0001752724-22-015917.txt : 20220127
0001752724-22-015917.hdr.sgml : 20220127
20220127162447
ACCESSION NUMBER: 0001752724-22-015917
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211130
FILED AS OF DATE: 20220127
PERIOD START: 20220531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SEI INSTITUTIONAL INVESTMENTS TRUST
CENTRAL INDEX KEY: 0000939934
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07257
FILM NUMBER: 22563490
BUSINESS ADDRESS:
STREET 1: 1 FREEDOM VALLEY DRIVE
CITY: OAK
STATE: PA
ZIP: 19456
BUSINESS PHONE: 610 676-3097
MAIL ADDRESS:
STREET 1: 1 FREEDOM VALLEY DRIVE
CITY: OAK
STATE: PA
ZIP: 19456
0000939934
S000033123
SIIT Multi-Asset Real Return Fund
C000102014
SIIT Multi-Asset Real Return Fund - Class A
SEIAX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000939934
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S000033123
C000102014
SEI INSTITUTIONAL INVESTMENTS TRUST
811-07257
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ONE FREEDOM VALLEY DRIVE
OAKS
19456
8003425734
SIIT MULTI-ASSET REAL RETURN FUND
S000033123
RLBJSW7LJOPG225GSL87
2022-05-31
2021-11-30
N
1025466046.09
274342807.73
751123238.36
0.00000000
147593400.56000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
108025747.88000000
USD
N
N/A
N/A
Credit Default Swap
CDS316815
-28999.15000000
NC
USD
-7925.05000000
-0.00105509317
N/A
DCR
XX
N
2
BRK: DEUTSCHE BANK
N/A
Y
2049-12-31
0.00000000
USD
-1472.02000000
USD
-28999.15000000
USD
-6453.03000000
N
N
N
BBCMS TRUST
N/A
BBCMS 2020-BID MORTGAGE TRUST BBCMS 2020-BID A
05493BAA6
710000.00000000
PA
USD
710223.15000000
0.094554809880
Long
ABS-MBS
US
Y
2
2037-10-15
Floating
2.22999840
N
N
N
N
N
N
PAR PACIFIC HOLDINGS, INC.
549300BTNS7MHSHRLR55
PAR PACIFIC HOLDINGS INC COMMON STOCK
69888T207
2977.00000000
NS
USD
40308.58000000
0.005366440277
Long
EC
US
N
1
N
N
N
PATRIMONIO EN FIDEICOMISO D.S 093-2002-EF - INRETAIL CONSUMER
254900BI1YXHZ31NSP51
INRETAIL CONSUMER 144A 3.250000% 03/22/2028
45790TAB1
270000.00000000
PA
USD
264381.30000000
0.035198125487
Long
DBT
NUSS
PE
N
2
2028-03-22
Fixed
3.25000000
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2010-C1 MORTGAGE TRUST COMM 2010-C1 D
12622DAK0
690000.00000000
PA
USD
698709.80000000
0.093021992173
Long
ABS-MBS
US
N
2
2046-07-10
Floating
5.94199440
N
N
N
N
N
N
MIDDLESEX WATER COMPANY
N/A
MIDDLESEX WATER CO COMMON STOCK
596680108
200.00000000
NS
USD
20608.00000000
0.002743624341
Long
EC
US
N
1
N
N
N
BRK: SOCIETE GENERALE
N/A
BRK: SOCIETE GENERALE REF: BLOOMBERG COMMODITY INDEX TOTAL RETURN
TX9394125
4475.10510000
NC
USD
-165942.11000000
-0.02209252776
N/A
DE
US
N
2
BRK: SOCIETE GENERALE
N/A
Y
2021-12-21
0.00000000
USD
0.00000000
USD
-2495602.17000000
USD
-165942.11000000
N
N
N
HUBSPOT, INC.
529900BLNVEW0MVKJB37
HUBSPOT INC COMMON STOCK
443573100
100.00000000
NS
USD
80691.00000000
0.010742711166
Long
EC
US
N
1
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA PLC- CL A COMMON STOCK
G7709Q104
2100.00000000
NS
USD
83517.00000000
0.011118947695
Long
EC
US
N
1
N
N
N
BRK: J.P. MORGAN CHASE
N/A
BRK: J.P. MORGAN CHASE PAY: 3-MONTH SEK - STIBOR
N/A
170000000.00000000
NC
-250311.96000000
-0.03332501874
N/A
DIR
XX
N
2
BRK: J.P. MORGAN CHASE
N/A
Y
2024-08-30
0.00000000
SEK
0.00000000
SEK
-170000000.00000000
SEK
-250311.96000000
N
N
N
NUVASIVE, INC.
549300C5ZB4NZ6TWM881
NUVASIVE INC COMMON STOCK
670704105
400.00000000
NS
USD
19224.00000000
0.002559366961
Long
EC
US
N
1
N
N
N
ROKU, INC.
549300KR6ITU0YIR1T71
ROKU INC COMMON STOCK
77543R102
563.00000000
NS
USD
128144.43000000
0.017060373512
Long
EC
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC STACR REMIC TRUST 2021-DNA5 STACR 2021-DNA5 M2
35564KHE2
260026.00000000
PA
USD
261360.64000000
0.034795973104
Long
DBT
USGA
US
N
2
2034-01-25
Floating
1.69967160
N
N
N
N
N
N
NEW JERSEY RESOURCES CORPORATION
549300QKBSQBIX4DQ583
NEW JERSEY RESOURCES CORP COMMON STOCK
646025106
1300.00000000
NS
USD
47814.00000000
0.006365666452
Long
EC
US
N
1
N
N
N
INSTALLED BUILDING PRODUCTS, INC.
549300I95Y9P9YM5FI86
INSTALLED BUILDING PRODUCTS COMMON STOCK
45780R101
-422.00000000
NS
USD
-54475.98000000
-0.00725260213
Short
EC
US
N
1
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 COMMON STOCK
718546104
19089.00000000
NS
USD
1320386.13000000
0.175788214578
Long
EC
US
N
1
N
N
N
TAKE-TWO INTERACTIVE SOFTWARE, INC.
BOMSTHHJK882EWYX3334
TAKE-TWO INTERACTIVE SOFTWRE COMMON STOCK
874054109
559.00000000
NS
USD
92726.92000000
0.012345100679
Long
EC
US
N
1
N
N
N
HELMERICH & PAYNE, INC.
254900NAOGHJ88RZ4C73
HELMERICH & PAYNE COMMON STOCK
423452101
5212.00000000
NS
USD
117009.40000000
0.015577923039
Long
EC
US
N
1
N
N
N
VISTEON CORPORATION
549300MOVLYHRW4GGW78
VISTEON CORP COMMON STOCK
92839U206
-927.00000000
NS
USD
-98187.84000000
-0.01307213450
Short
EC
US
N
1
N
N
N
CDW CORPORATION
9845001B052ABF0B6755
CDW CORP/DE COMMON STOCK
12514G108
-683.00000000
NS
USD
-129332.88000000
-0.01721859654
Short
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS857120
264000.00000000
NC
USD
25098.64000000
0.003341480960
N/A
DCR
XX
N
2
BRK: CITIGROUP
N/A
Y
2058-09-17
17127.55000000
USD
0.00000000
USD
264000.00000000
USD
7971.09000000
N
N
N
THE KRAFT HEINZ COMPANY
N/A
KRAFT HEINZ CO/THE COMMON STOCK
500754106
15139.00000000
NS
USD
508821.79000000
0.067741452269
Long
EC
US
N
1
N
N
N
NEXTIER OILFIELD SOLUTIONS INC.
529900L27H2D4QT0IT24
NEXTIER OILFIELD SOLUTIONS I COMMON STOCK
65290C105
8900.00000000
NS
USD
32040.00000000
0.004265611601
Long
EC
US
N
1
N
N
N
AVALONBAY COMMUNITIES, INC.
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUNITIES INC REIT
053484101
1752.00000000
NS
USD
418500.24000000
0.055716587988
Long
EC
US
N
1
N
N
N
BIOGEN INC.
W8J5WZB5IY3K0NDQT671
BIOGEN INC COMMON STOCK
09062X103
1031.00000000
NS
USD
243047.94000000
0.032357931107
Long
EC
US
N
1
N
N
N
PARK HOTELS & RESORTS INC.
5493005UZ5TQN0H6HS73
PARK HOTELS & RESORTS INC REIT
700517105
3709.00000000
NS
USD
61717.76000000
0.008216728873
Long
EC
US
N
1
N
N
N
N/A
N/A
LEAN HOGS FUTURE FEB22 PHYSICAL COMMODITY FUTURE.
N/A
-45.00000000
NC
USD
-1439550.00000000
-0.19165297070
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Hogs
LEAN HOGS FUTURE(Consolidated) Feb 2022
2022-02-17
-1472119.36000000
USD
32569.36000000
N
N
N
NATIONAL VISION HOLDINGS, INC.
549300JHURCBLI5ROA42
NATIONAL VISION HOLDINGS INC COMMON STOCK
63845R107
-700.00000000
NS
USD
-33628.00000000
-0.00447702830
Short
EC
US
N
1
N
N
N
U.S. BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP 5.300000% MATURITY: PERPETUAL
902973AZ9
408000.00000000
PA
USD
437478.00000000
0.058243172046
Long
DBT
CORP
US
N
2
2170-04-15
Fixed
5.30000000
N
N
N
N
N
N
TRIANGLE RE LTD
N/A
TRAINGLE RE 2020-1 LTD TMIR 2020-1 M1B
89600MAB4
1230790.00000000
PA
USD
1232099.81000000
0.164034308496
Long
ABS-MBS
BM
Y
2
2030-10-25
Floating
3.99162960
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2020-89 KI
3136BCF21
4012944.81180000
PA
USD
593147.75000000
0.078968100001
Long
DBT
USGA
US
N
2
2050-12-25
Fixed
4.00000000
N
N
N
N
N
N
DELEK US HOLDINGS, INC.
5493003O53JMENV1N385
DELEK US HOLDINGS INC COMMON STOCK
24665A103
2782.00000000
NS
USD
43621.76000000
0.005807537002
Long
EC
US
N
1
N
N
N
THE CHEMOURS COMPANY
549300M1BOLNXL8DOV14
CHEMOURS CO/THE COMMON STOCK
163851108
-1900.00000000
NS
USD
-56430.00000000
-0.00751274852
Short
EC
US
N
1
N
N
N
LB-UBS COMMERCIAL MORTGAGE TRUST
N/A
LB-UBS COMMERCIAL MORTGAGE TRUST 2006-C6 LBUBS 2006-C6 AJ
50179MAH4
84382.63560000
PA
USD
38108.55000000
0.005073541604
Long
ABS-MBS
US
N
2
2039-09-15
Fixed
5.45200000
N
N
N
N
N
N
CIGNA CORPORATION
549300VIWYMSIGT1U456
CIGNA CORP COMMON STOCK
125523100
2539.00000000
NS
USD
487234.10000000
0.064867397933
Long
EC
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP MTN VARIABLE RATE 08/05/2022
3134GTS87
2500000.00000000
PA
USD
2501733.13000000
0.333065601253
Long
DBT
USGA
US
N
2
2022-08-05
Floating
0.18000000
N
N
N
N
N
N
ATLASSIAN CORPORATION PLC
549300AGBII4MWBVJY22
ATLASSIAN CORP PLC-CLASS A COMMON STOCK
G06242104
322.00000000
NS
USD
121175.04000000
0.016132511126
Long
EC
US
N
1
N
N
N
RENT-A-CENTER, INC.
529900QUHE15UQNCCJ63
RENT-A-CENTER INC COMMON STOCK
76009N100
-800.00000000
NS
USD
-35336.00000000
-0.00470442108
Short
EC
US
N
1
N
N
N
VICI PROPERTIES INC.
254900RKH6RY9KCJQH63
VICI PROPERTIES INC REIT
925652109
9063.00000000
NS
USD
246513.60000000
0.032819328095
Long
EC
US
N
1
N
N
N
ENTEGRIS, INC.
IYX6OWO7BT5DKO3BYG52
ENTEGRIS INC COMMON STOCK
29362U104
-500.00000000
NS
USD
-73040.00000000
-0.00972410335
Short
EC
US
N
1
N
N
N
AMERICOLD REALTY TRUST
549300R7N1V5YV8MWH02
AMERICOLD REALTY TRUST REIT
03064D108
4983.00000000
NS
USD
162645.12000000
0.021653586481
Long
EC
US
N
1
N
N
N
WHIRLPOOL CORPORATION
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP COMMON STOCK
963320106
-1694.00000000
NS
USD
-368851.56000000
-0.04910666334
Short
EC
US
N
1
N
N
N
LIMA METRO LINE 2 FINANCE LIMITED
5493009BVQNQT1UKQ352
LIMA METRO LINE 2 FINANCE LTD 5.875000% 07/05/2034
G54897AA4
237658.76400000
PA
USD
270933.37000000
0.036070428414
Long
DBT
NUSS
PE
N
2
2034-07-05
Fixed
5.87500000
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
CDS894577
-534984.36000000
NC
USD
-146203.42000000
-0.01946463809
N/A
DCR
XX
N
2
BRK: J.P. MORGAN CHASE
N/A
Y
2063-05-11
0.00000000
USD
-62656.64000000
USD
-534984.36000000
USD
-83546.78000000
N
N
N
CHIPOTLE MEXICAN GRILL, INC.
N/A
CHIPOTLE MEXICAN GRILL INC COMMON STOCK
169656105
-414.00000000
NS
USD
-680371.74000000
-0.09058057389
Short
EC
US
N
1
N
N
N
NEXTGEN HEALTHCARE, INC.
N/A
NEXTGEN HEALTHCARE INC COMMON STOCK
65343C102
2384.00000000
NS
USD
36952.00000000
0.004919565540
Long
EC
US
N
1
N
N
N
RADNOR RE/ESSENT
N/A
RADNOR RE 2020-2 LTD RMIR 2020-2 M1C
75049UAC2
320815.27610000
PA
USD
321223.00000000
0.042765685255
Long
ABS-MBS
US
Y
2
2030-10-25
Floating
4.69163160
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY FRN VARIABLE RATE 07/31/2022
91282CAA9
7100000.00000000
PA
USD
7101942.77000000
0.945509659041
Long
SN
UST
US
N
2
2022-07-31
Floating
0.10500480
N
N
N
N
N
N
TESLA, INC.
54930043XZGB27CTOV49
TESLA INC COMMON STOCK
88160R101
-4944.00000000
NS
USD
-5659693.44000000
-0.75349731588
Short
EC
US
N
1
N
N
N
TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD.
5493001VEV2XTJIBZH31
TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD 144A 3.250000% 08/15/2030
88034QAC1
255000.00000000
PA
USD
251297.40000000
0.033456214262
Long
DBT
NUSS
KZ
N
2
2030-08-15
Fixed
3.25000000
N
N
N
N
N
N
MESA LABORATORIES, INC.
549300ZCG738WLX8ZW79
MESA LABORATORIES INC COMMON STOCK
59064R109
98.00000000
NS
USD
30261.42000000
0.004028822229
Long
EC
US
N
1
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO MATURITY: PERPETUAL
46625HHA1
291000.00000000
PA
USD
291351.39000000
0.038788759969
Long
DBT
CORP
US
N
2
2170-10-30
Floating
3.59862840
N
N
N
N
N
N
NELNET PRIVATE EDUCATION LOAN TRUST
N/A
NELNET STUDENT LOAN TRUST 2021-D NSLT 2021-DA AFX
64034YAB7
275000.00000000
PA
USD
274004.94000000
0.036479358646
Long
ABS-MBS
US
Y
2
2062-04-20
Fixed
1.63000000
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING GROEP NV 6.875000% MATURITY: PERPETUAL
N/A
725000.00000000
PA
USD
737117.65000000
0.098135380767
Long
DBT
NUSS
NL
N
2
2170-04-16
Fixed
6.87500000
N
N
N
Y
Y
ING Groep N.V.
INGA 6.875 PERP
EUR
XXXX
N
N
N
Biohaven Pharmaceutical Holding Company Ltd
5299007STZTNN32O9920
BIOHAVEN PHARMACEUTICAL HOLD COMMON STOCK
G11196105
500.00000000
NS
USD
56120.00000000
0.007471477000
Long
EC
US
N
1
N
N
N
PAYCHEX, INC.
529900K900DW6SUBM174
PAYCHEX INC COMMON STOCK
704326107
971.00000000
NS
USD
115743.20000000
0.015409348837
Long
EC
US
N
1
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA 144A 2.871000% 04/19/2032
09659W2P8
687000.00000000
PA
USD
696512.73000000
0.092729487576
Long
DBT
NUSS
FR
N
2
2032-04-19
Fixed
2.87100000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD.
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK
V7780T103
-3553.00000000
NS
USD
-248070.46000000
-0.03302659900
Short
EC
US
N
1
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
N/A
FEDERAL FARM CREDIT BANK VARIABLE RATE 05/08/2023
3133ELYS7
7400000.00000000
PA
USD
7438519.59000000
0.990319458926
Long
DBT
USGA
US
N
2
2023-05-08
Floating
0.42999840
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORPORATION TRUST
N/A
GS MORTGAGE SECURITIES CORP TRUST 2019-BOCA GSMS 2019-BOCA A
36256QAA5
1039177.00000000
PA
USD
1038539.15000000
0.138264814209
Long
ABS-MBS
US
N
2
2038-06-15
Floating
1.29099960
N
N
N
N
N
N
EQUINIX, INC.
549300EVUN2BTLJ3GT74
EQUINIX INC REIT
29444U700
1246.00000000
NS
USD
1012001.20000000
0.134731712230
Long
EC
US
N
1
N
N
N
TOPBUILD CORP.
5493007YSKHOL4RWII46
TOPBUILD CORP COMMON STOCK
89055F103
-843.00000000
NS
USD
-227432.97000000
-0.03027904854
Short
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2022-02-08
N/A
1.00000000
NC
USD
2470.54000000
0.000328912736
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
144494.56000000
AUD
104964.46000000
USD
2022-02-08
2470.54000000
N
N
N
SBA Communications Corporation
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP REIT
78410G104
1507.00000000
NS
USD
518106.60000000
0.068977575654
Long
EC
US
N
1
N
N
N
AVANTOR, INC.
N/A
AVANTOR INC COMMON STOCK
05352A100
4694.00000000
NS
USD
185319.12000000
0.024672265553
Long
EC
US
N
1
N
N
N
Swiss Re Finance (Luxembourg) S.A.
549300CLQZ6TM98LW631
SWISS RE FINANCE LUXEMBOURG SA 5.000000% 04/02/2049
N/A
400000.00000000
PA
USD
446000.00000000
0.059377739526
Long
DBT
NUSS
CH
N
2
2049-04-02
Fixed
5.00000000
N
N
N
N
N
N
DORMAN PRODUCTS, INC.
N/A
DORMAN PRODUCTS INC COMMON STOCK
258278100
-1180.00000000
NS
USD
-130956.40000000
-0.01743474217
Short
EC
US
N
1
N
N
N
GE Capital European Funding Unlimited Company
YHZHHIVHTKEV7XROHS46
GE CAPITAL EUROPEAN FUNDING UNLIMITED CO MTN 4.625000% 02/22/2027
N/A
100000.00000000
PA
138461.72000000
0.018433955032
Long
DBT
NUSS
US
N
2
2027-02-22
Fixed
4.62500000
N
N
N
N
N
N
ALPEK, S.A.B. DE C.V.
549300PWKJTP62D4IQ66
ALPEK SAB DE CV 144A 3.250000% 02/25/2031
020564AE0
462000.00000000
PA
USD
456502.20000000
0.060775938845
Long
DBT
NUSS
MX
N
2
2031-02-25
Fixed
3.25000000
N
N
N
N
N
N
HARLEY-DAVIDSON, INC.
ZDNAWZWXIKMWI51R2A08
HARLEY-DAVIDSON INC COMMON STOCK
412822108
-6713.00000000
NS
USD
-245897.19000000
-0.03273726300
Short
EC
US
N
1
N
N
N
Oleoducto Central S.A
254900W4CPYCQFVH5E92
OLEODUCTO CENTRAL SA 144A 4.000000% 07/14/2027
680617AC1
235000.00000000
PA
USD
234062.35000000
0.031161644061
Long
DBT
NUSS
CO
N
2
2027-07-14
Fixed
4.00000000
N
N
N
N
N
N
DT MIDSTREAM, INC.
N/A
DT MIDSTREAM INC COMMON STOCK
23345M107
4470.00000000
NS
USD
205038.90000000
0.027297637661
Long
EC
US
N
1
N
N
N
TRANSOCEAN POSEIDON LIMITED
N/A
TRANSOCEAN POSEIDON LTD 144A 6.875000% 02/01/2027
89383JAA6
313000.00000000
PA
USD
297350.00000000
0.039587378583
Long
DBT
NUSS
US
N
2
2027-02-01
Fixed
6.87500000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC36 CGCMT 2016-GC36 A5
17324TAE9
950000.00000000
PA
USD
1018126.21000000
0.135547158975
Long
ABS-MBS
US
N
2
2049-02-10
Fixed
3.61600000
N
N
N
N
N
N
QUANTUMSCAPE CORPORATION
N/A
QUANTUMSCAPE CORP COMMON STOCK
74767V109
-6000.00000000
NS
USD
-173040.00000000
-0.02303749786
Short
EC
US
N
1
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC COMMON STOCK
375558103
9490.00000000
NS
USD
654145.70000000
0.087088997729
Long
EC
US
N
1
N
N
N
OMNICELL, INC.
5493008RH0GTKHHPZI77
OMNICELL INC COMMON STOCK
68213N109
250.00000000
NS
USD
44250.00000000
0.005891177071
Long
EC
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO 2.188000% 04/30/2026
95000U2N2
420000.00000000
PA
USD
428862.05000000
0.057096096632
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.18800000
N
N
N
N
N
N
N/A
N/A
SOYBEAN MEAL FUTR JAN22 PHYSICAL COMMODITY FUTURE.
N/A
76.00000000
NC
USD
2597680.00000000
0.345839386579
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Soybean Meal
Soybean Meal Future Jan 2022
2022-01-17
2795439.90000000
USD
-197759.90000000
N
N
N
VENTURE GLOBAL CALCASIEU PASS, LLC
549300GKHS6RS20NLH85
VENTURE GLOBAL CALCASIEU PASS LLC 144A 3.875000% 08/15/2029
92328MAA1
147000.00000000
PA
USD
147610.05000000
0.019651908297
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
Mirati Therapeutics Inc
529900GYRW59IDQV6N54
MIRATI THERAPEUTICS INC COMMON STOCK
60468T105
282.00000000
NS
USD
38569.14000000
0.005134861768
Long
EC
US
N
1
N
N
N
QURATE RETAIL, INC.
549300PSXEKU4PHLCR04
QURATE RETAIL INC-SERIES A COMMON STOCK
74915M100
-1600.00000000
NS
USD
-12800.00000000
-0.00170411449
Short
EC
US
N
1
N
N
N
KEURIG DR PEPPER INC.
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC COMMON STOCK
49271V100
16173.00000000
NS
USD
549720.27000000
0.073186428261
Long
EC
US
N
1
N
N
N
PDC ENERGY, INC.
5493008W8H2T511J5Y59
PDC ENERGY INC COMMON STOCK
69327R101
3999.00000000
NS
USD
201669.57000000
0.026849065466
Long
EC
US
N
1
N
N
N
N/A
N/A
LME LEAD FUTURE MAR22 PHYSICAL COMMODITY FUTURE.
N/A
-28.00000000
NC
USD
-1591975.00000000
-0.21194591229
N/A
DCO
GB
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Lead
LME LEAD FUTURE Mar 2022
2022-03-17
-1594618.62000000
USD
2643.62000000
N
N
N
HEALTHPEAK PROPERTIES, INC.
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROPERTIES INC REIT
42250P103
8375.00000000
NS
USD
275202.50000000
0.036638794534
Long
EC
US
N
1
N
N
N
PORTLAND GENERAL ELECTRIC COMPANY
GJOUP9M7C39GLSK9R870
PORTLAND GENERAL ELECTRIC CO COMMON STOCK
736508847
1024.00000000
NS
USD
49838.08000000
0.006635140207
Long
EC
US
N
1
N
N
N
EQT CORPORATION
4NT01YGM4X7ZX86ISY52
EQT CORP COMMON STOCK
26884L109
13695.00000000
NS
USD
266093.85000000
0.035426124024
Long
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CD1058415
531000.00000000
NC
USD
50482.49000000
0.006720933053
N/A
DCR
XX
N
2
BRK: CITIGROUP GLOBAL MARKETS INC.
N/A
Y
2058-09-17
104835.57000000
USD
0.00000000
USD
531000.00000000
USD
-54353.08000000
N
N
N
PPG INDUSTRIES, INC.
549300BKPEP01R3V6C59
PPG INDUSTRIES INC COMMON STOCK
693506107
-2476.00000000
NS
USD
-381724.92000000
-0.05082054455
Short
EC
US
N
1
N
N
N
AVANOS MEDICAL, INC.
549300YCXWOM7NEWMQ58
AVANOS MEDICAL INC COMMON STOCK
05350V106
842.00000000
NS
USD
25403.14000000
0.003382020246
Long
EC
US
N
1
N
N
N
CARETRUST REIT, INC.
5493001NVXE2B9GPLU96
CARETRUST REIT INC REIT
14174T107
2100.00000000
NS
USD
42441.00000000
0.005650337765
Long
EC
US
N
1
N
N
N
L STREET SECURITIES
N/A
WELLS FARGO CREDIT RISK TRANSFER SECURITIES TRUST LSS 2015-WF1 2M2
949771AG4
36840.30730000
PA
USD
29496.19000000
0.003926944140
Long
ABS-MBS
US
N
2
2025-11-25
Floating
5.59199880
N
N
N
N
N
N
N/A
N/A
LME NICKEL FUTURE JUN22 PHYSICAL COMMODITY FUTURE.
N/A
19.00000000
NC
USD
2250018.00000000
0.299553772948
N/A
DCO
GB
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Nickel
LME NICKEL FUTURE Jun 2022
2022-06-16
2269538.99000000
USD
-19520.99000000
N
N
N
CONTINENTAL RESOURCES, INC.
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC/OK COMMON STOCK
212015101
2588.00000000
NS
USD
114751.92000000
0.015277375820
Long
EC
US
N
1
N
N
N
UPSTART SECURITIZATION TRUST
N/A
UPSTART SECURITIZATION TRUST 2021-3 UPST 2021-3 B
91679LAB8
460000.00000000
PA
USD
455985.49000000
0.060707147204
Long
ABS-MBS
US
Y
2
2031-07-20
Fixed
1.66000000
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
CDS737953
-28999.15000000
NC
USD
-7925.05000000
-0.00105509317
N/A
DCR
XX
N
2
BRK: CITIGROUP
N/A
Y
2063-05-11
0.00000000
USD
-3673.40000000
USD
-28999.15000000
USD
-4251.65000000
N
N
N
N/A
N/A
COTTON NO.2 FUTR MAR22 PHYSICAL COMMODITY FUTURE.
N/A
22.00000000
NC
USD
1170510.00000000
0.155834614111
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Cotton
Cotton No. 2 Future Mar 2022
2022-03-12
1241068.46000000
USD
-70558.46000000
N
N
N
Vir Biotechnology Inc
N/A
VIR BIOTECHNOLOGY INC COMMON STOCK
92764N102
600.00000000
NS
USD
28452.00000000
0.003787927006
Long
EC
US
N
1
N
N
N
LUMEN TECHNOLOGIES, INC.
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC COMMON STOCK
550241103
14030.00000000
NS
USD
173130.20000000
0.023049506546
Long
EC
US
N
1
N
N
N
UNIVERSAL HEALTH SERVICES, INC.
549300YGMGQDO0NMJD09
UNIVERSAL HEALTH SERVICES-B COMMON STOCK
913903100
523.00000000
NS
USD
62095.79000000
0.008267057498
Long
EC
US
N
1
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C3 JPMBB 2015-C30 A5
46644UBA5
485000.00000000
PA
USD
521275.82000000
0.069399506416
Long
ABS-MBS
US
N
2
2048-07-15
Fixed
3.82180000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL INC.
NSLL8ITTRR0J5HEMR848
BIOMARIN PHARMACEUTICAL INC COMMON STOCK
09061G101
1431.00000000
NS
USD
123480.99000000
0.016439511346
Long
EC
US
N
1
N
N
N
DANAHER CORPORATION
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP COMMON STOCK
235851102
4527.00000000
NS
USD
1456064.28000000
0.193851581956
Long
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS105575
532000.00000000
NC
USD
50577.56000000
0.006733590097
N/A
DCR
XX
N
2
BRK: CITIGROUP GLOBAL MARKETS INC.
N/A
Y
2058-09-17
105114.20000000
USD
0.00000000
USD
532000.00000000
USD
-54536.64000000
N
N
N
Marcus & Millichap Inc
549300B2HE8ULXNB1N48
MARCUS & MILLICHAP INC COMMON STOCK
566324109
600.00000000
NS
USD
25710.00000000
0.003422873729
Long
EC
US
N
1
N
N
N
NOVOCURE LIMITED
213800YPP55UMHWA4826
NOVOCURE LTD COMMON STOCK
G6674U108
712.00000000
NS
USD
66671.68000000
0.008876263786
Long
EC
US
N
1
N
N
N
ARROWHEAD PHARMACEUTICALS, INC.
549300O3CSB8T7OZ3D66
ARROWHEAD PHARMACEUTICALS IN COMMON STOCK
04280A100
822.00000000
NS
USD
57581.10000000
0.007665999007
Long
EC
US
N
1
N
N
N
CCO HOLDINGS, LLC
N/A
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.500000% 08/15/2030
1248EPCE1
54000.00000000
PA
USD
54429.03000000
0.007246351493
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
MISSION LANE CREDIT CARD MASTER TRUST
N/A
MISSION LANE CREDIT CARD MASTER TRUST MLANE 2021-A B
60510MAB4
152000.00000000
PA
USD
151497.56000000
0.020169467840
Long
ABS-MBS
US
Y
2
2026-09-15
Fixed
2.24000000
N
N
N
N
N
N
BRK: MORGAN STANLEY
N/A
BRK: MORGAN STANLEY PAY: 2.44
N/A
3640000.00000000
NC
USD
-214311.59000000
-0.02853214746
N/A
DIR
XX
N
2
BRK: MORGAN STANLEY
N/A
Y
2027-04-04
0.00000000
USD
0.00000000
USD
-3640000.00000000
USD
-214311.59000000
N
N
N
N/A
N/A
Credit Default Swap
CDS725097
-1125000.00000000
NC
USD
-111138.18000000
-0.01479626435
N/A
DCR
XX
N
2
BRK: CREDIT SUISSE
N/A
Y
2063-05-11
0.00000000
USD
-23899.74000000
USD
-1125000.00000000
USD
-87238.44000000
N
N
N
State of Qatar
52990074F6OJOAXK4P65
QATAR GOVERNMENT INTERNATIONAL BOND 144A 3.400000% 04/16/2025
74727PBC4
294000.00000000
PA
USD
312447.91000000
0.041597422905
Long
DBT
NUSS
QA
N
2
2025-04-16
Fixed
3.40000000
N
N
N
N
N
N
AES PANAMA GENERATION HOLDINGS, S.R.L.
N/A
AES PANAMA GENERATION HOLDINGS SRL 144A 4.375000% 05/31/2030
00109AAB3
297000.00000000
PA
USD
301086.72000000
0.040084862859
Long
DBT
NUSS
PA
N
2
2030-05-31
Fixed
4.37500000
N
N
N
N
N
N
SUNNOVA ENERGY INTERNATIONAL INC.
549300JK1Y1VVC3JU540
SUNNOVA ENERGY INTERNATIONAL COMMON STOCK
86745K104
1100.00000000
NS
USD
40667.00000000
0.005414158146
Long
EC
US
N
1
N
N
N
J & J SNACK FOODS CORP.
N/A
J & J SNACK FOODS CORP COMMON STOCK
466032109
153.00000000
NS
USD
20896.74000000
0.002782065436
Long
EC
US
N
1
N
N
N
TREEHOUSE FOODS, INC.
5493007M7EVHE470Q576
TREEHOUSE FOODS INC COMMON STOCK
89469A104
979.00000000
NS
USD
35929.30000000
0.004783409454
Long
EC
US
N
1
N
N
N
INTEGER HOLDINGS CORPORATION
549300SUD2ED5XG6X569
INTEGER HOLDINGS CORP COMMON STOCK
45826H109
400.00000000
NS
USD
31896.00000000
0.004246440313
Long
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS745722
-189994.45000000
NC
USD
-51922.71000000
-0.00691267522
N/A
DCR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2063-05-11
0.00000000
USD
-19333.81000000
USD
-189994.45000000
USD
-32588.90000000
N
N
N
POTLATCHDELTIC CORPORATION
54930084YA8UJOTXDM59
POTLATCHDELTIC CORP REIT
737630103
1021.00000000
NS
USD
55276.94000000
0.007359237096
Long
EC
US
N
1
N
N
N
BALLY'S CORPORATION
549300NS4D5IK406VT62
BALLY'S CORP COMMON STOCK
05875B106
-900.00000000
NS
USD
-34506.00000000
-0.00459391991
Short
EC
US
N
1
N
N
N
TEXAS ROADHOUSE, INC.
5299002Y1CNRPDGXTQ75
TEXAS ROADHOUSE INC COMMON STOCK
882681109
-972.00000000
NS
USD
-80617.68000000
-0.01073294978
Short
EC
US
N
1
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-CLASS A COMMON STOCK
20030N101
-35359.00000000
NS
USD
-1767242.82000000
-0.23528000862
Short
EC
US
N
1
N
N
N
N/A
N/A
LME LEAD FUTURE JAN22 PHYSICAL COMMODITY FUTURE.
N/A
-20.00000000
NC
USD
-1144500.00000000
-0.15237180019
N/A
DCO
GB
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Lead
LME LEAD FUTURE Jan 2022
2022-01-20
-1171825.80000000
USD
27325.80000000
N
N
N
United States of America
N/A
US ULTRA BOND CBT MAR22 FINANCIAL COMMODITY FUTURE.
N/A
-17.00000000
NC
USD
-3409562.50000000
-0.45392850678
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
U.S. Treasury Futures
US Ultra T-Bond Futures (Composite) Mar 2022
2022-03-25
-3267170.84000000
USD
-142391.66000000
N
N
N
MERITAGE HOMES CORPORATION
52990044W9UMFJO2FB97
MERITAGE HOMES CORP COMMON STOCK
59001A102
-1094.00000000
NS
USD
-123468.84000000
-0.01643789376
Short
EC
US
N
1
N
N
N
UGI CORPORATION
DX6GCWD4Q1JO9CRE5I40
UGI CORP COMMON STOCK
902681105
1563.00000000
NS
USD
64473.75000000
0.008583644694
Long
EC
US
N
1
N
N
N
NETFLIX, INC.
549300Y7VHGU0I7CE873
NETFLIX INC 5.875000% 11/15/2028
64110LAT3
687000.00000000
PA
USD
822256.56000000
0.109470259739
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
HALLIBURTON COMPANY
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO COMMON STOCK
406216101
38275.00000000
NS
USD
826357.25000000
0.110016200777
Long
EC
US
N
1
N
N
N
SEAGEN INC.
N/A
SEAGEN INC COMMON STOCK
81181C104
900.00000000
NS
USD
144000.00000000
0.019171288098
Long
EC
US
N
1
N
N
N
F5, INC.
54930015FPK9KT966303
F5 INC COMMON STOCK
315616102
-403.00000000
NS
USD
-91714.74000000
-0.01221034516
Short
EC
US
N
1
N
N
N
Kimberly-Clark de Mexico, S.A.B. de C.V.
549300JGHL56QT00KT54
KIMBERLY-CLARK DE MEXICO SAB DE CV 144A 2.431000% 07/01/2031
494386AD7
292000.00000000
PA
USD
289672.76000000
0.038565277334
Long
DBT
NUSS
MX
N
2
2031-07-01
Fixed
2.43100000
N
N
N
N
N
N
FRESHPET, INC.
549300S4ZK8ZQ6HNPN59
FRESHPET INC COMMON STOCK
358039105
1100.00000000
NS
USD
118822.00000000
0.015819241627
Long
EC
US
N
1
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 2.580000% 04/22/2032
46647PCC8
688000.00000000
PA
USD
693798.90000000
0.092368184682
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.58000000
N
N
N
N
N
N
ATALAYA EQUIPMENT LEASING TRUST LLC.
N/A
ATALAYA EQUIPMENT LEASING TRUST 21-1 AELF 2021-1A B
046497AC7
170000.00000000
PA
USD
170608.60000000
0.022713795990
Long
ABS-MBS
US
Y
2
2027-02-15
Fixed
2.08000000
N
N
N
N
N
N
HEWLETT PACKARD ENTERPRISE COMPANY
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE COMMON STOCK
42824C109
-5957.00000000
NS
USD
-85482.95000000
-0.01138068237
Short
EC
US
N
1
N
N
N
ENGIE Energia Chile S.A.
5493000FIKCC3ZDWTO77
ENGIE ENERGIA CHILE SA 3.400000% 01/28/2030
P3762TAA9
349000.00000000
PA
USD
349439.74000000
0.046522291170
Long
DBT
NUSS
CL
N
2
2030-01-28
Fixed
3.40000000
N
N
N
N
N
N
CADENCE DESIGN SYSTEMS, INC.
GCT7RXJOGLXPV0NXZY22
CADENCE DESIGN SYS INC COMMON STOCK
127387108
659.00000000
NS
USD
116946.14000000
0.015569500985
Long
EC
US
N
1
N
N
N
B.A.T CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 4.700000% 04/02/2027
05526DBP9
545000.00000000
PA
USD
601239.65000000
0.080045406571
Long
DBT
CORP
GB
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
HECLA MINING COMPANY
5493009Y6HOBZD1QD537
HECLA MINING CO COMMON STOCK
422704106
-3105.00000000
NS
USD
-17201.70000000
-0.00229013018
Short
EC
US
N
1
N
N
N
LIBERTY SIRIUS XM
549300ZKUTPIBZLWLL89
LIBERTY MEDIA COR-SIRIUSXM C COMMON STOCK
531229607
-900.00000000
NS
USD
-44037.00000000
-0.00586281954
Short
EC
US
N
1
N
N
N
UNITED STATES STEEL CORPORATION
JNLUVFYJT1OZSIQ24U47
UNITED STATES STEEL CORP COMMON STOCK
912909108
-2600.00000000
NS
USD
-58786.00000000
-0.00782641209
Short
EC
US
N
1
N
N
N
SOUTHWESTERN ENERGY COMPANY
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO COMMON STOCK
845467109
33202.00000000
NS
USD
148744.96000000
0.019803003342
Long
EC
US
N
1
N
N
N
MCCORMICK & COMPANY, INCORPORATED
549300JQQA6MQ4OJP259
MCCORMICK & CO-NON VTG SHRS COMMON STOCK
579780206
5734.00000000
NS
USD
492091.88000000
0.065514133349
Long
EC
US
N
1
N
N
N
VULCAN MATERIALS COMPANY
549300Q8LSNHAVWBNI21
VULCAN MATERIALS CO COMMON STOCK
929160109
-1142.00000000
NS
USD
-218852.88000000
-0.02913674731
Short
EC
US
N
1
N
N
N
IHS MARKIT LTD.
549300HLPTRASHS0E726
IHS MARKIT LTD 4.250000% 05/01/2029
44962LAJ6
145000.00000000
PA
USD
163983.40000000
0.021831756977
Long
DBT
NUSS
US
N
2
2029-05-01
Fixed
4.25000000
N
N
N
N
N
N
IRON MOUNTAIN INCORPORATED
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC REIT
46284V101
3977.00000000
NS
USD
180714.88000000
0.024059284917
Long
EC
US
N
1
N
N
N
XENIA HOTELS & RESORTS, INC.
54930075IWIPHF5IQL62
XENIA HOTELS & RESORTS INC REIT
984017103
2172.00000000
NS
USD
34035.24000000
0.004531245774
Long
EC
US
N
1
N
N
N
CAESARS ENTERTAINMENT, INC.
549300FA4CTCW903Y781
CAESARS ENTERTAINMENT INC COMMON STOCK
12769G100
-3169.00000000
NS
USD
-285431.83000000
-0.03800066559
Short
EC
US
N
1
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
SUZANO AUSTRIA GMBH 2.500000% 09/15/2028
86964WAL6
861000.00000000
PA
USD
803106.36000000
0.106920718063
Long
DBT
NUSS
BR
N
2
2028-09-15
Fixed
2.50000000
N
N
N
N
N
N
SANDERSON FARMS, INC.
529900KZGVFTWHUO2759
SANDERSON FARMS INC COMMON STOCK
800013104
505.00000000
NS
USD
94828.90000000
0.012624945569
Long
EC
US
N
1
N
N
N
CLEARWAY ENERGY, INC.
549300LHAZ9HA9G3XC48
CLEARWAY ENERGY INC-C COMMON STOCK
18539C204
1281.00000000
NS
USD
47806.92000000
0.006364723864
Long
EC
US
N
1
N
N
N
MARATHON PETROLEUM CORPORATION
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP 6.500000% 03/01/2041
56585AAF9
150000.00000000
PA
USD
207512.68000000
0.027626981752
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.50000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST REIT
81761L102
2782.00000000
NS
USD
23674.82000000
0.003151922186
Long
EC
US
N
1
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP COMMON STOCK
68389X105
3811.00000000
NS
USD
345810.14000000
0.046039068203
Long
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS858889
-6999.80000000
NC
USD
-1912.94000000
-0.00025467724
N/A
DCR
XX
N
2
BRK: CITIGROUP
N/A
Y
2063-05-11
0.00000000
USD
-860.89000000
USD
-6999.80000000
USD
-1052.05000000
N
N
N
IRONWOOD PHARMACEUTICALS, INC.
549300PC8MR6QHH6P296
IRONWOOD PHARMACEUTICALS INC COMMON STOCK
46333X108
2400.00000000
NS
USD
26616.00000000
0.003543493083
Long
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS106450
232000.00000000
NC
USD
22056.38000000
0.002936452884
N/A
DCR
XX
N
2
BRK: J.P. MORGAN SECURITIES, LLC
N/A
Y
2058-09-17
45940.99000000
USD
0.00000000
USD
232000.00000000
USD
-23884.61000000
N
N
N
BELLEMEADE RE LTD.
N/A
BELLEMEADE RE 2020-2 LTD BMIR 2020-2A M1B
078782AB5
51573.52330000
PA
USD
51572.86000000
0.006866098313
Long
ABS-MBS
BM
N
2
2030-08-26
Floating
3.29199840
N
N
N
N
N
N
PHYSICIANS REALTY TRUST
549300ITOVH0OY7PZC34
PHYSICIANS REALTY TRUST REIT
71943U104
2813.00000000
NS
USD
50155.79000000
0.006677438193
Long
EC
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 4719 JS
3137FAXY9
1024278.39000000
PA
USD
190392.05000000
0.025347644737
Long
DBT
USGA
US
N
2
2047-09-15
Floating
6.06075120
N
N
N
N
N
N
THE SIMPLY GOOD FOODS COMPANY
N/A
SIMPLY GOOD FOODS CO/THE COMMON STOCK
82900L102
1700.00000000
NS
USD
62849.00000000
0.008367335317
Long
EC
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2014-17 SA
3136AJWQ5
1812646.88720000
PA
USD
395402.82000000
0.052641537341
Long
DBT
USGA
US
N
2
2044-04-25
Floating
5.95800000
N
N
N
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
ALTERNATIVE LOAN TRUST 2005-20CB CWALT 2005-20CB 3A6
12667GQL0
41215.08120000
PA
USD
35932.96000000
0.004783896724
Long
ABS-MBS
US
N
2
2035-07-25
Fixed
5.50000000
N
N
N
N
N
N
MEDTRONIC PUBLIC LIMITED COMPANY
549300GX3ZBSQWUXY261
MEDTRONIC PLC COMMON STOCK
G5960L103
9779.00000000
NS
USD
1043419.30000000
0.138914527831
Long
EC
US
N
1
N
N
N
DISCOVERY, INC.
5493006ZCRFWKF6B1K26
DISCOVERY INC-C COMMON STOCK
25470F302
-2700.00000000
NS
USD
-61317.00000000
-0.00816337411
Short
EC
US
N
1
N
N
N
TRI POINTE HOMES, INC.
N/A
TRI POINTE HOMES INC COMMON STOCK
87265H109
-3344.00000000
NS
USD
-83499.68000000
-0.01111664181
Short
EC
US
N
1
N
N
N
N/A
N/A
BRK: HSBC SECURITIES NEW YORK AMT: 4,153,500.00
N/A
-4153500.00000000
PA
USD
-4153500.00000000
-0.55297184108
Short
RA
US
N
2
Reverse repurchase
N
0.09000000
2050-12-31
3600000.00000000
USD
4143320.85000000
USD
UST
N
N
N
MID-AMERICA APARTMENT COMMUNITIES, INC.
549300FQZKFR5YNSHZ21
MID-AMERICA APARTMENT COMM REIT
59522J103
1562.00000000
NS
USD
322162.50000000
0.042890764597
Long
EC
US
N
1
N
N
N
HELEN OF TROY LIMITED
N/A
HELEN OF TROY LTD COMMON STOCK
G4388N106
-764.00000000
NS
USD
-183742.00000000
-0.02446229734
Short
EC
US
N
1
N
N
N
XILINX, INC.
6EY4K7ZMF9UX1CU6KC79
XILINX INC COMMON STOCK
983919101
-862.00000000
NS
USD
-196923.90000000
-0.02621725569
Short
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS915154
-14999.56000000
NC
USD
-4099.16000000
-0.00054573734
N/A
DCR
XX
N
2
BRK: CITIGROUP
N/A
Y
2063-05-11
0.00000000
USD
-1457.14000000
USD
-14999.56000000
USD
-2642.02000000
N
N
N
DIAMONDROCK HOSPITALITY COMPANY
529900KKD4BPVBUAQ734
DIAMONDROCK HOSPITALITY CO REIT
252784301
5700.00000000
NS
USD
49647.00000000
0.006609700973
Long
EC
US
N
1
N
N
N
THE NEW YORK TIMES COMPANY
529900J1WEMMIW7BOH57
NEW YORK TIMES CO-A COMMON STOCK
650111107
-2024.00000000
NS
USD
-96140.00000000
-0.01279949748
Short
EC
US
N
1
N
N
N
VMWARE, INC.
549300BUDHS3LRWBE814
VMWARE INC-CLASS A COMMON STOCK
928563402
-589.11700000
NS
USD
-68773.52000000
-0.00915609003
Short
EC
US
N
1
N
N
N
Gaming and Leisure Properties, Inc.
5493006GWRDBCZYWTM57
GAMING AND LEISURE PROPERTIE REIT
36467J108
3225.00000000
NS
USD
145512.00000000
0.019372586623
Long
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS849803
-64998.10000000
NC
USD
-17763.03000000
-0.00236486226
N/A
DCR
XX
N
2
BRK: CITIGROUP
N/A
Y
2063-05-11
0.00000000
USD
-7106.35000000
USD
-64998.10000000
USD
-10656.68000000
N
N
N
PELOTON INTERACTIVE, INC.
5493002YS021166W0339
PELOTON INTERACTIVE INC-A COMMON STOCK
70614W100
-6057.00000000
NS
USD
-266508.00000000
-0.03548126144
Short
EC
US
N
1
N
N
N
HEALTHSTREAM, INC.
529900OJ88H8635JNH64
HEALTHSTREAM INC COMMON STOCK
42222N103
1168.00000000
NS
USD
27120.96000000
0.003610720400
Long
EC
US
N
1
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST
N/A
SMB PRIVATE EDUCATION LOAN TRUST 2021-E SMB 2021-E A1A
78450MAA0
639000.00000000
PA
USD
635354.51000000
0.084587252471
Long
ABS-MBS
US
Y
2
2051-02-15
Fixed
1.68000000
N
N
N
N
N
N
FHF TRUST
N/A
FHF TRUST 2021-2 FHF 2021-2A A
30322JAA4
330257.64000000
PA
USD
328637.63000000
0.043752824199
Long
ABS-MBS
US
Y
2
2026-12-15
Fixed
0.83000000
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
CDS922638
-33999.01000000
NC
USD
-9291.43000000
-0.00123700473
N/A
DCR
XX
N
2
BRK: J.P. MORGAN CHASE
N/A
Y
2063-05-11
0.00000000
USD
-3167.87000000
USD
-33999.01000000
USD
-6123.56000000
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P8 CGCMT 2017-P8 AS
17326DAF9
392452.00000000
PA
USD
426609.33000000
0.056796183131
Long
ABS-MBS
US
N
2
2050-09-15
Floating
3.78900000
N
N
N
N
N
N
N/A
N/A
SOYBEAN OIL FUTR JAN22 PHYSICAL COMMODITY FUTURE.
N/A
6.00000000
NC
USD
198756.00000000
0.026461170397
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Soybean Oil
Soybean Oil Future Jan 2022
2022-01-17
209858.78000000
USD
-11102.78000000
N
N
N
AMERICAN STATES WATER COMPANY
529900L26LIS2V8PWM23
AMERICAN STATES WATER CO COMMON STOCK
029899101
500.00000000
NS
USD
47090.00000000
0.006269277476
Long
EC
US
N
1
N
N
N
SAGE THERAPEUTICS, INC.
5493000JX4BJS9W6CN35
SAGE THERAPEUTICS INC COMMON STOCK
78667J108
703.00000000
NS
USD
27353.73000000
0.003641709988
Long
EC
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY COMMON STOCK
30040W108
3427.00000000
NS
USD
281939.29000000
0.037535689964
Long
EC
US
N
1
N
N
N
HOST HOTELS & RESORTS, L.P.
FXB7X4WXVA8QPMNOGS12
HOST HOTELS & RESORTS LP 4.000000% 06/15/2025
44107TAV8
391000.00000000
PA
USD
414778.91000000
0.055221152644
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
CDS850394
-89997.37000000
NC
USD
-24594.97000000
-0.00327442538
N/A
DCR
XX
N
2
BRK: CITIGROUP
N/A
Y
2063-05-11
0.00000000
USD
-9622.22000000
USD
-89997.37000000
USD
-14972.75000000
N
N
N
PEABODY ENERGY CORPORATION
EJCO258LNNVSKAR2JX59
PEABODY ENERGY CORP COMMON STOCK
704551100
3500.00000000
NS
USD
34860.00000000
0.004641049327
Long
EC
US
N
1
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG 7.500000% MATURITY: PERPETUAL
H3698DBW3
419000.00000000
PA
USD
440159.50000000
0.058600170720
Long
DBT
NUSS
CH
N
2
2170-01-17
Fixed
7.50000000
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
CDS112081
1399959.08000000
NC
USD
382588.40000000
0.050935503052
N/A
DCR
XX
N
2
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
Y
2063-05-11
374173.76000000
USD
0.00000000
USD
1399959.08000000
USD
8414.64000000
N
N
N
OMNICOM GROUP INC.
HKUPACFHSSASQK8HLS17
OMNICOM GROUP COMMON STOCK
681919106
-1859.00000000
NS
USD
-125129.29000000
-0.01665895602
Short
EC
US
N
1
N
N
N
SYNOPSYS, INC.
QG7T915N9S0NY5UKNE63
SYNOPSYS INC COMMON STOCK
871607107
255.00000000
NS
USD
86955.00000000
0.011576662198
Long
EC
US
N
1
N
N
N
AMICUS THERAPEUTICS, INC.
549300MRD1SMUTNBPQ53
AMICUS THERAPEUTICS INC COMMON STOCK
03152W109
2611.00000000
NS
USD
27963.81000000
0.003722932346
Long
EC
US
N
1
N
N
N
N/A
N/A
LEAN HOGS FUTURE APR22 PHYSICAL COMMODITY FUTURE.
