NPORT-P false 0001355064 XXXXXXXX S000052043 C000163770 C000163769 C000163771 C000220411 MUTUAL FUND SERIES TRUST 811-21872 0001355064 5493002ZGLQMLR4QMA96 C/O GEMINI FUND SERVICES LLC 4221 North 203rd Street, Suite 100 ELKHORN 68022 631-470-2600 Catalyst/Millburn Hedge Strategy Fund S000052043 5493000PE4V447KCC838 2023-06-30 2022-12-31 N 18759393095.16 13203225098.64 5556167996.52 0.00000000 429492517.32999992 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 88443108.74000001 AUD CAD EUR GBP JPY USD N N/A N/A N/A 585320.92000000 NC USD 27350.07000000 0.000492246994 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -585320.92000000 USD 521000000.00000000 CLP 2023-01-18 27350.07000000 N N N N/A N/A N/A 483837.99000000 NC USD 23726.10000000 0.000427022725 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -483837.99000000 USD 639000000.00000000 KRW 2023-01-18 23726.10000000 N N N N/A N/A N/A 900000.00000000 NC -10743.16000000 -0.00019335556 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -900000.00000000 EUR 9339310.80000000 NOK 2023-01-18 -10743.16000000 N N N N/A N/A N/A 920000.00000000 NC -7624.41000000 -0.00013722425 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920000.00000000 EUR 9579721.72000000 NOK 2023-01-18 -7624.41000000 N N N N/A N/A N/A 820000.00000000 NC -12957.57000000 -0.00023321055 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -820000.00000000 EUR 9027351.30000000 SEK 2023-01-18 -12957.57000000 N N N N/A N/A N/A 1030262.29000000 NC USD -9849.32000000 -0.00017726821 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1030262.29000000 USD 5410000.00000000 BRL 2023-01-18 -9849.32000000 N N N N/A N/A N/A 1060000.00000000 NC 125.78000000 0.000002263790 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1060000.00000000 NZD 673237.80000000 USD 2023-01-05 125.78000000 N N N N/A N/A N/A 1060000.00000000 NC -1231.02000000 -0.00002215591 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1060000.00000000 NZD 671881.00000000 USD 2023-01-05 -1231.02000000 N N N N/A N/A N/A 900000.00000000 NC 6989.29000000 0.000125793352 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -900000.00000000 EUR 9512916.30000000 NOK 2023-01-18 6989.29000000 N N N N/A N/A N/A 9137690.52000000 NC 23810.33000000 0.000428538698 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9137690.52000000 SEK 840000.00000000 EUR 2023-01-18 23810.33000000 N N N N/A N/A N/A 1110000.00000000 NC -4818.81000000 -0.00008672901 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1110000.00000000 NZD 700032.60000000 USD 2023-01-04 -4818.81000000 N N N N/A N/A N/A 1080000.00000000 NC -2827.93000000 -0.00005089712 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1080000.00000000 EUR 1153612.80000000 USD 2023-01-03 -2827.93000000 N N N THE MONTREAL EXCHANGE / BOURSE DE MONTREAL N/A N/A -134.00000000 NC -24092.46000000 -0.00043361647 Short DE CORP CA N 1 GOLDMAN SACHS N/A Short Montreal Exchange S&P/TSX 60 I SPTSX60 2023-03-16 -23132833.57000000 CAD -24092.46000000 N N N N/A N/A N/A 850000.00000000 NC -9591.79000000 -0.00017263318 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 8825889.15000000 NOK 2023-01-18 -9591.79000000 N N N N/A N/A N/A 780000000.00000000 NC -13564.29000000 -0.00024413030 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -780000000.00000000 KRW 605997.51000000 USD 2023-01-18 -13564.29000000 N N N N/A N/A N/A 459000000.00000000 NC -16673.12000000 -0.00030008307 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -459000000.00000000 CLP 523088.85000000 USD 2023-01-18 -16673.12000000 N N N N/A N/A N/A 1806937.10000000 NC USD 2255.96000000 0.000040602803 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1806937.10000000 USD 1670000.00000000 CHF 2023-01-18 2255.96000000 N N N N/A N/A N/A 820000.00000000 NC 1085.24000000 0.000019532166 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -820000.00000000 CHF 887964.83000000 USD 2023-01-04 1085.24000000 N N N N/A N/A N/A 1097102.12000000 NC USD -12559.69000000 -0.00022604950 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1097102.12000000 USD 5750000.00000000 BRL 2023-01-18 -12559.69000000 N N N N/A N/A N/A 860000.00000000 NC -1287.05000000 -0.00002316434 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9012133.50000000 NOK 2023-01-18 -1287.05000000 N N N N/A N/A N/A 850000.00000000 NC -13048.32000000 -0.00023484387 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 9361616.10000000 SEK 2023-01-18 -13048.32000000 N N N N/A N/A N/A 2707000000.00000000 NC -984428.95000000 -0.01771776790 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2707000000.00000000 JPY 19679233.58000000 USD 2023-01-18 -984428.95000000 N N N N/A N/A N/A 893335.37000000 NC USD -12498.30000000 -0.00022494460 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -893335.37000000 USD 4670000.00000000 BRL 2023-01-18 -12498.30000000 N N N N/A N/A N/A 1042435.00000000 NC USD -5365.27000000 -0.00009656421 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1042435.00000000 USD 20210000.00000000 MXN 2023-01-03 -5365.27000000 N N N N/A N/A N/A 33959293.75000000 NC USD 285372.45000000 0.005136137895 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -33959293.75000000 USD 31610000.00000000 CHF 2023-01-18 285372.45000000 N N N N/A N/A N/A 619706.25000000 NC USD -551.33000000 -0.00000992284 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -619706.25000000 USD 51230000.00000000 INR 2023-01-18 -551.33000000 N N N N/A N/A N/A 1000000.00000000 NC -1981.34000000 -0.00003566018 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1000000.00000000 NZD 633030.00000000 USD 2023-01-05 -1981.34000000 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 460.00000000 NC USD 61400.00000000 0.001105078176 Long DCO CORP US N 1 DEUTSCHE BANK N/A Long N/A KCBT Hard Red Winter Wheat Fut 2023-03-14 20362600.00000000 USD 61400.00000000 N N N N/A N/A N/A 870000.00000000 NC -2922.72000000 -0.00005260316 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9101058.69000000 NOK 2023-01-18 -2922.72000000 N N N N/A N/A N/A 527219.09000000 NC USD 25478.35000000 0.000458559748 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -527219.09000000 USD 470000000.00000000 CLP 2023-01-18 25478.35000000 N N N N/A N/A N/A 8600000.00000000 NC -611.02000000 -0.00001099714 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -8600000.00000000 SEK 823653.80000000 USD 2023-01-03 -611.02000000 N N N N/A N/A N/A 534474.78000000 NC USD 15982.05000000 0.000287645190 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -534474.78000000 USD 693000000.00000000 KRW 2023-01-18 15982.05000000 N N N N/A N/A N/A 1036863.06000000 NC USD -12677.77000000 -0.00022817470 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1036863.06000000 USD 5430000.00000000 BRL 2023-01-18 -12677.77000000 N N N N/A N/A N/A 920000.00000000 NC -22108.07000000 -0.00039790139 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920000.00000000 EUR 10049331.12000000 SEK 2023-01-18 -22108.07000000 N N N N/A N/A N/A 1060000.00000000 NC -1962.42000000 -0.00003531966 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1060000.00000000 NZD 671149.60000000 USD 2023-01-05 -1962.42000000 N N N N/A N/A N/A 820000.00000000 NC -4145.61000000 -0.00007461275 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -820000.00000000 EUR 8564392.42000000 NOK 2023-01-18 -4145.61000000 N N N N/A N/A N/A 1380000.00000000 NC -7325.67000000 -0.00013184752 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1380000.00000000 EUR 1470348.60000000 USD 2023-01-03 -7325.67000000 N N N N/A N/A N/A 1880000.00000000 NC -3864.56000000 -0.00006955441 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1880000.00000000 ILS 530803.55000000 USD 2023-01-03 -3864.56000000 N N N N/A N/A N/A 13360000.00000000 NC -217.39000000 -0.00000391258 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13360000.00000000 ZAR 785984.07000000 USD 2023-01-03 -217.39000000 N N N N/A N/A N/A 820000.00000000 NC -463.00000000 -0.00000833308 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -820000.00000000 EUR 8600446.18000000 NOK 2023-01-18 -463.00000000 N N N Ishares Trust 5493000860OXIC4B5K91 464287499 1636696.00000000 NS USD 110395145.20000000 1.986893579696 Long EC RF US N 1 N N N N/A N/A N/A 472543.22000000 NC USD 23708.52000000 0.000426706320 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -472543.22000000 USD 422000000.00000000 CLP 2023-01-18 23708.52000000 N N N N/A N/A N/A 1330000.00000000 NC -2196.28000000 -0.00003952868 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1330000.00000000 NZD 842368.80000000 USD 2023-01-05 -2196.28000000 N N N N/A N/A N/A 1170000.00000000 NC 3491.99000000 0.000062848891 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1170000.00000000 EUR 12312023.49000000 NOK 2023-01-18 3491.99000000 N N N N/A N/A N/A 840000.00000000 NC -21927.51000000 -0.00039465167 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 9157317.96000000 SEK 2023-01-18 -21927.51000000 N N N N/A N/A N/A 1242744.31000000 NC USD -11081.34000000 -0.00019944213 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1242744.31000000 USD 6530000.00000000 BRL 2023-01-18 -11081.34000000 N N N N/A N/A N/A 5330000.00000000 NC 3861.23000000 0.000069494478 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5330000.00000000 BRL 1009184.91000000 USD 2023-01-18 3861.23000000 N N N N/A N/A N/A 940000.00000000 NC -1161.76000000 -0.00002090937 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -940000.00000000 EUR 9852870.38000000 NOK 2023-01-18 -1161.76000000 N N N N/A N/A N/A 64120000.00000000 NC -591275.97000000 -0.01064179431 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -64120000.00000000 AUD 43087306.30000000 USD 2023-01-18 -591275.97000000 N N N N/A N/A N/A 4380000.00000000 NC -4140.39000000 -0.00007451880 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4380000.00000000 BRL 821998.02000000 USD 2023-01-18 -4140.39000000 N N N N/A N/A N/A 52340000.00000000 NC -20877.26000000 -0.00037574925 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -52340000.00000000 NZD 33222469.56000000 USD 2023-01-18 -20877.26000000 N N N N/A N/A N/A 651000000.00000000 NC -14579.37000000 -0.00026239973 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -651000000.00000000 KRW 502516.44000000 USD 2023-01-18 -14579.37000000 N N N N/A N/A N/A 901088.89000000 NC USD -5162.53000000 -0.00009291529 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -901088.89000000 USD 4750000.00000000 BRL 2023-01-18 -5162.53000000 N N N Ishares Inc 549300MGJZCNMJLBAJ67 464286749 276903.00000000 NS USD 11610542.79000000 0.208966733858 Long EC RF US N 1 N N N N/A N/A N/A 240000.00000000 NC -93.97000000 -0.00000169127 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -240000.00000000 AUD 163293.60000000 USD 2023-01-04 -93.97000000 N N N N/A N/A N/A 830000.00000000 NC 2282.31000000 0.000041077051 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 8732262.34000000 NOK 2023-01-18 2282.31000000 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A 114.00000000 NC USD 234380.00000000 0.004218374968 Long DCO CORP US N 1 GOLDMAN SACHS N/A Long N/A NYMEX Light Sweet Crude Oil Fu 2023-03-21 8946040.00000000 USD 234380.00000000 N N N N/A N/A N/A 830000.00000000 NC -3146.87000000 -0.00005663741 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 8679109.14000000 NOK 2023-01-18 -3146.87000000 N N N N/A N/A N/A 80624.92000000 NC USD 3571.94000000 0.000064287832 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -80624.92000000 USD 106000000.00000000 KRW 2023-01-18 3571.94000000 N N N N/A N/A N/A 1082372.97000000 NC USD -12919.82000000 -0.00023253112 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1082372.97000000 USD 5670000.00000000 BRL 2023-01-18 -12919.82000000 N N N N/A N/A N/A 868668.02000000 NC USD -4806.40000000 -0.00008650566 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -868668.02000000 USD 4580000.00000000 BRL 2023-01-18 -4806.40000000 N N N N/A N/A N/A 1049628.08000000 NC USD -4695.02000000 -0.00008450104 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1049628.08000000 USD 5540000.00000000 BRL 2023-01-18 -4695.02000000 N N N N/A N/A N/A 860000.00000000 NC -20048.41000000 -0.00036083160 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9400380.50000000 SEK 2023-01-18 -20048.41000000 N N N N/A N/A N/A 960000.00000000 NC -865.29000000 -0.00001557350 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -960000.00000000 NZD 608745.60000000 USD 2023-01-05 -865.29000000 N N N N/A N/A N/A 1078682.40000000 NC USD -18660.06000000 -0.00033584405 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1078682.40000000 USD 5620000.00000000 BRL 2023-01-18 -18660.06000000 N N N N/A N/A N/A 1188927.27000000 NC USD 22399.78000000 0.000403151596 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1188927.27000000 USD 159000000.00000000 JPY 2023-01-04 22399.78000000 N N N N/A N/A N/A 8415875.66000000 NC 19315.43000000 0.000347639416 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8415875.66000000 NOK 820000.00000000 EUR 2023-01-18 19315.43000000 N N N N/A N/A N/A 6660000.00000000 NC -14463.52000000 -0.00026031466 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6660000.00000000 BRL 1241719.54000000 USD 2023-01-18 -14463.52000000 N N N ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 N/A -729.00000000 NC 1044095.12000000 0.018791640581 Short DIR CORP GB N 1 GOLDMAN SACHS N/A Short N/A 3 Month Euro Euribor Future 2023-09-18 -186659321.56000000 EUR 1044095.12000000 N N N EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 N/A -3582.00000000 NC 1472427.50000000 0.026500773571 Short DIR CORP DE N 1 GOLDMAN SACHS N/A Short N/A Eurex 2 Year Euro SCHATZ Futur 2023-03-08 -403284252.25000000 EUR 1472427.50000000 N N N N/A N/A N/A 677186.46000000 NC USD 705.39000000 0.000012695620 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -677186.46000000 USD 56090000.00000000 INR 2023-01-18 705.39000000 N N N N/A N/A N/A 113000000.00000000 NC -8917.14000000 -0.00016049082 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -113000000.00000000 JPY 852084.21000000 USD 2023-01-05 -8917.14000000 N N N N/A N/A N/A 9701858.44000000 NC 16586.45000000 0.000298523190 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9701858.44000000 NOK 940000.00000000 EUR 2023-01-18 16586.45000000 N N N N/A N/A N/A 990000.00000000 NC -9634.78000000 -0.00017340692 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -990000.00000000 EUR 10294611.03000000 NOK 2023-01-18 -9634.78000000 N N N N/A N/A N/A 8384677.74000000 NC 11783.39000000 0.000212077640 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8384677.74000000 NOK 810000.00000000 EUR 2023-01-18 11783.39000000 N N N N/A N/A N/A 910000.00000000 NC 53.44000000 0.000000961813 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -910000.00000000 NZD 577904.60000000 USD 2023-01-04 53.44000000 N N N N/A N/A N/A 1030000.00000000 NC 642.39000000 0.000011561745 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1030000.00000000 EUR 10814982.49000000 NOK 2023-01-18 642.39000000 N N N N/A N/A N/A 51350000.00000000 NC -570.92000000 -0.00001027542 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -51350000.00000000 INR 620034.29000000 USD 2023-01-18 -570.92000000 N N N N/A N/A N/A 2740509.22000000 NC USD -28210.06000000 -0.00050772510 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2740509.22000000 USD 14380000.00000000 BRL 2023-01-18 -28210.06000000 N N N N/A N/A N/A 1830000.00000000 NC 809.08000000 0.000014561834 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1830000.00000000 CAD 1352409.95000000 USD 2023-01-03 809.08000000 N N N N/A N/A N/A 930000.00000000 NC -13632.01000000 -0.00024534913 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -930000.00000000 EUR 10249426.77000000 SEK 2023-01-18 -13632.01000000 N N N N/A N/A N/A 9954810.27000000 NC 22905.42000000 0.000412252113 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9954810.27000000 NOK 970000.00000000 EUR 2023-01-18 22905.42000000 N N N N/A N/A N/A 1150000.00000000 NC -4195.72000000 -0.00007551463 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1150000.00000000 EUR 1227199.50000000 USD 2023-01-03 -4195.72000000 N N N N/A N/A N/A 430000.00000000 NC 1463.30000000 0.000026336496 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -430000.00000000 CHF 466534.30000000 USD 2023-01-03 1463.30000000 N N N N/A N/A N/A 999944.55000000 NC USD -13482.48000000 -0.00024265788 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -999944.55000000 USD 5230000.00000000 BRL 2023-01-18 -13482.48000000 N N N N/A N/A N/A 9285705.90000000 NC 16218.48000000 0.000291900461 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9285705.90000000 NOK 900000.00000000 EUR 2023-01-18 16218.48000000 N N N N/A N/A N/A 5370000.00000000 NC 5726.25000000 0.000103061138 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5370000.00000000 BRL 1018594.57000000 USD 2023-01-18 5726.25000000 N N N N/A N/A N/A 8942290.65000000 NC 19139.64000000 0.000344475545 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8942290.65000000 NOK 870000.00000000 EUR 2023-01-18 19139.64000000 N N N N/A N/A N/A 9940000.00000000 NC -366.17000000 -0.00000659033 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9940000.00000000 MXN 509701.77000000 USD 2023-01-04 -366.17000000 N N N N/A N/A N/A 3033301.76000000 NC -5996.94000000 -0.00010793302 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3033301.76000000 PLN 640000.00000000 EUR 2023-01-18 -5996.94000000 N N N N/A N/A N/A 131000000.00000000 NC -9845.71000000 -0.00017720324 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -131000000.00000000 JPY 988306.30000000 USD 2023-01-05 -9845.71000000 N N N N/A N/A N/A 95010000.00000000 NC -280040.10000000 -0.00504016617 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -95010000.00000000 CAD 69897401.41000000 USD 2023-01-18 -280040.10000000 N N N N/A N/A N/A 55540000.00000000 NC 2106.20000000 0.000037907421 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -55540000.00000000 INR 673350.87000000 USD 2023-01-18 2106.20000000 N N N N/A N/A N/A 111000000.00000000 NC -9364.78000000 -0.00016854745 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -111000000.00000000 JPY 836397.61000000 USD 2023-01-05 -9364.78000000 N N N N/A N/A N/A 220000.00000000 NC -930.88000000 -0.00001675399 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -220000.00000000 NZD 138769.40000000 USD 2023-01-04 -930.88000000 N N N N/A N/A N/A 1000864.21000000 NC USD -20060.62000000 -0.00036105135 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1000864.21000000 USD 5200000.00000000 BRL 2023-01-18 -20060.62000000 N N N N/A N/A N/A 4345000000.00000000 NC 48896.33000000 0.000880036925 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4345000000.00000000 JPY 33342337.17000000 USD 2023-02-15 48896.33000000 N N N EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 N/A -1351.00000000 NC 30889071.41000000 0.555941998682 Short DIR CORP DE N 1 GOLDMAN SACHS N/A Short N/A Eurex 30 Year Euro BUXL Future 2023-03-08 -222572854.80000000 EUR 30889071.41000000 N N N N/A N/A N/A 380000.00000000 NC 1927.78000000 0.000034696215 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -380000.00000000 EUR 4006546.72000000 NOK 2023-01-18 1927.78000000 N N N N/A N/A N/A 761000000.00000000 NC -8950.00000000 -0.00016108224 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -761000000.00000000 KRW 595519.91000000 USD 2023-01-18 -8950.00000000 N N N N/A N/A N/A 28838394.01000000 NC USD 184529.35000000 0.003321162177 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -28838394.01000000 USD 26790000.00000000 CHF 2023-01-18 184529.35000000 N N N N/A N/A N/A 1230000.00000000 NC -4023.75000000 -0.00007241951 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1230000.00000000 NZD 777040.20000000 USD 2023-01-05 -4023.75000000 N N N N/A N/A N/A 1400000.00000000 NC -575.78000000 -0.00001036289 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1400000.00000000 NZD 888426.00000000 USD 2023-01-04 -575.78000000 N N N N/A N/A N/A 1730000.00000000 NC 103.82000000 0.000001868554 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1730000.00000000 CAD 1277846.72000000 USD 2023-01-03 103.82000000 N N N N/A N/A N/A 9820000.00000000 NC 2812.07000000 0.000050611680 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -9820000.00000000 SEK 944007.48000000 USD 2023-01-03 2812.07000000 N N N N/A N/A N/A 1880000.00000000 NC -1969.48000000 -0.00003544673 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1880000.00000000 ILS 532698.63000000 USD 2023-01-03 -1969.48000000 N N N N/A N/A N/A 10087056.70000000 NC 20116.16000000 0.000362050967 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -10087056.70000000 NOK 980000.00000000 EUR 2023-01-18 20116.16000000 N N N N/A N/A N/A 5900000.00000000 NC 444.13000000 0.000007993458 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5900000.00000000 BRL 1113278.97000000 USD 2023-01-18 444.13000000 N N N N/A N/A N/A 25960017.03000000 NC USD 217106.72000000 0.003907490200 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -25960017.03000000 USD 35440000.00000000 CAD 2023-01-18 217106.72000000 N N N N/A N/A N/A 52000000.00000000 NC -4050.23000000 -0.00007289610 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -52000000.00000000 JPY 392162.78000000 USD 2023-01-05 -4050.23000000 N N N N/A N/A N/A 1075637.94000000 NC USD -11843.28000000 -0.00021315554 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1075637.94000000 USD 5640000.00000000 BRL 2023-01-18 -11843.28000000 N N N N/A N/A N/A 240000.00000000 NC -588.32000000 -0.00001058859 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -240000.00000000 NZD 151814.40000000 USD 2023-01-05 -588.32000000 N N N N/A N/A N/A 633000000.00000000 NC -6794.47000000 -0.00012228697 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -633000000.00000000 KRW 496003.76000000 USD 2023-01-18 -6794.47000000 N N N N/A N/A N/A 11370000.00000000 NC -4572.24000000 -0.00008229124 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -11370000.00000000 SEK 1085182.53000000 USD 2023-01-03 -4572.24000000 N N N N/A N/A N/A 72840000.00000000 NC -1393.56000000 -0.00002508131 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -72840000.00000000 INR 878935.24000000 USD 2023-01-18 -1393.56000000 N N N N/A N/A N/A 9385272.02000000 NC 21497.73000000 0.000386916486 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9385272.02000000 SEK 860000.00000000 EUR 2023-01-18 21497.73000000 N N N N/A N/A N/A 1302095.80000000 NC USD -19506.49000000 -0.00035107811 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1302095.80000000 USD 6800000.00000000 BRL 2023-01-18 -19506.49000000 N N N N/A N/A N/A 2780000.00000000 NC -2918.56000000 -0.00005252828 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2780000.00000000 BRL 521434.13000000 USD 2023-01-18 -2918.56000000 N N N N/A N/A N/A 603186.35000000 NC USD -468.10000000 -0.00000842487 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -603186.35000000 USD 49870000.00000000 INR 2023-01-18 -468.10000000 N N N N/A N/A N/A 10590000.00000000 NC -4546.93000000 -0.00008183571 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -10590000.00000000 SEK 1010448.94000000 USD 2023-01-03 -4546.93000000 N N N N/A N/A N/A 1320000.00000000 NC -4452.27000000 -0.00008013202 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1320000.00000000 EUR 13808328.60000000 NOK 2023-01-18 -4452.27000000 N N N N/A N/A N/A 58912798.60000000 NC USD -488895.39000000 -0.00879914700 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -58912798.60000000 USD 48310000.00000000 GBP 2023-01-18 -488895.39000000 N N N N/A N/A N/A 850000.00000000 NC -7599.67000000 -0.00013677898 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 9418415.65000000 SEK 2023-01-18 -7599.67000000 N N N N/A N/A N/A 1040000.00000000 NC -6331.79000000 -0.00011395965 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1040000.00000000 GBP 1250891.20000000 USD 2023-01-04 -6331.79000000 N N N N/A N/A N/A 870000.00000000 NC -23340.83000000 -0.00042008862 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9477795.66000000 SEK 2023-01-18 -23340.83000000 N N N N/A N/A N/A 3310000.00000000 NC -2161.41000000 -0.00003890109 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3310000.00000000 NOK 335720.23000000 USD 2023-01-03 -2161.41000000 N N N N/A N/A N/A 712968.89000000 NC USD 1886.03000000 0.000033944797 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -712968.89000000 USD 3790000.00000000 BRL 2023-01-18 1886.03000000 N N N N/A N/A N/A 1130000.00000000 NC -4495.43000000 -0.00008090882 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1130000.00000000 GBP 1361525.70000000 USD 2023-01-03 -4495.43000000 N N N N/A N/A N/A 1013735.50000000 NC USD 3504.03000000 0.000063065587 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1013735.50000000 USD 950000.00000000 EUR 2023-01-03 3504.03000000 N N N N/A N/A N/A 526013.05000000 NC USD 26032.40000000 0.000468531549 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -526013.05000000 USD 695000000.00000000 KRW 2023-01-18 26032.40000000 N N N N/A N/A N/A 240000.00000000 NC -144.32000000 -0.00000259747 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -240000.00000000 NZD 152258.40000000 USD 2023-01-05 -144.32000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A -7141.00000000 NC USD -290104.89000000 -0.00522131242 Short DIR CORP US N 1 BANK OF AMERICA MERRILL LYNCH N/A Short N/A CBOT 5 Year US Treasury Note 2023-03-31 -770438025.11000000 USD -290104.89000000 N N N N/A N/A N/A 25812146.59000000 NC USD -55787.77000000 -0.00100406917 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -25812146.59000000 USD 268730000.00000000 SEK 2023-01-03 -55787.77000000 N N N N/A N/A N/A 787189.45000000 NC USD -10091.22000000 -0.00018162193 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -787189.45000000 USD 4120000.00000000 BRL 2023-01-18 -10091.22000000 N N N Ishares Inc 549300MGJZCNMJLBAJ67 464286509 479574.00000000 NS USD 15696457.02000000 0.282505083176 Long EC RF US N 1 N N N N/A N/A N/A 53050000.00000000 NC -72224.71000000 -0.00129990147 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -53050000.00000000 ZAR 3045609.52000000 USD 2023-01-18 -72224.71000000 N N N N/A N/A N/A 1270000.00000000 NC -10595.70000000 -0.00019070157 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1270000.00000000 EUR 13223488.92000000 NOK 2023-01-18 -10595.70000000 N N N N/A N/A N/A 760000.00000000 NC -5721.47000000 -0.00010297510 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -760000.00000000 EUR 8432362.64000000 SEK 2023-01-18 -5721.47000000 N N N N/A N/A N/A 9370722.54000000 NC 22893.43000000 0.000412036317 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9370722.54000000 SEK 860000.00000000 EUR 2023-01-18 22893.43000000 N N N N/A N/A N/A 750000.00000000 NC -916.15000000 -0.00001648888 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -750000.00000000 AUD 509670.00000000 USD 2023-01-04 -916.15000000 N N N N/A N/A N/A 6520000.00000000 NC 812.30000000 0.000014619788 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6520000.00000000 ZAR 384497.44000000 USD 2023-01-04 812.30000000 N N N N/A N/A N/A 1077635.80000000 NC USD -17613.46000000 -0.00031700733 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1077635.80000000 USD 5620000.00000000 BRL 2023-01-18 -17613.46000000 N N N N/A N/A N/A 1100000.00000000 NC -1376.48000000 -0.00002477390 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1100000.00000000 NZD 697136.00000000 USD 2023-01-05 -1376.48000000 N N N N/A N/A N/A 2533616.82000000 NC 810.26000000 0.000014583072 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2533616.82000000 PLN 540000.00000000 EUR 2023-01-18 810.26000000 N N N N/A N/A N/A 950000.00000000 NC -8037.60000000 -0.00014466085 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -950000.00000000 EUR 9890492.75000000 NOK 2023-01-18 -8037.60000000 N N N N/A N/A N/A 820000.00000000 NC -24798.38000000 -0.00044632163 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -820000.00000000 EUR 8903916.70000000 SEK 2023-01-18 -24798.38000000 N N N N/A N/A N/A 780000.00000000 NC -8089.21000000 -0.00014558973 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -780000.00000000 EUR 8631153.96000000 SEK 2023-01-18 -8089.21000000 N N N N/A N/A N/A 930000.00000000 NC -5662.19000000 -0.00010190818 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -930000.00000000 EUR 9703871.10000000 NOK 2023-01-18 -5662.19000000 N N N N/A N/A N/A 1087416.76000000 NC USD -21735.94000000 -0.00039120379 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1087416.76000000 USD 5650000.00000000 BRL 2023-01-18 -21735.94000000 N N N N/A N/A N/A 1134168.91000000 NC USD -23220.23000000 -0.00041791806 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1134168.91000000 USD 5890000.00000000 BRL 2023-01-18 -23220.23000000 N N N N/A N/A N/A 11000000.00000000 NC -74819.33000000 -0.00134659949 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -11000000.00000000 SGD 8139911.76000000 USD 2023-01-18 -74819.33000000 N N N N/A N/A N/A 1037845.24000000 NC USD -8001.47000000 -0.00014401058 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1037845.24000000 USD 5460000.00000000 BRL 2023-01-18 -8001.47000000 N N N N/A N/A N/A 3013917.44000000 NC -1574.76000000 -0.00002834255 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3013917.44000000 PLN 640000.00000000 EUR 2023-01-18 -1574.76000000 N N N N/A N/A N/A 850000.00000000 NC -24736.88000000 -0.00044521475 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 9239768.60000000 SEK 2023-01-18 -24736.88000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 N/A 48.00000000 NC USD 196400.00000000 0.003534810324 Long DCO CORP GB N 1 BANK OF AMERICA MERRILL LYNCH N/A Long N/A ICE Brent Crude Oil Future 2023-06-30 3817840.00000000 USD 196400.00000000 N N N N/A N/A N/A 960000.00000000 NC 1697.91000000 0.000030559011 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -960000.00000000 NZD 611308.80000000 USD 2023-01-05 1697.91000000 N N N N/A N/A N/A 472789.34000000 NC USD 22286.45000000 0.000401111881 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -472789.34000000 USD 421000000.00000000 CLP 2023-01-18 22286.45000000 N N N N/A N/A N/A 774000000.00000000 NC -9797.91000000 -0.00017634294 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -774000000.00000000 KRW 604998.03000000 USD 2023-01-18 -9797.91000000 N N N N/A N/A N/A 770000.00000000 NC 187.42000000 0.000003373188 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -770000.00000000 EUR 8082120.20000000 NOK 2023-01-18 187.42000000 N N N N/A N/A N/A 1055142.00000000 NC USD 4928.67000000 0.000088706281 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1055142.00000000 USD 990000.00000000 EUR 2023-01-03 4928.67000000 N N N N/A N/A N/A 8933578.29000000 NC 11234.34000000 0.000202195830 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8933578.29000000 SEK 810000.00000000 EUR 2023-01-18 11234.34000000 N N N N/A N/A N/A 5050000.00000000 NC -1960.52000000 -0.00003528547 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5050000.00000000 BRL 950550.66000000 USD 2023-01-18 -1960.52000000 N N N N/A N/A N/A 6470000.00000000 NC -2915.11000000 -0.00005246619 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6470000.00000000 BRL 1217430.90000000 USD 2023-01-18 -2915.11000000 N N N N/A N/A N/A 230000.00000000 NC -299.31000000 -0.00000538698 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -230000.00000000 NZD 145753.30000000 USD 2023-01-05 -299.31000000 N N N N/A N/A N/A 73160000.00000000 NC 1028.27000000 0.000018506819 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -73160000.00000000 INR 885224.52000000 USD 2023-01-18 1028.27000000 N N N N/A N/A N/A 2839558.20000000 NC -4672.61000000 -0.00008409770 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2839558.20000000 PLN 600000.00000000 EUR 2023-01-18 -4672.61000000 N N N N/A N/A N/A 487463.91000000 NC USD 23277.42000000 0.000418947375 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -487463.91000000 USD 643000000.00000000 KRW 2023-01-18 23277.42000000 N N N N/A N/A N/A 63540000.00000000 NC 230.35000000 0.000004145842 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -63540000.00000000 INR 768161.32000000 USD 2023-01-18 230.35000000 N N N N/A N/A N/A 556672.22000000 NC USD 20791.15000000 0.000374199448 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -556672.22000000 USD 727000000.00000000 KRW 2023-01-18 20791.15000000 N N N N/A N/A N/A 930000.00000000 NC -10756.06000000 -0.00019358773 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -930000.00000000 EUR 9654000.78000000 NOK 2023-01-18 -10756.06000000 N N N N/A N/A N/A 1010000.00000000 NC -27755.45000000 -0.00049954303 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1010000.00000000 EUR 10996092.20000000 SEK 2023-01-18 -27755.45000000 N N N N/A N/A N/A 1214503.55000000 NC USD -18677.63000000 -0.00033616028 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1214503.55000000 USD 6340000.00000000 BRL 2023-01-18 -18677.63000000 N N N N/A N/A N/A 850000.00000000 NC -24572.58000000 -0.00044225768 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 9241481.35000000 SEK 2023-01-18 -24572.58000000 N N N N/A N/A N/A 940000.00000000 NC -868.15000000 -0.00001562497 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -940000.00000000 EUR 9855744.90000000 NOK 2023-01-18 -868.15000000 N N N N/A N/A N/A 49780000.00000000 NC 333.29000000 0.000005998558 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -49780000.00000000 INR 601963.82000000 USD 2023-01-18 333.29000000 N N N N/A N/A N/A 1880000.00000000 NC -1047.15000000 -0.00001884662 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1880000.00000000 ILS 533620.96000000 USD 2023-01-03 -1047.15000000 N N N N/A N/A N/A 14120000.00000000 NC -1771.20000000 -0.00003187808 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -14120000.00000000 ZAR 829154.29000000 USD 2023-01-03 -1771.20000000 N N N N/A N/A N/A 5120000.00000000 NC 9209.96000000 0.000165761006 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5120000.00000000 BRL 974924.26000000 USD 2023-01-18 9209.96000000 N N N N/A N/A N/A 463000000.00000000 NC -10742.05000000 -0.00019333558 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -463000000.00000000 CLP 533723.73000000 USD 2023-01-18 -10742.05000000 N N N N/A N/A N/A 8260488.25000000 NC -8710.72000000 -0.00015677567 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8260488.25000000 PLN 1750000.00000000 EUR 2023-01-18 -8710.72000000 N N N N/A N/A N/A 35931501.83000000 NC USD -11819.90000000 -0.00021273474 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -35931501.83000000 USD 48630000.00000000 CAD 2023-01-18 -11819.90000000 N N N N/A N/A N/A 2510000.00000000 NC -54.77000000 -0.00000098575 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2510000.00000000 CAD 1853780.31000000 USD 2023-01-03 -54.77000000 N N N N/A N/A N/A 710000.00000000 NC -261.08000000 -0.00000469892 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -710000.00000000 SGD 529827.02000000 USD 2023-01-04 -261.08000000 N N N N/A N/A N/A 1360000.00000000 NC -4526.43000000 -0.00008146675 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1360000.00000000 GBP 1639534.40000000 USD 2023-01-03 -4526.43000000 N N N N/A N/A N/A 790000.00000000 NC -12012.08000000 -0.00021619360 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -790000.00000000 EUR 8701996.94000000 SEK 2023-01-18 -12012.08000000 N N N N/A N/A N/A 2977560.18000000 NC -3999.20000000 -0.00007197766 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2977560.18000000 PLN 630000.00000000 EUR 2023-01-18 -3999.20000000 N N N N/A N/A N/A 890000.00000000 NC 5456.40000000 0.000098204374 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -890000.00000000 EUR 9392970.11000000 NOK 2023-01-18 5456.40000000 N N N N/A N/A N/A 2103195.00000000 NC USD 7227.77000000 0.000130085519 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2103195.00000000 USD 3100000.00000000 AUD 2023-01-03 7227.77000000 N N N N/A N/A N/A 1170000.00000000 NC -4330.49000000 -0.00007794022 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1170000.00000000 NZD 738621.00000000 USD 2023-01-04 -4330.49000000 N N N N/A N/A N/A 3070000.00000000 NC -12775.92000000 -0.00022994121 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -3070000.00000000 AUD 2077223.40000000 USD 2023-01-04 -12775.92000000 N N N N/A N/A N/A 1360000.00000000 NC -2885.03000000 -0.00005192481 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1360000.00000000 NZD 860730.40000000 USD 2023-01-05 -2885.03000000 N N N N/A N/A N/A 555186.53000000 NC USD 397.14000000 0.000007147732 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -555186.53000000 USD 45970000.00000000 INR 2023-01-18 397.14000000 N N N N/A N/A N/A 1510000.00000000 NC -9057.37000000 -0.00016301468 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1510000.00000000 GBP 1816333.70000000 USD 2023-01-03 -9057.37000000 N N N N/A N/A N/A 960000.00000000 NC -2955.13000000 -0.00005318647 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -960000.00000000 GBP 1157558.40000000 USD 2023-01-04 -2955.13000000 N N N N/A N/A N/A 136000000.00000000 NC -11.57000000 -0.00000020823 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -136000000.00000000 JPY 1036237.85000000 USD 2023-01-05 -11.57000000 N N N N/A N/A N/A 900117.41000000 NC USD -7963.38000000 -0.00014332503 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -900117.41000000 USD 4730000.00000000 BRL 2023-01-18 -7963.38000000 N N N N/A N/A N/A 134392526.23000000 NC USD -1085408.63000000 -0.01953520179 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -134392526.23000000 USD 110230000.00000000 GBP 2023-01-18 -1085408.63000000 N N N N/A N/A N/A 903751.42000000 NC USD -4052.74000000 -0.00007294127 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -903751.42000000 USD 4770000.00000000 BRL 2023-01-18 -4052.74000000 N N N N/A N/A N/A 950000.00000000 NC -4390.25000000 -0.00007901578 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -950000.00000000 EUR 9926201.35000000 NOK 2023-01-18 -4390.25000000 N N N N/A N/A N/A 87056.38000000 NC USD 4289.27000000 0.000077198349 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -87056.38000000 USD 115000000.00000000 KRW 2023-01-18 4289.27000000 N N N N/A N/A N/A 1010000.00000000 NC -4374.58000000 -0.00007873376 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1010000.00000000 NZD 636976.70000000 USD 2023-01-04 -4374.58000000 N N N ASX - TRADE24 N/A N/A -2741.00000000 NC 1244148.32000000 0.022392201257 Short DIR CORP AU N 1 DEUTSCHE BANK N/A Short N/A SFE 3 Year Australian Bond Fut 2023-03-15 -199650239.16000000 AUD 1244148.32000000 N N N ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 N/A -83.00000000 NC -4548.38000000 -0.00008186181 Short DIR CORP GB N 1 DEUTSCHE BANK N/A Short N/A Three Month SONIA Index Future 2024-12-17 -24025939.30000000 GBP -4548.38000000 N N N N/A N/A N/A 1032256.09000000 NC USD -13729.29000000 -0.00024709997 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1032256.09000000 USD 5400000.00000000 BRL 2023-01-18 -13729.29000000 N N N N/A N/A N/A 1210000.00000000 NC -1768.14000000 -0.00003182301 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1210000.00000000 NZD 766583.40000000 USD 2023-01-04 -1768.14000000 N N N N/A N/A N/A 567215.11000000 NC USD 1300.36000000 0.000023403899 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -567215.11000000 USD 47040000.00000000 INR 2023-01-18 1300.36000000 N N N N/A N/A N/A 830000.00000000 NC 3115.00000000 0.000056063819 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 8740414.60000000 NOK 2023-01-18 3115.00000000 N N N N/A N/A N/A 426000000.00000000 NC -9015.97000000 -0.00016226957 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -426000000.00000000 CLP 491939.58000000 USD 2023-01-18 -9015.97000000 N N N N/A N/A N/A 1140000.00000000 NC -3410.13000000 -0.00006137557 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1140000.00000000 NZD 720502.80000000 USD 2023-01-05 -3410.13000000 N N N N/A N/A N/A 8480075.44000000 NC 1144.48000000 0.000020598369 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8480075.44000000 SEK 760000.00000000 EUR 2023-01-18 1144.48000000 N N N N/A N/A N/A 794000000.00000000 NC -10087.95000000 -0.00018156308 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -794000000.00000000 KRW 620594.19000000 USD 2023-01-18 -10087.95000000 N N N N/A N/A N/A 1803922.90000000 NC USD -1931.91000000 -0.00003477054 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1803922.90000000 USD 149100000.00000000 INR 2023-01-18 -1931.91000000 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A -1035.00000000 NC USD 14046620.00000000 0.252811290241 Short DCO CORP US N 1 BANK OF AMERICA MERRILL LYNCH N/A Short N/A NYMEX Henry Hub Natural Gas Fu 2023-01-27 -60362870.00000000 USD 14046620.00000000 N N N N/A N/A N/A 590000.00000000 NC 981.54000000 0.000017665772 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -590000.00000000 CHF 639102.22000000 USD 2023-01-03 981.54000000 N N N N/A N/A N/A 6200000.00000000 NC 5298.88000000 0.000095369326 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6200000.00000000 BRL 1174718.54000000 USD 2023-01-18 5298.88000000 N N N N/A N/A N/A 528033.36000000 NC USD 27189.33000000 0.000489353993 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -528033.36000000 USD 699000000.00000000 KRW 2023-01-18 27189.33000000 N N N N/A N/A N/A 850000.00000000 NC -726.95000000 -0.00001308365 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 8912678.40000000 NOK 2023-01-18 -726.95000000 N N N N/A N/A N/A 980000.00000000 NC -6593.89000000 -0.00011867693 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -980000.00000000 EUR 1042769.00000000 USD 2023-01-03 -6593.89000000 N N N N/A N/A N/A 840000.00000000 NC -13984.72000000 -0.00025169721 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 9240117.60000000 SEK 2023-01-18 -13984.72000000 N N N N/A N/A N/A 870000.00000000 NC -21088.98000000 -0.00037955979 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9501270.00000000 SEK 2023-01-18 -21088.98000000 N N N N/A N/A N/A 920000.00000000 NC -5968.27000000 -0.00010741701 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920000.00000000 EUR 9595935.80000000 NOK 2023-01-18 -5968.27000000 N N N N/A N/A N/A 61490000.00000000 NC -935652.71000000 -0.01683989236 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -61490000.00000000 EUR 64973482.29000000 USD 2023-01-18 -935652.71000000 N N N N/A N/A N/A 690908.43000000 NC USD 640.36000000 0.000011525209 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -690908.43000000 USD 57220000.00000000 INR 2023-01-18 640.36000000 N N N ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 N/A -654.00000000 NC 915608.37000000 0.016479134010 Short DIR CORP GB N 1 GOLDMAN SACHS N/A Short N/A 3 Month Euro Euribor Future 2023-12-18 -167039799.53000000 EUR 915608.37000000 N N N N/A N/A N/A 10270751.00000000 NC 22790.57000000 0.000410185041 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -10270751.00000000 NOK 1000000.00000000 EUR 2023-01-18 22790.57000000 N N N N/A N/A N/A 1030000.00000000 NC 228.39000000 0.000004110566 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1030000.00000000 GBP 1245362.70000000 USD 2023-01-04 228.39000000 N N N N/A N/A N/A 1320000.00000000 NC -5198.50000000 -0.00009356268 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1320000.00000000 GBP 1590507.60000000 USD 2023-01-03 -5198.50000000 N N N N/A N/A N/A 1281142.88000000 NC USD -19301.34000000 -0.00034738582 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1281142.88000000 USD 6690000.00000000 BRL 2023-01-18 -19301.34000000 N N N N/A N/A N/A 63710995.39000000 NC USD 1030309.33000000 0.018543523713 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -63710995.39000000 USD 95040000.00000000 AUD 2023-01-18 1030309.33000000 N N N N/A N/A N/A 1078562.66000000 NC USD -16654.16000000 -0.00029974183 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1078562.66000000 USD 5630000.00000000 BRL 2023-01-18 -16654.16000000 N N N N/A N/A N/A 56340000.00000000 NC 2124.12000000 0.000038229945 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -56340000.00000000 INR 683037.42000000 USD 2023-01-18 2124.12000000 N N N N/A N/A N/A 3688579.85000000 NC USD -76582.01000000 -0.00137832423 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3688579.85000000 USD 19150000.00000000 BRL 2023-01-18 -76582.01000000 N N N N/A N/A N/A 13620000.00000000 NC -565.60000000 -0.00001017967 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13620000.00000000 ZAR 800936.19000000 USD 2023-01-03 -565.60000000 N N N N/A N/A N/A 679000000.00000000 NC -15267.12000000 -0.00027477786 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -679000000.00000000 KRW 524069.37000000 USD 2023-01-18 -15267.12000000 N N N N/A N/A N/A 1000000.00000000 NC -331.34000000 -0.00000596346 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1000000.00000000 NZD 634680.00000000 USD 2023-01-05 -331.34000000 N N N N/A N/A N/A 840000.00000000 NC -9593.39000000 -0.00017266198 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 9285895.08000000 SEK 2023-01-18 -9593.39000000 N N N N/A N/A N/A 584388.78000000 NC USD 805.07000000 0.000014489662 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -584388.78000000 USD 48420000.00000000 INR 2023-01-18 805.07000000 N N N N/A N/A N/A 8835675.26000000 NC 19310.89000000 0.000347557705 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8835675.26000000 NOK 860000.00000000 EUR 2023-01-18 19310.89000000 N N N N/A N/A N/A 880000.00000000 NC 7707.39000000 0.000138717727 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -880000.00000000 EUR 9310069.12000000 NOK 2023-01-18 7707.39000000 N N N N/A N/A N/A 1830000.00000000 NC -2610.40000000 -0.00004698202 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1830000.00000000 CAD 1348990.47000000 USD 2023-01-03 -2610.40000000 N N N N/A N/A N/A 13300000.00000000 NC 373.25000000 0.000006717759 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13300000.00000000 ZAR 783043.86000000 USD 2023-01-03 373.25000000 N N N Ishares Inc 549300MGJZCNMJLBAJ67 464286822 278810.00000000 NS USD 13787154.50000000 0.248141426044 Long EC RF US N 1 N N N N/A N/A N/A 2220000.00000000 NC -1101.28000000 -0.00001982085 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2220000.00000000 CAD 1638545.68000000 USD 2023-01-03 -1101.28000000 N N N N/A N/A N/A 1020000.00000000 NC -562.30000000 -0.00001012028 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1020000.00000000 NZD 647139.00000000 USD 2023-01-04 -562.30000000 N N N N/A N/A N/A 546669.51000000 NC USD 18084.90000000 0.000325492317 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -546669.51000000 USD 711000000.00000000 KRW 2023-01-18 18084.90000000 N N N N/A N/A N/A 545685.08000000 NC USD 21452.26000000 0.000386098116 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -545685.08000000 USD 714000000.00000000 KRW 2023-01-18 21452.26000000 N N N N/A N/A N/A 970000.00000000 NC -5420.80000000 -0.00009756364 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -970000.00000000 EUR 1033234.30000000 USD 2023-01-03 -5420.80000000 N N N N/A N/A N/A 897525.80000000 NC USD -9144.09000000 -0.00016457547 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -897525.80000000 USD 4710000.00000000 BRL 2023-01-18 -9144.09000000 N N N N/A N/A N/A 7670.99000000 NC USD 272.11000000 0.000004897440 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -7670.99000000 USD 10000000.00000000 KRW 2023-01-18 272.11000000 N N N N/A N/A N/A 615736.53000000 NC USD 1726.38000000 0.000031071414 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -615736.53000000 USD 51090000.00000000 INR 2023-01-18 1726.38000000 N N N N/A N/A N/A 8070000.00000000 NC -4052.99000000 -0.00007294577 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -8070000.00000000 SEK 769414.12000000 USD 2023-01-03 -4052.99000000 N N N N/A N/A N/A 13200000.00000000 NC -8053.37000000 -0.00014494468 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13200000.00000000 BRL 2481678.82000000 USD 2023-01-18 -8053.37000000 N N N N/A N/A N/A 870000.00000000 NC -24237.07000000 -0.00043621917 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9468452.73000000 SEK 2023-01-18 -24237.07000000 N N N N/A N/A N/A 771000000.00000000 NC -4969.58000000 -0.00008944257 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -771000000.00000000 KRW 607443.43000000 USD 2023-01-18 -4969.58000000 N N N N/A N/A N/A 1367874.06000000 NC USD -17382.96000000 -0.00031285879 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1367874.06000000 USD 7160000.00000000 BRL 2023-01-18 -17382.96000000 N N N N/A N/A N/A 5030000.00000000 NC -1264.36000000 -0.00002275597 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5030000.00000000 BRL 947474.50000000 USD 2023-01-18 -1264.36000000 N N N N/A N/A N/A 8324013.60000000 NC 17979.76000000 0.000323600006 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8324013.60000000 NOK 810000.00000000 EUR 2023-01-18 17979.76000000 N N N N/A N/A N/A 8190000.00000000 NC -3329.49000000 -0.00005992421 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8190000.00000000 NOK 832697.88000000 USD 2023-01-03 -3329.49000000 N N N N/A N/A N/A 520169.04000000 NC USD 17578.83000000 0.000316384062 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -520169.04000000 USD 677000000.00000000 KRW 2023-01-18 17578.83000000 N N N N/A N/A N/A 2727408.82000000 NC -525.13000000 -0.00000945129 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2727408.82000000 PLN 580000.00000000 EUR 2023-01-18 -525.13000000 N N N N/A N/A N/A 800000.00000000 NC -22376.44000000 -0.00040273152 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -800000.00000000 EUR 8705690.40000000 SEK 2023-01-18 -22376.44000000 N N N N/A N/A N/A 49090000.00000000 NC 2164.81000000 0.000038962284 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -49090000.00000000 INR 595456.14000000 USD 2023-01-18 2164.81000000 N N N EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 N/A 3939.00000000 NC -1121003.96000000 -0.02017584710 Long DE CORP DE N 1 BANK OF AMERICA MERRILL LYNCH N/A Long Eurex EURO STOXX 50 Future SX5E 2023-03-17 159630438.84000000 EUR -1121003.96000000 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A -32.00000000 NC USD 20370.00000000 0.000366619584 Short DCO CORP US N 1 BANK OF AMERICA MERRILL LYNCH N/A Short N/A NYMEX Henry Hub Natural Gas Fu 2023-05-26 -1315410.00000000 USD 20370.00000000 N N N N/A N/A N/A 760000.00000000 NC -8337.38000000 -0.00015005629 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -760000.00000000 EUR 8405093.08000000 SEK 2023-01-18 -8337.38000000 N N N N/A N/A N/A 950000.00000000 NC -5577.96000000 -0.00010039221 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -950000.00000000 AUD 641164.50000000 USD 2023-01-03 -5577.96000000 N N N N/A N/A N/A 11093641.20000000 NC 24488.17000000 0.000440738473 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -11093641.20000000 NOK 1080000.00000000 EUR 2023-01-18 24488.17000000 N N N N/A N/A N/A 5260000.00000000 NC 3769.04000000 0.000067835241 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5260000.00000000 BRL 995889.59000000 USD 2023-01-18 3769.04000000 N N N N/A N/A N/A 65270000.00000000 NC -910.26000000 -0.00001638287 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -65270000.00000000 INR 787929.12000000 USD 2023-01-18 -910.26000000 N N N N/A N/A N/A 1220000.00000000 NC -2942.08000000 -0.00005295160 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1220000.00000000 AUD 827611.40000000 USD 2023-01-04 -2942.08000000 N N N N/A N/A N/A 616000000.00000000 NC -8814.48000000 -0.00015864315 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -616000000.00000000 KRW 480480.48000000 USD 2023-01-18 -8814.48000000 N N N N/A N/A N/A 496779.99000000 NC USD 25875.99000000 0.000465716479 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -496779.99000000 USD 658000000.00000000 KRW 2023-01-18 25875.99000000 N N N N/A N/A N/A 800000.00000000 NC 3986.58000000 0.000071750530 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -800000.00000000 EUR 8434131.20000000 NOK 2023-01-18 3986.58000000 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A -295.00000000 NC USD 1457510.00000000 0.026232288168 Short DCO CORP US N 1 BANK OF AMERICA MERRILL LYNCH N/A Short N/A NYMEX Henry Hub Natural Gas Fu 2023-03-29 -13012660.00000000 USD 1457510.00000000 N N N N/A N/A N/A 528915.44000000 NC USD 24718.63000000 0.000444886296 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -528915.44000000 USD 697000000.00000000 KRW 2023-01-18 24718.63000000 N N N N/A N/A N/A 985547.82000000 NC USD -2858.07000000 -0.00005143958 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -985547.82000000 USD 5210000.00000000 BRL 2023-01-18 -2858.07000000 N N N N/A N/A N/A 1020000.00000000 NC -47.72000000 -0.00000085886 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1020000.00000000 CHF 1103143.96000000 USD 2023-01-03 -47.72000000 N N N N/A N/A N/A 109000000.00000000 NC -4909.71000000 -0.00008836503 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -109000000.00000000 JPY 825613.72000000 USD 2023-01-05 -4909.71000000 N N N N/A N/A N/A 903018.14000000 NC USD -10864.11000000 -0.00019553242 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -903018.14000000 USD 4730000.00000000 BRL 2023-01-18 -10864.11000000 N N N N/A N/A N/A 128504295.33000000 NC USD -1534193.94000000 -0.02761244694 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -128504295.33000000 USD 104990000.00000000 GBP 2023-01-18 -1534193.94000000 N N N N/A N/A N/A 1240000.00000000 NC -4114.64000000 -0.00007405535 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1240000.00000000 GBP 1494882.00000000 USD 2023-01-03 -4114.64000000 N N N N/A N/A N/A 870000.00000000 NC -1350.90000000 -0.00002431351 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9116447.25000000 NOK 2023-01-18 -1350.90000000 N N N N/A N/A N/A 984680.64000000 NC USD -3877.05000000 -0.00006977920 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -984680.64000000 USD 5200000.00000000 BRL 2023-01-18 -3877.05000000 N N N N/A N/A N/A 526940.10000000 NC USD 23516.73000000 0.000423254480 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -526940.10000000 USD 693000000.00000000 KRW 2023-01-18 23516.73000000 N N N N/A N/A N/A 1050000.00000000 NC -4807.17000000 -0.00008651952 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1050000.00000000 GBP 1264504.50000000 USD 2023-01-03 -4807.17000000 N N N N/A N/A N/A 9246849.36000000 NC 13338.96000000 0.000240074814 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9246849.36000000 SEK 840000.00000000 EUR 2023-01-18 13338.96000000 N N N N/A N/A N/A 830000.00000000 NC -21957.25000000 -0.00039518693 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 9045271.11000000 SEK 2023-01-18 -21957.25000000 N N N N/A N/A N/A 830000.00000000 NC -8004.99000000 -0.00014407393 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 8631546.82000000 NOK 2023-01-18 -8004.99000000 N N N N/A N/A N/A 1225581.58000000 NC USD -16552.54000000 -0.00029791287 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1225581.58000000 USD 6410000.00000000 BRL 2023-01-18 -16552.54000000 N N N N/A N/A N/A 2620000.00000000 NC -75063.02000000 -0.00135098542 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2620000.00000000 EUR 28492578.60000000 SEK 2023-01-18 -75063.02000000 N N N N/A N/A N/A 898433.26000000 NC USD -8165.39000000 -0.00014696081 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -898433.26000000 USD 4720000.00000000 BRL 2023-01-18 -8165.39000000 N N N N/A N/A N/A 49205.15000000 NC USD 2425.00000000 0.000043645188 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -49205.15000000 USD 65000000.00000000 KRW 2023-01-18 2425.00000000 N N N SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED N/A N/A -3357.00000000 NC USD -128186.00000000 -0.00230709366 Short DE CORP SG N 1 BANK OF AMERICA MERRILL LYNCH N/A Short SGX FTSE China A50 Futures Con XIN9I 2023-01-30 -43794802.00000000 USD -128186.00000000 N N N N/A N/A N/A 1332834.32000000 NC USD -16294.12000000 -0.00029326183 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1332834.32000000 USD 6980000.00000000 BRL 2023-01-18 -16294.12000000 N N N Ishares Trust 5493000860OXIC4B5K91 464287622 1830745.00000000 NS USD 385408437.40000000 6.936587188173 Long EC RF US N 1 N N N N/A N/A N/A 116550000.00000000 NC 60410.40000000 0.001087267340 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -116550000.00000000 NOK 11965082.29000000 USD 2023-01-18 60410.40000000 N N N CBOE FUTURES EXCHANGE 254900O9GJPIWCP8RH13 N/A -281.00000000 NC USD 18793.10000000 0.000338238512 Short DE CORP US N 1 DEUTSCHE BANK N/A Short CBOE Volatility Index VIX 2023-03-22 -7142283.60000000 USD 18793.10000000 N N N N/A N/A N/A 744238.00000000 NC USD 4621.69000000 0.000083181250 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -744238.00000000 USD 1100000.00000000 AUD 2023-01-03 4621.69000000 N N N N/A N/A N/A 602113.08000000 NC USD -2313.96000000 -0.00004164668 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -602113.08000000 USD 3180000.00000000 BRL 2023-01-18 -2313.96000000 N N N N/A N/A N/A 17560000.00000000 NC 55115.96000000 0.000991977924 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -17560000.00000000 NZD 11208214.36000000 USD 2023-01-18 55115.96000000 N N N N/A N/A N/A 478454.25000000 NC USD 17989.50000000 0.000323775307 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -478454.25000000 USD 625000000.00000000 KRW 2023-01-18 17989.50000000 N N N N/A N/A N/A 99715.21000000 NC USD 5133.71000000 0.000092396594 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -99715.21000000 USD 132000000.00000000 KRW 2023-01-18 5133.71000000 N N N N/A N/A N/A 625848.22000000 NC USD 19925.81000000 0.000358625045 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -625848.22000000 USD 813000000.00000000 KRW 2023-01-18 19925.81000000 N N N N/A N/A N/A 526748.26000000 NC USD 16559.78000000 0.000298043183 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -526748.26000000 USD 684000000.00000000 KRW 2023-01-18 16559.78000000 N N N N/A N/A N/A 741100000.00000000 NC 708107.23000000 0.012744525191 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -741100000.00000000 SEK 71800187.95000000 USD 2023-01-18 708107.23000000 N N N N/A N/A N/A 508857.26000000 NC USD 23849.00000000 0.000429234681 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -508857.26000000 USD 453000000.00000000 CLP 2023-01-18 23849.00000000 N N N N/A N/A N/A 1070000.00000000 NC 876.82000000 0.000015781020 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1070000.00000000 CHF 1158146.53000000 USD 2023-01-04 876.82000000 N N N N/A N/A N/A 850000.00000000 NC -21708.29000000 -0.00039070614 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 9271340.15000000 SEK 2023-01-18 -21708.29000000 N N N N/A N/A N/A 9410000.00000000 NC 782.98000000 0.000014092086 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -9410000.00000000 SEK 902682.05000000 USD 2023-01-03 782.98000000 N N N N/A N/A N/A 686000000.00000000 NC -11631.32000000 -0.00020934068 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -686000000.00000000 KRW 533265.34000000 USD 2023-01-18 -11631.32000000 N N N N/A N/A N/A 1136250.98000000 NC USD -12099.17000000 -0.00021776105 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1136250.98000000 USD 5960000.00000000 BRL 2023-01-18 -12099.17000000 N N N N/A N/A N/A 4839716.10000000 NC USD 10910.31000000 0.000196363932 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4839716.10000000 USD 4530000.00000000 EUR 2023-01-03 10910.31000000 N N N N/A N/A N/A 1130689.32000000 NC USD -15968.32000000 -0.00028739807 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1130689.32000000 USD 5910000.00000000 BRL 2023-01-18 -15968.32000000 N N N N/A N/A N/A 1173114.66000000 NC USD -15011.96000000 -0.00027018549 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1173114.66000000 USD 6140000.00000000 BRL 2023-01-18 -15011.96000000 N N N Ishares Inc 549300MGJZCNMJLBAJ67 464286301 17774.00000000 NS USD 318510.08000000 0.005732549487 Long EC RF US N 1 N N N N/A N/A N/A 850000.00000000 NC -5430.99000000 -0.00009774704 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 8866624.55000000 NOK 2023-01-18 -5430.99000000 N N N N/A N/A N/A 732467.53000000 NC USD 293.80000000 0.000005287817 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -732467.53000000 USD 60630000.00000000 INR 2023-01-18 