NPORT-P false 0000898745 XXXXXXXX S000028139 C000085834 C000167691 C000167692 C000085836 C000150253 Principal Funds, Inc 811-07572 0000898745 549300HZGBXSW6DSXF23 801 Grand Ave Des Moines 50309 515-235-1719 Diversified Real Asset Fund S000028139 549300FY1HF8KNDK4G58 2023-08-31 2022-11-30 N 4251526651.92 81414118.14 4170112533.78 0.00000000 624094905.80000100 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 8882269.69000000 0.00000000 0.00000000 0.00000000 USD N Fund Securities Portfolio N/A N/A N/A N/A 1.00000000 NC N/A -16193.69000000 -0.00038832741 N/A DFE N/A N 2 Morgan Stanley & Co N/A 8003110.23000000 NOK 765000.00000000 EUR 2022-12-21 -16193.69000000 N N N Essex Property Trust Inc 549300TR2H2VEFX0NC60 297178105 56213.00000000 NS USD 12388220.94000000 0.297071621920 Long EC CORP US N 1 N N N InvenTrust Properties Corp 5493006BQYSOBYVUFA03 46124J201 183200.00000000 NS USD 4710072.00000000 0.112948318824 Long EC CORP US N 1 N N N N/A N/A N/A 135.00000000 NC USD 53143.76000000 0.001274396303 N/A DIR N/A N 1 CME N/A Long N/A 3 Month SOFR; June 2023 2023-09-20 32091187.50000000 USD 53143.76000000 N N N Tecan Group AG 529900CSN9R3BLETSL26 N/A 6313.00000000 NS 2659815.66000000 0.063782826925 Long EC CORP CH N 2 N N N Trimble Inc 549300E2MI7NSZFQWS19 896239100 44380.00000000 NS USD 2651705.00000000 0.063588331933 Long EC CORP US N 1 N N N Terex Corp YAWJZJYEQ7M1SYMOS462 880779103 105461.00000000 NS USD 4841714.51000000 0.116105128357 Long EC CORP US N 1 N N N Diamond Sports Group LLC 5493002K6DHWNZH8YA34 N/A 2301809.21000000 PA USD 363985.09000000 0.008728423682 Long LON CORP US N 2 2026-08-24 Floating 7.14000000 N N N N N N Travel + Leisure Co T4VNTWMFQ7JQB65L7T35 894164102 78500.00000000 NS USD 3051295.00000000 0.073170567347 Long EC CORP US N 1 N N N N/A N/A N/A 5308340.00000000 OU Notional Amount USD 267894.08000000 0.006424145099 N/A DIR N/A N 2 Barclays Bank PLC N/A Call Purchased Barclays Bank PLC N/A N/A N/A N/A 5308340.00000000 OU Notional Amount USD 267894.08000000 0.00642400 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 5308340.00000000 USD 5308340.00000000 USD 3.53300000 USD 2023-10-13 XXXX 43882.13000000 N N N ICU Medical Inc N/A N/A 268650.00000000 PA USD 257904.00000000 0.006184581301 Long LON CORP US N 2 2028-12-15 Floating 6.10000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 9128282L3 20614816.50000000 PA USD 19674064.09000000 0.471787366183 Long DBT UST US N 2 2027-07-15 Fixed 0.38000000 N N N N N N N/A N/A N/A 177.00000000 NC USD -91438.42000000 -0.00219270869 N/A DCO N/A N 1 CME N/A Short N/A Live Cattle; February 2023 2023-03-01 11021790.00000000 USD -91438.42000000 N N N Sophia LP 549300RP8NIJ7FY7OS79 N/A 654784.99000000 PA USD 630066.86000000 0.015109109284 Long LON CORP US N 2 2027-10-07 Floating 7.17000000 N N N N N N Capitaland Investment Ltd/Singapore 254900AT4UQDU7SNXX49 N/A 2474800.00000000 NS 6721143.96000000 0.161174162700 Long EC CORP SG N 2 N N N N/A N/A N/A 64273.93270000 NC USD 1903967.98000000 0.045657472420 N/A DCO N/A N 2 Citigroup Inc N/A Refinitiv/CoreCommodity CRB 3-Month Forward Index Total Return N/A Refinitiv/CoreCommodity CRB 3-Month Forward Index Total Return Y Receive positive return on reference instrument 2023-05-01 0.00000000 USD 0.00000000 USD 54410824.39000000 USD 1903967.98000000 N N N ANDRITZ AG 549300VZKC61IR5U8G96 N/A 16750.00000000 NS 916681.59000000 0.021982178719 Long EC CORP AT N 2 N N N N/A N/A N/A 7818.50640000 NC USD 231524.18000000 0.005551988780 N/A DCO N/A N 2 Bank of America NA N/A Refinitiv/CoreCommodity CRB 3-Month Forward Index Total Return N/A Refinitiv/CoreCommodity CRB 3-Month Forward Index Total Return Y Receive positive return on reference instrument 2023-05-01 0.00000000 USD 0.00000000 USD 6618748.19000000 USD 231524.18000000 N N N Louisiana-Pacific Corp 549300C7E2UAO5BVRR75 546347105 26751.00000000 NS USD 1706713.80000000 0.040927284004 Long EC CORP US N 1 N N N Sonoco Products Co GKOMIK4RDJGHEF0VNP11 835495102 33987.00000000 NS USD 2085782.19000000 0.050017407758 Long EC CORP US N 1 N N N Verscend Holding Corp N/A N/A 523019.42000000 PA USD 518631.29000000 0.012436865571 Long LON CORP US N 2 2025-08-27 Floating 7.75000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444U700 31852.00000000 NS USD 21998583.80000000 0.527529739828 Long EC CORP US N 1 N N N N/A N/A N/A 1530000.00000000 OU Notional Amount 33486.10000000 0.000803002310 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2027-10-15 1774.29000000 USD 0.00000000 USD 1530000.00000000 EUR 31711.81000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810SM1 9045272.45000000 PA USD 6453707.64000000 0.154760994762 Long DBT UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N Altice France SA/France 5493001ZMCICV4N02J21 N/A 305374.66000000 PA USD 292014.52000000 0.007002557308 Long LON CORP FR N 2 2026-01-31 Floating 7.77000000 N N N N N N Astra Acquisition Corp N/A N/A 702890.79000000 PA USD 634942.34000000 0.015226024114 Long LON CORP US N 2 2028-10-25 Floating 9.32000000 N N N N N N Rayonier Inc HGV8VDVNL0W6SF2U9C50 754907103 231374.00000000 NS USD 8301699.12000000 0.199076141297 Long EC CORP US N 1 N N N N/A N/A N/A 744000.00000000 OU Notional Amount USD -27065.59000000 -0.00064903740 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-11-15 11.89000000 USD 0.00000000 USD 744000.00000000 USD -27077.48000000 N N N BlackRock Liquidity FedFund - Institutional Class 549300T8K043VZEOVK74 09248U700 5121967.16000000 NS USD 5121967.16000000 0.122825634044 Long STIV RF US N 1 N N Pentair PLC 549300EVR9D56WPSRP15 G7S00T104 61999.00000000 NS USD 2837694.23000000 0.068048384953 Long EC CORP GB N 1 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CFR7 11858196.60000000 PA USD 11988821.99000000 0.287493967917 Long DBT UST US N 2 2027-10-15 Fixed 1.63000000 N N N N N N N/A N/A N/A 685000.00000000 OU Notional Amount -3205.37000000 -0.00007686531 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2032-09-15 260.53000000 USD 0.00000000 USD 685000.00000000 EUR -3465.90000000 N N N N/A N/A N/A 1976667.00000000 OU Notional Amount USD -40032.03000000 -0.00095997481 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-10-12 31.34000000 USD 0.00000000 USD 1976667.00000000 USD -40063.37000000 N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796YZ6 358515000.00000100 PA USD 357811776.41000100 8.580386584571 Long DBT UST US N 2 2022-12-20 None 0.00000000 N N N N N N Magellan Midstream Partners LP MZF5TI8NFVZZNUSKDL39 559080106 104025.00000000 NS USD 5482117.50000000 0.131462099777 Long EC CORP US N 1 N N N Crown Finance US Inc N/A N/A 1069774.43000000 PA USD 227658.70000000 0.005459293919 Long LON CORP US N 2 2025-02-07 None 0.00000000 Y N N N N N ALEATICA SAB de CV 529900YI9E9NDAYEDU63 N/A 10209945.00000000 NS 18124319.28000000 0.434624224962 Long EC CORP MX N 2 N N N Tempo Acquisition LLC 549300VV0B2RPMHQGA61 N/A 1443139.88000000 PA USD 1430512.41000000 0.034303928213 Long LON CORP US N 2 2028-08-31 Floating 6.73000000 N N N N N N Bally's Corp 549300NS4D5IK406VT62 N/A 1461347.12000000 PA USD 1387271.43000000 0.033267002239 Long LON CORP US N 2 2028-08-06 Floating 7.13000000 N N N N N N iHeartCommunications Inc 54930076J6KDZL504O62 N/A 1569221.69000000 PA USD 1468069.66000000 0.035204557385 Long LON CORP US N 2 2026-05-01 Floating 7.07000000 N N N N N N Gray Television Inc 529900TM5726KDN7UU35 N/A 387232.14000000 PA USD 375808.79000000 0.009011957997 Long LON CORP US N 2 2026-01-02 Floating 6.27000000 N N N N N N East Japan Railway Co 353800SENYJ2DSM6PS44 N/A 328200.00000000 NS 18607613.68000000 0.446213705967 Long EC CORP JP N 2 N N N Archaea Energy Inc 549300ZBE567NNMH7V89 03940F103 244789.00000000 NS USD 6349826.66000000 0.152269911388 Long EC CORP US N 1 N N N Brown Group Holding LLC 25490094PF4HHK9QS109 N/A 869041.91000000 PA USD 848949.66000000 0.020357955645 Long LON CORP US N 2 2028-06-07 Floating 6.37000000 N N N N N N Academy Ltd 549300BN53IR80C35Z14 N/A 241275.26000000 PA USD 238787.71000000 0.005726169451 Long LON CORP US N 2 2027-11-05 Floating 7.52000000 N N N N N N California Resources Corp - Warrants 5493003Q8F0T4F4YMR48 13057Q123 439.00000000 NS USD 6036.25000000 0.000144750290 Long EC CORP US N 1 N N N M6 ETX Holdings II Midco LLC N/A N/A 335000.00000000 PA USD 334792.30000000 0.008028375668 Long LON CORP US N 2 2029-08-10 Floating 8.51000000 N N N N N N Centrais Eletricas Brasileiras SA 254900I8KYDELP4B4Z08 N/A 1378044.00000000 NS 12990820.14000000 0.311522052097 Long EP CORP BR N 1 N N N MA FinanceCo LLC N/A N/A 246173.12000000 PA USD 244326.82000000 0.005858998240 Long LON CORP US N 2 2025-06-05 Floating 7.42000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 N/A 627410.64000000 PA USD 542553.35000000 0.013010520593 Long LON CORP US N 2 2027-07-31 Floating 7.32000000 N N N N N N Shimano Inc 529900L32YT3P9DECR10 N/A 13300.00000000 NS 2297391.38000000 0.055091831728 Long EC CORP JP N 2 N N N Gates Global LLC 549300XI79MQJV13DW27 N/A 1658495.12000000 PA USD 1617032.74000000 0.038776717100 Long LON CORP US N 2 2027-03-31 Floating 6.57000000 N N N N N N BlackRock Liquidity Funds FedFund Portfolio - Institutional Class N/A N/A 26943293.35000000 NS USD 26943293.35000000 0.646104706569 Long STIV RF US N 1 N N N Valmont Industries Inc 5493009ZGZJJ8F77JN08 920253101 5051.00000000 NS USD 1710571.66000000 0.041019796136 Long EC CORP US N 1 N N N CCC Intelligent Solutions Inc 5493006JEEL9RIWY5T17 N/A 431737.50000000 PA USD 424397.96000000 0.010177134467 Long LON CORP US N 2 2028-09-21 Floating 6.32000000 N N N N N N TTM Technologies Inc 549300SC4BDOIS008048 N/A 33485.74000000 PA USD 33262.39000000 0.000797637707 Long LON CORP US N 2 2024-09-28 Floating 6.27000000 N N N N N N Transurban Group 549300ZR71SUQ4VUTM79 N/A 5623579.00000000 NS 54979655.06000000 1.318421376273 Long EC CORP AU N 2 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810FH6 9812729.45000000 PA USD 11205932.63000000 0.268720149377 Long DBT UST US N 2 2029-04-15 Fixed 3.88000000 N N N N N N Cumulus Media Inc N/A 231082801 6.00000000 NS USD 43.92000000 0.000001053208 Long EC CORP US N 1 N N N Aptiv PLC N/A G6095L109 21238.00000000 NS USD 2265457.46000000 0.054326050955 Long EC CORP IE N 1 N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364G103 226727.00000000 NS USD 26361548.29000000 0.632154362177 Long EC CORP US N 1 N N N Freeport LNG Investments LLLP 549300LR5YVRZH4YPQ33 N/A 1494256.09000000 PA USD 1410831.77000000 0.033831983155 Long LON CORP US N 2 2026-11-17 None 0.00000000 N N N N N N Ingenovis Health Inc N/A N/A 65218.94000000 PA USD 61957.99000000 0.001485763021 Long LON CORP US N 2 2028-03-06 Floating 7.83000000 N N N N N N Builders FirstSource Inc 549300W0SKP6L3H7DP63 12008R107 12835.00000000 NS USD 820541.55000000 0.019676724389 Long EC CORP US N 1 N N N Mondi PLC 213800LOZA69QFDC9N34 N/A 98583.00000000 NS 1862625.44000000 0.044666071356 Long EC CORP GB N 2 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810RF7 12168197.09100000 PA USD 11621103.51000000 0.278676016914 Long DBT UST US N 2 2044-02-15 Fixed 1.38000000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 N/A 2586490.00000000 PA USD 2453570.28000000 0.058837028020 Long LON CORP US N 2 2028-10-23 Floating 7.00000000 N N N N N N Interfor Corp 549300P4G5UZ3AMJE056 N/A 93286.00000000 NS 1747617.14000000 0.041908152977 Long EC CORP CA N 1 N N N N/A N/A N/A 2629000.00000000 OU Notional Amount -60156.48000000 -0.00144256250 N/A DIR N/A N 2 Barclays Bank PLC N/A Put Written Barclays Bank PLC N/A N/A N/A N/A 2629000.00000000 OU Notional Amount -60156.48000000 -0.00144300 DIR N/A 6 Month Euro Interbank Offered Rate N/A N/A N/A N/A N/A 2629000.00000000 EUR 2629000.00000000 EUR 3.95000000 EUR 2027-11-16 XXXX 6284.67000000 N N N Veritiv Corp 529900VQARHWQROHAS58 923454102 5718.00000000 NS USD 769299.72000000 0.018447936686 Long EC CORP US N 1 N N N N/A N/A N/A 1332000.00000000 OU Notional Amount USD 33156.44000000 0.000795097008 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-09-09 20.30000000 USD 0.00000000 USD 1332000.00000000 USD 33136.14000000 N N N Serta Simmons Bedding LLC 549300M4F4V4WFPNI116 N/A 59899.77000000 PA USD 57788.30000000 0.001385773154 Long LON CORP US N 2 2023-08-10 Floating 10.79000000 N N N N N N Perforce Software Inc N/A N/A 405948.23000000 PA USD 374487.24000000 0.008980267006 Long LON CORP US N 2 2026-07-01 Floating 7.62000000 N N N N N N Cincinnati Bell Inc 549300JYVZOCUJOHL272 N/A 666691.34000000 PA USD 653024.17000000 0.015659629439 Long LON CORP US N 2 2028-11-23 Floating 7.08000000 N N N N N N N/A N/A N/A 89011.30610000 NC USD 2636681.91000000 0.063228075708 N/A DCO N/A N 2 Citigroup Inc N/A Refinitiv/CoreCommodity CRB 3-Month Forward Index Total Return N/A Refinitiv/CoreCommodity CRB 3-Month Forward Index Total Return Y Receive positive return on reference instrument 2023-05-01 0.00000000 USD 0.00000000 USD 75352216.44000000 USD 2636681.91000000 N N N Open Text Corp N/A N/A 1900000.00000000 PA USD 1843798.00000000 0.044214586178 Long LON CORP CA N 2 2029-11-16 None 0.00000000 N N N N N N Team Health Holdings Inc 549300PVTQ4UDTTMQT11 N/A 265869.91000000 PA USD 183450.24000000 0.004399167612 Long LON CORP US N 2 2027-03-02 Floating 8.98000000 N N N N N N Pactiv Evergreen Group Holdings Inc 5493002QNV81KCX40V06 N/A 220384.09000000 PA USD 216906.43000000 0.005201452676 Long LON CORP US N 2 2028-09-22 Floating 7.25000000 N N N N N N Gymboree Corp/The N/A N/A 17842.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Carestream Health Inc 5493008C1W5RQW9E4I05 N/A 1180454.47000000 PA USD 932559.03000000 0.022362922401 Long LON CORP US N 2 2027-09-30 Floating 11.15000000 N N N N N N AZEK Co Inc/The 5493002LDDDU1RX46815 05478C105 55576.00000000 NS USD 1074839.84000000 0.025774840158 Long EC CORP US N 1 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828ZZ6 24061547.40000000 PA USD 21941436.82000000 0.526159345635 Long DBT UST US N 2 2030-07-15 Fixed 0.13000000 N N N N N N Sun Hung Kai Properties Ltd 529900LUMD393RD3S874 N/A 432200.00000000 NS 5213746.47000000 0.125026517336 Long EC CORP HK N 2 N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483102 145362.00000000 NS USD 14172795.00000000 0.339866008055 Long EC CORP US N 1 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810SG4 5997859.20000000 PA USD 5244065.77000000 0.125753579250 Long DBT UST US N 2 2049-02-15 Fixed 1.00000000 N N N N N N Alterra Mountain Co 549300C5O4FSVNUEI843 N/A 338628.17000000 PA USD 337040.00000000 0.008082275892 Long LON CORP US N 2 2024-07-31 Floating 6.82000000 N N N N N N Sappi Ltd 549300SSI7XQH8ESJG95 N/A 362362.00000000 NS 1030506.09000000 0.024711709376 Long EC CORP ZA N 2 N N N Homeward Opportunities Fund Trust 2022-1 N/A 43789KAA0 711102.95000000 PA USD 680410.04000000 0.016316347208 Long ABS-MBS CORP US N 2 2067-07-25 Variable 5.08000000 N N N N N N PotlatchDeltic Corp 54930084YA8UJOTXDM59 737630103 137558.00000000 NS USD 6573896.82000000 0.157643151515 Long EC CORP US N 1 N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JQ1 1591474.00000000 PA USD 1269367.56000000 0.030439647604 Long DBT CORP US N 2 2040-07-01 Fixed 4.50000000 N N N N N N N/A N/A N/A 1998392.00000000 OU Notional Amount USD -15621.34000000 -0.00037460236 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-09-30 30.63000000 USD 0.00000000 USD 1998392.00000000 USD -15651.97000000 N N N PTC Inc 54930050SSMU8SKDJ030 69370C100 24777.00000000 NS USD 3151882.17000000 0.075582664603 Long EC CORP US N 1 N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368103 14691.00000000 NS USD 1992540.33000000 0.047781452271 Long EC CORP US N 1 N N N N/A N/A N/A 53.00000000 NC USD -77474.64000000 -0.00185785489 N/A DCO N/A N 1 CBT N/A Long N/A KC HRW Wheat; March 2023 2023-03-15 2384337.50000000 USD -77474.64000000 N N N N/A N/A N/A 1530000.00000000 OU Notional Amount -40530.38000000 -0.00097192532 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2032-10-15 0.00000000 USD 2123.48000000 USD 1530000.00000000 EUR -38406.90000000 N N N Veolia Environnement SA 969500LENY69X51OOT31 N/A 93153.00000000 NS 2410983.78000000 0.057815796587 Long EC CORP FR N 2 N N N Fertitta Entertainment LLC/NV 984500A0805D8V551D35 N/A 2318979.43000000 PA USD 2208294.54000000 0.052955274518 Long LON CORP US N 2 2029-01-13 Floating 7.73000000 N N N N N N SSE PLC 549300KI75VYLLMSK856 N/A 2613086.00000000 NS 54197075.99000000 1.299654998539 Long EC CORP GB N 2 N N N Millennium Health LLC N/A N/A 19318.00000000 NS USD 948.88000000 0.000022754302 Long EC CORP US Y 3 N N N UKG Inc 529900FKHWSTQ1GXK240 N/A 455908.79000000 PA USD 443562.78000000 0.010636710074 Long LON CORP US N 2 2026-05-04 Floating 7.82000000 N N N N N N Pagaya AI Technology in Housing Trust 2022-1 N/A 69547NAD6 660000.00000000 PA USD 589780.88000000 0.014143044707 Long ABS-O CORP US N 2 2025-08-25 Fixed 4.25000000 N N N N N N N/A N/A N/A 3682000.00000000 OU Notional Amount USD -287080.20000000 -0.00688423148 N/A DIR N/A N 2 Deutsche Bank AG N/A Put Written Deutsche Bank AG N/A N/A N/A N/A 3682000.00000000 OU Notional Amount USD -287080.20000000 -0.00688400 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 3682000.00000000 USD 3682000.00000000 USD 2.43500000 USD 2023-08-11 XXXX -157934.05000000 N N N CapitaLand Ascendas REIT 549300ILIBAEMQZK3L20 N/A 2584400.00000000 NS 5325778.44000000 0.127713062821 Long EC CORP SG N 2 N N N Novozymes A/S 529900T6WNZXD2R3JW38 N/A 38734.00000000 NS 2252307.66000000 0.054010716539 Long EC CORP DK N 2 N N N N/A N/A N/A 33089.70490000 NC USD 979829.31000000 0.023496471667 N/A DCO N/A N 2 Bank of America NA N/A Refinitiv/CoreCommodity CRB 3-Month Forward Index Total Return N/A Refinitiv/CoreCommodity CRB 3-Month Forward Index Total Return Y Receive positive return on reference instrument 2023-05-01 0.00000000 USD 0.00000000 USD 