N/A
-2.00000000
NC
USD
-68200.00000000
-0.00907973505
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Hogs
LEAN HOGS FUTURE(Consolidated) Apr 2022
2022-04-17
-68348.54000000
USD
148.54000000
N
N
N
V.F. CORPORATION
CWAJJ9DJ5Z7P057HV541
VF CORP COMMON STOCK
918204108
-8376.00000000
NS
USD
-600810.48000000
-0.07998826947
Short
EC
US
N
1
N
N
N
PPD, INC.
N/A
PPD INC COMMON STOCK
69355F102
1700.00000000
NS
USD
80070.00000000
0.010660034986
Long
EC
US
N
1
N
N
N
THE AES CORPORATION
2NUNNB7D43COUIRE5295
AES CORP COMMON STOCK
00130H105
6544.00000000
NS
USD
152998.72000000
0.020369323193
Long
EC
US
N
1
N
N
N
MASIMO CORPORATION
549300Q4A8JK0PIYCU29
MASIMO CORP COMMON STOCK
574795100
428.00000000
NS
USD
119035.36000000
0.015847647086
Long
EC
US
N
1
N
N
N
BALLYROCK CLO LTD
N/A
BALLYROCK CLO 16 LTD BALLY 2021-16A A1
05876KAA3
1054462.00000000
PA
USD
1055368.84000000
0.140505417234
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-20
Floating
1.26486000
N
N
N
N
N
N
BHMS MORTGAGE TRUST
N/A
BHMS 2018-ATLS BHMS 2018-ATLS A
05549GAA9
761870.00000000
PA
USD
762127.97000000
0.101465103338
Long
ABS-MBS
US
N
2
2035-07-15
Floating
1.33949880
N
N
N
N
N
N
OEC FINANCE LIMITED
N/A
OEC FINANCE LTD 144A 5.250000% 12/27/2033
67614CAE0
198272.00000000
PA
USD
10906.94000000
0.001452083951
Long
DBT
NUSS
BR
N
2
2033-12-27
Fixed
5.25000000
N
N
N
N
N
N
Santander Holdings USA, Inc.
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA INC 4.400000% 07/13/2027
80282KAP1
351000.00000000
PA
USD
387087.02000000
0.051534422080
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.40000000
N
N
N
N
N
N
PULTEGROUP, INC.
N/A
PULTEGROUP INC COMMON STOCK
745867101
-7033.00000000
NS
USD
-351860.99000000
-0.04684464173
Short
EC
US
N
1
N
N
N
AGL CLO LTD
N/A
AGL CLO 12 LTD AGL 2021-12A A1
00120BAA8
836911.00000000
PA
USD
837145.34000000
0.111452461759
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-20
Floating
1.29009960
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
CDS894035
-63998.13000000
NC
USD
-17489.76000000
-0.00232848074
N/A
DCR
XX
N
2
BRK: CITIGROUP
N/A
Y
2063-05-11
0.00000000
USD
-7370.16000000
USD
-63998.13000000
USD
-10119.60000000
N
N
N
VISTA OUTDOOR INC.
549300QI2D33ESTJLN81
VISTA OUTDOOR INC COMMON STOCK
928377100
-1960.00000000
NS
USD
-85593.20000000
-0.01139536039
Short
EC
US
N
1
N
N
N
CONMED CORPORATION
Z6C0YCECH9DCU5ZIQW84
CONMED CORP COMMON STOCK
207410101
400.00000000
NS
USD
52584.00000000
0.007000715370
Long
EC
US
N
1
N
N
N
TAPESTRY, INC.
549300LJNVY5SW3VTN33
TAPESTRY INC COMMON STOCK
876030107
-6423.00000000
NS
USD
-257690.76000000
-0.03430738750
Short
EC
US
N
1
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GS MORTGAGE SECURITIES TRUST 2014-GC18 GSMS 2014-GC18 D
36252RAG4
430506.00000000
PA
USD
71033.49000000
0.009456968759
Long
ABS-MBS
US
N
2
2047-01-10
Floating
5.14095120
N
N
N
N
N
N
EQUITY LIFESTYLE PROPERTIES, INC.
529900PEQG66LENB6798
EQUITY LIFESTYLE PROPERTIES REIT
29472R108
2418.00000000
NS
USD
196583.40000000
0.026171923588
Long
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS850863
1018000.00000000
NC
USD
96781.87000000
0.012884952169
N/A
DCR
XX
N
2
BRK: CITIGROUP
N/A
Y
2058-09-17
70258.56000000
USD
0.00000000
USD
1018000.00000000
USD
26523.31000000
N
N
N
GREEN PLAINS INC.
VJ5WLTHARBSDR14KIZ98
GREEN PLAINS INC COMMON STOCK
393222104
1500.00000000
NS
USD
57975.00000000
0.007718440468
Long
EC
US
N
1
N
N
N
THE MOSAIC COMPANY
2YD5STGSJNMUB7H76907
MOSAIC CO/THE COMMON STOCK
61945C103
-3161.00000000
NS
USD
-108169.42000000
-0.01440102162
Short
EC
US
N
1
N
N
N
AMC ENTERTAINMENT HOLDINGS, INC.
549300ZO77UNR6NRBR11
AMC ENTERTAINMENT HLDS-CL A COMMON STOCK
00165C104
2900.00000000
NS
USD
98426.00000000
0.013103841683
Long
EC
US
N
1
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'REILLY AUTOMOTIVE INC COMMON STOCK
67103H107
-452.00000000
NS
USD
-288448.32000000
-0.03840226280
Short
EC
US
N
1
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB HOME COMMON STOCK
48666K109
-2397.00000000
NS
USD
-95856.03000000
-0.01276169143
Short
EC
US
N
1
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 2.875000% 02/15/2031
87264ABT1
315000.00000000
PA
USD
304765.65000000
0.040574653323
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.87500000
N
N
N
N
N
N
CSN Resources S.A.
222100ZEX458NMOXZP08
CSN RESOURCES SA 144A 4.625000% 06/10/2031
12644VAD0
262000.00000000
PA
USD
236779.88000000
0.031523439551
Long
DBT
NUSS
BR
N
2
2031-06-10
Fixed
4.62500000
N
N
N
N
N
N
BELLEMEADE RE LTD.
N/A
BELLEMEADE RE 2020-4 LTD BMIR 2020-4A M2A
07876UAA7
53442.91510000
PA
USD
53446.62000000
0.007115559374
Long
ABS-MBS
BM
Y
2
2030-06-25
Floating
2.69163000
N
N
N
N
N
N
CCO HOLDINGS, LLC
N/A
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.500000% 06/01/2033
1248EPCL5
189000.00000000
PA
USD
186165.00000000
0.024784880894
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.50000000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP 144A 4.000000% 08/01/2028
143658BQ4
527000.00000000
PA
USD
512507.50000000
0.068232145382
Long
DBT
NUSS
US
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
BRK: MORGAN STANLEY
N/A
BRK: MORGAN STANLEY PAY: 1.66
N/A
1040000.00000000
NC
USD
-19578.59000000
-0.00260657492
N/A
DIR
XX
N
2
BRK: MORGAN STANLEY
N/A
Y
2026-11-08
0.00000000
USD
0.00000000
USD
-1040000.00000000
USD
-19578.59000000
N
N
N
PEBBLEBROOK HOTEL TRUST
5493004Q1NNH6JXCSI52
PEBBLEBROOK HOTEL TRUST REIT
70509V100
2447.00000000
NS
USD
51264.65000000
0.006825065100
Long
EC
US
N
1
N
N
N
SONOCO PRODUCTS COMPANY
GKOMIK4RDJGHEF0VNP11
SONOCO PRODUCTS CO COMMON STOCK
835495102
-488.00000000
NS
USD
-28367.44000000
-0.00377666920
Short
EC
US
N
1
N
N
N
FLOOR & DECOR HOLDINGS, INC.
549300M5FR3N688XGQ36
FLOOR & DECOR HOLDINGS INC-A COMMON STOCK
339750101
-528.00000000
NS
USD
-68064.48000000
-0.00906169274
Short
EC
US
N
1
N
N
N
AMERICAN CAMPUS COMMUNITIES, INC.
529900MR3ZXRO3W6UX26
AMERICAN CAMPUS COMMUNITIES REIT
024835100
2331.00000000
NS
USD
120605.94000000
0.016056744598
Long
EC
US
N
1
N
N
N
ASBURY AUTOMOTIVE GROUP, INC.
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP COMMON STOCK
043436104
-200.00000000
NS
USD
-32728.00000000
-0.00435720775
Short
EC
US
N
1
N
N
N
BAIDU, INC.
254900AL64IANZYI1E02
BAIDU INC 3.425000% 04/07/2030
056752AR9
201000.00000000
PA
USD
211283.48000000
0.028129003232
Long
DBT
NUSS
CN
N
2
2030-04-07
Fixed
3.42500000
N
N
N
N
N
N
II-VI INCORPORATED
549300O5C25A0MMHHU33
II-VI INC COMMON STOCK
902104108
-418.00000000
NS
USD
-26137.54000000
-0.00347979381
Short
EC
US
N
1
N
N
N
STEEL DYNAMICS, INC.
549300HGGKEL4FYTTQ83
STEEL DYNAMICS INC COMMON STOCK
858119100
-2416.00000000
NS
USD
-144476.80000000
-0.01923476636
Short
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 12/16/2021
912796J67
600000.00000000
PA
USD
599981.56000000
0.079877912086
Long
DBT
UST
US
N
2
2021-12-16
None
0.00000000
N
N
N
N
N
N
N/A
N/A
GASOLINE RBOB FUT MAR22 PHYSICAL COMMODITY FUTURE.
N/A
-1.00000000
NC
USD
-81257.40000000
-0.01081811823
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Unleaded Gas
RBOB Unleaded Gasoline Future (Consolidated) Mar 2022
2022-03-03
-98340.30000000
USD
17082.90000000
N
N
N
N/A
N/A
BRENT CRUDE FUTR MAR22 PHYSICAL COMMODITY FUTURE.
N/A
34.00000000
NC
USD
2341920.00000000
0.311789048773
N/A
DCO
GB
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Crude Oil
BRENT CRUDE OIL(ICE) Mar 2022
2022-02-03
2729992.89000000
USD
-388072.89000000
N
N
N
VALVOLINE INC.
549300CMHPBEY6VPOT75
VALVOLINE INC COMMON STOCK
92047W101
-3100.00000000
NS
USD
-105617.00000000
-0.01406120788
Short
EC
US
N
1
N
N
N
GROUP 1 AUTOMOTIVE, INC.
549300US8QAZJLWYAF63
GROUP 1 AUTOMOTIVE INC COMMON STOCK
398905109
-300.00000000
NS
USD
-58425.00000000
-0.00777835074
Short
EC
US
N
1
N
N
N
FRONTLINE LTD.
5493004BCIKYU1YL3H63
FRONTLINE LTD COMMON STOCK
G3682E192
6114.00000000
NS
USD
41880.90000000
0.005575769442
Long
EC
US
N
1
N
N
N
RLJ LODGING TRUST
N/A
RLJ LODGING TRUST REIT
74965L101
3871.00000000
NS
USD
48735.89000000
0.006488401305
Long
EC
US
N
1
N
N
N
STRIDE, INC.
254900BRWS3AFONWU277
STRIDE INC COMMON STOCK
86333M108
-300.00000000
NS
USD
-10239.00000000
-0.00136315846
Short
EC
US
N
1
N
N
N
KITE REALTY GROUP TRUST
N/A
KITE REALTY GROUP TRUST REIT
49803T300
1376.00000000
NS
USD
27685.12000000
0.003685829246
Long
EC
US
N
1
N
N
N
DISCOVERY, INC.
5493006ZCRFWKF6B1K26
DISCOVERY INC - A COMMON STOCK
25470F104
-1700.00000000
NS
USD
-39559.00000000
-0.00526664573
Short
EC
US
N
1
N
N
N
SYLVAMO CORPORATION
5493001AOYU1ZOWOC971
SYLVAMO CORP COMMON STOCK
871332102
-396.54540000
NS
USD
-12007.39000000
-0.00159859120
Short
EC
US
N
1
N
N
N
RANGE RESOURCES CORPORATION
H3Y3WLYCX0BTO1TRW162
RANGE RESOURCES CORP COMMON STOCK
75281A109
9462.00000000
NS
USD
185076.72000000
0.024639993884
Long
EC
US
N
1
N
N
N
BELLRING BRANDS, INC.
5493001E28R2L3L44631
BELLRING BRANDS INC-CLASS A COMMON STOCK
079823100
700.00000000
NS
USD
15064.00000000
0.002005529749
Long
EC
US
N
1
N
N
N
W.P. CAREY INC.
54930042CRNE713E3Q67
WP CAREY INC REIT
92936U109
2592.00000000
NS
USD
197899.20000000
0.026347101233
Long
EC
US
N
1
N
N
N
MOHAWK INDUSTRIES, INC.
549300JI1115MG3Q6322
MOHAWK INDUSTRIES INC COMMON STOCK
608190104
-1515.00000000
NS
USD
-254323.05000000
-0.03385903098
Short
EC
US
N
1
N
N
N
G-III APPAREL GROUP, LTD.
529900O5KABM3R3SFM87
G-III APPAREL GROUP LTD COMMON STOCK
36237H101
-700.00000000
NS
USD
-20748.00000000
-0.00276226309
Short
EC
US
N
1
N
N
N
EXELIXIS, INC.
254900PJQB59O2O95R37
EXELIXIS INC COMMON STOCK
30161Q104
2196.00000000
NS
USD
36870.84000000
0.004908760389
Long
EC
US
N
1
N
N
N
GOLDENTREE LOAN MANAGEMENT US CLO LTD
N/A
GOLDENTREE LOAN MANAGEMENT US CLO 7 LTD GLM 2020-7A AR
38138LAL2
553039.00000000
PA
USD
552899.63000000
0.073609709001
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-20
Floating
1.20150000
N
N
N
N
N
N
STRATEGIC EDUCATION, INC.
0PYXF82EO1UCNGL5I740
STRATEGIC EDUCATION INC COMMON STOCK
86272C103
-289.00000000
NS
USD
-15461.50000000
-0.00205845049
Short
EC
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2017-C03 1M2
30711XJX3
394359.59200000
PA
USD
403555.31000000
0.053726910497
Long
DBT
USGA
US
N
2
2029-10-25
Floating
3.09200040
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL COMMON STOCK
281020107
3422.00000000
NS
USD
223388.16000000
0.029740547035
Long
EC
US
N
1
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C48 WFCM 2018-C48 A5
95001RAX7
102887.00000000
PA
USD
116949.31000000
0.015569923020
Long
ABS-MBS
US
N
2
2052-01-15
Fixed
4.30200000
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Company
549300TI38531ODB1G63
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 2.450000% 10/29/2026
00774MAV7
569000.00000000
PA
USD
570431.48000000
0.075943793357
Long
DBT
NUSS
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST
N/A
MORGAN STANLEY CAPITAL I TRUST 2015-XLF1 MSC 2015-XLF2 SNMA
61765VAA6
93177.95220000
PA
USD
82872.47000000
0.011033138873
Long
ABS-MBS
US
N
2
2026-11-15
Floating
2.03950080
N
N
N
N
N
N
NATIONAL STORAGE AFFILIATES TRUST
N/A
NATIONAL STORAGE AFFILIATES REIT
637870106
1557.00000000
NS
USD
95568.66000000
0.012723432736
Long
EC
US
N
1
N
N
N
ENPHASE ENERGY, INC.
5493008U7KIGMI59Z314
ENPHASE ENERGY INC COMMON STOCK
29355A107
-366.00000000
NS
USD
-91500.00000000
-0.01218175597
Short
EC
US
N
1
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC COMMON STOCK
25746U109
8479.00000000
NS
USD
603704.80000000
0.080373601716
Long
EC
US
N
1
N
N
N
THOR INDUSTRIES, INC.
254900XZO1228PDSG060
THOR INDUSTRIES INC COMMON STOCK
885160101
-2158.00000000
NS
USD
-228122.18000000
-0.03037080579
Short
EC
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2015-C04 1M2
30711XBF0
97429.15720000
PA
USD
102681.95000000
0.013670453096
Long
DBT
USGA
US
N
2
2028-04-25
Floating
5.79200040
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.000000% MATURITY: PERPETUAL
172967MU2
348000.00000000
PA
USD
347130.00000000
0.046214786372
Long
DBT
CORP
US
N
2
2170-03-10
Fixed
4.00000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP COMMON STOCK
25179M103
28467.00000000
NS
USD
1197322.02000000
0.159404204110
Long
EC
US
N
1
N
N
N
MAGNITE, INC.
54930018FR2YX1HHSB02
MAGNITE INC COMMON STOCK
55955D100
-500.00000000
NS
USD
-8815.00000000
-0.00117357572
Short
EC
US
N
1
N
N
N
UNDER ARMOUR, INC.
549300D4549QKWETZ406
UNDER ARMOUR INC-CLASS C COMMON STOCK
904311206
-5441.00000000
NS
USD
-109200.87000000
-0.01453834263
Short
EC
US
N
1
N
N
N
N/A
N/A
NATURAL GAS FUTR JAN22 PHYSICAL COMMODITY FUTURE.
N/A
127.00000000
NC
USD
5800090.00000000
0.772188863796
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Natural Gas
Natural Gas Future Jan 2022
2022-01-01
6449065.04000000
USD
-648975.04000000
N
N
N
GENUINE PARTS COMPANY
549300D46DQVEU651W04
GENUINE PARTS CO COMMON STOCK
372460105
-1360.00000000
NS
USD
-173726.40000000
-0.02312888100
Short
EC
US
N
1
N
N
N
TENCENT HOLDINGS LIMITED
254900N4SLUMW4XUYY11
TENCENT HOLDINGS LTD MTN 3.240000% 06/03/2050
88032WAV8
412000.00000000
PA
USD
400398.87000000
0.053306681187
Long
DBT
NUSS
CN
N
2
2050-06-03
Fixed
3.24000000
N
N
N
N
N
N
NEXTERA ENERGY, INC.
N/A
NEXTERA ENERGY INC COMMON STOCK
65339F101
19613.00000000
NS
USD
1702016.14000000
0.226596123389
Long
EC
US
N
1
N
N
N
TELEDYNE TECHNOLOGIES INCORPORATED
549300VSMO9KYQWDND94
TELEDYNE TECHNOLOGIES INC COMMON STOCK
879360105
-200.00000000
NS
USD
-83058.00000000
-0.01105783921
Short
EC
US
N
1
N
N
N
Maravai LifeSciences Holdings Inc
N/A
MARAVAI LIFESCIENCES HLDGS-A COMMON STOCK
56600D107
1500.00000000
NS
USD
68910.00000000
0.009174260158
Long
EC
US
N
1
N
N
N
UNITED NATURAL FOODS, INC.
549300GKGW6WPZ282D40
UNITED NATURAL FOODS INC COMMON STOCK
911163103
1400.00000000
NS
USD
69608.00000000
0.009267187652
Long
EC
US
N
1
N
N
N
BLACK KNIGHT, INC.
549300TUSNXS3BFFML48
BLACK KNIGHT INC COMMON STOCK
09215C105
300.00000000
NS
USD
21441.00000000
0.002854524917
Long
EC
US
N
1
N
N
N
KLA CORPORATION
549300H0BF5JCG96TJ81
KLA CORP COMMON STOCK
482480100
-641.00000000
NS
USD
-261611.33000000
-0.03482934845
Short
EC
US
N
1
N
N
N
BELLEMEADE RE LTD.
N/A
BELLEMEADE RE 2019-3 LTD BMIR 2019-3A M1B
07877GAB5
480090.91000000
PA
USD
480647.19000000
0.063990456619
Long
ABS-MBS
BM
N
2
2029-07-25
Floating
1.69162920
N
N
N
N
N
N
N/A
N/A
MSCI EAFE DEC21 PHYSICAL INDEX FUTURE.
N/A
-97.00000000
NC
USD
-10842175.00000000
-1.44346153151
N/A
DE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
NYL - MSCI EAFE MINI INDEX Dec 2021
N/A
N/A
2021-12-20
-11491360.56000000
USD
649185.56000000
N
N
N
AXALTA COATING SYSTEMS, LLC
549300G80QONCHILSF69
AXALTA COATING SYSTEMS LLC 144A 3.375000% 02/15/2029
05453GAC9
628000.00000000
PA
USD
596697.34000000
0.079440670921
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.37500000
N
N
N
N
N
N
OCEANEERING INTERNATIONAL, INC.
549300L6PH74701W0R30
OCEANEERING INTL INC COMMON STOCK
675232102
6023.00000000
NS
USD
64385.87000000
0.008571944883
Long
EC
US
N
1
N
N
N
SK hynix Inc.
988400XAIK6XISWQV045
SK HYNIX INC 144A 2.375000% 01/19/2031
78392BAC1
262000.00000000
PA
USD
253731.28000000
0.033780246308
Long
DBT
NUSS
KR
N
2
2031-01-19
Fixed
2.37500000
N
N
N
N
N
N
HAWAIIAN ELECTRIC INDUSTRIES, INC.
JJ8FWOCWCV22X7GUPJ23
HAWAIIAN ELECTRIC INDS COMMON STOCK
419870100
1150.00000000
NS
USD
43688.50000000
0.005816422361
Long
EC
US
N
1
N
N
N
SS&C TECHNOLOGIES HOLDINGS, INC.
529900POY8H7NPPNKK71
SS&C TECHNOLOGIES HOLDINGS COMMON STOCK
78467J100
440.00000000
NS
USD
33585.20000000
0.004471330173
Long
EC
US
N
1
N
N
N
BRK: BARCLAYS BANK PLC
N/A
Credit Default Swap
CDS589318
36970000.00000000
NC
USD
-733657.63000000
-0.09767473465
N/A
DCR
XX
N
2
BRK: BARCLAYS BANK PLC
N/A
Y
2026-06-20
0.00000000
USD
-923234.19000000
USD
36970000.00000000
USD
189576.56000000
N
N
N
N/A
N/A
SUGAR #11 (WORLD) MAR22 PHYSICAL COMMODITY FUTURE.
N/A
76.00000000
NC
USD
1583232.00000000
0.210781922212
N/A
DCO
US
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Sugar
Sugar #11 World Future Mar 2022
2022-03-03
1685906.32000000
USD
-102674.32000000
N
N
N
CORNING INCORPORATED
549300X2937PB0CJ7I56
CORNING INC COMMON STOCK
219350105
-3295.00000000
NS
USD
-122211.55000000
-0.01627050579
Short
EC
US
N
1
N
N
N
HESS CORPORATION
UASVRYNXNK17ULIGK870
HESS CORP COMMON STOCK
42809H107
11801.00000000
NS
USD
879410.52000000
0.117079391914
Long
EC
US
N
1
N
N
N
AIRCASTLE LIMITED
549300PNK8AKY3OIKP58
AIRCASTLE LTD 4.125000% 05/01/2024
00928QAQ4
172000.00000000
PA
USD
180703.25000000
0.024057736569
Long
DBT
NUSS
US
N
2
2024-05-01
Fixed
4.12500000
N
N
N
N
N
N
N/A
N/A
BRK: HSBC SECURITIES NEW YORK AMT: 32,825,000.00
N/A
-32825000.00000000
PA
USD
-32825000.00000000
-4.37012174881
Short
RA
US
N
2
Reverse repurchase
N
0.09000000
2050-12-31
26000000.00000000
USD
32783791.46000000
USD
UST
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO 3.900000% MATURITY: PERPETUAL
949746TD3
306000.00000000
PA
USD
307836.00000000
0.040983421132
Long
DBT
CORP
US
N
2
2170-03-15
Fixed
3.90000000
N
N
N
N
N
N
NOV INC.
549300EHF3IW1AR6U008
NOV INC COMMON STOCK
62955J103
19596.00000000
NS
USD
233584.32000000
0.031098002041
Long
EC
US
N
1
N
N
N
STAG INDUSTRIAL, INC.
549300QWYX2W6FASVQ07
STAG INDUSTRIAL INC REIT
85254J102
2718.00000000
NS
USD
118450.44000000
0.015769774379
Long
EC
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 4585 DS
3137BPFZ7
846885.07000000
PA
USD
199546.19000000
0.026566371509
Long
DBT
USGA
US
N
2
2046-05-15
Floating
5.91075000
N
N
N
N
N
N
ASHFORD HOSPITALITY TRUST
N/A
ASHFORD HOSPITALITY TRUST 2018-KEYS AHT1 2018-KEYS A
04410CAA7
525841.00000000
PA
USD
526070.90000000
0.070037894333
Long
ABS-MBS
US
N
2
2035-06-15
Floating
1.09100160
N
N
N
N
N
N
FLATIRON CLO LTD
N/A
FLATIRON CLO 21 LTD FLAT 2021-1A D
33883PAJ6
540000.00000000
PA
USD
539148.42000000
0.071778956163
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-19
Floating
3.05129880
N
N
N
N
N
N
AVIATION CAPITAL GROUP LLC
549300ODEK8HY3445C77
AVIATION CAPITAL GROUP LLC 144A 4.125000% 08/01/2025
05369AAD3
6000.00000000
PA
USD
6389.86000000
0.000850707270
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.12500000
N
N
N
N
N
N
SkyMiles IP Ltd.
2549008L7P4I8VB90936
DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.750000% 10/20/2028
830867AB3
450000.00000000
PA
USD
493080.30000000
0.065645725603
Long
DBT
NUSS
US
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
CONNECTICUT AVENUE SECURITIES TRUST 2020-R02 CAS 2020-R02 2M2
20754WAB1
257091.41690000
PA
USD
257939.23000000
0.034340467293
Long
ABS-MBS
US
N
2
2040-01-25
Floating
2.09199960
N
N
N
N
N
N
CONSTELLATION BRANDS, INC.
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC-A COMMON STOCK
21036P108
3613.00000000
NS
USD
814117.29000000
0.108386646614
Long
EC
US
N
1
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP COMMON STOCK
143658300
-13244.00000000
NS
USD
-233359.28000000
-0.03106804157
Short
EC
US
N
1
N
N
N
PIONEER NATURAL RESOURCES COMPANY
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO COMMON STOCK
723787107
9005.00000000
NS
USD
1605771.60000000
0.213782708082
Long
EC
US
N
1
N
N
N
ARROW ELECTRONICS, INC.
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC COMMON STOCK
042735100
-898.00000000
NS
USD
-109241.70000000
-0.01454377849
Short
EC
US
N
1
N
N
N
TAYLOR MORRISON HOME CORPORATION
5299009UDLLGLKOOJE30
TAYLOR MORRISON HOME CORP COMMON STOCK
87724P106
-3051.00000000
NS
USD
-94764.06000000
-0.01261631316
Short
EC
US
N
1
N
N
N
LIGAND PHARMACEUTICALS INCORPORATED
5493008K7TB0IKP37H79
LIGAND PHARMACEUTICALS COMMON STOCK
53220K504
222.00000000
NS
USD
35946.24000000
0.004785664743
Long
EC
US
N
1
N
N
N
THERMO FISHER SCIENTIFIC INC.
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC COMMON STOCK
883556102
2770.00000000
NS
USD
1752939.10000000
0.233375697951
Long
EC
US
N
1
N
N
N
TRAVEL + LEISURE CO.
T4VNTWMFQ7JQB65L7T35
TRAVEL + LEISURE CO COMMON STOCK
894164102
-1952.00000000
NS
USD
-96077.44000000
-0.01279116862
Short
EC
US
N
1
N
N
N
CAREDX, INC.
549300NQOFKL9NON0U06
CAREDX INC COMMON STOCK
14167L103
600.00000000
NS
USD
25884.00000000
0.003446039035
Long
EC
US
N
1
N
N
N
CONTANGO OIL & GAS COMPANY
N/A
CONTANGO OIL & GAS COMMON STOCK
21075N204
9400.00000000
NS
USD
32712.00000000
0.004355077613
Long
EC
US
N
1
N
N
N
OPTION CARE HEALTH, INC.
549300DI3Q5ACSYJRI17
OPTION CARE HEALTH INC COMMON STOCK
68404L201
2000.00000000
NS
USD
50620.00000000
0.006739240302
Long
EC
US
N
1
N
N
N
LAREDO PETROLEUM, INC
549300X0PTWU2QSLSL14
LAREDO PETROLEUM INC COMMON STOCK
516806205
500.00000000
NS
USD
29450.00000000
0.003920794684
Long
EC
US
N
1
N
N
N
DIGITAL REALTY TRUST, INC.
549300HKCZ31D08NEI41
DIGITAL REALTY TRUST INC REIT
253868103
3934.00000000
NS
USD
659889.16000000
0.087853647217
Long
EC
US
N
1
N
N
N
PERRIGO COMPANY PUBLIC LIMITED COMPANY
549300IFOQS6R1QLY196
PERRIGO CO PLC COMMON STOCK
G97822103
429.00000000
NS
USD
15748.59000000
0.002096671916
Long
EC
US
N
1
N
N
N
Volcan Compania Minera S.A.A.
549300XKJ91C4SZLG750
VOLCAN CIA MINERA SAA 144A 4.375000% 02/11/2026
92863UAB2
144000.00000000
PA
USD
137548.80000000
0.018312414391
Long
DBT
NUSS
PE
N
2
2026-02-11
Fixed
4.37500000
N
N
N
N
N
N
KAYNE CLO LTD
N/A
KAYNE CLO 7 LTD KAYNE 2020-7A C
48661CAE2
300000.00000000
PA
USD
301734.90000000
0.040171157619
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Floating
2.12225040
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2015-CCRE24 MORTGAGE TRUST COMM 2015-CR24 A5
12593JBF2
490000.00000000
PA
USD
523304.22000000
0.069669555310
Long
ABS-MBS
US
N
2
2048-08-10
Fixed
3.69600000
N
N
N
N
N
N
MVW OWNER TRUST
N/A
MVW 2021-2 LLC MVWOT 2021-2A B
55400KAB1
441000.00000000
PA
USD
438768.10000000
0.058414928149
Long
ABS-MBS
US
Y
2
2039-05-20
Fixed
1.83000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.980000% 03/20/2030
172967ME8
196000.00000000
PA
USD
217037.22000000
0.028895021338
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
DIAMOND ISSUER LLC
N/A
DIAMOND ISSUER SHINE 2021-1A A
25267TAN1
767635.00000000
PA
USD
760128.30000000
0.101198879382
Long
ABS-MBS
US
Y
2
2051-11-20
Fixed
2.30500000
N
N
N
N
N
N
CACTUS, INC.
549300J3T8C9F8QFKV08
CACTUS INC - A COMMON STOCK
127203107
2000.00000000
NS
USD
73000.00000000
0.009718777994
Long
EC
US
N
1
N
N
N
VENTAS, INC.
ORQTRC074CWLT3DKHT41
VENTAS INC REIT
92276F100
5390.00000000
NS
USD
252898.80000000
0.033669414962
Long
EC
US
N
1
N
N
N
Unity Software Inc
549300D1ESJMGNQNG432
UNITY SOFTWARE INC COMMON STOCK
91332U101
400.00000000
NS
USD
68956.00000000
0.009180384320
Long
EC
US
N
1
N
N
N
ROSS STORES, INC.
549300ENZFLPGRDFZQ60
ROSS STORES INC COMMON STOCK
778296103
-2585.00000000
NS
USD
-281997.65000000
-0.03754345966
Short
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS726958
-165995.15000000
NC
USD
-45364.05000000
-0.00603949494
N/A
DCR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2063-05-11
0.00000000
USD
-13701.82000000
USD
-165995.15000000
USD
-31662.23000000
N
N
N
SL GREEN REALTY CORP.
549300VQZPJU97H3GT17
SL GREEN REALTY CORP REIT
78440X804
829.00000000
NS
USD
57557.47000000
0.007662853052
Long
EC
US
N
1
N
N
N
ON SEMICONDUCTOR CORPORATION
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR CORP COMMON STOCK
682189105
-1477.00000000
NS
USD
-90732.11000000
-0.01207952375
Short
EC
US
N
1
N
N
N
DIAMONDBACK ENERGY, INC.
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC COMMON STOCK
25278X109
7752.00000000
NS
USD
827370.96000000
0.110151159988
Long
EC
US
N
1
N
N
N
CUBESMART
N/A
CUBESMART REIT
229663109
2739.00000000
NS
USD
147686.88000000
0.019662136978
Long
EC
US
N
1
N
N
N
TRANSDIGM INC.
88Q84GB3X55CF5OC7582
TRANSDIGM INC 144A 6.250000% 03/15/2026
893647BE6
448000.00000000
PA
USD
464800.00000000
0.061880657695
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
ACADIA HEALTHCARE COMPANY, INC.
5493005CW985Y9D0NC11
ACADIA HEALTHCARE CO INC COMMON STOCK
00404A109
945.00000000
NS
USD
53080.65000000
0.007066836344
Long
EC
US
N
1
N
N
N
IDACORP, INC.
N134NUJDWN8UEFA8B673
IDACORP INC COMMON STOCK
451107106
690.00000000
NS
USD
72187.80000000
0.009610646604
Long
EC
US
N
1
N
N
N
NUANCE COMMUNICATIONS, INC.
AEMSOT3SS15TNMJCE605
NUANCE COMMUNICATIONS INC COMMON STOCK
67020Y100
1074.00000000
NS
USD
59596.26000000
0.007934285208
Long
EC
US
N
1
N
N
N
HOUGHTON MIFFLIN HARCOURT COMPANY
N/A
HOUGHTON MIFFLIN HARCOURT CO COMMON STOCK
44157R109
-3200.00000000
NS
USD
-49792.00000000
-0.00662900539
Short
EC
US
N
1
N
N
N
CROWN HOLDINGS, INC.
NYLWZIOY8PUNIT4JOE22
CROWN HOLDINGS INC COMMON STOCK
228368106
-1465.00000000
NS
USD
-154997.00000000
-0.02063536209
Short
EC
US
N
1
N
N
N
MP MATERIALS CORP.
N/A
MP MATERIALS CORP COMMON STOCK
553368101
-1300.00000000
NS
USD
-57122.00000000
-0.00760487721
Short
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS922623
-142995.82000000
NC
USD
-39078.67000000
-0.00520269750
N/A
DCR
XX
N
2
BRK: J.P. MORGAN CHASE
N/A
Y
2063-05-11
0.00000000
USD
-13288.21000000
USD
-142995.82000000
USD
-25790.46000000
N
N
N
MERIT MEDICAL SYSTEMS, INC.
549300OYTY138SP2CE83
MERIT MEDICAL SYSTEMS INC COMMON STOCK
589889104
500.00000000
NS
USD
31430.00000000
0.004184399895
Long
EC
US
N
1
N
N
N
B.A.T CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 2.259000% 03/25/2028
05526DBR5
1268000.00000000
PA
USD
1238720.49000000
0.164915745744
Long
DBT
CORP
GB
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
OPENDOOR TECHNOLOGIES INC.
254900KX11YZ4HV5BQ47
OPENDOOR TECHNOLOGIES INC COMMON STOCK
683712103
7300.00000000
NS
USD
115632.00000000
0.015394544343
Long
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS727295
-27999.18000000
NC
USD
-7651.77000000
-0.00101871032
N/A
DCR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2063-05-11
0.00000000
USD
-2441.27000000
USD
-27999.18000000
USD
-5210.50000000
N
N
N
BFLD TRUST
N/A
BFLD TRUST BFLD 2021-FPM A
05554BAA2
1065000.00000000
PA
USD
1064680.07000000
0.141745058017
Long
ABS-MBS
US
Y
2
2038-06-15
Floating
1.68999840
N
N
N
N
N
N
COGENT COMMUNICATIONS HOLDINGS, INC.
N/A
COGENT COMMUNICATIONS HOLDIN COMMON STOCK
19239V302
600.00000000
NS
USD
44958.00000000
0.005985435905
Long
EC
US
N
1
N
N
N
DUPONT DE NEMOURS, INC.
5493004JF0SDFLM8GD76
DUPONT DE NEMOURS INC COMMON STOCK
26614N102
-4993.00000000
NS
USD
-369282.28000000
-0.04916400680
Short
EC
US
N
1
N
N
N
KINDER MORGAN, INC.
549300WR7IX8XE0TBO16
KINDER MORGAN INC COMMON STOCK
49456B101
82737.00000000
NS
USD
1279114.02000000
0.170293495750
Long
EC
US
N
1
N
N
N
DTE ENERGY COMPANY
549300IX8SD6XXD71I78
DTE ENERGY COMPANY COMMON STOCK
233331107
1941.00000000
NS
USD
210287.94000000
0.027996463064
Long
EC
US
N
1
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-122 SA
38380GHH0
897454.28000000
PA
USD
190155.75000000
0.025316185186
Long
DBT
USGA
US
N
2
2047-08-20
Floating
6.10886880
N
N
N
N
N
N
HANESBRANDS INC.
GX5LWVWZLL5S4W1L2F20
HANESBRANDS INC COMMON STOCK
410345102
-7970.00000000
NS
USD
-128715.50000000
-0.01713640231
Short
EC
US
N
1
N
N
N
LAS VEGAS SANDS CORP.
549300DUOO1KXOHPM605
LAS VEGAS SANDS CORP COMMON STOCK
517834107
-5786.00000000
NS
USD
-206097.32000000
-0.02743854929
Short
EC
US
N
1
N
N
N
TELEFLEX INCORPORATED
UUL85LWXB4NGSWWXIQ25
TELEFLEX INC COMMON STOCK
879369106
299.00000000
NS
USD
88928.58000000
0.011839412690
Long
EC
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK MSCR 2021-MN1 M1
35563FAA9
118288.69520000
PA
USD
118544.23000000
0.015782261012
Long
DBT
USGA
US
Y
2
2051-01-25
Floating
2.04967080
N
N
N
N
N
N
ARDAGH METAL PACKAGING FINANCE USA LLC
635400YUJMWFYRBL5293
ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH ME 3.250000% 09/01/2028
03969YAA6
437000.00000000
PA
USD
421705.00000000
0.056143250330
Long
DBT
NUSS
US
N
2
2028-09-01
Fixed
3.25000000
N
N
N
N
N
N
CENTERPOINT ENERGY, INC.
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC COMMON STOCK
15189T107
5906.00000000
NS
USD
153024.46000000
0.020372750060
Long
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS857127
-32999.04000000
NC
USD
-9018.16000000
-0.00120062321
N/A
DCR
XX
N
2
BRK: CITIGROUP
N/A
Y
2063-05-11
0.00000000
USD
-3998.43000000
USD
-32999.04000000
USD
-5019.73000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2015-C03 1M2
30711XBB9
156851.11600000
PA
USD
161216.24000000
0.021463354049
Long
DBT
USGA
US
N
2
2025-07-25
Floating
5.09199840
N
N
N
N
N
N
INTER PARFUMS, INC.
N/A
INTER PARFUMS INC COMMON STOCK
458334109
400.00000000
NS
USD
35132.00000000
0.004677261760
Long
EC
US
N
1
N
N
N
Inspire Medical Systems Inc
549300XQQCQ7HCJKTW25
INSPIRE MEDICAL SYSTEMS INC COMMON STOCK
457730109
200.00000000
NS
USD
44654.00000000
0.005944963185
Long
EC
US
N
1
N
N
N
UNICREDIT, SOCIETA PER AZIONI
549300TRUWO2CD2G5692
UNICREDIT SPA 144A 2.569000% 09/22/2026
904678AU3
476000.00000000
PA
USD
477389.12000000
0.063556696906
Long
DBT
NUSS
IT
N
2
2026-09-22
Fixed
2.56900000
N
N
N
N
N
N
NEWELL BRANDS INC.
549300LWGYFM1TVO1Z12
NEWELL BRANDS INC 4.700000% 04/01/2026
651229AW6
250000.00000000
PA
USD
267760.00000000
0.035647945147
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.70000000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT CREDIT RISK TRANSFER TRUST 2019-1R PMTCR 2019-1R A
73021CAA3
112773.80370000
PA
USD
112774.10000000
0.015014060841
Long
ABS-MBS
US
N
2
2024-03-27
Floating
2.09037960
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-02-10
N/A
1.00000000
NC
-33.51000000
-0.00000446131
N/A
DFE
XX
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
4006.58000000
USD
3521.88000000
EUR
2022-02-10
-33.51000000
N
N
N
INDEPENDENCE REALTY TRUST, INC
549300Z3L8NU44NQEB29
INDEPENDENCE REALTY TRUST IN REIT
45378A106
2100.00000000
NS
USD
51450.00000000
0.006849741476
Long
EC
US
N
1
N
N
N
SKYWORKS SOLUTIONS, INC.
549300WZ3ORQ2BVKBD96
SKYWORKS SOLUTIONS INC COMMON STOCK
83088M102
-592.00000000
NS
USD
-89782.72000000
-0.01195312771
Short
EC
US
N
1
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 4.800000% 02/14/2029
02209SBD4
160000.00000000
PA
USD
181150.10000000
0.024117227473
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP 4.500000% MATURITY: PERPETUAL
316773DB3
236000.00000000
PA
USD
250160.00000000
0.033304787713
Long
DBT
CORP
US
N
2
2170-09-30
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
CRUDE OIL OPT IPE Mar22C 85 LONG
N/A
60.00000000
NC
USD
50400.00000000
0.006709950834
N/A
DIR
GB
N
1
RBC CAPITAL
N/A
Call
Purchased
N/A
Call Option 85 Jan 2022 on BRENT CRUDE OIL(ICE) Mar 2022
60000.00000000
85.00000000
USD
2022-01-29
XXXX
-21202.02000000
N
N
N
AVIATION CAPITAL GROUP LLC
549300ODEK8HY3445C77
AVIATION CAPITAL GROUP LLC 144A 4.375000% 01/30/2024
05369AAF8
152000.00000000
PA
USD
160330.47000000
0.021345427995
Long
DBT
CORP
US
N
2
2024-01-30
Fixed
4.37500000
N
N
N
N
N
N
GROCERY OUTLET HOLDING CORP.
N/A
GROCERY OUTLET HOLDING CORP COMMON STOCK
39874R101
1687.00000000
NS
USD
48855.52000000
0.006504328118
Long
EC
US
N
1
N
N
N
CHILE ELECTRICITY PEC SPA
N/A
CHILE ELECTRICITY PEC SPA 144A ZERO COUPON 01/25/2028
168831AA3
491000.00000000
PA
USD
398446.50000000
0.053046754467
Long
DBT
NUSS
CL
Y
2
2028-01-25
Fixed
0.00000000
N
N
N
N
N
N
PACIRA BIOSCIENCES, INC.
549300P56LERYBDHCF69
PACIRA BIOSCIENCES INC COMMON STOCK
695127100
600.00000000
NS
USD
31572.00000000
0.004203304915
Long
EC
US
N
1
N
N
N
N/A
N/A
SOYBEAN OIL FUTR JAN22 PHYSICAL COMMODITY FUTURE.
N/A
79.00000000
NC
USD
2616954.00000000
0.348405410237
N/A
DCO
US
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Soybean Oil
Soybean Oil Future Jan 2022
2022-01-17
2855527.51000000
USD
-238573.51000000
N
N
N
AUTODESK, INC.
FRKKVKAIQEF3FCSTPG55
AUTODESK INC COMMON STOCK
052769106
453.00000000
NS
USD
115148.07000000
0.015330116832
Long
EC
US
N
1
N
N
N
N/A
N/A
SILVER FUTURE MAR22 PHYSICAL COMMODITY FUTURE.
N/A
21.00000000
NC
USD
2395575.00000000
0.318932350599
N/A
DCO
US
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Silver
SILVER FUTURE Mar 2022
2022-04-01
2593744.97000000
USD
-198169.97000000
N
N
N
BALBOA BAY LOAN FUNDING
N/A
BALBOA BAY LOAN FUNDING 2021-1 LTD BOBA 2021-1A A
05765XAA9
520750.00000000
PA
USD
520614.08000000
0.069311406359
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-20
Floating
0.00000000
N
N
N
N
N
N
CHANGE HEALTHCARE INC.
549300GS1BPJEDOZHM07
CHANGE HEALTHCARE INC COMMON STOCK
15912K100
1000.00000000
NS
USD
20280.00000000
0.002699956407
Long
EC
US
N
1
N
N
N
SkyMiles IP Ltd.
2549008L7P4I8VB90936
DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.500000% 10/20/2025
830867AA5
387782.00000000
PA
USD
406519.22000000
0.054121507528
Long
DBT
NUSS
US
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS, INC.
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC COMMON STOCK
620076307
-830.00000000
NS
USD
-210139.40000000
-0.02797668734
Short
EC
US
N
1
N
N
N
Embraer Netherlands Finance B.V.
724500PBR8LR26XBSP67
EMBRAER NETHERLANDS FINANCE BV 144A 6.950000% 01/17/2028
29082HAC6
242000.00000000
PA
USD
262267.50000000
0.034916706953
Long
DBT
NUSS
BR
N
2
2028-01-17
Fixed
6.95000000
N
N
N
N
N
N
POLARIS INC.
549300QJSN8UVWN1EI78
POLARIS INC COMMON STOCK
731068102
-1567.00000000
NS
USD
-175174.93000000
-0.02332172951
Short
EC
US
N
1
N
N
N
APPLIED MATERIALS, INC.
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC COMMON STOCK
038222105
-3722.00000000
NS
USD
-547841.18000000
-0.07293625759
Short
EC
US
N
1
N
N
N
ZEBRA TECHNOLOGIES CORPORATION
PO0I32GKZ3HZMMDPZZ08
ZEBRA TECHNOLOGIES CORP-CL A COMMON STOCK
989207105
-186.00000000
NS
USD
-109513.08000000
-0.01457990838
Short
EC
US
N
1
N
N
N
DYNATRACE, INC.
N/A
DYNATRACE INC COMMON STOCK
268150109
800.00000000
NS
USD
50280.00000000
0.006693974761
Long
EC
US
N
1
N
N
N
RENEWABLE ENERGY GROUP, INC.
549300HPU3BD8ZI0X358
RENEWABLE ENERGY GROUP INC COMMON STOCK
75972A301
1552.00000000
NS
USD
74154.56000000
0.009872489122
Long
EC
US
N
1
N
N
N
N/A
N/A
NATURAL GAS OPTN Jan22C 5 LONG
N/A
29.00000000
NC
USD
68150.00000000
0.009073078360
N/A
DIR
US
N
1
RBC CAPITAL
N/A
Call
Purchased
N/A
Call Option 5 Dec 2021 on Natural Gas Future Jan 2022
290000.00000000
5.00000000
USD
2021-12-31
XXXX
-88891.20000000
N
N
N
THE GOODYEAR TIRE & RUBBER COMPANY
5493002BI0S2ZQUY3437
GOODYEAR TIRE & RUBBER CO COMMON STOCK
382550101
-11614.00000000
NS
USD
-233557.54000000
-0.03109443671
Short
EC
US
N
1
N
N
N
WYNDHAM HOTELS & RESORTS, INC.
549300FE3MQ4RVXXC673
WYNDHAM HOTELS & RESORTS INC COMMON STOCK
98311A105
-1866.00000000
NS
USD
-148309.68000000
-0.01974505279
Short
EC
US
N
1
N
N
N
AKAMAI TECHNOLOGIES, INC.
OC1LZNN2LF5WTJ5RIL89
AKAMAI TECHNOLOGIES INC COMMON STOCK
00971T101
500.00000000
NS
USD
56350.00000000
0.007502097807
Long
EC
US
N
1
N
N
N
Deutsche Bank AG (New York Branch)
N/A
DEUTSCHE BANK AG/NEW YORK NY 2.129000% 11/24/2026
251526CE7
330000.00000000
PA
USD
330818.04000000
0.044043110784
Long
DBT
NUSS
DE
N
2
2026-11-24
Fixed
2.12900000
N
N
N
N
N
N
CHAMPIONX CORPORATION
549300EP2909K6DYYP38
CHAMPIONX CORP COMMON STOCK
15872M104
8645.00000000
NS
USD
176444.45000000
0.023490745724
Long
EC
US
N
1
N
N
N
N/A
N/A
WHITE SUGAR (ICE) MAR22 PHYSICAL COMMODITY FUTURE.
N/A
35.00000000
NC
USD
849800.00000000
0.113137226569
N/A
DCO
GB
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Sugar
WHITE SUGAR (LIF) Mar 2022
2022-02-14
891107.50000000
USD
-41307.50000000
N
N
N
JBG SMITH PROPERTIES
N/A
JBG SMITH PROPERTIES REIT
46590V100
1710.00000000
NS
USD
47520.90000000
0.006326644893
Long
EC
US
N
1
N
N
N
LAMAR ADVERTISING COMPANY
529900Y8WW4MKVPTB543
LAMAR ADVERTISING CO-A REIT
512816109
1069.00000000
NS
USD
116798.94000000
0.015549903668
Long
EC
US
N
1
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2022-01-20
N/A
1.00000000
NC
-15808.88000000
-0.00210469856
N/A
DFE
SE
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
299627.07000000
USD
2570247.77000000
SEK
2022-01-20
-15808.88000000
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO MATURITY: PERPETUAL
46625HKK5
243000.00000000
PA
USD
243680.40000000
0.032442133002
Long
DBT
CORP
US
N
2
2170-11-01
Floating
3.93162840
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2022-02-08
N/A
1.00000000
NC
USD
301842.79000000
0.040185521441
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
10063163.69000000
AUD
7439918.31000000
USD
2022-02-08
301842.79000000
N
N
N
DUKE ENERGY CORPORATION
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP COMMON STOCK
26441C204
7737.00000000
NS
USD
750566.37000000
0.099925861918
Long
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS104904
498000.00000000
NC
USD
47345.16000000
0.006303247933
N/A
DCR
XX
N
2
BRK: GOLDMAN SACHS BANK USA
N/A
Y
2058-09-17
84819.03000000
USD
0.00000000
USD
498000.00000000
USD
-37473.87000000
N
N
N
FISKER INC.
549300UUN5RWU44MBX79
FISKER INC COMMON STOCK
33813J106
-4700.00000000
NS
USD
-100533.00000000
-0.01338435490
Short
EC
US
N
1
N
N
N
REPLIGEN CORPORATION
54930006QJ0T5AUO1E71
REPLIGEN CORP COMMON STOCK
759916109
432.00000000
NS
USD
123768.00000000
0.016477722120
Long
EC
US
N
1
N
N
N
CLOUDFLARE, INC.
5493007DY18BGNLDWU14
CLOUDFLARE INC - CLASS A COMMON STOCK
18915M107
600.00000000
NS
USD
112944.00000000
0.015036680298
Long
EC
US
N
1
N
N
N
SCORPIO TANKERS INC.
549300NVJUH16NXG8K87
SCORPIO TANKERS INC COMMON STOCK
Y7542C130
2441.00000000
NS
USD
33954.31000000
0.004520471244
Long
EC
US
N
1
N
N
N
LEAD LME SPOT OPT Dec21C 2400
N/A
LEAD LME SPOT OPT Dec21C 2400 LONG
00X4SFZF1
29.00000000
NC
USD
65.25000000
0.000008686989
N/A
DIR
GB
N
1
MAREX FINANCIAL
N/A
Call
Purchased
N/A
N/A
725.00000000
400.00000000
USD
2021-12-04
XXXX
-45348.17000000
N
N
N
FIVE BELOW, INC.
529900AAXP5Z6BGI7418
FIVE BELOW COMMON STOCK
33829M101
-400.00000000
NS
USD
-81376.00000000
-0.01083390791
Short
EC
US
N
1
N
N
N
MASTERCARD INCORPORATED.
