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 2024-09-30 2024-06-30 N 747845104.62 155846056.40 591999048.22 0.00000000 121196520.97000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 80325075.78000000 USD N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAH6 446000.00000000 PA USD 437188.01000000 0.073849444743 Long DBT NUSS GB N 2 2034-07-01 Fixed 5.87500000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 F1R15XK36 200000.00000000 PA USD 199501.00000000 0.033699547423 Long DBT NUSS FR N 2 2173-02-19 Fixed 7.37500000 N N N N N N EQUITY LIFESTYLE PROPERTIES, INC. 529900PEQG66LENB6798 29472R108 2484.00000000 NS USD 161782.92000000 0.027328239882 Long EC US N 1 N N N CARGILL, INCORPORATED QXZYQNMR4JZ5RIRN4T31 141781BZ6 239000.00000000 PA USD 238490.54000000 0.040285628957 Long DBT CORP US N 2 2032-10-11 Fixed 5.12500000 N N N N N N COLUMBIA SPORTSWEAR COMPANY 549300OTMCIEUXAH5Z60 198516106 -816.00000000 NS USD -64529.28000000 -0.01090023374 Short EC US N 1 N N N PORTLAND GENERAL ELECTRIC COMPANY GJOUP9M7C39GLSK9R870 736508847 857.00000000 NS USD 37056.68000000 0.006259584388 Long EC US N 1 N N N Tanger Inc. UKEW8YSXE4Y581KYOL30 875465106 1256.00000000 NS USD 34050.16000000 0.005751725463 Long EC US N 1 N N N THE GAP, INC. T2ZG1WRWZ4BUCMQL9224 364760108 -1700.00000000 NS USD -40613.00000000 -0.00686031508 Short EC US N 1 N N N LME ZINC FUTURE MAR25 N/A N/A 4.00000000 NC USD 297947.00000000 0.050328966050 N/A DCO GB N 1 LME ZINC FUTURE MAR25 N/A Long N/A N/A 2025-03-20 286273.72000000 USD 11673.28000000 N N N OCP CLO LTD N/A 671078AN3 849000.00000000 PA USD 850259.07000000 0.143625073816 Long ABS-CBDO CORP KY Y 2 2032-07-20 Floating 6.67617120 N N N N N N EASTERLY GOVERNMENT PROPERTIES, INC. 549300ERMCEFC6S8HL77 27616P103 1801.00000000 NS USD 22278.37000000 0.003763244225 Long EC US N 1 N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036P108 2421.00000000 NS USD 622874.88000000 0.105215520510 Long EC US N 1 N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056BA4 114000.00000000 PA USD 113818.00000000 0.019226044423 Long DBT CORP US N 2 2034-05-14 Fixed 6.05000000 N N N N N N WK KELLOGG CO 529900SWC935GFWUJ804 92942W107 1163.00000000 NS USD 19142.98000000 0.003233616685 Long EC US N 1 N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667101 1970.00000000 NS USD 670292.50000000 0.113225266495 Long EC US N 1 N N N ALIGN TECHNOLOGY, INC. 549300N5YSE0U3LCP840 016255101 466.00000000 NS USD 112506.38000000 0.019004486635 Long EC US N 1 N N N N/A N/A N/A 2.00000000 NC USD 481447.00000000 0.081325637506 N/A DCO GB N 1 LME COPPER FUTURE OCT24 N/A Long Copper LME Copper Composite Future Oct 2024 2024-10-17 491429.86000000 USD -9982.86000000 N N N CONSOLIDATED EDISON, INC. 54930033SBW53OO8T749 209115104 2337.00000000 NS USD 208974.54000000 0.035299810131 Long EC US N 1 N N N AMERICAN ASSETS TRUST, INC. N/A 024013104 984.00000000 NS USD 22021.92000000 0.003719924899 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 9128282L3 124596400.00000000 PA USD 151512956.01000000 25.59344587893 Long DBT USGA US N 2 2027-07-15 Fixed 0.37500000 N N N N N N CATALENT, INC. N/A 148806102 956.00000000 NS USD 53755.88000000 0.009080399734 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CHU8 700000.00000000 PA USD 695406.25000000 0.117467460816 Long SN UST US N 2 2026-08-15 Fixed 4.37500000 N N N N N N ELANCO ANIMAL HEALTH INCORPORATED 549300SHPNDCE059M934 28414H103 3057.00000000 NS USD 44112.51000000 0.007451449479 Long EC US N 1 N N N INGREDION INCORPORATED PKSTQ48QDN0XSVS7YK88 457187102 896.00000000 NS USD 102771.20000000 0.017360027910 Long EC US N 1 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CY3 582000.00000000 PA USD 577416.13000000 0.097536665259 Long DBT CORP US N 2 2026-02-13 Fixed 4.87500000 N N N N N N SUMMIT MATERIALS, INC. 549300XNOLX5GIOSO108 86614U100 -1097.00000000 NS USD -40161.17000000 -0.00678399232 Short EC US N 1 N N N QUEST DIAGNOSTICS INCORPORATED 8MCWUBXQ0WE04KMXBX50 74834L100 574.00000000 NS USD 78569.12000000 0.013271832148 Long EC US N 1 N N N MONOLITHIC POWER SYSTEMS, INC. 529900TB7O85LSZ1XU31 609839105 -63.00000000 NS USD -51765.84000000 -0.00874424378 Short EC US N 1 N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYB4 542000.00000000 PA USD 455690.79000000 0.076974919363 Long DBT CORP US N 2 2032-04-22 Fixed 2.61500000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BR8 402000.00000000 PA USD 401181.38000000 0.067767233951 Long DBT CORP AU N 2 2027-04-04 Fixed 5.33800000 N N N N N N HEALTHEQUITY, INC. 529900LRJU1RAFQHM467 42226A107 544.00000000 NS USD 46892.80000000 0.007921093816 Long EC US N 1 N N N N/A N/A N/A 10.00000000 NC USD 835687.50000000 0.141163656008 N/A DCO US N 1 COFFEE 'C' FUTURE MAR25 N/A Long Coffee Coffee C Future Mar 2025 2025-03-22 782196.31000000 USD 53491.19000000 N N N HELEN OF TROY LIMITED N/A G4388N106 -624.00000000 NS USD -57869.76000000 -0.00977531301 Short EC US N 1 N N N Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag 529900O4UGETQ9Q3AA63 55977YAA6 753000.00000000 PA USD 755177.68000000 0.127564002386 Long DBT NUSS HU N 2 2027-12-04 Fixed 6.12500000 N N N N N N ASHLAND INC. 529900E4L9R04SB8HB11 044186104 -400.00000000 NS USD -37796.00000000 -0.00638446972 Short EC US N 1 N N N DT MIDSTREAM, INC. N/A 23345M107 2081.00000000 NS USD 147813.43000000 0.024968524940 Long EC US N 1 N N N INVITATION HOMES INC. 984500FE452E665C9F85 46187W107 8220.00000000 NS USD 295015.80000000 0.049833830119 Long EC US N 1 N N N APA CORPORATION 549300VCIWLRHYVSHC79 03743Q108 7891.03250000 NS USD 232312.00000000 0.039241954982 Long EC US N 1 N N N COSTAR GROUP, INC. N/A 22160N109 5268.00000000 NS USD 390569.52000000 0.065974687150 Long EC US N 1 N N N ONE GAS, INC. 549300HXDWI0LATTX840 68235P108 343.00000000 NS USD 21900.55000000 0.003699423177 Long EC US N 1 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 CDS409425 -89483.44000000 NC USD -11923.67000000 -0.00201413668 N/A DCR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Y 2063-05-11 0.00000000 USD -9682.10000000 USD -89483.44000000 USD -2241.57000000 N N N Gaming and Leisure Properties, Inc. 5493006GWRDBCZYWTM57 36467J108 3454.00000000 NS USD 156155.34000000 0.026377633624 Long EC US N 1 N N N DREAM FINDERS HOMES, INC. N/A 26154D100 -738.00000000 NS USD -19055.16000000 -0.00321878220 Short EC US N 1 N N N JOHN B. SANFILIPPO & SON, INC. 5299007IBEYVXKYDUX28 800422107 45.00000000 NS USD 4372.65000000 0.000738624498 Long EC US N 1 N N N Crinetics Pharmaceuticals Inc 549300Q1CNFXK5P31D28 22663K107 500.00000000 NS USD 22395.00000000 0.003782945271 Long EC US N 1 N N N WARNER BROS. DISCOVERY, INC. 5493006ZCRFWKF6B1K26 934423104 12521.00000000 NS USD 93156.24000000 0.015735876650 Long EC US N 1 N N N PEBBLEBROOK HOTEL TRUST 5493004Q1NNH6JXCSI52 70509V100 2088.00000000 NS USD 28710.00000000 0.004849669959 Long EC US N 1 N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350105 -1646.00000000 NS USD -63947.10000000 -0.01080189236 Short EC US N 1 N N N TENET HEALTHCARE CORPORATION 0W9AIBT6U6ADJ2I8HK17 88033G407 554.00000000 NS USD 73698.62000000 0.012449111231 Long EC US N 1 N N N PRICESMART, INC. 549300JVYOSTGVSDZS46 741511109 400.00000000 NS USD 32480.00000000 0.005486495307 Long EC US N 1 N N N CUBESMART N/A 229663109 2662.00000000 NS USD 120242.54000000 0.020311272520 Long EC US N 1 N N N Banco Bilbao Vizcaya Argentaria, S.A. K8MS7FD7N5Z2WQ51AZ71 05946KAN1 200000.00000000 PA USD 217922.92000000 0.036811363237 Long DBT NUSS ES N 2 2034-11-15 Fixed 7.88300000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200101 1941.00000000 NS USD 335695.95000000 0.056705488126 Long EC US N 1 N N N YETI HOLDINGS, INC. 549300DSQICIGNT5GO63 98585X104 -1954.00000000 NS USD -74545.10000000 -0.01259209794 Short EC US N 1 N N N United States of America N/A N/A -70.00000000 NC USD -7947187.50000000 -1.34243247922 N/A DIR US N 1 US 10YR ULTRA FUT SEP24 N/A Short U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Sep 2024 2024-09-22 -7865003.90000000 USD -82183.60000000 N N N INTERNATIONAL GAME TECHNOLOGY PLC 549300UQ6KHRCZDRGZ76 G4863A108 -1133.00000000 NS USD -23181.18000000 -0.00391574616 Short EC US N 1 N N N AMCOR PLC 549300GSODGFCDQ3DI89 G0250X107 -9470.00000000 NS USD -92616.60000000 -0.01564472109 Short EC US N 1 N N N PILGRIM'S PRIDE CORPORATION 549300ZSLGV64ZL3HD75 72147KAL2 335000.00000000 PA USD 356530.12000000 0.060224779258 Long DBT CORP US N 2 2034-05-15 Fixed 6.87500000 N N N N N N PATTERSON-UTI ENERGY, INC. 254900XGFBKIXD6G0697 703481101 7317.00000000 NS USD 75804.12000000 0.012804770586 Long EC US N 1 N N N VECTOR GROUP LTD. 549300TUIF4WWN6NDN50 92240M108 1726.00000000 NS USD 18243.82000000 0.003081731305 Long EC US N 1 N N N UNIVERSAL HEALTH SERVICES, INC. 549300YGMGQDO0NMJD09 913903100 288.00000000 NS USD 53259.84000000 0.008996609058 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912797HE0 4500000.00000000 PA USD 4421081.25000000 0.746805465869 Long DBT UST US N 2 2024-10-31 None 0.00000000 N N N N N N CENTERSPACE 5493002LG2SH9EEHT720 15202L107 271.00000000 NS USD 18327.73000000 0.003095905315 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912797KU0 6000000.00000000 PA USD 5906310.00000000 0.997689104021 Long DBT UST US N 2 2024-10-17 None 0.00000000 N N N N N N COLLEGE AVE STUDENT LOANS LLC N/A 19424WAC1 186167.75000000 PA USD 164031.99000000 0.027708150966 Long ABS-MBS US Y 2 2055-07-26 Fixed 2.72000000 N N N N N N UNITED NATURAL FOODS, INC. 549300GKGW6WPZ282D40 911163103 1213.00000000 NS USD 15890.30000000 0.002684176612 Long EC US N 1 N N N CONNECTICUT AVENUE SECURITIES N/A 207942AA1 628707.19530000 PA USD 636548.05000000 0.107525181318 Long ABS-MBS US Y 2 2043-06-25 Floating 7.23501000 N N N N N N COMMUNITY HEALTHCARE TRUST INCORPORATED 549300FATSRCMKOV9536 20369C106 600.00000000 NS USD 14034.00000000 0.002370611919 Long EC US N 1 N N N FIVE BELOW, INC. 529900AAXP5Z6BGI7418 33829M101 -467.00000000 NS USD -50888.99000000 -0.00859612699 Short EC US N 1 N N N ZSCALER, INC. 529900MZ0RTK1BWRNF46 98980G102 260.00000000 NS USD 49969.40000000 0.008440790597 Long EC US N 1 N N N METTLER-TOLEDO INTERNATIONAL INC. 5493000BD5GJNUDIUG10 592688105 124.00000000 NS USD 173301.16000000 0.029273891659 Long EC US N 1 N N N UNITED PARKS AND RESORTS INC. 529900G0H4NV3IIK3269 81282V100 -580.00000000 NS USD -31499.80000000 -0.00532092071 Short EC US N 1 N N N FOX FACTORY HOLDING CORP. 529900GE1HSV0617R721 35138V102 -1634.00000000 NS USD -78742.46000000 -0.01330111260 Short EC US N 1 N N N HF SINCLAIR CORPORATION N/A 403949100 3443.00000000 NS USD 183649.62000000 0.031021945145 Long EC US N 1 N N N ALLY FINANCIAL INC. 549300JBN1OSM8YNAI90 02005NBT6 259000.00000000 PA USD 268757.41000000 0.045398284137 Long DBT CORP US N 2 2029-06-13 Fixed 6.99200000 N N N N N N LAMAR ADVERTISING COMPANY 529900Y8WW4MKVPTB543 512816109 1222.00000000 NS USD 146065.66000000 0.024673293046 Long EC US N 1 N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03236XAB3 197079.55810000 PA USD 196581.03000000 0.033206308454 Long ABS-MBS US Y 2 2028-06-21 Fixed 5.30000000 N N N N N N Capri Holdings Limited 549300LPG8W0H1OX3A26 G1890L107 -2667.00000000 NS USD -88224.36000000 -0.01490278747 Short EC US N 1 N N N NEUBERGER BERMAN LOAN ADVISERS LLC N/A 64133WAA3 1140822.00000000 PA USD 1143372.88000000 0.193137621325 Long ABS-CBDO CORP KY Y 2 2035-07-16 Floating 6.68927160 N N N N N N PINNACLE WEST CAPITAL CORPORATION TWSEY0NEDUDCKS27AH81 723484101 948.00000000 NS USD 72408.24000000 0.012231141286 Long EC US N 1 N N N PROLOGIS, INC. 529900DFH19P073LZ636 74340W103 12254.00000000 NS USD 1376246.74000000 0.232474485244 Long EC US N 1 N N N WINNEBAGO INDUSTRIES, INC. 549300B7OYKYJLTE3G11 974637100 -1063.00000000 NS USD -57614.60000000 -0.00973221159 Short EC US N 1 N N N ALLETE, INC. 549300NNLSIMY6Z8OT86 018522300 292.00000000 NS USD 18206.20000000 0.003075376566 Long EC US N 1 N N N AT&T INC. 549300Z40J86GGSTL398 00206RCP5 106000.00000000 PA USD 97615.97000000 0.016489210631 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N GROUP 1 AUTOMOTIVE, INC. 549300US8QAZJLWYAF63 398905109 -139.00000000 NS USD -41321.92000000 -0.00698006527 Short EC US N 1 N N N Vitesse Energy Inc N/A 92852X103 1000.00000000 NS USD 23700.00000000 0.004003384814 Long EC US N 1 N N N VISTRA CORP. 549300KP43CPCUJOOG15 92840M102 2548.00000000 NS USD 219077.04000000 0.037006316253 Long EC US N 1 N N N Procept Biorobotics Corp N/A 74276L105 848.00000000 NS USD 51804.32000000 0.008750743798 Long EC US N 1 N N N AVIENT CORPORATION SM8L9RZYIB34LNTWO040 05368V106 -346.00000000 NS USD -15102.90000000 -0.00255116964 Short EC US N 1 N N N RADNET, INC. 529900RECG94V2IZJ970 750491102 251.00000000 NS USD 14788.92000000 0.002498132394 Long EC US N 1 N N N N/A N/A N/A 37.00000000 NC USD 841232.00000000 0.142100228459 N/A DCO US N 1 SUGAR #11 (WORLD) OCT24 N/A Long Sugar Sugar #11 World Future Oct 2024 2024-10-03 786738.76000000 USD 54493.24000000 N N N ARROWHEAD PHARMACEUTICALS, INC. 549300O3CSB8T7OZ3D66 04280A100 530.00000000 NS USD 13774.70000000 0.002326811173 Long EC US N 1 N N N WALMART INC. Y87794H0US1R65VBXU25 931142103 62971.00000000 NS USD 4263766.41000000 0.720231970443 Long EC US N 1 N N N N/A N/A N/A 8.00000000 NC USD 519500.00000000 0.087753519462 N/A DCO GB N 1 LME PRI ALUM FUTR MAR25 N/A Long Aluminum LME ALUM HG FUTUR Mar 2025 2025-03-20 528342.44000000 USD -8842.44000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 35563FAA9 64646.55040000 PA USD 64246.99000000 0.010852549542 Long DBT USGA US Y 2 2051-01-25 Floating 7.33534920 N N N N N N OCEANEERING INTERNATIONAL, INC. 549300L6PH74701W0R30 675232102 1660.00000000 NS USD 39275.60000000 0.006634402558 Long EC US N 1 N N N ENOVIS CORPORATION 635400OP2DYYYMOIYL17 194014502 89.00000000 NS USD 4022.80000000 0.000679528119 Long EC US N 1 N N N LME ZINC FUTURE SEP24 N/A N/A 56.00000000 NC USD 4109658.00000000 0.694200102577 N/A DCO GB N 1 LME ZINC FUTURE SEP24 N/A Long N/A N/A 2024-09-19 4112056.11000000 USD -2398.11000000 N N N CONFLUENT, INC. 254900MRZ83YWUV7SN74 20717M103 600.00000000 NS USD 17718.00000000 0.002992910217 Long EC US N 1 N N N NEXTERA ENERGY, INC. 254900RHL9MEUS5NKX63 65339F101 14316.00000000 NS USD 1013715.96000000 0.171236079356 Long EC US N 1 N N N TOPGOLF CALLAWAY BRANDS CORP. 5493005UB0KFRKBPCU72 131193104 -3851.00000000 NS USD -58920.30000000 -0.00995276937 Short EC US N 1 N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079K305 10337.00000000 NS USD 1882884.55000000 0.318055333984 Long EC US N 1 N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278X109 3654.00000000 NS USD 731494.26000000 0.123563418252 Long EC US N 1 N N N INTEGER HOLDINGS CORPORATION 549300SUD2ED5XG6X569 45826H109 165.00000000 NS USD 19105.35000000 0.003227260256 Long EC US N 1 N N N N/A N/A N/A 11.00000000 NC USD 918500.00000000 0.155152276471 N/A DCO GB N 1 BRENT CRUDE FUTR NOV24 N/A Long Crude Oil BRENT CRUDE OIL(ICE) Nov 2024 2024-10-03 864458.77000000 USD 54041.23000000 N N N INTELLIA THERAPEUTICS, INC. 5493002T5BCPE5DZC723 45826J105 968.00000000 NS USD 21663.84000000 0.003659438315 Long EC US N 1 N N N PPG INDUSTRIES, INC. 549300BKPEP01R3V6C59 693506107 -1469.00000000 NS USD -184932.41000000 -0.03123863299 Short EC US N 1 N N N KITE REALTY GROUP TRUST N/A 49803T300 3200.00000000 NS USD 71616.00000000 0.012097316746 Long EC US N 1 N N N Wynn Macau, Limited 254900NMDQ8ENTHU1I31 98313RAH9 348000.00000000 PA USD 326352.66000000 0.055127227143 Long DBT NUSS MO N 2 2028-08-26 Fixed 5.62500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 2760000.00000000 NC USD 73125.48000000 0.012352296886 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2025-04-21 58046.75000000 USD 0.00000000 USD -2760000.00000000 USD 15078.73000000 N N N HARLEY-DAVIDSON, INC. ZDNAWZWXIKMWI51R2A08 412822108 -5019.00000000 NS USD -168337.26000000 -0.02843539368 Short EC US N 1 N N N N/A N/A N/A 16.00000000 NC USD 3853440.00000000 0.650919965426 N/A DCO US N 1 GOLD 100 OZ FUTR FEB25 N/A Long Gold GOLD 100 OZ FUTR Feb 2025 2025-03-01 3863505.83000000 USD -10065.83000000 N N N GREEN PLAINS INC. VJ5WLTHARBSDR14KIZ98 393222104 1400.00000000 NS USD 22204.00000000 0.003750681705 Long EC US N 1 N N N INTUIT INC. VI90HBPH7XSFMB9E4M29 461202103 619.00000000 NS USD 406812.99000000 0.068718520954 Long EC US N 1 N N N INSMED INCORPORATED 529900Q55QAG41CCAC11 457669307 978.00000000 NS USD 65526.00000000 0.011068598876 Long EC US N 1 N N N AUTOZONE, INC. GA3JGKJ41LJKXDN23E90 053332102 -129.00000000 NS USD -382368.90000000 -0.06458944505 Short EC US N 1 N N N N/A N/A N/A 3.00000000 NC USD 275310.00000000 0.046505142335 N/A DCO US N 1 GASOLINE RBOB FUT MAR25 N/A Long Unleaded Gas RBOB Unleaded Gasoline Future (Consolidated) Mar 2025 2025-03-03 266313.11000000 USD 8996.89000000 N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884U109 936.00000000 NS USD 39293.28000000 0.006637389049 Long EC US N 1 N N N COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION 5493006IEVQEFQO40L83 192446102 1254.00000000 NS USD 85272.00000000 0.014404077212 Long EC US N 1 N N N TESLA AUTO LEASE TRUST N/A 88166VAD8 253000.00000000 PA USD 252338.58000000 0.042624828664 Long ABS-MBS US Y 2 2027-06-21 Fixed 5.30000000 N N N N N N ECOPETROL S.A. 254900IDGKCJICKBPA66 279158AT6 512000.00000000 PA USD 538913.79000000 0.091032881154 Long DBT NUSS CO N 2 2029-01-19 Fixed 8.62500000 N N N N N N U.S. SILICA HOLDINGS, INC. 529900HOXGPM9F75C193 90346E103 2100.00000000 NS USD 32445.00000000 0.005480583135 Long EC US N 1 N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179M103 13128.00000000 NS USD 622267.20000000 0.105112871696 Long EC US N 1 N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687106 9659.00000000 NS USD 959042.11000000 0.162000616873 Long EC US N 1 N N N N/A N/A N/A 6.00000000 NC USD 1403760.00000000 0.237122002851 N/A DCO US N 1 GOLD 100 OZ FUTR AUG24 N/A Long Gold GOLD 100 OZ FUTR Aug 2024 2024-08-31 1285389.62000000 USD 118370.38000000 N N N ENGIE Energia Chile S.A. 5493000FIKCC3ZDWTO77 29287TAB5 200000.00000000 PA USD 201582.00000000 0.034051068258 Long DBT NUSS CL N 2 2034-04-17 Fixed 6.37500000 N N N N N N PACIRA BIOSCIENCES, INC. 549300P56LERYBDHCF69 695127100 527.00000000 NS USD 15077.47000000 0.002546874027 Long EC US N 1 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05366DAA6 33000.00000000 PA USD 34112.51000000 0.005762257575 Long DBT CORP US N 2 2030-07-15 Fixed 6.37500000 N N N N N N COGENT COMMUNICATIONS HOLDINGS, INC. N/A 19239V302 527.00000000 NS USD 29743.88000000 0.005024312131 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CFS5 6200000.00000000 PA USD 6202182.77000000 1.047667692819 Long SN UST US N 2 2024-10-31 Floating 5.44520160 N N N N N N ARMADA HOFFLER PROPERTIES, INC. 549300WQRSIV6XZT9313 04208T108 136.00000000 NS USD 1508.24000000 0.000254770679 Long EC US N 1 N N N DOORDASH, INC. 549300NUQ43FGGSK5051 25809K105 -3515.00000000 NS USD -382361.70000000 -0.06458822884 Short EC US N 1 N N N ALEXANDER & BALDWIN, INC. N/A 014491104 1640.00000000 NS USD 27814.40000000 0.004698385932 Long EC US N 1 N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 929160109 -865.00000000 NS USD -215108.20000000 -0.03633590301 Short EC US N 1 N N N N/A N/A N/A 4.00000000 NC USD 591200.00000000 0.099865025421 N/A DCO US N 1 SILVER FUTURE SEP24 N/A Long Silver SILVER FUTURE Sep 2024 2024-09-29 494186.79000000 USD 97013.21000000 N N N N/A N/A N/A 12.00000000 NC USD 948000.00000000 0.160135392590 N/A DCO US N 1 WTI CRUDE FUTURE NOV24 N/A Long Crude Oil WTI Crude Oil Future (NYM Consolidated) Nov 2024 2024-10-25 906610.16000000 USD 41389.84000000 N N N OXFORD INDUSTRIES INC IDZ20O0XD3GS4UOI2L88 691497309 -326.00000000 NS USD -32648.90000000 -0.00551502575 Short EC US N 1 N N N LANCASTER COLONY CORPORATION 529900X4O13HED1ZAS58 513847103 244.00000000 NS USD 46108.68000000 0.007788640900 Long EC US N 1 N N N HILTON DOMESTIC OPERATING COMPANY INC. 5493003EG7H0N1E4XV50 432833AP6 378000.00000000 PA USD 378512.95000000 0.063938101106 Long DBT CORP US N 2 2029-04-01 Fixed 5.87500000 N N N N N N Revolution Medicines Inc 549300JU3X0LBCQ65892 76155X100 855.00000000 NS USD 33182.55000000 0.005605169484 Long EC US N 1 N N N UNIVERSAL CORPORATION 549300BZXZ66F6DTIF20 913456109 297.00000000 NS USD 14312.43000000 0.002417644089 Long EC US N 1 N N N N/A N/A CD1510505 18090000.00000000 NC USD -440241.99000000 -0.07436532057 N/A DCR US N 2 N/A N/A Y 2029-06-20 0.00000000 USD -443820.86000000 USD 18090000.00000000 USD 3578.87000000 N N N RAYONIER INC. HGV8VDVNL0W6SF2U9C50 754907103 2143.00000000 NS USD 62339.87000000 0.010530400376 Long EC US N 1 N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CY9 56000.00000000 PA USD 53776.02000000 0.009083801766 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N DYNAVAX TECHNOLOGIES CORPORATION 549300T5URIXWDILX594 268158201 1400.00000000 NS USD 15722.00000000 0.002655747512 Long EC US N 1 N N N HUDSON PACIFIC PROPERTIES, INC. N/A 444097109 3395.00000000 NS USD 16329.95000000 0.002758441934 Long EC US N 1 N N N Compass Inc 254900DMGQSTC3I2IM78 20464U100 9679.00000000 NS USD 34844.40000000 0.005885887841 Long EC US N 1 N N N TYSON FOODS, INCORPORATED WD6L6041MNRW1JE49D58 902494103 4205.00000000 NS USD 240273.70000000 0.040586838901 Long EC US N 1 N N N N/A N/A N/A 6.00000000 NC USD 634334.40000000 0.107151253352 N/A DCO GB N 1 LME NICKEL FUTURE JAN25 N/A Long Nickel Nickel Composite Commodity Future Jan 2025 2025-01-16 684076.20000000 USD -49741.80000000 N N N COMM MORTGAGE TRUST N/A 12622DAK0 550097.71560000 PA USD 507575.11000000 0.085739176697 Long ABS-MBS US N 2 2046-07-10 Floating 5.98506840 N N N N N N GLOBALSTAR, INC. 549300NEX8I0MSOW0R64 378973408 17800.00000000 NS USD 19936.00000000 0.003367572981 Long EC US N 1 N N N Expro Group Holdings N.V. 724500LJYA8QIT73H017 N3144W105 2400.00000000 NS USD 55008.00000000 0.009291906830 Long EC US N 1 N N N CITIGROUP GLOBAL MARKETS INC. 6SHGI4ZSSLCXXQSBB395 CDS915149 -9349.02000000 NC USD -1245.76000000 -0.00021043277 N/A DCR US N 2 CITIGROUP GLOBAL MARKETS INC. 6SHGI4ZSSLCXXQSBB395 Y 2063-05-11 0.00000000 USD -506.64000000 USD -9349.02000000 USD -739.12000000 N N N F5, INC. 54930015FPK9KT966303 315616102 -48.00000000 NS USD -8267.04000000 -0.00139646170 Short EC US N 1 N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MAL3 620000.00000000 PA USD 598987.77000000 0.101180529225 Long ABS-MBS US Y 2 2026-06-25 Fixed 2.63000000 N N N N N N ELEMENT SOLUTIONS INC 549300FLGN6P5CU20J91 28618M106 -1724.00000000 NS USD -46754.88000000 -0.00789779648 Short EC US N 1 N N N N/A N/A N/A 6.00000000 NC USD 122250.00000000 0.020650371038 N/A DCO US N 1 CORN FUTURE SEP24 N/A Long Corn Corn Future Sep 2024 2024-09-16 138937.93000000 USD -16687.93000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1710000.00000000 NC USD 40218.33000000 0.006793647746 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2025-06-09 29908.42000000 USD 0.00000000 USD -1710000.00000000 USD 10309.91000000 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KX79 632249.43580000 PA USD 641803.55000000 0.108412936123 Long DBT USGA US Y 2 2043-05-25 Floating 7.33534920 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216100 57276.00000000 NS USD 3645617.40000000 0.615814740067 Long EC US N 1 N N N N/A N/A N/A 29.00000000 NC USD 943660.00000000 0.159402283303 N/A DCO US N 1 NATURAL GAS FUTR MAR25 N/A Long Natural Gas Natural Gas Future Mar 2025 2025-03-01 1021459.33000000 USD -77799.33000000 N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103H107 -451.00000000 NS USD -476283.06000000 -0.08045334894 Short EC US N 1 N N N DECKERS OUTDOOR CORPORATION 5493008LG4W3I6K8J118 243537107 -584.00000000 NS USD -565282.80000000 -0.09548711297 Short EC US N 1 N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166104 9009.00000000 NS USD 255765.51000000 0.043203702906 Long EC US N 1 N N N N/A N/A N/A -18.00000000 NC USD -1926968.40000000 -0.32550194224 N/A DCO US N 1 NY HARB ULSD FUT SEP24 N/A Short Heating Oil Heating Oil Future Sep 2024 2024-09-02 -1908752.20000000 USD -18216.20000000 N N N AT&T INC. 549300Z40J86GGSTL398 00206RKH4 8000.00000000 PA USD 6489.60000000 0.001096217978 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N VICTORIA'S SECRET & CO. 5493006T3O70U3UWVF17 926400102 -400.00000000 NS USD -7068.00000000 -0.00119392083 Short EC US N 1 N N N PMT CREDIT RISK TRANSFER TRUST N/A 69345WAA6 247942.25500000 PA USD 248071.63000000 0.041904058924 Long ABS-MBS US Y 2 2025-05-30 Floating 9.21042000 N N N N N N AES Panama Generation Holdings S. de R.L. N/A 00109AAB3 293399.84000000 PA USD 255134.63000000 0.043097135167 Long DBT NUSS PA N 2 2030-05-31 Fixed 4.37500000 N N N N N N INSULET CORPORATION 549300TZTYD2PYN92D43 45784P101 462.00000000 NS USD 93231.60000000 0.015748606400 Long EC US N 1 N N N LyondellBasell Industries N.V. BN6WCCZ8OVP3ITUUVN49 N53745100 -1635.00000000 NS USD -156404.10000000 -0.02641965396 Short EC US N 1 N N N Shenandoah Telecommunications Company 549300XH3H4OUKFPHS84 82312B106 1000.00000000 NS USD 16330.00000000 0.002758450380 Long EC US N 1 N N N RADIAN GUARANTY INC AND EAGLE RE LTD N/A 26982EAA4 511446.00000000 PA USD 514794.39000000 0.086958651630 Long ABS-MBS BM Y 2 2033-09-26 Floating 7.33534920 N N N N N N WYNN RESORTS, LIMITED 254900CEKKWIHTEAB172 983134107 -1168.00000000 NS USD -104536.00000000 -0.01765813649 Short EC US N 1 N N N N/A N/A N/A 3.00000000 NC USD 314179.20000000 0.053070896134 N/A DCO GB N 1 LME NICKEL FUTURE NOV24 N/A Long Nickel Nickel Composite Commodity Future Nov 2024 2024-11-21 335197.35000000 USD -21018.15000000 N N N GOLDMAN SACHS & CO. LLC KD3XUN7C6T14HNAYLU02 CDS878481 -14246.14000000 NC USD -1898.30000000 -0.00032065929 N/A DCR US N 2 GOLDMAN SACHS & CO. LLC KD3XUN7C6T14HNAYLU02 Y 2063-05-11 0.00000000 USD -1134.65000000 USD -14246.14000000 USD -763.65000000 N N N N/A N/A N/A 1.00000000 PA USD 1.00000000 0.000000168919 Long STIV US N 1 N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 025537101 3671.00000000 NS USD 322093.54000000 0.054407780040 Long EC US N 1 N N N THE TJX COMPANIES, INC. V167QI9I69W364E2DY52 872540109 -8890.00000000 NS USD -978789.00000000 -0.16533624554 Short EC US N 1 N N N TEMPUR SEALY INTERNATIONAL, INC. 549300HFEKVR3US71V91 88023U101 -3707.00000000 NS USD -175489.38000000 -0.02964352401 Short EC US N 1 N N N UTZ BRANDS, INC. N/A 918090101 503.00000000 NS USD 8369.92000000 0.001413840110 Long EC US N 1 N N N N/A N/A N/A 37.00000000 NC USD 2983680.00000000 0.504000810300 N/A DCO US N 1 WTI CRUDE FUTURE SEP24 N/A Long Crude Oil WTI Crude Oil Future (NYM Consolidated) Sep 2024 2024-08-23 2860251.47000000 USD 123428.53000000 N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066G104 -37124.00000000 NS USD -4586298.96000000 -0.77471390769 Short EC US N 1 N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680103 11927.00000000 NS USD 972646.85000000 0.164298718540 Long EC US N 1 N N N PAR PACIFIC HOLDINGS, INC. 549300BTNS7MHSHRLR55 69888T207 1614.00000000 NS USD 40753.50000000 0.006884048229 Long EC US N 1 N N N SITE CENTERS CORP. W2AVA6SODOQ1LCYJQR54 82981J109 2268.00000000 NS USD 32886.00000000 0.005555076498 Long EC US N 1 N N N GRAND CANYON EDUCATION, INC. 529900XFER799IYOSW74 38526M106 -361.00000000 