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Portfolio holdings: Derivative instruments

As of 6/30/2024

Securities are listed alphabetically and values may round to less than a thousand.

Security description

Maturity date

Par value in thousands (000s)

Market value $US in thousands (000s)

10451961H TRS USD P V 00MSOFR

12/31/2099

(1,638)

(1,638)

10451961H TRS USD R E

12/31/2099

159

1,692

10713898D TRS USD P V 00MSOFR

2/21/2029

(174)

(174)

10713898D TRS USD R E

2/21/2029

41

223

11456429D TRS USD P V 00MSOFR

2/21/2029

(179)

(179)

11456429D TRS USD R E

2/21/2029

259

179

11614977D TRS USD P V 00MSOFR

2/21/2029

(622)

(622)

11614977D TRS USD R E

2/21/2029

1,566

595

12397723D TRS USD P V 00MSOFR

2/21/2029

(701)

(701)

12397723D TRS USD R E

2/21/2029

119

584

12397736D TRS USD P V 00MSOFR

2/21/2029

(217)

(217)

12397736D TRS USD R E

2/21/2029

113

174

13334861D TRS USD P V 00MSOFR

2/21/2029

(48)

(48)

13334861D TRS USD R E

2/21/2029

8

43

13334864D TRS USD P V 00MSOFR

2/21/2029

(99)

(99)

13334864D TRS USD R E

2/21/2029

14

111

13334865D TRS USD P V 00MSOFR

2/21/2029

(64)

(64)

13334865D TRS USD R E

2/21/2029

79

65

13661257D TRS USD P V 00MSOFR

2/21/2029

(57)

(57)

13661257D TRS USD R E

2/21/2029

2

54

13661288D TRS USD P V 00MSOFR

2/21/2029

(64)

(64)

13661288D TRS USD R E

2/21/2029

7

64

13661309D TRS USD P V 00MSOFR

2/21/2029

(137)

(137)

13661309D TRS USD R E

2/21/2029

12

123

13661310D TRS USD P V 00MSOFR

2/21/2029

(171)

(171)

13661310D TRS USD R E

2/21/2029

5

149

13661311D TRS USD P V 00MSOFR

2/21/2029

(63)

(63)

13661311D TRS USD R E

2/21/2029

31

59

13661313D TRS USD P V 00MSOFR

2/21/2029

(73)

(73)

13661313D TRS USD R E

2/21/2029

1

72

13853383D TRS USD P V 00MSOFR

2/21/2029

(56)

(56)

13853383D TRS USD R E

2/21/2029

9

59

13973820H TRS USD P V 00MSOFR

12/31/2099

(3,495)

(3,495)

13973820H TRS USD R E

12/31/2099

54

3,881

14000621D TRS USD P V 00MSOFR

2/21/2029

(31)

(31)

14000621D TRS USD R E

2/21/2029

4

30

14000623D TRS USD P V 00MSOFR

2/21/2029

(73)

(73)

14000623D TRS USD R E

2/21/2029

14

70

14595637D TRS USD P V 00MSOFR

3/19/2029

(137)

(137)

14595637D TRS USD R E

3/19/2029

143

132

14984287D TRS USD P V 00MSOFR

2/21/2029

(868)

(868)

14984287D TRS USD R E

2/21/2029

174

710

14985294D TRS USD P V 00MSOFR

2/21/2029

(17)

(17)

14985294D TRS USD R E

2/21/2029

3

15

15383762D TRS USD P V 00MSOFR

2/21/2029

(60)

(60)

15383762D TRS USD R E

2/21/2029

130

56

16247927D TRS USD P V 01MLIBOR

9/18/2024

(9,927)

(9,927)

16247927D TRS USD R E

9/18/2024

13

10,458

16247941D TRS BRL P V 01MBZDIO

9/18/2024

(285,025)

(51,315)

16247941D TRS BRL R E

9/18/2024

202

53,288

16247957D TRS ILS P V 01MTELBO

9/18/2024

(71,872)

(19,078)

16247957D TRS ILS R E

9/18/2024

36

19,027

3 MONTH SOFR FUT DEC24

3/18/2025

55,000

0

3 MONTH SOFR FUT DEC25

3/17/2026

196,500

0

3 MONTH SOFR OPT AUG24C 94.93

8/16/2024

345

9

3 MONTH SOFR OPT AUG24C 95.18

8/16/2024

(690)

(7)

3 MONTH SOFR OPT DEC24C 97.12

12/13/2024

(645)

(11)

3 MONTH SOFR OPT DEC24P 95

12/13/2024

(320)

(34)

3 MONTH SOFR OPT DEC24P 95.5

12/13/2024

320

142

B96HYC3S3 CDS USD P F 1.00000

6/20/2029

(180,119)

(183,828)

B96HYC3S3 CDS USD R V 03MEVENT

6/20/2029

180,119

180,119

B96J5F3R6 CDS USD P F 5.00000

6/20/2029

(400,000)

(425,090)

B96J5F3R6 CDS USD R V 03MEVENT

6/20/2029

400,000

400,000

BCS7LEGS6 TRS USD P F .06800

7/9/2024

(146,999)

(146,999)

BCS7LEGS6 TRS USD R E

7/9/2024

509

146,999

BCS7P6ZH2 TRS USD P F .09000

8/8/2024

(87,798)

(87,798)

BCS7P6ZH2 TRS USD R E

8/8/2024

304

87,798

BCS7Q24H4 TRS USD P F .06700

9/18/2024

(206,148)

(206,148)

BCS7Q24H4 TRS USD R E

9/18/2024

714

206,148

BCS7RHY53 TRS USD P F .08000

10/16/2024

(86,422)

(86,422)

BCS7RHY53 TRS USD R E

10/16/2024

299

86,422

BCS7SEH82 TRS USD P F .09000

10/30/2024

(142,308)

(142,308)

BCS7SEH82 TRS USD R E

10/30/2024

493

142,308

BCS7UC7B7 TRS USD P F .07000

11/13/2024

(87,450)

