NPORT-P false 0000081264 XXXXXXXX S000006155 C000016967 C000016962 C000016963 C000016964 C000016966 C000016965 C000118064 C000118063 Putnam Income Fund 811-00653 0000081264 3TKDW1UO376UZIMY9G60 100 FEDERAL STREET BOSTON 02110 1-800-225-1581 Putnam Income Fund S000006155 3TKDW1UO376UZIMY9G60 2022-10-31 2022-01-31 N 5868208729.68871936 2778692977.86871936 3089515751.74 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0 EUR USD N TOWD POINT MORTGAGE TRUST 2018-5 N/A 89176VAC6 4177000 PA USD 4228753.86 0.136874325940 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.25 N N N N N N FIRSTPLUS HOME LOAN OWNER TRUST 1997-3 N/A 337925CC3 134710.37 PA USD 13.47 0.000000435991 Long ABS-MBS CORP US N 2 2023-11-10 Fixed 7.79 Y Y N N N N TOWD POINT MORTGAGE TRUST 2019-2 N/A 89177JAB4 6534000 PA USD 6817974.18 0.220680997536 Long ABS-MBS CORP US N 2 2058-12-25 Variable 3.75 N N N N N N LHOME MORTGAGE TRUST 2019-RTL2 N/A N/A 256100.06 PA USD 256448 0.008300588850 Long ABS-MBS CORP US N 2 2024-03-25 Fixed 3.844 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PLU1 4560000 PA USD 4648331.76 0.150455027051 Long ABS-MBS CORP US N 2 2058-10-25 Variable 4.75 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4 N/A 35563PMX4 2474000 PA USD 2516713.12 0.081459792480 Long ABS-MBS CORP US N 2 2059-02-25 Variable 4.5 N N N N N N SECURITIZED TERM AUTO LOAN RECEIVABLES TRUST 2019-CRT 549300DC604TIE09UO03 81379MAD6 1665896.86 PA USD 1690866.99 0.054729191429 Long ABS-MBS CORP CA N 2 2026-03-25 Fixed 4.572 N N N N N N TOWD POINT MORTGAGE TRUST 2015-6 N/A 89172RAC9 1102000 PA USD 1124169.26 0.036386584512 Long ABS-MBS CORP US N 2 2055-04-25 Variable 3.75 N N N N N N NRZ EXCESS SPREAD-COLLATERALIZED NOTES SERIES 2020-PLS1 N/A 433674AA6 1178711.48 PA USD 1177923.04 0.038126461707 Long ABS-MBS CORP US N 2 2025-12-25 Fixed 3.844 N N N N N N RR 12 LTD 549300RLLUH00ZYECJ34 74989HAA0 6384000 PA USD 6397527.7 0.207072182635 Long ABS-CBDO CORP KY N 2 2036-01-15 Floating 1.601 N N N N N N ZAIS CLO 13 LTD 549300GODB02F7ODZK39 98876NAA2 1858000 PA USD 1860790.72 0.060229203200 Long ABS-MBS CORP KY N 2 2032-07-15 Floating 1.731 N N N N N N CARLYLE C17 CLO LTD N/A 14307PAC9 605000 PA USD 606145.27 0.019619426431 Long ABS-CBDO CORP KY N 2 2031-04-30 Floating 1.329 N N N N N N CEDAR FUNDING II CLO LTD 254900Q56WTD2BRLBE32 15032TBE5 200000 PA USD 200072.6 0.006475856285 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 1.334 N N N N N N HALSEYPOINT CLO 3 LTD N/A 40638UAA7 3443000 PA USD 3449400.54 0.111648582405 Long ABS-CBDO CORP KY N 2 2032-11-30 Floating 1.749 N N N N N N TRINITAS CLO XVI LTD 5493004FCKEPFTK2QI86 89642DAA6 5402000 PA USD 5405143.96 0.174951170161 Long ABS-MBS CORP KY N 2 2034-07-20 Floating 1.434 N N N N N N CARVAL CLO II LTD N/A 14686AAQ2 5153000 PA USD 5153443.16 0.166804236460 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 1.364 N N N N N N GALAXY XXII CLO LTD 54930022KENWLYJ8SJ86 36320TAV5 3154000 PA USD 3157923.58 0.102214192571 Long ABS-CBDO CORP KY N 2 2034-04-16 Floating 1.441 N N N N N N SIGNAL PEAK CLO 8 LTD N/A 56845NAA8 2993000 PA USD 2995418.34 0.096954299013 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 1.524 N N N N N N GOLUB CAPITAL PARTNERS 48 LP N/A 38177DAA6 3424000 PA USD 3425379.87 0.110871092600 Long ABS-CBDO CORP US N 2 2033-04-17 Floating 1.551 N N N N N N MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST SERIES 2021-1 N/A 61916TAA9 5877000 PA USD 5868175.04 0.189938343467 Long ABS-MBS CORP US N 2 2022-09-10 Floating .604 N N N N N N AIMCO CLO 14 LTD N/A 00144GAC5 3471000 PA USD 3447018.86 0.111571493302 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 1.244 N N N N N N NASSAU 2019-I LTD N/A 63171NAJ9 1777000 PA USD 1778137.28 0.057553915334 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 1.482 N N N N N N SOUND POINT CLO XXVI LTD N/A 83614XAQ4 3850000 PA USD 3850554.4 0.124632942810 Long ABS-MBS CORP KY N 2 2034-07-20 Floating 1.424 N N N N N N OAKTREE CLO 2021-1 LTD N/A 67402JAA9 3600000 PA USD 3602084.4 0.116590582132 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 1.401 N N N N N N SOUND POINT CLO XXIX LTD N/A 83614VAC9 4614000 PA USD 4604149.11 0.149024943712 Long ABS-MBS CORP KY N 2 2034-04-25 Floating 1.328 N N N N N N AGL CLO 13 LTD N/A 00120JAA1 4765000 PA USD 4769012.13 0.154361152790 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 1.32 N N N N N N AB BSL CLO 2 LTD N/A 00037LAA8 6005000 PA USD 5992275.41 0.193955166165 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 1.341 N N N N N N ELMWOOD CLO V LTD N/A 29003BAL5 2642000 PA USD 2644700.12 0.085602415800 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 1.404 N N N N N N OCP CLO 2020-19 LTD 254900ZMV4RGFPV8TK42 670881AM3 2642000 PA USD 2640494.06 0.085466276018 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 1.404 N N N N N N MAGNETITE XXVI LTD 549300F7COUCG1RROP29 55954YAJ4 2470000 PA USD 2470726.18 0.079971308727 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 1.378 N N N N N N REGATTA XX FUNDING LTD N/A 75884YAA6 2560000 PA USD 2561730.56 0.082916895910 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 1.401 N N N N N N DRYDEN 78 CLO LTD N/A 26253LAA0 4476000 PA USD 4477329.37 0.144920101718 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 1.421 N N N N N N NIAGARA PARK CLO LTD N/A 65357LAJ4 2042000 PA USD 2042375.73 0.066106661824 Long ABS-CBDO CORP KY N 2 2032-07-17 Floating 1.241 N N N N N N PALMER SQUARE CLO 2021-2 LTD N/A 69701XAA2 3917000 PA USD 3919267.94 0.126857030517 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 1.391 N N N N N N COLUMBIA CENT CLO 29 LTD 549300CTF5B701OF6K35 197363AU8 3161000 PA USD 3163152.64 0.102383444338 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 1.424 N N N N N N MARATHON CLO XIII LTD N/A 56579AAS9 1976000 PA USD 1981161.31 0.064125302125 Long ABS-MBS CORP KY N 2 2032-04-15 Floating 1.561 N N N N N N BLACK DIAMOND CLO 2021-1 LTD 549300IEWA7GZ3ECTT90 09204WAA2 2910000 PA USD 2914525.05 0.094335982859 Long ABS-MBS CORP KY N 2 2034-11-22 Floating 1.452 N N N N N N ICG US CLO 2015-2R LTD 25490037AMBNS8P47972 44933WAC3 4733000 PA USD 4734396.24 0.153240721862 Long ABS-MBS CORP KY N 2 2033-01-16 Floating 2.041 N N N N N N NASSAU 2020-I LTD N/A 631715AW9 250000 PA USD 249853.25 0.008087133068 Long ABS-MBS CORP KY N 2 2035-01-15 Floating 1.461 N N N N N N BLUEMOUNTAIN CLO XXXII LTD N/A 09631EAA5 250000 PA USD 250169 0.008097353116 Long ABS-MBS CORP KY N 2 2034-10-15 Floating 1.411 N N N N N N GOLDENTREE LOAN MANAGEMENT US CLO 5 LTD 549300O473GD3F35WC55 38138DAQ9 5950000 PA USD 5953415.3 0.192697360311 Long ABS-MBS CORP KY N 2 2032-10-20 Floating 1.804 N N N N N N ELMWOOD CLO IV LTD N/A 29002GAC5 5250000 PA USD 5256720 0.170147052885 Long ABS-MBS CORP KY N 2 2033-04-15 Floating 1.941 N N N N N N JAMESTOWN CLO VI-R LTD 254900G01W2J355PT310 47047LAE9 3443000 PA USD 3444432.29 0.111487772414 Long ABS-MBS CORP KY N 2 2030-04-25 Floating 2.038 N N N N N N HALSEYPOINT CLO 2 LTD 549300RT6H1EOIYTDV62 40638TAE2 7500000 PA USD 7504552.5 0.242903843290 Long ABS-MBS CORP KY N 2 2031-07-20 Floating 1.894 N N N N N N LEGACY MORTGAGE ASSET TRUST 2019-GS2 N/A 52475BAB8 4180000 PA USD 4179972.03 0.135295378496 Long ABS-MBS CORP US N 2 2059-01-25 Variable 4.25 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 10330JAU2 60000 PA USD 59959.2 0.001940731325 Long DBT CORP US N 2 2023-09-15 Floating 2.354 N N N N N N DIRECTV FINANCING LLC N/A 25460HAB8 107525 PA USD 107592.74 0.003482511456 Long DBT CORP US N 2 2027-07-22 Floating 5.75 N N N N N N CALPINE CONSTRUCTION FINANCE CO LP V0Q3DOB0FIB2XI1KWU77 13134NAG6 119688.31 PA USD 118581.19 0.003838180463 Long DBT CORP US N 2 2025-01-15 Floating 2.105 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78571YBB5 59844.16 PA USD 58946.5 0.001907952726 Long DBT CORP US N 2 2024-02-22 Floating 2.105 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 C9413PAZ6 120000 PA USD 119000.4 0.003851749257 Long DBT CORP US N 2 2025-05-17 Floating 3.105 N N N N N N ORTHO-CLINICAL DIAGNOSTICS INC 5493006VJVVGE5PD4517 L7300KAJ3 120000 PA USD 119900.4 0.003880880035 Long DBT CORP US N 2 2025-06-30 Floating 3.278 N N N N N N PLANTRONICS INC 5493006O3W5M472F6668 72749DAC0 60000 PA USD 58866.6 0.001905366560 Long DBT CORP US N 2 2025-07-02 Floating 2.605 N N N N N N SS AND C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466DBF0 118281 PA USD 116937.33 0.003784972772 Long DBT CORP US N 2 2025-04-16 Floating 1.855 N N N N N N NOURYON USA LLC 549300K7VB5G6LULFT41 N8232NAB3 112674.5 PA USD 111857.61 0.003620554773 Long DBT CORP US N 2 2025-10-01 Floating 3.105 N N N N N N MESSER INDUSTRIES USA INC 529900HNC1EZT3TC1260 99IC849A0 119644.83 PA USD 118719.98 0.003842672753 Long DBT CORP US N 2 2026-03-01 Floating 2.724 N N N N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 389376AY0 60000 PA USD 59707.8 0.001932594128 Long DBT CORP US N 2 2026-01-02 Floating 2.606 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20337EAQ4 119693.88 PA USD 117499.89 0.003803181451 Long DBT CORP US N 2 2026-02-07 Floating 3.355 N N N N N N TAMKO BUILDING PRODUCTS LLC 5493003VQCGZ0AORLH30 87510EAB5 229413.27 PA USD 227883.08 0.007376012887 Long DBT CORP US N 2 2026-05-03 Floating 3.091 N N N N N N VIRGIN MEDIA BRISTOL LLC N/A G9368PBC7 60000 PA USD 59434.2 0.001923738371 Long DBT CORP US N 2 2028-01-31 Floating 2.606 N N N N N N GRIFOLS WORLDWIDE OPERATIONS USA INC N/A 39843PAG8 113044.98 PA USD 111590.09 0.003611895810 Long DBT CORP US N 2 2027-11-15 Floating 2.105 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MBR4 229414.76 PA USD 226877.43 0.007343462479 Long DBT CORP US N 2 2025-12-09 Floating 2.355 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 11823LAK1 59848.86 PA USD 59556.2 0.001927687210 Long DBT CORP US N 2 2026-11-01 Floating 2.356 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762NBP5 119698.49 PA USD 119325.03 0.003862256729 Long DBT CORP US N 2 2028-03-03 Floating 2.5 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VAY6 119698.49 PA USD 118860.6 0.003847224276 Long DBT CORP US N 2 2027-07-31 Floating 3.355 N N N N N N VERTIV GROUP CORP 549300ZT8RQ5VK10E643 92537EAC2 119697.73 PA USD 119032.21 0.003852778868 Long DBT CORP US N 2 2027-03-02 Floating 2.852 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 02376CBJ3 110000 PA USD 114018.3 0.003690490975 Long DBT CORP US N 2 2028-04-20 Floating 5.5 N N N N N N APOLLO COMMERCIAL REAL ESTATE FINANCE INC 549300E0AN7M2AQHSY29 03768DAC1 59849.25 PA USD 59250.76 0.001917800871 Long DBT CORP US N 2 2028-03-11 Floating 4 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932RAJ3 109723.62 PA USD 109677.54 0.003549991287 Long DBT CORP US N 2 2028-04-21 Floating 4.5 N N N N N N PROOFPOINT INC 529900C5FODDK0WSR085 74345HAB7 60000 PA USD 59666.4 0.001931254112 Long DBT CORP US N 2 2028-06-09 Floating 3.75 N N N N N N CORE AND MAIN LP 549300ZSLF8Q660SCD17 40416VAE5 119700 PA USD 118951.88 0.003850178784 Long DBT CORP US N 2 2028-06-10 Floating 2.608 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 03234TAW8 119697.91 PA USD 118704.42 0.003842169114 Long DBT CORP US N 2 2028-02-19 Floating 3 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 64072UAE2 119373.36 PA USD 117466.97 0.003802115912 Long DBT CORP US N 2 2025-07-17 Floating 2.356 N N N N N N TIAA REAL ESTATE CDO LTD N/A 88631FAA6 1661295.05 PA USD 16.61 0.000000537625 Long ABS-MBS CORP US N 2 2038-12-28 Fixed 8 Y Y N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C7 N/A 61690KAF9 45459825.48 PA USD 294443.29 0.009530402615 Long ABS-MBS CORP US N 2 2046-02-15 Variable 1.277 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C12 N/A 61762XAV9 102930122.77 PA USD 737453.16 0.023869538765 Long ABS-MBS CORP US N 2 2046-10-15 Variable .576 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C16 N/A 46641BAF0 36844729.53 PA USD 446005.45 0.014436095681 Long ABS-MBS CORP US N 2 2046-12-15 Variable .863 N N N N N N COMM 2014-CCRE17 MORTGAGE TRUST N/A 12631DBC6 38388491.5 PA USD 680704.73 0.022032732140 Long ABS-MBS CORP US N 2 2047-05-10 Variable .958 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 N/A 92890NAA7 36018592.05 PA USD 221226.19 0.007160545787 Long ABS-MBS CORP US N 2 2045-12-15 Variable 1.481 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC22 N/A 36253BAW3 51939665.59 PA USD 820122.13 0.026545329298 Long ABS-MBS CORP US N 2 2047-06-10 Variable .943 N N N N N N COMM 2013-LC13 MORTGAGE TRUST N/A 12626GAG8 24972321.66 PA USD 316873.79 0.010256422542 Long ABS-MBS CORP US N 2 2046-08-10 Variable .996 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC19 N/A 17322AAJ1 61822008.77 PA USD 1149703.9 0.037213077789 Long ABS-MBS CORP US N 2 2047-03-10 Variable 1.119 N N N N N N COMM 2014-LC17 MORTGAGE TRUST N/A 12592MBL3 17426939.53 PA USD 275119.09 0.008904925953 Long ABS-MBS CORP US N 2 2047-10-10 Variable .704 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC16 549300PX4QZK7CUM8D08 94988XAX4 61031028.7 PA USD 1233955.85 0.039940105478 Long ABS-MBS CORP US N 2 2050-08-15 Variable 1.09 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25 N/A 46643PBG4 25267391.78 PA USD 487610.13 0.015782736493 Long ABS-MBS CORP US N 2 2047-11-15 Variable .83 N N N N N N GS MORTGAGE SECURITIES TRUST 2013-GCJ12 549300SSCQUZ3RRV2T53 36197XAM6 28357540.49 PA USD 347521.66 0.011248418455 Long ABS-MBS CORP US N 2 2046-06-10 Variable 1.391 N N N N N N COMM 2014-UBS6 MORTGAGE TRUST N/A 12592PBG7 44390871.31 PA USD 864023.92 0.027966321891 Long ABS-MBS CORP US N 2 2047-12-10 Variable .859 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC18 N/A 36252RAT6 34187859.01 PA USD 533317.27 0.017262163810 Long ABS-MBS CORP US N 2 2047-01-10 Variable .975 N N N N N N COMM 2014-CCRE18 MORTGAGE TRUST N/A 12632QAY9 18625006.93 PA USD 369892.64 0.011972511867 Long ABS-MBS CORP US N 2 2047-07-15 Variable .998 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C9 N/A 92930RAF9 47014297.92 PA USD 269391.93 0.008719551918 Long ABS-MBS CORP US N 2 2045-11-15 Variable 1.849 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C10 N/A 46639JAG5 60406575.27 PA USD 422839.99 0.013686286913 Long ABS-MBS CORP US N 2 2047-12-15 Variable .934 N N N N N N COMM 2014-LC15 MORTGAGE TRUST N/A 12591TAF3 61100434.26 PA USD 1111988.8 0.035992333082 Long ABS-MBS CORP US N 2 2047-04-10 Variable 1.061 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-LC9 N/A 46639EAG6 21995483.21 PA USD 171234.84 0.005542449165 Long ABS-MBS CORP US N 2 2047-12-15 Variable 1.392 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-GC17 N/A 17321RAF3 28783881.19 PA USD 407890.62 0.013202412701 Long ABS-MBS CORP US N 2 2046-11-10 Variable 1.003 N N N N N N WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2006-C29 N/A 92978PAG4 2822767.99 PA USD 28.23 0.000000913735 Long ABS-MBS CORP US N 2 2048-11-15 Variable .404 N N N N N N BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2007-1 N/A 059497BW6 136668.8 PA USD 1.37 0.000000044344 Long ABS-MBS CORP US N 2 2049-01-15 Variable .313 N N N N N N LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C2 N/A 50180JAP0 91018.5 PA USD 8.6 0.000000278361 Long ABS-MBS CORP US N 2 2040-02-15 Variable 0 N N N N N N LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C2 N/A 50180JAQ8 2016096.93 PA USD 190.52 0.000006166662 Long ABS-MBS CORP US N 2 2040-02-15 Variable 0 N N N N N N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C2 N/A 22545YBS9 6163469.08 PA USD 61.63 0.000001994811 Long ABS-MBS CORP US N 2 2049-01-15 Variable .025 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 N/A 90270RAC8 39303726.14 PA USD 230968.35 0.007475875463 Long ABS-MBS CORP US N 2 2045-12-10 Variable 1.574 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2006-C5 N/A 17310MAN0 6236468.92 PA USD 62.36 0.000002018439 Long ABS-MBS CORP US N 2 2049-10-15 Variable .419 N N N N N N BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2006-PWR14 N/A 07388PAJ0 50374.84 PA USD 176.31 0.000005706720 Long ABS-MBS CORP US N 2 2038-12-11 Variable .714 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55 N/A 95002EBF3 65412853.31 PA USD 5551955.17 0.179703086701 Long ABS-MBS CORP US N 2 2053-02-15 Variable 1.305 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-GC46 N/A 17328RBE8 68635235.68 PA USD 4446616.11 0.143925989291 Long ABS-MBS CORP US N 2 2053-02-15 Variable .985 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COR6 N/A 48129RBC8 69091197.38 PA USD 3940395.35 0.127540872636 Long ABS-MBS CORP US N 2 2052-11-13 Variable .936 N N N N N N COMM 2019-GC44 MORTGAGE TRUST N/A 12655TBN8 90329721.15 PA USD 3424074.54 0.110828842289 Long ABS-MBS CORP US N 2 2057-08-15 Variable .647 N N N N N N BANK 2020-BNK26 N/A 06540JBM3 35110295.86 PA USD 2773748.48 0.089779392723 Long ABS-MBS CORP US N 2 2063-03-15 Variable 1.231 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C50 N/A 95001XBF2 119050800.05 PA USD 9315129.85 0.301507763628 Long ABS-MBS CORP US N 2 2052-05-15 Variable 1.408 N N N N N N CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST N/A 12597BAW9 60327291.18 PA USD 4780394.88 0.154729584315 Long ABS-MBS CORP US N 2 2052-09-15 Variable 1.36 N N N N N N BBCMS MORTGAGE TRUST 2020-C7 N/A 05492VAG0 52993016.5 PA USD 5038099.07 0.163070832934 Long ABS-MBS CORP US N 2 2053-04-15 Variable 1.627 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C12 N/A 90353DBA2 126512244.46 PA USD 5532228.64 0.179064587610 Long ABS-MBS CORP US N 2 2051-08-15 Variable .808 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C41 N/A 95001ABE5 81580608.75 PA USD 4143723.86 0.134122114693 Long ABS-MBS CORP US N 2 2050-11-15 Variable 1.187 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C26 N/A 61690VBA5 33440575.52 PA USD 861496.11 0.027884502920 Long ABS-MBS CORP US N 2 2048-10-15 Variable .98 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2017-C7 N/A 90276WAT4 71572259.69 PA USD 3236783.87 0.104766705532 Long ABS-MBS CORP US N 2 2050-12-15 Variable 1.013 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2014-C23 N/A 92939HBE4 57501986.04 PA USD 720729.89 0.023328247788 Long ABS-MBS CORP US N 2 2057-10-15 Variable .561 N N N N N N CSMC TRUST 2016-NXSR N/A 12594PAX9 101237211.41 PA USD 2480311.68 0.080281567705 Long ABS-MBS CORP US N 2 2049-12-15 Variable .718 N N N N N N COMM 2015-CCRE23 MORTGAGE TRUST N/A 12593ABB0 30941579.31 PA USD 699620.05 0.022644974366 Long ABS-MBS CORP US N 2 2048-05-10 Variable .882 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2016-UBS12 N/A 61691EBB0 67084611.87 PA USD 1827062.82 0.059137514317 Long ABS-MBS CORP US N 2 2049-12-15 Variable .656 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22 N/A 92890KBD6 30113710.07 PA USD 507596.7 0.016429652437 Long ABS-MBS CORP US N 2 2057-09-15 Variable .791 N N N N N N COMM 2012-LC4 MORTGAGE TRUST N/A 