0001752724-22-286808.txt : 20221221
0001752724-22-286808.hdr.sgml : 20221221
20221221123925
ACCESSION NUMBER: 0001752724-22-286808
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221031
FILED AS OF DATE: 20221221
DATE AS OF CHANGE: 20221221
PERIOD START: 20221031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: WESTERN ASSET FUNDS INC
CENTRAL INDEX KEY: 0000863520
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06110
FILM NUMBER: 221477411
BUSINESS ADDRESS:
STREET 1: 100 INTERNATIONAL DRIVE
CITY: BALTIMORE
STATE: MD
ZIP: 21202
BUSINESS PHONE: 410-454-2760
MAIL ADDRESS:
STREET 1: 100 INTERNATIONAL DRIVE
STREET 2: 7TH FLOOR
CITY: BALTIMORE
STATE: MD
ZIP: 21202
FORMER COMPANY:
FORMER CONFORMED NAME: LM INSTITUTIONAL FUND ADVISORS I INC
DATE OF NAME CHANGE: 19980818
FORMER COMPANY:
FORMER CONFORMED NAME: WESTERN ASSET TRUST INC
DATE OF NAME CHANGE: 19920703
0000863520
S000041845
Western Asset Macro Opportunities Fund
C000129905
Class A
LAAAX
C000129906
Class C
LAACX
C000129907
Class FI
LAFIX
C000129908
Class I
LAOIX
C000129909
Class IS
LAOSX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000863520
XXXXXXXX
S000041845
C000129906
C000129909
C000129907
C000129908
C000129905
Western Asset Funds Inc
811-06110
0000863520
5493004NC00X8WKL1P34
620 Eighth Avenue
47th Floor
New York
10018
1-877-721-1926
Western Asset Macro Opportunities Fund
S000041845
549300ZYUVHGM1KPPY53
2022-10-31
2022-10-31
N
609562446.07
30434725.96
579127720.11
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
370000.00000000
BRL
CNY
EUR
GBP
IDR
JPY
MXN
PLN
RUB
USD
N
N/A
N/A
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BUND
000000000
-149.00000000
NC
-317004.67000000
-0.05473830020
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Written
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX 10 YEAR EURO BUND
000000000
0.00000000
NC
0.00000000
0.00000000
DIR
CORP
DE
US
Long
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2022-12-08
0.00000000
USD
100000.00000000
138.00000000
EUR
2022-11-25
XXXX
-3398.39000000
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCQ4
110000.00000000
PA
USD
88265.93000000
0.015241185482
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAK5
240000.00000000
PA
USD
221893.20000000
0.038315071493
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.62500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IMM EURODOLLAR TIME DEPOSIT
000000000
4430.00000000
NC
USD
1744312.50000000
0.301196513209
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME 3 MONTH EURODOLLAR
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2023-12-18
0.00000000
USD
1000000.00000000
97.12500000
USD
2023-12-18
XXXX
-5012815.50000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-604.00000000
NC
USD
-179312.52000000
-0.03096251720
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US LONG BOND
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
127.00000000
USD
2022-11-25
XXXX
526033.23000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BUND
000000000
-132.00000000
NC
-122611.71000000
-0.02117179090
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Written
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX 10 YEAR EURO BUND
000000000
0.00000000
NC
0.00000000
0.00000000
DIR
CORP
DE
US
Long
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2022-12-08
0.00000000
USD
100000.00000000
141.00000000
EUR
2022-11-25
XXXX
192996.93000000
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
200000.00000000
PA
USD
152885.00000000
0.026399185307
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
19573323.26000000
3.379793883166
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2045-07-20
253132.30000000
USD
0.00000000
USD
-41100000.00000000
USD
19320190.96000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE WEEK 4
000000000
120.00000000
NC
USD
0.00000000
0.000000
N/A
DIR
CORP
US
N
2
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Put
Purchased
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE WEEK 4
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
109.75000000
USD
2022-10-28
XXXX
-69582.60000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
RUB/USD FORWARD
000000000
1.00000000
NC
USD
135677.63000000
0.023427928812
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-99980000.00000000
RUB
1379034.48000000
USD
2023-09-20
135677.63000000
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
41984LAA5
50000.00000000
PA
USD
46158.69000000
0.007970381730
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPY CALL VERSUS USD PUT
000000000
-6350000.00000000
NC
USD
-63277.52000000
-0.01092634971
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Put
Written
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPY CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
JPY
N/A
USD
2023-01-11
-6350000.00000000
USD
141.90000000
USD
2023-01-11
XXXX
40278.28000000
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AT6
860000.00000000
PA
USD
766582.50000000
0.132368469576
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.37500000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
240000.00000000
PA
USD
208950.00000000
0.036080124080
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
GBP CALL VERSUS USD PUT
000000000
-3518000.00000000
NC
USD
-256764.17000000
-0.04433636330
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Put
Written
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
GBP CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
GBP
N/A
USD
2022-12-22
-3518000.00000000
USD
1.07520000
USD
2022-12-22
XXXX
-129236.67000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
1819432.65000000
0.314167771084
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2048-02-15
64697.84000000
USD
0.00000000
USD
-10329000.00000000
USD
1754734.81000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
-8159187.91000000
-1.40887538735
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-06-21
27498.00000000
USD
0.00000000
USD
339656000.00000000
USD
-8186685.91000000
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAM9
1180000.00000000
PA
USD
965128.54000000
0.166652105655
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EUR/USD FORWARD
000000000
1.00000000
NC
USD
192561.81000000
0.033250318248
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-22372685.97000000
USD
22681395.45000000
EUR
2023-01-18
192561.81000000
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
4186321.99755100
PA
USD
1276394.84000000
0.220399541530
Long
DBT
NUSS
AR
N
2
2037-09-01
Variable
5.25000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-374499.87000000
-0.06466619659
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-558789816.20000000
MXN
27426613.14000000
USD
2023-01-18
-374499.87000000
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2005-A15
45660L3K3
71716.63000000
PA
USD
64449.02000000
0.011128636699
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.75000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
AUD CALL VERSUS USD PUT
000000000
-5135209.00000000
NC
USD
-23324.44000000
-0.00402751227
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Put
Written
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
AUD CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
AUD
N/A
USD
2022-12-22
-5135209.00000000
USD
0.67500000
USD
2022-12-22
XXXX
69905.28000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
121.00000000
NC
USD
126671.88000000
0.021872874601
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Purchased
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US LONG BOND
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
123.00000000
USD
2022-11-25
XXXX
-157131.21000000
N
N
N
AREIT CRE Trust
N/A
AREIT 2021-CRE5 Trust
04002PAE4
807000.00000000
PA
USD
769378.31000000
0.132851231823
Long
ABS-MBS
CORP
KY
N
2
2038-11-17
Floating
5.26300000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAC5
2250000.00000000
PA
USD
1783552.50000000
0.307972220646
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie B
000000000
5620550.27400000
PA
1094299.66000000
0.188956532730
Long
DBT
NUSS
BR
N
2
2023-05-15
Fixed
6.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-236.00000000
NC
USD
-276562.50000000
-0.04775500988
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Put
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
110.75000000
USD
2022-11-25
XXXX
-53877.03000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IMM EURODOLLAR TIME DEPOSIT
000000000
-972.00000000
NC
USD
-12150.00000000
-0.00209798280
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME 3 MONTH EURODOLLAR
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2022-12-19
0.00000000
USD
1000000.00000000
97.50000000
USD
2022-12-19
XXXX
483958.80000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
5 YEAR US TREASURY NOTE WEEK 4
000000000
-356.00000000
NC
USD
-2781.44000000
-0.00048028092
N/A
DIR
CORP
US
N
2
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Put
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
5 YEAR US TREASURY NOTE WEEK 4
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-10-28
0.00000000
USD
100000.00000000
106.50000000
USD
2022-10-28
XXXX
94524.67000000
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-LUAU
36256AAS1
1032000.00000000
PA
USD
952542.09000000
0.164478759507
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Floating
7.86214000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BUND
000000000
-509.00000000
NC
-620508.27000000
-0.10714532363
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Written
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX 10 YEAR EURO BUND
000000000
0.00000000
NC
0.00000000
0.00000000
DIR
CORP
DE
US
Long
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2022-12-08
0.00000000
USD
100000.00000000
140.00000000
EUR
2022-11-25
XXXX
416526.80000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
576000000.00000000
PA
36050.08000000
0.006224892842
Long
DBT
NUSS
ID
N
2
2048-05-15
Fixed
7.37500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-307.00000000
NC
USD
-62359.38000000
-0.01076781128
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
113.50000000
USD
2022-11-25
XXXX
119406.40000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CNY/USD FORWARD
000000000
1.00000000
NC
USD
633113.61000000
0.109321931590
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-198100534.00000000
CNY
27932898.11000000
USD
2023-01-18
633113.61000000
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BK7
2000000.00000000
PA
USD
1559721.74000000
0.269322583920
Long
DBT
CORP
LR
N
2
2027-07-15
Fixed
5.37500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
170000.00000000
PA
USD
127793.24000000
0.022066503736
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPE
5521FA2ITF25TVH63740
Plains All American Pipeline LP
726503AE5
800000.00000000
PA
USD
672400.00000000
0.116105649350
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
258401000000.00000000
PA
17268095.16000000
2.981742120152
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAR7
50000.00000000
PA
USD
51571.85000000
0.008905090916
Long
DBT
CORP
US
N
2
2039-01-26
Fixed
6.87500000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAF2
1730000.00000000
PA
USD
1531447.90000000
0.264440441515
Long
DBT
CORP
KY
N
2
2025-08-08
Variable
5.62500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-295.00000000
NC
USD
-82968.75000000
-0.01432650296
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
113.00000000
USD
2022-11-25
XXXX
229958.41000000
N
N
N
GoldenTree Loan Management US
549300LOEERRNVSKVY31
Goldentree Loan Management US Clo 8 Ltd
38136QAJ8
2300000.00000000
PA
USD
1773003.53000000
0.306150693263
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
12.29257000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/AUD FORWARD
000000000
1.00000000
NC
USD
-38645.55000000
-0.00667306168
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-5407786.00000000
USD
8371185.76000000
AUD
2023-01-18
-38645.55000000
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
THREE MONTH SONIA INDEX
000000000
8.00000000
NC
-4714.54000000
-0.00081407603
N/A
DIR
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Long
INTERCONTENTIAL EXCHANGE
90 DAY STERLING RATE
2023-03-14
2277919.75000000
USD
-4714.54000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBR2
1300000.00000000
PA
USD
765583.00000000
0.132195882430
Long
DBT
CORP
MX
N
2
2045-01-23
Fixed
6.37500000
N
N
N
N
N
N
XPO CNW INC
N/A
XPO CNW Inc
12612WAB0
1510000.00000000
PA
USD
1353556.45000000
0.233723305412
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.70000000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BUND
000000000
-121.00000000
NC
-330842.08000000
-0.05712765397
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Written
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX 10 YEAR EURO BUND
000000000
0.00000000
NC
0.00000000
0.00000000
DIR
CORP
DE
US
Long
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2022-12-08
0.00000000
USD
100000.00000000
137.00000000
EUR
2022-11-25
XXXX
-150238.90000000
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAA9
320000.00000000
PA
USD
101395.20000000
0.017508262250
Long
DBT
NUSS
GH
N
2
2027-03-26
Fixed
7.87500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AF4
1140000.00000000
PA
USD
437332.50000000
0.075515725601
Long
DBT
CORP
CA
N
2
2029-05-30
Fixed
7.25000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29268BAF8
1680000.00000000
PA
USD
1371287.33000000
0.236784958202
Long
DBT
CORP
NL
N
2
2039-10-07
Fixed
6.00000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
200000.00000000
PA
USD
149621.35000000
0.025835639497
Long
DBT
CORP
CH
N
2
N/A
Fixed
6.37500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-148.00000000
NC
USD
-18500.00000000
-0.00319445941
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US LONG BOND
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
130.00000000
USD
2022-11-25
XXXX
180087.71000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBD6
680000.00000000
PA
USD
602838.91000000
0.104094293722
Long
DBT
CORP
GB
N
2
2029-05-16
Fixed
4.97200000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
181.00000000
NC
USD
168273.53000000
0.029056376366
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Purchased
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
0.00000000
USD
100000.00000000
106.25000000
USD
2022-11-25
XXXX
19483.75000000
N
N
N
Conseco Financial Corp
N/A
Conseco Finance Corp
393505MR0
1178768.17000000
PA
USD
1174771.32000000
0.202851854471
Long
ABS-O
CORP
US
N
2
2027-06-15
Variable
7.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/JPY FORWARD
000000000
1.00000000
NC
USD
-31594.04000000
-0.00545545289
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-1873563.42000000
USD
271000000.00000000
JPY
2023-01-18
-31594.04000000
N
N
N
Madison Park Funding Ltd
549300FNRP3W5DX0O430
Madison Park Funding XXVI Ltd
55819YAG5
5025000.00000000
