|
U.S. 5-Year Treasury Note
|
FVZ1
|
Futures Contracts
|
278
|
$34,122,328.00
|
19.76 %
|
|
U.S. Treasury Notes 0.25 %, 8/31/2025
|
91282CAJ0
|
United States Government Obligations
|
12,650,000
|
$12,394,529.00
|
7.17 %
|
|
U.S. Treasury Bonds 3.38 %, 11/15/2048
|
912810SE9
|
United States Government Obligations
|
9,100,000
|
$11,596,102.00
|
6.72 %
|
|
Norway Government Bond 1.38 %, 8/19/2030
|
BLKQFC1
|
Other Government Securities
|
98,357,000
|
$11,079,881.00
|
6.43 %
|
|
Dreyus Institutional Preferred Government Money Market Fu 0.01 %,
|
26200X100
|
Short-Term Securities
|
10,062,121
|
$10,062,121.00
|
5.83 %
|
|
U.S. Treasury Notes 1.13 %, 2/28/2025
|
912828ZC7
|
United States Government Obligations
|
6,390,000
|
$6,497,706.00
|
3.76 %
|
|
State Street Institutional U.S. Government Money Market Fund - Premier Class, 0.025%, 2-1-22 0.03 %,
|
857492706
|
N/A
|
5,754,768
|
$5,754,768.00
|
3.33 %
|
|
Japan Government Treasury Bills -0.12 %, 12/16/2021
|
BMCPST1
|
Short-Term Securities
|
567,000,000
|
$5,095,821.00
|
2.95 %
|
|
Canada Government Bond 1.00 %, 6/1/2027
|
BD454Q5
|
Other Government Securities
|
6,350,000
|
$4,970,657.00
|
2.89 %
|
|
New Zealand Government Bond 3.50 %, 4/14/2033
|
BYZTRB9
|
Other Government Securities
|
5,650,000
|
$4,437,593.00
|
2.57 %
|
|
U.S. Treasury Notes 0.25 %, 3/15/2024
|
91282CBR1
|
United States Government Obligations
|
4,400,000
|
$4,385,563.00
|
2.54 %
|
|
Spain Government Bond 0.50 %, 10/31/2031
|
BP7L7Q5
|
Other Government Securities
|
3,750,000
|
$4,363,113.00
|
2.53 %
|
|
Japan Treasury Bills -0.12 %, 1/25/2022
|
BNKTGK9
|
Short-Term Securities
|
473,900,000
|
$4,259,669.00
|
2.47 %
|
|
Euro-Buxl 30-Year Bond
|
UBZ1
|
Futures Contracts
|
15
|
$3,533,071.00
|
2.05 %
|
|
China Government Bond 3.39 %, 3/16/2050
|
BL58F99
|
Other Government Securities
|
20,150,000
|
$3,064,055.00
|
1.77 %
|
|
Bundesrepublik Deutschland
|
BKSV3W7
|
Other Government Securities
|
2,430,000
|
$2,596,244.00
|
1.50 %
|
|
Buoni del Tesoro Poliennali 1.70 %, 9/1/2051
|
BN4NT20
|
Other Government Securities
|
1,610,000
|
$1,820,740.00
|
1.05 %
|
|
Energie Baden-Wurttemberg AG 1.63 %, 8/5/2079
|
BK5FPM6
|
Corporate Debt Securities
|
1,400,000
|
$1,648,684.00
|
0.96 %
|
|
Federative Republic of Brazil 4.63 %, 1/13/2028
|
105756BZ2
|
Other Government Securities
|
1,200,000
|
$1,264,062.00
|
0.73 %
|
|
Republic of South Africa 9.00 %, 1/31/2040
|
BYM2NZ7
|
Other Government Securities
|
21,991,382
|
$1,249,659.00
|
0.72 %
|
|
Shimao Property Holdings Ltd. 6.13 %, 2/21/2024
|
BGT6HG5
|
Corporate Debt Securities
|
1,240,000
|
$1,239,286.00
|
0.72 %
|
|
Euro BTP Long Term Bond
|
IKZ1
|
Futures Contracts
|
7
|
$1,232,075.00
|
0.71 %
|
|
Volkswagen International Finance N.V. 3.50 %, 6/17/2170
|
BMTCWV5
|
Corporate Debt Securities
|
1,000,000
|
$1,245,552.00
|
0.71 %
|
|
Munich Reinsurance Co. 1.25 %, 5/26/2041
|
BMC4XW6
|
Corporate Debt Securities
|
1,000,000
|
$1,168,157.00
|
0.67 %
|
|
Logicor Financing S.a.r.l. 3.25 %, 11/13/2028
|
BYW3NG1
|
Corporate Debt Securities
|
800,000
|
$1,072,523.00
|
0.62 %
|
|
CNP Assurances S.A. 2.50 %, 6/30/2051
|
BMB2TX4
|
Corporate Debt Securities
|
800,000
|
$996,499.00
|
0.58 %
|
|
Buoni del Tesoro Poliennali 2.45 %, 9/1/2050
|
BJVB695
|
Other Government Securities
|
740,000
|
$983,854.00
|
0.57 %
|
|
Republic of Peru 2.39 %, 1/23/2026
|
715638DE9
|
Other Government Securities
|
919,000
|
$939,512.00
|
0.54 %
|
|
British Telecommunications plc 3.25 %, 11/8/2029
|
G15820DY9
|
Corporate Debt Securities
|
870,000
|
$910,795.00
|
0.54 %
|
|
BP Capital Markets plc (GTD by BP plc) 1.23 %, 5/8/2031
|
BK5BB37
|
Corporate Debt Securities
|
750,000
|
$906,663.00
|
0.53 %
|
|
TransCanada PipeLines Ltd. 5.30 %, 3/15/2077
|
89356BAC2
|
Corporate Debt Securities
|
844,000
|
$906,794.00
|
0.52 %
|
|
Apple, Inc. 1.13 %, 5/11/2025
|
037833DT4
|
Corporate Debt Securities
|
824,000
|
$830,264.00
|
0.48 %
|
|
Republic of Indonesia 1.45 %, 9/18/2026
|
BKC9316
|
Other Government Securities
|
687,000
|
$827,893.00
|
0.48 %
|
|
Deutsche Pfandbriefbank AG 2.88 %, 6/28/2027
|
BF4VCJ6
|
Corporate Debt Securities
|
700,000
|
$821,471.00
|
0.48 %
|
|
iTraxx Europe Crossover, Series 36 Index 5.00 %, 12/20/2026
|
CDITXIVQ
|
Centrally Cleared Credit Default Swaps
|
-5,800,000
|
$796,128.00
|
0.47 %
|
|
Unibail-Rodamco SE 2.13 %, 10/25/2166
