Product description
| Symbol | Cusip | Name | Amount | Value | Title Of Class | Pay of profile | |
|---|---|---|---|---|---|---|---|
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -248.0 | -1937.62 | CORP | N/A | |
| 197677AH0 | 197677AH0 | HCA INC | 1250000.0 | 1258570.48 | CORP | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -252.0 | 0.0 | CORP | N/A | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | -208.0 | -265200.0 | CORP | N/A | |
| 000000000 | 000000000 | TRANSACTIONAL MASTER | 252.0 | 0.0 | CORP | N/A | |
| 55312YAH5 | 55312YAH5 | ML-CFC Commercial Mortgage Tru | 67384.45 | 16910.2 | CORP | Long | |
| 845467AT6 | 845467AT6 | SOUTHWESTERN ENERGY CO | 1800000.0 | 1549723.32 | CORP | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 543.0 | 0.0 | CORP | N/A | |
| 000000000 | 000000000 | TRANSACTIONAL MASTER | 76.0 | 0.0 | CORP | N/A | |
| 988895AE8 | 988895AE8 | REPUBLIC OF ZAMBIA | 550000.0 | 338690.0 | NUSS | Long | |
| 000000000 | 000000000 | Virgin Media Bristol LLC | 360000.0 | 350326.8 | CORP | Long | |
| 000000000 | 000000000 | EGYPT GOVERNMENT BOND | 3500000.0 | 108575.78 | NUSS | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 1.0 | 1828010.1 | CORP | N/A | |
| 912810SN9 | 912810SN9 | US TREASURY N/B | 410000.0 | 180432.03 | UST | Long | |
| 000000000 | 000000000 | CREDIT AGRICOLE SA | 1680000.0 | 1922236.12 | CORP | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 200.0 | 0.0 | CORP | N/A | |
| 01F062614 | 01F062614 | Fannie Mae or Freddie Mac | 3900000.0 | 3873474.46 | USGSE | Long | |
| 000000000 | 000000000 | TRANSACTIONAL MASTER | -126.0 | 0.0 | CORP | N/A | |
| 000000000 | 000000000 | Bank of America, National Association | 1.0 | 24.03 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -172.0 | -8062.51 | CORP | N/A | |
| 98313RAC0 | 98313RAC0 | WYNN MACAU LTD | 840000.0 | 816833.81 | CORP | Long | |
| 03746AAA8 | 03746AAA8 | APACHE CORP | 190000.0 | 195864.35 | CORP | Long | |
| 000000000 | 000000000 | TRANSACTIONAL MASTER | -101.0 | 0.0 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 301.0 | 131687.5 | CORP | N/A | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 1.0 | 5455876.82 | CORP | N/A | |
| 92858RAA8 | 92858RAA8 | VMED O2 UK FINAN | 470000.0 | 370135.29 | CORP | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -309.0 | 0.0 | CORP | N/A | |
| 000000000 | 000000000 | Citibank, National Association | 1.0 | -69286.27 | CORP | N/A | |
| 000000000 | 000000000 | ICE FUTURES EUROPE | -2502.0 | -355815.11 | CORP | N/A | |
| 55293AAN7 | 55293AAN7 | MHC Commercial Mortgage Trust | 680000.0 | 657845.67 | CORP | Long | |
| 000000000 | 000000000 | REPUBLIC OF ANGOLA | 700000.0 | 594398.0 | NUSS | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -50.0 | -16406.26 | CORP | N/A | |
| 674599DL6 | 674599DL6 | OCCIDENTAL PETROLEUM COR | 540000.0 | 520484.4 | CORP | Long | |
| 000000000 | 000000000 | TRANSACTIONAL MASTER | -211.0 | 0.0 | CORP | N/A | |
| 000000000 | 000000000 | TRANSACTIONAL MASTER | 431.0 | 0.0 | CORP | N/A | |
| 92943EAB2 | 92943EAB2 | GTCR W Merger Sub LLC | 690000.0 | 685973.85 | CORP | Long | |
| 16117LBW8 | 16117LBW8 | Charter Communications Operating LLC | 1339338.7565 | 1340912.48 | CORP | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 869.0 | -171024.9 | CORP | N/A | |
| 040114HS2 | 040114HS2 | REPUBLIC OF ARGENTINA | 3797393.0 | 1063690.6 | NUSS | Long | |
| 29273VAL4 | 29273VAL4 | ENERGY TRANSFER LP | 2870000.0 | 2601840.92 | CORP | Long | |
| 000000000 | 000000000 | TRANSACTIONAL MASTER | -51.0 | 0.0 | CORP | N/A | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 4430.0 | 27687.5 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 102.0 | 25500.0 | CORP | N/A | |
| 494550AW6 | 494550AW6 | KINDER MORGAN ENER PART | 70000.0 | 69474.53 | CORP | Long | |