293.80000000 N N N N/A N/A N/A 7800000.00000000 NC -6300.73000000 -0.00011340063 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -7800000.00000000 NOK 789915.81000000 USD 2023-01-03 -6300.73000000 N N N N/A N/A N/A 840000.00000000 NC 3995.43000000 0.000071909812 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 8853972.96000000 NOK 2023-01-18 3995.43000000 N N N N/A N/A N/A 1120000.00000000 NC -10928.78000000 -0.00019669635 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1120000.00000000 EUR 11646146.40000000 NOK 2023-01-18 -10928.78000000 N N N N/A N/A N/A 520071.00000000 NC USD 826.46000000 0.000014874640 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -520071.00000000 USD 43100000.00000000 INR 2023-01-18 826.46000000 N N N N/A N/A N/A 3100000.00000000 NC -67.64000000 -0.00000121738 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -3100000.00000000 CAD 2289529.46000000 USD 2023-01-03 -67.64000000 N N N N/A N/A N/A 1583000000.00000000 NC -18559.25000000 -0.00033402967 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1583000000.00000000 KRW 1238833.48000000 USD 2023-01-18 -18559.25000000 N N N N/A N/A N/A 6340000.00000000 NC 1068.95000000 0.000019238979 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6340000.00000000 BRL 1196894.87000000 USD 2023-01-18 1068.95000000 N N N N/A N/A N/A 960000.00000000 NC -210.62000000 -0.00000379074 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -960000.00000000 EUR 10072059.84000000 NOK 2023-01-18 -210.62000000 N N N N/A N/A N/A 11450000.00000000 NC -3967.80000000 -0.00007141252 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -11450000.00000000 SEK 1093454.55000000 USD 2023-01-03 -3967.80000000 N N N N/A N/A N/A 2990000.00000000 NC -10160.79000000 -0.00018287406 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2990000.00000000 GBP 3604355.30000000 USD 2023-01-03 -10160.79000000 N N N N/A N/A N/A 3520000.00000000 NC -1877.99000000 -0.00003380009 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3520000.00000000 NOK 357440.24000000 USD 2023-01-03 -1877.99000000 N N N N/A N/A N/A 527890.47000000 NC USD 24154.98000000 0.000434741714 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -527890.47000000 USD 695000000.00000000 KRW 2023-01-18 24154.98000000 N N N N/A N/A N/A 760000.00000000 NC -19560.83000000 -0.00035205612 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -760000.00000000 EUR 8288094.12000000 SEK 2023-01-18 -19560.83000000 N N N N/A N/A N/A 850000.00000000 NC -9944.07000000 -0.00017897353 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 9393976.45000000 SEK 2023-01-18 -9944.07000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 N/A 79.00000000 NC USD 361570.00000000 0.006507542612 Long DCO CORP GB N 1 BANK OF AMERICA MERRILL LYNCH N/A Long N/A ICE Brent Crude Oil Future 2023-05-31 6290230.00000000 USD 361570.00000000 N N N N/A N/A N/A 1020000.00000000 NC -3068.42000000 -0.00005522547 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1020000.00000000 GBP 1229977.20000000 USD 2023-01-03 -3068.42000000 N N N N/A N/A N/A 1000606.49000000 NC USD -14144.42000000 -0.00025457149 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1000606.49000000 USD 5230000.00000000 BRL 2023-01-18 -14144.42000000 N N N N/A N/A N/A 46600000.00000000 NC 349.48000000 0.000006289946 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -46600000.00000000 INR 563547.20000000 USD 2023-01-18 349.48000000 N N N N/A N/A N/A 1342874.21000000 NC USD -11244.72000000 -0.00020238264 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1342874.21000000 USD 7060000.00000000 BRL 2023-01-18 -11244.72000000 N N N N/A N/A N/A 1000000.00000000 NC -1201.34000000 -0.00002162173 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1000000.00000000 NZD 633810.00000000 USD 2023-01-05 -1201.34000000 N N N N/A N/A N/A 738385.18000000 NC USD -6554.81000000 -0.00011797357 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -738385.18000000 USD 3880000.00000000 BRL 2023-01-18 -6554.81000000 N N N N/A N/A N/A 1880000.00000000 NC -2873.59000000 -0.00005171891 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1880000.00000000 ILS 531794.52000000 USD 2023-01-03 -2873.59000000 N N N N/A N/A N/A 34755914.18000000 NC USD 753308.49000000 0.013558058188 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -34755914.18000000 USD 604190000.00000000 ZAR 2023-01-18 753308.49000000 N N N N/A N/A N/A 880000.00000000 NC 3303.38000000 0.000059454285 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -880000.00000000 EUR 9266952.64000000 NOK 2023-01-18 3303.38000000 N N N N/A N/A N/A 932768.07000000 NC USD -12321.62000000 -0.00022176471 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -932768.07000000 USD 4880000.00000000 BRL 2023-01-18 -12321.62000000 N N N N/A N/A N/A 157770000.00000000 NC -107730.94000000 -0.00193894317 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -157770000.00000000 CAD 116426264.92000000 USD 2023-01-18 -107730.94000000 N N N N/A N/A N/A 1595042.68000000 NC 555.22000000 0.000009992858 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1595042.68000000 PLN 340000.00000000 EUR 2023-01-18 555.22000000 N N N N/A N/A N/A 1720000.00000000 NC 807.42000000 0.000014531958 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1720000.00000000 CAD 1271164.52000000 USD 2023-01-03 807.42000000 N N N N/A N/A N/A 6090000.00000000 NC -13418.27000000 -0.00024150223 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6090000.00000000 BRL 1135253.63000000 USD 2023-01-18 -13418.27000000 N N N N/A N/A N/A 464000000.00000000 NC -17516.80000000 -0.00031526764 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -464000000.00000000 CLP 528124.93000000 USD 2023-01-18 -17516.80000000 N N N N/A N/A N/A 14270354.25000000 NC USD -361784.85000000 -0.00651140948 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -14270354.25000000 USD 144990000.00000000 SEK 2023-01-18 -361784.85000000 N N N United States Treasury Notes 254900HROIFWPRGM1V77 912828WE6 393850000.00000000 PA USD 387158520.00000000 6.968085202652 Long DBT UST US N 2 2023-11-15 Fixed 2.75000000 N N N N N N N/A N/A N/A 732070.00000000 NC USD -7784.27000000 -0.00014010141 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -732070.00000000 USD 3840000.00000000 BRL 2023-01-18 -7784.27000000 N N N N/A N/A N/A 820000.00000000 NC -1459.17000000 -0.00002626216 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -820000.00000000 SGD 610755.25000000 USD 2023-01-04 -1459.17000000 N N N N/A N/A N/A 27405.60000000 NC USD 1189.56000000 0.000021409719 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -27405.60000000 USD 36000000.00000000 KRW 2023-01-18 1189.56000000 N N N N/A N/A N/A 1220000.00000000 NC -2438.12000000 -0.00004388132 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1220000.00000000 EUR 1303911.60000000 USD 2023-01-03 -2438.12000000 N N N N/A N/A N/A 850000.00000000 NC -7577.03000000 -0.00013637150 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 8845614.25000000 NOK 2023-01-18 -7577.03000000 N N N N/A N/A N/A 8423422.12000000 NC 18544.62000000 0.000333766365 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8423422.12000000 NOK 820000.00000000 EUR 2023-01-18 18544.62000000 N N N N/A N/A N/A 820000.00000000 NC 4153.92000000 0.000074762318 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -820000.00000000 EUR 8645647.04000000 NOK 2023-01-18 4153.92000000 N N N N/A N/A N/A 69671.27000000 NC USD 3405.25000000 0.000061287743 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -69671.27000000 USD 92000000.00000000 KRW 2023-01-18 3405.25000000 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 N/A -405.00000000 NC USD -218590.00000000 -0.00393418629 Short DCO CORP US N 1 GOLDMAN SACHS N/A Short N/A NYBOT CSC Cocoa Future 2023-03-16 -10311410.00000000 USD -218590.00000000 N N N N/A N/A N/A 800000.00000000 NC -11090.58000000 -0.00019960843 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -800000.00000000 EUR 8823340.00000000 SEK 2023-01-18 -11090.58000000 N N N N/A N/A N/A 4480000.00000000 NC -8835.92000000 -0.00015902902 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4480000.00000000 BRL 836164.10000000 USD 2023-01-18 -8835.92000000 N N N CME GLOBEX N/A N/A 9.00000000 NC USD -4650.00000000 -0.00008369077 Long DIR CORP US N 1 DEUTSCHE BANK N/A Long N/A CME 3 Month Eurodollar Future 2024-06-17 2163975.00000000 USD -4650.00000000 N N N N/A N/A N/A 870000.00000000 NC 3975.68000000 0.000071554351 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9168595.92000000 NOK 2023-01-18 3975.68000000 N N N N/A N/A N/A 300000.00000000 NC -75.46000000 -0.00000135813 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -300000.00000000 AUD 204159.00000000 USD 2023-01-04 -75.46000000 N N N N/A N/A N/A 316922.22000000 NC USD 571.43000000 0.000010284606 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -316922.22000000 USD 26270000.00000000 INR 2023-01-18 571.43000000 N N N N/A N/A N/A 2590000.00000000 NC -339.02000000 -0.00000610168 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2590000.00000000 CAD 1912582.43000000 USD 2023-01-03 -339.02000000 N N N N/A N/A N/A 7460000.00000000 NC -7118.58000000 -0.00012812031 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -7460000.00000000 NOK 754391.09000000 USD 2023-01-03 -7118.58000000 N N N N/A N/A N/A 1050000.00000000 NC -9898.25000000 -0.00017814886 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1050000.00000000 EUR 10921664.25000000 NOK 2023-01-18 -9898.25000000 N N N N/A N/A N/A 2934506.50000000 NC -4895.97000000 -0.00008811774 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2934506.50000000 PLN 620000.00000000 EUR 2023-01-18 -4895.97000000 N N N N/A N/A N/A 1100000.00000000 NC -1992.48000000 -0.00003586068 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1100000.00000000 NZD 696520.00000000 USD 2023-01-05 -1992.48000000 N N N N/A N/A N/A 2790069.88000000 NC -4101.43000000 -0.00007381760 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2790069.88000000 PLN 590000.00000000 EUR 2023-01-18 -4101.43000000 N N N N/A N/A N/A 840000.00000000 NC -6038.30000000 -0.00010867741 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 893415.60000000 USD 2023-01-03 -6038.30000000 N N N N/A N/A N/A 8800000.00000000 NC -4369.21000000 -0.00007863711 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -8800000.00000000 SEK 839064.56000000 USD 2023-01-03 -4369.21000000 N N N N/A N/A N/A 658000000.00000000 NC -15417.42000000 -0.00027748297 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -658000000.00000000 KRW 507238.56000000 USD 2023-01-18 -15417.42000000 N N N N/A N/A N/A 37747552.72000000 NC USD 106927.04000000 0.001924474567 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -37747552.72000000 USD 59600000.00000000 NZD 2023-01-18 106927.04000000 N N N N/A N/A N/A 10650000.00000000 NC -2182.87000000 -0.00003928732 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -10650000.00000000 SEK 1018563.68000000 USD 2023-01-03 -2182.87000000 N N N N/A N/A N/A 1020000.00000000 NC -4213.90000000 -0.00007584183 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1020000.00000000 NZD 643487.40000000 USD 2023-01-04 -4213.90000000 N N N N/A N/A N/A 1223646.00000000 NC USD 7749.22000000 0.000139470584 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1223646.00000000 USD 1150000.00000000 EUR 2023-01-03 7749.22000000 N N N N/A N/A N/A 19940559.66000000 NC 42650.66000000 0.000767627257 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -19940559.66000000 NOK 1940000.00000000 EUR 2023-01-18 42650.66000000 N N N N/A N/A N/A 8710000.00000000 NC 1477.22000000 0.000026587029 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -8710000.00000000 SEK 836284.97000000 USD 2023-01-03 1477.22000000 N N N N/A N/A N/A 37251403.25000000 NC USD 660947.60000000 0.011895745420 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -37251403.25000000 USD 740870000.00000000 MXN 2023-01-18 660947.60000000 N N N N/A N/A N/A 126000000.00000000 NC -9398.20000000 -0.00016914895 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -126000000.00000000 JPY 950656.41000000 USD 2023-01-05 -9398.20000000 N N N N/A N/A N/A 10500000.00000000 NC -4681.28000000 -0.00008425375 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -10500000.00000000 SEK 1001688.56000000 USD 2023-01-03 -4681.28000000 N N N N/A N/A N/A 2320000.00000000 NC -1908.46000000 -0.00003434849 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2320000.00000000 ILS 657894.74000000 USD 2023-01-03 -1908.46000000 N N N CME GLOBEX N/A N/A 473.00000000 NC USD 311687.50000000 0.005609756583 Long DFE CORP US N 1 GOLDMAN SACHS N/A Long N/A CME Euro Foreign Exchange Curr 2023-03-13 63271337.50000000 USD 311687.50000000 N N N N/A N/A N/A 528323.59000000 NC USD 26104.79000000 0.000469834425 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -528323.59000000 USD 698000000.00000000 KRW 2023-01-18 26104.79000000 N N N N/A N/A N/A 850000.00000000 NC -24827.23000000 -0.00044684088 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 9238826.80000000 SEK 2023-01-18 -24827.23000000 N N N N/A N/A N/A 1754000000.00000000 NC -575827.14000000 -0.01036374602 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1754000000.00000000 JPY 12813188.03000000 USD 2023-01-18 -575827.14000000 N N N N/A N/A N/A 980000.00000000 NC -10230.95000000 -0.00018413680 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -980000.00000000 EUR 10183835.62000000 NOK 2023-01-18 -10230.95000000 N N N N/A N/A N/A 64290000.00000000 NC 153.21000000 0.000002757476 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -64290000.00000000 INR 777148.52000000 USD 2023-01-18 153.21000000 N N N N/A N/A N/A 542219.61000000 NC USD 20151.87000000 0.000362693676 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -542219.61000000 USD 708000000.00000000 KRW 2023-01-18 20151.87000000 N N N N/A N/A N/A 2618196.91000000 NC USD 41585.64000000 0.000748459010 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2618196.91000000 USD 26040000.00000000 NOK 2023-01-18 41585.64000000 N N N N/A N/A N/A 2790475.80000000 NC -4194.03000000 -0.00007548421 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2790475.80000000 PLN 590000.00000000 EUR 2023-01-18 -4194.03000000 N N N N/A N/A N/A 730000.00000000 NC -869.41000000 -0.00001564765 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -730000.00000000 SGD 544150.75000000 USD 2023-01-04 -869.41000000 N N N N/A N/A N/A 24190000.00000000 NC -90858.54000000 -0.00163527344 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -24190000.00000000 GBP 29163420.46000000 USD 2023-01-18 -90858.54000000 N N N N/A N/A N/A 850000.00000000 NC -8498.02000000 -0.00015294749 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 8836597.45000000 NOK 2023-01-18 -8498.02000000 N N N N/A N/A N/A 8636919.24000000 NC USD 157116.82000000 0.002827791026 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8636919.24000000 USD 171850000.00000000 MXN 2023-01-18 157116.82000000 N N N N/A N/A N/A 260000.00000000 NC -491.73000000 -0.00000885016 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -260000.00000000 NZD 164608.60000000 USD 2023-01-04 -491.73000000 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 N/A 1071.00000000 NC USD -439723.20000000 -0.00791414514 Long DCO CORP US N 1 GOLDMAN SACHS N/A Long N/A NYBOT CSC Number 11 World Suga 2023-02-28 24478104.00000000 USD -439723.20000000 N N N N/A N/A N/A 590053.49000000 NC USD 578.97000000 0.000010420311 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -590053.49000000 USD 48870000.00000000 INR 2023-01-18 578.97000000 N N N N/A N/A N/A 981415.74000000 NC USD -6270.63000000 -0.00011285889 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -981415.74000000 USD 5170000.00000000 BRL 2023-01-18 -6270.63000000 N N N N/A N/A N/A 13672.04000000 NC USD 625.54000000 0.000011258478 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13672.04000000 USD 18000000.00000000 KRW 2023-01-18 625.54000000 N N N N/A N/A N/A 9690638.74000000 NC USD 99827.13000000 0.001796690273 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9690638.74000000 USD 13110000.00000000 SGD 2023-01-18 99827.13000000 N N N N/A N/A N/A 58567.56000000 NC USD 2594.31000000 0.000046692432 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -58567.56000000 USD 77000000.00000000 KRW 2023-01-18 2594.31000000 N N N N/A N/A N/A 45800000.00000000 NC 1898.46000000 0.000034168513 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -45800000.00000000 INR 555427.55000000 USD 2023-01-18 1898.46000000 N N N N/A N/A N/A 910000.00000000 NC 231.36000000 0.000004164020 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -910000.00000000 EUR 9551693.06000000 NOK 2023-01-18 231.36000000 N N N N/A N/A N/A 930000.00000000 NC -5406.38000000 -0.00009730411 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -930000.00000000 EUR 9706375.59000000 NOK 2023-01-18 -5406.38000000 N N N N/A N/A N/A 964918.84000000 NC USD 17855.94000000 0.000321371492 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -964918.84000000 USD 129000000.00000000 JPY 2023-01-04 17855.94000000 N N N N/A N/A N/A 1280000.00000000 NC -3444.92000000 -0.00006200172 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1280000.00000000 NZD 809369.60000000 USD 2023-01-05 -3444.92000000 N N N N/A N/A N/A 1130000.00000000 NC -3346.24000000 -0.00006022568 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1130000.00000000 NZD 714205.20000000 USD 2023-01-04 -3346.24000000 N N N N/A N/A N/A 830000.00000000 NC -2516.18000000 -0.00004528624 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -830000.00000000 AUD 562532.50000000 USD 2023-01-04 -2516.18000000 N N N N/A N/A N/A 8739936.00000000 NC 19091.34000000 0.000343606241 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8739936.00000000 SEK 800000.00000000 EUR 2023-01-18 19091.34000000 N N N N/A N/A N/A 810000.00000000 NC -22905.57000000 -0.00041225481 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -810000.00000000 EUR 8811911.43000000 SEK 2023-01-18 -22905.57000000 N N N N/A N/A N/A 1110000.00000000 NC -589.71000000 -0.00001061360 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1110000.00000000 NZD 704261.70000000 USD 2023-01-04 -589.71000000 N N N Ishares Trust 5493000860OXIC4B5K91 464287804 2846985.00000000 NS USD 269438660.40000000 4.849361296648 Long EC RF US N 1 N N N Ishares Inc 549300MGJZCNMJLBAJ67 464286780 171098.00000000 NS USD 7256266.18000000 0.130598394154 Long EC RF US N 1 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A 148.00000000 NC USD 1541080.80000000 0.027736396756 Long DCO CORP US N 1 GOLDMAN SACHS N/A Long N/A NYMEX Reformulated Gasoline Bl 2023-03-31 14812593.60000000 USD 1541080.80000000 N N N N/A N/A N/A 519000000.00000000 NC -8733.41000000 -0.00015718405 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -519000000.00000000 CLP 601585.68000000 USD 2023-01-18 -8733.41000000 N N N N/A N/A N/A 1030000.00000000 NC -2851.31000000 -0.00005131792 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1030000.00000000 GBP 1242283.00000000 USD 2023-01-04 -2851.31000000 N N N N/A N/A N/A 1710000.00000000 NC -2630.76000000 -0.00004734846 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1710000.00000000 EUR 1828400.40000000 USD 2023-01-03 -2630.76000000 N N N N/A N/A N/A 515177.63000000 NC USD 24158.86000000 0.000434811546 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -515177.63000000 USD 679000000.00000000 KRW 2023-01-18 24158.86000000 N N N N/A N/A N/A 9252042.30000000 NC 19656.96000000 0.000353786278 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9252042.30000000 NOK 900000.00000000 EUR 2023-01-18 19656.96000000 N N N N/A N/A N/A 960000.00000000 NC -1543.93000000 -0.00002778767 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -960000.00000000 GBP 1158969.60000000 USD 2023-01-04 -1543.93000000 N N N N/A N/A N/A 1620000.00000000 NC -794.81000000 -0.00001430500 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1620000.00000000 CAD 1195704.32000000 USD 2023-01-03 -794.81000000 N N N N/A N/A N/A 493070.76000000 NC USD 21642.12000000 0.000389515220 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -493070.76000000 USD 648000000.00000000 KRW 2023-01-18 21642.12000000 N N N N/A N/A N/A 599118.15000000 NC USD 28840.22000000 0.000519066738 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -599118.15000000 USD 534000000.00000000 CLP 2023-01-18 28840.22000000 N N N CME GLOBEX N/A N/A 90.00000000 NC USD 55410.00000000 0.000997270061 Long DFE CORP US N 1 GOLDMAN SACHS N/A Long N/A CME New Zealand Dollar Currenc 2023-03-13 5654190.00000000 USD 55410.00000000 N N N N/A N/A N/A 1180000.00000000 NC -2680.18000000 -0.00004823792 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1180000.00000000 NZD 746633.20000000 USD 2023-01-05 -2680.18000000 N N N N/A N/A N/A 9384098.36000000 NC 16887.13000000 0.000303934834 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9384098.36000000 NOK 910000.00000000 EUR 2023-01-18 16887.13000000 N N N N/A N/A N/A 920000.00000000 NC -6528.62000000 -0.00011750220 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920000.00000000 EUR 9590449.84000000 NOK 2023-01-18 -6528.62000000 N N N N/A N/A N/A 830000.00000000 NC -22695.64000000 -0.00040847648 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 9037573.69000000 SEK 2023-01-18 -22695.64000000 N N N N/A N/A N/A 30218.83000000 NC USD 1553.57000000 0.000027961177 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -30218.83000000 USD 40000000.00000000 KRW 2023-01-18 1553.57000000 N N N N/A N/A N/A 4660000.00000000 NC -6445.32000000 -0.00011600297 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4660000.00000000 BRL 872505.59000000 USD 2023-01-18 -6445.32000000 N N N N/A N/A N/A 38994701.03000000 NC USD 197121.37000000 0.003547793553 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -38994701.03000000 USD 53060000.00000000 CAD 2023-01-18 197121.37000000 N N N N/A N/A N/A 713979.08000000 NC USD 29222.58000000 0.000525948459 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -713979.08000000 USD 632000000.00000000 CLP 2023-01-18 29222.58000000 N N N N/A N/A N/A 10288007.00000000 NC 21028.01000000 0.000378462458 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -10288007.00000000 NOK 1000000.00000000 EUR 2023-01-18 21028.01000000 N N N N/A N/A N/A 1020000.00000000 NC -2823.83000000 -0.00005082333 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1020000.00000000 EUR 1089370.20000000 USD 2023-01-03 -2823.83000000 N N N N/A N/A N/A 834249.39000000 NC USD 8864.47000000 0.000159542872 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -834249.39000000 USD 4470000.00000000 BRL 2023-01-18 8864.47000000 N N N N/A N/A N/A 43531158.12000000 NC USD -1018842.08000000 -0.01833713596 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -43531158.12000000 USD 443170000.00000000 SEK 2023-01-18 -1018842.08000000 N N N N/A N/A N/A 860000.00000000 NC 1268.45000000 0.000022829583 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9037152.62000000 NOK 2023-01-18 1268.45000000 N N N N/A N/A N/A 1242297.94000000 NC USD -20065.77000000 -0.00036114404 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1242297.94000000 USD 6480000.00000000 BRL 2023-01-18 -20065.77000000 N N N N/A N/A N/A 31151470.74000000 NC USD -639235.71000000 -0.01150497447 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -31151470.74000000 USD 48040000.00000000 NZD 2023-01-18 -639235.71000000 N N N N/A N/A N/A 5020000.00000000 NC 4966.66000000 0.000089390025 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5020000.00000000 BRL 951819.36000000 USD 2023-01-18 4966.66000000 N N N N/A N/A N/A 850000.00000000 NC -4590.73000000 -0.00008262403 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 8874850.85000000 NOK 2023-01-18 -4590.73000000 N N N N/A N/A N/A 72960000.00000000 NC 2038.19000000 0.000036683376 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -72960000.00000000 INR 883817.28000000 USD 2023-01-18 2038.19000000 N N N United States Treasury Notes 254900HROIFWPRGM1V77 912828VB3 441270000.00000000 PA USD 436658300.47000000 7.858983039092 Long DBT UST US N 2 2023-05-15 Fixed 1.75000000 N N N N N N N/A N/A N/A 9770000.00000000 NC -9685.39000000 -0.00017431780 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9770000.00000000 NOK 987626.87000000 USD 2023-01-03 -9685.39000000 N N N N/A N/A N/A 1090000.00000000 NC -4459.48000000 -0.00008026179 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1090000.00000000 NZD 687691.90000000 USD 2023-01-04 -4459.48000000 N N N N/A N/A N/A 240000.00000000 NC -247.52000000 -0.00000445486 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -240000.00000000 NZD 152155.20000000 USD 2023-01-05 -247.52000000 N N N N/A N/A N/A 19403574.07000000 NC USD -100026.10000000 -0.00180027133 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -19403574.07000000 USD 201230000.00000000 SEK 2023-01-18 -100026.10000000 N N N N/A N/A N/A 4089509.82000000 NC USD 38050.39000000 0.000684831524 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4089509.82000000 USD 3810000.00000000 CHF 2023-01-18 38050.39000000 N N N N/A N/A N/A 7030000.00000000 NC 978.55000000 0.000017611958 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -7030000.00000000 ZAR 414675.87000000 USD 2023-01-04 978.55000000 N N N N/A N/A N/A 300000.00000000 NC -75.46000000 -0.00000135813 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -300000.00000000 AUD 204159.00000000 USD 2023-01-04 -75.46000000 N N N N/A N/A N/A 1240000.00000000 NC -1250.49000000 -0.00002250633 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1240000.00000000 EUR 1326514.80000000 USD 2023-01-03 -1250.49000000 N N N N/A N/A N/A 940000.00000000 NC -396.06000000 -0.00000712829 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -940000.00000000 NZD 596514.60000000 USD 2023-01-05 -396.06000000 N N N N/A N/A N/A 4690000.00000000 NC 657.06000000 0.000011825776 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4690000.00000000 BRL 885266.45000000 USD 2023-01-18 657.06000000 N N N N/A N/A N/A 750000.00000000 NC 1664.52000000 0.000029958057 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -750000.00000000 EUR 7886703.75000000 NOK 2023-01-18 1664.52000000 N N N N/A N/A N/A 9260000.00000000 NC -3327.11000000 -0.00005988137 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -9260000.00000000 SEK 884195.25000000 USD 2023-01-03 -3327.11000000 N N N N/A N/A N/A 850000.00000000 NC -12583.96000000 -0.00022648631 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 9366456.85000000 SEK 2023-01-18 -12583.96000000 N N N N/A N/A N/A 1130000.00000000 NC -4137.24000000 -0.00007446211 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1130000.00000000 NZD 713414.20000000 USD 2023-01-04 -4137.24000000 N N N N/A N/A N/A 940000.00000000 NC -10135.10000000 -0.00018241169 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -940000.00000000 EUR 9765018.92000000 NOK 2023-01-18 -10135.10000000 N N N N/A N/A N/A 810000.00000000 NC -5166.15000000 -0.00009298044 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -810000.00000000 EUR 8449462.35000000 NOK 2023-01-18 -5166.15000000 N N N N/A N/A N/A 321900000.00000000 NC -716260.21000000 -0.01289126265 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -321900000.00000000 ZAR 18202322.98000000 USD 2023-01-18 -716260.21000000 N N N N/A N/A N/A 549038.52000000 NC USD 1348.27000000 0.000024266184 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -549038.52000000 USD 45540000.00000000 INR 2023-01-18 1348.27000000 N N N N/A N/A N/A 8260000.00000000 NC 830.98000000 0.000014955991 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -8260000.00000000 SEK 792508.59000000 USD 2023-01-03 830.98000000 N N N N/A N/A N/A 870000.00000000 NC 4165.58000000 0.000074972175 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9170455.11000000 NOK 2023-01-18 4165.58000000 N N N N/A N/A N/A 830000.00000000 NC -2806.68000000 -0.00005051467 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -830000.00000000 AUD 562242.00000000 USD 2023-01-04 -2806.68000000 N N N N/A N/A N/A 1180000.00000000 NC -2798.10000000 -0.00005036024 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1180000.00000000 NZD 746503.40000000 USD 2023-01-04 -2798.10000000 N N N N/A N/A N/A 3030234.24000000 NC -5297.14000000 -0.00009533800 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3030234.24000000 PLN 640000.00000000 EUR 2023-01-18 -5297.14000000 N N N N/A N/A N/A 403000000.00000000 NC -8572.19000000 -0.00015428241 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -403000000.00000000 CLP 465336.47000000 USD 2023-01-18 -8572.19000000 N N N N/A N/A N/A 4630000.00000000 NC -1877.84000000 -0.00003379739 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4630000.00000000 BRL 871414.59000000 USD 2023-01-18 -1877.84000000 N N N N/A N/A N/A 990000.00000000 NC -5017.77000000 -0.00009030990 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -990000.00000000 EUR 1055052.90000000 USD 2023-01-03 -5017.77000000 N N N N/A N/A N/A 652000000.00000000 NC -15540.17000000 -0.00027969222 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -652000000.00000000 KRW 502349.95000000 USD 2023-01-18 -15540.17000000 N N N N/A N/A N/A 8980000.00000000 NC -4287.61000000 -0.00007716847 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8980000.00000000 BRL 1689484.74000000 USD 2023-01-18 -4287.61000000 N N N N/A N/A N/A 6651138.66000000 NC 15810.21000000 0.000284552411 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6651138.66000000 SEK 610000.00000000 EUR 2023-01-18 15810.21000000 N N N N/A N/A N/A 9330000.00000000 NC 2633.81000000 0.000047403354 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -9330000.00000000 SEK 896865.30000000 USD 2023-01-03 2633.81000000 N N N N/A N/A N/A 1004618.19000000 NC USD -12497.64000000 -0.00022493272 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1004618.19000000 USD 5260000.00000000 BRL 2023-01-18 -12497.64000000 N N N N/A N/A N/A 4980000.00000000 NC 4556.64000000 0.000082010479 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4980000.00000000 BRL 943864.69000000 USD 2023-01-18 4556.64000000 N N N N/A N/A N/A 15620000.00000000 NC -42761.81000000 -0.00076962773 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -15620000.00000000 BRL 2903421.28000000 USD 2023-01-18 -42761.81000000 N N N N/A N/A N/A 37450000.00000000 NC -346305.37000000 -0.00623280955 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -37450000.00000000 EUR 39795133.98000000 USD 2023-01-18 -346305.37000000 N N N N/A N/A N/A 32326000000.00000000 NC -6129613.61000000 -0.11032088327 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -32326000000.00000000 JPY 240628256.66000000 USD 2023-01-18 -6129613.61000000 N N N N/A N/A N/A 19390000.00000000 NC -142839.14000000 -0.00257082111 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -19390000.00000000 EUR 20640672.45000000 USD 2023-01-18 -142839.14000000 N N N N/A N/A N/A 610274.87000000 NC USD 903.43000000 0.000016259947 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -610274.87000000 USD 50570000.00000000 INR 2023-01-18 903.43000000 N N N N/A N/A N/A 3012094.08000000 NC -1158.80000000 -0.00002085610 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3012094.08000000 PLN 640000.00000000 EUR 2023-01-18 -1158.80000000 N N N N/A N/A N/A 2520000.00000000 NC -15645.31000000 -0.00028158453 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2520000.00000000 EUR 2682716.40000000 USD 2023-01-03 -15645.31000000 N N N N/A N/A N/A 14010000.00000000 NC -3851.63000000 -0.00006932169 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -14010000.00000000 ZAR 820600.65000000 USD 2023-01-03 -3851.63000000 N N N N/A N/A N/A 619000000.00000000 NC -7289.82000000 -0.00013120229 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -619000000.00000000 KRW 484388.07000000 USD 2023-01-18 -7289.82000000 N N N N/A N/A N/A 562997.07000000 NC USD 20820.78000000 0.000374732729 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -562997.07000000 USD 735000000.00000000 KRW 2023-01-18 20820.78000000 N N N N/A N/A N/A 870000.00000000 NC -8489.23000000 -0.00015278929 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9046561.02000000 NOK 2023-01-18 -8489.23000000 N N N N/A N/A N/A 588100.38000000 NC USD 719.21000000 0.000012944353 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -588100.38000000 USD 48720000.00000000 INR 2023-01-18 719.21000000 N N N N/A N/A N/A 36768427.15000000 NC USD 366609.72000000 0.006598247573 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -36768427.15000000 USD 725680000.00000000 MXN 2023-01-18 366609.72000000 N N N N/A N/A N/A 522227.25000000 NC USD 18697.86000000 0.000336524381 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -522227.25000000 USD 681000000.00000000 KRW 2023-01-18 18697.86000000 N N N N/A N/A N/A 5260000.00000000 NC 1541.55000000 0.000027744841 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5260000.00000000 BRL 993662.10000000 USD 2023-01-18 1541.55000000 N N N N/A N/A N/A 621046.07000000 NC USD 1009.44000000 0.000018167917 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -621046.07000000 USD 51470000.00000000 INR 2023-01-18 1009.44000000 N N N N/A N/A N/A 571750.78000000 NC USD 24456.88000000 0.000440175315 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -571750.78000000 USD 507000000.00000000 CLP 2023-01-18 24456.88000000 N N N N/A N/A N/A 21360000.00000000 NC 247.27000000 0.000004450369 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -21360000.00000000 SEK 2047491.06000000 USD 2023-01-03 247.27000000 N N N N/A N/A N/A 610000.00000000 NC 179.76000000 0.000003235323 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -610000.00000000 CAD 450713.38000000 USD 2023-01-03 179.76000000 N N N N/A N/A N/A 44720000.00000000 NC 2433.08000000 0.000043790612 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -44720000.00000000 INR 542909.52000000 USD 2023-01-18 2433.08000000 N N N N/A N/A N/A 106091077.17000000 NC USD 205476.95000000 0.003698177415 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -106091077.17000000 USD 143910000.00000000 CAD 2023-01-18 205476.95000000 N N N N/A N/A N/A 10579.68000000 NC USD 540.66000000 0.000009730807 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -10579.68000000 USD 14000000.00000000 KRW 2023-01-18 540.66000000 N N N N/A N/A N/A 53000000.00000000 NC -1643.98000000 -0.00002958837 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -53000000.00000000 JPY 402188.51000000 USD 2023-01-05 -1643.98000000 N N N N/A N/A N/A 528557.19000000 NC USD 27459.81000000 0.000494222097 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -528557.19000000 USD 700000000.00000000 KRW 2023-01-18 27459.81000000 N N N N/A N/A N/A 5080000.00000000 NC -10845.01000000 -0.00019518866 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5080000.00000000 BRL 947324.65000000 USD 2023-01-18 -10845.01000000 N N N N/A N/A N/A 50411957.30000000 NC USD 9937.72000000 0.000178859242 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -50411957.30000000 USD 41710000.00000000 GBP 2023-01-04 9937.72000000 N N N N/A N/A N/A 7290000.00000000 NC -10430.39000000 -0.00018772632 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -7290000.00000000 BRL 1364580.80000000 USD 2023-01-18 -10430.39000000 N N N N/A N/A N/A 1119372.84000000 NC USD -21627.28000000 -0.00038924812 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1119372.84000000 USD 5820000.00000000 BRL 2023-01-18 -21627.28000000 N N N N/A N/A N/A 920348.86000000 NC USD -9333.22000000 -0.00016797944 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920348.86000000 USD 4830000.00000000 BRL 2023-01-18 -9333.22000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 N/A 513.00000000 NC USD -242475.00000000 -0.00436406890 Long DCO CORP GB N 1 BANK OF AMERICA MERRILL LYNCH N/A Long N/A ICE Gas Oil Future 2023-03-10 45514725.00000000 USD -242475.00000000 N N N N/A N/A N/A 8630107.73000000 NC 18908.25000000 0.000340310984 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8630107.73000000 SEK 790000.00000000 EUR 2023-01-18 18908.25000000 N N N N/A N/A N/A 885786.66000000 NC USD -4713.57000000 -0.00008483490 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -885786.66000000 USD 17170000.00000000 MXN 2023-01-03 -4713.57000000 N N N N/A N/A N/A 870000.00000000 NC -25246.65000000 -0.00045438960 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9457928.34000000 SEK 2023-01-18 -25246.65000000 N N N N/A N/A N/A 850000.00000000 NC 4226.44000000 0.000076067534 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 8961173.45000000 NOK 2023-01-18 4226.44000000 N N N N/A N/A N/A 36560000.00000000 NC -71026.48000000 -0.00127833571 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -36560000.00000000 GBP 44142964.44000000 USD 2023-01-18 -71026.48000000 N N N Ishares Inc 5493000860OXIC4B5K91 46434G830 151484.00000000 NS USD 4080978.96000000 0.073449524250 Long EC RF US N 1 N N N N/A N/A N/A 1030000.00000000 NC -3348.81000000 -0.00006027193 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1030000.00000000 NZD 650702.50000000 USD 2023-01-04 -3348.81000000 N N N N/A N/A N/A 760000.00000000 NC -6043.11000000 -0.00010876398 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -760000.00000000 EUR 7916182.80000000 NOK 2023-01-18 -6043.11000000 N N N N/A N/A N/A 9680000.00000000 NC 4944.52000000 0.000088991549 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -9680000.00000000 SEK 932721.67000000 USD 2023-01-03 4944.52000000 N N N N/A N/A N/A 75240000.00000000 NC 2568231.81000000 0.046223076976 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -75240000.00000000 GBP 93560044.64000000 USD 2023-01-18 2568231.81000000 N N N N/A N/A N/A 1110000.00000000 NC -28944.45000000 -0.00052094267 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1110000.00000000 EUR 12101066.82000000 SEK 2023-01-18 -28944.45000000 N N N N/A N/A N/A 4595935.66000000 NC -8766.93000000 -0.00015778734 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4595935.66000000 PLN 970000.00000000 EUR 2023-01-18 -8766.93000000 N N N N/A N/A N/A 850000.00000000 NC -1524.92000000 -0.00002744553 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 8904866.05000000 NOK 2023-01-18 -1524.92000000 N N N N/A N/A N/A 760000.00000000 NC 1928.29000000 0.000034705394 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -760000.00000000 EUR 7994224.92000000 NOK 2023-01-18 1928.29000000 N N N N/A N/A N/A 1120000.00000000 NC -1692.70000000 -0.00003046524 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1120000.00000000 NZD 709520.00000000 USD 2023-01-05 -1692.70000000 N N N N/A N/A N/A 479333.65000000 NC USD 22797.85000000 0.000410316067 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -479333.65000000 USD 427000000.00000000 CLP 2023-01-18 22797.85000000 N N N N/A N/A N/A 60320000.00000000 NC -459.52000000 -0.00000827044 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -60320000.00000000 INR 728555.21000000 USD 2023-01-18 -459.52000000 N N N N/A N/A N/A 1380000.00000000 NC -3530.67000000 -0.00006354505 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1380000.00000000 EUR 1474143.60000000 USD 2023-01-03 -3530.67000000 N N N N/A N/A N/A 9708684.26000000 NC 22629.54000000 0.000407286820 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9708684.26000000 SEK 890000.00000000 EUR 2023-01-18 22629.54000000 N N N N/A N/A N/A 1045726.42000000 NC USD -2679.53000000 -0.00004822622 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1045726.42000000 USD 5530000.00000000 BRL 2023-01-18 -2679.53000000 N N N N/A N/A N/A 9180000.00000000 NC -1889.98000000 -0.00003401589 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -9180000.00000000 SEK 877964.80000000 USD 2023-01-03 -1889.98000000 N N N N/A N/A N/A 103000000.00000000 NC -3746.12000000 -0.00006742272 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -103000000.00000000 JPY 781060.42000000 USD 2023-01-05 -3746.12000000 N N N N/A N/A N/A 7900000.00000000 NC 3524.42000000 0.000063432567 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -7900000.00000000 SEK 760697.92000000 USD 2023-01-03 3524.42000000 N N N N/A N/A N/A 484003.19000000 NC USD 22832.12000000 0.000410932859 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -484003.19000000 USD 431000000.00000000 CLP 2023-01-18 22832.12000000 N N N N/A N/A N/A 1480000.00000000 NC -4856.28000000 -0.00008740340 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1480000.00000000 NZD 934945.60000000 USD 2023-01-04 -4856.28000000 N N N N/A N/A N/A 1220000.00000000 NC 6178.72000000 0.000111204700 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1220000.00000000 EUR 12863021.20000000 NOK 2023-01-18 6178.72000000 N N N N/A N/A N/A 52150000.00000000 NC -644959.75000000 -0.01160799584 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -52150000.00000000 AUD 34879651.38000000 USD 2023-01-18 -644959.75000000 N N N N/A N/A N/A 1250000.00000000 NC -6397.82000000 -0.00011514806 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1250000.00000000 GBP 1504687.50000000 USD 2023-01-04 -6397.82000000 N N N N/A N/A N/A 860000.00000000 NC -23057.44000000 -0.00041498817 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9369012.86000000 SEK 2023-01-18 -23057.44000000 N N N N/A N/A N/A 573155.71000000 NC USD 28931.71000000 0.000520713376 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -573155.71000000 USD 512000000.00000000 CLP 2023-01-18 28931.71000000 N N N N/A N/A N/A 820000.00000000 NC -22495.27000000 -0.00040487022 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -820000.00000000 EUR 8927925.48000000 SEK 2023-01-18 -22495.27000000 N N N N/A N/A N/A 1092770.46000000 NC USD -17658.83000000 -0.00031782390 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1092770.46000000 USD 5700000.00000000 BRL 2023-01-18 -17658.83000000 N N N N/A N/A N/A 470000000.00000000 NC -5753.34000000 -0.00010354870 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -470000000.00000000 CLP 546944.10000000 USD 2023-01-18 -5753.34000000 N N N N/A N/A N/A 136000000.00000000 NC -5415.35000000 -0.00009746555 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -136000000.00000000 JPY 1030834.07000000 USD 2023-01-05 -5415.35000000 N N N N/A N/A N/A 895940.45000000 NC USD -15103.38000000 -0.00027183087 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -895940.45000000 USD 4670000.00000000 BRL 2023-01-18 -15103.38000000 N N N N/A N/A N/A 800000.00000000 NC -1249.23000000 -0.00002248366 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -800000.00000000 AUD 543376.00000000 USD 2023-01-04 -1249.23000000 N N N N/A N/A N/A 51290000.00000000 NC -863.26000000 -0.00001553696 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -51290000.00000000 INR 619016.81000000 USD 2023-01-18 -863.26000000 N N N N/A N/A N/A 790000.00000000 NC -23695.16000000 -0.00042646586 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -790000.00000000 EUR 8580206.59000000 SEK 2023-01-18 -23695.16000000 N N N N/A N/A N/A 7270000.00000000 NC -2528.68000000 -0.00004551122 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -7270000.00000000 BRL 1368710.19000000 USD 2023-01-18 -2528.68000000 N N N N/A N/A N/A 4650000.00000000 NC -3196.78000000 -0.00005753569 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4650000.00000000 BRL 873867.97000000 USD 2023-01-18 -3196.78000000 N N N N/A N/A N/A 970000.00000000 NC -784.01000000 -0.00001411062 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -970000.00000000 GBP 1171818.20000000 USD 2023-01-04 -784.01000000 N N N N/A N/A N/A 1510000.00000000 NC -3908.27000000 -0.00007034110 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1510000.00000000 GBP 1821482.80000000 USD 2023-01-04 -3908.27000000 N N N N/A N/A N/A 2818807.20000000 NC 61.35000000 0.000001104178 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2818807.20000000 PLN 600000.00000000 EUR 2023-01-18 61.35000000 N N N N/A N/A N/A 17768639.16000000 NC USD 180122.32000000 0.003241844381 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -17768639.16000000 USD 24300000.00000000 CAD 2023-01-18 180122.32000000 N N N N/A N/A N/A 1100000.00000000 NC -2803.08000000 -0.00005044987 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1100000.00000000 GBP 1326952.00000000 USD 2023-01-04 -2803.08000000 N N N N/A N/A N/A 7580000.00000000 NC -7814.00000000 -0.00014063649 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -7580000.00000000 NOK 765945.15000000 USD 2023-01-03 -7814.00000000 N N N N/A N/A N/A 850000.00000000 NC 7251.80000000 0.000130518011 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 8990792.55000000 NOK 2023-01-18 7251.80000000 N N N N/A N/A N/A 3400000.00000000 NC -37.10000000 -0.00000066772 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -3400000.00000000 CAD 2511133.92000000 USD 2023-01-03 -37.10000000 N N N N/A N/A N/A 4650000.00000000 NC -1302.46000000 -0.00002344169 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4650000.00000000 BRL 875762.29000000 USD 2023-01-18 -1302.46000000 N N N N/A N/A N/A 920000.00000000 NC 108.99000000 0.000001961603 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -920000.00000000 AUD 626428.00000000 USD 2023-01-04 108.99000000 N N N N/A N/A N/A 770000.00000000 NC 6182.09000000 0.000111265354 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -770000.00000000 EUR 8140809.60000000 NOK 2023-01-18 6182.09000000 N N N N/A N/A N/A 78499.45000000 NC USD 4108.79000000 0.000073950067 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -78499.45000000 USD 104000000.00000000 KRW 2023-01-18 4108.79000000 N N N N/A N/A N/A 13300000.00000000 NC 1268.66000000 0.000022833362 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13300000.00000000 ZAR 783939.27000000 USD 2023-01-04 1268.66000000 N N N N/A N/A N/A 2993402.34000000 NC USD -26471.48000000 -0.00047643411 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2993402.34000000 USD 15730000.00000000 BRL 2023-01-18 -26471.48000000 N N N N/A N/A N/A 810000.00000000 NC -22534.63000000 -0.00040557862 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -810000.00000000 EUR 8815778.37000000 SEK 2023-01-18 -22534.63000000 N N N N/A N/A N/A 788479.58000000 NC USD 5594.10000000 0.000100682700 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -788479.58000000 USD 4210000.00000000 BRL 2023-01-18 5594.10000000 N N N N/A N/A N/A 1250000.00000000 NC -8861.84000000 -0.00015949553 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1250000.00000000 EUR 13030586.25000000 NOK 2023-01-18 -8861.84000000 N N N N/A N/A N/A 1900000.00000000 NC -3579.61000000 -0.00006442587 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1900000.00000000 EUR 19903320.80000000 NOK 2023-01-18 -3579.61000000 N N N N/A N/A N/A 568638.57000000 NC USD 722.90000000 0.000013010765 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -568638.57000000 USD 47110000.00000000 INR 2023-01-18 722.90000000 N N N N/A N/A N/A 9540000.00000000 NC -406.45000000 -0.00000731529 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -9540000.00000000 SEK 913952.43000000 USD 2023-01-03 -406.45000000 N N N N/A N/A N/A 760000.00000000 NC -8606.83000000 -0.00015490586 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -760000.00000000 EUR 8402284.12000000 SEK 2023-01-18 -8606.83000000 N N N N/A N/A N/A 950000.00000000 NC -6062.46000000 -0.00010911225 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -950000.00000000 AUD 640680.00000000 USD 2023-01-03 -6062.46000000 N N N N/A N/A N/A 850809.51000000 NC USD -7695.65000000 -0.00013850643 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850809.51000000 USD 4470000.00000000 BRL 2023-01-18 -7695.65000000 N N N N/A N/A N/A 5200000.00000000 NC -668.29000000 -0.00001202789 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5200000.00000000 BRL 980135.30000000 USD 2023-01-18 -668.29000000 N N N N/A N/A N/A 2250000.00000000 NC -3282.87000000 -0.00005908514 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2250000.00000000 CAD 1658521.48000000 USD 2023-01-03 -3282.87000000 N N N N/A N/A N/A 13890000.00000000 NC -4824.78000000 -0.00008683646 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13890000.00000000 ZAR 812565.81000000 USD 2023-01-03 -4824.78000000 N N N N/A N/A N/A 101830000.00000000 NC 3106.24000000 0.000055906156 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -101830000.00000000 INR 1233802.03000000 USD 2023-01-18 3106.24000000 N N N N/A N/A N/A 8560000.00000000 NC -6045.53000000 -0.00010880754 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8560000.00000000 NOK 867751.09000000 USD 2023-01-03 -6045.53000000 N N N N/A N/A N/A 9044764.08000000 NC 19391.45000000 0.000349007625 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9044764.08000000 NOK 880000.00000000 EUR 2023-01-18 19391.45000000 N N N N/A N/A N/A 13820000.00000000 NC -2700.77000000 -0.00004860850 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13820000.00000000 ZAR 810570.50000000 USD 2023-01-03 -2700.77000000 N N N N/A N/A N/A 870000.00000000 NC -13377.46000000 -0.00024076773 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9581658.87000000 SEK 2023-01-18 -13377.46000000 N N N N/A N/A N/A 850000.00000000 NC 568.94000000 0.000010239791 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 8925365.50000000 NOK 2023-01-18 568.94000000 N N N N/A N/A N/A 589529.40000000 NC USD 2750.54000000 0.000049504262 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -589529.40000000 USD 870000.00000000 AUD 2023-01-03 2750.54000000 N N N N/A N/A N/A 64130000.00000000 NC 2168.12000000 0.000039021858 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -64130000.00000000 INR 777229.70000000 USD 2023-01-18 2168.12000000 N N N N/A N/A N/A 95203475.03000000 NC USD 552798.17000000 0.009949270258 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -95203475.03000000 USD 129640000.00000000 CAD 2023-01-18 552798.17000000 N N N N/A N/A N/A 51000000.00000000 NC -1231.24000000 -0.00002215987 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -51000000.00000000 KRW 39278.57000000 USD 2023-01-18 -1231.24000000 N N N N/A N/A N/A 9856584.00000000 NC 22219.79000000 0.000399912133 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9856584.00000000 NOK 960000.00000000 EUR 2023-01-18 22219.79000000 N N N N/A N/A N/A 270000.00000000 NC -410.76000000 -0.00000739286 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -270000.00000000 NZD 171042.30000000 USD 2023-01-05 -410.76000000 N N N N/A N/A N/A 913345.41000000 NC USD -443.61000000 -0.00000798409 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -913345.41000000 USD 4840000.00000000 BRL 2023-01-18 -443.61000000 N N N N/A N/A N/A 1070000.00000000 NC -4976.86000000 -0.00008957360 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1070000.00000000 NZD 674474.50000000 USD 2023-01-04 -4976.86000000 N N N N/A N/A N/A 1020000.00000000 NC -3935.42000000 -0.00007082975 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1020000.00000000 GBP 1229110.20000000 USD 2023-01-03 -3935.42000000 N N N N/A N/A N/A 649046.40000000 NC USD 4503.88000000 0.000081060903 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -649046.40000000 USD 960000.00000000 AUD 2023-01-03 4503.88000000 N N N N/A N/A N/A 850000.00000000 NC -8373.47000000 -0.00015070584 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 9410349.15000000 SEK 2023-01-18 -8373.47000000 N N N N/A N/A N/A 1060000.00000000 NC -1302.16000000 -0.00002343629 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1060000.00000000 EUR 1133723.00000000 USD 2023-01-03 -1302.16000000 N N N N/A N/A N/A 1080000.00000000 NC -1945.45000000 -0.00003501424 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1080000.00000000 NZD 683866.80000000 USD 2023-01-05 -1945.45000000 N N N N/A N/A N/A 712000000.00000000 NC -12549.75000000 -0.00022587060 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -712000000.00000000 KRW 552998.97000000 USD 2023-01-18 -12549.75000000 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A 501.00000000 NC USD 5125667.40000000 0.092251843414 Long DCO CORP US N 1 GOLDMAN SACHS N/A Long N/A NYMEX Reformulated Gasoline Bl 2023-02-28 47022721.20000000 USD 5125667.40000000 N N N N/A N/A N/A 1530000.00000000 NC -7846.54000000 -0.00014122215 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1530000.00000000 EUR 1630444.50000000 USD 2023-01-03 -7846.54000000 N N N N/A N/A N/A 1060000.00000000 NC -2969.42000000 -0.00005344366 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1060000.00000000 NZD 670142.60000000 USD 2023-01-05 -2969.42000000 N N N N/A N/A N/A 20000.00000000 NC -104.32000000 -0.00000187755 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -20000.00000000 EUR 222386.32000000 SEK 2023-01-18 -104.32000000 N N N N/A N/A N/A 12520000.00000000 NC -83017.64000000 -0.00149415280 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -12520000.00000000 CHF 13480513.55000000 USD 2023-01-18 -83017.64000000 N N N N/A N/A N/A 840000.00000000 NC -12964.27000000 -0.00023333113 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 9250755.36000000 SEK 2023-01-18 -12964.27000000 N N N N/A N/A N/A 860000.00000000 NC 3813.86000000 0.000068641912 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9062072.84000000 NOK 2023-01-18 3813.86000000 N N N N/A N/A N/A 3880000.00000000 NC -4443.11000000 -0.00007996716 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3880000.00000000 BRL 727387.26000000 USD 2023-01-18 -4443.11000000 N N N N/A N/A N/A 12992505.63000000 NC USD 105715.70000000 0.001902672850 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -12992505.63000000 USD 12220000.00000000 EUR 2023-01-18 105715.70000000 N N N N/A N/A N/A 8669353.56000000 NC 14862.00000000 0.000267486512 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8669353.56000000 NOK 840000.00000000 EUR 2023-01-18 14862.00000000 N N N N/A N/A N/A 760000.00000000 NC 1757.82000000 0.000031637272 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -760000.00000000 EUR 7992555.96000000 NOK 2023-01-18 1757.82000000 N N N N/A N/A N/A 958774.61000000 NC USD -13808.07000000 -0.00024851786 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -958774.61000000 USD 5010000.00000000 BRL 2023-01-18 -13808.07000000 N N N N/A N/A N/A 881891.20000000 NC USD -6712.61000000 -0.00012081366 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -881891.20000000 USD 4640000.00000000 BRL 2023-01-18 -6712.61000000 N N N N/A N/A N/A 310000.00000000 NC -48.38000000 -0.00000087074 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -310000.00000000 SGD 231398.54000000 USD 2023-01-04 -48.38000000 N N N N/A N/A N/A 11010000.00000000 NC -4104.42000000 -0.00007387141 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -11010000.00000000 SEK 1051146.24000000 USD 2023-01-03 -4104.42000000 N N N N/A N/A N/A 4290000.00000000 NC -1201.62000000 -0.00002162677 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4290000.00000000 BRL 807961.34000000 USD 2023-01-18 -1201.62000000 N N N N/A N/A N/A 1212086.51000000 NC USD -14374.43000000 -0.00025871121 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1212086.51000000 USD 6350000.00000000 BRL 2023-01-18 -14374.43000000 N N N N/A N/A N/A 915000000.00000000 NC -24175.22000000 -0.00043510599 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -915000000.00000000 CLP 1051820.86000000 USD 2023-01-18 -24175.22000000 N N N N/A N/A N/A 498905.52000000 NC USD 23750.46000000 0.000427461156 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -498905.52000000 USD 658000000.00000000 KRW 2023-01-18 23750.46000000 N N N N/A N/A N/A 9814943.05000000 NC 15754.41000000 0.000283548121 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9814943.05000000 NOK 950000.00000000 EUR 2023-01-18 15754.41000000 N N N N/A N/A N/A 11840000.00000000 NC 33773.24000000 0.000607851310 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -11840000.00000000 BRL 2266987.57000000 USD 2023-01-18 33773.24000000 N N N N/A N/A N/A 870000.00000000 NC 3369.10000000 0.000060637115 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9162657.30000000 NOK 2023-01-18 3369.10000000 N N N N/A N/A N/A 679000000.00000000 NC -16207.89000000 -0.00029170986 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -679000000.00000000 KRW 523128.60000000 USD 2023-01-18 -16207.89000000 N N N N/A N/A N/A 715228.03000000 NC USD -11690.07000000 -0.00021039806 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -715228.03000000 USD 3730000.00000000 BRL 2023-01-18 -11690.07000000 N N N N/A N/A N/A 639000000.00000000 NC -10376.82000000 -0.00018676217 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -639000000.00000000 KRW 497187.27000000 USD 2023-01-18 -10376.82000000 N N N CME GLOBEX N/A N/A 1023.00000000 NC USD -125150.00000000 -0.00225245169 Long DIR CORP US N 1 DEUTSCHE BANK N/A Long N/A CME 3 Month Eurodollar Future 2025-03-17 246885537.50000000 USD -125150.00000000 N N N N/A N/A N/A 18490450.23000000 NC USD -217406.90000000 -0.00391289284 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -18490450.23000000 USD 28770000.00000000 NZD 2023-01-18 -217406.90000000 N N N N/A N/A N/A 860000.00000000 NC -23386.77000000 -0.00042091545 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9365579.74000000 SEK 2023-01-18 -23386.77000000 N N N N/A N/A N/A 66514505.93000000 NC USD 2468692.54000000 0.044431567611 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -66514505.93000000 USD 9037000000.00000000 JPY 2023-01-18 2468692.54000000 N N N N/A N/A N/A 3780000.00000000 NC -10258.16000000 -0.00018462652 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -3780000.00000000 AUD 2564680.10000000 USD 2023-01-18 -10258.16000000 N N N N/A N/A N/A 790000.00000000 NC -580.71000000 -0.00001045162 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -790000.00000000 SGD 589235.63000000 USD 2023-01-04 -580.71000000 N N N N/A N/A N/A 15914203.20000000 NC USD 62682.16000000 0.001128154512 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -15914203.20000000 USD 25160000.00000000 NZD 2023-01-05 62682.16000000 N N N N/A N/A N/A 3028281.60000000 NC -4851.68000000 -0.00008732061 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3028281.60000000 PLN 640000.00000000 EUR 2023-01-18 -4851.68000000 N N N N/A N/A N/A 920000.00000000 NC 2351.64000000 0.000042324854 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920000.00000000 CHF 997387.28000000 USD 2023-01-04 2351.64000000 N N N N/A N/A N/A 602848.87000000 NC USD 715.38000000 0.000012875420 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -602848.87000000 USD 49940000.00000000 INR 2023-01-18 715.38000000 N N N N/A N/A N/A 20441863.00000000 NC USD -32032.51000000 -0.00057652162 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -20441863.00000000 USD 29980000.00000000 AUD 2023-01-04 -32032.51000000 N N N N/A N/A N/A 527048.30000000 NC USD 23408.53000000 0.000421307095 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -527048.30000000 USD 693000000.00000000 KRW 2023-01-18 23408.53000000 N N N N/A N/A N/A 75460000.00000000 NC 12344.77000000 0.000222181366 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -75460000.00000000 SEK 7251055.35000000 USD 2023-01-18 12344.77000000 N N N N/A N/A N/A 1130000.00000000 NC -2634.42000000 -0.00004741433 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1130000.00000000 NZD 714928.40000000 USD 2023-01-05 -2634.42000000 N N N N/A N/A N/A 840000.00000000 NC 1645.47000000 0.000029615195 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 8830966.20000000 NOK 2023-01-18 1645.47000000 N N N N/A N/A N/A 1029223.13000000 NC USD -3151.68000000 -0.00005672398 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1029223.13000000 USD 5440000.00000000 BRL 2023-01-18 -3151.68000000 N N N N/A N/A N/A 1476467.25000000 NC USD -18464.99000000 -0.00033233318 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1476467.25000000 USD 7730000.00000000 BRL 2023-01-18 -18464.99000000 N N N N/A N/A N/A 30080032.75000000 NC USD 212957.79000000 0.003832817692 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -30080032.75000000 USD 44470000.00000000 AUD 2023-01-18 212957.79000000 N N N N/A N/A N/A 43301667.71000000 NC USD 926356.18000000 0.016672573265 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -43301667.71000000 USD 5794000000.00000000 JPY 2023-01-18 926356.18000000 N N N N/A N/A N/A 915061.14000000 NC USD -19134.78000000 -0.00034438807 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -915061.14000000 USD 4750000.00000000 BRL 2023-01-18 -19134.78000000 N N N N/A N/A N/A 760000.00000000 NC -8592.03000000 -0.00015463949 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -760000.00000000 EUR 8402438.40000000 SEK 2023-01-18 -8592.03000000 N N N N/A N/A N/A 8350000.00000000 NC -2992.54000000 -0.00005385978 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -8350000.00000000 SEK 797311.10000000 USD 2023-01-03 -2992.54000000 N N N N/A N/A N/A 1010000.00000000 NC -2193.06000000 -0.00003947072 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1010000.00000000 NZD 639168.40000000 USD 2023-01-05 -2193.06000000 N N N N/A N/A N/A 3851696.62000000 NC 237.43000000 0.000004273268 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3851696.62000000 PLN 820000.00000000 EUR 2023-01-18 237.43000000 N N N N/A N/A N/A 652448.31000000 NC USD 1634.54000000 0.000029418476 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -652448.31000000 USD 54120000.00000000 INR 2023-01-18 1634.54000000 N N N N/A N/A N/A 859889.59000000 NC USD -11117.25000000 -0.00020008844 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -859889.59000000 USD 4500000.00000000 BRL 2023-01-18 -11117.25000000 N N N N/A N/A N/A 8362195.38000000 NC 14079.79000000 0.000253408284 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8362195.38000000 NOK 810000.00000000 EUR 2023-01-18 14079.79000000 N N N N/A N/A N/A 1413289.06000000 NC USD 1331.50000000 0.000023964358 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1413289.06000000 USD 7500000.00000000 BRL 2023-01-18 1331.50000000 N N N N/A N/A N/A 820000.00000000 NC -493.74000000 -0.00000888634 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -820000.00000000 EUR 8600145.24000000 NOK 2023-01-18 -493.74000000 N N N N/A N/A N/A 7616811.00000000 NC USD -31967.74000000 -0.00057535589 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -7616811.00000000 USD 128890000.00000000 ZAR 2023-01-04 -31967.74000000 N N N N/A N/A N/A 609303.36000000 NC USD 22967.40000000 0.000413367630 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -609303.36000000 USD 796000000.00000000 KRW 2023-01-18 22967.40000000 N N N N/A N/A N/A 850000.00000000 NC 1907.98000000 0.000034339854 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 8938475.05000000 NOK 2023-01-18 1907.98000000 N N N N/A N/A N/A 990000.00000000 NC -1110.13000000 -0.00001998013 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -990000.00000000 NZD 627551.10000000 USD 2023-01-05 -1110.13000000 N N N N/A N/A N/A 440000.00000000 NC -2995.72000000 -0.00005391701 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -440000.00000000 EUR 468146.80000000 USD 2023-01-03 -2995.72000000 N N N N/A N/A N/A 1930000.00000000 NC 916.54000000 0.000016495901 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1930000.00000000 CAD 1426375.38000000 USD 2023-01-03 916.54000000 N N N N/A N/A N/A 790000.00000000 NC 465.76000000 0.000008382755 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -790000.00000000 EUR 8294722.71000000 NOK 2023-01-18 465.76000000 N N N N/A N/A N/A 10496851.62000000 NC 21133.51000000 0.000380361249 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -10496851.62000000 NOK 1020000.00000000 EUR 2023-01-18 21133.51000000 N N N N/A N/A N/A 24211276.32000000 NC USD 509493.34000000 0.009169869239 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -24211276.32000000 USD 36290000.00000000 AUD 2023-01-18 509493.34000000 N N N N/A N/A N/A 2838795.00000000 NC -4498.50000000 -0.00008096407 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2838795.00000000 PLN 600000.00000000 EUR 2023-01-18 -4498.50000000 N N N N/A N/A N/A 4110000.00000000 NC -1971.68000000 -0.00003548632 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -4110000.00000000 CAD 3033590.93000000 USD 2023-01-03 -1971.68000000 N N N N/A N/A N/A 3870000.00000000 NC -3249.15000000 -0.00005847825 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3870000.00000000 BRL 726695.06000000 USD 2023-01-18 -3249.15000000 N N N N/A N/A N/A 19812015.36000000 NC 34343.10000000 0.000618107660 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -19812015.36000000 NOK 1920000.00000000 EUR 2023-01-18 34343.10000000 N N N N/A N/A N/A 940000.00000000 NC -9129.84000000 -0.00016431900 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -940000.00000000 EUR 9774860.72000000 NOK 2023-01-18 -9129.84000000 N N N N/A N/A N/A 860000.00000000 NC -12133.73000000 -0.00021838306 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9482887.18000000 SEK 2023-01-18 -12133.73000000 N N N N/A N/A N/A 923580.83000000 NC USD -8792.87000000 -0.00015825421 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -923580.83000000 USD 4850000.00000000 BRL 2023-01-18 -8792.87000000 N N N N/A N/A N/A 2570000.00000000 NC 715.65000000 0.000012880280 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2570000.00000000 AUD 1750324.20000000 USD 2023-01-04 715.65000000 N N N N/A N/A N/A 5110000.00000000 NC -11702.72000000 -0.00021062574 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5110000.00000000 BRL 952125.42000000 USD 2023-01-18 -11702.72000000 N N N N/A N/A N/A 128000000.00000000 NC -9467.22000000 -0.00017039117 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -128000000.00000000 JPY 965826.35000000 USD 2023-01-05 -9467.22000000 N N N N/A N/A N/A 510906.78000000 NC USD 16515.06000000 0.000297238312 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -510906.78000000 USD 664000000.00000000 KRW 2023-01-18 16515.06000000 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 152.00000000 NC USD -211632.00000000 -0.00380895610 Long DCO CORP US N 1 GOLDMAN SACHS N/A Long N/A CBOT Soybean Oil Future 2023-03-14 6054816.00000000 USD -211632.00000000 N N N N/A N/A N/A 6310000.00000000 NC -10904.52000000 -0.00019625972 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6310000.00000000 BRL 1179262.91000000 USD 2023-01-18 -10904.52000000 N N N N/A N/A N/A 9265120.70000000 NC 22304.91000000 0.000401444125 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9265120.70000000 SEK 850000.00000000 EUR 2023-01-18 22304.91000000 N N N N/A N/A N/A 599050.48000000 NC USD 30083.84000000 0.000541449430 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -599050.48000000 USD 535000000.00000000 CLP 2023-01-18 30083.84000000 N N N N/A N/A N/A 860000.00000000 NC -10994.43000000 -0.00019787792 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9494763.78000000 SEK 2023-01-18 -10994.43000000 N N N N/A N/A N/A 4720000.00000000 NC -11549.61000000 -0.00020787006 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4720000.00000000 BRL 878718.26000000 USD 2023-01-18 -11549.61000000 N N N N/A N/A N/A 1328587.57000000 NC USD -6388.88000000 -0.00011498716 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1328587.57000000 USD 7010000.00000000 BRL 2023-01-18 -6388.88000000 N N N N/A N/A N/A 1219830.97000000 NC USD -5143.45000000 -0.00009257189 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1219830.97000000 USD 6440000.00000000 BRL 2023-01-18 -5143.45000000 N N N N/A N/A N/A 24923619.89000000 NC USD 156653.67000000 0.002819455245 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -24923619.89000000 USD 490110000.00000000 MXN 2023-01-18 156653.67000000 N N N CME GLOBEX N/A N/A -1007.00000000 NC USD 61862.50000000 0.001113402259 Short DIR CORP US N 1 DEUTSCHE BANK N/A Short N/A CME 3 Month Eurodollar Future 2023-12-18 -239753037.50000000 USD 61862.50000000 N N N N/A N/A N/A 545616.36000000 NC USD 20726.67000000 0.000373038936 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -545616.36000000 USD 713000000.00000000 KRW 2023-01-18 20726.67000000 N N N N/A N/A N/A 4425014.86000000 NC USD -45349.60000000 -0.00081620282 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4425014.86000000 USD 23220000.00000000 BRL 2023-01-18 -45349.60000000 N N N N/A N/A N/A 337496.82000000 NC USD 10410.96000000 0.000187376623 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -337496.82000000 USD 438000000.00000000 KRW 2023-01-18 10410.96000000 N N N N/A N/A N/A 498413.81000000 NC USD 970.95000000 0.000017475173 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -498413.81000000 USD 41320000.00000000 INR 2023-01-18 970.95000000 N N N CME GLOBEX N/A N/A -91.00000000 NC USD -80256.25000000 -0.00144445326 Short DFE CORP US N 1 GOLDMAN SACHS N/A Short N/A CME Japanese Yen Currency Futu 2023-03-13 -8686456.25000000 USD -80256.25000000 N N N N/A N/A N/A 3580000.00000000 NC -7783.40000000 -0.00014008575 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3580000.00000000 BRL 667462.15000000 USD 2023-01-18 -7783.40000000 N N N N/A N/A N/A 230320000.00000000 NC -503595.55000000 -0.00906372072 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -230320000.00000000 ZAR 13032683.05000000 USD 2023-01-18 -503595.55000000 N N N N/A N/A N/A 4260000.00000000 NC -7454.09000000 -0.00013415883 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4260000.00000000 BRL 796050.39000000 USD 2023-01-18 -7454.09000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A -1890.00000000 NC USD 782117.50000000 0.014076563208 Short DIR CORP US N 1 GOLDMAN SACHS N/A Short N/A CME Ultra Long Term US Treasur 2023-03-22 -254633687.50000000 USD 782117.50000000 N N N Ishares Inc 549300MGJZCNMJLBAJ67 464286756 136665.00000000 NS USD 4418379.45000000 0.079522063637 Long EC RF US N 1 N N N N/A N/A N/A 870000.00000000 NC 5435.27000000 0.000097824075 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9182885.67000000 NOK 2023-01-18 5435.27000000 N N N N/A N/A N/A 880000.00000000 NC -7289.40000000 -0.00013119473 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -880000.00000000 EUR 9163246.40000000 NOK 2023-01-18 -7289.40000000 N N N N/A N/A N/A 48480000.00000000 NC 1844.18000000 0.000033191580 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -48480000.00000000 INR 587763.18000000 USD 2023-01-18 1844.18000000 N N N N/A N/A N/A 8110000.00000000 NC -5007.01000000 -0.00009011624 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8110000.00000000 NOK 822854.04000000 USD 2023-01-03 -5007.01000000 N N N N/A N/A N/A 850000.00000000 NC -21238.47000000 -0.00038225032 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 9276237.85000000 SEK 2023-01-18 -21238.47000000 N N N N/A N/A N/A 840000.00000000 NC -6215.47000000 -0.00011186612 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 8754005.40000000 NOK 2023-01-18 -6215.47000000 N N N N/A N/A N/A 614288.89000000 NC USD 515.15000000 0.000009271677 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -614288.89000000 USD 50870000.00000000 INR 2023-01-18 515.15000000 N N N N/A N/A N/A 1360125.77000000 NC USD -17179.32000000 -0.00030919367 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1360125.77000000 USD 7120000.00000000 BRL 2023-01-18 -17179.32000000 N N N N/A N/A N/A 8681869.56000000 NC 13583.59000000 0.000244477668 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8681869.56000000 NOK 840000.00000000 EUR 2023-01-18 13583.59000000 N N N N/A N/A N/A 60240000.00000000 NC 2191.48000000 0.000039442291 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -60240000.00000000 INR 730239.35000000 USD 2023-01-18 2191.48000000 N N N N/A N/A N/A 22000000.00000000 NC -494.13000000 -0.00000889335 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -22000000.00000000 KRW 16980.69000000 USD 2023-01-18 -494.13000000 N N N N/A N/A N/A 328156107.48000000 NC 738304.07000000 0.013288008398 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -328156107.48000000 NOK 31960000.00000000 EUR 2023-01-18 738304.07000000 N N N N/A N/A N/A 49990000.00000000 NC -39785.45000000 -0.00071605916 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -49990000.00000000 NOK 5066302.48000000 USD 2023-01-18 -39785.45000000 N N N N/A N/A N/A 6080000.00000000 NC -669.06000000 -0.00001204175 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6080000.00000000 BRL 1146116.68000000 USD 2023-01-18 -669.06000000 N N N N/A N/A N/A 272680000.00000000 NC -76309.78000000 -0.00137342463 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -272680000.00000000 SEK 26081278.36000000 USD 2023-01-18 -76309.78000000 N N N N/A N/A N/A 2880917.15000000 NC -3389.21000000 -0.00006099905 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2880917.15000000 PLN 610000.00000000 EUR 2023-01-18 -3389.21000000 N N N N/A N/A N/A 814115.39000000 NC USD -6838.59000000 -0.00012308105 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -814115.39000000 USD 4280000.00000000 BRL 2023-01-18 -6838.59000000 N N N N/A N/A N/A 910000.00000000 NC -8309.70000000 -0.00014955811 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -910000.00000000 AUD 611201.50000000 USD 2023-01-03 -8309.70000000 N N N N/A N/A N/A 67310000.00000000 NC 828973.98000000 0.014919886881 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -67310000.00000000 GBP 82230607.70000000 USD 2023-01-18 828973.98000000 N N N N/A N/A N/A 2990000.00000000 NC -684.83000000 -0.00001232558 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2990000.00000000 CAD 2207668.51000000 USD 2023-01-03 -684.83000000 N N N N/A N/A N/A 963613.65000000 NC USD -3557.83000000 -0.00006403388 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -963613.65000000 USD 5090000.00000000 BRL 2023-01-18 -3557.83000000 N N N N/A N/A N/A 920000.00000000 NC -14767.06000000 -0.00026577778 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920000.00000000 EUR 10125857.64000000 SEK 2023-01-18 -14767.06000000 N N N N/A N/A N/A 5220000.00000000 NC -11338.09000000 -0.00020406312 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5220000.00000000 BRL 973237.82000000 USD 2023-01-18 -11338.09000000 N N N N/A N/A N/A 2320000.00000000 NC -40540.00000000 -0.00072963956 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2320000.00000000 EUR 2446192.69000000 USD 2023-01-18 -40540.00000000 N N N N/A N/A N/A 5140527.74000000 NC USD 94259.34000000 0.001696481100 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5140527.74000000 USD 51250000.00000000 NOK 2023-01-18 94259.34000000 N N N N/A N/A N/A 2760000.00000000 NC -38220.40000000 -0.00068789136 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2760000.00000000 EUR 30440961.84000000 SEK 2023-01-18 -38220.40000000 N N N N/A N/A N/A 3941829.45000000 NC USD 66229.97000000 0.001192008053 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3941829.45000000 USD 39240000.00000000 NOK 2023-01-18 66229.97000000 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A 70.00000000 NC USD 352501.80000000 0.006344333004 Long DCO CORP US N 1 GOLDMAN SACHS N/A Long N/A NYMEX NY Harbor ULSD Futures 2023-03-31 8644192.20000000 USD 352501.80000000 N N N N/A N/A N/A 55450000.00000000 NC 18.73000000 0.000000337102 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -55450000.00000000 INR 670175.67000000 USD 2023-01-18 18.73000000 N N N N/A N/A N/A 840000.00000000 NC 4011.05000000 0.000072190941 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 8854125.84000000 NOK 2023-01-18 4011.05000000 N N N N/A N/A N/A 5210000.00000000 NC -1448.23000000 -0.00002606526 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5210000.00000000 BRL 981241.52000000 USD 2023-01-18 -1448.23000000 N N N N/A N/A N/A 921597.56000000 NC USD -8695.76000000 -0.00015650642 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -921597.56000000 USD 4840000.00000000 BRL 2023-01-18 -8695.76000000 N N N N/A N/A N/A 5289.85000000 NC USD 270.32000000 0.000004865223 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5289.85000000 USD 7000000.00000000 KRW 2023-01-18 270.32000000 N N N N/A N/A N/A 820000.00000000 NC -25995.60000000 -0.00046786922 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -820000.00000000 EUR 8891436.30000000 SEK 2023-01-18 -25995.60000000 N N N N/A N/A N/A 1010000.00000000 NC -1142.58000000 -0.00002056417 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1010000.00000000 NZD 640208.70000000 USD 2023-01-04 -1142.58000000 N N N N/A N/A N/A 32717917.35000000 NC USD -192780.74000000 -0.00346967082 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -32717917.35000000 USD 318430000.00000000 NOK 2023-01-18 -192780.74000000 N N N N/A N/A N/A 1060000.00000000 NC -9712.31000000 -0.00017480230 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1060000.00000000 EUR 11028423.38000000 NOK 2023-01-18 -9712.31000000 N N N N/A N/A N/A 485975.91000000 NC USD 21588.18000000 0.000388544407 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -485975.91000000 USD 639000000.00000000 KRW 2023-01-18 21588.18000000 N N N N/A N/A N/A 8519311.32000000 NC 18818.02000000 0.000338687023 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8519311.32000000 SEK 780000.00000000 EUR 2023-01-18 18818.02000000 N N N N/A N/A N/A 3710000.00000000 NC -3757.84000000 -0.00006763366 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3710000.00000000 BRL 696007.80000000 USD 2023-01-18 -3757.84000000 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -333.00000000 NC USD -274012.50000000 -0.00493168133 Short DCO CORP US N 1 GOLDMAN SACHS N/A Short N/A CBOT Wheat Future 2023-03-14 -12912787.50000000 USD -274012.50000000 N N N N/A N/A N/A 840000.00000000 NC -23132.17000000 -0.00041633316 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 9144759.96000000 SEK 2023-01-18 -23132.17000000 N N N N/A N/A N/A 26160000.00000000 NC -41733.46000000 -0.00075111947 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -26160000.00000000 BRL 4892463.06000000 USD 2023-01-18 -41733.46000000 N N N N/A N/A N/A 860000.00000000 NC -21156.44000000 -0.00038077394 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9388829.84000000 SEK 2023-01-18 -21156.44000000 N N N N/A N/A N/A 760000.00000000 NC -4421.88000000 -0.00007958506 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -760000.00000000 GBP 914318.00000000 USD 2023-01-03 -4421.88000000 N N N Ishares Inc 549300MGJZCNMJLBAJ67 464286202 47547.00000000 NS USD 903393.00000000 0.016259281586 Long EC RF US N 1 N N N N/A N/A N/A 113000000.00000000 NC -4609.87000000 -0.00008296851 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -113000000.00000000 JPY 856391.48000000 USD 2023-01-05 -4609.87000000 N N N N/A N/A N/A 1070000.00000000 NC -3874.76000000 -0.00006973799 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1070000.00000000 NZD 675576.60000000 USD 2023-01-04 -3874.76000000 N N N N/A N/A N/A 9752139.50000000 NC 22169.30000000 0.000399003414 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9752139.50000000 NOK 950000.00000000 EUR 2023-01-18 22169.30000000 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A 87.00000000 NC USD 186420.00000000 0.003355190125 Long DCO CORP US N 1 GOLDMAN SACHS N/A Long N/A NYMEX Light Sweet Crude Oil Fu 2023-04-20 6812730.00000000 USD 186420.00000000 N N N N/A N/A N/A 1034110.55000000 NC USD -494.46000000 -0.00000889929 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1034110.55000000 USD 5480000.00000000 BRL 2023-01-18 -494.46000000 N N N N/A N/A N/A 870000.00000000 NC -24959.81000000 -0.00044922705 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9460918.53000000 SEK 2023-01-18 -24959.81000000 N N N N/A N/A N/A 518856.27000000 NC USD 24433.55000000 0.000439755421 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -518856.27000000 USD 462000000.00000000 CLP 2023-01-18 24433.55000000 N N N N/A N/A N/A 559029.22000000 NC USD 26594.88000000 0.000478655073 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -559029.22000000 USD 498000000.00000000 CLP 2023-01-18 26594.88000000 N N N N/A N/A N/A 13610000.00000000 NC 705.52000000 0.000012697960 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -13610000.00000000 SEK 1305152.52000000 USD 2023-01-03 705.52000000 N N N N/A N/A N/A 491871.10000000 NC USD 18075.92000000 0.000325330695 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -491871.10000000 USD 642000000.00000000 KRW 2023-01-18 18075.92000000 N N N N/A N/A N/A 528752.82000000 NC USD 27264.18000000 0.000490701145 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -528752.82000000 USD 700000000.00000000 KRW 2023-01-18 27264.18000000 N N N N/A N/A N/A 66540000.00000000 NC 2230.05000000 0.000040136475 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -66540000.00000000 INR 806418.38000000 USD 2023-01-18 2230.05000000 N N N N/A N/A N/A 840000.00000000 NC -26919.40000000 -0.00048449578 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 9105279.96000000 SEK 2023-01-18 -26919.40000000 N N N N/A N/A N/A 59555386.99000000 NC USD 2221864.88000000 0.039989159460 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -59555386.99000000 USD 8093000000.00000000 JPY 2023-01-18 2221864.88000000 N N N N/A N/A N/A 68760000.00000000 NC -1230.39000000 -0.00002214457 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -68760000.00000000 INR 829788.39000000 USD 2023-01-18 -1230.39000000 N N N N/A N/A N/A 1100000.00000000 NC -3397.30000000 -0.00006114465 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1100000.00000000 EUR 1174459.00000000 USD 2023-01-03 -3397.30000000 N N N N/A N/A N/A 64190000.00000000 NC -220142.14000000 -0.00396212173 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -64190000.00000000 EUR 68583035.22000000 USD 2023-01-18 -220142.14000000 N N N N/A N/A N/A 1007047.41000000 NC USD -20585.34000000 -0.00037049527 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1007047.41000000 USD 5230000.00000000 BRL 2023-01-18 -20585.34000000 N N N N/A N/A N/A 2500000.00000000 NC -1594.21000000 -0.00002869261 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2500000.00000000 CAD 1844855.07000000 USD 2023-01-03 -1594.21000000 N N N N/A N/A N/A 73160000.00000000 NC 3377.00000000 0.000060779299 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -73160000.00000000 INR 887573.25000000 USD 2023-01-18 3377.00000000 N N N N/A N/A N/A 800000.00000000 NC -553.07000000 -0.00000995416 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -800000.00000000 NZD 507456.00000000 USD 2023-01-05 -553.07000000 N N N N/A N/A N/A 935294.30000000 NC USD -3530.89000000 -0.00006354901 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -935294.30000000 USD 4940000.00000000 BRL 2023-01-18 -3530.89000000 N N N N/A N/A N/A 16417361.60000000 NC 38082.84000000 0.000685415560 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -16417361.60000000 NOK 1600000.00000000 EUR 2023-01-18 38082.84000000 N N N N/A N/A N/A 1015426.45000000 NC USD -13875.09000000 -0.00024972409 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1015426.45000000 USD 5310000.00000000 BRL 2023-01-18 -13875.09000000 N N N N/A N/A N/A 90000.00000000 NC -677.84000000 -0.00001219977 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -90000.00000000 AUD 60592.50000000 USD 2023-01-03 -677.84000000 N N N N/A N/A N/A 573636.66000000 NC USD -407.74000000 -0.00000733851 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -573636.66000000 USD 47430000.00000000 INR 2023-01-18 -407.74000000 N N N N/A N/A N/A 501484.54000000 NC USD 679.95000000 0.000012237750 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -501484.54000000 USD 41550000.00000000 INR 2023-01-18 679.95000000 N N N N/A N/A N/A 1647787.00000000 NC USD -59787.32000000 -0.00107605313 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1647787.00000000 USD 5580000.00000000 ILS 2023-01-18 -59787.32000000 N N N N/A N/A N/A 2100000.00000000 NC -4853.82000000 -0.00008735912 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2100000.00000000 NZD 1328670.00000000 USD 2023-01-05 -4853.82000000 N N N N/A N/A N/A 535106.50000000 NC USD 2710.91000000 0.000048791001 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -535106.50000000 USD 790000.00000000 AUD 2023-01-03 2710.91000000 N N N N/A N/A N/A 526876.00000000 NC USD 23580.83000000 0.000424408153 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -526876.00000000 USD 693000000.00000000 KRW 2023-01-18 23580.83000000 N N N N/A N/A N/A 542771.27000000 NC USD 26389.50000000 0.000474958640 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -542771.27000000 USD 484000000.00000000 CLP 2023-01-18 26389.50000000 N N N N/A N/A N/A 9443667.52000000 NC 21521.29000000 0.000387340519 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9443667.52000000 NOK 920000.00000000 EUR 2023-01-18 21521.29000000 N N N N/A N/A N/A 1900000.00000000 NC -735.49000000 -0.00001323736 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1900000.00000000 CAD 1402565.96000000 USD 2023-01-03 -735.49000000 N N N N/A N/A N/A 5280000.00000000 NC 1583.20000000 0.000028494458 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5280000.00000000 BRL 997476.08000000 USD 2023-01-18 1583.20000000 N N N N/A N/A N/A 1290000.00000000 NC -6550.95000000 -0.00011790410 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1290000.00000000 GBP 1552889.10000000 USD 2023-01-04 -6550.95000000 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 N/A -442.00000000 NC USD 210925.00000000 0.003796231505 Short DE CORP US N 1 GOLDMAN SACHS N/A Short ICE US mini MSCI EAFE Index MXEA 2023-03-17 -43292665.00000000 USD 210925.00000000 N N N N/A N/A N/A 9260000.00000000 NC 310.59000000 0.000005590003 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -9260000.00000000 SEK 887832.95000000 USD 2023-01-03 310.59000000 N N N N/A N/A N/A 7754185.01000000 NC USD 28321.30000000 0.000509727207 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -7754185.01000000 USD 76240000.00000000 NOK 2023-01-03 28321.30000000 N N N N/A N/A N/A 812398.45000000 NC USD -3235.49000000 -0.00005823240 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -812398.45000000 USD 4290000.00000000 BRL 2023-01-18 -3235.49000000 N N N N/A N/A N/A 2109825.49000000 NC USD -25617.86000000 -0.00046107065 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2109825.49000000 USD 11050000.00000000 BRL 2023-01-18 -25617.86000000 N N N N/A N/A N/A 73910932.44000000 NC USD 388076.52000000 0.006984607381 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -73910932.44000000 USD 100590000.00000000 CAD 2023-01-18 388076.52000000 N N N N/A N/A N/A 5870000.00000000 NC 1025.28000000 0.000018453005 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5870000.00000000 BRL 1108201.64000000 USD 2023-01-18 1025.28000000 N N N N/A N/A N/A 860000.00000000 NC 2997.36000000 0.000053946532 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9054079.14000000 NOK 2023-01-18 2997.36000000 N N N N/A N/A N/A 850000.00000000 NC -9408.77000000 -0.00016933919 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 9399556.70000000 SEK 2023-01-18 -9408.77000000 N N N N/A N/A N/A 2090000.00000000 NC 604.48000000 0.000010879440 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2090000.00000000 CAD 1544236.08000000 USD 2023-01-03 604.48000000 N N N N/A N/A N/A 2545990.54000000 NC USD -37396.74000000 -0.00067306712 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2545990.54000000 USD 13300000.00000000 BRL 2023-01-18 -37396.74000000 N N N N/A N/A N/A 770000.00000000 NC -3445.40000000 -0.00006201036 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -770000.00000000 EUR 8046553.90000000 NOK 2023-01-18 -3445.40000000 N N N N/A N/A N/A 850000.00000000 NC -6962.77000000 -0.00012531604 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 8851628.00000000 NOK 2023-01-18 -6962.77000000 N N N N/A N/A N/A 850000.00000000 NC -9108.38000000 -0.00016393276 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 9402688.10000000 SEK 2023-01-18 -9108.38000000 N N N N/A N/A N/A 609311.00000000 NC USD 1021.29000000 0.000018381193 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -609311.00000000 USD 50500000.00000000 INR 2023-01-18 1021.29000000 N N N N/A N/A N/A 810000.00000000 NC -18962.92000000 -0.00034129493 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -810000.00000000 EUR 8853011.64000000 SEK 2023-01-18 -18962.92000000 N N N N/A N/A N/A 870000.00000000 NC -6513.17000000 -0.00011722413 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9065907.21000000 NOK 2023-01-18 -6513.17000000 N N N N/A N/A N/A 980000.00000000 NC -4107.44000000 -0.00007392577 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -980000.00000000 NZD 618193.80000000 USD 2023-01-04 -4107.44000000 N N N N/A N/A N/A 950000.00000000 NC -6723.55000000 -0.00012101055 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -950000.00000000 EUR 9903357.65000000 NOK 2023-01-18 -6723.55000000 N N N ASX - TRADE24 N/A N/A -4912.00000000 NC 2871280.59000000 0.051677353740 Short DIR CORP AU N 1 DEUTSCHE BANK N/A Short N/A SFE 10 Year Australian Bond Fu 2023-03-15 -386137100.34000000 AUD 2871280.59000000 N N N N/A N/A N/A 10077409.43000000 NC USD 1730.48000000 0.000031145206 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -10077409.43000000 USD 13500000.00000000 SGD 2023-01-04 1730.48000000 N N N N/A N/A N/A 131000000.00000000 NC -7611.30000000 -0.00013698829 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -131000000.00000000 JPY 990540.71000000 USD 2023-01-05 -7611.30000000 N N N COMMODITIES EXCHANGE CENTER N/A N/A -24.00000000 NC USD -7100.00000000 -0.00012778591 Short DCO CORP US N 1 GOLDMAN SACHS N/A Short N/A COMEX Gold 100 Troy Ounces Fut 2023-02-24 -4375780.00000000 USD -7100.00000000 N N N N/A N/A N/A 830000.00000000 NC 14.16000000 0.000000254851 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 8710056.52000000 NOK 2023-01-18 14.16000000 N N N N/A N/A N/A 880000.00000000 NC -5139.53000000 -0.00009250134 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -880000.00000000 EUR 9184294.24000000 NOK 2023-01-18 -5139.53000000 N N N N/A N/A N/A 612642.72000000 NC USD 1557.03000000 0.000028023450 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -612642.72000000 USD 50820000.00000000 INR 2023-01-18 1557.03000000 N N N N/A N/A N/A 13330000.00000000 NC 16749.16000000 0.000301451648 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13330000.00000000 BRL 2531001.44000000 USD 2023-01-18 16749.16000000 N N N N/A N/A N/A 790000.00000000 NC -7095.41000000 -0.00012770330 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -790000.00000000 AUD 530722.00000000 USD 2023-01-03 -7095.41000000 N N N N/A N/A N/A 73160000.00000000 NC 3054.07000000 0.000054967200 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -73160000.00000000 INR 887250.32000000 USD 2023-01-18 3054.07000000 N N N N/A N/A N/A 1190000.00000000 NC -6090.73000000 -0.00010962105 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1190000.00000000 GBP 1432462.50000000 USD 2023-01-03 -6090.73000000 N N N N/A N/A N/A 9336537.21000000 NC 21745.13000000 0.000391369195 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9336537.21000000 NOK 910000.00000000 EUR 2023-01-18 21745.13000000 N N N EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 N/A -141.00000000 NC 482073.16000000 0.008676360403 Short DE CORP DE N 1 GOLDMAN SACHS N/A Short Eurex DAX Index Future DAX 2023-03-17 -52809275.24000000 EUR 482073.16000000 N N N N/A N/A N/A 920000.00000000 NC 1883.55000000 0.000033900162 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920000.00000000 EUR 9672807.32000000 NOK 2023-01-18 1883.55000000 N N N N/A N/A N/A 228530000.00000000 NC 10243.39000000 0.000184360696 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -228530000.00000000 ZAR 13441320.79000000 USD 2023-01-18 10243.39000000 N N N N/A N/A N/A 840000.00000000 NC -21363.46000000 -0.00038449989 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 9163197.96000000 SEK 2023-01-18 -21363.46000000 N N N N/A N/A N/A 212220000.00000000 NC 1103060.61000000 0.019852902408 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -212220000.00000000 NZD 135892954.80000000 USD 2023-01-18 1103060.61000000 N N N N/A N/A N/A 3029954.56000000 NC -5233.34000000 -0.00009418973 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3029954.56000000 PLN 640000.00000000 EUR 2023-01-18 -5233.34000000 N N N Ishares Inc 549300MGJZCNMJLBAJ67 464286400 574563.00000000 NS USD 16070527.11000000 0.289237602607 Long EC RF US N 1 N N N N/A N/A N/A 760000.00000000 NC 2123.75000000 0.000038223286 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -760000.00000000 EUR 7996138.60000000 NOK 2023-01-18 2123.75000000 N N N N/A N/A N/A 705441.82000000 NC USD -7562.34000000 -0.00013610711 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -705441.82000000 USD 3700000.00000000 BRL 2023-01-18 -7562.34000000 N N N N/A N/A N/A 2517519.81000000 NC USD -24015.30000000 -0.00043222775 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2517519.81000000 USD 13220000.00000000 BRL 2023-01-18 -24015.30000000 N N N N/A N/A N/A 370000.00000000 NC -263.85000000 -0.00000474877 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -370000.00000000 CHF 399913.53000000 USD 2023-01-03 -263.85000000 N N N N/A N/A N/A 15060000.00000000 NC 3513.35000000 0.000063233329 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -15060000.00000000 ZAR 889755.41000000 USD 2023-01-04 3513.35000000 N N N N/A N/A N/A 621241.87000000 NC USD 22149.23000000 0.000398642193 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -621241.87000000 USD 810000000.00000000 KRW 2023-01-18 22149.23000000 N N N N/A N/A N/A 660000.00000000 NC -4159.01000000 -0.00007485392 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -660000.00000000 AUD 445156.80000000 USD 2023-01-03 -4159.01000000 N N N N/A N/A N/A 58000000.00000000 NC 312.01000000 0.000005615560 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -58000000.00000000 INR 701287.71000000 USD 2023-01-18 312.01000000 N N N N/A N/A N/A 9187710.30000000 NC 15509.29000000 0.000279136448 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9187710.30000000 NOK 890000.00000000 EUR 2023-01-18 15509.29000000 N N N N/A N/A N/A 830000.00000000 NC 956.98000000 0.000017223741 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 8719286.95000000 NOK 2023-01-18 956.98000000 N N N N/A N/A N/A 613000000.00000000 NC -7455.15000000 -0.00013417790 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -613000000.00000000 KRW 479456.88000000 USD 2023-01-18 -7455.15000000 N N N CME GLOBEX N/A N/A 764.00000000 NC USD -366025.00000000 -0.00658772377 Long DIR CORP US N 1 DEUTSCHE BANK N/A Long N/A CME 3 Month Eurodollar Future 2024-12-16 184490025.00000000 USD -366025.00000000 N N N N/A N/A N/A 9388833.28000000 NC 21156.11000000 0.000380768004 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9388833.28000000 SEK 860000.00000000 EUR 2023-01-18 21156.11000000 N N N N/A N/A N/A 64446.58000000 NC USD 230.78000000 0.000004153582 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -64446.58000000 USD 55000000.00000000 CLP 2023-01-18 230.78000000 N N N N/A N/A N/A 930000.00000000 NC -10650.43000000 -0.00019168660 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -930000.00000000 EUR 9655034.94000000 NOK 2023-01-18 -10650.43000000 N N N N/A N/A N/A 8670000.00000000 NC 3220.51000000 0.000057962790 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -8670000.00000000 SEK 834194.47000000 USD 2023-01-03 3220.51000000 N N N N/A N/A N/A 55520000.00000000 NC 2267.07000000 0.000040802761 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -55520000.00000000 INR 673270.02000000 USD 2023-01-18 2267.07000000 N N N ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 N/A 4.00000000 NC 29.46000000 0.000000530221 Long DIR CORP GB N 1 DEUTSCHE BANK N/A Long N/A Three Month SONIA Index Future 2024-03-19 1149564.42000000 GBP 29.46000000 N N N N/A N/A N/A 790000.00000000 NC 821.77000000 0.000014790229 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -790000.00000000 EUR 8298208.19000000 NOK 2023-01-18 821.77000000 N N N N/A N/A N/A 93302441.58000000 NC USD 90962.90000000 0.001637151721 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -93302441.58000000 USD 126450000.00000000 CAD 2023-01-03 90962.90000000 N N N N/A N/A N/A 780000.00000000 NC 614.99000000 0.000011068599 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -780000.00000000 EUR 8191244.88000000 NOK 2023-01-18 614.99000000 N N N N/A N/A N/A 1000000.00000000 NC -5358.26000000 -0.00009643804 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1000000.00000000 GBP 1203510.00000000 USD 2023-01-04 -5358.26000000 N N N N/A N/A N/A 10075110.50000000 NC 21336.37000000 0.000384012326 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -10075110.50000000 NOK 980000.00000000 EUR 2023-01-18 21336.37000000 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A 1496.00000000 NC USD 4459790.00000000 0.080267371375 Long DCO CORP US N 1 GOLDMAN SACHS N/A Long N/A NYMEX Light Sweet Crude Oil Fu 2023-01-20 115609170.00000000 USD 4459790.00000000 N N N N/A N/A N/A 1440000.00000000 NC -6895.38000000 -0.00012410315 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1440000.00000000 EUR 1535025.60000000 USD 2023-01-03 -6895.38000000 N N N N/A N/A N/A 1157136.47000000 NC USD -10350.73000000 -0.00018629260 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1157136.47000000 USD 6080000.00000000 BRL 2023-01-18 -10350.73000000 N N N N/A N/A N/A 545766.83000000 NC USD 21370.51000000 0.000384626778 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -545766.83000000 USD 714000000.00000000 KRW 2023-01-18 21370.51000000 N N N N/A N/A N/A 7720000.00000000 NC -3951.58000000 -0.00007112059 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -7720000.00000000 NOK 784098.64000000 USD 2023-01-03 -3951.58000000 N N N N/A N/A N/A 950000.00000000 NC -1559.27000000 -0.00002806376 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -950000.00000000 NZD 601701.50000000 USD 2023-01-05 -1559.27000000 N N N N/A N/A N/A 480000.00000000 NC -624.69000000 -0.00001124318 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -480000.00000000 CAD 353893.57000000 USD 2023-01-03 -624.69000000 N N N CME GLOBEX N/A N/A -460.00000000 NC USD -59705.00000000 -0.00107457153 Short DE CORP US N 1 GOLDMAN SACHS N/A Short RUSSELL 2000 INDEX RTY 2023-03-17 -40670995.00000000 USD -59705.00000000 N N N N/A N/A N/A 9054813.62000000 NC 21041.85000000 0.000378711551 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9054813.62000000 SEK 830000.00000000 EUR 2023-01-18 21041.85000000 N N N N/A N/A N/A 870000.00000000 NC -20859.39000000 -0.00037542763 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9503663.37000000 SEK 2023-01-18 -20859.39000000 N N N N/A N/A N/A 920000.00000000 NC -22551.28000000 -0.00040587829 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920000.00000000 EUR 10044710.88000000 SEK 2023-01-18 -22551.28000000 N N N N/A N/A N/A 2620000.00000000 NC -385.81000000 -0.00000694381 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2620000.00000000 CAD 1934693.03000000 USD 2023-01-03 -385.81000000 N N N N/A N/A N/A 9236093.20000000 NC 25089.46000000 0.000451560500 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9236093.20000000 SEK 850000.00000000 EUR 2023-01-18 25089.46000000 N N N N/A N/A N/A 730000.00000000 NC 401.55000000 0.000007227103 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -730000.00000000 CHF 789940.70000000 USD 2023-01-03 401.55000000 N N N N/A N/A N/A 870000.00000000 NC -4614.33000000 -0.00008304878 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9084497.37000000 NOK 2023-01-18 -4614.33000000 N N N N/A N/A N/A 750000.00000000 NC 1203.42000000 0.000021659172 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -750000.00000000 EUR 7882189.50000000 NOK 2023-01-18 1203.42000000 N N N N/A N/A N/A 1217169.34000000 NC USD -13798.78000000 -0.00024835066 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1217169.34000000 USD 6380000.00000000 BRL 2023-01-18 -13798.78000000 N N N N/A N/A N/A 1590000.00000000 NC -121.41000000 -0.00000218513 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1590000.00000000 CAD 1174220.33000000 USD 2023-01-03 -121.41000000 N N N N/A N/A N/A 860000.00000000 NC -8762.53000000 -0.00015770815 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9518030.22000000 SEK 2023-01-18 -8762.53000000 N N N N/A N/A N/A 910000.00000000 NC -4989.14000000 -0.00008979462 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -910000.00000000 EUR 9500582.91000000 NOK 2023-01-18 -4989.14000000 N N N N/A N/A N/A 860000.00000000 NC -9719.92000000 -0.00017493927 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9508049.92000000 SEK 2023-01-18 -9719.92000000 N N N N/A N/A N/A 58851227.50000000 NC USD 851794.45000000 0.015330610063 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -58851227.50000000 USD 55700000.00000000 EUR 2023-01-18 851794.45000000 N N N N/A N/A N/A 46000000.00000000 NC -1432.15000000 -0.00002577585 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -46000000.00000000 JPY 349063.98000000 USD 2023-01-05 -1432.15000000 N N N N/A N/A N/A 850000.00000000 NC -506.81000000 -0.00000912157 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 CHF 918819.59000000 USD 2023-01-04 -506.81000000 N N N N/A N/A N/A 23300000.00000000 NC -108872.73000000 -0.00195949312 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -23300000.00000000 SGD 17291421.30000000 USD 2023-01-18 -108872.73000000 N N N N/A N/A N/A 108433793.16000000 NC USD -281766.10000000 -0.00507123075 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -108433793.16000000 USD 170280000.00000000 NZD 2023-01-18 -281766.10000000 N N N N/A N/A N/A 840000.00000000 NC -151.08000000 -0.00000271914 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 8813377.44000000 NOK 2023-01-18 -151.08000000 N N N N/A N/A N/A 9660000.00000000 NC -10673.78000000 -0.00019210686 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9660000.00000000 NOK 975409.78000000 USD 2023-01-03 -10673.78000000 N N N N/A N/A N/A 13810968.20000000 NC USD 116734.96000000 0.002100997667 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13810968.20000000 USD 18650000.00000000 SGD 2023-01-18 116734.96000000 N N N N/A N/A N/A 750000.00000000 NC -7954.06000000 -0.00014315729 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -750000.00000000 EUR 8297352.00000000 SEK 2023-01-18 -7954.06000000 N N N N/A N/A N/A 66320000.00000000 NC -727887.35000000 -0.01310052810 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -66320000.00000000 CHF 71119827.37000000 USD 2023-01-18 -727887.35000000 N N N N/A N/A N/A 1080000.00000000 NC -2276.92000000 -0.00004098004 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1080000.00000000 GBP 1303300.80000000 USD 2023-01-04 -2276.92000000 N N N N/A N/A N/A 107046379.46000000 NC USD 1133686.67000000 0.020404110723 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -107046379.46000000 USD 146460000.00000000 CAD 2023-01-18 1133686.67000000 N N N N/A N/A N/A 40610000.00000000 NC 1155.92000000 0.000020804266 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -40610000.00000000 INR 491959.77000000 USD 2023-01-18 1155.92000000 N N N N/A N/A N/A 2968176.96000000 NC -1858.59000000 -0.00003345093 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2968176.96000000 PLN 630000.00000000 EUR 2023-01-18 -1858.59000000 N N N N/A N/A N/A 1040000.00000000 NC 1217.89000000 0.000021919603 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1040000.00000000 CHF 1126040.78000000 USD 2023-01-03 1217.89000000 N N N N/A N/A N/A 840000.00000000 NC 190.91000000 0.000003436001 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 8816725.68000000 NOK 2023-01-18 190.91000000 N N N N/A N/A N/A 830000.00000000 NC -22276.52000000 -0.00040093316 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 9041942.81000000 SEK 2023-01-18 -22276.52000000 N N N N/A N/A N/A 476947.66000000 NC USD 22673.33000000 0.000408074954 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -476947.66000000 USD 629000000.00000000 KRW 2023-01-18 22673.33000000 N N N N/A N/A N/A 8826623.76000000 NC 20235.43000000 0.000364197591 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8826623.76000000 NOK 860000.00000000 EUR 2023-01-18 20235.43000000 N N N N/A N/A N/A 770000.00000000 NC -1035.77000000 -0.00001864180 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -770000.00000000 ILS 217950.64000000 USD 2023-01-03 -1035.77000000 N N N N/A N/A N/A 527439.58000000 NC USD 15868.46000000 0.000285600795 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -527439.58000000 USD 684000000.00000000 KRW 2023-01-18 15868.46000000 N N N N/A N/A N/A 750000.00000000 NC -980.73000000 -0.00001765119 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -750000.00000000 SGD 558971.49000000 USD 2023-01-04 -980.73000000 N N N N/A N/A N/A 990000.00000000 NC -1634.76000000 -0.00002942243 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -990000.00000000 NZD 627016.50000000 USD 2023-01-04 -1634.76000000 N N N N/A N/A N/A 14140000.00000000 NC -3316.49000000 -0.00005969023 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -14140000.00000000 ZAR 828785.95000000 USD 2023-01-03 -3316.49000000 N N N Vanguard Index Fds 549300G6KNDK44WUN559 922908629 814945.00000000 NS USD 166093940.45000000 2.989361382773 Long EC RF US N 1 N N N N/A N/A N/A 1080000.00000000 NC -11743.42000000 -0.00021135825 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1080000.00000000 EUR 11218415.76000000 NOK 2023-01-18 -11743.42000000 N N N N/A N/A N/A 240000.00000000 NC -681.92000000 -0.00001227320 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -240000.00000000 NZD 151720.80000000 USD 2023-01-05 -681.92000000 N N N N/A N/A N/A 740000.00000000 NC -675.65000000 -0.00001216035 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -740000.00000000 SGD 551810.54000000 USD 2023-01-04 -675.65000000 N N N N/A N/A N/A 10090654.28000000 NC 19748.69000000 0.000355437236 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -10090654.28000000 NOK 980000.00000000 EUR 2023-01-18 19748.69000000 N N N N/A N/A N/A 910000.00000000 NC 1951.89000000 0.000035130147 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -910000.00000000 CHF 986171.92000000 USD 2023-01-04 1951.89000000 N N N N/A N/A N/A 59000000.00000000 NC -1982.93000000 -0.00003568880 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -59000000.00000000 JPY 447566.45000000 USD 2023-01-05 -1982.93000000 N N N N/A N/A N/A 4260000.00000000 NC -1036.04000000 -0.00001864666 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4260000.00000000 BRL 802468.44000000 USD 2023-01-18 -1036.04000000 N N N N/A N/A N/A 760000.00000000 NC -2055.64000000 -0.00003699744 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -760000.00000000 SGD 565362.61000000 USD 2023-01-04 -2055.64000000 N N N N/A N/A N/A 1060000.00000000 NC -2648.15000000 -0.00004766144 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1060000.00000000 GBP 1278752.20000000 USD 2023-01-04 -2648.15000000 N N N N/A N/A N/A 9824.13000000 NC USD 501.90000000 0.000009033204 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9824.13000000 USD 13000000.00000000 KRW 2023-01-18 501.90000000 N N N N/A N/A N/A 11260000.00000000 NC -17986.88000000 -0.00032372815 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -11260000.00000000 BRL 2105830.12000000 USD 2023-01-18 -17986.88000000 N N N N/A N/A N/A 9390518.02000000 NC 20994.50000000 0.000377859345 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9390518.02000000 SEK 860000.00000000 EUR 2023-01-18 20994.50000000 N N N N/A N/A N/A 880000.00000000 NC -7317.81000000 -0.00013170606 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -880000.00000000 EUR 9162968.32000000 NOK 2023-01-18 -7317.81000000 N N N N/A N/A N/A 1600000.00000000 NC -7181.53000000 -0.00012925329 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1600000.00000000 EUR 1706064.00000000 USD 2023-01-03 -7181.53000000 N N N N/A N/A N/A 870000.00000000 NC -23689.34000000 -0.00042636111 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9474162.54000000 SEK 2023-01-18 -23689.34000000 N N N N/A N/A N/A 23510.32000000 NC USD 1113.29000000 0.000020037011 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -23510.32000000 USD 31000000.00000000 KRW 2023-01-18 1113.29000000 N N N N/A N/A N/A 950000.00000000 NC -14501.49000000 -0.00026099804 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -950000.00000000 EUR 10463836.75000000 SEK 2023-01-18 -14501.49000000 N N N N/A N/A N/A 678000000.00000000 NC -15180.00000000 -0.00027320988 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -678000000.00000000 KRW 523362.18000000 USD 2023-01-18 -15180.00000000 N N N N/A N/A N/A 1080000.00000000 NC 3764.26000000 0.000067749211 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1080000.00000000 CHF 1171849.57000000 USD 2023-01-04 3764.26000000 N N N N/A N/A N/A 870000.00000000 NC -1829.70000000 -0.00003293096 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9111759.69000000 NOK 2023-01-18 -1829.70000000 N N N N/A N/A N/A 46107498.58000000 NC USD 465680.79000000 0.008381330267 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -46107498.58000000 USD 42990000.00000000 CHF 2023-01-18 465680.79000000 N N N N/A N/A N/A 1010000.00000000 NC -1778.88000000 -0.00003201631 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1010000.00000000 NZD 639572.40000000 USD 2023-01-04 -1778.88000000 N N N N/A N/A N/A 10269069.50000000 NC USD -60434.73000000 -0.00108770523 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -10269069.50000000 USD 106420000.00000000 SEK 2023-01-18 -60434.73000000 N N N N/A N/A N/A 2620000.00000000 NC -942.82000000 -0.00001696888 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2620000.00000000 CAD 1934136.02000000 USD 2023-01-03 -942.82000000 N N N N/A N/A N/A 592046.52000000 NC USD 1003.10000000 0.000018053809 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -592046.52000000 USD 49070000.00000000 INR 2023-01-18 1003.10000000 N N N N/A N/A N/A 1162346.10000000 NC USD -15560.36000000 -0.00028005560 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1162346.10000000 USD 6080000.00000000 BRL 2023-01-18 -15560.36000000 N N N N/A N/A N/A 870000.00000000 NC -3173.98000000 -0.00005712534 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 GBP 1048541.40000000 USD 2023-01-04 -3173.98000000 N N N N/A N/A N/A 1011223.04000000 NC USD -15330.16000000 -0.00027591246 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1011223.04000000 USD 5280000.00000000 BRL 2023-01-18 -15330.16000000 N N N N/A N/A N/A 12038769.53000000 NC USD -89045.48000000 -0.00160264196 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -12038769.53000000 USD 124570000.00000000 SEK 2023-01-18 -89045.48000000 N N N N/A N/A N/A 1050000.00000000 NC -1681.41000000 -0.00003026204 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1050000.00000000 NZD 665080.50000000 USD 2023-01-05 -1681.41000000 N N N N/A N/A N/A 1860000.00000000 NC -1246.86000000 -0.00002244100 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1860000.00000000 CAD 1372511.40000000 USD 2023-01-03 -1246.86000000 N N N N/A N/A N/A 1150000.00000000 NC -3095.04000000 -0.00005570457 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1150000.00000000 NZD 727168.00000000 USD 2023-01-05 -3095.04000000 N N N N/A N/A N/A 134000000.00000000 NC -10322.81000000 -0.00018579009 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -134000000.00000000 JPY 1010687.64000000 USD 2023-01-05 -10322.81000000 N N N N/A N/A N/A 888273.96000000 NC USD -2069.40000000 -0.00003724509 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -888273.96000000 USD 17270000.00000000 MXN 2023-01-03 -2069.40000000 N N N N/A N/A N/A 8852623.91000000 NC USD -23328.45000000 -0.00041986581 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8852623.91000000 USD 8150000.00000000 CHF 2023-01-18 -23328.45000000 N N N N/A N/A N/A 13360000.00000000 NC -109774.31000000 -0.00197571977 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13360000.00000000 EUR 14210376.02000000 USD 2023-01-18 -109774.31000000 N N N N/A N/A N/A 760000.00000000 NC 3304.71000000 0.000059478223 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -760000.00000000 EUR 8007700.48000000 NOK 2023-01-18 3304.71000000 N N N N/A N/A N/A 1130000.00000000 NC -747.24000000 -0.00001344883 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1130000.00000000 NZD 716804.20000000 USD 2023-01-04 -747.24000000 N N N N/A N/A N/A 840000.00000000 NC 2665.71000000 0.000047977490 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 8840954.64000000 NOK 2023-01-18 2665.71000000 N N N N/A N/A N/A 658596.01000000 NC USD -5984.39000000 -0.00010770714 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -658596.01000000 USD 3460000.00000000 BRL 2023-01-18 -5984.39000000 N N N N/A N/A N/A 647212.87000000 NC USD 947.94000000 0.000017061039 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -647212.87000000 USD 53630000.00000000 INR 2023-01-18 947.94000000 N N N N/A N/A N/A 800669.86000000 NC USD -17913.15000000 -0.00032240115 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -800669.86000000 USD 4150000.00000000 BRL 2023-01-18 -17913.15000000 N N N N/A N/A N/A 1060000.00000000 NC -5446.76000000 -0.00009803087 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1060000.00000000 EUR 1129578.40000000 USD 2023-01-03 -5446.76000000 N N N N/A N/A N/A 18040000.00000000 NC -101.65000000 -0.00000182949 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -18040000.00000000 MXN 925615.22000000 USD 2023-01-04 -101.65000000 N N N N/A N/A N/A 709995.46000000 NC USD 890.59000000 0.000016028852 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -709995.46000000 USD 58820000.00000000 INR 2023-01-18 890.59000000 N N N N/A N/A N/A 1500000.00000000 NC 360.14000000 0.000006481805 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1500000.00000000 CAD 1108229.71000000 USD 2023-01-03 360.14000000 N N N N/A N/A N/A 1160000.00000000 NC -2518.67000000 -0.00004533106 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1160000.00000000 NZD 734082.80000000 USD 2023-01-04 -2518.67000000 N N N N/A N/A N/A 792054.90000000 NC USD 4459.50000000 0.000080262151 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -792054.90000000 USD 1170000.00000000 AUD 2023-01-03 4459.50000000 N N N N/A N/A N/A 710000.00000000 NC 99.68000000 0.000001794042 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -710000.00000000 CHF 768007.62000000 USD 2023-01-03 99.68000000 N N N N/A N/A N/A 800000.00000000 NC -7529.23000000 -0.00013551120 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -800000.00000000 AUD 537096.00000000 USD 2023-01-03 -7529.23000000 N N N N/A N/A N/A 116000000.00000000 NC -8988.96000000 -0.00016178344 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -116000000.00000000 JPY 874870.84000000 USD 2023-01-05 -8988.96000000 N N N N/A N/A N/A 1099294.65000000 NC USD -16638.38000000 -0.00029945782 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1099294.65000000 USD 5740000.00000000 BRL 2023-01-18 -16638.38000000 N N N N/A N/A N/A 537102.87000000 NC USD 16531.20000000 0.000297528800 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -537102.87000000 USD 697000000.00000000 KRW 2023-01-18 16531.20000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 N/A -83.00000000 NC 322072.23000000 0.005796661119 Short DCO CORP GB N 1 DEUTSCHE BANK N/A Short N/A Carbon Emissions Future 2023-12-18 -7714832.90000000 EUR 322072.23000000 N N N N/A N/A N/A 527076.36000000 NC USD 23380.47000000 0.000420802071 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -527076.36000000 USD 693000000.00000000 KRW 2023-01-18 23380.47000000 N N N N/A N/A N/A 8470000.00000000 NC -525.64000000 -0.00000946047 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -8470000.00000000 SEK 811279.37000000 USD 2023-01-03 -525.64000000 N N N N/A N/A N/A 85340000.00000000 NC 488382.26000000 0.008789911685 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -85340000.00000000 CAD 63523250.78000000 USD 2023-01-18 488382.26000000 N N N N/A N/A N/A 870000.00000000 NC -6959.98000000 -0.00012526583 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9061532.85000000 NOK 2023-01-18 -6959.98000000 N N N N/A N/A N/A 1070000.00000000 NC -4706.35000000 -0.00008470496 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1070000.00000000 EUR 1141026.60000000 USD 2023-01-03 -4706.35000000 N N N N/A N/A N/A 23773000000.00000000 NC -6505805.69000000 -0.11709159431 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -23773000000.00000000 JPY 174963440.42000000 USD 2023-01-18 -6505805.69000000 N N N N/A N/A N/A 830000.00000000 NC -12857.23000000 -0.00023140463 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 9140134.30000000 SEK 2023-01-18 -12857.23000000 N N N N/A N/A N/A 930000.00000000 NC -9602.95000000 -0.00017283404 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -930000.00000000 EUR 9665290.05000000 NOK 2023-01-18 -9602.95000000 N N N N/A N/A N/A 56070000.00000000 NC 383.61000000 0.000006904218 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -56070000.00000000 INR 678033.74000000 USD 2023-01-18 383.61000000 N N N N/A N/A N/A 900000.00000000 NC 8297.51000000 0.000149338716 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -900000.00000000 EUR 9525724.20000000 NOK 2023-01-18 8297.51000000 N N N N/A N/A N/A 614544.50000000 NC USD 501.25000000 0.000009021505 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -614544.50000000 USD 50890000.00000000 INR 2023-01-18 501.25000000 N N N N/A N/A N/A 880000.00000000 NC 4242.05000000 0.000076348483 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -880000.00000000 EUR 9276142.48000000 NOK 2023-01-18 4242.05000000 N N N N/A N/A N/A 3730000.00000000 NC -2263.82000000 -0.00004074426 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3730000.00000000 BRL 701274.14000000 USD 2023-01-18 -2263.82000000 N N N N/A N/A N/A 1310000.00000000 NC -9351.38000000 -0.00016830628 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1310000.00000000 EUR 1393368.40000000 USD 2023-01-03 -9351.38000000 N N N N/A N/A N/A 1180000.00000000 NC -3467.38000000 -0.00006240596 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1180000.00000000 EUR 1260051.20000000 USD 2023-01-03 -3467.38000000 N N N N/A N/A N/A 85850000.00000000 NC 959.23000000 0.000017264236 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -85850000.00000000 MXN 4394139.30000000 USD 2023-01-18 959.23000000 N N N N/A N/A N/A 636000000.00000000 NC -13526.15000000 -0.00024344386 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -636000000.00000000 KRW 491655.01000000 USD 2023-01-18 -13526.15000000 N N N N/A N/A N/A 850000.00000000 NC -3866.48000000 -0.00006958896 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 8881941.55000000 NOK 2023-01-18 -3866.48000000 N N N N/A N/A N/A 1417594.22000000 NC USD -18062.94000000 -0.00032509708 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1417594.22000000 USD 7420000.00000000 BRL 2023-01-18 -18062.94000000 N N N N/A N/A N/A 842548.71000000 NC USD -12637.98000000 -0.00022745856 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -842548.71000000 USD 4400000.00000000 BRL 2023-01-18 -12637.98000000 N N N OSAKA EXCHANGE N/A N/A -610.00000000 NC 4560913.95000000 0.082087401836 Short DIR CORP JP N 1 DEUTSCHE BANK N/A Short N/A TSE Japanese 10 Year Bond Futu 2023-03-13 -670396487.49000000 JPY 4560913.95000000 N N N N/A N/A N/A 1000000.00000000 NC -8955.11000000 -0.00016117421 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1000000.00000000 EUR 10406204.00000000 NOK 2023-01-18 -8955.11000000 N N N N/A N/A N/A 27137401.57000000 NC USD -315033.89000000 -0.00566998496 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -27137401.57000000 USD 279610000.00000000 SEK 2023-01-18 -315033.89000000 N N N N/A N/A N/A 83826.03000000 NC USD 4342.38000000 0.000078154224 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -83826.03000000 USD 111000000.00000000 KRW 2023-01-18 4342.38000000 N N N N/A N/A N/A 10032138.67000000 NC 15006.93000000 0.000270094964 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -10032138.67000000 NOK 970000.00000000 EUR 2023-01-18 15006.93000000 N N N N/A N/A N/A 760000.00000000 NC 1305.01000000 0.000023487590 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -760000.00000000 EUR 7988122.88000000 NOK 2023-01-18 1305.01000000 N N N N/A N/A N/A 9450000.00000000 NC -15344.14000000 -0.00027616407 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9450000.00000000 ILS 2674010.15000000 USD 2023-01-18 -15344.14000000 N N N Vanguard Index Fds 549300G6KNDK44WUN559 922908363 236720.00000000 NS USD 83169204.80000000 1.496880671212 Long EC RF US N 1 N N N N/A N/A N/A 5063303.96000000 NC USD 39627.44000000 0.000713215295 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5063303.96000000 USD 49990000.00000000 NOK 2023-01-03 39627.44000000 N N N N/A N/A N/A 10837993.67000000 NC USD -22388.92000000 -0.00040295613 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -10837993.67000000 USD 10000000.00000000 CHF 2023-01-03 -22388.92000000 N N N N/A N/A N/A 6780000.00000000 NC -4297.05000000 -0.00007733837 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6780000.00000000 BRL 1274519.94000000 USD 2023-01-18 -4297.05000000 N N N N/A N/A N/A 9365030.64000000 NC 2002.09000000 0.000036033647 