NPORT-P false 0000939934 XXXXXXXX S000033123 C000102014 SEI INSTITUTIONAL INVESTMENTS TRUST 811-07257 0000939934 0N2JSH1PTH72JCCP2A88 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIIT MULTI-ASSET REAL RETURN FUND S000033123 RLBJSW7LJOPG225GSL87 2025-05-31 2024-11-30 N 832674233.86 102130822.44 730543411.42 0.00000000 140911830.65000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 111603606.34000000 USD N N/A N/A N/A 16.00000000 NC USD 796800.00000000 0.109069493687 N/A DCO US N 1 SOYBEAN FUTURE MAR25 N/A Long Soybeans Soybean Future Mar 2025 2025-03-17 797245.60000000 USD -445.60000000 N N N BBCMS TRUST N/A 05493BAA6 710000.00000000 PA USD 710887.50000000 0.097309412265 Long ABS-MBS US Y 2 2037-10-15 Floating 6.86448000 N N N N N N APIDOS CLO N/A 03768UAA7 853235.00000000 PA USD 855091.64000000 0.117048710129 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 5.92900920 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGF2 10300000.00000000 PA USD 10299054.77000000 1.409779981449 Long SN UST US N 2 2025-01-31 Floating 4.66427520 N N N N N N PAR PACIFIC HOLDINGS, INC. 549300BTNS7MHSHRLR55 69888T207 1423.00000000 NS USD 24802.89000000 0.003395128833 Long EC US N 1 N N N PERMIAN RESOURCES CORPORATION 529900NXUJPOKU7OJ511 71424F105 17107.00000000 NS USD 267895.62000000 0.036670732472 Long EC US N 1 N N N COMM MORTGAGE TRUST N/A 12622DAK0 489174.77450000 PA USD 459588.80000000 0.062910539307 Long ABS-MBS US N 2 2046-07-10 Floating 5.98506840 N N N N N N CONCENTRA GROUP HOLDINGS PARENT, INC. N/A 20603L102 902.19360000 NS USD 19685.86000000 0.002694687227 Long EC US N 1 N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599ED3 163000.00000000 PA USD 172694.57000000 0.023639193414 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N Viper Energy, Inc. 5299009LINL232255G03 927959106 2828.00000000 NS USD 153023.08000000 0.020946473215 Long EC US N 1 N N N HUBSPOT, INC. 529900BLNVEW0MVKJB37 443573100 118.00000000 NS USD 85083.90000000 0.011646659003 Long EC US N 1 N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 G7709Q104 2375.00000000 NS USD 63317.50000000 0.008667178296 Long EC US N 1 N N N ROKU, INC. 549300KR6ITU0YIR1T71 77543R102 673.00000000 NS USD 46457.19000000 0.006359264798 Long EC US N 1 N N N N/A N/A N/A 37.00000000 NC USD 2405360.75000000 0.329256374419 N/A DCO GB N 1 LME PRI ALUM FUTR MAR25 N/A Long Aluminum LME ALUM HG FUTUR Mar 2025 2025-03-20 2449448.47000000 USD -44087.72000000 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KHE2 115837.62100000 PA USD 116558.77000000 0.015955077847 Long DBT USGA US N 2 2034-01-25 Floating 6.38403120 N N N N N N NEW JERSEY RESOURCES CORPORATION 549300QKBSQBIX4DQ583 646025106 716.00000000 NS USD 36931.28000000 0.005055316278 Long EC US N 1 N N N INSTALLED BUILDING PRODUCTS, INC. 549300I95Y9P9YM5FI86 45780R101 -611.00000000 NS USD -139760.14000000 -0.01913098356 Short EC US N 1 N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546104 10969.00000000 NS USD 1469626.62000000 0.201168965050 Long EC US N 1 N N N N/A N/A N/A 5.00000000 NC USD 471250.00000000 0.064506775727 N/A DCO US N 1 COCOA FUTURE MAR25 N/A Long Cocoa Cocoa Future Mar 2025 2025-03-17 322654.99000000 USD 148595.01000000 N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBV3 221000.00000000 PA USD 222586.34000000 0.030468598651 Long DBT NUSS FR N 2 2028-01-19 Fixed 5.51900000 N N N N N N TAKE-TWO INTERACTIVE SOFTWARE, INC. BOMSTHHJK882EWYX3334 874054109 910.00000000 NS USD 171425.80000000 0.023465518587 Long EC US N 1 N N N HELMERICH & PAYNE, INC. 254900NAOGHJ88RZ4C73 423452101 2670.00000000 NS USD 92462.10000000 0.012656619518 Long EC US N 1 N N N VISTEON CORPORATION 549300MOVLYHRW4GGW78 92839U206 -1521.00000000 NS USD -142015.77000000 -0.01943974413 Short EC US N 1 N N N CDW CORPORATION 9845001B052ABF0B6755 12514G108 -252.00000000 NS USD -44334.36000000 -0.00606868247 Short EC US N 1 N N N N/A N/A N/A 19.00000000 NC USD 1241360.25000000 0.169922858873 N/A DCO GB N 1 LME PRI ALUM FUTR JUL25 N/A Long Aluminum Aluminium High Grade Composite Commodity Future Jul 2025 2025-07-17 1246751.67000000 USD -5391.42000000 N N N N/A N/A N/A 77.00000000 NC USD 1693037.50000000 0.231750430369 N/A DCO US N 1 CORN FUTURE MAY25 N/A Long Corn Corn Future May 2025 2025-05-17 1721170.99000000 USD -28133.49000000 N N N CaixaBank, S.A. 7CUNS533WID6K7DGFI87 12803RAB0 229000.00000000 PA USD 235390.51000000 0.032221289839 Long DBT NUSS ES N 2 2027-09-13 Fixed 6.68400000 N N N N N N AZENTA, INC. 35ZN6X1ANPH25YN32Y17 114340102 455.00000000 NS USD 21025.55000000 0.002878069895 Long EC US N 1 N N N THE KRAFT HEINZ COMPANY 9845007488EC87F5AF14 500754106 15465.00000000 NS USD 494416.05000000 0.067677846692 Long EC US N 1 N N N AVALONBAY COMMUNITIES, INC. K9G90K85RBWD2LAGQX17 053484101 1999.00000000 NS USD 470464.65000000 0.064399273560 Long EC US N 1 N N N BIOGEN INC. W8J5WZB5IY3K0NDQT671 09062X103 1131.00000000 NS USD 181672.53000000 0.024868136124 Long EC US N 1 N N N Sumitomo Mitsui Trust Bank, Limited 5493006GGLR4BTEL8O61 86563VBT5 212000.00000000 PA USD 210936.05000000 0.028873855639 Long DBT NUSS JP N 2 2027-09-10 Fixed 4.45000000 N N N N N N FIGS, INC. N/A 30260D103 -3720.00000000 NS USD -19306.80000000 -0.00264279982 Short EC US N 1 N N N PARK HOTELS & RESORTS INC. 5493005UZ5TQN0H6HS73 700517105 2647.00000000 NS USD 41160.85000000 0.005634278450 Long EC US N 1 N N N WEIS MARKETS, INC. N/A 948849104 141.00000000 NS USD 10269.03000000 0.001405670058 Long EC US N 1 N N N DELEK US HOLDINGS, INC. 5493003O53JMENV1N385 24665A103 2371.00000000 NS USD 45167.55000000 0.006182733194 Long EC US N 1 N N N THE CHEMOURS COMPANY 549300M1BOLNXL8DOV14 163851108 -647.00000000 NS USD -14065.78000000 -0.00192538592 Short EC US N 1 N N N LB-UBS COMMERCIAL MORTGAGE TRUST N/A 50179MAH4 84382.63570000 PA USD 28107.48000000 0.003847475668 Long ABS-MBS US N 2 2039-09-15 Fixed 5.45200000 N N N N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523100 1779.00000000 NS USD 600946.20000000 0.082260162860 Long EC US N 1 N N N UPBOUND GROUP, INC. 529900QUHE15UQNCCJ63 76009N100 -966.00000000 NS USD -33220.74000000 -0.00454740121 Short EC US N 1 N N N VICI PROPERTIES INC. 254900RKH6RY9KCJQH63 925652109 13981.00000000 NS USD 455920.41000000 0.062408393926 Long EC US N 1 N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 N/A 112000.00000000 PA 90760.23000000 0.012423660056 Long DBT NUSS FR N 2 2028-01-15 Fixed 3.37500000 N N N N N N SILGAN HOLDINGS INC. KAF673KJXD92C8KSLU49 827048109 -479.00000000 NS USD -27556.87000000 -0.00377210574 Short EC US N 1 N N N ENTEGRIS, INC. IYX6OWO7BT5DKO3BYG52 29362U104 -255.00000000 NS USD -26935.65000000 -0.00368707041 Short EC US N 1 N N N AMERICOLD REALTY TRUST, INC. 894500O3S3W62PQPO460 03064D108 3951.00000000 NS USD 94270.86000000 0.012904210554 Long EC US N 1 N N N N/A N/A N/A 16.00000000 NC USD 403872.00000000 0.055283778306 N/A DCO US N 1 SOYBEAN OIL FUTR MAR25 N/A Long Soybean Oil Soybean Oil Future Mar 2025 2025-03-17 434171.42000000 USD -30299.42000000 N N N WHIRLPOOL CORPORATION WHENKOULSSK7WUM60H03 963320106 -1310.00000000 NS USD -145960.20000000 -0.01997967509 Short EC US N 1 N N N LIMA METRO LINE 2 FINANCE LIMITED 5493009BVQNQT1UKQ352 G54897AA4 196479.52850000 PA USD 195643.88000000 0.026780596052 Long DBT NUSS PE N 2 2034-07-05 Fixed 5.87500000 N N N N N N LIFE TIME GROUP HOLDINGS, INC N/A 53190C102 -1368.00000000 NS USD -33201.36000000 -0.00454474839 Short EC US N 1 N N N BRISTOW GROUP INC. 5493005Q24EN3UC1PV68 11040G103 416.00000000 NS USD 15899.52000000 0.002176396330 Long EC US N 1 N N N Coursera Inc 984500573CA1QB7DAC30 22266M104 -1987.00000000 NS USD -15796.65000000 -0.00216231503 Short EC US N 1 N N N Compass Inc 254900DMGQSTC3I2IM78 20464U100 4431.00000000 NS USD 31415.79000000 0.004300331713 Long EC US N 1 N N N CHIPOTLE MEXICAN GRILL, INC. N/A 169656105 -17356.00000000 NS USD -1067741.12000000 -0.14615710761 Short EC US N 1 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564NDZ3 828463.56810000 PA USD 830066.07000000 0.113623099876 Long DBT USGA US Y 2 2044-08-25 Floating 5.98403160 N N N N N N Liberty Global Ltd. 213800HRMKKTYH7SKA24 G61188127 1845.00000000 NS USD 26973.90000000 0.003692306244 Long EC US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G07M9 700000.00000000 PA USD 700099.93000000 0.095832762167 Long DBT USGA US N 2 2027-11-05 Floating 4.82999760 N N N N N N CARPENTER TECHNOLOGY CORPORATION DX6I6ZD3X5WNNCDJKP85 144285103 -358.00000000 NS USD -69466.32000000 -0.00950885586 Short EC US N 1 N N N TESLA, INC. 54930043XZGB27CTOV49 88160R101 -20572.00000000 NS USD -7100631.52000000 -0.97196571880 Short EC US N 1 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3G4 80000.00000000 PA USD 73154.66000000 0.010013732087 Long DBT CORP US N 2 2029-01-07 Fixed 2.71700000 N N N N N N BALCHEM CORPORATION 549300VR70OPMHUI3557 057665200 -345.00000000 NS USD -62279.40000000 -0.00852507859 Short EC US N 1 N N N NELNET PRIVATE EDUCATION LOAN TRUST N/A 64034YAB7 127332.14600000 PA USD 118256.52000000 0.016187473345 Long ABS-MBS US Y 2 2062-04-20 Fixed 1.63000000 N N N N N N United States of America N/A N/A 700.00000000 NC USD 75321093.75000000 10.31028308141 N/A DIR US N 1 US 5YR NOTE (CBT) MAR25 N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Mar 2025 2025-04-03 74776533.00000000 USD 544560.75000000 N N N N/A N/A N/A 21.00000000 NC USD 725130.00000000 0.099258988400 N/A DCO US N 1 LEAN HOGS FUTURE FEB25 N/A Long Hogs LEAN HOGS FUTURE(Consolidated) Feb 2025 2025-02-17 684209.62000000 USD 40920.38000000 N N N ALTAIR ENGINEERING INC. 549300FJ89HZ6GU9S994 021369103 21.00000000 NS USD 2217.81000000 0.000303583601 Long EC US N 1 N N N PAGAYA AI DEBT GRANTOR TRUST N/A 69544LAA9 356971.18530000 PA USD 360052.06000000 0.049285511904 Long ABS-MBS US Y 2 2031-10-15 Fixed 6.27800000 N N N N N N ROBLOX CORPORATION N/A 771049103 3281.00000000 NS USD 164476.53000000 0.022514271900 Long EC US N 1 N N N CPS AUTO RECEIVABLES TRUST N/A 12659WAE8 230860.00600000 PA USD 229716.30000000 0.031444578981 Long ABS-MBS US Y 2 2029-04-16 Fixed 2.17000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 V7780T103 -2969.00000000 NS USD -724614.14000000 -0.09918837521 Short EC US N 1 N N N N/A N/A N/A 972.00000000 NS USD 379.08000000 0.000051890140 Long EC US N 1 N N N N/A N/A N/A 23.00000000 NC USD 1137925.00000000 0.155764186249 N/A DCO US N 1 SOYBEAN FUTURE JAN25 N/A Long Soybeans Soybean Future Jan 2025 2025-01-17 1135115.55000000 USD 2809.45000000 N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137L204 -1265.00000000 NS USD -56583.45000000 -0.00774539187 Short EC US N 1 N N N CAVA GROUP, INC. N/A 148929102 -1030.00000000 NS USD -145127.00000000 -0.01986562300 Short EC US N 1 N N N N/A N/A N/A 49.00000000 NC USD 1324837.50000000 0.181349592548 N/A DCO US N 1 KC HRW WHEAT FUT MAR25 N/A Long Wheat WHEAT FUTURE(Consolidated) Mar 2025 2025-03-17 1365461.38000000 USD -40623.88000000 N N N EQUINIX, INC. 549300EVUN2BTLJ3GT74 29444U700 1262.00000000 NS USD 1238627.76000000 0.169548823606 Long EC US N 1 N N N TOPBUILD CORP. 5493007YSKHOL4RWII46 89055F103 -874.00000000 NS USD -341419.36000000 -0.04673498585 Short EC US N 1 N N N SBA COMMUNICATIONS CORPORATION 5299001HX8ZN8Y8QIT49 78410G104 1515.00000000 NS USD 342768.75000000 0.046919696303 Long EC US N 1 N N N AVANTOR, INC. N/A 05352A100 4642.00000000 NS USD 97760.52000000 0.013381890586 Long EC US N 1 N N N N/A N/A N/A 8.00000000 NC USD 290400.00000000 0.039751231132 N/A DCO US N 1 LEAN HOGS FUTURE APR25 N/A Long Hogs LEAN HOGS FUTURE(Consolidated) Apr 2025 2025-04-17 243641.00000000 USD 46759.00000000 N N N N/A N/A N/A 13.00000000 NC USD 924040.00000000 0.126486665344 N/A DCO GB N 1 BRENT CRUDE FUTR MAY25 N/A Long Crude Oil BRENT CRUDE OIL(ICE) May 2025 2025-04-03 988819.28000000 USD -64779.28000000 N N N Swiss Re Finance (Luxembourg) S.A. 549300CLQZ6TM98LW631 N/A 200000.00000000 PA USD 198554.00000000 0.027178946096 Long DBT NUSS CH N 2 2049-04-02 Fixed 5.00000000 N N N N N N DORMAN PRODUCTS, INC. 2549000O0BBUX740XR59 258278100 -1455.00000000 NS USD -203670.90000000 -0.02787936990 Short EC US N 1 N N N N/A N/A N/A 32.00000000 NC USD 902000.00000000 0.123469733064 N/A DCO US N 1 WHEAT FUTURE(CBT) JUL25 N/A Long Wheat Wheat Future (CBT) Jul 2025 2025-07-17 970425.51000000 USD -68425.51000000 N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03067BAB5 151841.52840000 PA USD 152018.06000000 0.020808901650 Long ABS-MBS US N 2 2026-10-19 Fixed 5.84000000 N N N N N N UNIVERSAL CORPORATION 549300BZXZ66F6DTIF20 913456109 684.00000000 NS USD 39070.08000000 0.005348084643 Long EC US N 1 N N N HARLEY-DAVIDSON, INC. ZDNAWZWXIKMWI51R2A08 412822108 -6505.00000000 NS USD -218763.15000000 -0.02994526356 Short EC US N 1 N N N TALOS ENERGY INC. 549300OKFHZ84SFJFT95 87484T108 3994.00000000 NS USD 44932.50000000 0.006150558515 Long EC US N 1 N N N DT MIDSTREAM, INC. N/A 23345M107 2715.00000000 NS USD 288115.80000000 0.039438559775 Long EC US N 1 N N N QUANTUMSCAPE CORPORATION N/A 74767V109 -20044.00000000 NS USD -104830.12000000 -0.01434960857 Short EC US N 1 N N N Fideicomiso Fibra Uno 54930011BLQ0JPRBAL73 P9406GAC2 654000.00000000 PA USD 651753.25000000 0.089214855655 Long DBT NUSS MX N 2 2026-01-30 Fixed 5.25000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558103 8180.00000000 NS USD 757304.40000000 0.103663161991 Long EC US N 1 N N N OMNICELL, INC. 5493008RH0GTKHHPZI77 68213N109 931.00000000 NS USD 43375.29000000 0.005937400751 Long EC US N 1 N N N LIBERTY LIVE 549300ZKUTPIBZLWLL89 531229722 172.00000000 NS USD 12559.44000000 0.001719191468 Long EC US N 1 N N N ACADIA REALTY TRUST 254900C5XLB1YYJQSH07 004239109 1420.00000000 NS USD 36707.00000000 0.005024615844 Long EC US N 1 N N N DOLLAR TREE, INC. 549300PMSTQITB1WHR43 256746108 3413.00000000 NS USD 243244.51000000 0.033296379954 Long EC US N 1 N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741R102 -877.00000000 NS USD -52769.09000000 -0.00722326547 Short EC US N 1 N N N KEURIG DR PEPPER INC. DYTQ8KRTKO7Y2BVU5K74 49271V100 18233.00000000 NS USD 595307.45000000 0.081488305923 Long EC US N 1 N N N HEALTHPEAK PROPERTIES, INC. 254900M6MTMZM0I22L81 42250P103 9028.00000000 NS USD 198525.72000000 0.027175075005 Long EC US N 1 N N N PORTLAND GENERAL ELECTRIC COMPANY GJOUP9M7C39GLSK9R870 736508847 1162.00000000 NS USD 55683.04000000 0.007622139783 Long EC US N 1 N N N N/A N/A N/A 11.00000000 NC USD 275484.00000000 0.037709463352 N/A DCO US N 1 SOYBEAN OIL FUTR JAN25 N/A Long Soybean Oil Soybean Oil Future Jan 2025 2025-01-17 273982.52000000 USD 1501.48000000 N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884L109 16970.00000000 NS USD 771116.80000000 0.105553864143 Long EC US N 1 N N N PPG INDUSTRIES, INC. 549300BKPEP01R3V6C59 693506107 -1653.00000000 NS USD -205583.61000000 -0.02814119007 Short EC US N 1 N N N CARETRUST REIT, INC. 5493001NVXE2B9GPLU96 14174T107 2576.00000000 NS USD 76739.04000000 0.010504377809 Long EC US N 1 N N N Revolution Medicines Inc 549300JU3X0LBCQ65892 76155X100 1752.00000000 NS USD 101353.20000000 0.013873672449 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CKS9 800000.00000000 PA USD 806875.00000000 0.110448604064 Long SN UST US N 2 2026-05-31 Fixed 4.87500000 N N N N N N L STREET SECURITIES N/A 949771AG4 21498.65890000 PA USD 22403.80000000 0.003066730826 Long ABS-MBS US N 2 2025-11-25 Floating 10.34850960 N N N N N N N/A N/A N/A -6.00000000 NC USD -141657.60000000 -0.01939071625 N/A DCO US N 1 SUGAR #11 (WORLD) MAR25 N/A Short Sugar Sugar #11 World Future Mar 2025 2025-03-03 -143728.03000000 USD 2070.43000000 N N N HONEYWELL INTERNATIONAL INCORPORATION ISRPG12PN4EIEOEMW547 438516CG9 720000.00000000 PA 817354.64000000 0.111883103347 Long DBT NUSS US N 2 2034-11-02 Fixed 4.12500000 N N N N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 05964HAQ8 200000.00000000 PA USD 196422.88000000 0.026887229003 Long DBT NUSS ES N 2 2028-03-24 Fixed 4.17500000 N N N N N N LUMEN TECHNOLOGIES, INC. 8M3THTGWLTYZVE6BBY25 550241103 12326.00000000 NS USD 90472.84000000 0.012384320847 Long EC US N 1 N N N UNIVERSAL HEALTH SERVICES, INC. 549300YGMGQDO0NMJD09 913903100 350.00000000 NS USD 71750.00000000 0.009821456039 Long EC US N 1 N N N GENERAL MILLS, INC. 2TGYMUGI08PO8X8L6150 370334CX0 194000.00000000 PA USD 194405.64000000 0.026611100307 Long DBT CORP US N 2 2027-01-30 Fixed 4.70000000 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 F21107101 -997.00000000 NS USD -12223.22000000 -0.00167316819 Short EC US N 1 N N N BIOMARIN PHARMACEUTICAL INC. NSLL8ITTRR0J5HEMR848 09061G101 1238.00000000 NS USD 81745.14000000 0.011189634828 Long EC US N 1 N N N DANAHER CORPORATION S4BKK9OTCEWQ3YHPFM11 235851102 4126.00000000 NS USD 988960.94000000 0.135373329570 Long EC US N 1 N N N Marcus & Millichap Inc 549300B2HE8ULXNB1N48 566324109 136.00000000 NS USD 5658.96000000 0.000774623370 Long EC US N 1 N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BF4 278000.00000000 PA USD 303001.63000000 0.041476197754 Long DBT NUSS CH N 2 2173-05-13 Fixed 9.25000000 N N N Y Y UBS Group AG CHF XXXX N N N ARROWHEAD PHARMACEUTICALS, INC. 549300O3CSB8T7OZ3D66 04280A100 1007.00000000 NS USD 26212.21000000 0.003588042762 Long EC US N 1 N N N Regal Rexnord Corporation QH78R09VCJGQKPBPYU33 758750AL7 770000.00000000 PA USD 777573.32000000 0.106437661040 Long DBT CORP US N 2 2026-02-15 Fixed 6.05000000 N N N N N N SUPER MICRO COMPUTER, INC. 54930022CZO1N2UGVW07 86800U302 -1100.00000000 NS USD -35904.00000000 -0.00491469766 Short EC US N 1 N N N CURBLINE PROPERTIES CORP. 529900PGR41LH0I81I15 23128Q101 1744.00000000 NS USD 42309.44000000 0.005791502508 Long EC US N 1 N N N Hawkins, Inc. 549300VL3IJ23OWX1Y34 420261109 -254.00000000 NS USD -34165.54000000 -0.00467672960 Short EC US N 1 N N N Vaxcyte Inc 254900M7NMHTGASX8D95 92243G108 1167.00000000 NS USD 110094.78000000 0.015070258423 Long EC US N 1 N N N AST SpaceMobile Inc N/A 00217D100 2092.00000000 NS USD 49810.52000000 0.006818283379 Long EC US N 1 N N N N/A N/A N/A 11.00000000 NC USD 395615.00000000 0.054153523776 N/A DCO US N 1 COTTON NO.2 FUTR MAR25 N/A Long Cotton Cotton No. 2 Future Mar 2025 2025-03-10 400834.79000000 USD -5219.79000000 N N N AES Panama Generation Holdings S. de R.L. N/A 00109AAB3 286643.90700000 PA USD 254611.45000000 0.034852336770 Long DBT NUSS PA N 2 2030-05-31 Fixed 4.37500000 N N N N N N J & J SNACK FOODS CORP. 894500IGP1Y2ZQFQMJ83 466032109 343.00000000 NS USD 59609.97000000 0.008159675259 Long EC US N 1 N N N TREEHOUSE FOODS, INC. 5493007M7EVHE470Q576 89469A104 1204.00000000 NS USD 41345.36000000 0.005659534991 Long EC US N 1 N N N INTEGER HOLDINGS CORPORATION 549300SUD2ED5XG6X569 45826H109 208.00000000 NS USD 29224.00000000 0.004000309843 Long EC US N 1 N N N Lineage Inc N/A 53566V106 927.00000000 NS USD 58790.34000000 0.008047480694 Long EC US N 1 N N N POTLATCHDELTIC CORPORATION 54930084YA8UJOTXDM59 737630103 819.00000000 NS USD 36723.96000000 0.005026937403 Long EC US N 1 N N N NMEF FUNDING LLC N/A 62890MAB0 101975.56520000 PA USD 102537.57000000 0.014035794231 Long ABS-MBS US Y 2 2029-06-15 Fixed 6.07000000 N N N N N N Roivant Sciences Ltd 549300DL466NY5J6U724 G76279101 2796.00000000 NS USD 35537.16000000 0.004864482992 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CKZ3 800000.00000000 PA USD 804812.50000000 0.110166279979 Long SN UST US N 2 2027-07-15 Fixed 4.37500000 N N N N N N TEXAS ROADHOUSE, INC. 5299002Y1CNRPDGXTQ75 882681109 -779.00000000 NS USD -159905.33000000 -0.02188854590 Short EC US N 1 N N N BENTLEY SYSTEMS, INCORPORATED 549300WVEHPGE0Z56F71 08265T208 117.00000000 NS USD 5791.50000000 0.000792766029 Long EC US N 1 N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030N101 -42375.00000000 NS USD -1830176.25000000 -0.25052258652 Short EC US N 1 N N N WARNER BROS. DISCOVERY, INC. 5493006ZCRFWKF6B1K26 934423104 14299.00000000 NS USD 149853.52000000 0.020512609881 Long EC US N 1 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KWS4 306673.01470000 PA USD 311875.63000000 0.042690909961 Long DBT USGA US N 2 2042-05-25 Floating 6.93402840 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504KAA5 261000.00000000 PA USD 294150.13000000 0.040264565445 Long DBT NUSS FR N 2 2172-12-15 Fixed 9.12500000 N N N N N N MERITAGE HOMES CORPORATION 52990044W9UMFJO2FB97 59001A102 -907.00000000 NS USD -173300.49000000 -0.02372213441 Short EC US N 1 N N N UGI CORPORATION DX6GCWD4Q1JO9CRE5I40 902681105 1531.00000000 NS USD 46496.47000000 0.006364641617 Long EC US N 1 N N N HALLIBURTON COMPANY ENYF8GB5SMQZ25S06U51 406216101 23578.00000000 NS USD 751195.08000000 0.102826891360 Long EC US N 1 N N N F5, INC. 54930015FPK9KT966303 315616102 -125.00000000 NS USD -31293.75000000 -0.00428362634 Short EC US N 1 N N N N/A N/A N/A 5.00000000 NC USD 517500.00000000 0.070837679446 N/A DCO US N 1 COPPER FUTURE MAR25 N/A Long Copper COPPER FUTURE (Consolidated) Mar 2025 2025-03-30 550795.03000000 USD -33295.03000000 N N N CABOT CORPORATION K05C0SER542GQ6VLRO68 127055101 -325.00000000 NS USD -35626.50000000 -0.00487671224 Short EC US N 1 N N N FRESHPET, INC. 549300S4ZK8ZQ6HNPN59 358039105 833.00000000 NS USD 127490.65000000 0.017451481733 Long EC US N 1 N N N ATALAYA EQUIPMENT LEASING TRUST LLC. N/A 046497AC7 84612.00260000 PA USD 83948.20000000 0.011491199384 Long ABS-MBS US Y 2 2027-02-15 Fixed 2.08000000 N N N N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824C109 -3055.00000000 NS USD -64827.10000000 -0.00887381899 Short EC US N 1 N N N ENGIE Energia Chile S.A. 5493000FIKCC3ZDWTO77 P3762TAA9 349000.00000000 PA USD 309209.57000000 0.042325967925 Long DBT NUSS CL N 2 2030-01-28 Fixed 3.40000000 N N N N N N Braskem Netherlands Finance B.V. 2549000TLMHFQ74DS330 10554TAJ4 272000.00000000 PA USD 271782.40000000 0.037202772039 Long DBT NUSS BR N 2 2034-10-15 Fixed 8.00000000 N N N N N N CADENCE DESIGN SYSTEMS, INC. GCT7RXJOGLXPV0NXZY22 127387108 608.00000000 NS USD 186540.48000000 0.025534482562 Long EC US N 1 N N N HECLA MINING COMPANY 5493009Y6HOBZD1QD537 422704106 -2204.00000000 NS USD -12166.08000000 -0.00166534661 Short EC US N 1 N N N UNITED STATES STEEL CORPORATION JNLUVFYJT1OZSIQ24U47 912909108 -1735.00000000 NS USD -70735.95000000 -0.00968264840 Short EC US N 1 N N N MCCORMICK & COMPANY, INCORPORATED 549300JQQA6MQ4OJP259 579780206 4302.00000000 NS USD 337319.82000000 0.046173822763 Long EC US N 1 N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 929160109 -897.00000000 NS USD -258452.61000000 -0.03537813167 Short EC US N 1 N N N IRON MOUNTAIN INCORPORATED SQL3F6CKNNBM3SQGHX24 46284V101 3889.00000000 NS USD 480952.63000000 0.065834914459 Long EC US N 1 N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 05964HAV7 400000.00000000 PA USD 430597.66000000 0.058942104366 Long DBT NUSS ES N 2 2033-08-08 Fixed 6.92100000 N N N N N N Maplebear Inc N/A 565394103 2749.00000000 NS USD 120048.83000000 0.016432812632 Long EC US N 1 N N N XENIA HOTELS & RESORTS, INC. 54930075IWIPHF5IQL62 984017103 2525.00000000 NS USD 38834.50000000 0.005315837415 Long EC US N 1 N N N CAESARS ENTERTAINMENT, INC. 549300FA4CTCW903Y781 12769G100 -2716.00000000 NS USD -104538.84000000 -0.01430973688 Short EC US N 1 N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CJ7 207000.00000000 PA USD 206034.23000000 0.028202872927 Long DBT NUSS GB N 2 2026-03-30 Fixed 3.97100000 N N N N N N CLEARWAY ENERGY, INC. 549300LHAZ9HA9G3XC48 18539C204 1217.00000000 NS USD 35889.33000000 0.004912689573 Long EC US N 1 N N N BADGER METER, INC. 5493002JENE20OGTUG20 056525108 -143.00000000 NS USD -31005.26000000 -0.00424413655 Short EC US N 1 N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761L102 5418.00000000 NS USD 15062.04000000 0.002061758379 Long EC US N 1 N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389X105 3650.00000000 NS USD 674666.00000000 0.092351253800 Long EC US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FAXY9 596077.72000000 PA USD 68901.10000000 0.009431486058 Long DBT USGA US N 2 2047-09-15 Floating 1.22988960 N N N N N N THE SIMPLY GOOD FOODS COMPANY N/A 82900L102 1236.00000000 NS USD 49180.44000000 0.006732035253 Long EC US N 1 N N N THE CHEFS' WAREHOUSE, INC. 549300JYEDC8C547E980 163086101 463.00000000 NS USD 20700.73000000 0.002833607103 Long EC US N 1 N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 12667GQL0 30269.17270000 PA USD 20831.11000000 0.002851454092 Long ABS-MBS US N 2 2035-07-25 Fixed 5.50000000 N N N N N N MEDTRONIC PUBLIC LIMITED COMPANY 549300GX3ZBSQWUXY261 G5960L103 8376.00000000 NS USD 724859.04000000 0.099221898201 Long EC US N 1 N N N TRI POINTE HOMES, INC. N/A 87265H109 -2682.00000000 NS USD -116747.46000000 -0.01598090656 Short EC US N 1 N N N THE VITA COCO COMPANY, INC. 54930020WXOAWHR85Y25 92846Q107 334.00000000 NS USD 11870.36000000 0.001624867162 Long EC US N 1 N N N MID-AMERICA APARTMENT COMMUNITIES, INC. 549300FQZKFR5YNSHZ21 59522J103 1502.00000000 NS USD 246568.32000000 0.033751357707 Long EC US N 1 N N N HELEN OF TROY LIMITED N/A G4388N106 -630.00000000 NS USD -46197.90000000 -0.00632377204 Short EC US N 1 N N N DIAMONDROCK HOSPITALITY COMPANY 529900KKD4BPVBUAQ734 252784301 4058.00000000 NS USD 37658.24000000 0.005154825765 Long EC US N 1 N N N COSTAR GROUP, INC. N/A 22160N109 6080.00000000 NS USD 494547.20000000 0.067695799081 Long EC US N 1 N N N THE NEW YORK TIMES COMPANY 529900J1WEMMIW7BOH57 650111107 -1962.00000000 NS USD -106458.12000000 -0.01457245638 Short EC US N 1 N N N Gaming and Leisure Properties, Inc. 5493006GWRDBCZYWTM57 36467J108 3463.00000000 NS USD 178725.43000000 0.024464724095 Long EC US N 1 N N N KNIFE RIVER CORPORATION N/A 498894104 -517.00000000 NS USD -53509.50000000 -0.00732461605 Short EC US N 1 N N N PELOTON INTERACTIVE, INC. 5493002YS021166W0339 70614W100 -10255.00000000 NS USD -106036.70000000 -0.01451477055 Short EC US N 1 N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78450MAA0 273199.24620000 PA USD 252378.81000000 0.034546723172 Long ABS-MBS US Y 2 2051-02-15 Fixed 1.68000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1040000.00000000 NC USD 49413.02000000 0.006763871828 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2026-11-08 52717.80000000 USD 0.00000000 USD -1040000.00000000 USD -3304.78000000 N N N N/A N/A N/A 25.00000000 NC USD 590240.00000000 0.080794651046 N/A DCO US N 1 SUGAR #11 (WORLD) MAR25 N/A Long Sugar Sugar #11 World Future Mar 2025 2025-03-03 545828.82000000 USD 44411.18000000 N N N BELLRING BRANDS, INC. 549300S3BOK5CMTS8054 07831C103 2383.00000000 NS USD 186970.18000000 0.025593301791 Long EC US N 1 N N N FHF TRUST N/A 30322JAA4 26817.58640000 PA USD 26576.50000000 0.003637908382 Long ABS-MBS US Y 2 2026-12-15 Fixed 0.83000000 N N N N N N Edgewise Therapeutics Inc N/A 28036F105 1220.00000000 NS USD 40260.00000000 0.005510966134 Long EC US N 1 N N N VISTA OUTDOOR INC. 549300QI2D33ESTJLN81 690045109 -2071.00000000 NS USD -39141.90000000 -0.00535791568 Short EC US N 1 N N N WESTLAKE CORPORATION GOXNEVUM0LL78B1OS344 960413102 -186.00000000 NS USD -23882.40000000 -0.00326912810 Short EC US N 1 N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XER3 708000.00000000 PA USD 727826.31000000 0.099628071189 Long DBT CORP US N 2 2031-02-08 Fixed 5.75000000 N N N N N N Krystal Biotech Inc 549300YONUY68210OE41 501147102 207.00000000 NS USD 40865.94000000 0.005593909870 Long EC US N 1 N N N AMERICAN STATES WATER COMPANY 529900L26LIS2V8PWM23 029899101 222.00000000 NS USD 