Product description
Symbol | Cusip | Name | Amount | Value | Title Of Class | Pay of profile | |
---|---|---|---|---|---|---|---|
03768UAA7 | 03768UAA7 | APIDOS CLO | 853235.0 | 850473.93 | CORP | Long | |
N/A | N/A | N/A | 32.0 | 2148400.0 | CORP | N/A | |
91282CGF2 | 91282CGF2 | United States of America | 10300000.0 | 10312921.25 | UST | Long | |
69888T207 | 69888T207 | PAR PACIFIC HOLDINGS, INC. | 2367.0 | 81117.09 | UST | Long | |
N/A | N/A | N/A | 51.0 | 4109580.0 | UST | N/A | |
71424F105 | 71424F105 | PERMIAN RESOURCES CORPORATION | 9005.0 | 118325.7 | UST | Long | |
12622DAK0 | 12622DAK0 | COMM MORTGAGE TRUST | 545413.08 | 503934.36 | UST | Long | |
N/A | N/A | N/A | 37.0 | 2036156.25 | UST | N/A | |
443573100 | 443573100 | HUBSPOT, INC. | 178.0 | 87919.54 | UST | Long | |
G7709Q104 | G7709Q104 | ROYALTY PHARMA PLC | 3532.0 | 95611.24 | UST | Long | |
77543R102 | 77543R102 | ROKU, INC. | 1164.0 | 121288.8 | UST | Long | |
35564KHE2 | 35564KHE2 | FREDDIE MAC STACR REMIC TRUST | 166055.5606 | 165434.58 | USGA | Long | |
81180WBH3 | 81180WBH3 | SEAGATE HDD CAYMAN | 893000.0 | 948398.15 | NUSS | Long | |
646025106 | 646025106 | NEW JERSEY RESOURCES CORPORATION | 1529.0 | 64523.8 | NUSS | Long | |
45780R101 | 45780R101 | INSTALLED BUILDING PRODUCTS, INC. | -886.0 | -133351.86 | NUSS | Short | |
718546104 | 718546104 | PHILLIPS 66 | 15508.0 | 1998826.12 | NUSS | Long | |
874054109 | 874054109 | TAKE-TWO INTERACTIVE SOFTWARE, INC. | 1575.0 | 249165.0 | NUSS | Long | |
423452101 | 423452101 | HELMERICH & PAYNE, INC. | 3295.0 | 119377.85 | NUSS | Long | |
N/A | N/A | N/A | 82.0 | 16869040.0 | NUSS | N/A | |
92839U206 | 92839U206 | VISTEON CORPORATION | -2013.0 | -238882.71 | NUSS | Short | |
12514G108 | 12514G108 | CDW CORPORATION | -687.0 | -144874.56 | NUSS | Short | |
12803RAB0 | 12803RAB0 | Caixabank, S.A. | 229000.0 | 231089.02 | NUSS | Long | |
114340102 | 114340102 | AZENTA, INC. | 895.0 | 50451.15 | NUSS | Long | |
500754106 | 500754106 | THE KRAFT HEINZ COMPANY | 21511.0 | 755251.21 | NUSS | Long | |
053484101 | 053484101 | AVALONBAY COMMUNITIES, INC. | 3213.0 | 555656.22 | NUSS | Long | |
09062X103 | 09062X103 | BIOGEN INC. | 1401.0 | 327946.08 | NUSS | Long | |
30260D103 | 30260D103 | FIGS, INC. | -3720.0 | -27007.2 | NUSS | Short | |
700517105 | 700517105 | PARK HOTELS & RESORTS INC. | 4690.0 | 69552.7 | NUSS | Long | |
948849104 | 948849104 | WEIS MARKETS, INC. | 617.0 | 37235.95 | NUSS | Long | |
63845R107 | 63845R107 | NATIONAL VISION HOLDINGS, INC. | -1340.0 | -24723.0 | NUSS | Short | |
902973AZ9 | 902973AZ9 | U.S. BANCORP | 408000.0 | 344857.92 | CORP | Long | |
24665A103 | 24665A103 | DELEK US HOLDINGS, INC. | 2171.0 | 58920.94 | CORP | Long | |
163851108 | 163851108 | THE CHEMOURS COMPANY | -1524.0 | -41803.32 | CORP | Short | |
50179MAH4 | 50179MAH4 | LB-UBS COMMERCIAL MORTGAGE TRUST | 84382.6356 | 32208.85 | CORP | Long | |
125523100 | 125523100 | THE CIGNA GROUP | 2813.0 | 739481.44 | CORP | Long | |
N/A | N/A | N/A | 131.0 | 3454470.0 | CORP | N/A | |
925652109 | 925652109 | VICI PROPERTIES INC. | 22224.0 | 664275.36 | CORP | Long | |
N/A | N/A | ALTICE FRANCE SA | 112000.0 | 89818.99 | NUSS | Long | |
827048109 | 827048109 | SILGAN HOLDINGS INC. | -1227.0 | -51190.44 | NUSS | Short | |
29362U104 | 29362U104 | ENTEGRIS, INC. | -535.0 | -55854.0 | NUSS | Short | |
03064D108 | 03064D108 | AMERICOLD REALTY TRUST, INC. | 5900.0 | 166557.0 | NUSS | Long | |
963320106 | 963320106 | WHIRLPOOL CORPORATION | -2137.0 | -232719.3 | NUSS | Short | |
G54897AA4 | G54897AA4 | LIMA METRO LINE 2 FINANCE LIMITED | 211013.8292 | 205379.61 | NUSS | Long | |
11040G103 | 11040G103 | BRISTOW GROUP INC. | 1300.0 | 33475.0 | NUSS | Long | |
22266M104 | 22266M104 | Coursera Inc | -3405.0 | -67248.75 | NUSS | Short | |
169656105 | 169656105 | CHIPOTLE MEXICAN GRILL, INC. | -568.0 | -1250878.0 | NUSS | Short | |
144285103 | 144285103 | CARPENTER TECHNOLOGY CORPORATION | -558.0 | -39511.98 | NUSS | Short | |
88160R101 | 88160R101 | TESLA, INC. | -32715.0 | -7854217.2 | NUSS | Short | |
057665200 | 057665200 | BALCHEM CORPORATION | -334.0 | -41656.48 | NUSS | Short | |
64034YAB7 | 64034YAB7 | NELNET PRIVATE EDUCATION LOAN TRUST | 164663.7587 | 148660.22 | NUSS | Long | |
771049103 | 771049103 | ROBLOX CORPORATION | 4349.0 | 170959.19 | NUSS | Long | |
N/A | N/A | N/A | -90667500.0 | -90667500.0 | NUSS | Short | |
12659WAE8 | 12659WAE8 | CPS AUTO RECEIVABLES TRUST | 600000.0 | 577917.3 | NUSS | Long | |
V7780T103 | V7780T103 | ROYAL CARIBBEAN CRUISES LTD. | -4957.0 | -532679.22 | NUSS | Short | |
N/A | N/A | N/A | 9.0 | 363150.0 | NUSS | N/A | |
N/A | N/A | N/A | 972.0 | 379.08 | NUSS | Long | |
35137L204 | 35137L204 | FOX CORPORATION | -2188.0 | -60520.08 | NUSS | Short | |
29444U700 | 29444U700 | EQUINIX, INC. | 2151.0 | 1753086.51 | NUSS | Long | |
89055F103 | 89055F103 | TOPBUILD CORP. | -1275.0 | -377119.5 | NUSS | Short | |
78410G104 | 78410G104 | SBA Communications Corporation | 2495.0 | 616165.2 | NUSS | Long | |
05352A100 | 05352A100 | AVANTOR, INC. | 6604.0 | 139872.72 | NUSS | Long | |
N/A | N/A | Swiss Re Finance (Luxembourg) S.A. | 200000.0 | 187257.04 | NUSS | Long | |
258278100 | 258278100 | DORMAN PRODUCTS, INC. | -2161.0 | -155678.44 | NUSS | Short | |
03067BAB5 | 03067BAB5 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST | 704227.729 | 703405.75 | NUSS | Long | |
N/A | N/A | N/A | 6.0 | 465300.0 | NUSS | N/A | |
45253H101 | 45253H101 | IMMUNOGEN, INC. | 2341.0 | 68708.35 | NUSS | Long | |
N/A | N/A | N/A | 14.0 | 953575.0 | NUSS | N/A | |
913456109 | 913456109 | UNIVERSAL CORPORATION | 584.0 | 32855.84 | NUSS | Long | |
412822108 | 412822108 | HARLEY-DAVIDSON, INC. | -9066.0 | -271889.34 | NUSS | Short | |
87484T108 | 87484T108 | TALOS ENERGY INC. | 3794.0 | 52812.48 | NUSS | Long | |
23345M107 | 23345M107 | DT MIDSTREAM, INC. | 3400.0 | 194786.0 | NUSS | Long | |
74767V109 | 74767V109 | QUANTUMSCAPE CORPORATION | -21928.0 | -139023.52 | NUSS | Short | |
375558103 | 375558103 | GILEAD SCIENCES, INC. | 12281.0 | 940724.6 | NUSS | Long | |
N/A | N/A | N/A | 101.0 | 4043030.0 | NUSS | N/A | |
68213N109 | 68213N109 | OMNICELL, INC. | 671.0 | 22384.56 | NUSS | Long | |
004239109 | 004239109 | ACADIA REALTY TRUST | 2703.0 | 40869.36 | NUSS | Long | |
256746108 | 256746108 | DOLLAR TREE, INC. | 5564.0 | 687654.76 | NUSS | Long | |
01741R102 | 01741R102 | ATI Inc. | -1555.0 | -68342.25 | NUSS | Short | |
60468T105 | 60468T105 | Mirati Therapeutics Inc | 800.0 | 45400.0 | NUSS | Long | |
49271V100 | 49271V100 | KEURIG DR PEPPER INC. | 25251.0 | 797174.07 | NUSS | Long | |
42250P103 | 42250P103 | HEALTHPEAK PROPERTIES, INC. | 12003.0 | 207891.96 | NUSS | Long | |
736508847 | 736508847 | PORTLAND GENERAL ELECTRIC COMPANY | 1147.0 | 47095.82 | NUSS | Long | |
N/A | N/A | N/A | 8.0 | 790440.0 | NUSS | N/A | |
26884L109 | 26884L109 | EQT CORPORATION | 11679.0 | 466692.84 | NUSS | Long | |
693506107 | 693506107 | PPG INDUSTRIES, INC. | -2763.0 | -392318.37 | NUSS | Short | |
14174T107 | 14174T107 | CARETRUST REIT, INC. | 2654.0 | 61254.32 | NUSS | Long | |
76155X100 | 76155X100 | Revolution Medicines Inc | 1249.0 | 29139.17 | NUSS | Long | |
949771AG4 | 949771AG4 | L STREET SECURITIES | 23513.4305 | 24331.23 | NUSS | Long | |
91679LAB8 | 91679LAB8 | UPSTART SECURITIZATION TRUST | 360137.207 | 354347.97 | NUSS | Long | |
438516CG9 | 438516CG9 | HONEYWELL INTERNATIONAL INC. | 720000.0 | 792283.98 | NUSS | Long | |
CDS737953 | CDS737953 | N/A | -13484.7945 | -1782.52 | NUSS | N/A | |
N/A | N/A | N/A | 29.0 | 1179720.0 | NUSS | N/A | |
05964HAQ8 | 05964HAQ8 | Banco Santander, S.A. | 200000.0 | 188564.25 | NUSS | Long | |
550241103 | 550241103 | LUMEN TECHNOLOGIES, INC. | 26303.0 | 34456.93 | NUSS | Long | |
913903100 | 913903100 | UNIVERSAL HEALTH SERVICES, INC. | 535.0 | 73551.8 | NUSS | Long | |
F21107101 | F21107101 | CONSTELLIUM SE | -2584.0 | -44961.6 | NUSS | Short | |
N/A | N/A | N/A | 30.0 | 874944.0 | NUSS | N/A | |
N/A | N/A | N/A | 12.0 | 513240.0 | NUSS | N/A | |
09061G101 | 09061G101 | BIOMARIN PHARMACEUTICAL INC. | 1846.0 | 168133.68 | NUSS | Long | |
235851102 | 235851102 | DANAHER CORPORATION | 6538.0 | 1460000.78 | NUSS | Long | |
902613BF4 | 902613BF4 | UBS Group AG | 278000.0 | 290448.01 | NUSS | Long | |
04280A100 | 04280A100 | ARROWHEAD PHARMACEUTICALS, INC. | 907.0 | 19228.4 | NUSS | Long | |
1248EPCE1 | 1248EPCE1 | CCO HOLDINGS, LLC | 54000.0 | 46332.69 | CORP | Long | |
N/A | N/A | N/A | 47.0 | 1239390.0 | CORP | N/A | |
92243G108 | 92243G108 | Vaxcyte Inc | 1063.0 | 55031.51 | CORP | Long | |
89616KAA2 | 89616KAA2 | TRICOLOR AUTO SECURITIZATION TRUST | 355253.0412 | 354534.36 | CORP | Long | |
00109AAB3 | 00109AAB3 | AES Panama Generation Holdings S. de R.L. | 294340.959 | 245068.28 | NUSS | Long | |
466032109 | 466032109 | J & J SNACK FOODS CORP. | 343.0 | 56440.65 | NUSS | Long | |
N/A | N/A | N/A | -55.0 | -1572450.0 | NUSS | N/A | |
89469A104 | 89469A104 | TREEHOUSE FOODS, INC. | 1204.0 | 49014.84 | NUSS | Long | |
45826H109 | 45826H109 | INTEGER HOLDINGS CORPORATION | 500.0 | 43610.0 | NUSS | Long | |
780153BS0 | 780153BS0 | ROYAL CARIBBEAN CRUISES LTD. | 203000.0 | 212314.66 | NUSS | Long | |
CDS745722 | CDS745722 | N/A | -88348.6496 | -11678.59 | NUSS | N/A | |
737630103 | 737630103 | POTLATCHDELTIC CORPORATION | 1559.0 | 71464.56 | NUSS | Long | |
62890MAB0 | 62890MAB0 | NMEF FUNDING LLC | 257605.777 | 258210.64 | NUSS | Long | |
G76279101 | G76279101 | Roivant Sciences Ltd | 2796.0 | 26729.76 | NUSS | Long | |
780097BK6 | 780097BK6 | NATWEST GROUP PLC | 595000.0 | 591253.83 | NUSS | Long | |
882681109 | 882681109 | TEXAS ROADHOUSE, INC. | -1396.0 | -157133.76 | NUSS | Short | |
08265T208 | 08265T208 | BENTLEY SYSTEMS, INCORPORATED | 742.0 | 38628.52 | NUSS | Long | |
20030N101 | 20030N101 | COMCAST CORPORATION | -63882.0 | -2676016.98 | NUSS | Short | |
934423104 | 934423104 | WARNER BROS. DISCOVERY, INC. | 25337.0 | 264771.65 | NUSS | Long | |
35564KWS4 | 35564KWS4 | FREDDIE MAC STACR REMIC TRUST | 420282.2035 | 425522.32 | USGA | Long | |
28504KAA5 | 28504KAA5 | ELECTRICITE DE FRANCE SA | 261000.0 | 277602.47 | NUSS | Long | |
59001A102 | 59001A102 | MERITAGE HOMES CORPORATION | -1481.0 | -209265.3 | NUSS | Short | |
902681105 | 902681105 | UGI CORPORATION | 2819.0 | 61989.81 | NUSS | Long | |
N/A | N/A | N/A | 17.0 | 1360000.0 | NUSS | N/A | |
406216101 | 406216101 | HALLIBURTON COMPANY | 31403.0 | 1162853.09 | NUSS | Long | |
81181C104 | 81181C104 | SEAGEN INC. | 1733.0 | 369492.93 | NUSS | Long | |
315616102 | 315616102 | F5, INC. | -334.0 | -57177.46 | NUSS | Short | |
127055101 | 127055101 | CABOT CORPORATION | -670.0 | -50853.0 | NUSS | Short | |
404280DS5 | 404280DS5 | HSBC HOLDINGS PLC | 762000.0 | 831134.11 | NUSS | Long | |
358039105 | 358039105 | FRESHPET, INC. | 1237.0 | 87765.15 | NUSS | Long | |
046497AC7 | 046497AC7 | ATALAYA EQUIPMENT LEASING TRUST LLC. | 170000.0 | 163995.77 | NUSS | Long | |
42824C109 | 42824C109 | HEWLETT PACKARD ENTERPRISE COMPANY | -5032.0 | -85091.12 | NUSS | Short | |
P3762TAA9 | P3762TAA9 | ENGIE Energia Chile S.A. | 349000.0 | 295368.44 | NUSS | Long | |
N/A | N/A | N/A | 4.0 | 400797.6 | NUSS | N/A | |
127387108 | 127387108 | CADENCE DESIGN SYSTEMS, INC. | 1056.0 | 288573.12 | NUSS | Long | |
422704106 | 422704106 | HECLA MINING COMPANY | -6922.0 | -34471.56 | NUSS | Short | |
912909108 | 912909108 | UNITED STATES STEEL CORPORATION | -2882.0 | -103463.8 | NUSS | Short | |
845467109 | 845467109 | SOUTHWESTERN ENERGY COMPANY | 35963.0 | 236996.17 | NUSS | Long | |
579780206 | 579780206 | MCCORMICK & COMPANY, INCORPORATED | 6469.0 | 419385.27 | NUSS | Long | |
929160109 | 929160109 | VULCAN MATERIALS COMPANY | -1481.0 | -316282.36 | NUSS | Short | |
N/A | N/A | N/A | 26.0 | 2532725.0 | NUSS | N/A | |
46284V101 | 46284V101 | IRON MOUNTAIN INCORPORATED | 6805.0 | 436540.75 | NUSS | Long | |
05964HAV7 | 05964HAV7 | Banco Santander, S.A. | 400000.0 | 397863.29 | NUSS | Long | |
984017103 | 984017103 | XENIA HOTELS & RESORTS, INC. | 2425.0 | 29609.25 | NUSS | Long | |
12769G100 | 12769G100 | CAESARS ENTERTAINMENT, INC. | -4330.0 | -193637.6 | NUSS | Short | |
N/A | N/A | N/A | 9.0 | 1165635.0 | NUSS | N/A | |
853254CJ7 | 853254CJ7 | STANDARD CHARTERED PLC | 207000.0 | 200432.2 | NUSS | Long | |
18539C204 | 18539C204 | CLEARWAY ENERGY, INC. | 1408.0 | 35157.76 | NUSS | Long | |
81761L102 | 81761L102 | SERVICE PROPERTIES TRUST | 5418.0 | 38738.7 | NUSS | Long | |
68389X105 | 68389X105 | ORACLE CORPORATION | 5873.0 | 682501.33 | NUSS | Long | |
CDS858889 | CDS858889 | N/A | -3254.9511 | -430.26 | NUSS | N/A | |
71943U104 | 71943U104 | PHYSICIANS REALTY TRUST | 11618.0 | 135698.24 | NUSS | Long | |
3137FAXY9 | 3137FAXY9 | Freddie Mac | 655676.68 | 66576.56 | USGA | Long | |
82900L102 | 82900L102 | THE SIMPLY GOOD FOODS COMPANY | 2287.0 | 88598.38 | USGA | Long | |
12667GQL0 | 12667GQL0 | CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) | 33139.3707 | 22769.29 | USGA | Long | |
G5960L103 | G5960L103 | MEDTRONIC PUBLIC LIMITED COMPANY | 13638.0 | 1081084.26 | USGA | Long | |
N/A | N/A | N/A | 25.0 | 1899000.0 | USGA | N/A | |
87265H109 | 87265H109 | TRI POINTE HOMES, INC. | -3892.0 | -113568.56 | USGA | Short | |
59522J103 | 59522J103 | MID-AMERICA APARTMENT COMMUNITIES, INC. | 3085.0 | 384020.8 | USGA | Long | |
G4388N106 | G4388N106 | HELEN OF TROY LIMITED | -955.0 | -100303.65 | USGA | Short | |
CDS915154 | CDS915154 | N/A | -6974.8923 | -921.99 | USGA | N/A | |
252784301 | 252784301 | DIAMONDROCK HOSPITALITY COMPANY | 6858.0 | 57058.56 | USGA | Long | |
22160N109 | 22160N109 | COSTAR GROUP, INC. | 9362.0 | 777420.48 | USGA | Long | |
650111107 | 650111107 | THE NEW YORK TIMES COMPANY | -2501.0 | -117521.99 | USGA | Short | |
N/A | N/A | N/A | 79.0 | 1991787.5 | USGA | N/A | |
36467J108 | 36467J108 | Gaming and Leisure Properties, Inc. | 5445.0 | 254444.85 | USGA | Long | |
498894104 | 498894104 | KNIFE RIVER CORPORATION | -517.0 | -30854.56 | USGA | Short | |
73757R102 | 73757R102 | Postal Realty Trust Inc | 2706.0 | 37884.0 | USGA | Long | |
70614W100 | 70614W100 | PELOTON INTERACTIVE, INC. | -14887.0 | -84260.42 | USGA | Short | |
78450MAA0 | 78450MAA0 | SMB PRIVATE EDUCATION LOAN TRUST | 349871.8127 | 312398.72 | USGA | Long | |
N/A | N/A | BRK: MORGAN STANLEY | 1040000.0 | 79605.45 | USGA | N/A | |
07831C103 | 07831C103 | BELLRING BRANDS, INC. | 3413.0 | 180547.7 | USGA | Long | |
30322JAA4 | 30322JAA4 | FHF TRUST | 96424.9664 | 92853.14 | USGA | Long | |
960413102 | 960413102 | WESTLAKE CORPORATION | -386.0 | -49558.54 | USGA | Short | |
501147102 | 501147102 | Krystal Biotech Inc | 207.0 | 21575.61 | USGA | Long | |
029899101 | 029899101 | AMERICAN STATES WATER COMPANY | 617.0 | 49298.3 | USGA | Long | |
30040W108 | 30040W108 | Eversource Energy | 4374.0 | 259859.34 | USGA | Long | |
303250104 | 303250104 | FAIR ISAAC CORPORATION | 99.0 | 107672.4 | USGA | Long | |
704551100 | 704551100 | PEABODY ENERGY CORPORATION | 4151.0 | 98959.84 | USGA | Long | |
N/A | N/A | N/A | 3.0 | 159712.5 | USGA | N/A | |
CDS112081 | CDS112081 | N/A | 650990.0684 | 86052.75 | USGA | N/A | |
N/A | N/A | N/A | 7.0 | 264810.0 | USGA | N/A | |
681919106 | 681919106 | OMNICOM GROUP INC. | -2818.0 | -227215.34 | USGA | Short | |
871607107 | 871607107 | SYNOPSYS, INC. | 579.0 | 314530.17 | USGA | Long | |
68622TAA9 | 68622TAA9 | ORGANON & CO. | 529000.0 | 469735.81 | CORP | Long | |
03152W109 | 03152W109 | AMICUS THERAPEUTICS, INC. | 2796.0 | 30811.92 | CORP | Long | |
912810FS2 | 912810FS2 | United States of America | 5619500.0 | 8583269.18 | USGA | Long | |
918204108 | 918204108 | V.F. CORPORATION | -16790.0 | -280896.7 | USGA | Short | |
00130H105 | 00130H105 | THE AES CORPORATION | 8610.0 | 148178.1 | USGA | Long | |
574795100 | 574795100 | MASIMO CORPORATION | 551.0 | 51661.76 | USGA | Long | |
05876KAA3 | 05876KAA3 | BALLYROCK CLO LTD | 1054462.0 | 1053167.12 | CORP | Long | |
67614CAE0 | 67614CAE0 | OEC FINANCE LIMITED | 230817.0 | 9232.68 | NUSS | Long | |
N/A | N/A | N/A | 47.0 | 1249260.0 | NUSS | N/A | |
745867101 | 745867101 | PULTEGROUP, INC. | -9654.0 | -853606.68 | NUSS | Short | |