PA
USD
4509937.49000000
0.778746610357
Long
ABS-CBDO
CORP
KY
N
2
2030-07-29
Floating
7.41471000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-217.00000000
NC
USD
-88156.25000000
-0.01522224665
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US LONG BOND
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
126.00000000
USD
2022-11-25
XXXX
97062.10000000
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
3 MONTH EURO EURIBOR
000000000
731.00000000
NC
-105448.44000000
-0.01820814931
N/A
DIR
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Long
INTERCONTENTIAL EXCHANGE
3 MONTH EURO INTERBANK OFFER RATE
2023-12-18
173971451.61000000
USD
-105448.44000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND WEEK 4
000000000
-300.00000000
NC
USD
0.00000000
0.000000
N/A
DIR
CORP
US
N
2
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND WEEK 4
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
123.00000000
USD
2022-10-28
XXXX
130731.00000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
382436.45000000
PA
USD
339540.47000000
0.058629635261
Long
DBT
NUSS
CI
N
2
2032-12-31
Variable
5.75000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-610.00000000
NC
USD
-85781.26000000
-0.01481214886
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
114.00000000
USD
2022-11-25
XXXX
407616.59000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
BRL/USD FORWARD
000000000
1.00000000
NC
USD
11696.75000000
0.002019718551
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-31350000.00000000
BRL
6046287.37000000
USD
2022-11-25
11696.75000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-59.00000000
NC
USD
-43328.13000000
-0.00748161907
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Put
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
109.75000000
USD
2022-11-25
XXXX
17413.56000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
2150000.00000000
PA
USD
1687633.90000000
0.291409621987
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.12500000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAN8
190000.00000000
PA
USD
177705.83000000
0.030685084451
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
7.30000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS MXN PUT
000000000
8248000.00000000
NC
USD
27857.84000000
0.004810310236
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Purchased
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS MXN PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
MXN
2022-11-14
8248000.00000000
USD
20.20000000
USD
2022-11-14
XXXX
-199786.96000000
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
374422AD5
670000.00000000
PA
USD
440501.55000000
0.076062936499
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AP3
630000.00000000
PA
USD
487149.25000000
0.084117757289
Long
DBT
CORP
CH
N
2
2031-04-01
Fixed
4.19400000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
570000.00000000
PA
USD
530642.65000000
0.091627914115
Long
DBT
CORP
N/A
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-1107.00000000
NC
USD
-103781.25000000
-0.01792026981
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
0.00000000
USD
100000.00000000
109.00000000
USD
2022-11-25
XXXX
302757.15000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BUND
000000000
-31.00000000
NC
-57760.56000000
-0.00997371702
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Written
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX 10 YEAR EURO BUND
000000000
0.00000000
NC
0.00000000
0.00000000
DIR
CORP
DE
US
Long
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2022-12-08
0.00000000
USD
100000.00000000
138.50000000
EUR
2022-11-25
XXXX
15893.83000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX 10 YEAR EURO BUND
000000000
-420.00000000
NC
257405.52000000
0.044447107444
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2022-12-08
-58282181.90000000
USD
257405.52000000
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBS0
430000.00000000
PA
USD
379928.65000000
0.065603602937
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-284.00000000
NC
USD
-159750.00000000
-0.02758458876
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US LONG BOND
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
125.00000000
USD
2022-11-25
XXXX
36164.93000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BUND
000000000
-30.00000000
NC
-22246.60000000
-0.00384139788
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Put
Written
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX 10 YEAR EURO BUND
000000000
0.00000000
NC
0.00000000
0.00000000
DIR
CORP
DE
US
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2022-12-08
0.00000000
USD
100000.00000000
135.00000000
EUR
2022-11-25
XXXX
31983.72000000
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B28
300000.00000000
PA
USD
272707.50000000
0.047089353614
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.37500000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0FM6
1532347.52000000
PA
USD
1521060.55000000
0.262646821621
Long
ABS-MBS
CORP
US
N
2
2025-05-25
Floating
11.53557000
N
N
N
N
N
N
CALIFORNIA INSTITUTE OF
549300CITPNHOTVPHC04
California Institute of Technology
13034VAD6
990000.00000000
PA
USD
588372.79000000
0.101596378409
Long
DBT
CORP
US
N
2
2119-09-01
Fixed
3.65000000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BUND
000000000
-59.00000000
NC
-69833.73000000
-0.01205843332
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Put
Written
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX 10 YEAR EURO BUND
000000000
0.00000000
NC
0.00000000
0.00000000
DIR
CORP
DE
US
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2022-12-08
0.00000000
USD
100000.00000000
136.50000000
EUR
2022-11-25
XXXX
27917.27000000
N
N
N
BX Trust
N/A
BX Trust 2018-GW MZ
12433RAA0
4400000.00000000
PA
USD
4222481.12000000
0.729110518004
Long
ABS-MBS
CORP
US
N
2
2037-05-15
Floating
8.90000700
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
6090000.00000000
PA
USD
4754436.14000000
0.820965043617
Long
DBT
CORP
US
N
2
2050-02-01
Variable
5.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CNH/USD FORWARD
000000000
1.00000000
NC
USD
288521.71000000
0.049820048321
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-128320000.00000000
CNY
17864402.06000000
USD
2023-01-18
288521.71000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
JPN YEN CURRENCY 9AM
000000000
-30.00000000
NC
USD
-7125.00000000
-0.00123029855
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
JPN YEN CURRENCY 9AM
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
Long
JAPANESE YEN CURRENCY
JAPANESE YEN CURRENCY
2022-12-19
0.00000000
USD
12500000.00000000
68.50000000
USD
2022-11-04
XXXX
11925.00000000
N
N
N
HIGHLAND HOLDINGS BOND
N/A
Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc
43103QAA6
5150000.00000000
PA
USD
4822279.75000000
0.832679835992
Long
DBT
CORP
N/A
N
2
2025-10-15
Fixed
7.62500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GBP/USD FORWARD
000000000
1.00000000
NC
USD
155702.71000000
0.026885729104
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-10370135.55000000
USD
9153000.00000000
GBP
2023-01-18
155702.71000000
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
362420AE1
3690000.00000000
PA
USD
2594254.50000000
0.447958957914
Long
DBT
NUSS
GA
N
2
2031-11-24
Fixed
7.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-178.00000000
NC
USD
-147406.25000000
-0.02545315046
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Put
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
110.00000000
USD
2022-11-25
XXXX
2473.31000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-1502.00000000
NC
USD
-1619343.76000000
-0.27961772572
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
0.00000000
USD
100000.00000000
106.00000000
USD
2022-11-25
XXXX
-476676.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
COP/USD FORWARD
000000000
1.00000000
NC
USD
266228.64000000
0.045970626298
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-13522972602.00000000
COP
2965174.01000000
USD
2023-01-18
266228.64000000
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XYW8
5280000.00000000
PA
USD
5274542.06000000
0.910773543873
Long
ABS-MBS
CORP
US
N
2
2030-07-25
Floating
7.13557000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-56.00000000
NC
USD
-38500.00000000
-0.00664792906
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
111.50000000
USD
2022-11-25
XXXX
22653.12000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-330.00000000
NC
USD
-25781.26000000
-0.00445173993
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
0.00000000
USD
100000.00000000
109.25000000
USD
2022-11-25
XXXX
71640.05000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
119.00000000
NC
USD
167343.75000000
0.028895828016
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Purchased
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US LONG BOND
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
122.00000000
USD
2022-11-25
XXXX
-97065.25000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
1420000.00000000
PA
USD
1114623.32000000
0.192465889871
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.12500000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 95 CLO Ltd
262485AC9
3900000.00000000
PA
USD
2985626.78000000
0.515538572291
Long
ABS-CBDO
CORP
KY
N
2
2034-08-20
Variable
0.01000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBL6
150000.00000000
PA
USD
106765.41000000
0.018435555110
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05962GAJ8
1630000.00000000
PA
USD
1340593.55000000
0.231484956331
Long
DBT
CORP
MX
N
2
N/A
Fixed
7.62500000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
26439XAH6
660000.00000000
PA
USD
624033.30000000
0.107754002844
Long
DBT
CORP
US
N
2
2036-11-03
Fixed
6.45000000
N
N
N
N
N
N
WESLEYAN UNIVERSITY
MR0KVN5WYB7MX4TE2T37
Wesleyan University
95101VAA7
690000.00000000
PA
USD
521174.31000000
0.089992982877
Long
DBT
CORP
US
N
2
2116-07-01
Fixed
4.78100000
N
N
N
N
N
N
ML-CFC Commercial Mortgage Tru
N/A
ML-CFC Commercial Mortgage Trust 2007-9
60688CAJ5
3087.54000000
PA
USD
3042.58000000
0.000525372883
Long
ABS-MBS
CORP
US
N
2
2049-09-12
Variable
6.19300000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-774.00000000
NC
USD
-108843.76000000
-0.01879443104
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
114.00000000
USD
2022-11-25
XXXX
318364.12000000
N
N
N
Caesars Resort Collection LLC
549300V3UCT773B1KR38
Caesars Resort Collection LLC
12769LAB5
941609.27010000
PA
USD
932701.65000000
0.161052841646
Long
LON
CORP
US
N
2
2024-12-23
Floating
6.50386000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/IDR FORWARD
000000000
1.00000000
NC
USD
1329282.97000000
0.229531919098
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-877692849082.00000000
IDR
57494146.33000000
USD
2023-01-18
1329282.97000000
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DG7
11680000.00000000
PA
USD
6066300.00000000
1.047489144337
Long
DBT
CORP
US
N
2
2036-10-10
None
0.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
2280000.00000000
PA
USD
2288823.60000000
0.395219140877
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
1600000.00000000
PA
USD
1216614.40000000
0.210077044795
Long
DBT
NUSS
KE
N
2
2028-02-28
Fixed
7.25000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
6867393.00000000
PA
USD
1464652.51000000
0.252906648937
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-443.00000000
NC
USD
-17304.91000000
-0.00298809906
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
0.00000000
USD
100000.00000000
110.00000000
USD
2022-11-25
XXXX
85756.86000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
59.00000000
NC
USD
55312.50000000
0.009551001977
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Put
Purchased
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
110.25000000
USD
2022-11-25
XXXX
-10242.70000000
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DB3
1790000.00000000
PA
USD
1641206.25000000
0.283392797997
Long
DBT
CORP
US
N
2
2032-08-19
Fixed
6.10000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAC5
910000.00000000
PA
USD
265169.45000000
0.045787732272
Long
DBT
NUSS
GH
N
2
2051-03-26
Fixed
8.95000000
N
N
N
N
N
N
1011778 BC Unlimited Liability Company
549300RHSHNRWI5LLA86
1011778 BC ULC
000000000
745542.52900000
PA
USD
726531.19000000
0.125452670416
Long
LON
CORP
CA
N
2
2026-11-19
Floating
5.51304666
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAJ4
300000.00000000
PA
USD
308655.00000000
0.053296533611
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.62500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
9267740.68000000
1.600293054222
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2028-08-15
0.00000000
USD
-153783.62000000
USD
-64307000.00000000
USD
9421524.30000000
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AL3
2090000.00000000
PA
USD
1903018.15000000
0.328600770420
Long
DBT
CORP
CO
N
2
2026-06-26
Fixed
5.37500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
2320873.29000000
0.400753272448
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2047-08-15
738022.60000000
USD
0.00000000
USD
-7341000.00000000
USD
1582850.69000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
AUD/USD FORWARD
000000000
1.00000000
NC
USD
1189.12000000
0.000205329491
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-350000.00000000
AUD
225673.35000000
USD
2023-01-18
1189.12000000
N
N
N
Prime Security Services Borrower, LLC (aka Protection 1 Security Solutions)
549300O6QPZVWXV2DC15
Prime Security Services Borrower LLC
03765VAK6
845325.67650000
PA
USD
834759.11000000
0.144140762221
Long
LON
CORP
US
N
2
2026-09-23
Floating
6.50471000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IMM EURODOLLAR TIME DEPOSIT
000000000
-6665.00000000
NC
USD
-1457968.75000000
-0.25175254082
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME 3 MONTH EURODOLLAR
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2023-12-18
0.00000000
USD
1000000.00000000
98.00000000
USD
2023-12-18
XXXX
3615597.25000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-118.00000000
NC
USD
-70062.50000000
-0.01209793583
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
111.75000000
USD
2022-11-25
XXXX
26530.24000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME JAPANESE YEN CURRENCY
000000000
845.00000000
NC
USD
-3032504.25000000
-0.52363306826
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
JAPANESE YEN CURRENCY
JAPANESE YEN CURRENCY
2022-12-19
74498379.25000000
USD
-3032504.25000000
N
N
N
CTR PARTNERSHIP/CARETRST
N/A
CTR Partnership LP / CareTrust Capital Corp
126458AE8
240000.00000000
PA
USD
202783.73000000
0.035015372768
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
3.87500000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
130000.00000000
PA
USD
97828.25000000
0.016892344573
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH
46654EAL5
344000.00000000
PA
USD
320133.42000000