18938.82000000 0.002592429101 Long EC US N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 2603.00000000 NS USD 167867.47000000 0.022978438704 Long EC US N 1 N N N N/A N/A N/A 28.00000000 NC USD 1872360.00000000 0.256296884036 N/A DCO US N 1 WTI CRUDE FUTURE JUL25 N/A Long Crude Oil WTI Crude Oil Future (NYM Consolidated) Jul 2025 2025-06-23 1933678.70000000 USD -61318.70000000 N N N FAIR ISAAC CORPORATION RI6HET5SJUEY30V1PS26 303250104 60.00000000 NS USD 142501.80000000 0.019506274065 Long EC US N 1 N N N PEABODY ENERGY CORPORATION EJCO258LNNVSKAR2JX59 704551100 3878.00000000 NS USD 92490.30000000 0.012660479658 Long EC US N 1 N N N OMNICOM GROUP INC. HKUPACFHSSASQK8HLS17 681919106 -2238.00000000 NS USD -234587.16000000 -0.03211132375 Short EC US N 1 N N N SYNOPSYS, INC. QG7T915N9S0NY5UKNE63 871607107 343.00000000 NS USD 191562.07000000 0.026221859920 Long EC US N 1 N N N AMICUS THERAPEUTICS, INC. 549300MRD1SMUTNBPQ53 03152W109 2796.00000000 NS USD 27904.08000000 0.003819633380 Long EC US N 1 N N N V.F. CORPORATION CWAJJ9DJ5Z7P057HV541 918204108 -10232.00000000 NS USD -206993.36000000 -0.02833416286 Short EC US N 1 N N N THE AES CORPORATION 2NUNNB7D43COUIRE5295 00130H105 5814.00000000 NS USD 75814.56000000 0.010377830915 Long EC US N 1 N N N MASIMO CORPORATION 549300Q4A8JK0PIYCU29 574795100 264.00000000 NS USD 45550.56000000 0.006235161290 Long EC US N 1 N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00834XAA7 310091.92710000 PA USD 311173.09000000 0.042594743191 Long ABS-MBS US Y 2 2029-05-15 Fixed 6.27000000 N N N N N N PULTEGROUP, INC. N/A 745867101 -5660.00000000 NS USD -765628.20000000 -0.10480256039 Short EC US N 1 N N N CONMED CORPORATION Z6C0YCECH9DCU5ZIQW84 207410101 440.00000000 NS USD 32577.60000000 0.004459365383 Long EC US N 1 N N N Vitesse Energy Inc N/A 92852X103 1364.00000000 NS USD 38301.12000000 0.005242826011 Long EC US N 1 N N N TAPESTRY, INC. 549300LJNVY5SW3VTN33 876030107 -6287.00000000 NS USD -391554.36000000 -0.05359768548 Short EC US N 1 N N N Qiagen N.V. 54930036WK3GMCN17Z57 N72482149 1615.00000000 NS USD 70139.45000000 0.009600996861 Long EC US N 1 N N N EQUITY LIFESTYLE PROPERTIES, INC. 529900PEQG66LENB6798 29472R108 2429.00000000 NS USD 173260.57000000 0.023716669987 Long EC US N 1 N N N GREEN PLAINS INC. VJ5WLTHARBSDR14KIZ98 393222104 2152.00000000 NS USD 23241.60000000 0.003181412580 Long EC US N 1 N N N THE MOSAIC COMPANY 2YD5STGSJNMUB7H76907 61945C103 -2544.00000000 NS USD -67314.24000000 -0.00921426967 Short EC US N 1 N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103H107 -524.00000000 NS USD -651447.28000000 -0.08917297313 Short EC US N 1 N N N KB HOME 549300LGUCWQURMWLG09 48666K109 -1769.00000000 NS USD -146367.06000000 -0.02003536787 Short EC US N 1 N N N SOLVENTUM CORPORATION 254900I70403OSGY4M28 83444M101 1132.00000000 NS USD 80949.32000000 0.011080699481 Long EC US N 1 N N N JP MORGAN CHASE BANK N.A. 984500653R409CC5AB28 N/A 103470000.00000000 NC USD 893643.68000000 0.122325883175 N/A DIR US N 2 JP MORGAN CHASE BANK N.A. 984500653R409CC5AB28 Y 2028-07-15 0.00000000 USD 0.00000000 USD -103470000.00000000 USD 893643.68000000 N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DC6 83000.00000000 PA USD 75674.08000000 0.010358601394 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N PEBBLEBROOK HOTEL TRUST 5493004Q1NNH6JXCSI52 70509V100 3202.00000000 NS USD 44347.70000000 0.006070508515 Long EC US N 1 N N N SONOCO PRODUCTS COMPANY. GKOMIK4RDJGHEF0VNP11 835495102 -590.00000000 NS USD -30609.20000000 -0.00418992212 Short EC US N 1 N N N FLOOR & DECOR HOLDINGS, INC. 549300M5FR3N688XGQ36 339750101 -916.00000000 NS USD -102784.36000000 -0.01406957593 Short EC US N 1 N N N HEALTHCARE REALTY TRUST INCORPORATED 549300L0I14L7I0VLX84 42226K105 5015.00000000 NS USD 91874.80000000 0.012576227307 Long EC US N 1 N N N ACADEMY SPORTS AND OUTDOORS, INC. N/A 00402L107 -752.00000000 NS USD -37036.00000000 -0.00506965081 Short EC US N 1 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3C3 211000.00000000 PA USD 189841.62000000 0.025986357146 Long DBT CORP US N 2 2028-08-19 Fixed 1.98500000 N N N N N N N/A N/A N/A 24.00000000 NC USD 737040.00000000 0.100889281660 N/A DCO US N 1 SOYBEAN MEAL FUTR JUL25 N/A Long Soybean Meal Soybean Meal Future Jul 2025 2025-07-17 761804.88000000 USD -24764.88000000 N N N ASBURY AUTOMOTIVE GROUP, INC. 549300JH4DTA7U42GL91 043436104 -190.00000000 NS USD -49367.70000000 -0.00675766822 Short EC US N 1 N N N STEEL DYNAMICS, INC. 549300HGGKEL4FYTTQ83 858119100 -1199.00000000 NS USD -174178.73000000 -0.02384235177 Short EC US N 1 N N N N/A N/A N/A 3.00000000 NC USD 242827.20000000 0.033239256723 N/A DCO US N 1 GASOLINE RBOB FUT MAR25 N/A Long Unleaded Gas RBOB Unleaded Gasoline Future (Consolidated) Mar 2025 2025-03-03 276612.98000000 USD -33785.78000000 N N N VALVOLINE INC. 549300CMHPBEY6VPOT75 92047W101 -1059.00000000 NS USD -42052.89000000 -0.00575638481 Short EC US N 1 N N N GROUP 1 AUTOMOTIVE, INC. 549300US8QAZJLWYAF63 398905109 -98.00000000 NS USD -41728.40000000 -0.00571196719 Short EC US N 1 N N N RLJ LODGING TRUST N/A 74965L101 3616.00000000 NS USD 36919.36000000 0.005053684616 Long EC US N 1 N N N STRIDE, INC. 254900BRWS3AFONWU277 86333M108 -750.00000000 NS USD -80152.50000000 -0.01097162724 Short EC US N 1 N N N N/A N/A N/A -14.00000000 NC USD -310934.40000000 -0.04256207025 N/A DCO US N 1 SUGAR #11 (WORLD) MAY25 N/A Short Sugar Sugar #11 World Future May 2025 2025-05-03 -312829.80000000 USD 1895.40000000 N N N KITE REALTY GROUP TRUST N/A 49803T300 3172.00000000 NS USD 87452.04000000 0.011970820437 Long EC US N 1 N N N SYLVAMO CORPORATION 5493001AOYU1ZOWOC971 871332102 -507.00000000 NS USD -46791.03000000 -0.00640496228 Short EC US N 1 N N N UMH PROPERTIES, INC. 529900OM5K3PJ11F0Q09 903002103 1654.00000000 NS USD 31756.80000000 0.004347010664 Long EC US N 1 N N N RANGE RESOURCES CORPORATION H3Y3WLYCX0BTO1TRW162 75281A109 6484.00000000 NS USD 231738.16000000 0.031721340084 Long EC US N 1 N N N W.P. CAREY INC. 54930042CRNE713E3Q67 92936U109 2956.00000000 NS USD 168669.36000000 0.023088204939 Long EC US N 1 N N N MOHAWK INDUSTRIES, INC. 549300JI1115MG3Q6322 608190104 -1401.00000000 NS USD -194500.83000000 -0.02662413033 Short EC US N 1 N N N G-III APPAREL GROUP, LTD. 529900O5KABM3R3SFM87 36237H101 -753.00000000 NS USD -22311.39000000 -0.00305408133 Short EC US N 1 N N N WORTHINGTON ENTERPRISES, INC. 1WRCIANKYOIK6KYE5E82 981811102 -948.00000000 NS USD -38792.16000000 -0.00531004172 Short EC US N 1 N N N EXELIXIS, INC. 254900PJQB59O2O95R37 30161Q104 1690.00000000 NS USD 61617.40000000 0.008434461119 Long EC US N 1 N N N STRATEGIC EDUCATION, INC. 2549002UYIM8Q5EC8H36 86272C103 -223.00000000 NS USD -22034.63000000 -0.00301619721 Short EC US N 1 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020107 3051.00000000 NS USD 267725.25000000 0.036647411476 Long EC US N 1 N N N LAD AUTO RECEIVABLES TRUST N/A 501687AA5 133337.44360000 PA USD 133492.12000000 0.018272989382 Long ABS-MBS US Y 2 2027-06-15 Fixed 5.21000000 N N N N N N ENGIE Energia Chile S.A. 5493000FIKCC3ZDWTO77 29287TAB5 330000.00000000 PA USD 334332.90000000 0.045764959997 Long DBT NUSS CL N 2 2034-04-17 Fixed 6.37500000 N N N N N N SANTANDER BANK, N.A. N/A 80290CAX2 28363.75850000 PA USD 28376.73000000 0.003884331794 Long ABS-MBS US Y 2 2032-08-16 Fixed 5.72100000 N N N N N N N/A N/A N/A -28.00000000 NC USD -1335740.00000000 -0.18284197477 N/A DCO US N 1 PLATINUM FUTURE JAN25 N/A Short Platinum PLATINUM FUTURE(Consolidated) Jan 2025 2025-02-01 -1335832.25000000 USD 92.25000000 N N N NATIONAL STORAGE AFFILIATES TRUST 529900FS06O8GOYNR108 637870106 1000.00000000 NS USD 45100.00000000 0.006173486653 Long EC US N 1 N N N ENPHASE ENERGY, INC. 5493008U7KIGMI59Z314 29355A107 -129.00000000 NS USD -9204.15000000 -0.00125990459 Short EC US N 1 N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U109 6696.00000000 NS USD 393390.00000000 0.053848955975 Long EC US N 1 N N N THOR INDUSTRIES, INC. 254900XZO1228PDSG060 885160101 -2797.00000000 NS USD -312145.20000000 -0.04272780989 Short EC US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 3640000.00000000 NC USD 140110.58000000 0.019178953339 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2027-04-04 156654.36000000 USD 0.00000000 USD -3640000.00000000 USD -16543.78000000 N N N MISSION LANE CREDIT CARD MASTER TRUST N/A 60510MBE7 958000.00000000 PA USD 957874.79000000 0.131118120432 Long ABS-MBS US Y 2 2030-01-15 Fixed 5.88000000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 30711XBF0 50315.39850000 PA USD 52178.42000000 0.007142411961 Long DBT USGA US N 2 2028-04-25 Floating 10.54851120 N N N N N N LINDE PUBLIC LIMITED COMPANY 5299003QR1WT0EF88V51 G54950103 -3654.00000000 NS USD -1684457.46000000 -0.23057595670 Short EC US N 1 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MU2 348000.00000000 PA USD 339792.98000000 0.046512359797 Long DBT CORP US N 2 2173-03-10 Fixed 4.00000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179M103 16756.00000000 NS USD 635890.20000000 0.087043451499 Long EC US N 1 N N N MAGNITE, INC. 54930018FR2YX1HHSB02 55955D100 -2333.00000000 NS USD -39171.07000000 -0.00536190859 Short EC US N 1 N N N UNDER ARMOUR, INC. 549300D4549QKWETZ406 904311206 -3601.00000000 NS USD -31580.77000000 -0.00432291490 Short EC US N 1 N N N GENUINE PARTS COMPANY 549300D46DQVEU651W04 372460105 -1270.00000000 NS USD -160947.10000000 -0.02203114797 Short EC US N 1 N N N Tencent Holdings Limited 254900N4SLUMW4XUYY11 88032WAV8 412000.00000000 PA USD 291453.68000000 0.039895463492 Long DBT NUSS CN N 2 2050-06-03 Fixed 3.24000000 N N N N N N NEXTERA ENERGY, INC. 254900RHL9MEUS5NKX63 65339F101 16134.00000000 NS USD 1269261.78000000 0.173742143198 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912797LF2 8000000.00000000 PA USD 7997036.64000000 1.094669600052 Long DBT UST US N 2 2024-12-05 None 0.00000000 N N N N N N TELEDYNE TECHNOLOGIES INCORPORATED 549300VSMO9KYQWDND94 879360105 -57.00000000 NS USD -27659.82000000 -0.00378619799 Short EC US N 1 N N N CINEMARK HOLDINGS, INC. 549300LL2QMPTYIE0K55 17243V102 1175.00000000 NS USD 40561.00000000 0.005552168340 Long EC US N 1 N N N UNITED NATURAL FOODS, INC. 549300GKGW6WPZ282D40 911163103 1642.00000000 NS USD 40770.86000000 0.005580894901 Long EC US N 1 N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480100 -250.00000000 NS USD -161757.50000000 -0.02214207909 Short EC US N 1 N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 05971KAQ2 200000.00000000 PA USD 229432.40000000 0.031405717499 Long DBT NUSS ES N 2 2173-02-21 Fixed 9.62500000 N N N Y Y Banco Santander, S.A. EUR XXXX N N N TELEPHONE AND DATA SYSTEMS, INC. N/A 879433829 1012.00000000 NS USD 34590.16000000 0.004734853461 Long EC US N 1 N N N OCEANEERING INTERNATIONAL, INC. 549300L6PH74701W0R30 675232102 2489.00000000 NS USD 74620.22000000 0.010214344395 Long EC US N 1 N N N N/A N/A N/A 35.00000000 NC USD 959000.00000000 0.131272144133 N/A DCO US N 1 WHEAT FUTURE(CBT) MAR25 N/A Long Wheat Wheat Future (CBT) Mar 2025 2025-03-17 1011515.74000000 USD -52515.74000000 N N N United States of America 254900HROIFWPRGM1V77 912797LZ8 8000000.00000000 PA USD 7941639.20000000 1.087086554454 Long DBT UST US N 2 2025-01-30 None 0.00000000 N N N N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350105 -1514.00000000 NS USD -73686.38000000 -0.01008651626 Short EC US N 1 N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809H107 7283.00000000 NS USD 1071911.94000000 0.146728027827 Long EC US N 1 N N N EURO N/A N/A 1.00000000 NC -560.05000000 -0.00007666211 N/A DFE XX N 2 EURO N/A 32152.48000000 USD 29884.85000000 EUR 2024-12-20 -560.05000000 N N N Cencosud S.A. 549300NLTGCFV7482429 15132HAJ0 212000.00000000 PA USD 214570.84000000 0.029371401705 Long DBT NUSS CL N 2 2031-05-28 Fixed 5.95000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 306000.00000000 PA USD 297710.98000000 0.040751990278 Long DBT CORP US N 2 2173-03-15 Fixed 3.90000000 N N N N N N TRANSMEDICS GROUP, INC. 549300060GVOSMWARH50 89377M109 126.00000000 NS USD 10925.46000000 0.001495525088 Long EC US N 1 N N N NOV INC. 549300EHF3IW1AR6U008 62955J103 9779.00000000 NS USD 156659.58000000 0.021444253353 Long EC US N 1 N N N STAG INDUSTRIAL, INC. 549300QWYX2W6FASVQ07 85254J102 2579.00000000 NS USD 94881.41000000 0.012987785327 Long EC US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BPFZ7 540544.08000000 PA USD 57970.06000000 0.007935197155 Long DBT USGA US N 2 2046-05-15 Floating 1.07988840 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAD3 6000.00000000 PA USD 5961.89000000 0.000816089763 Long DBT CORP US N 2 2025-08-01 Fixed 4.12500000 N N N N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AB3 450000.00000000 PA USD 446966.69000000 0.061182769293 Long DBT NUSS US N 2 2028-10-20 Fixed 4.75000000 N N N N N N CRESCENT ENERGY COMPANY N/A 44952J104 3331.00000000 NS USD 49531.97000000 0.006780154228 Long EC US N 1 N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00834HAA2 470.70220000 PA USD 469.99000000 0.000064334301 Long ABS-MBS US Y 2 2027-02-15 Fixed 1.75000000 N N N N N N BIRKENSTOCK HOLDING PLC 529900CQ8LQKQ7LIT631 M2029K104 -1247.00000000 NS USD -64420.02000000 -0.00881809609 Short EC US N 1 N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036P108 2739.00000000 NS USD 659962.05000000 0.090338512357 Long EC US N 1 N N N PAGAYA AI DEBT GRANTOR TRUST N/A 69546QAB4 949914.00000000 PA USD 946433.33000000 0.129551962991 Long ABS-MBS US Y 2 2032-03-15 Fixed 5.30600000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KNK1 870910.19810000 PA USD 869289.52000000 0.118992178481 Long DBT USGA US Y 2 2041-12-25 Floating 5.68402920 N N N N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571903BL6 401000.00000000 PA USD 404007.21000000 0.055302286446 Long DBT CORP US N 2 2029-04-15 Fixed 4.90000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658300 -13479.00000000 NS USD -342770.97000000 -0.04692000018 Short EC US N 1 N N N ARROW ELECTRONICS, INC. 549300YNNLBXT8N8R512 042735100 -114.00000000 NS USD -13698.24000000 -0.00187507542 Short EC US N 1 N N N VARONIS SYSTEMS, INC. 549300SHIVNRRH7STS26 922280102 569.00000000 NS USD 28427.24000000 0.003891245825 Long EC US N 1 N N N TAYLOR MORRISON HOME CORPORATION 5299009UDLLGLKOOJE30 87724P106 -2895.00000000 NS USD -213853.65000000 -0.02927322957 Short EC US N 1 N N N CONNECTICUT AVENUE SECURITIES N/A 20753XAB0 743570.00000000 PA USD 780668.42000000 0.106861331961 Long ABS-MBS US Y 2 2042-03-25 Floating 8.23403160 N N N N N N THERMO FISHER SCIENTIFIC INCORPORATED HCHV7422L5HDJZCRFL38 883556102 2576.00000000 NS USD 1364326.88000000 0.186755072822 Long EC US N 1 N N N TRAVEL + LEISURE CO. T4VNTWMFQ7JQB65L7T35 894164102 -967.00000000 NS USD -54026.29000000 -0.00739535654 Short EC US N 1 N N N ALEXANDER FUNDING TRUST II N/A 014916AA8 104000.00000000 PA USD 110812.55000000 0.015168509943 Long DBT CORP US N 2 2028-07-31 Fixed 7.46700000 N N N N N N Morgan Stanley Bank, National Association G1MLHIS0N32I3QPILB75 61690U8B9 250000.00000000 PA USD 254330.65000000 0.034813899629 Long DBT CORP US N 2 2028-05-26 Fixed 5.50400000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGL9 700000.00000000 PA USD 697457.03000000 0.095470990374 Long SN UST US N 2 2026-02-15 Fixed 4.00000000 N N N N N N N/A N/A N/A 6.00000000 NC USD 310735.50000000 0.042534843945 N/A DCO GB N 1 LME LEAD FUTURE JAN25 N/A Long Lead Lead Composite Commodity Future Jan 2025 2025-01-16 306366.33000000 USD 4369.17000000 N N N NORTHWESTERN ENERGY GROUP, INC. 254900N1WG46G1VMDM34 668074305 385.00000000 NS USD 21267.40000000 0.002911175389 Long EC US N 1 N N N OPTION CARE HEALTH, INC. 549300DI3Q5ACSYJRI17 68404L201 738.00000000 NS USD 17564.40000000 0.002404292438 Long EC US N 1 N N N ADT INC. N/A 00090Q103 -5888.00000000 NS USD -44866.56000000 -0.00614153235 Short EC US N 1 N N N VITAL ENERGY, INC. 549300X0PTWU2QSLSL14 516806205 595.00000000 NS USD 19533.85000000 0.002673879429 Long EC US N 1 N N N DIGITAL REALTY TRUST, INC. 549300HKCZ31D08NEI41 253868103 4417.00000000 NS USD 864362.73000000 0.118317777764 Long EC US N 1 N N N PERRIGO COMPANY PUBLIC LIMITED COMPANY 549300IFOQS6R1QLY196 G97822103 1200.00000000 NS USD 34248.00000000 0.004688017093 Long EC US N 1 N N N MVW OWNER TRUST N/A 55400KAB1 152953.21990000 PA USD 143821.24000000 0.019686884824 Long ABS-MBS US Y 2 2039-05-20 Fixed 1.83000000 N N N N N N DIAMOND ISSUER LLC N/A 25267TAN1 767635.00000000 PA USD 710499.47000000 0.097256297010 Long ABS-MBS US Y 2 2051-11-20 Fixed 2.30500000 N N N N N N CACTUS, INC. 549300J3T8C9F8QFKV08 127203107 1614.00000000 NS USD 110817.24000000 0.015169151930 Long EC US N 1 N N N VENTAS, INC. ORQTRC074CWLT3DKHT41 92276F100 5526.00000000 NS USD 354050.82000000 0.048464035739 Long EC US N 1 N N N Unity Software Inc 549300D1ESJMGNQNG432 91332U101 978.00000000 NS USD 23579.58000000 0.003227676772 Long EC US N 1 N N N ROSS STORES, INC. 549300ENZFLPGRDFZQ60 778296103 -2763.00000000 NS USD -427905.81000000 -0.05857363208 Short EC US N 1 N N N ON SEMICONDUCTOR CORPORATION ZV20P4CNJVT8V1ZGJ064 682189105 -942.00000000 NS USD -66995.04000000 -0.00917057617 Short EC US N 1 N N N JBS USA Holding Lux S.a r.l. RB8RC03FUD8DSX57C193 47214BAC2 347000.00000000 PA USD 377975.93000000 0.051739010179 Long DBT NUSS US N 2 2034-03-15 Fixed 6.75000000 N N N N N N ROPER TECHNOLOGIES, INC. 54930003T4SXCIWVXY35 776696106 232.00000000 NS USD 131414.08000000 0.017988538113 Long EC US N 1 N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278X109 4987.00000000 NS USD 885641.33000000 0.121230486259 Long EC US N 1 N N N CUBESMART N/A 229663109 3128.00000000 NS USD 155023.68000000 0.021220324155 Long EC US N 1 N N N ACADIA HEALTHCARE COMPANY, INC. 5493005CW985Y9D0NC11 00404A109 476.00000000 NS USD 19339.88000000 0.002647327961 Long EC US N 1 N N N IDACORP, INC. N134NUJDWN8UEFA8B673 451107106 524.00000000 NS USD 62078.28000000 0.008497548404 Long EC US N 1 N N N N/A N/A N/A 8.00000000 NC USD 736646.40000000 0.100835403958 N/A DCO US N 1 NY HARB ULSD FUT JAN25 N/A Long Heating Oil Heating Oil Future Jan 2025 2025-01-03 756944.65000000 USD -20298.25000000 N N N Amer Sports, Inc 391200YCSWTRD1J21867 G0260P102 -1374.00000000 NS USD -36177.42000000 -0.00495212460 Short EC US N 1 N N N PAGAYA AI DEBT SELECTION TRUST N/A 69547XAA0 335191.94240000 PA USD 337014.78000000 0.046132067544 Long ABS-MBS US Y 2 2031-10-15 Fixed 6.25800000 N N N N N N CROWN HOLDINGS, INC. NYLWZIOY8PUNIT4JOE22 228368106 -994.00000000 NS USD -91537.46000000 -0.01253005072 Short EC US N 1 N N N MP MATERIALS CORP 89450063PHPS61USMT84 553368101 -1814.00000000 NS USD -38220.98000000 -0.00523185609 Short EC US N 1 N N N GERON CORPORATION 549300T282D7Z2YESL90 374163103 6774.00000000 NS USD 27908.88000000 0.003820290425 Long EC US N 1 N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBA0 596000.00000000 PA USD 577231.33000000 0.079013966997 Long DBT CORP US N 2 2027-03-15 Fixed 3.75500000 N N N N N N ALPHA METALLURGICAL RESOURCES, INC. N/A 020764106 -129.00000000 NS USD -31678.53000000 -0.00433629672 Short EC US N 1 N N N MERIT MEDICAL SYSTEMS, INC. 549300OYTY138SP2CE83 589889104 277.00000000 NS USD 28780.30000000 0.003939574233 Long EC US N 1 N N N N/A N/A N/A 55.00000000 NC USD 6507187.50000000 0.890732487389 N/A DCO US N 1 COFFEE 'C' FUTURE MAY25 N/A Long Coffee Coffee C Future May 2025 2025-05-22 5543918.79000000 USD 963268.71000000 N N N RPC, INC. 549300ZDXAFBC3SB4918 749660106 4932.00000000 NS USD 31762.08000000 0.004347733413 Long EC US N 1 N N N Dyne Therapeutics Inc N/A 26818M108 769.00000000 NS USD 23539.09000000 0.003222134322 Long EC US N 1 N N N HOWARD HUGHES HOLDINGS INC. N/A 44267T102 469.00000000 NS USD 40681.06000000 0.005568602681 Long EC US N 1 N N N FORTREA HOLDINGS INC. 5493000FIVFABOVCDU97 34965K107 800.00000000 NS USD 16840.00000000 0.002305133375 Long EC US N 1 N N N OPENDOOR TECHNOLOGIES INC. 254900KX11YZ4HV5BQ47 683712103 9235.00000000 NS USD 21609.90000000 0.002958058297 Long EC US N 1 N N N ADDUS HOMECARE CORPORATION 52990090ZT33AKPDBX62 006739106 242.00000000 NS USD 29727.28000000 0.004069201026 Long EC US N 1 N N N BFLD TRUST N/A 05554BAA2 1065000.00000000 PA USD 1064336.19000000 0.145691025798 Long ABS-MBS US Y 2 2038-06-15 Floating 6.32448000 N N N N N N COGENT COMMUNICATIONS HOLDINGS, INC. N/A 19239V302 796.00000000 NS USD 65423.24000000 0.008955421262 Long EC US N 1 N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 26614N102 -3083.00000000 NS USD -257707.97000000 -0.03527620206 Short EC US N 1 N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456B101 51576.00000000 NS USD 1458053.52000000 0.199584788146 Long EC US N 1 N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331107 1661.00000000 NS USD 208920.58000000 0.028597969228 Long EC US N 1 N N N Government National Mortgage Association N/A 38380GHH0 543897.93000000 PA USD 74796.19000000 0.010238431944 Long DBT USGA US N 2 2047-08-20 Floating 1.47935160 N N N N N N HANESBRANDS INC. GX5LWVWZLL5S4W1L2F20 410345102 -11711.00000000 NS USD -101885.70000000 -0.01394656339 Short EC US N 1 N N N N/A N/A N/A 7.00000000 NC USD 528150.00000000 0.072295498356 N/A DCO US N 1 LIVE CATTLE FUTR FEB25 N/A Long Live Cattle Live Cattle Future(Consolidated) Feb 2025 2025-03-03 523598.05000000 USD 4551.95000000 N N N LAS VEGAS SANDS CORP. 549300DUOO1KXOHPM605 517834107 -4756.00000000 NS USD -252353.36000000 -0.03454323946 Short EC US N 1 N N N Syndax Pharmaceuticals Inc 529900OF94TRHKZVBS87 87164F105 134.00000000 NS USD 2240.48000000 0.000306686771 Long EC US N 1 N N N INARI MEDICAL, INC. 254900K1GAHHPGQGTS83 45332Y109 571.00000000 NS USD 29646.32000000 0.004058118865 Long EC US N 1 N N N TELEFLEX INCORPORATED UUL85LWXB4NGSWWXIQ25 879369106 341.00000000 NS USD 65761.85000000 0.009001771691 Long EC US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 35563FAA9 51084.23140000 PA USD 50819.05000000 0.006956335408 Long DBT USGA US Y 2 2051-01-25 Floating 6.73403040 N N N N N N Hims & Hers Health Inc N/A 433000106 1212.00000000 NS USD 39050.64000000 0.005345423610 Long EC US N 1 N N N IDEAYA Biosciences Inc 549300ULW08F62IJML11 45166A102 1035.00000000 NS USD 28317.60000000 0.003876237819 Long EC US N 1 N N N N/A N/A N/A 7.00000000 NC USD 283780.00000000 0.038845056373 N/A DCO US N 1 LEAN HOGS FUTURE JUL25 N/A Long Hogs LEAN HOGS FUTURE(Consolidated) Jul 2025 2025-07-18 278044.96000000 USD 5735.04000000 N N N CENTERPOINT ENERGY, INC. 21TPXMRRHFKOBHDC8J74 15189T107 4409.00000000 NS USD 143821.58000000 0.019686931365 Long EC US N 1 N N N INTERPARFUMS INC N/A 458334109 259.00000000 NS USD 35653.94000000 0.004880468353 Long EC US N 1 N N N Inspire Medical Systems Inc 549300XQQCQ7HCJKTW25 457730109 203.00000000 NS USD 39130.28000000 0.005356325084 Long EC US N 1 N N N UNICREDIT, SOCIETA PER AZIONI 549300TRUWO2CD2G5692 904678AU3 421000.00000000 PA USD 411802.05000000 0.056369278479 Long DBT NUSS IT N 2 2026-09-22 Fixed 2.56900000 N N N N N N N/A N/A N/A 8.00000000 NC USD 946500.00000000 0.129561089074 N/A DCO US N 1 COFFEE 'C' FUTURE MAY25 N/A Long Coffee Coffee C Future May 2025 2025-05-22 752148.02000000 USD 194351.98000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 5145000.00000000 NC USD 429468.88000000 0.058787591987 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2029-06-04 442423.75000000 USD 0.00000000 USD -5145000.00000000 USD -12954.87000000 N N N INDEPENDENCE REALTY TRUST, INC 549300Z3L8NU44NQEB29 45378A106 2888.00000000 NS USD 63073.92000000 0.008633835993 Long EC US N 1 N N N SKYWORKS SOLUTIONS, INC. 549300WZ3ORQ2BVKBD96 83088M102 -374.00000000 NS USD -32758.66000000 -0.00448414967 Short EC US N 1 N N N GROCERY OUTLET HOLDING CORP. N/A 39874R101 2231.00000000 NS USD 46851.00000000 0.006413171245 Long EC US N 1 N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AL4 294000.00000000 PA USD 279217.67000000 0.038220544547 Long DBT NUSS MX N 2 2029-05-15 Fixed 4.68800000 N N N N N N AUTODESK, INC. FRKKVKAIQEF3FCSTPG55 052769106 513.00000000 NS USD 149744.70000000 0.020497714120 Long EC US N 1 N N N SentinelOne Inc 984500DCD44DBF954221 81730H109 1366.00000000 NS USD 38179.70000000 0.005226205507 Long EC US N 1 N N N MOTOROLA SOLUTIONS, INC. 6S552MUG6KGJVEBSEC55 620076307 -293.00000000 NS USD -146412.10000000 -0.02004153315 Short EC US N 1 N N N CONNECTICUT AVENUE SECURITIES N/A 20754LAB5 1007763.00000000 PA USD 1020957.44000000 0.139753151426 Long ABS-MBS US Y 2 2041-12-25 Floating 6.63402960 N N N N N N N/A N/A N/A 14.00000000 NC USD 985880.00000000 0.134951596932 N/A DCO GB N 1 BRENT CRUDE FUTR SEP25 N/A Long Crude Oil BRENT CRUDE OIL(ICE) Sep 2025 2025-08-03 1003057.53000000 USD -17177.53000000 N N N N/A N/A N/A 44.00000000 NC USD 1322200.00000000 0.180988559931 N/A DCO US N 1 NATURAL GAS FUTR MAY25 N/A Long Natural Gas Natural Gas Future May 2025 2025-05-01 1259779.64000000 USD 62420.36000000 N N N POLARIS INC. 549300QJSN8UVWN1EI78 731068102 -1656.00000000 NS USD -114264.00000000 -0.01564095962 Short EC US N 1 N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222105 -1675.00000000 NS USD -292639.25000000 -0.04005774953 Short EC US N 1 N N N N/A N/A N/A 10.00000000 NC USD 2743400.00000000 0.375528675930 N/A DCO US N 1 GOLD 100 OZ FUTR AUG25 N/A Long Gold GOLD 100 OZ FUTR Aug 2025 2025-08-30 2727777.87000000 USD 15622.13000000 N N N N/A N/A N/A 3.00000000 NC USD 290002.86000000 0.039696868860 N/A DCO GB N 1 LME NICKEL FUTURE MAY25 N/A Long Nickel Nickel Composite Commodity Future May 2025 2025-05-22 292772.37000000 USD -2769.51000000 N N N ZEBRA TECHNOLOGIES CORPORATION PO0I32GKZ3HZMMDPZZ08 989207105 -72.00000000 NS USD -29304.00000000 -0.00401126059 Short EC US N 1 N N N DYNATRACE, INC. N/A 268150109 1454.00000000 NS USD 81700.26000000 0.011183491456 Long EC US N 1 N N N DIVERSIFIED ENERGY COMPANY PLC 213800YR9TFRVHPGOS67 G2891G204 2631.00000000 NS USD 43043.16000000 0.005891937334 Long EC US N 1 N N N MARLETTE FUNDING TRUST N/A 57108VAA0 221193.85490000 PA USD 222139.57000000 0.030407442805 Long ABS-MBS US Y 2 2034-07-17 Fixed 5.95000000 N N N N N N THE GOODYEAR TIRE & RUBBER COMPANY 5493002BI0S2ZQUY3437 382550101 -15163.00000000 NS USD -162850.62000000 -0.02229171017 Short EC US N 1 N N N WYNDHAM HOTELS & RESORTS, INC. 549300FE3MQ4RVXXC673 98311A105 -992.00000000 NS USD -97394.56000000 -0.01333179636 Short EC US N 1 N N N AKAMAI TECHNOLOGIES, INC. OC1LZNN2LF5WTJ5RIL89 00971T101 269.00000000 NS USD 25291.38000000 0.003461995496 Long EC US N 1 N N N DEUTSCHE BANK AG (NEW YORK BRANCH) N/A 251526CE7 330000.00000000 PA USD 320862.77000000 0.043921109270 Long DBT NUSS DE N 2 2026-11-24 Fixed 2.12900000 N N N N N N CHAMPIONX CORPORATION 549300EP2909K6DYYP38 15872M104 4943.00000000 NS USD 152985.85000000 0.020941377009 Long EC US N 1 N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133EN6L9 1900000.00000000 PA USD 1900454.20000000 0.260142541879 Long DBT USGA US N 2 2025-01-23 Floating 4.74000120 N N N N N N JBG SMITH PROPERTIES N/A 46590V100 2091.00000000 NS USD 35735.19000000 0.004891590210 Long EC US N 1 N N N LAMAR ADVERTISING COMPANY 529900Y8WW4MKVPTB543 512816109 1149.00000000 NS USD 153988.98000000 0.021078689861 Long EC US N 1 N N N ONTO INNOVATION INC. 254900RXZVN73CHOO062 683344105 -151.00000000 NS USD -24791.18000000 -0.00339352591 Short EC US N 1 N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441C204 5878.00000000 NS USD 688019.90000000 0.094179194452 Long EC US N 