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Pool3140GTEN67232PAUSD78420.0039LongABS-MBSUSGSEUSN22047-05-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GTFH84533PAUSD49260.0025LongABS-MBSUSGSEUSN22047-05-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GTGQ74135PAUSD44940.0023LongABS-MBSUSGSEUSN22047-05-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GU2C040453PAUSD438070.022LongABS-MBSUSGSEUSN22047-07-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GV2P96535PAUSD68030.0034LongABS-MBSUSGSEUSN22032-12-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GXCH259102PAUSD640030.0322LongABS-MBSUSGSEUSN22047-08-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H0AJ152847PAUSD572290.0288LongABS-MBSUSGSEUSN22047-09-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H2YE27733PAUSD83740.0042LongABS-MBSUSGSEUSN22047-10-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H4TS34247PAUSD45990.0023LongABS-MBSUSGSEUSN22047-10-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H7NN351037PAUSD552350.0278LongABS-MBSUSGSEUSN22048-03-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H7P6849175PAUSD532190.0267LongABS-MBSUSGSEUSN22048-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H7PU533786PAUSD365650.0184LongABS-MBSUSGSEUSN22048-05-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140HHNC533157PAUSD358840.018LongABS-MBSUSGSEUSN22048-05-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140HHPZ235815PAUSD387600.0195LongABS-MBSUSGSEUSN22048-06-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140J73V5120599PAUSD1328810.0668LongABS-MBSUSGSEUSN22046-02-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140J9NN74014264PAUSD42510242.1359LongABS-MBSUSGSEUSN22047-02-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140JXH4310192PAUSD107240.0054LongABS-MBSUSGSEUSN22049-09-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140JXJ583900PAUSD41110.0021LongABS-MBSUSGSEUSN22049-09-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140JXJ8227463PAUSD288930.0145LongABS-MBSUSGSEUSN22049-09-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140JXJN911580PAUSD121690.0061LongABS-MBSUSGSEUSN22049-09-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140K0HB7428593PAUSD4465510.2244LongABS-MBSUSGSEUSN22034-11-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140K1UE49698PAUSD101830.0051LongABS-MBSUSGSEUSN22049-12-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140K1Z4119871PAUSD208760.0105LongABS-MBSUSGSEUSN22050-01-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140K3A368911PAUSD92630.0047LongABS-MBSUSGSEUSN22050-01-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140K43P341695PAUSD437840.022LongABS-MBSUSGSEUSN22050-01-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140K45L012464PAUSD132610.0067LongABS-MBSUSGSEUSN22050-01-01Fixed3.5NNNNNNFnma Pass-Thru IB1V7KEBTPIMZEU4LTD58FN CA53273140QC4M5739135PAUSD7671650.3855LongABS-MBSUSGSEUSN22050-03-01Fixed2.5NNNNNNFnma Pass-Thru IB1V7KEBTPIMZEU4LTD58FN CA53383140QC4Y93242996PAUSD34073771.7121LongABS-MBSUSGSEUSN22050-03-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QCUY0121470PAUSD1274230.064LongABS-MBSUSGSEUSN22050-01-01Fixed3NNNNNNFnma Pass-Thru IB1V7KEBTPIMZEU4LTD58FN CA54353140QDBD51192579PAUSD12533910.6298LongABS-MBSUSGSEUSN22050-03-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31417EMM012934PAUSD137150.0069LongABS-MBSUSGSEUSN22043-01-01Fixed3NNNNNNFederal National Mortgage AssociationB1V7KEBTPIMZEU4LTD58FN MA321131418CR972376098PAUSD25399021.2762LongABS-MBSUSGSEUSN22047-12-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418DKJ0187737PAUSD1949040.0979LongABS-MBSUSGSEUSN22035-01-01Fixed2.5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool36179TXV21304292PAUSD13919540.6994LongABS-MBSUSGAUSN22048-05-20Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool36179TZ572983896PAUSD31844451.6LongABS-MBSUSGAUSN22048-06-20Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Government National Mortgage A36179UQ54543281PAUSD5785640.2907LongABS-MBSUSGAUSN22049-04-20Fixed4NNNNNNResimacN/ARESIMAC