Product description
| Symbol | Cusip | Name | Amount | Value | Title Of Class | Pay of profile | |
|---|---|---|---|---|---|---|---|
| 3130AMWF5 | 3130AMWF5 | Federal Home Loan Banks | 10000000.0 | 9180703.3 | USGSE | Long | |
| N/A | N/A | NEW YORK MERCANTILE EXCHANGE | -4.0 | -6610.0 | CORP | Short | |
| N/A | N/A | EUREX DEUTSCHLAND | -127.0 | -1402.08 | CORP | Short | |
| 464287622 | 464287622 | Ishares Trust | 8510.0 | 2231832.6 | RF | Long | |
| 464287739 | 464287739 | Ishares Trust | 24907.0 | 2276748.87 | RF | Long | |
| N/A | N/A | EUREX DEUTSCHLAND | 80.0 | -144543.91 | CORP | Long | |
| 3136G4ZQ9 | 3136G4ZQ9 | Federal National Mortgage Association | 5000000.0 | 4652297.75 | USGSE | Long | |
| 91282CDS7 | 91282CDS7 | United States Treasury Notes | 10000000.0 | 9634470.0 | UST | Long | |
| N/A | N/A | CHICAGO BOARD OF TRADE | 16.0 | -15520.0 | CORP | Long | |
| N/A | N/A | OSAKA EXCHANGE | 43.0 | 222097.95 | CORP | Long | |
| 3133EMQM7 | 3133EMQM7 | Federal Farm Credit Banks | 10000000.0 | 9936095.7 | USGSE | Long | |
| 594918BJ2 | 594918BJ2 | Microsoft Corporation | 5000000.0 | 4885701.35 | CORP | Long | |
| N/A | N/A | NEW YORK MERCANTILE EXCHANGE | -97.0 | -162500.0 | CORP | Short | |
| 3130AMR38 | 3130AMR38 | Federal Home Loan Banks | 7180000.0 | 7016996.77 | USGSE | Long | |
| 3134GWLX2 | 3134GWLX2 | Federal Home Loan Mortgage Corp. | 10000000.0 | 9107073.3 | USGSE | Long | |
| N/A | N/A | CME GLOBEX | -84.0 | -145947.0 | CORP | Short | |
| N/A | N/A | CHICAGO BOARD OF TRADE | 28.0 | -2310.0 | CORP | Long | |
| N/A | N/A | CHICAGO BOARD OF TRADE | -41.0 | -139375.0 | CORP | Short | |
| N/A | N/A | CME GLOBEX | 73.0 | 370462.5 | CORP | Long | |
| N/A | N/A | NEW YORK MERCANTILE EXCHANGE | 6.0 | -36997.8 | CORP | Long | |
| N/A | N/A | NEW YORK MERCANTILE EXCHANGE | -16.0 | -45180.0 | CORP | Short | |
| 38382BJZ7 | 38382BJZ7 | Government National Mortgage Association | 2305141.64 | 2050697.11 | USGA | Long | |
| N/A | N/A | COMMODITIES EXCHANGE CENTER | 166.0 | 1098340.0 | CORP | Long | |
| N/A | N/A | N/A | 44.0 | 9250.0 | CORP | Long | |
| N/A | N/A | ICE FUTURES EUROPE | -36.0 | -53050.0 | CORP | Short | |
| N/A | N/A | CHICAGO BOARD OF TRADE | 864.0 | 16209.63 | CORP | Long | |
| N/A | N/A | N/A | -2.0 | -13675.0 | CORP | Short | |
| 61747C707 | 61747C707 | Morgan Stanley Institutional Liquidity Funds | 172213315.82 | 172213315.82 | RF | Long | |
| N/A | N/A | ICE FUTURES U.S. | -182.0 | 298162.0 | CORP | Short | |
| N/A | N/A | SINGAPORE COMMODITY EXCHANGE | 303.0 | 226797.0 | CORP | Long | |
| 3133EMLP5 | 3133EMLP5 | Federal Farm Credit Banks | 10000000.0 | 9573744.3 | USGSE | Long | |
| 822582CC4 | 822582CC4 | Shell International Finance B.V. | 5000000.0 | 4873587.1 | CORP | Long | |
