0001410368-26-040883.txt : 20260427
0001410368-26-040883.hdr.sgml : 20260427
20260427151403
ACCESSION NUMBER: 0001410368-26-040883
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20260228
FILED AS OF DATE: 20260427
DATE AS OF CHANGE: 20260427
PERIOD START: 20260831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: COLUMBIA FUNDS SERIES TRUST I
CENTRAL INDEX KEY: 0000773757
ORGANIZATION NAME:
EIN: 363376651
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04367
FILM NUMBER: 26900071
BUSINESS ADDRESS:
STREET 1: 290 CONGRESS STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 800-345-6611
MAIL ADDRESS:
STREET 1: 290 CONGRESS STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: COLUMBIA FUNDS TRUST IX
DATE OF NAME CHANGE: 20031107
FORMER COMPANY:
FORMER CONFORMED NAME: LIBERTY STEIN ROE FUNDS MUNICIPAL TRUST
DATE OF NAME CHANGE: 19991025
FORMER COMPANY:
FORMER CONFORMED NAME: STEINROE MUNICIPAL TRUST
DATE OF NAME CHANGE: 19920703
0000773757
S000036207
Multi-Manager Alternative Strategies Fund
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Multi-Manager Alternative Strategies Fund Institutional Class
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American Airlines, Inc.
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Floating
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Cleveland-Cliffs Inc
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USD
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2033-05-01
Fixed
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American Tower Corp
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Colony American Finance Ltd
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Corevest American Finance 2019-3 Trust
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HCA Inc
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2034-04-01
Fixed
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Goldentree Loan Management US Clo 15 Ltd
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USD
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ABS-CBDO
CORP
JE
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2038-10-20
Floating
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CZECH REPUBLIC
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Czech Republic Government Bond
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DBT
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CZ
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2032-11-11
Fixed
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ICG US CLO Ltd
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ICG US CLO 2022-1i Ltd
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350000.00000000
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USD
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CORP
KY
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2038-10-20
Floating
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Freddie Mac
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Freddie Mac Pool
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2052-10-01
Fixed
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FHLMC Multifamily Structured Pass Through Certs.
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Freddie Mac Multifamily Structured Pass Through Certificates
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Variable
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2053-02-01
Fixed
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MetroNet Infrastructure Issuer LLC
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2055-08-20
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CenterPoint Energy Inc
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DBT
CORP
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2056-04-01
Fixed
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Uniform Mortgage-Backed Security, TBA
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ABS-MBS
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2056-05-01
Fixed
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HSBC Securities & Capital Markets India Pvt Ltd.
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2056-01-25
Floating
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State Street Bank & Trust Co.
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MEXICAN PESO
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CME Lean Hogs Futures
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Hudson Yards
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ABS-MBS
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2041-12-10
Variable
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2056-03-20
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Korea Exchange (Futures Market)
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KOSPI 200 Mini Futures
KMSH6 Index
2026-03-12
116887081.00000000
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16547.36000000
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Progress Residential Trust
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Progress Residential 2021-SFR7 Trust
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USD
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ABS-O
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2040-08-17
Fixed
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VIRGIN MEDIA SECURED FIN
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Virgin Media Secured Finance PLC
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2030-01-15
Fixed
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DISH NETWORK CORP
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DISH Network Corp
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2027-11-15
Fixed
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DWR CYMRU FINANCING UK
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DWR Cymru Financing UK PLC
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2034-03-31
Fixed
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Government National Mortgage Association
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Ginnie Mae II Pool
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151684.39000000
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USD
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ABS-MBS
USGA
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2052-08-20
Fixed
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MORGAN STANLEY PVT BANK
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Morgan Stanley Private Bank NA
61776NVG5
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2
2031-07-18
Fixed
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TRANSDIGM INC
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TransDigm Inc
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USD
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Long
DBT
CORP
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N
2
2034-01-31
Fixed
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INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CJ7
45000.00000000
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USD
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Long
DBT
CORP
US
N
2
2053-02-10
Fixed
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Mexico Government International Bonds
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Mexico Government International Bonds
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USD
220738.52000000
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Long
DBT
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MX
N
2
2033-05-19
Fixed
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N
N
GRIFOLS SA
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Grifols SA
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296000.00000000
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365929.70000000
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DBT
CORP
ES
N
2
2030-05-01
Fixed
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N
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N
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INTL BK RECON & DEVELOP
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International Bank for Reconstruction & Development
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289000.00000000
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302614.97000000
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XX
N
2
2034-08-08
Fixed
1.20000000
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N
N
N
N
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PHILIPPINE GOVERNMENT
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Philippine Government Bond
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PH
N
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2030-08-20
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REPUBLIC OF INDONESIA
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Indonesia Government International Bond
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ID
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2033-03-12
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Chicago Mercantile Exchange
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AUD/USD FUTURE (CME) MAR 26
000000000
5.00000000
NC
USD
4441.50000000
0.000714848519
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Australian Dollar Currency Futures
ADH6 Curncy
2026-03-16
351258.50000000
USD
4441.50000000
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAD3
177000.00000000
PA
USD
187566.41000000
0.030188353130
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
9.88000000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAA4
272000.00000000
PA
USD
259353.51000000
0.041742310606
Long
DBT
US
N
2
2027-11-01
Fixed
3.95000000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust 2005-WMC3
362341L56
358406.85000000
PA
USD
353487.43000000
0.056892933889
Long
ABS-O
CORP
US
N
2
2035-12-25
Floating
4.45000000
N
N
N
N
N
N
Johannesburg Stock Exchange
N/A
FTSE/JSE TOP 40 MAR 26
000000000
7.00000000
NC
37289.34000000
0.006001627711
N/A
DE
ZA
N
1
Johannesburg Stock Exchange
N/A
Long
SAFEX FTSE/JSE Top 40 Index Futures
AIH6 Index
2026-03-19
7814519.88000000
ZAR
37289.34000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
KOREAN WON
000000000
1.00000000
NC
16547.38000000
0.002663260179
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
900000.00000000
USD
1318551237.00000000
KRW
2026-03-11
16547.38000000
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
85000.00000000
PA
USD
84386.03000000
0.013581724323
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.55000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE JUN 26
000000000
-2.00000000
NC
USD
-643.97000000
-0.00010364539
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 2 Year U.S. Treasury Notes Futures
TUM6 Comdty
2026-06-30
-417902.91000000
USD
-643.97000000
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AA3
24000.00000000
PA
USD
24011.96000000
0.003864666001
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.88000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAM2
205000.00000000
PA
USD
201665.45000000
0.032457558999
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
6.25000000
N
N
N
N
N
N
Residential Asset Mortgage Products, INC.
N/A
RAMP Series 2006-RZ2 Trust
75156UAD9
261762.60000000
PA
USD
260393.24000000
0.041909652596
Long
ABS-O
CORP
US
N
2
2036-05-25
Floating
4.28000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1505000.00000000
PA
403942.13000000
0.065013493965
Long
DBT
NUSS
MY
N
2
2031-06-30
Fixed
4.23000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ED80
533725.20000000
PA
USD
519150.42000000
0.083555985353
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
6212000000.00000000
PA
381443.74000000
0.061392433339
Long
DBT
NUSS
ID
N
2
2030-07-15
Fixed
6.50000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
CHILEAN PESO
000000000
1.00000000
NC
-2574.10000000
-0.00041429507
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
500000.00000000
USD
434115000.00000000
CLP
2026-03-04
-2574.10000000
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816EK1
170000.00000000
PA
USD
173843.99000000
0.027979763326
Long
DBT
CORP
US
N
2
2033-07-20
Fixed
4.92000000
N
N
N
N
N
N
Commercial Mortgage Pass-through Certificates
N/A
ILPT Commercial Mortgage Trust 2025-LPF2
451955AJ7
485000.00000000
PA
USD
502840.24000000
0.080930901931
Long
ABS-MBS
CORP
US
N
2
2042-07-13
Variable
8.20000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WBD9
520000.00000000
PA
USD
523288.52000000
0.084222002388
Long
DBT
CORP
US
N
2
2056-08-15
Fixed
6.35000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
35.24000000
0.000005671791
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1595500.51000000
ZAR
100000.00000000
USD
2026-03-31
35.24000000
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
U.K. Gilts
000000000
317000.00000000
PA
434094.30000000
0.069866411690
Long
DBT
NUSS
GB
N
2
2029-07-22
Fixed
4.13000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63
38380WUG2
576287.34000000
PA
USD
107855.52000000
0.017359081110
Long
ABS-CBDO
USGA
US
N
2
2047-09-20
Fixed
4.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB
46651EAA2
375000.00000000
PA
USD
356313.98000000
0.057347860171
Long
ABS-MBS
CORP
US
N
2
2039-06-05
Fixed
3.40000000
N
N
N
N
N
N
FIRSTKEY HOMES TRUST FKH_21-SFR2
N/A
FIRSTKEY HOMES TRUST FKH_21-SFR2
33767TAQ3
850000.00000000
PA
USD
837306.44000000
0.134762415558
Long
ABS-MBS
CORP
US
N
2
2038-09-17
Fixed
3.16000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAG4
155000.00000000
PA
USD
151437.79000000
0.024373540453
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QV3B8
500551.34000000
PA
USD
516844.02000000
0.083184775937
Long
ABS-MBS
USGSE
US
N
2
2055-01-01
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-9913.62000000
-0.00159557279
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1740478399.00000000
KRW
1200002.56000000
USD
2026-03-04
-9913.62000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
BRITISH POUND
000000000
1.00000000
NC
-1631.39000000
-0.00026256821
N/A
DFE
GB
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
751253.11000000
USD
556216.80000000
GBP
2026-03-18
-1631.39000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BRL/USD FUTURE (CME) APR 26
000000000
83.00000000
NC
USD
11596.94000000
0.001866499017
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Brazilian Real Currency Futures
BRJ6 Curncy
2026-03-31
1591963.06000000
USD
11596.94000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFF3
1335000.00000000
PA
USD
1263765.23000000
0.203399910663
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Euronext Paris Matif
969500HMVSZ0TCV65D58
MILLING WHEAT DEC 26
000000000
-12.00000000
NC
-6959.52000000
-0.00112011765
N/A
DCO
FR
N
1
Euronext Paris Matif
969500HMVSZ0TCV65D58
Short
Euronext Milling Wheat Futures
CAZ6 Comdty
2026-12-10
-121147.36000000
EUR
-6959.52000000
N
N
N
QXO INC
549300HDXQWWCBOYXP31
QXO Inc
82846H504
13350.00000000
NS
USD
886351.53000000
0.142656102366
Long
EP
CORP
US
N
2
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780086UF9
800000.00000000
PA
576745.15000000
0.092825715726
Long
DBT
CORP
CA
N
2
2027-02-24
Fixed
4.20000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
450000.00000000
PA
533867.53000000
0.085924668071
Long
DBT
NUSS
MX
N
2
2031-05-16
Fixed
3.88000000
N
N
N
N
N
N
KazMunayGas National Co. JSC
2138001H1M69RFJCSH88
KazMunayGas National Co. JSC
000000000
215000.00000000
PA
USD
221110.85000000
0.035587248382
Long
DBT
NUSS
KZ
N
2
2030-04-24
Fixed
5.38000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
000000000
712642.16000000
PA
USD
713867.90000000
0.114895285641
Long
LON
CORP
US
N
2
2031-04-16
Floating
5.52000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE (ICE) JUL 26
000000000
5.00000000
NC
USD
11605.05000000
0.001867804301
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Brent Crude Oil Futures
CON6 Comdty
2026-05-29
346444.95000000
USD
11605.05000000
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAZ3
240000.00000000
PA
USD
244210.54000000
0.039305086767
Long
DBT
US
N
2
2028-01-15
Fixed
6.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FFBT3
410049.25000000
PA
USD
64181.97000000
0.010329930476
Long
ABS-MBS
USGSE
US
N
2
2051-02-25
Fixed
3.50000000
N
N
N
N
N
N
EDGEWELL PERSONAL CARE
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co
28035QAA0
94000.00000000
PA
USD
93804.44000000
0.015097594286
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.50000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
000000000
30500000.00000000
PA
336186.99000000
0.054108470551
Long
DBT
CORP
XX
N
2
2028-04-24
Fixed
6.85000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
AUSTRALIA DOLLAR
000000000
1.00000000
NC
-615.49000000
-0.00009906160
N/A
DFE
AU
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
4341168.09000000
USD
6100000.00000000
AUD
2026-03-31
-615.49000000
N
N
N
Verus Securitization Trust
213800278TKDEXPH6140
Verus Securitization Trust 2022-1
92538WAA5
118074.45000000
PA
USD
113887.54000000
0.018329919918
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
3.72000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C208
5750.00000000
NS
USD
341204.07000000
0.054915957258
Long
EP
CORP
US
N
2
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDZ9
600000.00000000
PA
USD
609218.36000000
0.098052199140
Long
DBT
CORP
US
N
2
2056-02-15
Fixed
6.00000000
N
N
N
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
3M CORRA JUN 26
000000000
5.00000000
NC
-55.99000000
-0.00000901145
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
3-Month CORRA Futures
CORM6 Comdty
2026-09-15
1222577.05000000
CAD
-55.99000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE JUN 26
000000000
-3.00000000
NC
USD
-1503.96000000
-0.00024205866
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year U.S. Treasury Notes Futures
TYM6 Comdty
2026-06-18
-339933.54000000
USD
-1503.96000000
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AR5
65000.00000000
PA
USD
62155.42000000
0.010003762229
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.50000000
N
N
N
N
N
N
PINNACLE BANK TN
549300CDOC4F7XSRG390
Pinnacle Bank/Nashville TN
87164DXY1
460000.00000000
PA
USD
467136.18000000
0.075184421143
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.96000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
US DOLLARS
000000000
1.00000000
NC
-27453.24000000
-0.00441853156
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
7683502.78000000
MXN
418036.61000000
USD
2026-03-18
-27453.24000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
NEW ZEALAND DOLLAR
000000000
1.00000000
NC
-22139.92000000
-0.00356336576
N/A
DFE
NZ
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
2304336.32000000
USD
3800000.00000000
NZD
2026-03-31
-22139.92000000
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
1.00000000
NC
8386.78000000
0.001349831647
N/A
DFE
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
251129.04000000
GBP
346852.39000000
USD
2026-04-01
8386.78000000
N
N
N
CSN RESOURCES SA
222100ZEX458NMOXZP08
CSN Resources SA
12644VAE8
420000.00000000
PA
USD
299831.85000000
0.048257200037
Long
DBT
CORP
LU
N
2
2032-04-08
Fixed
5.88000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
SUGAR #11 JUL 26
000000000
-11.00000000
NC
USD
-3384.20000000
-0.00054467868
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CSC Number 11 World Sugar Futures
SBN6 Comdty
2026-06-30
-167494.20000000
USD
-3384.20000000
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc 2025 Term Loan
03852JBC4
269553.92000000
PA
USD
269777.65000000
0.043420050343
Long
LON
CORP
US
N
2
2030-06-22
Floating
5.42000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KDF4
190000.00000000
PA
USD
201516.77000000
0.032433629318
Long
DBT
CORP
US
N
2
2055-08-15
Fixed
6.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BT3
730000.00000000
PA
USD
765058.83000000
0.123134340128
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
7.13000000
N
N
N
N
N
N
Invesco CLO LTD
2138006HTEY9GGW6XF50
Invesco US CLO 2024-4 Ltd
46151DAC5
600000.00000000
PA
USD
13393.20000000
0.002155602653
Long
ABS-CBDO
CORP
KY
N
2
2038-01-15
Variable
0.05000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
549300T0G4GS0SINS786
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CF2
101000.00000000
PA
USD
99427.54000000
0.016002618424
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
9.75000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COCOA MAY 26
000000000
-5.00000000
NC
USD
12948.61000000
0.002084046984
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CSC Cocoa Futures
CCK6 Comdty
2026-05-13
-157348.61000000
USD
12948.61000000
N
N
N
National Stock Exchange of India Ltd.
335800NLY5HYW9I7YE03
IFSC NIFTY 50 MAR 26
000000000
1.00000000
NC
USD
-658.15000000
-0.00010592762
N/A
DE
IN
N
1
National Stock Exchange of India Ltd.
335800NLY5HYW9I7YE03
Long
IFSC NIFTY 50 Index Futures
JGSH6 Index
2026-03-30
51228.15000000
USD
-658.15000000
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
NEW ZEAL 3MO BILL JUN 26
000000000
3.00000000
NC
378.15000000
0.000060862313
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
New Zealand 3 Month Bank Bill Futures
ZBM6 Index
2026-06-10
2980700.11000000
NZD
378.15000000
N
N
N
NATL GAS TRANSMISSION
FPCHGTHKVH9ZWXS7S453
National Gas Transmission PLC
000000000
200000.00000000
PA
247844.65000000
0.039889987848
Long
DBT
CORP
GB
N
2
2030-04-05
Fixed
4.25000000
N
N
N
N
N
N
FARMERS EXCHANGE CAP III
N/A
Farmers Exchange Capital III
30958QAA9
300000.00000000
PA
USD
281920.38000000
0.045374392921
Long
DBT
CORP
US
N
2
2054-10-15
Fixed
5.45000000
N
N
N
N
N
N
SPIRE INC
549300NXSY15DRY2R511
Spire Inc
84857LAE1
185000.00000000
PA
USD
189401.72000000
0.030483741768
Long
DBT
CORP
US
N
2
2056-06-01
Fixed
6.45000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150BG8
822000.00000000
PA
USD
829878.68000000
0.133566935824
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
6.25000000
N
N
N
N
N
N
AMPRION GMBH
529900ZIV0ETYHYZM863
AMPRION GMBH
000000000
100000.00000000
PA
120802.14000000
0.019442807810
Long
DBT
CORP
DE
N
2
2046-01-15
Fixed
4.58000000
N
N
N
N
N
N
VOYAGER PARENT LLC
2549002DYVI4ACSV4V71
Voyager Parent LLC
92921EAA0
163000.00000000
PA
USD
174018.59000000
0.028007864767
Long
DBT
CORP
US
N
2
2032-07-01
Fixed
9.25000000
N
N
N
N
N
N
U.K. Gilts
ECTRVYYCEF89VWYS6K36
U.K. Gilts
000000000
165000.00000000
PA
222872.86000000
0.035870839565
Long
DBT
NUSS
GB
N
2
2027-03-07
Fixed
3.75000000
N
N
N
N
N
N
ASX - All Markets
N/A
SPI 200 MAR 26
000000000
10.00000000
NC
71502.53000000
0.011508156632
N/A
DE
AU
N
1
ASX - All Markets
N/A
Long
SFE S&P ASX Share Price Index 200 Futures
XPH6 Index
2026-03-19
2191599.68000000
AUD
71502.53000000
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mortgage Loan Trust 2006-3
68389BAN3
796493.01000000
PA
USD
530972.35000000
0.085458695959
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
4.07000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CS8
250000.00000000
PA
241447.66000000
0.038860408015
Long
DBT
CORP
US
N
2
2039-06-19
Fixed
2.38000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303MAE2
160000.00000000
PA
USD
156612.02000000
0.025206320066
Long
DBT
CORP
US
N
2
2055-11-15
Fixed
5.63000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
US DOLLARS
000000000
1.00000000
NC
3057.35000000
0.000492072975
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
609762.49000000
NZD
369061.19000000
USD
2026-03-18
3057.35000000
N
N
N
VIRGIN MEDI O2 VI DAC
9845001E591J5060A412
Virgin Media O2 Vendor Financing Notes VI DAC
92769UAA9
116000.00000000
PA
USD
106737.65000000
0.017179162679
Long
DBT
CORP
IE
N
2
2033-03-15
Fixed
8.50000000
N
N
N
N
N
N
Home Equity Asset Trust
N/A
Home Equity Asset Trust 2005-2
437084JV9
434859.97000000
PA
USD
435270.09000000
0.070055652203
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Floating
4.99000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-1
042859AA6
25797.01000000
PA
USD
25590.78000000
0.004118773204
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
3.81000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAQ3
90000.00000000
PA
USD
80155.28000000
0.012900795499
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BWAH9
1469467.02000000
PA
USD
85136.51000000
0.013702512236
Long
ABS-MBS
USGSE
US
N
2
2055-06-25
Floating
1.53000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BUDM9
561069.23000000
PA
USD
52460.42000000
0.008443375785
Long
ABS-MBS
USGSE
US
N
2
2054-12-25
Floating
2.31000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2022-LP2
05610HAE3
318500.01000000
PA
USD
318400.48000000
0.051245775441
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
5.22000000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
MINI TPX IDX MAR 26
000000000
18.00000000
NC
50265.81000000
0.008090158694
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TSE Mini Topix Futures
TMIH6 Index
2026-03-12
63292532.81000000
JPY
50265.81000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
SUGAR #11 MAY 26
000000000
-33.00000000
NC
USD
-9414.18000000
-0.00151518915
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CSC Number 11 World Sugar Futures
SBK6 Comdty
2026-04-30
-503960.22000000
USD
-9414.18000000
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REU4
355000.00000000
PA
USD
351441.09000000
0.056563580491
Long
ABS-O
CORP
US
N
2
2028-02-20
Fixed
4.08000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
Prestige Brands Inc
74112BAM7
207000.00000000
PA
USD
193718.98000000
0.031178594164
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.75000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAQ0
30000.00000000
PA
USD
26886.36000000
0.004327293624
Long
DBT
US
N
2
2031-10-15
Fixed
2.40000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-4147.96000000
-0.00066760397
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
15737074.00000000
TWD
500001.17000000
USD
2026-03-04
-4147.96000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS MAY 26
000000000
-5.00000000
NC
USD
4891.50000000
0.000787274914
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Henry Hub Natural Gas Futures
NGK26 Comdty
2026-04-28
-148941.50000000
USD
4891.50000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
20000.00000000
PA
USD
19975.88000000
0.003215068836
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
5493002PQ8PF80BA0L77
Morgan Stanley ABS Capital I Inc Trust 2005-WMC1
61744CLW4
138229.03000000
PA
USD
141873.36000000
0.022834168929
Long
ABS-O
CORP
US
N
2
2035-01-25
Floating
4.57000000
N
N
N
N
N
N
BECLE SA DE CV
529900JY55CZKMJLCE09
Becle SAB de CV
07586PAA9
335000.00000000
PA
USD
293640.60000000
0.047260733551
Long
DBT
CORP
MX
N
2
2031-10-14
Fixed
2.50000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439BF5
330000.00000000
PA
USD
327627.48000000
0.052730838434
Long
DBT
CORP
GB
N
2
2035-09-27
Fixed
6.63000000
N
N
N
N
N
N
AADVANTAGE LOYALTY IP LTD
N/A
AADVANTAGE LOYALTY IP LTD
000000000
132250.61000000
PA
USD
131966.27000000
0.021239647120
Long
LON
CORP
KY
N
2
2028-04-20
Floating
5.92000000
N
N
N
N
N
N
ONT GAMING GTA/OTG CO-IS
894500EC9KLZLOC3V025
Ontario Gaming GTA LP/OTG Co-Issuer Inc
68306MAA7
132000.00000000
PA
USD
127428.98000000
0.020509381436
Long
DBT
CORP
CA
N
2
2030-08-01
Fixed
8.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
EMINI ENERGY SELECT SECTOR MAR 26
000000000
1.00000000
NC
USD
15268.52000000
0.002457430802
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini Energy Select Sector Futures
IXPH6 Index
2026-03-20
101931.48000000
USD
15268.52000000
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
US DOLLARS
000000000
1.00000000
NC
-19396.60000000
-0.00312183514
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
5662039.85000000
NOK
576032.54000000
USD
2026-03-18
-19396.60000000
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAQ8
110000.00000000
PA
USD
109236.88000000
0.017581407610
Long
DBT
CORP
GB
N
2
2027-06-14
Fixed
1.67000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
MEXICAN PESO
000000000
1.00000000
NC
-18623.41000000
-0.00299739211
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
4795884.09000000
USD
82500000.00000000
MXN
2026-03-31
-18623.41000000
N
N
N
SFAVE Commercial Mortgage Securities Trust
549300FIGODFFTOAAU64
SFAVE Commercial Mortgage Securities Trust 2015-5AVE
78413MAC2
425000.00000000
PA
USD
377497.03000000
0.060757220055
Long
ABS-MBS
CORP
US
N
2
2043-01-05
Variable
3.66000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-3994.31000000
-0.00064287438
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
293465237.00000000
KRW
200000.42000000
USD
2026-03-10
-3994.31000000
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911363AM1
475000.00000000
PA
USD
457667.23000000
0.073660416891
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.88000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
DAX INDEX MAR 26
000000000
3.00000000
NC
49896.73000000
0.008030756174
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex DAX Index Futures
GXH6 Index
2026-03-20
1858729.86000000
EUR
49896.73000000
N
N
N
FirstMac Mortgage Funding Trust
N/A
FIRSTMAC MORTGAGE FUNDING TRUST NO. 4 SERIES 2024-4
000000000
340396.24000000
PA
243032.70000000
0.039115516311
Long
ABS-CBDO
CORP
AU
N
2
2056-02-18
Floating
4.87000000
N
N
N
N
N
N
BAYER US FINANCE LLC
54930093Q75GSEM74I71
Bayer US Finance LLC
07274EAM5
120000.00000000
PA
USD
131422.37000000
0.021152107751
Long
DBT
CORP
US
N
2
2053-11-21
Fixed
6.88000000
N
N
N
N
N
N
PROVIDENT FINANCIAL
529900JOSO3SXEDVE477
Provident Financial Services Inc
74386TAA3
210000.00000000
PA
USD
219822.64000000
0.035379914145
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
9.00000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MBU2
433333.34000000
PA
USD
433931.34000000
0.069840183678
Long
ABS-O
CORP
US
N
2
2027-06-25
Fixed
6.91000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAC4
105000.00000000
PA
USD
106672.93000000
0.017168746154
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN OIL DEC 26
000000000
12.00000000
NC
USD
32619.24000000
0.005249986583
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Oil Futures
BOZ6 Comdty
2026-12-14
397436.76000000
USD
32619.24000000
N
N
N
Countrywide Alternative Loan Trust
N/A
CWALT_05-43
12667G5U3
139324.54000000
PA
USD
125907.38000000
0.020264483652
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Variable
3.91000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BBL3
420000.00000000
PA
USD
420025.18000000
0.067602021372
Long
DBT
NUSS
MX
N
2
2035-09-22
Fixed
5.63000000
N
N
N
N
N
N
Progress Residential Trust
5493002EEQ4GX2578787
Progress Residential 2024-SFR5 Trust
74332HAL0
740000.00000000
PA
USD
694492.74000000
0.111776901214
Long
ABS-O
CORP
US
N
2
2029-08-09
Variable
3.63000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
BRITISH POUND
000000000
1.00000000
NC
N/A
-3297.27000000
-0.00053068751
N/A
DFE
XX
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
500000.00000000
EUR
436595.87000000
GBP
2026-03-31
-3297.27000000
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAF5
260000.00000000
PA
USD
258523.57000000
0.041608733801
Long
DBT
CORP
FR
N
2
2035-07-15
Fixed
7.13000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
1.00000000
NC
253.99000000
0.000040879066
N/A
DFE
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
976880.47000000
NZD
586616.72000000
USD
2026-03-18
253.99000000
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
430000.00000000
PA
USD
395045.56000000
0.063581612869
Long
DBT
NUSS
KZ
N
2
2033-04-14
Fixed
3.50000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BN3
285000.00000000
PA
USD
277342.00000000
0.044637513902
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.00000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CJ8
65000.00000000
PA
USD
66706.26000000
0.010736208753
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
BRENT CRUDE OIL LAST DAY MAY 26
000000000
4.00000000
NC
USD
7766.20000000
0.001249950820
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Brent Crude Oil Last Day Futures Contract
BZAK6 Comdty
2026-03-31
283713.80000000
USD
7766.20000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
CANOLA (IFUS) FUTURE MAY 26
000000000
12.00000000
NC
17.02000000
0.000002739327
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
WCE Canola Futures
RSK6 Comdty
2026-05-14
165021.60000000
CAD
17.02000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
40000.00000000
PA
USD
37049.11000000
0.005962963282
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.69000000
N
N
N
N
N
N
Australia Government Bonds
213800J6B7JSBDETCB42
Australia Government Bonds
000000000
620000.00000000
PA
428568.76000000
0.068977089595
Long
DBT
NUSS
AU
N
2
2036-03-21
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRUQLXTG4SV18
Freddie Mac STACR REMIC Trust 2022-DNA7
35564KL31
33141.44000000
PA
USD
33415.21000000
0.005378096000
Long
ABS-MBS
USGSE
US
N
2
2052-03-25
Floating
6.17000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
5024000000.00000000
PA
308684.93000000
0.049682081524
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
MORGAN STANLEY PVT BANK
549300GS0W0TEUQS8571
Morgan Stanley Private Bank NA
61776NZU0
510000.00000000
PA
USD
511768.16000000
0.082367828733
Long
DBT
CORP
US
N
2
2028-11-17
Fixed
4.20000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-1025.26000000
-0.00016501307
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
6292460.00000000
TWD
200000.00000000
USD
2026-03-25
-1025.26000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
US DOLLARS
000000000
1.00000000
NC
-45959.01000000
-0.00739698980
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1915278.28000000
NZD
1103667.62000000
USD
2026-03-18
-45959.01000000
N
N
N
NMLT Trust
N/A
NMLT 2021-INV1 Trust
62923JAA0
697345.68000000
PA
USD
623954.79000000
0.100423991364
Long
ABS-MBS
CORP
US
N
2
2056-05-25
Variable
1.19000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
NEW ZEALAND DOLLAR
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2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
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911591.83000000
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ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAX8
485000.00000000
PA
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520854.59000000
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DBT
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US
N
2
2054-05-15
Fixed
8.00000000
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N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
EURO COUNTRIES
000000000
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33159.17000000
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2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
2902593.16000000
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2482466.39000000
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2026-03-18
33159.17000000
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RCKT MORTGAGE TRUST RCKT_24-CES3
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RCKT MORTGAGE TRUST RCKT_24-CES3
74942AAC7
570000.00000000
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580298.82000000
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ABS-CBDO
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US
N
2
2044-05-25
Fixed
6.68000000
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N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
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1668.96000000
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JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
85818598.00000000
CLP
100000.25000000
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2026-03-12
1668.96000000
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N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
JAPANESE YEN
000000000
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N/A
-4100.06000000
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DFE
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2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
250000.00000000
GBP
51848830.00000000
JPY
2026-03-31
-4100.06000000
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N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EMQ0
545222.86000000
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531047.77000000
0.085470834623
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ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
4.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Trust 2015-SRCH
05547HAN1
450000.00000000
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USD
433023.62000000
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ABS-MBS
CORP
US
N
2
2035-08-10
Floating
4.96000000
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N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
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536.65000000
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DFE
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2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1365598.40000000
CNY
200000.00000000
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2026-03-31
536.65000000
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N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BP2
110000.00000000
PA
USD
109686.63000000
0.017653793769
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.55000000
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N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
000000000
24400000.00000000
PA
264806.36000000
0.042619933424
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DBT
CORP
XX
N
2
2030-04-17
Fixed
6.50000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LMPBDP 20260513 LME COMDTY FWD
000000000
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865.42000000
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DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Futures
LMAHDP Comdty
2026-05-13
-147538.42000000
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865.42000000
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N
N
Osaka Exchange
3538001249AILNPRUX57
JPN 10YR BOND (OSE) MAR 26
000000000
-15.00000000
NC
-118847.21000000
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N/A
DIR
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Short
TSE Japanese 10 Year Bond Futures
JBH6 Comdty
2026-03-13
-1973767774.00000000
JPY
-118847.21000000
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N
N
Bayview Opportunity Master Fund VII
2549001VJ64UFK8PZA41
Bayview Opportunity Master Fund VII 2024-EDU1 LLC
07336PAE4
411785.79000000
PA
USD
415874.91000000
0.066934045606
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ABS-O
CORP
US
N
2
2047-06-25
Floating
8.36000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
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000000000
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USD
858.06000000
0.000138102650
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini S&P Real Estate Select Sector Stock Index Futures
XARH6 Index
2026-03-20
160466.94000000
USD
858.06000000
N
N
N
Natixis Commercial Mortgage Securities
N/A
Natixis Commercial Mortgage Securities Trust 2018-ALXA
63874GAL9
60000.00000000
PA
USD
52595.77000000
0.008465160035
Long
ABS-MBS
CORP
US
N
2
2043-01-15
Variable
4.32000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
EURO COUNTRIES
000000000
1.00000000
NC
-21715.10000000
-0.00349499202
N/A
DFE
XX
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
3572087.10000000
USD
3000000.00000000
EUR
2026-03-31
-21715.10000000
N
N
N
PHILIPPINE GOVERNMENT
529900RAHBALMYIJ3T08
Philippine Government Bond
000000000
18900000.00000000
PA
336281.84000000
0.054123736426
Long
DBT
NUSS
PH
N
2
2029-02-28
Fixed
6.25000000
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N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA 10YR NOTE JUN 26
000000000
45.00000000
NC
USD
41443.88000000
0.006670290722
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DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra 10 Year U.S. Treasury Notes Futures
UXYM6 Comdty
2026-06-18
5211603.00000000
USD
41443.88000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
SWEDISH KRONA
000000000
1.00000000
NC
N/A
-32740.77000000
-0.00526954653
N/A
DFE
NO
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
23500000.00000000
NOK
21974638.50000000
SEK
2026-03-31
-32740.77000000
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp
62886EBA5
110000.00000000
PA
USD
107830.48000000
0.017355050984
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.13000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-1567.36000000
-0.00025226274
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1200000.00000000
CAD
879244.69000000
USD
2026-03-31
-1567.36000000
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government Bonds
000000000
585000.00000000
PA
313702.64000000
0.050489669628
Long
DBT
NUSS
NZ
N
2
2032-05-15
Fixed
2.00000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR2
45661EAB0
522410.55000000
PA
USD
494013.04000000
0.079510185766
Long
ABS-MBS
CORP
US
N
2
2046-04-25
Floating
4.21000000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
000000000
330000.00000000
PA
381653.88000000
0.061426254856
Long
DBT
NUSS
DE
N
2
2034-02-15
Fixed
2.20000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
WHEAT KCBT FUTURE MAY 26
000000000
14.00000000
NC
USD
4692.24000000
0.000755204506
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
KCBT Hard Red Winter Wheat Futures
KWK6 Comdty
2026-05-14
401657.76000000
USD
4692.24000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE JUN 26
000000000
6.00000000
NC
USD
2019.15000000
0.000324977234
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUM6 Comdty
2026-06-30
1253621.48000000
USD
2019.15000000
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BTAF8
1349985.06000000
PA
USD
16586.32000000
0.002669527477
Long
ABS-MBS
USGSE
US
N
2
2044-12-25
Variable
1.90000000
N
N
N
N
N
N
Clean Harbors Inc
5493000SJVZVZJKHJF48
Clean Harbors Inc 2025 Term Loan
18449EAJ9
350000.00000000
PA
USD
352079.00000000
0.056666250539
Long
LON
CORP
US
N
2
2032-10-08
Floating
5.17000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL MAR 26
000000000
-9.00000000
NC
-6568.91000000
-0.00105724993
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 5 Year Euro BOBL Futures
OEH6 Comdty
2026-03-06
-1051608.81000000
EUR
-6568.91000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LEAN HOGS APR 26
000000000
2.00000000
NC
USD
85.60000000
0.000013777109
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Lean Hogs Futures
LHJ6 Comdty
2026-04-15
76494.40000000
USD
85.60000000
N
N
N
ASX - All Markets
N/A
AUST 10YR BOND MAR 26
000000000
-69.00000000
NC
-70589.01000000
-0.01136112783
N/A
DIR
AU
N
1
ASX - All Markets
N/A
Short
SFE 10 Year Australian Bond Futures
XMH6 Comdty
2026-03-16
-7530276.96000000
AUD
-70589.01000000
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136ARP44
243442.16000000
PA
USD
8642.39000000
0.001390971449
Long
ABS-MBS
USGSE
US
N
2
2039-01-25
Variable
2.69000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
000000000
215000.00000000
PA
294584.12000000
0.047412590779
Long
DBT
CORP
US
N
2
2028-10-09
Fixed
5.63000000
N
N
N
N
N
N
MILL CITY MORTGAGE TRUST MCMLT_19-GS1
N/A
MILL CITY MORTGAGE TRUST MCMLT_19-GS1
59981BAL8
800000.00000000
PA
USD
688319.28000000
0.110783297986
Long
ABS-CBDO
CORP
US
N
2
2059-07-25
Floating
3.25000000
N
N
N
N
N
N
Stonepeak
N/A
STONEPEAK SALTT_21-1
78433XAC4
248814.64000000
PA
USD
244480.51000000
0.039348537776
Long
ABS-MBS
CORP
US
N
2
2033-02-28
Fixed
3.82000000
N
N
N
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc
18912UAG7
545000.00000000
PA
USD
514332.88000000
0.082780614120
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
6.63000000
N
N
N
N
N
N
Allegro CLO Ltd
2138003E5WTFBR7NV267
Allegro CLO V-S Ltd
01750RAG5
500000.00000000
PA
USD
501059.50000000
0.080644296201
Long
ABS-CBDO
CORP
JE
N
2
2037-07-24
Floating
5.57000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
INDIAN RUPEE
000000000
1.00000000
NC
-2943.35000000
-0.00047372495
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
899998.14000000
USD
81619582.53000000
INR
2026-03-04
-2943.35000000
N
N
N
Bursa Malaysia
254900CXCSGW8M52ZU27
KL COMPOSITE INDX MAR 26
000000000
9.00000000
NC
-3895.88000000
-0.00062703231
N/A
DE
MY
N
1
Bursa Malaysia
254900CXCSGW8M52ZU27
Long
Euro-BTP Italian Bond Futures
IKH6 Comdty
2026-03-31
777006.70000000
MYR
-3895.88000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S&P MID 400 EMINI MAR 26
000000000
4.00000000
NC
USD
59539.31000000
0.009582705749
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini S&P MidCap 400 Index Futures
FAH6 Index
2026-03-20
1371620.69000000
USD
59539.31000000
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings Inc
74843PAA8
150000.00000000
PA
USD
155916.35000000
0.025094353688
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
6.38000000
N
N
N
N
N
N
EVERGY MISSOURI WEST INC
EZIFUDC0VSUS6T6LCG85
Evergy Missouri West Inc
30037EAB9
480000.00000000
PA
USD
501337.04000000
0.080688965582
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
5.65000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAV2
90000.00000000
PA
USD
90931.79000000
0.014635248322
Long
DBT
NUSS
RO
N
2
2035-03-24
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BGB75
672554.65000000
PA
USD
156912.65000000
0.025254705727
Long
ABS-MBS
USGSE
US
N
2
2051-09-25
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31427MHH7
302147.58000000
PA
USD
306346.62000000
0.049305736271
Long
ABS-MBS
USGSE
US
N
2
2055-01-01
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
237.81000000
0.000038274935
N/A
DFE
NZ
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
300000.00000000
NZD
180411.21000000
USD
2026-03-31
237.81000000
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AD5
395000.00000000
PA
USD
399973.20000000
0.064374704427
Long
DBT
US
N
2
2032-05-15
Fixed
5.13000000
N
N
N
N
N
N
Tricon Residential
549300Z2X1L1L3MID765
Tricon Residential 2021-SFR1 Trust
89614YAG1
670000.00000000
PA
USD
664912.49000000
0.107016032609
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
3.69000000
N
N
N
N
N
N
BAYLOR SCOTT & WHITE HOL
549300JQDKSBWYRGGV95
Baylor Scott & White Holdings
072863AE3
500000.00000000
PA
USD
491629.98000000
0.079126638110
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.65000000
N
N
N
N
N
N
Tokyo Commodity Exchange
N/A
RUBBER (TCOM) JUL 26
000000000
2.00000000
NC
1384.73000000
0.000222868893
N/A
DCO
JP
N
1
Tokyo Commodity Exchange
N/A
Long
OSE Rubber Futures
JNN6 Comdty
2026-07-27
3500830.00000000
JPY
1384.73000000
N
N
N
HSI Asset Securitization Corporation Trust
N/A
HSI Asset Securitization Corp Trust 2005-I1
40430HCN6
318311.62000000
PA
USD
302737.27000000
0.048724820251
Long
ABS-O
CORP
US
N
2
2035-11-25
Floating
4.57000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
3338.84000000
0.000537378099
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
742210000.00000000
COP
200000.00000000
USD
2026-03-24
3338.84000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
YEN DENOM NIKKEI 225 (CME) MAR 26
000000000
7.00000000
NC
119539.32000000
0.019239560031
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Yen Denominated Nikkei 225 Index Futures
NHH6 Index
2026-03-13
186667526.00000000
JPY
119539.32000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
TAIWAN NEW DOLLAR
000000000
1.00000000
NC
1622.03000000
0.000261061745
N/A
DFE
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N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
199999.53000000
USD
6294471.00000000
TWD
2026-03-05
1622.03000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
PALLADIUM JUN 26
000000000
2.00000000
NC
USD
-12703.40000000
-0.00204458103
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Palladium Futures
PAM6 Comdty
2026-06-26
378403.40000000
USD
-12703.40000000
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust 2006-10
54251YAD0
1717751.92000000
PA
USD
513128.74000000
0.082586810743
Long
ABS-O
CORP
US
N
2
2036-11-25
Floating
4.11000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-OAT MAR 26
000000000
-8.00000000
NC
-13314.88000000
-0.00214299724
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
French Government Bond Futures
OATH6 Comdty
2026-03-06
-980140.55000000
EUR
-13314.88000000
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
292505AD6
495000.00000000
PA
USD
542588.39000000
0.087328269074
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
Bear Stearns Mortgage Funding Trust
N/A
Bear Stearns Mortgage Funding Trust 2006-AR3
07400HAA1
223026.23000000
PA
USD
200791.27000000
0.032316861874
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
4.15000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
BRITISH POUND
000000000
1.00000000
NC
N/A
23907.80000000
0.003847901705
N/A
DFE
GB
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
468663406.00000000
JPY
2250000.00000000
GBP
2026-03-31
23907.80000000
N
N
N
Soundview Home Equity Loan Trust
N/A
SOUNDVIEW HOME EQUITY LOAN TRUST
83612CAA7
133599.96000000
PA
USD
131082.99000000
0.021097485373
Long
ABS-CBDO
CORP
US
N
2
2036-07-25
Floating
4.07000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
18589GAA3
330000.00000000
PA
USD
338699.75000000
0.054512893104
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
7.63000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
BRITISH POUND
000000000
1.00000000
NC
N/A
-1633.44000000
-0.00026289815
N/A
DFE
GB
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
105229487.00000000
JPY
500000.00000000
GBP
2026-03-31
-1633.44000000
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
U.K. Gilts
000000000
300000.00000000
PA
406739.19000000
0.065463673904
Long
DBT
NUSS
GB
N
2
2034-07-31
Fixed
4.25000000
N
N
N
N
N
N
Norway Government Bonds
549300L0BT3FJTN9MX24
Norway Government Bonds
000000000
4695000.00000000
PA
427203.49000000
0.068757352741
Long
DBT
NUSS
NO
N
2
2031-09-17
Fixed
1.25000000
N
N
N
N
N
N
HSBC Securities & Capital Markets India Pvt Ltd.