28012087.90000000 USD 979829.31000000 N N N Healthcare Realty Trust Inc 549300L0I14L7I0VLX84 42226K105 237000.00000000 NS USD 4865610.00000000 0.116678146227 Long EC CORP US N 1 N N N Hayward Industries Inc 549300NV8ZMMEDUHQ091 N/A 983768.90000000 PA USD 953645.90000000 0.022868589091 Long LON CORP US N 2 2028-05-28 Floating 6.57000000 N N N N N N Belk Inc N/A N/A 1121987.40000000 PA USD 152668.83000000 0.003661024223 Long LON CORP US N 2 2025-07-31 Fixed 5.00000000 N N Y N N N N/A N/A N/A 263.00000000 NC USD 312690.19000000 0.007498363352 N/A DCO N/A N 1 CBT N/A Long N/A Soybean Meal; January 2023 2023-01-14 10988140.00000000 USD 312690.19000000 N N N N/A N/A N/A 2940000.00000000 OU Notional Amount USD -69280.58000000 -0.00166135996 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2052-06-29 129.84000000 USD 0.00000000 USD 2940000.00000000 USD -69410.42000000 N N N N/A N/A N/A 634.00000000 NC USD -230213.42000000 -0.00552055653 N/A DCO N/A N 1 ICE N/A Long N/A Brent Crude; February 2023 2022-12-30 55138980.00000000 USD -230213.42000000 N N N Vantage Drilling International 549300T9QN1134QR7185 G9325C105 4456.00000000 NS USD 76866.00000000 0.001843259609 Long EC CORP US N 2 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828WU0 24482500.00000000 PA USD 23761892.13000000 0.569814170181 Long DBT UST US N 2 2024-07-15 Fixed 0.13000000 N N N N N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 16411R208 100422.00000000 NS USD 17610001.92000000 0.422290808158 Long EC CORP US N 1 N N N Link REIT 529900XUE70U36QX5M62 N/A 1065870.00000000 NS 7199738.40000000 0.172650937874 Long EC CORP HK N 2 N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 3502.00000000 NS USD 522358.32000000 0.012526240377 Long EC CORP US N 1 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CDX6 27469578.15000000 PA USD 24607448.36000000 0.590090750805 Long DBT UST US N 2 2032-01-15 Fixed 0.13000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810QF8 4513087.53000000 PA USD 4896082.94000000 0.117408892454 Long DBT UST US N 2 2040-02-15 Fixed 2.13000000 N N N N N N Belk Inc N/A N/A 139.00000000 NS USD 1181.50000000 0.000028332568 Long EC CORP US N 3 N N N N/A N/A N/A 8.00000000 NC 36361.80000000 0.000871962080 N/A DIR N/A N 1 OSE N/A Short N/A Japan 10 Year Bond TSE; December 2022 2022-12-14 8615830.25000000 USD 36361.80000000 N N N Greenway Health LLC 549300U56GIYUK0LTY73 N/A 309034.33000000 PA USD 258559.75000000 0.006200306296 Long LON CORP US N 2 2024-02-16 Floating 7.82000000 N N N N N N Nexstar Media Inc 5493006PK6I4I2OOT688 N/A 465297.15000000 PA USD 461128.09000000 0.011057929162 Long LON CORP US N 2 2026-09-18 Floating 6.57000000 N N N N N N United Utilities Group PLC 2138002IEYQAOC88ZJ59 N/A 2155826.00000000 NS 26740806.46000000 0.641249036887 Long EC CORP GB N 2 N N N Embecta Corp 549300RPG8GXVDHNXZ62 N/A 308233.70000000 PA USD 296098.54000000 0.007100492794 Long LON CORP US N 2 2029-03-31 Floating 6.55000000 N N N N N N N/A N/A N/A 205.00000000 NC USD 742249.06000000 0.017799257309 N/A DCO N/A N 1 LME N/A Long N/A LME PRI Alum; March 2023 2023-03-14 12710000.00000000 USD 742249.06000000 N N N LifePoint Health Inc 549300G8ZVHRTBBBSZ90 N/A 1066502.57000000 PA USD 987986.65000000 0.023692086052 Long LON CORP US N 2 2025-11-14 Floating 8.16000000 N N N N N N N/A N/A N/A 3885500.00000000 OU Notional Amount -107490.87000000 -0.00257764914 N/A DIR N/A N 2 Barclays Bank PLC N/A Put Written Barclays Bank PLC N/A N/A N/A N/A 3885500.00000000 OU Notional Amount -107490.87000000 -0.00257800 DIR N/A 6 Month Euro Interbank Offered Rate N/A N/A N/A N/A N/A 3885500.00000000 EUR 3885500.00000000 EUR 3.50000000 EUR 2027-08-26 XXXX -25304.01000000 N N N Allied Properties Real Estate Investment Trust 549300AMZMPKVHA0MY77 N/A 175600.00000000 NS 3428060.81000000 0.082205474845 Long EC CORP CA N 1 N N N Wand NewCo 3 Inc 549300Y3VZEWMSQW8494 N/A 460397.88000000 PA USD 438202.10000000 0.010508160066 Long LON CORP US N 2 2026-02-05 Floating 7.07000000 N N N N N N N/A N/A N/A 2113000.00000000 OU Notional Amount USD 109702.97000000 0.002630695673 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-08-23 32.05000000 USD 0.00000000 USD 2113000.00000000 USD 109670.92000000 N N N Hydro One Ltd 5493007QZDXTP1W2VL44 N/A 185334.00000000 NS 5183262.15000000 0.124295498215 Long EC CORP CA N 1 N N N Bright Bidco BV N/A N/A 466957.58000000 PA USD 466957.58000000 0.011197721313 Long LON CORP NL N 2 2023-02-28 Floating 10.90000000 N N N N N N EDP - Energias de Portugal SA 529900CLC3WDMGI9VH80 N/A 6661053.00000000 NS 31607132.48000000 0.757944353394 Long EC CORP PT N 2 N N N AAdvantage Loyalty IP Ltd N/A N/A 1451161.01000000 PA USD 1441060.93000000 0.034556883497 Long LON CORP KY N 2 2028-03-10 Floating 8.99000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 N/A 550338.90000000 PA USD 542122.34000000 0.013000184901 Long LON CORP US N 2 2025-05-30 Floating 5.92000000 N N N N N N Intelsat Jackson Holdings SA 8XJ8KF85PBKK1TLMFN29 N/A 1259560.28000000 PA USD 1215160.78000000 0.029139759902 Long LON CORP LU N 2 2029-01-26 Floating 7.44000000 N N N N N N N/A N/A N/A 22.00000000 NC USD 2973.96000000 0.000071316061 N/A DCO N/A N 1 ICE N/A Short N/A Brent Crude; December 2023 2023-11-01 1837440.00000000 USD 2973.96000000 N N N Informatica LLC 5493007SV33RZV7RPS40 N/A 1093876.57000000 PA USD 1070358.22000000 0.025667370156 Long LON CORP US N 2 2028-10-27 Floating 6.56000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271109 72488.00000000 NS USD 11279857.68000000 0.270492884511 Long EC CORP US N 1 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CDC2 22858658.10000000 PA USD 21694518.53000000 0.520238203508 Long DBT UST US N 2 2026-10-15 Fixed 0.13000000 N N N N N N N/A N/A N/A 3.00000000 NC USD -68.61000000 -0.00000164527 N/A DCO N/A N 1 NYB N/A Short N/A Frozen Concentrated Orange Juice-A; January 2023 2023-01-11 90315.00000000 USD -68.61000000 N N N N/A N/A N/A 7313293.00000000 OU Notional Amount USD -79928.08000000 -0.00191668880 N/A DIR N/A N 2 Deutsche Bank AG N/A Call Written Deutsche Bank AG N/A N/A N/A N/A 7313293.00000000 OU Notional Amount USD -79928.08000000 -0.00191700 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 7313293.00000000 USD 7313293.00000000 USD 2.54000000 USD 2023-08-08 XXXX 179876.65000000 N N N Traverse Midstream Partners LLC 549300DHTM8B2X5QMJ22 N/A 549025.89000000 PA USD 544908.20000000 0.013066990293 Long LON CORP US N 2 2024-09-21 Floating 9.17000000 N N N N N N Essential Utilities Inc 549300ILTEOF3E3QY357 29670G102 147913.00000000 NS USD 7135323.12000000 0.171106248625 Long EC CORP US N 1 N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167735 97427.00000000 NS USD 10083694.50000000 0.241808690252 Long EC CORP US N 1 N N N Quarternorth Energy Holding Inc N/A N/A 75260.00000000 NS USD 10260421.58000000 0.246046635357 Long EC CORP US Y 2 N N N Minto Apartment Real Estate Investment Trust 8945004CL5S09C4BXW65 N/A 185442.00000000 NS 2000344.51000000 0.047968597820 Long EC CORP CA N 1 N N N Camelot Finance SA N/A N/A 259695.81000000 PA USD 254956.36000000 0.006113896398 Long LON CORP LU N 2 2026-10-30 Floating 7.07000000 N N N N N N N/A N/A N/A 112.00000000 NC USD 787889.14000000 0.018893714105 N/A DCO N/A N 1 NYM N/A Long N/A Platinum; January 2023 2023-01-30 5820080.00000000 USD 787889.14000000 N N N Mitsui Fudosan Co Ltd 353800ND4ZKNZDYKMF33 N/A 1004200.00000000 NS 20358233.51000000 0.488193863956 Long EC CORP JP N 2 N N N American Water Works Co Inc 549300DXHIJQMD5WFW18 030420103 14239.00000000 NS USD 2160910.64000000 0.051819000626 Long EC CORP US N 1 N N N N/A N/A N/A 63532.71770000 NC USD 1881303.23000000 0.045113967902 N/A DCO N/A N 2 Bank of America NA N/A Refinitiv/CoreCommodity CRB 3-Month Forward Index Total Return N/A Refinitiv/CoreCommodity CRB 3-Month Forward Index Total Return Y Receive positive return on reference instrument 2023-05-01 0.00000000 USD 0.00000000 USD 53783602.19000000 USD 1881303.23000000 N N N N/A N/A N/A 1098.00000000 NC USD -82350.00000000 -0.00197476685 N/A DIR N/A N 1 CME N/A Call Written CME N/A N/A N/A N/A 1098.00000000 NC USD -82350.00000000 -0.00197500 DIR Long N/A 3 Month SOFR Future; March 2023 N/A 2745000.00000000 USD 1098.00000000 95.37500000 USD 2023-01-17 XXXX -3013.22000000 N N N Nemetschek SE 529900R0S2IX1S358J38 N/A 29326.00000000 NS 1465650.64000000 0.035146548879 Long EC CORP DE N 2 N N N American Commercial Lines Inc Preferred B - Warrants N/A N/A 1706.00000000 NS USD 81035.00000000 0.001943232930 Long EP CORP US N 2 N N N Insulet Corp 549300TZTYD2PYN92D43 N/A 587272.68000000 PA USD 576631.30000000 0.013827715567 Long LON CORP US N 2 2028-05-04 Floating 7.00000000 N N N N N N N/A N/A N/A 5216400.00000000 OU Notional Amount USD -181687.68000000 -0.00435690112 N/A DIR N/A N 2 JPMorgan Chase N/A Put Written JPMorgan Chase N/A N/A N/A N/A 5216400.00000000 OU Notional Amount USD -181687.68000000 -0.00435700 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 5216400.00000000 USD 5216400.00000000 USD 3.32250000 USD 2023-11-17 XXXX 13927.32000000 N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573106 577863.00000000 NS USD 34989604.65000000 0.839056604985 Long EC CORP US N 1 N N N Inmobiliaria Colonial Socimi SA 95980020140005007414 N/A 502853.00000000 NS 3099421.21000000 0.074324641958 Long EC CORP ES N 2 N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278X109 26025.00000000 NS USD 3852220.50000000 0.092376895558 Long EC CORP US N 1 N N N Corteva Inc 549300WZN9I2QKLS0O94 22052L104 189533.00000000 NS USD 12729036.28000000 0.305244431100 Long EC CORP US N 1 N N N Invitation Homes Inc N/A 46187W107 513050.00000000 NS USD 16740821.50000000 0.401447715484 Long EC CORP US N 1 N N N Gymboree Holding Corp N/A 403777402 48577.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Ceridian HCM Holding Inc 549300T64GVCHFJ8L449 N/A 377035.08000000 PA USD 368001.32000000 0.008824733553 Long LON CORP US N 2 2025-04-04 Floating 6.57000000 N N N N N N Trinseo Materials Operating SCA 549300WNMXD3KV7LO256 N/A 422353.42000000 PA USD 406591.19000000 0.009750125127 Long LON CORP LU N 2 2024-09-06 Floating 5.75000000 N N N N N N DS Smith PLC 39RSBE4RCI4M15BLWH36 N/A 313745.00000000 NS 1154869.36000000 0.027693961509 Long EC CORP GB N 2 N N N Oji Holdings Corp 529900LVC9GIIYUGE243 N/A 419600.00000000 NS 1617127.83000000 0.038778997374 Long EC CORP JP N 2 N N N N/A N/A N/A 375000.00000000 OU Notional Amount USD 3886.49000000 0.000093198683 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2032-11-07 7.74000000 USD 0.00000000 USD 375000.00000000 USD 3878.75000000 N N N Aena SME SA 959800R7QMXKF0NFMT29 N/A 375020.00000000 NS 48390352.03000000 1.160408781250 Long EC CORP ES N 2 N N N Cushman & Wakefield US Borrower LLC N/A N/A 509079.28000000 PA USD 495990.85000000 0.011893944011 Long LON CORP US N 2 2025-08-21 Floating 6.82000000 N N N N N N Snam SpA 8156002278562044AF79 N/A 5810086.00000000 NS 29658935.81000000 0.711226269549 Long EC CORP IT N 2 N N N Ivanhoe Mines Ltd 5299006XZISURYIA4G32 N/A 164009.00000000 NS 1467991.20000000 0.035202675901 Long EC CORP CA N 1 N N N Severn Trent PLC 213800RPBXRETY4A4C59 N/A 665806.00000000 NS 21913257.92000000 0.525483610873 Long EC CORP GB N 2 N N N IGT Holding IV AB 549300S0NZ6VQU5JU607 N/A 642008.21000000 PA USD 627563.03000000 0.015049067019 Long LON CORP SE N 2 2028-03-31 Floating 7.07000000 N N N N N N Ingevity Corp 5493009UTFC4B5IMGF87 45688C107 9956.00000000 NS USD 779256.12000000 0.018686692833 Long EC CORP US N 1 N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 N/A 1200000.00000000 PA USD 1209252.00000000 0.028998066364 Long LON CORP US N 2 2026-07-08 Floating 7.50000000 N N N N N N Naked Juice LLC 549300Y5TU1XQ1KVLJ64 N/A 82000.00000000 PA USD 71237.50000000 0.001708287232 Long LON CORP US N 2 2030-01-24 Floating 9.55000000 N N N N N N N/A N/A N/A 25.00000000 NC USD -131391.87000000 -0.00315079914 N/A DCO N/A N 1 NYM N/A Long N/A Gasoline RBOB; January 2023 2023-01-02 2503935.00000000 USD -131391.87000000 N N N N/A N/A N/A 8.00000000 NC USD -18852.96000000 -0.00045209715 N/A DCO N/A N 1 NYM N/A Long N/A WTI Crude; February 2023 2023-01-23 645280.00000000 USD -18852.96000000 N N N Signify NV 549300072P3J1X8NZO35 N/A 74072.00000000 NS 2529913.06000000 0.060667740726 Long EC CORP NL N 2 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810PS1 9399292.47700000 PA USD 9704126.95000000 0.232706596558 Long DBT UST US N 2 2027-01-15 Fixed 2.38000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884L109 207103.00000000 NS USD 8783238.23000000 0.210623530152 Long EC CORP US N 1 N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216101 228649.00000000 NS USD 8663510.61000000 0.207752441686 Long EC CORP US N 1 N N N Surgery Center Holdings Inc 54930054EVI5HWPPW113 N/A 1636735.33000000 PA USD 1604000.62000000 0.038464204670 Long LON CORP US N 2 2026-09-03 Floating 7.20000000 N N N N N N Amneal Pharmaceuticals LLC 54930037VIXE7LRZ1M66 N/A 171316.94000000 PA USD 156059.45000000 0.003742331861 Long LON CORP US N 2 2025-05-04 Floating 7.41000000 N N N N N N Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF 549300FMDZNC0BEIYQ10 46090F100 393320.00000000 NS USD 6772970.40000000 0.162416969449 Long EC RF US N 1 N N N Befesa SA 222100VXGA8L6J4ZWG61 N/A 34141.00000000 NS 1458778.16000000 0.034981745652 Long EC CORP LU N 2 N N N China Tower Corp Ltd 300300T6BNNP0L7O7H91 N/A 34602000.00000000 NS 3742298.25000000 0.089740941513 Long EC CORP CN N 2 N N N SS&C Technologies Inc 549300KY09TR3J12JU49 N/A 185600.24000000 PA USD 182042.28000000 0.004365404495 Long LON CORP LU N 2 2025-04-16 Floating 5.82000000 N N N N N N N/A N/A N/A 25.00000000 NC USD 133919.87000000 0.003211421008 N/A DCO N/A N 1 NYM N/A Short N/A Gasoline RBOB; April 2023 2023-04-03 2709210.00000000 USD 133919.87000000 N N N Husqvarna AB 549300GYQIIJ3UXB7655 N/A 59450.00000000 NS 466721.43000000 0.011192058396 Long EC CORP SE N 2 N N N Bunge Ltd 5493007M0RIN8HY3MM77 G16962105 142276.00000000 NS USD 14916215.84000000 0.357693364847 Long EC CORP US N 1 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810FS2 10027688.35200000 PA USD 10110925.99000000 0.242461705963 Long DBT UST US N 2 2026-01-15 Fixed 2.00000000 N N N N N N Plaze Inc 54930069WJQSNERFIV02 N/A 610068.00000000 PA USD 552111.54000000 0.013239727597 Long LON CORP US N 2 2026-08-03 Floating 7.50000000 N N N N N N Weir Group PLC/The 549300KDR56WHY9I3D10 N/A 50078.00000000 NS 1088849.09000000 0.026110784329 Long EC CORP GB N 2 N N N N/A N/A N/A 1399000.00000000 OU Notional Amount USD -81445.10000000 -0.00195306719 N/A DIR N/A N 2 Deutsche Bank AG N/A Put Written Deutsche Bank AG N/A N/A N/A N/A 1399000.00000000 OU Notional Amount USD -81445.10000000 -0.00195300 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 1399000.00000000 USD 1399000.00000000 USD 2.75000000 USD 2023-07-20 XXXX -31270.25000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CCM1 25082836.50000000 PA USD 22649344.10000000 0.543135081284 Long DBT UST US N 2 2031-07-15 Fixed 0.13000000 N N N N N N Vyaire Medical Inc 549300ZVN6ARCNECB069 N/A 896937.14000000 PA USD 641310.06000000 0.015378723111 Long LON CORP US N 2 2025-04-16 Floating 8.50000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828XL9 16006211.76000000 PA USD 15458707.60000000 0.370702408502 Long DBT UST US N 2 2025-07-15 Fixed 0.38000000 N N N N N N Safestore Holdings PLC 213800WGA3YSJC1YOH73 N/A 625351.00000000 NS 6904069.49000000 0.165560747679 Long EC CORP GB N 2 N N N Project Ruby Ultimate Parent Corp 549300UGGIEE7YT1C741 N/A 246250.00000000 PA USD 233674.01000000 0.005603542065 Long LON CORP US N 2 2028-03-10 Floating 7.32000000 N N N N N N Global Medical Response Inc 549300ZFWD4ZFCEJCQ87 N/A 1512655.09000000 PA USD 1195753.85000000 0.028674378456 Long LON CORP US N 2 2025-10-02 Floating 8.09000000 N N N N N N Essity AB 549300G8E6YUVJ1DA153 N/A 72780.00000000 NS 1782148.81000000 0.042736228232 Long EC CORP SE N 2 N N N UPM-Kymmene Oyj 213800EC6PW5VU4J9U64 N/A 74228.00000000 NS 2725024.37000000 0.065346542759 Long EC CORP FI N 2 N N N Ontex Group NV 549300AQESC6JJOPW253 N/A 55488.00000000 NS 373744.23000000 0.008962449501 Long EC CORP BE N 2 N N N Naked Juice LLC 549300Y5TU1XQ1KVLJ64 N/A 274062.50000000 PA USD 257618.75000000 0.006177740958 Long LON CORP US N 2 2029-01-24 Floating 6.90000000 N N N N N N N/A N/A N/A 1382000.00000000 OU Notional Amount USD 11955.17000000 0.000286686987 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-10-04 21.20000000 USD 0.00000000 USD 1382000.00000000 USD 11933.97000000 N N N N/A N/A N/A 4.00000000 NC 952.02000000 0.000022829599 N/A DIR N/A N 1 EUX N/A Short N/A Euro Buxl 30 Year Bond; December 2022 2022-12-09 658910.70000000 USD 952.02000000 N N N N/A N/A N/A 6.00000000 NC USD 12907.14000000 0.000309515388 N/A DCO N/A N 1 NYM N/A Long N/A WTI Crude; December 2024 2024-11-21 440280.00000000 USD 12907.14000000 N N N Vinci SA 213800WFQ334R8UXUG83 N/A 172973.00000000 NS 17464431.93000000 0.418800015312 Long EC CORP FR N 2 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828Y38 18419738.76000000 PA USD 17794954.67000000 0.426726006213 Long DBT UST US N 2 2028-07-15 Fixed 0.75000000 N N N N N N Windstream - Warrants N/A N/A 17064.00000000 NS USD 221832.00000000 0.005319568673 Long EC CORP US N 3 N N N US Radiology Specialists Inc N/A N/A 342286.89000000 PA USD 308852.31000000 0.007406330344 Long LON CORP US N 2 2027-12-10 Floating 8.92000000 N N N N N N Ventas Inc ORQTRC074CWLT3DKHT41 92276F100 363291.00000000 NS USD 16903930.23000000 0.405359090266 Long EC CORP US N 1 N N N N/A N/A N/A 11.00000000 NC -1352.60000000 -0.00003243557 N/A DIR N/A N 1 ICF N/A Long N/A ICE 3 Month Sterling Overnight Index Average; December 2022 2023-03-15 3190159.09000000 USD -1352.60000000 N N N Ferrovial SA 95980020140005757903 N/A 