NPORT-P false 0000804239 XXXXXXXX S000035781 C000147405 C000109626 SEI INSTITUTIONAL MANAGED TRUST 811-04878 0000804239 9FTE3UO0Y1HGMNV0D371 2 OLIVER STREET BOSTON 02109 8003455734 SIMT Multi-Asset Inflation Managed Fund S000035781 VR4A14E2HCR37V0WEJ03 2020-09-30 2020-06-30 N 1151991973.59 366485289.19 785506684.40 0.00000000 133689170.68000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 102822655.77000000 USD N FACEBOOK, INC. BQ4BKCS1HXDV9HN80Z93 30303M102 10268.00000000 NS USD 2331554.76000000 0.296821759292 Long EC US N 1 N N N N/A N/A N/A -26.00000000 NC USD -1022840.00000000 -0.13021404149 N/A DCO GB N 1 GOLDMAN, SACHS & CO. N/A Short Crude Oil WTI CRUDE Sep 2020 2020-08-22 -1043219.26000000 USD 20379.26000000 N N N FLOWERS FOODS, INC. 7YNCQQNDK8FBM9BBTK25 343498101 5807.00000000 NS USD 129844.52000000 0.016530033744 Long EC US N 1 N N N DIGITAL REALTY TRUST, INC. 549300HKCZ31D08NEI41 253868103 4702.00000000 NS USD 668201.22000000 0.085066267833 Long EC US N 1 N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826C839 5908.00000000 NS USD 1141248.36000000 0.145288179294 Long EC US N 1 N N N N/A N/A N/A 4.00000000 NC USD 307224.00000000 0.039111570417 N/A DCO GB N 1 GOLDMAN, SACHS & CO. N/A Long Nickel LME NICKEL FUTURE Sep 2020 2020-09-17 297194.84000000 USD 10029.16000000 N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AT3 820000.00000000 PA USD 911365.11000000 0.116022578559 Long DBT NUSS JP N 2 2023-11-26 Fixed 4.40000000 N N N N N N N/A N/A N/A 53.00000000 NC USD 1165337.50000000 0.148354880123 N/A DCO US N 1 MORGAN STANLEY & CO, INC N/A Long Wheat WHEAT FUTURE(Consolidated) Sep 2020 2020-09-17 1232325.27000000 USD -66987.77000000 N N N DENTSPLY SIRONA INC. 9NHEHR1SOZCYXDO8HO28 24906P109 2904.00000000 NS USD 127950.24000000 0.016288879845 Long EC US N 1 N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBL5 855000.00000000 PA USD 877500.03000000 0.111711338353 Long DBT CORP US N 2 2023-04-15 Fixed 1.57100000 N N N N N N USANA HEALTH SCIENCES, INC. 549300YTURXE814MAH96 90328M107 500.00000000 NS USD 36715.00000000 0.004674053159 Long EC US N 1 N N N COLONY CAPITAL, INC. 549300XG87L902AGBO89 19626G108 14866.00000000 NS USD 35678.40000000 0.004542087382 Long EC US N 1 N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081103 52604.00000000 NS USD 1720150.80000000 0.218986144123 Long EC US N 1 N N N CERNER CORPORATION 549300L4UJ40IEVVI304 156782104 3514.00000000 NS USD 240884.70000000 0.030666155334 Long EC US N 1 N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FAK7 573000.00000000 PA USD 624296.93000000 0.079476972303 Long DBT CORP US Y 2 2028-09-15 Fixed 4.11000000 N N N N N N KEURIG DR PEPPER INC. DYTQ8KRTKO7Y2BVU5K74 49271V100 6885.00000000 NS USD 195534.00000000 0.024892722606 Long EC US N 1 N N N CARETRUST REIT, INC. 5493001NVXE2B9GPLU96 14174T107 2300.00000000 NS USD 39468.00000000 0.005024527579 Long EC US N 1 N N N Inversiones CMPC S.A. N/A P58072AG7 389000.00000000 PA USD 406398.53000000 0.051737119246 Long DBT NUSS CL N 2 2023-05-15 Fixed 4.37500000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BB8 1137000.00000000 PA USD 1141104.87000000 0.145269912104 Long DBT CORP US N 2 2020-09-01 Fixed 2.55000000 N N N N N N N/A N/A N/A -40262875.00000000 PA USD -40262875.00000000 -5.12572022614 Short RA US N 2 Reverse repurchase N 1.62000000 2050-12-31 40262875.00000000 USD 41068132.50000000 USD UST N N N N/A N/A N/A -38930000.00000000 PA USD -38930000.00000000 -4.95603675603 Short RA US N 2 Reverse repurchase N 0.12000000 2050-12-31 38930000.00000000 USD 39708600.00000000 USD UST N N N IRON MOUNTAIN INCORPORATED SQL3F6CKNNBM3SQGHX24 46284V101 6557.00000000 NS USD 171137.70000000 0.021786918354 Long EC US N 1 N N N United States of America N/A N/A 46.00000000 NC USD 10158093.75000000 1.293189981923 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US 2-YEAR NOTE (Globex) Sep 2020 2020-10-03 10157431.58000000 USD 662.17000000 N N N ACADIA REALTY TRUST N/A 004239109 3727.00000000 NS USD 48376.46000000 0.006158631232 Long EC US N 1 N N N N/A N/A N/A -79.00000000 NC USD -1737012.50000000 -0.22113274584 N/A DCO US N 1 GOLDMAN, SACHS & CO. N/A Short Wheat WHEAT FUTURE(Consolidated) Sep 2020 2020-09-17 -1730723.80000000 USD -6288.70000000 N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBJ8 552000.00000000 PA USD 601297.18000000 0.076548957754 Long DBT CORP US N 2 2025-04-06 Fixed 3.19400000 N N N N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884L109 16498.00000000 NS USD 196326.20000000 0.024993574707 Long EC US N 1 N N N Mirati Therapeutics Inc 529900GYRW59IDQV6N54 60468T105 100.00000000 NS USD 11417.00000000 0.001453456759 Long EC US N 1 N N N CIT GROUP INC. N8O96ZZJQRFYQUJY7K79 125581GW2 476000.00000000 PA USD 493155.04000000 0.062781775100 Long DBT CORP US N 2 2025-03-07 Fixed 5.25000000 N N N N N N TELADOC HEALTH, INC. 549300I2PVFBC9MFAC61 87918A105 700.00000000 NS USD 133588.00000000 0.017006602572 Long EC US N 1 N N N N/A N/A N/A 98.00000000 NC USD 3898440.00000000 0.496296222224 N/A DCO GB N 1 MORGAN STANLEY & CO, INC N/A Long Crude Oil WTI CRUDE Jan 2021 2020-12-21 3312216.68000000 USD 586223.32000000 N N N ALIGN TECHNOLOGY, INC. 549300N5YSE0U3LCP840 016255101 901.00000000 NS USD 247270.44000000 0.031479100676 Long EC US N 1 N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599105 63186.00000000 NS USD 1156303.80000000 0.147204832621 Long EC US N 1 N N N Freddie Mac N/A 3137G0QQ5 450000.00000000 PA USD 452214.59000000 0.057569795264 Long DBT USGA US N 2 2030-03-25 Floating 2.66825160 N N N N N N REYNOLDS CONSUMER PRODUCTS INC. N/A 76171L106 1300.00000000 NS USD 45162.00000000 0.005749410017 Long EC US N 1 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGE3 1200000.00000000 PA USD 1242916.88000000 0.158231228923 Long DBT CORP US N 2 2023-01-20 Fixed 3.12400000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828B25 25920000.00000000 PA USD 29995315.50000000 3.818594557589 Long DBT USGA US N 2 2024-01-15 Fixed 0.62500000 N N N N N N EQUITY RESIDENTIAL 5493008RACSH5EP3PI59 29476L107 7468.00000000 NS USD 439267.76000000 0.055921581410 Long EC US N 1 N N N ANSYS, INC. 549300VJV8H15Z5FJ571 03662Q105 301.00000000 NS USD 87810.73000000 0.011178864768 Long EC US N 1 N N N N/A N/A N/A 111.00000000 NC USD 1945275.00000000 0.247645887505 N/A DCO US N 1 MORGAN STANLEY & CO, INC N/A Long Corn Corn Future Dec 2020 2020-12-16 1905577.36000000 USD 39697.64000000 N N N AGILENT TECHNOLOGIES, INC. QUIX8Y7A2WP0XRMW7G29 00846U101 2936.00000000 NS USD 259454.32000000 0.033030186140 Long EC US N 1 N N N Inversiones CMPC S.A. 549300G475ACIABB4385 P58072AL6 1080000.00000000 PA USD 1152900.00000000 0.146771507219 Long DBT NUSS CL N 2 2027-04-04 Fixed 4.37500000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XBC7 75000.00000000 PA USD 76333.52000000 0.009717742893 Long DBT CORP US N 2 2023-07-03 Fixed 3.87500000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC 5493002SQ1AVQBY41K40 928668BC5 485000.00000000 PA USD 500703.31000000 0.063742717909 Long DBT CORP DE Y 2 2022-05-13 Fixed 2.90000000 N N N N N N HUDSON PACIFIC PROPERTIES, INC. N/A 444097109 3482.00000000 NS USD 87607.12000000 0.011152943920 Long EC US N 1 N N N CABLE ONE, INC. 549300648QS85T0XSH18 12685J105 -100.00000000 NS USD -177485.00000000 -0.02259497003 Short EC US N 1 N N N CHASE MORTGAGE FINANCE CORPORATION N/A 161631AS5 118577.86500000 PA USD 87054.56000000 0.011082599515 Long ABS-MBS US N 2 2037-07-25 Fixed 6.00000000 N N N N N N L STREET SECURITIES N/A 949771AG4 124718.04400000 PA USD 99645.10000000 0.012685455385 Long ABS-MBS US N 2 2025-11-25 Floating 5.68450080 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AU4 444000.00000000 PA USD 529345.20000000 0.067389012787 Long DBT CORP BE N 2 2060-06-01 Fixed 4.60000000 N N N N N N CADENCE DESIGN SYSTEMS, INC. GCT7RXJOGLXPV0NXZY22 127387108 782.00000000 NS USD 75040.72000000 0.009553161225 Long EC US N 1 N N N THE ANDERSONS, INC. L38MWB8MVRFV7HVJPU11 034164103 1500.00000000 NS USD 20640.00000000 0.002627603355 Long EC US N 1 N N N BFLD TRUST N/A 054970AL2 332000.00000000 PA USD 295414.23000000 0.037608111537 Long ABS-MBS US N 2 2034-10-15 Floating 2.02362840 N N N N N N CENTURYLINK, INC. 8M3THTGWLTYZVE6BBY25 156700106 14215.00000000 NS USD 142576.45000000 0.018150889461 Long EC US N 1 N N N NATIONAL BEVERAGE CORP. 549300O9MZIQJI8TGV17 635017106 800.00000000 NS USD 48816.00000000 0.006214587471 Long EC US N 1 N N N Apple Hospitality REIT, Inc. 549300EVZAR0FBZO4F16 03784Y200 8014.00000000 NS USD 77415.24000000 0.009855452733 Long EC US N 1 N N N PPG INDUSTRIES, INC. 549300BKPEP01R3V6C59 693506107 -3684.00000000 NS USD -390725.04000000 -0.04974178422 Short EC US N 1 N N N Republica del Peru 254900STKLK2DBJJZ530 715638DE9 254000.00000000 PA USD 264160.00000000 0.033629249151 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.39200000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46644YAU4 1091680.00000000 PA USD 1204086.69000000 0.153287898615 Long ABS-MBS US N 2 2048-08-15 Fixed 3.80140000 N N N N N N BRK: JPMORGAN CHASE BANK, N.A. N/A N/A 1460320000.00000000 NC 64418.83000000 0.008200927029 N/A DIR XX N 2 BRK: JPMORGAN CHASE BANK, N.A. N/A Y 2029-12-13 0.00000000 JPY 0.00000000 JPY -1460320000.00000000 JPY 64418.83000000 N N N DRIL-QUIP, INC. 5299007REICYIJNMW197 262037104 3288.00000000 NS USD 97949.52000000 0.012469597260 Long EC US N 1 N N N Federal National Mortgage Association N/A 30711XDK7 636269.27210000 PA USD 650145.67000000 0.082767681410 Long DBT USGA US N 2 2029-01-25 Floating 4.63449960 N N N N N N ATRION CORPORATION N/A 049904105 100.00000000 NS USD 63701.00000000 0.008109542702 Long EC US N 1 N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287Y109 16925.00000000 NS USD 1661696.50000000 0.211544539722 Long EC US N 1 N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAR2 146000.00000000 PA USD 150658.86000000 0.019179831692 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162100 5740.00000000 NS USD 1353836.40000000 0.172351989726 Long EC US N 1 N N N CSC HOLDINGS, LLC 3HG2WD2W22M120IUNG49 126307AF4 160000.00000000 PA USD 167953.60000000 0.021381562160 Long DBT CORP US N 2 2021-11-15 Fixed 6.75000000 N N N N N N Mylan N.V. 549300A0CD4KNFGIIS89 N59465109 7087.00000000 NS USD 113958.96000000 0.014507700858 Long EC US N 1 N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813109 4557.00000000 NS USD 392357.70000000 0.049949632230 Long EC US N 1 N N N Freddie Mac N/A 3134GUZ86 1000000.00000000 PA USD 1000557.21000000 0.127377300520 Long DBT USGA US N 2 2023-01-13 Fixed 1.80000000 N N N N N N ALNYLAM PHARMACEUTICALS, INC. 529900S3ZI14OWRJII50 02043Q107 1201.00000000 NS USD 177880.11000000 0.022645270057 Long EC US N 1 N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RCY8 930000.00000000 PA USD 936392.82000000 0.119208765322 Long ABS-MBS US N 2 2024-09-20 Fixed 3.70000000 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION N/A 3133EKLN4 1500000.00000000 PA USD 1502847.42000000 0.191322040899 Long DBT USGA US N 2 2022-05-16 Floating 0.42005880 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWM2 728000.00000000 PA USD 756325.21000000 0.096285012593 Long DBT CORP US N 2 2023-07-24 Fixed 2.90500000 N N N N N N Federal Home Loan Banks N/A 3130AGWU5 1500000.00000000 PA USD 1502541.03000000 0.191283035503 Long DBT USGA US N 2 2024-08-21 Fixed 2.00000000 N N N N N N ELECTRONIC ARTS INC. 549300O7A67PUEYKDL45 285512109 2183.00000000 NS USD 288265.15000000 0.036697988155 Long EC US N 1 N N N EBAY INC. OML71K8X303XQONU6T67 278642103 -8191.00000000 NS USD -429617.95000000 -0.05469309918 Short EC US N 1 N N N EXTRA SPACE STORAGE INC. N/A 30225T102 2481.00000000 NS USD 229169.97000000 0.029174795651 Long EC US N 1 N N N SPOK HOLDINGS, INC. 549300HXXANIVN2ICC89 84863T106 3900.00000000 NS USD 36465.00000000 0.004642226568 Long EC US N 1 N N N COCA-COLA FEMSA, S.A.B. DE C.V. 5493008KEVFYPMGTXO33 191241AH1 326000.00000000 PA USD 344849.60000000 0.043901548751 Long DBT CORP MX N 2 2030-01-22 Fixed 2.75000000 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272W109 1713.00000000 NS USD 81350.37000000 0.010356419826 Long EC US N 1 N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46642CBJ8 900000.00000000 PA USD 971719.20000000 0.123706038318 Long ABS-MBS US N 2 2047-07-15 Fixed 3.80460000 N N N N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585A102 43771.00000000 NS USD 1636159.98000000 0.208293578208 Long EC US N 1 N N N CEMEX S.A.B. de C.V. 549300RIG2CXWN6IV731 151290BW2 274000.00000000 PA USD 278384.00000000 0.035440054875 Long DBT NUSS MX Y 2 2027-06-05 Fixed 7.37500000 N N N N N N BRIXMOR PROPERTY GROUP INC. 5299007UXW6Y0W2EGZ95 11120U105 6467.00000000 NS USD 82906.94000000 0.010554581093 Long EC US N 1 N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523100 3557.00000000 NS USD 667471.05000000 0.084973312545 Long EC US N 1 N N N N/A N/A N/A 48.00000000 NC USD 2128200.00000000 0.270933404166 N/A DCO GB N 1 GOLDMAN, SACHS & CO. N/A Long Lead LME LEAD FUTURE Sep 2020 2020-09-17 2010398.96000000 USD 117801.04000000 N N N COMMVAULT SYSTEMS, INC. 65T5VRP62VXG39YFML83 204166102 1200.00000000 NS USD 46440.00000000 0.005912107550 Long EC US N 1 N N N CATALENT, INC. N/A 148806102 1756.00000000 NS USD 128714.80000000 0.016386213199 Long EC US N 1 N N N Banco de Credito del Peru 549300EQYQ8SCQZ4BY14 05971U2C0 445000.00000000 PA USD 441217.50000000 0.056169795720 Long DBT NUSS PE Y 2 2030-07-01 Fixed 3.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828X39 11489000.00000000 PA USD 12288309.14000000 1.564379958063 Long DBT USGA US N 2 2022-04-15 Fixed 0.12500000 N N N N N N CENTRAL GARDEN & PET COMPANY 5493004DVZLD37DJ0H83 153527205 1500.00000000 NS USD 50685.00000000 0.006452523066 Long EC US N 1 N N N IROBOT CORPORATION 5493009PRNKOUKBAT390 462726100 -1047.00000000 NS USD -87843.30000000 -0.01118301113 Short EC US N 1 N N N EASTERLY GOVERNMENT PROPERTIES, INC. 549300ERMCEFC6S8HL77 27616P103 1975.00000000 NS USD 45662.00000000 0.005813063199 Long EC US N 1 N N N SONOCO PRODUCTS COMPANY GKOMIK4RDJGHEF0VNP11 835495102 -1300.00000000 NS USD -67977.00000000 -0.00865390471 Short EC US N 1 N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056107 -5396.00000000 NS USD -404430.20000000 -0.05148653831 Short EC US N 1 N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 02146TAR8 332660.47680000 PA USD 257262.35000000 0.032751134409 Long ABS-MBS US N 2 2036-08-25 Fixed 5.75000000 N N N N N N HENRY SCHEIN, INC. VGO3WGL8H45T73F4RR92 806407102 1503.00000000 NS USD 87760.17000000 0.011172428159 Long EC US N 1 N N N LAS VEGAS SANDS CORP. 549300DUOO1KXOHPM605 517834107 -10282.00000000 NS USD -468242.28000000 -0.05961022220 Short EC US N 1 N N N AVANTOR, INC. 5493003VM0XB4U8YD238 05352A100 2200.00000000 NS USD 37400.00000000 0.004761258018 Long EC US N 1 N N N N/A N/A N/A -35.00000000 NC USD -1065400.00000000 -0.13563220035 N/A DCO US N 1 GOLDMAN, SACHS & CO. N/A Short Cotton Cotton No. 2 Future Dec 2020 2020-12-11 -1047792.50000000 USD -17607.50000000 N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 G84228CQ9 412000.00000000 PA USD 425266.40000000 0.054139119175 Long DBT NUSS GB N 2 2169-04-02 Fixed 7.50000000 N N N Y Y STANDARD CHARTERED PLC GBP XXXX N N N WESTERN DIGITAL CORPORATION 549300QQXOOYEF89IC56 958102105 -2086.00000000 NS USD -92096.90000000 -0.01172452148 Short EC US N 1 N N N ASHLAND GLOBAL HOLDINGS INC. 529900E4L9R04SB8HB11 044186104 -351.00000000 NS USD -24254.10000000 -0.00308770128 Short EC US N 1 N N N LGI HOMES, INC. 549300W02B4WNV8CV109 50187T106 -772.00000000 NS USD -67959.16000000 -0.00865163356 Short EC US N 1 N N N B&G FOODS, INC. 549300TRW1LZMDJZAQ78 05508R106 2329.00000000 NS USD 56781.02000000 0.007228585208 Long EC US N 1 N N N VICI PROPERTIES INC. 254900RKH6RY9KCJQH63 925652109 8300.00000000 NS USD 167577.00000000 0.021333618583 Long EC US N 1 N N N LKQ CORPORATION DS830JTTZQN6GK0I2E41 501889208 -5105.00000000 NS USD -133751.00000000 -0.01702735351 Short EC US N 1 N N N N/A N/A CDS978649 -825000.00000000 NC USD -416302.73000000 -0.05299798693 N/A DCR XX N 2 BRK: CITIGROUP GLOBAL MARKETS INC. N/A Y 2063-05-11 0.00000000 USD -116783.33000000 USD -825000.00000000 USD -299519.40000000 N N N Essential Utilities, Inc. 549300ILTEOF3E3QY357 29670G102 2003.00000000 NS USD 84606.72000000 0.010770973905 Long EC US N 1 N N N PAPA JOHN'S INTERNATIONAL, INC. HZYLD3DK5XOX0WBVNB56 698813102 -400.00000000 NS USD -31764.00000000 -0.00404375935 Short EC US N 1 N N N TECH DATA CORPORATION 549300EK847TAWPJWF34 878237106 -589.00000000 NS USD -85405.00000000 -0.01087260002 Short EC US N 2 N N N DANA INCORPORATED KVWHW7YLZPFJM8QYNJ51 235825205 -12823.00000000 NS USD -156312.37000000 -0.01989955949 Short EC US N 1 N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 26078JAB6 690000.00000000 PA USD 756307.27000000 0.096282728717 Long DBT CORP US N 2 2023-11-15 Fixed 4.20500000 N N N N N N CAL-MAINE FOODS, INC. 549300NHE5WMIEIEMF53 128030202 1150.00000000 NS USD 51152.00000000 0.006511975138 Long EC US N 1 N N N MARRIOTT VACATIONS WORLDWIDE CORPORATION 549300WA6BT5H4F7IO94 57164Y107 -1270.00000000 NS USD -104406.70000000 -0.01329163736 Short EC US N 1 N N N NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST N/A 63875FAA4 313352.00000000 PA USD 307080.60000000 0.039093314684 Long ABS-MBS US N 2 2036-07-15 Floating 1.68363000 N N N N N N BRK: MACQUARIE BANK LIMITED N/A N/A 36265.91060000 NC USD 8486.28000000 0.001080357451 N/A DE US N 2 BRK: MACQUARIE BANK LIMITED N/A Y 2020-07-04 0.00000000 USD 0.00000000 USD -2904757.95000000 USD 8486.28000000 N N N THE SIMPLY GOOD FOODS COMPANY N/A 82900L102 1700.00000000 NS USD 31586.00000000 0.004021098817 Long EC US N 1 N N N Rubicon Project Inc 54930018FR2YX1HHSB02 78112V102 -4000.00000000 NS USD -26680.00000000 -0.00339653379 Short EC US N 1 N N N N/A N/A CDS857131 -254000.00000000 NC USD -79480.34000000 -0.01011835310 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2063-05-11 0.00000000 USD -31829.93000000 USD -254000.00000000 USD -47650.41000000 N N N HEALTHPEAK PROPERTIES, INC. PZ9HF5U52KPF0MH0QN75 42250P103 13108.00000000 NS USD 361256.48000000 0.045990248991 Long EC GB N 1 N N N ICU MEDICAL, INC. 5493003NRW7LS2QZRH60 44930G107 324.00000000 NS USD 59716.44000000 0.007602282855 Long EC US N 1 N N N N/A N/A N/A 110.00000000 NC USD 27500.00000000 0.003500925013 N/A DIR GB N 1 RBC CAPITAL N/A Put Purchased N/A Put Option 30 Jul 2020 on WTI CRUDE Aug 2020 110000.00000000 30.00000000 USD 2020-07-19 XXXX -40460.20000000 N N N PC CONNECTION, INC. 5299005WPRNIXDV2KM73 69318J100 -1000.00000000 NS USD -46360.00000000 -0.00590192304 Short EC US N 1 N N N Grocery Outlet Holding Corp N/A 39874R101 2000.00000000 NS USD 81600.00000000 0.010388199313 Long EC US N 1 N N N MGE ENERGY, INC. N/A 55277P104 1400.00000000 NS USD 90314.00000000 0.011497546971 Long EC US N 1 N N N ROYAL GOLD, INC. 5493001NGRU6SFL04184 780287108 -760.00000000 NS USD -94483.20000000 -0.01202831266 Short EC US N 1 N N N BRK: MORGAN STANLEY N/A N/A 2717000.00000000 NC USD -293499.44000000 -0.03736434658 N/A DIR XX N 2 BRK: MORGAN STANLEY N/A Y 2025-08-04 0.00000000 USD 0.00000000 USD -2717000.00000000 USD -293499.44000000 N N N OUTFRONT MEDIA INC. 549300RZWDYU5722I639 69007J106 3922.00000000 NS USD 55574.74000000 0.007075018087 Long EC US N 1 N N N LEGGETT & PLATT, INCORPORATED DKOVQUCDW4ZLYCUD4T55 524660107 -6108.00000000 NS USD -214696.20000000 -0.02733219261 Short EC US N 1 N N N Gaming and Leisure Properties, Inc. 5493006GWRDBCZYWTM57 36467J108 4056.00000000 NS USD 140337.60000000 0.017865869608 Long EC US N 1 N N N Ultragenyx Pharmaceutical Inc 529900EV44GVDN1DCX77 90400D108 476.00000000 NS USD 37232.72000000 0.004739962210 Long EC US N 1 N N N VARIAN MEDICAL SYSTEMS, INC. TK3LAKL7I0QNTCVWSY07 92220P105 1202.00000000 NS USD 147269.04000000 0.018748286033 Long EC US N 1 N N N LUMENTUM HOLDINGS INC. 549300JLWRRC38DWEF52 55024U109 -700.00000000 NS USD -57001.00000000 -0.00725659006 Short EC US N 1 N N N HILL-ROM HOLDINGS, INC. JLZ01A0E2071OH26RE45 431475102 951.00000000 NS USD 104400.78000000 0.013290883715 Long EC US N 1 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122108 22108.00000000 NS USD 1299950.40000000 0.165491958988 Long EC US N 1 N N N N/A N/A CDS878196 -16000.00000000 NC USD -5006.64000000 -0.00063737713 N/A DCR XX N 2 BRK: GOLDMAN SACHS N/A Y 2063-05-11 0.00000000 USD -1416.55000000 USD -16000.00000000 USD -3590.09000000 N N N IRONWOOD PHARMACEUTICALS, INC. 549300PC8MR6QHH6P296 46333X108 2400.00000000 NS USD 24768.00000000 0.003153124027 Long EC US N 1 N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 74460D109 2625.00000000 NS USD 503711.25000000 0.064125647814 Long EC US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBD4 167000.00000000 PA USD 194979.09000000 0.024822079031 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N THE SCOTTS MIRACLE-GRO COMPANY 2TH9E0JTOUXOEGI2R879 810186106 -700.00000000 NS USD -94129.00000000 -0.01198322075 Short EC US N 1 N N N STAMPS.COM INC. 5299008VAXLEGU4Y4038 852857200 -400.00000000 NS USD -73476.00000000 -0.00935396241 Short EC US N 1 N N N Iovance Biotherapeutics Inc N/A 462260100 1400.00000000 NS USD 38430.00000000 0.004892383573 Long EC US N 1 N N N CHAMPIONX CORPORATION 549300EP2909K6DYYP38 15872M104 7500.00000000 NS USD 73200.00000000 0.009318825855 Long EC US N 1 N N N Federal National Mortgage Association N/A 3136ATV27 1887348.05000000 PA USD 392080.89000000 0.049914392555 Long DBT USGA US N 2 2046-10-25 Floating 5.81550120 N N N N N N Village Super Market, Inc. 25490069686XCNNEMQ07 927107409 1700.00000000 NS USD 47124.00000000 0.005999185103 Long EC US N 1 N N N FIRST INVESTORS AUTO OWNER TRUST N/A 32060KAA3 558204.82000000 PA USD 564177.17000000 0.071823344244 Long ABS-MBS US N 2 2025-01-15 Fixed 1.49000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFF6 222000.00000000 PA USD 246273.26000000 0.031352153315 Long DBT CORP US N 2 2027-03-22 Fixed 3.00000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U109 7774.00000000 NS USD 631093.32000000 0.080342196003 Long EC US N 1 N N N THE HOWARD HUGHES CORPORATION 549300BVHY25JZC1KI49 44267D107 909.00000000 NS USD 47222.55000000 0.006011731146 Long EC US N 1 N N N QUIDEL CORPORATION 549300X2FQ6S98OQLQ46 74838J101 400.00000000 NS USD 89496.00000000 0.011393410365 Long EC US N 1 N N N PG&E CORPORATION 8YQ2GSDWYZXO2EDN3511 69331C108 4061.00000000 NS USD 36021.07000000 0.004585711454 Long EC US N 1 N N N N/A N/A N/A -3.00000000 NC USD -590070.00000000 -0.07511966628 N/A DCO US N 1 GOLDMAN, SACHS & CO. N/A Short Palladium Palladium Future Sep 2020 2020-10-01 -628005.16000000 USD 37935.16000000 N N N MARVELL TECHNOLOGY GROUP LTD. 8DF36O58U3QIHUCGZB18 G5876H105 -3999.00000000 NS USD -140204.94000000 -0.01784898114 Short EC US N 1 N N N BRK: MORGAN STANLEY N/A N/A 5760000.00000000 NC USD -288706.50000000 -0.03675417481 N/A DIR XX N 2 BRK: MORGAN STANLEY N/A Y 2050-03-20 0.00000000 USD 0.00000000 USD -5760000.00000000 USD -288706.50000000 N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137L204 -567.00000000 NS USD -15218.28000000 -0.00193738389 Short EC US N 1 N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAV3 900000.00000000 PA USD 935665.25000000 0.119116141031 Long DBT NUSS DK Y 2 2025-12-20 Fixed 3.24400000 N N N N N N BRK: MORGAN STANLEY N/A N/A 1075000.00000000 NC USD -150576.96000000 -0.01916940530 N/A DIR XX N 2 BRK: MORGAN STANLEY N/A Y 2027-07-12 0.00000000 USD 0.00000000 USD -1075000.00000000 USD -150576.96000000 N N N ETSY, INC. 54930089Q7XT501AEA40 29786A106 -1200.00000000 NS USD -127476.00000000 -0.01622850607 Short EC US N 1 N N N QUEST DIAGNOSTICS INCORPORATED 8MCWUBXQ0WE04KMXBX50 74834L100 1133.00000000 NS USD 129116.68000000 0.016437375080 Long EC US N 1 N N N Federal National Mortgage Association N/A 20754HAE8 266496.97870000 PA USD 260655.92000000 0.033183157467 Long ABS-MBS US N 2 2039-07-25 Floating 2.18450160 N N N N N N TELEPHONE AND DATA SYSTEMS, INC. N/A 879433829 1422.00000000 NS USD 28269.36000000 0.003598869438 Long EC US N 1 N N N SPROUTS FARMERS MARKET, INC. 529900P8F4G77Q52XE24 85208M102 3128.00000000 NS USD 80045.52000000 0.010190304117 Long EC US N 1 N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932107 5822.00000000 NS USD 225777.16000000 0.028742869345 Long EC US N 1 N N N PALO ALTO NETWORKS, INC. 549300QXR2YVZV231H43 697435105 296.00000000 NS USD 67982.32000000 0.008654581985 Long EC US N 1 N N N OCEANEERING INTERNATIONAL, INC. 549300L6PH74701W0R30 675232102 9700.00000000 NS USD 61983.00000000 0.007890830368 Long EC US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617474AA9 160000.00000000 PA USD 147071.04000000 0.018723079372 Long DBT CORP US N 2 2168-07-15 Fixed 5.55000000 N N N N N N ZYNGA INC. N/A 98986T108 8200.00000000 NS USD 78228.00000000 0.009958922254 Long EC US N 1 N N N BRK: MORGAN STANLEY N/A N/A 1490000.00000000 NC USD -116218.07000000 -0.01479529993 N/A DIR XX N 2 BRK: MORGAN STANLEY N/A Y 2026-11-08 0.00000000 USD 0.00000000 USD -1490000.00000000 USD -116218.07000000 N N N Freddie Mac N/A 3134GVL48 1500000.00000000 PA USD 1499562.48000000 0.190903847132 Long DBT USGA US N 2 2021-12-09 Floating 0.22500000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654105 -2010.00000000 NS USD -246506.40000000 -0.03138183352 Short EC US N 1 N N N N/A N/A CDS859992 -106000.00000000 NC USD -33168.96000000 -0.00422261969 N/A DCR XX N 2 BRK: CREDIT SUISSE N/A Y 2063-05-11 0.00000000 USD -12990.69000000 USD -106000.00000000 USD -20178.27000000 N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450Y103 3986.00000000 NS USD 694480.78000000 0.088411823068 Long EC US N 1 N N N MAXIM INTEGRATED PRODUCTS, INC. SO0H5YEO14Y4PVKQH532 57772K101 -1556.00000000 NS USD -94309.16000000 -0.01200615626 Short EC US N 1 N N N WEX INC. T9M5IGROL1TL1G5OV478 96208T104 200.00000000 NS USD 33002.00000000 0.004201364629 Long EC US N 1 N N N PNM RESOURCES, INC. 5493003JOBJGLZSDDQ28 69349H107 2252.00000000 NS USD 86566.88000000 0.011020514747 Long EC US N 1 N N N SIMON PROPERTY GROUP, INC. 529900GQL5X8H7AO3T64 828806109 6733.00000000 NS USD 460402.54000000 0.058612173409 Long EC US N 1 N N N BIOTELEMETRY, INC. 549300E1RQ91KHELWN02 090672106 900.00000000 NS USD 40671.00000000 0.005177677136 Long EC US N 1 N N N N/A N/A CDS850364 1045000.00000000 NC USD 203154.50000000 0.025862860754 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2058-09-17 77531.91000000 USD 0.00000000 USD 1045000.00000000 USD 125622.59000000 N N N BIOGEN INC. W8J5WZB5IY3K0NDQT671 09062X103 1714.00000000 NS USD 458580.70000000 0.058380241582 Long EC US N 1 N N N ACTIVISION BLIZZARD, INC. 549300TPQQDBP9GNOF40 00507V109 5673.00000000 NS USD 430580.70000000 0.054815663386 Long EC US N 1 N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAB8 25000.00000000 PA USD 25228.54000000 0.003211753700 Long DBT CORP US N 2 2026-06-01 Fixed 3.75000000 N N N N N N COUNTRYWIDE HOME LOANS INC N/A 12543TAU9 82264.84440000 PA USD 57453.13000000 0.007314149088 Long ABS-MBS US N 2 2036-09-25 Fixed 6.25000000 N N N N N N PRICESMART, INC. 549300JVYOSTGVSDZS46 741511109 2950.00000000 NS USD 177973.50000000 0.022657159198 Long EC US N 1 N N N Federal National Mortgage Association N/A 3136AJWQ5 2550769.38000000 PA USD 649650.35000000 0.082704624021 Long DBT USGA US N 2 2044-04-25 Floating 5.86550160 N N N N N N N/A N/A CDS947387 -132000.00000000 NC USD -66608.44000000 -0.00847967831 N/A DCR XX N 2 BRK: CITIGROUP GLOBAL MARKETS INC N/A Y 2063-05-11 0.00000000 USD -21103.53000000 USD -132000.00000000 USD -45504.91000000 N N N MCKESSON CORPORATION 549300WZWOM80UCFSF54 58155Q103 1553.00000000 NS USD 238261.26000000 0.030332174726 Long EC US N 1 N N N COTY INC. 549300BO9IWPF3S48F93 222070203 5365.00000000 NS USD 23981.55000000 0.003053003936 Long EC US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174467Y9 854000.00000000 PA USD 984730.70000000 0.125362485075 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N CLEVELAND-CLIFFS INC. 549300TM2WLI2BJMDD86 185899101 -8400.00000000 NS USD -46368.00000000 -0.00590294149 Short EC US N 1 N N N WEST PHARMACEUTICAL SERVICES, INC. 5493007NKRGM1RJQ1P16 955306105 551.00000000 NS USD 125170.67000000 0.015935022894 Long EC US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174467X1 171000.00000000 PA USD 199713.51000000 0.025424800828 Long DBT CORP US N 2 2025-11-24 Fixed 5.00000000 N N N N N N KELLOGG COMPANY LONOZNOJYIBXOHXWDB86 487836108 7103.00000000 NS USD 469224.18000000 0.059735224323 Long EC US N 1 N N N METTLER-TOLEDO INTERNATIONAL INC. 5493000BD5GJNUDIUG10 592688105 263.00000000 NS USD 211859.65000000 0.026971081749 Long EC US N 1 N N N FLAGSHIP CREDIT AUTO TRUST N/A 33843NAJ0 545000.00000000 PA USD 567789.28000000 0.072283188835 Long ABS-MBS US N 2 2023-11-15 Fixed 8.56000000 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL SA VBHFXSYT7OG62HNT8T76 06675FAF4 470000.00000000 PA USD 473287.99000000 0.060252573198 Long DBT NUSS FR Y 2 2020-10-15 Fixed 2.75000000 N N N N N N PETRONAS Capital Limited 549300G7YFX3540OYR85 716743AR0 546000.00000000 PA USD 691167.02000000 0.087989960330 Long DBT NUSS MY Y 2 2050-04-21 Fixed 4.55000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 780153AZ5 525000.00000000 PA USD 547811.43000000 0.069739881388 Long DBT NUSS US Y 2 2025-06-01 Fixed 11.50000000 N N N N N N CENTERPOINT ENERGY, INC. 21TPXMRRHFKOBHDC8J74 15189T107 5908.00000000 NS USD 110302.36000000 0.014042192407 Long EC US N 1 N N N N/A N/A N/A -250.00000000 NC USD -12500.00000000 -0.00159132955 N/A DIR US N 1 MARKET AXESS N/A Put Written N/A Put Option 270 Nov 2020 on CORN FUTURE (Globex) Dec 2020 -12500.00000000 270.00000000 USD 2020-11-23 XXXX 8395.00000000 N N N PERKINELMER, INC. 549300IKL1SDPFI7N655 714046109 1352.00000000 NS USD 132617.68000000 0.016883074661 Long EC US N 1 N N N GS MORTGAGE SECURITIES TRUST N/A 36191YAL2 80000.00000000 PA USD 59346.06000000 0.007555131124 Long ABS-MBS US N 2 