(87,450)

BCS7UC7B7 TRS USD R E

11/13/2024

303

87,450

BCS7UUTS6 TRS USD P F .06800

12/18/2024

(166,849)

(166,849)

BCS7UUTS6 TRS USD R E

12/18/2024

578

166,849

BCS7X1Y93 TRS USD P F .06800

1/8/2025

(153,038)

(153,038)

BCS7X1Y93 TRS USD R E

1/8/2025

530

153,038

BCS7YAU54 TRS USD P F .06700

1/15/2025

(123,362)

(123,362)

BCS7YAU54 TRS USD R E

1/15/2025

427

123,362

BRENT CRUDE FUTR APR25

2/28/2025

150

0

BRENT CRUDE FUTR AUG25

6/30/2025

(75)

0

BRENT CRUDE FUTR DEC24

10/31/2024

(515)

0

BRENT CRUDE FUTR DEC25

10/31/2025

(136)

0

BRENT CRUDE FUTR FEB25

12/30/2024

148

0

BRENT CRUDE FUTR JAN25

11/29/2024

120

0

BRENT CRUDE FUTR JUL25

5/30/2025

(72)

0

BRENT CRUDE FUTR JUN25

4/30/2025

220

0

BRENT CRUDE FUTR MAR25

1/31/2025

144

0

BRENT CRUDE FUTR MAY25

3/31/2025

(60)

0

BRENT CRUDE FUTR NOV24

9/30/2024

(72)

0

BRENT CRUDE FUTR OCT24

8/30/2024

(46)

0

BRENT CRUDE FUTR SEP24

7/31/2024

240

0

BRENT CRUDE FUTR SEP25

7/31/2025

(46)

0

BRY16SJW3 CDS EUR P V 03MEVENT

6/20/2027

(45)

(48)

BRY16SJW3 CDS EUR R F 5.00000

6/20/2027

45

54

BRY84NJ43 CDS EUR P V 03MEVENT

12/20/2027

(2)

(2)

BRY84NJ43 CDS EUR R F 5.00000

12/20/2027

2

2

BRY84RC33 CDS EUR P V 03MEVENT

12/20/2027

(6)

(7)

BRY84RC33 CDS EUR R F 5.00000

12/20/2027

6

6

BRY851P27 CDS EUR P V 03MEVENT

12/20/2027

(2)

(2)

BRY851P27 CDS EUR R F 5.00000

12/20/2027

2

2

BRYX85SH4 CDS EUR P V 03MEVENT

6/20/2029

(32)

(34)

BRYX85SH4 CDS EUR R F 5.00000

6/20/2029

32

38

BRYY40J61 CDS EUR P V 03MEVENT

6/20/2029

(50)

(54)

BRYY40J61 CDS EUR R F 5.00000

6/20/2029

50

56

BWS075341 IRS USD P F 2.60000

2/15/2048

(13,067)

(10,611)

BWS075341 IRS USD R V 00MSOFR

2/15/2048

13,067

13,067

BWS075580 IRS USD P F 3.05000

2/15/2048

(5,572)

(4,910)

BWS075580 IRS USD R V 00MSOFR

2/15/2048

5,572

5,572

BWS076240 IRS USD P F 3.15000

5/15/2048

(12,347)

(11,073)

BWS076240 IRS USD R V 00MSOFR

5/15/2048

12,347

12,347

BWS113720 IRS USD P F 3.87000

2/28/2031

(40,831)

(40,583)

BWS113720 IRS USD R V 00MSOFR

2/28/2031

40,831

40,831

BWS122689 IRS USD P F 4.20000

4/30/2031

(53,647)

(54,506)

BWS122689 IRS USD R V 00MSOFR

4/30/2031

53,647

53,647

BYD4WASW5 CDS EUR P V 03MEVENT

6/20/2026

(100)

(107)

BYD4WASW5 CDS EUR R F 5.00000

6/20/2026

100

104

CA CARBON ALLOW 24DEC24

12/24/2024

420

0

CA CARBON ALLOW 25DEC25

12/24/2025

740

0

CDBZ24P35

12/16/2024

(32)

(71)

CHNACS2D TRS USD P V 00MSOFR

2/21/2029

(559)

(559)

CHNACS2D TRS USD R E

2/21/2029

559

562

CHNADD2D TRS USD P V 00MSOFR

2/21/2029

(786)

(786)

CHNADD2D TRS USD R E

2/21/2029

526

735

CHNAEX2D TRS USD P V 00MSOFR

3/1/2029

(664)

(664)

CHNAEX2D TRS USD R E

3/1/2029

535

650

CHNAFP2D TRS USD P V 00MSOFR

2/21/2029

(500)

(500)

CHNAFP2D TRS USD R E

2/21/2029

23

450

CHNAHU3D TRS USD P V 00MSOFR

2/21/2029

(1,063)

(1,063)

CHNAHU3D TRS USD R E

2/21/2029

581

1,074

CHNALB2D TRS USD P V 00MSOFR

2/21/2029

(409)

(409)

CHNALB2D TRS USD R E

2/21/2029

165

414

CHNAMH2D TRS USD P V 00MSOFR

3/19/2029

(33)

(33)

CHNAMH2D TRS USD R E

3/19/2029

12

33

CHNAPW2D TRS USD P V 00MSOFR

4/9/2029

(628)

(628)

CHNAPW2D TRS USD R E

4/9/2029

286

646

CHNAUR2D TRS USD P V 00MSOFR

4/9/2029

(316)

(316)

CHNAUR2D TRS USD R E

4/9/2029

72

296

CHNAYB2D TRS USD P V 00MSOFR

3/19/2029

(170)

(170)

CHNAYB2D TRS USD R E

3/19/2029

18

152

CHNBAS2D TRS USD P V 00MSOFR

2/21/2029

(722)

(722)

CHNBAS2D TRS USD R E

2/21/2029

130

699

CHNBCN2D TRS USD P V 00MSOFR

2/21/2029

(522)

(522)