558133.00000000 NS 15009545.44000000 0.359931424354 Long EC CORP ES N 2 N N N Lennox International Inc S7DWAC87RDMPBF77GJ92 526107107 7808.00000000 NS USD 2033437.44000000 0.048762171848 Long EC CORP US N 1 N N N N/A N/A N/A 790000.00000000 OU Notional Amount USD -17920.81000000 -0.00042974403 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-10-14 12.53000000 USD 0.00000000 USD 790000.00000000 USD -17933.34000000 N N N Univision Communications Inc 549300YQDE2JSGTL8V47 N/A 57774.95000000 PA USD 57630.51000000 0.001381989323 Long LON CORP US N 2 2024-03-15 Floating 6.82000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JP3 1591474.00000000 PA USD 1474725.87000000 0.035364174421 Long DBT CORP US N 2 2026-01-01 Fixed 3.15000000 N N N N N N N/A N/A N/A 3991500.00000000 OU Notional Amount USD -94720.32000000 -0.00227140920 N/A DIR N/A N 2 Deutsche Bank AG N/A Put Written Deutsche Bank AG N/A N/A N/A N/A 3991500.00000000 OU Notional Amount USD -94720.32000000 -0.00227100 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 3991500.00000000 USD 3991500.00000000 USD 3.68750000 USD 2023-11-13 XXXX 57655.19000000 N N N Polyus PJSC 549300FUXVT7TF6ZKV71 N/A 12459.00000000 NS 0.00000000 0.000000 Long EC CORP RU N 2 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828H45 20373011.60100000 PA USD 19663935.25000000 0.471544474896 Long DBT UST US N 2 2025-01-15 Fixed 0.25000000 N N N N N N N/A N/A N/A 155.00000000 NC USD 168895.88000000 0.004050151611 N/A DCO N/A N 1 NYM N/A Short N/A WTI Crude; March 2023 2023-02-22 12516250.00000000 USD 168895.88000000 N N N iQor US Inc 549300LKMK4MMQCMDH78 N/A 418372.94000000 PA USD 309595.98000000 0.007424163676 Long LON CORP US N 2 2025-11-20 Floating 10.02000000 N N N N N N N/A N/A N/A 3991500.00000000 OU Notional Amount USD -242773.95000000 -0.00582176015 N/A DIR N/A N 2 Deutsche Bank AG N/A Call Written Deutsche Bank AG N/A N/A N/A N/A 3991500.00000000 OU Notional Amount USD -242773.95000000 -0.00582200 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 3991500.00000000 USD 3991500.00000000 USD 3.68750000 USD 2023-11-13 XXXX -90398.44000000 N N N Gainwell Acquisition Corp N/A N/A 885287.50000000 PA USD 862270.03000000 0.020677380358 Long LON CORP US N 2 2027-10-01 Floating 7.67000000 N N N N N N Catalina Marketing Corp N/A N/A 3965.00000000 NS USD 693.88000000 0.000016639359 Long EC CORP US N 2 N N N Lions Gate Capital Holdings LLC 549300MWJHNLR35C0837 N/A 458670.56000000 PA USD 440704.43000000 0.010568166360 Long LON CORP US N 2 2025-03-24 Floating 6.32000000 N N N N N N N/A N/A N/A 33.00000000 NC 80006.98000000 0.001918580838 N/A DIR N/A N 1 EUX N/A Long N/A Euro Bond 10 Year Bond; December 2022 2022-12-09 4837811.41000000 USD 80006.98000000 N N N Michaels Cos Inc/The 549300H9LWMBP7HYLR98 N/A 469810.61000000 PA USD 354053.97000000 0.008490273754 Long LON CORP US N 2 2028-04-15 Floating 7.92000000 N N N N N N Ditech Holding Corp Z4TM9IUZR644E7BFXU45 N/A 922682.78000000 PA USD 108415.23000000 0.002599815451 Long LON CORP US N 2 2022-06-30 None 0.00000000 Y N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796Y86 7000000.00000000 PA USD 6920664.31000000 0.165958694254 Long DBT UST US N 2 2023-03-07 None 0.00000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828B25 24093517.43500000 PA USD 23619646.86000000 0.566403104680 Long DBT UST US N 2 2024-01-15 Fixed 0.63000000 N N N N N N Grinding Media Inc 254900IYFJ03EGFQ8C34 N/A 485100.01000000 PA USD 443866.51000000 0.010643993571 Long LON CORP US N 2 2028-10-12 Floating 7.51000000 N N N N N N OGE Energy Corp CE5OG6JPOZMDSA0LAQ19 670837103 548640.00000000 NS USD 22197974.40000000 0.532311159955 Long EC CORP US N 1 N N N 1011778 BC ULC 549300RHSHNRWI5LLA86 N/A 905995.15000000 PA USD 887875.25000000 0.021291397841 Long LON CORP CA N 2 2026-11-14 Floating 5.90000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460D109 33400.00000000 NS USD 9951864.00000000 0.238647372688 Long EC CORP US N 1 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 9128285W6 14670688.42900000 PA USD 14178418.03000000 0.340000849261 Long DBT UST US N 2 2029-01-15 Fixed 0.88000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 N/A 231395.83000000 PA USD 221512.91000000 0.005311916841 Long LON CORP US N 2 2024-11-03 Floating 7.07000000 N N N N N N N/A N/A N/A 405000.00000000 OU Notional Amount USD -133.12000000 -0.00000319223 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2032-11-18 8.39000000 USD 0.00000000 USD 405000.00000000 USD -141.51000000 N N N N/A N/A N/A 0.00000000 NC USD -2958011.58000000 -0.07093361524 N/A DCO N/A N 1 LME N/A Short N/A LME PRI Alum; December 2022 2022-12-20 0.00000000 USD -2958011.58000000 N N N Conair Holdings LLC 549300804G00T34FLV17 N/A 355640.70000000 PA USD 298293.64000000 0.007153131662 Long LON CORP US N 2 2028-05-17 Floating 7.42000000 N N N N N N N/A N/A N/A 948649.00000000 OU Notional Amount USD -58814.11000000 -0.00141037225 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-07-07 14.20000000 USD 0.00000000 USD 948649.00000000 USD -58828.31000000 N N N California Resources Corp 5493003Q8F0T4F4YMR48 13057Q305 5818.00000000 NS USD 264020.84000000 0.006331264153 Long EC CORP US N 1 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828YL8 22454458.50000000 PA USD 21714601.61000000 0.520719799144 Long DBT UST US N 2 2024-10-15 Fixed 0.13000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585A102 122596.00000000 NS USD 14933418.76000000 0.358105893762 Long EC CORP US N 1 N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 N/A 1271615.00000000 NS 52513261.16000000 1.259276835687 Long EC CORP CA N 1 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810RA8 9243345.20000000 PA USD 7657413.44000000 0.183626062317 Long DBT UST US N 2 2043-02-15 Fixed 0.63000000 N N N N N N Patterson-UTI Energy Inc 254900XGFBKIXD6G0697 703481101 425859.00000000 NS USD 7644169.05000000 0.183308459617 Long EC CORP US N 1 N N N MFA 2022-INV2 Trust N/A 55285UAA1 855436.48000000 PA USD 817611.90000000 0.019606470889 Long ABS-MBS CORP US N 2 2057-07-25 Variable 4.95000000 N N N N N N Ineos Petro N/A N/A 155.00000000 PA USD 152.29000000 0.000003651939 Long LON CORP US N 2 2026-01-29 Floating 6.82000000 N N N N N N BroadStreet Partners Inc 549300BS9N54G8DD0R75 N/A 280913.51000000 PA USD 270345.54000000 0.006482931523 Long LON CORP US N 2 2027-01-27 Floating 7.07000000 N N N N N N Epicor Software Corp JGNXVGGGXR4O1L5I7S73 N/A 1998513.02000000 PA USD 1927725.69000000 0.046227186302 Long LON CORP US N 2 2027-07-30 Floating 7.32000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796YY9 18375000.00000000 PA USD 18353409.38000000 0.440117844094 Long DBT UST US N 2 2022-12-13 None 0.00000000 N N N N N N Avis Budget Car Rental LLC XN8R4HH1TVC1XOCL5P21 N/A 793766.41000000 PA USD 751760.29000000 0.018027338205 Long LON CORP US N 2 2027-08-06 Floating 5.83000000 N N N N N N Japan Metropolitan Fund Invest 353800QDHNIP60E1LQ93 N/A 12292.00000000 NS 9860452.88000000 0.236455318654 Long EC CORP JP N 2 N N N Carnival Corp F1OF2ZSX47CR0BCWA982 N/A 932312.98000000 PA USD 895309.48000000 0.021469671927 Long LON CORP PA N 2 2025-06-30 Floating 5.88000000 N N N N N N N/A N/A N/A 1116000.00000000 OU Notional Amount USD 16875.08000000 0.000404667256 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-11-14 17.85000000 USD 0.00000000 USD 1116000.00000000 USD 16857.23000000 N N N TransDigm Inc 88Q84GB3X55CF5OC7582 N/A 397075.45000000 PA USD 390746.07000000 0.009370156484 Long LON CORP US N 2 2025-12-09 Floating 5.92000000 N N N N N N Clydesdale Acquisition Holdings Inc 254900QKSDYFR3K5YD98 N/A 354112.50000000 PA USD 341371.53000000 0.008186146710 Long LON CORP US N 2 2029-04-13 Floating 8.00000000 N N N N N N N/A N/A N/A 105000.00000000 OU Notional Amount 2454.61000000 0.000058861960 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2052-08-15 139.11000000 USD 0.00000000 USD 105000.00000000 EUR 2315.50000000 N N N N/A N/A N/A 1882540.00000000 OU Notional Amount USD 71088.69000000 0.001704718743 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-10-27 29.98000000 USD 0.00000000 USD 1882540.00000000 USD 71058.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -97505.48000000 -0.00233819781 N/A DFE N/A N 2 Citigroup Inc N/A 1698192.00000000 EUR 1672665.12000000 USD 2022-12-21 -97505.48000000 N N N Lancashire Holdings Ltd 5493002UNUYXLHOWF752 N/A 277165.00000000 NS 2005113.56000000 0.048082960441 Long EC CORP GB N 2 N N N NortonLifeLock Inc YF6ZV0M6AU4FY94MK914 N/A 2000000.00000000 PA USD 1964160.00000000 0.047100887184 Long LON CORP US N 2 2029-09-12 Floating 5.83000000 N N N N N N CHG PPC Parent LLC 54930019XJQNJAGXQ664 N/A 233575.63000000 PA USD 224232.60000000 0.005377135465 Long LON CORP US N 2 2028-12-08 Floating 7.12000000 N N N N N N Colombia Government International Bond 549300MHDRBVRF6B9117 195325DR3 735000.00000000 PA USD 552489.54000000 0.013248792101 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N Terna - Rete Elettrica Nazionale 8156009E94ED54DE7C31 N/A 2343130.00000000 NS 17948322.65000000 0.430403796171 Long EC CORP IT N 2 N N N Skillsoft Corp N/A 83066P200 93356.00000000 NS USD 179243.52000000 0.004298289759 Long EC CORP US N 1 N N N TOMRA Systems ASA 549300J726JCFJU3VT89 N/A 60454.00000000 NS 1160576.92000000 0.027830829758 Long EC CORP NO N 2 N N N Lennar Corp - A Shares 529900G61XVRLX5TJX09 526057104 16137.00000000 NS USD 1417312.71000000 0.033987397186 Long EC CORP US N 1 N N N Caesars Resort Collection LLC 549300V3UCT773B1KR38 N/A 204873.09000000 PA USD 203277.13000000 0.004874619769 Long LON CORP US N 2 2025-07-20 Floating 7.57000000 N N N N N N Cornerstone Building Brands Inc 549300IW41QEWQ6T0H29 N/A 162032.56000000 PA USD 143727.74000000 0.003446615381 Long LON CORP US N 2 2028-04-12 Floating 7.12000000 N N N N N N MACOM Technology Solutions Holdings Inc N/A N/A 68017.69000000 PA USD 67125.30000000 0.001609675984 Long LON CORP US N 2 2024-05-17 Floating 6.32000000 N N N N N N Trans Union LLC X8NPN6PWJOM1QCTYFV34 N/A 499568.54000000 PA USD 490701.20000000 0.011767097315 Long LON CORP US N 2 2028-11-17 Floating 6.00000000 N N N N N N Kloeckner Pentaplast of America Inc 5299004QDA11QZOG5N31 N/A 504705.65000000 PA USD 448138.24000000 0.010746430374 Long LON CORP US N 2 2026-02-12 Floating 8.32000000 N N N N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 012653101 6047.00000000 NS USD 1681005.53000000 0.040310795365 Long EC CORP US N 1 N N N Genesee & Wyoming Inc G617XSG94Z7G0RMW3L02 N/A 202975.83000000 PA USD 200820.23000000 0.004815702894 Long LON CORP US N 2 2026-12-30 Floating 5.67000000 N N N N N N Kilroy Realty Corp 549300CXXI18B214UN80 49427F108 196796.00000000 NS USD 8505523.12000000 0.203963875101 Long EC CORP US N 1 N N N N/A N/A N/A 508.00000000 NC USD -945556.38000000 -0.02267460104 N/A DCO N/A N 1 NYB N/A Short N/A Sugar #11; March 2023 2023-03-01 11168684.80000000 USD -945556.38000000 N N N ICON Luxembourg Sarl 635400PUWMHSPI2DDA35 N/A 881929.90000000 PA USD 877017.55000000 0.021031028369 Long LON CORP LU N 2 2028-06-16 Floating 5.94000000 N N N N N N WestJet Airlines Ltd N/A N/A 1868270.83000000 PA USD 1672569.46000000 0.040108496987 Long LON CORP CA N 2 2026-12-11 Floating 6.94000000 N N N N N N N/A N/A N/A 3682000.00000000 OU Notional Amount USD -34332.08000000 -0.00082328905 N/A DIR N/A N 2 Deutsche Bank AG N/A Call Written Deutsche Bank AG N/A N/A N/A N/A 3682000.00000000 OU Notional Amount USD -34332.08000000 -0.00082300 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 3682000.00000000 USD 3682000.00000000 USD 2.43500000 USD 2023-08-11 XXXX 94814.07000000 N N N Dynatrace LLC 254900U38IO5FMXCGH14 N/A 86200.00000000 PA USD 85607.81000000 0.002052889683 Long LON CORP US N 2 2025-08-08 Floating 8.25000000 N N N N N N Westrock Co 5493004Z9TCQW68YVL89 96145D105 65296.00000000 NS USD 2476024.32000000 0.059375479676 Long EC CORP US N 1 N N N N/A N/A N/A 2087027.00000000 OU Notional Amount USD -91909.14000000 -0.00220399663 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-07-05 31.20000000 USD 0.00000000 USD 2087027.00000000 USD -91940.34000000 N N N Italgas SpA 815600F25FF44EF1FA76 N/A 2052811.00000000 NS 12080980.07000000 0.289703934177 Long EC CORP IT N 2 N N N BCP Renaissance Parent LLC 549300GVXMQFQZDSJR97 N/A 408584.93000000 PA USD 402456.16000000 0.009650966412 Long LON CORP US N 2 2026-10-31 Floating 7.05000000 N N N N N N PetSmart LLC N/A N/A 2601850.67000000 PA USD 2496839.98000000 0.059874642705 Long LON CORP US N 2 2028-02-11 Floating 7.05000000 N N N N N N Core & Main LP 549300ZSLF8Q660SCD17 N/A 786178.03000000 PA USD 772419.91000000 0.018522759367 Long LON CORP US N 2 2028-07-27 Floating 6.83000000 N N N N N N N/A N/A N/A 1471.06320000 NC USD 43563.21000000 0.001044653103 N/A DCO N/A N 2 Bank of America NA N/A Refinitiv/CoreCommodity CRB 3-Month Forward Index Total Return N/A Refinitiv/CoreCommodity CRB 3-Month Forward Index Total Return Y Receive positive return on reference instrument 2023-05-01 0.00000000 USD 0.00000000 USD 1245325.37450000 USD 43563.21000000 N N N MP Materials Corp N/A 553368101 29201.00000000 NS USD 970933.25000000 0.023283142652 Long EC CORP US N 1 N N N SPDR S&P Global Natural Resources ETF 549300TY1RVQ2C1UO359 78463X541 99872.00000000 NS USD 6050245.76000000 0.145085911015 Long EC RF US N 1 N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077M108 126156.00000000 NS USD 10142942.40000000 0.243229464860 Long EC CORP CA N 1 N N N Advanced Drainage Systems Inc 6QQTOZ5MF5DHM7K92I60 00790R104 22531.00000000 NS USD 2191365.06000000 0.052549302740 Long EC CORP US N 1 N N N Dexco SA N/A N/A 198200.00000000 NS 317770.82000000 0.007620197714 Long EC CORP BR N 1 N N N New Residential Mortgage Loan Trust 2022-SFR2 N/A 64830RAG7 1060000.00000000 PA USD 913820.49000000 0.021913569060 Long ABS-O CORP US N 2 2039-09-04 Fixed 4.00000000 N N N N N N N/A N/A N/A 7820000.00000000 OU Notional Amount USD -52254.23000000 -0.00125306522 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2025-08-01 63.24000000 USD 0.00000000 USD 7820000.00000000 USD -52317.47000000 N N N Simon Property Group Inc 529900GQL5X8H7AO3T64 828806109 42400.00000000 NS USD 5064256.00000000 0.121441710720 Long EC CORP US N 1 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CBF7 24502468.20000000 PA USD 22198980.87000000 0.532335295275 Long DBT UST US N 2 2031-01-15 Fixed 0.13000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 9128287D6 19226833.80000000 PA USD 17864432.28000000 0.428392090987 Long DBT UST US N 2 2029-07-15 Fixed 0.25000000 N N N N N N N/A N/A N/A 33.00000000 NC USD -94684.81000000 -0.00227055767 N/A DCO N/A N 1 CBT N/A Short N/A Soybean; March 2023 2023-03-15 2434575.00000000 USD -94684.81000000 N N N ClubCorp Holdings Inc 549300XWSO7KBICXNW37 N/A 1865388.34390000 PA USD 1676984.12000000 0.040214361277 Long LON CORP US N 2 2024-08-16 Floating 6.42000000 N N N N N N N/A N/A N/A 64.00000000 NC USD 103173.72000000 0.002474123160 N/A DIR N/A N 1 CBT N/A Long N/A US Ultra Bond; March 2023 2023-03-23 8722000.00000000 USD 103173.72000000 N N N RH 5493008MTS3OGGMHGK69 N/A 590390.40000000 PA USD 554966.98000000 0.013308201529 Long LON CORP US N 2 2028-10-20 Floating 6.57000000 N N N N N N Stora Enso Oyj 7437000ZP669LKUTZ738 N/A 199456.00000000 NS 2934241.06000000 0.070363594177 Long EC CORP FI N 2 N N N American Airlines Inc IWUQB36BXD6OWD6X4T14 N/A 101719.48000000 PA USD 101140.70000000 0.002425370998 Long LON CORP US N 2 2023-12-14 Floating 5.80000000 N N N N N N N/A N/A N/A 27.00000000 NC -94092.54000000 -0.00225635493 N/A DIR N/A N 1 EUX N/A Short N/A Euro-Oat; December 2022 2022-12-09 3836552.27000000 USD -94092.54000000 N N N EG America LLC 549300BY1CRYVPEG9R57 N/A 9792.22000000 PA USD 8924.73000000 0.000214016526 Long LON CORP US N 2 2025-02-07 Floating 7.68000000 N N N N N N CapitaLand Integrated Commercial Trust 54930031292WUTXF0L29 N/A 5337706.00000000 NS 8187183.91000000 0.196330047299 Long EC CORP SG N 2 N N N Sekisui Chemical Co Ltd 529900KQIVT7NWFNMI70 N/A 119500.00000000 NS 1690125.62000000 0.040529496657 Long EC CORP JP N 2 N N N Grupo Aeroportuario del Centro Norte SAB de CV 529900HUSBARAFSXJ605 N/A 1679978.00000000 NS 14583783.31000000 0.349721576860 Long EC CORP MX N 1 N N N Nippon Accommodations Fund Inc N/A N/A 800.00000000 NS 3645600.76000000 0.087422119438 Long EC CORP JP N 2 N N N Trans Union LLC X8NPN6PWJOM1QCTYFV34 N/A 428187.55000000 PA USD 416335.32000000 0.009983791003 Long LON CORP US N 2 2026-11-13 Floating 5.82000000 N N N N N N CCR SA N/A N/A 7106162.00000000 NS 16103840.58000000 0.386172805878 Long EC CORP BR N 1 N N N American Commercial Lines Inc N/A N/A 573.00000000 NS USD 20914.50000000 0.000501533227 Long EC CORP US N 2 N N N Cameco Corp N4BHALMXL3GMZKCUON55 13321L108 478355.00000000 NS USD 11662294.90000000 0.279663793375 Long EC CORP CA N 1 N N Altice France SA/France 5493001ZMCICV4N02J21 N/A 1620505.83000000 PA USD 1561081.88000000 0.037435006066 Long LON CORP FR N 2 2026-08-14 Floating 8.12000000 N N N N N N Kraton Corp N/A N/A 164175.00000000 PA USD 162088.34000000 0.003886905657 Long LON CORP US N 2 2029-03-15 Floating 6.72000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457100 513249.00000000 NS USD 17809740.30000000 0.427080568107 Long EC CORP US N 1 N N N McAfee Corp 2549009UKR8UEZYVCR93 N/A 1340751.89000000 PA USD 1271207.09000000 0.030483759843 Long LON CORP US N 2 2029-03-01 Floating 7.64000000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875P101 121552.00000000 NS USD 17251875.36000000 0.413702873010 Long EC CORP US N 1 N N N Acadian Timber Corp 529900R43U08MDP0X910 N/A 80298.00000000 NS 932427.43000000 0.022359766611 Long EC CORP CA N 1 N N N/A N/A N/A 1.00000000 NC N/A -20673.28000000 -0.00049574873 N/A DFE N/A N 2 JPMorgan Chase N/A 8047173.47000000 NOK 765000.00000000 EUR 2022-12-21 -20673.28000000 N N N H-Food Holdings LLC 549300JY2LK0EQ95YT44 N/A 168857.09000000 PA USD 145803.03000000 0.003496381184 Long LON CORP US N 2 2025-05-23 Floating 7.44000000 N N N N N N N/A N/A N/A 303.00000000 NC USD -467663.28000000 -0.01121464411 N/A DCO N/A N 1 CBT N/A Long N/A Wheat; March 2023 2023-03-15 12051825.00000000 USD -467663.28000000 N N N N/A N/A N/A 2249000.00000000 OU Notional Amount USD 72563.21000000 0.001740077981 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-09-02 34.21000000 USD 0.00000000 USD 2249000.00000000 USD 72529.00000000 N N N Watts Water Technologies Inc 549300REJOO94ERQN318 942749102 10612.00000000 NS USD 1681471.40000000 0.040321967006 Long EC CORP US N 1 N N N INEOS US Finance LLC 5493008MHJ4R367SNK31 N/A 228919.04000000 PA USD 227774.44000000 0.005462069384 Long LON CORP US N 2 2024-03-31 Floating 5.75000000 N N N N N N Hertz Corp/The 549300PD0C69OJ0NLB27 N/A 250474.62000000 PA USD 244107.56000000 0.005853740349 Long LON CORP US N 2 2028-06-14 Floating 7.01000000 N N N N N N Gogo Intermediate Holdings LLC N/A N/A 337903.99000000 PA USD 334524.95000000 0.008021964570 Long LON CORP US N 2 2028-04-28 Floating 8.16000000 N N N N N N Camden Property Trust 5493002MYX22OHYJBD89 133131102 92649.00000000 NS USD 11148454.17000000 0.267341806238 Long EC CORP US N 1 N N N Adecoagro SA 529900Q00UR5LFELO811 L00849106 526248.00000000 NS USD 4346808.48000000 0.104237198511 Long EC CORP AR N 1 N N PerkinElmer Inc 549300IKL1SDPFI7N655 714046109 12575.00000000 NS USD 1757104.75000000 0.042135667461 Long EC CORP US N 1 N N N Engie Brasil Energia SA 52990057Q0EK2Q9YBC07 N/A 1306721.00000000 NS 9933834.38000000 0.238215019367 Long EC CORP BR N 1 N N N Cellnex Telecom SA - Rights 5493008T4YG3AQUI7P67 N/A 328231.00000000 NS 11287434.68000000 0.270674582246 Long EC CORP ES N 2 N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661107 5656.00000000 NS USD 1202182.80000000 0.028828545758 Long EC CORP US N 1 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810RR1 7159896.87000000 PA USD 6297632.71000000 0.151018291688 Long DBT UST US N 2 2046-02-15 Fixed 1.00000000 N N N N N N Progress Residential 2022-SFR6 Trust N/A 74334DAG8 1035000.00000000 PA USD 962557.04000000 0.023082279727 Long ABS-O CORP US N 2 2039-07-20 Fixed 6.04000000 N N N N N N GFL Environmental Inc 549300FYK4MBXWIVZU26 N/A 1021135.58000000 PA USD 1018582.74000000 0.024425785437 Long LON CORP CA N 2 2025-05-30 Floating 7.41000000 N N N N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608102 126585.00000000 NS USD 11306572.20000000 0.271133503194 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 677.14000000 0.000016237931 N/A DFE N/A N 2 BNP Paribas N/A 101329.65000000 USD 98000.00000000 EUR 2022-12-05 677.14000000 N N N Sabert Corp 54930029JPYBTHDWT603 N/A 236705.94000000 PA USD 233747.12000000 0.005605295255 Long LON CORP US N 2 2026-12-10 Floating 8.63000000 N N N N N N CNT Holdings I Corp N/A N/A 653030.05000000 PA USD 631094.77000000 0.015133758738 Long LON CORP US N 2 2027-11-08 Floating 7.24000000 N N N N N N N/A N/A N/A 1647900.00000000 OU Notional Amount USD -33327.79000000 -0.00079920601 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-10-17 26.15000000 USD 0.00000000 USD 1647900.00000000 USD -33353.94000000 N N N Quarternorth Energy Holding Inc - Warrants N/A N/A 19603.00000000 NS USD 196030.00000000 0.004700832373 Long EC CORP US N 2 N N N Qualitas Ltd N/A N/A 1648569.00000000 NS 2779455.11000000 0.066651801060 Long EC CORP AU N 2 N N N Badger Meter Inc 5493002JENE20OGTUG20 056525108 14038.00000000 NS USD 1625881.16000000 0.038988903700 Long EC CORP US N 1 N N N N/A N/A N/A 45.00000000 NC USD -188761.90000000 -0.00452654211 N/A DCO N/A N 1 ICE N/A Short N/A Brent Crude; December 2024 2024-11-01 3560400.00000000 USD -188761.90000000 N N N N/A N/A N/A 13992000.00000000 OU Notional Amount USD -338715.74000000 -0.00812246041 N/A DIR N/A N 2 Barclays Bank PLC N/A Call Written Barclays Bank PLC N/A N/A N/A N/A 13992000.00000000 OU Notional Amount USD -338715.74000000 -0.00812200 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 13992000.00000000 USD 13992000.00000000 USD 3.17500000 USD 2023-06-14 XXXX 215367.46000000 N N N Ormat Technologies Inc 5493000TSHHWY24VHM09 686688102 21289.00000000 NS USD 1925164.27000000 0.046165763019 Long EC CORP US N 1 N N N Syniverse Holdings LLC/DE 549300CYZBHMZC8VLL59 N/A 1843750.00000000 PA USD 1599914.06000000 0.038366208274 Long LON CORP US N 2 2027-05-13 Floating 10.55000000 N N N N N N EOS US Finco LLC N/A N/A 215000.00000000 PA USD 206937.50000000 0.004962396058 Long LON CORP US N 2 2029-08-03 Floating 9.61000000 N N N N N N PCI Gaming Authority 549300KPXAJ1LRW5LP59 N/A 242903.30000000 PA USD 239563.38000000 0.005744770148 Long LON CORP US N 2 2026-05-29 Floating 6.57000000 N N N N N N N/A N/A N/A 126.00000000 NC -58785.48000000 -0.00140968569 N/A DCO N/A N 1 EOP N/A Long N/A Euro Milling Wheat; March 2023 2023-03-13 2071635.23000000 USD -58785.48000000 N N N BlackRock Liquidity Funds FedFund Portfolio - Institutional Class N/A N/A 1320521.46000000 NS USD 1320521.46000000 0.031666326731 Long STIV RF US N 1 N N N Berry Global Inc 549300AP2Q7ERHX6RI89 N/A 432796.87000000 PA USD 427170.51000000 0.010243620682 Long LON CORP US N 2 2026-07-01 Floating 5.63000000 N N N N N N ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 N/A 240000.00000000 PA USD 220800.00000000 0.005294821139 Long LON CORP US N 2 2029-12-20 Floating 9.28000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CEJ6 22984925.30000000 PA USD 21658129.45000000 0.519365587248 Long DBT UST US N 2 2027-04-15 Fixed 0.13000000 N N N N N N Boxer Parent Co Inc 5493006T045HLTF7YX04 N/A 280380.66000000 PA USD 268571.03000000 0.006440378474 Long LON CORP US N 2 2025-10-02 Floating 7.82000000 N N N N N N Dun & Bradstreet Corp/The RI37BMPWE56BCJ747E14 N/A 506184.20000000 PA USD 498844.53000000 0.011962375738 Long LON CORP US N 2 2026-02-06 Floating 7.29000000 N N N N N N Sabre GLBL Inc F2TJC7HPPHLHU1AQMP98 N/A 381296.06000000 PA USD 379706.06000000 0.009105415187 Long LON CORP US N 2 2024-02-22 Floating 6.07000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810RL4 13905063.76000000 PA USD 11625212.73000000 0.278774556701 Long DBT UST US N 2 2045-02-15 Fixed 0.75000000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 053484101 96566.00000000 NS USD 16889393.40000000 0.405010494637 Long EC CORP US N 1 N N N Bright Bidco BV 549300IL6Q1JWU688H15 N/A 3985962.85000000 PA USD 1325332.65000000 0.031781699876 Long LON CORP NL N 2 2024-06-30 None 0.00000000 Y N N N N N USI Inc N/A N/A 1000000.00000000 PA USD 982680.00000000 0.023564831693 Long LON CORP US N 2 2029-11-14 None 0.00000000 N N N N N N Riverbed Technology Inc N/A N/A 12193.00000000 NS USD 3048.25000000 0.000073097547 Long EP CORP US N 3 N N N Viant Medical Holdings Inc 549300E68YOWU15QSF58 N/A 1029659.55000000 PA USD 909961.63000000 0.021821032948 Long LON CORP US N 2 2025-07-02 Floating 7.82000000 N N N N N N N/A N/A N/A 8.00000000 NC USD 4741.12000000 0.000113692855 N/A DCO N/A N 1 NYB N/A Long N/A Cocoa; March 2023 2023-03-17 199840.00000000 USD 4741.12000000 N N N N/A N/A N/A 8225000.00000000 OU Notional Amount 845.76000000 0.000020281467 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2024-11-15 0.00000000 USD 8.97000000 USD 8225000.00000000 EUR 854.73000000 N N N Entain Holdings Gibralta N/A N/A 470000.00000000 PA USD 464477.50000000 0.011138248578 Long LON CORP GI N 2 2029-10-18 None 0.00000000 N N N N N N N/A N/A N/A 3885500.00000000 OU Notional Amount -82416.76000000 -0.00197636776 N/A DIR N/A N 2 Deutsche Bank AG N/A Put Written Deutsche Bank AG N/A N/A N/A N/A 3885500.00000000 OU Notional Amount -82416.76000000 -0.00197600 DIR N/A 6 Month Euro Interbank Offered Rate N/A N/A N/A N/A N/A 3885500.00000000 EUR 3885500.00000000 EUR 4.10000000 EUR 2027-10-19 XXXX 29176.99000000 N N N Nippon Prologis REIT Inc 353800PHBMSDLAFURY41 N/A 2067.00000000 NS 5083969.94000000 0.121914454317 Long EC CORP JP N 2 N N N N/A N/A N/A 589.00000000 NC USD -2690729.04000000 -0.06452413497 N/A DCO N/A N 1 NYM N/A Short N/A Natural Gas; April 2023 2023-03-29 30904830.00000000 USD -2690729.04000000 N N N Vision Solutions Inc N/A N/A 633406.77000000 PA USD 520185.31000000 0.012474131232 Long LON CORP US N 2 2028-04-23 Floating 8.36000000 N N N N N N Delta Topco Inc N/A N/A 814199.31000000 PA USD 761276.35000000 0.018255534924 Long LON CORP US N 2 2027-12-01 Floating 5.84000000 N N N N N N N/A N/A N/A 5.00000000 NC USD 16571.45000000 0.000397386158 N/A DCO N/A N 1 NYB N/A Long N/A Coffee 'C'; March 2023 2023-03-22 318562.50000000 USD 16571.45000000 N N N iQor US Inc 549300LKMK4MMQCMDH78 N/A 151458.50000000 PA USD 150039.33000000 0.003597968370 Long LON CORP US N 2 2024-11-20 Floating 10.62000000 N N N N N N N/A N/A N/A 88.00000000 NC USD -115344.78000000 -0.00276598722 N/A DCO N/A N 1 NYB N/A Short N/A Coffee 'C'; May 2023 2023-05-19 5614950.00000000 USD -115344.78000000 N N N Cia de Saneamento Basico do Estado de Sao Paulo 254900UOXRZRS2TNWP19 20441A102 143278.00000000 NS USD 1654860.90000000 0.039683842740 Long EC CORP BR N 1 N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156109 17549.00000000 NS USD 2384733.61000000 0.057186313095 Long EC CORP US N 1 N N N SS&C Technologies Inc 549300KY09TR3J12JU49 N/A 135520.45000000 PA USD 132885.93000000 0.003186626953 Long LON CORP US N 2 2025-04-16 Floating 5.82000000 N N N N N N PulteGroup Inc N/A 745867101 13613.00000000 NS USD 609590.14000000 0.014618074094 Long EC CORP US N 1 N N N Brambles Ltd N/A N/A 345153.00000000 NS 2855048.78000000 0.068464549982 Long EC CORP AU N 2 N N N Principal Government Money Market Fund - Institutional Class 549300WWK3YB7DNN4U34 742537228 92497531.42000000 NS USD 92497531.42000000 2.218106362135 Long STIV RF US N 1 N N TK Elevator US Newco Inc 549300C2AFWPAYWS5574 N/A 82058.27000000 PA USD 78570.79000000 0.001884140760 Long LON CORP US N 2 2027-07-30 Floating 6.87000000 N N N N N N Virgin Media Bristol LLC N/A N/A 311000.00000000 PA USD 302786.49000000 0.007260870960 Long LON CORP US N 2 2028-01-31 Floating 6.37000000 N N N N N N Covanta Holding Corp N/A N/A 430432.84000000 PA USD 421466.92000000 0.010106847635 Long LON CORP US N 2 2028-11-17 Floating 6.25000000 N N N N N N N/A N/A N/A 387.00000000 NC USD 830896.74000000 0.019925043587 N/A DCO N/A N 1 LME N/A Long N/A LME PRI Alum; December 2022 2022-12-20 23752125.00000000 USD 830896.74000000 N N N NextEra Energy Partners LP 5493008F4ZOQFNG3WN54 65341B106 325834.00000000 NS USD 26226378.66000000 0.628912971713 Long EC CORP US N 1 N N N Crown Finance US Inc N/A N/A 134290.58000000 PA USD 158855.01000000 0.003809369860 Long LON CORP US N 2 2024-05-23 None 0.00000000 Y N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123101 17219.00000000 NS USD 4070743.79000000 0.097617120809 Long EC CORP US N 1 N N N Cousins Properties Inc 5493007XPYD5EJABN062 222795502 225853.00000000 NS USD 5958002.14000000 0.142873893491 Long EC CORP US N 1 N N N PPL Corp 9N3UAJSNOUXFKQLF3V18 69351T106 684862.00000000 NS USD 20217126.24000000 0.484810087886 Long EC CORP US N 1 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810FD5 9096357.62100000 PA USD 10075548.50000000 0.241613347802 Long DBT UST US N 2 2028-04-15 Fixed 3.63000000 N N N N N N N/A N/A N/A 265000.00000000 OU Notional Amount USD -700.86000000 -0.00001680674 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2052-09-20 11.80000000 USD 0.00000000 USD 265000.00000000 USD -712.66000000 N N N United States Cash Management Bill 254900HROIFWPRGM1V77 912796ZT9 11200000.00000000 PA USD 11113156.43000000 0.266495360496 Long DBT UST US N 2 2023-02-07 None 0.00000000 N N N N N N N/A N/A N/A 4267000.00000000 OU Notional Amount USD -268393.76000000 -0.00643612751 N/A DIR N/A N 2 JPMorgan Chase N/A Put Written JPMorgan Chase N/A N/A N/A N/A 4267000.00000000 OU Notional Amount USD -268393.76000000 -0.00643600 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 4267000.00000000 USD 4267000.00000000 USD 2.67800000 USD 2023-08-22 XXXX -114355.06000000 N N N AthenaHealth Group Inc 254900AA3KZN4Q7A5Z33 N/A 349703.27000000 PA USD 318579.68000000 0.007639594313 Long LON CORP US N 2 2029-02-15 Floating 7.41000000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913Y100 37165.00000000 NS USD 4965987.30000000 0.119085210765 Long EC CORP US N 1 N N N Diamond BC BV 549300SWLHWJF3D4N658 N/A 537617.22000000 PA USD 518510.30000000 0.012433964210 Long LON CORP NL N 2 2028-09-29 Floating 7.16000000 N N N N N N SeaWorld Parks & Entertainment Inc 549300UZV72O3371JJ53 N/A 392764.45000000 PA USD 384665.65000000 0.009224346990 Long LON CORP US N 2 2028-08-25 Floating 7.12000000 N N N N N N Delta Electronics Inc 529900UVZWNWGDLJSM52 N/A 271000.00000000 NS 2679841.62000000 0.064263052814 Long EC CORP TW N 2 N N N IRB Holding Corp 549300HVW4WNWYBXN830 N/A 783595.12000000 PA USD 753034.91000000 0.018057903807 Long LON CORP US N 2 2027-12-15 Floating 6.89000000 N N N N N N Global Medical Response Inc 549300ZFWD4ZFCEJCQ87 N/A 197941.97000000 PA USD 156869.01000000 0.003761745246 Long LON CORP US N 2 2025-03-14 Floating 8.23000000 N N N N N N N/A N/A N/A 2835000.00000000 OU Notional Amount USD -97730.81000000 -0.00234360126 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2052-10-27 126.59000000 USD 0.00000000 USD 2835000.00000000 USD -97857.40000000 N N N Windstream N/A N/A 9809.00000000 NS USD 127517.00000000 0.003057879109 Long EC CORP US N 3 N N N Severstal PAO 213800OKDPTV6K4ONO53 N/A 149085.00000000 NS USD 0.00000000 0.000000 Long EC CORP RU N 2 N N N Valmet Oyj 213800D9O7FUQDH83V62 N/A 37232.00000000 NS 962401.56000000 0.023078551290 Long EC CORP FI N 2 N N N N/A N/A N/A 5308340.00000000 OU Notional Amount USD 143131.46000000 0.003432316486 N/A DIR N/A N 2 Barclays Bank PLC N/A Put Purchased Barclays Bank PLC N/A N/A N/A N/A 5308340.00000000 OU Notional Amount USD 143131.46000000 0.00343200 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 5308340.00000000 USD 5308340.00000000 USD 3.53300000 USD 2023-10-13 XXXX -80880.49000000 N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 N/A 328350.63000000 PA USD 324098.49000000 0.007771936305 Long LON CORP US N 2 2026-11-01 Floating 6.02000000 N N N N N N Team Health Holdings Inc 549300PVTQ4UDTTMQT11 N/A 228676.49000000 PA USD 189639.13000000 0.004547578235 Long LON CORP US N 2 2024-02-06 Floating 6.82000000 N N N N N N Sylvamo Corp 5493001AOYU1ZOWOC971 871332102 8871.00000000 NS USD 479832.39000000 0.011506461423 Long EC CORP US N 1 N N N Vertiv Group Corp 549300ZT8RQ5VK10E643 N/A 234142.89000000 PA USD 227996.64000000 0.005467397777 Long LON CORP US N 2 2027-03-02 Floating 6.56000000 N N N N N N Azbil Corp N/A N/A 58000.00000000 NS 1784893.10000000 0.042802036768 Long EC CORP JP N 2 N N N NextEra Energy Inc N/A 65339F101 441143.00000000 NS USD 37364812.10000000 0.896014479161 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 90021.89000000 0.002158740064 N/A DFE N/A N 2 Citigroup Inc N/A 1680148.71000000 USD 1698192.00000000 EUR 2022-12-21 90021.89000000 N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796YX1 31525000.00000000 PA USD 31509321.36000000 0.755598826284 Long DBT UST US N 2 2022-12-06 None 0.00000000 N N N N N N Life Time Inc 549300PALKE96VYH4X17 N/A 402794.12000000 PA USD 399873.86000000 0.009589042424 Long LON CORP US N 2 2024-12-10 Floating 9.48000000 N N N N N N Gibson Energy Inc 549300WYW5D9I3FR0643 N/A 1396543.00000000 NS 25342612.07000000 0.607720100230 Long EC CORP CA N 1 N N N N/A N/A N/A 235.00000000 NC USD 116119.15000000 0.002784556748 N/A DIR N/A N 1 CBT N/A Long N/A US 2 Year Note; March 2023 2023-04-01 48259453.36000000 USD 116119.15000000 N N N Ziggo Financing Partnership N/A N/A 736257.63000000 PA USD 711821.24000000 0.017069593068 Long LON CORP US N 2 2028-04-28 Floating 6.37000000 N N N N N N CPFL Energia SA 529900GBWSBDXN8GGM28 N/A 2255381.00000000 NS 14942140.88000000 0.358315051667 Long EC CORP BR N 1 N N N N/A N/A N/A 174.00000000 NC USD 52322.57000000 0.001254704029 N/A DCO N/A N 1 NYB N/A Short N/A Cotton No.2; May 2023 2023-05-09 7310610.00000000 USD 52322.57000000 N N N N/A N/A N/A 198.00000000 NC USD 662437.58000000 0.015885364594 N/A DCO N/A N 1 CMX N/A Long N/A Silver; March 2023 2023-03-30 21563190.00000000 USD 662437.58000000 N N N Equinox Holdings Inc 549300W05QKLNGQIIA73 N/A 964154.30000000 PA USD 711410.89000000 0.017059752806 Long LON CORP US N 2 2024-03-08 Floating 6.67000000 N N N N N N Ali Group North America Corp N/A N/A 938574.42000000 PA USD 925378.06000000 0.022190721533 Long LON CORP US N 2 2029-07-30 Floating 5.84000000 N N N N N N Svenska Cellulosa AB SCA 549300FW5JDRV1IJ0M67 N/A 231132.00000000 NS 3142641.80000000 0.075361078976 Long EC CORP SE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -666.41000000 -0.00001598062 N/A DFE N/A N 2 BNP Paribas N/A 98000.00000000 EUR 101813.77000000 USD 2023-02-02 -666.