AR5L2ODV9HN37376R084
MASTERCARD INC - A COMMON STOCK
57636Q104
1941.00000000
NS
USD
611259.72000000
0.081379418021
Long
EC
US
N
1
N
N
N
CIENA CORPORATION
W0CZ7N0GH8UIGXDM1H41
CIENA CORP COMMON STOCK
171779309
-900.00000000
NS
USD
-54207.00000000
-0.00721679176
Short
EC
US
N
1
N
N
N
ONEOK, INC.
2T3D6M0JSY48PSZI1Q41
ONEOK INC 6.350000% 01/15/2031
682680BE2
124000.00000000
PA
USD
155799.76000000
0.020742236698
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
6.35000000
N
N
N
N
N
N
UDR, INC.
P3CH2EG5X6Z1XWU1OO74
UDR INC REIT
902653104
3759.00000000
NS
USD
213248.07000000
0.028390556849
Long
EC
US
N
1
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES COMMON STOCK
002824100
12703.00000000
NS
USD
1597656.31000000
0.212702287508
Long
EC
US
N
1
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC 144A 3.137000% 11/15/2035
11135FBP5
156000.00000000
PA
USD
153343.69000000
0.020415250410
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
VOYA FINANCIAL, INC.
549300T065Z4KJ686G75
VOYA FINANCIAL INC 5.650000% 05/15/2053
45685EAG1
258000.00000000
PA
USD
268748.28000000
0.035779518762
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.65000000
N
N
N
N
N
N
JACK HENRY & ASSOCIATES, INC.
529900X1QS8C54W0JB21
JACK HENRY & ASSOCIATES INC COMMON STOCK
426281101
349.00000000
NS
USD
52918.87000000
0.007045297934
Long
EC
US
N
1
N
N
N
AVIS BUDGET RENTAL CAR FUNDING
N/A
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2018-2A A
05377RDC5
1100000.00000000
PA
USD
1163770.30000000
0.154937331261
Long
ABS-MBS
US
N
2
2025-03-20
Fixed
4.00000000
N
N
N
N
N
N
DATADOG, INC.
549300F6JNO0KRPO1K63
DATADOG INC - CLASS A COMMON STOCK
23804L103
625.00000000
NS
USD
111431.25000000
0.014835281923
Long
EC
US
N
1
N
N
N
INTELLIA THERAPEUTICS, INC.
5493002T5BCPE5DZC723
INTELLIA THERAPEUTICS INC COMMON STOCK
45826J105
400.00000000
NS
USD
46004.00000000
0.006124694011
Long
EC
US
N
1
N
N
N
PURE STORAGE, INC.
549300NPDB0BZTK3WO90
PURE STORAGE INC - CLASS A COMMON STOCK
74624M102
-1112.00000000
NS
USD
-34438.64000000
-0.00458495200
Short
EC
US
N
1
N
N
N
APTARGROUP, INC.
VNPEQDQFAA7IY1T2PX43
APTARGROUP INC COMMON STOCK
038336103
-800.00000000
NS
USD
-95672.00000000
-0.01273719079
Short
EC
US
N
1
N
N
N
INEOS QUATTRO FINANCE 2 PLC
213800V48W4Y5MT5Q131
INEOS QUATTRO FINANCE 2 PLC 144A 2.500000% 01/15/2026
N/A
280000.00000000
PA
310131.15000000
0.041288983506
Long
DBT
NUSS
GB
N
2
2026-01-15
Fixed
2.50000000
N
N
N
N
N
N
ALKERMES PUBLIC LIMITED COMPANY
N/A
ALKERMES PLC COMMON STOCK
G01767105
2200.00000000
NS
USD
48224.00000000
0.006420251369
Long
EC
US
N
1
N
N
N
THE COCA-COLA COMPANY
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE COMMON STOCK
191216100
88325.00000000
NS
USD
4632646.25000000
0.616762471643
Long
EC
US
N
1
N
N
N
Ibio Inc
529900EW4RXUITGKUT34
IBIO INC COMMON STOCK
451033203
31300.00000000
NS
USD
23318.50000000
0.003104483899
Long
EC
US
N
1
N
N
N
Cracker Barrel Old Country Store, Inc.
8P4PHQIUWPIECBFBW745
CRACKER BARREL OLD COUNTRY COMMON STOCK
22410J106
-300.00000000
NS
USD
-36606.00000000
-0.00487350119
Short
EC
US
N
1
N
N
N
STAAR SURGICAL COMPANY
5299006LRHI7OJ8BY308
STAAR SURGICAL CO COMMON STOCK
852312305
220.00000000
NS
USD
20941.80000000
0.002788064452
Long
EC
US
N
1
N
N
N
BROOKLYN IMMUNOTHERAPEUTICS, INC.
N/A
BROOKLYN IMMUNOTHERAPEUTICS COMMON STOCK
114082100
2300.00000000
NS
USD
13685.00000000
0.001821938039
Long
EC
US
N
1
N
N
N
N/A
N/A
LME PRI ALUM FUTR MAR22 PHYSICAL COMMODITY FUTURE.
N/A
37.00000000
NC
USD
2429512.50000000
0.323450583862
N/A
DCO
GB
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Aluminum
LME ALUM HG FUTUR Mar 2022
2022-03-17
2471916.02000000
USD
-42403.52000000
N
N
N
Energy Fuels Inc.
529900P0GCATXMGK8I62
ENERGY FUELS INC COMMON STOCK
292671708
6200.00000000
NS
USD
54002.00000000
0.007189499304
Long
EC
US
N
1
N
N
N
HERBALIFE NUTRITION LTD.
549300BA7TYPBSZZIA41
HERBALIFE NUTRITION LTD COMMON STOCK
G4412G101
2034.00000000
NS
USD
75990.24000000
0.010116880442
Long
EC
US
N
1
N
N
N
United States of America
N/A
US 10YR ULTRA FUT MAR22 FINANCIAL COMMODITY FUTURE.
N/A
10.00000000
NC
USD
1468906.25000000
0.195561284085
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Mar 2022
2022-03-25
1468561.80000000
USD
344.45000000
N
N
N
DISH DBS Corporation
N/A
DISH DBS CORP 144A 5.250000% 12/01/2026
25470XBE4
920000.00000000
PA
USD
911177.20000000
0.121308615346
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
Editas Medicine Inc
5299000AON4Q9NT2JE42
EDITAS MEDICINE INC COMMON STOCK
28106W103
700.00000000
NS
USD
22862.00000000
0.003043708253
Long
EC
US
N
1
N
N
N
ZIMMER BIOMET HOLDINGS, INC.
2P2YLDVPES3BXQ1FRB91
ZIMMER BIOMET HOLDINGS INC COMMON STOCK
98956P102
1622.00000000
NS
USD
193991.20000000
0.025826813776
Long
EC
US
N
1
N
N
N
FORESTAR GROUP INC.
549300BC2UB0GHV60V70
FORESTAR GROUP INC COMMON STOCK
346232101
1774.00000000
NS
USD
35160.68000000
0.004681080041
Long
EC
US
N
1
N
N
N
FABRINET
5493004TETZ6IYF7CV44
FABRINET COMMON STOCK
G3323L100
-510.00000000
NS
USD
-56385.60000000
-0.00750683737
Short
EC
US
N
1
N
N
N
THE CHEESECAKE FACTORY INCORPORATED
529900872XMLK10SY247
CHEESECAKE FACTORY INC/THE COMMON STOCK
163072101
-700.00000000
NS
USD
-26824.00000000
-0.00357118494
Short
EC
US
N
1
N
N
N
STONERIDGE, INC.
PNBCIH9LE7WI83VJIF08
STONERIDGE INC COMMON STOCK
86183P102
-1270.00000000
NS
USD
-27724.10000000
-0.00369101880
Short
EC
US
N
1
N
N
N
AVIATION CAPITAL GROUP LLC
549300ODEK8HY3445C77
AVIATION CAPITAL GROUP LLC 144A 1.950000% 09/20/2026
05369AAL5
142000.00000000
PA
USD
138843.97000000
0.018484845483
Long
DBT
CORP
US
N
2
2026-09-20
Fixed
1.95000000
N
N
N
N
N
N
TENET HEALTHCARE CORPORATION
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP COMMON STOCK
88033G407
900.00000000
NS
USD
65583.00000000
0.008731323523
Long
EC
US
N
1
N
N
N
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
Credit Default Swap
CDS589634
20500000.00000000
NC
USD
-466006.79000000
-0.06204132240
N/A
DCR
XX
N
2
BRK: GOLDMAN SACHS INTERNATIONAL
N/A
Y
2026-06-20
0.00000000
USD
-606081.68000000
USD
20500000.00000000
USD
140074.89000000
N
N
N
NEVRO CORP.
254900SH91I4BOYKUE38
NEVRO CORP COMMON STOCK
64157F103
100.00000000
NS
USD
8708.00000000
0.001159330394
Long
EC
US
N
1
N
N
N
RADNOR RE/ESSENT
N/A
RADNOR RE 2019-2 LTD RMIR 2019-2 M1B
75049TAB7
530359.00000000
PA
USD
530200.42000000
0.070587673622
Long
ABS-MBS
BM
N
2
2029-06-25
Floating
1.84163040
N
N
N
N
N
N
TERADYNE, INC.
C3X4YJ278QNZHRJULN75
TERADYNE INC COMMON STOCK
880770102
-603.00000000
NS
USD
-92180.61000000
-0.01227236827
Short
EC
US
N
1
N
N
N
CCO HOLDINGS, LLC
N/A
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 5.000000% 02/01/2028
1248EPBX0
599000.00000000
PA
USD
616970.00000000
0.082139650125
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
FIRSTENERGY CORP.
549300SVYJS666PQJH88
FIRSTENERGY CORP COMMON STOCK
337932107
6164.00000000
NS
USD
232136.24000000
0.030905213438
Long
EC
US
N
1
N
N
N
M.D.C. HOLDINGS, INC.
5299005FV4VNV75R8R35
MDC HOLDINGS INC 6.000000% 01/15/2043
552676AQ1
340000.00000000
PA
USD
427682.60000000
0.056939071800
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
6.00000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST
N/A
FORD CREDIT AUTO OWNER TRUST 2021-REV1 FORDR 2021-1 D
345340AD5
510000.00000000
PA
USD
505048.77000000
0.067239135232
Long
ABS-MBS
US
Y
2
2033-10-17
Fixed
2.31000000
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C3 JPMBB 2015-C31 A3
46644YAU4
841222.00390000
PA
USD
895468.37000000
0.119217236835
Long
ABS-MBS
US
N
2
2048-08-15
Fixed
3.80140000
N
N
N
N
N
N
RED ROCK RESORTS, INC.
N/A
RED ROCK RESORTS INC-CLASS A COMMON STOCK
75700L108
-1000.00000000
NS
USD
-47540.00000000
-0.00632918775
Short
EC
US
N
1
N
N
N
N/A
N/A
LIVE CATTLE FUTR FEB22 PHYSICAL COMMODITY FUTURE.
N/A
32.00000000
NC
USD
1765120.00000000
0.234997389223
N/A
DCO
US
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Live Cattle
Live Cattle Future(Consolidated) Feb 2022
2022-03-03
1750786.86000000
USD
14333.14000000
N
N
N
N/A
N/A
RBOB GASOLINE FT JAN22 PHYSICAL COMMODITY FUTURE.
N/A
6.00000000
NC
USD
488905.20000000
0.065089878069
N/A
DCO
GB
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Unleaded Gas
RBOB GASOLINE Jan 2022
2022-01-02
605501.60000000
USD
-116596.40000000
N
N
N
Garmin Ltd.
2549001E0HIPIJQ0W046
GARMIN LTD COMMON STOCK
H2906T109
-4067.00000000
NS
USD
-543107.18000000
-0.07230600150
Short
EC
US
N
1
N
N
N
WESTROCK COMPANY
N/A
WESTROCK CO COMMON STOCK
96145D105
-2906.00000000
NS
USD
-126091.34000000
-0.01678703754
Short
EC
US
N
1
N
N
N
PACIFIC BIOSCIENCES OF CALIFORNIA, INC.
529900F1BWRE1M0KZN89
PACIFIC BIOSCIENCES OF CALIF COMMON STOCK
69404D108
1100.00000000
NS
USD
25531.00000000
0.003399042753
Long
EC
US
N
1
N
N
N
BRK: GOLDMAN SACHS BANK USA
N/A
Credit Default Swap
CDS610212
36970000.00000000
NC
USD
-709732.94000000
-0.09448954628
N/A
DCR
XX
N
2
BRK: GOLDMAN SACHS BANK USA
N/A
Y
2026-12-20
0.00000000
USD
-873070.36000000
USD
36970000.00000000
USD
163337.42000000
N
N
N
GFL ENVIRONMENTAL INC.
549300FYK4MBXWIVZU26
GFL ENVIRONMENTAL INC 144A 3.500000% 09/01/2028
36168QAM6
525000.00000000
PA
USD
508630.50000000
0.067715985077
Long
DBT
NUSS
CA
N
2
2028-09-01
Fixed
3.50000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES, INC.
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC 144A 4.500000% 01/15/2029
156700BD7
513000.00000000
PA
USD
482368.77000000
0.064219657356
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-02-10
N/A
1.00000000
NC
USD
189877.45000000
0.025279134009
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
13140578.91000000
CAD
10439873.44000000
USD
2022-02-10
189877.45000000
N
N
N
N/A
N/A
KC HRW WHEAT FUT MAR22 PHYSICAL COMMODITY FUTURE.
N/A
33.00000000
NC
USD
1356712.50000000
0.180624487529
N/A
DCO
US
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Wheat
WHEAT FUTURE(Consolidated) Mar 2022
2022-03-17
1328071.42000000
USD
28641.08000000
N
N
N
ULTA BEAUTY, INC.
529900CIV6HN8M28YM82
ULTA BEAUTY INC COMMON STOCK
90384S303
-315.00000000
NS
USD
-120944.25000000
-0.01610178514
Short
EC
US
N
1
N
N
N
Allakos Inc
549300S6ZD1W6BPMDY37
ALLAKOS INC COMMON STOCK
01671P100
300.00000000
NS
USD
23505.00000000
0.003129313380
Long
EC
US
N
1
N
N
N
TENCENT HOLDINGS LIMITED
254900N4SLUMW4XUYY11
TENCENT HOLDINGS LTD MTN 1.810000% 01/26/2026
88032WAT3
621000.00000000
PA
USD
621836.95000000
0.082787606379
Long
DBT
NUSS
CN
N
2
2026-01-26
Fixed
1.81000000
N
N
N
N
N
N
Olin Corporation
549300GKK294V7W57P06
OLIN CORP COMMON STOCK
680665205
-1900.00000000
NS
USD
-103265.00000000
-0.01374807684
Short
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS738281
-20999.39000000
NC
USD
-5738.83000000
-0.00076403307
N/A
DCR
XX
N
2
BRK: CITIGROUP
N/A
Y
2063-05-11
0.00000000
USD
-2722.88000000
USD
-20999.39000000
USD
-3015.95000000
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC COMMON STOCK
91324P102
6649.00000000
NS
USD
2953618.78000000
0.393226920584
Long
EC
US
N
1
N
N
N
SJW GROUP
N/A
SJW GROUP COMMON STOCK
784305104
700.00000000
NS
USD
47145.00000000
0.006276599843
Long
EC
US
N
1
N
N
N
Canada
4BFD7AQU0A75QLAHK410
CANADIAN GOVERNMENT RRB TIP 0.50% 12/01/2050
135087G99
1351000.00000000
PA
1304089.05000000
0.173618520024
Long
DBT
USGA
CA
N
2
2050-12-01
Fixed
0.50000000
N
N
N
N
N
N
AMERICAN EAGLE OUTFITTERS, INC.
5299001Z9HXK01DHW793
AMERICAN EAGLE OUTFITTERS COMMON STOCK
02553E106
-1200.00000000
NS
USD
-31068.00000000
-0.00413620540
Short
EC
US
N
1
N
N
N
LIFE STORAGE, INC.
W9EE01AFDDF9DQCQZC68
LIFE STORAGE INC REIT
53223X107
1243.00000000
NS
USD
164250.02000000
0.021867253149
Long
EC
US
N
1
N
N
N
SCIENTIFIC GAMES CORPORATION
529900JXALYBOHXKFM62
SCIENTIFIC GAMES CORP COMMON STOCK
80874P109
-1638.00000000
NS
USD
-104700.96000000
-0.01393925186
Short
EC
US
N
1
N
N
N
FOUR CORNERS PROPERTY TRUST, INC.
549300SVTPZPBDVNER42
FOUR CORNERS PROPERTY TRUST REIT
35086T109
1856.00000000
NS
USD
50149.12000000
0.006676550190
Long
EC
US
N
1
N
N
N
PALO ALTO NETWORKS, INC.
549300QXR2YVZV231H43
PALO ALTO NETWORKS INC COMMON STOCK
697435105
248.00000000
NS
USD
135641.12000000
0.018058437427
Long
EC
US
N
1
N
N
N
THE WENDY'S COMPANY
529900M0JIUCMWVKHG76
WENDY'S CO/THE COMMON STOCK
95058W100
-3372.00000000
NS
USD
-69395.76000000
-0.00923893130
Short
EC
US
N
1
N
N
N
ANTERO RESOURCES CORPORATION
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES CORP COMMON STOCK
03674X106
13053.00000000
NS
USD
229210.68000000
0.030515722093
Long
EC
US
N
1
N
N
N
CAL-MAINE FOODS, INC.
549300NHE5WMIEIEMF53
CAL-MAINE FOODS INC COMMON STOCK
128030202
1050.00000000
NS
USD
37863.00000000
0.005040850564
Long
EC
US
N
1
N
N
N
DUKE REALTY CORPORATION
254900E47KH1NFFKNF25
DUKE REALTY CORP REIT
264411505
5567.00000000
NS
USD
324723.11000000
0.043231668708
Long
EC
US
N
1
N
N
N
WORKHORSE GROUP INC.
5493006JUAG258V8X854
WORKHORSE GROUP INC COMMON STOCK
98138J206
-3900.00000000
NS
USD
-22776.00000000
-0.00303225873
Short
EC
US
N
1
N
N
N
ORMAT TECHNOLOGIES, INC.
5493000TSHHWY24VHM09
ORMAT TECHNOLOGIES INC COMMON STOCK
686688102
275.00000000
NS
USD
20762.50000000
0.002764193535
Long
EC
US
N
1
N
N
N
HELIX ENERGY SOLUTIONS GROUP, INC.
416AP2JOUTCWEGSOZW41
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK
42330P107
5688.00000000
NS
USD
17291.52000000
0.002302088274
Long
EC
US
N
1
N
N
N
CASSAVA SCIENCES, INC.
529900XA0UG5JXABYF08
CASSAVA SCIENCES INC COMMON STOCK
14817C107
500.00000000
NS
USD
26745.00000000
0.003560667362
Long
EC
US
N
1
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 2.875000% 10/28/2031
87165BAR4
248000.00000000
PA
USD
245592.73000000
0.032696729039
Long
DBT
CORP
US
N
2
2031-10-28
Fixed
2.87500000
N
N
N
N
N
N
VONAGE HOLDINGS CORP.
529900W7N0N4WLN1JY21
VONAGE HOLDINGS CORP COMMON STOCK
92886T201
4049.00000000
NS
USD
83490.38000000
0.011115403669
Long
EC
US
N
1
N
N
N
AXALTA COATING SYSTEMS LTD.
529900AGLPA40GV6H619
AXALTA COATING SYSTEMS LTD COMMON STOCK
G0750C108
-2073.00000000
NS
USD
-62853.36000000
-0.00836791578
Short
EC
US
N
1
N
N
N
THE J. M. SMUCKER COMPANY
5493000WDH6A0LHDJD55
JM SMUCKER CO/THE COMMON STOCK
832696405
2484.00000000
NS
USD
314151.48000000
0.041824225900
Long
EC
US
N
1
N
N
N
FIRST INVESTORS AUTO OWNER TRUST
N/A
FIRST INVESTORS AUTO OWNER TRUST 2020-1 FIAOT 2020-1A A
32060KAA3
87595.21270000
PA
USD
87781.55000000
0.011686704060
Long
ABS-MBS
US
N
2
2025-01-15
Fixed
1.49000000
N
N
N
N
N
N
CYRUSONE INC.
5493006S177ZK2ZNBU43
CYRUSONE INC REIT
23283R100
1704.00000000
NS
USD
151690.08000000
0.020195098787
Long
EC
US
N
1
N
N
N
INTUITIVE SURGICAL, INC.
54930052SRG011710797
INTUITIVE SURGICAL INC COMMON STOCK
46120E602
2552.00000000
NS
USD
827715.68000000
0.110197053922
Long
EC
US
N
1
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER INC COMMON STOCK
717081103
39800.00000000
NS
USD
2138454.00000000
0.284700817494
Long
EC
US
N
1
N
N
N
AMERICAN HOMES 4 RENT
549300ZJUO7A58PNUW40
AMERICAN HOMES 4 RENT- A REIT
02665T306
4675.00000000
NS
USD
187420.75000000
0.024952063846
Long
EC
US
N
1
N
N
N
PACKAGING CORPORATION OF AMERICA
549300XZP8MFZFY8TJ84
PACKAGING CORP OF AMERICA COMMON STOCK
695156109
-1132.00000000
NS
USD
-147827.88000000
-0.01968090886
Short
EC
US
N
1
N
N
N
CENTENE CORPORATION
549300Z7JJ4TQSQGT333
CENTENE CORP COMMON STOCK
15135B101
4028.00000000
NS
USD
287639.48000000
0.038294578746
Long
EC
US
N
1
N
N
N
BEST BUY CO., INC.
HL5XPTVRV0O8TUN5LL90
BEST BUY CO INC COMMON STOCK
086516101
-1965.00000000
NS
USD
-209979.90000000
-0.02795545248
Short
EC
US
N
1
N
N
N
CALIFORNIA WATER SERVICE GROUP
529900QABDOBU6UVRQ36
CALIFORNIA WATER SERVICE GRP COMMON STOCK
130788102
397.00000000
NS
USD
25014.97000000
0.003330341643
Long
EC
US
N
1
N
N
N
POOL CORPORATION
5493005VZK1KMN6CO617
POOL CORP COMMON STOCK
73278L105
-395.00000000
NS
USD
-218877.40000000
-0.02914001176
Short
EC
US
N
1
N
N
N
AGREE REALTY CORPORATION
N/A
AGREE REALTY CORP REIT
008492100
800.00000000
NS
USD
54048.00000000
0.007195623466
Long
EC
US
N
1
N
N
N
THE WILLIAMS COMPANIES, INC.
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC COMMON STOCK
969457100
51023.00000000
NS
USD
1366906.17000000
0.181981611031
Long
EC
US
N
1
N
N
N
Madison Square Garden Entertainment Corp
N/A
MADISON SQUARE GARDEN ENTERT COMMON STOCK
55826T102
322.00000000
NS
USD
21290.64000000
0.002834506897
Long
EC
US
N
1
N
N
N
BURLINGTON STORES, INC.
5299003Z37DVGKKC1W09
BURLINGTON STORES INC COMMON STOCK
122017106
-537.00000000
NS
USD
-157410.81000000
-0.02095672214
Short
EC
US
N
1
N
N
N
N/A
N/A
SILVER FUTURE MAR22 PHYSICAL COMMODITY FUTURE.
N/A
-20.00000000
NC
USD
-2281500.00000000
-0.30374509580
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Silver
SILVER FUTURE Mar 2022
2022-04-01
-2367324.18000000
USD
85824.18000000
N
N
N
DRYDEN CLO LTD
N/A
DRYDEN 78 CLO LTD DRSLF 2020-78A C
26253LAE2
660000.00000000
PA
USD
663930.30000000
0.088391660128
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Floating
2.07225000
N
N
N
N
N
N
CAVCO INDUSTRIES, INC.
N/A
CAVCO INDUSTRIES INC COMMON STOCK
149568107
-244.00000000
NS
USD
-72587.56000000
-0.00966386822
Short
EC
US
N
1
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC COMMON STOCK
023135106
-1610.00000000
NS
USD
-5646382.70000000
-0.75172520455
Short
EC
US
N
1
N
N
N
ADVANCE AUTO PARTS, INC.
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PARTS INC 3.900000% 04/15/2030
00751YAE6
784000.00000000
PA
USD
860228.55000000
0.114525620573
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.90000000
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
CDS331915
-161995.26000000
NC
USD
-44270.94000000
-0.00589396489
N/A
DCR
XX
N
2
BRK: CREDIT SUISSE
N/A
Y
2049-12-31
0.00000000
USD
-10140.36000000
USD
-161995.26000000
USD
-34130.58000000
N
N
N
SERVICE CORPORATION INTERNATIONAL
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL COMMON STOCK
817565104
-2938.00000000
NS
USD
-194378.08000000
-0.02587832063
Short
EC
US
N
1
N
N
N
THE PROCTER & GAMBLE COMPANY
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE CO/THE COMMON STOCK
742718109
55486.00000000
NS
USD
8022165.88000000
1.068022592073
Long
EC
US
N
1
N
N
N
BIO-RAD LABORATORIES, INC.
549300ZC1GPV35XYDK53
BIO-RAD LABORATORIES-A COMMON STOCK
090572207
167.00000000
NS
USD
125784.40000000
0.016746173407
Long
EC
US
N
1
N
N
N
INDUSTRIAS PENOLES, S.A.B. DE C.V.
549300WA2HB7776CB324
INDUSTRIAS PENOLES SAB DE CV 144A 4.750000% 08/06/2050
456472AD1
287000.00000000
PA
USD
306372.50000000
0.040788579603
Long
DBT
NUSS
MX
N
2
2050-08-06
Fixed
4.75000000
N
N
N
N
N
N
NEW RUSSIAN ROUBLE
N/A
FX Forward Contract: RUB/USD SETTLE 2021-12-15
N/A
1.00000000
NC
-6364.63000000
-0.00084734830
N/A
DFE
RU
N
2
BANK OF AMERICA
N/A
285898.62000000
USD
20867740.53000000
RUB
2021-12-15
-6364.63000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
CONNECTICUT AVENUE SECURITIES TRUST 2019-R04 CAS 2019-R04 2M2
20753TAB9
53135.71490000
PA
USD
53235.34000000
0.007087430834
Long
ABS-MBS
US
N
2
2039-06-25
Floating
2.18599920
N
N
N
N
N
N
QUIDEL CORPORATION
549300X2FQ6S98OQLQ46
QUIDEL CORP COMMON STOCK
74838J101
200.00000000
NS
USD
29512.00000000
0.003929048988
Long
EC
US
N
1
N
N
N
GS MORTGAGE SECURITIES CORP.
N/A
GS MORTGAGE SECURITIES TRUST 2021-1 A2
36246LAE1
277000.00000000
PA
USD
280083.07000000
0.037288564072
Long
DBT
USGA
US
N
2
2026-08-17
Fixed
2.43510000
N
N
N
N
N
N
PENN NATIONAL GAMING, INC.
N/A
PENN NATIONAL GAMING INC COMMON STOCK
707569109
-2710.00000000
NS
USD
-138833.30000000
-0.01848342494
Short
EC
US
N
1
N
N
N
COSTCO WHOLESALE CORPORATION
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP COMMON STOCK
22160K105
10107.00000000
NS
USD
5451513.66000000
0.725781520473
Long
EC
US
N
1
N
N
N
GRAND CANYON EDUCATION, INC.
529900XFER799IYOSW74
GRAND CANYON EDUCATION INC COMMON STOCK
38526M106
-455.00000000
NS
USD
-32973.85000000
-0.00438993873
Short
EC
US
N
1
N
N
N
Brookfield Renewable Corp
N/A
BROOKFIELD RENEWABLE COR-A COMMON STOCK
11284V105
1100.00000000
NS
USD
40733.00000000
0.005422944986
Long
EC
US
N
1
N
N
N
MICROSTRATEGY INCORPORATED
549300WQTWEJUEHXQX21
MICROSTRATEGY INC-CL A COMMON STOCK
594972408
95.00000000
NS
USD
68535.85000000
0.009124448093
Long
EC
US
N
1
N
N
N
AMCOR PLC
549300GSODGFCDQ3DI89
AMCOR PLC COMMON STOCK
G0250X107
-19462.00000000
NS
USD
-220309.84000000
-0.02933071814
Short
EC
US
N
1
N
N
N
ARISTA NETWORKS, INC.
635400H1WKBLOQERUU95
ARISTA NETWORKS INC COMMON STOCK
040413106
-1000.00000000
NS
USD
-124060.00000000
-0.01651659723
Short
EC
US
N
1
N
N
N
BOSTON SCIENTIFIC CORPORATION
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP COMMON STOCK
101137107
11128.00000000
NS
USD
423642.96000000
0.056401258590
Long
EC
US
N
1
N
N
N
BORGWARNER INC.
549300DSFX2IE88NSX47
BORGWARNER INC COMMON STOCK
099724106
-10266.00000000
NS
USD
-444312.48000000
-0.05915307333
Short
EC
US
N
1
N
N
N
JACK IN THE BOX INC.
5493002OJW26P0SUUP68
JACK IN THE BOX INC COMMON STOCK
466367109
-587.00000000
NS
USD
-48486.20000000
-0.00645515909
Short
EC
US
N
1
N
N
N
TERRENO REALTY CORPORATION
N/A
TERRENO REALTY CORP REIT
88146M101
922.00000000
NS
USD
70210.30000000
0.009347374227
Long
EC
US
N
1
N
N
N
Applied Therapeutics Inc
549300KL3IJPHZM2GR04
APPLIED THERAPEUTICS INC COMMON STOCK
03828A101
1900.00000000
NS
USD
21812.00000000
0.002903917611
Long
EC
US
N
1
N
N
N
RADNOR RE/ESSENT
N/A
RADNOR RE 2020-1 LTD RMIR 2020-1 M1A
750493AA6
310781.00000000
PA
USD
308679.84000000
0.041095764880
Long
ABS-MBS
BM
N
2
2030-01-25
Floating
1.04163120
N
N
N
N
N
N
THE SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN CO/THE COMMON STOCK
842587107
10740.00000000
NS
USD
656214.00000000
0.087364358668
Long
EC
US
N
1
N
N
N
NEWMARK GROUP, INC.
N/A
NEWMARK GROUP INC-CLASS A COMMON STOCK
65158N102
3341.00000000
NS
USD
53656.46000000
0.007143496201
Long
EC
US
N
1
N
N
N
BAKER HUGHES COMPANY
N/A
BAKER HUGHES CO COMMON STOCK
05722G100
31202.00000000
NS
USD
728254.68000000
0.096955418606
Long
EC
US
N
1
N
N
N
BRK: MACQUARIE BANK LIMITED
N/A
BRK: MACQUARIE BANK LIMITED REF: MACQUARIE COMMODITY PRODUCT 251E
N/A
27049.96620000
NC
USD
-30387.24000000
-0.00404557314
N/A
DE
US
N
2
BRK: MACQUARIE BANK LIMITED
N/A
Y
2021-12-04
0.00000000
USD
0.00000000
USD
-2998999.31000000
USD
-30387.24000000
N
N
N
KIMBERLY-CLARK CORPORATION
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK CORP COMMON STOCK
494368103
7904.00000000
NS
USD
1029970.24000000
0.137124001415
Long
EC
US
N
1
N
N
N
VAIL RESORTS, INC.
529900PSZHRNU9HKH870
VAIL RESORTS INC COMMON STOCK
91879Q109
-700.00000000
NS
USD
-232197.00000000
-0.03091330265
Short
EC
US
N
1
N
N
N
CUSHMAN & WAKEFIELD PLC
N/A
CUSHMAN & WAKEFIELD PLC COMMON STOCK
G2717B108
1464.00000000
NS
USD
25883.52000000
0.003445975131
Long
EC
US
N
1
N
N
N
TWITTER, INC.
549300I8RX485XMK6836
TWITTER INC COMMON STOCK
90184L102
1774.00000000
NS
USD
77949.56000000
0.010377732443
Long
EC
US
N
1
N
N
N
BLOOMIN' BRANDS, INC.
E1UJ2GO305B5FXGV7N04
BLOOMIN' BRANDS INC COMMON STOCK
094235108
-1700.00000000
NS
USD
-30039.00000000
-0.00399921057
Short
EC
US
N
1
N
N
N
HCA HEALTHCARE, INC.
529900PH4ZGUH2MNEU89
HCA HEALTHCARE INC COMMON STOCK
40412C101
1881.00000000
NS
USD
424334.79000000
0.056493364647
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 02/17/2022
912796L80
800000.00000000
PA
USD
799908.57000000
0.106494983665
Long
DBT
UST
US
N
2
2022-02-17
None
0.00000000
N
N
N
N
N
N
NEOGENOMICS, INC.
N/A
NEOGENOMICS INC COMMON STOCK
64049M209
778.00000000
NS
USD
26654.28000000
0.003548589450
Long
EC
US
N
1
N
N
N
N/A
N/A
NATURAL GAS OPTN Mar22C 3.85 SHORT
0060MYNG2
-11.00000000
NC
USD
-80630.00000000
-0.01073458999
N/A
DIR
US
N
1
RBC CAPITAL
N/A
Call
Written
N/A
Call Option 3.85 Feb 2022 on Natural Gas Future Mar 2022
-110000.00000000
3.85000000
USD
2022-02-26
XXXX
-10158.72000000
N
N
N
IQVIA HOLDINGS INC
549300W3R20NM4KQPH86
IQVIA HOLDINGS INC COMMON STOCK
46266C105
1356.00000000
NS
USD
351380.28000000
0.046780642916
Long
EC
US
N
1
N
N
N
OAK STREET HEALTH, INC.
2549007CJE6GSEURLA30
OAK STREET HEALTH INC COMMON STOCK
67181A107
700.00000000
NS
USD
21665.00000000
0.002884346921
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY FRN VARIABLE RATE 07/31/2023
91282CCQ2
6500000.00000000
PA
USD
6499335.57000000
0.865282185143
Long
SN
UST
US
N
2
2023-07-31
Floating
0.07900560
N
N
N
N
N
N
BAIDU, INC.
254900AL64IANZYI1E02
BAIDU INC 1.625000% 02/23/2027
056752AV0
342000.00000000
PA
USD
334478.29000000
0.044530414307
Long
DBT
NUSS
CN
N
2
2027-02-23
Fixed
1.62500000
N
N
N
N
N
N
AIRCASTLE LIMITED
549300PNK8AKY3OIKP58
AIRCASTLE LTD 4.250000% 06/15/2026
00928QAS0
54000.00000000
PA
USD
58224.30000000
0.007751630761
Long
DBT
NUSS
US
N
2
2026-06-15
Fixed
4.25000000
N
N
N
N
N
N
CORESITE REALTY CORPORATION
549300H0YYORITFM2B74
CORESITE REALTY CORP REIT
21870Q105
518.00000000
NS
USD
88603.90000000
0.011796186760
Long
EC
US
N
1
N
N
N
AMERICAN WATER WORKS COMPANY, INC.
549300DXHIJQMD5WFW18
AMERICAN WATER WORKS CO INC COMMON STOCK
030420103
1929.00000000
NS
USD
325171.53000000
0.043291368632
Long
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS895273
-184994.59000000
NC
USD
-50556.32000000
-0.00673076233
N/A
DCR
XX
N
2
BRK: J.P. MORGAN CHASE
N/A
Y
2063-05-11
0.00000000
USD
-21994.62000000
USD
-184994.59000000
USD
-28561.70000000
N
N
N
CITIC Limited
2549006I3Q3M98KHOT11
CITIC LTD MTN 2.850000% 02/25/2030
N/A
278000.00000000
PA
USD
284158.66000000
0.037831163448
Long
DBT
NUSS
CN
N
2
2030-02-25
Fixed
2.85000000
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
CDS857203
-28999.15000000
NC
USD
-7925.05000000
-0.00105509317
N/A
DCR
XX
N
2
BRK: CITIGROUP
N/A
Y
2063-05-11
0.00000000
USD
-3513.77000000
USD
-28999.15000000
USD
-4411.28000000
N
N
N
TRIMBLE INC.
549300E2MI7NSZFQWS19
TRIMBLE INC COMMON STOCK
896239100
-876.00000000
NS
USD
-75222.12000000
-0.01001461759
Short
EC
US
N
1
N
N
N
GETTY REALTY CORP.
N/A
GETTY REALTY CORP REIT
374297109
1100.00000000
NS
USD
33583.00000000
0.004471037279
Long
EC
US
N
1
N
N
N
CHARTER COMMUNICATIONS, INC.
0J0XRGZE3PBRFEZ7MV65
CHARTER COMMUNICATIONS INC-A COMMON STOCK
16119P108
-1209.00000000
NS
USD
-781352.52000000
-0.10402454352
Short
EC
US
N
1
N
N
N
NEUBERGER BERMAN LOAN ADVISERS LLC
N/A
NEUBERGER BERMAN LOAN ADVISERS CLO 42 LTD NEUB 2021-42A A
64133WAA3
984009.00000000
PA
USD
983761.03000000
0.130971986986
Long
ABS-CBDO
CORP
KY
Y
2
2035-07-16
Floating
1.22225040
N
N
N
N
N
N
THE ENSIGN GROUP, INC.
5493003K4HEEA8Q0BC72
ENSIGN GROUP INC/THE COMMON STOCK
29358P101
361.00000000
NS
USD
27555.13000000
0.003668523165
Long
EC
US
N
1
N
N
N
BRK: GOLDMAN SACHS
N/A
BRK: GOLDMAN SACHS PAY: 1.593%
N/A
2440000.00000000
NC
USD
-23803.32000000
-0.00316902989
N/A
DIR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2029-09-27
0.00000000
USD
0.00000000
USD
-2440000.00000000
USD
-23803.32000000
N
N
N
DUKE ENERGY CAROLINAS NC STORM FUNDING LLC
N/A
DUKE ENERGY CAROLINAS NC STORM FUNDING LLC 2.617000% 07/01/2041
26443KAB1
314000.00000000
PA
USD
319356.24000000
0.042517156132
Long
DBT
CORP
US
N
2
2041-07-01
Fixed
2.61700000
N
N
N
N
N
N
OEC FINANCE LIMITED
N/A
OEC FINANCE LTD 144A 7.125000% 12/26/2046
67614CAF7
210091.00000000
PA
USD
11557.11000000
0.001538643648
Long
DBT
NUSS
BR
N
2
2046-12-26
Fixed
7.12500000
N
N
N
N
N
N
UBS COMMERCIAL MORTGAGE TRUST
N/A
UBS COMMERCIAL MORTGAGE TRUST 2018-C8 UBSCM 2018-C8 A4
90276VAE9
855000.00000000
PA
USD
948103.26000000
0.126224727392
Long
ABS-MBS
US
N
2
2051-02-15
Fixed
3.98300000
N
N
N
N
N
N
NETFLIX, INC.
549300Y7VHGU0I7CE873
NETFLIX INC COMMON STOCK
64110L106
2144.00000000
NS
USD
1376233.60000000
0.183223408585
Long
EC
US
N
1
N
N
N
JABIL INC.
5493000CGCQY2OQU7669
JABIL INC COMMON STOCK
466313103
-678.00000000
NS
USD
-39635.88000000
-0.00527688107
Short
EC
US
N
1
N
N
N
BRK: MORGAN STANLEY
N/A
BRK: MORGAN STANLEY PAY: 1.9905
N/A
2040000.00000000
NC
USD
-59985.32000000
-0.00798608230
N/A
DIR
XX
N
2
BRK: MORGAN STANLEY
N/A
Y
2025-04-21
0.00000000
USD
0.00000000
USD
-2040000.00000000
USD
-59985.32000000
N
N
N
ONEOK, INC.
2T3D6M0JSY48PSZI1Q41
ONEOK INC COMMON STOCK
682680103
19093.00000000
NS
USD
1142525.12000000
0.152108876633
Long
EC
US
N
1
N
N
N
LEAR CORPORATION
549300UPNBTXA1SYTQ33
LEAR CORP COMMON STOCK
521865204
-2589.00000000
NS
USD
-434408.31000000
-0.05783449210
Short
EC
US
N
1
N
N
N
THE GAP, INC.
T2ZG1WRWZ4BUCMQL9224
GAP INC/THE COMMON STOCK
364760108
-1700.00000000
NS
USD
-28101.00000000
-0.00374119699
Short
EC
US
N
1
N
N
N
CHASE MORTGAGE REFERENCE NOTES
N/A
JPMORGAN CHASE BANK NA - CHASE CHASE 2019-CL1 M3
46591HAC4
138023.25500000
PA
USD
138766.10000000
0.018474478342
Long
ABS-MBS
US
Y
2
2047-04-25
Floating
2.19162960
N
N
N
N
N
N
Adaptive Biotechnologies Corp
549300ZTF7OT1FW66Q96
ADAPTIVE BIOTECHNOLOGIES COMMON STOCK
00650F109
854.00000000
NS
USD
22280.86000000
0.002966338792
Long
EC
US
N
1
N
N
N
BAXTER INTERNATIONAL INC.
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC COMMON STOCK
071813109
3720.00000000
NS
USD
277400.40000000
0.036931409632
Long
EC
US
N
1
N
N
N
AFFIRM ASSET SECURITIZATION TRUST
N/A
AFFIRM ASSET SECURITIZATION TRUST 2021-Z2 AFFRM 2021-Z2 A
00834TAA6
300000.00000000
PA
USD
299199.30000000
0.039833583188
Long
ABS-MBS
US
Y
2
2026-11-16
Fixed
1.17000000
N
N
N
N
N
N
VIACOMCBS INC.
5KYC8KF17ROCY24M3H09
VIACOMCBS INC - CLASS B COMMON STOCK
92556H206
-4142.00000000
NS
USD
-128194.90000000
-0.01706709278
Short
EC
US
N
1
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 1.734000% 07/22/2027
06051GJS9
1043000.00000000
PA
USD
1033577.79000000
0.137604288779
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
Capri Holdings Limited
549300LPG8W0H1OX3A26
CAPRI HOLDINGS LTD COMMON STOCK
G1890L107
-3401.00000000
NS
USD
-201407.22000000
-0.02681413777
Short
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS730016
-27999.18000000
NC
USD
-7651.77000000
-0.00101871032
N/A
DCR
XX
N
2
BRK: DEUTSCHE BANK
N/A
Y
2063-05-11
0.00000000
USD
-3135.21000000
USD
-27999.18000000
USD
-4516.56000000
N
N
N
Provention Bio Inc
5493003LM26XAVJKLD34
PROVENTION BIO INC COMMON STOCK
74374N102
4800.00000000
NS
USD
33120.00000000
0.004409396262
Long
EC
US
N
1
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICIDAD 144A 3.348000% 02/09/2031
200447AH3
574000.00000000
PA
USD
548175.74000000
0.072980798889
Long
DBT
NUSS
MX
N
2
2031-02-09
Fixed
3.34800000
N
N
N
N
N
N
COGNEX CORPORATION
549300JQTYZCLC43S226
COGNEX CORP COMMON STOCK
192422103
-900.00000000
NS
USD
-69525.00000000
-0.00925613753
Short
EC
US
N
1
N
N
N
Edgewell Personal Care Company
549300CY8QZDL4Z3RU59
EDGEWELL PERSONAL CARE CO COMMON STOCK
28035Q102
566.00000000
NS
USD
24032.36000000
0.003199522897
Long
EC
US
N
1
N
N
N
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK
744573106
5567.00000000
NS
USD
347881.83000000
0.046314880466
Long
EC
US
N
1
N
N
N
THE TJX COMPANIES, INC.
V167QI9I69W364E2DY52
TJX COMPANIES INC COMMON STOCK
872540109
-8859.00000000
NS
USD
-614814.60000000
-0.08185269322
Short
EC
US
N
1
N
N
N
ALIGN TECHNOLOGY, INC.
549300N5YSE0U3LCP840
ALIGN TECHNOLOGY INC COMMON STOCK
016255101
564.00000000
NS
USD
344902.92000000
0.045918286425
Long
EC
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2011-131 ST
3136A2N58
597630.00900000
PA
USD
113420.14000000
0.015100070695
Long
DBT
USGA
US
N
2
2041-12-25
Floating
6.44799960
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.075000% 04/23/2029
172967LW9
288000.00000000
PA
USD
317830.55000000
0.042314035003
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.07500000
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
CDS737905
-288991.55000000
NC
USD
-78977.18000000
-0.01051454354
N/A
DCR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2063-05-11
0.00000000
USD
-37565.73000000
USD
-288991.55000000
USD
-41411.45000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2022-02-08
N/A
1.00000000
NC
USD
9119.67000000
0.001214137645
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
376537.80000000
AUD
276208.17000000
USD
2022-02-08
9119.67000000
N
N
N
ZYNGA INC.
549300XNQ0U2EL088Z74
ZYNGA INC - CL A COMMON STOCK
98986T108
3709.00000000
NS
USD
22365.27000000
0.002977576628
Long
EC
US
N
1
N
N
N
INVITATION HOMES INC.
N/A
INVITATION HOMES INC REIT
46187W107
8514.00000000
NS
USD
344306.16000000
0.045838837412
Long
EC
US
N
1
N
N
N
PALANTIR TECHNOLOGIES INC.
549300UVN46B3BBDHO85
PALANTIR TECHNOLOGIES INC-A COMMON STOCK
69608A108
3300.00000000
NS
USD
68145.00000000
0.009072412690
Long
EC
US
N
1
N
N
N
GLOBAL PAYMENTS INC.
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC COMMON STOCK
37940X102
781.00000000
NS
USD
92970.24000000
0.012377494830
Long
EC
US
N
1
N
N
N
N/A
N/A
LME ZINC FUTURE JAN22 PHYSICAL COMMODITY FUTURE.
N/A
8.00000000
NC
USD
641750.00000000
0.085438709285
N/A
DCO
GB
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Zinc
LME ZINC FUTURE Jan 2022
2022-01-20
646969.68000000
USD
-5219.68000000
N
N
N
DAVITA INC.
M2XHYMU3TZNEZURC6H66
DAVITA INC COMMON STOCK
23918K108
511.00000000
NS
USD
48289.50000000
0.006428971643
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MYR SETTLE 2021-12-22
N/A
1.00000000
NC
USD
18960.20000000
0.002524246226
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
5636377.09000000
MYR
1355615.25000000
USD
2021-12-22
18960.20000000
N
N
N
ZOETIS INC.
549300HD9Q1LOC9KLJ48
ZOETIS INC COMMON STOCK
98978V103
3435.00000000
NS
USD
762707.40000000
0.101542245140
Long
EC
US
N
1
N
N
N
Domino's Pizza Master Issuer LLC
N/A
DOMINO'S PIZZA MASTER ISSUER LLC DPABS 2021-1A A2I
25755TAN0
393025.00000000
PA
USD
395386.29000000
0.052639336637
Long
ABS-MBS
US
Y
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
Blueprint Medicines Corp
5299004CC60O9T5HVM83
BLUEPRINT MEDICINES CORP COMMON STOCK
09627Y109
472.00000000
NS
USD
45406.40000000
0.006045133166
Long
EC
US
N
1
N
N
N
PAGERDUTY, INC.
549300U1SB749EDAGH21
PAGERDUTY INC COMMON STOCK
69553P100
1210.00000000
NS
USD
42894.50000000
0.005710714009
Long
EC
US
N
1
N
N
N
Shockwave Medical Inc
549300LDXO56IC5Y1538
SHOCKWAVE MEDICAL INC COMMON STOCK
82489T104
200.00000000
NS
USD
36048.00000000
0.004799212453
Long
EC
US
N
1
N
N
N
AFFIRM ASSET SECURITIZATION TRUST
N/A
AFFIRM ASSET SECURITIZATION TRUST 2020-A AFFRM 2020-A A
00833LAA4
531000.00000000
PA
USD
532748.11000000
0.070926857643
Long
ABS-MBS
US
N
2
2025-02-18
Fixed
2.10000000
N
N
N
N
N
N
L STREET SECURITIES
N/A
WELLS FARGO CREDIT RISK TRANSFER SECURITIES TRUST LSS 2015-WF1 1M2
949771AC3
139985.64050000
PA
USD
110810.39000000
0.014752624381
Long
ABS-MBS
US
N
2
2025-11-25
Floating
5.34200040
N
N
N
N
N
N
N/A
N/A
SUGAR #11 (WORLD) MAR22 PHYSICAL COMMODITY FUTURE.
N/A
108.00000000
NC
USD
2249856.00000000
0.299532205249
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Sugar
Sugar #11 World Future Mar 2022
2022-03-03
2285001.65000000
USD
-35145.65000000
N
N
N
N/A
N/A
Credit Default Swap
CD1060782
1127000.00000000
NC
USD
107144.57000000
0.014264579303
N/A
DCR
XX
N
2
BRK: CITIGROUP GLOBAL MARKETS INC.
N/A
Y
2058-09-17
219986.17000000
USD
0.00000000
USD
1127000.00000000
USD
-112841.60000000
N
N
N
AVIATION CAPITAL GROUP LLC
549300ODEK8HY3445C77
AVIATION CAPITAL GROUP LLC 144A 3.500000% 11/01/2027
05369AAA9
157000.00000000
PA
USD
163019.57000000
0.021703438487
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.50000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD.
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD 144A 11.500000% 06/01/2025
780153AZ5
301000.00000000
PA
USD
336030.38000000
0.044737050172
Long
DBT
NUSS
US
N
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
BEYOND MEAT, INC.
549300XQ946NCE51DR09
BEYOND MEAT INC COMMON STOCK
08862E109
1228.00000000
NS
USD
86279.28000000
0.011486700929
Long
EC
US
N
1
N
N
N
MOZART DEBT MERGER SUB INC.
N/A
MOZART DEBT MERGER SUB INC 144A 3.875000% 04/01/2029
62482BAA0
570000.00000000
PA
USD
562875.00000000
0.074937769363
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2021-DNA7 M2
35564KMH9
952776.00000000
PA
USD
954565.22000000
0.127085033620
Long
DBT
USGA
US
N
2
2041-11-25
Floating
1.84767120
N
N
N
N
N
N
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2014-C20 A5
46642CBJ8
900000.00000000
PA
USD
945315.63000000
0.125853599212
Long
ABS-MBS
US
N
2
2047-07-15
Fixed
3.80460000
N
N
N
N
N
N
N/A
N/A
LME PRI ALUM FUTR JAN22 PHYSICAL COMMODITY FUTURE.
N/A
48.00000000
NC
USD
3144600.00000000
0.418653003848
N/A
DCO
GB
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Aluminum
LME ALUM HG FUTUR Jan 2022
2022-01-20
3626479.54000000
USD
-481879.54000000
N
N
N
STORE CAPITAL CORPORATION
5493004EA6C9IHDZ7N66
STORE CAPITAL CORP REIT
862121100
4340.00000000
NS
USD
142959.60000000
0.019032775541
Long
EC
US
N
1
N
N
N
CORPORATE OFFICE PROPERTIES TRUST
YY1J47X6LF9TYY8JY420
CORPORATE OFFICE PROPERTIES REIT
22002T108
1429.00000000
NS
USD
36668.14000000
0.004881774138
Long
EC
US
N
1
N
N
N
DRAFTKINGS INC.
5493008P45UYYL683Z97
DRAFTKINGS INC - CL A COMMON STOCK
26142R104
-4500.00000000
NS
USD
-155475.00000000
-0.02069900011
Short
EC
US
N
1
N
N
N
EBAY INC.
OML71K8X303XQONU6T67
EBAY INC COMMON STOCK
278642103
-4479.00000000
NS
USD
-302153.34000000
-0.04022686618
Short
EC
US
N
1
N
N
N
INTUIT INC.
VI90HBPH7XSFMB9E4M29
INTUIT INC COMMON STOCK
461202103
549.00000000
NS
USD
358112.70000000
0.047676956551
Long
EC
US
N
1
N
N
N
BioXcel Therapeutics Inc
549300Y25FYZ0E8LW260
BIOXCEL THERAPEUTICS INC COMMON STOCK
09075P105
900.00000000
NS
USD
20637.00000000
0.002747485225
Long
EC
US
N
1
N
N
N
SKECHERS U.S.A., INC.