CHNBCN2D TRS USD R E

2/21/2029

260

484

CHNBCQ2D TRS USD P V 00MSOFR

2/21/2029

(1,404)

(1,404)

CHNBCQ2D TRS USD R E

2/21/2029

74

1,299

CHNBDC2D TRS USD P V 00MSOFR

2/21/2029

(352)

(352)

CHNBDC2D TRS USD R E

2/21/2029

25

309

CHNBGF3D TRS USD P V 00MSOFR

2/21/2029

(560)

(560)

CHNBGF3D TRS USD R E

2/21/2029

151

582

CHNBHL2D TRS USD P V 00MSOFR

2/21/2029

(800)

(800)

CHNBHL2D TRS USD R E

2/21/2029

284

759

CHNBHU2D TRS USD P V 00MSOFR

2/21/2029

(953)

(953)

CHNBHU2D TRS USD R E

2/21/2029

284

1,008

CHNBIF2D TRS USD P V 00MSOFR

2/21/2029

(582)

(582)

CHNBIF2D TRS USD R E

2/21/2029

458

563

CHNBJM2D TRS USD P V 00MSOFR

2/21/2029

(145)

(145)

CHNBJM2D TRS USD R E

2/21/2029

858

139

CHNBON2D TRS USD P V 00MSOFR

2/21/2029

(404)

(404)

CHNBON2D TRS USD R E

2/21/2029

588

358

CHNBOQ2D TRS USD P V 00MSOFR

2/21/2029

(738)

(738)

CHNBOQ2D TRS USD R E

2/21/2029

238

662

CHNBSZ2D TRS USD P V 00MSOFR

2/21/2029

(1,182)

(1,182)

CHNBSZ2D TRS USD R E

2/21/2029

795

1,128

CHNBVM3D TRS USD P V 00MSOFR

2/21/2029

(395)

(395)

CHNBVM3D TRS USD R E

2/21/2029

757

395

CHNBVN2D TRS USD P V 00MSOFR

2/21/2029

(251)

(251)

CHNBVN2D TRS USD R E

2/21/2029

267

245

CHNBWL2D TRS USD P V 00MSOFR

12/31/2099

(95)

(95)

CHNBWL2D TRS USD R E

12/31/2099

8

87

CHNBYW2D TRS USD P V 00MSOFR

2/21/2029

(99)

(99)

CHNBYW2D TRS USD R E

2/21/2029

47

102

CHNBYZ2D TRS USD P V 00MSOFR

2/21/2029

(1,709)

(1,709)

CHNBYZ2D TRS USD R E

2/21/2029

8

1,600

CHNBZC2D TRS USD P V 00MSOFR

2/21/2029

(718)

(718)

CHNBZC2D TRS USD R E

2/21/2029

136

594

CHNBZK3D TRS USD P V 00MSOFR

12/31/2099

(204)

(204)

CHNBZK3D TRS USD R E

12/31/2099

193

204

CHNBZR3D TRS USD P V 00MSOFR

12/31/2099

(179)

(179)

CHNBZR3D TRS USD R E

12/31/2099

53

173

CHNCAD3D TRS USD P V 00MSOFR

2/21/2029

(639)

(639)

CHNCAD3D TRS USD R E

2/21/2029

139

655

CHNCAH3D TRS USD P V 00MSOFR

4/9/2029

(310)

(310)

CHNCAH3D TRS USD R E

4/9/2029

132

283

CHNCDT2D TRS USD P V 00MSOFR

2/21/2029

(238)

(238)

CHNCDT2D TRS USD R E

2/21/2029

60

264

CHNCET2D TRS USD P V 00MSOFR

2/21/2029

(1,346)

(1,346)

CHNCET2D TRS USD R E

2/21/2029

1,466

1,291

CHNCFN2D TRS USD P V 00MSOFR

3/1/2029

(996)

(996)

CHNCFN2D TRS USD R E

3/1/2029

257

1,024

CHNCHB2D TRS USD P V 00MSOFR

2/21/2029

(1,303)

(1,303)

CHNCHB2D TRS USD R E

2/21/2029

537

1,236

CHNCIO3D TRS USD P V 00MSOFR

2/21/2029

(1,020)

(1,020)

CHNCIO3D TRS USD R E

2/21/2029

473

1,056

CHNCKR3D TRS USD P V 00MSOFR

2/21/2029

(541)

(541)

CHNCKR3D TRS USD R E

2/21/2029

94

536

CHNCOI3D TRS USD P V 00MSOFR

2/21/2029

(633)

(633)

CHNCOI3D TRS USD R E

2/21/2029

644

662

CHNCOK3D TRS USD P V 00MSOFR

2/21/2029

(1,647)

(1,647)

CHNCOK3D TRS USD R E

2/21/2029

775

1,651

CHNCPW2D TRS USD P V 00MSOFR

2/21/2029

(115)

(115)

CHNCPW2D TRS USD R E

2/21/2029

62

106

CHNCQW3D TRS USD P V 00MSOFR

2/21/2029

(351)

(351)

CHNCQW3D TRS USD R E

2/21/2029

470

368

CHNCRE2D TRS USD P V 00MSOFR

12/31/2099

(919)

(919)

CHNCRE2D TRS USD R E

12/31/2099

534

919

CHNCRM2D TRS USD P V 00MSOFR

2/21/2029

(746)

(746)

CHNCRM2D TRS USD R E

2/21/2029

625

727

CHNCUE2D TRS USD P V 00MSOFR

2/21/2029

(974)

(974)

CHNCUE2D TRS USD R E

2/21/2029

407

987

CHNCWU2D TRS USD P V 00MSOFR

3/19/2029

(492)

(492)

CHNCWU2D TRS USD R E

3/19/2029

197

487

CHNCXV2D TRS USD P V 00MSOFR

2/21/2029

(984)

(984)

CHNCXV2D TRS USD R E

2/21/2029

1,266

1,018

CHNCZJ3D TRS USD P V 00MSOFR

2/21/2029

(1,151)

(1,151)

