SEI Funds > SEI INSTITUTIONAL MANAGED TRUST
SIMT Multi-Asset Inflation Managed Fund
$756.33M
Avg Monthly Net Assets
$747.85M
Total Assets
$155.85M
Total Liabilities
$592.00M
Net Assets
SIMT Multi-Asset Inflation Managed Fund is a Mutual Fund in SEI INSTITUTIONAL MANAGED TRUST
from SEI Funds,
based in Pennsylvania,
United States of America.
The fund has two share classes
and monthly net assets of $756.33M.
On August 29th, 2024 it reported 1,510 holdings, the largest
being United States of America (25.6%), United States of America (10.8%) and United States of America (7.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class F | C000109626 | SIFAX | |
| Class Y | C000147405 | SLFYX |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 10X GENOMICS INC-CLASS A COMMON STOCK | Long | Equity-common | US | $17K | 859 | 0.00 |
| AB ISSUER LLC AUTHB 2021-1 A2 | Long | ABS-mortgage backed security | US | $727K | – | 0.12 |
| ABBOTT LABORATORIES COMMON STOCK | Long | Equity-common | US | $1M | 10K | 0.17 |
| ABBVIE INC COMMON STOCK (ABBVIE INC.) | Long | Equity-common | US | $2M | 10K | 0.30 |
| ABERCROMBIE & FITCH CO-CL A COMMON STOCK (ABERCROMBIE & FITCH CO.) | Short | Equity-common | US | $-71K | -400 | -0.01 |
| ABIOMED INC - CVR CONTINGENT VALUE RIGHT | Long | Equity-common | US | $0.01 | 408 | 0.00 |
| ABN AMRO BANK NV MTN 4.750000% 07/28/2025 (ABN AMRO Bank N.V.) | Long | Debt | NL | $265K | – | 0.04 |
| ACADEMY SPORTS & OUTDOORS IN COMMON STOCK (ACADEMY SPORTS AND OUTDOORS, INC.) | Short | Equity-common | US | $-28K | -520 | -0.00 |
| ACADIA HEALTHCARE CO INC COMMON STOCK (ACADIA HEALTHCARE COMPANY, INC.) | Long | Equity-common | US | $43K | 630 | 0.01 |
| ACADIA PHARMACEUTICALS INC COMMON STOCK (ACADIA PHARMACEUTICALS INC.) | Long | Equity-common | US | $22K | 1K | 0.00 |
| ACADIA REALTY TRUST REIT | Long | Equity-common | US | $34K | 2K | 0.01 |
| ACCENTURE PLC-CL A COMMON STOCK (ACCENTURE PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $403K | 1K | 0.07 |
| ACM AUTO TRUST 2024-1 ACMAT 2024-1A A (AMERICA'S CAR-MART TRUST) | Long | ABS-mortgage backed security | US | $381K | – | 0.06 |
| ACUSHNET HOLDINGS CORP COMMON STOCK (ACUSHNET HOLDINGS CORP.) | Short | Equity-common | US | $-34K | -537 | -0.01 |
| ADIENT PLC COMMON STOCK (ADIENT PUBLIC LIMITED COMPANY) | Short | Equity-common | US | $-89K | -4K | -0.02 |
| ADOBE INC COMMON STOCK (ADOBE INC.) | Long | Equity-common | US | $536K | 964 | 0.09 |
| ADT INC COMMON STOCK (ADT INC.) | Short | Equity-common | US | $-32K | -4K | -0.01 |
| ADTALEM GLOBAL EDUCATION INC COMMON STOCK (ADTALEM GLOBAL EDUCATION INC.) | Short | Equity-common | US | $-41K | -600 | -0.01 |
| ADVANCE AUTO PARTS INC COMMON STOCK (ADVANCE AUTO PARTS, INC.) | Short | Equity-common | US | $-38K | -596 | -0.01 |
| ADVANCED MICRO DEVICES COMMON STOCK (ADVANCED MICRO DEVICES, INC.) | Short | Equity-common | US | $-406K | -3K | -0.07 |
| AEGEA FINANCE SARL 6.750000% 05/20/2029 (Aegea Finance S.a r.l.) | Long | Debt | BR | $217K | – | 0.04 |
| AES CORP COMMON STOCK (THE AES CORPORATION) | Long | Equity-common | US | $79K | 5K | 0.01 |
| AES PANAMA GENERATION HOLDINGS SRL 144A 4.375000% 05/31/2030 (AES Panama Generation Holdings S. de R.L.) | Long | Debt | PA | $255K | – | 0.04 |
| AFFIRM ASSET SECURITIZATION TRUST 2021-Z1 AFFRM 2021-Z1 A | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| AFFIRM ASSET SECURITIZATION TRUST 2021-Z2 AFFRM 2021-Z2 A | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| AFFIRM ASSET SECURITIZATION TRUST 2022-X1 AFFRM 2022-X1 A | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| AFFIRM ASSET SECURITIZATION TRUST 2024-X1 AFFRM 2024-X1 A | Long | ABS-mortgage backed security | US | $431K | – | 0.07 |
| AGILENT TECHNOLOGIES INC COMMON STOCK (AGILENT TECHNOLOGIES, INC.) | Long | Equity-common | US | $205K | 2K | 0.03 |
| AGL CLO 12 LTD AGL 2021-12A A1 (AGL CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $971K | – | 0.16 |
| AGREE REALTY CORP REIT (AGREE REALTY CORPORATION) | Long | Equity-common | US | $76K | 1K | 0.01 |
| AIR PRODUCTS & CHEMICALS INC COMMON STOCK (AIR PRODUCTS AND CHEMICALS, INC.) | Short | Equity-common | US | $-361K | -1K | -0.06 |
| AIRBNB INC-CLASS A COMMON STOCK (AIRBNB, INC.) | Short | Equity-common | US | $-712K | -5K | -0.12 |
| AKAMAI TECHNOLOGIES INC COMMON STOCK (AKAMAI TECHNOLOGIES, INC.) | Long | Equity-common | US | $36K | 400 | 0.01 |
| ALBEMARLE CORP COMMON STOCK (ALBEMARLE CORPORATION) | Short | Equity-common | US | $-67K | -705 | -0.01 |
| ALBERTSONS COS INC - CLASS A COMMON STOCK (ALBERTSONS COMPANIES, INC.) | Long | Equity-common | US | $111K | 6K | 0.02 |
| ALCOA CORP COMMON STOCK (ALCOA CORPORATION) | Short | Equity-common | US | $-53K | -1K | -0.01 |
| ALEXANDER & BALDWIN INC REIT (ALEXANDER & BALDWIN, INC.) | Long | Equity-common | US | $28K | 2K | 0.00 |
| ALEXANDER FUNDING TRUST II 144A 7.467000% 07/31/2028 | Long | Debt | US | $110K | – | 0.02 |
| ALEXANDRIA REAL ESTATE EQUIT REIT (ALEXANDRIA REAL ESTATE EQUITIES, INC.) | Long | Equity-common | US | $265K | 2K | 0.04 |
| ALIGN TECHNOLOGY INC COMMON STOCK (ALIGN TECHNOLOGY, INC.) | Long | Equity-common | US | $113K | 466 | 0.02 |
| ALKERMES PLC COMMON STOCK (ALKERMES PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $15K | 624 | 0.00 |
| ALLETE INC COMMON STOCK (ALLETE, INC.) | Long | Equity-common | US | $18K | 292 | 0.00 |
| ALLIANT ENERGY CORP COMMON STOCK (ALLIANT ENERGY CORPORATION) | Long | Equity-common | US | $102K | 2K | 0.02 |
| ALLY FINANCIAL INC 6.992000% 06/13/2029 (ALLY FINANCIAL INC.) | Long | Debt | US | $269K | – | 0.05 |
| ALNYLAM PHARMACEUTICALS INC COMMON STOCK (ALNYLAM PHARMACEUTICALS, INC.) | Long | Equity-common | US | $179K | 735 | 0.03 |
| ALPHA METALLURGICAL RESOURCE COMMON STOCK (ALPHA METALLURGICAL RESOURCES, INC.) | Short | Equity-common | US | $-32K | -114 | -0.01 |
| ALPHABET INC-CL A COMMON STOCK (ALPHABET INC.) | Long | Equity-common | US | $2M | 10K | 0.32 |
| ALPHABET INC-CL C COMMON STOCK (ALPHABET INC.) | Long | Equity-common | US | $2M | 9K | 0.27 |
| ALTERNATIVE LOAN TRUST 2005-20CB CWALT 2005-20CB 3A6 (CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| ALTERNATIVE LOAN TRUST 2006-24CB CWALT 2006-24CB A16 (CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)) | Long | ABS-mortgage backed security | US | $119K | – | 0.02 |
| ALTERNATIVE LOAN TRUST 2006-J1 CWALT 2006-J1 1A13 (CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| ALTICE FRANCE SA 3.375000% 01/15/2028 | Long | Debt | FR | $88K | – | 0.01 |
| ALTRIA GROUP INC 3.400000% 05/06/2030 (Altria Group, Inc.) | Long | Debt | US | $674K | – | 0.11 |
| ALTRIA GROUP INC COMMON STOCK (Altria Group, Inc.) | Long | Equity-common | US | $1M | 26K | 0.20 |
| AMAZON.COM INC COMMON STOCK (AMAZON.COM, INC.) | Short | Equity-common | US | $-5M | -24K | -0.78 |
| AMCOR PLC COMMON STOCK | Short | Equity-common | US | $-93K | -9K | -0.02 |
| AMDOCS LTD COMMON STOCK (Amdocs Limited) | Long | Equity-common | US | $16K | 208 | 0.00 |
| AMEDISYS INC COMMON STOCK (AMEDISYS, INC.) | Long | Equity-common | US | $22K | 244 | 0.00 |
| AMEREN CORPORATION COMMON STOCK | Long | Equity-common | US | $139K | 2K | 0.02 |
| AMERICAN ASSETS TRUST INC REIT (AMERICAN ASSETS TRUST, INC.) | Long | Equity-common | US | $22K | 984 | 0.00 |
| AMERICAN AXLE & MFG HOLDINGS COMMON STOCK (AMERICAN AXLE & MANUFACTURING HOLDINGS, INC.) | Short | Equity-common | US | $-36K | -5K | -0.01 |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-3 B | Long | ABS-mortgage backed security | US | $899K | – | 0.15 |
| AMERICAN EAGLE OUTFITTERS COMMON STOCK (AMERICAN EAGLE OUTFITTERS, INC.) | Short | Equity-common | US | $-34K | -2K | -0.01 |
| AMERICAN ELECTRIC POWER CO INC 6.950000% 12/15/2054 (AMERICAN ELECTRIC POWER COMPANY, INC.) | Long | Debt | US | $274K | – | 0.05 |
| AMERICAN ELECTRIC POWER COMMON STOCK (AMERICAN ELECTRIC POWER COMPANY, INC.) | Long | Equity-common | US | $322K | 4K | 0.05 |
| AMERICAN EXPRESS CO 5.098000% 02/16/2028 (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $472K | – | 0.08 |
| AMERICAN HOMES 4 RENT- A REIT | Long | Equity-common | US | $150K | 4K | 0.03 |
| AMERICAN STATES WATER CO COMMON STOCK (AMERICAN STATES WATER COMPANY) | Long | Equity-common | US | $32K | 438 | 0.01 |
| AMERICAN TOWER CORP 3.650000% 03/15/2027 (AMERICAN TOWER CORPORATION) | Long | Debt | US | $124K | – | 0.02 |
| AMERICAN TOWER CORP 5.200000% 02/15/2029 (AMERICAN TOWER CORPORATION) | Long | Debt | US | $211K | – | 0.04 |
| AMERICAN TOWER CORP REIT (AMERICAN TOWER CORPORATION) | Long | Equity-common | US | $1M | 6K | 0.20 |
| AMERICAN WATER WORKS CO INC COMMON STOCK (AMERICAN WATER WORKS COMPANY, INC.) | Long | Equity-common | US | $187K | 1K | 0.03 |
| AMERICOLD REALTY TRUST INC REIT (AMERICOLD REALTY TRUST, INC.) | Long | Equity-common | US | $100K | 4K | 0.02 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 AMCAR 2023-1 A2A | Long | ABS-mortgage backed security | US | $330K | – | 0.06 |
| AMGEN INC COMMON STOCK (AMGEN INC.) | Long | Equity-common | US | $981K | 3K | 0.17 |
| AMICUS THERAPEUTICS INC COMMON STOCK (AMICUS THERAPEUTICS, INC.) | Long | Equity-common | US | $20K | 2K | 0.00 |
| AMN HEALTHCARE SERVICES INC COMMON STOCK (AMN HEALTHCARE SERVICES, INC.) | Long | Equity-common | US | $17K | 330 | 0.00 |
| AMPHASTAR PHARMACEUTICALS IN COMMON STOCK (AMPHASTAR PHARMACEUTICALS INC) | Long | Equity-common | US | $12K | 300 | 0.00 |
| AMPHENOL CORP-CL A COMMON STOCK (AMPHENOL CORPORATION) | Short | Equity-common | US | $-122K | -2K | -0.02 |
| AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC AXIS 2022-2A A2 (AMUR EQUIPMENT FINANCE RECEIVABLES LLC) | Long | ABS-mortgage backed security | US | $197K | – | 0.03 |
| ANALOG DEVICES INC COMMON STOCK (ANALOG DEVICES, INC.) | Short | Equity-common | US | $-178K | -780 | -0.03 |
| ANDERSONS INC/THE COMMON STOCK (THE ANDERSONS, INC.) | Long | Equity-common | US | $35K | 700 | 0.01 |
| ANSYS INC COMMON STOCK (ANSYS, INC.) | Long | Equity-common | US | $65K | 203 | 0.01 |
| ANTERO MIDSTREAM CORP COMMON STOCK (ANTERO MIDSTREAM CORPORATION) | Long | Equity-common | US | $98K | 7K | 0.02 |
| ANTERO RESOURCES CORP COMMON STOCK (ANTERO RESOURCES CORPORATION) | Long | Equity-common | US | $179K | 5K | 0.03 |
| APA CORP COMMON STOCK (APA CORPORATION) | Long | Equity-common | US | $232K | 8K | 0.04 |
| APARTMENT INVT & MGMT CO -A REIT (APARTMENT INVESTMENT AND MANAGEMENT COMPANY) | Long | Equity-common | US | $25K | 3K | 0.00 |
| APCOA PARKING HOLDINGS GMBH 4.625000% 01/15/2027 (APCOA Holdings GmbH) | Long | Debt | DE | $248K | – | 0.04 |
| APELLIS PHARMACEUTICALS INC COMMON STOCK (APELLIS PHARMACEUTICALS, INC.) | Long | Equity-common | US | $26K | 667 | 0.00 |
| APPLE HOSPITALITY REIT INC REIT (Apple Hospitality REIT, Inc.) | Long | Equity-common | US | $53K | 4K | 0.01 |
| APPLE INC COMMON STOCK (APPLE INC.) | Short | Equity-common | US | $-5M | -22K | -0.78 |
| APPLIED MATERIALS INC COMMON STOCK (APPLIED MATERIALS, INC.) | Short | Equity-common | US | $-312K | -1K | -0.05 |
| APPLOVIN CORP-CLASS A COMMON STOCK (APPLOVIN CORPORATION) | Long | Equity-common | US | $27K | 329 | 0.00 |
| APTARGROUP INC COMMON STOCK (APTARGROUP, INC.) | Short | Equity-common | US | $-74K | -522 | -0.01 |
| APTIV PLC COMMON STOCK | Short | Equity-common | US | $-796K | -11K | -0.13 |
| ARAMARK COMMON STOCK | Short | Equity-common | US | $-96K | -3K | -0.02 |
| ARCADIUM LITHIUM PLC COMMON STOCK | Short | Equity-common | US | $-26K | -8K | -0.00 |
| ARCH RESOURCES INC COMMON STOCK (ARCH RESOURCES, INC.) | Short | Equity-common | US | $-24K | -157 | -0.00 |
| ARCHER-DANIELS-MIDLAND CO COMMON STOCK (ARCHER-DANIELS-MIDLAND COMPANY.) | Long | Equity-common | US | $481K | 8K | 0.08 |
| ARCHROCK INC COMMON STOCK (ARCHROCK INC.) | Long | Equity-common | US | $65K | 3K | 0.01 |
| ARDMORE SHIPPING CORP COMMON STOCK (ARDMORE SHIPPING CORPORATION) | Long | Equity-common | US | $32K | 1K | 0.01 |
| AREIT 2022-CRE6 TRUST AREIT 2022-CRE6 A (AREIT LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.19 |
| ARISTA NETWORKS INC COMMON STOCK (ARISTA NETWORKS, INC.) | Short | Equity-common | US | $-128K | -364 | -0.02 |
| ARMADA HOFFLER PROPERTIES IN REIT (ARMADA HOFFLER PROPERTIES, INC.) | Long | Equity-common | US | $2K | 136 | 0.00 |
| ARROW ELECTRONICS INC COMMON STOCK (ARROW ELECTRONICS, INC.) | Short | Equity-common | US | $-14K | -113 | -0.00 |
| ARROWHEAD PHARMACEUTICALS IN COMMON STOCK (ARROWHEAD PHARMACEUTICALS, INC.) | Long | Equity-common | US | $14K | 530 | 0.00 |
| ASBURY AUTOMOTIVE GROUP COMMON STOCK (ASBURY AUTOMOTIVE GROUP, INC.) | Short | Equity-common | US | $-44K | -191 | -0.01 |
| Ashland Inc COMMON STOCK (ASHLAND INC.) | Short | Equity-common | US | $-38K | -400 | -0.01 |
| AT&T INC 2.250000% 02/01/2032 (AT&T INC.) | Long | Debt | US | $6K | – | 0.00 |
| AT&T INC 4.500000% 05/15/2035 (AT&T INC.) | Long | Debt | US | $98K | – | 0.02 |
| AT&T INC 5.400000% 02/15/2034 (AT&T INC.) | Long | Debt | US | $147K | – | 0.02 |
| AT&T INC COMMON STOCK (AT&T INC.) | Long | Equity-common | US | $2M | 88K | 0.28 |
| ATALAYA EQUIPMENT LEASING TRUST 21-1 AELF 2021-1A B (ATALAYA EQUIPMENT LEASING TRUST LLC.) | Long | ABS-mortgage backed security | US | $168K | – | 0.03 |
| ATHENE GLOBAL FUNDING 144A 1.985000% 08/19/2028 | Long | Debt | US | $135K | – | 0.02 |
| ATHENE GLOBAL FUNDING 144A 2.550000% 11/19/2030 | Long | Debt | US | $30K | – | 0.01 |
| ATHENE GLOBAL FUNDING 144A 2.717000% 01/07/2029 | Long | Debt | US | $52K | – | 0.01 |
| ATHENE GLOBAL FUNDING 144A 5.583000% 01/09/2029 | Long | Debt | US | $21K | – | 0.00 |
| ATHENE GLOBAL FUNDING 144A 5.620000% 05/08/2026 | Long | Debt | US | $183K | – | 0.03 |
| ATI Inc COMMON STOCK | Short | Equity-common | US | $-37K | -664 | -0.01 |
| ATLASSIAN CORP-CL A COMMON STOCK (ATLASSIAN CORPORATION) | Long | Equity-common | US | $54K | 308 | 0.01 |
| ATMOS ENERGY CORP COMMON STOCK (ATMOS ENERGY CORPORATION) | Long | Equity-common | US | $126K | 1K | 0.02 |
| AUTODESK INC COMMON STOCK (AUTODESK, INC.) | Long | Equity-common | US | $105K | 424 | 0.02 |
| AUTONATION INC COMMON STOCK (AUTONATION, INC.) | Short | Equity-common | US | $-36K | -226 | -0.01 |
| AUTOZONE INC COMMON STOCK (AUTOZONE, INC.) | Short | Equity-common | US | $-382K | -129 | -0.06 |
| AVALONBAY COMMUNITIES INC REIT (AVALONBAY COMMUNITIES, INC.) | Long | Equity-common | US | $367K | 2K | 0.06 |
| AVANGRID INC COMMON STOCK (AVANGRID, INC.) | Long | Equity-common | US | $6K | 163 | 0.00 |
| AVANTOR INC COMMON STOCK (AVANTOR, INC.) | Long | Equity-common | US | $91K | 4K | 0.02 |
| AVERY DENNISON CORP COMMON STOCK (AVERY DENNISON CORPORATION) | Short | Equity-common | US | $-105K | -481 | -0.02 |
| AVIATION CAPITAL GROUP LLC 144A 1.950000% 01/30/2026 | Long | Debt | US | $452K | – | 0.08 |
| AVIATION CAPITAL GROUP LLC 144A 1.950000% 09/20/2026 | Long | Debt | US | $141K | – | 0.02 |
| AVIATION CAPITAL GROUP LLC 144A 3.500000% 11/01/2027 | Long | Debt | US | $130K | – | 0.02 |
| AVIATION CAPITAL GROUP LLC 144A 4.125000% 08/01/2025 | Long | Debt | US | $6K | – | 0.00 |
| AVIATION CAPITAL GROUP LLC 144A 4.875000% 10/01/2025 | Long | Debt | US | $180K | – | 0.03 |
| AVIATION CAPITAL GROUP LLC 144A 5.500000% 12/15/2024 | Long | Debt | US | $351K | – | 0.06 |
| AVIATION CAPITAL GROUP LLC 144A 6.375000% 07/15/2030 | Long | Debt | US | $34K | – | 0.01 |
| AVIENT CORP COMMON STOCK (AVIENT CORPORATION) | Short | Equity-common | US | $-15K | -346 | -0.00 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2023-3A A | Long | ABS-mortgage backed security | US | $554K | – | 0.09 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2023-5A B | Long | ABS-mortgage backed security | US | $427K | – | 0.07 |
| AVISTA CORP COMMON STOCK (AVISTA CORPORATION) | Long | Equity-common | US | $30K | 876 | 0.01 |
| AVNET INC COMMON STOCK (AVNET, INC.) | Short | Equity-common | US | $-1K | -27 | -0.00 |
| AXALTA COATING SYSTEMS LTD COMMON STOCK (AXALTA COATING SYSTEMS LTD.) | Short | Equity-common | US | $-54K | -2K | -0.01 |
| AXONICS INC COMMON STOCK | Long | Equity-common | US | $21K | 316 | 0.00 |
| AXSOME THERAPEUTICS INC COMMON STOCK (AXSOME THERAPEUTICS, INC.) | Long | Equity-common | US | $24K | 300 | 0.00 |
| AZENTA INC COMMON STOCK (AZENTA, INC.) | Long | Equity-common | US | $26K | 500 | 0.00 |
| BAKER HUGHES CO COMMON STOCK (BAKER HUGHES COMPANY) | Long | Equity-common | US | $719K | 20K | 0.12 |
| BALBOA BAY LOAN FUNDING 2021-1 LTD BOBA 2021-1A A | Long | ABS-collateralized bond/debt obligation | KY | $589K | – | 0.10 |
| BALCHEM CORP COMMON STOCK (BALCHEM CORPORATION) | Short | Equity-common | US | $-46K | -300 | -0.01 |
| BALL CORP COMMON STOCK (BALL CORPORATION) | Short | Equity-common | US | $-127K | -2K | -0.02 |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2013-WB BAMLL 2013-WBRK D | Long | ABS-mortgage backed security | US | $295K | – | 0.05 |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2017-SC BAMLL 2017-SCH AF | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| BANCO BILBAO VIZCAYA ARGENTARIA SA 7.883000% 11/15/2034 (Banco Bilbao Vizcaya Argentaria, S.A.) | Long | Debt | ES | $218K | – | 0.04 |
| BANCO DE CREDITO DEL PERU S.A. MTN 3.125000% 07/01/2030 | Long | Debt | PE | $726K | – | 0.12 |
| BANCO SANTANDER SA 6.921000% 08/08/2033 (Banco Santander, S.A.) | Long | Debt | ES | $418K | – | 0.07 |
| BANCO SANTANDER SA 9.625000% MATURITY: PERPETUAL (Banco Santander, S.A.) | Long | Debt | ES | $222K | – | 0.04 |
| BANK OF AMERICA CORP 2.687000% 04/22/2032 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $219K | – | 0.04 |
| BANK OF AMERICA CORP MTN 2.972000% 02/04/2033 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $410K | – | 0.07 |
| BANK OF IRELAND GROUP PLC 144A 5.601000% 03/20/2030 (BANK OF IRELAND GROUP PUBLIC LIMITED COMPANY) | Long | Debt | IE | $211K | – | 0.04 |
| BARCLAYS PLC 5.674000% 03/12/2028 | Long | Debt | GB | $216K | – | 0.04 |
| BATH & BODY WORKS INC COMMON STOCK (BATH & BODY WORKS, INC.) | Short | Equity-common | US | $-69K | -2K | -0.01 |
| BAXTER INTERNATIONAL INC COMMON STOCK (BAXTER INTERNATIONAL INC.) | Long | Equity-common | US | $104K | 3K | 0.02 |
| BBCMS 2020-BID MORTGAGE TRUST BBCMS 2020-BID A (BBCMS TRUST) | Long | ABS-mortgage backed security | US | $778K | – | 0.13 |
| BEAZER HOMES USA INC COMMON STOCK (BEAZER HOMES USA, INC.) | Short | Equity-common | US | $-11K | -400 | -0.00 |
| BECTON DICKINSON AND CO COMMON STOCK (BECTON, DICKINSON AND COMPANY) | Long | Equity-common | US | $385K | 2K | 0.07 |
| BELLEMEADE RE 2022-2 LTD BMIR 2022-2 M1A (BELLEMEADE RE LTD.) | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| BELLRING BRANDS INC COMMON STOCK (BELLRING BRANDS, INC.) | Long | Equity-common | US | $119K | 2K | 0.02 |
| BENTLEY SYSTEMS INC-CLASS B COMMON STOCK (BENTLEY SYSTEMS, INCORPORATED) | Long | Equity-common | US | $25K | 500 | 0.00 |
| BERRY CORP COMMON STOCK (BERRY CORPORATION (BRY)) | Long | Equity-common | US | $20K | 3K | 0.00 |
| BERRY GLOBAL GROUP INC COMMON STOCK (BERRY GLOBAL GROUP, INC.) | Short | Equity-common | US | $-54K | -924 | -0.01 |
| BEST BUY CO INC COMMON STOCK (BEST BUY CO., INC.) | Short | Equity-common | US | $-112K | -1K | -0.02 |
| BFLD 2021-FPM MORTGAGE TRUST BFLD 2021-FPM A (BFLD TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| BILL HOLDINGS INC COMMON STOCK (BILL HOLDINGS, INC.) | Long | Equity-common | US | $13K | 249 | 0.00 |
| BIO-RAD LABORATORIES-A COMMON STOCK (BIO-RAD LABORATORIES, INC.) | Long | Equity-common | US | $39K | 142 | 0.01 |
| BIO-TECHNE CORP COMMON STOCK (BIO-TECHNE CORPORATION) | Long | Equity-common | US | $57K | 800 | 0.01 |
| BIOGEN INC COMMON STOCK (BIOGEN INC.) | Long | Equity-common | US | $197K | 851 | 0.03 |
| BIOHAVEN LTD COMMON STOCK | Long | Equity-common | US | $18K | 524 | 0.00 |
| BIOMARIN PHARMACEUTICAL INC COMMON STOCK (BIOMARIN PHARMACEUTICAL INC.) | Long | Equity-common | US | $75K | 917 | 0.01 |
| BIRKENSTOCK HOLDING PLC COMMON STOCK | Short | Equity-common | US | $-44K | -805 | -0.01 |
| BJ'S WHOLESALE CLUB HOLDINGS COMMON STOCK (BJ'S WHOLESALE CLUB HOLDINGS, INC.) | Long | Equity-common | US | $180K | 2K | 0.03 |
| BLACK HILLS CORP COMMON STOCK (BLACK HILLS CORPORATION) | Long | Equity-common | US | $19K | 352 | 0.00 |
| BLOCK INC 144A 6.500000% 05/15/2032 (BLOCK, INC.) | Long | Debt | US | $245K | – | 0.04 |
| BLOOMIN' BRANDS INC COMMON STOCK (BLOOMIN' BRANDS, INC.) | Short | Equity-common | US | $-15K | -799 | -0.00 |
| BLUEPRINT MEDICINES CORP COMMON STOCK (BLUEPRINT MEDICINES CORPORATION) | Long | Equity-common | US | $42K | 389 | 0.01 |
