SEI INSTITUTIONAL INVESTMENTS TRUST date 2023-11-30

Filling information for fund SEI INSTITUTIONAL INVESTMENTS TRUST as Treemap, fund includes 1548 total holdings based on latest SEC fillings.

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Details
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