213800JPRY6Q79O7RK98
US DOLLARS
000000000
1.00000000
NC
8172.49000000
0.001315342198
N/A
DFE
US
N
2
HSBC Securities & Capital Markets India Pvt Ltd.
213800JPRY6Q79O7RK98
494493.18000000
EUR
592957.65000000
USD
2026-03-18
8172.49000000
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
59408QAB2
175000.00000000
PA
USD
170218.82000000
0.027396301116
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
8.50000000
N
N
N
N
N
N
Mortgage House Capital Mortgage Trust
9845002AA60A62C9AC97
Mortgage House RMBS Prime Series 2024-2
000000000
222838.20000000
PA
159107.71000000
0.025607995244
Long
ABS-CBDO
CORP
AU
N
2
2057-05-13
Floating
4.89000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AQ2
105000.00000000
PA
USD
101148.94000000
0.016279673527
Long
DBT
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
CRUDE OIL EMINI APR 26
000000000
2.00000000
NC
USD
1242.40000000
0.000199961229
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Light Sweet E-mini Crude Oil Futures
ECJ6 Comdty
2026-03-19
65777.60000000
USD
1242.40000000
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CZ1
615000.00000000
PA
USD
631374.62000000
0.101618194783
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.25000000
N
N
N
N
N
N
Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC
N/A
Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC
209031AC7
420000.00000000
PA
USD
444164.32000000
0.071487156683
Long
ABS-O
CORP
US
N
2
2055-05-20
Fixed
9.41000000
N
N
N
N
N
N
DYNASTY ACQUISITION CO INC
549300L1RCRPOAUCB870
DYNASTY ACQUISITION CO INC
000000000
55651.22000000
PA
USD
55790.35000000
0.008979319842
Long
LON
CORP
US
N
2
2031-10-31
Floating
5.67000000
N
N
N
N
N
N
SMRT
N/A
SMRT 2022-MINI
78457JAG7
350000.00000000
PA
USD
349781.25000000
0.056296433319
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
5.01000000
N
N
N
N
N
N
AA BOND CO LTD
2138002EPF6QVRZBMC58
AA Bond Co Ltd
000000000
100000.00000000
PA
135985.08000000
0.021886464722
Long
DBT
CORP
JE
N
2
2032-07-31
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
EURO COUNTRIES
000000000
1.00000000
NC
N/A
120.94000000
0.000019464996
N/A
DFE
XX
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
422468.00000000
PLN
100000.00000000
EUR
2026-03-31
120.94000000
N
N
N
1261229 BC LTD
N/A
1261229 BC Ltd
68288AAA5
205000.00000000
PA
USD
212961.42000000
0.034275617634
Long
DBT
CORP
CA
N
2
2032-04-15
Fixed
10.00000000
N
N
N
N
N
N
Bear Stearns Mortgage Funding Trust
N/A
Bear Stearns Mortgage Funding Trust 2007-AR3
07401VAP6
240216.88000000
PA
USD
224620.34000000
0.036152092180
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
4.09000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND JUN 26
000000000
13.00000000
NC
USD
14558.83000000
0.002343207940
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USM6 Comdty
2026-06-18
1525534.92000000
USD
14558.83000000
N
N
N
XEROX CORPORATION
4KF48RN45X1OO8UBLY20
Xerox Corp
984121CS0
215000.00000000
PA
USD
155216.78000000
0.024981759614
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
10.25000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAE3
185000.00000000
PA
USD
187003.87000000
0.030097813698
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
ZAR/USD FUTURE (CME) MAR 26
000000000
147.00000000
NC
USD
326770.71000000
0.052592943407
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME South African Rand Currency Futures
RAH6 Curncy
2026-03-16
4289029.29000000
USD
326770.71000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
1172.45000000
0.000188702948
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
27227856.22000000
INR
300000.62000000
USD
2026-03-17
1172.45000000
N
N
N
LEHMAN XS TRUST LXS_06-19
N/A
LEHMAN XS TRUST LXS_06-19
52523YAC8
503616.01000000
PA
USD
485773.60000000
0.078184068129
Long
ABS-CBDO
CORP
US
N
2
2036-12-25
Floating
4.29000000
N
N
N
N
N
N
UNITED RENTALS NORTH AMERICA INC
N/A
UNITED RENTALS NORTH AMERICA INC
000000000
196500.00000000
PA
USD
196893.00000000
0.031689444890
Long
LON
CORP
US
N
2
2031-02-14
Floating
5.17000000
N
N
N
N
N
N
ECHOSTAR CORP
549300EE20907QZ9GT38
EchoStar Corp
278768AC0
68000.00000000
PA
USD
74266.74000000
0.011953049445
Long
DBT
CORP
US
N
2
2029-11-30
Fixed
10.75000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2025-RCF3 LLC
69392PAC9
570000.00000000
PA
USD
573911.23000000
0.092369603261
Long
ABS-MBS
CORP
US
N
2
2055-07-25
Variable
5.25000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2006-QA6 Trust
74922MAC5
229244.52000000
PA
USD
216029.74000000
0.034769456203
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
4.17000000
N
N
N
N
N
N
Bear Stearns Mortgage Funding Trust
N/A
BEAR STEARNS MORTGAGE FUNDING BSMF_07-AR5
07400NAT7
699082.24000000
PA
USD
646546.91000000
0.104060137604
Long
ABS-CBDO
CORP
US
N
2
2037-06-25
Floating
4.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MY4
195000.00000000
PA
USD
178576.91000000
0.028741515178
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.56000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
12.79000000
0.000002058519
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
100000.00000000
CAD
73413.79000000
USD
2026-03-31
12.79000000
N
N
N
ROCKT_17-3C
N/A
ROCKT_17-3C
77341DAE7
450000.00000000
PA
USD
450403.20000000
0.072491289099
Long
ABS-MBS
CORP
US
N
2
2030-10-20
Floating
5.40000000
N
N
N
N
N
N
Meff Financial Derivatives
N/A
IBEX 35 INDEX MAR 26
000000000
5.00000000
NC
15936.45000000
0.002564932496
N/A
DE
ES
N
1
Meff Financial Derivatives
N/A
Long
MEFF Madrid IBEX 35 Index Futures
IBH6 Index
2026-03-20
907062.40000000
EUR
15936.45000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LEAN HOGS APR 26
000000000
1.00000000
NC
USD
1679.92000000
0.000270378999
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Lean Hogs Futures
LHJ6 Comdty
2026-04-15
36610.08000000
USD
1679.92000000
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAB0
51000.00000000
PA
USD
51210.44000000
0.008242194573
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.88000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
55000.00000000
PA
USD
50361.04000000
0.008105485729
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
Commodities Exchange Center
N/A
GOLD 100 OZ APR 26
000000000
3.00000000
NC
USD
42474.90000000
0.006836230860
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Gold 100 Troy Ounces Futures
GCJ6 Comdty
2026-04-28
1531895.10000000
USD
42474.90000000
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAL6
18000.00000000
PA
USD
13288.56000000
0.002138761102
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
10.75000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
549300P1YQ48837ZOI22
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31
61766RBA3
1854349.28000000
PA
USD
4607.32000000
0.000741536840
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
1.24000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
COCOA FUTURE (LIFFE) MAY 26
000000000
-7.00000000
NC
7530.18000000
0.001211963981
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Short
Cocoa Futures
QCK6 Comdty
2026-05-13
-149590.27000000
GBP
7530.18000000
N
N
N
DELL INT LLC / EMC CORP
254900ZARLSVK41DKO78
Dell International LLC / EMC Corp
24703TAL0
315000.00000000
PA
USD
319929.16000000
0.051491812733
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.75000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XCN8
195000.00000000
PA
USD
200380.86000000
0.032250807392
Long
DBT
US
N
2
2030-03-15
Fixed
4.90000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
THREE-MONTH SOFR FUTURE JUN 26
000000000
-8.00000000
NC
USD
-419.76000000
-0.00006755934
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Three-Month SOFR Futures
SFRM6 Comdty
2026-09-15
-1930280.24000000
USD
-419.76000000
N
N
N
Banc of America Merrill Lynch Large Loan Inc
5493001M1XQ4INMTAE48
BAMLL Commercial Mortgage Securities Trust 2018-PARK
05491YAA8
95000.00000000
PA
USD
93877.88000000
0.015109414274
Long
ABS-MBS
CORP
US
N
2
2038-08-10
Variable
4.09000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05602XJC3
500000.00000000
PA
USD
525273.44000000
0.084541470388
Long
DBT
CORP
FR
N
2
2034-09-10
Fixed
7.38000000
N
N
N
N
N
N
PRKCM Trust
N/A
PRKCM 2023-AFC1 Trust
693981AE2
547000.00000000
PA
USD
545590.44000000
0.087811441650
Long
ABS-MBS
CORP
US
N
2
2058-02-25
Variable
7.38000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA 10YR NOTE JUN 26
000000000
15.00000000
NC
USD
15874.60000000
0.002554977890
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra 10 Year U.S. Treasury Notes Futures
UXYM6 Comdty
2026-06-18
1735141.03000000
USD
15874.60000000
N
N
N
Verus Securitization Trust
2138008DC17PCNG48R87
Verus Securitization Trust 2023-4
92539TAA1
445441.34000000
PA
USD
444781.73000000
0.071586527306
Long
ABS-MBS
CORP
US
N
2
2068-05-25
Variable
5.81000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
1.00000000
NC
8848.46000000
0.001424137910
N/A
DFE
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
60911239.00000000
JPY
399414.74000000
USD
2026-03-18
8848.46000000
N
N
N
Tokyo Commodity Exchange
N/A
PLATINUM TCOM DEC 26
000000000
1.00000000
NC
1535.78000000
0.000247180019
N/A
DCO
JP
N
1
Tokyo Commodity Exchange
N/A
Long
OSE Platinum Futures
JAZ6 Comdty
2026-12-23
5647665.00000000
JPY
1535.78000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CAD/USD FUTURE (CME) MAR 26
000000000
9.00000000
NC
USD
1771.92000000
0.000285186173
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Canadian Dollar Currency Futures
CDH6 Curncy
2026-03-17
658873.08000000
USD
1771.92000000
N
N
N
SUEZ
5493007LKZ37MXEN5D79
Suez SACA
000000000
100000.00000000
PA
111577.79000000
0.017958171327
Long
DBT
CORP
FR
N
2
2034-05-24
Fixed
2.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN MEAL (CBT) JUL 26
000000000
-23.00000000
NC
USD
-10701.29000000
-0.00172234634
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Soybean Meal Futures
SMN6 Comdty
2026-07-14
-731738.71000000
USD
-10701.29000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LUMBER FUT MAY 26
000000000
-2.00000000
NC
USD
345.83000000
0.000055660489
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Lumber Futures
LBOK6 Comdty
2026-05-15
-32383.33000000
USD
345.83000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NY HARBOR ULSD (HEAT OIL) MAY 26
000000000
2.00000000
NC
USD
21114.18000000
0.003398275426
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX NY Harbor ULSD Futures
HOK6 Comdty
2026-04-30
191523.42000000
USD
21114.18000000
N
N
N
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
EURO COUNTRIES
000000000
1.00000000
NC
32422.17000000
0.005218268650
N/A
DFE
XX
N
2
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
4342622.95000000
USD
3699529.54000000
EUR
2026-03-18
32422.17000000
N
N
N
PACIFIC NATIONAL FINANCE
213800SSTRDXLWWVF948
Pacific National Finance Pty Ltd
000000000
240000.00000000
PA
157951.32000000
0.025421877113
Long
DBT
CORP
AU
N
2
2029-09-24
Fixed
3.70000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2007-QH6 Trust
74922AAA5
222715.56000000
PA
USD
210192.26000000
0.033829928131
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
4.17000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE APR 26
000000000
8.00000000
NC
USD
28946.50000000
0.004658868098
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Light Sweet Crude Oil Futures
CLJ6 Comdty
2026-03-20
507213.50000000
USD
28946.50000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAM2
345000.00000000
PA
USD
324290.41000000
0.052193745212
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.63000000
N
N
N
N
N
N
Jersey Mikes Funding LLC
N/A
Jersey Mike's Funding LLC
476681AG6
315000.00000000
PA
USD
322606.31000000
0.051922693452
Long
ABS-O
CORP
US
N
2
2056-02-15
Fixed
5.48000000
N
N
N
N
N
N
OCP CLO Ltd
254900XV0U0WEM36A370
OCP CLO 2015-9 Ltd
67092BAE3
1100000.00000000
PA
USD
383189.40000000
0.061673393029
Long
ABS-CBDO
CORP
KY
N
2
2037-01-15
Variable
0.00000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
5493002PQ8PF80BA0L77
Morgan Stanley ABS Capital I Inc Trust 2007-HE2
61753EAB6
1087009.24000000
PA
USD
502795.80000000
0.080923749422
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
3.88000000
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI Inc
01741RAN2
92000.00000000
PA
USD
96331.14000000
0.015504260447
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
7.25000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F052631
3150000.00000000
PA
USD
3200503.29000000
0.515113145867
Long
ABS-MBS
USGSE
US
N
2
2056-03-01
Fixed
5.50000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AD8
80000.00000000
PA
USD
72000.00000000
0.011588223207
Long
DBT
CORP
CA
N
2
2029-12-01
Fixed
3.88000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAN3
310000.00000000
PA
USD
309188.98000000
0.049763207134
Long
DBT
CORP
NO
N
2
2034-10-01
Fixed
5.13000000
N
N
N
N
N
N
Great Wolf Trust
N/A
GREAT WOLF TRUST GWT_24-WOLF
39152MAC9
540000.00000000
PA
USD
540337.50000000
0.086965993856
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Variable
5.75000000
N
N
N
N
N
N
TREASURY CORP VICTORIA
549300ZJM7BQW1P9UV75
Treasury Corp of Victoria
000000000
540000.00000000
PA
377194.13000000
0.060708469044
Long
DBT
NUSS
AU
N
2
2038-09-15
Fixed
5.25000000
N
N
N
N
N
N
FIGRE Trust
N/A
FIGRE Trust 2025-HE7
31684RAC2
706478.49000000
PA
USD
707662.48000000
0.113896538529
Long
ABS-O
CORP
US
N
2
2055-11-25
Variable
5.35000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780082AV5
165000.00000000
PA
USD
170891.74000000
0.027504605937
Long
DBT
CORP
CA
N
2
2085-08-24
Fixed
6.75000000
N
N
N
N
N
N
MABS_05-WF1
N/A
MABS_05-WF1
57643LKB1
462363.98000000
PA
USD
462205.30000000
0.074390808115
Long
ABS-CBDO
CORP
US
N
2
2035-06-25
Floating
4.78000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN SEP 26
000000000
-36.00000000
NC
USD
-18805.28000000
-0.00302666364
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Corn Futures
C U6 Comdty
2026-09-14
-801544.72000000
USD
-18805.28000000
N
N
N
Madison Avenue Trust
N/A
MAD Commercial Mortgage Trust 2025-11MD
55616AAG2
580000.00000000
PA
USD
594935.81000000
0.095753457787
Long
ABS-MBS
CORP
US
N
2
2042-10-15
Variable
6.57000000
N
N
N
N
N
N
Fremont Home Loan Trust
N/A
Fremont Home Loan Trust 2005-D
35729PMF4
597825.11000000
PA
USD
562384.00000000
0.090514323897
Long
ABS-O
CORP
US
N
2
2035-11-25
Floating
4.40000000
N
N
N
N
N
N
J.P. Morgan Alternative Loan Trust
N/A
JP Morgan Alternative Loan Trust 2006-A1
46627MCS4
168209.26000000
PA
USD
161603.63000000
0.026009707439
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
4.25000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB JUL 26
000000000
5.00000000
NC
USD
29748.45000000
0.004787939981
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures
XBN6 Comdty
2026-06-30
444977.55000000
USD
29748.45000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM JUN 26
000000000
23.00000000
NC
USD
20512.07000000
0.003301367300
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Futures
LAM26 Comdty
2026-06-16
1787799.68000000
USD
20512.07000000
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BN6
317000.00000000
PA
USD
225918.25000000
0.036360987607
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
11.75000000
N
N
N
N
N
N
Fannie Mae - CAS
549300Z5THZ1JXIHVK60
Fannie Mae Connecticut Avenue Securities
207932AA2
72350.91000000
PA
USD
74210.33000000
0.011943970394
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Floating
6.07000000
N
N
N
N
N
N
CELLNEX FINANCE CO SA
549300OUROMFTRFA7T23
Cellnex Finance Co SA
000000000
200000.00000000
PA
216953.46000000
0.034918126669
Long
DBT
CORP
ES
N
2
2032-09-15
Fixed
2.00000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAA2
235000.00000000
PA
USD
235000.00000000
0.037822672970
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAM6
16000.00000000
PA
USD
14208.59000000
0.002286837672
Long
DBT
US
N
2
2031-03-15
Fixed
2.05000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XNE2
355466.96000000
PA
USD
353979.75000000
0.056972171584
Long
ABS-MBS
USGA
US
N
2
2052-12-20
Fixed
4.50000000
N
N
N
N
N
N
FINCO OPAL SARL
N/A
FINCO OPAL SARL
000000000
100000.00000000
PA
118159.72000000
0.019017516799
Long
DBT
CORP
LU
N
2
2030-03-02
Floating
9.76000000
N
N
N
N
N
N
KASEYA INC
254900MISXMLRZ63NH46
KASEYA INC
000000000
382112.50000000
PA
USD
344718.97000000
0.055481671783
Long
LON
CORP
US
N
2
2032-03-22
None
0.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNAP5
2400000.00000000
PA
USD
47508.96000000
0.007646450456
Long
ABS-MBS
USGSE
US
N
2
2027-12-25
Variable
1.22000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2020-R6
12560YAA0
578948.83000000
PA
USD
534692.24000000
0.086057403120
Long
ABS-MBS
CORP
US
N
2
2060-12-25
Variable
2.25000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
3254.70000000
0.000523835973
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
99865143.39000000
INR
1100002.27000000
USD
2026-03-11
3254.70000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LIVE CATTLE JUN 26
000000000
3.00000000
NC
USD
-1276.60000000
-0.00020546563
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Live Cattle Futures
LCM6 Comdty
2026-06-30
276256.60000000
USD
-1276.60000000
N
N
N
CENOVUS ENERGY INC
254900LJGL2N2XEMD470
Cenovus Energy Inc
15135UAT6
215000.00000000
PA
158660.24000000
0.025535976046
Long
DBT
CORP
CA
N
2
2028-02-07
Fixed
3.50000000
N
N
N
N
N
N
CLEARWATER ANALYTICS LLC
894500N8DN2JO5ZDRQ11
CLEARWATER ANALYTICS LLC
000000000
428925.00000000
PA
USD
428208.70000000
0.068919138822
Long
LON
CORP
US
N
2
2032-04-21
Floating
5.68000000
N
N
N
N
N
N
COMM Mortgage Trust
5493004GWEVMOU8S3L34
COMM 2012-CCRE4 Mortgage Trust
12624QAS2
672393.45000000
PA
USD
14220.65000000
0.002288778699
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
1.14000000
N
N
N
N
N
N
GREAT OUTDOORS GROUP LLC
549300IYLDI2E8I2AU46
GREAT OUTDOORS GROUP LLC
000000000
935550.00000000
PA
USD
933211.13000000
0.150198039925
Long
LON
CORP
US
N
2
2032-01-20
Floating
6.92000000
N
N
N
N
N
N
GE-WMC Mortgage Securities LLC
N/A
GE-WMC Asset-Backed Pass Through Certificates Series 2005-1
367910AE6
64420.36000000
PA
USD
64051.18000000
0.010308880146
Long
ABS-O
CORP
US
N
2
2035-10-25
Floating
4.45000000
N
N
N
N
N
N
NYC Commercial Mortgage Trust 2021-909
N/A
NYC Commercial Mortgage Trust 2025-3BP
67120UAA5
270000.00000000
PA
USD
269493.75000000
0.043374357335
Long
ABS-MBS
CORP
US
N
2
2042-02-15
Floating
4.87000000
N
N
N
N
N
N
NEXTERA ENERGY INC
254900RHL9MEUS5NKX63
NextEra Energy Inc
65339F119
20400.00000000
NS
USD
1063860.00000000
0.171225654750
Long
EP
CORP
US
N
2
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AV6
575000.00000000
PA
USD
585730.19000000
0.094271835852
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.38000000
N
N
N
N
N
N
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 2AC2
N/A
WAMU_05-AR8
92922FS41
260427.37000000
PA
USD
252089.87000000
0.040573245583
Long
ABS-CBDO
CORP
US
N
2
2045-07-25
Floating
4.71000000
N
N
N
N
N
N
INTOWN Mortgage Trust
N/A
INTOWN 2025-STAY Mortgage Trust
46117WAC6
245000.00000000
PA
USD
244999.83000000
0.039432121054
Long
ABS-MBS
CORP
US
N
2
2042-03-15
Floating
5.41000000
N
N
N
N
N
N
AutoNation Finance Trust 2025-1
N/A
AutoNation Finance Trust 2025-1
05330QAF9
105000.00000000
PA
USD
107613.20000000
0.017320080301
Long
ABS-O
CORP
US
N
2
2030-12-10
Fixed
5.19000000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through CTFS
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR2 Trust
93934FMN9
179319.94000000
PA
USD
166365.26000000
0.026776080096
Long
ABS-MBS
CORP
US
N
2
2046-04-25
Floating
4.86000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
CANADIAN DOLLAR
000000000
1.00000000
NC
-10110.02000000
-0.00162718289
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
3533358.21000000
USD
4800000.00000000
CAD
2026-03-31
-10110.02000000
N
N
N
SCOTT Trust 2023-SFS
N/A
SCOTT Trust 2023-SFS
810064AE5
100000.00000000
PA
USD
103093.48000000
0.016592642465
Long
ABS-MBS
CORP
US
N
2
2040-03-10
Fixed
6.20000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
INDIAN RUPEE
000000000
1.00000000
NC
-329.37000000
-0.00005301129
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
99999.79000000
USD
9075562.19000000
INR
2026-03-11
-329.37000000
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DJ1
170000.00000000
PA
USD
177538.95000000
0.028574458065
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667BK6
510000.00000000
PA
USD
517530.47000000
0.083295258379
Long
DBT
CORP
US
N
2
2028-02-10
Fixed
4.70000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
745000.00000000
PA
USD
732710.85000000
0.117928012176
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.88000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
20000.00000000
PA
USD
18182.36000000
0.002926406196
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
US DOLLARS
000000000
1.00000000
NC
-70178.75000000
-0.01129509749
N/A
DFE
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
13651132.47000000
NOK
1365396.10000000
USD
2026-03-18
-70178.75000000
N
N
N
ALPHA GENERATION LLC
254900K5V62L4YGVKF49
Alpha Generation LLC
02073LAA9
205000.00000000
PA
USD
213190.06000000
0.034312416680
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
6.75000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LMAHDP 20260512 LME COMDTY FWD
000000000
1.00000000
NC
USD
2121.64000000
0.000341472748
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Futures
LMAHDP Comdty
2026-05-12
76272.61000000
USD
2121.64000000
N
N
N
Progress Residential Trust
N/A
Progress Residential 2026-SFR1 Trust
74334HAG9
230000.00000000
PA
USD
218940.68000000
0.035237964849
Long
ABS-O
CORP
US
N
2
2043-02-17
Fixed
4.00000000
N
N
N
N
N
N
New Zealand Government Bonds
549300237GPHG2AI7C34
New Zealand Government Bonds
000000000
446000.00000000
PA
272528.61000000
0.043862810600
Long
DBT
NUSS
NZ
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
SLM Student Loan Trust
549300MHMWVKFEDI8G73
SLM Student Loan Trust 2008-2
784442AD7
740000.00000000
PA
USD
784308.39000000
0.126232509544
Long
ABS-O
CORP
US
N
2
2083-01-25
Floating
5.35000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2025-VOLT
05619PAG1
145000.00000000
PA
USD
145226.52000000
0.023373851798
Long
ABS-MBS
CORP
US
N
2
2044-12-15
Floating
6.41000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2021-R3
12566LAB0
713585.09000000
PA
USD
668646.07000000
0.107616943143
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
1.95000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377DD1
310000.00000000
PA
USD
315513.09000000
0.050781057110
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
COLOMBIAN PESO
000000000
1.00000000
NC
-3108.62000000
-0.00050032475
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
199999.52000000
USD
743077067.69000000
COP
2026-03-24
-3108.62000000
N
N
N
NZ LOCAL GOVT FUND AGENC
254900ZJG39H1CAH6K02
New Zealand Local Government Funding Agency Bond
000000000
110000.00000000
PA
78526.75000000
0.012638687594
Long
DBT
NUSS
NZ
N
2
2028-08-01
Fixed
4.70000000
N
N
N
N
N
N
Cross Mortgage Trust
N/A
Cross 2026-NQM1 Mortgage Trust
22758EAA5
298762.09000000
PA
USD
298395.93000000
0.048026092238
Long
ABS-MBS
CORP
US
N
2
2061-02-25
Variable
4.70000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAK6
235000.00000000
PA
USD
224560.29000000
0.036142427280
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.63000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
620000.00000000
PA
USD
508692.48000000
0.081872805589
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.38000000
N
N
N
N
N
N
AIRBUS SE
MINO79WLOO247M1IL051
Airbus SE
000000000
100000.00000000
PA
113260.13000000
0.018228939819
Long
DBT
CORP
NL
N
2
2030-06-09
Fixed
1.63000000
N
N
N
N
N
N
Cloud Software Group Inc
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc 2025 Term Loan B (2031)
88632NBK5
509862.88000000
PA
USD
472387.96000000
0.076029682239
Long
LON
CORP
US
N
2
2031-03-21
Floating
6.92000000
N
N
N
N
N
N
BX Trust
N/A
BX COMMERCIAL MORTGAGE TRUST BX_21-LBA
05609BAK5
550000.00000000
PA
USD
549830.49000000
0.088493867287
Long
ABS-MBS
CORP
US
N
2
2036-02-15
Variable
5.37000000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
NIKKEI 225 (OSE) MAR 26
000000000
2.00000000
NC
109874.24000000
0.017683989137
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
CME Nikkei 225 Index Futures
NKH6 Index
2026-03-12
100921400.00000000
JPY
109874.24000000
N
N
N
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
US DOLLARS
000000000
1.00000000
NC
-20643.95000000
-0.00332259306
N/A
DFE
US
N
2
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
1562867.07000000
NZD
917451.38000000
USD
2026-03-18
-20643.95000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-CIP
12434FAA5
372302.16000000
PA
USD
372185.82000000
0.059902393847
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
4.70000000
N
N
N
N
N
N
NGL ENRGY OP/FIN CORP
5299005YSRP46BE8Z459
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAD0
105000.00000000
PA
USD
110156.48000000
0.017729414972
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
8.38000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBM1
75000.00000000
PA
USD
69620.69000000
0.011205279105
Long
DBT
US
N
2
2031-04-15
Fixed
2.70000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
GAS OIL JUL 26
000000000
5.00000000
NC
USD
29995.02000000
0.004827624817
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Gas Oil Futures
QSN6 Comdty
2026-07-10
322254.98000000
USD
29995.02000000
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
EURO COUNTRIES
000000000
1.00000000
NC
123.13000000
0.000019817471
N/A
DFE
XX
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
52825.20000000
USD
44773.00000000
EUR
2026-03-18
123.13000000
N
N
N
JP Morgan Mortgage Trust
5299003TKRYXBBT76K08
JP Morgan Mortgage Trust Series 2025-CES1
46658XAE5
530000.00000000
PA
USD
539198.84000000
0.086782729325
Long
ABS-MBS
CORP
US
N
2
2055-05-25
Variable
6.07000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384WAV7
1287098.30000000
PA
USD
83444.38000000
0.013430168067
Long
ABS-MBS
USGA
US
N
2
2054-09-20
Floating
1.74000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
SWISS FRANC
000000000
1.00000000
NC
-548.47000000
-0.00008827489
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
653176.40000000
USD
500000.00000000
CHF
2026-03-31
-548.47000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
DOLLAR INDEX MAR 26
000000000
-7.00000000
NC
USD
-4471.06000000
-0.00071960612
N/A
DFE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT FINEX U.S. Dollar Index Futures
DXH6 Curncy
2026-03-16
-678483.94000000
USD
-4471.06000000
N
N
N
APL Finance LLC
6354009RKO5CXUKYBH41
APL Finance 2023-1 DAC
03790CAH4
655000.00000000
PA
USD
660046.45000000
0.106232855420
Long
ABS-O
CORP
US
N
2
2036-03-20
Fixed
5.82000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2006-1
52520MFB4
495515.29000000
PA
USD
230060.86000000
0.037027730515
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.50000000
N
N
N
N
N
N
GLOVES BUYER INC
54930015O0Y94T5H8Z18
GLOVES BUYER INC
000000000
483787.50000000
PA
USD
481368.56000000
0.077475087758
Long
LON
CORP
US
N
2
2032-05-24
Floating
7.67000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
36000.00000000
PA
USD
13926.94000000
0.002241506796
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
JOHNSON CONTROLS/TYCO FI
N/A
Johnson Controls International plc / Tyco Fire & Security Finance SCA
000000000
100000.00000000
PA
114425.13000000
0.018416443708
Long
DBT
CORP
IE
N
2
2027-09-15
Fixed
0.38000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCM6
200000.00000000
PA
USD
202536.08000000
0.032597684759
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
6.50000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AL3
20000.00000000
PA
USD
20410.04000000
0.003284945822
Long
DBT
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CAD/USD FUTURE (CME) MAR 26
000000000
50.00000000
NC
USD
-18507.60000000
-0.00297875277
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Canadian Dollar Currency Futures
CDH6 Curncy
2026-03-17
3688757.60000000
USD
-18507.60000000
N
N
N
BLUEMOUNTAIN CLO LTD BLUEM_16-3A
N/A
BLUEMOUNTAIN CLO LTD BLUEM_16-3A
09628VAQ7
525000.00000000
PA
USD
526833.83000000
0.084792611327
Long
ABS-MBS
CORP
KY
N
2
2030-11-15
Floating
5.61000000
N
N
N
N
N
N
Freddiemac Strip
N/A
FREDDIE MAC STRIPS FHSTR_400
3142G42H3
447978.17000000
PA
USD
59465.53000000
0.009570831039
Long
ABS-CBDO
CORP
US
N
2
2052-03-25
Fixed
2.00000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
7326.71000000
0.001179215984
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
852609723.00000000
KRW
600001.31000000
USD
2026-03-09
7326.71000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
CHILEAN PESO
000000000
1.00000000
NC
-2220.64000000
-0.00035740655
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
299999.26000000
USD
259897070.00000000
CLP
2026-03-23
-2220.64000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EMER MKT INDEX (ICE) MAR 26
000000000
17.00000000
NC
USD
157027.12000000
0.025273129392
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
ICE U.S. MSCI Emerging Markets Index Futures
MESH6 Index
2026-03-20
1206117.88000000
USD
157027.12000000
N
N
N
YORKSHIRE WATER FINANCE
213800O8BDOGHJMTCP32
Yorkshire Water Finance PLC
000000000
155000.00000000
PA
219201.46000000
0.035279936749
Long
DBT
CORP
GB
N
2
2034-11-18
Fixed
6.38000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-878.18000000
-0.00014134091
N/A
DFE
GB
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
250000.00000000
GBP
336064.65000000
USD
2026-03-31
-878.18000000
N
N
N
Angel Oak Mortgage Trust
2549009VFCBSE99NTJ29
Angel Oak Mortgage Trust 2026-1
034947AC5
366062.98000000
PA
USD
366547.57000000
0.058994931354
Long
ABS-MBS
CORP
US
N
2
2071-02-25
Variable
4.75000000
N
N
N
N
N
N
VONOVIA SE
5299005A2ZEP6AP7KM81
Vonovia SE
000000000
160000.00000000
PA
111750.61000000
0.017985986282
Long
DBT
CORP
DE
N
2
2035-09-03
Fixed
5.72000000
N
N
N
N
N
N
Finland Government Bonds
743700M6Y2OQRVSBRD14
Finland Government Bonds
000000000
365000.00000000
PA
440118.59000000
0.070836006373
Long
DBT
NUSS
FI
N
2
2033-09-15
Fixed
3.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650EH9
120000.00000000
PA
USD
126224.12000000
0.020315462177
Long
DBT
CORP
US
N
2
2055-03-10
Fixed
7.00000000
N
N
N
N
N
N
AMER AIRLINE 16-2 AA PTT
N/A
American Airlines 2016-2 Class AA Pass Through Trust
023765AA8
146125.00000000
PA
USD
143026.65000000
0.023019788123
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.20000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
AUSTRALIA DOLLAR
000000000
1.00000000
NC
N/A
19959.11000000
0.003212369746
N/A
DFE
XX
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
2375000.00000000
EUR
3978085.35000000
AUD
2026-03-31
19959.11000000
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc
18912UAC6
295000.00000000
PA
USD
295258.64000000
0.047521153116
Long
DBT
CORP
US
N
2
2032-06-30
Fixed
8.25000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
INDIAN RUPEE
000000000
1.00000000
NC
-4353.55000000
-0.00070069318
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1199997.52000000
USD
108882114.37000000
INR
2026-03-12
-4353.55000000
N
N
N
MCAFEE CORP
2549009UKR8UEZYVCR93
McAfee Corp
579063AB4
85000.00000000
PA
USD
69539.99000000
0.011192290638
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.38000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CHF/USD FUTURE (CME) MAR 26
000000000
20.00000000
NC
USD
54686.70000000
0.008801690084
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Swiss Franc Currency Futures
SFH6 Curncy
2026-03-16
3204938.30000000
USD
54686.70000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
NORWAY KRONA
000000000
1.00000000
NC
30279.76000000
0.004873453021
N/A
DFE
NO
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
741277.92000000
USD
7336877.03000000
NOK
2026-03-18
30279.76000000
N
N
N
Fannie Mae - CAS
549300Z5THZ1JXIHVK60
Fannie Mae Connecticut Avenue Securities
20753DAA6
58776.52000000
PA
USD
59472.24000000
0.009571910997
Long
ABS-MBS
USGSE
US
N
2
2042-09-25
Floating
6.17000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2023-R3
12570GAB5
462340.44000000
PA
USD
451886.92000000
0.072730090190
Long
ABS-MBS
CORP
US
N
2
2063-01-25
Variable
4.50000000
N
N
N
N
N
N
WORLDLINE SA/FRANCE
549300CJMQNCA0U4TS33
Worldline SA/France
000000000
75955.20000000
PA
90242.44000000
0.014524299132
Long
DBT
CORP
FR
N
2
2026-07-30
None
0.00000000
N
N
N
N
N
Worldline SA
Worldline SA
EUR
XXXX
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDU0
435000.00000000
PA
USD
472264.84000000
0.076009866377
Long
DBT
CORP
US
N
2
2054-06-01
Fixed
7.00000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EAFE INDEX MAR 26
000000000
13.00000000
NC
USD
82306.11000000
0.013246966306
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
ICE U.S. mini MSCI EAFE Index Futures
MFSH6 Index
2026-03-20
1975008.89000000
USD
82306.11000000
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2020-1 Trust
21872UAC8
105382.68000000
PA
USD
100979.80000000
0.016252450859
Long
ABS-O
CORP
US
N
2
2050-03-15
Fixed
2.30000000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
90000.00000000
PA
USD
87471.94000000
0.014078393960
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
LXP INDUSTRIAL TRUST
549300S4MH2ICXDBFV43
LXP Industrial Trust
529043AE1
135000.00000000
PA
USD
125197.46000000
0.020150223771
Long
DBT
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DD4
195000.00000000
PA
USD
222185.17000000
0.035760157548
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.50000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LMPBDP 20260505 LME COMDTY FWD
000000000
-9.00000000
NC
USD
2492.26000000
0.000401123127
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Futures
LMAHDP Comdty
2026-05-05
-441642.76000000
USD
2492.26000000
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
000000000
345000.00000000
PA
399716.08000000
0.064333321595
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
3.25000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCK9
1350000.00000000
PA
USD
1359521.28000000
0.218811611786
Long
DBT
CORP
US
N
2
2055-01-15
Fixed
7.60000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BN3
340000.00000000
PA
USD
295199.49000000
0.047511633069
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HLMB5
250022.99000000
PA
USD
244900.69000000
0.039416164715
Long
ABS-MBS
USGSE
US
N
2
2055-06-25
Floating
5.00000000
N
N
N
N
N
N
Bursa Malaysia
254900CXCSGW8M52ZU27
CRUDE PALM OIL JUN 26
000000000
-8.00000000
NC
707.16000000
0.000113815665
N/A
DCO
MY
N
1
Bursa Malaysia
254900CXCSGW8M52ZU27
Short
MDE Crude Palm Oil Futures
KOM6 Comdty
2026-06-15
-811945.28000000
MYR
707.16000000
N
N
N
JP Morgan Mortgage Acquisition Corp
N/A
JP Morgan Mortgage Acquisition Trust 2007-HE1
46630KAU0
976408.01000000
PA
USD
939736.86000000
0.151248340145
Long
ABS-O
CORP
US
N
2
2047-03-25
Floating
4.07000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
SWEDISH KRONA
000000000
1.00000000
NC
N/A
-34246.83000000
-0.00551194319
N/A
DFE
XX
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
3375000.00000000
EUR
35687044.13000000
SEK
2026-03-31
-34246.83000000
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2007-4
86363LAB9
614391.54000000
PA
USD
581821.72000000
0.093642777203
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
4.23000000
N
N
N
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International Inc
531968AB1
60000.00000000
PA
USD
60212.31000000
0.009691023446
Long
DBT
CORP
US
N
2
2033-10-01
Fixed
6.25000000
N
N
N
N
N
N
HILLENBRAND
U246OE781574J2BUD366
HILLENBRAND
000000000
465346.67000000
PA
USD
464792.91000000
0.074807277591
Long
LON
CORP
US
N
2
2033-01-24
None
0.00000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc 2025 Term Loan K
89364MCF9
54176.72000000
PA
USD
54113.33000000
0.008709407591
Long
LON
CORP
US
N
2
2030-03-22
Floating
5.92000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND MAR 26
000000000
-20.00000000
NC
-18721.99000000
-0.00301325831
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 10 Year Euro BUND Futures
RXH6 Comdty
2026-03-06
-2588741.80000000
EUR
-18721.99000000
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CCG8
90000.00000000
PA
USD
94827.45000000
0.015262245233
Long
DBT
CORP
US
N
2
2054-09-01
Fixed
6.45000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
BRITISH POUND
000000000
1.00000000
NC
N/A
-1617.12000000
-0.00026027149
N/A
DFE
GB
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
130310.50000000
CHF
125000.00000000
GBP
2026-03-31
-1617.12000000
N
N
N
INDIA GOVERNMENT BOND
335800IV7VCDQGIOI391
India Government Bond
000000000
29270000.00000000
PA
315195.57000000
0.050729953046
Long
DBT
NUSS
IN
N
2
2035-05-05
Fixed
6.33000000
N
N
N
N
N
N
LXS_06-2N
N/A
LXS_06-2N
525221HD2
378638.63000000
PA
USD
351027.09000000
0.056496948207
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Floating
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ68
590184.17000000
PA
USD
586532.33000000
0.094400938315
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QUHH2
1042375.18000000
PA
USD
1062039.58000000
0.170932662621
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
5.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
THREE-MONTH SOFR FUTURE JUN 26
000000000
-76.00000000
NC
USD
7715.52000000
0.001241793998
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Three-Month SOFR Futures
SFRM6 Comdty
2026-09-15
-18349365.52000000
USD
7715.52000000
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31424UGV2
1045165.12000000
PA
USD
135222.00000000
0.021763648869
Long
ABS-MBS
USGSE
US
N
2
2052-10-25
Fixed
2.00000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AK5
80000.00000000
PA
USD
82018.50000000
0.013200676183
Long
DBT
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1560000.00000000
PA
401981.57000000
0.064697946648
Long
DBT
NUSS
MY
N
2
2030-05-15
Fixed
3.34000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
WHEAT JUL 26
000000000
-22.00000000
NC
USD
-41936.56000000
-0.00674958635
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Wheat Futures
W N6 Comdty
2026-07-14
-616688.44000000
USD
-41936.56000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
CHINESE OFFSHORE YUAN (HONG KONG)
000000000
1.00000000
NC
46147.88000000
0.007427387972
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
9500000.00000000
USD
65356388.94000000
CNY
2026-03-31