|
BFZNFZ8
|
Corporate Debt Securities
|
700,000
|
$810,858.00
|
0.47 %
|
|
Saudi Arabia Government Bond 2.25 %, 2/2/2033
|
BMFDCG7
|
Other Government Securities
|
815,000
|
$794,018.00
|
0.46 %
|
|
Longfor Properties Co. Ltd. 4.50 %, 1/16/2028
|
BF4M2X3
|
Corporate Debt Securities
|
706,000
|
$758,948.00
|
0.45 %
|
|
Republic of South Africa 5.88 %, 6/22/2030
|
BD24PK5
|
Other Government Securities
|
700,000
|
$774,003.00
|
0.45 %
|
|
Intrum AB 3.00 %, 9/15/2027
|
BK1X610
|
Corporate Debt Securities
|
669,000
|
$773,549.00
|
0.45 %
|
|
Country Garden Holdings Co. Ltd. 7.25 %, 4/8/2026
|
BJX2G52
|
Corporate Debt Securities
|
700,000
|
$739,305.00
|
0.44 %
|
|
Electricite de France S.A. 3.38 %, 9/15/2169
|
BMX6M35
|
Corporate Debt Securities
|
600,000
|
$732,587.00
|
0.43 %
|
|
General Motors Co. 6.80 %, 10/1/2027
|
37045VAU4
|
Corporate Debt Securities
|
600,000
|
$749,783.00
|
0.43 %
|
|
OMV AG 2.50 %, 9/1/2169
|
BN15F54
|
Corporate Debt Securities
|
600,000
|
$729,592.00
|
0.42 %
|
|
RKPF Overseas 2019 A Ltd. 7.88 %, 2/1/2023
|
BJ31YV1
|
Corporate Debt Securities
|
700,000
|
$706,143.00
|
0.41 %
|
|
RCI Banque S.A. 2.63 %, 2/18/2030
|
BG0WMD4
|
Corporate Debt Securities
|
600,000
|
$706,693.00
|
0.41 %
|
|
Merck KGaA 1.63 %, 9/9/2080
|
BNC0WQ8
|
Corporate Debt Securities
|
600,000
|
$716,591.00
|
0.41 %
|
|
ENEL S.p.A. 1.88 %, 9/8/2169
|
BMV33G8
|
Corporate Debt Securities
|
600,000
|
$688,057.00
|
0.40 %
|
|
Hewlett Packard Enterprise Co. 6.35 %, 10/15/2045
|
42824CAY5
|
Corporate Debt Securities
|
500,000
|
$672,404.00
|
0.39 %
|
|
Svenska Handelsbanken AB 6.25 %, 3/1/2169
|
BHZQ012
|
Corporate Debt Securities
|
600,000
|
$655,875.00
|
0.38 %
|
|
Hungary Government Bond 1.50 %, 11/17/2050
|
BMCWB60
|
Other Government Securities
|
586,000
|
$633,863.00
|
0.37 %
|
|
ABN AMRO Bank N.V. 4.38 %, 9/22/2169
|
BLFGLD9
|
Corporate Debt Securities
|
500,000
|
$622,611.00
|
0.36 %
|
|
Dresdner Funding Trust I 8.15 %, 6/30/2031
|
5695382
|
Corporate Debt Securities
|
430,000
|
$615,868.00
|
0.36 %
|
|
Orsted A/S 1.50 %, 2/18/3021
|
BMVMCX5
|
Corporate Debt Securities
|
530,000
|
$613,891.00
|
0.36 %
|
|
Republic of Colombia 6.13 %, 1/18/2041
|
195325BM6
|
Other Government Securities
|
553,000
|
$609,105.00
|
0.35 %
|
|
Vistra Operations Co. LLC 5.00 %, 7/31/2027
|
92840VAF9
|
Corporate Debt Securities
|
580,000
|
$599,575.00
|
0.35 %
|
|
Zurich Finance (Ireland) DAC 1.88 %, 9/17/2050
|
BMTCQR9
|
Corporate Debt Securities
|
500,000
|
$609,474.00
|
0.35 %
|
|
Republic of Uzbekistan 3.90 %, 10/19/2031
|
BNHTB18
|
Other Government Securities
|
625,000
|
$610,456.00
|
0.35 %
|
|
Drax Finco plc 2.63 %, 11/1/2025
|
BMXWM99
|
Corporate Debt Securities
|
500,000
|
$599,256.00
|
0.35 %
|
|
Allianz SE 3.20 %, 4/30/2170
|
018820AB6
|
Corporate Debt Securities
|
600,000
|
$583,500.00
|
0.34 %
|
|
ENGIE S.A. 1.50 %, 11/30/2169
|
BMC7455
|
Corporate Debt Securities
|
500,000
|
$583,393.00
|
0.34 %
|
|
Intesa Sanpaolo S.p.A. 3.75 %, 8/27/2168
|
BL97SQ0
|
Corporate Debt Securities
|
500,000
|
$573,834.00
|
0.33 %
|
|
Republic of Uzbekistan 5.38 %, 2/20/2029
|
BHZCSM7
|
Other Government Securities
|
519,000
|
$566,675.00
|
0.33 %
|
|
Sweden Government Bond 1.38 %, 6/23/2071
|
BM9CNF6
|
Other Government Securities
|
4,730,000
|
$557,921.00
|
0.32 %
|
|
Indonesia Government Bond 8.38 %, 4/15/2039
|
BGWLKF7
|
Other Government Securities
|
7,041,000,000
|
$553,933.00
|
0.32 %
|
|
State of Israel 4.50 %, 4/3/2120
|
46513JB59
|
Other Government Securities
|
443,000
|
$557,626.00
|
0.32 %
|
|
Kingdom of Morocco 4.00 %, 12/15/2050
|
BMHFZL7
|
Other Government Securities
|
590,000
|
$539,772.00
|
0.31 %
|
|
Qatar Government Bond 2.25 %, 7/12/2031
|
74730DAC7
|
Other Government Securities
|
540,000
|
$535,556.00
|
0.31 %
|
|
Landesbank Baden-Wuerttemberg 2.88 %, 9/28/2026
|
BD7XVD2
|
Corporate Debt Securities
|
400,000
|
$511,178.00
|
0.30 %
|
|
Anheuser-Busch InBev Worldwide, Inc. (GTD by AB INBEV/BBR 5.80 %, 1/23/2059
|
03523TBW7
|
Corporate Debt Securities
|
365,000
|
$516,574.00
|
0.30 %
|
|
Republic of Indonesia 1.30 %, 3/23/2034
|
BMHT0S1
|
Other Government Securities
|
460,000
|
$521,916.00
|
0.30 %
|
|
Prologis Euro Finance LLC (GTD by Prologis L.P.) 1.50 %, 9/10/2049
|
BHNV804
|
Corporate Debt Securities
|
450,000
|
$511,941.00
|
0.29 %
|
|
Fox Corp. 5.58 %, 1/25/2049