0.055278552361
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
5.60200000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
THREE-MONTH SOFR
000000000
-781.00000000
NC
USD
1486288.44000000
0.256642600308
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2024-03-19
-187871938.44000000
USD
1486288.44000000
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311RAA4
620000.00000000
PA
USD
599758.67000000
0.103562417956
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
6.75000000
N
N
N
N
N
N
Hunter Douglas Holding BV
529900811T142NS3H544
Hunter Douglas Inc
000000000
1895250.00000000
PA
USD
1582931.75000000
0.273330337166
Long
LON
CORP
US
N
2
2029-02-26
Floating
6.33990000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DJ1
980000.00000000
PA
USD
944994.40000000
0.163175473593
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-45.00000000
NC
USD
-28828.13000000
-0.00497785358
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Put
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
109.50000000
USD
2022-11-25
XXXX
18562.78000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
174294000000.00000000
PA
11075477.17000000
1.912441208632
Long
DBT
NUSS
ID
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-8448.51000000
-0.00145883364
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-8717817.00000000
BRL
1651070.43000000
USD
2023-01-18
-8448.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/NOK FORWARD
000000000
1.00000000
NC
USD
35076.81000000
0.006056834922
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1097118.90000000
USD
11737746.00000000
NOK
2023-01-18
35076.81000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
5 YEAR US TREASURY NOTE WEEK 4
000000000
-180.00000000
NC
USD
-1406.34000000
-0.00024283762
N/A
DIR
CORP
US
N
2
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
5 YEAR US TREASURY NOTE WEEK 4
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-10-28
0.00000000
USD
100000.00000000
107.00000000
USD
2022-10-28
XXXX
20782.32000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
4313102.20000000
0.744758375437
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2029-04-30
0.00000000
USD
-114468.74000000
USD
-115341000.00000000
USD
4427570.94000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-179.00000000
NC
USD
-104882.90000000
-0.01811049555
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Put
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
0.00000000
USD
100000.00000000
106.25000000
USD
2022-11-25
XXXX
40244.93000000
N
N
N
BAC CAPITAL TRUST XIV
549300QO5OB3VGJT6S64
BAC Capital Trust XIV
05518VAA3
260000.00000000
PA
USD
186822.77000000
0.032259338227
Long
DBT
CORP
US
N
2
N/A
Floating
4.00000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AL8
890000.00000000
PA
USD
721277.95000000
0.124545575173
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.50000000
N
N
N
N
N
N
Reynolds Consumer Products LLC
549300DWNZYMOSR1X343
Reynolds Consumer Products LLC
76171JAB7
130382.01880000
PA
USD
128127.06000000
0.022124145598
Long
LON
CORP
US
N
2
2027-02-04
Floating
5.50386000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-2098.39000000
-0.00036233630
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-1832100.00000000
MXN
90091.46000000
USD
2022-11-16
-2098.39000000
N
N
N
ILFC E-CAPITAL TRUST I
N/A
ILFC E-Capital Trust I
44965TAA5
740000.00000000
PA
USD
453250.00000000
0.078264255752
Long
SN
CORP
US
N
2
2065-12-21
Variable
5.11529000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BUND
000000000
-59.00000000
NC
-59696.40000000
-0.01030798525
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Put
Written
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX 10 YEAR EURO BUND
000000000
0.00000000
NC
0.00000000
0.00000000
DIR
CORP
DE
US
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2022-12-08
0.00000000
USD
100000.00000000
136.00000000
EUR
2022-11-25
XXXX
45992.36000000
N
N
N
BERRY PETROLEUM CO LLC
DQ2XTZKV7SILNNV77403
Berry Petroleum Co LLC
08580BAA4
780000.00000000
PA
USD
699238.80000000
0.120739998400
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
Starwood Retail Property Trust
5493007115G809OI4R97
Starwood Retail Property Trust 2014-STAR
85571XAS6
5070000.00000000
PA
USD
10165.35000000
0.001755286381
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Floating
7.81300000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IMM EURODOLLAR TIME DEPOSIT
000000000
-588.00000000
NC
USD
-11025.00000000
-0.00190372513
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME 3 MONTH EURODOLLAR
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2022-12-19
0.00000000
USD
1000000.00000000
96.25000000
USD
2022-12-19
XXXX
230290.20000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME 3 MONTH EURODOLLAR
000000000
3695.00000000
NC
USD
-10479897.00000000
-1.80960030682
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2022-12-19
887026272.00000000
USD
-10479897.00000000
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XNW0
3880000.00000000
PA
USD
3829581.34000000
0.661267144883
Long
ABS-MBS
CORP
US
N
2
2030-01-25
Floating
7.18557000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CAD/USD FORWARD
000000000
1.00000000
NC
USD
85690.32000000
0.014796445934
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-24819562.84000000
USD
33892850.43000000
CAD
2023-01-18
85690.32000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-307.00000000
NC
USD
-47968.75000000
-0.00828293109
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
0.00000000
USD
100000.00000000
108.50000000
USD
2022-11-25
XXXX
90726.78000000
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B93
200000.00000000
PA
USD
157246.90000000
0.027152369769
Long
DBT
CORP
US
N
2
2029-02-10
Fixed
2.90000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-304.00000000
NC
USD
-209000.00000000
-0.03608875775
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
111.50000000
USD
2022-11-25
XXXX
13724.08000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GBP CALL VERSUS USD PUT
000000000
-3459000.00000000
NC
USD
-230205.25000000
-0.03975034211
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Put
Written
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GBP CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
GBP
N/A
USD
2022-12-22
-3459000.00000000
USD
1.08250000
USD
2022-12-22
XXXX
-106943.79000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAL4
2870000.00000000
PA
USD
2464784.21000000
0.425602872114
Long
DBT
CORP
US
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IMM EURODOLLAR TIME DEPOSIT
000000000
-2950.00000000
NC
USD
-55312.50000000
-0.00955100197
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME 3 MONTH EURODOLLAR
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2022-12-19
0.00000000
USD
1000000.00000000
96.50000000
USD
2022-12-19
XXXX
1634742.50000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
BRL CALL VERSUS USD PUT
000000000
-5950000.00000000
NC
USD
-355074.74000000
-0.06131199175
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Put
Written
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
BRL CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
BRL
N/A
USD
2023-01-26
-5950000.00000000
USD
5.43800000
USD
2023-01-26
XXXX
-101098.99000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME CANADIAN DOLLAR CURRENCY
000000000
144.00000000
NC
USD
9480.00000000
0.001636944610
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
CANADIAN DOLLAR
CANADIAN DOLLAR
2022-12-20
10560840.00000000
USD
9480.00000000
N
N
N
THE VANGUARD GROUP INC
N/A
THE VANGUARD GROUP INC
000000000
2610000.00000000
PA
USD
1613203.27000000
0.278557425932
Long
DBT
CORP
US
N
3
2050-08-22
Fixed
3.05000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/EUR FORWARD
000000000
1.00000000
NC
USD
98815.68000000
0.017062847549
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-16490606.59000000
EUR
16504976.60000000
USD
2023-01-18
98815.68000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IMM EURODOLLAR TIME DEPOSIT
000000000
-2195.00000000
NC
USD
-521312.50000000
-0.09001684462
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME 3 MONTH EURODOLLAR
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2023-12-18
0.00000000
USD
1000000.00000000
97.87500000
USD
2023-12-18
XXXX
1065453.00000000
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAP4
280000.00000000
PA
USD
235216.80000000
0.040615703899
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
3.50000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BW9
8000000.00000000
PA
USD
5770445.76000000
0.996402962528
Long
DBT
NUSS
BR
N
2
2045-01-27
Fixed
5.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HQ7
880000.00000000
PA
USD
823900.00000000
0.142265681885
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CN3
2800000.00000000
PA
USD
2226775.57000000
0.384505091480
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.20000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Series 2015-2R
12649QBE3
6750386.20000000
PA
USD
5082701.26000000
0.877647724932
Long
ABS-MBS
CORP
US
N
2
2036-08-27
Variable
3.14581000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-224.00000000
NC
USD
-63000.00000000
-0.01087842937
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
113.00000000
USD
2022-11-25
XXXX
39862.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
3035.90000000
0.000524219424
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-10802530.00000000
ZAR
587639.24000000
USD
2023-01-18
3035.90000000
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Loan Trust 2020-A
63941FAD8
1890000.00000000
PA
USD
1475251.22000000
0.254736765099
Long
ABS-O
CORP
US
N
2
2068-11-15
Fixed
3.16000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
GBP/USD FORWARD
000000000
1.00000000
NC
USD
140775.60000000
0.024308213043
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-2042880.00000000
USD
1900000.00000000
GBP
2022-12-28
140775.60000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
THREE-MONTH SOFR
000000000
599.00000000
NC
USD
-1141208.54000000
-0.19705645238
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2025-03-18
145155783.54000000
USD
-1141208.54000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
BRITISH PUND CURRENCY 9AM
000000000
-30.00000000
NC
USD
-56812.50000000
-0.00981001220
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
BRITISH PUND CURRENCY 9AM
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
Long
BRITISH POUND CURRENCY
BRITISH POUND CURRENCY
2022-12-19
0.00000000
USD
62500.00000000
112.00000000
USD
2022-11-04
XXXX
-25012.50000000
N
N
N
Level 3 Financing Inc
254900AE5FEFIJOXWL19
Level 3 Financing Inc
52729KAP1
503535.41000000
PA
USD
479695.53000000
0.082830697502
Long
LON
CORP
US
N
2
2027-03-01
Floating
5.50386000
N
N
N
N
N
N
PROVINCIA DE CORDOBA
5299006CLM2Z97AATT29
Provincia de Cordoba
74408DAD6
2600000.00000000
PA
USD
1612520.00000000
0.278439443322
Long
DBT
NUSS
AR
N
2
2027-06-01
Variable
6.99000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-91.00000000
NC
USD
-27015.63000000
-0.00466488290
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
0.00000000
USD
100000.00000000
107.75000000
USD
2022-11-25
XXXX
6951.95000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
501712000.00000000
PA
4042804.19000000
0.698085076851
Long
DBT
NUSS
RU
N
2
2039-03-16
Fixed
7.70000000
N
Y
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
420000.00000000
PA
USD
283144.33000000
0.048891517392
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA RGTS MED
N/A
Regents of the University of California Medical Center Pooled Revenue
913366KD1
205000.00000000
PA
USD
118221.74000000
0.020413759503
Long
DBT
MUN
US
N
2
2120-05-15
Fixed
3.70600000
N
N
N
N
N
N
BLUE RACER MID LLC/FINAN
N/A
Blue Racer Midstream LLC / Blue Racer Finance Corp
095796AH1
580000.00000000
PA
USD
574101.94000000
0.099132181048
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.62500000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
700000.00000000
PA
USD
592025.00000000
0.102227018227
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
SFO Commerical Mortgage Trust
N/A
SFO Commercial Mortgage Trust 2021-555
78432WAG8
1000000.00000000
PA
USD
894597.20000000
0.154473213582
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
5.81200000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/GBP FORWARD
000000000
1.00000000
NC
USD
126304.47000000
0.021809432637
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-2047007.50000000
USD
1891000.00000000
GBP
2022-12-28
126304.47000000
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
550000.00000000
PA
USD
500835.50000000
0.086481009733
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME MEXICAN PESO CURRENCY
000000000
859.00000000
NC
USD
502667.50000000
0.086797347553
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
MEXICAN PESO
MEXICAN PESO
2022-12-19
20989512.50000000
USD
502667.50000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
570000.00000000
PA
USD
564641.81000000
0.097498667460
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-59.00000000
NC
USD
-1843.75000000
-0.00031836673
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
117.00000000
USD
2022-11-25
XXXX
9116.68000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
23500000.00000000
PA
3310748.53000000
0.571678476963
Long
DBT
NUSS
CN
N
2
2027-06-29
Fixed
3.48000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
2130000.00000000
PA
USD
1733688.52000000
0.299362033589
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
441.00000000
NC
USD
461671.88000000
0.079718491097
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Purchased
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US LONG BOND
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
123.00000000
USD
2022-11-25
XXXX
-261497.31000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS MXN PUT
000000000
-16496000.00000000
NC
USD
-10151.17000000
-0.00175283787
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS MXN PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
MXN
2022-11-14
-16496000.00000000
USD
21.00000000
USD
2022-11-14
XXXX
219968.03000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
-5710273.98000000
-0.98601289175
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2024-06-04
0.00000000
USD
0.00000000
USD
144900000.00000000
USD
-5710273.98000000
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
1120000.00000000
PA
USD
883881.60000000
0.152622913617
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
-25929392.97000000
-4.47731857233
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-03-01
0.00000000
USD
-335328.40000000
USD
958061000.00000000
USD
-25594064.57000000
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AH0
130000.00000000
PA
USD
117813.61000000
0.020343286275
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
2.90000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-27544.37000000