46147.88000000
N
N
N
AIRSERVICES AUSTRALIA
984500E3D9SF5M749X15
Airservices Australia
000000000
480000.00000000
PA
347657.03000000
0.055954545325
Long
DBT
NUSS
AU
N
2
2028-11-15
Fixed
5.40000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI UTILITIES SELECT SECTOR MAR
000000000
1.00000000
NC
USD
3728.52000000
0.000600096138
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini Utilities Select Sector Futures
IXSH6 Index
2026-03-20
92561.48000000
USD
3728.52000000
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 3YR BOND MAR 26
000000000
-169.00000000
NC
-27487.65000000
-0.00442406977
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
SFE 3 Year Australian Bond Futures
YMH6 Comdty
2026-03-16
-17700845.18000000
AUD
-27487.65000000
N
N
N
U.K. Gilts
ECTRVYYCEF89VWYS6K36
U.K. Gilts
000000000
300000.00000000
PA
386268.17000000
0.062168913501
Long
DBT
NUSS
GB
N
2
2033-01-31
Fixed
3.25000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
1.00000000
NC
-10536.18000000
-0.00169577229
N/A
DFE
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
12408076.85000000
NOK
1294316.96000000
USD
2026-03-18
-10536.18000000
N
N
N
Countrywide Alternative Loan Trust
5493004SLAYUFMHIS127
Alternative Loan Trust 2005-59
12668AEV3
569722.40000000
PA
USD
563076.82000000
0.090625831575
Long
ABS-MBS
CORP
US
N
2
2035-11-20
Floating
4.44000000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
000000000
438310.80000000
PA
USD
439327.68000000
0.070708711351
Long
LON
CORP
US
N
2
2031-04-17
Floating
5.42000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
ARAMARK SERVICES INC
000000000
64000.00000000
PA
USD
64040.32000000
0.010307132256
Long
LON
CORP
US
N
2
2028-04-06
Floating
5.42000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-OAT MAR 26
000000000
94.00000000
NC
69079.01000000
0.011118097039
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
French Government Bond Futures
OATH6 Comdty
2026-03-06
11589954.11000000
EUR
69079.01000000
N
N
N
CENOVUS ENERGY INC
254900LJGL2N2XEMD470
Cenovus Energy Inc
15135UAR0
310000.00000000
PA
USD
292383.66000000
0.047058432145
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.40000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NY HARBOR ULSD (HEAT OIL) JUN 26
000000000
3.00000000
NC
USD
29168.07000000
0.004694529245
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX NY Harbor ULSD Futures
HOM6 Comdty
2026-05-29
284130.93000000
USD
29168.07000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
US DOLLARS
000000000
1.00000000
NC
-65780.91000000
-0.01058727594
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1670414.05000000
AUD
1122894.08000000
USD
2026-03-18
-65780.91000000
N
N
N
Structured Asset Securities Corporation
N/A
Structured Asset Securities Corp Mortgage Loan Trust 2005-2XS
86359B2K6
737003.60000000
PA
USD
709105.58000000
0.114128801931
Long
ABS-O
CORP
US
N
2
2035-02-25
Floating
4.49000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE MAY 26
000000000
7.00000000
NC
USD
31258.24000000
0.005030936975
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Light Sweet Crude Oil Futures
CLK6 Comdty
2026-04-21
436971.76000000
USD
31258.24000000
N
N
N
INDIA GOVERNMENT BOND
335800IV7VCDQGIOI391
India Government Bond
000000000
21300000.00000000
PA
232145.53000000
0.037363253033
Long
DBT
NUSS
IN
N
2
2030-07-21
Fixed
6.01000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QV3C6
423710.49000000
PA
USD
436818.42000000
0.070304852115
Long
ABS-MBS
USGSE
US
N
2
2055-01-01
Fixed
5.50000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
02557TAE9
655000.00000000
PA
USD
658523.02000000
0.105987663102
Long
DBT
CORP
US
N
2
2056-03-15
Fixed
5.80000000
N
N
N
N
N
N
GREAT CAN GAMING/RAPTOR
549300FU60SSFLTE0M84
Great Canadian Gaming Corp/Raptor LLC
389925AA6
53000.00000000
PA
USD
53868.17000000
0.008669949691
Long
DBT
CORP
XX
N
2
2029-11-15
Fixed
8.75000000
N
N
N
N
N
N
COREWEAVE INC
984500511DP2B6186053
CoreWeave Inc
21873SAB4
640000.00000000
PA
USD
626770.62000000
0.100877192288
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
9.25000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
340000.00000000
PA
USD
302250.75000000
0.048646516052
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BS5P4
1537930.30000000
PA
USD
398.02000000
0.000064060341
Long
ABS-MBS
USGSE
US
N
2
2026-08-25
Variable
0.96000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAN9
700000.00000000
PA
USD
669396.05000000
0.107737650582
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.63000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA
02090DAA6
45458.00000000
PA
USD
46133.76000000
0.007425115393
Long
DBT
CORP
FR
N
2
2029-11-01
Fixed
9.50000000
N
N
N
N
N
N
JetBlue Airways Corporation
54930070J9H97ZO93T57
JetBlue Airways Corporation 2024 Term Loan B
000000000
429562.50000000
PA
USD
413724.53000000
0.066587947225
Long
LON
CORP
US
N
2
2029-08-27
Floating
8.44000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAA5
93000.00000000
PA
USD
92885.15000000
0.014949636818
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.75000000
N
N
N
N
N
N
EQUINIX ASIA FIN CORP
2549002E9B0F5FQ3X427
Equinix Asia Financing Corp Pte Ltd
29447KAA3
120000.00000000
PA
USD
119903.39000000
0.019298156204
Long
DBT
SG
N
2
2031-03-15
Fixed
4.40000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COFFEE MAY 26
000000000
-2.00000000
NC
USD
-827.05000000
-0.00013311166
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CSC C Coffee Futures
KCK6 Comdty
2026-05-18
-209735.45000000
USD
-827.05000000
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
02344AAF5
315000.00000000
PA
USD
320422.72000000
0.051571250003
Long
DBT
CORP
US
N
2
2028-03-17
Fixed
4.80000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
INDIAN RUPEE
000000000
1.00000000
NC
-16226.49000000
-0.00261161372
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
2399995.01000000
USD
216913657.74000000
INR
2026-03-05
-16226.49000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
INDIAN RUPEE
000000000
1.00000000
NC
14001.20000000
0.002253458760
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1599996.73000000
USD
146851494.18000000
INR
2026-03-04
14001.20000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ MAR 26
000000000
-198.00000000
NC
-41939.82000000
-0.00675011104
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 2 Year Euro SCHATZ Futures
DUH6 Comdty
2026-03-06
-21156663.39000000
EUR
-41939.82000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
INDIAN RUPEE
000000000
1.00000000
NC
-3732.93000000
-0.00060080591
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
4399990.93000000
USD
400304453.66000000
INR
2026-03-11
-3732.93000000
N
N
N
ARDAGH GROUP SA
6354006L1NWUUOPYX274
Ardagh Group SA
03969UAA4
60000.00000000
PA
USD
57937.72000000
0.009324933771
Long
DBT
CORP
LU
N
2
2030-12-01
Fixed
12.00000000
N
N
N
N
N
N
JBS NV/USA FOODS/FOOD CO
N/A
JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings
46590XAU0
320000.00000000
PA
USD
303019.14000000
0.048770186536
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
3.63000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
894164AA0
250000.00000000
PA
USD
244923.86000000
0.039419893870
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.50000000
N
N
N
N
N
N
Euronext Paris Matif
969500HMVSZ0TCV65D58
RAPESEED MAY 26
000000000
22.00000000
NC
-4378.52000000
-0.00070471204
N/A
DCO
FR
N
1
Euronext Paris Matif
969500HMVSZ0TCV65D58
Long
Euronext Rapeseed Futures
IJK6 Comdty
2026-04-30
539403.16000000
EUR
-4378.52000000
N
N
N
Switch ABS Issuer, LLC
N/A
Switch ABS Issuer LLC
871044AJ2
370000.00000000
PA
USD
383623.81000000
0.061743310252
Long
ABS-O
CORP
US
N
2
2054-06-25
Fixed
10.03000000
N
N
N
N
N
N
First NLC Trust
N/A
First NLC Trust 2005-4
32113JCG8
119909.61000000
PA
USD
118765.72000000
0.019115051011
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
4.57000000
N
N
N
N
N
N
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
AUSTRALIA DOLLAR
000000000
1.00000000
NC
16551.62000000
0.002663942597
N/A
DFE
AU
N
2
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
1072008.25000000
USD
1529724.88000000
AUD
2026-03-18
16551.62000000
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAV2
200000.00000000
PA
USD
211000.94000000
0.033960083191
Long
DBT
NUSS
MX
N
2
2035-02-09
Fixed
6.35000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LMPBDP 20260512 LME COMDTY FWD
000000000
-1.00000000
NC
USD
790.89000000
0.000127291803
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Futures
LMAHDP Comdty
2026-05-12
-49671.14000000
USD
790.89000000
N
N
N
321 Henderson Receivables LLC
N/A
JG Wentworth XXII LLC
46616MAA8
64947.81000000
PA
USD
64685.78000000
0.010411017458
Long
ABS-O
CORP
US
N
2
2048-12-15
Fixed
3.82000000
N
N
N
N
N
N
FIRST FINANCIAL BANCORP
549300D3F5B3EZMY7P77
First Financial Bancorp
320209AC3
245000.00000000
PA
USD
246919.94000000
0.039741158044
Long
DBT
CORP
US
N
2
2035-12-01
Fixed
6.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QVLG7
630440.61000000
PA
USD
646284.94000000
0.104017974176
Long
ABS-MBS
USGSE
US
N
2
2054-10-01
Fixed
5.50000000
N
N
N
N
N
N
MODIVCARE BUYER LLC
N/A
MODIVCARE BUYER LLC
000000000
5056.00000000
NS
USD
33496.00000000
0.005391098952
Long
EC
CORP
US
N
2
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
110000.00000000
PA
USD
110489.52000000
0.017783016943
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
5.70000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
AUSTRALIA DOLLAR
000000000
1.00000000
NC
7033.88000000
0.001132085714
N/A
DFE
AU
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
971527.92000000
USD
1375147.45000000
AUD
2026-03-18
7033.88000000
N
N
N
INDIA GOVERNMENT BOND
335800IV7VCDQGIOI391
India Government Bond
000000000
11000000.00000000
PA
122446.78000000
0.019707508579
Long
DBT
NUSS
IN
N
2
2029-10-07
Fixed
6.45000000
N
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAR1
200000.00000000
PA
USD
175289.62000000
0.028212433925
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC
000000000
208000.00000000
PA
282873.06000000
0.045527724427
Long
DBT
CORP
US
N
2
2032-11-13
Fixed
4.63000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
100000.00000000
PA
142888.34000000
0.022997527468
Long
DBT
CORP
FR
N
2
2035-06-17
Fixed
7.38000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
JAPANESE YEN
000000000
1.00000000
NC
2854.34000000
0.000459399014
N/A
DFE
JP
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
768100.00000000
USD
120170858.00000000
JPY
2026-03-24
2854.34000000
N
N
N
CONTRA ABIOMED INC
N/A
CONTRA ABIOMED INC
003CVR016
15541.00000000
NS
USD
24865.60000000
0.004002057263
N/A
DE
US
Y
3
N/A
N/A
ABIOMED, Inc.
ABIOMED, Inc.
2099-12-31
XXXX
24865.60000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
EURO COUNTRIES
000000000
1.00000000
NC
N/A
-1024.14000000
-0.00016483281
N/A
DFE
XX
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
3024490.84000000
CAD
1875000.00000000
EUR
2026-03-31
-1024.14000000
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
140000.00000000
PA
USD
137232.44000000
0.022087224251
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BZ2
250000.00000000
PA
USD
257825.00000000
0.041496300675
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
3.13000000
N
N
N
N
Y
CMS Energy Corp.
CMS Energy Corp.
USD
XXXX
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MICRO EMINI S&P 500 MAR 26
000000000
2.00000000
NC
USD
-1232.15000000
-0.00019831151
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Micro E-mini S&P 500 Futures
HWAH6 Index
2026-03-20
70122.15000000
USD
-1232.15000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME COPPER JUN 26
000000000
2.00000000
NC
USD
11863.68000000
0.001909430165
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Futures
LPM26 Comdty
2026-06-16
656594.32000000
USD
11863.68000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
WHEAT KCBT FUTURE JUL 26
000000000
-6.00000000
NC
USD
-6817.69000000
-0.00109729046
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
KCBT Hard Red Winter Wheat Futures
KWN6 Comdty
2026-07-14
-171232.31000000
USD
-6817.69000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
BRAZIL REAL
000000000
1.00000000
NC
1825.38000000
0.000293790428
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
100000.00000000
USD
522007.80000000
BRL
2026-03-03
1825.38000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
WHEAT SEP 26
000000000
-4.00000000
NC
USD
-9208.92000000
-0.00148215306
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Wheat Futures
W U6 Comdty
2026-09-14
-112741.08000000
USD
-9208.92000000
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_1
N/A
TOWD POINT MORTGAGE TRUST TPMT_1
89173HAE6
760000.00000000
PA
USD
747761.64000000
0.120350399870
Long
ABS-CBDO
CORP
US
N
2
2057-04-25
Floating
4.14000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
135000.00000000
PA
USD
131697.17000000
0.021196336136
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.63000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
COLOMBIAN PESO
000000000
1.00000000
NC
-1132.36000000
-0.00018225056
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
99999.76000000
USD
373339529.52000000
COP
2026-03-26
-1132.36000000
N
N
N
SIRIUS XM RADIO LLC
WP5O65E6BMU84LNO4227
Sirius XM Radio LLC
82967NBG2
605000.00000000
PA
USD
570077.59000000
0.091752588316
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.13000000
N
N
N
N
N
N
BCPE FLAVOR DEBT/ISSUER
N/A
BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc
072933AA2
165000.00000000
PA
USD
152034.72000000
0.024469614871
Long
DBT
CORP
US
N
2
2032-07-01
Fixed
9.50000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJV3
215000.00000000
PA
USD
222292.11000000
0.035777369278
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
5.08000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBT1
465000.00000000
PA
USD
537096.60000000
0.086444378959
Long
DBT
CORP
CA
N
2
2084-01-15
Fixed
8.50000000
N
N
N
N
N
N
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
FTSE CHINA A50 MAR 26
000000000
44.00000000
NC
USD
-6757.48000000
-0.00108759981
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
Long
SGX FTSE China A50 Futures Contract
XUH6 Index
2026-03-30
651005.48000000
USD
-6757.48000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
7930.49000000
0.001276392892
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
400754552.00000000
INR
4400000.00000000
USD
2026-03-30
7930.49000000
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
NEW ZEALAND DOLLAR
000000000
1.00000000
NC
36659.82000000
0.005900308012
N/A
DFE
NZ
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
2268388.76000000
USD
3840211.54000000
NZD
2026-03-18
36659.82000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
10295000.00000000
PA
1993303.27000000
0.320817266860
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BQ0
185000.00000000
PA
USD
185014.43000000
0.029777618215
Long
DBT
CORP
US
N
2
2035-08-11
Fixed
5.25000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-OA4 Trust
93364CAA6
456248.79000000
PA
USD
395859.47000000
0.063712609685
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
4.69000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
KOREAN WON
000000000
1.00000000
NC
9389.29000000
0.001511183170
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
799998.29000000
USD
1164400483.00000000
KRW
2026-03-12
9389.29000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB JUN 26
000000000
4.00000000
NC
USD
17557.56000000
0.002825846170
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures
XBM6 Comdty
2026-05-29
365885.64000000
USD
17557.56000000
N
N
N
EUSHI FINANCE INC
N/A
EUSHI Finance Inc
29882DAC7
365000.00000000
PA
USD
367582.89000000
0.059161563566
Long
DBT
CORP
US
N
2
2056-04-01
Fixed
6.25000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
HUNGARIAN FURINT
000000000
1.00000000
NC
N/A
-619.49000000
-0.00009970539
N/A
DFE
XX
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
100000.00000000
EUR
37618600.00000000
HUF
2026-03-31
-619.49000000
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
15000.00000000
PA
USD
14502.12000000
0.002334080604
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
SLM Student Loan Trust
54930067BGNOZYMNWK87
SLM Student Loan Trust 2008-7
78445FAE5
500000.00000000
PA
USD
498117.65000000
0.080170812667
Long
ABS-O
CORP
US
N
2
2083-07-26
Floating
6.00000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780082BA0
735000.00000000
PA
USD
734966.39000000
0.118291035801
Long
DBT
CORP
CA
N
2
2086-05-24
Fixed
6.50000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
FCOJ-A FUTURE MAY 26
000000000
-1.00000000
NC
USD
-77.20000000
-0.00001242515
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CTN Frozen Concentrated Orange Juice A Futures
JOK6 Comdty
2026-05-08
-27147.80000000
USD
-77.20000000
N
N
N
ALLO Issuer, LLC
N/A
ALLO Issuer LLC
01983KAJ3
342200.00000000
PA
USD
364239.32000000
0.058623424184
Long
ABS-O
CORP
US
N
2
2054-07-20
Fixed
11.19000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-42546.36000000
-0.00684773217
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
2499507.33000000
GBP
3326077.16000000
USD
2026-03-18
-42546.36000000
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150823
25.00000000
NS
USD
446.00000000
0.000071782604
Long
EP
CORP
US
N
1
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
EURO COUNTRIES
000000000
1.00000000
NC
N/A
21766.66000000
0.003503290480
N/A
DFE
XX
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
2618103.87000000
GBP
3000000.00000000
EUR
2026-03-31
21766.66000000
N
N
N
Allegro CLO Ltd
213800XPKDKUTQ6UKE25
Allegro CLO XVI Ltd
01749FAE0
550000.00000000
PA
USD
551548.80000000
0.088770425062
Long
ABS-CBDO
CORP
KY
N
2
2037-04-25
Floating
6.37000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
549300ZCZ76HYCS0H445
Frontier Communications Holdings LLC
35908MAE0
391000.00000000
PA
USD
408701.15000000
0.065779446549
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
8.63000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
000000000
1410000.00000000
PA
148099.80000000
0.023836299159
Long
DBT
CORP
XX
N
2
2026-03-16
Fixed
1.25000000
N
N
N
N
N
N
CENOVUS ENERGY INC
254900LJGL2N2XEMD470
Cenovus Energy Inc
15135UAF6
983000.00000000
PA
USD
1099515.06000000
0.176964249108
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
EURO COUNTRIES
000000000
1.00000000
NC
N/A
-2031.56000000
-0.00032697459
N/A
DFE
XX
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
76282280.00000000
HUF
200000.00000000
EUR
2026-03-31
-2031.56000000
N
N
N
TREASURY CORP VICTORIA
549300ZJM7BQW1P9UV75
Treasury Corp of Victoria
000000000
510000.00000000
PA
350941.24000000
0.056483130861
Long
DBT
NUSS
AU
N
2
2032-12-20
Fixed
4.25000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
000000000
244000.00000000
PA
286867.99000000
0.046170698602
Long
DBT
CORP
US
N
2
2033-05-06
Fixed
3.00000000
N
N
N
N
N
N
Bursa Malaysia
254900CXCSGW8M52ZU27
CRUDE PALM OIL APR 26
000000000
-7.00000000
NC
700.05000000
0.000112671328
N/A
DCO
MY
N
1
Bursa Malaysia
254900CXCSGW8M52ZU27
Short
MDE Crude Palm Oil Futures
KOJ6 Comdty
2026-04-15
-707929.08000000
MYR
700.05000000
N
N
N
Switch ABS Issuer, LLC
N/A
Switch ABS Issuer LLC
871044AE3
500000.00000000
PA
USD
501216.40000000
0.080669548870
Long
ABS-O
CORP
US
N
2
2054-06-25
Fixed
5.44000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
EURO COUNTRIES
000000000
1.00000000
NC
-17721.33000000
-0.00285220454
N/A
DFE
XX
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
2717319.50000000
USD
2282774.89000000
EUR
2026-03-18
-17721.33000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380HJF0
425750.44000000
PA
USD
86799.45000000
0.013970158346
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
5.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
AUD/USD FUTURE (CME) MAR 26
000000000
130.00000000
NC
USD
515156.95000000
0.082913246163
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Australian Dollar Currency Futures
ADH6 Curncy
2026-03-16
8733043.05000000
USD
515156.95000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
COFFEE ROBUSTA MAY 26
000000000
-3.00000000
NC
USD
4126.49000000
0.000664148433
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Short
Robusta Coffee Futures 10-Tonne
DFK6 Comdty
2026-05-22
-112846.49000000
USD
4126.49000000
N
N
N
Morgan Stanley Capital Inc
549300LT6TIGKPKJS707
Morgan Stanley ABS Capital I Inc Trust 2007-NC3
61755AAE6
552928.38000000
PA
USD
424627.21000000
0.068342706800
Long
ABS-O
CORP
US
N
2
2037-05-25
Floating
4.05000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
1.00000000
NC
1974.46000000
0.000317784488
N/A
DFE
GB
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
513255.58000000
GBP
693727.84000000
USD
2026-04-01
1974.46000000
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AJ6
115000.00000000
PA
USD
120136.28000000
0.019335639278
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
7.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EE63
870678.57000000
PA
USD
864842.93000000
0.139194346009
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LMPBDP 20260508 LME COMDTY FWD
000000000
-1.00000000
NC
USD
184.14000000
0.000029636880
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Futures
LMAHDP Comdty
2026-05-08
-49021.14000000
USD
184.14000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LMAHDP 20260519 LME COMDTY FWD
000000000
2.00000000
NC
USD
2397.78000000
0.000385916803
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Futures
LMAHDP Comdty
2026-05-19
154700.22000000
USD
2397.78000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAJ9
336000.00000000
PA
USD
340678.42000000
0.054831355182
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.63000000
N
N
N
N
N
N
DBGS Mortgage Trust
N/A
DBGS 2021-W52 Mortgage Trust
23308LAJ3
520000.00000000
PA
USD
512260.89000000
0.082447132417
Long
ABS-MBS
CORP
US
N
2
2039-10-15
Floating
6.22000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAG3
180000.00000000
PA
USD
186027.03000000
0.029940593699
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
7.13000000
N
N
N
N
N
N
TREASURY CORP VICTORIA
549300ZJM7BQW1P9UV75
Treasury Corp of Victoria
000000000
500000.00000000
PA
340901.37000000
0.054867238437
Long
DBT
NUSS
AU
N
2
2036-09-15
Fixed
4.75000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
55000.00000000
PA
USD
20353.31000000
0.003275815268
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H040632
1500000.00000000
PA
USD
1442810.31000000
0.232216776653
Long
ABS-MBS
USGA
US
N
2
2056-03-20
Fixed
4.00000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AK9
360000.00000000
PA
USD
370555.53000000
0.059640002674
Long
DBT
US
N
2
2035-04-01
Fixed
5.63000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2024-RPL1 LLC
69380XAC6
700000.00000000
PA
USD
685516.30000000
0.110332165237
Long
ABS-MBS
CORP
US
N
2
2064-12-25
Variable
4.16000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR TRUST AMSR_25-SFR1
00182MAJ0
630000.00000000
PA
USD
589996.89000000
0.094958550740
Long
ABS-MBS
CORP
US
N
2
2042-06-17
Fixed
3.66000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
EUR/USD FUTURE (CME) MAR 26
000000000
1.00000000
NC
USD
-970.53000000
-0.00015620442
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Euro Foreign Exchange Currency Futures
ECH6 Curncy
2026-03-16
148820.53000000
USD
-970.53000000
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
000000000
570000.00000000
PA
408163.90000000
0.065692977481
Long
DBT
NUSS
AU
N
2
2035-03-06
Fixed
5.35000000
N
N
N
N
N
N
Opal Bidco SAS
N/A
Opal Bidco SAS USD 1st Lien Term Loan B
000000000
758100.00000000
PA
USD
756962.85000000
0.121831312027
Long
LON
CORP
US
N
2
2032-04-28
Floating
6.69000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO BUXL 30YR BOND MAR 26
000000000
-6.00000000
NC
-28148.81000000
-0.00453048185
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 30 Year Euro BUXL Futures
UBH6 Comdty
2026-03-06
-659425.11000000
EUR
-28148.81000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
US DOLLARS
000000000
1.00000000
NC
-47906.92000000
-0.00771050114
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
4245938.74000000
EUR
4973319.00000000
USD
2026-03-18
-47906.92000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN JUL 26
000000000
21.00000000
NC
USD
19153.17000000
0.003082655681
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Futures
S N6 Comdty
2026-07-14
1222734.33000000
USD
19153.17000000
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAH2
175000.00000000
PA
USD
172814.01000000
0.027813990574
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.88000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
SWISS FRANC
000000000
1.00000000
NC
N/A
23758.51000000
0.003823873846
N/A
DFE
CH
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
199626193.00000000
JPY
1000000.00000000
CHF
2026-03-31
23758.51000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
2560.55000000
0.000412114235
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
54471660.00000000
INR
600000.00000000
USD
2026-03-23
2560.55000000
N
N
N
Structured Asset Investment Loan Trust
N/A
Structured Asset Investment Loan Trust 2004-6
86358EJS6
217236.52000000
PA
USD
225287.00000000
0.036259389470
Long
ABS-O
CORP
US
N
2
2034-07-25
Floating
4.59000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN OIL JUL 26
000000000
36.00000000
NC
USD
72864.84000000
0.011727417082
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Oil Futures
BON6 Comdty
2026-07-14
1263959.16000000
USD
72864.84000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
BRITISH POUND
000000000
1.00000000
NC
2032.07000000
0.000327056676
N/A
DFE
GB
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
328158.10000000
USD
245000.00000000
GBP
2026-03-18
2032.07000000
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2024-WOLF
39152MAL9
430000.00000000
PA
USD
431881.25000000
0.069510226727
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Floating
8.10000000
N
N
N
N
N
N
Norway Government Bonds
549300L0BT3FJTN9MX24
Norway Government Bonds
000000000
970000.00000000
PA
95250.00000000
0.015330253618
Long
DBT
NUSS
NO
N
2
2033-08-15
Fixed
3.00000000
N
N
N
N
N
N
ALLIANT ENERGY FINANCE
54930033ER6EOI5DL570
Alliant Energy Finance LLC
01882YAD8
405000.00000000
PA
USD
383421.10000000
0.061710684575
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.60000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
NORWAY KRONA
000000000
1.00000000
NC
-3643.49000000
-0.00058641076
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
2000000.00000000
USD
18985217.40000000
NOK
2026-03-31
-3643.49000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
US DOLLARS
000000000
1.00000000
NC
-2529.36000000
-0.00040709428
N/A
DFE
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
1124213.02000000
CAD
822185.00000000
USD
2026-03-18
-2529.36000000
N
N
N
Elmwood CLO 30 Ltd
N/A
Elmwood CLO 30 Ltd
29001JAC0
500000.00000000
PA
USD
501025.50000000
0.080638823984
Long
ABS-CBDO
CORP
KY
N
2
2037-07-17
Floating
5.42000000
N
N
N
N
N
N
VT TOPCO INC
5493007T812R37X02Y38
VT Topco Inc
91838PAA9
205000.00000000
PA
USD
203806.70000000
0.032802187928
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
8.50000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
THREE MONTH SONIA (ICE) JUN 26
000000000
16.00000000
NC
782.71000000
0.000125975252
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
Long
ICF Three Month SONIA Index Futures
SFIM6 Index
2026-09-15
3865418.68000000
GBP
782.71000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
SUGAR #11 MAY 26
000000000
-66.00000000
NC
USD
-1852.63000000
-0.00029817624
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CSC Number 11 World Sugar Futures
SBK6 Comdty
2026-04-30
-1024896.17000000
USD
-1852.63000000
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AF0
60000.00000000
PA
USD
62609.92000000
0.010076912888
Long
DBT
CORP
US
N
2
2031-01-25
Fixed
5.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MICRO EUR/USD MAR 26
000000000
3.00000000
NC
USD
361.15000000
0.000058126205
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Micro EUR/USD Euro Currency Futures
CREH6 Curncy
2026-03-16
43993.85000000
USD
361.15000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL MAR 26
000000000
18.00000000
NC
7061.60000000
0.001136547180
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex 5 Year Euro BOBL Futures
OEH6 Comdty
2026-03-06
2108301.80000000
EUR
7061.60000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
ICE NYSE FANG+ INDEX FUTURE MAR 26
000000000
-1.00000000
NC
USD
4104.65000000
0.000660633338
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
ICE NYSE FANG Index Futures
FNSH6 Index
2026-03-20
-76542.65000000
USD
4104.65000000
N
N
N
HSBC Securities & Capital Markets India Pvt Ltd.
213800JPRY6Q79O7RK98
SINGAPORE DOLLAR
000000000
1.00000000
NC
13928.83000000
0.002241810987
N/A
DFE
SG
N
2
HSBC Securities & Capital Markets India Pvt Ltd.
213800JPRY6Q79O7RK98
1156436.48000000
USD
1478608.12000000
SGD
2026-03-18
13928.83000000
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_24-SVEN
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_24-SVEN
949937AE6
667000.00000000
PA
USD
682466.68000000
0.109841336386
Long
ABS-MBS
CORP
US
N
2
2037-06-10
Floating
6.32000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
US DOLLARS
000000000
1.00000000
NC
-33909.40000000
-0.00545763466
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
1649290.00000000
AUD
1139733.61000000
USD
2026-03-18
-33909.40000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA T-BOND JUN 26
000000000
-54.00000000
NC
USD
-76887.63000000
-0.01237487525
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra U.S. Treasury Bond Futures
WNM6 Comdty
2026-06-18
-6489174.87000000
USD
-76887.63000000
N
N
N
CONNECTONE BANCORP INC
549300E2M5ZYAZKUK134
ConnectOne Bancorp Inc
20786WAF4
270000.00000000
PA
USD
282167.29000000
0.045414132479
Long
DBT
CORP
US
N
2
2035-06-01
Fixed
8.13000000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
335000.00000000
PA
408438.76000000
0.065737215523
Long
DBT
CORP
NL
N
2
2030-05-09
Fixed
4.38000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAA8
630000.00000000
PA
USD
555334.03000000
0.089379648536
Long
DBT
CORP
GB
N
2
2031-01-31
Fixed
4.25000000
N
N
N
N
N
N
FIVE STAR BANCORP
5493008ZRBIHKWC0JA73
Five Star Bancorp
33830TAC7
95000.00000000
PA
USD
93514.39000000
0.015050911451
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
6.00000000
N
N
N
N
N
N
ASX - All Markets
N/A
AUST 3YR BOND MAR 26
000000000
-38.00000000
NC
426.69000000
0.000068674707
N/A
DIR
AU
N
1
ASX - All Markets
N/A
Short
SFE 3 Year Australian Bond Futures
YMH6 Comdty
2026-03-16
-3989690.27000000
AUD
426.69000000
N
N
N
STAR PARENT INC
254900GRGCJYRMDRWT73
Star Parent Inc
855170AA4
215000.00000000
PA
USD
218285.58000000
0.035132528112
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
9.00000000
N
N
N
N
N
N
SOUTHSIDE BANCSHARES INC
549300TC83207VQA2K65
Southside Bancshares Inc
84470PAG4
365000.00000000
PA
USD
369182.66000000
0.059419042619
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHJ2
832101.53000000
PA
USD
809495.42000000
0.130286300177
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBK0
330000.00000000
PA
USD
348201.00000000
0.056042095961
Long
DBT
CORP
IE
N
2
2055-03-10
Fixed
6.95000000
N
N
N
N
N
N
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
NIKKEI 225 (SGX) MAR 26
000000000
2.00000000
NC
53731.10000000
0.008647888611
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
Long
SGX Nikkei 225 Stock Index Futures
NIH6 Index
2026-03-12
50635287.33000000
JPY
53731.10000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDR1
1204155.68000000
PA
USD
1049495.26000000
0.168913685119
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.50000000
N
N
N
N
N
N
UMB FINANCIAL CORP
549300MGEH3N3CUCV828
UMB Financial Corp
902788405
18525.00000000
NS
USD
496470.00000000
0.079905627445
Long
EP
CORP
US
N
1
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
KOREAN WON
000000000
1.00000000
NC
3189.95000000
0.000513414619
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
299999.36000000
USD
436141328.00000000
KRW
2026-03-04
3189.95000000
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR2
45661EAA2
566701.99000000
PA
USD
536041.54000000
0.086274569642
Long
ABS-MBS
CORP
US
N
2
2046-04-25
Floating
4.23000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EMER MKT INDEX (ICE) MAR 26
000000000
24.00000000
NC
USD
243378.42000000
0.039171159096
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
ICE U.S. MSCI Emerging Markets Index Futures
MESH6 Index
2026-03-20
1681061.58000000
USD
243378.42000000
N
N
N
RENTOKIL TERMINIX LLC
984500D5BAA7560EKJ44
Rentokil Terminix Funding LLC
760130AA2
205000.00000000
PA
USD
209913.90000000
0.033785126773
Long
DBT
CORP
US
N
2
2030-04-28
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
HUNGARIAN FURINT
000000000
1.00000000
NC
-219.74000000
-0.00003536661
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
600000.00000000
USD
191655600.00000000
HUF
2026-03-31
-219.74000000
N
N
N
Italian Derivatives Market
N/A
FTSE/MIB MINI INDEX MAR 26
000000000
2.00000000
NC
6860.11000000
0.001104117859
N/A
DE
IT
N
1
Italian Derivatives Market
N/A
Long
FTSE MIB Index Mini Futures
SWH6 Index
2026-03-20
88750.50000000
EUR
6860.11000000
N
N
N
JBS NV/USA FOODS/FOOD CO
N/A
JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings
46590XAY2
124000.00000000
PA
USD
130319.68000000
0.020974632503
Long
DBT
CORP
NL
N
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
90000.00000000
PA
USD
98111.23000000
0.015790761561
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE (ICE) DEC 26
000000000
6.00000000
NC
USD
16523.88000000
0.002659477912
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Brent Crude Oil Futures
COZ6 Comdty
2026-10-30
395316.12000000
USD
16523.88000000
N
N
N
BGME Trust
N/A
BGME Trust 2021-VR
05551XAG4
300000.00000000
PA
USD
233402.73000000
0.037565596286
Long
ABS-MBS
CORP
US
N
2
2043-01-10
Variable
2.99000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISHRHX47NOH65
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KKL2
425000.00000000
PA
USD
435460.70000000
0.070086330415
Long
ABS-MBS
USGSE
US
N
2
2041-09-25
Floating
9.92000000
N
N
N
N
N
N
ASX - All Markets
N/A
SPI 200 MAR 26
000000000
10.00000000
NC
54488.14000000
0.008769732340
N/A
DE
AU
N
1
ASX - All Markets
N/A
Long
SFE S&P ASX Share Price Index 200 Futures
XPH6 Index
2026-03-19
2216161.70000000
AUD
54488.14000000
N
N
N
Countrywide Alternative Loan Trust
549300TXT201GGLA0F48
Alternative Loan Trust 2007-OH3
02151DAD6
353994.75000000
PA
USD
341518.91000000
0.054966629983
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
4.23000000
N
N
N
N
N
N
Countrywide Asset-Backed Certificates
549300H6I2066O1LC673
CWABS Asset-Backed Certificates Trust 2007-13
126698AC3
109607.96000000
PA
USD
102014.59000000
0.016418997769
Long
ABS-O
CORP
US
N
2
2047-10-25
Floating
4.69000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
1506.92000000
0.000242535073
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
260521283.00000000
CLP
300000.74000000
USD
2026-03-23
1506.92000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
368.71000000
0.000059342969
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
100000.00000000
EUR
118721.08000000
USD
2026-04-01
368.71000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-2951.76000000
-0.00047507852
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
527783.31000000
BRL
100000.22000000
USD
2026-03-03
-2951.76000000
N
N
N
Structured Asset Mortgage Investments Inc
N/A
Structured Asset Mortgage Investments II Trust 2006-AR7
86361HAA2
569079.16000000
PA
USD
483860.18000000
0.077876107879
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
4.21000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
000000000
175000.00000000
PA
204647.96000000
0.032937586660
Long
DBT
US
N
2
2035-05-10
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE33
1098336.47000000
PA
USD
995174.88000000
0.160170953339
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE66
2961573.44000000
PA
USD
2941418.66000000
0.473414110836
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.50000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
POLISH ZLOTY
000000000
1.00000000
NC
2398.66000000
0.000386058437
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1500000.00000000
USD
5368716.42000000
PLN
2026-03-31
2398.66000000
N
N
N
WFMBS_07-7
N/A
WFMBS_07-7
94985JBQ2
589485.60000000
PA
USD
560126.27000000
0.090150947797
Long
ABS-CBDO
CORP
US
N
2
2037-06-25
Fixed
6.00000000
N
N
N
N
N
N
NEW S WALES TREASURY CRP
TC7LRO17HPNPLTAV0H77
New South Wales Treasury Corp
000000000
1375000.00000000
PA
968901.20000000
0.155942269056
Long
DBT
NUSS
AU
N
2
2038-02-24
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-42680.49000000
-0.00686932006
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
4952335620.00000000
KRW
3400000.00000000
USD
2026-03-04
-42680.49000000
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303MAD4
115000.00000000
PA
USD
116062.75000000
0.018680014626
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
4.88000000
N
N
N
N
N
N
Bursa Malaysia
254900CXCSGW8M52ZU27
CRUDE PALM OIL MAY 26
000000000
-11.00000000
NC
1222.23000000
0.000196714917
N/A
DCO
MY
N
1
Bursa Malaysia
254900CXCSGW8M52ZU27
Short
MDE Crude Palm Oil Futures
KOK6 Comdty
2026-05-15
-1116250.74000000
MYR
1222.23000000
N
N
N
JP Morgan Mortgage Acquisition Corp
N/A
JP Morgan Mortgage Acquisition Corp 2006-FRE1
46626LFN5
52559.68000000
PA
USD
52291.12000000
0.008416127366
Long
ABS-O
CORP
US
N
2
2035-05-25
Floating
4.37000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA 10YR NOTE JUN 26
000000000
-202.00000000
NC
USD
-221305.14000000
-0.03561851888
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10 Year U.S. Treasury Notes Futures
UXYM6 Comdty
2026-06-18
-23359038.61000000
USD
-221305.14000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
US DOLLARS
000000000
1.00000000
NC
-27126.15000000
-0.00436588723
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
7360756.70000000
NOK
746942.76000000
USD
2026-03-18
-27126.15000000
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBT7
325000.00000000
PA
USD
337350.00000000
0.054295654155
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.25000000
N
N
N
N
Y
Exelon Corp.