CHNCZJ3D TRS USD R E

2/21/2029

1,302

1,168

CHNDCB3D TRS USD P V 00MSOFR

2/21/2029

(694)

(694)

CHNDCB3D TRS USD R E

2/21/2029

180

689

CHNDFM2D TRS USD P V 00MSOFR

3/1/2029

(257)

(257)

CHNDFM2D TRS USD R E

3/1/2029

115

244

CHNDGZ2D TRS USD P V 00MSOFR

4/9/2029

(208)

(208)

CHNDGZ2D TRS USD R E

4/9/2029

104

177

CHNDKC2D TRS USD P V 00MSOFR

2/21/2029

(1,438)

(1,438)

CHNDKC2D TRS USD R E

2/21/2029

1,902

1,390

CHNDKV2D TRS USD P V 00MSOFR

2/21/2029

(129)

(129)

CHNDKV2D TRS USD R E

2/21/2029

299

127

CHNDNP2D TRS USD P V 00MSOFR

12/31/2099

(506)

(506)

CHNDNP2D TRS USD R E

12/31/2099

262

501

CHNDOP2D TRS USD P V 00MSOFR

2/21/2029

(102)

(102)

CHNDOP2D TRS USD R E

2/21/2029

7

94

CHNDQP2D TRS USD P V 00MSOFR

4/9/2029

(527)

(527)

CHNDQP2D TRS USD R E

4/9/2029

113

545

CHNDRC2D TRS USD P V 00MSOFR

2/21/2029

(1,454)

(1,454)

CHNDRC2D TRS USD R E

2/21/2029

818

1,394

CHNDRS2D TRS USD P V 00MSOFR

3/1/2029

(292)

(292)

CHNDRS2D TRS USD R E

3/1/2029

7

286

CHNDRW2D TRS USD P V 00MSOFR

2/21/2029

(269)

(269)

CHNDRW2D TRS USD R E

2/21/2029

161

234

CHNDSQ2D TRS USD P V 00MSOFR

12/31/2099

(55)

(55)

CHNDSQ2D TRS USD R E

12/31/2099

26

73

CHNDYC2D TRS USD P V 00MSOFR

2/21/2029

(611)

(611)

CHNDYC2D TRS USD R E

2/21/2029

1,066

640

CHNDZI2D TRS USD P V 00MSOFR

2/21/2029

(527)

(527)

CHNDZI2D TRS USD R E

2/21/2029

1,218

531

CHNEAI2D TRS USD P V 00MSOFR

3/1/2029

(547)

(547)

CHNEAI2D TRS USD R E

3/1/2029

125

677

CHNEMB3D TRS USD P V 00MSOFR

12/31/2099

(266)

(266)

CHNEMB3D TRS USD R E

12/31/2099

8

272

CHNEMN2D TRS USD P V 00MSOFR

2/21/2029

(339)

(339)

CHNEMN2D TRS USD R E

2/21/2029

512

502

CHNENF2D TRS USD P V 00MSOFR

12/31/2099

(18)

(18)

CHNENF2D TRS USD R E

12/31/2099

16

17

CHNEOM2D TRS USD P V 00MSOFR

12/31/2099

(17)

(17)

CHNEOM2D TRS USD R E

12/31/2099

5

17

CHNEOU2D TRS USD P V 00MSOFR

2/21/2029

(133)

(133)

CHNEOU2D TRS USD R E

2/21/2029

184

142

CHNEPC2D TRS USD P V 00MSOFR

3/19/2029

(232)

(232)

CHNEPC2D TRS USD R E

3/19/2029

24

206

CHNEQB2D TRS USD P V 00MSOFR

2/21/2029

(80)

(80)

CHNEQB2D TRS USD R E

2/21/2029

19

77

CHNEQL2D TRS USD P V 00MSOFR

3/19/2029

(108)

(108)

CHNEQL2D TRS USD R E

3/19/2029

43

106

CHNERG2D TRS USD P V 00MSOFR

2/7/2029

(513)

(513)

CHNERG2D TRS USD R E

2/7/2029

246

544

CHNEWM2D TRS USD P V 00MSOFR

12/31/2099

(210)

(210)

CHNEWM2D TRS USD R E

12/31/2099

188

220

CHNEWR2D TRS USD P V 00MSOFR

2/21/2029

(643)

(643)

CHNEWR2D TRS USD R E

2/21/2029

681

667

CHNEZK2D TRS USD P V 00MSOFR

12/31/2099

(33)

(33)

CHNEZK2D TRS USD R E

12/31/2099

10

33

CHNF3C2D TRS USD P V 00MSOFR

12/31/2099

(15)

(15)

CHNF3C2D TRS USD R E

12/31/2099

3

14

CHNF3K2D TRS USD P V 00MSOFR

2/21/2029

(967)

(967)

CHNF3K2D TRS USD R E

2/21/2029

290

1,095

CHNF3M2D TRS USD P V 00MSOFR

2/21/2029

(2,024)

(2,024)

CHNF3M2D TRS USD R E

2/21/2029

78

1,932

CHNFB62D TRS USD P V 00MSOFR

12/31/2099

(118)

(118)

CHNFB62D TRS USD R E

12/31/2099

25

108

CHNFDJ2D TRS USD P V 00MSOFR

2/21/2029

(295)

(295)

CHNFDJ2D TRS USD R E

2/21/2029

36

296

CHNFFJ2D TRS USD P V 00MSOFR

12/31/2099

(192)

(192)

CHNFFJ2D TRS USD R E

12/31/2099

64

181

CHNFFR2D TRS USD P V 00MSOFR

12/31/2099

(225)

(225)

CHNFFR2D TRS USD R E

12/31/2099

26

207

CHNFFY2D TRS USD P V 00MSOFR

2/21/2029

(716)

(716)

CHNFFY2D TRS USD R E

2/21/2029

507

744

CHNFGK2D TRS USD P V 00MSOFR

2/21/2029

(256)

(256)

CHNFGK2D TRS USD R E

2/21/2029

136

254

CHNFJK2D TRS USD P V 00MSOFR

2/21/2029

(818)