| BNP PARIBAS SA 144A 5.497000% 05/20/2030 | Long | Debt | FR | $472K | – | 0.08 |
| BNP PARIBAS SA 7.375000% MATURITY: PERPETUAL | Long | Debt | FR | $200K | – | 0.03 |
| BOEING CO/THE 144A 6.298000% 05/01/2029 (THE BOEING COMPANY) | Long | Debt | US | $122K | – | 0.02 |
| BOEING CO/THE 144A 6.528000% 05/01/2034 (THE BOEING COMPANY) | Long | Debt | US | $164K | – | 0.03 |
| BOEING CO/THE 3.250000% 02/01/2028 (THE BOEING COMPANY) | Long | Debt | US | $57K | – | 0.01 |
| BOEING CO/THE 3.625000% 02/01/2031 (THE BOEING COMPANY) | Long | Debt | US | $53K | – | 0.01 |
| BOEING CO/THE 5.150000% 05/01/2030 (THE BOEING COMPANY) | Long | Debt | US | $54K | – | 0.01 |
| BOOKING HOLDINGS INC COMMON STOCK (BOOKING HOLDINGS INC.) | Short | Equity-common | US | $-2M | -402 | -0.27 |
| BOOT BARN HOLDINGS INC COMMON STOCK (BOOT BARN HOLDINGS, INC.) | Short | Equity-common | US | $-27K | -210 | -0.00 |
| BORGWARNER INC COMMON STOCK (BORGWARNER INC.) | Short | Equity-common | US | $-316K | -10K | -0.05 |
| BORR DRILLING LTD COMMON STOCK (Borr Drilling Limited) | Long | Equity-common | US | $24K | 4K | 0.00 |
| BOSTON BEER COMPANY INC-A COMMON STOCK (THE BOSTON BEER COMPANY, INC.) | Long | Equity-common | US | $39K | 129 | 0.01 |
| BOSTON PROPERTIES INC REIT (BOSTON PROPERTIES, INC.) | Long | Equity-common | US | $117K | 2K | 0.02 |
| BOSTON SCIENTIFIC CORP COMMON STOCK (BOSTON SCIENTIFIC CORPORATION) | Long | Equity-common | US | $616K | 8K | 0.10 |
| BOYD GAMING CORP COMMON STOCK (BOYD GAMING CORPORATION) | Short | Equity-common | US | $-61K | -1K | -0.01 |
| BPCE SA 144A 6.508000% 01/18/2035 | Long | Debt | FR | $484K | – | 0.08 |
| BRENT CRUDE FUTR JAN25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $906K | – | 0.15 | |
| BRENT CRUDE FUTR MAR25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $2M | – | 0.32 | |
| BRENT CRUDE FUTR NOV24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $919K | – | 0.16 | |
| BRENT CRUDE FUTR SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $5M | – | 0.80 | |
| BRENT CRUDE FUTR SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $1M | – | 0.17 | |
| BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX 2024-1 A1 | Long | ABS-mortgage backed security | US | $472K | – | 0.08 |
| BRIDGEBIO PHARMA INC COMMON STOCK (BRIDGEBIO PHARMA, INC.) | Long | Equity-common | US | $18K | 700 | 0.00 |
| BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK (BRIGHT HORIZONS FAMILY SOLUTIONS INC.) | Short | Equity-common | US | $-75K | -679 | -0.01 |
| BRINKER INTERNATIONAL INC COMMON STOCK (BRINKER INTERNATIONAL, INC.) | Short | Equity-common | US | $-43K | -600 | -0.01 |
| BRISTOL-MYERS SQUIBB CO COMMON STOCK (BRISTOL-MYERS SQUIBB COMPANY) | Long | Equity-common | US | $466K | 11K | 0.08 |
| BRISTOW GROUP INC COMMON STOCK (BRISTOW GROUP INC.) | Long | Equity-common | US | $27K | 800 | 0.00 |
| BRIXMOR PROPERTY GROUP INC REIT (BRIXMOR PROPERTY GROUP INC.) | Long | Equity-common | US | $90K | 4K | 0.02 |
| BRK: CHASE SECURITIES COL: 935I672N8 | Short | Repurchase agreement | US | $-8M | – | -1.37 |
| BRK: CHASE SECURITIES COL: 935I672N8 | Short | Repurchase agreement | US | $-11M | – | -1.86 |
| BRK: CHASE SECURITIES COL: 935I687X9 | Short | Repurchase agreement | US | $-8M | – | -1.28 |
| BRK: CHASE SECURITIES COL: 935I687X9 | Short | Repurchase agreement | US | $-17M | – | -2.92 |
| BRK: CHASE SECURITIES COL: 935I687Y7 | Short | Repurchase agreement | US | $-6M | – | -1.08 |
| BRK: CHASE SECURITIES COL: 935I696T7 | Short | Repurchase agreement | US | $-26M | – | -4.36 |
| BRK: GOLDMAN SACHS PAY: 3.146% (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $1M | – | 0.18 | |
| BRK: MORGAN STANLEY PAY: 0.316% (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $2M | – | 0.29 | |
| BRK: MORGAN STANLEY PAY: 1.27% (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $289K | – | 0.05 | |
| BRK: MORGAN STANLEY PAY: 1.33% (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $421K | – | 0.07 | |
| BRK: MORGAN STANLEY PAY: 1.3945% (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $3M | – | 0.49 | |
| BRK: MORGAN STANLEY PAY: 1.455% (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $100K | – | 0.02 | |
| BRK: MORGAN STANLEY PAY: 1.4725% (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $100K | – | 0.02 | |
| BRK: MORGAN STANLEY PAY: 1.8% (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $73K | – | 0.01 | |
| BRK: MORGAN STANLEY PAY: 1.92% (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $89K | – | 0.01 | |
| BRK: MORGAN STANLEY PAY: 1.965% (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $391K | – | 0.07 | |
| BRK: MORGAN STANLEY PAY: 1.98% (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $70K | – | 0.01 | |
| BRK: MORGAN STANLEY PAY: 2.21% (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $579K | – | 0.10 | |
| BRK: MORGAN STANLEY PAY: 2.28% (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $69K | – | 0.01 | |
| BRK: MORGAN STANLEY PAY: 2.4% (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $165K | – | 0.03 | |
| BRK: MORGAN STANLEY PAY: 2.51% (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $40K | – | 0.01 | |
| BROADCOM INC 144A 3.137000% 11/15/2035 (BROADCOM INC.) | Long | Debt | US | $123K | – | 0.02 |
| BROADCOM INC 144A 4.926000% 05/15/2037 (BROADCOM INC.) | Long | Debt | US | $503K | – | 0.08 |
| BROADCOM INC COMMON STOCK (BROADCOM INC.) | Short | Equity-common | US | $-1M | -674 | -0.18 |
| BROADSTONE NET LEASE INC REIT (BROADSTONE NET LEASE, INC.) | Long | Equity-common | US | $41K | 3K | 0.01 |
| BROOKFIELD INFRASTRUCTURE-A COMMON STOCK (BROOKFIELD INFRASTRUCTURE CORPORATION) | Long | Equity-common | US | $37K | 1K | 0.01 |
| BROOKFIELD RENEWABLE COR-A COMMON STOCK (BROOKFIELD RENEWABLE CORPORATION) | Long | Equity-common | US | $27K | 955 | 0.00 |
| BROWN BROTHERS HARRIMAN SWEEP INTEREST | Long | Short-term investment vehicle | US | $1 | – | 0.00 |
| BROWN-FORMAN CORP-CLASS A COMMON STOCK (BROWN-FORMAN CORPORATION) | Long | Equity-common | US | $36K | 805 | 0.01 |
| BROWN-FORMAN CORP-CLASS B COMMON STOCK (BROWN-FORMAN CORPORATION) | Long | Equity-common | US | $108K | 3K | 0.02 |
| BRUKER CORP COMMON STOCK (BRUKER CORPORATION) | Long | Equity-common | US | $26K | 410 | 0.00 |
| BRUNSWICK CORP COMMON STOCK (BRUNSWICK CORPORATION) | Short | Equity-common | US | $-115K | -2K | -0.02 |
| BUNGE GLOBAL SA COMMON STOCK | Long | Equity-common | US | $235K | 2K | 0.04 |
| BURLINGTON STORES INC COMMON STOCK (BURLINGTON STORES, INC.) | Short | Equity-common | US | $-117K | -487 | -0.02 |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC BX 2019-IMC D (BX TRUST) | Long | ABS-mortgage backed security | US | $158K | – | 0.03 |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC BX 2019-IMC E (BX TRUST) | Long | ABS-mortgage backed security | US | $639K | – | 0.11 |
| CABLE ONE INC COMMON STOCK (CABLE ONE, INC.) | Short | Equity-common | US | $-22K | -61 | -0.00 |
| CABOT CORP COMMON STOCK (CABOT CORPORATION) | Short | Equity-common | US | $-23K | -249 | -0.00 |
| CACTUS INC - A COMMON STOCK (CACTUS, INC.) | Long | Equity-common | US | $85K | 2K | 0.01 |
| CADENCE DESIGN SYS INC COMMON STOCK (CADENCE DESIGN SYSTEMS, INC.) | Long | Equity-common | US | $176K | 572 | 0.03 |
| CAESARS ENTERTAINMENT INC 144A 7.000000% 02/15/2030 (CAESARS ENTERTAINMENT, INC.) | Long | Debt | US | $225K | – | 0.04 |
| CAESARS ENTERTAINMENT INC COMMON STOCK (CAESARS ENTERTAINMENT, INC.) | Short | Equity-common | US | $-92K | -2K | -0.02 |
| CAIXABANK SA 144A 6.037000% 06/15/2035 (CaixaBank, S.A.) | Long | Debt | ES | $200K | – | 0.03 |
| CAIXABANK SA 144A 6.684000% 09/13/2027 (CaixaBank, S.A.) | Long | Debt | ES | $350K | – | 0.06 |
| CAJUN GLOBAL LLC CAJUN 2021-1 A2 | Long | ABS-mortgage backed security | US | $163K | – | 0.03 |
| CAL-MAINE FOODS INC COMMON STOCK (CAL-MAINE FOODS, INC.) | Long | Equity-common | US | $50K | 823 | 0.01 |
| CALIFORNIA RESOURCES CORP COMMON STOCK (CALIFORNIA RESOURCES CORPORATION) | Long | Equity-common | US | $77K | 1K | 0.01 |
| CALIFORNIA WATER SERVICE GRP COMMON STOCK (CALIFORNIA WATER SERVICE GROUP) | Long | Equity-common | US | $17K | 357 | 0.00 |
| CAMDEN PROPERTY TRUST REIT | Long | Equity-common | US | $139K | 1K | 0.02 |
| CAMPBELL SOUP CO COMMON STOCK (CAMPBELL SOUP COMPANY) | Long | Equity-common | US | $141K | 3K | 0.02 |
| CAPITAL ONE FINANCIAL CORP 6.377000% 06/08/2034 (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $499K | – | 0.08 |
| CAPRI HOLDINGS LTD COMMON STOCK (Capri Holdings Limited) | Short | Equity-common | US | $-88K | -3K | -0.01 |
| CARDINAL HEALTH INC COMMON STOCK (CARDINAL HEALTH, INC.) | Long | Equity-common | US | $147K | 1K | 0.02 |
| CARETRUST REIT INC REIT (CARETRUST REIT, INC.) | Long | Equity-common | US | $46K | 2K | 0.01 |
| CARGILL INC 144A 5.125000% 10/11/2032 (CARGILL, INCORPORATED) | Long | Debt | US | $238K | – | 0.04 |
| CARMAX INC COMMON STOCK (CarMax, Inc.) | Short | Equity-common | US | $-92K | -1K | -0.02 |
| CARNIVAL CORP COMMON STOCK (Carnival Corporation) | Short | Equity-common | US | $-209K | -11K | -0.04 |
| CARPENTER TECHNOLOGY COMMON STOCK (CARPENTER TECHNOLOGY CORPORATION) | Short | Equity-common | US | $-29K | -268 | -0.00 |
| CARTER'S INC COMMON STOCK (CARTER'S, INC.) | Short | Equity-common | US | $-56K | -900 | -0.01 |
| CARVANA AUTO RECEIVABLES TRUST 2021-N3 CRVNA 2021-N3 C | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST 2021-N4 CRVNA 2021-N4 D | Long | ABS-mortgage backed security | US | $182K | – | 0.03 |
| CARVANA AUTO RECEIVABLES TRUST 2021-P4 CRVNA 2021-P4 D | Long | ABS-mortgage backed security | US | $399K | – | 0.07 |
| CARVANA CO COMMON STOCK (CARVANA CO.) | Short | Equity-common | US | $-89K | -691 | -0.02 |
| CASEY'S GENERAL STORES INC COMMON STOCK (CASEY'S GENERAL STORES, INC.) | Long | Equity-common | US | $205K | 536 | 0.03 |
| CATALENT INC COMMON STOCK (CATALENT, INC.) | Long | Equity-common | US | $54K | 956 | 0.01 |
| CATTLE FEEDER FUT AUG24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $519K | – | 0.09 | |
| CATTLE FEEDER FUT AUG24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $-2M | – | -0.42 | |
| CAVA GROUP INC COMMON STOCK (CAVA GROUP, INC.) | Short | Equity-common | US | $-62K | -669 | -0.01 |
| CAVCO INDUSTRIES INC COMMON STOCK (CAVCO INDUSTRIES, INC.) | Short | Equity-common | US | $-58K | -168 | -0.01 |
| CBRE GROUP INC - A COMMON STOCK (CBRE GROUP, INC.) | Long | Equity-common | US | $344K | 4K | 0.06 |
| CDW CORP/DE COMMON STOCK (CDW CORPORATION) | Short | Equity-common | US | $-57K | -253 | -0.01 |
| CELANESE CORP COMMON STOCK (CELANESE CORPORATION) | Short | Equity-common | US | $-74K | -551 | -0.01 |
| CELSIUS HOLDINGS INC COMMON STOCK (CELSIUS HOLDINGS, INC.) | Long | Equity-common | US | $117K | 2K | 0.02 |
| CENCORA INC COMMON STOCK (CENCORA, INC.) | Long | Equity-common | US | $213K | 944 | 0.04 |
| CENCOSUD SA 144A 5.950000% 05/28/2031 (Cencosud S.A.) | Long | Debt | CL | $201K | – | 0.03 |
| CENTENE CORP COMMON STOCK (CENTENE CORPORATION) | Long | Equity-common | US | $202K | 3K | 0.03 |
| CENTERPOINT ENERGY INC COMMON STOCK (CENTERPOINT ENERGY, INC.) | Long | Equity-common | US | $145K | 5K | 0.02 |
| CENTERSPACE REIT | Long | Equity-common | US | $18K | 271 | 0.00 |
| CENTRAL GARDEN AND PET CO-A COMMON STOCK (CENTRAL GARDEN & PET COMPANY) | Long | Equity-common | US | $33K | 1K | 0.01 |
| CENTRUS ENERGY CORP-CLASS A COMMON STOCK (CENTRUS ENERGY CORP.) | Long | Equity-common | US | $13K | 300 | 0.00 |
| CENTURY COMMUNITIES INC COMMON STOCK (CENTURY COMMUNITIES, INC.) | Short | Equity-common | US | $-52K | -637 | -0.01 |
| CEREVEL THERAPEUTICS HOLDING COMMON STOCK (CEREVEL THERAPEUTICS HOLDINGS, INC.) | Long | Equity-common | US | $25K | 607 | 0.00 |
| CERTARA INC COMMON STOCK (CERTARA, INC.) | Long | Equity-common | US | $17K | 1K | 0.00 |
| CF INDUSTRIES HOLDINGS INC COMMON STOCK (CF INDUSTRIES HOLDINGS, INC.) | Short | Equity-common | US | $-85K | -1K | -0.01 |
| CHAMPIONX CORP COMMON STOCK (CHAMPIONX CORPORATION) | Long | Equity-common | US | $145K | 4K | 0.02 |
| CHARLES RIVER LABORATORIES COMMON STOCK (CHARLES RIVER LABORATORIES INTERNATIONAL, INC.) | Long | Equity-common | US | $53K | 256 | 0.01 |
| CHARLES SCHWAB CORP/THE 4.000000% MATURITY: PERPETUAL (THE CHARLES SCHWAB CORPORATION) | Long | Debt | US | $709K | – | 0.12 |
| CHARTER COMMUNICATIONS INC-A COMMON STOCK (CHARTER COMMUNICATIONS, INC.) | Short | Equity-common | US | $-304K | -1K | -0.05 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 2.250000% 01/15/2029 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $142K | – | 0.02 |
| CHASE MORTGAGE FINANCE TRUST SERIES 2007-S5 CHASE 2007-S5 1A17 (CHASE MORTGAGE FINANCE CORPORATION) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| CHEESECAKE FACTORY INC/THE COMMON STOCK (THE CHEESECAKE FACTORY INCORPORATED) | Short | Equity-common | US | $-30K | -762 | -0.01 |
| CHEFS' WAREHOUSE INC/THE COMMON STOCK (THE CHEFS' WAREHOUSE, INC.) | Long | Equity-common | US | $11K | 278 | 0.00 |
| CHEGG INC COMMON STOCK (CHEGG, INC.) | Short | Equity-common | US | $-6K | -2K | -0.00 |
| CHEMED CORP COMMON STOCK (CHEMED CORPORATION) | Long | Equity-common | US | $43K | 80 | 0.01 |
| CHEMOURS CO/THE COMMON STOCK (THE CHEMOURS COMPANY) | Short | Equity-common | US | $-16K | -712 | -0.00 |
| CHENIERE ENERGY INC COMMON STOCK (CHENIERE ENERGY, INC.) | Long | Equity-common | US | $858K | 5K | 0.14 |
| CHESAPEAKE ENERGY CORP COMMON STOCK (CHESAPEAKE ENERGY CORPORATION) | Long | Equity-common | US | $215K | 3K | 0.04 |
| CHESAPEAKE UTILITIES CORP COMMON STOCK (CHESAPEAKE UTILITIES CORPORATION) | Long | Equity-common | US | $21K | 200 | 0.00 |
| CHEVRON CORP COMMON STOCK (CHEVRON CORPORATION) | Long | Equity-common | US | $6M | 35K | 0.93 |
| CHIPOTLE MEXICAN GRILL INC COMMON STOCK (CHIPOTLE MEXICAN GRILL, INC.) | Short | Equity-common | US | $-977K | -16K | -0.17 |
| CHL MORTGAGE PASS-THROUGH TRUST 2006-10 CWHL 2006-10 1A8 (COUNTRYWIDE HOME LOANS INC) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| CHL MORTGAGE PASS-THROUGH TRUST 2006-13 CWHL 2006-13 1A19 (COUNTRYWIDE HOME LOANS INC) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| CHOICE HOTELS INTL INC COMMON STOCK (CHOICE HOTELS INTERNATIONAL, INC.) | Short | Equity-common | US | $-57K | -480 | -0.01 |
| CHORD ENERGY CORP COMMON STOCK (CHORD ENERGY CORPORATION) | Long | Equity-common | US | $150K | 892 | 0.03 |
| CHURCH & DWIGHT CO INC COMMON STOCK (CHURCH & DWIGHT CO., INC.) | Long | Equity-common | US | $381K | 4K | 0.06 |
| CHURCHILL DOWNS INC COMMON STOCK (CHURCHILL DOWNS INCORPORATED) | Short | Equity-common | US | $-122K | -874 | -0.02 |
| CIENA CORP COMMON STOCK (CIENA CORPORATION) | Short | Equity-common | US | $-14K | -300 | -0.00 |
| CIRRUS LOGIC INC COMMON STOCK (CIRRUS LOGIC, INC.) | Short | Equity-common | US | $-10K | -76 | -0.00 |
| CISCO SYSTEMS INC COMMON STOCK (CISCO SYSTEMS, INC.) | Short | Equity-common | US | $-353K | -7K | -0.06 |
| CITIGROUP INC 2.561000% 05/01/2032 (CITIGROUP INC.) | Long | Debt | US | $487K | – | 0.08 |
| CITIGROUP INC 4.000000% MATURITY: PERPETUAL (CITIGROUP INC.) | Long | Debt | US | $344K | – | 0.06 |
| CITIGROUP INC 7.625000% MATURITY: PERPETUAL (CITIGROUP INC.) | Long | Debt | US | $17K | – | 0.00 |
| CIVITAS RESOURCES INC COMMON STOCK (CIVITAS RESOURCES, INC.) | Long | Equity-common | US | $121K | 2K | 0.02 |
| CLEAN ENERGY FUELS CORP COMMON STOCK (CLEAN ENERGY FUELS CORP.) | Long | Equity-common | US | $13K | 5K | 0.00 |
| CLEARWAY ENERGY INC-C COMMON STOCK (CLEARWAY ENERGY, INC.) | Long | Equity-common | US | $24K | 983 | 0.00 |
| CLEVELAND-CLIFFS INC COMMON STOCK (CLEVELAND-CLIFFS INC.) | Short | Equity-common | US | $-46K | -3K | -0.01 |
| CLOROX COMPANY COMMON STOCK (THE CLOROX COMPANY) | Long | Equity-common | US | $252K | 2K | 0.04 |
| CLOUDFLARE INC - CLASS A COMMON STOCK (CLOUDFLARE, INC.) | Long | Equity-common | US | $52K | 632 | 0.01 |
| CMS ENERGY CORP COMMON STOCK (CMS ENERGY CORPORATION) | Long | Equity-common | US | $126K | 2K | 0.02 |
| CNX RESOURCES CORP COMMON STOCK (CNX RESOURCES CORPORATION) | Long | Equity-common | US | $91K | 4K | 0.02 |
| COCA-COLA CO/THE COMMON STOCK (THE COCA-COLA COMPANY) | Long | Equity-common | US | $4M | 57K | 0.62 |
| COCA-COLA CONSOLIDATED INC COMMON STOCK (COCA-COLA CONSOLIDATED, INC.) | Long | Equity-common | US | $67K | 62 | 0.01 |
| COCOA FUTURE DEC24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $6M | – | 0.98 | |
| COCOA FUTURE SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $696K | – | 0.12 | |
| COCOA FUTURE SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $-6M | – | -0.94 | |
| COFFEE 'C' FUTURE DEC24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $2M | – | 0.34 | |
| COFFEE 'C' FUTURE DEC24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $842K | – | 0.14 | |
| COFFEE 'C' FUTURE MAR25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $836K | – | 0.14 | |
| COFFEE 'C' FUTURE SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $2M | – | 0.34 | |
| COFFEE 'C' FUTURE SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $595K | – | 0.10 | |
| COGENT COMMUNICATIONS HOLDIN COMMON STOCK (COGENT COMMUNICATIONS HOLDINGS, INC.) | Long | Equity-common | US | $30K | 527 | 0.01 |
| COGNEX CORP COMMON STOCK (COGNEX CORPORATION) | Short | Equity-common | US | $-7K | -158 | -0.00 |
| COGNIZANT TECH SOLUTIONS-A COMMON STOCK (COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION) | Long | Equity-common | US | $85K | 1K | 0.01 |
| COLGATE-PALMOLIVE CO COMMON STOCK (COLGATE-PALMOLIVE COMPANY) | Long | Equity-common | US | $1M | 12K | 0.20 |
| COLLEGE AVE STUDENT LOANS 2021-C LLC CASL 2021-C B (COLLEGE AVE STUDENT LOANS LLC) | Long | ABS-mortgage backed security | US | $164K | – | 0.03 |
| COLUMBIA SPORTSWEAR CO COMMON STOCK (COLUMBIA SPORTSWEAR COMPANY) | Short | Equity-common | US | $-65K | -816 | -0.01 |
| COMCAST CORP-CLASS A COMMON STOCK (COMCAST CORPORATION) | Short | Equity-common | US | $-2M | -41K | -0.27 |
| COMISION FEDERAL DE ELECTRICIDAD 144A 4.688000% 05/15/2029 | Long | Debt | MX | $251K | – | 0.04 |
| COMM 2010-C1 MORTGAGE TRUST COMM 2010-C1 D (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $508K | – | 0.09 |
| COMMERCIAL METALS CO COMMON STOCK (COMMERCIAL METALS COMPANY) | Short | Equity-common | US | $-50K | -902 | -0.01 |
| COMMUNITY HEALTHCARE TRUST I REIT (COMMUNITY HEALTHCARE TRUST INCORPORATED) | Long | Equity-common | US | $14K | 600 | 0.00 |
| COMPASS INC - CLASS A COMMON STOCK | Long | Equity-common | US | $35K | 10K | 0.01 |
| COMSTOCK RESOURCES INC COMMON STOCK (COMSTOCK RESOURCES, INC.) | Long | Equity-common | US | $24K | 2K | 0.00 |
| CONAGRA BRANDS INC COMMON STOCK (CONAGRA BRANDS, INC.) | Long | Equity-common | US | $197K | 7K | 0.03 |
| CONFLUENT INC-CLASS A COMMON STOCK (CONFLUENT, INC.) | Long | Equity-common | US | $18K | 600 | 0.00 |
| CONMED CORP COMMON STOCK (CONMED CORPORATION) | Long | Equity-common | US | $11K | 159 | 0.00 |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 CAS 2021-R03 1M2 | Long | ABS-mortgage backed security | US | $321K | – | 0.05 |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 CAS 2022-R01 1M2 | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 CAS 2022-R03 1M2 | Long | ABS-mortgage backed security | US | $882K | – | 0.15 |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R04 CAS 2022-R04 1M2 | Long | ABS-mortgage backed security | US | $220K | – | 0.04 |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R02 CAS 2023-R02 1M1 | Long | ABS-mortgage backed security | US | $374K | – | 0.06 |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R04 CAS 2023-R04 1M1 | Long | ABS-mortgage backed security | US | $716K | – | 0.12 |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R05 CAS 2023-R05 1M1 | Long | ABS-mortgage backed security | US | $637K | – | 0.11 |
| CONOCOPHILLIPS COMMON STOCK | Long | Equity-common | US | $3M | 25K | 0.48 |
| CONSOL ENERGY INC COMMON STOCK (CONSOL ENERGY INC.) | Long | Equity-common | US | $63K | 615 | 0.01 |
| CONSOLIDATED EDISON INC COMMON STOCK (CONSOLIDATED EDISON, INC.) | Long | Equity-common | US | $209K | 2K | 0.04 |
| CONSTELLATION BRANDS INC-A COMMON STOCK (CONSTELLATION BRANDS, INC.) | Long | Equity-common | US | $623K | 2K | 0.11 |
| CONSTELLATION ENERGY COMMON STOCK (CONSTELLATION ENERGY CORPORATION.) | Long | Equity-common | US | $465K | 2K | 0.08 |
| CONSTELLIUM SE COMMON STOCK | Short | Equity-common | US | $-6K | -300 | -0.00 |
| CONTINENTAL RESOURCES INC/OK 144A 2.268000% 11/15/2026 (CONTINENTAL RESOURCES, INC.) | Long | Debt | US | $975K | – | 0.16 |