529900D2R54KZPA4XR56
SKECHERS USA INC-CL A COMMON STOCK
830566105
-3068.00000000
NS
USD
-137814.56000000
-0.01834779606
Short
EC
US
N
1
N
N
N
FISERV, INC.
GI7UBEJLXYLGR2C7GV83
FISERV INC COMMON STOCK
337738108
1298.00000000
NS
USD
125282.96000000
0.016679414722
Long
EC
US
N
1
N
N
N
AMN HEALTHCARE SERVICES, INC.
529900W3ARRTCNFH2I39
AMN HEALTHCARE SERVICES INC COMMON STOCK
001744101
600.00000000
NS
USD
68406.00000000
0.009107160650
Long
EC
US
N
1
N
N
N
PG&E CORPORATION
8YQ2GSDWYZXO2EDN3511
P G & E CORP COMMON STOCK
69331C108
13363.00000000
NS
USD
158752.44000000
0.021135338635
Long
EC
US
N
1
N
N
N
SOUTHERN COPPER CORPORATION
2549007U6NAP46Q9TU15
SOUTHERN COPPER CORP COMMON STOCK
84265V105
-925.00000000
NS
USD
-54112.50000000
-0.00720421060
Short
EC
US
N
1
N
N
N
KOSMOS ENERGY LTD.
213800YDFJ3OT9B5P157
KOSMOS ENERGY LTD COMMON STOCK
500688106
15416.00000000
NS
USD
56422.56000000
0.007511758007
Long
EC
US
N
1
N
N
N
HENRY SCHEIN, INC.
VGO3WGL8H45T73F4RR92
HENRY SCHEIN INC COMMON STOCK
806407102
936.00000000
NS
USD
66512.16000000
0.008855026259
Long
EC
US
N
1
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-GC11 CGCMT 2013-GC11 D
17320DAU2
249599.00000000
PA
USD
254017.73000000
0.033818382527
Long
ABS-MBS
US
N
2
2046-04-10
Floating
4.56265080
N
N
N
N
N
N
BUNGE LIMITED
5493007M0RIN8HY3MM77
BUNGE LTD COMMON STOCK
G16962105
3005.00000000
NS
USD
260142.85000000
0.034633843917
Long
EC
US
N
1
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2013-CCRE12 MORTGAGE TRUST COMM 2013-CR12 A4
12591KAE5
920000.00000000
PA
USD
965511.66000000
0.128542376362
Long
ABS-MBS
US
N
2
2046-10-10
Fixed
4.04600000
N
N
N
N
N
N
D.R. HORTON, INC.
529900ZIUEYVSB8QDD25
DR HORTON INC COMMON STOCK
23331A109
-8551.00000000
NS
USD
-835432.70000000
-0.11122445123
Short
EC
US
N
1
N
N
N
VOYA CLO
N/A
VOYA CLO 2019-1 LTD VOYA 2019-1A DR
92917NAS7
265000.00000000
PA
USD
263515.74000000
0.035082890069
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
2.97375120
N
N
N
N
N
N
N/A
N/A
SOYBEAN OIL FUTR MAR22 PHYSICAL COMMODITY FUTURE.
N/A
-5.00000000
NC
USD
-165960.00000000
-0.02209490953
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Soybean Oil
Soybean Oil Future Mar 2022
2022-03-17
-176585.25000000
USD
10625.25000000
N
N
N
Xencor Inc
549300V5IF65437JKG30
XENCOR INC COMMON STOCK
98401F105
1342.00000000
NS
USD
48607.24000000
0.006471273622
Long
EC
US
N
1
N
N
N
FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST
N/A
FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUS FHAMS 2006-FA3 A9
32051HAJ2
43447.74350000
PA
USD
28214.50000000
0.003756307694
Long
ABS-MBS
US
N
2
2036-07-25
Fixed
6.00000000
N
N
N
N
N
N
DARLING INGREDIENTS INC.
L1N0SPPKS7EXZYUMZ898
DARLING INGREDIENTS INC COMMON STOCK
237266101
3622.00000000
NS
USD
244557.44000000
0.032558896797
Long
EC
US
N
1
N
N
N
SNOWFLAKE INC.
254900CJNSY1K7T53Z16
SNOWFLAKE INC-CLASS A COMMON STOCK
833445109
500.00000000
NS
USD
170075.00000000
0.022642755717
Long
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS727279
-13999.59000000
NC
USD
-3825.88000000
-0.00050935449
N/A
DCR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2063-05-11
0.00000000
USD
-1198.44000000
USD
-13999.59000000
USD
-2627.44000000
N
N
N
PVH CORP.
123WALMHY1GZXG2YDL90
PVH CORP COMMON STOCK
693656100
-1908.00000000
NS
USD
-203736.24000000
-0.02712420939
Short
EC
US
N
1
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP/THE 4.700000% MATURITY: PERPETUAL
064058AH3
192000.00000000
PA
USD
202181.76000000
0.026917255341
Long
DBT
CORP
US
N
2
2170-09-20
Fixed
4.70000000
N
N
N
N
N
N
Corporacion Financiera de Desarrollo S.A.
254900BOM7T4MG6T0J30
CORP FINANCIERA DE DESARROLLO SA 144A 2.400000% 09/28/2027
21987DAE4
1045000.00000000
PA
USD
1018875.00000000
0.135646848342
Long
DBT
NUSS
PE
N
2
2027-09-28
Fixed
2.40000000
N
N
N
N
N
N
RALPH LAUREN CORPORATION
HO1QNWM0IXBZ0QSMMO20
RALPH LAUREN CORP COMMON STOCK
751212101
-1074.00000000
NS
USD
-124626.96000000
-0.01659207885
Short
EC
US
N
1
N
N
N
N/A
N/A
NATURAL GAS FUTR JAN22 PHYSICAL COMMODITY FUTURE.
N/A
213.00000000
NC
USD
9727710.00000000
1.295088409358
N/A
DCO
US
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Natural Gas
Natural Gas Future Jan 2022
2022-01-01
9978781.20000000
USD
-251071.20000000
N
N
N
CF INDUSTRIES HOLDINGS, INC.
529900CG8YAQFZ2JMV97
CF INDUSTRIES HOLDINGS INC COMMON STOCK
125269100
-2659.00000000
NS
USD
-161108.81000000
-0.02144905147
Short
EC
US
N
1
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS6 WFCM 2016-NXS6 C
95000KBH7
620000.00000000
PA
USD
652931.86000000
0.086927394421
Long
ABS-MBS
US
N
2
2049-11-15
Floating
4.44071160
N
N
N
N
N
N
MADISON SQUARE GARDEN SPORTS CORP.
N/A
MADISON SQUARE GARDEN SPORTS COMMON STOCK
55825T103
227.00000000
NS
USD
39105.29000000
0.005206241533
Long
EC
US
N
1
N
N
N
JOHN B. SANFILIPPO & SON, INC.
5299007IBEYVXKYDUX28
JOHN B. SANFILIPPO & SON INC COMMON STOCK
800422107
400.00000000
NS
USD
32960.00000000
0.004388094831
Long
EC
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC STACR TRUST 2019-DNA4 STACR 2019-DNA4 M2
35565AAH3
225670.17000000
PA
USD
226236.47000000
0.030119753782
Long
DBT
USGA
US
N
2
2049-10-25
Floating
2.04199920
N
N
N
N
N
N
DMC GLOBAL INC.
549300CBDXD1Z5MRNG02
DMC GLOBAL INC COMMON STOCK
23291C103
900.00000000
NS
USD
32850.00000000
0.004373450097
Long
EC
US
N
1
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR PROPERTIES REIT
26884U109
947.00000000
NS
USD
43675.64000000
0.005814710259
Long
EC
US
N
1
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 144A 3.400000% 10/15/2052
87264ACM5
561000.00000000
PA
USD
556280.54000000
0.074059822887
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
3.40000000
N
N
N
N
N
N
HOLOGIC, INC.
549300DYP6F5ZJL0LB74
HOLOGIC INC COMMON STOCK
436440101
1540.00000000
NS
USD
115084.20000000
0.015321613567
Long
EC
US
N
1
N
N
N
RH
5493008MTS3OGGMHGK69
RH COMMON STOCK
74967X103
-100.00000000
NS
USD
-58318.00000000
-0.00776410541
Short
EC
US
N
1
N
N
N
METTLER-TOLEDO INTERNATIONAL INC.
5493000BD5GJNUDIUG10
METTLER-TOLEDO INTERNATIONAL COMMON STOCK
592688105
170.00000000
NS
USD
257402.10000000
0.034268957057
Long
EC
US
N
1
N
N
N
BRK: UBS
N/A
BRK: UBS PAY: 1.487
N/A
7010000.00000000
NC
USD
-73496.24000000
-0.00978484438
N/A
DIR
XX
N
2
BRK: UBS
N/A
Y
2026-10-04
0.00000000
USD
0.00000000
USD
-7010000.00000000
USD
-73496.24000000
N
N
N
N/A
N/A
Credit Default Swap
CD1060796
57000.00000000
NC
USD
5419.02000000
0.000721455511
N/A
DCR
XX
N
2
BRK: CITIGROUP GLOBAL MARKETS INC.
N/A
Y
2058-09-17
11021.47000000
USD
0.00000000
USD
57000.00000000
USD
-5602.45000000
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
INTL BUSINESS MACHINES CORP COMMON STOCK
459200101
2072.00000000
NS
USD
242631.20000000
0.032302448867
Long
EC
US
N
1
N
N
N
DOW INC.
5493003S21INSLK2IP73
DOW INC COMMON STOCK
260557103
-7529.00000000
NS
USD
-413567.97000000
-0.05505993542
Short
EC
US
N
1
N
N
N
THE ST. JOE COMPANY
529900XVHOT3BF8PWG49
ST JOE CO/THE COMMON STOCK
790148100
1158.00000000
NS
USD
55595.58000000
0.007401658897
Long
EC
US
N
1
N
N
N
THE HOWARD HUGHES CORPORATION
549300BVHY25JZC1KI49
HOWARD HUGHES CORP/THE COMMON STOCK
44267D107
936.00000000
NS
USD
76742.64000000
0.010217050422
Long
EC
US
N
1
N
N
N
FRANKLIN STREET PROPERTIES CORP.
549300STLK2T6QY5WO82
FRANKLIN STREET PROPERTIES C REIT
35471R106
7900.00000000
NS
USD
45504.00000000
0.006058127039
Long
EC
US
N
1
N
N
N
APARTMENT INCOME REIT CORP.
N/A
APARTMENT INCOME REIT CO REIT
03750L109
2115.00000000
NS
USD
107357.40000000
0.014292914200
Long
EC
US
N
1
N
N
N
BELLEMEADE RE LTD.
N/A
BELLEMEADE RE 2019-4 LTD BMIR 2019-4A M1B
07876LAB5
730000.00000000
PA
USD
730169.14000000
0.097210298218
Long
ABS-MBS
BM
N
2
2029-10-25
Floating
2.09162880
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORPORATION TRUST
N/A
GS MORTGAGE SECURITIES CORP TRUST 2019-SMP GSMS 2019-SMP A
36259NAA9
860000.00000000
PA
USD
858957.34000000
0.114356379370
Long
ABS-MBS
US
N
2
2032-08-15
Floating
1.23999840
N
N
N
N
N
N
FLOWERS FOODS, INC.
7YNCQQNDK8FBM9BBTK25
FLOWERS FOODS INC COMMON STOCK
343498101
4144.00000000
NS
USD
106998.08000000
0.014245076511
Long
EC
US
N
1
N
N
N
BRIGHAM MINERALS, INC.
549300IQ6JCXW59RO175
BRIGHAM MINERALS INC-CL A COMMON STOCK
10918L103
1217.00000000
NS
USD
25264.92000000
0.003363618472
Long
EC
US
N
1
N
N
N
AMERICAN AXLE & MANUFACTURING HOLDINGS, INC.
N/A
AMERICAN AXLE & MFG HOLDINGS COMMON STOCK
024061103
-2343.00000000
NS
USD
-20758.98000000
-0.00276372490
Short
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS106254
55000.00000000
NC
USD
5228.88000000
0.000696141422
N/A
DCR
XX
N
2
BRK: CITIGROUP GLOBAL MARKETS INC.
N/A
Y
2058-09-17
11009.10000000
USD
0.00000000
USD
55000.00000000
USD
-5780.22000000
N
N
N
BROADSTONE NET LEASE, INC.
549300U8D7PT70B49V21
BROADSTONE NET LEASE INC REIT
11135E203
3200.00000000
NS
USD
80000.00000000
0.010650715610
Long
EC
US
N
1
N
N
N
YUM! Brands, Inc.
549300JE8XHZZ7OHN517
YUM! BRANDS INC COMMON STOCK
988498101
-5038.00000000
NS
USD
-618867.92000000
-0.08239232770
Short
EC
US
N
1
N
N
N
N/A
N/A
COFFEE 'C' FUTURE MAR22 PHYSICAL COMMODITY FUTURE.
N/A
39.00000000
NC
USD
3397387.50000000
0.452307601002
N/A
DCO
US
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Coffee
Coffee C Future Mar 2022
2022-03-24
3035087.51000000
USD
362299.99000000
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC COMMON STOCK
031162100
4290.00000000
NS
USD
853195.20000000
0.113589242940
Long
EC
US
N
1
N
N
N
VALERO ENERGY CORPORATION
549300XTO5VR8SKV1V74
VALERO ENERGY CORP COMMON STOCK
91913Y100
17252.00000000
NS
USD
1154848.88000000
0.153749587420
Long
EC
US
N
1
N
N
N
SUNSTONE HOTEL INVESTORS, INC.
529900ZQ2V52V96ATF67
SUNSTONE HOTEL INVESTORS INC REIT
867892101
5094.00000000
NS
USD
55371.78000000
0.007371863520
Long
EC
US
N
1
N
N
N
ARENA PHARMACEUTICALS, INC.
529900CVGQMPJ3A3NI85
ARENA PHARMACEUTICALS INC COMMON STOCK
040047607
893.00000000
NS
USD
48659.57000000
0.006478240522
Long
EC
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2014-C04 1M2
30711XAP9
158555.21550000
PA
USD
164912.98000000
0.021955515630
Long
DBT
USGA
US
N
2
2024-11-25
Floating
4.99200120
N
N
N
N
N
N
N/A
N/A
SOYBEAN FUTURE JAN22 PHYSICAL COMMODITY FUTURE.
N/A
54.00000000
NC
USD
3286575.00000000
0.437554695708
N/A
DCO
US
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Soybeans
Soybean Future Jan 2022
2022-01-17
3330491.26000000
USD
-43916.26000000
N
N
N
INSULET CORPORATION
549300TZTYD2PYN92D43
INSULET CORP COMMON STOCK
45784P101
413.00000000
NS
USD
119125.72000000
0.015859677069
Long
EC
US
N
1
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC COMMON STOCK
00206R102
95135.00000000
NS
USD
2171932.05000000
0.289157882365
Long
EC
US
N
1
N
N
N
N/A
N/A
GASOLINE RBOB FUT JAN22 PHYSICAL COMMODITY FUTURE.
N/A
-8.00000000
NC
USD
-651873.60000000
-0.08678650409
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Unleaded Gas
RBOB Unleaded Gasoline Future (Consolidated) Jan 2022
2022-01-03
-730069.86000000
USD
78196.26000000
N
N
N
N/A
N/A
Credit Default Swap
CDS789722
-28999.15000000
NC
USD
-7925.05000000
-0.00105509317
N/A
DCR
XX
N
2
BRK: CITIGROUP
N/A
Y
2063-05-11
0.00000000
USD
-4125.63000000
USD
-28999.15000000
USD
-3799.42000000
N
N
N
JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY
635400GAUMJCLEZRRV50
JAZZ PHARMACEUTICALS PLC COMMON STOCK
G50871105
548.00000000
NS
USD
65688.76000000
0.008745403769
Long
EC
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC 144A 6.000000% MATURITY: PERPETUAL
853254BT6
514000.00000000
PA
USD
550622.50000000
0.073306545701
Long
DBT
NUSS
GB
N
2
2170-01-26
Fixed
6.00000000
N
N
N
Y
Y
STANDARD CHARTERED PLC
STAN 6 PERP
GBP
XXXX
N
N
N
HEALTHCARE TRUST OF AMERICA, INC.
549300L0I14L7I0VLX84
HEALTHCARE TRUST OF AME-CL A REIT
42225P501
3702.00000000
NS
USD
125719.92000000
0.016737588930
Long
EC
US
N
1
N
N
N
T-MOBILE US, INC.
549300QHIJYOHPACPG31
T-MOBILE US INC COMMON STOCK
872590104
7464.00000000
NS
USD
812157.84000000
0.108125777305
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2022-01-20
N/A
1.00000000
NC
USD
4082.59000000
0.000543531313
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2651389.22000000
SEK
296860.78000000
USD
2022-01-20
4082.59000000
N
N
N
DELL TECHNOLOGIES INC.
549300TJB5YBRUPOG437
DELL TECHNOLOGIES -C COMMON STOCK
24703L202
-1337.00000000
NS
USD
-75500.39000000
-0.01005166477
Short
EC
US
N
1
N
N
N
STEVEN MADDEN, LTD.
549300Z9GZ7GYJWSGF43
STEVEN MADDEN LTD COMMON STOCK
556269108
-2000.00000000
NS
USD
-94900.00000000
-0.01263441139
Short
EC
US
N
1
N
N
N
RINGCENTRAL, INC.
549300C8EH0H1614VE84
RINGCENTRAL INC-CLASS A COMMON STOCK
76680R206
100.00000000
NS
USD
21598.00000000
0.002875426946
Long
EC
US
N
1
N
N
N
BELLEMEADE RE LTD.
N/A
BELLEMEADE RE 2019-1 LTD BMIR 2019-1A M1B
07876RAB2
631464.53800000
PA
USD
631291.01000000
0.084046262684
Long
ABS-MBS
BM
Y
2
2029-03-25
Floating
1.84163040
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
CONNECTICUT AVENUE SECURITIES TRUST 2018-R07 CAS 2018-R07 1M2
20753QAE9
109395.99840000
PA
USD
109770.20000000
0.014614139783
Long
ABS-MBS
US
N
2
2031-04-25
Floating
2.49162840
N
N
N
N
N
N
N/A
N/A
CORN FUTURE MAR22 PHYSICAL COMMODITY FUTURE.
N/A
146.00000000
NC
USD
4142750.00000000
0.551540651177
N/A
DCO
US
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Corn
Corn Future Mar 2022
2022-03-17
4153800.42000000
USD
-11050.42000000
N
N
N
BRK: MORGAN STANLEY
N/A
BRK: MORGAN STANLEY PAY: 2.1495%
N/A
5145000.00000000
NC
USD
-260333.75000000
-0.03465925918
N/A
DIR
XX
N
2
BRK: MORGAN STANLEY
N/A
Y
2029-06-04
0.00000000
USD
0.00000000
USD
-5145000.00000000
USD
-260333.75000000
N
N
N
INVITAE CORPORATION
549300MYI59DZW1WIX92
INVITAE CORP COMMON STOCK
46185L103
652.00000000
NS
USD
11084.00000000
0.001475656647
Long
EC
US
N
1
N
N
N
CLEVELAND-CLIFFS INC.
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC COMMON STOCK
185899101
-4200.00000000
NS
USD
-85470.00000000
-0.01137895829
Short
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS851078
1255000.00000000
NC
USD
119313.61000000
0.015884691606
N/A
DCR
XX
N
2
BRK: CITIGROUP
N/A
Y
2058-09-17
83680.44000000
USD
0.00000000
USD
1255000.00000000
USD
35633.17000000
N
N
N
LANCASTER COLONY CORPORATION
529900X4O13HED1ZAS58
LANCASTER COLONY CORP COMMON STOCK
513847103
464.00000000
NS
USD
67836.80000000
0.009031380808
Long
EC
US
N
1
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
N/A
FEDERAL FARM CREDIT BANK VARIABLE RATE 09/23/2022
3133EMAX0
500000.00000000
PA
USD
500320.84000000
0.066609687258
Long
DBT
USGA
US
N
2
2022-09-23
Floating
0.14000040
N
N
N
N
N
N
ECOLAB INC.
82DYEISM090VG8LTLS26
ECOLAB INC COMMON STOCK
278865100
-2623.00000000
NS
USD
-580915.81000000
-0.07733961357
Short
EC
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2016-77 DS
3136ATV27
903923.97000000
PA
USD
172567.67000000
0.022974614708
Long
DBT
USGA
US
N
2
2046-10-25
Floating
5.90799960
N
N
N
N
N
N
MDU RESOURCES GROUP, INC.
N/A
MDU RESOURCES GROUP INC COMMON STOCK
552690109
2408.00000000
NS
USD
65569.84000000
0.008729571480
Long
EC
US
N
1
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL A COMMON STOCK
02079K305
752.00000000
NS
USD
2134138.40000000
0.284126264640
Long
EC
US
N
1
N
N
N
PILGRIM'S PRIDE CORPORATION
549300ZSLGV64ZL3HD75
PILGRIM'S PRIDE CORP COMMON STOCK
72147K108
1222.00000000
NS
USD
34313.76000000
0.004568326240
Long
EC
US
N
1
N
N
N
UNIVERSAL HEALTH REALTY INCOME TRUST
549300L4MWZL4IH6H172
UNIVERSAL HEALTH RLTY INCOME REIT
91359E105
400.00000000
NS
USD
22268.00000000
0.002964626690
Long
EC
US
N
1
N
N
N
NETAPP, INC.
QTX3D84DZDD5JYOCYH15
NETAPP INC COMMON STOCK
64110D104
-828.00000000
NS
USD
-73592.64000000
-0.00979767849
Short
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS858174
251000.00000000
NC
USD
23862.72000000
0.003176938055
N/A
DCR
XX
N
2
BRK: CITIGROUP
N/A
Y
2058-09-17
16649.19000000
USD
0.00000000
USD
251000.00000000
USD
7213.53000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031
91282CBF7
1366600.00000000
PA
USD
1569923.50000000
0.209010109103
Long
DBT
USGA
US
N
2
2031-07-15
Fixed
0.12500000
N
N
N
N
N
N
ADOBE INC.
FU4LY2G4933NH2E1CP29
ADOBE INC COMMON STOCK
00724F101
1082.00000000
NS
USD
724777.70000000
0.096492514541
Long
EC
US
N
1
N
N
N
CORTEVA, INC.
549300WZN9I2QKLS0O94
CORTEVA INC COMMON STOCK
22052L104
-7211.00000000
NS
USD
-324495.00000000
-0.04320129952
Short
EC
US
N
1
N
N
N
TARGA RESOURCES CORP.
5493003QENHHS261UR94
TARGA RESOURCES CORP COMMON STOCK
87612G101
9581.00000000
NS
USD
494667.03000000
0.065856973228
Long
EC
US
N
1
N
N
N
ASPEN AEROGELS, INC.
N/A
ASPEN AEROGELS INC COMMON STOCK
04523Y105
1300.00000000
NS
USD
74308.00000000
0.009892917194
Long
EC
US
N
1
N
N
N
HFX Funding Issuer
N/A
HFX 2017-1A A3 SERIES CLASS
40422GAE0
800000.00000000
PA
USD
819682.40000000
0.109127551663
Long
ABS-MBS
US
N
2
2035-03-15
Floating
3.64699080
N
N
N
N
N
N
INVERSIONES CMPC S.A.
N/A
INVERSIONES CMPC SA/CAYMAN ISLANDS BRANCH 4.375000% 05/15/2023
P58072AG7
237000.00000000
PA
USD
244408.62000000
0.032539083803
Long
DBT
NUSS
CL
N
2
2023-05-15
Fixed
4.37500000
N
N
N
N
N
N
Cenovus Energy Inc.
549300NKHFE6ZRF37I48
CENOVUS ENERGY INC 4.250000% 04/15/2027
15135UAM1
36000.00000000
PA
USD
39229.86000000
0.005222826028
Long
DBT
NUSS
CA
N
2
2027-04-15
Fixed
4.25000000
N
N
N
N
N
N
EQUITY RESIDENTIAL
5493008RACSH5EP3PI59
EQUITY RESIDENTIAL REIT
29476L107
5145.00000000
NS
USD
438919.95000000
0.058435144538
Long
EC
US
N
1
N
N
N
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION
5493006IEVQEFQO40L83
COGNIZANT TECH SOLUTIONS-A COMMON STOCK
192446102
1295.00000000
NS
USD
100984.10000000
0.013444411628
Long
EC
US
N
1
N
N
N
AVIENT CORPORATION
SM8L9RZYIB34LNTWO040
AVIENT CORP COMMON STOCK
05368V106
-1100.00000000
NS
USD
-60511.00000000
-0.00805606815
Short
EC
US
N
1
N
N
N
Amdocs Limited
549300HQV672RJ7RQV66
AMDOCS LTD COMMON STOCK
G02602103
847.00000000
NS
USD
59137.54000000
0.007873214005
Long
EC
US
N
1
N
N
N
EPAM SYSTEMS, INC.
549300XCR4R530HJP604
EPAM SYSTEMS INC COMMON STOCK
29414B104
98.00000000
NS
USD
59637.90000000
0.007939828906
Long
EC
US
N
1
N
N
N
CROWN CASTLE INTERNATIONAL CORP.
54930012H97VSM0I2R19
CROWN CASTLE INTL CORP REIT
22822V101
5878.00000000
NS
USD
1067738.70000000
0.142152265496
Long
EC
US
N
1
N
N
N
SKYLINE CHAMPION CORPORATION
N/A
SKYLINE CHAMPION CORP COMMON STOCK
830830105
-1450.00000000
NS
USD
-113462.50000000
-0.01510571024
Short
EC
US
N
1
N
N
N
GENERAL MILLS, INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC COMMON STOCK
370334104
13937.00000000
NS
USD
860888.49000000
0.114613480988
Long
EC
US
N
1
N
N
N
IROBOT CORPORATION
5493009PRNKOUKBAT390
IROBOT CORP COMMON STOCK
462726100
-653.00000000
NS
USD
-49569.23000000
-0.00659934714
Short
EC
US
N
1
N
N
N
HEALTHEQUITY, INC.
529900LRJU1RAFQHM467
HEALTHEQUITY INC COMMON STOCK
42226A107
500.00000000
NS
USD
27340.00000000
0.003639882059
Long
EC
US
N
1
N
N
N
NEWS CORPORATION
549300ITS31QK8VRBQ14
NEWS CORP - CLASS A COMMON STOCK
65249B109
-4639.00000000
NS
USD
-100295.18000000
-0.01335269299
Short
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 10/15/2025
912810FH6
26055000.00000000
PA
USD
29837998.69000000
3.972450480316
Long
DBT
USGA
US
N
2
2025-10-15
Fixed
0.12500000
N
N
N
N
N
N
CALLON PETROLEUM COMPANY
549300EFOWPEB0WLZW21
CALLON PETROLEUM CO COMMON STOCK
13123X508
1600.00000000
NS
USD
81344.00000000
0.010829647632
Long
EC
US
N
1
N
N
N
SAREPTA THERAPEUTICS, INC.
549300IKDPIED8J8IG21
SAREPTA THERAPEUTICS INC COMMON STOCK
803607100
431.00000000
NS
USD
34829.11000000
0.004636936819
Long
EC
US
N
1
N
N
N
N/A
N/A
CRUDE OIL OPT IPE Mar22C 100 SHORT
N/A
-40.00000000
NC
USD
-6000.00000000
-0.00079880367
N/A
DIR
GB
N
1
RBC CAPITAL
N/A
Call
Written
N/A
Call Option 100 Jan 2022 on BRENT CRUDE OIL(ICE) Mar 2022
-40000.00000000
100.00000000
USD
2022-01-29
XXXX
11509.08000000
N
N
N
Jazz Securities Designated Activity Company
6354009DV8VV7K6KOO02
JAZZ SECURITIES DAC 144A 4.375000% 01/15/2029
47216FAA5
345000.00000000
PA
USD
351492.90000000
0.046795636461
Long
DBT
NUSS
US
N
2
2029-01-15
Fixed
4.37500000
N
N
N
N
N
N
N/A
N/A
90DAY EURO$ FUTR MAR22 FINANCIAL COMMODITY FUTURE.
N/A
-60.00000000
NC
USD
-14958000.00000000
-1.99141755122
N/A
DO
US
N
1
MORGAN STANLEY & CO, INC
N/A
Short
Interest Rate Futures
3M -- 90 Day EuroDollar Future (Consolidated) Mar 2022
2022-03-17
-14974558.20000000
USD
16558.20000000
N
N
N
WEIBO CORPORATION
549300Q9ID4640FE0422
WEIBO CORP 3.375000% 07/08/2030
948596AE1
1183000.00000000
PA
USD
1173950.05000000
0.156292601539
Long
DBT
NUSS
CN
N
2
2030-07-08
Fixed
3.37500000
N
N
N
N
N
N
N/A
N/A
GOLD 100 OZ FUTR FEB22 PHYSICAL COMMODITY FUTURE.
N/A
46.00000000
NC
USD
8171900.00000000
1.087957286189
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Gold
GOLD 100 OZ FUTR Feb 2022
2022-02-27
8428444.28000000
USD
-256544.28000000
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP COMMON STOCK
30231G102
174049.00000000
NS
USD
10415092.16000000
1.386602308129
Long
EC
US
N
1
N
N
N
SITE CENTERS CORP.
W2AVA6SODOQ1LCYJQR54
SITE CENTERS CORP REIT
82981J109
2800.00000000
NS
USD
42168.00000000
0.005613992198
Long
EC
US
N
1
N
N
N
PROPETRO HOLDING CORP.
N/A
PROPETRO HOLDING CORP COMMON STOCK
74347M108
2306.00000000
NS
USD
18955.32000000
0.002523596532
Long
EC
US
N
1
N
N
N
DENBURY INC.
549300KCWA5W52MS5559
DENBURY INC COMMON STOCK
24790A101
1800.00000000
NS
USD
143316.00000000
0.019080224479
Long
EC
US
N
1
N
N
N
ODEBRECHT HOLDCO FINANCE LIMITED
N/A
ODEBRECHT HOLDCO FINANCE LTD 144A ZERO COUPON 09/10/2058
67577TAA6
479699.00000000
PA
USD
3103.65000000
0.000413201168
Long
DBT
NUSS
KY
N
2
2058-09-10
Fixed
0.00000000
N
N
N
N
N
N
N/A
N/A
OCTANE RECEIVABLES TRUST 2021-2 OCTL 2021-2A B
67578AAB4
575000.00000000
PA
USD
574189.83000000
0.076444157320
Long
ABS-MBS
US
N
2
2028-09-20
Fixed
2.02000000
N
N
N
N
N
N
COCA-COLA CONSOLIDATED, INC.
57VG5X0E00X0QJU7CQ58
COCA-COLA CONSOLIDATED INC COMMON STOCK
191098102
100.00000000
NS
USD
57057.00000000
0.007596223507
Long
EC
US
N
1
N
N
N
SPOTIFY TECHNOLOGY S.A.
549300B4X0JHWV0DTD60
SPOTIFY TECHNOLOGY SA COMMON STOCK
L8681T102
745.00000000
NS
USD
177682.50000000
0.023655572205
Long
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS727815
-27999.18000000
NC
USD
-7651.77000000
-0.00101871032
N/A
DCR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2063-05-11
0.00000000
USD
-2641.74000000
USD
-27999.18000000
USD
-5010.03000000
N
N
N
APARTMENT INVESTMENT AND MANAGEMENT COMPANY
549300O8FT5GJ4RU1D57
APARTMENT INVT & MGMT CO -A REIT
03748R747
3215.00000000
NS
USD
23823.15000000
0.003171669944
Long
EC
US
N
1
N
N
N
NEW RUSSIAN ROUBLE
N/A
FX Forward Contract: RUB/USD SETTLE 2021-12-15
N/A
1.00000000
NC
-46341.04000000
-0.00616956547
N/A
DFE
RU
N
2
BANK OF AMERICA
N/A
3600248.74000000
USD
265305929.72000000
RUB
2021-12-15
-46341.04000000
N
N
N
ACTIVISION BLIZZARD, INC.
549300TPQQDBP9GNOF40
ACTIVISION BLIZZARD INC COMMON STOCK
00507V109
3932.00000000
NS
USD
230415.20000000
0.030676084593
Long
EC
US
N
1
N
N
N
Karuna Therapeutics Inc
N/A
KARUNA THERAPEUTICS INC COMMON STOCK
48576A100
100.00000000
NS
USD
12790.00000000
0.001702783158
Long
EC
US
N
1
N
N
N
E.L.F. BEAUTY, INC.
549300U2K9TCON25C029
ELF BEAUTY INC COMMON STOCK
26856L103
1900.00000000
NS
USD
57228.00000000
0.007618989411
Long
EC
US
N
1
N
N
N
MKS INSTRUMENTS, INC.
549300KEQATBHAGVF505
MKS INSTRUMENTS INC COMMON STOCK
55306N104
-424.00000000
NS
USD
-64515.84000000
-0.00858924830
Short
EC
US
N
1
N
N
N
BANDWIDTH INC.
549300QC70JB7MUGXM66
BANDWIDTH INC-CLASS A COMMON STOCK
05988J103
300.00000000
NS
USD
21498.00000000
0.002862113552
Long
EC
US
N
1
N
N
N
BRK: MORGAN STANLEY
N/A
BRK: MORGAN STANLEY PAY: 2.3545
N/A
720000.00000000
NC
USD
-40416.62000000
-0.00538082406
N/A
DIR
XX
N
2
BRK: MORGAN STANLEY
N/A
Y
2027-07-12
0.00000000
USD
0.00000000
USD
-720000.00000000
USD
-40416.62000000
N
N
N
SLM CORPORATION
N/A
SLM CORP 4.200000% 10/29/2025
78442PGD2
677000.00000000
PA
USD
705670.95000000
0.093948757535
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
MONOLITHIC POWER SYSTEMS, INC.
529900TB7O85LSZ1XU31
MONOLITHIC POWER SYSTEMS INC COMMON STOCK
609839105
-188.00000000
NS
USD
-104050.48000000
-0.01385265089
Short
EC
US
N
1
N
N
N
REYNOLDS CONSUMER PRODUCTS INC.
N/A
REYNOLDS CONSUMER PRODUCTS I COMMON STOCK
76171L106
1100.00000000
NS
USD
32098.00000000
0.004273333370
Long
EC
US
N
1
N
N
N
BRK: GOLDMAN SACHS BANK USA
N/A
Credit Default Swap
CDX610621
20500000.00000000
NC
USD
-464127.09000000
-0.06179107053
N/A
DCR
XX
N
2
BRK: GOLDMAN SACHS BANK USA
N/A
Y
2026-12-20
0.00000000
USD
-573678.68000000
USD
20500000.00000000
USD
109551.59000000
N
N
N
SIX FLAGS ENTERTAINMENT CORPORATION
549300JYTDUAA4JQ3717
SIX FLAGS ENTERTAINMENT CORP COMMON STOCK
83001A102
-1594.00000000
NS
USD
-58292.58000000
-0.00776072114
Short
EC
US
N
1
N
N
N
CHEGG, INC.
549300AKX7O8JG0O3G77
CHEGG INC COMMON STOCK
163092109
-2471.00000000
NS
USD
-68817.35000000
-0.00916192529
Short
EC
US
N
1
N
N
N
WAYFAIR INC.
54930027N9ZAVYFDHK53
WAYFAIR INC- CLASS A COMMON STOCK
94419L101
-558.00000000
NS
USD
-138294.72000000
-0.01841172166
Short
EC
US
N
1
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT CREDIT RISK TRANSFER TRUST 2020-1R PMTCR 2020-1R A
730151AA5
193735.21300000
PA
USD
193690.71000000
0.025786808356
Long
ABS-MBS
US
Y
2
2023-02-27
Floating
2.44037880
N
N
N
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO COMMON STOCK
37045V100
-54604.00000000
NS
USD
-3159933.48000000
-0.42069441053
Short
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY FRN VARIABLE RATE 01/31/2023
91282CBK6
10100000.00000000
PA
USD
10102001.52000000
1.344919316044
Long
SN
UST
US
N
2
2023-01-31
Floating
0.09900720
N
N
N
N
N
N
RETAIL OPPORTUNITY INVESTMENTS CORP.
N/A
RETAIL OPPORTUNITY INVESTMEN REIT
76131N101
1911.00000000
NS
USD
33557.16000000
0.004467597098
Long
EC
US
N
1
N
N
N
IRIDIUM COMMUNICATIONS INC.
549300U620NVQ4J1CT96
IRIDIUM COMMUNICATIONS INC COMMON STOCK
46269C102
1034.00000000
NS
USD
39757.30000000
0.005293046196
Long
EC
US
N
1
N
N
N
MCKESSON CORPORATION
549300WZWOM80UCFSF54
MCKESSON CORP COMMON STOCK
58155Q103
1093.00000000
NS
USD
236918.68000000
0.031541918542
Long
EC
US
N
1
N
N
N
CONAGRA BRANDS, INC.
54930035UDEIH090K650
CONAGRA BRANDS INC COMMON STOCK
205887102
11417.00000000
NS
USD
348789.35000000
0.046435702184
Long
EC
US
N
1
N
N
N
22ND CENTURY GROUP, INC.
N/A
22ND CENTURY GROUP INC COMMON STOCK
90137F103
8800.00000000
NS
USD
22088.00000000
0.002940662579
Long
EC
US
N
1
N
N
N
AFFIRM ASSET SECURITIZATION TRUST
N/A
AFFIRM ASSET SECURITIZATION TRUST 2021-Z1 AFFRM 2021-Z1 A
00834CAA3
288025.95980000
PA
USD
287505.84000000
0.038276786726
Long
ABS-MBS
US
Y
2
2025-08-15
Fixed
1.07000000
N
N
N
N
N
N
CFCRE COMMERCIAL MORTGAGE TRUST
N/A
CFCRE COMMERCIAL MORTGAGE TRUST 2016-C4 CFCRE 2016-C4 A4
12531YAN8
625000.00000000
PA
USD
659680.88000000
0.087825918079
Long
ABS-MBS
US
N
2
2058-05-10
Fixed
3.28300000
N
N
N
N
N
N
GUIDEWIRE SOFTWARE, INC.
549300WXSG0J8IXZCK32
GUIDEWIRE SOFTWARE INC COMMON STOCK
40171V100
400.00000000
NS
USD
46536.00000000
0.006195521270
Long
EC
US
N
1
N
N
N
ADVANCE AUTO PARTS, INC.
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PARTS INC COMMON STOCK
00751Y106
-471.00000000
NS
USD
-103959.12000000
-0.01384048777
Short
EC
US
N
1
N
N
N
N/A
N/A
COPPER FUTURE MAR22 PHYSICAL COMMODITY FUTURE.
N/A
-18.00000000
NC
USD
-1926000.00000000
-0.25641597831
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Copper
COPPER FUTURE (Consolidated) Mar 2022
2022-04-01
-1996428.78000000
USD
70428.78000000
N
N
N
Xpel Inc
549300KWSE3IGXLJNW66
XPEL INC COMMON STOCK
98379L100
-500.00000000
NS
USD
-35945.00000000
-0.00478549965
Short
EC
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 0.250000% 05/22/2023
3135G04Q3
1500000.00000000
PA
USD
1496085.75000000
0.199179798146
Long
DBT
USGA
US
N
2
2023-05-22
Fixed
0.25000000
N
N
N
N
N
N
HYATT HOTELS CORPORATION
T27JQIMTYSH41TCD5186
HYATT HOTELS CORP - CL A COMMON STOCK
448579102
-800.00000000
NS
USD
-63016.00000000
-0.00838956868
Short
EC
US
N
1
N
N
N
INFOR, INC.
549300Q3IIYBYI4RHD64
INFOR INC 144A 1.750000% 07/15/2025
45674CAA1
323000.00000000
PA
USD
323938.17000000
0.043127166549
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP MTN VARIABLE RATE 06/02/2022
3134GVJ25
1000000.00000000
PA
USD
1000918.05000000
0.133256168746
Long
DBT
USGA
US
N
2
2022-06-02
Floating
0.24000120
N
N
N
N
N
N
CHURCHILL DOWNS INCORPORATED
529900FODTBQC8MIS994
CHURCHILL DOWNS INC COMMON STOCK
171484108
-873.00000000
NS
USD
-195744.06000000
-0.02606017894
Short
EC
US
N
1
N
N
N
SEABOARD CORPORATION
87Q3KOXT29OW9W9YPT70
SEABOARD CORP COMMON STOCK
811543107
7.00000000
NS
USD
27230.14000000
0.003625255964
Long
EC
US
N
1
N
N
N
TRIANGLE RE LTD
N/A
TRAINGLE RE 2021-1 LTD TMIR 2021-1 M1B
89600FAB9
345844.59240000
PA
USD
345794.44000000
0.046036978000
Long
ABS-MBS
BM
Y
2
2033-08-25
Floating
3.09162960
N
N
N
N
N
N
CENTRAL GARDEN & PET COMPANY
5493004DVZLD37DJ0H83
CENTRAL GARDEN AND PET CO-A COMMON STOCK
153527205
1300.00000000
NS
USD
56355.00000000
0.007502763477
Long
EC
US
N
1
N
N
N
REGENCY CENTERS CORPORATION
529900053A7X7FJ97S58
REGENCY CENTERS CORP REIT
758849103
2349.00000000
NS
USD
162879.66000000
0.021684811716
Long
EC
US
N
1
N
N
N
DISCOVER FINANCIAL SERVICES
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES 6.125000% MATURITY: PERPETUAL
254709AQ1
1248000.00000000
PA
USD
1373798.40000000
0.182899200802
Long
DBT
CORP
US
N
2
2170-03-23
Fixed
6.12500000
N
N
N
N
N
N
Braskem Netherlands Finance B.V.
2549000TLMHFQ74DS330
BRASKEM NETHERLANDS FINANCE BV 144A 4.500000% 01/31/2030
10554TAD7
220000.00000000
PA
USD
220057.20000000
0.029297083189
Long
DBT
NUSS
BR
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
ALNYLAM PHARMACEUTICALS, INC.
529900S3ZI14OWRJII50
ALNYLAM PHARMACEUTICALS INC COMMON STOCK
02043Q107
951.00000000
NS
USD
174793.80000000
0.023270988177
Long
EC
US
N
1
N
N
N
Ultragenyx Pharmaceutical Inc
529900EV44GVDN1DCX77
ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK
90400D108
358.00000000
NS
USD
26932.34000000
0.003585608675
Long
EC
US
N
1
N
N
N
BRK: MERRILL LYNCH
N/A
BRK: MERRILL LYNCH REF: BLOOMBERG COMMODITY INDEX 2 MONTH FORWARD TR
TX9394117
44516.73810000
NC
USD
-716713.25000000
-0.09541886249
N/A
DE
US
N
2
BRK: MERRILL LYNCH
N/A
Y
2021-12-21
0.00000000
USD
0.00000000
USD
-9824437.21000000
USD
-716713.25000000
N
N
N
SONOS, INC.
549300WEPU6075I77M08
SONOS INC COMMON STOCK
83570H108
-2304.00000000
NS
USD
-72921.60000000
-0.00970834029
Short
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS316233
-564983.49000000
NC
USD
-154401.75000000
-0.02055611411
N/A
DCR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2049-12-31
0.00000000
USD
-39208.01000000
USD
-564983.49000000
USD
-115193.74000000
N
N
N
STRYKER CORPORATION
5493002F0SC4JTBU5137
STRYKER CORP COMMON STOCK
863667101
2554.00000000
NS
USD
604353.02000000
0.080459901802
Long
EC
US
N
1
N
N
N
SIGNET JEWELERS LIMITED
549300N3XPGE91WV7M22
SIGNET JEWELERS LTD COMMON STOCK
G81276100
-600.00000000
NS
USD
-58284.00000000
-0.00775957885
Short
EC
US
N
1
N
N
N
ACCENTURE PUBLIC LIMITED COMPANY
N/A
ACCENTURE PLC-CL A COMMON STOCK
G1151C101
1343.00000000
NS
USD
479988.20000000
0.063902722680
Long
EC
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2017-62 AS
3136AXSW6
1199459.10360000
PA
USD
242946.36000000
0.032344407361
Long
DBT
USGA
US
N
2
2047-08-25
Floating
6.05800080
N
N
N
N
N
N
CSAIL COMMERCIAL MORTGAGE TRUST
N/A
CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST CSAIL 2015-C2 A4
12634NAT5
421486.00000000
PA
USD
446109.30000000
0.059392291067
Long
ABS-MBS
US
N
2
2057-06-15
Fixed
3.50400000
N
N
N
N
N
N
COUPA SOFTWARE INCORPORATED
549300Q95ICR2GFL2K37
COUPA SOFTWARE INC COMMON STOCK
22266L106
169.00000000
NS
USD
33235.54000000
0.004424778558
Long
EC
US
N
1
N
N
N
ENTERGY CORPORATION
4XM3TW50JULSLG8BNC79
ENTERGY CORP COMMON STOCK
29364G103
1977.00000000
NS
USD
198372.18000000
0.026410070926
Long
EC
US
N
1
N
N
N
VERTEX PHARMACEUTICALS INCORPORATED
54930015RAQRRZ5ZGJ91
VERTEX PHARMACEUTICALS INC COMMON STOCK
92532F100
2057.00000000
NS
USD
384535.58000000
0.051194738807
Long
EC
US
N
1
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL, INC.
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES COMMON STOCK
159864107
461.00000000
NS
USD
168666.07000000
0.022455179308
Long
EC
US
N
1
N
N
N
MAGNETITE CLO, LIMITED
N/A
MAGNETITE XXVI LTD MAGNE 2020-26A A1R
55954YAJ4
984646.00000000
PA
USD
989033.58000000
0.131673942369
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-25
Floating
1.21019040
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD.
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD 144A 10.875000% 06/01/2023
780153AY8
279000.00000000
PA
USD
303395.76000000
0.040392274463
Long
DBT
NUSS
US
N
2
2023-06-01
Fixed
10.87500000
N
N
N
N
N
N
OASIS PETROLEUM INC.
529900FA4V2YNIKZ0M71
OASIS PETROLEUM INC COMMON STOCK
674215207
800.00000000
NS
USD
95920.00000000
0.012770208016
Long
EC
US
N
1
N
N
N
EAGLE MATERIALS INC.
529900KRXRGXL61SG039
EAGLE MATERIALS INC COMMON STOCK
26969P108
-400.00000000
NS
USD
-61688.00000000
-0.00821276680
Short
EC
US
N
1
N
N
N
PERFORMANCE FOOD GROUP COMPANY
549300EUK8GR9IT1YK57
PERFORMANCE FOOD GROUP CO COMMON STOCK
71377A103
3978.00000000
NS
USD
160353.18000000
0.021348451467
Long
EC
US
N
1
N
N
N
QUALCOMM INCORPORATED
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC COMMON STOCK
747525103
-4396.00000000
NS
USD
-793741.76000000
-0.10567397192
Short
EC
US
N
1
N
N
N
ARCH RESOURCES, INC.
W47HVZ7Q6FXL86RELH91
ARCH RESOURCES INC COMMON STOCK
03940R107
600.00000000
NS
USD
46494.00000000
0.006189929644
Long
EC
US
N
1
N
N
N
ALLEGHANY CORPORATION
549300DCJE6AYX159479
ALLEGHANY CORP 3.625000% 05/15/2030
017175AE0
894000.00000000
PA
USD
972104.51000000
0.129420108492
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
DOLLAR GENERAL CORPORATION
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL CORP COMMON STOCK
256677105
-1940.00000000
NS
USD
-429322.00000000
-0.05715733159
Short
EC
US
N
1
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GS MORTGAGE SECURITIES TRUST 2011-GC5 GSMS 2011-GC5 D
36191YAL2
11942.00000000
PA
USD
5732.16000000
0.000763145074
Long
ABS-MBS
US
N
2
2044-08-10
Floating
5.30207640
N
N
N
N
N
N
CENTENE CORPORATION
549300Z7JJ4TQSQGT333
CENTENE CORP 2.625000% 08/01/2031
15135BAZ4
295000.00000000
PA
USD
284459.65000000
0.037871235434
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.62500000
N
N
N
N
N
N
TELADOC HEALTH, INC.
549300I2PVFBC9MFAC61
TELADOC HEALTH INC COMMON STOCK
87918A105
1308.00000000
NS
USD
132435.00000000
0.017631594022
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/4% 07/15/2024
912828WU0
11437900.00000000
PA
USD
14179106.77000000
1.887720422677
Long
DBT
USGA
US
N
2
2024-07-15
Fixed
0.12500000
N
N
N
N
N
N
ANSYS, INC.
549300VJV8H15Z5FJ571
ANSYS INC COMMON STOCK
03662Q105
146.00000000
NS
USD
57156.08000000
0.007609414418
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 10/15/2024
9128282L3
31428400.00000000
PA
USD
36093260.38000000
4.805238146912
Long
DBT
USGA
US
N
2
2024-10-15
Fixed
0.12500000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC.
N/A
NEW FORTRESS ENERGY INC COMMON STOCK
644393100
1400.00000000
NS
USD
34846.00000000
0.004639185451
Long
EC
US
N
1
N
N
N
MARATHON OIL CORPORATION
1FRVQX2CRLGC1XLP5727
MARATHON OIL CORP COMMON STOCK
565849106
32622.00000000
NS
USD
505314.78000000
0.067274550192
Long
EC
US
N
1
N
N
N
WEC ENERGY GROUP, INC.
549300IGLYTZUK3PVP70
WEC ENERGY GROUP INC COMMON STOCK
92939U106
3194.00000000
NS
USD
277654.42000000
0.036965228316
Long
EC
US
N
1
N
N
N
GS MORTGAGE SECURITIES CORP.
N/A
GS MORTGAGE SECURITIES TRUST 2021-1 A1
36246LAE1
137569.19730000
PA
USD
135418.74000000
0.018028831100
Long
DBT
USGA
US
N
2
2026-08-17
Fixed
1.43280000
N
N
N
N
N
N
SAUL CENTERS, INC.
N/A
SAUL CENTERS INC REIT
804395101
866.00000000
NS
USD
42633.18000000
0.005675923446
Long
EC
US
N
1
N
N
N
MATCH GROUP, INC.
15OMOPB0A8K0EFUVD031
MATCH GROUP INC COMMON STOCK
57667L107
532.00000000
NS
USD
69154.68000000
0.009206835372
Long
EC
US
N
1
N
N
N
HILTON WORLDWIDE HOLDINGS INC.
549300HVGPK36ICB0B89
HILTON WORLDWIDE HOLDINGS IN COMMON STOCK
43300A203
-4731.00000000
NS
USD
-639016.17000000
-0.08507474371
Short
EC
US
N
1
N
N
N
GLOBAL NET LEASE, INC.
549300NUYANCT5SU8Z65
GLOBAL NET LEASE INC REIT
379378201
1453.00000000
NS
USD
20632.60000000
0.002746899436
Long
EC
US
N
1
N
N
N
TOBACCO SETTLEMENT FIN AUTH WEST VA ASSET BACKED
N/A
TOBACCO SETTLEMENT FIN AUTH WV TOBACCO SETTLEMENT FINANCE AUTHORITY
88880LAV5
448548.39000000
PA
USD
460568.86000000
0.061317349334
Long
DBT
MUN
US
N
2
2035-06-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 01/15/2027
912828V49
38850400.00000000
PA
USD
48771641.45000000
6.493161036594
Long
DBT
USGA
US
N
2
2027-01-15
Fixed
0.37500000
N
N
N
N
N
N
ZSCALER, INC.