|
BJ20453
|
Corporate Debt Securities
|
372,000
|
$501,850.00
|
0.29 %
|
|
Kunlun Energy Co. Ltd. 3.75 %, 5/13/2025
|
BXC7YS5
|
Corporate Debt Securities
|
464,000
|
$495,421.00
|
0.29 %
|
|
Erste Group Bank AG 4.25 %, 4/15/2170
|
BN13P81
|
Corporate Debt Securities
|
400,000
|
$492,662.00
|
0.29 %
|
|
Lloyds Banking Group plc 4.95 %, 6/27/2170
|
BKXGQW8
|
Corporate Debt Securities
|
400,000
|
$508,530.00
|
0.29 %
|
|
Telefonica Emisiones S.A. 5.21 %, 3/8/2047
|
87938WAU7
|
Corporate Debt Securities
|
400,000
|
$499,941.00
|
0.29 %
|
|
Credit Suisse Group AG 3.25 %, 4/2/2026
|
BLR98R9
|
Corporate Debt Securities
|
400,000
|
$510,682.00
|
0.29 %
|
|
CSX Corp. 4.75 %, 11/15/2048
|
126408HN6
|
Corporate Debt Securities
|
390,000
|
$504,171.00
|
0.29 %
|
|
Charter Communications Operating LLC and Charter Communic 5.75 %, 4/1/2048
|
161175BN3
|
Corporate Debt Securities
|
400,000
|
$506,169.00
|
0.29 %
|
|
Charming Light Investments Ltd. 4.38 %, 12/21/2027
|
BFNXGN5
|
Corporate Debt Securities
|
458,000
|
$501,507.00
|
0.29 %
|
|
Chile Bonos Tesoreria 3.50 %, 1/25/2050
|
168863DL9
|
Other Government Securities
|
480,000
|
$480,780.00
|
0.28 %
|
|
Bermuda Government Bond 3.38 %, 8/20/2050
|
BMTV8Y7
|
Other Government Securities
|
472,000
|
$475,351.00
|
0.28 %
|
|
Orano S.A. 2.75 %, 3/8/2028
|
BMTVR28
|
Corporate Debt Securities
|
400,000
|
$489,981.00
|
0.28 %
|
|
ZF Europe Finance B.V. 3.00 %, 10/23/2029
|
BJLC308
|
Corporate Debt Securities
|
400,000
|
$482,996.00
|
0.28 %
|
|
Samhallsbyggnadsbolaget I Norden AB 2.62 %, 4/30/2169
|
BL1NPK9
|
Corporate Debt Securities
|
410,000
|
$477,241.00
|
0.28 %
|
|
E.ON SE 1.00 %, 10/7/2025
|
BM6QS78
|
Corporate Debt Securities
|
400,000
|
$481,716.00
|
0.28 %
|
|
CPI Property Group S.A. 4.88 %, 10/16/2168
|
BJHQ672
|
Corporate Debt Securities
|
400,000
|
$490,261.00
|
0.28 %
|
|
United Mexican States 2.88 %, 4/8/2039
|
BJH82R0
|
Other Government Securities
|
400,000
|
$474,458.00
|
0.27 %
|
|
Republic of Nigeria 7.63 %, 11/28/2047
|
BF2RBB1
|
Other Government Securities
|
479,000
|
$463,159.00
|
0.27 %
|
|
Vodafone Group plc 2.63 %, 8/27/2080
|
BMFC7N6
|
Corporate Debt Securities
|
390,000
|
$468,140.00
|
0.27 %
|
|
Arab Republic of Egypt 7.30 %, 9/30/2033
|
BMGCCL8
|
Other Government Securities
|
500,000
|
$486,775.00
|
0.27 %
|
|
Allianz SE 2.63 %, 4/30/2170
|
BN7C764
|
Corporate Debt Securities
|
400,000
|
$466,562.00
|
0.27 %
|
|
TerraForm Power Operating LLC (GTD by TerraForm Power LLC 5.00 %, 1/31/2028
|
88104LAE3
|
Corporate Debt Securities
|
440,000
|
$473,000.00
|
0.27 %
|
|
Republic of Indonesia 3.85 %, 10/15/2030
|
455780CS3
|
Other Government Securities
|
416,000
|
$464,995.00
|
0.27 %
|
|
UBS Group AG 7.00 %, 7/31/2168
|
H4209UAT3
|
Corporate Debt Securities
|
420,000
|
$458,495.00
|
0.27 %
|
|
Rothesay Life plc 6.88 %, 3/12/2168
|
BG00CZ0
|
Corporate Debt Securities
|
300,000
|
$469,768.00
|
0.27 %
|
|
Barclays plc 2.00 %, 2/7/2028
|
BF0LKS5
|
Corporate Debt Securities
|
400,000
|
$474,368.00
|
0.27 %
|
|
SoftBank Group Corp. 3.13 %, 9/19/2025
|
BF13347
|
Corporate Debt Securities
|
390,000
|
$451,762.00
|
0.26 %
|
|
Republic of Serbia 1.50 %, 6/26/2029
|
BK4K0P0
|
Other Government Securities
|
390,000
|
$446,945.00
|
0.26 %
|
|
HSBC Holdings plc 5.88 %, 3/28/2169
|
BFM4XM7
|
Corporate Debt Securities
|
300,000
|
$444,086.00
|
0.26 %
|
|
PVH Corp. 3.13 %, 12/15/2027
|
BF4PGD0
|
Corporate Debt Securities
|
340,000
|
$449,965.00
|
0.26 %
|
|
Digital Stout Holding LLC 3.75 %, 10/17/2030
|
BGHHDR3
|
Corporate Debt Securities
|
300,000
|
$456,793.00
|
0.26 %
|
|
Altice France S.A. 5.88 %, 2/1/2027
|
BFD1Y46
|
Corporate Debt Securities
|
363,000
|
$440,528.00
|
0.26 %
|
|
Credit Suisse Group AG 7.25 %, 3/12/2168
|
225401AK4
|
Corporate Debt Securities
|
400,000
|
$443,440.00
|
0.26 %
|
|
Raizen Fuels Finance Ltd. 5.30 %, 1/20/2027
|
75102XAA4
|
Corporate Debt Securities
|
389,000
|
$436,684.00
|
0.25 %
|
|
Israel Chemicals Ltd. 6.38 %, 5/31/2038
|
BF3SP44
|
Corporate Debt Securities
|
333,000
|
$433,266.00
|
0.25 %
|
|
Skandinaviska Enskilda Banken AB 5.13 %, 5/13/2169
|
BKHXFY0
|
Corporate Debt Securities
|
400,000
|
$427,250.00
|
0.25 %
|
|
Ivory Coast Government Bond 4.88 %, 1/30/2032
|
BMYD8L5
|
Other Government Securities
|
390,000
|
$441,185.00
|
0.25 %
|
|
Ivory Coast Government Bond 5.88 %, 10/17/2031