1 N N N Vizio Holding Corp N/A 92858V101 -3540.00000000 NS USD -40320.60000000 -0.00551926132 Short EC US N 1 N N N REPLIGEN CORPORATION 54930006QJ0T5AUO1E71 759916109 352.00000000 NS USD 52990.08000000 0.007253515557 Long EC US N 1 N N N TECHNIPFMC PLC 549300D5I93QWCJTCK36 G87110105 10890.00000000 NS USD 341619.30000000 0.046762354524 Long EC US N 1 N N N MYRIAD GENETICS, INC. 52990044IHUOUMETT163 62855J104 1136.00000000 NS USD 18482.72000000 0.002529996124 Long EC US N 1 N N N CLOUDFLARE, INC. 5493007DY18BGNLDWU14 18915M107 874.00000000 NS USD 87251.42000000 0.011943358688 Long EC US N 1 N N N SCORPIO TANKERS INC. 549300NVJUH16NXG8K87 Y7542C130 1208.00000000 NS USD 61197.28000000 0.008376953243 Long EC US N 1 N N N FORMULA ONE GROUP 549300ZKUTPIBZLWLL89 531229755 1205.00000000 NS USD 106473.80000000 0.014574602732 Long EC US N 1 N N N N/A N/A N/A 132.00000000 NC USD 3884760.00000000 0.531763060110 N/A DCO US N 1 NATURAL GAS FUTR MAR25 N/A Long Natural Gas Natural Gas Future Mar 2025 2025-03-01 3733717.46000000 USD 151042.54000000 N N N FIVE BELOW, INC. 529900AAXP5Z6BGI7418 33829M101 -567.00000000 NS USD -52560.90000000 -0.00719476750 Short EC US N 1 N N N CIENA CORPORATION W0CZ7N0GH8UIGXDM1H41 171779309 -329.00000000 NS USD -22937.88000000 -0.00313983804 Short EC US N 1 N N N ROCHE HOLDINGS, INC. PVJRP0EQNV6OGDPZGY95 771196CP5 561000.00000000 PA USD 554682.98000000 0.075927449529 Long DBT CORP US N 2 2029-09-09 Fixed 4.20300000 N N N N N N UDR, INC. P3CH2EG5X6Z1XWU1OO74 902653104 4564.00000000 NS USD 209305.04000000 0.028650595806 Long EC US N 1 N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824100 11411.00000000 NS USD 1355284.47000000 0.185517307912 Long EC US N 1 N N N N/A N/A N/A 16.00000000 NC USD 445600.00000000 0.060995690746 N/A DCO US N 1 WHEAT FUTURE(CBT) MAY25 N/A Long Wheat Wheat Future (CBT) May 2025 2025-05-17 485961.26000000 USD -40361.26000000 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KNS4 635266.00000000 PA USD 643187.07000000 0.088042279205 Long DBT USGA US Y 2 2041-12-25 Floating 7.08402960 N N N N N N DATADOG, INC. 549300F6JNO0KRPO1K63 23804L103 758.00000000 NS USD 115784.50000000 0.015849092359 Long EC US N 1 N N N INTELLIA THERAPEUTICS, INC. 5493002T5BCPE5DZC723 45826J105 1368.00000000 NS USD 21368.16000000 0.002924967861 Long EC US N 1 N N N PURE STORAGE, INC. 549300NPDB0BZTK3WO90 74624M102 -588.00000000 NS USD -31158.12000000 -0.00426506070 Short EC US N 1 N N N APTARGROUP, INC. VNPEQDQFAA7IY1T2PX43 038336103 -460.00000000 NS USD -79561.60000000 -0.01089074225 Short EC US N 1 N N N N/A N/A N/A 26.00000000 NC USD 1754480.00000000 0.240160950406 N/A DCO US N 1 WTI CRUDE FUTURE MAR25 N/A Long Crude Oil WTI Crude Oil Future (NYM Consolidated) Mar 2025 2025-02-23 1779128.39000000 USD -24648.39000000 N N N ALKERMES PUBLIC LIMITED COMPANY N/A G01767105 1229.00000000 NS USD 35665.58000000 0.004882061687 Long EC US N 1 N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216100 67208.00000000 NS USD 4306688.64000000 0.589518510834 Long EC US N 1 N N N COUPANG, INC. 549300XR4L1D80AK4W76 22266T109 -10048.00000000 NS USD -254817.28000000 -0.03488051168 Short EC US N 1 N N N SMURFIT WESTROCK PUBLIC LIMITED COMPANY 635400EGSEOPDW2EXS14 G8267P108 -3474.00000000 NS USD -191139.48000000 -0.02616401393 Short EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912797MP9 11596100.00000000 PA USD 11574159.25000000 1.584321899160 Long DBT UST US N 2 2024-12-17 None 0.00000000 N N N N N N STAAR SURGICAL COMPANY 5299006LRHI7OJ8BY308 852312305 652.00000000 NS USD 18973.20000000 0.002597135187 Long EC US N 1 N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RHD9 485000.00000000 PA USD 492666.40000000 0.067438346893 Long ABS-MBS US Y 2 2028-04-20 Fixed 6.12000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797LQ8 4000000.00000000 PA USD 3991403.68000000 0.546360916764 Long DBT UST US N 2 2024-12-19 None 0.00000000 N N N N N N CORCEPT THERAPEUTICS INCORPORATED 529900EO9LUTFMZ7FF90 218352102 959.00000000 NS USD 55315.12000000 0.007571777273 Long EC US N 1 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DB2 606000.00000000 PA USD 619955.11000000 0.084862186190 Long DBT CORP US N 2 2033-02-15 Fixed 5.37500000 N N N N N N ENERGY FUELS INCORPORATED 529900P0GCATXMGK8I62 292671708 6451.00000000 NS USD 46834.26000000 0.006410879800 Long EC US N 1 N N N HERBALIFE LTD. 549300BA7TYPBSZZIA41 G4412G101 2495.00000000 NS USD 19386.15000000 0.002653661602 Long EC US N 1 N N N UIPATH, INC. 5493000YP61KBELDHT53 90364P105 2002.00000000 NS USD 28448.42000000 0.003894145037 Long EC US N 1 N N N MGP INGREDIENTS, INC. 2549006OMHFVZ4MS8538 55303J106 315.00000000 NS USD 14578.20000000 0.001995528229 Long EC US N 1 N N N DISH DBS Corporation N/A 25470XBE4 920000.00000000 PA USD 845709.92000000 0.115764498971 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N HF SINCLAIR CORPORATION N/A 403949100 4051.00000000 NS USD 165807.43000000 0.022696451354 Long EC US N 1 N N N ZIMMER BIOMET HOLDINGS, INC. 2P2YLDVPES3BXQ1FRB91 98956P102 1285.00000000 NS USD 144048.50000000 0.019717993174 Long EC US N 1 N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687HAE3 97922.58440000 PA USD 94727.46000000 0.012966711973 Long ABS-MBS US N 2 2028-09-11 Fixed 2.30000000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KL31 528668.44730000 PA USD 536531.70000000 0.073442822372 Long DBT USGA US N 2 2052-03-25 Floating 7.23403080 N N N N N N FABRINET 5493004TETZ6IYF7CV44 G3323L100 -148.00000000 NS USD -34717.84000000 -0.00475233086 Short EC US N 1 N N N APPLOVIN CORPORATION 549300LLVXMUAOL3SQ07 03831W108 565.00000000 NS USD 190263.75000000 0.026044140160 Long EC US N 1 N N N THE CHEESECAKE FACTORY INCORPORATED 529900872XMLK10SY247 163072101 -1043.00000000 NS USD -52817.52000000 -0.00722989478 Short EC US N 1 N N N STONERIDGE, INC. PNBCIH9LE7WI83VJIF08 86183P102 -1344.00000000 NS USD -9219.84000000 -0.00126205231 Short EC US N 1 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAL5 142000.00000000 PA USD 134450.46000000 0.018404171182 Long DBT CORP US N 2 2026-09-20 Fixed 1.95000000 N N N N N N TENET HEALTHCARE CORPORATION 0W9AIBT6U6ADJ2I8HK17 88033G407 673.00000000 NS USD 96023.64000000 0.013144138801 Long EC US N 1 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AW9 323000.00000000 PA USD 368515.86000000 0.050444074128 Long DBT NUSS GB N 2 2033-11-15 Fixed 7.95300000 N N N N N N ECHOSTAR CORPORATION 549300EE20907QZ9GT38 278768106 -2103.00000000 NS USD -53184.87000000 -0.00728017927 Short EC US N 1 N N N Seadrill Limited 213800EQ6L456U2JCO89 G7997W102 2025.00000000 NS USD 82296.00000000 0.011265038971 Long EC US N 1 N N N CARGILL, INCORPORATED QXZYQNMR4JZ5RIRN4T31 141781BZ6 210000.00000000 PA USD 213661.58000000 0.029246938191 Long DBT CORP US N 2 2032-10-11 Fixed 5.12500000 N N N N N N TERADYNE, INC. C3X4YJ278QNZHRJULN75 880770102 -212.00000000 NS USD -23320.00000000 -0.00319214431 Short EC US N 1 N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932107 4461.00000000 NS USD 189815.55000000 0.025982788569 Long EC US N 1 N N N PRINCIPAL LIFE GLOBAL FUNDING II 635400WSLKBQWSOIIT41 74256LEY1 439000.00000000 PA USD 444975.51000000 0.060910207804 Long DBT CORP US N 2 2029-01-25 Fixed 5.10000000 N N N N N N M.D.C. HOLDINGS, INC. 5299005FV4VNV75R8R35 552676AQ1 340000.00000000 PA USD 354085.83000000 0.048468828062 Long DBT CORP US N 2 2043-01-15 Fixed 6.00000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 345340AD5 510000.00000000 PA USD 487901.65000000 0.066786126925 Long ABS-MBS US Y 2 2033-10-17 Fixed 2.31000000 N N N N N N Banco Bilbao Vizcaya Argentaria, S.A. K8MS7FD7N5Z2WQ51AZ71 05946KAQ4 200000.00000000 PA USD 203557.31000000 0.027863821207 Long DBT NUSS ES N 2 2029-03-13 Fixed 5.38100000 N N N N N N HARLEY-DAVIDSON FINANCIAL SERVICES, INC. RLUFFFFW4GRYU77BTS24 41283LBA2 634000.00000000 PA USD 602159.86000000 0.082426293987 Long DBT CORP US N 2 2027-02-14 Fixed 3.05000000 N N N N N N RED ROCK RESORTS, INC. N/A 75700L108 -667.00000000 NS USD -33410.03000000 -0.00457331206 Short EC US N 1 N N N Veracyte Inc 529900ESWZRHXOW27Z37 92337F107 1021.00000000 NS USD 43851.95000000 0.006002648071 Long EC US N 1 N N N ARDMORE SHIPPING CORPORATION 549300J8HD7K6BHD8O28 Y0207T100 1704.00000000 NS USD 19016.64000000 0.002603081446 Long EC US N 1 N N N Garmin Ltd. 2549001E0HIPIJQ0W046 H2906T109 -4355.00000000 NS USD -925873.00000000 -0.12673757445 Short EC US N 1 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 CD1567100 16850000.00000000 NC USD -258404.19000000 -0.03537150372 N/A DCR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Y 2029-12-20 0.00000000 USD -276291.19000000 USD 16850000.00000000 USD 17887.00000000 N N N NOBLE CORPORATION PLC 549300I3HBUNXO0OG954 G65431127 3639.00000000 NS USD 121797.33000000 0.016672155014 Long EC US N 1 N N N ULTA BEAUTY, INC. 529900CIV6HN8M28YM82 90384S303 -433.00000000 NS USD -167415.12000000 -0.02291651904 Short EC US N 1 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DP1 708000.00000000 PA USD 713085.93000000 0.097610343047 Long DBT CORP US N 2 2028-02-16 Fixed 5.09800000 N N N N N N N/A N/A N/A 10.00000000 NC USD 2701900.00000000 0.369847973133 N/A DCO US N 1 GOLD 100 OZ FUTR APR25 N/A Long Gold GOLD 100 OZ FUTR Apr 2025 2025-05-01 2527222.23000000 USD 174677.77000000 N N N United States of America 254900HROIFWPRGM1V77 912797LY1 9000000.00000000 PA USD 8949529.71000000 1.225051046946 Long DBT UST US N 2 2025-01-16 None 0.00000000 N N N N N N Olin Corporation 549300GKK294V7W57P06 680665205 -1146.00000000 NS USD -48808.14000000 -0.00668107318 Short EC US N 1 N N N Transocean Ltd. 529900QO4W5DQGBGEF32 H8817H100 19394.00000000 NS USD 85333.60000000 0.011680839039 Long EC US N 1 N N N N/A N/A N/A 12.00000000 NC USD 1131000.00000000 0.154816261747 N/A DCO US N 1 COCOA FUTURE MAR25 N/A Long Cocoa Cocoa Future Mar 2025 2025-03-17 982079.91000000 USD 148920.09000000 N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324P102 5999.00000000 NS USD 3660589.80000000 0.501077655725 Long EC US N 1 N N N SJW GROUP N/A 784305104 622.00000000 NS USD 34657.84000000 0.004744117797 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912797MJ3 9000000.00000000 PA USD 8927399.97000000 1.222021830659 Long DBT UST US N 2 2025-02-06 None 0.00000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AU3 805000.00000000 PA USD 806278.34000000 0.110366930615 Long DBT NUSS GB N 2 2171-12-27 Fixed 7.50000000 N N N Y Y LLOYDS BANKING GROUP PLC GBP XXXX N N N N/A N/A N/A -9.00000000 NC USD -326700.00000000 -0.04472013502 N/A DCO US N 1 LEAN HOGS FUTURE APR25 N/A Short Hogs LEAN HOGS FUTURE(Consolidated) Apr 2025 2025-04-17 -316890.06000000 USD -9809.94000000 N N N AMERICAN EAGLE OUTFITTERS, INC. 5299001Z9HXK01DHW793 02553E106 -936.00000000 NS USD -18008.64000000 -0.00246510196 Short EC US N 1 N N N LIGHT & WONDER, INC. 529900JXALYBOHXKFM62 80874P109 -1276.00000000 NS USD -121271.04000000 -0.01660011412 Short EC US N 1 N N N N/A N/A N/A 6.00000000 NC USD 527965.20000000 0.072270202118 N/A DCO US N 1 GASOLINE RBOB FUT JUL25 N/A Long Unleaded Gas RBOB Unleaded Gasoline Future (Consolidated) Jul 2025 2025-07-03 554648.51000000 USD -26683.31000000 N N N FOUR CORNERS PROPERTY TRUST, INC. 549300SVTPZPBDVNER42 35086T109 1127.00000000 NS USD 33483.17000000 0.004583323793 Long EC US N 1 N N N PALO ALTO NETWORKS, INC. 549300QXR2YVZV231H43 697435105 663.00000000 NS USD 257124.66000000 0.035196356024 Long EC US N 1 N N N THE WENDY'S COMPANY 529900M0JIUCMWVKHG76 95058W100 -3296.00000000 NS USD -60514.56000000 -0.00828349952 Short EC US N 1 N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CY9 167000.00000000 PA USD 166282.19000000 0.022761438594 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N ANTERO RESOURCES CORPORATION APVBKPOULHUX7YZLKU17 03674X106 9287.00000000 NS USD 303592.03000000 0.041557014306 Long EC US N 1 N N N CAL-MAINE FOODS, INC. 549300NHE5WMIEIEMF53 128030202 723.00000000 NS USD 70572.03000000 0.009660210316 Long EC US N 1 N N N Viking Therapeutics Inc 529900IVC72YPFA25M37 92686J106 743.00000000 NS USD 39334.42000000 0.005384268667 Long EC US N 1 N N N ORMAT TECHNOLOGIES, INC. 5493000TSHHWY24VHM09 686688102 828.00000000 NS USD 67581.36000000 0.009250834234 Long EC US N 1 N N N N/A N/A N/A 16.00000000 NC USD 406752.00000000 0.055678005391 N/A DCO US N 1 SOYBEAN OIL FUTR MAY25 N/A Long Soybean Oil Soybean Oil Future May 2025 2025-05-17 392841.68000000 USD 13910.32000000 N N N HELIX ENERGY SOLUTIONS GROUP, INC. 416AP2JOUTCWEGSOZW41 42330P107 5206.00000000 NS USD 55652.14000000 0.007617910055 Long EC US N 1 N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FCA7 143000.00000000 PA USD 140995.75000000 0.019300119307 Long DBT CORP US N 2 2028-02-15 Fixed 4.15000000 N N N N N N AXALTA COATING SYSTEMS LTD. 529900AGLPA40GV6H619 G0750C108 -1499.00000000 NS USD -60649.54000000 -0.00830197617 Short EC US N 1 N N N THE J. M. SMUCKER COMPANY 5493000WDH6A0LHDJD55 832696405 1709.00000000 NS USD 201303.11000000 0.027555256382 Long EC US N 1 N N N PRESTIGE CONSUMER HEALTHCARE INC. N/A 74112D101 385.00000000 NS USD 32636.45000000 0.004467421030 Long EC US N 1 N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579ECH8 399000.00000000 PA USD 364921.56000000 0.049952070512 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N INTUITIVE SURGICAL, INC. 54930052SRG011710797 46120E602 2403.00000000 NS USD 1302426.00000000 0.178281807711 Long EC US N 1 N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081103 37013.00000000 NS USD 970110.73000000 0.132793029796 Long EC US N 1 N N N TIDEWATER INC. 2549000JA5GRUPLMUH98 88642R109 1266.00000000 NS USD 65477.52000000 0.008962851348 Long EC US N 1 N N N AMERICAN HOMES 4 RENT 549300ZJUO7A58PNUW40 02665T306 4555.00000000 NS USD 174410.95000000 0.023874139068 Long EC US N 1 N N N PACKAGING CORPORATION OF AMERICA 549300XZP8MFZFY8TJ84 695156109 -576.00000000 NS USD -143337.60000000 -0.01962068205 Short EC US N 1 N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135B101 3235.00000000 NS USD 194100.00000000 0.026569262957 Long EC US N 1 N N N BEAZER HOMES USA, INC. 549300DUPYT2T0F60I45 07556Q881 -555.00000000 NS USD -19397.25000000 -0.00265518101 Short EC US N 1 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KPU7 262821.67720000 PA USD 262659.33000000 0.035953966033 Long DBT USGA US Y 2 2042-01-25 Floating 5.73402960 N N N N N N SpringWorks Therapeutics Inc N/A 85205L107 519.00000000 NS USD 21528.12000000 0.002946863891 Long EC US N 1 N N N BEST BUY CO., INC. HL5XPTVRV0O8TUN5LL90 086516101 -1843.00000000 NS USD -165870.00000000 -0.02270501621 Short EC US N 1 N N N CALIFORNIA WATER SERVICE GROUP 529900QABDOBU6UVRQ36 130788102 479.00000000 NS USD 24520.01000000 0.003356406972 Long EC US N 1 N N N POOL CORPORATION 5493005VZK1KMN6CO617 73278L105 -353.00000000 NS USD -133112.77000000 -0.01822106228 Short EC US N 1 N N N AGREE REALTY CORPORATION 98450090H010B37OEB68 008492100 1623.00000000 NS USD 124646.40000000 0.017062148265 Long EC US N 1 N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457100 32344.00000000 NS USD 1892770.88000000 0.259090815194 Long EC US N 1 N N N BURLINGTON STORES, INC. 5299003Z37DVGKKC1W09 122017106 -557.00000000 NS USD -157007.16000000 -0.02149183163 Short EC US N 1 N N N LME ZINC FUTURE JUL25 N/A N/A 10.00000000 NC USD 773345.00000000 0.105858869974 N/A DCO GB N 1 LME ZINC FUTURE JUL25 N/A Long N/A N/A 2025-07-17 752728.30000000 USD 20616.70000000 N N N N/A N/A N/A 13.00000000 NC USD 480545.00000000 0.065779116269 N/A DCO US N 1 COTTON NO.2 FUTR JUL25 N/A Long Cotton Cotton No. 2 Future Jul 2025 2025-07-12 487671.35000000 USD -7126.35000000 N N N LTC PROPERTIES, INC. 549300NRZP8IJG2KY677 502175102 630.00000000 NS USD 24311.70000000 0.003327892582 Long EC US N 1 N N N CONNECTICUT AVENUE SECURITIES N/A 20753ACJ1 841089.63500000 PA USD 857702.00000000 0.117406027703 Long ABS-MBS US Y 2 2043-04-25 Floating 7.23403080 N N N N N N CAVCO INDUSTRIES, INC. N/A 149568107 -261.00000000 NS USD -134284.50000000 -0.01838145384 Short EC US N 1 N N N PAGAYA AI DEBT SELECTION TRUST N/A 69546PAA8 33798.67870000 PA USD 33822.50000000 0.004629772778 Long ABS-MBS US Y 2 2031-04-15 Fixed 7.17900000 N N N N N N MARLETTE FUNDING TRUST N/A 57109RAB6 1350000.00000000 PA USD 1356549.66000000 0.185690492692 Long ABS-MBS US Y 2 2033-09-15 Fixed 6.71000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135106 -27692.00000000 NS USD -5756889.88000000 -0.78802844430 Short EC US N 1 N N N N/A N/A N/A 88.00000000 NC USD 2203872.00000000 0.301675706816 N/A DCO US N 1 SOYBEAN OIL FUTR JAN25 N/A Long Soybean Oil Soybean Oil Future Jan 2025 2025-01-17 2428711.35000000 USD -224839.35000000 N N N QUIDELORTHO CORPORATION 549300YU8CMO9HF53113 219798105 663.00000000 NS USD 27183.00000000 0.003720928773 Long EC US N 1 N N N SERVICE CORPORATION INTERNATIONAL 549300RKVM2ME20JHZ15 817565104 -1929.00000000 NS USD -170890.11000000 -0.02339219098 Short EC US N 1 N N N ASPEN TECHNOLOGY, INC. 254900545H80W6GA2J08 29109X106 137.00000000 NS USD 34250.00000000 0.004688290861 Long EC US N 1 N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 742718109 40713.00000000 NS USD 7298212.38000000 0.999011457212 Long EC US N 1 N N N BIO-RAD LABORATORIES, INC. 549300ZC1GPV35XYDK53 090572207 109.00000000 NS USD 37117.77000000 0.005080843851 Long EC US N 1 N N N NORDIC AMERICAN TANKERS LIMITED 213800W4T8AMPKIPIU94 G65773106 8650.00000000 NS USD 23182.00000000 0.003173254270 Long EC US N 1 N N N GSF (Grant Street Funding) N/A 36261CAC5 657000.00000000 PA USD 644684.47000000 0.088247249913 Long DBT USGA US N 2 2026-08-17 Fixed 2.43510000 N N N N N N N/A N/A N/A 12.00000000 NC USD 1098014.40000000 0.150301047526 N/A DCO US N 1 NY HARB ULSD FUT MAR25 N/A Long Heating Oil Heating Oil Future Mar 2025 2025-03-03 1137687.53000000 USD -39673.13000000 N N N PENN Entertainment, Inc. N/A 707569109 -2204.00000000 NS USD -47584.36000000 -0.00651355679 Short EC US N 1 N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 22160K105 7663.00000000 NS USD 7447516.44000000 1.019448854589 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CKJ9 1000000.00000000 PA USD 1007656.25000000 0.137932425951 Long SN UST US N 2 2027-04-15 Fixed 4.50000000 N N N N N N GRAND CANYON EDUCATION, INC. 529900XFER799IYOSW74 38526M106 -480.00000000 NS USD -79003.20000000 -0.01081430600 Short EC US N 1 N N N SOUTHWEST GAS HOLDINGS, INC. 254900LKF9EV0CUKNE09 844895102 639.00000000 NS USD 49944.24000000 0.006836587561 Long EC US N 1 N N N Protagonist Therapeutics Inc N/A 74366E102 750.00000000 NS USD 32850.00000000 0.004496652695 Long EC US N 1 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCD7 231000.00000000 PA USD 255646.43000000 0.034994009391 Long DBT NUSS IT N 2 2033-11-28 Fixed 7.20000000 N N N N N N N/A N/A N/A 10.00000000 NC USD 797496.00000000 0.109164765232 N/A DCO US N 1 GASOLINE RBOB FUT JAN25 N/A Long Unleaded Gas RBOB Unleaded Gasoline Future (Consolidated) Jan 2025 2025-01-03 837833.75000000 USD -40337.75000000 N N N BROOKFIELD RENEWABLE CORPORATION N/A 11284V105 1331.00000000 NS USD 42485.52000000 0.005815605114 Long EC US N 1 N N N MICROSTRATEGY INCORPORATED 549300WQTWEJUEHXQX21 594972408 330.00000000 NS USD 127865.10000000 0.017502738098 Long EC US N 1 N N N AMCOR PLC 549300GSODGFCDQ3DI89 G0250X107 -10682.00000000 NS USD -113656.48000000 -0.01555779960 Short EC US N 1 N N N ARISTA NETWORKS, INC. 635400H1WKBLOQERUU95 040413106 -511.00000000 NS USD -207374.02000000 -0.02838626928 Short EC US N 1 N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137107 9620.00000000 NS USD 872149.20000000 0.119383624075 Long EC US N 1 N N N BORGWARNER INC. 549300DSFX2IE88NSX47 099724106 -12156.00000000 NS USD -417193.92000000 -0.05710734139 Short EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CLT6 1000000.00000000 PA USD 1000970.31000000 0.137017225034 Long SN UST US N 2 2026-10-31 Floating 4.66927560 N N N N N N JACK IN THE BOX INC. 5493002OJW26P0SUUP68 466367109 -358.00000000 NS USD -17488.30000000 -0.00239387553 Short EC US N 1 N N N N/A N/A N/A 26.00000000 NC USD 1768000.00000000 0.242011627558 N/A DCO US N 1 WTI CRUDE FUTURE JAN25 N/A Long Crude Oil WTI Crude Oil Future (NYM Consolidated) Jan 2025 2024-12-22 1814415.34000000 USD -46415.34000000 N N N TERRENO REALTY CORPORATION N/A 88146M101 1657.00000000 NS USD 100463.91000000 0.013751942516 Long EC US N 1 N N N THE SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587107 8342.00000000 NS USD 743522.46000000 0.101776629338 Long EC US N 1 N N N NEWMARK GROUP, INC. N/A 65158N102 1146.00000000 NS USD 17740.08000000 0.002428340290 Long EC US N 1 N N N FEDERAL REALTY INVESTMENT TRUST 549300FHEI1SLVZ0RB48 313745101 1076.00000000 NS USD 125515.40000000 0.017181100813 Long EC US N 1 N N N Sunrise Communications AG 213800RS9HRGTWOGCO08 867975104 724.80000000 NS USD 35160.05000000 0.004812862514 Long EC US N 1 N N N BAKER HUGHES COMPANY N/A 05722G100 25919.00000000 NS USD 1139140.05000000 0.155930507645 Long EC US N 1 N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 494368103 5780.00000000 NS USD 805443.00000000 0.110252585597 Long EC US N 1 N N N VAIL RESORTS, INC. 529900PSZHRNU9HKH870 91879Q109 -426.00000000 NS USD -76356.24000000 -0.01045197845 Short EC US N 1 N N N CUSHMAN & WAKEFIELD PLC N/A G2717B108 4153.00000000 NS USD 63540.90000000 0.008697758272 Long EC US N 1 N N N BLOOMIN' BRANDS, INC. E1UJ2GO305B5FXGV7N04 094235108 -1131.00000000 NS USD -15766.14000000 -0.00215813868 Short EC US N 1 N N N HCA HEALTHCARE, INC. 529900PH4ZGUH2MNEU89 40412C101 1223.00000000 NS USD 400190.06000000 0.054779778141 Long EC US N 1 N N N N/A N/A N/A 10.00000000 NC USD 274250.00000000 0.037540547996 N/A DCO US N 1 KC HRW WHEAT FUT MAY25 N/A Long Wheat WHEAT FUTURE(Consolidated) May 2025 2025-05-17 303104.23000000 USD -28854.23000000 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967PE5 73000.00000000 PA USD 77301.96000000 0.010581432778 Long DBT CORP US N 2 2173-02-15 Fixed 7.62500000 N N N N N N IQVIA HOLDINGS INC 549300W3R20NM4KQPH86 46266C105 1474.00000000 NS USD 296038.16000000 0.040523007308 Long EC US N 1 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAU7 535000.00000000 PA USD 526796.70000000 0.072110252692 Long DBT NUSS GB N 2 2033-08-11 Fixed 4.97600000 N N N N N N BREX COMMERCIAL CHARGE CARD MASTER TRUST N/A 05601DAE3 650000.00000000 PA USD 656640.27000000 0.089883812479 Long ABS-MBS US Y 2 2027-07-15 Fixed 6.05000000 N N N N N N N/A N/A N/A 3.00000000 NC USD 282892.86000000 0.038723620742 N/A DCO GB N 1 LME NICKEL FUTURE DEC24 N/A Long Nickel Nickel Composite Commodity Future Dec 2024 2024-12-19 280106.55000000 USD 2786.31000000 N N N AMERICAN WATER WORKS COMPANY, INC. 549300DXHIJQMD5WFW18 030420103 1594.00000000 NS USD 218282.36000000 0.029879450911 Long EC US N 1 N N N TRIMBLE INC. 549300E2MI7NSZFQWS19 896239100 -661.00000000 NS USD -48233.17000000 -0.00660236876 Short EC US N 1 N N N GETTY REALTY CORP. 2549000P1W5SFJWCNP90 374297109 1013.00000000 NS USD 33307.44000000 0.004559269097 Long EC US N 1 N N N CHARTER COMMUNICATIONS, INC. 0J0XRGZE3PBRFEZ7MV65 16119P108 -1107.00000000 NS USD -439440.26000000 -0.06015251840 Short EC US N 1 N N N ARCADIUM LITHIUM PLC 5299008YH4W6QL5DPN51 G0508H110 -11463.00000000 NS USD -60180.75000000 -0.00823780613 Short EC US N 1 N N N THE ENSIGN GROUP, INC. 5493003K4HEEA8Q0BC72 29358P101 457.00000000 NS USD 66817.97000000 0.009146338048 Long EC US N 1 N N N DUKE ENERGY CAROLINAS NC STORM FUNDING LLC N/A 26443KAB1 314000.00000000 PA USD 246004.26000000 0.033674146690 Long DBT CORP US N 2 2041-07-01 Fixed 2.61700000 N N N N N N PERDOCEO EDUCATION CORPORATION 529900X5PCA184O9LY90 71363P106 -1434.00000000 NS USD -39363.30000000 -0.00538822188 Short EC US N 1 N N N THE FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130B3A29 400000.00000000 PA USD 398917.15000000 0.054605536613 Long DBT USGA US N 2 2026-10-09 Fixed 4.00000000 N N N N N N NETFLIX, INC. 549300Y7VHGU0I7CE873 64110L106 2409.00000000 NS USD 2136325.29000000 0.292429615626 Long EC US N 1 N N N CONNECTICUT AVENUE SECURITIES N/A 20755AAB8 1073455.94760000 PA USD 1097863.54000000 0.150280397145 Long ABS-MBS US Y 2 2043-01-25 Floating 7.03402920 N N N N N N VISTRA CORP. 549300KP43CPCUJOOG15 92840MAC6 272000.00000000 PA USD 274584.35000000 0.037586315297 Long DBT CORP US N 2 2173-06-15 Fixed 7.00000000 N N N N N N JABIL INC. 5493000CGCQY2OQU7669 466313103 -150.00000000 NS USD -20374.50000000 -0.00278895130 Short EC US N 1 N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680103 15519.00000000 NS USD 1762958.40000000 0.241321511143 Long EC US N 1 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2R1 47000.00000000 PA USD 40815.22000000 0.005586967093 Long DBT CORP US N 2 2030-11-19 Fixed 2.55000000 N N N N N N WK KELLOGG CO 529900SWC935GFWUJ804 92942W107 2003.00000000 NS USD 41662.40000000 0.005702932823 Long EC US N 1 N N N LEAR CORPORATION 549300UPNBTXA1SYTQ33 521865204 -3060.00000000 NS USD -299390.40000000 -0.04098187668 Short EC US N 1 N N N CONNECTICUT AVENUE SECURITIES N/A 20754BAA9 225212.13280000 PA USD 225354.02000000 0.030847450880 Long ABS-MBS US Y 2 2042-01-25 Floating 5.93403120 N N N N N N D.R. HORTON, INC. 529900ZIUEYVSB8QDD25 23331ABS7 338000.00000000 PA USD 333397.75000000 0.045636952546 Long DBT CORP US N 2 2034-10-15 Fixed 5.00000000 N N N N N N N/A N/A N/A 14.00000000 NC USD 944720.00000000 0.129317434834 N/A DCO US N 1 WTI CRUDE FUTURE MAR25 N/A Long Crude Oil WTI Crude Oil Future (NYM Consolidated) Mar 2025 2025-02-23 1054361.28000000 USD -109641.28000000 N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687KAG1 420000.00000000 PA USD 389285.40000000 0.053287100248 Long ABS-MBS US N 2 2028-09-11 Fixed 2.61000000 N N N N N N THE GAP, INC. T2ZG1WRWZ4BUCMQL9224 364760108 -1464.00000000 NS USD -35502.00000000 -0.00485967013 Short EC US N 1 N N N N/A N/A N/A 27.00000000 NC USD 584550.00000000 0.080015778783 N/A DCO US N 1 CORN FUTURE MAR25 N/A Long Corn Corn Future Mar 2025 2025-03-17 589189.95000000 USD -4639.95000000 N N N United States of America 254900HROIFWPRGM1V77 912797MN4 300000.00000000 PA USD 299698.33000000 0.041024027499 Long DBT UST US N 2 2024-12-10 None 0.00000000 N N N N N N CHASE MORTGAGE REFERENCE NOTES N/A 46591HAC4 87043.41000000 PA USD 87988.27000000 0.012044221961 Long ABS-MBS US Y 2 2047-04-25 Floating 6.80218920 N N N N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813109 3790.00000000 NS USD 127760.90000000 0.017488474743 Long EC US N 1 N N N HILTON DOMESTIC OPERATING COMPANY INC. 5493003EG7H0N1E4XV50 432833AP6 518000.00000000 PA USD 522567.72000000 0.071531371282 Long DBT CORP US N 2 2029-04-01 Fixed 5.87500000 N N N N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00834TAA6 7548.88600000 PA USD 7473.23000000 0.001022968639 Long ABS-MBS US Y 2 2026-11-16 Fixed 1.17000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556H206 -7141.00000000 NS USD -77479.85000000 -0.01060578314 Short EC US N 1 N N N N/A N/A N/A 28.00000000 NC USD 817320.00000000 0.111878361672 N/A DCO US N 1 SOYBEAN MEAL FUTR JAN25 N/A Long Soybean Meal Soybean Meal Future Jan 2025 2025-01-17 875702.12000000 USD -58382.12000000 N N N Capri Holdings Limited 549300LPG8W0H1OX3A26 G1890L107 -3189.00000000 NS USD -74654.49000000 -0.01021903542 Short EC US N 1 N N N FRESH DEL MONTE PRODUCE INC. 529900I72V9F0FEZR228 G36738105 1101.00000000 NS USD 37158.75000000 0.005086453374 Long EC US N 1 N N N COGNEX