| 88167AAF8 | 88167AAF8 | TEVA PHARMACEUTICALS NE | 6917000.0 | 4145694.27 | CORP | Long | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | 0.0 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 4561.0 | -35770714.23 | CORP | N/A | |
| 000000000 | 000000000 | INTER-AMERICAN DEVEL BK | 1284000000.0 | 15067461.93 | NUSS | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | -24.0 | 27715.0 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -361.0 | -2820.5 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 52.0 | 0.0 | CORP | N/A | |
| 279158AL3 | 279158AL3 | ECOPETROL SA | 2090000.0 | 2002792.87 | CORP | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 1.0 | 1073950.85 | CORP | N/A | |
| 262485AC9 | 262485AC9 | Dryden Senior Loan Fund | 3420000.0 | 2113972.08 | CORP | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | -2.0 | 645.0 | CORP | N/A | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | -1359.0 | -3219131.25 | CORP | N/A | |
| 000000000 | 000000000 | IVORY COAST | 1420000.0 | 1168726.74 | NUSS | Long | |
| 46650BAA9 | 46650BAA9 | JP Morgan Chase Commercial Mor | 10570000.0 | 105.7 | CORP | Long | |
| 000000000 | 000000000 | INTERCONTINENTAL EXCHANGE, INC. | 1.0 | 9284.88 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 156.0 | 0.0 | CORP | N/A | |
| 45255RAZ0 | 45255RAZ0 | Impac Secured Assets Corp. | 1416858.19 | 1132784.22 | CORP | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -104.0 | 0.0 | CORP | N/A | |
| 71913BAE2 | 71913BAE2 | Phoenix Guarantor Inc | 268152.5 | 265768.62 | CORP | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -206.0 | -27359.48 | CORP | N/A | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | -82229.41 | CORP | N/A | |
| 05565AS20 | 05565AS20 | BNP PARIBAS | 200000.0 | 203797.8 | CORP | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -220.0 | 0.0 | CORP | N/A | |
| 000000000 | 000000000 | TRANSACTIONAL MASTER | 412.0 | 0.0 | CORP | N/A | |
| 000000000 | 000000000 | TRANSACTIONAL MASTER | -151.0 | 0.0 | CORP | N/A | |
| 000000000 | 000000000 | BNP PARIBAS SECURITIES CORP. | 1.0 | -1230.0 | CORP | N/A | |
| 08579X101 | 08579X101 | Berry Corp | 40182.0 | 335519.7 | CORP | Long | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | -13630.82 | CORP | N/A | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | -1147.0 | -71687.5 | CORP | N/A | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 202.0 | -642238.75 | CORP | N/A | |
| 05608RAQ8 | 05608RAQ8 | BX Trust | 2570000.0 | 2344271.76 | CORP | Long | |
| 29268BAF8 | 29268BAF8 | ENEL FINANCE INTL NV | 1680000.0 | 1485645.08 | CORP | Long | |
| 3137G0FM6 | 3137G0FM6 | Freddie Mac - STACR | 1528343.32 | 1619736.72 | CORP | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -152.0 | -19000.0 | CORP | N/A | |
| 000000000 | 000000000 | NOTA DO TESOURO NACIONAL | 8024000.0 | 1462062.54 | NUSS | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 1.0 | 24772001.09 | CORP | N/A | |
| 958254AD6 | 958254AD6 | WESTERN MIDSTREAM OPERAT | 2130000.0 | 1641584.61 | CORP | Long | |
| 88948ABQ9 | 88948ABQ9 | TOLL ROAD INV PART II | 200000.0 | 65736.49 | CORP | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -75.0 | -49218.75 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -254.0 | -154781.27 | CORP | N/A | |
| 78432WAG8 | 78432WAG8 | SFO Commerical Mortgage Trust | 1000000.0 | 776535.9 | CORP | Long | |
| 46654EAL5 | 46654EAL5 | JP Morgan Chase Commercial Mor | 344000.0 | 269070.06 | CORP | Long | |
| 25470MAD1 | 25470MAD1 | DISH NETWORK CORP | 3650000.0 | 3504000.0 | CORP | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -1774.0 | -20538.63 | CORP | N/A | |
| 335934AU9 | 335934AU9 | FIRST QUANTUM MINERALS L | 2120000.0 | 1792145.18 | CORP | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -53.0 | 0.0 | CORP | N/A | |