00120BAA8 | 00120BAA8 | AGL CLO LTD | 836911.0 | 836474.13 | CORP | Long | |
CDS894035 | CDS894035 | N/A | -29759.54 | -3933.84 | CORP | N/A | |
928377100 | 928377100 | VISTA OUTDOOR INC. | -2112.0 | -59579.52 | CORP | Short | |
207410101 | 207410101 | CONMED CORPORATION | 399.0 | 42800.73 | CORP | Long | |
92852X103 | 92852X103 | Vitesse Energy Inc | 1454.0 | 34358.02 | CORP | Long | |
876030107 | 876030107 | TAPESTRY, INC. | -10442.0 | -330698.14 | CORP | Short | |
36252RAG4 | 36252RAG4 | GS MORTGAGE SECURITIES TRUST | 172710.4842 | 42504.86 | CORP | Long | |
29472R108 | 29472R108 | EQUITY LIFESTYLE PROPERTIES, INC. | 4383.0 | 311631.3 | CORP | Long | |
393222104 | 393222104 | GREEN PLAINS INC. | 2052.0 | 51053.76 | CORP | Long | |
61945C103 | 61945C103 | THE MOSAIC COMPANY | -4735.0 | -169939.15 | CORP | Short | |
67103H107 | 67103H107 | O'Reilly Automotive, Inc. | -880.0 | -864494.4 | CORP | Short | |
48666K109 | 48666K109 | KB HOME | -2996.0 | -156091.6 | CORP | Short | |
912828Y38 | 912828Y38 | United States of America | 52696700.0 | 60654071.83 | USGA | Long | |
143658BQ4 | 143658BQ4 | Carnival Corporation | 527000.0 | 477390.59 | NUSS | Long | |
70509V100 | 70509V100 | PEBBLEBROOK HOTEL TRUST | 3002.0 | 38275.5 | NUSS | Long | |
835495102 | 835495102 | SONOCO PRODUCTS COMPANY. | -1200.0 | -66192.0 | NUSS | Short | |
339750101 | 339750101 | FLOOR & DECOR HOLDINGS, INC. | -1592.0 | -146002.32 | NUSS | Short | |
42226K105 | 42226K105 | HEALTHCARE REALTY TRUST INCORPORATED | 7367.0 | 112494.09 | NUSS | Long | |
N/A | N/A | United States of America | 4.0 | 817843.75 | NUSS | N/A | |
00402L107 | 00402L107 | ACADEMY SPORTS AND OUTDOORS, INC. | -1252.0 | -63689.24 | NUSS | Short | |
043436104 | 043436104 | ASBURY AUTOMOTIVE GROUP, INC. | -190.0 | -39865.8 | NUSS | Short | |
858119100 | 858119100 | STEEL DYNAMICS, INC. | -2261.0 | -269352.93 | NUSS | Short | |
N/A | N/A | N/A | 14.0 | 2907380.0 | NUSS | N/A | |
92047W101 | 92047W101 | VALVOLINE INC. | -2620.0 | -89708.8 | NUSS | Short | |
20369C106 | 20369C106 | COMMUNITY HEALTHCARE TRUST INCORPORATED | 944.0 | 25582.4 | NUSS | Long | |
398905109 | 398905109 | GROUP 1 AUTOMOTIVE, INC. | -184.0 | -51906.4 | NUSS | Short | |
00206RMT6 | 00206RMT6 | AT&T INC. | 149000.0 | 147276.63 | CORP | Long | |
N/A | N/A | United States of America | -29.0 | -3291953.13 | CORP | N/A | |
74965L101 | 74965L101 | RLJ LODGING TRUST | 4682.0 | 50050.58 | CORP | Long | |
86333M108 | 86333M108 | STRIDE, INC. | -781.0 | -47312.98 | CORP | Short | |
49803T300 | 49803T300 | KITE REALTY GROUP TRUST | 4650.0 | 98208.0 | CORP | Long | |
75281A109 | 75281A109 | RANGE RESOURCES CORPORATION | 7861.0 | 255482.5 | CORP | Long | |
92936U109 | 92936U109 | W.P. CAREY INC. | 5611.0 | 349228.64 | CORP | Long | |
608190104 | 608190104 | MOHAWK INDUSTRIES, INC. | -2344.0 | -206998.64 | CORP | Short | |
36237H101 | 36237H101 | G-III APPAREL GROUP, LTD. | -1653.0 | -47556.81 | CORP | Short | |
981811102 | 981811102 | WORTHINGTON INDUSTRIES, INC. | -619.0 | -44382.3 | CORP | Short | |
30161Q104 | 30161Q104 | EXELIXIS, INC. | 6298.0 | 137359.38 | CORP | Long | |
38138LAL2 | 38138LAL2 | GOLDENTREE LOAN MANAGEMENT US CLO LTD | 553039.0 | 551412.51 | CORP | Long | |
86272C103 | 86272C103 | STRATEGIC EDUCATION, INC. | -558.0 | -49645.26 | CORP | Short | |
281020107 | 281020107 | EDISON INTERNATIONAL | 4956.0 | 332002.44 | CORP | Long | |
501687AA5 | 501687AA5 | LAD AUTO RECEIVABLES TRUST | 335574.3394 | 333620.29 | CORP | Long | |
G4705A100 | G4705A100 | ICON PUBLIC LIMITED COMPANY | 904.0 | 241313.76 | CORP | Long | |
80290CAX2 | 80290CAX2 | SANTANDER BANK, N.A. | 315901.885 | 314441.06 | CORP | Long | |
637870106 | 637870106 | NATIONAL STORAGE AFFILIATES TRUST | 1994.0 | 66180.86 | CORP | Long | |
29355A107 | 29355A107 | ENPHASE ENERGY, INC. | -616.0 | -62228.32 | CORP | Short | |
84612U107 | 84612U107 | SOVOS BRANDS, INC. | 1657.0 | 36304.87 | CORP | Long | |
25746U109 | 25746U109 | Dominion Energy, Inc. | 11403.0 | 517012.02 | CORP | Long | |
885160101 | 885160101 | THOR INDUSTRIES, INC. | -3647.0 | -361308.29 | CORP | Short | |
N/A | N/A | BRK: MORGAN STANLEY | 3640000.0 | 218268.23 | CORP | N/A | |
004225108 | 004225108 | ACADIA PHARMACEUTICALS INC. | 1915.0 | 42666.2 | CORP | Long | |
30711XBF0 | 30711XBF0 | CONNECTICUT AVENUE SECURITIES | 59415.1385 | 63270.81 | USGA | Long | |
G54950103 | G54950103 | LINDE PUBLIC LIMITED COMPANY | -5786.0 | -2394073.22 | USGA | Short | |
172967MU2 | 172967MU2 | CITIGROUP INC. | 348000.0 | 311709.52 | CORP | Long | |
N7163RAW3 | N7163RAW3 | Prosus N.V. | 260000.0 | 235800.87 | NUSS | Long | |
N/A | N/A | N/A | 38.0 | 2857600.0 | NUSS | N/A | |
25179M103 | 25179M103 | DEVON ENERGY CORPORATION | 21508.0 | 967214.76 | NUSS | Long | |
37045XEH5 | 37045XEH5 | GENERAL MOTORS FINANCIAL COMPANY, INC. | 382000.0 | 381748.82 | CORP | Long | |
904311206 | 904311206 | UNDER ARMOUR, INC. | -7990.0 | -61203.4 | CORP | Short | |
372460105 | 372460105 | GENUINE PARTS COMPANY | -2144.0 | -284680.32 | CORP | Short | |
88032WAV8 | 88032WAV8 | Tencent Holdings Limited | 412000.0 | 253477.06 | NUSS | Long | |
65339F101 | 65339F101 | NEXTERA ENERGY, INC. | 27199.0 | 1591413.49 | NUSS | Long | |
879360105 | 879360105 | TELEDYNE TECHNOLOGIES INCORPORATED | -228.0 | -91874.88 | NUSS | Short | |
911163103 | 911163103 | UNITED NATURAL FOODS, INC. | 1642.0 | 23891.1 | NUSS | Long | |
482480100 | 482480100 | KLA CORPORATION | -553.0 | -301174.86 | NUSS | Short | |
05971KAQ2 | 05971KAQ2 | Banco Santander, S.A. | 200000.0 | 208750.0 | NUSS | Long | |
879433829 | 879433829 | TELEPHONE AND DATA SYSTEMS, INC. | 2174.0 | 42827.8 | NUSS | Long | |
N/A | N/A | N/A | 12.0 | 358800.0 | NUSS | N/A | |
675232102 | 675232102 | OCEANEERING INTERNATIONAL, INC. | 4084.0 | 84375.44 | NUSS | Long | |
78392BAC1 | 78392BAC1 | SK hynix Inc. | 262000.0 | 205675.21 | NUSS | Long | |
419870100 | 419870100 | HAWAIIAN ELECTRIC INDUSTRIES, INC. | 1996.0 | 24331.24 | NUSS | Long | |
219350105 | 219350105 | CORNING INCORPORATED | -3933.0 | -112051.17 | NUSS | Short | |
42809H107 | 42809H107 | HESS CORPORATION | 9511.0 | 1336866.16 | NUSS | Long | |
00928QAQ4 | 00928QAQ4 | AIRCASTLE LIMITED | 172000.0 | 170442.25 | NUSS | Long | |
N/A | N/A | N/A | 19.0 | 1293520.0 | NUSS | N/A | |
949746TD3 | 949746TD3 | WELLS FARGO & COMPANY | 306000.0 | 276064.69 | CORP | Long | |
N/A | N/A | N/A | 20.0 | 652500.0 | CORP | N/A | |
62955J103 | 62955J103 | NOV INC. | 13603.0 | 256008.46 | CORP | Long | |
85254J102 | 85254J102 | STAG INDUSTRIAL, INC. | 5235.0 | 187674.75 | CORP | Long | |
3137BPFZ7 | 3137BPFZ7 | Freddie Mac | 609490.06 | 56944.66 | USGA | Long | |
33883PAJ6 | 33883PAJ6 | FLATIRON CLO LTD | 540000.0 | 527788.98 | CORP | Long | |
08579X101 | 08579X101 | BERRY CORPORATION (BRY) | 4396.0 | 31563.28 | CORP | Long | |
05369AAD3 | 05369AAD3 | AVIATION CAPITAL GROUP LLC | 6000.0 | 5766.94 | CORP | Long | |
830867AB3 | 830867AB3 | SkyMiles IP Ltd. | 450000.0 | 432087.67 | NUSS | Long | |
55024U109 | 55024U109 | LUMENTUM HOLDINGS INC. | -472.0 | -20201.6 | NUSS | Short | |
00834HAA2 | 00834HAA2 | AFFIRM ASSET SECURITIZATION TRUST | 58243.3652 | 57284.33 | NUSS | Long | |
20754WAB1 | 20754WAB1 | CONNECTICUT AVENUE SECURITIES | 95001.8275 | 95119.83 | NUSS | Long | |
21036P108 | 21036P108 | CONSTELLATION BRANDS, INC. | 4193.0 | 1008374.57 | NUSS | Long | |
35564KNK1 | 35564KNK1 | FREDDIE MAC STACR REMIC TRUST | 1060589.7334 | 1048056.96 | USGA | Long | |
313384SP5 | 313384SP5 | THE FEDERAL HOME LOAN BANKS | 700000.0 | 693754.1 | USGA | Long | |
571903BL6 | 571903BL6 | MARRIOTT INTERNATIONAL, INC. | 401000.0 | 392423.92 | CORP | Long | |
143658300 | 143658300 | Carnival Corporation | -21256.0 | -320115.36 | CORP | Short | |
53944YAV5 | 53944YAV5 | LLOYDS BANKING GROUP PLC | 330000.0 | 312535.84 | NUSS | Long | |
723787107 | 723787107 | PIONEER NATURAL RESOURCES COMPANY | 8085.0 | 1872809.4 | NUSS | Long | |
N/A | N/A | N/A | 10.0 | 786500.0 | NUSS | N/A | |
042735100 | 042735100 | ARROW ELECTRONICS, INC. | -383.0 | -45408.48 | NUSS | Short | |
87724P106 | 87724P106 | TAYLOR MORRISON HOME CORPORATION | -4226.0 | -190592.6 | NUSS | Short | |
N/A | N/A | N/A | 49.0 | 1372980.0 | NUSS | N/A | |
20753XAB0 | 20753XAB0 | CONNECTICUT AVENUE SECURITIES | 743570.0 | 772364.82 | NUSS | Long | |
883556102 | 883556102 | THERMO FISHER SCIENTIFIC INC. | 3833.0 | 1900248.08 | NUSS | Long | |
894164102 | 894164102 | TRAVEL + LEISURE CO. | -1867.0 | -66539.88 | NUSS | Short | |
014916AA8 | 014916AA8 | ALEXANDER FUNDING TRUST II | 104000.0 | 106554.36 | CORP | Long | |
91282CGL9 | 91282CGL9 | United States of America | 700000.0 | 690730.47 | UST | Long | |
N/A | N/A | N/A | 3.0 | 159468.75 | UST | N/A | |
668074305 | 668074305 | NORTHWESTERN CORPORATION | 1065.0 | 53580.15 | UST | Long | |
68404L201 | 68404L201 | OPTION CARE HEALTH, INC. | 1543.0 | 45904.25 | UST | Long | |
00090Q103 | 00090Q103 | ADT INC. | -5888.0 | -34562.56 | UST | Short | |
516806205 | 516806205 | VITAL ENERGY, INC. | 595.0 | 26679.8 | UST | Long | |
253868103 | 253868103 | DIGITAL REALTY TRUST, INC. | 6963.0 | 966325.14 | UST | Long | |
G97822103 | G97822103 | PERRIGO COMPANY PUBLIC LIMITED COMPANY | 1200.0 | 36552.0 | UST | Long | |
92863UAB2 | 92863UAB2 | Volcan Compania Minera S.A.A. | 69000.0 | 36695.04 | NUSS | Long | |
48661CAE2 | 48661CAE2 | KAYNE CLO LTD | 300000.0 | 295161.3 | CORP | Long | |
55400KAB1 | 55400KAB1 | MVW OWNER TRUST | 226313.7264 | 205025.25 | CORP | Long | |
22535WAJ6 | 22535WAJ6 | CREDIT AGRICOLE SA | 284000.0 | 289449.36 | NUSS | Long | |
25267TAN1 | 25267TAN1 | DIAMOND ISSUER LLC | 767635.0 | 664839.23 | NUSS | Long | |
127203107 | 127203107 | CACTUS, INC. | 2343.0 | 99554.07 | NUSS | Long | |
92276F100 | 92276F100 | VENTAS, INC. | 9321.0 | 427274.64 | NUSS | Long | |
91332U101 | 91332U101 | Unity Software Inc | 978.0 | 28860.78 | NUSS | Long | |
778296103 | 778296103 | ROSS STORES, INC. | -4537.0 | -591534.06 | NUSS | Short | |
CDS726958 | CDS726958 | N/A | -77188.8159 | -10203.4 | NUSS | N/A | |
682189105 | 682189105 | ON SEMICONDUCTOR CORPORATION | -1836.0 | -130961.88 | NUSS | Short | |
776696106 | 776696106 | ROPER TECHNOLOGIES, INC. | 404.0 | 217453.0 | NUSS | Long | |
25278X109 | 25278X109 | DIAMONDBACK ENERGY, INC. | 6182.0 | 954562.62 | NUSS | Long | |
229663109 | 229663109 | CUBESMART | 4951.0 | 196851.76 | NUSS | Long | |
N/A | N/A | N/A | 18.0 | 720540.0 | NUSS | N/A | |
N/A | N/A | N/A | -19723000.0 | -19723000.0 | NUSS | Short | |
00404A109 | 00404A109 | ACADIA HEALTHCARE COMPANY, INC. | 869.0 | 63428.31 | NUSS | Long | |
451107106 | 451107106 | IDACORP, INC. | 1076.0 | 103834.0 | NUSS | Long | |
228368106 | 228368106 | CROWN HOLDINGS, INC. | -1121.0 | -96417.21 | NUSS | Short | |
553368101 | 553368101 | MP MATERIALS CORP | -1551.0 | -24614.37 | NUSS | Short | |
37611X100 | 37611X100 | Ginkgo Bioworks Holdings Inc | -10847.0 | -13992.63 | NUSS | Short | |
N/A | N/A | N/A | 13.0 | 723450.0 | NUSS | N/A | |
345370DB3 | 345370DB3 | FORD MOTOR COMPANY | 115000.0 | 111883.18 | CORP | Long | |
020764106 | 020764106 | ALPHA METALLURGICAL RESOURCES, INC. | -199.0 | -55831.44 | CORP | Short | |
589889104 | 589889104 | MERIT MEDICAL SYSTEMS, INC. | 610.0 | 43651.6 | CORP | Long | |
N/A | N/A | N/A | -900.0 | -27000.0 | CORP | N/A | |
749660106 | 749660106 | RPC, INC. | 6600.0 | 47850.0 | CORP | Long | |
44267T102 | 44267T102 | HOWARD HUGHES HOLDINGS INC. | 1016.0 | 74686.16 | CORP | Long | |
34965K107 | 34965K107 | FORTREA HOLDINGS INC. | 1500.0 | 44160.0 | CORP | Long | |
683712103 | 683712103 | OPENDOOR TECHNOLOGIES INC. | 9235.0 | 27797.35 | CORP | Long | |
CDS727295 | CDS727295 | N/A | -13019.7944 | -1721.05 | CORP | N/A | |
05554BAA2 | 05554BAA2 | BFLD TRUST | 1065000.0 | 1031515.97 | CORP | Long | |
19239V302 | 19239V302 | COGENT COMMUNICATIONS HOLDINGS, INC. | 796.0 | 50832.56 | CORP | Long | |
26614N102 | 26614N102 | DUPONT DE NEMOURS, INC. | -5258.0 | -376157.32 | CORP | Short | |
49456B101 | 49456B101 | KINDER MORGAN, INC. | 67857.0 | 1192247.49 | CORP | Long | |
233331107 | 233331107 | DTE ENERGY COMPANY | 2995.0 | 311809.45 | CORP | Long | |
38380GHH0 | 38380GHH0 | Government National Mortgage Association | 602172.46 | 66560.77 | USGA | Long | |
410345102 | 410345102 | HANESBRANDS INC. | -13368.0 | -48659.52 | USGA | Short | |
517834107 | 517834107 | LAS VEGAS SANDS CORP. | -6979.0 | -321871.48 | USGA | Short | |
N/A | N/A | APCOA Parking Holdings GmbH | 226000.0 | 225398.33 | NUSS | Long | |
45332Y109 | 45332Y109 | INARI MEDICAL, INC. | 571.0 | 34082.99 | NUSS | Long | |
879369106 | 879369106 | TELEFLEX INCORPORATED | 511.0 | 115327.59 | NUSS | Long | |
35563FAA9 | 35563FAA9 | Freddie Mac | 58783.0843 | 57071.72 | USGA | Long | |
05366DAA6 | 05366DAA6 | AVIATION CAPITAL GROUP LLC | 183000.0 | 180620.68 | CORP | Long | |
N/A | N/A | N/A | 14.0 | 2960020.0 | CORP | N/A | |
N/A | N/A | N/A | 53.0 | 1485060.0 | CORP | N/A | |
15189T107 | 15189T107 | CENTERPOINT ENERGY, INC. | 8725.0 | 246655.75 | CORP | Long | |
CDS857127 | CDS857127 | N/A | -15344.7651 | -2028.39 | CORP | N/A | |
458334109 | 458334109 | INTER PARFUMS, INC. | 393.0 | 49187.88 | CORP | Long | |
457730109 | 457730109 | Inspire Medical Systems Inc | 203.0 | 29497.93 | CORP | Long | |
904678AU3 | 904678AU3 | UNICREDIT, SOCIETA PER AZIONI | 421000.0 | 390609.18 | NUSS | Long | |
N/A | N/A | N/A | 7.0 | 898100.0 | NUSS | N/A | |
N/A | N/A | BRK: MORGAN STANLEY | 5145000.0 | 563595.54 | NUSS | N/A | |
45378A106 | 45378A106 | INDEPENDENCE REALTY TRUST, INC | 4462.0 | 60772.44 | NUSS | Long | |
83088M102 | 83088M102 | SKYWORKS SOLUTIONS, INC. | -782.0 | -75799.26 | NUSS | Short | |
05369AAF8 | 05369AAF8 | AVIATION CAPITAL GROUP LLC | 152000.0 | 151419.91 | CORP | Long | |
39874R101 | 39874R101 | GROCERY OUTLET HOLDING CORP. | 2031.0 | 57294.51 | CORP | Long | |
200447AL4 | 200447AL4 | Comision Federal de Electricidad | 294000.0 | 265406.5 | NUSS | Long | |
695127100 | 695127100 | PACIRA BIOSCIENCES, INC. | 800.0 | 21824.0 | NUSS | Long | |
052769106 | 052769106 | AUTODESK, INC. | 869.0 | 189815.67 | NUSS | Long | |
05765XAA9 | 05765XAA9 | BALBOA BAY LOAN FUNDING | 520750.0 | 520463.59 | CORP | Long | |
620076307 | 620076307 | MOTOROLA SOLUTIONS, INC. | -742.0 | -239569.54 | CORP | Short | |
20754LAB5 | 20754LAB5 | CONNECTICUT AVENUE SECURITIES | 1007763.0 | 1004066.63 | CORP | Long | |
731068102 | 731068102 | POLARIS INC. | -2286.0 | -188526.42 | CORP | Short | |
038222105 | 038222105 | APPLIED MATERIALS, INC. | -4016.0 | -601516.48 | CORP | Short | |
989207105 | 989207105 | ZEBRA TECHNOLOGIES CORPORATION | -264.0 | -62562.72 | CORP | Short | |
268150109 | 268150109 | DYNATRACE, INC. | 896.0 | 47980.8 | CORP | Long | |
382550101 | 382550101 | THE GOODYEAR TIRE & RUBBER COMPANY | -20170.0 | -280161.3 | CORP | Short | |
98311A105 | 98311A105 | WYNDHAM HOTELS & RESORTS, INC. | -1567.0 | -121191.78 | CORP | Short | |
00971T101 | 00971T101 | AKAMAI TECHNOLOGIES, INC. | 659.0 | 76134.27 | CORP | Long | |
251526CE7 | 251526CE7 | Deutsche Bank AG (New York Branch) | 330000.0 | 302431.09 | NUSS | Long | |
15872M104 | 15872M104 | CHAMPIONX CORPORATION | 7080.0 | 207585.6 | NUSS | Long | |
3133EN6L9 | 3133EN6L9 | FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 1900000.0 | 1900011.67 | USGA | Long | |
N/A | N/A | ALTICE FINANCING S.A. | 226000.0 | 205900.64 | NUSS | Long | |
N/A | N/A | N/A | 17.0 | 1339430.0 | NUSS | N/A | |
46590V100 | 46590V100 | JBG SMITH PROPERTIES | 2091.0 | 28688.52 | NUSS | Long | |
512816109 | 512816109 | LAMAR ADVERTISING COMPANY | 2140.0 | 216760.6 | NUSS | Long | |
683344105 | 683344105 | ONTO INNOVATION INC. | -206.0 | -29048.06 | NUSS | Short | |
26441C204 | 26441C204 | DUKE ENERGY CORPORATION | 10386.0 | 958420.08 | NUSS | Long | |
33813J106 | 33813J106 | FISKER INC. | -4670.0 | -7378.6 | NUSS | Short | |
G63365103 | G63365103 | Mural Oncology PLC | 269.6 | 973.26 | NUSS | Long | |
759916109 | 759916109 | REPLIGEN CORPORATION | 554.0 | 87116.5 | NUSS | Long | |
G87110105 | G87110105 | TECHNIPFMC PLC | 15596.0 | 323149.12 | NUSS | Long | |
18915M107 | 18915M107 | CLOUDFLARE, INC. | 1515.0 | 116882.25 | NUSS | Long | |
Y7542C130 | Y7542C130 | SCORPIO TANKERS INC. | 1770.0 | 97155.3 | NUSS | Long | |