CORPORATION 549300JQTYZCLC43S226 192422103 -797.00000000 NS USD -31864.06000000 -0.00436169288 Short EC US N 1 N N N Edgewell Personal Care Company 549300CY8QZDL4Z3RU59 28035Q102 606.00000000 NS USD 22167.48000000 0.003034382304 Long EC US N 1 N N N PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED PUSS41EMO3E6XXNV3U28 744573106 3985.00000000 NS USD 375785.50000000 0.051439174472 Long EC US N 1 N N N THE TJX COMPANIES, INC. V167QI9I69W364E2DY52 872540109 -9356.00000000 NS USD -1175955.64000000 -0.16096998776 Short EC US N 1 N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 94106LCB3 573000.00000000 PA USD 571893.73000000 0.078283332798 Long DBT CORP US N 2 2028-03-15 Fixed 4.50000000 N N N N N N BOOT BARN HOLDINGS, INC. 529900QE1BFMYA3N4E71 099406100 -176.00000000 NS USD -24136.64000000 -0.00330392959 Short EC US N 1 N N N ALIGN TECHNOLOGY, INC. 549300N5YSE0U3LCP840 016255101 543.00000000 NS USD 126394.11000000 0.017301382508 Long EC US N 1 N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571903BQ5 277000.00000000 PA USD 281040.69000000 0.038470087554 Long DBT CORP US N 2 2034-05-15 Fixed 5.30000000 N N N N N N N/A N/A N/A 4.00000000 NC USD 211182.00000000 0.028907522359 N/A DCO GB N 1 LME LEAD FUTURE JUL25 N/A Long Lead Lead Composite Commodity Future Jul 2025 2025-07-17 212512.47000000 USD -1330.47000000 N N N United States of America 254900HROIFWPRGM1V77 91282CHV6 1000000.00000000 PA USD 1003847.66000000 0.137411089376 Long SN UST US N 2 2025-08-31 Fixed 5.00000000 N N N N N N Banco Bilbao Vizcaya Argentaria, S.A. K8MS7FD7N5Z2WQ51AZ71 05946KAN1 200000.00000000 PA USD 224604.45000000 0.030744846437 Long DBT NUSS ES N 2 2034-11-15 Fixed 7.88300000 N N N N N N INVITATION HOMES INC. 984500FE452E665C9F85 46187W107 9066.00000000 NS USD 310510.50000000 0.042504044954 Long EC US N 1 N N N PALANTIR TECHNOLOGIES INC. 549300UVN46B3BBDHO85 69608A108 4514.00000000 NS USD 302799.12000000 0.041448477293 Long EC US N 1 N N N DAVITA INC. M2XHYMU3TZNEZURC6H66 23918K108 377.00000000 NS USD 62646.09000000 0.008575272738 Long EC US N 1 N N N ZOETIS INC. 549300HD9Q1LOC9KLJ48 98978V103 3166.00000000 NS USD 554841.50000000 0.075949148445 Long EC US N 1 N N N BLUEPRINT MEDICINES CORPORATION 5299004CC60O9T5HVM83 09627Y109 574.00000000 NS USD 55322.12000000 0.007572735464 Long EC US N 1 N N N L STREET SECURITIES N/A 949771AC3 88373.75720000 PA USD 91496.37000000 0.012524426142 Long ABS-MBS US N 2 2025-11-25 Floating 10.09851120 N N N N N N BANK OF IRELAND GROUP PUBLIC LIMITED COMPANY 635400C8EK6DRI12LJ39 06279JAD1 251000.00000000 PA USD 256018.75000000 0.035044974192 Long DBT NUSS IE N 2 2030-03-20 Fixed 5.60100000 N N N N N N QUAKER CHEMICAL CORPORATION 549300PJQ1R3WCWCPS54 747316107 -184.00000000 NS USD -29016.80000000 -0.00397194739 Short EC US N 1 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAA9 104000.00000000 PA USD 99746.90000000 0.013653795029 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KMH9 952776.00000000 PA USD 962257.74000000 0.131718077934 Long DBT USGA US N 2 2041-11-25 Floating 6.53402880 N N N N N N N/A N/A N/A 21.00000000 NC USD 583800.00000000 0.079913115480 N/A DCO US N 1 KC HRW WHEAT FUT JUL25 N/A Long Wheat WHEAT FUTURE(Consolidated) Jul 2025 2025-07-17 635535.61000000 USD -51735.61000000 N N N N/A N/A N/A 5.00000000 NC USD 332000.00000000 0.045445622369 N/A DCO GB N 1 LOW SU GASOIL G MAY25 N/A Long Gasoil GAS OIL FUT (ICE) May 2025 2025-05-15 319082.17000000 USD 12917.83000000 N N N COPT DEFENSE PROPERTIES YY1J47X6LF9TYY8JY420 22002T108 1824.00000000 NS USD 60100.80000000 0.008226862231 Long EC US N 1 N N N EBAY INC. OML71K8X303XQONU6T67 278642103 -4947.00000000 NS USD -313095.63000000 -0.04285790893 Short EC US N 1 N N N INTUIT INC. VI90HBPH7XSFMB9E4M29 461202103 655.00000000 NS USD 420333.15000000 0.057537053025 Long EC US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 720000.00000000 NC USD 34283.97000000 0.004692940825 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2027-07-12 37223.41000000 USD 0.00000000 USD -720000.00000000 USD -2939.44000000 N N N SKECHERS U.S.A., INC. 529900D2R54KZPA4XR56 830566105 -3655.00000000 NS USD -233262.10000000 -0.03192994370 Short EC US N 1 N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AY4 277000.00000000 PA USD 279191.60000000 0.038216975970 Long DBT NUSS CH N 2 2026-07-15 Fixed 6.37300000 N N N N N N AMN HEALTHCARE SERVICES, INC. 529900W3ARRTCNFH2I39 001744101 384.00000000 NS USD 9995.52000000 0.001368230805 Long EC US N 1 N N N PG&E CORPORATION 8YQ2GSDWYZXO2EDN3511 69331C108 17299.00000000 NS USD 374177.37000000 0.051219046555 Long EC US N 1 N N N MACOM TECHNOLOGY SOLUTIONS HOLDINGS, INC. N/A 55405Y100 -295.00000000 NS USD -39181.90000000 -0.00536339105 Short EC US N 1 N N N SOUTHERN COPPER CORPORATION 2549007U6NAP46Q9TU15 84265V105 -824.00000000 NS USD -82688.40000000 -0.01131875241 Short EC US N 1 N N N KOSMOS ENERGY LTD. 213800YDFJ3OT9B5P157 500688106 14422.00000000 NS USD 56822.68000000 0.007778138726 Long EC US N 1 N N N HENRY SCHEIN, INC. VGO3WGL8H45T73F4RR92 806407102 701.00000000 NS USD 54012.05000000 0.007393407312 Long EC US N 1 N N N GODADDY INC. 549300J8H1TB0I2CB447 380237107 314.00000000 NS USD 62036.98000000 0.008491895078 Long EC US N 1 N N N Crinetics Pharmaceuticals Inc 549300Q1CNFXK5P31D28 22663K107 769.00000000 NS USD 43986.80000000 0.006021106933 Long EC US N 1 N N N N/A N/A N/A 13.00000000 NC USD 643175.00000000 0.088040627010 N/A DCO US N 1 SOYBEAN FUTURE JAN25 N/A Long Soybeans Soybean Future Jan 2025 2025-01-17 656171.44000000 USD -12996.44000000 N N N N/A N/A N/A -56.00000000 NC USD -1634640.00000000 -0.22375672334 N/A DCO US N 1 SOYBEAN MEAL FUTR JAN25 N/A Short Soybean Meal Soybean Meal Future Jan 2025 2025-01-17 -1674115.70000000 USD 39475.70000000 N N N N/A N/A N/A 44.00000000 NC USD 967450.00000000 0.132428817353 N/A DCO US N 1 CORN FUTURE MAY25 N/A Long Corn Corn Future May 2025 2025-05-17 961362.80000000 USD 6087.20000000 N N N D.R. HORTON, INC. 529900ZIUEYVSB8QDD25 23331A109 -8083.00000000 NS USD -1364248.74000000 -0.18674437667 Short EC US N 1 N N N Volcan Compania Minera S.A.A. 549300XKJ91C4SZLG750 92863UAC0 69000.00000000 PA USD 65895.00000000 0.009019997849 Long DBT NUSS PE N 2 2030-01-24 Fixed 8.75000000 N N N N N N KODIAK GAS SERVICES, INC. N/A 50012A108 1160.00000000 NS USD 46910.40000000 0.006421302179 Long EC US N 1 N N N DARLING INGREDIENTS INC. L1N0SPPKS7EXZYUMZ898 237266101 3085.00000000 NS USD 125035.05000000 0.017115348389 Long EC US N 1 N N N SNOWFLAKE INC. 254900CJNSY1K7T53Z16 833445109 722.00000000 NS USD 126205.60000000 0.017275578429 Long EC US N 1 N N N FLEX LNG LTD. 21380084THHU3MPC3647 G35947202 871.00000000 NS USD 21025.94000000 0.002878123280 Long EC US N 1 N N N PVH CORP. 123WALMHY1GZXG2YDL90 693656100 -1573.00000000 NS USD -170466.01000000 -0.02333413830 Short EC US N 1 N N N Magnera Corporation 549300LDQLQBT38QDY28 55939A107 -255.00000000 NS USD -5222.40000000 -0.00071486511 Short EC US N 1 N N N N/A N/A N/A 3.00000000 NC USD 274503.60000000 0.037575261881 N/A DCO US N 1 NY HARB ULSD FUT MAR25 N/A Long Heating Oil Heating Oil Future Mar 2025 2025-03-03 320717.56000000 USD -46213.96000000 N N N MADRIGAL PHARMACEUTICALS, INC. 549300CHIMT2EUSNJB60 558868105 114.00000000 NS USD 37413.66000000 0.005121346577 Long EC US N 1 N N N RALPH LAUREN CORPORATION HO1QNWM0IXBZ0QSMMO20 751212101 -1140.00000000 NS USD -263796.00000000 -0.03610955842 Short EC US N 1 N N N CF INDUSTRIES HOLDINGS, INC. 529900CG8YAQFZ2JMV97 125269100 -1164.00000000 NS USD -104364.24000000 -0.01428583686 Short EC US N 1 N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95000KBH7 620000.00000000 PA USD 575590.83000000 0.078789408131 Long ABS-MBS US N 2 2049-11-15 Floating 4.53887640 N N N N N N MADISON SQUARE GARDEN SPORTS CORP. N/A 55825T103 70.00000000 NS USD 16096.50000000 0.002203359820 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 9128287D6 51145600.00000000 PA USD 59025350.20000000 8.079649925973 Long DBT USGA US N 2 2029-07-15 Fixed 0.25000000 N N N N N N N/A N/A N/A -1.00000000 NC USD -76310.00000000 -0.01044564892 N/A DCO US N 1 LIVE CATTLE FUTR APR25 N/A Short Live Cattle Live Cattle Future(Consolidated) Apr 2025 2025-05-03 -76277.15000000 USD -32.85000000 N N N JOHN B. SANFILIPPO & SON, INC. 5299007IBEYVXKYDUX28 800422107 339.00000000 NS USD 29272.65000000 0.004006969270 Long EC US N 1 N N N N/A N/A 361ESC049 1350.00000000 NS USD 0.01000000 0.000000001368 Long EC US N 1 N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884U109 884.00000000 NS USD 40107.08000000 0.005490033771 Long EC US N 1 N N N HOLOGIC, INC. 549300DYP6F5ZJL0LB74 436440101 1634.00000000 NS USD 129903.00000000 0.017781694827 Long EC US N 1 N N N RH 5493008MTS3OGGMHGK69 74967X103 -156.00000000 NS USD -60081.84000000 -0.00822426690 Short EC US N 1 N N N METTLER-TOLEDO INTERNATIONAL INC. 5493000BD5GJNUDIUG10 592688105 160.00000000 NS USD 200192.00000000 0.027403162751 Long EC US N 1 N N N GULFPORT ENERGY CORPORATION 254900DJRGZBUZ3F5038 402635502 384.00000000 NS USD 67507.20000000 0.009240682886 Long EC US N 1 N N N Arcellx Inc N/A 03940C100 468.00000000 NS USD 41216.76000000 0.005641931657 Long EC US N 1 N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200101 2109.00000000 NS USD 479607.69000000 0.065650813148 Long EC US N 1 N N N DOW INC. 5493003S21INSLK2IP73 260557103 -5257.00000000 NS USD -232411.97000000 -0.03181357416 Short EC US N 1 N N N N/A N/A N/A 7.00000000 NC USD 1097915.00000000 0.150287441216 N/A DCO US N 1 SILVER FUTURE MAY25 N/A Long Silver SILVER FUTURE May 2025 2025-05-31 1047802.62000000 USD 50112.38000000 N N N THE ST. JOE COMPANY 529900XVHOT3BF8PWG49 790148100 386.00000000 NS USD 19716.88000000 0.002698933381 Long EC US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 17160000.00000000 NC USD 2276338.90000000 0.311595295285 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2031-05-21 2241618.41000000 USD 0.00000000 USD -17160000.00000000 USD 34720.49000000 N N N TKO GROUP HOLDINGS, INC. N/A 87256C101 559.00000000 NS USD 77119.64000000 0.010556476014 Long EC US N 1 N N N Spire Inc. 549300NXSY15DRY2R511 84857L101 462.00000000 NS USD 33813.78000000 0.004628579146 Long EC US N 1 N N N FLOWERS FOODS, INC. 7YNCQQNDK8FBM9BBTK25 343498101 3606.00000000 NS USD 81567.72000000 0.011165348797 Long EC US N 1 N N N ATLASSIAN CORPORATION 549300V7ZY5P02D2MY38 049468101 475.00000000 NS USD 125200.50000000 0.017137995914 Long EC US N 1 N N N AMERICAN AXLE & MANUFACTURING HOLDINGS, INC. N/A 024061103 -7572.00000000 NS USD -50050.92000000 -0.00685119039 Short EC US N 1 N N N BROADSTONE NET LEASE, INC. 549300U8D7PT70B49V21 11135E203 2229.00000000 NS USD 39029.79000000 0.005342569570 Long EC US N 1 N N N YUM! Brands, Inc. 549300JE8XHZZ7OHN517 988498101 -3480.00000000 NS USD -483511.20000000 -0.06618514279 Short EC US N 1 N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162100 3521.00000000 NS USD 995985.27000000 0.136334850801 Long EC US N 1 N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 91913Y100 8438.00000000 NS USD 1173557.04000000 0.160641656834 Long EC US N 1 N N N SUNSTONE HOTEL INVESTORS, INC. 529900ZQ2V52V96ATF67 867892101 2968.00000000 NS USD 31906.00000000 0.004367433817 Long EC US N 1 N N N WARRIOR MET COAL, INC. 549300152B1S9YKBYV79 93627C101 -248.00000000 NS USD -17439.36000000 -0.00238717641 Short EC US N 1 N N N N/A N/A N/A 6.00000000 NC USD 541699.20000000 0.074150172533 N/A DCO US N 1 NY HARB ULSD FUT JUL25 N/A Long Heating Oil Heating Oil Future Jul 2025 2025-07-03 565019.72000000 USD -23320.52000000 N N N EVOLENT HEALTH, INC. 549300CZOCFHQ2BBTR11 30050B101 548.00000000 NS USD 7080.16000000 0.000969163486 Long EC US N 1 N N N INSULET CORPORATION 549300TZTYD2PYN92D43 45784P101 510.00000000 NS USD 136057.80000000 0.018624190961 Long EC US N 1 N N N UFP TECHNOLOGIES, INC. 549300RJ8LY41HS70C91 902673102 94.00000000 NS USD 30354.48000000 0.004155054925 Long EC US N 1 N N N AT&T INC. 549300Z40J86GGSTL398 00206R102 90944.00000000 NS USD 2106263.04000000 0.288314562430 Long EC US N 1 N N N JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY 635400GAUMJCLEZRRV50 G50871105 330.00000000 NS USD 40124.70000000 0.005492445674 Long EC US N 1 N N N N/A N/A N/A -22.00000000 NC USD -759660.00000000 -0.10398560689 N/A DCO US N 1 LEAN HOGS FUTURE FEB25 N/A Short Hogs LEAN HOGS FUTURE(Consolidated) Feb 2025 2025-02-17 -742555.51000000 USD -17104.49000000 N N N United States of America 254900HROIFWPRGM1V77 91282CGN5 700000.00000000 PA USD 700123.05000000 0.095835926935 Long SN UST US N 2 2025-02-28 Fixed 4.62500000 N N N N N N T-MOBILE US, INC. 549300QHIJYOHPACPG31 872590104 6297.00000000 NS USD 1554981.18000000 0.212852673187 Long EC US N 1 N N N LIBERTY LATIN AMERICA LTD. 213800YWQHEAX7CAVO83 G9001E128 3003.00000000 NS USD 20750.73000000 0.002840451323 Long EC US N 1 N N N DELL TECHNOLOGIES INC. 549300TJB5YBRUPOG437 24703L202 -459.00000000 NS USD -58563.81000000 -0.00801647227 Short EC US N 1 N N N CYTOKINETICS, INCORPORATED 549300BE5DY1HW7IHA64 23282W605 1026.00000000 NS USD 53208.36000000 0.007283394685 Long EC US N 1 N N N STEVEN MADDEN, LTD. 549300Z9GZ7GYJWSGF43 556269108 -2122.00000000 NS USD -96720.76000000 -0.01323956365 Short EC US N 1 N N N RIVIAN AUTOMOTIVE, INC. 25490004LNKJ84MFYY24 76954A103 -44815.00000000 NS USD -548087.45000000 -0.07502462433 Short EC US N 1 N N N CLEVELAND-CLIFFS INC. 549300TM2WLI2BJMDD86 185899101 -3724.00000000 NS USD -46363.80000000 -0.00634648116 Short EC US N 1 N N N N/A N/A N/A 4.00000000 NC USD 477075.00000000 0.065304127385 N/A DCO US N 1 COFFEE 'C' FUTURE MAR25 N/A Long Coffee Coffee C Future Mar 2025 2025-03-22 388784.30000000 USD 88290.70000000 N N N LANCASTER COLONY CORPORATION 529900X4O13HED1ZAS58 513847103 385.00000000 NS USD 71548.40000000 0.009793860143 Long EC US N 1 N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 415000.00000000 PA USD 456659.36000000 0.062509544656 Long DBT CORP US N 2 2033-10-15 Fixed 6.95000000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680BL6 271000.00000000 PA USD 285461.57000000 0.039075237082 Long DBT CORP US N 2 2033-09-01 Fixed 6.05000000 N N N N N N ECOLAB INC. 82DYEISM090VG8LTLS26 278865100 -1953.00000000 NS USD -485847.81000000 -0.06650498826 Short EC US N 1 N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBZ3 223000.00000000 PA USD 225234.83000000 0.030831135628 Long DBT CORP US N 2 2027-07-12 Fixed 5.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ATV27 560419.26000000 PA USD 68299.14000000 0.009349087122 Long DBT USGA US N 2 2046-10-25 Floating 1.15148880 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079K305 11891.00000000 NS USD 2008984.45000000 0.274998640545 Long EC US N 1 N N N Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag 529900O4UGETQ9Q3AA63 55977YAA6 831000.00000000 PA USD 841417.42000000 0.115176922664 Long DBT NUSS HU N 2 2027-12-04 Fixed 6.12500000 N N N N N N PILGRIM'S PRIDE CORPORATION 549300ZSLGV64ZL3HD75 72147K108 633.00000000 NS USD 32669.13000000 0.004471894413 Long EC US N 1 N N N N/A N/A N/A 14.00000000 NC USD 1045520.00000000 0.143115382830 N/A DCO US N 1 LIVE CATTLE FUTR JUN25 N/A Long Live Cattle Live Cattle Future(Consolidated) Jun 2025 2025-07-03 1001052.74000000 USD 44467.26000000 N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475AM7 262000.00000000 PA USD 261771.90000000 0.035832490705 Long DBT CORP US N 2 2172-12-01 Floating 8.31729960 N N N N N N NETAPP, INC QTX3D84DZDD5JYOCYH15 64110D104 -523.00000000 NS USD -64140.72000000 -0.00877986427 Short EC US N 1 N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACN5 292000.00000000 PA USD 303953.56000000 0.041606502125 Long DBT CORP US N 2 2028-09-21 Fixed 6.10000000 N N N N N N ADOBE INC. FU4LY2G4933NH2E1CP29 00724F101 1007.00000000 NS USD 519541.51000000 0.071117130327 Long EC US N 1 N N N CORTEVA, INC. 549300WZN9I2QKLS0O94 22052L104 -5237.00000000 NS USD -325950.88000000 -0.04461759217 Short EC US N 1 N N N DAVITA INC. M2XHYMU3TZNEZURC6H66 23918KAT5 630000.00000000 PA USD 557205.87000000 0.076272793825 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N TARGA RESOURCES CORP. 5493003QENHHS261UR94 87612G101 5897.00000000 NS USD 1204757.10000000 0.164912458475 Long EC US N 1 N N N HFX Funding Issuer N/A 40422GAE0 241713.08200000 PA USD 239090.01000000 0.032727693695 Long ABS-MBS US N 2 2035-03-15 Floating 3.62180160 N N N N N N DEXT ABS LLC N/A 25216BAB8 615996.98130000 PA USD 620829.91000000 0.084981932667 Long ABS-MBS US Y 2 2032-03-15 Fixed 5.99000000 N N N N N N NEXTDECADE CORPORATION 549300XB4GCLNGHFTT48 65342K105 4583.00000000 NS USD 33180.92000000 0.004541950482 Long EC US N 1 N N N INNOVEX INTERNATIONAL, INC. 5299007REICYIJNMW197 457651107 1494.00000000 NS USD 24307.38000000 0.003327301241 Long EC US N 1 N N N EQUITY RESIDENTIAL 5493008RACSH5EP3PI59 29476L107 5288.00000000 NS USD 405378.08000000 0.055489937170 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CLH2 400000.00000000 PA USD 396765.62000000 0.054311025710 Long SN UST US N 2 2026-08-31 Fixed 3.75000000 N N N N N N COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION 5493006IEVQEFQO40L83 192446102 1279.00000000 NS USD 102946.71000000 0.014091799117 Long EC US N 1 N N N AVIENT CORPORATION SM8L9RZYIB34LNTWO040 05368V106 -945.00000000 NS USD -48431.25000000 -0.00662948282 Short EC US N 1 N N N Amdocs Limited 549300HQV672RJ7RQV66 G02602103 325.00000000 NS USD 28184.00000000 0.003857950062 Long EC US N 1 N N N EPAM SYSTEMS, INC. 549300XCR4R530HJP604 29414B104 189.00000000 NS USD 46100.88000000 0.006310491516 Long EC US N 1 N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822V101 5872.00000000 NS USD 623900.00000000 0.085402180109 Long EC US N 1 N N N CHAMPION HOMES, INC N/A 830830105 -1414.00000000 NS USD -146674.22000000 -0.02007741329 Short EC US N 1 N N N GENERAL MILLS, INC. 2TGYMUGI08PO8X8L6150 370334104 9608.00000000 NS USD 636626.08000000 0.087144181994 Long EC US N 1 N N N HEALTHEQUITY, INC. 529900LRJU1RAFQHM467 42226A107 472.00000000 NS USD 47926.88000000 0.006560442439 Long EC US N 1 N N N NEWS CORPORATION 549300ITS31QK8VRBQ14 65249B109 -4123.00000000 NS USD -121010.05000000 -0.01656438866 Short EC US N 1 N N N ARCH RESOURCES, INC. W47HVZ7Q6FXL86RELH91 03940R107 -92.00000000 NS USD -15816.64000000 -0.00216505135 Short EC US N 1 N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADB0 94000.00000000 PA USD 95026.29000000 0.013007617140 Long DBT CORP US N 2 2027-06-24 Fixed 5.27500000 N N N N N N SAREPTA THERAPEUTICS, INC. 549300IKDPIED8J8IG21 803607100 614.00000000 NS USD 81870.76000000 0.011206830247 Long EC US N 1 N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XBF4 526000.00000000 PA USD 530149.11000000 0.072569145339 Long DBT CORP US N 2 2035-03-01 Fixed 5.05000000 N N N N N N MINERALS TECHNOLOGIES INC. 549300D3I1QU67GP6403 603158106 -230.00000000 NS USD -18761.10000000 -0.00256810200 Short EC US N 1 N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231G102 118336.00000000 NS USD 13958914.56000000 1.910757710190 Long EC US N 1 N N N PROPETRO HOLDING CORP. N/A 74347M108 4553.00000000 NS USD 38245.20000000 0.005235171435 Long EC US N 1 N N N OCTANE RECEIVABLES TRUST N/A 67578AAB4 575000.00000000 PA USD 560365.68000000 0.076705322536 Long ABS-MBS US Y 2 2028-09-20 Fixed 2.02000000 N N N N N N COCA-COLA CONSOLIDATED, INC. 57VG5X0E00X0QJU7CQ58 191098102 105.00000000 NS USD 136950.45000000 0.018746380825 Long EC US N 1 N N N SPOTIFY TECHNOLOGY S.A. 549300B4X0JHWV0DTD60 L8681T102 880.00000000 NS USD 419724.80000000 0.057453779397 Long EC US N 1 N N N ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST N/A 039943AA3 134357.72270000 PA USD 135420.91000000 0.018537010653 Long ABS-MBS US Y 2 2028-04-17 Fixed 6.46000000 N N N N N N APARTMENT INVESTMENT AND MANAGEMENT COMPANY 549300O8FT5GJ4RU1D57 03748R747 962.00000000 NS USD 8504.08000000 0.001164075928 Long EC US N 1 N N N E.L.F. BEAUTY, INC. 549300U2K9TCON25C029 26856L103 1023.00000000 NS USD 132498.96000000 0.018137041266 Long EC US N 1 N N N MKS INSTRUMENTS, INC. 549300KEQATBHAGVF505 55306N104 -270.00000000 NS USD -30682.80000000 -0.00419999681 Short EC US N 1 N N N ADTALEM GLOBAL EDUCATION INC. 549300Z467EZLMODV621 00737L103 -390.00000000 NS USD -35649.90000000 -0.00487991534 Short EC US N 1 N N N MONOLITHIC POWER SYSTEMS, INC. 529900TB7O85LSZ1XU31 609839105 -97.00000000 NS USD -55061.08000000 -0.00753700315 Short EC US N 1 N N N N/A N/A N/A 15.00000000 NC USD 607800.00000000 0.083198341193 N/A DCO US N 1 LEAN HOGS FUTURE JUN25 N/A Long Hogs LEAN HOGS FUTURE(Consolidated) Jun 2025 2025-06-16 568616.58000000 USD 39183.42000000 N N N REYNOLDS CONSUMER PRODUCTS INC. N/A 76171L106 542.00000000 NS USD 15007.98000000 0.002054358408 Long EC US N 1 N N N WAYFAIR INC. N/A 94419L101 -1001.00000000 NS USD -46286.24000000 -0.00633586440 Short EC US N 1 N N N PMT CREDIT RISK TRANSFER TRUST N/A 730151AA5 90150.77800000 PA USD 90164.08000000 0.012342056418 Long ABS-MBS US Y 2 2025-02-25 Floating 8.16369840 N N N N N N PIEDMONT OFFICE REALTY TRUST, INC. N/A 720190206 5950.00000000 NS USD 56644.00000000 0.007753680221 Long EC US N 1 N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045V100 -60957.00000000 NS USD -3388599.63000000 -0.46384644321 Short EC US N 1 N N N RETAIL OPPORTUNITY INVESTMENTS CORP. N/A 76131N101 2153.00000000 NS USD 37462.20000000 0.005127990946 Long EC US N 1 N N N IRIDIUM COMMUNICATIONS INC. 549300U620NVQ4J1CT96 46269C102 1840.00000000 NS USD 54684.80000000 0.007485496295 Long EC US N 1 N N N MCKESSON CORPORATION 549300WZWOM80UCFSF54 58155Q103 855.00000000 NS USD 537367.50000000 0.073557230357 Long EC US N 1 N N N Apogee Therapeutics Inc N/A 03770N101 633.00000000 NS USD 28579.95000000 0.003912149442 Long EC US N 1 N N N SITIO ROYALTIES CORP. N/A 82983N108 1710.00000000 NS USD 40527.00000000 0.005547514270 Long EC US N 1 N N N CONAGRA BRANDS, INC. 54930035UDEIH090K650 205887102 7932.00000000 NS USD 218526.60000000 0.029912883558 Long EC US N 1 N N N NUTANIX, INC. 549300X7J6E8TKVIXW09 67059N108 491.00000000 NS USD 32052.48000000 0.004387484644 Long EC US N 1 N N N AVANGRID, INC. 549300OX0Q38NLSKPB49 05351W103 902.00000000 NS USD 32562.20000000 0.004457257363 Long EC US N 1 N N N GUIDEWIRE SOFTWARE, INC. 549300WXSG0J8IXZCK32 40171V100 193.00000000 NS USD 39157.77000000 0.005360088036 Long EC US N 1 N N N ADVANCE AUTO PARTS, INC. 529900UCNQ5H9FSL0Y70 00751Y106 -776.00000000 NS USD -32087.60000000 -0.00439229202 Short EC US N 1 N N N N/A N/A N/A 41.00000000 NC USD 2754175.00000000 0.377003605391 N/A DCO GB N 1 LOW SU GASOIL G JAN25 N/A Long Gasoil GAS OIL FUT (ICE) Jan 2025 2025-01-13 2814874.53000000 USD -60699.53000000 N N N SANTANDER BANK, N.A. N/A 80290CBF0 126288.67580000 PA USD 126876.89000000 0.017367467561 Long ABS-MBS US Y 2 2032-12-15 Fixed 6.45100000 N N N N N N N/A N/A N/A -3.00000000 NC USD -226350.00000000 -0.03098378501 N/A DCO US N 1 LIVE CATTLE FUTR FEB25 N/A Short Live Cattle Live Cattle Future(Consolidated) Feb 2025 2025-03-03 -226418.33000000 USD 68.33000000 N N N Xpel Inc 549300KWSE3IGXLJNW66 98379L100 -1360.00000000 NS USD -59160.00000000 -0.00809808138 Short EC US N 1 N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579102 -627.00000000 NS USD -99028.38000000 -0.01355544084 Short EC US N 1 N N N CHURCHILL DOWNS INCORPORATED 529900FODTBQC8MIS994 171484108 -991.00000000 NS USD -140831.01000000 -0.01927756897 Short EC US N 1 N N N CENTRAL GARDEN & PET COMPANY 5493004DVZLD37DJ0H83 153527205 586.00000000 NS USD 19800.94000000 0.002710439884 Long EC US N 1 N N N REGENCY CENTERS CORPORATION 529900053A7X7FJ97S58 758849103 2497.00000000 NS USD 188748.23000000 0.025836689106 Long EC US N 1 N N N ALNYLAM PHARMACEUTICALS, INC. 529900S3ZI14OWRJII50 02043Q107 987.00000000 NS USD 249780.09000000 0.034190998932 Long EC US N 1 N N N Ultragenyx Pharmaceutical Inc 529900EV44GVDN1DCX77 90400D108 748.00000000 NS USD 35627.24000000 0.004876813539 Long EC US N 1 N N N SONOS, INC. 549300WEPU6075I77M08 83570H108 -3264.00000000 NS USD -44423.04000000 -0.00608082138 Short EC US N 1 N N N GLS AUTO RECEIVABLES TRUST N/A 37989AAC8 700000.00000000 PA USD 701940.33000000 0.096084684226 Long ABS-MBS US Y 2 2027-08-16 Fixed 5.35000000 N N N N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667101 2412.00000000 NS USD 945865.80000000 0.129474276985 Long EC US N 1 N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RGU2 589000.00000000 PA USD 593490.71000000 0.081239622549 Long ABS-MBS US Y 2 2028-02-22 Fixed 5.44000000 N N N N N N Signet Jewelers Limited 549300N3XPGE91WV7M22 G81276100 -342.00000000 NS USD -34268.40000000 -0.00469080953 Short EC US N 1 N N N ACCENTURE PUBLIC LIMITED COMPANY 5493000EWHDSR3MZWH98 G1151C101 1417.00000000 NS USD 513478.29000000 0.070287170067 Long EC US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AXSW6 680762.83020000 PA USD 74583.42000000 0.010209307049 Long DBT USGA US N 2 2047-08-25 Floating 1.30149000 N N N N N N Akero Therapeutics Inc 549300SI3KG74LBE2955 00973Y108 1620.00000000 NS USD 52002.00000000 0.007118262814 Long EC US N 1 N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364G103 1454.00000000 NS USD 227071.18000000 0.031082503305 Long EC US N 1 N N N VERTEX PHARMACEUTICALS INCORPORATED 54930015RAQRRZ5ZGJ91 92532F100 1785.00000000 NS USD 835612.05000000 0.114382258047 Long EC US N 1 N N N CHARLES RIVER LABORATORIES INTERNATIONAL, INC. 549300BSQ0R4UZ5KX287 159864107 423.00000000 NS USD 84202.38000000 0.011525992662 Long EC US N 1 N N N SABRE CORPORATION 529900VKCYZW8GZ4WW58 78573M104 -7233.00000000 NS USD -28281.03000000 -0.00387123195 Short EC US N 1 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KP37 411908.35680000 PA USD 417964.52000000 0.057212824517 Long DBT USGA US Y 2 2043-03-25 Floating 6.82533000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BR8 297000.00000000 PA USD 300649.49000000 0.041154226470 Long DBT CORP AU N 2 2027-04-04 Fixed 5.33800000 N N N N N N NEWS CORPORATION 549300ITS31QK8VRBQ14 65249B208 -1070.00000000 NS USD -34336.30000000 -0.00470010398 Short EC US N 1 N N N LENDBUZZ SECURITIZATION TRUST N/A 52608LAB6 686501.57060000 PA USD 697131.43000000 0.095426420812 Long ABS-MBS US N 2 2028-08-15 Fixed 6.92000000 N N N N N N SELECT WATER SOLUTIONS, INC. 54930094OK8LA3QDW486 81617J301 3800.00000000 NS USD 56126.00000000 0.007682774099 Long EC US N 1 N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807306 -2202.00000000 NS USD -162683.76000000 -0.02226886964 Short EC US N 1 N N N CHORD ENERGY CORPORATION 529900FA4V2YNIKZ0M71 674215207 1773.00000000 NS USD 226092.96000000 0.030948600242 Long EC US N 1 N N N EAGLE MATERIALS INC. 529900KRXRGXL61SG039 26969P108 -291.00000000 NS USD -89895.72000000 -0.01230532211 Short EC US N 1 N N N PERFORMANCE FOOD GROUP COMPANY 549300EUK8GR9IT1YK57 71377A103 2846.00000000 NS USD 251131.04000000 0.034375922919 Long EC US N 1 N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525103 -1997.00000000 NS USD -316584.41000000 -0.04333546850 Short EC US N 1 N N N GS MORTGAGE SECURITIES TRUST N/A 36191YAL2 11942.00000000 PA USD 6546.84000000 0.000896160296 Long ABS-MBS US N 2 2044-08-10 Floating 5.29683840 N N N N N N TELADOC HEALTH, INC. 549300I2PVFBC9MFAC61 87918A105 1526.00000000 NS USD 18281.48000000 0.002502449507 Long EC US N 1 N N N PILGRIM'S PRIDE CORPORATION 549300ZSLGV64ZL3HD75 72147KAL2 441000.00000000 PA USD 481690.43000000 0.065935907773 Long DBT CORP US N 2 2034-05-15 Fixed 6.87500000 N N N N N N N/A N/A N/A 14.00000000 NC USD 940380.00000000 0.128723356517 N/A DCO US N 1 WTI CRUDE FUTURE MAY25 N/A Long Crude Oil WTI Crude Oil Future (NYM Consolidated) May 2025 2025-04-25 911204.65000000 USD 29175.35000000 N N N ANSYS, INC. 549300VJV8H15Z5FJ571 03662Q105 226.00000000 NS USD 79348.60000000 0.010861585876 Long EC US N 1 N N N NEW FORTRESS ENERGY INC. 254900EICTYTCHA5X705 644393100 2545.00000000 NS USD 27155.15000000 0.003717116543 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CJU6 8300000.00000000 PA USD 8307818.43000000 1.137210780376 Long SN UST US N 2 2026-01-31 Floating 4.70927520 N N N N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 87612E106 7979.00000000 NS USD 1055701.49000000 0.144509070028 Long EC US N 1 N N N Kymera Therapeutics Inc N/A 501575104 665.00000000 NS USD 31155.25000000 0.004264667850 Long EC US N 1 N N N WEC ENERGY GROUP, INC. 549300IGLYTZUK3PVP70 92939U106 2475.00000000 NS USD 250098.75000000 0.034234618516 Long EC US N 1 N N N GSF (Grant Street Funding) N/A 36261CAA9 215477.63200000 PA USD 210478.25000000 0.028811189959 Long DBT USGA US N 2 2026-08-17 Fixed 1.43280000 N N N N N N MATCH GROUP, INC. 15OMOPB0A8K0EFUVD031 57667L107 938.00000000 NS USD 30710.12000000 0.004203736495 Long EC US N 1 N N N HILTON WORLDWIDE HOLDINGS INC. 549300HVGPK36ICB0B89 43300A203 -3218.00000000 NS USD -815569.92000000 -0.11163880301 Short EC US N 1 N N N GLOBAL NET LEASE, INC. 549300NUYANCT5SU8Z65 379378201 3525.00000000 NS USD 26120.25000000 0.003575454872 Long EC US N 1 N N N ZSCALER, INC. 529900MZ0RTK1BWRNF46 98980G102 250.00000000 NS USD 51647.50000000 0.007069737293 Long EC US N 1 N N N CELANESE CORPORATION 549300FHJQTDPPN41627 150870103 -813.00000000 NS USD -59519.73000000 -0.00814732281 Short EC US N 1 N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAU9 704000.00000000 PA USD 724695.88000000 0.099199564142 Long DBT NUSS FR N 2 2035-01-18 Fixed 6.50800000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397E66 338000.00000000 PA USD 340825.23000000 0.046653658724 Long DBT CORP US N 2 2034-03-08 Fixed 6.12500000 N N N N N N LANTHEUS HOLDINGS, INC. 5299005HUB5IOJGO7S39 516544103 349.00000000 NS USD 31155.23000000 0.004264665112 Long EC US N 1 N N N COMMVAULT SYSTEMS, INC. 65T5VRP62VXG39YFML83 204166102 229.00000000 NS USD 39294.11000000 0.005378750856 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912797MQ7 1300000.00000000 PA USD 1296384.22000000 0.177454782253 Long DBT UST US N 2 2024-12-24 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ALP47 577693.06200000 PA USD 59625.78000000 0.008161839401 Long DBT USGA US N 2 2044-12-25 Floating 1.25148960 N N N N N N enCore Energy Corp 5299007FNX2NVNJM3O59 29259W700 8840.00000000 NS USD 33415.20000000 0.004574019760 Long EC US N 1 N N N N/A N/A N/A 47.00000000 NC USD 1007003.20000000 0.137843033590 N/A DCO US N 1 SUGAR #11 (WORLD) JUL25 N/A Long Sugar Sugar #11 World Future Jul 2025 2025-07-03 1025542.66000000 USD -18539.46000000 N N N N/A N/A N/A 2.00000000 NC USD 104778.50000000 0.014342542600 N/A DCO GB N 1 LME LEAD FUTURE MAY25 N/A Long Lead Lead Composite Commodity Future May 2025 2025-05-22 100567.86000000 USD 4210.64000000 N N N SABRA HEALTH CARE REIT, INC. 549300E3BC7GU7TAZ621 78573L106 3721.00000000 NS USD 69694.33000000 0.009540066874 Long EC US N 1 N N N INVENTRUST PROPERTIES CORP. 5493006BQYSOBYVUFA03 46124J201 1459.00000000 NS USD 45185.23000000 0.006185153311 Long EC US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 15050000.00000000 NC USD 1398980.02000000 0.191498547263 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2027-06-05 1431630.80000000 USD 0.00000000 USD -15050000.00000000 USD -32650.78000000 N N N SL GREEN REALTY CORP. 549300VQZPJU97H3GT17 78440X887 1003.00000000 NS USD 78424.57000000 0.010735100580 Long EC US N 1 N N N SAFEHOLD INC. QFFLKWYYS3UPWD86E794 78646V107 1365.00000000 NS USD 29156.40000000 0.003991056458 Long EC US N 1 N N N GENERAL MILLS, INC. 2TGYMUGI08PO8X8L6150 370334DA9 374000.00000000 PA USD 375941.64000000 0.051460547603 Long DBT CORP US N 2 2030-01-30 Fixed 4.87500000 N N N N N N MARRIOTT VACATIONS WORLDWIDE CORPORATION 549300WA6BT5H4F7IO94 57164Y107 -690.00000000 NS USD -68482.50000000 -0.00937418624 Short EC US N 1 N N N Liberty Global Ltd. 213800HRMKKTYH7SKA24 G61188101 1779.00000000 NS USD 25137.27000000 0.003440900240 Long EC US N 1 N N N N/A N/A N/A 20.00000000 NC USD 2095750.00000000 0.286875491208 N/A DCO US N 1 COPPER FUTURE JUL25 N/A Long Copper COPPER FUTURE (Consolidated) Jul 2025 2025-08-01 2198530.49000000 USD -102780.49000000 N N N BRANDYWINE REALTY TRUST 5UZ46ZCYUFYYAC0DS831 105368203 1025.00000000 NS USD 5740.00000000 0.000785716483 Long EC US N 1 N N N N/A N/A N/A 10.00000000 NC USD 662250.00000000 0.090651697030 N/A DCO GB N 1 LOW SU GASOIL G JUL25 N/A Long Gasoil GAS OIL FUT (ICE) Jul 2025 2025-07-13 677349.02000000 USD -15099.02000000 N N N MAGNOLIA OIL & GAS CORPORATION N/A 559663109 4624.00000000 NS USD 128269.76000000 0.017558129742 Long EC US N 1 N N N ESSENTIAL PROPERTIES REALTY TRUST, INC. 2549009LXQLVYCGLZO50 29670E107 2294.00000000 NS USD 78225.40000000 0.010707837313 Long EC US N 1 N N N NEWELL BRANDS INC. 549300LWGYFM1TVO1Z12 651229106 -12238.00000000 NS USD -117362.42000000 -0.01606508499 Short EC US N 1 N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466L302 2222.00000000 NS USD 733237.78000000 0.100368817039 Long EC US N 1 N N N MATTEL, INC. 549300VELLG24KHTJ564 577081102 -9076.00000000 NS USD -172625.52000000 -0.02362974154 Short EC US N 1 N N N OUTFRONT MEDIA INC. 549300RZWDYU5722I639 69007J106 2979.00000000 NS USD 57226.59000000 0.007833427706 Long EC US N 1 N N N WATERS CORPORATION 5T547R1474YC9HOD8Q74 941848103 471.00000000 NS USD 181203.12000000 0.024803881216 Long EC US N 1 N N N EXPEDIA GROUP, INC. N/A 30212P303 -1648.00000000 NS USD -304253.76000000 -0.04164759482 Short EC US N 1 N N N THE CLOROX COMPANY 54930044KVSC06Z79I06 189054109 2155.00000000 NS USD 360251.35000000 0.049312791597 Long EC US N 1 N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AQ8 470000.00000000 PA USD 483692.57000000 0.066209969515 Long DBT NUSS FR N 2 2035-01-10 Fixed 6.25100000 N N N N N N ATLAS ENERGY SOLUTIONS INC. N/A 642045108 1722.00000000 NS USD 40587.54000000 0.005555801252 Long EC US N 1 N N N DEUTSCHE ALT-A SECURITIES, INC N/A 25150PAB5 130794.51740000 PA USD 41168.48000000 0.005635322878 Long ABS-MBS US N 2 2036-12-25 Floating 5.08218840 N N N N N N REVVITY, INC. 549300IKL1SDPFI7N655 714046109 811.00000000 NS USD 94189.54000000 0.012893079114 Long EC US N 1 N N N CONTINENTAL RESOURCES, INC. XXRTID9RYWOZ0UPIVR53 212015AS0 574000.00000000 PA USD 561755.29000000 0.076895538474 Long DBT CORP US N 2 2028-01-15 Fixed 4.37500000 N N N N N N DRAFTKINGS INC. 2549006G33IUL6IVOD83 26142V105 -5454.00000000 NS USD -238067.10000000 -0.03258767326 Short EC US N 1 N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 595112103 -2139.00000000 NS USD -209515.05000000 -0.02867934290 Short EC US N 1 N N N LME ZINC FUTURE MAY25 N/A N/A 5.00000000 NC USD 387485.00000000 0.053040653565 N/A DCO GB N 1 LME ZINC FUTURE MAY25 N/A Long N/A N/A 2025-05-22 345916.40000000 USD 41568.60000000 N N N CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 14913UAN0 559000.00000000 PA USD 559268.03000000 0.076555071369 Long DBT CORP US N 2 2026-10-16 Fixed 4.45000000 N N N N N N MACY'S, INC. 529900NZQ81TIOW3CW52 55616P104 -2706.00000000 NS USD -43945.44000000 -0.00601544539 Short EC US N 1 N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KCW8 43000.00000000 PA USD 43840.99000000 0.006001147818 Long DBT CORP US N 2 2054-09-01 Fixed 6.70000000 N N N N N N LAUREATE EDUCATION, INC. 5JL7TMOH5TY3IUYSUP91 518613203 -2672.00000000 NS USD -50768.00000000 -0.00694934745 Short EC US N 1 N N N WYNN RESORTS, LIMITED 254900CEKKWIHTEAB172 983134107 -1287.00000000 NS USD -121467.06000000 -0.01662694620 Short EC US N 1 N N N BATH & BODY WORKS, INC. GR3KVMWVCR54YWQNXU90 070830104 -2208.00000000 NS USD -80017.92000000 -0.01095320534 Short EC US N 1 N N N KOHL'S CORPORATION 549300JF6LPRTRJ0FH50 500255104 -1410.00000000 NS USD -21107.70000000 -0.00288931494 Short EC US N 1 N N N LIMA METRO LINE 2 FINANCE LIMITED 5493009BVQNQT1UKQ352 532522AB5 187197.12000000 PA USD 171906.32000000 0.023531294282 Long DBT NUSS PE N 2 2036-04-05 Fixed 4.35000000 N N N N N N Procore Technologies Inc 5493005PTWY0RHYRAH22 74275K108 554.00000000 NS USD 44984.80000000 0.006157717569 Long EC US N 1 N N N MATADOR RESOURCES COMPANY 549300CI3Q2UUK5R4G79 576485205 2861.00000000 NS USD 171688.61000000 0.023501493178 Long EC US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 7010000.00000000 NC USD 355341.06000000 0.048640649473 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2026-10-04 378691.13000000 USD 0.00000000 USD -7010000.00000000 USD -23350.07000000 N N N VEEVA SYSTEMS INC. 549300YZEXPDB92M2F02 922475108 943.00000000 NS USD 214862.55000000 0.029411332255 Long EC US N 1 N N N Aegea Finance S.a r.l. 213800V6WTKUT1XWIZ47 L01343AA7 280000.00000000 PA USD 277112.50000000 0.037932379605 Long DBT NUSS BR N 2 2029-05-20 Fixed 6.75000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254AA8 400000.00000000 PA USD 365963.32000000 0.050094671210 Long DBT NUSS GB Y 2 2173-07-30 Floating 6.36077880 N N N N N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 60871R209 3062.00000000 NS USD 190027.72000000 0.026011831333 Long EC US N 1 N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043101 2833.00000000 NS USD 26488.55000000 0.003625869398 Long EC US N 1 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05367AAH6 175000.00000000 PA USD 174747.58000000 0.023920218465 Long DBT CORP US N 2 2025-10-01 Fixed 4.87500000 N N N N N N Teekay Tankers Ltd. 549300DE8ZAIYS2T6Q22 G8726X106 521.00000000 NS USD 20970.25000000 0.002870500188 Long EC US N 1 N N N UNITED THERAPEUTICS CORPORATION 5299005C4HZL4UWROC14 91307C102 314.00000000 NS USD 116333.86000000 0.015924291175 Long EC US N 1 N N N WESTERN DIGITAL CORPORATION 549300QQXOOYEF89IC56 958102105 -626.00000000 NS USD -45691.74000000 -0.00625448663 Short EC US N 1 N N N EXACT SCIENCES CORPORATION 549300VM3X1FYD4N9Z14 30063P105 1120.00000000 NS USD 69529.60000000 0.009517517906 Long EC US N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160104 15839.00000000 NS USD 2455203.39000000 0.336079054525 Long EC US N 1 N N N N/A N/A N/A 81.00000000 NC USD 2688390.00000000 0.367998664826 N/A DCO US N 1 NATURAL GAS FUTR JUL25 N/A Long Natural Gas Natural Gas Future Jul 2025 2025-06-29 2578031.09000000 USD 110358.91000000 N N N LENNAR CORPORATION 529900G61XVRLX5TJX09 526057302 -374.00000000 NS USD -61646.42000000 -0.00843843350 Short EC US N 1 N N N AUTONATION, INC. N/A 05329W102 -165.00000000 NS USD -29516.85000000 -0.00404039644 Short EC US N 1 N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACT2 200000.00000000 PA USD 201951.00000000 0.027643942419 Long DBT CORP US N 2 2027-01-08 Fixed 5.25000000 N N N N N N PHINIA INC. 254900HG6MORZE1FFM18 71880K101 -2264.00000000 NS USD -126965.12000000 -0.01737954487 Short EC US N 1 N N N N/A N/A N/A 12.00000000 NC USD 605100.00000000 0.082828753300 N/A DCO US N 1 SOYBEAN FUTURE MAY25 N/A Long Soybeans Soybean Future May 2025 2025-05-17 634297.77000000 USD -29197.77000000 N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671D857 -10115.00000000 NS USD -447083.00000000 -0.06119869031 Short EC US N 1 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3V1 263000.00000000 PA USD 265495.18000000 0.036342149672 Long DBT CORP US N 2 2026-05-08 Fixed 5.62000000 N N N N N N WORLD OMNI SELECT AUTO TRUST N/A 98163UAB6 113078.96600000 PA USD 113281.90000000 0.015506525447 Long ABS-MBS US N 2 2027-03-15 Fixed 5.92000000 N N N N N N ANTERO MIDSTREAM CORPORATION N/A 03676B102 9103.00000000 NS USD 145374.91000000 0.019899558017 Long EC US N 1 N N N SPROUTS FARMERS MARKET, INC. 529900P8F4G77Q52XE24 85208M102 1746.00000000 NS USD 269722.08000000 0.036920746362 Long EC US N 1 N N N ELECTRONIC ARTS INC. 549300O7A67PUEYKDL45 285512109 1580.00000000 NS USD 258598.60000000 0.035398115424 Long EC US N 1 N N N BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC USD 34009.82000000 0.004655413965 N/A DFE US N 2 BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 1434207.73000000 EUR 1550166.29000000 USD 2024-12-20 34009.82000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M2QB1 1928693.76670000 PA USD 1699302.68000000 0.232608035804 Long DBT USGA US N 2 2052-02-01 Fixed 3.00000000 N N N N N N CALIFORNIA RESOURCES CORPORATION 5493003Q8F0T4F4YMR48 13057Q305 2289.00000000 NS USD 135417.24000000 0.018536508287 Long EC US N 1 N N N CarMax, Inc. 529900F60CID3NCZM330 143130102 -1390.00000000 NS USD -116718.30000000 -0.01597691501 Short EC US N 1 N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 824348106 -1657.00000000 NS USD -658491.80000000 -0.09013725806 Short EC US N 1 N N N ELEMENT SOLUTIONS INC 549300FLGN6P5CU20J91 28618M106 -2436.00000000 NS USD -69864.48000000 -0.00956335775 Short EC US N 1 N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343V104 53647.00000000 NS USD 2378707.98000000 0.325608025863 Long EC US N 1 N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 959926AB2 13332.82320000 PA USD 13337.33000000 0.001825672477 Long ABS-MBS US Y 2 2026-07-15 Fixed 5.87000000 N N N N N N APTIV PLC 254900HTTDFIJZ32GX53 G6095L109 -17615.00000000 NS USD -978160.95000000 -0.13389497936 Short EC US N 1 N N N LENDBUZZ SECURITIZATION TRUST N/A 52608MAB4 326666.28890000 PA USD 332588.65000000 0.045526199374 Long ABS-MBS US N 2 2028-10-16 Fixed 7.09000000 N N N N N N PRICESMART, INC. 549300JVYOSTGVSDZS46 741511109 901.00000000 NS USD 80855.74000000 0.011067889838 Long EC US N 1 N N N CAJUN GLOBAL LLC N/A 12803VAA3 161020.00000000 PA USD 153462.67000000 0.021006646230 Long ABS-MBS US Y 2 2051-11-20 Fixed 3.93100000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797LZ8 1300000.00000000 PA USD 1290516.37000000 0.176651565098 Long DBT UST US N 2 2025-01-30 None 0.00000000 N N N N N N CIVITAS RESOURCES, INC. IIVIHPH28S64K95M2381 17888H103 2636.00000000 NS USD 136755.68000000 0.018719719849 Long EC US N 1 N N N N/A N/A N/A 87.00000000 NC USD 1923787.50000000 0.263336506760 N/A DCO US N 1 CORN FUTURE JUL25 N/A Long Corn Corn Future Jul 2025 2025-07-17 1965888.10000000 USD -42100.60000000 N N N SMARTSHEET INC. 549300N9WF42OK9VL589 83200N103 659.00000000 NS USD 36871.05000000 0.005047071730 Long EC US N 1 N N N INCYTE CORPORATION 549300Z4WN6JVZ3T4680 45337C102 1271.00000000 NS USD 94803.89000000 0.012977174048 Long EC US N 1 N N N COTY INC. 549300BO9IWPF3S48F93 222070203 5345.00000000 NS USD 39499.55000000 0.005406872388 Long EC US N 1 N N N LME ZINC FUTURE JAN25 N/A N/A 20.00000000 NC USD 1554125.00000000 0.212735475497 N/A DCO GB N 1 LME ZINC FUTURE JAN25 N/A Long N/A N/A 2025-01-16 1520464.10000000 USD 33660.90000000 N N N EASTERLY GOVERNMENT PROPERTIES, INC. 549300ERMCEFC6S8HL77 27616P103 3437.00000000 NS USD 42343.84000000 0.005796211332 Long EC US N 1 N N N FLAGSHIP CREDIT AUTO TRUST N/A 33843YAA5 364000.00000000 PA USD 363659.77000000 0.049779351139 Long ABS-MBS US Y 2 2028-11-15 Fixed 4.88000000 N N N N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207105 23408.00000000 NS USD 1520349.60000000 0.208112149974 Long EC US N 1 N N N PLANET FITNESS, INC. 549300LLE5HUPF6H8G33 72703H101 -979.00000000 NS USD -97459.45000000 -0.01334067879 Short EC US N 1 N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687GAD7 48808.85070000 PA USD 46581.93000000 0.006376339759 Long ABS-MBS US N 2 2028-06-12 Fixed 1.02000000 N N N N N N CONFLUENT, INC. 254900MRZ83YWUV7SN74 20717M103 828.00000000 NS USD 25535.52000000 0.003495414454 Long EC US N 1 N N N Rhythm Pharmaceuticals Inc 529900JPNWXQ8DPLA551 76243J105 680.00000000 NS USD 42187.20000000 0.005774769759 Long EC US N 1 N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBJ4 24000.00000000 PA USD 24729.18000000 0.003385039083 Long DBT CORP US N 2 2030-01-09 Fixed 6.17400000 N N N N N N MURPHY OIL CORPORATION QBKYQD0ODE7DC7PDIN91 626717102 3851.00000000 NS USD 125041.97000000 0.017116295629 Long EC US N 1 N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DL6 162000.00000000 PA USD 172253.80000000 0.023578858875 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N MONSTER BEVERAGE CORPORATION 52990090AP0E7HCB6F33 61174X109 12273.00000000 NS USD 676610.49000000 0.092617424156 Long EC US N 1 N N N TSMC ARIZONA CORPORATION 2549005GOBWLCSY63Q97 872898AF8 345000.00000000 PA USD 339169.97000000 0.046427079444 Long DBT CORP TW N 2 2027-04-22 Fixed 3.87500000 N N N N N N VERICEL CORPORATION 54930076YM3PLTDR4B91 92346J108 623.00000000 NS USD 36221.22000000 0.004958120138 Long EC US N 1 N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851109 5014.00000000 NS USD 469661.38000000 0.064289318424 Long EC US N 1 N N N ZILLOW GROUP, INC. 2549002XEELQDIR6FU05 98954M200 2000.00000000 NS USD 169420.00000000 0.023190955848 Long EC US N 1 N N N SIX FLAGS ENTERTAINMENT CORPORATION 529900AS2CYWYFHRS781 83001C108 -1543.00000000 NS USD -71271.17000000 -0.00975591167 Short EC US N 1 N N N THE INTERPUBLIC GROUP OF COMPANIES, INC. 5493008IUOJ5VWTRC333 460690100 -4451.00000000 NS USD -137135.31000000 -0.01877168527 Short EC US N 1 N N N EXTRA SPACE STORAGE INC. N/A 30225T102 2748.00000000 NS USD 469798.08000000 0.064308030523 Long EC US N 1 N N N APA CORPORATION 549300VCIWLRHYVSHC79 03743Q108 9220.00000000 NS USD 208833.00000000 0.028585980892 Long EC US N 1 N N N AGILENT TECHNOLOGIES, INC. QUIX8Y7A2WP0XRMW7G29 00846U101 2142.00000000 NS USD 295531.74000000 0.040453686308 Long EC US N 1 N N N GOLAR LNG LIMITED 213800C2VSFZG3EZLO34 G9456A100 2558.00000000 NS USD 100708.46000000 0.013785417598 Long EC US N 1 N N N PRIMO BRANDS CORPORATION N/A 741623102 2994.00000000 NS USD 85388.88000000 0.011688406009 Long EC US N 1 N N N INSMED INCORPORATED 529900Q55QAG41CCAC11 457669307 1803.00000000 NS USD 135513.48000000 0.018549682042 Long EC US N 1 N N N CHESAPEAKE UTILITIES CORPORATION 254900WW0FDCKAOCKE74 165303108 224.00000000 NS USD 29512.00000000 0.004039732552 Long EC US N 1 N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAD2 276000.00000000 PA USD 293619.84000000 0.040191977014 Long DBT NUSS NO N 2 2028-01-15 Fixed 7.50000000 N N N N N N SUMMIT MATERIALS, INC. 549300XNOLX5GIOSO108 86614U100 -741.00000000 NS USD -37746.54000000 -0.00516691265 Short EC US N 1 N N N WEATHERFORD INTERNATIONAL PUBLIC LIMITED COMPANY 529900LPBDSCQDJKHQ39 G48833118 1813.00000000 NS USD 149209.90000000 0.020424508340 Long EC US N 1 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KRE1 280930.48850000 PA USD 281719.90000000 0.038563060811 Long DBT USGA US Y 2 2042-02-25 Floating 6.03402840 N N N N N N GARTNER, INC. PP55B5R38BFB8O8HH686 366651107 269.00000000 NS USD 139323.17000000 0.019071169190 Long EC US N 1 N N N NUCOR CORPORATION 549300GGJCRSI2TIEJ46 670346105 -1787.00000000 NS USD -276431.03000000 -0.03783909698 Short EC US N 1 N N N ETSY, INC. 54930089Q7XT501AEA40 29786A106 -1074.00000000 NS USD -58919.64000000 -0.00806517984 Short EC US N 1 N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 802919AB6 705838.12000000 PA USD 707744.45000000 0.096879177737 Long ABS-MBS US N 2 2027-07-15 Fixed 5.41000000 N N N N N N ADVANCED MICRO DEVICES, INC. R2I72C950HOYXII45366 007903107 -3024.00000000 NS USD -414817.20000000 -0.05678200549 Short EC US N 1 N N N CONNECTICUT AVENUE SECURITIES N/A 20754QAA6 719351.26200000 PA USD 737421.44000000 0.100941494847 Long ABS-MBS US Y 2 2043-05-25 Floating 7.02533160 N N N N N N RELIANCE, INC. 549300E287ZOFT3C5Z56 759509102 -416.00000000 NS USD -133635.84000000 -0.01829266240 Short EC US N 1 N N N TRICOLOR AUTO SECURITIZATION TRUST N/A 89616PAA1 297900.74840000 PA USD 300102.18000000 0.041079308266 Long ABS-MBS US Y 2 2027-12-15 Fixed 6.36000000 N N N N N N ONE GAS, INC. 549300HXDWI0LATTX840 68235P108 504.00000000 NS USD 39296.88000000 0.005379130026 Long EC US N 1 N N N URBAN EDGE PROPERTIES N/A 91704F104 1219.00000000 NS USD 28049.19000000 0.003839496676 Long EC US N 1 N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 580135101 -9114.00000000 NS USD -2697835.14000000 -0.36929155719 Short EC US N 1 N N N RADNET, INC. 529900RECG94V2IZJ970 750491102 508.00000000 NS USD 41534.08000000 0.005685367816 Long EC US N 1 N N N SOTERA HEALTH COMPANY N/A 83601L102 1761.00000000 NS USD 23192.37000000 0.003174673761 Long EC US N 1 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KKY4 975857.00000000 PA USD 980811.04000000 0.134257735360 Long DBT USGA US N 2 2041-10-25 Floating 6.23403000 N N N N N N ORGANON & CO. 549300AMCKY57OK2CO56 N/A 200000.00000000 PA 204924.01000000 0.028050901123 Long DBT NUSS US N 2 2028-04-30 Fixed 2.87500000 N N N N N N HILTON GRAND VACATIONS INC. 549300O9K6MFD8D07574 43283X105 -1025.00000000 NS USD -43449.75000000 -0.00594759316 Short EC US N 1 N N N THE TRADE DESK, INC. N/A 88339J105 -5050.00000000 NS USD -649177.50000000 -0.08886227565 Short EC US N 1 N N N LGI HOMES, INC. 549300W02B4WNV8CV109 50187T106 -751.00000000 NS USD -82226.99000000 -0.01125559257 Short EC US N 1 N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 25714PEF1 482000.00000000 PA USD 440832.56000000 0.060343102560 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N CONSOL ENERGY INC. 549300YJCTPJBTK7IJ81 20854L108 820.00000000 NS USD 107174.00000000 0.014670449192 Long EC US N 1 N N N Ingles Markets, Incorporated 549300XH5RYBMYP8TF26 457030104 394.00000000 NS USD 29116.60000000 0.003985608458 Long EC US N 1 N N N THE FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130AWLH1 900000.00000000 PA USD 900569.07000000 0.123273861063 Long DBT USGA US N 2 2025-07-10 Floating 4.73000040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FTV38 1665240.99600000 PA USD 171229.74000000 0.023438681031 Long DBT USGA US N 2 2050-06-25 Floating 1.25148960 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABJ9 272000.00000000 PA USD 267414.06000000 0.036604814418 Long DBT NUSS DK N 2 2030-10-02 Fixed 4.61300000 N N N N N N VIATRIS INC. 254900ZZTSW7NL773X71 92556V106 9925.00000000 NS USD 129918.25000000 0.017783782314 Long EC US N 1 N N N CATALYST PHARMACEUTICALS, INC. 5299004O0R5XXLA5H544 14888U101 1589.00000000 NS USD 35069.23000000 0.004800430672 Long EC US N 1 N N N NEOGEN CORPORATION 549300HJT9FC36N4UW43 640491106 849.00000000 NS USD 12038.82000000 0.001647926709 Long EC US N 1 N N N BALLYROCK CLO LTD N/A 05875TAG2 500000.00000000 PA USD 501324.00000000 0.068623437315 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 8.01750960 N N N N N N DANA INCORPORATED KVWHW7YLZPFJM8QYNJ51 235825205 -7103.00000000 NS USD -71030.00000000 -0.00972289926 Short EC US N 1 N N N TOLL BROTHERS, INC. 529900JB6IS9MSZGVR44 889478103 -2832.00000000 NS USD -467761.44000000 -0.06402924626 Short EC US N 1 N N N NU SKIN ENTERPRISES, INC. 54930050DETB6CP71D38 67018T105 1445.00000000 NS USD 10548.50000000 0.001443925143 Long EC US N 1 N N N Bunge Global SA 254900IVXSV9K0B7PO26 H11356104 2553.00000000 NS USD 229106.22000000 0.031361068544 Long EC US N 1 N N N H.B. FULLER COMPANY JSMX3Z5FOYM8V0Q52357 359694106 -554.00000000 NS USD -42597.06000000 -0.00583087320 Short EC US N 1 N N N REGENERON PHARMACEUTICALS, INC. 549300RCBFWIRX3HYQ56 75886F107 796.00000000 NS USD 597175.12000000 0.081743960819 Long EC US N 1 N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAE0 357000.00000000 PA USD 408230.63000000 0.055880406779 Long DBT NUSS NO N 2 2032-11-15 Fixed 8.00000000 N N N N N N ESSEX PROPERTY TRUST, INC. 549300TR2H2VEFX0NC60 297178105 919.00000000 NS USD 285312.74000000 0.039054864576 Long EC US N 1 N N N BROOKFIELD INFRASTRUCTURE CORPORATION N/A 11275Q107 720.00000000 NS USD 32320.80000000 0.004424213468 Long EC US N 1 N N N THE HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866108 2537.00000000 NS USD 446841.81000000 0.061165675169 Long EC US N 1 N N N HOVNANIAN ENTERPRISES, INC. 549300805N4EF0ROBT53 442487401 -189.00000000 NS USD -37159.29000000 -0.00508652729 Short EC US N 1 N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CD4 233000.00000000 PA USD 207132.52000000 0.028353211699 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DB8 214000.00000000 PA USD 202282.88000000 0.027689371615 Long DBT CORP US N 2 2028-02-01 Fixed 3.25000000 N N N N N N URANIUM ENERGY CORP. 549300VD69WD2USLIP04 916896103 9689.00000000 NS USD 80515.59000000 0.011021328608 Long EC US N 1 N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 02530EAC8 1152000.00000000 PA USD 1155281.13000000 0.158139969773 Long ABS-MBS US Y 2 2027-11-12 Fixed 6.09000000 N N N N N N HOST HOTELS & RESORTS, INC. N6EL63S0K3PB1YFTDI24 44107P104 11186.00000000 NS USD 206046.12000000 0.028204500482 Long EC US N 1 N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661107 -4900.00000000 NS USD -1334907.00000000 -0.18272795006 Short EC US N 1 N N N FOOT LOCKER, INC. 549300X383CBNP6MTV94 344849104 -279.00000000 NS USD -7016.85000000 -0.00096049733 Short EC US N 1 N N N LULULEMON ATHLETICA INC. 549300D9GZ4BMLDW5T40 550021109 -3351.00000000 NS USD -1074531.66000000 -0.14708662664 Short EC US N 1 N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933Y105 17034.00000000 NS USD 1731335.76000000 0.236992864891 Long EC US N 1 N N N EQUIFY ABS LLC N/A 29445TAA6 528627.47000000 PA USD 528339.42000000 0.072321427000 Long ABS-MBS US Y 2 2033-04-18 Fixed 5.43000000 N N N N N N FRONTDOOR, INC. 5493008RB0JZJI3QGZ06 35905A109 -1422.00000000 NS USD -83329.20000000 -0.01140646793 Short EC US N 1 N N N PARAMOUNT GROUP, INC. N/A 69924R108 6372.00000000 NS USD 30967.92000000 0.004239025294 Long EC US N 1 N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599EJ0 184000.00000000 PA USD 184638.30000000 0.025274103785 Long DBT CORP US N 2 2029-08-01 Fixed 5.20000000 N N N N N N THE ANDERSONS, INC L38MWB8MVRFV7HVJPU11 034164103 375.00000000 NS USD 17902.50000000 0.002450573055 Long EC US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370860 -214074.00000000 NS USD -2382643.62000000 -0.32614675360 Short EC US N 1 N N N THE SCOTTS MIRACLE-GRO COMPANY 2TH9E0JTOUXOEGI2R879 810186106 -176.00000000 NS USD -13567.84000000 -0.00185722570 Short EC US N 1 N N N OXFORD INDUSTRIES INC IDZ20O0XD3GS4UOI2L88 691497309 -494.00000000 NS USD -41085.98000000 -0.00562402991 Short EC US N 1 N N N N/A N/A N/A 62.00000000 NC USD 4433000.00000000 0.606808566158 N/A DCO GB N 1 BRENT CRUDE FUTR MAR25 N/A Long Crude Oil BRENT CRUDE OIL(ICE) Mar 2025 2025-02-03 4565575.65000000 USD -132575.65000000 N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46642NBF2 1181148.07000000 PA USD 25.39000000 0.000003475495 Long DBT USGA US N 2 2047-09-15 Floating 0.55285200 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837BF9 371000.00000000 PA USD 378500.80000000 0.051810856696 Long DBT NUSS NL N 2 2027-09-11 Fixed 6.08300000 N N N N N N PENSKE AUTOMOTIVE GROUP, INC. 549300W7UTQ0M4C7LB15 70959W103 -239.00000000 NS USD -39803.06000000 -0.00544841817 Short EC US N 1 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KT58 245341.95950000 PA USD 250299.68000000 0.034262122700 Long DBT USGA US Y 2 2043-04-25 Floating 6.82533000 N N N N N N MODINE MANUFACTURING COMPANY Z35SZFYJR8GZZRSIUU09 607828100 -2762.00000000 NS USD -375051.98000000 -0.05133876702 Short EC US N 1 N N N AS MILEAGE PLAN IP LTD. N/A 00218QAB6 217000.00000000 PA USD 212642.74000000 0.029107474884 Long DBT NUSS US N 2 2031-10-20 Fixed 5.30800000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DJ1 168000.00000000 PA USD 174984.15000000 0.023952601209 Long DBT CORP US N 2 2029-05-01 Fixed 6.29800000 N N N N N N WORKDAY, INC. 549300J0DYC0N31V7G13 98138H101 510.00000000 NS USD 127494.90000000 0.017452063492 Long EC US N 1 N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076102 -8334.00000000 NS USD -3576369.42000000 -0.48954919914 Short EC US N 1 N N N TOPGOLF CALLAWAY BRANDS CORP. 5493005UB0KFRKBPCU72 131193104 -5651.00000000 NS USD -47581.42000000 -0.00651315435 Short EC US N 1 N N N STANDARD MOTOR PRODUCTS, INC. THGK1EO5B5HK0JHQVZ90 853666105 -1277.00000000 NS USD -41987.76000000 -0.00574746953 Short EC US N 1 N N N MARTIN MARIETTA MATERIALS, INC. 5299005MZ4WZECVATV08 573284106 -469.00000000 NS USD -281400.00000000 -0.03851927149 Short EC US N 1 N N N TRACTOR SUPPLY COMPANY 549300OJ9VZHZRO6I137 892356106 -929.00000000 NS USD -263529.43000000 -0.03607306915 Short EC US N 1 N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBD3 200000.00000000 PA USD 170664.01000000 0.023361241417 Long DBT NUSS FR N 2 2032-06-09 Fixed 2.88900000 N N N N N N CHOICE HOTELS INTERNATIONAL, INC. 5493003CYRY5RFGTIR97 169905106 -358.00000000 NS USD -54143.92000000 -0.00741145825 Short EC US N 1 N N N N/A N/A N/A 3.00000000 NC USD 287167.86000000 0.039308801573 N/A DCO GB N 1 LME NICKEL FUTURE MAR25 N/A Long Nickel Nickel Composite Commodity Future Mar 2025 2025-03-20 313744.53000000 USD -26576.67000000 N N N DIGITALBRIDGE GROUP, INC. 549300XG87L902AGBO89 25401T603 1107.00000000 NS USD 14501.70000000 0.001985056572 Long EC US N 1 N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 629377CT7 456000.00000000 PA USD 499245.48000000 0.068338920342 Long DBT CORP US N 2 2033-03-15 Fixed 7.00000000 N N N N N N COUNTRYWIDE HOME LOANS INC N/A 12543TAU9 48030.56780000 PA USD 21228.47000000 0.002905846479 Long ABS-MBS US N 2 2036-09-25 Fixed 6.25000000 N N N N N N TEGNA INC. 549300YC5EDBGX85AO10 87901J105 -1453.00000000 NS USD -27272.81000000 -0.00373322236 Short EC US N 1 N N N ECOPETROL S.A. 254900IDGKCJICKBPA66 279158AT6 611000.00000000 PA USD 651269.18000000 0.089148594021 Long DBT NUSS CO N 2 2029-01-19 Fixed 8.62500000 N N N N N N Banco de Credito del Peru 549300EQYQ8SCQZ4BY14 05971U2C0 728000.00000000 PA USD 712364.02000000 0.097511524827 Long DBT NUSS PE N 2 2030-07-01 Fixed 3.12500000 N N N N N N RYMAN HOSPITALITY PROPERTIES, INC. 529900GCCWW9SRMPJR11 78377T107 965.00000000 NS USD 113136.60000000 0.015486636143 Long EC US N 1 N N N ALLIANT ENERGY CORPORATION 5493009ML300G373MZ12 018802108 1998.00000000 NS USD 126273.60000000 0.017284886568 Long EC US N 1 N N N THE BOSTON BEER COMPANY, INC. 529900Q02MQ0DCQNRM58 100557107 114.00000000 NS USD 36051.36000000 0.004934868953 Long EC US N 1 N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 23600.00000000 NS USD 3857420.00000000 0.528020640484 Long EC US N 1 N N N LIVANOVA PLC 2138001K2FX6SHK2B339 G5509L101 534.00000000 NS USD 28035.00000000 0.003837554286 Long EC US N 1 N N N CENCORA, INC. AI8GXW8LG5WK7E9UD086 03073E105 1143.00000000 NS USD 287521.65000000 0.039357229906 Long EC US N 1 N N N NEUROCRINE BIOSCIENCES, INC. 549300FECER0XBN49756 64125C109 701.00000000 NS USD 88851.75000000 0.012162418907 Long EC US N 1 N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBH4 303000.00000000 PA USD 288381.96000000 0.039474992928 Long DBT NUSS FR N 2 2028-01-19 Fixed 2.79700000 N N N N N N N/A N/A N/A 31.00000000 NC USD 792360.00000000 0.108461726930 N/A DCO US N 1 SOYBEAN OIL FUTR JUL25 N/A Long Soybean Oil Soybean Oil Future Jul 2025 2025-07-17 854504.23000000 USD -62144.23000000 N N N SIMON PROPERTY GROUP, INC. 529900GQL5X8H7AO3T64 828806109 4386.00000000 NS USD 805269.60000000 0.110228849841 Long EC US N 1 N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAF4 307000.00000000 PA USD 294032.57000000 0.040248473315 Long DBT NUSS GB N 2 2028-02-16 Fixed 2.97200000 N N N N N N CHEVRON CORPORATION N/A 166764100 45229.00000000 NS USD 7323931.97000000 1.002532067979 Long EC US N 1 N N N ABERCROMBIE & FITCH CO. 5493000J7LL72TOGT983 002896207 -415.00000000 NS USD -62121.35000000 -0.00850344401 Short EC US N 1 N N N CLEAN ENERGY FUELS CORP. 549300MTQB4VUAOPMF71 184499101 7126.00000000 NS USD 21948.08000000 0.003004349865 Long EC US N 1 N N N ICU MEDICAL, INC. 5493003NRW7LS2QZRH60 44930G107 216.00000000 NS USD 35415.36000000 0.004847810471 Long EC US N 1 N N N LIBERTY BROADBAND CORPORATION 549300MIX43II8JLN536 530307305 -1371.00000000 NS USD -116726.94000000 -0.01597809769 Short EC US N 1 N N N N/A N/A N/A 10.00000000 NC USD 650097.50000000 0.088988209302 N/A DCO GB N 1 LME PRI ALUM FUTR MAR25 N/A Long Aluminum LME ALUM HG FUTUR Mar 2025 2025-03-20 634947.05000000 USD 15150.45000000 N N N OGE ENERGY CORP. CE5OG6JPOZMDSA0LAQ19 670837103 1958.00000000 NS USD 86073.68000000 0.011782144449 Long EC US N 1 N N N DHT HOLDINGS, INC. 549300SMD6IVZYT74K40 Y2065G121 5005.00000000 NS USD 47147.10000000 0.006453702718 Long EC US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 369000.00000000 PA USD 314743.30000000 0.043083449262 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N CONSOLIDATED EDISON, INC. 54930033SBW53OO8T749 209115104 2840.00000000 NS USD 285675.60000000 0.039104534451 Long EC US N 1 N N N VITAL FARMS, INC. 549300S6NYY7ER3XOT61 92847W103 691.00000000 NS USD 22941.20000000 0.003140292505 Long EC US N 1 N N N LIVE NATION ENTERTAINMENT, INC. 5493007B9BM9ZXJINO78 538034109 997.00000000 NS USD 137835.25000000 0.018867496146 Long EC US N 1 N N N ARCHER-DANIELS-MIDLAND COMPANY. 549300LO13MQ9HYSTR83 039483102 8277.00000000 NS USD 451924.20000000 0.061861375099 Long EC US N 1 N N N COLUMBIA SPORTSWEAR COMPANY 549300OTMCIEUXAH5Z60 198516106 -909.00000000 NS USD -79301.16000000 -0.01085509208 Short EC US N 1 N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAH6 600000.00000000 PA USD 608976.01000000 0.083359318622 Long DBT NUSS GB N 2 2034-07-01 Fixed 5.87500000 N N N N N N CELLDEX THERAPEUTICS, INC. 529900F018DMYWH38923 15117B202 792.00000000 NS USD 21732.48000000 0.002974837588 Long EC US N 1 N N N Texas Pacific Land Corp N/A 88262P102 513.00000000 NS USD 820846.17000000 0.112361039353 Long EC US N 1 N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687106 10559.00000000 NS USD 1240365.73000000 0.169786724595 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CLL3 800000.00000000 PA USD 784500.00000000 0.107385815508 Long SN UST US N 2 2027-09-15 Fixed 3.37500000 N N N N N N IDEXX LABORATORIES, INC. OGMTXK0LUU1HKV2P0J84 45168D104 629.00000000 NS USD 265280.75000000 0.036312797549 Long EC US N 1 N N N GAMESTOP CORP. 549300505KLOET039L77 36467W109 -3474.00000000 NS USD -100919.70000000 -0.01381433305 Short EC US N 1 N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XBB3 47000.00000000 PA USD 47083.04000000 0.006444933903 Long DBT CORP US N 2 2033-04-01 Fixed 4.95000000 N N N N N N CaixaBank, S.A. 7CUNS533WID6K7DGFI87 12803RAH7 391000.00000000 PA USD 402615.14000000 0.055111733773 Long DBT NUSS ES N 2 2035-06-15 Fixed 6.03700000 N N N N N N CENTERSPACE 5493002LG2SH9EEHT720 15202L107 430.00000000 NS USD 31175.00000000 0.004267371317 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CGY1 7500000.00000000 PA USD 7499546.55000000 1.026570965224 Long SN UST US N 2 2025-04-30 Floating 4.63327560 N N N N N N N/A N/A N/A 23.00000000 NC USD 1545025.00000000 0.211489827414 N/A DCO GB N 1 LOW SU GASOIL G JAN25 N/A Long Gasoil GAS OIL FUT (ICE) Jan 2025 2025-01-13 1577309.90000000 USD -32284.90000000 N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80285XAD7 545000.00000000 PA USD 550332.33000000 0.075331913394 Long ABS-MBS US N 2 2028-07-17 Fixed 5.61000000 N N N N N N AREIT LTD. N/A 04002VAA9 942157.17560000 PA USD 939024.50000000 0.128537809707 Long ABS-CBDO CORP KY Y 2 2037-01-20 Floating 6.01077960 N N N N N N INTEGRA LIFESCIENCES HOLDINGS CORPORATION WB7IJCYY8YFTENS4O147 457985208 764.00000000 NS USD 18779.12000000 0.002570568662 Long EC US N 1 N N N CONSTELLATION ENERGY CORPORATION. 549300F8Y20RYGNGV346 21037T109 2485.00000000 NS USD 637551.60000000 0.087270871249 Long EC US N 1 N N N GitLab Inc 9845004Y40FACG81ED49 37637K108 59.00000000 NS USD 3761.25000000 0.000514856467 Long EC US N 1 N N N AMERICAN HEALTHCARE REIT, INC. 2549004GGE2APGNT6O92 398182303 1537.00000000 NS USD 45817.97000000 0.006271765549 Long EC US N 1 N N N Apple Hospitality REIT, Inc. 549300EVZAR0FBZO4F16 03784Y200 2807.00000000 NS USD 45220.77000000 0.006190018182 Long EC US N 1 N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 025537101 3895.00000000 NS USD 388954.70000000 0.053241832575 Long EC US N 1 N N N MATERION CORPORATION 549300CJ5RI351SUYT02 576690101 -223.00000000 NS USD -25783.26000000 -0.00352932619 Short EC US N 1 N N N AIB GROUP PUBLIC LIMITED COMPANY 635400AKJBGNS5WNQL34 00135TAD6 308000.00000000 PA USD 324876.63000000 0.044470544107 Long DBT NUSS IE N 2 2029-09-13 Fixed 6.60800000 N N N N N N VORNADO REALTY TRUST N/A 929042109 2422.00000000 NS USD 104267.10000000 0.014272539916 Long EC US N 1 N N N NORWEGIAN CRUISE LINE HOLDINGS LTD. N/A G66721104 -5719.00000000 NS USD -153783.91000000 -0.02105061897 Short EC US N 1 N N N ADMA BIOLOGICS, INC. N/A 000899104 2255.00000000 NS USD 45348.05000000 0.006207440829 Long EC US N 1 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AQ1 252000.00000000 PA USD 267690.02000000 0.036642589039 Long DBT NUSS GB N 2 2173-06-30 Fixed 8.12500000 N N N Y Y NATWEST GROUP PLC GBP XXXX N N N INTERNATIONAL SEAWAYS, INC. 549300YUFDGFRNGBWF46 Y41053102 1220.00000000 NS USD 47580.00000000 0.006512959976 Long EC US N 1 N N N GEN DIGITAL INC. YF6ZV0M6AU4FY94MK914 668771108 1464.00000000 NS USD 45164.40000000 0.006182302008 Long EC US N 1 N N N WOLVERINE WORLD WIDE, INC. 549300OVC7PK14LQ8D87 978097103 -2562.00000000 NS USD -59412.78000000 -0.00813268302 Short EC US N 1 N N N IRHYTHM TECHNOLOGIES, INC. 549300FJI72RJGDQS384 450056106 23.00000000 NS USD 2000.20000000 0.000273796186 Long EC US N 1 N N N CBRE GROUP, INC. 52990016II9MJ2OSWA10 12504L109 4150.00000000 NS USD 580958.50000000 0.079524158444 Long EC US N 1 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 17327CAT0 564000.00000000 PA USD 555370.48000000 0.076021557558 Long DBT CORP US N 2 2030-09-19 Fixed 4.54200000 N N N N N N RESMED INC. 529900T3QE5253CCXF22 761152107 917.00000000 NS USD 228351.34000000 0.031257737244 Long EC US N 1 N N N KELLANOVA LONOZNOJYIBXOHXWDB86 487836108 4370.00000000 NS USD 355237.30000000 0.048626446347 Long EC US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 438000.00000000 PA 442852.84000000 0.060619647385 Long DBT NUSS US N 2 2027-10-29 Fixed 0.40600000 N N N N N N DARDEN RESTAURANTS, INC. CY1NFSCCB5GUXC7WZC70 237194105 -1403.00000000 NS USD -247306.81000000 -0.03385244547 Short EC US N 1 N N N LKQ CORPORATION DS830JTTZQN6GK0I2E41 501889208 -2508.00000000 NS USD -98539.32000000 -0.01348849616 Short EC US N 1 N N N THE ISRAEL ELECTRIC CORP. LTD. 254900JW7GE35YNJGJ55 465077AL9 236000.00000000 PA USD 228094.00000000 0.031222511411 Long DBT NUSS IL N 2 2028-08-14 Fixed 4.25000000 N N N N N N DOLLAR GENERAL CORPORATION OPX52SQVOZI8IVSWYU66 256677105 3896.00000000 NS USD 301043.92000000 0.041208217786 Long EC US N 1 N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650100 8469.00000000 NS USD 506869.65000000 0.069382550314 Long EC US N 1 N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109104 11929.00000000 NS USD 690569.81000000 0.094528237364 Long EC US N 1 N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056107 -3987.00000000 NS USD -259753.05000000 -0.03555614162 Short EC US N 1 N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 02146TAR8 185571.10030000 PA USD 95156.78000000 0.013025479186 Long ABS-MBS US N 2 2036-08-25 Fixed 5.75000000 N N N N N N UNICREDIT, SOCIETA PER AZIONI 549300TRUWO2CD2G5692 904678AW9 229000.00000000 PA USD 218682.31000000 0.029934197828 Long DBT NUSS IT N 2 2027-06-03 Fixed 1.98200000 N N N N N N HOMEBANC MORTGAGE TRUST N/A 43739EAP2 18031.11960000 PA USD 14632.78000000 0.002002999379 Long ABS-MBS US N 2 2035-03-25 Floating 5.20219080 N N N N N N PPL CORPORATION 9N3UAJSNOUXFKQLF3V18 69351T106 5629.00000000 NS USD 196620.97000000 0.026914344435 Long EC US N 1 N N N BILL HOLDINGS, INC. 549300IBF9VZZIGOZW63 090043100 323.00000000 NS USD 29141.06000000 0.003988956651 Long EC US N 1 N N N N/A N/A N/A 10.00000000 NC USD 1042000.00000000 0.142633549726 N/A DCO US N 1 COPPER FUTURE MAY25 N/A Long Copper COPPER FUTURE (Consolidated) May 2025 2025-05-31 1059117.70000000 USD -17117.70000000 N N N BROWN-FORMAN CORPORATION 549300873K3LXF7ARU34 115637209 3030.00000000 NS USD 127502.40000000 0.017453090125 Long EC US N 1 N N N CMS ENERGY CORPORATION 549300IA9XFBAGNIBW29 125896100 2420.00000000 NS USD 168698.20000000 0.023092152685 Long EC US N 1 N N N Avidity Biosciences Inc N/A 05370A108 998.00000000 NS USD 42943.94000000 0.005878355663 Long EC US N 1 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3Q2 32000.00000000 PA USD 32646.63000000 0.004468814513 Long DBT CORP US N 2 2029-01-09 Fixed 5.58300000 N N N N N N DREAM FINDERS HOMES, INC. N/A 26154D100 -1157.00000000 NS USD -38493.39000000 -0.00526914477 Short EC US N 1 N N N WORLD KINECT CORPORATION D3W7PCXCBRQLL17DZ313 981475106 1633.00000000 NS USD 47275.35000000 0.006471258143 Long EC US N 1 N N N N/A N/A N/A 30.00000000 NC USD 2145000.00000000 0.293617048141 N/A DCO GB N 1 BRENT CRUDE FUTR MAR25 N/A Long Crude Oil BRENT CRUDE OIL(ICE) Mar 2025 2025-02-03 2258853.75000000 USD -113853.75000000 N N N ASTRANA HEALTH, INC. 5493008O4R82Q4STJ936 03763A207 843.00000000 NS USD 36459.75000000 0.004990771175 Long EC US N 1 N N N N/A N/A N/A 20.00000000 NC USD 5447000.00000000 0.745609352552 N/A DCO US N 1 GOLD 100 OZ FUTR JUN25 N/A Long Gold GOLD 100 OZ FUTR Jun 2025 2025-06-29 5302802.92000000 USD 144197.08000000 N N N N/A N/A N/A 8.00000000 NC USD 2144800.00000000 0.293589671260 N/A DCO US N 1 GOLD 100 OZ FUTR FEB25 N/A Long Gold GOLD 100 OZ FUTR Feb 2025 2025-03-01 2104709.97000000 USD 40090.03000000 N N N GENTHERM INCORPORATED HKM6YX1U5JS60TCUB219 37253A103 -1847.00000000 NS USD -77758.70000000 -0.01064395336 Short EC US N 1 N N N NEUBERGER BERMAN LOAN ADVISERS LLC N/A 64134AAA0 624000.00000000 PA USD 625402.75000000 0.085607883148 Long ABS-CBDO CORP KY Y 2 2035-07-17 Floating 6.03906120 N N N N N N GENTEX CORPORATION 549300S3UD8XV1MN0287 371901109 -12503.00000000 NS USD -382091.68000000 -0.05230239216 Short EC US N 1 N N N Schlumberger N.V. 213800ZUA17OK3QLGM62 806857108 38067.00000000 NS USD 1672663.98000000 0.228961613211 Long EC US N 1 N N N DOCUSIGN, INC. 549300Q7PVDWRZ39JG09 256163106 317.00000000 NS USD 25261.73000000 0.003457936873 Long EC US N 1 N N N UNITI GROUP INC. 549300V3NU625PJUVA84 91325V108 4971.00000000 NS USD 29378.61000000 0.004021473541 Long EC US N 1 N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 12668BKK8 71375.95110000 PA USD 48937.76000000 0.006698816146 Long ABS-MBS US N 2 2036-02-25 Fixed 5.50000000 N N N N N N CELSIUS HOLDINGS, INC. N/A 15118V207 2871.00000000 NS USD 81679.95000000 0.011180711333 Long EC US N 1 N N N TG THERAPEUTICS, INC. 529900X21UKABN9NJ529 88322Q108 1840.00000000 NS USD 64032.00000000 0.008764982203 Long EC US N 1 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EC9 762000.00000000 PA USD 847855.42000000 0.116058184461 Long DBT NUSS GB N 2 2034-11-13 Fixed 7.39900000 N N N N N N HERTZ VEHICLE FINANCING III LLC N/A 42806MAL3 600000.00000000 PA USD 592093.32000000 0.081048341651 Long ABS-MBS US Y 2 2026-06-25 Fixed 2.63000000 N N N N N N DT AUTO OWNER TRUST N/A 23346KAA8 26629.83160000 PA USD 26635.75000000 0.003646018783 Long ABS-MBS US Y 2 2027-04-15 Fixed 5.48000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBG7 559000.00000000 PA USD 546116.41000000 0.074754819694 Long DBT CORP US N 2 2034-09-15 Fixed 5.20000000 N N N N N N MONGODB, INC. 549300TPTG69WKWE1Z37 60937P106 171.00000000 NS USD 55145.79000000 0.007548598637 Long EC US N 1 N N N RAYONIER INC. HGV8VDVNL0W6SF2U9C50 754907103 1989.00000000 NS USD 63389.43000000 0.008677024391 Long EC US N 1 N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166104 10043.00000000 NS USD 323987.18000000 0.044348792273 Long EC US N 1 N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287Y109 11526.00000000 NS USD 2108451.18000000 0.288614084671 Long EC US N 1 N N N SMITH & WESSON BRANDS, INC. 5493004PFHUPOR1PWN79 831754106 -288.00000000 NS USD -3911.04000000 -0.00053536038 Short EC US N 1 N N N RADIAN GUARANTY INC AND EAGLE RE LTD N/A 26982EAA4 574673.97890000 PA USD 577354.60000000 0.079030840737 Long ABS-MBS BM Y 2 2033-09-26 Floating 6.73403040 N N N N N N NORTHERN OIL AND GAS, INC. OKFF0PIZDDMNH4UCYE51 665531307 2512.00000000 NS USD 109246.88000000 0.014954194137 Long EC US N 1 N N N SM ENERGY COMPANY 84BUTVXV5ODI6BXNMH43 78454L100 2940.00000000 NS USD 132858.60000000 0.018186270373 Long EC US N 1 N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAN5 530000.00000000 PA USD 568805.90000000 0.077860657027 Long DBT CORP US N 2 2033-10-13 Fixed 6.50000000 N N N N N N CENTRUS ENERGY CORP. 549300G6VDK9G8276661 15643U104 556.00000000 NS USD 50596.00000000 0.006925803341 Long EC US N 1 N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BQ0 327000.00000000 PA USD 355815.19000000 0.048705550476 Long DBT CORP AU N 2 2033-10-06 Fixed 6.50000000 N N N N N N ARAMARK 549300MR6PG2DWZUIL39 03852U106 -3194.00000000 NS USD -129963.86000000 -0.01779002561 Short EC US N 1 N N N CROWDSTRIKE HOLDINGS, INC. 549300YBY08K9KM4HX32 22788C105 489.00000000 NS USD 169179.33000000 0.023158011879 Long EC US N 1 N N N HAEMONETICS CORPORATION 549300ZEL6TXZS6F5F95 405024100 263.00000000 NS USD 23004.61000000 0.003148972345 Long EC US N 1 N N N M/I HOMES, INC. 5299005M71FH9CCSFB69 55305B101 -754.00000000 NS USD -124432.62000000 -0.01703288511 Short EC US N 1 N N N JONES LANG LASALLE INCORPORATED 6SYKCME112RT8TQUO411 48020Q107 594.00000000 NS USD 166676.40000000 0.022815399796 Long EC US N 1 N N N FOX FACTORY HOLDING CORP. 529900GE1HSV0617R721 35138V102 -2865.00000000 NS USD -93055.20000000 -0.01273780565 Short EC US N 1 N N N N/A N/A N/A 1.00000000 NC USD 94777.62000000 0.012973578095 N/A DCO GB N 1 LME NICKEL FUTURE JAN25 N/A Long Nickel Nickel Composite Commodity Future Jan 2025 2025-01-16 95864.67000000 USD -1087.05000000 N N N N/A N/A N/A 16.00000000 NC USD 1865100.00000000 0.255303103257 N/A DCO US N 1 COFFEE 'C' FUTURE JUL25 N/A Long Coffee Coffee C Future Jul 2025 2025-07-24 1517811.15000000 USD 347288.85000000 N N N WINGSTOP INC. 549300SSH3F8HPIM3Q47 974155103 -341.00000000 NS USD -112110.57000000 -0.01534618863 Short EC US N 1 N N N LABCORP HOLDINGS INC. N/A 504922105 635.00000000 NS USD 153136.60000000 0.020962012333 Long EC US N 1 N N N ILLUMINA, INC. SQ95QG8SR5Q56LSNF682 452327109 1364.00000000 NS USD 196620.60000000 0.026914293788 Long EC US N 1 N N N N/A N/A N/A 7.00000000 NC USD 682511.34000000 0.093425158495 N/A DCO GB N 1 LME NICKEL FUTURE JUL25 N/A Long Nickel Nickel Composite Commodity Future Jul 2025 2025-07-17 720539.01000000 USD -38027.67000000 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KX79 699462.58450000 PA USD 709236.32000000 0.097083391474 Long DBT USGA US Y 2 2043-05-25 Floating 6.73403040 N N N N N N MEDICAL PROPERTIES TRUST, INC. 254900U6E39J1MQCCY14 58463J304 5740.00000000 NS USD 25198.60000000 0.003449295360 Long EC US N 1 N N N Wynn Macau, Limited 254900NMDQ8ENTHU1I31 98313RAH9 341000.00000000 PA USD 326108.41000000 0.044639155579 Long DBT NUSS MO N 2 2028-08-26 Fixed 5.62500000 N N N N N N N/A N/A N/A 5.00000000 NC USD 324310.00000000 0.044392981297 N/A DCO GB N 1 LME PRI ALUM FUTR JAN25 N/A Long Aluminum Aluminium High Grade Composite Commodity Future Jan 2025 2025-01-16 326172.65000000 USD -1862.65000000 N N N Virgolino de Oliveira Finance S.A. N/A 92824BAA4 496528.34000000 PA USD 49.65000000 0.000006796310 Long DBT NUSS BR N 2 2018-01-28 Fixed 10.50000000 Y N N N N N TERRAFORM GLOBAL OPERATING LP 549300LC7QMVR79H5O86 88104UAC7 77000.00000000 PA USD 76984.72000000 0.010538007570 Long DBT CORP US N 2 2026-03-01 Fixed 6.12500000 N N N N N N PBF ENERGY INC. 2549003PBEDCSZMZIY02 69318G106 2798.00000000 NS USD 88109.02000000 0.012060750753 Long EC US N 1 N N N TURNING POINT BRANDS, INC. 549300IYG00QF0VVP302 90041L105 912.00000000 NS USD 56452.80000000 0.007727507923 Long EC US N 1 N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03236XAB3 128022.20590000 PA USD 128309.63000000 0.017563587323 Long ABS-MBS US Y 2 2028-06-21 Fixed 5.30000000 N N N N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571903202 -2992.00000000 NS USD -864957.28000000 -0.11839916238 Short EC US N 1 N N N N/A N/A N/A 15.00000000 NC USD 2372475.00000000 0.324754828106 N/A DCO US N 1 SILVER FUTURE JUL25 N/A Long Silver SILVER FUTURE Jul 2025 2025-08-01 2380067.51000000 USD -7592.51000000 N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585A102 9362.00000000 NS USD 1461876.30000000 0.200108067111 Long EC US N 1 N N N BXP, INC. 549300OF70FSEUQBT254 101121101 2394.00000000 NS USD 196284.06000000 0.026868226710 Long EC US N 1 N N N N/A N/A N/A 5.00000000 NC USD 334500.00000000 0.045787833381 N/A DCO GB N 1 LOW SU GASOIL G MAR25 N/A Long Gasoil GAS OIL FUT (ICE) Mar 2025 2025-03-15 381179.52000000 USD -46679.52000000 N N N KYNDRYL HOLDINGS, INC. 549300LQ4LWX2R8ZV130 50155Q100 1358.00000000 NS USD 47136.18000000 0.006452207940 Long EC US N 1 N N N HALOZYME THERAPEUTICS, INC. 529900242I3SV9AGM753 40637H109 659.00000000 NS USD 31763.80000000 0.004347968854 Long EC US N 1 N N N THE ESTEE LAUDER COMPANIES INC. 549300VFZ8XJ9NUPU221 518439104 5355.00000000 NS USD 386202.60000000 0.052865113005 Long EC US N 1 N N N BALL CORPORATION 0BGI85ALH27ZJP15DY16 058498106 -2173.00000000 NS USD -135073.68000000 -0.01848948028 Short EC US N 1 N N N NETSTREIT CORP. 254900CJL0EDMEQ25Q84 64119V303 396.00000000 NS USD 6419.16000000 0.000878682895 Long EC US N 1 N N N LME ZINC FUTURE MAR25 N/A N/A 38.00000000 NC USD 2952248.50000000 0.404116778530 N/A DCO GB N 1 LME ZINC FUTURE MAR25 N/A Long N/A N/A 2025-03-20 2763341.78000000 USD 188906.72000000 N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161N101 8222.00000000 NS USD 325262.32000000 0.044523339053 Long EC US N 1 N N N N/A N/A N/A 31.00000000 NC USD 2108000.00000000 0.288552325166 N/A DCO US N 1 WTI CRUDE FUTURE JAN25 N/A Long Crude Oil WTI Crude Oil Future (NYM Consolidated) Jan 2025 2024-12-22 2171762.69000000 USD -63762.69000000 N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYU2 296000.00000000 PA USD 284392.12000000 0.038928846055 Long DBT CORP US N 2 2173-05-10 Fixed 4.12500000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172109 26545.00000000 NS USD 3532077.70000000 0.483486353416 Long EC US N 1 N N N Kontoor Brands, Inc. 549300M0CPXV65RFF271 50050N103 -1219.00000000 NS USD -111879.82000000 -0.01531460256 Short EC US N 1 N N N Chile Electricity Lux MPC II S.a r.l. N/A 16882LAA0 558000.00000000 PA USD 549351.00000000 0.075197584621 Long DBT NUSS CL N 2 2035-10-20 Fixed 5.58000000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 32832.99000000 NS USD 3557126.14000000 0.486915094215 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CJD4 9200000.00000000 PA USD 9201234.46000000 1.259505501817 Long SN UST US N 2 2025-10-31 Floating 4.63427280 N N N N N N QUEST DIAGNOSTICS INCORPORATED 8MCWUBXQ0WE04KMXBX50 74834L100 839.00000000 NS USD 136471.74000000 0.018680852892 Long EC US N 1 N N N BELLEMEADE RE LTD. N/A 07876GAA8 623572.64920000 PA USD 633089.37000000 0.086660061551 Long ABS-MBS US Y 2 2032-09-27 Floating 8.73402840 N N N N N N SABLE OFFSHORE CORP. N/A 78574H104 2104.00000000 NS USD 49401.92000000 0.006762352411 Long EC US N 1 N N N DEXCOM, INC. 549300YSK3QDSFR5EU59 252131107 3082.00000000 NS USD 240365.18000000 0.032902244581 Long EC US N 1 N N N NEXPOINT RESIDENTIAL TRUST, INC. 549300U2J6XVYBF87166 65341D102 680.00000000 NS USD 32007.60000000 0.004381341272 Long EC US N 1 N N N N/A N/A N/A -17.00000000 NC USD -1355743.20000000 -0.18558010089 N/A DCO US N 1 GASOLINE RBOB FUT JAN25 N/A Short Unleaded Gas RBOB Unleaded Gasoline Future (Consolidated) Jan 2025 2025-01-03 -1410033.21000000 USD 54290.01000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 CD1567161 -16850000.00000000 NC USD 401709.02000000 0.054987700076 N/A DCR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Y 2029-12-20 367870.94000000 USD 0.00000000 USD -16850000.00000000 USD 33838.08000000 N N N PUBLIC STORAGE. N/A 74460D109 2150.00000000 NS USD 748307.50000000 0.102431626690 Long EC US N 1 N N N US FOODS HOLDING CORP. 549300UGOZSO64CFPR97 912008109 4195.00000000 NS USD 292685.15000000 0.040064032530 Long EC US N 1 N N N Essential Utilities, Inc. 549300ILTEOF3E3QY357 29670G102 1722.00000000 NS USD 68931.66000000 0.009435669245 Long EC US N 1 N N N N/A N/A N/A 5.00000000 NC USD 777700.00000000 0.106455001556 N/A DCO US N 1 SILVER FUTURE MAR25 N/A Long Silver SILVER FUTURE Mar 2025 2025-03-30 789395.46000000 USD -11695.46000000 N N N N/A N/A N/A 23.00000000 NC USD 510820.80000000 0.069923401130 N/A DCO US N 1 SUGAR #11 (WORLD) MAY25 N/A Long Sugar Sugar #11 World Future May 2025 2025-05-03 519436.21000000 USD -8615.41000000 N N N REXFORD INDUSTRIAL REALTY, INC 549300MSLO0DF0EMX355 76169C100 3574.00000000 NS USD 150393.92000000 0.020586582213 Long EC US N 1 N N N N/A N/A N/A 2.00000000 NC USD 103966.00000000 0.014231324021 N/A DCO GB N 1 LME LEAD FUTURE MAR25 N/A Long Lead Lead Composite Commodity Future Mar 2025 2025-03-20 109855.36000000 USD -5889.36000000 N N N UNDER ARMOUR, INC. 549300D4549QKWETZ406 904311107 -7197.00000000 NS USD -69882.87000000 -0.00956587506 Short EC US N 1 N N N KENNEDY-WILSON HOLDINGS, INC. 549300MOI1T78144X610 489398107 3440.00000000 NS USD 39835.20000000 0.005452817639 Long EC US N 1 N N N CERTARA, INC. N/A 15687V109 1670.00000000 NS USD 18720.70000000 0.002562571875 Long EC US N 1 N N N AS MILEAGE PLAN IP LTD. N/A 00218QAA8 169000.00000000 PA USD 165139.35000000 0.022605001621 Long DBT NUSS US N 2 2029-10-20 Fixed 5.02100000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DS1 213000.00000000 PA USD 171996.66000000 0.023543660419 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N DROPBOX, INC. 549300JCDF7UAR6TJR51 26210C104 1280.00000000 NS USD 35404.80000000 0.004846364972 Long EC US N 1 N N N BX TRUST N/A 05608BAN0 610321.00000000 PA USD 596588.78000000 0.081663700017 Long ABS-MBS US N 2 2034-04-15 Floating 6.80529960 N N N N N N JOHN WILEY & SONS, INC. 5493003XM719UN7E8P64 968223206 -666.00000000 NS USD -34751.88000000 -0.00475699040 Short EC US N 1 N N N HUNTSMAN CORPORATION 5299000V56320A7RIQ67 447011107 -2114.00000000 NS USD -41392.12000000 -0.00566593570 Short EC US N 1 N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140100 -8380.00000000 NS USD -201539.00000000 -0.02758754604 Short EC US N 1 N N N MARVELL TECHNOLOGY, INC N/A 573874104 -1692.00000000 NS USD -156831.48000000 -0.02146778378 Short EC US N 1 N N N LAMB WESTON HOLDINGS, INC. 5493005SMYID1D2OY946 513272104 2750.00000000 NS USD 212410.00000000 0.029075616408 Long EC US N 1 N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457108 5370.00000000 NS USD 4271029.50000000 0.584637330682 Long EC US N 1 N N N Coherent Corp. 549300O5C25A0MMHHU33 19247G107 -413.00000000 NS USD -41366.08000000 -0.00566237123 Short EC US N 1 N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAT3 212000.00000000 PA USD 212537.82000000 0.029093112972 Long DBT CORP US N 2 2034-01-17 Fixed 5.29000000 N N N N N N IONIS PHARMACEUTICALS, INC. 549300SI4ZGLG0BLUZ92 462222100 1251.00000000 NS USD 44698.23000000 0.006118490605 Long EC US N 1 N N N AMERICAN ASSETS TRUST, INC. N/A 024013104 259.00000000 NS USD 7365.96000000 0.001008285049 Long EC US N 1 N N N LATTICE SEMICONDUCTOR CORPORATION 549300LRBBPZDQ2II567 518415104 -592.00000000 NS USD -33596.00000000 -0.00459876846 Short EC US N 1 N N N Dutch Bros Inc N/A 26701L100 -1044.00000000 NS USD -56094.12000000 -0.00767841022 Short EC US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1300000.00000000 NC USD 154247.32000000 0.021114052579 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2035-11-10 152636.25000000 USD 0.00000000 USD -1300000.00000000 USD 1611.07000000 N N N N/A N/A N/A 44.00000000 NC USD 1479720.00000000 0.202550591363 N/A DCO US N 1 NATURAL GAS FUTR JAN25 N/A Long Natural Gas Natural Gas Future Jan 2025 2024-12-30 1563850.10000000 USD -84130.10000000 N N N TEMPUR SEALY INTERNATIONAL, INC. 549300HFEKVR3US71V91 88023U101 -5010.00000000 NS USD -280459.80000000 -0.03839057277 Short EC US N 1 N N N CVR ENERGY, INC. 529900SOYZIXZBTXB558 12662P108 501.00000000 NS USD 9694.35000000 0.001327005328 Long EC US N 1 N N N N/A N/A N/A 5.00000000 NC USD 460404.00000000 0.063022127474 N/A DCO US N 1 NY HARB ULSD FUT JAN25 N/A Long Heating Oil Heating Oil Future Jan 2025 2025-01-03 494503.38000000 USD -34099.38000000 N N N N/A N/A N/A 1.00000000 PA USD 1.00000000 0.000000136884 Long STIV US N 1 N N N KBC GROEP NV 213800X3Q9LSAKRUWY91 48241FAD6 562000.00000000 PA USD 558099.98000000 0.076395183540 Long DBT NUSS BE N 2 2030-10-16 Fixed 4.93200000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KYN3 383384.55180000 PA USD 394490.05000000 0.053999535665 Long DBT USGA US Y 2 2042-06-25 Floating 7.68403080 N N N N N N SHARKNINJA, INC. N/A G8068L108 -2166.00000000 NS USD -217791.30000000 -0.02981223245 Short EC US N 1 N N N Banco Actinver, S.A., Institucion de Banca Multiple, Grupo Financiero Actinver 4469000001BLWI4LQJ08 05974EAA8 285000.00000000 PA USD 284615.25000000 0.038959389072 Long DBT NUSS MX N 2 2041-01-31 Fixed 7.25000000 N N N N N N LIMA METRO LINE 2 FINANCE LIMITED 5493009BVQNQT1UKQ352 G54897AB2 302142.67580000 PA USD 277462.79000000 0.037980328843 Long DBT NUSS PE N 2 2036-04-05 Fixed 4.35000000 N N N N N N PINNACLE WEST CAPITAL CORPORATION TWSEY0NEDUDCKS27AH81 723484101 805.00000000 NS USD 75428.50000000 0.010324985322 Long EC US N 1 N N N EQUITY COMMONWEALTH 549300YPGVU9PR4L0606 294628102 762.00000000 NS USD 15499.08000000 0.002121582339 Long EC US N 1 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KPV5 533465.00000000 PA USD 540858.56000000 0.074035102027 Long DBT USGA US Y 2 2042-01-25 Floating 6.58402920 N N N N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 629377508 1553.00000000 NS USD 157800.33000000 0.021600404237 Long EC US N 1 N N N GUARDANT HEALTH, INC. 254900M8C3E5VC8BR186 40131M109 379.00000000 NS USD 13496.19000000 0.001847417934 Long EC US N 1 N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446104 957.00000000 NS USD 115299.36000000 0.015782684259 Long EC US N 1 N N N Mirati Therapeutics Inc 529900GYRW59IDQV6N54 60468T105 600.00000000 NS USD 0.01000000 0.000000001368 Long EC US N 1 N N N H & R BLOCK, INC. 549300CE3KUCWLZBG404 093671105 -1975.00000000 NS USD -117078.00000000 -0.01602615233 Short EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CHN4 1200000.00000000 PA USD 1202212.50000000 0.164564142418 Long SN UST US N 2 2025-07-31 Fixed 4.75000000 N N N N N N ELME COMMUNITIES 549300DI34BGS8LVKW95 939653101 833.00000000 NS USD 14111.02000000 0.001931578572 Long EC US N 1 N N N LCI INDUSTRIES 549300E1B98YNJ1WIQ04 50189K103 -1373.00000000 NS USD -165872.13000000 -0.02270530777 Short EC US N 1 N N N STERIS PUBLIC LIMITED COMPANY N/A G8473T100 629.00000000 NS USD 137788.74000000 0.018861129653 Long EC US N 1 N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCU8 1103000.00000000 PA USD 970155.57000000 0.132799167692 Long DBT CORP US N 2 2033-01-25 Fixed 2.96300000 N N N N N N COMMERCIAL METALS COMPANY 549300OQS2LO07ZJ7N73 201723103 -978.00000000 NS USD -60332.82000000 -0.00825862215 Short EC US N 1 N N N JUNIPER NETWORKS, INC. AUHIXNGG7U2U7JEHM527 48203R104 -475.00000000 NS USD -17062.00000000 -0.00233552171 Short EC US N 1 N N N CHURCH & DWIGHT CO., INC. POOXSI30AWAQGYJZC921 171340102 4058.00000000 NS USD 446907.54000000 0.061174672581 Long EC US N 1 N N N Borr Drilling Limited 213800J2JPCTXLHQ5R78 G1466R173 6100.00000000 NS USD 22692.00000000 0.003106180912 Long EC US N 1 N N N LOUISIANA-PACIFIC CORPORATION 549300C7E2UAO5BVRR75 546347105 -639.00000000 NS USD -75529.80000000 -0.01033885171 Short EC US N 1 N N N MANHATTAN ASSOCIATES, INC. 529900Q1GJP7KD52SW51 562750109 171.00000000 NS USD 48810.24000000 0.006681360647 Long EC US N 1 N N N FIRST INDUSTRIAL REALTY TRUST, INC. N/A 32054K103 1822.00000000 NS USD 97385.90000000 0.013330610950 Long EC US N 1 N N N Denali Therapeutics Inc 549300ZTQ2HO18L3Q830 24823R105 1280.00000000 NS USD 32000.00000000 0.004380300951 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CKM2 900000.00000000 PA USD 899926.86000000 0.123185952529 Long SN UST US N 2 2026-04-30 Floating 4.61427480 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 2040000.00000000 NC USD 21079.30000000 0.002885427432 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2025-04-21 22938.46000000 USD 0.00000000 USD -2040000.00000000 USD -1859.16000000 N N N NATIONAL BEVERAGE CORP. 549300O9MZIQJI8TGV17 635017106 330.00000000 NS USD 16298.70000000 0.002231037847 Long EC US N 1 N N N PTC THERAPEUTICS, INC. 549300UJLWOIWFDGB318 69366J200 720.00000000 NS USD 31593.60000000 0.004324671129 Long EC US N 1 N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122108 13141.00000000 NS USD 778210.02000000 0.106524815340 Long EC US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECP8 253000.00000000 PA USD 257098.82000000 0.035192818931 Long DBT NUSS GB N 2 2028-03-12 Fixed 5.67400000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 2440000.00000000 NC USD 265230.27000000 0.036305887624 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2029-09-27 267571.13000000 USD 0.00000000 USD -2440000.00000000 USD -2340.86000000 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209S103 27335.00000000 NS USD 1578322.90000000 0.216047790634 Long EC US N 1 N N N N/A N/A N/A 7.00000000 NC USD 534170.00000000 0.073119542473 N/A DCO US N 1 LIVE CATTLE FUTR APR25 N/A Long Live Cattle Live Cattle Future(Consolidated) Apr 2025 2025-05-03 506227.39000000 USD 27942.61000000 N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272W109 1064.00000000 NS USD 40549.04000000 0.005550531202 Long EC US N 1 N N N GRAPHIC PACKAGING HOLDING COMPANY N/A 388689101 -1832.00000000 NS USD -55124.88000000 -0.00754573638 Short EC US N 1 N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508104 -1658.00000000 NS USD -333307.74000000 -0.04562463158 Short EC US N 1 N N N ENCOMPASS HEALTH CORPORATION 549300FVRPM9DRQZRG64 29261A100 696.00000000 NS USD 71646.24000000 0.009807252913 Long EC US N 1 N N N INTERNATIONAL GAME TECHNOLOGY PLC 549300UQ6KHRCZDRGZ76 G4863A108 -1910.00000000 NS USD -36729.30000000 -0.00502766836 Short EC US N 1 N N N N/A N/A N/A 89.00000000 NC USD 2993070.00000000 0.409704605258 N/A DCO US N 1 NATURAL GAS FUTR JAN25 N/A Long Natural Gas Natural Gas Future Jan 2025 2024-12-30 2777449.71000000 USD 215620.29000000 N N N ALLY FINANCIAL INC. 549300JBN1OSM8YNAI90 02005NBT6 300000.00000000 PA USD 314903.93000000 0.043105437004 Long DBT CORP US N 2 2029-06-13 Fixed 6.99200000 N N N N N N KINGS PARK CLO N/A 496094AA1 705584.00000000 PA USD 706084.96000000 0.096652019436 Long ABS-CBDO CORP KY Y 2 2035-01-21 Floating 6.00900840 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 20753YCK6 184553.00000000 PA USD 191940.16000000 0.026273614544 Long ABS-MBS US Y 2 2042-03-25 Floating 7.83402840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G04Z3 1500000.00000000 PA USD 1467895.44000000 0.200931993506 Long DBT USGA US N 2 2025-06-17 Fixed 0.50000000 N N N N N N PINTEREST, INC. N/A 72352L106 1345.00000000 NS USD 40780.40000000 0.005582200778 Long EC US N 1 N N N DYNAVAX TECHNOLOGIES CORPORATION 549300T5URIXWDILX594 268158201 1968.00000000 NS USD 25308.48000000 0.003464336219 Long EC US N 1 N N N INNOSPEC INC. 213800SQBACNY5IWJO68 45768S105 -229.00000000 NS USD -27161.69000000 -0.00371801176 Short EC US N 1 N N N Nuvalent Inc N/A 670703107 378.00000000 NS USD 36545.04000000 0.005002446046 Long EC US N 1 N N N GLOBANT S.A. 2221008DCMSPYS42DS88 L44385109 104.00000000 NS USD 23687.04000000 0.003242386370 Long EC US N 1 N N N GLAUKOS CORPORATION 5299004JA1LHE21M6T14 377322102 414.00000000 NS USD 59471.10000000 0.008140666122 Long EC US N 1 N N N THE CAMPBELL'S COMPANY 5493007JDSMX8Z5Z1902 134429109 3073.00000000 NS USD 141972.60000000 0.019433834838 Long EC US N 1 N N N BRIXMOR PROPERTY GROUP INC. 5299007UXW6Y0W2EGZ95 11120U105 4134.00000000 NS USD 124309.38000000 0.017016015483 Long EC US N 1 N N N AB ISSUER LLC N/A 00091JAA6 704090.00000000 PA USD 646244.50000000 0.088460793691 Long ABS-MBS US Y 2 2051-07-30 Fixed 3.73400000 N N N N N N LEGGETT & PLATT, INCORPORATED DKOVQUCDW4ZLYCUD4T55 524660107 -4111.00000000 NS USD -51757.49000000 -0.00708479320 Short EC US N 1 N N N BOYD GAMING CORPORATION 254900787YGRYS2A1Z35 103304101 -1022.00000000 NS USD -75474.70000000 -0.01033130938 Short EC US N 1 N N N WILLIAMS-SONOMA, INC. 549300IARG6YWVTZ1I92 969904101 -1049.00000000 NS USD -180448.98000000 -0.02470065121 Short EC US N 1 N N N COUNTRYWIDE HOME LOANS INC N/A 1266942E7 86707.73950000 PA USD 36832.08000000 0.005041737345 Long ABS-MBS US N 2 2036-05-25 Fixed 6.00000000 N N N N N N BRIDGEBIO PHARMA, INC. 54930028YG89VTY2J114 10806X102 1239.00000000 NS USD 33564.51000000 0.004594457971 Long EC US N 1 N N N CATALENT, INC. N/A 148806102 1403.00000000 NS USD 85737.33000000 0.011736103379 Long EC US N 1 N N N HARLEY-DAVIDSON FINANCIAL SERVICES, INC. RLUFFFFW4GRYU77BTS24 41284VAC6 26000.00000000 PA USD 26811.23000000 0.003670039258 Long DBT CORP US N 2 2028-03-10 Fixed 6.50000000 N N N N N N SEALED AIR CORPORATION Q0M0CZB4YN6JZ65WXI09 81211K100 -1614.00000000 NS USD -59072.40000000 -0.00808609030 Short EC US N 1 N N N LIBERTY BROADBAND CORPORATION 549300MIX43II8JLN536 530307107 -408.00000000 NS USD -34545.36000000 -0.00472872103 Short EC US N 1 N N N LENNAR CORPORATION 529900G61XVRLX5TJX09 526057104 -6524.00000000 NS USD -1137720.36000000 -0.15573617422 Short EC US N 1 N N N Iovance Biotherapeutics Inc 2549002L8WT2ACU5Q878 462260100 2165.00000000 NS USD 20177.80000000 0.002762026141 Long EC US N 1 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AB4 239000.00000000 PA USD 209247.83000000 0.028642764650 Long DBT CORP GB N 2 2035-11-28 Fixed 3.03200000 N N N N N N CORE LABORATORIES INC. N/A 21867A105 1242.00000000 NS USD 25274.70000000 0.003459712264 Long EC US N 1 N N N DOLE PUBLIC LIMITED COMPANY 635400JUG5XJXOPPJJ47 G27907107 1997.00000000 NS USD 30094.79000000 0.004119507414 Long EC US N 1 N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034W106 1598.00000000 NS USD 103278.74000000 0.014137248845 Long EC US N 1 N N N DECKERS OUTDOOR CORPORATION 5493008LG4W3I6K8J118 243537107 -4350.00000000 NS USD -852426.00000000 -0.11668382558 Short EC US N 1 N N N AMERICA'S CAR-MART TRUST N/A 00161CAA6 250988.17530000 PA USD 251655.25000000 0.034447679092 Long ABS-MBS US Y 2 2031-01-21 Fixed 7.71000000 N N N N N N SPECTRUM BRANDS HOLDINGS, INC. 549300JM0MJETDD30O20 84790A105 552.00000000 NS USD 50756.40000000 0.006947759600 Long EC US N 1 N N N DOUGLAS EMMETT, INC. N/A 25960P109 2945.00000000 NS USD 57015.20000000 0.007804491712 Long EC US N 1 N N N TWILIO INC. 5493004W8TRGD63APX93 90138F102 281.00000000 NS USD 29375.74000000 0.004021080683 Long EC US N 1 N N N INNOVATIVE INDUSTRIAL PROPERTIES, INC. 5493008BQ0545EZXRR30 45781V101 383.00000000 NS USD 41754.66000000 0.005715561778 Long EC US N 1 N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00833QAA3 605000.00000000 PA USD 605542.08000000 0.082889267158 Long ABS-MBS US Y 2 2029-12-17 Fixed 5.22000000 N N N N N N LSTAR COMMERCIAL MORTGAGE TRUST N/A 50219QAC8 99240.29310000 PA USD 98014.25000000 0.013416622266 Long ABS-MBS US N 2 2049-03-10 Fixed 2.57900000 N N N N N N GREEN BRICK PARTNERS, INC. 549300R7SCIV7FQI6T56 392709101 -1192.00000000 NS USD -85180.32000000 -0.01165985739 Short EC US N 1 N N N PAPA JOHN'S INTERNATIONAL, INC. HZYLD3DK5XOX0WBVNB56 698813102 -547.00000000 NS USD -27257.01000000 -0.00373105958 Short EC US N 1 N N N UNIVERSAL DISPLAY CORPORATION N/A 91347P105 -166.00000000 NS USD -27310.32000000 -0.00373835689 Short EC US N 1 N N N TYLER TECHNOLOGIES, INC. 25490040SMU4Z8LBCW70 902252105 98.00000000 NS USD 61658.66000000 0.008440108970 Long EC US N 1 N N N CROCS, INC. 549300B0J6YCXD63OG72 227046109 -1678.00000000 NS USD -177196.80000000 -0.02425547848 Short EC US N 1 N N N CONNECTICUT AVENUE SECURITIES N/A 20754KAB7 429290.00000000 PA USD 433302.32000000 0.059312330140 Long DBT USGA US Y 2 2041-11-25 Floating 6.73403040 N N N N N N WELLTOWER INC. 254900F33BIAR82QTA19 95040Q104 8247.00000000 NS USD 1139570.46000000 0.155989424062 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912797MK0 12000000.00000000 PA USD 11892811.68000000 1.627940447355 Long DBT UST US N 2 2025-02-13 None 0.00000000 N N N N N N BERRY GLOBAL GROUP, INC. 549300G6KKUMMXM8NH73 08579W103 -925.00000000 NS USD -66886.75000000 -0.00915575295 Short EC US N 1 N N N COLLEGE AVE STUDENT LOANS LLC N/A 19424WAC1 162975.94350000 PA USD 146140.85000000 0.020004403258 Long ABS-MBS US Y 2 2055-07-26 Fixed 2.72000000 N N N N N N NABORS INDUSTRIES LTD. N/A G6359F137 440.00000000 NS USD 32309.20000000 0.004422625609 Long EC US N 1 N N N ALBERTSONS COMPANIES, INC. 549300YKWOC0AOR16R51 013091103 6765.00000000 NS USD 134285.25000000 0.018381556509 Long EC US N 1 N N N CORVEL CORPORATION N/A 221006109 100.00000000 NS USD 36540.00000000 0.005001756148 Long EC US N 1 N N N BRIGHT HORIZONS FAMILY SOLUTIONS INC. N/A 109194100 -746.00000000 NS USD -86259.98000000 -0.01180764601 Short EC US N 1 N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HDA0 470000.00000000 PA USD 499121.92000000 0.068322006905 Long DBT CORP US N 2 2034-06-08 Fixed 6.37700000 N N N N N N N/A N/A N/A 3.00000000 NC USD 271227.60000000 0.037126828571 N/A DCO US N 1 NY HARB ULSD FUT MAY25 N/A Long Heating Oil Heating Oil Future May 2025 2025-05-03 267191.37000000 USD 4036.23000000 N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953101 -2972.00000000 NS USD -113946.48000000 -0.01559749608 Short EC US N 1 N N N COMSTOCK RESOURCES, INC. I03QQGEA4SS774AURI46 205768302 3259.00000000 NS USD 50742.63000000 0.006945874701 Long EC US N 1 N N N CASEY'S GENERAL STORES, INC. 549300CAFWSI86V66Q65 147528103 619.00000000 NS USD 260530.91000000 0.035662618528 Long EC US N 1 N N N OLLIE'S BARGAIN OUTLET HOLDINGS, INC. 529900YO5DSQCPEFDZ05 681116109 -618.00000000 NS USD -61151.10000000 -0.00837063192 Short EC US N 1 N N N WINNEBAGO INDUSTRIES, INC. 549300B7OYKYJLTE3G11 974637100 -1553.00000000 NS USD -90912.62000000 -0.01244451987 Short EC US N 1 N N N HUMANA INC. 529900YLDW34GJAO4J06 444859102 881.00000000 NS USD 261110.78000000 0.035741993688 Long EC US N 1 N N N LITHIA MOTORS, INC. SE8N1EZEHPZQBCBVKD53 536797103 -251.00000000 NS USD -97111.90000000 -0.01329310462 Short EC US N 1 N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599EK7 195000.00000000 PA USD 194000.94000000 0.026555703188 Long DBT CORP US N 2 2032-01-01 Fixed 5.37500000 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 89116CQJ9 195000.00000000 PA USD 192726.77000000 0.026381289186 Long DBT NUSS CA N 2 2034-09-10 Fixed 5.14600000 N N N Y Y LA BANQUE TORONTO-DOMINION CAD XXXX N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918104 17950.00000000 NS USD 7601107.00000000 1.040473006966 Long EC US N 1 N N N DOORDASH, INC. 549300NUQ43FGGSK5051 25809K105 -4382.00000000 NS USD -790863.36000000 -0.10825686025 Short EC US N 1 N N N CARDINAL HEALTH, INC. CCU46N3GJMF4OK4N7U60 14149Y108 1687.00000000 NS USD 206218.88000000 0.028228148632 Long EC US N 1 N N N WALMART INC. Y87794H0US1R65VBXU25 931142103 73938.00000000 NS USD 6839265.00000000 0.936188718300 Long EC US N 1 N N N BANK OF IRELAND GROUP PUBLIC LIMITED COMPANY 635400C8EK6DRI12LJ39 06279JAC3 368000.00000000 PA USD 371093.41000000 0.050796900526 Long DBT NUSS IE N 2 2026-09-16 Fixed 6.25300000 N N N N N N FLAGSHIP CREDIT AUTO TRUST N/A 33843EAC5 200562.69400000 PA USD 200875.77000000 0.027496760200 Long ABS-MBS US Y 2 2027-04-15 Fixed 5.76000000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M102 4382.00000000 NS USD 2516670.24000000 0.344492907698 Long EC US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137EAEU9 700000.00000000 PA USD 682423.69000000 0.093413160577 Long DBT USGA US N 2 2025-07-21 Fixed 0.37500000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079K107 9988.00000000 NS USD 1702854.12000000 0.233094172554 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912797JR9 7000000.00000000 PA USD 6955222.33000000 0.952061468391 Long DBT UST US N 2 2025-01-23 None 0.00000000 N N N N N N SPS COMMERCE, INC. 2549006XVF9GCCETDQ72 78463M107 32.00000000 NS USD 6178.24000000 0.000845704704 Long EC US N 1 N N N Comision Federal de Electricidad 4469000001BFPONMPF32 P30179BQ0 207000.00000000 PA USD 196592.04000000 0.026910384369 Long DBT NUSS MX N 2 2029-05-15 Fixed 4.68800000 N N N N N N HIGHWOODS PROPERTIES, INC. ZIIGTYKL9T0X3HLTDX53 431284108 2107.00000000 NS USD 68393.22000000 0.009361965207 Long EC US N 1 N N N N/A N/A N/A 9.00000000 NC USD 243337.50000000 0.033309108835 N/A DCO US N 1 KC HRW WHEAT FUT MAR25 N/A Long Wheat WHEAT FUTURE(Consolidated) Mar 2025 2025-03-17 264562.54000000 USD -21225.04000000 N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389B100 4019.00000000 NS USD 291618.64000000 0.039918043943 Long EC US N 1 N N N VISTRA CORP. 549300KP43CPCUJOOG15 92840M102 2608.00000000 NS USD 416862.72000000 0.057062005280 Long EC US N 1 N N N N/A N/A N/A -95.00000000 NC USD -11075575.00000000 -1.51607349089 N/A DE US N 1 MSCI EAFE DEC24 N/A Short NYL - MSCI EAFE MINI INDEX Dec 2024 N/A N/A 2024-12-23 -11528878.35000000 USD 453303.35000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECV5 296000.00000000 PA USD 292017.87000000 0.039972692304 Long DBT NUSS GB N 2 2035-09-10 Fixed 5.33500000 N N N N N N BRINKER INTERNATIONAL, INC. 52990067JY6PBGJNTG76 109641100 -443.00000000 NS USD -58595.61000000 -0.00802082519 Short EC US N 1 N N N ASHLAND INC. 529900E4L9R04SB8HB11 044186104 -308.00000000 NS USD -24042.48000000 -0.00329104056 Short EC US N 1 N N N ENVISTA HOLDINGS CORPORATION 549300BX623VURJZ5269 29415F104 1835.00000000 NS USD 40902.15000000 0.005598866454 Long EC US N 1 N N N ADIENT PUBLIC LIMITED COMPANY 5493002QLDY8O75RTR78 G0084W101 -5749.00000000 NS USD -110553.27000000 -0.01513301855 Short EC US N 1 N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131102 1328.00000000 NS USD 167062.40000000 0.022868237176 Long EC US N 1 N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137L105 -2674.00000000 NS USD -125998.88000000 -0.01724728168 Short EC US N 1 N N N LUCID GROUP, INC. N/A 549498103 -32845.00000000 NS USD -71602.10000000 -0.00980121083 Short EC US N 1 N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 925524AH3 534000.00000000 PA USD 587862.11000000 0.080469154989 Long DBT CORP US N 2 2030-07-30 Fixed 7.87500000 N N N N N N N/A N/A N/A 15.00000000 NC USD 539475.00000000 0.073845714240 N/A DCO US N 1 COTTON NO.2 FUTR MAR25 N/A Long Cotton Cotton No. 2 Future Mar 2025 2025-03-10 538842.75000000 USD 632.25000000 N N N THE FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130AWPC8 1100000.00000000 PA USD 1100502.90000000 0.150641684367 Long DBT USGA US N 2 2025-04-21 Floating 4.70999880 N N N N N N HARDEES FUNDING LLC N/A 411707AF9 363522.44000000 PA USD 355714.31000000 0.048691741577 Long ABS-MBS US N 2 2048-06-20 Fixed 5.71000000 N N N N N N SUN COMMUNITIES, INC. 549300H5GEOJYN41ZG57 866674104 1742.00000000 NS USD 220066.86000000 0.030123721131 Long EC US N 1 N N N STURM, RUGER & COMPANY, INC. 529900DV1BWFJSHFO847 864159108 -893.00000000 NS USD -34014.37000000 -0.00465603678 Short EC US N 1 N N N ORGANON & CO. 549300AMCKY57OK2CO56 68622V106 2315.00000000 NS USD 36739.05000000 0.005029002989 Long EC US N 1 N N N FRONTIER COMMUNICATIONS PARENT, INC. N/A 35909D109 3600.00000000 NS USD 125316.00000000 0.017153806062 Long EC US N 1 N N N EDWARDS LIFESCIENCES CORPORATION YA13X31F3V31L8TMPR58 28176E108 4126.00000000 NS USD 294390.10000000 0.040297413596 Long EC US N 1 N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044101 11224.00000000 NS USD 685561.92000000 0.093842735323 Long EC US N 1 N N N PTC INC. 54930050SSMU8SKDJ030 69370C100 318.00000000 NS USD 63619.08000000 0.008708459895 Long EC US N 1 N N N CISCO SYSTEMS, INC. 549300LKFJ962MZ46593 17275R102 -7498.00000000 NS USD -443956.58000000 -0.06077073217 Short EC US N 1 N N N GLOBAL CONTAINER INTERNATIONAL N/A 36166VAE5 211993.47370000 PA USD 191790.07000000 0.026253069564 Long ABS-MBS US Y 2 2046-06-18 Fixed 2.38000000 N N N N N N VICTORIA'S SECRET & CO. 5493006T3O70U3UWVF17 926400102 -129.00000000 NS USD -5010.36000000 -0.00068584014 Short EC US N 1 N N N RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST N/A 76088TAA9 187001.67650000 PA USD 186978.25000000 0.025594406448 Long ABS-MBS US Y 2 2030-11-25 Fixed 5.38000000 N N N N N N BJ'S WHOLESALE CLUB HOLDINGS, INC. 549300UCIWH1C93V0J03 05550J101 2166.00000000 NS USD 208585.80000000 0.028552143067 Long EC US N 1 N N N EASTGROUP PROPERTIES, INC. 31TIGQQZC4P6JMHKSW85 277276101 757.00000000 NS USD 130362.97000000 0.017844657546 Long EC US N 1 N N N ROYAL GOLD, INC. 5493001NGRU6SFL04184 780287108 -526.00000000 NS USD -76932.76000000 -0.01053089505 Short EC US N 1 N N N KIMCO REALTY CORPORATION. 254900ARY41P4V1JL861 49446R109 8969.00000000 NS USD 229337.33000000 0.031392703898 Long EC US N 1 N N N NORDSTROM, INC. 549300S3IZB5P35KNV16 655664100 -533.00000000 NS USD -12104.43000000 -0.00165690769 Short EC US N 1 N N N GLOBUS MEDICAL, INC. 5299003M2P4CIK0RF205 379577208 913.00000000 NS USD 78161.93000000 0.010699149260 Long EC US N 1 N N N QORVO, INC. 254900YAUJV2EUEVBR11 74736K101 -220.00000000 NS USD -15191.00000000 -0.00207941099 Short EC US N 1 N N N Prosus N.V. 635400Z5LQ5F9OLVT688 N7163RAA1 207000.00000000 PA USD 189205.96000000 0.025899345205 Long DBT NUSS CN N 2 2030-01-21 Fixed 3.68000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 015271109 2240.00000000 NS USD 246915.20000000 0.033798840170 Long EC US N 1 N N N AIR PRODUCTS AND CHEMICALS, INC. 7QEON6Y1RL5XR3R1W237 009158106 -1641.00000000 NS USD -548635.53000000 -0.07509964793 Short EC US N 1 N N N THE COOPER COMPANIES, INC. QJKMVPIGLH7530PCUE20 216648501 1286.00000000 NS USD 134335.56000000 0.018388443164 Long EC US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FR3C3 847154.89630000 PA USD 86930.46000000 0.011899424269 Long DBT USGA US N 2 2050-02-25 Floating 1.20148920 N N N N N N ZILLOW GROUP, INC. 2549002XEELQDIR6FU05 98954M101 586.00000000 NS USD 47776.58000000 0.006539868713 Long EC US N 1 N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066G104 -38715.00000000 NS USD -5352348.75000000 -0.73265307253 Short EC US N 1 N N N VERISIGN, INC. LMPL4N8ZOJRMF0KOF759 92343E102 212.00000000 NS USD 39682.16000000 0.005431868849 Long EC US N 1 N N N CENTURY COMMUNITIES, INC. 5299002QMB2O7ZL1CA26 156504300 -698.00000000 NS USD -63071.28000000 -0.00863347461 Short EC US N 1 N N N NewMarket Corporation 54930082CG88ERDREQ47 651587107 -35.00000000 NS USD -18674.60000000 -0.00255626150 Short EC US N 1 N N N COLGATE-PALMOLIVE COMPANY YMEGZFW4SBUSS5BQXF88 194162103 14078.00000000 NS USD 1360357.14000000 0.186211677326 Long EC US N 1 N N N LME ZINC FUTURE MAR25 N/A N/A 5.00000000 NC USD 388453.75000000 0.053173260333 N/A DCO GB N 1 LME ZINC FUTURE MAR25 N/A Long N/A N/A 2025-03-20 374046.40000000 USD 14407.35000000 N N N KENVUE INC. 5493008HSF8L4M2LIJ82 49177J102 33183.00000000 NS USD 799046.64000000 0.109377023666 Long EC US N 1 N N N NVR, Inc. 529900RWXR4JI3JYTV70 62944T105 -76.00000000 NS USD -701904.08000000 -0.09607972216 Short EC US N 1 N N N UNITED PARKS AND RESORTS INC. 529900G0H4NV3IIK3269 81282V100 -246.00000000 NS USD -14425.44000000 -0.00197461776 Short EC US N 1 N N N YETI HOLDINGS, INC. 549300DSQICIGNT5GO63 98585X104 -2465.00000000 NS USD -99512.05000000 -0.01362164772 Short EC US N 1 N N N LIBERTY ENERGY INC. N/A 53115L104 4166.00000000 NS USD 76654.40000000 0.010492791913 Long EC US N 1 N N N AIRBNB, INC. 549300HMUDNO0RY56D37 009066101 -5523.00000000 NS USD -751735.53000000 -0.10290087053 Short EC US N 1 N N N ACI WORLDWIDE, INC. 5493003BPVMZUJ6F5C02 004498101 11.00000000 NS USD 625.02000000 0.000085555490 Long EC US N 1 N N N CARVANA CO. 5493003WEAK2PJ5WS063 146869102 -753.00000000 NS USD -196096.26000000 -0.02684251981 Short EC US N 1 N N N MGE ENERGY, INC. N/A 55277P104 151.00000000 NS USD 15746.28000000 0.002155420164 Long EC US N 1 N N N SELECT MEDICAL HOLDINGS CORPORATION N/A 81619Q105 1118.00000000 NS USD 23600.98000000 0.003230606098 Long EC US N 1 N N N MODERNA, INC. 549300EI6OKH5K5Q2G38 60770K107 2118.00000000 NS USD 91201.08000000 0.012484005546 Long EC US N 1 N N N N/A N/A N/A -8.00000000 NC USD -647539.20000000 -0.08863801792 N/A DCO US N 1 GASOLINE RBOB FUT MAR25 N/A Short Unleaded Gas RBOB Unleaded Gasoline Future (Consolidated) Mar 2025 2025-03-03 -672850.00000000 USD 25310.80000000 N N N REGATTA FUNDING LTD N/A 75888EAA6 691413.00000000 PA USD 691441.35000000 0.094647537598 Long ABS-CBDO CORP KY Y 2 2035-04-20 Floating 5.93740080 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654105 -924.00000000 NS USD -201478.20000000 -0.02757922347 Short EC US N 1 N N N GRAHAM HOLDINGS COMPANY 529900BOSCEEEMAFQJ29 384637104 -59.00000000 NS USD -54936.08000000 -0.00751989260 Short EC US N 1 N N N KILROY REALTY CORPORATION 549300CXXI18B214UN80 49427F108 1506.00000000 NS USD 62544.18000000 0.008561322848 Long EC US N 1 N N N BRUNSWICK CORPORATION YM4O38W15AX4YLLQKU27 117043109 -1876.00000000 NS USD -151036.76000000 -0.02067457698 Short EC US N 1 N N N Biohaven Ltd N/A G1110E107 529.00000000 NS USD 24339.29000000 0.003331669223 Long EC US N 1 N N N N/A N/A 003CVR016 366.00000000 NS USD 0.01000000 0.000000001368 Long EC US N 1 N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QBC7 403000.00000000 PA USD 394395.69000000 0.053986619252 Long DBT CORP US N 2 2035-01-15 Fixed 4.55000000 N N N N N N LA-Z-BOY INCORPORATED 549300WNO1WMN9ZG2519 505336107 -868.00000000 NS USD -39294.36000000 -0.00537878507 Short EC US N 1 N N N N/A N/A N/A 42.00000000 NC USD 4347000.00000000 0.595036507351 N/A DCO US N 1 COPPER FUTURE MAR25 N/A Long Copper COPPER FUTURE (Consolidated) Mar 2025 2025-03-30 4573410.32000000 USD -226410.32000000 N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244109 -14319.00000000 NS USD -1467124.74000000 -0.20082649669 Short EC US N 1 N N N Sweetgreen Inc N/A 87043Q108 -1562.00000000 NS USD -64010.76000000 -0.00876207477 Short EC US N 1 N N N