| COOPER COS INC/THE COMMON STOCK (THE COOPER COMPANIES, INC.) | Long | Equity-common | US | $98K | 1K | 0.02 |
| COPPER FUTURE DEC24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $1M | – | 0.24 | |
| COPPER FUTURE MAR25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $1M | – | 0.24 | |
| COPPER FUTURE SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $4M | – | 0.70 | |
| COPPER FUTURE SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $878K | – | 0.15 | |
| COPT DEFENSE PROPERTIES REIT | Long | Equity-common | US | $31K | 1K | 0.01 |
| CORCEPT THERAPEUTICS INC COMMON STOCK (CORCEPT THERAPEUTICS INCORPORATED) | Long | Equity-common | US | $26K | 800 | 0.00 |
| CORE LABORATORIES INC COMMON STOCK (CORE LABORATORIES INC.) | Long | Equity-common | US | $18K | 900 | 0.00 |
| CORN FUTURE DEC24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $1M | – | 0.20 | |
| CORN FUTURE MAR25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $1M | – | 0.20 | |
| CORN FUTURE SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $326K | – | 0.06 | |
| CORN FUTURE SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $122K | – | 0.02 | |
| CORNING INC COMMON STOCK (CORNING INCORPORATED) | Short | Equity-common | US | $-64K | -2K | -0.01 |
| CORTEVA INC COMMON STOCK (CORTEVA, INC.) | Short | Equity-common | US | $-234K | -4K | -0.04 |
| COSTAR GROUP INC COMMON STOCK (COSTAR GROUP, INC.) | Long | Equity-common | US | $391K | 5K | 0.07 |
| COSTCO WHOLESALE CORP COMMON STOCK (COSTCO WHOLESALE CORPORATION) | Long | Equity-common | US | $6M | 7K | 0.94 |
| COTERRA ENERGY INC COMMON STOCK (Coterra Energy Inc.) | Long | Equity-common | US | $408K | 15K | 0.07 |
| COTTON NO.2 FUTR DEC24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $254K | – | 0.04 | |
| COTTON NO.2 FUTR DEC24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $-582K | – | -0.10 | |
| COTTON NO.2 FUTR MAR25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $632K | – | 0.11 | |
| COTY INC-CL A COMMON STOCK (COTY INC.) | Long | Equity-common | US | $58K | 6K | 0.01 |
| COUPANG INC COMMON STOCK (COUPANG, INC.) | Short | Equity-common | US | $-181K | -9K | -0.03 |
| COURSERA INC COMMON STOCK | Short | Equity-common | US | $-10K | -1K | -0.00 |
| COUSINS PROPERTIES INC REIT (COUSINS PROPERTIES INCORPORATED) | Long | Equity-common | US | $46K | 2K | 0.01 |
| COX COMMUNICATIONS INC 144A 5.700000% 06/15/2033 (COX COMMUNICATIONS, INC.) | Long | Debt | US | $126K | – | 0.02 |
| CPS AUTO RECEIVABLES TRUST 2022-A CPS 2022-A C | Long | ABS-mortgage backed security | US | $511K | – | 0.09 |
| CRACKER BARREL OLD COUNTRY COMMON STOCK (Cracker Barrel Old Country Store, Inc.) | Short | Equity-common | US | $-19K | -450 | -0.00 |
| CREDIT AGRICOLE SA MTN 6.251000% 01/10/2035 | Long | Debt | FR | $326K | – | 0.06 |
| Credit Default Swap (Deutsche Bank AG) | Derivative-credit | US | $153K | – | 0.03 | |
| Credit Default Swap (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $147K | – | 0.02 | |
| Credit Default Swap (Credit Suisse Securities) | Derivative-credit | US | $-177.97 | – | -0.00 | |
| Credit Default Swap (CITIGROUP GLOBAL MARKETS INC.) | Derivative-credit | US | $-296.61 | – | -0.00 | |
| Credit Default Swap (CITIGROUP GLOBAL MARKETS INC.) | Derivative-credit | US | $-415.25 | – | -0.00 | |
| Credit Default Swap (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $-949.15 | – | -0.00 | |
| Credit Default Swap (CITIGROUP GLOBAL MARKETS INC.) | Derivative-credit | US | $-1K | – | -0.00 | |
| Credit Default Swap (CITIGROUP GLOBAL MARKETS INC.) | Derivative-credit | US | $-1K | – | -0.00 | |
| Credit Default Swap (CITIGROUP GLOBAL MARKETS INC.) | Derivative-credit | US | $-2K | – | -0.00 | |
| Credit Default Swap (CITIGROUP GLOBAL MARKETS INC.) | Derivative-credit | US | $-2K | – | -0.00 | |
| Credit Default Swap (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $-2K | – | -0.00 | |
| Credit Default Swap (CITIGROUP GLOBAL MARKETS INC.) | Derivative-credit | US | $-2K | – | -0.00 | |
| Credit Default Swap (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $-2K | – | -0.00 | |
| Credit Default Swap (BRK: CGG) | Derivative-credit | US | $-2K | – | -0.00 | |
| Credit Default Swap (Deutsche Bank AG) | Derivative-credit | US | $-2K | – | -0.00 | |
| Credit Default Swap (CITIGROUP GLOBAL MARKETS INC.) | Derivative-credit | US | $-2K | – | -0.00 | |
| Credit Default Swap (Deutsche Bank AG) | Derivative-credit | US | $-2K | – | -0.00 | |
| Credit Default Swap (CITIGROUP GLOBAL MARKETS INC.) | Derivative-credit | US | $-4K | – | -0.00 | |
| Credit Default Swap (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $-4K | – | -0.00 | |
| Credit Default Swap (CITIGROUP GLOBAL MARKETS INC.) | Derivative-credit | US | $-6K | – | -0.00 | |
| Credit Default Swap (Deutsche Bank AG) | Derivative-credit | US | $-7K | – | -0.00 | |
| Credit Default Swap (Deutsche Bank AG) | Derivative-credit | US | $-7K | – | -0.00 | |
| Credit Default Swap (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $-12K | – | -0.00 | |
| Credit Default Swap (Deutsche Bank AG) | Derivative-credit | US | $-12K | – | -0.00 | |
| Credit Default Swap (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $-13K | – | -0.00 | |
| Credit Default Swap (Deutsche Bank AG) | Derivative-credit | US | $-186K | – | -0.03 | |
| Credit Default Swap (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $-312K | – | -0.05 | |
| Credit Default Swap | Derivative-credit | US | $-440K | – | -0.07 | |
| CRESCENT ENERGY INC-A COMMON STOCK (CRESCENT ENERGY COMPANY) | Long | Equity-common | US | $19K | 2K | 0.00 |
| CRINETICS PHARMACEUTICALS IN COMMON STOCK (Crinetics Pharmaceuticals Inc) | Long | Equity-common | US | $22K | 500 | 0.00 |
| CROCS INC COMMON STOCK (CROCS, INC.) | Short | Equity-common | US | $-202K | -1K | -0.03 |
| CROWDSTRIKE HOLDINGS INC - A COMMON STOCK (CROWDSTRIKE HOLDINGS, INC.) | Long | Equity-common | US | $179K | 466 | 0.03 |
| CROWN CASTLE INC REIT (CROWN CASTLE INC.) | Long | Equity-common | US | $543K | 6K | 0.09 |
| CROWN HOLDINGS INC COMMON STOCK (CROWN HOLDINGS, INC.) | Short | Equity-common | US | $-60K | -803 | -0.01 |
| CUBESMART REIT | Long | Equity-common | US | $120K | 3K | 0.02 |
| CUSHMAN & WAKEFIELD PLC COMMON STOCK | Long | Equity-common | US | $29K | 3K | 0.00 |
| CVR ENERGY INC COMMON STOCK (CVR ENERGY, INC.) | Long | Equity-common | US | $9K | 330 | 0.00 |
| CVS HEALTH CORP 5.700000% 06/01/2034 (CVS HEALTH CORPORATION) | Long | Debt | US | $323K | – | 0.05 |
| CVS HEALTH CORP COMMON STOCK (CVS HEALTH CORPORATION) | Long | Equity-common | US | $430K | 7K | 0.07 |
| CYTOKINETICS INC COMMON STOCK (CYTOKINETICS, INCORPORATED) | Long | Equity-common | US | $42K | 767 | 0.01 |
| DANA INC COMMON STOCK (DANA INCORPORATED) | Short | Equity-common | US | $-62K | -5K | -0.01 |
| DANAHER CORP COMMON STOCK (DANAHER CORPORATION) | Long | Equity-common | US | $937K | 4K | 0.16 |
| DARDEN RESTAURANTS INC COMMON STOCK (DARDEN RESTAURANTS, INC.) | Short | Equity-common | US | $-214K | -1K | -0.04 |
| DARLING INGREDIENTS INC COMMON STOCK (DARLING INGREDIENTS INC.) | Long | Equity-common | US | $97K | 3K | 0.02 |
| DATADOG INC - CLASS A COMMON STOCK (DATADOG, INC.) | Long | Equity-common | US | $72K | 559 | 0.01 |
| DAVE & BUSTER'S ENTERTAINMEN COMMON STOCK (DAVE & BUSTER'S ENTERTAINMENT, INC.) | Short | Equity-common | US | $-14K | -346 | -0.00 |
| DAVITA INC COMMON STOCK (DAVITA INC.) | Long | Equity-common | US | $39K | 285 | 0.01 |
| DECKERS OUTDOOR CORP COMMON STOCK (DECKERS OUTDOOR CORPORATION) | Short | Equity-common | US | $-565K | -584 | -0.10 |
| DELEK US HOLDINGS INC COMMON STOCK (DELEK US HOLDINGS, INC.) | Long | Equity-common | US | $38K | 2K | 0.01 |
| DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.500000% 10/20/2025 (SkyMiles IP Ltd.) | Long | Debt | US | $202K | – | 0.03 |
| DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.750000% 10/20/2028 (SkyMiles IP Ltd.) | Long | Debt | US | $463K | – | 0.08 |
| DENALI THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $20K | 876 | 0.00 |
| DENTSPLY SIRONA INC COMMON STOCK (DENTSPLY SIRONA INC.) | Long | Equity-common | US | $33K | 1K | 0.01 |
| DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERI DBALT 2006-AR4 A2 (DEUTSCHE ALT-A SECURITIES, INC) | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| DEUTSCHE BANK AG/NEW YORK NY 2.129000% 11/24/2026 (DEUTSCHE BANK AG NEW YORK BRANCH) | Long | Debt | DE | $329K | – | 0.06 |
| DEUTSCHE BANK AG/NEW YORK NY 3.961000% 11/26/2025 (DEUTSCHE BANK AG NEW YORK BRANCH) | Long | Debt | DE | $312K | – | 0.05 |
| DEUTSCHE BANK AG/NEW YORK NY 7.146000% 07/13/2027 (DEUTSCHE BANK AG NEW YORK BRANCH) | Long | Debt | DE | $181K | – | 0.03 |
| DEVON ENERGY CORP COMMON STOCK (DEVON ENERGY CORPORATION) | Long | Equity-common | US | $622K | 13K | 0.11 |
| DEXCOM INC COMMON STOCK (DEXCOM, INC.) | Long | Equity-common | US | $241K | 2K | 0.04 |
| DEXT ABS 2023-1 LLC DEXT 2023-1 A2 (DEXT ABS LLC) | Long | ABS-mortgage backed security | US | $762K | – | 0.13 |
| DHT HOLDINGS INC COMMON STOCK (DHT HOLDINGS, INC.) | Long | Equity-common | US | $42K | 4K | 0.01 |
| DIAMOND ISSUER SHINE 2021-1A A (DIAMOND ISSUER LLC) | Long | ABS-mortgage backed security | US | $757K | – | 0.13 |
| DIAMOND OFFSHORE DRILLING IN COMMON STOCK (DIAMOND OFFSHORE DRILLING, INC.) | Long | Equity-common | US | $23K | 1K | 0.00 |
| DIAMONDBACK ENERGY INC COMMON STOCK (DIAMONDBACK ENERGY, INC.) | Long | Equity-common | US | $731K | 4K | 0.12 |
| DIAMONDROCK HOSPITALITY CO REIT (DIAMONDROCK HOSPITALITY COMPANY) | Long | Equity-common | US | $24K | 3K | 0.00 |
| DICK'S SPORTING GOODS INC COMMON STOCK (DICK'S SPORTING GOODS, INC.) | Short | Equity-common | US | $-86K | -399 | -0.01 |
| DIGITAL REALTY TRUST INC REIT (DIGITAL REALTY TRUST, INC.) | Long | Equity-common | US | $598K | 4K | 0.10 |
| DIGITALBRIDGE GROUP INC COMMON STOCK (DIGITALBRIDGE GROUP, INC.) | Long | Equity-common | US | $36K | 3K | 0.01 |
| DISCOVER BANK 5.974000% 08/09/2028 | Long | Debt | US | $474K | – | 0.08 |
| DISH DBS CORP 144A 5.250000% 12/01/2026 (DISH DBS Corporation) | Long | Debt | US | $794K | – | 0.13 |
| DOCUSIGN INC COMMON STOCK (DOCUSIGN, INC.) | Long | Equity-common | US | $35K | 653 | 0.01 |
| DOLLAR GENERAL CORP COMMON STOCK (DOLLAR GENERAL CORPORATION) | Long | Equity-common | US | $434K | 3K | 0.07 |
| DOLLAR TREE INC COMMON STOCK (DOLLAR TREE, INC.) | Long | Equity-common | US | $324K | 3K | 0.05 |
| DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 4.875000% 09/23/2032 (Gobierno de la Republica Dominicana) | Long | Debt | DO | $372K | – | 0.06 |
| DOMINION ENERGY INC COMMON STOCK (Dominion Energy, Inc.) | Long | Equity-common | US | $286K | 6K | 0.05 |
| DOMINO'S PIZZA INC COMMON STOCK (DOMINO'S PIZZA, INC.) | Short | Equity-common | US | $-216K | -419 | -0.04 |
| DOORDASH INC - A COMMON STOCK (DOORDASH, INC.) | Short | Equity-common | US | $-382K | -4K | -0.06 |
| DORIAN LPG LTD COMMON STOCK (Dorian LPG Ltd.) | Long | Equity-common | US | $25K | 593 | 0.00 |
| DORMAN PRODUCTS INC COMMON STOCK (DORMAN PRODUCTS, INC.) | Short | Equity-common | US | $-93K | -1K | -0.02 |
| DOUGLAS EMMETT INC REIT (DOUGLAS EMMETT, INC.) | Long | Equity-common | US | $27K | 2K | 0.00 |
| DOW INC COMMON STOCK (DOW INC.) | Short | Equity-common | US | $-246K | -5K | -0.04 |
| DOXIMITY INC-CLASS A COMMON STOCK | Long | Equity-common | US | $8K | 297 | 0.00 |
| DR HORTON INC COMMON STOCK (D.R. HORTON, INC.) | Short | Equity-common | US | $-975K | -7K | -0.16 |
| DRAFTKINGS INC-CL A COMMON STOCK (DRAFTKINGS INC.) | Short | Equity-common | US | $-185K | -5K | -0.03 |
| DREAM FINDERS HOMES INC - A COMMON STOCK (DREAM FINDERS HOMES, INC.) | Short | Equity-common | US | $-19K | -738 | -0.00 |
| DRIL-QUIP INC COMMON STOCK (DRIL-QUIP, INC.) | Long | Equity-common | US | $19K | 1K | 0.00 |
| DT MIDSTREAM INC COMMON STOCK (DT MIDSTREAM, INC.) | Long | Equity-common | US | $148K | 2K | 0.02 |
| DTE ENERGY COMPANY COMMON STOCK | Long | Equity-common | US | $171K | 2K | 0.03 |
| DUKE ENERGY CAROLINAS NC STORM FUNDING LLC 2.617000% 07/01/2041 | Long | Debt | US | $313K | – | 0.05 |
| DUKE ENERGY CORP COMMON STOCK (DUKE ENERGY CORPORATION) | Long | Equity-common | US | $539K | 5K | 0.09 |
| DUOLINGO COMMON STOCK (Duolingo Inc) | Short | Equity-common | US | $-71K | -342 | -0.01 |
| DUPONT DE NEMOURS INC COMMON STOCK (DUPONT DE NEMOURS, INC.) | Short | Equity-common | US | $-226K | -3K | -0.04 |
| DXC TECHNOLOGY CO COMMON STOCK (DXC TECHNOLOGY COMPANY) | Long | Equity-common | US | $15K | 800 | 0.00 |
| DYNATRACE INC COMMON STOCK (DYNATRACE, INC.) | Long | Equity-common | US | $28K | 616 | 0.00 |
| DYNAVAX TECHNOLOGIES CORP COMMON STOCK (DYNAVAX TECHNOLOGIES CORPORATION) | Long | Equity-common | US | $16K | 1K | 0.00 |
| EAGLE MATERIALS INC COMMON STOCK (EAGLE MATERIALS INC.) | Short | Equity-common | US | $-45K | -207 | -0.01 |
| EAGLE RE 2023-1 LTD EMIR 2023-1 M1A (RADIAN GUARANTY INC AND EAGLE RE LTD) | Long | ABS-mortgage backed security | BM | $515K | – | 0.09 |
| EASTERLY GOVERNMENT PROPERTI REIT (EASTERLY GOVERNMENT PROPERTIES, INC.) | Long | Equity-common | US | $22K | 2K | 0.00 |
| EASTGROUP PROPERTIES INC REIT (EASTGROUP PROPERTIES, INC.) | Long | Equity-common | US | $99K | 583 | 0.02 |
| EASTMAN CHEMICAL CO COMMON STOCK (EASTMAN CHEMICAL COMPANY) | Short | Equity-common | US | $-90K | -919 | -0.02 |
| EBAY INC COMMON STOCK (EBAY INC.) | Short | Equity-common | US | $-203K | -4K | -0.03 |
| ECHOSTAR CORP-A COMMON STOCK (ECHOSTAR CORPORATION) | Short | Equity-common | US | $-29K | -2K | -0.00 |
| ECOLAB INC COMMON STOCK (ECOLAB INC.) | Short | Equity-common | US | $-376K | -2K | -0.06 |
| ECOPETROL SA 8.625000% 01/19/2029 (ECOPETROL S.A.) | Long | Debt | CO | $539K | – | 0.09 |
| EDGEWELL PERSONAL CARE CO COMMON STOCK (Edgewell Personal Care Company) | Long | Equity-common | US | $33K | 821 | 0.01 |
| EDISON INTERNATIONAL COMMON STOCK | Long | Equity-common | US | $197K | 3K | 0.03 |
| EDWARDS LIFESCIENCES CORP COMMON STOCK (EDWARDS LIFESCIENCES CORPORATION) | Long | Equity-common | US | $422K | 5K | 0.07 |
| ELANCO ANIMAL HEALTH INC COMMON STOCK (ELANCO ANIMAL HEALTH INCORPORATED) | Long | Equity-common | US | $44K | 3K | 0.01 |
| ELASTIC NV COMMON STOCK (Elastic N.V.) | Long | Equity-common | US | $34K | 300 | 0.01 |
| ELECTRICITE DE FRANCE SA 144A MATURITY: PERPETUAL | Long | Debt | FR | $259K | – | 0.04 |
| ELECTRONIC ARTS INC COMMON STOCK (ELECTRONIC ARTS INC.) | Long | Equity-common | US | $189K | 1K | 0.03 |
| ELEMENT SOLUTIONS INC COMMON STOCK | Short | Equity-common | US | $-47K | -2K | -0.01 |
| ELEVANCE HEALTH INC COMMON STOCK (ELEVANCE HEALTH, INC.) | Long | Equity-common | US | $706K | 1K | 0.12 |
| ELF BEAUTY INC COMMON STOCK (E.L.F. BEAUTY, INC.) | Long | Equity-common | US | $169K | 804 | 0.03 |
| ELI LILLY & CO COMMON STOCK (ELI LILLY AND COMPANY) | Long | Equity-common | US | $4M | 5K | 0.72 |
| ELME COMMUNITIES REIT | Long | Equity-common | US | $30K | 2K | 0.01 |
| EMBRAER NETHERLANDS FINANCE BV 5.400000% 02/01/2027 (Embraer Netherlands Finance B.V.) | Long | Debt | BR | $665K | – | 0.11 |
| EMPIRE STATE REALTY TRUST-A REIT (EMPIRE STATE REALTY TRUST, INC.) | Long | Equity-common | US | $9K | 941 | 0.00 |
| ENA MASTER TRUST 144A 4.000000% 05/19/2048 | Long | Debt | PA | $193K | – | 0.03 |
| ENCOMPASS HEALTH CORP COMMON STOCK (ENCOMPASS HEALTH CORPORATION) | Long | Equity-common | US | $50K | 577 | 0.01 |
| ENCORE ENERGY CORP COMMON STOCK | Long | Equity-common | US | $24K | 6K | 0.00 |
| ENEL FINANCE INTERNATIONAL NV 144A 5.500000% 06/26/2034 (ENEL Finance International N.V.) | Long | Debt | IT | $435K | – | 0.07 |
| ENERGIZER HOLDINGS INC COMMON STOCK (Energizer Holdings, Inc.) | Long | Equity-common | US | $44K | 2K | 0.01 |
| ENERGY FUELS INC COMMON STOCK (ENERGY FUELS INCORPORATED) | Long | Equity-common | US | $28K | 5K | 0.00 |
| ENERGY TRANSFER LP 5.600000% 09/01/2034 | Long | Debt | US | $447K | – | 0.08 |
| ENGIE ENERGIA CHILE SA 144A 6.375000% 04/17/2034 (ENGIE Energia Chile S.A.) | Long | Debt | CL | $202K | – | 0.03 |
| ENGIE ENERGIA CHILE SA 3.400000% 01/28/2030 (ENGIE Energia Chile S.A.) | Long | Debt | CL | $339K | – | 0.06 |
| ENOVIS CORP COMMON STOCK (ENOVIS CORPORATION) | Long | Equity-common | US | $4K | 89 | 0.00 |
| ENPHASE ENERGY INC COMMON STOCK (ENPHASE ENERGY, INC.) | Short | Equity-common | US | $-31K | -314 | -0.01 |
| ENSIGN GROUP INC/THE COMMON STOCK (THE ENSIGN GROUP, INC.) | Long | Equity-common | US | $30K | 243 | 0.01 |
| ENTEGRIS INC COMMON STOCK (ENTEGRIS, INC.) | Short | Equity-common | US | $-32K | -238 | -0.01 |
| ENTERGY CORP COMMON STOCK (ENTERGY CORPORATION) | Long | Equity-common | US | $158K | 1K | 0.03 |
| ENVISTA HOLDINGS CORP COMMON STOCK (ENVISTA HOLDINGS CORPORATION) | Long | Equity-common | US | $22K | 1K | 0.00 |
| EOG RESOURCES INC COMMON STOCK (EOG RESOURCES, INC.) | Long | Equity-common | US | $2M | 12K | 0.26 |
| EPAM SYSTEMS INC COMMON STOCK (EPAM SYSTEMS, INC.) | Long | Equity-common | US | $25K | 131 | 0.00 |
| EPR PROPERTIES REIT | Long | Equity-common | US | $39K | 936 | 0.01 |
| EQT CORP COMMON STOCK (EQT CORPORATION) | Long | Equity-common | US | $271K | 7K | 0.05 |
| EQUINIX INC REIT (EQUINIX, INC.) | Long | Equity-common | US | $925K | 1K | 0.16 |
| EQUITRANS MIDSTREAM CORP COMMON STOCK (Equitrans Midstream Corporation) | Long | Equity-common | US | $118K | 9K | 0.02 |
| EQUITY COMMONWEALTH REIT | Long | Equity-common | US | $32K | 2K | 0.01 |
| EQUITY LIFESTYLE PROPERTIES REIT (EQUITY LIFESTYLE PROPERTIES, INC.) | Long | Equity-common | US | $162K | 2K | 0.03 |
| EQUITY RESIDENTIAL REIT | Long | Equity-common | US | $321K | 5K | 0.05 |
| ERAC USA FINANCE LLC 144A 4.600000% 05/01/2028 | Long | Debt | US | $274K | – | 0.05 |
| ERAC USA FINANCE LLC 144A 4.900000% 05/01/2033 | Long | Debt | US | $96K | – | 0.02 |
| ESSENTIAL PROPERTIES REALTY REIT (ESSENTIAL PROPERTIES REALTY TRUST, INC.) | Long | Equity-common | US | $60K | 2K | 0.01 |
| ESSENTIAL UTILITIES INC COMMON STOCK (Essential Utilities, Inc.) | Long | Equity-common | US | $68K | 2K | 0.01 |
| ESSEX PROPERTY TRUST INC REIT (ESSEX PROPERTY TRUST, INC.) | Long | Equity-common | US | $212K | 780 | 0.04 |
| ESTEE LAUDER COMPANIES-CL A COMMON STOCK (THE ESTEE LAUDER COMPANIES INC.) | Long | Equity-common | US | $359K | 3K | 0.06 |
| ETHAN ALLEN INTERIORS INC COMMON STOCK (ETHAN ALLEN INTERIORS INC.) | Short | Equity-common | US | $-20K | -700 | -0.00 |
| ETSY INC COMMON STOCK (ETSY, INC.) | Short | Equity-common | US | $-45K | -760 | -0.01 |
| EVERGY INC COMMON STOCK (Evergy, Inc.) | Long | Equity-common | US | $73K | 1K | 0.01 |
| EVERI HOLDINGS INC COMMON STOCK (EVERI HOLDINGS INC.) | Short | Equity-common | US | $-13K | -2K | -0.00 |
| EVERSOURCE ENERGY COMMON STOCK | Long | Equity-common | US | $129K | 2K | 0.02 |
| EVOLENT HEALTH INC - A COMMON STOCK (EVOLENT HEALTH, INC.) | Long | Equity-common | US | $17K | 900 | 0.00 |
| EXACT SCIENCES CORP COMMON STOCK (EXACT SCIENCES CORPORATION) | Long | Equity-common | US | $54K | 1K | 0.01 |
| EXELIXIS INC COMMON STOCK (EXELIXIS, INC.) | Long | Equity-common | US | $34K | 2K | 0.01 |
| EXELON CORP COMMON STOCK (EXELON CORPORATION) | Long | Equity-common | US | $240K | 7K | 0.04 |
| EXP WORLD HOLDINGS INC COMMON STOCK | Long | Equity-common | US | $11K | 1K | 0.00 |
| EXPEDIA GROUP INC COMMON STOCK (EXPEDIA GROUP, INC.) | Short | Equity-common | US | $-198K | -2K | -0.03 |
| EXPRO GROUP HOLDINGS NV COMMON STOCK (Expro Group Holdings N.V.) | Long | Equity-common | US | $55K | 2K | 0.01 |
| EXTRA SPACE STORAGE INC REIT (EXTRA SPACE STORAGE INC.) | Long | Equity-common | US | $422K | 3K | 0.07 |
| EXXON MOBIL CORP COMMON STOCK (EXXON MOBIL CORPORATION) | Long | Equity-common | US | $11M | 93K | 1.81 |
| F5 INC COMMON STOCK (F5, INC.) | Short | Equity-common | US | $-8K | -48 | -0.00 |
| FABRINET COMMON STOCK | Short | Equity-common | US | $-24K | -100 | -0.00 |
| FAIR ISAAC CORP COMMON STOCK (FAIR ISAAC CORPORATION) | Long | Equity-common | US | $85K | 57 | 0.01 |
| FANNIE MAE 0.500000% 06/17/2025 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.24 |
| FANNIE MAE 0.625000% 04/22/2025 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.21 |
| FANNIE MAE 3.875000% 08/28/2024 (Federal National Mortgage Association) | Long | Debt | US | $797K | – | 0.13 |