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -2741.34000000 -0.00006573779 N/A DFE N/A N 2 JPMorgan Chase N/A 3275091.39000000 MXN 165000.00000000 USD 2023-02-08 -2741.34000000 N N N MLN US Holdco LLC 549300QKU7NPW6O86862 N/A 1826740.99000000 PA USD 564006.28000000 0.013524965463 Long LON CORP US N 2 2025-11-30 Floating 8.25000000 N N N N N N N/A N/A N/A 685000.00000000 OU Notional Amount -441.28000000 -0.00001058196 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2027-09-15 0.00000000 USD 335.56000000 USD 685000.00000000 EUR -105.72000000 N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 5082.00000000 NS USD 1646517.18000000 0.039483758931 Long EC CORP US N 1 N N N Avolon TLB Borrower 1 US LLC 635400O84AGITYFZQB55 N/A 397679.84000000 PA USD 389726.24000000 0.009345700789 Long LON CORP US N 2 2027-02-12 Floating 5.44000000 N N N N N N Clearwater Paper Corp 549300HCVV19GXN4P292 18538R103 10488.00000000 NS USD 409346.64000000 0.009816201281 Long EC CORP US N 1 N N N N/A N/A N/A 792.00000000 NC USD 3854744.85000000 0.092437429896 N/A DCO N/A N 1 NYM N/A Long N/A Natural Gas; January 2023 2022-12-29 54885600.00000000 USD 3854744.85000000 N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537101 304635.00000000 NS USD 29488668.00000000 0.707143218825 Long EC CORP US N 1 N N N Central Parent Inc N/A N/A 665000.00000000 PA USD 656461.40000000 0.015742054793 Long LON CORP US N 2 2029-06-07 Floating 8.11000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810PV4 9002723.28800000 PA USD 9128386.27000000 0.218900238208 Long DBT UST US N 2 2028-01-15 Fixed 1.75000000 N N N N N N Zurn Elkay Water Solutions Corp 549300AM3633XDFU1Q85 98983L108 60849.00000000 NS USD 1473154.29000000 0.035326487668 Long EC CORP US N 1 N N N ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 N/A 538650.00000000 PA USD 520023.48000000 0.012470250521 Long LON CORP US N 2 2028-12-21 Floating 7.33000000 N N N N N N Nibe Industrier AB 549300ZQH0FIF1P0MX67 N/A 186847.00000000 NS 1764016.85000000 0.042301420782 Long EC CORP SE N 2 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828ZJ2 16121592.40000000 PA USD 15454057.71000000 0.370590903358 Long DBT UST US N 2 2025-04-15 Fixed 0.13000000 N N N N N N Entegris Inc IYX6OWO7BT5DKO3BYG52 N/A 220000.00000000 PA USD 217951.80000000 0.005226520824 Long LON CORP US N 2 2029-07-06 Floating 5.82000000 N N N N N N Millennium Health LLC N/A N/A 20580.00000000 NS USD 3071.09000000 0.000073645254 Long EC CORP US Y 3 N N N Progress Residential 2022-SFR7 Trust N/A 74333CAG1 1385000.00000000 PA USD 1290222.37000000 0.030939749456 Long ABS-O CORP US N 2 2039-10-27 Fixed 5.50000000 N N N N N N Canfor Corp N/A N/A 94533.00000000 NS 1674699.02000000 0.040159564194 Long EC CORP CA N 1 N N N Stars Group Holdings BV 549300RNFXC8F8RT6R13 N/A 1987747.91000000 PA USD 1960694.66000000 0.047017787748 Long LON CORP NL N 2 2026-07-21 Floating 5.89000000 N N N N N N Jazz Financing Lux Sarl 635400WUEO2NSG5OIU34 N/A 1473167.40000000 PA USD 1460277.19000000 0.035017692644 Long LON CORP LU N 2 2028-05-05 Floating 7.57000000 N N N N N N AVSC Holding Corp 549300CLJBQ9YSR4U689 N/A 345000.00000000 PA USD 349529.85000000 0.008381784596 Long LON CORP US N 2 2026-10-15 Fixed 15.00000000 N N N N N N Everi Holdings Inc 5299006DK5S7BG10K532 N/A 1328411.13000000 PA USD 1312217.80000000 0.031467203567 Long LON CORP US N 2 2028-06-30 Floating 6.57000000 N N N N N N Auckland International Airport Ltd 549300HFZIZDJWB7AK60 N/A 1330823.00000000 NS 6782451.55000000 0.162644329021 Long EC CORP NZ N 2 N N N AI Aqua Merger Sub Inc 5493005QMH1D47U26R45 N/A 407407.41000000 PA USD 386356.67000000 0.009264897934 Long LON CORP US N 2 2028-07-31 Floating 0.00000000 N N N N N N Schwab US TIPS ETF 5493001H0ESLTZTZWE77 808524870 212402.00000000 NS USD 11278546.20000000 0.270461435000 Long EC RF US N 1 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 9128286N5 15569593.20000000 PA USD 15181265.59000000 0.364049302435 Long DBT UST US N 2 2024-04-15 Fixed 0.50000000 N N N N N N N/A N/A N/A 170.00000000 NC USD 1030004.98000000 0.024699692673 N/A DCO N/A N 1 NYM N/A Long N/A Natural Gas; February 2023 2023-01-30 11590600.00000000 USD 1030004.98000000 N N N CommScope Inc 549300Z6K4JXMFE8QY54 N/A 646647.68000000 PA USD 620581.31000000 0.014881644199 Long LON CORP US N 2 2026-04-06 Floating 7.32000000 N N N N N N N/A N/A N/A 20.00000000 NC USD -26248.00000000 -0.00062943145 N/A DCO N/A N 1 CME N/A Long N/A Lean Hogs; February 2023 2023-02-15 682800.00000000 USD -26248.00000000 N N N Gray Television Inc 529900TM5726KDN7UU35 N/A 187015.12000000 PA USD 186547.58000000 0.004473442346 Long LON CORP US N 2 2024-02-07 Floating 6.27000000 N N N N N N 8th Avenue Food & Provisions Inc 549300PBCACU45IZ2V05 N/A 297000.00000000 PA USD 253935.00000000 0.006089404013 Long LON CORP US N 2 2025-10-01 Floating 7.87000000 N N N N N N Reverb Buyer Inc N/A N/A 348198.27000000 PA USD 333727.15000000 0.008002833192 Long LON CORP US N 2 2028-10-06 Floating 6.38000000 N N N N N N Holmen AB 52990080SH3454F0QE68 N/A 39957.00000000 NS 1651748.24000000 0.039609200629 Long EC CORP SE N 2 N N N N/A N/A N/A 86.00000000 NC USD -56445.50000000 -0.00135357258 N/A DIR N/A N 1 CBT N/A Short N/A US 5 Year Note; March 2023 2023-04-01 9337046.92000000 USD -56445.50000000 N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796XR5 2675000.00000000 PA USD 2662828.75000000 0.063855081330 Long DBT UST US N 2 2023-01-12 None 0.00000000 N N N N N N Cengage Learning Inc 549300BYGM0FWUSVXJ88 N/A 837768.84000000 PA USD 767815.14000000 0.018412336208 Long LON CORP US N 2 2026-07-14 Floating 7.81000000 N N N N N N United States Cash Management Bill 254900HROIFWPRGM1V77 912796ZM4 17180000.00000000 PA USD 17060518.59000000 0.409114105477 Long DBT UST US N 2 2023-01-31 None 0.00000000 N N N N N N American Commercial Lines Inc Preferred B - Anti-Dilution Warrants N/A N/A 17060.00000000 NS USD 8530.00000000 0.000204550834 Long EP CORP US N 3 N N N Dexus N/A N/A 742389.00000000 NS 4075780.61000000 0.097737904600 Long EC CORP AU N 2 N N N West Japan Railway Co 353800QGUXHZ7EBCR121 N/A 564894.00000000 NS 24064301.83000000 0.577066005654 Long EC CORP JP N 2 N N N Frontline Ltd/Bermuda 5493004BCIKYU1YL3H63 G3682E192 435675.00000000 NS USD 6025385.25000000 0.144489751803 Long EC CORP NO N 1 N N N Avis Budget Car Rental LLC XN8R4HH1TVC1XOCL5P21 N/A 358162.60000000 PA USD 351296.62000000 0.008424152037 Long LON CORP US N 2 2029-03-16 Floating 7.33000000 N N N N N N N/A N/A N/A 0.00000000 NC USD -1892.91000000 -0.00004539230 N/A DCO N/A N 1 LME N/A Short N/A LME Nickel; December 2022 2022-12-20 0.00000000 USD -1892.91000000 N N N N/A N/A N/A 10.00000000 NC -2038.88000000 -0.00004889268 N/A DIR N/A N 1 MSE N/A Short N/A Canada 10 Year Bond; March 2023 2023-03-23 934765.64000000 USD -2038.88000000 N N N N/A N/A N/A 200000.00000000 OU Notional Amount -18562.62000000 -0.00044513474 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2052-07-15 0.00000000 USD 509.57000000 USD 200000.00000000 EUR -18053.05000000 N N N Panama Government International Bond 549300SHS4T08CL0LP14 698299BN3 275000.00000000 PA USD 206593.75000000 0.004954152875 Long DBT NUSS PA N 2 2032-09-29 Fixed 2.25000000 N N N N N N Frontier Communications Holdings LLC N/A N/A 1873936.06000000 PA USD 1795699.23000000 0.043061169583 Long LON CORP US N 2 2028-05-01 Floating 7.44000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -6378.77000000 -0.00015296397 N/A DFE N/A N 2 Barclays Bank PLC N/A 149000.00000000 EUR 148713.18000000 USD 2022-12-05 -6378.77000000 N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 N/A 4137833.00000000 NS 46747054.00000000 1.121002218077 Long EC CORP ES N 2 N N N Quarternorth Energy Holding Inc 549300BC3OH5VUTNXB92 N/A 2493802.58000000 PA USD 2477168.92000000 0.059402927377 Long LON CORP US N 2 2026-08-27 Floating 11.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -20892.50000000 -0.00050100566 N/A DFE N/A N 2 Deutsche Bank AG N/A 1530000.00000000 EUR 15482136.25000000 NOK 2022-12-21 -20892.50000000 N N N N/A N/A N/A 12.00000000 NC USD -16821.84000000 -0.00040339055 N/A DCO N/A N 1 ICE N/A Short N/A Brent Crude; December 2025 2025-11-03 912600.00000000 USD -16821.84000000 N N N SolarEdge Technologies Inc 5493000K6Y58XXPDF853 83417M104 6556.00000000 NS USD 1959326.16000000 0.046984970888 Long EC CORP IL N 1 N N N N/A N/A N/A 22.00000000 NC USD -5295.92000000 -0.00012699705 N/A DCO N/A N 1 NYB N/A Long N/A Cotton No.2; March 2023 2023-03-10 930710.00000000 USD -5295.92000000 N N N Littelfuse Inc 549300MY7HLQFYTPCX75 537008104 10891.00000000 NS USD 2684631.50000000 0.064377914942 Long EC CORP US N 1 N N N N/A N/A N/A 21.00000000 NC USD -9645.42000000 -0.00023129879 N/A DCO N/A N 1 CME N/A Long N/A Lean Hogs; December 2022 2022-12-15 696360.00000000 USD -9645.42000000 N N N Clarios Global LP 549300474L1ZLXZY2P98 N/A 782318.23000000 PA USD 768791.95000000 0.018435760276 Long LON CORP CA N 2 2026-04-30 Floating 7.00000000 N N N N N N N/A N/A N/A 600039.00000000 OU Notional Amount USD -22845.90000000 -0.00054784852 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-09-02 9.13000000 USD 0.00000000 USD 600039.00000000 USD -22855.03000000 N N N Checkout Holding Corp 5493000F1R60SFVQY311 N/A 162170.46000000 PA USD 129601.77000000 0.003107872244 Long LON CORP US N 2 2023-02-15 Floating 11.57000000 N N N N N N N/A N/A N/A 66.00000000 NC USD 1167227.82000000 0.027990319458 N/A DCO N/A N 1 LME N/A Long N/A LME Nickel; December 2022 2022-12-20 10644282.00000000 USD 1167227.82000000 N N N N/A N/A N/A 258.00000000 NC USD 183239.85000000 0.004394122425 N/A DCO N/A N 1 CBT N/A Long N/A Soybean Oil; January 2023 2023-01-14 11127024.00000000 USD 183239.85000000 N N N N/A N/A N/A 1998000.00000000 OU Notional Amount USD -74552.09000000 -0.00178777165 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-11-15 31.95000000 USD 0.00000000 USD 1998000.00000000 USD -74584.04000000 N N N Crown Finance US Inc N/A N/A 598558.69000000 PA USD 124649.85000000 0.002989124369 Long LON CORP US N 2 2026-09-30 None 0.00000000 Y N N N N N N/A N/A N/A 9.00000000 NC USD -3136.49000000 -0.00007521355 N/A DIR N/A N 1 CBT N/A Short N/A US 10 Year Ultra Note; March 2023 2023-03-23 1076906.25000000 USD -3136.49000000 N N N N/A N/A N/A 13.00000000 NC USD -69786.33000000 -0.00167348793 N/A DCO N/A N 1 NYM N/A Long N/A NY Harb ULSD; January 2023 2023-01-02 1836471.00000000 USD -69786.33000000 N N N N/A N/A N/A 445.00000000 NC USD 28678.49000000 0.000687715014 N/A DCO N/A N 1 CBT N/A Long N/A Corn; March 2023 2023-03-15 14840750.00000000 USD 28678.49000000 N N N Edison International 549300I7ROF15MAEVP56 281020107 162883.00000000 NS USD 10857780.78000000 0.260371409453 Long EC CORP US N 1 N N N Sabra Health Care REIT Inc 549300E3BC7GU7TAZ621 78573L106 271200.00000000 NS USD 3501192.00000000 0.083959173083 Long EC CORP US N 1 N N N Iridium Satellite LLC 254900615BJ7139TFM33 N/A 876929.22000000 PA USD 868528.24000000 0.020827453287 Long LON CORP US N 2 2026-11-06 Floating 6.57000000 N N N N N N Flutter Financing BV 635400VFWPBIKJK6GN11 N/A 500000.00000000 PA USD 495970.00000000 0.011893444025 Long LON CORP NL N 2 2028-09-16 Floating 6.78000000 N N N N N N Fluor Corp CQ7WZ4NOFWT7FAE6Q943 343412102 454559.00000000 NS USD 15277727.99000000 0.366362487013 Long EC CORP US N 1 N N N Intrado Corp 5493005Z5DB0O5S30R71 N/A 616775.49000000 PA USD 564583.95000000 0.013538818087 Long LON CORP US N 2 2024-10-10 Floating 7.91000000 N N N N N N AMC Entertainment Holdings Inc 549300ZO77UNR6NRBR11 N/A 2861748.34000000 PA USD 1589300.56000000 0.038111694759 Long LON CORP US N 2 2026-03-20 Floating 6.86000000 N N N N N N N/A N/A N/A 2087027.00000000 OU Notional Amount USD -100354.11000000 -0.00240650843 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-07-05 31.20000000 USD 0.00000000 USD 2087027.00000000 USD -100385.31000000 N N N Maxar Technologies Inc 549300OEN2G821MIJ922 N/A 1152112.50000000 PA USD 1107283.80000000 0.026552851776 Long LON CORP US N 2 2029-06-14 Floating 8.08000000 N N N N N N Formula One N/A N/A 505000.00000000 PA USD 502318.45000000 0.012045680924 Long LON CORP LU N 2 2030-01-15 None 0.00000000 N N N N N N Amentum Government Services Holdings LLC 5493008CT6B5L54YSE94 N/A 458850.00000000 PA USD 451109.20000000 0.010817674495 Long LON CORP US N 2 2029-02-15 Floating 7.39000000 N N N N N N Anglo American PLC 549300S9XF92D1X8ME43 N/A 463097.00000000 NS 19253390.33000000 0.461699538658 Long EC CORP GB N 2 N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166104 170005.00000000 NS USD 5560863.55000000 0.133350443302 Long EC CORP US N 1 N N N Lenzing AG 529900BKFJBI0QRDJH63 N/A 4760.00000000 NS 325180.90000000 0.007797892679 Long EC CORP AT N 2 N N N United Urban Investment Corp 353800GYZWBD7BDCN841 N/A 4254.00000000 NS 4776330.88000000 0.114537217912 Long EC CORP JP N 2 N N N Koninklijke Vopak NV 724500UL634GFV1KYF10 N/A 342678.00000000 NS 10170970.31000000 0.243901578856 Long EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3132.70000000 0.000075122672 N/A DFE N/A N 2 Citigroup Inc N/A 330000.00000000 USD 6504300.00000000 MXN 2023-02-08 3132.70000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CAQ4 20561602.50000000 PA USD 19710223.65000000 0.472654478514 Long DBT UST US N 2 2025-10-15 Fixed 0.13000000 N N N N N N Koninklijke DSM NV 724500SNT1MK246AHP04 N/A 22552.00000000 NS 2925081.16000000 0.070143938234 Long EC CORP NL N 2 N N N Pegasus Bidco BV N/A N/A 650000.00000000 PA USD 635375.00000000 0.015236399374 Long LON CORP NL N 2 2029-05-05 Floating 8.52000000 N N N N N N Schlumberger Ltd 213800ZUA17OK3QLGM62 806857108 295377.00000000 NS USD 15226684.35000000 0.365138451939 Long EC CORP US N 1 N N N N/A N/A N/A 187.00000000 NC USD -24447.48000000 -0.00058625468 N/A DCO N/A N 1 CMX N/A Long N/A Gold 100 oz; February 2023 2023-02-27 32910130.00000000 USD -24447.48000000 N N N NexGen Energy Ltd 529900N0IXNXB3IP7F06 N/A 1247995.00000000 NS 5919197.19000000 0.141943344263 Long EC CORP CA N 1 N N N Merlin Properties Socimi SA 959800L8KD863DP30X04 N/A 667100.00000000 NS 6189064.72000000 0.148414813026 Long EC CORP ES N 2 N N N FleetCor Technologies Operating Co LLC 549300FKKKZCXLK48427 N/A 685035.04000000 PA USD 673649.76000000 0.016154234557 Long LON CORP US N 2 2028-04-28 Floating 5.82000000 N N N N N N Intrado Corp 5493005Z5DB0O5S30R71 N/A 2403113.92000000 PA USD 2200843.82000000 0.052776604999 Long LON CORP US N 2 2024-10-10 Floating 8.41000000 N N N N N N N/A N/A N/A 105000.00000000 OU Notional Amount 844.18000000 0.000020243578 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2052-11-15 22.87000000 USD 0.00000000 USD 105000.00000000 EUR 821.31000000 N N N Huhtamaki Oyj 5493007050SJVMXN6L29 N/A 16483.00000000 NS 602507.97000000 0.014448242466 Long EC CORP FI N 2 N N N N/A N/A N/A 2866503.00000000 OU Notional Amount USD -102449.11000000 -0.00245674689 N/A DIR N/A N 2 Deutsche Bank AG N/A Put Written Deutsche Bank AG N/A N/A N/A N/A 2866503.00000000 OU Notional Amount USD -102449.11000000 -0.00245700 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 2866503.00000000 USD 2866503.00000000 USD 3.26200000 USD 2023-10-04 XXXX 13608.43000000 N N N Select Medical Corp 549300X05KS0JKR8CB50 N/A 933409.52000000 PA USD 915030.69000000 0.021942589860 Long LON CORP US N 2 2025-03-06 Floating 6.58000000 N N N N N N Seattle SpinCo Inc 213800AAQDP1DDU8BK05 N/A 104306.93000000 PA USD 103003.09000000 0.002470031423 Long LON CORP US N 2 2024-06-21 Floating 6.82000000 N N N N N N Red Ventures LLC N/A N/A 203858.41000000 PA USD 201565.00000000 0.004833562604 Long LON CORP US N 2 2024-11-08 Floating 6.57000000 N N N N N N Clearway Energy Inc - Class C 549300LHAZ9HA9G3XC48 18539C204 459181.00000000 NS USD 16273374.64000000 0.390238261154 Long EC CORP US N 1 N N N Weber-Stephen Products LLC 549300XU8TJBBGLK8V26 N/A 448817.96000000 PA USD 375211.81000000 0.008997642316 Long LON CORP US N 2 2027-10-30 Floating 7.32000000 N N N N N N Monolithic Power Systems Inc 529900TB7O85LSZ1XU31 609839105 6121.00000000 NS USD 2337977.16000000 0.056065085559 Long EC CORP US N 1 N N N 8th Avenue Food & Provisions Inc 549300PBCACU45IZ2V05 N/A 621339.05000000 PA USD 523478.15000000 0.012553094089 Long LON CORP US N 2 2025-09-19 Floating 6.87000000 N N N N N N Segro PLC 213800XC35KGM9NFC641 N/A 686471.00000000 NS 6643233.12000000 0.159305847652 Long EC CORP GB N 2 N N N UKG Inc 529900FKHWSTQ1GXK240 N/A 1788753.22000000 PA USD 1725395.58000000 0.041375276231 Long LON CORP US N 2 2026-05-04 Floating 6.46000000 N N N N N N Avantor Funding Inc 5493003VM0XB4U8YD238 N/A 306752.53000000 PA USD 304145.13000000 0.007293451376 Long LON CORP US N 2 2027-11-08 Floating 6.32000000 N N N N N N Industrial & Infrastructure Fund Investment Corp 353800WCHFY04YKYCI19 N/A 1400.00000000 NS 1621238.63000000 0.038877575050 Long EC CORP JP N 2 N N N Generac Holdings Inc 529900S2H2AHJHSFFI84 368736104 13399.00000000 NS USD 1413862.48000000 0.033904660091 Long EC CORP US N 1 N N N Hannover Rueck SE 529900KIN5BE45V5KB18 N/A 16830.00000000 NS 3194848.70000000 0.076613009220 Long EC CORP DE N 2 N N N Host Hotels & Resorts Inc N6EL63S0K3PB1YFTDI24 44107P104 423152.00000000 NS USD 8014498.88000000 0.192189031233 Long EC CORP US N 1 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810FR4 15207740.84100000 PA USD 15332293.76000000 0.367670983355 Long DBT UST US N 2 2025-01-15 Fixed 2.38000000 N N N N N N HUB International Ltd 549300JQT6ATTUNS5E06 N/A 162624.85000000 PA USD 159419.51000000 0.003822906665 Long LON CORP US N 2 2025-04-25 Floating 7.33000000 N N N N N N AI Aqua Merger Sub Inc 5493005QMH1D47U26R45 N/A 374062.50000000 PA USD 354734.69000000 0.008506597534 Long LON CORP US N 2 2028-07-30 Floating 7.54000000 N N N N N N Alliance Laundry Systems LLC 549300YBOGK6MBI5ND34 N/A 480118.99000000 PA USD 468236.04000000 0.011228378999 Long LON CORP US N 2 2027-09-30 Floating 7.41000000 N N N N N N IQOR US Inc N/A N/A 14193.00000000 NS USD 99351.00000000 0.002382453691 Long EC CORP US N 2 N N N McGraw-Hill Education Inc N/A N/A 1119216.44000000 PA USD 1067172.88000000 0.025590985167 Long LON CORP US N 2 2028-07-28 Floating 8.32000000 N N N N N N N/A N/A N/A 130000.00000000 OU Notional Amount USD 2113.24000000 0.000050675850 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2052-08-17 5.76000000 USD 0.00000000 USD 130000.00000000 USD 2107.48000000 N N N Klepierre SA 969500PB4U31KEFHZ621 N/A 313824.00000000 NS 7272039.27000000 0.174384724898 Long EC CORP FR N 2 N N N N/A N/A N/A 7313293.00000000 OU Notional Amount USD -520910.73000000 -0.01249152692 N/A DIR N/A N 2 Deutsche Bank AG N/A Put Written Deutsche Bank AG N/A N/A N/A N/A 7313293.00000000 