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9365030.64000000 SEK 840000.00000000 EUR 2023-01-18 2002.09000000 N N N N/A N/A N/A 830000.00000000 NC -818.53000000 -0.00001473191 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 8701904.26000000 NOK 2023-01-18 -818.53000000 N N N N/A N/A N/A 621147.96000000 NC USD 1632.70000000 0.000029385360 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -621147.96000000 USD 51530000.00000000 INR 2023-01-18 1632.70000000 N N N N/A N/A N/A 76330089.98000000 NC USD 969921.92000000 0.017456670147 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -76330089.98000000 USD 1510570000.00000000 MXN 2023-01-18 969921.92000000 N N N N/A N/A N/A 920961.99000000 NC USD 16102.33000000 0.000289809991 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920961.99000000 USD 123000000.00000000 JPY 2023-01-04 16102.33000000 N N N OSAKA EXCHANGE N/A N/A -5.00000000 NC -2305.68000000 -0.00004149766 Short DE CORP JP N 1 DEUTSCHE BANK N/A Short OSE Nikkei 225 Index Future NKY 2023-03-09 -978041.06000000 JPY -2305.68000000 N N N N/A N/A N/A 1273325.09000000 NC USD -22800.51000000 -0.00041036394 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1273325.09000000 USD 6630000.00000000 BRL 2023-01-18 -22800.51000000 N N N N/A N/A N/A 640000000.00000000 NC -14813.05000000 -0.00026660550 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -640000000.00000000 KRW 493545.35000000 USD 2023-01-18 -14813.05000000 N N N N/A N/A N/A 7849026.91000000 NC USD 104994.65000000 0.001889695381 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -7849026.91000000 USD 1042000000.00000000 JPY 2023-01-18 104994.65000000 N N N N/A N/A N/A 3655019.90000000 NC USD -9985.34000000 -0.00017971630 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3655019.90000000 USD 71230000.00000000 MXN 2023-01-18 -9985.34000000 N N N N/A N/A N/A 501323.09000000 NC USD 26679.36000000 0.000480175545 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -501323.09000000 USD 449000000.00000000 CLP 2023-01-18 26679.36000000 N N N N/A N/A N/A 920000.00000000 NC -16314.32000000 -0.00029362539 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920000.00000000 EUR 10109728.20000000 SEK 2023-01-18 -16314.32000000 N N N N/A N/A N/A 790000.00000000 NC -5789.77000000 -0.00010420437 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -790000.00000000 EUR 8766861.47000000 SEK 2023-01-18 -5789.77000000 N N N N/A N/A N/A 840000.00000000 NC 3347.90000000 0.000060255557 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 8847633.48000000 NOK 2023-01-18 3347.90000000 N N N N/A N/A N/A 778977.19000000 NC USD -11309.76000000 -0.00020355324 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -778977.19000000 USD 4070000.00000000 BRL 2023-01-18 -11309.76000000 N N N N/A N/A N/A 1204904.81000000 NC USD -20395.86000000 -0.00036708501 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1204904.81000000 USD 6280000.00000000 BRL 2023-01-18 -20395.86000000 N N N N/A N/A N/A 870000.00000000 NC -23026.28000000 -0.00041442735 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9481074.69000000 SEK 2023-01-18 -23026.28000000 N N N N/A N/A N/A 8500682.58000000 NC 20605.04000000 0.000370849837 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8500682.58000000 SEK 780000.00000000 EUR 2023-01-18 20605.04000000 N N N N/A N/A N/A 970000.00000000 NC -1349.60000000 -0.00002429012 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -970000.00000000 NZD 614611.40000000 USD 2023-01-05 -1349.60000000 N N N N/A N/A N/A 1236110.58000000 NC USD -23309.22000000 -0.00041951971 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1236110.58000000 USD 6430000.00000000 BRL 2023-01-18 -23309.22000000 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A -601.00000000 NC USD 7170490.00000000 0.129054593102 Short DCO CORP US N 1 BANK OF AMERICA MERRILL LYNCH N/A Short N/A NYMEX Henry Hub Natural Gas Fu 2023-02-24 -31835530.00000000 USD 7170490.00000000 N N N N/A N/A N/A 840000.00000000 NC -4440.20000000 -0.00007991479 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 8771385.84000000 NOK 2023-01-18 -4440.20000000 N N N N/A N/A N/A 3026012.80000000 NC -4334.10000000 -0.00007800520 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3026012.80000000 PLN 640000.00000000 EUR 2023-01-18 -4334.10000000 N N N Ishares Inc 549300MGJZCNMJLBAJ67 464286871 710231.00000000 NS USD 14921953.31000000 0.268565553081 Long EC RF US N 1 N N N N/A N/A N/A 900000.00000000 NC 4395.81000000 0.000079115858 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -900000.00000000 EUR 9487525.50000000 NOK 2023-01-18 4395.81000000 N N N N/A N/A N/A 36443846.51000000 NC USD 877970.87000000 0.015801733686 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -36443846.51000000 USD 729330000.00000000 MXN 2023-01-18 877970.87000000 N N N N/A N/A N/A 2366547.50000000 NC -3950.64000000 -0.00007110368 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2366547.50000000 PLN 500000.00000000 EUR 2023-01-18 -3950.64000000 N N N N/A N/A N/A 13459250.62000000 NC USD -10850.98000000 -0.00019529611 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13459250.62000000 USD 228530000.00000000 ZAR 2023-01-03 -10850.98000000 N N N N/A N/A N/A 9976093.04000000 NC 20731.55000000 0.000373126766 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9976093.04000000 NOK 970000.00000000 EUR 2023-01-18 20731.55000000 N N N N/A N/A N/A 7822000000.00000000 NC 132979.53000000 0.002393367696 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -7822000000.00000000 JPY 59841575.13000000 USD 2023-01-18 132979.53000000 N N N N/A N/A N/A 850000.00000000 NC -7476.66000000 -0.00013456504 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 8846596.85000000 NOK 2023-01-18 -7476.66000000 N N N N/A N/A N/A 940000.00000000 NC -1138.84000000 -0.00002049686 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -940000.00000000 AUD 638795.80000000 USD 2023-01-04 -1138.84000000 N N N N/A N/A N/A 9327253.50000000 NC 11974.72000000 0.000215521201 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9327253.50000000 NOK 900000.00000000 EUR 2023-01-18 11974.72000000 N N N N/A N/A N/A 13620000.00000000 NC -348.88000000 -0.00000627914 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13620000.00000000 ZAR 801152.91000000 USD 2023-01-04 -348.88000000 N N N N/A N/A N/A 790000.00000000 NC -5694.68000000 -0.00010249294 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -790000.00000000 EUR 840220.30000000 USD 2023-01-03 -5694.68000000 N N N EURONEXT EQF, EQUITIES AND INDICES DERIVATIVES N/A N/A 123.00000000 NC -193196.79000000 -0.00347715890 Long DE CORP NL N 1 DEUTSCHE BANK N/A Long Euronext Amsterdam Index AEX 2023-01-20 18271268.29000000 EUR -193196.79000000 N N N N/A N/A N/A 2590000.00000000 NC -579.09000000 -0.00001042247 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2590000.00000000 CAD 1912342.36000000 USD 2023-01-03 -579.09000000 N N N N/A N/A N/A 610521.06000000 NC USD 1744.96000000 0.000031405817 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -610521.06000000 USD 50660000.00000000 INR 2023-01-18 1744.96000000 N N N N/A N/A N/A 380000.00000000 NC -2602.41000000 -0.00004683821 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -380000.00000000 EUR 404293.40000000 USD 2023-01-03 -2602.41000000 N N N N/A N/A N/A 67906404.76000000 NC USD -270103.60000000 -0.00486132889 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -67906404.76000000 USD 106490000.00000000 NZD 2023-01-18 -270103.60000000 N N N N/A N/A N/A 50760000.00000000 NC 2780.40000000 0.000050041683 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -50760000.00000000 INR 616255.00000000 USD 2023-01-18 2780.40000000 N N N N/A N/A N/A 1090000.00000000 NC -26174.96000000 -0.00047109734 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1090000.00000000 EUR 11906463.49000000 SEK 2023-01-18 -26174.96000000 N N N N/A N/A N/A 501437.86000000 NC USD 25983.98000000 0.000467660085 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -501437.86000000 USD 664000000.00000000 KRW 2023-01-18 25983.98000000 N N N N/A N/A N/A 890000.00000000 NC -2241.20000000 -0.00004033715 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -890000.00000000 EUR 9317608.47000000 NOK 2023-01-18 -2241.20000000 N N N N/A N/A N/A 1340000.00000000 NC -5290.93000000 -0.00009522624 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1340000.00000000 EUR 1429552.20000000 USD 2023-01-03 -5290.93000000 N N N N/A N/A N/A 2767000000.00000000 NC -545546.63000000 -0.00981875692 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2767000000.00000000 JPY 20576120.98000000 USD 2023-01-18 -545546.63000000 N N N N/A N/A N/A 810000.00000000 NC -8192.10000000 -0.00014744154 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -810000.00000000 EUR 8419837.41000000 NOK 2023-01-18 -8192.10000000 N N N N/A N/A N/A 58000000.00000000 NC -1608.13000000 -0.00002894314 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -58000000.00000000 KRW 44461.85000000 USD 2023-01-18 -1608.13000000 N N N N/A N/A N/A 1190000.00000000 NC 331.69000000 0.000005969761 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1190000.00000000 NZD 755983.20000000 USD 2023-01-04 331.69000000 N N N N/A N/A N/A 44126823.20000000 NC USD 69400.30000000 0.001249067703 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -44126823.20000000 USD 36560000.00000000 GBP 2023-01-03 69400.30000000 N N N N/A N/A N/A 2010000.00000000 NC -306.94000000 -0.00000552431 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2010000.00000000 CAD 1484238.28000000 USD 2023-01-03 -306.94000000 N N N N/A N/A N/A 770244.17000000 NC USD -8235.23000000 -0.00014821780 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -770244.17000000 USD 4040000.00000000 BRL 2023-01-18 -8235.23000000 N N N N/A N/A N/A 9044048.64000000 NC 19464.52000000 0.000350322740 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9044048.64000000 NOK 880000.00000000 EUR 2023-01-18 19464.52000000 N N N N/A N/A N/A 264000000.00000000 NC -3967.15000000 -0.00007140082 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -264000000.00000000 KRW 205730.69000000 USD 2023-01-18 -3967.15000000 N N N N/A N/A N/A 1890000.00000000 NC -9314.78000000 -0.00016764755 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1890000.00000000 EUR 2014456.50000000 USD 2023-01-03 -9314.78000000 N N N N/A N/A N/A 989467.33000000 NC USD -12436.06000000 -0.00022382440 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -989467.33000000 USD 5180000.00000000 BRL 2023-01-18 -12436.06000000 N N N N/A N/A N/A 3900759.04000000 NC -1841.07000000 -0.00003313560 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3900759.04000000 NOK 370000.00000000 EUR 2023-01-18 -1841.07000000 N N N N/A N/A N/A 9175476.75000000 NC -4678.50000000 -0.00008420371 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9175476.75000000 NOK 870000.00000000 EUR 2023-01-18 -4678.50000000 N N N N/A N/A N/A 60870000.00000000 NC 1463.81000000 0.000026345675 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -60870000.00000000 INR 737125.73000000 USD 2023-01-18 1463.81000000 N N N N/A N/A N/A 586406.49000000 NC USD 16474.80000000 0.000296513712 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -586406.49000000 USD 759000000.00000000 KRW 2023-01-18 16474.80000000 N N N N/A N/A N/A 900000.00000000 NC -5626.38000000 -0.00010126367 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -900000.00000000 AUD 607077.00000000 USD 2023-01-03 -5626.38000000 N N N N/A N/A N/A 528651.87000000 NC USD 24982.20000000 0.000449630033 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -528651.87000000 USD 697000000.00000000 KRW 2023-01-18 24982.20000000 N N N N/A N/A N/A 9871998.72000000 NC 20645.30000000 0.000371574437 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9871998.72000000 NOK 960000.00000000 EUR 2023-01-18 20645.30000000 N N N N/A N/A N/A 9380000.00000000 NC -1459.02000000 -0.00002625946 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -9380000.00000000 SEK 897564.71000000 USD 2023-01-03 -1459.02000000 N N N N/A N/A N/A 650000.00000000 NC 210.24000000 0.000003783902 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -650000.00000000 SGD 485502.16000000 USD 2023-01-04 210.24000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A -6770.00000000 NC USD 3002622.34000000 0.054041244647 Short DIR CORP US N 1 GOLDMAN SACHS N/A Short N/A CBOT 2 Year US Treasury Note F 2023-03-31 -1391380682.34000000 USD 3002622.34000000 N N N N/A N/A N/A 1048359.43000000 NC USD -22287.98000000 -0.00040113941 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1048359.43000000 USD 5440000.00000000 BRL 2023-01-18 -22287.98000000 N N N CME GLOBEX N/A N/A 213.00000000 NC USD -22820.00000000 -0.00041071472 Long DCO CORP US N 1 GOLDMAN SACHS N/A Long N/A CME Live Cattle Future 2023-02-28 13475900.00000000 USD -22820.00000000 N N N N/A N/A N/A 56500000.00000000 NC 1445.74000000 0.000026020451 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -56500000.00000000 INR 684292.76000000 USD 2023-01-18 1445.74000000 N N N N/A N/A N/A 920000.00000000 NC -3567.32000000 -0.00006420468 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920000.00000000 EUR 9619441.80000000 NOK 2023-01-18 -3567.32000000 N N N N/A N/A N/A 960000.00000000 NC -9726.81000000 -0.00017506328 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -960000.00000000 EUR 9978893.76000000 NOK 2023-01-18 -9726.81000000 N N N N/A N/A N/A 17180000.00000000 NC -72608.48000000 -0.00130680857 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -17180000.00000000 GBP 20704097.32000000 USD 2023-01-18 -72608.48000000 N N N Ishares Inc 549300MGJZCNMJLBAJ67 464286632 24387.00000000 NS USD 1365428.13000000 0.024574997207 Long EC RF US N 1 N N N N/A N/A N/A 528196.95000000 NC USD 27025.74000000 0.000486409698 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -528196.95000000 USD 699000000.00000000 KRW 2023-01-18 27025.74000000 N N N N/A N/A N/A 495776.02000000 NC USD 22114.10000000 0.000398009923 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -495776.02000000 USD 652000000.00000000 KRW 2023-01-18 22114.10000000 N N N N/A N/A N/A 48430000.00000000 NC -863.08000000 -0.00001553372 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -48430000.00000000 INR 584451.63000000 USD 2023-01-18 -863.08000000 N N N N/A N/A N/A 4510000.00000000 NC -5337.29000000 -0.00009606063 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4510000.00000000 BRL 845321.21000000 USD 2023-01-18 -5337.29000000 N N N N/A N/A N/A 870000.00000000 NC -22100.82000000 -0.00039777090 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9490722.12000000 SEK 2023-01-18 -22100.82000000 N N N N/A N/A N/A 519000000.00000000 NC -9060.97000000 -0.00016307948 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -519000000.00000000 CLP 601258.12000000 USD 2023-01-18 -9060.97000000 N N N N/A N/A N/A 7610000.00000000 NC 961.79000000 0.000017310311 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -7610000.00000000 SEK 730340.31000000 USD 2023-01-03 961.79000000 N N N N/A N/A N/A 49550000.00000000 NC 302.77000000 0.000005449259 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -49550000.00000000 INR 599153.57000000 USD 2023-01-18 302.77000000 N N N N/A N/A N/A 472869.59000000 NC USD 15631.06000000 0.000281328066 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -472869.59000000 USD 615000000.00000000 KRW 2023-01-18 15631.06000000 N N N N/A N/A N/A 9030934.62000000 NC 1895.16000000 0.000034109119 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9030934.62000000 SEK 810000.00000000 EUR 2023-01-18 1895.16000000 N N N N/A N/A N/A 1061950.28000000 NC USD -13244.90000000 -0.00023838192 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1061950.28000000 USD 5560000.00000000 BRL 2023-01-18 -13244.90000000 N N N N/A N/A N/A 13068613.27000000 NC USD 280771.59000000 0.005053331543 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13068613.27000000 USD 227140000.00000000 ZAR 2023-01-18 280771.59000000 N N N N/A N/A N/A 194000000.00000000 NC -7353.99000000 -0.00013235722 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -194000000.00000000 CLP 220780.70000000 USD 2023-01-18 -7353.99000000 N N N N/A N/A N/A 1310000.00000000 NC -4268.32000000 -0.00007682129 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1310000.00000000 GBP 1579349.10000000 USD 2023-01-04 -4268.32000000 N N N N/A N/A N/A 8993366.61000000 NC 13922.63000000 0.000250579716 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8993366.61000000 NOK 870000.00000000 EUR 2023-01-18 13922.63000000 N N N N/A N/A N/A 6620000.00000000 NC -4041.21000000 -0.00007273376 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -6620000.00000000 CAD 4885356.48000000 USD 2023-01-03 -4041.21000000 N N N N/A N/A N/A 8232456.00000000 NC 16612.97000000 0.000299000498 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8232456.00000000 NOK 800000.00000000 EUR 2023-01-18 16612.97000000 N N N N/A N/A N/A 750000.00000000 NC -8212.85000000 -0.00014781500 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -750000.00000000 EUR 8294654.25000000 SEK 2023-01-18 -8212.85000000 N N N N/A N/A N/A 20540000.00000000 NC -143312.50000000 -0.00257934065 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -20540000.00000000 EUR 21872846.76000000 USD 2023-01-18 -143312.50000000 N N N N/A N/A N/A 683000000.00000000 NC -17246.29000000 -0.00031039900 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -683000000.00000000 KRW 525267.44000000 USD 2023-01-18 -17246.29000000 N N N N/A N/A N/A 1920805.31000000 NC USD 16831.98000000 0.000302942243 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1920805.31000000 USD 18970000.00000000 NOK 2023-01-18 16831.98000000 N N N N/A N/A N/A 1030000.00000000 NC -784.11000000 -0.00001411242 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1030000.00000000 NZD 653267.20000000 USD 2023-01-04 -784.11000000 N N N N/A N/A N/A 1140000.00000000 NC -3056.73000000 -0.00005501507 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1140000.00000000 NZD 720856.20000000 USD 2023-01-05 -3056.73000000 N N N N/A N/A N/A 990000.00000000 NC -25777.42000000 -0.00046394241 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -990000.00000000 EUR 10793238.39000000 SEK 2023-01-18 -25777.42000000 N N N N/A N/A N/A 880000.00000000 NC 3108.69000000 0.000055950252 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -880000.00000000 EUR 9265046.56000000 NOK 2023-01-18 3108.69000000 N N N N/A N/A N/A 10312023.00000000 NC 18574.96000000 0.000334312425 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -10312023.00000000 NOK 1000000.00000000 EUR 2023-01-18 18574.96000000 N N N N/A N/A N/A 840000.00000000 NC -11608.84000000 -0.00020893608 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 9264885.00000000 SEK 2023-01-18 -11608.84000000 N N N N/A N/A N/A 5200000.00000000 NC 595.78000000 0.000010722857 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -5200000.00000000 CAD 3841210.28000000 USD 2023-01-03 595.78000000 N N N N/A N/A N/A 1294562.65000000 NC USD -15745.66000000 -0.00028339063 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1294562.65000000 USD 6780000.00000000 BRL 2023-01-18 -15745.66000000 N N N Vanguard International Equity Index Funds 549300UR5XWDVDO7NP96 922042874 604424.00000000 NS USD 33509266.56000000 0.603100312679 Long EC RF US N 1 N N N N/A N/A N/A 1090000.00000000 NC -2399.46000000 -0.00004318551 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1090000.00000000 NZD 689762.90000000 USD 2023-01-05 -2399.46000000 N N N N/A N/A N/A 590000.00000000 NC 241.52000000 0.000004346880 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -590000.00000000 CAD 436003.55000000 USD 2023-01-03 241.52000000 N N N N/A N/A N/A 4860000.00000000 NC -9297.48000000 -0.00016733619 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4860000.00000000 BRL 907376.64000000 USD 2023-01-18 -9297.48000000 N N N N/A N/A N/A 9127246.37000000 NC 21685.20000000 0.000390290574 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9127246.37000000 NOK 890000.00000000 EUR 2023-01-18 21685.20000000 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A 34.00000000 NC USD 178075.80000000 0.003205011081 Long DCO CORP US N 1 GOLDMAN SACHS N/A Long N/A NYMEX NY Harbor ULSD Futures 2023-04-28 4077792.60000000 USD 178075.80000000 N N N N/A N/A N/A 750000.00000000 NC 2693.04000000 0.000048469376 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -750000.00000000 EUR 7896773.25000000 NOK 2023-01-18 2693.04000000 N N N N/A N/A N/A 131000000.00000000 NC -5682.66000000 -0.00010227660 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -131000000.00000000 JPY 992469.35000000 USD 2023-01-05 -5682.66000000 N N N N/A N/A N/A 2843059.20000000 NC -5471.30000000 -0.00009847254 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2843059.20000000 PLN 600000.00000000 EUR 2023-01-18 -5471.30000000 N N N N/A N/A N/A 1090000.00000000 NC -1592.86000000 -0.00002866831 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1090000.00000000 NZD 690569.50000000 USD 2023-01-05 -1592.86000000 N N N N/A N/A N/A 444000000.00000000 NC -4302.20000000 -0.00007743106 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -444000000.00000000 CLP 517820.49000000 USD 2023-01-18 -4302.20000000 N N N N/A N/A N/A 1090000.00000000 NC -4317.78000000 -0.00007771147 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1090000.00000000 NZD 687833.60000000 USD 2023-01-04 -4317.78000000 N N N N/A N/A N/A 1083609.97000000 NC USD -14156.82000000 -0.00025479467 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1083609.97000000 USD 5670000.00000000 BRL 2023-01-18 -14156.82000000 N N N N/A N/A N/A 984611.60000000 NC USD -18897.30000000 -0.00034011390 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -984611.60000000 USD 5120000.00000000 BRL 2023-01-18 -18897.30000000 N N N N/A N/A N/A 860000.00000000 NC -8985.03000000 -0.00016171271 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 8936768.26000000 NOK 2023-01-18 -8985.03000000 N N N N/A N/A N/A 54800000.00000000 NC -213.55000000 -0.00000384347 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -54800000.00000000 INR 662087.63000000 USD 2023-01-18 -213.55000000 N N N N/A N/A N/A 9620000.00000000 NC -4477.14000000 -0.00008057963 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -9620000.00000000 SEK 917549.32000000 USD 2023-01-03 -4477.14000000 N N N N/A N/A N/A 640000000.00000000 NC -16198.36000000 -0.00029153834 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -640000000.00000000 KRW 492160.04000000 USD 2023-01-18 -16198.36000000 N N N N/A N/A N/A 280000.00000000 NC -750.78000000 -0.00001351255 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -280000.00000000 NZD 177052.40000000 USD 2023-01-05 -750.78000000 N N N N/A N/A N/A 9090000.00000000 NC -388.12000000 -0.00000698538 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -9090000.00000000 SEK 870840.63000000 USD 2023-01-03 -388.12000000 N N N N/A N/A N/A 970000.00000000 NC 5152.85000000 0.000092741076 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -970000.00000000 EUR 10229508.45000000 NOK 2023-01-18 5152.85000000 N N N N/A N/A N/A 860000.00000000 NC -5171.44000000 -0.00009307565 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 8974104.30000000 NOK 2023-01-18 -5171.44000000 N N N N/A N/A N/A 872128.49000000 NC USD 344.55000000 0.000006201216 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -872128.49000000 USD 72190000.00000000 INR 2023-01-18 344.55000000 N N N Ishares Trust 5493000860OXIC4B5K91 464289842 75220.00000000 NS USD 2156557.40000000 0.038813754396 Long EC RF US N 1 N N N N/A N/A N/A 10496038.68000000 NC 21216.54000000 0.000381855624 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -10496038.68000000 NOK 1020000.00000000 EUR 2023-01-18 21216.54000000 N N N N/A N/A N/A 638000000.00000000 NC -14276.82000000 -0.00025695443 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -638000000.00000000 KRW 492492.96000000 USD 2023-01-18 -14276.82000000 N N N N/A N/A N/A 172887724.10000000 NC USD 4388448.25000000 0.078983361423 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -172887724.10000000 USD 165390000.00000000 EUR 2023-01-18 4388448.25000000 N N N N/A N/A N/A 21540487.20000000 NC USD -164412.47000000 -0.00295909825 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -21540487.20000000 USD 31380000.00000000 AUD 2023-01-18 -164412.47000000 N N N N/A N/A N/A 880000.00000000 NC -20693.87000000 -0.00037244860 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -880000.00000000 EUR 9617125.76000000 SEK 2023-01-18 -20693.87000000 N N N N/A N/A N/A 760000.00000000 NC 1579.12000000 0.000028421026 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -760000.00000000 EUR 7990806.44000000 NOK 2023-01-18 1579.12000000 N N N N/A N/A N/A 21291.22000000 NC USD 949.46000000 0.000017088396 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -21291.22000000 USD 28000000.00000000 KRW 2023-01-18 949.46000000 N N N N/A N/A N/A 9563822.35000000 NC USD -82485.13000000 -0.00148456868 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9563822.35000000 USD 7840000.00000000 GBP 2023-01-18 -82485.13000000 N N N N/A N/A N/A 860000.00000000 NC -3258.15000000 -0.00005864023 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 8992835.96000000 NOK 2023-01-18 -3258.15000000 N N N N/A N/A N/A 840000.00000000 NC -10749.06000000 -0.00019346175 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 9273847.80000000 SEK 2023-01-18 -10749.06000000 N N N N/A N/A N/A 870000.00000000 NC -8242.10000000 -0.00014834144 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9048980.49000000 NOK 2023-01-18 -8242.10000000 N N N N/A N/A N/A 5080000.00000000 NC -6734.08000000 -0.00012120007 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5080000.00000000 BRL 951435.58000000 USD 2023-01-18 -6734.08000000 N N N N/A N/A N/A 2794608.75000000 NC -5136.89000000 -0.00009245382 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2794608.75000000 PLN 590000.00000000 EUR 2023-01-18 -5136.89000000 N N N N/A N/A N/A 881149.49000000 NC USD -7857.06000000 -0.00014141149 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -881149.49000000 USD 4630000.00000000 BRL 2023-01-18 -7857.06000000 N N N N/A N/A N/A 890000.00000000 NC 5225.41000000 0.000094047012 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -890000.00000000 EUR 9390708.62000000 NOK 2023-01-18 5225.41000000 N N N N/A N/A N/A 14600000.00000000 NC -3143.40000000 -0.00005657496 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -14600000.00000000 ZAR 856028.85000000 USD 2023-01-03 -3143.40000000 N N N N/A N/A N/A 71230000.00000000 NC 9390.94000000 0.000169018287 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -71230000.00000000 MXN 3664535.75000000 USD 2023-01-03 9390.94000000 N N N N/A N/A N/A 920000.00000000 NC -11975.42000000 -0.00021553379 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920000.00000000 EUR 10154959.08000000 SEK 2023-01-18 -11975.42000000 N N N N/A N/A N/A 850000.00000000 NC -23259.24000000 -0.00041862017 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 9255172.30000000 SEK 2023-01-18 -23259.24000000 N N N N/A N/A N/A 8836298.10000000 NC 20566.21000000 0.000370150974 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8836298.10000000 SEK 810000.00000000 EUR 2023-01-18 20566.21000000 N N N N/A N/A N/A 17546998.34000000 NC USD 239149.24000000 0.004304211826 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -17546998.34000000 USD 26110000.00000000 AUD 2023-01-18 239149.24000000 N N N N/A N/A N/A 830000.00000000 NC -13098.24000000 -0.00023574233 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 9137621.89000000 SEK 2023-01-18 -13098.24000000 N N N N/A N/A N/A 1320000.00000000 NC -596.03000000 -0.00001072735 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1320000.00000000 AUD 898035.60000000 USD 2023-01-04 -596.03000000 N N N Ishares Inc 549300MGJZCNMJLBAJ67 464286772 256933.00000000 NS USD 14511575.84000000 0.261179572847 Long EC RF US N 1 N N N CME GLOBEX N/A N/A -510.00000000 NC USD -21287.50000000 -0.00038313276 Short DIR CORP US N 1 DEUTSCHE BANK N/A Short N/A CME 3 Month Eurodollar Future 2023-09-18 -121008087.50000000 USD -21287.50000000 N N N N/A N/A N/A 13220000.00000000 NC -4747.52000000 -0.00008544594 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -13220000.00000000 SEK 1262320.03000000 USD 2023-01-03 -4747.52000000 N N N N/A N/A N/A 18533160.12000000 NC USD -141885.37000000 -0.00255365514 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -18533160.12000000 USD 191720000.00000000 SEK 2023-01-18 -141885.37000000 N N N N/A N/A N/A 8701005.49000000 NC 12107.18000000 0.000217905218 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8701005.49000000 SEK 790000.00000000 EUR 2023-01-18 12107.18000000 N N N N/A N/A N/A 870000.00000000 NC 5179.16000000 0.000093214604 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9180378.33000000 NOK 2023-01-18 5179.16000000 N N N N/A N/A N/A 863576.00000000 NC USD 920.42000000 0.000016565733 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -863576.00000000 USD 71530000.00000000 INR 2023-01-18 920.42000000 N N N N/A N/A N/A 1180000.00000000 NC -35118.38000000 -0.00063206116 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1180000.00000000 EUR 12818865.10000000 SEK 2023-01-18 -35118.38000000 N N N N/A N/A N/A 1150000.00000000 NC -4920.00000000 -0.00008855023 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1150000.00000000 GBP 1385278.50000000 USD 2023-01-04 -4920.00000000 N N N N/A N/A N/A 10990000.00000000 NC -3615.92000000 -0.00006507938 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -10990000.00000000 SEK 1049717.85000000 USD 2023-01-03 -3615.92000000 N N N N/A N/A N/A 90107.28000000 NC USD 4415.61000000 0.000079472219 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -90107.28000000 USD 119000000.00000000 KRW 2023-01-18 4415.61000000 N N N N/A N/A N/A 1140000.00000000 NC -7183.75000000 -0.00012929324 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1140000.00000000 AUD 768907.20000000 USD 2023-01-03 -7183.75000000 N N N N/A N/A N/A 77403480.34000000 NC USD 489322.56000000 0.008806835220 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -77403480.34000000 USD 71900000.00000000 CHF 2023-01-18 489322.56000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 N/A 2337.00000000 NC USD 11977620.00000000 0.215573395323 Long DCO CORP GB N 1 BANK OF AMERICA MERRILL LYNCH N/A Long N/A ICE Brent Crude Oil Future 2023-01-31 188794050.00000000 USD 11977620.00000000 N N N N/A N/A N/A 300000000.00000000 NC -5120.75000000 -0.00009216333 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -300000000.00000000 CLP 347664.85000000 USD 2023-01-18 -5120.75000000 N N N N/A N/A N/A 1880000.00000000 NC -1803.40000000 -0.00003245762 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1880000.00000000 ILS 532864.71000000 USD 2023-01-03 -1803.40000000 N N N N/A N/A N/A 13710000.00000000 NC -1986.79000000 -0.00003575827 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13710000.00000000 ZAR 804811.26000000 USD 2023-01-03 -1986.79000000 N N N N/A N/A N/A 63980000.00000000 NC 236.62000000 0.000004258690 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -63980000.00000000 INR 773485.34000000 USD 2023-01-18 236.62000000 N N N N/A N/A N/A 1290000.00000000 NC -5273.85000000 -0.00009491883 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1290000.00000000 GBP 1554166.20000000 USD 2023-01-04 -5273.85000000 N N N N/A N/A N/A 260000.00000000 NC -559.35000000 -0.00001006719 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -260000.00000000 NZD 164543.60000000 USD 2023-01-05 -559.35000000 N N N N/A N/A N/A 1320000.00000000 NC -7482.10000000 -0.00013466295 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1320000.00000000 GBP 1588224.00000000 USD 2023-01-04 -7482.10000000 N N N N/A N/A N/A 370000.00000000 NC -779.45000000 -0.00001402855 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -370000.00000000 SGD 275463.64000000 USD 2023-01-04 -779.45000000 N N N N/A N/A N/A 73000000.00000000 NC -1846.37000000 -0.00003323099 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -73000000.00000000 KRW 56138.26000000 USD 2023-01-18 -1846.37000000 N N N N/A N/A N/A 701000000.00000000 NC -7273.32000000 -0.00013090532 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -701000000.00000000 KRW 549537.99000000 USD 2023-01-18 -7273.32000000 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A 77.00000000 NC USD 763547.40000000 0.013742338253 Long DCO CORP US N 1 GOLDMAN SACHS N/A Long N/A NYMEX Reformulated Gasoline Bl 2023-04-28 7712766.60000000 USD 763547.40000000 N N N N/A N/A N/A 300000.00000000 NC -225.46000000 -0.00000405783 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -300000.00000000 AUD 204009.00000000 USD 2023-01-04 -225.46000000 N N N N/A N/A N/A 980000.00000000 NC -13930.03000000 -0.00025071290 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -980000.00000000 EUR 10805004.70000000 SEK 2023-01-18 -13930.03000000 N N N N/A N/A N/A 8289862.64000000 NC 19391.18000000 0.000349002766 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8289862.64000000 SEK 760000.00000000 EUR 2023-01-18 19391.18000000 N N N N/A N/A N/A 477299.86000000 NC USD 16760.96000000 0.000301664024 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -477299.86000000 USD 622000000.00000000 KRW 2023-01-18 16760.96000000 N N N N/A N/A N/A 830000.00000000 NC -2486.96000000 -0.00004476034 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 8685569.86000000 NOK 2023-01-18 -2486.96000000 N N N N/A N/A N/A 1070000.00000000 NC -761.14000000 -0.00001369900 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1070000.00000000 NZD 678701.00000000 USD 2023-01-05 -761.14000000 N N N N/A N/A N/A 6640000.00000000 NC -7255.87000000 -0.00013059126 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6640000.00000000 BRL 1245154.87000000 USD 2023-01-18 -7255.87000000 N N N N/A N/A N/A 148000000.00000000 NC -5314.69000000 -0.00009565387 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -148000000.00000000 JPY 1122368.50000000 USD 2023-01-05 -5314.69000000 N N N N/A N/A N/A 1880000.00000000 NC -49635.65000000 -0.00089334321 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1880000.00000000 EUR 20489114.20000000 SEK 2023-01-18 -49635.65000000 N N N N/A N/A N/A 2522870.08000000 NC USD -31251.73000000 -0.00056246913 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2522870.08000000 USD 13210000.00000000 BRL 2023-01-18 -31251.73000000 N N N N/A N/A N/A 12902.64000000 NC USD 600.63000000 0.000010810148 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -12902.64000000 USD 17000000.00000000 KRW 2023-01-18 600.63000000 N N N N/A N/A N/A 24801615.45000000 NC USD 474137.99000000 0.008533543087 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -24801615.45000000 USD 493930000.00000000 MXN 2023-01-18 474137.99000000 N N N N/A N/A N/A 576588.76000000 NC USD 628.47000000 0.000011311213 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -576588.76000000 USD 47760000.00000000 INR 2023-01-18 628.47000000 N N N N/A N/A N/A 794000000.00000000 NC -19652.05000000 -0.00035369790 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -794000000.00000000 KRW 611030.09000000 USD 2023-01-18 -19652.05000000 N N N N/A N/A N/A 529240.54000000 NC USD 23599.22000000 0.000424739137 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -529240.54000000 USD 696000000.00000000 KRW 2023-01-18 23599.22000000 N N N N/A N/A N/A 117000000.00000000 NC -4322.58000000 -0.00007779786 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -117000000.00000000 JPY 887156.70000000 USD 2023-01-05 -4322.58000000 N N N N/A N/A N/A 1120000.00000000 NC -8532.67000000 -0.00015357113 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1120000.00000000 EUR 1190739.20000000 USD 2023-01-03 -8532.67000000 N N N N/A N/A N/A 230000.00000000 NC -294.71000000 -0.00000530419 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -230000.00000000 NZD 145757.90000000 USD 2023-01-05 -294.71000000 N N N N/A N/A N/A 507460.34000000 NC USD 24069.96000000 0.000433211523 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -507460.34000000 USD 452000000.00000000 CLP 2023-01-18 24069.96000000 N N N N/A N/A N/A 8567472.48000000 NC 14549.68000000 0.000261865372 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8567472.48000000 NOK 830000.00000000 EUR 2023-01-18 14549.68000000 N N N CME GLOBEX N/A N/A 434.00000000 NC USD -372787.50000000 -0.00670943535 Long DIR CORP US N 1 DEUTSCHE BANK N/A Long N/A CME 3 Month Eurodollar Future 2024-09-16 104793187.50000000 USD -372787.50000000 N N N N/A N/A N/A 60848227.56000000 NC USD 1699999.53000000 0.030596618587 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -60848227.56000000 USD 8194000000.00000000 JPY 2023-01-18 1699999.53000000 N N N N/A N/A N/A 6210000.00000000 NC -9002.64000000 -0.00016202965 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6210000.00000000 BRL 1162303.19000000 USD 2023-01-18 -9002.64000000 N N N N/A N/A N/A 1044278.56000000 NC USD -14434.79000000 -0.00025979758 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1044278.56000000 USD 5460000.00000000 BRL 2023-01-18 -14434.79000000 N N N N/A N/A N/A 1370517.15000000 NC USD 4494.04000000 0.000080883803 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1370517.15000000 USD 7290000.00000000 BRL 2023-01-18 4494.04000000 N N N N/A N/A N/A 910000.00000000 NC -5121.89000000 -0.00009218385 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -910000.00000000 EUR 969286.50000000 USD 2023-01-03 -5121.89000000 N N N N/A N/A N/A 67360000.00000000 NC 7865.93000000 0.000141571133 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -67360000.00000000 INR 821964.61000000 USD 2023-01-18 7865.93000000 N N N N/A N/A N/A 1130000.00000000 NC -1538.24000000 -0.00002768526 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1130000.00000000 NZD 716013.20000000 USD 2023-01-04 -1538.24000000 N N N N/A N/A N/A 280990000.00000000 NC -2711552.94000000 -0.04880257295 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -280990000.00000000 CHF 301698720.88000000 USD 2023-01-18 -2711552.94000000 N N N N/A N/A N/A 290000.00000000 NC -423.79000000 -0.00000762737 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -290000.00000000 NZD 183729.50000000 USD 2023-01-05 -423.79000000 N N N N/A N/A N/A 1005344.80000000 NC USD -3793.44000000 -0.00006827439 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1005344.80000000 USD 5310000.00000000 BRL 2023-01-18 -3793.44000000 N N N N/A N/A N/A 1180000.00000000 NC 1008.44000000 0.000018149919 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1180000.00000000 CHF 1277249.80000000 USD 2023-01-04 1008.44000000 N N N N/A N/A N/A 1240000.00000000 NC -6817.84000000 -0.00012270759 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1240000.00000000 GBP 1492178.80000000 USD 2023-01-03 -6817.84000000 N N N N/A N/A N/A 595438.55000000 NC USD 753.37000000 0.000013559165 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -595438.55000000 USD 49330000.00000000 INR 2023-01-18 753.37000000 N N N N/A N/A N/A 662000000.00000000 NC -6037.81000000 -0.00010866860 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -662000000.00000000 KRW 519795.41000000 USD 2023-01-18 -6037.81000000 N N N N/A N/A N/A 681976.74000000 NC USD 870.28000000 0.000015663313 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -681976.74000000 USD 56500000.00000000 INR 2023-01-18 870.28000000 N N N N/A N/A N/A 290000.00000000 NC -391.89000000 -0.00000705324 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -290000.00000000 NZD 183761.40000000 USD 2023-01-05 -391.89000000 N N N N/A N/A N/A 850000.00000000 NC -8030.06000000 -0.00014452514 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 8841178.95000000 NOK 2023-01-18 -8030.06000000 N N N N/A N/A N/A 705000000.00000000 NC -10707.52000000 -0.00019271411 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -705000000.00000000 KRW 549281.03000000 USD 2023-01-18 -10707.52000000 N N N N/A N/A N/A 840000.00000000 NC -8803.55000000 -0.00015844643 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 9294128.76000000 SEK 2023-01-18 -8803.55000000 N N N N/A N/A N/A 50296727.65000000 NC USD 851453.43000000 0.015324472379 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -50296727.65000000 USD 999520000.00000000 MXN 2023-01-18 851453.43000000 N N N N/A N/A N/A 980000.00000000 NC -8501.13000000 -0.00015300347 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -980000.00000000 EUR 10200771.00000000 NOK 2023-01-18 -8501.13000000 N N N N/A N/A N/A 4300000.00000000 NC -2063.45000000 -0.00003713800 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4300000.00000000 NOK 436876.44000000 USD 2023-01-03 -2063.45000000 N N N SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED N/A N/A -136.00000000 NC 30323.85000000 0.000545769134 Short DE CORP SG N 1 DEUTSCHE BANK N/A Short OSE Nikkei 225 Index Future NKY 2023-03-09 -13292239.39000000 JPY 30323.85000000 N N N N/A N/A N/A 860000.00000000 NC -22599.66000000 -0.00040674904 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9373785.00000000 SEK 2023-01-18 -22599.66000000 N N N N/A N/A N/A 1145676.93000000 NC USD -15866.64000000 -0.00028556803 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1145676.93000000 USD 5990000.00000000 BRL 2023-01-18 -15866.64000000 N N N N/A N/A N/A 8975452.44000000 NC 15752.42000000 0.000283512305 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8975452.44000000 NOK 870000.00000000 EUR 2023-01-18 15752.42000000 N N N N/A N/A N/A 870000.00000000 NC 3845.67000000 0.000069214429 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9167323.11000000 NOK 2023-01-18 3845.67000000 N N N N/A N/A N/A 870000.00000000 NC -20451.70000000 -0.00036809002 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9507913.32000000 SEK 2023-01-18 -20451.70000000 N N N N/A N/A N/A 684000000.00000000 NC -18957.15000000 -0.00034119108 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -684000000.00000000 KRW 524350.89000000 USD 2023-01-18 -18957.15000000 N N N N/A N/A N/A 870000.00000000 NC -6202.50000000 -0.00011163269 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9068948.73000000 NOK 2023-01-18 -6202.50000000 N N N N/A N/A N/A 250000.00000000 NC -657.84000000 -0.00001183981 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -250000.00000000 NZD 158095.00000000 USD 2023-01-05 -657.84000000 N N N N/A N/A N/A 961655.65000000 NC USD -9144.47000000 -0.00016458231 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -961655.65000000 USD 5050000.00000000 BRL 2023-01-18 -9144.47000000 N N N N/A N/A N/A 760.63000000 NC USD 33.68000000 0.000000606173 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -760.63000000 USD 1000000.00000000 KRW 2023-01-18 33.68000000 N N N N/A N/A N/A 830000.00000000 NC -25093.64000000 -0.00045163573 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 9012575.75000000 SEK 2023-01-18 -25093.64000000 N N N N/A N/A N/A 1020000.00000000 NC -1388.57000000 -0.00002499150 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1020000.00000000 NZD 646323.00000000 USD 2023-01-05 -1388.57000000 N N N N/A N/A N/A 1151395.01000000 NC USD -19698.56000000 -0.00035453499 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1151395.01000000 USD 6000000.00000000 BRL 2023-01-18 -19698.56000000 N N N N/A N/A N/A 2050000.00000000 NC -14137.47000000 -0.00025444640 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2050000.00000000 EUR 21374038.00000000 NOK 2023-01-18 -14137.47000000 N N N N/A N/A N/A 860000.00000000 NC 2105.24000000 0.000037890143 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9045344.98000000 NOK 2023-01-18 2105.24000000 N N N N/A N/A N/A 1310000.00000000 NC -5565.48000000 -0.00010016759 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1310000.00000000 EUR 1397154.30000000 USD 2023-01-03 -5565.48000000 N N N N/A N/A N/A 46710000.00000000 NC 34210.55000000 0.000615722023 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -46710000.00000000 AUD 31853090.43000000 USD 2023-01-18 34210.55000000 N N N N/A N/A N/A 760000.00000000 NC -5701.17000000 -0.00010260974 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -760000.00000000 AUD 511692.80000000 USD 2023-01-03 -5701.17000000 N N N N/A N/A N/A 32911139.06000000 NC USD 740312.83000000 0.013324162092 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -32911139.06000000 USD 572580000.00000000 ZAR 2023-01-18 740312.83000000 N N N N/A N/A N/A 10171969.83000000 NC 22161.62000000 0.000398865189 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -10171969.83000000 NOK 990000.00000000 EUR 2023-01-18 22161.62000000 N N N N/A N/A N/A 810000.00000000 NC -25391.87000000 -0.00045700328 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -810000.00000000 EUR 8785993.05000000 SEK 2023-01-18 -25391.87000000 N N N N/A N/A N/A 82430000.00000000 NC 174481.41000000 0.003140319193 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -82430000.00000000 NZD 52529259.37000000 USD 2023-01-18 174481.41000000 N N N N/A N/A N/A 9580000.00000000 NC 1449.07000000 0.000026080384 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -9580000.00000000 SEK 919641.74000000 USD 2023-01-03 1449.07000000 N N N N/A N/A N/A 760000.00000000 NC 1454.13000000 0.000026171454 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -760000.00000000 EUR 7989582.84000000 NOK 2023-01-18 1454.13000000 N N N N/A N/A N/A 209900000.00000000 NC -449664.11000000 -0.00809306180 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -209900000.00000000 NZD 132866700.00000000 USD 2023-01-18 -449664.11000000 N N N N/A N/A N/A 940000.00000000 NC -8509.40000000 -0.00015315231 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -940000.00000000 EUR 9780935.00000000 NOK 2023-01-18 -8509.40000000 N N N N/A N/A N/A 830000.00000000 NC 2018.82000000 0.000036334754 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 8729682.70000000 NOK 2023-01-18 2018.82000000 N N N ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 N/A -1049.00000000 NC 1332665.78000000 0.023985339911 Short DIR CORP GB N 1 GOLDMAN SACHS N/A Short N/A 3 Month Euro Euribor Future 2024-06-17 -268304049.41000000 EUR 1332665.78000000 N N N N/A N/A N/A 675027.60000000 NC USD 1172.24000000 0.000021097994 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -675027.60000000 USD 55950000.00000000 INR 2023-01-18 1172.24000000 N N N COMMODITIES EXCHANGE CENTER N/A N/A -62.00000000 NC USD -18475.00000000 -0.00033251334 Short DCO CORP US N 1 GOLDMAN SACHS N/A Short N/A COMEX Silver Future 2023-03-29 -7433925.00000000 USD -18475.00000000 N N N N/A N/A N/A 1261000.27000000 NC USD -18020.34000000 -0.00032433036 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1261000.27000000 USD 6590000.00000000 BRL 2023-01-18 -18020.34000000 N N N N/A N/A N/A 148250000.00000000 NC -139462.67000000 -0.00251005135 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -148250000.00000000 NOK 15003116.55000000 USD 2023-01-18 -139462.67000000 N N N N/A N/A N/A 482044.05000000 NC USD 17576.94000000 0.000316350045 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -482044.05000000 USD 629000000.00000000 KRW 2023-01-18 17576.94000000 N N N N/A N/A N/A 1290000.00000000 NC -104.93000000 -0.00000188853 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1290000.00000000 NZD 819059.70000000 USD 2023-01-05 -104.93000000 N N N N/A N/A N/A 1510000.00000000 NC 5572.21000000 0.000100288724 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1510000.00000000 EUR 15900307.55000000 NOK 2023-01-18 5572.21000000 N N N N/A N/A N/A 1030000.00000000 NC -2627.88000000 -0.00004729662 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1030000.00000000 NZD 651433.80000000 USD 2023-01-05 -2627.88000000 N N N Ishares Inc 549300MGJZCNMJLBAJ67 46434G780 548936.00000000 NS USD 10325486.16000000 0.185838264186 Long EC RF US N 1 N N N N/A N/A N/A 508484.07000000 NC USD 25398.14000000 0.000457116127 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -508484.07000000 USD 454000000.00000000 CLP 2023-01-18 25398.14000000 N N N N/A N/A N/A 1623748.76000000 NC USD -20512.12000000 -0.00036917746 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1623748.76000000 USD 8500000.00000000 BRL 2023-01-18 -20512.12000000 N N N N/A N/A N/A 8938836.75000000 NC 19492.43000000 0.000350825065 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8938836.75000000 NOK 870000.00000000 EUR 2023-01-18 19492.43000000 N N N N/A N/A N/A 529111.31000000 NC USD 27700.00000000 0.000498545040 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -529111.31000000 USD 701000000.00000000 KRW 2023-01-18 27700.00000000 N N N N/A N/A N/A 1020000.00000000 NC -855.02000000 -0.00001538866 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1020000.00000000 GBP 1232190.60000000 USD 2023-01-04 -855.02000000 N N N N/A N/A N/A 810000.00000000 NC 5394.75000000 0.000097094796 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -810000.00000000 EUR 8552856.42000000 NOK 2023-01-18 5394.75000000 N N N N/A N/A N/A 860000.00000000 NC 2256.85000000 0.000040618822 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9046829.34000000 NOK 2023-01-18 2256.85000000 N N N N/A N/A N/A 870000.00000000 NC 1353.31000000 0.000024356894 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9142922.22000000 NOK 2023-01-18 1353.31000000 N N N N/A N/A N/A 43945930.96000000 NC USD 495828.64000000 0.008923931751 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -43945930.96000000 USD 5822000000.00000000 JPY 2023-01-18 495828.64000000 N N N CME GLOBEX N/A N/A -223.00000000 NC USD 1055130.00000000 0.018990246527 Short DE CORP US N 1 GOLDMAN SACHS N/A Short CME E-Mini Standard & Poor's M MID 2023-03-17 -55525110.00000000 USD 1055130.00000000 N N N N/A N/A N/A 463009.68000000 NC USD 22658.50000000 0.000407808043 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -463009.68000000 USD 413000000.00000000 CLP 2023-01-18 22658.50000000 N N N N/A N/A N/A 860000.00000000 NC -25584.68000000 -0.00046047347 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9342667.62000000 SEK 2023-01-18 -25584.68000000 N N N N/A N/A N/A 1280000.00000000 NC -3572.92000000 -0.00006430547 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1280000.00000000 NZD 809241.60000000 USD 2023-01-05 -3572.92000000 N N N N/A N/A N/A 711038.25000000 NC USD -7500.29000000 -0.00013499033 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -711038.25000000 USD 3730000.00000000 BRL 2023-01-18 -7500.29000000 N N N N/A N/A N/A 870000.00000000 NC -11666.92000000 -0.00020998141 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9599490.39000000 SEK 2023-01-18 -11666.92000000 N N N N/A N/A N/A 1070000.00000000 NC -1253.34000000 -0.00002255763 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1070000.00000000 NZD 678208.80000000 USD 2023-01-05 -1253.34000000 N N N N/A N/A N/A 24304.73000000 NC USD -186.83000000 -0.00000336256 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -24304.73000000 USD 470000.00000000 MXN 2023-01-03 -186.83000000 N N N N/A N/A N/A 514833.89000000 NC USD 24502.60000000 0.000440998184 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -514833.89000000 USD 679000000.00000000 KRW 2023-01-18 24502.60000000 N N N N/A N/A N/A 820000.00000000 NC -665.46000000 -0.00001197695 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -820000.00000000 AUD 557575.40000000 USD 2023-01-04 -665.46000000 N N N N/A N/A N/A 5710000.00000000 NC -2540.33000000 -0.00004572089 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5710000.00000000 BRL 1074457.46000000 USD 2023-01-18 -2540.33000000 N N N N/A N/A N/A 13860000.00000000 NC -407.78000000 -0.00000733923 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13860000.00000000 ZAR 815217.39000000 USD 2023-01-04 -407.78000000 N N N N/A N/A N/A 1272799.57000000 NC USD -10958.03000000 -0.00019722279 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1272799.57000000 USD 6690000.00000000 BRL 2023-01-18 -10958.03000000 N N N N/A N/A N/A 8710000.00000000 NC -5158.60000000 -0.00009284456 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8710000.00000000 NOK 883949.87000000 USD 2023-01-03 -5158.60000000 N N N N/A N/A N/A 920000.00000000 NC -25332.86000000 -0.00045594121 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920000.00000000 EUR 10015714.32000000 SEK 2023-01-18 -25332.86000000 N N N N/A N/A N/A 1212922.51000000 NC USD -18982.76000000 -0.00034165201 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1212922.51000000 USD 6330000.00000000 BRL 2023-01-18 -18982.76000000 N N N N/A N/A N/A 8925453.54000000 NC 20859.42000000 0.000375428173 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8925453.54000000 NOK 870000.00000000 EUR 2023-01-18 20859.42000000 N N N N/A N/A N/A 830000.00000000 NC 500.53000000 0.000009008546 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 8714818.23000000 NOK 2023-01-18 500.53000000 N N N N/A N/A N/A 663000000.00000000 NC -4693.71000000 -0.00008447746 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -663000000.00000000 KRW 521933.82000000 USD 2023-01-18 -4693.71000000 N N N N/A N/A N/A 860000.00000000 NC -23076.08000000 -0.00041532365 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9368818.50000000 SEK 2023-01-18 -23076.08000000 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 N/A -2064.00000000 NC USD 1061035.00000000 0.019096524811 Short DE CORP US N 1 GOLDMAN SACHS N/A Short ICE US MSCI Emerging Markets E MXEF 2023-03-17 -100071115.00000000 USD 1061035.00000000 N N N CHICAGO MERCANTILE EXCHANGE (FLOOR) N/A N/A -943.00000000 NC USD -1665093.00000000 -0.02996837030 Short DE CORP US N 1 GOLDMAN SACHS N/A Short CME E-Mini NASDAQ 100 Index Fu NDX 2023-03-17 -206215485.00000000 USD -1665093.00000000 N N N N/A N/A N/A 4280000.00000000 NC -3611.49000000 -0.00006499965 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4280000.00000000 BRL 803665.31000000 USD 2023-01-18 -3611.49000000 N N N N/A N/A N/A 5590000.00000000 NC -2203.83000000 -0.00003966456 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5590000.00000000 BRL 1052160.03000000 USD 2023-01-18 -2203.83000000 N N N N/A N/A N/A 463452.50000000 NC USD 21039.72000000 0.000378673215 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -463452.50000000 USD 412000000.00000000 CLP 2023-01-18 21039.72000000 N N N N/A N/A N/A 240000.00000000 NC -65.12000000 -0.00000117203 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -240000.00000000 NZD 152337.60000000 USD 2023-01-05 -65.12000000 N N N N/A N/A N/A 487599.83000000 NC USD 19169.95000000 0.000345021065 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -487599.83000000 USD 638000000.00000000 KRW 2023-01-18 19169.95000000 N N N N/A N/A N/A 76240000.00000000 NC -28680.00000000 -0.00051618309 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -76240000.00000000 NOK 7758640.34000000 USD 2023-01-18 -28680.00000000 N N N N/A N/A N/A 484184.94000000 NC USD 21790.53000000 0.000392186305 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -484184.94000000 USD 637000000.00000000 KRW 2023-01-18 21790.53000000 N N N N/A N/A N/A 684000000.00000000 NC -16432.78000000 -0.00029575743 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -684000000.00000000 KRW 526875.26000000 USD 2023-01-18 -16432.78000000 N N N N/A N/A N/A 726817.04000000 NC USD 1842.82000000 0.000033167103 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -726817.04000000 USD 3190000.00000000 PLN 2023-01-03 1842.82000000 N N N N/A N/A N/A 467000000.00000000 NC -10983.74000000 -0.00019768552 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -467000000.00000000 CLP 538185.84000000 USD 2023-01-18 -10983.74000000 N N N N/A N/A N/A 1170000.00000000 NC -4900.49000000 -0.00008819909 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1170000.00000000 EUR 1247910.30000000 USD 2023-01-03 -4900.49000000 N N N N/A N/A N/A 1100000.00000000 NC -5094.69000000 -0.00009169431 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1100000.00000000 AUD 743765.00000000 USD 2023-01-03 -5094.69000000 N N N N/A N/A N/A 850000.00000000 NC -13300.85000000 -0.00023938890 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 9358983.65000000 SEK 2023-01-18 -13300.85000000 N N N N/A N/A N/A 900000.00000000 NC -171.08000000 -0.00000307910 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -900000.00000000 EUR 9442814.40000000 NOK 2023-01-18 -171.08000000 N N N N/A N/A N/A 22323896.50000000 NC USD 282017.88000000 0.005075762291 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -22323896.50000000 USD 384640000.00000000 ZAR 2023-01-18 282017.88000000 N N N N/A N/A N/A 910000.00000000 NC -9265.28000000 -0.00016675665 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -910000.00000000 EUR 9458718.36000000 NOK 2023-01-18 -9265.28000000 N N N N/A N/A N/A 820000.00000000 NC -23183.79000000 -0.00041726222 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -820000.00000000 EUR 8920748.02000000 SEK 2023-01-18 -23183.79000000 N N N N/A N/A N/A 9955301.76000000 NC 12136.55000000 0.000218433819 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9955301.76000000 NOK 960000.00000000 EUR 2023-01-18 12136.55000000 N N N N/A N/A N/A 9887724.21000000 NC 26891.99000000 0.000484002463 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9887724.21000000 SEK 910000.00000000 EUR 2023-01-18 26891.99000000 N N N N/A N/A N/A 936111.35000000 NC USD -4347.94000000 -0.00007825429 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -936111.35000000 USD 4940000.00000000 BRL 2023-01-18 -4347.94000000 N N N N/A N/A N/A 497161.48000000 NC USD 24961.21000000 0.000449252254 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -497161.48000000 USD 444000000.00000000 CLP 2023-01-18 24961.21000000 N N N N/A N/A N/A 104810000.00000000 NC 2974.08000000 0.000053527539 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -104810000.00000000 INR 1269685.52000000 USD 2023-01-18 2974.08000000 N N N N/A N/A N/A 9755076.90000000 NC 21869.27000000 0.000393603469 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9755076.90000000 NOK 950000.00000000 EUR 2023-01-18 21869.27000000 N N N N/A N/A N/A 1200000.00000000 NC -3661.61000000 -0.00006590171 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1200000.00000000 NZD 758352.00000000 USD 2023-01-05 -3661.61000000 N N N N/A N/A N/A 870000.00000000 NC -3891.78000000 -0.00007004431 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9091571.34000000 NOK 2023-01-18 -3891.78000000 N N N ITALIAN DERIVATIVES MARKET N/A N/A 359.00000000 NC -47447.47000000 -0.00085396031 Long DE CORP IT N 1 BANK OF AMERICA MERRILL LYNCH N/A Long FTSE/MIB Index Future FTSEMIB 2023-03-17 45245227.84000000 EUR -47447.47000000 N N N N/A N/A N/A 782509.86000000 NC USD -7297.79000000 -0.00013134574 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -782509.86000000 USD 4110000.00000000 BRL 2023-01-18 -7297.79000000 N N N N/A N/A N/A 830000.00000000 NC 4049.43000000 0.000072881705 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 8749562.86000000 NOK 2023-01-18 4049.43000000 N N N N/A N/A N/A 1420000.00000000 NC -2908.81000000 -0.00005235280 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1420000.00000000 EUR 1517596.60000000 USD 2023-01-03 -2908.81000000 N N N N/A N/A N/A 2130000.00000000 NC -1590.21000000 -0.00002862062 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2130000.00000000 CAD 1571584.57000000 USD 2023-01-03 -1590.21000000 N N N N/A N/A N/A 528799.56000000 NC USD 27217.44000000 0.000489859918 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -528799.56000000 USD 700000000.00000000 KRW 2023-01-18 27217.44000000 N N N N/A N/A N/A 85900000.00000000 NC -43973.94000000 -0.00079144367 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -85900000.00000000 ZAR 5004507.87000000 USD 2023-01-18 -43973.94000000 N N N N/A N/A N/A 830000.00000000 NC 303.17000000 0.000005456458 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 8712885.99000000 NOK 2023-01-18 303.17000000 N N N N/A N/A N/A 860000.00000000 NC -3037.75000000 -0.00005467347 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 8994993.70000000 NOK 2023-01-18 -3037.75000000 N N N N/A N/A N/A 860000.00000000 NC -23477.60000000 -0.00042255021 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9364632.88000000 SEK 2023-01-18 -23477.60000000 N N N N/A N/A N/A 34000000.00000000 NC -1032.63000000 -0.00001858529 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -34000000.00000000 KRW 25973.91000000 USD 2023-01-18 -1032.63000000 N N N N/A N/A N/A 13900000.00000000 NC 379.97000000 0.000006838706 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13900000.00000000 