(818)

CHNFJK2D TRS USD R E

2/21/2029

69

868

CHNFLU2D TRS USD P V 00MSOFR

12/31/2099

(88)

(88)

CHNFLU2D TRS USD R E

12/31/2099

10

93

CHNFMN2D TRS USD P V 00MSOFR

2/21/2029

(1,370)

(1,370)

CHNFMN2D TRS USD R E

2/21/2029

1,317

1,315

CHNFRO2D TRS USD P V 00MSOFR

2/21/2029

(150)

(150)

CHNFRO2D TRS USD R E

2/21/2029

30

153

COCOA FUTURE DEC24

12/13/2024

2

0

COCOA FUTURE SEP24

9/13/2024

(1)

0

COFF ROBUSTA 10TN SEP24

9/24/2024

(2)

0

COFFEE 'C' FUTURE DEC24

12/18/2024

825

0

COFFEE 'C' FUTURE SEP24

9/18/2024

2,063

0

COPPER FUTURE SEP24

9/26/2024

1,025

0

CORN FUTURE DEC24

12/13/2024

60

0

CORN FUTURE DEC25

12/12/2025

(135)

0

CORN FUTURE SEP24

9/13/2024

(3,025)

0

CORN FUTURE OPTN DEC24P 400

11/22/2024

(585)

(83)

CORN FUTURE OPTN SEP24C 450

8/23/2024

655

35

COTTON NO.2 FUTR DEC24

12/6/2024

(2,850)

0

CRUDE OIL FUT OPT AUG24C 83

7/17/2024

(42)

(47)

CRUDE OIL FUT OPT AUG24C 84

7/17/2024

(60)

(50)

CRUDE OIL FUT OPT AUG24C 85

7/17/2024

(64)

(39)

CRUDE OIL FUT OPT SEP24C 81

8/15/2024

(20)

(53)

CRUDE OIL FUT OPT SEP24C 83

8/15/2024

(20)

(37)

CRUDE OIL FUT OPT SEP24C 84

8/15/2024

(20)

(31)

CRUDE OIL FUT OPT SEP24C 85

8/15/2024

(20)

(25)

CRUDE OIL FUT OPT SEP24C 86

8/15/2024

(30)

(32)

CRUDE OIL OPT IPE OCT24C 87

8/27/2024

(20)

(41)

CRUDE OIL OPT IPE OCT24C 88

8/27/2024

(20)

(35)

CRUDE OIL OPT IPE OCT24C 89

8/27/2024

(40)

(60)

CRUDE OIL OPT IPE OCT24C 90

8/27/2024

(20)

(26)

CRUDE OIL OPT IPE OCT24C 91

8/27/2024

(20)

(22)

CRUDE OIL OPT IPE SEP24C 83.5

7/26/2024

(20)

(60)

CRUDE OIL OPT IPE SEP24C 84

7/26/2024

(20)

(54)

CRUDE OIL OPT IPE SEP24C 87

7/26/2024

(35)

(48)

CRUDE OIL OPT IPE SEP24C 88

7/26/2024

(20)

(22)

CRUDE OIL OPT IPE SEP24C 89

7/26/2024

(5)

(4)

CRUDE OIL OPT IPE SEP24C 90

7/26/2024

(20)

(14)

DTOPU24DS TRS ZAR P E

9/19/2024

0

(270)

DTOPU24DS TRS ZAR R F .00000

9/19/2024

4,767

261

DUTCH TTF OPT FSM AUG24C 40

7/26/2024

(11)

(8)

DUTCH TTF OPT FSM AUG24C 45

7/26/2024

(7)

(2)

DUTCH TTF OPT FSM AUG24C 47

7/26/2024

(60)

(13)

DUTCH TTF OPT FSM AUG24C 60

7/26/2024

(3)

0

DUTCH TTF OPT FSM AUG24C 65

7/26/2024

(6)

0

DUTCH TTF OPT FSM AUG24C 70

7/26/2024

(2)

0

DUTCH TTF OPT FSM AUG24C 75

7/26/2024

(4)

0

DUTCH TTF OPT FSM AUG24P 25

7/26/2024

(4)

0

DUTCH TTF OPT FSM AUG24P 29

7/26/2024

(60)

(15)

DUTCH TTF OPT FSM SEP24C 40

8/27/2024

(11)

(21)

DUTCH TTF OPT FSM SEP24C 45

8/27/2024

(7)

(9)

DUTCH TTF OPT FSM SEP24C 60

8/27/2024

(3)

(1)

DUTCH TTF OPT FSM SEP24C 65

8/27/2024

(6)

(1)

DUTCH TTF OPT FSM SEP24C 70

8/27/2024

(2)

0

DUTCH TTF OPT FSM SEP24C 75

8/27/2024

(4)

(1)

DUTCH TTF OPT FSM SEP24P 25

8/27/2024

(4)

(1)

ECX EMISSION DEC24

12/16/2024

23

0

E-MIN S+P 500 EWF SEP24

9/20/2024

1

0

E-MINI RUSS 2000 SEP24

9/20/2024

105

0

FTSE KLCI FUTURE JUL24

7/31/2024

57

0

FTSE TAIWAN INDEX JUL24

7/30/2024

1

0

FTSE/JSE TOP 40 SEP24

9/19/2024

(12)

0

GASOLINE RBOB FUT DEC24

11/29/2024

(420)

0

GASOLINE RBOB FUT SEP24

8/30/2024

(168)

0

GLOBEX NATURL GAS AUG24

7/26/2024

(360)

0

GLOBEX NATURL GAS SEP24

8/27/2024

(240)

0

GOLD 100 OZ FUTR AUG24

8/28/2024

(61)

0

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12/27/2024

1

0

GOLD 100 OZ FUTR OCT24

10/29/2024

1

0

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7/25/2024

(8)

(47)

GOLD FUT OPT(CMX) AUG24C 2500

7/25/2024

(3)

(8)