| 000000000 | 000000000 | GOLDMAN SACHS & CO. LLC | 1.0 | -178566.75 | CORP | N/A | |
| 984245AL4 | 984245AL4 | YPF SOCIEDAD ANONIMA | 610000.0 | 562552.19 | CORP | Long | |
| 45660L3K3 | 45660L3K3 | Residential Asset Securitizati | 62212.68 | 55583.16 | CORP | Long | |
| 393505MR0 | 393505MR0 | Conseco Financial Corp | 787257.14 | 785603.51 | CORP | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -108.0 | -843.8 | CORP | N/A | |
| 126307BB2 | 126307BB2 | CSC HOLDINGS LLC | 320000.0 | 214661.47 | CORP | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -535.0 | -66875.0 | CORP | N/A | |
| 251799AA0 | 251799AA0 | DEVON ENERGY CORPORATION | 340000.0 | 368585.01 | CORP | Long | |
| 000000000 | 000000000 | GOLDMAN SACHS & CO. LLC | 1.0 | -115246.21 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -2143.0 | 12125550.28 | CORP | N/A | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | -2998.0 | 430710.45 | CORP | N/A | |
| 452151LF8 | 452151LF8 | ILLINOIS ST | 1425000.0 | 1321641.19 | MUN | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 36.0 | 0.0 | CORP | N/A | |
| 780153BK7 | 780153BK7 | ROYAL CARIBBEAN CRUISES | 1970000.0 | 1817473.93 | CORP | Long | |
| 000000000 | 000000000 | JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | 4190000.0 | 2275.66 | CORP | N/A | |
| 74365PAD0 | 74365PAD0 | PROSUS NV | 1290000.0 | 695994.69 | CORP | Long | |
| 617734AG3 | 617734AG3 | MORONGO BAND OF MISSION | 360000.0 | 350183.59 | NUSS | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 1.0 | -355123.68 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -208.0 | 0.0 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -155.0 | -1211.02 | CORP | N/A | |
| 071734AK3 | 071734AK3 | BAUSCH HEALTH COS INC | 6030000.0 | 2209482.45 | CORP | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 1.0 | -1183964.8 | CORP | N/A | |
| 000000000 | 000000000 | INDONESIA GOVERNMENT | 143819000000.0 | 8712344.07 | NUSS | Long | |
| 35564KWA3 | 35564KWA3 | Freddie Mac - STACR | 780000.0 | 828268.9 | CORP | Long | |
| 000000000 | 000000000 | POLAND GOVERNMENT BOND | 74310000.0 | 13155360.2 | NUSS | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | -208.0 | -20800.0 | CORP | N/A | |
| 000000000 | 000000000 | JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | 3766667.0 | 40857.88 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -574.0 | 0.0 | CORP | N/A | |
| 75915TAG7 | 75915TAG7 | LifePoint Health Inc | 629793.3 | 596335.53 | CORP | Long | |
| 77340RAM9 | 77340RAM9 | ROCKIES EXPRESS PIPELINE | 1180000.0 | 983280.63 | CORP | Long | |
| 25470XBD6 | 25470XBD6 | DISH DBS CORP | 420000.0 | 216797.7 | CORP | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 417.0 | -294213.2 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 185.0 | 95390.63 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -51.0 | -61359.38 | CORP | N/A | |
| 000000000 | 000000000 | EUREX CLEARING AKTIENGESELLSCHAFT | -52.0 | -36767.56 | CORP | N/A | |
| 08162QAQ2 | 08162QAQ2 | BENCHMARK Mortgage Trust | 1190000.0 | 550283.13 | CORP | Long | |
| 08580BAA4 | 08580BAA4 | BERRY PETROLEUM CO LLC | 780000.0 | 749463.0 | CORP | Long | |
| 000000000 | 000000000 | EUREX CLEARING AKTIENGESELLSCHAFT | -154.0 | -177494.44 | CORP | N/A | |
| 000000000 | 000000000 | REPUBLIC OF SOUTH AFRICA | 59640000.0 | 1834720.0 | NUSS | Long | |
| 143658BS0 | 143658BS0 | CARNIVAL CORP | 2030000.0 | 2061856.79 | CORP | Long | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | 0.0 | CORP | N/A | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 1.0 | -4937076.12 | CORP | N/A | |
| 91832VAA2 | 91832VAA2 | VOC ESCROW LTD | 670000.0 | 602586.41 | CORP | Long | |
| 25714PEW4 | 25714PEW4 | DOMINICAN REPUBLIC | 57000000.0 | 996145.72 | NUSS | Long | |
| 03969AAP5 | 03969AAP5 | ARDAGH PKG FIN/HLDGS USA | 890000.0 | 648444.44 | CORP | Long | |
