Product description
| Symbol | Cusip | Name | Amount | Value | Title Of Class | Pay of profile | |
|---|---|---|---|---|---|---|---|
| N/A | N/A | N/A | 2200000.0 | 53745.68 | CORP | N/A | |
| 91282CDD0 | 91282CDD0 | United States Treasury Notes | 1000000.0 | 987785.5 | UST | Long | |
| N/A | N/A | CHICAGO MERCANTILE EXCHANGE (FLOOR) | 5.0 | 111950.0 | CORP | Long | |
| N/A | N/A | ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | -15.0 | -19949.26 | CORP | Short | |
| 91282CDN8 | 91282CDN8 | United States Treasury Notes | 5000000.0 | 4722363.3 | UST | Long | |
| N/A | N/A | N/A | 1940000.0 | 49301.21 | CORP | N/A | |
| 78462F103 | 78462F103 | Spdr S&P 500 Etf Trust | 12843.0 | 5879396.97 | RF | Long | |
| 912828ZC7 | 912828ZC7 | United States Treasury Notes | 2000000.0 | 1879882.82 | UST | Long | |
| N/A | N/A | OSAKA EXCHANGE | 63.0 | 548829.17 | CORP | Long | |
| N/A | N/A | EUREX DEUTSCHLAND | -7.0 | -1811.73 | CORP | Short | |
| 91282CCL3 | 91282CCL3 | United States Treasury Notes | 1500000.0 | 1431218.76 | UST | Long | |
| 35473P678 | 35473P678 | Franklin Templeton ETF Trust | 107700.0 | 2716194.0 | RF | Long | |
| 912828YH7 | 912828YH7 | United States Treasury Notes | 1000000.0 | 957343.75 | UST | Long | |
| N/A | N/A | Chicago Board of Trade | -51.0 | 79079.5 | CORP | Short | |
| 35473P744 | 35473P744 | Franklin Templeton ETF Trust | 81300.0 | 2257701.0 | RF | Long | |
| N/A | N/A | EUREX DEUTSCHLAND | 77.0 | 125295.38 | CORP | Long | |
| N/A | N/A | ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 36.0 | 45390.47 | CORP | Long | |
| N/A | N/A | CHICAGO MERCANTILE EXCHANGE (FLOOR) | 2.0 | 26570.0 | CORP | Long | |
| 78463X202 | 78463X202 | Spdr Index Shs Fds | 55100.0 | 2591353.0 | RF | Long | |
| 61747C707 | 61747C707 | Morgan Stanley Institutional Liquidity Funds | 4590809.12 | 4590809.12 | RF | Long | |
| 459058JE4 | 459058JE4 | International Bank for Reconstruction & Development | 1000000.0 | 914414.43 | NUSS | Long | |
| 46138G649 | 46138G649 | Invesco Exchange Traded Fund Trust II | 29800.0 | 4706314.0 | RF | Long | |
| 912828WJ5 | 912828WJ5 | United States Treasury Notes | 1500000.0 | 1466306.1 | UST | Long | |
| 912796Z28 | 912796Z28 | United States Treasury Bills | 4500000.0 | 4368537.36 | UST | Long | |
| 46431W853 | 46431W853 | iShares US ETF Trust | 1267.0 | 36020.81 | RF | Long | |
| N/A | N/A | EUREX DEUTSCHLAND | -3.0 | -2065.46 | CORP | Short | |
| 4581X0DF2 | 4581X0DF2 | Inter-American Development Bank | 1000000.0 | 986528.72 | NUSS | Long | |
| N/A | N/A | N/A | 290000000.0 | 54528.09 | CORP | N/A | |
| 91282CAK7 | 91282CAK7 | United States Treasury Notes | 1200000.0 | 1192507.25 | UST | Long | |
| N/A | N/A | EUREX DEUTSCHLAND | -17.0 | 13485.37 | CORP | Short |