Bastille Trust Series 2018-1NC76118VAA8659571PAUSD6452580.3242LongABS-MBSCORPAUY22059-12-05Floating2.22675NNNNNNRMAC Securities PLC213800C48M2JTBGZT736RMAC Securities No 1 PLCBCC0QYR40213730PA2483500.1248LongABS-MBSCORPGBN22044-06-12Floating0.61025NNNNNNRMAC Securities PLC213800C48M2JTBGZT736RMAC Securities No 1 PLCBCC0T09P4748813PA8654770.4349LongABS-MBSCORPGBN22044-06-12Floating0.92938NNNNNNRMAC Securities PLC213800C48M2JTBGZT736RMAC Securities No 1 PLCBCC0UJFM1746893PA8705750.4374LongABS-MBSCORPGBN22044-06-12Floating0.63025NNNNNNMortgage Funding PLC213800AHT9AB4TA6OJ88Mortgage Funding 2008-1 PLCBCC1318Y0878642PA10685690.5369LongABS-MBSCORPGBN22046-03-13Floating1.6055NNNNNNStratton Mortgage Funding213800MLTRK4C75KOT40Stratton Mortgage Funding PLCBCC2G69R71385739PA17069620.8577LongABS-MBSCORPGBN22044-03-12Floating1.26025NNNNNNCredit Acceptance Auto Loan TrN/ACredit Acceptance Auto Loan Trust 2017-122530LAE6550000PAUSD5414480.2721LongABS-OCORPUSY22026-02-17Fixed3.48NNNNNNN/AN/ASell MXN / Buy USDN/A1NCUSD18939270.9516N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE97170063000MXN9038404USD2020-04-281893927NNNN/AN/ASell AUD / Buy USDN/A1NCUSD1257720.0632N/ADFEUSN2Barclays Capital, Inc.AC28XWWI3WIBK28243192101000AUD1417795USD2020-04-28125772NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-10185-0.0051N/ADFEUSN2Barclays Capital, Inc.AC28XWWI3WIBK2824319942000EUR1029568USD2020-04-28-10185NNNN/AN/ASell SEK / Buy USDN/A1NCUSD706510.0355N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8324590000SEK2560608USD2020-04-2870651NNNN/AN/ASell USD / Buy KRWN/A1NCUSD-72040-0.0362N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA762372509USD2796500000KRW2020-04-28-72040NNNN/AN/ASell USD / Buy GBPN/A1NCUSD-91663-0.0461N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P832087151USD1606000GBP2020-04-28-91663NNNN/AN/ASell USD / Buy AUDN/A1NCUSD-8828-0.0044N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE9799226USD147000AUD2020-04-28-8828NNNN/AN/ASell NOK / Buy USDN/A1NCUSD2237370.1124N/ADFEUSN2Barclays Capital, Inc.AC28XWWI3WIBK282431918589000NOK2015220USD2020-04-28223737NNNN/AN/ASell GBP / Buy USDN/A1NCUSD365870.0184N/ADFEUSN2HSBC Securities (USA), Inc.CYYGQCGNHMHPSMRL3R97647000GBP840498USD2020-04-2836587NNNN/AN/ASell MXN / Buy USDN/A1NCUSD2080620.1045N/ADFEUSN2HSBC Securities (USA), Inc.CYYGQCGNHMHPSMRL3R9718704000MXN993831USD2020-04-28208062NNNN/AN/ASell MXN / Buy USDN/A1NCUSD2993580.1504N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA7627069000MXN1436547USD2020-04-28299358NNNN/AN/ASell USD / Buy GBPN/A1NCUSD-409869-0.2059N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE979389564USD7227000GBP2020-04-28-409869NNNN/AN/ASell USD / Buy PLNN/A1NCUSD-1791-0.0009N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8332517USD127000PLN2020-04-28-1791NNNN/AN/ASell USD / Buy EURN/A1NCUSD65890.0033N/ADFEUSN2HSBC Securities (USA), Inc.CYYGQCGNHMHPSMRL3R97649052USD594000EUR2020-04-286589NNNN/AN/ASell USD / Buy NOKN/A1NCUSD-310718-0.1561N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE972800136USD25831000NOK2020-04-28-310718NNNN/AN/ASell CAD / Buy USDN/A1NCUSD4696260.236N/ADFEUSN2Barclays Capital, Inc.AC28XWWI3WIBK282431910711000CAD8085153USD2020-04-28469626NNNN/AN/ASell NOK / Buy USDN/A1NCUSD378990.019N/ADFEUSN2HSBC Securities (USA), Inc.CYYGQCGNHMHPSMRL3R973147000NOK341186USD2020-04-2837899NNNN/AN/ASell USD / Buy AUDN/A1NCUSD-158963-0.0799N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB271789213USD2651000AUD2020-04-28-158963NNNN/AN/ASell NOK / Buy USDN/A1NCUSD3145530.158N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA7626240000NOK2843387USD2020-04-28314553NNNN/AN/ASell USD / Buy EURN/A1NCUSD1864760.0937N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE9718674447USD17087700EUR2020-04-28186476NNNN/AN/ASell DKK / Buy USDN/A1NCUSD-336-0.0002N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB27206000DKK30147USD2020-04-28-336NNNN/AN/ASell USD / Buy JPYN/A1NCUSD478190.024N/ADFEUSN2HSBC Securities (USA), Inc.CYYGQCGNHMHPSMRL3R972292512USD251202000JPY2020-04-2847819NNNN/AN/ASell