NPORT-P false 0000804239 XXXXXXXX S000035781 C000109626 C000147405 SEI INSTITUTIONAL MANAGED TRUST 811-04878 0000804239 9FTE3UO0Y1HGMNV0D371 2 OLIVER STREET BOSTON 02109 8003455734 SIMT Multi-Asset Inflation Managed Fund S000035781 VR4A14E2HCR37V0WEJ03 2026-09-30 2025-12-31 N 525024150.34 15255588.45 509768561.89 0.00000000 102867226.59000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 19164950.47000000 USD N AB ISSUER LLC N/A 00091JAA6 795649.48000000 PA USD 755164.77000000 0.148138748925 Long ABS-MBS US Y 2 2051-07-30 Fixed 3.73400000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 N/A 7589.00000000 NS USD 950825.81000000 0.186521076638 Long EC US N 1 N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287Y109 8115.00000000 NS USD 1854196.35000000 0.363732973866 Long EC US N 1 N N N N/A N/A 003CVR016 408.00000000 NS USD 0.01000000 0.000000001961 Long EC US N 3 N N N ACADIA PHARMACEUTICALS INC. 529900O3044NO0PEA039 N/A 925.00000000 NS USD 24706.75000000 0.004846660199 Long EC US N 1 N N N ACADIA REALTY TRUST 254900C5XLB1YYJQSH07 N/A 789.00000000 NS USD 16206.06000000 0.003179101500 Long EC US N 1 N N N ACCENTURE PUBLIC LIMITED COMPANY 5493000EWHDSR3MZWH98 G1151C101 765.00000000 NS USD 205249.50000000 0.040263271481 Long EC US N 1 N N N AMERICA'S CAR-MART TRUST N/A 00461WAA9 93072.91850000 PA USD 93138.91000000 0.018270822675 Long ABS-MBS US Y 2 2029-02-20 Fixed 6.06000000 N N N N N N AMERICA'S CAR-MART TRUST N/A 00161EAA2 108664.05000000 PA USD 108621.45000000 0.021307993101 Long ABS-MBS US Y 2 2029-06-20 Fixed 5.38000000 N N N N N N AMERICA'S CAR-MART TRUST N/A 00161TAA9 382701.95000000 PA USD 382760.81000000 0.075085212901 Long ABS-MBS US Y 2 2028-06-20 Fixed 5.55000000 N N N N N N AMERICA'S CAR-MART TRUST N/A 00161UAA6 171329.08000000 PA USD 171088.89000000 0.033562071651 Long ABS-MBS US Y 2 2030-01-22 Fixed 5.01000000 N N N N N N Adaptive Biotechnologies Corp 549300ZTF7OT1FW66Q96 00650F109 250.00000000 NS USD 4060.00000000 0.000796439855 Long EC US N 1 N N N ADDUS HOMECARE CORPORATION 52990090ZT33AKPDBX62 N/A 154.00000000 NS USD 16538.06000000 0.003244229094 Long EC US N 1 N N N ADMA BIOLOGICS, INC. N/A N/A 787.00000000 NS USD 14354.88000000 0.002815960236 Long EC US N 1 N N N ADOBE INC. FU4LY2G4933NH2E1CP29 00724F101 488.00000000 NS USD 170795.12000000 0.033504443539 Long EC US N 1 N N N ADVANCE AUTO PARTS, INC. 529900UCNQ5H9FSL0Y70 00751YAK2 385000.00000000 PA USD 387038.58000000 0.075924372143 Long DBT CORP US N 2 2030-08-01 Fixed 7.00000000 N N N N N N ADVANCED MICRO DEVICES, INC. R2I72C950HOYXII45366 N/A -1094.00000000 NS USD -234291.04000000 -0.04596027639 Short EC US N 1 N N N Aegea Finance S.a r.l. 213800V6WTKUT1XWIZ47 00775CAE6 387000.00000000 PA USD 369043.73000000 0.072394368266 Long DBT NUSS BR N 2 2036-01-20 Fixed 7.62500000 N N N N N N THE AES CORPORATION 2NUNNB7D43COUIRE5295 00130H105 3643.00000000 NS USD 52240.62000000 0.010247909326 Long EC US N 1 N N N AES Panama Generation Holdings S.R.L. N/A 00109AAB3 283786.76800000 PA USD 266624.76000000 0.052303099863 Long DBT NUSS PA N 2 2030-05-31 Fixed 4.37500000 N N N N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00833QAA3 24591.53000000 PA USD 24598.69000000 0.004825462344 Long ABS-MBS US Y 2 2029-12-17 Fixed 5.22000000 N N N N N N AFFIRM ASSET SECURITIZATION TRUST N/A 00834MAA1 177996.32000000 PA USD 178255.86000000 0.034967997896 Long ABS-MBS US Y 2 2030-04-15 Fixed 5.08000000 N N N N N N AGILENT TECHNOLOGIES, INC. QUIX8Y7A2WP0XRMW7G29 00846U101 1292.00000000 NS USD 175802.44000000 0.034486716746 Long EC US N 1 N N N AGREE REALTY CORPORATION 98450090H010B37OEB68 N/A 1235.00000000 NS USD 88957.05000000 0.017450477854 Long EC US N 1 N N N AIB GROUP PUBLIC LIMITED COMPANY 635400AKJBGNS5WNQL34 00135TAF1 402000.00000000 PA USD 414842.53000000 0.081378602176 Long DBT NUSS IE N 2 2031-05-15 Fixed 5.32000000 N N N N N N AKAMAI TECHNOLOGIES, INC. OC1LZNN2LF5WTJ5RIL89 00971T101 158.00000000 NS USD 13785.50000000 0.002704266412 Long EC US N 1 N N N ALBERTSONS COMPANIES, INC. 549300YKWOC0AOR16R51 N/A 5579.00000000 NS USD 95791.43000000 0.018791160766 Long EC US N 1 N N N ALEXANDER & BALDWIN, INC. 254900TP8X40TRBKC281 N/A 909.00000000 NS USD 18761.76000000 0.003680446658 Long EC US N 1 N N N ALEXANDER FUNDING TRUST II N/A 014916AA8 104000.00000000 PA USD 110801.78000000 0.021735702882 Long DBT CORP US N 2 2028-07-31 Fixed 7.46700000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 N/A 1767.00000000 NS USD 86476.98000000 0.016963968840 Long EC US N 1 N N N ALIGN TECHNOLOGY, INC. 549300N5YSE0U3LCP840 N/A 335.00000000 NS USD 52310.25000000 0.010261568466 Long EC US N 1 N N N ALIGNMENT HEALTHCARE, INC. N/A 01625V104 347.00000000 NS USD 6853.25000000 0.001344384591 Long EC US N 1 N N N ALKERMES PUBLIC LIMITED COMPANY N/A G01767105 624.00000000 NS USD 17459.52000000 0.003424989555 Long EC US N 1 N N N ALLIANT ENERGY CORPORATION 5493009ML300G373MZ12 N/A 1179.00000000 NS USD 76646.79000000 0.015035605513 Long EC US N 1 N N N ALLY FINANCIAL INC. 549300JBN1OSM8YNAI90 02005NBZ2 82000.00000000 PA USD 84081.96000000 0.016494143869 Long DBT CORP US N 2 2029-05-15 Fixed 5.73700000 N N N N N N ALLY FINANCIAL INC. 549300JBN1OSM8YNAI90 02005NBT6 259000.00000000 PA USD 273525.30000000 0.053656761214 Long DBT CORP US N 2 2029-06-13 Fixed 6.99200000 N N N N N N ALNYLAM PHARMACEUTICALS, INC. 529900S3ZI14OWRJII50 02043Q107 556.00000000 NS USD 221093.40000000 0.043371328977 Long EC US N 1 N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAY3 47000.00000000 PA USD 47011.51000000 0.009222128140 Long DBT CORP US N 2 2035-11-15 Fixed 4.70000000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KBA4 84000.00000000 PA USD 82401.20000000 0.016164433462 Long DBT CORP US N 2 2055-11-15 Fixed 5.45000000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KBB2 84000.00000000 PA USD 82677.05000000 0.016218546254 Long DBT CORP US N 2 2075-11-15 Fixed 5.70000000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079K305 3723.00000000 NS USD 1165299.00000000 0.228593735886 Long EC US N 1 N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079K107 3043.00000000 NS USD 954893.40000000 0.187319005405 Long EC US N 1 N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 12667GQL0 35271.73720000 PA USD 23082.88000000 0.004528109759 Long ABS-MBS US N 2 2035-07-25 Fixed 5.50000000 N N N N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 02146TAR8 217164.03670000 PA USD 104197.76000000 0.020440209104 Long ABS-MBS US N 2 2036-08-25 Fixed 5.75000000 N N N N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 12668BKK8 85107.54720000 PA USD 56732.84000000 0.011129136679 Long ABS-MBS US N 2 2036-02-25 Fixed 5.50000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBJ1 745000.00000000 PA USD 717231.88000000 0.140697550539 Long DBT CORP US N 2 2030-05-06 Fixed 3.40000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209S103 20767.00000000 NS USD 1197425.22000000 0.234895854613 Long EC US N 1 N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CS3 375000.00000000 PA USD 376147.51000000 0.073787898689 Long DBT CORP US N 2 2028-11-20 Fixed 3.90000000 N N N N N N Amdocs Limited 549300HQV672RJ7RQV66 G02602103 208.00000000 NS USD 16746.08000000 0.003285035848 Long EC US N 1 N N N AMEREN CORPORATION XRZQ5S7HYJFPHJ78L959 N/A 1221.00000000 NS USD 121929.06000000 0.023918513049 Long EC US N 1 N N N AMERICAN ASSETS TRUST, INC. N/A N/A 794.00000000 NS USD 15030.42000000 0.002948479196 Long EC US N 1 N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 02557TAF6 124000.00000000 PA USD 121833.71000000 0.023899808483 Long DBT CORP US N 2 2056-03-15 Fixed 6.05000000 N N N N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 025537BA8 223000.00000000 PA USD 238685.37000000 0.046822300911 Long DBT CORP US N 2 2054-12-15 Fixed 6.95000000 N N N N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 N/A 2424.00000000 NS USD 279511.44000000 0.054831047046 Long EC US N 1 N N N AMERICAN HEALTHCARE REIT, INC. 2549004GGE2APGNT6O92 398182303 1554.00000000 NS USD 73131.24000000 0.014345969027 Long EC US N 1 N N N AMERICAN HOMES 4 RENT 549300ZJUO7A58PNUW40 02665T306 3312.00000000 NS USD 106315.20000000 0.020855581914 Long EC US N 1 N N N AMERICAN STATES WATER COMPANY 529900L26LIS2V8PWM23 N/A 710.00000000 NS USD 51460.80000000 0.010094934024 Long EC US N 1 N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XBV1 130000.00000000 PA USD 129424.36000000 0.025388846954 Long DBT CORP US N 2 2027-03-15 Fixed 3.65000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027X100 4710.00000000 NS USD 826934.70000000 0.162217673238 Long EC US N 1 N N N AMERICAN WATER WORKS COMPANY, INC. 549300DXHIJQMD5WFW18 N/A 889.00000000 NS USD 116014.50000000 0.022758268883 Long EC US N 1 N N N AMERICOLD REALTY TRUST, INC. 894500O3S3W62PQPO460 03064D108 3214.00000000 NS USD 41332.04000000 0.008108000981 Long EC US N 1 N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 N/A 2520.00000000 NS USD 824821.20000000 0.161803073328 Long EC US N 1 N N N AMICUS THERAPEUTICS, INC. 549300MRD1SMUTNBPQ53 03152W109 2000.00000000 NS USD 28480.00000000 0.005586849038 Long EC US N 1 N N N AMPHENOL CORPORATION 549300D3L3G0R4U4VT04 N/A -865.00000000 NS USD -116896.10000000 -0.02293121010 Short EC US N 1 N N N AMUR EQUIPMENT FINANCE RECEIVABLES LLC N/A 03236XAB3 30792.01450000 PA USD 30853.40000000 0.006052432869 Long ABS-MBS US Y 2 2028-06-21 Fixed 5.30000000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 N/A -372.00000000 NS USD -100886.40000000 -0.01979062805 Short EC US N 1 N N N THE ANDERSONS, INC L38MWB8MVRFV7HVJPU11 N/A 536.00000000 NS USD 28499.12000000 0.005590599760 Long EC US N 1 N N N ANTERO MIDSTREAM CORPORATION N/A 03676B102 8092.00000000 NS USD 143956.68000000 0.028239615143 Long EC US N 1 N N N ANTERO RESOURCES CORPORATION APVBKPOULHUX7YZLKU17 03674X106 6611.00000000 NS USD 227815.06000000 0.044689899894 Long EC US N 1 N N N ANYWHERE REAL ESTATE INC. 5493004HBTOTE9DI9P12 75605Y106 1698.00000000 NS USD 24043.68000000 0.004716587447 Long EC US N 1 N N N APA CORPORATION 549300VCIWLRHYVSHC79 03743Q108 9968.00000000 NS USD 243817.28000000 0.047829014621 Long EC US N 1 N N N APARTMENT INVESTMENT AND MANAGEMENT COMPANY 549300O8FT5GJ4RU1D57 03748R747 2375.00000000 NS USD 14107.50000000 0.002767432331 Long EC US N 1 N N N APELLIS PHARMACEUTICALS, INC. 254900HS0ZFRXXSB9D42 03753U106 667.00000000 NS USD 16755.04000000 0.003286793508 Long EC US N 1 N N N Apple Hospitality REIT, Inc. 549300EVZAR0FBZO4F16 03784Y200 1927.00000000 NS USD 22834.95000000 0.004479473962 Long EC US N 1 N N N APPLE INC. HWUPKR0MPOU8FGXBT394 N/A -9786.00000000 NS USD -2660421.96000000 -0.52188819768 Short EC US N 1 N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222AT2 389000.00000000 PA USD 387024.38000000 0.075921586565 Long DBT CORP US N 2 2031-01-15 Fixed 4.00000000 N N N N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 N/A -637.00000000 NS USD -163702.63000000 -0.03211312784 Short EC US N 1 N N N APPLOVIN CORPORATION 549300LLVXMUAOL3SQ07 03831W108 278.00000000 NS USD 187321.96000000 0.036746471635 Long EC US N 1 N N N Arcellx Inc N/A 03940C100 58.00000000 NS USD 3781.60000000 0.000741826837 Long EC US N 1 N N N ARCHER-DANIELS-MIDLAND COMPANY. 549300LO13MQ9HYSTR83 N/A 5932.00000000 NS USD 341030.68000000 0.066899119619 Long EC US N 1 N N N ARCHROCK INC. 549300K3RIHMHDVFTL28 03957W106 3619.00000000 NS USD 94166.38000000 0.018472378847 Long EC US N 1 N N N Arcutis Biotherapeutics Inc N/A 03969K108 892.00000000 NS USD 25903.68000000 0.005081458908 Long EC US N 1 N N N AREIT LTD. N/A 04002VAA9 629656.14530000 PA USD 629899.82000000 0.123565842833 Long ABS-CBDO CORP KY Y 2 2037-01-20 Floating 5.18671080 N N N N N N ARISTA NETWORKS, INC. 635400H1WKBLOQERUU95 N/A -733.00000000 NS USD -96044.99000000 -0.01884090098 Short EC US N 1 N N N ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST N/A 039962AF2 324000.00000000 PA USD 323809.13000000 0.063520812032 Long ABS-MBS US Y 2 2029-05-15 Fixed 4.92000000 N N N N N N ARROWHEAD PHARMACEUTICALS, INC. 549300O3CSB8T7OZ3D66 04280A100 530.00000000 NS USD 35186.70000000 0.006902485290 Long EC US N 1 N N N AS MILEAGE PLAN IP LTD. N/A 00218QAA8 48000.00000000 PA USD 48333.15000000 0.009481390892 Long DBT NUSS US N 2 2029-10-20 Fixed 5.02100000 N N N N N N AST SPACEMOBILE, INC. 254900MBSC9P2UCI6623 00217D100 1762.00000000 NS USD 127974.06000000 0.025104345298 Long EC US N 1 N N N Astera Labs Inc 529900LJL8TUEGF7HG20 04626A103 -48.00000000 NS USD -7985.28000000 -0.00156645203 Short EC US N 1 N N N AT&T INC. 549300Z40J86GGSTL398 00206R102 63645.00000000 NS USD 1580941.80000000 0.310129324989 Long EC US N 1 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3G4 59000.00000000 PA USD 55815.44000000 0.010949172658 Long DBT CORP US N 2 2029-01-07 Fixed 2.71700000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4R9 186000.00000000 PA USD 187388.94000000 0.036759610931 Long DBT CORP US N 2 2030-07-17 Fixed 5.03300000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3Z2 10000.00000000 PA USD 10247.77000000 0.002010278931 Long DBT CORP US N 2 2031-07-11 Fixed 5.52600000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3Q2 21000.00000000 PA USD 21571.71000000 0.004231667390 Long DBT CORP US N 2 2029-01-09 Fixed 5.58300000 N N N N N N ATLASSIAN CORPORATION 549300V7ZY5P02D2MY38 N/A 232.00000000 NS USD 37616.48000000 0.007379129042 Long EC US N 1 N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 N/A 731.00000000 NS USD 122537.53000000 0.024037875059 Long EC US N 1 N N N AUST 10Y BOND FUT MAR26 N/A N/A 45.00000000 NC 3285419.82000000 0.644492435512 Long AU N 1 N N N AUTODESK, INC. FRKKVKAIQEF3FCSTPG55 N/A 205.00000000 NS USD 60682.05000000 0.011903843143 Long EC US N 1 N N N AUTONATION FINANCE TRUST N/A 05330QAB8 475967.91000000 PA USD 477006.00000000 0.093573051706 Long ABS-MBS US Y 2 2028-04-10 Fixed 4.72000000 N N N N N N AUTONATION, INC. N/A 05329WAU6 80000.00000000 PA USD 80220.13000000 0.015736578517 Long DBT CORP US N 2 2029-01-15 Fixed 4.45000000 N N N N N N AVALONBAY COMMUNITIES, INC. K9G90K85RBWD2LAGQX17 N/A 1414.00000000 NS USD 256372.34000000 0.050291908753 Long EC US N 1 N N N AVANTOR, INC. N/A 05352A100 3405.00000000 NS USD 39021.30000000 0.007654709002 Long EC US N 1 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAL5 153000.00000000 PA USD 150505.61000000 0.029524302056 Long DBT CORP US N 2 2026-09-20 Fixed 1.95000000 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAA9 110000.00000000 PA USD 108316.42000000 0.021248156143 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N Avidity Biosciences Inc N/A 05370A108 383.00000000 NS USD 27625.79000000 0.005419280839 Long EC US N 1 N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RGU2 554000.00000000 PA USD 560633.93000000 0.109978129667 Long ABS-MBS US Y 2 2028-02-22 Fixed 5.44000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING N/A 05377RHD9 424000.00000000 PA USD 432001.77000000 0.084744686568 Long ABS-MBS US Y 2 2028-04-20 Fixed 6.12000000 N N N N N N AVISTA CORPORATION Q0IK63NITJD6RJ47SW96 05379B107 554.00000000 NS USD 21351.16000000 0.004188402658 Long EC US N 1 N N N AXON ENTERPRISE, INC. 549300QP2IEEGFE16681 05464CAC5 222000.00000000 PA USD 229180.37000000 0.044957729278 Long DBT CORP US N 2 2030-03-15 Fixed 6.12500000 N N N N N N AXON ENTERPRISE, INC. 549300QP2IEEGFE16681 05464CAD3 162000.00000000 PA USD 168533.00000000 0.033060689222 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N AXSOME THERAPEUTICS, INC. 549300EXGR0XLRJEIB95 05464T104 209.00000000 NS USD 38171.76000000 0.007488056905 Long EC US N 1 N N N BAKER HUGHES COMPANY N/A 05722G100 24240.00000000 NS USD 1103889.60000000 0.216547210347 Long EC US N 1 N N N Banco Bilbao Vizcaya Argentaria, S.A. K8MS7FD7N5Z2WQ51AZ71 05946KAN1 200000.00000000 PA USD 232591.22000000 0.045626827032 Long DBT NUSS ES N 2 2034-11-15 Fixed 7.88300000 N N N N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 05964HAV7 400000.00000000 PA USD 443118.18000000 0.086925364396 Long DBT NUSS ES N 2 2033-08-08 Fixed 6.92100000 N N N N N N BANK OF IRELAND GROUP PUBLIC LIMITED COMPANY 635400C8EK6DRI12LJ39 06279JAD1 212000.00000000 PA USD 220182.39000000 0.043192618466 Long DBT NUSS IE N 2 2030-03-20 Fixed 5.60100000 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL SA VBHFXSYT7OG62HNT8T76 06675DCR1 390000.00000000 PA USD 393999.45000000 0.077289868276 Long DBT NUSS FR N 2 2028-10-16 Fixed 4.59100000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECV5 213000.00000000 PA USD 216448.40000000 0.042460131161 Long DBT NUSS GB N 2 2035-09-10 Fixed 5.33500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECP8 216000.00000000 PA USD 219846.63000000 0.043126753282 Long DBT NUSS GB N 2 2028-03-12 Fixed 5.67400000 N N N N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813DE6 222000.00000000 PA USD 224668.07000000 0.044072562883 Long DBT CORP US N 2 2035-12-15 Fixed 5.65000000 N N N N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 N/A 2480.00000000 NS USD 47392.80000000 0.009296924828 Long EC US N 1 N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 N/A 1318.00000000 NS USD 255784.26000000 0.050176546598 Long EC US N 1 N N N BELLRING BRANDS, INC. 549300S3BOK5CMTS8054 07831C103 1552.00000000 NS USD 41484.96000000 0.008137998908 Long EC US N 1 N N N BIO-RAD LABORATORIES, INC. 549300ZC1GPV35XYDK53 N/A 73.00000000 NS USD 22118.27000000 0.004338884673 Long EC US N 1 N N N BIO-TECHNE CORPORATION 54930073RLKQ51TILZ35 09073M104 851.00000000 NS USD 50047.31000000 0.009817653292 Long EC US N 1 N N N BIOGEN INC. W8J5WZB5IY3K0NDQT671 09062X103 709.00000000 NS USD 124776.91000000 0.024477168528 Long EC US N 1 N N N Biohaven Ltd N/A G1110E107 524.00000000 NS USD 5915.96000000 0.001160518800 Long EC US N 1 N N N BIOMARIN PHARMACEUTICAL INC. NSLL8ITTRR0J5HEMR848 09061G101 975.00000000 NS USD 57944.25000000 0.011366775892 Long EC US N 1 N N N BJ'S WHOLESALE CLUB HOLDINGS, INC. 549300UCIWH1C93V0J03 05550J101 1699.00000000 NS USD 152960.97000000 0.030005963771 Long EC US N 1 N N N BKV CORPORATION 549300S3T4Z01TRFU656 05603J108 118.00000000 NS USD 3203.70000000 0.000628461666 Long EC US N 1 N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 N/A 352.00000000 NS USD 24435.84000000 0.004793516475 Long EC US N 1 N N N N/A N/A 09627Y109 389.00000000 NS USD 0.01000000 0.000000001961 Long EC US N 3 N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DB8 227000.00000000 PA USD 223106.61000000 0.043766255253 Long DBT CORP US N 2 2028-02-01 Fixed 3.25000000 N N N N N N Borr Drilling Limited 213800J2JPCTXLHQ5R78 G1466R173 8491.00000000 NS USD 34218.73000000 0.006712601081 Long EC US N 1 N N N THE BOSTON BEER COMPANY, INC. 529900Q02MQ0DCQNRM58 100557107 137.00000000 NS USD 26732.81000000 0.005244107227 Long EC US N 1 N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137107 6460.00000000 NS USD 615961.00000000 0.120831500027 Long EC US N 1 N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAU9 483000.00000000 PA USD 512186.60000000 0.100474340375 Long DBT NUSS FR N 2 2035-01-18 Fixed 6.50800000 N N N N N N Braskem Netherlands Finance B.V. 2549000TLMHFQ74DS330 N15516AB8 227000.00000000 PA USD 93111.38000000 0.018265422185 Long DBT NUSS BR N 2 2028-01-10 Fixed 4.50000000 N N N N N N N/A N/A N/A 24.00000000 NC USD 1451760.00000000 0.284788060412 N/A DCO GB N 1 BRENT CRUDE FUTR APR26 N/A Long Crude Oil BRENT CRUDE OIL(ICE) Apr 2026 2026-03-02 1489325.78000000 USD -37565.78000000 N N N N/A N/A N/A -14.00000000 NC USD -843080.00000000 -0.16538485560 N/A DCO GB N 1 BRENT CRUDE FUTR DEC26 N/A Short Crude Oil BRENT CRUDE OIL(ICE) Dec 2026 2026-11-02 -856763.18000000 USD 13683.18000000 