Exelon Corp.
USD
XXXX
N
N
N
ACRA Trust 2024-NQM1
N/A
ACRA Trust 2024-NQM1
00112EAD6
640000.00000000
PA
USD
648000.13000000
0.104294029795
Long
ABS-MBS
CORP
US
N
2
2064-10-25
Variable
6.19000000
N
N
N
N
N
N
CONTRA ALBIREO PHARMA
549300835H8LC7O8VC29
CONTRA ALBIREO PHARMA
013CVR022
37853.00000000
NS
USD
85169.25000000
0.013707781659
N/A
DE
US
Y
3
N/A
N/A
Albireo Pharma, Inc.
Albireo Pharma, Inc.
2099-12-31
XXXX
4262.69000000
N
N
N
The Montreal Exchange/Bourse De Montreal
549300DKBYNOI0B1NP44
CAN 5YR BOND JUN 26
000000000
1.00000000
NC
305.51000000
0.000049171084
N/A
DIR
CA
N
1
The Montreal Exchange/Bourse De Montreal
549300DKBYNOI0B1NP44
Long
Montreal Exchange 5 Year Canadian Bond Futures
XQM6 Comdty
2026-06-19
114902.44000000
CAD
305.51000000
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AM9
405000.00000000
PA
USD
414815.07000000
0.066763466961
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.63000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HBG3
250000.00000000
PA
USD
260054.83000000
0.041855186338
Long
DBT
CORP
CA
N
2
2065-06-01
Fixed
7.00000000
N
N
N
N
N
N
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
INR/USD FUTURE (SGX) MAR 26
000000000
-1.00000000
NC
USD
69.12000000
0.000011124694
N/A
DFE
SG
N
1
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
Short
SGX INR/USD Futures
XIDH6 Curncy
2026-03-25
-22005.12000000
USD
69.12000000
N
N
N
Norway Government Bonds
549300L0BT3FJTN9MX24
Norway Government Bonds
000000000
11195000.00000000
PA
1056820.69000000
0.170092695090
Long
DBT
NUSS
NO
N
2
2032-05-18
Fixed
2.13000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
DOLLAR INDEX MAR 26
000000000
-6.00000000
NC
USD
5049.30000000
0.000812672436
N/A
DFE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT FINEX U.S. Dollar Index Futures
DXH6 Curncy
2026-03-16
-590439.30000000
USD
5049.30000000
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537BA8
670000.00000000
PA
USD
724229.52000000
0.116562962938
Long
DBT
CORP
US
N
2
2054-12-15
Fixed
6.95000000
N
N
N
N
N
N
Flexential Issuer, LLC
N/A
Flexential Issuer 2021-1
33938MAA7
196571.43000000
PA
USD
194371.52000000
0.031283618875
Long
ABS-O
CORP
US
N
2
2051-11-27
Fixed
3.25000000
N
N
N
N
N
N
DYNASTY ACQUISITION CO INC
549300L1RCRPOAUCB870
DYNASTY ACQUISITION CO INC
000000000
146308.78000000
PA
USD
146674.55000000
0.023606908671
Long
LON
CORP
US
N
2
2031-10-31
Floating
5.67000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LMZSDP 20260526 LME COMDTY FWD
000000000
10.00000000
NC
USD
-11125.35000000
-0.00179059776
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Futures
LMAHDP Comdty
2026-05-26
840275.35000000
USD
-11125.35000000
N
N
N
SLM Student Loan Trust
549300EQOYJZL2D96G46
SLM Student Loan Trust 2008-4
78445AAD8
95598.70000000
PA
USD
95821.14000000
0.015422177199
Long
ABS-O
CORP
US
N
2
2026-07-25
Floating
5.80000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
2549007I2BIJP4S0O647
EFMT 2025-NQM3
26846YAG3
520000.00000000
PA
USD
525761.44000000
0.084620012789
Long
ABS-MBS
CORP
US
N
2
2070-08-25
Variable
6.45000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780082AT0
515000.00000000
PA
USD
508883.12000000
0.081903488629
Long
DBT
CORP
CA
N
2
2084-11-24
Fixed
6.35000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
EMINI TECHNOLOGY SELECT SECTOR MAR
000000000
-1.00000000
NC
USD
3768.52000000
0.000606534040
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-mini Technology Select Sector Futures
IXTH6 Index
2026-03-20
-283758.52000000
USD
3768.52000000
N
N
N
BXP Trust
N/A
BXP Trust 2017-GM
056083AL2
630000.00000000
PA
USD
614576.91000000
0.098914644604
Long
ABS-MBS
CORP
US
N
2
2039-06-13
Variable
3.42000000
N
N
N
N
N
N
HSBC Securities & Capital Markets India Pvt Ltd.
213800JPRY6Q79O7RK98
EURO COUNTRIES
000000000
1.00000000
NC
1157.43000000
0.000186285516
N/A
DFE
XX
N
2
HSBC Securities & Capital Markets India Pvt Ltd.
213800JPRY6Q79O7RK98
949379.73000000
USD
803772.35000000
EUR
2026-03-18
1157.43000000
N
N
N
AIRSERVICES AUSTRALIA
984500E3D9SF5M749X15
Airservices Australia
000000000
450000.00000000
PA
288631.72000000
0.046454566614
Long
DBT
NUSS
AU
N
2
2030-05-15
Fixed
2.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QVXA7
738678.12000000
PA
USD
764035.70000000
0.122969669867
Long
ABS-MBS
USGSE
US
N
2
2054-12-01
Fixed
5.50000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
WTI CRUDE JUN 26
000000000
1.00000000
NC
USD
4248.98000000
0.000683862897
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE WTI Crude Oil Futures Contract
ENM6 Comdty
2026-05-18
62311.02000000
USD
4248.98000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
554.54000000
0.000089251851
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
86795000.00000000
CLP
100000.00000000
USD
2026-03-24
554.54000000
N
N
N
OPEN TEXT INC
N/A
Open Text Holdings Inc
683720AC0
35000.00000000
PA
USD
30477.56000000
0.004905288446
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.13000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-OAT MAR 26
000000000
80.00000000
NC
103043.14000000
0.016584540366
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
French Government Bond Futures
OATH6 Comdty
2026-03-06
9826383.37000000
EUR
103043.14000000
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC
000000000
414541.75000000
PA
USD
414197.68000000
0.066664099556
Long
LON
CORP
US
N
2
2031-02-24
None
0.00000000
N
N
N
N
N
N
Progress Residential Trust
5493002EEQ4GX2578787
Progress Residential 2021-SFR9 Trust
74333QAJ4
910000.00000000
PA
USD
869677.26000000
0.139972419552
Long
ABS-O
CORP
US
N
2
2040-11-17
Fixed
2.81000000
N
N
N
N
N
N
Jersey Mikes Funding LLC
N/A
Jersey Mike's Funding LLC
476681AD3
351450.00000000
PA
USD
362501.45000000
0.058343718275
Long
ABS-O
CORP
US
N
2
2055-02-15
Fixed
5.64000000
N
N
N
N
N
N
ROLLINS INC
549300F2A0BXT4SGWD84
Rollins Inc
775711AC8
315000.00000000
PA
USD
323859.19000000
0.052124341412
Long
DBT
CORP
US
N
2
2035-02-24
Fixed
5.25000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QMTW4
886163.39000000
PA
USD
736616.65000000
0.118556641096
Long
ABS-MBS
USGA
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610808
31975.00000000
NS
USD
815682.25000000
0.131282055274
Long
EP
CORP
US
N
1
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
2025000000.00000000
PA
123063.50000000
0.019806768149
Long
DBT
NUSS
ID
N
2
2033-05-15
Fixed
6.63000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAZ9
115000.00000000
PA
USD
110283.30000000
0.017749826340
Long
DBT
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COFFEE JUL 26
000000000
-2.00000000
NC
USD
8582.84000000
0.001381387023
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CSC C Coffee Futures
KCN6 Comdty
2026-07-21
-215507.84000000
USD
8582.84000000
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AJ4
100000.00000000
PA
USD
103122.46000000
0.016597306725
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.63000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CLASS III MILK FUTURE APR 26
000000000
2.00000000
NC
USD
1735.60000000
0.000279340558
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Class III Milk Futures
DAJ6 Comdty
2026-04-28
67344.40000000
USD
1735.60000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ MAR 26
000000000
-30.00000000
NC
-10738.90000000
-0.00172839958
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 2 Year Euro SCHATZ Futures
DUH6 Comdty
2026-03-06
-3201857.57000000
EUR
-10738.90000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
AUSTRALIA DOLLAR
000000000
1.00000000
NC
N/A
24484.38000000
0.003940700840
N/A
DFE
AU
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
5589294.70000000
CAD
5800000.00000000
AUD
2026-03-31
24484.38000000
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
Aon Corp
037389BE2
230000.00000000
PA
USD
218130.53000000
0.035107573196
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
N
PHILLIPS EDISON GROCERY
549300WUPIVS6ZE0ZI51
Phillips Edison Grocery Center Operating Partnership I LP
71845JAE8
220000.00000000
PA
USD
220278.50000000
0.035453283693
Long
DBT
US
N
2
2033-03-15
Fixed
4.75000000
N
N
N
N
N
N
FIRST CITIZENS BANCSHARE
549300N3Z00ZHE2XC526
First Citizens BancShares Inc/NC
31959XAF0
395000.00000000
PA
USD
402146.56000000
0.064724501383
Long
DBT
CORP
US
N
2
2040-03-12
Fixed
6.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HLPB2
2797671.88000000
PA
USD
165092.58000000
0.026571245375
Long
ABS-MBS
USGSE
US
N
2
2055-06-25
Floating
1.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XLPD4
1393351.51000000
PA
USD
1212758.50000000
0.195190502713
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
2.50000000
N
N
N
N
N
N
OMERS FINANCE TRUST
529900M039WCPES03P17
OMERS Finance Trust
000000000
260000.00000000
PA
312188.98000000
0.050246049768
Long
DBT
CORP
CA
N
2
2035-01-28
Fixed
3.25000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
COFFEE ROBUSTA JUL 26
000000000
-4.00000000
NC
USD
3945.31000000
0.000634987957
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Short
Robusta Coffee Futures 10-Tonne
DFN6 Comdty
2026-07-27
-146025.31000000
USD
3945.31000000
N
N
N
VENTURE GLOBAL PLAQUE
549300TKP4I6OJ02BF90
Venture Global Plaquemines LNG LLC
922966AD8
290000.00000000
PA
USD
309224.31000000
0.049768893411
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S&P MID 400 EMINI MAR 26
000000000
5.00000000
NC
USD
77272.06000000
0.012436748319
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini S&P MidCap 400 Index Futures
FAH6 Index
2026-03-20
1711677.94000000
USD
77272.06000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS APR 26
000000000
-6.00000000
NC
USD
9309.80000000
0.001498389450
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Henry Hub Natural Gas Futures
NGJ26 Comdty
2026-03-27
-180849.80000000
USD
9309.80000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
NEW ZEALAND DOLLAR
000000000
1.00000000
NC
N/A
15799.33000000
0.002542863369
N/A
DFE
NZ
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
222072000.00000000
JPY
2400000.00000000
NZD
2026-03-31
15799.33000000
N
N
N
ASX - All Markets
N/A
AUST 10YR BOND MAR 26
000000000
-50.00000000
NC
-43555.98000000
-0.00701022803
N/A
DIR
AU
N
1
ASX - All Markets
N/A
Short
SFE 10 Year Australian Bond Futures
XMH6 Comdty
2026-03-16
-5468128.59000000
AUD
-43555.98000000
N
N
N
MetroNet Infrastructure Issuer LLC
5493000BIROCAEATAQ61
MetroNet Infrastructure Issuer LLC
59170JBH0
165000.00000000
PA
USD
169578.78000000
0.027293288249
Long
ABS-O
CORP
US
N
2
2055-12-20
Fixed
7.11000000
N
N
N
N
N
N
Romania Government International Bonds
315700IASY927EDWBK92
Romania Government International Bonds
000000000
64000.00000000
PA
USD
64662.61000000
0.010407288304
Long
DBT
NUSS
RO
N
2
2035-03-24
Fixed
5.75000000
N
N
N
N
N
N
OPTION CARE HEALTH INC
549300DI3Q5ACSYJRI17
Option Care Health Inc
68404LAA0
160000.00000000
PA
USD
156215.51000000
0.025142502755
Long
DBT
CORP
US
N
2
2029-10-31
Fixed
4.38000000
N
N
N
N
N
N
Rockford Tower CLO Ltd
5493000QG193Z8ZVLY16
Rockford Tower CLO 2021-1 Ltd
77341KAE1
448279.00000000
PA
USD
448805.28000000
0.072234107799
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
5.58000000
N
N
N
N
N
N
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
SGX TSI IRON ORE CHINA 62% FUT APR
000000000
-4.00000000
NC
USD
-121.80000000
-0.00001960341
N/A
DCO
SG
N
1
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
Short
SGX Asiaclear TSI Iron Ore CFR China 62% FE Fines Index Futures
SCOJ6 Index
2026-04-30
-39222.20000000
USD
-121.80000000
N
N
N
Asset Backed Funding Certificates
N/A
ABFC 2007-WMC1 Trust
04545EAA1
541781.08000000
PA
USD
390776.18000000
0.062894466641
Long
ABS-O
CORP
US
N
2
2037-06-25
Floating
5.04000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HMVM9
2077543.64000000
PA
USD
172038.69000000
0.027689204724
Long
ABS-MBS
USGSE
US
N
2
2055-09-25
Floating
2.23000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
EURO COUNTRIES
000000000
1.00000000
NC
16150.65000000
0.002599407460
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
975010.60000000
USD
838124.00000000
EUR
2026-03-18
16150.65000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
E-MINI NATURAL GAS APR 26
000000000
-7.00000000
NC
USD
1563.30000000
0.000251609296
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Henry Hub E-mini Natural Gas Futures
EOJ6 Comdty
2026-03-26
-51595.80000000
USD
1563.30000000
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_20-2PAC
N/A
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_20-2PAC
63875DAE1
2665000.00000000
PA
USD
22397.73000000
0.003604859647
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
0.96000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MGLD1
1453540.10000000
PA
USD
1207782.24000000
0.194389585885
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND JUN 26
000000000
58.00000000
NC
USD
54373.42000000
0.008751268438
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USM6 Comdty
2026-06-18
6816814.08000000
USD
54373.42000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
SHORT EURO-BTP (ITALY GOVT) MAR 26
000000000
66.00000000
NC
6782.55000000
0.001091634768
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex Short-term Euro-BTP Futures
BTSH6 Comdty
2026-03-06
7104463.30000000
EUR
6782.55000000
N
N
N
Sequoia Logistics
635400SNUE4YGPESHU40
Sequoia Logistics 2025-1 DAC
000000000
260000.00000000
PA
307879.10000000
0.049552385164
Long
ABS-MBS
CORP
IE
N
2
2037-02-17
Floating
5.80000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
000000000
200000.00000000
PA
USD
204390.05000000
0.032896076679
Long
DBT
CORP
CL
N
2
2033-02-02
Fixed
5.13000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AP6
300000.00000000
PA
USD
295279.46000000
0.047524504044
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.63000000
N
N
N
N
N
N
ROCC Trust
N/A
ROCK Trust 2024-CNTR
74970WAJ9
570000.00000000
PA
USD
610000.26000000
0.098178044025
Long
ABS-MBS
CORP
US
N
2
2041-11-13
Fixed
8.82000000
N
N
N
N
N
N
WINTRUST FINANCIAL CORP
Q774KI4AW80FHFW33O61
Wintrust Financial Corp
97650W702
10275.00000000
NS
USD
274342.50000000
0.044154751742
Long
EP
CORP
US
N
1
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BZ9
115000.00000000
PA
USD
118918.30000000
0.019139608387
Long
DBT
CORP
US
N
2
2034-01-31
Fixed
6.25000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
US DOLLARS
000000000
1.00000000
NC
-104.31000000
-0.00001678843
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
7266.00000000
EUR
8488.43000000
USD
2026-03-18
-104.31000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWEJ8
519564.25000000
PA
USD
506491.93000000
0.081518632470
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BUDT4
632445.61000000
PA
USD
64447.60000000
0.010372682972
Long
ABS-MBS
USGSE
US
N
2
2054-11-25
Floating
2.33000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC Series 2019-NQM1
12655VAA2
3493.19000000
PA
USD
3471.92000000
0.000558796998
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.66000000
N
N
N
N
N
N
Onslow Bay Financial LLC
25490010LUJWFEUCIH44
OBX 2021-NQM3 Trust
67114JAA8
977725.61000000
PA
USD
836472.91000000
0.134628260951
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.05000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AN1
760000.00000000
PA
USD
721721.84000000
0.116159358000
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.63000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
MEXICAN PESO
000000000
1.00000000
NC
8175.18000000
0.001315775147
N/A
DFE
MX
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
505817.15000000
USD
8864986.57000000
MXN
2026-03-18
8175.18000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
GAS OIL MAY 26
000000000
2.00000000
NC
USD
11797.96000000
0.001898852692
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Gas Oil Futures
QSK6 Comdty
2026-05-12
133702.04000000
USD
11797.96000000
N
N
N
SLM Student Loan Trust
5493000NQN5E3MSIIG77
SLM Student Loan Trust 2012-7
78447KAD4
550000.00000000
PA
USD
528535.04000000
0.085066416899
Long
ABS-O
CORP
US
N
2
2043-09-25
Floating
5.58000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
PLATINUM APR 26
000000000
5.00000000
NC
USD
80560.76000000
0.012966056509
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Platinum Futures
PLJ6 Comdty
2026-04-28
512814.24000000
USD
80560.76000000
N
N
N
LIVE OAK BANCSHARES
N/A
Live Oak Bancshares Inc
53803X402
9100.00000000
NS
USD
231413.00000000
0.037245354128
Long
EP
CORP
US
N
1
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
2163.56000000
0.000348219669
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
347201217.00000000
CLP
400000.25000000
USD
2026-03-04
2163.56000000
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587842
10150.00000000
NS
USD
544131.29000000
0.087576595041
Long
EP
CORP
US
N
2
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F040636
1650000.00000000
PA
USD
1603492.01000000
0.258078101723
Long
ABS-MBS
USGSE
US
N
2
2056-03-01
Fixed
4.00000000
N
N
N
N
N
N
Colombia Government International Bonds
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325EP6
262000.00000000
PA
USD
272799.09000000
0.043906343692
Long
DBT
NUSS
CO
N
2
2036-11-07
Fixed
7.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QUBJ4
820633.83000000
PA
USD
845822.15000000
0.136132998173
Long
ABS-MBS
USGSE
US
N
2
2054-03-01
Fixed
5.50000000
N
N
N
N
N
N
TREASURY CORP VICTORIA
549300ZJM7BQW1P9UV75
Treasury Corp of Victoria
000000000
1125000.00000000
PA
562665.88000000
0.090559691791
Long
DBT
NUSS
AU
N
2
2037-11-20
Fixed
2.00000000
N
N
N
N
N
N
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
MSCI SING IX ETS MAR 26
000000000
13.00000000
NC
2307.59000000
0.000371400944
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
Long
SGX MSCI Singapore Index Futures
QZH6 Index
2026-03-30
597091.88000000
SGD
2307.59000000
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
US DOLLARS
000000000
1.00000000
NC
-89655.93000000
-0.01442990178
N/A
DFE
AU
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
2223002.90000000
AUD
1492150.68000000
USD
2026-04-01
-89655.93000000
N
N
N
Lehman XS Trust
549300FDK6ZP3YIHRJ47
Lehman XS Trust Series 2007-16N
52525BAD4
408376.04000000
PA
USD
381232.63000000
0.061358455702
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
5.49000000
N
N
N
N
N
N
RIDE 2025-SHRE
N/A
RIDE 2025-SHRE
765692AG3
400000.00000000
PA
USD
413249.12000000
0.066511431153
Long
ABS-MBS
CORP
US
N
2
2047-02-14
Variable
6.97000000
N
N
N
N
N
N
MC BRAZIL DWNSTRM
213800T2A7R9TYNXZI63
MC Brazil Downstream Trading SARL
55292WAA8
199357.09000000
PA
USD
171614.25000000
0.027620892148
Long
DBT
CORP
LU
N
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
NORTHWEST NATURAL HOLDI
254900PSJL6ZEC8FR782
Northwest Natural Holding Co
66765NAA3
415000.00000000
PA
USD
433078.46000000
0.069702914736
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
7.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F032633
6225000.00000000
PA
USD
5865695.80000000
0.944069336119
Long
ABS-MBS
USGSE
US
N
2
2056-03-01
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
COLOMBIAN PESO
000000000
1.00000000
NC
-3214.84000000
-0.00051742060
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
200000.00000000
USD
742678000.00000000
COP
2026-03-24
-3214.84000000
N
N
N
DVI DT VERMOEGENS IMMVWL
529900MFTCNJE8PQM633
DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH
000000000
100000.00000000
PA
122840.15000000
0.019770820515
Long
DBT
CORP
DE
N
2
2030-08-21
Fixed
4.88000000
N
N
N
N
N
N
ALLO Issuer, LLC
N/A
ALLO Issuer LLC
01983KAS3
425000.00000000
PA
USD
438779.78000000
0.070620528191
Long
ABS-O
CORP
US
N
2
2055-04-20
Fixed
8.10000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
COCOA FUTURE (LIFFE) JUL 26
000000000
-2.00000000
NC
13463.93000000
0.002166986473
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Short
Cocoa Futures
QCN6 Comdty
2026-07-16
-52068.22000000
GBP
13463.93000000
N
N
N
Freddie Mac - STACR
5493000ISONLNOUKGB71
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KLV9
520000.00000000
PA
USD
539647.42000000
0.086854927174
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
11.17000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31423XMX6
707292.55000000
PA
USD
87953.83000000
0.014155952972
Long
ABS-MBS
USGSE
US
N
2
2050-03-25
Fixed
2.00000000
N
N
N
N
N
N
CSN ISLANDS XI CORP
222100R8R68DM7VM3661
CSN Inova Ventures
12642KAB0
280000.00000000
PA
USD
242549.03000000
0.039037670812
Long
DBT
CORP
KY
N
2
2028-01-28
Fixed
6.75000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
165000.00000000
PA
USD
153760.30000000
0.024747342735
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.63000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3E1
230000.00000000
PA
USD
238017.75000000
0.038308372423
Long
DBT
CORP
US
N
2
2029-07-25
Fixed
5.57000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
ICE NAT BAL PT APR6
000000000
10.00000000
NC
-11234.86000000
-0.00180822313
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Natural Gas Futures
FNJ6 Comdty
2026-03-30
244042.60000000
GBP
-11234.86000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWHZ9
1343531.77000000
PA
USD
1355238.37000000
0.218122287938
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.00000000
N
N
N
N
N
N
New Zealand Government Bonds
549300237GPHG2AI7C34
New Zealand Government Bonds
000000000
425000.00000000
PA
172999.24000000
0.027843802887
Long
DBT
NUSS
NZ
N
2
2041-05-15
Fixed
1.75000000
N
N
N
N
N
N
Warsaw Stock Exchange/Equities/Main Market
N/A
WIG20(PLN20) INDEX MAR 26
000000000
35.00000000
NC
30339.65000000
0.004883092170
N/A
DE
PL
N
1
Warsaw Stock Exchange/Equities/Main Market
N/A
Long
WSE WIG20 Index Futures
KRSH6 Index
2026-03-20
2300365.70000000
PLN
30339.65000000
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AP9
81000.00000000
PA
USD
86739.55000000
0.013960517588
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
9.50000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TBQ9
680000.00000000
PA
USD
719576.00000000
0.115813990321
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
3.00000000
N
N
N
N
Y
CenterPoint Energy Inc
CenterPoint Energy Inc
USD
XXXX
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAJ3
150000.00000000
PA
USD
151515.77000000
0.024386091142
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.88000000
N
N
N
N
N
N
Commodities Exchange Center
N/A
E-MICRO GOLD FUTURES APR 26
000000000
1.00000000
NC
USD
3252.20000000
0.000523433604
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX E-Micro Gold Futures
MGCJ6 Comdty
2026-04-28
49226.80000000
USD
3252.20000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWF32
727383.87000000
PA
USD
707298.11000000
0.113837894073
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
ISRAELI SHEKEL
000000000
1.00000000
NC
-23915.27000000
-0.00384910398
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1600000.00000000
USD
4935772.00000000
ILS
2026-03-31
-23915.27000000
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023204
4300.00000000
NS
USD
312352.00000000
0.050272287436
Long
EP
CORP
US
N
2
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280EV7
555000.00000000
PA
USD
578592.94000000
0.093123112990
Long
DBT
CORP
GB
N
2
2031-08-27
Fixed
6.95000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS APR 26
000000000
-4.00000000
NC
USD
7458.87000000
0.001200486811
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Henry Hub Natural Gas Futures
NGJ26 Comdty
2026-03-27
-121818.87000000
USD
7458.87000000
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BU3
50000.00000000
PA
USD
44295.83000000
0.007129305072
Long
DBT
CORP
US
N
2
2031-08-12
Fixed
2.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE JUN 26
000000000
214.00000000
NC
USD
124940.66000000
0.020108892442
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes Futures
FVM6 Comdty
2026-06-30
23445153.09000000
USD
124940.66000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-2921.61000000
-0.00047022595
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
375000.00000000
CHF
486549.34000000
USD
2026-03-31
-2921.61000000
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368D8W7
580000.00000000
PA
449257.98000000
0.072306968752
Long
DBT
CORP
CA
N
2
2082-11-26
Fixed
7.33000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL MAR 26
000000000
-53.00000000
NC
-49788.01000000
-0.00801325795
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 5 Year Euro BOBL Futures
OEH6 Comdty
2026-03-06
-6183310.99000000
EUR
-49788.01000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
DJIA MINI e-CBOT MAR 26
000000000
4.00000000
NC
USD
-3756.28000000
-0.00060456404
N/A
DE
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT $5 Mini Dow Jones Industrial Average e-CBOT Futures
DMH6 Index
2026-03-20
983756.28000000
USD
-3756.28000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NORWAY KRONA
000000000
1.00000000
NC
15568.17000000
0.002505658734
N/A
DFE
NO
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
755000.00000000
USD
7327467.53000000
NOK
2026-03-18
15568.17000000
N
N
N
Progress Residential Trust
5493002EEQ4GX2578787
Progress Residential 2024-SFR3 Trust
74331VAG1
450000.00000000
PA
USD
429735.47000000
0.069164868704
Long
ABS-O
CORP
US
N
2
2041-06-17
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-251.86000000
-0.00004053624
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
513942.34000000
BRL
100000.23000000
USD
2026-03-03
-251.86000000
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AV3
888000.00000000
PA
USD
790911.07000000
0.127295194678
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.88000000
N
N
N
N
N
N
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
FTSE TAIWAN MAR 26
000000000
9.00000000
NC
USD
30709.03000000
0.004942542974
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
Long
SGX FTSE Taiwan Index Futures
TWTH6 Index
2026-03-30
989980.97000000
USD
30709.03000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3142GTTA4
538666.79000000
PA
USD
546824.33000000
0.088010033216
Long
ABS-MBS
USGSE
US
N
2
2055-01-01
Fixed
5.00000000
N
N
N
N
N
N
OPAL BIDCO
969500R96XT7XY2UJ564
OPAL BIDCO
68348BAA1
105000.00000000
PA
USD
108114.10000000
0.017400698926
Long
DBT
CORP
FR
N
2
2032-03-31
Fixed
6.50000000
N
N
N
N
N
N
KEDRION SPA
81560047FA58E1BEDF67
Kedrion SpA
49272YAB9
321000.00000000
PA
USD
313458.00000000
0.050450295421
Long
DBT
CORP
IT
N
2
2029-09-01
Fixed
6.50000000
N
N
N
N
N
N
The Montreal Exchange/Bourse De Montreal
549300DKBYNOI0B1NP44
CAN 10YR BOND JUN 26
000000000
-5.00000000
NC
-1579.73000000
-0.00025425366
N/A
DIR
CA
N
1
The Montreal Exchange/Bourse De Montreal
549300DKBYNOI0B1NP44
Short
Montreal Exchange 10 Year Canadian Bond Futures
CNM6 Comdty
2026-06-19
-612043.10000000
CAD
-1579.73000000
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AY0
265000.00000000
PA
USD
269236.33000000
0.043332926218
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
6.50000000
N
N
N
N
N
N
QUEENSLAND TREASURY CORP
98INKCEEHOU5YJS0HQ88
Queensland Treasury Corp
000000000
300000.00000000
PA
203188.39000000
0.032702672452
Long
DBT
NUSS
AU
N
2
2035-08-22
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2017-375H
36254JAA3
460000.00000000
PA
USD
450420.18000000
0.072494021989
Long
ABS-MBS
CORP
US
N
2
2037-09-10
Variable
3.48000000
N
N
N
N
N
N
TXNM ENERGY INC
5493003JOBJGLZSDDQ28
TXNM Energy Inc
69349HAF4
265000.00000000
PA
USD
356173.47000000
0.057325245432
Long
DBT
CORP
US
N
2
2054-06-01
Fixed
5.75000000
N
N
N
N
Y
TXNM Energy Inc
TXNM Energy Inc
USD
XXXX
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COTTON NO.2 MAY 26
000000000
-23.00000000
NC
USD
-9304.25000000
-0.00149749619
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CTN Number 2 Cotton Futures
CTK6 Comdty
2026-05-06
-745210.75000000
USD
-9304.25000000
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAQ4
120000.00000000
PA
USD
126783.19000000
0.020405443121
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3142GTT97
381984.40000000
PA
USD
393955.27000000
0.063406133371
Long
ABS-MBS
USGSE
US
N
2
2055-02-01
Fixed
5.50000000
N
N
N
N
N
N
FIGRE Trust
N/A
FIGRE Trust 2025-HE8
30191WAC9
712828.76000000
PA
USD
715506.72000000
0.115159049696
Long
ABS-O
CORP
US
N
2
2055-11-25
Variable
5.46000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HLVW9
258035.33000000
PA
USD
253558.00000000
0.040809537502
Long
ABS-MBS
USGSE
US
N
2
2055-06-25
Floating
5.07000000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AM6
238000.00000000
PA
USD
245793.97000000
0.039559935938
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
9.38000000
N
N
N
N
N
N
GRAND CANYON UNIVERSITY
N/A
Grand Canyon University
38528UAE6
110000.00000000
PA
USD
110290.44000000
0.017750975505
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.13000000
N
N
N
N
N
N
FLAGSTAR BANK NA
SS1TRMSN6BRNMOREEV51
Flagstar Bank NA
649445AC7
145000.00000000
PA
USD
142879.85000000
0.022996161023
Long
DBT
CORP
US
N
2
2028-11-06
Variable
6.71000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDA1
90000.00000000
PA
USD
90312.97000000
0.014535650763
Long
DBT
CORP
US
N
2
2028-04-26
Fixed
4.32000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
1190000.00000000
PA
USD
1176729.73000000
0.189391760648
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AG2
100000.00000000
PA
USD
95018.36000000
0.015292971729
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAR1
120000.00000000
PA
USD
122163.82000000
0.019661966862
Long
ABS-O
CORP
US
N
2
2055-07-25
Fixed
5.22000000
N
N
N
N
N
N
Korea Exchange (Futures Market)
N/A
KOREA 3YR BOND MAR 26
000000000
-319.00000000
NC
-101433.97000000
-0.01632554840
N/A
DIR
KR
N
1
Korea Exchange (Futures Market)
N/A
Short
KFE 3 Year Treasury Bond Futures
KEH6 Comdty
2026-03-17
-33522610390.03000000
KRW
-101433.97000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378XDR9
984942.09000000
PA
USD
4810.95000000
0.000774310589
Long
ABS-MBS
USGA
US
N
2
2055-05-16
Variable
0.18000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-CLS
05609XAA9
150000.00000000
PA
USD
150601.47000000
0.024238936802
Long
ABS-MBS
CORP
US
N
2
2027-10-13
Fixed
5.76000000
N
N
N
N
N
N
PRKCM Trust
N/A
PRKCM 2021-AFC2 Trust
69361JAA4
871098.80000000
PA
USD
786158.48000000
0.126530276987
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
2.07000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQK93
2991760.76000000
PA
USD
11316.04000000
0.001821288852
Long
ABS-MBS
USGSE
US
N
2
2026-09-25
Variable
0.73000000
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
11070TAM0
350000.00000000
PA
USD
353978.00000000
0.056971889926
Long
DBT
NUSS
CA
N
2
2033-07-06
Fixed
4.20000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL JUN 26
000000000
6.00000000
NC
USD
-1234.32000000
-0.00019866077
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Nickel Futures
LNM6 Comdty
2026-06-16
645543.96000000
USD
-1234.32000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWER0
783941.04000000
PA
USD
762293.91000000
0.122689333044
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
MARB BONDCO PLC
254900PVA1EU6QM1JN57
MARB BondCo PLC
566007AC4
400000.00000000
PA
USD
364312.56000000
0.058635211982
Long
DBT
CORP
GB
N
2
2031-01-29
Fixed
3.95000000
N
N
N
N
N
N
Delta 2 (LUX) S.a.r.l.