| FANNIE MAE 5.060000% 02/07/2025 (Federal National Mortgage Association) | Long | Debt | US | $699K | – | 0.12 |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2015-C04 1M2 (CONNECTICUT AVENUE SECURITIES) | Long | Debt | US | $82K | – | 0.01 |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2017-C04 2M2 (CONNECTICUT AVENUE SECURITIES) | Long | Debt | US | $363K | – | 0.06 |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2021-R02 2M2 (CONNECTICUT AVENUE SECURITIES) | Long | Debt | US | $473K | – | 0.08 |
| FANNIE MAE POOL FN BU1349 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.30 |
| FANNIE MAE REMICS FNR 2014-78 SE (Federal National Mortgage Association) | Long | Debt | US | $71K | – | 0.01 |
| FANNIE MAE REMICS FNR 2016-77 DS (Federal National Mortgage Association) | Long | Debt | US | $70K | – | 0.01 |
| FANNIE MAE REMICS FNR 2017-62 AS (Federal National Mortgage Association) | Long | Debt | US | $86K | – | 0.01 |
| FANNIE MAE REMICS FNR 2017-97 LS (Federal National Mortgage Association) | Long | Debt | US | $135K | – | 0.02 |
| FEDERAL FARM CREDIT BANK VARIABLE RATE 01/23/2025 (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $2M | – | 0.35 |
| FEDERAL HOME LOAN BANK 0.620000% 02/26/2026 (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $186K | – | 0.03 |
| FEDERAL HOME LOAN BANK VARIABLE RATE 04/21/2025 (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $1M | – | 0.17 |
| FEDERAL HOME LOAN BANK VARIABLE RATE 07/10/2025 (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $801K | – | 0.14 |
| FEDERAL HOME LOAN BANK VARIABLE RATE 11/25/2024 (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $600K | – | 0.10 |
| FEDERAL REALTY INVS TRUST REIT (FEDERAL REALTY INVESTMENT TRUST) | Long | Equity-common | US | $110K | 1K | 0.02 |
| FHF TRUST 2021-2 FHF 2021-2A A | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| FHF TRUST 2023-1 FHF 2023-1A A2 | Long | ABS-mortgage backed security | US | $276K | – | 0.05 |
| FIGS INC-CLASS A COMMON STOCK (FIGS, INC.) | Short | Equity-common | US | $-14K | -3K | -0.00 |
| FIRST INDUSTRIAL REALTY TR REIT (FIRST INDUSTRIAL REALTY TRUST, INC.) | Long | Equity-common | US | $82K | 2K | 0.01 |
| FIRST SOLAR INC COMMON STOCK (FIRST SOLAR, INC.) | Short | Equity-common | US | $-47K | -210 | -0.01 |
| FIRSTENERGY CORP COMMON STOCK (FIRSTENERGY CORP.) | Long | Equity-common | US | $145K | 4K | 0.02 |
| FIVE BELOW COMMON STOCK (FIVE BELOW, INC.) | Short | Equity-common | US | $-51K | -467 | -0.01 |
| FIVE9 INC COMMON STOCK (FIVE9, INC.) | Long | Equity-common | US | $13K | 300 | 0.00 |
| FLAGSHIP CREDIT AUTO TRUST 2023-2 FCAT 2023-2 A2 | Long | ABS-mortgage backed security | US | $361K | – | 0.06 |
| FLEX LNG LTD COMMON STOCK (FLEX LNG LTD.) | Long | Equity-common | US | $17K | 616 | 0.00 |
| FLOOR & DECOR HOLDINGS INC-A COMMON STOCK (FLOOR & DECOR HOLDINGS, INC.) | Short | Equity-common | US | $-82K | -824 | -0.01 |
| FLOWERS FOODS INC COMMON STOCK (FLOWERS FOODS, INC.) | Long | Equity-common | US | $74K | 3K | 0.01 |
| FLOWSERVE CORP 2.800000% 01/15/2032 (FLOWSERVE CORPORATION) | Long | Debt | US | $202K | – | 0.03 |
| FMC CORP COMMON STOCK (FMC CORPORATION) | Short | Equity-common | US | $-44K | -773 | -0.01 |
| FOOT LOCKER INC COMMON STOCK (FOOT LOCKER, INC.) | Short | Equity-common | US | $-18K | -732 | -0.00 |
| FORD CREDIT AUTO OWNER TRUST 2021-REV1 FORDR 2021-1 D | Long | ABS-mortgage backed security | US | $561K | – | 0.09 |
| FORD MOTOR CO 3.250000% 02/12/2032 (FORD MOTOR COMPANY) | Long | Debt | US | $359K | – | 0.06 |
| FORD MOTOR CO COMMON STOCK (FORD MOTOR COMPANY) | Short | Equity-common | US | $-2M | -164K | -0.35 |
| FORD MOTOR CREDIT CO LLC 7.350000% 11/04/2027 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $213K | – | 0.04 |
| FORTINET INC COMMON STOCK (FORTINET, INC.) | Long | Equity-common | US | $95K | 2K | 0.02 |
| FORTREA HOLDINGS INC COMMON STOCK (FORTREA HOLDINGS INC.) | Long | Equity-common | US | $12K | 500 | 0.00 |
| FOUR CORNERS PROPERTY TRUST REIT (FOUR CORNERS PROPERTY TRUST, INC.) | Long | Equity-common | US | $41K | 2K | 0.01 |
| FOX CORP - CLASS A COMMON STOCK (FOX CORPORATION) | Short | Equity-common | US | $-92K | -3K | -0.02 |
| FOX CORP - CLASS B COMMON STOCK (FOX CORPORATION) | Short | Equity-common | US | $-45K | -1K | -0.01 |
| FOX FACTORY HOLDING CORP COMMON STOCK (FOX FACTORY HOLDING CORP.) | Short | Equity-common | US | $-79K | -2K | -0.01 |
| FREDDIE MAC 4.200000% 08/28/2025 | Long | Debt | US | $694K | – | 0.12 |
| FREDDIE MAC 5.150000% 01/27/2026 | Long | Debt | US | $1M | – | 0.20 |
| FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK MSCR 2021-MN1 M1 | Long | Debt | US | $64K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4693 SL | Long | Debt | US | $119K | – | 0.02 |
| FREDDIE MAC REMICS FHR 4981 HS | Long | Debt | US | $160K | – | 0.03 |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5 STACR 2021-DNA5 M2 | Long | Debt | US | $160K | – | 0.03 |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2 | Long | Debt | US | $1M | – | 0.18 |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA7 STACR 2021-DNA7 M2 | Long | Debt | US | $1M | – | 0.18 |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA4 STACR 2021-HQA4 M2 | Long | Debt | US | $676K | – | 0.11 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA1 STACR 2022-DNA1 M1A | Long | Debt | US | $341K | – | 0.06 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA1 STACR 2022-DNA1 M1B | Long | Debt | US | $548K | – | 0.09 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA4 STACR 2022-DNA4 M1A | Long | Debt | US | $450K | – | 0.08 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA5 STACR 2022-DNA5 M1A | Long | Debt | US | $563K | – | 0.10 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA7 STACR 2022-DNA7 M1A | Long | Debt | US | $755K | – | 0.13 |
| FREDDIE MAC STACR REMIC TRUST 2023-DNA1 STACR 2023-DNA1 M1A | Long | Debt | US | $427K | – | 0.07 |
| FREDDIE MAC STACR REMIC TRUST 2023-DNA2 STACR 2023-DNA2 M1A | Long | Debt | US | $334K | – | 0.06 |
| FREDDIE MAC STACR REMIC TRUST 2023-HQA1 STACR 2023-HQA1 M1A | Long | Debt | US | $642K | – | 0.11 |
| FREEPORT INDONESIA PT MTN 4.763000% 04/14/2027 (PT Freeport Indonesia) | Long | Debt | ID | $238K | – | 0.04 |
| FREEPORT-MCMORAN INC COMMON STOCK (FREEPORT-MCMORAN INC.) | Short | Equity-common | US | $-441K | -9K | -0.07 |
| FRESHPET INC COMMON STOCK (FRESHPET, INC.) | Long | Equity-common | US | $96K | 740 | 0.02 |
| FRONTDOOR INC COMMON STOCK (FRONTDOOR, INC.) | Short | Equity-common | US | $-32K | -957 | -0.01 |
| FRONTIER COMMUNICATIONS PARE COMMON STOCK (FRONTIER COMMUNICATIONS PARENT, INC.) | Long | Equity-common | US | $84K | 3K | 0.01 |
| FX Forward Contract: USD/EUR SETTLE 2024-08-08 (DEUTSCHE BANK SECURITIES, INC.) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| G-III APPAREL GROUP LTD COMMON STOCK (G-III APPAREL GROUP, LTD.) | Short | Equity-common | US | $-16K | -576 | -0.00 |
| GAMESTOP CORP-CLASS A COMMON STOCK (GAMESTOP CORP.) | Short | Equity-common | US | $-61K | -2K | -0.01 |
| GAMING AND LEISURE PROPERTIE REIT (Gaming and Leisure Properties, Inc.) | Long | Equity-common | US | $156K | 3K | 0.03 |
| GAP INC/THE COMMON STOCK (THE GAP, INC.) | Short | Equity-common | US | $-41K | -2K | -0.01 |
| GARMIN LTD COMMON STOCK (Garmin Ltd.) | Short | Equity-common | US | $-582K | -4K | -0.10 |
| GARTNER INC COMMON STOCK (GARTNER, INC.) | Long | Equity-common | US | $71K | 159 | 0.01 |
| GASOLINE RBOB FUT JAN25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $547K | – | 0.09 | |
| GASOLINE RBOB FUT MAR25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $275K | – | 0.05 | |
| GASOLINE RBOB FUT NOV24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $280K | – | 0.05 | |
| GASOLINE RBOB FUT SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $3M | – | 0.44 | |
| GASOLINE RBOB FUT SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $1M | – | 0.21 | |
| GCI FUNDING I LLC GCI 2021-1 A (GLOBAL CONTAINER INTERNATIONAL) | Long | ABS-mortgage backed security | US | $213K | – | 0.04 |
| GCI LIBERTY INC - CLASS A ESCROW COMMON STOCK | Long | Equity-common | US | $0.01 | 2K | 0.00 |
| GE HEALTHCARE TECHNOLOGY COMMON STOCK (GE HEALTHCARE TECHNOLOGIES INC.) | Long | Equity-common | US | $178K | 2K | 0.03 |
| GEN DIGITAL INC COMMON STOCK (GEN DIGITAL INC.) | Long | Equity-common | US | $27K | 1K | 0.00 |
| GENERAL MILLS INC 4.700000% 01/30/2027 (GENERAL MILLS, INC.) | Long | Debt | US | $132K | – | 0.02 |
| GENERAL MILLS INC COMMON STOCK (GENERAL MILLS, INC.) | Long | Equity-common | US | $528K | 8K | 0.09 |
| GENERAL MOTORS CO COMMON STOCK (GENERAL MOTORS COMPANY) | Short | Equity-common | US | $-2M | -49K | -0.38 |
| GENERAL MOTORS FINANCIAL CO INC 5.750000% 02/08/2031 (GENERAL MOTORS FINANCIAL COMPANY, INC.) | Long | Debt | US | $479K | – | 0.08 |
| GENTEX CORP COMMON STOCK (GENTEX CORPORATION) | Short | Equity-common | US | $-334K | -10K | -0.06 |
| GENTHERM INC COMMON STOCK (GENTHERM INCORPORATED) | Short | Equity-common | US | $-70K | -1K | -0.01 |
| GENUINE PARTS CO COMMON STOCK (GENUINE PARTS COMPANY) | Short | Equity-common | US | $-139K | -1K | -0.02 |
| GETTY REALTY CORP REIT (GETTY REALTY CORP.) | Long | Equity-common | US | $26K | 963 | 0.00 |
| GILEAD SCIENCES INC COMMON STOCK (GILEAD SCIENCES, INC.) | Long | Equity-common | US | $471K | 7K | 0.08 |
| GLAUKOS CORP COMMON STOCK (GLAUKOS CORPORATION) | Long | Equity-common | US | $36K | 300 | 0.01 |
| GLENCORE FUNDING LLC 144A 5.338000% 04/04/2027 | Long | Debt | AU | $401K | – | 0.07 |
| GLENCORE FUNDING LLC 144A 6.500000% 10/06/2033 | Long | Debt | AU | $58K | – | 0.01 |
| GLOBAL NET LEASE INC REIT (GLOBAL NET LEASE, INC.) | Long | Equity-common | US | $19K | 3K | 0.00 |
| GLOBALFOUNDRIES INC COMMON STOCK (GLOBALFOUNDRIES INC.) | Short | Equity-common | US | $-18K | -360 | -0.00 |
| GLOBALSTAR INC COMMON STOCK (GLOBALSTAR, INC.) | Long | Equity-common | US | $20K | 18K | 0.00 |
| GLOBANT SA COMMON STOCK (GLOBANT S.A.) | Long | Equity-common | US | $18K | 100 | 0.00 |
| GLOBO COMUNICACAO E PARTICIPACOES SA 144A 4.875000% 01/22/2030 (Globo Comunicacao e Participacoes S.A.) | Long | Debt | BR | $366K | – | 0.06 |
| GLOBUS MEDICAL INC - A COMMON STOCK (GLOBUS MEDICAL, INC.) | Long | Equity-common | US | $42K | 616 | 0.01 |
| GODADDY INC - CLASS A COMMON STOCK (GODADDY INC.) | Long | Equity-common | US | $33K | 235 | 0.01 |
| GOGO INC COMMON STOCK (GOGO INC.) | Long | Equity-common | US | $13K | 1K | 0.00 |
| GOLAR LNG LTD COMMON STOCK (GOLAR LNG LIMITED) | Long | Equity-common | US | $58K | 2K | 0.01 |
| GOLD 100 OZ FUTR AUG24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $6M | – | 1.07 | |
| GOLD 100 OZ FUTR AUG24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $1M | – | 0.24 | |
| GOLD 100 OZ FUTR DEC24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $4M | – | 0.64 | |
| GOLD 100 OZ FUTR FEB25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $4M | – | 0.65 | |
| GOLDENTREE LOAN MANAGEMENT US CLO 7 LTD GLM 2020-7A AR (GOLDENTREE LOAN MANAGEMENT US CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $652K | – | 0.11 |
| GOLDMAN SACHS GROUP INC/THE 2.615000% 04/22/2032 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $456K | – | 0.08 |
| GOLDMAN SACHS GROUP INC/THE 2.650000% 10/21/2032 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $32K | – | 0.01 |
| GOLDMAN SACHS GROUP INC/THE 4.125000% MATURITY: PERPETUAL (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $307K | – | 0.05 |
| GOLDMAN SACHS GROUP INC/THE MATURITY: PERPETUAL (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $122K | – | 0.02 |
| GOODYEAR TIRE & RUBBER CO COMMON STOCK (THE GOODYEAR TIRE & RUBBER COMPANY) | Short | Equity-common | US | $-125K | -11K | -0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-122 SA | Long | Debt | US | $67K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-134 SE | Long | Debt | US | $47K | – | 0.01 |
| GRAHAM HOLDINGS CO-CLASS B COMMON STOCK (GRAHAM HOLDINGS COMPANY) | Short | Equity-common | US | $-38K | -54 | -0.01 |
| GRAIL INC COMMON STOCK | Long | Equity-common | US | $3K | 164.5 | 0.00 |
| GRAND CANYON EDUCATION INC COMMON STOCK (GRAND CANYON EDUCATION, INC.) | Short | Equity-common | US | $-51K | -361 | -0.01 |
| GRAPHIC PACKAGING HOLDING CO COMMON STOCK (GRAPHIC PACKAGING HOLDING COMPANY) | Short | Equity-common | US | $-54K | -2K | -0.01 |
| GREEN BRICK PARTNERS INC COMMON STOCK (GREEN BRICK PARTNERS, INC.) | Short | Equity-common | US | $-46K | -800 | -0.01 |
| GREEN PLAINS INC COMMON STOCK (GREEN PLAINS INC.) | Long | Equity-common | US | $22K | 1K | 0.00 |
| GROCERY OUTLET HOLDING CORP COMMON STOCK (GROCERY OUTLET HOLDING CORP.) | Long | Equity-common | US | $31K | 1K | 0.01 |
| GROUP 1 AUTOMOTIVE INC COMMON STOCK (GROUP 1 AUTOMOTIVE, INC.) | Short | Equity-common | US | $-41K | -139 | -0.01 |
| GS MORTGAGE SECURITIES TRUST 2011-GC5 GSMS 2011-GC5 D | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GS MORTGAGE SECURITIES TRUST 2021-1 A1 | Long | Debt | US | $281K | – | 0.05 |
| GS MORTGAGE SECURITIES TRUST 2021-1 A2 | Long | Debt | US | $735K | – | 0.12 |
| GS MORTGAGE SECURITIES TRUST 2021-1 AS | Long | Debt | US | $24K | – | 0.00 |
| GUARDANT HEALTH INC COMMON STOCK (GUARDANT HEALTH, INC.) | Long | Equity-common | US | $29K | 1K | 0.00 |
| GUIDEWIRE SOFTWARE INC COMMON STOCK (GUIDEWIRE SOFTWARE, INC.) | Long | Equity-common | US | $18K | 128 | 0.00 |
| GULFPORT ENERGY CORP COMMON STOCK (GULFPORT ENERGY CORPORATION) | Long | Equity-common | US | $25K | 164 | 0.00 |
| H.B. FULLER CO. COMMON STOCK (H.B. FULLER COMPANY) | Short | Equity-common | US | $-35K | -459 | -0.01 |
| H&R BLOCK INC COMMON STOCK (H & R BLOCK, INC.) | Short | Equity-common | US | $-96K | -2K | -0.02 |
| HAEMONETICS CORP/MASS COMMON STOCK (HAEMONETICS CORPORATION) | Long | Equity-common | US | $13K | 158 | 0.00 |
| HALLIBURTON CO COMMON STOCK (HALLIBURTON COMPANY) | Long | Equity-common | US | $622K | 18K | 0.11 |
| HALOZYME THERAPEUTICS INC COMMON STOCK (HALOZYME THERAPEUTICS, INC.) | Long | Equity-common | US | $44K | 837 | 0.01 |
| HANESBRANDS INC COMMON STOCK (HANESBRANDS INC.) | Short | Equity-common | US | $-45K | -9K | -0.01 |
| HARDEE'S FUNDING LLC HNGRY 2018-1A A23 (HARDEES FUNDING LLC) | Long | ABS-mortgage backed security | US | $359K | – | 0.06 |
| HARDEE'S FUNDING LLC HNGRY 2020-1A A2 (HARDEES FUNDING LLC) | Long | ABS-mortgage backed security | US | $239K | – | 0.04 |
| HARLEY-DAVIDSON FINANCIAL SERVICES INC 144A 3.050000% 02/14/2027 (HARLEY-DAVIDSON FINANCIAL SERVICES, INC.) | Long | Debt | US | $657K | – | 0.11 |
| HARLEY-DAVIDSON INC COMMON STOCK (HARLEY-DAVIDSON, INC.) | Short | Equity-common | US | $-168K | -5K | -0.03 |
| HASBRO INC 6.050000% 05/14/2034 (Hasbro, Inc.) | Long | Debt | US | $114K | – | 0.02 |
| HASBRO INC COMMON STOCK (Hasbro, Inc.) | Short | Equity-common | US | $-168K | -3K | -0.03 |
| HAWAIIAN ELECTRIC INDS COMMON STOCK (HAWAIIAN ELECTRIC INDUSTRIES, INC.) | Long | Equity-common | US | $13K | 1K | 0.00 |
| HCA HEALTHCARE INC COMMON STOCK (HCA HEALTHCARE, INC.) | Long | Equity-common | US | $364K | 1K | 0.06 |
| HEALTHCARE REALTY TRUST INC REIT (HEALTHCARE REALTY TRUST INCORPORATED) | Long | Equity-common | US | $83K | 5K | 0.01 |
| HEALTHEQUITY INC COMMON STOCK (HEALTHEQUITY, INC.) | Long | Equity-common | US | $47K | 544 | 0.01 |
| HEALTHPEAK PROPERTIES INC REIT (HEALTHPEAK PROPERTIES, INC.) | Long | Equity-common | US | $186K | 9K | 0.03 |
| HECLA MINING CO COMMON STOCK (HECLA MINING COMPANY) | Short | Equity-common | US | $-24K | -5K | -0.00 |
| HELEN OF TROY LTD COMMON STOCK (HELEN OF TROY LIMITED) | Short | Equity-common | US | $-58K | -624 | -0.01 |
| HELIX ENERGY SOLUTIONS GROUP COMMON STOCK (HELIX ENERGY SOLUTIONS GROUP, INC.) | Long | Equity-common | US | $41K | 3K | 0.01 |
| HELMERICH & PAYNE COMMON STOCK (HELMERICH & PAYNE, INC.) | Long | Equity-common | US | $76K | 2K | 0.01 |
| HENRY SCHEIN INC COMMON STOCK (HENRY SCHEIN, INC.) | Long | Equity-common | US | $50K | 773 | 0.01 |
| HERBALIFE LTD COMMON STOCK (HERBALIFE LTD.) | Long | Equity-common | US | $18K | 2K | 0.00 |
| HERSHEY CO/THE COMMON STOCK (THE HERSHEY COMPANY) | Long | Equity-common | US | $414K | 2K | 0.07 |
| HERTZ VEHICLE FINANCING III LLC HERTZ 2022-1A C | Long | ABS-mortgage backed security | US | $599K | – | 0.10 |
| HESS CORP COMMON STOCK (HESS CORPORATION) | Long | Equity-common | US | $840K | 6K | 0.14 |
| HEWLETT PACKARD ENTERPRISE COMMON STOCK (HEWLETT PACKARD ENTERPRISE COMPANY) | Short | Equity-common | US | $-37K | -2K | -0.01 |
| HF SINCLAIR CORP COMMON STOCK (HF SINCLAIR CORPORATION) | Long | Equity-common | US | $184K | 3K | 0.03 |
| HFX 2017-1A A3 SERIES CLASS (HFX Funding Issuer) | Long | ABS-mortgage backed security | US | $820K | – | 0.14 |
| HIGHWOODS PROPERTIES INC REIT (HIGHWOODS PROPERTIES, INC.) | Long | Equity-common | US | $40K | 2K | 0.01 |
| HILTON DOMESTIC OPERATING CO INC 144A 5.875000% 04/01/2029 (HILTON DOMESTIC OPERATING COMPANY INC.) | Long | Debt | US | $379K | – | 0.06 |
| HILTON GRAND VACATIONS INC COMMON STOCK (HILTON GRAND VACATIONS INC.) | Short | Equity-common | US | $-30K | -754 | -0.01 |
| HILTON WORLDWIDE HOLDINGS IN COMMON STOCK (HILTON WORLDWIDE HOLDINGS INC.) | Short | Equity-common | US | $-677K | -3K | -0.11 |
| HIMS & HERS HEALTH INC COMMON STOCK | Long | Equity-common | US | $43K | 2K | 0.01 |
| HOLOGIC INC COMMON STOCK (HOLOGIC, INC.) | Long | Equity-common | US | $108K | 1K | 0.02 |
| HOME DEPOT INC COMMON STOCK (THE HOME DEPOT, INC.) | Short | Equity-common | US | $-3M | -8K | -0.44 |
| HOMEBANC MORTGAGE TRUST 2005-1 HMBT 2005-1 A1 | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| HONEYWELL INTERNATIONAL INC 4.125000% 11/02/2034 (HONEYWELL INTERNATIONAL INCORPORATION) | Long | Debt | US | $887K | – | 0.15 |
| HORMEL FOODS CORP COMMON STOCK (HORMEL FOODS CORPORATION) | Long | Equity-common | US | $138K | 5K | 0.02 |
| HOST HOTELS & RESORTS INC REIT (HOST HOTELS & RESORTS, INC.) | Long | Equity-common | US | $157K | 9K | 0.03 |
| HOVNANIAN ENTERPRISES-A COMMON STOCK (HOVNANIAN ENTERPRISES, INC.) | Short | Equity-common | US | $-23K | -165 | -0.00 |
| HOWARD HUGHES HOLDINGS INC COMMON STOCK (HOWARD HUGHES HOLDINGS INC.) | Long | Equity-common | US | $27K | 413 | 0.00 |
| HP INC COMMON STOCK (HP INC.) | Short | Equity-common | US | $-56K | -2K | -0.01 |
| HSBC HOLDINGS PLC 5.597000% 05/17/2028 | Long | Debt | GB | $455K | – | 0.08 |
| HUBSPOT INC COMMON STOCK (HUBSPOT, INC.) | Long | Equity-common | US | $48K | 81 | 0.01 |
| HUDSON PACIFIC PROPERTIES IN REIT (HUDSON PACIFIC PROPERTIES, INC.) | Long | Equity-common | US | $16K | 3K | 0.00 |
| HUMANA INC COMMON STOCK (HUMANA INC.) | Long | Equity-common | US | $261K | 698 | 0.04 |
| HUNTSMAN CORP COMMON STOCK (HUNTSMAN CORPORATION) | Short | Equity-common | US | $-11K | -466 | -0.00 |
| HYATT HOTELS CORP - CL A COMMON STOCK (HYATT HOTELS CORPORATION) | Short | Equity-common | US | $-89K | -583 | -0.01 |
| HYUNDAI CAPITAL AMERICA 144A 5.250000% 01/08/2027 | Long | Debt | US | $126K | – | 0.02 |
| HYUNDAI CAPITAL AMERICA 144A 5.275000% 06/24/2027 | Long | Debt | US | $84K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A 6.100000% 09/21/2028 | Long | Debt | US | $229K | – | 0.04 |
| ICON PLC COMMON STOCK (ICON PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $137K | 437 | 0.02 |
| IDACORP INC COMMON STOCK (IDACORP, INC.) | Long | Equity-common | US | $41K | 442 | 0.01 |
| IDEAYA BIOSCIENCES INC COMMON STOCK | Long | Equity-common | US | $33K | 933 | 0.01 |
| IDEXX LABORATORIES INC COMMON STOCK (IDEXX LABORATORIES, INC.) | Long | Equity-common | US | $212K | 436 | 0.04 |
| ILLUMINA INC COMMON STOCK (ILLUMINA, INC.) | Long | Equity-common | US | $103K | 987 | 0.02 |
| IMPERIAL BRANDS FINANCE PLC MTN 5.875000% 07/01/2034 | Long | Debt | GB | $437K | – | 0.07 |
| INARI MEDICAL INC COMMON STOCK (INARI MEDICAL, INC.) | Long | Equity-common | US | $21K | 438 | 0.00 |
| INCYTE CORP COMMON STOCK (INCYTE CORPORATION) | Long | Equity-common | US | $69K | 1K | 0.01 |
| INDEPENDENCE REALTY TRUST IN REIT (INDEPENDENCE REALTY TRUST, INC) | Long | Equity-common | US | $58K | 3K | 0.01 |
| INGEVITY CORP COMMON STOCK (INGEVITY CORPORATION) | Short | Equity-common | US | $-3K | -74 | -0.00 |
| INGLES MARKETS INC-CLASS A COMMON STOCK (Ingles Markets, Incorporated) | Long | Equity-common | US | $17K | 244 | 0.00 |
| INGREDION INC COMMON STOCK (INGREDION INCORPORATED) | Long | Equity-common | US | $103K | 896 | 0.02 |
| INNOSPEC INC COMMON STOCK (INNOSPEC INC.) | Short | Equity-common | US | $-25K | -204 | -0.00 |
| INNOVATIVE INDUSTRIAL PROPER REIT (INNOVATIVE INDUSTRIAL PROPERTIES, INC.) | Long | Equity-common | US | $39K | 353 | 0.01 |