N N N N/A N/A N/A 7.00000000 NC USD 429100.00000000 0.084175453741 N/A DCO GB N 1 BRENT CRUDE FUTR DEC27 N/A Long Crude Oil BRENT CRUDE OIL(ICE) Dec 2027 2027-11-01 449945.77000000 USD -20845.77000000 N N N N/A N/A N/A 28.00000000 NC USD 1687000.00000000 0.330934491869 N/A DCO GB N 1 BRENT CRUDE FUTR JUN26 N/A Long Crude Oil BRENT CRUDE OIL(ICE) Jun 2026 2026-05-03 1734546.39000000 USD -47546.39000000 N N N N/A N/A N/A 28.00000000 NC USD 1703800.00000000 0.334230105066 N/A DCO GB N 1 BRENT CRUDE FUTR MAR26 N/A Long Crude Oil BRENT CRUDE OIL(ICE) Mar 2026 2026-02-02 1751555.82000000 USD -47755.82000000 N N N N/A N/A N/A 19.00000000 NC USD 1146080.00000000 0.224823593622 N/A DCO GB N 1 BRENT CRUDE FUTR MAY26 N/A Long Crude Oil BRENT CRUDE OIL(ICE) May 2026 2026-04-03 1162064.44000000 USD -15984.44000000 N N N N/A N/A N/A 12.00000000 NC USD 723840.00000000 0.141993848603 N/A DCO GB N 1 BRENT CRUDE FUTR MAY26 N/A Long Crude Oil BRENT CRUDE OIL(ICE) May 2026 2026-04-03 723869.40000000 USD -29.40000000 N N N BREX COMMERCIAL CHARGE CARD MASTER TRUST N/A 05601DAE3 473000.00000000 PA USD 474428.51000000 0.093067432059 Long ABS-MBS US Y 2 2027-07-15 Fixed 6.05000000 N N N N N N BRIDGEBIO PHARMA, INC. 54930028YG89VTY2J114 10806X102 744.00000000 NS USD 56908.56000000 0.011163607223 Long EC US N 1 N N N BRIGHTSPRING HEALTH SERVICES, INC. N/A 10950A106 514.00000000 NS USD 19249.30000000 0.003776086137 Long EC US N 1 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122108 9664.00000000 NS USD 521276.16000000 0.102257416202 Long EC US N 1 N N N BRISTOW GROUP INC. 5493005Q24EN3UC1PV68 11040G103 851.00000000 NS USD 31163.62000000 0.006113287936 Long EC US N 1 N N N BRIXMOR PROPERTY GROUP INC. 5299007UXW6Y0W2EGZ95 11120U105 3010.00000000 NS USD 78922.20000000 0.015481966896 Long EC US N 1 N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FCA7 110000.00000000 PA USD 110372.37000000 0.021651466616 Long DBT CORP US N 2 2028-02-15 Fixed 4.15000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBZ3 170000.00000000 PA USD 173031.89000000 0.033943225011 Long DBT CORP US N 2 2027-07-12 Fixed 5.05000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135F101 -3045.00000000 NS USD -1053874.50000000 -0.20673587560 Short EC US N 1 N N N BROADSTONE NET LEASE, INC. 549300U8D7PT70B49V21 N/A 2491.00000000 NS USD 43268.67000000 0.008487904754 Long EC US N 1 N N N BROOKDALE SENIOR LIVING INC. LH7MQB13NWY7CJ9VC445 112463104 517.00000000 NS USD 5578.43000000 0.001094306400 Long EC US N 1 N N N BROOKFIELD INFRASTRUCTURE CORPORATION 254900YTMKBFJAKUBO55 11276H106 525.00000000 NS USD 23835.00000000 0.004675651223 Long EC US N 1 N N N BROOKFIELD RENEWABLE CORPORATION N/A 11285B108 498.00000000 NS USD 19093.32000000 0.003745487938 Long EC US N 1 N N N N/A N/A N/A 1.00000000 PA USD 1.00000000 0.000000196167 Long STIV US N 1 N N N BROWN-FORMAN CORPORATION 549300873K3LXF7ARU34 115637100 805.00000000 NS USD 21179.55000000 0.004154738362 Long EC US N 1 N N N BROWN-FORMAN CORPORATION 549300873K3LXF7ARU34 115637209 1650.00000000 NS USD 42999.00000000 0.008435004277 Long EC US N 1 N N N BRUKER CORPORATION LEBZ6VLQ6I8XB1NHVY15 116794108 410.00000000 NS USD 19315.10000000 0.003788993956 Long EC US N 1 N N N Bunge Global SA 254900IVXSV9K0B7PO26 H11356104 1697.00000000 NS USD 151168.76000000 0.029654390502 Long EC US N 1 N N N BX TRUST N/A 05608BAL4 162478.00000000 PA USD 160307.18000000 0.031447051070 Long ABS-MBS US N 2 2034-04-15 Floating 5.69630160 N N N N N N BX TRUST N/A 05608BAN0 655672.00000000 PA USD 645005.79000000 0.126529142481 Long ABS-MBS US N 2 2034-04-15 Floating 5.94630000 N N N N N N BXP, INC. 549300OF70FSEUQBT254 101121101 1510.00000000 NS USD 101894.80000000 0.019988443308 Long EC US N 1 N N N CA LOW CARBON FUELDEC26 N/A N/A 23.00000000 NC USD 139725.00000000 0.027409497259 N/A DCO US N 1 CA LOW CARBON FUELDEC26 N/A Long N/A N/A 2027-01-03 141806.86000000 USD -2081.86000000 N N N CABLE ONE, INC. 549300648QS85T0XSH18 12685J105 -61.00000000 NS USD -6883.85000000 -0.00135038731 Short EC US N 1 N N N CACTUS, INC. 549300J3T8C9F8QFKV08 127203107 1665.00000000 NS USD 76057.20000000 0.014919947145 Long EC US N 1 N N N CADENCE DESIGN SYSTEMS, INC. GCT7RXJOGLXPV0NXZY22 127387108 298.00000000 NS USD 93148.84000000 0.018272770618 Long EC US N 1 N N N CaixaBank, S.A. 7CUNS533WID6K7DGFI87 12803RAH7 200000.00000000 PA USD 213158.21000000 0.041814702972 Long DBT NUSS ES N 2 2035-06-15 Fixed 6.03700000 N N N N N N CaixaBank, S.A. 7CUNS533WID6K7DGFI87 12803RAB0 343000.00000000 PA USD 348941.85000000 0.068451033682 Long DBT NUSS ES N 2 2027-09-13 Fixed 6.68400000 N N N N N N CAL-MAINE FOODS, INC. 549300NHE5WMIEIEMF53 128030202 502.00000000 NS USD 39944.14000000 0.007835740174 Long EC US N 1 N N N CALIFORNIA RESOURCES CORPORATION 5493003Q8F0T4F4YMR48 13057Q305 1465.00000000 NS USD 65500.15000000 0.012848997544 Long EC US N 1 N N N CALIFORNIA WATER SERVICE GROUP 529900QABDOBU6UVRQ36 130788102 357.00000000 NS USD 15468.81000000 0.003034477046 Long EC US N 1 N N N CALUMET, INC. N/A 131428104 1659.00000000 NS USD 32964.33000000 0.006466528629 Long EC US N 1 N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131102 1181.00000000 NS USD 130004.48000000 0.025502647616 Long EC US N 1 N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HDA0 486000.00000000 PA USD 525332.33000000 0.103053104736 Long DBT CORP US N 2 2034-06-08 Fixed 6.37700000 N N N N N N CAPITAL ONE, NATIONAL ASSOCIATION 207ALC1P1YM0OVDV0K75 25466AAN1 475000.00000000 PA USD 493518.81000000 0.096812327572 Long DBT CORP US N 2 2028-08-09 Fixed 5.97400000 N N N N N N CARDINAL HEALTH, INC. CCU46N3GJMF4OK4N7U60 14149Y108 1027.00000000 NS USD 211048.50000000 0.041400846536 Long EC US N 1 N N N CARETRUST REIT, INC. 5493001NVXE2B9GPLU96 14174T107 1967.00000000 NS USD 71126.72000000 0.013952747446 Long EC US N 1 N N N CARGILL, INCORPORATED QXZYQNMR4JZ5RIRN4T31 141781CF9 382000.00000000 PA USD 380344.83000000 0.074611276260 Long DBT CORP US N 2 2030-10-23 Fixed 4.12500000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687GAD7 28269.28540000 PA USD 27506.28000000 0.005395836867 Long ABS-MBS US N 2 2028-06-12 Fixed 1.02000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687HAE3 51760.01040000 PA USD 50671.06000000 0.009940012740 Long ABS-MBS US N 2 2028-09-11 Fixed 2.30000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14687KAG1 441000.00000000 PA USD 426421.29000000 0.083649978025 Long ABS-MBS US N 2 2028-09-11 Fixed 2.61000000 N N N N N N CASEY'S GENERAL STORES, INC. 549300CAFWSI86V66Q65 147528103 455.00000000 NS USD 251483.05000000 0.049332789191 Long EC US N 1 N N N CATALYST PHARMACEUTICALS, INC. 5299004O0R5XXLA5H544 14888U101 2553.00000000 NS USD 59587.02000000 0.011689033897 Long EC US N 1 N N N CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 14913UAN0 441000.00000000 PA USD 443287.85000000 0.086958648127 Long DBT CORP US N 2 2026-10-16 Fixed 4.45000000 N N N N N N N/A N/A N/A -3.00000000 NC USD -517987.50000000 -0.10161228814 N/A DCO US N 1 CATTLE FEEDER FUT MAR26 N/A Short Feeder Cattle CATTLE FEEDER FUT(Consolidated) Mar 2026 2026-03-29 -518747.70000000 USD 760.20000000 N N N N/A N/A N/A 1.00000000 NC USD 172662.50000000 0.033870762716 N/A DCO US N 1 CATTLE FEEDER FUT MAR26 N/A Long Feeder Cattle CATTLE FEEDER FUT(Consolidated) Mar 2026 2026-03-29 153065.67000000 USD 19596.83000000 N N N CBRE GROUP, INC. 52990016II9MJ2OSWA10 12504L109 3060.00000000 NS USD 492017.40000000 0.096517799798 Long EC US N 1 N N N CCA VINTAGE 2026 DEC26 N/A N/A 33.00000000 NC USD 1085700.00000000 0.212979002858 N/A DCO US N 1 CCA VINTAGE 2026 DEC26 N/A Long N/A N/A 2026-12-27 1022436.81000000 USD 63263.19000000 N N N CDW CORPORATION 9845001B052ABF0B6755 12514G108 -162.00000000 NS USD -22064.40000000 -0.00432831713 Short EC US N 1 N N N CELCUITY INC. 25490070W7UU7W2SEY87 15102K100 69.00000000 NS USD 6882.06000000 0.001350036176 Long EC US N 1 N N N CELSIUS HOLDINGS, INC. N/A 15118V207 2038.00000000 NS USD 93218.12000000 0.018286361099 Long EC US N 1 N N N CENCORA, INC. AI8GXW8LG5WK7E9UD086 N/A 775.00000000 NS USD 261756.25000000 0.051348056661 Long EC US N 1 N N N Cenovus Energy Inc. 549300F4XPHJ7NOSP309 15135UBA6 95000.00000000 PA USD 94704.19000000 0.018577879665 Long DBT NUSS CA N 2 2031-03-20 Fixed 4.65000000 N N N N N N Cenovus Energy Inc. 549300F4XPHJ7NOSP309 15135UBB4 96000.00000000 PA USD 95874.05000000 0.018807368121 Long DBT NUSS CA N 2 2036-03-20 Fixed 5.40000000 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135B101 2092.00000000 NS USD 86085.80000000 0.016887232057 Long EC US N 1 N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XBB3 18000.00000000 PA USD 18330.42000000 0.003595831789 Long DBT CORP US N 2 2033-04-01 Fixed 4.95000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XBH0 13000.00000000 PA USD 13092.61000000 0.002568343946 Long DBT CORP US N 2 2035-08-15 Fixed 4.95000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XBF4 400000.00000000 PA USD 403902.98000000 0.079232618524 Long DBT CORP US N 2 2035-03-01 Fixed 5.05000000 N N N N N N CENTERPOINT ENERGY, INC. 21TPXMRRHFKOBHDC8J74 15189T107 2999.00000000 NS USD 114981.66000000 0.022555659292 Long EC US N 1 N N N CENTERSPACE 5493002LG2SH9EEHT720 15202L107 271.00000000 NS USD 18081.12000000 0.003546927243 Long EC US N 1 N N N CENTRAL GARDEN & PET COMPANY 5493004DVZLD37DJ0H83 153527205 841.00000000 NS USD 24548.79000000 0.004815673589 Long EC US N 1 N N N CENTRUS ENERGY CORP. 549300G6VDK9G8276661 15643U104 357.00000000 NS USD 86665.32000000 0.017000915018 Long EC US N 1 N N N CG Oncology Inc N/A 156944100 104.00000000 NS USD 4318.08000000 0.000847066752 Long EC US N 1 N N N CHARLES RIVER LABORATORIES INTERNATIONAL, INC. 549300BSQ0R4UZ5KX287 159864107 272.00000000 NS USD 54258.56000000 0.010643763475 Long EC US N 1 N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513BK0 756000.00000000 PA USD 751380.20000000 0.147396339471 Long DBT CORP US N 2 2174-06-01 Fixed 4.00000000 N N N N N N CHARTER COMMUNICATIONS, INC. 0J0XRGZE3PBRFEZ7MV65 16119P108 -1172.00000000 NS USD -244655.00000000 -0.04799334801 Short EC US N 1 N N N CHASE MORTGAGE FINANCE CORPORATION N/A 161631AS5 89836.85000000 PA USD 37936.20000000 0.007441847700 Long ABS-MBS US N 2 2037-07-25 Fixed 6.00000000 N N N N N N THE CHEFS' WAREHOUSE, INC. 549300JYEDC8C547E980 163086101 383.00000000 NS USD 23872.39000000 0.004682985924 Long EC US N 1 N N N CHEMED CORPORATION 54930020031IDJT2IM79 16359R103 85.00000000 NS USD 36368.10000000 0.007134237518 Long EC US N 1 N N N CHENIERE ENERGY, INC. MIHC87W9WTYSYZWV1J40 16411R208 5145.00000000 NS USD 1000136.55000000 0.196194238870 Long EC US N 1 N N N CHESAPEAKE UTILITIES CORPORATION 254900WW0FDCKAOCKE74 165303108 294.00000000 NS USD 36679.44000000 0.007195312293 Long EC US N 1 N N N CHEVRON CORPORATION N/A 166764100 45338.00000000 NS USD 6909964.58000000 1.355510146483 Long EC US N 1 N N N COUNTRYWIDE HOME LOANS INC N/A N/A 110928.70510000 PA USD 41634.26000000 0.008167286708 Long ABS-MBS US N 2 2036-05-25 Fixed 6.00000000 N N N N N N COUNTRYWIDE HOME LOANS INC N/A 12543TAU9 58392.66280000 PA USD 25337.79000000 0.004970449708 Long ABS-MBS US N 2 2036-09-25 Fixed 6.25000000 N N N N N N CHORD ENERGY CORPORATION 529900FA4V2YNIKZ0M71 674215207 1420.00000000 NS USD 131634.00000000 0.025822306403 Long EC US N 1 N N N CHURCH & DWIGHT CO., INC. POOXSI30AWAQGYJZC921 171340102 3214.00000000 NS USD 269493.90000000 0.052865931747 Long EC US N 1 N N N CIDARA THERAPEUTICS INC N/A 171757206 167.00000000 NS USD 36888.63000000 0.007236348562 Long EC US N 1 N N N CIENA CORPORATION W0CZ7N0GH8UIGXDM1H41 171779309 -62.00000000 NS USD -14499.94000000 -0.00284441628 Short EC US N 1 N N N CISCO SYSTEMS, INC. 549300LKFJ962MZ46593 17275R102 -3015.00000000 NS USD -232245.45000000 -0.04555899821 Short EC US N 1 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967PZ8 405000.00000000 PA USD 408287.61000000 0.080092740220 Long DBT CORP US N 2 2028-05-07 Fixed 4.64300000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967QJ3 148000.00000000 PA USD 150408.22000000 0.029505197308 Long DBT CORP US N 2 2174-05-15 Fixed 6.62500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967PE5 16000.00000000 PA USD 16776.31000000 0.003290965990 Long DBT CORP US N 2 2174-02-15 Fixed 7.62500000 N N N N N N CIVITAS RESOURCES, INC. IIVIHPH28S64K95M2381 17888H103 2126.00000000 NS USD 57593.34000000 0.011297938771 Long EC US N 1 N N N CLEAN ENERGY FUELS CORP. 549300MTQB4VUAOPMF71 184499101 5002.00000000 NS USD 10504.20000000 0.002060582151 Long EC US N 1 N N N CLEARWAY ENERGY, INC. 549300LHAZ9HA9G3XC48 18539C204 542.00000000 NS USD 18026.92000000 0.003536294967 Long EC US N 1 N N N THE CLOROX COMPANY 54930044KVSC06Z79I06 189054109 1632.00000000 NS USD 164554.56000000 0.032280248783 Long EC US N 1 N N N CLOUDFLARE, INC. 5493007DY18BGNLDWU14 18915M107 301.00000000 NS USD 59342.15000000 0.011640998373 Long EC US N 1 N N N CMS ENERGY CORPORATION 549300IA9XFBAGNIBW29 125896100 1557.00000000 NS USD 108881.01000000 0.021358910325 Long EC US N 1 N N N CNX RESOURCES CORPORATION 549300JK3KH8PWM3B226 12653C108 2979.00000000 NS USD 109537.83000000 0.021487757031 Long EC US N 1 N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216100 48439.00000000 NS USD 3386370.49000000 0.664295671244 Long EC US N 1 N N N COCA-COLA CONSOLIDATED, INC. 57VG5X0E00X0QJU7CQ58 191098102 598.00000000 NS USD 91673.40000000 0.017983337312 Long EC US N 1 N N N N/A N/A N/A -25.00000000 NC USD -1516250.00000000 -0.29743889940 N/A DCO US N 1 COCOA FUTURE MAR26 N/A Short Cocoa Cocoa Future Mar 2026 2026-03-19 -1531110.47000000 USD 14860.47000000 N N N N/A N/A N/A 2.00000000 NC USD 121300.00000000 0.023795111952 N/A DCO US N 1 COCOA FUTURE MAR26 N/A Long Cocoa Cocoa Future Mar 2026 2026-03-19 119166.54000000 USD 2133.46000000 N N N N/A N/A N/A 5.00000000 NC USD 611250.00000000 0.119907355160 N/A DCO US N 1 COFFEE 'C' FUTURE JUL26 N/A Long Coffee Coffee C Future Jul 2026 2026-07-24 650591.41000000 USD -39341.41000000 N N N N/A N/A N/A 1.00000000 NC USD 130781.25000000 0.025655024608 N/A DCO US N 1 COFFEE 'C' FUTURE MAR26 N/A Long Coffee Coffee C Future Mar 2026 2026-03-22 131778.27000000 USD -997.02000000 N N N N/A N/A N/A 4.00000000 NC USD 523125.00000000 0.102620098434 N/A DCO US N 1 COFFEE 'C' FUTURE MAR26 N/A Long Coffee Coffee C Future Mar 2026 2026-03-22 586855.15000000 USD -63730.15000000 N N N COGENT BIOSCIENCES, INC. N/A 19240Q201 811.00000000 NS USD 28806.72000000 0.005650940868 Long EC US N 1 N N N COGENT COMMUNICATIONS HOLDINGS, INC. N/A 19239V302 527.00000000 NS USD 11362.12000000 0.002228878132 Long EC US N 1 N N N COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION 5493006IEVQEFQO40L83 192446102 715.00000000 NS USD 59345.00000000 0.011641557451 Long EC US N 1 N N N Coherent Corp. 549300O5C25A0MMHHU33 19247G107 -140.00000000 NS USD -25839.80000000 -0.00506892773 Short EC US N 1 N N N COLGATE-PALMOLIVE COMPANY YMEGZFW4SBUSS5BQXF88 194162103 10020.00000000 NS USD 791780.40000000 0.155321543773 Long EC US N 1 N N N COLLEGE AVE STUDENT LOANS LLC N/A 19424WAC1 151280.39350000 PA USD 140968.35000000 0.027653402060 Long ABS-MBS US Y 2 2055-07-26 Fixed 2.72000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030N101 -47599.00000000 NS USD -1422734.11000000 -0.27909412552 Short EC US N 1 N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AL4 268000.00000000 PA USD 265476.74000000 0.052077895705 Long DBT NUSS MX N 2 2029-05-15 Fixed 4.68800000 N N N N N N COMM MORTGAGE TRUST N/A 12622DAK0 446721.06480000 PA USD 443221.41000000 0.086945614762 Long ABS-MBS US N 2 2046-07-10 Floating 5.79200040 N N N N N N COMMVAULT SYSTEMS, INC. 65T5VRP62VXG39YFML83 204166102 68.00000000 NS USD 8524.48000000 0.001672225522 Long EC US N 1 N N N Compass Inc 254900DMGQSTC3I2IM78 20464U100 4690.00000000 NS USD 49573.30000000 0.009724667958 Long EC US N 1 N N N COMSTOCK RESOURCES, INC. I03QQGEA4SS774AURI46 205768302 1773.00000000 NS USD 41098.14000000 0.008062117414 Long EC US N 1 N N N CONAGRA BRANDS, INC. 54930035UDEIH090K650 205887102 5789.00000000 NS USD 100207.59000000 0.019657467621 Long EC US N 1 N N N CONCENTRA GROUP HOLDINGS PARENT, INC. N/A 20603L102 2732.00000000 NS USD 53765.76000000 0.010547092155 Long EC US N 1 N N N CONMED CORPORATION Z6C0YCECH9DCU5ZIQW84 207410101 152.00000000 NS USD 6171.20000000 0.001210588581 Long EC US N 1 N N N CONNECTICUT AVENUE SECURITIES TRUST N/A 20754AAB9 319295.00000000 PA USD 321044.61000000 0.062978503187 Long ABS-MBS US Y 2 2041-12-25 Floating 5.52418920 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST N/A 20753XAB0 837667.00000000 PA USD 860258.54000000 0.168754726029 Long ABS-MBS US Y 2 2042-03-25 Floating 7.37418960 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST N/A 20753YCK6 211136.00000000 PA USD 216249.80000000 0.042421172305 Long ABS-MBS US Y 2 2042-03-25 Floating 6.97419000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST N/A 20755AAB8 263070.77220000 PA USD 268216.33000000 0.052615314095 Long ABS-MBS US Y 2 2043-01-25 Floating 6.17419080 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST N/A 20754QAA6 475045.56960000 PA USD 483978.71000000 0.094940870462 Long ABS-MBS US Y 2 2043-05-25 Floating 6.17419080 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST N/A 207942AA1 344104.92890000 PA USD 346805.36000000 0.068031923882 Long ABS-MBS US Y 2 2043-06-25 Floating 5.77419120 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST N/A 20754VAB3 358935.52000000 PA USD 359377.48000000 0.070498164631 Long ABS-MBS US Y 2 2045-03-25 Floating 5.47418880 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST N/A 20753CAB6 553761.73000000 PA USD 554481.84000000 0.108771289846 Long ABS-MBS US Y 2 2045-07-25 Floating 5.07418920 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST N/A 20754YAA9 203145.29000000 PA USD 203283.25000000 0.039877557228 Long ABS-MBS US Y 2 2045-09-25 Floating 4.77419040 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST N/A 20754YAB7 266687.54000000 PA USD 266830.24000000 0.052343408351 Long ABS-MBS US Y 2 2045-09-25 Floating 4.82419080 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 29692.00000000 NS USD 2779468.12000000 0.545241179584 Long EC US N 1 N N N CONSOLIDATED EDISON, INC. 54930033SBW53OO8T749 209115104 1251.00000000 NS USD 124249.32000000 0.024373672542 Long EC US N 1 N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036P108 1843.00000000 NS USD 254260.28000000 0.049877591324 Long EC US N 1 N N N CONSTELLATION ENERGY CORPORATION. 