529900MZ0RTK1BWRNF46
ZSCALER INC COMMON STOCK
98980G102
140.00000000
NS
USD
48575.80000000
0.006467087891
Long
EC
US
N
1
N
N
N
CELANESE CORPORATION
549300FHJQTDPPN41627
CELANESE CORP COMMON STOCK
150870103
-1119.00000000
NS
USD
-169371.84000000
-0.02254914125
Short
EC
US
N
1
N
N
N
HOME RE
N/A
HOME RE 2020-1 LTD HMIR 2020-1 M1B
43731WAB1
583751.98440000
PA
USD
584911.61000000
0.077871590190
Long
ABS-MBS
BM
Y
2
2030-10-25
Floating
3.33924840
N
N
N
N
N
N
HEALTH CATALYST, INC.
549300223PL6GWKVJG92
HEALTH CATALYST INC COMMON STOCK
42225T107
877.00000000
NS
USD
38053.03000000
0.005066150007
Long
EC
US
N
1
N
N
N
COMMVAULT SYSTEMS, INC.
65T5VRP62VXG39YFML83
COMMVAULT SYSTEMS INC COMMON STOCK
204166102
400.00000000
NS
USD
25152.00000000
0.003348584987
Long
EC
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2014-78 SE
3136ALP47
978226.32400000
PA
USD
186368.45000000
0.024811966995
Long
DBT
USGA
US
N
2
2044-12-25
Floating
6.00800040
N
N
N
N
N
N
IHS MARKIT LTD.
549300HLPTRASHS0E726
IHS MARKIT LTD 4.750000% 08/01/2028
44962LAF4
31000.00000000
PA
USD
35882.50000000
0.004777178786
Long
DBT
NUSS
US
N
2
2028-08-01
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
CDS894052
-18999.44000000
NC
USD
-5192.27000000
-0.00069126738
N/A
DCR
XX
N
2
BRK: CITIGROUP
N/A
Y
2063-05-11
0.00000000
USD
-2188.02000000
USD
-18999.44000000
USD
-3004.25000000
N
N
N
SABRA HEALTH CARE REIT, INC.
549300E3BC7GU7TAZ621
SABRA HEALTH CARE REIT INC REIT
78573L106
2961.00000000
NS
USD
38285.73000000
0.005097130276
Long
EC
US
N
1
N
N
N
TARGET CORPORATION
8WDDFXB5T1Z6J0XC1L66
TARGET CORP COMMON STOCK
87612E106
-3641.00000000
NS
USD
-887821.44000000
-0.11819917087
Short
EC
US
N
1
N
N
N
THE CHARLES SCHWAB CORPORATION
549300VSGCJ7E698NM85
CHARLES SCHWAB CORP/THE 5.375000% MATURITY: PERPETUAL
808513BD6
397000.00000000
PA
USD
429395.20000000
0.057167076994
Long
DBT
CORP
US
N
2
2170-09-01
Fixed
5.37500000
N
N
N
N
N
N
ROSS STORES, INC.
549300ENZFLPGRDFZQ60
ROSS STORES INC 4.700000% 04/15/2027
778296AC7
946000.00000000
PA
USD
1070831.64000000
0.142564040800
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.70000000
N
N
N
N
N
N
INVITATION HOMES TRUST
N/A
INVITATION HOMES 2018-SFR2 TRUST IHSFR 2018-SFR2 C
46185HAE2
197126.04040000
PA
USD
197279.90000000
0.026264651381
Long
ABS-MBS
US
N
2
2037-06-17
Floating
1.37000160
N
N
N
N
N
N
BRK: MERRILL LYNCH
N/A
BRK: MERRILL LYNCH REF: BLOOMBERG COMMODITY INDEX TOTAL RETURN
TX9394101
72722.59980000
NC
USD
-1170824.42000000
-0.15587647408
N/A
DE
US
N
2
BRK: MERRILL LYNCH
N/A
Y
2021-12-21
0.00000000
USD
0.00000000
USD
-16049213.84000000
USD
-1170824.42000000
N
N
N
MARRIOTT VACATIONS WORLDWIDE CORPORATION
549300WA6BT5H4F7IO94
MARRIOTT VACATIONS WORLD COMMON STOCK
57164Y107
-734.00000000
NS
USD
-112045.10000000
-0.01491700619
Short
EC
US
N
1
N
N
N
BRANDYWINE REALTY TRUST
5UZ46ZCYUFYYAC0DS831
BRANDYWINE REALTY TRUST REIT
105368203
1779.00000000
NS
USD
22860.15000000
0.003043461955
Long
EC
US
N
1
N
N
N
MAGNOLIA OIL & GAS CORPORATION
N/A
MAGNOLIA OIL & GAS CORP - A COMMON STOCK
559663109
5891.00000000
NS
USD
111752.27000000
0.014878020582
Long
EC
US
N
1
N
N
N
ESSENTIAL PROPERTIES REALTY TRUST, INC.
N/A
ESSENTIAL PROPERTIES REALTY REIT
29670E107
1598.00000000
NS
USD
43193.94000000
0.005750579637
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2022-01-20
N/A
1.00000000
NC
USD
11291.61000000
0.001503296586
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2514692.21000000
SEK
288975.10000000
USD
2022-01-20
11291.61000000
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO MATURITY: PERPETUAL
48127FAA1
145000.00000000
PA
USD
143550.00000000
0.019111377823
Long
DBT
CORP
US
N
2
2170-01-01
Floating
3.45088080
N
N
N
N
N
N
NEWELL BRANDS INC.
549300LWGYFM1TVO1Z12
NEWELL BRANDS INC COMMON STOCK
651229106
-9282.00000000
NS
USD
-199284.54000000
-0.02653153701
Short
EC
US
N
1
N
N
N
SALESFORCE.COM, INC.
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM INC COMMON STOCK
79466L302
2122.00000000
NS
USD
604685.12000000
0.080504115585
Long
EC
US
N
1
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
FLOWSERVE CORP 2.800000% 01/15/2032
34355JAB4
228000.00000000
PA
USD
224420.09000000
0.029877931947
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.80000000
N
N
N
N
N
N
Bellemeade RE
N/A
BELLEMEADE RE 2019-2 LTD BMIR 2019-2A M1C
07877BAE0
515612.00000000
PA
USD
516643.74000000
0.068782819331
Long
ABS-MBS
BM
N
2
2029-04-25
Floating
2.09162880
N
N
N
N
N
N
PORT AUTH N Y & N J
N/A
PORT AUTH OF NEW YORK & NEW JE PORT AUTHORITY OF NEW YORK & NEW JERSEY
73358W4V3
490000.00000000
PA
USD
493802.55000000
0.065741881595
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
1.08600000
N
N
N
N
N
N
MATTEL, INC.
549300VELLG24KHTJ564
MATTEL INC COMMON STOCK
577081102
-8761.00000000
NS
USD
-185820.81000000
-0.02473905752
Short
EC
US
N
1
N
N
N
OUTFRONT MEDIA INC.
549300RZWDYU5722I639
OUTFRONT MEDIA INC REIT
69007J106
2325.00000000
NS
USD
58101.75000000
0.007735315196
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 01/11/2022
912796Q69
11500000.00000000
PA
USD
11499443.40000000
1.530966266615
Long
DBT
UST
US
N
2
2022-01-11
None
0.00000000
N
N
N
N
N
N
WATERS CORPORATION
5T547R1474YC9HOD8Q74
WATERS CORP COMMON STOCK
941848103
370.00000000
NS
USD
121385.90000000
0.016160583749
Long
EC
US
N
1
N
N
N
EXPEDIA GROUP, INC.
N/A
EXPEDIA GROUP INC COMMON STOCK
30212P303
-2365.00000000
NS
USD
-380977.85000000
-0.05072108417
Short
EC
US
N
1
N
N
N
THE CLOROX COMPANY
54930044KVSC06Z79I06
CLOROX COMPANY COMMON STOCK
189054109
2764.00000000
NS
USD
450117.40000000
0.059925905232
Long
EC
US
N
1
N
N
N
DEUTSCHE ALT-A SECURITIES, INC
N/A
DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERI DBALT 2006-AR4 A2
25150PAB5
154376.73940000
PA
USD
72358.23000000
0.009633336622
Long
ABS-MBS
US
N
2
2036-12-25
Floating
0.47162880
N
N
N
N
N
N
PERKINELMER, INC.
549300IKL1SDPFI7N655
PERKINELMER INC COMMON STOCK
714046109
909.00000000
NS
USD
165583.44000000
0.022044776615
Long
EC
US
N
1
N
N
N
MICRON TECHNOLOGY, INC.
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC COMMON STOCK
595112103
-4377.00000000
NS
USD
-367668.00000000
-0.04894909133
Short
EC
US
N
1
N
N
N
MACY'S, INC.
529900NZQ81TIOW3CW52
MACY'S INC COMMON STOCK
55616P104
-2200.00000000
NS
USD
-62700.00000000
-0.00834749835
Short
EC
US
N
1
N
N
N
ELMWOOD CLO
N/A
ELMWOOD CLO IX LTD ELMW9 2021-2A D
29003UAG4
509100.00000000
PA
USD
508311.40000000
0.067673502035
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-20
Floating
3.08890080
N
N
N
N
N
N
WYNN RESORTS, LIMITED
254900CEKKWIHTEAB172
WYNN RESORTS LTD COMMON STOCK
983134107
-1764.00000000
NS
USD
-142901.64000000
-0.01902505909
Short
EC
US
N
1
N
N
N
BATH & BODY WORKS, INC.
GR3KVMWVCR54YWQNXU90
BATH & BODY WORKS INC COMMON STOCK
070830104
-1733.00000000
NS
USD
-130200.29000000
-0.01733407826
Short
EC
US
N
1
N
N
N
DOLLAR TREE, INC.
549300PMSTQITB1WHR43
DOLLAR TREE INC COMMON STOCK
256746108
-1827.00000000
NS
USD
-244507.41000000
-0.03255223610
Short
EC
US
N
1
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
KOHLS CORP COMMON STOCK
500255104
-1200.00000000
NS
USD
-61476.00000000
-0.00818454241
Short
EC
US
N
1
N
N
N
FIVE9, INC.
254900MXP6EWY0SFFR59
FIVE9 INC COMMON STOCK
338307101
300.00000000
NS
USD
42699.00000000
0.005684686323
Long
EC
US
N
1
N
N
N
LIMA METRO LINE 2 FINANCE LIMITED
5493009BVQNQT1UKQ352
LIMA METRO LINE 2 FINANCE LTD 144A 4.350000% 04/05/2036
532522AB5
222542.39590000
PA
USD
235565.58000000
0.031361775001
Long
DBT
NUSS
PE
N
2
2036-04-05
Fixed
4.35000000
N
N
N
N
N
N
SIRIUS XM HOLDINGS INC.
54930055RWDMVXAGZK98
SIRIUS XM HOLDINGS INC COMMON STOCK
82968B103
-12800.00000000
NS
USD
-78080.00000000
-0.01039509843
Short
EC
US
N
1
N
N
N
AIR LEASE CORPORATION
5493004NW4M4P8TMMK63
AIR LEASE CORP MTN 2.875000% 01/15/2026
00914AAJ1
83000.00000000
PA
USD
85184.46000000
0.011340943223
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
MATADOR RESOURCES COMPANY
549300CI3Q2UUK5R4G79
MATADOR RESOURCES CO COMMON STOCK
576485205
4857.00000000
NS
USD
190734.39000000
0.025393221812
Long
EC
US
N
1
N
N
N
N/A
N/A
COPPER FUTURE MAY22 PHYSICAL COMMODITY FUTURE.
N/A
3.00000000
NC
USD
320550.00000000
0.042676086110
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Copper
COPPER FUTURE (Consolidated) May 2022
2022-05-29
318633.25000000
USD
1916.75000000
N
N
N
VEEVA SYSTEMS INC.
549300YZEXPDB92M2F02
VEEVA SYSTEMS INC-CLASS A COMMON STOCK
922475108
953.00000000
NS
USD
269298.74000000
0.035852803674
Long
EC
US
N
1
N
N
N
NOVAVAX, INC.
529900J4GJHPEPQ23205
NOVAVAX INC COMMON STOCK
670002401
479.00000000
NS
USD
99933.77000000
0.013304577051
Long
EC
US
N
1
N
N
N
ATALAYA EQUIPMENT LEASING TRUST LLC.
N/A
ATALAYA EQUIPMENT LEASING TRUST 21-1 AELF 2021-1A A1
046497AA1
430000.00000000
PA
USD
429988.78000000
0.057246102642
Long
ABS-MBS
US
Y
2
2022-11-15
Fixed
0.32573000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC 144A MATURITY: PERPETUAL
853254AA8
400000.00000000
PA
USD
387000.00000000
0.051522836764
Long
DBT
NUSS
GB
Y
2
2170-07-30
Floating
1.63863000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 12/14/2021
912796P60
12750000.00000000
PA
USD
12749717.97000000
1.697420252612
Long
DBT
UST
US
N
2
2021-12-14
None
0.00000000
N
N
N
N
N
N
MOLSON COORS BEVERAGE COMPANY
54930073LBBH6ZCBE225
MOLSON COORS BEVERAGE CO - B COMMON STOCK
60871R209
3657.00000000
NS
USD
162517.08000000
0.021636540011
Long
EC
US
N
1
N
N
N
LEXINGTON REALTY TRUST
549300S4MH2ICXDBFV43
LEXINGTON REALTY TRUST REIT
529043101
4731.00000000
NS
USD
71201.55000000
0.009479343250
Long
EC
US
N
1
N
N
N
AVIATION CAPITAL GROUP LLC
549300ODEK8HY3445C77
AVIATION CAPITAL GROUP LLC 144A 4.875000% 10/01/2025
05367AAH6
175000.00000000
PA
USD
190429.20000000
0.025352590663
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
4.87500000
N
N
N
N
N
N
BRF GmbH
5299002S6DY5RA2IOQ11
BRF GMBH 4.350000% 09/29/2026
A08163AA4
200000.00000000
PA
USD
200220.00000000
0.026656078493
Long
DBT
NUSS
BR
N
2
2026-09-29
Fixed
4.35000000
N
N
N
N
N
N
UNITED THERAPEUTICS CORPORATION
5299005C4HZL4UWROC14
UNITED THERAPEUTICS CORP COMMON STOCK
91307C102
370.00000000
NS
USD
70115.00000000
0.009334686562
Long
EC
US
N
1
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC 4.150000% 11/15/2030
11135FAQ4
776000.00000000
PA
USD
847941.00000000
0.112889730565
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
WESTERN DIGITAL CORPORATION
549300QQXOOYEF89IC56
WESTERN DIGITAL CORP COMMON STOCK
958102105
-1310.00000000
NS
USD
-75770.40000000
-0.01008761227
Short
EC
US
N
1
N
N
N
EXACT SCIENCES CORPORATION
549300VM3X1FYD4N9Z14
EXACT SCIENCES CORP COMMON STOCK
30063P105
1079.00000000
NS
USD
92114.23000000
0.012263530842
Long
EC
US
N
1
N
N
N
N/A
N/A
WHEAT FUTURE(CBT) MAR22 PHYSICAL COMMODITY FUTURE.
N/A
49.00000000
NC
USD
1928762.50000000
0.256783760839
N/A
DCO
US
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Wheat
Wheat Future (CBT) Mar 2022
2022-03-17
1962936.08000000
USD
-34173.58000000
N
N
N
CONTINENTAL RESOURCES, INC.
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC/OK 144A 2.268000% 11/15/2026
212015AU5
960000.00000000
PA
USD
948134.40000000
0.126228873183
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.26800000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON COMMON STOCK
478160104
18975.00000000
NS
USD
2958771.75000000
0.393912955810
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-3/8% 01/15/25
912810FR4
1799500.00000000
PA
USD
3006262.60000000
0.400235600028
Long
DBT
USGA
US
N
2
2025-01-15
Fixed
2.37500000
N
N
N
N
N
N
HORIZON THERAPEUTICS PUBLIC LIMITED COMPANY
N/A
HORIZON THERAPEUTICS PLC COMMON STOCK
G46188101
1673.00000000
NS
USD
173590.48000000
0.023110785439
Long
EC
US
N
1
N
N
N
BROADRIDGE FINANCIAL SOLUTIONS, INC.
549300KZDJZQ2YIHRC28
BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK
11133T103
300.00000000
NS
USD
50571.00000000
0.006732716739
Long
EC
US
N
1
N
N
N
LENNAR CORPORATION
529900G61XVRLX5TJX09
LENNAR CORP - B SHS COMMON STOCK
526057302
-600.00000000
NS
USD
-51468.00000000
-0.00685213788
Short
EC
US
N
1
N
N
N
AUTONATION, INC.
N/A
AUTONATION INC COMMON STOCK
05329W102
-500.00000000
NS
USD
-61925.00000000
-0.00824431955
Short
EC
US
N
1
N
N
N
Equitrans Midstream Corporation
549300RH0NLJNZ5SXU64
EQUITRANS MIDSTREAM CORP COMMON STOCK
294600101
18676.00000000
NS
USD
179663.12000000
0.023919259959
Long
EC
US
N
1
N
N
N
FREEPORT-MCMORAN INC.
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC COMMON STOCK
35671D857
-14437.00000000
NS
USD
-535323.96000000
-0.07126979071
Short
EC
US
N
1
N
N
N
N/A
N/A
LME PRI ALUM FUTR MAR22 PHYSICAL COMMODITY FUTURE.
N/A
4.00000000
NC
USD
262650.00000000
0.034967630687
N/A
DCO
GB
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Aluminum
LME ALUM HG FUTUR Mar 2022
2022-03-17
262426.92000000
USD
223.08000000
N
N
N
ANTERO MIDSTREAM CORPORATION
N/A
ANTERO MIDSTREAM CORP COMMON STOCK
03676B102
13197.00000000
NS
USD
128142.87000000
0.017060165823
Long
EC
US
N
1
N
N
N
SPROUTS FARMERS MARKET, INC.
529900P8F4G77Q52XE24
SPROUTS FARMERS MARKET INC COMMON STOCK
85208M102
2601.00000000
NS
USD
68822.46000000
0.009162605613
Long
EC
US
N
1
N
N
N
ELECTRONIC ARTS INC.
549300O7A67PUEYKDL45
ELECTRONIC ARTS INC COMMON STOCK
285512109
1592.00000000
NS
USD
197758.24000000
0.026328334672
Long
EC
US
N
1
N
N
N
CALIFORNIA RESOURCES CORPORATION
5493003Q8F0T4F4YMR48
CALIFORNIA RESOURCES CORP COMMON STOCK
13057Q305
3000.00000000
NS
USD
117210.00000000
0.015604629708
Long
EC
US
N
1
N
N
N
N/A
N/A
WTI CRUDE FUTURE JUN22 PHYSICAL COMMODITY FUTURE.
N/A
23.00000000
NC
USD
1482810.00000000
0.197412345174
N/A
DCO
GB
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Crude Oil
WTI CRUDE Jun 2022
2022-05-22
1551747.19000000
USD
-68937.19000000
N
N
N
CarMax, Inc.
529900F60CID3NCZM330
CARMAX INC COMMON STOCK
143130102
-1412.00000000
NS
USD
-199445.00000000
-0.02655289968
Short
EC
US
N
1
N
N
N
THE SHERWIN-WILLIAMS COMPANY
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE COMMON STOCK
824348106
-2391.00000000
NS
USD
-791994.84000000
-0.10544139757
Short
EC
US
N
1
N
N
N
ELEMENT SOLUTIONS INC
549300FLGN6P5CU20J91
ELEMENT SOLUTIONS INC COMMON STOCK
28618M106
-3700.00000000
NS
USD
-84619.00000000
-0.01126566130
Short
EC
US
N
1
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC COMMON STOCK
92343V104
50029.00000000
NS
USD
2514957.83000000
0.334826257737
Long
EC
US
N
1
N
N
N
N/A
N/A
NATURAL GAS OPTN Jan22C 7 SHORT
N/A
-29.00000000
NC
USD
-14210.00000000
-0.00189183336
N/A
DIR
US
N
1
RBC CAPITAL
N/A
Call
Written
N/A
Call Option 7 Dec 2021 on Natural Gas Future Jan 2022
-290000.00000000
7.00000000
USD
2021-12-31
XXXX
64810.65000000
N
N
N
Turning Point Therapeutics Inc
N/A
TURNING POINT THERAPEUTICS I COMMON STOCK
90041T108
400.00000000
NS
USD
15224.00000000
0.002026831180
Long
EC
US
N
1
N
N
N
APTIV PLC
N/A
APTIV PLC COMMON STOCK
G6095L109
-10681.00000000
NS
USD
-1712698.35000000
-0.22801828814
Short
EC
US
N
1
N
N
N
PRICESMART, INC.
549300JVYOSTGVSDZS46
PRICESMART INC COMMON STOCK
741511109
500.00000000
NS
USD
35860.00000000
0.004774183272
Long
EC
US
N
1
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOVERNMENT INTERNATIONAL BOND MTN 4.875000% 02/01/2025
N/A
340000.00000000
PA
USD
349690.00000000
0.046555609271
Long
DBT
NUSS
OM
N
2
2025-02-01
Fixed
4.87500000
N
N
N
N
N
N
CAJUN GLOBAL LLC
N/A
CAJUN GLOBAL LLC CAJUN 2021-1 A2
12803VAA3
166000.00000000
PA
USD
166798.46000000
0.022206537021
Long
ABS-MBS
US
Y
2
2051-11-20
Fixed
3.93100000
N
N
N
N
N
N
CIVITAS RESOURCES, INC.
IIVIHPH28S64K95M2381
CIVITAS RESOURCES INC COMMON STOCK
17888H103
2369.00000000
NS
USD
121079.59000000
0.016119803491
Long
EC
US
N
1
N
N
N
N/A
N/A
COPPER FUTURE MAR22 PHYSICAL COMMODITY FUTURE.
N/A
55.00000000
NC
USD
5885000.00000000
0.783493267076
N/A
DCO
US
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Copper
COPPER FUTURE (Consolidated) Mar 2022
2022-04-01
5992171.35000000
USD
-107171.35000000
N
N
N
INCYTE CORPORATION
549300Z4WN6JVZ3T4680
INCYTE CORP COMMON STOCK
45337C102
1556.00000000
NS
USD
105372.32000000
0.014028632668
Long
EC
US
N
1
N
N
N
COTY INC.
549300BO9IWPF3S48F93
COTY INC-CL A COMMON STOCK
222070203
5168.00000000
NS
USD
50284.64000000
0.006694592502
Long
EC
US
N
1
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC-A COMMON STOCK
609207105
31945.00000000
NS
USD
1882838.30000000
0.250669690916
Long
EC
US
N
1
N
N
N
PLANET FITNESS, INC.
549300LLE5HUPF6H8G33
PLANET FITNESS INC - CL A COMMON STOCK
72703H101
-1619.00000000
NS
USD
-132256.11000000
-0.01760777769
Short
EC
US
N
1
N
N
N
CARVANA AUTO RECEIVABLES TRUST
N/A
CARVANA AUTO RECEIVABLES TRUST CRVNA 2021-N3 C
14687GAD7
333000.00000000
PA
USD
330337.03000000
0.043979072025
Long
ABS-MBS
US
N
2
2028-06-12
Fixed
1.02000000
N
N
N
N
N
N
MURPHY OIL CORPORATION
QBKYQD0ODE7DC7PDIN91
MURPHY OIL CORP COMMON STOCK
626717102
6543.00000000
NS
USD
173912.94000000
0.023153715810
Long
EC
US
N
1
N
N
N
MONSTER BEVERAGE CORPORATION
52990090AP0E7HCB6F33
MONSTER BEVERAGE CORP COMMON STOCK
61174X109
8450.00000000
NS
USD
707941.00000000
0.094250978247
Long
EC
US
N
1
N
N
N
NEWELL BRANDS INC.
549300LWGYFM1TVO1Z12
NEWELL BRANDS INC 4.875000% 06/01/2025
651229BB1
62000.00000000
PA
USD
67013.01000000
0.008921706396
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY COMMON STOCK
816851109
3067.00000000
NS
USD
367641.29000000
0.048945535329
Long
EC
US
N
1
N
N
N
ZILLOW GROUP, INC.
2549002XEELQDIR6FU05
ZILLOW GROUP INC - C COMMON STOCK
98954M200
400.00000000
NS
USD
21708.00000000
0.002890071680
Long
EC
US
N
1
N
N
N
THE INTERPUBLIC GROUP OF COMPANIES, INC.
5493008IUOJ5VWTRC333
INTERPUBLIC GROUP OF COS INC COMMON STOCK
460690100
-2435.00000000
NS
USD
-80817.65000000
-0.01075957258
Short
EC
US
N
1
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT CREDIT RISK TRANSFER TRUST 2019-2R PMTCR 2019-2R A
69345WAA6
366467.86230000
PA
USD
363002.29000000
0.048327926958
Long
ABS-MBS
US
Y
2
2023-05-27
Floating
2.84037840
N
N
N
N
N
N
EXTRA SPACE STORAGE INC.
N/A
EXTRA SPACE STORAGE INC REIT
30225T102
1733.00000000
NS
USD
346600.00000000
0.046144225381
Long
EC
US
N
1
N
N
N
APA CORPORATION
N/A
APA CORP COMMON STOCK
03743Q108
16443.00000000
NS
USD
423736.11000000
0.056413660017
Long
EC
US
N
1
N
N
N
AGILENT TECHNOLOGIES, INC.
QUIX8Y7A2WP0XRMW7G29
AGILENT TECHNOLOGIES INC COMMON STOCK
00846U101
2131.00000000
NS
USD
321567.90000000
0.042811603153
Long
EC
US
N
1
N
N
N
GOLAR LNG LIMITED
213800C2VSFZG3EZLO34
GOLAR LNG LTD COMMON STOCK
G9456A100
4523.00000000
NS
USD
53371.40000000
0.007105545038
Long
EC
US
N
1
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG 144A 3.091000% 05/14/2032
225401AU2
670000.00000000
PA
USD
679024.34000000
0.090401189221
Long
DBT
NUSS
CH
N
2
2032-05-14
Fixed
3.09100000
N
N
N
N
N
N
INSMED INCORPORATED
529900Q55QAG41CCAC11
INSMED INC COMMON STOCK
457669307
745.00000000
NS
USD
20502.40000000
0.002729565396
Long
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS733699
-99997.08000000
NC
USD
-27327.74000000
-0.00363824983
N/A
DCR
XX
N
2
BRK: DEUTSCHE BANK
N/A
Y
2063-05-11
0.00000000
USD
-10919.28000000
USD
-99997.08000000
USD
-16408.46000000
N
N
N
SUMMIT MATERIALS, INC.
N/A
SUMMIT MATERIALS INC -CL A COMMON STOCK
86614U100
-1300.00000000
NS
USD
-48490.00000000
-0.00645566499
Short
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CD1060163
266000.00000000
NC
USD
25288.78000000
0.003366795048
N/A
DCR
XX
N
2
BRK: MORGAN STANLEY & CO. INTERNATIONAL PLC
N/A
Y
2058-09-17
50678.80000000
USD
0.00000000
USD
266000.00000000
USD
-25390.02000000
N
N
N
GARTNER, INC.
PP55B5R38BFB8O8HH686
GARTNER INC COMMON STOCK
366651107
237.00000000
NS
USD
74003.25000000
0.009852344624
Long
EC
US
N
1
N
N
N
N/A
N/A
CORN FUTURE MAR22 PHYSICAL COMMODITY FUTURE.
N/A
-34.00000000
NC
USD
-964750.00000000
-0.12844097356
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Corn
Corn Future Mar 2022
2022-03-17
-985467.90000000
USD
20717.90000000
N
N
N
NUCOR CORPORATION
549300GGJCRSI2TIEJ46
NUCOR CORP COMMON STOCK
670346105
-3024.00000000
NS
USD
-321330.24000000
-0.04277996254
Short
EC
US
N
1
N
N
N
ETSY, INC.
54930089Q7XT501AEA40
ETSY INC COMMON STOCK
29786A106
-975.00000000
NS
USD
-267715.50000000
-0.03564202068
Short
EC
US
N
1
N
N
N
CIGNA CORPORATION
549300VIWYMSIGT1U456
CIGNA CORP 4.375000% 10/15/2028
125523AH3
384000.00000000
PA
USD
435077.90000000
0.057923637264
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 2.625000% 04/15/2026
87264ABU8
161000.00000000
PA
USD
161028.18000000
0.021438316880
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
ADVANCED MICRO DEVICES, INC.
R2I72C950HOYXII45366
ADVANCED MICRO DEVICES COMMON STOCK
007903107
-4632.00000000
NS
USD
-733569.84000000
-0.09766304682
Short
EC
US
N
1
N
N
N
RELIANCE STEEL & ALUMINUM CO.
549300E287ZOFT3C5Z56
RELIANCE STEEL & ALUMINUM COMMON STOCK
759509102
-1181.00000000
NS
USD
-175532.03000000
-0.02336927165
Short
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 12/09/2021
912796J59
11750000.00000000
PA
USD
11749921.63000000
1.564313421543
Long
DBT
UST
US
N
2
2021-12-09
None
0.00000000
N
N
N
N
N
N
N/A
N/A
NATURAL GAS OPTN Jan22C 5.25 SHORT
004T00Y04
-2.00000000
NC
USD
-3700.00000000
-0.00049259559
N/A
DIR
US
N
1
ROYAL BANK CANADA
N/A
Call
Written
N/A
Call Option 5.25 Dec 2021 on Natural Gas Future Jan 2022
-20000.00000000
5.25000000
USD
2021-12-31
XXXX
8432.96000000
N
N
N
ONE GAS, INC.
549300HXDWI0LATTX840
ONE GAS INC COMMON STOCK
68235P108
406.00000000
NS
USD
26325.04000000
0.003504756430
Long
EC
US
N
1
N
N
N
URBAN EDGE PROPERTIES
N/A
URBAN EDGE PROPERTIES REIT
91704F104
2552.00000000
NS
USD
43970.96000000
0.005854027375
Long
EC
US
N
1
N
N
N
MCDONALD'S CORPORATION
UE2136O97NLB5BYP9H04
MCDONALD'S CORP COMMON STOCK
580135101
-12193.00000000
NS
USD
-2982407.80000000
-0.39705971639
Short
EC
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2
35564KKY4
975857.00000000
PA
USD
977231.98000000
0.130102748802
Long
DBT
USGA
US
N
2
2041-10-25
Floating
1.54967040
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
CDS860517
-3999.88000000
NC
USD
-1093.11000000
-0.00014553004
N/A
DCR
XX
N
2
BRK: CREDIT SUISSE
N/A
Y
2063-05-11
0.00000000
USD
-477.08000000
USD
-3999.88000000
USD
-616.03000000
N
N
N
HILTON GRAND VACATIONS INC.
549300O9K6MFD8D07574
HILTON GRAND VACATIONS INC COMMON STOCK
43283X105
-1500.00000000
NS
USD
-71250.00000000
-0.00948579359
Short
EC
US
N
1
N
N
N
FEDERAL REALTY INVESTMENT TRUST
549300LI6XZ51GOCJ427
FEDERAL REALTY INVS TRUST REIT
313747206
1199.00000000
NS
USD
147081.33000000
0.019581517717
Long
EC
US
N
1
N
N
N
LGI HOMES, INC.
549300W02B4WNV8CV109
LGI HOMES INC COMMON STOCK
50187T106
-567.00000000
NS
USD
-81455.22000000
-0.01084445478
Short
EC
US
N
1
N
N
N
Gobierno de la Republica Dominicana
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 4.875000% 09/23/2032
25714PEF1
871000.00000000
PA
USD
866653.71000000
0.115381027471
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
CONSOL ENERGY INC.
549300YJCTPJBTK7IJ81
CONSOL ENERGY INC COMMON STOCK
20854L108
1700.00000000
NS
USD
37315.00000000
0.004967893162
Long
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS783251
-181994.68000000
NC
USD
-49736.49000000
-0.00662161513
N/A
DCR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2063-05-11
0.00000000
USD
-28393.94000000
USD
-181994.68000000
USD
-21342.55000000
N
N
N
BRK: MERRILL LYNCH
N/A
BRK: MERRILL LYNCH REF: BofA Merrill Lynch Commodity MLBXCS3T Tot Ret
N/A
32162.68290000
NC
USD
-6342.17000000
-0.00084435811
N/A
DE
US
N
2
BRK: MERRILL LYNCH
N/A
Y
2021-12-04
0.00000000
USD
0.00000000
USD
-3433999.69000000
USD
-6342.17000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 4981 HS
3137FTV38
2951911.11200000
PA
USD
469100.00000000
0.062453133659
Long
DBT
USGA
US
N
2
2050-06-25
Floating
6.00800040
N
N
N
N
N
N
VIATRIS INC.
254900ZZTSW7NL773X71
VIATRIS INC COMMON STOCK
92556V106
7258.00000000
NS
USD
89345.98000000
0.011894982798
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES .50% 04/15/24
912810FD5
6140000.00000000
PA
USD
7167163.08000000
0.954192696214
Long
DBT
USGA
US
N
2
2024-04-15
Fixed
0.50000000
N
N
N
N
N
N
NEOGEN CORPORATION
549300HJT9FC36N4UW43
NEOGEN CORP COMMON STOCK
640491106
882.00000000
NS
USD
35394.66000000
0.004712230722
Long
EC
US
N
1
N
N
N
BALLYROCK CLO LTD
N/A
BALLYROCK CLO 15 LTD BALLY 2021-1A C
05875TAG2
500000.00000000
PA
USD
499241.00000000
0.066465923899
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-15
Floating
3.22374960
N
N
N
N
N
N
REATA PHARMACEUTICALS, INC.
5299005F094GH9QDDD80
REATA PHARMACEUTICALS INC-A COMMON STOCK
75615P103
300.00000000
NS
USD
25680.00000000
0.003418879710
Long
EC
US
N
1
N
N
N
BRK: MORGAN STANLEY
N/A
BRK: MORGAN STANLEY PAY: 2.4875%
N/A
1240000.00000000
NC
USD
-58469.78000000
-0.00778431248
N/A
DIR
XX
N
2
BRK: MORGAN STANLEY
N/A
Y
2025-06-09
0.00000000
USD
0.00000000
USD
-1240000.00000000
USD
-58469.78000000
N
N
N
GEVO, INC.
549300IV6EW4O1OJD686
GEVO INC COMMON STOCK
374396406
9500.00000000
NS
USD
54625.00000000
0.007272441752
Long
EC
US
N
1
N
N
N
BANCO SANTANDER, S.A.
5493006QMFDDMYWIAM13
BANCO SANTANDER SA 7.500000% MATURITY: PERPETUAL
N/A
600000.00000000
PA
USD
643500.00000000
0.085671693689
Long
DBT
NUSS
ES
N
2
2170-05-08
Fixed
7.50000000
N
N
N
Y
Y
BANCO SANTANDER, S.A.
SAN 7.5 PERP
EUR
XXXX
N
N
N
DANA INCORPORATED
KVWHW7YLZPFJM8QYNJ51
DANA INC COMMON STOCK
235825205
-5136.00000000
NS
USD
-110424.00000000
-0.01470118275
Short
EC
US
N
1
N
N
N
TOLL BROTHERS, INC.
529900JB6IS9MSZGVR44
TOLL BROTHERS INC COMMON STOCK
889478103
-3045.00000000
NS
USD
-193266.15000000
-0.02573028500
Short
EC
US
N
1
N
N
N
NU SKIN ENTERPRISES, INC.
54930050DETB6CP71D38
NU SKIN ENTERPRISES INC - A COMMON STOCK
67018T105
857.00000000
NS
USD
37605.16000000
0.005006523307
Long
EC
US
N
1
N
N
N
SPECTRUM BRANDS, INC.
549300VU3EH2E73C1Q04
SPECTRUM BRANDS INC 5.750000% 07/15/2025
84762LAU9
42000.00000000
PA
USD
42735.00000000
0.005689479145
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
REGENERON PHARMACEUTICALS, INC.
549300RCBFWIRX3HYQ56
REGENERON PHARMACEUTICALS COMMON STOCK
75886F107
742.00000000
NS
USD
472305.26000000
0.062879862568
Long
EC
US
N
1
N
N
N
ESSEX PROPERTY TRUST, INC.
549300TR2H2VEFX0NC60
ESSEX PROPERTY TRUST INC REIT
297178105
843.00000000
NS
USD
286147.92000000
0.038096001479
Long
EC
US
N
1
N
N
N
VIA RENEWABLES, INC.
549300U656GZMTWR1T03
VIA RENEWABLES INC COMMON STOCK
92556D106
3000.00000000
NS
USD
33510.00000000
0.004461318501
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/4% 01/15/2025
912828H45
28945000.00000000
PA
USD
36127547.32000000
4.809802902501
Long
DBT
USGA
US
N
2
2025-01-15
Fixed
0.25000000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT CREDIT RISK TRANSFER TRUST 2019-3R PMTCR 2019-3R A
69349MAA4
61439.19210000
PA
USD
61444.78000000
0.008180385968
Long
ABS-MBS
US
N
2
2022-10-27
Floating
2.79038160
N
N
N
N
N
N
BROOKFIELD INFRASTRUCTURE CORPORATION
N/A
BROOKFIELD INFRASTRUCTURE-A COMMON STOCK
11275Q107
466.00000000
NS
USD
27582.54000000
0.003672172366
Long
EC
US
N
1
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 3.500000% 09/15/2053
00206RKJ0
223000.00000000
PA
USD
225255.96000000
0.029989214618
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
THE HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
HERSHEY CO/THE COMMON STOCK
427866108
3389.00000000
NS
USD
601513.61000000
0.080081879947
Long
EC
US
N
1
N
N
N
AUTOMATIC DATA PROCESSING, INC.
HGBOLILQXWER4SAL2I23
AUTOMATIC DATA PROCESSING COMMON STOCK
053015103
1050.00000000
NS
USD
242434.50000000
0.032276261420
Long
EC
US
N
1
N
N
N
CENCOSUD S.A.
549300NLTGCFV7482429
CENCOSUD SA 5.150000% 02/12/2025
P2205JAK6
613000.00000000
PA
USD
664344.88000000
0.088446854799
Long
DBT
NUSS
CL
N
2
2025-02-12
Fixed
5.15000000
N
N
N
N
N
N
URANIUM ENERGY CORP.
549300VD69WD2USLIP04
URANIUM ENERGY CORP COMMON STOCK
916896103
14100.00000000
NS
USD
55272.00000000
0.007358579415
Long
EC
US
N
1
N
N
N
HOST HOTELS & RESORTS, INC.
N6EL63S0K3PB1YFTDI24
HOST HOTELS & RESORTS INC REIT
44107P104
9276.00000000
NS
USD
145633.20000000
0.019388722457
Long
EC
US
N
1
N
N
N
LOWE'S COMPANIES, INC.
WAFCR4OKGSC504WU3E95
LOWE'S COS INC COMMON STOCK
548661107
-5135.00000000
NS
USD
-1255969.65000000
-0.16721219446
Short
EC
US
N
1
N
N
N
FOOT LOCKER, INC.
549300X383CBNP6MTV94
FOOT LOCKER INC COMMON STOCK
344849104
-1000.00000000
NS
USD
-45640.00000000
-0.00607623325
Short
EC
US
N
1
N
N
N
LULULEMON ATHLETICA INC.
549300D9GZ4BMLDW5T40
LULULEMON ATHLETICA INC COMMON STOCK
550021109
-2638.00000000
NS
USD
-1198733.58000000
-0.15959213066
Short
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS850837
-89997.37000000
NC
USD
-24594.97000000
-0.00327442538
N/A
DCR
XX
N
2
BRK: CITIGROUP
N/A
Y
2063-05-11
0.00000000
USD
-9434.43000000
USD
-89997.37000000
USD
-15160.54000000
N
N
N
SIRIUS XM RADIO INC.
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 144A 4.000000% 07/15/2028
82967NBJ6
506000.00000000
PA
USD
500307.50000000
0.066607911252
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO. INC. COMMON STOCK
58933Y105
17759.00000000
NS
USD
1330326.69000000
0.177111640548
Long
EC
US
N
1
N
N
N
FRONTDOOR, INC.
5493008RB0JZJI3QGZ06
FRONTDOOR INC COMMON STOCK
35905A109
-1300.00000000
NS
USD
-44928.00000000
-0.00598144188
Short
EC
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 4.292000% 09/12/2026
404280BX6
260000.00000000
PA
USD
281564.10000000
0.037485739439
Long
DBT
NUSS
GB
N
2
2026-09-12
Fixed
4.29200000
N
N
N
N
N
N
BREX COMMERCIAL CHARGE CARD MASTER TRUST
N/A
BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX 2021-1 A
05601DAA1
373000.00000000
PA
USD
375074.44000000
0.049935139913
Long
ABS-MBS
US
Y
2
2024-07-15
Fixed
2.09000000
N
N
N
N
N
N
United States of America
N/A
US 5YR NOTE (CBT) MAR22 FINANCIAL COMMODITY FUTURE.
N/A
-295.00000000
NC
USD
-35812539.06000000
-4.76786461009
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
U.S. Treasury Futures
US 5-Year Note (consolidated) Mar 2022
2022-04-03
-35687837.40000000
USD
-124701.66000000
N
N
N
THE ANDERSONS, INC.
L38MWB8MVRFV7HVJPU11
ANDERSONS INC/THE COMMON STOCK
034164103
1600.00000000
NS
USD
54368.00000000
0.007238226328
Long
EC
US
N
1
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR CO COMMON STOCK
345370860
-152557.00000000
NS
USD
-2927568.83000000
-0.38975878797
Short
EC
US
N
1
N
N
N
THE SCOTTS MIRACLE-GRO COMPANY
2TH9E0JTOUXOEGI2R879
SCOTTS MIRACLE-GRO CO COMMON STOCK
810186106
-575.00000000
NS
USD
-83311.75000000
-0.01109162195
Short
EC
US
N
1
N
N
N
OXFORD INDUSTRIES INC
IDZ20O0XD3GS4UOI2L88
OXFORD INDUSTRIES INC COMMON STOCK
691497309
-500.00000000
NS
USD
-47770.00000000
-0.00635980855
Short
EC
US
N
1
N
N
N
Globo Comunicacao e Participacoes S.A.
52990054HEKS017PVR75
GLOBO COMUNICACAO E PARTICIPACOES SA 144A 4.875000% 01/22/2030
37959DAB0
415000.00000000
PA
USD
392490.40000000
0.052253795376
Long
DBT
NUSS
BR
N
2
2030-01-22
Fixed
4.87500000
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C2 JPMBB 2014-C22 XA
46642NBF2
15658469.80000000
PA
USD
290228.17000000
0.038639221259
Long
DBT
USGA
US
N
2
2047-09-15
Floating
0.97504920
N
N
N
N
N
N
TERMINIX GLOBAL HOLDINGS, INC.
549300GS10644JGL8R77
TERMINIX GLOBAL HOLDINGS INC COMMON STOCK
88087E100
-2290.00000000
NS
USD
-85462.80000000
-0.01137799972
Short
EC
US
N
1
N
N
N
PENSKE AUTOMOTIVE GROUP, INC.
549300W7UTQ0M4C7LB15
PENSKE AUTOMOTIVE GROUP INC COMMON STOCK
70959W103
-600.00000000
NS
USD
-59772.00000000
-0.00795768216
Short
EC
US
N
1
N
N
N
BRK: MORGAN STANLEY
N/A
BRK: MORGAN STANLEY PAY: 2.293%
N/A
1833000.00000000
NC
USD
-75844.73000000
-0.01009750812
N/A
DIR
XX
N
2
BRK: MORGAN STANLEY
N/A
Y
2025-08-04
0.00000000
USD
0.00000000
USD
-1833000.00000000
USD
-75844.73000000
N
N
N
LEVI STRAUSS & CO.
MB0UERO0RDFKU8258G77
LEVI STRAUSS & CO 144A 3.500000% 03/01/2031
52736RBJ0
339000.00000000
PA
USD
344508.75000000
0.045865809018
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.50000000
N
N
N
N
N
N
NEKTAR THERAPEUTICS
5299005I24806IOIYE03
NEKTAR THERAPEUTICS COMMON STOCK
640268108
2016.00000000
NS
USD
22700.16000000
0.003022161855
Long
EC
US
N
1
N
N
N
WORKDAY, INC.
549300J0DYC0N31V7G13
WORKDAY INC-CLASS A COMMON STOCK
98138H101
479.00000000
NS
USD
131356.17000000
0.017487965128
Long
EC
US
N
1
N
N
N
THE HOME DEPOT, INC.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC COMMON STOCK
437076102
-7742.00000000
NS
USD
-3101522.62000000
-0.41291794230
Short
EC
US
N
1
N
N
N
CALLAWAY GOLF COMPANY
5493005UB0KFRKBPCU72
CALLAWAY GOLF COMPANY COMMON STOCK
131193104
-2690.00000000
NS
USD
-72522.40000000
-0.00965519322
Short
EC
US
N
1
N
N
N
STANDARD MOTOR PRODUCTS, INC.
THGK1EO5B5HK0JHQVZ90
STANDARD MOTOR PRODS COMMON STOCK
853666105
-1109.00000000
NS
USD
-55494.36000000
-0.00738818307
Short
EC
US
N
1
N
N
N
MARTIN MARIETTA MATERIALS, INC.
5299005MZ4WZECVATV08
MARTIN MARIETTA MATERIALS COMMON STOCK
573284106
-753.00000000
NS
USD
-303843.03000000
-0.04045182128
Short
EC
US
N
1
N
N
N
TRACTOR SUPPLY COMPANY
549300OJ9VZHZRO6I137
TRACTOR SUPPLY COMPANY COMMON STOCK
892356106
-760.00000000
NS
USD
-171250.80000000
-0.02279929461
Short
EC
US
N
1
N
N
N
N/A
N/A
S&P500 EMINI FUT DEC21 PHYSICAL INDEX FUTURE.
N/A
-99.00000000
NC
USD
-22602937.50000000
-3.00921824085
N/A
DE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
S&P 500 Future (e-Mini) Dec 2021
N/A
N/A
2021-12-20
-21991694.96000000
USD
-611242.54000000
N
N
N
CHOICE HOTELS INTERNATIONAL, INC.
5493003CYRY5RFGTIR97
CHOICE HOTELS INTL INC COMMON STOCK
169905106
-902.00000000
NS
USD
-129482.10000000
-0.01723846279
Short
EC
US
N
1
N
N
N
ASPEN TECHNOLOGY, INC.
529900B0MZWTVFG7CB96
ASPEN TECHNOLOGY INC COMMON STOCK
045327103
424.00000000
NS
USD
61492.72000000
0.008186768410
Long
EC
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC STACR TRUST 2019-FTR2 STACR 2019-FTR2 M2
35564WAH6
402597.00000000
PA
USD
401219.43000000
0.053415925577
Long
DBT
USGA
US
N
2
2048-11-25
Floating
2.24163000
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS INC
N/A
CHL MORTGAGE PASS-THROUGH TRUST 2006-13 CWHL 2006-13 1A19
12543TAU9
52336.33650000
PA
USD
33084.08000000
0.004404614091
Long
ABS-MBS
US
N
2
2036-09-25
Fixed
6.25000000
N
N
N
N
N
N
N/A
N/A
WHEAT FUTURE(CBT) MAR22 PHYSICAL COMMODITY FUTURE.
N/A
38.00000000
NC
USD
1495775.00000000
0.199138426773
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Wheat
Wheat Future (CBT) Mar 2022
2022-03-17
1615411.29000000
USD
-119636.29000000
N
N
N
Banco de Credito del Peru
549300EQYQ8SCQZ4BY14
BANCO DE CREDITO DEL PERU MTN 3.125000% 07/01/2030
05971U2C0
728000.00000000
PA
USD
713804.00000000
0.095031542567
Long
DBT
NUSS
PE
N
2
2030-07-01
Fixed
3.12500000
N
N
N
N
N
N
RYMAN HOSPITALITY PROPERTIES, INC.
529900GCCWW9SRMPJR11
RYMAN HOSPITALITY PROPERTIES REIT
78377T107
867.00000000
NS
USD
67105.80000000
0.008934059894
Long
EC
US
N
1
N
N
N
CDK GLOBAL, INC.
5493000L10CYRTHIJ385
CDK GLOBAL INC COMMON STOCK
12508E101
835.00000000
NS
USD
32264.40000000
0.004295486859
Long
EC
US
N
1
N
N
N
ALTICE USA, INC.
54930064K3612MGCER95
ALTICE USA INC- A COMMON STOCK
02156K103
-2037.00000000
NS
USD
-32266.08000000
-0.00429571052
Short
EC
US
N
1
N
N
N
ALLIANT ENERGY CORPORATION
5493009ML300G373MZ12
ALLIANT ENERGY CORP COMMON STOCK
018802108
2288.00000000
NS
USD
125359.52000000
0.016689607456
Long
EC
US
N
1
N
N
N
Covetrus Inc
5493009S30DUFCF75V87
COVETRUS INC COMMON STOCK
22304C100
1565.00000000
NS
USD
28138.70000000
0.003746216141
Long
EC
US
N
1
N
N
N
THE BOSTON BEER COMPANY, INC.
529900Q02MQ0DCQNRM58
BOSTON BEER COMPANY INC-A COMMON STOCK
100557107
227.00000000
NS
USD
102415.59000000
0.013634991539
Long
EC
US
N
1
N
N
N
Pepsico, Inc.
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC COMMON STOCK
713448108
31475.00000000
NS
USD
5029075.50000000
0.669540661660
Long
EC
US
N
1
N
N
N
LIVANOVA PLC
2138001K2FX6SHK2B339
LIVANOVA PLC COMMON STOCK
G5509L101
443.00000000
NS
USD
35510.88000000
0.004727703549
Long
EC
US
N
1
N
N
N
AMERISOURCEBERGEN CORPORATION
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGEN CORP COMMON STOCK
03073E105
791.00000000
NS
USD
91558.25000000
0.012189511031
Long
EC
US
N
1
N
N
N
CASS INFORMATION SYSTEMS, INC.
549300G7XPIPR7SJ2F38
CASS INFORMATION SYSTEMS INC COMMON STOCK
14808P109
700.00000000
NS
USD
28112.00000000
0.003742661465
Long
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS781048
-162995.24000000
NC
USD
-44544.22000000
-0.00593034774
N/A
DCR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2063-05-11
0.00000000
USD
-23916.07000000
USD
-162995.24000000
USD
-20628.15000000
N
N
N
MONMOUTH REAL ESTATE INVESTMENT CORPORATION
549300DFIUDCN3KVN260
MONMOUTH REAL ESTATE INV COR REIT
609720107
2294.00000000
NS
USD
47646.38000000
0.006343350540
Long
EC
US
N
1
N
N
N
NEUROCRINE BIOSCIENCES, INC.
549300FECER0XBN49756
NEUROCRINE BIOSCIENCES INC COMMON STOCK
64125C109
770.00000000
NS
USD
64102.50000000
0.008534218717
Long
EC
US
N
1
N
N
N
PT Indonesia Asahan Aluminium (Persero)
2549008P48EB9SN2OI80
INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A 4.750000% 05/15/2025
74445PAE2
330000.00000000
PA
USD
351242.10000000
0.046762246467
Long
DBT
NUSS
ID
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
CDS790012
-15999.53000000
NC
USD
-4372.44000000
-0.00058212018
N/A
DCR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2063-05-11
0.00000000
USD
-2319.49000000
USD
-15999.53000000
USD
-2052.95000000
N
N
N
N/A
N/A
Credit Default Swap
CDS859664
-19999.42000000
NC
USD
-5465.55000000
-0.00072765023
N/A
DCR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2063-05-11
0.00000000
USD
-2449.71000000
USD
-19999.42000000
USD
-3015.84000000
N
N
N
SIMON PROPERTY GROUP, INC.