126192AH6 3244809.1 PA USD 2972.25 0.000096204397 Long ABS-MBS CORP US N 2 2044-12-10 Variable 1.757 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2012-C1 N/A 90269GAG6 637261.56 PA USD 6.37 0.000000206181 Long ABS-MBS CORP US N 2 2045-05-10 Variable 1.564 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2016-BNK2 N/A 61690YBV3 23832398.13 PA USD 907156.4 0.029362413818 Long ABS-MBS CORP US N 2 2049-11-15 Variable .968 N N N N N N COMM 2014-CCRE19 MORTGAGE TRUST N/A 12592GBE2 20855027.93 PA USD 408391.5 0.013218624950 Long ABS-MBS CORP US N 2 2047-08-10 Variable .952 N N N N N N COMM 2014-UBS4 MORTGAGE TRUST 5493004GWEVMOU8S3L34 12591QAS1 25189733.36 PA USD 539964.61 0.017477321800 Long ABS-MBS CORP US N 2 2047-08-10 Variable 1.094 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11 N/A 92937EAS3 17495170.22 PA USD 130223.55 0.004215014924 Long ABS-MBS CORP US N 2 2045-03-15 Variable 1.128 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C14 549300GADFYEKC4OLM57 92890PAL8 74835381.05 PA USD 476117.66 0.015410753602 Long ABS-MBS CORP US N 2 2046-06-15 Variable .659 N N N N N N GS MORTGAGE SECURITIES CORP II 5493005BBCF84ICNQ550 36192CAG0 58114359.38 PA USD 612478.86 0.019824429109 Long ABS-MBS CORP US N 2 2046-02-10 Variable 1.474 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAS6 35829796.01 PA USD 402178.71 0.013017532271 Long ABS-MBS CORP US N 2 2046-04-15 Variable 1.228 N N N N N N GS MORTGAGE SECURITIES TRUST 2012-GCJ9 N/A 36192PAG1 11564000 PA USD 11540538.96 0.373538764238 Long ABS-MBS CORP US N 2 2045-11-10 Variable 4.448 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 N/A 92890NAE9 1105000 PA USD 766945.58 0.024824135613 Long ABS-MBS CORP US N 2 2045-12-15 Variable 4.411 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-LC9 N/A 46639EAN1 621000 PA USD 608928.38 0.019709508833 Long ABS-MBS CORP US N 2 2047-12-15 Variable 4.363 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 N/A 90270RAG9 6845000 PA USD 6845458.62 0.221570601028 Long ABS-MBS CORP US N 2 2045-12-10 Variable 3.718 N N N N N N COMM 2013-CCRE6 MORTGAGE TRUST N/A 12624XAV0 1683000 PA USD 1645872.68 0.053272836660 Long ABS-MBS CORP US N 2 2046-03-10 Variable 4.087 N N N N N N GS MORTGAGE SECURITIES CORP II 5493005BBCF84ICNQ550 36192CAN5 12605000 PA USD 12773406.58 0.413443646397 Long ABS-MBS CORP US N 2 2046-02-10 Variable 4.285 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C12 N/A 92937FAH4 4231000 PA USD 4275135.68 0.138375590983 Long ABS-MBS CORP US N 2 2048-03-15 Variable 4.317 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2013-C6 549300G1IXWLFE766Q13 90349GAN5 4129000 PA USD 4128608.99 0.133632883654 Long ABS-MBS CORP US N 2 2046-04-10 Variable 3.875 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAV9 4970000 PA USD 4996109.4 0.161711730946 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.499 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12 N/A 46639NAW1 6269000 PA USD 6307647.76 0.204162990800 Long ABS-MBS CORP US N 2 2045-07-15 Variable 4.098 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C11 N/A 61762TAN6 3329000 PA USD 233030 0.007542605985 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.351 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14 N/A 46640LAN2 5853000 PA USD 3765166.42 0.121869144634 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.548 N N N N N N COMM 2013-LC13 MORTGAGE TRUST N/A 12626GAT0 720000 PA USD 685308.24 0.022181736397 Long ABS-MBS CORP US N 2 2046-08-10 Variable 5.261 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 N/A 12527DAF7 601000 PA USD 607611 0.019666868494 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.186 N N N N N N COMM 2013-CCRE11 MORTGAGE TRUST 549300BCCWSDWINK2593 12626LBN1 949000 PA USD 988060.84 0.031981090870 Long ABS-MBS CORP US N 2 2050-08-10 Variable 4.715 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C15 549300UOGMFS1M8XVM16 46640NAL2 7601000 PA USD 7879964.3 0.255054996743 Long ABS-MBS CORP US N 2 2045-11-15 Variable 5.192 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C3 N/A 92935VAU2 1601000 PA USD 164422.7 0.005321957006 Long ABS-MBS CORP US N 2 2044-03-15 Variable 5 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14 N/A 46640LAQ5 4371000 PA USD 3084212.57 0.099828349095 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.548 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2013-C6 549300G1IXWLFE766Q13 90349GAU9 1319000 PA USD 1087996.94 0.035215775786 Long ABS-MBS CORP US N 2 2046-04-10 Fixed 3.5 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 549300P1YQ48837ZOI22 61762MBE0 4172000 PA USD 1393865.2 0.045115976483 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.075 N N N N N N COMM 2014-CCRE17 MORTGAGE TRUST N/A 12631DAG8 4337000 PA USD 4028958.5 0.130407443229 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.848 N N N N N N COMM 2014-CCRE17 MORTGAGE TRUST N/A 12631DBG7 3406000 PA USD 3505790.35 0.113473781386 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.784 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 N/A 92936CBA6 6151000 PA USD 3047205.4 0.098630518336 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.887 N N N N N N COMM 2014-CCRE18 MORTGAGE TRUST N/A 12632QBC6 2758000 PA USD 2756954.72 0.089235820159 Long ABS-MBS CORP US N 2 2047-07-15 Variable 4.751 N N N N N N COMM 2012-LC4 MORTGAGE TRUST N/A 126192AL7 1918000 PA USD 275808.4 0.008927237217 Long ABS-MBS CORP US N 2 2044-12-10 Fixed 4.25 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25 N/A 46643PAN0 3567000 PA USD 2772707.57 0.089745701036 Long ABS-MBS CORP US N 2 2047-11-15 Variable 3.94 N N N N N N COMM 2012-CCRE1 MORTGAGE TRUST N/A 12624BAL0 1651000 PA USD 1470832.64 0.047607222561 Long ABS-MBS CORP US N 2 2045-05-15 Variable 5.451 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C11 N/A 61762TAS5 6212000 PA USD 59014 0.001910137534 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.351 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25 N/A 46643PAQ3 4818000 PA USD 2600809.4 0.084181781515 Long ABS-MBS CORP US N 2 2047-11-15 Variable 3.332 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC22 N/A 36253BBB8 3264000 PA USD 3321410.5 0.107505860688 Long ABS-MBS CORP US N 2 2047-06-10 Variable 4.687 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17 N/A 61763UAG7 2709000 PA USD 1819107.05 0.058880005677 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.5 N N N N N N COMM 2014-CCRE19 MORTGAGE TRUST N/A 12592GAG8 2364000 PA USD 2286198.64 0.073998607668 Long ABS-MBS CORP US N 2 2047-08-10 Variable 4.703 N N N N N N COMM 2014-LC17 MORTGAGE TRUST N/A 12592MBN9 2308000 PA USD 2394777.11 0.077513024772 Long ABS-MBS CORP US N 2 2047-10-10 Variable 4.49 N N N N N N COMM 2014-UBS6 MORTGAGE TRUST N/A 12592PBL6 504000 PA USD 509434.53 0.016489138458 Long ABS-MBS CORP US N 2 2047-12-10 Variable 4.44 N N N N N N COMM 2015-LC19 MORTGAGE TRUST N/A 200474AE4 4050000 PA USD 3804444.45 0.123140477528 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 2.867 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C21 N/A 61764XBP9 300000 PA USD 272553.69 0.008821890286 Long ABS-MBS CORP US N 2 2048-03-15 Variable 4.135 N N N N N N CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST 549300UFJ8EKD81Y8R30 126281AL8 4076000 PA USD 3315204.81 0.107304997818 Long ABS-MBS CORP US N 2 2050-04-15 Variable 3.761 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2006-LDP9 N/A 46629PAQ1 2844927.15 PA USD 2676293.53 0.086625016509 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 5.337 N N N N N N BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2007-TOP26 N/A 07388VAH1 1373916.51 PA USD 68695.8 0.002223513506 Long ABS-MBS CORP US N 2 2045-01-12 Variable 5.419 N N N N N N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2008-C1 N/A 22546NAH7 9821288.95 PA USD 4869395.06 0.157610300490 Long ABS-MBS CORP US N 2 2041-02-15 Variable 6.01 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3 N/A 46635TBA9 1395000 PA USD 1076070.78 0.034829755420 Long ABS-MBS CORP US N 2 2046-02-15 Variable 5.524 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3 N/A 46635TBG6 4436000 PA USD 777729.72 0.025173191610 Long ABS-MBS CORP US N 2 2046-02-15 Variable 5.524 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C4 N/A 46636DAU0 2810480.6 PA USD 2889147.64 0.093514578729 Long ABS-MBS CORP US N 2 2046-07-15 Variable 5.389 N N N N N N DBUBS 2011-LC3 MORTGAGE TRUST N/A 23305YAM1 4448204.69 PA USD 4422849.93 0.143156736699 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.365 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 N/A 92936CAU3 4198135.32 PA USD 4160237.08 0.134656606869 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.887 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 N/A 92936CAY5 1776768 PA USD 1314147.54 0.042535712571 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.887 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 N/A 12527DAG5 3258000 PA USD 3245625.47 0.105052886303 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.186 N N N N N N COMM 2012-LC4 MORTGAGE TRUST N/A 126192AF0 4932000 PA USD 4928936.74 0.159537517723 Long ABS-MBS CORP US N 2 2044-12-10 Variable 4.934 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2012-C4 5493005SNWQW3UUOQX45 61760VAF0 1406000 PA USD 985606 0.031901633757 Long ABS-MBS CORP US N 2 2045-03-15 Variable 5.477 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2012-C1 N/A 90269GAF8 5319000 PA USD 5321048.88 0.172229219968 Long ABS-MBS CORP US N 2 2045-05-10 Fixed 4.822 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 N/A 46634SAM7 2494000 PA USD 1715884.47 0.055538945514 Long ABS-MBS CORP US N 2 2045-05-15 Variable 5.125 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C5 N/A 61761AAJ7 508000 PA USD 508823.37 0.016469356718 Long ABS-MBS CORP US N 2 2045-08-15 Variable 4.636 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C7 N/A 92936TAJ1 4142000 PA USD 1658090.23 0.053668288601 Long ABS-MBS CORP US N 2 2045-06-15 Variable 4.74 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C3 N/A 90349DAS1 12283000 PA USD 12456976.41 0.403201582739 Long ABS-MBS CORP US N 2 2049-08-10 Variable 5.047 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C8 N/A 46638UAM8 6475000 PA USD 6384189.42 0.206640455431 Long ABS-MBS CORP US N 2 2045-10-15 Variable 4.623 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C8 N/A 46638UAR7 2815000 PA USD 2727597.06 0.088285585159 Long ABS-MBS CORP US N 2 2045-10-15 Variable 4.672 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C27 N/A 61690AAJ3 4787000 PA USD 4989079.38 0.161484186549 Long ABS-MBS CORP US N 2 2047-12-15 Variable 4.503 N N N N N N WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2005-C21 N/A 92976BAA0 2762624.86 PA USD 2544377.49 0.082355219861 Long ABS-MBS CORP US N 2 2044-10-15 Variable 5.168 N N N N N N BBCMS TRUST 2021-C10 N/A 05551VAE3 4200000 PA USD 3309165.3 0.107109513785 Long ABS-MBS CORP US N 2 2054-07-15 Fixed 2 N N N N N N AREIT 2020-CRE4 TRUST N/A 04002RAJ9 5659000 PA USD 5715590 0.184999542299 Long ABS-MBS CORP US N 2 2037-04-15 Floating 3.354 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1MEM N/A 46654BAL1 5750000 PA USD 4883077.1 0.158053154358 Long ABS-MBS CORP US N 2 2042-10-09 Variable 2.654 N N N N N N ACRES COMMERCIAL REALTY CORP 549300RUJWPCMY4JFR46 30070RAJ1 4188000 PA USD 4184614.42 0.135445641203 Long ABS-MBS CORP US N 2 2035-03-15 Floating 2.664 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57 N/A 95002XBG9 2112000 PA USD 2275537.87 0.073653544855 Long ABS-MBS CORP US N 2 2053-08-15 Variable 4.023 N N N N N N COMM 2013-LC6 MORTGAGE TRUST N/A 20048EAG6 3735000 PA USD 3059939.83 0.099042700406 Long ABS-MBS CORP US N 2 2046-01-10 Fixed 3.5 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 5493002KQF9IH3CTQZ40 62548QAD3 6355000 PA USD 6315412.16 0.204414305266 Long ABS-MBS CORP US N 2 2050-03-25 Floating 3.858 N N N N N N BBCMS MORTGAGE TRUST 2020-C7 N/A 05492VAK1 4000000 PA USD 4101840 0.132766437513 Long ABS-MBS CORP US N 2 2053-04-15 Variable 3.152 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 549300HG8ZEWVWVSN227 62547NAB5 17455000 PA USD 17015601.79 0.550753035663 Long ABS-MBS CORP US N 2 2049-10-15 Floating 3.358 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2018-H4 N/A 61691RAF3 55748160.08 PA USD 2684179.14 0.086880254243 Long ABS-MBS CORP US N 2 2051-12-15 Variable .836 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2018-H3 N/A 61767YBA7 56840935.86 PA USD 2328301.36 0.075361368806 Long ABS-MBS CORP US N 2 2051-07-15 Variable .823 N N N N N N BANK 2018-BNK13 549300664283JRAXM588 06539LBC3 195853902.51 PA USD 4548902.74 0.147236755062 Long ABS-MBS CORP US N 2 2061-08-15 Variable .497 N N N N N N BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 N/A 05492JAA0 499000 PA USD 419558.8 0.013580082890 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.5 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C46 N/A 95001QAZ4 6689000 PA USD 7130562.96 0.230798724880 Long ABS-MBS CORP US N 2 2051-08-15 Variable 4.989 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C50 N/A 95001XAJ5 6209000 PA USD 5240099.21 0.169609078932 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3 N N N N N N CD 2017-CD3 MORTGAGE TRUST N/A 12515GAM9 416000 PA USD 320647.27 0.010378560777 Long ABS-MBS CORP US N 2 2050-02-10 Fixed 3.25 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2012-C1 N/A 90269GAL5 3072000 PA USD 3087959.66 0.099949633150 Long ABS-MBS CORP US N 2 2045-05-10 Variable 5.676 N N N N N N UBS-CITIGROUP COMMERCIAL MORTGAGE TRUST 2011-C1 N/A 90268TAQ7 5657000 PA USD 4954287.46 0.160358057965 Long ABS-MBS CORP US N 2 2045-01-10 Variable 6.412 N N N N N N CD 2017-CD6 MORTGAGE TRUST N/A 125039AK3 2909000 PA USD 3015733.83 0.097611861286 Long ABS-MBS CORP US N 2 2050-11-13 Variable 4.265 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 549300P1YQ48837ZOI22 61762MBG5 2331000 PA USD 518647.5 0.016787339560 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.075 N N N N N N COMM 2018-COR3 MORTGAGE TRUST N/A 12595VAH0 11276000 PA USD 11703918.57 0.378826958996 Long ABS-MBS CORP US N 2 2051-05-10 Variable 4.56 N N N N N N CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST 549300UFJ8EKD81Y8R30 126281BF0 3716000 PA USD 3495413.41 0.113137905448 Long ABS-MBS CORP US N 2 2050-04-15 Variable 4.261 N N N N N N COMM 2013-CCRE13 MORTGAGE TRUST N/A 12630BAG3 1524000 PA USD 1453365.65 0.047041859203 Long ABS-MBS CORP US N 2 2046-11-10 Variable 4.88 N N N N N N BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7 N/A 06054ABC2 7695000 PA USD 7779298.73 0.251796700685 Long ABS-MBS CORP US N 2 2048-09-15 Variable 4.358 N N N N N N COMM 2012-CCRE1 MORTGAGE TRUST N/A 12624BAH9 4003000 PA USD 3828201 0.123909418420 Long ABS-MBS CORP US N 2 2045-05-15 Variable 5.451 N N N N N N BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2016-UBS10 N/A 06054MAK9 3113000 PA USD 3295534.18 0.106668308072 Long ABS-MBS CORP US N 2 2049-07-15 Variable 4.851 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C33 549300JPCJUA5JJLRW54 95000LAJ2 3598000 PA USD 3285394.97 0.106340126868 Long ABS-MBS CORP US N 2 2059-03-15 Fixed 3.123 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2012-C1 N/A 90269GAN1 5180000 PA USD 4691952.83 0.151866933430 Long ABS-MBS CORP US N 2 2045-05-10 Variable 5.676 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-UBS1 N/A 92938JAN2 3873000 PA USD 3989326.71 0.129124659997 Long ABS-MBS CORP US N 2 2046-03-15 Variable 5.039 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC18 N/A 36252RBJ7 5144000 PA USD 4115200 0.133198867742 Long ABS-MBS CORP US N 2 2047-01-10 Variable 4.975 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C14 N/A 61690GAL5 3567000 PA USD 3731903.84 0.120792517011 Long ABS-MBS CORP US N 2 2047-02-15 Variable 5.049 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 N/A 92890NAG4 3645000 PA USD 953609.27 0.030865978575 Long ABS-MBS CORP US N 2 2045-12-15 Variable 4.411 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C2 N/A 90269CAV2 2565000 PA USD 55147.5 0.001784988472 Long ABS-MBS CORP US N 2 2063-05-10 Variable 5 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAC1 2038000 PA USD 1474529.68 0.047726886622 Long ABS-MBS CORP US N 2 2046-04-15 Variable 3.25 N N N N N N OAKTOWN RE LTD 549300CG2B8QR5YHPJ68 67389NAB5 158505.19 PA USD 158808.02 0.005140223672 Long ABS-CBDO CORP BM N 2 2027-04-25 Floating 4.108 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711X3H5 166737.13 PA USD 168092.04 0.005440724486 Long ABS-CBDO CORP US N 2 2031-03-25 Floating 2.108 N N N N N N FREDDIE MAC STACR TRUST 2018-DNA2 549300L8K4CLYS7FCQ06 35563TAB7 5121000 PA USD 5195329.78 0.168160002974 Long ABS-CBDO CORP US N 2 2030-12-25 Floating 2.258 N N N N N N HOME RE 2018-1 LTD 254900E6IUAJSN9WD709 43730MAA6 584175.81 PA USD 584175.97 0.018908334411 Long ABS-CBDO CORP BM N 2 2028-10-25 Floating 1.708 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2018-R07 N/A 20753QAE9 121188.79 PA USD 121718.99 0.003939743305 Long ABS-CBDO CORP US N 2 2031-04-25 Floating 2.508 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2018-R07 N/A 20753QAF6 4500000 PA USD 4654687.51 0.150660746991 Long ABS-CBDO CORP US N 2 2031-04-25 Floating 4.458 N N N N N N EAGLE RE 2018-1 LTD 549300BLEDGL5R7YKU33 269826AB9 1210000 PA USD 1219949.83 0.039486765177 Long ABS-CBDO CORP BM N 2 2028-11-25 Floating 3.108 N N N N N N EAGLE RE 2018-1 LTD 549300BLEDGL5R7YKU33 269826AA1 1755056.06 PA USD 1755091.69 0.056807986462 Long ABS-CBDO CORP BM N 2 2028-11-25 Floating 1.808 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XY32 5684000 PA USD 5960030.39 0.192911474449 Long ABS-CBDO CORP US N 2 2031-01-25 Floating 4.358 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA1 5493007222WHFWMBOC78 35563KAH3 4296032.77 PA USD 4346110.77 0.140672879481 Long ABS-CBDO CORP US N 2 2049-01-25 Floating 2.758 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R01 N/A 20754FAK8 353453.48 PA USD 354889.56 0.011486899194 Long ABS-CBDO CORP US N 2 2031-07-25 Floating 2.558 N N N N N N FREDDIE MAC STACR TRUST 2019-HQA1 54930047IR7X5WWFY307 35563MAH9 2517793.56 PA USD 2541714.11 0.082269012824 Long ABS-CBDO CORP US N 2 2049-02-25 Floating 2.458 N N N N N N ALTERNATIVE LOAN TRUST 2007-OA6 549300XLOHLV2Q49T012 02150PAA6 2117714.76 PA USD 1979851.53 0.064082907779 Long ABS-CBDO CORP US N 2 2037-06-25 Floating .248 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R02 N/A 20753KAF9 1586000 PA USD 1621972.23 0.052499238080 Long ABS-CBDO CORP US N 2 2031-08-25 Floating 4.258 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA2 549300Y6KOVOWQ8OJC33 35564LAH0 12055062.01 PA USD 12186920.28 0.394460532306 Long ABS-CBDO CORP US N 2 2049-03-25 Floating 2.558 