531229755 | 531229755 | FORMULA ONE GROUP | 2034.0 | 129484.44 | NUSS | Long | |
33829M101 | 33829M101 | FIVE BELOW, INC. | -669.0 | -126079.74 | NUSS | Short | |
171779309 | 171779309 | CIENA CORPORATION | -929.0 | -42594.65 | NUSS | Short | |
902653104 | 902653104 | UDR, INC. | 7133.0 | 238242.2 | NUSS | Long | |
002824100 | 002824100 | ABBOTT LABORATORIES | 18252.0 | 1903501.08 | NUSS | Long | |
35564KNS4 | 35564KNS4 | FREDDIE MAC STACR REMIC TRUST | 635266.0 | 625812.67 | USGA | Long | |
N/A | N/A | N/A | 23.0 | 1853340.0 | USGA | N/A | |
N/A | N/A | N/A | 19.0 | 1443810.0 | USGA | N/A | |
053807103 | 053807103 | AVNET, INC. | -740.0 | -34602.4 | USGA | Short | |
23804L103 | 23804L103 | DATADOG, INC. | 1135.0 | 132306.95 | USGA | Long | |
45826J105 | 45826J105 | INTELLIA THERAPEUTICS, INC. | 1368.0 | 40533.84 | USGA | Long | |
74624M102 | 74624M102 | PURE STORAGE, INC. | -1245.0 | -41470.95 | USGA | Short | |
038336103 | 038336103 | APTARGROUP, INC. | -810.0 | -102780.9 | USGA | Short | |
G01767105 | G01767105 | ALKERMES PUBLIC LIMITED COMPANY | 2696.0 | 65081.44 | USGA | Long | |
191216100 | 191216100 | THE COCA-COLA COMPANY | 101627.0 | 5939081.88 | USGA | Long | |
22266T109 | 22266T109 | COUPANG, INC. | -14964.0 | -228649.92 | USGA | Short | |
22410J106 | 22410J106 | Cracker Barrel Old Country Store, Inc. | -514.0 | -34504.82 | USGA | Short | |
852312305 | 852312305 | STAAR SURGICAL COMPANY | 652.0 | 20446.72 | USGA | Long | |
05377RHD9 | 05377RHD9 | AVIS BUDGET RENTAL CAR FUNDING | 485000.0 | 478915.77 | USGA | Long | |
218352102 | 218352102 | CORCEPT THERAPEUTICS INCORPORATED | 1967.0 | 50099.49 | USGA | Long | |
718172DB2 | 718172DB2 | Philip Morris International Inc. | 606000.0 | 596764.76 | CORP | Long | |
292671708 | 292671708 | Energy Fuels Inc. | 6351.0 | 50490.45 | CORP | Long | |
G4412G101 | G4412G101 | HERBALIFE LTD. | 2495.0 | 32135.6 | CORP | Long | |
90364P105 | 90364P105 | UIPATH, INC. | 1902.0 | 37583.52 | CORP | Long | |
55303J106 | 55303J106 | MGP INGREDIENTS, INC. | 315.0 | 26916.75 | CORP | Long | |
N/A | N/A | N/A | 83.0 | 2592090.0 | CORP | N/A | |
25470XBE4 | 25470XBE4 | DISH DBS Corporation | 920000.0 | 739726.0 | CORP | Long | |
403949100 | 403949100 | HF SINCLAIR CORPORATION | 4812.0 | 252533.76 | CORP | Long | |
98956P102 | 98956P102 | ZIMMER BIOMET HOLDINGS, INC. | 2179.0 | 253439.49 | CORP | Long | |
14687HAE3 | 14687HAE3 | CARVANA AUTO RECEIVABLES TRUST | 318598.28 | 304510.98 | CORP | Long | |
35564KL31 | 35564KL31 | FREDDIE MAC STACR REMIC TRUST | 790394.7014 | 801230.38 | USGA | Long | |
G3323L100 | G3323L100 | FABRINET | -206.0 | -33351.4 | USGA | Short | |
03831W108 | 03831W108 | APPLOVIN CORPORATION | 932.0 | 34931.36 | USGA | Long | |
163072101 | 163072101 | THE CHEESECAKE FACTORY INCORPORATED | -1043.0 | -32698.05 | USGA | Short | |
86183P102 | 86183P102 | STONERIDGE, INC. | -1344.0 | -21504.0 | USGA | Short | |
05369AAL5 | 05369AAL5 | AVIATION CAPITAL GROUP LLC | 142000.0 | 126075.32 | CORP | Long | |
88033G407 | 88033G407 | TENET HEALTHCARE CORPORATION | 1134.0 | 78257.34 | CORP | Long | |
000876AA0 | 000876AA0 | ACHV ABS TRUST | 494437.45 | 494601.26 | CORP | Long | |
539439AW9 | 539439AW9 | LLOYDS BANKING GROUP PLC | 535000.0 | 577622.41 | NUSS | Long | |
G7997W102 | G7997W102 | Seadrill Limited. | 2312.0 | 102606.56 | NUSS | Long | |
141781BZ6 | 141781BZ6 | CARGILL, INCORPORATED | 210000.0 | 208707.57 | CORP | Long | |
N/A | N/A | N/A | 42.0 | 1739640.0 | CORP | N/A | |
880770102 | 880770102 | TERADYNE, INC. | -798.0 | -73599.54 | CORP | Short | |
531229813 | 531229813 | LIBERTY SIRIUS XM | -1117.0 | -30091.98 | CORP | Short | |
337932107 | 337932107 | FIRSTENERGY CORP. | 8180.0 | 302169.2 | CORP | Long | |
552676AQ1 | 552676AQ1 | M.D.C. HOLDINGS, INC. | 340000.0 | 297064.15 | CORP | Long | |
345340AD5 | 345340AD5 | FORD CREDIT AUTO OWNER TRUST | 510000.0 | 456561.74 | CORP | Long | |
41283LBA2 | 41283LBA2 | HARLEY-DAVIDSON FINANCIAL SERVICES, INC. | 634000.0 | 573856.29 | CORP | Long | |
N/A | N/A | N/A | 25.0 | 1409062.5 | CORP | N/A | |
75700L108 | 75700L108 | RED ROCK RESORTS, INC. | -1167.0 | -51966.51 | CORP | Short | |
N/A | N/A | N/A | -23.0 | -2305842.0 | CORP | N/A | |
Y0207T100 | Y0207T100 | ARDMORE SHIPPING CORPORATION | 1997.0 | 27159.2 | CORP | Long | |
H2906T109 | H2906T109 | Garmin Ltd. | -7210.0 | -881350.4 | CORP | Short | |
96145D105 | 96145D105 | WESTROCK COMPANY | -2664.0 | -109676.88 | CORP | Short | |
69404D108 | 69404D108 | PACIFIC BIOSCIENCES OF CALIFORNIA, INC. | 3124.0 | 26491.52 | CORP | Long | |
N/A | N/A | N/A | 14.0 | 571200.0 | CORP | N/A | |
G65431127 | G65431127 | NOBLE CORPORATION PLC | 4195.0 | 193557.3 | CORP | Long | |
90384S303 | 90384S303 | ULTA BEAUTY, INC. | -731.0 | -311398.69 | CORP | Short | |
80282KBD7 | 80282KBD7 | Santander Holdings USA, Inc. | 117000.0 | 114923.62 | CORP | Long | |
680665205 | 680665205 | Olin Corporation | -1746.0 | -82306.44 | CORP | Short | |
CDS738281 | CDS738281 | N/A | -9764.8533 | -1290.79 | CORP | N/A | |
N/A | N/A | N/A | 7.0 | 755374.2 | CORP | N/A | |
91324P102 | 91324P102 | UNITEDHEALTH GROUP INCORPORATED | 9199.0 | 5086771.03 | CORP | Long | |
784305104 | 784305104 | SJW GROUP | 474.0 | 31113.36 | CORP | Long | |
539439AU3 | 539439AU3 | LLOYDS BANKING GROUP PLC | 805000.0 | 775742.6 | NUSS | Long | |
02553E106 | 02553E106 | AMERICAN EAGLE OUTFITTERS, INC. | -2376.0 | -45215.28 | NUSS | Short | |
80874P109 | 80874P109 | LIGHT & WONDER, INC. | -1851.0 | -163665.42 | NUSS | Short | |
35086T109 | 35086T109 | FOUR CORNERS PROPERTY TRUST, INC. | 2306.0 | 53014.94 | NUSS | Long | |
697435105 | 697435105 | PALO ALTO NETWORKS, INC. | 1124.0 | 331681.16 | NUSS | Long | |
912797FT9 | 912797FT9 | United States of America | 12000000.0 | 11989447.2 | UST | Long | |
95058W100 | 95058W100 | THE WENDY'S COMPANY | -3728.0 | -69900.0 | UST | Short | |
03674X106 | 03674X106 | ANTERO RESOURCES CORPORATION | 8984.0 | 212291.92 | UST | Long | |
128030202 | 128030202 | CAL-MAINE FOODS, INC. | 1174.0 | 56258.08 | UST | Long | |
686688102 | 686688102 | ORMAT TECHNOLOGIES, INC. | 663.0 | 44633.16 | UST | Long | |
42330P107 | 42330P107 | HELIX ENERGY SOLUTIONS GROUP, INC. | 5106.0 | 47587.92 | UST | Long | |
N/A | N/A | N/A | 23.0 | 975200.0 | UST | N/A | |
N/A | N/A | N/A | 79.0 | 6000840.0 | UST | N/A | |
G0750C108 | G0750C108 | AXALTA COATING SYSTEMS LTD. | -2374.0 | -74709.78 | UST | Short | |
832696405 | 832696405 | THE J. M. SMUCKER COMPANY | 2839.3 | 311556.39 | UST | Long | |
74112D101 | 74112D101 | PRESTIGE CONSUMER HEALTHCARE INC. | 1200.0 | 68820.0 | UST | Long | |
P3579ECH8 | P3579ECH8 | Gobierno de la Republica Dominicana | 399000.0 | 343686.07 | NUSS | Long | |
46120E602 | 46120E602 | INTUITIVE SURGICAL, INC. | 3581.0 | 1113118.04 | NUSS | Long | |
717081103 | 717081103 | PFIZER INC. | 57137.0 | 1740964.39 | NUSS | Long | |
88642R109 | 88642R109 | TIDEWATER INC. | 1561.0 | 93784.88 | NUSS | Long | |
02665T306 | 02665T306 | AMERICAN HOMES 4 RENT | 7306.0 | 264988.62 | NUSS | Long | |
695156109 | 695156109 | PACKAGING CORPORATION OF AMERICA | -1046.0 | -175738.46 | NUSS | Short | |
15135B101 | 15135B101 | CENTENE CORPORATION | 4990.0 | 367663.2 | NUSS | Long | |
07556Q881 | 07556Q881 | BEAZER HOMES USA, INC. | -1555.0 | -40912.05 | NUSS | Short | |
35564KPU7 | 35564KPU7 | FREDDIE MAC STACR REMIC TRUST | 345838.1691 | 344048.28 | USGA | Long | |
086516101 | 086516101 | BEST BUY CO., INC. | -2730.0 | -193666.2 | USGA | Short | |
130788102 | 130788102 | CALIFORNIA WATER SERVICE GROUP | 1243.0 | 62858.51 | USGA | Long | |
73278L105 | 73278L105 | POOL CORPORATION | -491.0 | -170534.12 | USGA | Short | |
008492100 | 008492100 | AGREE REALTY CORPORATION | 1795.0 | 106281.95 | USGA | Long | |
969457100 | 969457100 | THE WILLIAMS COMPANIES, INC. | 42918.0 | 1578953.22 | USGA | Long | |
122017106 | 122017106 | BURLINGTON STORES, INC. | -809.0 | -137198.31 | USGA | Short | |
502175102 | 502175102 | LTC PROPERTIES, INC. | 1430.0 | 46646.6 | USGA | Long | |
20753ACJ1 | 20753ACJ1 | CONNECTICUT AVENUE SECURITIES | 1126516.48 | 1142189.48 | USGA | Long | |
26253LAE2 | 26253LAE2 | DRYDEN CLO LTD | 660000.0 | 640227.06 | CORP | Long | |
149568107 | 149568107 | CAVCO INDUSTRIES, INC. | -431.0 | -121878.18 | CORP | Short | |
69546PAA8 | 69546PAA8 | PAGAYA AI DEBT SELECTION TRUST | 771171.48 | 772317.83 | CORP | Long | |
57109RAB6 | 57109RAB6 | MARLETTE FUNDING TRUST | 1350000.0 | 1353805.11 | CORP | Long | |
023135106 | 023135106 | AMAZON.COM, INC. | -49382.0 | -7214216.38 | CORP | Short | |
219798105 | 219798105 | QUIDELORTHO CORPORATION | 663.0 | 45567.99 | CORP | Long | |
00751YAE6 | 00751YAE6 | ADVANCE AUTO PARTS, INC. | 784000.0 | 654547.75 | CORP | Long | |
N/A | N/A | N/A | 41.0 | 1738400.0 | CORP | N/A | |
CDS331915 | CDS331915 | N/A | -75328.8553 | -9957.53 | CORP | N/A | |
817565104 | 817565104 | SERVICE CORPORATION INTERNATIONAL | -2800.0 | -171556.0 | CORP | Short | |
29109X106 | 29109X106 | ASPEN TECHNOLOGY, INC. | 182.0 | 34263.32 | CORP | Long | |
742718109 | 742718109 | THE PROCTER & GAMBLE COMPANY | 61428.0 | 9430426.56 | CORP | Long | |
090572207 | 090572207 | BIO-RAD LABORATORIES, INC. | 203.0 | 61898.76 | CORP | Long | |
G65773106 | G65773106 | NORDIC AMERICAN TANKERS LIMITED | 10257.0 | 39797.16 | CORP | Long | |
36261CAC5 | 36261CAC5 | N/A | 657000.0 | 625206.52 | USGA | Long | |
N/A | N/A | N/A | 84.0 | 2633904.0 | USGA | N/A | |
707569109 | 707569109 | PENN Entertainment, Inc. | -3319.0 | -81514.64 | USGA | Short | |
22160K105 | 22160K105 | COSTCO WHOLESALE CORPORATION | 11681.0 | 6923795.94 | USGA | Long | |
91282CFS5 | 91282CFS5 | United States of America | 10000000.0 | 10008233.7 | UST | Long | |
38526M106 | 38526M106 | GRAND CANYON EDUCATION, INC. | -541.0 | -73965.52 | UST | Short | |
844895102 | 844895102 | SOUTHWEST GAS HOLDINGS, INC. | 1055.0 | 62361.05 | UST | Long | |
46115HCD7 | 46115HCD7 | INTESA SANPAOLO SPA | 231000.0 | 233960.66 | NUSS | Long | |
11284V105 | 11284V105 | BROOKFIELD RENEWABLE CORPORATION | 1331.0 | 35324.74 | NUSS | Long | |
G0250X107 | G0250X107 | AMCOR PLC | -23336.0 | -221225.28 | NUSS | Short | |
040413106 | 040413106 | ARISTA NETWORKS, INC. | -1041.0 | -228718.11 | NUSS | Short | |
101137107 | 101137107 | BOSTON SCIENTIFIC CORPORATION | 14524.0 | 811746.36 | NUSS | Long | |
099724106 | 099724106 | BORGWARNER INC. | -17328.0 | -583780.32 | NUSS | Short | |
466367109 | 466367109 | JACK IN THE BOX INC. | -358.0 | -25883.4 | NUSS | Short | |
88146M101 | 88146M101 | TERRENO REALTY CORPORATION | 1696.0 | 96858.56 | NUSS | Long | |
460690BU3 | 460690BU3 | THE INTERPUBLIC GROUP OF COMPANIES, INC. | 284000.0 | 276232.51 | CORP | Long | |
N/A | N/A | LME ZINC FUTURE JUL24 | 14.0 | 872550.0 | CORP | N/A | |
842587107 | 842587107 | THE SOUTHERN COMPANY | 14585.0 | 1035243.3 | CORP | Long | |
313745101 | 313745101 | FEDERAL REALTY INVESTMENT TRUST | 1648.0 | 157532.32 | CORP | Long | |
05722G100 | 05722G100 | BAKER HUGHES COMPANY | 35587.0 | 1201061.25 | CORP | Long | |
494368103 | 494368103 | KIMBERLY-CLARK CORPORATION | 9017.0 | 1115673.41 | CORP | Long | |
91879Q109 | 91879Q109 | VAIL RESORTS, INC. | -844.0 | -183409.64 | CORP | Short | |
N/A | N/A | N/A | 55.0 | 2244000.0 | CORP | N/A | |
04208T108 | 04208T108 | ARMADA HOFFLER PROPERTIES, INC. | 3435.0 | 37716.3 | CORP | Long | |
G2717B108 | G2717B108 | CUSHMAN & WAKEFIELD PLC | 3953.0 | 32454.13 | CORP | Long | |
094235108 | 094235108 | BLOOMIN' BRANDS, INC. | -2031.0 | -47403.54 | CORP | Short | |
40412C101 | 40412C101 | HCA HEALTHCARE, INC. | 1959.0 | 490690.32 | CORP | Long | |
N/A | N/A | N/A | 7.0 | 809734.8 | CORP | N/A | |
172967PE5 | 172967PE5 | CITIGROUP INC. | 132000.0 | 131280.69 | CORP | Long | |
91282CFG1 | 91282CFG1 | United States of America | 1900000.0 | 1871500.0 | UST | Long | |
46266C105 | 46266C105 | IQVIA HOLDINGS INC | 1799.0 | 385165.9 | UST | Long | |
030420103 | 030420103 | AMERICAN WATER WORKS COMPANY, INC. | 2925.0 | 385632.0 | UST | Long | |
CDS857203 | CDS857203 | N/A | -13484.7945 | -1782.52 | UST | N/A | |
896239100 | 896239100 | TRIMBLE INC. | -1247.0 | -57860.8 | UST | Short | |
501889AD1 | 501889AD1 | LKQ CORPORATION | 356000.0 | 353240.59 | CORP | Long | |
374297109 | 374297109 | GETTY REALTY CORP. | 1412.0 | 41555.16 | CORP | Long | |
16119P108 | 16119P108 | CHARTER COMMUNICATIONS, INC. | -1580.0 | -632205.4 | CORP | Short | |
N/A | N/A | N/A | 7.0 | 469962.5 | CORP | N/A | |
N/A | N/A | N/A | -62.0 | -1993300.0 | CORP | N/A | |
29358P101 | 29358P101 | THE ENSIGN GROUP, INC. | 457.0 | 48930.99 | CORP | Long | |
26443KAB1 | 26443KAB1 | DUKE ENERGY CAROLINAS NC STORM FUNDING LLC | 314000.0 | 227548.94 | CORP | Long | |
67614CAF7 | 67614CAF7 | OEC FINANCE LIMITED | 257872.0 | 15472.32 | NUSS | Long | |
71363P106 | 71363P106 | PERDOCEO EDUCATION CORPORATION | -1860.0 | -32401.2 | NUSS | Short | |
64110L106 | 64110L106 | NETFLIX, INC. | 4673.0 | 2214861.81 | NUSS | Long | |
20755AAB8 | 20755AAB8 | CONNECTICUT AVENUE SECURITIES | 1284023.471 | 1303123.19 | NUSS | Long | |
92840MAC6 | 92840MAC6 | VISTRA CORP. | 272000.0 | 258400.0 | CORP | Long | |
466313103 | 466313103 | JABIL INC. | -447.0 | -51548.04 | CORP | Short | |
682680103 | 682680103 | ONEOK, INC. | 15258.0 | 1050513.3 | CORP | Long | |
521865204 | 521865204 | LEAR CORPORATION | -4296.0 | -574590.0 | CORP | Short | |
N/A | N/A | N/A | -16.0 | -841900.0 | CORP | N/A | |
501889AF6 | 501889AF6 | LKQ CORPORATION | 157000.0 | 157117.41 | CORP | Long | |
20754BAA9 | 20754BAA9 | CONNECTICUT AVENUE SECURITIES | 404528.0313 | 403582.65 | CORP | Long | |
14687KAG1 | 14687KAG1 | CARVANA AUTO RECEIVABLES TRUST | 420000.0 | 362299.01 | CORP | Long | |
364760108 | 364760108 | THE GAP, INC. | -2584.0 | -51860.88 | CORP | Short | |
46591HAC4 | 46591HAC4 | CHASE MORTGAGE REFERENCE NOTES | 92151.588 | 90192.54 | CORP | Long | |
071813109 | 071813109 | BAXTER INTERNATIONAL INC. | 5006.0 | 180616.48 | CORP | Long | |
00834TAA6 | 00834TAA6 | AFFIRM ASSET SECURITIZATION TRUST | 52800.127 | 51250.67 | CORP | Long | |
92556H206 | 92556H206 | PARAMOUNT GLOBAL | -8051.0 | -115692.87 | CORP | Short | |
3135GAEE7 | 3135GAEE7 | Federal National Mortgage Association | 600000.0 | 596564.34 | USGA | Long | |
N/A | N/A | N/A | 127.0 | 3561689.6 | USGA | N/A | |
G1890L107 | G1890L107 | Capri Holdings Limited | -4891.0 | -236920.04 | USGA | Short | |
CDS730016 | CDS730016 | N/A | -13019.7944 | -1721.05 | USGA | N/A | |
N/A | N/A | N/A | 18.0 | 2352510.0 | USGA | N/A | |
192422103 | 192422103 | COGNEX CORPORATION | -1064.0 | -40112.8 | USGA | Short | |
28035Q102 | 28035Q102 | Edgewell Personal Care Company | 1306.0 | 45461.86 | USGA | Long | |
744573106 | 744573106 | PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED | 6728.0 | 420029.04 | USGA | Long | |
872540109 | 872540109 | THE TJX COMPANIES, INC. | -17749.0 | -1563864.39 | USGA | Short | |
099406100 | 099406100 | BOOT BARN HOLDINGS, INC. | -370.0 | -27113.6 | USGA | Short | |
016255101 | 016255101 | ALIGN TECHNOLOGY, INC. | 737.0 | 157570.6 | USGA | Long | |
26884LAQ2 | 26884LAQ2 | EQT CORPORATION | 116000.0 | 116043.56 | CORP | Long | |
CDS737905 | CDS737905 | N/A | -134382.9451 | -17763.75 | CORP | N/A | |
91282CHV6 | 91282CHV6 | United States of America | 1000000.0 | 1003046.88 | UST | Long | |
46187W107 | 46187W107 | INVITATION HOMES INC. | 14384.0 | 479850.24 | UST | Long | |
69608A108 | 69608A108 | PALANTIR TECHNOLOGIES INC. | 7485.0 | 150074.25 | UST | Long | |
23918K108 | 23918K108 | DAVITA INC. | 617.0 | 62600.82 | UST | Long | |
98978V103 | 98978V103 | ZOETIS INC. | 4595.0 | 811798.65 | UST | Long | |
25755TAN0 | 25755TAN0 | Domino's Pizza Master Issuer LLC | 385125.0 | 330843.17 | UST | Long | |
09627Y109 | 09627Y109 | BLUEPRINT MEDICINES CORPORATION | 574.0 | 39973.36 | UST | Long | |
82489T104 | 82489T104 | SHOCKWAVE MEDICAL, INC. | 409.0 | 71390.95 | UST | Long | |
949771AC3 | 949771AC3 | L STREET SECURITIES | 96372.4734 | 98015.48 | UST | Long | |
CD1462033 | CD1462033 | N/A | 16850000.0 | -188549.2 | UST | N/A | |
747316107 | 747316107 | QUAKER CHEMICAL CORPORATION | -184.0 | -32897.36 | UST | Short | |