|
BL0HM90
|
Other Government Securities
|
350,000
|
$423,884.00
|
0.25 %
|
|
CYBG plc 4.00 %, 9/25/2026
|
BF2PL15
|
Corporate Debt Securities
|
300,000
|
$439,952.00
|
0.25 %
|
|
Hewlett Packard Enterprise Co. 4.90 %, 10/15/2025
|
BD3GB57
|
Corporate Debt Securities
|
359,000
|
$406,485.00
|
0.24 %
|
|
Westlake Chemical Corp. 1.63 %, 7/17/2029
|
BK4NRM5
|
Corporate Debt Securities
|
344,000
|
$421,899.00
|
0.24 %
|
|
HCA, Inc. (GTD by HCA Holdings, Inc.) 5.25 %, 6/15/2049
|
404119BZ1
|
Corporate Debt Securities
|
320,000
|
$409,139.00
|
0.24 %
|
|
Credit Suisse Group AG 4.88 %, 1/20/2170
|
BD95Q31
|
Corporate Debt Securities
|
400,000
|
$415,318.00
|
0.24 %
|
|
Republic of Serbia 1.00 %, 9/23/2028
|
BMCQCN6
|
Other Government Securities
|
369,000
|
$413,446.00
|
0.24 %
|
|
MAF Global Securities Ltd. 5.50 %, 9/7/2168
|
BF01YZ0
|
Corporate Debt Securities
|
400,000
|
$407,382.00
|
0.24 %
|
|
Romania Government Bond 3.38 %, 1/28/2050
|
BKVFG50
|
Other Government Securities
|
350,000
|
$399,855.00
|
0.23 %
|
|
Prologis Euro Finance LLC (GTD by Prologis L.P.) 0.63 %, 9/10/2031
|
BHNV7Z2
|
Corporate Debt Securities
|
340,000
|
$390,651.00
|
0.23 %
|
|
Country Garden Holdings Co. Ltd. 8.00 %, 1/27/2024
|
BFM4W19
|
Corporate Debt Securities
|
369,000
|
$384,099.00
|
0.22 %
|
|
NextEra Energy Operating Partners L.P. (GTD by NextEra En 4.50 %, 9/15/2027
|
65342QAB8
|
Corporate Debt Securities
|
360,000
|
$387,715.00
|
0.22 %
|
|
ABANCA Corp. Bancaria S.A. 6.13 %, 1/18/2029
|
BHQXS63
|
Corporate Debt Securities
|
300,000
|
$383,740.00
|
0.22 %
|
|
Nordex SE 6.50 %, 2/1/2023
|
BD72946
|
Corporate Debt Securities
|
320,000
|
$377,934.00
|
0.22 %
|
|
Legal & General Group plc 3.75 %, 11/26/2049
|
BL1GVS8
|
Corporate Debt Securities
|
263,000
|
$377,141.00
|
0.22 %
|
|
Pattern Energy Operations L.P. and Pattern Energy Operati 4.50 %, 8/15/2028
|
70339PAA7
|
Corporate Debt Securities
|
370,000
|
$386,188.00
|
0.22 %
|
|
ContourGlobal Power Holdings S.A. 4.13 %, 8/1/2025
|
BFY8RZ8
|
Corporate Debt Securities
|
320,000
|
$378,485.00
|
0.22 %
|
|
ABN AMRO Bank N.V. 2.88 %, 1/18/2028
|
BDFYTM2
|
Corporate Debt Securities
|
300,000
|
$360,688.00
|
0.21 %
|
|
De Volksbank N.V. 2.75 %, 10/6/2027
|
BZ7MJC8
|
Corporate Debt Securities
|
300,000
|
$356,278.00
|
0.21 %
|
|
Piraeus Financial Holdings S.A. 8.75 %, 12/16/2169
|
BNHTS95
|
Corporate Debt Securities
|
300,000
|
$354,285.00
|
0.21 %
|
|
IHO Verwaltungs GmbH (3.875% Cash or 4.625% PIK) 3.88 %, 5/15/2027
|
BKF1B04
|
Corporate Debt Securities
|
300,000
|
$357,265.00
|
0.21 %
|
|
Credit Suisse Group AG 4.50 %, 3/3/2169
|
225401AS7
|
Corporate Debt Securities
|
370,000
|
$363,525.00
|
0.21 %
|
|
Federative Republic of Brazil 4.75 %, 1/14/2050
|
105756CB4
|
Other Government Securities
|
400,000
|
$355,108.00
|
0.21 %
|
|
Vonovia Finance B.V. 1.13 %, 9/14/2034
|
BGMGNH5
|
Corporate Debt Securities
|
300,000
|
$345,964.00
|
0.20 %
|
|
Societe Generale S.A. 5.38 %, 5/18/2169
|
83370RAA6
|
Corporate Debt Securities
|
319,000
|
$342,328.00
|
0.20 %
|
|
Chubb INA Holdings, Inc. (GTD by Chubb Ltd.) 2.50 %, 3/15/2038
|
BFX22B2
|
Corporate Debt Securities
|
243,000
|
$337,676.00
|
0.20 %
|
|
Republic of Philippines 0.25 %, 4/28/2025
|
BMBV4F8
|
Other Government Securities
|
304,000
|
$352,701.00
|
0.20 %
|
|
Veolia Environnement S.A. 2.50 %, 1/20/2129
|
BMTM527
|
Corporate Debt Securities
|
300,000
|
$353,305.00
|
0.20 %
|
|
Blackstone Property Partners Europe Holdings S.a.r.l. 1.75 %, 3/12/2029
|
BK4W8P2
|
Corporate Debt Securities
|
284,000
|
$341,850.00
|
0.20 %
|
|
Petroleos Mexicanos 7.69 %, 1/23/2050
|
71654QDD1
|
Corporate Debt Securities
|
350,000
|
$331,893.00
|
0.19 %
|
|
Romania Government Bond 2.00 %, 4/14/2033
|
BMCRWH3
|
Other Government Securities
|
300,000
|
$332,231.00
|
0.19 %
|
|
UniCredit S.p.A. 5.46 %, 6/30/2035
|
BMB2SF9
|
Corporate Debt Securities
|
297,000
|
$327,933.00
|
0.19 %
|
|
Picard Groupe S.A. 3.88 %, 7/1/2026
|
BQ2953850
|
Corporate Debt Securities
|
278,000
|
$327,591.00
|
0.19 %
|
|
BNP Paribas S.A. 4.50 %, 8/25/2168
|
05565ALQ4
|
Corporate Debt Securities
|
320,000
|
$320,616.00
|
0.19 %
|
|
Greenland Global Investment Ltd. 5.75 %, 9/26/2022
|
BKBMH14
|
Corporate Debt Securities
|
420,000
|
$332,318.00
|
0.19 %
|
|
Demire Deutsche Mittelstand Real Estate AG 1.88 %, 10/15/2024
|
BK21SX9
|
Corporate Debt Securities
|
300,000
|
$331,741.00
|
0.19 %
|
|
PT Indonesia Asahan Aluminum Persero Tbk 6.76 %, 11/15/2048
|
BGPMBY3
|
Corporate Debt Securities
|
245,000
|
$315,450.00
|
0.18 %
|
|
Arab Republic of Egypt 6.38 %, 4/11/2031
|
BJV9C35
|
Other Government Securities
|
274,000
|
$312,131.00
|
0.18 %
|
|
CVS Health Corp. 5.05 %, 3/25/2048
|
126650CZ1
|
Corporate Debt Securities
|
244,000
|
$314,628.00
|
0.18 %
|
|
Bulgaria Government Bond 1.38 %, 9/23/2050
|
BMGS0R8
|
Other Government Securities
|
285,000
|
$318,713.00
|
0.18 %
|
|
Zhenro Properties Group Ltd. 7.35 %, 2/5/2025
|
BNC1C72
|
Corporate Debt Securities
|
350,000
|
$306,376.00
|
0.18 %
|
|
CIFI Holdings Group Co. Ltd. 6.55 %, 3/28/2024
|
BJTPGW2
|
Corporate Debt Securities
|
314,000
|
$317,500.00
|
0.18 %
|
|
NatWest Group plc 5.13 %, 12/31/2169
|
BMZ7Y18
|
Corporate Debt Securities
|
200,000
|
$289,691.00
|
0.17 %
|
|
Kaisa Group Holdings Ltd. 9.38 %, 6/30/2024
|
BYW5T47
|
Corporate Debt Securities
|
390,000
|
$297,448.00
|
0.17 %
|
|
Republic of South Africa 5.75 %, 9/30/2049
|
836205BB9
|
Other Government Securities
|
310,000
|
$296,118.00
|
0.17 %
|
|
AT&T, Inc. 4.25 %, 6/1/2043
|
B96W8K8
|
Corporate Debt Securities
|
176,000
|
$289,212.00
|
0.17 %
|
|
Logan Property Holdings Co. Ltd. 6.50 %, 7/16/2023
|
BJXWW76
|
Corporate Debt Securities
|
302,000
|
$301,943.00
|
0.17 %
|
|
Arab Republic of Egypt 8.50 %, 1/31/2047
|
038461AM1
|
Other Government Securities
|
277,000
|
$268,338.00
|
0.16 %
|
|
Direct Line Insurance Group plc 4.75 %, 6/7/2168
|
BYVHWM3
|
Corporate Debt Securities
|
200,000
|
$279,214.00
|
0.16 %
|
|
AIB Group plc 6.25 %, 12/23/2169
|
BMY7D89
|
Corporate Debt Securities
|
220,000
|
$284,647.00
|
0.16 %
|
|
DPL, Inc. 4.35 %, 4/15/2029
|
233293AQ2
|
Corporate Debt Securities
|
240,000
|
$261,366.00
|
0.15 %
|
|
Repsol International Finance B.V. 4.25 %, 12/11/2169
|
BM9JM27
|
Corporate Debt Securities
|
200,000
|
$254,269.00
|
0.15 %
|
|
iTraxx Europe Crossover, Series 36 Index 5.00 %, 12/20/2024
|
CDITXIWQ
|
Over the Counter Credit Default Swaps
|
-2,300,000
|
$260,361.00
|
0.15 %
|
|
Commerzbank AG 6.13 %, 4/9/2169
|
BKPVJR7
|
Corporate Debt Securities
|
200,000
|
$254,547.00
|
0.15 %
|
|
Inmobiliaria Colonial Socimi S.A. 2.50 %, 11/28/2029
|
BF2VR48
|
Corporate Debt Securities
|
200,000
|
$261,863.00
|
0.15 %
|
|
China Great Wall International Holdings III Ltd. 3.88 %, 8/31/2027
|
BD1ML02
|
Corporate Debt Securities
|
249,000
|
$265,236.00
|
0.15 %
|
|
Republic of Indonesia 1.40 %, 10/30/2031
|
BKPHV02
|
Other Government Securities
|
219,000
|
$257,534.00
|
0.15 %
|
|
Chemours Co. (The) 4.00 %, 5/15/2026
|
BDGH0J4
|
Corporate Debt Securities
|
200,000
|
$236,676.00
|
0.14 %
|
|
Summer BidCo B.V. (9.000% Cash or 9.750% PIK) 9.00 %, 11/15/2025
|
BK0T9W1
|
Corporate Debt Securities
|
209,750
|
$249,090.00
|
0.14 %
|
|
Aroundtown S.A. 1.63 %, 1/31/2028
|
BG070K2
|
Corporate Debt Securities
|
200,000
|
$244,851.00
|
0.14 %
|
|
Republic of Sri Lanka 6.20 %, 5/11/2027
|
85227SAT3
|
Other Government Securities
|
380,000
|
$233,920.00
|
0.14 %
|
|
Banco Santander S.A. 6.75 %, 7/25/2168
|
BF1ZBS3
|
Corporate Debt Securities
|
200,000
|
$238,642.00
|
0.14 %
|
|
ageas S.A./N.V. 3.88 %, 6/10/2169
|
BK96PY7
|
Corporate Debt Securities
|
200,000
|
$246,736.00
|
0.14 %
|
|
Central China Real Estate Ltd. 7.65 %, 8/27/2023
|
BMC8W43
|
Corporate Debt Securities
|
380,000
|
$239,400.00
|
0.14 %
|
|
Agile Group Holdings Ltd. 7.75 %, 5/25/2169
|
BKZK2F3
|
Corporate Debt Securities
|
260,000
|
$234,946.00
|
0.14 %
|
|
Republic of Ghana 7.88 %, 2/11/2035
|
BKT5SY5
|
Other Government Securities
|
260,000
|
$234,634.00
|
0.14 %
|
|
CK Hutchison Group Telecom Finance S.A. 1.50 %, 10/17/2031
|
BL1FDW3
|
Corporate Debt Securities
|
200,000
|
$242,278.00
|
0.14 %
|
|
BAWAG Group AG 5.00 %, 11/14/2168
|
BFM7DF9
|
Corporate Debt Securities
|
200,000
|
$248,176.00
|
0.14 %
|
|
Jaguar Land Rover Automotive plc 7.75 %, 10/15/2025
|
47010BAJ3
|
Corporate Debt Securities
|
200,000
|
$216,140.00
|
0.13 %
|
|
Oi S.A. (10.000% Cash or 8.000% Cash and 4.000% PIK) 10.00 %, 7/27/2025
|
BG217L2
|
Corporate Debt Securities
|
245,000
|
$230,288.00
|
0.13 %
|
|
Dominican Republic 6.50 %, 2/15/2048
|
BF2FTH7
|
Other Government Securities
|
210,000
|
$224,912.00
|
0.13 %
|
|