549300BBG8Z3D6QSYP53
Delta 2 (LUX) Sarl 2024 Term Loan B1
000000000
268000.00000000
PA
USD
268201.00000000
0.043166292397
Long
LON
CORP
LU
N
2
2031-09-19
Floating
5.42000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
GAS OIL APR 26
000000000
20.00000000
NC
USD
80659.93000000
0.012982017677
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Gas Oil Futures
QSJ6 Comdty
2026-04-10
1405340.07000000
USD
80659.93000000
N
N
N
NEW S WALES TREASURY CRP
TC7LRO17HPNPLTAV0H77
New South Wales Treasury Corp
000000000
255000.00000000
PA
173865.45000000
0.027983217260
Long
DBT
NUSS
AU
N
2
2037-02-20
Fixed
4.75000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ADZ5
700000.00000000
PA
USD
704293.33000000
0.113354282110
Long
DBT
CORP
US
N
2
2036-02-15
Fixed
5.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BS2
690000.00000000
PA
USD
548301.83000000
0.088247833213
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.13000000
N
N
N
N
N
N
FIRSTCASH INC
549300V2X3UU7K0DG350
FirstCash Inc
33767DAD7
100000.00000000
PA
USD
103302.53000000
0.016626288549
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
6.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE JUN 26
000000000
-74.00000000
NC
USD
-24507.75000000
-0.00394446218
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 2 Year U.S. Treasury Notes Futures
TUM6 Comdty
2026-06-30
-15461726.66000000
USD
-24507.75000000
N
N
N
Higley Park Clo Ltd
213800CD95HT8UXDOH68
Higley Park Clo Ltd
43128VAE8
450000.00000000
PA
USD
318993.75000000
0.051341260791
Long
ABS-CBDO
CORP
KY
N
2
2038-07-24
Variable
0.00000000
N
N
N
N
N
N
Polaris
213800DMUJ69B2MVV386
Polaris 2026-1 PLC
000000000
150000.00000000
PA
197676.60000000
0.031815563386
Long
ABS-CBDO
CORP
GB
N
2
2070-06-27
Floating
7.56000000
N
N
N
N
N
N
Freddie Mac - STACR
529900ZVQVVVNGMGDO97
Freddie Mac STACR REMIC Trust 2025-DNA4
35564UBS5
195000.00000000
PA
USD
195656.18000000
0.031490381748
Long
ABS-MBS
USGSE
US
N
2
2045-10-25
Floating
5.22000000
N
N
N
N
N
N
DIGITAL DUTCH FINCO BV
549300ONZ5IS6B6IMJ70
Digital Dutch Finco BV
000000000
220000.00000000
PA
259866.94000000
0.041824945904
Long
DBT
NL
N
2
2035-03-15
Fixed
3.88000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
254900ZARLSVK41DKO78
Dell International LLC / EMC Corp
24703TAK2
275000.00000000
PA
USD
351872.83000000
0.056633067984
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
AUSTRALIA DOLLAR
000000000
1.00000000
NC
33754.34000000
0.005432678141
N/A
DFE
AU
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
1664159.75000000
USD
2386034.52000000
AUD
2026-03-18
33754.34000000
N
N
N
LA FRANCAISE DES JEUX SA
969500R4CLSQFTYYI535
FDJ UNITED
000000000
100000.00000000
PA
117744.58000000
0.018950701035
Long
DBT
CORP
FR
N
2
2033-11-21
Fixed
3.38000000
N
N
N
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAM9
520000.00000000
PA
USD
516734.06000000
0.083167078145
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.20000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859CD2
170000.00000000
PA
USD
173121.56000000
0.027863489991
Long
DBT
CORP
US
N
2
2035-05-01
Fixed
5.55000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505GB4
80000.00000000
PA
USD
79685.16000000
0.012825130839
Long
DBT
CORP
US
N
2
2027-01-27
Fixed
4.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810UR7
20000.00000000
PA
USD
20381.25000000
0.003280312142
Long
DBT
UST
US
N
2
2056-02-15
Fixed
4.75000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
HUNGARIAN FURINT
000000000
1.00000000
NC
N/A
6856.47000000
0.001103532010
N/A
DFE
XX
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
600000.00000000
EUR
229090260.00000000
HUF
2026-03-31
6856.47000000
N
N
N
VAR ENERGI ASA
549300LIVN3FFOJN2K47
Var Energi ASA
92212WAG5
340000.00000000
PA
USD
367511.44000000
0.059150063864
Long
DBT
CORP
NO
N
2
2035-05-22
Fixed
6.50000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
5743.75000000
0.000924442459
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
729254899.12000000
COP
200000.48000000
USD
2026-03-05
5743.75000000
N
N
N
Commodities Exchange Center
N/A
COPPER MAY 26
000000000
6.00000000
NC
USD
35633.43000000
0.005735113062
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Copper Futures
HGK6 Comdty
2026-05-27
873291.57000000
USD
35633.43000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LMAHDP 20260506 LME COMDTY FWD
000000000
3.00000000
NC
USD
859.19000000
0.000138284520
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Futures
LMAHDP Comdty
2026-05-06
234383.56000000
USD
859.19000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
AUSTRALIA DOLLAR
000000000
1.00000000
NC
14217.81000000
0.002288321608
N/A
DFE
AU
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
570235.17000000
USD
821316.57000000
AUD
2026-03-18
14217.81000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
BRITISH POUND
000000000
1.00000000
NC
-56969.01000000
-0.00916902227
N/A
DFE
GB
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
5616525.75000000
USD
4125000.00000000
GBP
2026-03-31
-56969.01000000
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B7HP9
4300000.00000000
PA
USD
75668.39000000
0.012178641570
Long
ABS-MBS
USGSE
US
N
2
2029-03-25
Variable
0.70000000
N
N
N
N
N
N
U.S. Bank National Association
N/A
US Bank C&I Credit-Linked Notes Series 2025-2
90355PAF3
211931.18000000
PA
USD
212958.33000000
0.034275120306
Long
ABS-O
CORP
US
N
2
2032-09-25
Floating
7.37000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAE8
700000.00000000
PA
USD
743883.92000000
0.119726290358
Long
DBT
CORP
FR
N
2
2029-11-21
Fixed
8.13000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust 2006-AR2
17307G6K9
191300.68000000
PA
USD
141476.23000000
0.022770251831
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
5.46000000
N
N
N
N
N
N
POPULAR INC
5493008CARDZMVQ3LO89
Popular Inc
733174AL0
215000.00000000
PA
USD
224497.65000000
0.036132345525
Long
DBT
CORP
PR
N
2
2028-03-13
Fixed
7.25000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
SINGAPORE DOLLAR
000000000
1.00000000
NC
14509.69000000
0.002335298977
N/A
DFE
SG
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
889566.52000000
USD
1142185.62000000
SGD
2026-03-18
14509.69000000
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAB6
231000.00000000
PA
USD
205414.38000000
0.033060940077
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AW1
184537.50000000
PA
USD
186406.66000000
0.030001694215
Long
ABS-O
CORP
US
N
2
2055-08-20
Fixed
5.17000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AW4
45000.00000000
PA
USD
44332.27000000
0.007135170001
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.63000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-5170.71000000
-0.00083221307
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1158464000.00000000
KRW
800000.00000000
USD
2026-03-24
-5170.71000000
N
N
N
Italian Derivatives Market
N/A
FTSE/MIB INDEX MAR 26
000000000
4.00000000
NC
75213.12000000
0.012105366982
N/A
DE
IT
N
1
Italian Derivatives Market
N/A
Long
FTSE MIB Index Futures
STH6 Index
2026-03-20
881868.96000000
EUR
75213.12000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MXN/USD FUTURE (CME) MAR 26
000000000
150.00000000
NC
USD
272382.00000000
0.043839214081
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Mexican Peso Currency Futures
PEH6 Curncy
2026-03-16
4074618.00000000
USD
272382.00000000
N
N
N
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
3MO EURO EURIBOR MAR 27
000000000
93.00000000
NC
8160.32000000
0.001313383466
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
Long
3 Month Euro Euribor Futures
ERH7 Comdty
2027-03-15
22780431.16000000
EUR
8160.32000000
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG Inc
90279XAA0
110000.00000000
PA
USD
106743.32000000
0.017180075251
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.88000000
N
N
N
N
N
N
INDIA GOVERNMENT BOND
335800IV7VCDQGIOI391
India Government Bond
000000000
77000000.00000000
PA
873483.30000000
0.140584992345
Long
DBT
NUSS
IN
N
2
2029-04-18
Fixed
7.10000000
N
N
N
N
N
N
HOMES TRUST HOMES_25-AFC3
N/A
HOMES TRUST HOMES_25-AFC3
43762AAF2
650000.00000000
PA
USD
655214.56000000
0.105455174588
Long
ABS-CBDO
CORP
US
N
2
2060-08-25
Floating
5.82000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2J1
405000.00000000
PA
USD
381153.85000000
0.061345776255
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
2.57000000
N
N
N
N
N
N
VMED O2 UK FINANCING I
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
000000000
205000.00000000
PA
234780.17000000
0.037787291871
Long
DBT
CORP
GB
N
2
2032-04-15
Fixed
5.63000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
EURO COUNTRIES
000000000
1.00000000
NC
1608.24000000
0.000258842279
N/A
DFE
XX
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1181849.10000000
USD
1000000.00000000
EUR
2026-03-31
1608.24000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CP7
40000.00000000
PA
USD
42504.30000000
0.006840962718
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
6.65000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-2726.89000000
-0.00043888624
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
4126486.80000000
CNY
600000.00000000
USD
2026-03-31
-2726.89000000
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2024-WOLF
39152MAE5
360000.00000000
PA
USD
360450.00000000
0.058013542434
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Floating
6.05000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAL8
355000.00000000
PA
USD
361010.26000000
0.058103714906
Long
ABS-O
CORP
US
N
2
2055-08-25
Fixed
5.05000000
N
N
N
N
N
N
RIVERS ENT BORROWER LLC
N/A
Rivers Enterprise Borrower LLC
76884GAA3
110000.00000000
PA
USD
112412.16000000
0.018092461130
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
6.25000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE (ICE) JUN 26
000000000
7.00000000
NC
USD
36312.92000000
0.005844475309
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Brent Crude Oil Futures
COM6 Comdty
2026-04-30
469717.08000000
USD
36312.92000000
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_KLU3
3137H0H76
1547346.74000000
PA
USD
100563.15000000
0.016185392065
Long
ABS-MBS
USGA
US
N
2
2031-01-25
Variable
1.93000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
6390.70000000
0.001028567472
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
126910222.73000000
INR
1400002.90000000
USD
2026-03-12
6390.70000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
128.95000000
0.000020754185
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
356882.20000000
PLN
100000.00000000
USD
2026-03-31
128.95000000
N
N
N
Credit Suisse Mortgage Trust
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC_21-B33
12658WAG4
423000.00000000
PA
USD
382987.58000000
0.061640910596
Long
ABS-MBS
CORP
US
N
2
2043-10-10
Variable
3.65000000
N
N
N
N
N
N
Meff Financial Derivatives
N/A
IBEX 35 INDEX MAR 26
000000000
6.00000000
NC
34069.10000000
0.005483337990
N/A
DE
ES
N
1
Meff Financial Derivatives
N/A
Long
MEFF Madrid IBEX 35 Index Futures
IBH6 Index
2026-03-20
1075799.52000000
EUR
34069.10000000
N
N
N
EQUINIX EU 2 FINANCING C
254900FSZR46BPMCKI50
Equinix Europe 2 Financing Corp LLC
000000000
130000.00000000
PA
151317.96000000
0.024354254109
Long
DBT
US
N
2
2034-11-22
Fixed
3.63000000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
N/A
JetBlue 2020-1 Class A Pass Through Trust
477164AA5
269126.00000000
PA
USD
257568.94000000
0.041455088446
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.00000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAF8
194000.00000000
PA
USD
149293.91000000
0.024028488231
Long
DBT
CORP
NL
N
2
2046-10-01
Fixed
4.10000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
254900XLVE4635MESI73
Bain Capital Credit CLO 2020-4 Ltd
05684KBS5
325000.00000000
PA
USD
323817.00000000
0.052117551035
Long
ABS-CBDO
CORP
JE
N
2
2036-10-20
Floating
6.62000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31422M2C9
543282.83000000
PA
USD
70105.54000000
0.011283314522
Long
ABS-MBS
USGSE
US
N
2
2051-06-25
Fixed
2.00000000
N
N
N
N
N
N
ALLIANT ENERGY CORP
5493009ML300G373MZ12
Alliant Energy Corp
018802AF5
435000.00000000
PA
USD
432586.74000000
0.069623773610
Long
DBT
CORP
US
N
2
2056-04-01
Fixed
5.75000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-44810.38000000
-0.00721212063
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1228691.68000000
AUD
829532.76000000
USD
2026-03-18
-44810.38000000
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BT8
85000.00000000
PA
USD
56728.89000000
0.009130375550
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
3.25000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325YBW7
2581653.63000000
PA
USD
332436.70000000
0.053504870585
Long
ABS-MBS
USGSE
US
N
2
2052-03-15
Fixed
2.00000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS JUN 26
000000000
-1.00000000
NC
USD
1278.30000000
0.000205739246
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Henry Hub Natural Gas Futures
NGM26 Comdty
2026-05-27
-31908.30000000
USD
1278.30000000
N
N
N
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
CANADIAN DOLLAR
000000000
1.00000000
NC
635.32000000
0.000102253194
N/A
DFE
CA
N
2
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
831856.33000000
USD
1134814.66000000
CAD
2026-03-18
635.32000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
NORWAY KRONA
000000000
1.00000000
NC
N/A
16415.33000000
0.002642007056
N/A
DFE
XX
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
3250000.00000000
EUR
36733559.95000000
NOK
2026-03-31
16415.33000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
RUSSELL 2000 EMINI CME MAR 26
000000000
7.00000000
NC
USD
7310.42000000
0.001176594148
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini Russell 2000 Index Futures
RTYH6 Index
2026-03-20
914834.58000000
USD
7310.42000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND MAR 26
000000000
14.00000000
NC
11986.08000000
0.001929130144
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex 10 Year Euro BUND Futures
RXH6 Comdty
2026-03-06
1813069.20000000
EUR
11986.08000000
N
N
N
Morgan Stanley Residential Mortgage Loan Trust
N/A
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM2
617949AC6
280000.00000000
PA
USD
280172.20000000
0.045093027642
Long
ABS-MBS
CORP
US
N
2
2071-01-26
Variable
4.73000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
US DOLLARS
000000000
1.00000000
NC
-5794.72000000
-0.00093264595
N/A
DFE
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
132317.70000000
AUD
88357.66000000
USD
2026-04-01
-5794.72000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
SHORT EURO-BTP (ITALY GOVT) MAR 26
000000000
189.00000000
NC
64211.38000000
0.010334663943
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex Short-term Euro-BTP Futures
BTSH6 Comdty
2026-03-06
20307140.63000000
EUR
64211.38000000
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUW7
49770.44000000
PA
USD
50220.22000000
0.008082821096
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
5.67000000
N
N
N
N
N
N
AMCOR GROUP FINANCE
2549008XHB8M1L64J275
Amcor Group Finance PLC
02344BAA4
190000.00000000
PA
USD
197699.96000000
0.031819323120
Long
DBT
CORP
GB
N
2
2029-05-23
Fixed
5.45000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
US DOLLARS
000000000
1.00000000
NC
8470.13000000
0.001363246625
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
945221.36000000
EUR
1126284.18000000
USD
2026-03-18
8470.13000000
N
N
N
SYDNEY AIRPORT FINANCE
549300MJAANHLHOVTO40
Sydney Airport Finance Co Pty Ltd
000000000
60000.00000000
PA
43641.08000000
0.007023924667
Long
DBT
CORP
AU
N
2
2034-04-19
Fixed
5.90000000
N
N
N
N
N
N
Fannie Mae - CAS
549300Z5THZ1JXIHVK60
Fannie Mae Connecticut Avenue Securities
20754RAJ5
420000.00000000
PA
USD
431651.72000000
0.069473284437
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
9.67000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
CANADIAN DOLLAR
000000000
1.00000000
NC
779.03000000
0.000125382965
N/A
DFE
CA
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
831856.34000000
USD
1135010.58000000
CAD
2026-03-18
779.03000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-31822.62000000
-0.00512177255
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
257657221.29000000
INR
2800005.71000000
USD
2026-03-04
-31822.62000000
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AE7
345000.00000000
PA
USD
319000.81000000
0.051342397080
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
DISCOVERY HOLDINGS INC
549300DXR29GD4N0A520
Discovery Global Holdings Inc
55903VBW2
64000.00000000
PA
USD
44967.25000000
0.007237368472
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QVY81
355812.22000000
PA
USD
362380.15000000
0.058324195338
Long
ABS-MBS
USGSE
US
N
2
2055-01-01
Fixed
5.50000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AF3
70000.00000000
PA
USD
71923.75000000
0.011575950957
Long
DBT
CORP
CA
N
2
2027-12-01
Fixed
6.90000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CV7
184000.00000000
PA
USD
183569.76000000
0.029545102126
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
AS Mileage Plan IP Limited
N/A
AS Mileage Plan IP Limited 2025 Repriced Term Loan B
000000000
246875.00000000
PA
USD
247388.50000000
0.039816571626
Long
LON
CORP
KY
N
2
2031-10-15
Floating
5.42000000
N
N
N
N
N
N
Euronext Paris Matif
969500HMVSZ0TCV65D58
MILLING WHEAT SEP 26
000000000
-34.00000000
NC
-18531.42000000
-0.00298258654
N/A
DCO
FR
N
1
Euronext Paris Matif
969500HMVSZ0TCV65D58
Short
Euronext Milling Wheat Futures
CAU6 Comdty
2026-09-10
-334544.54000000
EUR
-18531.42000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND MAR 26
000000000
-12.00000000
NC
-25183.99000000
-0.00405330135
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 10 Year Euro BUND Futures
RXH6 Comdty
2026-03-06
-1541744.88000000
EUR
-25183.99000000
N
N
N
FIRST BUSEY CORPORATION
549300X4ZNLYSX7GUY60
First Busey Corp
319383600
12125.00000000
NS
USD
314280.00000000
0.050582594302
Long
EP
CORP
US
N
1
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
CLARIOS GLOBAL LP
000000000
638400.00000000
PA
USD
636274.13000000
0.102406758887
Long
LON
CORP
US
N
2
2032-01-28
Floating
6.42000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
ROUGH RICE MAY 26
000000000
-3.00000000
NC
USD
2163.04000000
0.000348135976
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Rough Rice Futures
RRK6 Comdty
2026-05-14
-66633.04000000
USD
2163.04000000
N
N
N
ALLERGAN FUNDING SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
000000000
100000.00000000
PA
115368.71000000
0.018568310593
Long
DBT
CORP
LU
N
2
2028-11-15
Fixed
2.63000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BTP (ITALY GOVT) MAR 26
000000000
102.00000000
NC
142737.20000000
0.022973201856
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Euro-BTP Italian Bond Futures
IKH6 Comdty
2026-03-06
12410176.69000000
EUR
142737.20000000
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AC2
219000.00000000
PA
USD
211635.05000000
0.034062141639
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.88000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BTP (ITALY GOVT) MAR 26
000000000
-18.00000000
NC
-46958.63000000
-0.00755787619
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-BTP Italian Bond Futures
IKH6 Comdty
2026-03-06
-2171865.78000000
EUR
-46958.63000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
ROUGH RICE MAY 26
000000000
-1.00000000
NC
USD
-862.34000000
-0.00013879150
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Rough Rice Futures
RRK6 Comdty
2026-05-14
-20627.66000000
USD
-862.34000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACQ6
220000.00000000
PA
USD
200301.83000000
0.032238087708
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.70000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN JUL 26
000000000
20.00000000
NC
USD
16446.07000000
0.002646954584
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Futures
S N6 Comdty
2026-07-14
1166303.93000000
USD
16446.07000000
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766TAE0
432000.00000000
PA
USD
441226.53000000
0.071014326596
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
6.00000000
N
N
N
N
N
N
SIRIUS XM RADIO LLC
WP5O65E6BMU84LNO4227
Sirius XM Radio LLC
82966BAA3
748000.00000000
PA
USD
745814.33000000
0.120036985107
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
5.88000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
TAIWAN NEW DOLLAR
000000000
1.00000000
NC
942.92000000
0.000151760658
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
99999.77000000
USD
3154267.00000000
TWD
2026-03-12
942.92000000
N
N
N
Homeward Opportunities Fund I Trust
N/A
Homeward Opportunities Fund Trust 2025-RRTL2
437923AD7
360000.00000000
PA
USD
362024.68000000
0.058266983314
Long
ABS-MBS
CORP
US
N
2
2040-09-25
Variable
5.66000000
N
N
N
N
N
N
SMRT
N/A
SMRT 2022-MINI
78457JAL6
430000.00000000
PA
USD
429596.88000000
0.069142562984
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
5.61000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND MAR 26
000000000
14.00000000
NC
25757.14000000
0.004145548437
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex 10 Year Euro BUND Futures
RXH6 Comdty
2026-03-06
1801811.06000000
EUR
25757.14000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKJ7
110000.00000000
PA
USD
108579.02000000
0.017475526659
Long
DBT
CORP
US
N
2
2028-02-04
Fixed
2.55000000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
5493003BZYYYCDIO0R13
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAE0
564750.00000000
PA
USD
567451.92000000
0.091329993177
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
5.15000000
N
N
N
N
N
N
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
MSCI SING IX ETS MAR 26
000000000
34.00000000
NC
5465.96000000
0.000879732840
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
Long
SGX MSCI Singapore Index Futures
QZH6 Index
2026-03-30
1562344.20000000
SGD
5465.96000000
N
N
N
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
LONG GILT JUN 26
000000000
-3.00000000
NC
-5628.03000000
-0.00090581760
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
Short
Long Gilt Futures
G M6 Comdty
2026-06-26
-276866.04000000
GBP
-5628.03000000
N
N
N
Ballyrock Ltd
254900WX8CA21F2QI356
Ballyrock CLO 20 Ltd
05876CBN2
225000.00000000
PA
USD
224038.13000000
0.036058386910
Long
ABS-CBDO
CORP
KY
N
2
2036-10-15
Floating
6.47000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAR2
176000.00000000
PA
USD
171164.25000000
0.027548465753
Long
DBT
CORP
KY
N
2
2027-11-18
Fixed
2.53000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CNT4
400000.00000000
PA
USD
409937.50000000
0.065978434046
Long
DBT
UST
US
N
2
2035-08-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QT2S7
296141.31000000
PA
USD
301840.96000000
0.048580561358
Long
ABS-MBS
USGSE
US
N
2
2054-02-01
Fixed
5.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300VHRKFNCWVN9Y77
Wells Fargo Commercial Mortgage Trust 2018-C47
95002DBR9
560000.00000000
PA
USD
560846.94000000
0.090266937864
Long
ABS-MBS
CORP
US
N
2
2061-09-15
Variable
4.67000000
N
N
N
N
N
N
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
NEW ZEALAND DOLLAR
000000000
1.00000000
NC
-2220.77000000
-0.00035742747
N/A
DFE
NZ
N
2
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
474079.24000000
USD
786116.33000000
NZD
2026-03-18
-2220.77000000
N
N
N
Fannie Mae - CAS
549300Z5THZ1JXIHVK60
Fannie Mae Connecticut Avenue Securities
20754TAD4
355000.00000000
PA
USD
356940.93000000
0.057448766234
Long
ABS-MBS
USGSE
US
N
2
2045-02-25
Floating
5.30000000
N
N
N
N
N
N
UK Logisitics
635400LLQ82YFJBFFU27
UK Logistics 2025-1 DAC
000000000
179469.34000000
PA
242040.78000000
0.038955869223
Long
ABS-MBS
CORP
GB
N
2
2035-05-17
Floating
9.25000000
N
N
N
N
N
N
Carrington Mortgage Loan Trust
N/A
Carrington Mortgage Loan Trust Series 2007-FRE1
144527AC2
505847.89000000
PA
USD
490372.23000000
0.078924206336
Long
ABS-O
CORP
US
N
2
2037-02-25
Floating
4.05000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN DEC 26
000000000
-39.00000000
NC
USD
-11637.24000000
-0.00187298520
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Corn Futures
C Z6 Comdty
2026-12-14
-903887.76000000
USD
-11637.24000000
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets Trust 2006-5
45257EAC8
405081.91000000
PA
USD
373991.14000000
0.060192955668
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
4.33000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 MAR 26
000000000
32.00000000
NC
55551.05000000
0.008940805094
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex EURO STOXX 50 Futures
VGH6 Index
2026-03-20
1922127.91000000
EUR
55551.05000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
US DOLLARS
000000000
1.00000000
NC
-44421.84000000
-0.00714958607
N/A
DFE
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
4158958.96000000
EUR
4873942.23000000
USD
2026-03-18
-44421.84000000
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
80000.00000000
PA
USD
77777.37000000
0.012518076723
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC JUN 26
000000000
9.00000000
NC
USD
-14019.69000000
-0.00225643468
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Zinc Futures
LXM6 Comdty
2026-06-16
761413.44000000
USD
-14019.69000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
2773.57000000
0.000446399281
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
740199557.38000000
COP
200000.48000000
USD
2026-03-04
2773.57000000
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-N3
14686RAF9
2000.00000000
PA
USD
209750.34000000
0.033758802192
Long
ABS-O
CORP
US
N
2
2030-09-10
None
0.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
000000000
205000.00000000
PA
250532.92000000
0.040322658304
Long
DBT
CORP
US
N
2
2032-07-22
Fixed
3.90000000
N
N
N
N
N
N
BNY Capital Markets LLC
VJW2DOOHGDT6PR0ZRO63
JAPANESE YEN
000000000
1.00000000
NC
-9180.07000000
-0.00147750972
N/A
DFE
JP
N
2
BNY Capital Markets LLC
VJW2DOOHGDT6PR0ZRO63
768100.00000000
USD
118295020.00000000
JPY
2026-03-24
-9180.07000000
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
445000.00000000
PA
USD
386047.64000000
0.062133419739
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
80000.00000000
PA
108656.42000000
0.017487983999
Long
DBT
NUSS
GB
N
2
2031-10-22
Fixed
4.00000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RKK9
365000.00000000
PA
USD
374032.95000000
0.060199684885
Long
ABS-O
CORP
US
N
2
2028-10-20
Fixed
7.43000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
CANOLA (IFUS) FUTURE JUL 26
000000000
8.00000000
NC
13.25000000
0.000002132554
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
WCE Canola Futures
RSN6 Comdty
2026-07-14
111738.40000000
CAD
13.25000000
N
N
N
American Home Mortgage Investment Trust
N/A
American Home Mortgage Investment Trust 2005-1
02660TDH3
17.59000000
PA
USD
17.53000000
0.000002821410
Long
ABS-MBS
CORP
US
N
2
2045-06-25
Floating
6.06000000
N
N
N
N
N
N
ARDONAGH FINCO LTD
254900D2T84O1K03BA28
Ardonagh Finco Ltd
039853AA4
65000.00000000
PA
USD
66592.07000000
0.010717830153
Long
DBT
CORP
JE
N
2
2031-02-15
Fixed
7.75000000
N
N
N
N
N
N
ASX - All Markets
N/A
90 D AUD BANK BILL RATE DEC 26
000000000
-14.00000000
NC
6787.11000000
0.001092368689
N/A
DIR
AU
N
1
ASX - All Markets
N/A
Short
SFE 90 Day Australian Bank Accepted Bills Futures
IRZ6 Comdty
2026-12-10
-13862481.30000000
AUD
6787.11000000
N
N
N
Meff Financial Derivatives
N/A
IBEX MINI IDX MAR 26
000000000
3.00000000
NC
835.40000000
0.000134455578
N/A
DE
ES
N
1
Meff Financial Derivatives
N/A
Long
MEFF Madrid IBEX 35 Mini Index Futures
IDH6 Index
2026-03-20
54526.39000000
EUR
835.40000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
GAS OIL JUN 26
000000000
5.00000000
NC
USD
38919.90000000
0.006264062339
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Gas Oil Futures
QSM6 Comdty
2026-06-11
318080.10000000
USD
38919.90000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-6999.81000000
-0.00112660223
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1001403.26000000
EUR
1177254.68000000
USD
2026-03-18
-6999.81000000
N
N
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance Inc
47077WAA6
95000.00000000
PA
USD
92467.66000000
0.014882442827
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
250000.00000000
PA
USD
243099.78000000
0.039126312672
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
715000.00000000
PA
USD
723397.39000000
0.116429033658
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
WHITE SUGAR (LIFFE) AUG 26
000000000
-1.00000000
NC
USD
-366.17000000
-0.00005893416
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Short
White Sugar Futures
QWQ6 Comdty
2026-07-16
-19918.83000000
USD
-366.17000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
673.00000000
0.000108317697
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
18139960.00000000
INR
200000.00000000
USD
2026-03-06
673.00000000
N
N
N
Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC
N/A
Cloud Capital Holdco LP
102104AA4
270000.00000000
PA
USD
271036.31000000
0.043622628579
Long
ABS-O
CORP
US
N
2
2049-11-22
Fixed
5.78000000
N
N
N
N
N
N
QUEENSLAND TREASURY CORP
98INKCEEHOU5YJS0HQ88
Queensland Treasury Corp
000000000
360000.00000000
PA
256483.29000000
0.041280355744
Long
DBT
NUSS
AU
N
2
2036-07-21
Fixed
5.25000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
420000.00000000
PA
USD
435217.66000000
0.070047213724
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
7.13000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COCOA MAY 26
000000000
-10.00000000
NC
USD
69135.72000000
0.011127224375
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CSC Cocoa Futures
CCK6 Comdty
2026-05-13
-357935.72000000
USD
69135.72000000
N
N
N
GMAC Mortgage Corporation Loan Trust
N/A
GMACM Mortgage Loan Trust 2006-AR1
36185MDN9
349776.61000000
PA
USD
289627.97000000
0.046614910606
Long
ABS-MBS
CORP
US
N
2
2036-04-19
Variable
3.71000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
AUSTRALIA DOLLAR
000000000
1.00000000
NC
11321.60000000
0.001822183720
N/A
DFE
AU
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
636630.71000000
USD
910550.53000000
AUD
2026-03-18
11321.60000000
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAJ2
305000.00000000
PA
USD
227923.78000000
0.036683772736
Long
DBT
CORP
LU
N
2
2027-07-15
Fixed
9.63000000
N
N
N
N
N
N
LONG RIDGE ENERGY LLC
984500764EC9AZ2FC764
LONG RIDGE ENERGY LLC
000000000
406925.00000000
PA
USD
405146.74000000
0.065207372987
Long
LON
CORP
US
N
2
2032-02-19
Floating
8.17000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EAFE INDEX MAR 26
000000000
37.00000000
NC
USD
549765.51000000
0.088483408915
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
ICE U.S. mini MSCI EAFE Index Futures
MFSH6 Index
2026-03-20
5305669.49000000
USD
549765.51000000
N
N
N
SARTORIUS FINANCE BV
529900JCAKTMRXK9EA58
Sartorius Finance BV
000000000
200000.00000000
PA
253223.64000000
0.040755723081
Long
DBT
CORP
NL
N
2
2035-09-14
Fixed
4.88000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2025-TAIL
123912AG2
315000.00000000
PA
USD
315295.56000000
0.050746046191
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
6.11000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
71376LAH3
245000.00000000
PA
USD
245874.44000000
0.039572887386
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.63000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
42307TAH1
240000.00000000
PA
USD
273295.09000000
0.043986173674
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
7.13000000
N
N
N
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
200000.00000000
PA
275903.60000000
0.044406006953
Long
DBT
CORP
NL
N
2
2032-09-06
Fixed
7.88000000
N
N
N
N
N
N
New Mountain CLO Ltd
254900PW0IZ6YH8P9I85
New Mountain CLO 8 Ltd
64755HAB1
500000.00000000
PA
USD
341441.50000000
0.054954171034
Long
ABS-CBDO
CORP
KY
N
2
2038-10-20
None
0.00000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
NORWAY KRONA
000000000
1.00000000
NC
33469.78000000
0.005386878907
N/A
DFE
NO
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
922589.14000000
USD
9091331.61000000
NOK
2026-03-18
33469.78000000
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAJ2
540000.00000000
PA
USD
545519.72000000
0.087800059440
Long
DBT
CORP
GB
N
2
2028-06-30
Fixed
4.50000000
N
N
N
N
N
N
INTL DEVELOPMENT ASSOC
P41R60HC414IWQA1XW02
International Development Association
000000000
900000.00000000
PA
92398.76000000
0.014871353541
Long
DBT
CORP
XX
N
2
2027-02-17
Fixed
1.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGM7
1320000.00000000
PA
USD
1301850.00000000
0.209529560879
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
SFAVE Commercial Mortgage Securities Trust
549300FIGODFFTOAAU64
SFAVE Commercial Mortgage Securities Trust 2015-5AVE
78413MAN8
345000.00000000
PA
USD
286239.57000000
0.046069555946
Long
ABS-MBS
CORP
US
N
2
2043-01-05
Variable
4.39000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-16869.60000000
-0.00271512069
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1318919663.00000000
KRW
900001.91000000
USD
2026-03-03
-16869.60000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CE2
255000.00000000
PA
USD
180177.84000000
0.028999180931
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
BURLINGTON STORES INC
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017AD8
235000.00000000
PA
USD
367657.50000000
0.059173571862
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
1.25000000
N
N
N
N
Y
Burlington Stores Inc
Burlington Stores Inc
USD
XXXX
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDV8
355000.00000000
PA
USD
368767.45000000
0.059352215589
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
6.63000000
N
N
N
N
N
N
Thornburg Mortgage Securities Trust
N/A
Thornburg Mortgage Securities Trust 2004-3
885220FS7
238499.13000000
PA
USD
228164.53000000
0.036722520858
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
4.53000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
3MO EURO EURIBOR MAR 28
000000000
32.00000000
NC
8950.93000000
0.001440630204
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
Long
3 Month Euro Euribor Futures
ERH8 Comdty
2028-03-13
7821225.90000000
EUR
8950.93000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
RUSSELL 2000 EMINI CME MAR 26
000000000
5.00000000
NC
USD
-10375.01000000
-0.00166983238
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini Russell 2000 Index Futures
RTYH6 Index
2026-03-20
669050.01000000
USD
-10375.01000000
N
N
N
SOUTHSTATE BANK NA
8I3UVGYULPJQIP7FQV10
South State Bank NA
45384BAD8
140000.00000000
PA
USD
150842.00000000
0.024277649515
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
8.38000000
N
N
N
N
N
N
TURKIYE GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkiye Government Bond
000000000
47285000.00000000
PA
1090612.09000000
0.175531337947
Long
DBT
NUSS
TR
N
2
2026-08-12
Fixed
36.00000000
N
N
N
N
N
N
KEYSPAN GAS EAST CORP
K8TS3HOE1568DUBUJL44
KeySpan Gas East Corp
49338CAD5
225000.00000000
PA
USD
240352.54000000
0.038684151140
Long
DBT
CORP
US
N
2
2033-03-06
Fixed
5.99000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS OCT 26
000000000
-6.00000000
NC
USD
15669.80000000
0.002522015833
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Henry Hub Natural Gas Futures
NGV26 Comdty
2026-09-28
-223389.80000000
USD
15669.80000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
JAPANESE YEN
000000000
1.00000000
NC
-5537.15000000
-0.00089119069
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
406754.96000000
USD
62500000.00000000
JPY
2026-03-31
-5537.15000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
HUNGARIAN FURINT
000000000
1.00000000
NC
15201.71000000
0.002446677897
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
2500000.00000000
USD
803715170.00000000
HUF
2026-03-31
15201.71000000
N
N
N
Banc of America Funding Corporation
N/A
BAFC_14-R6
05969KBB8
234842.29000000
PA
USD
233311.63000000
0.037550933964
Long
ABS-CBDO
CORP
US
N
2
2036-07-26
Variable
4.05000000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAC3
775000.00000000
PA
USD
767047.34000000
0.123454385930
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
4.46000000
N
N
N
N
N
N
Aligned Data Centers Issuer LLC
N/A
Aligned Data Centers Issuer LLC
01627AAA6
388000.00000000
PA
USD
383424.82000000
0.061711283300
Long
ABS-O
CORP
US
N
2
2046-08-15
Fixed
1.94000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
35000.00000000
PA
USD
33400.64000000
0.005375750994
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE JUN 26
000000000
26.00000000
NC
USD
22935.32000000
0.003691383437
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes Futures
TYM6 Comdty
2026-06-18
2936189.68000000
USD
22935.32000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FBP2
100000.00000000
PA
USD
103195.17000000
0.016609009221
Long
DBT
CORP
US
N
2
2030-05-29
Fixed
4.91000000
N
N
N
N
N
N
BW REAL ESTATE INC
N/A
BW Real Estate Inc
05614HAA7
120000.00000000
PA
USD
126068.51000000
0.020290417130
Long
DBT
CORP
US
N
2
2030-03-30
Fixed
9.50000000
N
N
N
N
N
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance Inc
47077WAD0
30000.00000000
PA
USD
30097.16000000
0.004844064000
Long
DBT
CORP
US
N
2
2032-11-01
Fixed
6.13000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-563.20000000
-0.00009064565
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
3201114.80000000
ZAR
200000.00000000
USD
2026-03-31
-563.20000000
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
610000.00000000
PA
USD
548569.10000000
0.088290849663
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
WTI CRUDE MAY 26
000000000
1.00000000
NC
USD
4258.98000000
0.000685472373
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE WTI Crude Oil Futures Contract
ENK6 Comdty
2026-04-20
62631.02000000
USD
4258.98000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
TAIWAN NEW DOLLAR
000000000
1.00000000
NC
2526.42000000
0.000406621095
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
500000.00000000
USD
15730000.00000000
TWD
2026-03-25
2526.42000000
N
N
N
Fannie Mae - CAS
549300Z5THZ1JXIHVK60
Fannie Mae Connecticut Avenue Securities
20754EAB1
120000.00000000
PA
USD
123146.41000000
0.019820112310
Long
ABS-MBS
USGSE
US
N
2
2043-07-25
Floating
6.37000000
N
N
N
N
N
N
DOLP Trust
N/A
DOLP Trust 2021-NYC
23345LAJ8
500000.00000000
PA
USD
431840.70000000
0.069503700304
Long
ABS-MBS
CORP
US
N
2
2041-05-10
Variable
3.70000000
N
N
N
N
N
N
Countrywide Asset-Backed Certificates
549300H6I2066O1LC673
CWABS Asset-Backed Certificates Trust 2007-13
126698AD1
288301.67000000
PA
USD
269779.35000000
0.043420323954
Long
ABS-O
CORP
US
N
2
2047-10-25
Floating
4.59000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
WHITE SUGAR (LIFFE) AUG 26
000000000
-4.00000000
NC
USD
1585.41000000
0.000255167846
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Short
White Sugar Futures
QWQ6 Comdty
2026-07-16
-82725.41000000
USD
1585.41000000
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP
466317AU8
216033.23000000
PA
USD
199106.59000000
0.032045716765
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Floating
8.92000000
N
N
N
N
N
N
HSBC Securities & Capital Markets India Pvt Ltd.
213800JPRY6Q79O7RK98
EURO COUNTRIES
000000000
1.00000000
NC
N/A
-1360.51000000
-0.00021897074
N/A
DFE
XX
N
2
HSBC Securities & Capital Markets India Pvt Ltd.
213800JPRY6Q79O7RK98
17272792.13000000
NOK
1534249.99000000
EUR
2026-03-24
-1360.51000000
N
N
N
Towd Point Mortgage Trust
25490010CSYSAQU59J50
Towd Point Mortgage Trust 2019-HY3
89177XAD9
650000.00000000
PA
USD
651169.16000000
0.104804077392
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Floating
5.29000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BH0
75000.00000000
PA
USD
77643.27000000
0.012496493657
Long
DBT
CORP
US
N
2
2033-08-21
Fixed
5.63000000
N
N
N
N
N
N
Park Avenue Institutional Advisers CLO
529900G1ZDEDA0MGYE20
Park Avenue Institutional Advisers CLO Ltd 2021-1
70015QAS7
450000.00000000
PA
USD
450477.90000000
0.072503311881
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
6.82000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
000000000
100000.00000000
PA
115759.80000000
0.018631255568
Long
DBT
NUSS
PH
N
2
2027-05-17
Fixed
0.88000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NY HARBOR ULSD (HEAT OIL) APR 26
000000000
14.00000000
NC
USD
97363.21000000
0.015670369579
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX NY Harbor ULSD Futures
HOJ6 Comdty
2026-03-31
1429084.79000000
USD
97363.21000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HLK35
251196.37000000
PA
USD
249492.20000000
0.040155156975
Long
ABS-MBS
USGSE
US
N
2
2055-06-25
Floating
5.55000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
902973BC9
345000.00000000
PA
USD
341405.11000000
0.054948314153
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.70000000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment Inc
707569AV1
185000.00000000
PA
USD
174546.07000000
0.028092761378
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.13000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAR4
260000.00000000
PA
USD
261538.05000000
0.042093906955
Long
DBT
CORP
US
N
2
2056-06-15
Fixed
5.88000000
N
N
N
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
90 D AUD BANK BILL RATE JUN 26
000000000
-72.00000000
NC
31211.47000000
0.005023409458
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
SFE 90 Day Australian Bank Accepted Bills Futures
IRM6 Comdty
2026-06-11
-71305259.22000000
AUD
31211.47000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
MINI-DAX FUTURE MAR 26
000000000
1.00000000
NC
5919.90000000
0.000952793369
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Mini-DAX Futures
DFWH6 Index
2026-03-20
121740.39000000
EUR
5919.90000000
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
000000000
185000.00000000
PA
221947.90000000
0.035721969524
Long
DBT
NUSS
CA
N
2
2034-01-31
Fixed
3.10000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
NZD/USD FUTURE (CME) MAR 26
000000000
77.00000000
NC
USD
-30818.39000000
-0.00496014419
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME New Zealand Dollar Currency Futures
NVH6 Curncy
2026-03-16
4650433.39000000
USD
-30818.39000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD/CNH PH (XCME) MAR 26
000000000
-2.00000000
NC
3303.34000000
0.000531664461
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Standard USD/CNY Futures
CHYH6 Curncy
2026-03-16
-1393723.64000000
CNY
3303.34000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
3MO EURO EURIBOR JUN 28
000000000
14.00000000
NC
4110.46000000
0.000661568443
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
3 Month Euro Euribor Futures
ERM8 Comdty
2028-06-19
3419868.20000000
EUR
4110.46000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LMPBDP 20260526 LME COMDTY FWD
000000000
1.00000000
NC
USD
-503.86000000
-0.00008109502
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Futures
LMAHDP Comdty
2026-05-26
49566.36000000
USD
-503.86000000
N
N
N
GLOBAL SWITCH FINANCE
635400GVJAKOJNEUMF33
Global Switch Finance BV
000000000
150000.00000000
PA
166423.86000000
0.026785511622
Long
DBT
CORP
NL
N
2
2030-10-07
Fixed
1.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133C6EW5
400420.07000000
PA
USD
404237.52000000
0.065061036261
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
New Mountain CLO Ltd
254900PW0IZ6YH8P9I85
New Mountain CLO 8 Ltd
64755HAE5
50000.00000000
PA
USD
5.00000000
0.000000804737
Long
ABS-CBDO
CORP
KY
N
2
2038-10-20
None
0.00000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2021-2
78432YAA7
715635.99000000
PA
USD
629319.77000000
0.101287471721
Long
ABS-MBS
CORP
US
N
2
2061-12-25
Variable
1.74000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
VERUS SECURITIZATION TRUST VERUS_24-2
92539UAE0
472000.00000000
PA
USD
478937.64000000
0.077083837153
Long
ABS-CBDO
CORP
US
N
2
2069-02-25
Variable
7.86000000
N
N
N
N
N
N
Euronext Paris Matif
969500HMVSZ0TCV65D58
CAC40 10 EURO MAR 26
000000000
16.00000000
NC
32060.08000000
0.005159991154
N/A
DE
FR
N
1
Euronext Paris Matif
969500HMVSZ0TCV65D58
Long
Euronext CAC 40 Index Futures
CFH6 Index
2026-03-20
1347761.82000000
EUR
32060.08000000
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BV0
310000.00000000
PA
USD
316343.73000000
0.050914746579
Long
DBT
CORP
US
N
2
2055-04-01
Fixed
6.55000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB MAY 26
000000000
6.00000000
NC
USD
31657.74000000
0.005095235519
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures
XBK6 Comdty
2026-04-30
546178.26000000
USD
31657.74000000
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NCF0
360000.00000000
PA
USD
387911.09000000
0.062433337441
Long
DBT
CORP
CA
N
2
2054-06-27
Fixed
7.20000000
N
N
N
N
N
N
ANZ Securities, Inc.
54930002PP1OBF1UXP39
NEW ZEALAND DOLLAR
000000000
1.00000000
NC
7347.02000000
0.001182484828
N/A
DFE
NZ
N
2
ANZ Securities, Inc.