-0.00475618227
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1857624.59000000
USD
1839500.00000000
EUR
2023-01-18
-27544.37000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BUND
000000000
-90.00000000
NC
-218963.79000000
-0.03780924006
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Written
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX 10 YEAR EURO BUND
000000000
0.00000000
NC
0.00000000
0.00000000
DIR
CORP
DE
US
Long
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2022-12-08
0.00000000
USD
100000.00000000
137.50000000
EUR
2022-11-25
XXXX
-47246.26000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 30 DAY FEDERAL FUNDS
000000000
-947.00000000
NC
USD
90739.35000000
0.015668279526
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
FEDERAL RESERVE BANK OF NEW YORK
30 DAY FEDERAL FUNDS
2022-11-30
-379779330.76000000
USD
90739.35000000
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
380000.00000000
PA
USD
345097.21000000
0.059589136906
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
-3180.00000000
NC
USD
25228871.28000000
4.356357052846
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
-394059199.68000000
USD
25228871.28000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
JPN YEN CURRENCY 9AM
000000000
-30.00000000
NC
USD
-12375.00000000
-0.00213683434
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
JPN YEN CURRENCY 9AM
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
Long
JAPANESE YEN CURRENCY
JAPANESE YEN CURRENCY
2022-12-19
0.00000000
USD
12500000.00000000
68.00000000
USD
2022-11-04
XXXX
7800.00000000
N
N
N
NORTHERN OIL AND GAS INC
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas Inc
665531AG4
650000.00000000
PA
USD
631861.75000000
0.109105768565
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
8.12500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AG2
200000.00000000
PA
USD
206411.50000000
0.035641792446
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.69000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
321260000.00000000
PA
2588718.78000000
0.447003085866
Long
DBT
NUSS
RU
N
2
2030-04-10
Fixed
7.65000000
N
Y
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BM1
1090000.00000000
PA
USD
1256045.90000000
0.216885819204
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
YAMANA GOLD INC
54930002VY22NXG01418
Yamana Gold Inc
98462YAD2
780000.00000000
PA
USD
707316.06000000
0.122134727010
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AJ7
570000.00000000
PA
USD
506587.50000000
0.087474227602
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
120.00000000
NC
USD
153750.00000000
0.026548547869
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Purchased
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
110.25000000
USD
2022-11-25
XXXX
8229.90000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
JPN YEN CURRENCY 9AM
000000000
-58.00000000
NC
USD
-362.50000000
-0.00006259413
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
JPN YEN CURRENCY 9AM
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
Long
JAPANESE YEN CURRENCY
JAPANESE YEN CURRENCY
2022-12-19
0.00000000
USD
12500000.00000000
72.00000000
USD
2022-11-04
XXXX
81055.00000000
N
N
N
Phoenix Guarantor Inc
254900JIOIDL3GSUFE55
Phoenix Guarantor Inc
71913BAE2
270938.50000000
PA
USD
260637.42000000
0.045005170871
Long
LON
CORP
US
N
2
2026-03-05
Floating
7.00386000
N
N
N
N
N
N
TOLL ROAD INV PART II
N/A
Toll Road Investors Partnership II LP
88948AAZ0
520000.00000000
PA
USD
475073.93000000
0.082032669738
Long
DBT
CORP
US
N
2
2024-02-15
None
0.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BM5
440000.00000000
PA
USD
354296.79000000
0.061177660418
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFT3
9780000.00000000
PA
USD
9689076.51000000
1.673046579113
Long
DBT
UST
US
N
2
2029-10-31
Fixed
4.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
8166892.69000000
1.410205798549
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2032-05-15
2639443.23000000
USD
0.00000000
USD
-173071000.00000000
USD
5527449.46000000
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAW0
549899.26380000
PA
USD
520047.98000000
0.089798495554
Long
LON
CORP
US
N
2
2024-11-03
Floating
6.75386000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RAM4
560000.00000000
PA
USD
535059.66000000
0.092390614612
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
6.70000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAW7
210000.00000000
PA
USD
195769.69000000
0.033804234057
Long
DBT
CORP
IT
N
2
2026-01-15
Fixed
5.71000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CR4
860000.00000000
PA
USD
803562.50000000
0.138753934943
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.20000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-301.00000000
NC
USD
-72898.59000000
-0.01258765337
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
0.00000000
USD
100000.00000000
108.00000000
USD
2022-11-25
XXXX
-20512.99000000
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
1130000.00000000
PA
USD
832335.40000000
0.143722251775
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RM2
972000.00000000
PA
USD
767386.41000000
0.132507283514
Long
DBT
UST
US
N
2
2045-05-15
Fixed
3.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
70000.00000000
PA
USD
56929.60000000
0.009830232265
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
359.00000000
NC
USD
238398.61000000
0.041165118111
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Purchased
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
0.00000000
USD
100000.00000000
106.75000000
USD
2022-11-25
XXXX
-38753.80000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABV6
30000.00000000
PA
USD
26013.15000000
0.004491781190
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-309.00000000
NC
USD
-86906.25000000
-0.01500640480
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
113.00000000
USD
2022-11-25
XXXX
168449.81000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-1646538.12000000
-0.28431347055
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-05-12
0.00000000
USD
-138126.08000000
USD
20170000.00000000
USD
-1508412.04000000
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967EW7
301000.00000000
PA
USD
347863.63000000
0.060066824280
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
8.12500000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAQ8
630000.00000000
PA
USD
422987.63000000
0.073038746948
Long
DBT
CORP
KY
N
2
2029-03-08
Variable
3.35000000
N
N
N
N
N
N
WI TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
912810SQ2
70000.00000000
PA
USD
41458.59000000
0.007158799097
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
DETROIT MI
549300BQRJP7MKKHOY28
City of Detroit MI
251093S84
820000.00000000
PA
USD
567537.50000000
0.097998676335
Long
DBT
MUN
US
N
2
2044-04-01
Variable
4.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-97.00000000
NC
USD
-101546.88000000
-0.01753445336
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Put
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
110.50000000
USD
2022-11-25
XXXX
5894.69000000
N
N
N
Residential Asset Mortgage Pro
N/A
RAMP Series 2006-RZ3 Trust
75156MAD7
1121913.24000000
PA
USD
1078650.47000000
0.186254332601
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
3.93557000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAP2
50000.00000000
PA
USD
40094.25000000
0.006923213758
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.25000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
2150000.00000000
PA
1498386.13000000
0.258731550566
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.87500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-354.00000000
NC
USD
-290390.79000000
-0.05014278887
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Put
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
0.00000000
USD
100000.00000000
106.75000000
USD
2022-11-25
XXXX
-52479.70000000
N
N
N
GOLDMAN SACHS CAPITAL II
N/A
Goldman Sachs Capital II
381427AA1
109000.00000000
PA
USD
79570.00000000
0.013739628969
Long
DBT
CORP
US
N
2
N/A
Floating
4.00000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
03746AAA8
190000.00000000
PA
USD
194552.54000000
0.033594064529
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
7.75000000
N
N
N
N
N
N
Hayfin US XIV LTD
5493000YWK38UXBNS724
Hayfin US XIV Ltd
42088QAA7
5110000.00000000
PA
USD
4298843.76000000
0.742296320953
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
11.42257000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
9000000.00000000
PA
1249626.21000000
0.215777308978
Long
DBT
NUSS
CN
N
2
2025-05-21
Fixed
3.39000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IMM EURODOLLAR TIME DEPOSIT
000000000
-325.00000000
NC
USD
-2031.25000000
-0.00035074301
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME 3 MONTH EURODOLLAR
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2022-12-19
0.00000000
USD
1000000.00000000
99.00000000
USD
2022-12-19
XXXX
98036.25000000
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAQ8
2570000.00000000
PA
USD
2250755.63000000
0.388645811941
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.55410000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-363.00000000
NC
USD
-133289.25000000
-0.02301551892
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
0.00000000
USD
100000.00000000
107.50000000
USD
2022-11-25
XXXX
53254.76000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-180.00000000
NC
USD
-43593.84000000
-0.00752750015
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
0.00000000
USD
100000.00000000
108.00000000
USD
2022-11-25
XXXX
-7342.68000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND WEEK 4
000000000
-59.00000000
NC
USD
0.00000000
0.000000
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND WEEK 4
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
122.50000000
USD
2022-10-28
XXXX
10960.43000000
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA6
35566CBD6
2180000.00000000
PA
USD
2007346.18000000
0.346615454639
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Floating
5.99682000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CP8
190000.00000000
PA
USD
134530.65000000
0.023229875781
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GBP/USD FORWARD
000000000
1.00000000
NC
USD
-209753.17000000
-0.03621881024
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-5283000.00000000
GBP
5861958.69000000
USD
2022-12-28
-209753.17000000
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
000000000
38012000000.00000000
PA
2261309.42000000
0.390468171609
Long
DBT
CORP
N/A
N
2
2026-10-06
Fixed
5.00000000
N
N
N
N
N
N
LifePoint Health Inc
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
75915TAD4
671577.61450000
PA
USD
596025.13000000
0.102917734603
Long
LON
CORP
US
N
2
2025-11-16
Floating
8.16471000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2004-3
81744FBA4
196439.08000000
PA
USD
188963.08000000
0.032628913008
Long
ABS-MBS
CORP
US
N
2
2034-05-20
Floating
4.23914000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAJ9
3450000.00000000
PA
USD
2484000.00000000
0.428920929484
Long
DBT
CORP
US
N
2
N/A
Fixed
6.62500000
N
N
N
N
N
N
TEVA PHARMACEUT FIN BV
549300Q840R30TDKVK53
Teva Pharmaceutical Finance Co BV
88165FAG7
2097000.00000000
PA
USD
2080791.24000000
0.359297468890
Long
DBT
CORP
CW
N
2
2022-12-18
Fixed
2.95000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
59.00000000
NC
USD
94031.25000000
0.016236703361
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Put
Purchased
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
111.50000000
USD
2022-11-25
XXXX
28476.05000000
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
988895AE8
550000.00000000
PA
USD
222766.50000000
0.038465867245
Long
DBT
NUSS
ZM
N
2
2024-04-14
Fixed
8.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
GBP CALL VERSUS USD PUT
000000000
-13209000.00000000
NC
USD
-492360.23000000
-0.08501755535
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
GBP CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
GBP
N/A
USD
2022-12-22
-13209000.00000000
USD
1.12000000
USD
2022-12-22
XXXX
-207521.35000000
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
7470000.00000000
PA
USD
6771028.74000000
1.169177109794
Long
DBT
CORP
US
N
2
N/A
Fixed
5.95000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBF1
580000.00000000
PA
USD
375602.86000000
0.064856653715
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.54000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
320000.00000000
PA
USD
297380.80000000
0.051349778239
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBG7
1121000.00000000
PA
USD
931216.56000000
0.160796405985
Long
DBT
CORP
US
N
2
2059-02-14
Fixed
6.20000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-368.00000000
NC
USD
-189750.02000000
-0.03276479667
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
112.00000000
USD
2022-11-25
XXXX
153347.77000000
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AH0
1250000.00000000
PA
USD
1228752.15000000
0.212172912352
Long
DBT
CORP
US
N
2
2095-11-15
Fixed
7.50000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
2210000.00000000
PA
USD
1694926.35000000
0.292668834722
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
Virgin Media Bristol LLC
N/A
Virgin Media Bristol LLC
000000000
360000.00000000
PA
USD
353476.80000000
0.061036069890
Long
LON
CORP
US
N
2
2028-01-31
Floating
5.91214000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
847000.00000000
PA
USD
815237.50000000
0.140769897846
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
Bayview Financial Acquisition
N/A
Bayview Financial Mortgage Pass-Through Trust 2006-C
07325DAJ3
1718054.17000000
PA
USD
1472370.53000000
0.254239346325
Long
ABS-MBS
CORP
US
N
2
2036-11-28
Floating
4.06729000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
437180000.00000000
PA
3522804.19000000
0.608294866170
Long
DBT
NUSS
RU
N
2
2033-03-23
Fixed
7.70000000
N
Y
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-583.00000000
NC
USD
-227734.38000000
-0.03932368838
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
112.50000000
USD
2022-11-25
XXXX
22819.54000000
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAK7
520000.00000000
PA
USD
491361.00000000
0.084845014827
Long
DBT
CORP
NL
N
2
2028-03-01
Fixed
6.75000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
960000.00000000
PA
USD
906350.40000000
0.156502679551
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
10500000.00000000
PA
1459822.07000000
0.252072560043
Long
DBT
NUSS
CN
N
2
2025-11-30
Fixed
3.31000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AF1
160000.00000000
PA
USD
151827.20000000
0.026216531298
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
4.65000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AG2
1470000.00000000
PA
USD
1400340.73000000
0.241801709946