OU Notional Amount USD -520910.73000000 -0.01249200 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 7313293.00000000 USD 7313293.00000000 USD 2.54000000 USD 2023-08-08 XXXX -261106.00000000 N N N UFP Industries Inc 5493007KB485C9OV5572 90278Q108 18828.00000000 NS USD 1541260.08000000 0.036959675968 Long EC CORP US N 1 N N N Vestas Wind Systems A/S 549300DYMC8BGZZC8844 N/A 79504.00000000 NS 2065690.57000000 0.049535607331 Long EC CORP DK N 2 N N N Prime Security Services Borrower LLC 549300O6QPZVWXV2DC15 N/A 2162947.51000000 PA USD 2130243.74000000 0.051083603206 Long LON CORP US N 2 2026-09-23 Floating 6.09000000 N N N N N N Hengan International Group Co Ltd N/A N/A 88595.00000000 NS 408373.98000000 0.009792876731 Long EC CORP CN N 2 N N N Klabin SA N/A N/A 358700.00000000 NS 1357562.70000000 0.032554581896 Long EC CORP BR N 1 N N N N/A N/A N/A 87.00000000 NC USD -108616.09000000 -0.00260463210 N/A DCO N/A N 1 CBT N/A Short N/A Soybean; January 2023 2023-01-16 6392325.00000000 USD -108616.09000000 N N N Blackstone Mortgage Trust Inc 549300OLDJ20R2Y2UW20 N/A 710846.94000000 PA USD 692187.21000000 0.016598765726 Long LON CORP US N 2 2026-04-23 Floating 6.32000000 N N N N N N Kao Corp 353800HM38HFCB8RGL63 N/A 8600.00000000 NS 344193.45000000 0.008253816826 Long EC CORP JP N 2 N N N N/A N/A N/A 2997600.00000000 OU Notional Amount USD -46222.76000000 -0.00110842955 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-10-03 45.98000000 USD 0.00000000 USD 2997600.00000000 USD -46268.74000000 N N N Comstock Resources Inc I03QQGEA4SS774AURI46 205768302 178827.00000000 NS USD 3281475.45000000 0.078690333256 Long EC CORP US N 1 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810RW0 8477885.15000000 PA USD 7218565.93000000 0.173102425210 Long DBT UST US N 2 2047-02-15 Fixed 0.88000000 N N N N N N Triton Water Holdings Inc 5493005IYCEL7QJFZZ63 N/A 1526860.49000000 PA USD 1404711.65000000 0.033685221648 Long LON CORP US N 2 2028-03-31 Floating 7.17000000 N N N N N N Cengage Learning Holdings II Inc 5493003VGPEJMW28UG24 15136X102 2772.00000000 NS USD 33264.00000000 0.000797676315 Long EC CORP US N 2 N N N N/A N/A N/A 4727027.00000000 OU Notional Amount USD -163887.14000000 -0.00393004118 N/A DIR N/A N 2 Deutsche Bank AG N/A Put Written Deutsche Bank AG N/A N/A N/A N/A 4727027.00000000 OU Notional Amount USD -163887.14000000 -0.00393000 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 4727027.00000000 USD 4727027.00000000 USD 3.18500000 USD 2023-06-16 XXXX 17157.99000000 N N N Directv Financing LLC N/A N/A 1651706.47000000 PA USD 1579626.00000000 0.037879697183 Long LON CORP US N 2 2027-08-02 Floating 9.07000000 N N N N N N Bausch + Lomb Corp 549300NY6OZM39SO6475 N/A 1604912.50000000 PA USD 1519049.68000000 0.036427066840 Long LON CORP CA N 2 2027-05-10 Floating 7.15000000 N N N N N N Altair Engineering Inc 549300FJ89HZ6GU9S994 021369103 38666.00000000 NS USD 1897340.62000000 0.045498547212 Long EC CORP US N 1 N N N TransMontaigne Operating Co LP 549300V4T155OZCUJ734 N/A 331243.78000000 PA USD 323893.48000000 0.007767020131 Long LON CORP US N 2 2028-11-03 Floating 7.48000000 N N N N N N Avaya Holdings Corp 549300NZS2OZN6Q63A60 N/A 1170000.00000000 PA USD 709803.90000000 0.017021216915 Long LON CORP US N 2 2027-12-15 Floating 13.79000000 N N N N N N N/A N/A N/A 61.00000000 NC USD 103229.44000000 0.002475459335 N/A DCO N/A N 1 NYB N/A Long N/A Sugar #11; March 2023 2023-03-01 1341121.60000000 USD 103229.44000000 N N N Chariot Buyer LLC 25490092IFNOZBRVE539 N/A 716195.68000000 PA USD 669420.94000000 0.016052826742 Long LON CORP US N 2 2028-10-22 Floating 7.25000000 N N N N N N Staples Inc XQM2JINI1UL7642TU573 N/A 210579.83000000 PA USD 187437.11000000 0.004494773425 Long LON CORP US N 2 2026-04-09 Floating 7.78000000 N N N N N N American Commercial Lines Inc Preferred B N/A N/A 2428.00000000 NS USD 115330.00000000 0.002765632799 Long EP CORP US N 2 N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896100 151171.00000000 NS USD 9232012.97000000 0.221385223905 Long EC CORP US N 1 N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBD8 1069.00000000 PA USD 951.41000000 0.000022814971 Long DBT CORP US N 2 2027-05-01 Fixed 8.38000000 N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CEZ0 16543840.30000000 PA USD 15559826.41000000 0.373127254575 Long DBT UST US N 2 2032-07-15 Fixed 0.63000000 N N N N N N InterRent Real Estate Investment Trust N/A N/A 184960.00000000 NS 1722892.47000000 0.041315251232 Long EC CORP CA N 1 N N N N/A N/A N/A 81767.06010000 NC USD 2421917.09000000 0.058077979200 N/A DCO N/A N 2 Citigroup Inc N/A Refinitiv/CoreCommodity CRB 3-Month Forward Index Total Return N/A Refinitiv/CoreCommodity CRB 3-Month Forward Index Total Return Y Receive positive return on reference instrument 2023-05-01 0.00000000 USD 0.00000000 USD 69219800.78000000 USD 2421917.09000000 N N N Equinor ASA OW6OFBNCKXC4US5C7523 N/A 154194.00000000 NS 5938134.82000000 0.142397471816 Long EC CORP NO N 2 N N N VICI Properties Inc 254900RKH6RY9KCJQH63 925652109 617611.00000000 NS USD 21122296.20000000 0.506516215783 Long EC CORP US N 1 N N N N/A N/A N/A 732.00000000 NC USD 192150.00000000 0.004607789320 N/A DIR N/A N 1 CME N/A Call Purchased CME N/A N/A N/A N/A 732.00000000 NC USD 192150.00000000 0.00460800 DIR Long N/A 3 Month SOFR Future; March 2023 N/A 1830000.00000000 USD 732.00000000 95.12500000 USD 2023-01-17 XXXX 23686.13000000 N N N KB Home 549300LGUCWQURMWLG09 48666K109 19340.00000000 NS USD 607082.60000000 0.014557942863 Long EC CORP US N 1 N N N NexTier Oilfield Solutions Inc 529900L27H2D4QT0IT24 65290C105 438559.00000000 NS USD 4468916.21000000 0.107165362416 Long EC CORP US N 1 N N N N/A N/A N/A 2249000.00000000 OU Notional Amount USD 83056.59000000 0.001991710998 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-09-02 34.21000000 USD 0.00000000 USD 2249000.00000000 USD 83022.38000000 N N N Visio 2022-1 Trust N/A 92838CAA6 773698.79000000 PA USD 760409.28000000 0.018234742440 Long ABS-MBS CORP US N 2 2057-08-25 Variable 5.76000000 N N N N N N ASP Unifrax Holdings Inc 549300RRU6BWJLD0YT71 N/A 675258.56000000 PA USD 613357.61000000 0.014708418658 Long LON CORP US N 2 2025-12-12 Floating 7.42000000 N N N N N N Scientific Games Holdings LP 549300W5GPFXXB6TQ330 N/A 375000.00000000 PA USD 357656.25000000 0.008576657035 Long LON CORP US N 2 2029-02-04 Floating 7.10000000 N N N N N N Devon Energy Corp 54930042348RKR3ZPN35 25179M103 123844.00000000 NS USD 8485790.88000000 0.203490692667 Long EC CORP US N 1 N N N Covanta Holding Corp N/A N/A 32404.18000000 PA USD 31729.20000000 0.000760871553 Long LON CORP US N 2 2028-11-17 Floating 6.25000000 N N N N N N N/A N/A N/A 309.00000000 NC USD 1456314.28000000 0.034922661395 N/A DCO N/A N 1 NYM N/A Long N/A Natural Gas; March 2023 2023-02-25 19090020.00000000 USD 1456314.28000000 N N N Hongkong Land Holdings Ltd 213800XCHYNRPAYGXW28 N/A 950000.00000000 NS USD 3833149.30000000 0.091919564974 Long EC CORP HK N 2 N N N N/A N/A N/A 200000.00000000 OU Notional Amount -16514.19000000 -0.00039601305 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2052-08-15 0.00000000 USD 508.38000000 USD 200000.00000000 EUR -16005.81000000 N N N Enagas SA 213800OU3FQKGM4M2U23 N/A 1150851.00000000 NS 20787472.23000000 0.498487080662 Long EC CORP ES N 2 N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456B101 1048428.00000000 NS USD 20045943.36000000 0.480705093630 Long EC CORP US N 1 N N N Avaya Inc J6LB5QIFSP2MFEFG4U76 N/A 874758.87000000 PA USD 411136.67000000 0.009859126502 Long LON CORP US N 2 2027-12-15 Floating 7.87000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 45044.00000000 NS USD 9965985.00000000 0.238985996643 Long EC CORP US N 1 N N N N/A N/A N/A 205000.00000000 OU Notional Amount -9287.85000000 -0.00022272420 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2052-09-15 0.00000000 USD 305.82000000 USD 205000.00000000 EUR -8982.03000000 N N N Hertz Corp/The 549300PD0C69OJ0NLB27 N/A 1310719.24000000 PA USD 1277400.76000000 0.030632285091 Long LON CORP US N 2 2028-06-14 Floating 7.01000000 N N N N N N Boralex Inc 5493004UT7HNQU2SVR90 N/A 78118.00000000 NS 2195771.16000000 0.052654961759 Long EC CORP CA N 1 N N N N/A N/A N/A 2126113.00000000 OU Notional Amount USD 79998.01000000 0.001918365735 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-09-01 32.33000000 USD 0.00000000 USD 2126113.00000000 USD 79965.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -86399.99000000 -0.00207188629 N/A DFE N/A N 2 Goldman Sachs & Co N/A 1698192.00000000 EUR 1683770.61000000 USD 2022-12-21 -86399.99000000 N N N Smurfit Kappa Group PLC 635400CPLP8H5ITDVT56 N/A 51415.00000000 NS 1867835.45000000 0.044791008273 Long EC CORP IE N 2 N N N Xinyi Solar Holdings Ltd 529900QF7VIH03SB7Q08 N/A 1660000.00000000 NS 1947808.99000000 0.046708787214 Long EC CORP CN N 2 N N N LS Group OpCo Acquistion LLC N/A N/A 212841.33000000 PA USD 208052.40000000 0.004989131547 Long LON CORP US N 2 2027-11-02 Floating 6.58000000 N N N N N N Flowserve Corp 6Y0GK87T6V7NJKZJVM41 34354P105 123914.00000000 NS USD 3885943.04000000 0.093185567740 Long EC CORP US N 1 N N N Cineworld Group PLC - Warrants N/A N/A 29862.00000000 NS 0.00000000 0.000000 Long EC CORP GB N 3 N N N N/A N/A N/A 4267000.00000000 OU Notional Amount USD -61968.98000000 -0.00148602656 N/A DIR N/A N 2 JPMorgan Chase N/A Call Written JPMorgan Chase N/A N/A N/A N/A 4267000.00000000 OU Notional Amount USD -61968.98000000 -0.00148600 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 4267000.00000000 USD 4267000.00000000 USD 2.67800000 USD 2023-08-22 XXXX 92069.72000000 N N N Belk Inc N/A N/A 231689.87000000 PA USD 202728.64000000 0.004861466887 Long LON CORP US N 2 2025-07-31 Floating 12.20000000 N N N N N N N/A N/A N/A 1587000.00000000 OU Notional Amount USD 5121.02000000 0.000122802920 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-11-21 25.43000000 USD 0.00000000 USD 1587000.00000000 USD 5095.59000000 N N N Vanguard Real Estate ETF N/A 922908553 77458.00000000 NS USD 6822500.64000000 0.163604712936 Long EC RF US N 1 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810SB5 5945882.80000000 PA USD 5192660.21000000 0.124520865274 Long DBT UST US N 2 2048-02-15 Fixed 1.00000000 N N N N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 N/A 4769694.00000000 NS 58672616.97000000 1.406979224055 Long EC CORP GB N 2 N N N Calpine Corp 43R4VPJBXTU2O15HEF41 N/A 419404.73000000 PA USD 413755.35000000 0.009921922889 Long LON CORP US N 2 2026-08-12 Floating 6.07000000 N N N N N N N/A N/A N/A 16638.40740000 NC USD 492693.07000000 0.011814862692 N/A DCO N/A N 2 Bank of America NA N/A Refinitiv/CoreCommodity CRB 3-Month Forward Index Total Return N/A Refinitiv/CoreCommodity CRB 3-Month Forward Index Total Return Y Receive positive return on reference instrument 2023-05-01 0.00000000 USD 0.00000000 USD 14085234.79000000 USD 492693.07000000 N N N Regency Centers Corp 529900053A7X7FJ97S58 758849103 126277.00000000 NS USD 8388581.11000000 0.201159586031 Long EC CORP US N 1 N N N Halma PLC 2138007FRGLUR9KGBT40 N/A 93965.00000000 NS 2492554.19000000 0.059771868739 Long EC CORP GB N 2 N N N Novolipetsk Steel PJSC 213800913TPW32I84456 N/A 1124750.00000000 NS 0.00000000 0.000000 Long EC CORP RU N 2 N N N Toll Brothers Inc 529900JB6IS9MSZGVR44 889478103 8219.00000000 NS USD 393772.29000000 0.009442725749 Long EC CORP US N 1 N N N Talen Energy Supply LLC N/A N/A 642000.00000000 PA USD 641839.50000000 0.015391419171 Long LON CORP US N 2 2023-11-13 Floating 8.85000000 N N N N N N N/A N/A N/A 8225000.00000000 OU Notional Amount 2609.32000000 0.000062571932 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2024-11-15 0.00000000 USD 1906.24000000 USD 8225000.00000000 EUR 4515.56000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810TE8 6253380.30000000 PA USD 4325906.08000000 0.103735955443 Long DBT UST US N 2 2052-02-15 Fixed 0.13000000 N N N N N N Range Resources Corp H3Y3WLYCX0BTO1TRW162 75281A109 54273.00000000 NS USD 1566861.51000000 0.037573602566 Long EC CORP US N 1 N N N Grifols Worldwide Operations USA Inc N/A N/A 746587.24000000 PA USD 722218.63000000 0.017318924229 Long LON CORP US N 2 2027-11-15 Floating 6.07000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671D857 509034.00000000 NS USD 20259553.20000000 0.485827493524 Long EC CORP US N 1 N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331A109 18886.00000000 NS USD 1624196.00000000 0.038948493280 Long EC CORP US N 1 N N N William Morris Endeavor Entertainment LLC 5493008R7J9HEQ30DZ33 N/A 782426.85000000 PA USD 760487.60000000 0.018236620566 Long LON CORP US N 2 2025-05-16 Floating 6.83000000 N N N N N N DaVita Inc M2XHYMU3TZNEZURC6H66 N/A 134653.85000000 PA USD 130109.28000000 0.003120042419 Long LON CORP US N 2 2026-08-12 Floating 5.82000000 N N N N N N Salmar ASA 5967007LIEEXZXGDBK67 N/A 1394.00000000 NS 49137.54000000 0.001178326474 Long EC CORP NO N 2 N N N Uber Technologies Inc 549300B2FTG34FILDR98 N/A 324360.04000000 PA USD 323549.14000000 0.007758762800 Long LON CORP US N 2 2025-04-04 Floating 8.24000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389B100 210846.00000000 NS USD 14805606.12000000 0.355040925156 Long EC CORP US N 1 N N N Empresas Copec SA 549300Q3IDJYG6Z7PA50 N/A 106979.00000000 NS 747520.47000000 0.017925666608 Long EC CORP CL N 2 N N N N/A N/A N/A 1192000.00000000 OU Notional Amount USD 9462.78000000 0.000226919056 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-11-18 19.10000000 USD 0.00000000 USD 1192000.00000000 USD 9443.68000000 N N N Darling Ingredients Inc L1N0SPPKS7EXZYUMZ898 237266101 108209.00000000 NS USD 7772652.47000000 0.186389513641 Long EC CORP US N 1 N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040Q104 225144.00000000 NS USD 15991978.32000000 0.383490330068 Long EC CORP US N 1 N N N CK Asset Holdings Ltd 5299006GJZSGP78B8S35 N/A 911900.00000000 NS 5458172.52000000 0.130887895129 Long EC CORP HK N 2 N N N Quarternorth Energy Holding Inc - Warrants N/A N/A 37753.00000000 NS USD 283147.50000000 0.006789924677 Long EC CORP US N 2 N N N Fortune Brands Home & Security Inc 54930032LHW54PQUJD44 34964C106 7802.00000000 NS USD 509782.68000000 0.012224674415 Long EC CORP US N 1 N N N WideOpenWest Finance LLC 54930045JY28O5B5WE54 N/A 460890.64000000 PA USD 449944.49000000 0.010789744553 Long LON CORP US N 2 2028-12-20 Floating 6.49000000 N N N N N N N/A N/A N/A 4.00000000 NC USD -6551.53000000 -0.00015710679 N/A DCO N/A N 1 CME N/A Long N/A Lean Hogs; April 2023 2023-04-18 145040.00000000 USD -6551.53000000 N N N Altice Financing SA 549300DIYGW8HVDF7Q17 N/A 164601.72000000 PA USD 161154.96000000 0.003864523048 Long LON CORP LU N 2 2025-07-15 Floating 6.83000000 N N N N N N Brown Group Holding LLC 25490094PF4HHK9QS109 N/A 300000.00000000 PA USD 297750.00000000 0.007140095083 Long LON CORP US N 2 2029-06-08 Floating 7.74000000 N N N N N N NCR Corp 549300YKTY8JX1DV2R67 N/A 474893.69000000 PA USD 459459.65000000 0.011017919691 Long LON CORP US N 2 2026-08-28 Floating 6.92000000 N N N N N N N/A N/A N/A 9.00000000 NC USD 3980.75000000 0.000095459054 N/A DCO N/A N 1 CMX N/A Short N/A Copper; May 2023 2023-05-26 840600.00000000 USD 3980.75000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810PZ5 8801240.59500000 PA USD 9317855.11000000 0.223443732861 Long DBT UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N Carnival Corp F1OF2ZSX47CR0BCWA982 N/A 113428.57000000 PA USD 106291.64000000 0.002548891406 Long LON CORP PA N 2 2028-10-18 Floating 6.13000000 N N N N N N Mallinckrodt International Finance SA 549300MQQ92LN1A0B514 N/A 1690480.10000000 PA USD 1323967.11000000 0.031748953997 Long LON CORP LU N 2 2027-09-30 Floating 8.73000000 N N N N N N N/A N/A N/A 784000.00000000 OU Notional Amount USD 2373.51000000 0.000056917169 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-10-05 12.41000000 USD 0.00000000 USD 784000.00000000 USD 2361.10000000 N N N American Commercial Lines Inc Preferred A - Warrants N/A N/A 2243.00000000 NS USD 56075.00000000 0.001344687932 Long EP CORP US N 2 N N N Gulf Finance LLC 549300GL13V5C6ULWJ40 N/A 1840071.07000000 PA USD 1507864.64000000 0.036158847699 Long LON CORP US N 2 2026-08-25 Floating 10.57000000 N N N N N N N/A N/A N/A 20.00000000 NC USD 9325.60000000 0.000223629456 N/A DCO N/A N 1 NYM N/A Short N/A NY Harb ULSD; April 2023 2023-04-03 2623740.00000000 USD 9325.60000000 N N N N/A N/A N/A 2866503.00000000 OU Notional Amount USD -105480.73000000 -0.00252944564 N/A DIR N/A N 2 Deutsche Bank AG N/A Call Written Deutsche Bank AG N/A N/A N/A N/A 2866503.00000000 OU Notional Amount USD -105480.73000000 -0.00252900 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 2866503.00000000 USD 2866503.00000000 USD 3.26200000 USD 2023-10-04 XXXX 10576.81000000 N N N N/A N/A N/A 4727027.00000000 OU Notional Amount USD -117326.20000000 -0.00281350201 N/A DIR N/A N 2 Deutsche Bank AG N/A Call Written Deutsche Bank AG N/A N/A N/A N/A 4727027.00000000 OU Notional Amount USD -117326.20000000 -0.00281400 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 4727027.00000000 USD 4727027.00000000 USD 3.18500000 USD 2023-06-16 XXXX 63718.93000000 N N N Enav SpA 81560048ECF8D2059980 N/A 5935150.00000000 NS 26255896.04000000 0.629620803451 Long EC CORP IT N 2 N N N Seattle SpinCo Inc 213800AAQDP1DDU8BK05 N/A 232562.06000000 PA USD 228492.22000000 0.005479281869 Long LON CORP US N 2 2027-02-28 Floating 7.99000000 N N N N N N Transocean Ltd 529900QO4W5DQGBGEF32 H8817H100 54446.00000000 NS USD 231395.50000000 0.005548903012 Long EC CORP US N 1 N N N N/A N/A N/A 37954.80940000 NC USD 1124230.38000000 0.026959233615 N/A DCO N/A N 2 Citigroup Inc N/A Refinitiv/CoreCommodity CRB 3-Month Forward Index Total Return N/A Refinitiv/CoreCommodity CRB 3-Month Forward Index Total Return Y Receive positive return on