| INSMED INC COMMON STOCK (INSMED INCORPORATED) | Long | Equity-common | US | $66K | 978 | 0.01 |
| INSPIRE MEDICAL SYSTEMS INC COMMON STOCK | Long | Equity-common | US | $27K | 203 | 0.00 |
| INSTALLED BUILDING PRODUCTS COMMON STOCK (INSTALLED BUILDING PRODUCTS, INC.) | Short | Equity-common | US | $-110K | -537 | -0.02 |
| INSULET CORP COMMON STOCK (INSULET CORPORATION) | Long | Equity-common | US | $93K | 462 | 0.02 |
| INTEGER HOLDINGS CORP COMMON STOCK (INTEGER HOLDINGS CORPORATION) | Long | Equity-common | US | $19K | 165 | 0.00 |
| INTEGRA LIFESCIENCES HOLDING COMMON STOCK (INTEGRA LIFESCIENCES HOLDINGS CORPORATION) | Long | Equity-common | US | $13K | 462 | 0.00 |
| INTEL CORP COMMON STOCK (INTEL CORPORATION) | Short | Equity-common | US | $-204K | -7K | -0.03 |
| INTELLIA THERAPEUTICS INC COMMON STOCK (INTELLIA THERAPEUTICS, INC.) | Long | Equity-common | US | $22K | 968 | 0.00 |
| INTER PARFUMS INC COMMON STOCK (INTER PARFUMS, INC.) | Long | Equity-common | US | $19K | 162 | 0.00 |
| INTERNATIONAL GAME TECHNOLOG COMMON STOCK (INTERNATIONAL GAME TECHNOLOGY PLC) | Short | Equity-common | US | $-23K | -1K | -0.00 |
| INTERNATIONAL PAPER CO COMMON STOCK (INTERNATIONAL PAPER COMPANY) | Short | Equity-common | US | $-103K | -2K | -0.02 |
| INTERNATIONAL SEAWAYS INC COMMON STOCK (INTERNATIONAL SEAWAYS, INC.) | Long | Equity-common | US | $40K | 672 | 0.01 |
| INTERPUBLIC GROUP OF COS INC COMMON STOCK (THE INTERPUBLIC GROUP OF COMPANIES, INC.) | Short | Equity-common | US | $-111K | -4K | -0.02 |
| INTESA SANPAOLO SPA 144A 7.200000% 11/28/2033 | Long | Debt | IT | $350K | – | 0.06 |
| INTL BUSINESS MACHINES CORP COMMON STOCK (INTERNATIONAL BUSINESS MACHINES CORPORATION) | Long | Equity-common | US | $336K | 2K | 0.06 |
| INTL FLAVORS & FRAGRANCES COMMON STOCK (INTERNATIONAL FLAVORS & FRAGRANCES INC.) | Short | Equity-common | US | $-143K | -2K | -0.02 |
| INTRA-CELLULAR THERAPIES INC COMMON STOCK | Long | Equity-common | US | $39K | 567 | 0.01 |
| INTUIT INC COMMON STOCK (INTUIT INC.) | Long | Equity-common | US | $407K | 619 | 0.07 |
| INTUITIVE SURGICAL INC COMMON STOCK (INTUITIVE SURGICAL, INC.) | Long | Equity-common | US | $888K | 2K | 0.15 |
| INVENTRUST PROPERTIES CORP REIT (INVENTRUST PROPERTIES CORP.) | Long | Equity-common | US | $27K | 1K | 0.00 |
| INVITATION HOMES INC REIT (INVITATION HOMES INC.) | Long | Equity-common | US | $295K | 8K | 0.05 |
| IONIS PHARMACEUTICALS INC COMMON STOCK (IONIS PHARMACEUTICALS, INC.) | Long | Equity-common | US | $40K | 841 | 0.01 |
| IOVANCE BIOTHERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $17K | 2K | 0.00 |
| IQVIA HOLDINGS INC COMMON STOCK | Long | Equity-common | US | $204K | 965 | 0.03 |
| IRHYTHM TECHNOLOGIES INC COMMON STOCK (IRHYTHM TECHNOLOGIES, INC.) | Long | Equity-common | US | $28K | 262 | 0.00 |
| IRIDIUM COMMUNICATIONS INC COMMON STOCK (IRIDIUM COMMUNICATIONS INC.) | Long | Equity-common | US | $34K | 1K | 0.01 |
| IRON MOUNTAIN INC REIT (IRON MOUNTAIN INCORPORATED) | Long | Equity-common | US | $321K | 4K | 0.05 |
| J & J SNACK FOODS CORP COMMON STOCK (J & J SNACK FOODS CORP.) | Long | Equity-common | US | $47K | 289 | 0.01 |
| JABIL INC COMMON STOCK (JABIL INC.) | Short | Equity-common | US | $-11K | -104 | -0.00 |
| JACK IN THE BOX INC COMMON STOCK (JACK IN THE BOX INC.) | Short | Equity-common | US | $-12K | -227 | -0.00 |
| JAZZ PHARMACEUTICALS PLC COMMON STOCK (JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $39K | 367 | 0.01 |
| JBG SMITH PROPERTIES REIT | Long | Equity-common | US | $23K | 2K | 0.00 |
| JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 6.750000% 03/15/2034 (JBS USA Holding Lux S.a r.l.) | Long | Debt | US | $303K | – | 0.05 |
| JM SMUCKER CO/THE COMMON STOCK (THE J. M. SMUCKER COMPANY) | Long | Equity-common | US | $174K | 2K | 0.03 |
| JOHN B. SANFILIPPO & SON INC COMMON STOCK (JOHN B. SANFILIPPO & SON, INC.) | Long | Equity-common | US | $4K | 45 | 0.00 |
| JOHNSON & JOHNSON COMMON STOCK | Long | Equity-common | US | $2M | 13K | 0.33 |
| JONES LANG LASALLE INC COMMON STOCK (JONES LANG LASALLE INCORPORATED) | Long | Equity-common | US | $124K | 606 | 0.02 |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C2 JPMBB 2014-C22 XA | Long | Debt | US | $441.42 | – | 0.00 |
| JPMORGAN CHASE & CO 2.963000% 01/25/2033 (JPMORGAN CHASE & CO.) | Long | Debt | US | $656K | – | 0.11 |
| JPMORGAN CHASE BANK NA - CHASE CHASE 2019-CL1 M3 (CHASE MORTGAGE REFERENCE NOTES) | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| JUNIPER NETWORKS INC COMMON STOCK (JUNIPER NETWORKS, INC.) | Short | Equity-common | US | $-12K | -322 | -0.00 |
| KB HOME COMMON STOCK | Short | Equity-common | US | $-106K | -2K | -0.02 |
| KC HRW WHEAT FUT DEC24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $392K | – | 0.07 | |
| KC HRW WHEAT FUT MAR25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $401K | – | 0.07 | |
| KC HRW WHEAT FUT SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $850K | – | 0.14 | |
| KC HRW WHEAT FUT SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $176K | – | 0.03 | |
| KELLANOVA COMMON STOCK | Long | Equity-common | US | $226K | 4K | 0.04 |
| KENNEDY-WILSON HOLDINGS INC COMMON STOCK (KENNEDY-WILSON HOLDINGS, INC.) | Long | Equity-common | US | $21K | 2K | 0.00 |
| KENVUE INC COMMON STOCK (KENVUE INC.) | Long | Equity-common | US | $520K | 29K | 0.09 |
| KEURIG DR PEPPER INC COMMON STOCK (KEURIG DR PEPPER INC.) | Long | Equity-common | US | $479K | 14K | 0.08 |
| KEYSIGHT TECHNOLOGIES IN COMMON STOCK (KEYSIGHT TECHNOLOGIES, INC.) | Short | Equity-common | US | $-48K | -350 | -0.01 |
| KILROY REALTY CORP REIT (KILROY REALTY CORPORATION) | Long | Equity-common | US | $49K | 2K | 0.01 |
| KIMBERLY-CLARK CORP COMMON STOCK (KIMBERLY-CLARK CORPORATION) | Long | Equity-common | US | $694K | 5K | 0.12 |
| KIMCO REALTY CORP REIT (KIMCO REALTY CORPORATION.) | Long | Equity-common | US | $176K | 9K | 0.03 |
| KINDER MORGAN INC COMMON STOCK (KINDER MORGAN, INC.) | Long | Equity-common | US | $797K | 40K | 0.13 |
| KINETIK HOLDINGS INC COMMON STOCK (KINETIK HOLDINGS INC.) | Long | Equity-common | US | $21K | 500 | 0.00 |
| KITE REALTY GROUP TRUST REIT | Long | Equity-common | US | $72K | 3K | 0.01 |
| KLA CORP COMMON STOCK (KLA CORPORATION) | Short | Equity-common | US | $-181K | -220 | -0.03 |
| KNIFE RIVER CORP COMMON STOCK (KNIFE RIVER CORPORATION) | Short | Equity-common | US | $-28K | -400 | -0.00 |
| KOHLS CORP COMMON STOCK (KOHL'S CORPORATION) | Short | Equity-common | US | $-23K | -989 | -0.00 |
| KONTOOR BRANDS INC COMMON STOCK (Kontoor Brands, Inc.) | Short | Equity-common | US | $-85K | -1K | -0.01 |
| KOSMOS ENERGY LTD COMMON STOCK (KOSMOS ENERGY LTD.) | Long | Equity-common | US | $54K | 10K | 0.01 |
| KRAFT HEINZ CO/THE COMMON STOCK (THE KRAFT HEINZ COMPANY) | Long | Equity-common | US | $379K | 12K | 0.06 |
| KROGER CO COMMON STOCK (THE KROGER CO.) | Long | Equity-common | US | $490K | 10K | 0.08 |
| KRYSTAL BIOTECH INC COMMON STOCK | Long | Equity-common | US | $37K | 200 | 0.01 |
| LA-Z-BOY INC COMMON STOCK (LA-Z-BOY INCORPORATED) | Short | Equity-common | US | $-49K | -1K | -0.01 |
| LABCORP HOLDINGS INC COMMON STOCK (LABCORP HOLDINGS INC.) | Long | Equity-common | US | $103K | 506 | 0.02 |
| LAD AUTO RECEIVABLES TRUST 2021-1 LADAR 2021-1A A | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| LAD AUTO RECEIVABLES TRUST 2022-1 LADAR 2022-1A A | Long | ABS-mortgage backed security | US | $251K | – | 0.04 |
| LAM RESEARCH CORP COMMON STOCK (LAM RESEARCH CORPORATION) | Short | Equity-common | US | $-220K | -207 | -0.04 |
| LAMAR ADVERTISING CO-A REIT (LAMAR ADVERTISING COMPANY) | Long | Equity-common | US | $146K | 1K | 0.02 |
| LAMB WESTON HOLDINGS INC COMMON STOCK (LAMB WESTON HOLDINGS, INC.) | Long | Equity-common | US | $178K | 2K | 0.03 |
| LANCASTER COLONY CORP COMMON STOCK (LANCASTER COLONY CORPORATION) | Long | Equity-common | US | $46K | 244 | 0.01 |
| LANTHEUS HOLDINGS INC COMMON STOCK (LANTHEUS HOLDINGS, INC.) | Long | Equity-common | US | $24K | 298 | 0.00 |
| LAS VEGAS SANDS CORP 3.900000% 08/08/2029 (LAS VEGAS SANDS CORP.) | Long | Debt | US | $645K | – | 0.11 |
| LAS VEGAS SANDS CORP COMMON STOCK (LAS VEGAS SANDS CORP.) | Short | Equity-common | US | $-196K | -4K | -0.03 |
| LATTICE SEMICONDUCTOR CORP COMMON STOCK (LATTICE SEMICONDUCTOR CORPORATION) | Short | Equity-common | US | $-15K | -266 | -0.00 |
| LAUREATE EDUCATION INC COMMON STOCK (LAUREATE EDUCATION, INC.) | Short | Equity-common | US | $-28K | -2K | -0.00 |
| LB-UBS COMMERCIAL MORTGAGE TRUST 2006-C6 LBUBS 2006-C6 AJ | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| LCI INDUSTRIES COMMON STOCK | Short | Equity-common | US | $-108K | -1K | -0.02 |
| LEAN HOGS FUTURE AUG24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $465K | – | 0.08 | |
| LEAN HOGS FUTURE DEC24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $251K | – | 0.04 | |
| LEAN HOGS FUTURE FEB25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $537K | – | 0.09 | |
| LEAN HOGS FUTURE OCT24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $3M | – | 0.49 | |
| LEAN HOGS FUTURE OCT24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $273K | – | 0.05 | |
| LEAR CORP COMMON STOCK (LEAR CORPORATION) | Short | Equity-common | US | $-285K | -2K | -0.05 |
| LEGGETT & PLATT INC COMMON STOCK (LEGGETT & PLATT, INCORPORATED) | Short | Equity-common | US | $-32K | -3K | -0.01 |
| LENDBUZZ SECURITIZATION TRUST 2023-1 LBZZ 2023-1A A2 | Long | ABS-mortgage backed security | US | $895K | – | 0.15 |
| LENDBUZZ SECURITIZATION TRUST 2023-2 LBZZ 2023-2A A2 | Long | ABS-mortgage backed security | US | $366K | – | 0.06 |
| LENNAR CORP - B SHS COMMON STOCK (LENNAR CORPORATION) | Short | Equity-common | US | $-55K | -392 | -0.01 |
| LENNAR CORP-A COMMON STOCK (LENNAR CORPORATION) | Short | Equity-common | US | $-829K | -6K | -0.14 |
| LGI HOMES INC COMMON STOCK (LGI HOMES, INC.) | Short | Equity-common | US | $-47K | -526 | -0.01 |
| LIBERTY BROADBAND-C COMMON STOCK (LIBERTY BROADBAND CORPORATION) | Short | Equity-common | US | $-62K | -1K | -0.01 |
| Liberty Energy Inc COMMON STOCK (LIBERTY ENERGY INC.) | Long | Equity-common | US | $65K | 3K | 0.01 |
| LIBERTY LATIN AMERIC-CL C COMMON STOCK (LIBERTY LATIN AMERICA LTD.) | Long | Equity-common | US | $21K | 2K | 0.00 |
| LIBERTY MEDIA CORP-CL A NEW COMMON STOCK (LIBERTY SIRIUS XM) | Short | Equity-common | US | $-18K | -800 | -0.00 |
| LIBERTY MEDIA CORP-LIB-NEW-C COMMON STOCK (FORMULA ONE GROUP) | Long | Equity-common | US | $70K | 980 | 0.01 |
| LIBERTY MEDIA CORP-LIBER-NEW COMMON STOCK (LIBERTY SIRIUS XM) | Short | Equity-common | US | $-40K | -2K | -0.01 |
| LIGHT & WONDER INC COMMON STOCK (LIGHT & WONDER, INC.) | Short | Equity-common | US | $-98K | -939 | -0.02 |
| LIMA METRO LINE 2 FINANCE LTD 144A 4.350000% 04/05/2036 (LIMA METRO LINE 2 FINANCE LIMITED) | Long | Debt | PE | $174K | – | 0.03 |
| LIMA METRO LINE 2 FINANCE LTD 5.875000% 07/05/2034 (LIMA METRO LINE 2 FINANCE LIMITED) | Long | Debt | PE | $190K | – | 0.03 |
| LINDE PLC COMMON STOCK (LINDE PUBLIC LIMITED COMPANY) | Short | Equity-common | US | $-1M | -3K | -0.23 |
| LITHIA MOTORS INC COMMON STOCK (LITHIA MOTORS, INC.) | Short | Equity-common | US | $-53K | -209 | -0.01 |
| LIVANOVA PLC COMMON STOCK | Long | Equity-common | US | $23K | 414 | 0.00 |
| LIVE CATTLE FUTR AUG24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $593K | – | 0.10 | |
| LIVE CATTLE FUTR DEC24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $446K | – | 0.08 | |
| LIVE CATTLE FUTR FEB25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $826K | – | 0.14 | |
| LIVE CATTLE FUTR OCT24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $961K | – | 0.16 | |
| LIVE CATTLE FUTR OCT24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $444K | – | 0.07 | |
| LIVE NATION ENTERTAINMENT IN COMMON STOCK (LIVE NATION ENTERTAINMENT, INC.) | Long | Equity-common | US | $65K | 693 | 0.01 |
| LKQ CORP 6.250000% 06/15/2033 (LKQ CORPORATION) | Long | Debt | US | $142K | – | 0.02 |
| LKQ CORP COMMON STOCK (LKQ CORPORATION) | Short | Equity-common | US | $-84K | -2K | -0.01 |
| LLOYDS BANKING GROUP PLC 4.976000% 08/11/2033 | Long | Debt | GB | $386K | – | 0.07 |
| LLOYDS BANKING GROUP PLC 5.462000% 01/05/2028 | Long | Debt | GB | $323K | – | 0.05 |
| LLOYDS BANKING GROUP PLC 7.500000% MATURITY: PERPETUAL | Long | Debt | GB | $735K | – | 0.12 |
| LME COPPER FUTURE OCT24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $481K | – | 0.08 | |
| LME LEAD FUTURE JAN25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $226K | – | 0.04 | |
| LME LEAD FUTURE MAR25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $113K | – | 0.02 | |
| LME LEAD FUTURE NOV24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $112K | – | 0.02 | |
| LME LEAD FUTURE SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $223K | – | 0.04 | |
| LME LEAD FUTURE SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $-2M | – | -0.40 | |
| LME NICKEL FUTURE JAN25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $634K | – | 0.11 | |
| LME NICKEL FUTURE MAR25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $320K | – | 0.05 | |
| LME NICKEL FUTURE NOV24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $314K | – | 0.05 | |
| LME NICKEL FUTURE SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $2M | – | 0.28 | |
| LME NICKEL FUTURE SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $104K | – | 0.02 | |
| LME PRI ALUM FUTR JAN25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $1M | – | 0.17 | |
| LME PRI ALUM FUTR MAR25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $520K | – | 0.09 | |
| LME PRI ALUM FUTR NOV24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $510K | – | 0.09 | |
| LME PRI ALUM FUTR SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $315K | – | 0.05 | |
| LME PRI ALUM FUTR SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $252K | – | 0.04 | |
| LME ZINC FUTURE JAN25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $668K | – | 0.11 | |
| LME ZINC FUTURE MAR25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $298K | – | 0.05 | |
| LME ZINC FUTURE NOV24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $296K | – | 0.05 | |
| LME ZINC FUTURE SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $4M | – | 0.69 | |
| LME ZINC FUTURE SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $367K | – | 0.06 | |
| LOUISIANA-PACIFIC CORP COMMON STOCK (LOUISIANA-PACIFIC CORPORATION) | Short | Equity-common | US | $-44K | -529 | -0.01 |
| LOW SU GASOIL G JAN25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $693K | – | 0.12 | |
| LOW SU GASOIL G MAR25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $306K | – | 0.05 | |
| LOW SU GASOIL G NOV24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $312K | – | 0.05 | |
| LOW SU GASOIL G SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $5M | – | 0.83 | |
| LOW SU GASOIL G SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | GB | $941K | – | 0.16 | |
| LOWE'S COS INC COMMON STOCK (LOWE'S COMPANIES, INC.) | Short | Equity-common | US | $-967K | -4K | -0.16 |
| LSTAR COMMERCIAL MORTGAGE TRUST 2016-4 LNSTR 2016-4 A2 | Long | ABS-mortgage backed security | US | $158K | – | 0.03 |
| LTC PROPERTIES INC REIT (LTC PROPERTIES, INC.) | Long | Equity-common | US | $13K | 365 | 0.00 |
| LUCID GROUP INC COMMON STOCK (LUCID GROUP, INC.) | Short | Equity-common | US | $-74K | -28K | -0.01 |
| LULULEMON ATHLETICA INC COMMON STOCK (LULULEMON ATHLETICA INC.) | Short | Equity-common | US | $-759K | -3K | -0.13 |
| LUMEN TECHNOLOGIES INC COMMON STOCK (LUMEN TECHNOLOGIES, INC.) | Long | Equity-common | US | $21K | 19K | 0.00 |
| LUMINAR TECHNOLOGIES INC COMMON STOCK (LUMINAR TECHNOLOGIES, INC.) | Short | Equity-common | US | $-21K | -14K | -0.00 |
| LXP INDUSTRIAL TRUST REIT | Long | Equity-common | US | $38K | 4K | 0.01 |
| LYONDELLBASELL INDU-CL A COMMON STOCK (LyondellBasell Industries N.V.) | Short | Equity-common | US | $-156K | -2K | -0.03 |
| M/I HOMES INC COMMON STOCK (M/I HOMES, INC.) | Short | Equity-common | US | $-74K | -607 | -0.01 |
| MACERICH CO/THE REIT (THE MACERICH COMPANY) | Long | Equity-common | US | $44K | 3K | 0.01 |
| MACY'S INC COMMON STOCK (MACY'S, INC.) | Short | Equity-common | US | $-33K | -2K | -0.01 |
| MADISON SQUARE GARDEN SPORTS COMMON STOCK (MADISON SQUARE GARDEN SPORTS CORP.) | Long | Equity-common | US | $11K | 56 | 0.00 |
| MADRIGAL PHARMACEUTICALS INC COMMON STOCK (MADRIGAL PHARMACEUTICALS, INC.) | Long | Equity-common | US | $12K | 43 | 0.00 |
| MAGNETITE XXVI LTD MAGNE 2020-26A A1R (MAGNETITE CLO, LIMITED) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.19 |
| MAGNITE INC COMMON STOCK (MAGNITE, INC.) | Short | Equity-common | US | $-28K | -2K | -0.00 |
| MAGNOLIA OIL & GAS CORP - A COMMON STOCK (MAGNOLIA OIL & GAS CORPORATION) | Long | Equity-common | US | $89K | 4K | 0.02 |
| MAGYAR EXPORT-IMPORT BANK ZRT 144A 6.125000% 12/04/2027 (Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag) | Long | Debt | HU | $755K | – | 0.13 |
| MALIBU BOATS INC - A COMMON STOCK (MALIBU BOATS, INC.) | Short | Equity-common | US | $-21K | -590 | -0.00 |
| MANHATTAN ASSOCIATES INC COMMON STOCK (MANHATTAN ASSOCIATES, INC.) | Long | Equity-common | US | $20K | 82 | 0.00 |
| MARATHON OIL CORP COMMON STOCK (MARATHON OIL CORPORATION) | Long | Equity-common | US | $343K | 12K | 0.06 |
| MARATHON PETROLEUM CORP COMMON STOCK (MARATHON PETROLEUM CORPORATION) | Long | Equity-common | US | $1M | 8K | 0.22 |
| MARLETTE FUNDING TRUST 2024-1 MFT 2024-1A A | Long | ABS-mortgage backed security | US | $282K | – | 0.05 |
| MARRIOTT INTERNATIONAL -CL A COMMON STOCK (MARRIOTT INTERNATIONAL, INC.) | Short | Equity-common | US | $-705K | -3K | -0.12 |
| MARRIOTT INTERNATIONAL INC/MD 4.900000% 04/15/2029 (MARRIOTT INTERNATIONAL, INC.) | Long | Debt | US | $306K | – | 0.05 |
| MARRIOTT INTERNATIONAL INC/MD 5.300000% 05/15/2034 (MARRIOTT INTERNATIONAL, INC.) | Long | Debt | US | $137K | – | 0.02 |
| MARRIOTT INTERNATIONAL INC/MD 5.750000% 05/01/2025 (MARRIOTT INTERNATIONAL, INC.) | Long | Debt | US | $68K | – | 0.01 |
| MARRIOTT VACATIONS WORLD COMMON STOCK (MARRIOTT VACATIONS WORLDWIDE CORPORATION) | Short | Equity-common | US | $-45K | -521 | -0.01 |
| MARTIN MARIETTA MATERIALS COMMON STOCK (MARTIN MARIETTA MATERIALS, INC.) | Short | Equity-common | US | $-206K | -381 | -0.03 |
| MARVELL TECHNOLOGY INC COMMON STOCK (MARVELL TECHNOLOGY, INC) | Short | Equity-common | US | $-107K | -2K | -0.02 |
| MASIMO CORP COMMON STOCK (MASIMO CORPORATION) | Long | Equity-common | US | $43K | 338 | 0.01 |
| MATADOR RESOURCES CO COMMON STOCK (MATADOR RESOURCES COMPANY) | Long | Equity-common | US | $128K | 2K | 0.02 |
| MATCH GROUP INC COMMON STOCK (MATCH GROUP, INC.) | Long | Equity-common | US | $19K | 615 | 0.00 |
| MATERION CORP COMMON STOCK (MATERION CORPORATION) | Short | Equity-common | US | $-22K | -200 | -0.00 |
| MATTEL INC COMMON STOCK (MATTEL, INC.) | Short | Equity-common | US | $-121K | -7K | -0.02 |
| MCCORMICK & CO-NON VTG SHRS COMMON STOCK (MCCORMICK & COMPANY, INCORPORATED) | Long | Equity-common | US | $261K | 4K | 0.04 |
| MCDONALD'S CORP COMMON STOCK (MCDONALD'S CORPORATION) | Short | Equity-common | US | $-2M | -8K | -0.36 |
| MCKESSON CORP COMMON STOCK (MCKESSON CORPORATION) | Long | Equity-common | US | $425K | 728 | 0.07 |
| MDC HOLDINGS INC 6.000000% 01/15/2043 (M.D.C. HOLDINGS, INC.) | Long | Debt | US | $409K | – | 0.07 |
| MEDICAL PROPERTIES TRUST INC REIT (MEDICAL PROPERTIES TRUST, INC.) | Long | Equity-common | US | $36K | 8K | 0.01 |
| MEDPACE HOLDINGS INC COMMON STOCK (MEDPACE HOLDINGS, INC.) | Long | Equity-common | US | $68K | 166 | 0.01 |
| MEDTRONIC PLC COMMON STOCK (MEDTRONIC PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $570K | 7K | 0.10 |
| MERCK & CO. INC. COMMON STOCK (MERCK & CO., INC.) | Long | Equity-common | US | $2M | 14K | 0.30 |
| MERIT MEDICAL SYSTEMS INC COMMON STOCK (MERIT MEDICAL SYSTEMS, INC.) | Long | Equity-common | US | $38K | 444 | 0.01 |
| MERITAGE HOMES CORP COMMON STOCK (MERITAGE HOMES CORPORATION) | Short | Equity-common | US | $-129K | -798 | -0.02 |
| META PLATFORMS INC COMMON STOCK (META PLATFORMS, INC.) | Long | Equity-common | US | $2M | 4K | 0.33 |
| METTLER-TOLEDO INTERNATIONAL COMMON STOCK (METTLER-TOLEDO INTERNATIONAL INC.) | Long | Equity-common | US | $173K | 124 | 0.03 |
| MGE ENERGY INC COMMON STOCK (MGE ENERGY, INC.) | Long | Equity-common | US | $32K | 425 | 0.01 |
| MGM RESORTS INTERNATIONAL COMMON STOCK | Short | Equity-common | US | $-139K | -3K | -0.02 |