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.20000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IMM EURODOLLAR TIME DEPOSIT
000000000
-840.00000000
NC
USD
-10500.00000000
-0.00181307156
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME 3 MONTH EURODOLLAR
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2022-12-19
0.00000000
USD
1000000.00000000
97.00000000
USD
2022-12-19
XXXX
599161.00000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
3701531.39000000
0.639156314136
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2048-02-15
0.00000000
USD
-479629.63000000
USD
-23407000.00000000
USD
4181161.02000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IMM EURODOLLAR TIME DEPOSIT
000000000
-292.00000000
NC
USD
-5475.00000000
-0.00094538731
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME 3 MONTH EURODOLLAR
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2022-12-19
0.00000000
USD
1000000.00000000
96.25000000
USD
2022-12-19
XXXX
92461.80000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME BRITISH POUND CURRENCY
000000000
372.00000000
NC
USD
-462181.97000000
-0.07980657011
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
BRITISH POUND CURRENCY
BRITISH POUND CURRENCY
2022-12-19
27167131.97000000
USD
-462181.97000000
N
N
N
Popular ABS Mortgage Pass-Thro
N/A
Popular ABS Mortgage Pass-Through Trust 2005-2
73316PCL2
4312769.04000000
PA
USD
2966714.58000000
0.512272936863
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
6.21700000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEE4
2110000.00000000
PA
USD
1396309.65000000
0.241105649326
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BUND
000000000
-126.00000000
NC
-278101.88000000
-0.04802081999
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Put
Written
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX 10 YEAR EURO BUND
000000000
0.00000000
NC
0.00000000
0.00000000
DIR
CORP
DE
US
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2022-12-08
0.00000000
USD
100000.00000000
139.00000000
EUR
2022-11-25
XXXX
34093.44000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
AUDUSD EURO CURRENCY 9AM
000000000
-58.00000000
NC
USD
-290.00000000
-0.00005007530
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
AUDUSD EURO CURRENCY 9AM
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
Long
CHICAGO MERCANTILE EXCHANGE
AUD USD EURO CURRENCY
2022-12-19
0.00000000
USD
100000.00000000
68.50000000
USD
2022-11-04
XXXX
45385.00000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
AUDUSD EURO CURRENCY 9AM
000000000
-59.00000000
NC
USD
-11800.00000000
-0.00203754708
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
AUDUSD EURO CURRENCY 9AM
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
Long
CHICAGO MERCANTILE EXCHANGE
AUD USD EURO CURRENCY
2022-12-19
0.00000000
USD
100000.00000000
65.00000000
USD
2022-11-04
XXXX
61802.50000000
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AH7
730000.00000000
PA
USD
670775.10000000
0.115825072209
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
163030000.00000000
PA
6745452.94000000
1.164760847351
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
AUDUSD EURO CURRENCY 9AM
000000000
-30.00000000
NC
USD
-1800.00000000
-0.00031081226
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
AUDUSD EURO CURRENCY 9AM
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
Long
CHICAGO MERCANTILE EXCHANGE
AUD USD EURO CURRENCY
2022-12-19
0.00000000
USD
100000.00000000
66.00000000
USD
2022-11-04
XXXX
28125.00000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/JPY FORWARD
000000000
1.00000000
NC
USD
1042497.79000000
0.180011723459
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-5570125618.00000000
JPY
38902279.38000000
USD
2023-01-18
1042497.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PLN/USD FORWARD
000000000
1.00000000
NC
USD
-850402.28000000
-0.14684192285
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-93832314.30000000
PLN
18514556.37000000
USD
2023-01-18
-850402.28000000
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-IG3 Mortgage Trust
08162QAQ2
1190000.00000000
PA
USD
807991.56000000
0.139518716155
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Variable
3.28986900
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AM7
100000.00000000
PA
USD
95160.00000000
0.016431608554
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
7.37500000
N
N
N
N
N
N
PROVINCIA DE CORDOBA
5299006CLM2Z97AATT29
Provincia de Cordoba
74408DAC8
824492.00000000
PA
USD
630736.38000000
0.108911447008
Long
DBT
NUSS
AR
N
2
2025-12-10
Variable
6.87500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-296.00000000
NC
USD
-23125.01000000
-0.00399307599
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
115.00000000
USD
2022-11-25
XXXX
198378.56000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP IRS USD
000000000
12563100.00000000
NC
USD
107963.71000000
0.018642469743
N/A
DIR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Call
Purchased
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
GB
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2027-06-20
0.00000000
USD
0.00000000
USD
0.00000000
USD
12563100.00000000
USD
100.50000000
USD
2022-11-16
XXXX
-91789.58000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
IRS BRL
000000000
1.00000000
NC
488000.27000000
0.084264705876
N/A
DIR
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Y
2027-01-04
0.00000000
USD
0.00000000
USD
212279000.00000000
BRL
488000.27000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IMM EURODOLLAR TIME DEPOSIT
000000000
-350.00000000
NC
USD
-6562.50000000
-0.00113316972
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME 3 MONTH EURODOLLAR
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2022-12-19
0.00000000
USD
1000000.00000000
96.00000000
USD
2022-12-19
XXXX
87465.00000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
BRITISH PUND CURRENCY 9AM
000000000
-62.00000000
NC
USD
-180187.50000000
-0.03111360305
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
BRITISH PUND CURRENCY 9AM
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
Long
BRITISH POUND CURRENCY
BRITISH POUND CURRENCY
2022-12-19
0.00000000
USD
62500.00000000
111.00000000
USD
2022-12-09
XXXX
-67967.50000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
EURODOLLAR 1 YEAR MIDCURVE
000000000
-3489.00000000
NC
USD
-130837.50000000
-0.02259216671
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
EURODOLLAR 1 YEAR MIDCURVE
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
INTERCONTENTIAL EXCHANGE
3 MONTH EURO INTERBANK OFFER RATE
2023-12-18
0.00000000
USD
1000000.00000000
96.50000000
USD
2022-12-16
XXXX
2021010.60000000
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
3250000.00000000
PA
USD
3244468.50000000
0.560233673391
Long
DBT
CORP
FR
N
2
N/A
Fixed
8.12500000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAG4
200000.00000000
PA
USD
205255.00000000
0.035442095564
Long
DBT
CORP
US
N
2
2030-02-01
Variable
7.00000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
5000000.00000000
PA
742945.05000000
0.128286908777
Long
DBT
NUSS
CN
N
2
2029-05-22
Fixed
4.29000000
N
N
N
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
LONG GILT
000000000
241.00000000
NC
-246897.53000000
-0.04263265622
N/A
DIR
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Long
UK TSY 4 1/2% 2034
United Kingdom Gilt
2022-12-28
28114027.89000000
USD
-246897.53000000
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust 2021-A
78448YAL5
3340000.00000000
PA
USD
2935680.31000000
0.506914141399
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
3.86000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAX4
10000.00000000
PA
USD
8306.82000000
0.001434367534
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
4.62500000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AK4
300000.00000000
PA
USD
234945.00000000
0.040568771247
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.25000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
9868780.45000000
1.704076684176
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2028-08-15
0.00000000
USD
-9150.59000000
USD
-66299000.00000000
USD
9877931.04000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
EURODOLLAR 1 YEAR MIDCURVE
000000000
-1476.00000000
NC
USD
-276750.00000000
-0.04778738616
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
EURODOLLAR 1 YEAR MIDCURVE
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
INTERCONTENTIAL EXCHANGE
3 MONTH EURO INTERBANK OFFER RATE
2023-12-18
0.00000000
USD
1000000.00000000
95.75000000
USD
2022-12-16
XXXX
495125.40000000
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L7
61772TBN3
7260717.39000000
PA
USD
437450.24000000
0.075536056177
Long
ABS-MBS
CORP
US
N
2
2054-10-15
Variable
1.10196200
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IMM EURODOLLAR TIME DEPOSIT
000000000
-772.00000000
NC
USD
-4825.00000000
-0.00083314955
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME 3 MONTH EURODOLLAR
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2022-12-19
0.00000000
USD
1000000.00000000
98.50000000
USD
2022-12-19
XXXX
466416.30000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IMM EURODOLLAR TIME DEPOSIT
000000000
-13.00000000
NC
USD
-243.75000000
-0.00004208916
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME 3 MONTH EURODOLLAR
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2022-12-19
0.00000000
USD
1000000.00000000
96.50000000
USD
2022-12-19
XXXX
8341.45000000
N
N
N
Elmwood CLO II Ltd.
N/A
Elmwood CLO II Ltd
29001RAC2
6600000.00000000
PA
USD
4921610.32000000
0.849831591391
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Variable
0.01000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAN1
430000.00000000
PA
USD
335131.25000000
0.057868279891
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
DCP MIDSTREAM LP
52990024YYS3MLGW0E91
DCP Midstream LP
23311PAA8
860000.00000000
PA
USD
849297.74000000
0.146651198087
Long
DBT
CORP
US
N
2
N/A
Fixed
7.37500000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD CALL VERSUS JPY PUT
000000000
-7747344.00000000
NC
USD
-225488.88000000
-0.03893595007
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
Call
Written
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD CALL VERSUS JPY PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
JPY
2022-12-07
-7747344.00000000
USD
145.00000000
USD
2022-12-07
XXXX
-55357.21000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-481.00000000
NC
USD
-187890.63000000
-0.03244372933
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
112.50000000
USD
2022-11-25
XXXX
32949.13000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
6456000000.00000000
PA
438105.67000000
0.075649231557
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.37500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
1480000.00000000
PA
USD
1171730.80000000
0.202326837295
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-119.00000000
NC
USD
-135734.38000000
-0.02343772803
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
110.50000000
USD
2022-11-25
XXXX
-5784.00000000
N
N
N
Edelman Financial Engines Center LLC (The)
549300Z31KZXNP05U733
Edelman Financial Engines Center LLC/The
27943UAK2
309174.17980000
PA
USD
288924.82000000
0.049889654728
Long
LON
CORP
US
N
2
2028-04-07
Floating
7.25386000
N
N
N
N
N
N
RR Ltd
54930003V8ISBLDELD80
RR 18 Ltd
749737AA0
3910000.00000000
PA
USD
3222702.37000000
0.556475239932
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
10.32914000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AQ4
240000.00000000
PA
USD
170621.70000000
0.029461843057
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.90000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AL4
1610000.00000000
PA
USD
1162790.30000000
0.200783050028
Long
DBT
CORP
AR
N
2
2025-07-28
Fixed
8.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B77
200000.00000000
PA
USD
173546.00000000
0.029966792120
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
2.70000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBF9
140000.00000000
PA
USD
114617.98000000
0.019791485715
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAT4
200000.00000000
PA
USD
188876.26000000
0.032613921496
Long
DBT
CORP
IT
N
2
2024-06-26
Fixed
5.01700000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.IG.38
000000000
1.00000000
NC
USD
1433437.76000000
0.247516689363
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.IG.38.V1
Y
Default Event
2027-06-20
561380.49000000
USD
0.00000000
USD
166453000.00000000
USD
872057.27000000
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAN1
4944000.00000000
PA
USD
4905980.64000000
0.847132760122
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
7.12500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CJ2
510000.00000000
PA
USD
416023.81000000
0.071836279900
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.40000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
EURODOLLAR 1 YEAR MIDCURVE
000000000
-1165.00000000
NC
USD
-72812.50000000
-0.01257278791
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
EURODOLLAR 1 YEAR MIDCURVE
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
INTERCONTENTIAL EXCHANGE
3 MONTH EURO INTERBANK OFFER RATE
2023-12-18
0.00000000
USD
1000000.00000000
96.25000000
USD
2022-12-16
XXXX
757328.50000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
13552000.00000000
PA
2491794.00000000
0.430266746604
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAN9
60000.00000000
PA
USD
49983.90000000
0.008630894060
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.62500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-62.00000000
NC
USD
-13562.50000000
-0.00234188410
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US LONG BOND
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
128.00000000
USD
2022-11-25
XXXX
87080.24000000
N
N
N
Bain Capital Credit CLO, Limit
N/A
Bain Capital Credit CLO 2021-4 Ltd
05684VAA1
1900000.00000000
PA
USD
1605559.65000000
0.277237575451
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
10.74257000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
1485.00000000
NC
USD
1322578.13000000
0.228374171028
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Purchased
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
111.00000000
USD
2022-11-25
XXXX
-321834.68000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE WEEK 4
000000000
-176.00000000
NC
USD
0.00000000
0.000000
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE WEEK 4
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
111.75000000
USD
2022-10-28
XXXX
39570.52000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
120.00000000
NC
USD
125625.00000000
0.021692106186
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Purchased
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US LONG BOND
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
123.00000000
USD
2022-11-25
XXXX
-124895.10000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