05369AAA9 | 05369AAA9 | AVIATION CAPITAL GROUP LLC | 157000.0 | 140850.69 | CORP | Long | |
35564KMH9 | 35564KMH9 | FREDDIE MAC STACR REMIC TRUST | 952776.0 | 939933.72 | USGA | Long | |
22002T108 | 22002T108 | COPT DEFENSE PROPERTIES | 1824.0 | 44140.8 | USGA | Long | |
278642103 | 278642103 | EBAY INC. | -6946.0 | -284855.46 | USGA | Short | |
461202103 | 461202103 | INTUIT INC. | 1077.0 | 615462.42 | USGA | Long | |
N/A | N/A | BRK: MORGAN STANLEY | 720000.0 | 51109.38 | USGA | N/A | |
830566105 | 830566105 | SKECHERS U.S.A., INC. | -5663.0 | -333607.33 | USGA | Short | |
225401AY4 | 225401AY4 | UBS Group AG | 277000.0 | 277567.09 | NUSS | Long | |
001744101 | 001744101 | AMN HEALTHCARE SERVICES, INC. | 384.0 | 26035.2 | NUSS | Long | |
69331C108 | 69331C108 | PG&E CORPORATION | 26072.0 | 447656.24 | NUSS | Long | |
84265V105 | 84265V105 | SOUTHERN COPPER CORPORATION | -1155.0 | -83079.15 | NUSS | Short | |
500688106 | 500688106 | KOSMOS ENERGY LTD. | 14424.0 | 97938.96 | NUSS | Long | |
806407102 | 806407102 | HENRY SCHEIN, INC. | 1173.0 | 78274.29 | NUSS | Long | |
380237107 | 380237107 | GODADDY INC. | 506.0 | 50630.36 | NUSS | Long | |
22663K107 | 22663K107 | Crinetics Pharmaceuticals Inc | 769.0 | 24446.51 | NUSS | Long | |
23331A109 | 23331A109 | D.R. HORTON, INC. | -13795.0 | -1761207.65 | NUSS | Short | |
3133ENYU8 | 3133ENYU8 | FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 200000.0 | 200003.82 | USGA | Long | |
92917NAS7 | 92917NAS7 | VOYA CLO | 265000.0 | 253382.67 | CORP | Long | |
98401F105 | 98401F105 | Xencor Inc | 1638.0 | 30040.92 | CORP | Long | |
237266101 | 237266101 | DARLING INGREDIENTS INC. | 4134.0 | 181358.58 | CORP | Long | |
833445109 | 833445109 | SNOWFLAKE INC. | 1127.0 | 211515.36 | CORP | Long | |
G35947202 | G35947202 | FLEX LNG LTD. | 871.0 | 25276.42 | CORP | Long | |
N/A | N/A | United States of America | -9.0 | -1107000.0 | CORP | N/A | |
CDS727279 | CDS727279 | N/A | -6509.9022 | -860.53 | CORP | N/A | |
693656100 | 693656100 | PVH CORP. | -2689.0 | -262930.42 | CORP | Short | |
751212101 | 751212101 | RALPH LAUREN CORPORATION | -1609.0 | -208172.42 | CORP | Short | |
125269100 | 125269100 | CF INDUSTRIES HOLDINGS, INC. | -2211.0 | -166156.65 | CORP | Short | |
95000KBH7 | 95000KBH7 | WELLS FARGO COMMERCIAL MORTGAGE TRUST | 620000.0 | 525834.28 | CORP | Long | |
55825T103 | 55825T103 | MADISON SQUARE GARDEN SPORTS CORP. | 224.0 | 37898.56 | CORP | Long | |
800422107 | 800422107 | JOHN B. SANFILIPPO & SON, INC. | 400.0 | 36816.0 | CORP | Long | |
35565AAH3 | 35565AAH3 | FREDDIE MAC STACR REMIC TRUST | 7536.9035 | 7536.9 | USGA | Long | |
361ESC049 | 361ESC049 | N/A | 1350.0 | 0.01 | USGA | Long | |
26884U109 | 26884U109 | EPR PROPERTIES | 1494.0 | 66662.28 | USGA | Long | |
436440101 | 436440101 | HOLOGIC, INC. | 2282.0 | 162706.6 | USGA | Long | |
74967X103 | 74967X103 | RH | -207.0 | -55883.79 | USGA | Short | |
592688105 | 592688105 | METTLER-TOLEDO INTERNATIONAL INC. | 203.0 | 221661.79 | USGA | Long | |
402635502 | 402635502 | GULFPORT ENERGY CORPORATION | 384.0 | 52623.36 | USGA | Long | |
N/A | N/A | LME ZINC FUTURE MAY24 | 7.0 | 434875.0 | USGA | N/A | |
459200101 | 459200101 | INTERNATIONAL BUSINESS MACHINES CORPORATION | 3466.0 | 549568.96 | USGA | Long | |
260557103 | 260557103 | DOW INC. | -10564.0 | -546687.0 | USGA | Short | |
790148100 | 790148100 | THE ST. JOE COMPANY | 928.0 | 47727.04 | USGA | Long | |
N/A | N/A | BRK: MORGAN STANLEY | 17160000.0 | 2833803.63 | USGA | N/A | |
03750L109 | 03750L109 | APARTMENT INCOME REIT CORP. | 3141.0 | 97747.92 | USGA | Long | |
N/A | N/A | N/A | 1.0 | 24137.5 | USGA | N/A | |
87256C101 | 87256C101 | TKO GROUP HOLDINGS, INC. | 559.0 | 43227.47 | USGA | Long | |
343498101 | 343498101 | FLOWERS FOODS, INC. | 4998.0 | 104008.38 | USGA | Long | |
049468101 | 049468101 | ATLASSIAN CORPORATION | 649.0 | 123926.55 | USGA | Long | |
024061103 | 024061103 | AMERICAN AXLE & MANUFACTURING HOLDINGS, INC. | -7429.0 | -51705.84 | USGA | Short | |
11135E203 | 11135E203 | BROADSTONE NET LEASE, INC. | 3787.0 | 60592.0 | USGA | Long | |
988498101 | 988498101 | YUM! Brands, Inc. | -6261.0 | -786068.55 | USGA | Short | |
N/A | N/A | N/A | -7.0 | -327565.0 | USGA | N/A | |
031162100 | 031162100 | AMGEN INC. | 5681.0 | 1531824.84 | USGA | Long | |
91913Y100 | 91913Y100 | VALERO ENERGY CORPORATION | 12156.0 | 1523876.16 | USGA | Long | |
867892101 | 867892101 | SUNSTONE HOTEL INVESTORS, INC. | 6085.0 | 60119.8 | USGA | Long | |
93627C101 | 93627C101 | WARRIOR MET COAL, INC. | -723.0 | -40466.31 | USGA | Short | |
38148BAD0 | 38148BAD0 | THE GOLDMAN SACHS GROUP, INC. | 182000.0 | 180200.18 | CORP | Long | |
30050B101 | 30050B101 | EVOLENT HEALTH, INC. | 1454.0 | 40421.2 | CORP | Long | |
N/A | N/A | N/A | 10.0 | 681600.0 | CORP | N/A | |
45784P101 | 45784P101 | INSULET CORPORATION | 746.0 | 141061.14 | CORP | Long | |
00206R102 | 00206R102 | AT&T INC. | 163350.0 | 2706709.5 | CORP | Long | |
G50871105 | G50871105 | JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY | 616.0 | 72829.68 | CORP | Long | |
853254BT6 | 853254BT6 | STANDARD CHARTERED PLC | 514000.0 | 495449.64 | NUSS | Long | |
91282CGN5 | 91282CGN5 | United States of America | 1500000.0 | 1492207.04 | UST | Long | |
872590104 | 872590104 | T-MOBILE US, INC. | 12740.0 | 1916733.0 | UST | Long | |
G9001E128 | G9001E128 | LIBERTY LATIN AMERICA LTD. | 3003.0 | 20510.49 | UST | Long | |
23282W605 | 23282W605 | CYTOKINETICS, INCORPORATED | 1326.0 | 44394.48 | UST | Long | |
N/A | N/A | N/A | 35.0 | 1093312.5 | UST | N/A | |
556269108 | 556269108 | STEVEN MADDEN, LTD. | -3429.0 | -130027.68 | UST | Short | |
20753QAE9 | 20753QAE9 | CONNECTICUT AVENUE SECURITIES | 7582.8193 | 7582.8 | UST | Long | |
76954A103 | 76954A103 | RIVIAN AUTOMOTIVE, INC. | -46980.0 | -787384.8 | UST | Short | |
185899101 | 185899101 | CLEVELAND-CLIFFS INC. | -6118.0 | -104984.88 | UST | Short | |
80282KBH8 | 80282KBH8 | Santander Holdings USA, Inc. | 2000.0 | 2088.09 | CORP | Long | |
513847103 | 513847103 | LANCASTER COLONY CORPORATION | 569.0 | 94397.1 | CORP | Long | |
682680BL6 | 682680BL6 | ONEOK, INC. | 271000.0 | 275866.36 | CORP | Long | |
278865100 | 278865100 | ECOLAB INC. | -2820.0 | -540678.6 | CORP | Short | |
N/A | N/A | N/A | -3543750.0 | -3543750.0 | CORP | Short | |
50155QAJ9 | 50155QAJ9 | KYNDRYL HOLDINGS, INC. | 568000.0 | 507358.54 | CORP | Long | |
3136ATV27 | 3136ATV27 | Federal National Mortgage Association | 642140.08 | 59395.45 | USGA | Long | |
02079K305 | 02079K305 | ALPHABET INC. | 22383.0 | 2966418.99 | USGA | Long | |
55977YAA6 | 55977YAA6 | Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag | 831000.0 | 824352.0 | NUSS | Long | |
N/A | N/A | N/A | 30.0 | 724125.0 | NUSS | N/A | |
72147K108 | 72147K108 | PILGRIM'S PRIDE CORPORATION | 1224.0 | 31285.44 | NUSS | Long | |
693475AM7 | 693475AM7 | THE PNC FINANCIAL SERVICES GROUP, INC. | 262000.0 | 260685.73 | CORP | Long | |
64110D104 | 64110D104 | NETAPP, INC. | -893.0 | -81611.27 | CORP | Short | |
44891ACN5 | 44891ACN5 | HYUNDAI CAPITAL AMERICA | 292000.0 | 295528.0 | CORP | Long | |
00724F101 | 00724F101 | ADOBE INC. | 1878.0 | 1147476.78 | CORP | Long | |
12769GAB6 | 12769GAB6 | CAESARS ENTERTAINMENT, INC. | 219000.0 | 219197.08 | CORP | Long | |
22052L104 | 22052L104 | CORTEVA, INC. | -9215.0 | -416518.0 | CORP | Short | |
23918KAT5 | 23918KAT5 | DAVITA INC. | 630000.0 | 493189.33 | CORP | Long | |
87612G101 | 87612G101 | TARGA RESOURCES CORP. | 7916.0 | 716002.2 | CORP | Long | |
40422GAE0 | 40422GAE0 | HFX Funding Issuer | 800000.0 | 773087.6 | CORP | Long | |
25216BAB8 | 25216BAB8 | DEXT ABS LLC | 1003000.0 | 991624.78 | CORP | Long | |
80282KBC9 | 80282KBC9 | Santander Holdings USA, Inc. | 85000.0 | 76148.92 | CORP | Long | |
29476L107 | 29476L107 | EQUITY RESIDENTIAL | 8782.0 | 499168.88 | CORP | Long | |
192446102 | 192446102 | COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION | 1881.0 | 132384.78 | CORP | Long | |
05368V106 | 05368V106 | AVIENT CORPORATION | -1245.0 | -42765.75 | CORP | Short | |
G02602103 | G02602103 | Amdocs Limited | 823.0 | 68942.71 | CORP | Long | |
29414B104 | 29414B104 | EPAM SYSTEMS, INC. | 189.0 | 48797.91 | CORP | Long | |
22822V101 | 22822V101 | CROWN CASTLE INC. | 9866.0 | 1157084.48 | CORP | Long | |
830830105 | 830830105 | SKYLINE CHAMPION CORPORATION | -2051.0 | -123449.69 | CORP | Short | |
370334104 | 370334104 | GENERAL MILLS, INC. | 15363.0 | 978008.58 | CORP | Long | |
3135G06W8 | 3135G06W8 | Federal National Mortgage Association | 700000.0 | 692686.45 | USGA | Long | |
462726100 | 462726100 | IROBOT CORPORATION | -987.0 | -35640.57 | USGA | Short | |
42226A107 | 42226A107 | HEALTHEQUITY, INC. | 1222.0 | 81898.44 | USGA | Long | |
65249B109 | 65249B109 | NEWS CORPORATION | -5984.0 | -131887.36 | USGA | Short | |
03940R107 | 03940R107 | ARCH RESOURCES, INC. | -366.0 | -60741.36 | USGA | Short | |
13123X508 | 13123X508 | CALLON PETROLEUM COMPANY | 1935.0 | 60507.45 | USGA | Long | |
803607100 | 803607100 | SAREPTA THERAPEUTICS, INC. | 1794.0 | 145816.32 | USGA | Long | |
603158106 | 603158106 | MINERALS TECHNOLOGIES INC. | -930.0 | -58255.2 | USGA | Short | |
912797GB7 | 912797GB7 | United States of America | 1000000.0 | 969259.04 | UST | Long | |
30231G102 | 30231G102 | EXXON MOBIL CORPORATION | 139963.2 | 14379819.17 | UST | Long | |
82981J109 | 82981J109 | SITE CENTERS CORP. | 3288.0 | 43368.72 | UST | Long | |
74347M108 | 74347M108 | PROPETRO HOLDING CORP. | 4553.0 | 41477.83 | UST | Long | |
67577TAA6 | 67577TAA6 | ODEBRECHT HOLDCO FINANCE LIMITED | 479699.0 | 762.72 | NUSS | Long | |
67578AAB4 | 67578AAB4 | OCTANE RECEIVABLES TRUST | 575000.0 | 534912.04 | NUSS | Long | |
191098102 | 191098102 | COCA-COLA CONSOLIDATED, INC. | 122.0 | 89611.44 | NUSS | Long | |
L8681T102 | L8681T102 | SPOTIFY TECHNOLOGY S.A. | 1504.0 | 278405.44 | NUSS | Long | |
CDS727815 | CDS727815 | N/A | -13019.7944 | -1721.05 | NUSS | N/A | |
03748R747 | 03748R747 | APARTMENT INVESTMENT AND MANAGEMENT COMPANY | 9422.0 | 64917.58 | NUSS | Long | |
48576A100 | 48576A100 | Karuna Therapeutics Inc | 296.0 | 56598.16 | NUSS | Long | |
26856L103 | 26856L103 | E.L.F. BEAUTY, INC. | 1686.0 | 199099.74 | NUSS | Long | |
161175CM4 | 161175CM4 | CHARTER COMMUNICATIONS OPERATING, LLC | 210000.0 | 212644.16 | CORP | Long | |
00737L103 | 00737L103 | ADTALEM GLOBAL EDUCATION INC. | -893.0 | -50874.21 | CORP | Short | |
609839105 | 609839105 | MONOLITHIC POWER SYSTEMS, INC. | -173.0 | -94928.56 | CORP | Short | |
76171L106 | 76171L106 | REYNOLDS CONSUMER PRODUCTS INC. | 3464.0 | 90895.36 | CORP | Long | |
00857U107 | 00857U107 | AGILON HEALTH, INC. | 4693.0 | 49839.66 | CORP | Long | |
83001A102 | 83001A102 | SIX FLAGS ENTERTAINMENT CORPORATION | -1137.0 | -28311.3 | CORP | Short | |
163092109 | 163092109 | CHEGG, INC. | -2797.0 | -27774.21 | CORP | Short | |
94419L101 | 94419L101 | WAYFAIR INC. | -1037.0 | -57864.6 | CORP | Short | |
730151AA5 | 730151AA5 | PMT CREDIT RISK TRANSFER TRUST | 103409.8 | 102558.86 | CORP | Long | |
720190206 | 720190206 | PIEDMONT OFFICE REALTY TRUST, INC. | 3953.0 | 24587.66 | CORP | Long | |
37045V100 | 37045V100 | GENERAL MOTORS COMPANY | -98752.0 | -3120563.2 | CORP | Short | |
76131N101 | 76131N101 | RETAIL OPPORTUNITY INVESTMENTS CORP. | 2053.0 | 26422.11 | CORP | Long | |
46269C102 | 46269C102 | IRIDIUM COMMUNICATIONS INC. | 3057.0 | 116471.7 | CORP | Long | |
58155Q103 | 58155Q103 | MCKESSON CORPORATION | 1357.0 | 638549.92 | CORP | Long | |
82983N108 | 82983N108 | SITIO ROYALTIES CORP. | 3265.0 | 71927.95 | CORP | Long | |
205887102 | 205887102 | CONAGRA BRANDS, INC. | 12612.0 | 356793.48 | CORP | Long | |
67059N108 | 67059N108 | NUTANIX, INC. | 1130.0 | 48691.7 | CORP | Long | |
00834CAA3 | 00834CAA3 | AFFIRM ASSET SECURITIZATION TRUST | 33266.4549 | 32831.23 | CORP | Long | |
05351W103 | 05351W103 | AVANGRID, INC. | 1225.0 | 37815.75 | CORP | Long | |
40171V100 | 40171V100 | GUIDEWIRE SOFTWARE, INC. | 503.0 | 50269.82 | CORP | Long | |
00751Y106 | 00751Y106 | ADVANCE AUTO PARTS, INC. | -776.0 | -39413.04 | CORP | Short | |
00135TAB0 | 00135TAB0 | AIB GROUP PUBLIC LIMITED COMPANY | 630000.0 | 624572.02 | NUSS | Long | |
80290CBF0 | 80290CBF0 | SANTANDER BANK, N.A. | 344848.8438 | 344695.66 | NUSS | Long | |
98379L100 | 98379L100 | Xpel Inc | -1905.0 | -87058.5 | NUSS | Short | |
N/A | N/A | N/A | -3.0 | -235950.0 | NUSS | N/A | |
448579102 | 448579102 | HYATT HOTELS CORPORATION | -901.0 | -103398.76 | NUSS | Short | |
171484108 | 171484108 | CHURCHILL DOWNS INCORPORATED | -1459.0 | -168908.43 | NUSS | Short | |
811543107 | 811543107 | SEABOARD CORPORATION | 12.0 | 42179.88 | NUSS | Long | |
153527205 | 153527205 | CENTRAL GARDEN & PET COMPANY | 1222.0 | 44334.16 | NUSS | Long | |
758849103 | 758849103 | REGENCY CENTERS CORPORATION | 4487.0 | 281693.86 | NUSS | Long | |
3134GYEK4 | 3134GYEK4 | Freddie Mac | 1100000.0 | 1095106.84 | USGA | Long | |
02043Q107 | 02043Q107 | ALNYLAM PHARMACEUTICALS, INC. | 1283.0 | 215864.75 | USGA | Long | |
90400D108 | 90400D108 | Ultragenyx Pharmaceutical Inc | 748.0 | 29059.8 | USGA | Long | |
N/A | N/A | N/A | 63.0 | 1975428.0 | USGA | N/A | |
83570H108 | 83570H108 | SONOS, INC. | -5131.0 | -77478.1 | USGA | Short | |
CDS316233 | CDS316233 | N/A | -262720.9881 | -34728.43 | USGA | N/A | |
863667101 | 863667101 | STRYKER CORPORATION | 3578.0 | 1060268.74 | USGA | Long | |
05377RGU2 | 05377RGU2 | AVIS BUDGET RENTAL CAR FUNDING | 589000.0 | 582193.52 | USGA | Long | |
G81276100 | G81276100 | SIGNET JEWELERS LIMITED | -663.0 | -54485.34 | USGA | Short | |
G1151C101 | G1151C101 | ACCENTURE PUBLIC LIMITED COMPANY | 2460.0 | 819524.4 | USGA | Long | |
3136AXSW6 | 3136AXSW6 | Federal National Mortgage Association | 773993.4303 | 82471.79 | USGA | Long | |
N/A | N/A | N/A | -16.0 | -1759600.0 | USGA | N/A | |
N/A | N/A | N/A | 30.0 | 2061900.0 | USGA | N/A | |
29364G103 | 29364G103 | ENTERGY CORPORATION | 2833.0 | 287294.53 | USGA | Long | |
92532F100 | 92532F100 | VERTEX PHARMACEUTICALS INCORPORATED | 2485.0 | 881702.85 | USGA | Long | |
159864107 | 159864107 | CHARLES RIVER LABORATORIES INTERNATIONAL, INC. | 468.0 | 92233.44 | USGA | Long | |
78573M104 | 78573M104 | SABRE CORPORATION | -7233.0 | -25532.49 | USGA | Short | |
35564KP37 | 35564KP37 | FREDDIE MAC STACR REMIC TRUST | 514143.9378 | 521831.83 | USGA | Long | |
65249B208 | 65249B208 | NEWS CORPORATION | -2338.0 | -53867.52 | USGA | Short | |
N/A | N/A | N/A | 450.0 | 49500.0 | USGA | N/A | |
52608LAB6 | 52608LAB6 | LENDBUZZ SECURITIZATION TRUST | 1178703.204 | 1177789.71 | USGA | Long | |
81617J301 | 81617J301 | SELECT WATER SOLUTIONS, INC. | 4243.0 | 31652.78 | USGA | Long | |
55954YAJ4 | 55954YAJ4 | MAGNETITE CLO, LIMITED | 984646.0 | 982087.89 | CORP | Long | |
674215207 | 674215207 | CHORD ENERGY CORPORATION | 1396.0 | 226347.44 | CORP | Long | |
26969P108 | 26969P108 | EAGLE MATERIALS INC. | -489.0 | -88533.45 | CORP | Short | |
71377A103 | 71377A103 | PERFORMANCE FOOD GROUP COMPANY | 3990.0 | 259549.5 | CORP | Long | |
747525103 | 747525103 | QUALCOMM INCORPORATED | -4989.0 | -643830.45 | CORP | Short | |
36191YAL2 | 36191YAL2 | GS MORTGAGE SECURITIES TRUST | 11942.0 | 3508.04 | CORP | Long | |
87918A105 | 87918A105 | TELADOC HEALTH, INC. | 1526.0 | 27681.64 | CORP | Long | |
72147KAL2 | 72147KAL2 | PILGRIM'S PRIDE CORPORATION | 441000.0 | 449845.59 | CORP | Long | |
912828WU0 | 912828WU0 | United States of America | 106608300.0 | 135338120.45 | USGA | Long | |
03662Q105 | 03662Q105 | ANSYS, INC. | 338.0 | 99155.68 | USGA | Long | |
644393100 | 644393100 | NEW FORTRESS ENERGY INC. | 1845.0 | 70995.6 | USGA | Long | |
565849106 | 565849106 | MARATHON OIL CORPORATION | 21700.0 | 551831.0 | USGA | Long | |
87612E106 | 87612E106 | TARGET CORPORATION | 12126.0 | 1622580.06 | USGA | Long | |
912796ZN2 | 912796ZN2 | United States of America | 9000000.0 | 8964321.21 | UST | Long | |
92939U106 | 92939U106 | WEC ENERGY GROUP, INC. | 4272.0 | 357224.64 | UST | Long | |
36261CAA9 | 36261CAA9 | N/A | 251851.07 | 239779.19 | USGA | Long | |
804395101 | 804395101 | SAUL CENTERS, INC. | 956.0 | 35324.2 | USGA | Long | |
57667L107 | 57667L107 | MATCH GROUP, INC. | 938.0 | 30372.44 | USGA | Long | |