reference instrument 2023-05-01 0.00000000 USD 0.00000000 USD 32130576.01260000 USD 1124230.38000000 N N N PRA Health Sciences Inc 549300R1HR1VWWHIAK47 N/A 219733.39000000 PA USD 218509.48000000 0.005239894085 Long LON CORP US N 2 2028-06-16 Floating 5.94000000 N N N N N N Birkenstock US BidCo Inc 5299000ZMFOERHT5OW39 N/A 618982.13000000 PA USD 594222.84000000 0.014249563655 Long LON CORP US N 2 2028-04-28 Floating 7.66000000 N N N N N N Jo-Ann Stores LLC 549300GM65RR2EMGLI48 N/A 856619.28000000 PA USD 578218.01000000 0.013865765139 Long LON CORP US N 2 2028-07-07 Floating 9.08000000 N N N N N N Atlas Arteria Ltd 254900SGF4ZQDBH2YC59 N/A 7077943.00000000 NS 34071909.91000000 0.817050130757 Long EC CORP AU N 2 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828S50 20279275.60000000 PA USD 19286502.04000000 0.462493563033 Long DBT UST US N 2 2026-07-15 Fixed 0.13000000 N N N N N N Vertiv Holdings Co 549300KTTIRAOGXCRV69 92537N108 107845.00000000 NS USD 1493653.25000000 0.035818056177 Long EC CORP US N 1 N N N N/A N/A N/A 55.00000000 NC USD 310914.18000000 0.007455774334 N/A DCO N/A N 1 LME N/A Long N/A LME Copper; March 2023 2023-03-14 11330343.75000000 USD 310914.18000000 N N N N/A N/A N/A 2.00000000 NC USD -1155.16000000 -0.00002770093 N/A DIR N/A N 1 CBT N/A Short N/A US 10 Year Note; March 2023 2023-03-23 227000.00000000 USD -1155.16000000 N N N Zelis Payments Buyer Inc 549300U8NGLZN5R1Y309 N/A 57804.58000000 PA USD 57030.58000000 0.001367602901 Long LON CORP US N 2 2026-09-30 Floating 7.37000000 N N N N N N Ashtead Group PLC 2138007UTBN8X9K1A235 N/A 34741.00000000 NS 2120413.98000000 0.050847883907 Long EC CORP GB N 2 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 N/A 2125234.00000000 NS 11465230.29000000 0.274938150880 Long EC CORP IT N 2 N N N CITGO Petroleum Corp YX52P86PXMLYDOTUQ225 N/A 1088022.66000000 PA USD 1087478.65000000 0.026077920947 Long LON CORP US N 2 2024-03-28 Floating 9.36000000 N N N N N N Swiss Prime Site AG 506700XI9H64OPR34158 N/A 64100.00000000 NS 5347571.00000000 0.128235652076 Long EC CORP CH N 2 N N N OCI NV 549300NCMRGIBJYUOE57 N/A 37255.00000000 NS 1577160.25000000 0.037820568083 Long EC CORP NL N 2 N N N Quorum Health Corp 549300PO3E4YREFT1I57 N/A 340728.81000000 PA USD 226584.66000000 0.005433538259 Long LON CORP US N 2 2025-04-29 Floating 12.03000000 N N N N N N N/A N/A N/A 0.00000000 NC USD -193016.46000000 -0.00462856717 N/A DCO N/A N 1 LME N/A Short N/A LME Lead; December 2022 2022-12-20 0.00000000 USD -193016.46000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828N71 19733131.17500000 PA USD 19102210.48000000 0.458074220426 Long DBT UST US N 2 2026-01-15 Fixed 0.63000000 N N N N N N Stem Inc 549300GVWIYFILN5V546 85859N102 46735.00000000 NS USD 610826.45000000 0.014647721015 Long EC CORP US N 1 N N N SRAM LLC 5493005GYDYQG38FCT53 N/A 511179.78000000 PA USD 500317.21000000 0.011997690852 Long LON CORP US N 2 2028-05-18 Floating 6.82000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680103 173861.00000000 NS USD 11634778.12000000 0.279003936362 Long EC CORP US N 1 N N N APA Group 549300T9RBSX164T8H40 N/A 4088555.00000000 NS 31193970.74000000 0.748036665373 Long EC CORP AU N 2 N N N Asurion LLC 549300KNQVXGIOXWK278 N/A 1480000.00000000 PA USD 1133428.40000000 0.027179803682 Long LON CORP US N 2 2029-01-20 Floating 9.18000000 N N N N N N Park Hotels & Resorts Inc 5493005UZ5TQN0H6HS73 700517105 201983.00000000 NS USD 2591441.89000000 0.062143212419 Long EC CORP US N 1 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828V49 19916936.84000000 PA USD 18996556.47000000 0.455540619494 Long DBT UST US N 2 2027-01-15 Fixed 0.38000000 N N N N N N Ingram Micro Inc 549300KJMEWPKRQZHX63 N/A 464652.41000000 PA USD 457245.85000000 0.010964832394 Long LON CORP US N 2 2028-06-30 Floating 7.17000000 N N N N N N Sumitomo Forestry Co Ltd 549300FIIRGO6D5FWR19 N/A 82300.00000000 NS 1436969.45000000 0.034458769118 Long EC CORP JP N 2 N N N American Commercial Lines Inc Preferred A - Anti-Dilution Warrants N/A N/A 22430.00000000 NS USD 8411.25000000 0.000201703189 Long EP CORP US N 3 N N N N/A N/A N/A 371.00000000 NC USD 432304.37000000 0.010366731508 N/A DCO N/A N 1 NYM N/A Long N/A WTI Crude; January 2023 2022-12-21 29884050.00000000 USD 432304.37000000 N N N Carlisle Cos Inc XR64VGX1ZPX6G7ZN7Z11 142339100 6731.00000000 NS USD 1770993.41000000 0.042468719864 Long EC CORP US N 1 N N N Alliant Holdings Intermediate LLC 5493006Q26653NF8SI73 N/A 245012.56000000 PA USD 237510.28000000 0.005695536465 Long LON CORP US N 2 2027-11-06 Floating 7.44000000 N N N N N N Kronos Acquisition Holdings Inc N/A N/A 192.00000000 PA USD 181.90000000 0.000004361992 Long LON CORP US N 2 2026-12-22 Floating 9.38000000 N N N N N N Rexford Industrial Realty Inc 549300MSLO0DF0EMX355 76169C100 274015.00000000 NS USD 15150289.35000000 0.363306486989 Long EC CORP US N 1 N N N HUB International Ltd 549300JQT6ATTUNS5E06 N/A 353447.98000000 PA USD 347365.14000000 0.008329874486 Long LON CORP US N 2 2025-04-25 Floating 7.53000000 N N N N N N Altice Financing SA 549300DIYGW8HVDF7Q17 N/A 475538.76000000 PA USD 463650.29000000 0.011118411943 Long LON CORP LU N 2 2026-01-31 Floating 6.83000000 N N N N N N Churchill Downs Inc 529900FODTBQC8MIS994 N/A 575137.92000000 PA USD 565073.01000000 0.013550545828 Long LON CORP US N 2 2028-03-17 Floating 6.08000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796X79 12225000.00000000 PA USD 12210095.65000000 0.292800147504 Long DBT UST US N 2 2022-12-15 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC USD 486.60000000 0.000011668749 N/A DCO N/A N 1 CME N/A Long N/A Feeder Cattle; January 2023 2023-01-27 90237.50000000 USD 486.60000000 N N N Energy Recovery Inc 549300ZEQL52Z525WJ22 29270J100 72402.00000000 NS USD 1678278.36000000 0.040245397370 Long EC CORP US N 1 N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599105 230272.00000000 NS USD 16001601.28000000 0.383721090267 Long EC CORP US N 1 N N N Southwest Gas Holdings Inc N/A 844895102 180875.00000000 NS USD 12382702.50000000 0.296939288800 Long EC CORP US N 1 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810QP6 7279531.14000000 PA USD 7877391.10000000 0.188901163606 Long DBT UST US N 2 2041-02-15 Fixed 2.13000000 N N N N N N Spruce Hill Mortgage Loan Trust 2022-SH1 N/A 85213XAA9 521504.36000000 PA USD 469497.34000000 0.011258625185 Long ABS-MBS CORP US N 2 2057-07-25 Variable 4.10000000 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787107 22520.00000000 NS USD 5314494.80000000 0.127442479236 Long EC CORP US N 1 N N N Organon & Co 549300AMCKY57OK2CO56 N/A 1883834.63000000 PA USD 1863112.45000000 0.044677749938 Long LON CORP US N 2 2028-06-02 Floating 6.19000000 N N N N N N Acrisure LLC 549300R0Z1Q47XRTGO22 N/A 524855.81000000 PA USD 490456.76000000 0.011761235602 Long LON CORP US N 2 2027-02-15 Floating 7.57000000 N N N N N N Cadence Design Systems Inc GCT7RXJOGLXPV0NXZY22 127387108 13036.00000000 NS USD 2242713.44000000 0.053780645530 Long EC CORP US N 1 N N N Revlon Consumer Products Corp 2MKZBE7NMX7EJWQLHS95 N/A 3696710.26000000 PA USD 991494.66000000 0.023776208722 Long LON CORP US N 2 2023-07-21 Floating 5.58000000 N N N N N N First Industrial Realty Trust Inc N/A 32054K103 133300.00000000 NS USD 6738315.00000000 0.161585927128 Long EC CORP US N 1 N N N Constellation Energy Corp 549300F8Y20RYGNGV346 21037T109 106354.00000000 NS USD 10222746.48000000 0.245143180122 Long EC CORP US N 1 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810SV1 4468917.60000000 PA USD 3071624.40000000 0.073658069779 Long DBT UST US N 2 2051-02-15 Fixed 0.13000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828Z37 20401769.70000000 PA USD 18625115.66000000 0.446633406391 Long DBT UST US N 2 2030-01-15 Fixed 0.13000000 N N N N N N Extra Space Storage Inc N/A 30225T102 106535.00000000 NS USD 17119109.15000000 0.410519116962 Long EC CORP US N 1 N N N Sycamore Buyer LLC 549300QY6JWOUB8MFP78 N/A 565000.00000000 PA USD 555677.50000000 0.013325239918 Long LON CORP US N 2 2029-07-23 Floating 6.46000000 N N N N N N All-Star Bidco AB N/A N/A 248125.00000000 PA USD 240060.94000000 0.005756701721 Long LON CORP SE N 2 2028-11-16 Floating 6.57000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2821.81000000 -0.00006766747 N/A DFE N/A N 2 JPMorgan Chase N/A 3276662.40000000 MXN 165000.00000000 USD 2023-02-08 -2821.81000000 N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945C103 62473.00000000 NS USD 3204864.90000000 0.076853199381 Long EC CORP US N 1 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CCA7 16495547.75000000 PA USD 15639196.89000000 0.375030572036 Long DBT UST US N 2 2026-04-15 Fixed 0.13000000 N N N N N N Orsted AS W9NG6WMZIYEU8VEDOG48 N/A 107149.00000000 NS 9382009.45000000 0.224982164725 Long EC CORP DK N 2 N N N Fly Funding II Sarl 54930033GL3A930IIN33 N/A 525439.32000000 PA USD 433981.35000000 0.010406945771 Long LON CORP LU N 2 2025-08-09 Floating 6.31000000 N N N N N N Pennon Group PLC 213800V1CCTS41GWH423 N/A 1777655.00000000 NS 19743743.69000000 0.473458294711 Long EC CORP GB N 2 N N N Crown Castle Inc 54930012H97VSM0I2R19 22822V101 137883.00000000 NS USD 19500792.69000000 0.467632288865 Long EC CORP US N 1 N N N Catalent Pharma Solutions Inc 549300HALRZ339MSTH85 N/A 197624.38000000 PA USD 195031.55000000 0.004676889374 Long LON CORP US N 2 2028-02-22 Floating 6.00000000 N N N N N N WR Grace Holdings LLC N/A N/A 30962.54000000 PA USD 30343.29000000 0.000727637198 Long LON CORP US N 2 2028-09-22 Floating 7.44000000 N N N N N N Goodman Group N/A N/A 531934.00000000 NS 7037441.69000000 0.168759035469 Long EC CORP AU N 2 N N N Genesys Cloud Services Holdings II LLC 549300CVRD4OUCPHWQ42 N/A 1764024.63000000 PA USD 1710010.20000000 0.041006332230 Long LON CORP US N 2 2027-12-01 Floating 7.86000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796ZA0 120680000.00000100 PA USD 120340956.78000100 2.885796385713 Long DBT UST US N 2 2022-12-27 None 0.00000000 N N N N N N Scientific Games Holdings LP N/A N/A 126682.50000000 PA USD 124053.84000000 0.002974831949 Long LON CORP US N 2 2029-04-14 Floating 6.90000000 N N N N N N Sun Communities Inc 549300H5GEOJYN41ZG57 866674104 109203.00000000 NS USD 16041920.70000000 0.384687956741 Long EC CORP US N 1 N N N Sacyr SA 959800XKAB9VNAVN9425 N/A 2034808.00000000 NS 5656672.23000000 0.135647951564 Long EC CORP ES N 2 N N N Brookfield Renewable Corp N/A 11284V105 404871.00000000 NS USD 13202843.31000000 0.316606403377 Long EC CORP US N 1 N N N N/A N/A N/A 1128000.00000000 OU Notional Amount USD 19456.23000000 0.000466563668 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-11-16 18.06000000 USD 0.00000000 USD 1128000.00000000 USD 19438.17000000 N N N Digital Core REIT Management Pte Ltd 549300IIGO612K0POE26 N/A 5379826.00000000 NS USD 3300162.80000000 0.079138459052 Long EC CORP SG N 2 N N N N/A N/A N/A 0.00000000 NC USD -618769.34000000 -0.01483819285 N/A DCO N/A N 1 LME N/A Short N/A LME Copper; December 2022 2022-12-20 0.00000000 USD -618769.34000000 N N N Warehouses De Pauw CVA 549300HWDYC5JXC85138 N/A 200300.00000000 NS 5352076.53000000 0.128343695443 Long EC CORP BE N 2 N N N Empresas CMPC SA N/A N/A 368110.00000000 NS 610111.53000000 0.014630577114 Long EC CORP CL N 2 N N N NEXTDC Ltd 529900RTERU3X7G3D672 N/A 442600.00000000 NS 3036737.09000000 0.072821466217 Long EC CORP AU N 2 N N N Alcoa Corp 549300T12EZ1F6PWWU29 013872106 241453.00000000 NS USD 12104038.89000000 0.290256888559 Long EC CORP US N 1 N N N N/A N/A N/A 9841000.00000000 OU Notional Amount USD 198442.76000000 0.004758690764 N/A DIR N/A N 2 JPMorgan Chase N/A Call Purchased JPMorgan Chase N/A N/A N/A N/A 9841000.00000000 OU Notional Amount USD 198442.76000000 0.00475900 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 9841000.00000000 USD 9841000.00000000 USD 2.87250000 USD 2023-08-31 XXXX -166658.34000000 N N N US Foods Inc 5493000JOOFAOUY1JZ87 N/A 268683.70000000 PA USD 264691.06000000 0.006347336141 Long LON CORP US N 2 2026-09-13 Floating 2.17000000 N N N N N N Mallinckrodt International Finance SA 549300MQQ92LN1A0B514 N/A 851877.58000000 PA USD 667182.00000000 0.015999136584 Long LON CORP LU N 2 2027-09-30 Floating 8.98000000 N N N N N N Physician Partners LLC N/A N/A 117500.00000000 PA USD 112580.28000000 0.002699694051 Long LON CORP US N 2 2028-12-26 Floating 7.83000000 N N N N N N iShares Global Infrastructure ETF 549300ZC2N3HUK3DTK30 464288372 305866.00000000 NS USD 14654040.06000000 0.351406345543 Long EC RF US N 1 N N N CSMC 2022-NQM4 Trust N/A 12665EAA8 721523.17000000 PA USD 693788.61000000 0.016637167567 Long ABS-MBS CORP US N 2 2067-06-25 Variable 4.82000000 N N N N N N MillerKnoll Inc U98HXD3PNK7HYU2MU887 N/A 863140.70000000 PA USD 830634.82000000 0.019918762701 Long LON CORP US N 2 2028-07-19 Floating 6.06000000 N N N N N N N/A N/A N/A 209.00000000 NC USD 537604.43000000 0.012891844659 N/A DCO N/A N 1 LME N/A Long N/A LME Zinc; December 2022 2022-12-20 15928412.50000000 USD 537604.43000000 N N N Weatherford International PLC 529900LPBDSCQDJKHQ39 G48833118 159090.00000000 NS USD 6904506.00000000 0.165571215262 Long EC CORP US N 1 N N N Total Produce USA Holdings Inc 6354003TAQGTGLQ3AW21 N/A 259862.56000000 PA USD 250983.06000000 0.006018615995 Long LON CORP US N 2 2028-08-03 Floating 6.02000000 N N N N N N Verus Securitization Trust 2022-7 N/A 92539NAA4 1063341.80000000 PA USD 1029549.97000000 0.024688781457 Long ABS-MBS CORP US N 2 2067-07-25 Variable 5.15000000 N N N N N N Driven Brands Holdings Inc N/A N/A 238550.63000000 PA USD 226623.10000000 0.005434460057 Long LON CORP US N 2 2028-11-17 Floating 3.52000000 N N N N N N N/A N/A N/A 6.00000000 NC USD 124680.29000000 0.002989854326 N/A DCO N/A N 1 LME N/A Long N/A LME Copper; June 2023 2023-06-20 1234687.50000000 USD 124680.29000000 N N N N/A N/A N/A 17.00000000 NC USD 71215.54000000 0.001707760628 N/A DCO N/A N 1 LME N/A Long N/A LME Lead; March 2023 2023-03-14 932768.75000000 USD 71215.54000000 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 136752.00000000 NS USD 22726814.88000000 0.544992843619 Long EC CORP US N 1 N N N Kirby Corp I7NO6FZO5GUCG585T325 497266106 51473.00000000 NS USD 3592300.67000000 0.086143974314 Long EC CORP US N 1 N N N UNITE Group PLC/The 213800BBUUWVDH9YI827 N/A 763842.00000000 NS 8554131.87000000 0.205129521103 Long EC CORP GB N 2 N N N Alliant Holdings Intermediate LLC 5493006Q26653NF8SI73 N/A 518928.67000000 PA USD 508467.07000000 0.012193125866 Long LON CORP US N 2 2025-05-09 Floating 7.32000000 N N N N N N N/A N/A N/A 2775000.00000000 OU Notional Amount USD -110086.21000000 -0.00263988583 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-10-21 44.11000000 USD 0.00000000 USD 2775000.00000000 USD -110130.32000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 9128283R9 19109410.00800000 PA USD 18221369.93000000 0.436951515873 Long DBT UST US N 2 2028-01-15 Fixed 0.50000000 N N N N N N Mileage Plus Holdings LLC N/A N/A 398050.00000000 PA USD 408996.38000000 0.009807801988 Long LON CORP US N 2 2027-06-21 Floating 8.78000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473P105 205303.00000000 NS USD 5736165.82000000 0.137554221223 Long EC CORP US N 1 N N N Coherent Corp 549300O5C25A0MMHHU33 N/A 350000.00000000 PA USD 345845.50000000 0.008293433263 Long LON CORP US N 2 2029-07-01 Floating 6.59000000 N N N N N N N/A N/A N/A 60.00000000 NC USD 186457.79000000 0.004471289167 N/A DCO N/A N 1 LME N/A Long N/A LME Zinc; March 2023 2023-03-14 4554750.00000000 USD 186457.79000000 N N N Innophos Holdings Inc XQ0331QX53IRX25OY417 N/A 324753.01000000 PA USD 319069.83000000 0.007651348193 Long LON CORP US N 2 2027-02-05 Floating 7.32000000 N N N N N N ZoomInfo LLC 549300XF0FRWD2286I33 N/A 292256.85000000 PA USD 289518.40000000 0.006942699930 Long LON CORP US N 2 2026-02-01 Floating 7.07000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796YU7 5000000.00000000 PA USD 4920957.35000000 0.118005384989 Long DBT UST US N 2 2023-04-13 None 0.00000000 N N N N N N Crown Finance US Inc N/A N/A 1282102.41200000 PA USD 1234831.30000000 0.029611462280 Long LON CORP US N 2 2023-09-08 Floating 13.90000000 N N N N N N Phoenix Guarantor Inc 254900JIOIDL3GSUFE55 N/A 602525.84000000 PA USD 571646.39000000 0.013708176586 Long LON CORP US N 2 2026-03-05 Floating 7.32000000 N N N N N N DTI Holdco Inc 549300QQVMUL3P8XVJ27 N/A 800000.00000000 PA USD 737504.00000000 0.017685469972 Long LON CORP US N 2 2029-04-26 Floating 8.84000000 N N N N N N Rackspace Technology Global Inc 549300QTYCKLMFSE8I97 N/A 4473056.77000000 PA USD 2993861.63000000 0.071793305474 Long LON CORP US N 2 2028-02-03 Floating 7.38000000 N N N N N N N/A N/A N/A 860000.00000000 OU Notional Amount USD 2829.29000000 0.000067846850 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2023-10-21 1.79000000 USD 0.00000000 USD 860000.00000000 USD 2827.50000000 N N N N/A N/A N/A 13992000.00000000 OU Notional Amount USD -491146.64000000 -0.01177777904 N/A DIR N/A N 2 Barclays Bank PLC N/A Put Written Barclays Bank PLC N/A N/A N/A N/A 13992000.00000000 OU Notional Amount USD -491146.64000000 -0.01177800 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 13992000.00000000 USD 13992000.00000000 USD 3.17500000 USD 2023-06-14 XXXX 62936.56000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810QV3 10996037.40200000 PA USD 9449719.64000000 0.226605866471 Long DBT UST US N 2 2042-02-15 Fixed 0.75000000 N N N N N N Verus Securitization Trust 2022-INV2 N/A 924923AA3 311417.38000000 PA USD 310965.08000000 0.007456994924 Long ABS-MBS CORP US N 2 2067-10-25 Variable 6.79000000 N N N N N N Western Forest Products Inc 54930025VS2JPY0XAU56 N/A 431709.00000000 NS 353031.19000000 0.008465747318 Long EC CORP CA N 1 N N N Finastra USA Inc 549300ZB2RO6QC7YTK71 N/A 1958652.20000000 PA USD 1768134.10000000 0.042400153129 Long