NZD / Buy USDN/A1NCUSD2743480.1378N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA765441000NZD3518944USD2020-04-28274348NNNN/AN/ASell GBP / Buy USDN/A1NCUSD2896120.1455N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB275072500GBP6592297USD2020-04-28289612NNNN/AN/ASell PLN / Buy USDN/A1NCUSD1195910.0601N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE978573000PLN2193761USD2020-04-28119591NNNN/AN/ASell USD / Buy NZDN/A1NCUSD-394995-0.1985N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB275049897USD7806000NZD2020-04-28-394995NNNN/AN/ASell NZD / Buy USDN/A1NCUSD999470.0502N/ADFEUSN2HSBC Securities (USA), Inc.CYYGQCGNHMHPSMRL3R971984000NZD1283053USD2020-04-2899947NNNN/AN/ASell USD / Buy JPYN/A1NCUSD978050.0491N/ADFEUSN2Barclays Capital, Inc.AC28XWWI3WIBK28243194669548USD511709000JPY2020-04-2897805NNNN/AN/ASell PLN / Buy USDN/A1NCUSD154730.0078N/ADFEUSN2Barclays Capital, Inc.AC28XWWI3WIBK28243191096000PLN280642USD2020-04-2815473NNNN/AN/ASell USD / Buy CADN/A1NCUSD-124985-0.0628N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA762144226USD2840000CAD2020-04-28-124985NNNN/AN/ASell USD / Buy JPYN/A1NCUSD758580.0381N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P833613293USD395979000JPY2020-04-2875858NNNN/AN/ASell USD / Buy JPYN/A1NCUSD1621580.0815N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE977800858USD854719000JPY2020-04-28162158NNNN/AN/ASell USD / Buy NOKN/A1NCUSD-288305-0.1449N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P832598372USD23970000NOK2020-04-28-288305NNNN/AN/ASell GBP / Buy USDN/A1NCUSD2889120.1452N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA765088700GBP6611726USD2020-04-28288912NNNN/AN/ASell NZD / Buy USDN/A1NCUSD191090.0096N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83379000NZD245115USD2020-04-2819109NNNN/AN/ASell USD / Buy SEKN/A1NCUSD-33801-0.017N/ADFEUSN2Barclays Capital, Inc.AC28XWWI3WIBK28243191223796USD11752000SEK2020-04-28-33801NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-13270-0.0067N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P831240000EUR1355407USD2020-04-28-13270NNNN/AN/ASell GBP / Buy USDN/A1NCUSD102240.0051N/ADFEUSN2Barclays Capital, Inc.AC28XWWI3WIBK2824319179400GBP233132USD2020-04-2810224NNNN/AN/ASell CAD / Buy USDN/A1NCUSD3160310.1588N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P837205000CAD5438791USD2020-04-28316031NNNN/AN/ASell MXN / Buy USDN/A1NCUSD272220.0137N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA762456200MXN130409USD2020-04-2827222NNNN/AN/ASell JPY / Buy USDN/A1NCUSD-125133-0.0629N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB27486289000JPY4405394USD2020-04-28-125133NNNN/AN/ASell USD / Buy CHFN/A1NCUSD210680.0106N/ADFEUSN2Credit Suisse InternationalE58DKGMJYYYJLN8C38681089723USD1067000CHF2020-04-2821068NNNN/AN/ASell USD / Buy JPYN/A1NCUSD162850.0082N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE97475367USD52772000JPY2020-04-2816285NNNN/AN/ASell USD / Buy MXNN/A1NCUSD-31911-0.016N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB27158262USD3007600MXN2020-04-28-31911NNNN/AN/ASell GBP / Buy USDN/A1NCUSD109670.0055N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76181000GBP235863USD2020-04-2810967NNNN/AN/ASell USD / Buy JPYN/A1NCUSD38000.0019N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE97151814USD16703000JPY2020-04-283800NNNN/AN/ASell USD / Buy EURN/A1NCUSD8260.0004N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE9783833USD76700EUR2020-04-28826NNNN/AN/ASell EUR / Buy USDN/A1NCUSD450N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB272800EUR3135USD2020-04-2845NNNN/AN/ASell USD / Buy EURN/A1NCUSD-2843-0.0014N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE97250971USD224800EUR2020-04-28-2843NNNN/AN/ASell GBP / Buy USDN/A1NCUSD56480.0028N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76108000GBP139841USD2020-04-285648NNNN/AN/ASell GBP / Buy USDN/A1NCUSD87070.0044N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76149000GBP193842USD2020-04-288707NNNN/AN/ASell GBP / Buy