| MGP INGREDIENTS INC COMMON STOCK (MGP INGREDIENTS, INC.) | Long | Equity-common | US | $13K | 172 | 0.00 |
| MICROCHIP TECHNOLOGY INC COMMON STOCK (MICROCHIP TECHNOLOGY INCORPORATED) | Short | Equity-common | US | $-70K | -764 | -0.01 |
| MICRON TECHNOLOGY INC COMMON STOCK (MICRON TECHNOLOGY, INC.) | Short | Equity-common | US | $-225K | -2K | -0.04 |
| MICROSOFT CORP COMMON STOCK (MICROSOFT CORPORATION) | Long | Equity-common | US | $7M | 16K | 1.18 |
| MICROSTRATEGY INC-CL A COMMON STOCK (MICROSTRATEGY INCORPORATED) | Long | Equity-common | US | $47K | 34 | 0.01 |
| MID-AMERICA APARTMENT COMM REIT (MID-AMERICA APARTMENT COMMUNITIES, INC.) | Long | Equity-common | US | $203K | 1K | 0.03 |
| MINERALS TECHNOLOGIES INC COMMON STOCK (MINERALS TECHNOLOGIES INC.) | Short | Equity-common | US | $-29K | -344 | -0.00 |
| MIRATI THERAPEUTICS INC CONTINGENT VALUE RIGHT - MRTX US | Long | Equity-common | US | $0.01 | 600 | 0.00 |
| MKS INSTRUMENTS INC COMMON STOCK (MKS INSTRUMENTS, INC.) | Short | Equity-common | US | $-2K | -17 | -0.00 |
| MODERNA INC COMMON STOCK (MODERNA, INC.) | Long | Equity-common | US | $220K | 2K | 0.04 |
| MODINE MANUFACTURING CO COMMON STOCK (MODINE MANUFACTURING COMPANY) | Short | Equity-common | US | $-207K | -2K | -0.04 |
| MOHAWK INDUSTRIES INC COMMON STOCK (MOHAWK INDUSTRIES, INC.) | Short | Equity-common | US | $-134K | -1K | -0.02 |
| MOLINA HEALTHCARE INC COMMON STOCK (MOLINA HEALTHCARE, INC.) | Long | Equity-common | US | $89K | 301 | 0.02 |
| MOLSON COORS BEVERAGE CO - B COMMON STOCK (MOLSON COORS BEVERAGE COMPANY) | Long | Equity-common | US | $131K | 3K | 0.02 |
| MONDELEZ INTERNATIONAL INC-A COMMON STOCK (Mondelez International, Inc.) | Long | Equity-common | US | $1M | 20K | 0.22 |
| MONGODB INC COMMON STOCK (MONGODB, INC.) | Long | Equity-common | US | $45K | 182 | 0.01 |
| MONOLITHIC POWER SYSTEMS INC COMMON STOCK (MONOLITHIC POWER SYSTEMS, INC.) | Short | Equity-common | US | $-52K | -63 | -0.01 |
| MONSTER BEVERAGE CORP COMMON STOCK (MONSTER BEVERAGE CORPORATION) | Long | Equity-common | US | $546K | 11K | 0.09 |
| MORGAN STANLEY 0.406000% 10/29/2027 | Long | Debt | US | $478K | – | 0.08 |
| MORGAN STANLEY MTN 2.239000% 07/21/2032 | Long | Debt | US | $2K | – | 0.00 |
| MOSAIC CO/THE COMMON STOCK (THE MOSAIC COMPANY) | Short | Equity-common | US | $-68K | -2K | -0.01 |
| MOTOROLA SOLUTIONS INC COMMON STOCK (MOTOROLA SOLUTIONS, INC.) | Short | Equity-common | US | $-98K | -255 | -0.02 |
| MSCI EAFE SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $-9M | – | -1.46 | |
| MURPHY OIL CORP COMMON STOCK (MURPHY OIL CORPORATION) | Long | Equity-common | US | $132K | 3K | 0.02 |
| MURPHY USA INC COMMON STOCK (MURPHY USA INC.) | Short | Equity-common | US | $-68K | -144 | -0.01 |
| MVW 2021-2 LLC MVWOT 2021-2A B (MVW OWNER TRUST) | Long | ABS-mortgage backed security | US | $183K | – | 0.03 |
| NABORS INDUSTRIES LTD COMMON STOCK (NABORS INDUSTRIES LTD.) | Long | Equity-common | US | $35K | 494 | 0.01 |
| NATERA INC COMMON STOCK (NATERA, INC.) | Long | Equity-common | US | $61K | 559 | 0.01 |
| NATIONAL BEVERAGE CORP COMMON STOCK (NATIONAL BEVERAGE CORP.) | Long | Equity-common | US | $7K | 144 | 0.00 |
| NATIONAL FUEL GAS CO COMMON STOCK (NATIONAL FUEL GAS COMPANY) | Long | Equity-common | US | $47K | 862 | 0.01 |
| NATIONAL STORAGE AFFILIATES REIT (NATIONAL STORAGE AFFILIATES TRUST) | Long | Equity-common | US | $30K | 723 | 0.01 |
| NATIONAL VISION HOLDINGS INC COMMON STOCK (NATIONAL VISION HOLDINGS, INC.) | Short | Equity-common | US | $-13K | -1K | -0.00 |
| NATIONWIDE BUILDING SOCIETY MTN 2.972000% 02/16/2028 | Long | Debt | GB | $299K | – | 0.05 |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019- NCMS 2019-MILE A | Long | ABS-mortgage backed security | US | $248K | – | 0.04 |
| NATL HEALTH INVESTORS INC REIT (NATIONAL HEALTH INVESTORS, INC.) | Long | Equity-common | US | $44K | 646 | 0.01 |
| NATURAL GAS FUTR JAN25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $2M | – | 0.32 | |
| NATURAL GAS FUTR MAR25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $944K | – | 0.16 | |
| NATURAL GAS FUTR NOV24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $924K | – | 0.16 | |
| NATURAL GAS FUTR SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $6M | – | 0.97 | |
| NATURAL GAS FUTR SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $1M | – | 0.17 | |
| NATWEST GROUP PLC 3.032000% 11/28/2035 | Long | Debt | GB | $174K | – | 0.03 |
| NATWEST GROUP PLC 8.125000% MATURITY: PERPETUAL | Long | Debt | GB | $214K | – | 0.04 |
| NEIGHBORLY ISSUER 2023-1 NBLY 2023-1A A2 (NEIGHBORLY ISSUER LLC) | Long | ABS-mortgage backed security | US | $778K | – | 0.13 |
| NELNET STUDENT LOAN TRUST 2021-D NSLT 2021-DA AFX (NELNET PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $146K | – | 0.02 |
| NEOGEN CORP COMMON STOCK (NEOGEN CORPORATION) | Long | Equity-common | US | $28K | 2K | 0.00 |
| NETAPP INC COMMON STOCK (NETAPP, INC.) | Short | Equity-common | US | $-54K | -420 | -0.01 |
| NETFLIX INC COMMON STOCK (NETFLIX, INC.) | Long | Equity-common | US | $1M | 2K | 0.25 |
| NETSTREIT CORP REIT (NETSTREIT CORP.) | Long | Equity-common | US | $27K | 2K | 0.00 |
| NEUBERGER BERMAN LOAN ADVISERS CLO 42 LTD NEUB 2021-42A A (NEUBERGER BERMAN LOAN ADVISERS LLC) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.19 |
| NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD NEUB 2021-43A A (NEUBERGER BERMAN LOAN ADVISERS LLC) | Long | ABS-collateralized bond/debt obligation | KY | $692K | – | 0.12 |
| NEUROCRINE BIOSCIENCES INC COMMON STOCK (NEUROCRINE BIOSCIENCES, INC.) | Long | Equity-common | US | $66K | 478 | 0.01 |
| NEW FORTRESS ENERGY INC COMMON STOCK (NEW FORTRESS ENERGY INC.) | Long | Equity-common | US | $40K | 2K | 0.01 |
| NEW JERSEY RESOURCES CORP COMMON STOCK (NEW JERSEY RESOURCES CORPORATION) | Long | Equity-common | US | $19K | 445 | 0.00 |
| NEW YORK TIMES CO-A COMMON STOCK (THE NEW YORK TIMES COMPANY) | Short | Equity-common | US | $-86K | -2K | -0.01 |
| NEWELL BRANDS INC COMMON STOCK (NEWELL BRANDS INC.) | Short | Equity-common | US | $-63K | -10K | -0.01 |
| NEWMARK GROUP INC-CLASS A COMMON STOCK (NEWMARK GROUP, INC.) | Long | Equity-common | US | $29K | 3K | 0.00 |
| NEWMARKET CORP COMMON STOCK (NewMarket Corporation) | Short | Equity-common | US | $-24K | -47 | -0.00 |
| NEWMONT CORP COMMON STOCK (NEWMONT CORPORATION) | Short | Equity-common | US | $-316K | -8K | -0.05 |
| NEWPARK RESOURCES INC COMMON STOCK (NEWPARK RESOURCES, INC.) | Long | Equity-common | US | $25K | 3K | 0.00 |
| NEWS CORP - CLASS A COMMON STOCK (NEWS CORPORATION) | Short | Equity-common | US | $-100K | -4K | -0.02 |
| NEWS CORP - CLASS B COMMON STOCK (NEWS CORPORATION) | Short | Equity-common | US | $-45K | -2K | -0.01 |
| Nexstar Media Group Inc COMMON STOCK (NEXSTAR MEDIA GROUP, INC.) | Short | Equity-common | US | $-53K | -318 | -0.01 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC 6.700000% 09/01/2054 (NEXTERA ENERGY CAPITAL HOLDINGS, INC.) | Long | Debt | US | $52K | – | 0.01 |
| NEXTERA ENERGY INC COMMON STOCK (NEXTERA ENERGY, INC.) | Long | Equity-common | US | $1M | 14K | 0.17 |
| NIAGARA MOHAWK POWER CORP 144A 5.290000% 01/17/2034 (NIAGARA MOHAWK POWER CORPORATION) | Long | Debt | US | $142K | – | 0.02 |
| NIKE INC -CL B COMMON STOCK (NIKE, INC.) | Short | Equity-common | US | $-2M | -27K | -0.34 |
| NISOURCE INC COMMON STOCK (NISOURCE INC.) | Long | Equity-common | US | $77K | 3K | 0.01 |
| NMEF FUNDING 2022-B LLC NMEF 2022-B A2 (NMEF FUNDING LLC) | Long | ABS-mortgage backed security | US | $184K | – | 0.03 |
| NNN REIT INC REIT (NNN REIT, INC.) | Long | Equity-common | US | $111K | 3K | 0.02 |
| NOBLE CORP PLC COMMON STOCK (NOBLE CORPORATION PLC) | Long | Equity-common | US | $115K | 3K | 0.02 |
| NORDIC AMERICAN TANKERS LTD COMMON STOCK (NORDIC AMERICAN TANKERS LIMITED) | Long | Equity-common | US | $29K | 7K | 0.00 |
| NORDSTROM INC COMMON STOCK (NORDSTROM, INC.) | Short | Equity-common | US | $-29K | -1K | -0.00 |
| NORTHERN OIL AND GAS INC COMMON STOCK (NORTHERN OIL AND GAS, INC.) | Long | Equity-common | US | $64K | 2K | 0.01 |
| NORTHWESTERN ENERGY GROUP COMMON STOCK (NORTHWESTERN ENERGY GROUP, INC.) | Long | Equity-common | US | $16K | 312 | 0.00 |
| NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK (NORWEGIAN CRUISE LINE HOLDINGS LTD.) | Short | Equity-common | US | $-94K | -5K | -0.02 |
| NOV INC COMMON STOCK (NOV INC.) | Long | Equity-common | US | $159K | 8K | 0.03 |
| NOVANTA INC COMMON STOCK (NOVANTA INC.) | Short | Equity-common | US | $-16K | -100 | -0.00 |
| NOVARTIS AG - CVR 1 SHARE OF 66987VCVR AND 40 USD PER KDNY | Long | Equity-common | US | $312 | 800 | 0.00 |
| NRG ENERGY INC 144A 7.000000% 03/15/2033 (NRG ENERGY, INC.) | Long | Debt | US | $444K | – | 0.08 |
| NRG ENERGY INC COMMON STOCK (NRG ENERGY, INC.) | Long | Equity-common | US | $124K | 2K | 0.02 |
| NU SKIN ENTERPRISES INC - A COMMON STOCK (NU SKIN ENTERPRISES, INC.) | Long | Equity-common | US | $11K | 1K | 0.00 |
| NUCOR CORP COMMON STOCK (NUCOR CORPORATION) | Short | Equity-common | US | $-255K | -2K | -0.04 |
| NUTANIX INC - A COMMON STOCK (NUTANIX, INC.) | Long | Equity-common | US | $19K | 339 | 0.00 |
| NVIDIA CORP COMMON STOCK (NVIDIA CORPORATION) | Short | Equity-common | US | $-5M | -37K | -0.77 |
| NVR INC COMMON STOCK (NVR, Inc.) | Short | Equity-common | US | $-531K | -70 | -0.09 |
| NXP BV / NXP FUNDING LLC 5.550000% 12/01/2028 (NXP B.V.) | Long | Debt | CN | $321K | – | 0.05 |
| NY HARB ULSD FUT JAN25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $536K | – | 0.09 | |
| NY HARB ULSD FUT MAR25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $213K | – | 0.04 | |
| NY HARB ULSD FUT NOV24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $215K | – | 0.04 | |
| NY HARB ULSD FUT SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $428K | – | 0.07 | |
| NY HARB ULSD FUT SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $-2M | – | -0.33 | |
| O-I GLASS INC COMMON STOCK (O-I GLASS, INC.) | Short | Equity-common | US | $-15K | -1K | -0.00 |
| O'REILLY AUTOMOTIVE INC COMMON STOCK (O'Reilly Automotive, Inc.) | Short | Equity-common | US | $-476K | -451 | -0.08 |
| OCCIDENTAL PETROLEUM CORP COMMON STOCK (OCCIDENTAL PETROLEUM CORPORATION) | Long | Equity-common | US | $887K | 14K | 0.15 |
| OCEANEERING INTL INC COMMON STOCK (OCEANEERING INTERNATIONAL, INC.) | Long | Equity-common | US | $39K | 2K | 0.01 |
| OCP CLO 2020-18 LTD OCP 2020-18A AR (OCP CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $850K | – | 0.14 |
| OCTANE RECEIVABLES TRUST 2021-2 OCTL 2021-2A B | Long | ABS-mortgage backed security | US | $608K | – | 0.10 |
| ODEBRECHT HOLDCO FINANCE LTD 144A ZERO COUPON 09/10/2058 (ODEBRECHT HOLDCO FINANCE LIMITED) | Long | Debt | KY | $146.85 | – | 0.00 |
| OEC FINANCE LTD 144A 7.125000% 12/26/2046 (OEC FINANCE LIMITED) | Long | Debt | BR | $21K | – | 0.00 |
| OGE ENERGY CORP COMMON STOCK (OGE ENERGY CORP.) | Long | Equity-common | US | $44K | 1K | 0.01 |
| OKTA INC COMMON STOCK (OKTA, INC.) | Long | Equity-common | US | $39K | 416 | 0.01 |
| OLEODUCTO CENTRAL SA 144A 4.000000% 07/14/2027 (Oleoducto Central S.A) | Long | Debt | CO | $205K | – | 0.03 |
| OLIN CORP COMMON STOCK (Olin Corporation) | Short | Equity-common | US | $-36K | -753 | -0.01 |
| OLLIE'S BARGAIN OUTLET HOLDI COMMON STOCK (OLLIE'S BARGAIN OUTLET HOLDINGS, INC.) | Short | Equity-common | US | $-33K | -333 | -0.01 |
| OMEGA HEALTHCARE INVESTORS REIT (OMEGA HEALTHCARE INVESTORS, INC.) | Long | Equity-common | US | $106K | 3K | 0.02 |
| OMNICELL INC COMMON STOCK (OMNICELL, INC.) | Long | Equity-common | US | $14K | 500 | 0.00 |
| OMNICOM GROUP COMMON STOCK (OMNICOM GROUP INC.) | Short | Equity-common | US | $-192K | -2K | -0.03 |
| ON SEMICONDUCTOR COMMON STOCK (ON SEMICONDUCTOR CORPORATION) | Short | Equity-common | US | $-43K | -630 | -0.01 |
| ONE GAS INC COMMON STOCK (ONE GAS, INC.) | Long | Equity-common | US | $22K | 343 | 0.00 |
| ONEOK INC 6.050000% 09/01/2033 (ONEOK, INC.) | Long | Debt | US | $209K | – | 0.04 |
| ONEOK INC COMMON STOCK (ONEOK, INC.) | Long | Equity-common | US | $973K | 12K | 0.16 |
| ONEOK PARTNERS LP 6.125000% 02/01/2041 (ONEOK PARTNERS, L.P.) | Long | Debt | US | $63K | – | 0.01 |
| ONESPAWORLD HOLDINGS LTD COMMON STOCK | Short | Equity-common | US | $-25K | -2K | -0.00 |
| ONTO INNOVATION INC COMMON STOCK (ONTO INNOVATION INC.) | Short | Equity-common | US | $-31K | -141 | -0.01 |
| OPENDOOR TECHNOLOGIES INC COMMON STOCK (OPENDOOR TECHNOLOGIES INC.) | Long | Equity-common | US | $12K | 7K | 0.00 |
| OPTION CARE HEALTH INC COMMON STOCK (OPTION CARE HEALTH, INC.) | Long | Equity-common | US | $29K | 1K | 0.00 |
| ORACLE CORP COMMON STOCK (ORACLE CORPORATION) | Long | Equity-common | US | $444K | 3K | 0.07 |
| ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV 2.875000% 04/30/2028 (ORGANON & CO.) | Long | Debt | US | $202K | – | 0.03 |
| ORGANON & CO COMMON STOCK (ORGANON & CO.) | Long | Equity-common | US | $33K | 2K | 0.01 |
| ORMAT TECHNOLOGIES INC COMMON STOCK (ORMAT TECHNOLOGIES, INC.) | Long | Equity-common | US | $29K | 400 | 0.00 |
| OTTER TAIL CORP COMMON STOCK (Otter Tail Corporation) | Long | Equity-common | US | $18K | 200 | 0.00 |
| OUTFRONT MEDIA INC REIT (OUTFRONT MEDIA INC.) | Long | Equity-common | US | $28K | 2K | 0.00 |
| OVINTIV INC 6.250000% 07/15/2033 (OVINTIV INC.) | Long | Debt | US | $110K | – | 0.02 |
| OVINTIV INC 6.500000% 02/01/2038 (OVINTIV INC.) | Long | Debt | US | $50K | – | 0.01 |
| OVINTIV INC COMMON STOCK (OVINTIV INC.) | Long | Equity-common | US | $241K | 5K | 0.04 |
| OXFORD INDUSTRIES INC COMMON STOCK | Short | Equity-common | US | $-33K | -326 | -0.01 |
| P G & E CORP COMMON STOCK (PG&E CORPORATION) | Long | Equity-common | US | $248K | 14K | 0.04 |
| PACIFIC GAS AND ELECTRIC CO 5.550000% 05/15/2029 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $73K | – | 0.01 |
| PACIRA BIOSCIENCES INC COMMON STOCK (PACIRA BIOSCIENCES, INC.) | Long | Equity-common | US | $15K | 527 | 0.00 |
| PACKAGING CORP OF AMERICA COMMON STOCK (PACKAGING CORPORATION OF AMERICA) | Short | Equity-common | US | $-113K | -617 | -0.02 |
| PAGAYA AI DEBT GRANTOR TRUST 2024-5 PAID 2024-5 A | Long | ABS-mortgage backed security | US | $425K | – | 0.07 |
| PAGAYA AI DEBT TRUST 2024-3 PAID 2024-3 A (PAGAYA AI DEBT SELECTION TRUST) | Long | ABS-mortgage backed security | US | $440K | – | 0.07 |
| PALANTIR TECHNOLOGIES INC-A COMMON STOCK (PALANTIR TECHNOLOGIES INC.) | Long | Equity-common | US | $100K | 4K | 0.02 |
| PALLADIUM FUTURE SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $782K | – | 0.13 | |
| PALO ALTO NETWORKS INC COMMON STOCK (PALO ALTO NETWORKS, INC.) | Long | Equity-common | US | $211K | 623 | 0.04 |
| PAPA JOHN'S INTL INC COMMON STOCK (PAPA JOHN'S INTERNATIONAL, INC.) | Short | Equity-common | US | $-17K | -358 | -0.00 |
| PAR PACIFIC HOLDINGS INC COMMON STOCK (PAR PACIFIC HOLDINGS, INC.) | Long | Equity-common | US | $41K | 2K | 0.01 |
| PARAMOUNT GLOBAL-CLASS B COMMON STOCK | Short | Equity-common | US | $-54K | -5K | -0.01 |
| PARK HOTELS & RESORTS INC REIT (PARK HOTELS & RESORTS INC.) | Long | Equity-common | US | $49K | 3K | 0.01 |
| PATRICK INDUSTRIES INC COMMON STOCK (PATRICK INDUSTRIES, INC.) | Short | Equity-common | US | $-100K | -917 | -0.02 |
| PATTERSON COS INC COMMON STOCK (PATTERSON COMPANIES, INC.) | Long | Equity-common | US | $22K | 900 | 0.00 |
| PATTERSON-UTI ENERGY INC COMMON STOCK (PATTERSON-UTI ENERGY, INC.) | Long | Equity-common | US | $76K | 7K | 0.01 |
| PBF ENERGY INC-CLASS A COMMON STOCK (PBF ENERGY INC.) | Long | Equity-common | US | $107K | 2K | 0.02 |
| PEABODY ENERGY CORP COMMON STOCK (PEABODY ENERGY CORPORATION) | Long | Equity-common | US | $63K | 3K | 0.01 |
| PEBBLEBROOK HOTEL TRUST REIT | Long | Equity-common | US | $29K | 2K | 0.00 |
| PELOTON INTERACTIVE INC-A COMMON STOCK (PELOTON INTERACTIVE, INC.) | Short | Equity-common | US | $-25K | -7K | -0.00 |
| PENN ENTERTAINMENT INC COMMON STOCK (PENN Entertainment, Inc.) | Short | Equity-common | US | $-30K | -2K | -0.00 |
| PENSKE AUTOMOTIVE GROUP INC COMMON STOCK (PENSKE AUTOMOTIVE GROUP, INC.) | Short | Equity-common | US | $-30K | -200 | -0.01 |
| PENUMBRA INC COMMON STOCK (PENUMBRA, INC.) | Long | Equity-common | US | $34K | 187 | 0.01 |
| PEPSICO INC COMMON STOCK (Pepsico, Inc.) | Long | Equity-common | US | $3M | 20K | 0.56 |
| PERDOCEO EDUCATION CORP COMMON STOCK (PERDOCEO EDUCATION CORPORATION) | Short | Equity-common | US | $-28K | -1K | -0.00 |
| PERFORMANCE FOOD GROUP CO COMMON STOCK (PERFORMANCE FOOD GROUP COMPANY) | Long | Equity-common | US | $161K | 2K | 0.03 |
| PERMIAN RESOURCES CORP COMMON STOCK (PERMIAN RESOURCES CORPORATION) | Long | Equity-common | US | $152K | 9K | 0.03 |
| PERRIGO CO PLC COMMON STOCK (PERRIGO COMPANY PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $23K | 900 | 0.00 |
| PFIZER INC COMMON STOCK (PFIZER INC.) | Long | Equity-common | US | $899K | 32K | 0.15 |
| PHILIP MORRIS INTERNATIONAL COMMON STOCK (Philip Morris International Inc.) | Long | Equity-common | US | $2M | 23K | 0.39 |
| PHILIP MORRIS INTERNATIONAL INC 4.875000% 02/13/2026 (Philip Morris International Inc.) | Long | Debt | US | $577K | – | 0.10 |
| PHILIP MORRIS INTERNATIONAL INC 5.375000% 02/15/2033 (Philip Morris International Inc.) | Long | Debt | US | $545K | – | 0.09 |
| PHILIP MORRIS INTERNATIONAL INC 5.625000% 11/17/2029 (Philip Morris International Inc.) | Long | Debt | US | $112K | – | 0.02 |
| PHILLIPS 66 COMMON STOCK | Long | Equity-common | US | $1M | 9K | 0.21 |
| PHILLIPS EDISON & COMPANY IN REIT (PHILLIPS EDISON & COMPANY, INC.) | Long | Equity-common | US | $54K | 2K | 0.01 |
| PHINIA INC COMMON STOCK (PHINIA INC.) | Short | Equity-common | US | $-71K | -2K | -0.01 |
| PIEDMONT OFFICE REALTY TRU-A REIT (PIEDMONT OFFICE REALTY TRUST, INC.) | Long | Equity-common | US | $20K | 3K | 0.00 |
| PILGRIM'S PRIDE CORP 6.875000% 05/15/2034 (PILGRIM'S PRIDE CORPORATION) | Long | Debt | US | $357K | – | 0.06 |
| PILGRIM'S PRIDE CORP COMMON STOCK (PILGRIM'S PRIDE CORPORATION) | Long | Equity-common | US | $29K | 745 | 0.00 |
| PINNACLE WEST CAPITAL COMMON STOCK (PINNACLE WEST CAPITAL CORPORATION) | Long | Equity-common | US | $72K | 948 | 0.01 |
| PINTEREST INC- CLASS A COMMON STOCK (PINTEREST, INC.) | Long | Equity-common | US | $40K | 908 | 0.01 |
| PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP 5.700000% 09/15/2034 (PLAINS ALL AMERICAN PIPELINE, L.P.) | Long | Debt | US | $443K | – | 0.07 |
| PLANET FITNESS INC - CL A COMMON STOCK (PLANET FITNESS, INC.) | Short | Equity-common | US | $-82K | -1K | -0.01 |
| PLATINUM FUTURE OCT24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $1M | – | 0.18 | |
| PMT CREDIT RISK TRANSFER TRUST 2019-2R PMTCR 2019-2R A | Long | ABS-mortgage backed security | US | $248K | – | 0.04 |
| PMT CREDIT RISK TRANSFER TRUST 2019-3R PMTCR 2019-3R A | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| PMT CREDIT RISK TRANSFER TRUST 2020-1R PMTCR 2020-1R A | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| PNC FINANCIAL SERVICES GROUP INC/THE MATURITY: PERPETUAL (THE PNC FINANCIAL SERVICES GROUP, INC.) | Long | Debt | US | $175K | – | 0.03 |
| PNM RESOURCES INC COMMON STOCK (PNM RESOURCES, INC.) | Long | Equity-common | US | $29K | 791 | 0.00 |
| POLARIS INC COMMON STOCK (POLARIS INC.) | Short | Equity-common | US | $-108K | -1K | -0.02 |
| POOL CORP COMMON STOCK (POOL CORPORATION) | Short | Equity-common | US | $-90K | -293 | -0.02 |
| PORTLAND GENERAL ELECTRIC CO COMMON STOCK (PORTLAND GENERAL ELECTRIC COMPANY) | Long | Equity-common | US | $37K | 857 | 0.01 |
| POST HOLDINGS INC COMMON STOCK (Post Holdings, Inc.) | Long | Equity-common | US | $85K | 815 | 0.01 |
| POTLATCHDELTIC CORP REIT (POTLATCHDELTIC CORPORATION) | Long | Equity-common | US | $45K | 1K | 0.01 |
| PPG INDUSTRIES INC COMMON STOCK (PPG INDUSTRIES, INC.) | Short | Equity-common | US | $-185K | -1K | -0.03 |
| PPL CORP COMMON STOCK (PPL CORPORATION) | Long | Equity-common | US | $134K | 5K | 0.02 |
| PREMIER INC-CLASS A COMMON STOCK (PREMIER, INC.) | Long | Equity-common | US | $26K | 1K | 0.00 |
| PRESTIGE CONSUMER HEALTHCARE COMMON STOCK (PRESTIGE CONSUMER HEALTHCARE INC.) | Long | Equity-common | US | $22K | 315 | 0.00 |
| PRICESMART INC COMMON STOCK (PRICESMART, INC.) | Long | Equity-common | US | $32K | 400 | 0.01 |
| PRIMO WATER CORP COMMON STOCK (Primo Water Corporation) | Long | Equity-common | US | $43K | 2K | 0.01 |
| PRINCIPAL LIFE GLOBAL FUNDING II 144A 5.100000% 01/25/2029 | Long | Debt | US | $309K | – | 0.05 |