| 000000000 | 000000000 | JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | 1.0 | 33902.77 | CORP | N/A | |
| 21H0626B8 | 21H0626B8 | Government National Mortgage A | 1800000.0 | 1795984.0 | USGA | Long | |
| 911365BL7 | 911365BL7 | UNITED RENTALS NORTH AM | 320000.0 | 292542.02 | CORP | Long | |
| 040114HU7 | 040114HU7 | REPUBLIC OF ARGENTINA | 2874177.900397 | 875118.08 | NUSS | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 688.0 | -331496.19 | CORP | N/A | |
| 000000000 | 000000000 | BNP PARIBAS SECURITIES CORP. | 1.0 | -9460.08 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -175.0 | -57421.91 | CORP | N/A | |
| 80007RAF2 | 80007RAF2 | SANDS CHINA LTD | 1210000.0 | 1171881.71 | CORP | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | -412.0 | -103000.0 | CORP | N/A | |
| 000000000 | 000000000 | ICE FUTURES EUROPE | 120.0 | -203363.73 | CORP | N/A | |
| 674599DJ1 | 674599DJ1 | OCCIDENTAL PETROLEUM COR | 980000.0 | 909621.3 | CORP | Long | |
| 02156LAC5 | 02156LAC5 | ALTICE FRANCE SA | 580000.0 | 431498.13 | CORP | Long | |
| 88948AAZ0 | 88948AAZ0 | TOLL ROAD INV PART II | 520000.0 | 509291.31 | CORP | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 517.0 | -1306989.7 | CORP | N/A | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | -824.0 | -20600.0 | CORP | N/A | |
| 00764MAW7 | 00764MAW7 | Aegis Asset Backed Securities | 157931.26 | 139296.27 | CORP | Long | |
| 25179SAD2 | 25179SAD2 | DEVON ENERGY CORPORATION | 220000.0 | 235414.41 | CORP | Long | |
| 25470XBE4 | 25470XBE4 | DISH DBS CORP | 240000.0 | 194046.18 | CORP | Long | |
| 000000000 | 000000000 | ARAB REPUBLIC OF EGYPT | 960000.0 | 730410.24 | NUSS | Long | |
| 52470G494 | 52470G494 | Western Asset Premier Institutional Government Reserves | 6559049.68 | 6559049.68 | RF | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 102.0 | 6375.0 | CORP | N/A | |
| 71647NAY5 | 71647NAY5 | PETROBRAS GLOBAL FINANCE | 150000.0 | 148092.89 | CORP | Long | |
| 00774MAX3 | 00774MAX3 | AERCAP IRELAND CAP/GLOBA | 170000.0 | 131678.67 | CORP | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -152.0 | -1187.57 | CORP | N/A | |
| 000000000 | 000000000 | BNP PARIBAS SECURITIES CORP. | 1.0 | 51759.85 | CORP | N/A | |
| 000000000 | 000000000 | IVORY COAST | 345836.45 | 309091.33 | NUSS | Long | |
| 912810TR9 | 912810TR9 | US TREASURY N/B | 2000000.0 | 1559375.0 | UST | Long | |
| 172967JM4 | 172967JM4 | CITIGROUP INC | 4970000.0 | 4731443.48 | CORP | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 1.0 | -679453.76 | CORP | N/A | |
| 23311RAA4 | 23311RAA4 | DCP MIDSTREAM OPERATING | 620000.0 | 613511.45 | CORP | Long | |
| 90932LAH0 | 90932LAH0 | UNITED AIRLINES INC | 1220000.0 | 1031635.97 | CORP | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 41.0 | 72006.25 | CORP | N/A | |
| 01F0626B2 | 01F0626B2 | Fannie Mae or Freddie Mac | 3900000.0 | 3876521.34 | USGSE | Long | |
| 674599CY9 | 674599CY9 | OCCIDENTAL PETROLEUM COR | 604000.0 | 395535.44 | CORP | Long | |
| 36255TAL6 | 36255TAL6 | GS Mortgage Securities Trust | 6607480.94 | 2236068.68 | CORP | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -1878.0 | 483871.54 | CORP | N/A | |
| 000000000 | 000000000 | EUROPEAN BK RECON & DEV | 38012000000.0 | 2305965.62 | NUSS | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -25.0 | -2734.38 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 100.0 | 70312.5 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -313.0 | 0.0 | CORP | N/A | |
| 958667AA5 | 958667AA5 | WESTERN MIDSTREAM OPERAT | 2280000.0 | 1687154.38 | CORP | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -260.0 | 0.0 | CORP | N/A | |
| 01F0526B3 | 01F0526B3 | Fannie Mae or Freddie Mac | -1500000.0 | -1422773.45 | USGSE | Short | |
| 071734AJ6 | 071734AJ6 | BAUSCH HEALTH COS INC | 5490000.0 | 1906841.7 | CORP | Long | |