NS USD -50507.51000000 -0.00853168770 Short EC US N 1 N N N N/A N/A N/A 36.00000000 NC USD 946296.00000000 0.159847554290 N/A DCO US N 1 SOYBEAN OIL FUTR JAN25 N/A Long Soybean Oil Soybean Oil Future Jan 2025 2025-01-17 997253.59000000 USD -50957.59000000 N N N Coterra Energy Inc. FCNMH6O7VWU7LHXMK351 127097103 15288.00000000 NS USD 407730.96000000 0.068873583703 Long EC US N 1 N N N WESTERN DIGITAL CORPORATION 549300QQXOOYEF89IC56 958102AQ8 157000.00000000 PA USD 136247.76000000 0.023014861326 Long DBT CORP US N 2 2029-02-01 Fixed 2.85000000 N N N N N N AVALONBAY COMMUNITIES, INC. K9G90K85RBWD2LAGQX17 053484101 1775.00000000 NS USD 367229.75000000 0.062032152096 Long EC US N 1 N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137L204 -1400.00000000 NS USD -44828.00000000 -0.00757230947 Short EC US N 1 N N N HEALTHCARE REALTY TRUST INCORPORATED 549300L0I14L7I0VLX84 42226K105 5038.00000000 NS USD 83026.24000000 0.014024725250 Long EC US N 1 N N N THE FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130AWPC8 1000000.00000000 PA USD 1000601.97000000 0.169020874781 Long DBT USGA US N 2 2025-04-21 Floating 5.47999920 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DJ1 120000.00000000 PA USD 121687.23000000 0.020555308385 Long DBT CORP US N 2 2029-05-01 Fixed 6.29800000 N N N N N N IRHYTHM TECHNOLOGIES, INC. 549300FJI72RJGDQS384 450056106 262.00000000 NS USD 28201.68000000 0.004763804956 Long EC US N 1 N N N DENTSPLY SIRONA INC. 9NHEHR1SOZCYXDO8HO28 24906P109 1315.00000000 NS USD 32756.65000000 0.005533226801 Long EC US N 1 N N N APTIV PLC 254900HTTDFIJZ32GX53 G6095L109 -11297.00000000 NS USD -795534.74000000 -0.13438108429 Short EC US N 1 N N N SEALED AIR CORPORATION Q0M0CZB4YN6JZ65WXI09 81211K100 -1187.00000000 NS USD -41295.73000000 -0.00697564128 Short EC US N 1 N N N LAUREATE EDUCATION, INC. 5JL7TMOH5TY3IUYSUP91 518613203 -1900.00000000 NS USD -28386.00000000 -0.00479494014 Short EC US N 1 N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076102 -7537.00000000 NS USD -2594536.88000000 -0.43826706948 Short EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828S50 35027000.00000000 PA USD 43786765.30000000 7.396424948934 Long DBT USGA US N 2 2026-07-15 Fixed 0.12500000 N N N N N N VIATRIS INC. 254900ZZTSW7NL773X71 92556V106 7201.00000000 NS USD 76546.63000000 0.012930194774 Long EC US N 1 N N N URBAN OUTFITTERS, INC. 549300N3DUFR5U6NRN38 917047102 -300.00000000 NS USD -12315.00000000 -0.00208023983 Short EC US N 1 N N N HUMANA INC. 529900YLDW34GJAO4J06 444859102 698.00000000 NS USD 260807.70000000 0.044055425559 Long EC US N 1 N N N FIVE9, INC. 254900MXP6EWY0SFFR59 338307101 300.00000000 NS USD 13230.00000000 0.002234800890 Long EC US N 1 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAD3 6000.00000000 PA USD 5885.62000000 0.000994194165 Long DBT CORP US N 2 2025-08-01 Fixed 4.12500000 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAA9 139000.00000000 PA USD 130115.16000000 0.021978947498 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N GOGO INC. 549300VL3DIHSFHYTO04 38046C109 1300.00000000 NS USD 12506.00000000 0.002112503396 Long EC US N 1 N N N CHENIERE ENERGY, INC. MIHC87W9WTYSYZWV1J40 16411R208 4909.00000000 NS USD 858240.47000000 0.144973285443 Long EC US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M2QB1 2035677.11400000 PA USD 1752336.61000000 0.296003281638 Long DBT USGA US N 2 2052-02-01 Fixed 3.00000000 N N N N N N N/A N/A N/A 12.00000000 NC USD 1020000.00000000 0.172297574306 N/A DCO GB N 1 BRENT CRUDE FUTR SEP24 N/A Long Crude Oil BRENT CRUDE OIL(ICE) Sep 2024 2024-08-03 983159.92000000 USD 36840.08000000 N N N THE INTERPUBLIC GROUP OF COMPANIES, INC. 5493008IUOJ5VWTRC333 460690100 -3805.00000000 NS USD -110687.45000000 -0.01869723445 Short EC US N 1 N N N HOWARD HUGHES HOLDINGS INC. N/A 44267T102 413.00000000 NS USD 26770.66000000 0.004522078216 Long EC US N 1 N N N N/A N/A N/A 4.00000000 NC USD 225505.00000000 0.038092122052 N/A DCO GB N 1 LME LEAD FUTURE JAN25 N/A Long Lead Lead Composite Commodity Future Jan 2025 2025-01-16 229504.99000000 USD -3999.99000000 N N N KOHL'S CORPORATION 549300JF6LPRTRJ0FH50 500255104 -989.00000000 NS USD -22737.11000000 -0.00384073421 Short EC US N 1 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KWS4 442851.59580000 PA USD 450430.87000000 0.076086417935 Long DBT USGA US N 2 2042-05-25 Floating 7.53535080 N N N N N N AREIT LTD. N/A 04002VAA9 1108822.47450000 PA USD 1101709.38000000 0.186099856631 Long ABS-CBDO CORP KY Y 2 2037-01-20 Floating 6.58302840 N N N N N N INSTALLED BUILDING PRODUCTS, INC. 549300I95Y9P9YM5FI86 45780R101 -537.00000000 NS USD -110450.16000000 -0.01865715161 Short EC US N 1 N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131102 1276.00000000 NS USD 139224.36000000 0.023517666188 Long EC US N 1 N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACN5 223000.00000000 PA USD 228991.85000000 0.038681117932 Long DBT CORP US N 2 2028-09-21 Fixed 6.10000000 N N N N N N BALCHEM CORPORATION 549300VR70OPMHUI3557 057665200 -300.00000000 NS USD -46185.00000000 -0.00780153281 Short EC US N 1 N N N N/A N/A N/A -16.00000000 NC USD -581520.00000000 -0.09822988765 N/A DCO US N 1 COTTON NO.2 FUTR DEC24 N/A Short Cotton Cotton No. 2 Future Dec 2024 2024-12-09 -583977.59000000 USD 2457.59000000 N N N AGILENT TECHNOLOGIES, INC. QUIX8Y7A2WP0XRMW7G29 00846U101 1578.00000000 NS USD 204556.14000000 0.034553457579 Long EC US N 1 N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XCG3 212000.00000000 PA USD 211267.93000000 0.035687207713 Long DBT CORP US N 2 2029-02-15 Fixed 5.20000000 N N N N N N THE COOPER COMPANIES, INC. QJKMVPIGLH7530PCUE20 216648501 1118.00000000 NS USD 97601.40000000 0.016486749479 Long EC US N 1 N N N N/A N/A N/A 6.00000000 NC USD 446160.00000000 0.075364986031 N/A DCO US N 1 LIVE CATTLE FUTR DEC24 N/A Long Live Cattle Live Cattle Future(Consolidated) Dec 2024 2025-01-03 429032.54000000 USD 17127.46000000 N N N N/A N/A N/A 17.00000000 NC USD 632060.00000000 0.106767063545 N/A DCO US N 1 COTTON NO.2 FUTR MAR25 N/A Long Cotton Cotton No. 2 Future Mar 2025 2025-03-10 630894.17000000 USD 1165.83000000 N N N CALIFORNIA WATER SERVICE GROUP 529900QABDOBU6UVRQ36 130788102 357.00000000 NS USD 17310.93000000 0.002924148282 Long EC US N 1 N N N CNX RESOURCES CORPORATION 549300JK3KH8PWM3B226 12653C108 3732.00000000 NS USD 90687.60000000 0.015318875980 Long EC US N 1 N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C35 204000.00000000 PA USD 212566.80000000 0.035906611782 Long DBT CORP US N 2 2027-11-04 Fixed 7.35000000 N N N N N N BJ'S WHOLESALE CLUB HOLDINGS, INC. 549300UCIWH1C93V0J03 05550J101 2046.00000000 NS USD 179720.64000000 0.030358265024 Long EC US N 1 N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78450MAA0 328262.42610000 PA USD 300261.74000000 0.050719970057 Long ABS-MBS US Y 2 2051-02-15 Fixed 1.68000000 N N N N N N CONAGRA BRANDS, INC. 54930035UDEIH090K650 205887102 6926.00000000 NS USD 196836.92000000 0.033249533186 Long EC US N 1 N N N N/A N/A N/A -74.00000000 NC USD -8669840.00000000 -1.46450235453 N/A DE US N 1 MSCI EAFE SEP24 N/A Short NYL - MSCI EAFE MINI INDEX Sep 2024 N/A N/A 2024-09-23 -8737026.82000000 USD 67186.82000000 N N N N/A N/A N/A 29.00000000 NC USD 850062.50000000 0.143591869371 N/A DCO US N 1 KC HRW WHEAT FUT SEP24 N/A Long Wheat WHEAT FUTURE(Consolidated) Sep 2024 2024-09-16 967413.03000000 USD -117350.53000000 N N N INCYTE CORPORATION 549300Z4WN6JVZ3T4680 45337C102 1138.00000000 NS USD 68985.56000000 0.011652984951 Long EC US N 1 N N N FORMULA ONE GROUP 549300ZKUTPIBZLWLL89 531229755 980.00000000 NS USD 70403.20000000 0.011892451552 Long EC US N 1 N N N CITIGROUP GLOBAL MARKETS INC. 6SHGI4ZSSLCXXQSBB395 CDS738280 -13355.74000000 NC USD -1779.65000000 -0.00030061703 N/A DCR US N 2 CITIGROUP GLOBAL MARKETS INC. 6SHGI4ZSSLCXXQSBB395 Y 2063-05-11 0.00000000 USD -1108.84000000 USD -13355.74000000 USD -670.81000000 N N N INVENTRUST PROPERTIES CORP. 5493006BQYSOBYVUFA03 46124J201 1081.00000000 NS USD 26765.56000000 0.004521216728 Long EC US N 1 N N N AMERICAN HOMES 4 RENT 549300ZJUO7A58PNUW40 02665T306 4045.00000000 NS USD 150312.20000000 0.025390615145 Long EC US N 1 N N N SKYWORKS SOLUTIONS, INC. 549300WZ3ORQ2BVKBD96 83088M102 -231.00000000 NS USD -24619.98000000 -0.00415878709 Short EC US N 1 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KMH9 1042145.00000000 PA USD 1052859.08000000 0.177848103500 Long DBT USGA US N 2 2041-11-25 Floating 7.13535120 N N N N N N Edgewell Personal Care Company 549300CY8QZDL4Z3RU59 28035Q102 821.00000000 NS USD 32995.99000000 0.005573655920 Long EC US N 1 N N N IRON MOUNTAIN INCORPORATED SQL3F6CKNNBM3SQGHX24 46284V101 3586.00000000 NS USD 321377.32000000 0.054286796738 Long EC US N 1 N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560105 1083.00000000 NS USD 126331.95000000 0.021339890727 Long EC US N 1 N N N WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION 06BTX5UWZD0GQ5N5Y745 960386AQ3 141000.00000000 PA USD 137591.92000000 0.023241915745 Long DBT CORP US N 2 2025-06-15 Fixed 3.20000000 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113109 352.00000000 NS USD 19141.76000000 0.003233410603 Long EC US N 1 N N N NNN REIT, INC. 5493008JKH5SOTI0JS97 637417106 2595.00000000 NS USD 110547.00000000 0.018673509751 Long EC US N 1 N N N WEIS MARKETS, INC. N/A 948849104 430.00000000 NS USD 26991.10000000 0.004559314762 Long EC US N 1 N N N ACADEMY SPORTS AND OUTDOORS, INC. N/A 00402L107 -520.00000000 NS USD -27690.00000000 -0.00467737238 Short EC US N 1 N N N MACY'S, INC. 529900NZQ81TIOW3CW52 55616P104 -1709.00000000 NS USD -32812.80000000 -0.00554271161 Short EC US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135GAEE7 700000.00000000 PA USD 698778.93000000 0.118037171191 Long DBT USGA US N 2 2025-02-07 Fixed 5.06000000 N N N N N N RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST N/A 76088TAA9 326596.71540000 PA USD 324831.13000000 0.054870211527 Long ABS-MBS US Y 2 2030-11-25 Fixed 5.38000000 N N N N N N SOUTHERN COPPER CORPORATION 2549007U6NAP46Q9TU15 84265V105 -592.00000000 NS USD -63782.08000000 -0.01077401732 Short EC US N 1 N N N THE CHEFS' WAREHOUSE, INC. 549300JYEDC8C547E980 163086101 278.00000000 NS USD 10872.58000000 0.001836587412 Long EC US N 1 N N N CIRRUS LOGIC, INC. 549300NKSJEM5ZZSSV18 172755100 -76.00000000 NS USD -9702.16000000 -0.00163888101 Short EC US N 1 N N N OMEGA HEALTHCARE INVESTORS, INC. 549300OJ7ENK42CZ8E73 681936100 3087.00000000 NS USD 105729.75000000 0.017859783781 Long EC US N 1 N N N BRIXMOR PROPERTY GROUP INC. 5299007UXW6Y0W2EGZ95 11120U105 3877.00000000 NS USD 89519.93000000 0.015121634108 Long EC US N 1 N N N enCore Energy Corp 5299007FNX2NVNJM3O59 29259W700 6032.00000000 NS USD 23766.08000000 0.004014546994 Long EC US N 1 N N N PREMIER, INC. N/A 74051N102 1400.00000000 NS USD 26138.00000000 0.004415209801 Long EC US N 1 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KT58 326432.84440000 PA USD 334052.51000000 0.056427879572 Long DBT USGA US Y 2 2043-04-25 Floating 7.43501160 N N N N N N Krystal Biotech Inc 549300YONUY68210OE41 501147102 200.00000000 NS USD 36728.00000000 0.006204064028 Long EC US N 1 N N N WALGREENS BOOTS ALLIANCE, INC. 549300RPTUOIXG4LIH86 931427108 10946.00000000 NS USD 132391.87000000 0.022363527508 Long EC US N 1 N N N AXSOME THERAPEUTICS, INC. 549300EXGR0XLRJEIB95 05464T104 300.00000000 NS USD 24150.00000000 0.004079398450 Long EC US N 1 N N N N/A N/A N/A -42.00000000 NC USD -2340502.50000000 -0.39535578765 N/A DCO GB N 1 LME LEAD FUTURE SEP24 N/A Short Lead Lead Composite Commodity Future Sep 2024 2024-09-19 -2384053.98000000 USD 43551.48000000 N N N Prosus N.V. 635400Z5LQ5F9OLVT688 N7163RAA1 343000.00000000 PA USD 304838.46000000 0.051493065895 Long DBT NUSS CN N 2 2030-01-21 Fixed 3.68000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CJ7 239000.00000000 PA USD 235592.78000000 0.039796141684 Long DBT NUSS GB N 2 2026-03-30 Fixed 3.97100000 N N N N N N OVINTIV INC. 2549003MEX7YMKLGI239 292505AG9 49000.00000000 PA USD 50383.98000000 0.008510821115 Long DBT CORP US N 2 2038-02-01 Fixed 6.50000000 N N N N N N WESTERN DIGITAL CORPORATION 549300QQXOOYEF89IC56 958102105 -448.00000000 NS USD -33944.96000000 -0.00573395516 Short EC US N 1 N N N Primo Water Corporation N/A 74167P108 1959.00000000 NS USD 42823.74000000 0.007233751494 Long EC US N 1 N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027X100 6013.00000000 NS USD 1168806.94000000 0.197433922151 Long EC US N 1 N N N GOLAR LNG LIMITED 213800C2VSFZG3EZLO34 G9456A100 1836.00000000 NS USD 57558.60000000 0.009722752118 Long EC US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 15800000.00000000 NC USD 1730704.34000000 0.292349176101 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2027-06-05 1490388.35000000 USD 0.00000000 USD -15800000.00000000 USD 240315.99000000 N N N BREX COMMERCIAL CHARGE CARD MASTER TRUST N/A 05601DAE3 473000.00000000 PA USD 472442.90000000 0.079804672223 Long ABS-MBS US Y 2 2027-07-15 Fixed 6.05000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CD4 166000.00000000 PA USD 141877.21000000 0.023965783463 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCU8 769000.00000000 PA USD 655655.44000000 0.110752786169 Long DBT CORP US N 2 2033-01-25 Fixed 2.96300000 N N N N N N N/A N/A N/A 10.00000000 NC USD 552000.00000000 0.093243393154 N/A DCO US N 1 SOYBEAN FUTURE NOV24 N/A Long Soybeans Soybean Future Nov 2024 2024-11-17 586418.05000000 USD -34418.05000000 N N N CAVA GROUP, INC. N/A 148929102 -669.00000000 NS USD -62049.75000000 -0.01048139354 Short EC US N 1 N N N PENN Entertainment, Inc. N/A 707569109 -1527.00000000 NS USD -29555.09000000 -0.00499242187 Short EC US N 1 N N N BELLEMEADE RE LTD. N/A 07876GAA8 978271.00000000 PA USD 1003256.04000000 0.169469198137 Long ABS-MBS US Y 2 2032-09-27 Floating 9.33535080 N N N N N N TELEPHONE AND DATA SYSTEMS, INC. N/A 879433829 1500.00000000 NS USD 31095.00000000 0.005252542228 Long EC US N 1 N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162100 3141.00000000 NS USD 981405.45000000 0.165778214162 Long EC US N 1 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 CD1513925 -7415000.00000000 NC USD 152753.42000000 0.025802984051 N/A DCR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Y 2029-06-20 152819.81000000 USD 0.00000000 USD -7415000.00000000 USD -66.39000000 N N N APTARGROUP, INC. VNPEQDQFAA7IY1T2PX43 038336103 -522.00000000 NS USD -73502.82000000 -0.01241603685 Short EC US N 1 N N N Prosus N.V. 635400Z5LQ5F9OLVT688 N7163RAR4 746000.00000000 PA USD 617596.24000000 0.104323856914 Long DBT NUSS CN N 2 2031-07-13 Fixed 3.06100000 N N N N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 91913Y100 6955.00000000 NS USD 1090265.80000000 0.184166816361 Long EC US N 1 N N N IDACORP, INC. N134NUJDWN8UEFA8B673 451107106 442.00000000 NS USD 41172.30000000 0.006954791586 Long EC US N 1 N N N N/A N/A N/A 6.00000000 NC USD 172050.00000000 0.029062546724 N/A DCO US N 1 WHEAT FUTURE(CBT) SEP24 N/A Long Wheat Wheat Future (CBT) Sep 2024 2024-09-16 185940.41000000 USD -13890.41000000 N N N CISCO SYSTEMS, INC. 549300LKFJ962MZ46593 17275R102 -7425.00000000 NS USD -352761.75000000 -0.05958822924 Short EC US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 480000.00000000 PA 477659.29000000 0.080685820599 Long DBT NUSS US N 2 2027-10-29 Fixed 0.40600000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RHD9 424000.00000000 PA USD 427060.90000000 0.072138781520 Long ABS-MBS US Y 2 2028-04-20 Fixed 6.12000000 N N N N N N NEOGEN CORPORATION 549300HJT9FC36N4UW43 640491106 1762.00000000 NS USD 27540.06000000 0.004652044641 Long EC US N 1 N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DS1 225000.00000000 PA USD 177086.06000000 0.029913233903 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370860 -163829.00000000 NS USD -2054415.66000000 -0.34703023023 Short EC US N 1 N N N CENTERPOINT ENERGY, INC. 21TPXMRRHFKOBHDC8J74 15189T107 4690.00000000 NS USD 145296.20000000 0.024543316486 Long EC US N 1 N N N LTC PROPERTIES, INC. 549300NRZP8IJG2KY677 502175102 365.00000000 NS USD 12592.50000000 0.002127114906 Long EC US N 1 N N N Grail Inc N/A 384747101 164.50000000 NS USD 2528.37000000 0.000427090213 Long EC US N 1 N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389B100 4052.00000000 NS USD 216417.32000000 0.036557038503 Long EC US N 1 N N N FIGS, INC. N/A 30260D103 -2600.00000000 NS USD -13858.00000000 -0.00234088214 Short EC US N 1 N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506101 -1506.00000000 NS USD -143386.26000000 -0.02422069096 Short EC US N 1 N N N GLOBAL NET LEASE, INC. 549300NUYANCT5SU8Z65 379378201 2522.00000000 NS USD 18536.70000000 0.003131204358 Long EC US N 1 N N N MARLETTE FUNDING TRUST N/A 57108VAA0 282000.00000000 PA USD 282093.00000000 0.047650921204 Long ABS-MBS US Y 2 2034-07-17 Fixed 5.95000000 N N N N N N CHEVRON CORPORATION N/A 166764100 35373.00000000 NS USD 5533044.66000000 0.934637424947 Long EC US N 1 N N N CROCS, INC. 549300B0J6YCXD63OG72 227046109 -1383.00000000 NS USD -201835.02000000 -0.03409380819 Short EC US N 1 N N N NewMarket Corporation 54930082CG88ERDREQ47 651587107 -47.00000000 NS USD -24231.79000000 -0.00409321435 Short EC US N 1 N N N SKECHERS U.S.A., INC. 529900D2R54KZPA4XR56 830566105 -2994.00000000 NS USD -206945.28000000 -0.03495702917 Short EC US N 1 N N N EDWARDS LIFESCIENCES CORPORATION YA13X31F3V31L8TMPR58 28176E108 4569.00000000 NS USD 422038.53000000 0.071290406845 Long EC US N 1 N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556H206 -5214.00000000 NS USD -54173.46000000 -0.00915093700 Short EC US N 1 N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833100 -21929.00000000 NS USD -4618685.98000000 -0.78018469689 Short EC US N 1 N N N N/A N/A N/A 4.00000000 NC USD 305600.00000000 0.051621704615 N/A DCO GB N 1 LOW SU GASOIL G MAR25 N/A Long Gasoil GAS OIL FUT (ICE) Mar 2025 2025-03-15 293048.23000000 USD 12551.77000000 N N N DIGITALBRIDGE GROUP, INC. 549300XG87L902AGBO89 25401T603 2616.00000000 NS USD 35839.20000000 0.006053928652 Long EC US N 1 N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 25714PEF1 416000.00000000 PA USD 372166.25000000 0.062866021680 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N H.B. FULLER COMPANY JSMX3Z5FOYM8V0Q52357 359694106 -459.00000000 NS USD -35324.64000000 -0.00596700959 Short EC US N 1 N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671D857 -9084.00000000 NS USD -441482.40000000 -0.07457484962 Short EC US N 1 N N N OMNICELL, INC. 5493008RH0GTKHHPZI77 68213N109 500.00000000 NS USD 13535.00000000 0.002286321243 Long EC US N 1 N N N PAPA JOHN'S INTERNATIONAL, INC. HZYLD3DK5XOX0WBVNB56 698813102 -358.00000000 NS USD -16818.84000000 -0.00284102483 Short EC US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G04Z3 1500000.00000000 PA USD 1434960.00000000 0.242392281594 Long DBT USGA US N 2 2025-06-17 Fixed 0.50000000 N N N N N N LABCORP HOLDINGS INC. N/A 504922105 506.00000000 NS USD 102976.06000000 0.017394632695 Long EC US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 CD1515923 4970000.00000000 NC USD -312283.01000000 -0.05275059325 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2029-06-20 0.00000000 USD -320455.00000000 USD 4970000.00000000 USD 8171.99000000 N N N SABRA HEALTH CARE REIT, INC. 549300E3BC7GU7TAZ621 78573L106 2235.00000000 NS USD 34419.00000000 0.005814029617 Long EC US N 1 N N N CONNECTICUT AVENUE SECURITIES N/A 20753XAB0 837667.00000000 PA USD 881698.97000000 0.148935876273 Long ABS-MBS US Y 2 2042-03-25 Floating 8.83535040 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJD4 6800000.00000000 PA USD 6805289.18000000 1.149543939379 Long SN UST US N 2 2025-10-31 Floating 5.47520400 N N N N N N LIVANOVA PLC 2138001K2FX6SHK2B339 G5509L101 414.00000000 NS USD 22695.48000000 0.003833702109 Long EC US N 1 N N N ESSENTIAL PROPERTIES REALTY TRUST, INC. 2549009LXQLVYCGLZO50 29670E107 2157.00000000 NS USD 59770.47000000 0.010096379407 Long EC US N 1 N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599105 14079.00000000 NS USD 887399.37000000 0.149898783227 Long EC US N 1 N N N GULFPORT ENERGY CORPORATION 254900DJRGZBUZ3F5038 402635502 164.00000000 NS USD 24764.00000000 0.004183114833 Long EC US N 1 N N N N/A N/A 003CVR016 408.00000000 NS USD 0.01000000 0.000000001689 Long EC US N 1 N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAN1 475000.00000000 PA USD 474401.17000000 0.080135461606 Long DBT CORP US N 2 2028-08-09 Fixed 5.97400000 N N N N N N SM ENERGY COMPANY 84BUTVXV5ODI6BXNMH43 78454L100 2557.00000000 NS USD 110539.11000000 0.018672176979 Long EC US N 1 N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525103 -1791.00000000 NS USD -356731.38000000 -0.06025877593 Short EC US N 1 N N N TOLL BROTHERS, INC. 529900JB6IS9MSZGVR44 889478103 -2388.00000000 NS USD -275049.84000000 -0.04646119631 Short EC US N 1 N N N N/A N/A N/A 8.00000000 NC USD 510182.00000000 0.086179530445 N/A DCO GB N 1 LME PRI ALUM FUTR NOV24 N/A Long Aluminum Aluminium High Grade Composite Commodity Future Nov 2024 2024-11-21 465497.10000000 USD 44684.90000000 N N N DAVITA INC. M2XHYMU3TZNEZURC6H66 23918K108 285.00000000 NS USD 39492.45000000 0.006671032684 Long EC US N 1 N N N BROOKFIELD RENEWABLE CORPORATION N/A 11284V105 955.00000000 NS USD 27102.90000000 0.004578199928 Long EC US N 1 N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546104 9012.00000000 NS USD 1272224.04000000 0.214903054966 Long EC US N 1 N N N ROPER TECHNOLOGIES, INC. 54930003T4SXCIWVXY35 776696106 235.00000000 NS USD 132460.10000000 0.022375052865 Long EC US N 1 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122108 11226.00000000 NS USD 466215.78000000 0.078752792154 Long EC US N 1 N N N DOLLAR GENERAL CORPORATION OPX52SQVOZI8IVSWYU66 256677105 3279.00000000 NS USD 433582.17000000 0.073240349170 Long EC US N 1 N N N MOTOROLA SOLUTIONS, INC. 6S552MUG6KGJVEBSEC55 620076307 -255.00000000 NS USD -98442.75000000 -0.01662886964 Short EC US N 1 N N N PURE STORAGE, INC. 549300NPDB0BZTK3WO90 74624M102 -330.00000000 NS USD -21189.30000000 -0.00357927940 Short EC US N 1 N N N VEEVA SYSTEMS INC. 549300YZEXPDB92M2F02 922475108 768.00000000 NS USD 140551.68000000 0.023741876008 Long EC US N 1 N N N AB ISSUER LLC N/A 00091JAA6 821100.00000000 PA USD 726520.04000000 0.122723177036 Long ABS-MBS US Y 2 2051-07-30 Fixed 3.73400000 N N N N N N GOLDENTREE LOAN MANAGEMENT US CLO LTD N/A 38138LAL2 650890.00000000 PA USD 651719.88000000 0.110087994560 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 6.65616960 N N N N N N BLUEPRINT MEDICINES CORPORATION 5299004CC60O9T5HVM83 09627Y109 389.00000000 NS USD 41926.42000000 0.007082176926 Long EC US N 1 N N N ANSYS, INC. 549300VJV8H15Z5FJ571 03662Q105 203.00000000 NS USD 65264.50000000 0.011024426508 Long EC US N 1 N N N EVOLENT HEALTH, INC. 549300CZOCFHQ2BBTR11 30050B101 900.00000000 NS USD 17208.00000000 0.002906761430 Long EC US N 1 N N N TREEHOUSE FOODS, INC. 5493007M7EVHE470Q576 89469A104 904.00000000 NS USD 33122.56000000 0.005595036022 Long EC US N 1 N N N PRINCIPAL LIFE GLOBAL FUNDING II 635400WSLKBQWSOIIT41 74256LEY1 311000.00000000 PA USD 309192.48000000 0.052228543429 Long DBT CORP US N 2 2029-01-25 Fixed 5.10000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081103 32128.00000000 NS USD 898941.44000000 0.151848460348 Long EC US N 1 N N N MKS INSTRUMENTS, INC. 549300KEQATBHAGVF505 55306N104 -17.00000000 NS USD -2219.86000000 -0.00037497695 Short EC US N 1 N N N N/A N/A N/A 14.00000000 NC USD 786275.00000000 0.132816936507 N/A DCO US N 1 SOYBEAN FUTURE MAR25 N/A Long Soybeans Soybean Future Mar 2025 2025-03-17 814849.89000000 USD -28574.89000000 N N N Garmin Ltd. 2549001E0HIPIJQ0W046 H2906T109 -3575.00000000 NS USD -582439.00000000 -0.09838512439 Short EC US N 1 N N N CADENCE DESIGN SYSTEMS, INC. GCT7RXJOGLXPV0NXZY22 127387108 572.00000000 NS USD 176033.00000000 0.029735351860 Long EC US N 1 N N N ARCHER-DANIELS-MIDLAND COMPANY. 