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA2 549300Y6KOVOWQ8OJC33 35564LBD8 700000 PA USD 722321.11 0.023379751652 Long ABS-CBDO CORP US N 2 2049-03-25 Floating 4.458 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA1 5493007222WHFWMBOC78 35563KBD1 10684210 PA USD 11094524.27 0.359102369481 Long ABS-CBDO CORP US N 2 2049-01-25 Floating 4.758 N N N N N N STACR TRUST 2018-DNA3 549300BL200YC56BUV20 35563WBD5 1280000 PA USD 1342949.25 0.043467952842 Long ABS-CBDO CORP US N 2 2048-09-25 Floating 4.008 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R03 N/A 20753MAF5 460117.05 PA USD 461696.9 0.014943989191 Long ABS-CBDO CORP US N 2 2031-09-25 Floating 2.258 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2 N/A 35563PKR9 3279000 PA USD 3335809 0.107971904598 Long ABS-CBDO CORP US N 2 2058-08-25 Variable 4.75 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0PR4 2692000 PA USD 2925713.25 0.094698117281 Long ABS-CBDO CORP US N 2 2029-10-25 Floating 5.258 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0NX3 2397018.26 PA USD 2470000.75 0.079947828348 Long ABS-CBDO CORP US N 2 2029-10-25 Floating 3.558 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XJX3 1402453.24 PA USD 1436271.44 0.046488561814 Long ABS-CBDO CORP US N 2 2029-10-25 Floating 3.108 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XJW5 3997000 PA USD 4352620.69 0.140883589525 Long ABS-CBDO CORP US N 2 2029-10-25 Floating 4.958 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XEP5 110154.43 PA USD 113041.54 0.003658875665 Long ABS-CBDO CORP US N 2 2029-07-25 Floating 3.658 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0PU7 1836370.56 PA USD 1882671.7 0.060937436520 Long ABS-CBDO CORP US N 2 2029-12-25 Floating 2.758 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XNW0 648000 PA USD 677010.83 0.021913169714 Long ABS-CBDO CORP US N 2 2030-01-25 Floating 3.708 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XSX3 539495.14 PA USD 550650.98 0.017823213223 Long ABS-CBDO CORP US N 2 2030-02-25 Floating 2.908 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XQW7 2480000 PA USD 2626956.37 0.085028094404 Long ABS-CBDO CORP US N 2 2030-02-25 Floating 4.258 N N N N N N BELLEMEADE RE 2017-1 LTD N/A 078767AB6 6674067.46 PA USD 6719836.88 0.217504535337 Long ABS-CBDO CORP BM N 2 2027-10-25 Floating 3.458 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XLT9 4085909.52 PA USD 4191391.36 0.135664994025 Long ABS-CBDO CORP US N 2 2029-11-25 Floating 2.958 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0TH2 4649216.21 PA USD 4681179.57 0.151518229592 Long ABS-CBDO CORP US N 2 2030-07-25 Floating 1.908 N N N N N N RADNOR RE 2018-1 LTD 549300ED4YNDE7SVU538 750496AB7 3160000 PA USD 3182386.07 0.103005983000 Long ABS-CBDO CORP BM N 2 2028-03-25 Floating 2.808 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0UD9 4474957.24 PA USD 4537645.13 0.146872374010 Long ABS-CBDO CORP US N 2 2030-09-25 Floating 2.408 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XYX6 600340.09 PA USD 608207.97 0.019686190940 Long ABS-CBDO CORP US N 2 2030-07-25 Floating 2.358 N N N N N N CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2004-3 549300TC8R2SGZ2KM445 16678RBV8 817734.45 PA USD 792957.09 0.025666063996 Long ABS-CBDO CORP US N 2 2035-08-25 Floating .408 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XUW2 2975000 PA USD 3117309.72 0.100899622157 Long ABS-CBDO CORP US N 2 2030-05-25 Floating 4.108 N N N N N N MORGAN STANLEY RESECURITIZATION TRUST 2015-R4 N/A 61690WAY2 4746000 PA USD 4523649.9 0.146419382955 Long ABS-CBDO CORP US N 2 2047-08-26 Variable .928 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBF0 1176978.16 PA USD 1239624.47 0.040123584717 Long ABS-CBDO CORP US N 2 2028-04-25 Floating 5.808 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0GW3 2777229.4 PA USD 2860814.28 0.092597497792 Long ABS-CBDO CORP US N 2 2028-04-25 Floating 4.808 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBM5 969361.04 PA USD 1013357.82 0.032799891680 Long ABS-CBDO CORP US N 2 2028-08-25 Floating 6.858 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0JJ9 6382958.54 PA USD 6807447.62 0.220340278769 Long ABS-CBDO CORP US N 2 2028-09-25 Floating 6.458 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XCB8 2872223.65 PA USD 2968258.17 0.096075191341 Long ABS-CBDO CORP US N 2 2028-09-25 Floating 6.108 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XCL6 2052735.27 PA USD 2128534.37 0.068895404362 Long ABS-CBDO CORP US N 2 2028-10-25 Floating 5.408 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBH6 136418.43 PA USD 142157.46 0.004601286137 Long ABS-CBDO CORP US N 2 2028-04-25 Floating 5.658 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0KE8 4422258.78 PA USD 4569446.14 0.147901694220 Long ABS-CBDO CORP US N 2 2028-11-25 Floating 5.258 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XDK7 1769591.41 PA USD 1829693.28 0.059222655815 Long ABS-CBDO CORP US N 2 2029-01-25 Floating 4.558 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0AY5 1401065.45 PA USD 1435162.75 0.046452676254 Long ABS-CBDO CORP US N 2 2024-04-25 Floating 3.708 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0LJ6 340285.17 PA USD 351395.96 0.011373819985 Long ABS-CBDO CORP US N 2 2029-03-25 Floating 3.908 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XDS0 1765210.32 PA USD 1821246.4 0.058949251156 Long ABS-CBDO CORP US N 2 2029-04-25 Floating 4.358 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XEC4 970723.5 PA USD 1007531.59 0.032611310994 Long ABS-CBDO CORP US N 2 2029-05-25 Floating 4.458 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0KQ1 3238499.67 PA USD 3383894.38 0.109528309674 Long ABS-CBDO CORP US N 2 2028-12-25 Floating 5.108 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XEQ3 3652000 PA USD 4120305.09 0.133364106905 Long ABS-CBDO CORP US N 2 2029-07-25 Floating 5.858 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR17 TRUST N/A 92922F7T9 528958.82 PA USD 506961.86 0.016409104233 Long ABS-CBDO CORP US N 2 2045-12-25 Floating .808 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR17 TRUST N/A 92922F7S1 1777822.58 PA USD 1597729.15 0.051714549411 Long ABS-CBDO CORP US N 2 2045-12-25 Floating .928 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR2 TRUST N/A 92922FD39 449598.45 PA USD 442449.83 0.014321009037 Long ABS-CBDO CORP US N 2 2045-01-25 Floating .848 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST N/A 92922F4R6 1125368.56 PA USD 1120431.46 0.036265601150 Long ABS-CBDO CORP US N 2 2045-10-25 Floating .968 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST N/A 92922F4W5 3797994.39 PA USD 3770976.98 0.122057218122 Long ABS-CBDO CORP US N 2 2045-10-25 Floating .968 N N N N N N COLT FUNDING LLC N/A 19688EAE8 2996000 PA USD 2995833.61 0.096967740279 Long ABS-CBDO CORP US N 2 2066-06-25 Variable 3.144 N N N N N N CASCADE FUNDING MORTGAGE TRUST 2021-HB6 N/A 12527LAC6 2000000 PA USD 1982600 0.064171868969 Long ABS-CBDO CORP US N 2 2036-06-25 Variable 3.735 N N N N N N MRA ISSUANCE TRUST 2021-NA1 N/A 55350M101 11464000 PA USD 11463973.28 0.371060522140 Long ABS-CBDO CORP US N 2 2022-03-08 Floating 1.602 N N N N N N STATION PLACE SECURITIZATION TRUST SERIES 2021-10 N/A 857707AA1 11580000 PA USD 11580000 0.374816020714 Long ABS-CBDO CORP US N 2 2022-08-08 Floating .859 N N N N N N MRA ISSUANCE TRUST 2021-14 N/A 55350P104 10743000 PA USD 10742949.83 0.347722772540 Long ABS-CBDO CORP US N 2 2022-02-15 Floating 1.243 N N N N N N FREDDIE MAC STACR REMIC TRUST 2021-HQA3 N/A 35564KJG5 574000 PA USD 572512.82 0.018530827029 Long ABS-CBDO CORP US N 2 2041-09-25 Floating .9 N N N N N N STATION PLACE SECURITIZATION TRUST N/A 85772DAA6 10160000 PA USD 10160000 0.328854125255 Long ABS-CBDO CORP US N 2 2022-11-07 Floating .729 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711X2N3 398684.33 PA USD 397314.05 0.012860075233 Long ABS-CBDO CORP US N 2 2031-01-25 Floating .758 N N N N N N MRA ISSUANCE TRUST 2021-EBO1 N/A 55349B109 10112000 PA USD 10099242.4 0.326887551692 Long ABS-CBDO CORP US N 2 2022-04-15 Floating 1.852 N N N N N N STATION PLACE SECURITIZATION TRUST SERIES 2021-14 N/A 85779JAA6 3503000 PA USD 3503000 0.113383464643 Long ABS-CBDO CORP US N 2 2022-12-08 Floating .809 N N N N N N MRA ISSUANCE TRUST 2021-8 N/A 55350J108 8624000 PA USD 8623899.62 0.279134347030 Long ABS-CBDO CORP US N 2 2022-05-15 Floating 1.238 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XMY7 339240.21 PA USD 336907.93 0.010904878210 Long ABS-CBDO CORP US N 2 2029-11-25 Floating .708 N N N N N N MRA ISSUANCE TRUST 2020-11 N/A 55349JAA0 11610000 PA USD 11609912.69 0.375784220665 Long ABS-CBDO CORP US N 2 2022-04-22 Floating 1.81 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2020-RPL1 N/A 36260AAG1 1125000 PA USD 1216095.41 0.039362007114 Long ABS-CBDO CORP US N 2 2059-07-25 Variable 3.795 N N N N N N MELLO WAREHOUSE SECURITIZATION TRUST 2020-2 N/A 58551VAA0 2535000 PA USD 2535000 0.082051693654 Long ABS-CBDO CORP US N 2 2053-11-25 Floating .908 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0NB1 7511000 PA USD 7742706.09 0.250612287238 Long ABS-CBDO CORP US N 2 2029-08-25 Floating 3.658 N N N N N N TRAINGLE RE 2021-1 LTD N/A 89600FAB9 1964086.25 PA USD 1964805.1 0.063595891974 Long ABS-CBDO CORP BM N 2 2033-08-25 Floating 3.108 N N N N N N STACR TRUST 2018-DNA3 549300BL200YC56BUV20 35563WAC8 341000 PA USD 345289.75 0.011176177037 Long ABS-CBDO CORP US N 2 2048-09-25 Floating 2.208 N N N N N N STATION PLACE SECURITIZATION TRUST SERIES 2021-6 N/A 85777PAA4 11580000 PA USD 11580000 0.374816020714 Long ABS-CBDO CORP US N 2 2022-04-25 Floating .909 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST 2021-HE2 N/A 10569CAJ4 3000000 PA USD 3000000 0.097102596040 Long ABS-CBDO CORP US N 2 2069-11-25 Floating 2.45 N N N N N N MRA ISSUANCE TRUST N/A 62477K109 10962000 PA USD 10961942.23 0.354811016057 Long ABS-CBDO CORP US N 2 2022-02-16 Floating 1.852 N N N N N N NYMT LOAN TRUST I SERIES 2021-BPL1 N/A 62955KAA8 3200000 PA USD 3161392.32 0.102326467125 Long ABS-CBDO CORP US N 2 2026-05-25 Variable 2.239 N N N N N N ARROYO MORTGAGE TRUST 2020-1 N/A 04285CAC5 150000 PA USD 152382.53 0.004932246418 Long ABS-CBDO CORP US N 2 2055-03-25 Fixed 3.328 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-HQA3 N/A 35565MAH7 1501588.4 PA USD 1507219.35 0.048784970563 Long ABS-CBDO CORP US N 2 2050-07-25 Floating 3.708 N N N N N N GCAT 2020-NQM2 TRUST N/A 36166RAC8 3053723.69 PA USD 3050573.47 0.098739534449 Long ABS-CBDO CORP US N 2 2065-04-25 Variable 2.935 N N N N N N 1SHARPE MORTGAGE TRUST 2020-1 N/A 68257LAA8 8456000 PA USD 8456000 0.273699850705 Long ABS-CBDO CORP US N 3 2024-07-25 Floating 3.025 N N N N N N BELLEMEADE RE 2020-2 LTD N/A 078782AC3 1739652.7 PA USD 1748540.59 0.056595943523 Long ABS-CBDO CORP BM N 2 2030-08-26 Floating 4.108 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-HQA4 N/A 35565RAH6 206570.84 PA USD 207603.69 0.006719619082 Long ABS-CBDO CORP US N 2 2050-09-25 Floating 3.258 N N N N N N CSMC 2020-RPL3 TRUST N/A 12656PAC0 1732813.86 PA USD 1729363.65 0.055975233304 Long ABS-CBDO CORP US N 2 2060-03-25 Variable 2.691 N N N N N N MRA ISSUANCE TRUST 2020-2 N/A 55346HAB5 8690000 PA USD 8689962.98 0.281272654950 Long ABS-CBDO CORP US N 2 2022-08-15 Floating 1.302 N N N N N N MELLO WAREHOUSE SECURITIZATION TRUST 2020-1 N/A 585505AA8 4208000 PA USD 4208000 0.136202574712 Long ABS-CBDO CORP US N 2 2053-10-25 Floating 1.008 N N N N N N MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST N/A 61916BBA7 6075000 PA USD 6074988.16 0.196632373749 Long ABS-CBDO CORP US N 2 2023-08-10 Floating 1.104 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0QG7 1565000 PA USD 1600226.59 0.051795385380 Long ABS-CBDO CORP US N 2 2029-12-25 Floating 2.758 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-DNA2 5493007ZK0X40BI7UF30 35565KBD9 5000000 PA USD 5006352 0.162043258630 Long ABS-CBDO CORP US N 2 2050-02-25 Floating 2.608 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1 N/A 20753VBE7 5000000 PA USD 5208568 0.168588491483 Long ABS-CBDO CORP US N 2 2040-02-25 Floating 3.758 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1 N/A 20753VCZ9 1600000 PA USD 1677715.36 0.054303505624 Long ABS-CBDO CORP US N 2 2040-02-25 Floating 3.758 N N N N N N TOORAK MORTGAGE CORP 2018-1 LTD N/A 89052WAA7 11080000 PA USD 11113494.85 0.359716400336 Long ABS-CBDO CORP US N 2 2023-03-25 Variable 2.734 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-HQA2 N/A 35565LAH9 4577473.22 PA USD 4635753.61 0.150047903378 Long ABS-CBDO CORP US N 2 2050-03-25 Floating 3.208 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XEN0 483000 PA USD 499864.43 0.016179377940 Long ABS-CBDO CORP US N 2 2029-07-25 Floating 3.658 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-2 N/A 85573DAB5 1962000 PA USD 1975938.83 0.063956263337 Long ABS-CBDO CORP US N 2 2060-04-25 Variable 3.97 N N N N N N EFMT 2020-1 A2 N/A 31574PAB1 2621000 PA USD 2625610.08 0.084984518318 Long ABS-CBDO CORP US N 2 2065-05-25 Variable 3.149 N N N N N N VERUS SECURITIZATION TRUST 2020-INV1 N/A 92537TAE5 1990000 PA USD 2025366.08 0.065556101433 Long ABS-CBDO CORP US N 2 2060-03-25 Variable 3.889 N N N N N N COLT 2020-2 MORTGAGE LOAN TRUST N/A 19688JAB3 3490000 PA USD 3498725 0.113245093444 Long ABS-CBDO CORP US N 2 2065-03-25 Variable 3.094 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST N/A 10568YAF5 5430000 PA USD 5587871.22 0.180865600600 Long ABS-CBDO CORP US N 2 2059-05-26 Variable 3.25 N N N N N N VISTA POINT SECURITIZATION TRUST 2020-1 N/A 92838WAB0 5412000 PA USD 5431970.28 0.175819471933 Long ABS-CBDO CORP US N 2 2065-03-25 Variable 2.77 N N N N N N BUNKER HILL LOAN DEPOSITARY TRUST N/A 12062RAC4 2100000 PA USD 2081591.4 0.067375976278 Long ABS-CBDO CORP US N 2 2055-02-25 Variable 3.253 N N N N N N ARROYO MORTGAGE TRUST 2019-3 N/A 04285AAD7 3050000 PA USD 3062239.65 0.099117139904 Long ABS-CBDO CORP US N 2 2048-10-25 Variable 4.204 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R05 N/A 20754HAE8 82206.55 PA USD 82259.76 0.002662545416 Long ABS-CBDO CORP US N 2 2039-07-25 Floating 2.108 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XEX8 2890000 PA USD 2890000 0.093542167518 Long ABS-CBDO CORP US N 2 2029-07-25 Floating 1.358 N N N N N N FREDDIE MAC STACR TRUST 2018-HQA2 5493005RUXPCBST1N217 35563XAH5 3917300 PA USD 3972906.46 0.128593177030 Long ABS-CBDO CORP US N 2 2048-10-25 Floating 2.408 N N N N N N RADNOR RE 2019-1 LTD 254900JBDDKUTX6TX151 75049SAC7 5630000 PA USD 5658496.81 0.183151576645 Long ABS-CBDO CORP BM N 2 2029-02-25 Floating 3.308 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XHT4 2264751.8 PA USD 2285947.62 0.073990482771 Long ABS-CBDO CORP US N 2 2029-09-25 Floating 1.458 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R06 N/A 20754JAB0 283726.83 PA USD 284258.82 0.009200756456 Long ABS-CBDO CORP US N 2 2039-09-25 Floating 2.208 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XVK7 6189000 PA USD 6188998.76 0.200322615494 Long ABS-CBDO CORP US N 2 2030-05-25 Floating 1.108 N N N N N N BELLEMEADE RE 2019-4 LTD 254900KXN235YISGF415 07876LAC3 6026000 PA USD 6026068.7 0.195048971561 Long ABS-CBDO CORP BM N 2 2029-10-25 Floating 2.608 N N N N N N STACR TRUST 2018-HRP2 549300YG8OJES76WL398 35564ABN0 2908000 PA USD 2894360.61 0.093683309702 Long ABS-CBDO CORP US N 2 2047-02-25 Floating 1.108 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA3 549300KB1O80CETXGJ21 35564TAH3 8494076.72 PA USD 8565749.74 0.277252178927 Long ABS-CBDO CORP US N 2 2049-07-25 Floating 2.158 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 549300Z5THZ1JXIHVK60 20754PAC4 1454951.58 PA USD 1452606.05 0.047017272826 Long ABS-CBDO CORP US N 2 2039-11-25 Floating 2.258 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2020-R01 N/A 20754CAB5 2538244.65 PA USD 2546876.96 0.082436121537 Long ABS-CBDO CORP US N 2 2040-01-25 Floating 2.158 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-HQA1 549300TCRXCIFPAC3B85 35565JAH4 1920533.37 PA USD 1926512.18 0.062356444660 Long ABS-CBDO CORP US N 2 2050-01-25 Floating 2.008 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2020-R02 N/A 20754WAB1 1594146.34 PA USD 1600497.42 0.051804151479 Long ABS-CBDO CORP US N 2 2040-01-25 Floating 2.108 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-DNA2 5493007ZK0X40BI7UF30 35565KAH1 1695478.87 PA USD 1705015.94 0.055187158021 Long ABS-CBDO CORP US N 2 2050-02-25 Floating 1.958 N N N N N N FREDDIE MAC STACR TRUST 2018-DNA2 549300L8K4CLYS7FCQ06 35563TAV3 7040000 PA USD 7310652.09 0.236627765561 Long ABS-CBDO CORP US N 2 2030-12-25 Floating 3.808 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGC7 8636000 PA USD 9268878.47 0.300010720605 Long DBT CORP US N 2 2027-11-25 Fixed 4.183 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174467Y9 12164000 PA USD 13141167.69 0.425347165898 Long DBT CORP US N 2 2026-09-08 Fixed 4.35 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06367WB85 410000 PA USD 409457.84 0.013253139744 Long DBT CORP CA N 2 2025-05-01 Fixed 1.85 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YDU6 60000 PA USD 61962.35 0.002005568347 Long DBT CORP US N 2 2023-05-22 Fixed 4.1 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFM6 1405000 PA USD 1478724.02 0.047862647057 Long DBT CORP US N 2 2025-01-22 Fixed 4 N N N N N N DEVON ENERGY CORP 54930042348RKR3ZPN35 25179MBC6 445000 PA USD 476598.34 0.015426312027 Long DBT CORP US N 2 2024-09-15 Fixed 5.25 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B93 2355000 PA USD 2231833.5 0.072238942260 Long DBT CORP US N 2 2029-02-10 Fixed 2.9 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 3207000 PA USD 3054046.05 0.098851933293 Long DBT CORP US N 2 2031-02-15 Fixed 2.55 N N N N N N VIDEOTRON LTD 549300LW4GNJRBECSD81 92660FAN4 90000 PA USD 87187.5 0.002822044197 Long DBT CORP CA N 2 2029-06-15 Fixed 3.625 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAF8 6003000 PA USD 5686161.66 0.184047019563 Long DBT CORP US N 2 2027-01-15 Fixed 1.65 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP N/A 505742AP1 90000 PA USD 88079.4 0.002850912799 Long DBT CORP US N 2 2029-06-15 Fixed 4.75 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B69 507000 PA USD 499395 0.016164183650 Long DBT CORP US N 2 2031-06-17 Fixed 3.625 N N N N N N VICTORIA'S SECRET AND CO 5493006T3O70U3UWVF17 926400AA0 50000 PA USD 48000 0.001553641537 Long DBT CORP US N 2 2029-07-15 Fixed 4.625 N N N N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 79466LAG9 250000 PA USD 244681.35 0.007919731429 Long DBT CORP US N 2 2024-07-15 Fixed .625 N N N N N N MASONITE INTERNATIONAL CORP 549300H0H07ZFT4JYM32 575385AE9 90000 PA USD 84961.8 0.002750003781 Long DBT CORP US N 2 2030-02-15 Fixed 3.5 N N N N N N ADT SECURITY CORP/THE 5493009JEEDYLVRA0J13 00109LAA1 