529900GQL5X8H7AO3T64
SIMON PROPERTY GROUP INC REIT
828806109
4514.00000000
NS
USD
689919.76000000
0.091851739470
Long
EC
US
N
1
N
N
N
CHEVRON CORPORATION
N/A
CHEVRON CORP COMMON STOCK
166764100
77926.00000000
NS
USD
8795507.62000000
1.170980628851
Long
EC
US
N
1
N
N
N
CLEAN ENERGY FUELS CORP.
549300MTQB4VUAOPMF71
CLEAN ENERGY FUELS CORP COMMON STOCK
184499101
5769.00000000
NS
USD
41363.73000000
0.005506916560
Long
EC
US
N
1
N
N
N
ICU MEDICAL, INC.
5493003NRW7LS2QZRH60
ICU MEDICAL INC COMMON STOCK
44930G107
126.00000000
NS
USD
28502.46000000
0.003794644945
Long
EC
US
N
1
N
N
N
MODIVCARE INC.
549300EFZIFW7F7I0Q28
MODIVCARE INC COMMON STOCK
60783X104
195.00000000
NS
USD
26720.85000000
0.003557452177
Long
EC
US
N
1
N
N
N
LIBERTY BROADBAND CORPORATION
549300MIX43II8JLN536
LIBERTY BROADBAND-C COMMON STOCK
530307305
-1033.00000000
NS
USD
-159960.05000000
-0.02129611251
Short
EC
US
N
1
N
N
N
WEX INC.
T9M5IGROL1TL1G5OV478
WEX INC COMMON STOCK
96208T104
200.00000000
NS
USD
25284.00000000
0.003366158668
Long
EC
US
N
1
N
N
N
OGE ENERGY CORP.
CE5OG6JPOZMDSA0LAQ19
OGE ENERGY CORP COMMON STOCK
670837103
1585.00000000
NS
USD
54397.20000000
0.007242113839
Long
EC
US
N
1
N
N
N
CONSOLIDATED EDISON, INC.
54930033SBW53OO8T749
CONSOLIDATED EDISON INC COMMON STOCK
209115104
3884.00000000
NS
USD
301553.76000000
0.040147041736
Long
EC
US
N
1
N
N
N
LIVE NATION ENTERTAINMENT, INC.
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT IN COMMON STOCK
538034109
700.00000000
NS
USD
74655.00000000
0.009939114673
Long
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS331912
-777977.26000000
NC
USD
-212609.84000000
-0.02830558677
N/A
DCR
XX
N
2
BRK: CREDIT SUISSE
N/A
Y
2049-12-31
0.00000000
USD
-49364.93000000
USD
-777977.26000000
USD
-163244.91000000
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
ALTERNATIVE LOAN TRUST 2006-28CB CWALT 2006-28CB A14
02147TAP1
165256.94750000
PA
USD
119215.37000000
0.015871612527
Long
ABS-MBS
US
N
2
2036-10-25
Fixed
6.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2023
912828UH1
16186000.00000000
PA
USD
20037169.68000000
2.667627448692
Long
DBT
USGA
US
N
2
2023-01-15
Fixed
0.12500000
N
N
N
N
N
N
ARCHER-DANIELS-MIDLAND COMPANY
549300LO13MQ9HYSTR83
ARCHER-DANIELS-MIDLAND CO COMMON STOCK
039483102
12348.00000000
NS
USD
768169.08000000
0.102269380145
Long
EC
US
N
1
N
N
N
COLUMBIA SPORTSWEAR COMPANY
549300OTMCIEUXAH5Z60
COLUMBIA SPORTSWEAR CO COMMON STOCK
198516106
-800.00000000
NS
USD
-78024.00000000
-0.01038764293
Short
EC
US
N
1
N
N
N
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2017-SC BAMLL 2017-SCH AF
054966AA4
1535000.00000000
PA
USD
1531344.09000000
0.203873880049
Long
ABS-MBS
US
N
2
2033-11-15
Floating
1.09000080
N
N
N
N
N
N
AMYRIS, INC.
549300BG17WCUK6EIM58
AMYRIS INC COMMON STOCK
03236M200
-200.00000000
NS
USD
-1372.00000000
-0.00018265977
Short
EC
US
N
1
N
N
N
Texas Pacific Land Corp
N/A
TEXAS PACIFIC LAND CORP COMMON STOCK
88262P102
230.00000000
NS
USD
278017.10000000
0.037013513335
Long
EC
US
N
1
N
N
N
THE WALT DISNEY COMPANY
549300GZKULIZ0WOW665
WALT DISNEY CO/THE COMMON STOCK
254687106
9314.00000000
NS
USD
1349598.60000000
0.179677385956
Long
EC
US
N
1
N
N
N
IDEXX LABORATORIES, INC.
OGMTXK0LUU1HKV2P0J84
IDEXX LABORATORIES INC COMMON STOCK
45168D104
575.00000000
NS
USD
349640.25000000
0.046548985857
Long
EC
US
N
1
N
N
N
GENPACT LIMITED
529900OSEC6Q0L4L5B35
GENPACT LTD COMMON STOCK
G3922B107
600.00000000
NS
USD
28962.00000000
0.003855825318
Long
EC
US
N
1
N
N
N
GAMESTOP CORP.
549300505KLOET039L77
GAMESTOP CORP-CLASS A COMMON STOCK
36467W109
-400.00000000
NS
USD
-78484.00000000
-0.01044888454
Short
EC
US
N
1
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
SUZANO AUSTRIA GMBH 3.750000% 01/15/2031
86964WAJ1
163000.00000000
PA
USD
159089.63000000
0.021180230070
Long
DBT
NUSS
BR
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC27 CGCMT 2015-GC27 A5
17323CAE7
778843.00000000
PA
USD
814102.86000000
0.108384725491
Long
ABS-MBS
US
N
2
2048-02-10
Fixed
3.13700000
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
CDS857155
265000.00000000
NC
USD
25193.71000000
0.003354138004
N/A
DCR
XX
N
2
BRK: CITIGROUP
N/A
Y
2058-09-17
17192.44000000
USD
0.00000000
USD
265000.00000000
USD
8001.27000000
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY FRN VARIABLE RATE 04/30/2023
91282CBY6
17500000.00000000
PA
USD
17500381.15000000
2.329894783738
Long
SN
UST
US
N
2
2023-04-30
Floating
0.08400600
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 01/20/2022
912796K81
1900000.00000000
PA
USD
1899868.06000000
0.252936930050
Long
DBT
UST
US
N
2
2022-01-20
None
0.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2017-81 SA
3136AX4B8
1326751.25200000
PA
USD
255588.01000000
0.034027440098
Long
DBT
USGA
US
N
2
2047-10-25
Floating
6.10800120
N
N
N
N
N
N
BELLEMEADE RE LTD.
N/A
BELLEMEADE RE LTD BMIR 2021-1A M1C
07876MAC1
378255.00000000
PA
USD
390771.72000000
0.052024980727
Long
ABS-MBS
BM
Y
2
2031-03-25
Floating
2.99967120
N
N
N
N
N
N
INTEGRA LIFESCIENCES HOLDINGS CORPORATION
WB7IJCYY8YFTENS4O147
INTEGRA LIFESCIENCES HOLDING COMMON STOCK
457985208
572.00000000
NS
USD
36579.40000000
0.004869959832
Long
EC
US
N
1
N
N
N
KYNDRYL HOLDINGS, INC.
549300LQ4LWX2R8ZV130
KYNDRYL HOLDINGS INC 144A 2.050000% 10/15/2026
50155QAA8
568000.00000000
PA
USD
554188.89000000
0.073781353271
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.05000000
N
N
N
N
N
N
Apple Hospitality REIT, Inc.
549300EVZAR0FBZO4F16
APPLE HOSPITALITY REIT INC REIT
03784Y200
2165.00000000
NS
USD
32518.30000000
0.004329289567
Long
EC
US
N
1
N
N
N
AMERICAN ELECTRIC POWER COMPANY, INC.
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER COMMON STOCK
025537101
5030.00000000
NS
USD
407681.50000000
0.054276246450
Long
EC
US
N
1
N
N
N
VORNADO REALTY TRUST
N/A
VORNADO REALTY TRUST REIT
929042109
2517.00000000
NS
USD
101032.38000000
0.013450839335
Long
EC
US
N
1
N
N
N
PRIMARY ALUMNM OP Dec21P 2600
N/A
PRIMARY ALUMNM OP Dec21P 2600 SHORT
00QTQBZH5
-15.00000000
NC
USD
-1196.25000000
-0.00015926148
N/A
DIR
GB
N
1
MAREX FINANCIAL
N/A
Put
Written
N/A
N/A
-375.00000000
600.00000000
USD
2021-12-04
XXXX
14501.55000000
N
N
N
UNITIL CORPORATION
N/A
UNITIL CORP COMMON STOCK
913259107
500.00000000
NS
USD
20720.00000000
0.002758535343
Long
EC
US
N
1
N
N
N
NORWEGIAN CRUISE LINE HOLDINGS LTD.
N/A
NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK
G66721104
-6686.00000000
NS
USD
-130443.86000000
-0.01736650569
Short
EC
US
N
1
N
N
N
INTERNATIONAL SEAWAYS, INC.
549300YUFDGFRNGBWF46
INTERNATIONAL SEAWAYS INC COMMON STOCK
Y41053102
2400.00000000
NS
USD
35040.00000000
0.004665013437
Long
EC
US
N
1
N
N
N
NORTONLIFELOCK INC.
YF6ZV0M6AU4FY94MK914
NORTONLIFELOCK INC COMMON STOCK
668771108
1294.00000000
NS
USD
32155.90000000
0.004281041826
Long
EC
US
N
1
N
N
N
BAXALTA INCORPORATED
5493000JW8DCO3T45R55
BAXALTA INC 3.600000% 06/23/2022
07177MAL7
222000.00000000
PA
USD
224560.52000000
0.029896627947
Long
DBT
CORP
US
N
2
2022-06-23
Fixed
3.60000000
N
N
N
N
N
N
WOLVERINE WORLD WIDE, INC.
549300OVC7PK14LQ8D87
WOLVERINE WORLD WIDE INC COMMON STOCK
978097103
-1654.00000000
NS
USD
-51489.02000000
-0.00685493636
Short
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2022-01-20
N/A
1.00000000
NC
USD
316866.70000000
0.042185713850
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
81392620.85000000
SEK
9304601.77000000
USD
2022-01-20
316866.70000000
N
N
N
BRK: JP MORGAN CHASE BANK, NA
N/A
BRK: JP MORGAN CHASE BANK, NA PAY: USD/CPI/0D/FED/0.00000
N/A
6880000.00000000
NC
USD
-187718.69000000
-0.02499172977
N/A
DIR
XX
N
2
BRK: JP MORGAN CHASE BANK, NA
N/A
Y
2026-09-07
0.00000000
USD
0.00000000
USD
-6880000.00000000
USD
-187718.69000000
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2015-DC1 MORTGAGE TRUST COMM 2015-DC1 A5
12629NAF2
700000.00000000
PA
USD
736747.27000000
0.098086070617
Long
ABS-MBS
US
N
2
2048-02-10
Fixed
3.35000000
N
N
N
N
N
N
CBRE GROUP, INC.
52990016II9MJ2OSWA10
CBRE GROUP INC - A COMMON STOCK
12504L109
4565.00000000
NS
USD
436277.05000000
0.058083284835
Long
EC
US
N
1
N
N
N
RESMED INC.
529900T3QE5253CCXF22
RESMED INC COMMON STOCK
761152107
929.00000000
NS
USD
236755.65000000
0.031520213715
Long
EC
US
N
1
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG 144A 7.500000% MATURITY: PERPETUAL
22546DAB2
200000.00000000
PA
USD
215379.20000000
0.028674282594
Long
DBT
NUSS
CH
N
2
2170-06-11
Fixed
7.50000000
N
N
N
N
N
N
KELLOGG COMPANY
LONOZNOJYIBXOHXWDB86
KELLOGG CO COMMON STOCK
487836108
6127.00000000
NS
USD
374849.86000000
0.049905240692
Long
EC
US
N
1
N
N
N
DARDEN RESTAURANTS, INC.
CY1NFSCCB5GUXC7WZC70
DARDEN RESTAURANTS INC COMMON STOCK
237194105
-2166.00000000
NS
USD
-298799.70000000
-0.03978038286
Short
EC
US
N
1
N
N
N
LKQ CORPORATION
DS830JTTZQN6GK0I2E41
LKQ CORP COMMON STOCK
501889208
-2308.00000000
NS
USD
-129017.20000000
-0.01717656882
Short
EC
US
N
1
N
N
N
ABIOMED, INC.
5493001EZN4ZTB4Z5887
ABIOMED INC COMMON STOCK
003654100
259.00000000
NS
USD
81528.02000000
0.010854146941
Long
EC
US
N
1
N
N
N
AIR LEASE CORPORATION
5493004NW4M4P8TMMK63
AIR LEASE CORP 3.625000% 04/01/2027
00912XAV6
38000.00000000
PA
USD
40280.84000000
0.005362747142
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.62500000
N
N
N
N
N
N
LAM RESEARCH CORPORATION
549300I4GMO6D34U1T02
LAM RESEARCH CORP COMMON STOCK
512807108
-577.00000000
NS
USD
-392273.45000000
-0.05222491196
Short
EC
US
N
1
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP COMMON STOCK
126650100
9288.00000000
NS
USD
827189.28000000
0.110126972213
Long
EC
US
N
1
N
N
N
REALTY INCOME CORPORATION
549300CUWDAUZSH43859
REALTY INCOME CORP REIT
756109104
6065.00000000
NS
USD
411934.80000000
0.054842505059
Long
EC
US
N
1
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
HASBRO INC COMMON STOCK
418056107
-3561.00000000
NS
USD
-345096.51000000
-0.04594405982
Short
EC
US
N
1
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
ALTERNATIVE LOAN TRUST 2006-24CB CWALT 2006-24CB A16
02146TAR8
224638.79100000
PA
USD
171003.09000000
0.022766316000
Long
ABS-MBS
US
N
2
2036-08-25
Fixed
5.75000000
N
N
N
N
N
N
HOMEBANC MORTGAGE TRUST
N/A
HOMEBANC MORTGAGE TRUST 2005-1 HMBT 2005-1 A1
43739EAP2
34622.89780000
PA
USD
30960.00000000
0.004121826941
Long
ABS-MBS
US
N
2
2035-03-25
Floating
0.59163120
N
N
N
N
N
N
PPL CORPORATION
9N3UAJSNOUXFKQLF3V18
PPL CORP COMMON STOCK
69351T106
7952.00000000
NS
USD
221304.16000000
0.029463095893
Long
EC
US
N
1
N
N
N
ALBERTSONS COMPANIES, INC.
549300YKWOC0AOR16R51
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS 3.500000% 03/15/2029
013092AG6
351000.00000000
PA
USD
347858.55000000
0.046311781107
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
Bill.com Holdings Inc
549300IBF9VZZIGOZW63
BILL.COM HOLDINGS INC COMMON STOCK
090043100
100.00000000
NS
USD
28085.00000000
0.003739066848
Long
EC
US
N
1
N
N
N
CENTENNIAL RESOURCE DEVELOPMENT, INC.
529900NXUJPOKU7OJ511
CENTENNIAL RESOURCE DEVELO-A COMMON STOCK
15136A102
7400.00000000
NS
USD
46102.00000000
0.006137741138
Long
EC
US
N
1
N
N
N
BROWN-FORMAN CORPORATION
549300873K3LXF7ARU34
BROWN-FORMAN CORP-CLASS B COMMON STOCK
115637209
4098.00000000
NS
USD
288335.28000000
0.038387213345
Long
EC
US
N
1
N
N
N
CMS ENERGY CORPORATION
549300IA9XFBAGNIBW29
CMS ENERGY CORP COMMON STOCK
125896100
2857.00000000
NS
USD
168134.45000000
0.022384402640
Long
EC
US
N
1
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047
71654QCC4
410000.00000000
PA
USD
336774.00000000
0.044836051236
Long
DBT
NUSS
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
Curiositystream Inc.
549300MSP5P41EYSIZ09
CURIOSITYSTREAM INC COMMON STOCK
23130Q107
3000.00000000
NS
USD
21750.00000000
0.002895663306
Long
EC
US
N
1
N
N
N
WORLD FUEL SERVICES CORPORATION
D3W7PCXCBRQLL17DZ313
WORLD FUEL SERVICES CORP COMMON STOCK
981475106
2750.00000000
NS
USD
68722.50000000
0.009149297544
Long
EC
US
N
1
N
N
N
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2012-C8 AS
46638UAH9
1200000.00000000
PA
USD
1214816.04000000
0.161733252009
Long
ABS-MBS
US
N
2
2045-10-15
Fixed
3.42390000
N
N
N
N
N
N
APOLLO MEDICAL HOLDINGS, INC.
5493008O4R82Q4STJ936
APOLLO MEDICAL HOLDINGS INC COMMON STOCK
03763A207
500.00000000
NS
USD
46835.00000000
0.006235328320
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2025
912828XL9
42024000.00000000
PA
USD
53096442.05000000
7.068938802363
Long
DBT
USGA
US
N
2
2025-07-15
Fixed
0.37500000
N
N
N
N
N
N
CDBL FUNDING 1
254900PLOF8VWTAH3F83
CDBL FUNDING 1 MTN 3.500000% 10/24/2027
N/A
520000.00000000
PA
USD
544982.97000000
0.072555732823
Long
DBT
NUSS
CN
N
2
2027-10-24
Fixed
3.50000000
N
N
N
N
N
N
BRK: GOLDMAN SACHS BANK USA
N/A
Credit Default Swap
CDX610620
-20500000.00000000
NC
USD
466006.34000000
0.062041262498
N/A
DCR
XX
N
2
BRK: GOLDMAN SACHS BANK USA
N/A
Y
2026-06-20
565786.91000000
USD
0.00000000
USD
-20500000.00000000
USD
-99780.57000000
N
N
N
GENTHERM INCORPORATED
HKM6YX1U5JS60TCUB219
GENTHERM INC COMMON STOCK
37253A103
-1360.00000000
NS
USD
-114852.00000000
-0.01529069986
Short
EC
US
N
1
N
N
N
YAMANA GOLD INC.
54930002VY22NXG01418
YAMANA GOLD INC 144A 2.630000% 08/15/2031
98462YAE0
646000.00000000
PA
USD
626945.07000000
0.083467670547
Long
DBT
NUSS
CA
N
2
2031-08-15
Fixed
2.63000000
N
N
N
N
N
N
NEUBERGER BERMAN LOAN ADVISERS LLC
N/A
NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD NEUB 2021-43A A
64134AAA0
624000.00000000
PA
USD
623839.63000000
0.083054231068
Long
ABS-CBDO
CORP
KY
Y
2
2035-07-17
Floating
1.24148880
N
N
N
N
N
N
GENTEX CORPORATION
549300S3UD8XV1MN0287
GENTEX CORP COMMON STOCK
371901109
-10409.00000000
NS
USD
-358381.87000000
-0.04771279221
Short
EC
US
N
1
N
N
N
Schlumberger N.V.
213800ZUA17OK3QLGM62
SCHLUMBERGER LTD COMMON STOCK
806857108
60538.00000000
NS
USD
1736229.84000000
0.231151128247
Long
EC
US
N
1
N
N
N
DOCUSIGN, INC.
549300Q7PVDWRZ39JG09
DOCUSIGN INC COMMON STOCK
256163106
422.00000000
NS
USD
103963.92000000
0.013841126820
Long
EC
US
N
1
N
N
N
UNITI GROUP INC.
549300V3NU625PJUVA84
UNITI GROUP INC REIT
91325V108
3838.00000000
NS
USD
50930.26000000
0.006780546440
Long
EC
US
N
1
N
N
N
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)
N/A
ALTERNATIVE LOAN TRUST 2006-J1 CWALT 2006-J1 1A13
12668BKK8
95660.36110000
PA
USD
86081.50000000
0.011460369697
Long
ABS-MBS
US
N
2
2036-02-25
Fixed
5.50000000
N
N
N
N
N
N
CELSIUS HOLDINGS, INC.
N/A
CELSIUS HOLDINGS INC COMMON STOCK
15118V207
1200.00000000
NS
USD
82092.00000000
0.010929231823
Long
EC
US
N
1
N
N
N
CLNY TRUST
N/A
CLNY TRUST 2019-IKPR CLNY 2019-IKPR D
12564NAL6
750000.00000000
PA
USD
743422.80000000
0.098974810261
Long
ABS-MBS
US
N
2
2038-11-15
Floating
2.11500000
N
N
N
N
N
N
HOST HOTELS & RESORTS, L.P.
FXB7X4WXVA8QPMNOGS12
HOST HOTELS & RESORTS LP 2.900000% 12/15/2031
44107TBA3
214000.00000000
PA
USD
207542.21000000
0.027630913197
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.90000000
N
N
N
N
N
N
TG THERAPEUTICS, INC.
529900X21UKABN9NJ529
TG THERAPEUTICS INC COMMON STOCK
88322Q108
1265.00000000
NS
USD
19228.00000000
0.002559899496
Long
EC
US
N
1
N
N
N
N/A
N/A
KC HRW WHEAT FUT MAR22 PHYSICAL COMMODITY FUTURE.
N/A
-1.00000000
NC
USD
-41112.50000000
-0.00547346931
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Wheat
WHEAT FUTURE(Consolidated) Mar 2022
2022-03-17
-41830.18000000
USD
717.68000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-02-10
N/A
1.00000000
NC
USD
16587.89000000
0.002208411237
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
577765.32000000
EUR
668371.06000000
USD
2022-02-10
16587.89000000
N
N
N
N/A
N/A
Credit Default Swap
CDS857209
-45998.66000000
NC
USD
-12570.76000000
-0.00167359487
N/A
DCR
XX
N
2
BRK: CITIGROUP
N/A
Y
2063-05-11
0.00000000
USD
-5573.57000000
USD
-45998.66000000
USD
-6997.19000000
N
N
N
MONGODB, INC.
549300TPTG69WKWE1Z37
MONGODB INC COMMON STOCK
60937P106
100.00000000
NS
USD
49810.00000000
0.006631401806
Long
EC
US
N
1
N
N
N
RAYONIER INC.
HGV8VDVNL0W6SF2U9C50
RAYONIER INC REIT
754907103
2527.00000000
NS
USD
95444.79000000
0.012706941434
Long
EC
US
N
1
N
N
N
WEYERHAEUSER COMPANY
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO REIT
962166104
11249.00000000
NS
USD
423074.89000000
0.056325629190
Long
EC
US
N
1
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC COMMON STOCK
00287Y109
12840.00000000
NS
USD
1480195.20000000
0.197064226535
Long
EC
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
STACR TRUST 2018-DNA3 STACR 2018-DNA3 M2
35563WAH7
288399.00000000
PA
USD
292013.27000000
0.038876878664
Long
ABS-MBS
US
N
2
2048-09-25
Floating
2.19200040
N
N
N
N
N
N
SMITH & WESSON BRANDS, INC.
5493004PFHUPOR1PWN79
SMITH & WESSON BRANDS INC COMMON STOCK
831754106
-2001.00000000
NS
USD
-45522.75000000
-0.00606062330
Short
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031
91282CBF7
1709900.00000000
PA
USD
2014969.71000000
0.268260866805
Long
DBT
USGA
US
N
2
2031-01-15
Fixed
0.12500000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC35 CGCMT 2015-GC35 A4
17324KAP3
390000.00000000
PA
USD
420068.92000000
0.055925432545
Long
ABS-MBS
US
N
2
2048-11-10
Fixed
3.81800000
N
N
N
N
N
N
NORTHERN OIL AND GAS, INC.
OKFF0PIZDDMNH4UCYE51
NORTHERN OIL AND GAS INC COMMON STOCK
665531307
1900.00000000
NS
USD
38722.00000000
0.005155212623
Long
EC
US
N
1
N
N
N
SM ENERGY COMPANY
84BUTVXV5ODI6BXNMH43
SM ENERGY CO COMMON STOCK
78454L100
4200.00000000
NS
USD
121800.00000000
0.016215714516
Long
EC
US
N
1
N
N
N
LIVENT CORPORATION
254900OOLQ2VNMZTJL47
LIVENT CORP COMMON STOCK
53814L108
-1900.00000000
NS
USD
-57551.00000000
-0.00766199167
Short
EC
US
N
1
N
N
N
LAS VEGAS SANDS CORP.
549300DUOO1KXOHPM605
LAS VEGAS SANDS CORP 3.900000% 08/08/2029
517834AF4
653000.00000000
PA
USD
659739.40000000
0.087833709078
Long
DBT
CORP
US
N
2
2029-08-08
Fixed
3.90000000
N
N
N
N
N
N
N/A
N/A
HEATING OIL FUT JAN22 PHYSICAL COMMODITY FUTURE.
N/A
22.00000000
NC
USD
1903717.20000000
0.253449381243
N/A
DCO
GB
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Heating Oil
HEATING OIL FUTURE Jan 2022
2022-01-02
2287646.64000000
USD
-383929.44000000
N
N
N
ARAMARK
549300MR6PG2DWZUIL39
ARAMARK COMMON STOCK
03852U106
-4013.00000000
NS
USD
-134034.20000000
-0.01784450182
Short
EC
US
N
1
N
N
N
CROWDSTRIKE HOLDINGS, INC.
549300YBY08K9KM4HX32
CROWDSTRIKE HOLDINGS INC - A COMMON STOCK
22788C105
422.00000000
NS
USD
91633.08000000
0.012199473444
Long
EC
US
N
1
N
N
N
HAEMONETICS CORPORATION
549300ZEL6TXZS6F5F95
HAEMONETICS CORP/MASS COMMON STOCK
405024100
567.00000000
NS
USD
29058.75000000
0.003868706027
Long
EC
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)
01F0226C4
10005000.00000000
PA
USD
10256688.28000000
1.365513374661
Long
DBT
USGA
US
N
2
2051-12-15
Fixed
2.50000000
N
N
N
N
N
N
M/I HOMES, INC.
5299005M71FH9CCSFB69
M/I HOMES INC COMMON STOCK
55305B101
-662.00000000
NS
USD
-36999.18000000
-0.00492584679
Short
EC
US
N
1
N
N
N
WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST
N/A
WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST WFNMT 2019-B M
981464HD5
830000.00000000
PA
USD
841443.79000000
0.112024731365
Long
ABS-MBS
US
N
2
2026-04-15
Fixed
3.04000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST
N/A
MORGAN STANLEY CAPITAL I TRUST 2016-UBS12 MSC 2016-UB12 A4
61691EBA2
755000.00000000
PA
USD
812270.37000000
0.108140758868
Long
ABS-MBS
US
N
2
2049-12-15
Fixed
3.59600000
N
N
N
N
N
N
JONES LANG LASALLE INCORPORATED
6SYKCME112RT8TQUO411
JONES LANG LASALLE INC COMMON STOCK
48020Q107
692.00000000
NS
USD
162557.72000000
0.021641950574
Long
EC
US
N
1
N
N
N
FOX FACTORY HOLDING CORP.
529900GE1HSV0617R721
FOX FACTORY HOLDING CORP COMMON STOCK
35138V102
-1600.00000000
NS
USD
-281232.00000000
-0.03744152565
Short
EC
US
N
1
N
N
N
BRK: CITIGROUP
N/A
BRK: CITIGROUP PAY: 0.5575%
N/A
15050000.00000000
NC
USD
618171.98000000
0.082299674464
N/A
DIR
XX
N
2
BRK: CITIGROUP
N/A
Y
2027-06-05
0.00000000
USD
0.00000000
USD
-15050000.00000000
USD
618171.98000000
N
N
N
WINGSTOP INC.
549300SSH3F8HPIM3Q47
WINGSTOP INC COMMON STOCK
974155103
-600.00000000
NS
USD
-96360.00000000
-0.01282878695
Short
EC
US
N
1
N
N
N
ILLUMINA, INC.
SQ95QG8SR5Q56LSNF682
ILLUMINA INC COMMON STOCK
452327109
1048.00000000
NS
USD
382865.84000000
0.050972439733
Long
EC
US
N
1
N
N
N
MEDICAL PROPERTIES TRUST, INC.
254900U6E39J1MQCCY14
MEDICAL PROPERTIES TRUST INC REIT
58463J304
9199.00000000
NS
USD
195846.71000000
0.026073845142
Long
EC
US
N
1
N
N
N
ELEVATION CLO LTD
N/A
ELEVATION CLO 2020-11 LTD AWPT 2020-11A C
28621YAE5
580000.00000000
PA
USD
580063.80000000
0.077226182119
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
2.32374960
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY FRN VARIABLE RATE 10/31/2022
91282CAS0
1900000.00000000
PA
USD
1900849.47000000
0.253067589035
Long
SN
UST
US
N
1
2022-10-31
Floating
0.10500480
N
N
N
N
N
N
Wynn Macau, Limited
254900NMDQ8ENTHU1I31
WYNN MACAU LTD 144A 5.625000% 08/26/2028
98313RAH9
341000.00000000
PA
USD
313638.16000000
0.041755885583
Long
DBT
NUSS
MO
N
2
2028-08-26
Fixed
5.62500000
N
N
N
N
N
N
Virgolino de Oliveira Finance S.A.
N/A
VIRGOLINO DE OLIVEIRA FI 10.5% 01/28/2018
92824BAA4
500000.00000000
PA
USD
3750.00000000
0.000499252294
Long
DBT
NUSS
BR
N
2
2018-01-28
Fixed
10.50000000
Y
N
N
N
N
N
TERRAFORM GLOBAL OPERATING LP
549300LC7QMVR79H5O86
TERRAFORM GLOBAL OPERATING LLC 144A 6.125000% 03/01/2026
88104UAC7
77000.00000000
PA
USD
78540.00000000
0.010456340050
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.12500000
N
N
N
N
N
N
PBF ENERGY INC.
2549003PBEDCSZMZIY02
PBF ENERGY INC-CLASS A COMMON STOCK
69318G106
4480.00000000
NS
USD
56134.40000000
0.007473394129
Long
EC
US
N
1
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND MTN 2.900000% 10/22/2025
80413TAS8
539000.00000000
PA
USD
565119.94000000
0.075236647082
Long
DBT
NUSS
SA
N
2
2025-10-22
Fixed
2.90000000
N
N
N
N
N
N
Wolfspeed, Inc.
549300OGU88P3AW3TO93
WOLFSPEED INC COMMON STOCK
977852102
-600.00000000
NS
USD
-73572.00000000
-0.00979493061
Short
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS774012
-964971.79000000
NC
USD
-263712.72000000
-0.03510911479
N/A
DCR
XX
N
2
BRK: CREDIT SUISSE
N/A
Y
2063-05-11
0.00000000
USD
-136370.60000000
USD
-964971.79000000
USD
-127342.12000000
N
N
N
MARRIOTT INTERNATIONAL, INC.
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL -CL A COMMON STOCK
571903202
-4361.00000000
NS
USD
-643509.16000000
-0.08567291319
Short
EC
US
N
1
N
N
N
ZINC SPT OP (LME) Dec21P 3000
N/A
ZINC SPT OP (LME) Dec21P 3000 SHORT
00QTSYYX1
-29.00000000
NC
USD
-2175.00000000
-0.00028956633
N/A
DIR
GB
N
1
MAREX FINANCIAL
N/A
Put
Written
N/A
N/A
-725.00000000
0.00000000
USD
2021-12-04
XXXX
18599.08000000
N
N
N
MARATHON PETROLEUM CORPORATION
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP COMMON STOCK
56585A102
26711.00000000
NS
USD
1625364.35000000
0.216391168185
Long
EC
US
N
1
N
N
N
BOSTON PROPERTIES, INC.
549300OF70FSEUQBT254
BOSTON PROPERTIES INC REIT
101121101
2226.00000000
NS
USD
240051.84000000
0.031959048494
Long
EC
US
N
1
N
N
N
WHITING PETROLEUM CORPORATION
52990028CHK9KUB1B293
WHITING PETROLEUM CORP COMMON STOCK
966387508
1900.00000000
NS
USD
122911.00000000
0.016363626329
Long
EC
US
N
1
N
N
N
DRYDEN CLO LTD
N/A
DRYDEN 78 CLO LTD DRSLF 2020-78A D
26253LAG7
340000.00000000
PA
USD
341502.80000000
0.045465615036
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Floating
3.12225120
N
N
N
N
N
N
KYNDRYL HOLDINGS, INC.
549300LQ4LWX2R8ZV130
KYNDRYL HLDGS INC COMMON STOCK
50155Q100
414.00000000
NS
USD
6541.20000000
0.000870855761
Long
EC
US
N
1
N
N
N
HALOZYME THERAPEUTICS, INC.
529900242I3SV9AGM753
HALOZYME THERAPEUTICS INC COMMON STOCK
40637H109
1232.00000000
NS
USD
40508.16000000
0.005393011150
Long
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS733678
-99997.08000000
NC
USD
-27327.74000000
-0.00363824983
N/A
DCR
XX
N
2
BRK: DEUTSCHE BANK
N/A
Y
2063-05-11
0.00000000
USD
-10926.14000000
USD
-99997.08000000
USD
-16401.60000000
N
N
N
DBWF COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES
N/A
DBWF 2018-GLKS MORTGAGE TRUST DBWF 2018-GLKS A
23307GAA4
798395.00000000
PA
USD
798445.86000000
0.106300247312
Long
ABS-MBS
US
N
2
2030-12-19
Floating
1.11899880
N
N
N
N
N
N
THE ESTEE LAUDER COMPANIES INC.
549300VFZ8XJ9NUPU221
ESTEE LAUDER COMPANIES-CL A COMMON STOCK
518439104
5374.00000000
NS
USD
1784544.18000000
0.237583406938
Long
EC
US
N
1
N
N
N
BALL CORPORATION
0BGI85ALH27ZJP15DY16
BALL CORP COMMON STOCK
058498106
-3383.00000000
NS
USD
-316141.35000000
-0.04208914514
Short
EC
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC STACR 2019-HQA3 STACR 2019-HQA3 M2
35564XAH4
347520.86740000
PA
USD
348392.38000000
0.046382852001
Long
DBT
USGA
US
N
2
2049-09-25
Floating
1.94199840
N
N
N
N
N
N
EXELON CORPORATION
3SOUA6IRML7435B56G12
EXELON CORP COMMON STOCK
30161N101
9860.00000000
NS
USD
519917.80000000
0.069218707856
Long
EC
US
N
1
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE 4.125000% MATURITY: PERPETUAL
38141GYU2
296000.00000000
PA
USD
292596.00000000
0.038954459808
Long
DBT
CORP
US
N
2
2170-05-10
Fixed
4.12500000
N
N
N
N
N
N
CEMEX, Sociedad Anonima Bursatil de Capital Variable
549300RIG2CXWN6IV731
CEMEX SAB DE CV 144A 3.875000% 07/11/2031
151290BZ5
500000.00000000
PA
USD
486655.00000000
0.064790300066
Long
DBT
NUSS
MX
N
2
2031-07-11
Fixed
3.87500000
N
N
N
N
N
N
N/A
N/A
BRK: HSBC SECURITIES NEW YORK AMT: 23,773,750.00 26,799,500.00
N/A
-26799500.00000000
PA
USD
-26799500.00000000
-3.56792316245
Short
RA
US
N
2
Reverse repurchase
N
0.08000000
2050-12-31
21700000.00000000
USD
27198533.65000000
USD
UST
N
N
N
USANA HEALTH SCIENCES, INC.
549300YTURXE814MAH96
USANA HEALTH SCIENCES INC COMMON STOCK
90328M107
500.00000000
NS
USD
49860.00000000
0.006638058504
Long
EC
US
N
1
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL COMMON STOCK
718172109
36308.00000000
NS
USD
3120309.52000000
0.415419116417
Long
EC
US
N
1
N
N
N
Kontoor Brands, Inc.
549300M0CPXV65RFF271
KONTOOR BRANDS INC COMMON STOCK
50050N103
-1000.00000000
NS
USD
-53920.00000000
-0.00717858232
Short
EC
US
N
1
N
N
N
N/A
N/A
LIVE CATTLE FUTR FEB22 PHYSICAL COMMODITY FUTURE.
N/A
-9.00000000
NC
USD
-496440.00000000
-0.06609301571
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Live Cattle
Live Cattle Future(Consolidated) Feb 2022
2022-03-03
-492713.43000000
USD
-3726.57000000
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS COMMON STOCK
20825C104
55543.00000000
NS
USD
3895230.59000000
0.518587415629
Long
EC
US
N
1
N
N
N
HILL-ROM HOLDINGS, INC.
JLZ01A0E2071OH26RE45
HILL-ROM HOLDINGS INC COMMON STOCK
431475102
537.00000000
NS
USD
83503.50000000
0.011117150386
Long
EC
US
N
1
N
N
N
QUEST DIAGNOSTICS INCORPORATED
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTICS INC COMMON STOCK
74834L100
831.00000000
NS
USD
123553.08000000
0.016449108973
Long
EC
US
N
1
N
N
N
DEXCOM, INC.
549300YSK3QDSFR5EU59
DEXCOM INC COMMON STOCK
252131107
656.00000000
NS
USD
369059.04000000
0.049134285980
Long
EC
US
N
1
N
N
N
Primo Water Corporation
N/A
PRIMO WATER CORP COMMON STOCK
74167P108
3775.00000000
NS
USD
62740.50000000
0.008352890284
Long
EC
US
N
1
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
PUBLIC STORAGE REIT
74460D109
1950.00000000
NS
USD
638391.00000000
0.084991512364
Long
EC
US
N
1
N
N
N
US FOODS HOLDING CORP.
549300UGOZSO64CFPR97
US FOODS HOLDING CORP COMMON STOCK
912008109
5318.00000000
NS
USD
167091.56000000
0.022245558580
Long
EC
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2015-C02 1M2
30711XAX2
164302.03680000
PA
USD
167211.28000000
0.022261497376
Long
DBT
USGA
US
N
2
2025-05-25
Floating
4.09200120
N
N
N
N
N
N
Essential Utilities, Inc.
549300ILTEOF3E3QY357
ESSENTIAL UTILITIES INC COMMON STOCK
29670G102
1937.00000000
NS
USD
91561.99000000
0.012190008952
Long
EC
US
N
1
N
N
N
AVIATION CAPITAL GROUP LLC
549300ODEK8HY3445C77
AVIATION CAPITAL GROUP LLC 144A 5.500000% 12/15/2024
05369AAH4
432000.00000000
PA
USD
475610.66000000
0.063319923510
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
SUPER MICRO COMPUTER, INC.
54930022CZO1N2UGVW07
SUPER MICRO COMPUTER INC COMMON STOCK
86800U104
-748.00000000
NS
USD
-30967.20000000
-0.00412278550
Short
EC
US
N
1
N
N
N
Scholar Rock Holding Corp
549300Z1FLPGL4OWJ459
SCHOLAR ROCK HOLDING CORP COMMON STOCK
80706P103
800.00000000
NS
USD
21240.00000000
0.002827764994
Long
EC
US
N
1
N
N
N
REXFORD INDUSTRIAL REALTY, INC
549300MSLO0DF0EMX355
REXFORD INDUSTRIAL REALTY IN REIT
76169C100
1748.00000000
NS
USD
122499.84000000
0.016308886976
Long
EC
US
N
1
N
N
N
AIRCASTLE LIMITED
549300PNK8AKY3OIKP58
AIRCASTLE LTD 144A 5.250000% 08/11/2025
00928QAT8
432000.00000000
PA
USD
476302.45000000
0.063412024242
Long
DBT
NUSS
US
N
2
2025-08-11
Fixed
5.25000000
N
N
N
N
N
N
UNDER ARMOUR, INC.
549300D4549QKWETZ406
UNDER ARMOUR INC-CLASS A COMMON STOCK
904311107
-3908.00000000
NS
USD
-92189.72000000
-0.01227358112
Short
EC
US
N
1
N
N
N
KENNEDY-WILSON HOLDINGS, INC.
549300MOI1T78144X610
KENNEDY-WILSON HOLDINGS INC COMMON STOCK
489398107
1415.00000000
NS
USD
30691.35000000
0.004086060506
Long
EC
US
N
1
N
N
N
OCP CLO LTD
N/A
OCP CLO 2020-18 LTD OCP 2020-18A AR
671078AN3
722000.00000000
PA
USD
721818.06000000
0.096098485992
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-20
Floating
1.22150160
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 3.125000% 04/15/2031
195325DS1
213000.00000000
PA
USD
190573.23000000
0.025371765945
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND MTN 5.875000% 02/16/2031
03846JAB6
682000.00000000
PA
USD
575949.00000000
0.076678362562
Long
DBT
NUSS
EG
N
2
2031-02-16
Fixed
5.87500000
N
N
N
N
N
N
N/A
N/A
WTI CRUDE FUTURE JAN22 PHYSICAL COMMODITY FUTURE.
N/A
113.00000000
NC
USD
7478340.00000000
0.995620907206
N/A
DCO
GB
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Crude Oil
WTI CRUDE Jan 2022
2021-12-20
8885047.98000000
USD
-1406707.98000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2015-C03 2M2
30711XBD5
29062.08790000
PA
USD
29222.66000000
0.003890528012
Long
DBT
USGA
US
N
2
2025-07-25
Floating
5.09199840
N
N
N
N
N
N
BX TRUST
N/A
BX COMMERCIAL MORTGAGE TRUST 2019-IMC BX 2019-IMC E
05608BAN0
610321.00000000
PA
USD
599616.64000000
0.079829328847
Long
ABS-MBS
US
N
2
2034-04-15
Floating
2.23899840
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
CDS730501
-171994.97000000
NC
USD
-47003.72000000
-0.00625779067
N/A
DCR
XX
N
2
BRK: DEUTSCHE BANK
N/A
Y
2049-12-31
0.00000000
USD
-19734.72000000
USD
-171994.97000000
USD
-27269.00000000
N
N
N
N/A
N/A
Credit Default Swap
CDS850368
1018000.00000000
NC
USD
96781.87000000
0.012884952169
N/A
DCR
XX
N
2
BRK: CITIGROUP
N/A
Y
2058-09-17
72725.53000000
USD
0.00000000
USD
1018000.00000000
USD
24056.34000000
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING GROEP NV 1.726000% 04/01/2027
456837AV5
1031000.00000000
PA
USD
1026705.28000000
0.136689324409
Long
DBT
NUSS
NL
N
2
2027-04-01
Fixed
1.72600000
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
CDS729441
-54998.39000000
NC
USD
-15030.26000000
-0.00200103781
N/A
DCR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2063-05-11
0.00000000
USD
-5671.67000000
USD
-54998.39000000
USD
-9358.59000000
N
N
N
HUNTSMAN CORPORATION
5299000V56320A7RIQ67
HUNTSMAN CORP COMMON STOCK
447011107
-1269.00000000
NS
USD
-40214.61000000
-0.00535392968
Short
EC
US
N
1
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP COMMON STOCK
458140100
-15071.00000000
NS
USD
-741493.20000000
-0.09871791500
Short
EC
US
N
1
N
N
N
MARVELL TECHNOLOGY, INC
N/A
MARVELL TECHNOLOGY INC COMMON STOCK
573874104
-2933.00000000
NS
USD
-208741.61000000
-0.02779059405
Short
EC
US
N
1
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES, INC.
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFO SERV COMMON STOCK
31620M106
1356.00000000
NS
USD
141702.00000000
0.018865346292
Long
EC
US
N
1
N
N
N
LAMB WESTON HOLDINGS, INC.
5493005SMYID1D2OY946
LAMB WESTON HOLDINGS INC COMMON STOCK
513272104
3581.00000000
NS
USD
185925.52000000
0.024752997977
Long
EC
US
N
1
N
N
N
NXP Semiconductors N.V.
724500M9BY5293JDF951
NXP SEMICONDUCTORS NV COMMON STOCK
N6596X109
-900.00000000
NS
USD
-201024.00000000
-0.02676311818
Short
EC
US
N
1
N
N
N
ELI LILLY AND COMPANY
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO COMMON STOCK
532457108
6000.00000000
NS
USD
1488240.00000000
0.198135262496
Long
EC
US
N
1
N
N
N
IONIS PHARMACEUTICALS, INC.
549300SI4ZGLG0BLUZ92
IONIS PHARMACEUTICALS INC COMMON STOCK
462222100
1024.00000000
NS
USD
27136.00000000
0.003612722734
Long
EC
US
N
1
N
N
N
ALFA, S.A.B. de C.V.
549300ZCGJ6T8YDJ4M34
ALFA SAB DE CV 144A 5.250000% 03/25/2024
015398AB6
814000.00000000
PA
USD
863247.00000000
0.114927478729
Long
DBT
NUSS
MX
N
2
2024-03-25
Fixed
5.25000000
N
N
N
N
N
N
UNICREDIT, SOCIETA PER AZIONI
549300TRUWO2CD2G5692
UNICREDIT SPA 144A 3.127000% 06/03/2032
904678AY5
350000.00000000
PA
USD
346496.38000000
0.046130430041
Long
DBT
NUSS
IT
N
2
2032-06-03
Fixed
3.12700000
N
N
N
N
N
N
N/A
N/A
SOYBEAN MEAL FUTR MAR22 PHYSICAL COMMODITY FUTURE.
N/A
-3.00000000
NC
USD
-102330.00000000
-0.01362359660
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Soybean Meal
Soybean Meal Future Mar 2022
2022-03-17
-100470.55000000
USD
-1859.45000000
N
N
N
TEMPUR SEALY INTERNATIONAL, INC.
549300HFEKVR3US71V91
TEMPUR SEALY INTERNATIONAL I COMMON STOCK
88023U101
-4348.00000000
NS
USD
-186268.32000000
-0.02479863629
Short
EC
US
N
1
N
N
N
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST
N/A
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2014-C16 A5
61763MAF7
950000.00000000
PA
USD
1001182.11000000
0.133291324095
Long
ABS-MBS
US
N
2
2047-06-15
Fixed
3.89200000
N
N
N
N
N
N
RADIAN GUARANTY INC AND EAGLE RE LTD
N/A
EAGLE RE 2020-1 LTD EMIR 2020-1 M1A
26982LAA8
820000.00000000
PA
USD
812075.77000000
0.108114851002
Long
ABS-MBS
BM
N
2
2030-01-25
Floating
0.99163080
N
N
N
N
N
N
VISA INC.
549300JZ4OKEHW3DPJ59
VISA INC-CLASS A SHARES COMMON STOCK
92826C839
3764.00000000
NS
USD
729350.28000000
0.097101280156
Long
EC
US
N
1
N
N
N
Sultanate of Oman
549300SZ20F0QTKNQC75
OMAN GOVERNMENT INTERNATIONAL BOND 144A 6.250000% 01/25/2031
68205LAS2
229000.00000000
PA
USD
239877.50000000
0.031935837922
Long
DBT
NUSS
OM
N
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
N
BRK: SOCIETE GENERALE
N/A
BRK: SOCIETE GENERALE REF: BLOOMBERG COMMODITY INDEX 2 MONTH FORWARD TR
TX9394133
49945.68870000
NC
USD
-804118.67000000
-0.10705549088
N/A
DE
US
N
2
BRK: SOCIETE GENERALE
N/A
Y
2021-12-21
0.00000000
USD
0.00000000
USD
-11022557.07000000
USD
-804118.67000000
N
N
N
PINNACLE WEST CAPITAL CORPORATION
TWSEY0NEDUDCKS27AH81
PINNACLE WEST CAPITAL COMMON STOCK
723484101
1409.00000000
NS
USD
91655.45000000
0.012202451650
Long
EC
US
N
1
N
N
N
NRG ENERGY, INC.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC COMMON STOCK
629377508
2783.00000000
NS
USD
100243.66000000
0.013345833929
Long
EC
US
N
1
N
N
N
GUARDANT HEALTH, INC.
254900M8C3E5VC8BR186
GUARDANT HEALTH INC COMMON STOCK
40131M109
466.00000000
NS
USD
48985.92000000
0.006521688785
Long
EC
US
N
1
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC COMMON STOCK
737446104
1572.00000000
NS
USD
151855.20000000
0.020217081864
Long
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CD1060450
2255000.00000000
NC
USD
214384.21000000
0.028541815650
N/A
DCR
XX
N
2
BRK: CITIGROUP GLOBAL MARKETS INC.
N/A
Y
2058-09-17
448534.46000000
USD
0.00000000
USD
2255000.00000000
USD
-234150.25000000
N
N
N
H & R BLOCK, INC.
549300CE3KUCWLZBG404
H&R BLOCK INC COMMON STOCK
093671105
-2903.00000000
NS
USD
-68743.04000000
-0.00915203211
Short
EC
US
N
1
N
N
N
INDUSTRIAL LOGISTICS PROPERTIES TRUST
5493004XH9PJW009HR47
INDUSTRIAL LOGISTICS PROPERT REIT
456237106
1400.00000000
NS
USD
31024.00000000
0.004130347513
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026
912828S50
9995100.00000000
PA
USD
12476565.95000000
1.661054446570
Long
DBT
USGA
US
N
2
2026-07-15
Fixed
0.12500000
N
N
N
N
N
N
LCI INDUSTRIES
549300E1B98YNJ1WIQ04
LCI INDUSTRIES COMMON STOCK
50189K103
-1029.00000000
NS
USD
-156685.83000000
-0.02086020269
Short
EC
US
N
1
N
N
N
STERIS plc
N/A
STERIS PLC COMMON STOCK
G8473T100
678.00000000
NS
USD
148163.34000000
0.019725569977
Long
EC
US
N
1
N
N
N
N/A
N/A
NATURAL GAS OPTN Jan22P 5.25 SHORT
004T01XC2
-2.00000000
NC
USD
-17360.00000000
-0.00231120528
N/A
DIR
US
N
1
ROYAL BANK CANADA
N/A
Put
Written
N/A
Put Option 5.25 Dec 2021 on Natural Gas Future Jan 2022
-20000.00000000
5.25000000
USD
2021-12-31
XXXX
-2747.04000000
N
N
N
PAYPAL HOLDINGS, INC.
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC COMMON STOCK
70450Y103
2550.00000000
NS
USD
471469.50000000
0.062768594542
Long
EC
US
N
1
N
N
N
COMMERCIAL METALS COMPANY
549300OQS2LO07ZJ7N73
COMMERCIAL METALS CO COMMON STOCK
201723103
-1269.00000000
NS
USD
-39212.10000000
-0.00522046156
Short
EC
US
N
1
N
N
N
CHURCH & DWIGHT CO., INC.
POOXSI30AWAQGYJZC921
CHURCH & DWIGHT CO INC COMMON STOCK
171340102
5619.00000000
NS
USD
502226.22000000
0.066863358015
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES .625% 04/15/2023
912828H45
15370000.00000000
PA
USD
17897807.61000000
2.382805736256
Long
DBT
USGA
US
N
2
2023-04-15
Fixed
0.62500000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GS MORTGAGE SECURITIES TRUST 2013-G1 GSMS 2013-G1 A1
36197QAA7
32065.57730000
PA
USD
32198.78000000
0.004286750609
Long
ABS-MBS
US
N
2
2031-04-10
Fixed
2.05900000
N
N
N
N
N
N
LOUISIANA-PACIFIC CORPORATION
549300C7E2UAO5BVRR75
LOUISIANA-PACIFIC CORP COMMON STOCK
546347105
-974.00000000
NS
USD
-63650.90000000
-0.00847409542
Short
EC
US
N
1
N
N
N
MANHATTAN ASSOCIATES, INC.