549300LO13MQ9HYSTR83 039483102 7960.00000000 NS USD 481182.00000000 0.081280873921 Long EC US N 1 N N N OEC FINANCE LIMITED N/A 67614CAF7 323865.00000000 PA USD 20565.43000000 0.003473895787 Long DBT NUSS BR N 2 2046-12-26 Fixed 7.12500000 N N Y N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYU2 328000.00000000 PA USD 306762.16000000 0.051818015742 Long DBT CORP US N 2 2173-05-10 Fixed 4.12500000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045V100 -48786.00000000 NS USD -2266597.56000000 -0.38287182501 Short EC US N 1 N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761L102 3812.00000000 NS USD 19593.68000000 0.003309748564 Long EC US N 1 N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137L105 -2683.00000000 NS USD -92214.71000000 -0.01557683416 Short EC US N 1 N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272W109 1506.00000000 NS USD 44487.24000000 0.007514748568 Long EC US N 1 N N N CIVITAS RESOURCES, INC. IIVIHPH28S64K95M2381 17888H103 1758.00000000 NS USD 121302.00000000 0.020490235645 Long EC US N 1 N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137107 7994.00000000 NS USD 615617.94000000 0.103989684079 Long EC US N 1 N N N N/A N/A N/A 15.00000000 NC USD 394110.00000000 0.066572742166 N/A DCO US N 1 SOYBEAN OIL FUTR DEC24 N/A Long Soybean Oil Soybean Oil Future Dec 2024 2024-12-16 414165.54000000 USD -20055.54000000 N N N RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST N/A 76088YAA8 302759.95000000 PA USD 304234.03000000 0.051390966069 Long ABS-MBS US Y 2 2032-06-25 Fixed 7.09000000 N N N N N N AVISTA CORPORATION Q0IK63NITJD6RJ47SW96 05379B107 876.00000000 NS USD 30318.36000000 0.005121352828 Long EC US N 1 N N N DEXT ABS LLC N/A 25216BAB8 764803.99980000 PA USD 762473.03000000 0.128796327002 Long ABS-MBS US Y 2 2032-03-15 Fixed 5.99000000 N N N N N N N/A N/A N/A 12.00000000 NC USD 940800.00000000 0.158919174419 N/A DCO GB N 1 LOW SU GASOIL G SEP24 N/A Long Gasoil GAS OIL FUT (ICE) Sep 2024 2024-09-15 919198.39000000 USD 21601.61000000 N N N ALCOA CORPORATION 549300T12EZ1F6PWWU29 013872106 -1325.00000000 NS USD -52708.50000000 -0.00890347715 Short EC US N 1 N N N LIMA METRO LINE 2 FINANCE LIMITED 5493009BVQNQT1UKQ352 G54897AA4 193123.54800000 PA USD 190191.39000000 0.032126975638 Long DBT NUSS PE N 2 2034-07-05 Fixed 5.87500000 N N N N N N THE GOODYEAR TIRE & RUBBER COMPANY 5493002BI0S2ZQUY3437 382550101 -11004.00000000 NS USD -124895.40000000 -0.02109722986 Short EC US N 1 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 CD1513862 14530000.00000000 NC USD -185881.45000000 -0.03139894406 N/A DCR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Y 2029-06-20 0.00000000 USD -225311.73000000 USD 14530000.00000000 USD 39430.28000000 N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAE0 403000.00000000 PA USD 451140.37000000 0.076206266100 Long DBT NUSS NO N 2 2032-11-15 Fixed 8.00000000 N N N N N N ARCADIUM LITHIUM PLC 5299008YH4W6QL5DPN51 G0508H110 -7848.00000000 NS USD -26369.28000000 -0.00445427743 Short EC US N 1 N N N APPLOVIN CORPORATION 549300LLVXMUAOL3SQ07 03831W108 329.00000000 NS USD 27379.38000000 0.004624902705 Long EC US N 1 N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00834CAA3 1508.91520000 PA USD 1505.44000000 0.000254297706 Long ABS-MBS US Y 2 2025-08-15 Fixed 1.07000000 N N N N N N FOOT LOCKER, INC. 549300X383CBNP6MTV94 344849104 -732.00000000 NS USD -18241.44000000 -0.00308132927 Short EC US N 1 N N N COPT DEFENSE PROPERTIES YY1J47X6LF9TYY8JY420 22002T108 1245.00000000 NS USD 31162.35000000 0.005263918935 Long EC US N 1 N N N Credit Suisse Securities 1V8Y6QCX6YMJ2OELII46 CDS860519 -1335.57000000 NC USD -177.97000000 -0.00003006254 N/A DCR US N 2 Credit Suisse Securities 1V8Y6QCX6YMJ2OELII46 Y 2063-05-11 0.00000000 USD -25.79000000 USD -1335.57000000 USD -152.18000000 N N N N/A N/A N/A 7.00000000 NC USD 254415.00000000 0.042975575850 N/A DCO US N 1 COTTON NO.2 FUTR DEC24 N/A Long Cotton Cotton No. 2 Future Dec 2024 2024-12-09 260466.18000000 USD -6051.18000000 N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446104 815.00000000 NS USD 84890.40000000 0.014339617648 Long EC US N 1 N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822V101 5562.00000000 NS USD 543407.40000000 0.091791938117 Long EC US N 1 N N N GAMESTOP CORP. 549300505KLOET039L77 36467W109 -2452.00000000 NS USD -60539.88000000 -0.01022634752 Short EC US N 1 N N N G-III APPAREL GROUP, LTD. 529900O5KABM3R3SFM87 36237H101 -576.00000000 NS USD -15592.32000000 -0.00263384207 Short EC US N 1 N N N LIVE NATION ENTERTAINMENT, INC. 5493007B9BM9ZXJINO78 538034109 693.00000000 NS USD 64961.82000000 0.010973298047 Long EC US N 1 N N N TARGA RESOURCES CORP. 5493003QENHHS261UR94 87612G101 4527.00000000 NS USD 582987.06000000 0.098477702245 Long EC US N 1 N N N FIRST INDUSTRIAL REALTY TRUST, INC. N/A 32054K103 1736.00000000 NS USD 82477.36000000 0.013932008885 Long EC US N 1 N N N KENNEDY-WILSON HOLDINGS, INC. 549300MOI1T78144X610 489398107 2200.00000000 NS USD 21384.00000000 0.003612167969 Long EC US N 1 N N N SMITH & WESSON BRANDS, INC. 5493004PFHUPOR1PWN79 831754106 -1500.00000000 NS USD -21510.00000000 -0.00363345178 Short EC US N 1 N N N OPENDOOR TECHNOLOGIES INC. 254900KX11YZ4HV5BQ47 683712103 6500.00000000 NS USD 11960.00000000 0.002020273518 Long EC US N 1 N N N SITIO ROYALTIES CORP. N/A 82983N108 2300.00000000 NS USD 54303.00000000 0.009172818801 Long EC US N 1 N N N RAMBUS INC. 2549000211GDCQSLV833 750917106 -300.00000000 NS USD -17628.00000000 -0.00297770749 Short EC US N 1 N N N ENEL Finance International N.V. 0YQH6LCEF474UTUV4B96 29278GBE7 446000.00000000 PA USD 434597.39000000 0.073411839310 Long DBT NUSS IT N 2 2034-06-26 Fixed 5.50000000 N N N N N N BLOOMIN' BRANDS, INC. E1UJ2GO305B5FXGV7N04 094235108 -799.00000000 NS USD -15364.77000000 -0.00259540451 Short EC US N 1 N N N HANESBRANDS INC. GX5LWVWZLL5S4W1L2F20 410345102 -9071.00000000 NS USD -44720.03000000 -0.00755407126 Short EC US N 1 N N N HAEMONETICS CORPORATION 549300ZEL6TXZS6F5F95 405024100 158.00000000 NS USD 13071.34000000 0.002208000171 Long EC US N 1 N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KQ9 73000.00000000 PA USD 73164.24000000 0.012358844194 Long DBT CORP US N 2 2029-05-15 Fixed 5.55000000 N N N N N N Seadrill Limited 213800EQ6L456U2JCO89 G7997W102 980.00000000 NS USD 50470.00000000 0.008525351544 Long EC US N 1 N N N N/A N/A N/A 39.00000000 NC USD 1013220.00000000 0.171152302194 N/A DCO US N 1 NATURAL GAS FUTR SEP24 N/A Long Natural Gas Natural Gas Future Sep 2024 2024-08-31 1058051.63000000 USD -44831.63000000 N N N SPECTRUM BRANDS HOLDINGS, INC. 549300JM0MJETDD30O20 84790A105 378.00000000 NS USD 32481.54000000 0.005486755442 Long EC US N 1 N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAW2 99000.00000000 PA USD 96351.66000000 0.016275644410 Long DBT CORP US N 2 2033-05-01 Fixed 4.90000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 2272.00000000 NS USD 128845.12000000 0.021764413369 Long EC US N 1 N N N INTEGRA LIFESCIENCES HOLDINGS CORPORATION WB7IJCYY8YFTENS4O147 457985208 462.00000000 NS USD 13462.68000000 0.002274105007 Long EC US N 1 N N N ONTO INNOVATION INC. 254900RXZVN73CHOO062 683344105 -141.00000000 NS USD -30957.96000000 -0.00522939354 Short EC US N 1 N N N CHEGG, INC. 549300AKX7O8JG0O3G77 163092109 -1979.00000000 NS USD -6253.64000000 -0.00105635980 Short EC US N 1 N N N RANGE RESOURCES CORPORATION H3Y3WLYCX0BTO1TRW162 75281A109 4871.00000000 NS USD 163324.63000000 0.027588664287 Long EC US N 1 N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933Y105 14268.00000000 NS USD 1766378.40000000 0.298375209438 Long EC US N 1 N N N MERITAGE HOMES CORPORATION 52990044W9UMFJO2FB97 59001A102 -798.00000000 NS USD -129156.30000000 -0.02181697764 Short EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912797LE5 6000000.00000000 PA USD 5877496.68000000 0.992821981331 Long DBT UST US N 2 2024-11-21 None 0.00000000 N N N N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824C109 -1755.00000000 NS USD -37153.35000000 -0.00627591380 Short EC US N 1 N N N TESLA, INCORPORATION N/A 88160R101 -23673.00000000 NS USD -4684413.24000000 -0.79128729245 Short EC US N 1 N N N PMT CREDIT RISK TRANSFER TRUST N/A 730151AA5 95273.87100000 PA USD 94809.76000000 0.016015187910 Long ABS-MBS US Y 2 2025-02-25 Floating 8.79921000 N N N N N N OVINTIV INC. 2549003MEX7YMKLGI239 69047Q102 5134.00000000 NS USD 240630.58000000 0.040647122782 Long EC US N 1 N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133EN6L9 2100000.00000000 PA USD 2101460.87000000 0.354977069020 Long DBT USGA US N 2 2025-01-23 Floating 5.51000160 N N N N N N MATCH GROUP, INC. 15OMOPB0A8K0EFUVD031 57667L107 615.00000000 NS USD 18683.70000000 0.003156035479 Long EC US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FTV38 1835439.39180000 PA USD 160078.03000000 0.027040251243 Long DBT USGA US N 2 2050-06-25 Floating 0.65017080 N N N N N N DRIL-QUIP, INC. 5299007REICYIJNMW197 262037104 1031.00000000 NS USD 19176.60000000 0.003239295748 Long EC US N 1 N N N Banco de Credito del Peru 549300EQYQ8SCQZ4BY14 05971U2C0 755000.00000000 PA USD 726401.58000000 0.122703166868 Long DBT NUSS PE N 2 2030-07-01 Fixed 3.12500000 N N N N N N APARTMENT INVESTMENT AND MANAGEMENT COMPANY 549300O8FT5GJ4RU1D57 03748R747 3000.00000000 NS USD 24870.00000000 0.004201020267 Long EC US N 1 N N N THE FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130B1GY7 600000.00000000 PA USD 599985.20000000 0.101349014293 Long DBT USGA US N 2 2024-11-25 Floating 5.34999960 N N N N N N ENVISTA HOLDINGS CORPORATION 549300BX623VURJZ5269 29415F104 1312.00000000 NS USD 21818.56000000 0.003685573492 Long EC US N 1 N N N CVR ENERGY, INC. 529900SOYZIXZBTXB558 12662P108 330.00000000 NS USD 8834.10000000 0.001492249020 Long EC US N 1 N N N TRICOLOR AUTO SECURITIZATION TRUST N/A 89616PAA1 330000.00000000 PA USD 330201.80000000 0.055777420756 Long ABS-MBS US Y 2 2027-12-15 Fixed 6.36000000 N N N N N N ACUSHNET HOLDINGS CORP. 529900W5FI106H543E43 005098108 -537.00000000 NS USD -34088.76000000 -0.00575824574 Short EC US N 1 N N N THE SIMPLY GOOD FOODS COMPANY N/A 82900L102 1631.00000000 NS USD 58928.03000000 0.009954075125 Long EC US N 1 N N N HOST HOTELS & RESORTS, INC. N6EL63S0K3PB1YFTDI24 44107P104 8724.00000000 NS USD 156857.52000000 0.026496245301 Long EC US N 1 N N N BORGWARNER INC. 549300DSFX2IE88NSX47 099724106 -9809.00000000 NS USD -316242.16000000 -0.05341936966 Short EC US N 1 N N N COMSTOCK RESOURCES, INC. I03QQGEA4SS774AURI46 205768302 2287.00000000 NS USD 23739.06000000 0.004009982798 Long EC US N 1 N N N Coursera Inc 984500573CA1QB7DAC30 22266M104 -1329.00000000 NS USD -9515.64000000 -0.00160737420 Short EC US N 1 N N N CLEAN ENERGY FUELS CORP. 549300MTQB4VUAOPMF71 184499101 5002.00000000 NS USD 13355.34000000 0.002255973221 Long EC US N 1 N N N ARAMARK 549300MR6PG2DWZUIL39 03852U106 -2829.00000000 NS USD -96242.58000000 -0.01625721870 Short EC US N 1 N N N LAS VEGAS SANDS CORP. 549300DUOO1KXOHPM605 517834107 -4425.00000000 NS USD -195806.25000000 -0.03307543324 Short EC US N 1 N N N SNOWFLAKE INC. 254900CJNSY1K7T53Z16 833445109 698.00000000 NS USD 94292.82000000 0.015927866824 Long EC US N 1 N N N DISH DBS Corporation N/A 25470XBE4 1007000.00000000 PA USD 794313.75000000 0.134174835650 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N US FOODS HOLDING CORP. 549300UGOZSO64CFPR97 912008109 3438.00000000 NS USD 182145.24000000 0.030767826493 Long EC US N 1 N N N CARDINAL HEALTH, INC. CCU46N3GJMF4OK4N7U60 14149Y108 1493.00000000 NS USD 146791.76000000 0.024795945270 Long EC US N 1 N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACT2 127000.00000000 PA USD 126486.63000000 0.021366019148 Long DBT CORP US N 2 2027-01-08 Fixed 5.25000000 N N N N N N ADTALEM GLOBAL EDUCATION INC. 549300Z467EZLMODV621 00737L103 -600.00000000 NS USD -40926.00000000 -0.00691318679 Short EC US N 1 N N N CMS ENERGY CORPORATION 549300IA9XFBAGNIBW29 125896100 2109.00000000 NS USD 125548.77000000 0.021207596596 Long EC US N 1 N N N CEREVEL THERAPEUTICS HOLDINGS, INC. 254900RJNIRS9COSQR41 15678U128 607.00000000 NS USD 24820.23000000 0.004192613159 Long EC US N 1 N N N GOLDMAN SACHS & CO. LLC KD3XUN7C6T14HNAYLU02 N/A 6000000.00000000 NC USD 1066898.07000000 0.180219558326 N/A DIR US N 2 GOLDMAN SACHS & CO. LLC KD3XUN7C6T14HNAYLU02 Y 2027-01-15 0.00000000 USD 0.00000000 USD -6000000.00000000 USD 1066898.07000000 N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAU9 483000.00000000 PA USD 483520.03000000 0.081675812056 Long DBT NUSS FR N 2 2035-01-18 Fixed 6.50800000 N N N N N N FLOWSERVE CORPORATION 6Y0GK87T6V7NJKZJVM41 34355JAB4 246000.00000000 PA USD 201886.97000000 0.034102583544 Long DBT CORP US N 2 2032-01-15 Fixed 2.80000000 N N N N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884L109 7318.00000000 NS USD 270619.64000000 0.045712850521 Long EC US N 1 N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAT3 146000.00000000 PA USD 141873.69000000 0.023965188867 Long DBT CORP US N 2 2034-01-17 Fixed 5.29000000 N N N N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00834TAA6 24543.88050000 PA USD 24152.69000000 0.004079852843 Long ABS-MBS US Y 2 2026-11-16 Fixed 1.17000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JBD9 330000.00000000 PA USD 241527.13000000 0.040798567282 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N CABLE ONE, INC. 549300648QS85T0XSH18 12685J105 -61.00000000 NS USD -21594.00000000 -0.00364764099 Short EC US N 1 N N N Sweetgreen Inc N/A 87043Q108 -1087.00000000 NS USD -32762.18000000 -0.00553416092 Short EC US N 1 N N N FABRINET 5493004TETZ6IYF7CV44 G3323L100 -100.00000000 NS USD -24479.00000000 -0.00413497286 Short EC US N 1 N N N URANIUM ENERGY CORP. 549300VD69WD2USLIP04 916896103 9782.00000000 NS USD 58789.82000000 0.009930728803 Long EC US N 1 N N N ROKU, INC. 549300KR6ITU0YIR1T71 77543R102 864.00000000 NS USD 51779.52000000 0.008746554602 Long EC US N 1 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAZ6 324000.00000000 PA USD 323311.76000000 0.054613560777 Long DBT NUSS GB N 2 2028-01-05 Fixed 5.46200000 N N N N N N SPOTIFY TECHNOLOGY S.A. 549300B4X0JHWV0DTD60 L8681T102 694.00000000 NS USD 217770.26000000 0.036785576033 Long EC US N 1 N N N AIR PRODUCTS AND CHEMICALS, INC. 7QEON6Y1RL5XR3R1W237 009158106 -1399.00000000 NS USD -361011.95000000 -0.06098184635 Short EC US N 1 N N N CONSOL ENERGY INC. 549300YJCTPJBTK7IJ81 20854L108 615.00000000 NS USD 62748.45000000 0.010599417378 Long EC US N 1 N N N BRIGHT HORIZONS FAMILY SOLUTIONS INC. N/A 109194100 -679.00000000 NS USD -74744.32000000 -0.01262575002 Short EC US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 2820000.00000000 NC USD 68840.52000000 0.011628484911 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2025-05-18 52279.80000000 USD 0.00000000 USD -2820000.00000000 USD 16560.72000000 N N N BFLD TRUST N/A 05554BAA2 1189000.00000000 PA USD 1188999.76000000 0.200844876959 Long ABS-MBS US Y 2 2038-06-15 Floating 7.04347920 N N N N N N CHIPOTLE MEXICAN GRILL, INC. N/A 169656105 -15600.00000000 NS USD -977340.00000000 -0.16509148163 Short EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CJU6 9600000.00000000 PA USD 9614960.45000000 1.624151335869 Long SN UST US N 2 2026-01-31 Floating 5.55020280 N N N N N N DYNATRACE, INC. N/A 268150109 616.00000000 NS USD 27559.84000000 0.004655385863 Long EC US N 1 N N N HCA HEALTHCARE, INC. 529900PH4ZGUH2MNEU89 40412C101 1132.00000000 NS USD 363688.96000000 0.061434044715 Long EC US N 1 N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BQ0 56000.00000000 PA USD 58334.09000000 0.009853747261 Long DBT CORP AU N 2 2033-10-06 Fixed 6.50000000 N N N N N N RH 5493008MTS3OGGMHGK69 74967X103 -131.00000000 NS USD -32021.64000000 -0.00540906950 Short EC US N 1 N N N JACK IN THE BOX INC. 5493002OJW26P0SUUP68 466367109 -227.00000000 NS USD -11563.38000000 -0.00195327678 Short EC US N 1 N N N INNOSPEC INC. 213800SQBACNY5IWJO68 45768S105 -204.00000000 NS USD -25212.36000000 -0.00425885144 Short EC US N 1 N N N GS MORTGAGE SECURITIES TRUST N/A 36191YAL2 12527.00000000 PA USD 5951.43000000 0.001005310737 Long ABS-MBS US N 2 2044-08-10 Floating 5.29642440 N N N N N N PT Freeport Indonesia 549300T4HTQHRKLNE619 69377FAA4 243000.00000000 PA USD 237981.86000000 0.040199703144 Long DBT NUSS ID N 2 2027-04-14 Fixed 4.76300000 N N N N N N WARRIOR MET COAL, INC. 549300152B1S9YKBYV79 93627C101 -158.00000000 NS USD -9917.66000000 -0.00167528309 Short EC US N 1 N N N INTERNATIONAL SEAWAYS, INC. 549300YUFDGFRNGBWF46 Y41053102 672.00000000 NS USD 39735.36000000 0.006712064845 Long EC US N 1 N N N OLLIE'S BARGAIN OUTLET HOLDINGS, INC. 529900YO5DSQCPEFDZ05 681116109 -333.00000000 NS USD -32690.61000000 -0.00552207137 Short EC US N 1 N N N SANTANDER BANK, N.A. N/A 80290CAS3 217405.88530000 PA USD 216271.11000000 0.036532340828 Long ABS-MBS US Y 2 2032-05-15 Fixed 5.28100000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797KT3 6000000.00000000 PA USD 5912550.84000000 0.998743301661 Long DBT UST US N 2 2024-10-10 None 0.00000000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 30711XBF0 77693.54660000 PA USD 81762.89000000 0.013811321191 Long DBT USGA US N 2 2028-04-25 Floating 11.14983000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654105 -780.00000000 NS USD -178042.80000000 -0.03007484564 Short EC US N 1 N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687HAE3 188844.44920000 PA USD 182219.73000000 0.030780409284 Long ABS-MBS US N 2 2028-09-11 Fixed 2.30000000 N N N N N N GLOBUS MEDICAL, INC. 5299003M2P4CIK0RF205 379577208 616.00000000 NS USD 42189.84000000 0.007126673619 Long EC US N 1 N N N GENUINE PARTS COMPANY 549300D46DQVEU651W04 372460105 -1002.00000000 NS USD -138596.64000000 -0.02341163223 Short EC US N 1 N N N Cencosud S.A. 549300NLTGCFV7482429 15132HAJ0 200000.00000000 PA USD 200846.06000000 0.033926753869 Long DBT NUSS CL N 2 2031-05-28 Fixed 5.95000000 N N N N N N AMERICAN EAGLE OUTFITTERS, INC. 5299001Z9HXK01DHW793 02553E106 -1700.00000000 NS USD -33932.00000000 -0.00573176597 Short EC US N 1 N N N STONERIDGE, INC. PNBCIH9LE7WI83VJIF08 86183P102 -1000.00000000 NS USD -15960.00000000 -0.00269595028 Short EC US N 1 N N N CORCEPT THERAPEUTICS INCORPORATED 529900EO9LUTFMZ7FF90 218352102 800.00000000 NS USD 25992.00000000 0.004390547599 Long EC US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1075000.00000000 NC USD 70436.46000000 0.011898069804 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2027-07-12 54629.58000000 USD 0.00000000 USD -1075000.00000000 USD 15806.88000000 N N N FIRST SOLAR, INC. 549300NPYMLM4NHTOF27 336433107 -210.00000000 NS USD -47346.60000000 -0.00799774934 Short EC US N 1 N N N CHOICE HOTELS INTERNATIONAL, INC. 5493003CYRY5RFGTIR97 169905106 -480.00000000 NS USD -57120.00000000 -0.00964866416 Short EC US N 1 N N N MAGNOLIA OIL & GAS CORPORATION N/A 559663109 3507.00000000 NS USD 88867.38000000 0.015011405891 Long EC US N 1 N N N LKQ CORPORATION DS830JTTZQN6GK0I2E41 501889208 -2024.00000000 NS USD -84178.16000000 -0.01421930664 Short EC US N 1 N N N KILROY REALTY CORPORATION 549300CXXI18B214UN80 49427F108 1574.00000000 NS USD 49061.58000000 0.008287442378 Long EC US N 1 N N N ABN AMRO Bank N.V. BFXS5XCH7N0Y05NIXW11 00080QAF2 269000.00000000 PA USD 265252.97000000 0.044806316969 Long DBT NUSS NL N 2 2025-07-28 Fixed 4.75000000 N N N N N N MCKESSON CORPORATION 549300WZWOM80UCFSF54 58155Q103 728.00000000 NS USD 425181.12000000 0.071821250604 Long EC US N 1 N N N HFX Funding Issuer N/A 40422GAE0 830000.00000000 PA USD 819920.15000000 0.138500248009 Long ABS-MBS US N 2 2035-03-15 Floating 3.62180160 N N N N N N KB HOME 549300LGUCWQURMWLG09 48666K109 -1508.00000000 NS USD -105831.44000000 -0.01787696117 Short EC US N 1 N N N ALBEMARLE CORPORATION HDBLS2Q6GV1LSKQPBS54 012653101 -705.00000000 NS USD -67341.60000000 -0.01137528855 Short EC US N 1 N N N CAESARS ENTERTAINMENT, INC. 549300FA4CTCW903Y781 12769GAB6 220000.00000000 PA USD 224769.82000000 0.037967936042 Long DBT CORP US N 2 2030-02-15 Fixed 7.00000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 580135101 -8389.00000000 NS USD -2137852.76000000 -0.36112435761 Short EC US N 1 N N N ENERGY FUELS INCORPORATED 529900P0GCATXMGK8I62 292671708 4600.00000000 NS USD 27876.00000000 0.004708791354 Long EC US N 1 N N N POOL CORPORATION 5493005VZK1KMN6CO617 73278L105 -293.00000000 NS USD -90047.69000000 -0.01521078290 Short EC US N 1 N N N DRAFTKINGS INC. 2549006G33IUL6IVOD83 26142V105 -4854.00000000 NS USD -185277.18000000 -0.03129687126 Short EC US N 1 N N N N/A N/A N/A 54.00000000 NC USD 1173825.00000000 0.198281568784 N/A DCO US N 1 CORN FUTURE MAR25 N/A Long Corn Corn Future Mar 2025 2025-03-17 1321018.35000000 USD -147193.35000000 N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287Y109 10291.00000000 NS USD 1765112.32000000 0.298161344229 Long EC US N 1 N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324P102 5149.00000000 NS USD 2622179.74000000 0.442936479017 Long EC US N 1 N N N SONOCO PRODUCTS COMPANY. GKOMIK4RDJGHEF0VNP11 835495102 -800.00000000 NS USD -40576.00000000 -0.00685406507 Short EC US N 1 N N N AMICUS THERAPEUTICS, INC. 549300MRD1SMUTNBPQ53 03152W109 2000.00000000 NS USD 19840.00000000 0.003351356739 Long EC US N 1 N N N SOLVENTUM CORPORATION 254900I70403OSGY4M28 83444M101 804.00000000 NS USD 42515.52000000 0.007181687221 Long EC US N 1 N N N WORTHINGTON ENTERPRISES, INC. 1WRCIANKYOIK6KYE5E82 981811102 -789.00000000 NS USD -37343.37000000 -0.00630801183 Short EC US N 1 N N N BIOGEN INC. W8J5WZB5IY3K0NDQT671 09062X103 851.00000000 NS USD 197278.82000000 0.033324178576 Long EC US N 1 N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 494368103 5020.00000000 NS USD 693764.00000000 0.117190053275 Long EC US N 1 N N N M.D.C. HOLDINGS, INC. 5299005FV4VNV75R8R35 552676AQ1 389000.00000000 PA USD 409124.75000000 0.069109021582 Long DBT CORP US N 2 2043-01-15 Fixed 6.00000000 N N N N N N Axonics Inc 549300LJY4X7N57VJL05 05465P101 316.00000000 NS USD 21244.68000000 0.003588634147 Long EC US N 1 N N N N/A N/A N/A 13.00000000 NC USD 1441050.00000000 0.243420999464 N/A DCO US N 1 COPPER FUTURE MAR25 N/A Long Copper COPPER FUTURE (Consolidated) Mar 2025 2025-03-30 1488528.39000000 USD -47478.39000000 N N N NABORS INDUSTRIES LTD. N/A G6359F137 494.00000000 NS USD 35153.04000000 0.005938023060 Long EC US N 1 N N N AVANGRID, INC. 549300OX0Q38NLSKPB49 05351W103 163.00000000 NS USD 5791.39000000 0.000978276910 Long EC US N 1 N N N CAJUN GLOBAL LLC N/A 12803VAA3 179450.00000000 PA USD 163328.77000000 0.027589363613 Long ABS-MBS US Y 2 2051-11-20 Fixed 3.93100000 N N N N N N AMPHENOL CORPORATION 549300D3L3G0R4U4VT04 032095101 -1805.00000000 NS USD -121602.85000000 -0.02054105498 Short EC US N 1 N N N N/A N/A N/A 30.00000000 NC USD 924300.00000000 0.156132007775 N/A DCO US N 1 NATURAL GAS FUTR NOV24 N/A Long Natural Gas Natural Gas Future Nov 2024 2024-11-01 900624.51000000 USD 23675.49000000 N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824100 9646.00000000 NS USD 1002315.86000000 0.169310383692 Long EC US N 1 N N N SANTANDER BANK, N.A. N/A 80290CAX2 156985.90760000 PA USD 156922.96000000 0.026507299373 Long ABS-MBS US Y 2 2032-08-16 Fixed 5.72100000 N N N N N N Swiss Re Finance (Luxembourg) S.A. 549300CLQZ6TM98LW631 N/A 200000.00000000 PA USD 192500.00000000 0.032516944170 Long DBT NUSS CH N 2 2049-04-02 Fixed 5.00000000 N N N N N N Apple Hospitality REIT, Inc. 549300EVZAR0FBZO4F16 03784Y200 3676.00000000 NS USD 53449.04000000 0.009028568569 Long EC US N 1 N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBC9 22000.00000000 PA USD 20274.13000000 0.003424689627 Long DBT CORP US N 2 2028-01-06 Fixed 2.49000000 N N N N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 629377508 1597.00000000 NS USD 124342.42000000 0.021003820930 Long EC US N 1 N N N KELLANOVA LONOZNOJYIBXOHXWDB86 487836108 3926.00000000 NS USD 226451.68000000 0.038252034472 Long EC US N 1 N N N THE SCOTTS MIRACLE-GRO COMPANY 2TH9E0JTOUXOEGI2R879 810186106 -382.00000000 NS USD -24852.92000000 -0.00419813512 Short EC US N 1 N N N RPM INTERNATIONAL INC. 549300TJCKW4BRXPJ474 749685103 -835.00000000 NS USD -89912.80000000 -0.01518799739 Short EC US N 1 N N N PLANET FITNESS, INC. 549300LLE5HUPF6H8G33 72703H101 -1114.00000000 NS USD -81979.26000000 -0.01384787023 Short EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CHV6 900000.00000000 PA USD 899296.88000000 0.151908500985 Long SN UST US N 2 2025-08-31 Fixed 5.00000000 N N N N N N PATRICK INDUSTRIES, INC. 549300FZ5ZTCCJ3Z5W14 703343103 -917.00000000 NS USD -99540.35000000 -0.01681427534 Short EC US N 1 N N N CERTARA, INC. N/A 15687V109 1200.00000000 NS USD 16620.00000000 0.002807436946 Long EC US N 1 N N N AUTODESK, INC. FRKKVKAIQEF3FCSTPG55 052769106 424.00000000 NS USD 104918.80000000 0.017722798763 Long EC US N 1 N N N N/A N/A N/A -65.00000000 NC USD -17944875.00000000 -3.03123375856 N/A DE US N 1 S&P500 EMINI FUT SEP24 N/A Short S&P 500 Future (e-Mini) Sep 2024 N/A N/A 2024-09-23 -17850816.75000000 USD -94058.25000000 N N N MODINE MANUFACTURING COMPANY Z35SZFYJR8GZZRSIUU09 607828100 -2070.00000000 NS USD -207393.30000000 -0.03503270835 Short EC US N 1 N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AB3 475000.00000000 PA USD 462606.22000000 0.078143068201 Long DBT NUSS US N 2 2028-10-20 Fixed 4.75000000 N N N N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 26614N102 -2803.00000000 NS USD -225613.47000000 -0.03811044471 Short EC US N 1 N N N INTERNATIONAL PAPER COMPANY 824LMFJDH41EY779Q875 460146103 -2395.00000000 NS USD -103344.25000000 -0.01745682705 Short EC US N 1 N N N Vizio Holding Corp N/A 92858V101 -2471.00000000 NS USD -26686.80000000 -0.00450791265 Short EC US N 1 N N N ALEXANDER FUNDING TRUST II N/A 014916AA8 104000.00000000 PA USD 110047.53000000 0.018589139683 Long DBT CORP US N 2 2028-07-31 Fixed 7.46700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ATV27 683997.44000000 PA USD 69930.67000000 0.011812632167 Long DBT USGA US N 2 2046-10-25 Floating 0.55017000 N N N N N N MADISON SQUARE GARDEN SPORTS CORP. N/A 55825T103 56.00000000 NS USD 10535.28000000 0.001779610969 Long EC US N 1 N N N KIMCO REALTY CORPORATION. 254900ARY41P4V1JL861 49446R109 9020.00000000 NS USD 175529.20000000 0.029650250372 Long EC US N 1 N N N ODEBRECHT HOLDCO FINANCE LIMITED N/A 67577TAA6 293701.00000000 PA USD 146.85000000 0.000024805783 Long DBT NUSS KY N 2 2058-09-10 Fixed 0.