2044-08-10 Floating 5.38877880 N N N N N N BIO-RAD LABORATORIES, INC. 549300ZC1GPV35XYDK53 090572207 202.00000000 NS USD 91200.98000000 0.011610465169 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828WU0 18200000.00000000 PA USD 20525760.69000000 2.613059964687 Long DBT USGA US N 2 2024-07-15 Fixed 0.12500000 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 2027A0HR3 400000.00000000 PA USD 451521.80000000 0.057481598688 Long DBT NUSS AU Y 2 2025-12-09 Fixed 4.50000000 N N N Y Y COMMONWEALTH BANK OF AUSTRALIA AUD XXXX N N N CORECIVIC, INC. 529900JFA3K6PTLT8B15 21871N101 3867.00000000 NS USD 36195.12000000 0.004607869126 Long EC US N 1 N N N ANTERO MIDSTREAM CORPORATION N/A 03676B102 18500.00000000 NS USD 94350.00000000 0.012011355456 Long EC US N 1 N N N ROKU, INC. 549300KR6ITU0YIR1T71 77543R102 751.00000000 NS USD 87514.03000000 0.011141092970 Long EC US N 1 N N N CHIPOTLE MEXICAN GRILL, INC. N/A 169656105 -748.00000000 NS USD -787165.28000000 -0.10021114977 Short EC US N 1 N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A N/A 15800000.00000000 NC USD -109265.89000000 -0.01391024318 N/A DIR XX N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2027-06-05 0.00000000 USD 0.00000000 USD -15800000.00000000 USD -109265.89000000 N N N BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST N/A 05525BAL4 365000.00000000 PA USD 321215.00000000 0.040892713757 Long ABS-MBS US N 2 2037-03-10 Floating 3.65211000 N N N N N N KITE REALTY GROUP TRUST N/A 49803T300 3000.00000000 NS USD 34620.00000000 0.004407346326 Long EC US N 1 N N N ZEBRA TECHNOLOGIES CORPORATION PO0I32GKZ3HZMMDPZZ08 989207105 -650.00000000 NS USD -166367.50000000 -0.02117964153 Short EC US N 1 N N N CABOT OIL & GAS CORPORATION FCNMH6O7VWU7LHXMK351 127097103 25025.00000000 NS USD 429929.50000000 0.054732761482 Long EC US N 1 N N N AMERICAN ASSETS TRUST, INC. N/A 024013104 1635.00000000 NS USD 45518.40000000 0.005794782005 Long EC US N 1 N N N NUCOR CORPORATION 549300GGJCRSI2TIEJ46 670346105 -3965.00000000 NS USD -164190.65000000 -0.02090251467 Short EC US N 1 N N N BridgeBio Pharma, Inc. 54930028YG89VTY2J114 10806X102 100.00000000 NS USD 3261.00000000 0.000415146053 Long EC US N 1 N N N WOLVERINE WORLD WIDE, INC. 549300OVC7PK14LQ8D87 978097103 -3674.00000000 NS USD -87477.94000000 -0.01113649848 Short EC US N 1 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 038461AK5 291000.00000000 PA USD 298018.92000000 0.037939705150 Long DBT NUSS EG Y 2 2022-01-31 Fixed 6.12500000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61691EBA2 835000.00000000 PA USD 918734.47000000 0.116960744987 Long ABS-MBS US N 2 2049-12-15 Fixed 3.59600000 N N N N N N COMM MORTGAGE TRUST N/A 12622DAK0 740000.00000000 PA USD 714092.45000000 0.090908513470 Long ABS-MBS US N 2 2046-07-10 Floating 6.04973160 N N N N N N OPT-IRSLV4407796 N/A SWT100906 -7400000.00000000 NC USD -27831.17000000 -0.00354308506 N/A DIR US N 2 JP MORGAN N/A Call Written N/A N/A 0.00000000 0.00226000 USD 2020-09-23 XXXX 290368.83000000 N N N BRK: MORGAN STANLEY N/A N/A 153850000.00000000 NC -144504.51000000 -0.01839634377 N/A DIR XX N 2 BRK: MORGAN STANLEY N/A Y 2024-08-30 0.00000000 SEK 0.00000000 SEK -153850000.00000000 SEK -144504.51000000 N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29273RAQ2 465000.00000000 PA USD 486591.87000000 0.061946241790 Long DBT CORP US N 2 2022-02-01 Fixed 5.20000000 N N N N N N Federal National Mortgage Association N/A 20753KAB8 230631.81890000 PA USD 227162.61000000 0.028919245948 Long ABS-MBS US N 2 2031-08-25 Floating 2.46825000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFP9 1205000.00000000 PA USD 1334309.96000000 0.169866149645 Long DBT CORP US N 2 2025-04-21 Fixed 3.95000000 N N N N N N WYNDHAM HOTELS & RESORTS, INC. 549300FE3MQ4RVXXC673 98311A105 -2396.00000000 NS USD -102117.52000000 -0.01300021018 Short EC US N 1 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAA9 92000.00000000 PA USD 75844.62000000 0.009655502811 Long DBT CORP US Y 2 2027-11-01 Fixed 3.50000000 N N N N N N BORGWARNER INC. 549300DSFX2IE88NSX47 099724106 -15564.00000000 NS USD -549409.20000000 -0.06994328767 Short EC US N 1 N N N WESCO INTERNATIONAL, INC. 529900TXOGREY3WNJ434 95082P105 -47.94000000 NS USD -1683.17000000 -0.00021427825 Short EC US N 1 N N N THE CLOROX COMPANY 54930044KVSC06Z79I06 189054109 3481.00000000 NS USD 763626.97000000 0.097214573111 Long EC US N 1 N N N ARCH RESOURCES, INC. W47HVZ7Q6FXL86RELH91 03940R107 1200.00000000 NS USD 34092.00000000 0.004340128566 Long EC US N 1 N N N BJ'S WHOLESALE CLUB HOLDINGS, INC. 549300UCIWH1C93V0J03 05550J101 3400.00000000 NS USD 126718.00000000 0.016132007851 Long EC US N 1 N N N SOFI CONSUMER LOAN PROGRAM LLC N/A 78471FAA0 11862.01210000 PA USD 11874.72000000 0.001511727428 Long ABS-MBS US N 2 2025-12-26 Fixed 3.05000000 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787107 10971.00000000 NS USD 1071866.70000000 0.136455452421 Long EC US N 1 N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 12667GQL0 72869.27120000 PA USD 64841.80000000 0.008254773802 Long ABS-MBS US N 2 2035-07-25 Fixed 5.50000000 N N N N N N MONSTER BEVERAGE CORPORATION 52990090AP0E7HCB6F33 61174X109 10431.00000000 NS USD 723076.92000000 0.092052293680 Long EC US N 1 N N N CSG SYSTEMS INTERNATIONAL, INC. 549300D7FJZUOHHXUA81 126349109 1600.00000000 NS USD 66224.00000000 0.008430736658 Long EC US N 1 N N N N/A N/A CDS870811 -1324000.00000000 NC USD -414299.09000000 -0.05274291081 N/A DCR XX N 2 BRK: GOLDMAN SACHS N/A Y 2049-12-31 1559.65000000 USD 0.00000000 USD -1324000.00000000 USD -415858.74000000 N N N SUNOCO LP 54930001NJU8E40NQ561 86765LAN7 257000.00000000 PA USD 255113.62000000 0.032477587405 Long DBT CORP US N 2 2028-03-15 Fixed 5.87500000 N N N N N N TANGER FACTORY OUTLET CENTERS, INC. UKEW8YSXE4Y581KYOL30 875465106 8900.00000000 NS USD 63457.00000000 0.008078479949 Long EC US N 1 N N N OFFICE PROPERTIES INCOME TRUST N/A 67623C109 433.00000000 NS USD 11245.01000000 0.001431561337 Long EC US N 1 N N N ABIOMED, INC. 5493001EZN4ZTB4Z5887 003654100 524.00000000 NS USD 126577.44000000 0.016114113668 Long EC US N 1 N N N NEW JERSEY RESOURCES CORPORATION 549300QKBSQBIX4DQ583 646025106 1972.00000000 NS USD 64385.80000000 0.008196722100 Long EC US N 1 N N N SOFI CONSUMER LOAN PROGRAM LLC N/A 83405LAB6 364396.67160000 PA USD 368033.90000000 0.046853057689 Long ABS-MBS US N 2 2026-09-25 Fixed 2.78000000 N N N N N N Global Blood Therapeutics Inc 549300U4G0QKK99GRT15 37890U108 800.00000000 NS USD 50504.00000000 0.006429480614 Long EC US N 1 N N N Husky Energy Inc. 5493001LRMU2TM8ZZZ78 448055AP8 1047000.00000000 PA USD 1046576.90000000 0.133235899933 Long DBT NUSS CA N 2 2029-04-15 Fixed 4.40000000 N N N N N N DARDEN RESTAURANTS, INC. CY1NFSCCB5GUXC7WZC70 237194105 -4074.00000000 NS USD -308686.98000000 -0.03929781708 Short EC US N 1 N N N TYSON FOODS, INC. WD6L6041MNRW1JE49D58 902494103 8321.00000000 NS USD 496846.91000000 0.063251773647 Long EC US N 1 N N N OPT-IRSLV4407795 N/A SWT100900 7400000.00000000 NC USD 107835.14000000 0.013728099600 N/A DIR US N 2 JP MORGAN N/A Put Purchased N/A N/A 0.00000000 0.01226000 USD 2020-09-23 XXXX -239964.86000000 N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46642NBF2 18012756.51000000 PA USD 512792.56000000 0.065281756372 Long DBT USGA US N 2 2047-09-15 Floating 0.83384280 N N N N N N SOUTHWEST GAS HOLDINGS, INC. N/A 844895102 976.00000000 NS USD 67392.80000000 0.008579532337 Long EC US N 1 N N N Freddie Mac N/A 3137G0EW5 250000.00000000 PA USD 253767.35000000 0.032306198666 Long DBT USGA US N 2 2027-10-25 Floating 3.46825080 N N N N N N MANTECH INTERNATIONAL CORPORATION 5299007N03CAU4SWNR02 564563104 900.00000000 NS USD 61641.00000000 0.007847291592 Long EC US N 1 N N N SITE CENTERS CORP. W2AVA6SODOQ1LCYJQR54 82981J109 4485.00000000 NS USD 36328.50000000 0.004624849249 Long EC US N 1 N N N COOPER TIRE & RUBBER COMPANY DE46ECQ8KH195MRIQN56 216831107 -4908.00000000 NS USD -135509.88000000 -0.01725127012 Short EC US N 1 N N N BROADCOM CORPORATION KFFV4ZWM9DJH1ND3BD89 11134LAH2 486000.00000000 PA USD 525179.46000000 0.066858687574 Long DBT CORP US N 2 2027-01-15 Fixed 3.87500000 N N N N N N N/A N/A N/A 250.00000000 NC USD 43750.00000000 0.005569653431 N/A DIR US N 1 MARKET AXESS N/A Put Purchased N/A Put Option 300 Nov 2020 on CORN FUTURE (Globex) Dec 2020 12500.00000000 300.00000000 USD 2020-11-23 XXXX -25980.00000000 N N N ACADIA PHARMACEUTICALS INC. 529900O3044NO0PEA039 004225108 1000.00000000 NS USD 48470.00000000 0.006170539469 Long EC US N 1 N N N CHURCH & DWIGHT CO., INC. POOXSI30AWAQGYJZC921 171340102 7268.00000000 NS USD 561816.40000000 0.071522803199 Long EC US N 1 N N N State of Israel 213800T8ZHTFZIBYPE21 46513JB42 503000.00000000 PA USD 596739.08000000 0.075968682616 Long DBT NUSS IL N 2 2050-07-03 Fixed 3.87500000 N N N N N N RPM INTERNATIONAL INC. 549300TJCKW4BRXPJ474 749685103 -1828.00000000 NS USD -137209.68000000 -0.01746766548 Short EC US N 1 N N N HAEMONETICS CORPORATION 549300ZEL6TXZS6F5F95 405024100 628.00000000 NS USD 56243.68000000 0.007160178406 Long EC US N 1 N N N GOPRO, INC 549300CQJMLT21SZFL16 38268T103 -8139.00000000 NS USD -38741.64000000 -0.00493205732 Short EC US N 1 N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066G104 -3385.00000000 NS USD -1285995.35000000 -0.16371539231 Short EC US N 1 N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GAQ2 275000.00000000 PA USD 291595.70000000 0.037121988366 Long DBT CORP US Y 2 2022-04-11 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796XE4 2500000.00000000 PA USD 2497344.45000000 0.317927841939 Long DBT UST US N 2 2021-02-25 None 0.00000000 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION N/A 3133EK6V3 2500000.00000000 PA USD 2497909.78000000 0.317999812045 Long DBT USGA US N 2 2022-11-07 Floating 0.38999880 N N N N N N RESMED INC. 529900T3QE5253CCXF22 761152107 1433.00000000 NS USD 275136.00000000 0.035026563804 Long EC US N 1 N N N CYRUSONE INC. 5493006S177ZK2ZNBU43 23283R100 2336.00000000 NS USD 169944.00000000 0.021634952747 Long EC US N 1 N N N BLUEBIRD BIO, INC. N/A 09609G100 597.00000000 NS USD 36440.88000000 0.004639155938 Long EC US N 1 N N N N/A N/A N/A 77.00000000 NC USD 7700.00000000 0.000980259003 N/A DIR US N 1 ROYAL BANK CANADA N/A Put Purchased N/A Put Option 2.2 Aug 2020 on COPPER FUTURE (Consolidated) Sep 2020 19250.00000000 220.00000000 USD 2020-08-29 XXXX -36814.79000000 N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAR5 330000.00000000 PA USD 373755.63000000 0.047581470332 Long DBT CORP US N 2 2027-03-26 Fixed 3.30000000 N N N N N N PTC THERAPEUTICS, INC. 549300UJLWOIWFDGB318 69366J200 700.00000000 NS USD 35518.00000000 0.004521667441 Long EC US N 1 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAT4 335000.00000000 PA USD 343261.83000000 0.043699415525 Long DBT NUSS IT Y 2 2024-06-26 Fixed 5.01700000 N N N N N N THE ENSIGN GROUP, INC. 5493003K4HEEA8Q0BC72 29358P101 1219.00000000 NS USD 51015.15000000 0.006494553262 Long EC US N 1 N N N YUM CHINA HOLDINGS, INC. 529900DO9BYZ7VA3K502 98850P109 -10282.00000000 NS USD -494255.74000000 -0.06292190121 Short EC US N 1 N N N HARLEY-DAVIDSON FINANCIAL SERVICES, INC. RLUFFFFW4GRYU77BTS24 41283LAY1 471000.00000000 PA USD 481658.29000000 0.061318165658 Long DBT CORP US Y 2 2025-06-08 Fixed 3.35000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -47444.21000000 -0.00603994987 N/A DFE US N 2 BROWN BROTHERS N/A 3557341.10000000 CAD 2565062.18000000 USD 2020-08-06 -47444.21000000 N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480100 -1102.00000000 NS USD -214316.96000000 -0.02728391295 Short EC US N 1 N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 V7780T103 -3972.00000000 NS USD -199791.60000000 -0.02543474218 Short EC US N 1 N N N Spire Inc. 549300NXSY15DRY2R511 84857L101 1194.00000000 NS USD 78457.74000000 0.009988169618 Long EC US N 1 N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216100 107564.00000000 NS USD 4805959.52000000 0.611829232703 Long EC US N 1 N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179M103 28333.00000000 NS USD 321296.22000000 0.040903053580 Long EC US N 1 N N N VAREX IMAGING CORPORATION 549300CWYWPVCT8E9W67 92214X106 1200.00000000 NS USD 18180.00000000 0.002314429700 Long EC US N 1 N N N CHESAPEAKE UTILITIES CORPORATION 254900WW0FDCKAOCKE74 165303108 600.00000000 NS USD 50400.00000000 0.006416240752 Long EC US N 1 N N N ACCENTURE PUBLIC LIMITED COMPANY N/A G1151C101 1960.00000000 NS USD 420851.20000000 0.053577036116 Long EC US N 1 N N N BOYD GAMING CORPORATION 254900787YGRYS2A1Z35 103304101 -2081.00000000 NS USD -43492.90000000 -0.00553692296 Short EC US N 1 N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAG8 945000.00000000 PA USD 1004064.88000000 0.127823849235 Long DBT CORP US N 2 2025-07-23 Fixed 4.50000000 N N N N N N LINCOLN NATIONAL CORPORATION EFQMQROEDSNBRIP7LE47 534187BC2 355000.00000000 PA USD 375957.67000000 0.047861804038 Long DBT CORP US N 2 2022-03-15 Fixed 4.20000000 N N N N N N N/A N/A N/A 49.00000000 NC USD 1855875.00000000 0.236264698551 N/A DCO US N 1 MORGAN STANLEY & CO, INC N/A Long Coffee Coffee C Future Sep 2020 2020-09-21 1827357.63000000 USD 28517.37000000 N N N CONMED CORPORATION Z6C0YCECH9DCU5ZIQW84 207410101 400.00000000 NS USD 28796.00000000 0.003665914061 Long EC US N 1 N N N YETI HOLDINGS, INC. 549300DSQICIGNT5GO63 98585X104 -2900.00000000 NS USD -123917.00000000 -0.01577542272 Short EC US N 1 N N N N/A N/A CDS851074 1287000.00000000 NC USD 250200.81000000 0.031852155426 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2058-09-17 89121.79000000 USD 0.00000000 USD 1287000.00000000 USD 161079.02000000 N N N THE NEW YORK TIMES COMPANY 529900J1WEMMIW7BOH57 650111107 -2100.00000000 NS USD -88263.00000000 -0.01123644161 Short EC US N 1 N N N AVANGRID, INC. 549300OX0Q38NLSKPB49 05351W103 2000.00000000 NS USD 83960.00000000 0.010688642333 Long EC US N 1 N N N N/A N/A CDS857193 -220000.00000000 NC USD -68841.24000000 -0.00876392796 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2063-05-11 0.00000000 USD -27569.24000000 USD -220000.00000000 USD -41272.00000000 N N N PT Perusahaan Listrik Negara (Persero) 254900OYVDRYS9J51J61 71568QAF4 230000.00000000 PA USD 285775.00000000 0.036380976212 Long DBT NUSS ID N 2 2048-05-21 Fixed 6.15000000 N N N N N N TRANSOCEAN POSEIDON LIMITED N/A 89383JAA6 294000.00000000 PA USD 249900.00000000 0.031813860399 Long DBT NUSS US Y 2 2027-02-01 Fixed 6.87500000 N N N N N N N/A N/A CDS043820 27227000.00000000 NC USD 190406.68000000 0.024239982139 N/A DCR XX N 2 BRK: CREDIT SUISSE INTERNATIONAL N/A Y 2025-06-20 0.00000000 USD -117677.53000000 USD 27227000.00000000 USD 308084.21000000 N N N HMS HOLDINGS CORP. 5299008569C65X81JE73 40425J101 1600.00000000 NS USD 51824.00000000 0.006597525015 Long EC US N 1 N N N HALOZYME THERAPEUTICS, INC. 529900242I3SV9AGM753 40637H109 1168.00000000 NS USD 31314.08000000 0.003986481671 Long EC US N 1 N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738108 1664.00000000 NS USD 162439.68000000 0.020679605053 Long EC US N 1 N N N HEALTHSTREAM, INC. 529900OJ88H8635JNH64 42222N103 500.00000000 NS USD 11065.00000000 0.001408644919 Long EC US N 1 N N N MATTEL, INC. 549300VELLG24KHTJ564 577081102 -12469.00000000 NS USD -120575.23000000 -0.01534999413 Short EC US N 1 N N N WINNEBAGO INDUSTRIES, INC. 549300B7OYKYJLTE3G11 974637100 -2603.00000000 NS USD -173411.86000000 -0.02207643339 Short EC US N 1 N N N MID-AMERICA APARTMENT COMMUNITIES, INC. 549300FQZKFR5YNSHZ21 59522J103 2019.00000000 NS USD 231518.73000000 0.029473807747 Long EC US N 1 N N N TELEFLEX INCORPORATED UUL85LWXB4NGSWWXIQ25 879369106 490.00000000 NS USD 178350.20000000 0.022705115505 Long EC US N 1 N N N POLARIS INC. 549300QJSN8UVWN1EI78 731068102 -2313.00000000 NS USD -214068.15000000 -0.02725223785 Short EC US N 1 N N N AMPHENOL CORPORATION 549300D3L3G0R4U4VT04 032095101 -2395.00000000 NS USD -229464.95000000 -0.02921234848 Short EC US N 1 N N N AMERICOLD REALTY TRUST 549300R7N1V5YV8MWH02 03064D108 2800.00000000 NS USD 101640.00000000 0.012939418851 Long EC US N 1 N N N N/A N/A N/A 27.00000000 NC USD 1197112.50000000 0.152400039843 N/A DCO GB N 1 MORGAN STANLEY & CO, INC N/A Long Lead LME LEAD FUTURE Sep 2020 2020-09-17 1193944.96000000 USD 3167.54000000 N N N PROOFPOINT, INC. 529900C5FODDK0WSR085 743424103 100.00000000 NS USD 11112.00000000 0.001414628318 Long EC US N 1 N N N INTUITIVE SURGICAL, INC. 54930052SRG011710797 46120E602 1117.00000000 NS USD 636500.11000000 0.081030514779 Long EC US N 1 N N N SUNSTONE HOTEL INVESTORS, INC. 529900ZQ2V52V96ATF67 867892101 5806.00000000 NS USD 47318.90000000 0.006023997114 Long EC US N 1 N N N SABRA HEALTH CARE REIT, INC. 549300E3BC7GU7TAZ621 78573L106 4681.00000000 NS USD 67546.83000000 0.008599141336 Long EC US N 1 N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CW6 209000.00000000 PA USD 227690.14000000 0.028986403874 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N VISTA OUTDOOR INC. 549300QI2D33ESTJLN81 928377100 -3600.00000000 NS USD -52020.00000000 -0.00662247706 Short EC US N 1 N N N BRUNSWICK CORPORATION YM4O38W15AX4YLLQKU27 117043109 -4239.00000000 NS USD -271338.39000000 -0.03454310388 Short EC US N 1 N N N HIGHWOODS PROPERTIES, INC. ZIIGTYKL9T0X3HLTDX53 431284108 2751.00000000 NS USD 102694.83000000 0.013073705423 Long EC US N 1 N N N PERDOCEO EDUCATION CORPORATION 529900X5PCA184O9LY90 71363P106 -3300.00000000 NS USD -52569.00000000 -0.00669236825 Short EC US N 1 N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045V100 -87708.00000000 NS USD -2219012.40000000 -0.28249440062 Short EC US N 1 N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457108 7503.00000000 NS USD 1231842.54000000 0.156821394962 Long EC US N 1 N N N THE BOSTON BEER COMPANY, INC. 529900Q02MQ0DCQNRM58 100557107 250.00000000 NS USD 134162.50000000 0.017079740079 Long EC US N 1 N N N MICROSTRATEGY INCORPORATED 549300WQTWEJUEHXQX21 594972408 600.00000000 NS USD 70974.00000000 0.009035441888 Long EC US N 1 N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513BD6 409000.00000000 PA USD 436942.88000000 0.055625609390 Long DBT CORP US N 2 2168-09-01 Fixed 5.37500000 N N N N N N SOFI CONSUMER LOAN PROGRAM LLC N/A 83405XAB0 516811.79690000 PA USD 523054.47000000 0.066588162823 Long ABS-MBS US N 2 2027-08-25 Fixed 3.67000000 N N N N N N LULULEMON ATHLETICA INC. 549300D9GZ4BMLDW5T40 550021109 -5155.00000000 NS USD -1608411.55000000 -0.20476102647 Short EC US N 1 N N N CHANGE HEALTHCARE INC. 549300GS1BPJEDOZHM07 15912K100 1100.00000000 NS USD 12320.00000000 0.001568414406 Long EC US N 1 N N N Federal National Mortgage Association N/A 20753WAF3 900000.00000000 PA USD 872389.53000000 0.111060739179 Long ABS-MBS US N 2 2039-10-25 Floating 2.26824840 N N N N N N Kimberly-Clark de Mexico, S.A.B. de C.V. 549300JGHL56QT00KT54 494386AD7 300000.00000000 PA USD 302244.00000000 0.038477584723 Long DBT NUSS MX Y 2 2031-07-01 Fixed 2.43100000 N N N N N N Penumbra Inc 549300RGE06P3ECANU72 70975L107 350.00000000 NS USD 62587.00000000 0.007967723412 Long EC US N 1 N N N EXACT SCIENCES CORPORATION 549300VM3X1FYD4N9Z14 30063P105 1539.00000000 NS USD 133800.66000000 0.017033675544 Long EC US N 1 N N N DRYDEN CLO LTD N/A 26253LAE2 620000.00000000 PA USD 584040.62000000 0.074352087843 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 3.21699960 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505EU4 233000.00000000 PA USD 258564.76000000 0.032916939490 Long DBT CORP US N 2 2168-09-10 Fixed 6.30000000 N N N N N N HANESBRANDS INC. GX5LWVWZLL5S4W1L2F20 410345102 -16134.00000000 NS USD -182152.86000000 -0.02318921832 Short EC US N 1 N N N Japan 353800WZS8AXZXFUC241 N/A 470300000.00000000 PA 4418738.50000000 0.562533532528 Long DBT USGA JP N 2 2027-03-10 Fixed 0.10000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2N2 617000.00000000 PA USD 637957.85000000 0.081216094359 Long DBT CORP US N 2 2026-04-30 Fixed 2.18800000 N N N N N N UNDER ARMOUR, INC. 549300D4549QKWETZ406 904311206 -9606.00000000 NS USD -84917.04000000 -0.01081047961 Short EC US N 1 N N N DIVERSIFIED HEALTHCARE TRUST N/A 25525P107 6344.00000000 NS USD 28072.20000000 0.003573769715 Long EC US N 1 N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137107 13050.00000000 NS USD 458185.50000000 0.058329930107 Long EC US N 1 N N N WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST N/A 981464GT1 710000.00000000 PA USD 718219.46000000 0.091433908108 Long ABS-MBS US N 2 2025-07-15 Fixed 3.81000000 N N N N N N KAYNE CLO LTD N/A 48661CAE2 280000.00000000 PA USD 268698.36000000 0.034207011262 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 3.40733880 N N N N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034W106 2101.00000000 NS USD 124568.29000000 0.015858336087 Long EC US N 1 N N N M.D.C. HOLDINGS, INC. 5299005FV4VNV75R8R35 552676108 -1994.00000000 NS USD -71185.80000000 -0.00906240537 Short EC US N 1 N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 87612E106 -4373.00000000 NS USD -524453.89000000 -0.06676631789 Short EC US N 1 N N N NEWMONT CORPORATION 549300VSP3RIX7FGDZ51 651639106 -13120.00000000 NS USD -810028.80000000 -0.10312182137 Short EC US N 1 N N N L BRANDS, INC. GR3KVMWVCR54YWQNXU90 501797104 -2881.00000000 NS USD -43128.57000000 -0.00549054143 Short EC US N 1 N N N WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST N/A 981464GL8 1405000.00000000 PA USD 1423414.07000000 0.181209669919 Long ABS-MBS US N 2 2024-12-16 Fixed 3.07000000 N N N N N N INTERNATIONAL GAME TECHNOLOGY PLC 549300UQ6KHRCZDRGZ76 460599AB9 322000.00000000 PA USD 325018.75000000 0.041376955340 Long DBT NUSS US Y 2 2022-02-15 Fixed 6.25000000 N N N N N N HP INC. WHKXQACZ14C5XRO8LW03 40434L105 -13187.00000000 NS USD -229849.41000000 -0.02926129268 Short EC US N 1 N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571903BD4 68000.00000000 PA USD 73872.29000000 0.009404412650 Long DBT CORP US N 2 2025-05-01 Fixed 5.75000000 N N N N N N NORTHWESTERN CORPORATION 3BPWMBHR1R9SHUN7J795 668074305 1301.00000000 NS USD 70930.52000000 0.009029906607 Long EC US N 1 N N N CLNY TRUST N/A 12564NAL6 680000.00000000 PA USD 571037.82000000 0.072696748651 Long ABS-MBS US N 2 2038-11-15 Floating 2.20862880 N N N N N N N/A N/A CDS870928 -172000.00000000 NC USD -53821.33000000 -0.00685179783 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2063-05-11 0.00000000 USD -26074.27000000 USD -172000.00000000 USD -27747.06000000 N N N PATTERSON-UTI ENERGY, INC. 254900XGFBKIXD6G0697 703481101 10159.00000000 NS USD 35251.73000000 0.004487769576 Long EC US N 1 N N N LOUISIANA-PACIFIC CORPORATION 549300C7E2UAO5BVRR75 546347105 -1126.00000000 NS USD -28881.90000000 -0.00367684967 Short EC US N 1 N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525103 -7150.00000000 NS USD -652151.50000000 -0.08302303633 Short EC US N 1 N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671D857 -22049.00000000 NS USD -255106.93000000 -0.03247673572 Short EC US N 1 N N N LIBERTY BROADBAND CORPORATION 549300MIX43II8JLN536 530307107 -700.00000000 NS USD -85533.00000000 -0.01088889524 Short EC US N 1 N N N BRANDYWINE REALTY TRUST 5UZ46ZCYUFYYAC0DS831 105368203 5821.00000000 NS USD 63390.69000000 0.008070038264 Long EC US N 1 N N N UNIVERSAL HEALTH SERVICES, INC. 549300YGMGQDO0NMJD09 913903100 998.00000000 NS USD 92704.22000000 0.011801837188 Long EC US N 1 N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636Q104 3123.00000000 NS USD 923471.10000000 0.117563748130 Long EC US N 1 N N N Truist Financial Corporation 549300DRQQI75D2JP341 89832QAF6 829000.00000000 PA USD 856025.40000000 0.108977481286 Long DBT CORP US N 2 2169-03-01 Fixed 5.10000000 N N N N N N RETAIL PROPERTIES OF AMERICA, INC. 549300OVTYLM7DH6CM14 76131V202 7590.00000000 NS USD 55558.80000000 0.007072988824 Long EC US N 1 N N N BAIDU, INC. 254900AL64IANZYI1E02 056752AR9 201000.00000000 PA USD 217868.77000000 0.027736080968 Long DBT NUSS CN N 2 2030-04-07 Fixed 3.42500000 N N N N N N TEMPUR SEALY INTERNATIONAL, INC. 549300HFEKVR3US71V91 88023U101 -1711.00000000 NS USD -123106.45000000 -0.01567223455 Short EC US N 1 N N N CCO HOLDINGS, LLC N/A 1248EPBX0 282000.00000000 PA USD 291165.00000000 0.037067157515 Long DBT CORP US Y 2 2028-02-01 Fixed 5.00000000 N N N N N N TRIMBLE INC. 549300E2MI7NSZFQWS19 896239100 -1974.00000000 NS USD -85257.06000000 -0.01085376632 Short EC US N 1 N N N Federal National Mortgage Association N/A 30711XDS0 226067.60830000 PA USD 236124.18000000 0.030060110841 Long DBT USGA US N 2 2029-04-25 Floating 4.43450160 N N N N N N Marcus & Millichap Inc 549300B2HE8ULXNB1N48 566324109 600.00000000 NS USD 17316.00000000 0.002204437001 Long EC US N 1 N N N N/A N/A 730151AA5 548150.65200000 PA USD 530614.76000000 0.067550635855 Long ABS-MBS US N 2 2023-02-27 Floating 2.53362960 N N N N N N MEDIFAST, INC. 5299000YHQJ21T5KKI80 58470H101 500.00000000 NS USD 69385.00000000 0.008833152075 Long EC US N 1 N N N HELEN OF TROY LIMITED N/A G4388N106 -1100.00000000 NS USD -207416.00000000 -0.02640537682 Short EC US N 1 N N N TRACTOR SUPPLY COMPANY 549300OJ9VZHZRO6I137 892356106 -1029.00000000 NS USD -135611.91000000 -0.01726425919 Short EC US N 1 N N N STRATEGIC EDUCATION, INC. 0PYXF82EO1UCNGL5I740 86272C103 -660.00000000 NS USD -101409.00000000 -0.01291001108 Short EC US N 1 N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBT1 834000.00000000 PA USD 893232.45000000 0.113714175542 Long DBT CORP US N 2 2025-04-01 Fixed 2.50000000 N N N N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 92556HAA5 625000.00000000 PA USD 714610.59000000 0.090974475990 Long DBT CORP US N 2 2025-05-15 Fixed 4.75000000 N N N N N N WORKDAY, INC. 549300J0DYC0N31V7G13 98138H101 551.00000000 NS USD 103235.36000000 0.013142518332 Long EC US N 1 N N N N/A N/A CDS878197 -32000.00000000 NC USD -10013.27000000 -0.00127475299 N/A DCR XX N 2 BRK: GOLDMAN SACHS N/A Y 2063-05-11 0.00000000 USD -2885.59000000 USD -32000.00000000 USD -7127.68000000 N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833100 -16797.00000000 NS USD -6127545.60000000 -0.78007555144 Short EC US N 1 N N N CUSHMAN & WAKEFIELD PLC N/A G2717B108 1100.00000000 NS USD 13706.00000000 0.001744861026 Long EC US N 1 N N N LTC PROPERTIES, INC. 549300NRZP8IJG2KY677 502175102 1379.00000000 NS USD 51946.93000000 0.006613174786 Long EC US N 1 N N N MKS INSTRUMENTS, INC. 549300KEQATBHAGVF505 55306N104 -476.00000000 NS USD -53902.24000000 -0.00686209819 Short EC US N 1 N N N EXETER AUTOMOBILE RECEIVABLES TRUST N/A 30166KAD4 364713.68520000 PA USD 368936.01000000 0.046967902034 Long ABS-MBS US N 2 2023-02-15 Fixed 8.20000000 N N N N N N GUSAP III LP 549300WY05UJ7WTHIN64 36258GAA5 675000.00000000 PA USD 662350.50000000 0.084321433942 Long DBT CORP BR Y 2 2030-01-21 Fixed 4.25000000 N N N N N N INTEGRA LIFESCIENCES HOLDINGS CORPORATION WB7IJCYY8YFTENS4O147 457985208 628.00000000 NS USD 29509.72000000 0.003756775160 Long EC US N 1 N N N BRK: MORGAN STANLEY N/A N/A 33560000.00000000 NC 1356159.04000000 0.172647676580 N/A DIR XX N 2 BRK: MORGAN STANLEY N/A Y 2025-01-14 0.00000000 CAD 0.00000000 CAD -33560000.00000000 CAD 1356159.04000000 N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506101 -1751.00000000 NS USD -214427.46000000 -0.02729798030 Short EC US N 1 N N N JACK HENRY & ASSOCIATES, INC. 529900X1QS8C54W0JB21 426281101 251.00000000 NS USD 46191.53000000 0.005880475738 Long EC US N 1 N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AR2 555000.00000000 PA USD 638172.04000000 0.081243362109 Long DBT NUSS CH N 2 2026-04-17 Fixed 4.55000000 N N N N N N NEWS CORPORATION 549300ITS31QK8VRBQ14 65249B208 -4000.00000000 NS USD -47800.00000000 -0.00608524420 Short EC US N 1 N N N UDR, INC. P3CH2EG5X6Z1XWU1OO74 902653104 6457.00000000 NS USD 241362.66000000 0.030727002684 Long EC US N 1 N N N Federal National Mortgage Association N/A 30711XLT9 664949.06870000 PA USD 653283.80000000 0.083167185330 Long DBT USGA US N 2 2029-11-25 Floating 3.03450120 N N N N N N BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST N/A 054966AA4 1610000.00000000 PA USD 1512023.93000000 0.192490269023 Long ABS-MBS US N 2 2033-11-15 Floating 1.18474920 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAU4 201000.00000000 PA USD 234217.26000000 0.029817347789 Long DBT CORP US N 2 2027-10-01 Fixed 6.80000000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161N101 11362.00000000 NS USD 412326.98000000 0.052491848661 Long EC US N 1 N N N DISCOVERY, INC. 5493006ZCRFWKF6B1K26 25470F302 -3400.00000000 NS USD -65484.00000000 -0.00833652994 Short EC US N 1 N N N GS MORTGAGE SECURITIES TRUST N/A 36252RAG4 679268.00000000 PA USD 544764.92000000 0.069352041277 Long ABS-MBS US N 2 2047-01-10 Floating 4.98883320 N N N N N N Shutterstock Inc 529900G2TDIS56V0LO22 825690100 -1300.00000000 NS USD -45461.00000000 -0.00578747462 Short EC US N 1 N N N VECTOR GROUP LTD. 549300TUIF4WWN6NDN50 92240M108 5329.00000000 NS USD 53609.74000000 0.006824861081 Long EC US N 1 N N N LIBERTY MEDIA CORPORATION 549300ZKUTPIBZLWLL89 531229854 1800.00000000 NS USD 57078.00000000 0.007266392652 Long EC US N 1 N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933Y105 22951.00000000 NS USD 1774800.83000000 0.225943440743 Long EC US N 1 N N N Federal National Mortgage Association N/A 3136AXSW6 2074955.39310000 PA USD 383427.48000000 0.048812758390 Long DBT USGA US N 2 2047-08-25 Floating 5.96549880 N N N N N N AMERISOURCEBERGEN CORPORATION AI8GXW8LG5WK7E9UD086 03073E105 1433.00000000 NS USD 144403.41000000 0.018383473096 Long EC US N 1 N N N BRK: MERRILL LYNCH N/A N/A 4107.40880000 NC USD 27062.56000000 0.003445236117 N/A DE US N 2 BRK: MERRILL LYNCH N/A Y 2020-07-24 0.00000000 USD 0.00000000 USD -1379858.03000000 USD 27062.56000000 N N N Freddie Mac N/A 35565AAH3 628635.54000000 PA USD 616119.47000000 0.078435929602 Long DBT USGA US N 2 2049-10-25 Floating 2.11825080 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05367AAH6 143000.00000000 PA USD 130991.64000000 0.016676069421 Long