54930002PP1OBF1UXP39
892315.45000000
USD
1498837.91000000
NZD
2026-03-18
7347.02000000
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368L8V1
355000.00000000
PA
USD
366265.94000000
0.058949603697
Long
DBT
CORP
CA
N
2
2085-11-26
Fixed
6.88000000
N
N
N
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group Inc
829259BH2
65000.00000000
PA
USD
67674.27000000
0.010892007586
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
8.13000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2025-SPOT
12433FAJ7
430655.01000000
PA
USD
432058.68000000
0.069538783649
Long
ABS-MBS
CORP
US
N
2
2040-04-15
Floating
7.35000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND JUN 26
000000000
-3.00000000
NC
USD
-2676.04000000
-0.00043070206
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT U.S. Long Bond Futures
USM6 Comdty
2026-06-18
-352730.21000000
USD
-2676.04000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BTP (ITALY GOVT) MAR 26
000000000
40.00000000
NC
51981.27000000
0.008366257769
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Euro-BTP Italian Bond Futures
IKH6 Comdty
2026-03-06
4870115.72000000
EUR
51981.27000000
N
N
N
Towd Point Mortgage Trust
25490024AP9UCHO22G82
Towd Point Mortgage Trust 2024-CES6
891947AC7
620000.00000000
PA
USD
629446.94000000
0.101307939420
Long
ABS-MBS
CORP
US
N
2
2064-11-25
Variable
6.10000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
NORWAY KRONA
000000000
1.00000000
NC
10796.36000000
0.001737647632
N/A
DFE
NO
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
521073.58000000
USD
5057644.38000000
NOK
2026-03-18
10796.36000000
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAE5
450000.00000000
PA
USD
439018.54000000
0.070658956027
Long
DBT
US
N
2
2030-08-15
Fixed
4.13000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
160000.00000000
PA
204516.95000000
0.032916500922
Long
DBT
CORP
PA
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HK5N0
2418081.16000000
PA
USD
155295.70000000
0.024994461595
Long
ABS-MBS
USGSE
US
N
2
2055-03-25
Floating
2.23000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
US DOLLARS
000000000
1.00000000
NC
3427.64000000
0.000551670241
N/A
DFE
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
277496.77000000
EUR
331593.93000000
USD
2026-03-18
3427.64000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
SUGAR #11 JUL 26
000000000
-6.00000000
NC
USD
1061.22000000
0.000170800753
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CSC Number 11 World Sugar Futures
SBN6 Comdty
2026-06-30
-94267.62000000
USD
1061.22000000
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BW7
995000.00000000
PA
USD
1001895.25000000
0.161252580389
Long
DBT
CORP
CH
N
2
2036-01-08
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XLG9
880082.38000000
PA
USD
876400.28000000
0.141054473113
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
4.50000000
N
N
N
N
N
N
CLEARWATER PAPER CORP
549300HCVV19GXN4P292
Clearwater Paper Corp
18538RAJ2
100000.00000000
PA
USD
89353.19000000
0.014381176528
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AUSTRALIA DOLLAR
000000000
1.00000000
NC
119128.38000000
0.019173420247
N/A
DFE
AU
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
2372336.09000000
USD
3501190.23000000
AUD
2026-03-18
119128.38000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
584.28000000
0.000094038431
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
86762600.00000000
CLP
100000.25000000
USD
2026-03-04
584.28000000
N
N
N
Park Avenue Trust
N/A
245 Park Avenue Trust 2017-245P
90187LAN9
550000.00000000
PA
USD
529706.54000000
0.085254966947
Long
ABS-MBS
CORP
US
N
2
2037-06-05
Variable
3.66000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LMPBDP 20260506 LME COMDTY FWD
000000000
-2.00000000
NC
USD
735.78000000
0.000118421984
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Futures
LMAHDP Comdty
2026-05-06
-98366.28000000
USD
735.78000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
WHITE SUGAR (LIFFE) MAY 26
000000000
-13.00000000
NC
USD
6964.99000000
0.001120998038
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Short
White Sugar Futures
QWK6 Comdty
2026-04-15
-271969.99000000
USD
6964.99000000
N
N
N
SOUTH BOW CAN INFRA HOLD
2549004FYUSYLPBT1G26
South Bow Canadian Infrastructure Holdings Ltd
836720AJ1
265000.00000000
PA
USD
281253.41000000
0.045267045737
Long
DBT
CORP
CA
N
2
2055-03-01
Fixed
7.50000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-4972.29000000
-0.00080027786
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1157976066.00000000
KRW
800001.72000000
USD
2026-03-05
-4972.29000000
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
380000.00000000
PA
USD
377299.62000000
0.060725447400
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
GAS OIL APR 26
000000000
3.00000000
NC
USD
12571.94000000
0.002023422873
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Gas Oil Futures
QSJ6 Comdty
2026-04-10
210328.06000000
USD
12571.94000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
FTSE 100 INDEX MAR 26
000000000
19.00000000
NC
168422.38000000
0.027107168509
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
FTSE 100 Index Futures
Z H6 Index
2026-03-20
1947847.47000000
GBP
168422.38000000
N
N
N
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
US DOLLARS
000000000
1.00000000
NC
-26756.69000000
-0.00430642355
N/A
DFE
US
N
2
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
2618665.17000000
SGD
2046000.00000000
USD
2026-03-18
-26756.69000000
N
N
N
CONTRA CONCERT PHARMAC
529900PYI5BSGQNATP82
CONTRA CONCERT PHARMAC
206CVR011
173147.00000000
NS
USD
51944.10000000
0.008360275349
N/A
DE
US
Y
3
N/A
N/A
Concert Pharmaceuticals, Inc.
Concert Pharmaceuticals, Inc.
2099-12-31
XXXX
-11534.12000000
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
470000.00000000
PA
USD
436068.91000000
0.070184220321
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.38000000
N
N
N
N
N
N
FIRST INTERSTATE BANCSYS
549300WRWYTYX0RCNJ43
First Interstate BancSystem Inc
32055YAB8
180000.00000000
PA
USD
182691.83000000
0.029403801448
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
7.63000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
US DOLLARS
000000000
1.00000000
NC
-186936.45000000
-0.03008696261
N/A
DFE
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
5245605.98000000
AUD
3545862.99000000
USD
2026-03-18
-186936.45000000
N
N
N
GFL ENVIRONMENTAL INC
894500E7NLBY9VZRT696
GFL Environmental Inc
36168QAL8
100000.00000000
PA
USD
98437.20000000
0.015843225632
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAL7
174000.00000000
PA
USD
174623.63000000
0.028105244469
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.38000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
KOREAN WON
000000000
1.00000000
NC
-1388.93000000
-0.00022354487
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
500000.00000000
USD
717252021.00000000
KRW
2026-03-03
-1388.93000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HLT85
75862.75000000
PA
USD
74550.32000000
0.011998690949
Long
ABS-MBS
USGSE
US
N
2
2055-06-25
Floating
5.00000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
000000000
200000.00000000
PA
USD
174649.70000000
0.028109440372
Long
DBT
NUSS
HU
N
2
2031-09-22
Fixed
2.13000000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAC0
42000.00000000
PA
USD
35112.26000000
0.005651232030
Long
DBT
US
N
2
2030-01-15
Fixed
3.25000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc 2024 Term Loan L
89364MCD4
148125.00000000
PA
USD
148007.98000000
0.023821520955
Long
LON
CORP
US
N
2
2032-01-19
Floating
6.17000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
GBP/USD FUTURE (CME) MAR 26
000000000
2.00000000
NC
USD
-2103.40000000
-0.00033853706
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME British Pound Currency Futures
BPH6 Curncy
2026-03-16
170603.40000000
USD
-2103.40000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE JUN 26
000000000
87.00000000
NC
USD
42538.26000000
0.006846428496
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes Futures
FVM6 Comdty
2026-06-30
9539696.12000000
USD
42538.26000000
N
N
N
Conseco Finance Securitizations Corp.
N/A
Conseco Finance Securitizations Corp
20846QHZ4
105275.82000000
PA
USD
105560.73000000
0.016989740294
Long
ABS-O
CORP
US
N
2
2033-09-01
Floating
5.53000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBS1
165000.00000000
PA
USD
167997.24000000
0.027038743270
Long
DBT
CORP
US
N
2
2028-02-04
Fixed
4.88000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFF7
250000.00000000
PA
USD
257786.75000000
0.041490144431
Long
DBT
CORP
US
N
2
2029-07-20
Fixed
5.45000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
145000.00000000
PA
USD
91516.04000000
0.014729281925
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
BANK OF HAWAII CORP
5493006Q8BQ8AD8M2U33
Bank of Hawaii Corp
062540307
11850.00000000
NS
USD
314854.50000000
0.050675058667
Long
EP
CORP
US
N
1
N
N
N
County of Miami-Dade FL Aviation Revenue
N/A
MIAMI-DADE CNTY FL AVIATION REVENUE
59333P6L7
85000.00000000
PA
USD
74810.44000000
0.012040556625
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
2.86000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BW6
260000.00000000
PA
USD
264753.47000000
0.042611420909
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
CANADIAN DOLLAR
000000000
1.00000000
NC
N/A
21705.67000000
0.003493474289
N/A
DFE
CA
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
202432500.00000000
JPY
1800000.00000000
CAD
2026-03-31
21705.67000000
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAD1
229000.00000000
PA
USD
222779.73000000
0.035855850520
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.87000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COTTON NO.2 JUL 26
000000000
-8.00000000
NC
USD
-3713.73000000
-0.00059771572
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CTN Number 2 Cotton Futures
CTN6 Comdty
2026-07-09
-265566.27000000
USD
-3713.73000000
N
N
N
Ellington Financial Mortgage Trust
254900ZO1GLQXE3JWX68
EFMT 2025-INV2
281914AE1
500000.00000000
PA
USD
511434.05000000
0.082314054549
Long
ABS-MBS
CORP
US
N
2
2070-05-26
Variable
7.47000000
N
N
N
N
N
N
Euronext NV
724500QJ4QSZ3H9QU415
MILLING WHEAT MAY 26
000000000
-85.00000000
NC
-47127.59000000
-0.00758506989
N/A
DCO
FR
N
1
Euronext NV
724500QJ4QSZ3H9QU415
Short
Euronext Milling Wheat Futures
CAK6 Comdty
2026-05-11
-816404.12000000
EUR
-47127.59000000
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAP5
210000.00000000
PA
USD
210563.39000000
0.033889660593
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
4.80000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
FED FUND 30 DAY JAN 27
000000000
-1.00000000
NC
USD
-417.76000000
-0.00006723744
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 30 Day Federal Funds Futures
FFF7 Comdty
2027-01-29
-403718.74000000
USD
-417.76000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
CANADIAN DOLLAR
000000000
1.00000000
NC
2344.00000000
0.000377261044
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
584864.04000000
USD
800000.00000000
CAD
2026-03-31
2344.00000000
N
N
N
AMERICAN ASSETS TRUST LP
549300V1TI0SMG9Z6U69
American Assets Trust LP
02401LAA2
155000.00000000
PA
USD
142638.93000000
0.022957385541
Long
DBT
US
N
2
2031-02-01
Fixed
3.38000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN MEAL (CBT) MAY 26
000000000
17.00000000
NC
USD
10762.09000000
0.001732131959
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Meal Futures
SMK6 Comdty
2026-05-14
534087.91000000
USD
10762.09000000
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
25000.00000000
PA
USD
25014.06000000
0.004025951536
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
85000.00000000
PA
USD
84690.14000000
0.013630670081
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.65000000
N
N
N
N
N
N
New Zealand Government Bonds
549300237GPHG2AI7C34
New Zealand Government Bonds
000000000
1090000.00000000
PA
614591.58000000
0.098917005705
Long
DBT
NUSS
NZ
N
2
2028-05-15
Fixed
0.25000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
CHILEAN PESO
000000000
1.00000000
NC
-1945.48000000
-0.00031312022
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
400000.00000000
USD
347418000.00000000
CLP
2026-03-24
-1945.48000000
N
N
N
TEVA PHARM FIN IV
549300GKSD1RG56QRY33
Teva Pharmaceutical Finance Netherlands IV BV
881937AA4
39000.00000000
PA
USD
40443.66000000
0.006509307769
Long
DBT
CORP
NL
N
2
2030-12-01
Fixed
5.75000000
N
N
N
N
N
N
Bursa Malaysia
254900CXCSGW8M52ZU27
CRUDE PALM OIL JUL 26
000000000
2.00000000
NC
-174.90000000
-0.00002814972
N/A
DCO
MY
N
1
Bursa Malaysia
254900CXCSGW8M52ZU27
Long
MDE Crude Palm Oil Futures
KON6 Comdty
2026-07-15
202812.70000000
MYR
-174.90000000
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
812127AC2
60000.00000000
PA
USD
61899.73000000
0.009962609552
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
25490010CSYSAQU59J50
Towd Point Mortgage Trust 2017-4
89173UAB3
900000.00000000
PA
USD
868025.88000000
0.139706633996
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
3.00000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
PALLADIUM JUN 26
000000000
2.00000000
NC
USD
4811.48000000
0.000774395891
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Palladium Futures
PAM6 Comdty
2026-06-26
360888.52000000
USD
4811.48000000
N
N
N
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
SGX TSI IRON ORE CHINA 62% FUT APR
000000000
141.00000000
NC
USD
734.27000000
0.000118178953
N/A
DCO
SG
N
1
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
Long
SGX Asiaclear TSI Iron Ore CFR China 62% FE Fines Index Futures
SCOJ6 Index
2026-04-30
1386141.73000000
USD
734.27000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
THREE-MONTH SOFR FUTURE DEC 26
000000000
-137.00000000
NC
USD
-36468.03000000
-0.00586943988
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Three-Month SOFR Futures
SFRZ7 Comdty
2027-03-16
-33167194.47000000
USD
-36468.03000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXR0
200000.00000000
PA
USD
178923.35000000
0.028797273846
Long
DBT
CORP
US
N
2
2032-01-27
Fixed
1.99000000
N
N
N
N
N
N
CIM Trust
N/A
CIM TRUST 2025-R1
12575LAA1
572947.62000000
PA
USD
571402.95000000
0.091965901754
Long
ABS-MBS
CORP
US
N
2
2099-02-25
Variable
5.00000000
N
N
N
N
N
N
Zayo Issuer LLC
N/A
Zayo Issuer LLC
98919WAA1
270000.00000000
PA
USD
276042.00000000
0.044428282094
Long
ABS-O
CORP
US
N
2
2055-03-20
Fixed
5.65000000
N
N
N
N
N
N
Commodities Exchange Center
N/A
COPPER JUL 26
000000000
2.00000000
NC
USD
9471.44000000
0.001524405011
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Copper Futures
HGN6 Comdty
2026-07-29
296428.56000000
USD
9471.44000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-32522.24000000
-0.00523437467
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
6233486185.00000000
KRW
4300000.00000000
USD
2026-03-23
-32522.24000000
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
710000.00000000
PA
USD
752038.25000000
0.121038709749
Long
DBT
NUSS
GT
N
2
2036-08-15
Fixed
6.25000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
PLATINUM APR 26
000000000
1.00000000
NC
USD
5953.19000000
0.000958151312
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Platinum Futures
PLJ6 Comdty
2026-04-28
112721.81000000
USD
5953.19000000
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
894164AC6
140000.00000000
PA
USD
142170.60000000
0.022882008977
Long
DBT
CORP
US
N
2
2033-09-01
Fixed
6.13000000
N
N
N
N
N
N
EDGEWELL PERSONAL CARE
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co
28035QAB8
10000.00000000
PA
USD
9650.09000000
0.001553158290
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.13000000
N
N
N
N
N
N
JETBLUE AIRWAYS/LOYALTY
N/A
JetBlue Airways Corp / JetBlue Loyalty LP
476920AA1
345000.00000000
PA
USD
350218.88000000
0.056366868792
Long
DBT
CORP
XX
N
2
2031-09-20
Fixed
9.88000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
549300T0G4GS0SINS786
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CJ4
230000.00000000
PA
USD
218168.30000000
0.035113652184
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
9.00000000
N
N
N
N
N
N
PHILIPPINE GOVERNMENT
529900RAHBALMYIJ3T08
Philippine Government Bond
000000000
30240000.00000000
PA
557091.54000000
0.089662515455
Long
DBT
NUSS
PH
N
2
2032-09-15
Fixed
6.75000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607P7Y4
445000.00000000
PA
USD
461443.34000000
0.074268172524
Long
DBT
CORP
CA
N
2
2085-10-28
Fixed
7.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LIVE CATTLE OCT 26
000000000
1.00000000
NC
USD
-362.20000000
-0.00005829520
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Live Cattle Futures
LCV6 Comdty
2026-10-30
91252.20000000
USD
-362.20000000
N
N
N
SMRT
N/A
SMRT 2022-MINI
78457JAN2
350000.00000000
PA
USD
349562.50000000
0.056261226043
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
6.36000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
STOXX 600 BANK MAR 26
000000000
4.00000000
NC
4988.50000000
0.000802886826
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex STOXX 600 Banks Index Futures
BJH6 Index
2026-03-20
69487.10000000
EUR
4988.50000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
JAPANESE YEN
000000000
1.00000000
NC
-2688.08000000
-0.00043263987
N/A
DFE
JP
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
768100.00000000
USD
119306945.00000000
JPY
2026-03-24
-2688.08000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
JAPANESE YEN
000000000
1.00000000
NC
N/A
-1731.60000000
-0.00027869676
N/A
DFE
XX
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
100000.00000000
EUR
18165652.00000000
JPY
2026-03-31
-1731.60000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
15498.90000000
0.002494509898
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1227707.20000000
EUR
1467379.29000000
USD
2026-03-18
15498.90000000
N
N
N
The Montreal Exchange/Bourse De Montreal
549300DKBYNOI0B1NP44
CAN 10YR BOND JUN 26
000000000
114.00000000
NC
46200.10000000
0.007435792653
N/A
DIR
CA
N
1
The Montreal Exchange/Bourse De Montreal
549300DKBYNOI0B1NP44
Long
Montreal Exchange 10 Year Canadian Bond Futures
CNM6 Comdty
2026-06-19
13940631.18000000
CAD
46200.10000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
KOREAN WON
000000000
1.00000000
NC
36219.61000000
0.005829457294
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
4299990.81000000
USD
6237688737.00000000
KRW
2026-03-04
36219.61000000
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F050635
5700000.00000000
PA
USD
5725567.01000000
0.921515951446
Long
ABS-MBS
USGSE
US
N
2
2056-03-01
Fixed
5.00000000
N
N
N
N
N
N
1011778 BC UNLIMITED LIABILITY CO (PRE-MERGER)
N/A
1011778 BC UNLIMITED LIABILITY CO (PRE-MERGER)
000000000
749601.32000000
PA
USD
748349.49000000
0.120445012884
Long
LON
CORP
CA
N
2
2030-09-20
Floating
5.42000000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAD8
5000.00000000
PA
USD
4806.38000000
0.000773575059
Long
DBT
US
N
2
2028-02-15
Fixed
5.95000000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust 2007-FM2
3622MHAA4
663334.08000000
PA
USD
414805.69000000
0.066761957273
Long
ABS-O
CORP
US
N
2
2037-01-25
Floating
3.93000000
N
N
N
N
N
N
TRANSOCEAN TITAN FIN LTD
N/A
Transocean Titan Financing Ltd
89386MAA6
65371.42000000
PA
USD
66769.76000000
0.010746428922
Long
DBT
CORP
KY
N
2
2028-02-01
Fixed
8.38000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA T-BOND JUN 26
000000000
-12.00000000
NC
USD
-17168.85000000
-0.00276328425
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra U.S. Treasury Bond Futures
WNM6 Comdty
2026-06-18
-1441956.15000000
USD
-17168.85000000
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
PROVINCE OF ONTARIO CANADA
68323ACC6
500000.00000000
PA
324887.28000000
0.052289809973
Long
DBT
NUSS
CA
N
2
2045-06-02
Fixed
3.45000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CR3
150000.00000000
PA
USD
159455.50000000
0.025663971190
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
6.55000000
N
N
N
N
N
N
CACI INTERNATIONAL INC
SYRPI2D1O9WRTS2WX210
CACI International Inc
127190AE6
215000.00000000
PA
USD
221747.09000000
0.035689649647
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QVWD2
518038.65000000
PA
USD
526720.74000000
0.084774409769
Long
ABS-MBS
USGSE
US
N
2
2054-12-01
Fixed
5.00000000
N
N
N
N
N
N
Bear Mountain Park CLO, Ltd
N/A
Bear Mountain Park CLO Ltd
07403CAL5
500000.00000000
PA
USD
501764.50000000
0.080757764220
Long
ABS-CBDO
CORP
JE
N
2
2037-07-15
Floating
5.42000000
N
N
N
N
N
N
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
OMXS30 INDEX MAR 26
000000000
47.00000000
NC
54533.66000000
0.008777058672
N/A
DE
SE
N
1
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
Long
Cocoa Futures
QCH6 Comdty
2026-03-20
14670505.27000000
SEK
54533.66000000
N
N
N
COLUMBIA SHORT TERM CASH FUND
N/A
COLUMBIA SHORT TERM CASH FUND
19766H239
253125360.83000000
NS
USD
253074735.76000000
40.73175730958
Long
STIV
RF
US
N
1
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
EURO COUNTRIES
000000000
1.00000000
NC
13045.64000000
0.002099663725
N/A
DFE
XX
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1566232.41000000
USD
1335434.41000000
EUR
2026-03-18
13045.64000000
N
N
N
Structured Asset Mortgage Investments Inc
N/A
Structured Asset Mortgage Investments II Trust 2006-AR8
86361WAA9
230662.05000000
PA
USD
208368.47000000
0.033536393609
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
4.19000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-P3
29429CAJ4
2788219.23000000
PA
USD
501.32000000
0.000080686223
Long
ABS-MBS
CORP
US
N
2
2049-04-15
Variable
1.58000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
SUGAR #11 MAR 27
000000000
-8.00000000
NC
USD
-2705.86000000
-0.00043550152
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CSC Number 11 World Sugar Futures
SBH7 Comdty
2027-02-26
-130708.54000000
USD
-2705.86000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
SWISS FRANC
000000000
1.00000000
NC
N/A
10465.16000000
0.001684341805
N/A
DFE
GB
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
625000.00000000
GBP
653375.54000000
CHF
2026-03-31
10465.16000000
N
N
N
Tokyo Commodity Exchange
N/A
PLATINUM TCOM OCT 26
000000000
1.00000000
NC
5447.11000000
0.000876698979
N/A
DCO
JP
N
1
Tokyo Commodity Exchange
N/A
Long
OSE Platinum Futures
JAV6 Comdty
2026-10-27
5001165.00000000
JPY
5447.11000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
WHEAT KCBT FUTURE JUL 26
000000000
2.00000000
NC
USD
1757.82000000
0.000282916812
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
KCBT Hard Red Winter Wheat Futures
KWN6 Comdty
2026-07-14
57592.18000000
USD
1757.82000000
N
N
N
Hilton USA Trust
N/A
Hilton USA Trust 2016-HHV
43300LAQ3
450000.00000000
PA
USD
442554.26000000
0.071228021479
Long
ABS-MBS
CORP
US
N
2
2038-11-05
Variable
4.19000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
DJIA MINI e-CBOT MAR 26
000000000
10.00000000
NC
USD
51088.79000000
0.008222615304
N/A
DE
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT $5 Mini Dow Jones Industrial Average e-CBOT Futures
DMH6 Index
2026-03-20
2398911.21000000
USD
51088.79000000
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AS2
85000.00000000
PA
USD
87435.33000000
0.014072501670
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
6.50000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition Corp
N/A
JP Morgan Mortgage Acquisition Corp 2005-OPT2
46626LEQ9
900000.00000000
PA
USD
861746.58000000
0.138695996080
Long
ABS-O
CORP
US
N
2
2035-12-25
Floating
4.76000000
N
N
N
N
N
N
AMERICAN TOWER TRUST I
5493004YGM0MQZJOEJ36
American Tower Trust #1
03027WAM4
410000.00000000
PA
USD
415707.82000000
0.066907152881
Long
DBT
US
N
2
2028-03-15
Fixed
5.49000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31422M2E5
1329650.99000000
PA
USD
169425.53000000
0.027268623038
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
2.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
WHEAT MAY 26
000000000
13.00000000
NC
USD
11958.51000000
0.001924692821
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Wheat Futures
W K6 Comdty
2026-05-14
372516.49000000
USD
11958.51000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LEAN HOGS APR 26
000000000
9.00000000
NC
USD
-3064.42000000
-0.00049321087
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Lean Hogs Futures
LHJ6 Comdty
2026-04-15
347674.42000000
USD
-3064.42000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
220000.00000000
PA
260367.06000000
0.041905438990
Long
DBT
NUSS
ID
N
2
2038-03-04
Fixed
4.46000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
EUR/USD FUTURE (CME) MAR 26
000000000
37.00000000
NC
USD
24222.56000000
0.003898561554
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Euro Foreign Exchange Currency Futures
ECH6 Curncy
2026-03-16
5446227.44000000
USD
24222.56000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
STOXX 600 UTIL MAR 26
000000000
5.00000000
NC
22273.83000000
0.003584918246
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex STOXX 600 Utilities Index Futures
GPH6 Index
2026-03-20
124188.08000000
EUR
22273.83000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJP5
135000.00000000
PA
USD
125243.08000000
0.020157566198
Long
DBT
CORP
US
N
2
2032-03-11
Fixed
2.65000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAU8
85000.00000000
PA
USD
85645.67000000
0.013784460288
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401BJ6
370000.00000000
PA
USD
379041.10000000
0.061005734330
Long
DBT
CORP
CH
N
2
2034-08-10
Fixed
7.13000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457CS7
342000.00000000
PA
USD
351070.00000000
0.056503854467
Long
DBT
CORP
US
N
2
2035-09-30
Fixed
5.30000000
N
N
N
N
N
N
Citadel Securities LLC
12UUJYTN7D3SW8KCSG25
US DOLLARS
000000000
1.00000000
NC
-6628.77000000
-0.00106688425
N/A
DFE
US
N
2
Citadel Securities LLC
12UUJYTN7D3SW8KCSG25
158872.90000000
AUD
106419.31000000
USD
2026-04-01
-6628.77000000
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government Bonds
000000000
2430000.00000000
PA
1409344.37000000
0.226830515784
Long
DBT
NUSS
NZ
N
2
2033-04-14
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
2924.67000000
0.000470718455
N/A
DFE
XX
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
625000.00000000
EUR
742585.50000000
USD
2026-03-31
2924.67000000
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
1.00000000
NC
2515.97000000
0.000404939193
N/A
DFE
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
278158.70000000
EUR
331723.37000000
USD
2026-04-01
2515.97000000
N
N
N
DataBank Issuer LLC
N/A
DataBank Issuer
23802WAR2
155000.00000000
PA
USD
156080.89000000
0.025120835997
Long
ABS-O
CORP
US
N
2
2056-02-25
Fixed
6.49000000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
000000000
170000.00000000
PA
177453.92000000
0.028560772695
Long
DBT
CORP
DE
N
2
2031-11-07
Fixed
0.63000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
WHEAT JUL 26
000000000
-13.00000000
NC
USD
-24911.35000000
-0.00400942061
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Wheat Futures
W N6 Comdty
2026-07-14
-364276.15000000
USD
-24911.35000000
N
N
N
Apidos CLO
549300XIP4V1NMCICV93
Apidos CLO XI
03764EAC3
1225000.00000000
PA
USD
203702.80000000
0.032785465479
Long
ABS-CBDO
CORP
KY
N
2
2034-04-17
Variable
0.00000000
N
N
N
N
N
N
Freddie Mac Multiclass Certificates
N/A
Freddie Mac Multifamily PC REMIC Trust 2019-P002
3137FQKX0
705000.00000000
PA
USD
36495.59000000
0.005873875597
Long
ABS-MBS
USGSE
US
N
2
2033-07-25
Variable
1.14000000
N
N
N
N
N
N
JBS NV/USA FOODS/FOOD CO
N/A
JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings
47214BAC2
82000.00000000
PA
USD
91334.59000000
0.014700077993
Long
DBT
CORP
NL
N
2
2034-03-15
Fixed
6.75000000
N
N
N
N
N
N
AURIZON NETWORK PTY LTD
549300FNL9A7DVZKZ444
Aurizon Network Pty Ltd
000000000
250000.00000000
PA
159596.77000000
0.025686708250
Long
DBT
CORP
AU
N
2
2030-09-02
Fixed
2.90000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
585000.00000000
PA
USD
527131.83000000
0.084840573695
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
LONG GILT JUN 26
000000000
6.00000000
NC
5628.48000000
0.000905890035
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
Long
Long Gilt Futures
G M6 Comdty
2026-06-26
557903.48000000
GBP
5628.48000000
N
N
N
HILCORP ENERGY I LP
549300ITPIHLG0LHEC09
Hilcorp Energy I LP Term Loan B
431319AH5
521662.50000000
PA
USD
521010.42000000
0.083855347786
Long
LON
CORP
US
N
2
2030-02-11
Floating
5.42000000
N
N
N
N
N
N
HOPPER MERGER SUB INC
9845009E9B4548A5N478
HOPPER MERGER SUB INC
000000000
590000.00000000
PA
USD
582625.00000000
0.093772063146
Long
LON
CORP
US
N
2
2033-01-14
None
0.00000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
NORWAY KRONA
000000000
1.00000000
NC
14110.83000000
0.002271103440
N/A
DFE
NO
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
755000.00000000
USD
7313609.50000000
NOK
2026-03-18
14110.83000000
N
N
N
Onslow Bay Financial LLC
25490010LUJWFEUCIH44
OBX 2021-NQM2 Trust
670857AA9
940496.46000000
PA
USD
790581.23000000
0.127242107740
Long
ABS-MBS
CORP
US
N
2
2061-05-25
Variable
1.10000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BRQL2
3993601.93000000
PA
USD
12187.28000000
0.001961512790
Long
ABS-MBS
USGSE
US
N
2
2026-07-25
Variable
1.17000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EDC6
408000.00000000
PA
USD
433449.64000000
0.069762655246
Long
DBT
CORP
GB
N
2
2035-03-15
Fixed
7.63000000
N
N
N
N
N
N
Residential Asset Securities Corporation
N/A
RASC Series 2007-KS1 Trust
74924SAD8
866851.55000000
PA
USD
854405.47000000
0.137514462451
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
4.23000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NY HARBOR ULSD (HEAT OIL) JUL 26
000000000
6.00000000
NC
USD
47672.34000000
0.007672746066
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX NY Harbor ULSD Futures
HON6 Comdty
2026-06-30
572096.46000000
USD
47672.34000000
N
N
N
Osaka Exchange
3538001249AILNPRUX57
NIKKEI 225 (OSE) MAR 26
000000000
2.00000000
NC
107363.27000000
0.017279854681
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
CME Nikkei 225 Index Futures
NKH6 Index
2026-03-12
101320220.00000000
JPY
107363.27000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
JPY/USD FUTURE (CME) MAR 26
000000000
-7.00000000
NC
USD
-9027.78000000
-0.00145299902
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Japanese Yen Currency Futures
JYH6 Curncy
2026-03-16
-552503.47000000
USD
-9027.78000000
N
N
N
Italian Derivatives Market
N/A
FTSE/MIB INDEX MAR 26
000000000
6.00000000
NC
80403.19000000
0.012940696004
N/A
DE
IT
N
1
Italian Derivatives Market
N/A
Long
FTSE MIB Index Futures
STH6 Index
2026-03-20
1350261.04000000
EUR
80403.19000000
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAL0
150000.00000000
PA
USD
142525.41000000
0.022939114776
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.13000000
N
N
N
N
N
N
Ardagh Holdings SA
549300ORV6YW6ESSNQ21
Ardagh Holdings SA
985923101
8977.00000000
NS
USD
66205.38000000
0.010655593347
Long
EC
CORP
LU
N
2
N
N
N
NEW S WALES TREASURY CRP
TC7LRO17HPNPLTAV0H77
New South Wales Treasury Corp
000000000
810000.00000000
PA
560849.92000000
0.090267417488
Long
DBT
NUSS
AU
N
2
2035-09-20
Fixed
4.75000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
CHILEAN PESO
000000000
1.00000000
NC
-555.91000000
-0.00008947234
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
99999.75000000
USD
86789570.00000000
CLP
2026-03-12
-555.91000000
N
N
N
VMED O2 UK FINANCING I
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAE0
305000.00000000
PA
USD
289075.11000000
0.046525929146
Long
DBT
CORP
GB
N
2
2033-01-15
Fixed
6.75000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
COLOMBIAN PESO
000000000
1.00000000
NC
-5307.98000000
-0.00085430634
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
200000.00000000
USD
730686000.00000000
COP
2026-03-04
-5307.98000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
SOUTH AFRICA COMM. RD
000000000
1.00000000
NC
5581.38000000
0.000898309406
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
3300000.00000000
USD
52759158.30000000
ZAR
2026-03-31
5581.38000000
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mortgage Loan Trust 2007-5
68403HAD4
1355513.58000000
PA
USD
746768.56000000
0.120190566083
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
4.02000000
N
N
N
N
N
N
FIRSTKEY HOMES TRUST FKH_21-SFR3
N/A
FIRSTKEY HOMES TRUST FKH_21-SFR3
33768JAS0
820000.00000000
PA
USD
810822.15000000
0.130499834113
Long
ABS-MBS
CORP
US
N
2
2038-12-17
Fixed
3.83000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FG7J8
316463.46000000
PA
USD
12544.52000000
0.002019009691
Long
ABS-MBS
USGSE
US
N
2
2046-05-25
Variable
4.10000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
INDONESIA TREASURY BOND
000000000
2298000000.00000000
PA
150878.42000000
0.024283511225
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2025-SFR1 Trust
74334NAL5
631000.00000000
PA
USD
593023.52000000
0.095445679407
Long
ABS-O
CORP
US
N
2
2042-02-17
Fixed
3.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LEAN HOGS JUL 26
000000000
9.00000000
NC
USD
9309.72000000
0.001498376574
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Lean Hogs Futures
LHN6 Comdty
2026-07-15
392720.28000000
USD
9309.72000000
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
JAPANESE YEN
000000000
1.00000000
NC
-3857.83000000
-0.00062090826
N/A
DFE
JP
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
768100.00000000
USD
119124614.00000000
JPY
2026-03-24
-3857.83000000
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
000000000
1320000.00000000
PA
941049.35000000
0.151459582187
Long
DBT
NUSS
AU
N
2
2031-08-28
Fixed
5.00000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
000000000
185000.00000000
PA
221296.76000000
0.035617170140
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ABG64
172297.74000000
PA
USD
167618.93000000
0.026977855204
Long
ABS-MBS
USGSE
US
N
2
2042-10-25
Floating
4.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TJ7
95000.00000000
PA
USD
70745.31000000
0.011386283933
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
DAX INDEX MAR 26
000000000
1.00000000
NC
-6382.87000000
-0.00102730725
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex DAX Index Futures
GXH6 Index
2026-03-20
639214.74000000
EUR
-6382.87000000
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
Snap Inc
83304AAL0
170000.00000000
PA
USD
169351.81000000
0.027256757985
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.88000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-LBA
05609BAM1
240000.00000000
PA
USD
239926.01000000
0.038615502184
Long
ABS-MBS
CORP
US
N
2
2036-02-15
Floating
6.02000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2020-1 Trust
21872UAE4
125265.34000000
PA
USD
4274.02000000
0.000687893024
Long
ABS-O
CORP
US
N
2
2050-03-15
Variable
2.26000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition Corp
N/A
JP MORGAN MORTGAGE ACQUISITION C
46631KAF2
284656.35000000
PA
USD
279861.63000000
0.045043042163
Long
ABS-CBDO
CORP
US
N
2
2037-06-25
Variable
4.06000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LIVE CATTLE AUG 26
000000000
2.00000000
NC
USD
-584.40000000
-0.00009405774
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Live Cattle Futures
LCQ6 Comdty
2026-08-31
182824.40000000
USD
-584.40000000
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
476000.00000000
PA
USD
493511.13000000
0.079429404584
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
EUR/USD EMINI FUTURE (CME) MAR 26
000000000
2.00000000
NC
USD
1685.60000000
0.000271293181
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME EUR/USD E-mini Future
EEH6 Index
2026-03-16
146164.40000000
USD
1685.60000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN OIL MAY 26
000000000
15.00000000
NC
USD
32156.55000000
0.005175517763
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Oil Futures
BOK6 Comdty
2026-05-14
524493.45000000
USD
32156.55000000
N
N
N
Countrywide Asset-Backed Certificates
549300H6I2066O1LC673
CWABS Asset-Backed Certificates Trust 2004-10
126673JW3
640684.99000000
PA
USD
612210.90000000
0.098533841105
Long
ABS-O
CORP
US
N
2
2034-12-25
Floating
3.95000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
59408QAA4
20000.00000000
PA
USD
18749.72000000
0.003017721395
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
11.00000000
N
N
N
N
N
N
TRANSOCEAN INTERNTNL LTD
DOL4HJ22ADYSIWES4H94
Transocean International Ltd
893830BX6
59500.00000000
PA
USD
62210.49000000
0.010012625611
Long
DBT
CORP
BM
N
2
2030-02-15
Fixed
8.75000000
N
N
N
N
N
N
WESTERN ALLIANCE BANCORP
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638AD1
490000.00000000
PA
USD
484790.40000000
0.078025824504
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.00000000
N
N
N
N
N
N
RAVEN ACQUISITION HOLDIN
N/A
Raven Acquisition Holdings LLC
75420NAA1
65000.00000000
PA
USD
62466.79000000
0.010053876466
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
6.88000000
N
N
N
N
N
N
JPALT_07-S1
N/A
JPALT_07-S1
466275AB0
107913.20000000
PA
USD
104566.96000000
0.016829795453
Long
ABS-CBDO
CORP
US
N
2
2047-04-25
Floating
4.47000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
KOREAN WON
000000000
1.00000000
NC
-881.41000000
-0.00014186077
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
99999.78000000
USD
142617600.00000000
KRW
2026-04-03
-881.41000000
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AN1
985000.00000000
PA
USD
998751.56000000
0.160746611202
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.75000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
290000.00000000
PA
USD
290309.95000000
0.046724673612
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
JBS NV/USA FOODS/FOOD CO
N/A
JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings
46590XAM8
390000.00000000
PA
USD
372618.34000000
0.059972006879
Long
DBT
CORP
NL
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae - CAS
549300Z5THZ1JXIHVK60
Fannie Mae Connecticut Avenue Securities
20754KAJ0
80000.00000000
PA
USD
82579.58000000
0.013290980631
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
9.87000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AERCAP IRELAND CAP/GLOBA
00774MBQ7
320000.00000000
PA
USD
331587.94000000
0.053368264747
Long
DBT
CORP
IE
N
2
2056-01-31
Fixed
6.50000000
N
N
N
N
N
N
ION PLAT FIN US/SARL
N/A
ION Platform Finance US Inc / ION Platform Finance SARL
46206AAD4
200000.00000000
PA
USD
185939.65000000
0.029926530102
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
8.75000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 MAR 26
000000000
27.00000000
NC
96381.55000000
0.015512373812
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex EURO STOXX 50 Futures
VGH6 Index
2026-03-20
1579539.41000000
EUR
96381.55000000
N
N
N
MORGAN STANLEY PVT BANK
549300GS0W0TEUQS8571
Morgan Stanley Private Bank NA
61776NZW6
150000.00000000
PA
USD
150855.67000000
0.024279849668
Long
DBT
CORP
US
N
2
2031-11-19
Fixed
4.47000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
SWISS FRANC
000000000
1.00000000
NC
2709.14000000
0.000436029430
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
3097273.53000000
USD
2375000.00000000
CHF
2026-03-31
2709.14000000
N
N
N
INTOWN Mortgage Trust
N/A
INTOWN 2025-STAY Mortgage Trust
46117WAE2
105000.00000000
PA
USD
105295.35000000
0.016947028035
Long
ABS-MBS
CORP
US
N
2
2042-03-15
Floating
5.91000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
170000.00000000
PA
USD
158411.72000000
0.025495977362
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
INDIA GOVERNMENT BOND
335800IV7VCDQGIOI391
India Government Bond
000000000
7990000.00000000
PA
86554.83000000
0.013930787357
Long
DBT
NUSS
IN
N
2
2031-07-12
Fixed
6.10000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2024-AIRC
12433CAE5
390263.04000000
PA
USD
391238.70000000
0.062968908100
Long
ABS-MBS
CORP
US
N
2
2041-08-15
Floating
6.25000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
EURO COUNTRIES
000000000
1.00000000
NC
-8403.79000000
-0.00135256936
N/A
DFE
XX
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
1041596.36000000
USD
873665.60000000
EUR
2026-03-18
-8403.79000000
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CANADIAN DOLLAR
000000000
1.00000000
NC
45865.49000000
0.007381937995
N/A
DFE
CA
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
2392473.00000000
USD
3323831.87000000
CAD
2026-03-18
45865.49000000
N
N
N
Homebanc Mortgage Trust
N/A
HOMEBANC MORTGAGE TRUST HMBT_05-3
43739EBP1
504004.82000000
PA
USD
508119.52000000
0.081780589084
Long
ABS-CBDO
CORP
US
N
2
2035-07-25
Variable
4.79000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust
92922F5T1
783026.44000000
PA
USD
745860.17000000
0.120044362943
Long
ABS-MBS
CORP
US
N
2
2045-11-25
Floating
4.31000000
N
N
N
N
N
N
REDE D'OR FINANCE SARL
549300FDE772OLJUCP79
Rede D'or Finance Sarl
75735GAA6
200000.00000000
PA
USD
194849.34000000
0.031360522831
Long
DBT
CORP
LU
N
2
2030-01-22
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
US DOLLARS
000000000
1.00000000
NC
16925.26000000
0.002724079037
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
707636.79000000
EUR
853772.99000000
USD
2026-03-18
16925.26000000
N
N
N
KFC Holding Co
549300G2LG4YUB3MM115
KFC Holding Co 2021 Term Loan B
72584DAF1
325798.30000000
PA
USD
326306.55000000
0.052518237994
Long
LON
CORP
US
N
2
2028-03-15
Floating
5.53000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BT9
355000.00000000
PA
USD
368618.35000000
0.059328218310