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1490000.00000000 NC USD 99822.00000000 0.016861851433 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2026-11-09 92671.14000000 USD 0.00000000 USD -1490000.00000000 USD 7150.86000000 N N N Ultragenyx Pharmaceutical Inc 529900EV44GVDN1DCX77 90400D108 500.00000000 NS USD 20550.00000000 0.003471289364 Long EC US N 1 N N N CHARLES RIVER LABORATORIES INTERNATIONAL, INC. 549300BSQ0R4UZ5KX287 159864107 256.00000000 NS USD 52884.48000000 0.008933203551 Long EC US N 1 N N N N/A N/A N/A 36.00000000 NC USD 1207800.00000000 0.204020598281 N/A DCO US N 1 SOYBEAN MEAL FUTR DEC24 N/A Long Soybean Meal Soybean Meal Future Dec 2024 2024-12-16 1262903.33000000 USD -55103.33000000 N N N PAGAYA AI DEBT SELECTION TRUST N/A 69547XAA0 439769.50000000 PA USD 439983.76000000 0.074321700570 Long ABS-MBS US Y 2 2031-10-15 Fixed 6.25800000 N N N N N N VICI PROPERTIES INC. 254900RKH6RY9KCJQH63 925652109 13030.00000000 NS USD 373179.20000000 0.063037128374 Long EC US N 1 N N N THOR INDUSTRIES, INC. 254900XZO1228PDSG060 885160101 -2243.00000000 NS USD -209608.35000000 -0.03540687280 Short EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828Y38 53971900.00000000 PA USD 64045601.32000000 10.81853112983 Long DBT USGA US N 2 2028-07-15 Fixed 0.75000000 N N N N N N N/A N/A N/A 4.00000000 NC USD 222905.00000000 0.037652932157 N/A DCO GB N 1 LME LEAD FUTURE SEP24 N/A Long Lead Lead Composite Commodity Future Sep 2024 2024-09-19 217346.72000000 USD 5558.28000000 N N N GLAUKOS CORPORATION 5299004JA1LHE21M6T14 377322102 300.00000000 NS USD 35505.00000000 0.005997475858 Long EC US N 1 N N N LIBERTY LATIN AMERICA LTD. 213800YWQHEAX7CAVO83 G9001E128 2200.00000000 NS USD 21164.00000000 0.003575005747 Long EC US N 1 N N N CITIGROUP GLOBAL MARKETS INC. 6SHGI4ZSSLCXXQSBB395 CDS894065 -8013.44000000 NC USD -1067.79000000 -0.00018037022 N/A DCR US N 2 CITIGROUP GLOBAL MARKETS INC. 6SHGI4ZSSLCXXQSBB395 Y 2063-05-11 0.00000000 USD 0.00000000 USD -8013.44000000 USD -1067.79000000 N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161N101 6931.00000000 NS USD 239881.91000000 0.040520658051 Long EC US N 1 N N N N/A N/A N/A -11033250.00000000 PA USD -11033250.00000000 -1.86372765854 Short RA US N 2 Reverse repurchase N 5.46000000 2050-12-31 9400000.00000000 USD 11449591.45000000 USD UST N N N HENRY SCHEIN, INC. VGO3WGL8H45T73F4RR92 806407102 773.00000000 NS USD 49549.30000000 0.008369827645 Long EC US N 1 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CW7 110000.00000000 PA USD 112349.94000000 0.018978060917 Long DBT CORP US N 2 2029-11-17 Fixed 5.62500000 N N N N N N IQVIA HOLDINGS INC 549300W3R20NM4KQPH86 46266C105 965.00000000 NS USD 204039.60000000 0.034466204061 Long EC US N 1 N N N LIBERTY SIRIUS XM 549300ZKUTPIBZLWLL89 531229789 -1794.00000000 NS USD -39755.04000000 -0.00671538917 Short EC US N 1 N N N DELEK US HOLDINGS, INC. 5493003O53JMENV1N385 24665A103 1529.00000000 NS USD 37858.04000000 0.006394949470 Long EC US N 1 N N N CUSHMAN & WAKEFIELD PLC N/A G2717B108 2803.00000000 NS USD 29151.20000000 0.004924197106 Long EC US N 1 N N N VISTRA CORP. 549300KP43CPCUJOOG15 92840MAC6 286000.00000000 PA USD 283514.97000000 0.047891119226 Long DBT CORP US N 2 2173-06-15 Fixed 7.00000000 N N N N N N MAGNITE, INC. 54930018FR2YX1HHSB02 55955D100 -2080.00000000 NS USD -27643.20000000 -0.00466946696 Short EC US N 1 N N N SUPER MICRO COMPUTER, INC. 54930022CZO1N2UGVW07 86800U104 -96.00000000 NS USD -78657.60000000 -0.01328677811 Short EC US N 1 N N N SWISS RE SUBORDINATED FINANCE PLC 636700H29EH5Z8ZU8L04 87088QAA2 200000.00000000 PA USD 197344.93000000 0.033335345824 Long DBT NUSS GB N 2 2035-04-05 Fixed 5.69800000 N N N N N N ALKERMES PUBLIC LIMITED COMPANY N/A G01767105 624.00000000 NS USD 15038.40000000 0.002540274354 Long EC US N 1 N N N SHAKE SHACK INC. 529900J74GJAHYP80N79 819047101 -446.00000000 NS USD -40140.00000000 -0.00678041630 Short EC US N 1 N N N GENTEX CORPORATION 549300S3UD8XV1MN0287 371901109 -9915.00000000 NS USD -334234.65000000 -0.05645864651 Short EC US N 1 N N N ASBURY AUTOMOTIVE GROUP, INC. 549300JH4DTA7U42GL91 043436104 -191.00000000 NS USD -43523.17000000 -0.00735189864 Short EC US N 1 N N N E.L.F. BEAUTY, INC. 549300U2K9TCON25C029 26856L103 804.00000000 NS USD 169418.88000000 0.028618100064 Long EC US N 1 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05367AAH6 182000.00000000 PA USD 179577.29000000 0.030334050458 Long DBT CORP US N 2 2025-10-01 Fixed 4.87500000 N N N N N N Government National Mortgage Association N/A 38380GHH0 570074.61000000 PA USD 67291.38000000 0.011366805436 Long DBT USGA US N 2 2047-08-20 Floating 0.74684880 N N N N N N MARATHON OIL CORPORATION 1FRVQX2CRLGC1XLP5727 565849106 11958.00000000 NS USD 342835.86000000 0.057911555944 Long EC US N 1 N N N MICROSTRATEGY INCORPORATED 549300WQTWEJUEHXQX21 594972408 34.00000000 NS USD 46834.32000000 0.007911215421 Long EC US N 1 N N N ADIENT PUBLIC LIMITED COMPANY 5493002QLDY8O75RTR78 G0084W101 -3617.00000000 NS USD -89376.07000000 -0.01509733339 Short EC US N 1 N N N VERISIGN, INC. LMPL4N8ZOJRMF0KOF759 92343E102 214.00000000 NS USD 38049.20000000 0.006427240063 Long EC US N 1 N N N SOUTHWESTERN ENERGY COMPANY EFWMP121W54QV9MGOP87 845467109 21373.00000000 NS USD 143840.29000000 0.024297385347 Long EC US N 1 N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBV3 482000.00000000 PA USD 475926.88000000 0.080393183305 Long DBT NUSS FR N 2 2028-01-19 Fixed 5.51900000 N N N N N N RETAIL OPPORTUNITY INVESTMENTS CORP. N/A 76131N101 1322.00000000 NS USD 16432.46000000 0.002775757841 Long EC US N 1 N N N FAIR ISAAC CORPORATION RI6HET5SJUEY30V1PS26 303250104 57.00000000 NS USD 84853.62000000 0.014333404801 Long EC US N 1 N N N CENTURY COMMUNITIES, INC. 5299002QMB2O7ZL1CA26 156504300 -637.00000000 NS USD -52017.42000000 -0.00878674047 Short EC US N 1 N N N SILVER OPTION Aug24C 37.5 N/A 01M8LVY97 -42.00000000 NC USD -5880.00000000 -0.00099324484 N/A DIR US N 1 SILVER OPTION Aug24C 37.5 N/A Call Written N/A N/A -210000.00000000 37.50000000 USD 2024-07-28 XXXX 60.06000000 N N N QUIDELORTHO CORPORATION 549300YU8CMO9HF53113 219798105 400.00000000 NS USD 13288.00000000 0.002244598203 Long EC US N 1 N N N COUNTRYWIDE HOME LOANS INC N/A 12543TAU9 58393.48520000 PA USD 24931.54000000 0.004211415554 Long ABS-MBS US N 2 2036-09-25 Fixed 6.25000000 N N N N N N MODERNA, INC. 549300EI6OKH5K5Q2G38 60770K107 1849.00000000 NS USD 219568.75000000 0.037089375508 Long EC US N 1 N N N SAREPTA THERAPEUTICS, INC. 549300IKDPIED8J8IG21 803607100 597.00000000 NS USD 94326.00000000 0.015933471562 Long EC US N 1 N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 199000.00000000 PA USD 212986.91000000 0.035977576423 Long DBT CORP US N 2 2033-10-15 Fixed 6.95000000 N N N N N N DHT HOLDINGS, INC. 549300SMD6IVZYT74K40 Y2065G121 3600.00000000 NS USD 41652.00000000 0.007035822122 Long EC US N 1 N N N CONMED CORPORATION Z6C0YCECH9DCU5ZIQW84 207410101 159.00000000 NS USD 11021.88000000 0.001861807047 Long EC US N 1 N N N NEXSTAR MEDIA GROUP, INC. 52990083ZRR5UT591988 65336K103 -318.00000000 NS USD -52791.18000000 -0.00891744339 Short EC US N 1 N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953101 -3131.00000000 NS USD -139141.64000000 -0.02350369319 Short EC US N 1 N N N BROOKFIELD INFRASTRUCTURE CORPORATION N/A 11275Q107 1090.00000000 NS USD 36689.40000000 0.006197543747 Long EC US N 1 N N N ZIMMER BIOMET HOLDINGS, INC. 2P2YLDVPES3BXQ1FRB91 98956P102 1139.00000000 NS USD 123615.67000000 0.020881058909 Long EC US N 1 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3V1 183000.00000000 PA USD 183132.65000000 0.030934618991 Long DBT CORP US N 2 2026-05-08 Fixed 5.62000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741R102 -664.00000000 NS USD -36818.80000000 -0.00621940189 Short EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CGF2 7200000.00000000 PA USD 7206611.40000000 1.217334963910 Long SN UST US N 2 2025-01-31 Floating 5.50520280 N N N N N N United States of America 254900HROIFWPRGM1V77 912797JT5 800000.00000000 PA USD 797208.00000000 0.134663730017 Long DBT UST US N 2 2024-07-25 None 0.00000000 N N N N N N N/A N/A N/A -19.00000000 NC USD -2463350.00000000 -0.41610708790 N/A DCO US N 1 CATTLE FEEDER FUT AUG24 N/A Short Feeder Cattle CATTLE FEEDER FUT(Consolidated) Aug 2024 2024-09-01 -2398838.62000000 USD -64511.38000000 N N N N/A N/A N/A 6.00000000 NC USD 175875.00000000 0.029708662628 N/A DCO US N 1 KC HRW WHEAT FUT SEP24 N/A Long Wheat WHEAT FUTURE(Consolidated) Sep 2024 2024-09-16 189130.47000000 USD -13255.47000000 N N N TECHNIPFMC PLC 549300D5I93QWCJTCK36 G87110105 8651.00000000 NS USD 226223.65000000 0.038213515829 Long EC US N 1 N N N LME ZINC FUTURE SEP24 N/A N/A 5.00000000 NC USD 366933.75000000 0.061982152015 N/A DCO GB N 1 LME ZINC FUTURE SEP24 N/A Long N/A N/A 2024-09-19 342846.17000000 USD 24087.58000000 N N N M/I HOMES, INC. 5299005M71FH9CCSFB69 55305B101 -607.00000000 NS USD -74138.98000000 -0.01252349648 Short EC US N 1 N N N DORMAN PRODUCTS, INC. 2549000O0BBUX740XR59 258278100 -1016.00000000 NS USD -92943.68000000 -0.01569997118 Short EC US N 1 N N N N/A N/A N/A 9.00000000 NC USD 1368900.00000000 0.231233479870 N/A DCO US N 1 SILVER FUTURE MAR25 N/A Long Silver SILVER FUTURE Mar 2025 2025-03-30 1350932.44000000 USD 17967.56000000 N N N N/A N/A N/A 220.00000000 NC USD 5715600.00000000 0.965474525201 N/A DCO US N 1 NATURAL GAS FUTR SEP24 N/A Long Natural Gas Natural Gas Future Sep 2024 2024-08-31 6279977.97000000 USD -564377.97000000 N N N SYSCO CORPORATION. 5RGWIFLMGH3YS7KWI652 871829107 7285.00000000 NS USD 520076.15000000 0.087850842254 Long EC US N 1 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AB4 208000.00000000 PA USD 174124.20000000 0.029412918909 Long DBT CORP GB N 2 2035-11-28 Fixed 3.03200000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680BL6 203000.00000000 PA USD 209005.66000000 0.035305066896 Long DBT CORP US N 2 2033-09-01 Fixed 6.05000000 N N N N N N LIBERTY ENERGY INC. N/A 53115L104 3093.00000000 NS USD 64612.77000000 0.010914336804 Long EC US N 1 N N N N/A N/A N/A 1.00000000 NC USD 103636.56000000 0.017506203821 N/A DCO GB N 1 LME NICKEL FUTURE SEP24 N/A Long Nickel Nickel Composite Commodity Future Sep 2024 2024-09-19 98482.89000000 USD 5153.67000000 N N N N/A N/A N/A 15.00000000 NC USD 505950.00000000 0.085464664431 N/A DCO US N 1 SOYBEAN MEAL FUTR MAR25 N/A Long Soybean Meal Soybean Meal Future Mar 2025 2025-03-17 529115.61000000 USD -23165.61000000 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KPV5 542342.00000000 PA USD 548429.57000000 0.092640279008 Long DBT USGA US Y 2 2042-01-25 Floating 7.18535160 N N N N N N REGENCY CENTERS CORPORATION 529900053A7X7FJ97S58 758849103 2195.00000000 NS USD 136529.00000000 0.023062368159 Long EC US N 1 N N N ATLASSIAN CORPORATION 549300V7ZY5P02D2MY38 049468101 308.00000000 NS USD 54479.04000000 0.009202555335 Long EC US N 1 N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DC6 61000.00000000 PA USD 53388.75000000 0.009018384431 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N N/A N/A N/A 13.00000000 NC USD 1433575.00000000 0.242158328515 N/A DCO US N 1 COPPER FUTURE DEC24 N/A Long Copper COPPER FUTURE (Consolidated) Dec 2024 2024-12-30 1399795.39000000 USD 33779.61000000 N N N GUIDEWIRE SOFTWARE, INC. 549300WXSG0J8IXZCK32 40171V100 128.00000000 NS USD 17649.92000000 0.002981410198 Long EC US N 1 N N N BBCMS TRUST N/A 05493BAA6 779000.00000000 PA USD 778353.27000000 0.131478804288 Long ABS-MBS US Y 2 2037-10-15 Floating 7.58347920 N N N N N N Doximity Inc N/A 26622P107 297.00000000 NS USD 8307.09000000 0.001403226918 Long EC US N 1 N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KCW8 52000.00000000 PA USD 51980.21000000 0.008780454995 Long DBT CORP US N 2 2054-09-01 Fixed 6.70000000 N N N N N N REGENERON PHARMACEUTICALS, INC. 549300RCBFWIRX3HYQ56 75886F107 576.00000000 NS USD 605393.28000000 0.102262542789 Long EC US N 1 N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135F101 -674.00000000 NS USD -1082127.22000000 -0.18279205401 Short EC US N 1 N N N FEDERAL REALTY INVESTMENT TRUST 549300FHEI1SLVZ0RB48 313745101 1085.00000000 NS USD 109552.45000000 0.018505511170 Long EC US N 1 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJT7 259000.00000000 PA USD 218886.40000000 0.036974113498 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGL9 600000.00000000 PA USD 591890.63000000 0.099981686082 Long SN UST US N 2 2026-02-15 Fixed 4.00000000 N N N N N N OMNICOM GROUP INC. HKUPACFHSSASQK8HLS17 681919106 -2144.00000000 NS USD -192316.80000000 -0.03248599817 Short EC US N 1 N N N LENDBUZZ SECURITIZATION TRUST N/A 52608LAB6 887946.05560000 PA USD 894957.54000000 0.151175503185 Long ABS-MBS US N 2 2028-08-15 Fixed 6.92000000 N N N N N N DATADOG, INC. 549300F6JNO0KRPO1K63 23804L103 559.00000000 NS USD 72496.71000000 0.012246085566 Long EC US N 1 N N N R1 RCM INC. N/A 77634L105 1448.00000000 NS USD 18186.88000000 0.003072113047 Long EC US N 1 N N N COUSINS PROPERTIES INCORPORATED 5493007XPYD5EJABN062 222795502 2006.00000000 NS USD 46438.90000000 0.007844421395 Long EC US N 1 N N N N/A N/A 36261CAE1 26000.00000000 PA USD 24239.95000000 0.004094592731 Long DBT USGA US N 2 2026-08-17 Fixed 2.63770000 N N N N N N RYMAN HOSPITALITY PROPERTIES, INC. 529900GCCWW9SRMPJR11 78377T107 752.00000000 NS USD 75094.72000000 0.012684939312 Long EC US N 1 N N N NELNET PRIVATE EDUCATION LOAN TRUST N/A 64034YAB7 159835.38390000 PA USD 146408.30000000 0.024731171517 Long ABS-MBS US Y 2 2062-04-20 Fixed 1.63000000 N N N N N N IDEAYA Biosciences Inc 549300ULW08F62IJML11 45166A102 933.00000000 NS USD 32757.63000000 0.005533392342 Long EC US N 1 N N N STURM, RUGER & COMPANY, INC. 529900DV1BWFJSHFO847 864159108 -600.00000000 NS USD -24990.00000000 -0.00422129057 Short EC US N 1 N N N THE MACERICH COMPANY 529900PSWCB5KI0JYU46 554382101 2863.00000000 NS USD 44204.72000000 0.007467025518 Long EC US N 1 N N N SIX FLAGS ENTERTAINMENT CORPORATION 549300JYTDUAA4JQ3717 83001A102 -800.00000000 NS USD -26512.00000000 -0.00447838557 Short EC US N 1 N N N LKQ CORPORATION DS830JTTZQN6GK0I2E41 501889AF6 138000.00000000 PA USD 141638.23000000 0.023925415154 Long DBT CORP US N 2 2033-06-15 Fixed 6.25000000 N N N N N N CORTEVA, INC. 549300WZN9I2QKLS0O94 22052L104 -4331.00000000 NS USD -233614.14000000 -0.03946191141 Short EC US N 1 N N N RELIANCE, INC. 549300E287ZOFT3C5Z56 759509102 -397.00000000 NS USD -113383.20000000 -0.01915259835 Short EC US N 1 N N N BALBOA BAY LOAN FUNDING N/A 05765XAA9 589368.00000000 PA USD 589238.93000000 0.099533763064 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 6.78616920 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389X105 3144.00000000 NS USD 443932.80000000 0.074988769210 Long EC US N 1 N N N EXELIXIS, INC. 254900PJQB59O2O95R37 30161Q104 1535.00000000 NS USD 34491.45000000 0.005826267813 Long EC US N 1 N N N ZEBRA TECHNOLOGIES CORPORATION PO0I32GKZ3HZMMDPZZ08 989207105 -109.00000000 NS USD -33673.37000000 -0.00568807840 Short EC US N 1 N N N ELECTRONIC ARTS INC. 549300O7A67PUEYKDL45 285512109 1355.00000000 NS USD 188792.15000000 0.031890617150 Long EC US N 1 N N N TALOS ENERGY INC. 549300OKFHZ84SFJFT95 87484T108 2600.00000000 NS USD 31590.00000000 0.005336157227 Long EC US N 1 N N N Tencent Holdings Limited 254900N4SLUMW4XUYY11 88032WAV8 439000.00000000 PA USD 286558.95000000 0.048405305863 Long DBT NUSS CN N 2 2050-06-03 Fixed 3.24000000 N N N N N N EXPEDIA GROUP, INC. N/A 30212P303 -1575.00000000 NS USD -198434.25000000 -0.03351935287 Short EC US N 1 N N N Globo Comunicacao e Participacoes S.A. 52990054HEKS017PVR75 37959DAB0 413000.00000000 PA USD 365827.97000000 0.061795364553 Long DBT NUSS BR N 2 2030-01-22 Fixed 4.87500000 N N N N N N MATTEL, INC. 549300VELLG24KHTJ564 577081102 -7444.00000000 NS USD -121039.44000000 -0.02044588422 Short EC US N 1 N N N APELLIS PHARMACEUTICALS, INC. 254900HS0ZFRXXSB9D42 03753U106 667.00000000 NS USD 25586.12000000 0.004321986678 Long EC US N 1 N N N NU SKIN ENTERPRISES, INC. 54930050DETB6CP71D38 67018T105 1000.00000000 NS USD 10540.00000000 0.001780408267 Long EC US N 1 N N N MARRIOTT VACATIONS WORLDWIDE CORPORATION 549300WA6BT5H4F7IO94 57164Y107 -521.00000000 NS USD -45493.72000000 -0.00768476235 Short EC US N 1 N N N N/A N/A N/A 18.00000000 NC USD 474552.00000000 0.080160939688 N/A DCO US N 1 SOYBEAN OIL FUTR MAR25 N/A Long Soybean Oil Soybean Oil Future Mar 2025 2025-03-17 479361.22000000 USD -4809.22000000 N N N SJW GROUP N/A 784305104 210.00000000 NS USD 11386.20000000 0.001923347686 Long EC US N 1 N N N TELEDYNE TECHNOLOGIES INCORPORATED 549300VSMO9KYQWDND94 879360105 -99.00000000 NS USD -38410.02000000 -0.00648818948 Short EC US N 1 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KYN3 548258.21280000 PA USD 562953.40000000 0.095093632615 Long DBT USGA US Y 2 2042-06-25 Floating 8.28534960 N N N N N N BRK: CGG N/A CDS797948 -14691.32000000 NC USD -1957.62000000 -0.00033067958 N/A DCR US N 2 BRK: CGG N/A Y 2063-05-11 0.00000000 USD -1009.99000000 USD -14691.32000000 USD -947.63000000 N N N CONNECTICUT AVENUE SECURITIES N/A 20754LAB5 1023263.00000000 PA USD 1035421.10000000 0.174902494034 Long ABS-MBS US Y 2 2041-12-25 Floating 7.23534840 N N N N N N PILGRIM'S PRIDE CORPORATION 549300ZSLGV64ZL3HD75 72147K108 745.00000000 NS USD 28675.05000000 0.004843766233 Long EC US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209S103 26266.00000000 NS USD 1196416.30000000 0.202097672892 Long EC US N 1 N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207105 19997.00000000 NS USD 1308603.68000000 0.221048274306 Long EC US N 1 N N N TELADOC HEALTH, INC. 549300I2PVFBC9MFAC61 87918A105 1010.00000000 NS USD 9877.80000000 0.001668549979 Long EC US N 1 N N N TYLER TECHNOLOGIES, INC. 25490040SMU4Z8LBCW70 902252105 71.00000000 NS USD 35697.38000000 0.006029972532 Long EC US N 1 N N N GENERAL MILLS, INC. 2TGYMUGI08PO8X8L6150 370334CX0 134000.00000000 PA USD 132317.67000000 0.022350993704 Long DBT CORP US N 2 2027-01-30 Fixed 4.70000000 N N N N N N FORTINET, INC. 549300O0QJWDBAS0QX03 34959E109 1569.00000000 NS USD 94563.63000000 0.015973611830 Long EC US N 1 N N N NUTANIX, INC. 549300X7J6E8TKVIXW09 67059N108 339.00000000 NS USD 19272.15000000 0.003255435977 Long EC US N 1 N N N UDR, INC. P3CH2EG5X6Z1XWU1OO74 902653104 4002.00000000 NS USD 164682.30000000 0.027818000805 Long EC US N 1 N N N ORMAT TECHNOLOGIES, INC. 5493000TSHHWY24VHM09 686688102 400.00000000 NS USD 28680.00000000 0.004844602383 Long EC US N 1 N N N FORTREA HOLDINGS INC. 5493000FIVFABOVCDU97 34965K107 500.00000000 NS USD 11670.00000000 0.001971286953 Long EC US N 1 N N N CONNECTICUT AVENUE SECURITIES N/A 20754QAA6 696940.31850000 PA USD 716142.28000000 0.120970174217 Long ABS-MBS US Y 2 2043-05-25 Floating 7.63500960 N N N N N N ULTA BEAUTY, INC. 529900CIV6HN8M28YM82 90384S303 -338.00000000 NS USD -130424.06000000 -0.02203112663 Short EC US N 1 N N N THE VITA COCO COMPANY, INC. 54930020WXOAWHR85Y25 92846Q107 966.00000000 NS USD 26903.10000000 0.004544449873 Long EC US N 1 N N N BATH & BODY WORKS, INC. GR3KVMWVCR54YWQNXU90 070830104 -1761.00000000 NS USD -68767.05000000 -0.01161607441 Short EC US N 1 N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135B101 3043.00000000 NS USD 201750.90000000 0.034079598709 Long EC US N 1 N N N WEC ENERGY GROUP, INC. 549300IGLYTZUK3PVP70 92939U106 2088.00000000 NS USD 163824.48000000 0.027673098545 Long EC US N 1 N N N CONNECTICUT AVENUE SECURITIES N/A 20753YCK6 211136.00000000 PA USD 219923.73000000 0.037149338442 Long ABS-MBS US Y 2 2042-03-25 Floating 8.43535080 N N N N N N MEDTRONIC PUBLIC LIMITED COMPANY 549300GX3ZBSQWUXY261 G5960L103 7248.00000000 NS USD 570490.08000000 0.096366722499 Long EC US N 1 N N N ZILLOW GROUP, INC. 2549002XEELQDIR6FU05 98954M200 2272.00000000 NS USD 105398.08000000 0.017803758353 Long EC US N 1 N N N SYLVAMO CORPORATION 5493001AOYU1ZOWOC971 871332102 -360.00000000 NS USD -24696.00000000 -0.00417162832 Short EC US N 1 N N N AMERICAN WATER WORKS COMPANY, INC. 549300DXHIJQMD5WFW18 030420103 1450.00000000 NS USD 187282.00000000 0.031635523834 Long EC US N 1 N N N N/A N/A N/A 28.00000000 NC USD 939400.00000000 0.158682687552 N/A DCO US N 1 SOYBEAN MEAL FUTR DEC24 N/A Long Soybean Meal Soybean Meal Future Dec 2024 2024-12-16 998070.47000000 USD -58670.47000000 N N N FMC CORPORATION CKDHZ2X64EEBQCSP7013 302491303 -773.00000000 NS USD -44486.15000000 -0.00751456444 Short EC US N 1 N N N AMERICA'S CAR-MART TRUST N/A 00161CAA6 379641.65000000 PA USD 381084.29000000 0.064372449777 Long ABS-MBS US Y 2 2031-01-21 Fixed 7.71000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G06W8 800000.00000000 PA USD 797432.77000000 0.134701697983 Long DBT USGA US N 2 2024-08-28 Fixed 3.87500000 N N N N N N LAD AUTO RECEIVABLES TRUST N/A 501687AA5 252262.45380000 PA USD 251426.00000000 0.042470676389 Long ABS-MBS US Y 2 2027-06-15 Fixed 5.21000000 N N N N N N LME ZINC FUTURE NOV24 N/A N/A 4.00000000 NC USD 295656.00000000 0.049941972185 N/A DCO GB N 1 LME ZINC FUTURE NOV24 N/A Long N/A N/A 2024-11-21 263386.03000000 USD 32269.97000000 N N N VISTA OUTDOOR INC. 549300QI2D33ESTJLN81 928377100 -1476.00000000 NS USD -55571.40000000 -0.00938707590 Short EC US N 1 N N N Schlumberger N.V. 213800ZUA17OK3QLGM62 806857108 29196.00000000 NS USD 1377467.28000000 0.232680657872 Long EC US N 1 N N N LA-Z-BOY INCORPORATED 549300WNO1WMN9ZG2519 505336107 -1311.00000000 NS USD -48874.08000000 -0.00825577002 Short EC US N 1 N N N EMPIRE STATE REALTY TRUST, INC. 549300VOKY1DUEQSB456 292104106 941.00000000 NS USD 8826.58000000 0.001490978748 Long EC US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 754000.00000000 PA USD 653873.02000000 0.110451701225 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N GRAHAM HOLDINGS COMPANY 529900BOSCEEEMAFQJ29 384637104 -54.00000000 NS USD -37775.70000000 -0.00638104066 Short EC US N 1 N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331107 1539.00000000 NS USD 170844.39000000 0.028858896059 Long EC US N 1 N N N United States of America N/A N/A 288.00000000 NC USD 30694500.00000000 5.184890092693 N/A DIR US N 1 US 5YR NOTE (CBT) SEP24 N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Sep 2024 2024-10-03 30478832.64000000 USD 215667.36000000 N N N N/A N/A N/A 53.00000000 NC USD 1222222.40000000 0.206456818414 N/A DCO US N 1 SUGAR #11 (WORLD) MAR25 N/A Long Sugar Sugar #11 World Future Mar 2025 2025-03-03 1206820.86000000 USD 15401.54000000 N N N N/A N/A N/A 9.00000000 NC USD 272610.00000000 0.046049060521 N/A DCO US N 1 LEAN HOGS FUTURE OCT24 N/A Long Hogs LEAN HOGS FUTURE(Consolidated) Oct 2024 2024-10-17 297816.66000000 USD -25206.66000000 N N N N/A N/A N/A 21.00000000 NC USD 3103800.00000000 0.524291383462 N/A DCO US N 1 SILVER FUTURE SEP24 N/A Long Silver SILVER FUTURE Sep 2024 2024-09-29 3149410.52000000 USD -45610.52000000 N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 05971KAQ2 200000.00000000 PA USD 221701.00000000 0.037449553452 Long DBT NUSS ES N 2 2172-02-21 Fixed 9.62500000 N N N Y Y Banco Santander, S.A. EUR XXXX N N N NATIONAL STORAGE AFFILIATES TRUST 529900FS06O8GOYNR108 637870106 723.00000000 NS USD 29802.06000000 0.005034139850 Long EC US N 1 N N N BANK OF IRELAND GROUP PUBLIC LIMITED COMPANY 635400C8EK6DRI12LJ39 06279JAD1 212000.00000000 PA USD 210912.64000000 0.035627192414 Long DBT NUSS IE N 2 2030-03-20 Fixed 5.60100000 N N N N N N TRANSMEDICS GROUP, INC. 549300060GVOSMWARH50 89377M109 170.00000000 NS USD 25605.40000000 0.004325243440 Long EC US N 1 N N N CARPENTER TECHNOLOGY CORPORATION DX6I6ZD3X5WNNCDJKP85 144285103 -268.00000000 NS USD -29367.44000000 -0.00496072419 Short EC US N 1 N N N WOLVERINE WORLD WIDE, INC. 549300OVC7PK14LQ8D87 978097103 -1809.00000000 NS USD -24457.68000000 -0.00413137150 Short EC US N 1 N N N NATIONAL BEVERAGE CORP. 549300O9MZIQJI8TGV17 635017106 144.00000000 NS USD 7378.56000000 0.001246380382 Long EC US N 1 N N N FRESHPET, INC. 549300S4ZK8ZQ6HNPN59 358039105 740.00000000 NS USD 95748.60000000 0.016173776003 Long EC US N 1 N N N BENTLEY SYSTEMS, INCORPORATED 549300WVEHPGE0Z56F71 08265T208 500.00000000 NS USD 24680.00000000 0.004168925621 Long EC US N 1 N N N N/A N/A N/A 4.00000000 NC USD 518600.00000000 0.087601492191 N/A DCO US N 1 CATTLE FEEDER FUT AUG24 N/A Long Feeder Cattle CATTLE FEEDER FUT(Consolidated) Aug 2024 2024-09-01 523545.42000000 USD -4945.42000000 N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456B101 40110.00000000 NS USD 796985.70000000 0.134626179281 Long EC US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 327000.00000000 PA USD 312914.77000000 0.052857309642 Long DBT CORP US N 2 2173-03-15 Fixed 3.90000000 N N N N N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 60871R209 2572.00000000 NS USD 130734.76000000 0.022083609828 Long EC US N 1 N N N PNM RESOURCES, INC. 5493003JOBJGLZSDDQ28 69349H107 791.00000000 NS USD 29235.36000000 0.004938413345 Long EC US N 1 N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918104 15646.00000000 NS USD 6992979.70000000 1.181248470082 Long EC US N 1 N N N LIMA METRO LINE 2 FINANCE LIMITED 5493009BVQNQT1UKQ352 532522AB5 190866.20950000 PA USD 174215.17000000 0.029428285488 Long DBT NUSS PE N 2 2036-04-05 Fixed 4.35000000 N N N N N N TIDEWATER INC. 2549000JA5GRUPLMUH98 88642R109 969.00000000 NS USD 92258.49000000 0.015584229447 Long EC US N 1 N N N THE ESTEE LAUDER COMPANIES INC. 549300VFZ8XJ9NUPU221 518439104 3378.00000000 NS USD 359419.20000000 0.060712800312 Long EC US N 1 N N N THE SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587107 7598.00000000 NS USD 589376.86000000 0.099557062088 Long EC US N 1 N N N NEWMONT CORPORATION 549300VSP3RIX7FGDZ51 651639106 -7550.00000000 NS USD -316118.50000000 -0.05339848112 Short EC US N 1 N N N MURPHY USA INC. 549300Y081F8XIKQIO72 626755102 -144.00000000 NS USD -67602.24000000 -0.01141931565 Short EC US N 1 N N N JBS USA Holding Lux S.a r.l. RB8RC03FUD8DSX57C193 47214BAA6 286000.00000000 PA USD 303190.89000000 0.051214759704 Long DBT NUSS US N 2 2034-03-15 Fixed 6.75000000 N N N N N N SBA COMMUNICATIONS CORPORATION 5299001HX8ZN8Y8QIT49 78410G104 1322.00000000 NS USD 259508.60000000 0.043835982638 Long EC US N 1 N N N NEWPARK RESOURCES, INC. 54930073OHWDQW4DJN26 651718504 3000.00000000 NS USD 24930.00000000 0.004211155419 Long EC US N 1 N N N N/A N/A N/A 24.00000000 NC USD 1865760.00000000 0.315162668860 N/A DCO US N 1 WTI CRUDE FUTURE JAN25 N/A Long Crude Oil WTI Crude Oil Future (NYM Consolidated) Jan 2025 2024-12-22 1854484.46000000 USD 11275.54000000 N N N LCI INDUSTRIES 549300E1B98YNJ1WIQ04 50189K103 -1040.00000000 NS USD -107515.20000000 -0.01816138055 Short EC US N 1 N N N EXTRA SPACE STORAGE INC. N/A 30225T102 2713.00000000 NS USD 421627.33000000 0.071220947274 Long EC US N 1 N N N Twist Bioscience Corp 549300T23BL59LCOH584 90184D100 39.00000000 NS USD 1921.92000000 0.000324649170 Long EC US N 1 N N N LB-UBS COMMERCIAL MORTGAGE TRUST N/A 50179MAH4 124720.45140000 PA USD 47649.96000000 0.008048992670 Long ABS-MBS US N 2 2039-09-15 Fixed 5.45200000 N N N N N N ZILLOW GROUP, INC. 2549002XEELQDIR6FU05 98954M101 876.00000000 NS USD 39455.04000000 0.006664713417 Long EC US N 1 N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AA5 204321.00000000 PA USD 201846.59000000 0.034095762587 Long DBT NUSS US N 2 2025-10-20 Fixed 4.50000000 N N N N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056107 -2879.00000000 NS USD -168421.50000000 -0.02844962344 Short EC US N 1 N N N HALLIBURTON COMPANY ENYF8GB5SMQZ25S06U51 406216101 18402.00000000 NS USD 621619.56000000 0.105003472871 Long EC US N 1 N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523100 1563.00000000 NS USD 516680.91000000 0.087277321062 Long EC US N 1 N N N JABIL INC. 5493000CGCQY2OQU7669 466313103 -104.00000000 NS USD -11314.16000000 -0.00191117874 Short EC US N 1 N N N AT&T INC. 549300Z40J86GGSTL398 00206R102 87812.00000000 NS USD 1678087.32000000 0.283461151676 Long EC US N 1 N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M102 3816.00000000 NS USD 1924103.52000000 0.325018009029 Long EC US N 1 N N N CHURCH & DWIGHT CO., INC. POOXSI30AWAQGYJZC921 171340102 3672.00000000 NS USD 380712.96000000 0.064309725014 Long EC US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B0CN4 1082059.40400000 PA USD 135081.81000000 0.022817909995 Long DBT USGA US N 2 2047-12-25 Floating 0.75017160 N N N N N N TERRAFORM GLOBAL OPERATING LP 549300LC7QMVR79H5O86 88104UAC7 74000.00000000 PA USD 73066.36000000 0.012342310383 Long DBT CORP US N 2 2026-03-01 Fixed 6.12500000 N N N N N N SABRE CORPORATION 529900VKCYZW8GZ4WW58 78573M104 -5100.00000000 NS USD -13617.00000000 -0.00230017261 Short EC US N 1 N N N N/A N/A N/A 55.00000000 NC USD 1157062.50000000 0.195450060853 N/A DCO US N 1 CORN FUTURE DEC24 N/A Long Corn Corn Future Dec 2024 2024-12-16 1299062.52000000 USD -142000.02000000 N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585A102 7536.00000000 NS USD 1307345.28000000 0.220835706396 Long EC US N 1 N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687KAG1 441000.00000000 PA USD 399100.90000000 0.067415800954 Long ABS-MBS US N 2 2028-09-11 Fixed 2.61000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGN5 400000.00000000 PA USD 398355.47000000 0.067289883522 Long SN UST US N 2 2025-02-28 Fixed 4.62500000 N N N N N N STEVEN MADDEN, LTD. 549300Z9GZ7GYJWSGF43 556269108 -1736.00000000 NS USD -73432.80000000 -0.01240420913 Short EC US N 1 N N N AKAMAI TECHNOLOGIES, INC. OC1LZNN2LF5WTJ5RIL89 00971T101 400.00000000 NS USD 36032.00000000 0.006086496271 Long EC US N 1 N N N AMPHASTAR PHARMACEUTICALS INC 54930055TH0ZLSAQMJ38 03209R103 300.00000000 NS USD 12000.00000000 0.002027030285 Long EC US N 1 N N N AMERICAN STATES WATER COMPANY 529900L26LIS2V8PWM23 029899101 438.00000000 NS USD 31785.66000000 0.005369207956 Long EC US N 1 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KKY4 1079277.00000000 PA USD 1084640.25000000 0.183216553009 Long DBT USGA US N 2 2041-10-25 Floating 6.83534880 N N N N N N NMEF FUNDING LLC N/A 62890MAB0 183397.62430000 PA USD 183720.73000000 0.031033956989 Long ABS-MBS US Y 2 2029-06-15 Fixed 6.07000000 N N N N N N PBF ENERGY INC. 2549003PBEDCSZMZIY02 69318G106 2318.00000000 NS USD 106674.36000000 0.018019346537 Long EC US N 1 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020107 2742.00000000 NS USD 196903.02000000 0.033260698744 Long EC US N 1 N N N PG&E CORPORATION 8YQ2GSDWYZXO2EDN3511 69331C108 14201.00000000 NS USD 247949.46000000 0.041883422067 Long EC US N 1 N N N DAVE & BUSTER'S ENTERTAINMENT, INC. 529900WTVU85QZLYHR86 238337109 -346.00000000 NS USD -13774.26000000 -0.00232673684 Short EC US N 1 N N N SOUTHWEST GAS HOLDINGS, INC. 254900LKF9EV0CUKNE09 844895102 387.00000000 NS USD 27237.06000000 0.004600862126 Long EC US N 1 N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079K107 8767.00000000 NS USD 1608043.14000000 0.271629345492 Long EC US N 1 N N N CITIGROUP GLOBAL MARKETS INC. 6SHGI4ZSSLCXXQSBB395 CDS858159 -14246.14000000 NC USD -1898.30000000 -0.00032065929 N/A DCR US N 2 CITIGROUP GLOBAL MARKETS INC. 6SHGI4ZSSLCXXQSBB395 Y 2063-05-11 0.00000000 USD -1631.20000000 USD -14246.14000000 USD -267.10000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 CDS870815 -18698.04000000 NC USD -2491.51000000 -0.00042086385 N/A DCR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Y 