03676C100 | 03676C100 | Anterix Inc | 1342.0 | 43883.4 | USGA | Long | |
43300A203 | 43300A203 | HILTON WORLDWIDE HOLDINGS INC. | -5845.0 | -979154.4 | USGA | Short | |
379378201 | 379378201 | GLOBAL NET LEASE, INC. | 3425.0 | 30071.5 | USGA | Long | |
912797FV4 | 912797FV4 | United States of America | 9000000.0 | 8973665.82 | UST | Long | |
98980G102 | 98980G102 | ZSCALER, INC. | 430.0 | 84937.9 | UST | Long | |
150870103 | 150870103 | CELANESE CORPORATION | -1232.0 | -170829.12 | UST | Short | |
516544103 | 516544103 | LANTHEUS HOLDINGS, INC. | 575.0 | 41181.5 | UST | Long | |
3136ALP47 | 3136ALP47 | Federal National Mortgage Association | 669549.798 | 63181.0 | USGA | Long | |
CDS894052 | CDS894052 | N/A | -8834.863 | -1167.86 | USGA | N/A | |
78573L106 | 78573L106 | SABRA HEALTH CARE REIT, INC. | 6029.0 | 88023.4 | USGA | Long | |
46124J201 | 46124J201 | INVENTRUST PROPERTIES CORP. | 2559.0 | 61723.08 | USGA | Long | |
808513BD6 | 808513BD6 | THE CHARLES SCHWAB CORPORATION | 179000.0 | 172955.76 | CORP | Long | |
N/A | N/A | BRK: MORGAN STANLEY | 15050000.0 | 2004132.89 | CORP | N/A | |
N/A | N/A | N/A | 3.0 | 300762.0 | CORP | N/A | |
78440X887 | 78440X887 | SL GREEN REALTY CORP. | 1778.0 | 65021.46 | CORP | Long | |
57164Y107 | 57164Y107 | MARRIOTT VACATIONS WORLDWIDE CORPORATION | -818.0 | -59632.2 | CORP | Short | |
N/A | N/A | N/A | 8.0 | 554100.0 | CORP | N/A | |
559663109 | 559663109 | MAGNOLIA OIL & GAS CORPORATION | 6693.0 | 143899.5 | CORP | Long | |
N/A | N/A | N/A | 34.0 | 2700280.0 | CORP | N/A | |
29670E107 | 29670E107 | ESSENTIAL PROPERTIES REALTY TRUST, INC. | 3320.0 | 78850.0 | CORP | Long | |
651229106 | 651229106 | NEWELL BRANDS INC. | -15105.0 | -115251.15 | CORP | Short | |
79466L302 | 79466L302 | SALESFORCE, INC. | 4256.0 | 1072086.4 | CORP | Long | |
577081102 | 577081102 | MATTEL, INC. | -15321.0 | -291099.0 | CORP | Short | |
69007J106 | 69007J106 | OUTFRONT MEDIA INC. | 2879.0 | 35210.17 | CORP | Long | |
941848103 | 941848103 | WATERS CORPORATION | 596.0 | 167243.56 | CORP | Long | |
30212P303 | 30212P303 | EXPEDIA GROUP, INC. | -3117.0 | -424473.06 | CORP | Short | |
189054109 | 189054109 | THE CLOROX COMPANY | 3279.0 | 470044.65 | CORP | Long | |
378973408 | 378973408 | GLOBALSTAR, INC. | 25471.0 | 40498.89 | CORP | Long | |
N/A | N/A | N/A | 13.0 | 715406.25 | CORP | N/A | |
25150PAB5 | 25150PAB5 | DEUTSCHE ALT-A SECURITIES, INC | 136626.5664 | 42732.29 | CORP | Long | |
714046109 | 714046109 | REVVITY, INC. | 1529.0 | 135928.1 | CORP | Long | |
26142V105 | 26142V105 | DRAFTKINGS INC. | -8614.0 | -329399.36 | CORP | Short | |
595112103 | 595112103 | MICRON TECHNOLOGY, INC. | -5079.0 | -386613.48 | CORP | Short | |
N/A | N/A | N/A | 84.0 | 2476320.0 | CORP | N/A | |
55616P104 | 55616P104 | MACY'S, INC. | -4306.0 | -68293.16 | CORP | Short | |
29003UAG4 | 29003UAG4 | ELMWOOD CLO | 509100.0 | 499694.89 | CORP | Long | |
518613203 | 518613203 | LAUREATE EDUCATION, INC. | -2672.0 | -35083.36 | CORP | Short | |
N/A | N/A | LME ZINC FUTURE MAR24 | 7.0 | 433606.25 | CORP | N/A | |
983134107 | 983134107 | WYNN RESORTS, LIMITED | -2269.0 | -191548.98 | CORP | Short | |
070830104 | 070830104 | BATH & BODY WORKS, INC. | -2787.0 | -90911.94 | CORP | Short | |
87264ACY9 | 87264ACY9 | T-MOBILE USA, INC. | 493000.0 | 478009.14 | CORP | Long | |
500255104 | 500255104 | KOHL'S CORPORATION | -1410.0 | -33064.5 | CORP | Short | |
338307101 | 338307101 | FIVE9, INC. | 447.0 | 34070.34 | CORP | Long | |
629377CL4 | 629377CL4 | NRG ENERGY, INC. | 39000.0 | 35415.21 | CORP | Long | |
532522AB5 | 532522AB5 | LIMA METRO LINE 2 FINANCE LIMITED | 199492.116 | 175027.28 | NUSS | Long | |
254543101 | 254543101 | DIODES INCORPORATED | -335.0 | -22250.7 | NUSS | Short | |
N/A | N/A | N/A | 6.0 | 456900.0 | NUSS | N/A | |
576485205 | 576485205 | MATADOR RESOURCES COMPANY | 4099.0 | 237250.12 | NUSS | Long | |
N/A | N/A | BRK: MORGAN STANLEY | 7010000.0 | 575297.47 | NUSS | N/A | |
922475108 | 922475108 | VEEVA SYSTEMS INC. | 1750.0 | 305042.5 | NUSS | Long | |
853254AA8 | 853254AA8 | STANDARD CHARTERED PLC | 400000.0 | 367963.04 | NUSS | Long | |
60871R209 | 60871R209 | MOLSON COORS BEVERAGE COMPANY | 4285.0 | 263698.9 | NUSS | Long | |
529043101 | 529043101 | LXP INDUSTRIAL TRUST | 5939.0 | 52144.42 | NUSS | Long | |
05367AAH6 | 05367AAH6 | AVIATION CAPITAL GROUP LLC | 175000.0 | 169799.11 | CORP | Long | |
91307C102 | 91307C102 | UNITED THERAPEUTICS CORPORATION | 487.0 | 116880.0 | CORP | Long | |
958102105 | 958102105 | WESTERN DIGITAL CORPORATION | -1934.0 | -93431.54 | CORP | Short | |
30063P105 | 30063P105 | EXACT SCIENCES CORPORATION | 1925.0 | 123200.0 | CORP | Long | |
478160104 | 478160104 | JOHNSON & JOHNSON | 23935.0 | 3701787.1 | CORP | Long | |
526057302 | 526057302 | LENNAR CORPORATION | -638.0 | -73204.12 | CORP | Short | |
05329W102 | 05329W102 | AUTONATION, INC. | -377.0 | -50996.79 | CORP | Short | |
71880K101 | 71880K101 | PHINIA INC. | -3778.0 | -96339.0 | CORP | Short | |
83012QAA2 | 83012QAA2 | SIXTH STREET CLO LTD | 1353764.0 | 1353020.78 | CORP | Long | |
294600101 | 294600101 | Equitrans Midstream Corporation | 14055.0 | 131835.9 | CORP | Long | |
35671D857 | 35671D857 | FREEPORT-MCMORAN INC. | -16783.0 | -626341.56 | CORP | Short | |
N/A | N/A | N/A | 126.0 | 3674764.8 | CORP | N/A | |
98163UAB6 | 98163UAB6 | WORLD OMNI SELECT AUTO TRUST | 491448.416 | 490794.35 | CORP | Long | |
03676B102 | 03676B102 | ANTERO MIDSTREAM CORPORATION | 13141.0 | 175038.12 | CORP | Long | |
85208M102 | 85208M102 | SPROUTS FARMERS MARKET, INC. | 3052.0 | 131480.16 | CORP | Long | |
285512109 | 285512109 | ELECTRONIC ARTS INC. | 2545.0 | 351235.45 | CORP | Long | |
3140M2QB1 | 3140M2QB1 | Federal National Mortgage Association | 2054367.1269 | 1746475.04 | USGA | Long | |
13057Q305 | 13057Q305 | CALIFORNIA RESOURCES CORPORATION | 2255.0 | 115478.55 | USGA | Long | |
05601DAC7 | 05601DAC7 | BREX COMMERCIAL CHARGE CARD MASTER TRUST | 880000.0 | 870098.59 | USGA | Long | |
143130102 | 143130102 | CarMax, Inc. | -2018.0 | -129030.92 | USGA | Short | |
824348106 | 824348106 | THE SHERWIN-WILLIAMS COMPANY | -3224.0 | -898851.2 | USGA | Short | |
28618M106 | 28618M106 | ELEMENT SOLUTIONS INC | -2451.0 | -51372.96 | USGA | Short | |
92343V104 | 92343V104 | VERIZON COMMUNICATIONS INC. | 96751.0 | 3708465.83 | USGA | Long | |
959926AB2 | 959926AB2 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST | 776967.44 | 776320.15 | USGA | Long | |
G6095L109 | G6095L109 | APTIV PLC | -19889.0 | -1647604.76 | USGA | Short | |
52608MAB4 | 52608MAB4 | LENDBUZZ SECURITIZATION TRUST | 549018.77 | 549194.68 | USGA | Long | |
741511109 | 741511109 | PRICESMART, INC. | 663.0 | 44679.57 | USGA | Long | |
12803VAA3 | 12803VAA3 | CAJUN GLOBAL LLC | 161020.0 | 140478.2 | USGA | Long | |
17888H103 | 17888H103 | CIVITAS RESOURCES, INC. | 2211.0 | 151873.59 | USGA | Long | |
45337C102 | 45337C102 | INCYTE CORPORATION | 1808.0 | 98246.72 | USGA | Long | |
222070203 | 222070203 | COTY INC. | 8755.0 | 99807.0 | USGA | Long | |
27616P103 | 27616P103 | EASTERLY GOVERNMENT PROPERTIES, INC. | 2585.0 | 30141.1 | USGA | Long | |
609207105 | 609207105 | Mondelez International, Inc. | 35814.0 | 2544942.84 | USGA | Long | |
72703H101 | 72703H101 | PLANET FITNESS, INC. | -1606.0 | -109111.64 | USGA | Short | |
14687GAD7 | 14687GAD7 | CARVANA AUTO RECEIVABLES TRUST | 77198.0728 | 71661.36 | USGA | Long | |
20717M103 | 20717M103 | CONFLUENT, INC. | 828.0 | 17570.16 | USGA | Long | |
626717102 | 626717102 | MURPHY OIL CORPORATION | 5232.0 | 223772.64 | USGA | Long | |
61174X109 | 61174X109 | MONSTER BEVERAGE CORPORATION | 18952.0 | 1045202.8 | USGA | Long | |
872898AF8 | 872898AF8 | TSMC ARIZONA CORPORATION | 345000.0 | 333215.65 | CORP | Long | |
N/A | N/A | N/A | 12.0 | 385800.0 | CORP | N/A | |
816851109 | 816851109 | SEMPRA | 8253.0 | 601396.11 | CORP | Long | |
98954M200 | 98954M200 | ZILLOW GROUP, INC. | 4623.0 | 189265.62 | CORP | Long | |
460690100 | 460690100 | THE INTERPUBLIC GROUP OF COMPANIES, INC. | -5720.0 | -175832.8 | CORP | Short | |
69345WAA6 | 69345WAA6 | PMT CREDIT RISK TRANSFER TRUST | 227233.3279 | 227150.0 | CORP | Long | |
30225T102 | 30225T102 | EXTRA SPACE STORAGE INC. | 4973.0 | 647335.41 | CORP | Long | |
03743Q108 | 03743Q108 | APA CORPORATION | 10776.0 | 387936.0 | CORP | Long | |
00846U101 | 00846U101 | AGILENT TECHNOLOGIES, INC. | 2783.0 | 355667.4 | CORP | Long | |
09058V103 | 09058V103 | BIOCRYST PHARMACEUTICALS, INC. | 4678.0 | 27506.64 | CORP | Long | |
G9456A100 | G9456A100 | GOLAR LNG LIMITED | 4168.0 | 89737.04 | CORP | Long | |
N/A | N/A | TK Elevator Midco GmbH | 118000.0 | 121668.07 | NUSS | Long | |
N/A | N/A | N/A | 34.0 | 2749240.0 | NUSS | N/A | |
457669307 | 457669307 | INSMED INCORPORATED | 1299.0 | 32500.98 | NUSS | Long | |
165303108 | 165303108 | CHESAPEAKE UTILITIES CORPORATION | 224.0 | 21414.4 | NUSS | Long | |
CDS733699 | CDS733699 | N/A | -46499.2956 | -6146.62 | NUSS | N/A | |
92212WAD2 | 92212WAD2 | VAR ENERGI ASA | 276000.0 | 284782.32 | NUSS | Long | |
86614U100 | 86614U100 | SUMMIT MATERIALS, INC. | -1582.0 | -54879.58 | NUSS | Short | |
858586100 | 858586100 | STEPAN COMPANY | -413.0 | -34101.41 | NUSS | Short | |
G48833118 | G48833118 | WEATHERFORD INTERNATIONAL PUBLIC LIMITED COMPANY | 2296.0 | 208224.24 | NUSS | Long | |
35564KRE1 | 35564KRE1 | FREDDIE MAC STACR REMIC TRUST | 436938.0315 | 436391.86 | USGA | Long | |
366651107 | 366651107 | GARTNER, INC. | 236.0 | 102622.24 | USGA | Long | |
670346105 | 670346105 | NUCOR CORPORATION | -3348.0 | -569059.56 | USGA | Short | |
29786A106 | 29786A106 | ETSY, INC. | -1750.0 | -132667.5 | USGA | Short | |
007903107 | 007903107 | ADVANCED MICRO DEVICES, INC. | -7026.0 | -851270.16 | USGA | Short | |
20754QAA6 | 20754QAA6 | CONNECTICUT AVENUE SECURITIES | 884482.1301 | 897934.4 | USGA | Long | |
759509102 | 759509102 | RELIANCE STEEL & ALUMINUM CO. | -703.0 | -193507.78 | USGA | Short | |
68235P108 | 68235P108 | ONE GAS, INC. | 504.0 | 29045.52 | USGA | Long | |
91704F104 | 91704F104 | URBAN EDGE PROPERTIES | 3213.0 | 53817.75 | USGA | Long | |
580135101 | 580135101 | MCDONALD'S CORPORATION | -15618.0 | -4401777.12 | USGA | Short | |
550424105 | 550424105 | LUMINAR TECHNOLOGIES, INC. | -19027.0 | -47567.5 | USGA | Short | |
N/A | N/A | United States of America | 241.0 | 25751226.56 | USGA | N/A | |
83601L102 | 83601L102 | SOTERA HEALTH COMPANY | 1761.0 | 24037.65 | USGA | Long | |
35564KKY4 | 35564KKY4 | FREDDIE MAC STACR REMIC TRUST | 975857.0 | 965493.4 | USGA | Long | |
N/A | N/A | ORGANON & CO. | 200000.0 | 193254.41 | NUSS | Long | |
CDS860517 | CDS860517 | N/A | -1859.9706 | -245.86 | NUSS | N/A | |
90944KAA3 | 90944KAA3 | UNITED AUTO CREDIT SECURITIZATION TRUST | 19563.6357 | 19555.16 | NUSS | Long | |
43283X105 | 43283X105 | HILTON GRAND VACATIONS INC. | -1825.0 | -62524.5 | NUSS | Short | |
N/A | N/A | N/A | 97.0 | 4148690.0 | NUSS | N/A | |
88339J105 | 88339J105 | THE TRADE DESK, INC. | -6550.0 | -461513.0 | NUSS | Short | |
50187T106 | 50187T106 | LGI HOMES, INC. | -821.0 | -96935.47 | NUSS | Short | |
758750AC7 | 758750AC7 | Regal Rexnord Corporation | 770000.0 | 768655.63 | CORP | Long | |
25714PEF1 | 25714PEF1 | Gobierno de la Republica Dominicana | 482000.0 | 415179.66 | NUSS | Long | |
N/A | N/A | N/A | 6.0 | 613476.0 | NUSS | N/A | |
20854L108 | 20854L108 | CONSOL ENERGY INC. | 1246.0 | 132910.82 | NUSS | Long | |
457030104 | 457030104 | Ingles Markets, Incorporated | 394.0 | 32158.28 | NUSS | Long | |
N/A | N/A | N/A | 36.0 | 2511720.0 | NUSS | N/A | |
3130AWLH1 | 3130AWLH1 | THE FEDERAL HOME LOAN BANKS | 900000.0 | 900331.19 | USGA | Long | |
3137FTV38 | 3137FTV38 | Freddie Mac | 1863396.2524 | 173904.44 | USGA | Long | |
92556V106 | 92556V106 | VIATRIS INC. | 10543.0 | 96784.74 | USGA | Long | |
640491106 | 640491106 | NEOGEN CORPORATION | 2539.0 | 43086.83 | USGA | Long | |
05875TAG2 | 05875TAG2 | BALLYROCK CLO LTD | 500000.0 | 483629.0 | CORP | Long | |
3133EPKQ7 | 3133EPKQ7 | FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 500000.0 | 499926.54 | USGA | Long | |
235825205 | 235825205 | DANA INCORPORATED | -9976.0 | -131782.96 | USGA | Short | |
889478103 | 889478103 | TOLL BROTHERS, INC. | -4811.0 | -413216.79 | USGA | Short | |
67018T105 | 67018T105 | NU SKIN ENTERPRISES, INC. | 1445.0 | 24593.9 | USGA | Long | |
50101L106 | 50101L106 | KRISPY KREME, INC. | -2686.0 | -34918.0 | USGA | Short | |
29003JAC8 | 29003JAC8 | ELMWOOD CLO | 1289718.0 | 1286840.64 | CORP | Long | |
H11356104 | H11356104 | Bunge Global SA | 4131.0 | 453872.97 | CORP | Long | |
359694106 | 359694106 | H.B. FULLER COMPANY | -554.0 | -41926.72 | CORP | Short | |
75886F107 | 75886F107 | REGENERON PHARMACEUTICALS, INC. | 1120.0 | 922667.2 | CORP | Long | |
92212WAE0 | 92212WAE0 | VAR ENERGI ASA | 357000.0 | 383521.53 | NUSS | Long | |
297178105 | 297178105 | ESSEX PROPERTY TRUST, INC. | 1573.0 | 335772.58 | NUSS | Long | |
912797HY6 | 912797HY6 | United States of America | 12000000.0 | 11931468.36 | UST | Long | |
69349MAA4 | 69349MAA4 | PMT CREDIT RISK TRANSFER TRUST | 31923.1948 | 31824.41 | UST | Long | |
11275Q107 | 11275Q107 | BROOKFIELD INFRASTRUCTURE CORPORATION | 1546.0 | 48018.76 | UST | Long | |
427866108 | 427866108 | THE HERSHEY COMPANY | 3775.0 | 709398.0 | UST | Long | |
916896103 | 916896103 | URANIUM ENERGY CORP. | 14544.0 | 94826.88 | UST | Long | |
02530EAC8 | 02530EAC8 | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST | 1152000.0 | 1152025.23 | UST | Long | |
44107P104 | 44107P104 | HOST HOTELS & RESORTS, INC. | 17526.0 | 306179.22 | UST | Long | |
548661107 | 548661107 | LOWE'S COMPANIES, INC. | -8205.0 | -1631400.15 | UST | Short | |
344849104 | 344849104 | FOOT LOCKER, INC. | -1212.0 | -32639.16 | UST | Short | |
550021109 | 550021109 | LULULEMON ATHLETICA INC. | -4756.0 | -2124980.8 | UST | Short | |
58933Y105 | 58933Y105 | MERCK & CO., INC. | 25423.0 | 2605349.04 | UST | Long | |
35905A109 | 35905A109 | FRONTDOOR, INC. | -1442.0 | -49503.86 | UST | Short | |
034164103 | 034164103 | THE ANDERSONS, INC. | 1006.0 | 50159.16 | UST | Long | |
345370860 | 345370860 | FORD MOTOR COMPANY | -290909.0 | -2984726.34 | UST | Short | |
691497309 | 691497309 | OXFORD INDUSTRIES INC | -794.0 | -71801.42 | UST | Short | |
37959DAB0 | 37959DAB0 | Globo Comunicacao e Participacoes S.A. | 415000.0 | 344013.59 | NUSS | Long | |
46642NBF2 | 46642NBF2 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST | 12677973.12 | 33755.1 | USGA | Long | |
456837BF9 | 456837BF9 | ING Groep N.V. | 371000.0 | 373554.63 | NUSS | Long | |
70959W103 | 70959W103 | PENSKE AUTOMOTIVE GROUP, INC. | -239.0 | -35682.7 | NUSS | Short | |
35564KT58 | 35564KT58 | FREDDIE MAC STACR REMIC TRUST | 297192.158 | 300790.74 | USGA | Long | |
607828100 | 607828100 | MODINE MANUFACTURING COMPANY | -3991.0 | -196357.2 | USGA | Short | |
N/A | N/A | N/A | 27.0 | 771930.0 | USGA | N/A | |
05465P101 | 05465P101 | Axonics Inc | 478.0 | 26763.22 | USGA | Long | |
98138H101 | 98138H101 | WORKDAY, INC. | 815.0 | 220636.8 | USGA | Long | |
437076102 | 437076102 | THE HOME DEPOT, INC. | -14099.0 | -4419895.51 | USGA | Short | |
131193104 | 131193104 | TOPGOLF CALLAWAY BRANDS CORP. | -5692.0 | -69783.92 | USGA | Short | |
853666105 | 853666105 | STANDARD MOTOR PRODUCTS, INC. | -1177.0 | -42336.69 | USGA | Short | |
N/A | N/A | N/A | -139.0 | -14779870.0 | USGA | N/A | |
N/A | N/A | LORCA TELECOM BONDCO SA | 226000.0 | 234310.0 | NUSS | Long | |
573284106 | 573284106 | MARTIN MARIETTA MATERIALS, INC. | -802.0 | -372601.18 | NUSS | Short | |
892356106 | 892356106 | TRACTOR SUPPLY COMPANY | -1452.0 | -294770.52 | NUSS | Short | |
169905106 | 169905106 | CHOICE HOTELS INTERNATIONAL, INC. | -669.0 | -73777.32 | NUSS | Short | |
25271C201 | 25271C201 | DIAMOND OFFSHORE DRILLING, INC. | 3012.0 | 38764.44 | NUSS | Long | |
25401T603 | 25401T603 | DIGITALBRIDGE GROUP, INC. | 5155.0 | 88975.3 | NUSS | Long | |
629377CT7 | 629377CT7 | NRG ENERGY, INC. | 456000.0 | 461038.34 | CORP | Long | |
00206RKH4 | 00206RKH4 | AT&T INC. | 10000.0 | 7925.49 | CORP | Long | |
12543TAU9 | 12543TAU9 | COUNTRYWIDE HOME LOANS INC | 48031.4957 | 20544.99 | CORP | Long | |