529900Q1GJP7KD52SW51
MANHATTAN ASSOCIATES INC COMMON STOCK
562750109
286.00000000
NS
USD
44661.76000000
0.005945996305
Long
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS857239
-90997.34000000
NC
USD
-24868.25000000
-0.00331080823
N/A
DCR
XX
N
2
BRK: J.P. MORGAN CHASE
N/A
Y
2063-05-11
0.00000000
USD
-11089.58000000
USD
-90997.34000000
USD
-13778.67000000
N
N
N
HUDSON PACIFIC PROPERTIES, INC.
N/A
HUDSON PACIFIC PROPERTIES IN REIT
444097109
2073.00000000
NS
USD
50456.82000000
0.006717515505
Long
EC
US
N
1
N
N
N
FIRST INDUSTRIAL REALTY TRUST, INC.
N/A
FIRST INDUSTRIAL REALTY TR REIT
32054K103
2252.00000000
NS
USD
136043.32000000
0.018111983899
Long
EC
US
N
1
N
N
N
Denali Therapeutics Inc
549300ZTQ2HO18L3Q830
DENALI THERAPEUTICS INC COMMON STOCK
24823R105
600.00000000
NS
USD
27756.00000000
0.003695265780
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 01/15/26
912828N71
17393900.00000000
PA
USD
22180984.78000000
2.953042010580
Long
DBT
USGA
US
N
2
2026-01-15
Fixed
0.62500000
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
CDS859983
-107996.84000000
NC
USD
-29513.96000000
-0.00392930993
N/A
DCR
XX
N
2
BRK: CREDIT SUISSE
N/A
Y
2063-05-11
0.00000000
USD
-12797.43000000
USD
-107996.84000000
USD
-16716.53000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG 144A 7.500000% MATURITY: PERPETUAL
225401AJ7
330000.00000000
PA
USD
346665.00000000
0.046152879087
Long
DBT
NUSS
CH
N
2
2170-01-17
Fixed
7.50000000
N
N
N
N
N
N
HOSTESS BRANDS, INC.
N/A
HOSTESS BRANDS INC COMMON STOCK
44109J106
3030.00000000
NS
USD
51479.70000000
0.006853695554
Long
EC
US
N
1
N
N
N
NATIONAL BEVERAGE CORP.
549300O9MZIQJI8TGV17
NATIONAL BEVERAGE CORP COMMON STOCK
635017106
400.00000000
NS
USD
20776.00000000
0.002765990843
Long
EC
US
N
1
N
N
N
PTC THERAPEUTICS, INC.
549300UJLWOIWFDGB318
PTC THERAPEUTICS INC COMMON STOCK
69366J200
600.00000000
NS
USD
22296.00000000
0.002968354440
Long
EC
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO COMMON STOCK
110122108
16316.00000000
NS
USD
875027.08000000
0.116495807254
Long
EC
US
N
1
N
N
N
N/A
N/A
BRK: HSBC SECURITIES NEW YORK AMT: 23,773,750.00
N/A
-23773750.00000000
PA
USD
-23773750.00000000
-3.16509312798
Short
RA
US
N
2
Reverse repurchase
N
0.08000000
2050-12-31
20900000.00000000
USD
24054279.36000000
USD
UST
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC COMMON STOCK
02209S103
43350.00000000
NS
USD
1848444.00000000
0.246090642067
Long
EC
US
N
1
N
N
N
N/A
N/A
COFFEE 'C' FUTURE MAR22 PHYSICAL COMMODITY FUTURE.
N/A
41.00000000
NC
USD
3571612.50000000
0.475502862592
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Coffee
Coffee C Future Mar 2022
2022-03-24
3514111.34000000
USD
57501.16000000
N
N
N
Kerajaan Malaysia
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT 3.882000% 03/10/2022
N/A
5183000.00000000
PA
1237700.10000000
0.164779897198
Long
DBT
NUSS
MY
N
2
2022-03-10
Fixed
3.88200000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING
N/A
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2018-1A A
05377RCY8
1000000.00000000
PA
USD
1043792.70000000
0.138964240046
Long
ABS-MBS
US
N
2
2024-09-20
Fixed
3.70000000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
ENERGIZER HOLDINGS INC COMMON STOCK
29272W109
1760.00000000
NS
USD
65454.40000000
0.008714202497
Long
EC
US
N
1
N
N
N
GRAPHIC PACKAGING HOLDING COMPANY
N/A
GRAPHIC PACKAGING HOLDING CO COMMON STOCK
388689101
-2440.00000000
NS
USD
-48165.60000000
-0.00641247634
Short
EC
US
N
1
N
N
N
ZINC SPT OP (LME) Dec21P 3200
N/A
ZINC SPT OP (LME) Dec21P 3200 LONG
00QTSYZX8
22.00000000
NC
USD
6347.00000000
0.000845001149
N/A
DIR
GB
N
1
MAREX FINANCIAL
N/A
Put
Purchased
N/A
N/A
550.00000000
200.00000000
USD
2021-12-04
XXXX
-33879.56000000
N
N
N
UPSTART SECURITIZATION TRUST
N/A
UPSTART SECURITIZATION TRUST 2020-3 UPST 2020-3 A
91680EAA3
193249.19540000
PA
USD
193963.12000000
0.025823075374
Long
ABS-MBS
US
Y
2
2030-11-20
Fixed
1.70200000
N
N
N
N
N
N
TEXAS INSTRUMENTS INCORPORATED
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC COMMON STOCK
882508104
-3787.00000000
NS
USD
-728505.19000000
-0.09698876999
Short
EC
US
N
1
N
N
N
ENCOMPASS HEALTH CORPORATION
549300FVRPM9DRQZRG64
ENCOMPASS HEALTH CORP COMMON STOCK
29261A100
884.00000000
NS
USD
50936.08000000
0.006781321279
Long
EC
US
N
1
N
N
N
BRKR: GOLDMAN SACHS INTERNATIONAL
N/A
BRKR: GOLDMAN SACHS INTERNATIONAL PAY: 1.6165%
N/A
17160000.00000000
NC
USD
-190309.75000000
-0.02533668781
N/A
DIR
XX
N
2
BRKR: GOLDMAN SACHS INTERNATIONAL
N/A
Y
2031-05-21
0.00000000
USD
0.00000000
USD
-17160000.00000000
USD
-190309.75000000
N
N
N
INTERNATIONAL GAME TECHNOLOGY PLC
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECHNOLOG COMMON STOCK
G4863A108
-1600.00000000
NS
USD
-43232.00000000
-0.00575564671
Short
EC
US
N
1
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
N/A
FEDERAL FARM CREDIT BANK VARIABLE RATE 11/07/2022
3133EK6V3
2500000.00000000
PA
USD
2506704.98000000
0.333727523258
Long
DBT
USGA
US
N
2
2022-11-07
Floating
0.36000000
N
N
N
N
N
N
PURPLE INNOVATION, INC.
N/A
PURPLE INNOVATION INC COMMON STOCK
74640Y106
-2000.00000000
NS
USD
-20640.00000000
-0.00274788462
Short
EC
US
N
1
N
N
N
THE COOPER COMPANIES, INC.
QJKMVPIGLH7530PCUE20
COOPER COS INC/THE COMMON STOCK
216648402
330.00000000
NS
USD
124235.10000000
0.016539908986
Long
EC
US
N
1
N
N
N
N/A
N/A
LME NICKEL FUTURE JAN22 PHYSICAL COMMODITY FUTURE.
N/A
16.00000000
NC
USD
1917600.00000000
0.255297653176
N/A
DCO
GB
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Nickel
LME NICKEL FUTURE Jan 2022
2022-01-20
1814137.68000000
USD
103462.32000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 0.500000% 06/17/2025
3135G04Z3
1500000.00000000
PA
USD
1470966.87000000
0.195835622555
Long
DBT
USGA
US
N
2
2025-06-17
Fixed
0.50000000
N
N
N
N
N
N
PINTEREST, INC.
N/A
PINTEREST INC- CLASS A COMMON STOCK
72352L106
1332.00000000
NS
USD
53359.92000000
0.007104016661
Long
EC
US
N
1
N
N
N
INNOSPEC INC.
213800SQBACNY5IWJO68
INNOSPEC INC COMMON STOCK
45768S105
-1100.00000000
NS
USD
-89320.00000000
-0.01189152397
Short
EC
US
N
1
N
N
N
N/A
N/A
CATTLE FEEDER FUT JAN22 PHYSICAL COMMODITY FUTURE.
N/A
-35.00000000
NC
USD
-2884875.00000000
-0.38407478995
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Feeder Cattle
CATTLE FEEDER FUT(Consolidated) Jan 2022
2022-01-30
-2748216.76000000
USD
-136658.24000000
N
N
N
DRIL-QUIP, INC.
5299007REICYIJNMW197
DRIL-QUIP INC COMMON STOCK
262037104
1950.00000000
NS
USD
37264.50000000
0.004961169898
Long
EC
US
N
1
N
N
N
GLOBANT S.A.
2221008DCMSPYS42DS88
GLOBANT SA COMMON STOCK
L44385109
90.00000000
NS
USD
23850.90000000
0.003175364411
Long
EC
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 4.583000% 06/19/2029
404280BT5
499000.00000000
PA
USD
559033.51000000
0.074426336644
Long
DBT
NUSS
GB
N
2
2029-06-19
Fixed
4.58300000
N
N
N
N
N
N
N/A
N/A
GOLD 100 OZ FUTR FEB22 PHYSICAL COMMODITY FUTURE.
N/A
35.00000000
NC
USD
6217750.00000000
0.827793587318
N/A
DCO
US
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Gold
GOLD 100 OZ FUTR Feb 2022
2022-02-27
6315114.95000000
USD
-97364.95000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG 144A Callable 08/21/2026 @ 100.00
225401AL2
300000.00000000
PA
USD
319125.00000000
0.042486370238
Long
DBT
NUSS
CH
N
2
2170-02-21
Fixed
6.37500000
N
N
N
N
N
N
Arvinas Inc
N/A
ARVINAS INC COMMON STOCK
04335A105
500.00000000
NS
USD
37805.00000000
0.005033128795
Long
EC
US
N
1
N
N
N
ALLISON TRANSMISSION, INC.
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANSMISSION INC 144A 3.750000% 01/30/2031
019736AG2
521000.00000000
PA
USD
498068.19000000
0.066309783077
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
CAMPBELL SOUP COMPANY
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO COMMON STOCK
134429109
5050.00000000
NS
USD
203666.50000000
0.027114924635
Long
EC
US
N
1
N
N
N
BRIXMOR PROPERTY GROUP INC.
5299007UXW6Y0W2EGZ95
BRIXMOR PROPERTY GROUP INC REIT
11120U105
4439.00000000
NS
USD
100942.86000000
0.013438921184
Long
EC
US
N
1
N
N
N
PATTERSON COMPANIES, INC.
YM48Q2087CUE26GWEK09
PATTERSON COS INC COMMON STOCK
703395103
678.00000000
NS
USD
21336.66000000
0.002840633721
Long
EC
US
N
1
N
N
N
AB ISSUER LLC
N/A
AB ISSUER LLC AUTHB 2021-1 A2
00091JAA6
724000.00000000
PA
USD
729812.27000000
0.097162786707
Long
ABS-MBS
US
N
2
2051-07-30
Fixed
3.73400000
N
N
N
N
N
N
N/A
N/A
BROKER: MORGAN STANLEY CAPITAL SERVICES LLC PAY:
TRS119423
12579999.66000000
NC
USD
127883.86000000
0.017025682799
N/A
DE
XX
N
2
BROKER: MORGAN STANLEY CAPITAL SERVICES LLC
N/A
Y
2021-12-20
0.00000000
USD
0.00000000
USD
-38318.61000000
USD
127883.86000000
N
N
N
LEGGETT & PLATT, INCORPORATED
DKOVQUCDW4ZLYCUD4T55
LEGGETT & PLATT INC COMMON STOCK
524660107
-4001.00000000
NS
USD
-161600.39000000
-0.02151449745
Short
EC
US
N
1
N
N
N
BOYD GAMING CORPORATION
254900787YGRYS2A1Z35
BOYD GAMING CORP COMMON STOCK
103304101
-1419.00000000
NS
USD
-83167.59000000
-0.01107242936
Short
EC
US
N
1
N
N
N
WILLIAMS-SONOMA, INC.
549300IARG6YWVTZ1I92
WILLIAMS-SONOMA INC COMMON STOCK
969904101
-571.00000000
NS
USD
-111253.64000000
-0.01481163600
Short
EC
US
N
1
N
N
N
COUNTRYWIDE HOME LOANS INC
N/A
CHL MORTGAGE PASS-THROUGH TRUST 2006-10 CWHL 2006-10 1A8
1266942E7
98381.89500000
PA
USD
64008.25000000
0.008521670843
Long
ABS-MBS
US
N
2
2036-05-25
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
CDS849796
-44998.37000000
NC
USD
-12297.48000000
-0.00163721202
N/A
DCR
XX
N
2
BRK: CITIGROUP
N/A
Y
2063-05-11
0.00000000
USD
-4919.75000000
USD
-44998.37000000
USD
-7377.73000000
N
N
N
BRIDGEBIO PHARMA, INC.
54930028YG89VTY2J114
BRIDGEBIO PHARMA INC COMMON STOCK
10806X102
792.00000000
NS
USD
32076.00000000
0.004270404423
Long
EC
US
N
1
N
N
N
Enanta Pharmaceuticals Inc
529900SSN4DODDQSN594
ENANTA PHARMACEUTICALS INC COMMON STOCK
29251M106
500.00000000
NS
USD
44140.00000000
0.005876532337
Long
EC
US
N
1
N
N
N
CATALENT, INC.
N/A
CATALENT INC COMMON STOCK
148806102
1341.00000000
NS
USD
172533.06000000
0.022970006942
Long
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS105294
531000.00000000
NC
USD
50482.49000000
0.006720933053
N/A
DCR
XX
N
2
BRK: MORGAN STANLEY & CO. INTERNATIONAL PLC
N/A
Y
2058-09-17
106433.61000000
USD
0.00000000
USD
531000.00000000
USD
-55951.12000000
N
N
N
SEALED AIR CORPORATION
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP COMMON STOCK
81211K100
-1348.00000000
NS
USD
-83737.76000000
-0.01114833834
Short
EC
US
N
1
N
N
N
LIBERTY BROADBAND CORPORATION
549300MIX43II8JLN536
LIBERTY BROADBAND-A COMMON STOCK
530307107
-342.00000000
NS
USD
-51840.36000000
-0.00690171164
Short
EC
US
N
1
N
N
N
LENNAR CORPORATION
529900G61XVRLX5TJX09
LENNAR CORP-A COMMON STOCK
526057104
-7036.00000000
NS
USD
-739131.80000000
-0.09840353250
Short
EC
US
N
1
N
N
N
BELLEMEADE RE LTD.
N/A
BELLEMEADE RE LTD BMIR 2021-2A M1B
07876AAB9
617149.00000000
PA
USD
616886.28000000
0.082128504151
Long
ABS-MBS
BM
Y
2
2031-06-25
Floating
1.54967040
N
N
N
N
N
N
Iovance Biotherapeutics Inc
N/A
IOVANCE BIOTHERAPEUTICS INC COMMON STOCK
462260100
1181.00000000
NS
USD
22108.32000000
0.002943367861
Long
EC
US
N
1
N
N
N
MATTEL, INC.
549300VELLG24KHTJ564
MATTEL INC 144A 3.375000% 04/01/2026
577081BE1
291000.00000000
PA
USD
295376.64000000
0.039324657381
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.37500000
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
CDX610118
48950000.00000000
NC
USD
-920132.10000000
-0.12250081651
N/A
DCR
XX
N
2
BRK: BNP PARIBAS SA
N/A
Y
2026-12-20
0.00000000
USD
-1100813.77000000
USD
48950000.00000000
USD
180681.67000000
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC 4.110000% 09/15/2028
11135FAL5
540000.00000000
PA
USD
590602.19000000
0.078629199555
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.11000000
N
N
N
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
EVERGY INC COMMON STOCK
30034W106
2036.00000000
NS
USD
128878.80000000
0.017158143087
Long
EC
US
N
1
N
N
N
DECKERS OUTDOOR CORPORATION
5493008LG4W3I6K8J118
DECKERS OUTDOOR CORP COMMON STOCK
243537107
-672.00000000
NS
USD
-272428.80000000
-0.03626952091
Short
EC
US
N
1
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 2.625000% 02/15/2029
87264ABS3
107000.00000000
PA
USD
103255.00000000
0.013746745504
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
SPECTRUM BRANDS HOLDINGS, INC.
549300JM0MJETDD30O20
SPECTRUM BRANDS HOLDINGS INC COMMON STOCK
84790A105
901.00000000
NS
USD
90190.10000000
0.012007363824
Long
EC
US
N
1
N
N
N
DOUGLAS EMMETT, INC.
N/A
DOUGLAS EMMETT INC REIT
25960P109
2384.00000000
NS
USD
78123.68000000
0.010400913726
Long
EC
US
N
1
N
N
N
TWILIO INC.
5493004W8TRGD63APX93
TWILIO INC - A COMMON STOCK
90138F102
437.00000000
NS
USD
125047.55000000
0.016648073660
Long
EC
US
N
1
N
N
N
INNOVATIVE INDUSTRIAL PROPERTIES, INC.
5493008BQ0545EZXRR30
INNOVATIVE INDUSTRIAL PROPER REIT
45781V101
300.00000000
NS
USD
77049.00000000
0.010257837338
Long
EC
US
N
1
N
N
N
Deutsche Bank AG (New York Branch)
N/A
DEUTSCHE BANK AG/NEW YORK NY 3.961000% 11/26/2025
251526CB3
295000.00000000
PA
USD
312858.40000000
0.041652073058
Long
DBT
NUSS
DE
N
2
2025-11-26
Fixed
3.96100000
N
N
N
N
N
N
United States of America
N/A
US 2YR NOTE (CBT) MAR22 FINANCIAL COMMODITY FUTURE.
N/A
-188.00000000
NC
USD
-41122062.50000000
-5.47474241241
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
U.S. Treasury Futures
US 2-YEAR NOTE (Globex) Mar 2022
2022-04-03
-41100376.76000000
USD
-21685.74000000
N
N
N
LSTAR COMMERCIAL MORTGAGE TRUST
N/A
LSTAR COMMERCIAL MORTGAGE TRUST 2016-4 LNSTR 2016-4 A2
50219QAC8
550501.57500000
PA
USD
557810.91000000
0.074263567083
Long
ABS-MBS
US
N
2
2049-03-10
Fixed
2.57900000
N
N
N
N
N
N
CGRBS COMMERCIAL MORTGAGE TRUST
N/A
CGRBS COMMERCIAL MORTGAGE TRUST 2013-VN05 CGRBS 2013-VN05 A
125354AA8
285000.00000000
PA
USD
291470.67000000
0.038804640186
Long
ABS-MBS
US
N
2
2035-03-13
Fixed
3.36900000
N
N
N
N
N
N
PAPA JOHN'S INTERNATIONAL, INC.
HZYLD3DK5XOX0WBVNB56
PAPA JOHN'S INTL INC COMMON STOCK
698813102
-462.00000000
NS
USD
-56327.04000000
-0.00749904105
Short
EC
US
N
1
N
N
N
UNIVERSAL DISPLAY CORPORATION
N/A
UNIVERSAL DISPLAY CORP COMMON STOCK
91347P105
-146.00000000
NS
USD
-20885.30000000
-0.00278054238
Short
EC
US
N
1
N
N
N
BRK: BANK OF AMERICA, N.A.
N/A
BRK: BANK OF AMERICA, N.A. PAY: 2.3325%
N/A
1590000.00000000
NC
-55192.88000000
-0.00734804585
N/A
DIR
XX
N
2
BRK: BANK OF AMERICA, N.A.
N/A
Y
2051-03-04
0.00000000
CAD
0.00000000
CAD
-1590000.00000000
CAD
-55192.88000000
N
N
N
DISH NETWORK CORPORATION
529900U350CWHH15G169
DISH NETWORK CORP-A COMMON STOCK
25470M109
-1752.00000000
NS
USD
-54750.00000000
-0.00728908349
Short
EC
US
N
1
N
N
N
TYLER TECHNOLOGIES, INC.
25490040SMU4Z8LBCW70
TYLER TECHNOLOGIES INC COMMON STOCK
902252105
90.00000000
NS
USD
46708.20000000
0.006218446935
Long
EC
US
N
1
N
N
N
CROCS, INC.
549300B0J6YCXD63OG72
CROCS INC COMMON STOCK
227046109
-1597.00000000
NS
USD
-261939.94000000
-0.03487309759
Short
EC
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2021-R02 2M2
20754KAB7
429290.00000000
PA
USD
430497.59000000
0.057313842524
Long
DBT
USGA
US
Y
2
2041-11-25
Floating
0.00000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC REIT
95040Q104
6314.00000000
NS
USD
502720.68000000
0.066929187425
Long
EC
US
N
1
N
N
N
DIGITALBRIDGE GROUP, INC.
549300XG87L902AGBO89
DIGITALBRIDGE GROUP INC REIT
25401T108
7034.00000000
NS
USD
55990.64000000
0.007454254793
Long
EC
US
N
1
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 144A 4.375000% 05/15/2026
N/A
161000.00000000
PA
184754.76000000
0.024597130079
Long
DBT
NUSS
US
N
2
2026-05-15
Fixed
4.37500000
N
N
N
N
N
N
BERRY GLOBAL GROUP, INC.
549300G6KKUMMXM8NH73
BERRY GLOBAL GROUP INC COMMON STOCK
08579W103
-1754.00000000
NS
USD
-121113.70000000
-0.01612434469
Short
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS930980
-34998.98000000
NC
USD
-9564.71000000
-0.00127338757
N/A
DCR
XX
N
2
BRK: J.P. MORGAN CHASE
N/A
Y
2063-05-11
0.00000000
USD
-3261.45000000
USD
-34998.98000000
USD
-6303.26000000
N
N
N
MATTEL, INC.
549300VELLG24KHTJ564
MATTEL INC 144A 3.750000% 04/01/2029
577081BF8
291000.00000000
PA
USD
297727.05000000
0.039637576737
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.75000000
N
N
N
N
N
N
COLLEGE AVE STUDENT LOANS LLC
N/A
COLLEGE AVE STUDENT LOANS 2021-C LLC CASL 2021-C B
19424WAC1
211902.00000000
PA
USD
214030.94000000
0.028494783421
Long
ABS-MBS
US
Y
2
2055-07-26
Fixed
2.72000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD.
N/A
NABORS INDUSTRIES LTD COMMON STOCK
G6359F137
500.00000000
NS
USD
40730.00000000
0.005422545585
Long
EC
US
N
1
N
N
N
ALBERTSONS COMPANIES, INC.
549300YKWOC0AOR16R51
ALBERTSONS COS INC - CLASS A COMMON STOCK
013091103
3900.00000000
NS
USD
137241.00000000
0.018271435763
Long
EC
US
N
1
N
N
N
CORVEL CORPORATION
N/A
CORVEL CORP COMMON STOCK
221006109
200.00000000
NS
USD
37600.00000000
0.005005836336
Long
EC
US
N
1
N
N
N
BRIGHT HORIZONS FAMILY SOLUTIONS INC.
N/A
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK
109194100
-1158.00000000
NS
USD
-142376.10000000
-0.01895509188
Short
EC
US
N
1
N
N
N
BROOKS AUTOMATION, INC.
35ZN6X1ANPH25YN32Y17
BROOKS AUTOMATION INC COMMON STOCK
114340102
-400.00000000
NS
USD
-45240.00000000
-0.00602297967
Short
EC
US
N
1
N
N
N
AIRCASTLE LIMITED
549300PNK8AKY3OIKP58
AIRCASTLE LTD 144A 2.850000% 01/26/2028
00928QAU5
778000.00000000
PA
USD
782038.60000000
0.104115884060
Long
DBT
NUSS
US
N
2
2028-01-26
Fixed
2.85000000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL COMMON STOCK
552953101
-6438.00000000
NS
USD
-254816.04000000
-0.03392466468
Short
EC
US
N
1
N
N
N
COMSTOCK RESOURCES, INC.
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC COMMON STOCK
205768302
2700.00000000
NS
USD
21843.00000000
0.002908044763
Long
EC
US
N
1
N
N
N
HOST HOTELS & RESORTS, L.P.
FXB7X4WXVA8QPMNOGS12
HOST HOTELS & RESORTS LP 3.750000% 10/15/2023
44107TAU0
13000.00000000
PA
USD
13624.93000000
0.001813940682
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
3.75000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GS MORTGAGE SECURITIES TRUST 2013-G1 GSMS 2013-G1 A2
36197QAC3
1485000.00000000
PA
USD
1485059.25000000
0.197711796700
Long
ABS-MBS
US
N
2
2031-04-10
Fixed
3.55700000
N
N
N
N
N
N
YUM CHINA HOLDINGS, INC.
529900DO9BYZ7VA3K502
YUM CHINA HOLDINGS INC COMMON STOCK
98850P109
-6141.00000000
NS
USD
-307664.10000000
-0.04096053540
Short
EC
US
N
1
N
N
N
CASEY'S GENERAL STORES, INC.
549300CAFWSI86V66Q65
CASEY'S GENERAL STORES INC COMMON STOCK
147528103
793.00000000
NS
USD
154071.97000000
0.020512209199
Long
EC
US
N
1
N
N
N
OLLIE'S BARGAIN OUTLET HOLDINGS, INC.
529900YO5DSQCPEFDZ05
OLLIE'S BARGAIN OUTLET HOLDI COMMON STOCK
681116109
-478.00000000
NS
USD
-29583.42000000
-0.00393855741
Short
EC
US
N
1
N
N
N
WINNEBAGO INDUSTRIES, INC.
549300B7OYKYJLTE3G11
WINNEBAGO INDUSTRIES COMMON STOCK
974637100
-1169.00000000
NS
USD
-84425.18000000
-0.01123985728
Short
EC
US
N
1
N
N
N
HUMANA INC.
529900YLDW34GJAO4J06
HUMANA INC COMMON STOCK
444859102
933.00000000
NS
USD
391589.43000000
0.052133845686
Long
EC
US
N
1
N
N
N
LITHIA MOTORS, INC.
SE8N1EZEHPZQBCBVKD53
LITHIA MOTORS INC COMMON STOCK
536797103
-200.00000000
NS
USD
-58266.00000000
-0.00775718244
Short
EC
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
CONNECTICUT AVENUE SECURITIES TRUST 2019-R02 CAS 2019-R02 1M2
20753KAB8
67297.38710000
PA
USD
67615.09000000
0.009001863681
Long
ABS-MBS
US
N
2
2031-08-25
Floating
2.39199840
N
N
N
N
N
N
Prosus N.V.
635400Z5LQ5F9OLVT688
PROSUS NV 144A 3.680000% 01/21/2030
74365PAA6
479000.00000000
PA
USD
488098.69000000
0.064982504211
Long
DBT
NUSS
CN
N
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 12/28/2021
912796P86
12000000.00000000
PA
USD
11999212.44000000
1.597502490563
Long
DBT
UST
US
N
2
2021-12-28
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
CDS712310
-216993.66000000
NC
USD
-59301.20000000
-0.00789500270
N/A
DCR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2049-12-31
0.00000000
USD
-13077.41000000
USD
-216993.66000000
USD
-46223.79000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 0.250000% 11/27/2023
3135G06H1
100000.00000000
PA
USD
99362.23000000
0.013228485676
Long
DBT
USGA
US
N
2
2023-11-27
Fixed
0.25000000
N
N
N
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP COMMON STOCK
594918104
15993.00000000
NS
USD
5287125.87000000
0.703895925460
Long
EC
US
N
1
N
N
N
DOORDASH, INC.
N/A
DOORDASH INC - A COMMON STOCK
25809K105
-900.00000000
NS
USD
-160893.00000000
-0.02142031983
Short
EC
US
N
1
N
N
N
BRK: MORGAN STANLEY
N/A
BRK: MORGAN STANLEY PAY: 1.67
N/A
1230000.00000000
NC
USD
-23748.40000000
-0.00316171818
N/A
DIR
XX
N
2
BRK: MORGAN STANLEY
N/A
Y
2026-11-09
0.00000000
USD
0.00000000
USD
-1230000.00000000
USD
-23748.40000000
N
N
N
VORNADO REALTY L.P.
549300BMOJ05INE4YK86
VORNADO REALTY LP 2.150000% 06/01/2026
929043AK3
348000.00000000
PA
USD
349341.96000000
0.046509273333
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.15000000
N
N
N
N
N
N
CARDINAL HEALTH, INC.
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC COMMON STOCK
14149Y108
2008.00000000
NS
USD
92829.84000000
0.012358802824
Long
EC
US
N
1
N
N
N
BP CAPITAL MARKETS AMERICA INC.
5493009NTB34VXE1T760
BP CAPITAL MARKETS AMERICA INC 2.939000% 06/04/2051
10373QBP4
1066000.00000000
PA
USD
1037443.58000000
0.138118956652
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
WALMART INC.
Y87794H0US1R65VBXU25
WALMART INC COMMON STOCK
931142103
32707.00000000
NS
USD
4599585.41000000
0.612360951585
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
CASH MGMT BILL 0.000000% 12/21/2021
912796P78
12000000.00000000
PA
USD
11999531.64000000
1.597544986918
Long
DBT
UST
US
N
2
2021-12-21
None
0.00000000
N
N
N
N
N
N
Orion Office Reit Inc
N/A
ORION OFFICE REIT INC REIT
68629Y103
606.00000000
NS
USD
10768.62000000
0.001433668864
Long
EC
US
N
1
N
N
N
THE TRADE DESK, INC.
549300GXPD31VT3E0P46
TRADE DESK INC/THE -CLASS A COMMON STOCK
88339J105
1340.00000000
NS
USD
138582.80000000
0.018450074890
Long
EC
US
N
1
N
N
N
HARLEY-DAVIDSON FINANCIAL SERVICES, INC.
RLUFFFFW4GRYU77BTS24
HARLEY-DAVIDSON FINANCIAL SERVICES INC 144A 3.350000% 06/08/2025
41283LAY1
1246000.00000000
PA
USD
1310668.18000000
0.174494425556
Long
DBT
CORP
US
N
2
2025-06-08
Fixed
3.35000000
N
N
N
N
N
N
META PLATFORMS, INC.
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC COMMON STOCK
30303M102
6041.00000000
NS
USD
1960062.86000000
0.260950901250
Long
EC
US
N
1
N
N
N
BCP TRUST
N/A
BCP TRUST 2021-330N BCP 2021-330N A
05553BAA3
135494.00000000
PA
USD
134115.31000000
0.017855300322
Long
ABS-MBS
US
Y
2
2038-06-15
Floating
0.88899840
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC 0.375000% 07/21/2025
3137EAEU9
1400000.00000000
PA
USD
1368540.85000000
0.182199242428
Long
DBT
USGA
US
N
2
2025-07-21
Fixed
0.37500000
N
N
N
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL C COMMON STOCK
02079K107
686.00000000
NS
USD
1954441.44000000
0.260202499428
Long
EC
US
N
1
N
N
N
HIGHWOODS PROPERTIES, INC.
ZIIGTYKL9T0X3HLTDX53
HIGHWOODS PROPERTIES INC REIT
431284108
1728.00000000
NS
USD
74649.60000000
0.009938395750
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 01/15/2024
912828B25
23306500.00000000
PA
USD
29376674.91000000
3.911032625503
Long
DBT
USGA
US
N
2
2024-01-15
Fixed
0.62500000
N
N
N
N
N
N
TRANSCANADA PIPELINES LIMITED
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD 6.100000% 06/01/2040
893526DJ9
778000.00000000
PA
USD
1058725.68000000
0.140952326586
Long
DBT
NUSS
CA
N
2
2040-06-01
Fixed
6.10000000
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Company
549300TI38531ODB1G63
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 4.450000% 04/03/2026
00774MAL9
156000.00000000
PA
USD
169236.80000000
0.022531162844
Long
DBT
NUSS
IE
N
2
2026-04-03
Fixed
4.45000000
N
N
N
N
N
N
Xcel Energy Inc.
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC COMMON STOCK
98389B100
5213.00000000
NS
USD
332224.49000000
0.044230357021
Long
EC
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2017-HQA2 M2B
3137G0QG7
629778.00000000
PA
USD
644671.49000000
0.085827658775
Long
DBT
USGA
US
N
2
2029-12-25
Floating
2.74200120
N
N
N
N
N
N
BRK: JP MORGAN CHASE BANK, NA
N/A
BRK: JP MORGAN CHASE BANK, NA PAY: USD @ 2.519%
N/A
6880000.00000000
NC
USD
235953.93000000
0.031413477569
N/A
DIR
XX
N
2
BRK: JP MORGAN CHASE BANK, NA
N/A
Y
2031-09-07
0.00000000
USD
0.00000000
USD
-6880000.00000000
USD
235953.93000000
N
N
N
VISTRA CORP.
549300KP43CPCUJOOG15
Vistra Corp. COMMON STOCK
92840M102
5774.00000000
NS
USD
114787.12000000
0.015282062135
Long
EC
US
N
1
N
N
N
BRINKER INTERNATIONAL, INC.
52990067JY6PBGJNTG76
BRINKER INTERNATIONAL INC COMMON STOCK
109641100
-759.00000000
NS
USD
-26261.40000000
-0.00349628378
Short
EC
US
N
1
N
N
N
ENVISTA HOLDINGS CORPORATION
549300BX623VURJZ5269
ENVISTA HOLDINGS CORP COMMON STOCK
29415F104
1600.00000000
NS
USD
62080.00000000
0.008264955313
Long
EC
US
N
1
N
N
N
AerCap Ireland Capital Designated Activity Company
549300TI38531ODB1G63
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 6.500000% 07/15/2025
00774MAN5
187000.00000000
PA
USD
213914.35000000
0.028479261334
Long
DBT
NUSS
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
Cenovus Energy Inc.
549300NKHFE6ZRF37I48
CENOVUS ENERGY INC 4.400000% 04/15/2029
448055AP8
1448000.00000000
PA
USD
1590593.07000000
0.211761930501
Long
DBT
NUSS
CA
N
2
2029-04-15
Fixed
4.40000000
N
N
N
N
N
N
ADIENT PUBLIC LIMITED COMPANY
5493002QLDY8O75RTR78
ADIENT PLC COMMON STOCK
G0084W101
-3185.00000000
NS
USD
-135203.25000000
-0.01800014206
Short
EC
US
N
1
N
N
N
LHC GROUP, INC.
5299009NPLWAMRQYZX73
LHC GROUP INC COMMON STOCK
50187A107
437.00000000
NS
USD
50132.64000000
0.006674356142
Long
EC
US
N
1
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
CAMDEN PROPERTY TRUST REIT
133131102
1330.00000000
NS
USD
219729.30000000
0.029253428569
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 01/27/2022
912796C31
12500000.00000000
PA
USD
12499059.88000000
1.664049152212
Long
DBT
UST
US
N
2
2022-01-27
None
0.00000000
N
N
N
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP - CLASS A COMMON STOCK
35137L105
-1300.00000000
NS
USD
-46423.00000000
-0.00618047713
Short
EC
US
N
1
N
N
N
EXPEDIA GROUP, INC.
N/A
EXPEDIA GROUP INC 4.625000% 08/01/2027
30212PBK0
224000.00000000
PA
USD
250212.25000000
0.033311743961
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
4.62500000
N
N
N
N
N
N
N/A
N/A
LEAN HOGS FUTURE FEB22 PHYSICAL COMMODITY FUTURE.
N/A
39.00000000
NC
USD
1247610.00000000
0.166099241280
N/A
DCO
US
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Hogs
LEAN HOGS FUTURE(Consolidated) Feb 2022
2022-02-17
1235434.34000000
USD
12175.66000000
N
N
N
HARDEES FUNDING LLC
N/A
HARDEE'S FUNDING LLC HNGRY 2018-1A A23
411707AF9
375124.22000000
PA
USD
415239.25000000
0.055282439524
Long
ABS-MBS
US
N
2
2048-06-20
Fixed
5.71000000
N
N
N
N
N
N
SUN COMMUNITIES, INC.
549300H5GEOJYN41ZG57
SUN COMMUNITIES INC REIT
866674104
1574.00000000
NS
USD
296824.92000000
0.039517472611
Long
EC
US
N
1
N
N
N
City of New York
549300ABYZD2SFD5JB29
NEW YORK NY CITY OF NEW YORK NY
64966QRQ5
530000.00000000
PA
USD
522359.20000000
0.069543741069
Long
DBT
MUN
US
N
2
2031-08-01
Fixed
1.92300000
N
N
N
N
N
N
STURM, RUGER & COMPANY, INC.
529900DV1BWFJSHFO847
STURM RUGER & CO INC COMMON STOCK
864159108
-301.00000000
NS
USD
-21578.69000000
-0.00287285613
Short
EC
US
N
1
N
N
N
BX TRUST
N/A
BX TRUST 2018-EXCL BX 2018-EXCL A
12433WAA9
782691.39600000
PA
USD
779334.51000000
0.103755877890
Long
ABS-MBS
US
N
2
2037-09-15
Floating
1.17762840
N
N
N
N
N
N
PS BUSINESS PARKS, INC.
N/A
PS BUSINESS PARKS INC/MD REIT
69360J107
204.00000000
NS
USD
35740.80000000
0.004758313706
Long
EC
US
N
1
N
N
N
N/A
N/A
BRK: CITIBANK, N.A. PAY: 2.297
N/A
530000.00000000
NC
-16518.65000000
-0.00219919304
N/A
DIR
XX
N
2
BRK: CITIBANK, N.A.
N/A
Y
2051-03-03
0.00000000
CAD
0.00000000
CAD
-530000.00000000
CAD
-16518.65000000
N
N
N
LABORATORY CORPORATION OF AMERICA HOLDINGS
OZ7UA8IXAIFILY2VZH07
LABORATORY CRP OF AMER HLDGS COMMON STOCK
50540R409
719.00000000
NS
USD
205152.27000000
0.027312731057
Long
EC
US
N
1
N
N
N
N/A
N/A
LME NICKEL FUTURE MAR22 PHYSICAL COMMODITY FUTURE.
N/A
14.00000000
NC
USD
1670508.00000000
0.222401320407
N/A
DCO
GB
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Nickel
LME NICKEL FUTURE Mar 2022
2022-03-17
1708317.94000000
USD
-37809.94000000
N
N
N
ORGANON & CO.
549300AMCKY57OK2CO56
ORGANON & CO COMMON STOCK
68622V106
1865.00000000
NS
USD
54513.95000000
0.007257657227
Long
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS789736
-242992.90000000
NC
USD
-66406.41000000
-0.00884094734
N/A
DCR
XX
N
2
BRK: CREDIT SUISSE
N/A
Y
2063-05-11
0.00000000
USD
-34412.63000000
USD
-242992.90000000
USD
-31993.78000000
N
N
N
EDWARDS LIFESCIENCES CORPORATION
YA13X31F3V31L8TMPR58
EDWARDS LIFESCIENCES CORP COMMON STOCK
28176E108
4520.00000000
NS
USD
485041.20000000
0.064575448505
Long
EC
US
N
1
N
N
N
THE KROGER CO.
6CPEOKI6OYJ13Q6O7870
KROGER CO COMMON STOCK
501044101
17011.00000000
NS
USD
706466.83000000
0.094054716179
Long
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS849772
509000.00000000
NC
USD
48390.94000000
0.006442476750
N/A
DCR
XX
N
2
BRK: CITIGROUP
N/A
Y
2058-09-17
38620.48000000
USD
0.00000000
USD
509000.00000000
USD
9770.46000000
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 3.400000% 05/06/2030
02209SBJ1
850000.00000000
PA
USD
878452.92000000
0.116951902848
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.40000000
N
N
N
N
N
N
N/A
N/A
LOW SU GASOIL G JAN22 PHYSICAL COMMODITY FUTURE.
N/A
20.00000000
NC
USD
1195500.00000000
0.159161631400
N/A
DCO
GB
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Gasoil
GAS OIL FUT (ICE) Jan 2022
2022-01-15
1390093.33000000
USD
-194593.33000000
N
N
N
ZENDESK, INC.
549300SLI6BN94BKKO36
ZENDESK INC COMMON STOCK
98936J101
700.00000000
NS
USD
71477.00000000
0.009516014995
Long
EC
US
N
1
N
N
N
PTC INC.
54930050SSMU8SKDJ030
PTC INC COMMON STOCK
69370C100
500.00000000
NS
USD
54790.00000000
0.007294408853
Long
EC
US
N
1
N
N
N
CONN'S RECEIVABLES FUNDING LLC
N/A
CONN'S RECEIVABLES FUNDING 2021-A LLC CONN 2021-A A
20825GAA3
1224000.00000000
PA
USD
1223787.27000000
0.162927627252
Long
ABS-MBS
US
Y
2
2026-05-15
Fixed
1.05000000
N
N
N
N
N
N
NEIGHBORLY
N/A
NEIGHBORLY ISSUER LLC NBLY 2021-1A A2
64016NAA5
278996.76000000
PA
USD
282127.66000000
0.037560768405
Long
ABS-MBS
US
Y
2
2051-04-30
Fixed
3.58400000
N
N
N
N
N
N
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
CISCO SYSTEMS INC COMMON STOCK
17275R102
-18687.00000000
NS
USD
-1024795.08000000
-0.13643501194
Short
EC
US
N
1
N
N
N
BRK: MACQUARIE BANK LIMITED
N/A
BRK: MACQUARIE BANK LIMITED REF: BLOOMBERG COMMODITY INDEX TOTAL RETURN
TX9394186
4107.41060000
NC
USD
-152309.84000000
-0.02027760988
N/A
DE
US
N
2
BRK: MACQUARIE BANK LIMITED
N/A
Y
2021-12-21
0.00000000
USD
0.00000000
USD
-2290554.69000000
USD
-152309.84000000
N
N
N
GLOBAL CONTAINER INTERNATIONAL
N/A
GCI FUNDING I LLC GCI 2021-1 A
36166VAE5
291957.99860000
PA
USD
291303.28000000
0.038782354895
Long
ABS-MBS
US
Y
2
2046-06-18
Fixed
2.38000000
N
N
N
N
N
N
VICTORIA'S SECRET & CO.
5493006T3O70U3UWVF17
VICTORIA'S SECRET & CO COMMON STOCK
926400102
-577.00000000
NS
USD
-31319.56000000
-0.00416969658
Short
EC
US
N
1
N
N
N
BRK: GOLDMAN SACHS BANK USA
N/A
Credit Default Swap
CDS610211
-36970000.00000000
NC
USD
733656.75000000
0.097674617497
N/A
DCR
XX
N
2
BRK: GOLDMAN SACHS BANK USA
N/A
Y
2026-06-20
873052.36000000
USD
0.00000000
USD
-36970000.00000000
USD
-139395.61000000
N
N
N
BJ'S WHOLESALE CLUB HOLDINGS, INC.
549300UCIWH1C93V0J03
BJ'S WHOLESALE CLUB HOLDINGS COMMON STOCK
05550J101
3446.00000000
NS
USD
227952.90000000
0.030348268880
Long
EC
US
N
1
N
N
N
EASTGROUP PROPERTIES, INC.
31TIGQQZC4P6JMHKSW85
EASTGROUP PROPERTIES INC REIT
277276101
660.00000000
NS
USD
134442.00000000
0.017898793850
Long
EC
US
N
1
N
N
N
ROYAL GOLD, INC.
5493001NGRU6SFL04184
ROYAL GOLD INC COMMON STOCK
780287108
-800.00000000
NS
USD
-80024.00000000
-0.01065391082
Short
EC
US
N
1
N
N
N
KIMCO REALTY CORPORATION
549300EA7I6T15IBYS12
KIMCO REALTY CORP REIT
49446R109
7115.00000000
NS
USD
159518.30000000
0.021237300599
Long
EC
US
N
1
N
N
N
NORDSTROM, INC.
549300S3IZB5P35KNV16
NORDSTROM INC COMMON STOCK
655664100
-1200.00000000
NS
USD
-25404.00000000
-0.00338213474
Short
EC
US
N
1
N
N
N
GLOBUS MEDICAL, INC.
5299003M2P4CIK0RF205
GLOBUS MEDICAL INC - A COMMON STOCK
379577208
700.00000000
NS
USD
43834.00000000
0.005835793350
Long
EC
US
N
1
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
N/A
FEDERAL FARM CREDIT BANK VARIABLE RATE 11/07/2022
3133EK6W1
1200000.00000000
PA
USD
1204440.07000000
0.160351858189
Long
DBT
USGA
US
N
2
2022-11-07
Floating
0.47000520
N
N
N
N
N
N
QORVO, INC.
254900YAUJV2EUEVBR11
QORVO INC COMMON STOCK
74736K101
-439.00000000
NS
USD
-64194.97000000
-0.00854652961
Short
EC
US
N
1
N
N
N
M.D.C. HOLDINGS, INC.
5299005FV4VNV75R8R35
MDC HOLDINGS INC COMMON STOCK
552676108
-2082.00000000
NS
USD
-99602.88000000
-0.01326052436
Short
EC
US
N
1
N
N
N
ALEXANDRIA REAL ESTATE EQUITIES, INC.
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUIT REIT
015271109
2118.00000000
NS
USD
423748.26000000
0.056415277594
Long
EC
US
N
1
N
N
N
AIR PRODUCTS AND CHEMICALS, INC.
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS & CHEMICALS INC COMMON STOCK
009158106
-2499.00000000
NS
USD
-718312.56000000
-0.09563178494
Short
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS379352
-749978.08000000
NC
USD
-204958.07000000
-0.02728687644
N/A
DCR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2063-05-11
0.00000000
USD
-57036.98000000
USD
-749978.08000000
USD
-147921.09000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG 144A 4.194000% 04/01/2031
225401AP3
382000.00000000
PA
USD
420172.43000000
0.055939213239
Long
DBT
NUSS
CH
N
2
2031-04-01
Fixed
4.19400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 4954 SL
3137FR3C3
1535656.25540000
PA
USD
273606.19000000
0.036426271486
Long
DBT
USGA
US
N
2
2050-02-25
Floating
5.95800000
N
N
N
N
N
N
N/A
N/A
COPPER FUTURE DEC22 PHYSICAL COMMODITY FUTURE.
N/A
5.00000000
NC
USD
531000.00000000
0.070694124862
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Copper
COPPER FUTURE (Consolidated) Dec 2022
2022-12-31
559209.26000000
USD
-28209.26000000
N
N
N
SPLUNK INC.
549300XGDSGBP6UEI867
SPLUNK INC COMMON STOCK
848637104
373.00000000
NS
USD
45133.00000000
0.006008734345
Long
EC
US
N
1
N
N
N
NVIDIA CORPORATION
549300S4KLFTLO7GSQ80
NVIDIA CORP COMMON STOCK
67066G104
-8628.00000000
NS
USD
-2819285.28000000
-0.37534257176
Short
EC
US
N
1
N
N
N
VERISIGN, INC.
LMPL4N8ZOJRMF0KOF759
VERISIGN INC COMMON STOCK
92343E102
200.00000000
NS
USD
47982.00000000
0.006388032955
Long
EC
US
N
1
N
N
N
CENTURY COMMUNITIES, INC.
5299002QMB2O7ZL1CA26
CENTURY COMMUNITIES INC COMMON STOCK
156504300
-959.00000000
NS
USD
-68156.13000000
-0.00907389447
Short
EC
US
N
1
N
N
N
COLGATE-PALMOLIVE COMPANY
YMEGZFW4SBUSS5BQXF88
COLGATE-PALMOLIVE CO COMMON STOCK
194162103
19336.00000000
NS
USD
1450586.72000000
0.193122332783
Long
EC
US
N
1
N
N
N
Embraer Netherlands Finance B.V.
724500PBR8LR26XBSP67
EMBRAER NETHERLANDS FINANCE BV 5.400000% 02/01/2027
29082HAB8
575000.00000000
PA
USD
588662.00000000
0.078370894406
Long
DBT
NUSS
BR
N
2
2027-02-01
Fixed
5.40000000
N
N
N
N
N
N
N/A
N/A
LME ZINC FUTURE MAR22 PHYSICAL COMMODITY FUTURE.
N/A
23.00000000
NC
USD
1838850.00000000
0.244813354998
N/A
DCO
GB
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Zinc
LME ZINC FUTURE Mar 2022
2022-03-17
1859700.33000000
USD
-20850.33000000
N
N
N
NVR, Inc.
529900RWXR4JI3JYTV70
NVR INC COMMON STOCK
62944T105
-93.00000000
NS
USD
-485956.62000000
-0.06469732198
Short
EC
US
N
1
N
N
N
SEAWORLD ENTERTAINMENT, INC.
529900G0H4NV3IIK3269
SEAWORLD ENTERTAINMENT INC COMMON STOCK
81282V100
-700.00000000
NS
USD
-41293.00000000
-0.00549749999
Short
EC
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2015-C02 2M2
30711XAZ7
14304.25920000
PA
USD
14334.11000000
0.001908356614
Long
DBT
USGA
US
N
2
2025-05-25
Floating
4.09200120
N
N
N
N
N
N
YETI HOLDINGS, INC.
549300DSQICIGNT5GO63
YETI HOLDINGS INC COMMON STOCK
98585X104
-1819.00000000
NS
USD
-167639.04000000
-0.02231844675
Short
EC
US
N
1
N
N
N
LIBERTY OILFIELD SERVICES INC.
N/A
LIBERTY OILFIELD SERVICES -A COMMON STOCK
53115L104
4026.00000000
NS
USD
37039.20000000
0.004931174820
Long
EC
US
N
1
N
N
N
FLEETCOR TECHNOLOGIES, INC.
549300DG6RR0NQSFLN74
FLEETCOR TECHNOLOGIES INC COMMON STOCK
339041105
195.00000000
NS
USD
40390.35000000
0.005377326640
Long
EC
US
N
1
N
N
N
CARVANA CO.
5493003WEAK2PJ5WS063
CARVANA CO COMMON STOCK
146869102
-612.00000000
NS
USD
-171617.04000000
-0.02284805358
Short
EC
US
N
1
N
N
N
MGE ENERGY, INC.
N/A
MGE ENERGY INC COMMON STOCK
55277P104
600.00000000
NS
USD
43554.00000000
0.005798515846
Long
EC
US
N
1
N
N
N
SELECT MEDICAL HOLDINGS CORPORATION
N/A
SELECT MEDICAL HOLDINGS CORP COMMON STOCK
81619Q105
1200.00000000
NS
USD
32220.00000000
0.004289575712
Long
EC
US
N
1
N
N
N
NATURA COSMETICOS S.A.
N/A
NATURA COSMETICOS SA 144A 4.125000% 05/03/2028
63883KAB1
271000.00000000
PA
USD
258127.50000000
0.034365532420
Long
DBT
NUSS
BR
N
2
2028-05-03
Fixed
4.12500000
N
N
N
N
N
N
N/A
N/A
COCOA FUTURE MAR22 PHYSICAL COMMODITY FUTURE.
N/A
-82.00000000
NC
USD
-1923720.00000000
-0.25611243292
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Cocoa
Cocoa Future Mar 2022
2022-03-19
-1982826.43000000
USD
59106.43000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 6.250000% 04/15/2049
29279FAA7
297000.00000000
PA
USD
385587.44000000
0.051334777078
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
MODERNA, INC.
549300EI6OKH5K5Q2G38
MODERNA INC COMMON STOCK
60770K107
2401.00000000
NS
USD
846184.43000000
0.112655871471
Long
EC
US
N
1
N
N
N
ANALOG DEVICES, INC.
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES INC COMMON STOCK
032654105
-1825.00000000
NS
USD
-328956.25000000
-0.04379524333
Short
EC
US
N
1
N
N
N
EMERGENT BIOSOLUTIONS INC.