547995400.00000000
PA
22328709.41000000
3.855576004159
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
OSAKA EXCHANGE,INC
3538001249AILNPRUX57
TSE JAPANESE 10 YEAR BOND
000000000
-147.00000000
NC
-204361.96000000
-0.03528789123
N/A
DIR
CORP
JP
N
1
OSAKA EXCHANGE,INC
3538001249AILNPRUX57
Short
JAPAN (10 YEAR ISSUE)
Japan Government Ten Year Bond
2022-12-13
-151758568.41000000
USD
-204361.96000000
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AR6
410000.00000000
PA
USD
369524.80000000
0.063807133930
Long
DBT
CORP
US
N
2
2037-01-15
Fixed
6.00000000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
250000.00000000
PA
USD
293761.25000000
0.050724777937
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-177.00000000
NC
USD
-22125.00000000
-0.00382040079
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US LONG BOND
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
130.00000000
USD
2022-11-25
XXXX
397943.79000000
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
1680000.00000000
PA
1812230.70000000
0.312924185299
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BV1
1430000.00000000
PA
USD
1394004.01000000
0.240707526439
Long
DBT
NUSS
BR
N
2
2025-01-07
Fixed
4.25000000
N
N
N
N
N
N
PROVINCIA DE CORDOBA
5299006CLM2Z97AATT29
Provincia de Cordoba
74408DAE4
1034131.00000000
PA
USD
592660.48000000
0.102336748772
Long
DBT
NUSS
AR
N
2
2029-02-01
Fixed
6.87500000
N
N
Y
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-604.00000000
NC
USD
-132125.00000000
-0.02281448381
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US LONG BOND
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
128.00000000
USD
2022-11-25
XXXX
574642.58000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
GBP/USD FORWARD
000000000
1.00000000
NC
USD
-20424.60000000
-0.00352678680
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-453000.00000000
GBP
500204.87000000
USD
2022-12-28
-20424.60000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
32230000.00000000
PA
4605132.10000000
0.795184195141
Long
DBT
NUSS
CN
N
2
2050-03-16
Fixed
3.39000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FL3
4900000.00000000
PA
USD
4223800.00000000
0.729338253606
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
260156000000.00000000
PA
17636233.35000000
3.045309823306
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.37500000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABJ7
590000.00000000
PA
USD
613927.45000000
0.106008990535
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CAD FORWARD
000000000
1.00000000
NC
USD
-65053.54000000
-0.01123302127
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-9515530.00000000
CAD
6927178.76000000
USD
2023-01-18
-65053.54000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE WEEK 4
000000000
-18.00000000
NC
USD
0.00000000
0.000000
N/A
DIR
CORP
US
N
2
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE WEEK 4
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
111.00000000
USD
2022-10-28
XXXX
6156.36000000
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Trust 2021-MHC2
55293AAN7
850000.00000000
PA
USD
788713.90000000
0.136189975477
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
5.36200000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAN9
1320000.00000000
PA
USD
1037883.00000000
0.179214871600
Long
DBT
CORP
NL
N
2
2115-06-05
Fixed
6.85000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-122.00000000
NC
USD
-20968.75000000
-0.00362074707
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US LONG BOND
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
129.00000000
USD
2022-11-25
XXXX
148476.44000000
N
N
N
FORD MOTOR CREDI
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B69
1180000.00000000
PA
USD
920164.00000000
0.158887921963
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.62500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
4570000.00000000
PA
USD
3801645.90000000
0.656443435185
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AY1
1210000.00000000
PA
USD
975508.05000000
0.168444371789
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
5.25000000
N
N
N
N
N
N
KUWAIT INTL BOND
549300FSC1YD0D9XX589
Kuwait International Government Bond
501499AB3
1370000.00000000
PA
USD
1309141.86000000
0.226054083501
Long
DBT
NUSS
KW
N
2
2027-03-20
Fixed
3.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
720000.00000000
PA
USD
582976.80000000
0.100664634027
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAK5
545000.00000000
PA
USD
472023.46000000
0.081505934461
Long
DBT
CORP
US
N
2
2042-02-15
Fixed
6.10000000
N
N
N
N
N
N
DIGNITY HEALTH
TFVG45LTYVO3XKPZWP18
Dignity Health
254010AE1
760000.00000000
PA
USD
610599.66000000
0.105434369448
Long
DBT
CORP
US
N
2
2064-11-01
Fixed
5.26700000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
154000000.00000000
PA
18688318.22000000
3.226976981252
Long
DBT
NUSS
PL
N
2
2032-04-25
Fixed
1.75000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE WEEK 4
000000000
60.00000000
NC
USD
0.00000000
0.000000
N/A
DIR
CORP
US
N
2
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Put
Purchased
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE WEEK 4
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
109.00000000
USD
2022-10-28
XXXX
-34791.30000000
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JH1
200000.00000000
PA
USD
130197.51000000
0.022481657409
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.30000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AGF4
200000.00000000
PA
USD
178761.05000000
0.030867292963
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-541989.75000000
-0.09358725738
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-04-21
0.00000000
USD
-1551.43000000
USD
718009000.00000000
MXN
-540438.32000000
N
N
N
ML-CFC Commercial Mortgage Tru
N/A
ML-CFC Commercial Mortgage Trust 2007-5
55312YAH5
96513.65000000
PA
USD
48157.01000000
0.008315438603
Long
ABS-MBS
CORP
US
N
2
2048-08-12
Variable
5.45000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2019-RIO
12597HAC0
6212213.42000000
PA
USD
6171834.03000000
1.065712072775
Long
DBT
CORP
US
N
2
2022-12-15
Floating
10.41200000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBA2
1780000.00000000
PA
USD
1679875.00000000
0.290069865707
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.75000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-89.00000000
NC
USD
-73703.13000000
-0.01272657609
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Put
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
110.00000000
USD
2022-11-25
XXXX
33908.54000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
160000000.00000000
PA
22883292.69000000
3.951337830220
Long
DBT
NUSS
CN
N
2
2029-05-23
Fixed
3.29000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
42307TAH1
10000.00000000
PA
USD
10475.13000000
0.001808777172
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
7.12500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/GBP FORWARD
000000000
1.00000000
NC
USD
-56196.04000000
-0.00970356590
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-18279753.02000000
GBP
20965296.77000000
USD
2023-01-18
-56196.04000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS IFS USD
000000000
1.00000000
NC
USD
144892.50000000
0.025019092502
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-11-18
0.00000000
USD
-39250.50000000
USD
-4110000.00000000
USD
184143.00000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFM8
620000.00000000
PA
USD
616682.03000000
0.106484633455
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.12500000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AW5
2310000.00000000
PA
USD
1875696.90000000
0.323883115048
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.10000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-23982.58000000
-0.00414115559
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-731957.18000000
USD
5168862.00000000
CNY
2023-01-18
-23982.58000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
110000.00000000
PA
USD
78054.05000000
0.013477864603
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-160.00000000
NC
USD
-93750.08000000
-0.01618815275
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Put
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
0.00000000
USD
100000.00000000
106.25000000
USD
2022-11-25
XXXX
13473.12000000
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XU2
220000.00000000
PA
USD
203529.52000000
0.035144150924
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.38900000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 YEAR US TREASURY NOTE
000000000
569.00000000
NC
USD
-703062.89000000
-0.12140031733
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
116996882.93000000
USD
-703062.89000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
1777388.54000000
0.306907868209
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2032-03-18
101961.87000000
USD
0.00000000
USD
-12579000.00000000
USD
1675426.67000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.IG.39.V1
000000000
1.00000000
NC
USD
323937.55000000
0.055935424734
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.IG.39.V1
Y
Default Event
2027-12-20
0.00000000
USD
-78177.96000000
USD
58170000.00000000
USD
402115.51000000
N
N
N
Hilton Worldwide Finance LLC
549300406TN7EY0NPH20
Hilton Worldwide Finance LLC
43289DAH6
159505.79000000
PA
USD
156933.76000000
0.027098298794
Long
LON
CORP
US
N
2
2026-06-22
Floating
5.33557000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-59.00000000
NC
USD
-921.88000000
-0.00015918422
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
118.00000000
USD
2022-11-25
XXXX
6351.06000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
143819000000.00000000
PA
8623423.20000000
1.489036511386
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
38024000.00000000
PA
6707919.21000000
1.158279767496
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAH2
280000.00000000
PA
USD
246629.60000000
0.042586391815
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
3420000.00000000
PA
USD
3127651.22000000
0.540062426886
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TJ7
883000.00000000
PA
USD
707365.78000000
0.122143312336
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
654000.00000000
PA
USD
577884.08000000
0.099785256331
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
-2849.00000000
NC
USD
-312024.99000000
-0.05387844151
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
-314769568.76000000
USD
-312024.99000000
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
6030000.00000000
PA
USD
2366202.15000000
0.408580364543
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BY0
170000.00000000
PA
USD
115146.54000000
0.019882754011
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.55000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CV5
60000.00000000
PA
USD
52165.10000000
0.009007529460
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.70500000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AU2
790000.00000000
PA
USD
542710.77000000
0.093711758417
Long
DBT
CORP
CH
N
2
2032-05-14
Fixed
3.09100000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
AUD CALL VERSUS USD PUT
000000000
-8685329.00000000
NC
USD
0.00000000
0.000000
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
Put
Written
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
AUD CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
AUD
N/A
USD
2022-11-01
-8685329.00000000
USD
0.72810000
USD
2022-11-01
XXXX
68570.67000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
10497511.02000000
1.812641780988
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2048-02-15
3154163.55000000
USD
0.00000000
USD
-66080000.00000000
USD
7343347.47000000
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAR1
890000.00000000
PA
USD
626996.10000000
0.108265599837
Long
DBT
CORP
N/A
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550AW6
70000.00000000
PA
USD
69693.04000000
0.012034139893
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.95000000
N
N
N
N
N
N
PROVINCIA DE CORDOBA
5299006CLM2Z97AATT29
Provincia de Cordoba
000000000
700000.00000000
PA
USD
535500.00000000
0.092466649653
Long
DBT
NUSS
AR
N
2
2025-12-10
Variable
6.87500000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
646000.00000000
PA
USD
639481.86000000
0.110421559492
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAQ6
790000.00000000
PA
USD
552713.88000000
0.095439030253
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS TEVA PHARMACEUT FIN BV
000000000
1.00000000
NC
USD
-227642.14000000
-0.03930776098
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
TEVA PHARMACEUT FIN BV
Teva Pharmaceutical Finance Co BV
Y
Default Event
2026-06-20
0.00000000
USD
-234423.98000000
USD
3270000.00000000
USD
6781.84000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/CNH FORWARD
000000000
1.00000000
NC
USD
581727.95000000
0.100448990749
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-165877617.17000000
CNY
23301842.92000000
USD
2023-01-18
581727.95000000
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
08579JBG6
71961.14000000
PA
USD
71035.72000000
0.012265985124
Long
LON
CORP
US
N
2
2026-07-01
Floating
5.05029000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
5800000.00000000
PA
USD
5015144.00000000
0.865982377608
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND WEEK 4
000000000
243.00000000
NC
USD
0.00000000
0.000000
N/A
DIR
CORP
US
N
2
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Purchased
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND WEEK 4
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
121.50000000
USD
2022-10-28
XXXX
-286967.27000000
N
N
N
Alterra Mountain Company
549300C5O4FSVNUEI843
Alterra Mountain Co
46124CAJ6
280558.45900000
PA
USD
274860.32000000
0.047461088539
Long
LON
CORP
US
N
2
2028-08-17
Floating
6.93457500
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-302.00000000
NC
USD
-155718.75000000
-0.02688849878
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
112.00000000
USD
2022-11-25
XXXX
136321.29000000
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAH2
50000.00000000
PA
USD
50177.25000000
0.008664280478
Long
DBT
CORP
US
N
2
2025-02-01
Variable
6.12500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
1095891.08000000
0.189231328763
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2029-02-15
74124.59000000
USD
0.00000000
USD
-18636000.00000000
USD
1021766.49000000
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AF7
400000.00000000
PA
USD
323956.00000000
0.055938610560
Long
DBT
NUSS
AO
N
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZR7
420000.00000000
PA
USD
376212.90000000
0.064961991446
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11300000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
11000000.00000000
PA
1526211.49000000
0.263536252367
Long
DBT
NUSS
CN
N
2
2024-11-21
Fixed