GOLD FUT OPT(CMX) AUG24C 2550

7/25/2024

(2)

(3)

GOLD FUT OPT(CMX) SEP24C 2500

8/27/2024

(2)

(27)

GOLD FUT OPT(CMX) SEP24C 2550

8/27/2024

(2)

(17)

HCN24D TRS HKD P F .00000

7/30/2024

(286,985)

(36,758)

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7/30/2024

45

36,110

HSCEI FUTURES JUL24

7/30/2024

23

0

JETCIFNWE VS BNT1SAUG24

8/30/2024

(5)

0

JETCIFNWE VS BNT1SJUL24

7/31/2024

(5)

0

JETCIFNWE VS BNT1SSEP24

9/30/2024

(5)

0

JPN 10Y BOND(OSE) SEP24

9/12/2024

(1,700,000)

0

KC HRW WHEAT FUT DEC24

12/13/2024

1,450

0

KC HRW WHEAT FUT MAR25

3/14/2025

35

0

KC HRW WHEAT FUT SEP24

9/13/2024

540

0

KM2U24H TRS KRW P F .00000

9/12/2024

(89,679,879)

(65,151)

KM2U24H TRS KRW R E

9/12/2024

241,750

67,853

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12/31/2099

(3,331)

(3,331)

KORABN1H TRS USD R E

12/31/2099

231

3,277

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12/31/2099

(6,035)

(6,035)

KORACL1H TRS USD R E

12/31/2099

109

6,410

KORAGW1H TRS USD P V 00MSOFR

12/31/2099

(898)

(898)

KORAGW1H TRS USD R E

12/31/2099

19

943

KORAST1H TRS USD P V 00MSOFR

12/31/2099

(363)

(363)

KORAST1H TRS USD R E

12/31/2099

2

412

KORBEZ1H TRS USD P V 00MSOFR

12/31/2099

(1,600)

(1,600)

KORBEZ1H TRS USD R E

12/31/2099

28

1,583

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12/31/2099

(9,864)

(9,864)

KORBIK1H TRS USD R E

12/31/2099

63

10,819

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12/31/2099

(2,235)

(2,235)

KORCDK1H TRS USD R E

12/31/2099

230

2,335

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12/31/2099

(5,088)

(5,088)

KORCNR1H TRS USD R E

12/31/2099

146

5,111

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12/31/2099

(2,752)

(2,752)

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12/31/2099

36

3,057

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12/31/2099

(590)

(590)

KORDSU1H TRS USD R E

12/31/2099

4

495

KOSPI2 INX FUT SEP24

9/12/2024

231,000

0

LEAN HOGS FUTURE OCT24

10/14/2024

(5,240)

0

LIVE CATTLE FUTR OCT24

10/31/2024

2,640

0

LME LEAD FUTURE SEP24

9/16/2024

(1)

0

LME NICKEL FUTURE DEC24

12/16/2024

1

0

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12/15/2025

(1)

0

LONG GILT FUTURE SEP24

9/26/2024

9,900

0

LOSULGO1 VS BNT1STAUG24

8/30/2024

5

0

LOSULGO1 VS BNT1STJUL24

7/31/2024

5

0

LOSULGO1 VS BNT1STSEP24

9/30/2024

5

0

LOW SU GASOIL G DEC24

12/12/2024

11

0

LOW SU GASOIL G JAN25

1/10/2025

(2)

0

LOW SU GASOIL G JUN25

6/12/2025

(7)

0

LOW SU GASOIL G NOV24

11/12/2024

(6)

0

LOW SU GASOIL G OCT24

10/10/2024

2

0

MSCI ACWI LCTC NT SEP24

9/20/2024

3

0

MSCI EAFE SEP24

9/20/2024

(187)

0

MSCI EMGMKT SEP24

9/20/2024

430

0

MSCI SING IX ETS JUL24

7/30/2024

(246)

0

NAT GAS EURO OPT AUG24P 2.25

7/26/2024

(520)

(19)

NAT GAS EURO OPT AUG24P 2.4

7/26/2024

(400)

(30)

NAT GAS EURO OPT AUG24P 2.5

7/26/2024

(330)

(37)

NAT GAS EURO OPT AUG24P 2.55

7/26/2024

(750)

(101)

NAT GAS EURO OPT AUG24P 2.6

7/26/2024

(400)

(64)

NAT GAS EURO OPT SEP24P 2.2

8/27/2024

(320)

(26)

NAT GAS EURO OPT SEP24P 2.35

8/27/2024

(310)

(39)

NAT GAS EURO OPT SEP24P 2.4

8/27/2024

(320)

(46)

NAT GAS EURO OPT SEP24P 2.45

8/27/2024

(310)

(50)

NAT GAS EURO OPT SEP24P 2.5

8/27/2024

(440)

(81)

NAT GAS EURO OPT SEP24P 2.55

8/27/2024

(310)

(65)

NAT GAS EURO OPT SEP24P 2.6

8/27/2024

(310)

(73)

NATURAL GAS FUTR APR25

3/27/2025

(490)

0

NATURAL GAS FUTR AUG24

7/29/2024

(740)

0

NATURAL GAS FUTR DEC24

11/26/2024

140

0

NATURAL GAS FUTR FEB25

1/29/2025

210

0

NATURAL GAS FUTR JAN25

12/27/2024

(6,300)

0

NATURAL GAS FUTR MAR25

2/26/2025

3,750

0

NATURAL GAS FUTR NOV24

10/29/2024

3,270

0

NATURAL GAS FUTR OCT24

9/26/2024

3,050

0

NATURAL GAS FUTR SEP24

8/28/2024

(3,200)

0

NY HARB ULSD FUT DEC24

11/29/2024

(630)

0

NY HARB ULSD FUT SEP24

8/30/2024

(168)

0

PALLADIUM FUTURE SEP24

9/26/2024

(2)

0

PLATINUM FUTURE OCT24

10/29/2024

1

0

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12/31/2099

(1,772)

(1,772)