549300YW6TUOX8BE5103
EMERGENT BIOSOLUTIONS INC COMMON STOCK
29089Q105
500.00000000
NS
USD
22060.00000000
0.002936934829
Long
EC
US
N
1
N
N
N
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION
06BTX5UWZD0GQ5N5Y745
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 3.200000% 06/15/2025
960386AQ3
134000.00000000
PA
USD
140500.81000000
0.018705427128
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.20000000
N
N
N
N
N
N
KILROY REALTY CORPORATION
549300CXXI18B214UN80
KILROY REALTY CORP REIT
49427F108
1520.00000000
NS
USD
98085.60000000
0.013058522888
Long
EC
US
N
1
N
N
N
BRUNSWICK CORPORATION
YM4O38W15AX4YLLQKU27
BRUNSWICK CORP COMMON STOCK
117043109
-2175.00000000
NS
USD
-204254.25000000
-0.02719317411
Short
EC
US
N
1
N
N
N
LA-Z-BOY INCORPORATED
549300WNO1WMN9ZG2519
LA-Z-BOY INC COMMON STOCK
505336107
-359.00000000
NS
USD
-11987.01000000
-0.00159587793
Short
EC
US
N
1
N
N
N
PAYCOM SOFTWARE, INC.
254900LSB0HNJUDC6Q18
PAYCOM SOFTWARE INC COMMON STOCK
70432V102
89.00000000
NS
USD
38935.72000000
0.005183666009
Long
EC
US
N
1
N
N
N
STARBUCKS CORPORATION
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP COMMON STOCK
855244109
-18830.00000000
NS
USD
-2064521.20000000
-0.27485785215
Short
EC
US
N
1
N
N
N
TENCENT HOLDINGS LIMITED
254900N4SLUMW4XUYY11
TENCENT HOLDINGS LTD MTN 2.390000% 06/03/2030
88032XAU8
200000.00000000
PA
USD
195719.28000000
0.026056879883
Long
DBT
NUSS
CN
N
2
2030-06-03
Fixed
2.39000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INCORPORATED
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC COMMON STOCK
595017104
-1974.00000000
NS
USD
-164690.82000000
-0.02192593859
Short
EC
US
N
1
N
N
N
NATERA, INC.
N/A
NATERA INC COMMON STOCK
632307104
559.00000000
NS
USD
51126.14000000
0.006806624717
Long
EC
US
N
1
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 5.950000% MATURITY: PERPETUAL
172967GD7
232000.00000000
PA
USD
237203.76000000
0.031579872367
Long
DBT
CORP
US
N
2
2170-07-30
Fixed
5.95000000
N
N
N
N
N
N
ENI S.P.A.
BUCRF72VH5RBN7X3VL35
ENI SPA 144A 4.250000% 05/09/2029
26874RAJ7
950000.00000000
PA
USD
1074260.88000000
0.143020589050
Long
DBT
NUSS
IT
N
2
2029-05-09
Fixed
4.25000000
N
N
N
N
N
N
FORTINET, INC.
549300O0QJWDBAS0QX03
FORTINET INC COMMON STOCK
34959E109
350.00000000
NS
USD
116238.50000000
0.015475290080
Long
EC
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 0.625000% 04/22/2025
3135G03U5
1300000.00000000
PA
USD
1284091.37000000
0.170956149992
Long
DBT
USGA
US
N
2
2025-04-22
Fixed
0.62500000
N
N
N
N
N
N
BIO-TECHNE CORPORATION
54930073RLKQ51TILZ35
BIO-TECHNE CORP COMMON STOCK
09073M104
273.00000000
NS
USD
128864.19000000
0.017156198000
Long
EC
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY MATURITY: PERPETUAL
61761JQK8
70000.00000000
PA
USD
70171.32000000
0.009342184666
Long
DBT
CORP
US
N
2
2170-07-15
Floating
3.73375080
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC STACR TRUST 2019-DNA3 STACR 2019-DNA3 M2
35564TAH3
56145.17700000
PA
USD
56496.74000000
0.007521633883
Long
DBT
USGA
US
N
2
2049-07-25
Floating
2.13437880
N
N
N
N
N
N
AVERY DENNISON CORPORATION
549300PW7VPFCYKLIV37
AVERY DENNISON CORP COMMON STOCK
053611109
-939.00000000
NS
USD
-192560.73000000
-0.02563636966
Short
EC
US
N
1
N
N
N
PROLOGIS, INC.
529900DFH19P073LZ636
PROLOGIS INC REIT
74340W103
10317.00000000
NS
USD
1555287.75000000
0.207061593966
Long
EC
US
N
1
N
N
N
N/A
N/A
LOW SU GASOIL G JAN22 PHYSICAL COMMODITY FUTURE.
N/A
39.00000000
NC
USD
2331225.00000000
0.310365181230
N/A
DCO
GB
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Gasoil
GAS OIL FUT (ICE) Jan 2022
2022-01-15
2763195.94000000
USD
-431970.94000000
N
N
N
CERNER CORPORATION
549300L4UJ40IEVVI304
CERNER CORP COMMON STOCK
156782104
2323.00000000
NS
USD
163655.35000000
0.021788082386
Long
EC
US
N
1
N
N
N
ELANCO ANIMAL HEALTH INCORPORATED
549300SHPNDCE059M934
ELANCO ANIMAL HEALTH INC COMMON STOCK
28414H103
3458.00000000
NS
USD
99382.92000000
0.013231240217
Long
EC
US
N
1
N
N
N
ARCHROCK INC.
549300K3RIHMHDVFTL28
ARCHROCK INC COMMON STOCK
03957W106
7507.00000000
NS
USD
55476.73000000
0.007385835927
Long
EC
US
N
1
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE 2.383000% 07/21/2032
38141GYJ7
231000.00000000
PA
USD
226655.18000000
0.030175498297
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.38300000
N
N
N
N
N
N
NOVANTA INC.
N/A
NOVANTA INC COMMON STOCK
67000B104
-100.00000000
NS
USD
-16145.00000000
-0.00214944754
Short
EC
US
N
1
N
N
N
N/A
N/A
WTI CRUDE FUTURE JAN22 PHYSICAL COMMODITY FUTURE.
N/A
-1.00000000
NC
USD
-66180.00000000
-0.00881080448
N/A
DCO
GB
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Crude Oil
WTI CRUDE Jan 2022
2021-12-20
-78027.04000000
USD
11847.04000000
N
N
N
CHASE MORTGAGE FINANCE CORPORATION
N/A
CHASE MORTGAGE FINANCE TRUST SERIES 2007-S5 CHASE 2007-S5 1A17
161631AS5
76992.06180000
PA
USD
51040.00000000
0.006795156559
Long
ABS-MBS
US
N
2
2037-07-25
Fixed
6.00000000
N
N
N
N
N
N
Progyny Inc
N/A
PROGYNY INC COMMON STOCK
74340E103
800.00000000
NS
USD
40616.00000000
0.005407368315
Long
EC
US
N
1
N
N
N
TELLURIAN INC.
254900ZYXZHH5MQG6H78
TELLURIAN INC COMMON STOCK
87968A104
14200.00000000
NS
USD
46292.00000000
0.006163036587
Long
EC
US
N
1
N
N
N
AIR LEASE CORPORATION
5493004NW4M4P8TMMK63
AIR LEASE CORP 2.100000% 09/01/2028
00914AAQ5
165000.00000000
PA
USD
159631.45000000
0.021252364704
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
2.10000000
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
CDS783278
-253992.58000000
NC
USD
-69412.47000000
-0.00924115597
N/A
DCR
XX
N
2
BRK: GOLDMAN SACHS
N/A
Y
2063-05-11
0.00000000
USD
-40197.18000000
USD
-253992.58000000
USD
-29215.29000000
N
N
N
PATTERSON-UTI ENERGY, INC.
254900XGFBKIXD6G0697
PATTERSON-UTI ENERGY INC COMMON STOCK
703481101
9465.00000000
NS
USD
66822.90000000
0.008896396301
Long
EC
US
N
1
N
N
N
ATMOS ENERGY CORPORATION
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP COMMON STOCK
049560105
951.00000000
NS
USD
85894.32000000
0.011435449685
Long
EC
US
N
1
N
N
N
CHENIERE ENERGY, INC.
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY INC COMMON STOCK
16411R208
9728.00000000
NS
USD
1019591.68000000
0.135742262777
Long
EC
US
N
1
N
N
N
U.S. SILICA HOLDINGS, INC.
529900HOXGPM9F75C193
US SILICA HOLDINGS INC COMMON STOCK
90346E103
3500.00000000
NS
USD
33950.00000000
0.004519897437
Long
EC
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 5015 BI
3137FVTE2
1897537.09230000
PA
USD
319464.03000000
0.042531506640
Long
DBT
USGA
US
N
2
2050-09-25
Fixed
4.00000000
N
N
N
N
N
N
EASTMAN CHEMICAL COMPANY
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL CO COMMON STOCK
277432100
-1240.00000000
NS
USD
-129319.60000000
-0.01721682853
Short
EC
US
N
1
N
N
N
OVINTIV INC.
N/A
OVINTIV INC COMMON STOCK
69047Q102
11083.00000000
NS
USD
385245.08000000
0.051289197341
Long
EC
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 4693 SL
3137BYRV4
1272364.45000000
PA
USD
290252.67000000
0.038642483040
Long
DBT
USGA
US
N
2
2047-06-15
Floating
6.06075120
N
N
N
N
N
N
N/A
N/A
Credit Default Swap
CDS783611
-3999.88000000
NC
USD
-1093.11000000
-0.00014553004
N/A
DCR
XX
N
2
BRK: CITIGROUP
N/A
Y
2063-05-11
0.00000000
USD
-615.05000000
USD
-3999.88000000
USD
-478.06000000
N
N
N
ANTHEM, INC.
8MYN82XMYQH89CTMTH67
ANTHEM INC COMMON STOCK
036752103
1730.00000000
NS
USD
702777.90000000
0.093563594375
Long
EC
US
N
1
N
N
N
SQUARE, INC.
549300OHIIUWSTIZME52
SQUARE INC - A COMMON STOCK
852234103
869.00000000
NS
USD
181038.77000000
0.024102405671
Long
EC
US
N
1
N
N
N
HOLLYFRONTIER CORPORATION
549300J3U2WK73C9ZK26
HOLLYFRONTIER CORP COMMON STOCK
436106108
6053.00000000
NS
USD
195632.96000000
0.026045387761
Long
EC
US
N
1
N
N
N
NEWMONT CORPORATION
549300VSP3RIX7FGDZ51
NEWMONT CORP COMMON STOCK
651639106
-8292.00000000
NS
USD
-455396.64000000
-0.06062875128
Short
EC
US
N
1
N
N
N
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2013-WB BAMLL 2013-WBRK D
05525BAL4
395000.00000000
PA
USD
360077.50000000
0.047938538126
Long
ABS-MBS
US
N
2
2037-03-10
Floating
3.65211000
N
N
N
N
N
N
NISSAN MOTOR CO.,LTD.
353800DRBDH1LUTNAY26
NISSAN MOTOR CO LTD 144A 4.345000% 09/17/2027
654744AC5
1034000.00000000
PA
USD
1114069.65000000
0.148320487651
Long
DBT
NUSS
JP
N
2
2027-09-17
Fixed
4.34500000
N
N
N
N
N
N
CNX RESOURCES CORPORATION
549300JK3KH8PWM3B226
CNX RESOURCES CORP COMMON STOCK
12653C108
9533.00000000
NS
USD
130030.12000000
0.017311422861
Long
EC
US
N
1
N
N
N
CARTER'S, INC.
5299003WAQK4R3L3ZU36
CARTER'S INC COMMON STOCK
146229109
-994.00000000
NS
USD
-100423.82000000
-0.01336981934
Short
EC
US
N
1
N
N
N
NIKE, INC.
787RXPR0UX0O0XUXPZ81
NIKE INC -CL B COMMON STOCK
654106103
-29986.00000000
NS
USD
-5074830.64000000
-0.67563222395
Short
EC
US
N
1
N
N
N
WD-40 COMPANY
549300UZHTN0CNKBOB19
WD-40 CO COMMON STOCK
929236107
255.00000000
NS
USD
57209.25000000
0.007616493150
Long
EC
US
N
1
N
N
N
VERINT SYSTEMS INC.
549300KEQJS5FRVUCO94
VERINT SYSTEMS INC COMMON STOCK
92343X100
500.00000000
NS
USD
23795.00000000
0.003167922224
Long
EC
US
N
1
N
N
N
TRONOX HOLDINGS PLC
549300NRVC84SGJSXV06
TRONOX HOLDINGS PLC- A COMMON STOCK
G9087Q102
-2200.00000000
NS
USD
-48378.00000000
-0.00644075399
Short
EC
US
N
1
N
N
N
WEST PHARMACEUTICAL SERVICES, INC.
5493007NKRGM1RJQ1P16
WEST PHARMACEUTICAL SERVICES COMMON STOCK
955306105
531.00000000
NS
USD
235052.46000000
0.031293461311
Long
EC
US
N
1
N
N
N
10X Genomics Inc
5493003Z6741WNLG7H43
10X GENOMICS INC-CLASS A COMMON STOCK
88025U109
903.00000000
NS
USD
137987.43000000
0.018370810933
Long
EC
US
N
1
N
N
N
AVIATION CAPITAL GROUP LLC
549300ODEK8HY3445C77
AVIATION CAPITAL GROUP LLC 144A 1.950000% 01/30/2026
05369AAK7
406000.00000000
PA
USD
398466.48000000
0.053049414483
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
BECTON, DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO COMMON STOCK
075887109
2243.00000000
NS
USD
531905.02000000
0.070814613745
Long
EC
US
N
1
N
N
N
HARDEES FUNDING LLC
N/A
HARDEE'S FUNDING LLC HNGRY 2020-1A A2
411707AH5
264076.46000000
PA
USD
275722.50000000
0.036708024185
Long
ABS-MBS
US
Y
2
2050-12-20
Fixed
3.98100000
N
N
N
N
N
N
ABN AMRO Bank N.V.
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV 144A 4.750000% 07/28/2025
00080QAF2
200000.00000000
PA
USD
218562.10000000
0.029098034628
Long
DBT
NUSS
NL
N
2
2025-07-28
Fixed
4.75000000
N
N
N
N
N
N
B&G FOODS, INC.
549300TRW1LZMDJZAQ78
B&G FOODS INC COMMON STOCK
05508R106
971.00000000
NS
USD
29256.23000000
0.003894997319
Long
EC
US
N
1
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GS MORTGAGE SECURITIES TRUST 2014-GC22 GSMS 2014-GC22 A5
36253BAU7
766935.00000000
PA
USD
811072.26000000
0.107981249757
Long
ABS-MBS
US
N
2
2047-06-10
Fixed
3.86200000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES, INC.
549300GLKVIO8YRCYN02
KEYSIGHT TECHNOLOGIES IN COMMON STOCK
49338L103
-967.00000000
NS
USD
-188062.16000000
-0.02503745729
Short
EC
US
N
1
N
N
N
Beam Therapeutics Inc
N/A
BEAM THERAPEUTICS INC COMMON STOCK
07373V105
400.00000000
NS
USD
31660.00000000
0.004215020702
Long
EC
US
N
1
N
N
N
COUSINS PROPERTIES INCORPORATED
5493007XPYD5EJABN062
COUSINS PROPERTIES INC REIT
222795502
2324.00000000
NS
USD
87754.24000000
0.011683068172
Long
EC
US
N
1
N
N
N
FORMULA ONE GROUP
549300ZKUTPIBZLWLL89
LIBERTY MEDIA CORP-LIBERTY-C COMMON STOCK
531229854
971.00000000
NS
USD
59153.32000000
0.007875314859
Long
EC
US
N
1
N
N
N
N/A
N/A
LAD AUTO RECEIVABLES TRUST 2021-1 LADAR 2021-1A A
501683AA4
681000.00000000
PA
USD
680785.49000000
0.090635658069
Long
ABS-MBS
US
N
2
2026-08-17
Fixed
1.30000000
N
N
N
N
N
N
BX TRUST
N/A
BX COMMERCIAL MORTGAGE TRUST 2019-IMC BX 2019-IMC D
05608BAL4
151698.00000000
PA
USD
149607.40000000
0.019917823382
Long
ABS-MBS
US
N
2
2034-04-15
Floating
1.98900000
N
N
N
N
N
N
SERVICENOW, INC.
549300HJTQM36M0E1G39
SERVICENOW INC COMMON STOCK
81762P102
412.00000000
NS
USD
266852.40000000
0.035527112778
Long
EC
US
N
1
N
N
N
ALCOA CORPORATION
549300T12EZ1F6PWWU29
ALCOA CORP COMMON STOCK
013872106
-1500.00000000
NS
USD
-69795.00000000
-0.00929208370
Short
EC
US
N
1
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019- NCMS 2019-MILE A
63875FAA4
346176.00000000
PA
USD
346279.71000000
0.046101583909
Long
ABS-MBS
US
N
2
2036-07-15
Floating
1.59000120
N
N
N
N
N
N
REX AMERICAN RESOURCES CORPORATION
N/A
REX AMERICAN RESOURCES CORP COMMON STOCK
761624105
293.00000000
NS
USD
26663.00000000
0.003549750378
Long
EC
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 0.250000% 07/10/2023
3135G05G4
1100000.00000000
PA
USD
1096473.93000000
0.145977900030
Long
DBT
USGA
US
N
2
2023-07-10
Fixed
0.25000000
N
N
N
N
N
N
B.A.T CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 2.726000% 03/25/2031
05526DBS3
504000.00000000
PA
USD
487472.06000000
0.064899078487
Long
DBT
CORP
GB
N
2
2031-03-25
Fixed
2.72600000
N
N
N
N
N
N
N/A
N/A
COTTON NO.2 FUTR MAR22 PHYSICAL COMMODITY FUTURE.
N/A
11.00000000
NC
USD
585255.00000000
0.077917307055
N/A
DCO
US
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Cotton
Cotton No. 2 Future Mar 2022
2022-03-12
633315.32000000
USD
-48060.32000000
N
N
N
Twist Bioscience Corp
549300T23BL59LCOH584
TWIST BIOSCIENCE CORP COMMON STOCK
90184D100
400.00000000
NS
USD
38200.00000000
0.005085716703
Long
EC
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
CONNECTICUT AVENUE SECURITIES TRUST 2019-R03 CAS 2019-R03 1M2
20753MAF5
33826.84130000
PA
USD
33966.40000000
0.004522080833
Long
ABS-MBS
US
N
2
2031-09-25
Floating
2.24200080
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC COMMON STOCK
11135F101
-1598.00000000
NS
USD
-884780.64000000
-0.11779433717
Short
EC
US
N
1
N
N
N
PNM RESOURCES, INC.
5493003JOBJGLZSDDQ28
PNM RESOURCES INC COMMON STOCK
69349H107
534.00000000
NS
USD
26294.16000000
0.003500645254
Long
EC
US
N
1
N
N
N
REDFIN CORPORATION
549300HXWD3JEMZU3O57
REDFIN CORP COMMON STOCK
75737F108
1258.00000000
NS
USD
51188.02000000
0.006814863045
Long
EC
US
N
1
N
N
N
CERIDIAN HCM HOLDING INC.
549300T64GVCHFJ8L449
CERIDIAN HCM HOLDING INC COMMON STOCK
15677J108
500.00000000
NS
USD
54700.00000000
0.007282426798
Long
EC
US
N
1
N
N
N
PATRICK INDUSTRIES, INC.
549300FZ5ZTCCJ3Z5W14
PATRICK INDUSTRIES INC COMMON STOCK
703343103
-900.00000000
NS
USD
-71793.00000000
-0.00955808532
Short
EC
US
N
1
N
N
N
AMEDISYS, INC.
5299001RBS9GK9STN379
AMEDISYS INC COMMON STOCK
023436108
200.00000000
NS
USD
27930.00000000
0.003718431087
Long
EC
US
N
1
N
N
N
UBS COMMERCIAL MORTGAGE TRUST
N/A
UBS COMMERCIAL MORTGAGE TRUST 2018-C10 UBSCM 2018-C10 A4
90276FAW4
1000000.00000000
PA
USD
1126630.80000000
0.149992803106
Long
ABS-MBS
US
N
2
2051-05-15
Fixed
4.31340000
N
N
N
N
N
N
TD SYNNEX CORPORATION
5493004HI6PFLF46NS53
TD SYNNEX CORP COMMON STOCK
87162W100
-500.00000000
NS
USD
-51730.00000000
-0.00688701898
Short
EC
US
N
1
N
N
N
MOLINA HEALTHCARE, INC.
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC COMMON STOCK
60855R100
374.00000000
NS
USD
106657.32000000
0.014199709788
Long
EC
US
N
1
N
N
N
RPM INTERNATIONAL INC.
549300TJCKW4BRXPJ474
RPM INTERNATIONAL INC COMMON STOCK
749685103
-1825.00000000
NS
USD
-166148.00000000
-0.02211993871
Short
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
CDS112080
-2900000.00000000
NC
USD
-275704.75000000
-0.03670566105
N/A
DCR
XX
N
2
BRK: MORGAN STANLEY & CO. INTERNATIONAL PLC
N/A
Y
2058-09-17
0.00000000
USD
-341245.24000000
USD
-2900000.00000000
USD
65540.49000000
N
N
N
Qiagen N.V.
54930036WK3GMCN17Z57
QIAGEN N.V. COMMON STOCK
N72482123
2382.00000000
NS
USD
131319.66000000
0.017483104408
Long
EC
US
N
1
N
N
N
HORMEL FOODS CORPORATION
MSD54751OJP1FS2ND863
HORMEL FOODS CORP COMMON STOCK
440452100
6824.00000000
NS
USD
282513.60000000
0.037612150120
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2023
912828VM9
21745000.00000000
PA
USD
27190668.55000000
3.620000974722
Long
DBT
USGA
US
N
2
2023-07-15
Fixed
0.37500000
N
N
N
N
N
N
BELLEMEADE RE LTD.
N/A
BELLEMEADE RE 2018-3 LTD BMIR 2018-3A M1B
07877TAB7
311061.20940000
PA
USD
310977.47000000
0.041401657426
Long
ABS-MBS
BM
N
2
2028-10-25
Floating
1.94199840
N
N
N
N
N
N
BLACK HILLS CORPORATION
3MGELCRSTNSAMJ962671
BLACK HILLS CORP COMMON STOCK
092113109
800.00000000
NS
USD
51296.00000000
0.006829238849
Long
EC
US
N
1
N
N
N
AVALARA, INC.
549300Q16CMW239SS315
AVALARA INC COMMON STOCK
05338G106
200.00000000
NS
USD
27936.00000000
0.003719229891
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 0.125000% 04/30/2023
91282CBX8
300000.00000000
PA
USD
298875.00000000
0.039790407850
Long
SN
UST
US
N
2
2023-04-30
Fixed
0.12500000
N
N
N
N
N
N
ALIBABA GROUP HOLDING LIMITED
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING LTD 2.125000% 02/09/2031
01609WAX0
1023000.00000000
PA
USD
994077.58000000
0.132345469988
Long
DBT
NUSS
CN
N
2
2031-02-09
Fixed
2.12500000
N
N
N
N
N
N
TYSON FOODS, INC.
WD6L6041MNRW1JE49D58
TYSON FOODS INC-CL A COMMON STOCK
902494103
6820.00000000
NS
USD
538507.20000000
0.071693588015
Long
EC
US
N
1
N
N
N
RADNOR RE/ESSENT
N/A
RADNOR RE 2019-1 LTD RMIR 2019-1 M1B
75049SAB9
404447.08120000
PA
USD
404588.60000000
0.053864476471
Long
ABS-MBS
BM
N
2
2029-02-25
Floating
2.04199920
N
N
N
N
N
N
DOMINO'S PIZZA, INC.
25490005ZWM1IF9UXU57
DOMINO'S PIZZA INC COMMON STOCK
25754A201
-695.00000000
NS
USD
-364277.30000000
-0.04849767406
Short
EC
US
N
1
N
N
N
NEXSTAR MEDIA GROUP, INC.
52990083ZRR5UT591988
NEXSTAR MEDIA GROUP INC-CL A COMMON STOCK
65336K103
-146.00000000
NS
USD
-21827.00000000
-0.00290591462
Short
EC
US
N
1
N
N
N
SPIRIT REALTY CAPITAL, INC.
549300LTU6LVPZSHMJ25
SPIRIT REALTY CAPITAL INC REIT
84860W300
1668.00000000
NS
USD
74326.08000000
0.009895324256
Long
EC
US
N
1
N
N
N
TIME WARNER CABLE, LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC 4.500000% 09/15/2042
88732JBD9
245000.00000000
PA
USD
269313.37000000
0.035854751423
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
TUPPERWARE BRANDS CORPORATION
G8NWFN4YP7CR6FOP4886
TUPPERWARE BRANDS CORP COMMON STOCK
899896104
-1400.00000000
NS
USD
-21896.00000000
-0.00291510086
Short
EC
US
N
1
N
N
N
N/A
N/A
NATURAL GAS OPTN Jan22P 3.5 SHORT
N/A
-10.00000000
NC
USD
-2000.00000000
-0.00026626789
N/A
DIR
US
N
1
RBC CAPITAL
N/A
Put
Written
N/A
Put Option 3.5 Dec 2021 on Natural Gas Future Jan 2022
-100000.00000000
3.50000000
USD
2021-12-31
XXXX
17255.70000000
N
N
N
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST
N/A
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 UBSBB 2012-C4 A5
90270RBE3
193944.00000000
PA
USD
196528.75000000
0.026164647818
Long
ABS-MBS
US
N
2
2045-12-10
Fixed
2.85020000
N
N
N
N
N
N
Frank's International N.V.
724500LJYA8QIT73H017
EXPRO GROUP HOLDINGS NV COMMON STOCK
N3144W105
1766.00000000
NS
USD
24741.66000000
0.003293954804
Long
EC
US
N
1
N
N
N
EOG RESOURCES, INC.
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC COMMON STOCK
26875P101
24462.00000000
NS
USD
2128194.00000000
0.283334863217
Long
EC
US
N
1
N
N
N
MALIBU BOATS, INC.
N/A
MALIBU BOATS INC - A COMMON STOCK
56117J100
-300.00000000
NS
USD
-20841.00000000
-0.00277464455
Short
EC
US
N
1
N
N
N
OKTA, INC.
549300N8J06I8MRHU620
OKTA INC COMMON STOCK
679295105
353.00000000
NS
USD
75976.19000000
0.010115009910
Long
EC
US
N
1
N
N
N
FIRST SOLAR, INC.
549300NPYMLM4NHTOF27
FIRST SOLAR INC COMMON STOCK
336433107
-500.00000000
NS
USD
-51800.00000000
-0.00689633835
Short
EC
US
N
1
N
N
N
NATIONAL RETAIL PROPERTIES, INC.
5493008JKH5SOTI0JS97
NATIONAL RETAIL PROPERTIES REIT
637417106
2695.00000000
NS
USD
118849.50000000
0.015822902811
Long
EC
US
N
1
N
N
N
NATIONAL HEALTH INVESTORS, INC.
549300ZPKZIG6DKDEC02
NATL HEALTH INVESTORS INC REIT
63633D104
759.00000000
NS
USD
39650.16000000
0.005278782225
Long
EC
US
N
1
N
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC.
BZLRL03D3GPGMOGFO832
INTL FLAVORS & FRAGRANCES COMMON STOCK
459506101
-2481.00000000
NS
USD
-352723.77000000
-0.04695950704
Short
EC
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2016-C06 1M2
30711XDS0
184008.36460000
PA
USD
190888.47000000
0.025413735090
Long
DBT
USGA
US
N
2
2029-04-25
Floating
4.34199960
N
N
N
N
N
N
MEDPACE HOLDINGS, INC.
549300H8TYEUVTW14A54
MEDPACE HOLDINGS INC COMMON STOCK
58506Q109
300.00000000
NS
USD
62223.00000000
0.008283993467
Long
EC
US
N
1
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
N/A
FEDERAL FARM CREDIT BANK VARIABLE RATE 11/06/2023
3133EMGG1
2000000.00000000
PA
USD
2002536.42000000
0.266605573856
Long
DBT
USGA
US
N
2
2023-11-06
Floating
0.18500040
N
N
N
N
N
N
Coterra Energy Inc.
FCNMH6O7VWU7LHXMK351
COTERRA ENERGY INC COMMON STOCK
127097103
33010.00000000
NS
USD
662840.80000000
0.088246610695
Long
EC
US
N
1
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
SYSCO CORP COMMON STOCK
871829107
11067.00000000
NS
USD
775132.68000000
0.103196471685
Long
EC
US
N
1
N
N
N
LyondellBasell Industries N.V.
BN6WCCZ8OVP3ITUUVN49
LYONDELLBASELL INDU-CL A COMMON STOCK
N53745100
-2700.00000000
NS
USD
-235251.00000000
-0.03131989372
Short
EC
US
N
1
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
N/A
FEDERAL FARM CREDIT BANK VARIABLE RATE 05/16/2022
3133EKLN4
3000000.00000000
PA
USD
3003528.93000000
0.399871655756
Long
DBT
USGA
US
N
2
2022-05-16
Floating
0.32000760
N
N
N
N
N
N
BOOKING HOLDINGS INC.
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC COMMON STOCK
09857L108
-617.00000000
NS
USD
-1296841.45000000
-0.17265361844
Short
EC
US
N
1
N
N
N
FATE THERAPEUTICS, INC.
549300L14Q4UHOODLA90
FATE THERAPEUTICS INC COMMON STOCK
31189P102
590.00000000
NS
USD
32455.90000000
0.004320982009
Long
EC
US
N
1
N
N
N
ARCONIC CORPORATION
549300B4YFWH3U74B152
ARCONIC CORP COMMON STOCK
03966V107
-1600.00000000
NS
USD
-42752.00000000
-0.00569174242
Short
EC
US
N
1
N
N
N
ENA MASTER TRUST
549300CBCHB6Q73VG753
ENA MASTER TRUST 144A 4.000000% 05/19/2048
29249BAA3
269000.00000000
PA
USD
270008.75000000
0.035947330106
Long
DBT
NUSS
PA
N
2
2048-05-19
Fixed
4.00000000
N
N
N
N
N
N
HEALTHCARE REALTY TRUST INCORPORATED
549300CB86LH2IOKHH22
HEALTHCARE REALTY TRUST INC REIT
421946104
2139.00000000
NS
USD
66993.48000000
0.008919106290
Long
EC
US
N
1
N
N
N
AMERICAN TOWER CORPORATION
5493006ORUSIL88JOE18
AMERICAN TOWER CORP REIT
03027X100
6182.00000000
NS
USD
1622651.36000000
0.216029977123
Long
EC
US
N
1
N
N
N
SFL CORPORATION LTD.
549300RLYYPSB0C7RH77
SFL CORP LTD COMMON STOCK
G7738W106
5417.00000000
NS
USD
45177.78000000
0.006014696083
Long
EC
US
N
1
N
N
N
N/A
N/A
BRK: CHASE SECURITIES AMT: 8,175,000.00
N/A
-8175000.00000000
PA
USD
-8175000.00000000
-1.08837000141
Short
RA
US
N
2
Reverse repurchase
N
0.12000000
2050-12-31
6540000.00000000
USD
8196871.36000000
USD
UST
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 144A 3.375000% 04/15/2029
87264ACD5
63000.00000000
PA
USD
63393.75000000
0.008439860033
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
N/A
N/A
SOYBEAN MEAL FUTR JAN22 PHYSICAL COMMODITY FUTURE.
N/A
54.00000000
NC
USD
1845720.00000000
0.245727985201
N/A
DCO
US
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Soybean Meal
Soybean Meal Future Jan 2022
2022-01-17
1714591.24000000
USD
131128.76000000
N
N
N
PENUMBRA, INC.
549300RGE06P3ECANU72
PENUMBRA INC COMMON STOCK
70975L107
195.00000000
NS
USD
47901.75000000
0.006377348956
Long
EC
US
N
1
N
N
N
VECTOR GROUP LTD.
549300TUIF4WWN6NDN50
VECTOR GROUP LTD COMMON STOCK
92240M108
1419.00000000
NS
USD
22051.26000000
0.002935771238
Long
EC
US
N
1
N
N
N
DICK'S SPORTING GOODS, INC.
529900SSBV5I4LWSK313
DICK'S SPORTING GOODS INC COMMON STOCK
253393102
-600.00000000
NS
USD
-70536.00000000
-0.00939073595
Short
EC
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
CONNECTICUT AVENUE SECURITIES TRUST 2019-R06 CAS 2019-R06 2M2
20754JAB0
111844.61180000
PA
USD
112074.46000000
0.014920915007
Long
ABS-MBS
US
N
2
2039-09-25
Floating
2.19162960
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC 144A 3.187000% 11/15/2036
11135FBQ3
446000.00000000
PA
USD
439113.76000000
0.058460947228
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
O-I GLASS, INC.
N/A
O-I GLASS INC COMMON STOCK
67098H104
-1500.00000000
NS
USD
-16605.00000000
-0.00221068915
Short
EC
US
N
1
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C2 JPMBB 2014-C21 A5
46642EAY2
955000.00000000
PA
USD
1009160.34000000
0.134353497330
Long
ABS-MBS
US
N
2
2047-08-15
Fixed
3.77480000
N
N
N
N
N
N
BRK: MORGAN STANLEY
N/A
BRK: MORGAN STANLEY PAY: 2.631%
N/A
1300000.00000000
NC
USD
-166296.38000000
-0.02213969312
N/A
DIR
XX
N
2
BRK: MORGAN STANLEY
N/A
Y
2035-11-10
0.00000000
USD
0.00000000
USD
-1300000.00000000
USD
-166296.38000000
N
N
N
2U, INC.
5493008RVTXVR43PYF84
2U INC COMMON STOCK
90214J101
-1300.00000000
NS
USD
-30927.00000000
-0.00411743352
Short
EC
US
N
1
N
N
N
VISTRA OPERATIONS COMPANY LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 144A 4.375000% 05/01/2029
92840VAH5
522000.00000000
PA
USD
512160.30000000
0.068185921276
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.37500000
N
N
N
N
N
N
eXp World Holdings Inc
549300TWVVZC283VEC32
EXP WORLD HOLDINGS INC COMMON STOCK
30212W100
400.00000000
NS
USD
14684.00000000
0.001954938850
Long
EC
US
N
1
N
N
N
INTERNATIONAL PAPER COMPANY
824LMFJDH41EY779Q875
INTERNATIONAL PAPER CO COMMON STOCK
460146103
-4362.00000000
NS
USD
-198558.24000000
-0.02643484182
Short
EC
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
CONNECTICUT AVENUE SECURITIES TRUST 2019-R05 CAS 2019-R05 1M2
20754HAE8
30219.75310000
PA
USD
30277.39000000
0.004030948378
Long
ABS-MBS
US
N
2
2039-07-25
Floating
2.09199960
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2016-C05 2M2
30711XDK7
463816.30600000
PA
USD
481086.18000000
0.064048901089
Long
DBT
USGA
US
N
2
2029-01-25
Floating
4.54200120
N
N
N
N
N
N
CHESAPEAKE ENERGY CORPORATION
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP COMMON STOCK
165167735
4400.00000000
NS
USD
261976.00000000
0.034877898408
Long
EC
US
N
1
N
N
N
CHEMED CORPORATION
54930020031IDJT2IM79
CHEMED CORP COMMON STOCK
16359R103
127.00000000
NS
USD
59117.23000000
0.007870510054
Long
EC
US
N
1
N
N
N
OMEGA HEALTHCARE INVESTORS, INC.
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS REIT
681936100
3239.00000000
NS
USD
90497.66000000
0.012048310500
Long
EC
US
N
1
N
N
N
N/A
N/A
PLATINUM FUTURE JAN22 PHYSICAL COMMODITY FUTURE.
N/A
19.00000000
NC
USD
880935.00000000
0.117282351951
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Platinum
PLATINUM FUTURE(Consolidated) Jan 2022
2022-01-30
1007865.99000000
USD
-126930.99000000
N
N
N
N/A
N/A
Credit Default Swap
CDS858152
-31999.06000000
NC
USD
-8744.88000000
-0.00116424037
N/A
DCR
XX
N
2
BRK: CITIGROUP
N/A
Y
2063-05-11
0.00000000
USD
-4004.94000000
USD
-31999.06000000
USD
-4739.94000000
N
N
N
INGREDION INCORPORATED
PKSTQ48QDN0XSVS7YK88
INGREDION INC COMMON STOCK
457187102
1668.00000000
NS
USD
155340.84000000
0.020681138868
Long
EC
US
N
1
N
N
N
THE MACERICH COMPANY
529900PSWCB5KI0JYU46
MACERICH CO/THE REIT
554382101
3603.00000000
NS
USD
67952.58000000
0.009046795057
Long
EC
US
N
1
N
N
N
WALGREENS BOOTS ALLIANCE, INC.
549300RPTUOIXG4LIH86
WALGREENS BOOTS ALLIANCE INC COMMON STOCK
931427108
16259.00000000
NS
USD
728403.20000000
0.096975191659
Long
EC
US
N
1
N
N
N
THE HAIN CELESTIAL GROUP, INC.
5493000S8QXWHLIXDP75
HAIN CELESTIAL GROUP INC COMMON STOCK
405217100
1827.00000000
NS
USD
72038.61000000
0.009590784350
Long
EC
US
N
1
N
N
N
TENNECO INC.
549300U0EXXFAQFAD785
TENNECO INC-CLASS A COMMON STOCK
880349105
-2374.00000000
NS
USD
-24927.00000000
-0.00331862985
Short
EC
US
N
1
N
N
N
BRUKER CORPORATION
LEBZ6VLQ6I8XB1NHVY15
BRUKER CORP COMMON STOCK
116794108
976.00000000
NS
USD
79046.24000000
0.010523737778
Long
EC
US
N
1
N
N
N
AMPHENOL CORPORATION
549300D3L3G0R4U4VT04
AMPHENOL CORP-CL A COMMON STOCK
032095101
-3400.00000000
NS
USD
-273972.00000000
-0.03647497321
Short
EC
US
N
1
N
N
N
AMEREN CORPORATION
XRZQ5S7HYJFPHJ78L959
AMEREN CORPORATION COMMON STOCK
023608102
2513.00000000
NS
USD
205035.67000000
0.027297207639
Long
EC
US
N
1
N
N
N
SHAKE SHACK INC.
529900J74GJAHYP80N79
SHAKE SHACK INC - CLASS A COMMON STOCK
819047101
-400.00000000
NS
USD
-29196.00000000
-0.00388697866
Short
EC
US
N
1
N
N
N
DAVE & BUSTER'S ENTERTAINMENT, INC.
529900WTVU85QZLYHR86
DAVE & BUSTER'S ENTERTAINMEN COMMON STOCK
238337109
-1000.00000000
NS
USD
-32480.00000000
-0.00432419053
Short
EC
US
N
1
N
N
N
N/A
N/A
LME LEAD FUTURE DEC21 PHYSICAL COMMODITY FUTURE.
N/A
60.00000000
NC
USD
3447375.00000000
0.458962634084
N/A
DCO
GB
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Lead
LME LEAD FUTURE Dec 2021
2021-12-16
3559633.80000000
USD
-112258.80000000
N
N
N
BELLEMEADE RE LTD.
N/A
BELLEMEADE RE 2019-3 LTD BMIR 2019-3A M1C
07877GAC3
366000.00000000
PA
USD
365737.58000000
0.048692086906
Long
ABS-MBS
BM
N
2
2029-07-25
Floating
2.04162840
N
N
N
N
N
N
EXPEDIA GROUP, INC.
N/A
EXPEDIA GROUP INC 144A 6.250000% 05/01/2025
30212PAS4
24000.00000000
PA
USD
27243.83000000
0.003627078568
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
ALBEMARLE CORPORATION
HDBLS2Q6GV1LSKQPBS54
ALBEMARLE CORP COMMON STOCK
012653101
-1200.00000000
NS
USD
-319788.00000000
-0.04257463804
Short
EC
US
N
1
N
N
N
N/A
N/A
NY HARB ULSD FUT MAR22 PHYSICAL COMMODITY FUTURE.
N/A
-1.00000000
NC
USD
-85759.80000000
-0.01141754050
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Heating Oil
Heating Oil Future Mar 2022
2022-03-03
-100184.10000000
USD
14424.30000000
N
N
N
MERCADOLIBRE, INC.
549300DKPDN9M5S8GB14
MERCADOLIBRE INC 2.375000% 01/14/2026
58733RAE2
200000.00000000
PA
USD
191482.00000000
0.025492754080
Long
DBT
CORP
AR
N
2
2026-01-14
Fixed
2.37500000
N
N
N
N
N
N
N/A
N/A
BRENT CRUDE FUTR FEB22 PHYSICAL COMMODITY FUTURE.
N/A
100.00000000
NC
USD
6923000.00000000
0.921686302119
N/A
DCO
GB
N
1
MORGAN STANLEY & CO, INC
N/A
Long
Crude Oil
BRENT CRUDE OIL(ICE) Feb 2022
2022-01-02
8220082.00000000
USD
-1297082.00000000
N
N
N
TANDEM DIABETES CARE, INC.
549300JEPFOD0K4D3I05
TANDEM DIABETES CARE INC COMMON STOCK
875372203
400.00000000
NS
USD
51408.00000000
0.006844149851
Long
EC
US
N
1
N
N
N
BOTTOMLINE TECHNOLOGIES, INC.
OJ3Q4KYIXDSSGURLMT36
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK
101388106
683.00000000
NS
USD
30625.72000000
0.004077322925
Long
EC
US
N
1
N
N
N
N/A
N/A
NY HARB ULSD FUT JAN22 PHYSICAL COMMODITY FUTURE.
N/A
35.00000000
NC
USD
3028641.00000000
0.403214924705
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Heating Oil
HEATING OIL FUTURE Jan 2022
2022-01-03
3457292.48000000
USD
-428651.48000000
N
N
N
MACK-CALI REALTY CORPORATION
N/A
MACK-CALI REALTY CORP REIT
554489104
2576.00000000
NS
USD
43044.96000000
0.005730745342
Long
EC
US
N
1
N
N
N
THE CHARLES SCHWAB CORPORATION
549300VSGCJ7E698NM85
CHARLES SCHWAB CORP/THE 4.000000% MATURITY: PERPETUAL
808513BK0
583000.00000000
PA
USD
580813.75000000
0.077326025921
Long
DBT
CORP
US
N
2
2170-06-01
Fixed
4.00000000
N
N
N
N
N
N
ONEOK PARTNERS, L.P.
T4DHW82NMF6BXJT50795
ONEOK PARTNERS LP 6.125000% 02/01/2041
68268NAG8
54000.00000000
PA
USD
68616.42000000
0.009135174695
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.12500000
N
N
N
N
N
N
ZOOM VIDEO COMMUNICATIONS, INC.
549300T9GCHU0ODOM055
ZOOM VIDEO COMMUNICATIONS-A COMMON STOCK
98980L101
462.00000000
NS
USD
97671.42000000
0.013003381470
Long
EC
US
N
1
N
N
N
N/A
N/A
SOYBEAN FUTURE JAN22 PHYSICAL COMMODITY FUTURE.
N/A
4.00000000
NC
USD
243450.00000000
0.032411458941
N/A
DCO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Soybeans
Soybean Future Jan 2022
2022-01-17
251262.60000000
USD
-7812.60000000
N
N
N
AMPHASTAR PHARMACEUTICALS INC
54930055TH0ZLSAQMJ38
AMPHASTAR PHARMACEUTICALS IN COMMON STOCK
03209R103
1407.00000000
NS
USD
27520.92000000
0.003663968653
Long
EC
US
N
1
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE 2.615000% 04/22/2032
38141GYB4
688000.00000000
PA
USD
689356.34000000
0.091776729143
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.61500000
N
N
N
N
N
N
Agios Pharmaceuticals Inc
529900ONJHY8EOGYT555
AGIOS PHARMACEUTICALS INC COMMON STOCK
00847X104
700.00000000
NS
USD
24934.00000000
0.003319561787
Long
EC
US
N
1
N
N
N
HP INC.
WHKXQACZ14C5XRO8LW03
HP INC COMMON STOCK
40434L105
-4593.00000000
NS
USD
-162041.04000000
-0.02157316292
Short
EC
US
N
1
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP COMMON STOCK
674599105
35875.00000000
NS
USD
1063693.75000000
0.141613745345
Long
EC
US
N
1
N
N
N
N/A
N/A
90DAY EURO$ FUTR SEP22 FINANCIAL COMMODITY FUTURE.
N/A
-25.00000000
NC
USD
-6208750.00000000
-0.82659538181
N/A
DO
US
N
1
MORGAN STANLEY & CO, INC
N/A
Short
Interest Rate Futures
3M -- 90 Day EuroDollar Future (Consolidated) Sep 2022
2022-09-22
-6228980.75000000
USD
20230.75000000
N
N
N
VENTURE GLOBAL CALCASIEU PASS, LLC
549300GKHS6RS20NLH85
VENTURE GLOBAL CALCASIEU PASS LLC 144A 4.125000% 08/15/2031
92328MAB9
150000.00000000
PA
USD
153399.00000000
0.020422614048
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
WW International, Inc.
SGT8R1MU6ESIC7UJC518
WW INTERNATIONAL INC COMMON STOCK
98262P101
-1300.00000000
NS
USD
-21866.00000000
-0.00291110684
Short
EC
US
N
1
N
N
N
FMC CORPORATION
CKDHZ2X64EEBQCSP7013
FMC CORP COMMON STOCK
302491303
-1643.00000000
NS
USD
-164612.17000000
-0.02191546760
Short
EC
US
N
1
N
N
N
ENBRIDGE ENERGY PARTNERS, L.P.
CZ6VG2MNE1J6YDI02G48
ENBRIDGE ENERGY PARTNERS LP 7.375000% 10/15/2045
29250RAX4
587000.00000000
PA
USD
933075.54000000
0.124224027742
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
7.37500000
N
N
N
N
N
N
N/A
N/A
BRK: HSBC SECURITIES NEW YORK REF: 52,511,250.00
N/A
-52511250.00000000
PA
USD
-52511250.00000000
-6.99102987608
Short
RA
US
N
2
Reverse repurchase
N
0.08000000
2050-12-31
41800000.00000000
USD
53030306.53000000
USD
UST
N
N
N
EMPIRE STATE REALTY TRUST, INC.
549300VOKY1DUEQSB456
EMPIRE STATE REALTY TRUST-A REIT
292104106
4209.00000000
NS
USD
38259.81000000
0.005093679445
Long
EC
US
N
1
N
N
N
NISOURCE INC.
549300D8GOWWH0SJB189
NISOURCE INC COMMON STOCK
65473P105
3419.00000000
NS
USD
83799.69000000
0.011156583330
Long
EC
US
N
1
N
N
N
INVITATION HOMES TRUST
N/A
INVITATION HOMES 2018-SFR3 TRUST IHSFR 2018-SFR3 C
46187VAE9
94452.16590000
PA
USD
94603.77000000
0.012594973124
Long
ABS-MBS
US
N
2
2037-07-17
Floating
1.39100040
N
N
N
N
N
N
Dorian LPG Ltd.
549300WP1W2WGMC7F395
DORIAN LPG LTD COMMON STOCK
Y2106R110
3100.00000000
NS
USD
38161.00000000
0.005080524480
Long
EC
US
N
1
N
N
N
THE BEAUTY HEALTH COMPANY
5493001Z2JZQT4C63C50
BEAUTY HEALTH CO/THE COMMON STOCK
88331L108
2600.00000000
NS
USD
67496.00000000
0.008986008760
Long
EC
US
N
1
N
N
N
CITRIX SYSTEMS, INC.
HCTKJGUQOPZ5NBK7NP58
CITRIX SYSTEMS INC COMMON STOCK
177376100
200.00000000
NS
USD
16086.00000000
0.002141592641
Long
EC
US
N
1
N
N
N
BROWN-FORMAN CORPORATION
549300873K3LXF7ARU34
BROWN-FORMAN CORP-CLASS A COMMON STOCK
115637100
927.00000000
NS
USD
60876.09000000
0.008104674025
Long
EC
US
N
1
N
N
N
CABLE ONE, INC.
549300648QS85T0XSH18
CABLE ONE INC COMMON STOCK
12685J105
-84.00000000
NS
USD
-148853.04000000
-0.01981739245
Short
EC
US
N
1
N
N
N
ACUSHNET HOLDINGS CORP.
529900W5FI106H543E43
ACUSHNET HOLDINGS CORP COMMON STOCK
005098108
-600.00000000
NS
USD
-32628.00000000
-0.00434389436
Short
EC
US
N
1
N
N
N
GS MORTGAGE SECURITIES CORP.
N/A
GS MORTGAGE SECURITIES TRUST 2021-1 AS
36246LAE1
23000.00000000
PA
USD
23210.42000000
0.003090094782
Long
DBT
USGA
US
N
2
2026-08-17
Fixed
2.63770000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC COMMON STOCK
037833100
-36723.00000000
NS
USD
-6070311.90000000
-0.80816457140
Short
EC
US
N
1
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 4.300000% 12/15/2042
00206RBH4
208000.00000000
PA
USD
235267.15000000
0.031322043838
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.30000000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP 5.100000% MATURITY: PERPETUAL
89832QAF6
792000.00000000
PA
USD
882684.00000000
0.117515203221
Long
DBT
CORP
US
N
2
2170-03-01
Fixed
5.10000000
N
N
N
N
N
N
PREMIER, INC.
N/A
PREMIER INC-CLASS A COMMON STOCK
74051N102
500.00000000
NS
USD
18535.00000000
0.002467637672
Long
EC
US
N
1
N
N
N
BRK: SOCIETE GENERALE
N/A
BRK: SOCIETE GENERALE REF: SOCIETE GENERALE COMMODITIES CUSTOM ALPHA 061
N/A
49026.28960000
NC
USD
-67400.48000000
-0.00897329180
N/A
DE
US
N
2
BRK: SOCIETE GENERALE
N/A
Y
2021-12-04
0.00000000
USD
0.00000000
USD
-4387999.14000000
USD
-67400.48000000
N
N
N
AUTOZONE, INC.
GA3JGKJ41LJKXDN23E90
AUTOZONE INC COMMON STOCK
053332102
-217.00000000
NS
USD
-394304.19000000
-0.05249527239
Short
EC
US
N
1
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2013-SFS MORTGAGE TRUST COMM 2013-SFS A1
12625EAA7
267431.67630000
PA
USD
268097.29000000
0.035692849895
Long
ABS-MBS
US
N
2
2035-04-12
Fixed
1.87260000
N
N
N
N
N
N
MEDIFAST, INC.
5299000YHQJ21T5KKI80
MEDIFAST INC COMMON STOCK
58470H101
246.00000000
NS
USD
50612.04000000
0.006738180556
Long
EC
US
N
1
N
N
N
DENTSPLY SIRONA INC.
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA INC COMMON STOCK
24906P109
1474.00000000
NS
USD
71842.76000000
0.009564710067
Long
EC
US
N
1
N
N
N
Kodiak Sciences Inc
254900IXI5NI8C9OQE24
KODIAK SCIENCES INC COMMON STOCK
50015M109
400.00000000
NS
USD
36736.00000000
0.004890808608
Long
EC
US
N
1
N
N
N
EVERI HOLDINGS INC.
5299006DK5S7BG10K532
EVERI HOLDINGS INC COMMON STOCK
30034T103
-1800.00000000
NS
USD
-37332.00000000
-0.00497015643
Short
EC
US
N
1
N
N
N
SYNEOS HEALTH, INC.
549300F1ZGKDS8P6GU13
SYNEOS HEALTH INC COMMON STOCK
87166B102
1027.00000000
NS
USD
99783.32000000
0.013284547049
Long
EC
US
N
1
N
N
N
2021-11-30
SEI INSTITUTIONAL INVESTMENTS TRUST
Peter Rodriguez
Peter Rodriguez
CFO