DBT CORP US Y 2 2025-10-01 Fixed 4.87500000 N N N N N N 1-800-FLOWERS.COM, INC. N/A 68243Q106 -900.00000000 NS USD -18018.00000000 -0.00229380606 Short EC US N 1 N N N RADNOR RE/ESSENT N/A 75049TAB7 485611.00000000 PA USD 479385.95000000 0.061028882315 Long ABS-MBS BM N 2 2029-06-25 Floating 1.93449960 N N N N N N NEWS CORPORATION 549300ITS31QK8VRBQ14 65249B109 -4700.00000000 NS USD -55742.00000000 -0.00709631134 Short EC US N 1 N N N ULTA BEAUTY, INC. 529900CIV6HN8M28YM82 90384S303 -529.00000000 NS USD -107609.18000000 -0.01369933345 Short EC US N 1 N N N LAMB WESTON HOLDINGS, INC. 5493005SMYID1D2OY946 513272104 4005.00000000 NS USD 256039.65000000 0.032595476917 Long EC US N 1 N N N N/A N/A CDS109072 84000000.00000000 NC USD -960786.19000000 -0.12231419656 N/A DCR XX N 2 BRK: GOLDMAN SACHS BANK USA N/A Y 2025-06-20 577933.08000000 USD 0.00000000 USD 84000000.00000000 USD -1538719.27000000 N N N INTEGER HOLDINGS CORPORATION 549300SUD2ED5XG6X569 45826H109 500.00000000 NS USD 36525.00000000 0.004649864950 Long EC US N 1 N N N Government National Mortgage Association N/A 38380GHH0 1452558.28000000 PA USD 295887.43000000 0.037668352908 Long DBT USGA US N 2 2047-08-20 Floating 6.00999840 N N N N N N HERTZ VEHICLE FINANCING LLC 5493004IHDYOZ9K9WF47 428040CU1 934757.70000000 PA USD 926208.87000000 0.117912283675 Long ABS-MBS US N 2 2021-10-25 Fixed 2.96000000 N N N N N N Federal National Mortgage Association N/A 30711XBD5 443419.07650000 PA USD 452873.44000000 0.057653671062 Long DBT USGA US N 2 2025-07-25 Floating 5.18450040 N N N N N N ZIMMER BIOMET HOLDINGS, INC. 2P2YLDVPES3BXQ1FRB91 98956PAS1 143000.00000000 PA USD 153655.03000000 0.019561263201 Long DBT CORP US N 2 2026-01-15 Fixed 3.05000000 N N N N N N STERIS plc N/A G8473T100 1000.00000000 NS USD 153440.00000000 0.019533888513 Long EC US N 1 N N N NORDIC AMERICAN TANKERS LIMITED 213800W4T8AMPKIPIU94 G65773106 4900.00000000 NS USD 19894.00000000 0.002532632808 Long EC US N 1 N N N PULTEGROUP, INC. N/A 745867101 -11730.00000000 NS USD -399171.90000000 -0.05081712325 Short EC US N 1 N N N LEAR CORPORATION 549300UPNBTXA1SYTQ33 521865204 -4858.00000000 NS USD -529619.16000000 -0.06742388963 Short EC US N 1 N N N N/A N/A CDS331911 -1093000.00000000 NC USD -342015.79000000 -0.04354078670 N/A DCR XX N 2 BRK: DEUTSCHE BANK N/A Y 2049-12-31 0.00000000 USD -72856.56000000 USD -1093000.00000000 USD -269159.23000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 5940.66000000 0.000756283825 N/A DFE US N 2 BROWN BROTHERS N/A 4885044.60000000 ZAR 286602.42000000 USD 2020-07-17 5940.66000000 N N N THE HAIN CELESTIAL GROUP, INC. 5493000S8QXWHLIXDP75 405217100 2834.00000000 NS USD 89299.34000000 0.011368374295 Long EC US N 1 N N N Rumo Luxembourg S.a r.l. 222100HOIQFT7YOSPB46 781467AB1 409000.00000000 PA USD 431495.00000000 0.054932059595 Long DBT NUSS BR Y 2 2025-01-18 Fixed 5.87500000 N N N N N N Wright Medical Group N.V. 549300JGCCQ1HTDOXU32 N96617118 1277.00000000 NS USD 37952.44000000 0.004831587146 Long EC US N 1 N N N ILLUMINA, INC. SQ95QG8SR5Q56LSNF682 452327109 1442.00000000 NS USD 534044.70000000 0.067987289046 Long EC US N 1 N N N LA-Z-BOY INCORPORATED 549300WNO1WMN9ZG2519 505336107 -1827.00000000 NS USD -49438.62000000 -0.00629385096 Short EC US N 1 N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579102 -1394.00000000 NS USD -70104.26000000 -0.00892471845 Short EC US N 1 N N N N/A N/A CDS871019 -835000.00000000 NC USD -261283.79000000 -0.03326308931 N/A DCR XX N 2 BRK: GOLDMAN SACHS N/A Y 2049-12-31 0.00000000 USD -60872.67000000 USD -835000.00000000 USD -200411.12000000 N N N PVH CORP. 123WALMHY1GZXG2YDL90 693656100 -3401.00000000 NS USD -163418.05000000 -0.02080415778 Short EC US N 1 N N N CNX RESOURCES CORPORATION 549300JK3KH8PWM3B226 12653C108 13662.00000000 NS USD 118176.30000000 0.015044595080 Long EC US N 1 N N N EXPEDIA GROUP, INC. N/A 30212PAS4 53000.00000000 PA USD 56459.48000000 0.007187651120 Long DBT CORP US Y 2 2025-05-01 Fixed 6.25000000 N N N N N N N/A N/A N/A 117.00000000 NC USD 3462030.00000000 0.440738451849 N/A DCO US N 1 GOLDMAN, SACHS & CO. N/A Long Soybean Meal Soybean Meal Future Dec 2020 2020-12-17 3432485.65000000 USD 29544.35000000 N N N OCP CLO LTD N/A 671078AA1 758250.00000000 PA USD 757258.21000000 0.096403789431 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 2.05332120 N N N N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 929160109 -2228.00000000 NS USD -258113.80000000 -0.03285952941 Short EC US N 1 N N N N/A N/A N/A -110.00000000 NC USD -14300.00000000 -0.00182048100 N/A DIR GB N 1 RBC CAPITAL N/A Put Written N/A Put Option 25 Jul 2020 on WTI CRUDE Aug 2020 -110000.00000000 25.00000000 USD 2020-07-19 XXXX 17839.80000000 N N N VENTAS, INC. ORQTRC074CWLT3DKHT41 92276F100 7383.00000000 NS USD 270365.46000000 0.034419243702 Long EC US N 1 N N N DANAHER CORPORATION S4BKK9OTCEWQ3YHPFM11 235851102 5883.00000000 NS USD 1040290.89000000 0.132435650855 Long EC US N 1 N N N BRUKER CORPORATION LEBZ6VLQ6I8XB1NHVY15 116794108 900.00000000 NS USD 36612.00000000 0.004660940603 Long EC US N 1 N N N N/A N/A CDS409425 -201000.00000000 NC USD -62895.86000000 -0.00800704325 N/A DCR XX N 2 BRK: DEUTSCHE BANK N/A Y 2063-05-11 0.00000000 USD -25022.46000000 USD -201000.00000000 USD -37873.40000000 N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079K305 1212.00000000 NS USD 1718676.60000000 0.218798469081 Long EC US N 1 N N N SOFI CONSUMER LOAN PROGRAM LLC N/A 83402QAA0 12543.86310000 PA USD 12566.35000000 0.001599776329 Long ABS-MBS US N 2 2025-10-27 Fixed 3.09000000 N N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411105 27167.00000000 NS USD 366754.50000000 0.046690181927 Long EC US N 1 N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FAP6 855000.00000000 PA USD 929112.89000000 0.118281983903 Long DBT CORP US Y 2 2030-11-15 Fixed 4.15000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBD0 237000.00000000 PA USD 311238.39000000 0.039622627812 Long DBT CORP US N 2 2048-11-14 Fixed 4.87500000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582CF7 303000.00000000 PA USD 321643.07000000 0.040947209793 Long DBT NUSS NL N 2 2025-04-06 Fixed 2.37500000 N N N N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222105 -5464.00000000 NS USD -330298.80000000 -0.04204913930 Short EC US N 1 N N N AMERICAN STATES WATER COMPANY 529900L26LIS2V8PWM23 029899101 600.00000000 NS USD 47178.00000000 0.006006059647 Long EC US N 1 N N N FOUR CORNERS PROPERTY TRUST, INC. 549300SVTPZPBDVNER42 35086T109 2200.00000000 NS USD 53680.00000000 0.006833805627 Long EC US N 1 N N N N/A N/A CDS416265 -222000.00000000 NC USD -69467.07000000 -0.00884360010 N/A DCR XX N 2 BRK: GOLDMAN SACHS N/A Y 2063-05-11 0.00000000 USD -23363.82000000 USD -222000.00000000 USD -46103.25000000 N N N Emirate of Abu Dhabi 213800FER4348CINTA77 29135LAG5 477000.00000000 PA USD 501236.37000000 0.063810579840 Long DBT NUSS AE Y 2 2025-04-16 Fixed 2.50000000 N N N N N N INDUSTRIAL LOGISTICS PROPERTIES TRUST 5493004XH9PJW009HR47 456237106 1400.00000000 NS USD 28770.00000000 0.003662604096 Long EC US N 1 N N N PT Indonesia Asahan Aluminium (Persero) 2549008P48EB9SN2OI80 74445PAE2 342000.00000000 PA USD 365046.16000000 0.046472699373 Long DBT NUSS ID Y 2 2025-05-15 Fixed 4.75000000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BS1 825000.00000000 PA 892212.00000000 0.113584265763 Long DBT NUSS US N 2 2025-05-17 Fixed 0.87500000 N N N N N N BELLEMEADE RE LTD. N/A 07877DAB2 142426.24580000 PA USD 141565.81000000 0.018022228557 Long ABS-MBS BM N 2 2028-08-25 Floating 1.53450000 N N N N N N EASTGROUP PROPERTIES, INC. 31TIGQQZC4P6JMHKSW85 277276101 1076.00000000 NS USD 127624.36000000 0.016247393247 Long EC US N 1 N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875P101 39187.00000000 NS USD 1985213.42000000 0.252730302545 Long EC US N 1 N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887109 2581.00000000 NS USD 617555.87000000 0.078618792464 Long EC US N 1 N N N Federal National Mortgage Association N/A 20753TAB9 453149.55940000 PA USD 439912.20000000 0.056003622723 Long ABS-MBS US N 2 2039-06-25 Floating 2.28449880 N N N N N N AXALTA COATING SYSTEMS LTD. 529900AGLPA40GV6H619 G0750C108 -2527.00000000 NS USD -56983.85000000 -0.00725440675 Short EC US N 1 N N N GETTY REALTY CORP. N/A 374297109 1300.00000000 NS USD 38584.00000000 0.004911988754 Long EC US N 1 N N N NATIONAL RETAIL PROPERTIES, INC. 5493008JKH5SOTI0JS97 637417106 3600.00000000 NS USD 127728.00000000 0.016260587279 Long EC US N 1 N N N LIVANOVA PLC 2138001K2FX6SHK2B339 G5509L101 557.00000000 NS USD 26808.41000000 0.003412881205 Long EC US N 1 N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103H107 -659.00000000 NS USD -277880.53000000 -0.03537595994 Short EC US N 1 N N N NATIONAL HEALTH INVESTORS, INC. 549300ZPKZIG6DKDEC02 63633D104 1241.00000000 NS USD 75353.52000000 0.009592982656 Long EC US N 1 N N N CGRBS COMMERCIAL MORTGAGE TRUST N/A 125354AA8 915000.00000000 PA USD 965791.47000000 0.122951400564 Long ABS-MBS US N 2 2035-03-13 Fixed 3.36900000 N N N N N N Republica Federativa do Brasil 254900ZFY40OYEADAP90 105756CD0 595000.00000000 PA USD 587562.50000000 0.074800445581 Long DBT NUSS BR N 2 2025-06-06 Fixed 2.87500000 N N N N N N JACK IN THE BOX INC. 5493002OJW26P0SUUP68 466367109 -613.00000000 NS USD -45417.17000000 -0.00578189478 Short EC US N 1 N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAV2 145000.00000000 PA USD 162934.28000000 0.020742570780 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N Federal National Mortgage Association N/A 3136AX4B8 2137895.58000000 PA USD 482072.36000000 0.061370879404 Long DBT USGA US N 2 2047-10-25 Floating 6.01549920 N N N N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571903202 -7741.00000000 NS USD -663635.93000000 -0.08448507736 Short EC US N 1 N N N GLOBUS MEDICAL, INC. 5299003M2P4CIK0RF205 379577208 800.00000000 NS USD 38168.00000000 0.004859029306 Long EC US N 1 N N N MAGNETITE CLO, LIMITED N/A 55954YAA3 1042143.00000000 PA USD 1041744.90000000 0.132620755582 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 1.94942880 N N N N N N PHIBRO ANIMAL HEALTH CORPORATION 549300U24SP4AF2JUX52 71742Q106 1600.00000000 NS USD 42032.00000000 0.005350941097 Long EC US N 1 N N N AVID TECHNOLOGY, INC. 549300PQGW3DXKJTQ914 05367P100 -6600.00000000 NS USD -47982.00000000 -0.00610841396 Short EC US N 1 N N N BAKER HUGHES COMPANY N/A 05722G100 47140.00000000 NS USD 725484.60000000 0.092358806666 Long EC US N 1 N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658300 -12471.00000000 NS USD -204773.82000000 -0.02606901049 Short EC US N 1 N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A N/A 89410000.00000000 NC USD -856080.44000000 -0.10898448822 N/A DIR XX N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2025-06-09 0.00000000 USD 0.00000000 USD -89410000.00000000 USD -856080.44000000 N N N PEBBLEBROOK HOTEL TRUST 5493004Q1NNH6JXCSI52 70509V100 2576.58320000 NS USD 35196.13000000 0.004480691342 Long EC US N 1 N N N SL GREEN REALTY CORP. 549300VQZPJU97H3GT17 78440X101 2270.00000000 NS USD 111888.30000000 0.014244092663 Long EC US N 1 N N N N/A N/A CDS877892 -194000.00000000 NC USD -60705.46000000 -0.00772819139 N/A DCR XX N 2 BRK: GOLDMAN SACHS N/A Y 2063-05-11 0.00000000 USD -16561.47000000 USD -194000.00000000 USD -44143.99000000 N N N ARCHROCK INC. 549300K3RIHMHDVFTL28 03957W106 9200.00000000 NS USD 59708.00000000 0.007601208390 Long EC US N 1 N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17323CAE7 979807.00000000 PA USD 1040406.40000000 0.132450356013 Long ABS-MBS US N 2 2048-02-10 Fixed 3.13700000 N N N N N N PARSLEY ENERGY, INC. 549300DMRA8DSL66G562 701877102 19349.00000000 NS USD 206647.32000000 0.026307518968 Long EC US N 1 N N N NATIONAL OILWELL VARCO, INC. 549300EHF3IW1AR6U008 637071101 27323.00000000 NS USD 334706.75000000 0.042610299396 Long EC US N 1 N N N N/A N/A N/A 110.00000000 NC USD 39600.00000000 0.005041332020 N/A DIR GB N 1 ROYAL BANK CANADA N/A Put Purchased N/A Put Option 30 Jul 2020 on BRENT CRUDE OIL(ICE) Sep 2020 110000.00000000 30.00000000 USD 2020-07-31 XXXX -80610.20000000 N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457100 80392.00000000 NS USD 1529055.84000000 0.194658539560 Long EC US N 1 N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBV9 755000.00000000 PA USD 1006557.91000000 0.128141227820 Long DBT CORP BE N 2 2049-01-23 Fixed 5.55000000 N N N N N N VERINT SYSTEMS INC. 549300KEQJS5FRVUCO94 92343X100 600.00000000 NS USD 27108.00000000 0.003451020919 Long EC US N 1 N N N NEUROCRINE BIOSCIENCES, INC. 549300FECER0XBN49756 64125C109 728.00000000 NS USD 88816.00000000 0.011306842037 Long EC US N 1 N N N SPARTANNASH COMPANY 549300TV3QCCSQLF5X16 847215100 400.00000000 NS USD 8500.00000000 0.001082104095 Long EC US N 1 N N N GRAPHIC PACKAGING HOLDING COMPANY N/A 388689101 -5452.00000000 NS USD -76273.48000000 -0.00971009941 Short EC US N 1 N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680103 29920.00000000 NS USD 993942.40000000 0.126535193110 Long EC US N 1 N N N HORMEL FOODS CORPORATION MSD54751OJP1FS2ND863 440452100 7818.00000000 NS USD 377374.86000000 0.048042221345 Long EC US N 1 N N N N/A N/A N/A -145.00000000 NC USD -22403950.00000000 -2.85216541691 N/A DE US N 1 MORGAN STANLEY & CO, INC N/A Short S&P 500 Future Sep 2020 N/A N/A 2020-09-21 -22199839.30000000 USD -204110.70000000 N N N INCYTE CORPORATION 549300Z4WN6JVZ3T4680 45337C102 1543.00000000 NS USD 160425.71000000 0.020423213854 Long EC US N 1 N N N BLACK KNIGHT, INC. 549300TUSNXS3BFFML48 09215C105 400.00000000 NS USD 29024.00000000 0.003694939912 Long EC US N 1 N N N BEYOND MEAT, INC. 549300XQ946NCE51DR09 08862E109 1200.00000000 NS USD 160776.00000000 0.020467808001 Long EC US N 1 N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884U109 1953.00000000 NS USD 64702.89000000 0.008237089675 Long EC US N 1 N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90276VAE9 900000.00000000 PA USD 1030105.98000000 0.131139046994 Long ABS-MBS US N 2 2051-02-15 Fixed 3.98300000 N N N N N N ABN AMRO Bank N.V. BFXS5XCH7N0Y05NIXW11 00080QAF2 269000.00000000 PA USD 296458.98000000 0.037741114860 Long DBT NUSS NL Y 2 2025-07-28 Fixed 4.75000000 N N N N N N CONAGRA BRANDS, INC. 54930035UDEIH090K650 205887102 12686.00000000 NS USD 446166.62000000 0.056799850193 Long EC US N 1 N N N N/A N/A N/A 27.00000000 NC USD 2073762.00000000 0.264003100315 N/A DCO GB N 1 MORGAN STANLEY & CO, INC N/A Long Nickel LME NICKEL FUTURE Sep 2020 2020-09-17 2094045.96000000 USD -20283.96000000 N N N REX AMERICAN RESOURCES CORPORATION N/A 761624105 900.00000000 NS USD 62433.00000000 0.007948118232 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -102.89000000 -0.00001309855 N/A DFE US N 2 BROWN BROTHERS N/A 2144499.40000000 ZAR 123105.60000000 USD 2020-07-17 -102.89000000 N N N ProPetro Holding Corp N/A 74347M108 9900.00000000 NS USD 50886.00000000 0.006478111645 Long EC US N 1 N N N CONCHO RESOURCES INC. SYHS7HRDXLL4I0IQ8776 20605P101 13698.00000000 NS USD 705447.00000000 0.089807892664 Long EC US N 1 N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135B101 5250.00000000 NS USD 333637.50000000 0.042474177066 Long EC US N 1 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967GD7 311000.00000000 PA USD 310178.28000000 0.039487669062 Long DBT CORP US N 2 2168-07-30 Fixed 5.95000000 N N N N N N OPT-IRSLV4526102 N/A SWT025719 8590000.00000000 NC USD 330268.13000000 0.042045234822 N/A DIR US N 2 BANK OF AMERICA N/A Put Purchased N/A N/A 0.00000000 1.02100000 USD 2020-10-28 XXXX 41266.08000000 N N N BELLEMEADE RE LTD. N/A 07877TAB7 311061.21230000 PA USD 308077.61000000 0.039220240402 Long ABS-MBS BM N 2 2028-10-25 Floating 2.03450040 N N N N N N MAXIMUS, INC. 549300DQCDS8HJ7QF202 577933104 600.00000000 NS USD 42270.00000000 0.005381240012 Long EC US N 1 N N N Cactus Inc 549300J3T8C9F8QFKV08 127203107 2200.00000000 NS USD 45386.00000000 0.005777926642 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 9128282L3 23395000.00000000 PA USD 24485099.40000000 3.117108980263 Long DBT USGA US N 2 2024-10-15 Fixed 0.12500000 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAV8 439000.00000000 PA USD 439966.89000000 0.056010585108 Long DBT NUSS CN Y 2 2050-06-03 Fixed 3.24000000 N N N N N N N/A N/A N/A 60.00000000 NC USD 3069000.00000000 0.390703231551 N/A DCO GB N 1 GOLDMAN, SACHS & CO. N/A Long Zinc LME ZINC FUTURE Sep 2020 2020-09-17 2898366.35000000 USD 170633.65000000 N N N REGENERON PHARMACEUTICALS, INC. 549300RCBFWIRX3HYQ56 75886F107 770.00000000 NS USD 480210.50000000 0.061133852777 Long EC US N 1 N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076102 -9659.00000000 NS USD -2419676.09000000 -0.30804016541 Short EC US N 1 N N N OMNICOM GROUP INC. HKUPACFHSSASQK8HLS17 681919106 -2500.00000000 NS USD -136500.00000000 -0.01737731870 Short EC US N 1 N N N NETFLIX, INC. 549300Y7VHGU0I7CE873 64110L106 3185.00000000 NS USD 1449302.40000000 0.184505419085 Long EC US N 1 N N N PROGRESS SOFTWARE CORPORATION N/A 743312100 2000.00000000 NS USD 77500.00000000 0.009866243220 Long EC US N 1 N N N SALESFORCE.COM, INC. RCGZFPDMRW58VJ54VR07 79466L302 2929.00000000 NS USD 548689.57000000 0.069851674199 Long EC US N 1 N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687106 15024.00000000 NS USD 1675326.24000000 0.213279692365 Long EC US N 1 N N N MARTIN MARIETTA MATERIALS, INC. 5299005MZ4WZECVATV08 573284106 -954.00000000 NS USD -197067.78000000 -0.02508798256 Short EC US N 1 N N N COMMSCOPE HOLDING COMPANY, INC. 254900AW4CEPCQWSRI58 20337X109 -2081.00000000 NS USD -17334.73000000 -0.00220682144 Short EC US N 1 N N N Federal National Mortgage Association N/A 3135G04Z3 1500000.00000000 PA USD 1500572.34000000 0.191032408737 Long DBT USGA US N 2 2025-06-17 Fixed 0.50000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AF7 161000.00000000 PA USD 174763.25000000 0.022248473943 Long DBT CORP US N 2 2023-07-15 Fixed 3.75000000 N N N N N N SMITH & WESSON BRANDS, INC. 5493004PFHUPOR1PWN79 831754106 -4000.00000000 NS USD -86080.00000000 -0.01095853182 Short EC US N 1 N N N MOTOROLA SOLUTIONS, INC. 6S552MUG6KGJVEBSEC55 620076307 -1431.00000000 NS USD -200526.03000000 -0.02552823979 Short EC US N 1 N N N HOST HOTELS & RESORTS, INC. N6EL63S0K3PB1YFTDI24 44107P104 14888.00000000 NS USD 160641.52000000 0.020450687841 Long EC US N 1 N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508104 -5970.00000000 NS USD -758010.90000000 -0.09649961165 Short EC US N 1 N N N AMICUS THERAPEUTICS, INC. 549300MRD1SMUTNBPQ53 03152W109 2893.00000000 NS USD 43626.44000000 0.005553923456 Long EC US N 1 N N N MDU RESOURCES GROUP, INC. N/A 552690109 4145.00000000 NS USD 91936.10000000 0.011704050624 Long EC US N 1 N N N TWITTER, INC. 549300I8RX485XMK6836 90184L102 3092.00000000 NS USD 92110.68000000 0.011726275769 Long EC US N 1 N N N THE WENDY'S COMPANY 529900M0JIUCMWVKHG76 95058W100 -5228.00000000 NS USD -113865.84000000 -0.01449584609 Short EC US N 1 N N N Kontoor Brands, Inc. 549300M0CPXV65RFF271 50050N103 -2196.28560000 NS USD -39115.85000000 -0.00497969664 Short EC US N 1 N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 94989QAV2 485000.00000000 PA USD 526789.54000000 0.067063661005 Long ABS-MBS US N 2 2048-09-15 Fixed 3.78900000 N N N N N N HARLEY-DAVIDSON, INC. ZDNAWZWXIKMWI51R2A08 412822108 -10118.00000000 NS USD -240504.86000000 -0.03061779928 Short EC US N 1 N N N NEVRO CORP. 254900SH91I4BOYKUE38 64157F103 200.00000000 NS USD 23894.00000000 0.003041858264 Long EC US N 1 N N N Madison Square Garden Sports Corp N/A 55825T103 200.00000000 NS USD 29378.00000000 0.003740006365 Long EC US N 1 N N N EverQuote Inc N/A 30041R108 -500.00000000 NS USD -29080.00000000 -0.00370206906 Short EC US N 1 N N N AUTONATION, INC. N/A 05329WAQ5 552000.00000000 PA USD 598129.72000000 0.076145719938 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N RALPH LAUREN CORPORATION HO1QNWM0IXBZ0QSMMO20 731572AB9 309000.00000000 PA USD 317289.98000000 0.040393033732 Long DBT CORP US N 2 2030-06-15 Fixed 2.95000000 N N N N N N N/A N/A CDS849768 523000.00000000 NC USD 101674.46000000 0.012943805828 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2058-09-17 41212.29000000 USD 0.00000000 USD 523000.00000000 USD 60462.17000000 N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 902973AZ9 474000.00000000 PA USD 478740.00000000 0.060946648769 Long DBT CORP US N 2 2169-04-15 Fixed 5.30000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAS4 695000.00000000 PA USD 721270.46000000 0.091822319825 Long DBT NUSS GB N 2 2023-01-10 Fixed 3.68400000 N N N N N N N/A N/A CDS849818 -523000.00000000 NC USD -163654.40000000 -0.02083424663 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2063-05-11 0.00000000 USD -59137.36000000 USD -523000.00000000 USD -104517.04000000 N N N FMC CORPORATION CKDHZ2X64EEBQCSP7013 302491303 -2033.00000000 NS USD -202527.46000000 -0.02578303457 Short EC US N 1 N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29278NAH6 260000.00000000 PA USD 281868.08000000 0.035883600432 Long DBT CORP US N 2 2024-04-15 Fixed 4.50000000 N N N N N N TYLER TECHNOLOGIES, INC. N/A 902252105 49.00000000 NS USD 16997.12000000 0.002163841548 Long EC US N 1 N N N NVR, Inc. 529900RWXR4JI3JYTV70 62944T105 -168.00000000 NS USD -547470.00000000 -0.06969641517 Short EC US N 1 N N N LEIDOS HOLDINGS, INC. 549300IUTGTP6EJP8124 525327102 300.00000000 NS USD 28101.00000000 0.003577436138 Long EC US N 1 N N N CROCS, INC. 549300B0J6YCXD63OG72 227046109 -3800.00000000 NS USD -139916.00000000 -0.01781219724 Short EC US N 1 N N N COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION 5493006IEVQEFQO40L83 192446102 1845.00000000 NS USD 104832.90000000 0.013345895341 Long EC US N 1 N N N DISCOVERY, INC. 5493006ZCRFWKF6B1K26 25470F104 -2200.00000000 NS USD -46420.00000000 -0.00590956142 Short EC US N 1 N N N MERITAGE HOMES CORPORATION 52990044W9UMFJO2FB97 59001A102 -1503.00000000 NS USD -114408.36000000 -0.01456491233 Short EC US N 1 N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918104 25387.00000000 NS USD 5166508.37000000 0.657729395892 Long EC US N 1 N N N VALVOLINE INC. 549300CMHPBEY6VPOT75 92047W101 -2194.00000000 NS USD -42410.02000000 -0.00539906544 Short EC US N 1 N N N GENTHERM INCORPORATED HKM6YX1U5JS60TCUB219 37253A103 -3500.00000000 NS USD -136150.00000000 -0.01733276147 Short EC US N 1 N N N NATIONAL STORAGE AFFILIATES TRUST N/A 637870106 1700.00000000 NS USD 48722.00000000 0.006202620673 Long EC US N 1 N N N CORESITE REALTY CORPORATION 549300H0YYORITFM2B74 21870Q105 586.00000000 NS USD 70941.16000000 0.009031261147 Long EC US N 1 N N N NEKTAR THERAPEUTICS 5299005I24806IOIYE03 640268108 2284.00000000 NS USD 52897.44000000 0.006734180758 Long EC US N 1 N N N ENTEGRIS, INC. IYX6OWO7BT5DKO3BYG52 29362U104 -600.00000000 NS USD -35430.00000000 -0.00451046448 Short EC US N 1 N N N NUANCE COMMUNICATIONS, INC. AEMSOT3SS15TNMJCE605 67020Y100 1000.00000000 NS USD 25305.00000000 0.003221487544 Long EC US N 1 N N N EASTMAN CHEMICAL COMPANY FDPVHDGJ1IQZFK9KH630 277432100 -1891.00000000 NS USD -131689.24000000 -0.01676487834 Short EC US N 1 N N N TREEHOUSE FOODS, INC. 5493007M7EVHE470Q576 89469A104 2057.00000000 NS USD 90096.60000000 0.011469870567 Long EC US N 1 N N N UNIVERSAL HEALTH REALTY INCOME TRUST 549300L4MWZL4IH6H172 91359E105 400.00000000 NS USD 31796.00000000 0.004047833154 Long EC US N 1 N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAT3 649000.00000000 PA USD 656281.92000000 0.083548865087 Long DBT NUSS CN Y 2 2026-01-26 Fixed 1.81000000 N N N N N N WILLIAMS-SONOMA, INC. 549300IARG6YWVTZ1I92 969904101 -1029.00000000 NS USD -84388.29000000 -0.01074316637 Short EC US N 1 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 380000.00000000 PA USD 292163.00000000 0.037194209266 Long DBT NUSS MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N N/A N/A CDS860519 -3000.00000000 NC USD -938.74000000 -0.00011950757 N/A DCR XX N 2 BRK: CREDIT SUISSE N/A Y 2063-05-11 0.00000000 USD -370.09000000 USD -3000.00000000 USD -568.65000000 N N N TECHTARGET, INC. 529900YQA5JL2H2VMB84 87874R100 -2800.00000000 NS USD -84084.00000000 -0.01070442832 Short EC US N 1 N N N MACK-CALI REALTY CORPORATION N/A 554489104 2924.00000000 NS USD 44707.96000000 0.005691607835 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 338.30000000 0.000043067742 N/A DFE US N 2 BROWN BROTHERS N/A 2130391.70000000 ZAR 122736.26000000 USD 2020-07-17 338.30000000 N N N EDWARDS LIFESCIENCES CORPORATION YA13X31F3V31L8TMPR58 28176E108 5571.00000000 NS USD 385011.81000000 0.049014453682 Long EC US N 1 N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446104 1872.00000000 NS USD 164024.64000000 0.020881380548 Long EC US N 1 N N N BIOMARIN PHARMACEUTICAL INC. NSLL8ITTRR0J5HEMR848 09061G101 1743.00000000 NS USD 214981.62000000 0.027368528399 Long EC US N 1 N N N HUMANA INC. 529900YLDW34GJAO4J06 444859102 1162.00000000 NS USD 450565.50000000 0.057359855612 Long EC US N 1 N N N HUNTSMAN CORPORATION 5299000V56320A7RIQ67 447011107 -3519.00000000 NS USD -63236.43000000 -0.00805039998 Short EC US N 1 N N N Freddie Mac N/A 3137G0MD8 885000.00000000 PA USD 892729.68000000 0.113650169722 Long DBT USGA US N 2 2029-07-25 Floating 3.41825040 N N N N N N Federal National Mortgage Association N/A 30711XBF0 171731.81240000 PA USD 180478.63000000 0.022976078190 Long DBT USGA US N 2 2028-04-25 Floating 5.88449880 N N N N N N REGENCY CENTERS CORPORATION 529900053A7X7FJ97S58 758849103 3562.00000000 NS USD 163460.18000000 0.020809521197 Long EC US N 1 N N N Federal National Mortgage Association N/A 3136A2N58 1068436.04400000 PA USD 255475.56000000 0.032523664670 Long DBT USGA US N 2 2041-12-25 Floating 6.35550120 N N N N N N ELEMENT SOLUTIONS INC 549300FLGN6P5CU20J91 28618M106 -4300.00000000 NS USD -46655.00000000 -0.00593947841 Short EC US N 1 N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 580135101 -22465.00000000 NS USD -4144118.55000000 -0.52757266517 Short EC US N 1 N N N COLUMBIA SPORTSWEAR COMPANY 549300OTMCIEUXAH5Z60 198516106 -1252.00000000 NS USD -100886.16000000 -0.01284345022 Short EC US N 1 N N N CCUBS COMMERCIAL MORTGAGE TRUST N/A 12508GAU0 1115000.00000000 PA USD 1248221.09000000 0.158906488612 Long ABS-MBS US N 2 2050-11-15 Fixed 3.54400000 N N N N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 742718109 67929.00000000 NS USD 8122270.53000000 1.034016729749 Long EC US N 1 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05367AAJ2 75000.00000000 PA USD 71677.73000000 0.009125031196 Long DBT CORP US Y 2 2022-01-20 Fixed 2.87500000 N N N N N N FAIR ISAAC CORPORATION RI6HET5SJUEY30V1PS26 303250104 100.00000000 NS USD 41804.00000000 0.005321915246 Long EC US N 1 N N N N/A N/A CDS871047 -188000.00000000 NC USD -58827.97000000 -0.00748917497 N/A DCR XX N 2 BRK: GOLDMAN SACHS N/A Y 2063-05-11 0.00000000 USD -28529.03000000 USD -188000.00000000 USD -30298.94000000 N N N Eagle Re N/A 269826AA1 84898.59400000 PA USD 82150.49000000 0.010458280194 Long ABS-MBS US N 2 2028-11-25 Floating 1.88449920 N N N N N N REXFORD INDUSTRIAL REALTY, INC 549300MSLO0DF0EMX355 76169C100 1728.00000000 NS USD 71591.04000000 0.009113995007 Long EC US N 1 N N N NEXTERA ENERGY, INC. N/A 65339F101 4708.00000000 NS USD 1130720.36000000 0.143947897892 Long EC US N 1 N N N GOLAR LNG LIMITED 213800C2VSFZG3EZLO34 G9456A100 5177.00000000 NS USD 37481.48000000 0.004771630941 Long EC US N 1 N N N PACKAGING CORPORATION OF AMERICA 549300XZP8MFZFY8TJ84 695156109 -1402.00000000 NS USD -139919.60000000 -0.01781265554 Short EC US N 1 N N N SAREPTA THERAPEUTICS, INC. 549300IKDPIED8J8IG21 803607100 609.00000000 NS USD 97647.06000000 0.012431092177 Long EC US N 1 N N N ASHFORD HOSPITALITY TRUST N/A 04410CAA7 1000000.00000000 PA USD 927353.00000000 0.118057938705 Long ABS-MBS US N 2 2035-06-15 Floating 1.18362960 N N N N N N NOVANTA INC. N/A 67000B104 -200.00000000 NS USD -21354.00000000 -0.00271850009 Short EC US N 1 N N N STARWOOD RETAIL PROPERTY TRUST N/A 85571XAA5 1611234.32300000 PA USD 1230867.34000000 0.156697245796 Long ABS-MBS US N 2 2027-11-15 Floating 1.65363120 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AH3 382000.00000000 PA USD 452092.77000000 0.057554286803 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N COMM MORTGAGE TRUST N/A 12591KAE5 870000.00000000 PA USD 936543.78000000 0.119227983491 Long ABS-MBS US N 2 2046-10-10 Fixed 4.04600000 N N N N N N LHC GROUP, INC. 5299009NPLWAMRQYZX73 50187A107 400.00000000 NS USD 69728.00000000 0.008876818158 Long EC US N 1 N N N WESTROCK COMPANY N/A 96145D105 -3654.00000000 NS USD -103262.04000000 -0.01314591486 Short EC US N 1 N N N TWILIO INC. 5493004W8TRGD63APX93 90138F102 400.00000000 NS USD 87768.00000000 0.011173424967 Long EC US N 1 N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231G102 277248.00000000 NS USD 12398530.56000000 1.578411846293 Long EC US N 1 N N N United States of America N/A N/A -32.00000000 NC USD -6981000.00000000 -0.88872572807 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Sep 2020 2020-09-24 -7008655.75000000 USD 27655.75000000 N N N N/A N/A 07876RAB2 675000.00000000 PA USD 628387.20000000 0.079997689705 Long ABS-MBS BM N 2 2029-03-25 Floating 1.93449960 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131102 2103.00000000 NS USD 191835.66000000 0.024421900387 Long EC US N 1 N N N N/A N/A CDS922616 -201000.00000000 NC USD -62895.86000000 -0.00800704325 N/A DCR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2063-05-11 0.00000000 USD -19317.60000000 USD -201000.00000000 USD -43578.26000000 N N N CUBESMART N/A 229663109 4781.00000000 NS USD 129039.19000000 0.016427510110 Long EC US N 1 N N N CAVCO INDUSTRIES, INC. N/A 149568107 -500.00000000 NS USD -96425.00000000 -0.01227551616 Short EC US N 1 N N N CHARTER COMMUNICATIONS, INC. 0J0XRGZE3PBRFEZ7MV65 16119P108 -1980.00000000 NS USD -1009879.20000000 -0.12856404917 Short EC US N 1 N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90276FAW4 1155000.00000000 