549300F8Y20RYGNGV346 21037T109 1558.00000000 NS USD 550394.66000000 0.107969518159 Long EC US N 1 N N N CONTINENTAL RESOURCES, INC. XXRTID9RYWOZ0UPIVR53 212015AU5 1050000.00000000 PA USD 1028090.46000000 0.201677886174 Long DBT CORP US N 2 2026-11-15 Fixed 2.26800000 N N N N N N THE COOPER COMPANIES, INC. QJKMVPIGLH7530PCUE20 216648501 929.00000000 NS USD 76140.84000000 0.014936354591 Long EC US N 1 N N N N/A N/A N/A 10.00000000 NC USD 1420500.00000000 0.278655865856 N/A DCO US N 1 COPPER FUTURE MAR26 N/A Long Copper COPPER FUTURE (Consolidated) Mar 2026 2026-03-30 1298297.60000000 USD 122202.40000000 N N N N/A N/A N/A 16.00000000 NC USD 2272800.00000000 0.445849385370 N/A DCO US N 1 COPPER FUTURE MAR26 N/A Long Copper COPPER FUTURE (Consolidated) Mar 2026 2026-03-30 2141917.23000000 USD 130882.77000000 N N N COPT DEFENSE PROPERTIES YY1J47X6LF9TYY8JY420 22002T108 1325.00000000 NS USD 36835.00000000 0.007225828101 Long EC US N 1 N N N CORCEPT THERAPEUTICS INCORPORATED 529900EO9LUTFMZ7FF90 218352102 482.00000000 NS USD 16773.60000000 0.003290434376 Long EC US N 1 N N N CORE LABORATORIES INC. 984500040P5J07V43135 21867A105 900.00000000 NS USD 14427.00000000 0.002830107832 Long EC US N 1 N N N CORE NATURAL RESOURCES, INC. 549300YJCTPJBTK7IJ81 218937100 1522.00000000 NS USD 134712.22000000 0.026426152978 Long EC US N 1 N N N CORE NATURAL RESOURCES INC N/A 218937100 -208.00000000 NS USD -18410.08000000 -0.00361145848 Short EC US N 1 N N N N/A N/A N/A 10.00000000 NC USD 224125.00000000 0.043966030225 N/A DCO US N 1 CORN FUTURE MAY26 N/A Long Corn Corn Future May 2026 2026-05-17 225688.79000000 USD -1563.79000000 N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350105 -450.00000000 NS USD -39402.00000000 -0.00772938995 Short EC US N 1 N N N CORVEL CORPORATION N/A 221006109 145.00000000 NS USD 9812.15000000 0.001924824466 Long EC US N 1 N N N COSTAR GROUP, INC. 984500Q1D53D08E2E698 22160N109 4277.00000000 NS USD 287585.48000000 0.056414910902 Long EC US N 1 N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 22160K105 5596.00000000 NS USD 4825654.64000000 0.946636375948 Long EC US N 1 N N N Coterra Energy Inc. FCNMH6O7VWU7LHXMK351 127097103 17498.00000000 NS USD 460547.36000000 0.090344402230 Long EC US N 1 N N N N/A N/A N/A 37.00000000 NC USD 1188995.00000000 0.233242119834 N/A DCO US N 1 MAREX FINANCIAL N/A Long Cotton Cotton No. 2 Future Mar 2026 2026-03-12 1258192.89000000 USD -69197.89000000 N N N N/A N/A N/A -57.00000000 NC USD -1831695.00000000 -0.35931894136 N/A DCO US N 1 COTTON NO.2 FUTR MAR26 N/A Short Cotton Cotton No. 2 Future Mar 2026 2026-03-12 -1874067.32000000 USD 42372.32000000 N N N COTY INC. 549300BO9IWPF3S48F93 222070203 5808.00000000 NS USD 17888.64000000 0.003509168932 Long EC US N 1 N N N COUSINS PROPERTIES INCORPORATED 5493007XPYD5EJABN062 222795502 1343.00000000 NS USD 34622.54000000 0.006791815460 Long EC US N 1 N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AQ8 324000.00000000 PA USD 343994.83000000 0.067480589372 Long DBT NUSS FR N 2 2035-01-10 Fixed 6.25100000 N N N N N N Credo Technology Group Holding Ltd N/A G25457105 -47.00000000 NS USD -6762.83000000 -0.00132664713 Short EC US N 1 N N N CRESCENT ENERGY COMPANY N/A 44952J104 10386.75560000 NS USD 87144.88000000 0.017094989082 Long EC US N 1 N N N Crinetics Pharmaceuticals Inc 549300Q1CNFXK5P31D28 22663K107 500.00000000 NS USD 23275.00000000 0.004565797450 Long EC US N 1 N N N CRISPR Therapeutics AG 506700O6IRRIQLT3W370 H17182108 339.00000000 NS USD 17777.16000000 0.003487300184 Long EC US N 1 N N N CROWDSTRIKE HOLDINGS, INC. 549300YBY08K9KM4HX32 22788C105 253.00000000 NS USD 118596.28000000 0.023264730088 Long EC US N 1 N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822V101 4372.00000000 NS USD 388539.64000000 0.076218831259 Long EC US N 1 N N N CUBESMART N/A 229663109 2112.00000000 NS USD 76137.60000000 0.014935719008 Long EC US N 1 N N N CURBLINE PROPERTIES CORP. 529900PGR41LH0I81I15 23128Q101 1207.00000000 NS USD 28014.47000000 0.005495527204 Long EC US N 1 N N N Cushman & Wakefield Ltd. N/A G2717C106 2983.00000000 NS USD 48294.77000000 0.009473861985 Long EC US N 1 N N N CVR ENERGY, INC. 529900SOYZIXZBTXB558 12662P108 1033.00000000 NS USD 26279.52000000 0.005155186483 Long EC US N 1 N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650100 5673.00000000 NS USD 450209.28000000 0.088316407416 Long EC US N 1 N N N CYTOKINETICS, INCORPORATED 549300BE5DY1HW7IHA64 23282W605 560.00000000 NS USD 35582.40000000 0.006980108751 Long EC US N 1 N N N BNP Paribas 74KKBLHM4AWY05GPNY79 CD2122445 18090000.00000000 NC USD -510416.98000000 -0.10012719852 N/A DCR US N 2 BNP Paribas 74KKBLHM4AWY05GPNY79 Y 2030-12-20 0.00000000 USD -450317.74000000 USD 18090000.00000000 USD -60099.24000000 N N N Bank of America B4TYDEB6GKMZO031MB27 CD2136277 -9740000.00000000 NC USD 220549.97000000 0.043264725698 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Y 2030-12-20 212369.19000000 USD 0.00000000 USD -9740000.00000000 USD 8180.78000000 N N N Bank of America B4TYDEB6GKMZO031MB27 CD2143911 953000.00000000 NC USD -72620.99000000 -0.01424587458 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Y 2030-12-20 0.00000000 USD -68825.15000000 USD 953000.00000000 USD -3795.84000000 N N N BNP Paribas 74KKBLHM4AWY05GPNY79 CD2136293 9740000.00000000 NC USD -156214.21000000 -0.03064414357 N/A DCR US N 2 BNP Paribas 74KKBLHM4AWY05GPNY79 Y 2030-12-20 0.00000000 USD -148418.86000000 USD 9740000.00000000 USD -7795.35000000 N N N DANAHER CORPORATION S4BKK9OTCEWQ3YHPFM11 235851102 3090.00000000 NS USD 707362.80000000 0.138761558260 Long EC US N 1 N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABJ9 217000.00000000 PA USD 218806.10000000 0.042922635163 Long DBT NUSS DK N 2 2030-10-02 Fixed 4.61300000 N N N N N N DARLING INGREDIENTS INC. L1N0SPPKS7EXZYUMZ898 237266101 2066.00000000 NS USD 74376.00000000 0.014590150425 Long EC US N 1 N N N DATADOG, INC. 549300F6JNO0KRPO1K63 23804L103 532.00000000 NS USD 72346.68000000 0.014192063891 Long EC US N 1 N N N DAVITA INC. M2XHYMU3TZNEZURC6H66 23918K108 128.00000000 NS USD 14542.08000000 0.002852682783 Long EC US N 1 N N N DELEK US HOLDINGS, INC. 5493003O53JMENV1N385 24665A103 1626.00000000 NS USD 48227.16000000 0.009460599104 Long EC US N 1 N N N DELL TECHNOLOGIES INC. 549300TJB5YBRUPOG437 24703L202 -192.00000000 NS USD -24168.96000000 -0.00474116330 Short EC US N 1 N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AB3 475000.00000000 PA USD 477884.66000000 0.093745416199 Long DBT NUSS US N 2 2028-10-20 Fixed 4.75000000 N N N N N N Denali Therapeutics Inc 549300ZTQ2HO18L3Q830 24823R105 876.00000000 NS USD 14462.76000000 0.002837122781 Long EC US N 1 N N N DENTSPLY SIRONA INC. 9NHEHR1SOZCYXDO8HO28 24906P109 1315.00000000 NS USD 15030.45000000 0.002948485081 Long EC US N 1 N N N DEUTSCHE ALT-A SECURITIES, INC N/A 25150PAB5 299316.63480000 PA USD 94131.43000000 0.018465522795 Long ABS-MBS US N 2 2036-12-25 Floating 4.22620920 N N N N N N DEUTSCHE BANK AG NEW YORK BRANCH N/A 251526DB2 208000.00000000 PA USD 210102.81000000 0.041215332938 Long DBT NUSS DE N 2 2031-08-04 Fixed 4.95000000 N N N N N N DEUTSCHE BANK AG NEW YORK BRANCH N/A 25160PAN7 177000.00000000 PA USD 179701.15000000 0.035251516753 Long DBT NUSS DE N 2 2027-07-13 Fixed 7.14600000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179M103 14350.00000000 NS USD 525640.50000000 0.103113557660 Long EC US N 1 N N N DEXCOM, INC. 549300YSK3QDSFR5EU59 252131107 2060.00000000 NS USD 136722.20000000 0.026820445633 Long EC US N 1 N N N DEXT ABS LLC N/A 25216BAB8 171483.47230000 PA USD 172452.46000000 0.033829559704 Long ABS-MBS US Y 2 2032-03-15 Fixed 5.99000000 N N N N N N DHT HOLDINGS, INC. 549300SMD6IVZYT74K40 Y2065G121 2121.00000000 NS USD 25897.41000000 0.005080228938 Long EC US N 1 N N N DIAMOND ISSUER LLC N/A 25267TAN1 839158.00000000 PA USD 805317.95000000 0.157977170466 Long ABS-MBS US Y 2 2051-11-20 Fixed 2.30500000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278X109 4432.00000000 NS USD 666262.56000000 0.130699028894 Long EC US N 1 N N N DIAMONDROCK HOSPITALITY COMPANY 529900KKD4BPVBUAQ734 252784301 2869.00000000 NS USD 25706.24000000 0.005042727606 Long EC US N 1 N N N DIGITAL REALTY TRUST, INC. 549300HKCZ31D08NEI41 253868103 3452.00000000 NS USD 534058.92000000 0.104764977663 Long EC US N 1 N N N DIVERSIFIED ENERGY COMPANY 529900XTQ3OKXR6P0H74 25520W107 1377.00000000 NS USD 19938.96000000 0.003911374982 Long EC US N 1 N N N DIVERSIFIED HEALTHCARE TRUST N/A 25525P107 7764.00000000 NS USD 37655.40000000 0.007386763879 Long EC US N 1 N N N DOCUSIGN, INC. 549300Q7PVDWRZ39JG09 256163106 300.00000000 NS USD 20520.00000000 0.004025356119 Long EC US N 1 N N N DOLE PUBLIC LIMITED COMPANY 635400JUG5XJXOPPJJ47 G27907107 1506.00000000 NS USD 22574.94000000 0.004428468463 Long EC US N 1 N N N DOLLAR GENERAL CORPORATION OPX52SQVOZI8IVSWYU66 256677105 2680.00000000 NS USD 355823.60000000 0.069801009046 Long EC US N 1 N N N DOLLAR TREE, INC. 549300PMSTQITB1WHR43 256746108 2432.00000000 NS USD 299160.32000000 0.058685517775 Long EC US N 1 N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U109 4350.00000000 NS USD 254866.50000000 0.049996511957 Long EC US N 1 N N N Dorian LPG Ltd. 549300WP1W2WGMC7F395 Y2106R110 593.00000000 NS USD 14433.62000000 0.002831406461 Long EC US N 1 N N N DoubleVerify Holdings Inc N/A 25862V105 -1503.00000000 NS USD -17194.32000000 -0.00337296594 Short EC US N 1 N N N DOUGLAS EMMETT, INC. N/A 25960P109 2182.00000000 NS USD 23980.18000000 0.004704130814 Long EC US N 1 N N N Doximity Inc N/A 26622P107 773.00000000 NS USD 34228.44000000 0.006714505867 Long EC US N 1 N N N DT MIDSTREAM, INC. N/A 23345M107 2334.00000000 NS USD 279333.12000000 0.054796066466 Long EC US N 1 N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331107 937.00000000 NS USD 120854.26000000 0.023707672272 Long EC US N 1 N N N DUKE ENERGY CAROLINAS NC STORM FUNDING LLC N/A 26443KAB1 403000.00000000 PA USD 321746.28000000 0.063116148003 Long DBT CORP US N 2 2043-07-01 Fixed 2.61700000 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441C204 3763.00000000 NS USD 441061.23000000 0.086521857755 Long EC US N 1 N N N DYNATRACE, INC. 6488T0Z33CE9L61EX904 268150109 931.00000000 NS USD 40349.54000000 0.007915266459 Long EC US N 1 N N N Eagle Funding LuxCo S.a r.l. 894500VDP08MVIZ6OA60 26951TAA8 390000.00000000 PA USD 397250.10000000 0.077927540005 Long DBT NUSS MX N 2 2030-08-17 Fixed 5.50000000 N N N N N N RADIAN GUARANTY INC AND EAGLE RE LTD N/A 26982EAA4 112718.03400000 PA USD 112878.40000000 0.022143068136 Long ABS-MBS BM Y 2 2033-09-26 Floating 5.86515960 N N N N N N EASTERLY GOVERNMENT PROPERTIES, INC. 549300ERMCEFC6S8HL77 27616P301 720.40000000 NS USD 15265.28000000 0.002994551084 Long EC US N 1 N N N EASTGROUP PROPERTIES, INC. 31TIGQQZC4P6JMHKSW85 277276101 568.00000000 NS USD 101183.52000000 0.019848913323 Long EC US N 1 N N N ECHOSTAR CORPORATION 549300EE20907QZ9GT38 278768106 -1457.00000000 NS USD -158375.90000000 -0.03106819679 Short EC US N 1 N N N Ecopetrol S.A. 254900IDGKCJICKBPA66 279158AV1 138000.00000000 PA USD 141971.74000000 0.027850234520 Long DBT NUSS CO N 2 2036-01-19 Fixed 8.37500000 N N N N N N Ecopetrol S.A. 254900IDGKCJICKBPA66 279158AT6 231000.00000000 PA USD 247579.33000000 0.048567006384 Long DBT NUSS CO N 2 2029-01-19 Fixed 8.62500000 N N N N N N N/A N/A N/A -4.00000000 NC -410447.93000000 -0.08051652469 N/A DCO NL N 1 ECX EMISSION DEC26 N/A Short CO2 ICE ECX EUA Futures Dec 2026 2026-12-17 -383842.75000000 EUR -26605.18000000 N N N Edgewell Personal Care Company 549300CY8QZDL4Z3RU59 28035Q102 821.00000000 NS USD 13998.05000000 0.002745961804 Long EC US N 1 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020107 1944.00000000 NS USD 116678.88000000 0.022888598615 Long EC US N 1 N N N EDWARDS LIFESCIENCES CORPORATION YA13X31F3V31L8TMPR58 N/A 2468.00000000 NS USD 210397.00000000 0.041273043441 Long EC US N 1 N N N ELANCO ANIMAL HEALTH INCORPORATED 549300SHPNDCE059M934 28414H103 2114.00000000 NS USD 47839.82000000 0.009384615603 Long EC US N 1 N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504KAA5 238000.00000000 PA USD 276783.05000000 0.054295825731 Long DBT NUSS FR N 2 2174-12-15 Fixed 9.12500000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 N/A 1061.00000000 NS USD 371933.55000000 0.072961256892 Long EC US N 1 N N N E.L.F. BEAUTY, INC. 549300U2K9TCON25C029 26856L103 611.00000000 NS USD 46460.44000000 0.009114026143 Long EC US N 1 N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457DB1 388000.00000000 PA USD 390612.66000000 0.076625490311 Long DBT CORP US N 2 2028-10-15 Fixed 4.00000000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457108 3728.00000000 NS USD 4006407.04000000 0.785926661531 Long EC US N 1 N N N ELME COMMUNITIES 549300DI34BGS8LVKW95 939653101 1207.00000000 NS USD 21001.80000000 0.004119869597 Long EC US N 1 N N N EMPIRE STATE REALTY TRUST, INC. 549300VOKY1DUEQSB456 292104106 11877.00000000 NS USD 77438.04000000 0.015190823010 Long EC US N 1 N N N ENA MASTER TRUST 549300CBCHB6Q73VG753 29249BAA3 272000.00000000 PA USD 208036.48000000 0.040809986247 Long DBT NUSS PA N 2 2048-05-19 Fixed 4.00000000 N N N N N N ENCOMPASS HEALTH CORPORATION 549300FVRPM9DRQZRG64 29261A100 433.00000000 NS USD 45958.62000000 0.009015585392 Long EC US N 1 N N N enCore Energy Corp. 5299007FNX2NVNJM3O59 29259W700 6032.00000000 NS USD 14959.36000000 0.002934539537 Long EC US N 1 N N N ENEL Finance International N.V. 0YQH6LCEF474UTUV4B96 29278GBF4 388000.00000000 PA USD 387310.01000000 0.075977617875 Long DBT NUSS IT N 2 2028-09-30 Fixed 4.12500000 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272W109 727.00000000 NS USD 14460.03000000 0.002836587243 Long EC US N 1 N N N ENERGY FUELS INCORPORATED 529900P0GCATXMGK8I62 292671708 4894.00000000 NS USD 71158.76000000 0.013959032651 Long EC US N 1 N N N ENI S.P.A. BUCRF72VH5RBN7X3VL35 26874RAQ1 402000.00000000 PA USD 420431.81000000 0.082475036993 Long DBT NUSS IT N 2 2035-05-19 Fixed 5.75000000 N N N N N N ENOVIS CORPORATION 635400OP2DYYYMOIYL17 194014502 272.00000000 NS USD 7246.08000000 0.001421445052 Long EC US N 1 N N N THE ENSIGN GROUP, INC. 5493003K4HEEA8Q0BC72 29358P101 258.00000000 NS USD 44943.60000000 0.008816471504 Long EC US N 1 N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364G103 2203.00000000 NS USD 203623.29000000 0.039944262008 Long EC US N 1 N N N ENVISTA HOLDINGS CORPORATION 549300BX623VURJZ5269 29415F104 1396.00000000 NS USD 30307.16000000 0.005945278360 Long EC US N 1 N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875P101 12918.00000000 NS USD 1356519.18000000 0.266104911407 Long EC US N 1 N N N EPAM SYSTEMS, INC. 549300XCR4R530HJP604 29414B104 72.00000000 NS USD 14751.36000000 0.002893736707 Long EC US N 1 N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884U109 601.00000000 NS USD 29989.90000000 0.005883042274 Long EC US N 1 N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884L109 14502.00000000 NS USD 777307.20000000 0.152482373004 Long EC US N 1 N N N EQUIFY ABS LLC N/A 29445TAA6 193077.47380000 PA USD 193390.38000000 0.037936898125 Long ABS-MBS US Y 2 2033-04-18 Fixed 5.43000000 N N N N N N EQUINIX, INC. 549300EVUN2BTLJ3GT74 29444U700 986.00000000 NS USD 755433.76000000 0.148191516008 Long EC US N 1 N N N EQUITY LIFESTYLE PROPERTIES, INC. 529900PEQG66LENB6798 29472R108 2067.00000000 NS USD 125280.87000000 0.024576029077 Long EC US N 1 N N N EQUITY RESIDENTIAL 5493008RACSH5EP3PI59 29476L107 3912.00000000 NS USD 246612.48000000 0.048377341883 Long EC US N 1 N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAV4 278000.00000000 PA USD 281637.75000000 0.055248159862 Long DBT CORP US N 2 2028-05-01 Fixed 4.60000000 N N N N N N ESSENTIAL PROPERTIES REALTY TRUST, INC. 2549009LXQLVYCGLZO50 N/A 2255.00000000 NS USD 66883.30000000 0.013120326556 Long EC US N 1 N N N Essential Utilities, Inc. 549300ILTEOF3E3QY357 29670G102 1268.00000000 NS USD 48640.48000000 0.009541679035 Long EC US N 1 N N N ESSEX PROPERTY TRUST, INC. 549300TR2H2VEFX0NC60 297178105 674.00000000 NS USD 176372.32000000 0.034598508653 Long EC US N 1 N N N THE ESTEE LAUDER COMPANIES INC. 549300VFZ8XJ9NUPU221 518439104 3049.00000000 NS USD 319291.28000000 0.062634556908 Long EC US N 1 N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034W106 1203.00000000 NS USD 87205.47000000 0.017106874868 Long EC US N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 1692.00000000 NS USD 113922.36000000 0.022347859110 Long EC US N 1 N N N EXACT SCIENCES CORPORATION 549300VM3X1FYD4N9Z14 30063P105 879.00000000 NS USD 89271.24000000 0.017512111705 Long EC US N 1 N N N Excelerate Energy Inc N/A 30069T101 697.00000000 NS USD 19550.85000000 0.003835240432 Long EC US N 1 N N N EXELIXIS, INC. 254900PJQB59O2O95R37 30161Q104 1053.00000000 NS USD 46152.99000000 0.009053714459 Long EC US N 1 N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161N101 5028.00000000 NS USD 219170.52000000 0.042994122506 Long EC US N 1 N N N eXp World Holdings Inc 549300TWVVZC283VEC32 30212W100 250.00000000 NS USD 2262.50000000 0.000443828860 Long EC US N 1 N N N EXPAND ENERGY CORPORATION X2MT1W32SPAZ9WSKLE78 165167735 5041.00000000 NS USD 556324.76000000 0.109132810767 Long EC US N 1 N N N Expro Group Holdings N.V. 724500LJYA8QIT73H017 N3144W105 2554.00000000 NS USD 34095.90000000 0.006688505833 Long EC US N 1 N N N EXTRA SPACE STORAGE INC. N/A 30225T102 2166.00000000 NS USD 282056.52000000 0.055330308906 Long EC US N 1 N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231G102 98714.00000000 NS USD 11879242.76000000 2.330320786349 Long EC US N 1 N N N F5, INC. 54930015FPK9KT966303 315616102 -41.00000000 NS USD -10465.66000000 -0.00205302185 Short EC US N 1 N N N FAIR ISAAC CORPORATION RI6HET5SJUEY30V1PS26 303250104 24.00000000 NS USD 40574.88000000 0.007959470833 Long EC US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ALP47 547297.99800000 PA USD 59942.65000000 0.011758796928 Long DBT USGA US N 2 2044-12-25 Floating 2.11133160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ATV27 577646.95000000 PA USD 64481.69000000 0.012649208841 Long DBT USGA US N 2 2046-10-25 Floating 2.01133080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AXSW6 642237.69160000 PA USD 73892.34000000 0.014495272075 Long DBT USGA US N 2 2047-08-25 Floating 2.16132840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B0CN4 900602.51400000 PA USD 102312.23000000 0.020070329488 Long DBT USGA US N 2 2047-12-25 Floating 2.21132880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G07M9 500000.00000000 PA USD 500840.78000000 0.098248659772 Long DBT USGA US N 2 2027-11-05 Floating 3.97000080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G1AC5 500000.00000000 PA USD 499994.18000000 0.098082584407 Long DBT USGA US N 2 2027-12-22 Floating 3.79000080 N N N N N N THE FEDERAL HOME LOAN BANKS N/A 313385SL1 300000.00000000 PA USD 299122.50000000 0.058678098722 Long DBT USGA US N 2 2026-01-30 None 0.00000000 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133ER3M1 600000.00000000 PA USD 599848.23000000 0.117670698988 Long DBT USGA US N 2 2028-02-11 Floating 3.94499880 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133ETSE8 1100000.00000000 PA USD 1099773.02000000 0.215739671336 Long DBT USGA US N 2 2028-08-01 Floating 3.93999840 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 254900C5LP6DN9OP9V83 3133ETP76 600000.00000000 PA USD 599932.34000000 0.117687198632 Long DBT USGA US N 2 2027-11-03 Floating 3.83500080 N N N N N N THE FEDERAL HOME LOAN BANKS N/A 3130AKXZ4 200000.00000000 PA USD 199088.24000000 0.039054632804 Long DBT USGA US N 2 2026-02-26 Fixed 0.62000000 N N N N N N THE FEDERAL HOME LOAN BANKS N/A 3130B7QM9 1100000.00000000 PA USD 1101949.22000000 0.216166570946 Long DBT USGA US N 2 2027-09-09 Fixed 3.50000000 N N N N N N THE FEDERAL HOME LOAN BANKS N/A 3130B3A29 300000.00000000 PA USD 300937.51000000 0.059034144609 Long DBT USGA US N 2 2026-10-09 Fixed 4.00000000 N N N N N N THE FEDERAL HOME LOAN BANKS N/A 3130B72R4 1000000.00000000 PA USD 999542.22000000 0.196077650668 Long DBT USGA US N 2 2028-07-14 Floating 3.93999840 N N N N N N FEDERAL REALTY INVESTMENT TRUST 549300FHEI1SLVZ0RB48 313745101 846.00000000 NS USD 85276.80000000 0.016728532588 Long EC US N 1 N N N FHF TRUST N/A 30331GAC5 65681.42780000 PA USD 65992.20000000 0.012945521739 Long ABS-MBS US Y 2 2028-06-15 Fixed 6.57000000 N N N N N N Banco Actinver, S.A., Institucion de Banca Multiple, Grupo Financiero Actinver 4469000001BLWI4LQJ08 05974EAA8 241683.80000000 PA USD 254016.92000000 0.049829852013 Long DBT NUSS MX N 2 2041-01-31 Fixed 7.25000000 N N N N N N FIGRE TRUST N/A 30191WAA3 441746.16000000 PA USD 441673.14000000 0.086641894581 Long ABS-MBS US Y 2 2055-11-25 Floating 5.20599960 N N N N N N FIRST INDUSTRIAL REALTY TRUST, INC. N/A 32054K103 