| N/A | N/A | CHICAGO BOARD OF TRADE | -88.0 | 136860.0 | CORP | Short | |
| N/A | N/A | SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED | 222.0 | -26370.12 | CORP | Long | |
| 3130ANPY0 | 3130ANPY0 | Federal Home Loan Banks | 9900000.0 | 9171120.62 | USGSE | Long | |
| N/A | N/A | Chicago Board of Trade | 351.0 | 937603.77 | CORP | Long | |
| 3134GY5G3 | 3134GY5G3 | Federal Home Loan Mortgage Corp. | 3500000.0 | 3493297.57 | USGSE | Long | |
| N/A | N/A | CME GLOBEX | 113.0 | 105110.0 | CORP | Long | |
| N/A | N/A | CME GLOBEX | -20.0 | 59740.0 | CORP | Short | |
| 912797GD3 | 912797GD3 | United States Treasury Bills | 15000000.0 | 14964824.1 | UST | Long | |
| N/A | N/A | ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 29.0 | 191886.18 | CORP | Long | |
| 464287234 | 464287234 | Ishares Trust | 34727.0 | 1396372.67 | RF | Long | |
| N/A | N/A | CME GLOBEX | -3.0 | -9900.0 | CORP | Short | |
| N/A | N/A | ICE FUTURES U.S. | 98.0 | 347756.25 | CORP | Long | |
| N/A | N/A | ICE FUTURES EUROPE | -15.0 | -41250.0 | CORP | Short | |
| 464287655 | 464287655 | Ishares Trust | 11620.0 | 2332250.2 | RF | Long | |
| N/A | N/A | N/A | -34.0 | 150144.0 | CORP | Short | |
| N/A | N/A | ICE FUTURES U.S. | 267.0 | 248185.0 | CORP | Long | |
| N/A | N/A | Chicago Board of Trade | 300.0 | 2458163.75 | CORP | Long | |
| 3130AMZD7 | 3130AMZD7 | Federal Home Loan Banks | 10000000.0 | 9404066.4 | USGSE | Long | |
| N/A | N/A | EUREX DEUTSCHLAND | 113.0 | 25865.28 | CORP | Long | |
| N/A | N/A | EUREX DEUTSCHLAND | 59.0 | 428838.5 | CORP | Long | |
| N/A | N/A | CME GLOBEX | 38.0 | 565130.0 | CORP | Long | |
| 464288240 | 464288240 | Ishares Trust | 27996.0 | 1428915.84 | RF | Long | |
| 3130AN6W5 | 3130AN6W5 | Federal Home Loan Banks | 14000000.0 | 13052169.34 | USGSE | Long | |
| 3130ALCL6 | 3130ALCL6 | Federal Home Loan Banks | 14750000.0 | 13450999.8 | USGSE | Long | |
| N/A | N/A | CME GLOBEX | 1389.0 | 857562.5 | CORP | Long | |
| 464287499 | 464287499 | Ishares Trust | 29338.0 | 2280442.74 | RF | Long | |
| N/A | N/A | ICE FUTURES U.S. | -82.0 | -68180.0 | CORP | Short | |
| N/A | N/A | CHICAGO BOARD OF TRADE | -5.0 | -11200.0 | CORP | Short | |
| 912797JB4 | 912797JB4 | United States Treasury Bills | 25000000.0 | 24897177.75 | UST | Long | |
| N/A | N/A | CHICAGO MERCANTILE EXCHANGE (FLOOR) | 145.0 | 1298712.5 | CORP | Long | |
| N/A | N/A | ICE FUTURES U.S. | -61.0 | 18793.92 | CORP | Short | |
| N/A | N/A | NEW YORK MERCANTILE EXCHANGE | 36.0 | -27430.0 | CORP | Long | |
| N/A | N/A | CME GLOBEX | 235.0 | 197456.25 | CORP | Long | |
| N/A | N/A | N/A | -1.0 | -5406.25 | CORP | Short | |
| 3130AKRU2 | 3130AKRU2 | Federal Home Loan Banks | 10000000.0 | 9146792.9 | USGSE | Long | |