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12/31/2099

54

1,775

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9/19/2024

24

0

S+P500 EMINI FUT SEP24

9/20/2024

(111)

0

S6247925D TRS SGD P E

9/18/2024

(10)

(43,200)

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9/18/2024

57,964

42,770

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9/18/2024

(47)

(47,129)

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9/18/2024

47,563

47,563

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9/18/2024

(87)

(4,981)

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9/18/2024

18,918

4,706

S6247939D TRS ZAR P E

9/18/2024

(767)

(55,043)

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9/18/2024

960,622

52,608

S6247942D TRS MXN P E

9/18/2024

(427)

(29,674)

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9/18/2024

541,648

29,622

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6/20/2029

(270,357)

(270,357)

S96HYC3S3 CDS USD R F 1.00000

6/20/2029

270,357

275,924

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6/20/2029

(131,457)

(131,457)

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6/20/2029

131,457

127,270

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6/20/2029

(262,460)

(262,460)

S96J5F3R6 CDS USD R F 5.00000

6/20/2029

262,460

278,923

SET50 FUTURES SEP24

9/27/2024

(766)

0

SGX IRON ORE 62 AUG24

8/30/2024

27

0

SGX IRON ORE 62 SEP24

9/30/2024

22

0

SILVER FUTURE JUL24

7/29/2024

45

0

SILVER FUTURE SEP24

9/26/2024

(745)

0

SOFR 1YR MIDCURVE DEC24C 96.25

12/13/2024

310

78

SOFR 1YR MIDCURVE DEC24C 96.75

12/13/2024

(618)

(73)

SOFR 1YR MIDCURVE DEC24C 97.25

12/13/2024

310

16

SOFR 1YR MIDCURVE DEC24P 95.37

12/13/2024

(625)

(66)

SOFR 1YR MIDCURVE DEC24P 95.87

12/13/2024

313

83

SOYBEAN FUTURE JAN25

1/14/2025

(210)

0

SOYBEAN FUTURE NOV25

11/14/2025

(100)

0

SOYBEAN FUTURE NOV24

11/14/2024

605

0

SOYBEAN MEAL FUTR DEC24

12/13/2024

36

0

SOYBEAN MEAL FUTR JAN25

1/14/2025

(7)

0

SOYBEAN OIL FUTR DEC24

12/13/2024

(2,580)

0

SOYBEAN OIL FUTR JAN25

1/14/2025

(5,400)

0

SUGAR 11 (WORLD) MAR25

2/28/2025

(9,968)

0

SWAP WESTERN/LEHMAN RECEIVABLE

9/15/2099

151

0

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12/20/2024

(700)

(700)

SWPC0M7M4 CDS USD R F 1.00000

12/20/2024

700

703

SWS031724 IRS MXN P V 01MTIIE

7/18/2029

(187,450)

(10,251)

SWS031724 IRS MXN R F 7.45000

7/18/2029

187,450

9,390

SWS031849 IRS MXN P V 01MTIIE

7/20/2029

(195,100)

(10,670)

SWS031849 IRS MXN R F 7.44000

7/20/2029

195,100

9,769

SWS075366 IRS USD P V 00MSOFR

9/30/2024

(13,075)

(13,075)

SWS075366 IRS USD R F 3.50000

9/30/2024

13,075

12,995

SWS115907 CDS USD P V 03MEVENT

6/20/2029

(89,993)

(89,993)

SWS115907 CDS USD R F 1.00000

6/20/2029

89,993

91,845

SWS116004 CDS USD P V 03MEVENT

6/20/2029

(10,751)

(10,751)

SWS116004 CDS USD R F 5.00000

6/20/2029

10,751

11,427

SWU024UC8 TRS USD P E

12/31/2024

(51)

(51)

SWU024UC8 TRS USD R E

12/31/2024

51

63

SWU0AC1A7 TRS USD P V 03MTBILL

2/18/2025

(29,851)

(29,851)

SWU0AC1A7 TRS USD R E

2/18/2025

124

29,630

SWU0AD974 TRS USD P E

1/15/2025

(11)

(2,510)

SWU0AD974 TRS USD R V 03MTBILL

1/15/2025

2,529

2,529

SWU0AR395 TRS USD P E

8/15/2024

(42)

(7,866)

SWU0AR395 TRS USD R F .00000

8/15/2024

7,850

7,850

SWU0AS898 TRS USD P F .00000

2/18/2025

(76,802)

(76,802)

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2/18/2025

383

77,161

SWU0AU877 TRS USD P V 03MTBILL

2/18/2025

(87,936)

(87,936)

SWU0AU877 TRS USD R E

2/18/2025

361

87,303

SWU0BB9D4 TRS USD P E

2/18/2025

(16)

(3,463)

SWU0BB9D4 TRS USD R F .00000

2/18/2025

3,463

3,463

SWU0BB9DS TRS USD P F .07000

2/18/2025

(3,463)

0

SWU0BB9DS TRS USD R F .00000

2/18/2025

3,463

0

SWU0EU204 TRS USD P V 03MTBILL

8/16/2032

(218,514)

(218,514)

SWU0EU204 TRS USD R E

8/16/2032

911

216,898

SWU0EU212 TRS USD P F .00000

8/15/2025

(18,078)

(18,078)

SWU0EU212 TRS USD R E

8/15/2025

172

18,194

SWU0EU220 TRS USD P V 03MTBILL

8/16/2032

(132,794)

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SWU0EU220 TRS USD R E

8/16/2032

546

131,838

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8/16/2032

(12,453)

(12,453)

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8/16/2032

39

13,426

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8/16/2032

(118,897)

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8/16/2032

310

117,949

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8/30/2024

(34,199)

(34,199)

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8/30/2024

143

33,946

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2/18/2025

(10,045)

(10,045)

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2/18/2025

79

10,039

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2/18/2025

(7,564)

(7,564)

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2/18/2025

22

7,555

SWU0FA9T7 TRS USD P V 03MTBILL

2/18/2025

(169,504)

(169,504)