90000 PA USD 84655.8 0.002740099317 Long DBT CORP US N 2 2029-08-01 Fixed 4.125 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AJ4 520000 PA USD 498107.28 0.016122503331 Long DBT CORP US N 2 2026-08-15 Fixed 1.4 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAK0 3890000 PA USD 3737030.65 0.120958459198 Long DBT CORP US N 2 2026-08-05 Fixed 1.4 N N N N N N HESS MIDSTREAM OPERATIONS LP N/A 428102AE7 90000 PA USD 86850 0.002811120155 Long DBT CORP US N 2 2030-02-15 Fixed 4.25 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AP8 3335000 PA USD 3155800.68 0.102145479538 Long DBT CORP US N 2 2031-08-12 Fixed 2.45 N N N N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 960413AX0 230000 PA USD 223895.88 0.007246957064 Long DBT CORP US N 2 2024-08-15 Fixed .875 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 443201AB4 6420000 PA USD 6080510.4 0.196811115029 Long DBT CORP US N 2 2029-01-15 Fixed 3 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AR0 90000 PA USD 91519.2 0.002962250636 Long DBT CORP US N 2 2029-02-01 Fixed 5.375 N N N N N N STELLANTIS FINANCE US INC 549300QZ0AI8Q7LNON33 85855CAA8 210000 PA USD 202076.7 0.006540724056 Long DBT CORP US N 2 2027-01-29 Fixed 1.711 N N N N N N STELLANTIS FINANCE US INC 549300QZ0AI8Q7LNON33 85855CAB6 3915000 PA USD 3703797.5 0.119882784152 Long DBT CORP US N 2 2031-09-15 Fixed 2.691 N N N N N N WR GRACE HOLDINGS LLC N/A 92943GAD3 180000 PA USD 179096.4 0.005796908460 Long DBT CORP US N 2 2027-06-15 Fixed 4.875 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3D1 519000 PA USD 500725.52 0.016207249298 Long DBT CORP US N 2 2026-10-02 Fixed 1.73 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBH7 230000 PA USD 222809.11 0.007211781001 Long DBT CORP CA N 2 2026-10-04 Fixed 1.6 N N N N N N CONTINENTAL RESOURCES INC/OK XXRTID9RYWOZ0UPIVR53 212015AU5 255000 PA USD 246448.6 0.007976932950 Long DBT CORP US N 2 2026-11-15 Fixed 2.268 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2R1 495000 PA USD 471908.16 0.015274502476 Long DBT CORP US N 2 2030-11-19 Fixed 2.55 N N N N N N KRATON POLYMERS LLC / KRATON POLYMERS CAPITAL CORP N/A 50076XAC5 40000 PA USD 41200 0.001333542319 Long DBT CORP US N 2 2025-12-15 Fixed 4.25 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAC4 90000 PA USD 92403 0.002990857061 Long DBT CORP US N 2 2028-01-15 Fixed 5.625 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAM6 90000 PA USD 84375 0.002731010514 Long DBT CORP CA N 2 2028-09-01 Fixed 3.5 N N N N N N SCRIPPS ESCROW II INC N/A 81105DAA3 90000 PA USD 85892.4 0.002780125007 Long DBT CORP US N 2 2029-01-15 Fixed 3.875 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAH4 6158000 PA USD 5935947.45 0.192131969117 Long DBT CORP US N 2 2026-01-15 Fixed 1.57 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP N/A 451102CC9 90000 PA USD 85549.05 0.002769011615 Long DBT CORP US N 2 2029-02-01 Fixed 4.375 N N N N N N CROWDSTRIKE HOLDINGS INC 549300YBY08K9KM4HX32 22788CAA3 90000 PA USD 84375 0.002731010514 Long DBT CORP US N 2 2029-02-15 Fixed 3 N N N N N N MERCER INTERNATIONAL INC 549300Z5IAG39VRTY874 588056BB6 90000 PA USD 88762.5 0.002873023060 Long DBT CORP CA N 2 2029-02-01 Fixed 5.125 N N N N N N PERTAMINA PERSERO PT 254900NDAKGNZ2IBBL45 69370RAL1 890000 PA USD 814618.09 0.026367177107 Long DBT CORP ID N 2 2031-02-09 Fixed 2.3 N N N N N N PENNYMAC FINANCIAL SERVICES INC 549300W1D516HBDEU871 70932MAB3 100000 PA USD 90190 0.002919227712 Long DBT CORP US N 2 2029-02-15 Fixed 4.25 N N N N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 177376AG5 5725000 PA USD 5626184.32 0.182105701090 Long DBT CORP US N 2 2026-03-01 Fixed 1.25 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAE2 290000 PA USD 276224.34 0.008940700168 Long DBT CORP US N 2 2026-03-01 Fixed 1.2 N N N N N N TTM TECHNOLOGIES INC 549300SC4BDOIS008048 87305RAK5 90000 PA USD 85725 0.002774706682 Long DBT CORP US N 2 2029-03-01 Fixed 4 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAK7 90000 PA USD 89545.05 0.002898352273 Long DBT CORP US N 2 2031-03-01 Fixed 4 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAB9 505000 PA USD 488885.45 0.015824015454 Long DBT CORP US N 2 2029-03-15 Fixed 3.625 N N N N N N ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC N/A 03969YAB4 200000 PA USD 190500 0.006166014849 Long DBT CORP US N 2 2029-09-01 Fixed 4 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAN0 3554000 PA USD 3403351.31 0.110158082479 Long DBT CORP US N 2 2031-03-15 Fixed 2.25 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 202712BN4 2190000 PA USD 2088116.23 0.067587168922 Long DBT CORP AU N 2 2031-03-11 Fixed 2.688 N N N N N N BERKSHIRE HATHAWAY ENERGY CO 549300JD0S5IZJE9LY15 084659AT8 210000 PA USD 223936.72 0.007248278954 Long DBT CORP US N 2 2025-04-15 Fixed 4.05 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAD6 90000 PA USD 87348.6 0.002827258607 Long DBT CORP US N 2 2029-03-15 Fixed 4 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AG2 90000 PA USD 86850 0.002811120155 Long DBT CORP US N 2 2029-03-15 Fixed 3.75 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BF8 90000 PA USD 88875 0.002876664408 Long DBT CORP US N 2 2029-04-01 Fixed 3.75 N N N N N N AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD N/A 00253XAA9 90000 PA USD 92137.5 0.002982263481 Long DBT CORP US N 2 2026-04-20 Fixed 5.5 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGJ7 2011000 PA USD 1963725.53 0.063560948958 Long DBT CORP US N 2 2031-03-21 Fixed 2.55 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 200000 PA USD 196750 0.006368311924 Long DBT CORP US N 2 2029-04-15 Fixed 4 N N N N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 880779BA0 90000 PA USD 89271 0.002889481950 Long DBT CORP US N 2 2029-05-15 Fixed 5 N N N N N N IMOLA MERGER CORP N/A 45258LAA5 180000 PA USD 175134.6 0.005668674772 Long DBT CORP US N 2 2029-05-15 Fixed 4.75 N N N N N N NEWS CORP 549300ITS31QK8VRBQ14 65249BAA7 40000 PA USD 38384 0.001242395349 Long DBT CORP US N 2 2029-05-15 Fixed 3.875 N N N N N N CROWNROCK LP / CROWNROCK FINANCE INC N/A 228701AG3 40000 PA USD 40376.8 0.001306897367 Long DBT CORP US N 2 2029-05-01 Fixed 5 N N N N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 47216FAA5 200000 PA USD 197470 0.006391616547 Long DBT CORP IE N 2 2029-01-15 Fixed 4.375 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AF4 90000 PA USD 89550 0.002898512492 Long DBT CORP CA N 2 2026-05-01 Fixed 4.375 N N N N N N SERVICE CORP INTERNATIONAL/US 549300RKVM2ME20JHZ15 817565CG7 90000 PA USD 87153.3 0.002820937228 Long DBT CORP US N 2 2031-05-15 Fixed 4 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BZ8 7681000 PA USD 7462130.06 0.241530733604 Long DBT CORP US N 2 2031-05-12 Fixed 2.1 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEB4 420000 PA USD 410962.47 0.013301840904 Long DBT CORP US N 2 2024-05-15 Fixed .55 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 90000 PA USD 85305.6 0.002761131739 Long DBT CORP US N 2 2028-06-01 Fixed 4.875 N N N N N N DT MIDSTREAM INC N/A 23345MAA5 90000 PA USD 88784.1 0.002873722199 Long DBT CORP US N 2 2029-06-15 Fixed 4.125 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LAZ6 7419000 PA USD 7645627 0.247470076684 Long DBT CORP US N 2 2026-01-15 Fixed 3.875 N N N N N N BOISE CASCADE CO 549300Z8B8LSRHC7XA55 09739DAD2 90000 PA USD 93600 0.003029600996 Long DBT CORP US N 2 2030-07-01 Fixed 4.875 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411BJ3 170000 PA USD 175950 0.005695067258 Long DBT CORP US N 2 2027-11-15 Fixed 4.875 N N N N N N BLACK KNIGHT INFOSERV LLC 549300H5PS5C68DAUX66 092174AA9 50000 PA USD 47959 0.001552314468 Long DBT CORP US N 2 2028-09-01 Fixed 3.625 N N N N N N GRAPHIC PACKAGING INTERNATIONAL LLC SO75N4VY5NXGQSK8YQ65 38869AAC1 490000 PA USD 465500 0.015067086152 Long DBT CORP US N 2 2029-03-01 Fixed 3.5 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AZ6 480000 PA USD 442200 0.014312922656 Long DBT CORP US N 2 2028-09-01 Fixed 4.375 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AQ8 40000 PA USD 39748.88 0.001286573146 Long DBT CORP US N 2 2028-09-01 Fixed 3.875 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCJ8 90000 PA USD 91575 0.002964056744 Long DBT CORP US N 2 2026-02-15 Fixed 5.5 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AX6 210000 PA USD 205784.25 0.006660728300 Long DBT CORP US N 2 2025-09-01 Fixed 1.625 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AY4 6725000 PA USD 6294018.63 0.203721849499 Long DBT CORP US N 2 2030-09-01 Fixed 2.5 N N N N N N INTERNATIONAL FLAVORS AND FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AN1 220000 PA USD 212193.96 0.006868194793 Long DBT CORP US N 2 2025-10-01 Fixed 1.23 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBK1 270000 PA USD 258491.19 0.008366721867 Long DBT CORP US N 2 2025-09-15 Fixed 1 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906ABE7 40000 PA USD 41188 0.001333153909 Long DBT CORP US N 2 2027-10-15 Fixed 5.875 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DY0 505000 PA USD 462905.21 0.014983099204 Long DBT CORP US N 2 2030-10-15 Fixed 1.7 N N N N N N INGEVITY CORP 5493009UTFC4B5IMGF87 45688CAB3 50000 PA USD 47375 0.001533411829 Long DBT CORP US N 2 2028-11-01 Fixed 3.875 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 80000 PA USD 84200 0.002725346196 Long DBT CORP US N 2 2029-01-15 Fixed 5 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBL2 40000 PA USD 38248.14 0.001237997896 Long DBT CORP US N 2 2025-11-15 Fixed .75 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AY6 270000 PA USD 257205.1 0.008325094308 Long DBT CORP US N 2 2025-11-15 Fixed .875 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DN5 440000 PA USD 421018.98 0.013627345313 Long DBT CORP US N 2 2025-11-13 Fixed .75 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAN1 230000 PA USD 217836.02 0.007050814351 Long DBT CORP US N 2 2026-05-15 Fixed .95 N N N N N N AMERICAN ELECTRIC POWER CO INC 1B4S6S7G0TW5EE83BO58 025537AR2 260000 PA USD 250444.6 0.008106273608 Long DBT CORP US N 2 2025-11-01 Fixed 1 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCE3 130000 PA USD 124167.89 0.004019008155 Long DBT CORP US N 2 2026-01-15 Fixed 1.375 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCG8 5312000 PA USD 5005730.37 0.162023138001 Long DBT CORP US N 2 2031-01-15 Fixed 2.45 N N N N N N SINCLAIR TELEVISION GROUP INC 549300CQGEN0CH65UD62 829259BA7 50000 PA USD 46000 0.001488906473 Long DBT CORP US N 2 2030-12-01 Fixed 4.125 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687FN1 330000 PA USD 343980.75 0.011133807938 Long DBT CORP US N 2 2025-03-24 Fixed 3.35 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38141GXJ8 930000 PA USD 965584.06 0.031253572974 Long DBT CORP US N 2 2025-04-01 Fixed 3.5 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBT1 230000 PA USD 231760.81 0.007501525437 Long DBT CORP US N 2 2025-04-01 Fixed 2.5 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAA5 260000 PA USD 279581.07 0.009049349234 Long DBT CORP US N 2 2025-05-15 Fixed 4.75 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 219000 PA USD 229537.95 0.007429576945 Long DBT CORP US N 2 2030-04-15 Fixed 3.875 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 8218000 PA USD 8637781.19 0.279583659191 Long DBT CORP US N 2 2027-04-15 Fixed 3.75 N N N N N N DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 256677AG0 440000 PA USD 459444.44 0.014871082620 Long DBT CORP US N 2 2030-04-03 Fixed 3.5 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GEG0 7225000 PA USD 7346947.02 0.237802542870 Long DBT CORP US N 2 2030-04-09 Fixed 2.95 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AS4 240000 PA USD 248165.29 0.008032497969 Long DBT CORP US N 2 2025-04-01 Fixed 2.95 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 4900000 PA USD 5185760.55 0.167850270615 Long DBT CORP US N 2 2030-05-01 Fixed 4.25 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAC6 40000 PA USD 44922.4 0.001454027220 Long DBT CORP US N 2 2025-04-15 Fixed 9.25 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAR9 5510000 PA USD 6299197.74 0.203889484507 Long DBT CORP US N 2 2030-04-13 Fixed 4.625 N N N N N N SIX FLAGS THEME PARKS INC 5493003MX0ZXTM8EVY68 83001WAC8 90000 PA USD 93825 0.003036883691 Long DBT CORP US N 2 2025-07-01 Fixed 7 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AJ1 410000 PA USD 479855.02 0.015531722722 Long DBT CORP US N 2 2030-04-23 Fixed 5.75 N N N N N N AIR PRODUCTS AND CHEMICALS INC 7QEON6Y1RL5XR3R1W237 009158BB1 230000 PA USD 226882.82 0.007343636940 Long DBT CORP US N 2 2025-10-15 Fixed 1.5 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CT0 3373000 PA USD 3630077.78 0.117496658755 Long DBT CORP US N 2 2025-05-01 Fixed 4.875 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBC9 100000 PA USD 103784.91 0.003359261397 Long DBT CORP US N 2 2027-05-15 Fixed 3.875 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 1190000 PA USD 1169936.79 0.037867966504 Long DBT CORP US N 2 2030-05-15 Fixed 2.9 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DQ7 310000 PA USD 314930.62 0.010193526925 Long DBT CORP US N 2 2025-06-30 Fixed 2.5 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAW8 2595000 PA USD 2632800.38 0.085217250584 Long DBT CORP CA N 2 2030-05-13 Fixed 2.95 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887CJ6 4444000 PA USD 4447872.95 0.143966670100 Long DBT CORP US N 2 2030-05-20 Fixed 2.823 N N N N N N MATCH GROUP HOLDINGS II LLC N/A 57665RAN6 180000 PA USD 177750 0.005753328815 Long DBT CORP US N 2 2028-06-01 Fixed 4.625 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDX7 3185000 PA USD 3052125.65 0.098789774685 Long DBT CORP US N 2 2030-05-15 Fixed 2 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCX5 440000 PA USD 462121.73 0.014957739890 Long DBT CORP US N 2 2025-03-15 Fixed 3.8 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAP9 80000 PA USD 85800 0.002777134247 Long DBT CORP US N 2 2028-06-15 Fixed 7.25 N N N N N N BANK OF NOVA SCOTIA/THE L3I9ZG2KFGXZ61BMYR72 064159VL7 510000 PA USD 498126.07 0.016123111517 Long DBT CORP CA N 2 2025-06-11 Fixed 1.3 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 89114QCH9 520000 PA USD 506763.54 0.016402685104 Long DBT CORP CA N 2 2025-06-12 Fixed 1.15 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JE8 360000 PA USD 359876.05 0.011648299569 Long DBT CORP US N 2 2022-06-16 Fixed 1.75 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 37045XCX2 490000 PA USD 496190.39 0.016060458333 Long DBT CORP US N 2 2025-06-20 Fixed 2.75 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAF9 90000 PA USD 90711 0.002936091196 Long DBT CORP US N 2 2027-07-31 Fixed 5 N N N N N N KKR GROUP FINANCE CO VI LLC 549300TUJWGHJM3FSJ07 48252AAA9 2552000 PA USD 2747456.41 0.088928383305 Long DBT CORP US N 2 2029-07-01 Fixed 3.75 N N N N N N L3HARRIS TECHNOLOGIES INC 549300UTE50ZMDBG8A20 502431AM1 462000 PA USD 507918.7 0.016440074782 Long DBT CORP US N 2 2028-06-15 Fixed 4.4 N N N N N N 1011778 BC ULC / NEW RED FINANCE INC N/A 68245XAH2 190000 PA USD 185250 0.005996085305 Long DBT CORP CA N 2 2028-01-15 Fixed 3.875 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAV8 40000 PA USD 41342.9 0.001338167639 Long DBT CORP US N 2 2030-04-01 Fixed 3.75 N N N N N N BEACON ROOFING SUPPLY INC 549300HDXQWWCBOYXP31 073685AF6 90000 PA USD 91573.2 0.002963998483 Long DBT CORP US N 2 2026-11-15 Fixed 4.5 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAX8 1708000 PA USD 1724052.57 0.055803326753 Long DBT CORP US N 2 2027-01-15 Fixed 2.75 N N N N N N VIPER ENERGY PARTNERS LP 5299009LINL232255G03 92763MAA3 90000 PA USD 92925 0.003007752912 Long DBT CORP US N 2 2027-11-01 Fixed 5.375 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CY4 310000 PA USD 313607.09 0.010150687525 Long DBT CORP US N 2 2025-01-28 Fixed 2.375 N N N N N N AMERICAN BUILDERS AND CONTRACTORS SUPPLY CO INC 549300H5GQ4C1BEKG397 024747AF4 590000 PA USD 577492 0.018691990797 Long DBT CORP US N 2 2028-01-15 Fixed 4 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBE5 6391000 PA USD 6462262.4 0.209167485110 Long DBT CORP US N 2 2029-11-18 Fixed 3.2 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 8441000 PA USD 8693074.85 0.281373378501 Long DBT CORP US N 2 2029-11-21 Fixed 3.2 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAM1 3298000 PA USD 3404923.93 0.110208984307 Long DBT CORP US N 2 2026-12-01 Fixed 3.25 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CM6 90000 PA USD 87966 0.002847242321 Long DBT CORP US N 2 2028-02-15 Fixed 4.5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAP8 7634000 PA USD 7737637.35 0.250448224634 Long DBT CORP US N 2 2025-05-15 Fixed 2.9 N N N N N N HOLLY ENERGY PARTNERS LP / HOLLY ENERGY FINANCE CORP 549300HLPTRASHS0E726 435765AH5 90000 PA USD 87588.9 0.002835036525 Long DBT CORP US N 2 2028-02-01 Fixed 5 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626PAM8 5202000 PA USD 5240737.53 0.169629739776 Long DBT CORP CA N 2 2030-01-25 Fixed 2.95 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38141GXG4 2282000 PA USD 2236193.41 0.072380061786 Long DBT CORP US N 2 2030-02-07 Fixed 2.6 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAM4 50000 PA USD 49296.5 0.001595606042 Long DBT CORP CA N 2 2030-03-01 Fixed 4.625 N N N N N N GRAPHIC PACKAGING INTERNATIONAL LLC SO75N4VY5NXGQSK8YQ65 38869AAB3 90000 PA USD 86400 0.002796554766 Long DBT CORP US N 2 2028-03-15 Fixed 3.5 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057CD4 6043000 PA USD 6664764.27 0.215721970870 Long DBT CORP US N 2 2027-11-29 Fixed 4.75 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311VAG2 80000 PA USD 84220 0.002725993546 Long DBT CORP US N 2 2025-07-15 Fixed 5.375 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAN3 4297000 PA USD 4635328.51 0.150034143940 Long DBT CORP US N 2 2028-08-20 Fixed 3.9 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAG8 80000 PA USD 87200 0.002822448792 Long DBT CORP US N 2 2028-08-28 Fixed 5.9 N N N N N N INTERNATIONAL FLAVORS AND FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AK7 1535000 PA USD 1692997.32 0.054798144954 Long DBT CORP US N 2 2028-09-26 Fixed 4.45 N N N N N N STEVENS HOLDING CO INC N/A 86024TAA5 90000 PA USD 93937.5 0.003040525038 Long DBT CORP US N 2 2026-10-01 Fixed 6.125 N N N N N N ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC N/A 03522AAG5 290000 PA USD 307035.12 0.009937969076 Long DBT CORP US N 2 2026-02-01 Fixed 3.65 N N N N N N MARSH AND MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BF8 260000 PA USD 271893.17 0.008800510884 Long DBT CORP US N 2 2024-03-15 Fixed 3.875 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AQ3 3046000 PA USD 3450645.11 0.111688866064 Long DBT CORP US N 2 2029-01-23 Fixed 4.75 