87901J105 | 87901J105 | TEGNA INC. | -3398.0 | -52091.34 | CORP | Short | |
279158AT6 | 279158AT6 | ECOPETROL S.A. | 611000.0 | 633063.21 | NUSS | Long | |
N/A | N/A | N/A | 17.0 | 690880.0 | NUSS | N/A | |
05971U2C0 | 05971U2C0 | Banco de Credito del Peru | 728000.0 | 683353.43 | NUSS | Long | |
78377T107 | 78377T107 | RYMAN HOSPITALITY PROPERTIES, INC. | 1774.0 | 178020.9 | NUSS | Long | |
018802108 | 018802108 | ALLIANT ENERGY CORPORATION | 3034.0 | 153429.38 | NUSS | Long | |
876030AC1 | 876030AC1 | TAPESTRY, INC. | 147000.0 | 148585.21 | CORP | Long | |
100557107 | 100557107 | THE BOSTON BEER COMPANY, INC. | 229.0 | 81240.04 | CORP | Long | |
713448108 | 713448108 | Pepsico, Inc. | 35902.0 | 6041947.58 | CORP | Long | |
912797FW2 | 912797FW2 | United States of America | 9000000.0 | 8955189.45 | UST | Long | |
G5509L101 | G5509L101 | LIVANOVA PLC | 534.0 | 23949.9 | UST | Long | |
03073E105 | 03073E105 | CENCORA, INC. | 1433.0 | 291429.21 | UST | Long | |
64125C109 | 64125C109 | NEUROCRINE BIOSCIENCES, INC. | 874.0 | 101899.66 | UST | Long | |
CDS790012 | CDS790012 | N/A | -7439.8925 | -983.46 | UST | N/A | |
83368RBH4 | 83368RBH4 | SOCIETE GENERALE SA | 303000.0 | 273985.2 | NUSS | Long | |
CDS859664 | CDS859664 | N/A | -9299.8631 | -1229.32 | NUSS | N/A | |
23355L106 | 23355L106 | DXC TECHNOLOGY COMPANY | 1118.0 | 25859.34 | NUSS | Long | |
828806109 | 828806109 | SIMON PROPERTY GROUP, INC. | 7244.0 | 904703.16 | NUSS | Long | |
63861VAF4 | 63861VAF4 | Nationwide Building Society | 307000.0 | 278950.02 | NUSS | Long | |
N/A | N/A | N/A | 12.0 | 1155150.0 | NUSS | N/A | |
166764100 | 166764100 | CHEVRON CORPORATION | 61222.0 | 8791479.2 | NUSS | Long | |
002896207 | 002896207 | ABERCROMBIE & FITCH CO. | -619.0 | -46975.91 | NUSS | Short | |
184499101 | 184499101 | CLEAN ENERGY FUELS CORP. | 7126.0 | 25724.86 | NUSS | Long | |
530307305 | 530307305 | LIBERTY BROADBAND CORPORATION | -1635.0 | -135901.2 | NUSS | Short | |
670837103 | 670837103 | OGE ENERGY CORP. | 2881.0 | 100979.05 | NUSS | Long | |
Y2065G121 | Y2065G121 | DHT HOLDINGS, INC. | 4905.0 | 48853.8 | NUSS | Long | |
N/A | N/A | N/A | 14.0 | 962675.0 | NUSS | N/A | |
345370DA5 | 345370DA5 | FORD MOTOR COMPANY | 254000.0 | 202595.44 | CORP | Long | |
209115104 | 209115104 | CONSOLIDATED EDISON, INC. | 4655.0 | 419462.05 | CORP | Long | |
538034109 | 538034109 | LIVE NATION ENTERTAINMENT, INC. | 1413.0 | 119002.86 | CORP | Long | |
039483102 | 039483102 | ARCHER-DANIELS-MIDLAND COMPANY. | 13688.0 | 1009216.24 | CORP | Long | |
198516106 | 198516106 | COLUMBIA SPORTSWEAR COMPANY | -1430.0 | -112011.9 | CORP | Short | |
054966AA4 | 054966AA4 | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST | 1535000.0 | 1472402.7 | CORP | Long | |
88262P102 | 88262P102 | Texas Pacific Land Corp | 194.0 | 324358.3 | CORP | Long | |
254687106 | 254687106 | THE WALT DISNEY COMPANY | 19293.0 | 1788268.17 | CORP | Long | |
N/A | N/A | N/A | 2.0 | 198684.0 | CORP | N/A | |
N/A | N/A | N/A | 28.0 | 5870200.0 | CORP | N/A | |
45168D104 | 45168D104 | IDEXX LABORATORIES, INC. | 776.0 | 361476.32 | CORP | Long | |
36467W109 | 36467W109 | GAMESTOP CORP. | -3538.0 | -51477.9 | CORP | Short | |
15202L107 | 15202L107 | CENTERSPACE | 1035.0 | 55206.9 | CORP | Long | |
91282CGY1 | 91282CGY1 | United States of America | 9500000.0 | 9506225.54 | UST | Long | |
80282KBG0 | 80282KBG0 | Santander Holdings USA, Inc. | 16000.0 | 16100.12 | CORP | Long | |
80285XAD7 | 80285XAD7 | SANTANDER DRIVE AUTO RECEIVABLES TRUST | 545000.0 | 542038.09 | CORP | Long | |
04002VAA9 | 04002VAA9 | AREIT LTD. | 1240975.7949 | 1213653.23 | CORP | Long | |
07876MAC1 | 07876MAC1 | BELLEMEADE RE LTD. | 378255.0 | 384821.85 | CORP | Long | |
457985208 | 457985208 | INTEGRA LIFESCIENCES HOLDINGS CORPORATION | 764.0 | 29941.16 | CORP | Long | |
21037T109 | 21037T109 | CONSTELLATION ENERGY CORPORATION. | 4527.0 | 547948.08 | CORP | Long | |
69377FAA4 | 69377FAA4 | PT Freeport Indonesia | 225000.0 | 218578.79 | NUSS | Long | |
03784Y200 | 03784Y200 | Apple Hospitality REIT, Inc. | 5273.0 | 87900.91 | NUSS | Long | |
025537101 | 025537101 | AMERICAN ELECTRIC POWER COMPANY, INC. | 6865.0 | 546110.75 | NUSS | Long | |
576690101 | 576690101 | MATERION CORPORATION | -223.0 | -25223.53 | NUSS | Short | |
00135TAD6 | 00135TAD6 | AIB GROUP PUBLIC LIMITED COMPANY | 308000.0 | 313938.22 | NUSS | Long | |
929042109 | 929042109 | VORNADO REALTY TRUST | 4694.0 | 110496.76 | NUSS | Long | |
G66721104 | G66721104 | NORWEGIAN CRUISE LINE HOLDINGS LTD. | -8195.0 | -125137.65 | NUSS | Short | |
Y41053102 | Y41053102 | INTERNATIONAL SEAWAYS, INC. | 1120.0 | 51116.8 | NUSS | Long | |
668771108 | 668771108 | GEN DIGITAL INC. | 1464.0 | 32325.12 | NUSS | Long | |
978097103 | 978097103 | WOLVERINE WORLD WIDE, INC. | -2562.0 | -21956.34 | NUSS | Short | |
450056106 | 450056106 | iRhythm Technologies Inc | 430.0 | 36670.4 | NUSS | Long | |
12504L109 | 12504L109 | CBRE GROUP, INC. | 7451.0 | 588330.96 | NUSS | Long | |
761152107 | 761152107 | RESMED INC. | 1313.0 | 207099.49 | NUSS | Long | |
487836108 | 487836108 | KELLANOVA | 6355.0 | 333891.7 | NUSS | Long | |
N/A | N/A | MORGAN STANLEY | 438000.0 | 431685.03 | NUSS | Long | |
237194105 | 237194105 | DARDEN RESTAURANTS, INC. | -2336.0 | -365513.92 | NUSS | Short | |
501889208 | 501889208 | LKQ CORPORATION | -3452.0 | -153717.56 | NUSS | Short | |
512807108 | 512807108 | LAM RESEARCH CORPORATION | -650.0 | -465348.0 | NUSS | Short | |
256677105 | 256677105 | DOLLAR GENERAL CORPORATION | 6085.0 | 797865.2 | NUSS | Long | |
126650100 | 126650100 | CVS HEALTH CORPORATION | 12832.0 | 871934.4 | NUSS | Long | |
756109104 | 756109104 | REALTY INCOME CORPORATION | 15541.0 | 838592.36 | NUSS | Long | |
418056107 | 418056107 | Hasbro, Inc. | -5371.0 | -249268.11 | NUSS | Short | |
02146TAR8 | 02146TAR8 | CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) | 193464.0676 | 104749.44 | NUSS | Long | |
904678AW9 | 904678AW9 | UNICREDIT, SOCIETA PER AZIONI | 229000.0 | 206129.42 | NUSS | Long | |
43739EAP2 | 43739EAP2 | HOMEBANC MORTGAGE TRUST | 21694.6555 | 17364.02 | NUSS | Long | |
69351T106 | 69351T106 | PPL CORPORATION | 9225.0 | 240957.0 | NUSS | Long | |
013092AG6 | 013092AG6 | ALBERTSONS COMPANIES, INC. | 351000.0 | 311088.42 | CORP | Long | |
090043100 | 090043100 | BILL HOLDINGS, INC. | 323.0 | 21146.81 | CORP | Long | |
115637209 | 115637209 | BROWN-FORMAN CORPORATION | 4894.0 | 287473.56 | CORP | Long | |
125896100 | 125896100 | CMS ENERGY CORPORATION | 3927.0 | 222896.52 | CORP | Long | |
981475106 | 981475106 | World Kinect Corporation. | 1533.0 | 32254.32 | CORP | Long | |
37253A103 | 37253A103 | GENTHERM INCORPORATED | -2190.0 | -100564.8 | CORP | Short | |
64134AAA0 | 64134AAA0 | NEUBERGER BERMAN LOAN ADVISERS LLC | 624000.0 | 623019.07 | CORP | Long | |
371901109 | 371901109 | GENTEX CORPORATION | -17875.0 | -543578.75 | CORP | Short | |
806857108 | 806857108 | Schlumberger N.V. | 50283.0 | 2616727.32 | CORP | Long | |
256163106 | 256163106 | DOCUSIGN, INC. | 860.0 | 37066.0 | CORP | Long | |
91325V108 | 91325V108 | UNITI GROUP INC. | 4971.0 | 27489.63 | CORP | Long | |
12668BKK8 | 12668BKK8 | CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) | 76828.299 | 52583.85 | CORP | Long | |
15118V207 | 15118V207 | CELSIUS HOLDINGS, INC. | 4297.0 | 212744.47 | CORP | Long | |
CDS857209 | CDS857209 | N/A | -21389.6672 | -2827.45 | CORP | N/A | |
42806MAL3 | 42806MAL3 | HERTZ VEHICLE FINANCING III LLC | 600000.0 | 563314.92 | CORP | Long | |
23346KAA8 | 23346KAA8 | DT AUTO OWNER TRUST | 468484.7609 | 467068.63 | CORP | Long | |
60937P106 | 60937P106 | MONGODB, INC. | 258.0 | 107260.92 | CORP | Long | |
754907103 | 754907103 | RAYONIER INC. | 3077.0 | 94402.36 | CORP | Long | |
962166104 | 962166104 | WEYERHAEUSER COMPANY | 15891.0 | 498182.85 | CORP | Long | |
00287Y109 | 00287Y109 | ABBVIE INC. | 18161.0 | 2585944.79 | CORP | Long | |
831754106 | 831754106 | SMITH & WESSON BRANDS, INC. | -2067.0 | -28421.25 | CORP | Short | |
26982EAA4 | 26982EAA4 | RADIAN GUARANTY INC AND EAGLE RE LTD | 669578.0 | 670535.63 | CORP | Long | |
665531307 | 665531307 | NORTHERN OIL AND GAS, INC. | 2370.0 | 88685.4 | CORP | Long | |
78454L100 | 78454L100 | SM ENERGY COMPANY | 4072.0 | 152496.4 | CORP | Long | |
53814L108 | 53814L108 | LIVENT CORPORATION | -2151.0 | -29597.76 | CORP | Short | |
N/A | N/A | N/A | 31.0 | 1638931.25 | CORP | N/A | |
N/A | N/A | N/A | 40.0 | 990000.0 | CORP | N/A | |
517834AF4 | 517834AF4 | LAS VEGAS SANDS CORP. | 653000.0 | 582867.8 | CORP | Long | |
693475BU8 | 693475BU8 | THE PNC FINANCIAL SERVICES GROUP, INC. | 219000.0 | 232491.02 | CORP | Long | |
15643U104 | 15643U104 | CENTRUS ENERGY CORP. | 600.0 | 30012.0 | CORP | Long | |
378272BQ0 | 378272BQ0 | GLENCORE FUNDING LLC | 327000.0 | 342150.67 | CORP | Long | |
03852U106 | 03852U106 | ARAMARK | -4635.0 | -129826.35 | CORP | Short | |
22788C105 | 22788C105 | CROWDSTRIKE HOLDINGS, INC. | 1043.0 | 247180.57 | CORP | Long | |
405024100 | 405024100 | HAEMONETICS CORPORATION | 684.0 | 55315.08 | CORP | Long | |
55305B101 | 55305B101 | M/I HOMES, INC. | -1169.0 | -123341.19 | CORP | Short | |
48020Q107 | 48020Q107 | JONES LANG LASALLE INCORPORATED | 1021.0 | 158785.92 | CORP | Long | |
35138V102 | 35138V102 | FOX FACTORY HOLDING CORP. | -3092.0 | -193280.92 | CORP | Short | |
77634L105 | 77634L105 | R1 RCM INC. | 2252.0 | 23826.16 | CORP | Long | |
974155103 | 974155103 | WINGSTOP INC. | -605.0 | -145417.8 | CORP | Short | |
912797GC5 | 912797GC5 | United States of America | 11000000.0 | 10933915.96 | UST | Long | |
452327109 | 452327109 | ILLUMINA, INC. | 1530.0 | 155983.5 | UST | Long | |
35564KX79 | 35564KX79 | FREDDIE MAC STACR REMIC TRUST | 932296.6369 | 938216.53 | USGA | Long | |
58463J304 | 58463J304 | MEDICAL PROPERTIES TRUST, INC. | 12079.0 | 58583.15 | USGA | Long | |
28621YAE5 | 28621YAE5 | ELEVATION CLO LTD | 580000.0 | 571212.42 | CORP | Long | |
98313RAH9 | 98313RAH9 | Wynn Macau, Limited | 341000.0 | 302353.55 | NUSS | Long | |
92824BAA4 | 92824BAA4 | Virgolino de Oliveira Finance S.A. | 500000.0 | 50.0 | NUSS | Long | |
88104UAC7 | 88104UAC7 | TERRAFORM GLOBAL OPERATING LP | 77000.0 | 74497.5 | CORP | Long | |
69318G106 | 69318G106 | PBF ENERGY INC. | 3749.0 | 166455.6 | CORP | Long | |
977852102 | 977852102 | Wolfspeed, Inc. | -685.0 | -25249.1 | CORP | Short | |
03236XAB3 | 03236XAB3 | AMUR EQUIPMENT FINANCE RECEIVABLES LLC | 229590.2414 | 228013.25 | CORP | Long | |
571903202 | 571903202 | MARRIOTT INTERNATIONAL, INC. | -5330.0 | -1080391.0 | CORP | Short | |
56585A102 | 56585A102 | MARATHON PETROLEUM CORPORATION | 14285.0 | 2131179.15 | CORP | Long | |
101121101 | 101121101 | BOSTON PROPERTIES, INC. | 3199.0 | 182119.07 | CORP | Long | |
11135FBV2 | 11135FBV2 | BROADCOM INC. | 247000.0 | 226235.01 | CORP | Long | |
678026105 | 678026105 | OIL STATES INTERNATIONAL, INC. | 5600.0 | 38584.0 | CORP | Long | |
26253LAG7 | 26253LAG7 | DRYDEN CLO LTD | 340000.0 | 323113.56 | CORP | Long | |
91282CDU2 | 91282CDU2 | United States of America | 6700000.0 | 6699804.43 | UST | Long | |
40637H109 | 40637H109 | HALOZYME THERAPEUTICS, INC. | 1357.0 | 52393.77 | UST | Long | |
CDS733678 | CDS733678 | N/A | -46499.2956 | -6146.62 | UST | N/A | |
518439104 | 518439104 | THE ESTEE LAUDER COMPANIES INC. | 6129.0 | 782612.01 | UST | Long | |
624580106 | 624580106 | MOVADO GROUP, INC. | -950.0 | -24842.5 | UST | Short | |
058498106 | 058498106 | BALL CORPORATION | -3684.0 | -203688.36 | UST | Short | |
571903BN2 | 571903BN2 | MARRIOTT INTERNATIONAL, INC. | 277000.0 | 279036.05 | CORP | Long | |
64119V303 | 64119V303 | NETSTREIT CORP. | 2576.0 | 39618.88 | CORP | Long | |
30161N101 | 30161N101 | EXELON CORPORATION | 13063.0 | 503056.13 | CORP | Long | |
N/A | N/A | LME ZINC FUTURE JAN24 | 13.0 | 802831.25 | CORP | N/A | |
38141GYU2 | 38141GYU2 | THE GOLDMAN SACHS GROUP, INC. | 296000.0 | 249731.26 | CORP | Long | |
718172109 | 718172109 | Philip Morris International Inc. | 41143.0 | 3841110.48 | CORP | Long | |
50050N103 | 50050N103 | Kontoor Brands, Inc. | -2548.0 | -140063.56 | CORP | Short | |
20825C104 | 20825C104 | CONOCOPHILLIPS | 41479.0 | 4793728.03 | CORP | Long | |
91282CJD4 | 91282CJD4 | United States of America | 7100000.0 | 7095732.05 | UST | Long | |
00119YAA1 | 00119YAA1 | AGL CLO LTD | 1099729.0 | 1094315.03 | CORP | Long | |
87165BAM5 | 87165BAM5 | SYNCHRONY FINANCIAL | 296000.0 | 265921.32 | CORP | Long | |
74834L100 | 74834L100 | QUEST DIAGNOSTICS INCORPORATED | 1182.0 | 162205.86 | CORP | Long | |
07876GAA8 | 07876GAA8 | BELLEMEADE RE LTD. | 855878.0 | 877918.4 | CORP | Long | |
252131107 | 252131107 | DEXCOM, INC. | 3681.0 | 425229.12 | CORP | Long | |
74167P108 | 74167P108 | Primo Water Corporation | 4361.0 | 62667.57 | CORP | Long | |
74460D109 | 74460D109 | PUBLIC STORAGE. | 3739.0 | 967503.64 | CORP | Long | |
912008109 | 912008109 | US FOODS HOLDING CORP. | 5614.0 | 246061.62 | CORP | Long | |
29670G102 | 29670G102 | Essential Utilities, Inc. | 3624.0 | 129050.64 | CORP | Long | |
N/A | N/A | N/A | 9.0 | 278460.0 | CORP | N/A | |
05369AAH4 | 05369AAH4 | AVIATION CAPITAL GROUP LLC | 334000.0 | 330048.88 | CORP | Long | |
86800U104 | 86800U104 | SUPER MICRO COMPUTER, INC. | -206.0 | -56334.82 | CORP | Short | |
76169C100 | 76169C100 | REXFORD INDUSTRIAL REALTY, INC | 4348.0 | 214008.56 | CORP | Long | |
00928QAT8 | 00928QAT8 | AIRCASTLE LIMITED | 311000.0 | 304653.2 | NUSS | Long | |
904311107 | 904311107 | UNDER ARMOUR, INC. | -7773.0 | -63272.22 | NUSS | Short | |
489398107 | 489398107 | KENNEDY-WILSON HOLDINGS, INC. | 3340.0 | 37909.0 | NUSS | Long | |
15687V109 | 15687V109 | CERTARA, INC. | 1670.0 | 24064.7 | NUSS | Long | |
671078AN3 | 671078AN3 | OCP CLO LTD | 722000.0 | 720850.58 | CORP | Long | |
195325DS1 | 195325DS1 | Republica de Colombia | 213000.0 | 164464.22 | NUSS | Long | |
N/A | N/A | N/A | 6.0 | 320025.0 | NUSS | N/A | |
05608BAN0 | 05608BAN0 | BX TRUST | 610321.0 | 596080.99 | NUSS | Long | |
CDS730501 | CDS730501 | N/A | -79978.7768 | -10572.19 | NUSS | N/A | |
CDS729441 | CDS729441 | N/A | -25574.6086 | -3380.64 | NUSS | N/A | |
447011107 | 447011107 | HUNTSMAN CORPORATION | -2195.0 | -53997.0 | NUSS | Short | |
458140100 | 458140100 | INTEL CORPORATION | -17731.0 | -792575.7 | NUSS | Short | |
N/A | N/A | N/A | 31.0 | 869388.8 | NUSS | N/A | |
573874104 | 573874104 | MARVELL TECHNOLOGY, INC | -4058.0 | -226152.34 | NUSS | Short | |
513272104 | 513272104 | LAMB WESTON HOLDINGS, INC. | 3741.0 | 374212.23 | NUSS | Long | |
532457108 | 532457108 | ELI LILLY AND COMPANY | 8658.0 | 5117224.32 | NUSS | Long | |
462222100 | 462222100 | IONIS PHARMACEUTICALS, INC. | 1251.0 | 61886.97 | NUSS | Long | |
024013104 | 024013104 | AMERICAN ASSETS TRUST, INC. | 1440.0 | 29001.6 | NUSS | Long | |
518415104 | 518415104 | LATTICE SEMICONDUCTOR CORPORATION | -530.0 | -31031.5 | NUSS | Short | |
N/A | N/A | N/A | 10.0 | 323750.0 | NUSS | N/A | |
904678AY5 | 904678AY5 | UNICREDIT, SOCIETA PER AZIONI | 350000.0 | 282733.52 | NUSS | Long | |
N/A | N/A | BRK: MORGAN STANLEY | 1300000.0 | 195231.36 | NUSS | N/A | |
88023U101 | 88023U101 | TEMPUR SEALY INTERNATIONAL, INC. | -7387.0 | -297843.84 | NUSS | Short | |
12662P108 | 12662P108 | CVR ENERGY, INC. | 1557.0 | 49465.89 | NUSS | Long | |
38046C109 | 38046C109 | GOGO INC. | 1865.0 | 18705.95 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | 1.0 | NUSS | Long | |
35564KYN3 | 35564KYN3 | FREDDIE MAC STACR REMIC TRUST | 507084.9095 | 520383.62 | USGA | Long | |
G54897AB2 | G54897AB2 | LIMA METRO LINE 2 FINANCE LIMITED | 321987.0 | 282499.93 | NUSS | Long | |
N/A | N/A | N/A | 10.0 | 697700.0 | NUSS | N/A | |
723484101 | 723484101 | PINNACLE WEST CAPITAL CORPORATION | 1296.0 | 97122.24 | NUSS | Long | |
294628102 | 294628102 | EQUITY COMMONWEALTH | 2349.0 | 44137.71 | NUSS | Long | |
35564KPV5 | 35564KPV5 | FREDDIE MAC STACR REMIC TRUST | 533465.0 | 531629.88 | USGA | Long | |
N/A | N/A | N/A | 18.0 | 551475.0 | USGA | N/A | |
629377508 | 629377508 | NRG ENERGY, INC. | 3233.0 | 154666.72 | USGA | Long | |
40131M109 | 40131M109 | GUARDANT HEALTH, INC. | 1342.0 | 33778.14 | USGA | Long | |
737446104 | 737446104 | Post Holdings, Inc. | 1586.0 | 135491.98 | USGA | Long | |