3.38000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAH2
400000.00000000
PA
USD
363268.25000000
0.062726793656
Long
DBT
CORP
US
N
2
2040-02-15
Fixed
6.85000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
98.00000000
NC
USD
137812.50000000
0.023796564249
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Purchased
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US LONG BOND
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
122.00000000
USD
2022-11-25
XXXX
-98169.54000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS IFS GBP
000000000
1.00000000
NC
-1266067.43000000
-0.21861627168
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-10-15
0.00000000
USD
-399004.82000000
USD
10940000.00000000
GBP
-867062.61000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
5 YEAR US TREASURY NOTE WEEK 1
000000000
-444.00000000
NC
USD
-55500.00000000
-0.00958337825
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
5 YEAR US TREASURY NOTE WEEK 1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
0.00000000
USD
100000.00000000
107.50000000
USD
2022-11-04
XXXX
42263.24000000
N
N
N
AGL CLO 6 LTD
5493008ZSC34VKNPZN79
AGL CLO 6 LTD
00119WAE7
2680000.00000000
PA
USD
2275282.17000000
0.392880895006
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
10.74257000
N
N
N
N
N
N
TEVA PHARM FIN CO LLC
5493006PITD7MU7WW480
Teva Pharmaceutical Finance Co LLC
88163VAD1
4146000.00000000
PA
USD
3407514.48000000
0.588387390497
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
6.15000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
USD CALL VERSUS BRL PUT
000000000
-5950000.00000000
NC
USD
-158890.29000000
-0.02743613964
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
USD CALL VERSUS BRL PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
BRL
2023-01-26
-5950000.00000000
USD
5.43800000
USD
2023-01-26
XXXX
95085.46000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
254.00000000
NC
USD
113500.08000000
0.019598454029
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
26961312.42000000
USD
113500.08000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME 3 MONTH EURODOLLAR
000000000
516.00000000
NC
USD
-2163758.60000000
-0.37362373184
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2023-12-18
124971758.60000000
USD
-2163758.60000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-483.00000000
NC
USD
-177351.81000000
-0.03062395458
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
0.00000000
USD
100000.00000000
107.50000000
USD
2022-11-25
XXXX
72750.23000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
45190000000.00000000
PA
3017379.54000000
0.521021431926
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
8.25000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
30000.00000000
PA
USD
24243.75000000
0.004186252731
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
EURODOLLAR 1 YEAR MIDCURVE
000000000
-580.00000000
NC
USD
-58000.00000000
-0.01001506196
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
EURODOLLAR 1 YEAR MIDCURVE
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
INTERCONTENTIAL EXCHANGE
3 MONTH EURO INTERBANK OFFER RATE
2023-12-18
0.00000000
USD
1000000.00000000
96.00000000
USD
2022-12-16
XXXX
154657.00000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HU7
2874177.90039700
PA
USD
750843.25000000
0.129650718473
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
3.87500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IMM EURODOLLAR TIME DEPOSIT
000000000
-1301.00000000
NC
USD
-561056.25000000
-0.09687953632
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME 3 MONTH EURODOLLAR
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2023-12-18
0.00000000
USD
1000000.00000000
97.00000000
USD
2023-12-18
XXXX
1525899.15000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-881.00000000
NC
USD
-1121898.88000000
-0.19372218615
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Put
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
0.00000000
USD
100000.00000000
107.50000000
USD
2022-11-25
XXXX
-428258.51000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME 3 MONTH EURODOLLAR
000000000
1403.00000000
NC
USD
-14228871.30000000
-2.45694875342
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2023-09-18
347441371.30000000
USD
-14228871.30000000
N
N
N
SPIRIT LOYALTY KY LTD/IP
N/A
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
84859BAA9
522000.00000000
PA
USD
530821.80000000
0.091658848569
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
8.00000000
N
N
N
N
N
N
EG ACQUISITION CORP-A
N/A
EG ACQUISITION CORP-A -CW28
26846A118
70273.00000000
NS
USD
15460.06000000
0.002669542393
Long
EC
CORP
US
N
1
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
935800000.00000000
PA
7540692.99000000
1.302077715873
Long
DBT
NUSS
RU
N
2
2034-05-10
Fixed
7.25000000
N
Y
N
N
N
N
VOC ESCROW LTD
N/A
VOC Escrow Ltd
91832VAA2
670000.00000000
PA
USD
553279.30000000
0.095536663293
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
5.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
271256.72000000
0.046838842379
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2029-06-30
0.00000000
USD
-17520.48000000
USD
-65315000.00000000
USD
288777.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BRL CALL VERSUS USD PUT
000000000
-8081061.00000000
NC
USD
-282000.44000000
-0.04869399792
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BRL CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
BRL
N/A
USD
2022-12-02
-8081061.00000000
USD
5.28000000
USD
2022-12-02
XXXX
72762.18000000
N
N
N
Aegis Asset Backed Securities
N/A
Aegis Asset Backed Sec Corp Mort Pass Thr Certs Series 2003-3
00764MAW7
199459.03000000
PA
USD
183498.52000000
0.031685328404
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
6.06057000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
4020000.00000000
PA
2120579.85000000
0.366167906726
Long
DBT
NUSS
AU
N
2
2041-05-21
Fixed
2.75000000
N
N
N
N
N
N
Western Asset Premier Institutional Government Reserves
549300WB3XRN9YTWFB76
Western Asset Premier Institutional Government Reserves
52470G494
27290136.38000000
NS
USD
27290136.38000000
4.712282875151
Long
STIV
RF
US
N
1
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IMM EURODOLLAR TIME DEPOSIT
000000000
-582.00000000
NC
USD
-10912.50000000
-0.00188429937
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME 3 MONTH EURODOLLAR
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2022-12-19
0.00000000
USD
1000000.00000000
96.00000000
USD
2022-12-19
XXXX
282502.80000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME 3 MONTH EURODOLLAR
000000000
202.00000000
NC
USD
-161784.66000000
-0.02793592058
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2023-03-13
48010534.66000000
USD
-161784.66000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IMM EURODOLLAR TIME DEPOSIT
000000000
-1180.00000000
NC
USD
-22125.00000000
-0.00382040079
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME 3 MONTH EURODOLLAR
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2022-12-19
0.00000000
USD
1000000.00000000
95.75000000
USD
2022-12-19
XXXX
277772.00000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
1490000.00000000
PA
USD
1244589.55000000
0.214907611357
Long
DBT
NUSS
EG
N
2
2025-10-06
Fixed
5.25000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
BRL/USD FORWARD
000000000
1.00000000
NC
USD
264105.19000000
0.045603962792
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-14953576.85000000
USD
79941821.84000000
BRL
2023-01-18
264105.19000000
N
N
N
H&E EQUIPMENT SERVICES
254900KVLRCDMQRYY541
H&E Equipment Services Inc
404030AJ7
110000.00000000
PA
USD
93085.85000000
0.016073457851
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
251799AA0
340000.00000000
PA
USD
377200.04000000
0.065132444347
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.95000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2005-AR17 Trust
92922F7W2
1362648.45000000
PA
USD
869198.56000000
0.150087541973
Long
ABS-MBS
CORP
US
N
2
2045-12-25
Floating
4.54557000
N
N
N
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government Bond
000000000
3500000.00000000
PA
142040.69000000
0.024526660539
Long
DBT
NUSS
EG
N
2
2024-05-30
Fixed
18.40000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AR9
4080000.00000000
PA
USD
2896800.00000000
0.500200542887
Long
DBT
CORP
CH
N
2
N/A
Fixed
5.25000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
1220000.00000000
PA
USD
1045570.50000000
0.180542298994
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS BRL PUT
000000000
-8081061.00000000
NC
USD
-160575.68000000
-0.02772716180
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS BRL PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
BRL
2022-12-02
-8081061.00000000
USD
5.28000000
USD
2022-12-02
XXXX
194186.94000000
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAS2
1180000.00000000
PA
USD
825248.33000000
0.142498502721
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
5.39100000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BJ0
650000.00000000
PA
USD
533224.25000000
0.092073687976
Long
DBT
CORP
LR
N
2
2026-08-31
Fixed
5.50000000
N
N
N
N
N
N
WILLIS-KNIGHTON MED CTR
N/A
Willis-Knighton Medical Center
97068LAA6
790000.00000000
PA
USD
658025.05000000
0.113623476678
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.81300000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/JPY FORWARD
000000000
1.00000000
NC
USD
-6934.55000000
-0.00119741289
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-482720.00000000
USD
70000000.00000000
JPY
2023-01-18
-6934.55000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
59.00000000
NC
USD
46093.75000000
0.007959168314
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Purchased
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
111.25000000
USD
2022-11-25
XXXX
-13930.20000000
N
N
N
Charter Communications Operating LLC
549300TPZNMN50BJ3745
Charter Communications Operating LLC
16117LBW8
1353549.22650000
PA
USD
1339289.59000000
0.231259797017
Long
LON
CORP
US
N
2
2025-04-30
Floating
5.51000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-176.00000000
NC
USD
-64625.09000000
-0.01115903931
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
0.00000000
USD
100000.00000000
107.50000000
USD
2022-11-25
XXXX
5195.52000000
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179SAD2
220000.00000000
PA
USD
243031.35000000
0.041965069458
Long
DBT
CORP
US
N
2
2031-09-30
Fixed
7.87500000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
1080000.00000000
PA
USD
715803.48000000
0.123600279376
Long
DBT
NUSS
NG
N
2
2028-09-28
Fixed
6.12500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
80000.00000000
PA
USD
68945.79000000
0.011905109634
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AX6
3380000.00000000
PA
USD
3219879.90000000
0.555987874209
Long
DBT
CORP
CH
N
2
N/A
Fixed
9.75000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME AUSTRALIAN DOLLAR CURRENCY
000000000
578.00000000
NC
USD
-1955576.52000000
-0.33767620718
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
CHICAGO MERCANTILE EXCHANGE
AUD USD EURO CURRENCY
2022-12-19
38953356.52000000
USD
-1955576.52000000
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAB6
410000.00000000
PA
USD
332091.80000000
0.057343447475
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BG9
940000.00000000
PA
USD
726699.50000000
0.125481733090
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.35000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
3507000000.00000000
PA
233477.72000000
0.040315410900
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
8.37500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-181.00000000
NC
USD
-70703.13000000
-0.01220855565
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
112.50000000
USD
2022-11-25
XXXX
67561.88000000
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36255TAL6
7653140.63000000
PA
USD
3062145.55000000
0.528751334751
Long
ABS-MBS
CORP
US
N
2
2031-09-15
Floating
7.66200000
N
N
N
N
N
N
EG Acquisition Corp
N/A
EG Acquisition Corp
26846A100
55833.00000000
NS
USD
551071.71000000
0.095155471041
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-121.00000000
NC
USD
-67117.25000000
-0.01158936926
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
0.00000000
USD
100000.00000000
107.00000000
USD
2022-11-25
XXXX
25314.05000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
AUDUSD EURO CURRENCY 9AM
000000000
-30.00000000
NC
USD
-300.00000000
-0.00005180204
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
AUDUSD EURO CURRENCY 9AM
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
Long
CHICAGO MERCANTILE EXCHANGE
AUD USD EURO CURRENCY
2022-12-19
0.00000000
USD
100000.00000000
67.00000000
USD
2022-11-04
XXXX
22125.00000000
N
N
N
Keycorp Student Loan Trust
N/A
KeyCorp Student Loan Trust 2005-A
493268CL8
3288325.84000000
PA
USD
3060690.17000000
0.528500029219
Long
ABS-O
CORP
US
N
2
2038-12-27
Floating
4.92843000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAN5
620000.00000000
PA
USD
460176.34000000
0.079460250998
Long
DBT
CORP
KY
N
2
2027-03-08
Variable
2.80000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
GBP/USD FORWARD
000000000
1.00000000
NC
USD
235003.81000000
0.040578926174
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-6377927.02000000
USD
5753914.94000000
GBP
2022-12-28
235003.81000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IMM EURODOLLAR TIME DEPOSIT
000000000
-659.00000000
NC
USD
-12356.25000000
-0.00213359671
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME 3 MONTH EURODOLLAR
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2022-12-19
0.00000000
USD
1000000.00000000
96.50000000
USD
2022-12-19
XXXX
422847.35000000
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
5490000.00000000
PA
USD
2140441.20000000
0.369597435189
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAY5
1140000.00000000
PA
USD
1096053.38000000
0.189259353669
Long
DBT
CORP
NL
N
2
2028-01-27
Fixed
5.99900000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CME ULTRA LONG TERM US TREASURY BOND
000000000
1356.00000000
NC
USD
-24109935.64000000
-4.16314653966
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
197211810.64000000
USD
-24109935.64000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
548657000.00000000
PA
4421087.83000000
0.763404630184
Long
DBT
NUSS
RU
N
2
2027-02-03
Fixed
8.15000000
N
Y
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABA6
897000.00000000
PA
USD
894618.47000000
0.154476886347
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets Trust 2006-3
45255RAZ0
1479994.56000000
PA
USD
1092147.19000000
0.188584858240
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
4.12557000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DK8
180000.00000000
PA
USD
148909.24000000
0.025712676984
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
4.50000000
N
N
N
N
N
N
Univision Communications Inc.