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BE6 180000 PA USD 185850 0.006015505825 Long DBT CORP US N 2 2026-03-15 Fixed 6.25 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20338QAD5 90000 PA USD 91146.65 0.002950192112 Long DBT CORP US N 2 2026-03-01 Fixed 6 N N N N N N USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP N/A 91740PAF5 40000 PA USD 41076 0.001329528745 Long DBT CORP US N 2 2027-09-01 Fixed 6.875 N N N N N N WRKCO INC 549300JEB576INN13W07 96145DAF2 240000 PA USD 251655.54 0.008145468747 Long DBT CORP US N 2 2025-03-15 Fixed 3.75 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAT5 3200000 PA USD 3496529.38 0.113174026643 Long DBT CORP CA N 2 2029-04-01 Fixed 4.2 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAM5 2091000 PA USD 2231198.69 0.072218395027 Long DBT CORP US N 2 2024-01-15 Fixed 5.875 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBA8 425000 PA USD 467847.25 0.015143060842 Long DBT CORP US N 2 2029-04-15 Fixed 4.75 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 085770AA3 470000 PA USD 481162.5 0.015574042622 Long DBT CORP US N 2 2026-07-15 Fixed 4.875 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 085770AB1 90000 PA USD 92650.5 0.002998868025 Long DBT CORP US N 2 2027-07-15 Fixed 5.625 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CK6 1844000 PA USD 1891455.34 0.061221741269 Long DBT CORP US N 2 2024-06-15 Fixed 3.75 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAD4 1580000 PA USD 1610851.24 0.052139279079 Long DBT CORP US N 2 2024-07-15 Fixed 3.55 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAB3 2859000 PA USD 3066277.5 0.099247835143 Long DBT CORP GB N 2 2025-02-15 Fixed 4.75 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDY7 420000 PA USD 455538.43 0.014744654716 Long DBT CORP US N 2 2027-03-16 Fixed 4.125 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887BW8 230000 PA USD 244150.86 0.007902560777 Long DBT CORP US N 2 2027-06-06 Fixed 3.7 N N N N N N MASSMUTUAL GLOBAL FUNDING II 549300K1IE3K7YU6VG29 57629WCE8 200000 PA USD 204791.17 0.006628584751 Long DBT CORP US N 2 2024-06-22 Fixed 2.75 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626PAH9 3093000 PA USD 3236051.25 0.104742992431 Long DBT CORP CA N 2 2027-07-26 Fixed 3.55 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BM3 250000 PA USD 257253 0.008326644713 Long DBT CORP US N 2 2025-01-15 Fixed 2.93 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BAL9 90000 PA USD 92025 0.002978622134 Long DBT CORP US N 2 2025-03-15 Fixed 4.75 N N N N N N CROWN AMERICAS LLC / CROWN AMERICAS CAPITAL CORP VI N/A 228187AB6 90000 PA USD 91826.1 0.002972184231 Long DBT CORP US N 2 2026-02-01 Fixed 4.75 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AM7 40000 PA USD 41976.6 0.001358678944 Long DBT CORP US N 2 2026-02-15 Fixed 4.75 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599AZ7 200000 PA USD 210219.39 0.006804282836 Long DBT CORP US N 2 2025-03-10 Fixed 3.95 N N N N N N FIRST-CITIZENS BANK AND TRUST CO L9VVX1KT5TFTKS0MLF66 125581GW2 6755000 PA USD 7362090.43 0.238292697678 Long DBT CORP US N 2 2025-03-07 Fixed 5.25 N N N N N N GCP APPLIED TECHNOLOGIES INC 5493007G654QKQVEKV09 36164YAB7 50000 PA USD 51062.5 0.001652767103 Long DBT CORP US N 2 2026-04-15 Fixed 5.5 N N N N N N FAIRFAX FINANCIAL HOLDINGS LTD GLS7OQD0WOEDI8YAP031 303901BB7 3643000 PA USD 3975481.82 0.128676535077 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85 N N N N N N OSHKOSH CORP 549300FEKNPCFSA2B506 688239AF9 2182000 PA USD 2388658.27 0.077314973023 Long DBT CORP US N 2 2028-05-15 Fixed 4.6 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAF7 1993000 PA USD 2204760.83 0.071362666747 Long DBT CORP US N 2 2028-05-25 Fixed 4.597 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAH3 260000 PA USD 277331.61 0.008976539765 Long DBT CORP US N 2 2025-05-25 Fixed 4.417 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AP9 240000 PA USD 248068.95 0.008029379681 Long DBT CORP US N 2 2023-06-01 Fixed 4.333 N N N N N N CANTOR FITZGERALD LP 549300RLUEEVQEMX0450 138616AC1 2064000 PA USD 2106335.49 0.068176881403 Long DBT CORP US N 2 2022-06-17 Fixed 6.5 N N N N N N TRI POINTE GROUP INC / TRI POINTE HOMES INC N/A 962178AN9 40000 PA USD 42271.2 0.001368214419 Long DBT CORP US N 2 2024-06-15 Fixed 5.875 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CL2 420000 PA USD 444331.12 0.014381901751 Long DBT CORP US N 2 2025-07-20 Fixed 3.875 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAB3 4400000 PA USD 4678133.77 0.151419644563 Long DBT CORP CH N 2 2025-09-24 Fixed 4.125 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HBJ3 440000 PA USD 467818.6 0.015142133512 Long DBT CORP US N 2 2025-10-29 Fixed 4.2 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAA7 1800000 PA USD 1960281 0.063449458023 Long DBT CORP ES N 2 2025-11-19 Fixed 5.179 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 2027A0HR3 200000 PA USD 215494.62 0.006975029012 Long DBT CORP AU N 2 2025-12-09 Fixed 4.5 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 780082AD5 460000 PA USD 503242.28 0.016288710608 Long DBT CORP CA N 2 2026-01-27 Fixed 4.65 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822AD6 370000 PA USD 393139.92 0.012724968946 Long DBT CORP JP N 2 2026-03-01 Fixed 3.85 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DAL3 250000 PA USD 271298.56 0.008781264826 Long DBT CORP US N 2 2026-03-11 Fixed 4.9 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD JHE42UYNWWTJB8YTTU19 052528AK2 240000 PA USD 258119.64 0.008354695711 Long DBT CORP AU N 2 2026-05-19 Fixed 4.4 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AS5 2342000 PA USD 2583258.43 0.083613699932 Long DBT CORP US N 2 2027-03-15 Fixed 5 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAH2 300000 PA USD 316329.83 0.010238815899 Long DBT CORP US N 2 2027-01-15 Fixed 3.875 N N N N N N FIVE CORNERS FUNDING TRUST N/A 33829TAA4 280000 PA USD 293248.2 0.009491720501 Long DBT CORP US N 2 2023-11-15 Fixed 4.419 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097AZ4 360000 PA USD 386367.45 0.012505760807 Long DBT CORP GB N 2 2023-12-19 Fixed 6 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AS2 100000 PA USD 101650 0.003290159629 Long DBT CORP US N 2 2024-04-01 Fixed 4.85 N N N N N N FAIRFAX US INC 549300JGURHUEU25AZ92 304071AA1 392000 PA USD 414635.65 0.013420732675 Long DBT CORP US N 2 2024-08-13 Fixed 4.875 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397WW9 200000 PA USD 202000 0.006538241467 Long DBT CORP US N 2 2024-09-08 Fixed 3.664 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAN4 155000 PA USD 162581.6 0.005262365143 Long DBT CORP US N 2 2024-09-15 Fixed 4.25 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83367TBJ7 200000 PA USD 208647.39 0.006753401075 Long DBT CORP FR N 2 2025-04-14 Fixed 4.25 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918AT1 340000 PA USD 344017.91 0.011135010715 Long DBT CORP US N 2 2023-05-01 Fixed 2.375 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAD2 260000 PA USD 268446.46 0.008688949388 Long DBT CORP US N 2 2023-09-01 Fixed 3.8 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214DK6 390000 PA USD 411978.33 0.013334721785 Long DBT CORP AU N 2 2027-03-08 Fixed 3.35 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BL7 1178000 PA USD 1302316.38 0.042152767121 Long DBT CORP US N 2 2047-05-01 Fixed 5.375 N N N N N N SHERWIN-WILLIAMS CO/THE Z15BMIOX8DDH0X2OBP21 824348AW6 220000 PA USD 231517.56 0.007493652035 Long DBT CORP US N 2 2027-06-01 Fixed 3.45 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAG0 2613000 PA USD 2887247.75 0.093453083978 Long DBT CORP US N 2 2027-06-30 Fixed 5.125 N N N N N N SITE CENTERS CORP W2AVA6SODOQ1LCYJQR54 23317HAF9 455000 PA USD 494526.45 0.016006600702 Long DBT CORP US N 2 2027-06-01 Fixed 4.7 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBA5 3456000 PA USD 3529440 0.114239262189 Long DBT CORP US N 2 2027-08-01 Fixed 5 N N N N N N CROWN CASTLE INTERNATIONAL CORP 54930012H97VSM0I2R19 22822VAH4 1331000 PA USD 1395555.84 0.045170698327 Long DBT CORP US N 2 2027-09-01 Fixed 3.65 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AF0 2975000 PA USD 3052736.75 0.098809554484 Long DBT CORP US N 2 2027-08-15 Fixed 4.375 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPBX0 180000 PA USD 182196 0.005897234863 Long DBT CORP US N 2 2028-02-01 Fixed 5 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BJ4 1326000 PA USD 1506878.36 0.048773933557 Long DBT CORP US N 2 2047-08-22 Fixed 4.05 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BN1 3548000 PA USD 3686836.93 0.119333812360 Long DBT CORP US N 2 2028-01-15 Fixed 3.25 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAS5 435000 PA USD 478543.5 0.015489272056 Long DBT CORP US N 2 2028-04-15 Fixed 4.875 N N N N N N ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC N/A 29260FAE0 90000 PA USD 93111.3 0.003013782984 Long DBT CORP US N 2 2028-01-30 Fixed 5.75 N N N N N N JELD-WEN INC 549300XWE6NM0N1HFW16 475795AD2 90000 PA USD 89775 0.002905795186 Long DBT CORP US N 2 2027-12-15 Fixed 4.875 N N N N N N CROWN CASTLE INTERNATIONAL CORP 54930012H97VSM0I2R19 22822VAK7 1882000 PA USD 1983012.68 0.064185226403 Long DBT CORP US N 2 2028-02-15 Fixed 3.8 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAV7 90000 PA USD 93037.5 0.003011394260 Long DBT CORP US N 2 2028-02-01 Fixed 4.75 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCJ8 440000 PA USD 472888.47 0.015306232691 Long DBT CORP US N 2 2038-03-01 Fixed 3.9 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CX6 445000 PA USD 485082.7 0.015700929821 Long DBT CORP US N 2 2028-03-25 Fixed 4.3 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CY4 1277000 PA USD 1472877.89 0.047673422256 Long DBT CORP US N 2 2038-03-25 Fixed 4.78 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAT3 2143000 PA USD 2483201.25 0.080375095954 Long DBT CORP US N 2 2028-11-15 Fixed 5.875 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BA1 1619000 PA USD 2035920.69 0.065897728110 Long DBT CORP US N 2 2045-10-23 Fixed 6.484 N N N N N N AUTONATION INC N/A 05329WAM4 210000 PA USD 224831.19 0.007277230740 Long DBT CORP US N 2 2025-10-01 Fixed 4.5 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KA8 14273000 PA USD 15522429.01 0.502422717905 Long DBT CORP US N 2 2027-09-29 Fixed 4.45 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAD6 260000 PA USD 276110.9 0.008937028395 Long DBT CORP US N 2 2025-12-01 Fixed 3.75 N N N N N N S AND P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VAD6 210000 PA USD 223596.24 0.007237258456 Long DBT CORP US N 2 2025-06-15 Fixed 4 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BT5 300000 PA USD 328213.43 0.010623458703 Long DBT CORP US N 2 2026-06-15 Fixed 5.25 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229AW6 40000 PA USD 41891.6 0.001355927704 Long DBT CORP US N 2 2026-04-01 Fixed 4.7 N N N N N N OMNICOM GROUP INC / OMNICOM CAPITAL INC N/A 68217FAA0 230000 PA USD 241950.37 0.007831336347 Long DBT CORP US N 2 2026-04-15 Fixed 3.6 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAF4 1361000 PA USD 1454627.27 0.047082694729 Long DBT CORP CH N 2 2026-04-15 Fixed 4.125 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBL6 270000 PA USD 287439.29 0.009303700421 Long DBT CORP US N 2 2027-02-15 Fixed 3.95 N N N N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 410345AL6 80000 PA USD 82900 0.002683268404 Long DBT CORP US N 2 2026-05-15 Fixed 4.875 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAB2 4623000 PA USD 4885396.16 0.158128216606 Long DBT CORP US N 2 2046-06-01 Fixed 4.375 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KR1 2000000 PA USD 2315399.44 0.074943765498 Long DBT CORP US N 2 2046-05-18 Fixed 4.75 N N N N N N EMERA US FINANCE LP N/A 29103DAM8 425000 PA USD 476559.94 0.015425069114 Long DBT CORP US N 2 2046-06-15 Fixed 4.75 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CF5 1280000 PA USD 1512847.42 0.048967137298 Long DBT CORP US N 2 2051-06-15 Fixed 4.663 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBW0 470000 PA USD 474880.46 0.015370708492 Long DBT CORP US N 2 2027-01-15 Fixed 2.35 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918BS2 198000 PA USD 215717.91 0.006982256358 Long DBT CORP US N 2 2036-08-08 Fixed 3.45 N N N N N N AT AND T INC 549300Z40J86GGSTL398 00206RDJ8 450000 PA USD 496284.67 0.016063509944 Long DBT CORP US N 2 2048-03-09 Fixed 4.5 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CG0 200000 PA USD 207827.23 0.006726854520 Long DBT CORP US N 2 2026-09-15 Fixed 3.35 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAN6 7243000 PA USD 7772644.38 0.251581315798 Long DBT CORP US N 2 2026-11-15 Fixed 4.375 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AQ4 90000 PA USD 89817.75 0.002907178898 Long DBT CORP US N 2 2026-12-01 Fixed 3.95 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAS1 90000 PA USD 87525 0.002832968239 Long DBT CORP US N 2 2024-03-15 Fixed 4.65 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAD5 3662000 PA USD 3877127.74 0.125493056244 Long DBT CORP FR N 2 2025-03-15 Fixed 4.5 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAJ9 2219000 PA USD 2551541.84 0.082587112189 Long DBT CORP US N 2 2045-04-01 Fixed 5.2 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAL0 90000 PA USD 99000 0.003204385669 Long DBT CORP US N 2 2025-02-15 Fixed 5.875 N N N N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 12621EAK9 200000 PA USD 216929.75 0.007021480628 Long DBT CORP US N 2 2025-05-30 Fixed 5.25 N N N N N N INTERNATIONAL PAPER CO 824LMFJDH41EY779Q875 460146CM3 405000 PA USD 489101.3 0.015831001985 Long DBT CORP US N 2 2035-09-15 Fixed 5 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 013817AJ0 90000 PA USD 96986.75 0.003139221735 Long DBT CORP US N 2 2027-02-01 Fixed 5.9 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 1367000 PA USD 1939687.58 0.062782899841 Long DBT CORP US N 2 2037-10-15 Fixed 7 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 2870000 PA USD 3889457.75 0.125892148237 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N TECK RESOURCES LTD T8KI5SQ2JRWHL7XY0E11 878742AS4 410000 PA USD 499972.81 0.016182885933 Long DBT CORP CA N 2 2040-08-15 Fixed 6 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAE2 1221000 PA USD 1569706.29 0.050807518593 Long DBT CORP US N 2 2042-03-15 Fixed 5.625 N N N N N N AON PLC 635400FALWQYX5E6QC64 00185AAB0 1806000 PA USD 1967470.85 0.063682175723 Long DBT CORP US N 2 2042-12-12 Fixed 4.25 N N N N N N MDC HOLDINGS INC 5299005FV4VNV75R8R35 552676AQ1 365000 PA USD 427130.3 0.013825153659 Long DBT CORP US N 2 2043-01-15 Fixed 6 N N N N N N ROGERS COMMUNICATIONS INC 54930030NVF3Y2OL0A78 775109AX9 440000 PA USD 471825.2 0.015271817266 Long DBT CORP CA N 2 2043-03-15 Fixed 4.5 N N N N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 12527GAD5 5505000 PA USD 6275700 0.203128920656 Long DBT CORP US N 2 2043-06-01 Fixed 4.95 N N N N N N LYB INTERNATIONAL FINANCE BV 549300J6QSW38QNOJK61 50247VAB5 395000 PA USD 476647.51 0.015427903539 Long DBT CORP NL N 2 2043-07-15 Fixed 5.25 N N N N N N MOODY'S CORP 549300GCEDD8YCF5WU84 615369AC9 240000 PA USD 253944.04 0.008219541844 Long DBT CORP US N 2 2024-02-15 Fixed 4.875 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400FZ1 410000 PA USD 455267.08 0.014735871786 Long DBT CORP US N 2 2043-10-01 Fixed 4.65 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 410000 PA USD 482262.5 0.015609646908 Long DBT CORP US N 2 2043-03-15 Fixed 5.45 N N N N N N INTERNATIONAL FLAVORS AND FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AQ4 1691000 PA USD 1594790.66 0.051619437742 Long DBT CORP US N 2 2030-11-01 Fixed 2.3 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AN1 90000 PA USD 85062.6 0.002753266429 Long DBT CORP US N 2 2031-03-15 Fixed 3.625 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CM7 3623000 PA USD 3150145.5 0.101962435318 Long DBT CORP US N 2 2050-10-01 Fixed 2.95 N N N N N N UNIVERSAL HEALTH SERVICES INC 549300YGMGQDO0NMJD09 913903AV2 495000 PA USD 473340.21 0.015320854400 Long DBT CORP US N 2 2030-10-15 Fixed 2.65 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABL8 500000 PA USD 448324.5 0.014511157606 Long DBT CORP US N 2 2041-02-15 Fixed 3 N N N N N N BERKSHIRE HATHAWAY FINANCE CORP 549300RLHFT5RU20WM87 084664CV1 4354000 PA USD 3979175.2 0.128796080672 Long DBT CORP US N 2 2050-10-15 Fixed 2.85 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EQ2 2970000 PA USD 2745928.5 0.088878928630 Long DBT CORP AU N 2 2040-11-16 Fixed 2.963 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DS4 11591000 PA USD 10216452.75 0.330681361448 Long DBT CORP US N 2 2050-11-13 Fixed 2.55 N N N N N N L3HARRIS TECHNOLOGIES INC 549300UTE50ZMDBG8A20 502431AN9 5197000 PA USD 4786944.75 0.154941587441 Long DBT CORP US N 2 2031-01-15 Fixed 1.8 N N N N N N CONTINENTAL RESOURCES INC/OK XXRTID9RYWOZ0UPIVR53 212015AT8 80000 PA USD 91192.8 0.002951685873 Long DBT CORP US N 2 2031-01-15 Fixed 5.75 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD JHE42UYNWWTJB8YTTU19 052528AM8 4670000 PA USD 4324905.68 0.139986523052 Long DBT CORP AU N 2 2035-11-25 Variable 2.57 N N N N N N CROWN CASTLE INTERNATIONAL CORP 54930012H97VSM0I2R19 22822VAR2 4782000 PA USD 4852756.72 0.157071758487 Long DBT CORP US N 2 2030-07-01 Fixed 3.3 N N N N N N TJX COS INC/THE V167QI9I69W364E2DY52 872540AT6 425000 PA USD 467350.04 0.015126967381 Long DBT CORP US N 2 2030-04-15 Fixed 3.875 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAJ9 3012000 PA USD 3097022.77 0.100242983654 Long DBT CORP US N 2 2030-05-01 Fixed 3.2 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BU7 4433000 PA USD 4197062.04 0.135848539941 Long DBT CORP US N 2 2031-04-01 Fixed 2.8 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BV5 2042000 PA USD 1806377.11 0.058467968936 Long DBT CORP US N 2 2051-04-01 Fixed 3.7 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CX1 2014000 PA USD 2554335.46 0.082677534774 Long DBT CORP US N 2 2060-05-01 Fixed 5.93 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 7704000 PA USD 8197469.24 0.265331848054 Long DBT CORP US N 2 2030-11-15 Fixed 4.15 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BE2 390000 PA USD 474403.57 0.015355272739 Long DBT CORP US N 2 2031-01-15 Fixed 6.35 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAS2 2868000 PA USD 2727102.47 0.088269576501 Long DBT CORP US N 2 2030-05-15 Fixed 2 N N N N N N AUTONATION INC N/A 05329WAQ5 415000 PA USD 458339.77 0.014835327178 Long DBT CORP US N 2 2030-06-01 Fixed 4.75 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NBH1 401000 PA USD 413431 0.013381741128 Long DBT CORP NL N 2 2031-01-03 Fixed 5.6 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AQ2 