Republic of Argentina 2.50 %, 7/9/2041
|
040114HV5
|
Other Government Securities
|
630,000
|
$232,640.00
|
0.13 %
|
|
Arab Republic of Egypt 8.70 %, 3/1/2049
|
BGSGVT7
|
Other Government Securities
|
222,000
|
$216,224.00
|
0.13 %
|
|
Thermo Fisher Scientific, Inc. 2.88 %, 7/24/2037
|
BF8F0M3
|
Corporate Debt Securities
|
158,000
|
$225,151.00
|
0.13 %
|
|
Discovery Communications LLC (GTD by Discovery, Inc.) 5.30 %, 5/15/2049
|
25470DBG3
|
Corporate Debt Securities
|
184,000
|
$230,255.00
|
0.13 %
|
|
International Flavors & Fragrances, Inc. 5.00 %, 9/26/2048
|
459506AL5
|
Corporate Debt Securities
|
171,000
|
$221,521.00
|
0.13 %
|
|
Republic of Nigeria 7.38 %, 9/28/2033
|
BP5GRZ1
|
Other Government Securities
|
200,000
|
$202,008.00
|
0.12 %
|
|
Telefonica Emisiones S.A. 7.05 %, 6/20/2036
|
87938WAC7
|
Corporate Debt Securities
|
145,000
|
$209,490.00
|
0.12 %
|
|
China Aoyuan Group Ltd. 7.95 %, 2/19/2023
|
BJ2B7Q8
|
Corporate Debt Securities
|
230,000
|
$208,151.00
|
0.12 %
|
|
Sino-Ocean Land Treasure Finance II Ltd. 5.95 %, 2/4/2027
|
BVSTKV6
|
Corporate Debt Securities
|
200,000
|
$211,182.00
|
0.12 %
|
|
Energo-Pro A.S. 4.50 %, 5/4/2024
|
BFXQXC2
|
Corporate Debt Securities
|
171,000
|
$197,939.00
|
0.11 %
|
|
Easy Tactic Ltd. 8.13 %, 7/11/2024
|
BK72N87
|
Corporate Debt Securities
|
300,000
|
$195,925.00
|
0.11 %
|
|
China Aoyuan Property Group Ltd. 5.38 %, 9/13/2022
|
BD5ZMN7
|
Corporate Debt Securities
|
200,000
|
$182,200.00
|
0.11 %
|
|
Clearway Energy Operating LLC 4.75 %, 3/15/2028
|
18539UAC9
|
Corporate Debt Securities
|
187,000
|
$198,192.00
|
0.11 %
|
|
Greenland Global Investment Ltd. 6.75 %, 9/26/2023
|
BKBF962
|
Corporate Debt Securities
|
310,000
|
$196,850.00
|
0.11 %
|
|
China Evergrande Group 8.75 %, 6/28/2025
|
BYW5QD5
|
Corporate Debt Securities
|
706,000
|
$169,440.00
|
0.10 %
|
|
Central Bank of Tunisia 5.75 %, 1/30/2025
|
BVRZKH1
|
Other Government Securities
|
200,000
|
$170,104.00
|
0.10 %
|
|
People's Republic of China 1.00 %, 12/20/2026
|
CDRCIWQ
|
Centrally Cleared Credit Default Swaps
|
7,200,000
|
$173,305.00
|
0.10 %
|
|
Sunac China Holdings Ltd. 7.95 %, 10/11/2023
|
BJH8TG8
|
Corporate Debt Securities
|
200,000
|
$168,133.00
|
0.10 %
|
|
Starbucks Corp. 4.45 %, 8/15/2049
|
855244AU3
|
Corporate Debt Securities
|
123,000
|
$150,598.00
|
0.09 %
|
|
Viridian Group FinanceCo plc and Viridian Power and Energ 4.75 %, 9/15/2024
|
BDZRP78
|
Corporate Debt Securities
|
104,000
|
$141,689.00
|
0.08 %
|
|
UnitedHealth Group, Inc. 3.70 %, 8/15/2049
|
91324PDU3
|
Corporate Debt Securities
|
119,000
|
$135,344.00
|
0.08 %
|
|
Markit North American High Yield CDX Index 5.00 %, 12/20/2024
|
CDCDXI32
|
Centrally Cleared Credit Default Swaps
|
-1,500,000
|
$122,659.00
|
0.07 %
|
|
Mars, Inc. 4.20 %, 4/1/2059
|
571676AH8
|
Corporate Debt Securities
|
100,000
|
$125,340.00
|
0.07 %
|
|
Republic of Ecuador 0.50 %, 7/31/2030
|
BMGR2B3
|
Other Government Securities
|
128,700
|
$108,431.00
|
0.06 %
|
|
Republic of Ecuador 0.50 %, 7/31/2035
|
BMGR2G8
|
Other Government Securities
|
148,590
|
$98,628.00
|
0.06 %
|
|
RECV PLN IRS 1.8075
|
IRPLNIF2
|
Centrally Cleared Interest Rate Swaps
|
0
|
$81,743.00
|
0.05 %
|
|
Vistra Operations Co. LLC 5.63 %, 2/15/2027
|
92840VAB8
|
Corporate Debt Securities
|
68,000
|
$70,469.00
|
0.04 %
|
|
ArcelorMittal S.A. 5.00 %, 12/20/2026
|
CDARI4Q
|
Centrally Cleared Credit Default Swaps
|
750,000
|
$63,590.00
|
0.04 %
|
|
RECV USD IRS 1.7447
|
IRUSDIGQ
|
Centrally Cleared Interest Rate Swaps
|
0
|
$60,195.00
|
0.03 %
|
|
RECV THB IRS 0.53
|
IRTHBIT2
|
Centrally Cleared Interest Rate Swaps
|
0
|
$21,983.00
|
0.03 %
|
|
Markit North American Investment Grade CDX Index 1.00 %, 12/20/2031
|
CDCDXIVQ
|
Centrally Cleared Credit Default Swaps
|
-4,400,000
|
$32,024.00
|
0.02 %
|
|
Banco Santander S.A. 1.00 %, 12/20/2026
|
CDBSIVQ
|
Centrally Cleared Credit Default Swaps
|
900,000
|
$32,645.00
|
0.02 %
|
|
USD versus NOK 0.00 %, 10/27/2021
|
OPX1SW98
|
Purchased Options
|
7,588,000
|
$30,929.00
|
0.02 %
|
|
iTraxx Asia ex-Japan Investment Grade, Series 31 Index 1.00 %, 12/20/2026
|
CDJPIHQ
|
Centrally Cleared Credit Default Swaps
|
-1,100,000
|
$30,100.00
|
0.02 %
|
|
BNP Paribas S.A. 1.00 %, 12/20/2026
|
CDBNPIVQ
|
Centrally Cleared Credit Default Swaps
|
900,000
|
$29,063.00
|
0.02 %
|
|
NatWest Group plc 1.00 %, 12/20/2026