1373.00000000 NS USD 78631.71000000 0.015424982213 Long EC US N 1 N N N FIRST SOLAR, INC. 549300NPYMLM4NHTOF27 336433107 -35.00000000 NS USD -9143.05000000 -0.00179356882 Short EC US N 1 N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932107 2441.00000000 NS USD 109283.57000000 0.021437879494 Long EC US N 1 N N N FLAGSHIP CREDIT AUTO TRUST N/A 33843YAA5 114234.95000000 PA USD 114140.39000000 0.022390629499 Long ABS-MBS US Y 2 2028-11-15 Fixed 4.88000000 N N N N N N FLEX LNG LTD. 21380084THHU3MPC3647 G35947202 616.00000000 NS USD 15369.20000000 0.003014936806 Long EC US N 1 N N N FLEX LTD. 549300EAQH74YHD07T53 Y2573F102 -349.00000000 NS USD -21086.58000000 -0.00413650067 Short EC US N 1 N N N FLOWERS FOODS, INC. 7YNCQQNDK8FBM9BBTK25 343498101 2399.00000000 NS USD 26101.12000000 0.005120190210 Long EC US N 1 N N N FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY 635400JE8VLL9UFVIC38 344045AB5 520000.00000000 PA USD 527228.00000000 0.103424973490 Long DBT NUSS IE N 2 2031-06-04 Fixed 5.87500000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 345340AD5 605000.00000000 PA USD 600172.71000000 0.117734351403 Long ABS-MBS US Y 2 2033-10-17 Fixed 2.31000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 434000.00000000 PA USD 382426.86000000 0.075019702780 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C35 204000.00000000 PA USD 212910.23000000 0.041766057367 Long DBT CORP US N 2 2027-11-04 Fixed 7.35000000 N N N N N N FORTINET, INC. 549300O0QJWDBAS0QX03 N/A 689.00000000 NS USD 54713.49000000 0.010733005934 Long EC US N 1 N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AB9 361000.00000000 PA USD 377560.75000000 0.074065130379 Long DBT CORP US N 2 2030-01-25 Fixed 5.90000000 N N N N N N FOUR CORNERS PROPERTY TRUST, INC. 549300SVTPZPBDVNER42 35086T109 763.00000000 NS USD 17594.78000000 0.003451523164 Long EC US N 1 N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137L105 -3152.00000000 NS USD -230316.64000000 -0.04518062846 Short EC US N 1 N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137L204 -1984.00000000 NS USD -128821.12000000 -0.02527051090 Short EC US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 35563FAA9 24498.33560000 PA USD 24441.87000000 0.004794699365 Long DBT USGA US Y 2 2051-01-25 Floating 5.87418840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BYRV4 778012.39250000 PA USD 86216.61000000 0.016912892721 Long DBT USGA US N 2 2047-06-15 Floating 2.05166880 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FTV38 1543732.10300000 PA USD 163660.15000000 0.032104794652 Long DBT USGA US N 2 2050-06-25 Floating 2.11133160 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KHE2 69802.41160000 PA USD 69998.56000000 0.013731439173 Long DBT USGA US N 2 2034-01-25 Floating 5.52418920 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KKY4 863405.77000000 PA USD 865864.23000000 0.169854379954 Long DBT USGA US N 2 2041-10-25 Floating 5.37419160 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KMH9 1042145.00000000 PA USD 1049910.23000000 0.205958214862 Long DBT USGA US N 2 2041-11-25 Floating 5.67419040 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KNS4 668163.00000000 PA USD 673870.05000000 0.132191370825 Long DBT USGA US Y 2 2041-12-25 Floating 6.22419120 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KYN3 289642.30750000 PA USD 295088.63000000 0.057886784721 Long DBT USGA US Y 2 2042-06-25 Floating 6.82418880 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KL31 294578.87010000 PA USD 297505.92000000 0.058360978342 Long DBT USGA US N 2 2052-03-25 Floating 6.37418880 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KP37 266931.91980000 PA USD 270225.19000000 0.053009387043 Long DBT USGA US Y 2 2043-03-25 Floating 5.96516040 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KT58 215053.36690000 PA USD 218029.94000000 0.042770377834 Long DBT USGA US Y 2 2043-04-25 Floating 5.96516040 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KX79 332197.87120000 PA USD 334830.44000000 0.065682834335 Long DBT USGA US Y 2 2043-05-25 Floating 5.87418840 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564NDZ3 356220.42680000 PA USD 356503.41000000 0.069934365641 Long DBT USGA US Y 2 2044-08-25 Floating 5.07418920 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564NHY2 149470.60000000 PA USD 149803.76000000 0.029386621929 Long DBT USGA US Y 2 2045-05-25 Floating 4.97418840 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564NHZ9 146238.98000000 PA USD 146190.43000000 0.028677804189 Long DBT USGA US Y 2 2045-05-25 Floating 5.07418920 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564UAQ0 576201.40000000 PA USD 576355.76000000 0.113062241002 Long DBT USGA US Y 2 2045-09-25 Floating 4.82419080 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564UBR7 472074.73000000 PA USD 472445.31000000 0.092678392768 Long DBT USGA US Y 2 2045-10-25 Floating 4.97418840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134HBTK7 1100000.00000000 PA USD 1100226.50000000 0.215828629353 Long DBT USGA US N 2 2028-05-23 Floating 3.93000120 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134HBU66 1000000.00000000 PA USD 1001668.25000000 0.196494708556 Long DBT USGA US N 2 2027-10-06 Floating 3.84999840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3134HATA1 700000.00000000 PA USD 700333.25000000 0.137382589346 Long DBT USGA US N 2 2026-10-16 Floating 3.84999840 N N N N N N PT Freeport Indonesia 549300T4HTQHRKLNE619 69377FAA4 243000.00000000 PA USD 243416.99000000 0.047750490751 Long DBT NUSS ID N 2 2027-04-14 Fixed 4.76300000 N N N N N N FRESH DEL MONTE PRODUCE INC. 529900I72V9F0FEZR228 G36738105 454.00000000 NS USD 16176.02000000 0.003173208630 Long EC US N 1 N N N FRESHPET, INC. 549300S4ZK8ZQ6HNPN59 358039105 636.00000000 NS USD 38751.48000000 0.007601779100 Long EC US N 1 N N N FRONTIER COMMUNICATIONS PARENT, INC. N/A 35909D109 2509.00000000 NS USD 95517.63000000 0.018737450117 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -2138.60000000 -0.00041952371 N/A DFE US N 2 U.S. DOLLARS N/A 116005.64000000 EUR 134281.17000000 USD 2026-01-29 -2138.60000000 N N N THE FEDERAL HOME LOAN BANKS N/A 313385WF9 200000.00000000 PA USD 197647.22000000 0.038771951582 Long DBT USGA US N 2 2018-05-01 None 0.00000000 N N N N N N Gaming and Leisure Properties, Inc. 5493006GWRDBCZYWTM57 36467J108 2863.00000000 NS USD 127947.47000000 0.025099129205 Long EC US N 1 N N N GARTNER, INC. PP55B5R38BFB8O8HH686 366651107 112.00000000 NS USD 28255.36000000 0.005542781982 Long EC US N 1 N N N N/A N/A N/A 5.00000000 NC USD 360150.00000000 0.070649707911 N/A DCO US N 1 GASOLINE RBOB FUT FEB26 N/A Long Unleaded Gas RBOB Unleaded Gasoline Future (Consolidated) Feb 2026 2026-02-02 391587.25000000 USD -31437.25000000 N N N N/A N/A N/A -22.00000000 NC USD -1609146.00000000 -0.31566207104 N/A DCO US N 1 GASOLINE RBOB FUT MAR26 N/A Short Unleaded Gas RBOB Unleaded Gasoline Future (Consolidated) Mar 2026 2026-03-02 -1675248.33000000 USD 66102.33000000 N N N GLOBAL CONTAINER INTERNATIONAL N/A 36166VAE5 196065.66350000 PA USD 184018.57000000 0.036098454035 Long ABS-MBS US Y 2 2046-06-18 Fixed 2.38000000 N N N N N N N/A N/A 361ESC049 1700.00000000 NS USD 0.01000000 0.000000001961 Long EC US N 1 N N N GCI LIBERTY, INC. N/A 36164V800 678.00000000 NS USD 25228.38000000 0.004948987027 Long EC US N 1 N N N GE HEALTHCARE TECHNOLOGIES INC. 549300OI9J7XOWZMUN85 36266G107 2181.00000000 NS USD 178885.62000000 0.035091536311 Long EC US N 1 N N N GEN DIGITAL INC. YF6ZV0M6AU4FY94MK914 668771108 1167.00000000 NS USD 31730.73000000 0.006224536460 Long EC US N 1 N N N GeneDx Holdings Corp N/A 81663L200 23.00000000 NS USD 2991.38000000 0.000586811393 Long EC US N 1 N N N GENERAL MILLS, INC. 2TGYMUGI08PO8X8L6150 370334104 6812.00000000 NS USD 316758.00000000 0.062137609825 Long EC US N 1 N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XDH6 36000.00000000 PA USD 34651.72000000 0.006797539626 Long DBT CORP US N 2 2028-04-10 Fixed 2.40000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XEZ5 77000.00000000 PA USD 78219.98000000 0.015344214188 Long DBT CORP US N 2 2029-10-06 Fixed 4.90000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XEU6 144000.00000000 PA USD 149278.99000000 0.029283679135 Long DBT CORP US N 2 2029-07-15 Fixed 5.55000000 N N N N N N GENMAB A/S 529900MTJPDPE4MHJ122 37230JAA0 390000.00000000 PA USD 399690.15000000 0.078406198396 Long DBT NUSS DK N 2 2032-12-15 Fixed 6.25000000 N N N N N N GETTY REALTY CORP. 2549000P1W5SFJWCNP90 374297109 790.00000000 NS USD 21622.30000000 0.004241591501 Long EC US N 1 N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558103 5775.00000000 NS USD 708823.50000000 0.139048100057 Long EC US N 1 N N N GLAUKOS CORPORATION 5299004JA1LHE21M6T14 377322102 319.00000000 NS USD 36018.29000000 0.007065616182 Long EC US N 1 N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BY3 178000.00000000 PA USD 180963.26000000 0.035499101656 Long DBT CORP AU N 2 2028-04-01 Fixed 4.90700000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BZ0 77000.00000000 PA USD 79130.41000000 0.015522810921 Long DBT CORP AU N 2 2030-04-01 Fixed 5.18600000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BR8 143000.00000000 PA USD 145210.25000000 0.028485524776 Long DBT CORP AU N 2 2027-04-04 Fixed 5.33800000 N N N N N N GLOBAL NET LEASE, INC. 549300NUYANCT5SU8Z65 379378201 2522.00000000 NS USD 21689.20000000 0.004254715104 Long EC US N 1 N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940XAV4 71000.00000000 PA USD 71135.03000000 0.013954377597 Long DBT CORP US N 2 2028-11-15 Fixed 4.50000000 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940XAW2 101000.00000000 PA USD 101112.62000000 0.019835005051 Long DBT CORP US N 2 2030-11-15 Fixed 4.87500000 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940XAX0 104000.00000000 PA USD 104048.72000000 0.020410972307 Long DBT CORP US N 2 2032-11-15 Fixed 5.20000000 N N N N N N GLOBALSTAR, INC. 549300NEX8I0MSOW0R64 378973507 555.80000000 NS USD 33926.03000000 0.006655182868 Long EC US N 1 N N N GLOBUS MEDICAL, INC. 5299003M2P4CIK0RF205 379577208 655.00000000 NS USD 57188.05000000 0.011218434065 Long EC US N 1 N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AV1 293000.00000000 PA USD 294061.25000000 0.057685246204 Long DBT CORP US N 2 2033-02-15 Fixed 5.25000000 N N N N N N GODADDY INC. 549300J8H1TB0I2CB447 380237107 82.00000000 NS USD 10174.56000000 0.001995917512 Long EC US N 1 N N N GOLAR LNG LIMITED 213800C2VSFZG3EZLO34 G9456A100 2062.00000000 NS USD 76727.02000000 0.015051344028 Long EC US N 1 N N N N/A N/A N/A 24.00000000 NC USD 10418640.00000000 2.043798064237 N/A DCO US N 1 GOLD 100 OZ FUTR FEB26 N/A Long Gold GOLD 100 OZ FUTR Feb 2026 2026-02-28 9914557.33000000 USD 504082.67000000 N N N N/A N/A N/A 22.00000000 NC USD 9695180.00000000 1.901878759265 N/A DCO US N 1 GOLD 100 OZ FUTR JUN26 N/A Long Gold GOLD 100 OZ FUTR Jun 2026 2026-06-29 9464146.22000000 USD 231033.78000000 N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYU2 328000.00000000 PA USD 324848.67000000 0.063724735945 Long DBT CORP US N 2 2174-05-10 Fixed 4.12500000 N N N N N N Government National Mortgage Association N/A 38380GHH0 476300.22000000 PA USD 60180.77000000 0.011805508322 Long DBT USGA US N 2 2047-08-20 Floating 2.35162080 N N N N N N Government National Mortgage Association N/A 38380GQ64 418635.33800000 PA USD 53100.04000000 0.010416499558 Long DBT USGA US N 2 2047-09-20 Floating 2.35162080 N N N N N N Grail Inc N/A 384747101 244.00000000 NS USD 20883.96000000 0.004096753225 Long EC US N 1 N N N GREEN PLAINS INC. VJ5WLTHARBSDR14KIZ98 393222104 1400.00000000 NS USD 13720.00000000 0.002691417444 Long EC US N 1 N N N GROCERY OUTLET HOLDING CORP. N/A 39874R101 1388.00000000 NS USD 14018.80000000 0.002750032278 Long EC US N 1 N N N GS MORTGAGE SECURITIES TRUST N/A 36191YAL2 12527.00000000 PA USD 9651.29000000 0.001893268969 Long ABS-MBS US N 2 2044-08-10 Floating 5.16613680 N N N N N N GSF ISSUER LLC N/A 36261CAA9 85313.32790000 PA USD 84952.03000000 0.016664823284 Long DBT USGA US Y 2 2026-08-17 Fixed 1.43280000 N N N N N N GSF ISSUER LLC N/A 36261CAC5 769000.00000000 PA USD 758978.39000000 0.148886857044 Long DBT USGA US Y 2 2026-08-17 Fixed 2.43510000 N N N N N N GSF ISSUER LLC N/A 36261CAE1 26000.00000000 PA USD 25358.37000000 0.004974486834 Long DBT USGA US Y 2 2026-08-17 Fixed 2.63770000 N N N N N N GUARDANT HEALTH, INC. 254900M8C3E5VC8BR186 40131M109 468.00000000 NS USD 47801.52000000 0.009377102389 Long EC US N 1 N N N GUIDEWIRE SOFTWARE, INC. 549300WXSG0J8IXZCK32 40171V100 136.00000000 NS USD 27337.36000000 0.005362700261 Long EC US N 1 N N N GULFPORT ENERGY CORPORATION 254900DJRGZBUZ3F5038 402635502 454.00000000 NS USD 94427.46000000 0.018523594246 Long EC US N 1 N N N H2O AMERICA N/A 784305104 212.00000000 NS USD 10385.88000000 0.002037371618 Long EC US N 1 N N N HAEMONETICS CORPORATION 549300ZEL6TXZS6F5F95 405024100 614.00000000 NS USD 49212.10000000 0.009653812274 Long EC US N 1 N N N HALLIBURTON COMPANY ENYF8GB5SMQZ25S06U51 406216101 19939.00000000 NS USD 563476.14000000 0.110535678761 Long EC US N 1 N N N HALOZYME THERAPEUTICS, INC. 529900242I3SV9AGM753 40637H109 416.00000000 NS USD 27996.80000000 0.005492060925 Long EC US N 1 N N N HCA HEALTHCARE, INC. 529900PH4ZGUH2MNEU89 40412C101 757.00000000 NS USD 353413.02000000 0.069328131709 Long EC US N 1 N N N HEALTHCARE REALTY TRUST INCORPORATED 549300L0I14L7I0VLX84 42226K105 3850.00000000 NS USD 65257.50000000 0.012801397512 Long EC US N 1 N N N HEALTHEQUITY, INC. 529900LRJU1RAFQHM467 42226A107 392.00000000 NS USD 35911.12000000 0.007044592916 Long EC US N 1 N N N HEALTHPEAK PROPERTIES, INC. 254900M6MTMZM0I22L81 42250P103 6692.00000000 NS USD 107607.36000000 0.021109061649 Long EC US N 1 N N N HELIX ENERGY SOLUTIONS GROUP, INC. 416AP2JOUTCWEGSOZW41 42330P107 3440.00000000 NS USD 21568.80000000 0.004231096543 Long EC US N 1 N N N HELMERICH & PAYNE, INC. 254900NAOGHJ88RZ4C73 423452101 2191.00000000 NS USD 62837.88000000 0.012326746821 Long EC US N 1 N N N HENRY SCHEIN, INC. VGO3WGL8H45T73F4RR92 806407102 372.00000000 NS USD 28115.76000000 0.005515397005 Long EC US N 1 N N N HERBALIFE LTD. 549300BA7TYPBSZZIA41 G4412G101 1741.00000000 NS USD 22441.49000000 0.004402289916 Long EC US N 1 N N N THE HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866108 1865.00000000 NS USD 339392.70000000 0.066577801255 Long EC US N 1 N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824C109 -833.00000000 NS USD -20008.66000000 -0.00392504785 Short EC US N 1 N N N HF SINCLAIR CORPORATION 2549009G116AM01XHN24 403949100 3792.00000000 NS USD 174735.36000000 0.034277390381 Long EC US N 1 N N N HIGHWOODS PROPERTIES, INC. ZIIGTYKL9T0X3HLTDX53 431284108 761.00000000 NS USD 19649.02000000 0.003854498191 Long EC US N 1 N N N HILTON DOMESTIC OPERATING COMPANY INC. 5493003EG7H0N1E4XV50 432833AP6 378000.00000000 PA USD 386994.94000000 0.075915811395 Long DBT CORP US N 2 2029-04-01 Fixed 5.87500000 N N N N N N HIMS & HERS HEALTH, INC. 254900V041EIVTSB6D58 433000106 940.00000000 NS USD 30521.80000000 0.005987383742 Long EC US N 1 N N N HOLOGIC, INC. 549300DYP6F5ZJL0LB74 436440101 1122.00000000 NS USD 83577.78000000 0.016395240163 Long EC US N 1 N N N HOMEBANC MORTGAGE TRUST N/A 43739EAP2 36627.30200000 PA USD 30158.57000000 0.005916129839 Long ABS-MBS US N 2 2035-03-25 Floating 4.34621160 N N N N N N HONDA MOTOR CO., LTD. 549300P7ZYCQJ36CCS16 438127AD4 396000.00000000 PA USD 399813.57000000 0.078430409383 Long DBT NUSS JP N 2 2028-07-08 Fixed 4.43600000 N N N N N N HORMEL FOODS CORPORATION MSD54751OJP1FS2ND863 440452100 3676.00000000 NS USD 87121.20000000 0.017090343837 Long EC US N 1 N N N HOST HOTELS & RESORTS, INC. N6EL63S0K3PB1YFTDI24 44107P104 7489.00000000 NS USD 132779.97000000 0.026047108418 Long EC US N 1 N N N HOWARD HUGHES HOLDINGS INC. 254900TY494BHXIU6M60 44267T102 439.00000000 NS USD 35019.03000000 0.006869593893 Long EC US N 1 N N N HP INC. WHKXQACZ14C5XRO8LW03 40434L105 -568.00000000 NS USD -12655.04000000 -0.00248250695 Short EC US N 1 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EF2 453000.00000000 PA USD 461466.00000000 0.090524609499 Long DBT NUSS GB N 2 2028-05-17 Fixed 5.59700000 N N N N N N HUBSPOT, INC. 529900BLNVEW0MVKJB37 443573100 95.00000000 NS USD 38123.50000000 0.007478589864 Long EC US N 1 N N N HUMANA INC. 529900YLDW34GJAO4J06 444859102 535.00000000 NS USD 137029.55000000 0.026880737700 Long EC US N 1 N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACT2 127000.00000000 PA USD 128446.33000000 0.025196989301 Long DBT CORP US N 2 2027-01-08 Fixed 5.25000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADB0 84000.00000000 PA USD 85394.12000000 0.016751546953 Long DBT CORP US N 2 2027-06-24 Fixed 5.27500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACN5 223000.00000000 PA USD 233290.26000000 0.045763955928 Long DBT CORP US N 2 2028-09-21 Fixed 6.10000000 N N N N N N ICU MEDICAL, INC. 5493003NRW7LS2QZRH60 44930G107 61.00000000 NS USD 8702.87000000 0.001707219834 Long EC US N 1 N N N IDACORP, INC. N134NUJDWN8UEFA8B673 451107106 231.00000000 NS USD 29235.36000000 0.005735026085 Long EC US N 1 N N N IDEAYA Biosciences Inc 549300ULW08F62IJML11 45166A102 2893.00000000 NS USD 100011.01000000 0.019618905024 Long EC US N 1 N N N IDEXX LABORATORIES, INC. OGMTXK0LUU1HKV2P0J84 45168D104 353.00000000 NS USD 238815.09000000 0.046847747753 Long EC US N 1 N N N ILLUMINA, INC. SQ95QG8SR5Q56LSNF682 452327109 1047.00000000 NS USD 137324.52000000 0.026938601213 Long EC US N 1 N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAJ2 397000.00000000 PA USD 400196.66000000 0.078505559173 Long DBT NUSS GB N 2 2028-06-30 Fixed 4.50000000 N N N N N N INCYTE CORPORATION 549300Z4WN6JVZ3T4680 45337C102 816.00000000 NS USD 80596.32000000 0.015810374751 Long EC US N 1 N N N INDEPENDENCE REALTY TRUST, INC 549300Z3L8NU44NQEB29 45378A106 2182.00000000 NS USD 38141.36000000 0.007482093414 Long EC US N 1 N N N INDIVIOR PLC 213800V3NCQTY7IED471 G4766E116 295.00000000 NS USD 10584.60000000 0.002076354014 Long EC US N 1 N N N Ingles Markets, Incorporated 549300XH5RYBMYP8TF26 457030104 244.00000000 NS USD 16726.20000000 0.003281136039 Long EC US N 1 N N N INGREDION INCORPORATED PKSTQ48QDN0XSVS7YK88 457187102 891.00000000 NS USD 98241.66000000 0.019271816142 Long EC US N 1 N N N INNOVATIVE INDUSTRIAL PROPERTIES, INC. 5493008BQ0545EZXRR30 45781V101 353.00000000 NS USD 16718.08000000 0.003279543159 Long EC US N 1 N N N INNOVEX INTERNATIONAL, INC. 5299007REICYIJNMW197 457651107 1031.00000000 NS USD 22547.97000000 0.004423177827 Long EC US N 1 N N N INSMED INCORPORATED 529900Q55QAG41CCAC11 457669307 808.00000000 NS USD 140624.32000000 0.027585914572 Long EC US N 1 N N N Inspire Medical Systems Inc 549300XQQCQ7HCJKTW25 457730109 308.00000000 NS USD 28406.84000000 0.005572497427 Long EC US N 1 N N N INSULET CORPORATION 549300TZTYD2PYN92D43 45784P101 298.00000000 NS USD 84703.52000000 0.016616073711 Long EC US N 1 N N N INTEGER HOLDINGS CORPORATION 549300SUD2ED5XG6X569 45826H109 165.00000000 NS USD 12940.95000000 0.002538593190 Long EC US N 1 N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140100 -2695.00000000 NS USD -99445.50000000 -0.01950797036 Short EC US N 1 N N N INTERNATIONAL SEAWAYS, INC. 549300YUFDGFRNGBWF46 Y41053102 745.00000000 NS USD 36169.75000000 0.007095327704 Long EC US N 1 N N N INTERPARFUMS INC N/A 458334109 162.00000000 NS USD 13742.46000000 0.002695823365 Long EC US N 1 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCD7 327000.00000000 PA USD 373445.64000000 0.073257879735 Long DBT NUSS IT N 2 2033-11-28 Fixed 