ZAR 818359.03000000 USD 2023-01-04 379.97000000 N N N N/A N/A N/A 980000.00000000 NC -5927.29000000 -0.00010667945 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -980000.00000000 GBP 1178763.60000000 USD 2023-01-04 -5927.29000000 N N N N/A N/A N/A 1090000.00000000 NC -4328.68000000 -0.00007790765 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1090000.00000000 NZD 687822.70000000 USD 2023-01-04 -4328.68000000 N N N N/A N/A N/A 22330751.09000000 NC USD 178691.24000000 0.003216087780 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -22330751.09000000 USD 35440000.00000000 NZD 2023-01-18 178691.24000000 N N N N/A N/A N/A 1340000.00000000 NC -1315.00000000 -0.00002366739 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1340000.00000000 NZD 849600.20000000 USD 2023-01-05 -1315.00000000 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A 314.00000000 NC USD 1664892.60000000 0.029964763503 Long DCO CORP US N 1 GOLDMAN SACHS N/A Long N/A NYMEX NY Harbor ULSD Futures 2023-02-28 40262397.00000000 USD 1664892.60000000 N N N N/A N/A N/A 2502756.99000000 NC -2868.31000000 -0.00005162388 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2502756.99000000 PLN 530000.00000000 EUR 2023-01-18 -2868.31000000 N N N N/A N/A N/A 2060000.00000000 NC -21718.12000000 -0.00039088306 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2060000.00000000 EUR 22791405.34000000 SEK 2023-01-18 -21718.12000000 N N N N/A N/A N/A 637000000.00000000 NC -15477.43000000 -0.00027856303 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -637000000.00000000 KRW 490498.04000000 USD 2023-01-18 -15477.43000000 N N N N/A N/A N/A 32158159.92000000 NC USD -545640.15000000 -0.00982044010 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -32158159.92000000 USD 26140000.00000000 GBP 2023-01-18 -545640.15000000 N N N N/A N/A N/A 2450000.00000000 NC -9484.61000000 -0.00017070416 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2450000.00000000 NZD 1546268.50000000 USD 2023-01-04 -9484.61000000 N N N N/A N/A N/A 2963091.60000000 NC -698.46000000 -0.00001257089 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2963091.60000000 PLN 630000.00000000 EUR 2023-01-18 -698.46000000 N N N N/A N/A N/A 41710000.00000000 NC -12527.08000000 -0.00022546258 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -41710000.00000000 GBP 50429638.17000000 USD 2023-01-18 -12527.08000000 N N N N/A N/A N/A 698897.42000000 NC USD -8562.59000000 -0.00015410963 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -698897.42000000 USD 3660000.00000000 BRL 2023-01-18 -8562.59000000 N N N N/A N/A N/A 280000.00000000 NC -241.23000000 -0.00000434166 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -280000.00000000 AUD 190377.60000000 USD 2023-01-04 -241.23000000 N N N N/A N/A N/A 45060345.00000000 NC USD -7004.89000000 -0.00012607412 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -45060345.00000000 USD 70950000.00000000 NZD 2023-01-04 -7004.89000000 N N N N/A N/A N/A 529504.76000000 NC USD 26512.24000000 0.000477167717 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -529504.76000000 USD 700000000.00000000 KRW 2023-01-18 26512.24000000 N N N N/A N/A N/A 29980000.00000000 NC 30291.89000000 0.000545193918 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -29980000.00000000 AUD 20452685.78000000 USD 2023-01-18 30291.89000000 N N N N/A N/A N/A 35411796.00000000 NC USD 21836.88000000 0.000393020513 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -35411796.00000000 USD 55800000.00000000 NZD 2023-01-05 21836.88000000 N N N N/A N/A N/A 218123.70000000 NC USD 1008.87000000 0.000018157658 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -218123.70000000 USD 770000.00000000 ILS 2023-01-18 1008.87000000 N N N N/A N/A N/A 870000.00000000 NC 2892.79000000 0.000052064480 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9157994.10000000 NOK 2023-01-18 2892.79000000 N N N N/A N/A N/A 910000.00000000 NC -14358.62000000 -0.00025842667 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -910000.00000000 EUR 10018378.37000000 SEK 2023-01-18 -14358.62000000 N N N N/A N/A N/A 860000.00000000 NC -24412.30000000 -0.00043937296 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9354889.08000000 SEK 2023-01-18 -24412.30000000 N N N N/A N/A N/A 59700000.00000000 NC 2623.92000000 0.000047225353 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -59700000.00000000 INR 724145.46000000 USD 2023-01-18 2623.92000000 N N N SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED N/A N/A -4.00000000 NC USD 160.00000000 0.000002879682 Short DE CORP SG N 1 DEUTSCHE BANK N/A Short SGX Nifty 50 Index NIFTY 2023-01-25 -145944.00000000 USD 160.00000000 N N N N/A N/A N/A 119000000.00000000 NC -4437.52000000 -0.00007986655 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -119000000.00000000 JPY 902280.72000000 USD 2023-01-05 -4437.52000000 N N N N/A N/A N/A 39473208.79000000 NC USD 115209.39000000 0.002073540434 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -39473208.79000000 USD 62330000.00000000 NZD 2023-01-18 115209.39000000 N N N N/A N/A N/A 13820000.00000000 NC -454.60000000 -0.00000818189 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13820000.00000000 MXN 708714.31000000 USD 2023-01-04 -454.60000000 N N N N/A N/A N/A 55370000.00000000 NC -668.08000000 -0.00001202411 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -55370000.00000000 INR 668522.00000000 USD 2023-01-18 -668.08000000 N N N N/A N/A N/A 507734.18000000 NC USD 21276.28000000 0.000382930825 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -507734.18000000 USD 666000000.00000000 KRW 2023-01-18 21276.28000000 N N N Ishares Trust 5493000860OXIC4B5K91 464287655 1819722.00000000 NS USD 317286727.92000000 5.710531577136 Long EC RF US N 1 N N N N/A N/A N/A 49496.05000000 NC USD 2134.10000000 0.000038409565 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -49496.05000000 USD 65000000.00000000 KRW 2023-01-18 2134.10000000 N N N N/A N/A N/A 6910000.00000000 NC -1879.11000000 -0.00003382025 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6910000.00000000 BRL 1301457.97000000 USD 2023-01-18 -1879.11000000 N N N N/A N/A N/A 129000000.00000000 NC -9306.10000000 -0.00016749133 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -129000000.00000000 JPY 973606.95000000 USD 2023-01-05 -9306.10000000 N N N N/A N/A N/A 128890000.00000000 NC 31902.87000000 0.000574188361 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -128890000.00000000 ZAR 7606976.46000000 USD 2023-01-18 31902.87000000 N N N N/A N/A N/A 1034747.50000000 NC USD 3907.60000000 0.000070329046 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1034747.50000000 USD 970000.00000000 EUR 2023-01-03 3907.60000000 N N N N/A N/A N/A 3384000000.00000000 NC -269725.48000000 -0.00485452348 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3384000000.00000000 JPY 25660079.77000000 USD 2023-02-15 -269725.48000000 N N N N/A N/A N/A 8922573.96000000 NC 10434.86000000 0.000187806776 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8922573.96000000 NOK 860000.00000000 EUR 2023-01-18 10434.86000000 N N N N/A N/A N/A 15608384.31000000 NC USD 208707.00000000 0.003756311906 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -15608384.31000000 USD 21180000.00000000 SGD 2023-01-18 208707.00000000 N N N N/A N/A N/A 14200000.00000000 NC 487.11000000 0.000008767013 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -14200000.00000000 ZAR 836120.40000000 USD 2023-01-03 487.11000000 N N N N/A N/A N/A 7120000.00000000 NC -11433.35000000 -0.00020577761 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -7120000.00000000 BRL 1331513.10000000 USD 2023-01-18 -11433.35000000 N N N N/A N/A N/A 46210000.00000000 NC 1997.02000000 0.000035942397 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -46210000.00000000 INR 560481.28000000 USD 2023-01-18 1997.02000000 N N N N/A N/A N/A 10240000.00000000 NC -21265.95000000 -0.00038274490 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -10240000.00000000 BRL 1910162.66000000 USD 2023-01-18 -21265.95000000 N N N N/A N/A N/A 53980000.00000000 NC 3111.96000000 0.000056009105 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -53980000.00000000 INR 655502.80000000 USD 2023-01-18 3111.96000000 N N N N/A N/A N/A 606000000.00000000 NC -7914.36000000 -0.00014244277 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -606000000.00000000 KRW 473437.50000000 USD 2023-01-18 -7914.36000000 N N N N/A N/A N/A 820000.00000000 NC -9967.91000000 -0.00017940260 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -820000.00000000 EUR 9058517.04000000 SEK 2023-01-18 -9967.91000000 N N N N/A N/A N/A 1100000.00000000 NC -1857.08000000 -0.00003342375 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1100000.00000000 GBP 1327898.00000000 USD 2023-01-03 -1857.08000000 N N N N/A N/A N/A 694721.64000000 NC USD 1540.61000000 0.000027727923 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -694721.64000000 USD 57610000.00000000 INR 2023-01-18 1540.61000000 N N N N/A N/A N/A 553157.43000000 NC USD 17157.15000000 0.000308794658 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -553157.43000000 USD 718000000.00000000 KRW 2023-01-18 17157.15000000 N N N N/A N/A N/A 830000.00000000 NC -10238.29000000 -0.00018426890 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 9167435.49000000 SEK 2023-01-18 -10238.29000000 N N N N/A N/A N/A 2180000.00000000 NC -4057.73000000 -0.00007303108 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2180000.00000000 NZD 1380267.00000000 USD 2023-01-05 -4057.73000000 N N N N/A N/A N/A 60870000.00000000 NC 2156.26000000 0.000038808401 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -60870000.00000000 INR 737818.18000000 USD 2023-01-18 2156.26000000 N N N N/A N/A N/A 6490000.00000000 NC -6480.21000000 -0.00011663092 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6490000.00000000 NOK 656012.78000000 USD 2023-01-03 -6480.21000000 N N N N/A N/A N/A 528682.55000000 NC USD 22568.59000000 0.000406189841 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -528682.55000000 USD 694000000.00000000 KRW 2023-01-18 22568.59000000 N N N N/A N/A N/A 347000000.00000000 NC -8640.07000000 -0.00015550411 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -347000000.00000000 CLP 399415.27000000 USD 2023-01-18 -8640.07000000 N N N N/A N/A N/A 691678.01000000 NC USD 595.93000000 0.000010725557 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -691678.01000000 USD 57280000.00000000 INR 2023-01-18 595.93000000 N N N N/A N/A N/A 270000.00000000 NC -494.46000000 -0.00000889929 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -270000.00000000 NZD 170958.60000000 USD 2023-01-05 -494.46000000 N N N N/A N/A N/A 850000.00000000 NC -14206.99000000 -0.00025569763 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 9349537.60000000 SEK 2023-01-18 -14206.99000000 N N N N/A N/A N/A 1330000.00000000 NC -467.19000000 -0.00000840849 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1330000.00000000 NZD 844084.50000000 USD 2023-01-04 -467.19000000 N N N N/A N/A N/A 950000.00000000 NC -15022.03000000 -0.00027036673 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -950000.00000000 EUR 10458410.35000000 SEK 2023-01-18 -15022.03000000 N N N N/A N/A N/A 10288000000.00000000 NC -1650743.73000000 -0.02971011191 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -10288000000.00000000 JPY 76881860.65000000 USD 2023-01-18 -1650743.73000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 N/A 961.00000000 NC USD 59525.00000000 0.001071331897 Long DCO CORP GB N 1 BANK OF AMERICA MERRILL LYNCH N/A Long N/A ICE Gas Oil Future 2023-02-10 87007075.00000000 USD 59525.00000000 N N N N/A N/A N/A 266680000.00000000 NC 1342378.17000000 0.024160143660 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -266680000.00000000 CAD 198320802.56000000 USD 2023-01-18 1342378.17000000 N N N N/A N/A N/A 950000.00000000 NC -14791.29000000 -0.00026621387 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -950000.00000000 EUR 10460815.75000000 SEK 2023-01-18 -14791.29000000 N N N N/A N/A N/A 750000.00000000 NC -5571.67000000 -0.00010027900 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -750000.00000000 EUR 7815859.50000000 NOK 2023-01-18 -5571.67000000 N N N N/A N/A N/A 1020000.00000000 NC -1123.30000000 -0.00002021717 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1020000.00000000 NZD 646578.00000000 USD 2023-01-04 -1123.30000000 N N N N/A N/A N/A 2370000.00000000 NC 206.87000000 0.000003723249 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2370000.00000000 CAD 1750640.79000000 USD 2023-01-03 206.87000000 N N N N/A N/A N/A 480000.00000000 NC -3244.06000000 -0.00005838664 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -480000.00000000 EUR 510729.60000000 USD 2023-01-03 -3244.06000000 N N N N/A N/A N/A 840000.00000000 NC 5778.86000000 0.000104008014 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 8871433.20000000 NOK 2023-01-18 5778.86000000 N N N N/A N/A N/A 98040000.00000000 NC 973686.43000000 0.017524423858 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -98040000.00000000 NZD 63243035.35000000 USD 2023-01-18 973686.43000000 N N N N/A N/A N/A 972263.02000000 NC USD -4662.56000000 -0.00008391682 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -972263.02000000 USD 5130000.00000000 BRL 2023-01-18 -4662.56000000 N N N N/A N/A N/A 1000000.00000000 NC 2238.89000000 0.000040295577 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1000000.00000000 CHF 1083799.37000000 USD 2023-01-04 2238.89000000 N N N CHICAGO MERCANTILE EXCHANGE (FLOOR) N/A N/A -951.00000000 NC USD -814650.00000000 -0.01466208366 Short DE CORP US N 1 BANK OF AMERICA MERRILL LYNCH N/A Short CME Standard & Poor's 500 Inde SPX 2023-03-17 -182775900.00000000 USD -814650.00000000 N N N N/A N/A N/A 1006736.81000000 NC USD -3299.29000000 -0.00005938067 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1006736.81000000 USD 5320000.00000000 BRL 2023-01-18 -3299.29000000 N N N N/A N/A N/A 830000.00000000 NC -8693.26000000 -0.00015646143 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 9183541.64000000 SEK 2023-01-18 -8693.26000000 N N N N/A N/A N/A 68810000.00000000 NC 479405.15000000 0.008628341517 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -68810000.00000000 EUR 325402490.00000000 PLN 2023-01-18 479405.15000000 N N N N/A N/A N/A 860000.00000000 NC -23990.74000000 -0.00043178572 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9359283.68000000 SEK 2023-01-18 -23990.74000000 N N N N/A N/A N/A 690000.00000000 NC -1736.44000000 -0.00003125247 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -690000.00000000 SGD 513419.60000000 USD 2023-01-04 -1736.44000000 N N N N/A N/A N/A 840000.00000000 NC 102.26000000 0.000001840477 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 GBP 1015551.60000000 USD 2023-01-04 102.26000000 N N N N/A N/A N/A 850000.00000000 NC -3283.56000000 -0.00005909756 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 8887648.45000000 NOK 2023-01-18 -3283.56000000 N N N N/A N/A N/A 750000.00000000 NC -8227.09000000 -0.00014807129 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -750000.00000000 EUR 8294505.75000000 SEK 2023-01-18 -8227.09000000 N N N N/A N/A N/A 1113536.66000000 NC USD -17677.26000000 -0.00031815560 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1113536.66000000 USD 5810000.00000000 BRL 2023-01-18 -17677.26000000 N N N N/A N/A N/A 1091210.69000000 NC USD -14212.90000000 -0.00025580400 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1091210.69000000 USD 5710000.00000000 BRL 2023-01-18 -14212.90000000 N N N N/A N/A N/A 76391251.01000000 NC USD 1447769.71000000 0.026056982274 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -76391251.01000000 USD 72620000.00000000 EUR 2023-01-18 1447769.71000000 N N N N/A N/A N/A 9040347.19000000 NC USD 174328.82000000 0.003137572875 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9040347.19000000 USD 180070000.00000000 MXN 2023-01-18 174328.82000000 N N N N/A N/A N/A 27310.96000000 NC USD 1284.20000000 0.000023113052 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -27310.96000000 USD 36000000.00000000 KRW 2023-01-18 1284.20000000 N N N N/A N/A N/A 860000.00000000 NC -4193.14000000 -0.00007546820 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 8983682.12000000 NOK 2023-01-18 -4193.14000000 N N N N/A N/A N/A 2810000.00000000 NC -1684.77000000 -0.00003032251 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2810000.00000000 CAD 2073724.22000000 USD 2023-01-03 -1684.77000000 N N N N/A N/A N/A 488944.75000000 NC USD 21796.58000000 0.000392295193 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -488944.75000000 USD 643000000.00000000 KRW 2023-01-18 21796.58000000 N N N N/A N/A N/A 11254512.28000000 NC USD -37958.52000000 -0.00068317804 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -11254512.28000000 USD 219190000.00000000 MXN 2023-01-18 -37958.52000000 N N N N/A N/A N/A 1160000.00000000 NC -4653.07000000 -0.00008374602 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1160000.00000000 NZD 731948.40000000 USD 2023-01-04 -4653.07000000 N N N N/A N/A N/A 280000.00000000 NC -383.98000000 -0.00000691087 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -280000.00000000 NZD 177419.20000000 USD 2023-01-05 -383.98000000 N N N N/A N/A N/A 8574472.70000000 NC 13834.67000000 0.000248996610 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8574472.70000000 NOK 830000.00000000 EUR 2023-01-18 13834.67000000 N N N N/A N/A N/A 642010000.00000000 NC -825467.90000000 -0.01485678439 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -642010000.00000000 ZAR 36906497.29000000 USD 2023-01-18 -825467.90000000 N N N N/A N/A N/A 2690000.00000000 NC -982.67000000 -0.00001768611 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2690000.00000000 CAD 1985796.75000000 USD 2023-01-03 -982.67000000 N N N N/A N/A N/A 747854.91000000 NC USD -6593.74000000 -0.00011867423 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -747854.91000000 USD 3930000.00000000 BRL 2023-01-18 -6593.74000000 N N N N/A N/A N/A 1020000.00000000 NC -10788.56000000 -0.00019417267 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1020000.00000000 EUR 10598131.50000000 NOK 2023-01-18 -10788.56000000 N N N N/A N/A N/A 3074000000.00000000 NC -168102.29000000 -0.00302550768 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3074000000.00000000 JPY 23297024.64000000 USD 2023-01-18 -168102.29000000 N N N HONG KONG FUTURES EXCHANGE LTD. N/A N/A 189.00000000 NC 582031.71000000 0.010475415976 Long DE CORP HK N 1 DEUTSCHE BANK N/A Long Hang Seng HSI 2023-01-30 23529909.90000000 HKD 582031.71000000 N N N N/A N/A N/A 55800000.00000000 NC -22362.51000000 -0.00040248081 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -55800000.00000000 NZD 35431750.08000000 USD 2023-02-15 -22362.51000000 N N N N/A N/A N/A 980000.00000000 NC -3938.80000000 -0.00007089058 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -980000.00000000 EUR 10245437.44000000 NOK 2023-01-18 -3938.80000000 N N N N/A N/A N/A 840000.00000000 NC -7012.55000000 -0.00012621198 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 8746201.80000000 NOK 2023-01-18 -7012.55000000 N N N N/A N/A N/A 8295007.84000000 NC 18897.61000000 0.000340119485 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8295007.84000000 SEK 760000.00000000 EUR 2023-01-18 18897.61000000 N N N N/A N/A N/A 612769.35000000 NC USD 1067.82000000 0.000019218641 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -612769.35000000 USD 50790000.00000000 INR 2023-01-18 1067.82000000 N N N ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 N/A -450.00000000 NC 300136.23000000 0.005401856642 Short DE CORP GB N 1 BANK OF AMERICA MERRILL LYNCH N/A Short FTSE 100 Index Future UKX 2023-03-17 -40683062.04000000 GBP 300136.23000000 N N N N/A N/A N/A 783866.60000000 NC USD -16199.17000000 -0.00029155291 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -783866.60000000 USD 4070000.00000000 BRL 2023-01-18 -16199.17000000 N N N N/A N/A N/A 1187941.91000000 NC USD -9091.44000000 -0.00016362788 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1187941.91000000 USD 6250000.00000000 BRL 2023-01-18 -9091.44000000 N N N N/A N/A N/A 1180000.00000000 NC -3844.98000000 -0.00006920201 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1180000.00000000 EUR 1259673.60000000 USD 2023-01-03 -3844.98000000 N N N N/A N/A N/A 5180000.00000000 NC 3715.42000000 0.000066870188 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5180000.00000000 BRL 980746.69000000 USD 2023-01-18 3715.42000000 N N N N/A N/A N/A 6230000.00000000 NC 1930.32000000 0.000034741930 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6230000.00000000 BRL 1177008.47000000 USD 2023-01-18 1930.32000000 N N N N/A N/A N/A 880000.00000000 NC -8258.90000000 -0.00014864381 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -880000.00000000 EUR 9153754.72000000 NOK 2023-01-18 -8258.90000000 N N N N/A N/A N/A 1230000.00000000 NC -432.15000000 -0.00000777784 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1230000.00000000 NZD 780631.80000000 USD 2023-01-05 -432.15000000 N N N Ishares Inc 549300MGJZCNMJLBAJ67 46434G822 284480.00000000 NS USD 15487091.20000000 0.278736913817 Long EC RF US N 1 N N N N/A N/A N/A 1070000.00000000 NC -7809.35000000 -0.00014055280 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1070000.00000000 EUR 1137923.60000000 USD 2023-01-03 -7809.35000000 N N N N/A N/A N/A 1290000.00000000 NC -4710.14000000 -0.00008477317 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1290000.00000000 NZD 814441.50000000 USD 2023-01-04 -4710.14000000 N N N N/A N/A N/A 840000.00000000 NC -9534.37000000 -0.00017159974 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 8721512.52000000 NOK 2023-01-18 -9534.37000000 N N N N/A N/A N/A 13240000.00000000 NC 3722.41000000 0.000066995994 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13240000.00000000 ZAR 782862.18000000 USD 2023-01-04 3722.41000000 N N N N/A N/A N/A 790000.00000000 NC -206.90000000 -0.00000372378 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -790000.00000000 SGD 589609.44000000 USD 2023-01-04 -206.90000000 N N N N/A N/A N/A 17320000.00000000 NC -326245.40000000 -0.00587176989 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -17320000.00000000 EUR 18238500.38000000 USD 2023-01-18 -326245.40000000 N N N N/A N/A N/A 978631.93000000 NC USD -9145.30000000 -0.00016459725 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -978631.93000000 USD 5140000.00000000 BRL 2023-01-18 -9145.30000000 N N N N/A N/A N/A 1880000.00000000 NC -1138.01000000 -0.00002048192 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1880000.00000000 ILS 533530.10000000 USD 2023-01-03 -1138.01000000 N N N N/A N/A N/A 2554773.08000000 NC USD -29203.84000000 -0.00052561117 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2554773.08000000 USD 13390000.00000000 BRL 2023-01-18 -29203.84000000 N N N N/A N/A N/A 126000000.00000000 NC -9656.35000000 -0.00017379514 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -126000000.00000000 JPY 950398.26000000 USD 2023-01-05 -9656.35000000 N N N N/A N/A N/A 4433395.35000000 NC USD 42547.84000000 0.000765776701 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4433395.35000000 USD 19620000.00000000 PLN 2023-01-18 42547.84000000 N N N N/A N/A N/A 960000.00000000 NC -4543.34000000 -0.00008177110 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -960000.00000000 EUR 10029641.28000000 NOK 2023-01-18 -4543.34000000 N N N N/A N/A N/A 8560000.00000000 NC -3574.78000000 -0.00006433894 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -8560000.00000000 SEK 816856.25000000 USD 2023-01-03 -3574.78000000 N N N N/A N/A N/A 1010000.00000000 NC -5270.44000000 -0.00009485746 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1010000.00000000 GBP 1215686.50000000 USD 2023-01-04 -5270.44000000 N N N N/A N/A N/A 930000.00000000 NC -1839.78000000 -0.00003311238 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -930000.00000000 GBP 1122407.70000000 USD 2023-01-04 -1839.78000000 N N N N/A N/A N/A 960000.00000000 NC -4683.13000000 -0.00008428704 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -960000.00000000 GBP 1155830.40000000 USD 2023-01-04 -4683.13000000 N N N N/A N/A N/A 8880000.00000000 NC -299.27000000 -0.00000538626 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -8880000.00000000 SEK 850802.08000000 USD 2023-01-03 -299.27000000 N N N Ishares Trust 549300MGJZCNMJLBAJ67 46435G334 371068.00000000 NS USD 11376944.88000000 0.204762434957 Long EC RF US N 1 N N N HONG KONG FUTURES EXCHANGE LTD. N/A N/A 803.00000000 NC 114376.75000000 0.002058554566 Long DE CORP HK N 1 DEUTSCHE BANK N/A Long HKG Hang Seng China Enterprise HSCEI 2023-01-30 34662821.65000000 HKD 114376.75000000 N N N N/A N/A N/A 534100.56000000 NC USD 20327.82000000 0.000365860427 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -534100.56000000 USD 698000000.00000000 KRW 2023-01-18 20327.82000000 N N N N/A N/A N/A 612850.92000000 NC USD -3002.06000000 -0.00005403112 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -612850.92000000 USD 50460000.00000000 INR 2023-01-18 -3002.06000000 N N N N/A N/A N/A 2555053.97000000 NC USD -31370.89000000 -0.00056461377 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2555053.97000000 USD 13380000.00000000 BRL 2023-01-18 -31370.89000000 N N N N/A N/A N/A 6280000.00000000 NC -13435.22000000 -0.00024180730 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6280000.00000000 BRL 1171073.73000000 USD 2023-01-18 -13435.22000000 N N N N/A N/A N/A 9289645.20000000 NC 15816.11000000 0.000284658599 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9289645.20000000 NOK 900000.00000000 EUR 2023-01-18 15816.11000000 N N N N/A N/A N/A 912231.38000000 NC USD 17214.53000000 0.000309827384 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -912231.38000000 USD 122000000.00000000 JPY 2023-01-04 17214.53000000 N N N LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 N/A 20.00000000 NC USD -29441.00000000 -0.00052987958 Long DCO CORP GB N 1 DEUTSCHE BANK N/A Long N/A LME Zinc Future 2023-03-13 1517691.00000000 USD -29441.00000000 N N N N/A N/A N/A 844036.20000000 NC 384.78000000 0.000006925276 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -844036.20000000 PLN 180000.00000000 EUR 2023-01-18 384.78000000 N N N N/A N/A N/A 1070000.00000000 NC -1595.66000000 -0.00002871871 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1070000.00000000 NZD 677855.70000000 USD 2023-01-04 -1595.66000000 N N N N/A N/A N/A 374170000.00000000 NC -54139.44000000 -0.00097440250 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -374170000.00000000 SEK 35839159.50000000 USD 2023-01-18 -54139.44000000 N N N N/A N/A N/A 9159190.32000000 NC 21747.90000000 0.000391419050 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9159190.32000000 SEK 840000.00000000 EUR 2023-01-18 21747.90000000 N N N N/A N/A N/A 710000.00000000 NC -1896.82000000 -0.00003413899 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -710000.00000000 SGD 528191.28000000 USD 2023-01-04 -1896.82000000 N N N N/A N/A N/A 658000000.00000000 NC -15425.24000000 -0.00027762371 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -658000000.00000000 KRW 507230.74000000 USD 2023-01-18 -15425.24000000 N N N N/A N/A N/A 29750000.00000000 NC 74204.76000000 0.001335538451 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -29750000.00000000 CHF 32303841.57000000 USD 2023-01-18 74204.76000000 N N N N/A N/A N/A 1230000.00000000 NC -2826.86000000 -0.00005087787 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1230000.00000000 GBP 1484081.10000000 USD 2023-01-04 -2826.86000000 N N N N/A N/A N/A 52780000.00000000 NC -105547.04000000 -0.00189963730 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -52780000.00000000 CAD 38879458.36000000 USD 2023-01-18 -105547.04000000 N N N N/A N/A N/A 880000.00000000 NC -10120.62000000 -0.00018215107 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -880000.00000000 EUR 9727346.64000000 SEK 2023-01-18 -10120.62000000 N N N N/A N/A N/A 942774.88000000 NC USD 2191.66000000 0.000039445531 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -942774.88000000 USD 5010000.00000000 BRL 2023-01-18 2191.66000000 N N N N/A N/A N/A 1128995.90000000 NC USD -14274.90000000 -0.00025691987 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1128995.90000000 USD 5910000.00000000 BRL 2023-01-18 -14274.90000000 N N N N/A N/A N/A 993634.76000000 NC USD 19613.65000000 0.000353006784 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -993634.76000000 USD 133000000.00000000 JPY 2023-01-04 19613.65000000 N N N N/A N/A N/A 860000.00000000 NC -8616.79000000 -0.00015508512 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 8940373.38000000 NOK 2023-01-18 -8616.79000000 N N N N/A N/A N/A 2499508.68000000 NC USD -28638.10000000 -0.00051542897 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2499508.68000000 USD 13100000.00000000 BRL 2023-01-18 -28638.10000000 N N N N/A N/A N/A 850000.00000000 NC -10983.11000000 -0.00019767418 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 9383144.90000000 SEK 2023-01-18 -10983.11000000 N N N N/A N/A N/A 522203.22000000 NC USD 18721.89000000 0.000336956874 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -522203.22000000 USD 681000000.00000000 KRW 2023-01-18 18721.89000000 N N N N/A N/A N/A 10339467.50000000 NC 26431.95000000 0.000475722656 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -10339467.50000000 SEK 950000.00000000 EUR 2023-01-18 26431.95000000 N N N N/A N/A N/A 790000.00000000 NC -1699.28000000 -0.00003058366 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -790000.00000000 SGD 588117.06000000 USD 2023-01-04 -1699.28000000 N N N N/A N/A N/A 1030000.00000000 NC -6531.78000000 -0.00011755908 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1030000.00000000 AUD 694673.20000000 USD 2023-01-03 -6531.78000000 N N N N/A N/A N/A 502371.69000000 NC USD 24454.81000000 0.000440138059 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -502371.69000000 USD 448000000.00000000 CLP 2023-01-18 24454.81000000 N N N N/A N/A N/A 73160000.00000000 NC 3369.46000000 0.000060643594 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -73160000.00000000 INR 887565.71000000 USD 2023-01-18 3369.46000000 N N N EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 N/A -3591.00000000 NC 7937770.70000000 0.142864123348 Short DIR CORP DE N 1 GOLDMAN SACHS N/A Short N/A Euro-BTP Italian Bond Futures 2023-03-08 -423668829.40000000 EUR 7937770.70000000 N N N N/A N/A N/A 544586.63000000 NC USD 26926.04000000 0.000484615296 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -544586.63000000 USD 486000000.00000000 CLP 2023-01-18 26926.04000000 N N N N/A N/A N/A 585159.87000000 NC USD 1363.42000000 0.000024538854 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -585159.87000000 USD 48530000.00000000 INR 2023-01-18 1363.42000000 N N N N/A N/A N/A 9060717.66000000 NC 7043.24000000 0.000126764345 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9060717.66000000 NOK 870000.00000000 EUR 2023-01-18 7043.24000000 N N N N/A N/A N/A 850000.00000000 NC -23168.73000000 -0.00041699117 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 9256115.80000000 SEK 2023-01-18 -23168.73000000 N N N N/A N/A N/A 1076170.22000000 NC USD -18034.04000000 -0.00032457693 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1076170.22000000 USD 5610000.00000000 BRL 2023-01-18 -18034.04000000 N N N N/A N/A N/A 880000.00000000 NC -370.95000000 -0.00000667636 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -880000.00000000 AUD 598716.80000000 USD 2023-01-04 -370.95000000 N N N N/A N/A N/A 840000.00000000 NC -11958.64000000 -0.00021523179 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 9261238.56000000 SEK 2023-01-18 -11958.64000000 N N N N/A N/A N/A 5200000.00000000 NC 6398.85000000 0.000115166604 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5200000.00000000 BRL 987202.44000000 USD 2023-01-18 6398.85000000 N N N LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 N/A 42.00000000 NC USD -15450.00000000 -0.00027806934 Long DCO CORP GB N 1 DEUTSCHE BANK N/A Long N/A LME Primary Aluminum Future 2023-03-13 2506060.50000000 USD -15450.00000000 N N N N/A N/A N/A 1010000.00000000 NC -4192.78000000 -0.00007546172 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1010000.00000000 NZD 637158.50000000 USD 2023-01-04 -4192.78000000 N N N N/A N/A N/A 967976.43000000 NC USD -13579.09000000 -0.00024439667 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -967976.43000000 USD 5060000.00000000 BRL 2023-01-18 -13579.09000000 N N N N/A N/A N/A 8839955.48000000 NC 18873.69000000 0.000339688972 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8839955.48000000 NOK 860000.00000000 EUR 2023-01-18 18873.69000000 N N N N/A N/A N/A 4722965.23000000 NC USD -60375.86000000 -0.00108664568 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4722965.23000000 USD 24720000.00000000 BRL 2023-01-18 -60375.86000000 N N N N/A N/A N/A 607330.79000000 NC USD 26507.34000000 0.000477079527 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -607330.79000000 USD 539000000.00000000 CLP 2023-01-18 26507.34000000 N N N CME GLOBEX N/A N/A -343.00000000 NC USD -15385.00000000 -0.00027689947 Short DFE CORP US N 1 GOLDMAN SACHS N/A Short N/A CME Australian Dollar Currency 2023-03-13 -23406370.00000000 USD -15385.00000000 N N N N/A N/A N/A 8942187.12000000 NC 19150.21000000 0.000344665784 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8942187.12000000 NOK 870000.00000000 EUR 2023-01-18 19150.21000000 N N N N/A N/A N/A 940000.00000000 NC -23136.84000000 -0.00041641721 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -940000.00000000 EUR 10262080.58000000 SEK 2023-01-18 -23136.84000000 N N N N/A N/A N/A 1302254.14000000 NC USD -10234.03000000 -0.00018419223 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1302254.14000000 USD 6850000.00000000 BRL 2023-01-18 -10234.03000000 N N N N/A N/A N/A 5420000.00000000 NC 62.68000000 0.000001128115 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5420000.00000000 BRL 1022361.81000000 USD 2023-01-18 62.68000000 N N N N/A N/A N/A 567020.58000000 NC USD 648.88000000 0.000011678552 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -567020.58000000 USD 46970000.00000000 INR 2023-01-18 648.88000000 N N N N/A N/A N/A 863445.43000000 NC USD -12786.93000000 -0.00023013936 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -863445.43000000 USD 4510000.00000000 BRL 2023-01-18 -12786.93000000 N N N N/A N/A N/A 1230000.00000000 NC 806.23000000 0.000014510540 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1230000.00000000 CHF 1331125.61000000 USD 2023-01-04 806.23000000 N N N N/A N/A N/A 830000.00000000 NC -21478.41000000 -0.00038656876 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 9050262.73000000 SEK 2023-01-18 -21478.41000000 N N N N/A N/A N/A 9136620.74000000 NC 20727.69000000 0.000373057294 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9136620.74000000 NOK 890000.00000000 EUR 2023-01-18 20727.69000000 N N N N/A N/A N/A 1090000.00000000 NC -5677.00000000 -0.00010217473 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1090000.00000000 GBP 1311989.40000000 USD 2023-01-04 -5677.00000000 N N N N/A N/A N/A 963528.92000000 NC USD 2185.38000000 0.000039332504 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -963528.92000000 USD 5120000.00000000 BRL 2023-01-18 2185.38000000 N N N N/A N/A N/A 13740000.00000000 NC 981.37000000 0.000017662712 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13740000.00000000 ZAR 809544.85000000 USD 2023-01-04 981.37000000 N N N N/A N/A N/A 64950000.00000000 NC -1223.69000000 -0.00002202399 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -64950000.00000000 INR 783748.24000000 USD 2023-01-18 -1223.69000000 N N N N/A N/A N/A 5052627.85000000 NC USD 55441.30000000 0.000997833399 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5052627.85000000 USD 6840000.00000000 SGD 2023-01-18 55441.30000000 N N N N/A N/A N/A 1060000.00000000 NC -6944.63000000 -0.00012498956 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1060000.00000000 AUD 714683.80000000 USD 2023-01-03 -6944.63000000 N N N N/A N/A N/A 527640000.00000000 NC -759834.09000000 -0.01367550604 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -527640000.00000000 NOK 53134469.46000000 USD 2023-01-18 -759834.09000000 N N N N/A N/A N/A 8681745.24000000 NC 13596.28000000 0.000244706063 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8681745.24000000 NOK 840000.00000000 EUR 2023-01-18 13596.28000000 N N N ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 N/A 54.00000000 NC -7033.45000000 -0.00012658814 Long DIR CORP GB N 1 DEUTSCHE BANK N/A Long N/A Three Month SONIA Index Future 2023-12-19 15546925.20000000 GBP -7033.45000000 N N N N/A N/A N/A 1000000.00000000 NC -4111.27000000 -0.00007399470 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1000000.00000000 NZD 630890.00000000 USD 2023-01-04 -4111.27000000 N N N N/A N/A N/A 529226.05000000 NC USD 23613.71000000 0.000424999928 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -529226.05000000 USD 696000000.00000000 KRW 2023-01-18 23613.71000000 N N N N/A N/A N/A 6270000.00000000 NC -6315.53000000 -0.00011366700 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6270000.00000000 BRL 1176307.26000000 USD 2023-01-18 -6315.53000000 N N N N/A N/A N/A 35808859.91000000 NC USD 53369.02000000 0.000960536471 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -35808859.91000000 USD 374170000.00000000 SEK 2023-01-03 53369.02000000 N N N N/A N/A N/A 98304431.73000000 NC USD -503954.55000000 -0.00907018200 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -98304431.73000000 USD 80870000.00000000 GBP 2023-01-18 -503954.55000000 N N N N/A N/A N/A 1390000.00000000 NC -3028.05000000 -0.00005449889 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1390000.00000000 EUR 1485354.00000000 USD 2023-01-03 -3028.05000000 N N N N/A N/A N/A 4890000.00000000 NC 11420.56000000 0.000205547420 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4890000.00000000 BRL 933753.17000000 USD 2023-01-18 11420.56000000 N N N N/A N/A N/A 34250223.81000000 NC USD 660764.28000000 0.011892446024 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -34250223.81000000 USD 153030000.00000000 PLN 2023-01-18 660764.28000000 N N N N/A N/A N/A 1410000.00000000 NC -3754.89000000 -0.00006758056 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1410000.00000000 EUR 14759605.05000000 NOK 2023-01-18 -3754.89000000 N N N N/A N/A N/A 1000000.00000000 NC -26.47000000 -0.00000047640 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1000000.00000000 CLP 1149.48000000 USD 2023-01-18 -26.47000000 N N N N/A N/A N/A 666000000.00000000 NC -11376.71000000 -0.00020475820 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -666000000.00000000 KRW 517633.75000000 USD 2023-01-18 -11376.71000000 N N N N/A N/A N/A 810000.00000000 NC 3943.00000000 0.000070966176 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -810000.00000000 EUR 8538643.35000000 NOK 2023-01-18 3943.00000000 N N N N/A N/A N/A 869021.20000000 NC USD -7045.74000000 -0.00012680934 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -869021.20000000 USD 4570000.00000000 BRL 2023-01-18 -7045.74000000 N N N N/A N/A N/A 41552190.61000000 NC USD 695870.41000000 0.012524286710 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -41552190.61000000 USD 62020000.00000000 AUD 2023-01-18 695870.41000000 N N N N/A N/A N/A 1223452.23000000 NC USD -10650.87000000 -0.00019169452 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1223452.23000000 USD 6430000.00000000 BRL 2023-01-18 -10650.87000000 N N N N/A N/A N/A 3783693.60000000 NC USD 6862.13000000 0.000123504724 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3783693.60000000 USD 3540000.00000000 EUR 2023-01-03 6862.13000000 N N N N/A N/A N/A 46766463.38000000 NC USD 71826.24000000 0.001292729810 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -46766463.38000000 USD 38730000.00000000 GBP 2023-01-18 71826.24000000 N N N N/A N/A N/A 4710000.00000000 NC -6227.08000000 -0.00011207508 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4710000.00000000 BRL 882154.63000000 USD 2023-01-18 -6227.08000000 N N N N/A N/A N/A 810000.00000000 NC -4917.52000000 -0.00008850560 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -810000.00000000 EUR 8999428.05000000 SEK 2023-01-18 -4917.52000000 N N N N/A N/A N/A 573378.43000000 NC USD 333.93000000 0.000006010077 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -573378.43000000 USD 47470000.00000000 INR 2023-01-18 333.93000000 N N N N/A N/A N/A 9668086.02000000 NC 26524.04000000 0.000477380093 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9668086.02000000 SEK 890000.00000000 EUR 2023-01-18 26524.04000000 N N N N/A N/A N/A 820000.00000000 NC -12882.22000000 -0.00023185440 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -820000.00000000 EUR 9028136.86000000 SEK 2023-01-18 -12882.22000000 N N N N/A N/A N/A 1210000.00000000 NC -2276.42000000 -0.00004097104 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1210000.00000000 NZD 766087.30000000 USD 2023-01-05 -2276.42000000 N N N N/A N/A N/A 920000.00000000 NC -25318.21000000 -0.00045567754 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920000.00000000 EUR 10015867.04000000 SEK 2023-01-18 -25318.21000000 N N N Ishares Inc 549300MGJZCNMJLBAJ67 464286103 710264.00000000 NS USD 15789168.72000000 0.284173709828 Long EC RF US N 1 N N N N/A N/A N/A 8924089.38000000 NC 20998.75000000 0.000377935836 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8924089.38000000 NOK 870000.00000000 EUR 2023-01-18 20998.75000000 N N N N/A N/A N/A 1880000.00000000 NC -1440.67000000 -0.00002592920 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1880000.00000000 ILS 533227.44000000 USD 2023-01-03 -1440.67000000 N N N N/A N/A N/A 4191970.45000000 NC USD 34673.25000000 0.000624049705 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4191970.45000000 USD 41380000.00000000 NOK 2023-01-18 34673.25000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 N/A 136.00000000 NC USD 493530.00000000 0.008882560792 Long DCO CORP GB N 1 BANK OF AMERICA MERRILL LYNCH N/A Long N/A ICE Brent Crude Oil Future 2023-04-28 11033830.00000000 USD 493530.00000000 N N N N/A N/A N/A 850000.00000000 NC -2848.64000000 -0.00005126986 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -850000.00000000 NZD 536911.00000000 USD 2023-01-05 -2848.64000000 N N N N/A N/A N/A 220000000.00000000 NC -5516.78000000 -0.00009929109 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -220000000.00000000 KRW 169231.42000000 USD 2023-01-18 -5516.78000000 N N N N/A N/A N/A 2210000.00000000 NC 265.27000000 0.000004774333 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2210000.00000000 CAD 1632526.43000000 USD 2023-01-03 265.27000000 N N N N/A N/A N/A 45989297.01000000 NC USD 257411.51000000 0.004632896452 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -45989297.01000000 USD 67890000.00000000 AUD 2023-01-18 257411.51000000 N N N N/A N/A N/A 53260000.00000000 NC 2043.23000000 0.000036774086 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -53260000.00000000 INR 645732.30000000 USD 2023-01-18 2043.23000000 N N N N/A N/A N/A 750000.00000000 NC -7896.50000000 -0.00014212133 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -750000.00000000 EUR 8297952.00000000 SEK 2023-01-18 -7896.50000000 N N N Ishares Inc 549300MGJZCNMJLBAJ67 464286640 302662.00000000 NS USD 8199113.58000000 0.147567776660 Long EC RF US N 1 N N N N/A N/A N/A 280000.00000000 NC -535.16000000 -0.00000963181 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -280000.00000000 NZD 177265.20000000 USD 2023-01-04 -535.16000000 N N N N/A N/A N/A 980000.00000000 NC -2196.52000000 -0.00003953300 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -980000.00000000 NZD 620114.60000000 USD 2023-01-05 -2196.52000000 N N N N/A N/A N/A 411098.91000000 NC USD 20211.42000000 0.000363765458 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -411098.91000000 USD 543000000.00000000 KRW 2023-01-18 20211.42000000 N N N N/A N/A N/A 584159.30000000 NC USD 28511.69000000 0.000513153850 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -584159.30000000 USD 521000000.00000000 CLP 2023-01-18 28511.69000000 N N N N/A N/A N/A 1040668.64000000 NC USD -18369.51000000 -0.00033061473 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1040668.64000000 USD 5420000.00000000 BRL 2023-01-18 -18369.51000000 N N N N/A N/A N/A 560000.00000000 NC 19.85000000 0.000000357260 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -560000.00000000 EUR 5876765.44000000 NOK 2023-01-18 19.85000000 N N N N/A N/A N/A 631839.59000000 NC USD 367.98000000 0.000006622909 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -631839.59000000 USD 52310000.00000000 INR 2023-01-18 367.98000000 N N N N/A N/A N/A 7187948.78000000 NC USD 127354.26000000 0.002292123997 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -7187948.78000000 USD 124470000.00000000 ZAR 2023-01-18 127354.26000000 N N N SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED N/A N/A 335.00000000 NC USD -223910.00000000 -0.00402993574 Long DE CORP SG N 1 GOLDMAN SACHS N/A Long FTSE Taiwan Index FTCRTWRP 2023-01-30 16863360.00000000 USD -223910.00000000 N N N N/A N/A N/A 108257429.25000000 NC USD 823768.12000000 0.014826191729 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -108257429.25000000 USD 147680000.00000000 CAD 2023-01-18 823768.12000000 N N N N/A N/A N/A 70390000.00000000 NC 2907.38000000 0.000052327071 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -70390000.00000000 INR 853626.00000000 USD 2023-01-18 2907.38000000 N N N N/A N/A N/A 527020.24000000 NC USD 23436.59000000 0.000421812119 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -527020.24000000 USD 693000000.00000000 KRW 2023-01-18 23436.59000000 N N N ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 N/A 41.00000000 NC -2776.12000000 -0.00004996465 Long DIR CORP GB N 1 DEUTSCHE BANK N/A Long N/A Three Month SONIA Index Future 2025-06-17 11853970.02000000 GBP -2776.12000000 N N N N/A N/A N/A 465000000.00000000 NC -5074.31000000 -0.00009132751 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -465000000.00000000 CLP 541743.37000000 USD 2023-01-18 -5074.31000000 N N N N/A N/A N/A 8690000.00000000 NC -477.10000000 -0.00000858685 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -8690000.00000000 SEK 832413.75000000 USD 2023-01-03 -477.10000000 N N N N/A N/A N/A 893000000.00000000 NC -20208.09000000 -0.00036370552 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -893000000.00000000 KRW 689110.74000000 USD 2023-01-18 -20208.09000000 N N N CME GLOBEX N/A N/A 107.00000000 NC USD -39512.50000000 -0.00071114660 Long DIR CORP US N 1 DEUTSCHE BANK N/A Long N/A CME 3 Month Eurodollar Future 2024-03-18 25612512.50000000 USD -39512.50000000 N N N N/A N/A N/A 8870549.98000000 NC 15748.71000000 0.000283445533 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8870549.98000000 NOK 860000.00000000 EUR 2023-01-18 15748.71000000 N N N N/A N/A N/A 9716771.69000000 NC 21853.73000000 0.000393323780 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9716771.69000000 SEK 890000.00000000 EUR 2023-01-18 21853.73000000 N N N N/A N/A N/A 11210000.00000000 NC -3660.69000000 -0.00006588515 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -11210000.00000000 SEK 1070758.92000000 USD 2023-01-03 -3660.69000000 N N N N/A N/A N/A 510864.54000000 NC USD 15762.99000000 0.000283702544 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -510864.54000000 USD 663000000.00000000 KRW 2023-01-18 15762.99000000 N N N N/A N/A N/A 515324.63000000 NC USD 22423.24000000 0.000403573830 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -515324.63000000 USD 677000000.00000000 KRW 2023-01-18 22423.24000000 N N N N/A N/A N/A 9600000.00000000 NC -962.88000000 -0.00001732992 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -9600000.00000000 SEK 919146.69000000 USD 2023-01-03 -962.88000000 N N N ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 N/A -3064.00000000 NC 4816981.22000000 0.086696104635 Short DIR CORP GB N 1 GOLDMAN SACHS N/A Short N/A Long Gilt Future 2023-03-29 -374714050.02000000 GBP 4816981.22000000 N N N N/A N/A N/A 442047.90000000 NC USD -4458.61000000 -0.00008024613 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -442047.90000000 USD 2320000.00000000 BRL 2023-01-18 -4458.61000000 N N N N/A N/A N/A 673635.75000000 NC USD -276.36000000 -0.00000497393 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -673635.75000000 USD 3570000.00000000 BRL 2023-01-18 -276.36000000 N N N N/A N/A N/A 730000.00000000 NC 1325.82000000 0.000023862129 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -730000.00000000 CHF 790864.97000000 USD 2023-01-04 1325.82000000 N N N LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 N/A 31.00000000 NC USD 60800.25000000 0.001094283866 Long DCO CORP GB N 1 DEUTSCHE BANK N/A Long N/A LME Lead Future 2023-03-13 1729062.25000000 USD 60800.25000000 N N N N/A N/A N/A 920000.00000000 NC -14629.91000000 -0.00026330935 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920000.00000000 EUR 10127287.32000000 SEK 2023-01-18 -14629.91000000 N N N N/A N/A N/A 8941464.15000000 NC 19224.06000000 0.000345994937 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8941464.15000000 NOK 870000.00000000 EUR 2023-01-18 19224.06000000 N N N N/A N/A N/A 12912.83000000 NC USD 590.44000000 0.000010626748 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -12912.83000000 USD 17000000.00000000 KRW 2023-01-18 590.44000000 N N N N/A N/A N/A 1020000.00000000 NC -11932.72000000 -0.00021476528 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1020000.00000000 EUR 10586929.86000000 NOK 2023-01-18 -11932.72000000 N N N N/A N/A N/A 920000.00000000 NC -9122.40000000 -0.00016418510 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920000.00000000 EUR 9565056.00000000 NOK 2023-01-18 -9122.40000000 N N N N/A N/A N/A 860000.00000000 NC -2152.65000000 -0.00003874342 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9003659.06000000 NOK 2023-01-18 -2152.65000000 N N N N/A N/A N/A 7100000.00000000 NC 7175.18000000 0.000129139003 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -7100000.00000000 BRL 1346349.31000000 USD 2023-01-18 7175.18000000 N N N N/A N/A N/A 1910000.00000000 NC 396.03000000 0.000007127754 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1910000.00000000 CAD 1411083.28000000 USD 2023-01-03 396.03000000 N N N N/A N/A N/A 2110000.00000000 NC -8759.18000000 -0.00015764786 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2110000.00000000 NZD 1331093.50000000 USD 2023-01-04 -8759.18000000 N N N N/A N/A N/A 240000.00000000 NC -69.97000000 -0.00000125932 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -240000.00000000 AUD 163317.60000000 USD 2023-01-04 -69.97000000 N N N N/A N/A N/A 872552.14000000 NC USD -8690.52000000 -0.00015641211 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -872552.14000000 USD 4580000.00000000 BRL 2023-01-18 -8690.52000000 N N N N/A N/A N/A 1580000.00000000 NC -5042.63000000 -0.00009075733 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1580000.00000000 AUD 1070592.20000000 USD 2023-01-04 -5042.63000000 N N N N/A N/A N/A 5350000.00000000 NC -1999.26000000 -0.00003598271 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5350000.00000000 BRL 1007096.74000000 USD 2023-01-18 -1999.26000000 N N N N/A N/A N/A 1153908.29000000 NC USD -22211.84000000 -0.00039976904 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1153908.29000000 USD 6000000.00000000 BRL 2023-01-18 -22211.84000000 N N N ASX - TRADE24 N/A N/A 394.00000000 NC -158706.29000000 -0.00285639833 Long DE CORP AU N 1 DEUTSCHE BANK N/A Long SFE S&P ASX Share Price Index AS51 2023-03-16 46512743.47000000 AUD -158706.29000000 N N N N/A N/A N/A 930000.00000000 NC -3671.88000000 -0.00006608655 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -930000.00000000 GBP 1120575.60000000 USD 2023-01-03 -3671.88000000 N N N N/A N/A N/A 64779944.44000000 NC USD -274894.71000000 -0.00494755936 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -64779944.44000000 USD 101560000.00000000 NZD 2023-01-18 -274894.71000000 N N N N/A N/A N/A 880000.00000000 NC 4873.40000000 0.000087711530 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -880000.00000000 EUR 9282323.60000000 NOK 2023-01-18 4873.40000000 N N N N/A N/A N/A 573214.14000000 NC USD 21724.05000000 0.000390989797 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -573214.14000000 USD 749000000.00000000 KRW 2023-01-18 21724.05000000 N N N N/A N/A N/A 2440000.00000000 NC -21022.28000000 -0.00037835932 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2440000.00000000 EUR 25399245.88000000 NOK 2023-01-18 -21022.28000000 N N N OSAKA EXCHANGE N/A N/A -593.00000000 NC 1574021.01000000 0.028329255180 Short DE CORP JP N 1 DEUTSCHE BANK N/A Short TSE TOPIX (Tokyo Price Index) TPX 2023-03-09 -84262488.38000000 JPY 1574021.01000000 N N N N/A N/A N/A 1080000.00000000 NC -2604.25000000 -0.00004687133 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1080000.00000000 NZD 683208.00000000 USD 2023-01-05 -2604.25000000 N N N N/A N/A N/A 1470000.00000000 NC -5980.63000000 -0.00010763947 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1470000.00000000 EUR 1568063.70000000 USD 2023-01-03 -5980.63000000 N N N N/A N/A N/A 606000000.00000000 NC -6430.60000000 -0.00011573804 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -606000000.00000000 KRW 474921.26000000 USD 2023-01-18 -6430.60000000 N N N N/A N/A N/A 18103891.20000000 NC USD 88618.90000000 0.001594964372 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -18103891.20000000 USD 24630000.00000000 CAD 2023-01-18 88618.90000000 N N N N/A N/A N/A 890000.00000000 NC -5991.10000000 -0.00010782791 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -890000.00000000 EUR 9280895.97000000 NOK 2023-01-18 -5991.10000000 N N N N/A N/A N/A 531574.87000000 NC USD 25826.38000000 0.000464823598 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -531574.87000000 USD 474000000.00000000 CLP 2023-01-18 25826.38000000 N N N N/A N/A N/A 34072116.48000000 NC USD 985.05000000 0.000017728945 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -34072116.48000000 USD 46130000.00000000 CAD 2023-01-18 985.05000000 N N N N/A N/A N/A 704000000.00000000 NC -4756.14000000 -0.00008560108 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -704000000.00000000 KRW 554438.10000000 USD 2023-01-18 -4756.14000000 N N N N/A N/A N/A 1070000.00000000 NC -9439.23000000 -0.00016988741 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1070000.00000000 EUR 11136035.70000000 NOK 2023-01-18 -9439.23000000 N N N N/A N/A N/A 8930325.62000000 NC 22265.03000000 0.000400726364 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8930325.62000000 SEK 820000.00000000 EUR 2023-01-18 22265.03000000 N N N N/A N/A N/A 34978.33000000 NC USD 1559.93000000 0.000028075644 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -34978.33000000 USD 46000000.00000000 KRW 2023-01-18 1559.93000000 N N N N/A N/A N/A 713000000.00000000 NC -7541.08000000 -0.00013572447 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -713000000.00000000 KRW 558801.95000000 USD 2023-01-18 -7541.08000000 N N N N/A N/A N/A 750000.00000000 NC -7630.38000000 -0.00013733170 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -750000.00000000 EUR 8300726.25000000 SEK 2023-01-18 -7630.38000000 N N N N/A N/A N/A 960000.00000000 NC -846.02000000 -0.00001522668 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -960000.00000000 NZD 608755.20000000 USD 2023-01-04 -846.02000000 N N N N/A N/A N/A 2210000.00000000 NC -3450.57000000 -0.00006210341 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2210000.00000000 NZD 1399924.50000000 USD 2023-01-05 -3450.57000000 N N N N/A N/A N/A 40441472.10000000 NC USD 1830.18000000 0.000032939608 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -40441472.10000000 USD 37770000.00000000 EUR 2023-01-03 1830.18000000 N N N N/A N/A N/A 810000.00000000 NC -9627.56000000 -0.00017327697 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -810000.00000000 EUR 8405783.91000000 NOK 2023-01-18 -9627.56000000 N N N N/A N/A N/A 10253820.00000000 NC 24519.94000000 0.000441310270 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -10253820.00000000 NOK 1000000.00000000 EUR 2023-01-18 24519.94000000 N N N N/A N/A N/A 77216.36000000 NC USD 3008.95000000 0.000054155129 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -77216.36000000 USD 101000000.00000000 KRW 2023-01-18 3008.95000000 N N N N/A N/A N/A 18930392.31000000 NC USD 254738.75000000 0.004584792075 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -18930392.31000000 USD 25690000.00000000 SGD 2023-01-18 254738.75000000 N N N N/A N/A N/A 19950000.00000000 NC -104100.20000000 -0.00187359705 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -19950000.00000000 CHF 21508715.07000000 USD 2023-01-18 -104100.20000000 N N N N/A N/A N/A 73160000.00000000 NC 3517.00000000 0.000063299021 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -73160000.00000000 INR 887713.25000000 USD 2023-01-18 3517.00000000 N N N N/A N/A N/A 1060000.00000000 NC -10173.11000000 -0.00018309579 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1060000.00000000 EUR 11023912.02000000 NOK 2023-01-18 -10173.11000000 N N N N/A N/A N/A 850000.00000000 NC 2415.88000000 0.000043481046 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 8943447.55000000 NOK 2023-01-18 2415.88000000 N N N N/A N/A N/A 550759.22000000 NC USD 21938.29000000 0.000394845692 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -550759.22000000 USD 721000000.00000000 KRW 2023-01-18 21938.29000000 N N N N/A N/A N/A 152000000.00000000 NC -5903.97000000 -0.00010625974 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -152000000.00000000 JPY 1152257.14000000 USD 2023-01-05 -5903.97000000 N N N N/A N/A N/A 790000.00000000 NC -1786.83000000 -0.00003215939 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -790000.00000000 SGD 588029.51000000 USD 2023-01-04 -1786.83000000 N N N N/A N/A N/A 840000.00000000 NC -1410.70000000 -0.00002538980 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 8801045.40000000 NOK 2023-01-18 -1410.70000000 N N N N/A N/A N/A 464255.68000000 NC USD 22588.45000000 0.000406547282 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -464255.68000000 USD 414000000.00000000 CLP 2023-01-18 22588.45000000 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -715.00000000 NC USD 168890.00000000 0.003039684907 Short DE CORP US N 1 GOLDMAN SACHS N/A Short CBOT $5 Mini Dow Jones Industr INDU 2023-03-17 -119162765.00000000 USD 168890.00000000 N N N United States Treasury Notes 254900HROIFWPRGM1V77 912828VS6 659525000.00000000 PA USD 650424583.86000000 11.70635200856 Long DBT UST US N 2 2023-08-15 Fixed 2.50000000 N N N N N N N/A N/A N/A 735010.98000000 NC USD 892.65000000 0.000016065928 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -735010.98000000 USD 60890000.00000000 INR 2023-01-18 892.65000000 N N N N/A N/A N/A 81560000.00000000 NC 294480.97000000 0.005300073183 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -81560000.00000000 CAD 60537319.93000000 USD 2023-01-18 294480.97000000 N N N N/A N/A N/A 528282.47000000 NC USD 24557.29000000 0.000441982496 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -528282.47000000 USD 696000000.00000000 KRW 2023-01-18 24557.29000000 N N N N/A N/A N/A 730000.00000000 NC -2252.29000000 -0.00004053675 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -730000.00000000 SGD 542907.14000000 USD 2023-01-18 -2252.29000000 N N N N/A N/A N/A 49500000.00000000 NC 2685.85000000 0.000048339971 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -49500000.00000000 INR 600932.36000000 USD 2023-01-18 2685.85000000 N N N N/A N/A N/A 18250.67000000 NC USD 812.77000000 0.000014628247 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -18250.67000000 USD 24000000.00000000 KRW 2023-01-18 812.77000000 N N N N/A N/A N/A 631000000.00000000 NC -13754.81000000 -0.00024755928 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -631000000.00000000 KRW 487454.80000000 USD 2023-01-18 -13754.81000000 N N N N/A N/A N/A 920000.00000000 NC -4959.21000000 -0.00008925594 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920000.00000000 EUR 9605814.76000000 NOK 2023-01-18 -4959.21000000 N N N N/A N/A N/A 1860000.00000000 NC 8024.39000000 0.000144423098 