SWU0FA9T7 TRS USD R E

2/18/2025

707

168,251

SWU0FB9J7 TRS USD P V 03MTBILL

2/18/2025

(44,764)

(44,764)

SWU0FB9J7 TRS USD R E

2/18/2025

187

44,433

SWU0FV813 TRS USD P V 03MTBILL

2/18/2025

(78,734)

(78,734)

SWU0FV813 TRS USD R E

2/18/2025

206

78,106

SWU0GA826 TRS USD P E

8/2/2024

(968)

(968)

SWU0GA826 TRS USD R E

8/2/2024

968

1,018

SWU0IE719 TRS USD P V 03MTBILL

8/15/2025

(95,434)

(95,434)

SWU0IE719 TRS USD R E

8/15/2025

398

94,729

SWU0JI123 TRS USD P E

4/10/2026

(78,072)

(78,072)

SWU0JI123 TRS USD R E

4/10/2026

78,072

80,742

SWU0KJ988 TRS USD P E

9/19/2024

(12,700)

(12,700)

SWU0KJ988 TRS USD R E

9/19/2024

12,700

13,603

SWU0MV682 TRS USD P V 03MTBILL

12/31/2024

(132,019)

(132,019)

SWU0MV682 TRS USD R E

12/31/2024

1,651

131,022

SWU0SR5C7 TRS USD P E

10/16/2025

(24,767)

(24,767)

SWU0SR5C7 TRS USD R E

10/16/2025

24,767

25,109

SWU0SY9N4 TRS USD P E

10/22/2025

(3,389)

(3,389)

SWU0SY9N4 TRS USD R E

10/22/2025

3,389

3,439

SWU0TV9C3 TRS USD P V 03MTBILL

2/18/2025

(195,989)

(195,989)

SWU0TV9C3 TRS USD R E

2/18/2025

2,144

194,540

SWU0YS041 TRS USD P F .00000

8/15/2024

(32,295)

(32,295)

SWU0YS041 TRS USD R E

8/15/2024

168

32,425

SWU0YT643 TRS USD P F .00000

8/15/2025

(44,591)

(44,591)

SWU0YT643 TRS USD R E

8/15/2025

241

44,681

TOPIX INDX FUTR SEP24

9/12/2024

200

0

TTF NAT GAS F AUG24

7/30/2024

7

0

TTF NAT GAS F SEP24

8/29/2024

(4)

0

TXN24D TRS TWD P F .00000

7/17/2024

(465,169)

(14,339)

TXN24D TRS TWD R E

7/17/2024

21

14,734

US 10YR FUT OPTN AUG24C 110.5

7/26/2024

163

84

US 10YR FUT OPTN AUG24C 111

7/26/2024

253

87

US 10YR FUT OPTN AUG24C 111.5

7/26/2024

(97)

(23)

US 10YR FUT OPTN AUG24C 112

7/26/2024

(161)

(25)

US 10YR FUT OPTN AUG24C 114

7/26/2024

(194)

(6)

US 10YR FUT OPTN AUG24P 108.5

7/26/2024

(362)

(79)

US 10YR FUT OPTN AUG24P 110

7/26/2024

180

135

US 10YR FUT OPTN AUG24P 110.5

7/26/2024

50

52

US 10YR NOTE (CBT)SEP24

9/19/2024

363,500

0

US 10YR ULTRA FUT SEP24

9/19/2024

194,300

0

US 2YR NOTE (CBT) SEP24

9/30/2024

427,800

0

US 5YR FUTR OPTN AUG24C 107

7/26/2024

195

61

US 5YR FUTR OPTN AUG24C 108.2

7/26/2024

(165)

(12)

US 5YR FUTR OPTN AUG24P 105

7/26/2024

(472)

(30)

US 5YR FUTR OPTN SEP24C 107

8/23/2024

100

53

US 5YR FUTR OPTN SEP24C 108

8/23/2024

(200)

(50)

US 5YR NOTE (CBT) SEP24

9/30/2024

230,700

0

US BOND FUTR OPTN AUG24C 120

7/26/2024

52

41

US LONG BOND(CBT) SEP24

9/19/2024

393,400

0

US ULTRA BOND CBT SEP24

9/19/2024

575,600

0

WHEAT FUTURE(CBT) DEC24

12/13/2024

(1,560)

0

WHEAT FUTURE(CBT) JUL25

7/14/2025

275

0

WHEAT FUTURE(CBT) MAR25

3/14/2025

(35)

0

WHEAT FUTURE(CBT) SEP24

9/13/2024

(430)

0

WINQ24H TRS BRL P F .00000

8/14/2024

(421,605)

(75,904)

WINQ24H TRS BRL R E

8/14/2024

3

78,262

WIU24DS TRS PLN P E

9/20/2024

(18)

(11,282)

WIU24DS TRS PLN R F .00000

9/20/2024

43,739

10,880

WTI CRUDE FUTURE APR25

3/20/2025

(68)

0

WTI CRUDE FUTURE AUG24

7/22/2024

(31)

0

WTI CRUDE FUTURE DEC24

11/19/2024

10

0

WTI CRUDE FUTURE DEC24

11/20/2024

226

0

WTI CRUDE FUTURE DEC25

11/19/2025

2

0

WTI CRUDE FUTURE DEC25

11/20/2025

(35)

0

WTI CRUDE FUTURE FEB25

1/21/2025

266

0

WTI CRUDE FUTURE JAN25

12/19/2024

260

0

WTI CRUDE FUTURE JUL25

6/20/2025

(124)

0

WTI CRUDE FUTURE JUN25

5/20/2025

(125)

0

WTI CRUDE FUTURE MAR25

2/20/2025

372

0

WTI CRUDE FUTURE MAY25

4/22/2025

(130)

0

WTI CRUDE FUTURE NOV24

10/22/2024

(124)

0

WTI CRUDE FUTURE OCT24

9/20/2024

(133)

0

WTI CRUDE FUTURE SEP24

8/20/2024

(369)

0

WTI CRUDE FUTURE SEP25

8/20/2025

104

0