Long
DBT
CORP
NL
N
2
2032-11-16
Fixed
7.00000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
FTSE 100 INDEX MAR 26
000000000
23.00000000
NC
268323.59000000
0.043186022956
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
FTSE 100 Index Futures
Z H6 Index
2026-03-20
2310234.66000000
GBP
268323.59000000
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31423XZ61
3153566.36000000
PA
USD
396116.76000000
0.063754019879
Long
ABS-MBS
USGSE
US
N
2
2052-10-25
Fixed
2.00000000
N
N
N
N
N
N
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
FTSE CHINA A50 MAR 26
000000000
62.00000000
NC
USD
-7270.76000000
-0.00117021096
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
Long
SGX FTSE China A50 Futures Contract
XUH6 Index
2026-03-30
915074.76000000
USD
-7270.76000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN MAY 26
000000000
-47.00000000
NC
USD
-26604.81000000
-0.00428197884
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Corn Futures
C K6 Comdty
2026-05-14
-1027370.19000000
USD
-26604.81000000
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
AUSTRALIA DOLLAR
000000000
1.00000000
NC
12205.75000000
0.001964485491
N/A
DFE
AU
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
752377.97000000
USD
1074449.62000000
AUD
2026-03-18
12205.75000000
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAF8
829000.00000000
PA
USD
724748.12000000
0.116646430335
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
9.00000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE (ICE) MAY 26
000000000
6.00000000
NC
USD
29493.88000000
0.004746967565
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Brent Crude Oil Futures
COK6 Comdty
2026-03-31
407726.12000000
USD
29493.88000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NY HARBOR ULSD (HEAT OIL) DEC 26
000000000
3.00000000
NC
USD
27731.67000000
0.004463344192
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX NY Harbor ULSD Futures
HOZ6 Comdty
2026-11-30
275159.73000000
USD
27731.67000000
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
1.00000000
NC
-45398.03000000
-0.00730670145
N/A
DFE
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
1915278.27000000
NZD
1104228.60000000
USD
2026-03-18
-45398.03000000
N
N
N
PPL CORPORATION
9N3UAJSNOUXFKQLF3V18
PPL Corp
69351T866
8095.00000000
NS
USD
417621.05000000
0.067215082552
Long
EP
CORP
US
N
2
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AT5H3
299349.74000000
PA
USD
4146.62000000
0.000667388307
Long
ABS-MBS
USGSE
US
N
2
2039-07-25
Variable
2.97000000
N
N
N
N
N
N
Aimco
5493004I93856WYBB035
AIMCO CLO 10 Ltd
00901AAU1
450000.00000000
PA
USD
451031.85000000
0.072592468773
Long
ABS-CBDO
CORP
KY
N
2
2037-07-22
Floating
5.42000000
N
N
N
N
N
N
Saxon Asset Securities Trust
N/A
Saxon Asset Securities Trust 2007-2
80556YAE5
491982.62000000
PA
USD
367666.34000000
0.059174994638
Long
ABS-O
CORP
US
N
2
2047-05-25
Floating
4.09000000
N
N
N
N
N
N
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
US DOLLARS
000000000
1.00000000
NC
-9073.07000000
-0.00146028833
N/A
DFE
US
N
2
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
1036104.94000000
CAD
751005.85000000
USD
2026-03-18
-9073.07000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
56673.60000000
0.009121476761
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
450000000.00000000
JPY
2945441.86000000
USD
2026-03-31
56673.60000000
N
N
N
Woodward Capital Management
254900VY2F6O6C6XTD40
Rckt Mortgage Trust 2025-CES4
74937YAK4
400000.00000000
PA
USD
405574.60000000
0.065276236004
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
6.93000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2006-QO10 Trust
751153AA5
471819.78000000
PA
USD
434870.20000000
0.069991290890
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
4.11000000
N
N
N
N
N
N
COLUMBIA PIPELINES OPCO
N/A
Columbia Pipelines Operating Co LLC
19828TAB2
275000.00000000
PA
USD
297883.93000000
0.047943687096
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.04000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDS9
651718.60000000
PA
USD
590676.02000000
0.095067855046
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
25490010CSYSAQU59J50
Towd Point Mortgage Trust 2019-2
89177JAC2
275000.00000000
PA
USD
247397.45000000
0.039818012106
Long
ABS-MBS
CORP
US
N
2
2058-12-25
Variable
3.75000000
N
N
N
N
N
N
PHILIPPINE GOVERNMENT
529900RAHBALMYIJ3T08
Philippine Government Bond
000000000
47150000.00000000
PA
845186.88000000
0.136030753026
Long
DBT
NUSS
PH
N
2
2030-07-27
Fixed
6.38000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4CDPWRMWB65
Freddie Mac STACR REMIC Trust 2022-DNA4
35564KWT2
285000.00000000
PA
USD
292952.04000000
0.047149911510
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Floating
7.02000000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AM3
870000.00000000
PA
USD
871445.60000000
0.140257029533
Long
DBT
CORP
US
N
2
2060-03-15
Fixed
6.71000000
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco Inc
92537RAA7
100000.00000000
PA
USD
99868.38000000
0.016073570539
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
WHEAT DEC 26
000000000
-15.00000000
NC
USD
-41158.45000000
-0.00662435146
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Wheat Futures
W Z6 Comdty
2026-12-14
-428904.05000000
USD
-41158.45000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
3MO EURO EURIBOR DEC 26
000000000
32.00000000
NC
9524.81000000
0.001532994781
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
3 Month Euro Euribor Futures
ERZ6 Comdty
2026-12-14
7833989.08000000
EUR
9524.81000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-33252.37000000
-0.00535188730
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
5873182.40000000
NOK
584380.85000000
USD
2026-03-18
-33252.37000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ES35
1646210.23000000
PA
USD
1633565.59000000
0.262918370580
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae - CAS
549300Z5THZ1JXIHVK60
Fannie Mae Connecticut Avenue Securities
20754YCL3
230000.00000000
PA
USD
232834.20000000
0.037474092778
Long
ABS-MBS
USGSE
US
N
2
2045-09-25
Floating
5.52000000
N
N
N
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
90 D AUD BANK BILL RATE MAR 27
000000000
-2.00000000
NC
-88.00000000
-0.00001416338
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
SFE 90 Day Australian Bank Accepted Bills Futures
IRH7 Comdty
2027-03-11
-1978942.48000000
AUD
-88.00000000
N
N
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance Inc
47077WAC2
80000.00000000
PA
USD
82878.53000000
0.013339095899
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
7.13000000
N
N
N
N
N
N
One New York Plaza Trust 2020-1NYP
N/A
One New York Plaza Trust 2020-1NYP
68249DAC3
372000.00000000
PA
USD
362004.36000000
0.058263712860
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Floating
5.02000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SF6
2760000.00000000
PA
USD
2110106.25000000
0.339616419688
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
COLT Funding LLC
2138001HZNOLT1K3WY73
COLT 2023-1 Mortgage Loan Trust
19688NAA6
225935.98000000
PA
USD
226374.75000000
0.036434460161
Long
ABS-MBS
CORP
US
N
2
2068-04-25
Variable
6.05000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN OIL JUL 26
000000000
14.00000000
NC
USD
44698.78000000
0.007194158885
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Oil Futures
BON6 Comdty
2026-07-14
475177.22000000
USD
44698.78000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LMPBDP 20260501 LME COMDTY FWD
000000000
-2.00000000
NC
USD
738.78000000
0.000118904826
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Futures
LMAHDP Comdty
2026-05-01
-98160.78000000
USD
738.78000000
N
N
N
Norway Government Bonds
549300L0BT3FJTN9MX24
Norway Government Bonds
000000000
2595000.00000000
PA
265403.96000000
0.042716115677
Long
DBT
NUSS
NO
N
2
2035-06-12
Fixed
3.75000000
N
N
N
N
N
N
FIRST CITIZENS BANCSHARE
549300N3Z00ZHE2XC526
First Citizens BancShares Inc/NC
31959X400
29850.00000000
NS
USD
751324.50000000
0.120923833439
Long
EP
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-2
89175VAC7
900000.00000000
PA
USD
870989.13000000
0.140183561807
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.50000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
STOXX EUROPE 600 MAR 26
000000000
28.00000000
NC
76228.07000000
0.012268720692
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex STOXX Europe 600 Futures
SXOH6 Index
2026-03-20
823195.55000000
EUR
76228.07000000
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain Fuji US Clo II Ltd
09629EAE1
500000.00000000
PA
USD
500783.50000000
0.080599874678
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
5.53000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
LONG GILT JUN 26
000000000
22.00000000
NC
33627.94000000
0.005412334371
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
Long
Long Gilt Futures
G M6 Comdty
2026-06-26
2036020.73000000
GBP
33627.94000000
N
N
N
Canada Government Bonds
4BFD7AQU0A75QLAHK410
Canada Government Bonds
135087R89
465000.00000000
PA
351476.96000000
0.056569353679
Long
DBT
NUSS
CA
N
2
2029-09-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac - STACR
529900MBUPRSJMB6GN48
Freddie Mac Stacr Remic Trust 2025-Hqa1
35564NHA4
260000.00000000
PA
USD
260958.02000000
0.042000552551
Long
ABS-MBS
USGSE
US
N
2
2045-02-25
Floating
5.32000000
N
N
N
N
N
N
Verus Securitization Trust
984500A3F1D749452747
Verus Securitization Trust 2024-1
92540EAA1
48213.20000000
PA
USD
48433.20000000
0.007795204614
Long
ABS-MBS
CORP
US
N
2
2069-01-25
Variable
5.71000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K096
N/A
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K096
3137FNBB5
3390000.00000000
PA
USD
199028.60000000
0.032033164466
Long
ABS-MBS
USGA
US
N
2
2029-07-25
Floating
2.04000000
N
N
N
N
N
N
Johannesburg Stock Exchange
N/A
FTSE/JSE TOP 40 MAR 26
000000000
6.00000000
NC
45542.13000000
0.007329893997
N/A
DE
ZA
N
1
Johannesburg Stock Exchange
N/A
Long
SAFEX FTSE/JSE Top 40 Index Futures
AIH6 Index
2026-03-19
6475928.34000000
ZAR
45542.13000000
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
292505AG9
450000.00000000
PA
USD
486545.44000000
0.078308293882
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
6.50000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
COFFEE ROBUSTA JUL 26
000000000
-2.00000000
NC
USD
-272.28000000
-0.00004382279
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Short
Robusta Coffee Futures 10-Tonne
DFN6 Comdty
2026-07-27
-70767.72000000
USD
-272.28000000
N
N
N
AUSGRID FINANCE PTY LTD
549300DN8D7YR73BKB57
Ausgrid Finance Pty Ltd
000000000
130000.00000000
PA
93603.92000000
0.015065321084
Long
DBT
CORP
AU
N
2
2035-12-10
Fixed
5.95000000
N
N
N
N
N
N
Brazil Government International Bonds
254900ZFY40OYEADAP90
Brazil Government International Bonds
105756CL2
515000.00000000
PA
USD
540686.84000000
0.087022219271
Long
DBT
NUSS
BR
N
2
2035-03-15
Fixed
6.63000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAL7
105000.00000000
PA
USD
106870.65000000
0.017200568702
Long
DBT
CORP
US
N
2
2030-11-06
Fixed
7.50000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
BRITISH POUND
000000000
1.00000000
NC
-2300.51000000
-0.00037026143
N/A
DFE
GB
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
751922.25000000
USD
556216.81000000
GBP
2026-03-18
-2300.51000000
N
N
N
SIMMONS FIRST NTL CORP
549300IVR5AJKUVOGN05
Simmons First National Corp
828730AC5
325000.00000000
PA
USD
330033.90000000
0.053118145825
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
6.25000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LMAHDP 20260511 LME COMDTY FWD
000000000
1.00000000
NC
USD
1179.18000000
0.000189786125
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Futures
LMAHDP Comdty
2026-05-11
77220.07000000
USD
1179.18000000
N
N
N
AutoNation Finance Trust 2025-1
N/A
AutoNation Finance Trust 2026-1
05330WAG4
175000.00000000
PA
USD
176686.93000000
0.028437327538
Long
ABS-O
CORP
US
N
2
2034-01-11
Fixed
5.07000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384WFA8
1184825.28000000
PA
USD
65130.08000000
0.010482526452
Long
ABS-MBS
USGA
US
N
2
2054-09-20
Floating
1.74000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-569.09000000
-0.00009159363
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
3143015.00000000
TWD
100000.23000000
USD
2026-03-13
-569.09000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
US DOLLARS
000000000
1.00000000
NC
1431.46000000
0.000230389972
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
335009519.00000000
JPY
2150680.00000000
USD
2026-03-24
1431.46000000
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
1.00000000
NC
-4969.09000000
-0.00079976283
N/A
DFE
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
130793.00000000
AUD
88098.37000000
USD
2026-04-01
-4969.09000000
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust 2006-4
54251MAA2
889900.62000000
PA
USD
470796.76000000
0.075773582506
Long
ABS-O
CORP
US
N
2
2036-05-25
Floating
4.09000000
N
N
N
N
N
N
COLT Funding LLC
213800EA95GXXC9AJO50
Colt 2024-7 Mortgage Loan Trust
19688YAE4
360000.00000000
PA
USD
366093.65000000
0.058921874044
Long
ABS-MBS
CORP
US
N
2
2069-12-26
Variable
7.13000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
549300UOGMFS1M8XVM16
JPMBB Commercial Mortgage Securities Trust 2014-C23
46643ABG7
164361.46000000
PA
USD
6.00000000
0.000000965685
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
0.33000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-2475.05000000
-0.00039835322
N/A
DFE
XX
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
375000.00000000
EUR
441321.45000000
USD
2026-03-31
-2475.05000000
N
N
N
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
US DOLLARS
000000000
1.00000000
NC
-99635.86000000
-0.01603614701
N/A
DFE
US
N
2
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
3206711.76000000
AUD
2182276.26000000
USD
2026-03-18
-99635.86000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
AUSTRALIA DOLLAR
000000000
1.00000000
NC
N/A
48743.37000000
0.007845125714
N/A
DFE
AU
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
347110060.00000000
JPY
3200000.00000000
AUD
2026-03-31
48743.37000000
N
N
N
CHI Commercial Mortgage Trust
N/A
CHI Commercial Mortgage Trust 2025-SFT
16706GAJ6
560000.00000000
PA
USD
583449.89000000
0.093904827166
Long
ABS-MBS
CORP
US
N
2
2042-04-15
Variable
7.57000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
JAPANESE YEN
000000000
1.00000000
NC
-7599.61000000
-0.00122313856
N/A
DFE
JP
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
768100.00000000
USD
118541372.00000000
JPY
2026-03-24
-7599.61000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378BBQ1
1296131.54000000
PA
USD
12.96000000
0.000002085880
Long
ABS-MBS
USGA
US
N
2
2052-05-16
Variable
0.00000000
N
N
N
N
N
N
Euronext Paris Matif
969500HMVSZ0TCV65D58
MAIZE FUTURE JUN 26
000000000
-2.00000000
NC
-886.93000000
-0.00014274920
N/A
DCO
FR
N
1
Euronext Paris Matif
969500HMVSZ0TCV65D58
Short
Euronext Maize Futures
EPM6 Comdty
2026-06-05
-18972.54000000
EUR
-886.93000000
N
N
N
REDEXIS SA
635400DYWVUY8IC5MR90
Redexis SA
000000000
100000.00000000
PA
122614.63000000
0.019734523625
Long
DBT
CORP
ES
N
2
2031-05-30
Fixed
4.38000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
AUSTRALIA DOLLAR
000000000
1.00000000
NC
1095.64000000
0.000176340567
N/A
DFE
AU
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
49044.01000000
USD
70464.10000000
AUD
2026-04-01
1095.64000000
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
000000000
27000000.00000000
PA
301259.44000000
0.048486967142
Long
DBT
CORP
XX
N
2
2030-10-06
Fixed
7.35000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NY HARBOR ULSD (HEAT OIL) APR 26
000000000
6.00000000
NC
USD
39877.20000000
0.006418137423
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX NY Harbor ULSD Futures
HOJ6 Comdty
2026-03-31
614314.80000000
USD
39877.20000000
N
N
N
DAVIDE CAMPARI-MILANO SP
213800ED5AN2J56N6Z02
Davide Campari-Milano NV
000000000
100000.00000000
PA
116714.06000000
0.018784841372
Long
DBT
CORP
NL
N
2
2029-01-17
Fixed
2.38000000
N
N
N
N
N
Davide Campari-Milano NV
Davide Campari-Milano NV
EUR
XXXX
N
N
N
SLM Student Loan Trust
5493000NQN5E3MSIIG77
SLM Student Loan Trust 2012-1
78446WAC1
208552.02000000
PA
USD
206293.07000000
0.033202363075
Long
ABS-O
CORP
US
N
2
2028-09-25
Floating
4.73000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AU1
420000.00000000
PA
USD
488880.00000000
0.078684035582
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.88000000
N
N
N
N
Y
FirstEnergy Corp
FirstEnergy Corp
USD
XXXX
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LMPBDP 20260515 LME COMDTY FWD
000000000
-1.00000000
NC
USD
-4.11000000
-0.00000066149
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Futures
LMAHDP Comdty
2026-05-15
-48908.64000000
USD
-4.11000000
N
N
N
The Montreal Exchange/Bourse De Montreal
N/A
3M CORRA JUN 26
000000000
34.00000000
NC
4490.92000000
0.000722802546
N/A
DIR
CA
N
1
The Montreal Exchange/Bourse De Montreal
N/A
Long
3-Month CORRA Futures
CORM6 Comdty
2026-09-15
8306807.36000000
CAD
4490.92000000
N
N
N
Lehman XS Trust
549300FDK6ZP3YIHRJ47
Lehman XS Trust 2006-15
52523MAD2
550184.78000000
PA
USD
509777.45000000
0.082047428847
Long
ABS-O
CORP
US
N
2
2036-10-25
Floating
4.13000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AQ4
455000.00000000
PA
USD
415234.52000000
0.066830976408
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
Japan Government Two Year Bonds
353800WZS8AXZXFUC241
Japan Government Two Year Bonds
000000000
207800000.00000000
PA
1326927.49000000
0.213565721318
Long
DBT
NUSS
JP
N
2
2026-12-01
Fixed
0.60000000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDEX MAR 26
000000000
7.00000000
NC
227692.32000000
0.036646519818
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TSE TOPIX Futures
TPH6 Index
2026-03-13
240984677.00000000
JPY
227692.32000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
255000.00000000
PA
USD
165063.00000000
0.026566484546
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X204
15400.00000000
NS
USD
706398.00000000
0.113693023578
Long
EP
CORP
US
N
2
N
N
N
New Zealand Government Bonds
549300237GPHG2AI7C34
New Zealand Government Bonds
000000000
1865000.00000000
PA
1126482.62000000
0.181304611673
Long
DBT
NUSS
NZ
N
2
2034-05-15
Fixed
4.25000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
8440000.00000000
PA
413562.69000000
0.066561899475
Long
DBT
NUSS
CZ
N
2
2034-10-24
Fixed
4.25000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
TAIWAN NEW DOLLAR
000000000
1.00000000
NC
6954.22000000
0.001119264633
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
499998.84000000
USD
15824599.00000000
TWD
2026-03-04
6954.22000000
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA
02090DAD0
60950.00000000
PA
USD
58283.68000000
0.009380615183
Long
DBT
CORP
FR
N
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAV4
330000.00000000
PA
USD
331140.13000000
0.053296190827
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.50000000
N
N
N
N
N
N
Commodities Exchange Center
N/A
SILVER MAY 26
000000000
1.00000000
NC
USD
80869.51000000
0.013015749063
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Silver Futures
SIK6 Comdty
2026-05-27
385585.49000000
USD
80869.51000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABU8
69000.00000000
PA
USD
68871.63000000
0.011084719738
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGJ3
269324.87000000
PA
USD
261915.83000000
0.042154709718
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
ROBERT BOSCH GMBH
529900F0LT5OP4SV6122
Robert Bosch GmbH
000000000
100000.00000000
PA
119080.58000000
0.019165726955
Long
DBT
CORP
DE
N
2
2043-06-02
Fixed
4.38000000
N
N
N
N
N
N
SFAVE Commercial Mortgage Securities Trust
549300FIGODFFTOAAU64
SFAVE Commercial Mortgage Securities Trust 2015-5AVE
78413MAE8
35000.00000000
PA
USD
31489.02000000
0.005068080449
Long
ABS-MBS
CORP
US
N
2
2043-01-05
Variable
4.14000000
N
N
N
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
Snap Inc
83304AAM8
100000.00000000
PA
USD
99812.56000000
0.016064586447
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
6.88000000
N
N
N
N
N
N
NEW S WALES TREASURY CRP
TC7LRO17HPNPLTAV0H77
New South Wales Treasury Corp
000000000
845000.00000000
PA
559423.30000000
0.090037806502
Long
DBT
NUSS
AU
N
2
2036-02-20
Fixed
4.25000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303MAC6
870000.00000000
PA
USD
884530.03000000
0.142362936414
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XLF1
179808.26000000
PA
USD
174466.86000000
0.028080012723
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
4.00000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
US DOLLARS
000000000
1.00000000
NC
-17178.85000000
-0.00276489372
N/A
DFE
XX
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
2765399.79000000
EUR
3255737.25000000
USD
2026-04-01
-17178.85000000
N
N
N
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
FTSE TAIWAN MAR 26
000000000
10.00000000
NC
USD
46902.60000000
0.007548858303
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
Long
SGX FTSE Taiwan Index Futures
TWTH6 Index
2026-03-30
1087197.40000000
USD
46902.60000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
SOUTH AFRICA COMM. RD
000000000
1.00000000
NC
-1224.16000000
-0.00019702554
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
400000.00000000
USD
6364713.20000000
ZAR
2026-03-31
-1224.16000000
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAL8
84000.00000000
PA
USD
86787.90000000
0.013968299402
Long
DBT
CORP
US
N
2
2033-07-01
Fixed
7.13000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
3471.29000000
0.000558695601
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
150000.00000000
GBP
205637.64000000
USD
2026-04-01
3471.29000000
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAN3
250000.00000000
PA
USD
233712.00000000
0.037615372533
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Variable
3.94000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
1.00000000
NC
-834.34000000
-0.00013428497
N/A
DFE
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
204033.35000000
EUR
240643.96000000
USD
2026-04-01
-834.34000000
N
N
N
SWCH Commercial Mortgage Trust
N/A
SWCH Commercial Mortgage Trust 2025-DATA
78489CAE9
625000.00000000
PA
USD
617669.13000000
0.099412329821
Long
ABS-MBS
CORP
US
N
2
2042-02-15
Floating
7.00000000
N
N
N
N
N
N
NYC Commercial Mortgage Trust 2021-909
N/A
NYC Commercial Mortgage Trust 2025-3BP
67120UAG2
425000.00000000
PA
USD
425343.74000000
0.068458030545
Long
ABS-MBS
CORP
US
N
2
2042-02-15
Floating
6.10000000
N
N
N
N
N
N
HACKENSACK MERIDIAN HLTH
5493001CB3OCWTEJY668
Hackensack Meridian Health Inc
404530AA5
300000.00000000
PA
USD
263782.32000000
0.042455116701
Long
DBT
CORP
US
N
2
2057-07-01
Fixed
4.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
NASDAQ 100 E-MINI MAR 26
000000000
3.00000000
NC
USD
-56987.11000000
-0.00917193542
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini NASDAQ 100 Index Futures
NQH6 Index
2026-03-20
1557272.11000000
USD
-56987.11000000
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
News Corp
65249BAA7
500000.00000000
PA
USD
487556.99000000
0.078471100371
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.88000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-1248.74000000
-0.00020098163
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
3163420.00000000
TWD
100000.23000000
USD
2026-03-11
-1248.74000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
SINGAPORE DOLLAR
000000000
1.00000000
NC
-16736.62000000
-0.00269371789
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
5600000.00000000
USD
7046373.60000000
SGD
2026-03-31
-16736.62000000
N
N
N
GGAM FINANCE LTD
254900X2QXEN0FVXRF65
GGAM Finance Ltd
36170JAC0
260000.00000000
PA
USD
263209.22000000
0.042362877663
Long
DBT
CORP
KY
N
2
2027-02-15
Fixed
8.00000000
N
N
N
N
N
N
WINDSTREAM SERVICES/ESCR
N/A
Windstream Services LLC / Windstream Escrow Finance Corp
97381AAA0
145000.00000000
PA
USD
152484.44000000
0.024541996200
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
8.25000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
AUSTRALIA DOLLAR
000000000
1.00000000
NC
N/A
45858.83000000
0.007380866084
N/A
DFE
AU
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
7506374.80000000
NZD
6400000.00000000
AUD
2026-03-31
45858.83000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COCOA JUL 26
000000000
-2.00000000
NC
USD
25565.60000000
0.004114720545
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CSC Cocoa Futures
CCN6 Comdty
2026-07-16
-84405.60000000
USD
25565.60000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN MAY 26
000000000
29.00000000
NC
USD
26397.83000000
0.004248665920
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Futures
S K6 Comdty
2026-05-14
1671189.67000000
USD
26397.83000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
NOK/USD FUTURE (CME) MAR 26
000000000
25.00000000
NC
USD
140527.60000000
0.022617572162
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Norwegian Krone Currency Futures
NOH6 Curncy
2026-03-16
5119472.40000000
USD
140527.60000000
N
N
N
Fannie Mae - CAS
549300Z5THZ1JXIHVK60
Fannie Mae Connecticut Avenue Securities
20753AAA2
285000.00000000
PA
USD
299562.67000000
0.048213876176
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Floating
7.57000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BV3
575000.00000000
PA
USD
595284.98000000
0.095809655841
Long
DBT
CORP
LR
N
2
2033-02-01
Fixed
6.00000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148SE4
436000.00000000
PA
USD
448869.83000000
0.072244496963
Long
DBT
NUSS
CA
N
2
2033-09-08
Fixed
4.50000000
N
N
N
N
N
N
Commodities Exchange Center
N/A
GOLD 100 OZ APR 26
000000000
3.00000000
NC
USD
74408.73000000
0.011975902386
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Gold 100 Troy Ounces Futures
GCJ6 Comdty
2026-04-28
1499961.27000000
USD
74408.73000000
N
N
N
FIRST CITIZENS BANCSHARE
549300N3Z00ZHE2XC526
First Citizens BancShares Inc/NC
31959XAG8
750000.00000000
PA
USD
770400.97000000
0.123994144444
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
7.00000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
KOREAN WON
000000000
1.00000000
NC
8405.03000000
0.001352768940
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
499998.94000000
USD
731393377.00000000
KRW
2026-03-11
8405.03000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BRL/USD FUTURE (CME) APR 26
000000000
3.00000000
NC
USD
-3.54000000
-0.00000056975
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Brazilian Real Currency Futures
BRJ6 Curncy
2026-03-31
57963.54000000
USD
-3.54000000
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAR7
200000.00000000
PA
USD
224891.38000000
0.036195715402
Long
DBT
CORP
US
N
2
2039-01-26
Fixed
6.88000000
N
N
N
N
N
N
EMERA INC
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876AD3
700000.00000000
PA
USD
704398.40000000
0.113371192868
Long
DBT
CORP
CA
N
2
2076-06-15
Fixed
6.75000000
N
N
N
N
N
N
The Montreal Exchange/Bourse De Montreal
549300DKBYNOI0B1NP44
CAN 10YR BOND JUN 26
000000000
38.00000000
NC
18701.57000000
0.003009971770
N/A
DIR
CA
N
1
The Montreal Exchange/Bourse De Montreal
549300DKBYNOI0B1NP44
Long
Montreal Exchange 10 Year Canadian Bond Futures
CNM6 Comdty
2026-06-19
4642353.35000000
CAD
18701.57000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LMAHDP 20260501 LME COMDTY FWD
000000000
2.00000000
NC
USD
3643.28000000
0.000586376970
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Futures
LMAHDP Comdty
2026-05-01
153107.72000000
USD
3643.28000000
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AR2
5000.00000000
PA
USD
3927.44000000
0.000632111824
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
3.27000000
N
N
N
N
N
N
Natixis Commercial Mortgage Securities
N/A
Natixis Commercial Mortgage Securities Trust 2020-2PAC
63875DAC5
675687.10000000
PA
USD
8062.50000000
0.001297639577
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Variable
1.40000000
N
N
N
N
N
N
CIBC Securities, Inc.
N/A
AUSTRALIA DOLLAR
000000000
1.00000000
NC
1637.28000000
0.000263516195
N/A
DFE
AU
N
2
CIBC Securities, Inc.
N/A
64280.11000000
USD
92632.00000000
AUD
2026-03-18
1637.28000000
N
N
N
HarborView Mortgage Loan Trust
549300SZXFEQICAU3R39
HarborView Mortgage Loan Trust 2007-6
41165BAA8
384671.24000000
PA
USD
338479.84000000
0.054477499129
Long
ABS-MBS
CORP
US
N
2
2037-08-19
Floating
3.98000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COTTON NO.2 MAY 26
000000000
-29.00000000
NC
USD
-17862.77000000
-0.00287496897
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CTN Number 2 Cotton Futures
CTK6 Comdty
2026-05-06
-933482.23000000
USD
-17862.77000000
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAH2
235000.00000000
PA
USD
239876.37000000
0.038607512748
Long
ABS-O
CORP
US
N
2
2054-06-20
Fixed
5.89000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H042638
1825000.00000000
PA
USD
1803470.71000000
0.290264182452
Long
ABS-MBS
USGA
US
N
2
2056-03-20
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3142GWDP1
367343.17000000
PA
USD
371939.84000000
0.059862803970
Long
ABS-MBS
USGSE
US
N
2
2055-12-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FARN0
740486.57000000
PA
USD
28751.61000000
0.004627501031
Long
ABS-MBS
USGSE
US
N
2
2044-05-25
Variable
1.15000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
13454.78000000
0.002165513803
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
308364326.00000000
INR
3400000.00000000
USD
2026-03-11
13454.78000000
N
N
N
Freddie Mac - STACR
529900PGKDI4ZEXFQ523
Freddie Mac STACR REMIC Trust 2024-HQA1
35564NCA9
670000.00000000
PA
USD
677917.32000000
0.109109128065
Long
ABS-MBS
USGSE
US
N
2
2044-03-25
Floating
5.67000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
SUGAR #11 OCT 26
000000000
-6.00000000
NC
USD
926.82000000
0.000149169403
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CSC Number 11 World Sugar Futures
SBV6 Comdty
2026-09-30
-96350.82000000
USD
926.82000000
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020638
75000.00000000
PA
USD
62117.54000000
0.009997665536
Long
ABS-MBS
USGSE
US
N
2
2056-03-01
Fixed
2.00000000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings Inc
74843PAB6
189000.00000000
PA
USD
196419.64000000
0.031613258760
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.75000000
N
N
N
N
N
N
First Franklin Mtg Loan Asset Backed Certificates
N/A
First Franklin Mortgage Loan Trust 2006-FF9
320276AF5
1200000.00000000
PA
USD
1139058.36000000
0.183328646147
Long
ABS-O
CORP
US
N
2
2036-06-25
Floating
4.29000000
N
N
N
N
N
N
QUEENSLAND TREASURY CORP
98INKCEEHOU5YJS0HQ88
Queensland Treasury Corp
000000000
1035000.00000000
PA
724010.26000000
0.116527673579
Long
DBT
NUSS
AU
N
2
2038-08-13
Fixed
5.25000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
JAPANESE YEN
000000000
1.00000000
NC
-4085.03000000
-0.00065747554
N/A
DFE
JP
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
320495.00000000
USD
49346102.00000000
JPY
2026-03-18
-4085.03000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE JUL 26
000000000
6.00000000
NC
USD
24479.92000000
0.003939983014
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Light Sweet Crude Oil Futures
CLN6 Comdty
2026-06-22
372600.08000000
USD
24479.92000000
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
000000000
135000.00000000
PA
156922.05000000
0.025256218634
Long
DBT
CORP
US
N
2
2044-11-06
Fixed
4.00000000
N
N
N
N
N
N
Flagstar Mortgage Trust
549300H3PON1KOB2RF56
Flagstar Mortgage Trust 2021-5INV
33851PAE5
884028.04000000
PA
USD
812036.16000000
0.130695226042
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
ONE-MONTH SOFR FUTURE JUL 26
000000000
-10.00000000
NC
USD
819.10000000
0.000131832133
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
One-Month SOFR Futures
SERN6 Comdty
2026-07-31
-4022182.45000000
USD
819.10000000
N
N
N
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
INR/USD FUTURE (SGX) MAR 26
000000000
-64.00000000
NC
USD
4801.20000000
0.000772741350
N/A
DFE
SG
N
1
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
Short
SGX INR/USD Futures
XIDH6 Curncy
2026-03-25
-1408705.20000000
USD
4801.20000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
NZD/USD FUTURE (CME) MAR 26
000000000
6.00000000
NC
USD
1717.08000000
0.000276359809
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME New Zealand Dollar Currency Futures
NVH6 Curncy
2026-03-16
358252.92000000
USD
1717.08000000
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAC9
151160.00000000
PA
USD
146851.18000000
0.023635336836
Long
DBT
CORP
US
N
2
2030-03-09
Fixed
9.25000000
N
N
N
N
N
N
Euronext Paris Matif
969500HMVSZ0TCV65D58
RAPESEED AUG 26
000000000
1.00000000
NC
291.86000000
0.000046974150
N/A
DCO
FR
N
1
Euronext Paris Matif
969500HMVSZ0TCV65D58
Long
Euronext Rapeseed Futures
IJQ6 Comdty
2026-07-31
23313.78000000
EUR
291.86000000
N
N
N
UPBOUND GROUP INC
529900QUHE15UQNCCJ63
Upbound Group Inc
76009NAL4
105000.00000000
PA
USD
103666.93000000
0.016684937835
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.38000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LMCADP 20260526 LME COMDTY FWD
000000000
1.00000000
NC
USD
11794.39000000
0.001898278110
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Futures
LMAHDP Comdty
2026-05-26
321780.61000000
USD
11794.39000000
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC
000000000
228000.00000000
PA
309000.58000000
0.049732884617
Long
DBT
CORP
US
N
2
2029-02-13
Fixed
4.13000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587EC7
245000.00000000
PA
USD
251492.50000000
0.040477100349
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.25000000
N
N
N
N
Y
Southern Co
Southern Co
USD
XXXX
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN JUL 26
000000000
-40.00000000
NC
USD
-3126.70000000
-0.00050323468
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Corn Futures
C N Comdty
2026-07-14
-908873.30000000
USD
-3126.70000000
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mortgage Loan Trust 2007-5
68403HAC6
744544.64000000
PA
USD
404996.17000000
0.065183139115
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
3.96000000
N
N
N
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266AJ0
630000.00000000
PA
USD
638391.11000000
0.102747481620
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.00000000
N
N
N
N
N
N
SLM Student Loan Trust
54930060UIG70QCSNY68
SLM Student Loan Trust 2004-10
78442GND4
195684.61000000
PA
USD
183852.13000000
0.029590548884
Long
ABS-O
CORP
US
N
2
2040-01-25
Floating
4.52000000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC
91825HAE4
275000.00000000
PA
USD
281510.16000000
0.045308369019
Long
ABS-O
CORP
US
N
2
2056-03-15
Fixed
6.84000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S10 Trust
74958DAA6
441061.12000000
PA
USD
364214.60000000
0.058619445561
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae - CAS
549300Z5THZ1JXIHVK60
Fannie Mae Connecticut Avenue Securities
20754LAJ8
550000.00000000
PA
USD
568469.28000000
0.091493734771
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
9.67000000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAK0
63000.00000000
PA
USD
62443.64000000
0.010050150531
Long
DBT
US
N
2
2028-01-15
Fixed
3.63000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
000000000
200000.00000000
PA
240853.79000000
0.038764826097
Long
DBT
US
N
2
2032-05-30
Fixed
3.63000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAS9
355000.00000000
PA
USD
351545.97000000
0.056580460669
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.15000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBK3
204000.00000000
PA
USD
223084.39000000
0.035904884799
Long
DBT
CORP
CL
N
2
2036-01-26
Fixed
6.44000000
N
N
N
N
N
N
ALLO Issuer, LLC
N/A
ALLO Issuer LLC
01983KAE4
163000.00000000
PA
USD
171230.24000000
0.027559086681
Long
ABS-O
CORP
US
N
2
2053-06-20
Fixed
12.18000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BC8
305000.00000000
PA
USD
301719.62000000
0.048561031983
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.40000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COFFEE MAY 26
000000000
-3.00000000
NC
USD
12761.76000000
0.002053973936
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CSC C Coffee Futures
KCK6 Comdty
2026-05-18
-328605.51000000
USD
12761.76000000
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP 2025 Incremental Term Loan B
58503UAJ2
755910.95000000
PA
USD
757150.64000000
0.121861536366
Long
LON
CORP
US
N
2
2030-10-23
Floating
5.42000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607QUM2
310000.00000000
PA
USD
311072.93000000
0.050066424261
Long
DBT
CORP
CA
N
2
2086-07-28
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HHZY0
1976636.71000000
PA
USD
131786.92000000
0.021210781178
Long
ABS-MBS
USGSE
US
N
2
2055-01-25
Floating
2.23000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EL5
379000.00000000
PA
USD
395306.87000000
0.063623670072
Long
DBT
CORP
US
N
2
2034-10-01
Fixed
5.55000000
N
N
N
N
N
N
OSLO KOMMUNE
5967007LIEEXZXGVU850
City of Oslo Norway
000000000
4000000.00000000
PA
420495.72000000
0.067677753630
Long
DBT
NUSS
NO
N
2
2029-02-12
Floating
4.34000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEP2
220000.00000000
PA
USD
210426.56000000
0.033867638141
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.88000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
EURO COUNTRIES
000000000
1.00000000
NC
N/A
38108.45000000
0.006133461454
N/A
DFE
XX
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
454948472.00000000
JPY
2500000.00000000
EUR
2026-03-31
38108.45000000
N
N
N
SIRIUS XM RADIO LLC
WP5O65E6BMU84LNO4227
Sirius XM Radio LLC
82967NBA5
135000.00000000
PA
USD
134977.66000000
0.021724322946
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
321 HENDERSON RECEIVABLES LLC HENDR 2016 1A B 144A
N/A
321 HENDERSON RECEIVABLES LLC HE
46620DAB0
506724.11000000
PA
USD
477771.72000000
0.076896185192
Long
ABS-MBS
CORP
US
N
2
2069-06-17
Fixed
5.19000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LMCADP 20260505 LME COMDTY FWD
000000000
1.00000000
NC
USD
4627.39000000
0.000744767058
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Futures
LMAHDP Comdty
2026-05-05
328921.11000000
USD
4627.39000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE DEC 26
000000000
8.00000000
NC
USD
17956.32000000
0.002890025613
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Light Sweet Crude Oil Futures
CLZ6 Comdty
2026-11-20
491883.68000000
USD
17956.32000000
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAG3
455000.00000000
PA
USD
457176.44000000
0.073581425446
Long
DBT
CORP
CA
N
2
2082-03-07
Fixed
5.60000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
000000000
15300000.00000000
PA
167213.85000000
0.026912658573
Long
DBT
CORP
XX
N
2
2027-10-26
Fixed
6.30000000
N
N
N
N
N
N
COVISTA INC
549300Z467EZLMODV621
Covista Inc
00737WAA7
103000.00000000
PA
USD
103000.00000000
0.016577597089
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
INDIAN RUPEE
000000000
1.00000000
NC
3610.40000000
0.000581085014
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
300000.00000000
USD
27624348.00000000
INR
2026-03-04
3610.40000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
2270000.00000000
PA
423938.16000000
0.068231805895
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
The Huntington National Bank
N/A
Huntington Bank Auto Credit-Linked Notes Series 2024-2
44644NAJ8
248278.79000000
PA
USD
249179.97000000
0.040104904323
Long
ABS-O
CORP
US
N
2
2032-10-20
Floating
6.26000000
N
N
N
N
N
N
CACI INTL INC
SYRPI2D1O9WRTS2WX210
CACI INTL INC
000000000
609036.09000000
PA
USD
608274.79000000
0.097900333865
Long
LON
CORP
US
N
2
2031-10-30
Floating
5.42000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2019-1 Trust
43731QAC2
76218.24000000
PA
USD
74814.06000000
0.012041139255
Long
ABS-O
CORP
US
N
2
2039-09-17
Fixed
3.16000000
N
N
N
N
N
N
Hilton Domestic Operating Company Inc
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company Inc 2023 Term Loan B4
43289DAK9
360000.00000000
PA
USD
361162.80000000
0.058128265844
Long
LON
CORP
US
N
2
2030-11-08
Floating
5.42000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LMAHDP 20260526 LME COMDTY FWD
000000000
2.00000000
NC
USD
2355.28000000
0.000379076532
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Futures
LMAHDP Comdty
2026-05-26
154621.72000000
USD
2355.28000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
EURO COUNTRIES
000000000
1.00000000
NC
16251.59000000
0.002615653505
N/A
DFE
XX
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
2568052.60000000
USD
2185282.52000000
EUR
2026-03-18
16251.59000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-1365.70000000
-0.00021980606
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
131674.97000000
GBP
176102.62000000
USD
2026-04-01
-1365.70000000
N
N
N
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
SGX USD/CNH FX MAR 26
000000000
-2.00000000
NC
2575.76000000
0.000414562247
N/A
DFE
SG
N
1
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
Short
SGX USD/CNY Futures
XUCH6 Curncy
2026-03-16
-1387692.36000000
CNY
2575.76000000
N
N
N
Gracechurch Mortgage Finance Plc
N/A
GRACECHURCH MORTGAGE FINANCE PLC GRACE_20-GRCE
38406JAE8
500000.00000000
PA
USD
454609.35000000
0.073168258614
Long
ABS-MBS
CORP
US
N
2
2040-12-10
Fixed
2.60000000
N
N
N
N
N
N
National Stock Exchange of India Ltd.
335800NLY5HYW9I7YE03
IFSC NIFTY 50 MAR 26
000000000
5.00000000
NC
USD
-3290.95000000
-0.00052967032
N/A
DE
IN
N
1
National Stock Exchange of India Ltd.
335800NLY5HYW9I7YE03
Long
IFSC NIFTY 50 Index Futures
JGSH6 Index
2026-03-30
256140.95000000
USD
-3290.95000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
KOREAN WON
000000000
1.00000000
NC
-7894.30000000
-0.00127056820
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
600000.00000000
USD
851958000.00000000
KRW
2026-04-03
-7894.30000000
N
N
N
WESBANCO INC
N/A
WesBanco Inc
950810887
26425.00000000
NS
USD
683086.25000000
0.109941054657
Long
EP
CORP
US
N
1
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
13562000000.00000000
PA
823844.97000000
0.132595825015
Long
DBT
NUSS
ID
N
2
2032-04-15
Fixed
6.38000000
N
N
N
N
N
N
HSBC Securities & Capital Markets India Pvt Ltd.
213800JPRY6Q79O7RK98
NEW ZEALAND DOLLAR
000000000
1.00000000
NC
19306.01000000
0.003107254904
N/A
DFE
NZ
N
2
HSBC Securities & Capital Markets India Pvt Ltd.
213800JPRY6Q79O7RK98
440544.70000000
USD
766111.40000000
NZD
2026-03-18
19306.01000000
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
290000.00000000
PA
USD
290864.89000000
0.046813989842
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.81000000
N
N
N
N
N
N
FREMF Mortgage Trust
549300KQ08QVSM4XK212
FREMF 2019-KF71 Mortgage Trust
30314GAA0
239859.33000000
PA
USD
225507.63000000
0.036294899327
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Floating
6.09000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BUDG2
820906.61000000
PA
USD
80299.77000000
0.012924050809
Long
ABS-MBS
USGSE
US
N
2
2054-12-25
Floating
2.28000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BY2
268000.00000000
PA
USD
273727.72000000
0.044055804410
Long
DBT
CORP
US
N
2
2033-05-31
Fixed
6.38000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE APR 26
000000000
26.00000000
NC
USD
47159.43000000
0.007590194461
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Light Sweet Crude Oil Futures
CLJ6 Comdty
2026-03-20
1695360.57000000
USD
47159.43000000
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BAU2
490000.00000000
PA
USD
439825.00000000
0.070788753784
Long
DBT
CORP
CL
N
2
2044-11-04
Fixed
4.88000000
N
N
N
N
N
N
BIMBO BAKERIES USA INC
549300HOXXHHT7926W92
Bimbo Bakeries USA Inc
09031WAE3
440000.00000000
PA
USD
455133.75000000
0.073252659506
Long
DBT
CORP
US
N
2
2036-01-09
Fixed
5.38000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBQ3
525000.00000000
PA
USD
550422.34000000
0.088589124091
Long
DBT
CORP
US
N
2
2055-03-15
Fixed
6.50000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDT3
335000.00000000
PA
USD
351444.65000000
0.056564153464
Long
DBT
CORP
US
N
2
2055-02-01
Fixed
6.88000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
KOREAN WON
000000000
1.00000000
NC
-254.01000000
-0.00004088228
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
399999.14000000
USD
575033376.00000000
KRW
2026-03-03
-254.01000000
N
N
N
Freddie Mac - STACR
5493000IS30HKV5IAS29
Freddie Mac STACR REMIC Trust 2022-DNA6
35564KH36
81721.33000000
PA
USD
82102.92000000
0.013214263374
Long
ABS-MBS
USGSE
US
N
2
2042-09-25
Floating
5.82000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EU73
1300618.69000000
PA
USD
1289623.94000000
0.207561806542
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
4.50000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
COLOMBIAN PESO
000000000
1.00000000
NC
-2937.96000000
-0.00047285744
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
199999.52000000
USD
739784443.61000000
COP
2026-03-05
-2937.96000000
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
CHINA AOYUAN GROUP LTD
000000000
30741.00000000
NS
297.76000000
0.000047923740
Long
EC
CORP
KY
N
2
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BY5
140000.00000000
PA
USD
145900.12000000
0.023482266064
Long
DBT
CORP
US
N
2
2055-06-01
Fixed
6.50000000
N
N
N
N
N
N
TREASURY CORP VICTORIA
549300ZJM7BQW1P9UV75
Treasury Corp of Victoria
000000000
405000.00000000
PA
184215.95000000
0.029649104820
Long
DBT
NUSS
AU
N
2
2041-11-20
Fixed
2.25000000
N
N
N
N
N
N
NY & PRESBYTERIAN HOSPIT
19EOSPKL8HML7MY3UE63
New York and Presbyterian Hospital/The
649322AC8
390000.00000000
PA
USD
354002.71000000
0.056975866940
Long
DBT
CORP
US
N
2
2036-08-01
Fixed
3.56000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA T-BOND JUN 26
000000000
4.00000000
NC
USD
5031.84000000
0.000809862292
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra U.S. Treasury Bond Futures
WNM6 Comdty
2026-06-18
481343.16000000
USD
5031.84000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
JPY/USD FUTURE (CME) MAR 26
000000000
-54.00000000
NC
USD
15757.15000000
0.002536074601
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Japanese Yen Currency Futures
JYH6 Curncy
2026-03-16
-4347569.65000000
USD
15757.15000000
N
N
N
CPPIB CAPITAL INC
549300KW9NB55HTDK075
CPPIB Capital Inc
12593CAR2
155000.00000000
PA
109088.41000000
0.017557511728
Long
DBT
NUSS
CA
N
2
2031-12-01
Fixed
2.25000000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDEX MAR 26
000000000
5.00000000
NC
155404.43000000
0.025011961421
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TSE TOPIX Futures
TPH6 Index
2026-03-13
173295950.49000000
JPY
155404.43000000
N
N
N
Sixth Street CLO XVI, LTD.
N/A
Sixth Street CLO VIII Ltd
83012VAG8
350000.00000000
PA
USD
345809.10000000
0.055657125529
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.62000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SEK/USD FUTURE (CME) MAR 26
000000000
18.00000000
NC
USD
62512.49000000
0.010061231769
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Swedish Krona Currency Futures
SEH6 Curncy
2026-03-16
3929887.51000000
USD
62512.49000000
N
N
N
Fannie Mae - CAS
549300Z5THZ1JXIHVK60
Fannie Mae Connecticut Avenue Securities
20754DAB3
645000.00000000
PA
USD
658144.07000000
0.105926672030
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
6.67000000
N
N
N
N
N
N
1211 Avenue of the Americas Trust
N/A
1211 Avenue of the Americas Trust 2015-1211
90117PAJ4
380000.00000000
PA
USD
361000.00000000
0.058102063584
Long
ABS-MBS
CORP
US
N
2
2035-08-10
Variable
4.09000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
4612.67000000
0.000742397910
N/A
DFE
GB
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
625000.00000000
GBP
846969.76000000
USD
2026-03-31
4612.67000000
N
N
N
Republic of South Africa Government International Bonds
378900AAFB4F17004C49
Republic of South Africa Government International Bonds
836205BC7
250000.00000000
PA
USD
258614.34000000
0.041623343009
Long
DBT
NUSS
ZA
N
2
2032-04-20
Fixed
5.88000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
TURKISH LIRA
000000000
1.00000000
NC
4742.82000000
0.000763345233
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1500000.00000000
USD
67684182.00000000
TRY
2026-03-31
4742.82000000
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641598S8
415000.00000000
PA
USD
438382.31000000
0.070556556371
Long
DBT
CORP
CA
N
2
2082-10-27
Fixed
8.63000000
N
N
N
N
N
N
QUEENSLAND TREASURY CORP
98INKCEEHOU5YJS0HQ88
Queensland Treasury Corp
000000000
200000.00000000
PA
240151.27000000
0.038651757228
Long
DBT
NUSS
AU
N
2
2035-05-21
Fixed
3.25000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan Trust
549300AT2084FJB5UN46
Morgan Stanley Mortgage Loan Trust 2005-5AR
61748HLN9
500000.00000000
PA
USD
502327.00000000
0.080848297213
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
4.91000000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAG9
10000.00000000
PA
USD
9573.33000000
0.001540803956
Long
DBT
US
N
2
2030-02-15
Fixed
3.10000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX BANK MAR 26
000000000
19.00000000
NC
-6461.48000000
-0.00103995934
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex EURO STOXX Banks Index Futures
CAH6 Index
2026-03-20
261169.53000000
EUR
-6461.48000000
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254DH0
315000.00000000
PA
USD
324964.05000000
0.052302165916
Long
DBT
CORP
GB
N
2
2035-11-14
Fixed
7.00000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
1.00000000
NC
-48482.86000000
-0.00780319727
N/A
DFE
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
4570458.47000000
CAD
3304371.69000000
USD
2026-03-18
-48482.86000000
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TBD7
95000.00000000
PA
USD
100063.67000000
0.016105001985
Long
DBT
US
N
2
2032-06-15
Fixed
5.70000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
17672.34000000
0.002844319729
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
216782545.00000000
INR
2400000.00000000
USD
2026-03-05
17672.34000000
N
N
N
Magnetite CLO Ltd
5299008QF7XUGQ5EZC63
Magnetite Xlii Ltd
55955YAE4
750000.00000000
PA
USD
480330.00000000
0.077307934076
Long
ABS-CBDO
CORP
KY
N
2
2038-01-25
Variable
0.00000000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life 2022-BMR Mortgage Trust
53218DAE8
605000.00000000
PA
USD
558111.05000000
0.089826603086
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Floating
5.45000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
3MO EURO EURIBOR JUN 29
000000000
17.00000000
NC
3917.74000000
0.000630550633
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
Long
3 Month Euro Euribor Futures
ERM9 Comdty
2029-06-18
4145744.41000000
EUR
3917.74000000
N
N
N
FARMERS INS EXCH
549300UWG2TLX1GZVT44
Farmers Insurance Exchange
309601AE2
100000.00000000
PA
USD
85153.78000000
0.013705291800
Long
DBT
CORP
US
N
2
2057-11-01
Fixed
4.75000000
N
N
N
N
N
N
Canada Government Bonds
4BFD7AQU0A75QLAHK410
Canada Government Bonds
135087L44
100000.00000000
PA
66207.76000000
0.010655976402
Long
DBT
NUSS
CA
N
2
2030-12-01
Fixed
0.50000000
N
N
N
N
N
N
PHILIPPINE GOVERNMENT
529900RAHBALMYIJ3T08
Philippine Government Bond
000000000
49480000.00000000
PA
887773.27000000
0.142884927928
Long
DBT
NUSS
PH
N
2
2029-05-19
Fixed
6.50000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
SWISS FRANC
000000000
1.00000000
NC
N/A
37901.53000000
0.006100158188
N/A
DFE
XX
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
5375000.00000000
EUR
4902475.36000000
CHF
2026-03-31
37901.53000000
N
N
N
FIGRE Trust
N/A
FIGRE Trust 2025-FL2
31684TAE4
513012.60000000
PA
USD
516805.17000000
0.083178523125
Long
ABS-O
CORP
US
N
2
2055-11-25
Variable
5.56000000
N
N
N
N
N
N
DROP Mortgage Trust 2021-FILE
N/A
DROP Mortgage Trust 2021-FILE
26210YAG1
311000.00000000
PA
USD
306338.11000000
0.049304366608
Long
ABS-MBS
CORP
US
N
2
2043-10-15
Floating
5.47000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAR0
175000.00000000
PA
USD
185395.75000000
0.029838990733
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
5.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LIVE CATTLE APR 26
000000000
6.00000000
NC
USD
-5353.20000000
-0.00086158439
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Live Cattle Futures
LCJ6 Comdty
2026-04-30
562693.20000000
USD
-5353.20000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI HEALTH CARE SECTOR MAR 26
000000000
1.00000000
NC
USD
3398.52000000
0.000546983449
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini Health Care Select Sector Futures
IXCH6 Index
2026-03-20
158391.48000000
USD
3398.52000000
N
N
N
Boca Commercial Mortgage Trust
N/A
BOCA Commercial Mortgage Trust 2025-BOCA
05619RAA0
170000.00000000
PA
USD
170770.85000000
0.027485148989
Long
ABS-MBS
CORP
US
N
2
2042-12-15
Floating
5.26000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBR1
380000.00000000
PA
USD
390995.16000000
0.062929710935
Long
DBT
CORP
BM
N
2
2032-02-01
Fixed
6.75000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAQ4
100000.00000000
PA
USD
102098.71000000
0.016432536676
Long
DBT
US
N
2
2033-01-15
Fixed
6.25000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
000000000
100000.00000000
PA
115813.74000000
0.018639937078
Long
DBT
CORP
US
N
2
2038-11-06
Fixed
3.50000000
N
N
N
N
N
N
GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-PJ4
N/A
GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-PJ4
36264PAD1
550293.75000000
PA
USD
468394.58000000
0.075386957534
Long
ABS-CBDO
CORP
US
N
2
2051-09-25
Floating
2.50000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AW6
465000.00000000
PA
USD
432503.45000000
0.069610368289
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.88000000
N
N
N
N
N
N
Clydesdale Acquisition Holdings Inc
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc 2025 Term Loan B
18972FAE2
425008.14000000
PA
USD
420303.30000000
0.067646784103
Long
LON
CORP
US
N
2
2032-04-01
Floating
6.92000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QVRE6
500538.53000000
PA
USD
515654.34000000
0.082993299862
Long
ABS-MBS
USGSE
US
N
2
2054-11-01
Fixed
5.50000000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
QUIKRETE HOLDINGS INC
000000000
888287.50000000
PA
USD
887381.45000000
0.142821865461
Long
LON
CORP
US
N
2
2032-02-10
Floating
5.92000000
N
N
N
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
S&P/TSE 60 INDEX MAR 26
000000000
7.00000000
NC
88035.67000000
0.014169124919
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Montreal Exchange S&P/TSX 60 Index Futures
PTH6 Index
2026-03-19
2639872.11000000
CAD
88035.67000000
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2007-QO1 Trust
75115YAA7
713031.24000000
PA
USD
668451.81000000
0.107585677473
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
4.09000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
INR/USD STANDARD (CME) MAR 26
000000000
-1.00000000
NC
USD
53.82000000
0.000008662196
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Standard-Sized INR/USD Futures
SIRH6 Curncy
2026-03-25
-54863.82000000
USD
53.82000000
N
N
N
SK INVICTUS INTERMEDIATE
N/A
SK Invictus Intermediate II Sarl
29977LAA9
212000.00000000
PA
USD
208778.80000000
0.033602435215
Long
DBT
CORP
LU
N
2
2029-10-30
Fixed
5.00000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
COCOA FUTURE (LIFFE) MAY 26
000000000
2.00000000
NC
-2481.76000000
-0.00039943317
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
Cocoa Futures
QCK6 Comdty
2026-05-13
42981.78000000
GBP
-2481.76000000
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3K7
5000.00000000
PA
USD
5234.60000000
0.000842496016
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.50000000
N
N
N
N
N
N
TREASURY CORP VICTORIA
549300ZJM7BQW1P9UV75
Treasury Corp of Victoria
000000000
430000.00000000
PA
286438.61000000
0.046101590945
Long
DBT
NUSS
AU
N
2
2040-11-20
Fixed
5.00000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB APR 26
000000000
16.00000000
NC
USD
38763.81000000
0.006238940037
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures
XBJ6 Comdty
2026-03-31
1497092.19000000
USD
38763.81000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
SWEDISH KRONA
000000000
1.00000000
NC
-30548.39000000
-0.00491668836
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
2100000.00000000
USD
18650018.10000000
SEK
2026-03-31
-30548.39000000
N
N
N
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
US DOLLARS
000000000
1.00000000
NC
-24927.38000000
-0.00401200060
N/A
DFE
US
N
2
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
2228001.88000000
EUR
2609896.51000000
USD
2026-03-18
-24927.38000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
465000.00000000
PA
USD
419126.67000000
0.067457408394
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1.00000000
NC
-1175.89000000
-0.00018925660
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
105622.74000000
EUR
123831.12000000
USD
2026-04-01
-1175.89000000
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
EURO COUNTRIES
000000000
1.00000000
NC
17079.96000000
0.002748977623
N/A
DFE
XX
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
974081.29000000
USD
838124.00000000
EUR
2026-03-18
17079.96000000
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06419GEE2
595000.00000000
PA
USD
612135.72000000
0.098521741068
Long
DBT
CORP
CA
N
2
2085-10-27
Fixed
6.88000000
N
N
N
N
N
N
LONG RIDGE ENERGY LLC
984500764EC9AZ2FC764
Long Ridge Energy LLC
54288CAA1
170000.00000000
PA
USD
182545.66000000
0.029380275746
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
8.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384YMZ1
2558214.84000000
PA
USD
145711.06000000
0.023451837321
Long
ABS-MBS
USGA
US
N
2
2054-10-20
Floating
1.82000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
N/A
Hertz Vehicle Financing III LP
42806MAH2
730000.00000000
PA
USD
721943.36000000
0.116195011100
Long
ABS-O
CORP
US
N
2
2027-12-27
Fixed
4.34000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
89000.00000000
PA
USD
88922.97000000
0.014311933676
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDC4
750631.49000000
PA
USD
624530.17000000
0.100516597362
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN NOV 26
000000000
27.00000000
NC
USD
13089.79000000
0.002106769559
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Futures
S X6 Comdty
2026-11-13
1510047.71000000
USD
13089.79000000
N
N
N
Flexential Issuer, LLC
N/A
Flexential Issuer LLC
33938MAM1
150000.00000000
PA
USD
154416.33000000
0.024852929152
Long
ABS-O
CORP
US
N
2
2060-10-25
Fixed
6.46000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAK4
275000.00000000
PA
USD
296224.94000000
0.047676676729
Long
DBT
CORP
US
N
2
2033-07-01
Fixed
6.25000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC
000000000
147750.00000000
PA
USD
147713.06000000
0.023774054305
Long
LON
CORP
US
N
2
2031-02-28
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCTQ1
516977.01000000
PA
USD
449353.29000000
0.072322308663
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
EURO COUNTRIES
000000000
1.00000000
NC
91.11000000
0.000014663930
N/A
DFE
XX
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
39316.68000000
USD
33297.00000000
EUR
2026-04-01
91.11000000
N
N
N
Del Amo Fashion Center Trust
N/A
DAFC_17-AMO
24500EAJ3
420000.00000000
PA
USD
403070.85000000
0.064873263589
Long
ABS-MBS
CORP
US
N
2
2035-06-05
Variable
3.64000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2024-XL5
05612GAA1
186442.18000000
PA
USD
186500.44000000
0.030016787876
Long
ABS-MBS
CORP
US
N
2
2041-03-15
Floating
5.05000000
N
N
N
N
N
N
CONTRA RESOLUTE FOREST
N/A
CONTRA RESOLUTE FOREST
761CVR042
76222.00000000
NS
USD
114333.00000000
0.018401615611
N/A
DE
US
Y
3
N/A
N/A
Resolute Forest Products, Inc.
Resolute Forest Products, Inc.
2099-12-31
XXXX
13154.49000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE JUN 26
000000000
77.00000000
NC
USD
44128.03000000
0.007102298074
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes Futures
TYM6 Comdty
2026-06-18
8719434.47000000
USD
44128.03000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z78
2000.00000000
PA
USD
1963.28000000
0.000315985095
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S&P500 EMINI MAR 26
000000000
12.00000000
NC
USD
-31792.76000000
-0.00511696665
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini S&P 500 Index Futures
ESH6 Index
2026-03-20
4165192.76000000
USD
-31792.76000000
N
N
N
BX Trust
N/A
BX Trust 2025-VLT6
12433KAJ6
406000.00000000
PA
USD
403971.14000000
0.065018163054
Long
ABS-MBS
CORP
US
N
2
2042-03-15
Floating
6.85000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB APR 26
000000000
6.00000000
NC
USD
35383.29000000
0.005694853643
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures
XBJ6 Comdty
2026-03-31
540562.71000000
USD
35383.29000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
STOXX 600 INSURANCE MAR 26
000000000
1.00000000
NC
1746.99000000
0.000281173750
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex STOXX 600 Insurance Index Futures
JVH6 Index
2026-03-20
24000.52000000
EUR
1746.99000000
N
N
N
Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC
N/A
Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC
315961AA0
295000.00000000
PA
USD
300600.25000000
0.048380872130
Long
ABS-O
CORP
US
N
2
2055-12-20
Fixed
5.52000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LMPBDP 20260522 LME COMDTY FWD
000000000
-1.00000000
NC
USD
-15.11000000
-0.00000243191
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Futures
LMAHDP Comdty
2026-05-22
-48983.64000000
USD
-15.11000000
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAE7
35000.00000000
PA
USD
35467.78000000
0.005708452101
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
6.38000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
GBP/USD FUTURE (CME) MAR 26
000000000
60.00000000
NC
USD
-20099.32000000
-0.00323493620
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME British Pound Currency Futures
BPH6 Curncy
2026-03-16
5075099.32000000
USD
-20099.32000000
N
N
N
CONTRA GCB144A MODIVCA
549300EFZIFW7F7I0Q28
CONTRA GCB144A MODIVCA
607PMTAB0
390600.00000000
PA
USD
507.78000000
0.000081725944
Long
DBT
CORP
US
N
3
2029-10-01
None
0.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XHX7
582395.00000000
PA
USD
566420.88000000
0.091164049820
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
4.00000000
N
N
N
N
N
N
GS MORTGAGE_BACKED SECURITIES GSMBS_20-RPL1
N/A
GS MORTGAGE_BACKED SECURITIES GSMBS_20-RPL1
36260AAG1
800000.00000000
PA
USD
722710.48000000
0.116318477180
Long
ABS-CBDO
CORP
US
N
2
2059-07-25
Floating
3.76000000
N
N
N
N
N
N
GETTY IMAGES INC
5493005NV20IG4VEKZ40
Getty Images Inc
374276AR4
115000.00000000
PA
USD
101728.18000000
0.016372900783
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
10.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCJ3
615000.00000000
PA
USD
589591.26000000
0.094893265588
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.07000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAT8
172000.00000000
PA
USD
182306.40000000
0.029341767436
Long
DBT
CORP
NL
N
2
2032-12-01
Fixed
6.00000000
N
N
N
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
S&P/TSE 60 INDEX MAR 26
000000000
11.00000000
NC
188774.94000000
0.030382863066
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Montreal Exchange S&P/TSX 60 Index Futures
PTH6 Index
2026-03-19
4077788.74000000
CAD
188774.94000000
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAN3
520000.00000000
PA
USD
482956.15000000
0.077730606470
Long
DBT
CORP
US
N
2
2038-06-25
Fixed
4.63000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2021-GS5
52475XAA2
725891.44000000
PA
USD
726653.77000000
0.116953140023
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
6.25000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280EZ8
580000.00000000
PA
USD
593240.23000000
0.095480558349
Long
DBT
CORP
GB
N
2
2031-05-13
Floating
5.25000000
N
N
N
N
N
N
PAPA JOHN'S INTERNATIONA
HZYLD3DK5XOX0WBVNB56
Papa John's International Inc
698813AA0
110000.00000000
PA
USD
104301.94000000
0.016787141135
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.88000000
N
N
N
N
N
N
Bear Stearns Mortgage Funding Trust
N/A
Bear Stearns Mortgage Funding Trust 2006-AR4
07401JAA6
258315.03000000
PA
USD
257333.61000000
0.041417212661
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
4.21000000
N
N
N
N
N
N
PGA NATIONAL RESORT COMMERCIAL MORTGAGE TRUST PGA_24-RSR2
N/A
PGA NATIONAL RESORT COMMERCIAL MORTGAGE TRUST PGA_24-RSR2
69381CAG2
670000.00000000
PA
USD
669371.94000000
0.107733770137
Long
ABS-MBS
CORP
US
N
2
2039-06-15
Floating
6.11000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAM1
5000.00000000
PA
USD
4966.66000000
0.000799371731
Long
DBT
CORP
CA
N
2
2034-03-01
Fixed
4.63000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
TRAVEL + LEISURE CO
000000000
588316.78000000
PA
USD
586634.19000000
0.094417332432
Long
LON
CORP
US
N
2
2029-12-14
Floating
5.67000000
N
N
N
N
N
N
Woodward Capital Management
2549002LEW4WNQBOMB89
RCKT Mortgage Trust 2024-CES8
749421AC7
670000.00000000
PA
USD
676859.26000000
0.108938835906
Long
ABS-MBS
CORP
US
N
2
2044-11-25
Variable
5.66000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 37 Ltd
50204JAS6
525000.00000000
PA
USD
524206.20000000
0.084369700730
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
5.57000000
N
N
N
N
N
N
MFRA Trust
2549007EHG79GWD49I44
MFA 2023-INV2 Trust
59319BAE7
650000.00000000
PA
USD
654475.64000000
0.105336247229
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
7.96000000
N
N
N
N
N
N
AutoNation Finance Trust 2025-1
N/A
AutoNation Finance Trust 2025-1
05330QAG7
65000.00000000
PA
USD
66591.68000000
0.010717767383
Long
ABS-O
CORP
US
N
2
2032-09-10
Fixed
5.63000000
N
N
N
N
N
N
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
US DOLLARS
000000000
1.00000000
NC
-155.22000000
-0.00002498227
N/A
DFE
US
N
2
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
97439.56000000
EUR
114985.83000000
USD
2026-03-04
-155.22000000
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust
933631AE3
997409.62000000
PA
USD
453215.35000000
0.072943897737
Long
ABS-O
CORP
US
N
2
2037-01-25
Floating
4.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
EUR/USD FUTURE (CME) MAR 26
000000000
11.00000000
NC
USD
-16629.50000000
-0.00267647719
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Euro Foreign Exchange Currency Futures
ECH6 Curncy
2026-03-16
1642979.50000000
USD
-16629.50000000
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AS0
220000.00000000
PA
USD
225260.68000000
0.036255153330
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.75000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587EB9
340000.00000000
PA
USD
355978.55000000
0.057293873536
Long
DBT
CORP
US
N
2
2055-03-15
Fixed
6.38000000
N
N
N
N
N
N
Brazil Government International Bonds
254900ZFY40OYEADAP90
Brazil Government International Bonds
105756CH1
200000.00000000
PA
USD
204856.83000000
0.032971203773
Long
DBT
NUSS
BR
N
2
2034-03-15
Fixed
6.13000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AM7
215000.00000000
PA
USD
212882.39000000
0.034262897949
Long
DBT
CORP
US
N
2
2035-12-15
Fixed
6.50000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
POLISH ZLOTY
000000000
1.00000000
NC
N/A
-1774.49000000
-0.00028559980
N/A
DFE
XX
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
1100000.00000000
EUR
4645561.14000000
PLN
2026-03-31
-1774.49000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
EURO COUNTRIES
000000000
1.00000000
NC
N/A
-1394.64000000
-0.00022446388
N/A
DFE
XX
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
227740.00000000
CHF
250000.00000000
EUR
2026-03-31
-1394.64000000
N
N
N
Euronext Paris Matif
969500HMVSZ0TCV65D58
CAC40 10 EURO MAR 26
000000000
10.00000000
NC
24529.88000000
0.003948023954
N/A
DE
FR
N
1
Euronext Paris Matif
969500HMVSZ0TCV65D58
Long
Euronext CAC 40 Index Futures
CFH6 Index
2026-03-20
838542.70000000
EUR
24529.88000000
N
N
N
Thailand Futures Exchange
5493006G4X6OUMF0CE07
SET50 FUTURES MAR 26
000000000
270.00000000
NC
241173.64000000
0.038816305169
N/A
DE
TH
N
1
Thailand Futures Exchange
5493006G4X6OUMF0CE07
Long
TEF SET50 Index Futures
BCH6 Index
2026-03-30
47221733.02000000
THB
241173.64000000
N
N
N
Morgan Stanley Residential Mortgage Loan Trust
N/A
Morgan Stanley Residential Mortgage Loan Trust 2025-DSC1
61790VAG2
260000.00000000
PA
USD
264125.84000000
0.042510405401
Long
ABS-MBS
CORP
US
N
2
2070-03-25
Variable
7.01000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
100000.00000000
PA
USD
99787.84000000
0.016060607824
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
Invesco CLO LTD
2138006HTEY9GGW6XF50
Invesco US CLO 2024-4 Ltd
46151DAE1
600000.00000000
PA
USD
323979.60000000
0.052143721106
Long
ABS-CBDO
CORP
KY
N
2
2038-01-15
Variable
0.00000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
3MO EURO EURIBOR JUN 26
000000000
-61.00000000
NC
-170.84000000
-0.00002749627
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
Short
3 Month Euro Euribor Futures
ERM6 Comdty
2026-06-15
-14940371.62000000
EUR
-170.84000000
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368L5Q5
785000.00000000
PA
USD
834624.15000000
0.134330707569
Long
DBT
CORP
CA
N
2
2084-11-26
Fixed
7.30000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2021-RPL4 Trust
12662GAC2
964685.39000000
PA
USD
963913.45000000
0.155139502941
Long
ABS-MBS
CORP
US
N
2
2060-12-27
Variable
4.15000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
EURO COUNTRIES
000000000
1.00000000
NC
N/A
909.31000000
0.000146351211
N/A
DFE
XX
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
8632529.80000000
NOK
768125.00000000
EUR
2026-03-24
909.31000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H032647
1475000.00000000
PA
USD
1379682.96000000
0.222056584676
Long
ABS-MBS
USGA
US
N
2
2056-04-20
Fixed
3.50000000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
NIKKEI 225 MINI MAR 26
000000000
18.00000000
NC
66584.46000000
0.010716605342
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
OSE Nikkei 225 mini Futures
NOH6 Index
2026-03-12
95966004.00000000
JPY
66584.46000000
N
N
N
Multifamily Structured Credit Risk
529900KABSM46L5D1T20
Freddie Mac Mscr Trust Mn12
355913AC8
425000.00000000
PA
USD
431682.70000000
0.069478270592
Long
ABS-MBS
USGSE
US
N
2
2045-11-25
Floating
8.17000000
N
N
N
N
N
N
U.S. Bank National Association
N/A
US Bank C&I Credit-Linked Notes Series 2025-2
90355PAG1
339089.87000000
PA
USD
340985.76000000
0.054880820800
Long
ABS-O
CORP
US
N
2
2032-09-25
Floating
10.17000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE JUN 26
000000000
4.00000000
NC
USD
16993.28000000
0.002735026689
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Light Sweet Crude Oil Futures
CLM6 Comdty
2026-05-19
249246.72000000
USD
16993.28000000
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
400000.00000000
PA
486846.91000000
0.078356814738
Long
DBT
NUSS
FR
N
2
2044-06-17
Fixed
4.75000000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315292AU6
145000.00000000
PA
USD
150411.00000000
0.024208281124
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
9.25000000
N
N
N
N
N
N
Wells Fargo Home Equity Trust
N/A
Wells Fargo Home Equity Asset-Backed Securities 2006-3 Trust
9497EVAC9
900000.00000000
PA
USD
846936.72000000
0.136312385477
Long
ABS-O
CORP
US
N
2
2037-03-25
Floating
4.43000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWES8
485071.57000000
PA
USD
482070.12000000
0.077588002117
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
CANADIAN DOLLAR
000000000
1.00000000
NC
1900.16000000
0.000305826086
N/A
DFE
CA
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
813051.00000000
USD
1110904.27000000
CAD
2026-03-18
1900.16000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO BUXL 30YR BOND MAR 26
000000000
-15.00000000
NC
-67631.75000000
-0.01088516409
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 30 Year Euro BUXL Futures
UBH6 Comdty
2026-03-06
-1650894.60000000
EUR
-67631.75000000
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2023-SMRT
17291NAA9
135000.00000000
PA
USD
138958.81000000
0.022365079263
Long
ABS-MBS
CORP
US
N
2
2040-10-12
Variable
5.82000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TF5
175000.00000000
PA
USD
133082.03000000
0.021419225952
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.38000000
N
N
N
N
N
N
ANGELO GORDON MORTGAGE TRUST GCAT_19-RPL1
N/A
ANGELO GORDON MORTGAGE TRUST GCAT_19-RPL1
36167CAF3
700000.00000000
PA
USD
626019.10000000
0.100756236989
Long
ABS-CBDO
CORP
US
N
2
2068-10-25
Variable
3.75000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BL1
170000.00000000
PA
USD
173290.52000000
0.027890683688
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.45000000
N
N
N
N
N
N
FIGRE TRUST FIGRE_25-HE5
N/A
FIGRE TRUST FIGRE_25-HE5
31684MAC3
884785.21000000
PA
USD
899203.14000000
0.144724537439
Long
ABS-CBDO
CORP
US
N
2
2055-08-25
Floating
5.69000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN JUL 26
000000000
-38.00000000
NC
USD
-14526.14000000
-0.00233794656
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Corn Futures
C N Comdty
2026-07-14
-851873.86000000
USD
-14526.14000000
N
N
N
Canada Government Bonds
4BFD7AQU0A75QLAHK410
Canada Government Bonds
135087S88
595000.00000000
PA
438411.28000000
0.070561219021
Long
DBT
NUSS
CA
N
2
2027-05-01
Fixed
2.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2024-BIO
05612AAL0
278000.00000000
PA
USD
275219.69000000
0.044295933318
Long
ABS-MBS
CORP
US
N
2
2041-02-15
Floating
7.30000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
US DOLLARS
000000000
1.00000000
NC
-5441.34000000
-0.00087577031
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1013284.32000000
EUR
1192863.63000000
USD
2026-03-18
-5441.34000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
POLISH ZLOTY
000000000
1.00000000
NC
-19721.44000000
-0.00317411734
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
2800000.00000000
USD
9935130.80000000
PLN
2026-03-31
-19721.44000000
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
US DOLLARS
000000000
1.00000000
NC
-120519.24000000
-0.01939727574
N/A
DFE
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
31933818.81000000
MXN
1731005.04000000
USD
2026-03-18
-120519.24000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QY7
590000.00000000
PA
USD
468220.31000000
0.075358909205
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
WTI CRUDE APR 26
000000000
3.00000000
NC
USD
13157.03000000
0.002117591672
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE WTI Crude Oil Futures Contract
ENJ6 Comdty
2026-03-19
187902.97000000
USD
13157.03000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HHBV2
1816455.31000000
PA
USD
137435.73000000
0.022119943277
Long
ABS-MBS
USGSE
US
N
2
2054-10-25
Floating
1.68000000
N
N
N
N
N
N
CROCS INC
549300B0J6YCXD63OG72
Crocs Inc
227046AB5
185000.00000000
PA
USD
172844.31000000
0.027818867284
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.13000000
N
N
N
N
N
N
Indonesia Government International Bonds
529900FWX0GRR7WG5W79
Indonesia Government International Bonds
455780CW4
200000.00000000
PA
USD
132385.58000000
0.021307134035
Long
DBT
NUSS
ID
N
2
2051-03-12
Fixed
3.05000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030637
575000.00000000
PA
USD
519908.15000000
0.083677940136
Long
ABS-MBS
USGSE
US
N
2
2056-03-01
Fixed
3.00000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAK1
29000.00000000
PA
USD
29093.44000000
0.004682517730
Long
DBT
US
N
2
2028-01-15
Fixed
4.50000000
N
N
N
N
N
N
HSI Asset Securitization Corporation Trust
N/A
HSI Asset Securitization Corp Trust 2006-HE2
44328BAB4
1070011.18000000
PA
USD
400166.74000000
0.064405854215
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
4.05000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LIVE CATTLE APR 26
000000000
13.00000000
NC
USD
-34734.64000000
-0.00559045501
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Live Cattle Futures
LCJ6 Comdty
2026-04-30
1242304.64000000
USD
-34734.64000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
COCOA FUTURE (LIFFE) SEP 26
000000000
-1.00000000
NC
465.87000000
0.000074980632
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Short
Cocoa Futures
QCU6 Comdty
2026-09-15
-21779.11000000
GBP
465.87000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
BRAZIL REAL
000000000
1.00000000
NC
609.37000000
0.000098076605
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
99999.77000000
USD
515772.77000000
BRL
2026-03-03
609.37000000
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAN2
22000.00000000
PA
USD
15945.80000000
0.002566437355
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
10.75000000
N
N
N
N
N
N
DBGS Mortgage Trust
N/A
DBGS 2018-C1 Mortgage Trust
23307DBC6
542000.00000000
PA
USD
535475.57000000
0.086183478160
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
4.62000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F042632
1125000.00000000
PA
USD
1112456.46000000
0.179047135661
Long
ABS-MBS
USGSE
US
N
2
2056-03-01
Fixed
4.50000000
N
N
N
N
N
N
Tokyo Commodity Exchange
N/A
GOLD TCOM FUTURE DEC 26
000000000
1.00000000
NC
9531.59000000
0.001534086006
N/A
DCO
JP
N
1
Tokyo Commodity Exchange
N/A
Long
GOLD TCOM FUTURE DEC 26
JGZ6 Comdty
2026-12-23
25325165.00000000
JPY
9531.59000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBU9
305000.00000000
PA
USD
273213.35000000
0.043973017822
Long
DBT
CORP
US
N
2
2031-11-19
Fixed
1.76000000
N
N
N
N
N
N
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
KRW/USD FUTURE (SGX) MAR 26
000000000
-3.00000000
NC
USD
-936.30000000
-0.00015069518
N/A
DFE
SG
N
1
Singapore Exchange Derivatives Clearing Ltd.
549300ZLWT3FK3F0FW61
Short
SGX KRW/USD Futures
XUWH6 Curncy
2026-03-16
-51136.20000000
USD
-936.30000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
BRAZIL REAL
000000000
1.00000000
NC
223.84000000
0.000036026498
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
100000.00000000
USD
518047.00000000
BRL
2026-04-02
223.84000000
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAL5
360000.00000000
PA
USD
371381.11000000
0.059772877748
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
5.50000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773837
27575.00000000
NS
USD
710056.25000000
0.114281809933
Long
EP
CORP
US
N
1
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
17888HAB9
470000.00000000
PA
USD
492808.86000000
0.079316375952
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
8.75000000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples Inc
855030AQ5
45000.00000000
PA
USD
41445.38000000
0.006670532144
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
10.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
JPY/USD FUTURE (CME) MAR 26
000000000
-1.00000000
NC
USD
435.72000000
0.000070128064
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Japanese Yen Currency Futures
JYH6 Curncy
2026-03-16
-80654.47000000
USD
435.72000000
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89117F8Z5
630000.00000000
PA
USD
659757.76000000
0.106186391473
Long
DBT
CORP
CA
N
2
2082-10-31
Fixed
8.13000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
AUSTRALIA DOLLAR
000000000
1.00000000
NC
N/A
33221.43000000
0.005346907585
N/A
DFE
GB
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
2000000.00000000
GBP
3834871.40000000
AUD
2026-03-31
33221.43000000
N
N
N
2026-04-07
COLUMBIA FUNDS SERIES TRUST I
Jennifer Borges
Jennifer Borges
Senior Manager