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1860000.00000000 EUR 19597172.04000000 NOK 2023-01-18 8024.39000000 N N N N/A N/A N/A 431000000.00000000 NC -10880.05000000 -0.00019581931 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -431000000.00000000 CLP 495955.26000000 USD 2023-01-18 -10880.05000000 N N N N/A N/A N/A 503188.35000000 NC USD 24814.10000000 0.000446604566 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -503188.35000000 USD 449000000.00000000 CLP 2023-01-18 24814.10000000 N N N N/A N/A N/A 561965.92000000 NC USD 748.37000000 0.000013469175 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -561965.92000000 USD 46560000.00000000 INR 2023-01-18 748.37000000 N N N N/A N/A N/A 130000000.00000000 NC -11093.22000000 -0.00019965595 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -130000000.00000000 JPY 979439.31000000 USD 2023-01-05 -11093.22000000 N N N N/A N/A N/A 8320000.00000000 NC -6154.67000000 -0.00011077184 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8320000.00000000 NOK 843142.98000000 USD 2023-01-03 -6154.67000000 N N N N/A N/A N/A 4790000.00000000 NC -3805.32000000 -0.00006848820 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4790000.00000000 BRL 899665.68000000 USD 2023-01-18 -3805.32000000 N N N N/A N/A N/A 49470000.00000000 NC -387.69000000 -0.00000697765 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -49470000.00000000 INR 597496.24000000 USD 2023-01-18 -387.69000000 N N N N/A N/A N/A 482000000.00000000 NC -17220.48000000 -0.00030993447 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -482000000.00000000 CLP 549588.38000000 USD 2023-01-18 -17220.48000000 N N N N/A N/A N/A 840000.00000000 NC -23058.44000000 -0.00041500616 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 9145528.56000000 SEK 2023-01-18 -23058.44000000 N N N N/A N/A N/A 7630000.00000000 NC 4027.28000000 0.000072483049 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -7630000.00000000 BRL 1443167.93000000 USD 2023-01-18 4027.28000000 N N N N/A N/A N/A 4800000.00000000 NC -5459.52000000 -0.00009826052 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4800000.00000000 BRL 899897.64000000 USD 2023-01-18 -5459.52000000 N N N N/A N/A N/A 729067.96000000 NC USD 913.64000000 0.000016443707 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -729067.96000000 USD 60400000.00000000 INR 2023-01-18 913.64000000 N N N N/A N/A N/A 121990000.00000000 NC 2503779.18000000 0.045063057516 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -121990000.00000000 GBP 150032902.61000000 USD 2023-01-18 2503779.18000000 N N N N/A N/A N/A 797581.22000000 NC USD 2014.51000000 0.000036257183 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -797581.22000000 USD 66160000.00000000 INR 2023-01-18 2014.51000000 N N N N/A N/A N/A 13200000.00000000 NC -27615.22000000 -0.00049701916 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13200000.00000000 BRL 2462116.97000000 USD 2023-01-18 -27615.22000000 N N N N/A N/A N/A 55325144.04000000 NC USD -1291196.71000000 -0.02323897892 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -55325144.04000000 USD 44680000.00000000 GBP 2023-01-18 -1291196.71000000 N N N N/A N/A N/A 69450000.00000000 NC -1075.82000000 -0.00001936262 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -69450000.00000000 INR 838282.16000000 USD 2023-01-18 -1075.82000000 N N N N/A N/A N/A 4480000.00000000 NC 1495.24000000 0.000026911353 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4480000.00000000 BRL 846495.26000000 USD 2023-01-18 1495.24000000 N N N N/A N/A N/A 49400000.00000000 NC 2709.54000000 0.000048766344 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -49400000.00000000 INR 599747.47000000 USD 2023-01-18 2709.54000000 N N N N/A N/A N/A 9259721.10000000 NC 18872.63000000 0.000339669895 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9259721.10000000 NOK 900000.00000000 EUR 2023-01-18 18872.63000000 N N N N/A N/A N/A 1160000.00000000 NC 207.33000000 0.000003731528 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1160000.00000000 NZD 736808.80000000 USD 2023-01-04 207.33000000 N N N N/A N/A N/A 1669811.16000000 NC USD -28851.31000000 -0.00051926633 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1669811.16000000 USD 8700000.00000000 BRL 2023-01-18 -28851.31000000 N N N N/A N/A N/A 42286206.32000000 NC USD 567057.91000000 0.010205917286 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -42286206.32000000 USD 39980000.00000000 EUR 2023-01-18 567057.91000000 N N N N/A N/A N/A 2278.07000000 NC USD 104.86000000 0.000001887271 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2278.07000000 USD 3000000.00000000 KRW 2023-01-18 104.86000000 N N N N/A N/A N/A 538146.76000000 NC USD 26310.20000000 0.000473531398 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -538146.76000000 USD 480000000.00000000 CLP 2023-01-18 26310.20000000 N N N N/A N/A N/A 970000.00000000 NC -2125.53000000 -0.00003825532 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -970000.00000000 NZD 613825.70000000 USD 2023-01-04 -2125.53000000 N N N N/A N/A N/A 3800000.00000000 NC -1635.41000000 -0.00002943413 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3800000.00000000 BRL 715105.67000000 USD 2023-01-18 -1635.41000000 N N N N/A N/A N/A 8628033.96000000 NC 19082.47000000 0.000343446598 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8628033.96000000 NOK 840000.00000000 EUR 2023-01-18 19082.47000000 N N N N/A N/A N/A 940000.00000000 NC -903.66000000 -0.00001626408 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -940000.00000000 NZD 596007.00000000 USD 2023-01-05 -903.66000000 N N N N/A N/A N/A 6770000.00000000 NC 1134.21000000 0.000020413529 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6770000.00000000 BRL 1278065.04000000 USD 2023-01-18 1134.21000000 N N N N/A N/A N/A 872688.47000000 NC USD -8826.85000000 -0.00015886578 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -872688.47000000 USD 4580000.00000000 BRL 2023-01-18 -8826.85000000 N N N N/A N/A N/A 70950000.00000000 NC 3492.32000000 0.000062854830 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -70950000.00000000 NZD 45066836.93000000 USD 2023-01-18 3492.32000000 N N N N/A N/A N/A 3015731.20000000 NC -1988.54000000 -0.00003578977 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3015731.20000000 PLN 640000.00000000 EUR 2023-01-18 -1988.54000000 N N N N/A N/A N/A 840000.00000000 NC -20765.64000000 -0.00037374031 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 9169429.92000000 SEK 2023-01-18 -20765.64000000 N N N N/A N/A N/A 1084338.97000000 NC USD -16771.99000000 -0.00030186254 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1084338.97000000 USD 5660000.00000000 BRL 2023-01-18 -16771.99000000 N N N N/A N/A N/A 726271.97000000 NC USD 1468.03000000 0.000026421627 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -726271.97000000 USD 3190000.00000000 PLN 2023-01-18 1468.03000000 N N N N/A N/A N/A 910000.00000000 NC -28919.40000000 -0.00052049182 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -910000.00000000 EUR 9866589.46000000 SEK 2023-01-18 -28919.40000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 N/A 712.00000000 NC USD 3531990.00000000 0.063568812213 Long DCO CORP GB N 1 BANK OF AMERICA MERRILL LYNCH N/A Long N/A ICE Brent Crude Oil Future 2023-02-28 57450810.00000000 USD 3531990.00000000 N N N N/A N/A N/A 710000.00000000 NC -1868.25000000 -0.00003362479 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -710000.00000000 NZD 448989.80000000 USD 2023-01-05 -1868.25000000 N N N N/A N/A N/A 3020000.00000000 NC -3878.30000000 -0.00006980170 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3020000.00000000 BRL 565742.25000000 USD 2023-01-18 -3878.30000000 N N N N/A N/A N/A 136900000.00000000 NC -278649.43000000 -0.00501513687 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -136900000.00000000 NOK 13704615.97000000 USD 2023-01-18 -278649.43000000 N N N N/A N/A N/A 10314808.24000000 NC USD 125368.18000000 0.002256378498 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -10314808.24000000 USD 13980000.00000000 SGD 2023-01-18 125368.18000000 N N N N/A N/A N/A 950000.00000000 NC 2495.32000000 0.000044910809 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -950000.00000000 CHF 1029977.77000000 USD 2023-01-04 2495.32000000 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A 5.00000000 NC USD 520.00000000 0.000009358968 Long DCO CORP US N 1 GOLDMAN SACHS N/A Long N/A NYMEX Platinum Future 2023-04-26 270205.00000000 USD 520.00000000 N N N N/A N/A N/A 13190000.00000000 NC -27759.49000000 -0.00049961574 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13190000.00000000 BRL 2460086.54000000 USD 2023-01-18 -27759.49000000 N N N N/A N/A N/A 704568.80000000 NC USD 3444.00000000 0.000061985166 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -704568.80000000 USD 1040000.00000000 AUD 2023-01-03 3444.00000000 N N N N/A N/A N/A 2394492.77000000 NC USD 12122.16000000 0.000218174828 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2394492.77000000 USD 1990000.00000000 GBP 2023-01-18 12122.16000000 N N N N/A N/A N/A 1450000.00000000 NC -37483.02000000 -0.00067461999 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1450000.00000000 EUR 15811111.75000000 SEK 2023-01-18 -37483.02000000 N N N N/A N/A N/A 754000000.00000000 NC -9532.29000000 -0.00017156230 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -754000000.00000000 KRW 589377.45000000 USD 2023-01-18 -9532.29000000 N N N N/A N/A N/A 960000.00000000 NC -1191.62000000 -0.00002144679 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -960000.00000000 NZD 608409.60000000 USD 2023-01-04 -1191.62000000 N N N N/A N/A N/A 920000.00000000 NC -9947.37000000 -0.00017903292 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920000.00000000 EUR 9556979.32000000 NOK 2023-01-18 -9947.37000000 N N N N/A N/A N/A 40748397.50000000 NC USD 357722.64000000 0.006438297766 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -40748397.50000000 USD 38350000.00000000 EUR 2023-01-18 357722.64000000 N N N N/A N/A N/A 8831899.86000000 NC 19696.51000000 0.000354498100 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8831899.86000000 NOK 860000.00000000 EUR 2023-01-18 19696.51000000 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A 44.00000000 NC USD 151530.00000000 0.002727239350 Long DCO CORP US N 1 GOLDMAN SACHS N/A Long N/A NYMEX Light Sweet Crude Oil Fu 2023-06-20 3360990.00000000 USD 151530.00000000 N N N N/A N/A N/A 10000000.00000000 NC 21195.86000000 0.000381483425 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -10000000.00000000 CHF 10854687.22000000 USD 2023-01-18 21195.86000000 N N N N/A N/A N/A 1970000.00000000 NC -6503.50000000 -0.00011705009 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1970000.00000000 NZD 1244449.00000000 USD 2023-01-04 -6503.50000000 N N N N/A N/A N/A 754000000.00000000 NC -8329.26000000 -0.00014991015 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -754000000.00000000 KRW 590580.48000000 USD 2023-01-18 -8329.26000000 N N N N/A N/A N/A 1480535.81000000 NC USD -14988.91000000 -0.00026977064 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1480535.81000000 USD 7770000.00000000 BRL 2023-01-18 -14988.91000000 N N N N/A N/A N/A 592000000.00000000 NC -3818.75000000 -0.00006872992 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -592000000.00000000 KRW 466412.77000000 USD 2023-01-18 -3818.75000000 N N N N/A N/A N/A 1209044.11000000 NC USD -16990.52000000 -0.00030579564 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1209044.11000000 USD 6320000.00000000 BRL 2023-01-18 -16990.52000000 N N N N/A N/A N/A 900000.00000000 NC -8668.71000000 -0.00015601958 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -900000.00000000 EUR 9359620.20000000 NOK 2023-01-18 -8668.71000000 N N N N/A N/A N/A 449000000.00000000 NC -7609.78000000 -0.00013696094 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -449000000.00000000 CLP 520392.67000000 USD 2023-01-18 -7609.78000000 N N N N/A N/A N/A 29378771.11000000 NC USD 386113.81000000 0.006949282495 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -29378771.11000000 USD 506450000.00000000 ZAR 2023-01-18 386113.81000000 N N N N/A N/A N/A 1140000.00000000 NC -130.57000000 -0.00000235000 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1140000.00000000 CAD 841850.30000000 USD 2023-01-03 -130.57000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A -2642.00000000 NC USD -328033.36000000 -0.00590394963 Short DIR CORP US N 1 BANK OF AMERICA MERRILL LYNCH N/A Short N/A CBOT 10 Year US Treasury Note 2023-03-22 -296360640.64000000 USD -328033.36000000 N N N N/A N/A N/A 820000.00000000 NC 6968.98000000 0.000125427812 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -820000.00000000 EUR 8673207.24000000 NOK 2023-01-18 6968.98000000 N N N N/A N/A N/A 1220000.00000000 NC -2685.64000000 -0.00004833619 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1220000.00000000 NZD 772028.20000000 USD 2023-01-05 -2685.64000000 N N N N/A N/A N/A 8630673.37000000 NC 18853.99000000 0.000339334411 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8630673.37000000 SEK 790000.00000000 EUR 2023-01-18 18853.99000000 N N N N/A N/A N/A 4200000.00000000 NC 491.13000000 0.000008839365 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4200000.00000000 ZAR 247650.27000000 USD 2023-01-04 491.13000000 N N N N/A N/A N/A 1288329.72000000 NC USD -17057.37000000 -0.00030699881 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1288329.72000000 USD 6740000.00000000 BRL 2023-01-18 -17057.37000000 N N N N/A N/A N/A 760000.00000000 NC -8300.05000000 -0.00014938443 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -760000.00000000 EUR 8405482.20000000 SEK 2023-01-18 -8300.05000000 N N N N/A N/A N/A 1740000.00000000 NC 598.25000000 0.000010767313 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1740000.00000000 CAD 1285726.95000000 USD 2023-01-03 598.25000000 N N N N/A N/A N/A 5660000.00000000 NC 2271.15000000 0.000040876193 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5660000.00000000 BRL 1069838.13000000 USD 2023-01-18 2271.15000000 N N N N/A N/A N/A 80340000.00000000 NC 23396.70000000 0.000421094178 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -80340000.00000000 NOK 8229500.00000000 USD 2023-01-18 23396.70000000 N N N N/A N/A N/A 33530281.26000000 NC USD -212572.02000000 -0.00382587459 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -33530281.26000000 USD 27550000.00000000 GBP 2023-01-18 -212572.02000000 N N N N/A N/A N/A 760000.00000000 NC -5781.03000000 -0.00010404706 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -760000.00000000 EUR 8431741.72000000 SEK 2023-01-18 -5781.03000000 N N N N/A N/A N/A 1020000.00000000 NC -6356.17000000 -0.00011439844 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1020000.00000000 AUD 688041.00000000 USD 2023-01-03 -6356.17000000 N N N N/A N/A N/A 910000.00000000 NC -7646.10000000 -0.00013761462 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -910000.00000000 EUR 9474570.56000000 NOK 2023-01-18 -7646.10000000 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A 259.00000000 NC USD 369060.00000000 0.006642347751 Long DCO CORP US N 1 GOLDMAN SACHS N/A Long N/A NYMEX Light Sweet Crude Oil Fu 2023-02-21 20467490.00000000 USD 369060.00000000 N N N N/A N/A N/A 31939.87000000 NC USD 1421.15000000 0.000025577880 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -31939.87000000 USD 42000000.00000000 KRW 2023-01-18 1421.15000000 N N N N/A N/A N/A 750000.00000000 NC -8270.41000000 -0.00014885097 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -750000.00000000 EUR 8294054.25000000 SEK 2023-01-18 -8270.41000000 N N N N/A N/A N/A 1027865.29000000 NC USD -14996.97000000 -0.00026991570 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1027865.29000000 USD 5370000.00000000 BRL 2023-01-18 -14996.97000000 N N N N/A N/A N/A 9150543.01000000 NC 19305.63000000 0.000347463035 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9150543.01000000 NOK 890000.00000000 EUR 2023-01-18 19305.63000000 N N N N/A N/A N/A 493915.85000000 NC USD 23503.03000000 0.000423007907 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -493915.85000000 USD 440000000.00000000 CLP 2023-01-18 23503.03000000 N N N N/A N/A N/A 9383629.71000000 NC 16935.00000000 0.000304796399 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9383629.71000000 NOK 910000.00000000 EUR 2023-01-18 16935.00000000 N N N N/A N/A N/A 1130000.00000000 NC -4577.94000000 -0.00008239383 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1130000.00000000 NZD 712973.50000000 USD 2023-01-04 -4577.94000000 N N N N/A N/A N/A 492822.60000000 NC USD 17124.42000000 0.000308205583 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -492822.60000000 USD 642000000.00000000 KRW 2023-01-18 17124.42000000 N N N N/A N/A N/A 601410.65000000 NC USD 824.17000000 0.000014833424 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -601410.65000000 USD 49830000.00000000 INR 2023-01-18 824.17000000 N N N N/A N/A N/A 960000.00000000 NC -3879.62000000 -0.00006982546 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -960000.00000000 NZD 605721.60000000 USD 2023-01-04 -3879.62000000 N N N N/A N/A N/A 860000.00000000 NC 4885.27000000 0.000087925167 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9072562.26000000 NOK 2023-01-18 4885.27000000 N N N N/A N/A N/A 64509133.46000000 NC USD -1066410.16000000 -0.01919326702 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -64509133.46000000 USD 52460000.00000000 GBP 2023-01-18 -1066410.16000000 N N N N/A N/A N/A 307220000.00000000 NC -205668.01000000 -0.00370161611 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -307220000.00000000 SEK 29265265.79000000 USD 2023-01-18 -205668.01000000 N N N N/A N/A N/A 920000.00000000 NC -9517.45000000 -0.00017129521 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920000.00000000 EUR 9561188.32000000 NOK 2023-01-18 -9517.45000000 N N N N/A N/A N/A 940000.00000000 NC -2210.44000000 -0.00003978353 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -940000.00000000 AUD 637724.20000000 USD 2023-01-04 -2210.44000000 N N N N/A N/A N/A 101200993.30000000 NC USD 2029271.44000000 0.036522859662 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -101200993.30000000 USD 2017290000.00000000 MXN 2023-01-18 2029271.44000000 N N N N/A N/A N/A 670000.00000000 NC -20211.96000000 -0.00036377517 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -670000.00000000 EUR 7275674.05000000 SEK 2023-01-18 -20211.96000000 N N N N/A N/A N/A 925139.96000000 NC USD -10352.00000000 -0.00018631546 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -925139.96000000 USD 4850000.00000000 BRL 2023-01-18 -10352.00000000 N N N United States Treasury Notes 254900HROIFWPRGM1V77 912828UN8 699325000.00000000 PA USD 697435521.76000000 12.55245561683 Long DBT UST US N 2 2023-02-15 Fixed 2.00000000 N N N N N N N/A N/A N/A 20580842.16000000 NC USD 823261.91000000 0.014817080954 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -20580842.16000000 USD 2804000000.00000000 JPY 2023-01-18 823261.91000000 N N N N/A N/A N/A 626363.22000000 NC USD 22588.05000000 0.000406540083 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -626363.22000000 USD 817000000.00000000 KRW 2023-01-18 22588.05000000 N N N N/A N/A N/A 17850000.00000000 NC -286.63000000 -0.00000515877 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -17850000.00000000 MXN 915680.45000000 USD 2023-01-04 -286.63000000 N N N N/A N/A N/A 870000.00000000 NC -22686.27000000 -0.00040830784 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9484619.07000000 SEK 2023-01-18 -22686.27000000 N N N N/A N/A N/A 1407903.03000000 NC USD -21574.88000000 -0.00038830503 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1407903.03000000 USD 7350000.00000000 BRL 2023-01-18 -21574.88000000 N N N N/A N/A N/A 876058.55000000 NC USD 765.37000000 0.000013775141 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -876058.55000000 USD 72550000.00000000 INR 2023-01-18 765.37000000 N N N N/A N/A N/A 27622044.49000000 NC USD 371697.19000000 0.006689811939 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -27622044.49000000 USD 25840000.00000000 CHF 2023-01-18 371697.19000000 N N N N/A N/A N/A 3058240.90000000 NC -967.68000000 -0.00001741632 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3058240.90000000 PLN 650000.00000000 EUR 2023-01-18 -967.68000000 N N N N/A N/A N/A 1040000.00000000 NC -6207.19000000 -0.00011171710 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1040000.00000000 EUR 1107402.40000000 USD 2023-01-03 -6207.19000000 N N N N/A N/A N/A 950000.00000000 NC -15253.96000000 -0.00027454101 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -950000.00000000 EUR 10455992.60000000 SEK 2023-01-18 -15253.96000000 N N N N/A N/A N/A 1060694.45000000 NC USD -4444.43000000 -0.00007999092 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1060694.45000000 USD 5600000.00000000 BRL 2023-01-18 -4444.43000000 N N N N/A N/A N/A 4790000.00000000 NC -8194.10000000 -0.00014747754 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4790000.00000000 BRL 895276.90000000 USD 2023-01-18 -8194.10000000 N N N N/A N/A N/A 750000.00000000 NC -8608.62000000 -0.00015493807 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -750000.00000000 EUR 8290528.50000000 SEK 2023-01-18 -8608.62000000 N N N N/A N/A N/A 2840754.60000000 NC -4945.55000000 -0.00008901008 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2840754.60000000 PLN 600000.00000000 EUR 2023-01-18 -4945.55000000 N N N N/A N/A N/A 8839810.26000000 NC 20229.30000000 0.000364087263 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8839810.26000000 SEK 810000.00000000 EUR 2023-01-18 20229.30000000 N N N N/A N/A N/A 898963.72000000 NC USD -8695.85000000 -0.00015650804 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -898963.72000000 USD 4720000.00000000 BRL 2023-01-18 -8695.85000000 N N N N/A N/A N/A 521825.18000000 NC USD 764.29000000 0.000013755703 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -521825.18000000 USD 43240000.00000000 INR 2023-01-18 764.29000000 N N N N/A N/A N/A 7300000.00000000 NC -15916.85000000 -0.00028647171 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -7300000.00000000 BRL 1360980.50000000 USD 2023-01-18 -15916.85000000 N N N N/A N/A N/A 840000.00000000 NC -21297.94000000 -0.00038332066 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 9163880.88000000 SEK 2023-01-18 -21297.94000000 N N N N/A N/A N/A 60000.00000000 NC -253.71000000 -0.00000456627 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -60000.00000000 EUR 63993.00000000 USD 2023-01-03 -253.71000000 N N N N/A N/A N/A 495021.27000000 NC USD 22074.54000000 0.000397297922 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -495021.27000000 USD 651000000.00000000 KRW 2023-01-18 22074.54000000 N N N N/A N/A N/A 995028.68000000 NC USD -14225.09000000 -0.00025602339 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -995028.68000000 USD 5200000.00000000 BRL 2023-01-18 -14225.09000000 N N N N/A N/A N/A 1200871.39000000 NC USD 2993.95000000 0.000053885159 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1200871.39000000 USD 99610000.00000000 INR 2023-01-18 2993.95000000 N N N N/A N/A N/A 31942234.40000000 NC USD -452980.02000000 -0.00815274160 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -31942234.40000000 USD 328260000.00000000 SEK 2023-01-18 -452980.02000000 N N N N/A N/A N/A 1080000.00000000 NC -1664.65000000 -0.00002996039 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1080000.00000000 NZD 684147.60000000 USD 2023-01-05 -1664.65000000 N N N N/A N/A N/A 107000000.00000000 NC -5426.91000000 -0.00009767361 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -107000000.00000000 JPY 809857.56000000 USD 2023-01-05 -5426.91000000 N N N N/A N/A N/A 9410000.00000000 NC -4133.66000000 -0.00007439767 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -9410000.00000000 SEK 897765.41000000 USD 2023-01-03 -4133.66000000 N N N N/A N/A N/A 34031775.14000000 NC USD 314620.29000000 0.005662540985 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -34031775.14000000 USD 46500000.00000000 CAD 2023-01-18 314620.29000000 N N N N/A N/A N/A 250000.00000000 NC -65.34000000 -0.00000117599 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -250000.00000000 NZD 158687.50000000 USD 2023-01-05 -65.34000000 N N N N/A N/A N/A 63638.58000000 NC USD 3083.46000000 0.000055496162 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -63638.58000000 USD 84000000.00000000 KRW 2023-01-18 3083.46000000 N N N CME GLOBEX N/A N/A 1087.00000000 NC USD 377430.00000000 0.006792991144 Long DFE CORP US N 1 GOLDMAN SACHS N/A Long N/A CME Mexican Peso Currency Futu 2023-03-13 27134540.00000000 USD 377430.00000000 N N N N/A N/A N/A 710000.00000000 NC -630.69000000 -0.00001135116 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -710000.00000000 CHF 767277.25000000 USD 2023-01-03 -630.69000000 N N N Vanguard Index Fds 549300G6KNDK44WUN559 922908751 683876.00000000 NS USD 125518601.04000000 2.259085778518 Long EC RF US N 1 N N N N/A N/A N/A 126450000.00000000 NC -90572.40000000 -0.00163012349 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -126450000.00000000 CAD 93309464.21000000 USD 2023-01-18 -90572.40000000 N N N N/A N/A N/A 627648.91000000 NC USD 570.35000000 0.000010265168 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -627648.91000000 USD 51980000.00000000 INR 2023-01-18 570.35000000 N N N N/A N/A N/A 9350000.00000000 NC -2745.23000000 -0.00004940869 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -9350000.00000000 SEK 893403.15000000 USD 2023-01-03 -2745.23000000 N N N N/A N/A N/A 720000.00000000 NC 978.22000000 0.000017606019 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -720000.00000000 CHF 779701.76000000 USD 2023-01-03 978.22000000 N N N N/A N/A N/A 56050000.00000000 NC 2232.66000000 0.000040183450 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -56050000.00000000 INR 679641.08000000 USD 2023-01-18 2232.66000000 N N N N/A N/A N/A 40085550.22000000 NC USD -1148253.45000000 -0.02066628386 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -40085550.22000000 USD 136820000.00000000 ILS 2023-01-18 -1148253.45000000 N N N N/A N/A N/A 880000.00000000 NC -4150.70000000 -0.00007470436 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -880000.00000000 EUR 9193975.12000000 NOK 2023-01-18 -4150.70000000 N N N N/A N/A N/A 922964.28000000 NC USD -19493.28000000 -0.00035084036 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -922964.28000000 USD 4790000.00000000 BRL 2023-01-18 -19493.28000000 N N N N/A N/A N/A 602890.31000000 NC USD 1640.81000000 0.000029531324 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -602890.31000000 USD 50020000.00000000 INR 2023-01-18 1640.81000000 N N N N/A N/A N/A 740000.00000000 NC -1599.93000000 -0.00002879556 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -740000.00000000 SGD 550886.26000000 USD 2023-01-04 -1599.93000000 N N N N/A N/A N/A 9093910.32000000 NC 14371.54000000 0.000258659205 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9093910.32000000 NOK 880000.00000000 EUR 2023-01-18 14371.54000000 N N N N/A N/A N/A 11551740.48000000 NC 20571.60000000 0.000370247984 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -11551740.48000000 NOK 1120000.00000000 EUR 2023-01-18 20571.60000000 N N N N/A N/A N/A 900000.00000000 NC 7206.24000000 0.000129698022 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -900000.00000000 EUR 9515040.30000000 NOK 2023-01-18 7206.24000000 N N N N/A N/A N/A 1150000.00000000 NC -5518.00000000 -0.00009931305 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1150000.00000000 GBP 1384680.50000000 USD 2023-01-03 -5518.00000000 N N N N/A N/A N/A 5200000.00000000 NC 4492.76000000 0.000080860765 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5200000.00000000 BRL 985296.35000000 USD 2023-01-18 4492.76000000 N N N N/A N/A N/A 1025574.30000000 NC USD -14592.14000000 -0.00026262956 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1025574.30000000 USD 5360000.00000000 BRL 2023-01-18 -14592.14000000 N N N N/A N/A N/A 820000.00000000 NC -14690.08000000 -0.00026439229 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -820000.00000000 EUR 9009290.80000000 SEK 2023-01-18 -14690.08000000 N N N N/A N/A N/A 800000.00000000 NC -24184.95000000 -0.00043528111 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -800000.00000000 EUR 8686837.60000000 SEK 2023-01-18 -24184.95000000 N N N N/A N/A N/A 1040000.00000000 NC 1995.40000000 0.000035913240 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1040000.00000000 NZD 662407.20000000 USD 2023-01-05 1995.40000000 N N N N/A N/A N/A 800000.00000000 NC -5922.83000000 -0.00010659918 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -800000.00000000 EUR 8877211.20000000 SEK 2023-01-18 -5922.83000000 N N N N/A N/A N/A 1490000.00000000 NC -3503.50000000 -0.00006305604 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1490000.00000000 NZD 942663.40000000 USD 2023-01-05 -3503.50000000 N N N N/A N/A N/A 8836524.09000000 NC 20544.54000000 0.000369760957 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8836524.09000000 SEK 810000.00000000 EUR 2023-01-18 20544.54000000 N N N N/A N/A N/A 810000.00000000 NC -3049.04000000 -0.00005487667 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -810000.00000000 EUR 8470189.44000000 NOK 2023-01-18 -3049.04000000 N N N N/A N/A N/A 1425086.91000000 NC USD -25555.63000000 -0.00045995063 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1425086.91000000 USD 7420000.00000000 BRL 2023-01-18 -25555.63000000 N N N N/A N/A N/A 800000.00000000 NC -2766.61000000 -0.00004979349 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -800000.00000000 GBP 964328.00000000 USD 2023-01-03 -2766.61000000 N N N N/A N/A N/A 528951.80000000 NC USD 27065.20000000 0.000487119900 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -528951.80000000 USD 700000000.00000000 KRW 2023-01-18 27065.20000000 N N N N/A N/A N/A 450000.00000000 NC -3041.31000000 -0.00005473754 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -450000.00000000 EUR 478809.00000000 USD 2023-01-03 -3041.31000000 N N N Ishares Inc 549300MGJZCNMJLBAJ67 46434G814 220723.00000000 NS USD 5041313.32000000 0.090733637340 Long EC RF US N 1 N N N N/A N/A N/A 960000.00000000 NC 629.25000000 0.000011325251 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -960000.00000000 CHF 1038927.31000000 USD 2023-01-04 629.25000000 N N N N/A N/A N/A 663000000.00000000 NC -4641.94000000 -0.00008354570 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -663000000.00000000 KRW 521985.59000000 USD 2023-01-18 -4641.94000000 N N N N/A N/A N/A 13230000.00000000 NC -4571.35000000 -0.00008227523 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -13230000.00000000 SEK 1263454.65000000 USD 2023-01-03 -4571.35000000 N N N N/A N/A N/A 953495.43000000 NC USD -1722.21000000 -0.00003099636 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -953495.43000000 USD 880000.00000000 CHF 2023-01-03 -1722.21000000 N N N N/A N/A N/A 1078334.09000000 NC USD -14539.43000000 -0.00026168089 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1078334.09000000 USD 5640000.00000000 BRL 2023-01-18 -14539.43000000 N N N N/A N/A N/A 1080000.00000000 NC 290.65000000 0.000005231123 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1080000.00000000 CHF 1168375.96000000 USD 2023-01-03 290.65000000 N N N N/A N/A N/A 1040000.00000000 NC 998.47000000 0.000017970478 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1040000.00000000 CHF 1125821.36000000 USD 2023-01-04 998.47000000 N N N Vanguard Index Fds 549300G6KNDK44WUN559 922908637 427847.00000000 NS USD 74530947.40000000 1.341409177092 Long EC RF US N 1 N N N N/A N/A N/A 840000.00000000 NC 5309.54000000 0.000095561185 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 8866838.40000000 NOK 2023-01-18 5309.54000000 N N N N/A N/A N/A 70000000.00000000 NC -5448.26000000 -0.00009805787 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -70000000.00000000 JPY 527915.41000000 USD 2023-01-05 -5448.26000000 N N N N/A N/A N/A 910000.00000000 NC -8109.50000000 -0.00014595491 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -910000.00000000 AUD 611401.70000000 USD 2023-01-03 -8109.50000000 N N N N/A N/A N/A 770000.00000000 NC -1963.35000000 -0.00003533640 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -770000.00000000 SGD 572920.93000000 USD 2023-01-04 -1963.35000000 N N N N/A N/A N/A 60531364.29000000 NC USD 413175.22000000 0.007436334183 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -60531364.29000000 USD 82510000.00000000 CAD 2023-01-18 413175.22000000 N N N N/A N/A N/A 56270000.00000000 NC 2666.12000000 0.000047984870 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -56270000.00000000 INR 682733.41000000 USD 2023-01-18 2666.12000000 N N N N/A N/A N/A 6580000.00000000 NC -13255.05000000 -0.00023856460 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6580000.00000000 BRL 1227838.72000000 USD 2023-01-18 -13255.05000000 N N N N/A N/A N/A 1212051.80000000 NC USD -14339.72000000 -0.00025808650 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1212051.80000000 USD 6350000.00000000 BRL 2023-01-18 -14339.72000000 N N N N/A N/A N/A 750000.00000000 NC 2088.23000000 0.000037583996 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -750000.00000000 EUR 7890852.00000000 NOK 2023-01-18 2088.23000000 N N N MEFF FINANCIAL DERIVATIVES N/A N/A -304.00000000 NC 232666.96000000 0.004187543647 Short DE CORP ES N 1 DEUTSCHE BANK N/A Short MEFF Madrid IBEX 35 Index IBEX 2023-01-20 -26724773.97000000 EUR 232666.96000000 N N N N/A N/A N/A 510000.00000000 NC -594.42000000 -0.00001069838 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -510000.00000000 CAD 376081.23000000 USD 2023-01-03 -594.42000000 N N N N/A N/A N/A 522938.87000000 NC USD 19574.86000000 0.000352308641 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -522938.87000000 USD 683000000.00000000 KRW 2023-01-18 19574.86000000 N N N N/A N/A N/A 235000000.00000000 NC 1454.67000000 0.000026181173 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -235000000.00000000 JPY 1792032.70000000 USD 2023-01-05 1454.67000000 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A 67.00000000 NC USD 203700.00000000 0.003666195840 Long DCO CORP US N 1 GOLDMAN SACHS N/A Long N/A NYMEX Light Sweet Crude Oil Fu 2023-05-22 5169700.00000000 USD 203700.00000000 N N N N/A N/A N/A 8835883.38000000 NC 19289.63000000 0.000347175067 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8835883.38000000 NOK 860000.00000000 EUR 2023-01-18 19289.63000000 N N N N/A N/A N/A 63233.23000000 NC USD 2694.50000000 0.000048495653 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -63233.23000000 USD 83000000.00000000 KRW 2023-01-18 2694.50000000 N N N N/A N/A N/A 4530000.00000000 NC 617.89000000 0.000011120794 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -4530000.00000000 CAD 3346383.98000000 USD 2023-01-03 617.89000000 N N N Vanguard International Equity Index Funds 549300UR5XWDVDO7NP96 922042858 2677953.00000000 NS USD 104386607.94000000 1.878751830495 Long EC RF US N 1 N N N N/A N/A N/A 2959539.66000000 NC 111.85000000 0.000002013078 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2959539.66000000 PLN 630000.00000000 EUR 2023-01-18 111.85000000 N N N N/A N/A N/A 47650000.00000000 NC -786.72000000 -0.00001415939 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -47650000.00000000 INR 575101.08000000 USD 2023-01-18 -786.72000000 N N N N/A N/A N/A 1300000.00000000 NC -4742.73000000 -0.00008535972 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1300000.00000000 GBP 1566786.00000000 USD 2023-01-03 -4742.73000000 N N N Ishares Inc 549300MGJZCNMJLBAJ67 464286814 84554.00000000 NS USD 3148790.96000000 0.056671989795 Long EC RF US N 1 N N N N/A N/A N/A 870000.00000000 NC 2520.46000000 0.000045363279 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 CHF 943478.07000000 USD 2023-01-04 2520.46000000 N N N N/A N/A N/A 1350000.00000000 NC -4146.31000000 -0.00007462535 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1350000.00000000 NZD 853119.00000000 USD 2023-01-05 -4146.31000000 N N N N/A N/A N/A 12500000.00000000 NC -4707.74000000 -0.00008472997 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -12500000.00000000 SEK 1193351.60000000 USD 2023-01-03 -4707.74000000 N N N N/A N/A N/A 8388008.78000000 NC USD -44292.87000000 -0.00079718377 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8388008.78000000 USD 163050000.00000000 MXN 2023-01-18 -44292.87000000 N N N N/A N/A N/A 999434.03000000 NC USD -3541.15000000 -0.00006373367 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -999434.03000000 USD 5280000.00000000 BRL 2023-01-18 -3541.15000000 N N N ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 N/A -823.00000000 NC 590742.23000000 0.010632188054 Short DIR CORP GB N 1 GOLDMAN SACHS N/A Short N/A 3 Month Euro Euribor Future 2025-03-17 -212078446.77000000 EUR 590742.23000000 N N N N/A N/A N/A 260000.00000000 NC -577.53000000 -0.00001039439 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -260000.00000000 NZD 164522.80000000 USD 2023-01-04 -577.53000000 N N N N/A N/A N/A 661875.72000000 NC USD 425.46000000 0.000007657435 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -661875.72000000 USD 54800000.00000000 INR 2023-01-18 425.46000000 N N N N/A N/A N/A 860000.00000000 NC -8775.08000000 -0.00015793402 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 8938823.66000000 NOK 2023-01-18 -8775.08000000 N N N N/A N/A N/A 32158.03000000 NC USD 1202.99000000 0.000021651433 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -32158.03000000 USD 42000000.00000000 KRW 2023-01-18 1202.99000000 N N N N/A N/A N/A 593726.09000000 NC USD 22658.47000000 0.000407807503 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -593726.09000000 USD 776000000.00000000 KRW 2023-01-18 22658.47000000 N N N N/A N/A N/A 826799.77000000 NC USD -10092.17000000 -0.00018163903 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -826799.77000000 USD 4330000.00000000 BRL 2023-01-18 -10092.17000000 N N N N/A N/A N/A 594982.25000000 NC USD 605.38000000 0.000010895638 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -594982.25000000 USD 49280000.00000000 INR 2023-01-18 605.38000000 N N N N/A N/A N/A 9586007.20000000 NC 23679.00000000 0.000426175018 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9586007.20000000 SEK 880000.00000000 EUR 2023-01-18 23679.00000000 N N N JSE EQUITY DERIVATIVES MARKET N/A N/A 224.00000000 NC 9115.79000000 0.000164066133 Long DE CORP ZA N 1 DEUTSCHE BANK N/A Long SAFEX FTSE/JSE Top 40 Index TOP40 2023-03-16 8732899.80000000 ZAR 9115.79000000 N N N N/A N/A N/A 12375357.06000000 NC USD 147111.16000000 0.002647708998 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -12375357.06000000 USD 213070000.00000000 ZAR 2023-01-18 147111.16000000 N N N N/A N/A N/A 49370000.00000000 NC -894.21000000 -0.00001609400 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -49370000.00000000 INR 595781.14000000 USD 2023-01-18 -894.21000000 N N N N/A N/A N/A 21151.68000000 NC USD 1089.00000000 0.000019599839 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -21151.68000000 USD 28000000.00000000 KRW 2023-01-18 1089.00000000 N N N N/A N/A N/A 474678.67000000 NC USD 14616.29000000 0.000263064219 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -474678.67000000 USD 616000000.00000000 KRW 2023-01-18 14616.29000000 N N N N/A N/A N/A 492731.43000000 NC USD 1093.87000000 0.000019687489 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -492731.43000000 USD 40860000.00000000 INR 2023-01-18 1093.87000000 N N N N/A N/A N/A 9591036.99000000 NC 17187.32000000 0.000309337658 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9591036.99000000 NOK 930000.00000000 EUR 2023-01-18 17187.32000000 N N N N/A N/A N/A 1159632.46000000 NC USD -24163.69000000 -0.00043489847 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1159632.46000000 USD 6020000.00000000 BRL 2023-01-18 -24163.69000000 N N N N/A N/A N/A 3040000.00000000 NC 885.50000000 0.000015937243 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3040000.00000000 BRL 574278.37000000 USD 2023-01-18 885.50000000 N N N N/A N/A N/A 659000000.00000000 NC -11458.49000000 -0.00020623008 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -659000000.00000000 KRW 511991.80000000 USD 2023-01-18 -11458.49000000 N N N N/A N/A N/A 830000.00000000 NC 4232.04000000 0.000076168323 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 8751350.68000000 NOK 2023-01-18 4232.04000000 N N N N/A N/A N/A 10488075.54000000 NC 22029.92000000 0.000396494850 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -10488075.54000000 NOK 1020000.00000000 EUR 2023-01-18 22029.92000000 N N N N/A N/A N/A 699000000.00000000 NC -15141.14000000 -0.00027251047 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -699000000.00000000 KRW 540081.55000000 USD 2023-01-18 -15141.14000000 N N N N/A N/A N/A 1070000.00000000 NC -5176.94000000 -0.00009317464 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1070000.00000000 GBP 1288312.10000000 USD 2023-01-04 -5176.94000000 N N N THE MONTREAL EXCHANGE / BOURSE DE MONTREAL N/A N/A -2148.00000000 NC 1526062.70000000 0.027466100754 Short DIR CORP CA N 1 BANK OF AMERICA MERRILL LYNCH N/A Short N/A Montreal Exchange 10 Year Cana 2023-03-22 -195236174.57000000 CAD 1526062.70000000 N N N N/A N/A N/A 820000.00000000 NC -15054.20000000 -0.00027094573 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -820000.00000000 EUR 9005495.02000000 SEK 2023-01-18 -15054.20000000 N N N N/A N/A N/A 52630000.00000000 NC -700.23000000 -0.00001260275 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -52630000.00000000 INR 635374.79000000 USD 2023-01-18 -700.23000000 N N N N/A N/A N/A 880000.00000000 NC -2113.01000000 -0.00003802998 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -880000.00000000 EUR 9213924.72000000 NOK 2023-01-18 -2113.01000000 N N N N/A N/A N/A 800000.00000000 NC 964.97000000 0.000017367545 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -800000.00000000 CHF 866213.35000000 USD 2023-01-03 964.97000000 N N N N/A N/A N/A 1000000.00000000 NC -14968.89000000 -0.00026941032 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1000000.00000000 EUR 11017649.00000000 SEK 2023-01-18 -14968.89000000 N N N N/A N/A N/A 840000.00000000 NC -23282.53000000 -0.00041903934 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 9143192.52000000 SEK 2023-01-18 -23282.53000000 N N N N/A N/A N/A 1030000.00000000 NC 265.13000000 0.000004771813 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1030000.00000000 CHF 1114272.42000000 USD 2023-01-04 265.13000000 N N N N/A N/A N/A 610606.33000000 NC USD 27935.61000000 0.000502785553 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -610606.33000000 USD 543000000.00000000 CLP 2023-01-18 27935.61000000 N N N N/A N/A N/A 220000.00000000 NC -358.88000000 -0.00000645912 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -220000.00000000 NZD 139341.40000000 USD 2023-01-04 -358.88000000 N N N US BANK MMDA N/A N/A 513784755.73000000 PA USD 513784755.73000000 9.247106207944 Long STIV US N 1 N N N N/A N/A N/A 880000.00000000 NC -24245.18000000 -0.00043636513 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -880000.00000000 EUR 9580105.04000000 SEK 2023-01-18 -24245.18000000 N N N N/A N/A N/A 250000.00000000 NC -250.32000000 -0.00000450526 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -250000.00000000 NZD 158500.00000000 USD 2023-01-04 -250.32000000 N N N N/A N/A N/A 1130000.00000000 NC -2544.02000000 -0.00004578731 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1130000.00000000 NZD 715018.80000000 USD 2023-01-05 -2544.02000000 N N N N/A N/A N/A 870000.00000000 NC -4883.77000000 -0.00008789817 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9081859.53000000 NOK 2023-01-18 -4883.77000000 N N N N/A N/A N/A 709621.28000000 NC USD 1023.05000000 0.000018412870 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -709621.28000000 USD 58800000.00000000 INR 2023-01-18 1023.05000000 N N N N/A N/A N/A 780000.00000000 NC -12060.47000000 -0.00021706453 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -780000.00000000 EUR 8589755.46000000 SEK 2023-01-18 -12060.47000000 N N N N/A N/A N/A 860000.00000000 NC 374.92000000 0.000006747816 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9028404.70000000 NOK 2023-01-18 374.92000000 N N N N/A N/A N/A 8718234.95000000 NC 20587.83000000 0.000370540091 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8718234.95000000 NOK 850000.00000000 EUR 2023-01-18 20587.83000000 N N N N/A N/A N/A 930000.00000000 NC -4043.88000000 -0.00007278181 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -930000.00000000 GBP 1120203.60000000 USD 2023-01-04 -4043.88000000 N N N N/A N/A N/A 106000000.00000000 NC -2782.34000000 -0.00005007659 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -106000000.00000000 KRW 81414.52000000 USD 2023-01-18 -2782.34000000 N N N N/A N/A N/A 14290000.00000000 NC -2186.55000000 -0.00003935356 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -14290000.00000000 ZAR 838743.00000000 USD 2023-01-03 -2186.55000000 N N N N/A N/A N/A 850000.00000000 NC -7031.36000000 -0.00012655052 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 8850956.50000000 NOK 2023-01-18 -7031.36000000 N N N N/A N/A N/A 860000.00000000 NC -13404.19000000 -0.00024124882 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9469643.18000000 SEK 2023-01-18 -13404.19000000 N N N N/A N/A N/A 658000000.00000000 NC -19970.66000000 -0.00035943225 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -658000000.00000000 KRW 502685.32000000 USD 2023-01-18 -19970.66000000 N N N N/A N/A N/A 528120.71000000 NC USD 22336.12000000 0.000402005843 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -528120.71000000 USD 693000000.00000000 KRW 2023-01-18 22336.12000000 N N N N/A N/A N/A 55150000.00000000 NC -432.21000000 -0.00000777892 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -55150000.00000000 INR 666099.00000000 USD 2023-01-18 -432.21000000 N N N N/A N/A N/A 12270000.00000000 NC -139130.01000000 -0.00250406413 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -12270000.00000000 EUR 13012684.70000000 USD 2023-01-18 -139130.01000000 N N N N/A N/A N/A 1180000.00000000 NC 4866.80000000 0.000087592743 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1180000.00000000 EUR 12430422.08000000 NOK 2023-01-18 4866.80000000 N N N N/A N/A N/A 760000.00000000 NC -7634.33000000 -0.00013740279 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -760000.00000000 EUR 7900604.32000000 NOK 2023-01-18 -7634.33000000 N N N N/A N/A N/A 1300000.00000000 NC 2223.74000000 0.000040022907 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1300000.00000000 CHF 1408252.36000000 USD 2023-01-04 2223.74000000 N N N N/A N/A N/A 3550000.00000000 NC -1740.19000000 -0.00003131996 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3550000.00000000 NOK 360640.42000000 USD 2023-01-03 -1740.19000000 N N N N/A N/A N/A 980000.00000000 NC -5947.10000000 -0.00010703600 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -980000.00000000 EUR 10225775.70000000 NOK 2023-01-18 -5947.10000000 N N N N/A N/A N/A 9230000.00000000 NC -886.00000000 -0.00001594624 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -9230000.00000000 SEK 883761.01000000 USD 2023-01-03 -886.00000000 N N N N/A N/A N/A 830000.00000000 NC -1182.13000000 -0.00002127599 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 SGD 618498.32000000 USD 2023-01-04 -1182.13000000 N N N N/A N/A N/A 8632280.23000000 NC 18699.85000000 0.000336560197 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8632280.23000000 SEK 790000.00000000 EUR 2023-01-18 18699.85000000 N N N N/A N/A N/A 760000.00000000 NC -2215.41000000 -0.00003987298 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -760000.00000000 SGD 565202.84000000 USD 2023-01-04 -2215.41000000 N N N N/A N/A N/A 1091021.24000000 NC USD -23454.26000000 -0.00042213014 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1091021.24000000 USD 5660000.00000000 BRL 2023-01-18 -23454.26000000 N N N N/A N/A N/A 872069.15000000 NC USD 524.74000000 0.000009444278 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -872069.15000000 USD 72200000.00000000 INR 2023-01-18 524.74000000 N N N N/A N/A N/A 890032.39000000 NC USD 16558.30000000 0.000298016546 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -890032.39000000 USD 119000000.00000000 JPY 2023-01-04 16558.30000000 N N N N/A N/A N/A 489104.23000000 NC USD 18459.86000000 0.000332240853 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -489104.23000000 USD 639000000.00000000 KRW 2023-01-18 18459.86000000 N N N THAILAND FUTURES EXCHANGE N/A N/A 6538.00000000 NC 677878.29000000 0.012200464248 Long DE CORP TH N 1 BANK OF AMERICA MERRILL LYNCH N/A Long TEF SET50 Index SET50 2023-03-30 37291473.50000000 THB 677878.29000000 N N N N/A N/A N/A 910000.00000000 NC -8277.14000000 -0.00014897209 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -910000.00000000 EUR 9468392.57000000 NOK 2023-01-18 -8277.14000000 N N N N/A N/A N/A 993686.73000000 NC USD 19561.68000000 0.000352071427 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -993686.73000000 USD 133000000.00000000 JPY 2023-01-04 19561.68000000 N N N N/A N/A N/A 210580000.00000000 NC -164527.38000000 -0.00296116640 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -210580000.00000000 MXN 10611429.05000000 USD 2023-01-18 -164527.38000000 N N N N/A N/A N/A 1160000.00000000 NC -2712.38000000 -0.00004881745 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1160000.00000000 GBP 1399574.80000000 USD 2023-01-04 -2712.38000000 N N N N/A N/A N/A 1210000.00000000 NC -4511.19000000 -0.00008119246 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1210000.00000000 GBP 1458219.40000000 USD 2023-01-03 -4511.19000000 N N N N/A N/A N/A 3820000.00000000 NC -541.69000000 -0.00000974934 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -3820000.00000000 CAD 2820832.81000000 USD 2023-01-03 -541.69000000 N N N N/A N/A N/A 900000.00000000 NC -23792.14000000 -0.00042821131 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -900000.00000000 EUR 9808301.70000000 SEK 2023-01-18 -23792.14000000 N N N N/A N/A N/A 18780000.00000000 NC 660.63000000 0.000011890029 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -18780000.00000000 MXN 964350.36000000 USD 2023-01-04 660.63000000 N N N N/A N/A N/A 1162583.10000000 NC USD 4565.42000000 0.000082168501 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1162583.10000000 USD 1090000.00000000 EUR 2023-01-03 4565.42000000 N N N N/A N/A N/A 970000.00000000 NC -8744.21000000 -0.00015737843 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -970000.00000000 EUR 10093452.37000000 NOK 2023-01-18 -8744.21000000 N N N N/A N/A N/A 1001579.41000000 NC USD -20775.82000000 -0.00037392353 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1001579.41000000 USD 5200000.00000000 BRL 2023-01-18 -20775.82000000 N N N N/A N/A N/A 800000.00000000 NC -20710.60000000 -0.00037274970 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -800000.00000000 EUR 8723056.00000000 SEK 2023-01-18 -20710.60000000 N N N N/A N/A N/A 9039661.97000000 NC 22495.32000000 0.000404871127 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9039661.97000000 SEK 830000.00000000 EUR 2023-01-18 22495.32000000 N N N N/A N/A N/A 1040000.00000000 NC 2157.45000000 0.000038829819 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1040000.00000000 CHF 1126980.34000000 USD 2023-01-04 2157.45000000 N N N N/A N/A N/A 940000.00000000 NC -3714.44000000 -0.00006685255 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -940000.00000000 AUD 636220.20000000 USD 2023-01-04 -3714.44000000 N N N Ishares Trust 5493000860OXIC4B5K91 464287507 1867781.00000000 NS USD 451797546.09000000 8.131459422626 Long EC RF US N 1 N N N N/A N/A N/A 850000.00000000 NC 3083.01000000 0.000055488063 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 8949978.95000000 NOK 2023-01-18 3083.01000000 N N N N/A N/A N/A 1199974.18000000 NC USD -7920.59000000 -0.00014255490 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1199974.18000000 USD 6320000.00000000 BRL 2023-01-18 -7920.59000000 N N N N/A N/A N/A 705125.38000000 NC USD -11018.22000000 -0.00019830609 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -705125.38000000 USD 3680000.00000000 BRL 2023-01-18 -11018.22000000 N N N N/A N/A N/A 2526334.31000000 NC USD -34715.96000000 -0.00062481840 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2526334.31000000 USD 13210000.00000000 BRL 2023-01-18 -34715.96000000 N N N N/A N/A N/A 8953000000.00000000 NC -244079.97000000 -0.00439295518 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8953000000.00000000 KRW 6867377.46000000 USD 2023-01-18 -244079.97000000 N N N N/A N/A N/A 133970036.60000000 NC USD 881618.54000000 0.015867384509 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -133970036.60000000 USD 125810000.00000000 EUR 2023-01-18 881618.54000000 N N N LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 N/A 27.00000000 NC USD 162089.94000000 0.002917297318 Long DCO CORP GB N 1 DEUTSCHE BANK N/A Long N/A LME Nickel Future 2023-03-13 4705200.06000000 USD 162089.94000000 N N N N/A N/A N/A 880000.00000000 NC 4867.47000000 0.000087604802 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -880000.00000000 EUR 9282265.52000000 NOK 2023-01-18 4867.47000000 N N N N/A N/A N/A 838122.61000000 NC USD 15139.21000000 0.000272475742 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -838122.61000000 USD 112000000.00000000 JPY 2023-01-04 15139.21000000 N N N N/A N/A N/A 603811.66000000 NC USD 23693.24000000 0.000426431310 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -603811.66000000 USD 790000000.00000000 KRW 2023-01-18 23693.24000000 N N N N/A N/A N/A 980000.00000000 NC 1780.37000000 0.000032043127 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -980000.00000000 EUR 10301429.74000000 NOK 2023-01-18 1780.37000000 N N N N/A N/A N/A 9142697.76000000 NC 23329.99000000 0.000419893531 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9142697.76000000 SEK 840000.00000000 EUR 2023-01-18 23329.99000000 N N N N/A N/A N/A 890000.00000000 NC -5193.39000000 -0.00009347071 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -890000.00000000 EUR 9288705.72000000 NOK 2023-01-18 -5193.39000000 N N N N/A N/A N/A 4430000.00000000 NC 1136.18000000 0.000020448985 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -4430000.00000000 CAD 3273044.30000000 USD 2023-01-03 1136.18000000 N N N N/A N/A N/A 2815267.20000000 NC 868.94000000 0.000015639195 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2815267.20000000 PLN 600000.00000000 EUR 2023-01-18 868.94000000 N N N N/A N/A N/A 840000.00000000 NC -21729.45000000 -0.00039108698 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 9159382.68000000 SEK 2023-01-18 -21729.45000000 N N N N/A N/A N/A 1000000.00000000 NC -10158.34000000 -0.00018282996 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1000000.00000000 EUR 10394424.00000000 NOK 2023-01-18 -10158.34000000 N N N N/A N/A N/A 521167.66000000 NC USD 20551.76000000 0.000369890903 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -521167.66000000 USD 682000000.00000000 KRW 2023-01-18 20551.76000000 N N N COMMODITIES EXCHANGE CENTER N/A N/A -26.00000000 NC USD 1325.00000000 0.000023847371 Short DCO CORP US N 1 GOLDMAN SACHS N/A Short N/A COMEX Copper Future 2023-03-29 -2478150.00000000 USD 1325.00000000 N N N N/A N/A N/A 479317.51000000 NC USD 22813.99000000 0.000410606554 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -479317.51000000 USD 427000000.00000000 CLP 2023-01-18 22813.99000000 N N N N/A N/A N/A 1011736.14000000 NC USD -21501.75000000 -0.00038698883 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1011736.14000000 USD 5250000.00000000 BRL 2023-01-18 -21501.75000000 N N N N/A N/A N/A 520342.67000000 NC USD 24553.99000000 0.000441923102 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -520342.67000000 USD 686000000.00000000 KRW 2023-01-18 24553.99000000 N N N N/A N/A N/A 314910000.00000000 NC -47601.47000000 -0.00085673201 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -314910000.00000000 NOK 32117994.64000000 USD 2023-01-18 -47601.47000000 N N N N/A N/A N/A 528976.58000000 NC USD 27040.42000000 0.000486673909 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -528976.58000000 USD 700000000.00000000 KRW 2023-01-18 27040.42000000 N N N N/A N/A N/A 608397.94000000 NC USD 1330.06000000 0.000023938441 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -608397.94000000 USD 50450000.00000000 INR 2023-01-18 1330.06000000 N N N N/A N/A N/A 940000.00000000 NC -3814.76000000 -0.00006865811 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -940000.00000000 GBP 1132521.40000000 USD 2023-01-04 -3814.76000000 N N N N/A N/A N/A 1020000.00000000 NC 214.82000000 0.000003866333 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1020000.00000000 CHF 1103406.50000000 USD 2023-01-03 214.82000000 N N N N/A N/A N/A 73160000.00000000 NC 1151.46000000 0.000020723995 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -73160000.00000000 INR 885347.71000000 USD 2023-01-18 1151.46000000 N N N N/A N/A N/A 827806.06000000 NC USD -1126.53000000 -0.00002027530 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -827806.06000000 USD 16110000.00000000 MXN 2023-01-03 -1126.53000000 N N N N/A N/A N/A 18626809.50000000 NC USD 186104.77000000 0.003349516611 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -18626809.50000000 USD 29620000.00000000 NZD 2023-01-18 186104.77000000 N N N N/A N/A N/A 199920000.00000000 NC -46915.74000000 -0.00084439023 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -199920000.00000000 SEK 19130966.84000000 USD 2023-01-18 -46915.74000000 N N N N/A N/A N/A 410000.00000000 NC -1774.67000000 -0.00003194053 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -410000.00000000 EUR 437244.50000000 USD 2023-01-03 -1774.67000000 N N N N/A N/A N/A 1380000.00000000 NC -9975.03000000 -0.00017953074 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1380000.00000000 EUR 14383891.80000000 NOK 2023-01-18 -9975.03000000 N N N N/A N/A N/A 9100000.00000000 NC 997.58000000 0.000017954460 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -9100000.00000000 SEK 873184.78000000 USD 2023-01-03 997.58000000 N N N BOLSA DE VALORES, MERCADORIAS E FUTUROS N/A N/A 675.00000000 NC -49650.59000000 -0.00089361210 Long DE CORP BR N 1 DEUTSCHE BANK N/A Long BMF Mini Bovespa Index Future IBOV 2023-02-15 14299696.96000000 BRL -49650.59000000 N N N N/A N/A N/A 515378.10000000 NC USD 25547.01000000 0.000459795492 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -515378.10000000 USD 681000000.00000000 KRW 2023-01-18 25547.01000000 N N N N/A N/A N/A 960000.00000000 NC -15078.86000000 -0.00027138956 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -960000.00000000 EUR 10569554.88000000 SEK 2023-01-18 -15078.86000000 N N N N/A N/A N/A 598253.49000000 NC USD 1201.59000000 0.000021626235 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -598253.49000000 USD 49600000.00000000 INR 2023-01-18 1201.59000000 N N N N/A N/A N/A 694000000.00000000 NC -8079.57000000 -0.00014541622 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -694000000.00000000 KRW 543171.57000000 USD 2023-01-18 -8079.57000000 N N N N/A N/A N/A 860000.00000000 NC 4384.22000000 0.000078907261 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9067656.82000000 NOK 2023-01-18 4384.22000000 N N N N/A N/A N/A 631000000.00000000 NC -10816.95000000 -0.00019468363 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -631000000.00000000 KRW 490392.66000000 USD 2023-01-18 -10816.95000000 N N N N/A N/A N/A 920000.00000000 NC -8292.08000000 -0.00014924098 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920000.00000000 EUR 9573185.12000000 NOK 2023-01-18 -8292.08000000 N N N N/A N/A N/A 8505260.40000000 NC 20165.90000000 0.000362946189 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8505260.40000000 SEK 780000.00000000 EUR 2023-01-18 20165.90000000 N N N N/A N/A N/A 71548.18000000 NC USD 3116.96000000 0.000056099095 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -71548.18000000 USD 94000000.00000000 KRW 2023-01-18 3116.96000000 N N N N/A N/A N/A 840000.00000000 NC 5030.86000000 0.000090545498 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 8864110.08000000 NOK 2023-01-18 5030.86000000 N N N N/A N/A N/A 1146681.24000000 NC USD -18757.11000000 -0.00033759076 