7672.50000000 N N N Morgan Stanley & Co. 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LLC 9R7GPTSO7KV3UQJZQ078 000000000 146842.56000000 OU Notional Amount USD 31487.27000000 0.014689468069 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Sunnova Energy International Inc Sunnova Energy International Inc Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 146842.56000000 USD 31487.27000000 N N N NextEra Energy Partners LP 5493008F4ZOQFNG3WN54 65341B106 1382.00000000 NS USD 96864.38000000 0.045189253214 Long EC CORP US N 1 N N N ZIM Integrated Shipping Services Ltd 21380089EIJRELKAIL21 000000000 4760.00000000 NS USD 81824.40000000 0.038172788910 Long EC CORP IL N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 169408.68000000 OU Notional Amount USD 5562.26000000 0.002594910281 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 JPMorgan Chase & Co JPMorgan Chase & Co Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 169408.68000000 USD 5562.26000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 161032.10000000 OU Notional Amount USD 12483.82000000 0.005823962359 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Blackstone, Inc. Blackstone, Inc. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 161032.10000000 USD 12483.82000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 8.00000000 NC USD -1013.00000000 -0.00047258562 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Primary Aluminum Futures LAH2 COMDTY 2023-03-13 475415.00000000 USD -1013.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 200739.00000000 OU Notional Amount USD 3270.78000000 0.001525887076 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 NextEra Energy, Inc. NextEra Energy, Inc. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 200739.00000000 USD 3270.78000000 N N N PPL Corp 9N3UAJSNOUXFKQLF3V18 69351T106 1371.00000000 NS USD 40060.62000000 0.018689114627 Long EC CORP US N 1 N N N Exelon Corp 3SOUA6IRML7435B56G12 30161N101 811.00000000 NS USD 35059.53000000 0.016356001852 Long EC CORP US N 1 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 -43.00000000 NC 8064.99000000 0.003762486016 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Short Montreal Exchange 10 Year Canadian Bond Futures CNH3 Comdty 2023-03-22 -5280570.00000000 CAD 8064.99000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 98495.40000000 OU Notional Amount USD -1542.47000000 -0.00071959442 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Meta Platforms, Inc. Meta Platforms, Inc. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 98495.40000000 USD -1542.47000000 N N N Commodities Exchange Center N/A 000000000 45.00000000 NC USD 8808.86000000 0.004109516883 N/A DCO US N 1 Commodities Exchange Center N/A Long COMEX Copper Futures HGH3 Comdty 2023-03-29 4278003.64000000 USD 8808.86000000 N N N Cintas Corp N/A 172908105 398.00000000 NS USD 179744.76000000 0.083854678815 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 74998.76000000 OU Notional Amount USD 9984.00000000 0.004657744199 N/A DE US N 1 Morgan Stanley & Co. 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LLC 9R7GPTSO7KV3UQJZQ078 Energy Transfer LP Energy Transfer LP Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 182243.82000000 USD 10339.73000000 N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494103 1242.00000000 NS USD 77314.50000000 0.036068826514 Long EC CORP US N 1 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 48.00000000 NC USD -108120.00000000 -0.05044023466 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long ICE U.S. mini MSCI EAFE Index Futures MFSH3 Index 2023-03-17 4786680.00000000 USD -108120.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 347720.69000000 OU Notional Amount USD 87524.48000000 0.040831995096 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Avis Budget Group Inc Avis Budget Group Inc Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 347720.69000000 USD 87524.48000000 N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887109 778.00000000 NS USD 197845.40000000 0.092299004833 Long EC CORP US N 1 N N N Ingredion Inc PKSTQ48QDN0XSVS7YK88 457187102 934.00000000 NS USD 91466.62000000 0.042671085612 Long EC CORP US N 1 N N N Bain Capital Specialty Finance Inc 549300V2JL72R0EYBK64 05684B107 7005.00000000 NS USD 83359.50000000 0.038888945072 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 68257.35000000 OU Notional Amount USD 8884.00000000 0.004144571260 N/A DE US N 1 Morgan Stanley & Co. 