USDN/A1NCUSD61890.0031N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA7688000GBP115531USD2020-04-286189NNNN/AN/ASell USD / Buy CADN/A1NCUSD-11963-0.006N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76390002USD531700CAD2020-04-28-11963NNNN/AN/ASell USD / Buy CADN/A1NCUSD-8274-0.0042N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76401316USD552800CAD2020-04-28-8274NNNN/AN/ASell USD / Buy AUDN/A1NCUSD-7721-0.0039N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB27261083USD412000AUD2020-04-28-7721NNNN/AN/ASell USD / Buy CADN/A1NCUSD-3427-0.0017N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76201085USD278000CAD2020-04-28-3427NNNN/AN/ASell MXN / Buy USDN/A1NCUSD169450.0085N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA765334000MXN241030USD2020-04-2816945NNNN/AN/ASell USD / Buy SEKN/A1NCUSD-669-0.0003N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA7657070USD557000SEK2020-04-28-669NNNN/AN/ASell USD / Buy CADN/A1NCUSD24850.0012N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76226458USD322000CAD2020-04-282485NNNN/AN/ASell USD / Buy CADN/A1NCUSD68810.0035N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76234148USD339000CAD2020-04-286881NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-16269-0.0082N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76467880EUR500164USD2020-04-28-16269NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-25424-0.0128N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76284000GBP327452USD2020-04-28-25424NNNN/AN/ASell JPY / Buy USDN/A1NCUSD-1818-0.0009N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA765986400JPY53955USD2020-04-28-1818NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-4280-0.0022N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76118000EUR125965USD2020-04-28-4280NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-44169-0.0222N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA761550000EUR1666678USD2020-04-28-44169NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-44160-0.0222N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76499000GBP575858USD2020-04-28-44160NNNN/AN/ASell MXN / Buy USDN/A1NCUSD-15467-0.0078N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA766273000MXN248067USD2020-04-28-15467NNNN/AN/ASell JPY / Buy USDN/A1NCUSD-225293-0.1132N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76694636000JPY6246305USD2020-04-28-225293NNNN/AN/ASell USD / Buy CADN/A1NCUSD1105510.0555N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA763682637USD5335000CAD2020-04-28110551NNNN/AN/ASell EUR / Buy USDN/A1NCUSD9210.0005N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA761358000EUR1499843USD2020-04-28921NNNN/AN/ASell JPY / Buy USDN/A1NCUSD-6529-0.0033N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA7639796000JPY364232USD2020-04-28-6529NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-6739-0.0034N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76293000GBP357320USD2020-04-28-6739NNNN/AN/ASell AUD / Buy USDN/A1NCUSD-146-0.0001N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA7617000AUD10308USD2020-04-28-146NNNN/AN/ASell JPY / Buy USDN/A1NCUSD-1891-0.001N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA7665437000JPY607755USD2020-04-28-1891NNNN/AN/ASell EUR / Buy USDN/A1NCUSD54420.0027N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76570000EUR634592USD2020-04-285442NNNN/AN/ASell MXN / Buy USDN/A1NCUSD27310.0014N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA766606000MXN280254USD2020-04-282731NNNN/AN/APut USD / Call MXN 19.4082 Expire 07/03/20N/A4500000NCUSD71240.0036N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76PutPurchasedN/AN/A189792.54USD4500000MXN2020-07-03119.4082USD2020-07-03XXXX-95027NNNN/AN/APut USD / Call MXN 19.3 Expire 07/10/20N/A4500000NCUSD75690.0038N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76PutPurchasedN/AN/A189792.54USD4500000MXN2020-07-10119.3USD2020-07-10XXXX-93456NNN2020-05-15JESPER NERGAARDJESPER NERGAARDJESPER NERGAARDVP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICERXXXX