Monthly Portfolio Investments Report (Form NPORT-P)

Item A.1. Information about the Registrant.

a. Name of Registrant	Arrow Investments Trust
b. Investment Company Act file number for Registrant: (e.g., 811-______)	811-22638
c. CIK number of Registrant	0001527428
d. LEI of Registrant	549300IHK71DVRHETY77

e. Address and telephone number of Registrant.

Street Address 1	6100 CHEVY CHASE DR
Street Address 2	SUITE 100
City	LAUREL
State, if applicable
Foreign country, if applicable
Zip / Postal Code	20707
Telephone number	301-260-1001

Item A.2. Information about the Series.

a. Name of Series.	Arrow Managed Futures Strategy Fund
b. EDGAR series identifier (if any).	S000035950
c. LEI of Series.	549300GGOQ3UXFEQIX49

Item A.3. Reporting period.

a. Date of fiscal year-end.	2026-07-31
b. Date as of which information is reported.	2026-01-31

Item A.4. Final filing

Does the Fund anticipate that this will be its final filing on Form N PORT?

Yes No

Report the following information for the Fund and its consolidated subsidiaries.

Item B.1. Assets and liabilities. Report amounts in U.S. dollars.

a. Total assets, including assets attributable to miscellaneous securities reported in Part D.	233673003.08
b. Total liabilities.	559468.89
c. Net assets.	233113534.19

Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.

a. Assets attributable to miscellaneous securities reported in Part D.	0.00000000
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities.	50206081.87999999

c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)].

Amounts payable within one year.
Banks or other financial institutions for borrowings.	0.00000000
Controlled companies.	0.00000000
Other affiliates.	0.00000000
Others.	0.00000000
Amounts payable after one year.
Banks or other financial institutions for borrowings.	0.00000000
Controlled companies.	0.00000000
Other affiliates.	0.00000000
Others.	0.00000000

d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis.

(i) On a delayed delivery, when-issued, or other firm commitment basis:	0.00000000
(ii) On a standby commitment basis:	0.00000000
e. Liquidation preference of outstanding preferred stock issued by the Fund.	0.00000000
f. Cash and cash equivalents not reported in Parts C and D.	0.00000000

Item B.3. Portfolio level risk metrics.

If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide:

c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Investment grade.
Maturity period.
3 month.
1 year.
5 years.
10 years.
30 years.
Non-Investment grade.
Maturity period.
3 month.
1 year.
5 years.
10 years.
30 years.

For purposes of Item B.3., calculate value as the sum of the absolute values of:
(i) the value of each debt security,
(ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate;
(iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and
(iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii).

Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity.

Item B.4. Securities lending.

a. For each borrower in any securities lending transaction, provide the following information:

b. Did any securities lending counterparty provide any non-cash collateral?

Yes No

Item B.5. Return information.

a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable.

Monthly Total Return Record: 1
Monthly total returns of the Fund for each of the preceding three months - Month 1.	2.65000000
Monthly total returns of the Fund for each of the preceding three months - Month 2.	5.15000000
Monthly total returns of the Fund for each of the preceding three months - Month 3.	7.19000000
b. Class identification number(s) (if any) of the Class(es) for which returns are reported.	C000110182

Monthly Total Return Record: 2
Monthly total returns of the Fund for each of the preceding three months - Month 1.	2.57000000
Monthly total returns of the Fund for each of the preceding three months - Month 2.	5.02000000
Monthly total returns of the Fund for each of the preceding three months - Month 3.	7.17000000
b. Class identification number(s) (if any) of the Class(es) for which returns are reported.	C000110183

Monthly Total Return Record: 3
Monthly total returns of the Fund for each of the preceding three months - Month 1.	2.76000000
Monthly total returns of the Fund for each of the preceding three months - Month 2.	5.03000000
Monthly total returns of the Fund for each of the preceding three months - Month 3.	7.35000000
b. Class identification number(s) (if any) of the Class(es) for which returns are reported.	C000110184

c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.

Asset category.

Other Contracts

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	4315347.66000000

Monthly net realized gain(loss) - Month 2	-167221.71000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	8110660.57000000

Monthly net realized gain(loss) - Month 3	7215275.89000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	100022.17000000

Instrument type.

Option

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	4315347.66000000

Monthly net realized gain(loss) - Month 2	-167221.71000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	8110660.57000000

Monthly net realized gain(loss) - Month 3	7215275.89000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	100022.17000000

d. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.
Month 1

Monthly net realized gain(loss) - Month 1	0.00000000
Monthly net change in unrealized appreciation (or depreciation) - Month 1	1316677.21000000

Month 2
Monthly net realized gain(loss) - Month 2	974.10000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2	3025502.62000000

Month 3
Monthly net realized gain(loss) - Month 3	6046438.06000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3	9169226.62000000

Item B.6. Flow information.

Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies.

Month 1

a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions).	3100178.40000000
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions.	0.00000000
c. Total net asset value of shares redeemed or repurchased, including exchanges.	2419815.51000000

Month 2

a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions).	3319863.37000000
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions.	0.00000000
c. Total net asset value of shares redeemed or repurchased, including exchanges.	3534027.58000000

Month 3

a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions).	6629094.55000000
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions.	0.00000000
c. Total net asset value of shares redeemed or repurchased, including exchanges.	13787783.69000000

Item B.7. Highly Liquid Investment Minimum information.

a. If applicable, provide the Fund's current Highly Liquid Investment Minimum.
b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period.
c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period?	Yes No N/A

Item B.8. Derivatives Transactions.

For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has segregated to cover or pledged to satisfy margin requirements in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]:

(1) Moderately Liquid Investments
(2) Less Liquid Investments
(3) Illiquid Investments
Classification

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	Arrow Invts Tr
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	549300IHK71DVRHETY77
c. Title of the issue or description of the investment.	ARROW RES CSH MG
d. CUSIP (if any).	042765719

At least one of the following other identifiers:

Identifier.	ISIN
ISIN	US0427657194

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	405877.00000000
Units	Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	40662787.25000000
Exchange rate.
Percentage value compared to net assets of the Fund.	17.44334038402

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Equity-common

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
ii. Annualized rate.
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	First American Funds Inc.
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	549300J5J5SJCZ9IA369
c. Title of the issue or description of the investment.	FRST AM-GV OB-X
d. CUSIP (if any).	31846V336

At least one of the following other identifiers:

Identifier.	ISIN
ISIN	US31846V3362

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	46018575.49000000
Units	Principal amount
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	46018575.49000000
Exchange rate.
Percentage value compared to net assets of the Fund.	19.74084243967

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
ii. Annualized rate.
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	Galaxy Plus Commodity Call Option
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	N/A
c. Title of the issue or description of the investment.	Galaxy Plus Commodity Call Option
d. CUSIP (if any).	N/A

At least one of the following other identifiers:

Identifier.	Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	DUNNO2790 12/20/2025
Description of other unique identifier.	Internal ID

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	21472.27000000
Units	Number of contracts
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	50184774.72000000
Exchange rate.
Percentage value compared to net assets of the Fund.	21.52803992886

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Corporate

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
ii. Annualized rate.
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).

Option

b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Record: 1
Name of counterparty.	NOMURA SECURITIES (BERMUDA)LTD
LEI (if any) of counterparty.	549300VTR6EGLGTZLN45

i. Type, selected from among the following (put, call). Respond call for warrants.	Put Call
ii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	Written Purchased

2. If the reference instrument is an index or custom basket, and if the index's or custom basket's components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index's or custom basket's components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index's or custom basket's components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index's or custom basket's components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.

If the index's or custom basket's components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.

Index name.	N/A
Index identifier, if any.	N/A

If the index's or custom basket's components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.

Narrative description.

For all other indices or custom baskets provide:

i. Name.

18 MAR 26 LME ALUM US

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	LAH6 COMDTY 03182026

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	665688317.19000000
ISO Currency Code.	United States Dollar
iv. Value.	1312402.81000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

18 MAR 26 LME ZINC US

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	LXH6 COMDTY 03182026

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	289013016.40000000
ISO Currency Code.	United States Dollar
iv. Value.	938845.72000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

18 Mar 2026 LME NICKEL US

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	LNH6 COMDTY 03182026

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-14244620.51000000
ISO Currency Code.	United States Dollar
iv. Value.	-49022.31000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ACE INA HLDGS INC GTD SR NT 3.350% 05/03/26 B/E DTD 11/03/15 CLB CLB 02/03/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	CB4306081

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	3290903.83000000
ISO Currency Code.	United States Dollar
iv. Value.	-1.87000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ALLSTATE CORP FXD RT SR NT 3.280% 12/15/26 B/E DTD 12/08/16 CLB CLB 09/15/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	ALL4432908

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	16161649.51000000
ISO Currency Code.	United States Dollar
iv. Value.	-3035.28000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ALTRIA GROUP INC GTD NT 4.400% 02/14/26 B/E DTD 02/14/19 CLB CLB 12/14/25

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	MO4797928

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	8540434.70000000
ISO Currency Code.	United States Dollar
iv. Value.	32.78000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

AMERICAN EXPRESS CO NT 4.900% 02/13/26 B/E DTD 02/16/23 CLB CLB 01/13/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	AXP5541047

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	653962.05000000
ISO Currency Code.	United States Dollar
iv. Value.	-53.18000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

APPLE INC NT 0.700% 02/08/26 B/E DTD 02/08/21 CLB CLB 01/08/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	AAPL5123994

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	12161467.71000000
ISO Currency Code.	United States Dollar
iv. Value.	1087.32000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

APR 26 CME LEAN HOGS

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	LHJ6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	61770383.60000000
ISO Currency Code.	United States Dollar
iv. Value.	101388.45000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

APR 26 CME LIVE CATTLE

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	LCJ6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	496741981.21000000
ISO Currency Code.	United States Dollar
iv. Value.	143763.23000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

APR 26 CMX GOLD

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	GCJ6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	43536179.10000000
ISO Currency Code.	United States Dollar
iv. Value.	-1408875.31000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

APR 26 HEATING OIL

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	HOJ6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	4330464.45000000
ISO Currency Code.	United States Dollar
iv. Value.	49498.02000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

APR 26 ICE LS GASOIL

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	QSJ6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	4241842.40000000
ISO Currency Code.	United States Dollar
iv. Value.	54237.12000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

APR 26 NYM NATURAL GAS

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	NGJ6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-85076794.17000000
ISO Currency Code.	United States Dollar
iv. Value.	-1309876.52000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

APR 26 NYM RBOB GAS

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	XBJ6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	32130805.93000000
ISO Currency Code.	United States Dollar
iv. Value.	108595.22000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

AT&T INC GLOBAL NT 3.875% 01/15/26 B/E DTD 01/15/19 CLB CLB 10/15/25

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	T4833806

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	435720.09000000
ISO Currency Code.	United States Dollar
iv. Value.	2.91000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

At&t Inc Global Nt 2.950% 07/15/26 B/e Dtd 01/15/19 Clb Pb 0443 Tpr018577 Ex Bkr Ramirez & Co Yld 4.050 To Mat Average Unit Price Transaction

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	T4833791

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	2378460.92000000
ISO Currency Code.	United States Dollar
iv. Value.	37.11000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

Bank Amer Corp Fxd Rt Nt Series L 3.500% 04/19/26 B/e Dtd 04/19/16 Pb 0443 Rf2596334 Ex Bkr Keybanc Capit

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	BAC4354159

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	232470.98000000
ISO Currency Code.	United States Dollar
iv. Value.	-775.17000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

Bank New York Mellon Corp Medium Term Sr Nt Fxd Rt Nt Ser I 2.800% 05/04/26 B/e Dtd 05/02/16 Clb Pb 0443 Rf2596334 Ex Bkr Keybanc Capit

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	BK4357485

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	4851803.36000000
ISO Currency Code.	United States Dollar
iv. Value.	154.64000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

CARRIER GLOBAL CORP NT 2.493% 02/15/27 B/E DTD 08/15/20 CLB CLB 12/15/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	UTX5077960

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	3070199.57000000
ISO Currency Code.	United States Dollar
iv. Value.	-533.02000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

CITIGROUP INC FXD RT SR NT 3.400% 05/01/26 B/E DTD 05/02/16 N/C

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	C4358614

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	2444485.10000000
ISO Currency Code.	United States Dollar
iv. Value.	100.22000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

CITIGROUP INC FXD RT SR NTS 3.200% 10/21/26 B/E DTD 10/21/16 CLB CLB 07/21/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	C4415920

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	16640424.05000000
ISO Currency Code.	United States Dollar
iv. Value.	649.08000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

CME CRUDE FEB 26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	CLG6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-63938702.16000000
ISO Currency Code.	United States Dollar
iv. Value.	-198202.64000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

CMX GOLD FEB 26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	GCG6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	744623547.06000000
ISO Currency Code.	United States Dollar
iv. Value.	5612763.41000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

CMX SILVER MAR 26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	SIH6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	241970998.12000000
ISO Currency Code.	United States Dollar
iv. Value.	2363252.71000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

CRUDE OIL APR 26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	CLJ6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-15023739.18000000
ISO Currency Code.	United States Dollar
iv. Value.	-48472.17000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

Campbell Soup Co Nt 5.200% 03/19/27 B/e Dtd 03/21/24 Pb 0443 Tpr018577 Ex Bkr Ramirez & Co Yld 3.993 To Mat Average Unit Price Transaction

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	CPB5776363

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	10200922.52000000
ISO Currency Code.	United States Dollar
iv. Value.	-7664.94000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

Capital One Finl Corp Fxd Rt Sub Nt 3.750% 07/28/26 B/e Dtd 07/28/16 Clb Pb 0443 Rf2596334 Ex Bkr Keybanc Capit

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	COF4387492

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	12563649.79000000
ISO Currency Code.	United States Dollar
iv. Value.	439.80000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

Carrier Global Corp Nt 144a 2.493% 02/15/27 B/e Dtd 02/27/20 Clb Pb 0050 011f1laz9 Ex Bkr Morgan Stanle

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	UTX4952165

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	4137418.47000000
ISO Currency Code.	United States Dollar
iv. Value.	-1545.82000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

Citizens Finl Group Inc Sr Nt 2.850% 07/27/26 B/e Dtd 07/25/19 Clb Pb 0443 Rf2596334 Ex Bkr Keybanc Capit

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	CFG4862143

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	6396476.57000000
ISO Currency Code.	United States Dollar
iv. Value.	202.50000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

Cna Finl Corp Fxd Rt Sr Nt 3.450% 08/15/27 B/e Dtd 08/10/17 Clb Pb 0443 Tpr018577 Ex Bkr Ramirez & Co

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	L4528378

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	4617504.54000000
ISO Currency Code.	United States Dollar
iv. Value.	-23.45000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

DEERE JOHN CAP CORP MEDIUM TERM R 4.800% 01/09/26 B/E DTD 01/09/23 N/C

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	DE5522230

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	1252783.71000000
ISO Currency Code.	United States Dollar
iv. Value.	-12.28000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

DISCOVER BK NEW CASTLE DEL FXD RT SR NT 3.450% 07/27/26 B/E DTD 07/27/16 CLB CLB 04/27/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	DFS4385744

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	7266365.62000000
ISO Currency Code.	United States Dollar
iv. Value.	-46.93000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

DOMINION ENERGY INC FXD RT SR NT 2016 SER D 2.850% 08/15/26 B/E DTD 08/09/16 CLB CLB 05/15/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	D4390935

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	13544157.47000000
ISO Currency Code.	United States Dollar
iv. Value.	588.24000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

DUKE ENERGY CORP NEW FXD RT SR NT 2.650% 09/01/26 B/E DTD 08/12/16 CLB CLB 06/01/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	DUK4392693

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	20734559.63000000
ISO Currency Code.	United States Dollar
iv. Value.	-1581.21000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

Dominion Energy Inc Ser 2020 Sr Nt Ser B 3.600% 03/15/27 B/e Dtd 03/19/20 Clb Pb 0443 Tpr018577 Ex Bkr Ramirez & Co

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	D4968071

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	3501653.01000000
ISO Currency Code.	United States Dollar
iv. Value.	-2749.43000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ENTERGY CORP NEW FXD RT SR NT 2.950% 09/01/26 B/E DTD 08/19/16 CLB CLB 06/01/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	ETR4394761

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	17551902.08000000
ISO Currency Code.	United States Dollar
iv. Value.	1369.92000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ENTERGY TEX INC 1ST MTG BD 1.500% 09/01/26 B/E DTD 08/17/21 CLB CLB 08/01/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	ETR5239121

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	1233433.86000000
ISO Currency Code.	United States Dollar
iv. Value.	83.91000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

EVERSOURCE ENERGY 4.750% 05/15/26 B/E DTD 05/11/23 N/C

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	ES5584903

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	1022551.88000000
ISO Currency Code.	United States Dollar
iv. Value.	-22.85000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

EXELON CORP FXD RT NT 3.400% 04/15/26 B/E DTD 04/07/16 CLB CLB 01/15/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	EXC4350763

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	14513247.28000000
ISO Currency Code.	United States Dollar
iv. Value.	-1607.46000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

EXXON MOBIL CORP FXD RT SR NT 3.043% 03/01/26 B/E DTD 03/03/16 CLB CLB 12/01/25

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	XOM4340688

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	5533497.93000000
ISO Currency Code.	United States Dollar
iv. Value.	165.66000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

Exelon Corp Sr Nt 2.750% 03/15/27 B/e Dtd 09/15/22 Clb Pb 0443 Tpr018577 Ex Bkr Ramirez & Co Yld 4.069 To Mat Average Unit Price Transaction

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	EXC5508234

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	5229375.60000000
ISO Currency Code.	United States Dollar
iv. Value.	391.19000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

FEB 26 CME LEAN HOGS

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	LHG6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	2675507.02000000
ISO Currency Code.	United States Dollar
iv. Value.	2461.36000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

FEB 26 CME LIVE CATTLE

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	LCG6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	169144831.69000000
ISO Currency Code.	United States Dollar
iv. Value.	81655.57000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

FEB 26 HEATING OIL

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	HOG6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	17272120.57000000
ISO Currency Code.	United States Dollar
iv. Value.	119615.03000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

FEB 26 ICE LS GASOIL

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	QSG6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	22205390.47000000
ISO Currency Code.	United States Dollar
iv. Value.	84405.55000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

FEB 26 NYM NATURAL GAS

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	NGG6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-13553631.30000000
ISO Currency Code.	United States Dollar
iv. Value.	-47293.24000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

FEB 26 NYM RBOB GAS

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	XBG6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	12767099.67000000
ISO Currency Code.	United States Dollar
iv. Value.	16007.66000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

FEDERAL HOME LN BKS 4.125% 09/10/27 B/E DTD 09/22/25 CLB CLB 12/10/25

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	FHLN6178172

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	2407039.46000000
ISO Currency Code.	United States Dollar
iv. Value.	-18.38000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

FEDEX CORP GTD FXD RT NTS 3.250% 04/01/26 B/E DTD 03/24/16 CLB CLB 01/01/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	FDX4346475

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	17255338.63000000
ISO Currency Code.	United States Dollar
iv. Value.	683.48000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

GOLDMAN SACHS GROUP INC FXD RT SR NT 3.850% 01/26/27 B/E DTD 01/26/17 CLB CLB 01/26/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	GS4447830

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	17374178.01000000
ISO Currency Code.	United States Dollar
iv. Value.	620.96000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

HUNT J B TRANS SVCS INC SR NT 3.875% 03/01/26 B/E DTD 03/01/19 CLB CLB 01/01/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	JBHT4804019

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	13937959.84000000
ISO Currency Code.	United States Dollar
iv. Value.	-1970.13000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

Hubbell Inc Fxd Rt Sr Nt 3.150% 08/15/27 B/e Dtd 08/03/17 Clb Pb 0793 87153908 Ex Bkr Stifel Nichol Yld 4.060 To Mat Average Unit Price Transaction

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	HUB4526164

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	3103607.02000000
ISO Currency Code.	United States Dollar
iv. Value.	-51.13000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

INTEL CORP 4.875% 02/10/26 B/E DTD 02/10/23 N/C

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	INTC5538519

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	874909.62000000
ISO Currency Code.	United States Dollar
iv. Value.	-16.59000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

INTEL CORP FXD RT SR NT 2.600% 05/19/26 B/E DTD 05/19/16 CLB CLB 02/19/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	INTC4363556

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	6210506.64000000
ISO Currency Code.	United States Dollar
iv. Value.	382.34000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

INTERNATIONAL BUSINESS MACHS CORP NT 3.300% 05/15/26 B/E DTD 05/15/19 N/C

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	IBM4832194

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	16093749.10000000
ISO Currency Code.	United States Dollar
iv. Value.	-98.76000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

IPE BRENT CRUDE APR 26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	COJ6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-33478242.82000000
ISO Currency Code.	United States Dollar
iv. Value.	-146251.09000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

Intel Corp Fxd Rt Sr Nt 3.150% 05/11/27 B/e Dtd 05/11/17 Clb Pb 0005 5eh12915 Ex Bkr Goldman Sachs Yld 4.016 To Mat Average Unit Price Transaction

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	INTC4495096

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	5079904.80000000
ISO Currency Code.	United States Dollar
iv. Value.	-1566.91000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

Intel Corp Sr Nt 3.750% 03/25/27 B/e Dtd 03/25/20 Clb Pb 0250 29142296 Ex Bkr Wells Fargo S Yld 4.174 To Mat Average Unit Price Transaction

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	INTC4969552

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	3170669.06000000
ISO Currency Code.	United States Dollar
iv. Value.	-1161.58000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

JOHNSON CONTROLS INTERNATIONAL PLC ISIN#US478375AR95 3.900% 02/14/26 REG DTD 08/14/16 CLB CLB

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TYC4440901

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	3119184.50000000
ISO Currency Code.	United States Dollar
iv. Value.	-5.96000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

JPMORGAN CHASE & CO FXD RT SR NT 3.300% 04/01/26 B/E DTD 03/23/16 CLB CLB 01/01/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	JPM4346207

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	6286909.37000000
ISO Currency Code.	United States Dollar
iv. Value.	82.42000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

LOEWS CORP FXD RT NT 3.750% 04/01/26 B/E DTD 03/22/16 CLB CLB 01/01/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	L4345458

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	9280032.88000000
ISO Currency Code.	United States Dollar
iv. Value.	-1207.22000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

LOWES COS INC 4.800% 04/01/26 B/E DTD 03/30/23 CLB CLB 03/01/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	LOW5563995

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	9688365.72000000
ISO Currency Code.	United States Dollar
iv. Value.	-221.50000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

Lockheed Martin Corp Fxd Rt Sr Nt 3.550% 01/15/26 B/e Dtd 11/23/15 Clb Pb 0250 29142296 Ex Bkr Wells Fargo

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	LMT4311617

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	408475.55000000
ISO Currency Code.	United States Dollar
iv. Value.	5.00000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MAR 26 CBT BEAN MEAL

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	SMH6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-14853188.59000000
ISO Currency Code.	United States Dollar
iv. Value.	20954.69000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MAR 26 CBT BEAN OIL

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	BOH6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-28620220.25000000
ISO Currency Code.	United States Dollar
iv. Value.	-150844.35000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MAR 26 CBT CORN

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	C H6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-341914726.01000000
ISO Currency Code.	United States Dollar
iv. Value.	516943.17000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MAR 26 CBT RED WHEAT

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	KWH6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-139969637.90000000
ISO Currency Code.	United States Dollar
iv. Value.	-269081.20000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MAR 26 CBT WHEAT

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	W H6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-332387215.66000000
ISO Currency Code.	United States Dollar
iv. Value.	-776967.22000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MAR 26 CMX COPPER

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	HGH6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	352931588.07000000
ISO Currency Code.	United States Dollar
iv. Value.	620683.65000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MAR 26 CSC SUGAR 11

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	SBH6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-153521595.78000000
ISO Currency Code.	United States Dollar
iv. Value.	243047.97000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MAR 26 ICEUS CANOLA

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	RSH6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	10684903.17000000
ISO Currency Code.	Canada Dollar
iv. Value.	26424.88000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MAR 26 ICEUS COCOA

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	CCH6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-98867989.61000000
ISO Currency Code.	United States Dollar
iv. Value.	1114909.16000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MAR 26 ICEUS COFFEEC

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	KCH6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	27950951.54000000
ISO Currency Code.	United States Dollar
iv. Value.	27196.46000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MAR 26 ICEUS COTTON 2

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	CTH6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-167955931.67000000
ISO Currency Code.	United States Dollar
iv. Value.	20080.73000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MAR 26 SOYBEANS

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	S H6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-10475890.38000000
ISO Currency Code.	United States Dollar
iv. Value.	-5445.48000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MARRIOTT INTL INC NEW NT SER LL 5.450% 09/15/26 B/E DTD 09/15/23 CLB CLB 08/15/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	MAR5652035

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	3086228.52000000
ISO Currency Code.	United States Dollar
iv. Value.	-212.75000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MARSH & MCLENNAN COS INC FXD RT SR NT 3.750% 03/14/26 B/E DTD 09/14/15 CLB CLB 12/14/25

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	MMC4287843

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	2797144.32000000
ISO Currency Code.	United States Dollar
iv. Value.	65.02000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MAY 26 CSC SUGAR 11

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	SBK6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-45652935.84000000
ISO Currency Code.	United States Dollar
iv. Value.	154239.99000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MAY 26 ICEUS COCOA

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	CCK6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-3964407.76000000
ISO Currency Code.	United States Dollar
iv. Value.	43787.74000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MAY 26 ICEUS COTTON 2

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	CTK6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-40693392.42000000
ISO Currency Code.	United States Dollar
iv. Value.	28025.00000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MORGAN STANLEY FXD RT NTS SER F 3.875% 01/27/26 B/E DTD 01/27/16 N/C

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	MS4329522

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	9749821.81000000
ISO Currency Code.	United States Dollar
iv. Value.	-2.41000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

MORGAN STANLEY FXD RT SR NT SER F 3.125% 07/27/26 B/E DTD 07/25/16 N/C

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	MS4385344

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	9059615.99000000
ISO Currency Code.	United States Dollar
iv. Value.	-27.21000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

Massmutual Global Fdg Ii Medium Term Nts 144a 1.200% 07/16/26 B/e Dtd 07/16/21 Pb 0443 Rf2596334 Ex Bkr Keybanc Capit

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	MMUT5220838

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	4415262.51000000
ISO Currency Code.	United States Dollar
iv. Value.	-821.19000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

NEXTERA ENERGY CAP HLDGS INC DEB 4.950% 01/29/26 B/E DTD 01/31/24 N/C

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	NEE5744559

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	5089686.74000000
ISO Currency Code.	United States Dollar
iv. Value.	-103.11000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

NORFOLK SOUTHN CORP FXD RT SR NT 2.900% 06/15/26 B/E DTD 06/03/16 CLB CLB 03/15/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	NSC4369636

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	15808443.05000000
ISO Currency Code.	United States Dollar
iv. Value.	-664.43000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

NORTHROP GRUMMAN CORP FXD RT SR NT 3.200% 02/01/27 B/E DTD 12/01/16 CLB CLB 11/01/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	NOC4431710