| PRIVIA HEALTH GROUP INC COMMON STOCK (PRIVIA HEALTH GROUP, INC.) | Long | Equity-common | US | $19K | 1K | 0.00 |
| PROCEPT BIOROBOTICS CORP COMMON STOCK | Long | Equity-common | US | $52K | 848 | 0.01 |
| PROCTER & GAMBLE CO/THE COMMON STOCK (THE PROCTER & GAMBLE COMPANY) | Long | Equity-common | US | $6M | 35K | 0.96 |
| PROGYNY INC COMMON STOCK | Long | Equity-common | US | $20K | 716 | 0.00 |
| PROLOGIS INC REIT (PROLOGIS, INC.) | Long | Equity-common | US | $1M | 12K | 0.23 |
| PROPETRO HOLDING CORP COMMON STOCK (PROPETRO HOLDING CORP.) | Long | Equity-common | US | $28K | 3K | 0.00 |
| PROSUS NV 3.680000% 01/21/2030 (Prosus N.V.) | Long | Debt | CN | $305K | – | 0.05 |
| PROSUS NV MTN 3.061000% 07/13/2031 (Prosus N.V.) | Long | Debt | CN | $618K | – | 0.10 |
| PTC INC COMMON STOCK (PTC INC.) | Long | Equity-common | US | $43K | 238 | 0.01 |
| PTC THERAPEUTICS INC COMMON STOCK (PTC THERAPEUTICS, INC.) | Long | Equity-common | US | $62K | 2K | 0.01 |
| PUBLIC SERVICE ENTERPRISE GP COMMON STOCK (PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED) | Long | Equity-common | US | $255K | 3K | 0.04 |
| PUBLIC STORAGE REIT (PUBLIC STORAGE.) | Long | Equity-common | US | $580K | 2K | 0.10 |
| PULTEGROUP INC COMMON STOCK (PULTEGROUP, INC.) | Short | Equity-common | US | $-539K | -5K | -0.09 |
| PURE STORAGE INC - CLASS A COMMON STOCK (PURE STORAGE, INC.) | Short | Equity-common | US | $-21K | -330 | -0.00 |
| PVH CORP COMMON STOCK (PVH CORP.) | Short | Equity-common | US | $-145K | -1K | -0.02 |
| QIAGEN N.V. COMMON STOCK | Long | Equity-common | US | $39K | 953 | 0.01 |
| QORVO INC COMMON STOCK (QORVO, INC.) | Short | Equity-common | US | $-34K | -292 | -0.01 |
| QUAKER CHEMICAL CORPORATION COMMON STOCK | Short | Equity-common | US | $-10K | -58 | -0.00 |
| QUALCOMM INC COMMON STOCK (QUALCOMM INCORPORATED) | Short | Equity-common | US | $-357K | -2K | -0.06 |
| QUANTUMSCAPE CORP COMMON STOCK (QUANTUMSCAPE CORPORATION) | Short | Equity-common | US | $-66K | -13K | -0.01 |
| QUEST DIAGNOSTICS INC COMMON STOCK (QUEST DIAGNOSTICS INCORPORATED) | Long | Equity-common | US | $79K | 574 | 0.01 |
| QUIDELORTHO CORP COMMON STOCK (QUIDELORTHO CORPORATION) | Long | Equity-common | US | $13K | 400 | 0.00 |
| R1 RCM INC COMMON STOCK (R1 RCM INC.) | Long | Equity-common | US | $18K | 1K | 0.00 |
| RADNET INC COMMON STOCK (RADNET, INC.) | Long | Equity-common | US | $15K | 251 | 0.00 |
| RALPH LAUREN CORP COMMON STOCK (RALPH LAUREN CORPORATION) | Short | Equity-common | US | $-159K | -911 | -0.03 |
| RAMBUS INC COMMON STOCK (RAMBUS INC.) | Short | Equity-common | US | $-18K | -300 | -0.00 |
| RANGE RESOURCES CORP COMMON STOCK (RANGE RESOURCES CORPORATION) | Long | Equity-common | US | $163K | 5K | 0.03 |
| RAYONIER INC REIT (RAYONIER INC.) | Long | Equity-common | US | $62K | 2K | 0.01 |
| REALTY INCOME CORP REIT (REALTY INCOME CORPORATION) | Long | Equity-common | US | $561K | 11K | 0.09 |
| RED ROCK RESORTS INC-CLASS A COMMON STOCK (RED ROCK RESORTS, INC.) | Short | Equity-common | US | $-24K | -435 | -0.00 |
| REGAL REXNORD CORP 6.050000% 02/15/2026 (Regal Rexnord Corporation) | Long | Debt | US | $791K | – | 0.13 |
| REGENCY CENTERS CORP REIT (REGENCY CENTERS CORPORATION) | Long | Equity-common | US | $137K | 2K | 0.02 |
| REGENERON PHARMACEUTICALS COMMON STOCK (REGENERON PHARMACEUTICALS, INC.) | Long | Equity-common | US | $605K | 576 | 0.10 |
| RELIANCE INC COMMON STOCK (RELIANCE, INC.) | Short | Equity-common | US | $-113K | -397 | -0.02 |
| REPLIGEN CORP COMMON STOCK (REPLIGEN CORPORATION) | Long | Equity-common | US | $42K | 337 | 0.01 |
| REPUBLIC OF COLOMBIA 3.125000% 04/15/2031 (Republica de Colombia) | Long | Debt | CO | $177K | – | 0.03 |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST VII RPM 2022-3A A | Long | ABS-mortgage backed security | US | $325K | – | 0.05 |
| RESEARCH-DRIVEN PAGAYA MOTOR TRUST 2024-1 RPM 2024-1A A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST) | Long | ABS-mortgage backed security | US | $304K | – | 0.05 |
| RESMED INC COMMON STOCK (RESMED INC.) | Long | Equity-common | US | $148K | 772 | 0.02 |
| RETAIL OPPORTUNITY INVESTMEN REIT (RETAIL OPPORTUNITY INVESTMENTS CORP.) | Long | Equity-common | US | $16K | 1K | 0.00 |
| REVOLUTION MEDICINES INC COMMON STOCK | Long | Equity-common | US | $33K | 855 | 0.01 |
| REVVITY INC COMMON STOCK (REVVITY, INC.) | Long | Equity-common | US | $70K | 669 | 0.01 |
| REX AMERICAN RESOURCES CORP COMMON STOCK (REX AMERICAN RESOURCES CORPORATION) | Long | Equity-common | US | $15K | 327 | 0.00 |
| REXFORD INDUSTRIAL REALTY IN REIT (REXFORD INDUSTRIAL REALTY, INC) | Long | Equity-common | US | $117K | 3K | 0.02 |
| REYNOLDS CONSUMER PRODUCTS I COMMON STOCK (REYNOLDS CONSUMER PRODUCTS INC.) | Long | Equity-common | US | $31K | 1K | 0.01 |
| RH COMMON STOCK | Short | Equity-common | US | $-32K | -131 | -0.01 |
| RIVIAN AUTOMOTIVE INC-A COMMON STOCK (RIVIAN AUTOMOTIVE, INC.) | Short | Equity-common | US | $-366K | -27K | -0.06 |
| RLJ LODGING TRUST REIT | Long | Equity-common | US | $32K | 3K | 0.01 |
| ROBLOX CORP -CLASS A COMMON STOCK (ROBLOX CORPORATION) | Long | Equity-common | US | $77K | 2K | 0.01 |
| ROIVANT SCIENCES LTD COMMON STOCK | Long | Equity-common | US | $21K | 2K | 0.00 |
| ROKU INC COMMON STOCK (ROKU, INC.) | Long | Equity-common | US | $52K | 864 | 0.01 |
| ROPER TECHNOLOGIES INC COMMON STOCK (ROPER TECHNOLOGIES, INC.) | Long | Equity-common | US | $132K | 235 | 0.02 |
| ROSS STORES INC COMMON STOCK (ROSS STORES, INC.) | Short | Equity-common | US | $-354K | -2K | -0.06 |
| ROYAL CARIBBEAN CRUISES LTD COMMON STOCK (ROYAL CARIBBEAN CRUISES LTD.) | Short | Equity-common | US | $-423K | -3K | -0.07 |
| ROYAL GOLD INC COMMON STOCK (ROYAL GOLD, INC.) | Short | Equity-common | US | $-55K | -441 | -0.01 |
| ROYALTY PHARMA PLC- CL A COMMON STOCK | Long | Equity-common | US | $65K | 2K | 0.01 |
| RPM INTERNATIONAL INC COMMON STOCK (RPM INTERNATIONAL INC.) | Short | Equity-common | US | $-90K | -835 | -0.02 |
| RYMAN HOSPITALITY PROPERTIES REIT (RYMAN HOSPITALITY PROPERTIES, INC.) | Long | Equity-common | US | $75K | 752 | 0.01 |
| S&P GLOBAL INC 4.250000% 05/01/2029 (S&P GLOBAL INC.) | Long | Debt | US | $161K | – | 0.03 |
| S&P500 EMINI FUT SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $-18M | – | -3.03 | |
| SABRA HEALTH CARE REIT INC REIT (SABRA HEALTH CARE REIT, INC.) | Long | Equity-common | US | $34K | 2K | 0.01 |
| SABRE CORP COMMON STOCK (SABRE CORPORATION) | Short | Equity-common | US | $-14K | -5K | -0.00 |
| SALESFORCE INC COMMON STOCK (SALESFORCE, INC.) | Long | Equity-common | US | $518K | 2K | 0.09 |
| SANDRIDGE ENERGY INC COMMON STOCK (SANDRIDGE ENERGY, INC.) | Long | Equity-common | US | $17K | 1K | 0.00 |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2022-A B (SANTANDER BANK, N.A.) | Long | ABS-mortgage backed security | US | $216K | – | 0.04 |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2022-B B (SANTANDER BANK, N.A.) | Long | ABS-mortgage backed security | US | $157K | – | 0.03 |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2022-C B (SANTANDER BANK, N.A.) | Long | ABS-mortgage backed security | US | $283K | – | 0.05 |
| SANTANDER HOLDINGS USA INC 2.490000% 01/06/2028 (Santander Holdings USA, Inc.) | Long | Debt | US | $20K | – | 0.00 |
| SAREPTA THERAPEUTICS INC COMMON STOCK (SAREPTA THERAPEUTICS, INC.) | Long | Equity-common | US | $94K | 597 | 0.02 |
| SBA COMMUNICATIONS CORP REIT (SBA COMMUNICATIONS CORPORATION) | Long | Equity-common | US | $260K | 1K | 0.04 |
| SCHLUMBERGER LTD COMMON STOCK (Schlumberger N.V.) | Long | Equity-common | US | $1M | 29K | 0.23 |
| SCHOLASTIC CORP COMMON STOCK (SCHOLASTIC CORPORATION) | Short | Equity-common | US | $-18K | -500 | -0.00 |
| SCORPIO TANKERS INC COMMON STOCK (SCORPIO TANKERS INC.) | Long | Equity-common | US | $70K | 858 | 0.01 |
| SCOTTS MIRACLE-GRO CO COMMON STOCK (THE SCOTTS MIRACLE-GRO COMPANY) | Short | Equity-common | US | $-25K | -382 | -0.00 |
| SEADRILL LIMITED COMMON STOCK | Long | Equity-common | US | $50K | 980 | 0.01 |
| SEALED AIR CORP COMMON STOCK (SEALED AIR CORPORATION) | Short | Equity-common | US | $-41K | -1K | -0.01 |
| SELECT MEDICAL HOLDINGS CORP COMMON STOCK (SELECT MEDICAL HOLDINGS CORPORATION) | Long | Equity-common | US | $28K | 800 | 0.00 |
| SELECT WATER SOLUTIONS, INC COMMON STOCK (SELECT WATER SOLUTIONS, INC.) | Long | Equity-common | US | $7K | 651 | 0.00 |
| SEMPRA COMMON STOCK | Long | Equity-common | US | $334K | 4K | 0.06 |
| SENSIENT TECHNOLOGIES CORP COMMON STOCK (SENSIENT TECHNOLOGIES CORPORATION) | Short | Equity-common | US | $-15K | -200 | -0.00 |
| SERVICE CORP INTERNATIONAL COMMON STOCK (SERVICE CORPORATION INTERNATIONAL) | Short | Equity-common | US | $-124K | -2K | -0.02 |
| SERVICE PROPERTIES TRUST REIT | Long | Equity-common | US | $20K | 4K | 0.00 |
| SERVICENOW INC COMMON STOCK (SERVICENOW, INC.) | Long | Equity-common | US | $367K | 466 | 0.06 |
| SFL CORP LTD COMMON STOCK (SFL CORPORATION LTD.) | Long | Equity-common | US | $42K | 3K | 0.01 |
| SHAKE SHACK INC - CLASS A COMMON STOCK (SHAKE SHACK INC.) | Short | Equity-common | US | $-40K | -446 | -0.01 |
| SHENANDOAH TELECOMMUNICATION COMMON STOCK (Shenandoah Telecommunications Company) | Long | Equity-common | US | $16K | 1K | 0.00 |
| SHERWIN-WILLIAMS CO/THE COMMON STOCK (THE SHERWIN-WILLIAMS COMPANY) | Short | Equity-common | US | $-464K | -2K | -0.08 |
| SIGNET JEWELERS LTD COMMON STOCK (Signet Jewelers Limited) | Short | Equity-common | US | $-37K | -409 | -0.01 |
| SILGAN HOLDINGS INC COMMON STOCK (SILGAN HOLDINGS INC.) | Short | Equity-common | US | $-15K | -357 | -0.00 |
| SILVER FUTURE DEC24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $1M | – | 0.23 | |
| SILVER FUTURE MAR25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $1M | – | 0.23 | |
| SILVER FUTURE SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $3M | – | 0.52 | |
| SILVER FUTURE SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $591K | – | 0.10 | |
| SILVER OPTION Aug24C 32.5 LONG | Derivative-interest rate | US | $17K | – | 0.00 | |
| SILVER OPTION Aug24C 37.5 SHORT | Derivative-interest rate | US | $-6K | – | -0.00 | |
| SILVER OPTION Aug24C 42.5 LONG | Derivative-interest rate | US | $2K | – | 0.00 | |
| SILVERBOW RESOURCES INC COMMON STOCK (SILVERBOW RESOURCES, INC.) | Long | Equity-common | US | $26K | 700 | 0.00 |
| SIMON PROPERTY GROUP INC REIT (SIMON PROPERTY GROUP, INC.) | Long | Equity-common | US | $637K | 4K | 0.11 |
| SIMPLY GOOD FOODS CO/THE COMMON STOCK (THE SIMPLY GOOD FOODS COMPANY) | Long | Equity-common | US | $59K | 2K | 0.01 |
| SITE CENTERS CORP REIT (SITE CENTERS CORP.) | Long | Equity-common | US | $33K | 2K | 0.01 |
| SITIO ROYALTIES CORP-A COMMON STOCK (SITIO ROYALTIES CORP.) | Long | Equity-common | US | $54K | 2K | 0.01 |
| SIX FLAGS ENTERTAINMENT CORP COMMON STOCK (SIX FLAGS ENTERTAINMENT CORPORATION) | Short | Equity-common | US | $-27K | -800 | -0.00 |
| SJW GROUP COMMON STOCK | Long | Equity-common | US | $11K | 210 | 0.00 |
| SKECHERS USA INC-CL A COMMON STOCK (SKECHERS U.S.A., INC.) | Short | Equity-common | US | $-207K | -3K | -0.03 |
| SKYLINE CHAMPION CORP COMMON STOCK (SKYLINE CHAMPION CORPORATION) | Short | Equity-common | US | $-90K | -1K | -0.02 |
| SKYWORKS SOLUTIONS INC COMMON STOCK (SKYWORKS SOLUTIONS, INC.) | Short | Equity-common | US | $-25K | -231 | -0.00 |
| SL GREEN REALTY CORP REIT (SL GREEN REALTY CORP.) | Long | Equity-common | US | $43K | 768 | 0.01 |
| SM ENERGY CO COMMON STOCK (SM ENERGY COMPANY) | Long | Equity-common | US | $111K | 3K | 0.02 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-E SMB 2021-E A1A | Long | ABS-mortgage backed security | US | $300K | – | 0.05 |
| SMITH & WESSON BRANDS INC COMMON STOCK (SMITH & WESSON BRANDS, INC.) | Short | Equity-common | US | $-22K | -2K | -0.00 |
| SNOWFLAKE INC-CLASS A COMMON STOCK (SNOWFLAKE INC.) | Long | Equity-common | US | $94K | 698 | 0.02 |
| SOCIETE GENERALE SA 144A 5.519000% 01/19/2028 | Long | Debt | FR | $476K | – | 0.08 |
| SOLVENTUM CORP COMMON STOCK (SOLVENTUM CORPORATION) | Long | Equity-common | US | $43K | 804 | 0.01 |
| SONOCO PRODUCTS CO COMMON STOCK (SONOCO PRODUCTS COMPANY.) | Short | Equity-common | US | $-41K | -800 | -0.01 |
| SONOS INC COMMON STOCK (SONOS, INC.) | Short | Equity-common | US | $-49K | -3K | -0.01 |
| SOTERA HEALTH CO COMMON STOCK (SOTERA HEALTH COMPANY) | Long | Equity-common | US | $14K | 1K | 0.00 |
| SOUTHERN CO/THE COMMON STOCK (THE SOUTHERN COMPANY) | Long | Equity-common | US | $589K | 8K | 0.10 |
| SOUTHERN COPPER CORP COMMON STOCK (SOUTHERN COPPER CORPORATION) | Short | Equity-common | US | $-64K | -592 | -0.01 |
| SOUTHWEST GAS HOLDINGS INC COMMON STOCK (SOUTHWEST GAS HOLDINGS, INC.) | Long | Equity-common | US | $27K | 387 | 0.00 |
| SOUTHWESTERN ENERGY CO COMMON STOCK (SOUTHWESTERN ENERGY COMPANY) | Long | Equity-common | US | $144K | 21K | 0.02 |
| SOYBEAN FUTURE JAN25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $2M | – | 0.27 | |
| SOYBEAN FUTURE MAR25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $786K | – | 0.13 | |
| SOYBEAN FUTURE NOV24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $552K | – | 0.09 | |
| SOYBEAN MEAL FUTR DEC24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $1M | – | 0.20 | |
| SOYBEAN MEAL FUTR DEC24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $939K | – | 0.16 | |
| SOYBEAN MEAL FUTR JAN25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $976K | – | 0.16 | |
| SOYBEAN MEAL FUTR MAR25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $506K | – | 0.09 | |
| SOYBEAN OIL FUTR DEC24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $394K | – | 0.07 | |
| SOYBEAN OIL FUTR DEC24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $236K | – | 0.04 | |
| SOYBEAN OIL FUTR JAN25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $946K | – | 0.16 | |
| SOYBEAN OIL FUTR MAR25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $475K | – | 0.08 | |
| SPECTRUM BRANDS HOLDINGS INC COMMON STOCK (SPECTRUM BRANDS HOLDINGS, INC.) | Long | Equity-common | US | $32K | 378 | 0.01 |
| SPIRE INC COMMON STOCK (Spire Inc.) | Long | Equity-common | US | $25K | 419 | 0.00 |
| SPOTIFY TECHNOLOGY SA COMMON STOCK (SPOTIFY TECHNOLOGY S.A.) | Long | Equity-common | US | $218K | 694 | 0.04 |
| SPRINGWORKS THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $10K | 271 | 0.00 |
| SPROUTS FARMERS MARKET INC COMMON STOCK (SPROUTS FARMERS MARKET, INC.) | Long | Equity-common | US | $135K | 2K | 0.02 |
| ST JOE CO/THE COMMON STOCK (THE ST. JOE COMPANY) | Long | Equity-common | US | $38K | 700 | 0.01 |
| STAG INDUSTRIAL INC REIT (STAG INDUSTRIAL, INC.) | Long | Equity-common | US | $94K | 3K | 0.02 |
| STANDARD CHARTERED PLC 144A 3.971000% 03/30/2026 | Long | Debt | GB | $236K | – | 0.04 |
| STANDARD CHARTERED PLC 144A 6.000000% MATURITY: PERPETUAL | Long | Debt | GB | $544K | – | 0.09 |
| STANDARD MOTOR PRODS COMMON STOCK (STANDARD MOTOR PRODUCTS, INC.) | Short | Equity-common | US | $-20K | -716 | -0.00 |
| STARBUCKS CORP COMMON STOCK (STARBUCKS CORPORATION) | Short | Equity-common | US | $-1000K | -13K | -0.17 |
| STEEL DYNAMICS INC COMMON STOCK (STEEL DYNAMICS, INC.) | Short | Equity-common | US | $-125K | -962 | -0.02 |
| STERIS PLC COMMON STOCK (STERIS PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $126K | 572 | 0.02 |
| STEVEN MADDEN LTD COMMON STOCK (STEVEN MADDEN, LTD.) | Short | Equity-common | US | $-73K | -2K | -0.01 |
| STONERIDGE INC COMMON STOCK (STONERIDGE, INC.) | Short | Equity-common | US | $-16K | -1K | -0.00 |
| STRATEGIC EDUCATION INC COMMON STOCK (STRATEGIC EDUCATION, INC.) | Short | Equity-common | US | $-17K | -150 | -0.00 |
| STRIDE INC COMMON STOCK (STRIDE, INC.) | Short | Equity-common | US | $-42K | -600 | -0.01 |
| STRYKER CORP COMMON STOCK (STRYKER CORPORATION) | Long | Equity-common | US | $670K | 2K | 0.11 |
| STURM RUGER & CO INC COMMON STOCK (STURM, RUGER & COMPANY, INC.) | Short | Equity-common | US | $-25K | -600 | -0.00 |
| SUGAR #11 (WORLD) MAR25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $1M | – | 0.21 | |
| SUGAR #11 (WORLD) OCT24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $841K | – | 0.14 | |
| SUGAR #11 (WORLD) OCT24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $-955K | – | -0.16 | |
| SUMMIT MATERIALS INC -CL A COMMON STOCK (SUMMIT MATERIALS, INC.) | Short | Equity-common | US | $-40K | -1K | -0.01 |
| SUN COMMUNITIES INC REIT (SUN COMMUNITIES, INC.) | Long | Equity-common | US | $181K | 2K | 0.03 |
| SUNSTONE HOTEL INVESTORS INC REIT (SUNSTONE HOTEL INVESTORS, INC.) | Long | Equity-common | US | $43K | 4K | 0.01 |
| SUPER MICRO COMPUTER INC COMMON STOCK (SUPER MICRO COMPUTER, INC.) | Short | Equity-common | US | $-79K | -96 | -0.01 |
| SVENSKA HANDELSBANKEN AB 4.750000% MATURITY: PERPETUAL | Long | Debt | SE | $688K | – | 0.12 |
| SWEETGREEN INC - CLASS A COMMON STOCK | Short | Equity-common | US | $-33K | -1K | -0.01 |
| SWISS RE FINANCE LUXEMBOURG SA 5.000000% 04/02/2049 (Swiss Re Finance (Luxembourg) S.A.) | Long | Debt | CH | $193K | – | 0.03 |
| SWISS RE SUBORDINATED FINANCE PLC 144A 5.698000% 04/05/2035 | Long | Debt | GB | $197K | – | 0.03 |
| SYLVAMO CORP COMMON STOCK (SYLVAMO CORPORATION) | Short | Equity-common | US | $-25K | -360 | -0.00 |
| SYNOPSYS INC COMMON STOCK (SYNOPSYS, INC.) | Long | Equity-common | US | $190K | 320 | 0.03 |
| SYSCO CORP COMMON STOCK (SYSCO CORPORATION.) | Long | Equity-common | US | $520K | 7K | 0.09 |
| T-MOBILE US INC COMMON STOCK (T-MOBILE US, INC.) | Long | Equity-common | US | $1M | 6K | 0.18 |
| TAKE-TWO INTERACTIVE SOFTWRE COMMON STOCK (TAKE-TWO INTERACTIVE SOFTWARE, INC.) | Long | Equity-common | US | $128K | 826 | 0.02 |
| TALOS ENERGY INC COMMON STOCK (TALOS ENERGY INC.) | Long | Equity-common | US | $32K | 3K | 0.01 |
| TANDEM DIABETES CARE INC COMMON STOCK (TANDEM DIABETES CARE, INC.) | Long | Equity-common | US | $37K | 919 | 0.01 |
| TANGER INC REIT (Tanger Inc.) | Long | Equity-common | US | $34K | 1K | 0.01 |
| TAPESTRY INC 7.700000% 11/27/2030 (TAPESTRY, INC.) | Long | Debt | US | $9K | – | 0.00 |
| TAPESTRY INC COMMON STOCK (TAPESTRY, INC.) | Short | Equity-common | US | $-217K | -5K | -0.04 |
| TARGA RESOURCES CORP COMMON STOCK (TARGA RESOURCES CORP.) | Long | Equity-common | US | $583K | 5K | 0.10 |
| TARGET CORP COMMON STOCK (TARGET CORPORATION) | Long | Equity-common | US | $1M | 7K | 0.17 |
| TAYLOR MORRISON HOME CORP COMMON STOCK (TAYLOR MORRISON HOME CORPORATION) | Short | Equity-common | US | $-121K | -2K | -0.02 |
| TECHNIPFMC PLC COMMON STOCK | Long | Equity-common | US | $226K | 9K | 0.04 |
| TEEKAY TANKERS LTD-CLASS A COMMON STOCK (TEEKAY TANKERS LTD.) | Long | Equity-common | US | $24K | 348 | 0.00 |
| TEGNA INC COMMON STOCK (TEGNA INC.) | Short | Equity-common | US | $-32K | -2K | -0.01 |
| TELADOC HEALTH INC COMMON STOCK (TELADOC HEALTH, INC.) | Long | Equity-common | US | $10K | 1K | 0.00 |
| TELEDYNE TECHNOLOGIES INC COMMON STOCK (TELEDYNE TECHNOLOGIES INCORPORATED) | Short | Equity-common | US | $-38K | -99 | -0.01 |
| TELEFLEX INC COMMON STOCK (TELEFLEX INCORPORATED) | Long | Equity-common | US | $68K | 322 | 0.01 |
| TELEPHONE AND DATA SYSTEMS COMMON STOCK (TELEPHONE AND DATA SYSTEMS, INC.) | Long | Equity-common | US | $31K | 2K | 0.01 |
| TEMPUR SEALY INTERNATIONAL I COMMON STOCK (TEMPUR SEALY INTERNATIONAL, INC.) | Short | Equity-common | US | $-175K | -4K | -0.03 |
| TENCENT HOLDINGS LTD MTN 3.240000% 06/03/2050 (Tencent Holdings Limited) | Long | Debt | CN | $287K | – | 0.05 |
| TENET HEALTHCARE CORP COMMON STOCK (TENET HEALTHCARE CORPORATION) | Long | Equity-common | US | $74K | 554 | 0.01 |
| TERADYNE INC COMMON STOCK (TERADYNE, INC.) | Short | Equity-common | US | $-42K | -286 | -0.01 |
| TERRAFORM GLOBAL OPERATING LP 144A 6.125000% 03/01/2026 | Long | Debt | US | $73K | – | 0.01 |
| TERRENO REALTY CORP REIT (TERRENO REALTY CORPORATION) | Long | Equity-common | US | $72K | 1K | 0.01 |
| TESLA AUTO LEASE TRUST 2024-A TESLA 2024-A A3 | Long | ABS-mortgage backed security | US | $252K | – | 0.04 |
| TESLA INC COMMON STOCK (TESLA, INCORPORATION) | Short | Equity-common | US | $-5M | -24K | -0.79 |
| TEXAS INSTRUMENTS INC COMMON STOCK (TEXAS INSTRUMENTS INCORPORATED) | Short | Equity-common | US | $-306K | -2K | -0.05 |
| TEXAS PACIFIC LAND CORP COMMON STOCK | Long | Equity-common | US | $271K | 369 | 0.05 |
| TEXAS ROADHOUSE INC COMMON STOCK (TEXAS ROADHOUSE, INC.) | Short | Equity-common | US | $-123K | -714 | -0.02 |
| THE CIGNA GROUP COMMON STOCK | Long | Equity-common | US | $517K | 2K | 0.09 |