7.20000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200101 922.00000000 NS USD 273105.62000000 0.053574433658 Long EC US N 1 N N N INTUIT INC. VI90HBPH7XSFMB9E4M29 461202103 265.00000000 NS USD 175541.30000000 0.034435489577 Long EC US N 1 N N N INTUITIVE SURGICAL, INC. 54930052SRG011710797 46120E602 1652.00000000 NS USD 935626.72000000 0.183539509877 Long EC US N 1 N N N INVENTRUST PROPERTIES CORP. 5493006BQYSOBYVUFA03 46124J201 1151.00000000 NS USD 32469.71000000 0.006369500284 Long EC US N 1 N N N INVITATION HOMES INC. 984500FE452E665C9F85 46187W107 5888.00000000 NS USD 163627.52000000 0.032098393708 Long EC US N 1 N N N IONIS PHARMACEUTICALS, INC. 549300SI4ZGLG0BLUZ92 462222100 694.00000000 NS USD 54902.34000000 0.010770052157 Long EC US N 1 N N N IQVIA HOLDINGS INC 549300W3R20NM4KQPH86 46266C105 730.00000000 NS USD 164549.30000000 0.032279216943 Long EC US N 1 N N N IRHYTHM TECHNOLOGIES, INC. 549300FJI72RJGDQS384 450056106 135.00000000 NS USD 23954.40000000 0.004699073617 Long EC US N 1 N N N IRIDIUM COMMUNICATIONS INC. 549300U620NVQ4J1CT96 46269C102 377.00000000 NS USD 6552.26000000 0.001285340150 Long EC US N 1 N N N IRON MOUNTAIN INCORPORATED SQL3F6CKNNBM3SQGHX24 46284V101 2923.00000000 NS USD 242462.85000000 0.047563319538 Long EC US N 1 N N N THE ISRAEL ELECTRIC CORP. LTD. 254900JW7GE35YNJGJ55 465077AL9 441000.00000000 PA USD 435904.15000000 0.085510206510 Long DBT NUSS IL N 2 2028-08-14 Fixed 4.25000000 N N N N N N J & J SNACK FOODS CORP. 894500IGP1Y2ZQFQMJ83 466032109 156.00000000 NS USD 14097.72000000 0.002765513814 Long EC US N 1 N N N JABIL INC. 5493000CGCQY2OQU7669 466313103 -102.00000000 NS USD -23258.04000000 -0.00456247045 Short EC US N 1 N N N JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY 635400GAUMJCLEZRRV50 G50871105 217.00000000 NS USD 36890.00000000 0.007236617311 Long EC US N 1 N N N JBG SMITH PROPERTIES N/A 46590V100 3369.00000000 NS USD 57306.69000000 0.011241707371 Long EC US N 1 N N N THE J. M. SMUCKER COMPANY 5493000WDH6A0LHDJD55 832696405 1332.00000000 NS USD 130282.92000000 0.025557268482 Long EC US N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160104 10612.00000000 NS USD 2196153.40000000 0.430813817128 Long EC US N 1 N N N JONES LANG LASALLE INCORPORATED 6SYKCME112RT8TQUO411 48020Q107 493.00000000 NS USD 165879.71000000 0.032540200083 Long EC US N 1 N N N J.P. MORGAN MORTGAGE TRUST N/A 46660CAA5 602670.56000000 PA USD 602852.75000000 0.118260088022 Long ABS-MBS US Y 2 2056-03-20 Floating 5.26764960 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46642NBF2 845386.54000000 PA USD 8.45000000 0.000001657614 Long DBT USGA US N 2 2047-09-15 Floating 0.40367520 N N N N N N CHASE MORTGAGE REFERENCE NOTES N/A 46591HAC4 72609.93120000 PA USD 73700.90000000 0.014457717778 Long ABS-MBS US Y 2 2047-04-25 Floating 5.94621000 N N N N N N KBC GROEP NV 213800X3Q9LSAKRUWY91 48241FAE4 389000.00000000 PA USD 388003.91000000 0.076113738470 Long DBT NUSS BE N 2 2031-09-23 Fixed 4.45400000 N N N N N N N/A N/A N/A -28.00000000 NC USD -720650.00000000 -0.14136807443 N/A DCO US N 1 KC HRW WHEAT FUT MAR26 N/A Short Wheat WHEAT FUTURE(Consolidated) Mar 2026 2026-03-16 -741305.69000000 USD 20655.69000000 N N N N/A N/A N/A 20.00000000 NC USD 514750.00000000 0.100977196022 N/A DCO US N 1 KC HRW WHEAT FUT MAR26 N/A Long Wheat WHEAT FUTURE(Consolidated) Mar 2026 2026-03-16 507281.00000000 USD 7469.00000000 N N N N/A N/A N/A -22.00000000 NC USD -580800.00000000 -0.11393405624 N/A DCO US N 1 KC HRW WHEAT FUT MAY26 N/A Short Wheat WHEAT FUTURE(Consolidated) May 2026 2026-05-17 -592892.66000000 USD 12092.66000000 N N N KENNEDY-WILSON HOLDINGS, INC. 549300MOI1T78144X610 489398107 2200.00000000 NS USD 21274.00000000 0.004173266378 Long EC US N 1 N N N KENVUE INC. 5493008HSF8L4M2LIJ82 49177J102 23959.00000000 NS USD 413292.75000000 0.081074585782 Long EC US N 1 N N N KEURIG DR PEPPER INC. DYTQ8KRTKO7Y2BVU5K74 49271V100 16409.00000000 NS USD 459616.09000000 0.090161717367 Long EC US N 1 N N N KEYSIGHT TECHNOLOGIES, INC. 549300GLKVIO8YRCYN02 49338L103 -86.00000000 NS USD -17474.34000000 -0.00342789675 Short EC US N 1 N N N KILROY REALTY CORPORATION 549300CXXI18B214UN80 49427F108 1041.00000000 NS USD 38902.17000000 0.007631339574 Long EC US N 1 N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 494368103 4264.00000000 NS USD 430194.96000000 0.084390249254 Long EC US N 1 N N N KIMCO REALTY CORPORATION. 254900ARY41P4V1JL861 49446R109 6533.00000000 NS USD 132423.91000000 0.025977261035 Long EC US N 1 N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456B101 46208.00000000 NS USD 1270257.92000000 0.249183259809 Long EC US N 1 N N N KINETIK HOLDINGS INC. N/A 02215L209 1096.00000000 NS USD 39510.80000000 0.007750732970 Long EC US N 1 N N N Kioxia Holdings Corporation 35380080RTKRARNH4R73 49726JAB4 391000.00000000 PA USD 406591.37000000 0.079759993141 Long DBT NUSS JP N 2 2033-07-24 Fixed 6.62500000 N N N N N N KITE REALTY GROUP TRUST N/A 49803T300 2375.00000000 NS USD 56928.75000000 0.011167567844 Long EC US N 1 N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480100 -82.00000000 NS USD -99636.56000000 -0.01954545012 Short EC US N 1 N N N KODIAK GAS SERVICES, INC. N/A 50012A108 1514.00000000 NS USD 56623.60000000 0.011107707346 Long EC US N 1 N N N THE KRAFT HEINZ COMPANY 9845007488EC87F5AF14 500754106 10688.00000000 NS USD 259184.00000000 0.050843464932 Long EC US N 1 N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044101 7736.00000000 NS USD 483345.28000000 0.094816612112 Long EC US N 1 N N N Krystal Biotech Inc 549300YONUY68210OE41 501147102 169.00000000 NS USD 41665.26000000 0.008173367899 Long EC US N 1 N N N Kymera Therapeutics Inc N/A 501575104 216.00000000 NS USD 16806.96000000 0.003296978522 Long EC US N 1 N N N LABCORP HOLDINGS INC. N/A 504922105 335.00000000 NS USD 84044.80000000 0.016486854287 Long EC US N 1 N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807306 -849.00000000 NS USD -145331.82000000 -0.02850937285 Short EC US N 1 N N N LAMAR ADVERTISING COMPANY 529900Y8WW4MKVPTB543 512816109 1006.00000000 NS USD 127339.48000000 0.024979861356 Long EC US N 1 N N N LAMB WESTON HOLDINGS, INC. 5493005SMYID1D2OY946 513272104 1716.00000000 NS USD 71883.24000000 0.014101152047 Long EC US N 1 N N N LANTHEUS HOLDINGS, INC. 5299005HUB5IOJGO7S39 516544103 298.00000000 NS USD 19831.90000000 0.003890373295 Long EC US N 1 N N N N/A N/A N/A 3.00000000 NC USD 107880.00000000 0.021162544743 N/A DCO US N 1 LEAN HOGS FUTURE APR26 N/A Long Hogs LEAN HOGS FUTURE(Consolidated) Apr 2026 2026-04-18 109072.47000000 USD -1192.47000000 N N N N/A N/A N/A -30.00000000 NC USD -1021200.00000000 -0.20032620219 N/A DCO US N 1 LEAN HOGS FUTURE FEB26 N/A Short Hogs LEAN HOGS FUTURE(Consolidated) Feb 2026 2026-02-16 -953033.38000000 USD -68166.62000000 N N N LEMAITRE VASCULAR, INC. 549300FZUBUB7MHY8R17 525558201 122.00000000 NS USD 9894.20000000 0.001940920005 Long EC US N 1 N N N LENDBUZZ SECURITIZATION TRUST N/A 52608LAB6 299993.54370000 PA USD 303053.33000000 0.059449199628 Long ABS-MBS US N 2 2028-08-15 Fixed 6.92000000 N N N N N N LENDBUZZ SECURITIZATION TRUST N/A 52608MAB4 129385.09900000 PA USD 131081.26000000 0.025713876805 Long ABS-MBS US N 2 2028-10-16 Fixed 7.09000000 N N N N N N LENDBUZZ SECURITIZATION TRUST N/A 525938AC0 465533.36000000 PA USD 465555.43000000 0.091326822563 Long ABS-MBS US Y 2 2030-10-15 Fixed 5.10000000 N N N N N N LG ENERGY SOLUTION, LTD. 988400QX6P286XA6ZS85 50205MAG4 682000.00000000 PA USD 699353.22000000 0.137190339358 Long DBT NUSS KR N 2 2030-04-02 Fixed 5.37500000 N N N N N N LIBERTY BROADBAND CORPORATION 549300MIX43II8JLN536 530307305 -1375.00000000 NS USD -66825.00000000 -0.01310888999 Short EC US N 1 N N N Liberty Global Ltd. 213800HRMKKTYH7SKA24 G61188101 734.00000000 NS USD 8176.76000000 0.001604014176 Long EC US N 1 N N N Liberty Global Ltd. 213800HRMKKTYH7SKA24 G61188127 1259.00000000 NS USD 13899.36000000 0.002726602038 Long EC US N 1 N N N LIGAND PHARMACEUTICALS INCORPORATED 5493008K7TB0IKP37H79 53220K504 41.00000000 NS USD 7751.87000000 0.001520664587 Long EC US N 1 N N N LIMA METRO LINE 2 FINANCE LIMITED 5493009BVQNQT1UKQ352 532522AB5 172064.29000000 PA USD 167499.58000000 0.032857965853 Long DBT NUSS PE N 2 2036-04-05 Fixed 4.35000000 N N N N N N LIMA METRO LINE 2 FINANCE LIMITED 5493009BVQNQT1UKQ352 G54897AA4 171542.23200000 PA USD 177754.81000000 0.034869708194 Long DBT NUSS PE N 2 2034-07-05 Fixed 5.87500000 N N N N N N LINEAGE, INC. N/A 53566V106 774.00000000 NS USD 27090.00000000 0.005314176280 Long EC US N 1 N N N LIVANOVA PLC 2138001K2FX6SHK2B339 G5509L101 414.00000000 NS USD 25473.42000000 0.004997055900 Long EC US N 1 N N N N/A N/A N/A 12.00000000 NC USD 1114560.00000000 0.218640395529 N/A DCO US N 1 LIVE CATTLE FUTR APR26 N/A Long Live Cattle Live Cattle Future(Consolidated) Apr 2026 2026-05-03 1073090.27000000 USD 41469.73000000 N N N N/A N/A N/A 29.00000000 NC USD 2686560.00000000 0.527015630394 N/A DCO US N 1 LIVE CATTLE FUTR FEB26 N/A Long Live Cattle Live Cattle Future(Consolidated) Feb 2026 2026-03-02 2598581.69000000 USD 87978.31000000 N N N N/A N/A N/A 22.00000000 NC USD 1995620.00000000 0.391475690968 N/A DCO US N 1 LIVE CATTLE FUTR JUN26 N/A Long Live Cattle Live Cattle Future(Consolidated) Jun 2026 2026-07-03 1849916.38000000 USD 145703.62000000 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAZ6 324000.00000000 PA USD 328354.27000000 0.064412420566 Long DBT NUSS GB N 2 2028-01-05 Fixed 5.46200000 N N N N N N N/A N/A N/A 25.00000000 NC USD 7775312.50000000 1.525263243220 N/A DCO GB N 1 LME COPPER FUTURE MAR26 N/A Long Copper LME Copper Composite Future Mar 2026 2026-03-19 6759558.00000000 USD 1015754.50000000 N N N N/A N/A N/A -3.00000000 NC USD -150576.75000000 -0.02953825740 N/A DCO GB N 1 LME LEAD FUTURE MAR26 N/A Short Lead Lead Composite Commodity Future Mar 2026 2026-03-19 -148478.28000000 USD -2098.47000000 N N N N/A N/A N/A 13.00000000 NC USD 1297836.52000000 0.254593283506 N/A DCO GB N 1 LME NICKEL FUTURE MAR26 N/A Long Nickel Nickel Composite Commodity Future Mar 2026 2026-03-19 1168756.61000000 USD 129079.91000000 N N N N/A N/A N/A 26.00000000 NC USD 2595673.03000000 0.509186565051 N/A DCO GB N 1 LME NICKEL FUTURE MAR26 N/A Long Nickel Nickel Composite Commodity Future Mar 2026 2026-03-19 2425416.66000000 USD 170256.37000000 N N N MAREX FINANCIAL N/A N/A 30.00000000 NC USD 2245852.50000000 0.440563162952 N/A DCO GB N 1 MAREX FINANCIAL N/A Long N/A N/A 2026-03-19 2117578.10000000 USD 128274.40000000 N N N LME PRI ALUM FUTR MAR26 N/A N/A 9.00000000 NC USD 673755.75000000 0.132168948885 N/A DCO GB N 1 LME PRI ALUM FUTR MAR26 N/A Long N/A N/A 2026-03-19 654455.16000000 USD 19300.59000000 N N N LME ZINC FUTURE MAR26 N/A N/A 21.00000000 NC USD 1637433.00000000 0.321211059765 N/A DCO GB N 1 LME ZINC FUTURE MAR26 N/A Long N/A N/A 2026-03-19 1621204.79000000 USD 16228.21000000 N N N N/A N/A N/A 3.00000000 NC USD 180450.00000000 0.035398416750 N/A DCO GB N 1 LOW SU GASOIL G JUN26 N/A Long Gasoil GAS OIL FUT (ICE) Jun 2026 2026-06-14 180457.35000000 USD -7.35000000 N N N N/A N/A N/A 3.00000000 NC USD 184725.00000000 0.036237032608 N/A DCO GB N 1 LOW SU GASOIL G MAR26 N/A Long Gasoil GAS OIL FUT (ICE) Mar 2026 2026-03-15 184126.26000000 USD 598.74000000 N N N N/A N/A N/A 46.00000000 NC USD 2783000.00000000 0.545934019485 N/A DCO GB N 1 LOW SU GASOIL G MAY26 N/A Long Gasoil GAS OIL FUT (ICE) May 2026 2026-05-15 2872876.16000000 USD -89876.16000000 N N N LTC PROPERTIES, INC. 549300NRZP8IJG2KY677 502175102 365.00000000 NS USD 12548.70000000 0.002461646507 Long EC US N 1 N N N LUMEN TECHNOLOGIES, INC. 8M3THTGWLTYZVE6BBY25 550241103 7793.00000000 NS USD 60551.61000000 0.011878255060 Long EC US N 1 N N N LUMENTUM HOLDINGS INC. 549300JLWRRC38DWEF52 55024U109 -71.00000000 NS USD -26169.89000000 -0.00513368064 Short EC US N 1 N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043408 601.60000000 NS USD 29827.33000000 0.005851151332 Long EC US N 1 N N N LIBERTY ENERGY INC. N/A 53115L104 3282.00000000 NS USD 60585.72000000 0.011884946332 Long EC US N 1 N N N THE MACERICH COMPANY 529900PSWCB5KI0JYU46 554382101 2596.00000000 NS USD 47922.16000000 0.009400768031 Long EC US N 1 N N N MADRIGAL PHARMACEUTICALS, INC. 549300CHIMT2EUSNJB60 558868105 77.00000000 NS USD 44840.18000000 0.008796183866 Long EC US N 1 N N N MAGNITE, INC. 54930018FR2YX1HHSB02 55955D100 -1361.00000000 NS USD -22089.03000000 -0.00433314873 Short EC US N 1 N N N MAGNOLIA OIL & GAS CORPORATION N/A 559663109 4748.00000000 NS USD 103933.72000000 0.020388413050 Long EC US N 1 N N N MANHATTAN ASSOCIATES, INC. 529900Q1GJP7KD52SW51 562750109 91.00000000 NS USD 15771.21000000 0.003093798083 Long EC US N 1 N N N Maplebear Inc N/A 565394103 2096.00000000 NS USD 94278.08000000 0.018494290752 Long EC US N 1 N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585A102 7289.00000000 NS USD 1185410.07000000 0.232538873249 Long EC US N 1 N N N Marcus & Millichap Inc 549300B2HE8ULXNB1N48 566324109 315.00000000 NS USD 8596.35000000 0.001686324077 Long EC US N 1 N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571903BV4 388000.00000000 PA USD 389386.63000000 0.076384983129 Long DBT CORP US N 2 2027-07-15 Fixed 4.20000000 N N N N N N MARVELL TECHNOLOGY, INC. N/A 573874104 -472.00000000 NS USD -40110.56000000 -0.00786838636 Short EC US N 1 N N N THE MARZETTI COMPANY 529900X4O13HED1ZAS58 513847103 259.00000000 NS USD 42584.78000000 0.008353747795 Long EC US N 1 N N N MASIMO CORPORATION 549300Q4A8JK0PIYCU29 574795100 290.00000000 NS USD 37717.40000000 0.007398926261 Long EC US N 1 N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QBC7 315000.00000000 PA USD 314946.80000000 0.061782311336 Long DBT CORP US N 2 2035-01-15 Fixed 4.55000000 N N N N N N MATADOR RESOURCES COMPANY 549300CI3Q2UUK5R4G79 576485205 2548.00000000 NS USD 108137.12000000 0.021212983319 Long EC US N 1 N N N MCCORMICK & COMPANY, INCORPORATED 549300JQQA6MQ4OJP259 579780206 3316.00000000 NS USD 225852.76000000 0.044304960502 Long EC US N 1 N N N MCKESSON CORPORATION 549300WZWOM80UCFSF54 58155Q103 559.00000000 NS USD 458542.11000000 0.089951037447 Long EC US N 1 N N N MDU RESOURCES GROUP, INC. N/A 552690109 2391.00000000 NS USD 46672.32000000 0.009155590102 Long EC US N 1 N N N MEDICAL PROPERTIES TRUST, INC. 254900U6E39J1MQCCY14 58463J304 4477.00000000 NS USD 22385.00000000 0.004391208417 Long EC US N 1 N N N MEDPACE HOLDINGS, INC. 549300H8TYEUVTW14A54 58506Q109 94.00000000 NS USD 52795.10000000 0.010356680255 Long EC US N 1 N N N MEDTRONIC PUBLIC LIMITED COMPANY 549300GX3ZBSQWUXY261 G5960L103 5647.00000000 NS USD 542450.82000000 0.106411195305 Long EC US N 1 N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933Y105 11634.00000000 NS USD 1224594.84000000 0.240225649745 Long EC US N 1 N N N MERIT MEDICAL SYSTEMS, INC. 549300OYTY138SP2CE83 589889104 239.00000000 NS USD 21065.46000000 0.004132357617 Long EC US N 1 N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M102 1387.00000000 NS USD 915544.83000000 0.179600096680 Long EC US N 1 N N N METTLER-TOLEDO INTERNATIONAL INC. 5493000BD5GJNUDIUG10 592688105 97.00000000 NS USD 135236.43000000 0.026528985918 Long EC US N 1 N N N MICROCHIP TECHNOLOGY INCORPORATED 5493007PTFULNYZJ1R12 595017104 -547.00000000 NS USD -34854.84000000 -0.00683738515 Short EC US N 1 N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 595112103 -719.00000000 NS USD -205209.79000000 -0.04025548167 Short EC US N 1 N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918104 7798.00000000 NS USD 3771268.76000000 0.739800184228 Long EC US N 1 N N N MID-AMERICA APARTMENT COMMUNITIES, INC. 549300FQZKFR5YNSHZ21 59522J103 1225.00000000 NS USD 170164.75000000 0.033380785462 Long EC US N 1 N N N N/A N/A N/A 134.00000000 NC 1493111.84000000 0.292899945509 N/A DCO FR N 1 MILL WHEAT EURO MAR26 N/A Long Wheat MILL WHEAT EURO Mar 2026 2026-03-13 1530819.98000000 EUR -37708.14000000 N N N MILLICOM INTERNATIONAL CELLULAR S.A. 549300CTHC1CP86P2G96 L6388F110 1292.00000000 NS USD 71628.48000000 0.014051176426 Long EC US N 1 N N N MILLROSE PROPERTIES, INC. N/A 601137102 1037.00000000 NS USD 30975.19000000 0.006076324103 Long EC US N 1 N N N Mirati Therapeutics Inc 529900GYRW59IDQV6N54 60468T105 600.00000000 NS USD 0.01000000 0.000000001961 Long EC US N 1 N N N MIRUM PHARMACEUTICALS, INC. 254900YZKR40F7F27K81 604749101 653.00000000 NS USD 51580.47000000 0.010118409383 Long EC US N 1 N N N MISSION LANE CREDIT CARD MASTER TRUST N/A 60510MBE7 728000.00000000 PA USD 733047.08000000 0.143799978029 Long ABS-MBS US Y 2 2030-01-15 Fixed 5.88000000 N N N N N N MISSION LANE CREDIT CARD MASTER TRUST N/A 60510MBK3 444000.00000000 PA USD 449050.28000000 0.088089049339 Long ABS-MBS US Y 2 2030-05-15 Fixed 5.80000000 N N N N N N MODERNA, INC. 549300EI6OKH5K5Q2G38 60770K107 1822.00000000 NS USD 53730.78000000 0.010540230217 Long EC US N 1 N N N MOLINA HEALTHCARE, INC. 549300NQQCEQ46YHZ591 60855R100 301.00000000 NS USD 52235.54000000 0.010246912796 Long EC US N 1 N N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 60871R209 2041.00000000 NS USD 95273.88000000 0.018689634301 Long EC US N 1 N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207105 16373.00000000 NS USD 881358.59000000 0.172893869079 Long EC US N 1 N N N MONGODB, INC. 549300TPTG69WKWE1Z37 60937P106 82.00000000 NS USD 34414.58000000 0.006751020477 Long EC US N 1 N N N MONOLITHIC POWER SYSTEMS, INC. 529900TB7O85LSZ1XU31 609839105 -30.00000000 NS USD -27190.80000000 -0.00533394995 Short EC US N 1 N N N MONSTER BEVERAGE CORPORATION 52990090AP0E7HCB6F33 61174X109 8968.00000000 NS USD 687576.56000000 0.134880141970 Long EC US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 3000.00000000 PA USD 2665.76000000 0.000522935347 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAK8 221000.00000000 PA USD 220928.84000000 0.043339047661 Long DBT CORP US N 2 2029-10-18 Fixed 4.13300000 N N N N N N MOTOROLA SOLUTIONS, INC. 6S552MUG6KGJVEBSEC55 620076307 -161.00000000 NS USD -61714.52000000 -0.01210638015 Short EC US N 1 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCC2 259000.00000000 PA USD 260926.89000000 0.051185363222 Long DBT CORP US N 2 2035-09-15 Fixed 5.40000000 N N N N N N N/A N/A N/A -34.00000000 NC USD -4933570.00000000 -0.96780585717 N/A DE US N 1 MSCI EAFE MAR26 N/A Short NYL - MSCI EAFE MINI INDEX Mar 2026 N/A N/A 2026-03-23 -4899329.62000000 USD -34240.38000000 N N N MURPHY OIL CORPORATION QBKYQD0ODE7DC7PDIN91 626717102 3123.00000000 NS USD 97593.75000000 0.019144717288 Long EC US N 1 N N N MVW OWNER TRUST N/A 55400KAB1 112385.32600000 PA USD 107130.08000000 0.021015434848 Long ABS-MBS US Y 2 2039-05-20 Fixed 1.83000000 N N N N N N NABORS INDUSTRIES LTD. N/A G6359F137 221.00000000 NS USD 12000.30000000 0.002354068276 Long EC US N 1 N N N NATERA, INC. 529900CQ3OZ0A0VYVU59 632307104 556.00000000 NS USD 127374.04000000 0.024986640903 Long EC US N 1 N N N NATIONAL BEVERAGE CORP. 549300O9MZIQJI8TGV17 635017106 1364.00000000 NS USD 43497.96000000 0.008532883989 Long EC US N 1 N N N National Energy Services Reunited Corp. N/A G6375R107 1777.00000000 NS USD 27827.82000000 0.005458912549 Long EC US N 1 N N N NATIONAL FUEL GAS COMPANY 8JB38FFW1Y3C1HM8E841 636180101 467.00000000 NS USD 37388.02000000 0.007334312626 Long EC US N 1 N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 63743HGB2 373000.00000000 PA USD 374402.11000000 0.073445508018 Long DBT CORP US N 2 2027-12-10 Fixed 3.95000000 N N N N N N NATIONAL STORAGE AFFILIATES TRUST 529900FS06O8GOYNR108 637870106 723.00000000 NS USD 20395.83000000 0.004000998006 Long EC US N 1 N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAF4 319000.00000000 PA USD 315120.92000000 0.061816468012 Long DBT NUSS GB N 2 