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LLC 9R7GPTSO7KV3UQJZQ078 10X Genomics Inc 10X Genomics Inc Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 82345.80000000 USD 5000.89000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 19.00000000 NC USD -252546.10000000 -0.11781802207 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-Mini NASDAQ 100 Index Futures NQH3 Index 2023-03-17 4441001.10000000 USD -252546.10000000 N N N MITSUBISHI TST&BNK C N/A 60683DCE7 5000000.00000000 PA USD 5006112.45000000 2.335455852000 Long STIV CORP US N 2 2023-05-17 Variable 5.28000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 79178.88000000 OU Notional Amount USD -1364.74000000 -0.00063667966 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Abbott Laboratories Abbott Laboratories Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 79178.88000000 USD -1364.74000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 181197.10000000 OU Notional Amount USD 64518.10000000 0.030099039066 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Tellurian Inc Tellurian Inc Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 181197.10000000 USD 64518.10000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 45742.50000000 OU Notional Amount USD 5879.76000000 0.002743030652 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 DISH Network Corp DISH Network Corp Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 45742.50000000 USD 5879.76000000 N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836108 718.00000000 NS USD 51150.32000000 0.023862690934 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 179301.21000000 OU Notional Amount USD 24244.65000000 0.011310634806 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Snap Inc Snap Inc Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 179301.21000000 USD 24244.65000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 06052TS68 5000000.00000000 PA USD 5007247.45000000 2.335985353169 Long STIV CORP US N 2 2023-04-12 Fixed 5.05000000 N N N N N N Trane Technologies PLC 549300BURLR9SLYY2705 000000000 640.00000000 NS USD 107577.60000000 0.050187193750 Long EC CORP IE N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 54903.30000000 OU Notional Amount USD -1584.25000000 -0.00073908566 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Agnico Eagle Mines Ltd Agnico Eagle Mines Ltd Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 54903.30000000 USD -1584.25000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 60.00000000 NC USD -31500.00000000 -0.01469540687 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Three-Month SOFR Futures SFRM3 Comdty 2023-09-19 14287500.00000000 USD -31500.00000000 N N N American States Water Co 529900L26LIS2V8PWM23 029899101 1081.00000000 NS USD 100046.55000000 0.046673801877 Long EC CORP US N 1 N N N Pinnacle West Capital Corp TWSEY0NEDUDCKS27AH81 723484101 374.00000000 NS USD 28438.96000000 0.013267367886 Long EC CORP US N 1 N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036P108 453.00000000 NS USD 104982.75000000 0.048976642114 Long EC CORP US N 1 N N N AECOM 0EEB8GF0W0NPCIHZX097 00766T100 3246.00000000 NS USD 275682.78000000 0.128611765771 Long EC CORP US N 1 N N N Willis Towers Watson PLC 549300WHC56FF48KL350 000000000 723.00000000 NS USD 176831.34000000 0.082495507630 Long EC CORP IE N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 397.00000000 NC -281003.70000000 -0.13109408591 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex Stoxx Europe 600 Futures SXOH3 Index 2023-03-17 8680895.00000000 EUR -281003.70000000 N N N NorthWestern Corp 3BPWMBHR1R9SHUN7J795 668074305 545.00000000 NS USD 32340.30000000 0.015087424352 Long EC CORP US N 1 N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 000000000 2181.00000000 NS USD 139584.00000000 0.065118846790 Long EC CORP IE N 1 N N N Wendy's Co/The 529900M0JIUCMWVKHG76 95058W100 6741.00000000 NS USD 152548.83000000 0.071167210344 Long EC CORP US N 1 N N N Morgan Stanley & Co. 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LLC 9R7GPTSO7KV3UQJZQ078 LyondellBasell Industries NV LyondellBasell Industries NV Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 34684.08000000 USD 922.53000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 48765.00000000 OU Notional Amount USD 7183.41000000 0.003351210562 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Palantir Technologies, Inc. Palantir Technologies, Inc. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 48765.00000000 USD 7183.41000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 59904.00000000 OU Notional Amount USD 6895.04000000 0.003216679944 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Sleep Number Corp Sleep Number Corp Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 59904.00000000 USD 6895.04000000 N N N Morgan Stanley & Co. 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