|
CDNGIVP
|
Centrally Cleared Credit Default Swaps
|
900,000
|
$27,337.00
|
0.02 %
|
|
EUR versus PLN 0.00 %, 12/10/2021
|
OPXDLY7M
|
Purchased Options
|
3,750,000
|
$33,180.00
|
0.02 %
|
|
Valeo S.A. 1.00 %, 12/20/2026
|
CDVAIWQ
|
Centrally Cleared Credit Default Swaps
|
500,000
|
$40,220.00
|
0.02 %
|
|
Stellantis N.V. 5.00 %, 12/20/2026
|
CDSTIJQ
|
Centrally Cleared Credit Default Swaps
|
500,000
|
$32,341.00
|
0.02 %
|
|
Societe Generale S.A. 1.00 %, 12/20/2026
|
CDSGIVQ
|
Centrally Cleared Credit Default Swaps
|
500,000
|
$10,909.00
|
0.01 %
|
|
Stonegate Pub Co. 5.00 %, 12/20/2026
|
CDSPIWQ
|
Over the Counter Credit Default Swaps
|
60,000
|
$15,182.00
|
0.01 %
|
|
Rolls-Royce Holdings plc 1.00 %, 12/20/2026
|
CDRRIHQ
|
Centrally Cleared Credit Default Swaps
|
500,000
|
$25,644.00
|
0.01 %
|
|
TUI AG 5.00 %, 12/20/2026
|
CDTUIXQ
|
Centrally Cleared Credit Default Swaps
|
60,000
|
$19,659.00
|
0.01 %
|
|
Stena AB 5.00 %, 12/20/2026
|
CDSTIXQ
|
Centrally Cleared Credit Default Swaps
|
60,000
|
$13,867.00
|
0.01 %
|
|
USD versus CNY 0.00 %, 12/21/2022
|
OPXDPBEI
|
Purchased Options
|
4,406,000
|
$11,548.00
|
0.01 %
|
|
USD versus ZAR 0.00 %, 11/25/2021
|
OPXDCKZQ
|
Purchased Options
|
2,307,000
|
$17,342.00
|
0.01 %
|
|
U.S. Treasury Long Bond December Futures 0.00 %, 10/22/2021
|
USX1C164C
|
Purchased Options
|
124
|
$19,375.00
|
0.01 %
|
|
RECV SEK IRS 0.1407
|
IRSEKH5Q
|
Centrally Cleared Interest Rate Swaps
|
0
|
$17,932.00
|
0.01 %
|
|
USD versus RUB 0.00 %, 12/22/2021
|
OPXDTV24
|
Purchased Options
|
2,200,000
|
$19,338.00
|
0.01 %
|
|
Markit CXP High Yield, Series 36 Index 0.00 %, 11/17/2021
|
SPLW02IA
|
Purchased Options
|
16,400,000
|
$17,761.00
|
0.01 %
|
|
Novafives SAS 5.00 %, 12/20/2026
|
CDNFIVQ
|
Over the Counter Credit Default Swaps
|
60,000
|
$19,439.00
|
0.01 %
|
|
Iceland Bondco plc 5.00 %, 12/20/2026
|
CDIBIWQ
|
Over the Counter Credit Default Swaps
|
60,000
|
$15,993.00
|
0.01 %
|
|
Marriott International, Inc. 1.00 %, 12/20/2026
|
CDMAIVQ
|
Centrally Cleared Credit Default Swaps
|
625,000
|
$24,421.00
|
0.01 %
|
|
Republic of Ecuador
|
BMGR2M4
|
Other Government Securities
|
16,740
|
$9,019.00
|
0.01 %
|
|
Loxam SAS 5.00 %, 12/20/2026
|
CDLOIVQ
|
Over the Counter Credit Default Swaps
|
60,000
|
$12,825.00
|
0.01 %
|
|
iTraxx Europe Crossiover, Series 36 Index 1.00 %, 12/20/2031
|
CDITEIVP
|
Centrally Cleared Credit Default Swaps
|
-1,800,000
|
$22,609.00
|
0.01 %
|
|
Barclays plc 1.00 %, 12/20/2026
|
CDBARIVQ
|
Centrally Cleared Credit Default Swaps
|
500,000
|
$16,473.00
|
0.01 %
|
|
Boparan Finance plc 5.00 %, 12/20/2026
|
CDBPIWQ
|
Centrally Cleared Credit Default Swaps
|
60,000
|
$25,464.00
|
0.01 %
|
|
Credit Suisse Group AG 1.00 %, 12/20/2026
|
CDCSIHQ
|
Centrally Cleared Credit Default Swaps
|
-500,000
|
$12,622.00
|
0.01 %
|
|
Cirsa Finance International S.a.r.l. 5.00 %, 12/20/2026
|
CDCFIWQ
|
Over the Counter Credit Default Swaps
|
60,000
|
$13,622.00
|
0.01 %
|
|
Casino Guichard-Perrachon 5.00 %, 12/20/2026
|
CDCGIZQ
|
Centrally Cleared Credit Default Swaps
|
60,000
|
$16,910.00
|
0.01 %
|
|
iTraxx Europe Crossover, Series 29 Index 0.00 %, 11/17/2021
|
SPOCD02EJ
|
Purchased Options
|
3,200,000
|
$3,084.00
|
0.00 %
|
|
RECV MXN IRS 7.51
|
IRMXNI3Q
|
Centrally Cleared Interest Rate Swaps
|
0
|
$684.00
|
0.00 %
|
|
Markit CCD High Yield, Series 36 Index 0.00 %, 11/17/2021
|
SPPO010F
|
Written Options
|
-4,900,000
|
($4,175.00)
|
0.00 %
|
|
Republic of Ecuador 0.50 %, 7/31/2040
|
BMGR2J1
|
Other Government Securities
|
6,100
|
$3,565.00
|
0.00 %
|
|
Boeing Co. (The) 1.00 %, 12/20/2026
|
CDBAIHQ
|
Centrally Cleared Credit Default Swaps
|
-1,100,000
|
($3,688.00)
|
0.00 %
|
|
EUR versus PLN 0.00 %, 12/10/2021
|
OPXDLY7N
|
Written Options
|
-3,750,000
|
($6,368.00)
|
0.00 %
|
|
iTraxx Europe Crossover, Series 29 Index 0.00 %, 11/17/2021
|
SPOK016U
|
Written Options
|
-8,100,000
|
($1,192.00)
|
0.00 %
|
|
RECV BRL IRS 9.3225 9.32 %, 1/2/2024
|
IRBRLHW2
|
Centrally Cleared Interest Rate Swaps
|
0
|
$560.00
|
0.00 %
|
|
U.S. 5-Year Treasury Note December Futures 0.00 %, 11/26/2021
|
TYZ1C145
|
Purchased Options
|
125
|
$875.00
|
0.00 %
|
|
U.S. Treasury Long Bond December Futures 0.00 %, 11/26/2021
|
USZ1C245
|
Purchased Options
|
169
|
$1,183.00
|
0.00 %
|
|
U.S. 5-Year Treasury Note December Futures 0.00 %, 11/26/2021