2028-02-16 Fixed 2.97200000 N N N N N N NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST N/A 63875FAA4 265991.12640000 PA USD 252375.23000000 0.049507805868 Long ABS-MBS US N 2 2036-07-15 Floating 5.33000160 N N N N N N NATIONAL HEALTH INVESTORS, INC. 549300ZPKZIG6DKDEC02 63633D104 336.00000000 NS USD 25660.32000000 0.005033719597 Long EC US N 1 N N N N/A N/A N/A 37.00000000 NC USD 1649830.00000000 0.323642947670 N/A DCO US N 1 NATURAL GAS FUTR DEC26 N/A Long Natural Gas Natural Gas Future Dec 2026 2026-11-28 1666325.85000000 USD -16495.85000000 N N N N/A N/A N/A 170.00000000 NC USD 5321000.00000000 1.043807013181 N/A DCO US N 1 NATURAL GAS FUTR MAR26 N/A Long Natural Gas Natural Gas Future Mar 2026 2026-02-28 6300681.44000000 USD -979681.44000000 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AB4 208000.00000000 PA USD 191242.24000000 0.037515502974 Long DBT CORP GB N 2 2035-11-28 Fixed 3.03200000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AV0 213000.00000000 PA USD 218645.14000000 0.042891060050 Long DBT NUSS GB N 2 2031-05-23 Fixed 5.11500000 N N N N N N NAVIGATOR HOLDINGS LTD 213800H7RVOFYARK2W19 Y62132108 815.00000000 NS USD 14115.80000000 0.002769060521 Long EC US N 1 N N N NEIGHBORLY ISSUER LLC N/A 64016NAE7 760495.00000000 PA USD 770605.63000000 0.151167743091 Long ABS-MBS US Y 2 2053-01-30 Fixed 7.30800000 N N N N N N NELNET PRIVATE EDUCATION LOAN TRUST N/A 64034YAB7 102636.22840000 PA USD 97944.97000000 0.019213615221 Long ABS-MBS US Y 2 2062-04-20 Fixed 1.63000000 N N N N N N NEOGENOMICS, INC. N/A 64049M209 802.00000000 NS USD 9431.52000000 0.001850157248 Long EC US N 1 N N N NETSTREIT CORP. 254900CJL0EDMEQ25Q84 64119V303 3245.00000000 NS USD 57241.80000000 0.011228978065 Long EC US N 1 N N N NEUBERGER BERMAN LOAN ADVISERS LLC N/A 64133WAL9 1140822.00000000 PA USD 1140064.49000000 0.223643546352 Long ABS-CBDO CORP KY Y 2 2036-07-16 Floating 4.84363080 N N N N N N NEUROCRINE BIOSCIENCES, INC. 549300FECER0XBN49756 64125C109 508.00000000 NS USD 72049.64000000 0.014133794311 Long EC US N 1 N N N NEW JERSEY RESOURCES CORPORATION 549300QKBSQBIX4DQ583 646025106 445.00000000 NS USD 20523.40000000 0.004026023088 Long EC US N 1 N N N THE NEW YORK TIMES COMPANY 529900J1WEMMIW7BOH57 650111107 -2538.00000000 NS USD -176187.96000000 -0.03456234322 Short EC US N 1 N N N NEWMARK GROUP, INC. N/A 65158N102 1019.00000000 NS USD 17669.46000000 0.003466172950 Long EC US N 1 N N N NEWS CORPORATION 549300ITS31QK8VRBQ14 65249B109 -5568.00000000 NS USD -145436.16000000 -0.02852984096 Short EC US N 1 N N N NEWS CORPORATION 549300ITS31QK8VRBQ14 65249B208 -2079.00000000 NS USD -61600.77000000 -0.01208406610 Short EC US N 1 N N N NEXPOINT RESIDENTIAL TRUST, INC. 549300U2J6XVYBF87166 65341D102 237.00000000 NS USD 7133.70000000 0.001399399753 Long EC US N 1 N N N NEXTDECADE CORPORATION 549300XB4GCLNGHFTT48 65342K105 1565.00000000 NS USD 8247.55000000 0.001617900870 Long EC US N 1 N N N NEXTERA ENERGY, INC. 254900RHL9MEUS5NKX63 65339F101 10103.00000000 NS USD 811068.84000000 0.159105307905 Long EC US N 1 N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 653522DT6 248000.00000000 PA USD 249531.00000000 0.048949860516 Long DBT CORP US N 2 2030-10-03 Fixed 4.64700000 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAT3 146000.00000000 PA USD 148429.84000000 0.029117103543 Long DBT CORP US N 2 2034-01-17 Fixed 5.29000000 N N N N N N NISOURCE INC. 549300D8GOWWH0SJB189 65473P105 2514.00000000 NS USD 104984.64000000 0.020594569349 Long EC US N 1 N N N NNN REIT, INC. 5493008JKH5SOTI0JS97 637417106 1999.00000000 NS USD 79220.37000000 0.015540458145 Long EC US N 1 N N N NOBLE CORPORATION PLC 549300I3HBUNXO0OG954 G65431127 2880.00000000 NS USD 81331.20000000 0.015954534288 Long EC US N 1 N N N NORDIC AMERICAN TANKERS LIMITED 213800W4T8AMPKIPIU94 G65773106 7200.00000000 NS USD 24768.00000000 0.004858675456 Long EC US N 1 N N N NORTHERN OIL AND GAS, INC. OKFF0PIZDDMNH4UCYE51 665531307 2137.00000000 NS USD 45881.39000000 0.009000435379 Long EC US N 1 N N N NORTHWEST NATURAL HOLDING COMPANY 254900PSJL6ZEC8FR782 66765N105 378.00000000 NS USD 17667.72000000 0.003465831618 Long EC US N 1 N N N NORTHWESTERN ENERGY GROUP, INC. 254900N1WG46G1VMDM34 668074305 312.00000000 NS USD 20136.48000000 0.003950121977 Long EC US N 1 N N N NOV INC. 549300EHF3IW1AR6U008 62955J103 8518.00000000 NS USD 133136.34000000 0.026117016613 Long EC US N 1 N N N N/A N/A N/A 800.00000000 NS USD 312.00000000 0.000061204245 Long EC US N 3 N N N NOVARTIS CAPITAL CORPORATION 5493002KF87V5RSRQS84 66989HAX6 379000.00000000 PA USD 380233.64000000 0.074589464401 Long DBT CORP US N 2 2028-11-05 Fixed 3.90000000 N N N N N N N/A N/A N/A 280.00000000 NS USD 182.00000000 0.000035702476 Long EC US N 1 N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 629377508 955.00000000 NS USD 152074.20000000 0.029832008360 Long EC US N 1 N N N NUTANIX, INC. 549300X7J6E8TKVIXW09 67059N108 339.00000000 NS USD 17522.91000000 0.003437424609 Long EC US N 1 N N N Nuvalent Inc N/A 670703107 320.00000000 NS USD 32188.80000000 0.006314394885 Long EC US N 1 N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066G104 -15983.00000000 NS USD -2980829.50000000 -0.58474172847 Short EC US N 1 N N N NXP B.V. 724500RKKW4NOJ9YQF60 62947QBC1 317000.00000000 PA USD 328416.67000000 0.064424661415 Long DBT NUSS NL N 2 2028-12-01 Fixed 5.55000000 N N N N N N N/A N/A N/A 40.00000000 NC USD 3533712.00000000 0.693199279865 N/A DCO US N 1 NY HARB ULSD FUT MAR26 N/A Long Heating Oil Heating Oil Future Mar 2026 2026-03-02 3740700.02000000 USD -206988.02000000 N N N N/A N/A N/A 2.00000000 NC USD 172116.00000000 0.033763557203 N/A DCO US N 1 NY HARB ULSD FUT MAY26 N/A Long Heating Oil Heating Oil Future May 2026 2026-05-03 183057.94000000 USD -10941.94000000 N N N NEXSTAR MEDIA GROUP, INC. 52990083ZRR5UT591988 65336K103 -338.00000000 NS USD -68630.90000000 -0.01346314879 Short EC US N 1 N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599105 16543.00000000 NS USD 680248.16000000 0.133442548414 Long EC US N 1 N N N OCEANEERING INTERNATIONAL, INC. 549300L6PH74701W0R30 675232102 1897.00000000 NS USD 45584.91000000 0.008942275653 Long EC US N 1 N N N OCTANE RECEIVABLES TRUST N/A 67578AAB4 134448.26000000 PA USD 134196.83000000 0.026325050235 Long ABS-MBS US Y 2 2028-09-20 Fixed 2.02000000 N N N N N N OGE ENERGY CORP. CE5OG6JPOZMDSA0LAQ19 670837103 820.00000000 NS USD 35014.00000000 0.006868607171 Long EC US N 1 N N N OIL STATES INTERNATIONAL, INC. 5493004TF4KQJGMYL777 678026105 3752.00000000 NS USD 25401.04000000 0.004982857300 Long EC US N 1 N N N Oklo Inc N/A 02156V109 517.00000000 NS USD 37099.92000000 0.007277796783 Long EC US N 1 N N N OKTA, INC. 549300N8J06I8MRHU620 679295105 226.00000000 NS USD 19542.22000000 0.003833547507 Long EC US N 1 N N N Oleoducto Central S.A 254900W4CPYCQFVH5E92 680617AC1 221000.00000000 PA USD 218039.86000000 0.042772323815 Long DBT NUSS CO N 2 2027-07-14 Fixed 4.00000000 N N N N N N OMEGA HEALTHCARE INVESTORS, INC. 549300OJ7ENK42CZ8E73 681936BP4 70000.00000000 PA USD 71237.81000000 0.013974539688 Long DBT CORP US N 2 2030-07-01 Fixed 5.20000000 N N N N N N OMEGA HEALTHCARE INVESTORS, INC. 549300OJ7ENK42CZ8E73 681936100 3024.00000000 NS USD 134084.16000000 0.026302948048 Long EC US N 1 N N N OMNICOM GROUP INC. HKUPACFHSSASQK8HLS17 681919106 -2673.00000000 NS USD -215844.75000000 -0.04234171467 Short EC US N 1 N N N ON SEMICONDUCTOR CORPORATION ZV20P4CNJVT8V1ZGJ064 682189105 -546.00000000 NS USD -29565.90000000 -0.00579986727 Short EC US N 1 N N N ONE GAS, INC. 549300HXDWI0LATTX840 68235P108 365.00000000 NS USD 28196.25000000 0.005531186524 Long EC US N 1 N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680DC4 337000.00000000 PA USD 340499.62000000 0.066794942932 Long DBT CORP US N 2 2035-10-15 Fixed 5.40000000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680BL6 203000.00000000 PA USD 215947.25000000 0.042361821843 Long DBT CORP US N 2 2033-09-01 Fixed 6.05000000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680103 14705.00000000 NS USD 1080817.50000000 0.212021215273 Long EC US N 1 N N N OPORTUN FUNDING LLC N/A 68377NAA9 49172.98970000 PA USD 49191.87000000 0.009649843807 Long ABS-MBS US Y 2 2029-08-15 Fixed 5.26000000 N N N N N N OPORTUN FUNDING LLC N/A 68377PAA4 117943.25000000 PA USD 118094.16000000 0.023166230487 Long ABS-MBS US Y 2 2032-08-16 Fixed 4.96000000 N N N N N N OPTION CARE HEALTH, INC. 549300DI3Q5ACSYJRI17 68404L201 1123.00000000 NS USD 35778.78000000 0.007018632115 Long EC US N 1 N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 157000.00000000 PA USD 150418.68000000 0.029507249219 Long DBT CORP US N 2 2035-09-26 Fixed 5.20000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XDA0 345000.00000000 PA USD 338059.44000000 0.066316259038 Long DBT CORP US N 2 2035-08-03 Fixed 5.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389X105 1958.00000000 NS USD 381633.78000000 0.074864126297 Long EC US N 1 N N N ORGANON & CO. 549300AMCKY57OK2CO56 N/A 200000.00000000 PA 228006.79000000 0.044727511079 Long DBT NUSS US N 2 2028-04-30 Fixed 2.87500000 N N N N N N ORGANON & CO. 549300AMCKY57OK2CO56 68622V106 1600.00000000 NS USD 11472.00000000 0.002250433011 Long EC US N 1 N N N ORMAT TECHNOLOGIES, INC. 5493000TSHHWY24VHM09 686688102 214.00000000 NS USD 23640.58000000 0.004637512347 Long EC US N 1 N N N Otter Tail Corporation N/A 689648103 200.00000000 NS USD 16162.00000000 0.003170458362 Long EC US N 1 N N N OUTFRONT MEDIA INC. 549300RZWDYU5722I639 69007J304 1738.62950000 NS USD 41900.97000000 0.008219606529 Long EC US N 1 N N N OVINTIV INC. 2549003MEX7YMKLGI239 69047Q102 5888.00000000 NS USD 230750.72000000 0.045265780836 Long EC US N 1 N N N PG&E CORPORATION 8YQ2GSDWYZXO2EDN3511 69331C108 10812.00000000 NS USD 173748.84000000 0.034083867266 Long EC US N 1 N N N PAGAYA AI DEBT GRANTOR TRUST N/A 69544LAA9 104140.72810000 PA USD 104748.96000000 0.020548336604 Long ABS-MBS US Y 2 2031-10-15 Fixed 6.27800000 N N N N N N PAGAYA AI DEBT GRANTOR TRUST N/A 69546QAB4 404711.76000000 PA USD 406063.94000000 0.079656528541 Long ABS-MBS US Y 2 2032-03-15 Fixed 5.30600000 N N N N N N PAGAYA AI DEBT GRANTOR TRUST N/A 69544NAF4 77028.94000000 PA USD 77682.68000000 0.015238813416 Long ABS-MBS US Y 2 2032-07-15 Floating 5.15599920 N N N N N N PAGAYA AI DEBT GRANTOR TRUST N/A 69549BAB4 180000.00000000 PA USD 180127.01000000 0.035335056624 Long ABS-MBS US Y 2 2033-04-15 Fixed 4.49700000 N N N N N N PAGAYA AI DEBT SELECTION TRUST N/A 69547XAA0 109445.44210000 PA USD 109802.51000000 0.021539678632 Long ABS-MBS US Y 2 2031-10-15 Fixed 6.25800000 N N N N N N PAGAYA POINT OF SALE HOLDINGS TRUST N/A 694952AA0 217622.00000000 PA USD 219332.57000000 0.043025911442 Long ABS-MBS US Y 2 2034-01-20 Fixed 5.71500000 N N N N N N PALANTIR TECHNOLOGIES INC. 549300UVN46B3BBDHO85 69608A108 2416.00000000 NS USD 429444.00000000 0.084242935344 Long EC US N 1 N N N PALO ALTO NETWORKS, INC. 549300QXR2YVZV231H43 697435105 777.00000000 NS USD 143123.40000000 0.028076152728 Long EC US N 1 N N N PAR PACIFIC HOLDINGS, INC. 549300BTNS7MHSHRLR55 69888T207 1146.00000000 NS USD 40270.44000000 0.007899749613 Long EC US N 1 N N N PARK HOTELS & RESORTS INC. 5493005UZ5TQN0H6HS73 700517105 1612.00000000 NS USD 16861.52000000 0.003307681418 Long EC US N 1 N N N PATTERSON-UTI ENERGY, INC. 254900XGFBKIXD6G0697 703481101 7784.00000000 NS USD 47560.24000000 0.009329771107 Long EC US N 1 N N N PBF ENERGY INC. 2549003PBEDCSZMZIY02 69318G106 1706.00000000 NS USD 46266.72000000 0.009076024584 Long EC US N 1 N N N PEABODY ENERGY CORPORATION EJCO258LNNVSKAR2JX59 704551100 2943.00000000 NS USD 87407.10000000 0.017146428111 Long EC US N 1 N N N PEBBLEBROOK HOTEL TRUST 5493004Q1NNH6JXCSI52 70509V100 2088.00000000 NS USD 23636.16000000 0.004636645287 Long EC US N 1 N N N PENUMBRA, INC. 549300RGE06P3ECANU72 70975L107 199.00000000 NS USD 61871.09000000 0.012137094090 Long EC US N 1 N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 17171.00000000 NS USD 2464381.92000000 0.483431522505 Long EC US N 1 N N N PERFORMANCE FOOD GROUP COMPANY 549300EUK8GR9IT1YK57 71377A103 1979.00000000 NS USD 177951.68000000 0.034908327681 Long EC US N 1 N N N PERMIAN RESOURCES CORPORATION 529900NXUJPOKU7OJ511 71424F105 16595.00000000 NS USD 232827.85000000 0.045673246136 Long EC US N 1 N N N PERRIGO COMPANY PUBLIC LIMITED COMPANY 549300IFOQS6R1QLY196 G97822103 900.00000000 NS USD 12528.00000000 0.002457585841 Long EC US N 1 N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081103 26865.00000000 NS USD 668938.50000000 0.131223961226 Long EC US N 1 N N N N/A N/A 59267L107 248.00000000 NS USD 1215.20000000 0.000238382687 Long EC US N 1 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172109 19602.00000000 NS USD 3144160.80000000 0.616782013457 Long EC US N 1 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DB2 549000.00000000 PA USD 574082.71000000 0.112616342575 Long DBT CORP US N 2 2033-02-15 Fixed 5.37500000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CW7 110000.00000000 PA USD 115640.62000000 0.022684925796 Long DBT CORP US N 2 2029-11-17 Fixed 5.62500000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546104 9597.00000000 NS USD 1238396.88000000 0.242933160767 Long EC US N 1 N N N PHILLIPS EDISON & COMPANY, INC. 549300JPN4YHYPXTJQ85 71844V201 1071.00000000 NS USD 38095.47000000 0.007473091290 Long EC US N 1 N N N Piedmont Realty Trust, Inc. N/A 720190206 1894.00000000 NS USD 15795.96000000 0.003098653228 Long EC US N 1 N N N PILGRIM'S PRIDE CORPORATION 549300ZSLGV64ZL3HD75 72147K108 314.00000000 NS USD 12242.86000000 0.002401650653 Long EC US N 1 N N N PINNACLE WEST CAPITAL CORPORATION TWSEY0NEDUDCKS27AH81 723484101 701.00000000 NS USD 62178.70000000 0.012197437160 Long EC US N 1 N N N N/A N/A N/A 6.00000000 NC USD 613260.00000000 0.120301651739 N/A DCO US N 1 PLATINUM FUTURE APR26 N/A Long Platinum PLATINUM FUTURE(Consolidated) Apr 2026 2026-05-01 513411.51000000 USD 99848.49000000 N N N PORTLAND GENERAL ELECTRIC COMPANY GJOUP9M7C39GLSK9R870 736508847 323.00000000 NS USD 15500.77000000 0.003040746558 Long EC US N 1 N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446104 635.00000000 NS USD 62896.75000000 0.012338295199 Long EC US N 1 N N N POTLATCHDELTIC CORPORATION 54930084YA8UJOTXDM59 737630103 673.00000000 NS USD 26771.94000000 0.005251783260 Long EC US N 1 N N N PPL CORPORATION 9N3UAJSNOUXFKQLF3V18 69351T106 3912.00000000 NS USD 136998.24000000 0.026874595697 Long EC US N 1 N N N Praxis Precision Medicines Inc N/A 74006W207 148.00000000 NS USD 43621.52000000 0.008557122439 Long EC US N 1 N N N PRESTIGE AUTO RECEIVABLES TRUST N/A 74113UAC6 372070.89000000 PA USD 372137.16000000 0.073001198547 Long ABS-MBS US Y 2 2027-12-15 Fixed 4.87000000 N N N N N N PRESTIGE CONSUMER HEALTHCARE INC. N/A 74112D101 315.00000000 NS USD 19432.35000000 0.003811994589 Long EC US N 1 N N N PRICESMART, INC. 549300JVYOSTGVSDZS46 741511109 245.00000000 NS USD 30054.15000000 0.005895646033 Long EC US N 1 N N N PRIMO BRANDS CORPORATION 254900J0WS4AXV2LAX55 741623102 3276.00000000 NS USD 53562.60000000 0.010507238775 Long EC US N 1 N N N PRINCIPAL LIFE GLOBAL FUNDING II 635400WSLKBQWSOIIT41 74256LEY1 311000.00000000 PA USD 318430.30000000 0.062465660655 Long DBT CORP US N 2 2029-01-25 Fixed 5.10000000 N N N N N N PRIVIA HEALTH GROUP, INC. N/A 74276R102 837.00000000 NS USD 19845.27000000 0.003892996054 Long EC US N 1 N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 742718109 29795.00000000 NS USD 4269921.45000000 0.837619611960 Long EC US N 1 N N N PROLOGIS, INC. 529900DFH19P073LZ636 74340W103 9305.00000000 NS USD 1187876.30000000 0.233022667305 Long EC US N 1 N N N PROPETRO HOLDING CORP. N/A 74347M108 2754.00000000 NS USD 26190.54000000 0.005137731503 Long EC US N 1 N N N Protagonist Therapeutics Inc N/A N/A 259.00000000 NS USD 22621.06000000 0.004437515706 Long EC US N 1 N N N PTC INC. 54930050SSMU8SKDJ030 69370C100 144.00000000 NS USD 25086.24000000 0.004921103786 Long EC US N 1 N N N PTC THERAPEUTICS, INC. 549300UJLWOIWFDGB318 69366J200 446.00000000 NS USD 33878.16000000 0.006645792332 Long EC US N 1 N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448DC2 389000.00000000 PA USD 394159.87000000 0.077321337459 Long DBT CORP US N 2 2035-09-15 Fixed 5.15000000 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED PUSS41EMO3E6XXNV3U28 744573106 2466.00000000 NS USD 198019.80000000 0.038845039652 Long EC US N 1 N N N PUBLIC STORAGE. 254900GLQZAD4N7N5Q19 74460D109 1569.00000000 NS USD 407155.50000000 0.079870657086 Long EC US N 1 N N N PURE STORAGE, INC. 549300NPDB0BZTK3WO90 74624M102 -123.00000000 NS USD -8242.23000000 -0.00161685725 Short EC US N 1 N N N QIAGEN N.V. N/A N72482206 1086.00000000 NS USD 48837.42000000 0.009580312253 Long EC US N 1 N N N QNITY ELECTRONICS, INC. 254900RSUG4J9TFFZX53 74743L100 -283.00000000 NS USD -23106.95000000 -0.00453283150 Short EC US N 1 N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525103 -687.00000000 NS USD -117511.35000000 -0.02305190213 Short EC US N 1 N N N QUEST DIAGNOSTICS INCORPORATED 8MCWUBXQ0WE04KMXBX50 74834L100 563.00000000 NS USD 97697.39000000 0.019165048083 Long EC US N 1 N N N QUIDELORTHO CORPORATION 549300YU8CMO9HF53113 219798105 400.00000000 NS USD 11424.00000000 0.002241016973 Long EC US N 1 N N N RADNET, INC. 529900RECG94V2IZJ970 750491102 251.00000000 NS USD 17908.85000000 0.003513133476 Long EC US N 1 N N N RANGE RESOURCES CORPORATION H3Y3WLYCX0BTO1TRW162 75281A109 5754.00000000 NS USD 202886.04000000 0.039799637554 Long EC US N 1 N N N RAYONIER INC. HGV8VDVNL0W6SF2U9C50 754907103 1538.00000000 NS USD 33297.70000000 0.006531924973 Long EC US N 1 N N N RCKT MORTGAGE TRUST N/A 749349AA4 636967.00000000 PA USD 637479.38000000 0.125052705807 Long ABS-MBS US N 2 2055-11-25 Fixed 5.02700000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109104 8581.00000000 NS USD 483710.97000000 0.094888348588 Long EC US N 1 N N N REDDIT INC. 529900APN1YHPBHPI679 75734B100 85.00000000 NS USD 19538.95000000 0.003832906040 Long EC US N 1 N N N JPMORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 N/A 13820000.00000000 NC USD 531447.59000000 0.104252719710 N/A DIR US N 2 JPMORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Y 2028-07-15 0.00000000 USD 0.00000000 USD -13820000.00000000 USD 531447.59000000 N N N JPMORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 N/A 55859000.00000000 NC USD 2101281.24000000 0.412202987216 N/A DIR US N 2 JPMORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Y 2028-07-15 0.00000000 USD 0.00000000 USD -55859000.00000000 USD 2101281.24000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 18720000.00000000 NC USD 1927143.10000000 0.378042751960 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2031-05-21 1995539.23000000 USD 0.00000000 USD -18720000.00000000 USD -68396.13000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1190000.00000000 NC USD 136173.00000000 0.026712710469 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2035-11-10 91070.27000000 USD 0.00000000 USD -1190000.00000000 USD 45102.73000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 15800000.00000000 NC USD 668317.10000000 0.131102062771 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2027-06-05 723624.60000000 USD 0.00000000 USD -15800000.00000000 USD -55307.50000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 4220000.00000000 NC USD 189411.12000000 0.037156296829 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2029-06-04 207142.86000000 USD 0.00000000 USD -4220000.00000000 USD -17731.74000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 6110000.00000000 NC USD 106700.20000000 0.020931106383 