SITE CENTERS CORP. W2AVA6SODOQ1LCYJQR54 82981J851 872.00000000 NS USD 13533.44000000 0.001852516878 Long EC US N 1 N N N NATIONAL FUEL GAS COMPANY 8JB38FFW1Y3C1HM8E841 636180101 652.00000000 NS USD 41708.44000000 0.005709234981 Long EC US N 1 N N N MICROCHIP TECHNOLOGY INCORPORATED 5493007PTFULNYZJ1R12 595017104 -932.00000000 NS USD -63534.44000000 -0.00869687399 Short EC US N 1 N N N NATERA, INC. N/A 632307104 820.00000000 NS USD 137579.60000000 0.018832501648 Long EC US N 1 N N N N/A N/A N/A 10.00000000 NC USD 651335.00000000 0.089157603753 N/A DCO GB N 1 LME PRI ALUM FUTR MAY25 N/A Long Aluminum Aluminium High Grade Composite Commodity Future May 2025 2025-05-22 608689.05000000 USD 42645.95000000 N N N N/A N/A N/A -77.00000000 NC USD -23298275.00000000 -3.18917050455 N/A DE US N 1 S&P500 EMINI FUT DEC24 N/A Short S&P 500 Future (e-Mini) Dec 2024 N/A N/A 2024-12-23 -21997889.24000000 USD -1300385.76000000 N N N United States of America N/A N/A -119.00000000 NC USD -13660828.13000000 -1.86995432666 N/A DIR US N 1 US 10YR ULTRA FUT MAR25 N/A Short U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Mar 2025 2025-03-23 -13623927.83000000 USD -36900.30000000 N N N GE HEALTHCARE TECHNOLOGIES INC. 549300OI9J7XOWZMUN85 36266G107 3012.00000000 NS USD 250658.64000000 0.034311258726 Long EC US N 1 N N N KINETIK HOLDINGS INC. N/A 02215L209 995.00000000 NS USD 58724.90000000 0.008038522979 Long EC US N 1 N N N FORTINET, INC. 549300O0QJWDBAS0QX03 34959E109 1524.00000000 NS USD 144856.20000000 0.019828554708 Long EC US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G03U5 1300000.00000000 PA USD 1280877.14000000 0.175332104838 Long DBT USGA US N 2 2025-04-22 Fixed 0.62500000 N N N N N N BIO-TECHNE CORPORATION 54930073RLKQ51TILZ35 09073M104 1241.00000000 NS USD 93521.76000000 0.012801670446 Long EC US N 1 N N N AVERY DENNISON CORPORATION 549300PW7VPFCYKLIV37 053611109 -515.00000000 NS USD -106064.25000000 -0.01451854172 Short EC US N 1 N N N N/A N/A N/A 17.00000000 NC USD 883711.00000000 0.120966254186 N/A DCO GB N 1 LME LEAD FUTURE MAR25 N/A Long Lead Lead Composite Commodity Future Mar 2025 2025-03-20 883860.77000000 USD -149.77000000 N N N RAD CLO LTD. N/A 75009RAA1 500000.00000000 PA USD 500660.50000000 0.068532614513 Long ABS-CBDO CORP KY Y 2 2035-01-15 Floating 6.08751000 N N N N N N PROLOGIS, INC. 529900DFH19P073LZ636 74340W103 12721.00000000 NS USD 1485558.38000000 0.203349774534 Long EC US N 1 N N N ALLETE, INC. 549300NNLSIMY6Z8OT86 018522300 454.00000000 NS USD 29455.52000000 0.004032001321 Long EC US N 1 N N N ELANCO ANIMAL HEALTH INCORPORATED 549300SHPNDCE059M934 28414H103 4345.00000000 NS USD 57397.45000000 0.007856815776 Long EC US N 1 N N N ARCHROCK INC. 549300K3RIHMHDVFTL28 03957W106 4828.00000000 NS USD 123693.36000000 0.016931691952 Long EC US N 1 N N N CHASE MORTGAGE FINANCE CORPORATION N/A 161631AS5 70975.07340000 PA USD 32007.66000000 0.004381349485 Long ABS-MBS US N 2 2037-07-25 Fixed 6.00000000 N N N N N N APELLIS PHARMACEUTICALS, INC. 254900HS0ZFRXXSB9D42 03753U106 992.00000000 NS USD 33658.56000000 0.004607331949 Long EC US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134GXS47 700000.00000000 PA USD 698871.95000000 0.095664670856 Long DBT USGA US N 2 2025-08-28 Fixed 4.20000000 N N N N N N Progyny Inc N/A 74340E103 1026.00000000 NS USD 15974.82000000 0.002186703726 Long EC US N 1 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KX87 1326575.00000000 PA USD 1415627.18000000 0.193777283850 Long DBT USGA US Y 2 2043-05-25 Floating 8.23403160 N N N N N N PATTERSON-UTI ENERGY, INC. 254900XGFBKIXD6G0697 703481101 13657.00000000 NS USD 114718.80000000 0.015703214649 Long EC US N 1 N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560105 1266.00000000 NS USD 191571.12000000 0.026223098724 Long EC US N 1 N N N CHENIERE ENERGY, INC. MIHC87W9WTYSYZWV1J40 16411R208 5759.00000000 NS USD 1290073.59000000 0.176590955422 Long EC US N 1 N N N N/A N/A N/A 3.00000000 NC USD 267422.40000000 0.036605956034 N/A DCO US N 1 GASOLINE RBOB FUT MAY25 N/A Long Unleaded Gas RBOB Unleaded Gasoline Future (Consolidated) May 2025 2025-05-03 258217.86000000 USD 9204.54000000 N N N EASTMAN CHEMICAL COMPANY FDPVHDGJ1IQZFK9KH630 277432100 -866.00000000 NS USD -90687.52000000 -0.01241370719 Short EC US N 1 N N N OVINTIV INC. 2549003MEX7YMKLGI239 69047Q102 7375.00000000 NS USD 334972.50000000 0.045852511262 Long EC US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BYRV4 810806.54000000 PA USD 99050.40000000 0.013558455042 Long DBT USGA US N 2 2047-06-15 Floating 1.22988960 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752103 1559.00000000 NS USD 634450.64000000 0.086846398185 Long EC US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1230000.00000000 NC USD 58103.80000000 0.007953504075 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2026-11-09 62248.51000000 USD 0.00000000 USD -1230000.00000000 USD -4144.71000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1240000.00000000 NC USD 15778.23000000 0.002159793621 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2025-06-09 17510.25000000 USD 0.00000000 USD -1240000.00000000 USD -1732.02000000 N N N NEWMONT CORPORATION 549300VSP3RIX7FGDZ51 651639106 -9032.00000000 NS USD -378802.08000000 -0.05185209723 Short EC US N 1 N N N BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST N/A 05525BAL4 395000.00000000 PA USD 366450.62000000 0.050161374980 Long ABS-MBS US N 2 2037-03-10 Floating 3.65211000 N N N N N N NISSAN MOTOR CO., LTD. 353800DRBDH1LUTNAY26 654744AC5 1034000.00000000 PA USD 973400.36000000 0.133243328840 Long DBT NUSS JP N 2 2027-09-17 Fixed 4.34500000 N N N N N N CNX RESOURCES CORPORATION 549300JK3KH8PWM3B226 12653C108 4287.00000000 NS USD 173709.24000000 0.023778085913 Long EC US N 1 N N N CARTER'S, INC. 5299003WAQK4R3L3ZU36 146229109 -1158.00000000 NS USD -63192.06000000 -0.00865000751 Short EC US N 1 N N N N/A N/A N/A 45.00000000 NC USD 1324350.00000000 0.181282861401 N/A DCO US N 1 NATURAL GAS FUTR MAR25 N/A Long Natural Gas Natural Gas Future Mar 2025 2025-03-01 1350033.09000000 USD -25683.09000000 N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106103 -32457.00000000 NS USD -2556637.89000000 -0.34996385567 Short EC US N 1 N N N WD-40 COMPANY 549300UZHTN0CNKBOB19 929236107 260.00000000 NS USD 72043.40000000 0.009861617923 Long EC US N 1 N N N TRONOX HOLDINGS PLC 549300NRVC84SGJSXV06 G9087Q102 -1784.00000000 NS USD -21586.40000000 -0.00295484151 Short EC US N 1 N N N WEST PHARMACEUTICAL SERVICES, INC. 5493007NKRGM1RJQ1P16 955306105 460.00000000 NS USD 149812.80000000 0.020507035948 Long EC US N 1 N N N 10X Genomics Inc 5493003Z6741WNLG7H43 88025U109 1298.00000000 NS USD 20638.20000000 0.002825047721 Long EC US N 1 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAK7 406000.00000000 PA USD 391689.05000000 0.053616122447 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N Elastic N.V. 2549003I48WHHH937I59 N14506104 325.00000000 NS USD 35574.50000000 0.004869594255 Long EC US N 1 N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887109 1954.00000000 NS USD 433592.60000000 0.059352064945 Long EC US N 1 N N N HARDEES FUNDING LLC N/A 411707AH5 256094.30000000 PA USD 240528.84000000 0.032924647083 Long ABS-MBS US Y 2 2050-12-20 Fixed 3.98100000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 1063000.00000000 PA USD 952787.36000000 0.130421730605 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N KEYSIGHT TECHNOLOGIES, INC. 549300GLKVIO8YRCYN02 49338L103 -281.00000000 NS USD -48006.04000000 -0.00657127820 Short EC US N 1 N N N Beam Therapeutics Inc N/A 07373V105 1206.00000000 NS USD 33008.22000000 0.004518310545 Long EC US N 1 N N N PHILLIPS EDISON & COMPANY, INC. 549300JPN4YHYPXTJQ85 71844V201 1460.00000000 NS USD 57670.00000000 0.007894123620 Long EC US N 1 N N N CIRRUS LOGIC, INC. 549300NKSJEM5ZZSSV18 172755100 -221.00000000 NS USD -23083.45000000 -0.00315976431 Short EC US N 1 N N N COUSINS PROPERTIES INCORPORATED 5493007XPYD5EJABN062 222795502 1752.00000000 NS USD 55608.48000000 0.007611933682 Long EC US N 1 N N N N/A N/A N/A 53.00000000 NC USD 14209300.00000000 1.945031572097 N/A DCO US N 1 GOLD 100 OZ FUTR FEB25 N/A Long Gold GOLD 100 OZ FUTR Feb 2025 2025-03-01 14160035.89000000 USD 49264.11000000 N N N BX TRUST N/A 05608BAL4 151698.00000000 PA USD 149232.91000000 0.020427658051 Long ABS-MBS US N 2 2034-04-15 Floating 6.55530120 N N N N N N SERVICENOW, INC. 549300HJTQM36M0E1G39 81762P102 464.00000000 NS USD 486940.16000000 0.066654513939 Long EC US N 1 N N N LUMINAR TECHNOLOGIES, INC. 549300AVGXLDWYMI4298 550424303 -1268.00000000 NS USD -11259.84000000 -0.00154129649 Short EC US N 1 N N N N/A N/A N/A 24.00000000 NC USD 1224600.00000000 0.167628642029 N/A DCO US N 1 SOYBEAN FUTURE JUL25 N/A Long Soybeans Soybean Future Jul 2025 2025-07-17 1278702.13000000 USD -54102.13000000 N N N ALCOA CORPORATION 549300T12EZ1F6PWWU29 013872106 -2191.00000000 NS USD -101728.13000000 -0.01392499451 Short EC US N 1 N N N NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST N/A 63875FAA4 293854.01780000 PA USD 265764.31000000 0.036378989372 Long ABS-MBS US N 2 2036-07-15 Floating 6.18900120 N N N N N N N/A N/A N/A 24.00000000 NC USD 2389200.00000000 0.327044219775 N/A DCO US N 1 PALLADIUM FUTURE MAR25 N/A Long Palladium Palladium Future Mar 2025 2025-03-30 2409576.40000000 USD -20376.40000000 N N N REX AMERICAN RESOURCES CORPORATION N/A 761624105 440.00000000 NS USD 19056.40000000 0.002608523970 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912797LP0 10000000.00000000 PA USD 9987383.30000000 1.367117017808 Long DBT UST US N 2 2024-12-12 None 0.00000000 N N N N N N Twist Bioscience Corp 549300T23BL59LCOH584 90184D100 246.00000000 NS USD 12098.28000000 0.001656065856 Long EC US N 1 N N N TENABLE HOLDINGS, INC. 5493004S5OMPESF0EF83 88025T102 780.00000000 NS USD 32744.40000000 0.004482197702 Long EC US N 1 N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135F101 -8336.00000000 NS USD -1351098.88000000 -0.18494436591 Short EC US N 1 N N N TXNM Energy, Inc. 5493003JOBJGLZSDDQ28 69349H107 569.00000000 NS USD 27909.45000000 0.003820368449 Long EC US N 1 N N N REDFIN CORPORATION 549300HXWD3JEMZU3O57 75737F108 882.00000000 NS USD 8370.18000000 0.001145747106 Long EC US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1833000.00000000 NC USD 29442.78000000 0.004030257413 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2025-08-04 32485.26000000 USD 0.00000000 USD -1833000.00000000 USD -3042.48000000 N N N PATRICK INDUSTRIES, INC. 549300FZ5ZTCCJ3Z5W14 703343103 -1188.00000000 NS USD -159655.32000000 -0.02185432343 Short EC US N 1 N N N SIRIUS XM HOLDINGS INC. N/A 829933100 -2890.00000000 NS USD -77885.50000000 -0.01066131030 Short EC US N 1 N N N AMEDISYS, INC. 5299001RBS9GK9STN379 023436108 307.00000000 NS USD 28062.87000000 0.003841369254 Long EC US N 1 N N N N/A N/A N/A 3.00000000 NC USD 466620.00000000 0.063873000934 N/A DCO US N 1 SILVER FUTURE MAR25 N/A Long Silver SILVER FUTURE Mar 2025 2025-03-30 516457.11000000 USD -49837.11000000 N N N TD SYNNEX CORPORATION 5493004HI6PFLF46NS53 87162W100 -265.00000000 NS USD -31532.35000000 -0.00431628695 Short EC US N 1 N N N MOLINA HEALTHCARE, INC. 549300NQQCEQ46YHZ591 60855R100 474.00000000 NS USD 141204.60000000 0.019328707615 Long EC US N 1 N N N RPM INTERNATIONAL INC. 549300TJCKW4BRXPJ474 749685103 -984.00000000 NS USD -136559.52000000 -0.01869286860 Short EC US N 1 N N N AXSOME THERAPEUTICS, INC. 549300EXGR0XLRJEIB95 05464T104 335.00000000 NS USD 32903.70000000 0.004504003387 Long EC US N 1 N N N NEWPARK RESOURCES, INC. 54930073OHWDQW4DJN26 651718504 4300.00000000 NS USD 35948.00000000 0.004920720581 Long EC US N 1 N N N Doximity Inc N/A 26622P107 603.00000000 NS USD 31959.00000000 0.004374688690 Long EC US N 1 N N N HORMEL FOODS CORPORATION MSD54751OJP1FS2ND863 440452100 5256.00000000 NS USD 170452.08000000 0.023332231505 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CHS3 7600000.00000000 PA USD 7597840.99000000 1.040025941132 Long SN UST US N 2 2025-07-31 Floating 4.58927280 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113109 539.00000000 NS USD 34533.73000000 0.004727129074 Long EC US N 1 N N N UNITED AUTO CREDIT SECURITIZATION TRUST N/A 90945DAA8 73635.97920000 PA USD 73785.16000000 0.010100037704 Long ABS-MBS US Y 2 2026-08-10 Fixed 6.17000000 N N N N N N TYSON FOODS, INCORPORATED WD6L6041MNRW1JE49D58 902494103 5030.00000000 NS USD 324435.00000000 0.044410091847 Long EC US N 1 N N N DOMINO'S PIZZA, INC. 25490005ZWM1IF9UXU57 25754A201 -413.00000000 NS USD -196666.47000000 -0.02692057267 Short EC US N 1 N N N NEXSTAR MEDIA GROUP, INC. 52990083ZRR5UT591988 65336K103 -461.00000000 NS USD -78641.99000000 -0.01076486198 Short EC US N 1 N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JBD9 245000.00000000 PA USD 191467.79000000 0.026208954458 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N Expro Group Holdings N.V. 724500LJYA8QIT73H017 N3144W105 1878.00000000 NS USD 26085.42000000 0.003570687188 Long EC US N 1 N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875P101 15001.00000000 NS USD 1999033.26000000 0.273636477826 Long EC US N 1 N N N MALIBU BOATS, INC. N/A 56117J100 -818.00000000 NS USD -35460.30000000 -0.00485396205 Short EC US N 1 N N N NEIGHBORLY ISSUER LLC N/A 64016NAE7 772245.00000000 PA USD 788515.12000000 0.107935422820 Long ABS-MBS US Y 2 2053-01-30 Fixed 7.30800000 N N N N N N OKTA, INC. 549300N8J06I8MRHU620 679295105 355.00000000 NS USD 27533.80000000 0.003768947822 Long EC US N 1 N N N FIRST SOLAR, INC. 549300NPYMLM4NHTOF27 336433107 -142.00000000 NS USD -28296.34000000 -0.00387332765 Short EC US N 1 N N N NNN REIT, INC. 5493008JKH5SOTI0JS97 637417106 2991.00000000 NS USD 131544.18000000 0.018006346774 Long EC US N 1 N N N NATIONAL HEALTH INVESTORS, INC. 549300ZPKZIG6DKDEC02 63633D104 543.00000000 NS USD 41620.95000000 0.005697258964 Long EC US N 1 N N N ETHAN ALLEN INTERIORS INC. N/A 297602104 -929.00000000 NS USD -28548.17000000 -0.00390779925 Short EC US N 1 N N N INSIGHT ENTERPRISES, INC. 529900S8991TYW6YP792 45765U103 -148.00000000 NS USD -23154.60000000 -0.00316950363 Short EC US N 1 N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506101 -1948.00000000 NS USD -177969.28000000 -0.02436121895 Short EC US N 1 N N N SANTANDER BANK, N.A. N/A 80290CAS3 87826.63170000 PA USD 87825.59000000 0.012021953607 Long ABS-MBS US Y 2 2032-05-15 Fixed 5.28100000 N N N N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 025537BA8 372000.00000000 PA USD 388669.87000000 0.053202843790 Long DBT CORP US N 2 2054-12-15 Fixed 6.95000000 N N N N N N MEDPACE HOLDINGS, INC. 549300H8TYEUVTW14A54 58506Q109 203.00000000 NS USD 69147.89000000 0.009465267760 Long EC US N 1 N N N United States of America N/A N/A -11.00000000 NC USD -1399062.50000000 -0.19150983748 N/A DIR US N 1 US ULTRA BOND CBT MAR25 N/A Short U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Mar 2025 2025-03-23 -1383837.62000000 USD -15224.88000000 N N N Coterra Energy Inc. FCNMH6O7VWU7LHXMK351 127097103 19866.00000000 NS USD 530819.52000000 0.072660914013 Long EC US N 1 N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829107 8504.00000000 NS USD 655743.44000000 0.089761050438 Long EC US N 1 N N N LyondellBasell Industries N.V. BN6WCCZ8OVP3ITUUVN49 N53745100 -2564.00000000 NS USD -213683.76000000 -0.02924997428 Short EC US N 1 N N N BOOKING HOLDINGS INC. FXM8FAOHMYDIPD38UZ17 09857L108 -409.00000000 NS USD -2127609.82000000 -0.29123660370 Short EC US N 1 N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 N/A 600000.00000000 PA USD 542250.00000000 0.074225568463 Long DBT NUSS SE N 2 2173-03-01 Fixed 4.75000000 N N N Y Y Svenska Handelsbanken AB SEK XXXX N N N ENA MASTER TRUST 549300CBCHB6Q73VG753 29249BAA3 269000.00000000 PA USD 201481.00000000 0.027579606748 Long DBT NUSS PA N 2 2048-05-19 Fixed 4.00000000 N N N N N N URBAN OUTFITTERS, INC. 549300N3DUFR5U6NRN38 917047102 -315.00000000 NS USD -15349.95000000 -0.00210116876 Short EC US N 1 N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027X100 6222.00000000 NS USD 1300398.00000000 0.178004206139 Long EC US N 1 N N N SFL CORPORATION LTD. 549300RLYYPSB0C7RH77 G7738W106 4416.00000000 NS USD 46456.32000000 0.006359145709 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CHU8 1200000.00000000 PA USD 1202906.26000000 0.164659107343 Long SN UST US N 2 2026-08-15 Fixed 4.37500000 N N N N N N PENUMBRA, INC. 549300RGE06P3ECANU72 70975L107 248.00000000 NS USD 60541.76000000 0.008287222778 Long EC US N 1 N N N PRIVIA HEALTH GROUP, INC. N/A 74276R102 1592.00000000 NS USD 34196.16000000 0.004680921005 Long EC US N 1 N N N DICK'S SPORTING GOODS, INC. 529900SSBV5I4LWSK313 253393102 -464.00000000 NS USD -96159.36000000 -0.01316271675 Short EC US N 1 N N N Intra-Cellular Therapies Inc 5299002U2KGF193IJA20 46116X101 779.00000000 NS USD 66721.35000000 0.009133112277 Long EC US N 1 N N N CARVANA AUTO RECEIVABLES TRUST N/A 146919AB1 804000.00000000 PA USD 803036.65000000 0.109923193809 Long ABS-MBS US N 2 2027-11-10 Fixed 4.61000000 N N N N N N O-I GLASS, INC. N/A 67098H104 -2154.00000000 NS USD -27140.40000000 -0.00371509749 Short EC US N 1 N N N N/A N/A N/A 17.00000000 NC USD 1137300.00000000 0.155678633496 N/A DCO GB N 1 LOW SU GASOIL G MAR25 N/A Long Gasoil GAS OIL FUT (ICE) Mar 2025 2025-03-15 1124192.46000000 USD 13107.54000000 N N N eXp World Holdings Inc 549300TWVVZC283VEC32 30212W100 3318.00000000 NS USD 45954.30000000 0.006290427000 Long EC US N 1 N N N INTERNATIONAL PAPER COMPANY 824LMFJDH41EY779Q875 460146103 -2162.00000000 NS USD -127190.46000000 -0.01741039040 Short EC US N 1 N N N N/A N/A N/A 7.00000000 NC USD 519260.00000000 0.071078595998 N/A DCO US N 1 LIVE CATTLE FUTR AUG25 N/A Long Live Cattle Live Cattle Future(Consolidated) Aug 2025 2025-09-01 505189.09000000 USD 14070.91000000 N N N Tanger Inc. UKEW8YSXE4Y581KYOL30 875465106 1732.00000000 NS USD 64032.04000000 0.008764987678 Long EC US N 1 N N N ALEXANDER & BALDWIN, INC. N/A 014491104 666.00000000 NS USD 13106.88000000 0.001794127466 Long EC US N 1 N N N N/A N/A N/A 13.00000000 NC USD 386880.00000000 0.052957838501 N/A DCO US N 1 SOYBEAN MEAL FUTR MAR25 N/A Long Soybean Meal Soybean Meal Future Mar 2025 2025-03-17 416175.54000000 USD -29295.54000000 N N N SPARTANNASH COMPANY 549300TV3QCCSQLF5X16 847215100 1457.00000000 NS USD 27653.86000000 0.003785382164 Long EC US N 1 N N N EXPAND ENERGY CORPORATION X2MT1W32SPAZ9WSKLE78 165167735 6557.00000000 NS USD 648880.72000000 0.088821651096 Long EC US N 1 N N N CONNECTICUT AVENUE SECURITIES N/A 20754AAB9 303954.00000000 PA USD 306413.93000000 0.041943288408 Long ABS-MBS US Y 2 2041-12-25 Floating 6.38403120 N N N N N N United States of America 254900HROIFWPRGM1V77 9128282L3 141477400.00000000 PA USD 176425171.09000000 24.14985452364 Long DBT USGA US N 2 2027-07-15 Fixed 0.37500000 N N N N N N CHEMED CORPORATION 54930020031IDJT2IM79 16359R103 87.00000000 NS USD 49797.93000000 0.006816560004 Long EC US N 1 N N N OMEGA HEALTHCARE INVESTORS, INC. 549300OJ7ENK42CZ8E73 681936100 3644.00000000 NS USD 147982.84000000 0.020256542963 Long EC US N 1 N N N UTZ BRANDS, INC. N/A 918090101 999.00000000 NS USD 17392.59000000 0.002380774328 Long EC US N 1 N N N N/A N/A N/A 7.00000000 NC USD 255430.00000000 0.034964383499 N/A DCO US N 1 COTTON NO.2 FUTR MAY25 N/A Long Cotton Cotton No. 2 Future May 2025 2025-05-10 252611.80000000 USD 2818.20000000 N N N INGREDION INCORPORATED PKSTQ48QDN0XSVS7YK88 457187102 1022.00000000 NS USD 150581.48000000 0.020612256252 Long EC US N 1 N N N THE MACERICH COMPANY 529900PSWCB5KI0JYU46 554382101 2339.00000000 NS USD 49610.19000000 0.006790861326 Long EC US N 1 N N N CRH PUBLIC LIMITED COMPANY 549300MIDJNNTH068E74 G25508105 -5075.00000000 NS USD -519020.25000000 -0.07104577796 Short EC US N 1 N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BE7 215000.00000000 PA USD 247159.06000000 0.033832220801 Long DBT NUSS CH N 2 2173-05-13 Fixed 9.25000000 N N N N N N AMERICA'S CAR-MART TRUST N/A 00461WAA9 812850.48000000 PA USD 815496.88000000 0.111628804976 Long ABS-MBS US Y 2 2029-02-20 Fixed 6.06000000 N N N N N N WALGREENS BOOTS ALLIANCE, INC. 549300RPTUOIXG4LIH86 931427108 13180.00000000 NS USD 118883.60000000 0.016273310817 Long EC US N 1 N N N THE HAIN CELESTIAL GROUP, INC. 5493000S8QXWHLIXDP75 405217100 2310.00000000 NS USD 19103.70000000 0.002614998602 Long EC US N 1 N N N BRUKER CORPORATION LEBZ6VLQ6I8XB1NHVY15 116794108 555.00000000 NS USD 32162.25000000 0.004402510445 Long EC US N 1 N N N N/A N/A N/A 12.00000000 NC USD 597600.00000000 0.081802120265 N/A DCO US N 1 SOYBEAN FUTURE MAR25 N/A Long Soybeans Soybean Future Mar 2025 2025-03-17 646325.96000000 USD -48725.96000000 N N N CONNECTICUT AVENUE SECURITIES N/A 207942AA1 756181.08870000 PA USD 765585.49000000 0.104796714066 Long ABS-MBS US Y 2 2043-06-25 Floating 6.62532840 N N N N N N AMPHENOL CORPORATION 549300D3L3G0R4U4VT04 032095101 -1924.00000000 NS USD -139778.60000000 -0.01913351045 Short EC US N 1 N N N AMEREN CORPORATION XRZQ5S7HYJFPHJ78L959 023608102 2178.00000000 NS USD 205581.42000000 0.028140890299 Long EC US N 1 N N N SHAKE SHACK INC. 529900J74GJAHYP80N79 819047101 -379.00000000 NS USD -50683.67000000 -0.00693780399 Short EC US N 1 N N N DAVE & BUSTER'S ENTERTAINMENT, INC. 529900WTVU85QZLYHR86 238337109 -472.00000000 NS USD -18559.04000000 -0.00254044314 Short EC US N 1 N N N Onespaworld Holdings Ltd 5493007W8PZ8W6UC2X76 P73684113 -2273.00000000 NS USD -43164.27000000 -0.00590851540 Short EC US N 1 N N N N/A N/A N/A 27.00000000 NC USD 1910790.00000000 0.261557351709 N/A DCO GB N 1 BRENT CRUDE FUTR JUL25 N/A Long Crude Oil BRENT CRUDE OIL(ICE) Jul 2025 2025-06-02 1956079.54000000 USD -45289.54000000 N N N ALBEMARLE CORPORATION HDBLS2Q6GV1LSKQPBS54 012653101 -877.00000000 NS USD -94452.90000000 -0.01292912899 Short EC US N 1 N N N N/A N/A N/A 5.00000000 NC USD 648687.50000000 0.088795202291 N/A DCO US N 1 CATTLE FEEDER FUT JAN25 N/A Long Feeder Cattle CATTLE FEEDER FUT(Consolidated) Jan 2025 2025-02-02 648826.75000000 USD -139.25000000 N N N Duolingo Inc N/A 26603R106 -421.00000000 NS USD -146621.67000000 -0.02007022001 Short EC US N 1 N N N United States of America N/A N/A 237.00000000 NC USD 48847921.88000000 6.686518708731 N/A DIR US N 1 US 2YR NOTE (CBT) MAR25 N/A Long U.S. Treasury Futures US 2-YEAR NOTE (Globex) Mar 2025 2025-04-03 48724461.36000000 USD 123460.52000000 N N N Procept Biorobotics Corp N/A 74276L105 175.00000000 NS USD 16728.25000000 0.002289836543 Long EC US N 1 N N N TANDEM DIABETES CARE, INC. 549300JEPFOD0K4D3I05 875372203 721.00000000 NS USD 22084.23000000 0.003022986677 Long EC US N 1 N N N VERIS RESIDENTIAL, INC. 254900KTVBRYJCQU2J23 554489104 1495.00000000 NS USD 27283.75000000 0.003734719877 Long EC US N 1 N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513BK0 583000.00000000 PA USD 563225.92000000 0.077096844786 Long DBT CORP US N 2 2173-06-01 Fixed 4.00000000 N N N N N N AVISTA CORPORATION Q0IK63NITJD6RJ47SW96 05379B107 373.00000000 NS USD 14431.37000000 0.001975429491 Long EC US N 1 N N N ONEOK PARTNERS, L.P. T4DHW82NMF6BXJT50795 68268NAG8 54000.00000000 PA USD 55925.01000000 0.007655261703 Long DBT CORP US N 2 2041-02-01 Fixed 6.12500000 N N N N N N ZOOM COMMUNICATIONS, INC. 549300T9GCHU0ODOM055 98980L101 745.00000000 NS USD 61604.05000000 0.008432633713 Long EC US N 1 N N N Otter Tail Corporation N/A 689648103 136.00000000 NS USD 10967.04000000 0.001501216742 Long EC US N 1 N N N COEUR MINING, INC. 5493003AVK173D48DR70 192108504 -753.00000000 NS USD -4864.38000000 -0.00066585776 Short EC US N 1 N N N Prosus N.V. 635400Z5LQ5F9OLVT688 N7163RAR4 1328000.00000000 PA USD 1132286.70000000 0.154992390910 Long DBT NUSS CN N 2 2031-07-13 Fixed 3.06100000 N N N N N N AMPHASTAR PHARMACEUTICALS INC 54930055TH0ZLSAQMJ38 03209R103 518.00000000 NS USD 23408.42000000 0.003204247637 Long EC US N 1 N N N Q2 HOLDINGS, INC. 549300M9RKR9DZXWS696 74736L109 33.00000000 NS USD 3456.42000000 0.000473129994 Long EC US N 1 N N N Agios Pharmaceuticals Inc 529900ONJHY8EOGYT555 00847X104 765.00000000 NS USD 45433.35000000 0.006219117069 Long EC US N 1 N N N HP INC. WHKXQACZ14C5XRO8LW03 40434L105 -1751.00000000 NS USD -62037.93000000 -0.00849202511 Short EC US N 1 N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599105 17859.00000000 NS USD 903308.22000000 0.123648807980 Long EC US N 1 N N N MURPHY USA INC. 549300Y081F8XIKQIO72 626755102 -160.00000000 NS USD -87648.00000000 -0.01199764430 Short EC US N 1 N N N SURGERY PARTNERS, INC. 549300LC82HG33S19I03 86881A100 1007.00000000 NS USD 24006.88000000 0.003286167478 Long EC US N 1 N N N BELLEMEADE RE LTD. N/A 07876XAA1 678341.00000000 PA USD 682856.04000000 0.093472342550 Long ABS-MBS BM Y 2 2033-10-25 Floating 6.93402840 N N N N N N FMC CORPORATION CKDHZ2X64EEBQCSP7013 302491303 -777.00000000 NS USD -45912.93000000 -0.00628476409 Short EC US N 1 N N N N/A N/A N/A 9.00000000 NC USD 246600.00000000 0.033755694205 N/A DCO US N 1 WHEAT FUTURE(CBT) MAR25 N/A Long Wheat Wheat Future (CBT) Mar 2025 2025-03-17 268233.47000000 USD -21633.47000000 N N N EMPIRE STATE REALTY TRUST, INC. 549300VOKY1DUEQSB456 292104106 2829.00000000 NS USD 31005.84000000 0.004244215951 Long EC US N 1 N N N SENSIENT TECHNOLOGIES CORPORATION CMMZHMFZQG86EI7WZU92 81725T100 -512.00000000 NS USD -39751.68000000 -0.00544138505 Short EC US N 1 N N N NISOURCE INC. 549300D8GOWWH0SJB189 65473P105 3428.00000000 NS USD 130572.52000000 0.017873341674 Long EC US N 1 N N N VAALCO ENERGY, INC. 549300CFHFVIWB8M6T24 91851C201 5541.00000000 NS USD 28369.92000000 0.003883399611 Long EC US N 1 N N N Valaris Limited N/A G9460G101 1898.00000000 NS USD 87668.62000000 0.012000466862 Long EC US N 1 N N N Dorian LPG Ltd. 549300WP1W2WGMC7F395 Y2106R110 858.00000000 NS USD 20995.26000000 0.002873923667 Long EC US N 1 N N N BROWN-FORMAN CORPORATION 549300873K3LXF7ARU34 115637100 1163.00000000 NS USD 48101.68000000 0.006584369833 Long EC US N 1 N N N CABLE ONE, INC. 549300648QS85T0XSH18 12685J105 -94.00000000 NS USD -39500.68000000 -0.00540702706 Short EC US N 1 N N N N/A N/A N/A 12.00000000 NC USD 362880.00000000 0.049672612787 N/A DCO US N 1 SOYBEAN MEAL FUTR MAY25 N/A Long Soybean Meal Soybean Meal Future May 2025 2025-05-17 395742.44000000 USD -32862.44000000 N N N ACUSHNET HOLDINGS CORP. 529900W5FI106H543E43 005098108 -759.00000000 NS USD -55490.49000000 -0.00759578269 Short EC US N 1 N N N GSF (Grant Street Funding) N/A 36261CAE1 23000.00000000 PA USD 22272.28000000 0.003048727789 Long DBT USGA US N 2 2026-08-17 Fixed 2.63770000 N N N N N N ENOVIS CORPORATION 635400OP2DYYYMOIYL17 194014502 714.00000000 NS USD 34850.34000000 0.004770468045 Long EC US N 1 N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833100 -22751.00000000 NS USD -5399494.83000000 -0.73910663563 Short EC US N 1 N N N PREMIER, INC. N/A 74051N102 1580.00000000 NS USD 36182.00000000 0.004952751531 Long EC US N 1 N N N AUTOZONE, INC. GA3JGKJ41LJKXDN23E90 053332102 -156.00000000 NS USD -494448.24000000 -0.06768225300 Short EC US N 1 N N N FHF TRUST N/A 30331GAC5 228407.57630000 PA USD 231185.58000000 0.031645700499 Long ABS-MBS US Y 2 2028-06-15 Fixed 6.57000000 N N N N N N DENTSPLY SIRONA INC. 9NHEHR1SOZCYXDO8HO28 24906P109 1927.00000000 NS USD 37865.55000000 0.005183203271 Long EC US N 1 N N N 2024-11-30 SEI INSTITUTIONAL INVESTMENTS TRUST Glenn Kurdziel Glenn Kurdziel Controller and Chief Financial Officer