475000 PA USD 488395 0.015808140798 Long DBT CORP US N 2 2031-01-15 Fixed 4 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAE2 2137000 PA USD 2210916.76 0.071561919008 Long DBT CORP US N 2 2029-07-15 Fixed 4.3 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 2564000 PA USD 2731279.1 0.088404763706 Long DBT CORP US N 2 2029-06-15 Fixed 4.125 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AP2 90000 PA USD 93843 0.003037466307 Long DBT CORP US N 2 2029-07-15 Fixed 5.125 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBV4 455000 PA USD 467414.11 0.015129041169 Long DBT CORP US N 2 2029-07-31 Fixed 3.125 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EG4 2457000 PA USD 2732663.24 0.088449564902 Long DBT CORP AU N 2 2039-07-24 Fixed 4.421 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAE2 2520000 PA USD 2497778.34 0.080846920382 Long DBT CORP US N 2 2029-10-01 Fixed 3.25 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DF9 415000 PA USD 504100.5 0.016316489072 Long DBT CORP US N 2 2036-09-15 Fixed 6.45 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DJ1 3801000 PA USD 4399657.5 0.142406054979 Long DBT CORP US N 2 2040-03-15 Fixed 6.2 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BT0 1283000 PA USD 1310339.2 0.042412446004 Long DBT CORP US N 2 2050-03-01 Fixed 4.8 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 2577000 PA USD 2870262.6 0.092903316592 Long DBT CORP US N 2 2030-06-15 Fixed 4.875 N N N N N N DH EUROPE FINANCE II SARL 222100KDGL314CKTZ511 23291KAK1 5057000 PA USD 5112692.74 0.165485245936 Long DBT CORP LU N 2 2049-11-15 Fixed 3.4 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCZ2 13868000 PA USD 13785677.06 0.446208343564 Long DBT CORP US N 2 2050-02-01 Fixed 3.45 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 80000 PA USD 81228 0.002629149890 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N S AND P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VAP9 4070000 PA USD 4069393.98 0.131716239922 Long DBT CORP US N 2 2029-12-01 Fixed 2.5 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 80000 PA USD 83000 0.002686505157 Long DBT CORP US N 2 2029-12-15 Fixed 4.625 N N N N N N AMSTED INDUSTRIES INC N2VLGYMEEBIU3PFSUY86 032177AJ6 90000 PA USD 89550 0.002898512492 Long DBT CORP US N 2 2030-05-15 Fixed 4.625 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBX0 6613000 PA USD 6649619.22 0.215231762980 Long DBT CORP US N 2 2030-01-31 Fixed 2.8 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBA7 6246000 PA USD 6197965.45 0.200612845120 Long DBT CORP US N 2 2030-01-15 Fixed 2.9 N N N N N N ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A 013092AE1 90000 PA USD 91687.5 0.002967698091 Long DBT CORP US N 2 2030-02-15 Fixed 4.875 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 40000 PA USD 39815.6 0.001288732708 Long DBT CORP US N 2 2030-09-01 Fixed 3.5 N N N N N N OMNICOM GROUP INC HKUPACFHSSASQK8HLS17 681919BB1 8624000 PA USD 8405427.82 0.272062954049 Long DBT CORP US N 2 2030-04-30 Fixed 2.45 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAK6 90000 PA USD 88276.5 0.002857292440 Long DBT CORP US N 2 2030-09-01 Fixed 3.625 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 435000 PA USD 479470.43 0.015519274492 Long DBT CORP US N 2 2028-06-15 Fixed 4.95 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAT3 6615000 PA USD 7271009.55 0.235344634379 Long DBT CORP US N 2 2028-07-15 Fixed 4.45 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VER1 10775000 PA USD 11866233.82 0.384080703046 Long DBT CORP US N 2 2028-09-21 Fixed 4.329 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAT7 3182000 PA USD 4035666.96 0.130624579523 Long DBT CORP US N 2 2049-04-01 Fixed 5.95 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBF0 2276000 PA USD 2435326.74 0.078825516220 Long DBT CORP US N 2 2028-10-01 Fixed 4.625 N N N N N N INTERNATIONAL FLAVORS AND FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AL5 380000 PA USD 460507.44 0.014905489307 Long DBT CORP US N 2 2048-09-26 Fixed 5 N N N N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 941053AH3 90000 PA USD 98617.18 0.003191994731 Long DBT CORP US N 2 2028-12-01 Fixed 4.25 N N N N N N AMERICAN ELECTRIC POWER CO INC 1B4S6S7G0TW5EE83BO58 025537AM3 1590000 PA USD 1729260.45 0.055971892975 Long DBT CORP US N 2 2028-12-01 Fixed 4.3 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 929160AY5 385000 PA USD 453958.48 0.014693515634 Long DBT CORP US N 2 2048-03-01 Fixed 4.7 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAF7 2957000 PA USD 3121398.44 0.101031963933 Long DBT CORP US N 2 2029-02-01 Fixed 3.65 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBV9 5934000 PA USD 7650981.89 0.247643401258 Long DBT CORP US N 2 2049-01-23 Fixed 5.55 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BR4 303000 PA USD 334130.92 0.010814993250 Long DBT CORP US N 2 2029-03-30 Fixed 5.05 N N N N N N AT AND T INC 549300Z40J86GGSTL398 00206RHJ4 4212000 PA USD 4626669.21 0.149753863770 Long DBT CORP US N 2 2029-03-01 Fixed 4.35 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AZ6 1939000 PA USD 2089333.29 0.067626562151 Long DBT CORP US N 2 2029-06-01 Fixed 4.2 N N N N N N HUNTSMAN INTERNATIONAL LLC 3YTEJFW18LGIUQ2N5J61 44701QBE1 7913000 PA USD 8538354.97 0.276365477833 Long DBT CORP US N 2 2029-05-01 Fixed 4.5 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687EH5 325000 PA USD 457049.25 0.014793556231 Long DBT CORP US N 2 2037-11-15 Fixed 6.65 N N N N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 941053AJ9 3558000 PA USD 3747184.55 0.121287115882 Long DBT CORP US N 2 2029-05-01 Fixed 3.5 N N N N N N JOHNSON CONTROLS INTERNATIONAL PLC 549300XQ6S1GYKGBL205 478375AU2 1261000 PA USD 1442634.48 0.046694517715 Long DBT CORP US N 2 2047-02-15 Fixed 4.5 N N N N N N AT AND T INC 549300Z40J86GGSTL398 00206RDQ2 450000 PA USD 487996.59 0.015795245249 Long DBT CORP US N 2 2027-03-01 Fixed 4.25 N N N N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370BY5 80000 PA USD 92675.6 0.002999680450 Long DBT CORP US N 2 2028-10-01 Fixed 6.625 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AD4 40000 PA USD 47580 0.001540047173 Long DBT CORP US N 2 2028-11-15 Fixed 6.875 N N N N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370CA6 390000 PA USD 494531.7 0.016006770631 Long DBT CORP US N 2 2031-07-16 Fixed 7.45 N N N N N N OVINTIV INC N/A 012873AH8 70000 PA USD 92309.66 0.002987835875 Long DBT CORP US N 2 2030-09-15 Fixed 8.125 N N N N N N WESTROCK MWV LLC 4DL8C98Z5G5IXZLH3578 961548AV6 2388000 PA USD 3226935.85 0.104447949430 Long DBT CORP US N 2 2030-01-15 Fixed 8.2 N N N N N N PULTE HOMES INC N/A 745867AM3 335000 PA USD 462300 0.014963510050 Long DBT CORP US N 2 2032-06-15 Fixed 7.875 N N N N N N METROPOLITAN LIFE INSURANCE CO 549300H7EXFMRS487544 592173AE8 1881000 PA USD 2241664.48 0.072557146820 Long DBT CORP US N 2 2025-11-01 Fixed 7.8 N N N N N N EMBARQ CORP N/A 29078EAA3 80000 PA USD 82350.4 0.002665479208 Long DBT CORP US N 2 2036-06-01 Fixed 7.995 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NBJ7 389000 PA USD 342393.91 0.011082445843 Long DBT CORP NL N 2 2051-06-10 Fixed 5.5 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CB3 3344000 PA USD 3093774.33 0.100137839668 Long DBT CORP US N 2 2051-07-15 Fixed 3.5 N N N N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 79466LAL8 5568000 PA USD 5286824.74 0.171121469021 Long DBT CORP US N 2 2051-07-15 Fixed 2.9 N N N N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 79466LAM6 5568000 PA USD 5267278.06 0.170488791230 Long DBT CORP US N 2 2061-07-15 Fixed 3.05 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AL9 5903000 PA USD 5512075.89 0.178412292829 Long DBT CORP US N 2 2031-08-15 Fixed 2.2 N N N N N N AUTONATION INC N/A 05329WAS1 2205000 PA USD 2052550.75 0.066436002110 Long DBT CORP US N 2 2031-08-01 Fixed 2.4 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AH9 180000 PA USD 169518.6 0.005486898712 Long DBT CORP US N 2 2031-08-15 Fixed 3.875 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BR2 515000 PA USD 478916.95 0.015501359711 Long DBT CORP US N 2 2032-02-03 Fixed 2.15 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBM9 8520000 PA USD 7881000 0.255088519797 Long DBT CORP US N 2 2031-09-01 Fixed 3.875 N N N N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 960413AY8 3931000 PA USD 3597201.65 0.116432539565 Long DBT CORP US N 2 2041-08-15 Fixed 2.875 N N N N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 960413AZ5 7864000 PA USD 7079194.03 0.229136039394 Long DBT CORP US N 2 2051-08-15 Fixed 3.125 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 4382000 PA USD 4120175.5 0.133359912397 Long DBT CORP US N 2 2032-02-15 Fixed 3.875 N N N N N N SCOTTS MIRACLE-GRO CO/THE 2TH9E0JTOUXOEGI2R879 810186AW6 90000 PA USD 87430.5 0.002829909508 Long DBT CORP US N 2 2032-02-01 Fixed 4.375 N N N N N N AT AND T INC 549300Z40J86GGSTL398 00206RMM1 4915000 PA USD 4619791.83 0.149531259952 Long DBT CORP US N 2 2033-12-01 Fixed 2.55 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAL5 1743000 PA USD 1634062.5 0.052890570280 Long DBT CORP US N 2 2032-01-31 Fixed 3.25 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 2081000 PA USD 1976470.41 0.063973469269 Long DBT CORP US N 2 2036-11-15 Fixed 3.187 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAX3 8800000 PA USD 8590927.31 0.278067114730 Long DBT CORP IE N 2 2032-01-30 Fixed 3.3 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAY1 495000 PA USD 480317.79 0.015546701444 Long DBT CORP IE N 2 2033-10-29 Fixed 3.4 N N N N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370DA5 1053000 PA USD 992696.8 0.032131145453 Long DBT CORP US N 2 2032-02-12 Fixed 3.25 N N N N N N CONTINENTAL RESOURCES INC/OK XXRTID9RYWOZ0UPIVR53 212015AV3 7708000 PA USD 7255925.8 0.234856410617 Long DBT CORP US N 2 2032-04-01 Fixed 2.875 N N N N N N AMERICAN TRANSMISSION SYSTEMS INC N/A 030288AC8 1390000 PA USD 1363126.63 0.044121044835 Long DBT CORP US N 2 2032-01-15 Fixed 2.65 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AR0 1785000 PA USD 1724274.3 0.055810503605 Long DBT CORP US N 2 2032-01-15 Fixed 3.25 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAA3 826000 PA USD 817657.4 0.026465552070 Long DBT CORP MX N 2 2032-02-16 Fixed 6.7 N N N N N N MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP N/A 55342UAM6 495000 PA USD 477675 0.015461160854 Long DBT CORP US N 2 2031-03-15 Fixed 3.5 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAZ9 5035000 PA USD 5717095.73 0.185048279064 Long DBT CORP US N 2 2049-10-01 Fixed 4.875 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EG1 19162000 PA USD 17270358.59 0.558998884543 Long DBT CORP US N 2 2061-02-08 Fixed 2.8 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAX3 90000 PA USD 84600 0.002738293208 Long DBT CORP US N 2 2031-03-15 Fixed 3.875 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BZ6 510000 PA USD 456741.39 0.014783591563 Long DBT CORP US N 2 2041-06-01 Fixed 3.5 N N N N N N TWILIO INC 5493004W8TRGD63APX93 90138FAD4 90000 PA USD 86175 0.002789272071 Long DBT CORP US N 2 2031-03-15 Fixed 3.875 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGC2 4172000 PA USD 4182035.45 0.135362166309 Long DBT CORP US N 2 2061-03-22 Fixed 3.7 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CE2 3140000 PA USD 3069934.57 0.099366205473 Long DBT CORP US N 2 2052-03-17 Fixed 2.921 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 7513000 PA USD 6987661.21 0.226173347913 Long DBT CORP US N 2 2041-03-25 Fixed 3.65 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 500000 PA USD 482574.1 0.015619732631 Long DBT CORP US N 2 2031-03-25 Fixed 2.875 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 1900000 PA USD 1790485.79 0.057953606127 Long DBT CORP US N 2 2051-03-25 Fixed 3.95 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBM1 7517000 PA USD 7282596.49 0.235719675030 Long DBT CORP US N 2 2031-04-15 Fixed 2.7 N N N N N N KOHL'S CORP 549300JF6LPRTRJ0FH50 500255AX2 475000 PA USD 467764.03 0.015140367216 Long DBT CORP US N 2 2031-05-01 Fixed 3.375 N N N N N N ORGANON AND CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622TAB7 200000 PA USD 200000 0.006473506403 Long DBT CORP US N 2 2031-04-30 Fixed 5.125 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AM5 5424000 PA USD 5166360 0.167222322692 Long DBT CORP US N 2 2031-06-01 Fixed 3.5 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBQ9 6620000 PA USD 6273542.3 0.203059081232 Long DBT CORP IT N 2 2032-06-01 Variable 4.198 N N N N N N NIELSEN FINANCE LLC / NIELSEN FINANCE CO N/A 65409QBK7 190000 PA USD 176709.5 0.005719650398 Long DBT CORP US N 2 2031-07-15 Fixed 4.75 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JN8 2821000 PA USD 2880034.87 0.093219620854 Long DBT CORP US N 2 2050-07-01 Fixed 4.95 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JQ1 455000 PA USD 445218.16 0.014410613047 Long DBT CORP US N 2 2040-07-01 Fixed 4.5 N N N N N N TAYLOR MORRISON COMMUNITIES INC 549300O1Z08HI2MRK572 87724RAJ1 40000 PA USD 41458.4 0.001341906089 Long DBT CORP US N 2 2030-08-01 Fixed 5.125 N N N N N N CHOICE HOTELS INTERNATIONAL INC 5493003CYRY5RFGTIR97 169905AG1 470000 PA USD 483733.4 0.015657256310 Long DBT CORP US N 2 2031-01-15 Fixed 3.7 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCH6 170000 PA USD 176859.5 0.005724505528 Long DBT CORP US N 2 2030-08-01 Fixed 4.625 N N N N N N AT AND T INC 549300Z40J86GGSTL398 00206RKE1 7188000 PA USD 6572419.68 0.212733004397 Long DBT CORP US N 2 2052-02-01 Fixed 3.3 N N N N N N AT AND T INC 549300Z40J86GGSTL398 00206RKH4 7647000 PA USD 7148581.62 0.231381944435 Long DBT CORP US N 2 2032-02-01 Fixed 2.25 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAG2 5627000 PA USD 4560783.89 0.147621318565 Long DBT CORP US N 2 2060-08-15 Fixed 2.25 N N N N N N MOODY'S CORP 549300GCEDD8YCF5WU84 615369AU9 2746000 PA USD 2224552.26 0.072003266491 Long DBT CORP US N 2 2060-08-18 Fixed 2.55 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAB0 5214000 PA USD 4899491.52 0.158584448622 Long DBT CORP US N 2 2031-02-15 Fixed 3.75 N N N N N N SERVICENOW INC 549300HJTQM36M0E1G39 81762PAE2 9254000 PA USD 8263019.58 0.267453550782 Long DBT CORP US N 2 2030-09-01 Fixed 1.4 N N N N N N STANDARD INDUSTRIES INC/NJ 54930064UHXCIUWVI755 853496AH0 50000 PA USD 45745 0.001480652752 Long DBT CORP US N 2 2031-01-15 Fixed 3.375 N N N N N N S AND P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VAS3 1990000 PA USD 1796513.49 0.058148707900 Long DBT CORP US N 2 2030-08-15 Fixed 1.25 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBD2 5034000 PA USD 5629614.67 0.182216733054 Long DBT CORP US N 2 2030-04-15 Fixed 5 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAN4 2281000 PA USD 2081074.91 0.067359258771 Long DBT CORP US N 2 2032-09-15 Fixed 1.85 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAP9 4566000 PA USD 4185889.63 0.135486916603 Long DBT CORP US N 2 2040-09-15 Fixed 2.65 N N N N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 975271.34 0.031567126319 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 985599.72 EUR 975271.34 USD 2022-03-16 10328.38 N N N NORDEA BANK ABP 529900ODI3047E2LIV03 N/A 6000000 PA USD 5999775 0.194197909385 Long STIV CORP FI N 2 2022-02-18 Fixed 0 N N N N N N SHEFFIELD RECEIVABLES CO LLC 549300MYF6MOTU9T3G29 N/A 10000000 PA USD 9998053.1 0.323612303785 Long ABS-APCP CORP US N 2 2022-03-15 Fixed 0 N N N N N N MITSUBISHI UFJ TRUST AND BANKING CORP/SINGAPORE JBONEPAGQXF4QP29B387 N/A 20000000 PA USD 19999210 0.647325069915 Long STIV CORP SG N 2 2022-02-18 Fixed 0 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD JHE42UYNWWTJB8YTTU19 N/A 17000000 PA USD 16999272.74 0.550224504615 Long STIV CORP AU N 2 2022-02-22 Fixed 0 N N N N N N MANHATTAN ASSET FUNDING CO LLC 549300S0NSJYSOB32S63 N/A 19031000 PA USD 19030238.76 0.615961862285 Long ABS-APCP CORP US N 2 2022-02-16 Fixed 0 N N N N N N LIBERTY STREET FUNDING LLC 549300F33VRHM10B9391 N/A 20000000 PA USD 19998115 0.647289627468 Long ABS-APCP CORP US N 2 2022-03-01 Fixed 0 N N N N N N MATCHPOINT FINANCE PLC 635400YCKMVA7GIA6Q33 N/A 20000000 PA USD 19998000 0.647285905202 Long ABS-APCP CORP IE N 2 2022-03-02 Fixed 0 N N N N N N ABN AMRO FUNDING USA LLC 549300WEQ09INLYV6558 N/A 10000000 PA USD 9999458.3 0.323657786641 Long STIV CORP US N 2 2022-02-15 Fixed 0 N N N N N N ATLANTIC ASSET SECURITIZATION LLC 549300BUNY5BIX4CVW20 N/A 16000000 PA USD 15999400 0.517861091693 Long ABS-APCP CORP US N 2 2022-02-15 Fixed 0 N N N N N N MIZUHO BANK LTD/NEW YORK NY RB0PEZSDGCO3JS6CEU02 N/A 8350000 PA USD 8349148.3 0.270241324884 Long STIV CORP US N 2 2022-03-08 Fixed 0 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 N/A 7500000 PA USD 7499816.7 0.242750557131 Long STIV CORP CA N 2 2022-02-11 Fixed 0 N N N N N N FMS WERTMANAGEMENT HZFDOR6TCRSIQLKQTX32 N/A 9500000 PA USD 9499411.29 0.307472499036 Long STIV CORP DE N 2 2022-02-23 Fixed 0 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 N/A 20000000 PA USD 19998382.2 0.647298276072 Long STIV CORP CA N 2 2022-03-04 Fixed 0 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 N/A 20000000 PA USD 19994853.8 0.647184070473 Long STIV CORP GB N 2 2022-03-31 Fixed 0 N N N N N N METLIFE SHORT TERM FUNDING LLC 54930024MDLTV1K1YL10 N/A 11735000 PA USD 11734598.43 0.379819990346 Long ABS-APCP CORP US N 2 2022-02-28 Fixed 0 N N N N N N NATIONAL AUSTRALIA BANK LTD F8SB4JFBSYQFRQEH3Z21 N/A 10000000 PA USD 9999047.2 0.323644480348 Long STIV CORP AU N 2 2022-03-07 Fixed 0 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 N/A 15000000 PA USD 14997465 0.485430928506 Long STIV CORP SE N 2 2022-03-24 Fixed 0 N N N N N N ING US FUNDING LLC N/A N/A 10000000 PA USD 9996876.4 0.323574216910 Long STIV CORP US N 2 2022-04-06 Fixed 0 N N N N N N SUMITOMO MITSUI TRUST BANK LTD/SINGAPORE 5493006GGLR4BTEL8O61 N/A 20000000 PA USD 19991145 0.647064025770 Long STIV CORP SG N 2 2022-04-18 Fixed 0 N N N N N N CHARIOT FUNDING LLC 549300EEWRNP448AMT79 N/A 20000000 PA USD 19994424.4 0.647170171854 Long ABS-APCP CORP US N 2 2022-03-24 Fixed 0 N N N N N N CORPORATE ASSET FUNDING CO INC N/A N/A 15750000 PA USD 15740219.25 0.509472050471 Long ABS-APCP CORP US N 2 2022-04-22 Fixed 0 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 N/A 15000000 PA USD 14999691.6 0.485502998052 Long STIV CORP SE N 2 2022-02-10 Fixed 0 N N N N N N PRUDENTIAL PLC 5493001Z3ZE83NGK8Y12 N/A 16900000 PA USD 16899586.96 0.546997921939 Long STIV CORP GB N 2 2022-02-11 Fixed 0 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 N/A 6000000 PA USD 5999986.68 0.194204760944 Long STIV CORP CA N 2 2022-02-01 Fixed 0 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 N/A 15000000 PA USD 14998991.7 0.485480344017 Long STIV CORP GB N 2 2022-02-22 Fixed 0 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 10000000 PA USD 9999572.2 0.323661473303 Long STIV CORP CA N 2 2022-02-22 Fixed 0 N N N N N N TOTALENERGIES CAPITAL CANADA LTD 5299005IX98ZZ9LSGK46 N/A 17800000 PA USD 17798850.48 0.576104862711 Long STIV CORP CA N 2 2022-02-25 Fixed 0 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FXJE9 45827877.18 PA USD 7339976.12 0.237576912041 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137B25U0 3998820.47 PA USD 130082.83 0.004210460164 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 3 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FT3B1 36772161.61 PA USD 5878802.25 0.190282320026 Long ABS-MBS USGSE US N 2 2050-05-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137F9VX6 58809816 PA USD 10058872.09 0.325580864390 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 3.