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	15055296.78000000
ISO Currency Code.	United States Dollar
iv. Value.	134.85000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

NYM PLATINUM APR 26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	PLJ6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	194139273.32000000
ISO Currency Code.	United States Dollar
iv. Value.	454856.76000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ORACLE CORP FXD RT SR NT 2.650% 07/15/26 B/E DTD 07/07/16 CLB CLB 04/15/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	ORCL4379434

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	8593927.37000000
ISO Currency Code.	United States Dollar
iv. Value.	-19.83000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

ORACLE CORP NT 1.650% 03/25/26 B/E DTD 03/24/21 CLB CLB 02/25/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	ORCL5153809

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	4613030.18000000
ISO Currency Code.	United States Dollar
iv. Value.	407.36000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

PHILIP MORRIS INTL INC FXD RT NT 2.750% 02/25/26 B/E DTD 02/25/16 CLB CLB 11/25/25

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	PM4337103

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	4134158.89000000
ISO Currency Code.	United States Dollar
iv. Value.	145.27000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

PPL CAP FDG INC GTD FXD RT SR NT 3.100% 05/15/26 B/E DTD 05/17/16 CLB CLB 02/15/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	PPL4363509

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	13977607.33000000
ISO Currency Code.	United States Dollar
iv. Value.	547.06000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

Pnc Finl Svcs Group Inc Fxd Rt Sr Nt 3.150% 05/19/27 B/e Dtd 05/19/17 Clb Pb 0793 87153908 Ex Bkr Stifel Nichol

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	PNC4497661

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	5522431.60000000
ISO Currency Code.	United States Dollar
iv. Value.	-1788.11000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

Principal Finl Group Inc Gtd Fxd Rt Sr Nt 3.100% 11/15/26 B/e Dtd 11/10/16 Clb Pb 0443 Rba134664 Ex Bkr Mesirow Finan

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	PFG4423264

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	12665436.57000000
ISO Currency Code.	United States Dollar
iv. Value.	239.89000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

Prudential Finl Inc Medium Term Nts Ranche # Tr 00 1.500% 03/10/26 B/e Dtd 03/10/20 Clb Pb 0443 Rf2596334 Ex Bkr Keybanc Capit

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	PRU4962775

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	1570587.33000000
ISO Currency Code.	United States Dollar
iv. Value.	62.08000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

QUEST DIAGNOSTICS INC FIXED RATE NOTE 3.450% 06/01/26 B/E DTD 05/26/16 CLB CLB 03/01/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	DGX4366387

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	14576941.37000000
ISO Currency Code.	United States Dollar
iv. Value.	282.71000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

RAYTHEON TECHNOLOGIES CORP 5.000% 02/27/26 B/E DTD 02/27/23 CLB CLB 01/27/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	UTX5547420

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	9768631.76000000
ISO Currency Code.	United States Dollar
iv. Value.	-144.66000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

RAYTHEON TECHNOLOGIES CORP NT 3.500% 03/15/27 B/E DTD 09/15/20 CLB CLB 12/15/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	UTX5088698

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	3566812.87000000
ISO Currency Code.	United States Dollar
iv. Value.	78.47000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

REALTY INCOME CORP NT 4.875% 06/01/26 B/E DTD 06/01/21 CLB CLB 03/01/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	O5300361

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	4962314.09000000
ISO Currency Code.	United States Dollar
iv. Value.	-57.64000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

REALTY INCOME CORP SR NT TENDER 1 4.450% 09/15/26 B/E DTD 09/15/23 CLB CLB 06/15/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	O5734726

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	146015.03000000
ISO Currency Code.	United States Dollar
iv. Value.	0.20000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

Ross Stores Inc Sr Nt 4.700% 04/15/27 B/e Dtd 04/06/20 Clb Pb 0793 87153908 Ex Bkr Stifel Nichol Yld 4.360 To Par Average Unit Price Transaction

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	ROST4973625

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	9884134.31000000
ISO Currency Code.	United States Dollar
iv. Value.	228.43000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

SGX IRON ORE 62% MAR 26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	SCOH6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	396685647.00000000
ISO Currency Code.	United States Dollar
iv. Value.	-225875.90000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

SOUTHERN CO FXD RT SR NT 3.250% 07/01/26 B/E DTD 05/24/16 CLB CLB 04/01/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	SO4365691

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	11972766.60000000
ISO Currency Code.	United States Dollar
iv. Value.	865.21000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

STATE STR CORP SR NT 5.272% 08/03/26 B/E DTD 08/03/23 CLB CLB 07/04/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	STT5627007

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	998919.87000000
ISO Currency Code.	United States Dollar
iv. Value.	-125.12000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

SYNCHRONY BK GLOBAL SR SHORT TERM BK NTS 5.625% 08/23/27 B/E DTD 08/23/22 CLB CLB 07/23/27

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	GE5464739

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	7425027.24000000
ISO Currency Code.	United States Dollar
iv. Value.	-970.54000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

SYNCHRONY FINL FXD RT SR NT 3.700% 08/04/26 B/E DTD 08/04/16 CLB CLB 05/04/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	GE4389853

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	8458771.69000000
ISO Currency Code.	United States Dollar
iv. Value.	301.76000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

Sherwin-williams Co Fxd Rt Sr Nt 3.450% 06/01/27 B/e Dtd 05/16/17 Clb Pb 0443 Tpr018577 Ex Bkr Ramirez & Co

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	SHW4491960

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	3422632.16000000
ISO Currency Code.	United States Dollar
iv. Value.	-803.45000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