2049-12-31 0.00000000 USD -485.34000000 USD -18698.04000000 USD -2006.17000000 N N N PTC THERAPEUTICS, INC. 549300UJLWOIWFDGB318 69366J200 2026.00000000 NS USD 61955.08000000 0.010465401960 Long EC US N 1 N N N CELANESE CORPORATION 549300FHJQTDPPN41627 150870103 -551.00000000 NS USD -74324.39000000 -0.01255481579 Short EC US N 1 N N N WESTROCK COMPANY 5493004Z9TCQW68YVL89 96145D105 -1607.00000000 NS USD -80767.82000000 -0.01364323477 Short EC US N 1 N N N Vaxcyte Inc 254900M7NMHTGASX8D95 92243G108 425.00000000 NS USD 32091.75000000 0.005420912431 Long EC US N 1 N N N MARVELL TECHNOLOGY, INC N/A 573874104 -1531.00000000 NS USD -107016.90000000 -0.01807720811 Short EC US N 1 N N N THE KRAFT HEINZ COMPANY 9845007488EC87F5AF14 500754106 11762.00000000 NS USD 378971.64000000 0.064015582649 Long EC US N 1 N N N PACKAGING CORPORATION OF AMERICA 549300XZP8MFZFY8TJ84 695156109 -617.00000000 NS USD -112639.52000000 -0.01902697653 Short EC US N 1 N N N BOSTON PROPERTIES, INC. 549300OF70FSEUQBT254 101121101 1896.00000000 NS USD 116717.76000000 0.019715869535 Long EC US N 1 N N N PRIVIA HEALTH GROUP, INC. N/A 74276R102 1100.00000000 NS USD 19118.00000000 0.003229397083 Long EC US N 1 N N N O-I GLASS, INC. N/A 67098H104 -1336.00000000 NS USD -14869.68000000 -0.00251177430 Short EC US N 1 N N N EAGLE MATERIALS INC. 529900KRXRGXL61SG039 26969P108 -207.00000000 NS USD -45014.22000000 -0.00760376560 Short EC US N 1 N N N CACTUS, INC. 549300J3T8C9F8QFKV08 127203107 1604.00000000 NS USD 84594.96000000 0.014289712163 Long EC US N 1 N N N CarMax, Inc. 529900F60CID3NCZM330 143130102 -1261.00000000 NS USD -92481.74000000 -0.01562194065 Short EC US N 1 N N N DARLING INGREDIENTS INC. L1N0SPPKS7EXZYUMZ898 237266101 2633.00000000 NS USD 96762.75000000 0.016345085400 Long EC US N 1 N N N ETHAN ALLEN INTERIORS INC. N/A 297602104 -700.00000000 NS USD -19523.00000000 -0.00329780935 Short EC US N 1 N N N PERFORMANCE FOOD GROUP COMPANY 549300EUK8GR9IT1YK57 71377A103 2438.00000000 NS USD 161176.18000000 0.027225749852 Long EC US N 1 N N N Signet Jewelers Limited 549300N3XPGE91WV7M22 G81276100 -409.00000000 NS USD -36638.22000000 -0.00618889846 Short EC US N 1 N N N HILTON WORLDWIDE HOLDINGS INC. 549300HVGPK36ICB0B89 43300A203 -3104.00000000 NS USD -677292.80000000 -0.11440775150 Short EC US N 1 N N N N/A N/A N/A 5.00000000 NC USD 535920.00000000 0.090527172570 N/A DCO US N 1 NY HARB ULSD FUT JAN25 N/A Long Heating Oil Heating Oil Future Jan 2025 2025-01-03 527908.57000000 USD 8011.43000000 N N N MEDICAL PROPERTIES TRUST, INC. 254900U6E39J1MQCCY14 58463J304 8448.00000000 NS USD 36410.88000000 0.006150496374 Long EC US N 1 N N N SILVERBOW RESOURCES, INC. 5493007QR70AVQSNF619 82836G102 700.00000000 NS USD 26481.00000000 0.004473149083 Long EC US N 1 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DP1 474000.00000000 PA USD 471887.94000000 0.079710928829 Long DBT CORP US N 2 2028-02-16 Fixed 5.09800000 N N N N N N VERTEX PHARMACEUTICALS INCORPORATED 54930015RAQRRZ5ZGJ91 92532F100 1445.00000000 NS USD 677300.40000000 0.114409035290 Long EC US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 3000.00000000 PA USD 2450.73000000 0.000413975327 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887109 1647.00000000 NS USD 384920.37000000 0.065020437305 Long EC US N 1 N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409VBG8 166000.00000000 PA USD 161123.87000000 0.027216913690 Long DBT CORP US N 2 2029-05-01 Fixed 4.25000000 N N N N N N STRATEGIC EDUCATION, INC. 2549002UYIM8Q5EC8H36 86272C103 -150.00000000 NS USD -16599.00000000 -0.00280388964 Short EC US N 1 N N N TYSON FOODS, INCORPORATED WD6L6041MNRW1JE49D58 902494BM4 129000.00000000 PA USD 128501.87000000 0.021706431857 Long DBT CORP US N 2 2034-03-15 Fixed 5.70000000 N N N N N N N/A N/A N/A 20.00000000 NC USD 1612800.00000000 0.272432870432 N/A DCO US N 1 WTI CRUDE FUTURE SEP24 N/A Long Crude Oil WTI Crude Oil Future (NYM Consolidated) Sep 2024 2024-08-23 1560286.76000000 USD 52513.24000000 N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851109 4393.00000000 NS USD 334131.58000000 0.056441236012 Long EC US N 1 N N N COX COMMUNICATIONS, INC. 5493001NEDZNIFRP2R92 224044CS4 127000.00000000 PA USD 126313.77000000 0.021336819776 Long DBT CORP US N 2 2033-06-15 Fixed 5.70000000 N N N N N N LITHIA MOTORS, INC. SE8N1EZEHPZQBCBVKD53 536797103 -209.00000000 NS USD -52762.05000000 -0.00891252277 Short EC US N 1 N N N W.P. CAREY INC. 54930042CRNE713E3Q67 92936U109 2577.00000000 NS USD 141863.85000000 0.023963526702 Long EC US N 1 N N N ENGIE Energia Chile S.A. 5493000FIKCC3ZDWTO77 P3762TAA9 390000.00000000 PA USD 339464.07000000 0.057341995907 Long DBT NUSS CL N 2 2030-01-28 Fixed 3.40000000 N N N N N N United States of America N/A N/A -11.00000000 NC USD -1378781.25000000 -0.23290261262 N/A DIR US N 1 US ULTRA BOND CBT SEP24 N/A Short U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Sep 2024 2024-09-22 -1345353.62000000 USD -33427.63000000 N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2W3 474000.00000000 PA USD 472115.70000000 0.079749401864 Long DBT NUSS FR N 2 2030-05-20 Fixed 5.49700000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHS3 4200000.00000000 PA USD 4200995.82000000 0.709628813193 Long SN UST US N 2 2025-07-31 Floating 5.43020400 N N N N N N NEWMARK GROUP, INC. N/A 65158N102 2845.00000000 NS USD 29104.35000000 0.004916283241 Long EC US N 1 N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809H107 5693.00000000 NS USD 839831.36000000 0.141863633484 Long EC US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G03U5 1300000.00000000 PA USD 1253535.67000000 0.211746230634 Long DBT USGA US N 2 2025-04-22 Fixed 0.62500000 N N N N N N N/A N/A N/A 3.00000000 NC USD 320065.20000000 0.054065154490 N/A DCO GB N 1 LME NICKEL FUTURE MAR25 N/A Long Nickel Nickel Composite Commodity Future Mar 2025 2025-03-20 332627.79000000 USD -12562.59000000 N N N ALBERTSONS COMPANIES, INC. 549300YKWOC0AOR16R51 013091103 5637.00000000 NS USD 111330.75000000 0.018805900167 Long EC US N 1 N N N N/A N/A N/A 27.00000000 NC USD 6316920.00000000 1.067049012830 N/A DCO US N 1 GOLD 100 OZ FUTR AUG24 N/A Long Gold GOLD 100 OZ FUTR Aug 2024 2024-08-31 6473583.45000000 USD -156663.45000000 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 434000.00000000 PA USD 358672.18000000 0.060586614299 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571903202 -2916.00000000 NS USD -705001.32000000 -0.11908825227 Short EC US N 1 N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAD2 314000.00000000 PA USD 330205.19000000 0.055777993392 Long DBT NUSS NO N 2 2028-01-15 Fixed 7.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHN4 1000000.00000000 PA USD 996445.31000000 0.168318735139 Long SN UST US N 2 2025-07-31 Fixed 4.75000000 N N N N N N EQUITY COMMONWEALTH 549300YPGVU9PR4L0606 294628102 1656.00000000 NS USD 32126.40000000 0.005426765481 Long EC US N 1 N N N VISTEON CORPORATION 549300MOVLYHRW4GGW78 92839U206 -1273.00000000 NS USD -135829.10000000 -0.02294414161 Short EC US N 1 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3G4 59000.00000000 PA USD 52336.73000000 0.008840678064 Long DBT CORP US N 2 2029-01-07 Fixed 2.71700000 N N N N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571903BQ5 140000.00000000 PA USD 137456.61000000 0.023219059289 Long DBT CORP US N 2 2034-05-15 Fixed 5.30000000 N N N N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875P101 12043.00000000 NS USD 1515852.41000000 0.256056562009 Long EC US N 1 N N N Kontoor Brands, Inc. 549300M0CPXV65RFF271 50050N103 -1286.00000000 NS USD -85068.90000000 -0.01436976972 Short EC US N 1 N N N N/A N/A N/A 2.00000000 NC USD 214821.60000000 0.036287490773 N/A DCO US N 1 NY HARB ULSD FUT NOV24 N/A Long Heating Oil Heating Oil Future Nov 2024 2024-11-03 214863.54000000 USD -41.94000000 N N N TERADYNE, INC. C3X4YJ278QNZHRJULN75 880770102 -286.00000000 NS USD -42410.94000000 -0.00716402165 Short EC US N 1 N N N DOW INC. 5493003S21INSLK2IP73 260557103 -4642.00000000 NS USD -246258.10000000 -0.04159771890 Short EC US N 1 N N N HOMEBANC MORTGAGE TRUST N/A 43739EAP2 47103.53570000 PA USD 35585.52000000 0.006011077231 Long ABS-MBS US N 2 2035-03-25 Floating 5.95971000 N N N N N N MURPHY OIL CORPORATION QBKYQD0ODE7DC7PDIN91 626717102 3199.00000000 NS USD 131926.76000000 0.022284961504 Long EC US N 1 N N N CALIFORNIA RESOURCES CORPORATION 5493003Q8F0T4F4YMR48 13057Q305 1438.00000000 NS USD 76530.36000000 0.012927446459 Long EC US N 1 N N N N/A N/A N/A 88.00000000 NC USD 5800080.00000000 0.979744818414 N/A DCO US N 1 COCOA FUTURE DEC24 N/A Long Cocoa Cocoa Future Dec 2024 2024-12-16 6607456.72000000 USD -807376.72000000 N N N MVW OWNER TRUST N/A 55400KAB1 197668.54130000 PA USD 182673.90000000 0.030857127312 Long ABS-MBS US Y 2 2039-05-20 Fixed 1.83000000 N N N N N N JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY 635400GAUMJCLEZRRV50 G50871105 367.00000000 NS USD 39169.91000000 0.006616549489 Long EC US N 1 N N N N/A N/A N/A 800.00000000 NS USD 312.00000000 0.000052702787 Long EC US N 1 N N N UGI CORPORATION DX6GCWD4Q1JO9CRE5I40 902681105 1840.00000000 NS USD 42136.00000000 0.007117579010 Long EC US N 1 N N N HERBALIFE LTD. 549300BA7TYPBSZZIA41 G4412G101 1741.00000000 NS USD 18088.99000000 0.003055577547 Long EC US N 1 N N N PHINIA INC. 254900HG6MORZE1FFM18 71880K101 -1810.00000000 NS USD -71241.60000000 -0.01203407340 Short EC US N 1 N N N J & J SNACK FOODS CORP. N/A 466032109 289.00000000 NS USD 46924.93000000 0.007926521189 Long EC US N 1 N N N ILLUMINA, INC. SQ95QG8SR5Q56LSNF682 452327109 987.00000000 NS USD 103023.06000000 0.017402571897 Long EC US N 1 N N N NATIONAL VISION HOLDINGS, INC. 549300JHURCBLI5ROA42 63845R107 -1000.00000000 NS USD -13090.00000000 -0.00221115220 Short EC US N 1 N N N GOLDMAN SACHS & CO. LLC KD3XUN7C6T14HNAYLU02 CDS877892 -86367.11000000 NC USD -11508.42000000 -0.00194399299 N/A DCR US N 2 GOLDMAN SACHS & CO. LLC KD3XUN7C6T14HNAYLU02 Y 2063-05-11 0.00000000 USD -6545.45000000 USD -86367.11000000 USD -4962.97000000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKK4 484000.00000000 PA USD 409597.09000000 0.069188808872 Long DBT CORP US N 2 2033-02-04 Fixed 2.97200000 N N N N N N N/A N/A N/A 8.00000000 NC USD 229400.00000000 0.038750062299 N/A DCO US N 1 WHEAT FUTURE(CBT) SEP24 N/A Long Wheat Wheat Future (CBT) Sep 2024 2024-09-16 225561.60000000 USD 3838.40000000 N N N CF INDUSTRIES HOLDINGS, INC. 529900CG8YAQFZ2JMV97 125269100 -1147.00000000 NS USD -85015.64000000 -0.01436077308 Short EC US N 1 N N N BX TRUST N/A 05608BAL4 162478.00000000 PA USD 158013.80000000 0.026691563183 Long ABS-MBS US N 2 2034-04-15 Floating 7.27530120 N N N N N N SYNOPSYS, INC. QG7T915N9S0NY5UKNE63 871607107 320.00000000 NS USD 190419.20000000 0.032165457118 Long EC US N 1 N N N NEIGHBORLY ISSUER LLC N/A 64016NAE7 772225.00000000 PA USD 778156.00000000 0.131445481599 Long ABS-MBS US Y 2 2053-01-30 Fixed 7.30800000 N N N N N N ALLIANT ENERGY CORPORATION 5493009ML300G373MZ12 018802108 1997.00000000 NS USD 101647.30000000 0.017170179632 Long EC US N 1 N N N KOSMOS ENERGY LTD. 213800YDFJ3OT9B5P157 500688106 9707.00000000 NS USD 53776.78000000 0.009083930145 Long EC US N 1 N N N DEUTSCHE BANK AG NEW YORK BRANCH N/A 251526CE7 347000.00000000 PA USD 329304.15000000 0.055625790445 Long DBT NUSS DE N 2 2026-11-24 Fixed 2.12900000 N N N N N N Olin Corporation 549300GKK294V7W57P06 680665205 -753.00000000 NS USD -35503.95000000 -0.00599729849 Short EC US N 1 N N N STRIDE, INC. 254900BRWS3AFONWU277 86333M108 -600.00000000 NS USD -42300.00000000 -0.00714528175 Short EC US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 6110000.00000000 NC USD 421032.02000000 0.071120387991 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2026-10-25 345742.81000000 USD 0.00000000 USD -6110000.00000000 USD 75289.21000000 N N N RESMED INC. 529900T3QE5253CCXF22 761152107 772.00000000 NS USD 147776.24000000 0.024962242835 Long EC US N 1 N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 V7780T103 -2653.00000000 NS USD -422967.79000000 -0.07144737669 Short EC US N 1 N N N BIRKENSTOCK HOLDING PLC 529900CQ8LQKQ7LIT631 M2029K104 -805.00000000 NS USD -43800.05000000 -0.00739866898 Short EC US N 1 N N N NOBLE CORPORATION PLC 549300I3HBUNXO0OG954 G65431127 2579.00000000 NS USD 115152.35000000 0.019451441745 Long EC US N 1 N N N PPL CORPORATION 9N3UAJSNOUXFKQLF3V18 69351T106 4845.00000000 NS USD 133964.25000000 0.022629132665 Long EC US N 1 N N N N/A N/A N/A -7605000.00000000 PA USD -7605000.00000000 -1.28463044372 Short RA US N 2 Reverse repurchase N 5.41000000 2050-12-31 6500000.00000000 USD 7742189.26000000 USD UST N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BYRV4 929967.76150000 PA USD 119257.67000000 0.020144909076 Long DBT USGA US N 2 2047-06-15 Floating 0.70248960 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687GAD7 64395.26950000 PA USD 60654.10000000 0.010245641472 Long ABS-MBS US N 2 2028-06-12 Fixed 1.02000000 N N N N N N AVERY DENNISON CORPORATION 549300PW7VPFCYKLIV37 053611109 -481.00000000 NS USD -105170.65000000 -0.01776534106 Short EC US N 1 N N N ACADIA PHARMACEUTICALS INC. 529900O3044NO0PEA039 004225108 1368.00000000 NS USD 22230.00000000 0.003755073604 Long EC US N 1 N N N Roivant Sciences Ltd 549300DL466NY5J6U724 G76279101 2000.00000000 NS USD 21140.00000000 0.003570951687 Long EC US N 1 N N N PTC INC. 54930050SSMU8SKDJ030 69370C100 238.00000000 NS USD 43237.46000000 0.007303636742 Long EC US N 1 N N N CPS AUTO RECEIVABLES TRUST N/A 12659WAE8 518438.51000000 PA USD 511097.52000000 0.086334179343 Long ABS-MBS US Y 2 2029-04-16 Fixed 2.17000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658300 -11145.00000000 NS USD -208634.40000000 -0.03524235395 Short EC US N 1 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 24761.00000000 NS USD 2832163.18000000 0.478406711719 Long EC US N 1 N N N ATALAYA EQUIPMENT LEASING TRUST LLC. N/A 046497AC7 169394.99000000 PA USD 167611.82000000 0.028312852952 Long ABS-MBS US Y 2 2027-02-15 Fixed 2.08000000 N N N N N N HALOZYME THERAPEUTICS, INC. 529900242I3SV9AGM753 40637H109 837.00000000 NS USD 43825.32000000 0.007402937577 Long EC US N 1 N N N GOLDMAN SACHS & CO. LLC KD3XUN7C6T14HNAYLU02 CDS878197 -14246.14000000 NC USD -1898.30000000 -0.00032065929 N/A DCR US N 2 GOLDMAN SACHS & CO. LLC KD3XUN7C6T14HNAYLU02 Y 2063-05-11 0.00000000 USD -1097.18000000 USD -14246.14000000 USD -801.12000000 N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140100 -6593.00000000 NS USD -204185.21000000 -0.03449080038 Short EC US N 1 N N N World Kinect Corporation. D3W7PCXCBRQLL17DZ313 981475106 961.00000000 NS USD 24793.80000000 0.004188148625 Long EC US N 1 N N N PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED PUSS41EMO3E6XXNV3U28 744573106 3456.00000000 NS USD 254707.20000000 0.043024934037 Long EC US N 1 N N N N/A N/A N/A 10.00000000 NC USD 841875.00000000 0.142208843499 N/A DCO US N 1 COFFEE 'C' FUTURE DEC24 N/A Long Coffee Coffee C Future Dec 2024 2024-12-21 748977.73000000 USD 92897.27000000 N N N United States of America N/A N/A -74.00000000 NC USD -15112187.50000000 -2.55273847913 N/A DIR US N 1 US 2YR NOTE (CBT) SEP24 N/A Short U.S. Treasury Futures US 2-YEAR NOTE (Globex) Sep 2024 2024-10-03 -15071041.28000000 USD -41146.22000000 N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAV4 278000.00000000 PA USD 273603.61000000 0.046216900318 Long DBT CORP US N 2 2028-05-01 Fixed 4.60000000 N N N N N N FRONTDOOR, INC. 5493008RB0JZJI3QGZ06 35905A109 -957.00000000 NS USD -32337.03000000 -0.00546234493 Short EC US N 1 N N N COMMERCIAL METALS COMPANY 549300OQS2LO07ZJ7N73 201723103 -902.00000000 NS USD -49600.98000000 -0.00837855738 Short EC US N 1 N N N WD-40 COMPANY 549300UZHTN0CNKBOB19 929236107 257.00000000 NS USD 56447.48000000 0.009535062627 Long EC US N 1 N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAF4 319000.00000000 PA USD 298998.92000000 0.050506655525 Long DBT NUSS GB N 2 2028-02-16 Fixed 2.97200000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCD7 327000.00000000 PA USD 349616.87000000 0.059056998664 Long DBT NUSS IT N 2 2033-11-28 Fixed 7.20000000 N N N N N N TEEKAY TANKERS LTD. 549300DE8ZAIYS2T6Q22 Y8565N300 348.00000000 NS USD 23945.88000000 0.004044918665 Long EC US N 1 N N N CHARTER COMMUNICATIONS, INC. 0J0XRGZE3PBRFEZ7MV65 16119P108 -1017.00000000 NS USD -304042.32000000 -0.05135858257 Short EC US N 1 N N N SERVICENOW, INC. 549300HJTQM36M0E1G39 81762P102 466.00000000 NS USD 366588.22000000 0.061923785367 Long EC US N 1 N N N N/A N/A 36261CAC5 769000.00000000 PA USD 735316.80000000 0.124209118614 Long DBT USGA US N 2 2026-08-17 Fixed 2.43510000 N N N N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 025537BA8 275000.00000000 PA USD 273567.53000000 0.046210805713 Long DBT CORP US N 2 2054-12-15 Fixed 6.95000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBV2 535000.00000000 PA USD 503174.70000000 0.084995863002 Long DBT CORP US N 2 2037-05-15 Fixed 4.92600000 N N N N N N Dorian LPG Ltd. 549300WP1W2WGMC7F395 Y2106R110 593.00000000 NS USD 24882.28000000 0.004203094595 Long EC US N 1 N N N LGI HOMES, INC. 549300W02B4WNV8CV109 50187T106 -526.00000000 NS USD -47071.74000000 -0.00795132021 Short EC US N 1 N N N CENCORA, INC. AI8GXW8LG5WK7E9UD086 03073E105 944.00000000 NS USD 212683.20000000 0.035926273976 Long EC US N 1 N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044101 9810.00000000 NS USD 489813.30000000 0.082738866130 Long EC US N 1 N N N LAS VEGAS SANDS CORP. 549300DUOO1KXOHPM605 517834AF4 705000.00000000 PA USD 644865.54000000 0.108930164995 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N LME ZINC FUTURE JAN25 N/A N/A 9.00000000 NC USD 667793.25000000 0.112803095209 N/A DCO GB N 1 LME ZINC FUTURE JAN25 N/A Long N/A N/A 2025-01-16 649307.68000000 USD 18485.57000000 N N N IONIS PHARMACEUTICALS, INC. 549300SI4ZGLG0BLUZ92 462222100 841.00000000 NS USD 40082.06000000 0.006770629128 Long EC US N 1 N N N NATIONAL HEALTH INVESTORS, INC. 549300ZPKZIG6DKDEC02 63633D104 646.00000000 NS USD 43753.58000000 0.007390819314 Long EC US N 1 N N N UNDER ARMOUR, INC. 549300D4549QKWETZ406 904311206 -5319.00000000 NS USD -34733.07000000 -0.00586708206 Short EC US N 1 N N N CHASE MORTGAGE REFERENCE NOTES N/A 46591HAC4 82561.93880000 PA USD 83485.64000000 0.014102326726 Long ABS-MBS US Y 2 2047-04-25 Floating 7.55970840 N N N N N N NETFLIX, INC. 549300Y7VHGU0I7CE873 64110L106 2210.00000000 NS USD 1491484.80000000 0.251940405053 Long EC US N 1 N N N HOLOGIC, INC. 549300DYP6F5ZJL0LB74 436440101 1450.00000000 NS USD 107662.50000000 0.018186262346 Long EC US N 1 N N N NISOURCE INC. 549300D8GOWWH0SJB189 65473P105 2680.00000000 NS USD 77210.80000000 0.013042385833 Long EC US N 1 N N N KENVUE INC. 5493008HSF8L4M2LIJ82 49177J102 28600.00000000 NS USD 519948.00000000 0.087829195260 Long EC US N 1 N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XER3 478000.00000000 PA USD 479275.45000000 0.080958821038 Long DBT CORP US N 2 2031-02-08 Fixed 5.75000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MU2 359000.00000000 PA USD 343806.08000000 0.058075444721 Long DBT CORP US N 2 2173-03-10 Fixed 4.00000000 N N N N N N DOCUSIGN, INC. 549300Q7PVDWRZ39JG09 256163106 653.00000000 NS USD 34935.50000000 0.005901276379 Long EC US N 1 N N N SKYLINE CHAMPION CORPORATION N/A 830830105 -1326.00000000 NS USD -89836.50000000 -0.01517510885 Short EC US N 1 N N N NEWELL BRANDS INC. 549300LWGYFM1TVO1Z12 651229106 -9893.00000000 NS USD -63414.13000000 -0.01071186350 Short EC US N 1 N N N CARETRUST REIT, INC. 5493001NVXE2B9GPLU96 14174T107 1850.00000000 NS USD 46435.00000000 0.007843762610 Long EC US N 1 N N N MID-AMERICA APARTMENT COMMUNITIES, INC. 549300FQZKFR5YNSHZ21 59522J103 1424.00000000 NS USD 203076.64000000 0.034303541637 Long EC US N 1 N N N N/A N/A N/A 2.00000000 NC USD 112140.00000000 0.018942598022 N/A DCO GB N 1 LME LEAD FUTURE NOV24 N/A Long Lead Lead Composite Commodity Future Nov 2024 2024-11-21 108705.90000000 USD 3434.10000000 N N N MCCORMICK & COMPANY, INCORPORATED 549300JQQA6MQ4OJP259 579780206 3685.00000000 NS USD 261413.90000000 0.044157824372 Long EC US N 1 N N N ZOETIS INC. 549300HD9Q1LOC9KLJ48 98978V103 2618.00000000 NS USD 453856.48000000 0.076665069203 Long EC US N 1 N N N KEYSIGHT TECHNOLOGIES, INC. 549300GLKVIO8YRCYN02 49338L103 -350.00000000 NS USD -47862.50000000 -0.00808489475 Short EC US N 1 N N N ROYAL GOLD, INC. 5493001NGRU6SFL04184 780287108 -441.00000000 NS USD -55195.56000000 -0.00932358931 Short EC US N 1 N N N ACCENTURE PUBLIC LIMITED COMPANY 5493000EWHDSR3MZWH98 G1151C101 1329.00000000 NS USD 403231.89000000 0.068113604441 Long EC US N 1 N N N NEUROCRINE BIOSCIENCES, INC. 549300FECER0XBN49756 64125C109 478.00000000 NS USD 65806.26000000 0.011115940168 Long EC US N 1 N N N ONEOK PARTNERS, L.P. T4DHW82NMF6BXJT50795 68268NAG8 63000.00000000 PA USD 62942.53000000 0.010632201215 Long DBT CORP US N 2 2041-02-01 Fixed 6.12500000 N N N N N N ARISTA NETWORKS, INC. 635400H1WKBLOQERUU95 040413106 -364.00000000 NS USD -127574.72000000 -0.02154981843 Short EC US N 1 N N N N/A N/A N/A 23.00000000 NC USD 1871280.00000000 0.316095102792 N/A DCO GB N 1 BRENT CRUDE FUTR MAR25 N/A Long Crude Oil BRENT CRUDE OIL(ICE) Mar 2025 2025-02-03 1814408.94000000 USD 56871.06000000 N N N N/A N/A 361ESC049 1700.00000000 NS USD 0.01000000 0.000000001689 Long EC US N 1 N N N BX TRUST N/A 05608BAN0 655672.00000000 PA USD 639362.09000000 0.108000526676 Long ABS-MBS US N 2 2034-04-15 Floating 7.52529960 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3Q2 21000.00000000 PA USD 21084.95000000 0.003561652685 Long DBT CORP US N 2 2029-01-09 Fixed 5.58300000 N N N N N N N/A N/A N/A 16.00000000 NC USD 326000.00000000 0.055067656101 N/A DCO US N 1 CORN FUTURE SEP24 N/A Long Corn Corn Future Sep 2024 2024-09-16 367897.13000000 USD -41897.13000000 N N N CONNECTICUT AVENUE SECURITIES N/A 20755AAB8 364743.24450000 PA USD 374059.92000000 0.063185898883 Long ABS-MBS US Y 2 2043-01-25 Floating 7.63535160 N N N N N N Regal Rexnord Corporation QH78R09VCJGQKPBPYU33 758750AL7 789000.00000000 PA USD 790933.24000000 0.133603802637 Long DBT CORP US N 2 2026-02-15 Fixed 6.05000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MY4 584000.00000000 PA USD 486680.72000000 0.082209713252 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N N WINGSTOP INC. 549300SSH3F8HPIM3Q47 974155103 -304.00000000 NS USD -128488.64000000 -0.02170419705 Short EC US N 1 N N N STERIS PUBLIC LIMITED COMPANY N/A G8473T100 572.00000000 NS USD 125576.88000000 0.021212344914 Long EC US N 1 N N N BRIDGEBIO PHARMA, INC. 54930028YG89VTY2J114 10806X102 700.00000000 NS USD 17731.00000000 0.002995106166 Long EC US N 1 N N N GLOBALFOUNDRIES INC. 549300BA76VK784VMX48 G39387108 -360.00000000 NS USD -18201.60000000 -0.00307459953 Short EC US N 1 N N N N/A N/A N/A 13.00000000 NC USD 465400.00000000 0.078614991257 N/A DCO US N 1 LEAN HOGS FUTURE AUG24 N/A Long Hogs LEAN HOGS FUTURE(Consolidated) Aug 2024 2024-08-17 466280.74000000 USD -880.74000000 N N N United States of America 254900HROIFWPRGM1V77 91282CKJ9 500000.00000000 PA USD 499257.81000000 0.084334225114 Long SN UST US N 2 2027-04-15 Fixed 4.50000000 N N N N N N Volcan Compania Minera S.A.A. 549300XKJ91C4SZLG750 92863UAB2 81000.00000000 PA USD 62712.48000000 0.010593341355 Long DBT NUSS PE N 2 2026-02-11 Fixed 4.37500000 N N N N N N LIBERTY SIRIUS XM 549300ZKUTPIBZLWLL89 531229813 -800.00000000 NS USD -17720.00000000 -0.00299324805 Short EC US N 1 N N N AXALTA COATING SYSTEMS LTD. 529900AGLPA40GV6H619 G0750C108 -1579.00000000 NS USD -53954.43000000 -0.00911393863 Short EC US N 1 N N N N/A N/A N/A 11.00000000 NC USD 905630.00000000 0.152978286489 N/A DCO GB N 1 BRENT CRUDE FUTR JAN25 N/A Long Crude Oil BRENT CRUDE OIL(ICE) Jan 2025 2024-12-02 916671.58000000 USD -11041.58000000 N N N RLJ LODGING TRUST N/A 74965L101 3289.00000000 NS USD 31673.07000000 0.005350189344 Long EC US N 1 N N N YUM! Brands, Inc. 549300JE8XHZZ7OHN517 988498101 -3234.00000000 NS USD -428375.64000000 -0.07236086633 Short EC US N 1 N N N SOTERA HEALTH COMPANY N/A 83601L102 1200.00000000 NS USD 14244.00000000 0.002406084949 Long EC US N 1 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DB2 549000.00000000 PA USD 545115.52000000 0.092080472365 Long DBT CORP US N 2 2033-02-15 Fixed 5.37500000 N N N N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932107 3796.00000000 NS USD 145272.92000000 0.024539384047 Long EC US N 1 N N N EQUINIX, INC. 549300EVUN2BTLJ3GT74 29444U700 1223.00000000 NS USD 925321.80000000 0.156304609404 Long EC US N 1 N N N N/A N/A N/A 2.00000000 NC USD 212646.00000000 0.035919990182 N/A DCO US N 1 NY HARB ULSD FUT MAR25 N/A Long Heating Oil Heating Oil Future Mar 2025 2025-03-03 206531.46000000 USD 6114.54000000 N N N THERMO FISHER SCIENTIFIC INCORPORATED HCHV7422L5HDJZCRFL38 883556102 2200.00000000 NS USD 1216600.00000000 0.205507087157 Long EC US N 1 N N N LSTAR COMMERCIAL MORTGAGE TRUST N/A 50219QAC8 162778.61620000 PA USD 158429.30000000 0.026761749106 Long ABS-MBS US N 2 2049-03-10 Fixed 2.57900000 N N N N N N T-MOBILE US, INC. 549300QHIJYOHPACPG31 872590104 6003.00000000 NS USD 1057608.54000000 0.178650378438 Long EC US N 1 N N N MATERION CORPORATION 549300CJ5RI351SUYT02 576690101 -200.00000000 NS USD -21626.00000000 -0.00365304641 Short EC US N 1 N N N N/A N/A N/A 11.00000000 NC USD 826210.00000000 0.139562724380 N/A DCO US N 1 LIVE CATTLE FUTR FEB25 N/A Long Live Cattle Live Cattle Future(Consolidated) Feb 2025 2025-03-03 823174.28000000 USD 3035.72000000 N N N CIENA CORPORATION W0CZ7N0GH8UIGXDM1H41 171779309 -300.00000000 NS USD -14454.00000000 -0.00244155797 Short EC US N 1 N N N N/A N/A N/A 4.00000000 NC USD 311800.00000000 0.052669003596 N/A DCO GB N 1 LOW SU GASOIL G NOV24 N/A Long Gasoil GAS OIL FUT (ICE) Nov 2024 2024-11-15 304600.84000000 USD 7199.16000000 N N N TRIMBLE INC. 549300E2MI7NSZFQWS19 896239100 -391.00000000 NS USD -21864.72000000 -0.00369337080 Short EC US N 1 N N N BERRY CORPORATION (BRY) N/A 08579X101 3100.00000000 NS USD 20026.00000000 0.003382775708 Long EC US N 1 N N N BALL CORPORATION 0BGI85ALH27ZJP15DY16 058498106 -2120.00000000 NS USD -127242.40000000 -0.02149368320 Short EC US N 1 N N N SPROUTS FARMERS MARKET, INC. 529900P8F4G77Q52XE24 85208M102 1618.00000000 NS USD 135361.88000000 0.022865219193 Long EC US N 1 N N N ENA MASTER TRUST 549300CBCHB6Q73VG753 29249BAA3 272000.00000000 PA USD 192793.60000000 0.032566538844 Long DBT NUSS PA N 2 2048-05-19 Fixed 4.00000000 N N N N N N AVNET, INC. XJI53DCPL7QABOWK4Z75 053807103 -27.00000000 NS USD -1390.23000000 -0.00023483652 Short EC US N 1 N N N PALO ALTO NETWORKS, INC. 549300QXR2YVZV231H43 697435105 623.00000000 NS USD 211203.23000000 0.035676278641 Long EC US N 1 N N N LIBERTY BROADBAND CORPORATION 549300MIX43II8JLN536 530307305 -1134.00000000 NS USD -62165.88000000 -0.01050101012 Short EC US N 1 N N N THE J. M. SMUCKER COMPANY 5493000WDH6A0LHDJD55 832696405 1600.00000000 NS USD 174464.00000000 0.029470317650 Long EC US N 1 N N N THE MOSAIC COMPANY 2YD5STGSJNMUB7H76907 61945C103 -2365.00000000 NS USD -68348.50000000 -0.01154537329 Short EC US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134GYEK4 1200000.00000000 PA USD 1198806.62000000 0.202501443812 