| 000000000 | 000000000 | MEX BONOS DESARR FIX RT | 357935400.0 | 15862797.97 | NUSS | Long | |
| 912810TT5 | 912810TT5 | US TREASURY N/B | 3580000.0 | 3063137.5 | UST | Long | |
| 060505FL3 | 060505FL3 | BANK OF AMERICA CORP | 2400000.0 | 2069400.0 | CORP | Long | |
| 913366KD1 | 913366KD1 | UNIV OF CALIFORNIA CA RGTS MED | 205000.0 | 118357.86 | MUN | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | -2553.0 | 1053588.7 | CORP | N/A | |
| 000000000 | 000000000 | PROVINCIA DE BUENOS AIRE | 5272121.997551 | 1693669.19 | NUSS | Long | |
| 000000000 | 000000000 | INDONESIA GOVERNMENT | 86483000000.0 | 5402615.06 | NUSS | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 301.0 | 231393.75 | CORP | N/A | |
| 01F0626B2 | 01F0626B2 | Fannie Mae or Freddie Mac | -3900000.0 | -3876521.34 | USGSE | Short | |
| 89117F8Z5 | 89117F8Z5 | TORONTO-DOMINION BANK | 210000.0 | 206548.04 | CORP | Long | |
| 517834AE7 | 517834AE7 | LAS VEGAS SANDS CORP | 30000.0 | 27481.97 | CORP | Long | |
| 01F060618 | 01F060618 | Fannie Mae or Freddie Mac | 10900000.0 | 10598414.11 | USGSE | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -355.0 | -122031.25 | CORP | N/A | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | -26.0 | -51350.0 | CORP | N/A | |
| 000000000 | 000000000 | NOTA DO TESOURO NACIONAL | 13552000.0 | 2600011.05 | NUSS | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 550.0 | 4297.15 | CORP | N/A | |
| 02154CAH6 | 02154CAH6 | ALTICE FINANCING SA | 220000.0 | 170367.52 | CORP | Long | |
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| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -61.0 | 0.0 | CORP | N/A | |
| 000000000 | 000000000 | 1011778 BC Unlimited Liability Company | 739792.86 | 733689.57 | CORP | Long | |
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| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 1.0 | -303926.16 | CORP | N/A | |
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| 000000000 | 000000000 | BNP PARIBAS SECURITIES CORP. | 1.0 | -49156.66 | CORP | N/A | |
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| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -457.0 | -96398.66 | CORP | N/A | |
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| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 52.0 | 0.0 | CORP | N/A | |
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| 254010AE1 | 254010AE1 | DIGNITY HEALTH | 760000.0 | 613438.01 | CORP | Long | |
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| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 166.0 | 246925.0 | CORP | N/A | |
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| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -206.0 | 0.0 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 2978.0 | -561048.15 | CORP | N/A | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | -106.0 | 287554.13 | CORP | N/A | |
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| 29273VAJ9 | 29273VAJ9 | ENERGY TRANSFER LP | 3450000.0 | 2678062.5 | CORP | Long | |
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| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -304.0 | -38000.0 | CORP | N/A | |
| 000000000 | 000000000 | BANK OF AMERICA, NATIONAL ASSOCIATION | 1.0 | 102777.05 | CORP | N/A | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | -2195.0 | -13718.75 | CORP | N/A | |
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| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | -52.0 | -31200.0 | CORP | N/A | |
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| 000000000 | 000000000 | Bank of America, National Association | 1.0 | 77250.02 | CORP | N/A | |
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| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | 17864.59 | CORP | N/A | |