| THERMO FISHER SCIENTIFIC INC COMMON STOCK (THERMO FISHER SCIENTIFIC INCORPORATED) | Long | Equity-common | US | $1M | 2K | 0.21 |
| THOR INDUSTRIES INC COMMON STOCK (THOR INDUSTRIES, INC.) | Short | Equity-common | US | $-210K | -2K | -0.04 |
| TIDEWATER INC COMMON STOCK (TIDEWATER INC.) | Long | Equity-common | US | $92K | 969 | 0.02 |
| TIME WARNER CABLE LLC 4.500000% 09/15/2042 (TIME WARNER CABLE, LLC) | Long | Debt | US | $242K | – | 0.04 |
| TJX COMPANIES INC COMMON STOCK (THE TJX COMPANIES, INC.) | Short | Equity-common | US | $-979K | -9K | -0.17 |
| TKO GROUP HOLDINGS INC COMMON STOCK (TKO GROUP HOLDINGS, INC.) | Long | Equity-common | US | $43K | 400 | 0.01 |
| TOLL BROTHERS INC COMMON STOCK (TOLL BROTHERS, INC.) | Short | Equity-common | US | $-275K | -2K | -0.05 |
| TOPBUILD CORP COMMON STOCK (TOPBUILD CORP.) | Short | Equity-common | US | $-270K | -701 | -0.05 |
| TOPGOLF CALLAWAY BRANDS CORP COMMON STOCK (TOPGOLF CALLAWAY BRANDS CORP.) | Short | Equity-common | US | $-59K | -4K | -0.01 |
| TRACTOR SUPPLY COMPANY COMMON STOCK | Short | Equity-common | US | $-228K | -845 | -0.04 |
| TRADE DESK INC/THE -CLASS A COMMON STOCK (THE TRADE DESK, INC.) | Short | Equity-common | US | $-429K | -4K | -0.07 |
| TRANSMEDICS GROUP INC COMMON STOCK (TRANSMEDICS GROUP, INC.) | Long | Equity-common | US | $26K | 170 | 0.00 |
| TRAVEL + LEISURE CO COMMON STOCK (TRAVEL + LEISURE CO.) | Short | Equity-common | US | $-33K | -741 | -0.01 |
| TREASURY BILL 0.000000% 07/25/2024 (United States of America) | Long | Debt | US | $797K | – | 0.13 |
| TREASURY BILL 0.000000% 09/05/2024 (United States of America) | Long | Debt | US | $3M | – | 0.59 |
| TREASURY BILL 0.000000% 09/26/2024 (United States of America) | Long | Debt | US | $8M | – | 1.33 |
| TREASURY BILL 0.000000% 10/03/2024 (United States of America) | Long | Debt | US | $6M | – | 1.00 |
| TREASURY BILL 0.000000% 10/10/2024 (United States of America) | Long | Debt | US | $6M | – | 1.00 |
| TREASURY BILL 0.000000% 10/17/2024 (United States of America) | Long | Debt | US | $6M | – | 1.00 |
| TREASURY BILL 0.000000% 10/24/2024 (United States of America) | Long | Debt | US | $3M | – | 0.50 |
| TREASURY BILL 0.000000% 10/31/2024 (United States of America) | Long | Debt | US | $4M | – | 0.75 |
| TREASURY BILL 0.000000% 11/07/2024 (United States of America) | Long | Debt | US | $6M | – | 1.08 |
| TREASURY BILL 0.000000% 11/14/2024 (United States of America) | Long | Debt | US | $7M | – | 1.16 |
| TREASURY BILL 0.000000% 11/21/2024 (United States of America) | Long | Debt | US | $6M | – | 0.99 |
| TREEHOUSE FOODS INC COMMON STOCK (TREEHOUSE FOODS, INC.) | Long | Equity-common | US | $33K | 904 | 0.01 |
| TRI POINTE HOMES INC COMMON STOCK (TRI POINTE HOMES, INC.) | Short | Equity-common | US | $-91K | -2K | -0.02 |
| TRICOLOR AUTO SECURITIZATION TRUST 2024-2 TAST 2024-2A A | Long | ABS-mortgage backed security | US | $330K | – | 0.06 |
| TRIMBLE INC COMMON STOCK (TRIMBLE INC.) | Short | Equity-common | US | $-22K | -391 | -0.00 |
| TRONOX HOLDINGS PLC COMMON STOCK | Short | Equity-common | US | $-20K | -1K | -0.00 |
| TRUST FIBRA UNO 5.250000% 01/30/2026 (Fideicomiso Fibra Uno) | Long | Debt | MX | $451K | – | 0.08 |
| TSMC ARIZONA CORP 3.875000% 04/22/2027 (TSMC ARIZONA CORPORATION) | Long | Debt | TW | $392K | – | 0.07 |
| TWILIO INC - A COMMON STOCK (TWILIO INC.) | Long | Equity-common | US | $28K | 500 | 0.00 |
| TWIST BIOSCIENCE CORP COMMON STOCK | Long | Equity-common | US | $2K | 39 | 0.00 |
| TYLER TECHNOLOGIES INC COMMON STOCK (TYLER TECHNOLOGIES, INC.) | Long | Equity-common | US | $36K | 71 | 0.01 |
| TYSON FOODS INC 5.700000% 03/15/2034 (TYSON FOODS, INCORPORATED) | Long | Debt | US | $129K | – | 0.02 |
| TYSON FOODS INC-CL A COMMON STOCK (TYSON FOODS, INCORPORATED) | Long | Equity-common | US | $240K | 4K | 0.04 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29 (United States of America) | Long | Debt | US | $14M | – | 2.29 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026 (United States of America) | Long | Debt | US | $44M | – | 7.40 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028 (United States of America) | Long | Debt | US | $64M | – | 10.82 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027 (United States of America) | Long | Debt | US | $152M | – | 25.59 |
| UBS GROUP AG 144A PERPETUAL: 9.250000% | Long | Debt | CH | $337K | – | 0.06 |
| UDR INC REIT (UDR, INC.) | Long | Equity-common | US | $165K | 4K | 0.03 |
| UGI CORP COMMON STOCK (UGI CORPORATION) | Long | Equity-common | US | $42K | 2K | 0.01 |
| UIPATH INC - CLASS A COMMON STOCK (UIPATH, INC.) | Long | Equity-common | US | $15K | 1K | 0.00 |
| ULTA BEAUTY INC COMMON STOCK (ULTA BEAUTY, INC.) | Short | Equity-common | US | $-130K | -338 | -0.02 |
| ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK (Ultragenyx Pharmaceutical Inc) | Long | Equity-common | US | $21K | 500 | 0.00 |
| UNDER ARMOUR INC-CLASS A COMMON STOCK (UNDER ARMOUR, INC.) | Short | Equity-common | US | $-36K | -5K | -0.01 |
| UNDER ARMOUR INC-CLASS C COMMON STOCK (UNDER ARMOUR, INC.) | Short | Equity-common | US | $-35K | -5K | -0.01 |
| UNICREDIT SPA 144A 2.569000% 09/22/2026 (UNICREDIT, SOCIETA PER AZIONI) | Long | Debt | IT | $498K | – | 0.08 |
| UNITED AUTO CREDIT SECURITIZATION TRUST 2024-1 UACST 2024-1 A | Long | ABS-mortgage backed security | US | $106K | – | 0.02 |
| UNITED NATURAL FOODS INC COMMON STOCK (UNITED NATURAL FOODS, INC.) | Long | Equity-common | US | $16K | 1K | 0.00 |
| UNITED PARKS & RESORTS INC COMMON STOCK (UNITED PARKS AND RESORTS INC.) | Short | Equity-common | US | $-31K | -580 | -0.01 |
| UNITED STATES STEEL CORP COMMON STOCK (UNITED STATES STEEL CORPORATION) | Short | Equity-common | US | $-67K | -2K | -0.01 |
| UNITED THERAPEUTICS CORP COMMON STOCK (UNITED THERAPEUTICS CORPORATION) | Long | Equity-common | US | $93K | 291 | 0.02 |
| UNITEDHEALTH GROUP INC COMMON STOCK (UNITEDHEALTH GROUP INCORPORATED) | Long | Equity-common | US | $3M | 5K | 0.44 |
| UNITI GROUP INC REIT (UNITI GROUP INC.) | Long | Equity-common | US | $10K | 4K | 0.00 |
| UNITY SOFTWARE INC COMMON STOCK | Long | Equity-common | US | $11K | 650 | 0.00 |
| UNIVERSAL CORP/VA COMMON STOCK (UNIVERSAL CORPORATION) | Long | Equity-common | US | $14K | 297 | 0.00 |
| UNIVERSAL HEALTH SERVICES-B COMMON STOCK (UNIVERSAL HEALTH SERVICES, INC.) | Long | Equity-common | US | $53K | 288 | 0.01 |
| URANIUM ENERGY CORP COMMON STOCK (URANIUM ENERGY CORP.) | Long | Equity-common | US | $59K | 10K | 0.01 |
| URBAN EDGE PROPERTIES REIT | Long | Equity-common | US | $41K | 2K | 0.01 |
| URBAN OUTFITTERS INC COMMON STOCK (URBAN OUTFITTERS, INC.) | Short | Equity-common | US | $-12K | -300 | -0.00 |
| US 10YR ULTRA FUT SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-8M | – | -1.34 | |
| US 2YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-15M | – | -2.55 | |
| US 5YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $31M | – | 5.18 | |
| US FOODS HOLDING CORP COMMON STOCK (US FOODS HOLDING CORP.) | Long | Equity-common | US | $182K | 3K | 0.03 |
| US FRN REOPENING VARIABLE RATE 04/30/2026 (United States of America) | Long | Structured note | US | $700K | – | 0.12 |
| US SILICA HOLDINGS INC COMMON STOCK (U.S. SILICA HOLDINGS, INC.) | Long | Equity-common | US | $32K | 2K | 0.01 |
| US TREASURY FRN VARIABLE RATE 01/31/2025 (United States of America) | Long | Structured note | US | $7M | – | 1.22 |
| US TREASURY FRN VARIABLE RATE 01/31/2026 (United States of America) | Long | Structured note | US | $10M | – | 1.62 |
| US TREASURY FRN VARIABLE RATE 04/30/2025 (United States of America) | Long | Structured note | US | $7M | – | 1.20 |
| US TREASURY FRN VARIABLE RATE 07/31/2024 (United States of America) | Long | Structured note | US | $3M | – | 0.47 |
| US TREASURY FRN VARIABLE RATE 07/31/2025 (United States of America) | Long | Structured note | US | $4M | – | 0.71 |
| US TREASURY FRN VARIABLE RATE 10/31/2024 (United States of America) | Long | Structured note | US | $6M | – | 1.05 |
| US TREASURY FRN VARIABLE RATE 10/31/2025 (United States of America) | Long | Structured note | US | $7M | – | 1.15 |
| US TREASURY N/B 4.000000% 02/15/2026 (United States of America) | Long | Structured note | US | $592K | – | 0.10 |
| US TREASURY N/B 4.375000% 08/15/2026 (United States of America) | Long | Structured note | US | $695K | – | 0.12 |
| US TREASURY N/B 4.500000% 04/15/2027 (United States of America) | Long | Structured note | US | $499K | – | 0.08 |
| US TREASURY N/B 4.625000% 02/28/2025 (United States of America) | Long | Structured note | US | $398K | – | 0.07 |
| US TREASURY N/B 4.750000% 07/31/2025 (United States of America) | Long | Structured note | US | $996K | – | 0.17 |
| US TREASURY N/B 4.875000% 05/31/2026 (United States of America) | Long | Structured note | US | $601K | – | 0.10 |
| US TREASURY N/B 5.000000% 08/31/2025 (United States of America) | Long | Structured note | US | $899K | – | 0.15 |
| US ULTRA BOND CBT SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-1M | – | -0.23 | |
| UTZ BRANDS INC COMMON STOCK (UTZ BRANDS, INC.) | Long | Equity-common | US | $8K | 503 | 0.00 |
| VAALCO ENERGY INC COMMON STOCK (VAALCO ENERGY, INC.) | Long | Equity-common | US | $26K | 4K | 0.00 |
| VAIL RESORTS INC COMMON STOCK (VAIL RESORTS, INC.) | Short | Equity-common | US | $-90K | -497 | -0.02 |
| VALARIS LTD COMMON STOCK (Valaris Limited) | Long | Equity-common | US | $83K | 1K | 0.01 |
| VALERO ENERGY CORP COMMON STOCK (VALERO ENERGY CORPORATION) | Long | Equity-common | US | $1M | 7K | 0.18 |
| VALVOLINE INC COMMON STOCK (VALVOLINE INC.) | Short | Equity-common | US | $-55K | -1K | -0.01 |
| VAR ENERGI ASA 144A 7.500000% 01/15/2028 | Long | Debt | NO | $330K | – | 0.06 |
| VAR ENERGI ASA 144A 8.000000% 11/15/2032 | Long | Debt | NO | $451K | – | 0.08 |
| VAXCYTE INC COMMON STOCK | Long | Equity-common | US | $32K | 425 | 0.01 |
| VECTOR GROUP LTD COMMON STOCK (VECTOR GROUP LTD.) | Long | Equity-common | US | $18K | 2K | 0.00 |
| VEEVA SYSTEMS INC-CLASS A COMMON STOCK (VEEVA SYSTEMS INC.) | Long | Equity-common | US | $141K | 768 | 0.02 |
| VENTAS INC REIT (VENTAS, INC.) | Long | Equity-common | US | $255K | 5K | 0.04 |
| VERIS RESIDENTIAL INC REIT (VERIS RESIDENTIAL, INC.) | Long | Equity-common | US | $17K | 1K | 0.00 |
| VERISIGN INC COMMON STOCK (VERISIGN, INC.) | Long | Equity-common | US | $38K | 214 | 0.01 |
| VERIZON COMMUNICATIONS INC COMMON STOCK (VERIZON COMMUNICATIONS INC.) | Long | Equity-common | US | $2M | 52K | 0.36 |
| VERTEX PHARMACEUTICALS INC COMMON STOCK (VERTEX PHARMACEUTICALS INCORPORATED) | Long | Equity-common | US | $677K | 1K | 0.11 |
| VF CORP COMMON STOCK (V.F. CORPORATION) | Short | Equity-common | US | $-101K | -7K | -0.02 |
| VIATRIS INC COMMON STOCK (VIATRIS INC.) | Long | Equity-common | US | $77K | 7K | 0.01 |
| VICI PROPERTIES INC REIT (VICI PROPERTIES INC.) | Long | Equity-common | US | $373K | 13K | 0.06 |
| VICTORIA'S SECRET & CO COMMON STOCK (VICTORIA'S SECRET & CO.) | Short | Equity-common | US | $-7K | -400 | -0.00 |
| VIKING THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $37K | 707 | 0.01 |
| VIRGOLINO DE OLIVEIRA FI 10.5% 01/28/2018 (Virgolino de Oliveira Finance S.A.) | Long | Debt | BR | $66 | – | 0.00 |
| VISTA OUTDOOR INC COMMON STOCK (VISTA OUTDOOR INC.) | Short | Equity-common | US | $-56K | -1K | -0.01 |
| VISTEON CORP COMMON STOCK (VISTEON CORPORATION) | Short | Equity-common | US | $-136K | -1K | -0.02 |
| VISTRA CORP 144A 7.000000% MATURITY: PERPETUAL (VISTRA CORP.) | Long | Debt | US | $284K | – | 0.05 |
| Vistra Corp. COMMON STOCK | Long | Equity-common | US | $219K | 3K | 0.04 |
| VISTRA OPERATIONS CO LLC 144A 6.950000% 10/15/2033 (VISTRA OPERATIONS COMPANY LLC) | Long | Debt | US | $213K | – | 0.04 |
| VITA COCO CO INC/THE COMMON STOCK (THE VITA COCO COMPANY, INC.) | Long | Equity-common | US | $27K | 966 | 0.00 |
| VITAL ENERGY INC COMMON STOCK (VITAL ENERGY, INC.) | Long | Equity-common | US | $20K | 438 | 0.00 |
| VITAL FARMS INC COMMON STOCK (VITAL FARMS, INC.) | Long | Equity-common | US | $44K | 938 | 0.01 |
| VITESSE ENERGY INC COMMON STOCK | Long | Equity-common | US | $24K | 1K | 0.00 |
| VIZIO HOLDING CORP-A COMMON STOCK | Short | Equity-common | US | $-27K | -2K | -0.00 |
| VOLCAN CIA MINERA SAA 144A 4.375000% 02/11/2026 (Volcan Compania Minera S.A.A.) | Long | Debt | PE | $63K | – | 0.01 |
| VORNADO REALTY TRUST REIT | Long | Equity-common | US | $67K | 3K | 0.01 |
| VULCAN MATERIALS CO COMMON STOCK (VULCAN MATERIALS COMPANY) | Short | Equity-common | US | $-215K | -865 | -0.04 |
| WALGREENS BOOTS ALLIANCE INC COMMON STOCK (WALGREENS BOOTS ALLIANCE, INC.) | Long | Equity-common | US | $132K | 11K | 0.02 |
| WALMART INC COMMON STOCK (WALMART INC.) | Long | Equity-common | US | $4M | 63K | 0.72 |
| WALT DISNEY CO/THE COMMON STOCK (THE WALT DISNEY COMPANY) | Long | Equity-common | US | $959K | 10K | 0.16 |
| WARNER BROS DISCOVERY INC COMMON STOCK (WARNER BROS. DISCOVERY, INC.) | Long | Equity-common | US | $93K | 13K | 0.02 |
| WARRIOR MET COAL INC COMMON STOCK (WARRIOR MET COAL, INC.) | Short | Equity-common | US | $-10K | -158 | -0.00 |
| WATERS CORP COMMON STOCK (WATERS CORPORATION) | Long | Equity-common | US | $94K | 324 | 0.02 |
| WAYFAIR INC- CLASS A COMMON STOCK (WAYFAIR INC.) | Short | Equity-common | US | $-37K | -700 | -0.01 |
| WD-40 CO COMMON STOCK (WD-40 COMPANY) | Long | Equity-common | US | $56K | 257 | 0.01 |
| WEATHERFORD INTERNATIONAL PL COMMON STOCK (WEATHERFORD INTERNATIONAL PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $171K | 1K | 0.03 |
| WEC ENERGY GROUP INC COMMON STOCK (WEC ENERGY GROUP, INC.) | Long | Equity-common | US | $164K | 2K | 0.03 |
| WEIS MARKETS INC COMMON STOCK (WEIS MARKETS, INC.) | Long | Equity-common | US | $27K | 430 | 0.00 |
| WELLS FARGO & CO 3.900000% MATURITY: PERPETUAL (WELLS FARGO & COMPANY) | Long | Debt | US | $313K | – | 0.05 |
| WELLS FARGO & CO MTN 3.350000% 03/02/2033 (WELLS FARGO & COMPANY) | Long | Debt | US | $654K | – | 0.11 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS6 WFCM 2016-NXS6 C | Long | ABS-mortgage backed security | US | $842K | – | 0.14 |
| WELLS FARGO CREDIT RISK TRANSFER SECURITIES TRUST LSS 2015-WF1 1M2 (L STREET SECURITIES) | Long | ABS-mortgage backed security | US | $135K | – | 0.02 |
| WELLS FARGO CREDIT RISK TRANSFER SECURITIES TRUST LSS 2015-WF1 2M2 (L STREET SECURITIES) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| WELLTOWER INC REIT (WELLTOWER INC.) | Long | Equity-common | US | $746K | 7K | 0.13 |
| WENDY'S CO/THE COMMON STOCK (THE WENDY'S COMPANY) | Short | Equity-common | US | $-44K | -3K | -0.01 |
| WEST PHARMACEUTICAL SERVICES COMMON STOCK (WEST PHARMACEUTICAL SERVICES, INC.) | Long | Equity-common | US | $126K | 383 | 0.02 |
| WESTERN DIGITAL CORP 2.850000% 02/01/2029 (WESTERN DIGITAL CORPORATION) | Long | Debt | US | $136K | – | 0.02 |
| WESTERN DIGITAL CORP COMMON STOCK (WESTERN DIGITAL CORPORATION) | Short | Equity-common | US | $-34K | -448 | -0.01 |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 3.200000% 06/15/2025 (WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION) | Long | Debt | US | $138K | – | 0.02 |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 WLAKE 2023-2A A2A | Long | ABS-mortgage backed security | US | $278K | – | 0.05 |
| Westlake Corporation COMMON STOCK | Short | Equity-common | US | $-16K | -110 | -0.00 |
| WESTROCK CO COMMON STOCK (WESTROCK COMPANY) | Short | Equity-common | US | $-81K | -2K | -0.01 |
| WEYERHAEUSER CO REIT (WEYERHAEUSER COMPANY) | Long | Equity-common | US | $256K | 9K | 0.04 |
| WHEAT FUTURE(CBT) DEC24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $597K | – | 0.10 | |
| WHEAT FUTURE(CBT) MAR25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $616K | – | 0.10 | |
| WHEAT FUTURE(CBT) SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $229K | – | 0.04 | |
| WHEAT FUTURE(CBT) SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $172K | – | 0.03 | |
| WHIRLPOOL CORP COMMON STOCK (WHIRLPOOL CORPORATION) | Short | Equity-common | US | $-139K | -1K | -0.02 |
| WILLIAMS COS INC COMMON STOCK (THE WILLIAMS COMPANIES, INC.) | Long | Equity-common | US | $1M | 25K | 0.18 |
| WILLIAMS-SONOMA INC COMMON STOCK (WILLIAMS-SONOMA, INC.) | Short | Equity-common | US | $-139K | -494 | -0.02 |
| WINGSTOP INC COMMON STOCK (WINGSTOP INC.) | Short | Equity-common | US | $-128K | -304 | -0.02 |
| WINNEBAGO INDUSTRIES COMMON STOCK (WINNEBAGO INDUSTRIES, INC.) | Short | Equity-common | US | $-58K | -1K | -0.01 |
| WK KELLOGG CO COMMON STOCK | Long | Equity-common | US | $19K | 1K | 0.00 |
| WOLVERINE WORLD WIDE INC COMMON STOCK (WOLVERINE WORLD WIDE, INC.) | Short | Equity-common | US | $-24K | -2K | -0.00 |
| WORKDAY INC-CLASS A COMMON STOCK (WORKDAY, INC.) | Long | Equity-common | US | $98K | 439 | 0.02 |
| WORLD KINECT CORP COMMON STOCK (World Kinect Corporation.) | Long | Equity-common | US | $25K | 961 | 0.00 |
| WORTHINGTON ENTERPRISES INC COMMON STOCK (WORTHINGTON ENTERPRISES, INC.) | Short | Equity-common | US | $-37K | -789 | -0.01 |
| WP CAREY INC REIT (W.P. CAREY INC.) | Long | Equity-common | US | $142K | 3K | 0.02 |
| WTI CRUDE FUTURE JAN25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $2M | – | 0.32 | |
| WTI CRUDE FUTURE MAR25 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $920K | – | 0.16 | |
| WTI CRUDE FUTURE NOV24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $4M | – | 0.75 | |
| WTI CRUDE FUTURE NOV24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $948K | – | 0.16 | |
| WTI CRUDE FUTURE SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $3M | – | 0.50 | |
| WTI CRUDE FUTURE SEP24 PHYSICAL COMMODITY FUTURE. | Derivative-commodity | US | $2M | – | 0.27 | |
| WYNDHAM HOTELS & RESORTS INC COMMON STOCK (WYNDHAM HOTELS & RESORTS, INC.) | Short | Equity-common | US | $-67K | -907 | -0.01 |
| WYNN MACAU LTD 144A 5.625000% 08/26/2028 (Wynn Macau, Limited) | Long | Debt | MO | $326K | – | 0.06 |
| WYNN RESORTS LTD COMMON STOCK (WYNN RESORTS, LIMITED) | Short | Equity-common | US | $-105K | -1K | -0.02 |
| XCEL ENERGY INC COMMON STOCK (Xcel Energy Inc.) | Long | Equity-common | US | $216K | 4K | 0.04 |
| XENCOR INC COMMON STOCK | Long | Equity-common | US | $1K | 72 | 0.00 |
| XENIA HOTELS & RESORTS INC REIT (XENIA HOTELS & RESORTS, INC.) | Long | Equity-common | US | $22K | 2K | 0.00 |
| XPEL INC COMMON STOCK | Short | Equity-common | US | $-29K | -815 | -0.00 |
| YETI HOLDINGS INC COMMON STOCK (YETI HOLDINGS, INC.) | Short | Equity-common | US | $-75K | -2K | -0.01 |
| YUM! BRANDS INC COMMON STOCK (YUM! Brands, Inc.) | Short | Equity-common | US | $-428K | -3K | -0.07 |
| ZEBRA TECHNOLOGIES CORP-CL A COMMON STOCK (ZEBRA TECHNOLOGIES CORPORATION) | Short | Equity-common | US | $-34K | -109 | -0.01 |
| ZILLOW GROUP INC - A COMMON STOCK (ZILLOW GROUP, INC.) | Long | Equity-common | US | $39K | 876 | 0.01 |
| ZILLOW GROUP INC - C COMMON STOCK (ZILLOW GROUP, INC.) | Long | Equity-common | US | $105K | 2K | 0.02 |
| ZIMMER BIOMET HOLDINGS INC COMMON STOCK (ZIMMER BIOMET HOLDINGS, INC.) | Long | Equity-common | US | $124K | 1K | 0.02 |
| ZOETIS INC COMMON STOCK (ZOETIS INC.) | Long | Equity-common | US | $454K | 3K | 0.08 |
| ZOOM VIDEO COMMUNICATIONS-A COMMON STOCK (ZOOM VIDEO COMMUNICATIONS, INC.) | Long | Equity-common | US | $23K | 390 | 0.00 |
| ZSCALER INC COMMON STOCK (ZSCALER, INC.) | Long | Equity-common | US | $50K | 260 | 0.01 |
Address
SEI INSTITUTIONAL MANAGED TRUST
1 FREEDOM VALLEY DRIVE
OAKS
Pennsylvania
19456
United States of America
Directors
Mitchell A. Johnson
Hubert L. Harris, Jr.
Robert A. Nesher
Thomas Melendez
Nina Lesavoy
Christine Reynolds
William M. Doran
James B. Taylor
Susan C. Cote
James M. Williams
Transfer Agents
SEI Institutional Transfer Agent, Inc.
Pricing Services
S&P
Thomson Reuters Corporation
IHS Markit
Pricing Direct
Intercontinental Exchange, Inc.
Bloomberg
Custodians
US BANK, N.A.
Shareholder Servicing Agents
SEI INVESTMENTS Distribution Company
SEI Private Trust Company
NATIONAL FINANCIAL SVCS CORP
WELLS FARGO ADVISORS
UBS SECURITIES LLC
PERSHING LLC
RBC CAPITAL MARKETS CORPORATION
Principal Life Insurance Company
MORGAN STANLEY & CO.
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
CHARLES SCHWAB & CO., INC
JP MORGAN SECURITIES
RAYMOND JAMES & ASSOCIATES, INC.
Admins
SEI INVESTMENTS GLOBAL FUNDS SERVICES
Brokers
CITADEL SECURITIES
JP MORGAN
GOLDMAN, SACHS & CO.
MORGAN STANLEY & CO, INC
PIPER JAFFRAY
CITIGROUP
BARCLAYS CAPITAL INC.
INSTINET
UBS SECURITIES LLC
BANK OF AMERICA