PA USD 1347408.45000000 0.171533670783 Long ABS-MBS US N 2 2051-05-15 Fixed 4.31340000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61765VAA6 203878.81610000 PA USD 193684.88000000 0.024657317862 Long ABS-MBS US N 2 2026-11-15 Floating 2.13363000 N N N N N N THE GEO GROUP, INC. N/A 36162J106 3947.00000000 NS USD 46693.01000000 0.005944317333 Long EC US N 1 N N N ALEXANDER'S, INC. 549300TZM28P04U5R635 014752109 400.00000000 NS USD 96360.00000000 0.012267241248 Long EC US N 1 N N N F5 NETWORKS, INC. N/A 315616102 -297.00000000 NS USD -41425.56000000 -0.00527373742 Short EC US N 1 N N N ACADIA HEALTHCARE COMPANY, INC. 5493005CW985Y9D0NC11 00404A109 1066.00000000 NS USD 26777.92000000 0.003408999634 Long EC US N 1 N N N CORTEVA, INC. 549300WZN9I2QKLS0O94 22052L104 -11549.54920000 NS USD -309412.42000000 -0.03939017021 Short EC US N 1 N N N N/A N/A CDS870815 -42000.00000000 NC USD -13142.42000000 -0.00167311370 N/A DCR XX N 2 BRK: DEUTSCHE BANK N/A Y 2049-12-31 0.00000000 USD -2239.63000000 USD -42000.00000000 USD -10902.79000000 N N N N/A N/A N/A -26018750.00000000 PA USD -26018750.00000000 -3.31235246201 Short RA US N 2 Reverse repurchase N 0.14000000 2050-12-31 26018750.00000000 USD 26539125.00000000 USD UST N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RAM0 80000.00000000 PA USD 115066.23000000 0.014648663376 Long DBT CORP US N 2 2035-06-15 Fixed 5.70000000 N N N N N N JABIL INC. 5493000CGCQY2OQU7669 466313103 -1522.00000000 NS USD -48825.76000000 -0.00621582998 Short EC US N 1 N N N MOMENTA PHARMACEUTICALS, INC. 529900BB2VMRCT4YQ588 60877T100 500.00000000 NS USD 16635.00000000 0.002117741367 Long EC US N 1 N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 025537101 5279.00000000 NS USD 420419.56000000 0.053522085597 Long EC US N 1 N N N PHYSICIANS REALTY TRUST 549300ITOVH0OY7PZC34 71943U104 3278.00000000 NS USD 57430.56000000 0.007311275784 Long EC US N 1 N N N NETAPP, INC. QTX3D84DZDD5JYOCYH15 64110D104 -2761.00000000 NS USD -122505.57000000 -0.01559573870 Short EC US N 1 N N N CORPORATE OFFICE PROPERTIES TRUST YY1J47X6LF9TYY8JY420 22002T108 2828.00000000 NS USD 71661.52000000 0.009122967560 Long EC US N 1 N N N BRK: MERRILL LYNCH N/A N/A 72722.59320000 NC USD 196976.85000000 0.025076406593 N/A DE US N 2 BRK: MERRILL LYNCH N/A Y 2020-07-24 0.00000000 USD 0.00000000 USD -9885152.57000000 USD 196976.85000000 N N N WD-40 COMPANY 549300UZHTN0CNKBOB19 929236107 627.00000000 NS USD 124334.10000000 0.015828522209 Long EC US N 1 N N N STANDARD MOTOR PRODUCTS, INC. THGK1EO5B5HK0JHQVZ90 853666105 -4095.00000000 NS USD -168714.00000000 -0.02147836591 Short EC US N 1 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122157 8207.00000000 NS USD 29381.06000000 0.003740395923 Long EC US N 1 N N N PROLOGIS, INC. 529900DFH19P073LZ636 74340W103 13626.00000000 NS USD 1271714.58000000 0.161897359405 Long EC US N 1 N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DS1 425000.00000000 PA USD 421812.50000000 0.053699415724 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N Freddie Mac N/A 3137G0AB5 442385.65000000 PA USD 387905.06000000 0.049382782820 Long DBT USGA US N 2 2023-07-25 Floating 7.31824920 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46642EAY2 925000.00000000 PA USD 1002922.46000000 0.127678411898 Long ABS-MBS US N 2 2047-08-15 Fixed 3.77480000 N N N N N N PIEDMONT OFFICE REALTY TRUST, INC. N/A 720190206 3766.00000000 NS USD 62553.26000000 0.007963428095 Long EC US N 1 N N N PARK HOTELS & RESORTS INC. 5493005UZ5TQN0H6HS73 700517105 5354.00000000 NS USD 52951.06000000 0.006741006926 Long EC US N 1 N N N BRK: MORGAN STANLEY N/A N/A 2760000.00000000 NC USD -225964.84000000 -0.02876676220 N/A DIR XX N 2 BRK: MORGAN STANLEY N/A Y 2025-04-21 0.00000000 USD 0.00000000 USD -2760000.00000000 USD -225964.84000000 N N N TERADATA CORPORATION 549300JU9SOUHV4U4R71 88076W103 1000.00000000 NS USD 20800.00000000 0.002647972374 Long EC US N 1 N N N N/A N/A CDS915149 -164000.00000000 NC USD -51318.01000000 -0.00653310926 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2063-05-11 0.00000000 USD -16477.19000000 USD -164000.00000000 USD -34840.82000000 N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331107 2133.00000000 NS USD 229297.50000000 0.029191031031 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912810FS2 11545000.00000000 PA USD 17331391.90000000 2.206396488304 Long DBT USGA US N 2 2026-01-15 Fixed 2.00000000 N N N N N N PERFORMANCE FOOD GROUP COMPANY 549300EUK8GR9IT1YK57 71377A103 3395.00000000 NS USD 98930.30000000 0.012594456796 Long EC US N 1 N N N DOW INC. 5493003S21INSLK2IP73 260557103 -10749.66660000 NS USD -438156.41000000 -0.05578009948 Short EC US N 1 N N N Freddie Mac N/A 3137BYRV4 2072681.99320000 PA USD 475210.23000000 0.060497286584 Long DBT USGA US N 2 2047-06-15 Floating 5.96525040 N N N N N N NATIONAL HEALTHCARE CORPORATION N/A 635906100 1300.00000000 NS USD 82472.00000000 0.010499210463 Long EC US N 1 N N N BRK: MORGAN STANLEY N/A N/A 1190000.00000000 NC USD -325965.99000000 -0.04149754502 N/A DIR XX N 2 BRK: MORGAN STANLEY N/A Y 2035-11-10 0.00000000 USD 0.00000000 USD -1190000.00000000 USD -325965.99000000 N N N LAMAR ADVERTISING COMPANY 529900Y8WW4MKVPTB543 512816109 1884.00000000 NS USD 125775.84000000 0.016012064887 Long EC US N 1 N N N AT&T INC. 549300Z40J86GGSTL398 00206RCN0 2045000.00000000 PA USD 2247371.30000000 0.286104669079 Long DBT CORP US N 2 2025-05-15 Fixed 3.40000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -99647.00000000 -0.01268569726 N/A DFE US N 2 BROWN BROTHERS N/A 29214327.29000000 ZAR 1578811.46000000 USD 2020-07-17 -99647.00000000 N N N Transocean Ltd. 529900QO4W5DQGBGEF32 H8817H100 29625.00000000 NS USD 54213.75000000 0.006901755398 Long EC US N 1 N N N N/A N/A N/A 15.00000000 NC USD 390187.50000000 0.049673351958 N/A DCO US N 1 MORGAN STANLEY & CO, INC N/A Long Wheat Minneapolis Grain Exchange Hard Red Spring Wheat Electronic Commodity Future Sep 2020 2020-09-17 398116.30000000 USD -7928.80000000 N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KAP1 405000.00000000 PA USD 438911.97000000 0.055876287078 Long DBT CORP US N 2 2027-07-13 Fixed 4.40000000 N N N N N N AGREE REALTY CORPORATION N/A 008492100 900.00000000 NS USD 59139.00000000 0.007528771068 Long EC US N 1 N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 91913Y100 27515.00000000 NS USD 1618432.30000000 0.206036731722 Long EC US N 1 N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FAE1 378000.00000000 PA USD 420678.13000000 0.053555003204 Long DBT CORP US Y 2 2026-04-15 Fixed 4.25000000 N N N N N N MASIMO CORPORATION 549300Q4A8JK0PIYCU29 574795100 392.00000000 NS USD 89372.08000000 0.011377634560 Long EC US N 1 N N N N/A N/A 46591HAC4 185823.70450000 PA USD 170742.03000000 0.021736547045 Long ABS-MBS US N 2 2047-04-25 Floating 2.28449880 N N N N N N T-MOBILE US INC - RTS N/A 872590112 4250.00000000 NC USD 714.00000000 0.000090896743 N/A DE US N 1 T-MOBILE US INC - RTS N/A N/A N/A 2020-07-30 XXXX 714.00000000 N N N BLOOMIN' BRANDS, INC. E1UJ2GO305B5FXGV7N04 094235108 -3700.00000000 NS USD -39442.00000000 -0.00502121761 Short EC US N 1 N N N STORE CAPITAL CORPORATION 5493004EA6C9IHDZ7N66 862121100 4455.00000000 NS USD 106073.55000000 0.013503837982 Long EC US N 1 N N N Braskem Netherlands Finance B.V. N/A 10554TAD7 1130000.00000000 PA USD 1033950.00000000 0.131628415204 Long DBT NUSS BR Y 2 2030-01-31 Fixed 4.50000000 N N N N N N W. R. GRACE & CO. 5493003X5Z6TVAXIPW56 38388F108 -579.00000000 NS USD -29418.99000000 -0.00374522465 Short EC US N 1 N N N N/A N/A CDS737900 -329000.00000000 NC USD -102948.94000000 -0.01310605524 N/A DCR XX N 2 BRK: GOLDMAN SACHS N/A Y 2063-05-11 0.00000000 USD -44229.97000000 USD -329000.00000000 USD -58718.97000000 N N N K12 INC. N/A 48273U102 -1600.00000000 NS USD -43584.00000000 -0.00554852057 Short EC US N 1 N N N FLAGSHIP CREDIT AUTO TRUST N/A 33844FAE7 450000.00000000 PA USD 456302.07000000 0.058090157482 Long ABS-MBS US N 2 2022-11-15 Fixed 3.89000000 N N N N N N ACUSHNET HOLDINGS CORP. 529900W5FI106H543E43 005098108 -600.00000000 NS USD -20874.00000000 -0.00265739304 Short EC US N 1 N N N RINGCENTRAL, INC. 549300C8EH0H1614VE84 76680R206 100.00000000 NS USD 28501.00000000 0.003628358684 Long EC US N 1 N N N INFINERA CORPORATION 549300ZOF66WPV3H0H17 45667G103 -7200.00000000 NS USD -42624.00000000 -0.00542630646 Short EC US N 1 N N N ALTICE USA, INC. 54930064K3612MGCER95 02156K103 -3100.00000000 NS USD -69874.00000000 -0.00889540488 Short EC US N 1 N N N ARISTA NETWORKS, INC. 635400H1WKBLOQERUU95 040413106 -644.00000000 NS USD -135259.32000000 -0.01721937224 Short EC US N 1 N N N MARATHON OIL CORPORATION 1FRVQX2CRLGC1XLP5727 565849106 57974.00000000 NS USD 354800.88000000 0.045168410027 Long EC US N 1 N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667101 3302.00000000 NS USD 594987.38000000 0.075745680058 Long EC US N 1 N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027X100 8035.00000000 NS USD 2077368.90000000 0.264462281640 Long EC US N 1 N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17324KAP3 435000.00000000 PA USD 482122.81000000 0.061377302010 Long ABS-MBS US N 2 2048-11-10 Fixed 3.81800000 N N N N N N SKYWORKS SOLUTIONS, INC. 549300WZ3ORQ2BVKBD96 83088M102 -1252.00000000 NS USD -160080.72000000 -0.02037929443 Short EC US N 1 N N N DHT HOLDINGS, INC. 549300SMD6IVZYT74K40 Y2065G121 3000.00000000 NS USD 15390.00000000 0.001959244944 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828QV5 44923000.00000000 PA USD 51990574.12000000 6.618730960859 Long DBT USGA US N 2 2021-07-15 Fixed 0.62500000 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477BJ1 63000.00000000 PA USD 68195.34000000 0.008681700786 Long DBT CORP US Y 2 2026-03-30 Fixed 2.90100000 N N N N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 26614N102 -10349.54920000 NS USD -549871.55000000 -0.07000214777 Short EC US N 1 N N N N/A N/A CDS894588 -503000.00000000 NC USD -157396.10000000 -0.02003752522 N/A DCR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2063-05-11 0.00000000 USD -60926.78000000 USD -503000.00000000 USD -96469.32000000 N N N EASTMAN CHEMICAL COMPANY FDPVHDGJ1IQZFK9KH630 277432AR1 318000.00000000 PA USD 345247.95000000 0.043952261241 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N LEIDOS, INC. 5493006I78VIN6J1BQ95 52532XAA3 247000.00000000 PA USD 257299.90000000 0.032755914763 Long DBT CORP US Y 2 2023-05-15 Fixed 2.95000000 N N N N N N SPLUNK INC. 549300XGDSGBP6UEI867 848637104 605.00000000 NS USD 120213.50000000 0.015303943605 Long EC US N 1 N N N MALIBU BOATS, INC. N/A 56117J100 -1000.00000000 NS USD -51950.00000000 -0.00661356561 Short EC US N 1 N N N TYSON FOODS, INC. WD6L6041MNRW1JE49D58 902494AX1 715000.00000000 PA USD 791696.23000000 0.100787968546 Long DBT CORP US N 2 2024-08-15 Fixed 3.95000000 N N N N N N PACIRA BIOSCIENCES, INC. N/A 695127100 700.00000000 NS USD 36729.00000000 0.004675835448 Long EC US N 1 N N N SYNNEX CORPORATION 5493004HI6PFLF46NS53 87162W100 -500.00000000 NS USD -59885.00000000 -0.00762374161 Short EC US N 1 N N N Enel Chile S.A. 549300YM5CWCAUVOPB53 29278DAA3 650000.00000000 PA USD 724750.00000000 0.092265287411 Long DBT NUSS CL N 2 2028-06-12 Fixed 4.87500000 N N N N N N CHEMED CORPORATION 54930020031IDJT2IM79 16359R103 150.00000000 NS USD 67660.50000000 0.008613612251 Long EC US N 1 N N N SUNOCO LP 54930001NJU8E40NQ561 86765LAJ6 563000.00000000 PA USD 554555.00000000 0.070598380766 Long DBT CORP US N 2 2023-01-15 Fixed 4.87500000 N N N N N N DBWF COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES N/A 23307GAA4 760897.00000000 PA USD 722799.95000000 0.092017033636 Long ABS-MBS US N 2 2030-12-19 Floating 1.20237840 N N N N N N GUIDEWIRE SOFTWARE, INC. 549300WXSG0J8IXZCK32 40171V100 500.00000000 NS USD 55425.00000000 0.007055955232 Long EC US N 1 N N N PINNACLE WEST CAPITAL CORPORATION TWSEY0NEDUDCKS27AH81 723484101 1750.00000000 NS USD 128257.50000000 0.016327995998 Long EC US N 1 N N N N/A N/A CDS950108 -126000.00000000 NC USD -63580.78000000 -0.00809423793 N/A DCR XX N 2 BRK: CITIGROUP GLOBAL MARKETS INC. N/A Y 2063-05-11 0.00000000 USD -19229.05000000 USD -126000.00000000 USD -44351.73000000 N N N AT&T INC. 549300Z40J86GGSTL398 00206R102 88931.00000000 NS USD 2688384.13000000 0.342248409006 Long EC US N 1 N N N N/A N/A CDS922631 -46000.00000000 NC USD -14394.08000000 -0.00183245798 N/A DCR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2063-05-11 0.00000000 USD -4432.74000000 USD -46000.00000000 USD -9961.34000000 N N N United States of America 254900HROIFWPRGM1V77 912810FD5 6125000.00000000 PA USD 6543952.01000000 0.833086737511 Long DBT USGA US N 2 2024-04-15 Fixed 0.50000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BH2 200000.00000000 PA USD 208750.00000000 0.026575203514 Long DBT CORP GB Y 2 2049-12-29 Fixed 7.75000000 N N N Y Y STANDARD CHARTERED PLC GBP XXXX N N N JOHN B. SANFILIPPO & SON, INC. 5299007IBEYVXKYDUX28 800422107 500.00000000 NS USD 42665.00000000 0.005431526026 Long EC US N 1 N N N CARTER'S, INC. 5299003WAQK4R3L3ZU36 146229109 -2063.00000000 NS USD -166484.10000000 -0.02119448545 Short EC US N 1 N N N THE TJX COMPANIES, INC. V167QI9I69W364E2DY52 872540109 -10642.00000000 NS USD -538059.52000000 -0.06849840118 Short EC US N 1 N N N State of Qatar 52990074F6OJOAXK4P65 74727PBC4 570000.00000000 PA USD 619879.56000000 0.078914612989 Long DBT NUSS QA Y 2 2025-04-16 Fixed 3.40000000 N N N N N N EPAM SYSTEMS, INC. 549300XCR4R530HJP604 29414B104 250.00000000 NS USD 63002.50000000 0.008020619206 Long EC US N 1 N N N N/A N/A CDS783609 -36000.00000000 NC USD -11264.93000000 -0.00143409728 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2063-05-11 0.00000000 USD -5725.12000000 USD -36000.00000000 USD -5539.81000000 N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556102 3916.00000000 NS USD 1418923.44000000 0.180637984141 Long EC US N 1 N N N CAESARS ENTERTAINMENT CORPORATION 529900CJT4VQO26ONP04 127686103 -18440.00000000 NS USD -223677.20000000 -0.02847553107 Short EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 19549.09000000 0.002488723570 N/A DFE US N 2 BROWN BROTHERS N/A 7882068.60000000 ZAR 472399.66000000 USD 2020-07-17 19549.09000000 N N N STEVEN MADDEN, LTD. 549300Z9GZ7GYJWSGF43 556269108 -1865.00000000 NS USD -46046.85000000 -0.00586205705 Short EC US N 1 N N N LIGAND PHARMACEUTICALS INCORPORATED 5493008K7TB0IKP37H79 53220K504 278.00000000 NS USD 31094.30000000 0.003958502278 Long EC US N 1 N N N CIENA CORPORATION W0CZ7N0GH8UIGXDM1H41 171779309 -1000.00000000 NS USD -54160.00000000 -0.00689491268 Short EC US N 1 N N N CALLAWAY GOLF COMPANY 5493005UB0KFRKBPCU72 131193104 -4233.00000000 NS USD -74119.83000000 -0.00943592606 Short EC US N 1 N N N UNITIL CORPORATION N/A 913259107 600.00000000 NS USD 26892.00000000 0.003423522744 Long EC US N 1 N N N OPT-IRSLV4526105 N/A SWT025403 -8590000.00000000 NC USD -133489.26000000 -0.01699403234 N/A DIR US N 2 BANK OF AMERICA N/A Call Written N/A N/A 0.00000000 0.52100000 USD 2020-10-28 XXXX 144772.85000000 N N N SIRIUS XM HOLDINGS INC. 54930055RWDMVXAGZK98 82968B103 -18700.00000000 NS USD -109769.00000000 -0.01397429228 Short EC US N 1 N N N THE ROYAL BANK OF SCOTLAND GROUP PUBLIC LIMITED COMPANY 2138005O9XJIJN4JPN90 780097AU5 600000.00000000 PA USD 547062.00000000 0.069644474180 Long DBT NUSS GB N 2 2169-03-31 Floating 2.62788120 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BL2 359000.00000000 PA USD 305853.64000000 0.038937114867 Long DBT CORP US N 2 2168-09-15 Floating 1317.00708000 N N N N N N ENVISTA HOLDINGS CORPORATION 549300BX623VURJZ5269 29415F104 1700.00000000 NS USD 35853.00000000 0.004564315073 Long EC US N 1 N N N T-MOBILE US, INC. 549300QHIJYOHPACPG31 872590104 4250.00000000 NS USD 442637.50000000 0.056350570757 Long EC US N 1 N N N United States of America N/A N/A 27.00000000 NC USD 4252078.13000000 0.541316606776 N/A DIR US N 1 CITIGROUP GLOBAL MARKETS N/A Long U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Sep 2020 2020-09-24 4261693.51000000 USD -9615.38000000 N N N TRIANGLE RE LTD N/A 89600TAA1 553029.00000000 PA USD 538614.30000000 0.068569028207 Long ABS-MBS BM N 2 2029-11-26 Floating 2.08450080 N N N N N N HEALTHCARE TRUST OF AMERICA, INC. 549300L0I14L7I0VLX84 42225P501 5141.00000000 NS USD 136339.32000000 0.017356863118 Long EC US N 1 N N N II-VI INCORPORATED 549300O5C25A0MMHHU33 902104108 -200.14000000 NS USD -9450.61000000 -0.00120312279 Short EC US N 1 N N N INSULET CORPORATION 549300TZTYD2PYN92D43 45784P101 578.00000000 NS USD 112282.28000000 0.014294248824 Long EC US N 1 N N N MAGNOLIA OIL & GAS CORPORATION N/A 559663109 6200.00000000 NS USD 37572.00000000 0.004783154713 Long EC US N 1 N N N Freddie Mac N/A 3137FBCZ7 1746641.55000000 PA USD 345162.57000000 0.043941391824 Long DBT USGA US N 2 2047-11-15 Floating 6.01525080 N N N N N N STAG INDUSTRIAL, INC. 549300QWYX2W6FASVQ07 85254J102 2778.00000000 NS USD 81450.96000000 0.010369225573 Long EC US N 1 N N N SM ENERGY COMPANY 84BUTVXV5ODI6BXNMH43 78454L100 11700.00000000 NS USD 43875.00000000 0.005585566726 Long EC US N 1 N N N DOLLAR TREE, INC. 549300PMSTQITB1WHR43 256746108 -1764.00000000 NS USD -163487.52000000 -0.02081300175 Short EC US N 1 N N N UNDER ARMOUR, INC. 549300D4549QKWETZ406 904311107 -9446.00000000 NS USD -92004.04000000 -0.01171269981 Short EC US N 1 N N N VEREIT, INC. 5493002H54FNIBW75H44 92339V100 22120.00000000 NS USD 142231.60000000 0.018106987862 Long EC US N 1 N N N TOOTSIE ROLL INDUSTRIES, INC. 529900SBKOV9XX4M4Q35 890516107 1721.00000000 NS USD 58978.67000000 0.007508360039 Long EC US N 1 N N N MEDPACE HOLDINGS, INC. 549300H8TYEUVTW14A54 58506Q109 300.00000000 NS USD 27906.00000000 0.003552611397 Long EC US N 1 N N N CarMax, Inc. 529900F60CID3NCZM330 143130102 -1766.00000000 NS USD -158145.30000000 -0.02013290314 Short EC US N 1 N N N BURLINGTON STORES, INC. 5299003Z37DVGKKC1W09 122017106 -784.00000000 NS USD -154393.12000000 -0.01965522675 Short EC US N 1 N N N N/A N/A CDS797948 -254000.00000000 NC USD -79480.34000000 -0.01011835310 N/A DCR XX N 2 BRK: CGG N/A Y 2063-05-11 0.00000000 USD -33275.98000000 USD -254000.00000000 USD -46204.36000000 N N N MEDTRONIC PUBLIC LIMITED COMPANY 549300GX3ZBSQWUXY261 G5960L103 12505.00000000 NS USD 1146708.50000000 0.145983289865 Long EC US N 1 N N N POLYONE CORPORATION SM8L9RZYIB34LNTWO040 73179P106 -1400.00000000 NS USD -36722.00000000 -0.00467494430 Short EC US N 1 N N N KILROY REALTY CORPORATION 549300CXXI18B214UN80 49427F108 2128.00000000 NS USD 124913.60000000 0.015902296247 Long EC US N 1 N N N MODINE MANUFACTURING COMPANY Z35SZFYJR8GZZRSIUU09 607828100 -6100.00000000 NS USD -33672.00000000 -0.00428665989 Short EC US N 1 N N N Federal National Mortgage Association N/A 30711XAX2 501767.84100000 PA USD 506306.18000000 0.064455998918 Long DBT USGA US N 2 2025-05-25 Floating 4.18449960 N N N N N N ARAMARK 549300MR6PG2DWZUIL39 03852U106 -6048.00000000 NS USD -136503.36000000 -0.01737774645 Short EC US N 1 N N N BRK: MORGAN STANLEY N/A N/A 4220000.00000000 NC USD -590506.83000000 -0.07517527752 N/A DIR XX N 2 BRK: MORGAN STANLEY N/A Y 2029-06-04 0.00000000 USD 0.00000000 USD -4220000.00000000 USD -590506.83000000 N N N SJW GROUP N/A 784305104 800.00000000 NS USD 49688.00000000 0.006325598621 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -39707.75000000 -0.00505504928 N/A DFE US N 2 BROWN BROTHERS N/A 485859309.00000000 JPY 4466665.52000000 USD 2020-08-07 -39707.75000000 N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FAF8 244000.00000000 PA USD 274932.95000000 0.035000714247 Long DBT CORP US Y 2 2025-04-15 Fixed 4.70000000 N N N N N N LIBERTY BROADBAND CORPORATION 549300MIX43II8JLN536 530307305 -1400.00000000 NS USD -173544.00000000 -0.02209325565 Short EC US N 1 N N N FLAGSHIP CREDIT AUTO TRUST N/A 33843RAA0 1746.10620000 PA USD 1746.99000000 0.000222402945 Long ABS-MBS US N 2 2022-04-15 Fixed 2.07000000 N N N N N N FOOT LOCKER, INC. 549300X383CBNP6MTV94 344849104 -1280.00000000 NS USD -37324.80000000 -0.00475168458 Short EC US N 1 N N N TENNECO INC. 549300U0EXXFAQFAD785 880349105 -655.00000000 NS USD -4951.80000000 -0.00063039565 Short EC US N 1 N N N BRK: GOLDMAN SACHS INTERNATIONAL N/A N/A 2530000.00000000 NC USD -274505.38000000 -0.03494628186 N/A DIR XX N 2 BRK: GOLDMAN SACHS INTERNATIONAL N/A Y 2029-12-13 0.00000000 USD 0.00000000 USD -2530000.00000000 USD -274505.38000000 N N N Federal Home Loan Banks N/A 3130AHWM1 1700000.00000000 PA USD 1701012.49000000 0.216549715461 Long DBT USGA US N 2 2028-01-21 Fixed 2.40000000 N N N N N N N/A N/A N/A 5.00000000 NC USD 85375.00000000 0.010868780838 N/A DCO US N 1 GOLDMAN, SACHS & CO. N/A Long Corn Corn Future Sep 2020 2020-09-16 83328.25000000 USD 2046.75000000 N N N HILTON GRAND VACATIONS INC. 549300O9K6MFD8D07574 43283X105 -1700.00000000 NS USD -33235.00000000 -0.00423102701 Short EC US N 1 N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 780153AY8 292000.00000000 PA USD 300048.07000000 0.038198028859 Long DBT NUSS US Y 2 2023-06-01 Fixed 10.87500000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148BAD0 236000.00000000 PA USD 218300.00000000 0.027790979292 Long DBT CORP US N 2 2169-05-10 Fixed 5.00000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 015271109 2114.00000000 NS USD 342996.50000000 0.043665637328 Long EC US N 1 N N N COUNTRYWIDE HOME LOANS INC N/A 1266942E7 172510.92440000 PA USD 131590.87000000 0.016752355213 Long ABS-MBS US N 2 2036-05-25 Fixed 6.00000000 N N N N N N WEC ENERGY GROUP, INC. 549300IGLYTZUK3PVP70 92939U106 3215.00000000 NS USD 281794.75000000 0.035874265056 Long EC US N 1 N N N N/A N/A CDS049030 -329650.00000000 NC USD -2305.34000000 -0.00029348445 N/A DCR XX N 2 BRK: GOLDMAN SACHS BANK USA N/A Y 2025-06-20 1477.72000000 USD 0.00000000 USD -329650.00000000 USD -3783.06000000 N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106103 -52726.00000000 NS USD -5169784.30000000 -0.65814644263 Short EC US N 1 N N N Federal National Mortgage Association N/A 3136ALP47 1868313.65400000 PA USD 373832.19000000 0.047591216908 Long DBT USGA US N 2 2044-12-25 Floating 5.91549840 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38145GAG5 847000.00000000 PA USD 852390.11000000 0.108514685734 Long DBT CORP US N 2 2021-11-15 Fixed 2.35000000 N N N N N N SYNEOS HEALTH, INC. 549300F1ZGKDS8P6GU13 87166B102 373.00000000 NS USD 21727.25000000 0.002766017200 Long EC US N 1 N N N COLGATE-PALMOLIVE COMPANY YMEGZFW4SBUSS5BQXF88 194162103 24348.00000000 NS USD 1783734.48000000 0.227080751243 Long EC US N 1 N N N N/A N/A CDS410332 -113000.00000000 NC USD -35359.36000000 -0.00450147155 N/A DCR XX N 2 BRK: DEUTSCHE BANK N/A Y 2063-05-11 0.00000000 USD -12769.45000000 USD -113000.00000000 USD -22589.91000000 N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AS4 70000.00000000 PA USD 75832.76000000 0.009653992958 Long DBT CORP US N 2 2025-04-01 Fixed 2.95000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546104 29467.00000000 NS USD 2118677.30000000 0.269721103852 Long EC US N 1 N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17324TAE9 540000.00000000 PA USD 595112.89000000 0.075761658279 Long ABS-MBS US N 2 2049-02-10 Fixed 3.61600000 N N N N N N DMC GLOBAL INC. 549300CBDXD1Z5MRNG02 23291C103 300.00000000 NS USD 8280.00000000 0.001054096695 Long EC US N 1 N N N KENNEDY-WILSON HOLDINGS, INC. 549300MOI1T78144X610 489398107 4345.00000000 NS USD 66130.90000000 0.008418884436 Long EC US N 1 N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350105 -4402.00000000 NS USD -114011.80000000 -0.01451442772 Short EC US N 1 N N N N/A N/A CDS850836 -731000.00000000 NC USD -228740.66000000 -0.02912014175 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2063-05-11 0.00000000 USD -79253.32000000 USD -731000.00000000 USD -149487.34000000 N N N INVITATION HOMES INC. N/A 46187W107 9583.00000000 NS USD 263819.99000000 0.033585963714 Long EC US N 1 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AL2 365000.00000000 PA USD 370657.50000000 0.047187058666 Long DBT NUSS CH Y 2 2169-02-21 Fixed 6.37500000 N N N N N N QURATE RETAIL, INC. 549300PSXEKU4PHLCR04 74915M100 -1700.00000000 NS USD -16150.00000000 -0.00205599778 Short EC US N 1 N N N MONOLITHIC POWER SYSTEMS, INC. 529900TB7O85LSZ1XU31 609839105 -222.00000000 NS USD -52614.00000000 -0.00669809704 Short EC US N 1 N N N PBF ENERGY INC. 2549003PBEDCSZMZIY02 69318G106 9129.00000000 NS USD 93480.96000000 0.011900721134 Long EC US N 1 N N N NATIONWIDE FINANCIAL SERVICES, INC. 5493001H7AZNDS6BKJ36 638612AK7 470000.00000000 PA USD 483374.23000000 0.061536615741 Long DBT CORP US Y 2 2021-03-25 Fixed 5.37500000 N N N N N N RITE AID CORPORATION 529900W353T1JY1DKT44 767754872 190.00000000 NS USD 3241.40000000 0.000412650848 Long EC US N 1 N N N BUNGE LIMITED 5493007M0RIN8HY3MM77 G16962105 4536.00000000 NS USD 186565.68000000 0.023750998394 Long EC US N 1 N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137L105 -3100.00000000 NS USD -83142.00000000 -0.01058450572 Short EC US N 1 N N N LEXINGTON REALTY TRUST 549300S4MH2ICXDBFV43 529043101 9400.00000000 NS USD 99170.00000000 0.012624972131 Long EC US N 1 N N N THE ROYAL BANK OF SCOTLAND GROUP PUBLIC LIMITED COMPANY 2138005O9XJIJN4JPN90 780097BB6 425000.00000000 PA USD 441893.75000000 0.056255886649 Long DBT NUSS GB N 2 2168-09-30 Fixed 8.62500000 N N N Y Y THE ROYAL BANK OF SCOTLAND GROUP PUBLIC LIMITED COMPANY GBP XXXX N N N NORTHWEST NATURAL HOLDING COMPANY N/A 66765N105 600.00000000 NS USD 33474.00000000 0.004261453233 Long EC US N 1 N N N THE AES CORPORATION 2NUNNB7D43COUIRE5295 00130H105 8742.00000000 NS USD 126671.58000000 0.016126098289 Long EC US N 1 N N N NEXTIER OILFIELD SOLUTIONS INC. 529900L27H2D4QT0IT24 65290C105 9300.00000000 NS USD 22785.00000000 0.002900675506 Long EC US N 1 N N N N/A N/A CDS858877 -52000.00000000 NC USD -16271.57000000 -0.00207147441 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2063-05-11 0.00000000 USD -6615.50000000 USD -52000.00000000 USD -9656.07000000 N N N HORIZON THERAPEUTICS PUBLIC LIMITED COMPANY N/A G46188101 1728.00000000 NS USD 96042.24000000 0.012226788378 Long EC US N 1 N N N PS BUSINESS PARKS, INC. N/A 69360J107 902.00000000 NS USD 119424.80000000 0.015203537076 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828VM9 28250000.00000000 PA USD 32410314.84000000 4.126039342969 Long DBT USGA US N 2 2023-07-15 Fixed 0.37500000 N N N N N N Schlumberger N.V. 213800ZUA17OK3QLGM62 806857108 99416.00000000 NS USD 1828260.24000000 0.232749163859 Long EC US N 1 N N N HELMERICH & PAYNE, INC. 254900NAOGHJ88RZ4C73 423452101 8238.00000000 NS USD 160723.38000000 0.020461109140 Long EC US N 1 N N N DRYDEN CLO LTD N/A 26252VAC5 500000.00000000 PA USD 500729.50000000 0.063746052063 Long ABS-CBDO CORP KY N 2 2031-05-20 Floating 2.37413160 N N N N N N V.F. CORPORATION CWAJJ9DJ5Z7P057HV541 918204108 -13874.00000000 NS USD -845481.56000000 -0.10763518335 Short EC US N 1 N N N VMWARE, INC. 549300BUDHS3LRWBE814 928563402 120.00000000 NS USD 18583.20000000 0.002365759626 Long EC US N 1 N N N STEEL DYNAMICS, INC. 549300HGGKEL4FYTTQ83 858119100 -2254.00000000 NS USD -58806.86000000 -0.00748648753 Short EC US N 1 N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 26078JAC4 690000.00000000 PA USD 793640.78000000 0.101035522136 Long DBT CORP US N 2 2025-11-15 Fixed 4.49300000 N N N N N N ALBERTSONS COMPANIES, INC. 549300YKWOC0AOR16R51 013092AD3 814000.00000000 PA USD 824175.00000000 0.104922722666 Long DBT CORP US Y 2 2023-02-15 Fixed 3.