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2026-10-25 121091.53000000 USD 0.00000000 USD -6110000.00000000 USD -14391.33000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 10400000.00000000 NC USD 150035.94000000 0.029432168088 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2027-04-04 199197.57000000 USD 0.00000000 USD -10400000.00000000 USD -49161.63000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1075000.00000000 NC USD 21783.15000000 0.004273145036 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2027-07-12 27462.71000000 USD 0.00000000 USD -1075000.00000000 USD -5679.56000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 2230000.00000000 NC USD 164347.60000000 0.032239649967 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2029-09-27 167912.13000000 USD 0.00000000 USD -2230000.00000000 USD -3564.53000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1490000.00000000 NC USD 25481.35000000 0.004998611508 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2026-11-08 33652.99000000 USD 0.00000000 USD -1490000.00000000 USD -8171.64000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1490000.00000000 NC USD 25489.82000000 0.005000273046 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2026-11-09 33503.36000000 USD 0.00000000 USD -1490000.00000000 USD -8013.54000000 N N N Regal Rexnord Corporation QH78R09VCJGQKPBPYU33 758750AL7 789000.00000000 PA USD 790512.43000000 0.155072809329 Long DBT CORP US N 2 2026-02-15 Fixed 6.05000000 N N N N N N REGENCY CENTERS CORPORATION 529900053A7X7FJ97S58 758849103 1818.00000000 NS USD 125496.54000000 0.024618336512 Long EC US N 1 N N N REGENERON PHARMACEUTICALS, INC. 549300RCBFWIRX3HYQ56 75886F107 491.00000000 NS USD 378988.17000000 0.074345143724 Long EC US N 1 N N N REPLIGEN CORPORATION 54930006QJ0T5AUO1E71 759916109 187.00000000 NS USD 30641.82000000 0.006010927760 Long EC US N 1 N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DS1 225000.00000000 PA USD 194850.00000000 0.038223228062 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 760759BL3 411000.00000000 PA USD 420419.87000000 0.082472694754 Long DBT CORP US N 2 2030-07-15 Fixed 4.75000000 N N N N N N RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST N/A 76089MAB1 658257.00000000 PA USD 660808.47000000 0.129629113955 Long ABS-MBS US Y 2 2034-04-25 Fixed 5.12400000 N N N N N N RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST N/A 76088YAA8 118486.16620000 PA USD 119092.08000000 0.023361989911 Long ABS-MBS US Y 2 2032-06-25 Fixed 7.09000000 N N N N N N RESMED INC. 529900T3QE5253CCXF22 761152107 629.00000000 NS USD 151507.23000000 0.029720787299 Long EC US N 1 N N N Revolution Medicines Inc 549300JU3X0LBCQ65892 76155X100 909.00000000 NS USD 72401.85000000 0.014202886449 Long EC US N 1 N N N REVVITY, INC. 549300IKL1SDPFI7N655 714046109 462.00000000 NS USD 44698.50000000 0.008768390862 Long EC US N 1 N N N REX AMERICAN RESOURCES CORPORATION N/A 761624105 654.00000000 NS USD 21137.28000000 0.004146446364 Long EC US N 1 N N N REXFORD INDUSTRIAL REALTY, INC 549300MSLO0DF0EMX355 76169C100 2586.00000000 NS USD 100129.92000000 0.019642231295 Long EC US N 1 N N N REYNOLDS CONSUMER PRODUCTS INC. 894500ZQLNYY77S80A06 76171L106 741.00000000 NS USD 16983.72000000 0.003331653081 Long EC US N 1 N N N Rhythm Pharmaceuticals Inc 529900JPNWXQ8DPLA551 76243J105 168.00000000 NS USD 17982.72000000 0.003527624366 Long EC US N 1 N N N RILEY EXPLORATION PERMIAN, INC. 5493008CUBI02XP43Q95 76665T102 390.00000000 NS USD 10296.00000000 0.002019740087 Long EC US N 1 N N N RLJ LODGING TRUST N/A 74965L101 2622.00000000 NS USD 19533.90000000 0.003831915394 Long EC US N 1 N N N ROCHE HOLDINGS, INC. PVJRP0EQNV6OGDPZGY95 771196CP5 440000.00000000 PA USD 442702.68000000 0.086843856819 Long DBT CORP US N 2 2029-09-09 Fixed 4.20300000 N N N N N N Roivant Sciences Ltd 549300DL466NY5J6U724 G76279101 2128.00000000 NS USD 46177.60000000 0.009058542140 Long EC US N 1 N N N Romania 315700IASY927EDWBK92 77586RAY6 616000.00000000 PA USD 635394.76000000 0.124643771213 Long DBT NUSS RO N 2 2030-09-16 Fixed 5.75000000 N N N N N N ROPER TECHNOLOGIES, INC. 54930003T4SXCIWVXY35 776696106 103.00000000 NS USD 45848.39000000 0.008993961853 Long EC US N 1 N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 G7709Q104 1917.00000000 NS USD 74072.88000000 0.014530688147 Long EC US N 1 N N N RPC, INC. 549300ZDXAFBC3SB4918 749660106 2619.00000000 NS USD 14247.36000000 0.002794868311 Long EC US N 1 N N N RUBRIK, INC. 254900TRGK2WTBYMYU27 781154109 146.00000000 NS USD 11166.08000000 0.002190421464 Long EC US N 1 N N N RYMAN HOSPITALITY PROPERTIES, INC. 529900GCCWW9SRMPJR11 78377T107 618.00000000 NS USD 58475.16000000 0.011470923154 Long EC US N 1 N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409VBG8 166000.00000000 PA USD 166891.03000000 0.032738588150 Long DBT CORP US N 2 2029-05-01 Fixed 4.25000000 N N N N N N N/A N/A N/A -42.00000000 NC USD -14474250.00000000 -2.83937674507 N/A DE US N 1 S&P500 EMINI FUT MAR26 N/A Short S&P 500 Future (e-Mini) Mar 2026 N/A N/A 2026-03-23 -14449374.91000000 USD -24875.09000000 N N N SABLE OFFSHORE CORP. 254900IMMKZUOZF7V487 78574H104 1934.00000000 NS USD 17444.68000000 0.003422078430 Long EC US N 1 N N N SABRA HEALTH CARE REIT, INC. 549300E3BC7GU7TAZ621 78573L106 2378.00000000 NS USD 45039.32000000 0.008835248653 Long EC US N 1 N N N SAFEHOLD INC. QFFLKWYYS3UPWD86E794 78646V107 1019.00000000 NS USD 13950.11000000 0.002736557536 Long EC US N 1 N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466L302 1138.00000000 NS USD 301467.58000000 0.059138127090 Long EC US N 1 N N N Samsara Inc N/A 79589L106 104.00000000 NS USD 3686.80000000 0.000723230162 Long EC US N 1 N N N SANDISK CORPORATION N/A 80004C200 -103.00000000 NS USD -24450.14000000 -0.00479632166 Short EC US N 1 N N N SANDRIDGE ENERGY, INC. W1MKPVGS6I5155L7VV67 80007P869 1604.00000000 NS USD 23145.72000000 0.004540436921 Long EC US N 1 N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAX3 389000.00000000 PA USD 389371.18000000 0.076381952342 Long DBT NUSS GB N 2 2029-09-22 Fixed 4.32000000 N N N N N N SBA COMMUNICATIONS CORPORATION 5299001HX8ZN8Y8QIT49 78410G104 1053.00000000 NS USD 203681.79000000 0.039955737804 Long EC US N 1 N N N Scholar Rock Holding Corp 549300Z1FLPGL4OWJ459 80706P103 375.00000000 NS USD 16518.75000000 0.003240441101 Long EC US N 1 N N N SCORPIO TANKERS INC. 549300NVJUH16NXG8K87 Y7542C130 912.00000000 NS USD 46356.96000000 0.009093726735 Long EC US N 1 N N N SEABOARD CORPORATION 87Q3KOXT29OW9W9YPT70 811543107 4.00000000 NS USD 17779.28000000 0.003487716059 Long EC US N 1 N N N Seadrill Limited 213800EQ6L456U2JCO89 G7997W102 1591.00000000 NS USD 55048.60000000 0.010798743609 Long EC US N 1 N N N SEKISUI HOUSE U.S., INC. 5299005FV4VNV75R8R35 552676AQ1 389000.00000000 PA USD 362979.90000000 0.071204842184 Long DBT CORP US N 2 2043-01-15 Fixed 6.00000000 N N N N N N SELECT MEDICAL HOLDINGS CORPORATION N/A 81619Q105 800.00000000 NS USD 11880.00000000 0.002330469332 Long EC US N 1 N N N SELECT WATER SOLUTIONS, INC. 54930094OK8LA3QDW486 81617J301 2655.00000000 NS USD 27930.60000000 0.005479074640 Long EC US N 1 N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851109 3228.00000000 NS USD 285000.12000000 0.055907747418 Long EC US N 1 N N N SERVICENOW, INC. 549300HJTQM36M0E1G39 81762P102 1250.00000000 NS USD 191487.50000000 0.037563615004 Long EC US N 1 N N N SFL CORPORATION LTD. 549300RLYYPSB0C7RH77 G7738W106 3000.00000000 NS USD 23430.00000000 0.004596203405 Long EC US N 1 N N N SILA REALTY TRUST, INC. 549300HXH142HWKKSW59 146280508 580.00000000 NS USD 13519.80000000 0.002652144720 Long EC US N 1 N N N N/A N/A N/A 13.00000000 NC USD 4589195.00000000 0.900250690820 N/A DCO US N 1 SILVER FUTURE MAR26 N/A Long Silver SILVER FUTURE Mar 2026 2026-03-30 3483612.68000000 USD 1105582.32000000 N N N N/A N/A N/A 2.00000000 NC USD 711900.00000000 0.139651609224 N/A DCO US N 1 SILVER FUTURE MAY26 N/A Long Silver SILVER FUTURE May 2026 2026-05-30 544109.84000000 USD 167790.16000000 N N N SIMON PROPERTY GROUP, INC. 529900GQL5X8H7AO3T64 828806109 3287.00000000 NS USD 608456.57000000 0.119359375114 Long EC US N 1 N N N THE SIMPLY GOOD FOODS COMPANY N/A 82900L102 1108.00000000 NS USD 22248.64000000 0.004364459023 Long EC US N 1 N N N SIRIUS XM HOLDINGS INC. N/A 829933100 -2309.00000000 NS USD -46168.46000000 -0.00905674917 Short EC US N 1 N N N SKYWORKS SOLUTIONS, INC. 549300WZ3ORQ2BVKBD96 83088M102 -231.00000000 NS USD -14647.71000000 -0.00287340395 Short EC US N 1 N N N SL GREEN REALTY CORP. 549300VQZPJU97H3GT17 78440X887 817.00000000 NS USD 37475.79000000 0.007351530243 Long EC US N 1 N N N SLB N.V. 213800ZUA17OK3QLGM62 806857108 34974.83000000 NS USD 1342333.98000000 0.263322236864 Long EC US N 1 N N N SM ENERGY COMPANY 84BUTVXV5ODI6BXNMH43 78454L100 2500.00000000 NS USD 46750.00000000 0.009170828390 Long EC US N 1 N N N SMARTSTOP SELF STORAGE REIT, INC. 549300EC266625K12S42 83192D402 565.00000000 NS USD 17481.10000000 0.003429222848 Long EC US N 1 N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78450MAA0 222191.53220000 PA USD 211660.90000000 0.041520979484 Long ABS-MBS US Y 2 2051-02-15 Fixed 1.68000000 N N N N N N SNOWFLAKE INC. 254900CJNSY1K7T53Z16 833445109 480.00000000 NS USD 105292.80000000 0.020655020311 Long EC US N 1 N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBV3 282000.00000000 PA USD 285577.29000000 0.056020969386 Long DBT NUSS FR N 2 2028-01-19 Fixed 5.51900000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RCH3 244000.00000000 PA USD 248911.47000000 0.048828328894 Long DBT NUSS FR N 2 2029-05-22 Fixed 5.24900000 N N N N N N SOFI CONSUMER LOAN PROGRAM LLC N/A 83405UAA8 458581.14000000 PA USD 459065.08000000 0.090053627139 Long ABS-MBS US Y 2 2035-08-25 Fixed 4.24000000 N N N N N N SOLARIS ENERGY INFRASTRUCTURE, INC. 529900MTK3C8Y8TIIC10 83418M103 678.00000000 NS USD 31167.66000000 0.006114080453 Long EC US N 1 N N N SOLSTICE ADVANCED MATERIALS INC. 2138004GZ4H9TW6HK435 83443QAA1 169000.00000000 PA USD 170486.20000000 0.033443843490 Long DBT CORP US N 2 2033-09-30 Fixed 5.62500000 N N N N N N SOLVENTUM CORPORATION 254900I70403OSGY4M28 83444M101 586.00000000 NS USD 46434.64000000 0.009108965022 Long EC US N 1 N N N SOTERA HEALTH COMPANY N/A 83601L102 366.00000000 NS USD 6456.24000000 0.001266504151 Long EC US N 1 N N N THE SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587107 5504.00000000 NS USD 479948.80000000 0.094150333284 Long EC US N 1 N N N SOUTHWEST GAS HOLDINGS, INC. 254900LKF9EV0CUKNE09 844895102 412.00000000 NS USD 32968.24000000 0.006467295644 Long EC US N 1 N N N N/A N/A N/A 19.00000000 NC USD 995125.00000000 0.195211135875 N/A DCO US N 1 SOYBEAN FUTURE MAR26 N/A Long Soybeans Soybean Future Mar 2026 2026-03-16 1037787.63000000 USD -42662.63000000 N N N N/A N/A N/A 81.00000000 NC USD 4297050.00000000 0.842941350496 N/A DCO US N 1 MAREX FINANCIAL N/A Long Soybeans Soybean Future May 2026 2026-05-17 4514645.69000000 USD -217595.69000000 N N N N/A N/A N/A 139.00000000 NC USD 4161660.00000000 0.816382239142 N/A DCO US N 1 SOYBEAN MEAL FUTR MAR26 N/A Long Soybean Meal Soybean Meal Future Mar 2026 2026-03-16 4215038.85000000 USD -53378.85000000 N N N N/A N/A N/A 81.00000000 NC USD 2403756.00000000 0.471538690241 N/A DCO US N 1 SOYBEAN OIL FUTR JUL26 N/A Long Soybean Oil Soybean Oil Future Jul 2026 2026-07-17 2554322.82000000 USD -150566.82000000 N N N N/A N/A N/A 98.00000000 NC USD 2855328.00000000 0.560122418968 N/A DCO US N 1 SOYBEAN OIL FUTR MAR26 N/A Long Soybean Oil Soybean Oil Future Mar 2026 2026-03-16 2940772.12000000 USD -85444.12000000 N N N SPECTRUM BRANDS HOLDINGS, INC. 549300JM0MJETDD30O20 84790A105 378.00000000 NS USD 22332.24000000 0.004380858622 Long EC US N 1 N N N Spire Inc. 549300NXSY15DRY2R511 84857L101 417.00000000 NS USD 34485.90000000 0.006765011139 Long EC US N 1 N N N Sprott Physical Uranium Trust N/A 85210A104 68400.00000000 NS 1338808.68000000 0.262630687745 Long EC CA N 1 N N N SPROUTS FARMERS MARKET, INC. 529900P8F4G77Q52XE24 85208M102 1193.00000000 NS USD 95046.31000000 0.018644992474 Long EC US N 1 N N N THE ST. JOE COMPANY 529900XVHOT3BF8PWG49 790148100 275.00000000 NS USD 16326.75000000 0.003202776950 Long EC US N 1 N N N STAG INDUSTRIAL, INC. 549300QWYX2W6FASVQ07 85254J102 2048.00000000 NS USD 75284.48000000 0.014768364632 Long EC US N 1 N N N STERIS PUBLIC LIMITED COMPANY N/A G8473T100 468.00000000 NS USD 118647.36000000 0.023274750322 Long EC US N 1 N N N STRATEGY INC 549300WQTWEJUEHXQX21 594972408 272.00000000 NS USD 41330.40000000 0.008107679266 Long EC US N 1 N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667101 1526.00000000 NS USD 536343.22000000 0.105213082974 Long EC US N 1 N N N N/A N/A N/A 75.00000000 NC USD 1260840.00000000 0.247335770437 N/A DCO US N 1 SUGAR #11 (WORLD) MAR26 N/A Long Sugar Sugar #11 World Future Mar 2026 2026-03-02 1272897.38000000 USD -12057.38000000 N N N N/A N/A N/A 49.00000000 NC USD 804540.80000000 0.157824718930 N/A DCO US N 1 SUGAR #11 (WORLD) MAY26 N/A Long Sugar Sugar #11 World Future May 2026 2026-05-03 807200.09000000 USD -2659.29000000 N N N N/A N/A N/A 83.00000000 NC USD 1362793.60000000 0.267335748392 N/A DCO US N 1 SUGAR #11 (WORLD) MAY26 N/A Long Sugar Sugar #11 World Future May 2026 2026-05-03 1315552.26000000 USD 47241.34000000 N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MDM9 232000.00000000 PA USD 240201.71000000 0.047119757465 Long DBT NUSS JP N 2 2029-07-09 Fixed 5.31600000 N N N N N N SUN COMMUNITIES, INC. 549300H5GEOJYN41ZG57 866674104 1315.00000000 NS USD 162941.65000000 0.031963848338 Long EC US N 1 N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAF6 228000.00000000 PA USD 229670.56000000 0.045053888601 Long DBT CORP US N 2 2031-03-15 Fixed 5.62500000 N N N N N N SUNSTONE HOTEL INVESTORS, INC. 529900ZQ2V52V96ATF67 867892101 1665.00000000 NS USD 14885.10000000 0.002919972142 Long EC US N 1 N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 N/A 800000.00000000 PA USD 759401.56000000 0.148969869225 Long DBT NUSS SE N 2 2174-03-01 Fixed 4.75000000 N N N N N N Swiss Re Finance (Luxembourg) S.A. 549300CLQZ6TM98LW631 N/A 200000.00000000 PA USD 201422.96000000 0.039512628878 Long DBT NUSS CH N 2 2049-04-02 Fixed 5.00000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAW3 132000.00000000 PA USD 135339.64000000 0.026549232361 Long DBT CORP US N 2 2031-03-06 Fixed 5.45000000 N N N N N N SYNOPSYS, INC. QG7T915N9S0NY5UKNE63 871607107 188.00000000 NS USD 88307.36000000 0.017323029822 Long EC US N 1 N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829107 6237.00000000 NS USD 459604.53000000 0.090159449671 Long EC US N 1 N N N T-MOBILE US, INC. 549300QHIJYOHPACPG31 872590104 4082.00000000 NS USD 828809.28000000 0.162585404821 Long EC US N 1 N N N TALEN ENERGY CORP N/A 87422Q109 236.00000000 NS USD 88462.24000000 0.017353412237 Long EC US N 1 N N N TALOS ENERGY INC. 549300OKFHZ84SFJFT95 87484T108 2767.00000000 NS USD 30492.34000000 0.005981604649 Long EC US N 1 N N N Tanger Inc. UKEW8YSXE4Y581KYOL30 875465106 1336.00000000 NS USD 44582.32000000 0.008745600127 Long EC US N 1 N N N TARGA RESOURCES CORP. 5493003QENHHS261UR94 87612GAR2 128000.00000000 PA USD 128355.40000000 0.025179151794 Long DBT CORP US N 2 2029-01-15 Fixed 4.35000000 N N N N N N TARGA RESOURCES CORP. 5493003QENHHS261UR94 87612GAP6 75000.00000000 PA USD 76416.35000000 0.014990400686 Long DBT CORP US N 2 2030-09-15 Fixed 4.90000000 N N N N N N TARGA RESOURCES CORP. 5493003QENHHS261UR94 87612GAQ4 81000.00000000 PA USD 83202.77000000 0.016321675407 Long DBT CORP US N 2 2036-02-15 Fixed 5.65000000 N N N N N N TARGA RESOURCES CORP. 5493003QENHHS261UR94 87612G101 5194.00000000 NS USD 958293.00000000 0.187985896275 Long EC US N 1 N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 N/A 5800.00000000 NS USD 566950.00000000 0.111217137027 Long EC US N 1 N N N Tarsus Pharmaceuticals Inc N/A 87650L103 222.00000000 NS USD 18177.36000000 0.003565806399 Long EC US N 1 N N N TD SYNNEX CORPORATION 5493004HI6PFLF46NS53 87162W100 -61.00000000 NS USD -9164.03000000 -0.00179768441 Short EC US N 1 N N N TECHNIPFMC PLC 549300D5I93QWCJTCK36 G87110105 9734.00000000 NS USD 433747.04000000 0.085087051738 Long EC US N 1 N N N Teekay Tankers Ltd. 549300DE8ZAIYS2T6Q22 G8726X106 715.00000000 NS USD 38195.30000000 0.007492674687 Long EC US N 1 N N N TEGNA INC. 549300YC5EDBGX85AO10 87901J105 -1717.00000000 NS USD -33326.97000000 -0.00653766679 Short EC US N 1 N N N TELEDYNE TECHNOLOGIES INCORPORATED 549300VSMO9KYQWDND94 879360105 -84.00000000 NS USD -42901.32000000 -0.00841584264 Short EC US N 1 N N N TELEFLEX INCORPORATED UUL85LWXB4NGSWWXIQ25 879369106 228.00000000 NS USD 27825.12000000 0.005458382897 Long EC US N 1 N N N TELEPHONE AND DATA SYSTEMS, INC. 5299003YZW5BE2NNLO37 879433829 708.00000000 NS USD 29028.00000000 0.005694348802 Long EC US N 1 N N N TELUS CORPORATION 894500WE70KKZRQMBU11 87971MCM3 262000.00000000 PA USD 272736.76000000 0.053502075331 Long DBT NUSS CA N 2 2055-10-15 Fixed 7.00000000 N N N N N N TEMPUS AI, INC N/A 88023B103 503.00000000 NS USD 29702.15000000 0.005826595090 Long EC US N 1 N N N TENET HEALTHCARE CORPORATION 0W9AIBT6U6ADJ2I8HK17 88033G407 438.00000000 NS USD 87039.36000000 0.017074289492 Long EC US N 1 N N N TERADYNE, INC. C3X4YJ278QNZHRJULN75 880770102 -80.00000000 NS USD -15484.80000000 -0.00303761376 Short EC US N 1 N N N TERRAFORM GLOBAL OPERATING LP 549300LC7QMVR79H5O86 88104UAC7 26000.00000000 PA USD 25814.87000000 0.005064037276 Long DBT CORP US N 2 2026-03-01 Fixed 6.12500000 N N N N N N TERRENO REALTY CORPORATION N/A 88146M101 908.00000000 NS USD 53308.68000000 0.010457427935 Long EC US N 1 N N N TESLA AUTO LEASE TRUST N/A 88166VAD8 133667.73000000 PA USD 134101.71000000 0.026306390786 Long ABS-MBS US Y 2 2027-06-21 Fixed 5.30000000 N N N N N N TETRA TECHNOLOGIES, INC. 549300T5W131705EK832 88162F105 4236.00000000 NS USD 39691.32000000 0.007786145119 Long EC US N 1 N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508104 -573.00000000 NS USD -99409.77000000 -0.01950096130 Short EC US N 1 N N N Texas Pacific Land Corp N/A 88262P102 1365.00000000 NS USD 392055.30000000 0.076908489324 Long EC US N 1 N N N TG THERAPEUTICS, INC. 529900X21UKABN9NJ529 88322Q108 960.00000000 NS USD 28617.60000000 0.005613841680 Long EC US N 1 N N N THE CAMPBELL'S COMPANY 5493007JDSMX8Z5Z1902 134429109 2535.00000000 NS USD 70650.45000000 0.013859318773 Long EC US N 1 N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523100 1219.00000000 NS USD 335505.37000000 0.065815233633 Long EC US N 1 N N N THERMO FISHER SCIENTIFIC INCORPORATED HCHV7422L5HDJZCRFL38 883556102 1788.00000000 NS USD 1036056.60000000 0.203240583561 Long EC US N 1 N N N TIDEWATER INC. 2549000JA5GRUPLMUH98 88642R109 1262.00000000 NS USD 63743.62000000 0.012504423529 Long EC US N 1 N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JBD9 330000.00000000 PA USD 253777.54000000 0.049782893448 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 89116CQJ9 153000.00000000 PA USD 155516.70000000 0.030507314814 Long DBT NUSS CA N 2 2034-09-10 Fixed 5.14600000 N N N Y Y LA BANQUE TORONTO-DOMINION CAD XXXX N N N THE TRADE DESK, INC. 549300GXPD31VT3E0P46 88339J105 -5510.00000000 NS USD -209159.60000000 -0.04103030583 Short EC US N 1 N N N TRANSMEDICS GROUP, INC. 549300060GVOSMWARH50 89377M109 170.00000000 NS USD 20680.50000000 0.004056840995 Long EC US N 1 N N N Transocean Ltd. 529900QO4W5DQGBGEF32 H8817H100 18579.00000000 NS USD 76731.27000000 0.015052177740 Long EC US N 1 N N N TRAVERE THERAPEUTICS, INC. N/A 89422G107 642.00000000 NS USD 24530.82000000 0.004812148459 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912797SE8 