Stryker Corp Fxd Rt Nt 3.500% 03/15/26 B/e Dtd 03/10/16 Clb Pb 0443 Tpr018577 Ex Bkr Ramirez & Co Yld 4.108 To Mat Average Unit Price Transaction

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	SYK4341754

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	1922615.94000000
ISO Currency Code.	United States Dollar
iv. Value.	48.72000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

TANGER PPTYS LTD PARTNERSHIP FXD RT SR NT 3.125% 09/01/26 B/E DTD 08/08/16 CLB CLB 06/01/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TPLP4389803

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	15312065.85000000
ISO Currency Code.	United States Dollar
iv. Value.	219.94000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

TTF NAT GAS F_28 FEB 26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TZTG6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-144628564.00000000
ISO Currency Code.	Euro Member Countries
iv. Value.	-2303592.76000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

TTF NAT GAS F_31 MAR 26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TZTH6 COMDTY

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	-6576924.71000000
ISO Currency Code.	Euro Member Countries
iv. Value.	-49457.35000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

Tanger Pptys Ltd Partnership Fxd Rt Sr Nt 3.875% 07/15/27 B/e Dtd 07/03/17 Clb Pb 0443 Rba134664 Ex Bkr Mesirow Finan

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TPLP4514074

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	4425236.76000000
ISO Currency Code.	United States Dollar
iv. Value.	-4101.88000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

Textron Inc Fxd Rt Sr Nt 3.650% 03/15/27 B/e Dtd 03/06/17 Clb Pb 0443 Tpr018577 Ex Bkr Ramirez & Co Yld 4.184 To Mat Average Unit Price Transaction

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TXT4461819

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	16877721.31000000
ISO Currency Code.	United States Dollar
iv. Value.	53.33000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

UNITED STATES TREAS BILLS 0.000% 01/08/26 B/E DTD 07/10/25 N/C

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TSRYS6113305

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	925675.69000000
ISO Currency Code.	United States Dollar
iv. Value.	-1140.86000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

UNITED STATES TREAS BILLS 0.000% 01/22/26 B/E DTD 01/23/25 N/C

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TSRYS5979429

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	29081021.72000000
ISO Currency Code.	United States Dollar
iv. Value.	2672.17000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

UNITED STATES TREAS BILLS 0.000% 02/03/26 B/E DTD 10/07/25 N/C

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TSRYS6190886

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	55208356.82000000
ISO Currency Code.	United States Dollar
iv. Value.	5099.79000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

UNITED STATES TREAS BILLS 0.000% 03/03/26 B/E DTD 11/04/25 N/C

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TSRYS6215522

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	1625209.73000000
ISO Currency Code.	United States Dollar
iv. Value.	163.59000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

UNITED STATES TREAS BILLS 0.000% 03/10/26 B/E DTD 11/12/25 N/C

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TSRYS6222384

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	60798799.41000000
ISO Currency Code.	United States Dollar
iv. Value.	5412.34000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

UNITED STATES TREAS BILLS 0.000% 03/17/26 B/E DTD 11/18/25 N/C

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TSRYS6229977

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	83461876.97000000
ISO Currency Code.	United States Dollar
iv. Value.	7704.30000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

UNITED STATES TREAS NTS 4.250% 01/31/26 B/E DTD 01/31/24 N/C

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TSRYS5734118

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	14574652.64000000
ISO Currency Code.	United States Dollar
iv. Value.	-62.81000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

UNITED STATES TREAS NTS 4.500% 03/31/26 B/E DTD 03/31/24 N/C

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TSRYS5774872

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	29199287.38000000
ISO Currency Code.	United States Dollar
iv. Value.	-961.34000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

UNITED STATES TREAS NTS VARIABL 04/30/26 B/E DTD 04/30/24 N/C

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TSRYS5793015

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	29154607.25000000
ISO Currency Code.	United States Dollar
iv. Value.	119.01000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

United States Treas Bills 0.000% 02/12/26 B/e Dtd 08/14/25 Pb 0235 19880842 Ex Bkr Rbc Capital M Yld 3.640 To Mat Average Unit Price Transaction

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TSRYS6140960

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	36369683.80000000
ISO Currency Code.	United States Dollar
iv. Value.	3473.48000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

United States Treas Bills 0.000% 03/12/26 B/e Dtd 09/11/25 Pb 0019 97672000 Ex Bkr Jefferies & C Yld 3.697 To Mat Average Unit Price Transaction

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TSRYS6164651

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	4240546.46000000
ISO Currency Code.	United States Dollar
iv. Value.	866.34000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

United States Treas Bills 0.000% 04/09/26 B/e Dtd 10/09/25 Pb 0250 29142296 Ex Bkr Wells Fargo S Yld 3.586 To Mat Average Unit Price Transaction

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TSRYS6190887

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	74871949.72000000
ISO Currency Code.	United States Dollar
iv. Value.	7425.69000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

United States Treas Bills 0.000% 04/14/26 B/e Dtd 12/16/25 Pb 0250 29142296 Ex Bkr Wells Fargo S Yld 3.619 To Mat Average Unit Price Transaction

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TSRYS6254850

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	216186631.35000000
ISO Currency Code.	United States Dollar
iv. Value.	20143.87000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

United States Treas Bills 0.000% 04/16/26 B/e Dtd 04/17/25 Pb 0235 19880842 Ex Bkr Rbc Capital M Yld 3.634 To Mat Average Unit Price Transaction

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TSRYS6049507

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	64830467.37000000
ISO Currency Code.	United States Dollar
iv. Value.	7044.57000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