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1146681.24000000 USD 5980000.00000000 BRL 2023-01-18 -18757.11000000 N N N N/A N/A N/A 218396.35000000 NC USD 590.06000000 0.000010619909 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -218396.35000000 USD 770000.00000000 ILS 2023-01-03 590.06000000 N N N N/A N/A N/A 9330000.00000000 NC 3289.51000000 0.000059204653 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -9330000.00000000 SEK 897521.00000000 USD 2023-01-03 3289.51000000 N N N N/A N/A N/A 9554627.49000000 NC 20906.26000000 0.000376271200 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9554627.49000000 NOK 930000.00000000 EUR 2023-01-18 20906.26000000 N N N N/A N/A N/A 39628059.00000000 NC USD 256550.05000000 0.004617391881 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -39628059.00000000 USD 5225000000.00000000 JPY 2023-01-18 256550.05000000 N N N N/A N/A N/A 730000.00000000 NC 1737.30000000 0.000031267953 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -730000.00000000 CHF 791276.45000000 USD 2023-01-04 1737.30000000 N N N N/A N/A N/A 1170000.00000000 NC -2271.29000000 -0.00004087871 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1170000.00000000 NZD 740680.20000000 USD 2023-01-04 -2271.29000000 N N N N/A N/A N/A 860000.00000000 NC -288.38000000 -0.00000519026 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9021910.84000000 NOK 2023-01-18 -288.38000000 N N N N/A N/A N/A 1140000.00000000 NC -3908.21000000 -0.00007034002 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1140000.00000000 GBP 1374201.60000000 USD 2023-01-04 -3908.21000000 N N N N/A N/A N/A 824000000.00000000 NC -18139.87000000 -0.00032648166 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -824000000.00000000 KRW 636371.57000000 USD 2023-01-18 -18139.87000000 N N N N/A N/A N/A 1210000.00000000 NC -7088.49000000 -0.00012757875 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1210000.00000000 GBP 1455642.10000000 USD 2023-01-03 -7088.49000000 N N N N/A N/A N/A 920000.00000000 NC -14112.30000000 -0.00025399339 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920000.00000000 EUR 10132683.12000000 SEK 2023-01-18 -14112.30000000 N N N Vanguard Index Fds 549300OM0CLBHZ9MZW59 922908553 1942097.00000000 NS USD 160184160.56000000 2.882997070288 Long EC RF US N 1 N N N N/A N/A N/A 26690000.00000000 NC -265885.18000000 -0.00478540569 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -26690000.00000000 NZD 16686062.21000000 USD 2023-01-18 -265885.18000000 N N N N/A N/A N/A 860000.00000000 NC 437.28000000 0.000007870172 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -860000.00000000 AUD 585909.40000000 USD 2023-01-04 437.28000000 N N N N/A N/A N/A 850000.00000000 NC 3741.20000000 0.000067334177 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 8956422.80000000 NOK 2023-01-18 3741.20000000 N N N N/A N/A N/A 603696.22000000 NC USD 1318.33000000 0.000023727324 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -603696.22000000 USD 50060000.00000000 INR 2023-01-18 1318.33000000 N N N N/A N/A N/A 1123049.84000000 NC USD -6442.68000000 -0.00011595545 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1123049.84000000 USD 5920000.00000000 BRL 2023-01-18 -6442.68000000 N N N N/A N/A N/A 1360000.00000000 NC -6621.10000000 -0.00011916666 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1360000.00000000 EUR 1449637.60000000 USD 2023-01-03 -6621.10000000 N N N EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 N/A -4156.00000000 NC 15519096.40000000 0.279312943916 Short DIR CORP DE N 1 GOLDMAN SACHS N/A Short N/A French Government Bond Futures 2023-03-08 -578411021.47000000 EUR 15519096.40000000 N N N N/A N/A N/A 64370000.00000000 NC 2072.25000000 0.000037296388 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -64370000.00000000 INR 780034.42000000 USD 2023-01-18 2072.25000000 N N N N/A N/A N/A 830000.00000000 NC -3719.12000000 -0.00006693678 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 8673506.64000000 NOK 2023-01-18 -3719.12000000 N N N N/A N/A N/A 529489.85000000 NC USD 24938.53000000 0.000448844059 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -529489.85000000 USD 698000000.00000000 KRW 2023-01-18 24938.53000000 N N N N/A N/A N/A 8639744.73000000 NC 7167.64000000 0.000129003298 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8639744.73000000 NOK 830000.00000000 EUR 2023-01-18 7167.64000000 N N N N/A N/A N/A 9340000.00000000 NC 321.00000000 0.000005777363 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -9340000.00000000 SEK 895510.94000000 USD 2023-01-03 321.00000000 N N N N/A N/A N/A 1231497821.35000000 NC 3468515.34000000 0.062426394273 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1231497821.35000000 SEK 113450000.00000000 EUR 2023-01-18 3468515.34000000 N N N N/A N/A N/A 711765.56000000 NC USD -10113.76000000 -0.00018202761 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -711765.56000000 USD 3720000.00000000 BRL 2023-01-18 -10113.76000000 N N N N/A N/A N/A 20500000.00000000 NC -2931.92000000 -0.00005276874 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -20500000.00000000 ZAR 1203440.08000000 USD 2023-01-03 -2931.92000000 N N N N/A N/A N/A 528741.01000000 NC USD 25687.37000000 0.000462321693 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -528741.01000000 USD 698000000.00000000 KRW 2023-01-18 25687.37000000 N N N N/A N/A N/A 750000.00000000 NC 1453.31000000 0.000026156696 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -750000.00000000 EUR 7884636.00000000 NOK 2023-01-18 1453.31000000 N N N N/A N/A N/A 40640000.00000000 NC -156109.53000000 -0.00280966180 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -40640000.00000000 NZD 25656072.64000000 USD 2023-01-18 -156109.53000000 N N N N/A N/A N/A 13590000.00000000 NC -3378.86000000 -0.00006081277 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13590000.00000000 ZAR 796357.50000000 USD 2023-01-03 -3378.86000000 N N N N/A N/A N/A 1304000000.00000000 NC -22078.16000000 -0.00039736307 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1304000000.00000000 KRW 1013702.08000000 USD 2023-01-18 -22078.16000000 N N N N/A N/A N/A 1177754.86000000 NC USD 2301.48000000 0.000041422073 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1177754.86000000 USD 97640000.00000000 INR 2023-01-18 2301.48000000 N N N N/A N/A N/A 3566225.86000000 NC USD 8597.27000000 0.000154733802 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3566225.86000000 USD 15670000.00000000 PLN 2023-01-18 8597.27000000 N N N N/A N/A N/A 1836122.73000000 NC -849.39000000 -0.00001528733 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1836122.73000000 PLN 390000.00000000 EUR 2023-01-18 -849.39000000 N N N N/A N/A N/A 3029543.68000000 NC -5139.60000000 -0.00009250260 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3029543.68000000 PLN 640000.00000000 EUR 2023-01-18 -5139.60000000 N N N N/A N/A N/A 115000000.00000000 NC -3944.43000000 -0.00007099191 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -115000000.00000000 JPY 872295.88000000 USD 2023-01-05 -3944.43000000 N N N N/A N/A N/A 593848.23000000 NC USD 28230.38000000 0.000508090828 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -593848.23000000 USD 529000000.00000000 CLP 2023-01-18 28230.38000000 N N N N/A N/A N/A 25874021.51000000 NC USD 228414.38000000 0.004111005645 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -25874021.51000000 USD 255550000.00000000 NOK 2023-01-18 228414.38000000 N N N N/A N/A N/A 811522.08000000 NC USD -11789.92000000 -0.00021219516 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -811522.08000000 USD 4240000.00000000 BRL 2023-01-18 -11789.92000000 N N N N/A N/A N/A 529005.89000000 NC USD 23039.56000000 0.000414666367 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -529005.89000000 USD 695000000.00000000 KRW 2023-01-18 23039.56000000 N N N EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 N/A -5976.00000000 NC 15354281.68000000 0.276346605963 Short DIR CORP DE N 1 GOLDMAN SACHS N/A Short N/A Eurex 5 Year Euro BOBL Future 2023-03-08 -748010181.16000000 EUR 15354281.68000000 N N N N/A N/A N/A 32257364.98000000 NC USD -80940.84000000 -0.00145677452 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -32257364.98000000 USD 29750000.00000000 CHF 2023-01-04 -80940.84000000 N N N N/A N/A N/A 1141572.30000000 NC USD 4160.65000000 0.000074883444 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1141572.30000000 USD 1070000.00000000 EUR 2023-01-03 4160.65000000 N N N N/A N/A N/A 78028837.87000000 NC USD 1032111.84000000 0.018575965317 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -78028837.87000000 USD 73760000.00000000 EUR 2023-01-18 1032111.84000000 N N N N/A N/A N/A 4590000.00000000 NC -13190.11000000 -0.00023739580 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4590000.00000000 BRL 852557.67000000 USD 2023-01-18 -13190.11000000 N N N N/A N/A N/A 5550000.00000000 NC 4922.69000000 0.000088598652 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5550000.00000000 BRL 1051741.91000000 USD 2023-01-18 4922.69000000 N N N N/A N/A N/A 970000.00000000 NC -2707.60000000 -0.00004873142 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -970000.00000000 NZD 613253.40000000 USD 2023-01-05 -2707.60000000 N N N N/A N/A N/A 920000.00000000 NC -1675.63000000 -0.00003015801 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -920000.00000000 NZD 582534.80000000 USD 2023-01-05 -1675.63000000 N N N N/A N/A N/A 6420000.00000000 NC -8307.68000000 -0.00014952175 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6420000.00000000 BRL 1202607.52000000 USD 2023-01-18 -8307.68000000 N N N N/A N/A N/A 679001.54000000 NC USD -5642.15000000 -0.00010154750 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -679001.54000000 USD 3570000.00000000 BRL 2023-01-18 -5642.15000000 N N N N/A N/A N/A 870000.00000000 NC 2049.03000000 0.000036878474 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9149733.45000000 NOK 2023-01-18 2049.03000000 N N N N/A N/A N/A 8530000.00000000 NC 160932.63000000 0.002896468035 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8530000.00000000 GBP 10476724.28000000 USD 2023-01-18 160932.63000000 N N N N/A N/A N/A 523979.64000000 NC USD 25682.88000000 0.000462240882 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -523979.64000000 USD 692000000.00000000 KRW 2023-01-18 25682.88000000 N N N N/A N/A N/A 1350000.00000000 NC -8219.15000000 -0.00014792839 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1350000.00000000 GBP 1623753.00000000 USD 2023-01-03 -8219.15000000 N N N N/A N/A N/A 519903.43000000 NC USD 24562.35000000 0.000442073566 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -519903.43000000 USD 463000000.00000000 CLP 2023-01-18 24562.35000000 N N N N/A N/A N/A 105025.19000000 NC USD 5383.90000000 0.000096899517 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -105025.19000000 USD 139000000.00000000 KRW 2023-01-18 5383.90000000 N N N Wisdomtree Trust 549300SEVJBU47TE8855 97717W422 397537.00000000 NS USD 12955730.83000000 0.233177449604 Long EC RF US N 1 N N N N/A N/A N/A 64120000.00000000 NC -530.57000000 -0.00000954920 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -64120000.00000000 INR 774410.16000000 USD 2023-01-18 -530.57000000 N N N N/A N/A N/A 8820000.00000000 NC -1589.91000000 -0.00002861522 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -8820000.00000000 SEK 843760.76000000 USD 2023-01-03 -1589.91000000 N N N N/A N/A N/A 652000000.00000000 NC -16652.40000000 -0.00029971016 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -652000000.00000000 KRW 501237.72000000 USD 2023-01-18 -16652.40000000 N N N N/A N/A N/A 383018.40000000 NC USD 2461.84000000 0.000044308235 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -383018.40000000 USD 360000.00000000 EUR 2023-01-03 2461.84000000 N N N N/A N/A N/A 1440000.00000000 NC -2906.29000000 -0.00005230745 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1440000.00000000 GBP 1737864.00000000 USD 2023-01-03 -2906.29000000 N N N N/A N/A N/A 880000.00000000 NC -1165.26000000 -0.00002097236 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -880000.00000000 EUR 9223203.44000000 NOK 2023-01-18 -1165.26000000 N N N N/A N/A N/A 770000.00000000 NC -3240.51000000 -0.00005832275 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -770000.00000000 EUR 821258.90000000 USD 2023-01-03 -3240.51000000 N N N N/A N/A N/A 575894.54000000 NC USD 476.69000000 0.000008579474 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -575894.54000000 USD 47690000.00000000 INR 2023-01-18 476.69000000 N N N N/A N/A N/A 290000.00000000 NC -17.85000000 -0.00000032126 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -290000.00000000 AUD 197408.80000000 USD 2023-01-04 -17.85000000 N N N N/A N/A N/A 1890000.00000000 NC -1357.09000000 -0.00002442492 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1890000.00000000 ILS 536155.00000000 USD 2023-01-03 -1357.09000000 N N N N/A N/A N/A 920168.20000000 NC USD -16697.20000000 -0.00030051647 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920168.20000000 USD 4790000.00000000 BRL 2023-01-18 -16697.20000000 N N N N/A N/A N/A 1140000.00000000 NC 1617.27000000 0.000029107651 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1140000.00000000 NZD 725530.20000000 USD 2023-01-05 1617.27000000 N N N N/A N/A N/A 1360000.00000000 NC 557.02000000 0.000010025254 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1360000.00000000 CHF 1471479.27000000 USD 2023-01-04 557.02000000 N N N N/A N/A N/A 55140000.00000000 NC 296.62000000 0.000005338571 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -55140000.00000000 INR 666706.97000000 USD 2023-01-18 296.62000000 N N N N/A N/A N/A 850000.00000000 NC -22769.68000000 -0.00040980906 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 9260275.70000000 SEK 2023-01-18 -22769.68000000 N N N N/A N/A N/A 3212120.40000000 NC USD -43370.34000000 -0.00078058006 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3212120.40000000 USD 16800000.00000000 BRL 2023-01-18 -43370.34000000 N N N N/A N/A N/A 760000.00000000 NC 3024.32000000 0.000054431759 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -760000.00000000 EUR 8004955.36000000 NOK 2023-01-18 3024.32000000 N N N N/A N/A N/A 495572.22000000 NC USD 15169.11000000 0.000273013883 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -495572.22000000 USD 643000000.00000000 KRW 2023-01-18 15169.11000000 N N N N/A N/A N/A 920000.00000000 NC -939.81000000 -0.00001691471 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -920000.00000000 AUD 625379.20000000 USD 2023-01-04 -939.81000000 N N N N/A N/A N/A 108000000.00000000 NC -8590.12000000 -0.00015460511 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -108000000.00000000 JPY 814313.83000000 USD 2023-01-05 -8590.12000000 N N N N/A N/A N/A 605552.71000000 NC USD 1395.56000000 0.000025117311 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -605552.71000000 USD 50220000.00000000 INR 2023-01-18 1395.56000000 N N N N/A N/A N/A 486251.85000000 NC USD 24489.48000000 0.000440762050 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -486251.85000000 USD 643000000.00000000 KRW 2023-01-18 24489.48000000 N N N N/A N/A N/A 930000.00000000 NC -10686.03000000 -0.00019232733 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -930000.00000000 EUR 10280137.23000000 SEK 2023-01-18 -10686.03000000 N N N N/A N/A N/A 850000.00000000 NC -9154.69000000 -0.00016476625 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 9402205.30000000 SEK 2023-01-18 -9154.69000000 N N N N/A N/A N/A 8878550.56000000 NC 14931.51000000 0.000268737554 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8878550.56000000 NOK 860000.00000000 EUR 2023-01-18 14931.51000000 N N N N/A N/A N/A 872155.48000000 NC USD 1163.56000000 0.000020941771 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -872155.48000000 USD 72260000.00000000 INR 2023-01-18 1163.56000000 N N N N/A N/A N/A 598787.93000000 NC USD 304.58000000 0.000005481835 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -598787.93000000 USD 49570000.00000000 INR 2023-01-18 304.58000000 N N N N/A N/A N/A 810000.00000000 NC -1076.55000000 -0.00001937576 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -810000.00000000 EUR 8489500.65000000 NOK 2023-01-18 -1076.55000000 N N N N/A N/A N/A 1390000.00000000 NC -3653.28000000 -0.00006575179 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1390000.00000000 GBP 1676673.60000000 USD 2023-01-04 -3653.28000000 N N N N/A N/A N/A 573966.89000000 NC USD 712.33000000 0.000012820526 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -573966.89000000 USD 47550000.00000000 INR 2023-01-18 712.33000000 N N N N/A N/A N/A 850000.00000000 NC 3904.26000000 0.000070268933 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 CHF 923230.66000000 USD 2023-01-04 3904.26000000 N N N N/A N/A N/A 1340988.54000000 NC USD -7472.89000000 -0.00013449719 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1340988.54000000 USD 7070000.00000000 BRL 2023-01-18 -7472.89000000 N N N N/A N/A N/A 801708.30000000 NC USD -89.98000000 -0.00000161946 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -801708.30000000 USD 4250000.00000000 BRL 2023-01-18 -89.98000000 N N N N/A N/A N/A 850000.00000000 NC -22692.14000000 -0.00040841349 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 9261084.05000000 SEK 2023-01-18 -22692.14000000 N N N N/A N/A N/A 928137.79000000 NC USD -7691.34000000 -0.00013842885 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -928137.79000000 USD 4880000.00000000 BRL 2023-01-18 -7691.34000000 N N N N/A N/A N/A 140000000.00000000 NC -10346.80000000 -0.00018622187 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -140000000.00000000 JPY 1056380.54000000 USD 2023-01-05 -10346.80000000 N N N N/A N/A N/A 890000.00000000 NC 208.00000000 0.000003743587 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -890000.00000000 EUR 9341586.85000000 NOK 2023-01-18 208.00000000 N N N N/A N/A N/A 452000000.00000000 NC -8811.70000000 -0.00015859311 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -452000000.00000000 CLP 522718.60000000 USD 2023-01-18 -8811.70000000 N N N N/A N/A N/A 121000000.00000000 NC -8660.05000000 -0.00015586371 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -121000000.00000000 JPY 913297.15000000 USD 2023-01-05 -8660.05000000 N N N Ishares Inc 549300MGJZCNMJLBAJ67 464286715 169633.00000000 NS USD 6276421.00000000 0.112963125015 Long EC RF US N 1 N N N N/A N/A N/A 1020000.00000000 NC -2928.77000000 -0.00005271204 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1020000.00000000 NZD 644782.80000000 USD 2023-01-05 -2928.77000000 N N N N/A N/A N/A 790000.00000000 NC -655.63000000 -0.00001180003 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -790000.00000000 CHF 853777.15000000 USD 2023-01-03 -655.63000000 N N N N/A N/A N/A 3059412.85000000 NC -1235.04000000 -0.00002222826 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3059412.85000000 PLN 650000.00000000 EUR 2023-01-18 -1235.04000000 N N N N/A N/A N/A 631000000.00000000 NC -16719.44000000 -0.00030091674 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -631000000.00000000 KRW 484490.17000000 USD 2023-01-18 -16719.44000000 N N N N/A N/A N/A 3005189.12000000 NC 416.44000000 0.000007495093 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3005189.12000000 PLN 640000.00000000 EUR 2023-01-18 416.44000000 N N N N/A N/A N/A 400000000.00000000 NC -7401.76000000 -0.00013321699 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -400000000.00000000 CLP 462979.04000000 USD 2023-01-18 -7401.76000000 N N N N/A N/A N/A 810000.00000000 NC 6519.37000000 0.000117335724 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -810000.00000000 EUR 8563866.75000000 NOK 2023-01-18 6519.37000000 N N N N/A N/A N/A 1370000.00000000 NC -8601.21000000 -0.00015480471 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1370000.00000000 GBP 1647548.30000000 USD 2023-01-03 -8601.21000000 N N N N/A N/A N/A 596124.83000000 NC USD 671.38000000 0.000012083507 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -596124.83000000 USD 49380000.00000000 INR 2023-01-18 671.38000000 N N N KOREA EXCHANGE (FUTURES MARKET) N/A N/A -2076.00000000 NC 827027.83000000 0.014884860042 Short DE CORP KR N 1 GOLDMAN SACHS N/A Short KFE KOSPI 200 Index KOSPI2 2023-03-09 -121030766.00000000 KRW 827027.83000000 N N N N/A N/A N/A 1158225.02000000 NC USD -17097.77000000 -0.00030772593 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1158225.02000000 USD 6050000.00000000 BRL 2023-01-18 -17097.77000000 N N N N/A N/A N/A 20260278.57000000 NC USD 254145.34000000 0.004574111872 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -20260278.57000000 USD 27470000.00000000 SGD 2023-01-18 254145.34000000 N N N N/A N/A N/A 880000.00000000 NC -22915.20000000 -0.00041242813 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -880000.00000000 EUR 9593969.44000000 SEK 2023-01-18 -22915.20000000 N N N N/A N/A N/A 1450000.00000000 NC -7261.97000000 -0.00013070105 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1450000.00000000 GBP 1745597.00000000 USD 2023-01-03 -7261.97000000 N N N N/A N/A N/A 1340000.00000000 NC 8364.17000000 0.000150538464 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1340000.00000000 EUR 14143682.58000000 NOK 2023-01-18 8364.17000000 N N N N/A N/A N/A 51120000.00000000 NC 162.91000000 0.000002932056 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -51120000.00000000 INR 617988.39000000 USD 2023-01-18 162.91000000 N N N N/A N/A N/A 579832.27000000 NC USD 648.13000000 0.000011665054 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -579832.27000000 USD 48030000.00000000 INR 2023-01-18 648.13000000 N N N N/A N/A N/A 529552.18000000 NC USD 27259.13000000 0.000490610255 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -529552.18000000 USD 701000000.00000000 KRW 2023-01-18 27259.13000000 N N N N/A N/A N/A 2190000.00000000 NC -788.08000000 -0.00001418387 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2190000.00000000 CAD 1616701.49000000 USD 2023-01-03 -788.08000000 N N N N/A N/A N/A 4240000.00000000 NC 2330.50000000 0.000041944376 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4240000.00000000 BRL 802062.66000000 USD 2023-01-18 2330.50000000 N N N N/A N/A N/A 1290138.30000000 NC USD 5503.63000000 0.000099054420 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1290138.30000000 USD 1210000.00000000 EUR 2023-01-03 5503.63000000 N N N N/A N/A N/A 4360000.00000000 NC -10568.96000000 -0.00019022031 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4360000.00000000 BRL 811797.13000000 USD 2023-01-18 -10568.96000000 N N N N/A N/A N/A 747000000.00000000 NC -7999.77000000 -0.00014397998 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -747000000.00000000 KRW 585349.80000000 USD 2023-01-18 -7999.77000000 N N N N/A N/A N/A 1360000.00000000 NC -4716.83000000 -0.00008489358 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1360000.00000000 GBP 1639344.00000000 USD 2023-01-03 -4716.83000000 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 N/A -224.00000000 NC USD 163181.25000000 0.002936938733 Short DCO CORP US N 1 GOLDMAN SACHS N/A Short N/A NYBOT CSC C Coffee Future 2023-03-21 -14216381.25000000 USD 163181.25000000 N N N N/A N/A N/A 1270000.00000000 NC -2617.81000000 -0.00004711538 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1270000.00000000 NZD 803833.80000000 USD 2023-01-04 -2617.81000000 N N N N/A N/A N/A 690000.00000000 NC -17640.03000000 -0.00031748554 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -690000.00000000 EUR 7525959.03000000 SEK 2023-01-18 -17640.03000000 N N N N/A N/A N/A 73160000.00000000 NC 1166.46000000 0.000020993965 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -73160000.00000000 INR 885362.71000000 USD 2023-01-18 1166.46000000 N N N ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 N/A -1196.00000000 NC 1391303.72000000 0.025040706488 Short DIR CORP GB N 1 GOLDMAN SACHS N/A Short N/A 3 Month Euro Euribor Future 2024-09-16 -304022069.35000000 EUR 1391303.72000000 N N N N/A N/A N/A 840000.00000000 NC -13642.75000000 -0.00024554243 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 9243682.56000000 SEK 2023-01-18 -13642.75000000 N N N N/A N/A N/A 594217.04000000 NC USD 29037.52000000 0.000522617746 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -594217.04000000 USD 530000000.00000000 CLP 2023-01-18 29037.52000000 N N N ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 N/A 61.00000000 NC -10041.48000000 -0.00018072671 Long DIR CORP GB N 1 DEUTSCHE BANK N/A Long N/A Three Month SONIA Index Future 2024-09-17 17630904.69000000 GBP -10041.48000000 N N N N/A N/A N/A 1309939.28000000 NC USD -17919.17000000 -0.00032250950 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1309939.28000000 USD 6850000.00000000 BRL 2023-01-18 -17919.17000000 N N N N/A N/A N/A 850000.00000000 NC -13371.71000000 -0.00024066424 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 9358245.00000000 SEK 2023-01-18 -13371.71000000 N N N N/A N/A N/A 1160000.00000000 NC 2747.02000000 0.000049440909 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1160000.00000000 CHF 1257357.17000000 USD 2023-01-04 2747.02000000 N N N N/A N/A N/A 750000.00000000 NC -991.15000000 -0.00001783873 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -750000.00000000 AUD 509595.00000000 USD 2023-01-04 -991.15000000 N N N N/A N/A N/A 496970.52000000 NC USD 24891.15000000 0.000447991313 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -496970.52000000 USD 657000000.00000000 KRW 2023-01-18 24891.15000000 N N N N/A N/A N/A 19360717.74000000 NC 48283.60000000 0.000869009000 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -19360717.74000000 NOK 1890000.00000000 EUR 2023-01-18 48283.60000000 N N N N/A N/A N/A 250000.00000000 NC -512.84000000 -0.00000923010 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -250000.00000000 NZD 158240.00000000 USD 2023-01-05 -512.84000000 N N N N/A N/A N/A 502852.05000000 NC USD 17421.00000000 0.000313543435 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -502852.05000000 USD 655000000.00000000 KRW 2023-01-18 17421.00000000 N N N N/A N/A N/A 930000.00000000 NC -1572.95000000 -0.00002830997 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -930000.00000000 NZD 588987.60000000 USD 2023-01-05 -1572.95000000 N N N N/A N/A N/A 870000.00000000 NC -15556.94000000 -0.00027999405 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9558938.82000000 SEK 2023-01-18 -15556.94000000 N N N N/A N/A N/A 527802.57000000 NC USD 20271.33000000 0.000364843719 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -527802.57000000 USD 690000000.00000000 KRW 2023-01-18 20271.33000000 N N N N/A N/A N/A 978989.81000000 NC USD -9503.18000000 -0.00017103838 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -978989.81000000 USD 5140000.00000000 BRL 2023-01-18 -9503.18000000 N N N LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 N/A -7.00000000 NC USD 7526.75000000 0.000135466566 Short DCO CORP GB N 1 DEUTSCHE BANK N/A Short N/A LME Copper Future 2023-03-13 -1473239.25000000 USD 7526.75000000 N N N N/A N/A N/A 4910000.00000000 NC 3481.28000000 0.000062656132 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4910000.00000000 BRL 929586.21000000 USD 2023-01-18 3481.28000000 N N N N/A N/A N/A 830000.00000000 NC -82.15000000 -0.00000147853 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 8709113.64000000 NOK 2023-01-18 -82.15000000 N N N N/A N/A N/A 870000.00000000 NC -25600.34000000 -0.00046075532 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9454241.28000000 SEK 2023-01-18 -25600.34000000 N N N N/A N/A N/A 8186164.50000000 NC 18620.03000000 0.000335123596 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8186164.50000000 SEK 750000.00000000 EUR 2023-01-18 18620.03000000 N N N N/A N/A N/A 3014778.24000000 NC -1771.14000000 -0.00003187700 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3014778.24000000 PLN 640000.00000000 EUR 2023-01-18 -1771.14000000 N N N N/A N/A N/A 1114073.44000000 NC USD -20100.21000000 -0.00036176389 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1114073.44000000 USD 5800000.00000000 BRL 2023-01-18 -20100.21000000 N N N N/A N/A N/A 28804768.86000000 NC USD 12318.17000000 0.000221702619 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -28804768.86000000 USD 26600000.00000000 CHF 2023-01-18 12318.17000000 N N N N/A N/A N/A 2590000.00000000 NC -1270.71000000 -0.00002287025 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2590000.00000000 CAD 1911650.74000000 USD 2023-01-03 -1270.71000000 N N N N/A N/A N/A 606217.71000000 NC USD 1455.71000000 0.000026199891 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -606217.71000000 USD 50280000.00000000 INR 2023-01-18 1455.71000000 N N N N/A N/A N/A 51597305.71000000 NC USD -128879.10000000 -0.00231956809 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -51597305.71000000 USD 503890000.00000000 NOK 2023-01-18 -128879.10000000 N N N ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 N/A -49.00000000 NC -2221.30000000 -0.00003997899 Short DIR CORP GB N 1 DEUTSCHE BANK N/A Short N/A Three Month SONIA Index Future 2025-03-18 -14197779.91000000 GBP -2221.30000000 N N N N/A N/A N/A 1257373.69000000 NC USD -16279.92000000 -0.00029300625 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1257373.69000000 USD 6580000.00000000 BRL 2023-01-18 -16279.92000000 N N N N/A N/A N/A 5010000.00000000 NC 1529.06000000 0.000027520046 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5010000.00000000 BRL 946495.60000000 USD 2023-01-18 1529.06000000 N N N N/A N/A N/A 870000.00000000 NC -11289.53000000 -0.00020318914 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9603424.53000000 SEK 2023-01-18 -11289.53000000 N N N N/A N/A N/A 2841178.20000000 NC -5042.18000000 -0.00009074923 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2841178.20000000 PLN 600000.00000000 EUR 2023-01-18 -5042.18000000 N N N N/A N/A N/A 1059427.56000000 NC USD -16380.67000000 -0.00029481955 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1059427.56000000 USD 5530000.00000000 BRL 2023-01-18 -16380.67000000 N N N N/A N/A N/A 830000.00000000 NC -8581.95000000 -0.00015445807 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 9184701.98000000 SEK 2023-01-18 -8581.95000000 N N N N/A N/A N/A 860000.00000000 NC -13680.89000000 -0.00024622887 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9466758.74000000 SEK 2023-01-18 -13680.89000000 N N N N/A N/A N/A 16686975.87000000 NC USD 119907.15000000 0.002158090793 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -16686975.87000000 USD 15680000.00000000 EUR 2023-01-18 119907.15000000 N N N N/A N/A N/A 870000.00000000 NC -4297.53000000 -0.00007734701 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9087598.92000000 NOK 2023-01-18 -4297.53000000 N N N N/A N/A N/A 740000.00000000 NC 3765.66000000 0.000067774408 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -740000.00000000 EUR 7802335.78000000 NOK 2023-01-18 3765.66000000 N N N N/A N/A N/A 4880000.00000000 NC 2918.08000000 0.000052519650 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4880000.00000000 BRL 923364.53000000 USD 2023-01-18 2918.08000000 N N N N/A N/A N/A 792096.35000000 NC USD 1977.33000000 0.000035588016 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -792096.35000000 USD 4210000.00000000 BRL 2023-01-18 1977.33000000 N N N N/A N/A N/A 943430.60000000 NC USD -15439.51000000 -0.00027788054 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -943430.60000000 USD 4920000.00000000 BRL 2023-01-18 -15439.51000000 N N N N/A N/A N/A 880000.00000000 NC 4496.78000000 0.000080933117 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -880000.00000000 EUR 9278636.40000000 NOK 2023-01-18 4496.78000000 N N N N/A N/A N/A 703000000.00000000 NC -4688.33000000 -0.00008438063 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -703000000.00000000 KRW 553711.60000000 USD 2023-01-18 -4688.33000000 N N N N/A N/A N/A 8505976.44000000 NC 20097.21000000 0.000361709905 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8505976.44000000 SEK 780000.00000000 EUR 2023-01-18 20097.21000000 N N N N/A N/A N/A 509631.74000000 NC USD 23350.27000000 0.000420258530 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -509631.74000000 USD 671000000.00000000 KRW 2023-01-18 23350.27000000 N N N N/A N/A N/A 11320000.00000000 NC -3696.61000000 -0.00006653164 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -11320000.00000000 SEK 1081265.92000000 USD 2023-01-03 -3696.61000000 N N N N/A N/A N/A 2841262.80000000 NC -5061.48000000 -0.00009109659 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2841262.80000000 PLN 600000.00000000 EUR 2023-01-18 -5061.48000000 N N N N/A N/A N/A 72620000.00000000 NC -1222608.99000000 -0.02200453605 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -72620000.00000000 CHF 77450205.29000000 USD 2023-01-18 -1222608.99000000 N N N N/A N/A N/A 1228160000.00000000 NC -938672.71000000 -0.01689424636 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1228160000.00000000 MXN 61909644.56000000 USD 2023-01-18 -938672.71000000 N N N Ishares Inc 549300MGJZCNMJLBAJ67 46434G772 398169.00000000 NS USD 15990467.04000000 0.287796680194 Long EC RF US N 1 N N N N/A N/A N/A 759657.77000000 NC USD 1434.66000000 0.000025821033 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -759657.77000000 USD 12950000.00000000 ZAR 2023-01-18 1434.66000000 N N N N/A N/A N/A 980000.00000000 NC -256.31000000 -0.00000461307 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -980000.00000000 AUD 666909.60000000 USD 2023-01-04 -256.31000000 N N N N/A N/A N/A 1240000.00000000 NC -4164.49000000 -0.00007495255 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1240000.00000000 EUR 1323600.80000000 USD 2023-01-03 -4164.49000000 N N N N/A N/A N/A 1160028.41000000 NC USD -17015.00000000 -0.00030623624 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1160028.41000000 USD 6060000.00000000 BRL 2023-01-18 -17015.00000000 N N N N/A N/A N/A 870000.00000000 NC -8268.32000000 -0.00014881335 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9048723.84000000 NOK 2023-01-18 -8268.32000000 N N N N/A N/A N/A 690000.00000000 NC -5106.91000000 -0.00009191424 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -690000.00000000 EUR 7190777.04000000 NOK 2023-01-18 -5106.91000000 N N N N/A N/A N/A 62600000.00000000 NC -1106.49000000 -0.00001991462 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -62600000.00000000 INR 755463.84000000 USD 2023-01-18 -1106.49000000 N N N N/A N/A N/A 120000000.00000000 NC -2809.16000000 -0.00005055930 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -120000000.00000000 JPY 911528.56000000 USD 2023-01-05 -2809.16000000 N N N N/A N/A N/A 820000.00000000 NC -8287.72000000 -0.00014916251 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -820000.00000000 EUR 9076032.24000000 SEK 2023-01-18 -8287.72000000 N N N N/A N/A N/A 466000000.00000000 NC -8991.13000000 -0.00016182250 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -466000000.00000000 CLP 539002.50000000 USD 2023-01-18 -8991.13000000 N N N N/A N/A N/A 5770000.00000000 NC 1178.53000000 0.000021211201 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5770000.00000000 BRL 1089493.28000000 USD 2023-01-18 1178.53000000 N N N N/A N/A N/A 1149189.88000000 NC USD -6176.47000000 -0.00011116420 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1149189.88000000 USD 6060000.00000000 BRL 2023-01-18 -6176.47000000 N N N N/A N/A N/A 32180000.00000000 NC -409.39000000 -0.00000736820 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -32180000.00000000 INR 388511.27000000 USD 2023-01-18 -409.39000000 N N N N/A N/A N/A 1055340.96000000 NC USD 10339.86000000 0.000186096964 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1055340.96000000 USD 5650000.00000000 BRL 2023-01-18 10339.86000000 N N N N/A N/A N/A 11810000.00000000 NC -4360.67000000 -0.00007848340 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -11810000.00000000 SEK 1127565.79000000 USD 2023-01-03 -4360.67000000 N N N N/A N/A N/A 567989.00000000 NC USD 405.61000000 0.000007300175 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -567989.00000000 USD 47030000.00000000 INR 2023-01-18 405.61000000 N N N N/A N/A N/A 527672.39000000 NC USD 23578.75000000 0.000424370717 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -527672.39000000 USD 694000000.00000000 KRW 2023-01-18 23578.75000000 N N N N/A N/A N/A 9180000.00000000 NC -359.10000000 -0.00000646308 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -9180000.00000000 SEK 879495.68000000 USD 2023-01-03 -359.10000000 N N N N/A N/A N/A 5057165.86000000 NC USD 70069.92000000 0.001261119534 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5057165.86000000 USD 87240000.00000000 ZAR 2023-01-18 70069.92000000 N N N N/A N/A N/A 2090000.00000000 NC -1382.05000000 -0.00002487415 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2090000.00000000 NZD 1325770.60000000 USD 2023-01-04 -1382.05000000 N N N N/A N/A N/A 970000.00000000 NC 6744.05000000 0.000121379519 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -970000.00000000 EUR 10245086.65000000 NOK 2023-01-18 6744.05000000 N N N N/A N/A N/A 1220000.00000000 NC 3663.58000000 0.000065937171 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1220000.00000000 CHF 1323167.36000000 USD 2023-01-04 3663.58000000 N N N N/A N/A N/A 10992995.60000000 NC USD 57767.61000000 0.001039702363 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -10992995.60000000 USD 108190000.00000000 NOK 2023-01-18 57767.61000000 N N N N/A N/A N/A 13637714.93000000 NC 32597.80000000 0.000586695723 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13637714.93000000 NOK 1330000.00000000 EUR 2023-01-18 32597.80000000 N N N N/A N/A N/A 127000000.00000000 NC -9588.45000000 -0.00017257307 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -127000000.00000000 JPY 958085.64000000 USD 2023-01-05 -9588.45000000 N N N N/A N/A N/A 15747173.13000000 NC USD 158408.23000000 0.002851033843 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -15747173.13000000 USD 155720000.00000000 NOK 2023-01-18 158408.23000000 N N N N/A N/A N/A 930000.00000000 NC -3327.78000000 -0.00005989343 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -930000.00000000 GBP 1120919.70000000 USD 2023-01-04 -3327.78000000 N N N N/A N/A N/A 1208586.32000000 NC USD -16532.73000000 -0.00029755633 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1208586.32000000 USD 6320000.00000000 BRL 2023-01-18 -16532.73000000 N N N N/A N/A N/A 488632.28000000 NC USD 22906.84000000 0.000412277670 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -488632.28000000 USD 435000000.00000000 CLP 2023-01-18 22906.84000000 N N N N/A N/A N/A 1307929.75000000 NC USD -14023.48000000 -0.00025239481 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1307929.75000000 USD 6860000.00000000 BRL 2023-01-18 -14023.48000000 N N N N/A N/A N/A 528371.59000000 NC USD 26056.79000000 0.000468970520 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -528371.59000000 USD 698000000.00000000 KRW 2023-01-18 26056.79000000 N N N N/A N/A N/A 26674.67000000 NC USD 1126.18000000 0.000020269005 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -26674.67000000 USD 35000000.00000000 KRW 2023-01-18 1126.18000000 N N N N/A N/A N/A 2470000.00000000 NC -10642.13000000 -0.00019153722 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2470000.00000000 EUR 25815686.65000000 NOK 2023-01-18 -10642.13000000 N N N N/A N/A N/A 1203550.18000000 NC USD -24699.71000000 -0.00044454577 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1203550.18000000 USD 6250000.00000000 BRL 2023-01-18 -24699.71000000 N N N N/A N/A N/A 850000.00000000 NC -8072.69000000 -0.00014529240 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 8840761.60000000 NOK 2023-01-18 -8072.69000000 N N N N/A N/A N/A 940000.00000000 NC -5222.85000000 -0.00009400093 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -940000.00000000 EUR 9813111.20000000 NOK 2023-01-18 -5222.85000000 N N N N/A N/A N/A 3663507.64000000 NC USD 81024.94000000 0.001458288159 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3663507.64000000 USD 36660000.00000000 NOK 2023-01-18 81024.94000000 N N N N/A N/A N/A 860000.00000000 NC -3622.61000000 -0.00006519979 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 8989267.82000000 NOK 2023-01-18 -3622.61000000 N N N N/A N/A N/A 7730531.25000000 NC 14287.28000000 0.000257142692 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -7730531.25000000 NOK 750000.00000000 EUR 2023-01-18 14287.28000000 N N N N/A N/A N/A 5600000.00000000 NC 4673.51000000 0.000084113907 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5600000.00000000 BRL 1060923.53000000 USD 2023-01-18 4673.51000000 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A 631.00000000 NC USD 6751306.80000000 0.121510127199 Long DCO CORP US N 1 GOLDMAN SACHS N/A Long N/A NYMEX Reformulated Gasoline Bl 2023-01-31 58928599.80000000 USD 6751306.80000000 N N N N/A N/A N/A 268730000.00000000 NC 56248.45000000 0.001012360498 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -268730000.00000000 SEK 25834921.84000000 USD 2023-01-18 56248.45000000 N N N N/A N/A N/A 1020501.42000000 NC USD -9519.26000000 -0.00017132779 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1020501.42000000 USD 5360000.00000000 BRL 2023-01-18 -9519.26000000 N N N N/A N/A N/A 346730000.00000000 NC 297599.46000000 0.005356199815 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -346730000.00000000 AUD 236490282.40000000 USD 2023-01-18 297599.46000000 N N N N/A N/A N/A 6829801.65000000 NC USD 238660.61000000 0.004295417455 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6829801.65000000 USD 120270000.00000000 ZAR 2023-01-18 238660.61000000 N N N N/A N/A N/A 930000.00000000 NC -8585.39000000 -0.00015451998 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -930000.00000000 EUR 9675252.21000000 NOK 2023-01-18 -8585.39000000 N N N N/A N/A N/A 840000.00000000 NC 1901.50000000 0.000034223227 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 8833472.76000000 NOK 2023-01-18 1901.50000000 N N N N/A N/A N/A 860000.00000000 NC -2943.06000000 -0.00005296924 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 8995920.78000000 NOK 2023-01-18 -2943.06000000 N N N N/A N/A N/A 1119041.63000000 NC USD -11865.27000000 -0.00021355131 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1119041.63000000 USD 5870000.00000000 BRL 2023-01-18 -11865.27000000 N N N N/A N/A N/A 31300000.00000000 NC -9915.74000000 -0.00017846364 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -31300000.00000000 AUD 21311662.94000000 USD 2023-01-18 -9915.74000000 N N N N/A N/A N/A 4560000.00000000 NC -5548.62000000 -0.00009986415 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4560000.00000000 BRL 854540.68000000 USD 2023-01-18 -5548.62000000 N N N N/A N/A N/A 3580000.00000000 NC -9730.21000000 -0.00017512447 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3580000.00000000 BRL 665515.34000000 USD 2023-01-18 -9730.21000000 N N N N/A N/A N/A 840000.00000000 NC 2682.27000000 0.000048275538 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 8841116.76000000 NOK 2023-01-18 2682.27000000 N N N N/A N/A N/A 771428.57000000 NC USD -7533.47000000 -0.00013558751 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -771428.57000000 USD 4050000.00000000 BRL 2023-01-18 -7533.47000000 N N N N/A N/A N/A 820000.00000000 NC 165.60000000 0.000002980471 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -820000.00000000 EUR 8606600.28000000 NOK 2023-01-18 165.60000000 N N N N/A N/A N/A 297000000.00000000 NC -4165.97000000 -0.00007497919 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -297000000.00000000 KRW 231744.10000000 USD 2023-01-18 -4165.97000000 N N N N/A N/A N/A 980000.00000000 NC -8619.85000000 -0.00015514019 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -980000.00000000 EUR 10199608.72000000 NOK 2023-01-18 -8619.85000000 N N N N/A N/A N/A 640000000.00000000 NC -14885.35000000 -0.00026790676 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -640000000.00000000 KRW 493473.05000000 USD 2023-01-18 -14885.35000000 N N N N/A N/A N/A 12740000.00000000 NC -5497.89000000 -0.00009895111 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -12740000.00000000 SEK 1215564.18000000 USD 2023-01-03 -5497.89000000 N N N N/A N/A N/A 22620000.00000000 NC -326424.62000000 -0.00587499550 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -22620000.00000000 AUD 15082332.88000000 USD 2023-01-18 -326424.62000000 N N N N/A N/A N/A 51071860.21000000 NC USD 585489.68000000 0.010537652575 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -51071860.21000000 USD 1009470000.00000000 MXN 2023-01-18 585489.68000000 N N N N/A N/A N/A 1220000.00000000 NC -1526.64000000 -0.00002747649 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1220000.00000000 NZD 773187.20000000 USD 2023-01-05 -1526.64000000 N N N N/A N/A N/A 1690000.00000000 NC -1629.62000000 -0.00002932992 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1690000.00000000 CAD 1246570.09000000 USD 2023-01-03 -1629.62000000 N N N N/A N/A N/A 31434830.74000000 NC USD 207957.54000000 0.003742823113 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -31434830.74000000 USD 49820000.00000000 NZD 2023-01-18 207957.54000000 N N N N/A N/A N/A 916429.62000000 NC USD -9186.30000000 -0.00016533517 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -916429.62000000 USD 4810000.00000000 BRL 2023-01-18 -9186.30000000 N N N N/A N/A N/A 920000.00000000 NC 2319.20000000 0.000041740998 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920000.00000000 CHF 997354.84000000 USD 2023-01-04 2319.20000000 N N N N/A N/A N/A 9132920.12000000 NC 21105.68000000 0.000379860364 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9132920.12000000 NOK 890000.00000000 EUR 2023-01-18 21105.68000000 N N N N/A N/A N/A 9273831.50000000 NC 21469.30000000 0.000386404802 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9273831.50000000 SEK 850000.00000000 EUR 2023-01-18 21469.30000000 N N N N/A N/A N/A 820000.00000000 NC 2148.62000000 0.000038670896 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -820000.00000000 EUR 8626014.60000000 NOK 2023-01-18 2148.62000000 N N N N/A N/A N/A 820000.00000000 NC -22827.38000000 -0.00041084754 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -820000.00000000 EUR 8924463.44000000 SEK 2023-01-18 -22827.38000000 N N N N/A N/A N/A 1258235.02000000 NC USD -19027.41000000 -0.00034245562 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1258235.02000000 USD 6570000.00000000 BRL 2023-01-18 -19027.41000000 N N N N/A N/A N/A 2970000.00000000 NC 1459.09000000 0.000026260725 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2970000.00000000 CAD 2195040.83000000 USD 2023-01-03 1459.09000000 N N N N/A N/A N/A 1008123.96000000 NC USD -8458.76000000 -0.00015224089 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1008123.96000000 USD 5300000.00000000 BRL 2023-01-18 -8458.76000000 N N N N/A N/A N/A 980777.15000000 NC USD -15062.85000000 -0.00027110141 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -980777.15000000 USD 5120000.00000000 BRL 2023-01-18 -15062.85000000 N N N N/A N/A N/A 850000.00000000 NC 2542.50000000 0.000045759955 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 CHF 921868.90000000 USD 2023-01-04 2542.50000000 N N N N/A N/A N/A 9714468.37000000 NC 22074.69000000 0.000397300621 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9714468.37000000 SEK 890000.00000000 EUR 2023-01-18 22074.69000000 N N N N/A N/A N/A 1880000.00000000 NC -1183.43000000 -0.00002129939 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1880000.00000000 ILS 533484.68000000 USD 2023-01-03 -1183.43000000 N N N N/A N/A N/A 57620000.00000000 NC -937.89000000 -0.00001688015 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -57620000.00000000 INR 695445.21000000 USD 2023-01-18 -937.89000000 N N N CBOE FUTURES EXCHANGE 254900O9GJPIWCP8RH13 N/A -723.00000000 NC USD 106023.70000000 0.001908216239 Short DE CORP US N 1 DEUTSCHE BANK N/A Short CBOE Volatility Index VIX 2023-01-18 -16805950.00000000 USD 106023.70000000 N N N N/A N/A N/A 128000000.00000000 NC -4567.04000000 -0.00008219765 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -128000000.00000000 JPY 970726.53000000 USD 2023-01-05 -4567.04000000 N N N N/A N/A N/A 76384938.75000000 NC USD 595304.95000000 0.010714307961 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -76384938.75000000 USD 104220000.00000000 CAD 2023-01-18 595304.95000000 N N N N/A N/A N/A 855933.14000000 NC USD -7160.80000000 -0.00012888019 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -855933.14000000 USD 4500000.00000000 BRL 2023-01-18 -7160.80000000 N N N N/A N/A N/A 5320000.00000000 NC -7350.72000000 -0.00013229837 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5320000.00000000 BRL 996086.80000000 USD 2023-01-18 -7350.72000000 N N N N/A N/A N/A 1310000.00000000 NC -5303.22000000 -0.00009544743 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1310000.00000000 GBP 1578314.20000000 USD 2023-01-03 -5303.22000000 N N N N/A N/A N/A 65060000.00000000 NC 2018.03000000 0.000036320536 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -65060000.00000000 INR 788319.40000000 USD 2023-01-18 2018.03000000 N N N N/A N/A N/A 787431.67000000 NC USD -10333.44000000 -0.00018598141 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -787431.67000000 USD 4120000.00000000 BRL 2023-01-18 -10333.44000000 N N N N/A N/A N/A 1110975.37000000 NC USD -13229.81000000 -0.00023811033 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1110975.37000000 USD 5820000.00000000 BRL 2023-01-18 -13229.81000000 N N N N/A N/A N/A 1090000.00000000 NC -4535.78000000 -0.00008163504 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1090000.00000000 NZD 687615.60000000 USD 2023-01-04 -4535.78000000 N N N N/A N/A N/A 1038624.32000000 NC USD -5008.23000000 -0.00009013820 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1038624.32000000 USD 5480000.00000000 BRL 2023-01-18 -5008.23000000 N N N N/A N/A N/A 6090000.00000000 NC -7217.81000000 -0.00012990625 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6090000.00000000 BRL 1141454.09000000 USD 2023-01-18 -7217.81000000 N N N N/A N/A N/A 930000.00000000 NC -1814.75000000 -0.00003266189 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -930000.00000000 NZD 588745.80000000 USD 2023-01-05 -1814.75000000 N N N N/A N/A N/A 497102.00000000 NC USD 25553.98000000 0.000459920938 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -497102.00000000 USD 658000000.00000000 KRW 2023-01-18 25553.98000000 N N N N/A N/A N/A 13881318.07000000 NC USD 315553.49000000 0.005679336733 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13881318.07000000 USD 241560000.00000000 ZAR 2023-01-18 315553.49000000 N N N N/A N/A N/A 8321782.05000000 NC 18207.69000000 0.000327702294 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8321782.05000000 NOK 810000.00000000 EUR 2023-01-18 18207.69000000 N N N N/A N/A N/A 118420000.00000000 NC 12114.74000000 0.000218041283 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -118420000.00000000 AUD 80679889.42000000 USD 2023-01-18 12114.74000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A -3126.00000000 NC USD 427531.00000000 0.007694709740 Short DIR CORP US N 1 GOLDMAN SACHS N/A Short N/A CBOT US Long Bond Future 2023-03-22 -392252875.00000000 USD 427531.00000000 N N N N/A N/A N/A 1130000.00000000 NC 1707.56000000 0.000030732692 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1130000.00000000 CHF 1223870.90000000 USD 2023-01-04 1707.56000000 N N N N/A N/A N/A 760000.00000000 NC -6198.41000000 -0.00011155908 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -760000.00000000 EUR 8427390.72000000 SEK 2023-01-18 -6198.41000000 N N N N/A N/A N/A 526788.57000000 NC USD 22873.95000000 0.000411685716 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -526788.57000000 USD 692000000.00000000 KRW 2023-01-18 22873.95000000 N N N N/A N/A N/A 50390000.00000000 NC -549.23000000 -0.00000988505 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -50390000.00000000 INR 608453.63000000 USD 2023-01-18 -549.23000000 N N N N/A N/A N/A 13270000.00000000 NC -1984.76000000 -0.00003572174 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13270000.00000000 ZAR 778920.43000000 USD 2023-01-03 -1984.76000000 N N N N/A N/A N/A 270000.00000000 NC -570.06000000 -0.00001025994 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -270000.00000000 NZD 170883.00000000 USD 2023-01-05 -570.06000000 N N N N/A N/A N/A 5300000.00000000 NC -1661.21000000 -0.00002989848 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5300000.00000000 BRL 998003.99000000 USD 2023-01-18 -1661.21000000 N N N N/A N/A N/A 100270000.00000000 NC -74833.59000000 -0.00134685614 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -100270000.00000000 NOK 10166963.50000000 USD 2023-01-18 -74833.59000000 N N N N/A N/A N/A 6532941.53000000 NC USD 11054.83000000 0.000198965006 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6532941.53000000 USD 23010000.00000000 ILS 2023-01-03 11054.83000000 N N N N/A N/A N/A 7683986.97000000 NC 2480.76000000 0.000044648757 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -7683986.97000000 SEK 690000.00000000 EUR 2023-01-18 2480.76000000 N N N N/A N/A N/A 526988.18000000 NC USD 23468.65000000 0.000422389136 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -526988.18000000 USD 693000000.00000000 KRW 2023-01-18 23468.65000000 N N N N/A N/A N/A 9980000.00000000 NC -2829.96000000 -0.00005093366 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -9980000.00000000 SEK 953700.61000000 USD 2023-01-03 -2829.96000000 N N N N/A N/A N/A 768723.36000000 NC USD 295.33000000 0.000005315354 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -768723.36000000 USD 63630000.00000000 INR 2023-01-18 295.33000000 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 1095.00000000 NC USD 1469330.00000000 0.026445024717 Long DCO CORP US N 1 GOLDMAN SACHS N/A Long N/A CBOT Soybean Meal Future 2023-03-14 50105170.00000000 USD 1469330.00000000 N N N N/A N/A N/A 1029345.93000000 NC USD -14591.45000000 -0.00026261714 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1029345.93000000 USD 5380000.00000000 BRL 2023-01-18 -14591.45000000 N N N CME GLOBEX N/A N/A 79.00000000 NC USD 80031.25000000 0.001440403710 Long DFE CORP US N 1 GOLDMAN SACHS N/A Long N/A CME Swiss Franc Currency Futur 2023-03-13 10685693.75000000 USD 80031.25000000 N N N N/A N/A N/A 8520784.74000000 NC 18676.68000000 0.000336143183 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8520784.74000000 SEK 780000.00000000 EUR 2023-01-18 18676.68000000 N N N N/A N/A N/A 11420000.00000000 NC -3956.36000000 -0.00007120663 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -11420000.00000000 SEK 1090590.65000000 USD 2023-01-03 -3956.36000000 N N N N/A N/A N/A 1170000.00000000 NC -4985.69000000 -0.00008973252 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1170000.00000000 NZD 737965.80000000 USD 2023-01-04 -4985.69000000 N N N N/A N/A N/A 12191057.71000000 NC USD 98076.76000000 0.001765187086 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -12191057.71000000 USD 240150000.00000000 MXN 2023-01-18 98076.76000000 N N N N/A N/A N/A 12030000.00000000 NC -4267.52000000 -0.00007680689 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -12030000.00000000 SEK 1148744.78000000 USD 2023-01-03 -4267.52000000 N N N N/A N/A N/A 9610000.00000000 NC -4243.38000000 -0.00007637242 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -9610000.00000000 SEK 916824.64000000 USD 2023-01-03 -4243.38000000 N N N N/A N/A N/A 750000.00000000 NC 3631.16000000 0.000065353675 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -750000.00000000 EUR 7905957.75000000 NOK 2023-01-18 3631.16000000 N N N N/A N/A N/A 471062.74000000 NC USD 15054.98000000 0.000270959769 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -471062.74000000 USD 612000000.00000000 KRW 2023-01-18 15054.98000000 N N N N/A N/A N/A 1250000.00000000 NC -4835.57000000 -0.00008703066 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1250000.00000000 EUR 1333637.50000000 USD 2023-01-03 -4835.57000000 N N N N/A N/A N/A 1000000.00000000 NC 1440.73000000 0.000025930281 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1000000.00000000 CHF 1083001.21000000 USD 2023-01-04 1440.73000000 N N N N/A N/A N/A 884586.18000000 NC USD -5635.27000000 -0.00010142367 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -884586.18000000 USD 4660000.00000000 BRL 2023-01-18 -5635.27000000 N N N N/A N/A N/A 840000.00000000 NC -22301.40000000 -0.00040138095 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 9153420.36000000 SEK 2023-01-18 -22301.40000000 N N N ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 N/A -952.00000000 NC 1192870.18000000 0.021469296478 Short DIR CORP GB N 1 GOLDMAN SACHS N/A Short N/A 3 Month Euro Euribor Future 2024-03-18 -241127855.30000000 EUR 1192870.18000000 N N N N/A N/A N/A 880000.00000000 NC 360.81000000 0.000006493864 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -880000.00000000 EUR 9238144.08000000 NOK 2023-01-18 360.81000000 N N N N/A N/A N/A 810000.00000000 NC -16138.78000000 -0.00029046601 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -810000.00000000 EUR 8882451.90000000 SEK 2023-01-18 -16138.78000000 N N N N/A N/A N/A 25900000.00000000 NC -154055.71000000 -0.00277269711 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -25900000.00000000 AUD 17489039.75000000 USD 2023-01-18 -154055.71000000 N N N N/A N/A N/A 1065253.98000000 NC USD -14662.44000000 -0.00026389482 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1065253.98000000 USD 5570000.00000000 BRL 2023-01-18 -14662.44000000 N N N Ishares Trust 5493000860OXIC4B5K91 464287184 549635.00000000 NS USD 15554670.50000000 0.279953207133 Long EC RF US N 1 N N N N/A N/A N/A 4150000.00000000 NC -1751.44000000 -0.00003152244 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4150000.00000000 NOK 421876.59000000 USD 2023-01-03 -1751.44000000 N N N N/A N/A N/A 25566636.45000000 NC USD 264850.06000000 0.004766775593 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -25566636.45000000 USD 3384000000.00000000 JPY 2023-01-18 264850.06000000 N N N N/A N/A N/A 1540000.00000000 NC -5622.96000000 -0.00010120212 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1540000.00000000 NZD 972279.00000000 USD 2023-01-04 -5622.96000000 N N N N/A N/A N/A 830000.00000000 NC -22609.02000000 -0.00040691750 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 9038476.73000000 SEK 2023-01-18 -22609.02000000 N N N N/A N/A N/A 9200070.62000000 NC 14246.78000000 0.000256413773 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9200070.62000000 NOK 890000.00000000 EUR 2023-01-18 14246.78000000 N N N N/A N/A N/A 1020000.00000000 NC -12514.70000000 -0.00022523976 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1020000.00000000 EUR 10581232.14000000 NOK 2023-01-18 -12514.70000000 N N N N/A N/A N/A 1180000.00000000 NC -296.50000000 -0.00000533641 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1180000.00000000 NZD 749005.00000000 USD 2023-01-04 -296.50000000 N N N N/A N/A N/A 9030000.00000000 NC -9107.72000000 -0.00016392088 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9030000.00000000 NOK 912666.05000000 USD 2023-01-03 -9107.72000000 N N N N/A N/A N/A 721000000.00000000 NC -7664.22000000 -0.00013794075 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -721000000.00000000 KRW 565033.29000000 USD 2023-01-18 -7664.22000000 N N N N/A N/A N/A 840000.00000000 NC -1133.49000000 -0.00002040057 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 8803759.44000000 NOK 2023-01-18 -1133.49000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 N/A 131.00000000 NC USD -88175.00000000 -0.00158697505 Long DCO CORP GB N 1 BANK OF AMERICA MERRILL LYNCH N/A Long N/A ICE Gas Oil Future 2023-04-12 11288675.00000000 USD -88175.00000000 N N N N/A N/A N/A 1090000.00000000 NC 652.32000000 0.000011740465 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1090000.00000000 AUD 742704.20000000 USD 2023-01-04 652.32000000 N N N N/A N/A N/A 3856000000.00000000 NC -1041906.85000000 -0.01875225606 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3856000000.00000000 JPY 28392552.96000000 USD 2023-01-18 -1041906.85000000 N N N N/A N/A N/A 870000.00000000 NC -2502.75000000 -0.00004504453 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9105170.31000000 NOK 2023-01-18 -2502.75000000 N N N N/A N/A N/A 2482861.13000000 NC USD 12529.54000000 0.000225506860 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2482861.13000000 USD 13230000.00000000 BRL 2023-01-18 12529.54000000 N N N N/A N/A N/A 830000.00000000 NC -12353.08000000 -0.00022233093 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 9145389.86000000 SEK 2023-01-18 -12353.08000000 N N N N/A N/A N/A 13500000.00000000 NC -1981.00000000 -0.00003565406 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13500000.00000000 SGD 10079734.43000000 USD 2023-01-18 -1981.00000000 N N N N/A N/A N/A 750000.00000000 NC 1470.40000000 0.000026464282 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -750000.00000000 EUR 7884803.25000000 NOK 2023-01-18 1470.40000000 N N N N/A N/A N/A 528641.59000000 NC USD 24198.17000000 0.000435519048 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -528641.59000000 USD 696000000.00000000 KRW 2023-01-18 24198.17000000 N N N N/A N/A N/A 646000000.00000000 NC -6973.67000000 -0.00012551222 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -646000000.00000000 KRW 506150.59000000 USD 2023-01-18 -6973.67000000 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 1674.00000000 NC USD 1175637.50000000 0.021159142429 Long DCO CORP US N 1 BANK OF AMERICA MERRILL LYNCH N/A Long N/A CBOT Soybean Future 2023-03-14 126383162.50000000 USD 1175637.50000000 N N N N/A N/A N/A 8723049.60000000 NC 20711.21000000 0.000372760687 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8723049.60000000 SEK 800000.00000000 EUR 2023-01-18 20711.21000000 N N N N/A N/A N/A 50930000.00000000 NC 2116.35000000 0.000038090100 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -50930000.00000000 INR 617645.53000000 USD 2023-01-18 2116.35000000 N N N N/A N/A N/A 864577.46000000 NC USD -8260.48000000 -0.00014867225 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -864577.46000000 USD 4540000.00000000 BRL 2023-01-18 -8260.48000000 N N N N/A N/A N/A 760000.00000000 NC -10731.36000000 -0.00019314318 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -760000.00000000 EUR 8380136.96000000 SEK 2023-01-18 -10731.36000000 N N N N/A N/A N/A 959951.43000000 NC USD -5554.09000000 -0.00009996260 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -959951.43000000 USD 5060000.00000000 BRL 2023-01-18 -5554.09000000 N N N N/A N/A N/A 2120000.00000000 NC -46.26000000 -0.00000083258 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2120000.00000000 CAD 1565742.73000000 USD 2023-01-03 -46.26000000 N N N N/A N/A N/A 658000000.00000000 NC -11162.93000000 -0.00020091059 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -658000000.00000000 KRW 511493.05000000 USD 2023-01-18 -11162.93000000 N N N N/A N/A N/A 2839595.40000000 NC -4681.10000000 -0.00008425051 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2839595.40000000 PLN 600000.00000000 EUR 2023-01-18 -4681.10000000 N N N N/A N/A N/A 1091355.81000000 NC USD -10585.70000000 -0.00019052159 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1091355.81000000 USD 5730000.00000000 BRL 2023-01-18 -10585.70000000 N N N N/A N/A N/A 477531.35000000 NC USD 22089.64000000 0.000397569692 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -477531.35000000 USD 629000000.00000000 KRW 2023-01-18 22089.64000000 N N N N/A N/A N/A 880000.00000000 NC -4077.54000000 -0.00007338762 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -880000.00000000 EUR 9194691.44000000 NOK 2023-01-18 -4077.54000000 N N N N/A N/A N/A 4720000.00000000 NC -3799.66000000 -0.00006838634 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4720000.00000000 BRL 886468.21000000 USD 2023-01-18 -3799.66000000 N N N N/A N/A N/A 1270000.00000000 NC -7922.59000000 -0.00014259090 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1270000.00000000 GBP 1527340.10000000 USD 2023-01-03 -7922.59000000 N N N N/A N/A N/A 9385693.59000000 NC 16724.19000000 0.000301002237 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9385693.59000000 NOK 910000.00000000 EUR 2023-01-18 16724.19000000 N N N N/A N/A N/A 9362333.40000000 NC 2260.83000000 0.000040690454 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9362333.40000000 SEK 840000.00000000 EUR 2023-01-18 2260.83000000 N N N N/A N/A N/A 523000000.00000000 NC -9754.87000000 -0.00017556830 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -523000000.00000000 CLP 605268.03000000 USD 2023-01-18 -9754.87000000 N N N N/A N/A N/A 638000000.00000000 NC -15823.05000000 -0.00028478350 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -638000000.00000000 KRW 490946.73000000 USD 2023-01-18 -15823.05000000 N N N N/A N/A N/A 605475.11000000 NC USD 28363.02000000 0.000510478085 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -605475.11000000 USD 539000000.00000000 CLP 2023-01-18 28363.02000000 N N N N/A N/A N/A 1150000.00000000 NC 753.79000000 0.000013566724 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1150000.00000000 CHF 1244548.34000000 USD 2023-01-04 753.79000000 N N N N/A N/A N/A 493241.90000000 NC USD 945.97000000 0.000017025583 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -493241.90000000 USD 40890000.00000000 INR 2023-01-18 945.97000000 N N N N/A N/A N/A 8184973.54000000 NC 10744.26000000 0.000193375362 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8184973.54000000 NOK 790000.00000000 EUR 2023-01-18 10744.26000000 N N N N/A N/A N/A 1880000.00000000 NC -1742.97000000 -0.00003137000 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1880000.00000000 ILS 532925.14000000 USD 2023-01-03 -1742.97000000 N N N N/A N/A N/A 2230000.00000000 NC 1071.18000000 0.000019279114 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2230000.00000000 CAD 1648103.94000000 USD 2023-01-03 1071.18000000 N N N N/A N/A N/A 10850000.00000000 NC -4480.73000000 -0.00008064424 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -10850000.00000000 SEK 1035434.77000000 USD 2023-01-03 -4480.73000000 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A 655.00000000 NC USD 4081102.20000000 0.073451742325 Long DCO CORP US N 1 GOLDMAN SACHS N/A Long N/A NYMEX NY Harbor ULSD Futures 2023-01-31 86564347.80000000 USD 4081102.20000000 N N N N/A N/A N/A 12110000.00000000 NC -862.62000000 -0.00001552544 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -12110000.00000000 SEK 1159817.26000000 USD 2023-01-03 -862.62000000 N N N N/A N/A N/A 605363.55000000 NC USD 859.58000000 0.000015470734 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -605363.55000000 USD 50160000.00000000 INR 2023-01-18 859.58000000 N N N N/A N/A N/A 860000.00000000 NC 1673.32000000 0.000030116439 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9041116.36000000 NOK 2023-01-18 1673.32000000 N N N N/A N/A N/A 9872775.36000000 NC 20565.97000000 0.000370146655 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9872775.36000000 NOK 960000.00000000 EUR 2023-01-18 20565.97000000 N N N N/A N/A N/A 91851033.14000000 NC USD -403247.98000000 -0.00725766355 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -91851033.14000000 USD 143980000.00000000 NZD 2023-01-18 -403247.98000000 N N N N/A N/A N/A 1410000.00000000 NC -9148.44000000 -0.00016465376 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1410000.00000000 GBP 1695355.80000000 USD 2023-01-03 -9148.44000000 N N N N/A N/A N/A 5370000.00000000 NC 587.81000000 0.000010579413 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5370000.00000000 BRL 1013456.13000000 USD 2023-01-18 587.81000000 N N N N/A N/A N/A 985339.74000000 NC USD -8308.47000000 -0.00014953597 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -985339.74000000 USD 5180000.00000000 BRL 2023-01-18 -8308.47000000 N N N Ishares Inc 549300MGJZCNMJLBAJ67 464286624 77190.00000000 NS USD 5803916.10000000 0.104458974308 Long EC RF US N 1 N N N N/A N/A N/A 672000000.00000000 NC -16108.60000000 -0.00028992283 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -672000000.00000000 KRW 517667.72000000 USD 2023-01-18 -16108.60000000 N N N N/A N/A N/A 2977906.50000000 NC USD 9565.39000000 0.000172158041 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2977906.50000000 USD 2790000.00000000 EUR 2023-01-03 9565.39000000 N N N N/A N/A N/A 132000000.00000000 NC -14058.36000000 -0.00025302258 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -132000000.00000000 JPY 991571.64000000 USD 2023-01-04 -14058.36000000 N N N N/A N/A N/A 9812731.50000000 NC 23367.20000000 0.000420563237 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9812731.50000000 SEK 900000.00000000 EUR 2023-01-18 23367.20000000 N N N N/A N/A N/A 6140000.00000000 NC 2301.44000000 0.000041421353 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6140000.00000000 BRL 1160404.14000000 USD 2023-01-18 2301.44000000 N N N N/A N/A N/A 1180306.61000000 NC USD -12773.11000000 -0.00022989063 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1180306.61000000 USD 6190000.00000000 BRL 2023-01-18 -12773.11000000 N N N N/A N/A N/A 1320000.00000000 NC -5360.33000000 -0.00009647530 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1320000.00000000 EUR 13799438.40000000 NOK 2023-01-18 -5360.33000000 N N N N/A N/A N/A 9761950.15000000 NC 21167.22000000 0.000380967962 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9761950.15000000 NOK 950000.00000000 EUR 2023-01-18 21167.22000000 N N N N/A N/A N/A 1100000.00000000 NC -3499.48000000 -0.00006298369 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1100000.00000000 NZD 695013.00000000 USD 2023-01-05 -3499.48000000 N N N N/A N/A N/A 870000.00000000 NC -14206.35000000 -0.00025568611 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9573018.03000000 SEK 2023-01-18 -14206.35000000 N N N N/A N/A N/A 740000.00000000 NC -4793.91000000 -0.00008628086 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -740000.00000000 GBP 889768.60000000 USD 2023-01-04 -4793.91000000 N N N N/A N/A N/A 1040000.00000000 NC -958.12000000 -0.00001724425 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1040000.00000000 NZD 659443.20000000 USD 2023-01-04 -958.12000000 N N N N/A N/A N/A 60000.00000000 NC -169.88000000 -0.00000305750 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -60000.00000000 NZD 37930.80000000 USD 2023-01-05 -169.88000000 N N N N/A N/A N/A 990000.00000000 NC -3324.67000000 -0.00005983746 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -990000.00000000 GBP 1193454.90000000 USD 2023-01-04 -3324.67000000 N N N N/A N/A N/A 528504.78000000 NC USD 1336.17000000 0.000024048408 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -528504.78000000 USD 43840000.00000000 INR 2023-01-18 1336.17000000 N N N N/A N/A N/A 4820000.00000000 NC -5990.23000000 -0.00010781225 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4820000.00000000 BRL 903139.25000000 USD 2023-01-18 -5990.23000000 N N N N/A N/A N/A 1246758.81000000 NC USD -16982.00000000 -0.00030564230 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1246758.81000000 USD 6520000.00000000 BRL 2023-01-18 -16982.00000000 N N N N/A N/A N/A 529288.83000000 NC USD 25933.86000000 0.000466758024 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -529288.83000000 USD 699000000.00000000 KRW 2023-01-18 25933.86000000 N N N N/A N/A N/A 850000.00000000 NC -9021.38000000 -0.00016236694 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 8831473.65000000 NOK 2023-01-18 -9021.38000000 N N N N/A N/A N/A 1880000.00000000 NC -986.56000000 -0.00001775612 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1880000.00000000 ILS 533681.55000000 USD 2023-01-03 -986.56000000 N N N N/A N/A N/A 3003818.98000000 NC USD 32613.43000000 0.000586977032 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3003818.98000000 USD 13310000.00000000 PLN 2023-01-18 32613.43000000 N N N N/A N/A N/A 9772575.30000000 NC 27219.30000000 0.000489893394 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9772575.30000000 SEK 900000.00000000 EUR 2023-01-18 27219.30000000 N N N N/A N/A N/A 910000.00000000 NC -14308.25000000 -0.00025752011 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -910000.00000000 EUR 10018903.44000000 SEK 2023-01-18 -14308.25000000 N N N N/A N/A N/A 623654.21000000 NC USD 22119.82000000 0.000398112872 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -623654.21000000 USD 813000000.00000000 KRW 2023-01-18 22119.82000000 N N N N/A N/A N/A 1880000.00000000 NC -256.34000000 -0.00000461361 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1880000.00000000 CAD 1388273.52000000 USD 2023-01-03 -256.34000000 N N N EURONEXT PARIS MONEP 969500HMVSZ0TCV65D58 N/A -1071.00000000 NC 861950.86000000 0.015513405291 Short DE CORP FR N 1 BANK OF AMERICA MERRILL LYNCH N/A Short Euronext CAC 40 Index CAC 2023-01-20 -74509353.62000000 EUR 861950.86000000 N N N N/A N/A N/A 7970000.00000000 NC -3096.95000000 -0.00005573895 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -7970000.00000000 BRL 1500173.17000000 USD 2023-01-18 -3096.95000000 N N N N/A N/A N/A 12272.53000000 NC USD 436.43000000 0.000007854874 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -12272.53000000 USD 16000000.00000000 KRW 2023-01-18 436.43000000 N N N N/A N/A N/A 980000.00000000 NC -9237.16000000 -0.00016625055 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -980000.00000000 EUR 10193565.06000000 NOK 2023-01-18 -9237.16000000 N N N N/A N/A N/A 5130000.00000000 NC 4727.06000000 0.000085077701 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5130000.00000000 BRL 972327.52000000 USD 2023-01-18 4727.06000000 N N N N/A N/A N/A 1070000.00000000 NC -2130.66000000 -0.00003834765 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1070000.00000000 NZD 677320.70000000 USD 2023-01-04 -2130.66000000 N N N N/A N/A N/A 1030000.00000000 NC -897.48000000 -0.00001615285 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1030000.00000000 NZD 653164.20000000 USD 2023-01-05 -897.48000000 N N N N/A N/A N/A 25160000.00000000 NC -63787.59000000 -0.00114805005 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -25160000.00000000 NZD 15916392.12000000 USD 2023-01-18 -63787.59000000 N N N N/A N/A N/A 409000000.00000000 NC -9222.73000000 -0.00016599084 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -409000000.00000000 CLP 471741.64000000 USD 2023-01-18 -9222.73000000 N N N N/A N/A N/A 780000.00000000 NC -12308.89000000 -0.00022153559 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -780000.00000000 EUR 8587165.86000000 SEK 2023-01-18 -12308.89000000 N N N N/A N/A N/A 860000.00000000 NC -24165.05000000 -0.00043492295 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9357466.50000000 SEK 2023-01-18 -24165.05000000 N N N N/A N/A N/A 1410000.00000000 NC 2501.36000000 0.000045019517 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1410000.00000000 ILS 403770.10000000 USD 2023-01-18 2501.36000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 N/A 223.00000000 NC USD 1187720.00000000 0.021376603456 Long DCO CORP GB N 1 BANK OF AMERICA MERRILL LYNCH N/A Long N/A ICE Brent Crude Oil Future 2023-03-31 17827490.00000000 USD 1187720.00000000 N N N N/A N/A N/A 230000.00000000 NC -416.59000000 -0.00000749779 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -230000.00000000 NZD 145633.70000000 USD 2023-01-04 -416.59000000 N N N N/A N/A N/A 4900000.00000000 NC -9715.49000000 -0.00017485954 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4900000.00000000 BRL 914503.28000000 USD 2023-01-18 -9715.49000000 N N N N/A N/A N/A 890000.00000000 NC 4960.78000000 0.000089284197 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -890000.00000000 EUR 9388117.83000000 NOK 2023-01-18 4960.78000000 N N N N/A N/A N/A 810000.00000000 NC 6639.91000000 0.000119505205 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -810000.00000000 EUR 8565046.92000000 NOK 2023-01-18 6639.91000000 N N N N/A N/A N/A 770000.00000000 NC -4957.36000000 -0.00008922264 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -770000.00000000 EUR 8552065.06000000 SEK 2023-01-18 -4957.36000000 N N N N/A N/A N/A 870000.00000000 NC -4391.37000000 -0.00007903594 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 EUR 9086680.20000000 NOK 2023-01-18 -4391.37000000 N N N N/A N/A N/A 950000.00000000 NC -1540.46000000 -0.00002772522 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -950000.00000000 AUD 645202.00000000 USD 2023-01-04 -1540.46000000 N N N N/A N/A N/A 760000.00000000 NC -7979.70000000 -0.00014361876 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -760000.00000000 EUR 8408821.64000000 SEK 2023-01-18 -7979.70000000 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 N/A -217.00000000 NC USD -63950.00000000 -0.00115097311 Short DCO CORP US N 1 GOLDMAN SACHS N/A Short N/A NYBOT CTN Number 2 Cotton Futu 2023-03-09 -8981695.00000000 USD -63950.00000000 N N N N/A N/A N/A 4530000.00000000 NC -10953.71000000 -0.00019714504 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4530000.00000000 EUR 4844606.24000000 USD 2023-01-18 -10953.71000000 N N N CBOE FUTURES EXCHANGE 254900O9GJPIWCP8RH13 N/A -1282.00000000 NC USD 107790.20000000 0.001940009734 Short DE CORP US N 1 DEUTSCHE BANK N/A Short CBOE Volatility Index VIX 2023-02-15 -31574864.80000000 USD 107790.20000000 N N N Ishares Inc 549300MGJZCNMJLBAJ67 464286764 413112.00000000 NS USD 9989048.16000000 0.179783047709 Long EC RF US N 1 N N N N/A N/A N/A 93752437.76000000 NC USD 1193301.43000000 0.021477058122 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -93752437.76000000 USD 139380000.00000000 AUD 2023-01-18 1193301.43000000 N N N N/A N/A N/A 820000.00000000 NC -5200.06000000 -0.00009359076 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -820000.00000000 AUD 553040.80000000 USD 2023-01-03 -5200.06000000 N N N N/A N/A N/A 1030000.00000000 NC -6023.71000000 -0.00010841482 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1030000.00000000 GBP 1239110.60000000 USD 2023-01-04 -6023.71000000 N N N N/A N/A N/A 2843450.40000000 NC -5560.54000000 -0.00010007868 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2843450.40000000 PLN 600000.00000000 EUR 2023-01-18 -5560.54000000 N N N N/A N/A N/A 9364597.90000000 NC 12762.29000000 0.000229695898 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9364597.90000000 SEK 850000.00000000 EUR 2023-01-18 12762.29000000 N N N N/A N/A N/A 880000.00000000 NC -10954.66000000 -0.00019716214 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -880000.00000000 EUR 9718652.24000000 SEK 2023-01-18 -10954.66000000 N N N N/A N/A N/A 9690023.63000000 NC 24419.62000000 0.000439504709 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9690023.63000000 SEK 890000.00000000 EUR 2023-01-18 24419.62000000 N N N N/A N/A N/A 38700.75000000 NC USD 1809.06000000 0.000032559490 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -38700.75000000 USD 51000000.00000000 KRW 2023-01-18 1809.06000000 N N N N/A N/A N/A 1770000.00000000 NC -6333.87000000 -0.00011399709 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1770000.00000000 EUR 1888944.00000000 USD 2023-01-03 -6333.87000000 N N N N/A N/A N/A 8640000.00000000 NC -1818.31000000 -0.00003272597 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -8640000.00000000 SEK 826280.30000000 USD 2023-01-03 -1818.31000000 N N N N/A N/A N/A 9501346.56000000 NC 21081.64000000 0.000379427692 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9501346.56000000 SEK 870000.00000000 EUR 2023-01-18 21081.64000000 N N N N/A N/A N/A 840000.00000000 NC -5488.67000000 -0.00009878516 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 8761121.04000000 NOK 2023-01-18 -5488.67000000 N N N N/A N/A N/A 900000.00000000 NC -6298.61000000 -0.00011336248 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -900000.00000000 EUR 957402.00000000 USD 2023-01-03 -6298.61000000 N N N N/A N/A N/A 122938217.13000000 NC USD 1237839.67000000 0.022278658074 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -122938217.13000000 USD 182290000.00000000 AUD 2023-01-18 1237839.67000000 N N N N/A N/A N/A 13020000.00000000 NC -7823.90000000 -0.00014081467 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -13020000.00000000 BRL 2447957.40000000 USD 2023-01-18 -7823.90000000 N N N N/A N/A N/A 75730000.00000000 NC 11933.33000000 0.000214776263 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -75730000.00000000 SEK 7276544.41000000 USD 2023-01-18 11933.33000000 N N N N/A N/A N/A 2794167.43000000 NC -5036.21000000 -0.00009064178 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2794167.43000000 PLN 590000.00000000 EUR 2023-01-18 -5036.21000000 N N N N/A N/A N/A 613000000.00000000 NC -6549.68000000 -0.00011788124 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -613000000.00000000 KRW 480362.35000000 USD 2023-01-18 -6549.68000000 N N N N/A N/A N/A 37770000.00000000 NC -1266.79000000 -0.00002279970 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -37770000.00000000 EUR 40483170.18000000 USD 2023-01-18 -1266.79000000 N N N N/A N/A N/A 79259421.59000000 NC USD -1014202.43000000 -0.01825363147 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -79259421.59000000 USD 64700000.00000000 GBP 2023-01-18 -1014202.43000000 N N N N/A N/A N/A 502766.91000000 NC USD 22883.63000000 0.000411859936 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -502766.91000000 USD 447000000.00000000 CLP 2023-01-18 22883.63000000 N N N N/A N/A N/A 1195623.06000000 NC USD -16772.59000000 -0.00030187334 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1195623.06000000 USD 6250000.00000000 BRL 2023-01-18 -16772.59000000 N N N N/A N/A N/A 845580.53000000 NC USD 15299.70000000 0.000275364244 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -845580.53000000 USD 113000000.00000000 JPY 2023-01-04 15299.70000000 N N N N/A N/A N/A 2130000.00000000 NC -1964.71000000 -0.00003536088 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2130000.00000000 BRL 399787.53000000 USD 2023-01-18 -1964.71000000 N N N N/A N/A N/A 212010657.53000000 NC USD -1890463.84000000 -0.03402459826 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -212010657.53000000 USD 1114010000.00000000 BRL 2023-01-18 -1890463.84000000 N N N N/A N/A N/A 493207.85000000 NC USD 17533.48000000 0.000315567851 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -493207.85000000 USD 643000000.00000000 KRW 2023-01-18 17533.48000000 N N N N/A N/A N/A 950000.00000000 NC -22811.40000000 -0.00041055994 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -950000.00000000 EUR 10377210.05000000 SEK 2023-01-18 -22811.40000000 N N N N/A N/A N/A 57910000.00000000 NC 26540.90000000 0.000477683540 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -57910000.00000000 SEK 5581718.87000000 USD 2023-01-18 26540.90000000 N N N N/A N/A N/A 1240000.00000000 NC -2667.57000000 -0.00004801096 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1240000.00000000 NZD 784734.00000000 USD 2023-01-04 -2667.57000000 N N N N/A N/A N/A 2580000.00000000 NC 703.96000000 0.000012669883 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2580000.00000000 CAD 1906239.61000000 USD 2023-01-03 703.96000000 N N N N/A N/A N/A 442659.10000000 NC USD 164.17000000 0.000002954734 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -442659.10000000 USD 36640000.00000000 INR 2023-01-18 164.17000000 N N N N/A N/A N/A 890000.00000000 NC -9097.83000000 -0.00016374288 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -890000.00000000 EUR 9250480.22000000 NOK 2023-01-18 -9097.83000000 N N N N/A N/A N/A 33162369.68000000 NC USD -55724.74000000 -0.00100293475 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -33162369.68000000 USD 4345000000.00000000 JPY 2023-01-05 -55724.74000000 N N N N/A N/A N/A 5177579.22000000 NC USD 76664.09000000 0.001379801511 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5177579.22000000 USD 4850000.00000000 CHF 2023-01-18 76664.09000000 N N N N/A N/A N/A 777000000.00000000 NC -19449.78000000 -0.00035005744 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -777000000.00000000 KRW 597729.09000000 USD 2023-01-18 -19449.78000000 N N N N/A N/A N/A 750000.00000000 NC -7030.56000000 -0.00012653613 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -750000.00000000 EUR 7801576.50000000 NOK 2023-01-18 -7030.56000000 N N N N/A N/A N/A 1610000.00000000 NC 535.97000000 0.000009646396 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1610000.00000000 CAD 1189649.31000000 USD 2023-01-03 535.97000000 N N N N/A N/A N/A 66900000.00000000 NC -729.18000000 -0.00001312379 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -66900000.00000000 INR 807810.04000000 USD 2023-01-18 -729.18000000 N N N N/A N/A N/A 511000000.00000000 NC -11665.50000000 -0.00020995585 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -511000000.00000000 CLP 589245.97000000 USD 2023-01-18 -11665.50000000 N N N N/A N/A N/A 42614947.54000000 NC USD 47341.45000000 0.000852052170 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -42614947.54000000 USD 39380000.00000000 CHF 2023-01-18 47341.45000000 N N N N/A N/A N/A 430000.00000000 NC -2888.94000000 -0.00005199518 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -430000.00000000 EUR 457545.80000000 USD 2023-01-03 -2888.94000000 N N N N/A N/A N/A 1150000.00000000 NC 3385.74000000 0.000060936602 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1150000.00000000 CHF 1247180.29000000 USD 2023-01-04 3385.74000000 N N N N/A N/A N/A 138880000.00000000 NC 846696.25000000 0.015238852578 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -138880000.00000000 AUD 95451835.14000000 USD 2023-01-18 846696.25000000 N N N N/A N/A N/A 820000.00000000 NC -19759.92000000 -0.00035563935 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -820000.00000000 EUR 8956440.16000000 SEK 2023-01-18 -19759.92000000 N N N Ishares Inc 549300MGJZCNMJLBAJ67 464286806 455080.00000000 NS USD 11254128.40000000 0.202551981996 Long EC RF US N 1 N N N N/A N/A N/A 436000000.00000000 NC -7395.30000000 -0.00013310072 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -436000000.00000000 CLP 505319.77000000 USD 2023-01-18 -7395.30000000 N N N N/A N/A N/A 860000.00000000 NC -2256.13000000 -0.00004060586 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9002645.98000000 NOK 2023-01-18 -2256.13000000 N N N N/A N/A N/A 4480000.00000000 NC -6408.33000000 -0.00011533722 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4480000.00000000 BRL 838591.69000000 USD 2023-01-18 -6408.33000000 N N N N/A N/A N/A 583128.91000000 NC USD 19752.38000000 0.000355503649 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -583128.91000000 USD 759000000.00000000 KRW 2023-01-18 19752.38000000 N N N N/A N/A N/A 9430000.00000000 NC -4501.08000000 -0.00008101050 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -9430000.00000000 SEK 899314.88000000 USD 2023-01-03 -4501.08000000 N N N N/A N/A N/A 154563031.36000000 NC USD -1265288.22000000 -0.02277267751 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -154563031.36000000 USD 126760000.00000000 GBP 2023-01-18 -1265288.22000000 N N N N/A N/A N/A 1230000.00000000 NC -3589.70000000 -0.00006460747 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1230000.00000000 EUR 1313467.80000000 USD 2023-01-03 -3589.70000000 N N N N/A N/A N/A 71900722.98000000 NC USD 1125612.48000000 0.020258791323 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -71900722.98000000 USD 68130000.00000000 EUR 2023-01-18 1125612.48000000 N N N N/A N/A N/A 8910250.38000000 NC 24190.81000000 0.000435386583 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8910250.38000000 SEK 820000.00000000 EUR 2023-01-18 24190.81000000 N N N N/A N/A N/A 1160000.00000000 NC -3284.58000000 -0.00005911592 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1160000.00000000 AUD 786422.00000000 USD 2023-01-04 -3284.58000000 N N N N/A N/A N/A 11450000.00000000 NC -1581.76000000 -0.00002846854 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -11450000.00000000 SEK 1095840.59000000 USD 2023-01-03 -1581.76000000 N N N N/A N/A N/A 527168.21000000 NC USD 22494.31000000 0.000404852949 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -527168.21000000 USD 692000000.00000000 KRW 2023-01-18 22494.31000000 N N N N/A N/A N/A 1280000.00000000 NC -2724.17000000 -0.00004902965 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1280000.00000000 GBP 1544627.20000000 USD 2023-01-04 -2724.17000000 N N N N/A N/A N/A 780086.65000000 NC USD -14305.39000000 -0.00025746863 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -780086.65000000 USD 4060000.00000000 BRL 2023-01-18 -14305.39000000 N N N CME GLOBEX N/A N/A 718.00000000 NC USD -433331.25000000 -0.00779910273 Long DFE CORP US N 1 GOLDMAN SACHS N/A Long N/A CME British Pound Currency Fut 2023-03-13 54660281.25000000 USD -433331.25000000 N N N N/A N/A N/A 9968572.63000000 NC 21499.70000000 0.000386951942 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9968572.63000000 NOK 970000.00000000 EUR 2023-01-18 21499.70000000 N N N N/A N/A N/A 84725.12000000 NC USD 4237.60000000 0.000076268392 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -84725.12000000 USD 112000000.00000000 KRW 2023-01-18 4237.60000000 N N N N/A N/A N/A 9248732.10000000 NC 19995.07000000 0.000359871587 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9248732.10000000 NOK 900000.00000000 EUR 2023-01-18 19995.07000000 N N N N/A N/A N/A 2046986.87000000 NC USD -30681.03000000 -0.00055219766 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2046986.87000000 USD 10690000.00000000 BRL 2023-01-18 -30681.03000000 N N N CME GLOBEX N/A N/A 566.00000000 NC USD 356645.00000000 0.006418902384 Long DFE CORP US N 1 GOLDMAN SACHS N/A Long N/A CME Canadian Dollar Currency F 2023-03-14 41482075.00000000 USD 356645.00000000 N N N N/A N/A N/A 1366584.34000000 NC USD -16093.24000000 -0.00028964638 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1366584.34000000 USD 7160000.00000000 BRL 2023-01-18 -16093.24000000 N N N N/A N/A N/A 534076.04000000 NC USD 20352.34000000 0.000366301739 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -534076.04000000 USD 698000000.00000000 KRW 2023-01-18 20352.34000000 N N N N/A N/A N/A 528551.63000000 NC USD 25876.75000000 0.000465730158 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -528551.63000000 USD 698000000.00000000 KRW 2023-01-18 25876.75000000 N N N N/A N/A N/A 8721485.60000000 NC 20861.24000000 0.000375460929 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8721485.60000000 SEK 800000.00000000 EUR 2023-01-18 20861.24000000 N N N N/A N/A N/A 960000.00000000 NC -24966.55000000 -0.00044934836 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -960000.00000000 EUR 10466480.64000000 SEK 2023-01-18 -24966.55000000 N N N N/A N/A N/A 1210000.00000000 NC -1743.94000000 -0.00003138745 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1210000.00000000 NZD 766607.60000000 USD 2023-01-04 -1743.94000000 N N N N/A N/A N/A 1042000000.00000000 NC -103972.56000000 -0.00187129978 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1042000000.00000000 JPY 7834409.75000000 USD 2023-01-04 -103972.56000000 N N N N/A N/A N/A 122000000.00000000 NC -10244.33000000 -0.00018437761 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -122000000.00000000 JPY 919332.35000000 USD 2023-01-05 -10244.33000000 N N N EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 N/A -4583.00000000 NC 31821215.30000000 0.572718739244 Short DIR CORP DE N 1 GOLDMAN SACHS N/A Short N/A Eurex 10 Year Euro BUND Future 2023-03-08 -677072571.90000000 EUR 31821215.30000000 N N N N/A N/A N/A 9912626.10000000 NC 13784.53000000 0.000248094190 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9912626.10000000 SEK 900000.00000000 EUR 2023-01-18 13784.53000000 N N N N/A N/A N/A 14110000.00000000 NC -1063.85000000 -0.00001914718 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -14110000.00000000 ZAR 829273.17000000 USD 2023-01-03 -1063.85000000 N N N N/A N/A N/A 730566.00000000 NC USD 4678.06000000 0.000084195798 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -730566.00000000 USD 1080000.00000000 AUD 2023-01-03 4678.06000000 N N N N/A N/A N/A 5896237.32000000 NC 13195.49000000 0.000237492638 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5896237.32000000 SEK 540000.00000000 EUR 2023-01-18 13195.49000000 N N N N/A N/A N/A 8948934.70000000 NC 20479.91000000 0.000368597746 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8948934.70000000 SEK 820000.00000000 EUR 2023-01-18 20479.91000000 N N N N/A N/A N/A 2563293.60000000 NC USD 10060.61000000 0.000181071018 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2563293.60000000 USD 3780000.00000000 AUD 2023-01-03 10060.61000000 N N N N/A N/A N/A 653602.17000000 NC USD 24922.13000000 0.000448548892 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -653602.17000000 USD 577000000.00000000 CLP 2023-01-18 24922.13000000 N N N N/A N/A N/A 918236.83000000 NC USD -10993.51000000 -0.00019786136 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -918236.83000000 USD 4810000.00000000 BRL 2023-01-18 -10993.51000000 N N N N/A N/A N/A 910000.00000000 NC 966.19000000 0.000017389502 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -910000.00000000 GBP 1101036.30000000 USD 2023-01-04 966.19000000 N N N N/A N/A N/A 800000.00000000 NC -726.26000000 -0.00001307123 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -800000.00000000 EUR 8387991.20000000 NOK 2023-01-18 -726.26000000 N N N N/A N/A N/A 5790000.00000000 NC -8334.93000000 -0.00015001220 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5790000.00000000 BRL 1083752.14000000 USD 2023-01-18 -8334.93000000 N N N Ishares Inc 549300MGJZCNMJLBAJ67 464286707 315816.00000000 NS USD 10459825.92000000 0.188256113323 Long EC RF US N 1 N N N N/A N/A N/A 11800000.00000000 NC -4306.42000000 -0.00007750701 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -11800000.00000000 SEK 1126661.59000000 USD 2023-01-03 -4306.42000000 N N N N/A N/A N/A 9053590.48000000 NC 18489.90000000 0.000332781514 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9053590.48000000 NOK 880000.00000000 EUR 2023-01-18 18489.90000000 N N N N/A N/A N/A 1175894.36000000 NC USD -12133.18000000 -0.00021837316 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1175894.36000000 USD 6170000.00000000 BRL 2023-01-18 -12133.18000000 N N N N/A N/A N/A 416000000.00000000 NC -3061.38000000 -0.00005509876 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -416000000.00000000 CLP 486134.65000000 USD 2023-01-18 -3061.38000000 N N N N/A N/A N/A 860000.00000000 NC -25287.19000000 -0.00045511924 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9345768.78000000 SEK 2023-01-18 -25287.19000000 N N N N/A N/A N/A 850000.00000000 NC -4961.72000000 -0.00008930111 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 8871218.80000000 NOK 2023-01-18 -4961.72000000 N N N N/A N/A N/A 8160000.00000000 NC -3172.11000000 -0.00005709168 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -8160000.00000000 SEK 778921.02000000 USD 2023-01-03 -3172.11000000 N N N N/A N/A N/A 8935382.56000000 NC 21779.93000000 0.000391995526 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8935382.56000000 SEK 820000.00000000 EUR 2023-01-18 21779.93000000 N N N N/A N/A N/A 860000.00000000 NC -10483.44000000 -0.00018868111 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9500090.62000000 SEK 2023-01-18 -10483.44000000 N N N N/A N/A N/A 4404954.07000000 NC USD 411.39000000 0.000007404203 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4404954.07000000 USD 85850000.00000000 MXN 2023-01-04 411.39000000 N N N ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 N/A -186.00000000 NC 35308.32000000 0.000635479705 Short DIR CORP GB N 1 DEUTSCHE BANK N/A Short N/A Three Month SONIA Index Future 2024-06-18 -53771471.69000000 GBP 35308.32000000 N N N N/A N/A N/A 684000000.00000000 NC -17918.03000000 -0.00032248898 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -684000000.00000000 KRW 525390.01000000 USD 2023-01-18 -17918.03000000 N N N N/A N/A N/A 4360000.00000000 NC -454.50000000 -0.00000818009 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -4360000.00000000 SEK 417428.60000000 USD 2023-01-03 -454.50000000 N N N N/A N/A N/A 880000.00000000 NC 4021.83000000 0.000072384960 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -880000.00000000 EUR 9273986.48000000 NOK 2023-01-18 4021.83000000 N N N N/A N/A N/A 115000000.00000000 NC -13627.83000000 -0.00024527390 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -115000000.00000000 JPY 862489.22000000 USD 2023-01-04 -13627.83000000 N N N N/A N/A N/A 47570000.00000000 NC 1866.90000000 0.000033600495 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -47570000.00000000 INR 576787.84000000 USD 2023-01-18 1866.90000000 N N N N/A N/A N/A 860000.00000000 NC 379.31000000 0.000006826827 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9028447.70000000 NOK 2023-01-18 379.31000000 N N N N/A N/A N/A 390000.00000000 NC -2620.20000000 -0.00004715840 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -390000.00000000 EUR 414983.40000000 USD 2023-01-03 -2620.20000000 N N N N/A N/A N/A 28932447.22000000 NC USD -375705.20000000 -0.00676194816 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -28932447.22000000 USD 297690000.00000000 SEK 2023-01-18 -375705.20000000 N N N N/A N/A N/A 830000.00000000 NC -13970.08000000 -0.00025143372 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 9128533.39000000 SEK 2023-01-18 -13970.08000000 N N N N/A N/A N/A 960687.06000000 NC USD -21379.01000000 -0.00038477976 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -960687.06000000 USD 4980000.00000000 BRL 2023-01-18 -21379.01000000 N N N N/A N/A N/A 920000.00000000 NC -4258.18000000 -0.00007663879 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920000.00000000 EUR 980858.00000000 USD 2023-01-03 -4258.18000000 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 604.00000000 NC USD -70037.50000000 -0.00126053603 Long DCO CORP US N 1 BANK OF AMERICA MERRILL LYNCH N/A Long N/A CBOT Corn Future 2023-03-14 20560737.50000000 USD -70037.50000000 N N N N/A N/A N/A 9973635.06000000 NC 20982.61000000 0.000377645348 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9973635.06000000 NOK 970000.00000000 EUR 2023-01-18 20982.61000000 N N N N/A N/A N/A 528506.71000000 NC USD 24333.05000000 0.000437946621 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -528506.71000000 USD 696000000.00000000 KRW 2023-01-18 24333.05000000 N N N N/A N/A N/A 835955.50000000 NC USD 1106.18000000 0.000019909045 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -835955.50000000 USD 69260000.00000000 INR 2023-01-18 1106.18000000 N N N N/A N/A N/A 1010000.00000000 NC -2526.36000000 -0.00004546946 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1010000.00000000 NZD 638835.10000000 USD 2023-01-05 -2526.36000000 N N N N/A N/A N/A 850000.00000000 NC -8832.29000000 -0.00015896369 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 9405566.20000000 SEK 2023-01-18 -8832.29000000 N N N N/A N/A N/A 820000.00000000 NC -7957.12000000 -0.00014321237 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -820000.00000000 EUR 8527076.68000000 NOK 2023-01-18 -7957.12000000 N N N N/A N/A N/A 8710435.20000000 NC USD 203455.80000000 0.003661800725 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8710435.20000000 USD 151670000.00000000 ZAR 2023-01-18 203455.80000000 N N N N/A N/A N/A 840000.00000000 NC -10134.24000000 -0.00018239621 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 9280257.00000000 SEK 2023-01-18 -10134.24000000 N N N N/A N/A N/A 7420000.00000000 NC 105.54000000 0.000001899510 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -7420000.00000000 MXN 380860.48000000 USD 2023-01-04 105.54000000 N N N N/A N/A N/A 565244.21000000 NC USD 27435.60000000 0.000493786365 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -565244.21000000 USD 504000000.00000000 CLP 2023-01-18 27435.60000000 N N N N/A N/A N/A 880000.00000000 NC -3354.15000000 -0.00006036804 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -880000.00000000 AUD 595733.60000000 USD 2023-01-04 -3354.15000000 N N N N/A N/A N/A 8480000.00000000 NC -94621.51000000 -0.00170299944 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -8480000.00000000 AUD 5681959.55000000 USD 2023-01-18 -94621.51000000 N N N N/A N/A N/A 880000.00000000 NC -3362.32000000 -0.00006051508 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -880000.00000000 EUR 9201693.60000000 NOK 2023-01-18 -3362.32000000 N N N N/A N/A N/A 54160000.00000000 NC 2045.91000000 0.000036822320 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -54160000.00000000 INR 656612.19000000 USD 2023-01-18 2045.91000000 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 N/A -80.00000000 NC USD 347050.00000000 0.006246211421 Short DCO CORP US N 1 BANK OF AMERICA MERRILL LYNCH N/A Short N/A NYMEX Henry Hub Natural Gas Fu 2023-04-26 -3491850.00000000 USD 347050.00000000 N N N N/A N/A N/A 2841788.40000000 NC -5181.39000000 -0.00009325473 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2841788.40000000 PLN 600000.00000000 EUR 2023-01-18 -5181.39000000 N N N N/A N/A N/A 10414394.82000000 NC 18837.15000000 0.000339031325 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -10414394.82000000 NOK 1010000.00000000 EUR 2023-01-18 18837.15000000 N N N N/A N/A N/A 618000000.00000000 NC -13202.42000000 -0.00023761736 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -618000000.00000000 KRW 477681.16000000 USD 2023-01-18 -13202.42000000 N N N N/A N/A N/A 1091156.40000000 NC USD 21131.33000000 0.000380322013 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1091156.40000000 USD 146000000.00000000 JPY 2023-01-04 21131.33000000 N N N N/A N/A N/A 840000.00000000 NC -1303.29000000 -0.00002345663 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -840000.00000000 AUD 570553.20000000 USD 2023-01-04 -1303.29000000 N N N N/A N/A N/A 290000.00000000 NC -678.97000000 -0.00001222011 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -290000.00000000 NZD 183471.40000000 USD 2023-01-04 -678.97000000 N N N N/A N/A N/A 1030000.00000000 NC -3935.91000000 -0.00007083857 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1030000.00000000 NZD 650115.40000000 USD 2023-01-04 -3935.91000000 N N N N/A N/A N/A 979109.83000000 NC USD 6418.95000000 0.000115528364 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -979109.83000000 USD 4320000.00000000 PLN 2023-01-18 6418.95000000 N N N N/A N/A N/A 146945485.10000000 NC USD 5684707.81000000 0.102313461608 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -146945485.10000000 USD 19995000000.00000000 JPY 2023-01-18 5684707.81000000 N N N N/A N/A N/A 930000.00000000 NC -9118.68000000 -0.00016411814 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -930000.00000000 EUR 9670031.19000000 NOK 2023-01-18 -9118.68000000 N N N N/A N/A N/A 10470000.00000000 NC -3547.98000000 -0.00006385660 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -10470000.00000000 SEK 999946.52000000 USD 2023-01-03 -3547.98000000 N N N N/A N/A N/A 62140000.00000000 NC 1211.05000000 0.000021796497 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -62140000.00000000 INR 752221.92000000 USD 2023-01-18 1211.05000000 N N N N/A N/A N/A 820000.00000000 NC -4211.44000000 -0.00007579756 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -820000.00000000 EUR 8563747.90000000 NOK 2023-01-18 -4211.44000000 N N N N/A N/A N/A 12396404.93000000 NC 9326.46000000 0.000167857775 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -12396404.93000000 NOK 1190000.00000000 EUR 2023-01-18 9326.46000000 N N N N/A N/A N/A 860000.00000000 NC -22659.39000000 -0.00040782406 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9373162.36000000 SEK 2023-01-18 -22659.39000000 N N N Schwab Strategic Trust 549300NAZEQOIX80E226 808524847 1128632.00000000 NS USD 21771311.28000000 0.391840406799 Long EC RF US N 1 N N N N/A N/A N/A 52610000.00000000 NC 2103.37000000 0.000037856486 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -52610000.00000000 INR 637936.68000000 USD 2023-01-18 2103.37000000 N N N N/A N/A N/A 2190000.00000000 NC 1207.49000000 0.000021732424 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2190000.00000000 CAD 1618697.06000000 USD 2023-01-03 1207.49000000 N N N N/A N/A N/A 1140000.00000000 NC -3657.64000000 -0.00006583026 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1140000.00000000 EUR 1217029.80000000 USD 2023-01-03 -3657.64000000 N N N N/A N/A N/A 33180006.11000000 NC USD -337210.70000000 -0.00606912354 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -33180006.11000000 USD 342370000.00000000 SEK 2023-01-18 -337210.70000000 N N N N/A N/A N/A 1028355.96000000 NC USD -9829.16000000 -0.00017690537 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1028355.96000000 USD 5400000.00000000 BRL 2023-01-18 -9829.16000000 N N N N/A N/A N/A 66380407.46000000 NC USD 223897.44000000 0.004029709687 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -66380407.46000000 USD 61480000.00000000 CHF 2023-01-18 223897.44000000 N N N N/A N/A N/A 9276105.25000000 NC 21251.19000000 0.000382479255 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9276105.25000000 SEK 850000.00000000 EUR 2023-01-18 21251.19000000 N N N N/A N/A N/A 750000.00000000 NC -8356.96000000 -0.00015040869 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -750000.00000000 EUR 8293152.00000000 SEK 2023-01-18 -8356.96000000 N N N N/A N/A N/A 1060000.00000000 NC 4102.39000000 0.000073834880 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1060000.00000000 EUR 11163673.02000000 NOK 2023-01-18 4102.39000000 N N N N/A N/A N/A 850000.00000000 NC -22892.32000000 -0.00041201633 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -850000.00000000 EUR 9258997.30000000 SEK 2023-01-18 -22892.32000000 N N N N/A N/A N/A 1393944.38000000 NC USD -20819.35000000 -0.00037470699 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1393944.38000000 USD 7280000.00000000 BRL 2023-01-18 -20819.35000000 N N N N/A N/A N/A 535259.52000000 NC USD 23317.68000000 0.000419671975 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -535259.52000000 USD 475000000.00000000 CLP 2023-01-18 23317.68000000 N N N N/A N/A N/A 1222890.99000000 NC USD -15748.11000000 -0.00028343473 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1222890.99000000 USD 6400000.00000000 BRL 2023-01-18 -15748.11000000 N N N N/A N/A N/A 7780925.68000000 NC USD 105216.16000000 0.001893682121 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -7780925.68000000 USD 10560000.00000000 SGD 2023-01-18 105216.16000000 N N N N/A N/A N/A 960000.00000000 NC -6972.21000000 -0.00012548594 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -960000.00000000 EUR 10654062.72000000 SEK 2023-01-18 -6972.21000000 N N N N/A N/A N/A 746000000.00000000 NC -12585.07000000 -0.00022650629 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -746000000.00000000 KRW 579970.19000000 USD 2023-01-18 -12585.07000000 N N N N/A N/A N/A 73160000.00000000 NC 804.46000000 0.000014478683 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -73160000.00000000 INR 885000.71000000 USD 2023-01-18 804.46000000 N N N N/A N/A N/A 830000.00000000 NC -12430.39000000 -0.00022372235 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 9144583.93000000 SEK 2023-01-18 -12430.39000000 N N N N/A N/A N/A 726000000.00000000 NC -16737.05000000 -0.00030123369 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -726000000.00000000 KRW 559932.01000000 USD 2023-01-18 -16737.05000000 N N N N/A N/A N/A 1250000.00000000 NC 1112.20000000 0.000020017393 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1250000.00000000 CHF 1353062.79000000 USD 2023-01-04 1112.20000000 N N N N/A N/A N/A 860000.00000000 NC -23267.97000000 -0.00041877729 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -860000.00000000 EUR 9366818.14000000 SEK 2023-01-18 -23267.97000000 N N N N/A N/A N/A 1140000.00000000 NC -3170.65000000 -0.00005706540 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1140000.00000000 NZD 720730.80000000 USD 2023-01-04 -3170.65000000 N N N N/A N/A N/A 54530000.00000000 NC -379.62000000 -0.00000683240 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -54530000.00000000 INR 658658.40000000 USD 2023-01-18 -379.62000000 N N N N/A N/A N/A 1205337.10000000 NC USD 4642.56000000 0.000083556868 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1205337.10000000 USD 1130000.00000000 EUR 2023-01-03 4642.56000000 N N N N/A N/A N/A 14420000.00000000 NC 649.67000000 0.000011692770 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -14420000.00000000 ZAR 849229.39000000 USD 2023-01-04 649.67000000 N N N N/A N/A N/A 8725882.40000000 NC 19806.70000000 0.000356481301 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8725882.40000000 NOK 850000.00000000 EUR 2023-01-18 19806.70000000 N N N N/A N/A N/A 643000000.00000000 NC -4277.42000000 -0.00007698507 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -643000000.00000000 KRW 506463.91000000 USD 2023-01-18 -4277.42000000 N N N N/A N/A N/A 960000.00000000 NC -4892.43000000 -0.00008805403 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -960000.00000000 EUR 10026223.68000000 NOK 2023-01-18 -4892.43000000 N N N N/A N/A N/A 1040000.00000000 NC 217.00000000 0.000003905569 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1040000.00000000 NZD 660628.80000000 USD 2023-01-05 217.00000000 N N N N/A N/A N/A 781000000.00000000 NC -8296.74000000 -0.00014932485 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -781000000.00000000 KRW 612059.37000000 USD 2023-01-18 -8296.74000000 N N N N/A N/A N/A 633000000.00000000 NC -6503.97000000 -0.00011705855 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -633000000.00000000 KRW 496294.26000000 USD 2023-01-18 -6503.97000000 N N N N/A N/A N/A 220000.00000000 NC -209.30000000 -0.00000376698 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -220000.00000000 NZD 139493.20000000 USD 2023-01-05 -209.30000000 N N N N/A N/A N/A 139946932.70000000 NC USD 4912440.69000000 0.088414185695 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -139946932.70000000 USD 18977000000.00000000 JPY 2023-01-18 4912440.69000000 N N N N/A N/A N/A 820000.00000000 NC 3689.57000000 0.000066404939 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -820000.00000000 EUR 8641100.96000000 NOK 2023-01-18 3689.57000000 N N N N/A N/A N/A 1260000.00000000 NC -2546.89000000 -0.00004583896 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1260000.00000000 NZD 797567.40000000 USD 2023-01-05 -2546.89000000 N N N N/A N/A N/A 1187908.28000000 NC USD -20374.78000000 -0.00036670561 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1187908.28000000 USD 6190000.00000000 BRL 2023-01-18 -20374.78000000 N N N N/A N/A N/A 56340000.00000000 NC 294.83000000 0.000005306355 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -56340000.00000000 INR 681208.13000000 USD 2023-01-18 294.83000000 N N N N/A N/A N/A 890000.00000000 NC 4231.34000000 0.000076155724 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -890000.00000000 EUR 9380976.47000000 NOK 2023-01-18 4231.34000000 N N N N/A N/A N/A 768209.14000000 NC USD -9972.52000000 -0.00017948557 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -768209.14000000 USD 4020000.00000000 BRL 2023-01-18 -9972.52000000 N N N N/A N/A N/A 920000.00000000 NC -4635.20000000 -0.00008342440 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -920000.00000000 GBP 1107523.60000000 USD 2023-01-04 -4635.20000000 N N N N/A N/A N/A 770000.00000000 NC 481.41000000 0.000008664424 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -770000.00000000 EUR 8084998.46000000 NOK 2023-01-18 481.41000000 N N N N/A N/A N/A 8950000.00000000 NC -525.86000000 -0.00000946443 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -8950000.00000000 SEK 857284.62000000 USD 2023-01-03 -525.86000000 N N N N/A N/A N/A 830000.00000000 NC -23266.20000000 -0.00041874543 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -830000.00000000 EUR 9031625.91000000 SEK 2023-01-18 -23266.20000000 N N N N/A N/A N/A 661419.41000000 NC USD 760.91000000 0.000013694870 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -661419.41000000 USD 54790000.00000000 INR 2023-01-18 760.91000000 N N N N/A N/A N/A 974579.25000000 NC USD -6978.79000000 -0.00012560437 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -974579.25000000 USD 5130000.00000000 BRL 2023-01-18 -6978.79000000 N N N N/A N/A N/A 1300000.00000000 NC -3754.73000000 -0.00006757769 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1300000.00000000 GBP 1567774.00000000 USD 2023-01-03 -3754.73000000 N N N N/A N/A N/A 7280000.00000000 NC -2155.31000000 -0.00003879130 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -7280000.00000000 BRL 1370969.72000000 USD 2023-01-18 -2155.31000000 N N N N/A N/A N/A 9010765.52000000 NC 25267.29000000 0.000454761087 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9010765.52000000 SEK 830000.00000000 EUR 2023-01-18 25267.29000000 N N N N/A N/A N/A 2650000.00000000 NC -63381.91000000 -0.00114074862 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2650000.00000000 EUR 28949559.30000000 SEK 2023-01-18 -63381.91000000 N N N N/A N/A N/A 9020626.56000000 NC 21856.91000000 0.000393381013 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9020626.56000000 NOK 880000.00000000 EUR 2023-01-18 21856.91000000 N N N N/A N/A N/A 2980236.42000000 NC -4609.73000000 -0.00008296599 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -2980236.42000000 PLN 630000.00000000 EUR 2023-01-18 -4609.73000000 N N N N/A N/A N/A 10808473.50000000 NC 24315.95000000 0.000437638854 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -10808473.50000000 SEK 990000.00000000 EUR 2023-01-18 24315.95000000 N N N N/A N/A N/A 1200000.00000000 NC -5089.52000000 -0.00009160126 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1200000.00000000 NZD 756912.00000000 USD 2023-01-04 -5089.52000000 N N N ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 N/A -1025.00000000 NC 1208439.84000000 0.021749519466 Short DIR CORP GB N 1 GOLDMAN SACHS N/A Short N/A 3 Month Euro Euribor Future 2024-12-16 -263771489.38000000 EUR 1208439.84000000 N N N N/A N/A N/A 3190000.00000000 NC -1677.18000000 -0.00003018591 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3190000.00000000 PLN 726982.68000000 USD 2023-01-03 -1677.18000000 N N N N/A N/A N/A 870000.00000000 NC -274.70000000 -0.00000494405 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -870000.00000000 CHF 940682.91000000 USD 2023-01-03 -274.70000000 N N N N/A N/A N/A 9813903.30000000 NC 23254.79000000 0.000418540080 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -9813903.30000000 SEK 900000.00000000 EUR 2023-01-18 23254.79000000 N N N N/A N/A N/A 890000.00000000 NC -25433.03000000 -0.00045774407 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -890000.00000000 EUR 9679459.33000000 SEK 2023-01-18 -25433.03000000 N N N N/A N/A N/A 582854.99000000 NC USD 19231.99000000 0.000346137662 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -582854.99000000 USD 758000000.00000000 KRW 2023-01-18 19231.99000000 N N N N/A N/A N/A 23010000.00000000 NC -13738.88000000 -0.00024727258 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -23010000.00000000 ILS 6534625.39000000 USD 2023-01-18 -13738.88000000 N N N N/A N/A N/A 6480000.00000000 NC 8022.99000000 0.000144397901 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -6480000.00000000 BRL 1230255.16000000 USD 2023-01-18 8022.99000000 N N N N/A N/A N/A 817366.02000000 NC USD 6189.28000000 0.000111394759 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -817366.02000000 USD 3610000.00000000 PLN 2023-01-18 6189.28000000 N N N N/A N/A N/A 83673099.94000000 NC USD 199790.19000000 0.003595827018 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -83673099.94000000 USD 77420000.00000000 CHF 2023-01-18 199790.19000000 N N N N/A N/A N/A 3001926.40000000 NC 1160.77000000 0.000020891556 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -3001926.40000000 PLN 640000.00000000 EUR 2023-01-18 1160.77000000 N N N N/A N/A N/A 241081.88000000 NC USD 9125.77000000 0.000164245753 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -241081.88000000 USD 315000000.00000000 KRW 2023-01-18 9125.77000000 N N N N/A N/A N/A 713910.76000000 NC USD -8486.64000000 -0.00015274268 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -713910.76000000 USD 3740000.00000000 BRL 2023-01-18 -8486.64000000 N N N N/A N/A N/A 4960000.00000000 NC -9362.56000000 -0.00016850750 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -4960000.00000000 BRL 926173.17000000 USD 2023-01-18 -9362.56000000 N N N N/A N/A N/A 8124695.81000000 NC -4536.19000000 -0.00008164241 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -8124695.81000000 NOK 770000.00000000 EUR 2023-01-18 -4536.19000000 N N N N/A N/A N/A 47770000.00000000 NC 550.45000000 0.000009907007 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -47770000.00000000 INR 577888.54000000 USD 2023-01-18 550.45000000 N N N N/A N/A N/A 184140000.00000000 NC -366383.43000000 -0.00659417480 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -184140000.00000000 ZAR 10455821.94000000 USD 2023-01-18 -366383.43000000 N N N N/A N/A N/A 1585493.93000000 NC USD 31900.94000000 0.000574153625 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1585493.93000000 USD 27520000.00000000 ZAR 2023-01-18 31900.94000000 N N N N/A N/A N/A 652000000.00000000 NC -15594.35000000 -0.00028066735 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -652000000.00000000 KRW 502295.77000000 USD 2023-01-18 -15594.35000000 N N N Ishares Trust 5493000860OXIC4B5K91 46429B598 54199.00000000 NS USD 2262266.26000000 0.040716304140 Long EC RF US N 1 N N N N/A N/A N/A 2720000.00000000 NC 697.61000000 0.000012555595 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2720000.00000000 CAD 2009634.42000000 USD 2023-01-03 697.61000000 N N N CME GLOBEX N/A N/A 133.00000000 NC USD -163410.00000000 -0.00294105577 Long DCO CORP US N 1 GOLDMAN SACHS N/A Long N/A CME Lean Hogs Future 2023-02-14 4829050.00000000 USD -163410.00000000 N N N N/A N/A N/A 840000.00000000 NC -19851.14000000 -0.00035728113 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 9178963.08000000 SEK 2023-01-18 -19851.14000000 N N N N/A N/A N/A 498170.07000000 NC USD 19720.05000000 0.000354921773 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -498170.07000000 USD 652000000.00000000 KRW 2023-01-18 19720.05000000 N N N N/A N/A N/A 981708.02000000 NC USD -15993.72000000 -0.00028785522 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -981708.02000000 USD 5120000.00000000 BRL 2023-01-18 -15993.72000000 N N N N/A N/A N/A 103000000.00000000 NC -2815.12000000 -0.00005066657 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -103000000.00000000 JPY 781991.42000000 USD 2023-01-05 -2815.12000000 N N N N/A N/A N/A 5070000.00000000 NC -4503.28000000 -0.00008105010 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -5070000.00000000 BRL 951780.22000000 USD 2023-01-18 -4503.28000000 N N N N/A N/A N/A 1147652.49000000 NC USD -17842.20000000 -0.00032112419 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1147652.49000000 USD 5990000.00000000 BRL 2023-01-18 -17842.20000000 N N N N/A N/A N/A 477099.96000000 NC USD 22521.03000000 0.000405333856 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -477099.96000000 USD 629000000.00000000 KRW 2023-01-18 22521.03000000 N N N N/A N/A N/A 2780000.00000000 NC 348.85000000 0.000006278607 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -2780000.00000000 CAD 2053600.45000000 USD 2023-01-03 348.85000000 N N N N/A N/A N/A 1528191.86000000 NC USD 9029.15000000 0.000162506785 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1528191.86000000 USD 8150000.00000000 BRL 2023-01-18 9029.15000000 N N N N/A N/A N/A 1190000.00000000 NC -2012.93000000 -0.00003622874 N/A DFE CORP N/A N 2 DEUTSCHE BANK N/A -1190000.00000000 AUD 808117.10000000 USD 2023-01-04 -2012.93000000 N N N N/A N/A N/A 840000.00000000 NC -14285.04000000 -0.00025710237 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -840000.00000000 EUR 9236986.92000000 SEK 2023-01-18 -14285.04000000 N N N N/A N/A N/A 1161848.77000000 NC USD -9404.55000000 -0.00016926324 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -1161848.77000000 USD 6110000.00000000 BRL 2023-01-18 -9404.55000000 N N N N/A N/A N/A 647415.17000000 NC USD 987.36000000 0.000017770520 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -647415.17000000 USD 53650000.00000000 INR 2023-01-18 987.36000000 N N N N/A N/A N/A 770000.00000000 NC -4726.46000000 -0.00008506690 N/A DFE CORP N/A N 2 BANK OF AMERICA MERRILL LYNCH N/A -770000.00000000 GBP 926102.10000000 USD 2023-01-03 -4726.46000000 N N N 2023-01-27 MUTUAL FUND SERIES TRUST Erik Naviloff Erik Naviloff Treasurer