093671105 | 093671105 | H & R BLOCK, INC. | -3384.0 | -153701.28 | USGA | Short | |
N/A | N/A | N/A | 3.0 | 303678.0 | USGA | N/A | |
91282CHN4 | 91282CHN4 | United States of America | 900000.0 | 898523.44 | UST | Long | |
939653101 | 939653101 | ELME COMMUNITIES | 2655.0 | 34886.7 | UST | Long | |
912828S50 | 912828S50 | United States of America | 77248200.0 | 93512925.72 | USGA | Long | |
50189K103 | 50189K103 | LCI INDUSTRIES | -1801.0 | -195426.51 | USGA | Short | |
G8473T100 | G8473T100 | STERIS PUBLIC LIMITED COMPANY | 902.0 | 181247.88 | USGA | Long | |
201723103 | 201723103 | COMMERCIAL METALS COMPANY | -1310.0 | -59382.3 | USGA | Short | |
48203R104 | 48203R104 | JUNIPER NETWORKS, INC. | -1448.0 | -41195.6 | USGA | Short | |
171340102 | 171340102 | CHURCH & DWIGHT CO., INC. | 7121.0 | 688102.23 | USGA | Long | |
G1466R173 | G1466R173 | Borr Drilling Limited | 7037.0 | 44333.1 | USGA | Long | |
546347105 | 546347105 | LOUISIANA-PACIFIC CORPORATION | -696.0 | -42449.04 | USGA | Short | |
562750109 | 562750109 | MANHATTAN ASSOCIATES, INC. | 285.0 | 63569.25 | USGA | Long | |
32054K103 | 32054K103 | FIRST INDUSTRIAL REALTY TRUST, INC. | 3165.0 | 148913.25 | USGA | Long | |
24823R105 | 24823R105 | Denali Therapeutics Inc | 1280.0 | 23705.6 | USGA | Long | |
CDS859983 | CDS859983 | N/A | -50219.2268 | -6638.35 | USGA | N/A | |
N/A | N/A | BRK: MORGAN STANLEY | 2040000.0 | 82960.36 | USGA | N/A | |
635017106 | 635017106 | NATIONAL BEVERAGE CORP. | 1657.0 | 78773.78 | USGA | Long | |
110122108 | 110122108 | BRISTOL-MYERS SQUIBB COMPANY | 21378.0 | 1055645.64 | USGA | Long | |
N/A | N/A | BRK: MORGAN STANLEY | 2440000.0 | 338343.01 | USGA | N/A | |
02209S103 | 02209S103 | Altria Group, Inc. | 47228.0 | 1985465.12 | USGA | Long | |
N/A | N/A | N/A | -131.0 | -29977712.5 | USGA | N/A | |
29272W109 | 29272W109 | Energizer Holdings, Inc. | 3447.0 | 106305.48 | USGA | Long | |
388689101 | 388689101 | GRAPHIC PACKAGING HOLDING COMPANY | -3174.0 | -71954.58 | USGA | Short | |
882508104 | 882508104 | TEXAS INSTRUMENTS INCORPORATED | -3866.0 | -590376.86 | USGA | Short | |
29261A100 | 29261A100 | ENCOMPASS HEALTH CORPORATION | 1005.0 | 65495.85 | USGA | Long | |
G4863A108 | G4863A108 | INTERNATIONAL GAME TECHNOLOGY PLC | -1810.0 | -48381.3 | USGA | Short | |
02005NBT6 | 02005NBT6 | ALLY FINANCIAL INC. | 300000.0 | 301590.63 | CORP | Long | |
496094AA1 | 496094AA1 | KINGS PARK CLO | 705584.0 | 704107.21 | CORP | Long | |
216648402 | 216648402 | THE COOPER COMPANIES, INC. | 455.0 | 153298.6 | CORP | Long | |
20753YCK6 | 20753YCK6 | CONNECTICUT AVENUE SECURITIES | 184553.0 | 189884.88 | CORP | Long | |
3135G04Z3 | 3135G04Z3 | Federal National Mortgage Association | 1500000.0 | 1402599.24 | USGA | Long | |
N/A | N/A | N/A | 1.0 | 109975.0 | USGA | N/A | |
72352L106 | 72352L106 | PINTEREST, INC. | 2228.0 | 75907.96 | USGA | Long | |
268158201 | 268158201 | DYNAVAX TECHNOLOGIES CORPORATION | 1968.0 | 26961.6 | USGA | Long | |
45768S105 | 45768S105 | INNOSPEC INC. | -517.0 | -54321.19 | USGA | Short | |
262037104 | 262037104 | DRIL-QUIP, INC. | 1494.0 | 33196.68 | USGA | Long | |
L44385109 | L44385109 | GLOBANT S.A. | 104.0 | 22963.2 | USGA | Long | |
377322102 | 377322102 | GLAUKOS CORPORATION | 414.0 | 26450.46 | USGA | Long | |
N/A | N/A | N/A | -30480000.0 | -30480000.0 | USGA | Short | |
912797GC5 | 912797GC5 | United States of America | 800000.0 | 795193.89 | UST | Long | |
134429109 | 134429109 | CAMPBELL SOUP COMPANY | 5176.0 | 207971.68 | UST | Long | |
11120U105 | 11120U105 | BRIXMOR PROPERTY GROUP INC. | 5755.0 | 123847.6 | UST | Long | |
703395103 | 703395103 | PATTERSON COMPANIES, INC. | 1400.0 | 35574.0 | UST | Long | |
74365PAG3 | 74365PAG3 | Prosus N.V. | 262000.0 | 237614.73 | NUSS | Long | |
00091JAA6 | 00091JAA6 | AB ISSUER LLC | 711330.0 | 601525.54 | NUSS | Long | |
524660107 | 524660107 | LEGGETT & PLATT, INCORPORATED | -6127.0 | -140124.49 | NUSS | Short | |
103304101 | 103304101 | BOYD GAMING CORPORATION | -1632.0 | -96369.6 | NUSS | Short | |
969904101 | 969904101 | WILLIAMS-SONOMA, INC. | -945.0 | -177225.3 | NUSS | Short | |
1266942E7 | 1266942E7 | COUNTRYWIDE HOME LOANS INC | 92644.246 | 41826.46 | NUSS | Long | |
80282KBF2 | 80282KBF2 | Santander Holdings USA, Inc. | 212000.0 | 214129.04 | CORP | Long | |
10806X102 | 10806X102 | BRIDGEBIO PHARMA, INC. | 1139.0 | 32700.69 | CORP | Long | |
148806102 | 148806102 | CATALENT, INC. | 2628.0 | 102097.8 | CORP | Long | |
64110Y108 | 64110Y108 | Net Lease Office Properties | 385.2 | 6298.02 | CORP | Long | |
41284VAC6 | 41284VAC6 | HARLEY-DAVIDSON FINANCIAL SERVICES, INC. | 26000.0 | 26034.78 | CORP | Long | |
81211K100 | 81211K100 | SEALED AIR CORPORATION | -1614.0 | -53875.32 | CORP | Short | |
526057104 | 526057104 | LENNAR CORPORATION | -11222.0 | -1435518.24 | CORP | Short | |
N/A | N/A | U.S. DOLLARS | 1.0 | -62773.52 | CORP | N/A | |
07876AAB9 | 07876AAB9 | BELLEMEADE RE LTD. | 617149.0 | 615810.71 | CORP | Long | |
21867A105 | 21867A105 | CORE LABORATORIES INC. | 1242.0 | 21995.82 | CORP | Long | |
82836G102 | 82836G102 | SILVERBOW RESOURCES, INC. | 1000.0 | 31810.0 | CORP | Long | |
G27907107 | G27907107 | Dole PLC | 3900.0 | 44889.0 | CORP | Long | |
30034W106 | 30034W106 | Evergy, Inc. | 3518.0 | 179558.72 | CORP | Long | |
243537107 | 243537107 | DECKERS OUTDOOR CORPORATION | -1126.0 | -747630.22 | CORP | Short | |
84790A105 | 84790A105 | SPECTRUM BRANDS HOLDINGS, INC. | 959.0 | 66487.47 | CORP | Long | |
N/A | N/A | N/A | -12065000.0 | -12065000.0 | CORP | Short | |
25960P109 | 25960P109 | DOUGLAS EMMETT, INC. | 2945.0 | 35987.9 | CORP | Long | |
90138F102 | 90138F102 | TWILIO INC. | 774.0 | 50062.32 | CORP | Long | |
45781V101 | 45781V101 | INNOVATIVE INDUSTRIAL PROPERTIES, INC. | 511.0 | 41728.26 | CORP | Long | |
251526CB3 | 251526CB3 | Deutsche Bank AG (New York Branch) | 295000.0 | 287186.15 | NUSS | Long | |
50219QAC8 | 50219QAC8 | LSTAR COMMERCIAL MORTGAGE TRUST | 121272.0703 | 117641.97 | NUSS | Long | |
91282CFD8 | 91282CFD8 | United States of America | 8000000.0 | 8000268.56 | UST | Long | |
392709101 | 392709101 | GREEN BRICK PARTNERS, INC. | -1227.0 | -58221.15 | UST | Short | |
698813102 | 698813102 | PAPA JOHN'S INTERNATIONAL, INC. | -547.0 | -35686.28 | UST | Short | |
91347P105 | 91347P105 | UNIVERSAL DISPLAY CORPORATION | -206.0 | -34855.2 | UST | Short | |
25470M109 | 25470M109 | DISH NETWORK CORPORATION | -4034.0 | -14764.44 | UST | Short | |
N/A | N/A | N/A | 78.0 | 4146187.5 | UST | N/A | |
902252105 | 902252105 | TYLER TECHNOLOGIES, INC. | 242.0 | 98939.28 | UST | Long | |
80007P869 | 80007P869 | SANDRIDGE ENERGY, INC. | 1794.0 | 24775.14 | UST | Long | |
227046109 | 227046109 | CROCS, INC. | -2581.0 | -272579.41 | UST | Short | |
20754KAB7 | 20754KAB7 | CONNECTICUT AVENUE SECURITIES | 429290.0 | 424728.19 | USGA | Long | |
807066105 | 807066105 | SCHOLASTIC CORPORATION | -670.0 | -25453.3 | USGA | Short | |
95002YAA1 | 95002YAA1 | WELLS FARGO & COMPANY | 187000.0 | 191676.68 | CORP | Long | |
95040Q104 | 95040Q104 | WELLTOWER INC. | 11080.0 | 987228.0 | CORP | Long | |
47214BAA6 | 47214BAA6 | JBS USA Lux S.A. | 373000.0 | 374920.95 | NUSS | Long | |
08579W103 | 08579W103 | BERRY GLOBAL GROUP, INC. | -1551.0 | -102552.12 | NUSS | Short | |
19424WAC1 | 19424WAC1 | COLLEGE AVE STUDENT LOANS LLC | 211902.0 | 182651.9 | NUSS | Long | |
224044CS4 | 224044CS4 | COX COMMUNICATIONS, INC. | 147000.0 | 146278.01 | CORP | Long | |
G6359F137 | G6359F137 | NABORS INDUSTRIES LTD. | 304.0 | 26393.28 | CORP | Long | |
013091103 | 013091103 | ALBERTSONS COMPANIES, INC. | 9067.0 | 197388.59 | CORP | Long | |
109194100 | 109194100 | BRIGHT HORIZONS FAMILY SOLUTIONS INC. | -1223.0 | -106939.12 | CORP | Short | |
14040HDA0 | 14040HDA0 | CAPITAL ONE FINANCIAL CORPORATION | 562000.0 | 546930.39 | CORP | Long | |
00928QAU5 | 00928QAU5 | AIRCASTLE LIMITED | 122000.0 | 106179.06 | NUSS | Long | |
552953101 | 552953101 | MGM RESORTS INTERNATIONAL | -6083.0 | -239913.52 | NUSS | Short | |
45688C107 | 45688C107 | INGEVITY CORPORATION | -619.0 | -24011.01 | NUSS | Short | |
205768302 | 205768302 | COMSTOCK RESOURCES, INC. | 3259.0 | 32166.33 | NUSS | Long | |
147528103 | 147528103 | CASEY'S GENERAL STORES, INC. | 998.0 | 274849.2 | NUSS | Long | |
681116109 | 681116109 | OLLIE'S BARGAIN OUTLET HOLDINGS, INC. | -979.0 | -71731.33 | NUSS | Short | |
974637100 | 974637100 | WINNEBAGO INDUSTRIES, INC. | -2062.0 | -133267.06 | NUSS | Short | |
444859102 | 444859102 | HUMANA INC. | 1288.0 | 624499.68 | NUSS | Long | |
536797103 | 536797103 | LITHIA MOTORS, INC. | -383.0 | -102257.17 | NUSS | Short | |
N/A | N/A | N/A | 36.0 | 934200.0 | NUSS | N/A | |
CDS712310 | CDS712310 | N/A | -100903.4639 | -13338.18 | NUSS | N/A | |
N/A | N/A | N/A | 81.0 | 5490281.25 | NUSS | N/A | |
594918104 | 594918104 | MICROSOFT CORPORATION | 28913.0 | 10955424.83 | NUSS | Long | |
25809K105 | 25809K105 | DOORDASH, INC. | -6148.0 | -577789.04 | NUSS | Short | |
N/A | N/A | N/A | 65.0 | 1764672.0 | NUSS | N/A | |
14149Y108 | 14149Y108 | CARDINAL HEALTH, INC. | 2394.0 | 256349.52 | NUSS | Long | |
931142103 | 931142103 | WALMART INC. | 37245.0 | 5798674.05 | NUSS | Long | |
N/A | N/A | N/A | 13.0 | 1258887.5 | NUSS | N/A | |
06279JAC3 | 06279JAC3 | BANK OF IRELAND GROUP PUBLIC LIMITED COMPANY | 368000.0 | 368061.53 | NUSS | Long | |
63884WAA6 | 63884WAA6 | Natura &Co Luxembourg Holdings S.a r.l. | 319000.0 | 298992.16 | NUSS | Long | |
33843EAC5 | 33843EAC5 | FLAGSHIP CREDIT AUTO TRUST | 698887.82 | 696260.91 | NUSS | Long | |
30303M102 | 30303M102 | META PLATFORMS, INC. | 8346.0 | 2730393.9 | NUSS | Long | |
3137EAEU9 | 3137EAEU9 | Freddie Mac | 700000.0 | 651781.1 | USGA | Long | |
CD1462106 | CD1462106 | N/A | -16850000.0 | 279593.73 | USGA | N/A | |
02079K107 | 02079K107 | ALPHABET INC. | 19178.0 | 2568317.76 | USGA | Long | |
P30179BQ0 | P30179BQ0 | Comision Federal de Electricidad | 207000.0 | 186867.84 | NUSS | Long | |
431284108 | 431284108 | HIGHWOODS PROPERTIES, INC. | 2176.0 | 41235.2 | NUSS | Long | |
98389B100 | 98389B100 | Xcel Energy Inc. | 7297.0 | 443949.48 | NUSS | Long | |
92840M102 | 92840M102 | VISTRA CORP. | 4531.0 | 160442.71 | NUSS | Long | |
109641100 | 109641100 | BRINKER INTERNATIONAL, INC. | -893.0 | -32156.93 | NUSS | Short | |
044186104 | 044186104 | ASHLAND INC. | -661.0 | -52827.12 | NUSS | Short | |
29415F104 | 29415F104 | ENVISTA HOLDINGS CORPORATION | 1835.0 | 41636.15 | NUSS | Long | |
80281LAS4 | 80281LAS4 | SANTANDER UK GROUP HOLDINGS PLC | 535000.0 | 539455.65 | NUSS | Long | |
987184108 | 987184108 | THE YORK WATER COMPANY | 783.0 | 29816.64 | NUSS | Long | |
G0084W101 | G0084W101 | ADIENT PUBLIC LIMITED COMPANY | -6857.0 | -220795.4 | NUSS | Short | |
133131102 | 133131102 | CAMDEN PROPERTY TRUST | 2078.0 | 187560.28 | NUSS | Long | |
82312B106 | 82312B106 | Shenandoah Telecommunications Company | 1600.0 | 35632.0 | NUSS | Long | |
35137L105 | 35137L105 | FOX CORPORATION | -4346.0 | -128380.84 | NUSS | Short | |
043436AW4 | 043436AW4 | ASBURY AUTOMOTIVE GROUP, INC. | 540000.0 | 486324.81 | CORP | Long | |
549498103 | 549498103 | Lucid Group, Inc | -44527.0 | -187903.94 | CORP | Short | |
3130AWPC8 | 3130AWPC8 | THE FEDERAL HOME LOAN BANKS | 1100000.0 | 1100144.56 | USGA | Long | |
411707AF9 | 411707AF9 | HARDEES FUNDING LLC | 367389.695 | 333929.68 | USGA | Long | |
866674104 | 866674104 | SUN COMMUNITIES, INC. | 2927.0 | 378578.18 | USGA | Long | |
864159108 | 864159108 | STURM, RUGER & COMPANY, INC. | -893.0 | -39256.28 | USGA | Short | |
50540R409 | 50540R409 | LABORATORY CORPORATION OF AMERICA HOLDINGS | 844.0 | 183072.04 | USGA | Long | |
68622V106 | 68622V106 | ORGANON & CO. | 2315.0 | 26205.8 | USGA | Long | |
35909D109 | 35909D109 | FRONTIER COMMUNICATIONS PARENT, INC. | 4793.0 | 104918.77 | USGA | Long | |
CDS789736 | CDS789736 | N/A | -112993.2779 | -14936.3 | USGA | N/A | |
28176E108 | 28176E108 | EDWARDS LIFESCIENCES CORPORATION | 5579.0 | 377754.09 | USGA | Long | |
501044101 | 501044101 | THE KROGER CO. | 17302.0 | 765959.54 | USGA | Long | |
69370C100 | 69370C100 | PTC INC. | 613.0 | 96461.68 | USGA | Long | |
N/A | N/A | N/A | 24.0 | 1626300.0 | USGA | N/A | |
64016NAA5 | 64016NAA5 | NEIGHBORLY ISSUER LLC | 272703.6 | 230717.06 | USGA | Long | |
17275R102 | 17275R102 | CISCO SYSTEMS, INC. | -21594.0 | -1044717.72 | USGA | Short | |
36166VAE5 | 36166VAE5 | GLOBAL CONTAINER INTERNATIONAL | 237676.769 | 203866.94 | USGA | Long | |
926400102 | 926400102 | VICTORIA'S SECRET & CO. | -1500.0 | -40425.0 | USGA | Short | |
76088TAA9 | 76088TAA9 | RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST | 450297.8578 | 445069.0 | USGA | Long | |
05550J101 | 05550J101 | BJ'S WHOLESALE CLUB HOLDINGS, INC. | 3482.0 | 224867.56 | USGA | Long | |
277276101 | 277276101 | EASTGROUP PROPERTIES, INC. | 1003.0 | 174271.25 | USGA | Long | |
780287108 | 780287108 | ROYAL GOLD, INC. | -826.0 | -100606.8 | USGA | Short | |
49446R109 | 49446R109 | KIMCO REALTY CORPORATION. | 12515.0 | 241789.8 | USGA | Long | |
379577208 | 379577208 | GLOBUS MEDICAL, INC. | 913.0 | 41011.96 | USGA | Long | |
74736K101 | 74736K101 | QORVO, INC. | -524.0 | -50566.0 | USGA | Short | |
552676108 | 552676108 | M.D.C. HOLDINGS, INC. | -2470.0 | -109322.2 | USGA | Short | |
N/A | N/A | N/A | 16.0 | 499008.0 | USGA | N/A | |
015271109 | 015271109 | ALEXANDRIA REAL ESTATE EQUITIES, INC. | 3680.0 | 402592.0 | USGA | Long | |
009158106 | 009158106 | AIR PRODUCTS AND CHEMICALS, INC. | -3038.0 | -821930.9 | USGA | Short | |
CDS379352 | CDS379352 | N/A | -13019.797 | -1721.05 | USGA | N/A | |
3137FR3C3 | 3137FR3C3 | Freddie Mac | 965987.207 | 90802.99 | USGA | Long | |
98954M101 | 98954M101 | ZILLOW GROUP, INC. | 1329.0 | 52349.31 | USGA | Long | |
848637104 | 848637104 | SPLUNK INC. | 592.0 | 89711.68 | USGA | Long | |
67066G104 | 67066G104 | NVIDIA CORPORATION | -10667.0 | -4988955.9 | USGA | Short | |
92343E102 | 92343E102 | VERISIGN, INC. | 212.0 | 44986.4 | USGA | Long | |
156504300 | 156504300 | CENTURY COMMUNITIES, INC. | -1114.0 | -80363.96 | USGA | Short | |
651587107 | 651587107 | NewMarket Corporation | -301.0 | -159683.51 | USGA | Short | |
194162103 | 194162103 | COLGATE-PALMOLIVE COMPANY | 21981.0 | 1731443.37 | USGA | Long | |
29082HAB8 | 29082HAB8 | Embraer Netherlands Finance B.V. | 575000.0 | 566516.97 | NUSS | Long | |
49177J102 | 49177J102 | KENVUE INC. | 48354.0 | 988355.76 | NUSS | Long | |
62944T105 | 62944T105 | NVR, Inc. | -135.0 | -830977.65 | NUSS | Short | |
81282V100 | 81282V100 | SEAWORLD ENTERTAINMENT, INC. | -881.0 | -43080.9 | NUSS | Short | |
98585X104 | 98585X104 | YETI HOLDINGS, INC. | -3658.0 | -155977.12 | NUSS | Short | |
53115L104 | 53115L104 | LIBERTY ENERGY INC. | 4821.0 | 95696.85 | NUSS | Long | |
009066101 | 009066101 | AIRBNB, INC. | -8443.0 | -1066688.62 | NUSS | Short | |
146869102 | 146869102 | CARVANA CO. | -1033.0 | -32353.56 | NUSS | Short | |
55277P104 | 55277P104 | MGE ENERGY, INC. | 522.0 | 38497.5 | NUSS | Long | |
N/A | N/A | N/A | 4.0 | 368289.6 | NUSS | N/A | |
81619Q105 | 81619Q105 | SELECT MEDICAL HOLDINGS CORPORATION | 1118.0 | 25266.8 | NUSS | Long | |
N/A | N/A | N/A | 14.0 | 579880.0 | NUSS | N/A | |
60770K107 | 60770K107 | MODERNA, INC. | 3225.0 | 250582.5 | NUSS | Long | |
75888EAA6 | 75888EAA6 | REGATTA FUNDING LTD | 691413.0 | 686651.24 | CORP | Long | |
032654105 | 032654105 | ANALOG DEVICES, INC. | -2607.0 | -478071.66 | CORP | Short | |
054989AB4 | 054989AB4 | B.A.T CAPITAL CORPORATION | 158000.0 | 160874.85 | CORP | Long | |
384637104 | 384637104 | GRAHAM HOLDINGS COMPANY | -110.0 | -68986.5 | CORP | Short | |
49427F108 | 49427F108 | KILROY REALTY CORPORATION | 2249.0 | 74172.02 | CORP | Long | |
117043109 | 117043109 | BRUNSWICK CORPORATION | -2930.0 | -231089.1 | CORP | Short | |
N/A | N/A | N/A | 8.0 | 899068.8 | CORP | N/A | |
003CVR016 | 003CVR016 | N/A | 366.0 | 0.01 | CORP | Long | |
505336107 | 505336107 | LA-Z-BOY INCORPORATED | -1873.0 | -65910.87 | CORP | Short | |
855244109 | 855244109 | STARBUCKS CORPORATION | -24662.0 | -2448936.6 | CORP | Short | |
87043Q108 | 87043Q108 | Sweetgreen Inc | -3043.0 | -28634.63 | CORP | Short | |
636180101 | 636180101 | NATIONAL FUEL GAS COMPANY | 1190.0 | 60440.1 | CORP | Long | |
595017104 | 595017104 | MICROCHIP TECHNOLOGY INCORPORATED | -2184.0 | -182232.96 | CORP | Short | |
632307104 | 632307104 | NATERA, INC. | 1901.0 | 106360.95 | CORP | Long | |
36266G107 | 36266G107 | GE HEALTHCARE TECHNOLOGIES INC. | 3736.0 | 255766.56 | CORP | Long | |
02215L209 | 02215L209 | KINETIK HOLDINGS INC. | 895.0 | 32542.2 | CORP | Long | |
34959E109 | 34959E109 | FORTINET, INC. | 2457.0 | 129139.92 | CORP | Long | |
3135G03U5 | 3135G03U5 | Federal National Mortgage Association | 1300000.0 | 1225070.95 | USGA | Long | |
69047QAC6 | 69047QAC6 | OVINTIV INC. | 172000.0 | 171463.22 | CORP | Long | |
N/A | N/A | N/A | 15.0 | 555000.0 | CORP | N/A | |
09073M104 | 09073M104 | BIO-TECHNE CORPORATION | 2152.0 | 135360.8 | CORP | Long | |
053611109 | 053611109 | AVERY DENNISON CORPORATION | -946.0 | -183997.0 | CORP | Short | |
75009RAA1 | 75009RAA1 | RAD CLO LTD. | 500000.0 | 497596.5 | CORP | Long | |
74340W103 | 74340W103 | PROLOGIS, INC. | 21433.0 | 2463294.69 | CORP | Long | |
018522300 | 018522300 | ALLETE, INC. | 1014.0 | 56256.72 | CORP | Long | |
28414H103 | 28414H103 | ELANCO ANIMAL HEALTH INCORPORATED | 4345.0 | 51184.1 | CORP | Long | |
03957W106 | 03957W106 | ARCHROCK INC. | 4728.0 | 68508.72 | CORP | Long | |
67000B104 | 67000B104 | NOVANTA INC. | -223.0 | -32210.12 | CORP | Short | |
161631AS5 | 161631AS5 | CHASE MORTGAGE FINANCE CORPORATION | 70949.9344 | 31825.97 | CORP | Long | |
03753U106 | 03753U106 | APELLIS PHARMACEUTICALS, INC. | 992.0 | 53439.04 | CORP | Long | |
3134GXS47 | 3134GXS47 | Freddie Mac | 700000.0 | 688884.0 | USGA | Long | |
74340E103 | 74340E103 | Progyny Inc | 1026.0 | 35253.36 | USGA | Long | |
N/A | N/A | N/A | 8.0 | 435650.0 | USGA | N/A | |
35564KX87 | 35564KX87 | FREDDIE MAC STACR REMIC TRUST | 1326575.0 | 1373768.44 | USGA | Long | |
703481101 | 703481101 | PATTERSON-UTI ENERGY, INC. | 14107.0 | 165192.97 | USGA | Long | |
049560105 | 049560105 | ATMOS ENERGY CORPORATION | 1831.0 | 208386.11 | USGA | Long | |
16411R208 | 16411R208 | CHENIERE ENERGY, INC. | 8232.0 | 1499458.8 | USGA | Long | |
90346E103 | 90346E103 | U.S. SILICA HOLDINGS, INC. | 3124.0 | 35238.72 | USGA | Long | |
277432100 | 277432100 | EASTMAN CHEMICAL COMPANY | -1414.0 | -118535.62 | USGA | Short | |
69047Q102 | 69047Q102 | OVINTIV INC. | 8472.0 | 375648.48 | USGA | Long | |
3137BYRV4 | 3137BYRV4 | Freddie Mac | 895397.5545 | 91358.13 | USGA | Long | |
CDS783611 | CDS783611 | N/A | -1859.9706 | -245.86 | USGA | N/A | |
036752103 | 036752103 | ELEVANCE HEALTH, INC. | 2406.0 | 1153652.94 | USGA | Long | |
N/A | N/A | BRK: MORGAN STANLEY | 1230000.0 | 93619.08 | USGA | N/A | |
N/A | N/A | BRK: MORGAN STANLEY | 1240000.0 | 50976.18 | USGA | N/A | |
92343VEA8 | 92343VEA8 | VERIZON COMMUNICATIONS INC. | 522000.0 | 488047.27 | CORP | Long | |
651639106 | 651639106 | NEWMONT CORPORATION | -14144.0 | -568447.36 | CORP | Short | |
05525BAL4 | 05525BAL4 | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST | 395000.0 | 272091.56 | CORP | Long | |
654744AC5 | 654744AC5 | NISSAN MOTOR CO., LTD. | 1034000.0 | 965219.59 | NUSS | Long | |
12653C108 | 12653C108 | CNX RESOURCES CORPORATION | 5617.0 | 117170.62 | NUSS | Long | |
146229109 | 146229109 | CARTER'S, INC. | -1706.0 | -116332.14 | NUSS | Short | |
654106103 | 654106103 | NIKE, INC. | -51193.0 | -5645052.11 | NUSS | Short | |
87165BAS2 | 87165BAS2 | SYNCHRONY FINANCIAL | 292000.0 | 282181.93 | CORP | Long | |
929236107 | 929236107 | WD-40 COMPANY | 260.0 | 62888.8 | CORP | Long | |
G9087Q102 | G9087Q102 | TRONOX HOLDINGS PLC | -2453.0 | -31275.75 | CORP | Short | |
955306105 | 955306105 | WEST PHARMACEUTICAL SERVICES, INC. | 770.0 | 270085.2 | CORP | Long | |
07274EAH6 | 07274EAH6 | BAYER US FINANCE LLC | 207000.0 | 207521.05 | CORP | Long | |
88025U109 | 88025U109 | 10X Genomics Inc | 1298.0 | 56488.96 | CORP | Long | |
05369AAK7 | 05369AAK7 | AVIATION CAPITAL GROUP LLC | 406000.0 | 370328.93 | CORP | Long | |
N14506104 | N14506104 | Elastic N.V. | 725.0 | 58261.0 | CORP | Long | |
N/A | N/A | LME ZINC FUTURE DEC23 | 14.0 | 866162.5 | CORP | N/A | |
075887109 | 075887109 | BECTON, DICKINSON AND COMPANY | 2804.0 | 662248.72 | CORP | Long | |
411707AH5 | 411707AH5 | HARDEES FUNDING LLC | 258755.02 | 224108.76 | CORP | Long | |
49338L103 | 49338L103 | KEYSIGHT TECHNOLOGIES, INC. | -901.0 | -122436.89 | CORP | Short | |
71844V201 | 71844V201 | PHILLIPS EDISON & COMPANY, INC. | 2364.0 | 83307.36 | CORP | Long | |
172755100 | 172755100 | CIRRUS LOGIC, INC. | -446.0 | -33855.86 | CORP | Short | |
222795502 | 222795502 | COUSINS PROPERTIES INCORPORATED | 2881.0 | 59118.12 | CORP | Long | |
96042XAB1 | 96042XAB1 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST | 768523.6296 | 767169.88 | CORP | Long | |
501683AA4 | 501683AA4 | LAD AUTO RECEIVABLES TRUST | 98588.9314 | 97201.51 | CORP | Long | |
05608BAL4 | 05608BAL4 | BX TRUST | 151698.0 | 148748.22 | CORP | Long | |
81762P102 | 81762P102 | SERVICENOW, INC. | 793.0 | 543791.82 | CORP | Long | |
013872106 | 013872106 | ALCOA CORPORATION | -1754.0 | -47112.44 | CORP | Short | |
912797HZ3 | 912797HZ3 | United States of America | 8500000.0 | 8442680.51 | UST | Long | |
63875FAA4 | 63875FAA4 | NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST | 293854.018 | 265661.19 | UST | Long | |
784730103 | 784730103 | SSR MINING INC. | -4274.0 | -50433.2 | UST | Short | |
761624105 | 761624105 | REX AMERICAN RESOURCES CORPORATION | 1118.0 | 54804.36 | UST | Long | |
N/A | N/A | N/A | 87.0 | 8374837.5 | UST | N/A | |
90184D100 | 90184D100 | Twist Bioscience Corp | 1247.0 | 29990.35 | UST | Long | |
91282CEL1 | 91282CEL1 | United States of America | 4900000.0 | 4898484.43 | UST | Long | |
N/A | N/A | N/A | 12.0 | 906300.0 | UST | N/A | |
11135F101 | 11135F101 | BROADCOM INC. | -1844.0 | -1707046.12 | UST | Short | |
69349H107 | 69349H107 | PNM RESOURCES, INC. | 1254.0 | 52128.78 | UST | Long | |
N/A | N/A | BRK: MORGAN STANLEY | 1833000.0 | 80698.16 | UST | N/A | |
703343103 | 703343103 | PATRICK INDUSTRIES, INC. | -1696.0 | -139139.84 | UST | Short | |
023436108 | 023436108 | AMEDISYS, INC. | 307.0 | 28729.06 | UST | Long | |
N/A | N/A | N/A | 16.0 | 499680.0 | UST | N/A | |
60855R100 | 60855R100 | MOLINA HEALTHCARE, INC. | 586.0 | 214218.16 | UST | Long | |
749685103 | 749685103 | RPM INTERNATIONAL INC. | -1429.0 | -147086.97 | UST | Short | |
N/A | N/A | Summer (BC) Holdco B S.a r.l. | 226000.0 | 233888.34 | NUSS | Long | |
05464T104 | 05464T104 | AXSOME THERAPEUTICS, INC. | 335.0 | 22595.75 | NUSS | Long | |
N72482123 | N72482123 | Qiagen N.V. | 2765.0 | 113807.4 | NUSS | Long | |
440452100 | 440452100 | HORMEL FOODS CORPORATION | 7441.0 | 227620.19 | NUSS | Long | |
91282CHS3 | 91282CHS3 | United States of America | 7600000.0 | 7595055.52 | UST | Long | |
N/A | N/A | N/A | 42.0 | 5388600.0 | UST | N/A | |
092113109 | 092113109 | BLACK HILLS CORPORATION | 1891.0 | 97556.69 | UST | Long | |
88162F105 | 88162F105 | TETRA TECHNOLOGIES, INC. | 8300.0 | 39176.0 | UST | Long | |
902494103 | 902494103 | TYSON FOODS, INC. | 6944.0 | 325256.96 | UST | Long | |
G39387108 | G39387108 | GLOBALFOUNDRIES INC. | -614.0 | -32965.66 | UST | Short | |
25754A201 | 25754A201 | DOMINO'S PIZZA, INC. | -690.0 | -271094.1 | UST | Short | |
65336K103 | 65336K103 | NEXSTAR MEDIA GROUP, INC. | -520.0 | -73803.6 | UST | Short | |
84860W300 | 84860W300 | SPIRIT REALTY CAPITAL, INC. | 2845.0 | 117498.5 | UST | Long | |
88732JBD9 | 88732JBD9 | TIME WARNER CABLE, LLC | 245000.0 | 181305.44 | CORP | Long | |
N3144W105 | N3144W105 | Expro Group Holdings N.V. | 3376.0 | 52496.8 | CORP | Long | |
26875P101 | 26875P101 | EOG RESOURCES, INC. | 20198.0 | 2485767.86 | CORP | Long | |
56117J100 | 56117J100 | MALIBU BOATS, INC. | -818.0 | -36188.32 | CORP | Short | |
64016NAE7 | 64016NAE7 | NEIGHBORLY ISSUER LLC | 780105.0 | 763907.68 | CORP | Long | |
679295105 | 679295105 | OKTA, INC. | 690.0 | 46264.5 | CORP | Long | |
336433107 | 336433107 | FIRST SOLAR, INC. | -501.0 | -79047.78 | CORP | Short | |
637417106 | 637417106 | NNN REIT, INC. | 3891.0 | 158052.42 | CORP | Long | |
63633D104 | 63633D104 | NATIONAL HEALTH INVESTORS, INC. | 973.0 | 52794.98 | CORP | Long | |
297602104 | 297602104 | ETHAN ALLEN INTERIORS INC. | -929.0 | -24934.36 | CORP | Short | |
459506101 | 459506101 | INTERNATIONAL FLAVORS & FRAGRANCES INC. | -2830.0 | -213325.4 | CORP | Short | |
80290CAS3 | 80290CAS3 | SANTANDER BANK, N.A. | 328701.2355 | 325377.64 | CORP | Long | |
N/A | N/A | N/A | 3.0 | 337150.8 | CORP | N/A | |
58506Q109 | 58506Q109 | MEDPACE HOLDINGS, INC. | 203.0 | 54956.16 | CORP | Long | |
912797FU6 | 912797FU6 | United States of America | 9000000.0 | 8982932.04 | UST | Long | |
29003EAA3 | 29003EAA3 | ELMWOOD CLO | 988226.0 | 987681.49 | CORP | Long | |
127097103 | 127097103 | Coterra Energy Inc. | 25780.0 | 676725.0 | CORP | Long | |
871829107 | 871829107 | SYSCO CORPORATION | 13288.0 | 958994.96 | CORP | Long | |
N53745100 | N53745100 | LyondellBasell Industries N.V. | -3231.0 | -307268.1 | CORP | Short | |
09857L108 | 09857L108 | BOOKING HOLDINGS INC. | -784.0 | -2450548.8 | CORP | Short | |
N/A | N/A | Svenska Handelsbanken AB | 600000.0 | 470872.8 | NUSS | Long | |
29249BAA3 | 29249BAA3 | ENA MASTER TRUST | 269000.0 | 185610.0 | NUSS | Long | |
917047102 | 917047102 | URBAN OUTFITTERS, INC. | -1115.0 | -39805.5 | NUSS | Short | |
N/A | N/A | N/A | -6947250.0 | -6947250.0 | NUSS | Short | |
00206RCP5 | 00206RCP5 | AT&T INC. | 145000.0 | 131260.79 | CORP | Long | |
Y8565N300 | Y8565N300 | TEEKAY TANKERS LTD. | 1006.0 | 49988.14 | CORP | Long | |
N/A | N/A | N/A | 49.0 | 1465100.0 | CORP | N/A | |
03027X100 | 03027X100 | AMERICAN TOWER CORPORATION | 10363.0 | 2163587.14 | CORP | Long | |
G7738W106 | G7738W106 | SFL CORPORATION LTD. | 4346.0 | 49370.56 | CORP | Long | |
91282CHU8 | 91282CHU8 | United States of America | 1200000.0 | 1195546.87 | UST | Long | |
70975L107 | 70975L107 | PENUMBRA, INC. | 408.0 | 90612.72 | UST | Long | |
92240M108 | 92240M108 | VECTOR GROUP LTD. | 2517.0 | 26957.07 | UST | Long | |
N/A | N/A | N/A | 15.0 | 3085800.0 | UST | N/A | |
N/A | N/A | N/A | 27.0 | 1864012.5 | UST | N/A | |
74276R102 | 74276R102 | Privia Health Group Inc | 2692.0 | 55616.72 | UST | Long | |
253393102 | 253393102 | DICK'S SPORTING GOODS, INC. | -860.0 | -111886.0 | UST | Short | |
46116X101 | 46116X101 | Intra-Cellular Therapies Inc | 779.0 | 47807.23 | UST | Long | |
N/A | N/A | N/A | 19.0 | 1437920.0 | UST | N/A | |
67098H104 | 67098H104 | O-I GLASS, INC. | -1954.0 | -28841.04 | UST | Short | |
30212W100 | 30212W100 | eXp World Holdings Inc | 1347.0 | 16312.17 | UST | Long | |
460146103 | 460146103 | INTERNATIONAL PAPER COMPANY | -3980.0 | -147021.2 | UST | Short | |
750917106 | 750917106 | RAMBUS INC. | -517.0 | -34985.39 | UST | Short | |
875465106 | 875465106 | Tanger Inc. | 1732.0 | 43230.72 | UST | Long | |
014491104 | 014491104 | ALEXANDER & BALDWIN, INC. | 2292.0 | 38391.0 | UST | Long | |
165167735 | 165167735 | CHESAPEAKE ENERGY CORPORATION | 4196.0 | 336980.76 | UST | Long | |
N/A | N/A | N/A | 3.0 | 327159.0 | UST | N/A | |
20754AAB9 | 20754AAB9 | CONNECTICUT AVENUE SECURITIES | 303954.0 | 300178.28 | UST | Long | |
9128282L3 | 9128282L3 | United States of America | 162884800.0 | 191748627.28 | USGA | Long | |
16359R103 | 16359R103 | CHEMED CORPORATION | 134.0 | 75978.0 | USGA | Long | |
681936100 | 681936100 | OMEGA HEALTHCARE INVESTORS, INC. | 5474.0 | 173799.5 | USGA | Long | |
566330106 | 566330106 | THE MARCUS CORPORATION | 2116.0 | 29433.56 | USGA | Long | |
918090101 | 918090101 | UTZ BRANDS, INC. | 2706.0 | 35746.26 | USGA | Long | |
CDS858152 | CDS858152 | N/A | -14879.775 | -1966.92 | USGA | N/A | |
457187102 | 457187102 | INGREDION INCORPORATED | 1790.0 | 183457.1 | USGA | Long | |
554382101 | 554382101 | THE MACERICH COMPANY | 4311.0 | 49447.17 | USGA | Long | |
902613BE7 | 902613BE7 | UBS Group AG | 215000.0 | 227884.09 | NUSS | Long | |
537008104 | 537008104 | LITTELFUSE, INC. | -120.0 | -27936.0 | NUSS | Short | |
931427108 | 931427108 | WALGREENS BOOTS ALLIANCE, INC. | 19613.0 | 391083.22 | NUSS | Long | |
405217100 | 405217100 | THE HAIN CELESTIAL GROUP, INC. | 2210.0 | 23359.7 | NUSS | Long | |
N/A | N/A | LME ZINC FUTURE MAR24 | 42.0 | 2601637.5 | NUSS | N/A | |
116794108 | 116794108 | BRUKER CORPORATION | 1110.0 | 72249.9 | NUSS | Long | |
207942AA1 | 207942AA1 | CONNECTICUT AVENUE SECURITIES | 1003386.642 | 1009023.97 | NUSS | Long | |
558256103 | 558256103 | Madison Square Garden Entertainment Corp | 671.0 | 20317.88 | NUSS | Long | |
032095101 | 032095101 | AMPHENOL CORPORATION | -2765.0 | -251587.35 | NUSS | Short | |
023608102 | 023608102 | AMEREN CORPORATION | 3747.0 | 290729.73 | NUSS | Long | |
819047101 | 819047101 | SHAKE SHACK INC. | -703.0 | -42573.68 | NUSS | Short | |
N/A | N/A | N/A | 45.0 | 4112262.0 | NUSS | N/A | |
238337109 | 238337109 | DAVE & BUSTER'S ENTERTAINMENT, INC. | -1072.0 | -43994.88 | NUSS | Short | |
054540208 | 054540208 | AXCELIS TECHNOLOGIES, INC. | -206.0 | -25601.68 | NUSS | Short | |
07877GAC3 | 07877GAC3 | BELLEMEADE RE LTD. | 186769.4042 | 187232.74 | NUSS | Long | |
012653101 | 012653101 | ALBEMARLE CORPORATION | -1490.0 | -180692.3 | NUSS | Short | |
26603R106 | 26603R106 | Duolingo Inc | -627.0 | -133105.83 | NUSS | Short | |
N/A | N/A | N/A | 450.0 | 4500.0 | NUSS | N/A | |
554489104 | 554489104 | VERIS RESIDENTIAL, INC. | 1495.0 | 21662.55 | NUSS | Long | |
808513BK0 | 808513BK0 | THE CHARLES SCHWAB CORPORATION | 583000.0 | 501907.0 | CORP | Long | |
05379B107 | 05379B107 | AVISTA CORPORATION | 1329.0 | 45119.55 | CORP | Long | |
68268NAG8 | 68268NAG8 | ONEOK PARTNERS, L.P. | 54000.0 | 53521.63 | CORP | Long | |
98980L101 | 98980L101 | ZOOM VIDEO COMMUNICATIONS, INC. | 1198.0 | 81260.34 | CORP | Long | |
689648103 | 689648103 | Otter Tail Corporation | 447.0 | 34110.57 | CORP | Long | |
N/A | N/A | N/A | 11.0 | 1005219.6 | CORP | N/A | |
03209R103 | 03209R103 | AMPHASTAR PHARMACEUTICALS INC | 518.0 | 29173.76 | CORP | Long | |
40434L105 | 40434L105 | HP INC. | -5039.0 | -147844.26 | CORP | Short | |
N/A | N/A | N/A | -1392000.0 | -1392000.0 | CORP | Short | |
N/A | N/A | N/A | 54.0 | 3711420.0 | CORP | N/A | |
674599105 | 674599105 | OCCIDENTAL PETROLEUM CORPORATION | 24224.0 | 1432849.6 | CORP | Long | |
626755102 | 626755102 | MURPHY USA INC. | -272.0 | -100517.6 | CORP | Short | |
07876XAA1 | 07876XAA1 | BELLEMEADE RE LTD. | 678341.0 | 677546.93 | CORP | Long | |
N/A | N/A | N/A | 12.0 | 813375.0 | CORP | N/A | |
302491303 | 302491303 | FMC CORPORATION | -1335.0 | -71636.1 | CORP | Short | |
292104106 | 292104106 | EMPIRE STATE REALTY TRUST, INC. | 5170.0 | 46323.2 | CORP | Long | |
81725T100 | 81725T100 | SENSIENT TECHNOLOGIES CORPORATION | -772.0 | -44729.68 | CORP | Short | |
65473P105 | 65473P105 | NISOURCE INC. | 5234.0 | 134199.76 | CORP | Long | |
G9460G101 | G9460G101 | Valaris Limited | 2107.0 | 144540.2 | CORP | Long | |
Y2106R110 | Y2106R110 | Dorian LPG Ltd. | 1557.0 | 65954.52 | CORP | Long | |
N/A | N/A | N/A | 31.0 | 964410.0 | CORP | N/A | |
115637100 | 115637100 | BROWN-FORMAN CORPORATION | 1163.0 | 70047.49 | CORP | Long | |
12685J105 | 12685J105 | CABLE ONE, INC. | -91.0 | -48419.28 | CORP | Short | |
005098108 | 005098108 | ACUSHNET HOLDINGS CORP. | -1361.0 | -76896.5 | CORP | Short | |
36261CAE1 | 36261CAE1 | N/A | 23000.0 | 21287.55 | USGA | Long | |
194014502 | 194014502 | ENOVIS CORPORATION | 895.0 | 44266.7 | USGA | Long | |
037833100 | 037833100 | APPLE INC. | -38495.0 | -7312125.25 | USGA | Short | |
74051N102 | 74051N102 | PREMIER, INC. | 2004.0 | 41262.36 | USGA | Long | |
531229789 | 531229789 | LIBERTY SIRIUS XM | -2419.0 | -65288.81 | USGA | Short | |
053332102 | 053332102 | AUTOZONE, INC. | -266.0 | -694241.38 | USGA | Short | |
58470H101 | 58470H101 | MEDIFAST, INC. | 238.0 | 15798.44 | USGA | Long | |
30331GAC5 | 30331GAC5 | FHF TRUST | 420515.75 | 416731.44 | USGA | Long | |
24906P109 | 24906P109 | DENTSPLY SIRONA INC. | 1927.0 | 61182.25 | USGA | Long | |
30034T103 | 30034T103 | EVERI HOLDINGS INC. | -1976.0 | -20649.2 | USGA | Short |