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1697.40000000 0.000216089822 N/A DFE US N 2 BROWN BROTHERS N/A 4722770.72000000 ZAR 273035.99000000 USD 2020-07-17 1697.40000000 N N N XILINX, INC. 6EY4K7ZMF9UX1CU6KC79 983919101 -1096.00000000 NS USD -107835.44000000 -0.01372813779 Short EC US N 1 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BX6 261000.00000000 PA USD 290330.80000000 0.036960958546 Long DBT NUSS GB N 2 2026-09-12 Fixed 4.29200000 N N N N N N THOR INDUSTRIES, INC. 254900XZO1228PDSG060 885160101 -3825.00000000 NS USD -407477.25000000 -0.05187444716 Short EC US N 1 N N N LIFE STORAGE, INC. W9EE01AFDDF9DQCQZC68 53223X107 900.00000000 NS USD 85455.00000000 0.010878965347 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1693.98000000 -0.00021565443 N/A DFE US N 2 BROWN BROTHERS N/A 3951723.44000000 ZAR 225345.43000000 USD 2020-07-17 -1693.98000000 N N N SAGE THERAPEUTICS, INC. 5493000JX4BJS9W6CN35 78667J108 797.00000000 NS USD 33139.26000000 0.004218838700 Long EC US N 1 N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 824348106 -1356.00000000 NS USD -783564.60000000 -0.09975276029 Short EC US N 1 N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BV4 650000.00000000 PA USD 665284.26000000 0.084694920261 Long DBT CORP US N 2 2027-05-01 Fixed 3.45000000 N N N N N N GRAND CANYON EDUCATION, INC. 529900XFER799IYOSW74 38526M106 -1355.00000000 NS USD -122668.15000000 -0.01561643617 Short EC US N 1 N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAT8 167000.00000000 PA USD 176185.00000000 0.022429471766 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N KENTUCKY UTILITIES COMPANY AGX0G2MXE54NFNNICD28 491674BM8 382000.00000000 PA USD 406802.75000000 0.051788579025 Long DBT CORP US N 2 2050-06-01 Fixed 3.30000000 N N N N N N QUOTIENT TECHNOLOGY INC. 5493005ZZT58VQ9RKP56 749119103 -400.00000000 NS USD -2928.00000000 -0.00037275303 Short EC US N 1 N N N SOUTHWEST AIRLINES CO. UDTZ87G0STFETI6HGH41 844741BH0 513000.00000000 PA USD 526989.51000000 0.067089118458 Long DBT CORP US N 2 2023-05-04 Fixed 4.75000000 N N N N N N PROSPER MARKETPLACE ISSUANCE TRUST N/A 74362DAA6 183917.25000000 PA USD 184644.94000000 0.023506475968 Long ABS-MBS US N 2 2025-07-15 Fixed 3.19000000 N N N N N N N/A N/A N/A -94.00000000 NC USD -3525.00000000 -0.00044875493 N/A DIR US N 1 RBC CAPITAL N/A Put Written N/A Put Option 2 Aug 2020 on COPPER FUTURE (Consolidated) Sep 2020 -23500.00000000 200.00000000 USD 2020-08-29 XXXX 21987.87000000 N N N UGI CORPORATION DX6GCWD4Q1JO9CRE5I40 902681105 2647.00000000 NS USD 84174.60000000 0.010715962279 Long EC US N 1 N N N N/A N/A N/A -110.00000000 NC USD -18700.00000000 -0.00238062900 N/A DIR GB N 1 ROYAL BANK CANADA N/A Put Written N/A Put Option 25 Jul 2020 on BRENT CRUDE OIL(ICE) Sep 2020 -110000.00000000 25.00000000 USD 2020-07-31 XXXX 33789.80000000 N N N N/A N/A CDS850393 -731000.00000000 NC USD -228740.66000000 -0.02912014175 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2063-05-11 0.00000000 USD -80830.79000000 USD -731000.00000000 USD -147909.87000000 N N N DUNKIN' BRANDS GROUP, INC. 549300311IRV47UCTO62 265504100 -2318.00000000 NS USD -151203.14000000 -0.01924912200 Short EC US N 1 N N N NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST N/A 63874PAA3 910000.00000000 PA USD 885062.91000000 0.112674141108 Long ABS-MBS US N 2 2033-07-15 Floating 0.96824880 N N N N N N N/A N/A CDS850416 -1045000.00000000 NC USD -326995.88000000 -0.04162865657 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2063-05-11 0.00000000 USD -115551.54000000 USD -1045000.00000000 USD -211444.34000000 N N N Enanta Pharmaceuticals Inc 529900SSN4DODDQSN594 29251M106 1100.00000000 NS USD 55231.00000000 0.007031257797 Long EC US N 1 N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCK8 279000.00000000 PA USD 378869.88000000 0.048232546905 Long DBT CORP US N 2 2046-08-21 Fixed 4.86200000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135F101 -2435.00000000 NS USD -768510.35000000 -0.09783625846 Short EC US N 1 N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940X102 997.00000000 NS USD 169111.14000000 0.021528924369 Long EC US N 1 N N N MAGELLAN HEALTH, INC. N/A 559079207 700.00000000 NS USD 51086.00000000 0.006503572918 Long EC US N 1 N N N THE KRAFT HEINZ COMPANY N/A 500754106 16918.00000000 NS USD 539515.02000000 0.068683695596 Long EC US N 1 N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 629377508 2805.00000000 NS USD 91330.80000000 0.011626992082 Long EC US N 1 N N N EURONET WORLDWIDE, INC. YG3575C4DSHJPA5KET68 298736109 427.00000000 NS USD 40915.14000000 0.005208757711 Long EC US N 1 N N N MIDDLESEX WATER COMPANY N/A 596680108 700.00000000 NS USD 47026.00000000 0.005986709080 Long EC US N 1 N N N Government National Mortgage Association N/A 38380GQ64 1582741.96400000 PA USD 257716.92000000 0.032809004063 Long DBT USGA US N 2 2047-09-20 Floating 6.00999840 N N N N N N NATIONAL FUEL GAS COMPANY 8JB38FFW1Y3C1HM8E841 636180101 1437.00000000 NS USD 60253.41000000 0.007670642554 Long EC US N 1 N N N EQUITY COMMONWEALTH 549300YPGVU9PR4L0606 294628102 3250.00000000 NS USD 104650.00000000 0.013322611007 Long EC US N 1 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505EL4 362000.00000000 PA USD 389026.92000000 0.049525602738 Long DBT CORP US N 2 2169-04-23 Fixed 6.50000000 N N N N N N TOPBUILD CORP. 5493007YSKHOL4RWII46 89055F103 -1770.00000000 NS USD -201372.90000000 -0.02563605173 Short EC US N 1 N N N FLOOR & DECOR HOLDINGS, INC. 549300M5FR3N688XGQ36 339750101 -1000.00000000 NS USD -57650.00000000 -0.00733921189 Short EC US N 1 N N N EXETER AUTOMOBILE RECEIVABLES TRUST N/A 30167EAB1 920000.00000000 PA USD 930458.93000000 0.118453343361 Long ABS-MBS US N 2 2023-08-15 Fixed 2.58000000 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 052528AK2 400000.00000000 PA USD 444780.39000000 0.056623374292 Long DBT NUSS AU Y 2 2026-05-19 Fixed 4.40000000 N N N Y Y AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED AUD XXXX N N N ADVANCED MICRO DEVICES, INC. R2I72C950HOYXII45366 007903107 -6022.00000000 NS USD -316817.42000000 -0.04033287383 Short EC US N 1 N N N N/A N/A CDS738280 -240000.00000000 NC USD -75099.53000000 -0.00956064811 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2063-05-11 0.00000000 USD -32184.58000000 USD -240000.00000000 USD -42914.95000000 N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837AP8 500000.00000000 PA USD 544453.60000000 0.069312408259 Long DBT NUSS NL N 2 2024-04-09 Fixed 3.55000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AG5 286000.00000000 PA USD 328764.66000000 0.041853833522 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N Freddie Mac N/A 35564XAH4 368200.94000000 PA USD 355583.95000000 0.045268099821 Long DBT USGA US N 2 2049-09-25 Floating 2.01825000 N N N N N N Federal National Mortgage Association N/A 30711XBB9 513606.45140000 PA USD 523809.45000000 0.066684276582 Long DBT USGA US N 2 2025-07-25 Floating 5.18450040 N N N N N N SKYLINE CHAMPION CORPORATION N/A 830830105 -2000.00000000 NS USD -48680.00000000 -0.00619727380 Short EC US N 1 N N N N/A N/A N/A -128.00000000 NC USD -11381760.00000000 -1.44897048313 N/A DE US N 1 MORGAN STANLEY & CO, INC N/A Short MSCI EAFE MINI FUTURE Sep 2020 N/A N/A 2020-09-21 -11476107.52000000 USD 94347.52000000 N N N LCI INDUSTRIES 549300E1B98YNJ1WIQ04 50189K103 -2312.00000000 NS USD -265833.76000000 -0.03384232945 Short EC US N 1 N N N JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST N/A 465968AG0 6677596.87200000 PA USD 347870.74000000 0.044286159100 Long DBT USGA US N 2 2050-09-15 Floating 1.06532640 N N N N N N INSTALLED BUILDING PRODUCTS, INC. 549300I95Y9P9YM5FI86 45780R101 -578.00000000 NS USD -39754.84000000 -0.00506104413 Short EC US N 1 N N N TAPESTRY, INC 549300LJNVY5SW3VTN33 876030107 -8394.00000000 NS USD -111472.32000000 -0.01419113576 Short EC US N 1 N N N VERTEX PHARMACEUTICALS INCORPORATED 54930015RAQRRZ5ZGJ91 92532F100 2524.00000000 NS USD 732742.44000000 0.093282775888 Long EC US N 1 N N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 60871R209 5615.00000000 NS USD 192931.40000000 0.024561395062 Long EC US N 1 N N N HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL, INC. N/A 41068X100 1700.00000000 NS USD 48382.00000000 0.006159336509 Long EC US N 1 N N N ZOETIS INC. 549300HD9Q1LOC9KLJ48 98978V103 4394.00000000 NS USD 602153.76000000 0.076658005839 Long EC US N 1 N N N Federal National Mortgage Association N/A 30711XEP5 608063.29760000 PA USD 618199.90000000 0.078700781581 Long DBT USGA US N 2 2029-07-25 Floating 3.73449960 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AS8 307000.00000000 PA USD 361850.72000000 0.046065899525 Long DBT CORP US N 2 2048-11-15 Fixed 4.50000000 N N N N N N HERTZ VEHICLE FINANCING LLC 5493004IHDYOZ9K9WF47 42806DBQ1 378735.03280000 PA USD 375239.50000000 0.047770376427 Long ABS-MBS US N 2 2024-02-25 Fixed 3.29000000 N N N N N N Clarios Global LP 549300474L1ZLXZY2P98 N/A 155000.00000000 PA 171559.68000000 0.021840639094 Long DBT NUSS US Y 2 2026-05-15 Fixed 4.37500000 N N N N N N BRF GmbH 5299002S6DY5RA2IOQ11 A08163AA4 300000.00000000 PA USD 289500.00000000 0.036855192419 Long DBT NUSS BR N 2 2026-09-29 Fixed 4.35000000 N N N N N N JONES LANG LASALLE INCORPORATED 6SYKCME112RT8TQUO411 48020Q107 1124.00000000 NS USD 116289.04000000 0.014804334871 Long EC US N 1 N N N THE WESTERN UNION COMPANY 28ID94QU1140NC23S047 959802109 2400.00000000 NS USD 51888.00000000 0.006605672622 Long EC US N 1 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 H3698DBW3 645000.00000000 PA USD 670096.95000000 0.085307606326 Long DBT NUSS CH N 2 2169-01-17 Fixed 7.50000000 N N N N N N VAIL RESORTS, INC. 529900PSZHRNU9HKH870 91879Q109 -1147.00000000 NS USD -208926.05000000 -0.02659761579 Short EC US N 1 N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 12668BKK8 164679.03420000 PA USD 147989.34000000 0.018839984807 Long ABS-MBS US N 2 2036-02-25 Fixed 5.50000000 N N N N N N PAYCHEX, INC. 529900K900DW6SUBM174 704326107 1375.00000000 NS USD 104156.25000000 0.013259753490 Long EC US N 1 N N N Bellemeade RE N/A 07877BAE0 480791.00000000 PA USD 472831.12000000 0.060194410740 Long ABS-MBS BM N 2 2029-04-25 Floating 2.18450160 N N N N N N DISH NETWORK CORPORATION 529900U350CWHH15G169 25470M109 -3200.00000000 NS USD -110432.00000000 -0.01405869640 Short EC US N 1 N N N NEOGENOMICS, INC. N/A 64049M209 2200.00000000 NS USD 68156.00000000 0.008676692554 Long EC US N 1 N N N TERADYNE, INC. C3X4YJ278QNZHRJULN75 880770102 -1734.00000000 NS USD -146540.34000000 -0.01865551788 Short EC US N 1 N N N TRANSDIGM INC. 88Q84GB3X55CF5OC7582 893647BE6 405000.00000000 PA USD 403995.60000000 0.051431210965 Long DBT CORP US Y 2 2026-03-15 Fixed 6.25000000 N N N N N N ALBEMARLE CORPORATION HDBLS2Q6GV1LSKQPBS54 012653101 -1662.00000000 NS USD -128323.02000000 -0.01633633711 Short EC US N 1 N N N Federal National Mortgage Association N/A 20753QAE9 352924.98600000 PA USD 348946.00000000 0.044423046541 Long ABS-MBS US N 2 2031-04-25 Floating 2.56825080 N N N N N N HOMEBANC MORTGAGE TRUST N/A 43739EAP2 114915.67320000 PA USD 98020.59000000 0.012478644923 Long ABS-MBS US N 2 2035-03-25 Floating 0.43449840 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209S103 51914.00000000 NS USD 2037624.50000000 0.259402566581 Long EC US N 1 N N N MURPHY OIL CORPORATION QBKYQD0ODE7DC7PDIN91 626717102 12358.00000000 NS USD 170540.40000000 0.021710878263 Long EC US N 1 N N N THE COOPER COMPANIES, INC. QJKMVPIGLH7530PCUE20 216648402 472.00000000 NS USD 133878.08000000 0.017043531603 Long EC US N 1 N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAA1 246000.00000000 PA USD 267967.80000000 0.034114006325 Long DBT NUSS GB Y 2 2023-11-07 Fixed 5.00000000 N N N N N N HAWAIIAN ELECTRIC INDUSTRIES, INC. JJ8FWOCWCV22X7GUPJ23 419870100 2528.00000000 NS USD 91159.68000000 0.011605207417 Long EC US N 1 N N N N/A N/A CDS947777 -15000.00000000 NC USD -7569.14000000 -0.00096359969 N/A DCR XX N 2 BRK: CITIGROUP GLOBAL MARKETS INC N/A Y 2063-05-11 0.00000000 USD -2380.13000000 USD -15000.00000000 USD -5189.01000000 N N N CLEARWAY ENERGY, INC. 549300LHAZ9HA9G3XC48 18539C204 1319.00000000 NS USD 30416.14000000 0.003872168194 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 48706.99000000 0.006200709805 N/A DFE US N 2 BROWN BROTHERS N/A 4867306.44000000 MYR 1185413.16000000 USD 2020-08-13 48706.99000000 N N N SPIRIT REALTY CAPITAL, INC. 549300LTU6LVPZSHMJ25 84860W300 2641.00000000 NS USD 92065.26000000 0.011720493514 Long EC US N 1 N N N EXPEDIA GROUP, INC. N/A 30212PAU9 209000.00000000 PA USD 217245.57000000 0.027656743642 Long DBT CORP US Y 2 2025-05-01 Fixed 7.00000000 N N N N N N CENTURY COMMUNITIES, INC. 5299002QMB2O7ZL1CA26 156504300 -400.00000000 NS USD -12264.00000000 -0.00156128524 Short EC US N 1 N N N WALGREENS BOOTS ALLIANCE, INC. 549300RPTUOIXG4LIH86 931427108 21563.00000000 NS USD 914055.57000000 0.116365091240 Long EC US N 1 N N N NEWELL BRANDS INC. 549300LWGYFM1TVO1Z12 651229106 -18008.00000000 NS USD -285967.04000000 -0.03640542412 Short EC US N 1 N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAN1 475000.00000000 PA USD 479488.75000000 0.061041969409 Long DBT CORP US N 2 2028-08-09 Fixed 4.68200000 N N N N N N FIVE BELOW, INC. 529900AAXP5Z6BGI7418 33829M101 -600.00000000 NS USD -64146.00000000 -0.00816619403 Short EC US N 1 N N N CALIFORNIA WATER SERVICE GROUP 529900QABDOBU6UVRQ36 130788102 1300.00000000 NS USD 62010.00000000 0.007894267640 Long EC US N 1 N N N MANHATTAN ASSOCIATES, INC. 529900Q1GJP7KD52SW51 562750109 1100.00000000 NS USD 103620.00000000 0.013191485452 Long EC US N 1 N N N CINEMARK HOLDINGS, INC. N/A 17243V102 2200.00000000 NS USD 25410.00000000 0.003234854712 Long EC US N 1 N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36256QAA5 331324.00000000 PA USD 316392.32000000 0.040278755901 Long ABS-MBS US N 2 2038-06-15 Floating 1.38363120 N N N N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 63938CAD0 770000.00000000 PA USD 754600.00000000 0.096065382381 Long DBT CORP US N 2 2021-07-26 Fixed 6.62500000 N N N N N N N/A N/A N/A 34.00000000 NC USD 1220600.00000000 0.155390148071 N/A DCO GB N 1 MORGAN STANLEY & CO, INC N/A Long Gasoil GAS OIL FUT (ICE) Sep 2020 2020-09-13 1193959.32000000 USD 26640.68000000 N N N N/A N/A CDS331914 -227000.00000000 NC USD -71031.64000000 -0.00904277982 N/A DCR XX N 2 BRK: CREDIT SUISSE N/A Y 2049-12-31 0.00000000 USD -14925.83000000 USD -227000.00000000 USD -56105.81000000 N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 064058AH3 416000.00000000 PA USD 432640.00000000 0.055077825382 Long DBT CORP US N 2 2168-09-20 Fixed 4.70000000 N N N N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 124857AP8 835000.00000000 PA USD 909949.47000000 0.115842358578 Long DBT CORP US N 2 2025-01-15 Fixed 3.50000000 N N N N N N CIRRUS LOGIC, INC. 549300NKSJEM5ZZSSV18 172755100 -200.00000000 NS USD -12356.00000000 -0.00157299743 Short EC US N 1 N N N SABINE PASS LIQUEFACTION, LLC 549300KJYBG7C6WJYZ11 785592AS5 720000.00000000 PA USD 805602.95000000 0.102558382506 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761L102 8652.00000000 NS USD 61342.68000000 0.007809313557 Long EC US N 1 N N N MURPHY USA INC. 549300Y081F8XIKQIO72 626755102 -100.00000000 NS USD -11259.00000000 -0.00143334235 Short EC US N 1 N N N THE ST. JOE COMPANY 529900XVHOT3BF8PWG49 790148100 11400.00000000 NS USD 221388.00000000 0.028184101344 Long EC US N 1 N N N Blueprint Medicines Corp 5299004CC60O9T5HVM83 09627Y109 540.00000000 NS USD 42120.00000000 0.005362144057 Long EC US N 1 N N N ELEVATION CLO LTD N/A 28621YAE5 550000.00000000 PA USD 517174.35000000 0.065839586125 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 3.52294920 N N N N N N IDEXX LABORATORIES, INC. OGMTXK0LUU1HKV2P0J84 45168D104 848.00000000 NS USD 279975.68000000 0.035642685868 Long EC US N 1 N N N NOBLE ENERGY, INC. 02VFQXG2D1LR5ZH3K186 655044105 35240.00000000 NS USD 315750.40000000 0.040197035400 Long EC US N 1 N N N COMMERCIAL METALS COMPANY 549300OQS2LO07ZJ7N73 201723103 -3300.00000000 NS USD -67320.00000000 -0.00857026443 Short EC US N 1 N N N OAKTOWN RE LTD N/A 67400KAB6 338117.00000000 PA USD 331525.58000000 0.042205316209 Long ABS-MBS US N 2 2029-07-25 Floating 2.13450120 N N N N N N AMERICAN FINANCE TRUST, INC. 549300GN4H0K3IUS8983 02607T109 6700.00000000 NS USD 53164.50000000 0.006768179196 Long EC US N 1 N N N ROSS STORES, INC. 549300ENZFLPGRDFZQ60 778296103 -3397.00000000 NS USD -289560.28000000 -0.03686286644 Short EC US N 1 N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585AAD4 196000.00000000 PA USD 201442.22000000 0.025644876612 Long DBT CORP US N 2 2021-03-01 Fixed 5.12500000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAP0 359000.00000000 PA USD 359042.07000000 0.045708340505 Long DBT NUSS IE N 2 2023-09-15 Fixed 4.50000000 N N N N N N N/A N/A N/A 10.00000000 NC USD 326300.00000000 0.041540066619 N/A DIR US N 1 ROYAL BANK CANADA N/A Call Purchased N/A Call Option 1475 Jul 2020 on GOLD 100 OZ FUTR Aug 2020 1000.00000000 475.00000000 USD 2020-07-31 XXXX 46864.80000000 N N N RADIAN GUARANTY INC AND EAGLE RE LTD N/A 26982LAA8 790000.00000000 PA USD 778269.21000000 0.099078623448 Long ABS-MBS US N 2 2030-01-25 Floating 1.08450000 N N N N N N SOUTHERN COPPER CORPORATION 2549007U6NAP46Q9TU15 84265V105 -2121.00000000 NS USD -84352.17000000 -0.01073856807 Short EC US N 1 N N N BRK: MACQUARIE BANK LIMITED N/A N/A 2518.08040000 NC USD 16589.25000000 0.002111917101 N/A DE US N 2 BRK: MACQUARIE BANK LIMITED N/A Y 2020-07-24 0.00000000 USD 0.00000000 USD -845934.87000000 USD 16589.25000000 N N N W.P. CAREY INC. 54930042CRNE713E3Q67 92936U109 3479.00000000 NS USD 235354.35000000 0.029962106583 Long EC US N 1 N N N OMNICELL, INC. 5493008RH0GTKHHPZI77 68213N109 650.00000000 NS USD 45903.00000000 0.005843744033 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912796TY5 4500000.00000000 PA USD 4495996.89000000 0.572369017258 Long DBT UST US N 2 2020-12-31 None 0.00000000 N N N N N N KEYSIGHT TECHNOLOGIES, INC. 549300GLKVIO8YRCYN02 49338L103 -1253.00000000 NS USD -126277.34000000 -0.01607590902 Short EC US N 1 N N N PRA HEALTH SCIENCES, INC. 549300R1HR1VWWHIAK47 69354M108 898.00000000 NS USD 87366.42000000 0.011122301278 Long EC US N 1 N N N TAUBMAN CENTERS, INC. N/A 876664103 1635.00000000 NS USD 61737.60000000 0.007859589386 Long EC US N 1 N N N BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 05971KAA7 800000.00000000 PA USD 900583.86000000 0.114650056821 Long DBT NUSS ES N 2 2025-11-19 Fixed 5.17900000 N N N N N N N/A N/A N/A 27.00000000 NC USD 19980.00000000 0.002543581155 N/A DIR GB N 1 RBC DAIN RAUSCHER INC. N/A Put Purchased N/A Put Option 25 Oct 2020 on BRENT CRUDE OIL(ICE) Dec 2020 27000.00000000 25.00000000 USD 2020-10-30 XXXX -25456.14000000 N N N Amdocs Limited N/A G02602103 1553.00000000 NS USD 94546.64000000 0.012036388980 Long EC US N 1 N N N FLAGSHIP CREDIT AUTO TRUST N/A 33844PAC9 925000.00000000 PA USD 946497.83000000 0.120495197405 Long ABS-MBS US N 2 2024-12-16 Fixed 3.59000000 N N N N N N WESCO INTERNATIONAL, INC. 529900TXOGREY3WNJ434 95082P303 -127.12000000 NS USD -3371.22000000 -0.00042917776 Short EP US N 2 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 552000.00000000 PA USD 610092.22000000 0.077668622319 Long DBT NUSS GB N 2 2028-03-13 Fixed 4.04100000 N N N N N N BROWN-FORMAN CORPORATION 549300873K3LXF7ARU34 115637209 4669.00000000 NS USD 297228.54000000 0.037839084746 Long EC US N 1 N N N Federal National Mortgage Association N/A 30711XAT1 385941.88610000 PA USD 389056.09000000 0.049529316265 Long DBT USGA US N 2 2025-02-25 Floating 4.48449840 N N N N N N MCCORMICK & COMPANY, INCORPORATED 549300JQQA6MQ4OJP259 579780206 3273.00000000 NS USD 587208.93000000 0.074755433869 Long EC US N 1 N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 254709AQ1 1308000.00000000 PA USD 1341615.60000000 0.170796204111 Long DBT CORP US N 2 2169-03-23 Fixed 6.12500000 N N N N N N BALL CORPORATION 0BGI85ALH27ZJP15DY16 058498106 -5506.00000000 NS USD -382611.94000000 -0.04870893495 Short EC US N 1 N N N HOST HOTELS & RESORTS, L.P. FXB7X4WXVA8QPMNOGS12 44107TAU0 16000.00000000 PA USD 16330.13000000 0.002078929476 Long DBT CORP US N 2 2023-10-15 Fixed 3.75000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DH0 144000.00000000 PA USD 161710.26000000 0.020586745245 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N N HOLLYFRONTIER CORPORATION 549300J3U2WK73C9ZK26 436106108 9831.00000000 NS USD 287065.20000000 0.036545226883 Long EC US N 1 N N N GS MORTGAGE SECURITIES TRUST N/A 36253BAU7 789081.00000000 PA USD 853277.95000000 0.108627713416 Long ABS-MBS US N 2 2047-06-10 Fixed 3.86200000 N N N N N N CARVANA CO. 5493003WEAK2PJ5WS063 146869102 -900.00000000 NS USD -108180.00000000 -0.01377200247 Short EC US N 1 N N N COCA-COLA CONSOLIDATED, INC. 57VG5X0E00X0QJU7CQ58 191098102 200.00000000 NS USD 45838.00000000 0.005835469119 Long EC US N 1 N N N MOTORCAR PARTS OF AMERICA, INC. 549300AG4610OSV3H429 620071100 -3200.00000000 NS USD -56544.00000000 -0.00719841105 Short EC US N 1 N N N STITCH FIX, INC. 549300TNHOVBOJZIYE72 860897107 -1900.00000000 NS USD -47386.00000000 -0.00603253937 Short EC US N 1 N N N CDK GLOBAL, INC. 5493000L10CYRTHIJ385 12508E101 965.00000000 NS USD 39970.30000000 0.005088473566 Long EC US N 1 N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824C109 -12835.00000000 NS USD -124884.55000000 -0.01589859799 Short EC US N 1 N N N AMEREN CORPORATION XRZQ5S7HYJFPHJ78L959 023608102 2054.00000000 NS USD 144519.44000000 0.018398244454 Long EC US N 1 N N N UNIVERSAL CORPORATION 549300BZXZ66F6DTIF20 913456109 922.00000000 NS USD 39194.22000000 0.004989673643 Long EC US N 1 N N N TAYLOR MORRISON HOME CORPORATION 5299009UDLLGLKOOJE30 87724P106 -3933.00000000 NS USD -75867.57000000 -0.00965842449 Short EC US N 1 N N N GRAHAM HOLDINGS COMPANY 529900BOSCEEEMAFQJ29 384637104 -88.00000000 NS USD -30154.96000000 -0.00383891831 Short EC US N 1 N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 036752103 2478.00000000 NS USD 651664.44000000 0.082961030496 Long EC US N 1 N N N Lowe`s Companies, Inc. WAFCR4OKGSC504WU3E95 548661107 -6935.00000000 NS USD -937057.20000000 -0.11929334512 Short EC US N 1 N N N PILGRIM'S PRIDE CORPORATION 549300ZSLGV64ZL3HD75 72147K108 1078.00000000 NS USD 18207.42000000 0.002317920440 Long EC US N 1 N N N VOYA CLO N/A 92917NAS7 250000.00000000 PA USD 233318.75000000 0.029702961748 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 4.06887840 N N N N N N ON SEMICONDUCTOR CORPORATION ZV20P4CNJVT8V1ZGJ064 682189105 -2423.00000000 NS USD -48023.86000000 -0.00611374300 Short EC US N 1 N N N BAKER HUGHES HOLDINGS LLC 549300XU3XH6F05YEQ93 05723KAE0 501000.00000000 PA USD 533800.17000000 0.067956158820 Long DBT CORP US N 2 2027-12-15 Fixed 3.33700000 N N N N N N RADNOR RE/ESSENT N/A 750493AA6 288856.00000000 PA USD 285488.92000000 0.036344556407 Long ABS-MBS US N 2 2030-02-25 Floating 1.13450040 N N N N N N Freddie Mac N/A 3137G0PU7 236002.98250000 PA USD 233673.66000000 0.029748144050 Long DBT USGA US N 2 2029-12-25 Floating 2.83449960 N N N N N N LABORATORY CORPORATION OF AMERICA HOLDINGS OZ7UA8IXAIFILY2VZH07 50540R409 1212.00000000 NS USD 201325.32000000 0.025629994498 Long EC US N 1 N N N INFOR, INC. 549300Q3IIYBYI4RHD64 45674CAA1 340000.00000000 PA USD 341420.48000000 0.043464999952 Long DBT CORP US Y 2 2025-07-15 Fixed 1.75000000 N N N N N N PTC INC. 54930050SSMU8SKDJ030 69370C100 600.00000000 NS USD 46674.00000000 0.005941897239 Long EC US N 1 N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAD7 260000.00000000 PA USD 255317.67000000 0.032503564268 Long DBT NUSS IE N 2 2023-01-23 Fixed 3.30000000 N N N N N N ARROWHEAD PHARMACEUTICALS, INC. 549300O3CSB8T7OZ3D66 04280A100 1000.00000000 NS USD 43190.00000000 0.005498361867 Long EC US N 1 N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29278NAQ6 905000.00000000 PA USD 898894.10000000 0.114434939619 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N SEALED AIR CORPORATION Q0M0CZB4YN6JZ65WXI09 81211K100 -2152.00000000 NS USD -70693.20000000 -0.00899969426 Short EC US N 1 N N N Empresa de Transporte de Pasajeros Metro S.A. 959800T4M5QUPYMSCH69 29246QAD7 200000.00000000 PA USD 215750.00000000 0.027466348063 Long DBT NUSS CL Y 2 2030-05-07 Fixed 3.65000000 N N N N N N THE INTERPUBLIC GROUP OF COMPANIES, INC. 5493008IUOJ5VWTRC333 460690100 -5100.00000000 NS USD -87516.00000000 -0.01114134376 Short EC US N 1 N N N AMERICAN HOMES 4 RENT 549300ZJUO7A58PNUW40 02665T306 4494.00000000 NS USD 120888.60000000 0.015389888132 Long EC US N 1 N N N FOX FACTORY HOLDING CORP. 529900GE1HSV0617R721 35138V102 -1922.00000000 NS USD -158776.42000000 -0.02021324874 Short EC US N 1 N N N GENPACT LIMITED 529900OSEC6Q0L4L5B35 G3922B107 700.00000000 NS USD 25564.00000000 0.003254459892 Long EC US N 1 N N N Freddie Mac N/A 35565HAH8 670000.00000000 PA USD 640345.00000000 0.081519993746 Long DBT USGA US N 2 2050-01-25 Floating 1.88449920 N N N N N N CELANESE CORPORATION 549300FHJQTDPPN41627 150870103 -1572.00000000 NS USD -135726.48000000 -0.01727884468 Short EC US N 1 N N N PREMIER, INC. N/A 74051N102 600.00000000 NS USD 20568.00000000 0.002618437297 Long EC US N 1 N N N AVALONBAY COMMUNITIES, INC. K9G90K85RBWD2LAGQX17 053484101 2753.00000000 NS USD 425723.92000000 0.054197364383 Long EC US N 1 N N N PT Pertamina (Persero) 254900NDAKGNZ2IBBL45 69370RAA5 450000.00000000 PA USD 573822.09000000 0.073051203942 Long DBT NUSS ID N 2 2044-05-30 Fixed 6.45000000 N N N N N N PRESTIGE CONSUMER HEALTHCARE INC. N/A 74112D101 600.00000000 NS USD 22536.00000000 0.002868976222 Long EC US N 1 N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46644UBA5 540000.00000000 PA USD 595586.03000000 0.075821892012 Long ABS-MBS US N 2 2048-07-15 Fixed 3.82180000 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036P108 4373.00000000 NS USD 765056.35000000 0.097396542282 Long EC US N 1 N N N TARGA RESOURCES CORP. 5493003QENHHS261UR94 87612G101 15343.00000000 NS USD 307934.01000000 0.039201959208 Long EC US N 1 N N N CITRIX SYSTEMS, INC. HCTKJGUQOPZ5NBK7NP58 177376100 300.00000000 NS USD 44373.00000000 0.005648965296 Long EC US N 1 N N N KOSMOS ENERGY LTD. 213800YDFJ3OT9B5P157 500688106 25500.00000000 NS USD 42330.00000000 0.005388878394 Long EC US N 1 N N N WPX ENERGY, INC. ZXZE9GCS2BB547GJW219 98212B103 29910.00000000 NS USD 190825.80000000 0.024293338782 Long EC US N 1 N N N WAYFAIR INC. 54930027N9ZAVYFDHK53 94419L101 -676.00000000 NS USD -133584.36000000 -0.01700613917 Short EC US N 1 N N N EAGLE MATERIALS INC. 529900KRXRGXL61SG039 26969P108 -142.00000000 NS USD -9971.24000000 -0.00126940231 Short EC US N 1 N N N THE ESTEE LAUDER COMPANIES INC. 549300VFZ8XJ9NUPU221 518439104 6117.00000000 NS USD 1154155.56000000 0.146931347997 Long EC US N 1 N N N N/A N/A N/A -7556250.00000000 PA USD -7556250.00000000 -0.96195871404 Short RA US N 2 Reverse repurchase N 0.19000000 2050-12-31 7556250.00000000 USD 7707375.00000000 USD UST N N N BRK: MERRILL LYNCH N/A N/A 28558.46700000 NC USD 31877.55000000 0.004058214988 N/A DE US N 2 BRK: MERRILL LYNCH N/A Y 2020-07-04 0.00000000 USD 0.00000000 USD -2386196.41000000 USD 31877.55000000 N N N Freddie Mac N/A 35564TAH3 58258.17760000 PA USD 56952.83000000 0.007250457714 Long DBT USGA US N 2 2049-07-25 Floating 2.21825160 N N N N N N LOGMEIN, INC. 549300D12V5KRBV00592 54142L109 900.00000000 NS USD 76293.00000000 0.009712584439 Long EC US N 1 N N N WINGSTOP INC. 549300SSH3F8HPIM3Q47 974155103 -800.00000000 NS USD -111176.00000000 -0.01415341233 Short EC US N 1 N N N AMEDISYS, INC. 5299001RBS9GK9STN379 023436108 200.00000000 NS USD 39708.00000000 0.005055081107 Long EC US N 1 N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAA0 319000.00000000 PA USD 328254.37000000 0.041788870358 Long DBT CORP US N 2 2024-02-01 Fixed 4.25000000 N N N N N N BRK: BARCLAYS BANK PLC N/A CDS028053 21400000.00000000 NC USD -530118.24000000 -0.06748742569 N/A DCR XX N 2 BRK: BARCLAYS BANK PLC N/A Y 2025-06-20 0.00000000 USD -504234.03000000 USD 21400000.00000000 USD -25884.21000000 N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XCW4 500000.00000000 PA USD 534358.10000000 0.068027186860 Long DBT CORP US N 2 2023-03-20 Fixed 5.20000000 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST N/A 90270RBE3 595820.00000000 PA USD 613006.43000000 0.078039619798 Long ABS-MBS US N 2 2045-12-10 Fixed 2.85020000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967JZ5 320000.00000000 PA USD 305302.40000000 0.038866938507 Long DBT CORP US N 2 2169-02-15 Fixed 5.95000000 N N N N N N WASHINGTON REAL ESTATE INVESTMENT TRUST 549300DI34BGS8LVKW95 939653101 2478.00000000 NS USD 55011.60000000 0.007003326781 Long EC US N 1 N N N Hertz Vehicle Financing II LP 549300FPK70TCB78NG05 42806DCD9 431227.55000000 PA USD 426876.12000000 0.054344046776 Long ABS-MBS US N 2 2023-03-25 Fixed 3.71000000 N N N N N N HEALTHCARE REALTY TRUST INCORPORATED 549300CB86LH2IOKHH22 421946104 3504.00000000 NS USD 102632.16000000 0.013065727133 Long EC US N 1 N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HCD5 416000.00000000 PA USD 435453.33000000 0.055435980195 Long DBT CORP US N 2 2023-05-11 Fixed 2.60000000 N N N N N N WATERS CORPORATION 5T547R1474YC9HOD8Q74 941848103 701.00000000 NS USD 126460.40000000 0.016099213731 Long EC US N 1 N N N Edgewell Personal Care Company 549300CY8QZDL4Z3RU59 28035Q102 1834.00000000 NS USD 57147.44000000 0.007275232806 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828SA9 9555000.00000000 PA USD 10969696.61000000 1.396512191157 Long DBT USGA US N 2 2022-01-15 Fixed 0.12500000 N N N N N N QORVO, INC. 254900YAUJV2EUEVBR11 74736K101 -806.00000000 NS USD -89087.18000000 -0.01134136497 Short EC US N 1 N N N INTER PARFUMS, INC. N/A 458334109 900.00000000 NS USD 43335.00000000 0.005516821290 Long EC US N 1 N N N LIBERTY MEDIA CORPORATION 549300ZKUTPIBZLWLL89 531229607 -2000.00000000 NS USD -68900.00000000 -0.00877140848 Short EC US N 1 N N N RALPH LAUREN CORPORATION HO1QNWM0IXBZ0QSMMO20 751212101 -2263.00000000 NS USD -164112.76000000 -0.02089259878 Short EC US N 1 N N N Freddie Mac N/A 3134GVJP4 700000.00000000 PA USD 700113.47000000 0.089128900352 Long DBT USGA US N 2 2022-10-07 Fixed 1.12500000 N N N N N N PAYCOM SOFTWARE, INC. 254900LSB0HNJUDC6Q18 70432V102 200.00000000 NS USD 61946.00000000 0.007886120033 Long EC US N 1 N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXJ8 435000.00000000 PA USD 476980.81000000 0.060722692686 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N N/A N/A CDS859670 -20000.00000000 NC USD -6258.29000000 -0.00079672014 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2063-05-11 0.00000000 USD -2533.62000000 USD -20000.00000000 USD -3724.67000000 N N N VOYA FINANCIAL, INC. 549300T065Z4KJ686G75 45685EAG1 258000.00000000 PA USD 259935.00000000 0.033091379763 Long DBT CORP US N 2 2053-05-15 Fixed 5.65000000 N N N N N N TIFFANY & CO. 549300EJG9IEYQL5XT21 886547108 -1191.00000000 NS USD -145230.54000000 -0.01848877200 Short EC US N 1 N N N WEINGARTEN REALTY INVESTORS 549300JMKTJNB8GWHU88 948741103 2977.00000000 NS USD 56354.61000000 0.007174300501 Long EC US N 1 N N N N/A N/A N/A -100050000.00000000 PA USD -100050000.00000000 -12.7370017323 Short RA US N 2 Reverse repurchase N 0.18000000 2050-12-31 100050000.00000000 USD 102051000.00000000 USD UST N N N JBG SMITH PROPERTIES N/A 46590V100 3000.00000000 NS USD 88710.00000000 0.011293347563 Long EC US N 1 N N N THE MOSAIC COMPANY 2YD5STGSJNMUB7H76907 61945C103 -4639.00000000 NS USD -58033.89000000 -0.00738808353 Short EC US N 1 N N N GLOBAL NET LEASE, INC. 549300NUYANCT5SU8Z65 379378201 3900.00000000 NS USD 65247.00000000 0.008306358341 Long EC US N 1 N N N GENTEX CORPORATION 549300S3UD8XV1MN0287 371901109 -25461.00000000 NS USD -656129.97000000 -0.08352952088 Short EC US N 1 N N N Kerajaan Malaysia 254900GSIL471JOBYY43 N/A 4695000.00000000 PA 1126997.71000000 0.143473980856 Long DBT NUSS MY N 2 2022-03-10 Fixed 3.88200000 N N N N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 21987BBC1 201000.00000000 PA USD 219065.88000000 0.027888480690 Long DBT NUSS CL Y 2 2031-01-15 Fixed 3.75000000 N N N N N N FRONTDOOR, INC. 5493008RB0JZJI3QGZ06 35905A109 -2000.00000000 NS USD -88660.00000000 -0.01128698224 Short EC US N 1 N N N Globo Comunicacao e Participacoes S.A. 52990054HEKS017PVR75 37959DAB0 413000.00000000 PA USD 372732.50000000 0.047451219372 Long DBT NUSS BR Y 2 2030-01-22 