|
FVZ1P117
|
Purchased Options
|
170
|
$1,328.00
|
0.00 %
|
|
U.S. 5-Year Treasury Note December Futures 0.00 %, 11/26/2021
|
FVZ1P116
|
Purchased Options
|
121
|
$945.00
|
0.00 %
|
|
RECV BRL IRS 10.25
|
IRBRLHWQ
|
Centrally Cleared Interest Rate Swaps
|
0
|
($1,144.00)
|
0.00 %
|
|
USD versus NOK 0.00 %, 10/27/2021
|
OPX1SW96
|
Written Options
|
-3,794,000
|
($15,464.00)
|
-0.01 %
|
|
RECV KRW IRS 1.925 1.93 %, 3/16/2032
|
IRKRWI2Q
|
Centrally Cleared Interest Rate Swaps
|
0
|
($5,883.00)
|
-0.01 %
|
|
USD versus ZAR 0.00 %, 11/25/2021
|
OPXDCKZP
|
Written Options
|
-2,307,000
|
($17,921.00)
|
-0.01 %
|
|
GBP versus USD 0.00 %, 10/25/2021
|
OPXCW3K5
|
Written Options
|
-1,710,000
|
($8,998.00)
|
-0.01 %
|
|
USD versus RUB 0.00 %, 12/22/2021
|
OPXDTV25
|
Written Options
|
-2,200,000
|
($12,056.00)
|
-0.01 %
|
|
USD versus CNY 0.00 %, 12/21/2022
|
OPXDPBEJ
|
Written Options
|
-4,406,000
|
($11,790.00)
|
-0.01 %
|
|
RECV MXN IRS 7.91 7.91 %, 9/22/2031
|
IRMXNI1Q
|
Centrally Cleared Interest Rate Swaps
|
0
|
($11,150.00)
|
-0.01 %
|
|
UniCredit S.p.A. 1.00 %, 12/20/2026
|
CDUNIIHQ
|
Centrally Cleared Credit Default Swaps
|
500,000
|
($12,015.00)
|
-0.01 %
|
|
iTraxx Asia ex-Japan, Series 31 Index 1.00 %, 12/20/2026
|
CDITAIWQ
|
Centrally Cleared Credit Default Swaps
|
3,900,000
|
($30,503.00)
|
-0.02 %
|
|
Airbus SE 1.00 %, 12/20/2026
|
CDABIHQ
|
Centrally Cleared Credit Default Swaps
|
950,000
|
($28,275.00)
|
-0.02 %
|
|
RECV CNY IRS 2.55 2.55 %, 9/15/2026
|
IRCNYIHQ
|
Centrally Cleared Interest Rate Swaps
|
0
|
($37,746.00)
|
-0.02 %
|
|
Alstom S.A. 1.00 %, 12/20/2026
|
CDALIIQ
|
Centrally Cleared Credit Default Swaps
|
-950,000
|
($44,838.00)
|
-0.03 %
|
|
RECV THB IRS 1.08 1.08 %, 3/16/2027
|
IRTHBITQ
|
Centrally Cleared Interest Rate Swaps
|
0
|
($38,855.00)
|
-0.03 %
|
|
Accor S.A. 1.00 %, 12/20/2026
|
CDACCIVQ
|
Centrally Cleared Credit Default Swaps
|
-500,000
|
($44,464.00)
|
-0.03 %
|
|
Faurecia SE 5.00 %, 6/20/2026
|
CDFAIJQ
|
Over the Counter Credit Default Swaps
|
-400,000
|
($50,627.00)
|
-0.03 %
|
|
Ford Motor Co. 5.00 %, 12/20/2026
|
CDFMIJQ
|
Centrally Cleared Credit Default Swaps
|
-550,000
|
($50,882.00)
|
-0.03 %
|
|
iTraxx Europe Senior Financials, Series 36 Index 1.00 %, 12/20/2026
|
CDITFIVQ
|
Centrally Cleared Credit Default Swaps
|
2,400,000
|
($63,233.00)
|
-0.04 %
|
|
RECV MXN IRS 6.7175 6.72 %, 6/18/2025
|
IRMXNFOQ
|
Centrally Cleared Interest Rate Swaps
|
0
|
($85,045.00)
|
-0.04 %
|
|
RECV KRW IRS 1.625 1.77 %, 3/16/2027
|
IRKRWIWQ
|
Centrally Cleared Interest Rate Swaps
|
0
|
($60,467.00)
|
-0.04 %
|
|
ThyssenKrupp AG 1.00 %, 12/20/2026
|
CDTHI4Q
|
Centrally Cleared Credit Default Swaps
|
-500,000
|
($65,187.00)
|
-0.04 %
|
|
iTraxx Europe Crossover, Series 36 Index 1.00 %, 12/20/2026
|
CDITEIV2
|
Centrally Cleared Credit Default Swaps
|
3,400,000
|
($103,251.00)
|
-0.06 %
|
|
Deutsche Lufthansa AG 1.00 %, 12/20/2026
|
CDDLIVQ
|
Centrally Cleared Credit Default Swaps
|
-900,000
|
($113,906.00)
|
-0.07 %
|
|
RECV CZK IRS 2.3 2.30 %, 3/16/2027
|
IRCZKIFQ
|
Centrally Cleared Interest Rate Swaps
|
0
|
($169,207.00)
|
-0.10 %
|
|
Markit North American Investment Grade CDX Index 1.00 %, 12/20/2026
|
CDCDXIV2
|
Centrally Cleared Credit Default Swaps
|
8,100,000
|
($193,428.00)
|
-0.11 %
|
|
U.S. Treasury Long Bond December Futures 0.00 %, 11/26/2021
|
USZ1P159
|
Written Options
|
-124
|
($257,688.00)
|
-0.14 %
|
|
Markit North American High Yield CDX Index 5.00 %, 12/20/2026
|
CDCDXI3Q
|
Centrally Cleared Credit Default Swaps
|
4,300,000
|
($399,062.00)
|
-0.22 %
|
|
United Kingdom Long Gilt
|
G Z1
|
Futures Contracts
|
-16
|
($2,698,034.00)
|
-1.56 %
|
|
Austrailia 10-Year Commonwealth Treasury Bond
|
XMZ1
|
Futures Contracts
|
-51
|
($5,216,163.00)
|
-3.02 %
|
|
U.S. 10-Year Ultra Treasury Note
|
UXYZ1
|
Futures Contracts
|
-49
|
($7,117,250.00)
|
-4.12 %
|
|
Euro-Bund 10-Year Bond
|
RXZ1
|
Futures Contracts
|
-40
|
($7,868,412.00)
|
-4.56 %
|
|
Euro-Bobl 5-Year Bond
|
OEZ1
|
Futures Contracts
|
-86
|
($13,441,422.00)
|
-7.78 %
|
|
U.S. 10-Year Treasury Note
|
TYZ1
|
Futures Contracts
|
-111
|
($14,608,641.00)
|
-8.46 %
|
|
Euro-OAT France Government 10-Year Bond
|
OATZ1
|
Futures Contracts
|
-80
|
($15,378,200.00)
|
-8.91 %
|
|
U.S. Treasury Long Bond
|
USZ1
|
Futures Contracts
|
-171
|
($27,226,406.00)
|
-15.70 %
|