Long DBT USGA US N 2 2026-01-27 Fixed 5.15000000 N N N N N N WHIRLPOOL CORPORATION WHENKOULSSK7WUM60H03 963320106 -1357.00000000 NS USD -138685.40000000 -0.02342662550 Short EC US N 1 N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBP5 154000.00000000 PA USD 123321.29000000 0.020831332477 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N LUMEN TECHNOLOGIES, INC. 8M3THTGWLTYZVE6BBY25 550241103 18871.00000000 NS USD 20758.10000000 0.003506441448 Long EC US N 1 N N N QUAKER CHEMICAL CORPORATION 549300PJQ1R3WCWCPS54 747316107 -58.00000000 NS USD -9842.60000000 -0.00166260402 Short EC US N 1 N N N DICK'S SPORTING GOODS, INC. 529900SSBV5I4LWSK313 253393102 -399.00000000 NS USD -85725.15000000 -0.01448062294 Short EC US N 1 N N N GLOBAL CONTAINER INTERNATIONAL N/A 36166VAE5 240269.11710000 PA USD 213149.25000000 0.036004998764 Long ABS-MBS US Y 2 2046-06-18 Fixed 2.38000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797GL5 3500000.00000000 PA USD 3466510.60000000 0.585560164399 Long DBT UST US N 2 2024-09-05 None 0.00000000 N N N N N N GREEN BRICK PARTNERS, INC. 549300R7SCIV7FQI6T56 392709101 -800.00000000 NS USD -45792.00000000 -0.00773514757 Short EC US N 1 N N N GROCERY OUTLET HOLDING CORP. N/A 39874R101 1388.00000000 NS USD 30702.56000000 0.005186251581 Long EC US N 1 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 CDS410410 -49861.43000000 NC USD -6644.03000000 -0.00112230416 N/A DCR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Y 2063-05-11 0.00000000 USD -4955.09000000 USD -49861.43000000 USD -1688.94000000 N N N HP INC. WHKXQACZ14C5XRO8LW03 40434L105 -1610.00000000 NS USD -56382.20000000 -0.00952403558 Short EC US N 1 N N N MGP INGREDIENTS, INC. 2549006OMHFVZ4MS8538 55303J106 172.00000000 NS USD 12796.80000000 0.002161625096 Long EC US N 1 N N N ELME COMMUNITIES 549300DI34BGS8LVKW95 939653101 1907.00000000 NS USD 30378.51000000 0.005131513317 Long EC US N 1 N N N HONEYWELL INTERNATIONAL INCORPORATION ISRPG12PN4EIEOEMW547 438516CG9 810000.00000000 PA 886756.10000000 0.149790122579 Long DBT NUSS US N 2 2034-11-02 Fixed 4.12500000 N N N N N N CDW CORPORATION 9845001B052ABF0B6755 12514G108 -253.00000000 NS USD -56631.52000000 -0.00956615051 Short EC US N 1 N N N MEDPACE HOLDINGS, INC. 549300H8TYEUVTW14A54 58506Q109 166.00000000 NS USD 68367.10000000 0.011548515188 Long EC US N 1 N N N DEUTSCHE BANK SECURITIES, INC. 9J6MBOOO7BECTDTUZW19 N/A 1.00000000 NC USD 5511.75000000 0.000931040348 N/A DFE US N 2 DEUTSCHE BANK SECURITIES, INC. 9J6MBOOO7BECTDTUZW19 1621672.09000000 EUR 1746760.25000000 USD 2024-08-08 5511.75000000 N N N OKTA, INC. 549300N8J06I8MRHU620 679295105 416.00000000 NS USD 38941.76000000 0.006578010575 Long EC US N 1 N N N TANDEM DIABETES CARE, INC. 549300JEPFOD0K4D3I05 875372203 919.00000000 NS USD 37026.51000000 0.006254488096 Long EC US N 1 N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650100 7286.00000000 NS USD 430311.16000000 0.072687812808 Long EC US N 1 N N N HARLEY-DAVIDSON FINANCIAL SERVICES, INC. RLUFFFFW4GRYU77BTS24 41283LBA2 700000.00000000 PA USD 657027.03000000 0.110984474041 Long DBT CORP US N 2 2027-02-14 Fixed 3.05000000 N N N N N N LUCID GROUP, INC. N/A 549498103 -28470.00000000 NS USD -74306.70000000 -0.01255182761 Short EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912797KV8 3000000.00000000 PA USD 2950267.29000000 0.498356762374 Long DBT UST US N 2 2024-10-24 None 0.00000000 N N N N N N OPTION CARE HEALTH, INC. 549300DI3Q5ACSYJRI17 68404L201 1055.00000000 NS USD 29223.50000000 0.004936409963 Long EC US N 1 N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 02530EAC8 897000.00000000 PA USD 898616.39000000 0.151793553165 Long ABS-MBS US Y 2 2027-11-12 Fixed 6.09000000 N N N N N N DOLLAR TREE, INC. 549300PMSTQITB1WHR43 256746108 3035.00000000 NS USD 324046.95000000 0.054737748476 Long EC US N 1 N N N EASTMAN CHEMICAL COMPANY FDPVHDGJ1IQZFK9KH630 277432100 -919.00000000 NS USD -90034.43000000 -0.01520854303 Short EC US N 1 N N N EVERI HOLDINGS INC. 5299006DK5S7BG10K532 30034T103 -1600.00000000 NS USD -13440.00000000 -0.00227027392 Short EC US N 1 N N N 10X Genomics Inc 5493003Z6741WNLG7H43 88025U109 859.00000000 NS USD 16707.55000000 0.002822225821 Long EC US N 1 N N N Spire Inc. 549300NXSY15DRY2R511 84857L101 419.00000000 NS USD 25445.87000000 0.004298295761 Long EC US N 1 N N N VITAL FARMS, INC. 549300S6NYY7ER3XOT61 92847W103 938.00000000 NS USD 43870.26000000 0.007410528806 Long EC US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBJ1 745000.00000000 PA USD 674035.55000000 0.113857539471 Long DBT CORP US N 2 2030-05-06 Fixed 3.40000000 N N N N N N CHASE MORTGAGE FINANCE CORPORATION N/A 161631AS5 89389.53000000 PA USD 38968.18000000 0.006582473420 Long ABS-MBS US N 2 2037-07-25 Fixed 6.00000000 N N N N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 595112103 -1708.00000000 NS USD -224653.24000000 -0.03794824344 Short EC US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ALP47 688664.45400000 PA USD 71183.53000000 0.012024264264 Long DBT USGA US N 2 2044-12-25 Floating 0.65017080 N N N N N N Biohaven Ltd N/A G1110E107 524.00000000 NS USD 18188.04000000 0.003072308993 Long EC US N 1 N N N GODADDY INC. 549300J8H1TB0I2CB447 380237107 235.00000000 NS USD 32831.85000000 0.005545929524 Long EC US N 1 N N N THE AES CORPORATION 2NUNNB7D43COUIRE5295 00130H105 4517.00000000 NS USD 79363.69000000 0.013406050269 Long EC US N 1 N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RGU2 554000.00000000 PA USD 553558.02000000 0.093506572631 Long ABS-MBS US Y 2 2028-02-22 Fixed 5.44000000 N N N N N N HELIX ENERGY SOLUTIONS GROUP, INC. 416AP2JOUTCWEGSOZW41 42330P107 3440.00000000 NS USD 41073.60000000 0.006938119262 Long EC US N 1 N N N BAKER HUGHES COMPANY N/A 05722G100 20456.00000000 NS USD 719437.52000000 0.121526803491 Long EC US N 1 N N N GOLDMAN SACHS & CO. LLC KD3XUN7C6T14HNAYLU02 CDS416265 -98832.46000000 NC USD -13169.43000000 -0.00222456945 N/A DCR US N 2 GOLDMAN SACHS & CO. LLC KD3XUN7C6T14HNAYLU02 Y 2063-05-11 0.00000000 USD -8790.61000000 USD -98832.46000000 USD -4378.82000000 N N N GOLDMAN SACHS & CO. LLC KD3XUN7C6T14HNAYLU02 CDS878891 -28937.42000000 NC USD -3855.91000000 -0.00065133719 N/A DCR US N 2 GOLDMAN SACHS & CO. LLC KD3XUN7C6T14HNAYLU02 Y 2063-05-11 0.00000000 USD -2691.71000000 USD -28937.42000000 USD -1164.20000000 N N N FLOWERS FOODS, INC. 7YNCQQNDK8FBM9BBTK25 343498101 3342.00000000 NS USD 74192.40000000 0.012532520148 Long EC US N 1 N N N GUARDANT HEALTH, INC. 254900M8C3E5VC8BR186 40131M109 1000.00000000 NS USD 28880.00000000 0.004878386221 Long EC US N 1 N N N SILGAN HOLDINGS INC. KAF673KJXD92C8KSLU49 827048109 -357.00000000 NS USD -15111.81000000 -0.00255267471 Short EC US N 1 N N N BOOKING HOLDINGS INC. FXM8FAOHMYDIPD38UZ17 09857L108 -402.00000000 NS USD -1592523.00000000 -0.26900769600 Short EC US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1490000.00000000 NC USD 99908.92000000 0.016876533889 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2026-11-08 93276.12000000 USD 0.00000000 USD -1490000.00000000 USD 6632.80000000 N N N UNICREDIT, SOCIETA PER AZIONI 549300TRUWO2CD2G5692 904678AU3 519000.00000000 PA USD 497823.26000000 0.084091902089 Long DBT NUSS IT N 2 2026-09-22 Fixed 2.56900000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKM2 700000.00000000 PA USD 700075.06000000 0.118256112421 Long SN UST US N 2 2026-04-30 Floating 5.45520240 N N N N N N INNOVATIVE INDUSTRIAL PROPERTIES, INC. 5493008BQ0545EZXRR30 45781V101 353.00000000 NS USD 38554.66000000 0.006512621957 Long EC US N 1 N N N LINDE PUBLIC LIMITED COMPANY 5299003QR1WT0EF88V51 G54950103 -3119.00000000 NS USD -1368648.39000000 -0.23119097811 Short EC US N 1 N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 F21107101 -300.00000000 NS USD -5655.00000000 -0.00095523802 Short EC US N 1 N N N COGNEX CORPORATION 549300JQTYZCLC43S226 192422103 -158.00000000 NS USD -7388.08000000 -0.00124798849 Short EC US N 1 N N N ADT INC. N/A 00090Q103 -4200.00000000 NS USD -31920.00000000 -0.00539190056 Short EC US N 1 N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00834XAA7 430000.00000000 PA USD 430516.13000000 0.072722436175 Long ABS-MBS US Y 2 2029-05-15 Fixed 6.27000000 N N N N N N FHF TRUST N/A 30322JAA4 57391.94510000 PA USD 56203.44000000 0.009493839587 Long ABS-MBS US Y 2 2026-12-15 Fixed 0.83000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030N101 -41064.00000000 NS USD -1608066.24000000 -0.27163324752 Short EC US N 1 N N N CROWN HOLDINGS, INC. NYLWZIOY8PUNIT4JOE22 228368106 -803.00000000 NS USD -59735.17000000 -0.01009041656 Short EC US N 1 N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 87612E106 6758.00000000 NS USD 1000454.32000000 0.168995933863 Long EC US N 1 N N N PIEDMONT OFFICE REALTY TRUST, INC. N/A 720190206 2800.00000000 NS USD 20300.00000000 0.003429059567 Long EC US N 1 N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYN8 38000.00000000 PA USD 31590.48000000 0.005336238308 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N N/A N/A N/A 25.00000000 NC USD 2594550.00000000 0.438269285702 N/A DCO US N 1 GASOLINE RBOB FUT SEP24 N/A Long Unleaded Gas RBOB Unleaded Gasoline Future (Consolidated) Sep 2024 2024-09-02 2573697.80000000 USD 20852.20000000 N N N SELECT WATER SOLUTIONS, INC. 54930094OK8LA3QDW486 81617J301 651.00000000 NS USD 6965.70000000 0.001176640405 Long EC US N 1 N N N LATTICE SEMICONDUCTOR CORPORATION 549300LRBBPZDQ2II567 518415104 -266.00000000 NS USD -15425.34000000 -0.00260563594 Short EC US N 1 N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135106 -23893.00000000 NS USD -4617322.25000000 -0.77995433673 Short EC US N 1 N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457108 4735.00000000 NS USD 4286974.30000000 0.724152228435 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912797LD7 7000000.00000000 PA USD 6863592.96000000 1.159392566700 Long DBT UST US N 2 2024-11-14 None 0.00000000 N N N N N N GENTHERM INCORPORATED HKM6YX1U5JS60TCUB219 37253A103 -1414.00000000 NS USD -69738.48000000 -0.01178016758 Short EC US N 1 N N N PMT CREDIT RISK TRANSFER TRUST N/A 69349MAA4 27388.91090000 PA USD 27386.63000000 0.004626127370 Long ABS-MBS US N 2 2031-11-27 Floating 9.14920920 N N N N N N EQUITY RESIDENTIAL 5493008RACSH5EP3PI59 29476L107 4628.00000000 NS USD 320905.52000000 0.054207100664 Long EC US N 1 N N N N/A N/A N/A 8.00000000 NC USD 593360.00000000 0.100229890872 N/A DCO US N 1 LIVE CATTLE FUTR AUG24 N/A Long Live Cattle Live Cattle Future(Consolidated) Aug 2024 2024-09-02 561718.32000000 USD 31641.68000000 N N N ON SEMICONDUCTOR CORPORATION ZV20P4CNJVT8V1ZGJ064 682189105 -630.00000000 NS USD -43186.50000000 -0.00729502862 Short EC US N 1 N N N N/A N/A N/A 63.00000000 NC USD 4939200.00000000 0.834325665700 N/A DCO GB N 1 LOW SU GASOIL G SEP24 N/A Long Gasoil GAS OIL FUT (ICE) Sep 2024 2024-09-15 4749295.66000000 USD 189904.34000000 N N N NOVANTA INC. N/A 67000B104 -100.00000000 NS USD -16311.00000000 -0.00275524091 Short EC US N 1 N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 959926AB2 277914.65300000 PA USD 277882.00000000 0.046939602493 Long ABS-MBS US Y 2 2026-07-15 Fixed 5.87000000 N N N N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222105 -1320.00000000 NS USD -311506.80000000 -0.05261947649 Short EC US N 1 N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BT6 552000.00000000 PA USD 544464.76000000 0.091970546513 Long DBT NUSS GB N 2 2173-01-26 Fixed 6.00000000 N N N Y Y STANDARD CHARTERED PLC GBP XXXX N N N MANHATTAN ASSOCIATES, INC. 529900Q1GJP7KD52SW51 562750109 82.00000000 NS USD 20227.76000000 0.003416856844 Long EC US N 1 N N N Xpel Inc 549300KWSE3IGXLJNW66 98379L100 -815.00000000 NS USD -28981.40000000 -0.00489551462 Short EC US N 1 N N N MASIMO CORPORATION 549300Q4A8JK0PIYCU29 574795100 338.00000000 NS USD 42567.72000000 0.007190504803 Long EC US N 1 N N N BERRY GLOBAL GROUP, INC. 549300G6KKUMMXM8NH73 08579W103 -924.00000000 NS USD -54377.40000000 -0.00918538638 Short EC US N 1 N N N THE FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130AKXZ4 200000.00000000 PA USD 186083.73000000 0.031433113036 Long DBT USGA US N 2 2026-02-26 Fixed 0.62000000 N N N N N N NORDIC AMERICAN TANKERS LIMITED 213800W4T8AMPKIPIU94 G65773106 7200.00000000 NS USD 28656.00000000 0.004840548322 Long EC US N 1 N N N ALNYLAM PHARMACEUTICALS, INC. 529900S3ZI14OWRJII50 02043Q107 735.00000000 NS USD 178605.00000000 0.030169812018 Long EC US N 1 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2R1 36000.00000000 PA USD 30055.74000000 0.005076991270 Long DBT CORP US N 2 2030-11-19 Fixed 2.55000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172109 22821.00000000 NS USD 2312451.93000000 0.390617508077 Long EC US N 1 N N N LIGHT & WONDER, INC. 529900JXALYBOHXKFM62 80874P109 -939.00000000 NS USD -98482.32000000 -0.01663555377 Short EC US N 1 N N N N/A N/A N/A -8120000.00000000 PA USD -8120000.00000000 -1.37162382683 Short RA US N 2 Reverse repurchase N 5.46000000 2050-12-31 7000000.00000000 USD 8526291.50000000 USD UST N N N XENIA HOTELS & RESORTS, INC. 54930075IWIPHF5IQL62 984017103 1562.00000000 NS USD 22383.46000000 0.003780995943 Long EC US N 1 N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513BK0 756000.00000000 PA USD 709321.54000000 0.119818020338 Long DBT CORP US N 2 2173-06-01 Fixed 4.00000000 N N N N N N AZENTA, INC. 35ZN6X1ANPH25YN32Y17 114340102 500.00000000 NS USD 26310.00000000 0.004444263901 Long EC US N 1 N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 12667GQL0 41125.43220000 PA USD 27883.47000000 0.004710053180 Long ABS-MBS US N 2 2035-07-25 Fixed 5.50000000 N N N N N N BRUKER CORPORATION LEBZ6VLQ6I8XB1NHVY15 116794108 410.00000000 NS USD 26162.10000000 0.004419280753 Long EC US N 1 N N N TELEFLEX INCORPORATED UUL85LWXB4NGSWWXIQ25 879369106 322.00000000 NS USD 67726.26000000 0.011440265014 Long EC US N 1 N N N OCTANE RECEIVABLES TRUST N/A 67578AAB4 636000.00000000 PA USD 607750.02000000 0.102660641402 Long ABS-MBS US Y 2 2028-09-20 Fixed 2.02000000 N N N N N N Equitrans Midstream Corporation 549300RH0NLJNZ5SXU64 294600101 9070.00000000 NS USD 117728.60000000 0.019886619810 Long EC US N 1 N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 02146TAR8 226902.13910000 PA USD 119307.62000000 0.020153346590 Long ABS-MBS US N 2 2036-08-25 Fixed 5.75000000 N N N N N N INDEPENDENCE REALTY TRUST, INC 549300Z3L8NU44NQEB29 45378A106 3070.00000000 NS USD 57531.80000000 0.009718225083 Long EC US N 1 N N N PERMIAN RESOURCES CORPORATION 529900NXUJPOKU7OJ511 71424F105 9436.00000000 NS USD 152391.40000000 0.025741831926 Long EC US N 1 N N N N/A N/A N/A 24.00000000 NC USD 2041200.00000000 0.344797851641 N/A DCO US N 1 COFFEE 'C' FUTURE SEP24 N/A Long Coffee Coffee C Future Sep 2024 2024-09-21 2047377.02000000 USD -6177.02000000 N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46642NBF2 8220070.22000000 PA USD 441.42000000 0.000074564309 Long DBT USGA US N 2 2047-09-15 Floating 0.82586880 N N N N N N UNDER ARMOUR, INC. 549300D4549QKWETZ406 904311107 -5429.00000000 NS USD -36211.43000000 -0.00611680544 Short EC US N 1 N N N BIOMARIN PHARMACEUTICAL INC. NSLL8ITTRR0J5HEMR848 09061G101 917.00000000 NS USD 75496.61000000 0.012752826246 Long EC US N 1 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AU3 735000.00000000 PA USD 734734.37000000 0.124110735010 Long DBT NUSS GB N 2 2171-12-27 Fixed 7.50000000 N N N Y Y LLOYDS BANKING GROUP PLC GBP XXXX N N N AMEDISYS, INC. 5299001RBS9GK9STN379 023436108 244.00000000 NS USD 22399.20000000 0.003783654731 Long EC US N 1 N N N QORVO, INC. 254900YAUJV2EUEVBR11 74736K101 -292.00000000 NS USD -33883.68000000 -0.00572360379 Short EC US N 1 N N N CBRE GROUP, INC. 52990016II9MJ2OSWA10 12504L109 3862.00000000 NS USD 344142.82000000 0.058132326569 Long EC US N 1 N N N Borr Drilling Limited 213800J2JPCTXLHQ5R78 G1466R173 3781.00000000 NS USD 24387.45000000 0.004119508312 Long EC US N 1 N N N BRUNSWICK CORPORATION YM4O38W15AX4YLLQKU27 117043109 -1586.00000000 NS USD -115413.22000000 -0.01949550769 Short EC US N 1 N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 05964HAV7 400000.00000000 PA USD 417591.80000000 0.070539268813 Long DBT NUSS ES N 2 2033-08-08 Fixed 6.92100000 N N N N N N N/A N/A N/A 9.00000000 NC USD 695790.00000000 0.117532283555 N/A DCO US N 1 COCOA FUTURE SEP24 N/A Long Cocoa Cocoa Future Sep 2024 2024-09-16 717311.13000000 USD -21521.13000000 N N N CaixaBank, S.A. 7CUNS533WID6K7DGFI87 12803RAH7 200000.00000000 PA USD 200406.03000000 0.033852424358 Long DBT NUSS ES N 2 2035-06-15 Fixed 6.03700000 N N N N N N STAG INDUSTRIAL, INC. 549300QWYX2W6FASVQ07 85254J102 2599.00000000 NS USD 93719.94000000 0.015831096398 Long EC US N 1 N N N N/A N/A N/A 16.00000000 NC USD 1029200.00000000 0.173851630858 N/A DCO GB N 1 LME PRI ALUM FUTR JAN25 N/A Long Aluminum Aluminium High Grade Composite Commodity Future Jan 2025 2025-01-16 1030920.79000000 USD -1720.79000000 N N N POTLATCHDELTIC CORPORATION 54930084YA8UJOTXDM59 737630103 1143.00000000 NS USD 45022.77000000 0.007605209862 Long EC US N 1 N N N TAPESTRY, INC. 549300LJNVY5SW3VTN33 876030AE7 9000.00000000 PA USD 9404.11000000 0.001588534648 Long DBT CORP US N 2 2030-11-27 Fixed 7.70000000 N N N N N N ANTERO MIDSTREAM CORPORATION N/A 03676B102 6643.00000000 NS USD 97917.82000000 0.016540198889 Long EC US N 1 N N N Fideicomiso Fibra Uno 54930011BLQ0JPRBAL73 P9406GAC2 462000.00000000 PA USD 450992.62000000 0.076181308290 Long DBT NUSS MX N 2 2026-01-30 Fixed 5.25000000 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAL5 153000.00000000 PA USD 141006.43000000 0.023818692010 Long DBT CORP US N 2 2026-09-20 Fixed 1.95000000 N N N N N N EBAY INC. OML71K8X303XQONU6T67 278642103 -3779.00000000 NS USD -203007.88000000 -0.03429192675 Short EC US N 1 N N N TRI POINTE HOMES, INC. N/A 87265H109 -2431.00000000 NS USD -90554.75000000 -0.01529643506 Short EC US N 1 N N N BIO-TECHNE CORPORATION 54930073RLKQ51TILZ35 09073M104 800.00000000 NS USD 57320.00000000 0.009682447999 Long EC US N 1 N N N NVR, Inc. 529900RWXR4JI3JYTV70 62944T105 -70.00000000 NS USD -531199.20000000 -0.08972973885 Short EC US N 1 N N N SENSIENT TECHNOLOGIES CORPORATION CMMZHMFZQG86EI7WZU92 81725T100 -200.00000000 NS USD -14838.00000000 -0.00250642294 Short EC US N 1 N N N NATIONAL FUEL GAS COMPANY 8JB38FFW1Y3C1HM8E841 636180101 862.00000000 NS USD 46711.78000000 0.007890516064 Long EC US N 1 N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XBV1 130000.00000000 PA USD 124498.01000000 0.021030103067 Long DBT CORP US N 2 2027-03-15 Fixed 3.65000000 N N N N N N SILVER OPTION Aug24C 32.5 N/A 01L75RDZ7 21.00000000 NC USD 16590.00000000 0.002802369370 N/A DIR US N 1 SILVER OPTION Aug24C 32.5 N/A Call Purchased N/A N/A 105000.00000000 32.50000000 USD 2024-07-28 XXXX -494.97000000 N N N WAYFAIR INC. 54930027N9ZAVYFDHK53 94419L101 -700.00000000 NS USD -36911.00000000 -0.00623497624 Short EC US N 1 N N N THE HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866108 2253.00000000 NS USD 414168.99000000 0.069961090519 Long EC US N 1 N N N EASTGROUP PROPERTIES, INC. 31TIGQQZC4P6JMHKSW85 277276101 583.00000000 NS USD 99168.30000000 0.016751428958 Long EC US N 1 N N N KINETIK HOLDINGS INC. N/A 02215L209 500.00000000 NS USD 20720.00000000 0.003500005627 Long EC US N 1 N N N MATADOR RESOURCES COMPANY 549300CI3Q2UUK5R4G79 576485205 2152.00000000 NS USD 128259.20000000 0.021665440237 Long EC US N 1 N N N CONNECTICUT AVENUE SECURITIES N/A 20754AAB9 319295.00000000 PA USD 321488.81000000 0.054305629538 Long ABS-MBS US Y 2 2041-12-25 Floating 6.98535000 N N N N N N CAVCO INDUSTRIES, INC. N/A 149568107 -168.00000000 NS USD -58156.56000000 -0.00982375903 Short EC US N 1 N N N Elastic N.V. 2549003I48WHHH937I59 N14506104 300.00000000 NS USD 34173.00000000 0.005772475496 Long EC US N 1 N N N THE CHEMOURS COMPANY 549300M1BOLNXL8DOV14 163851108 -712.00000000 NS USD -16069.84000000 -0.00271450436 Short EC US N 1 N N N BILL HOLDINGS, INC. 549300IBF9VZZIGOZW63 090043100 249.00000000 NS USD 13102.38000000 0.002213243423 Long EC US N 1 N N N NORWEGIAN CRUISE LINE HOLDINGS LTD. N/A G66721104 -5001.00000000 NS USD -93968.79000000 -0.01587313193 Short EC US N 1 N N N CHESAPEAKE UTILITIES CORPORATION 254900WW0FDCKAOCKE74 165303108 200.00000000 NS USD 21240.00000000 0.003587843606 Long EC US N 1 N N N ICON PUBLIC LIMITED COMPANY 6354008SRQGEMC4XFI67 G4705A100 437.00000000 NS USD 136986.39000000 0.023139630107 Long EC US N 1 N N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 015271109 2269.00000000 NS USD 265404.93000000 0.044831985929 Long EC US N 1 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAU7 404000.00000000 PA USD 385999.22000000 0.065202675774 Long DBT NUSS GB N 2 2033-08-11 Fixed 4.97600000 N N N N N N LULULEMON ATHLETICA INC. 549300D9GZ4BMLDW5T40 550021109 -2542.00000000 NS USD -759295.40000000 -0.12825956431 Short EC US N 1 N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034W106 1376.00000000 NS USD 72886.72000000 0.012311965740 Long EC US N 1 N N N Onespaworld Holdings Ltd 5493007W8PZ8W6UC2X76 P73684113 -1651.00000000 NS USD -25375.87000000 -0.00428647141 Short EC US N 1 N N N THE TRADE DESK, INC. 549300GXPD31VT3E0P46 88339J105 -4391.00000000 NS USD -428868.97000000 -0.07244419924 Short EC US N 1 N N N SIMON PROPERTY GROUP, INC. 529900GQL5X8H7AO3T64 828806109 4197.00000000 NS USD 637104.60000000 0.107619193293 Long EC US N 1 N N N CORE LABORATORIES INC. N/A 21867A105 900.00000000 NS USD 18261.00000000 0.003084633337 Long EC US N 1 N N N PATTERSON COMPANIES, INC. YM48Q2087CUE26GWEK09 703395103 900.00000000 NS USD 21708.00000000 0.003666897787 Long EC US N 1 N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03067BAB5 330037.33710000 PA USD 330142.16000000 0.055767346415 Long ABS-MBS US N 2 2026-10-19 Fixed 5.84000000 N N N N N N TAPESTRY, INC. 549300LJNVY5SW3VTN33 876030107 -5067.00000000 NS USD -216816.93000000 -0.03662454030 Short EC US N 1 N N N LOUISIANA-PACIFIC CORPORATION 549300C7E2UAO5BVRR75 546347105 -529.00000000 NS USD -43552.57000000 -0.00735686486 Short EC US N 1 N N N Virgolino de Oliveira Finance S.A. N/A 92824BAA4 660000.00000000 PA USD 66.00000000 0.000011148666 Long DBT NUSS BR N 2 2018-01-28 Fixed 10.50000000 Y N N N N N N/A N/A N/A 49.00000000 NC USD 1873760.00000000 0.316514022384 N/A DCO US N 1 NATURAL GAS FUTR JAN25 N/A Long Natural Gas Natural Gas Future Jan 2025 2024-12-30 1868420.57000000 USD 5339.43000000 N N N Embraer Netherlands Finance B.V. 724500PBR8LR26XBSP67 29082HAB8 670000.00000000 PA USD 665136.74000000 0.112354359690 Long DBT NUSS BR N 2 2027-02-01 Fixed 5.40000000 N N N N N N CASEY'S GENERAL STORES, INC. 549300CAFWSI86V66Q65 147528103 536.00000000 NS USD 204516.16000000 0.034546704190 Long EC US N 1 N N N NEWS CORPORATION 549300ITS31QK8VRBQ14 65249B109 -3620.00000000 NS USD -99803.40000000 -0.01685870953 Short EC US N 1 N N N NORDSTROM, INC. 549300S3IZB5P35KNV16 655664100 -1378.00000000 NS USD -29241.16000000 -0.00493939307 Short EC US N 1 N N N NETAPP, INC. QTX3D84DZDD5JYOCYH15 64110D104 -420.00000000 NS USD -54096.00000000 -0.00913785252 Short EC US N 1 N N N BELLRING BRANDS, INC. 549300S3BOK5CMTS8054 07831C103 2089.00000000 NS USD 119365.46000000 0.020163116876 Long EC US N 1 N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571903BD4 68000.00000000 PA USD 68050.99000000 0.011495118143 Long DBT CORP US N 2 2025-05-01 Fixed 5.75000000 N N N N N N CYTOKINETICS, INCORPORATED 549300BE5DY1HW7IHA64 23282W605 767.00000000 NS USD 41556.06000000 0.007019616015 Long EC US N 1 N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807108 -207.00000000 NS USD -220423.95000000 -0.03723383520 Short EC US N 1 N N N N/A N/A N/A 20.00000000 NC USD 597000.00000000 0.100844756726 N/A DCO US N 1 WHEAT FUTURE(CBT) DEC24 N/A Long Wheat Wheat Future (CBT) Dec 2024 2024-12-16 628219.59000000 USD -31219.59000000 N N N N/A N/A N/A -42.00000000 NC USD -954912.00000000 -0.16130296203 N/A DCO US N 1 SUGAR #11 (WORLD) OCT24 N/A Short Sugar Sugar #11 World Future Oct 2024 2024-10-03 -894948.01000000 USD -59963.99000000 N N N VAIL RESORTS, INC. 529900PSZHRNU9HKH870 91879Q109 -497.00000000 NS USD -89524.61000000 -0.01512242465 Short EC US N 1 N N N Viking Therapeutics Inc 529900IVC72YPFA25M37 92686J106 707.00000000 NS USD 37478.07000000 0.006330765245 Long EC US N 1 N N N COTY INC. 549300BO9IWPF3S48F93 222070203 5808.00000000 NS USD 58196.16000000 0.009830448237 Long EC US N 1 N N N AMERICAN AXLE & MANUFACTURING HOLDINGS, INC. N/A 024061103 -5130.00000000 NS USD -35858.70000000 -0.00605722257 Short EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912797GW1 6000000.00000000 PA USD 5918925.00000000 0.999820019609 Long DBT UST US N 2 2024-10-03 None 0.00000000 N N N N N N VERIS RESIDENTIAL, INC. 254900KTVBRYJCQU2J23 554489104 1108.00000000 NS USD 16620.00000000 0.002807436946 Long EC US N 1 N N N ACADIA REALTY TRUST N/A 004239109 1911.00000000 NS USD 34245.12000000 0.005784657948 Long EC US N 1 N N N STANDARD MOTOR PRODUCTS, INC. THGK1EO5B5HK0JHQVZ90 853666105 -716.00000000 NS USD -19854.68000000 -0.00335383647 Short EC US N 1 N N N AMEREN CORPORATION XRZQ5S7HYJFPHJ78L959 023608102 1961.00000000 NS USD 139446.71000000 0.023555225370 Long EC US N 1 N N N PLAINS ALL AMERICAN PIPELINE, L.P. 5521FA2ITF25TVH63740 72650RBP6 447000.00000000 PA USD 442894.15000000 0.074813321293 Long DBT CORP US N 2 2034-09-15 Fixed 5.