| 3130AME65 | 3130AME65 | Federal Home Loan Banks | 4250000.0 | 4053788.93 | USGSE | Long | |
| N/A | N/A | COMMODITIES EXCHANGE CENTER | 7.0 | -21290.0 | CORP | Long | |
| N/A | N/A | HONG KONG FUTURES EXCHANGE LTD. | -102.0 | -239941.01 | CORP | Short | |
| N/A | N/A | EUREX DEUTSCHLAND | 135.0 | 185194.95 | CORP | Long | |
| 3130ANGS3 | 3130ANGS3 | Federal Home Loan Banks | 10000000.0 | 9092318.4 | USGSE | Long | |
| N/A | N/A | ICE FUTURES U.S. | -93.0 | 211612.8 | CORP | Short | |
| N/A | N/A | ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 1443.0 | 1137812.11 | CORP | Long | |
| 3136G4XJ7 | 3136G4XJ7 | Federal National Mortgage Association | 13000000.0 | 11940327.62 | USGSE | Long | |
| 464287200 | 464287200 | Ishares Trust | 4671.0 | 2231009.73 | RF | Long | |
| N/A | N/A | ICE FUTURES U.S. | 122.0 | 176990.0 | CORP | Long | |
| N/A | N/A | N/A | 24.0 | -50175.0 | CORP | Long | |
| N/A | N/A | CHICAGO BOARD OF TRADE | -228.0 | 78225.0 | CORP | Short | |
| N/A | N/A | ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 164.0 | 301463.42 | CORP | Long | |
| N/A | N/A | ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 1050.0 | 2868123.44 | CORP | Long | |
| N/A | N/A | CME GLOBEX | 199.0 | 69225.0 | CORP | Long | |
| N/A | N/A | EUREX DEUTSCHLAND | 151.0 | 494103.5 | CORP | Long | |
| 464287465 | 464287465 | Ishares Trust | 19341.0 | 1457344.35 | RF | Long | |
| 464288257 | 464288257 | Ishares Trust | 13473.0 | 1371147.21 | RF | Long | |
| N/A | N/A | CHICAGO MERCANTILE EXCHANGE (FLOOR) | 25.0 | 388293.0 | CORP | Long | |
| 912797HS9 | 912797HS9 | United States Treasury Bills | 10000000.0 | 9791265.5 | UST | Long | |
| 912797JL2 | 912797JL2 | United States Treasury Bills | 10000000.0 | 9868460.8 | UST | Long | |
| N/A | N/A | CME GLOBEX | 326.0 | 207995.0 | CORP | Long | |
| N/A | N/A | CME GLOBEX | 101.0 | 158515.0 | CORP | Long | |
| N/A | N/A | CME GLOBEX | -65.0 | -184987.5 | CORP | Short | |
| N/A | N/A | NEW YORK MERCANTILE EXCHANGE | -12.0 | -46830.0 | CORP | Short | |
| 3136G4J95 | 3136G4J95 | Federal National Mortgage Association | 6000000.0 | 5634791.52 | USGSE | Long | |
| N/A | N/A | CME GLOBEX | -10.0 | 6950.0 | CORP | Short | |
| N/A | N/A | EUREX DEUTSCHLAND | 139.0 | 188714.14 | CORP | Long | |
| N/A | N/A | Chicago Board of Trade | 373.0 | 543186.47 | CORP | Long | |
| 912797JK4 | 912797JK4 | United States Treasury Bills | 10000000.0 | 9878695.8 | UST | Long | |
| N/A | N/A | COMMODITIES EXCHANGE CENTER | 39.0 | -63475.0 | CORP | Long | |
| 464288273 | 464288273 | Ishares Trust | 23151.0 | 1433046.9 | RF | Long | |
| 3130ALGX6 | 3130ALGX6 | Federal Home Loan Banks | 10000000.0 | 9156546.2 | USGSE | Long | |
| N/A | N/A | CME GLOBEX | -18.0 | 8970.0 | CORP | Short |