Fixed 4.87500000 N N N N N N HCA HEALTHCARE, INC. 529900PH4ZGUH2MNEU89 40412C101 2751.00000000 NS USD 267012.06000000 0.033992334540 Long EC US N 1 N N N N/A N/A CDS416264 -330000.00000000 NC USD -103261.86000000 -0.01314589195 N/A DCR XX N 2 BRK: DEUTSCHE BANK N/A Y 2063-05-11 0.00000000 USD -35118.02000000 USD -330000.00000000 USD -68143.84000000 N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RDC5 1080000.00000000 PA USD 1089901.44000000 0.138751389599 Long ABS-MBS US N 2 2025-03-20 Fixed 4.00000000 N N N N N N CHENIERE ENERGY, INC. MIHC87W9WTYSYZWV1J40 16411R208 15580.00000000 NS USD 752825.60000000 0.095839489968 Long EC US N 1 N N N SERVICEMASTER GLOBAL HOLDINGS, INC. 549300GS10644JGL8R77 81761R109 -4255.00000000 NS USD -151860.95000000 -0.01933286539 Short EC US N 1 N N N MICROCHIP TECHNOLOGY INCORPORATED 5493007PTFULNYZJ1R12 595017104 -1443.00000000 NS USD -151962.33000000 -0.01934577171 Short EC US N 1 N N N ONE GAS, INC. 549300HXDWI0LATTX840 68235P108 1194.00000000 NS USD 91997.70000000 0.011711892696 Long EC US N 1 N N N EMPIRE STATE REALTY TRUST, INC. 549300VOKY1DUEQSB456 292104106 4528.00000000 NS USD 31696.00000000 0.004035102517 Long EC US N 1 N N N MATADOR RESOURCES COMPANY 549300CI3Q2UUK5R4G79 576485205 7600.00000000 NS USD 64600.00000000 0.008223991123 Long EC US N 1 N N N ESSEX PROPERTY TRUST, INC. 549300TR2H2VEFX0NC60 297178105 1451.00000000 NS USD 332525.67000000 0.042332634031 Long EC US N 1 N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBJ3 891000.00000000 PA USD 955269.18000000 0.121611846082 Long DBT CORP GB N 2 2026-09-06 Fixed 3.21500000 N N N N N N J & J SNACK FOODS CORP. N/A 466032109 727.00000000 NS USD 92423.51000000 0.011766101019 Long EC US N 1 N N N RANGE RESOURCES CORPORATION H3Y3WLYCX0BTO1TRW162 75281A109 17559.00000000 NS USD 98857.17000000 0.012585146882 Long EC US N 1 N N N SOUTHWESTERN ENERGY COMPANY EFWMP121W54QV9MGOP87 845467109 28922.00000000 NS USD 74040.32000000 0.009425803939 Long EC US N 1 N N N TERRAFORM GLOBAL OPERATING LP 549300LC7QMVR79H5O86 88104UAC7 74000.00000000 PA USD 72890.00000000 0.009279360882 Long DBT CORP US Y 2 2026-03-01 Fixed 6.12500000 N N N N N N NCR CORPORATION 549300YKTY8JX1DV2R67 62886E108 -600.00000000 NS USD -10392.00000000 -0.00132296773 Short EC US N 1 N N N CONSUMER LOAN UNDERLYING BOND (CLUB) CREDIT TRUST N/A 21051TAA8 20240.56710000 PA USD 20242.02000000 0.002576937969 Long ABS-MBS US N 2 2025-07-15 Fixed 3.39000000 N N N N N N SKECHERS U.S.A., INC. 529900D2R54KZPA4XR56 830566105 -5108.00000000 NS USD -160289.04000000 -0.02040581489 Short EC US N 1 N N N CARDLYTICS, INC. 549300JETJBH94EIPC66 14161W105 -600.00000000 NS USD -41988.00000000 -0.00534533961 Short EC US N 1 N N N ARROW ELECTRONICS, INC. 549300YNNLBXT8N8R512 042735100 -802.00000000 NS USD -55089.38000000 -0.00701322867 Short EC US N 1 N N N TESLA, INC. 54930043XZGB27CTOV49 88160R101 -6416.00000000 NS USD -6928060.96000000 -0.88198625136 Short EC US N 1 N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558103 12801.00000000 NS USD 984908.94000000 0.125385176162 Long EC US N 1 N N N THE HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866108 3994.00000000 NS USD 517702.28000000 0.065906794974 Long EC US N 1 N N N AVERY DENNISON CORPORATION 549300PW7VPFCYKLIV37 053611109 -1128.00000000 NS USD -128693.52000000 -0.01638350411 Short EC US N 1 N N N N/A N/A CDS878481 -32000.00000000 NC USD -10013.27000000 -0.00127475299 N/A DCR XX N 2 BRK: GOLDMAN SACHS N/A Y 2063-05-11 0.00000000 USD -3122.54000000 USD -32000.00000000 USD -6890.73000000 N N N FLEETCOR TECHNOLOGIES, INC. 549300DG6RR0NQSFLN74 339041105 352.00000000 NS USD 88538.56000000 0.011271522159 Long EC US N 1 N N N STONERIDGE, INC. PNBCIH9LE7WI83VJIF08 86183P102 -1378.00000000 NS USD -28469.48000000 -0.00362434598 Short EC US N 1 N N N SFL CORPORATION LTD. 549300RLYYPSB0C7RH77 G7738W106 5300.00000000 NS USD 49237.00000000 0.006268183451 Long EC US N 1 N N N Olin Corporation 549300GKK294V7W57P06 680665205 -2032.00000000 NS USD -23347.68000000 -0.00297230825 Short EC US N 1 N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAP8 340000.00000000 PA USD 342573.68000000 0.043611809651 Long DBT CORP US N 2 2020-09-01 Fixed 5.20000000 N N N N N N AUTODESK, INC. FRKKVKAIQEF3FCSTPG55 052769106 702.00000000 NS USD 167911.38000000 0.021376187285 Long EC US N 1 N N N RENEWABLE ENERGY GROUP, INC. 549300HPU3BD8ZI0X358 75972A301 2200.00000000 NS USD 54516.00000000 0.006940233747 Long EC US N 1 N N N ALEXION PHARMACEUTICALS, INC. M1YXUUZR0EIMU8T0EM75 015351109 2303.00000000 NS USD 258488.72000000 0.032907259114 Long EC US N 1 N N N Virgolino de Oliveira Finance S.A. N/A 92824BAA4 660000.00000000 PA USD 19800.00000000 0.002520666010 Long DBT NUSS BR Y 2 2018-01-28 Fixed 10.50000000 Y N N N N N L STREET SECURITIES N/A 949771AC3 424070.01190000 PA USD 335052.20000000 0.042654277379 Long ABS-MBS US N 2 2025-11-25 Floating 5.43449880 N N N N N N N/A N/A CDS850860 1045000.00000000 NC USD 203154.50000000 0.025862860754 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2058-09-17 74901.91000000 USD 0.00000000 USD 1045000.00000000 USD 128252.59000000 N N N BELLEMEADE RE LTD. N/A 07877GAC3 340000.00000000 PA USD 316962.72000000 0.040351371451 Long ABS-MBS BM N 2 2029-07-25 Floating 2.13450120 N N N N N N N/A N/A N/A -13.00000000 NC USD -657165.60000000 -0.08366136317 N/A DCO US N 1 GOLDMAN, SACHS & CO. N/A Short Heating Oil HEATING OIL FUTURE Sep 2020 2020-09-03 -635725.32000000 USD -21440.28000000 N N N United States of America 254900HROIFWPRGM1V77 912796TP4 46500000.00000000 PA USD 46473753.54000000 5.916404591196 Long DBT UST US N 2 2020-11-05 None 0.00000000 N N N N N N AIB GROUP PUBLIC LIMITED COMPANY 635400AKJBGNS5WNQL34 00135TAA2 300000.00000000 PA USD 323407.70000000 0.041171858422 Long DBT NUSS IE Y 2 2023-10-12 Fixed 4.75000000 N N N N N N FRANKLIN STREET PROPERTIES CORP. 549300STLK2T6QY5WO82 35471R106 8100.00000000 NS USD 41229.00000000 0.005248714087 Long EC US N 1 N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 78442FEL8 52000.00000000 PA USD 52130.00000000 0.006636480762 Long DBT CORP US N 2 2022-01-25 Fixed 7.25000000 N N N N N N STRATASYS LTD 529900MU215GIP9SZ741 M85548101 -2900.00000000 NS USD -45994.00000000 -0.00585532891 Short EC US N 1 N N N ALLIANT ENERGY CORPORATION 5493009ML300G373MZ12 018802108 3028.00000000 NS USD 144859.52000000 0.018441538802 Long EC US N 1 N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809H107 18353.00000000 NS USD 950868.93000000 0.121051666253 Long EC US N 1 N N N APTARGROUP, INC. VNPEQDQFAA7IY1T2PX43 038336103 -690.00000000 NS USD -77266.20000000 -0.00983647899 Short EC US N 1 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAJ9 563000.00000000 PA USD 602410.00000000 0.076690626822 Long DBT NUSS MX N 2 2025-04-27 Fixed 3.90000000 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED PUSS41EMO3E6XXNV3U28 744573106 6037.00000000 NS USD 296778.92000000 0.037781845259 Long EC US N 1 N N N N/A N/A N/A 189.00000000 NC USD 7800030.00000000 0.992993459496 N/A DCO GB N 1 MORGAN STANLEY & CO, INC N/A Long Crude Oil BRENT CRUDE OIL(ICE) Sep 2020 2020-08-03 6384765.32000000 USD 1415264.68000000 N N N N/A N/A N/A -100.00000000 NC USD -4195000.00000000 -0.53405019757 N/A DCO GB N 1 MORGAN STANLEY & CO, INC N/A Short Crude Oil BRENT CRUDE OIL(ICE) Jan 2021 2020-12-03 -3728167.00000000 USD -466833.00000000 N N N US FOODS HOLDING CORP. 549300UGOZSO64CFPR97 912008109 6656.00000000 NS USD 131256.32000000 0.016709764869 Long EC US N 1 N N N WYNDHAM DESTINATIONS, INC. T4VNTWMFQ7JQB65L7T35 98310W108 -3376.00000000 NS USD -95135.68000000 -0.01211137752 Short EC US N 1 N N N XEROX HOLDINGS CORPORATION N/A 98421M106 -3049.00000000 NS USD -46619.21000000 -0.00593492212 Short EC US N 1 N N N Qualys Inc 549300EMBXYOW9W1XA17 74758T303 600.00000000 NS USD 62412.00000000 0.007945444798 Long EC US N 1 N N N MARLETTE FUNDING TRUST N/A 57109GAA2 115771.75000000 PA USD 116873.89000000 0.014878789999 Long ABS-MBS US N 2 2028-12-15 Fixed 3.71000000 N N N N N N N/A N/A CDS740562 -727000.00000000 NC USD -227489.00000000 -0.02896079747 N/A DCR XX N 2 BRK: GOLDMAN SACHS N/A Y 2063-05-11 0.00000000 USD -82679.43000000 USD -727000.00000000 USD -144809.57000000 N N N Spotify Technology SA 549300B4X0JHWV0DTD60 L8681T102 900.00000000 NS USD 232371.00000000 0.029582307141 Long EC US N 1 N N N GENUINE PARTS COMPANY 549300D46DQVEU651W04 372460105 -2135.00000000 NS USD -185659.60000000 -0.02363564864 Short EC US N 1 N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200101 2887.00000000 NS USD 348662.99000000 0.044387017567 Long EC US N 1 N N N ZIMMER BIOMET HOLDINGS, INC. 2P2YLDVPES3BXQ1FRB91 98956P102 2203.00000000 NS USD 262950.08000000 0.033475218635 Long EC US N 1 N N N N/A N/A N/A 110.00000000 NC USD 68992.00000000 0.008783120674 N/A DIR US N 1 MARKET AXESS N/A Call Purchased N/A Call Option 12 Sep 2020 on Sugar #11 World Future Oct 2020 123200.00000000 12.00000000 USD 2020-09-18 XXXX 42567.80000000 N N N FEDERAL REALTY INVESTMENT TRUST 549300LI6XZ51GOCJ427 313747206 1719.00000000 NS USD 146475.99000000 0.018647325720 Long EC US N 1 N N N DUKE REALTY CORPORATION N/A 264411505 7559.00000000 NS USD 267513.01000000 0.034056108663 Long EC US N 1 N N N TEXAS ROADHOUSE, INC. 5299002Y1CNRPDGXTQ75 882681109 -1828.00000000 NS USD -96097.96000000 -0.01223388188 Short EC US N 1 N N N GARTNER, INC. PP55B5R38BFB8O8HH686 366651107 500.00000000 NS USD 60665.00000000 0.007723040580 Long EC US N 1 N N N CALAVO GROWERS, INC. N/A 128246105 954.00000000 NS USD 60016.14000000 0.007640436573 Long EC US N 1 N N N HOSTESS BRANDS, INC. N/A 44109J106 3370.00000000 NS USD 41181.40000000 0.005242654304 Long EC US N 1 N N N BERRY GLOBAL GROUP, INC. 549300G6KKUMMXM8NH73 08579W103 -1802.00000000 NS USD -79864.64000000 -0.01016727694 Short EC US N 1 N N N PPL CORPORATION 9N3UAJSNOUXFKQLF3V18 69351T106 10080.00000000 NS USD 260467.20000000 0.033159132210 Long EC US N 1 N N N IONIS PHARMACEUTICALS, INC. 549300SI4ZGLG0BLUZ92 462222100 1276.00000000 NS USD 75232.96000000 0.009577634601 Long EC US N 1 N N N BRK: MORGAN STANLEY N/A N/A 1710000.00000000 NC USD -185125.63000000 -0.02356767086 N/A DIR XX N 2 BRK: MORGAN STANLEY N/A Y 2025-06-09 0.00000000 USD 0.00000000 USD -1710000.00000000 USD -185125.63000000 N N N N/A N/A N/A 21.00000000 NC USD 795375.00000000 0.101256299379 N/A DCO US N 1 GOLDMAN, SACHS & CO. N/A Long Coffee Coffee C Future Sep 2020 2020-09-21 757296.53000000 USD 38078.47000000 N N N TERRAFORM POWER, INC. 549300V0USOOV31S6Z05 88104R209 1200.00000000 NS USD 22128.00000000 0.002817035225 Long EC US N 1 N N N FORTINET, INC. 549300O0QJWDBAS0QX03 34959E109 350.00000000 NS USD 48044.50000000 0.006116370612 Long EC US N 1 N N N COGNEX CORPORATION 549300JQTYZCLC43S226 192422103 -968.00000000 NS USD -57808.96000000 -0.00735944851 Short EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -4735.51000000 -0.00060286056 N/A DFE US N 2 BROWN BROTHERS N/A 6324780.73000000 ZAR 358643.79000000 USD 2020-07-17 -4735.51000000 N N N BIO-TECHNE CORPORATION 54930073RLKQ51TILZ35 09073M104 550.00000000 NS USD 145238.50000000 0.018489785368 Long EC US N 1 N N N Qiagen N.V. 54930036WK3GMCN17Z57 N72482123 2204.00000000 NS USD 94353.24000000 0.012011767929 Long EC US N 1 N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829107 13129.00000000 NS USD 717631.14000000 0.091359011228 Long EC US N 1 N N N N/A N/A N/A 29.00000000 NC USD 1171600.00000000 0.149152136228 N/A DCO GB N 1 GOLDMAN, SACHS & CO. N/A Long Aluminum LME ALUM HG FUTUR Sep 2020 2020-09-17 1162492.83000000 USD 9107.17000000 N N N SHAKE SHACK INC. 529900J74GJAHYP80N79 819047101 -900.00000000 NS USD -47682.00000000 -0.00607022205 Short EC US N 1 N N N PDC ENERGY, INC. 5493008W8H2T511J5Y59 69327R101 7414.00000000 NS USD 92230.16000000 0.011741486333 Long EC US N 1 N N N Federal National Mortgage Association N/A 30711XEC4 190221.86000000 PA USD 196779.63000000 0.025051299232 Long DBT USGA US N 2 2029-05-25 Floating 4.53449880 N N N N N N Embraer Netherlands Finance B.V. 724500PBR8LR26XBSP67 29082HAB8 670000.00000000 PA USD 592950.00000000 0.075486308617 Long DBT NUSS BR N 2 2027-02-01 Fixed 5.40000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370860 -270971.00000000 NS USD -1647503.68000000 -0.20973770341 Short EC US N 1 N N N THE PROVIDENCE SERVICE CORPORATION 549300EFZIFW7F7I0Q28 743815102 700.00000000 NS USD 55237.00000000 0.007032021636 Long EC US N 1 N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION N/A 3133ELXF6 1000000.00000000 PA USD 1000061.32000000 0.127314170567 Long DBT USGA US N 2 2024-04-24 Fixed 0.98000000 N N N N N N LIVONGO HEALTH, INC. 54930061HKCVF1H2O156 539183103 800.00000000 NS USD 60152.00000000 0.007657732415 Long EC US N 1 N N N N/A N/A CDS851050 -1106000.00000000 NC USD -346083.68000000 -0.04405865498 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2063-05-11 0.00000000 USD -117091.66000000 USD -1106000.00000000 USD -228992.02000000 N N N N/A N/A CDS857213 -356000.00000000 NC USD -111397.64000000 -0.01418162852 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2063-05-11 0.00000000 USD -44612.04000000 USD -356000.00000000 USD -66785.60000000 N N N BRK: MORGAN STANLEY N/A N/A 1490000.00000000 NC USD -117609.91000000 -0.01497249002 N/A DIR XX N 2 BRK: MORGAN STANLEY N/A Y 2026-11-09 0.00000000 USD 0.00000000 USD -1490000.00000000 USD -117609.91000000 N N N Frank's International N.V. 724500LJYA8QIT73H017 N33462107 11300.00000000 NS USD 25199.00000000 0.003207993070 Long EC US N 1 N N N MARLETTE FUNDING TRUST N/A 57109JAA6 172923.67860000 PA USD 173439.68000000 0.022079975058 Long ABS-MBS US N 2 2030-03-15 Fixed 2.24000000 N N N N N N APTIV PLC N/A G6095L109 -17470.00000000 NS USD -1361262.40000000 -0.17329736678 Short EC US N 1 N N N GENERAL MILLS, INC. 2TGYMUGI08PO8X8L6150 370334104 16514.00000000 NS USD 1018088.10000000 0.129609094386 Long EC US N 1 N N N N/A N/A CDS783244 -198000.00000000 NC USD -61957.11000000 -0.00788753440 N/A DCR XX N 2 BRK: GOLDMAN SACHS N/A Y 2063-05-11 0.00000000 USD -31948.20000000 USD -198000.00000000 USD -30008.91000000 N N N COX COMMUNICATIONS, INC. 5493001NEDZNIFRP2R92 224044CA3 240000.00000000 PA USD 252829.03000000 0.032186744558 Long DBT CORP US Y 2 2023-06-30 Fixed 2.95000000 N N N N N N N/A N/A CDS948592 -254000.00000000 NC USD -128170.78000000 -0.01631695599 N/A DCR XX N 2 BRK: CITIGROUP GLOBAL MARKETS INC. N/A Y 2063-05-11 0.00000000 USD -39219.89000000 USD -254000.00000000 USD -88950.89000000 N N N N/A N/A N/A 17.00000000 NC USD 1584145.00000000 0.201671740223 N/A DCO US N 1 GOLDMAN, SACHS & CO. N/A Long Silver SILVER FUTURE Sep 2020 2020-10-01 1543620.23000000 USD 40524.77000000 N N N BRK: SOCIETE GENERALE N/A N/A 4475.10360000 NC USD 29483.20000000 0.003753398995 N/A DE US N 2 BRK: SOCIETE GENERALE N/A Y 2020-07-24 0.00000000 USD 0.00000000 USD -1503384.78000000 USD 29483.20000000 N N N N/A N/A N/A -18.00000000 NC USD -693180.00000000 -0.08824622549 N/A DCO US N 1 GOLDMAN, SACHS & CO. N/A Short Live Cattle Live Cattle Future(Consolidated) Aug 2020 2020-09-03 -690582.68000000 USD -2597.32000000 N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST N/A 61763MAF7 920000.00000000 PA USD 990731.07000000 0.126126370363 Long ABS-MBS US N 2 2047-06-15 Fixed 3.89200000 N N N N N N COLUMBIA PROPERTY TRUST, INC. 549300J5GYF2C9BGCC39 198287203 3550.00000000 NS USD 46647.00000000 0.005938459968 Long EC US N 1 N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040Q104 8521.00000000 NS USD 440961.75000000 0.056137237118 Long EC US N 1 N N N Reata Pharmaceuticals Inc 5299005F094GH9QDDD80 75615P103 300.00000000 NS USD 46806.00000000 0.005958701680 Long EC US N 1 N N N UNITED STATES STEEL CORPORATION JNLUVFYJT1OZSIQ24U47 912909108 -1000.00000000 NS USD -7220.00000000 -0.00091915194 Short EC US N 1 N N N MOHAWK INDUSTRIES, INC. 549300JI1115MG3Q6322 608190104 -2166.00000000 NS USD -220412.16000000 -0.02805987070 Short EC US N 1 N N N N/A N/A N/A -30543750.00000000 PA USD -30543750.00000000 -3.88841375975 Short RA US N 2 Reverse repurchase N 0.11000000 2050-12-31 30543750.00000000 USD 31154625.00000000 USD UST N N N POOL CORPORATION 5493005VZK1KMN6CO617 73278L105 -350.00000000 NS USD -95154.50000000 -0.01211377342 Short EC US N 1 N N N FRESH DEL MONTE PRODUCE INC. 529900I72V9F0FEZR228 G36738105 1189.00000000 NS USD 29273.18000000 0.003726662112 Long EC US N 1 N N N BRK: MACQUARIE BANK LIMITED N/A N/A 76355.66500000 NC USD 206817.64000000 0.026329201788 N/A DE US N 2 BRK: MACQUARIE BANK LIMITED N/A Y 2020-07-24 0.00000000 USD 0.00000000 USD -10378994.32000000 USD 206817.64000000 N N N Capri Holdings Limited 549300LPG8W0H1OX3A26 G1890L107 -6708.00000000 NS USD -104846.04000000 -0.01334756814 Short EC US N 1 N N N ALCOA CORPORATION 549300T12EZ1F6PWWU29 013872106 -3300.00000000 NS USD -37092.00000000 -0.00472204765 Short EC US N 1 N N N VIACOMCBS INC - CLASS B N/A 92556H206 2385.00000000 NS USD 55618.20000000 0.007080550822 Long EC US N 1 N N N WORLD FUEL SERVICES CORPORATION D3W7PCXCBRQLL17DZ313 981475106 5374.00000000 NS USD 138434.24000000 0.017623559767 Long EC US N 1 N N N OLLIE'S BARGAIN OUTLET HOLDINGS, INC. 529900YO5DSQCPEFDZ05 681116109 -100.00000000 NS USD -9765.00000000 -0.00124314664 Short EC US N 1 N N N LENNAR CORPORATION 529900G61XVRLX5TJX09 526057104 -12420.00000000 NS USD -765320.40000000 -0.09743015752 Short EC US N 1 N N N NORTONLIFELOCK INC. YF6ZV0M6AU4FY94MK914 668771108 1406.00000000 NS USD 27880.98000000 0.003549426192 Long EC US N 1 N N N Freddie Mac N/A 35565CAA4 57627.13570000 PA USD 57361.47000000 0.007302480187 Long DBT USGA US N 2 2049-11-25 Floating 0.93825000 N N N N N N DEXCOM, INC. 549300YSK3QDSFR5EU59 252131107 810.00000000 NS USD 328374.00000000 0.041804100018 Long EC US N 1 N N N N/A N/A N/A -41.00000000 NC USD -1744960.00000000 -0.22214451317 N/A DCO US N 1 GOLDMAN, SACHS & CO. N/A Short Platinum PLATINUM FUTURE(Consolidated) Oct 2020 2020-10-31 -1704770.22000000 USD -40189.78000000 N N N United States of America 254900HROIFWPRGM1V77 912828H45 8440000.00000000 PA USD 9611462.18000000 1.223600304221 Long DBT USGA US N 2 2025-01-15 Fixed 0.25000000 N N N N N N N/A N/A CDS858168 245000.00000000 NC USD 47629.52000000 0.006063541017 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2058-09-17 16878.75000000 USD 0.00000000 USD 245000.00000000 USD 30750.77000000 N N N UNITED STATES CELLULAR CORPORATION N/A 911684108 600.00000000 NS USD 18522.00000000 0.002357968476 Long EC US N 1 N N N THE MACERICH COMPANY 529900PSWCB5KI0JYU46 554382101 10900.00000000 NS USD 97773.00000000 0.012447125141 Long EC US N 1 N N N ADVANCE AUTO PARTS, INC. 529900UCNQ5H9FSL0Y70 00751Y106 -429.00000000 NS USD -61111.05000000 -0.00777982558 Short EC US N 1 N N N N/A N/A N/A -5.00000000 NC USD -332125.00000000 -0.04228162619 N/A DCO US N 1 GOLDMAN, SACHS & CO. N/A Short Feeder Cattle CATTLE FEEDER FUT(Consolidated) Aug 2020 2020-08-30 -337012.70000000 USD 4887.70000000 N N N H & R BLOCK, INC. 549300CE3KUCWLZBG404 093671105 -3000.00000000 NS USD -42840.00000000 -0.00545380463 Short EC US N 1 N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030N101 -56200.00000000 NS USD -2190676.00000000 -0.27888699657 Short EC US N 1 N N N LINDE PUBLIC LIMITED COMPANY 8945002PAZHZLBGKGF02 G5494J103 -8817.00000000 NS USD -1870173.87000000 -0.23808503570 Short EC US N 1 N N N BOOKING HOLDINGS INC. FXM8FAOHMYDIPD38UZ17 09857L108 -442.00000000 NS USD -703814.28000000 -0.08960003701 Short EC US N 1 N N N BROWN-FORMAN CORPORATION 549300873K3LXF7ARU34 115637100 1128.00000000 NS USD 64938.96000000 0.008267142888 Long EC US N 1 N N N N/A N/A N/A -27.00000000 NC USD -36450.00000000 -0.00464031697 N/A DIR GB N 1 RBC DAIN RAUSCHER INC. N/A Call Written N/A Call Option 50 Oct 2020 on BRENT CRUDE OIL(ICE) Dec 2020 -27000.00000000 50.00000000 USD 2020-10-30 XXXX 8833.86000000 N N N BRK: SOCIETE GENERALE N/A N/A 44516.74250000 NC USD 120578.39000000 0.015350396424 N/A DE US N 2 BRK: SOCIETE GENERALE N/A Y 2020-07-24 0.00000000 USD 0.00000000 USD -6051142.66000000 USD 120578.39000000 N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBH4 601000.00000000 PA USD 652556.69000000 0.083074619600 Long DBT CORP US N 2 2025-03-19 Fixed 2.99200000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95000FAW6 3798620.32000000 PA USD 324330.38000000 0.041289321458 Long DBT USGA US N 2 2048-07-15 Floating 1.94339160 N N N N N N United States of America 254900HROIFWPRGM1V77 912828TE0 26771000.00000000 PA USD 30549454.68000000 3.889140001823 Long DBT USGA US N 2 2022-07-15 Fixed 0.12500000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 38696.00000000 NS USD 5117932.96000000 0.651545437058 Long EC US N 1 N N N MEDICAL PROPERTIES TRUST, INC. 254900U6E39J1MQCCY14 58463J304 8858.00000000 NS USD 166530.40000000 0.021200379743 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828XL9 96178000.00000000 PA USD 111045646.50000000 14.13681750968 Long DBT USGA US N 2 2025-07-15 Fixed 0.37500000 N N N N N N LIFETIME BRANDS, INC. 549300GS38DC0OHLYK32 53222Q103 -6088.00000000 NS USD -40911.36000000 -0.00520827649 Short EC US N 1 N N N HEALTHEQUITY, INC. 529900LRJU1RAFQHM467 42226A107 600.00000000 NS USD 35202.00000000 0.004481438630 Long EC US N 1 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172109 43263.00000000 NS USD 3031005.78000000 0.385866325544 Long EC US N 1 N N N AIB GROUP PUBLIC LIMITED COMPANY 635400AKJBGNS5WNQL34 00135TAB0 605000.00000000 PA USD 644533.88000000 0.082053264828 Long DBT NUSS IE Y 2 2025-04-10 Fixed 4.26300000 N N N N N N INGREDION INCORPORATED PKSTQ48QDN0XSVS7YK88 457187102 2282.00000000 NS USD 189406.00000000 0.024112589206 Long EC US N 1 N N N N/A N/A CDS894065 -141000.00000000 NC USD -44120.98000000 -0.00561688154 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2063-05-11 0.00000000 USD -16793.57000000 USD -141000.00000000 USD -27327.41000000 N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 891906AE9 392000.00000000 PA USD 424953.61000000 0.054099299018 Long DBT CORP US N 2 2023-06-01 Fixed 4.00000000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36259NAA9 450000.00000000 PA USD 427457.21000000 0.054418023231 Long ABS-MBS US N 2 2032-08-15 Floating 1.33363080 N N N N N N Celulosa Arauco y Constitucion S.A. 549300QEKV8G0AMNQD28 151191BJ1 380000.00000000 PA USD 387125.00000000 0.049283476218 Long DBT NUSS CL Y 2 2030-01-29 Fixed 4.20000000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAG7 37000.00000000 PA USD 34295.12000000 0.004365987035 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N BLACKBAUD, INC. 54930056X3HKFMNG3754 09227Q100 800.00000000 NS USD 45664.00000000 0.005813317812 Long EC US N 1 N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244109 -34088.00000000 NS USD -2508535.92000000 -0.31935258729 Short EC US N 1 N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WAZ4 214000.00000000 PA USD 224327.91000000 0.028558370597 Long DBT NUSS US Y 2 2029-06-01 Fixed 4.09100000 N N N N N N ALLEGHANY CORPORATION 549300DCJE6AYX159479 017175AE0 931000.00000000 PA USD 987915.48000000 0.125767927838 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N BHMS MORTGAGE TRUST N/A 05549GAA9 774027.00000000 PA USD 733336.87000000 0.093358450610 Long ABS-MBS US N 2 2035-07-15 Floating 1.43363160 N N N N N N BRIGHT HORIZONS FAMILY SOLUTIONS INC. N/A 109194100 -2079.00000000 NS USD -243658.80000000 -0.03101931591 Short EC US N 1 N N N SOFI CONSUMER LOAN PROGRAM LLC N/A 83405PAA9 53891.20640000 PA USD 54038.58000000 0.006879455143 Long ABS-MBS US N 2 2026-02-25 Fixed 3.28000000 N N N N N N MORGAN STANLEY CAPITAL I INC. 3IFG42XD94UUZ7FL2766 617458AS3 100000.00000000 PA USD 99273.11000000 0.012638098691 Long ABS-MBS US N 2 2047-09-15 Floating 5.50092240 N N N N N N UNIVERSAL DISPLAY CORPORATION N/A 91347P105 -422.00000000 NS USD -63139.64000000 -0.00803807800 Short EC US N 1 N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 4042Q1AE7 450000.00000000 PA USD 452853.00000000 0.057651068920 Long DBT CORP US N 2 2020-08-24 Fixed 4.87500000 N N N N N N BRK: BANK OF AMERICA, N.A. N/A N/A 25112000.00000000 NC 192822.76000000 0.024547564499 N/A DIR XX N 2 BRK: BANK OF AMERICA, N.A. N/A Y 2025-03-25 0.00000000 CAD 0.00000000 CAD -25112000.00000000 CAD 192822.76000000 N N N SEATTLE GENETICS, INC. N/A 812578102 1052.00000000 NS USD 178755.84000000 0.022756756059 Long EC US N 1 N N N VISTRA ENERGY CORP. 549300KP43CPCUJOOG15 92840M102 5878.00000000 NS USD 109448.36000000 0.013933472772 Long EC US N 1 N N N N/A N/A N/A 19.00000000 NC USD 947545.20000000 0.120628534271 N/A DCO US N 1 GOLDMAN, SACHS & CO. N/A Long Unleaded Gas RBOB Unleaded Gasoline Future (Consolidated) Sep 2020 2020-09-29 974282.34000000 USD -26737.14000000 N N N CDW CORPORATION N/A 12514G108 -1705.00000000 NS USD -198086.90000000 -0.02521772302 Short EC US N 1 N N N CISCO SYSTEMS, INC. 8E6NF1YAL0WT6CWXXV93 17275R102 -27148.00000000 NS USD -1266182.72000000 -0.16119311842 Short EC US N 1 N N N TERRENO REALTY CORPORATION N/A 88146M101 1078.00000000 NS USD 56745.92000000 0.007224116755 Long EC US N 1 N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAF2 260000.00000000 PA USD 254292.04000000 0.032372995042 Long DBT NUSS IE N 2 2023-07-03 Fixed 4.12500000 N N N N N N BRK: MORGAN STANLEY N/A N/A 7108000.00000000 NC -1134024.02000000 -0.14436847483 N/A DIR XX N 2 BRK: MORGAN STANLEY N/A Y 2050-01-14 0.00000000 CAD 0.00000000 CAD -7108000.00000000 CAD -1134024.02000000 N N N RLJ LODGING TRUST N/A 74965L101 4599.00000000 NS USD 43414.56000000 0.005526949784 Long EC US N 1 N N N URBAN EDGE PROPERTIES N/A 91704F104 2748.00000000 NS USD 32618.76000000 0.004152575738 Long EC US N 1 N N N VISTEON CORPORATION 549300MOVLYHRW4GGW78 92839U206 -2722.00000000 NS USD -186457.00000000 -0.02373716273 Short EC US N 1 N N N N/A N/A N/A 132.00000000 NC USD 2361480.00000000 0.300631432793 N/A DCO US N 1 GOLDMAN, SACHS & CO. N/A Long Natural Gas Natural Gas Future Sep 2020 2020-08-30 2445243.87000000 USD -83763.87000000 N N N CASEY'S GENERAL STORES, INC. 549300CAFWSI86V66Q65 147528103 1097.00000000 NS USD 164023.44000000 0.020881227780 Long EC US N 1 N N N N/A N/A CDS895284 -175000.00000000 NC USD -54760.08000000 -0.00697130668 N/A DCR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2063-05-11 0.00000000 USD -21518.37000000 USD -175000.00000000 USD -33241.71000000 N N N N/A N/A CDS409304 -33000.00000000 NC USD -10326.19000000 -0.00131458970 N/A DCR XX N 2 BRK: DEUTSCHE BANK N/A Y 2063-05-11 0.00000000 USD -3821.63000000 USD -33000.00000000 USD -6504.56000000 N N N N/A N/A CDS947897 -23000.00000000 NC USD -11606.02000000 -0.00147752020 N/A DCR XX N 2 BRK: CITIGROUP GLOBAL MARKETS INC N/A Y 2063-05-11 0.00000000 USD -3635.61000000 USD -23000.00000000 USD -7970.41000000 N N N D.R. HORTON, INC. 529900ZIUEYVSB8QDD25 23331A109 -15904.00000000 NS USD -881876.80000000 -0.11226852902 Short EC US N 1 N N N DORMAN PRODUCTS, INC. N/A 258278100 -2952.00000000 NS USD -197990.64000000 -0.02520546851 Short EC US N 1 N N N Federal National Mortgage Association N/A 3135G03U5 1300000.00000000 PA USD 1310530.44000000 0.166838865413 Long DBT USGA US N 2 2025-04-22 Fixed 0.62500000 N N N N N N CIMAREX ENERGY CO. 11KYOFXPU1C4CQL1CL44 171798101 8388.00000000 NS USD 230586.12000000 0.029355080558 Long EC US N 1 N N N RELIANCE STEEL & ALUMINUM CO. 549300E287ZOFT3C5Z56 759509102 -1198.00000000 NS USD -113726.14000000 -0.01447806139 Short EC US N 1 N N N REPLIGEN CORPORATION 54930006QJ0T5AUO1E71 759916109 488.00000000 NS USD 60321.68000000 0.007679333759 Long EC US N 1 N N N ECOLAB INC. 82DYEISM090VG8LTLS26 278865100 -4751.00000000 NS USD -945211.45000000 -0.12033143304 Short EC US N 1 N N N VORNADO REALTY TRUST N/A 929042109 4378.00000000 NS USD 167283.38000000 0.021296238889 Long EC US N 1 N N N Republica Oriental del Uruguay 549300RDR012H2V82H43 917288BK7 186921.00000000 PA USD 218465.79000000 0.027812085414 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FR4 13920000.00000000 PA USD 21785134.73000000 2.773386294814 Long DBT USGA US N 2 2025-01-15 Fixed 2.37500000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JBD9 330000.00000000 PA USD 351351.71000000 0.044729308735 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N ALEXANDER & BALDWIN, INC. N/A 014491104 2438.00000000 NS USD 29719.22000000 0.003783445843 Long EC US N 1 N N N SAUL CENTERS, INC. N/A 804395101 834.00000000 NS USD 26913.18000000 0.003426219093 Long EC US N 1 N N N Federal National Mortgage Association N/A 3135G03J0 2100000.00000000 PA USD 2108165.91000000 0.268382937009 Long DBT USGA US N 2 2022-04-15 Floating 0.47000160 N N N N N N N/A N/A CDS857112 258000.00000000 NC USD 50156.81000000 0.006385281118 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2058-09-17 17383.47000000 USD 0.00000000 USD 258000.00000000 USD 32773.34000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 607.92000000 0.000077392084 N/A DFE US N 2 BROWN BROTHERS N/A 1204863.59000000 ZAR 69831.27000000 USD 2020-07-17 607.92000000 N N N REDFIN CORPORATION 549300HXWD3JEMZU3O57 75737F108 631.00000000 NS USD 26445.21000000 0.003366643534 Long EC US N 1 N N N JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY 635400GAUMJCLEZRRV50 G50871105 929.00000000 NS USD 102505.86000000 0.013049648339 Long EC US N 1 N N N LIMA METRO LINE 2 FINANCE LIMITED 5493009BVQNQT1UKQ352 G54897AA4 242241.15000000 PA USD 285602.32000000 0.036358992949 Long DBT NUSS PE N 2 2034-07-05 Fixed 5.87500000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 12635RAX6 1090000.00000000 PA USD 1201395.60000000 0.152945305731 Long ABS-MBS US N 2 2048-11-15 Fixed 3.80790000 N N N N N N BRK: MORGAN STANLEY N/A N/A 6110000.00000000 NC USD -459927.87000000 -0.05855174489 N/A DIR XX N 2 BRK: MORGAN STANLEY N/A Y 2026-10-25 0.00000000 USD 0.00000000 USD -6110000.00000000 USD -459927.87000000 N N N N/A N/A N/A 69.00000000 NC USD 1353090.00000000 0.172256968256 N/A DCO US N 1 GOLDMAN, SACHS & CO. N/A Long Hogs LEAN HOGS FUTURE(Consolidated) Aug 