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AXSW6 770194.26080000 PA USD 85753.89000000 0.014485477680 Long DBT USGA US N 2 2047-08-25 Floating 0.70017120 N N N N N N COCA-COLA CONSOLIDATED, INC. 57VG5X0E00X0QJU7CQ58 191098102 62.00000000 NS USD 67270.00000000 0.011363193944 Long EC US N 1 N N N ROBLOX CORPORATION N/A 771049103 2082.00000000 NS USD 77471.22000000 0.013086375769 Long EC US N 1 N N N HUNTSMAN CORPORATION 5299000V56320A7RIQ67 447011107 -466.00000000 NS USD -10610.82000000 -0.00179237112 Short EC US N 1 N N N N/A N/A N/A 13.00000000 NC USD 392112.50000000 0.066235326083 N/A DCO US N 1 KC HRW WHEAT FUT DEC24 N/A Long Wheat WHEAT FUTURE(Consolidated) Dec 2024 2024-12-16 410199.08000000 USD -18086.58000000 N N N N/A N/A N/A 20.00000000 NC USD 615500.00000000 0.103969761750 N/A DCO US N 1 WHEAT FUTURE(CBT) MAR25 N/A Long Wheat Wheat Future (CBT) Mar 2025 2025-03-17 699063.83000000 USD -83563.83000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 10400000.00000000 NC USD 578927.65000000 0.097791989994 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2027-04-04 438843.56000000 USD 0.00000000 USD -10400000.00000000 USD 140084.09000000 N N N CELSIUS HOLDINGS, INC. N/A 15118V207 2041.00000000 NS USD 116520.69000000 0.019682580630 Long EC US N 1 N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466L302 2013.00000000 NS USD 517542.30000000 0.087422826363 Long EC US N 1 N N N TOPBUILD CORP. 5493007YSKHOL4RWII46 89055F103 -701.00000000 NS USD -270074.27000000 -0.04562072706 Short EC US N 1 N N N SFL CORPORATION LTD. 549300RLYYPSB0C7RH77 G7738W106 3000.00000000 NS USD 41640.00000000 0.007033795092 Long EC US N 1 N N N PERRIGO COMPANY PUBLIC LIMITED COMPANY 549300IFOQS6R1QLY196 G97822103 900.00000000 NS USD 23112.00000000 0.003904060330 Long EC US N 1 N N N PRESTIGE CONSUMER HEALTHCARE INC. N/A 74112D101 315.00000000 NS USD 21687.75000000 0.003663477173 Long EC US N 1 N N N FLAGSHIP CREDIT AUTO TRUST N/A 33843EAC5 361233.73890000 PA USD 360975.75000000 0.060975731478 Long ABS-MBS US Y 2 2027-04-15 Fixed 5.76000000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 30711XLT9 352500.40960000 PA USD 363075.42000000 0.061330406035 Long DBT USGA US N 2 2029-11-25 Floating 8.29982880 N N N N N N NUCOR CORPORATION 549300GGJCRSI2TIEJ46 670346105 -1613.00000000 NS USD -254983.04000000 -0.04307152870 Short EC US N 1 N N N N/A N/A N/A 29.00000000 NC USD 976140.00000000 0.164888778611 N/A DCO US N 1 SOYBEAN MEAL FUTR JAN25 N/A Long Soybean Meal Soybean Meal Future Jan 2025 2025-01-17 1040025.01000000 USD -63885.01000000 N N N FRONTIER COMMUNICATIONS PARENT, INC. N/A 35909D109 3226.00000000 NS USD 84456.68000000 0.014266354017 Long EC US N 1 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KP37 419855.52900000 PA USD 427425.10000000 0.072200301889 Long DBT USGA US Y 2 2043-03-25 Floating 7.43535000 N N N N N N H & R BLOCK, INC. 549300CE3KUCWLZBG404 093671105 -1772.00000000 NS USD -96095.56000000 -0.01623238420 Short EC US N 1 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AQ1 212000.00000000 PA USD 214193.14000000 0.036181331818 Long DBT NUSS GB N 2 2172-06-30 Fixed 8.12500000 N N N Y Y NATWEST GROUP PLC GBP XXXX N N N CABOT CORPORATION K05C0SER542GQ6VLRO68 127055101 -249.00000000 NS USD -22880.61000000 -0.00386497411 Short EC US N 1 N N N TKO GROUP HOLDINGS, INC. N/A 87256C101 400.00000000 NS USD 43196.00000000 0.007296633352 Long EC US N 1 N N N ECOLAB INC. 82DYEISM090VG8LTLS26 278865100 -1579.00000000 NS USD -375802.00000000 -0.06348016962 Short EC US N 1 N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441C204 5376.00000000 NS USD 538836.48000000 0.091019822011 Long EC US N 1 N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480100 -220.00000000 NS USD -181392.20000000 -0.03064062358 Short EC US N 1 N N N Ingles Markets, Incorporated 549300XH5RYBMYP8TF26 457030104 244.00000000 NS USD 16740.84000000 0.002827849141 Long EC US N 1 N N N CITIGROUP GLOBAL MARKETS INC. 6SHGI4ZSSLCXXQSBB395 CDS858877 -3116.34000000 NC USD -415.25000000 -0.00007014369 N/A DCR US N 2 CITIGROUP GLOBAL MARKETS INC. 6SHGI4ZSSLCXXQSBB395 Y 2063-05-11 0.00000000 USD -311.57000000 USD -3116.34000000 USD -103.68000000 N N N NORTHWESTERN ENERGY GROUP, INC. 254900N1WG46G1VMDM34 668074305 312.00000000 NS USD 15624.96000000 0.002639355594 Long EC US N 1 N N N QUANTUMSCAPE CORPORATION N/A 74767V109 -13339.00000000 NS USD -65627.88000000 -0.01108580836 Short EC US N 1 N N N N/A N/A N/A 12.00000000 NC USD 1245384.00000000 0.210369257137 N/A DCO US N 1 GASOLINE RBOB FUT SEP24 N/A Long Unleaded Gas RBOB Unleaded Gasoline Future (Consolidated) Sep 2024 2024-09-02 1193266.75000000 USD 52117.25000000 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3C3 155000.00000000 PA USD 134923.24000000 0.022791124479 Long DBT CORP US N 2 2028-08-19 Fixed 1.98500000 N N N N N N CaixaBank, S.A. 7CUNS533WID6K7DGFI87 12803RAB0 343000.00000000 PA USD 349549.96000000 0.059045696281 Long DBT NUSS ES N 2 2027-09-13 Fixed 6.68400000 N N N N N N N/A N/A N/A 21.00000000 NC USD 1064805.00000000 0.179865998636 N/A DCO US N 1 PLATINUM FUTURE OCT24 N/A Long Platinum PLATINUM FUTURE(Consolidated) Oct 2024 2024-11-01 1075000.40000000 USD -10195.40000000 N N N NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST N/A 63875FAA4 265991.12640000 PA USD 247717.70000000 0.041844273355 Long ABS-MBS US N 2 2036-07-15 Floating 6.90800040 N N N N N N OGE ENERGY CORP. CE5OG6JPOZMDSA0LAQ19 670837103 1237.00000000 NS USD 44160.90000000 0.007459623479 Long EC US N 1 N N N REPLIGEN CORPORATION 54930006QJ0T5AUO1E71 759916109 337.00000000 NS USD 42482.22000000 0.007176062212 Long EC US N 1 N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429109 3111.00000000 NS USD 140586.09000000 0.023747688517 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912797KM8 8000000.00000000 PA USD 7898983.36000000 1.334289874916 Long DBT UST US N 2 2024-09-26 None 0.00000000 N N N N N N THE ANDERSONS, INC. L38MWB8MVRFV7HVJPU11 034164103 700.00000000 NS USD 34720.00000000 0.005864874294 Long EC US N 1 N N N ARROW ELECTRONICS, INC. 549300YNNLBXT8N8R512 042735100 -113.00000000 NS USD -13645.88000000 -0.00230505100 Short EC US N 1 N N N NXP B.V. 724500RKKW4NOJ9YQF60 62947QBC1 317000.00000000 PA USD 321212.96000000 0.054259033180 Long DBT NUSS CN N 2 2028-12-01 Fixed 5.55000000 N N N N N N ENCOMPASS HEALTH CORPORATION 549300FVRPM9DRQZRG64 29261A100 577.00000000 NS USD 49500.83000000 0.008361640132 Long EC US N 1 N N N COUNTRYWIDE HOME LOANS INC N/A 1266942E7 118816.40400000 PA USD 51698.56000000 0.008732878905 Long ABS-MBS US N 2 2036-05-25 Fixed 6.00000000 N N N N N N BOYD GAMING CORPORATION 254900787YGRYS2A1Z35 103304101 -1116.00000000 NS USD -61491.60000000 -0.01038711129 Short EC US N 1 N N N RIVIAN AUTOMOTIVE, INC. 25490004LNKJ84MFYY24 76954A103 -27285.00000000 NS USD -366164.70000000 -0.06185224471 Short EC US N 1 N N N PENSKE AUTOMOTIVE GROUP, INC. 549300W7UTQ0M4C7LB15 70959W103 -200.00000000 NS USD -29804.00000000 -0.00503446755 Short EC US N 1 N N N TEGNA INC. 549300YC5EDBGX85AO10 87901J105 -2300.00000000 NS USD -32062.00000000 -0.00541588708 Short EC US N 1 N N N PHILLIPS EDISON & COMPANY, INC. 549300JPN4YHYPXTJQ85 71844V201 1658.00000000 NS USD 54233.18000000 0.009161024863 Long EC US N 1 N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579102 -583.00000000 NS USD -88569.36000000 -0.01496106459 Short EC US N 1 N N N HIGHWOODS PROPERTIES, INC. ZIIGTYKL9T0X3HLTDX53 431284108 1522.00000000 NS USD 39982.94000000 0.006753885858 Long EC US N 1 N N N THE FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130AWLH1 800000.00000000 PA USD 800780.35000000 0.135267168487 Long DBT USGA US N 2 2025-07-10 Floating 5.50000080 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMT6 147000.00000000 PA USD 147001.49000000 0.024831372692 Long DBT CORP US N 2 2034-02-15 Fixed 5.40000000 N N N N N N PVH CORP. 123WALMHY1GZXG2YDL90 693656100 -1368.00000000 NS USD -144830.16000000 -0.02446459338 Short EC US N 1 N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231G102 93330.66000000 NS USD 10744225.58000000 1.814905887485 Long EC US N 1 N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364G103 1475.00000000 NS USD 157825.00000000 0.026659671240 Long EC US N 1 N N N N/A N/A N/A 16.00000000 NC USD 1658184.96000000 0.280099261136 N/A DCO GB N 1 LME NICKEL FUTURE SEP24 N/A Long Nickel Nickel Composite Commodity Future Sep 2024 2024-09-19 1694958.00000000 USD -36773.04000000 N N N AMERICOLD REALTY TRUST, INC. 894500O3S3W62PQPO460 03064D108 3912.00000000 NS USD 99912.48000000 0.016877135242 Long EC US N 1 N N N AIRBNB, INC. 549300HMUDNO0RY56D37 009066101 -4695.00000000 NS USD -711902.85000000 -0.12025405313 Short EC US N 1 N N N THE CLOROX COMPANY 54930044KVSC06Z79I06 189054109 1847.00000000 NS USD 252060.09000000 0.042577786359 Long EC US N 1 N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813109 3104.00000000 NS USD 103828.80000000 0.017538676846 Long EC US N 1 N N N N/A N/A N/A 4.00000000 NC USD 428215.20000000 0.072333764942 N/A DCO US N 1 NY HARB ULSD FUT SEP24 N/A Long Heating Oil Heating Oil Future Sep 2024 2024-09-02 414017.44000000 USD 14197.76000000 N N N Qiagen N.V. 54930036WK3GMCN17Z57 N72482149 953.00000000 NS USD 39158.77000000 0.006614667729 Long EC US N 1 N N N FOUR CORNERS PROPERTY TRUST, INC. 549300SVTPZPBDVNER42 35086T109 1654.00000000 NS USD 40804.18000000 0.006892609054 Long EC US N 1 N N N INGEVITY CORPORATION 5493009UTFC4B5IMGF87 45688C107 -74.00000000 NS USD -3234.54000000 -0.00054637587 Short EC US N 1 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KHE2 158755.70840000 PA USD 159789.35000000 0.026991487651 Long DBT USGA US N 2 2034-01-25 Floating 6.98535000 N N N N N N ARCHROCK INC. 549300K3RIHMHDVFTL28 03957W106 3190.00000000 NS USD 64501.80000000 0.010895591841 Long EC US N 1 N N N N/A N/A 36261CAA9 293113.56000000 PA USD 281340.92000000 0.047523880459 Long DBT USGA US N 2 2026-08-17 Fixed 1.43280000 N N N N N N HECLA MINING COMPANY 5493009Y6HOBZD1QD537 422704106 -5000.00000000 NS USD -24250.00000000 -0.00409629036 Short EC US N 1 N N N L STREET SECURITIES N/A 949771AG4 30263.77530000 PA USD 31490.74000000 0.005319390308 Long ABS-MBS US N 2 2025-11-25 Floating 10.94982840 N N N N N N BRINKER INTERNATIONAL, INC. 52990067JY6PBGJNTG76 109641100 -600.00000000 NS USD -43434.00000000 -0.00733683612 Short EC US N 1 N N N ROSS STORES, INC. 549300ENZFLPGRDFZQ60 778296103 -2435.00000000 NS USD -353854.20000000 -0.05977276501 Short EC US N 1 N N N AVANTOR, INC. N/A 05352A100 4305.00000000 NS USD 91266.00000000 0.015416578839 Long EC US N 1 N N N BOOT BARN HOLDINGS, INC. 529900QE1BFMYA3N4E71 099406100 -210.00000000 NS USD -27075.30000000 -0.00457353775 Short EC US N 1 N N N BROWN-FORMAN CORPORATION 549300873K3LXF7ARU34 115637209 2502.00000000 NS USD 108061.38000000 0.018253640833 Long EC US N 1 N N N CONTINENTAL RESOURCES, INC. XXRTID9RYWOZ0UPIVR53 212015AU5 1050000.00000000 PA USD 974855.64000000 0.164671825559 Long DBT CORP US N 2 2026-11-15 Fixed 2.26800000 N N N N N N Amdocs Limited 549300HQV672RJ7RQV66 G02602103 208.00000000 NS USD 16415.36000000 0.002772869322 Long EC US N 1 N N N BLOCK, INC. 549300OHIIUWSTIZME52 852234AR4 242000.00000000 PA USD 245240.39000000 0.041425808155 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N CLEARWAY ENERGY, INC. 549300LHAZ9HA9G3XC48 18539C204 983.00000000 NS USD 24270.27000000 0.004099714361 Long EC US N 1 N N N MGE ENERGY, INC. N/A 55277P104 425.00000000 NS USD 31756.00000000 0.005364197813 Long EC US N 1 N N N WILLIAMS-SONOMA, INC. 549300IARG6YWVTZ1I92 969904101 -494.00000000 NS USD -139490.78000000 -0.02356266963 Short EC US N 1 N N N Hims & Hers Health Inc N/A 433000106 2139.00000000 NS USD 43186.41000000 0.007295013417 Long EC US N 1 N N N FLOOR & DECOR HOLDINGS, INC. 549300M5FR3N688XGQ36 339750101 -824.00000000 NS USD -81913.84000000 -0.01383681954 Short EC US N 1 N N N WATERS CORPORATION 5T547R1474YC9HOD8Q74 941848103 324.00000000 NS USD 93998.88000000 0.015878214717 Long EC US N 1 N N N ABERCROMBIE & FITCH CO. 5493000J7LL72TOGT983 002896207 -400.00000000 NS USD -71136.00000000 -0.01201623553 Short EC US N 1 N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244109 -12844.00000000 NS USD -999905.40000000 -0.16890321074 Short EC US N 1 N N N ADVANCE AUTO PARTS, INC. 529900UCNQ5H9FSL0Y70 00751Y106 -596.00000000 NS USD -37744.68000000 -0.00637580079 Short EC US N 1 N N N LENNAR CORPORATION 529900G61XVRLX5TJX09 526057104 -5534.00000000 NS USD -829380.58000000 -0.14009829618 Short EC US N 1 N N N DXC TECHNOLOGY COMPANY 549300DOVZ3EDJB7O259 23355L106 800.00000000 NS USD 15272.00000000 0.002579733877 Long EC US N 1 N N N NATERA, INC. N/A 632307104 559.00000000 NS USD 60534.11000000 0.010225372858 Long EC US N 1 N N N LAD AUTO RECEIVABLES TRUST N/A 501683AA4 18917.78560000 PA USD 18860.01000000 0.003185817621 Long ABS-MBS US Y 2 2026-08-17 Fixed 1.30000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 2717000.00000000 NC USD 88525.43000000 0.014953643973 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2025-08-04 68742.86000000 USD 0.00000000 USD -2717000.00000000 USD 19782.57000000 N N N N/A N/A N/A 56.00000000 NC USD 4424000.00000000 0.747298498756 N/A DCO US N 1 WTI CRUDE FUTURE NOV24 N/A Long Crude Oil WTI Crude Oil Future (NYM Consolidated) Nov 2024 2024-10-25 4356323.15000000 USD 67676.85000000 N N N CONNECTICUT AVENUE SECURITIES N/A 20754KAB7 469114.00000000 PA USD 472656.28000000 0.079840716200 Long DBT USGA US Y 2 2041-11-25 Floating 7.33534920 N N N N N N Duolingo Inc N/A 26603R106 -342.00000000 NS USD -71365.14000000 -0.01205494167 Short EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CFD8 2800000.00000000 PA USD 2799437.31000000 0.472878684250 Long SN UST US N 2 2024-07-31 Floating 5.34220200 N N N N N N REX AMERICAN RESOURCES CORPORATION N/A 761624105 327.00000000 NS USD 14907.93000000 0.002518235467 Long EC US N 1 N N N ZOOM VIDEO COMMUNICATIONS, INC. 549300T9GCHU0ODOM055 98980L101 390.00000000 NS USD 23084.10000000 0.003899347485 Long EC US N 1 N N N DANAHER CORPORATION S4BKK9OTCEWQ3YHPFM11 235851102 3749.00000000 NS USD 936687.65000000 0.158224519586 Long EC US N 1 N N N DIAMOND OFFSHORE DRILLING, INC. F14FQJ2EEHW5VPYUHL14 25271C201 1465.00000000 NS USD 22692.85000000 0.003833257852 Long EC US N 1 N N N GARTNER, INC. PP55B5R38BFB8O8HH686 366651107 159.00000000 NS USD 71400.54000000 0.012060921417 Long EC US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 18720000.00000000 NC USD 2874877.00000000 0.485621895616 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2031-05-21 2554818.03000000 USD 0.00000000 USD -18720000.00000000 USD 320058.97000000 N N N JBG SMITH PROPERTIES N/A 46590V100 1501.00000000 NS USD 22860.23000000 0.003861531546 Long EC US N 1 N N N WEATHERFORD INTERNATIONAL PUBLIC LIMITED COMPANY 529900LPBDSCQDJKHQ39 G48833118 1397.00000000 NS USD 171062.65000000 0.028895764362 Long EC US N 1 N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 N/A 117000.00000000 PA 87754.08000000 0.014823348156 Long DBT NUSS FR N 2 2028-01-15 Fixed 3.37500000 N N N N N N N/A N/A N/A 38.00000000 NC USD 4171925.00000000 0.704718193811 N/A DCO US N 1 COPPER FUTURE SEP24 N/A Long Copper COPPER FUTURE (Consolidated) Sep 2024 2024-09-29 4553149.26000000 USD -381224.26000000 N N N N/A N/A N/A 9.00000000 NC USD 236466.00000000 0.039943645299 N/A DCO US N 1 SOYBEAN OIL FUTR DEC24 N/A Long Soybean Oil Soybean Oil Future Dec 2024 2024-12-16 238647.25000000 USD -2181.25000000 N N N TWILIO INC. 5493004W8TRGD63APX93 90138F102 500.00000000 NS USD 28405.00000000 0.004798149606 Long EC US N 1 N N N Essential Utilities, Inc. 549300ILTEOF3E3QY357 29670G102 1820.00000000 NS USD 67940.60000000 0.011476471153 Long EC US N 1 N N N URBAN EDGE PROPERTIES N/A 91704F104 2241.00000000 NS USD 41391.27000000 0.006991779822 Long EC US N 1 N N N DEUTSCHE BANK AG NEW YORK BRANCH N/A 25160PAN7 177000.00000000 PA USD 181307.85000000 0.030626375252 Long DBT NUSS DE N 2 2027-07-13 Fixed 7.14600000 N N N N N N N/A N/A N/A 24.00000000 NC USD 2020500.00000000 0.341301224398 N/A DCO US N 1 COFFEE 'C' FUTURE DEC24 N/A Long Coffee Coffee C Future Dec 2024 2024-12-21 2026731.85000000 USD -6231.85000000 N N N REXFORD INDUSTRIAL REALTY, INC 549300MSLO0DF0EMX355 76169C100 2618.00000000 NS USD 116736.62000000 0.019719055351 Long EC US N 1 N N N CROWDSTRIKE HOLDINGS, INC. 549300YBY08K9KM4HX32 22788C105 466.00000000 NS USD 178566.54000000 0.030163315386 Long EC US N 1 N N N GOLDMAN SACHS & CO. LLC KD3XUN7C6T14HNAYLU02 CDS878196 -7123.07000000 NC USD -949.15000000 -0.00016032964 N/A DCR US N 2 GOLDMAN SACHS & CO. LLC KD3XUN7C6T14HNAYLU02 Y 2063-05-11 0.00000000 USD -515.47000000 USD -7123.07000000 USD -433.68000000 N N N DUKE ENERGY CAROLINAS NC STORM FUNDING LLC N/A 26443KAB1 403000.00000000 PA USD 313326.06000000 0.052926784416 Long DBT CORP US N 2 2041-07-01 Fixed 2.61700000 N N N N N N N/A N/A N/A 9.00000000 NC USD 693000.00000000 0.117060999014 N/A DCO GB N 1 LOW SU GASOIL G JAN25 N/A Long Gasoil GAS OIL FUT (ICE) Jan 2025 2025-01-13 687207.74000000 USD 5792.26000000 N N N N/A N/A N/A -25794750.00000000 PA USD -25794750.00000000 -4.35722828905 Short RA US N 2 Reverse repurchase N 5.40000000 2050-12-31 21100000.00000000 USD 26381349.93000000 USD UST N N N JUNIPER NETWORKS, INC. AUHIXNGG7U2U7JEHM527 48203R104 -322.00000000 NS USD -11740.12000000 -0.00198313156 Short EC US N 1 N N N TRONOX HOLDINGS PLC 549300NRVC84SGJSXV06 G9087Q102 -1296.00000000 NS USD -20334.24000000 -0.00343484336 Short EC US N 1 N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HDA0 486000.00000000 PA USD 498616.67000000 0.084225924264 Long DBT CORP US N 2 2034-06-08 Fixed 6.37700000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBA7 450000.00000000 PA USD 447017.49000000 0.075509832548 Long DBT CORP US N 2 2034-09-01 Fixed 5.60000000 N N N N N N NORTHERN OIL AND GAS, INC. OKFF0PIZDDMNH4UCYE51 665531307 1722.00000000 NS USD 64006.74000000 0.010811966707 Long EC US N 1 N N N NEUBERGER BERMAN LOAN ADVISERS LLC N/A 64134AAA0 690279.00000000 PA USD 691610.55000000 0.116826294244 Long ABS-CBDO CORP KY Y 2 2035-07-17 Floating 6.70867920 N N N N N N CARVANA CO. 5493003WEAK2PJ5WS063 146869102 -691.00000000 NS USD -88945.52000000 -0.01502460523 Short EC US N 1 N N N TAKE-TWO INTERACTIVE SOFTWARE, INC. BOMSTHHJK882EWYX3334 874054109 826.00000000 NS USD 128434.74000000 0.021695092312 Long EC US N 1 N N N INARI MEDICAL, INC. 254900K1GAHHPGQGTS83 45332Y109 438.00000000 NS USD 21089.70000000 0.003562455051 Long EC US N 1 N N N MINERALS TECHNOLOGIES INC. 549300D3I1QU67GP6403 603158106 -344.00000000 NS USD -28607.04000000 -0.00483227803 Short EC US N 1 N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AQ8 324000.00000000 PA USD 325946.36000000 0.055058595276 Long DBT NUSS FR N 2 2035-01-10 Fixed 6.25100000 N N N N N N Government National Mortgage Association N/A 38380GQ64 477228.86200000 PA USD 47230.58000000 0.007978151340 Long DBT USGA US N 2 2047-09-20 Floating 0.74684880 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95000KBH7 925000.00000000 PA USD 842055.44000000 0.142239323277 Long ABS-MBS US N 2 2049-11-15 Floating 4.53732840 N N N N N N VENTAS, INC. ORQTRC074CWLT3DKHT41 92276F100 4977.00000000 NS USD 255121.02000000 0.043094836177 Long EC US N 1 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KPU7 340742.63670000 PA USD 340686.07000000 0.057548415157 Long DBT USGA US Y 2 2042-01-25 Floating 6.33534840 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DB8 62000.00000000 PA USD 56779.49000000 0.009591145487 Long DBT CORP US N 2 2028-02-01 Fixed 3.25000000 N N N N N N WEST PHARMACEUTICAL SERVICES, INC. 5493007NKRGM1RJQ1P16 955306105 383.00000000 NS USD 126156.37000000 0.021310231896 Long EC US N 1 N N N ANTERO RESOURCES CORPORATION APVBKPOULHUX7YZLKU17 03674X106 5484.00000000 NS USD 178942.92000000 0.030226893191 Long EC US N 1 N N N BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST N/A 054966AA4 1610000.00000000 PA USD 1605423.90000000 0.271186905591 Long ABS-MBS US N 2 2033-11-15 Floating 6.37599960 N N N N N N N/A N/A N/A 13.00000000 NC USD 961350.00000000 0.162390463783 N/A DCO US N 1 LIVE CATTLE FUTR OCT24 N/A Long Live Cattle Live Cattle Future(Consolidated) Oct 2024 2024-11-03 962716.40000000 USD -1366.40000000 N N N EPAM SYSTEMS, INC. 549300XCR4R530HJP604 29414B104 131.00000000 NS USD 24642.41000000 0.004162575949 Long EC US N 1 N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DL6 160000.00000000 PA USD 163823.93000000 0.027673005639 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N MAGNETITE CLO, LIMITED N/A 55954YAJ4 1127158.00000000 PA USD 1129649.02000000 0.190819398003 Long ABS-CBDO CORP KY Y 2 2034-07-25 Floating 6.70515840 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106103 -27034.00000000 NS USD -2037552.58000000 -0.34418173240 Short EC US N 1 N N N L STREET SECURITIES N/A 949771AC3 131084.93480000 PA USD 135248.42000000 0.022846053622 Long ABS-MBS US N 2 2025-11-25 Floating 10.69983000 N N N N N N N/A N/A N/A 12.00000000 NC USD 919800.00000000 0.155371871418 N/A DCO US N 1 WTI CRUDE FUTURE MAR25 N/A Long Crude Oil WTI Crude Oil Future (NYM Consolidated) Mar 2025 2025-02-23 888735.52000000 USD 31064.48000000 N N N N/A N/A N/A -72.00000000 NC USD -5566320.00000000 -0.94025826844 N/A DCO US N 1 COCOA FUTURE SEP24 N/A Short Cocoa Cocoa Future Sep 2024 2024-09-16 -6306237.99000000 USD 739917.99000000 N N N GE HEALTHCARE TECHNOLOGIES INC. 549300OI9J7XOWZMUN85 36266G107 2289.00000000 NS USD 178358.88000000 0.030128237627 Long EC US N 1 N N N DARDEN RESTAURANTS, INC. CY1NFSCCB5GUXC7WZC70 237194105 -1411.00000000 NS USD -213512.52000000 -0.03606636203 Short EC US N 1 N N N SCORPIO TANKERS INC. 549300NVJUH16NXG8K87 Y7542C130 858.00000000 NS USD 69746.82000000 0.011781576374 Long EC US N 1 N N N REVVITY, INC. 549300IKL1SDPFI7N655 714046109 669.00000000 NS USD 70151.34000000 0.011849907565 Long EC US N 1 N N N VITAL ENERGY, INC. 549300X0PTWU2QSLSL14 516806205 438.00000000 NS USD 19631.16000000 0.003316079655 Long EC US N 1 N N N Mirati Therapeutics Inc 529900GYRW59IDQV6N54 60468T105 600.00000000 NS USD 0.01000000 0.000000001689 Long EC US N 1 N N N Aegea Finance S.a r.l. 213800V6WTKUT1XWIZ47 L01343AA7 223000.00000000 PA USD 216711.40000000 0.036606714259 Long DBT NUSS BR N 2 2029-05-20 Fixed 6.75000000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KL31 741785.55650000 PA USD 754843.58000000 0.127507566485 Long DBT USGA US N 2 2052-03-25 Floating 7.83534960 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558103 6867.00000000 NS USD 471144.87000000 0.079585410046 Long EC US N 1 N N N BEAZER HOMES USA, INC. 549300DUPYT2T0F60I45 07556Q881 -400.00000000 NS USD -10992.00000000 -0.00185675974 Short EC US N 1 N N N PARK HOTELS & RESORTS INC. 5493005UZ5TQN0H6HS73 700517105 3265.00000000 NS USD 48909.70000000 0.008261786931 Long EC US N 1 N N N N/A N/A N/A 9.00000000 NC USD 251460.00000000 0.042476419642 N/A DCO US N 1 LEAN HOGS FUTURE DEC24 N/A Long Hogs LEAN HOGS FUTURE(Consolidated) Dec 2024 2024-12-16 284726.87000000 USD -33266.87000000 N N N UNITED AUTO CREDIT SECURITIZATION TRUST N/A 90945DAA8 105839.80000000 PA USD 105877.06000000 0.017884667267 Long ABS-MBS US Y 2 2026-08-10 Fixed 6.17000000 N N N N N N BURLINGTON STORES, INC. 5299003Z37DVGKKC1W09 122017106 -487.00000000 NS USD -116880.00000000 -0.01974327498 Short EC US N 1 N N N HOVNANIAN ENTERPRISES, INC. 549300805N4EF0ROBT53 442487401 -165.00000000 NS USD -23416.80000000 -0.00395554690 Short EC US N 1 N N N N/A N/A N/A 29.00000000 NC USD 1621100.00000000 0.273834899713 N/A DCO US N 1 SOYBEAN FUTURE JAN25 N/A Long Soybeans Soybean Future Jan 2025 2025-01-17 1730943.32000000 USD -109843.32000000 N N N Xencor Inc 549300V5IF65437JKG30 98401F105 72.00000000 NS USD 1362.96000000 0.000230230099 Long EC US N 1 N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650ED8 324000.00000000 PA USD 323125.49000000 0.054582096199 Long DBT CORP US N 2 2034-06-01 Fixed 5.70000000 N N N N N N SL GREEN REALTY CORP. 549300VQZPJU97H3GT17 78440X887 768.00000000 NS USD 43499.52000000 0.007347903705 Long EC US N 1 N N N BEST BUY CO., INC. HL5XPTVRV0O8TUN5LL90 086516101 -1324.00000000 NS USD -111599.96000000 -0.01885137490 Short EC US N 1 N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00834HAA2 14000.74180000 PA USD 13885.85000000 0.002345586541 Long ABS-MBS US Y 2 2027-02-15 Fixed 1.75000000 N N N N N N CHURCHILL DOWNS INCORPORATED 529900FODTBQC8MIS994 171484108 -874.00000000 NS USD -122010.40000000 -0.02060989800 Short EC US N 1 N N N MADRIGAL PHARMACEUTICALS, INC. 549300CHIMT2EUSNJB60 558868105 43.00000000 NS USD 12046.88000000 0.002034949217 Long EC US N 1 N N N ALPHA METALLURGICAL RESOURCES, INC. N/A 020764106 -114.00000000 NS USD -31980.42000000 -0.00540210665 Short EC US N 1 N N N CONSTELLATION ENERGY CORPORATION. 549300F8Y20RYGNGV346 21037T109 2324.00000000 NS USD 465427.48000000 0.078619633156 Long EC US N 1 N N N N/A N/A N/A -17307065.96000000 PA USD -17307065.96000000 -2.92349557183 Short RA US N 2 Reverse repurchase N 5.45000000 2050-12-31 13900000.00000000 USD 17379183.13000000 USD UST N N N PEABODY ENERGY CORPORATION EJCO258LNNVSKAR2JX59 704551100 2841.00000000 NS USD 62842.92000000 0.010615375174 Long EC US N 1 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAH4 352000.00000000 PA USD 351075.76000000 0.059303433182 Long DBT CORP US N 2 2024-12-15 Fixed 5.50000000 N N N N N N NEW JERSEY RESOURCES CORPORATION 549300QKBSQBIX4DQ583 646025106 445.00000000 NS USD 19019.30000000 0.003212724759 Long EC US N 1 N N N SANDRIDGE ENERGY, INC. W1MKPVGS6I5155L7VV67 80007P869 1300.00000000 NS USD 16809.00000000 0.002839362673 Long EC US N 1 N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148BAD0 122000.00000000 PA USD 122216.92000000 0.020644783191 Long DBT CORP US N 2 2173-05-10 Floating 8.46118080 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508104 -1573.00000000 NS USD -305995.69000000 -0.05168854425 Short EC US N 1 N N N DIAMOND ISSUER LLC N/A 25267TAN1 839158.00000000 PA USD 756660.96000000 0.127814556843 Long ABS-MBS US Y 2 2051-11-20 Fixed 2.30500000 N N N N N N VAALCO ENERGY, INC. 549300CFHFVIWB8M6T24 91851C201 4100.00000000 NS USD 25707.00000000 0.004342405630 Long EC US N 1 N N N N/A N/A N/A 18.00000000 NC USD 536940.00000000 0.090699470145 N/A DCO US N 1 LEAN HOGS FUTURE FEB25 N/A Long Hogs LEAN HOGS FUTURE(Consolidated) Feb 2025 2025-02-17 562358.70000000 USD -25418.70000000 N N N COUPANG, INC. 549300XR4L1D80AK4W76 22266T109 -8658.00000000 NS USD -181385.10000000 -0.03063942426 Short EC US N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160104 13347.00000000 NS USD 1950797.52000000 0.329527137900 Long EC US N 1 N N N APCOA Holdings GmbH 529900H8FIYAOV5FUW68 N/A 237000.00000000 PA 248417.56000000 0.041962493140 Long DBT NUSS DE N 2 2027-01-15 Fixed 4.62500000 N N N N N N CLEVELAND-CLIFFS INC. 549300TM2WLI2BJMDD86 185899101 -3021.00000000 NS USD -46493.19000000 -0.00785359201 Short EC US N 1 N N N BROWN-FORMAN CORPORATION 549300873K3LXF7ARU34 115637100 805.00000000 NS USD 35524.65000000 0.006000795120 Long EC US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134GXS47 700000.00000000 PA USD 693568.32000000 0.117156999168 Long DBT USGA US N 2 2025-08-28 Fixed 4.20000000 N N N N N N Denali Therapeutics Inc 549300ZTQ2HO18L3Q830 24823R105 876.00000000 NS USD 20340.72000000 0.003435937956 Long EC US N 1 N N N ETSY, INC. 54930089Q7XT501AEA40 29786A106 -760.00000000 NS USD -44824.80000000 -0.00757176893 Short EC US N 1 N N N N/A N/A N/A 6.00000000 NC USD 546512.40000000 0.092316432204 N/A DCO US N 1 GASOLINE RBOB FUT JAN25 N/A Long Unleaded Gas RBOB Unleaded Gasoline Future (Consolidated) Jan 2025 2025-01-03 542949.34000000 USD 3563.06000000 N N N FLEX LNG LTD. 21380084THHU3MPC3647 G35947202 616.00000000 NS USD 16656.64000000 0.002813626145 Long EC US N 1 N N N HELMERICH & PAYNE, INC. 254900NAOGHJ88RZ4C73 423452101 2114.00000000 NS USD 76399.96000000 0.012905419397 Long EC US N 1 N N N DIAMONDROCK HOSPITALITY COMPANY 529900KKD4BPVBUAQ734 252784301 2869.00000000 NS USD 24243.05000000 0.004095116381 Long EC US N 1 N N N N/A N/A N/A 13.00000000 NC USD 400887.50000000 0.067717591980 N/A DCO US N 1 KC HRW WHEAT FUT MAR25 N/A Long Wheat WHEAT FUTURE(Consolidated) Mar 2025 2025-03-17 458054.74000000 USD -57167.24000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 CDS409304 -14691.32000000 NC USD -1957.62000000 -0.00033067958 N/A DCR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Y 2063-05-11 0.00000000 USD -1135.09000000 USD -14691.32000000 USD -822.53000000 N N N ESSEX PROPERTY TRUST, INC. 549300TR2H2VEFX0NC60 297178105 780.00000000 NS USD 212316.00000000 0.035864246849 Long EC US N 1 N N N N/A N/A N/A 5.00000000 NC USD 315445.00000000 0.053284714046 N/A DCO GB N 1 LME PRI ALUM FUTR SEP24 N/A Long Aluminum Aluminium High Grade Composite Commodity Future Sep 2024 2024-09-19 334006.55000000 USD -18561.55000000 N N N CENTRUS ENERGY CORP. 549300G6VDK9G8276661 15643U104 300.00000000 NS USD 12825.00000000 0.002166388618 Long EC US N 1 N N N TAYLOR MORRISON HOME CORPORATION 5299009UDLLGLKOOJE30 87724P106 -2177.00000000 NS USD -120692.88000000 -0.02038734358 Short EC US N 1 N N N THE ENSIGN GROUP, INC. 5493003K4HEEA8Q0BC72 29358P101 243.00000000 NS USD 30056.67000000 0.005077148365 Long EC US N 1 N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADB0 84000.00000000 PA USD 83629.37000000 0.014126605482 Long DBT CORP US N 2 2027-06-24 Fixed 5.27500000 N N N N N N N/A N/A N/A 9.00000000 NC USD 1349550.00000000 0.227964893534 N/A DCO US N 1 SILVER FUTURE DEC24 N/A Long Silver SILVER FUTURE Dec 2024 2024-12-30 1265175.68000000 USD 84374.32000000 N N N WYNDHAM HOTELS & RESORTS, INC. 549300FE3MQ4RVXXC673 98311A105 -907.00000000 NS USD -67118.00000000 -0.01133751822 Short EC US N 1 N N N LEGGETT & PLATT, INCORPORATED DKOVQUCDW4ZLYCUD4T55 524660107 -2775.00000000 NS USD -31801.50000000 -0.00537188363 Short EC US N 1 N N N SUNSTONE HOTEL INVESTORS, INC. 529900ZQ2V52V96ATF67 867892101 4086.00000000 NS USD 42739.56000000 0.007219531877 Long EC US N 1 N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475AM7 174000.00000000 PA USD 174813.62000000 0.029529375178 Long DBT CORP US N 2 2172-12-01 Floating 8.64768960 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043101 4162.00000000 NS USD 37957.44000000 0.006411740038 Long EC US N 1 N N N Inspire Medical Systems Inc 549300XQQCQ7HCJKTW25 457730109 203.00000000 NS USD 27167.49000000 0.004589110418 Long EC US N 1 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAK7 480000.00000000 PA USD 451669.34000000 0.076295619284 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECP8 216000.00000000 PA USD 216329.49000000 0.036542202331 Long DBT NUSS GB N 2 2028-03-12 Fixed 5.67400000 N N N N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 742718109 34622.00000000 NS USD 5709860.24000000 0.964504969588 Long EC US N 1 N N N CAL-MAINE FOODS, INC. 549300NHE5WMIEIEMF53 128030202 823.00000000 NS USD 50293.53000000 0.008495542374 Long EC US N 1 N N N FORD CREDIT AUTO OWNER TRUST N/A 345340AD5 605000.00000000 PA USD 561364.74000000 0.094825277454 Long ABS-MBS US Y 2 2033-10-17 Fixed 2.31000000 N N N N N N Iovance Biotherapeutics Inc 2549002L8WT2ACU5Q878 462260100 2168.00000000 NS USD 17387.36000000 0.002937058776 Long EC US N 1 N N N VALVOLINE INC. 549300CMHPBEY6VPOT75 92047W101 -1272.00000000 NS USD -54950.40000000 -0.00928217708 Short EC US N 1 N N N KEURIG DR PEPPER INC. DYTQ8KRTKO7Y2BVU5K74 49271V100 14331.00000000 NS USD 478655.40000000 0.080854082694 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CGY1 7100000.00000000 PA USD 7103943.06000000 1.199992311028 Long SN UST US N 2 2025-04-30 Floating 5.47420320 N N N N N N FHF TRUST N/A 30331GAC5 274060.78110000 PA USD 275753.13000000 0.046579995496 Long ABS-MBS US Y 2 2028-06-15 Fixed 6.57000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U109 5828.00000000 NS USD 285572.00000000 0.048238591068 Long EC US N 1 N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AL4 268000.00000000 PA USD 250931.64000000 0.042387169498 Long DBT NUSS MX N 2 2029-05-15 Fixed 4.68800000 N N N N N N ARCH RESOURCES, INC. W47HVZ7Q6FXL86RELH91 03940R107 -157.00000000 NS USD -23900.11000000 -0.00403718723 Short EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CKS9 600000.00000000 PA USD 601218.75000000 0.101557384561 Long SN UST US N 2 2026-05-31 Fixed 4.