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137F7Q24 68880843 PA USD 11588554.35 0.375092903912 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 3.5 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3137H2HH0 60240348.25 PA USD 10326683.63 0.334249262985 Long ABS-MBS USGSE US N 2 2051-09-25 Fixed 3.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137H0TS7 71406517.1 PA USD 9186970.4 0.297359558527 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FUF90 38044839.42 PA USD 5385627.47 0.174319469547 Long ABS-MBS USGSE US N 2 2049-02-25 Floating 5.492 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137H4FS4 4171979.19 PA USD 641942.44 0.020778092477 Long ABS-MBS USGSE US N 2 2050-08-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137H4BA7 4211294.37 PA USD 649697.44 0.021029102688 Long ABS-MBS USGSE US N 2 2051-11-25 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 N/A 3483948.67 PA USD 525170.42 0.016998470382 Long ABS-MBS USGSE US N 2 2052-01-25 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137BQNH6 13880168.97 PA USD 2001797.97 0.064793259878 Long ABS-MBS USGSE US N 2 2046-06-15 Floating 5.994 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137ASB37 7175051.63 PA USD 1101217.6 0.035643695922 Long ABS-MBS USGSE US N 2 2042-07-15 Floating 5.994 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FNQB9 8883115.01 PA USD 1088431.21 0.035229832034 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 5.942 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FC5M2 14693757.79 PA USD 2613706.53 0.084599229783 Long ABS-MBS USGSE US N 2 2047-12-15 Floating 6.094 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FJGY9 12243974.47 PA USD 1201856.17 0.038901118058 Long ABS-MBS USGSE US N 2 2042-06-15 Floating 5.944 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FJK99 17697983.46 PA USD 3539596.69 0.114568009178 Long ABS-MBS USGSE US N 2 2056-08-15 Floating 5.994 N N N N N N FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2015-P001 S6XOOCT0IEG5ABCC6L87 3137FQY23 56223000 PA USD 5898636.05 0.190924291183 Long ABS-MBS USGSE US N 2 2028-09-27 Variable 1.816 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137BHL70 12921344.1 PA USD 2407185.68 0.077914659559 Long ABS-MBS USGSE US N 2 2045-04-15 Floating 6.094 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FRZU8 53003898.67 PA USD 9422503.06 0.304983169440 Long ABS-MBS USGSE US N 2 2050-05-25 Fixed 4.5 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES S6XOOCT0IEG5ABCC6L87 3137FTZS9 38312035.97 PA USD 4492178.17 0.145400720727 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.697 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FVLC4 49812090.1 PA USD 7577061.48 0.245250780021 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 3 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FWK25 97002005.23 PA USD 15047251.75 0.487042402730 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137F7HN8 53739570.08 PA USD 8554264.77 0.276880438793 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137ALGM5 228974.48 PA USD 1509.35 0.000048853934 Long ABS-MBS USGSE US N 2 2026-03-15 Fixed 3 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AYQL8 3672786.95 PA USD 471659.31 0.015266447816 Long ABS-MBS USGSE US N 2 2043-02-15 Fixed 3.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137B0WD2 3835991.05 PA USD 91380.98 0.002957776796 Long ABS-MBS USGSE US N 2 2043-01-15 Fixed 3 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137B2FV7 1714165.92 PA USD 121076.68 0.003918953316 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 3 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137B0DZ4 1788459.46 PA USD 104588.09 0.003385258351 Long ABS-MBS USGSE US N 2 2042-02-15 Fixed 3 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137BMNM4 4965038.19 PA USD 663342.11 0.021470746981 Long ABS-MBS USGSE US N 2 2045-12-15 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AMVW4 508029.03 PA USD 33987.4 0.001100088258 Long ABS-MBS USGSE US N 2 2041-07-15 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AV3L9 738773.82 PA USD 107742.77 0.003487367557 Long ABS-MBS USGSE US N 2 2042-10-15 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AW3K9 1358449.72 PA USD 139241.1 0.004506890762 Long ABS-MBS USGSE US N 2 2042-11-15 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AXVR1 5077915.48 PA USD 379675.74 0.012289166669 Long ABS-MBS USGSE US N 2 2042-12-15 Fixed 3 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137B0NQ3 6289804.13 PA USD 427867.07 0.013849001085 Long ABS-MBS USGSE US N 2 2042-12-15 Fixed 3 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AYEY3 2900842.84 PA USD 211567.75 0.006847925921 Long ABS-MBS USGSE US N 2 2042-06-15 Fixed 3 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AX2K8 2391561.38 PA USD 257418.34 0.008331996360 Long ABS-MBS USGSE US N 2 2042-12-15 Fixed 3 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 31397P6U9 50882.64 PA USD 46939.24 0.001519307353 Long ABS-MBS USGSE US N 2 2037-04-15 Fixed 0 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 31397KMR9 5301.62 PA USD 4850.98 0.000157014250 Long ABS-MBS USGSE US N 2 2037-09-15 Fixed 0 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 31396T2M4 9020.83 PA USD 8118.75 0.000262783901 Long ABS-MBS USGSE US N 2 2036-06-15 Fixed 0 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 31397BDU2 4730.57 PA USD 4635.96 0.000150054584 Long ABS-MBS USGSE US N 2 2036-05-15 Fixed 0 N N N N N N FREDDIE MAC STRIPS S6XOOCT0IEG5ABCC6L87 3132HTTN6 7011881.33 PA USD 6133090.66 0.198513008278 Long ABS-MBS USGSE US N 2 2043-09-15 Fixed 0 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ETQP4 330957.28 PA USD 345688.35 0.011189078735 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140KX2N5 314793.41 PA USD 314948.92 0.010194119251 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140L1SD8 321136.68 PA USD 321295.32 0.010399536556 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140L5LC8 206554.53 PA USD 206656.57 0.006688963145 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140KX6M3 176566.43 PA USD 176653.65 0.005717842672 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140KXMJ2 230945.54 PA USD 231059.63 0.007478829971 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XBS76 355309.53 PA USD 355374.02 0.011502579969 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31402QYY1 214507.86 PA USD 240048.99 0.007769793369 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31409VC76 12517.66 PA USD 14337.57 0.000464071756 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31371MWJ2 8604.52 PA USD 9860.2 0.000319150339 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410FDX0 8171.54 PA USD 9387.7 0.000303856680 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31371M5N3 17313.29 PA USD 19853.03 0.000642593584 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31411AFK6 12399.9 PA USD 14268.72 0.000461843251 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H25U8 139879.61 PA USD 150175.13 0.004860798328 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H24V7 126347.76 PA USD 135765.75 0.004394402259 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H1HT0 47478.46 PA USD 51017.51 0.001651310888 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JKAB2 512855.42 PA USD 552767.21 0.017891710366 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JMRA2 702267.67 PA USD 769865.01 0.024918630357 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JMSD5 1082696.65 PA USD 1186912.48 0.038417427693 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JUFY5 74890.38 PA USD 81578.88 0.002640507010 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JS4K2 59269.24 PA USD 64562.41 0.002089725873 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JUGW8 29788.61 PA USD 32127.78 0.001039896948 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JXZG6 168201.93 PA USD 184655.16 0.005976831803 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JKL87 87808.39 PA USD 95650.23 0.003095961882 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K4CQ1 22536.11 PA USD 24411.41 0.000790137095 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K4B58 435409.1 PA USD 463952.69 0.015017003546 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YEPC5 38340.79 PA USD 41522.22 0.001343971785 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YGXW7 108193.48 PA USD 117171.12 0.003792539977 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BMF0 16128.03 PA USD 17466.3 0.000565341024 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EMY39 153005.76 PA USD 171324.92 0.005545364833 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31391UDX0 58931.76 PA USD 65072 0.002106220043 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418NZ45 29270.58 PA USD 32564.83 0.001054043178 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7CJ9 487157.26 PA USD 520932.17 0.016861288689 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ELTQ6 327393.34 PA USD 376023.14 0.012170941022 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410KJD7 426773.01 PA USD 491422.72 0.015906140622 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7CV2 906361.67 PA USD 969200.27 0.031370620766 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7CX8 688105.54 PA USD 760363.64 0.024611094459 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410KM84 94322.37 PA USD 108676.79 0.003517599479 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31419BBR5 44681.35 PA USD 51358.52 0.001662348540 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7C34 459877.66 PA USD 492192.39 0.015931052940 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138XZBL4 292279.92 PA USD 317610.42 0.010280265437 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WHFD9 449695.57 PA USD 469733.15 0.015204102770 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138XW2X5 259121.6 PA USD 282376.36 0.009139825872 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YND46 377338.2 PA USD 411043.07 0.013304449727 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVH91 365370.97 PA USD 380052.71 0.012301368258 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138APEH7 629598.33 PA USD 669117.02 0.021657666565 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140E9ZA7 34342.4 PA USD 36238.83 0.001172961490 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140F8B55 138086.4 PA USD 145545.56 0.004710950573 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140F7F79 320280.26 PA USD 337481.11 0.010923430632 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y9DA3 398275.29 PA USD 434341.95 0.014058576971 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ET7G5 2425102.15 PA USD 2617048.02 0.084707385568 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138MAJN9 29177.27 PA USD 30367.94 0.000982935270 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138M7KQ7 22056.59 PA USD 22956.68 0.000743051075 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138W1L39 172280.12 PA USD 179579.73 0.005812552660 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ETDK9 37478.26 PA USD 39066.24 0.001264477774 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417GHQ2 62547.6 PA USD 65256.42 0.002112189263 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WNBL2 117145.28 PA USD 122218.62 0.003955915095 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138M7G33 52758 PA USD 54910.95 0.001777331932 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVB63 184135.23 PA USD 197342.83 0.006387500368 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7E99 1201951.06 PA USD 1252878.44 0.040552583016 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVUP0 1843739.8 PA USD 1917826.98 0.062075326171 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVTB3 1748328.72 PA USD 1818581.99 0.058863010780 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WJZG6 860370.08 PA USD 916255.93 0.029656943147 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CG32 410576.06 PA USD 437245.27 0.014152550274 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7E57 153619.5 PA USD 164702.09 0.005331000171 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7FA5 130937.66 PA USD 140383.91 0.004543880701 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WJPQ5 287682.03 PA USD 308436.3 0.009983321814 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FHAX5 63290.32 PA USD 67994.73 0.002200821600 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7FF4 62195.6 PA USD 66760.33 0.002160867118 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140E5E67 236862.77 PA USD 256806.07 0.008312178692 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YA2K0 254680.81 PA USD 278082.2 0.009000834511 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YA4M4 168336.32 PA USD 183388.35 0.005935828290 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y4A90 219089 PA USD 239220.03 0.007742961979 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EUNG0 79280.86 PA USD 86040.36 0.002784914107 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FHG50 104023.29 PA USD 112365.72 0.003637001039 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J5JS9 3802406.72 PA USD 3988470.27 0.129096939148 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WJTE8 1131612.74 PA USD 1186986.06 0.038419809296 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FC3F3 1391748.24 PA USD 1466057.99 0.047452678925 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J8SF1 2979037.81 PA USD 2989818.95 0.096773060578 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H25H7 100574.67 PA USD 107977.24 0.003494956772 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31411H6U9 26056.77 PA USD 30046.63 0.000972535258 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410KD50 29372.98 PA USD 33854.06 0.001095772371 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418MGR7 117723.09 PA USD 135317.76 0.004379901929 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31419A4K0 44011.48 PA USD 50635.78 0.001638955230 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418MC91 144567.7 PA USD 166375.39 0.005385160762 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EGE26 45219.33 PA USD 52060.59 0.001685072813 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EHW40 73962.65 PA USD 85150.63 0.002756115742 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31416CKF2 37291.18 PA USD 42860.8 0.001387298316 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ELCH4 118710.21 PA USD 136162.01 0.004407228218 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417BXC6 221801.64 PA USD 235377.14 0.007618577114 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31419AA64 48249.55 PA USD 55330.25 0.001790903638 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138LWCH2 223542.32 PA USD 237224.36 0.007678367067 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138W1SQ1 41951.81 PA USD 43729.33 0.001415410489 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138X0YX0 538605.72 PA USD 570056.58 0.018451324603 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138W36N8 205031.91 PA USD 217068.43 0.007025969357 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WDT76 105443.03 PA USD 113236.87 0.003665198015 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138XJZ75 607783.31 PA USD 649161.56 0.021011757575 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EPT20 72739.58 PA USD 83404.91 0.002699611094 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EKBW4 562420.38 PA USD 631180.41 0.020429752127 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BM60 224583.06 PA USD 243218.44 0.007872380643 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BP42 151615.85 PA USD 164196.58 0.005314638060 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BPA8 89665.27 PA USD 97105.49 0.003143065056 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WES42 74005.65 PA USD 80146.47 0.002594143433 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXDF6 2802904.13 PA USD 2977085.28 0.096360903107 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXFM9 4280093.2 PA USD 4682059.01 0.151546694894 Long ABS-MBS USGSE US N 2 2057-01-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXG55 7307654.48 PA USD 7732087.44 0.250268587744 Long ABS-MBS USGSE US N 2 2057-09-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXC59 512461.31 PA USD 542865.95 0.017571231016 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ACYN5 1458896.63 PA USD 184374.48 0.005967746884 Long ABS-MBS USGSE US N 2 2043-03-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AJK62 2534163.86 PA USD 74210.45 0.002402009116 Long ABS-MBS USGSE US N 2 2040-03-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AA5E1 2711166.94 PA USD 351104.25 0.011364378052 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ADQT9 2537804.82 PA USD 86188.93 0.002789722951 Long ABS-MBS USGSE US N 2 2042-02-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136A9PE2 3408897.35 PA USD 245337.66 0.007940974564 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AJSM9 26791.25 PA USD 20.07 0.000000649616 Long ABS-MBS USGSE US N 2 2039-07-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AJGA8 1269418.2 PA USD 115915.78 0.003751907720 Long ABS-MBS USGSE US N 2 2042-08-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AMZR3 1895981.21 PA USD 40697.62 0.001317281518 Long ABS-MBS USGSE US N 2 2043-08-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BBVF6 64873387.31 PA USD 11028475.84 0.356964544809 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BDPM4 36035201.61 PA USD 5721641.2 0.185195404709 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BFHG1 30301192.96 PA USD 5281497.93 0.170949053327 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 2.