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| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -91.0 | -710.98 | CORP | N/A | |
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| 72650RAM4 | 72650RAM4 | PLAINS ALL AMER PIPELINE | 560000.0 | 518913.95 | CORP | Long | |
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| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -364.0 | -312812.51 | CORP | N/A | |
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| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | -332.0 | -124500.0 | CORP | N/A | |
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| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | 13290.43 | CORP | N/A | |
| 000000000 | 000000000 | TRANSACTIONAL MASTER | 127.0 | 0.0 | CORP | N/A | |
| 000000000 | 000000000 | TRANSACTIONAL MASTER | 254.0 | 0.0 | CORP | N/A | |
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| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | 349924.88 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 53.0 | 414.09 | CORP | N/A | |
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| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 1.0 | 664284.13 | CORP | N/A | |
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| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -307.0 | -2398.6 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -4144.0 | 3500879.92 | CORP | N/A | |
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| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -261.0 | 0.0 | CORP | N/A | |
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| 037411AY1 | 037411AY1 | APACHE CORP | 1210000.0 | 917960.45 | CORP | Long | |
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| 21H0526B9 | 21H0526B9 | Government National Mortgage A | 9000000.0 | 8606953.17 | USGA | Long | |
| 000000000 | 000000000 | TRANSACTIONAL MASTER | -68.0 | 0.0 | CORP | N/A | |
| 381427AA1 | 381427AA1 | GOLDMAN SACHS CAPITAL II | 109000.0 | 85099.78 | CORP | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | -297.0 | -7425.0 | CORP | N/A | |
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| 000000000 | 000000000 | REPUBLIC OF NIGERIA | 1080000.0 | 885062.16 | NUSS | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -155.0 | 0.0 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 508.0 | 357187.5 | CORP | N/A | |
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| 12649QBE3 | 12649QBE3 | Credit Suisse Mortgage Trust | 6387404.75 | 4918439.63 | CORP | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | -1135.0 | -28375.0 | CORP | N/A | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 975.0 | -587726.75 | CORP | N/A | |
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| 000000000 | 000000000 | TRANSACTIONAL MASTER | 201.0 | 0.0 | CORP | N/A | |
| 05518VAA3 | 05518VAA3 | BAC CAPITAL TRUST XIV | 610000.0 | 452501.5 | CORP | Long | |
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| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 242.0 | 66550.0 | CORP | N/A | |
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| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -320.0 | -42500.16 | CORP | N/A | |
| 000000000 | 000000000 | UK CLEARING HOUSE LIMITED | 1.0 | -747523.98 | CORP | N/A | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | -306.0 | -130050.0 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -206.0 | -276812.5 | CORP | N/A | |
| 949746RN3 | 949746RN3 | WELLS FARGO & COMPANY | 497000.0 | 484105.11 | CORP | Long | |
| 000000000 | 000000000 | ICE FUTURES EUROPE | -170.0 | -31389.03 | CORP | N/A | |
| 000000000 | 000000000 | INDONESIA GOVERNMENT | 124441000000.0 | 8217806.32 | NUSS | Long | |
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| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 25.0 | 12812.5 | CORP | N/A |