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128287D6 12039800.00000000 PA USD 13547887.90000000 2.288498257004 Long DBT USGA US N 2 2029-07-15 Fixed 0.25000000 N N N N N N HAWAIIAN ELECTRIC INDUSTRIES, INC. JJ8FWOCWCV22X7GUPJ23 419870100 1410.00000000 NS USD 12718.20000000 0.002148348048 Long EC US N 1 N N N JONES LANG LASALLE INCORPORATED 6SYKCME112RT8TQUO411 48020Q107 606.00000000 NS USD 124399.68000000 0.021013493243 Long EC US N 1 N N N DOUGLAS EMMETT, INC. N/A 25960P109 2051.00000000 NS USD 27298.81000000 0.004611292886 Long EC US N 1 N N N STEEL DYNAMICS, INC. 549300HGGKEL4FYTTQ83 858119100 -962.00000000 NS USD -124579.00000000 -0.02104378383 Short EC US N 1 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967PE5 16000.00000000 PA USD 16658.88000000 0.002814004524 Long DBT CORP US N 2 2173-02-15 Fixed 7.62500000 N N N N N N THE WENDY'S COMPANY 529900M0JIUCMWVKHG76 95058W100 -2615.00000000 NS USD -44350.40000000 -0.00749163366 Short EC US N 1 N N N BIO-RAD LABORATORIES, INC. 549300ZC1GPV35XYDK53 090572207 142.00000000 NS USD 38781.62000000 0.006550959856 Long EC US N 1 N N N RALPH LAUREN CORPORATION HO1QNWM0IXBZ0QSMMO20 751212101 -911.00000000 NS USD -159479.66000000 -0.02693917506 Short EC US N 1 N N N DEUTSCHE ALT-A SECURITIES, INC N/A 25150PAB5 314510.81200000 PA USD 99506.94000000 0.016808631753 Long ABS-MBS US N 2 2036-12-25 Floating 5.83971120 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 20260.00000000 NS USD 3341481.80000000 0.564440400714 Long EC US N 1 N N N GLOBANT S.A. 2221008DCMSPYS42DS88 L44385109 100.00000000 NS USD 17826.00000000 0.003011153489 Long EC US N 1 N N N LENNAR CORPORATION 529900G61XVRLX5TJX09 526057302 -392.00000000 NS USD -54656.56000000 -0.00923254187 Short EC US N 1 N N N N/A N/A N/A 8.00000000 NC USD 782320.00000000 0.132148861109 N/A DCO US N 1 PALLADIUM FUTURE SEP24 N/A Long Palladium Palladium Future Sep 2024 2024-09-29 781166.63000000 USD 1153.37000000 N N N ORGANON & CO. 549300AMCKY57OK2CO56 N/A 200000.00000000 PA 201521.89000000 0.034040914526 Long DBT NUSS US N 2 2028-04-30 Fixed 2.87500000 N N N N N N MONSTER BEVERAGE CORPORATION 52990090AP0E7HCB6F33 61174X109 10937.00000000 NS USD 546303.15000000 0.092281085863 Long EC US N 1 N N N TRAVEL + LEISURE CO. T4VNTWMFQ7JQB65L7T35 894164102 -741.00000000 NS USD -33330.18000000 -0.00563010702 Short EC US N 1 N N N PUBLIC STORAGE. N/A 74460D109 2015.00000000 NS USD 579614.75000000 0.097908054369 Long EC US N 1 N N N PAGAYA AI DEBT GRANTOR TRUST N/A 69544LAA9 424935.00000000 PA USD 425244.27000000 0.071831917851 Long ABS-MBS US Y 2 2031-10-15 Fixed 6.27800000 N N N N N N HARDEES FUNDING LLC N/A 411707AF9 376525.92750000 PA USD 359166.61000000 0.060670133014 Long ABS-MBS US N 2 2048-06-20 Fixed 5.71000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EF2 453000.00000000 PA USD 454771.23000000 0.076819588032 Long DBT NUSS GB N 2 2028-05-17 Fixed 5.59700000 N N N N N N HARDEES FUNDING LLC N/A 411707AH5 262495.44000000 PA USD 238566.28000000 0.040298422897 Long ABS-MBS US Y 2 2050-12-20 Fixed 3.98100000 N N N N N N PELOTON INTERACTIVE, INC. 5493002YS021166W0339 70614W100 -7260.00000000 NS USD -24538.80000000 -0.00414507423 Short EC US N 1 N N N REYNOLDS CONSUMER PRODUCTS INC. N/A 76171L106 1125.00000000 NS USD 31477.50000000 0.005317153818 Long EC US N 1 N N N ACADIA HEALTHCARE COMPANY, INC. 5493005CW985Y9D0NC11 00404A109 630.00000000 NS USD 42550.20000000 0.007187545339 Long EC US N 1 N N N CITIGROUP GLOBAL MARKETS INC. 6SHGI4ZSSLCXXQSBB395 CDS850836 -16917.27000000 NC USD -5516.92000000 -0.00093191366 N/A DCR US N 2 CITIGROUP GLOBAL MARKETS INC. 6SHGI4ZSSLCXXQSBB395 Y 2063-05-11 0.00000000 USD -1541.71000000 USD -16917.27000000 USD -3975.21000000 N N N CARTER'S, INC. 5299003WAQK4R3L3ZU36 146229109 -900.00000000 NS USD -55773.00000000 -0.00942113001 Short EC US N 1 N N N MOHAWK INDUSTRIES, INC. 549300JI1115MG3Q6322 608190104 -1179.00000000 NS USD -133922.61000000 -0.02262209887 Short EC US N 1 N N N COLGATE-PALMOLIVE COMPANY YMEGZFW4SBUSS5BQXF88 194162103 12067.00000000 NS USD 1170981.68000000 0.197801277471 Long EC US N 1 N N N N/A N/A N/A 96.00000000 NC USD 2907840.00000000 0.491189978893 N/A DCO US N 1 LEAN HOGS FUTURE OCT24 N/A Long Hogs LEAN HOGS FUTURE(Consolidated) Oct 2024 2024-10-17 2984957.90000000 USD -77117.90000000 N N N THE BOSTON BEER COMPANY, INC. 529900Q02MQ0DCQNRM58 100557107 129.00000000 NS USD 39351.45000000 0.006647215078 Long EC US N 1 N N N CHEMED CORPORATION 54930020031IDJT2IM79 16359R103 80.00000000 NS USD 43406.40000000 0.007332173950 Long EC US N 1 N N N N/A N/A N/A 7.00000000 NC USD 595350.00000000 0.100566040062 N/A DCO US N 1 COFFEE 'C' FUTURE SEP24 N/A Long Coffee Coffee C Future Sep 2024 2024-09-21 538118.26000000 USD 57231.74000000 N N N WESTLAKE CORPORATION GOXNEVUM0LL78B1OS344 960413102 -110.00000000 NS USD -15930.20000000 -0.00269091648 Short EC US N 1 N N N AGL CLO LTD N/A 00120BAA8 969599.00000000 PA USD 971449.96000000 0.164096540851 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 6.74616960 N N N N N N PENUMBRA, INC. 549300RGE06P3ECANU72 70975L107 187.00000000 NS USD 33654.39000000 0.005684872315 Long EC US N 1 N N N N/A N/A N/A 3.00000000 NC USD 280362.60000000 0.047358623437 N/A DCO US N 1 GASOLINE RBOB FUT NOV24 N/A Long Unleaded Gas RBOB Unleaded Gasoline Future (Consolidated) Nov 2024 2024-11-03 274044.26000000 USD 6318.34000000 N N N SERVICE CORPORATION INTERNATIONAL 549300RKVM2ME20JHZ15 817565104 -1738.00000000 NS USD -123623.94000000 -0.02088245587 Short EC US N 1 N N N LENDBUZZ SECURITIZATION TRUST N/A 52608MAB4 363293.24880000 PA USD 366351.42000000 0.061883785303 Long ABS-MBS US N 2 2028-10-16 Fixed 7.09000000 N N N N N N UNITI GROUP INC. 549300V3NU625PJUVA84 91325V108 3500.00000000 NS USD 10220.00000000 0.001726354126 Long EC US N 1 N N N V.F. CORPORATION CWAJJ9DJ5Z7P057HV541 918204108 -7451.00000000 NS USD -100588.50000000 -0.01699132799 Short EC US N 1 N N N HORMEL FOODS CORPORATION MSD54751OJP1FS2ND863 440452100 4519.00000000 NS USD 137784.31000000 0.023274414108 Long EC US N 1 N N N AGREE REALTY CORPORATION 98450090H010B37OEB68 008492100 1225.00000000 NS USD 75876.50000000 0.012816996957 Long EC US N 1 N N N SpringWorks Therapeutics Inc N/A 85205L107 271.00000000 NS USD 10208.57000000 0.001724423380 Long EC US N 1 N N N UNITED STATES STEEL CORPORATION JNLUVFYJT1OZSIQ24U47 912909108 -1781.00000000 NS USD -67321.80000000 -0.01137194395 Short EC US N 1 N N N SELECT MEDICAL HOLDINGS CORPORATION N/A 81619Q105 800.00000000 NS USD 28048.00000000 0.004737845455 Long EC US N 1 N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 824348106 -1555.00000000 NS USD -464058.65000000 -0.07838841150 Short EC US N 1 N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752103 1302.00000000 NS USD 705501.72000000 0.119172779436 Long EC US N 1 N N N ENPHASE ENERGY, INC. 5493008U7KIGMI59Z314 29355A107 -314.00000000 NS USD -31308.94000000 -0.00528868080 Short EC US N 1 N N N CLOUDFLARE, INC. 5493007DY18BGNLDWU14 18915M107 632.00000000 NS USD 52348.56000000 0.008842676378 Long EC US N 1 N N N ARDMORE SHIPPING CORPORATION 549300J8HD7K6BHD8O28 Y0207T100 1400.00000000 NS USD 31542.00000000 0.005328049106 Long EC US N 1 N N N MALIBU BOATS, INC. N/A 56117J100 -590.00000000 NS USD -20673.60000000 -0.00349216777 Short EC US N 1 N N N GETTY REALTY CORP. 2549000P1W5SFJWCNP90 374297109 963.00000000 NS USD 25673.58000000 0.004336760350 Long EC US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 4220000.00000000 NC USD 391438.86000000 0.066121535360 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2029-06-04 298451.43000000 USD 0.00000000 USD -4220000.00000000 USD 92987.43000000 N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457100 24982.00000000 NS USD 1061735.00000000 0.179347416721 Long EC US N 1 N N N NETSTREIT CORP. 254900CJL0EDMEQ25Q84 64119V303 1678.00000000 NS USD 27015.80000000 0.004563487066 Long EC US N 1 N N N AMN HEALTHCARE SERVICES, INC. 529900W3ARRTCNFH2I39 001744101 330.00000000 NS USD 16905.90000000 0.002855730942 Long EC US N 1 N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343V104 51616.00000000 NS USD 2128643.84000000 0.359568794308 Long EC US N 1 N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 22160K105 6529.00000000 NS USD 5549584.71000000 0.937431356804 Long EC US N 1 N N N Progyny Inc N/A 74340E103 716.00000000 NS USD 20484.76000000 0.003460269076 Long EC US N 1 N N N VORNADO REALTY TRUST N/A 929042109 2531.00000000 NS USD 66539.99000000 0.011239881246 Long EC US N 1 N N N SILVER OPTION Aug24C 42.5 N/A 01MZQ8TY5 21.00000000 NC USD 1575.00000000 0.000266047725 N/A DIR US N 1 SILVER OPTION Aug24C 42.5 N/A Call Purchased N/A N/A 105000.00000000 42.50000000 USD 2024-07-28 XXXX -179.97000000 N N N Unity Software Inc 549300D1ESJMGNQNG432 91332U101 650.00000000 NS USD 10569.00000000 0.001785306924 Long EC US N 1 N N N Otter Tail Corporation N/A 689648103 200.00000000 NS USD 17518.00000000 0.002959126379 Long EC US N 1 N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 629377CT7 421000.00000000 PA USD 444408.44000000 0.075069113934 Long DBT CORP US N 2 2033-03-15 Fixed 7.00000000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109104 10617.23600000 NS USD 560802.41000000 0.094730289125 Long EC US N 1 N N N IDEXX LABORATORIES, INC. OGMTXK0LUU1HKV2P0J84 45168D104 436.00000000 NS USD 212419.20000000 0.035881679309 Long EC US N 1 N N N THE NEW YORK TIMES COMPANY 529900J1WEMMIW7BOH57 650111107 -1681.00000000 NS USD -86084.01000000 -0.01454124128 Short EC US N 1 N N N CAESARS ENTERTAINMENT, INC. 549300FA4CTCW903Y781 12769G100 -2311.00000000 NS USD -91839.14000000 -0.01551339318 Short EC US N 1 N N N CITIGROUP GLOBAL MARKETS INC. 6SHGI4ZSSLCXXQSBB395 CDS857131 -14691.32000000 NC USD -1957.62000000 -0.00033067958 N/A DCR US N 2 CITIGROUP GLOBAL MARKETS INC. 6SHGI4ZSSLCXXQSBB395 Y 2063-05-11 0.00000000 USD -1574.43000000 USD -14691.32000000 USD -383.19000000 N N N SANTANDER BANK, N.A. N/A 80290CBF0 282302.46910000 PA USD 282614.75000000 0.047739054792 Long ABS-MBS US Y 2 2032-12-15 Fixed 6.45100000 N N N N N N OUTFRONT MEDIA INC. 549300RZWDYU5722I639 69007J106 1938.00000000 NS USD 27713.40000000 0.004681325093 Long EC US N 1 N N N N/A N/A N/A 4.00000000 NC USD 252356.00000000 0.042627771236 N/A DCO GB N 1 LME PRI ALUM FUTR SEP24 N/A Long Aluminum Aluminium High Grade Composite Commodity Future Sep 2024 2024-09-19 239883.28000000 USD 12472.72000000 N N N CRESCENT ENERGY COMPANY N/A 44952J104 1600.00000000 NS USD 18960.00000000 0.003202707851 Long EC US N 1 N N N Bunge Global SA 254900IVXSV9K0B7PO26 H11356104 2200.00000000 NS USD 234894.00000000 0.039678104332 Long EC US N 1 N N N N/A N/A N/A 56.00000000 NC USD 4760000.00000000 0.804055346763 N/A DCO GB N 1 BRENT CRUDE FUTR SEP24 N/A Long Crude Oil BRENT CRUDE OIL(ICE) Sep 2024 2024-08-03 4775662.88000000 USD -15662.88000000 N N N POLARIS INC. 549300QJSN8UVWN1EI78 731068102 -1378.00000000 NS USD -107911.18000000 -0.01822826917 Short EC US N 1 N N N ADOBE INC. FU4LY2G4933NH2E1CP29 00724F101 964.00000000 NS USD 535540.56000000 0.090463077873 Long EC US N 1 N N N MERIT MEDICAL SYSTEMS, INC. 549300OYTY138SP2CE83 589889104 444.00000000 NS USD 38161.80000000 0.006446260363 Long EC US N 1 N N N CHESAPEAKE ENERGY CORPORATION X2MT1W32SPAZ9WSKLE78 165167735 2612.00000000 NS USD 214680.28000000 0.036263619113 Long EC US N 1 N N N RED ROCK RESORTS, INC. N/A 75700L108 -435.00000000 NS USD -23894.55000000 -0.00403624804 Short EC US N 1 N N N WORKDAY, INC. 549300J0DYC0N31V7G13 98138H101 439.00000000 NS USD 98142.84000000 0.016578209085 Long EC US N 1 N N N AUTONATION, INC. N/A 05329W102 -226.00000000 NS USD -36019.88000000 -0.00608444897 Short EC US N 1 N N N MICROCHIP TECHNOLOGY INCORPORATED 5493007PTFULNYZJ1R12 595017104 -764.00000000 NS USD -69906.00000000 -0.01180846493 Short EC US N 1 N N N WELLTOWER INC. 254900F33BIAR82QTA19 95040Q104 7154.00000000 NS USD 745804.50000000 0.125980692408 Long EC US N 1 N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BE7 301000.00000000 PA USD 337087.49000000 0.056940545937 Long DBT NUSS CH N 2 2172-05-13 Fixed 9.25000000 N N N N N N ADVANCED MICRO DEVICES, INC. R2I72C950HOYXII45366 007903107 -2504.00000000 NS USD -406173.84000000 -0.06861055625 Short EC US N 1 N N N EXACT SCIENCES CORPORATION 549300VM3X1FYD4N9Z14 30063P105 1267.00000000 NS USD 53530.75000000 0.009042370956 Long EC US N 1 N N N LUMINAR TECHNOLOGIES, INC. 549300AVGXLDWYMI4298 550424105 -13917.00000000 NS USD -20736.33000000 -0.00350276407 Short EC US N 1 N N N CHAMPIONX CORPORATION 549300EP2909K6DYYP38 15872M104 4367.00000000 NS USD 145028.07000000 0.024498024183 Long EC US N 1 N N N THE ST. JOE COMPANY 529900XVHOT3BF8PWG49 790148100 700.00000000 NS USD 38290.00000000 0.006467915804 Long EC US N 1 N N N SONOS, INC. 549300WEPU6075I77M08 83570H108 -3329.00000000 NS USD -49136.04000000 -0.00830002010 Short EC US N 1 N N N Oleoducto Central S.A 254900W4CPYCQFVH5E92 680617AC1 221000.00000000 PA USD 204843.53000000 0.034602003266 Long DBT NUSS CO N 2 2027-07-14 Fixed 4.00000000 N N N N N N ECHOSTAR CORPORATION 549300EE20907QZ9GT38 278768106 -1638.00000000 NS USD -29172.78000000 -0.00492784238 Short EC US N 1 N N N ORGANON & CO. 549300AMCKY57OK2CO56 68622V106 1600.00000000 NS USD 33120.00000000 0.005594603589 Long EC US N 1 N N N SCHOLASTIC CORPORATION N/A 807066105 -500.00000000 NS USD -17735.00000000 -0.00299578184 Short EC US N 1 N N N KNIFE RIVER CORPORATION N/A 498894104 -400.00000000 NS USD -28056.00000000 -0.00473919680 Short EC US N 1 N N N THE CHEESECAKE FACTORY INCORPORATED 529900872XMLK10SY247 163072101 -762.00000000 NS USD -29938.98000000 -0.00505726826 Short EC US N 1 N N N PULTEGROUP, INC. N/A 745867101 -4894.00000000 NS USD -538829.40000000 -0.09101862606 Short EC US N 1 N N N TERRENO REALTY CORPORATION N/A 88146M101 1221.00000000 NS USD 72258.78000000 0.012205894623 Long EC US N 1 N N N N/A N/A N/A 8.00000000 NC USD 878300.00000000 0.148361725013 N/A DCO US N 1 COPPER FUTURE SEP24 N/A Long Copper COPPER FUTURE (Consolidated) Sep 2024 2024-09-29 856786.99000000 USD 21513.01000000 N N N LEAR CORPORATION 549300UPNBTXA1SYTQ33 521865204 -2492.00000000 NS USD -284611.32000000 -0.04807631378 Short EC US N 1 N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661107 -4388.00000000 NS USD -967378.48000000 -0.16340878974 Short EC US N 1 N N N PERDOCEO EDUCATION CORPORATION 529900X5PCA184O9LY90 71363P106 -1300.00000000 NS USD -27846.00000000 -0.00470372377 Short EC US N 1 N N N DEUTSCHE BANK AG NEW YORK BRANCH N/A 251526CB3 315000.00000000 PA USD 312309.32000000 0.052755037518 Long DBT NUSS DE N 2 2025-11-26 Fixed 3.96100000 N N N N N N PINTEREST, INC. N/A 72352L106 908.00000000 NS USD 40015.56000000 0.006759396002 Long EC US N 1 N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 N/A 800000.00000000 PA USD 687964.00000000 0.116210321970 Long DBT NUSS SE N 2 2173-03-01 Fixed 4.75000000 N N N Y Y Svenska Handelsbanken AB SEK XXXX N N N CENTRAL GARDEN & PET COMPANY 5493004DVZLD37DJ0H83 153527205 1000.00000000 NS USD 33030.00000000 0.005579400862 Long EC US N 1 N N N HILTON GRAND VACATIONS INC. 549300O9K6MFD8D07574 43283X105 -754.00000000 NS USD -30484.22000000 -0.00514936976 Short EC US N 1 N N N TRACTOR SUPPLY COMPANY 549300OJ9VZHZRO6I137 892356106 -845.00000000 NS USD -228150.00000000 -0.03853891331 Short EC US N 1 N N N ENTEGRIS, INC. IYX6OWO7BT5DKO3BYG52 29362U104 -238.00000000 NS USD -32225.20000000 -0.00544345469 Short EC US N 1 N N N CITIGROUP GLOBAL MARKETS INC. 6SHGI4ZSSLCXXQSBB395 CDS894048 -26711.47000000 NC USD -3559.30000000 -0.00060123407 N/A DCR US N 2 CITIGROUP GLOBAL MARKETS INC. 6SHGI4ZSSLCXXQSBB395 Y 2063-05-11 0.00000000 USD -2798.92000000 USD -26711.47000000 USD -760.38000000 N N N LANTHEUS HOLDINGS, INC. 5299005HUB5IOJGO7S39 516544103 298.00000000 NS USD 23926.42000000 0.004041631497 Long EC US N 1 N N N OVINTIV INC. 2549003MEX7YMKLGI239 69047QAC6 107000.00000000 PA USD 110293.53000000 0.018630693804 Long DBT CORP US N 2 2033-07-15 Fixed 6.25000000 N N N N N N DIGITAL REALTY TRUST, INC. 549300HKCZ31D08NEI41 253868103 3934.00000000 NS USD 598164.70000000 0.101041496907 Long EC US N 1 N N N GRAPHIC PACKAGING HOLDING COMPANY N/A 388689101 -2044.00000000 NS USD -53573.24000000 -0.00904954833 Short EC US N 1 N N N N/A N/A N/A 2.00000000 NC USD 113252.50000000 0.019130520621 N/A DCO GB N 1 LME LEAD FUTURE MAR25 N/A Long Lead Lead Composite Commodity Future Mar 2025 2025-03-20 110379.36000000 USD 2873.14000000 N N N SUN COMMUNITIES, INC. 549300H5GEOJYN41ZG57 866674104 1500.00000000 NS USD 180510.00000000 0.030491603076 Long EC US N 1 N N N CITIGROUP GLOBAL MARKETS INC. 6SHGI4ZSSLCXXQSBB395 CDS783609 -2225.96000000 NC USD -296.61000000 -0.00005010312 N/A DCR US N 2 CITIGROUP GLOBAL MARKETS INC. 6SHGI4ZSSLCXXQSBB395 Y 2063-05-11 0.00000000 USD -195.77000000 USD -2225.96000000 USD -100.84000000 N N N Cracker Barrel Old Country Store, Inc. 8P4PHQIUWPIECBFBW745 22410J106 -450.00000000 NS USD -18972.00000000 -0.00320473488 Short EC US N 1 N N N UIPATH, INC. 5493000YP61KBELDHT53 90364P105 1200.00000000 NS USD 15216.00000000 0.002570274402 Long EC US N 1 N N N MARTIN MARIETTA MATERIALS, INC. 5299005MZ4WZECVATV08 573284106 -381.00000000 NS USD -206425.80000000 -0.03486927903 Short EC US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 2230000.00000000 NC USD 289066.63000000 0.048828901139 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2029-09-27 235692.05000000 USD 0.00000000 USD -2230000.00000000 USD 53374.58000000 N N N BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST N/A 05525BAL4 365000.00000000 PA USD 294916.13000000 0.049816993943 Long ABS-MBS US N 2 2037-03-10 Floating 3.65211000 N N N N N N TEXAS ROADHOUSE, INC. 5299002Y1CNRPDGXTQ75 882681109 -714.00000000 NS USD -122600.94000000 -0.02070965153 Short EC US N 1 N N N INTUITIVE SURGICAL, INC. 54930052SRG011710797 46120E602 1996.00000000 NS USD 887920.60000000 0.149986828977 Long EC US N 1 N N N Intra-Cellular Therapies Inc 5299002U2KGF193IJA20 46116X101 567.00000000 NS USD 38833.83000000 0.006559779127 Long EC US N 1 N N N INTER PARFUMS, INC. N/A 458334109 162.00000000 NS USD 18796.86000000 0.003175150375 Long EC US N 1 N N N N/A N/A N/A 6.00000000 NC USD 443700.00000000 0.074949444823 N/A DCO US N 1 LIVE CATTLE FUTR OCT24 N/A Long Live Cattle Live Cattle Future(Consolidated) Oct 2024 2024-11-03 443120.72000000 USD 579.28000000 N N N TSMC ARIZONA CORPORATION 2549005GOBWLCSY63Q97 872898AF8 406000.00000000 PA USD 392428.83000000 0.066288760291 Long DBT CORP TW N 2 2027-04-22 Fixed 3.87500000 N N N N N N HUBSPOT, INC. 529900BLNVEW0MVKJB37 443573100 81.00000000 NS USD 47772.99000000 0.008069774798 Long EC US N 1 N N N Texas Pacific Land Corp N/A 88262P102 369.00000000 NS USD 270945.63000000 0.045767916488 Long EC US N 1 N N N PROPETRO HOLDING CORP. N/A 74347M108 3200.00000000 NS USD 27744.00000000 0.004686494021 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912797LC9 6500000.00000000 PA USD 6379582.11000000 1.077633845726 Long DBT UST US N 2 2024-11-07 None 0.00000000 N N N N N N BRISTOW GROUP INC. 5493005Q24EN3UC1PV68 11040G103 800.00000000 NS USD 26824.00000000 0.004531088365 Long EC US N 1 N N N BROADSTONE NET LEASE, INC. 549300U8D7PT70B49V21 11135E203 2601.00000000 NS USD 41277.87000000 0.006972624385 Long EC US N 1 N N N DOMINO'S PIZZA, INC. 25490005ZWM1IF9UXU57 25754A201 -419.00000000 NS USD -216342.27000000 -0.03654436111 Short EC US N 1 N N N GEN DIGITAL INC. YF6ZV0M6AU4FY94MK914 668771108 1074.00000000 NS USD 26828.52000000 0.004531851880 Long EC US N 1 N N N GENERAL MILLS, INC. 2TGYMUGI08PO8X8L6150 370334104 8349.00000000 NS USD 528157.74000000 0.089215977895 Long EC US N 1 N N N GOLDMAN SACHS & CO. LLC KD3XUN7C6T14HNAYLU02 CD1513994 -7115000.00000000 NC USD 146573.24000000 0.024759033049 N/A DCR US N 2 GOLDMAN SACHS & CO. LLC KD3XUN7C6T14HNAYLU02 Y 2029-06-20 151620.30000000 USD 0.00000000 USD -7115000.00000000 USD -5047.06000000 N N N NOV INC. 549300EHF3IW1AR6U008 62955J103 8380.00000000 NS USD 159303.80000000 0.026909468939 Long EC US N 1 N N N CITIGROUP GLOBAL MARKETS INC. 6SHGI4ZSSLCXXQSBB395 CDS857193 -12465.34000000 NC USD -1661.01000000 -0.00028057646 N/A DCR US N 2 CITIGROUP GLOBAL MARKETS INC. 6SHGI4ZSSLCXXQSBB395 Y 2063-05-11 0.00000000 USD -1323.90000000 USD -12465.34000000 USD -337.11000000 N N N UNITED THERAPEUTICS CORPORATION 5299005C4HZL4UWROC14 91307C102 291.00000000 NS USD 92698.05000000 0.015658479566 Long EC US N 1 N N N HEALTHPEAK PROPERTIES, INC. 254900M6MTMZM0I22L81 42250P103 9497.56200000 NS USD 186152.22000000 0.031444682311 Long EC US N 1 N N N N/A N/A N/A -6399000.00000000 PA USD -6399000.00000000 -1.08091389998 Short RA US N 2 Reverse repurchase N 5.49000000 2050-12-31 5400000.00000000 USD 6577424.87000000 USD UST N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1190000.00000000 NC USD 165189.65000000 0.027903701956 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2035-11-10 105009.08000000 USD 0.00000000 USD -1190000.00000000 USD 60180.57000000 N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 G7709Q104 2476.00000000 NS USD 65292.12000000 0.011029092056 Long EC US N 1 N N N MOLINA HEALTHCARE, INC. 549300NQQCEQ46YHZ591 60855R100 301.00000000 NS USD 89487.30000000 0.015116122275 Long EC US N 1 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KNS4 668163.00000000 PA USD 676391.90000000 0.114255572206 Long DBT USGA US Y 2 2041-12-25 Floating 7.68534840 N N N N N N PALANTIR TECHNOLOGIES INC. 549300UVN46B3BBDHO85 69608A108 3949.00000000 NS USD 100028.17000000 0.016896677503 Long EC US N 1 N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504KAA5 238000.00000000 PA USD 258848.56000000 0.043724489216 Long DBT NUSS FR N 2 2172-06-15 Fixed 9.12500000 N N N N N N CHORD ENERGY CORPORATION 529900FA4V2YNIKZ0M71 674215207 892.00000000 NS USD 149570.56000000 0.025265337917 Long EC US N 1 N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571903BL6 309000.00000000 PA USD 305703.63000000 0.051639209711 Long DBT CORP US N 2 2029-04-15 Fixed 4.90000000 N N N N N N LAMB WESTON HOLDINGS, INC. 5493005SMYID1D2OY946 513272104 2118.00000000 NS USD 178081.44000000 0.030081372687 Long EC US N 1 N N N Valaris Limited N/A G9460G101 1119.00000000 NS USD 83365.50000000 0.014082032775 Long EC US N 1 N N N NEWS CORPORATION 549300ITS31QK8VRBQ14 65249B208 -1600.00000000 NS USD -45424.00000000 -0.00767298530 Short EC US N 1 N N N D.R. HORTON, INC. 529900ZIUEYVSB8QDD25 23331A109 -6916.00000000 NS USD -974671.88000000 -0.16464078496 Short EC US N 1 N N N IRIDIUM COMMUNICATIONS INC. 549300U620NVQ4J1CT96 46269C102 1267.00000000 NS USD 33727.54000000 0.005697228754 Long EC US N 1 N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 12668BKK8 90189.10900000 PA USD 60717.42000000 0.010256337435 Long ABS-MBS US N 2 2036-02-25 Fixed 5.50000000 N N N N N N DANA INCORPORATED KVWHW7YLZPFJM8QYNJ51 235825205 -5131.00000000 NS USD -62187.72000000 -0.01050469932 Short EC US N 1 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 CDS410332 -50306.60000000 NC USD -6703.36000000 -0.00113232614 N/A DCR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Y 2063-05-11 0.00000000 USD -4867.23000000 USD -50306.60000000 USD -1836.13000000 N N N DEXCOM, INC. 549300YSK3QDSFR5EU59 252131107 2125.00000000 NS USD 240932.50000000 0.040698122864 Long EC US N 1 N N N MONGODB, INC. 549300TPTG69WKWE1Z37 60937P106 182.00000000 NS USD 45492.72000000 0.007684593435 Long EC US N 1 N N N N/A N/A N/A 16.00000000 NC USD 3816960.00000000 0.644757793357 N/A DCO US N 1 GOLD 100 OZ FUTR DEC24 N/A Long Gold GOLD 100 OZ FUTR Dec 2024 2024-12-30 3523278.77000000 USD 293681.23000000 N N N NEW FORTRESS ENERGY INC. 254900EICTYTCHA5X705 644393100 1810.00000000 NS USD 39783.80000000 0.006720247290 Long EC US N 1 N N N eXp World Holdings Inc 549300TWVVZC283VEC32 30212W100 1000.00000000 NS USD 11285.00000000 0.001906253064 Long EC US N 1 N N N 2024-06-30 SEI INSTITUTIONAL MANAGED TRUST Glenn Kurdziel Glenn Kurdziel CFO XXXX