23655000.00000000 PA USD 23645919.08000000 4.638559700961 Long DBT UST US N 2 2026-01-06 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797SF5 395000.00000000 PA USD 394577.13000000 0.077403190290 Long DBT UST US N 2 2026-01-13 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797SG3 14610000.00000000 PA USD 14584181.94000000 2.860941813659 Long DBT UST US N 2 2026-01-20 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797SH1 270000.00000000 PA USD 269338.24000000 0.052835396322 Long DBT UST US N 2 2026-01-27 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797SQ1 675000.00000000 PA USD 672412.39000000 0.131905425377 Long DBT UST US N 2 2026-02-10 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797SR9 2335000.00000000 PA USD 2324456.94000000 0.455982795679 Long DBT UST US N 2 2026-02-17 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797SS7 1125000.00000000 PA USD 1119148.13000000 0.219540437301 Long DBT UST US N 2 2026-02-24 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797RU3 1300000.00000000 PA USD 1292872.40000000 0.253619484733 Long DBT UST US N 2 2026-02-26 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797SB4 255000.00000000 PA USD 253266.71000000 0.049682685228 Long DBT UST US N 2 2026-03-12 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797SC2 3140000.00000000 PA USD 3114536.64000000 0.610970717466 Long DBT UST US N 2 2026-03-26 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797TB3 490000.00000000 PA USD 485789.03000000 0.095295996324 Long DBT UST US N 2 2026-03-31 None 0.00000000 N N N N N N TREEHOUSE FOODS, INC. 5493007M7EVHE470Q576 89469A104 904.00000000 NS USD 21325.36000000 0.004183341538 Long EC US N 1 N N N TRICOLOR AUTO SECURITIZATION TRUST N/A 89616PAA1 49177.84090000 PA USD 47267.53000000 0.009272350932 Long ABS-MBS US Y 2 2027-12-15 Fixed 6.36000000 N N N N N N TRICOLOR AUTO SECURITIZATION TRUST N/A 89617QAA8 600284.26000000 PA USD 405169.66000000 0.079481099912 Long ABS-MBS US Y 2 2029-01-16 Fixed 5.12000000 N N N N N N TRIMBLE INC. 549300E2MI7NSZFQWS19 896239100 -369.00000000 NS USD -28911.15000000 -0.00567142663 Short EC US N 1 N N N TSMC ARIZONA CORPORATION 2549005GOBWLCSY63Q97 872898AF8 406000.00000000 PA USD 405951.49000000 0.079634469511 Long DBT CORP TW N 2 2027-04-22 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNB3 18287700.00000000 PA USD 18797278.96000000 3.687414321963 Long DBT USGA US N 2 2030-04-15 Fixed 1.62500000 N N N N N N N/A N/A N/A -24.00000000 NC -581652.70000000 -0.11410132822 N/A DCO NL N 1 TTF NAT GAS F DEC26 N/A Short Natural Gas TTF NAT GAS FUT Dec 2026 2026-11-30 -639493.33000000 EUR 57840.63000000 N N N N/A N/A N/A 30.00000000 NC 700694.78000000 0.137453509765 N/A DCO NL N 1 TTF NAT GAS F MAY26 N/A Long Natural Gas TTF NAT GAS FUT May 2026 2026-05-02 693964.41000000 EUR 6730.37000000 N N N TURNING POINT BRANDS, INC. 549300IYG00QF0VVP302 90041L105 307.00000000 NS USD 33278.80000000 0.006528217408 Long EC US N 1 N N N TWILIO INC. 5493004W8TRGD63APX93 90138F102 193.00000000 NS USD 27452.32000000 0.005385251671 Long EC US N 1 N N N TXNM Energy, Inc. 5493003JOBJGLZSDDQ28 69349H107 422.00000000 NS USD 24847.36000000 0.004874243305 Long EC US N 1 N N N TYLER TECHNOLOGIES, INC. 25490040SMU4Z8LBCW70 902252105 31.00000000 NS USD 14072.45000000 0.002760556662 Long EC US N 1 N N N TYSON FOODS, INCORPORATED WD6L6041MNRW1JE49D58 902494103 3716.00000000 NS USD 217831.92000000 0.042731532755 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828ZZ6 19750000.00000000 PA USD 23668968.87000000 4.643081319539 Long DBT USGA US N 2 2030-07-15 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128287D6 60523900.00000000 PA USD 74221429.61000000 14.55982874558 Long DBT USGA US N 2 2029-07-15 Fixed 0.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828Y38 6654000.00000000 PA USD 8527740.62000000 1.672865150487 Long DBT USGA US N 2 2028-07-15 Fixed 0.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128282L3 29399700.00000000 PA USD 38676065.17000000 7.586985165700 Long DBT USGA US N 2 2027-07-15 Fixed 0.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828Z37 5052600.00000000 PA USD 6064283.56000000 1.189615055411 Long DBT USGA US N 2 2030-01-15 Fixed 0.12500000 N N N N N N UBS AG 254900R882POXXVAK772 90261AAD4 419000.00000000 PA USD 422512.14000000 0.082883130029 Long DBT CORP CH N 2 2028-01-10 Fixed 4.86400000 N N N N N N UDR, INC. P3CH2EG5X6Z1XWU1OO74 902653104 3637.00000000 NS USD 133405.16000000 0.026169750348 Long EC US N 1 N N N UGI CORPORATION DX6GCWD4Q1JO9CRE5I40 902681105 1154.00000000 NS USD 43194.22000000 0.008473300087 Long EC US N 1 N N N N/A N/A N/A 5.00000000 NC 451060.56000000 0.088483400845 N/A DCO GB N 1 UK EMISS ALLOW FU DEC26 N/A Long CO2 Intercontinental Exchange Europe UK Emissions Allowances Energy Future Dec 2026 2026-12-17 389640.00000000 GBP 61420.56000000 N N N Ultragenyx Pharmaceutical Inc 529900EV44GVDN1DCX77 90400D108 500.00000000 NS USD 11500.00000000 0.002255925700 Long EC US N 1 N N N UMH PROPERTIES, INC. 529900OM5K3PJ11F0Q09 903002103 1366.00000000 NS USD 21733.06000000 0.004263319008 Long EC US N 1 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BBK5 259000.00000000 PA USD 256669.00000000 0.050350103789 Long DBT NUSS MX N 2 2033-03-22 Fixed 5.37500000 N N N N N N UNITED NATURAL FOODS, INC. 549300GKGW6WPZ282D40 911163103 961.00000000 NS USD 32356.87000000 0.006347364749 Long EC US N 1 N N N UNITED THERAPEUTICS CORPORATION 5299005C4HZL4UWROC14 91307C102 195.00000000 NS USD 95013.75000000 0.018638605261 Long EC US N 1 N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324P102 4191.00000000 NS USD 1383491.01000000 0.271395906579 Long EC US N 1 N N N Unity Software Inc 549300D1ESJMGNQNG432 91332U101 587.00000000 NS USD 25927.79000000 0.005086188505 Long EC US N 1 N N N UNIVERSAL CORPORATION 549300BZXZ66F6DTIF20 913456109 297.00000000 NS USD 15666.75000000 0.003073306431 Long EC US N 1 N N N UNIVERSAL HEALTH SERVICES, INC. 549300YGMGQDO0NMJD09 913903100 212.00000000 NS USD 46220.24000000 0.009066906721 Long EC US N 1 N N N URANIUM ENERGY CORP. 549300VD69WD2USLIP04 916896103 10780.00000000 NS USD 125910.40000000 0.024699522374 Long EC US N 1 N N N URBAN EDGE PROPERTIES N/A 91704F104 1047.00000000 NS USD 20091.93000000 0.003941382717 Long EC US N 1 N N N US 10YR ULTRA FUT MAR26 N/A N/A -54.00000000 NC USD -6210843.75000000 -1.21836539447 N/A DIR US N 1 US 10YR ULTRA FUT MAR26 N/A Short N/A N/A 2026-03-23 -6215463.78000000 USD 4620.03000000 N N N US 2YR NOTE (CBT) MAR26 N/A N/A 282.00000000 NC USD 58878515.63000000 11.55004840072 N/A DIR US N 1 US 2YR NOTE (CBT) MAR26 N/A Long N/A N/A 2026-04-03 58887490.61000000 USD -8974.98000000 N N N United States of America N/A N/A 185.00000000 NC USD 20221367.19000000 3.966774081757 N/A DIR US N 1 US 5YR NOTE (CBT) MAR26 N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Mar 2026 2026-04-03 20232983.80000000 USD -11616.61000000 N N N US FOODS HOLDING CORP. 549300UGOZSO64CFPR97 912008109 2786.00000000 NS USD 209841.52000000 0.041164076345 Long EC US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CJU6 9600000.00000000 PA USD 9599811.46000000 1.883170555753 Long SN UST US N 2 2026-01-31 Floating 3.84715080 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMJ7 2100000.00000000 PA USD 2099390.62000000 0.411832109107 Long SN UST US N 2 2027-01-31 Floating 3.70014840 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKM2 3900000.00000000 PA USD 3899730.51000000 0.765000198431 Long SN UST US N 2 2026-04-30 Floating 3.75215040 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMX6 2700000.00000000 PA USD 2700910.14000000 0.529830660797 Long SN UST US N 2 2027-04-30 Floating 3.76214760 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLA7 1700000.00000000 PA USD 1700584.48000000 0.333599324700 Long SN UST US N 2 2026-07-31 Floating 3.78415080 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNQ0 3500000.00000000 PA USD 3502018.31000000 0.686982009446 Long SN UST US N 2 2027-07-31 Floating 3.76115040 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLT6 4800000.00000000 PA USD 4803684.86000000 0.942326620180 Long SN UST US N 2 2026-10-31 Floating 3.80714760 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CPG0 4400000.00000000 PA USD 4403078.24000000 0.863740640198 Long SN UST US N 2 2027-10-31 Floating 3.79215000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLL3 400000.00000000 PA USD 399265.62000000 0.078322919428 Long SN UST US N 2 2027-09-15 Fixed 3.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CPE5 1000000.00000000 PA USD 1000234.38000000 0.196213429932 Long SN UST US N 2 2027-10-31 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CND9 500000.00000000 PA USD 502714.85000000 0.098616291309 Long SN UST US N 2 2028-05-15 Fixed 3.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLH2 600000.00000000 PA USD 600645.71000000 0.117827138608 Long SN UST US N 2 2026-08-31 Fixed 3.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNE7 500000.00000000 PA USD 502558.60000000 0.098585640145 Long SN UST US N 2 2027-05-31 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGL9 600000.00000000 PA USD 600174.77000000 0.117734755508 Long SN UST US N 2 2026-02-15 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMF5 600000.00000000 PA USD 608835.94000000 0.119433795160 Long SN UST US N 2 2028-01-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMN8 800000.00000000 PA USD 812218.75000000 0.159330882820 Long SN UST US N 2 2028-02-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CME8 900000.00000000 PA USD 906278.52000000 0.177782348256 Long SN UST US N 2 2026-12-31 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKZ3 500000.00000000 PA USD 506640.63000000 0.099386401570 Long SN UST US N 2 2027-07-15 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHU8 700000.00000000 PA USD 703313.07000000 0.137967133044 Long SN UST US N 2 2026-08-15 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKJ9 600000.00000000 PA USD 607382.81000000 0.119148738350 Long SN UST US N 2 2027-04-15 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKS9 600000.00000000 PA USD 603111.44000000 0.118310834580 Long SN UST US N 2 2026-05-31 Fixed 4.87500000 N N N N N N United States of America N/A N/A -5.00000000 NC USD -590000.00000000 -0.11573879680 N/A DIR US N 1 US ULTRA BOND CBT MAR26 N/A Short U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Mar 2026 2026-03-23 -600812.10000000 USD 10812.10000000 N N N UTZ BRANDS, INC. 5299009BHBU2NH5HRN16 918090101 1408.00000000 NS USD 14615.04000000 0.002866995160 Long EC US N 1 N N N VAALCO ENERGY, INC. 549300CFHFVIWB8M6T24 91851C201 3606.00000000 NS USD 13125.84000000 0.002574862590 Long EC US N 1 N N N Valaris Limited N/A G9460G101 1369.00000000 NS USD 68997.60000000 0.013535083400 Long EC US N 1 N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 91913Y100 7404.00000000 NS USD 1205297.16000000 0.236440073026 Long EC US N 1 N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAD2 314000.00000000 PA USD 332516.81000000 0.065228975432 Long DBT NUSS NO N 2 2028-01-15 Fixed 7.50000000 N N N N N N Vaxcyte Inc 254900M7NMHTGASX8D95 92243G108 566.00000000 NS USD 26115.24000000 0.005122960094 Long EC US N 1 N N N VEEVA SYSTEMS INC. 549300YZEXPDB92M2F02 922475108 712.00000000 NS USD 158939.76000000 0.031178807773 Long EC US N 1 N N N VENTAS, INC. ORQTRC074CWLT3DKHT41 92276F100 4671.00000000 NS USD 361441.98000000 0.070903152336 Long EC US N 1 N N N VENTURE GLOBAL PLAQUEMINES LNG, LLC 549300TKP4I6OJ02BF90 922966AE6 180000.00000000 PA USD 183302.00000000 0.035957886324 Long DBT CORP US N 2 2030-12-15 Fixed 6.12500000 N N N N N N Veracyte Inc 529900ESWZRHXOW27Z37 92337F107 222.00000000 NS USD 9346.20000000 0.001833420241 Long EC US N 1 N N N VERIS RESIDENTIAL, INC. 254900KTVBRYJCQU2J23 554489104 1108.00000000 NS USD 16487.04000000 0.003234220631 Long EC US N 1 N N N VERISIGN, INC. LMPL4N8ZOJRMF0KOF759 N/A 72.00000000 NS USD 17492.40000000 0.003431439540 Long EC US N 1 N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343V104 38746.00000000 NS USD 1578124.58000000 0.309576678120 Long EC US N 1 N N N VERTEX PHARMACEUTICALS INCORPORATED 54930015RAQRRZ5ZGJ91 92532F100 1218.00000000 NS USD 552192.48000000 0.108322191928 Long EC US N 1 N N N VFI ABS LLC N/A 91824UAA4 406251.37000000 PA USD 408121.18000000 0.080060092071 Long ABS-MBS US Y 2 2030-06-24 Fixed 4.78000000 N N N N N N VIATRIS INC. 254900ZZTSW7NL773X71 92556V106 6257.00000000 NS USD 77899.65000000 0.015281375868 Long EC US N 1 N N N VICI PROPERTIES INC. 254900RKH6RY9KCJQH63 925652109 10217.00000000 NS USD 287302.04000000 0.056359309200 Long EC US N 1 N N N Viking Therapeutics Inc 529900IVC72YPFA25M37 92686J106 707.00000000 NS USD 24872.26000000 0.004879127874 Long EC US N 1 N N N VIPER ENERGY, INC. N/A 64361Q101 3904.57000000 NS USD 150833.54000000 0.029588631248 Long EC US N 1 N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GV0 332000.00000000 PA USD 330427.29000000 0.064819079618 Long DBT CORP US N 2 2035-09-15 Fixed 4.90000000 N N N N N N VISTRA CORP. 549300KP43CPCUJOOG15 92840MAC6 286000.00000000 PA USD 290994.61000000 0.057083671248 Long DBT CORP US N 2 2174-06-15 Fixed 7.00000000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 199000.00000000 PA USD 221753.26000000 0.043500772032 Long DBT CORP US N 2 2033-10-15 Fixed 6.95000000 N N N N N N THE VITA COCO COMPANY, INC. 54930020WXOAWHR85Y25 92846Q107 509.00000000 NS USD 26982.09000000 0.005293007850 Long EC US N 1 N N N VITESSE ENERGY, INC. N/A 92852X103 731.00000000 NS USD 14079.06000000 0.002761853329 Long EC US N 1 N N N VORNADO REALTY TRUST N/A 929042109 1969.00000000 NS USD 65528.32000000 0.012854523581 Long EC US N 1 N N N VISTRA CORP. 549300KP43CPCUJOOG15 92840M102 1623.00000000 NS USD 261838.59000000 0.051364209089 Long EC US N 1 N N N WALGREENS BOOTS ALLIANCE, INC. 549300RPTUOIXG4LIH86 931427108 7869.00000000 NS USD 4170.57000000 0.000818130091 Long EC US N 1 N N N WALMART INC. Y87794H0US1R65VBXU25 931142103 54570.00000000 NS USD 6079643.70000000 1.192628214941 Long EC US N 1 N N N WATERS CORPORATION 5T547R1474YC9HOD8Q74 941848103 261.00000000 NS USD 99135.63000000 0.019447183959 Long EC US N 1 N N N Waystar Holding Corp N/A 946784105 613.00000000 NS USD 20075.75000000 0.003938208728 Long EC US N 1 N N N WD-40 COMPANY 549300UZHTN0CNKBOB19 929236107 171.00000000 NS USD 33669.90000000 0.006604938498 Long EC US N 1 N N N WEATHERFORD INTERNATIONAL PUBLIC LIMITED COMPANY 529900LPBDSCQDJKHQ39 G48833118 1583.00000000 NS USD 123885.58000000 0.024302318593 Long EC US N 1 N N N WEC ENERGY GROUP INC. 549300IGLYTZUK3PVP70 92939U106 1594.00000000 NS USD 168103.24000000 0.032976384298 Long EC US N 1 N N N WEIS MARKETS, INC. N/A 948849104 245.00000000 NS USD 15702.05000000 0.003080231142 Long EC US N 1 N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95000KBH7 925000.00000000 PA USD 894797.64000000 0.175530173277 Long ABS-MBS US N 2 2049-11-15 Floating 4.34255040 N N N N N N WELLTOWER INC. 254900F33BIAR82QTA19 95040Q104 6724.00000000 NS USD 1248041.64000000 0.244825148764 Long EC US N 1 N N N WEST PHARMACEUTICAL SERVICES, INC. 5493007NKRGM1RJQ1P16 955306105 366.00000000 NS USD 100701.24000000 0.019754305684 Long EC US N 1 N N N WESTERN DIGITAL CORPORATION 549300QQXOOYEF89IC56 958102105 -190.00000000 NS USD -32731.30000000 -0.00642081572 Short EC US N 1 N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166104 7965.00000000 NS USD 188690.85000000 0.037015003298 Long EC US N 1 N N N N/A N/A N/A -7.00000000 NC USD -177450.00000000 -0.03480991439 N/A DCO US N 1 WHEAT FUTURE(CBT) MAR26 N/A Short Wheat Wheat Future (CBT) Mar 2026 2026-03-16 -189329.70000000 USD 11879.70000000 N N N N/A N/A N/A -36.00000000 NC USD -912600.00000000 -0.17902241688 N/A DCO US N 1 WHEAT FUTURE(CBT) MAR26 N/A Short Wheat Wheat Future (CBT) Mar 2026 2026-03-16 -968372.05000000 USD 55772.05000000 N N N United States of America 254900HROIFWPRGM1V77 912797PM3 375000.00000000 PA USD 373218.29000000 0.073213281065 Long DBT UST US N 2 2026-02-19 None 0.00000000 N N N N N N JOHN WILEY & SONS, INC. 5493003XM719UN7E8P64 968223206 -523.00000000 NS USD -16019.49000000 -0.00314250253 Short EC US N 1 N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457100 28838.00000000 NS USD 1733452.18000000 0.340046897669 Long EC US N 1 N N N WISCONSIN ELECTRIC POWER COMPANY AENKIFMULUAWOUU8Q584 976656CV8 158000.00000000 PA USD 157996.22000000 0.030993715935 Long DBT CORP US N 2 2029-03-01 Fixed 3.95000000 N N N N N N WOODSIDE FINANCE LIMITED 254900AIZKU6TGRRNZ98 980236AT0 60000.00000000 PA USD 61610.34000000 0.012085943427 Long DBT NUSS AU N 2 2030-05-19 Fixed 5.40000000 N N N N N N WOODSIDE FINANCE LIMITED 254900AIZKU6TGRRNZ98 980236AV5 154000.00000000 PA USD 160382.47000000 0.031461820518 Long DBT NUSS AU N 2 2035-05-19 Fixed 6.00000000 N N N N N N WORKDAY, INC. 549300J0DYC0N31V7G13 98138H101 212.00000000 NS USD 45533.36000000 0.008932163221 Long EC US N 1 N N N WORLD KINECT CORPORATION D3W7PCXCBRQLL17DZ313 981475106 961.00000000 NS USD 22516.23000000 0.004416951472 Long EC US N 1 N N N W.P. CAREY INC. 54930042CRNE713E3Q67 92936U109 2182.00000000 NS USD 140433.52000000 0.027548485822 Long EC US N 1 N N N N/A N/A N/A 7.00000000 NC USD 399070.00000000 0.078284545151 N/A DCO US N 1 WTI CRUDE FUTURE JUN26 N/A Long Crude Oil WTI Crude Oil Future (NYM Consolidated) Jun 2026 2026-05-22 399091.49000000 USD -21.49000000 N N N N/A N/A N/A 25.00000000 NC USD 1430500.00000000 0.280617540378 N/A DCO US N 1 WTI CRUDE FUTURE MAR26 N/A Long Crude Oil WTI Crude Oil Future (NYM Consolidated) Mar 2026 2026-02-23 1447122.00000000 USD -16622.00000000 N N N N/A N/A N/A 31.00000000 NC USD 1767000.00000000 0.346627888045 N/A DCO US N 1 WTI CRUDE FUTURE MAY26 N/A Long Crude Oil WTI Crude Oil Future (NYM Consolidated) May 2026 2026-04-24 1797585.08000000 USD -30585.08000000 N N N Wynn Macau, Limited 254900NMDQ8ENTHU1I31 98313RAH9 348000.00000000 PA USD 347843.61000000 0.068235594739 Long DBT NUSS MO N 2 2028-08-26 Fixed 5.62500000 N N N N N N N/A N/A N/A -199.00000000 NC USD -48398790.00000000 -9.49426732408 N/A DE US N 1 XAY CONS DISCRET MAR26 N/A Short E-MINI S&P500-Consumer Discretionary sector Composite Index Future Mar 2026 N/A N/A 2026-03-23 -49369502.05000000 USD 970712.05000000 N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389B100 2876.00000000 NS USD 212421.36000000 0.041670156985 Long EC US N 1 N N N XENIA HOTELS & RESORTS, INC. 54930075IWIPHF5IQL62 984017103 1562.00000000 NS USD 22086.68000000 0.004332687743 Long EC US N 1 N N N Xenon Pharmaceuticals Inc 549300XV44Q9Z1MIPQ03 98420N105 772.00000000 NS USD 34601.04000000 0.006787597860 Long EC US N 1 N N N ZEBRA TECHNOLOGIES CORPORATION PO0I32GKZ3HZMMDPZZ08 989207105 -37.00000000 NS USD -8984.34000000 -0.00176243508 Short EC US N 1 N N N ZILLOW GROUP, INC. 2549002XEELQDIR6FU05 98954M101 429.00000000 NS USD 29270.67000000 0.005741952758 Long EC US N 1 N N N ZILLOW GROUP, INC. 2549002XEELQDIR6FU05 98954M200 1665.00000000 NS USD 113586.30000000 0.022281935076 Long EC US N 1 N N N ZIMMER BIOMET HOLDINGS, INC. 2P2YLDVPES3BXQ1FRB91 98956P102 814.00000000 NS USD 73194.88000000 0.014358453124 Long EC US N 1 N N N ZOETIS INC. 549300HD9Q1LOC9KLJ48 98978V103 2010.00000000 NS USD 252898.20000000 0.049610395561 Long EC US N 1 N N N ZOOM COMMUNICATIONS, INC. 549300T9GCHU0ODOM055 98980L101 158.00000000 NS USD 13633.82000000 0.002674511733 Long EC US N 1 N N N ZSCALER, INC. 529900MZ0RTK1BWRNF46 98980G102 130.00000000 NS USD 29239.60000000 0.005735857835 Long EC US N 1 N N N 2025-12-31 SEI INSTITUTIONAL MANAGED TRUST Glenn Kurdziel Glenn Kurdziel Controller and Chief Financial Officer XXXX