2020 2020-08-14 1381022.83000000 USD -27932.83000000 N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 92556H206 -8300.00000000 NS USD -193556.00000000 -0.02464091061 Short EC US N 1 N N N N/A N/A N/A 106.00000000 NC USD 7230525.00000000 0.920491848585 N/A DCO US N 1 MORGAN STANLEY & CO, INC N/A Long Copper COPPER FUTURE (Consolidated) Sep 2020 2020-10-01 6909065.92000000 USD 321459.08000000 N N N UBS AG LONDON BRANCH N/A 902674YA2 310000.00000000 PA USD 315927.40000000 0.040219568626 Long DBT NUSS CH Y 2 2022-04-21 Fixed 1.75000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBH2 1584000.00000000 PA USD 1729909.32000000 0.220228465824 Long DBT NUSS GB N 2 2024-01-16 Fixed 3.75000000 N N N N N N N/A N/A N/A -77.00000000 NC USD -1331022.00000000 -0.16944757141 N/A DCO US N 1 GOLDMAN, SACHS & CO. N/A Short Soybean Oil Soybean Oil Future Dec 2020 2020-12-17 -1310040.60000000 USD -20981.40000000 N N N ORMAT TECHNOLOGIES, INC. 5493000TSHHWY24VHM09 686688102 900.00000000 NS USD 57141.00000000 0.007274412953 Long EC US N 1 N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 02147TAP1 244735.37500000 PA USD 184872.74000000 0.023535476358 Long ABS-MBS US N 2 2036-10-25 Fixed 6.25000000 N N N N N N REALPAGE, INC. 5493001RSFZX4122A604 75606N109 700.00000000 NS USD 45507.00000000 0.005793330712 Long EC US N 1 N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389X105 6451.00000000 NS USD 356546.77000000 0.045390672935 Long EC US N 1 N N N Freddie Mac N/A 3137G0NE5 649870.70000000 PA USD 660022.01000000 0.084025002346 Long DBT USGA US N 2 2029-08-25 Floating 3.73449960 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135106 -2198.00000000 NS USD -6063886.36000000 -0.77197132506 Short EC US N 1 N N N CVR ENERGY, INC. 529900SOYZIXZBTXB558 12662P108 2400.00000000 NS USD 48264.00000000 0.006144314358 Long EC US N 1 N N N THE SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587107 10924.00000000 NS USD 566409.40000000 0.072107521329 Long EC US N 1 N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807108 -966.00000000 NS USD -312462.36000000 -0.03977844698 Short EC US N 1 N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109104 7899.00000000 NS USD 469990.50000000 0.059832781736 Long EC US N 1 N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RAN7 337000.00000000 PA USD 348814.98000000 0.044406366861 Long DBT CORP US N 2 2025-04-24 Fixed 1.60000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MQ1 631000.00000000 PA USD 678687.93000000 0.086401292755 Long DBT CORP US N 2 2026-04-08 Fixed 3.10600000 N N N N N N SEACOR HOLDINGS INC. 549300IQTYSR1SC4II14 811904101 1100.00000000 NS USD 31152.00000000 0.003965847855 Long EC US N 1 N N N CHEGG, INC. 549300AKX7O8JG0O3G77 163092109 -3900.00000000 NS USD -262314.00000000 -0.03339424160 Short EC US N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160104 24246.00000000 NS USD 3409714.98000000 0.434078416863 Long EC US N 1 N N N BELLEMEADE RE LTD. N/A 07876LAB5 675000.00000000 PA USD 649230.26000000 0.082651143891 Long ABS-MBS BM N 2 2029-10-25 Floating 2.18450160 N N N N N N N/A N/A N/A -22.00000000 NC USD -16720.00000000 -0.00212856240 N/A DIR GB N 1 ROYAL BANK CANADA N/A Put Written N/A Put Option 30 Aug 2020 on WTI CRUDE Sep 2020 -22000.00000000 30.00000000 USD 2020-08-20 XXXX 18857.96000000 N N N COUSINS PROPERTIES INCORPORATED 5493007XPYD5EJABN062 222795502 2328.00000000 NS USD 69444.24000000 0.008840693704 Long EC US N 1 N N N CCO HOLDINGS, LLC N/A 1248EPBZ5 603000.00000000 PA USD 604507.50000000 0.076957651921 Long DBT CORP US Y 2 2023-03-01 Fixed 4.00000000 N N N N N N COMM MORTGAGE TRUST N/A 12625EAA7 150550.48210000 PA USD 149186.30000000 0.018992365432 Long ABS-MBS US N 2 2035-04-12 Fixed 1.87260000 N N N N N N GUARDIAN LIFE INSURANCE CO OF AMERICA N1YIDVMMKBHFYCCAIX69 401378AC8 145000.00000000 PA USD 185356.16000000 0.023597018800 Long DBT CORP US Y 2 2077-01-24 Fixed 4.85000000 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION N/A 3133ELVV3 4300000.00000000 PA USD 4308154.09000000 0.548455433360 Long DBT USGA US N 2 2022-04-08 Fixed 0.95000000 N N N N N N IQVIA HOLDINGS INC 549300W3R20NM4KQPH86 46266C105 1682.00000000 NS USD 238642.16000000 0.030380665720 Long EC US N 1 N N N ADOBE INC. FU4LY2G4933NH2E1CP29 00724F101 1584.00000000 NS USD 689531.04000000 0.087781689665 Long EC US N 1 N N N AMERICAN AXLE & MANUFACTURING HOLDINGS, INC. N/A 024061103 -12057.00000000 NS USD -91633.20000000 -0.01166548952 Short EC US N 1 N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441C204 6943.00000000 NS USD 554676.27000000 0.070613819209 Long EC US N 1 N N N WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST N/A 981464HD5 770000.00000000 PA USD 776311.23000000 0.098829360133 Long ABS-MBS US N 2 2026-04-15 Fixed 3.04000000 N N N N N N N/A N/A N/A 48.00000000 NC USD 2455200.00000000 0.312562585240 N/A DCO GB N 1 MORGAN STANLEY & CO, INC N/A Long Zinc LME ZINC FUTURE Sep 2020 2020-09-17 2432892.04000000 USD 22307.96000000 N N N N/A N/A N/A 110.00000000 NC USD 4852375.00000000 0.617738218702 N/A DCO US N 1 GOLDMAN, SACHS & CO. N/A Long Soybeans Soybean Future Nov 2020 2020-11-13 4807842.40000000 USD 44532.60000000 N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBK1 605000.00000000 PA USD 628364.23000000 0.079994765478 Long DBT CORP US N 2 2026-04-22 Fixed 2.08300000 N N N N N N GRUBHUB INC. 529900CR2K1AJ5W4RR39 400110102 -1032.00000000 NS USD -72549.60000000 -0.00923602579 Short EC US N 1 N N N NISOURCE INC. 549300D8GOWWH0SJB189 65473P105 3546.00000000 NS USD 80636.04000000 0.010265481071 Long EC US N 1 N N N N/A N/A N/A 101.00000000 NC USD 2988590.00000000 0.380466526810 N/A DCO US N 1 MORGAN STANLEY & CO, INC N/A Long Soybean Meal Soybean Meal Future Dec 2020 2020-12-17 3013271.87000000 USD -24681.87000000 N N N N/A N/A N/A -110.00000000 NC USD -11000.00000000 -0.00140037000 N/A DIR GB N 1 RBC CAPITAL N/A Put Written N/A Put Option 23 Jul 2020 on WTI CRUDE Aug 2020 -110000.00000000 23.00000000 USD 2020-07-19 XXXX 16739.80000000 N N N JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46652BAN9 108000.00000000 PA USD 97908.66000000 0.012464395522 Long ABS-MBS US N 2 2037-01-16 Floating 2.03213160 N N N N N N CF INDUSTRIES HOLDINGS, INC. 529900CG8YAQFZ2JMV97 125269100 -3203.00000000 NS USD -90132.42000000 -0.01147443068 Short EC US N 1 N N N N/A N/A N/A -66.00000000 NC USD -1622775.00000000 -0.20658958507 N/A DCO US N 1 GOLDMAN, SACHS & CO. N/A Short Wheat Wheat Future (CBT) Sep 2020 2020-09-17 -1674259.70000000 USD 51484.70000000 N N N BELLRING BRANDS, INC. 5493001E28R2L3L44631 079823100 800.00000000 NS USD 15952.00000000 0.002030791120 Long EC US N 1 N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XCR5 858000.00000000 PA USD 917112.33000000 0.116754236241 Long DBT CORP US N 2 2024-01-17 Fixed 5.10000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YN4 5300000.00000000 PA USD 5316815.42000000 0.676864439932 Long SN UST US N 2 2021-10-31 Floating 0.45005760 N N N N N N ANTERO RESOURCES CORPORATION APVBKPOULHUX7YZLKU17 03674X106 9447.00000000 NS USD 23995.38000000 0.003054764583 Long EC US N 1 N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95001RAX7 106024.00000000 PA USD 124908.27000000 0.015901617704 Long ABS-MBS US N 2 2052-01-15 Fixed 4.30200000 N N N N N N INPHI CORPORATION 549300DCMERAAZFGT726 45772F107 -300.00000000 NS USD -35250.00000000 -0.00448754933 Short EC US N 1 N N N ENCOMPASS HEALTH CORPORATION 549300FVRPM9DRQZRG64 29261A100 1278.00000000 NS USD 79146.54000000 0.010075858241 Long EC US N 1 N N N NOVAGOLD RESOURCES INC. 529900587LVZTJ2BHS60 66987E206 -1600.00000000 NS USD -14688.00000000 -0.00186987587 Short EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 3574.78000000 0.000455092244 N/A DFE US N 2 BROWN BROTHERS N/A 3662866.60000000 ZAR 214018.42000000 USD 2020-07-17 3574.78000000 N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION N/A 3133ELWC4 2000000.00000000 PA USD 2002087.32000000 0.254878457403 Long DBT USGA US N 2 2025-04-09 Fixed 1.15000000 N N N N N N N/A N/A N/A 41.00000000 NC USD 1692070.00000000 0.215411279573 N/A DCO GB N 1 GOLDMAN, SACHS & CO. N/A Long Crude Oil BRENT CRUDE OIL(ICE) Sep 2020 2020-08-03 1537929.78000000 USD 154140.22000000 N N N CHARLES RIVER LABORATORIES INTERNATIONAL, INC. 549300BSQ0R4UZ5KX287 159864107 553.00000000 NS USD 96415.55000000 0.012274313117 Long EC US N 1 N N N PLANET FITNESS, INC. 549300LLE5HUPF6H8G33 72703H101 -2737.00000000 NS USD -165780.09000000 -0.02110486050 Short EC US N 1 N N N FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST N/A 32051HAJ2 169590.75840000 PA USD 121497.45000000 0.015467398611 Long ABS-MBS US N 2 2036-07-25 Fixed 6.00000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17326DAF9 411224.00000000 PA USD 455105.38000000 0.057937811229 Long ABS-MBS US N 2 2050-09-15 Floating 3.78900000 N N N N N N BRK: SOCIETE GENERALE N/A N/A 31908.44880000 NC USD 53871.65000000 0.006858203891 N/A DE US N 2 BRK: SOCIETE GENERALE N/A Y 2020-07-04 0.00000000 USD 0.00000000 USD -2234503.38000000 USD 53871.65000000 N N N BOTTOMLINE TECHNOLOGIES (DE), INC. OJ3Q4KYIXDSSGURLMT36 101388106 1500.00000000 NS USD 76155.00000000 0.009695016161 Long EC US N 1 N N N Freddie Mac N/A 35565LAA4 582449.47000000 PA USD 580040.11000000 0.073842797460 Long DBT USGA US N 2 2050-03-25 Floating 1.26825120 N N N N N N Hertz Vehicle Financing II LP 549300FPK70TCB78NG05 42806DCH0 725451.15000000 PA USD 717653.49000000 0.091361856525 Long ABS-MBS US N 2 2025-05-25 Fixed 3.42000000 N N N N N N N/A N/A 69345WAA6 456543.02700000 PA USD 397409.29000000 0.050592731786 Long ABS-MBS US N 2 2023-05-27 Floating 2.93362920 N N N N N N Cracker Barrel Old Country Store, Inc. 8P4PHQIUWPIECBFBW745 22410J106 -306.00000000 NS USD -33938.46000000 -0.00432058194 Short EC US N 1 N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140100 -25658.00000000 NS USD -1535118.14000000 -0.19543030893 Short EC US N 1 N N N ALPEK, S.A.B. DE C.V. 549300PWKJTP62D4IQ66 020564AD2 203000.00000000 PA USD 200462.50000000 0.025520152021 Long DBT NUSS MX Y 2 2029-09-18 Fixed 4.25000000 N N N N N N LUMINEX CORPORATION 5299004PD7MBYRVKM104 55027E102 1000.00000000 NS USD 32530.00000000 0.004141276025 Long EC US N 1 N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05565AAR4 650000.00000000 PA USD 717179.29000000 0.091301487847 Long DBT NUSS FR Y 2 2026-05-12 Fixed 4.37500000 N N N N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389B100 4498.00000000 NS USD 281125.00000000 0.035789001619 Long EC US N 1 N N N SYNOPSYS, INC. QG7T915N9S0NY5UKNE63 871607107 643.00000000 NS USD 125385.00000000 0.015962308467 Long EC US N 1 N N N N/A N/A N/A 14.00000000 NC USD 1316210.00000000 0.167561909547 N/A DCO US N 1 GOLDMAN, SACHS & CO. N/A Long Silver SILVER FUTURE Dec 2020 2021-01-01 1183968.50000000 USD 132241.50000000 N N N Otter Tail Corporation N/A 689648103 1700.00000000 NS USD 65943.00000000 0.008394963570 Long EC US N 1 N N N N/A N/A N/A 64.00000000 NC USD 4365600.00000000 0.555768663297 N/A DCO US N 1 GOLDMAN, SACHS & CO. N/A Long Copper COPPER FUTURE (Consolidated) Sep 2020 2020-10-01 4187745.50000000 USD 177854.50000000 N N N N/A N/A CDS849795 -365000.00000000 NC USD -114213.87000000 -0.01454015252 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2063-05-11 0.00000000 USD -41271.77000000 USD -365000.00000000 USD -72942.10000000 N N N FIDELITY NATIONAL INFORMATION SERVICES, INC. 6WQI0GK1PRFVBA061U48 31620M106 1706.00000000 NS USD 228757.54000000 0.029122290687 Long EC US N 1 N N N NEXSTAR MEDIA GROUP, INC. 52990083ZRR5UT591988 65336K103 -700.00000000 NS USD -58583.00000000 -0.00745798873 Short EC US N 1 N N N LB-UBS COMMERCIAL MORTGAGE TRUST N/A 50179MAH4 218349.13440000 PA USD 126326.52000000 0.016082169955 Long ABS-MBS US N 2 2039-09-15 Fixed 5.45200000 N N N N N N ENI S.P.A. BUCRF72VH5RBN7X3VL35 26874RAJ7 900000.00000000 PA USD 973879.25000000 0.123981026430 Long DBT NUSS IT Y 2 2029-05-09 Fixed 4.25000000 N N N N N N XENIA HOTELS & RESORTS, INC. 54930075IWIPHF5IQL62 984017103 2300.00000000 NS USD 21459.00000000 0.002731867268 Long EC US N 1 N N N N/A N/A N/A 40.00000000 NC USD 1013500.00000000 0.129025000057 N/A DCO US N 1 MORGAN STANLEY & CO, INC N/A Long Wheat Wheat Future (CBT) Mar 2021 2021-03-15 1048158.80000000 USD -34658.80000000 N N N United States of America 254900HROIFWPRGM1V77 912828H45 40600000.00000000 PA USD 43573851.75000000 5.547228637943 Long DBT USGA US N 2 2023-04-15 Fixed 0.62500000 N N N N N N Freshpet Inc 549300S4ZK8ZQ6HNPN59 358039105 800.00000000 NS USD 66928.00000000 0.008520360339 Long EC US N 1 N N N ELDORADO RESORTS, INC. 5299000BKFWWVND5L441 28470R102 -1993.00000000 NS USD -79839.58000000 -0.01016408664 Short EC US N 1 N N N COMM MORTGAGE TRUST N/A 12592TAA3 200000.00000000 PA USD 211617.66000000 0.026940274882 Long ABS-MBS US N 2 2035-02-10 Fixed 3.17800000 N N N N N N N/A N/A N/A -137.00000000 NC USD -1835142.40000000 -0.23362530662 N/A DCO US N 1 GOLDMAN, SACHS & CO. N/A Short Sugar Sugar #11 World Future Oct 2020 2020-10-03 -1817368.68000000 USD -17773.72000000 N N N Emirate of Abu Dhabi 213800FER4348CINTA77 29135LAJ9 418000.00000000 PA USD 493553.50000000 0.062832501594 Long DBT NUSS AE Y 2 2050-04-16 Fixed 3.87500000 N N N N N N ALKERMES PUBLIC LIMITED COMPANY N/A G01767105 2411.00000000 NS USD 46785.46000000 0.005956086807 Long EC US N 1 N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95000KBH7 925000.00000000 PA USD 837888.68000000 0.106668561406 Long ABS-MBS US N 2 2049-11-15 Floating 4.31397360 N N N N N N ADIENT PUBLIC LIMITED COMPANY 5493002QLDY8O75RTR78 G0084W101 -5118.00000000 NS USD -84037.56000000 -0.01069851621 Short EC US N 1 N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680BD4 362000.00000000 PA USD 413173.57000000 0.052599624956 Long DBT CORP US N 2 2026-01-15 Fixed 5.85000000 N N N N N N N/A N/A N/A 90.00000000 NC USD 1967400.00000000 0.250462540812 N/A DCO US N 1 GOLDMAN, SACHS & CO. N/A Long Cocoa Cocoa Future Sep 2020 2020-09-18 2039591.27000000 USD -72191.27000000 N N N N/A N/A CDS930985 -49000.00000000 NC USD -15332.82000000 -0.00195196556 N/A DCR XX N 2 BRK: J.P. MORGAN CHASE N/A Y 2063-05-11 0.00000000 USD -4722.42000000 USD -49000.00000000 USD -10610.40000000 N N N DELL TECHNOLOGIES INC. 549300TJB5YBRUPOG437 24703L202 -1946.00000000 NS USD -106913.24000000 -0.01361073586 Short EC US N 1 N N N IRIDIUM COMMUNICATIONS INC. 549300U620NVQ4J1CT96 46269C102 800.00000000 NS USD 20352.00000000 0.002590939123 Long EC US N 1 N N N Agios Pharmaceuticals Inc 529900ONJHY8EOGYT555 00847X104 800.00000000 NS USD 42784.00000000 0.005446675483 Long EC US N 1 N N N Equitrans Midstream Corporation 549300RH0NLJNZ5SXU64 294600101 15698.00000000 NS USD 130450.38000000 0.016607163578 Long EC US N 1 N N N ALFA, S.A.B. de C.V. 549300ZCGJ6T8YDJ4M34 015398AB6 660000.00000000 PA USD 702900.00000000 0.089483643355 Long DBT NUSS MX Y 2 2024-03-25 Fixed 5.25000000 N N N N N N LIMA METRO LINE 2 FINANCE LIMITED 5493009BVQNQT1UKQ352 532522AB5 225000.00000000 PA USD 239737.50000000 0.030520109473 Long DBT NUSS PE Y 2 2036-04-05 Fixed 4.35000000 N N N N N N GE CAPITAL FUNDING, LLC 549300XAGH9TOLX5XM67 36166NAA1 642000.00000000 PA USD 672619.43000000 0.085628734084 Long DBT CORP US Y 2 2025-05-15 Fixed 3.45000000 N N N N N N Freddie Mac N/A 35564WAH6 362535.00000000 PA USD 342029.37000000 0.043542515524 Long DBT USGA US N 2 2048-11-25 Floating 2.33449920 N N N N N N VONAGE HOLDINGS CORP. 529900W7N0N4WLN1JY21 92886T201 4800.00000000 NS USD 48288.00000000 0.006147369711 Long EC US N 1 N N N IDACORP, INC. N134NUJDWN8UEFA8B673 451107106 1200.00000000 NS USD 104844.00000000 0.013347308442 Long EC US N 1 N N N DOLLAR GENERAL CORPORATION OPX52SQVOZI8IVSWYU66 256677105 -2534.00000000 NS USD -482752.34000000 -0.06145744518 Short EC US N 1 N N N RAYONIER INC. HGV8VDVNL0W6SF2U9C50 754907103 3708.00000000 NS USD 91921.32000000 0.011702169036 Long EC US N 1 N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807AR9 640000.00000000 PA USD 654332.60000000 0.083300704245 Long DBT CORP US N 2 2021-06-15 Fixed 2.80000000 N N N N N N BOSTON PROPERTIES, INC. 549300OF70FSEUQBT254 101121101 3411.00000000 NS USD 308286.18000000 0.039246792690 Long EC US N 1 N N N YUM! Brands, Inc. 549300JE8XHZZ7OHN517 988498101 -9087.00000000 NS USD -789751.17000000 -0.10054035002 Short EC US N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 2705.00000000 NS USD 225245.35000000 0.028675166548 Long EC US N 1 N N N MOLINA HEALTHCARE, INC. 549300NQQCEQ46YHZ591 60855R100 538.00000000 NS USD 95753.24000000 0.012189996839 Long EC US N 1 N N N N/A N/A N/A 36.00000000 NC USD 885150.00000000 0.112685228220 N/A DCO US N 1 MORGAN STANLEY & CO, INC N/A Long Wheat Wheat Future (CBT) Sep 2020 2020-09-17 915561.20000000 USD -30411.20000000 N N N N/A N/A CDS871105 -634000.00000000 NC USD -198387.93000000 -0.02525604605 N/A DCR XX N 2 BRK: DEUTSCHE BANK N/A Y 2049-05-11 0.00000000 USD -49204.50000000 USD -634000.00000000 USD -149183.43000000 N N N Freddie Mac N/A 3137EAER6 1000000.00000000 PA USD 1002597.60000000 0.127637055153 Long DBT USGA US N 2 2023-05-05 Fixed 0.37500000 N N N N N N Adaptive Biotechnologies Corp 549300ZTF7OT1FW66Q96 00650F109 200.00000000 NS USD 9676.00000000 0.001231816379 Long EC US N 1 N N N United States of America N/A N/A -446.00000000 NC USD -62070656.25000000 -7.90198956707 N/A DIR US N 1 CITIGROUP GLOBAL MARKETS N/A Short U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Sep 2020 2020-09-24 -61808556.50000000 USD -262099.75000000 N N N ROSS STORES, INC. 549300ENZFLPGRDFZQ60 778296AC7 117000.00000000 PA USD 135742.24000000 0.017280851034 Long DBT CORP US N 2 2027-04-15 Fixed 4.70000000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST N/A 12634NAT5 435774.00000000 PA USD 471048.99000000 0.059967534249 Long ABS-MBS US N 2 2057-06-15 Fixed 3.50400000 N N N N N N SOFI CONSUMER LOAN PROGRAM LLC N/A 83405QAB5 425821.56750000 PA USD 428764.46000000 0.054584444475 Long ABS-MBS US N 2 2026-11-25 Fixed 2.82000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17320DAU2 342683.00000000 PA USD 311553.57000000 0.039662752232 Long ABS-MBS US N 2 2046-04-10 Floating 4.41812880 N N N N N N Federal National Mortgage Association N/A 30711XBH6 429425.37060000 PA USD 454729.48000000 0.057889956766 Long DBT USGA US N 2 2028-04-25 Floating 5.73450120 N N N N N N Federal National Mortgage Association N/A 20754JAB0 529300.00000000 PA USD 513381.73000000 0.065356761463 Long ABS-MBS US N 2 2039-09-25 Floating 2.26824840 N N N N N N SBA TOWER TRUST N/A 78403DAJ9 950000.00000000 PA USD 952038.42000000 0.121200549773 Long DBT CORP US N 2 2020-10-08 Fixed 3.15600000 N N N N N N LANCASTER COLONY CORPORATION 529900X4O13HED1ZAS58 513847103 850.00000000 NS USD 131741.50000000 0.016771531371 Long EC US N 1 N N N CONTINENTAL RESOURCES, INC. XXRTID9RYWOZ0UPIVR53 212015101 8204.00000000 NS USD 143816.12000000 0.018308707342 Long EC US N 1 N N N COMM MORTGAGE TRUST N/A 12593JBF2 545000.00000000 PA USD 601280.02000000 0.076546773177 Long ABS-MBS US N 2 2048-08-10 Fixed 3.69600000 N N N N N N SEABOARD CORPORATION 87Q3KOXT29OW9W9YPT70 811543107 26.00000000 NS USD 76279.32000000 0.009710842888 Long EC US N 1 N N N Odebrecht Finance, Ltd. N/A 675758AJ5 444000.00000000 PA USD 22204.44000000 0.002826766524 Long DBT NUSS BR Y 2 2042-06-26 Fixed 7.12500000 Y N N N N N Federal National Mortgage Association N/A 3136AMEG0 2151720.70000000 PA USD 515529.04000000 0.065630127691 Long DBT USGA US N 2 2045-01-25 Floating 5.91549840 N N N N N N United States of America 254900HROIFWPRGM1V77 912828S50 18558600.00000000 PA USD 21076875.78000000 2.683220423018 Long DBT USGA US N 2 2026-07-15 Fixed 0.12500000 N N N N N N UNITI GROUP INC. 549300V3NU625PJUVA84 91325V108 4262.00000000 NS USD 39849.70000000 0.005073120419 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 14861.31000000 0.001891939342 N/A DFE US N 2 BROWN BROTHERS N/A 7968315.67000000 ZAR 472667.05000000 USD 2020-07-17 14861.31000000 N N N UBS Group AG 549300SZJ9VS8SGXAN81 90351DAB3 409000.00000000 PA USD 463582.94000000 0.059017058569 Long DBT NUSS CH Y 2 2025-09-24 Fixed 4.12500000 N N N N N N Shenandoah Telecommunications Company 549300XH3H4OUKFPHS84 82312B106 500.00000000 NS USD 24645.00000000 0.003137465344 Long EC US N 1 N N N ARCHER-DANIELS-MIDLAND COMPANY 549300LO13MQ9HYSTR83 039483102 16379.00000000 NS USD 653522.10000000 0.083197522437 Long EC US N 1 N N N RYMAN HOSPITALITY PROPERTIES, INC. 529900GCCWW9SRMPJR11 78377T107 972.00000000 NS USD 33631.20000000 0.004281465793 Long EC US N 1 N N N GS MORTGAGE SECURITIES TRUST N/A 36255NAT2 1350000.00000000 PA USD 1541047.14000000 0.196185108364 Long ABS-MBS US N 2 2051-03-10 Fixed 3.99200000 N N N N N N BONANZA CREEK ENERGY, INC. IIVIHPH28S64K95M2381 097793400 1300.00000000 NS USD 19266.00000000 0.002452684411 Long EC US N 1 N N N NATUS MEDICAL INCORPORATED 549300ZW3JLSJGT2D838 639050103 1200.00000000 NS USD 26184.00000000 0.003333389838 Long EC US N 1 N N N N/A N/A N/A -11846562.50000000 PA USD -11846562.50000000 -1.50814279945 Short RA US N 2 Reverse repurchase N 0.11000000 2050-12-31 11846562.50000000 USD 12083493.75000000 USD UST N N N HALLIBURTON COMPANY ENYF8GB5SMQZ25S06U51 406216101 62827.00000000 NS USD 815494.46000000 0.103817634680 Long EC US N 1 N N N EXELIXIS, INC. N/A 30161Q104 4001.00000000 NS USD 94983.74000000 0.012092034591 Long EC US N 1 N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456B101 129246.00000000 NS USD 1960661.82000000 0.249604727615 Long EC US N 1 N N N Nationwide Building Society 549300XFX12G42QIKN82 63859WAE9 747000.00000000 PA USD 807503.02000000 0.102800273509 Long DBT NUSS GB Y 2 2026-09-14 Fixed 4.00000000 N N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 62954HAE8 106000.00000000 PA USD 111118.02000000 0.014146031116 Long DBT NUSS NL Y 2 2025-05-01 Fixed 2.70000000 N N N N N N BX TRUST N/A 12433WAA9 866554.83330000 PA USD 771327.91000000 0.098194951783 Long ABS-MBS US N 2 2037-09-15 Floating 1.27125720 N N N N N N ALLETE, INC. 549300NNLSIMY6Z8OT86 018522300 2150.00000000 NS USD 117411.50000000 0.014947231173 Long EC US N 1 N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RCD4 646000.00000000 PA USD 641848.35000000 0.081711379768 Long ABS-MBS US N 2 2022-06-20 Fixed 2.99000000 N N N N N N FIRST INDUSTRIAL REALTY TRUST, INC. N/A 32054K103 2330.00000000 NS USD 89565.20000000 0.011402219965 Long EC US N 1 N N N ELANCO ANIMAL HEALTH INCORPORATED 549300SHPNDCE059M934 28414H103 4700.00000000 NS USD 100815.00000000 0.012834391100 Long EC US N 1 N N N ATLASSIAN CORPORATION PLC 549300AGBII4MWBVJY22 G06242104 100.00000000 NS USD 18027.00000000 0.002294951826 Long EC US N 1 N N N SUN COMMUNITIES, INC. 549300H5GEOJYN41ZG57 866674104 1552.00000000 NS USD 210575.36000000 0.026807583459 Long EC US N 1 N N N N/A N/A N/A 130.00000000 NC USD 2247180.00000000 0.286080315372 N/A DCO US N 1 MORGAN STANLEY & CO, INC N/A Long Soybean Oil Soybean Oil Future Dec 2020 2020-12-17 2256008.63000000 USD -8828.63000000 N N N ASPEN TECHNOLOGY, INC. 529900B0MZWTVFG7CB96 045327103 476.00000000 NS USD 49318.36000000 0.006278541097 Long EC US N 1 N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585ABG6 695000.00000000 PA USD 749007.77000000 0.095353455912 Long DBT CORP US N 2 2023-05-01 Fixed 4.50000000 N N N N N N SERVICENOW, INC. 549300HJTQM36M0E1G39 81762P102 613.00000000 NS USD 248301.78000000 0.031610396821 Long EC US N 1 N N N N/A N/A N/A 301.00000000 NC USD 5384890.00000000 0.685530767203 N/A DCO US N 1 MORGAN STANLEY & CO, INC N/A Long Natural Gas Natural Gas Future Sep 2020 2020-08-30 5734199.52000000 USD -349309.52000000 N N N REGENCY ENERGY PARTNERS LP N/A 75886AAJ7 114000.00000000 PA USD 122386.15000000 0.015580535777 Long DBT CORP US N 2 2023-11-01 Fixed 4.50000000 N N N N N N NEOGEN CORPORATION 549300HJT9FC36N4UW43 640491106 1069.00000000 NS USD 82954.40000000 0.010560623053 Long EC US N 1 N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278X109 10778.00000000 NS USD 450735.96000000 0.057381556255 Long EC US N 1 N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION N/A 3133ELUS1 500000.00000000 PA USD 500673.48000000 0.063738920360 Long DBT USGA US N 2 2022-06-30 Fixed 1.00000000 N N N N N N N/A N/A N/A 8.00000000 NC USD 1456320.00000000 0.185398804226 N/A DCO US N 1 GOLDMAN, SACHS & CO. N/A Long Gold GOLD 100 OZ FUTR Dec 2020 2021-01-01 1314426.51000000 USD 141893.49000000 N N N THE CHEMOURS COMPANY 549300M1BOLNXL8DOV14 163851108 -3300.00000000 NS USD -50655.00000000 -0.00644870387 Short EC US N 1 N N N Colbun S.A. 5493003VQJLE2QB8IF36 192714AD5 400000.00000000 PA USD 404200.00000000 0.051457232386 Long DBT NUSS CL Y 2 2030-03-06 Fixed 3.15000000 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAC5 334000.00000000 PA USD 317333.13000000 0.040398527002 Long DBT CORP US Y 2 2023-05-01 Fixed 3.87500000 N N N N N N Banco Santander (Mexico) S.A., Institucion de Banca Multiple, Grupo Financiero Santander Mexico SCRYQ25DTVRHYYMM6P89 05969BAD5 364000.00000000 PA USD 398361.60000000 0.050713966909 Long DBT NUSS MX Y 2 2025-04-17 Fixed 5.37500000 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST N/A 12531YAN8 670000.00000000 PA USD 721814.65000000 0.091891598675 Long ABS-MBS US N 2 2058-05-10 Fixed 3.28300000 N N N N N N AUTOMATIC DATA PROCESSING, INC. HGBOLILQXWER4SAL2I23 053015103 1460.00000000 NS USD 217379.40000000 0.027673781053 Long EC US N 1 N N N N/A N/A N/A 35.00000000 NC USD 6301750.00000000 0.802252880230 N/A DCO US N 1 GOLDMAN, SACHS & CO. N/A Long Gold GOLD 100 OZ FUTR Aug 2020 2020-08-30 5966783.16000000 USD 334966.84000000 N N N LIVE NATION ENTERTAINMENT, INC. 5493007B9BM9ZXJINO78 538034109 700.00000000 NS USD 31031.00000000 0.003950443785 Long EC US N 1 N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113109 1300.00000000 NS USD 73658.00000000 0.009377132169 Long EC US N 1 N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 42217KBF2 550000.00000000 PA USD 607908.61000000 0.077390634869 Long DBT CORP US N 2 2025-06-01 Fixed 4.00000000 N N N N N N N/A N/A N/A 38.00000000 NC USD 1669625.00000000 0.212553888230 N/A DCO US N 1 MORGAN STANLEY & CO, INC N/A Long Soybeans Soybean Future Aug 2020 2020-08-18 1636969.61000000 USD 32655.39000000 N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560105 537.00000000 NS USD 53474.46000000 0.006807639077 Long EC US N 1 N N N GCI LIBERTY, INC. N/A 36164V305 1400.00000000 NS USD 99568.00000000 0.012675640064 Long EC US N 1 N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 12668AYS8 4338.70260000 PA USD 3586.68000000 0.000456607190 Long ABS-MBS US N 2 2035-12-25 Fixed 5.50000000 N N N N N N RADNOR RE/ESSENT N/A 75049SAB9 423485.43860000 PA USD 419534.45000000 0.053409405461 Long ABS-MBS BM N 2 2029-02-25 Floating 2.13450120 N N N N N N CHOICE HOTELS INTERNATIONAL, INC. 5493003CYRY5RFGTIR97 169905106 -798.00000000 NS USD -62962.20000000 -0.00801548876 Short EC US N 1 N N N BROOKFIELD PROPERTY REIT INC. 549300K1JD1LDRNBET48 11282X103 2800.00000000 NS USD 27888.00000000 0.003550319883 Long EC US N 1 N N N TANDEM DIABETES CARE, INC. 549300JEPFOD0K4D3I05 875372203 400.00000000 NS USD 39568.00000000 0.005037258216 Long EC US N 1 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06738CAG4 131000.00000000 PA USD 159048.41000000 0.020247874799 Long DBT NUSS GB Y 2 2168-12-15 Fixed 6.86000000 N N N N N N PENN NATIONAL GAMING, INC. N/A 707569109 -2994.00000000 NS USD -91436.76000000 -0.01164048146 Short EC US N 1 N N N PATTERSON COMPANIES, INC. YM48Q2087CUE26GWEK09 703395103 2377.00000000 NS USD 52294.00000000 0.006657359006 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912810SF6 5300000.00000000 PA USD 7317312.50000000 0.931540449663 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 72776.00000000 NS USD 3058047.52000000 0.389308911143 Long EC US N 1 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCT7 181000.00000000 PA USD 159325.25000000 0.020283118293 Long DBT NUSS MX Y 2 2030-01-23 Fixed 6.84000000 N N N N N N N/A N/A CDS857147 257000.00000000 NC USD 49962.40000000 0.006360531487 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2058-09-17 17316.10000000 USD 0.00000000 USD 257000.00000000 USD 32646.30000000 N N N Ingles Markets, Incorporated 549300XH5RYBMYP8TF26 457030104 553.00000000 NS USD 23817.71000000 0.003032146062 Long EC US N 1 N N N DEUTSCHE ALT-A SECURITIES, INC N/A 25150PAB5 431383.04090000 PA USD 202871.72000000 0.025826861060 Long ABS-MBS US N 2 2036-12-25 Floating 0.37450080 N N N N N N CHEVRON CORPORATION N/A 166764100 123894.00000000 NS USD 11055061.62000000 1.407379700205 Long EC US N 1 N N N N/A N/A N/A 77.00000000 NC USD 3055360.00000000 0.388966772744 N/A DCO GB N 1 GOLDMAN, SACHS & CO. N/A Long Crude Oil WTI CRUDE Dec 2020 2020-11-22 2694921.16000000 USD 360438.84000000 N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166104 20237.00000000 NS USD 454523.02000000 0.057863673094 Long EC US N 1 N N N MONMOUTH REAL ESTATE INVESTMENT CORPORATION 549300DFIUDCN3KVN260 609720107 2173.00000000 NS USD 31486.77000000 0.004008466207 Long EC US N 1 N N N LENNAR CORPORATION 529900G61XVRLX5TJX09 526057302 -600.00000000 NS USD -27654.00000000 -0.00352053019 Short EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828UH1 22670000.00000000 PA USD 25793993.42000000 3.283739518996 Long DBT USGA US N 2 2023-01-15 Fixed 0.12500000 N N N N N N Garmin Ltd. 2549001E0HIPIJQ0W046 H2906T109 -7822.00000000 NS USD -762645.00000000 -0.09708956208 Short EC US N 1 N N N AMERICAN WATER WORKS COMPANY, INC. 549300DXHIJQMD5WFW18 030420103 991.00000000 NS USD 127502.06000000 0.016231823679 Long EC US N 1 N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDS0 106000.00000000 PA USD 147837.41000000 0.018820643151 Long DBT CORP US N 2 2049-04-15 Fixed 5.01200000 N N N N N N WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION 06BTX5UWZD0GQ5N5Y745 960386AQ3 141000.00000000 PA USD 143678.65000000 0.018291206536 Long DBT CORP US N 2 2025-06-15 Fixed 