549300YQDE2JSGTL8V47
Univision Communications Inc
914908BC1
1355239.72660000
PA
USD
1316703.48000000
0.227359774757
Long
LON
CORP
US
N
2
2026-03-15
Floating
7.00386000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-1203.00000000
NC
USD
-338343.75000000
-0.05842299345
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
113.00000000
USD
2022-11-25
XXXX
-86674.94000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-260311.73000000
-0.04494893284
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-10335667.63000000
USD
186176381.00000000
ZAR
2023-01-18
-260311.73000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
EURODOLLAR 1 YEAR MIDCURVE
000000000
-426.00000000
NC
USD
-2662.50000000
-0.00045974314
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
EURODOLLAR 1 YEAR MIDCURVE
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
INTERCONTENTIAL EXCHANGE
3 MONTH EURO INTERBANK OFFER RATE
2023-12-18
0.00000000
USD
1000000.00000000
97.12500000
USD
2022-12-16
XXXX
104617.90000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
144.00000000
NC
USD
2250.00000000
0.000388515334
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Purchased
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
0.00000000
USD
100000.00000000
111.75000000
USD
2022-11-25
XXXX
-147624.19000000
N
N
N
TOLL ROAD INV PART II
N/A
Toll Road Investors Partnership II LP
88948ABQ9
200000.00000000
PA
USD
63981.47000000
0.011047903213
Long
DBT
CORP
US
N
2
2038-02-15
None
0.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
1870905.50000000
0.323055767326
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2052-04-21
22058.25000000
USD
0.00000000
USD
-10840000.00000000
USD
1848847.25000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
IRS RUB
000000000
1.00000000
NC
-1557661.88000000
-0.26896690072
N/A
DIR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Y
2024-10-27
0.00000000
USD
0.00000000
USD
1637458000.00000000
RUB
-1557661.88000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-738.00000000
NC
USD
-28828.50000000
-0.00497791747
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
0.00000000
USD
100000.00000000
110.00000000
USD
2022-11-25
XXXX
200535.41000000
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AJ4
60000.00000000
PA
USD
57696.88000000
0.009962721174
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.62500000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXIX Ltd
09630LAE2
4390000.00000000
PA
USD
3688550.60000000
0.636914875927
Long
ABS-CBDO
CORP
KY
N
2
2034-07-25
Floating
11.21843000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-119.00000000
NC
USD
-139453.13000000
-0.02407985754
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Put
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
110.75000000
USD
2022-11-25
XXXX
-1143.37000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
-3623319.49000000
-0.62565119302
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-10-13
0.00000000
USD
0.00000000
USD
170428000.00000000
USD
-3623319.49000000
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AH3
36000.00000000
PA
USD
36414.29000000
0.006287782251
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/BRL FORWARD
000000000
1.00000000
NC
USD
143948.00000000
0.024856002398
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-5890642.62000000
USD
31350000.00000000
BRL
2022-11-25
143948.00000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-828.00000000
NC
USD
-232875.00000000
-0.04021133713
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
113.00000000
USD
2022-11-25
XXXX
119895.69000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IMM EURODOLLAR TIME DEPOSIT
000000000
-760.00000000
NC
USD
-9500.00000000
-0.00164039807
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME 3 MONTH EURODOLLAR
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2022-12-19
0.00000000
USD
1000000.00000000
97.00000000
USD
2022-12-19
XXXX
634904.00000000
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AF8
530000.00000000
PA
USD
354032.35000000
0.061131998643
Long
DBT
CORP
CH
N
2
2045-05-15
Fixed
4.87500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
EURODOLLAR 1 YEAR MIDCURVE
000000000
-1172.00000000
NC
USD
-29300.00000000
-0.00505933302
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
EURODOLLAR 1 YEAR MIDCURVE
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
INTERCONTENTIAL EXCHANGE
3 MONTH EURO INTERBANK OFFER RATE
2023-12-18
0.00000000
USD
1000000.00000000
96.75000000
USD
2022-12-16
XXXX
697238.80000000
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
2374000.00000000
PA
USD
2010160.76000000
0.347101457968
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME EURO FOREIGN EXCHANGE CURRENCY
000000000
-246.00000000
NC
USD
450241.50000000
0.077744767581
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
CHICAGO MERCANTILE EXCHANGE
EURO CURRENCY 2PM
2022-12-19
-30965004.00000000
USD
450241.50000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
2000000.00000000
PA
278872.30000000
0.048153851096
Long
DBT
NUSS
CN
N
2
2024-05-22
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA3
35565WBD3
655077.58000000
PA
USD
675728.90000000
0.116680462104
Long
ABS-MBS
CORP
US
N
2
2050-06-25
Floating
8.68557000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US LONG BOND
000000000
7556.00000000
NC
USD
-85518111.03000000
-14.7667100123
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
996016111.03000000
USD
-85518111.03000000
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BJ4
4500000.00000000
PA
USD
3665904.21000000
0.633004444909
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
4.05000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
2000000.00000000
PA
284273.65000000
0.049086521008
Long
DBT
NUSS
CN
N
2
2028-06-27
Fixed
3.60000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBU5
70000.00000000
PA
USD
57522.36000000
0.009932586198
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAD0
1290000.00000000
PA
USD
693090.03000000
0.119678268874
Long
DBT
CORP
NL
N
2
2050-08-03
Fixed
4.02700000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND WEEK 4
000000000
-477.00000000
NC
USD
0.00000000
0.000000
N/A
DIR
CORP
US
N
2
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND WEEK 4
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
124.00000000
USD
2022-10-28
XXXX
219252.92000000
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
2270000.00000000
PA
USD
2365044.90000000
0.408380538156
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME 3 MONTH EURODOLLAR
000000000
268.00000000
NC
USD
-1184653.80000000
-0.20455829670
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2023-06-19
64697303.80000000
USD
-1184653.80000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
294.00000000
NC
USD
229687.50000000
0.039660940415
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Purchased
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-20
0.00000000
USD
100000.00000000
111.25000000
USD
2022-11-25
XXXX
-51039.87000000
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAF8
6917000.00000000
PA
USD
4203018.77000000
0.725749886260
Long
DBT
CORP
NL
N
2
2046-10-01
Fixed
4.10000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2005-A15
45660L4B2
1666307.29000000
PA
USD
164046.62000000
0.028326501098
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
1.96443000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-459.00000000
NC
USD
-57375.00000000
-0.00990714103
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
0.00000000
USD
100000.00000000
108.75000000
USD
2022-11-25
XXXX
107635.72000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BUND
000000000
-90.00000000
NC
-56952.89000000
-0.00983425383
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Put
Written
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX 10 YEAR EURO BUND
000000000
0.00000000
NC
0.00000000
0.00000000
DIR
CORP
DE
US
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2022-12-08
0.00000000
USD
100000.00000000
134.50000000
EUR
2022-11-25
XXXX
89725.19000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
AUDUSD EURO CURRENCY 9AM
000000000
-31.00000000
NC
USD
-3410.00000000
-0.00058881657
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
AUDUSD EURO CURRENCY 9AM
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
Long
CHICAGO MERCANTILE EXCHANGE
AUD USD EURO CURRENCY
2022-12-19
0.00000000
USD
100000.00000000
65.50000000
USD
2022-11-04
XXXX
10462.50000000
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BS0
2630000.00000000
PA
USD
2043036.60000000
0.352778243737
Long
DBT
CORP
PA
N
2
2030-06-01
Fixed
10.50000000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713AZ9
200000.00000000
PA
USD
162280.38000000
0.028021518287
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.15000000
N
N
N
N
N
N
MORONGO BAND OF MISSION
N/A
Morongo Band of Mission Indians/The
617734AG3
360000.00000000
PA
USD
369769.97000000
0.063849468288
Long
DBT
USGA
US
N
2
2039-10-01
Fixed
7.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-196955.94000000
-0.03400906797
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2051-10-07
0.00000000
USD
-1.39000000
USD
2740000.00000000
USD
-196954.55000000
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZX9
770000.00000000
PA
USD
780921.76000000
0.134844479530
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452151LF8
1425000.00000000
PA
USD
1333167.44000000
0.230202664059
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
JPN YEN CURRENCY 9AM
000000000
-60.00000000
NC
USD
-31500.00000000
-0.00543921468
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
JPN YEN CURRENCY 9AM
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
Long
JAPANESE YEN CURRENCY
JAPANESE YEN CURRENCY
2022-12-19
0.00000000
USD
12500000.00000000
70.00000000
USD
2022-12-09
XXXX
30225.00000000
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
90000.00000000
PA
USD
83728.87000000
0.014457755533
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
JPY/USD FORWARD
000000000
1.00000000
NC
USD
59185.42000000
0.010219752559
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-296859356.00000000
JPY
2076919.16000000
USD
2023-01-18
59185.42000000
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911363AM1
1310000.00000000
PA
USD
1087810.90000000
0.187836095946
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DL6
1420000.00000000
PA
USD
1400830.00000000
0.241886193901
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.60000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
EURO CURRENCY 9AM
000000000
-62.00000000
NC
USD
-111600.00000000
-0.01927036060
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
EURO CURRENCY 9AM
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
Long
CHICAGO MERCANTILE EXCHANGE
EURO CURRENCY 2PM
2022-12-19
0.00000000
USD
125000.00000000
0.98000000
USD
2022-11-04
XXXX
-30380.00000000
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
2940000.00000000
PA
USD
2042712.00000000
0.352722193925
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.HY.39.V1
000000000
1.00000000
NC
USD
19213.78000000
0.003317710296
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.HY.39.V1
Y
Default Event
2027-12-20
439682.93000000
USD
0.00000000
USD
-10925600.00000000
USD
-420469.15000000
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
3450000.00000000
PA
1831514.46000000
0.316253979286
Long
DBT
NUSS
AU
N
2
2047-03-21
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHMZ
46650BAA9
10570000.00000000
PA
USD
10580.57000000
0.001826983864
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
11.91965000
N
N
N
N
N
N
Berry Corp
N/A
Berry Corp
08579X101
40182.00000000
NS
USD
356414.34000000
0.061543305150
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A45
1120000.00000000
PA
USD
1013818.40000000
0.175059553323
Long
DBT
CORP
US
N
2
2027-01-09
Fixed
4.27100000
N
N
N
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
3 MONTH EURO EURIBOR
000000000
-293.00000000
NC
-558917.09000000
-0.09651016012
N/A
DIR
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Put
Written
ICE FUTURES EUROPE
549300UF4R84F48NCH34
ICE FUTURES EUROPE
549300UF4R84F48NCH34
3 MONTH EURO EURIBOR
000000000
0.00000000
NC
0.00000000
0.00000000
DIR
CORP
GB
US
Short
INTERCONTENTIAL EXCHANGE
3 MONTH EURO INTERBANK OFFER RATE
2022-12-19
0.00000000
USD
1000000.00000000
98.50000000
EUR
2022-12-19
XXXX
-405727.62000000
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust
92922FD96
3246289.32000000
PA
USD
2516701.70000000
0.434567645893
Long
ABS-MBS
CORP
US
N
2
2045-01-25
Floating
4.38057000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
JPN YEN CURRENCY 9AM
000000000
-88.00000000
NC
USD
-1650.00000000
-0.00028491124
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
JPN YEN CURRENCY 9AM
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
Long
JAPANESE YEN CURRENCY
JAPANESE YEN CURRENCY
2022-12-19
0.00000000
USD
12500000.00000000
71.00000000
USD
2022-11-04
XXXX
110780.00000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-451.00000000
NC
USD
-355867.41000000
-0.06144886484
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
0.00000000
USD
100000.00000000
106.50000000
USD
2022-11-25
XXXX
-117053.89000000
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AF5
150000.00000000
PA
USD
148425.78000000
0.025629196262
Long
DBT
CORP
US
N
2
2023-05-30
Fixed
4.12500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-148.00000000
NC
USD
-121406.32000000
-0.02096365202
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Put
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-12-30
0.00000000
USD
100000.00000000
106.75000000
USD
2022-11-25
XXXX
-10873.28000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
AUDUSD EURO CURRENCY 9AM
000000000
-60.00000000
NC
USD
-33000.00000000
-0.00569822490
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
AUDUSD EURO CURRENCY 9AM
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
Long
CHICAGO MERCANTILE EXCHANGE
AUD USD EURO CURRENCY
2022-12-19
0.00000000
USD
100000.00000000
64.00000000
USD
2022-11-04
XXXX
-3150.00000000
N
N
N
Jane Street Group LLC
5493002N1IVX6KHGYO08
Jane Street Group LLC
47077DAG5
328216.77560000
PA
USD
319514.11000000
0.055171613947
Long
LON
CORP
US
N
2
2028-01-26
Floating
6.50386000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
THREE-MONTH SOFR
000000000
187.00000000
NC
USD
-669942.70000000
-0.11568133880
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2023-09-19
45131530.20000000
USD
-669942.70000000
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAD1
4050000.00000000
PA
USD
3688537.50000000
0.636912613904
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS IFS USD
000000000
1.00000000
NC
USD
-119462.47000000
-0.02062800067
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-11-18
83139.95000000
USD
0.00000000
USD
4110000.00000000
USD
-202602.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-142363.99000000
-0.02458248587
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-31350000.00000000
BRL
5825405.08000000
USD
2023-01-18
-142363.99000000
N
N
N
2022-12-21
Western Asset Funds Inc
Christopher Berarducci
Christopher Berarducci
Principal Financial Officer