United States Treas Bills 0.000% 05/12/26 B/e Dtd 01/13/26 Pb 0250 29142296 Ex Bkr Wells Fargo S Yld 3.633 To Mat Average Unit Price Transaction

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TSRYS6274738

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	16428624.67000000
ISO Currency Code.	United States Dollar
iv. Value.	1684.91000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

United States Treas Bills 0.000% 05/19/26 B/e Dtd 01/20/26 Pb 0019 97672000 Ex Bkr Jefferies & C Yld 3.653 To Mat Average Unit Price Transaction

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TSRYS6280580

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	7074774.51000000
ISO Currency Code.	United States Dollar
iv. Value.	1018.18000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

United States Treas Bills 0.000% 05/26/26 B/e Dtd 01/27/26 Pb 0235 19880842 Ex Bkr Rbc Capital M Yld 3.670 To Mat Average Unit Price Transaction

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TSRYS6287411

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	20055935.57000000
ISO Currency Code.	United States Dollar
iv. Value.	3064.83000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

United States Treas Nts 0.750% 05/31/26 B/e Dtd 05/31/21 Pb 0235 19880842 Ex Bkr Rbc Capital M Yld 3.676 To Mat Average Unit Price Transaction

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TSRYS5186006

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	20269921.93000000
ISO Currency Code.	United States Dollar
iv. Value.	16098.06000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

United States Treas Nts 3.625% 05/15/26 B/e Dtd 05/15/23 Pb 0250 29142296 Ex Bkr Wells Fargo S Yld 3.680 To Mat Average Unit Price Transaction

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TSRYS5580514

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	20406528.28000000
ISO Currency Code.	United States Dollar
iv. Value.	-354.06000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

United States Treas Nts 4.125% 10/31/26 B/e Dtd 10/31/24 Pb 0250 29142296 Ex Bkr Wells Fargo S Yld 3.618 To Mat Average Unit Price Transaction

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TSRYS5921413

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	8982111.39000000
ISO Currency Code.	United States Dollar
iv. Value.	-4077.84000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

United States Treas Nts Variabl 10/31/26 B/e Dtd 10/31/24 Pb 7256 40040877889 Ex Bkr Barclays Capi Variable Rate Average Unit Price Transaction

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	TSRYS5921414

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	38475379.36000000
ISO Currency Code.	United States Dollar
iv. Value.	-7587.32000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

VIRGINIA ELEC & PWR CO FXD RT SR NOTES SER A 3.150% 01/15/26 B/E DTD 01/14/16 CLB CLB 10/15/25

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	D4327151

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	1511217.35000000
ISO Currency Code.	United States Dollar
iv. Value.	40.54000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

WEC ENERGY GROUP INC 5.600% 09/12/26 B/E DTD 09/12/23 CLB CLB 08/12/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	WEC5647182

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	18415352.91000000
ISO Currency Code.	United States Dollar
iv. Value.	-204.34000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

WELLS FARGO BK NA SAN FRANCISCO CALIF MEDIUM TERM SR BK NTS LKD TO 5.450% 08/07/26 B/E DTD 08/09/23 CLB CLB 07/07/26

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	WFC5628805

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	7346931.58000000
ISO Currency Code.	United States Dollar
iv. Value.	-294.13000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

Wells Fargo & Co New Fxd Rt Nts 3.000% 04/22/26 B/e Dtd 04/22/16 Pb 0250 29142296 Ex Bkr Wells Fargo S

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	WFC4354551

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	2906719.74000000
ISO Currency Code.	United States Dollar
iv. Value.	120.36000000
ISO Currency Code.	United States Dollar

For all other indices or custom baskets provide:

i. Name.

Westar Energy Inc 1st Mtg Bd 3.100% 04/01/27 B/e Dtd 03/06/17 Clb Pb 0750 73121905 Ex Bkr Stonex Financ

At least one of the following other identifiers:

Identifier.	Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).	WR4461823

iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).	4467172.41000000
ISO Currency Code.	United States Dollar
iv. Value.	-847.36000000
ISO Currency Code.	United States Dollar

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	21472.27000000
v. Exercise price or rate.	0.00010000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2025-12-20
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.	28258551.61000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).	Galaxy Plus Fund LLC Dunn Financial Feeder Fund
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.	N/A
c. Title of the issue or description of the investment.	Galaxy Plus Fund LLC Dunn Financial Feeder Fund
d. CUSIP (if any).	N/A

At least one of the following other identifiers:

Identifier.	Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	GLPSF1790
Description of other unique identifier.	Internal ID

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance	130005.07200000
Units	Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.	United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.	96474163.83000000
Exchange rate.
Percentage value compared to net assets of the Fund.	41.38505478252

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile.

Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.

Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other," provide a brief description.

Private fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.	UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security?

Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments

ii. Moderately Liquid Investments

iii. Less Liquid Investments

iv. Illiquid Investments

Category.

N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
ii. Annualized rate.
c. Currently in default? [Y/N]	Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]	Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.	Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N]	Yes No
ii. Contingent convertible? [Y/N]	Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.

Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.

Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party?	Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

Yes No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

Yes No

c. Is any portion of this investment on loan by the Fund?

Yes No

The Fund may provide any information it believes would be helpful in understanding the information reported in response to any Item of this Form. The Fund may also explain any assumptions that it made in responding to any Item of this Form. To the extent responses relate to a particular Item, provide the Item number(s), as applicable.

Note Item

B.5.a

Explanatory Notes

Returns are reported without deducting sales loads and redemption fees, if any.

The Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

Registrant:	Arrow Investments Trust
By (Signature):	Sam Singh
Name:	Sam Singh
Title:	Treasurer
Date:	2026-02-27