3.20000000 N N N N N N INVESTORS REAL ESTATE TRUST 5493002LG2SH9EEHT720 461730509 644.00000000 NS USD 45395.56000000 0.005779143691 Long EC US N 1 N N N JOHNSON OUTDOORS INC. N/A 479167108 -700.00000000 NS USD -63714.00000000 -0.00811119768 Short EC US N 1 N N N DRYDEN CLO LTD N/A 26253LAG7 320000.00000000 PA USD 290642.88000000 0.037000688316 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 4.26700080 N N N N N N DAVITA INC. M2XHYMU3TZNEZURC6H66 23918K108 858.00000000 NS USD 67902.12000000 0.008644372014 Long EC US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Q5 359000.00000000 PA USD 373794.09000000 0.047586366535 Long DBT CORP US N 2 2026-04-28 Fixed 2.18800000 N N N N N N Federal National Mortgage Association N/A 3135G0Y80 1000000.00000000 PA USD 998808.61000000 0.127154692612 Long DBT USGA US N 2 2022-03-04 Floating 0.19000080 N N N N N N N/A N/A N/A 33.00000000 NC USD 3075105.00000000 0.391480436904 N/A DCO US N 1 MORGAN STANLEY & CO, INC N/A Long Silver SILVER FUTURE Sep 2020 2020-10-01 2964172.81000000 USD 110932.19000000 N N N Cenovus Energy Inc. 549300EIRQ0Z2B9C1W06 15135UAM1 52000.00000000 PA USD 47095.84000000 0.005995600156 Long DBT NUSS CA N 2 2027-04-15 Fixed 4.25000000 N N N N N N N/A N/A CDS712311 -261000.00000000 NC USD -81670.74000000 -0.01039720496 N/A DCR XX N 2 BRK: GOLDMAN SACHS N/A Y 2049-12-31 0.00000000 USD -16519.77000000 USD -261000.00000000 USD -65150.97000000 N N N DARLING INGREDIENTS INC. L1N0SPPKS7EXZYUMZ898 237266101 4136.00000000 NS USD 101828.32000000 0.012963393185 Long EC US N 1 N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46623EKG3 551000.00000000 PA USD 552151.59000000 0.070292411377 Long DBT CORP US N 2 2021-08-15 Fixed 2.29500000 N N N N N N CBRE GROUP, INC. 52990016II9MJ2OSWA10 12504L109 6878.00000000 NS USD 311023.16000000 0.039595227663 Long EC US N 1 N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KBQ2 170000.00000000 PA USD 183991.48000000 0.023423286351 Long DBT CORP US N 2 2025-05-01 Fixed 2.75000000 N N N N N N United States of America N/A N/A -93.00000000 NC USD -11694023.44000000 -1.48872360633 N/A DIR US N 1 MORGAN STANLEY & CO, INC N/A Short U.S. Treasury Futures US 5-Year Note (consolidated) Sep 2020 2020-10-03 -11668474.71000000 USD -25548.73000000 N N N KB HOME 549300LGUCWQURMWLG09 48666K109 -4977.00000000 NS USD -152694.36000000 -0.01943896379 Short EC US N 1 N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 21987BBB3 455000.00000000 PA USD 473118.10000000 0.060230945120 Long DBT NUSS CL Y 2 2030-01-14 Fixed 3.15000000 N N N N N N IMMUNOMEDICS, INC. 5493007ZU7DDO8PSIM59 452907108 2254.00000000 NS USD 79881.76000000 0.010169456426 Long EC US N 1 N N N N/A N/A N/A 63.00000000 NC USD 2426130.00000000 0.308861789235 N/A DCO US N 1 MORGAN STANLEY & CO, INC N/A Long Live Cattle Live Cattle Future(Consolidated) Aug 2020 2020-09-03 2522247.40000000 USD -96117.40000000 N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90291JAW7 1410000.00000000 PA USD 1606353.64000000 0.204499041434 Long ABS-MBS US N 2 2051-03-15 Fixed 4.11700000 N N N N N N INNOVIVA, INC. 549300ACOX4QTBES6535 45781M101 2800.00000000 NS USD 39144.00000000 0.004983280317 Long EC US N 1 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 N/A 141158913.00000000 PA 7504715.11000000 0.955397994573 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8.00000000 N N N N N N DOUGLAS EMMETT, INC. N/A 25960P109 3569.00000000 NS USD 109425.54000000 0.013930567641 Long EC US N 1 N N N COMM MORTGAGE TRUST N/A 12629NAF2 250000.00000000 PA USD 269435.63000000 0.034300870425 Long ABS-MBS US N 2 2048-02-10 Fixed 3.35000000 N N N N N N Moderna Inc 549300EI6OKH5K5Q2G38 60770K107 1400.00000000 NS USD 89894.00000000 0.011444078298 Long EC US N 1 N N N EQUITY LIFESTYLE PROPERTIES, INC. 529900PEQG66LENB6798 29472R108 3000.00000000 NS USD 187440.00000000 0.023862304894 Long EC US N 1 N N N OMEGA HEALTHCARE INVESTORS, INC. 549300OJ7ENK42CZ8E73 681936100 4274.00000000 NS USD 127066.02000000 0.016176313012 Long EC US N 1 N N N SBA Communications Corporation 5299001HX8ZN8Y8QIT49 78410G104 1953.00000000 NS USD 581837.76000000 0.074071649745 Long EC US N 1 N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 22160K105 12439.00000000 NS USD 3771629.19000000 0.480152399069 Long EC US N 1 N N N Freddie Mac N/A 3134GVHU5 1000000.00000000 PA USD 1000000.00000000 0.127306364141 Long DBT USGA US N 2 2022-03-30 Fixed 1.15000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141EB81 900000.00000000 PA USD 914068.80000000 0.116366775503 Long DBT CORP US N 2 2023-11-29 Floating 1.96250040 N N N N N N N/A N/A N/A 31.00000000 NC USD 1112900.00000000 0.141679252653 N/A DCO GB N 1 GOLDMAN, SACHS & CO. N/A Long Gasoil GAS OIL FUT (ICE) Sep 2020 2020-09-13 1099970.36000000 USD 12929.64000000 N N N CHURCHILL DOWNS INCORPORATED 529900FODTBQC8MIS994 171484108 -1000.00000000 NS USD -133150.00000000 -0.01695084238 Short EC US N 1 N N N iRhythm Technologies Inc 549300FJI72RJGDQS384 450056106 200.00000000 NS USD 23178.00000000 0.002950706908 Long EC US N 1 N N N N/A N/A N/A 46.00000000 NC USD 902060.00000000 0.114837978837 N/A DCO US N 1 MORGAN STANLEY & CO, INC N/A Long Hogs LEAN HOGS FUTURE(Consolidated) Aug 2020 2020-08-14 1036670.20000000 USD -134610.20000000 N N N N/A N/A CDS875099 -1305000.00000000 NC USD -167278.55000000 -0.02129562399 N/A DCR XX N 2 BRK: CREDIT SUISSE N/A Y 2063-05-11 0.00000000 USD -28672.49000000 USD -1305000.00000000 USD -138606.06000000 N N N EQUINIX, INC. 549300EVUN2BTLJ3GT74 29444U700 1468.00000000 NS USD 1030976.40000000 0.131249856999 Long EC US N 1 N N N Federal National Mortgage Association N/A 3135G04Q3 1500000.00000000 PA USD 1498424.76000000 0.190759008135 Long DBT USGA US N 2 2023-05-22 Fixed 0.25000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAN5 190000.00000000 PA USD 199215.93000000 0.025361455727 Long DBT NUSS IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N LSTAR COMMERCIAL MORTGAGE TRUST N/A 50219QAC8 970763.00000000 PA USD 986417.82000000 0.125577266188 Long ABS-MBS US N 2 2049-03-10 Fixed 2.57900000 N N N N N N N/A N/A N/A 64.00000000 NC USD 11523200.00000000 1.466976695278 N/A DCO US N 1 MORGAN STANLEY & CO, INC N/A Long Gold GOLD 100 OZ FUTR Aug 2020 2020-08-30 11027958.48000000 USD 495241.52000000 N N N LAUREATE EDUCATION, INC. 5JL7TMOH5TY3IUYSUP91 518613203 -3900.00000000 NS USD -38863.50000000 -0.00494757088 Short EC US N 1 N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324P102 8772.00000000 NS USD 2587301.40000000 0.329379934172 Long EC US N 1 N N N Freddie Mac N/A 3134GVJ25 1000000.00000000 PA USD 999806.26000000 0.127281699806 Long DBT USGA US N 2 2022-06-02 Floating 0.27000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650100 12737.00000000 NS USD 827522.89000000 0.105348930369 Long EC US N 1 N N N N/A N/A N/A 19.00000000 NC USD 960472.80000000 0.122274300025 N/A DCO GB N 1 MORGAN STANLEY & CO, INC N/A Long Heating Oil HEATING OIL FUTURE Sep 2020 2020-08-31 945020.36000000 USD 15452.44000000 N N N ARENA PHARMACEUTICALS, INC. 529900CVGQMPJ3A3NI85 040047607 300.00000000 NS USD 18885.00000000 0.002404180686 Long EC US N 1 N N N THE ISRAEL ELECTRIC CORP. LTD. 254900JW7GE35YNJGJ55 465077AK1 792000.00000000 PA USD 887135.04000000 0.112937936445 Long DBT CORP IL Y 2 2024-11-12 Fixed 5.00000000 N N N N N N Japan N/A N/A -29.00000000 NC -4082606.48000000 -0.51974178719 N/A DIR SG N 1 GOLDMAN, SACHS & CO. N/A Short Japan Govt. Bond Futures 10YR MINI JGB FUT Sep 2020 2020-09-14 -4111585.16000000 JPY 28978.68000000 N N N N/A N/A N/A 20.00000000 NC USD 808000.00000000 0.102863542226 N/A DCO GB N 1 MORGAN STANLEY & CO, INC N/A Long Aluminum LME ALUM HG FUTUR Sep 2020 2020-09-17 804632.10000000 USD 3367.90000000 N N N Federal National Mortgage Association N/A 3135G03B7 3800000.00000000 PA USD 3810186.51000000 0.485060991290 Long DBT USGA US N 2 2022-04-07 Floating 0.42999840 N N N N N N ACI WORLDWIDE, INC. 5493003BPVMZUJ6F5C02 004498101 3300.00000000 NS USD 89067.00000000 0.011338795935 Long EC US N 1 N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 494368103 9778.00000000 NS USD 1382120.30000000 0.175952710199 Long EC US N 1 N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION N/A 3133ELYS7 6000000.00000000 PA USD 5996554.02000000 0.763399489665 Long DBT USGA US N 2 2023-05-08 Floating 0.46000080 N N N N N N PMT CREDIT RISK TRANSFER TRUST N/A 73021CAA3 249287.29280000 PA USD 245378.24000000 0.031238211573 Long ABS-MBS US N 2 2024-03-27 Floating 2.18363040 N N N N N N HERBALIFE NUTRITION LTD. 549300BA7TYPBSZZIA41 G4412G101 2708.00000000 NS USD 121805.84000000 0.015506658621 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828ZK9 1500000.00000000 PA USD 1500873.08000000 0.191070694853 Long SN UST US N 2 2022-04-30 Floating 0.26405640 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION N/A 3133EK6W1 1200000.00000000 PA USD 1204005.10000000 0.153277511689 Long DBT USGA US N 2 2022-11-07 Floating 0.57006000 N N N N N N HOLOGIC, INC. 549300DYP6F5ZJL0LB74 436440101 2815.00000000 NS USD 160455.00000000 0.020426942658 Long EC US N 1 N N N Mylan N.V. 549300A0CD4KNFGIIS89 62854AAN4 437000.00000000 PA USD 488588.57000000 0.062200434407 Long DBT NUSS US N 2 2026-06-15 Fixed 3.95000000 N N N N N N CMS ENERGY CORPORATION 549300IA9XFBAGNIBW29 125896100 2204.00000000 NS USD 128757.68000000 0.016391672096 Long EC US N 1 N N N BROADRIDGE FINANCIAL SOLUTIONS, INC. N/A 11133T103 400.00000000 NS USD 50476.00000000 0.006425916036 Long EC US N 1 N N N SIX FLAGS ENTERTAINMENT CORPORATION 549300JYTDUAA4JQ3717 83001A102 -2252.00000000 NS USD -43260.92000000 -0.00550739043 Short EC US N 1 N N N DECKERS OUTDOOR CORPORATION 5493008LG4W3I6K8J118 243537107 -1402.00000000 NS USD -275338.78000000 -0.03505237898 Short EC US N 1 N N N PMT CREDIT RISK TRANSFER TRUST N/A 69349MAA4 164437.87050000 PA USD 155307.72000000 0.019771661156 Long ABS-MBS US N 2 2022-10-27 Floating 2.88362880 N N N N N N CONSOLIDATED EDISON, INC. 54930033SBW53OO8T749 209115104 3156.00000000 NS USD 227011.08000000 0.028899955214 Long EC US N 1 N N N SS&C TECHNOLOGIES HOLDINGS, INC. 529900POY8H7NPPNKK71 78467J100 560.00000000 NS USD 31628.80000000 0.004026547530 Long EC US N 1 N N N SERVICE CORPORATION INTERNATIONAL 549300RKVM2ME20JHZ15 817565104 -5317.00000000 NS USD -206778.13000000 -0.02632417191 Short EC US N 1 N N N Federal National Mortgage Association N/A 3135G03Y7 1700000.00000000 PA USD 1703885.04000000 0.216915409357 Long DBT USGA US N 2 2022-01-27 Floating 0.38000160 N N N N N N NUVASIVE, INC. 549300C5ZB4NZ6TWM881 670704105 500.00000000 NS USD 27830.00000000 0.003542936114 Long EC US N 1 N N N LyondellBasell Industries N.V. BN6WCCZ8OVP3ITUUVN49 N53745100 -4375.00000000 NS USD -287525.00000000 -0.03660376234 Short EC US N 1 N N N AT&T INC. 549300Z40J86GGSTL398 00206RCT7 574000.00000000 PA USD 654131.76000000 0.083275136035 Long DBT CORP US N 2 2026-02-17 Fixed 4.12500000 N N N N N N N/A N/A N/A 25.00000000 NC USD 1246770.00000000 0.158721755621 N/A DCO GB N 1 MORGAN STANLEY & CO, INC N/A Long Unleaded Gas RBOB GASOLINE Sep 2020 2020-08-31 1260659.00000000 USD -13889.00000000 N N N N/A N/A N/A 56.00000000 NC USD 2470300.00000000 0.314484911339 N/A DCO US N 1 MORGAN STANLEY & CO, INC N/A Long Soybeans Soybean Future Nov 2020 2020-11-13 2450932.20000000 USD 19367.80000000 N N N SANDERSON FARMS, INC. 529900KZGVFTWHUO2759 800013104 601.00000000 NS USD 69649.89000000 0.008866874258 Long EC US N 1 N N N RETAIL OPPORTUNITY INVESTMENTS CORP. N/A 76131N101 5100.00000000 NS USD 57783.00000000 0.007356143639 Long EC US N 1 N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824100 15829.00000000 NS USD 1447245.47000000 0.184243558806 Long EC US N 1 N N N Freddie Mac N/A 3137G0JU4 189296.83000000 PA USD 197041.55000000 0.025084643315 Long DBT USGA US N 2 2028-10-25 Floating 4.81825080 N N N N N N SOUTH JERSEY INDUSTRIES, INC. 549300DJYWYT5VXLFA46 838518108 1000.00000000 NS USD 24990.00000000 0.003181386039 Long EC US N 1 N N N MESA LABORATORIES, INC. 549300ZCG738WLX8ZW79 59064R109 300.00000000 NS USD 65040.00000000 0.008280005923 Long EC US N 1 N N N Federal National Mortgage Association N/A 3135G03R2 1800000.00000000 PA USD 1803223.82000000 0.229561868257 Long DBT USGA US N 2 2021-10-22 Floating 0.39999960 N N N N N N DIAMONDROCK HOSPITALITY COMPANY 529900KKD4BPVBUAQ734 252784301 6442.00000000 NS USD 35624.26000000 0.004535195015 Long EC US N 1 N N N M/I HOMES, INC. 5299005M71FH9CCSFB69 55305B101 -500.00000000 NS USD -17220.00000000 -0.00219221559 Short EC US N 1 N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254AA8 400000.00000000 PA USD 322000.00000000 0.040992649253 Long DBT NUSS GB Y 2 2168-07-30 Floating 2.27013120 N N N N N N APARTMENT INVESTMENT AND MANAGEMENT COMPANY 549300O8FT5GJ4RU1D57 03748R754 2955.00000000 NS USD 111226.20000000 0.014159803119 Long EC US N 1 N N N TAKE-TWO INTERACTIVE SOFTWARE, INC. BOMSTHHJK882EWYX3334 874054109 800.00000000 NS USD 111656.00000000 0.014214519394 Long EC US N 1 N N N NORWEGIAN CRUISE LINE HOLDINGS LTD. N/A G66721104 -6338.00000000 NS USD -104133.34000000 -0.01325683690 Short EC US N 1 N N N Freddie Mac N/A 3134GTS87 2600000.00000000 PA USD 2595025.84000000 0.330363304544 Long DBT USGA US N 2 2022-08-05 Floating 0.20999880 N N N N N N N/A N/A N/A -110.00000000 NC USD -11088.00000000 -0.00141157296 N/A DIR US N 1 MARKET AXESS N/A Call Written N/A Call Option 12.5 Jul 2020 on Sugar #11 World Future Oct 2020 -123200.00000000 12.50000000 USD 2020-07-18 XXXX 27783.80000000 N N N COOPER-STANDARD HOLDINGS INC. 549300VVOH2RQP5YMB08 21676P103 -4600.00000000 NS USD -60950.00000000 -0.00775932289 Short EC US N 1 N N N BRK: MORGAN STANLEY N/A N/A 2820000.00000000 NC USD -280521.57000000 -0.03571218114 N/A DIR XX N 2 BRK: MORGAN STANLEY N/A Y 2025-05-18 0.00000000 USD 0.00000000 USD -2820000.00000000 USD -280521.57000000 N N N MARLETTE FUNDING TRUST N/A 57109FAA4 22978.92980000 PA USD 22964.81000000 0.002923566464 Long ABS-MBS US N 2 2028-09-15 Fixed 3.20000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -73917.14000000 -0.00941012234 N/A DFE US N 2 BROWN BROTHERS N/A 18851995.97000000 ZAR 1009191.56000000 USD 2020-07-17 -73917.14000000 N N N N/A N/A N/A 158.00000000 NC USD 2116441.60000000 0.269436485014 N/A DCO US N 1 MORGAN STANLEY & CO, INC N/A Long Sugar Sugar #11 World Future Oct 2020 2020-10-03 2151286.76000000 USD -34845.16000000 N N N SPECTRUM BRANDS HOLDINGS, INC. 549300JM0MJETDD30O20 84790A105 1866.00000000 NS USD 85649.40000000 0.010903713704 Long EC US N 1 N N N SQUARE, INC. 549300OHIIUWSTIZME52 852234103 1277.00000000 NS USD 134008.38000000 0.017060119622 Long EC US N 1 N N N ADTALEM GLOBAL EDUCATION INC. 549300Z467EZLMODV621 00737L103 -1447.00000000 NS USD -45074.05000000 -0.00573821342 Short EC US N 1 N N N MyoKardia Inc 549300OLNNNZ1NI9UY54 62857M105 700.00000000 NS USD 67634.00000000 0.008610238632 Long EC US N 1 N N N INTERNATIONAL PAPER COMPANY 824LMFJDH41EY779Q875 460146103 -5976.00000000 NS USD -210414.96000000 -0.02678716351 Short EC US N 1 N N N N/A N/A CDS857230 -89000.00000000 NC USD -27849.41000000 -0.00354540713 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2063-05-11 0.00000000 USD -11217.35000000 USD -89000.00000000 USD -16632.06000000 N N N EPLUS INC. 529900FFY8AAFJ21NE91 294268107 -700.00000000 NS USD -49476.00000000 -0.00629860967 Short EC US N 1 N N N PERRIGO COMPANY PUBLIC LIMITED COMPANY 549300IFOQS6R1QLY196 G97822103 1330.00000000 NS USD 73509.10000000 0.009358176252 Long EC US N 1 N N N TOLL BROTHERS, INC. 529900JB6IS9MSZGVR44 889478103 -4649.00000000 NS USD -151510.91000000 -0.01928830307 Short EC US N 1 N N N QTS REALTY TRUST, INC. 5493006PA4CJK4OG2J54 74736A103 1002.00000000 NS USD 64218.18000000 0.008175383007 Long EC US N 1 N N N N/A N/A N/A -33.00000000 NC USD -64680.00000000 -0.00823417563 N/A DIR US N 1 MARKET AXESS N/A Put Written N/A Put Option 50 Jul 2020 on LEAN HOGS FUTURE (Globex) Jul 2020 -13200.00000000 50.00000000 USD 2020-07-18 XXXX -34782.00000000 N N N DELEK US HOLDINGS, INC. 5493003O53JMENV1N385 24665A103 5558.00000000 NS USD 96764.78000000 0.012318772318 Long EC US N 1 N N N BRF S.A. 254900MTXR9LUVQFU480 P1905CAD2 254000.00000000 PA USD 251462.54000000 0.032012781685 Long DBT NUSS BR N 2 2023-05-22 Fixed 3.95000000 N N N N N N OGE ENERGY CORP. CE5OG6JPOZMDSA0LAQ19 670837103 3490.00000000 NS USD 105956.40000000 0.013488924041 Long EC US N 1 N N N FibroGen Inc 549300Q914ULWWY95822 31572Q808 1286.00000000 NS USD 52121.58000000 0.006635408843 Long EC US N 1 N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216CN8 620000.00000000 PA USD 682325.66000000 0.086864398935 Long DBT CORP US N 2 2025-03-25 Fixed 2.95000000 N N N N N N GOLDENTREE LOAN MANAGEMENT US CLO LTD N/A 38138LAA6 754613.00000000 PA USD 756731.95000000 0.096336793184 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 2.30802120 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAS8 824000.00000000 PA USD 873769.60000000 0.111236430873 Long DBT NUSS SA Y 2 2025-10-22 Fixed 2.90000000 N N N N N N PORTLAND GENERAL ELECTRIC COMPANY GJOUP9M7C39GLSK9R870 736508847 1976.00000000 NS USD 82616.56000000 0.010517613871 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912796TU3 5500000.00000000 PA USD 5496329.52000000 0.699717727316 Long DBT UST US N 2 2020-12-03 None 0.00000000 N N N N N N SCORPIO TANKERS INC. 549300NVJUH16NXG8K87 Y7542C130 2888.00000000 NS USD 36995.28000000 0.004709734587 Long EC US N 1 N N N INTUIT INC. VI90HBPH7XSFMB9E4M29 461202103 903.00000000 NS USD 267459.57000000 0.034049305411 Long EC US N 1 N N N AMERICAN CAMPUS COMMUNITIES, INC. 529900MR3ZXRO3W6UX26 024835100 3170.00000000 NS USD 110823.20000000 0.014108498654 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -23120.04000000 -0.00294332823 N/A DFE US N 2 BROWN BROTHERS N/A 6598037.70000000 ZAR 355958.76000000 USD 2020-07-17 -23120.04000000 N N N HOME RE N/A 43730MAA6 129089.53290000 PA USD 128715.56000000 0.016386309952 Long ABS-MBS BM N 2 2028-10-25 Floating 1.78449840 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 96950FAQ7 217000.00000000 PA USD 237579.25000000 0.030245350513 Long DBT CORP US N 2 2025-01-15 Fixed 3.90000000 N N N N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044101 21931.00000000 NS USD 742364.35000000 0.094507706266 Long EC US N 1 N N N Federal National Mortgage Association N/A 3135G03M3 2300000.00000000 PA USD 2307425.09000000 0.293749898737 Long DBT USGA US N 2 2022-01-20 Floating 0.43999920 N N N N N N SUMMIT MATERIALS, INC. N/A 86614U100 -2500.00000000 NS USD -40200.00000000 -0.00511771583 Short EC US N 1 N N N WEIS MARKETS, INC. N/A 948849104 1400.00000000 NS USD 70168.00000000 0.008932832959 Long EC US N 1 N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 91913YAX8 488000.00000000 PA USD 506313.10000000 0.064456879878 Long DBT CORP US N 2 2023-04-15 Fixed 2.70000000 N N N N N N TRI POINTE GROUP, INC. N/A 87265H109 -7859.00000000 NS USD -115448.71000000 -0.01469735551 Short EC US N 1 N N N JUNIPER NETWORKS, INC. AUHIXNGG7U2U7JEHM527 48203R104 -2291.00000000 NS USD -52372.26000000 -0.00666732200 Short EC US N 1 N N N Novocure Ltd 213800YPP55UMHWA4826 G6674U108 1100.00000000 NS USD 65230.00000000 0.008304194132 Long EC US N 1 N N N IAC/INTERACTIVECORP 15OMOPB0A8K0EFUVD031 44919P508 300.00000000 NS USD 97020.00000000 0.012351263449 Long EC US N 1 N N N HILTON WORLDWIDE HOLDINGS INC. 549300HVGPK36ICB0B89 43300A203 -8665.00000000 NS USD -636444.25000000 -0.08102340344 Short EC US N 1 N N N BRK: MORGAN STANLEY N/A N/A 10400000.00000000 NC USD -1417957.40000000 -0.18051500110 N/A DIR XX N 2 BRK: MORGAN STANLEY N/A Y 2027-04-04 0.00000000 USD 0.00000000 USD -10400000.00000000 USD -1417957.40000000 N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953101 -15128.00000000 NS USD -254150.40000000 -0.03235496336 Short EC US N 1 N N N CABOT MICROELECTRONICS CORPORATION 31F6V1MN00ZW3XWB4J69 12709P103 -400.00000000 NS USD -55816.00000000 -0.00710573202 Short EC US N 1 N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 595112103 -6263.00000000 NS USD -322669.76000000 -0.04107791396 Short EC US N 1 N N N N/A N/A CDS852200 -783000.00000000 NC USD -245012.23000000 -0.03119161617 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2063-05-11 0.00000000 USD -83328.91000000 USD -783000.00000000 USD -161683.32000000 N N N N/A N/A N/A 51.00000000 NC USD 2143785.00000000 0.272917473851 N/A DCO US N 1 GOLDMAN, SACHS & CO. N/A Long Platinum PLATINUM FUTURE(Consolidated) Jul 2020 2020-08-01 2054537.69000000 USD 89247.31000000 N N N Federal National Mortgage Association N/A 30711XAZ7 210814.21540000 PA USD 212855.34000000 0.027097839423 Long DBT USGA US N 2 2025-05-25 Floating 4.18449960 N N N N N N WW International, Inc. SGT8R1MU6ESIC7UJC518 98262P101 -1400.00000000 NS USD -35532.00000000 -0.00452344973 Short EC US N 1 N N N WYNN RESORTS, LIMITED 254900CEKKWIHTEAB172 983134107 -3087.00000000 NS USD -229950.63000000 -0.02927417863 Short EC US N 1 N N N THE REALREAL, INC. 549300O00VUGT4H1PE90 88339P101 -2300.00000000 NS USD -29417.00000000 -0.00374497131 Short EC US N 1 N N N SWEDISH KRONE N/A N/A 1.00000000 NC 2.72000000 0.000000346273 N/A DFE SE N 2 BROWN BROTHERS N/A 5718.03000000 USD 53277.78000000 SEK 2020-07-15 2.72000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1290.07000000 -0.00016423412 N/A DFE US N 2 BROWN BROTHERS N/A 32417213.74000000 ZAR 1861184.67000000 USD 2020-07-17 -1290.07000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 6945.87000000 0.000884253455 N/A DFE US N 2 BROWN BROTHERS N/A 795385.88000000 EUR 900914.50000000 USD 2020-08-06 6945.87000000 N N N MERIT MEDICAL SYSTEMS, INC. 549300OYTY138SP2CE83 589889104 600.00000000 NS USD 27390.00000000 0.003486921313 Long EC US N 1 N N N CROWN HOLDINGS, INC. NYLWZIOY8PUNIT4JOE22 228368106 -2163.00000000 NS USD -140876.19000000 -0.01793443554 Short EC US N 1 N N N RH 5493008MTS3OGGMHGK69 74967X103 -300.00000000 NS USD -74670.00000000 -0.00950596621 Short EC US N 1 N N N THE GOODYEAR TIRE & RUBBER COMPANY 5493002BI0S2ZQUY3437 382550101 -13471.00000000 NS USD -120498.10000000 -0.01534017499 Short EC US N 1 N N N N/A N/A CDS783276 -276000.00000000 NC USD -86364.46000000 -0.01099474539 N/A DCR XX N 2 BRK: GOLDMAN SACHS N/A Y 2063-05-11 0.00000000 USD -45174.97000000 USD -276000.00000000 USD -41189.49000000 N N N DOMINO'S PIZZA, INC. 5299004V0Y8MI5D9FF45 25754A201 -1303.00000000 NS USD -481380.32000000 -0.06128277830 Short EC US N 1 N N N CORVEL CORPORATION N/A 221006109 300.00000000 NS USD 21267.00000000 0.002707424446 Long EC US N 1 N N N N/A N/A CDS878891 -65000.00000000 NC USD -20339.46000000 -0.00258934270 N/A DCR XX N 2 BRK: GOLDMAN SACHS N/A Y 2063-05-11 0.00000000 USD -6932.49000000 USD -65000.00000000 USD -13406.97000000 N N N N/A N/A CDS947038 -1170000.00000000 NC USD -590392.97000000 -0.07516078242 N/A DCR XX N 2 BRK: CITIGROUP GLOBAL MARKETS INC. N/A Y 2063-05-11 0.00000000 USD -186322.89000000 USD -1170000.00000000 USD -404070.08000000 N N N N/A N/A CDS315311 -812000.00000000 NC USD -254086.75000000 -0.03234686031 N/A DCR XX N 2 BRK: CREDIT SUISSE N/A Y 2049-12-31 0.00000000 USD -49948.42000000 USD -812000.00000000 USD -204138.33000000 N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION N/A 3133ELAG9 2800000.00000000 PA USD 2809991.10000000 0.357729750211 Long DBT USGA US N 2 2025-11-25 Fixed 2.05000000 N N N N N N WHIRLPOOL CORPORATION WHENKOULSSK7WUM60H03 963320106 -2902.00000000 NS USD -375896.06000000 -0.04785396069 Short EC US N 1 N N N CARDIOVASCULAR SYSTEMS, INC. 549300NUBWKJMNMQ3287 141619106 1500.00000000 NS USD 47325.00000000 0.006024773683 Long EC US N 1 N N N BRK: MORGAN STANLEY N/A N/A 2230000.00000000 NC USD -211978.69000000 -0.02698623629 N/A DIR XX N 2 BRK: MORGAN STANLEY N/A Y 2029-09-27 0.00000000 USD 0.00000000 USD -2230000.00000000 USD -211978.69000000 N N N THE J. M. SMUCKER COMPANY 5493000WDH6A0LHDJD55 832696405 3214.00000000 NS USD 340073.34000000 0.043293500456 Long EC US N 1 N N N N/A N/A CDS858159 -250000.00000000 NC USD -78228.68000000 -0.00995900882 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2063-05-11 0.00000000 USD -32362.33000000 USD -250000.00000000 USD -45866.35000000 N N N BEST BUY CO., INC. HL5XPTVRV0O8TUN5LL90 086516101 -2353.00000000 NS USD -205346.31000000 -0.02614189211 Short EC US N 1 N N N AUTOZONE, INC. GA3JGKJ41LJKXDN23E90 053332102 -196.00000000 NS USD -221111.52000000 -0.02814890368 Short EC US N 1 N N N DOCUSIGN, INC. 549300Q7PVDWRZ39JG09 256163106 500.00000000 NS USD 86105.00000000 0.010961714484 Long EC US N 1 N N N EXPEDIA GROUP, INC. N/A 30212P303 -1384.00000000 NS USD -113764.80000000 -0.01448298305 Short EC US N 1 N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429109 4796.00000000 NS USD 238025.48000000 0.030302158431 Long EC US N 1 N N N VEEVA SYSTEMS INC. 549300YZEXPDB92M2F02 922475108 1021.00000000 NS USD 239342.82000000 0.030469864197 Long EC US N 1 N N N N/A N/A CDS852848 -290000.00000000 NC USD -90745.27000000 -0.01155245038 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2063-05-11 0.00000000 USD -30819.62000000 USD -290000.00000000 USD -59925.65000000 N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207105 39025.00000000 NS USD 1995348.25000000 0.254020530904 Long EC US N 1 N N N ROSS STORES, INC. 549300ENZFLPGRDFZQ60 778296AB9 224000.00000000 PA USD 257117.10000000 0.032732643159 Long DBT CORP US N 2 2025-04-15 Fixed 4.60000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851109 3184.00000000 NS USD 373260.32000000 0.047518414217 Long EC US N 1 N N N PURE STORAGE, INC. 549300NPDB0BZTK3WO90 74624M102 -2300.00000000 NS USD -39859.00000000 -0.00507430436 Short EC US N 1 N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 94989QBB5 793700.00000000 PA USD 711500.86000000 0.090578587570 Long ABS-MBS US N 2 2048-09-15 Floating 4.46403240 N N N N N N Federal National Mortgage Association N/A 3136B0CN4 2262645.15200000 PA USD 579180.82000000 0.073733404374 Long DBT USGA US N 2 2047-12-25 Floating 6.01549920 N N N N N N KIMCO REALTY CORPORATION 549300EA7I6T15IBYS12 49446R109 9227.00000000 NS USD 118474.68000000 0.015082580753 Long EC US N 1 N N N N/A N/A CDS410410 -112000.00000000 NC USD -35046.45000000 -0.00446163612 N/A DCR XX N 2 BRK: DEUTSCHE BANK N/A Y 2063-05-11 0.00000000 USD -12648.51000000 USD -112000.00000000 USD -22397.94000000 N N N AVISTA CORPORATION Q0IK63NITJD6RJ47SW96 05379B107 1700.00000000 NS USD 61863.00000000 0.007875553604 Long EC US N 1 N N N ENPHASE ENERGY, INC. 5493008U7KIGMI59Z314 29355A107 -400.00000000 NS USD -19028.00000000 -0.00242238549 Short EC US N 1 N N N POTLATCHDELTIC CORPORATION 54930084YA8UJOTXDM59 737630103 1763.00000000 NS USD 67046.89000000 0.008535495792 Long EC US N 1 N N N UNITED THERAPEUTICS CORPORATION 5299005C4HZL4UWROC14 91307C102 822.00000000 NS USD 99462.00000000 0.012662145590 Long EC US N 1 N N N Federal National Mortgage Association N/A 20753MAF5 125912.97960000 PA USD 124334.72000000 0.015828601139 Long ABS-MBS US N 2 2031-09-25 Floating 2.33449920 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION N/A 3133ELXV1 1300000.00000000 PA USD 1300038.45000000 0.165503168313 Long DBT USGA US N 2 2025-04-28 Fixed 1.01000000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142103 38853.00000000 NS USD 4653812.34000000 0.592459928403 Long EC US N 1 N N N Freddie Mac N/A 3134GVJR0 1500000.00000000 PA USD 1500435.00000000 0.191014924481 Long DBT USGA US N 2 2022-04-13 Fixed 1.05000000 N N N N N N CARDINAL HEALTH, INC. CCU46N3GJMF4OK4N7U60 14149Y108 3175.00000000 NS USD 165703.25000000 0.021095078283 Long EC US N 1 N N N AIR PRODUCTS AND CHEMICALS, INC. 7QEON6Y1RL5XR3R1W237 009158106 -3819.00000000 NS USD -922135.74000000 -0.11739374830 Short EC US N 1 N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343V104 47344.00000000 NS USD 2610074.72000000 0.332279122741 Long EC US N 1 N N N BELLEMEADE RE LTD. N/A 07877GAB5 466086.00000000 PA USD 451564.48000000 0.057487032124 Long ABS-MBS BM N 2 2029-07-25 Floating 1.78449840 N N N N N N N/A N/A CDS049051 518000.00000000 NC USD 100702.42000000 0.012820058950 N/A DCR XX N 2 BRK: GOLDMAN SACHS BANK USA N/A Y 2058-09-17 91626.00000000 USD 0.00000000 USD 518000.00000000 USD 9076.42000000 N N N N/A N/A CDS894048 -471000.00000000 NC USD -147382.83000000 -0.01876277222 N/A DCR XX N 2 BRK: CITIGROUP N/A Y 2063-05-11 0.00000000 USD -56097.67000000 USD -471000.00000000 USD -91285.16000000 N N N PARAMOUNT GROUP, INC. N/A 69924R108 6507.00000000 NS USD 50168.97000000 0.006386829163 Long EC US N 1 N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364G103 2293.00000000 NS USD 215106.33000000 0.027384404776 Long EC US N 1 N N N Acceleron Pharma Inc 529900TQRID2UY164805 00434H108 500.00000000 NS USD 47635.00000000 0.006064238655 Long EC US N 1 N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 21684AAC0 657000.00000000 PA USD 739451.84000000 0.094136925208 Long DBT NUSS NL N 2 2025-08-04 Fixed 4.37500000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079K107 1197.00000000 NS USD 1692091.17000000 0.215413974649 Long EC US N 1 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967JL6 905000.00000000 PA USD 986574.28000000 0.125597184542 Long DBT CORP US N 2 2025-03-26 Fixed 3.87500000 N N N N N N Freddie Mac N/A 3134GVFL7 2000000.00000000 PA USD 1998981.94000000 0.254483122766 Long DBT USGA US N 2 2022-03-04 Floating 0.23000040 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020107 4180.00000000 NS USD 227015.80000000 0.028900556100 Long EC US N 1 N N N EMERGENT BIOSOLUTIONS INC. 549300YW6TUOX8BE5103 29089Q105 500.00000000 NS USD 39540.00000000 0.005033693638 Long EC US N 1 N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 22822V101 6996.00000000 NS USD 1170780.60000000 0.149047821393 Long EC US N 1 N N N NU SKIN ENTERPRISES, INC. 54930050DETB6CP71D38 67018T105 1702.00000000 NS USD 65067.46000000 0.008283501756 Long EC US N 1 N N N 2020-06-30 SEI INSTITUTIONAL MANAGED TRUST James Hoffmayer James Hoffmayer CFO XXXX