LON CORP US N 2 2024-06-13 Floating 6.87000000 N N N N N N Caesars Resort Collection LLC 549300V3UCT773B1KR38 N/A 898620.41000000 PA USD 891799.88000000 0.021385511128 Long LON CORP US N 2 2024-12-22 Floating 6.82000000 N N N N N N Vitasoy International Holdings Ltd 5493003LPGHN62KWIZ77 N/A 604000.00000000 NS 1101687.66000000 0.026418655397 Long EC CORP HK N 2 N N N Clear Channel Outdoor Holdings Inc N/A N/A 2963462.66000000 PA USD 2705493.24000000 0.064878182976 Long LON CORP US N 2 2026-08-07 Floating 7.91000000 N N N N N N N/A N/A N/A 39.00000000 NC USD 145656.48000000 0.003492866890 N/A DCO N/A N 1 CBT N/A Long N/A Soybean; January 2023 2023-01-16 2865525.00000000 USD 145656.48000000 N N N N/A N/A N/A 72824.80000000 NC USD 2156436.62000000 0.051711712874 N/A DCO N/A N 2 Bank of America NA N/A Refinitiv/CoreCommodity CRB 3-Month Forward Index Total Return N/A Refinitiv/CoreCommodity CRB 3-Month Forward Index Total Return Y Receive positive return on reference instrument 2023-05-01 0.00000000 USD 0.00000000 USD 61649831.17130000 USD 2156436.62000000 N N N N/A N/A N/A 10.00000000 NC USD -24750.20000000 -0.00059351395 N/A DCO N/A N 2 IFE N/A Long N/A California Carbon Allowance Vintage; December 2023 2023-12-25 280300.00000000 USD -24750.20000000 N N N Travelport Finance Luxembourg Sarl 2221005SGFWYZHL40F77 N/A 739146.76000000 PA USD 734275.78000000 0.017608056714 Long LON CORP LU N 2 2025-02-28 Floating 5.17000000 N N Y N N N Belron Finance N/A N/A 107599.91000000 PA USD 106389.41000000 0.002551235947 Long LON CORP US N 2 2026-10-30 Floating 6.69000000 N N N N N N US Foods Inc 5493000JOOFAOUY1JZ87 N/A 390173.08000000 PA USD 386922.94000000 0.009278477184 Long LON CORP US N 2 2028-11-17 Floating 6.82000000 N N N N N N SIG Group AG 5493004Z6P7TSVB1L042 N/A 56485.00000000 NS 1245268.58000000 0.029861750010 Long EC CORP CH N 2 N N N Scorpio Tankers Inc 549300NVJUH16NXG8K87 Y7542C130 89509.00000000 NS USD 4566749.18000000 0.109511413493 Long EC CORP MC N 1 N N N N/A N/A N/A 907.00000000 NC USD -1008803.32000000 -0.02419127330 N/A DCO N/A N 1 NYM N/A Short N/A WTI Crude; April 2023 2023-03-22 73203970.00000000 USD -1008803.32000000 N N N Energy Fuels Inc/Canada 529900P0GCATXMGK8I62 292671708 454314.00000000 NS USD 3152939.16000000 0.075608011401 Long EC CORP US N 1 N N Zurn LLC 549300XLZXRC2KJ6VK87 N/A 483212.54000000 PA USD 481100.90000000 0.011536880506 Long LON CORP US N 2 2028-10-04 Floating 6.07000000 N N N N N N Cyxtera DC Holdings Inc N/A N/A 1052223.68000000 PA USD 922011.00000000 0.022109978868 Long LON CORP US N 2 2024-03-15 Floating 7.36000000 N N N N N N N/A N/A N/A 0.00000000 NC USD -454593.79000000 -0.01090123554 N/A DCO N/A N 1 LME N/A Short N/A LME Zinc; December 2022 2022-12-20 0.00000000 USD -454593.79000000 N N N EDP Renovaveis SA 529900MUFAH07Q1TAX06 N/A 78945.00000000 NS 1836437.26000000 0.044038074395 Long EC CORP ES N 2 N N N Centuri Group Inc N/A N/A 456074.85000000 PA USD 438830.66000000 0.010523233040 Long LON CORP US N 2 2028-08-18 Floating 7.18000000 N N N N N N N/A N/A N/A 207.00000000 NC USD 507284.23000000 0.012164761163 N/A DCO N/A N 1 ICE N/A Long N/A Low Sulphur Gasoline; January 2023 2023-01-13 19344150.00000000 USD 507284.23000000 N N N CubeSmart N/A 229663109 181266.00000000 NS USD 7502599.74000000 0.179913603751 Long EC CORP US N 1 N N N N/A N/A N/A 46601.70790000 NC USD 1379950.81000000 0.033091452540 N/A DCO N/A N 2 UBS AG N/A Refinitiv/CoreCommodity CRB 3-Month Forward Index Total Return N/A Refinitiv/CoreCommodity CRB 3-Month Forward Index Total Return Y Receive positive return on reference instrument 2023-05-01 0.00000000 USD 0.00000000 USD 39450659.89000000 USD 1379950.81000000 N N N First Quantum Minerals Ltd 549300I7UVBGWRYMYZ18 N/A 482039.00000000 NS 11460139.92000000 0.274816082951 Long EC CORP CA N 1 N N N CSMC 2022-NQM5 Trust N/A 12663DAC8 1452453.92000000 PA USD 1399135.35000000 0.033551501036 Long ABS-MBS CORP US N 2 2067-05-25 Variable 5.17000000 N N N N N N Summit Industrial Income REIT 2549002JNRHTJ9H0MR86 N/A 404547.00000000 NS 6781797.46000000 0.162628643833 Long EC CORP CA N 1 N N N SG Residential Mortgage Trust 2022-2 N/A 78434KAA5 367747.68000000 PA USD 359716.44000000 0.008626060737 Long ABS-MBS CORP US N 2 2067-09-25 Variable 5.35000000 N N N N N N Hubbell Inc 54930088VDQ6840Y6597 443510607 9150.00000000 NS USD 2324649.00000000 0.055745474041 Long EC CORP US N 1 N N N Vonovia SE 5299005A2ZEP6AP7KM81 N/A 340168.00000000 NS 8449441.73000000 0.202619033936 Long EC CORP DE N 2 N N N Sprott Physical Uranium Trust N/A N/A 62000.00000000 NS 698286.44000000 0.016745026287 Long EC RF CA N 1 N N N American Commercial Lines Inc Preferred A N/A N/A 2133.00000000 NS USD 53325.00000000 0.001278742469 Long EP CORP US N 2 N N N Dotdash Meredith N/A N/A 1032315.96000000 PA USD 892953.31000000 0.021413170574 Long LON CORP US N 2 2028-12-01 Floating 7.84000000 N N N N N N Playtika Holding Corp 254900E35Z4TKA4UFG64 N/A 379225.00000000 PA USD 369152.78000000 0.008852345758 Long LON CORP US N 2 2028-03-11 Floating 6.73000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809H107 115693.00000000 NS USD 16649379.63000000 0.399254924060 Long EC CORP US N 1 N N N Japanese Government CPI Linked Bond 353800WZS8AXZXFUC241 N/A 510330.00000000 PA 3876.72000000 0.000092964397 Long DBT NUSS JP N 2 2028-03-10 Fixed 0.10000000 N N N N N N Duerr AG 5299003APZ54EDTSRO20 N/A 16103.00000000 NS 547011.06000000 0.013117417229 Long EC CORP DE N 2 N N N Repligen Corp 54930006QJ0T5AUO1E71 759916109 10241.00000000 NS USD 1831500.44000000 0.043919688621 Long EC CORP US N 1 N N N Dominican Republic International Bond 254900EHU7Q8FGVPI369 25714PEN4 500000.00000000 PA USD 449375.00000000 0.010776088087 Long DBT NUSS DO N 2 2033-02-22 Fixed 6.00000000 N N N N N N Avaya Inc N/A N/A 2951223.60000000 PA USD 1387075.09000000 0.033262293973 Long LON CORP US N 2 2027-12-15 Floating 8.12000000 N N N N N N Red Electrica Corp SA 5493009HMD0C90GUV498 N/A 584435.00000000 NS 10232590.33000000 0.245379237301 Long EC CORP ES N 2 N N N SkyMiles IP Ltd 2549008L7P4I8VB90936 N/A 1375000.00000000 PA USD 1393218.75000000 0.033409619973 Long LON CORP KY N 2 2027-09-16 Floating 7.99000000 N N N N N N United Airlines Inc K1OQBWM7XEOO08LDNP29 N/A 734392.41000000 PA USD 724162.32000000 0.017365534242 Long LON CORP US N 2 2028-04-21 Floating 8.11000000 N N N N N N iShares 0-5 Year TIPS Bond ETF 549300GIWSEGOQLZR212 46429B747 411850.00000000 NS USD 40229508.00000000 0.964710368703 Long EC RF US N 1 N N N Nine Dragons Paper Holdings Ltd 529900TBMYEYJ2LEV906 N/A 548000.00000000 NS 437938.50000000 0.010501838894 Long EC CORP HK N 2 N N N XPO Logistics Inc 54930096DB9LCLPN7H13 N/A 394158.20000000 PA USD 391324.20000000 0.009384020139 Long LON CORP US N 2 2025-02-24 Floating 5.60000000 N N N N N N Sibanye Stillwater Ltd 378900F238434B74D281 N/A 373420.00000000 NS 1039011.10000000 0.024915660946 Long EC CORP ZA N 2 N N N American Commercial Lines Inc - Warrants N/A N/A 603.00000000 NS USD 22009.50000000 0.000527791512 Long EC CORP US N 2 N N N Agree Realty Corp N/A 008492100 62861.00000000 NS USD 4397126.95000000 0.105443843886 Long EC CORP US N 1 N N N N/A N/A N/A 11.00000000 NC USD 2278.98000000 0.000054650323 N/A DCO N/A N 1 ICE N/A Long N/A Brent Crude; June 2023 2023-05-01 947760.00000000 USD 2278.98000000 N N N Asplundh Tree Expert LLC N/A N/A 861689.45000000 PA USD 849074.32000000 0.020360945013 Long LON CORP US N 2 2027-09-06 Floating 5.50000000 N N N N N N Riverbed Technology Inc N/A N/A 1406045.58000000 PA USD 562418.23000000 0.013486883757 Long LON CORP US N 2 2026-12-08 Floating 10.54000000 N N Y N N N West Fraser Timber Co Ltd 5493005WD1ZK6WBVR988 N/A 44027.00000000 NS 3443869.41000000 0.082584567732 Long EC CORP CA N 1 N N N Pembina Pipeline Corp 5493002W3L9YICM6FU21 N/A 693997.00000000 NS 25337094.50000000 0.607587787973 Long EC CORP CA N 1 N N N N/A N/A N/A 50.00000000 NC USD -167512.40000000 -0.00401697552 N/A DCO N/A N 1 LME N/A Short N/A LME PRI Alum; December 2024 2024-12-17 3276250.00000000 USD -167512.40000000 N N N European Union 529900FZRK8FGMPEOM08 N/A 800000.00000000 PA 496583.07000000 0.011908145547 Long DBT NUSS XX N 2 2051-07-06 Fixed 0.70000000 N N N N N N N/A N/A N/A 8.00000000 NC USD 88651.41000000 0.002125875723 N/A DCO N/A N 1 LME N/A Long N/A LME Nickel; March 2023 2023-03-14 1297536.00000000 USD 88651.41000000 N N N TC Energy Corp 549300UGKOFV2IWJJG27 N/A 1115193.00000000 NS 49411220.16000000 1.184889370724 Long EC CORP CA N 1 N N N N/A N/A N/A 1015486.00000000 OU Notional Amount USD -65660.76000000 -0.00157455606 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-07-26 15.29000000 USD 0.00000000 USD 1015486.00000000 USD -65676.05000000 N N N Constellation Renewables LLC 5493004JBPWTPTK8LB51 N/A 299804.14000000 PA USD 296743.14000000 0.007115950411 Long LON CORP US N 2 2027-12-11 Floating 7.24000000 N N N N N N Legrand SA 969500XXRPGD7HCAFA90 N/A 30204.00000000 NS 2461059.24000000 0.059016614541 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 93923.49000000 0.002252301088 N/A DFE N/A N 2 BNP Paribas N/A 1676247.11000000 USD 1698192.00000000 EUR 2022-12-21 93923.49000000 N N N N/A N/A N/A 489.00000000 NC USD -1281903.72000000 -0.03074026683 N/A DCO N/A N 1 LME N/A Short N/A LME PRI Alum; June 2023 2023-06-20 30593062.50000000 USD -1281903.72000000 N N N Mercer International Inc 549300Z5IAG39VRTY874 588056101 21551.00000000 NS USD 297403.80000000 0.007131793149 Long EC CORP CA N 1 N N N AMSR 2022-SFR3 Trust N/A 66981YAD1 1051000.00000000 PA USD 914920.09000000 0.021939937653 Long ABS-O CORP US N 2 2039-10-17 Fixed 4.00000000 N N N N N N N/A N/A N/A 860000.00000000 OU Notional Amount USD -4931.62000000 -0.00011826107 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2024-10-21 4.76000000 USD 0.00000000 USD 860000.00000000 USD -4936.38000000 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 186639.00000000 NS USD 15464907.54000000 0.370851084106 Long EC CORP US N 1 N N N Prologis Inc 529900DFH19P073LZ636 74340W103 252364.00000000 NS USD 29725955.56000000 0.712833414427 Long EC CORP US N 1 N N N Daiwa Office Investment Corp N/A N/A 516.00000000 NS 2544117.49000000 0.061008365347 Long EC CORP JP N 2 N N N CHG Healthcare Services Inc N/A N/A 320627.83000000 PA USD 313929.91000000 0.007528092046 Long LON CORP US N 2 2028-09-29 Floating 6.37000000 N N N N N N Discovery Purchaser Corp N/A N/A 535000.00000000 PA USD 487251.25000000 0.011684366933 Long LON CORP US N 2 2029-08-04 Floating 7.97000000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 N/A 222144.86000000 PA USD 217886.34000000 0.005224951083 Long LON CORP US N 2 2025-04-16 Floating 5.82000000 N N N N N N HUB International Ltd 549300JQT6ATTUNS5E06 N/A 125000.00000000 PA USD 122968.75000000 0.002948811309 Long LON CORP US N 2 2029-10-30 Floating 8.22000000 N N N N N N Topgolf Callaway Brands Corp 5493005UB0KFRKBPCU72 N/A 425016.84000000 PA USD 423822.54000000 0.010163335798 Long LON CORP US N 2 2026-01-02 Floating 8.57000000 N N N N N N Checkout Holding Corp 5493000F1R60SFVQY311 N/A 316472.24000000 PA USD 79118.06000000 0.001897264386 Long LON CORP US N 2 2023-08-15 Variable 4.75000000 N N Y N N N BroadStreet Partners Inc 549300BS9N54G8DD0R75 N/A 345377.83000000 PA USD 332212.03000000 0.007966500359 Long LON CORP US N 2 2027-01-27 Floating 7.32000000 N N N N N N Crown UK Holdco Ltd 2138005YBTL32WI3LH04 N/A 563699.02000000 PA USD 116026.17000000 0.002782327072 Long LON CORP GB N 2 2023-02-28 None 0.00000000 Y N N N N N N/A N/A N/A 670.00000000 NC USD -886318.75000000 -0.02125407270 N/A DCO N/A N 1 NYB N/A Short N/A Cocoa; March 2023 2023-03-17 16736600.00000000 USD -886318.75000000 N N N N/A N/A N/A 76.00000000 NC USD 24405.62000000 0.000585250872 N/A DCO N/A N 1 CBT N/A Short N/A Corn; December 2023 2023-12-15 2304700.00000000 USD 24405.62000000 N N N Liberty Energy Inc N/A 53115L104 253063.00000000 NS USD 4183131.39000000 0.100312194362 Long EC CORP US N 1 N N N PRKCM 2022-AFC2 Trust N/A 69377TAA4 228240.94000000 PA USD 222593.39000000 0.005337826933 Long ABS-MBS CORP US N 2 2057-08-25 Variable 5.33000000 N N N N N N Chr Hansen Holding A/S 549300MKPW8ZF3E8MW37 N/A 33458.00000000 NS 2065012.37000000 0.049519343981 Long EC CORP DK N 2 N N N Li-Cycle Holdings Corp N/A 50202P105 80207.00000000 NS USD 510918.59000000 0.012251913728 Long EC CORP CA N 1 N N N Graphic Packaging Holding Co N/A 388689101 92407.00000000 NS USD 2123512.86000000 0.050922195571 Long EC CORP US N 1 N N N Nascar Holdings LLC 254900HRWKQR5V0WN013 N/A 813308.83000000 PA USD 807973.52000000 0.019375340915 Long LON CORP US N 2 2026-10-19 Floating 6.25000000 N N N N N N CLP Holdings Ltd 25490002BUTSMP94GO68 N/A 1932500.00000000 NS 14023072.28000000 0.336275632046 Long EC CORP HK N 2 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810FQ6 3680591.37600000 PA USD 4309239.25000000 0.103336282056 Long DBT UST US N 2 2032-04-15 Fixed 3.38000000 N N N N N N N/A N/A N/A 1400000.00000000 OU Notional Amount USD -65758.31000000 -0.00157689533 N/A DIR N/A N 2 LCH N/A N/A Secured Overnight Financing Rate Y 2032-10-25 23.83000000 USD 0.00000000 USD 1400000.00000000 USD -65782.14000000 N N N Onex TSG Intermediate Corp 5493006IJC5WXT1WJK88 N/A 311062.50000000 PA USD 276067.97000000 0.006620156357 Long LON CORP US N 2 2028-02-25 Floating 9.16000000 N N N N N N Phoenix Newco Inc 254900PHGVI5379Z9791 N/A 2265725.94000000 PA USD 2175957.88000000 0.052179835972 Long LON CORP US N 2 2028-11-15 Floating 7.00000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 N/A 1720433.57000000 PA USD 1644734.49000000 0.039441009725 Long LON CORP US N 2 2025-07-17 Floating 6.12000000 N N N N N N Suzano SA 391200AW174YQSDMGG41 N/A 286700.00000000 NS 2919292.01000000 0.070005113443 Long EC CORP BR N 1 N N N Dawn Acquisitions LLC N/A N/A 1908087.85000000 PA USD 1284391.17000000 0.030799916299 Long LON CORP US N 2 2025-12-31 Floating 7.42000000 N N N N N N LCPR Loan Financing LLC N/A N/A 395420.79000000 PA USD 387512.37000000 0.009292611814 Long LON CORP US N 2 2028-10-13 Floating 7.62000000 N N N N N N KKR Apple Bidco LLC 2549001SCJD3WEYJFM53 N/A 147754.40000000 PA USD 144775.67000000 0.003471744918 Long LON CORP US N 2 2028-07-14 Floating 6.82000000 N N N N N N Spirax-Sarco Engineering PLC 213800WFVZQMHOZP2W17 N/A 22208.00000000 NS 3032991.31000000 0.072731641782 Long EC CORP GB N 2 N N N International Paper Co 824LMFJDH41EY779Q875 460146103 56025.00000000 NS USD 2079648.00000000 0.049870308850 Long EC CORP US N 1 N N N American Homes 4 Rent 549300ZJUO7A58PNUW40 02665T306 309280.00000000 NS USD 10227889.60000000 0.245266513005 Long EC CORP US N 1 N N N Diamond Sports Group LLC 5493002K6DHWNZH8YA34 N/A 407916.25000000 PA USD 384053.15000000 0.009209659137 Long LON CORP US N 2 2026-05-25 Floating 11.89000000 N N N N N N City Brewing Co LLC N/A N/A 91000.00000000 PA USD 55851.25000000 0.001339322369 Long LON CORP US N 2 2028-04-05 Floating 0.00000000 N N N N N N Centuria Industrial REIT N/A N/A 1617926.00000000 NS 3578399.21000000 0.085810614965 Long EC CORP AU N 2 N N N Unicharm Corp 353800UQ4BZIJTAQEG85 N/A 37500.00000000 NS 1394798.03000000 0.033447491373 Long EC CORP JP N 2 N N N CF Industries Holdings Inc 529900CG8YAQFZ2JMV97 125269100 149777.00000000 NS USD 16204373.63000000 0.388583605328 Long EC CORP US N 1 N N N Crown Finance US Inc N/A N/A 93706.09000000 PA USD 90251.15000000 0.002164237757 Long LON CORP US N 2 2023-09-07 Floating 13.88000000 N N N N N N N/A N/A N/A 11.00000000 NC USD 25294.82000000 0.000606574038 N/A DCO N/A N 1 CBT N/A Long N/A Soybean Oil; March 2023 2023-03-15 463848.00000000 USD 25294.82000000 N N N N/A N/A N/A 1529600.00000000 OU Notional Amount USD -83240.96000000 -0.00199613222 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2032-07-06 22.90000000 USD 0.00000000 USD 1529600.00000000 USD -83263.86000000 N N N N/A N/A N/A 5216400.00000000 OU Notional Amount USD -222168.87000000 -0.00532764687 N/A DIR N/A N 2 JPMorgan Chase N/A Call Written JPMorgan Chase N/A N/A N/A N/A 5216400.00000000 OU Notional Amount USD -222168.87000000 -0.00532800 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 5216400.00000000 USD 5216400.00000000 USD 3.32250000 USD 2023-11-17 XXXX -26553.87000000 N N N N/A N/A N/A 9841000.00000000 OU Notional Amount USD 514193.25000000 0.012330440625 N/A DIR N/A N 2 JPMorgan Chase N/A Put Purchased JPMorgan Chase N/A N/A N/A N/A 9841000.00000000 OU Notional Amount USD 514193.25000000 0.01233000 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 9841000.00000000 USD 9841000.00000000 USD 2.87250000 USD 2023-08-31 XXXX 149092.15000000 N N N N/A N/A N/A 1399000.00000000 OU Notional Amount USD -19816.95000000 -0.00047521379 N/A DIR N/A N 2 Deutsche Bank AG N/A Call Written Deutsche Bank AG N/A N/A N/A N/A 1399000.00000000 OU Notional Amount USD -19816.95000000 -0.00047500 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 1399000.00000000 USD 1399000.00000000 USD 2.75000000 USD 2023-07-20 XXXX 30946.05000000 N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796ZJ1 1455000.00000000 PA USD 1448689.75000000 0.034739823884 Long DBT UST US N 2 2023-01-10 None 0.00000000 N N N N N N WEX Inc T9M5IGROL1TL1G5OV478 N/A 84897.71000000 PA USD 83766.02000000 0.002008723249 Long LON CORP US N 2 2028-03-31 Floating 6.32000000 N N N N N N Carestream Health Inc N/A N/A 17410.00000000 NS USD 252445.00000000 0.006053673562 Long EC CORP US N 2 N N N Dexko Global Inc 549300SMZ4OV1KBH1M19 N/A 597000.00000000 PA USD 538625.34000000 0.012916326253 Long LON CORP US N 2 2028-10-04 Floating 7.68000000 N N N N N N Froneri US Inc N/A N/A 291657.76000000 PA USD 283115.10000000 0.006789147719 Long LON CORP US N 2 2027-01-31 Floating 6.32000000 N N N N N N 2022-12-29 Principal Funds, Inc Megan Hoffmann /s/ Megan Hoffmann Vice President and Controller XXXX