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BA6J8 75095719.39 PA USD 14074687.54 0.455562899528 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BJSN6 112917981.87 PA USD 16827590.96 0.544667589104 Long ABS-MBS USGSE US N 2 2051-11-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BDVY1 72814009.45 PA USD 13405059.14 0.433888680854 Long ABS-MBS USGSE US N 2 2050-06-25 Fixed 5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BBWL2 55164272.8 PA USD 9493771.35 0.307289948098 Long ABS-MBS USGSE US N 2 2048-06-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BKDM1 4298746.35 PA USD 637547.07 0.020635825198 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31392AJX7 178643.16 PA USD 893.22 0.000028911327 Long ABS-MBS USGSE US N 2 2041-10-25 Variable .38 N N N N N N FANNIE MAE TRUST 2005-W4 549300DT3ZN0G36OPC94 31394VPX2 47139.89 PA USD 56.57 0.000001831031 Long ABS-MBS USGSE US N 2 2045-08-25 Variable .064 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AMKT5 12162720.12 PA USD 1860044.79 0.060205059286 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 6.142 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AYW82 21123804.55 PA USD 3185892.2 0.103119467775 Long ABS-MBS USGSE US N 2 2047-11-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B3WG1 4900880.08 PA USD 514592.41 0.016656086305 Long ABS-MBS USGSE US N 2 2049-01-25 Floating 5.992 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B3G53 20288733.54 PA USD 3133594.9 0.101426733242 Long ABS-MBS USGSE US N 2 2049-02-25 Floating 5.992 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3136FLFT8 5077754.18 PA USD 871157.27 0.028197210825 Long ABS-MBS USGSE US N 2 2042-04-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B0UJ3 10978514.32 PA USD 1660939.43 0.053760510173 Long ABS-MBS USGSE US N 2 2047-12-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AURL7 15557198.09 PA USD 2242414.53 0.072581424087 Long ABS-MBS USGSE US N 2 2046-12-25 Floating 5.992 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136APCA8 12981627.97 PA USD 2209764 0.071524607012 Long ABS-MBS USGSE US N 2 2045-06-25 Fixed 5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ARSF6 26315860.47 PA USD 4463498.88 0.144472442889 Long ABS-MBS USGSE US N 2 2046-03-25 Floating 5.942 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B0RS7 14673602.1 PA USD 2526927.81 0.081790416785 Long ABS-MBS USGSE US N 2 2048-01-25 Floating 6.042 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B0XB7 7480747.63 PA USD 1014538.99 0.032838123238 Long ABS-MBS USGSE US N 2 2048-02-25 Floating 6.042 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B1ZU1 12180716.51 PA USD 1667296.47 0.053966271868 Long ABS-MBS USGSE US N 2 2048-05-25 Floating 6.092 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B6ZY2 8382479.87 PA USD 1897709.61 0.061424176554 Long ABS-MBS USGSE US N 2 2049-11-25 Floating 5.892 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B13G7 24364287.67 PA USD 3334983.7 0.107945191673 Long ABS-MBS USGSE US N 2 2048-06-25 Floating 6.092 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B6QQ9 25062452.33 PA USD 4573345.92 0.148027920474 Long ABS-MBS USGSE US N 2 2049-10-25 Floating 5.892 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AXV85 17640505.86 PA USD 2651544.43 0.085823949223 Long ABS-MBS USGSE US N 2 2047-09-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B6NN9 15442476.59 PA USD 2643791.21 0.085572996626 Long ABS-MBS USGSE US N 2 2049-10-25 Floating 5.942 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AWFD4 4365438.47 PA USD 723527.77 0.023418808258 Long ABS-MBS USGSE US N 2 2039-05-25 Floating 5.992 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B8H51 38360309.64 PA USD 6546570.44 0.211896328294 Long ABS-MBS USGSE US N 2 2050-03-25 Floating 5.942 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B7WD9 32320874.62 PA USD 5196606.46 0.168201325955 Long ABS-MBS USGSE US N 2 2049-12-25 Floating 5.892 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BB4F6 56271592.42 PA USD 8708535.37 0.281873797377 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AMMX4 539085.62 PA USD 9422.14 0.000304971418 Long ABS-MBS USGSE US N 2 2044-03-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AP6K3 18859666.77 PA USD 2946338.24 0.095365697306 Long ABS-MBS USGSE US N 2 2045-09-25 Floating 6.142 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AVVJ5 3151312.64 PA USD 396918.23 0.012847263516 Long ABS-MBS USGSE US N 2 2047-03-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136A9X60 4792180.23 PA USD 757303.45 0.024512043662 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ADBY4 604282.07 PA USD 11544.2 0.000373657263 Long ABS-MBS USGSE US N 2 2041-06-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ADLY3 414354.18 PA USD 5483.11 0.000177474738 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AEPV3 1552952.82 PA USD 54114.19 0.001751542777 Long ABS-MBS USGSE US N 2 2042-05-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AEQA8 1626467.71 PA USD 204274.59 0.006611864331 Long ABS-MBS USGSE US N 2 2043-04-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ABJP9 2959530.39 PA USD 203651.2 0.006591686736 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AFEH3 1655305.72 PA USD 40687.41 0.001316951046 Long ABS-MBS USGSE US N 2 2042-02-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136A4BG3 1246427.07 PA USD 44620.09 0.001444242192 Long ABS-MBS USGSE US N 2 2041-03-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136A6LM4 927910.16 PA USD 18722.26 0.000605993350 Long ABS-MBS USGSE US N 2 2041-04-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31396PCT6 4468.16 PA USD 4066.03 0.000131607356 Long ABS-MBS USGSE US N 2 2037-01-25 Fixed 0 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31395D6Q7 4891.68 PA USD 4549.26 0.000147248319 Long ABS-MBS USGSE US N 2 2036-06-25 Fixed 0 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31396PG62 56557.58 PA USD 52032.97 0.001684178822 Long ABS-MBS USGSE US N 2 2037-03-25 Fixed 0 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31393CFC2 77292.28 PA USD 68017.21 0.002201549222 Long ABS-MBS USGSE US N 2 2043-04-25 Fixed 0 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31396K2S0 5355.42 PA USD 5034.09 0.000162941069 Long ABS-MBS USGSE US N 2 2036-09-25 Fixed 0 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F032625 149000000 PA USD 155320818.4 5.027351561892 Short ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F030629 827000000 PA USD 845090790.4 27.353503212406 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F030629 569000000 PA USD 581446988.8 18.820004024013 Short ABS-MBS USGSE US N 2 2052-02-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F060626 1000000 PA USD 1079094.5 0.034927625774 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F032633 149000000 PA USD 154855193.4 5.012280429799 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F030637 420000000 PA USD 428071980 13.855633516641 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F032625 283000000 PA USD 295005312.8 9.548593906144 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F020620 155000000 PA USD 151092341.5 4.890486200464 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F042624 23000000 PA USD 24557886.6 0.794878180704 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F022626 123000000 PA USD 122798144.7 3.974672879750 Short ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F040628 135000000 PA USD 142658347.5 4.617498629669 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F022626 1000000 PA USD 998358.9 0.032314413657 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3133AJLE1 98484.26 PA USD 98532.91 0.003189267119 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 31346YWY5 6211.75 PA USD 6765.53 0.000218983509 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 31329MUR9 401709.22 PA USD 403163.01 0.013049391633 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 2.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132AA4K7 1579265.4 PA USD 1638283.5 0.053027193633 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132AATC8 3125492.08 PA USD 3372873.53 0.109171591959 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132AAQY3 185692.3 PA USD 199603.48 0.006460672029 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3131XQEG7 106596.5 PA USD 116812.53 0.003780933304 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3131XQKR6 461420.95 PA USD 505830.22 0.016372475839 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3131XQTV8 85147.07 PA USD 93376.6 0.003022370090 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3131XRJN5 57474.32 PA USD 62920.6 0.002036584535 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3131XUBX4 107250.85 PA USD 113010.82 0.003657881334 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3131XUTN7 162862.41 PA USD 171609.03 0.005554560772 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3131XVET8 339714.06 PA USD 360442.77 0.011666642897 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3131XWED1 2269018.36 PA USD 2390877.35 0.077386799166 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3131XYCD9 374025.1 PA USD 393294.16 0.012729961314 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132A4SB5 193200.84 PA USD 213758.9 0.006918848039 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3133KGGK8 250686.5 PA USD 264789.85 0.008570593947 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 31334YDR5 24105.61 PA USD 26388.25 0.000854122527 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 31329JH83 186939.4 PA USD 198381.14 0.006421107900 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.5 N N N N N N STATE OF CALIFORNIA N/A 13063A5E0 770000 PA USD 1151470.4 0.037270255034 Long DBT MUN US N 2 2034-04-01 Fixed 7.5 N N N N N N OHIO STATE UNIVERSITY/THE JFC10ZULKO4X2E3HBY86 677632MV0 845000 PA USD 1119740.85 0.036243247809 Long DBT MUN US N 2 2040-06-01 Fixed 4.91 N N N N N N NORTH TEXAS TOLLWAY AUTHORITY PQGZGRE0F2WPMYQQ1B78 66285WFB7 675000 PA USD 1085396.36 0.035131601429 Long DBT MUN US N 2 2049-01-01 Fixed 6.718 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36202FVH6 950471.28 PA USD 1055273.09 0.034156585523 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36202F3Q7 81755.85 PA USD 89929.08 0.002910782376 Long ABS-MBS USGA US N 2 2042-02-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36179MNL0 87942.19 PA USD 96466.31 0.003122376377 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36180MYG6 400636.62 PA USD 422180.52 0.013664941496 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36182HFR2 199119.09 PA USD 208969.43 0.006763824715 Long ABS-MBS USGA US N 2 2065-05-20 Variable 4.662 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36186JHC5 46364.44 PA USD 48178.86 0.001559430793 Long ABS-MBS USGA US N 2 2065-05-20 Fixed 4.43 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36186JHJ0 35585.83 PA USD 37350.08 0.001208929910 Long ABS-MBS USGA US N 2 2065-06-20 Variable 4.478 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36186JHQ4 17562.72 PA USD 18197.36 0.000589003632 Long ABS-MBS USGA US N 2 2065-06-20 Variable 4.658 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36186JHS0 27943.22 PA USD 29222.01 0.000945844344 Long ABS-MBS USGA US N 2 2065-06-20 Variable 4.423 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36186JHR2 20468.93 PA USD 21468.3 0.000694875888 Long ABS-MBS USGA US N 2 2065-06-20 Variable 4.7 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36182HGB6 63477.95 PA USD 66976.96 0.002167878897 Long ABS-MBS USGA US N 2 2065-06-20 Variable 4.7 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36185KDF0 46491.49 PA USD 48650.76 0.001574705032 Long ABS-MBS USGA US N 2 2065-05-20 Variable 4.566 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36291FRM2 1467369.79 PA USD 1612133.16 0.052180771666 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 4.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36291FR67 389548.19 PA USD 427979.07 0.013852626249 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 4.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617A8DZ9 51728.02 PA USD 53827.17 0.001742252648 Long ABS-MBS USGA US N 2 2065-08-20 Variable 4.504 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36198NS55 801884.15 PA USD 838351.84 0.027135380020 Long ABS-MBS USGA US N 2 2065-05-20 Variable 4.492 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36291QQ49 538982.71 PA USD 593503.51 0.019210243860 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 4.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36194G5Z3 113218.54 PA USD 118051.14 0.003821024053 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36295LW98 315486.26 PA USD 328163.7 0.010621849065 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36194J5R5 188915.4 PA USD 197569.39 0.006394833556 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36195T2M6 169570.85 PA USD 176384.85 0.005709142279 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36202TWF9 53992.08 PA USD 59166.82 0.001915083940 Long ABS-MBS USGA US N 2 2044-05-20 Fixed 4.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617B3QL6 603269.63 PA USD 643747.63 0.020836522022 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617B3QM4 984142.71 PA USD 1045255.71 0.033832347656 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617B3QN2 798727.91 PA USD 843584.63 0.027304752518 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617B3QP7 1232618.27 PA USD 1296449.65 0.041962875550 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BPYV6 316189.46 PA USD 335824.1 0.010869797308 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BPYW4 428802 PA USD 451007.6 0.014598002931 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617AMJ66 949226.61 PA USD 1012917.53 0.032785640579 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617AMJ74 1239979.35 PA USD 1316979.22 0.042627367064 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617AMJ90 1019493.7 PA USD 1072288.39 0.034707328791 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BG3X6 424025.04 PA USD 452476.14 0.014645535947 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BG3Y4 231744.65 PA USD 246135.46 0.007966797381 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BG3Z1 244718.1 PA USD 257390.88 0.008331107548 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BGTB6 1189865.33 PA USD 1269702.56 0.041097138258 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617AQDL0 450636.02 PA USD 472264.61 0.015286039883 Long ABS-MBS USGA US N 2 2067-08-20 Variable 4.7 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617A8D71 233995.54 PA USD 244667.91 0.007919296410 Long ABS-MBS USGA US N 2 2065-09-20 Variable 4.66 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36195XL46 361707.09 PA USD 390556.49 0.012641349693 Long ABS-MBS USGA US N 2 2067-05-20 Variable 4.329 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617ALRA0 549317.35 PA USD 586714.71 0.018990507159 Long ABS-MBS USGA US N 2 2067-06-20 Variable 4.649 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36196UJY8 826756.12 PA USD 883714.57 0.028603659635 Long ABS-MBS USGA US N 2 2067-03-20 Variable 4.504 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36196RRT7 250937.12 PA USD 274025.62 0.008869533028 Long ABS-MBS USGA US N 2 2067-05-20 Variable 4.7 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BCD48 634937.41 PA USD 670198.79 0.021692680791 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BWQK4 531813.35 PA USD 559353.41 0.018104889405 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BUS67 114195.97 PA USD 120109.63 0.003887652294 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BUS59 89326.3 PA USD 94342.88 0.003053646189 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BUS26 95406.66 PA USD 101331.19 0.003279840536 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617ATK28 65251.65 PA USD 68926.39 0.002230977135 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617ATK85 60534.28 PA USD 64293.32 0.002081016093 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BJUW2 24155.05 PA USD 25405.92 0.000822326929 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617G0RR3 495276.49 PA USD 528508.41 0.017106512880 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617G0RS1 813103.65 PA USD 863595.51 0.027952455316 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617G0RT9 491106.07 PA USD 518686.69 0.016788608043 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617G0RU6 865025.17 PA USD 909820.67 0.029448649663 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617GPMJ1 314172.59 PA USD 337018.44 0.010908455146 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617GPMK8 610889.41 PA USD 658366.21 0.021309689379 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36179TZ73 765920.86 PA USD 822429.43 0.026620010904 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36179TXX8 1933801.95 PA USD 2080252.25 0.067332631298 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617GCYW8 664722.27 PA USD 707306.97 0.022893780995 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617G0SZ4 123480.07 PA USD 132239.61 0.004280269810 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617G0S27 64780.96 PA USD 68931.08 0.002231128939 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617GQYF4 402489.94 PA USD 428275.02 0.013862205420 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617GQXB4 1634422.79 PA USD 1739130.29 0.056291355337 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617J16T7 907248.53 PA USD 999961.8 0.032366295574 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 5.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JLLB5 1008747.05 PA USD 1111832.63 0.035987278245 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 5.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JLK83 211155.32 PA USD 231402.58 0.007489930416 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JFF74 551887.09 PA USD 599977.43 0.019419788673 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JVKQ1 75877.45 PA USD 83153.19 0.002691463539 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JLLA7 393434.64 PA USD 433640.39 0.014035869206 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 5.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617KA2C6 50694.42 PA USD 55555.41 0.001798191512 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4VB0 79413 PA USD 87528.35 0.002833076671 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4VC8 55543.07 PA USD 61219.11 0.001981511503 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4U88 108376.86 PA USD 119209.18 0.003858506950 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4U96 98441.66 PA USD 107881.03 0.003491842692 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4VA2 188157.14 PA USD 206199.15 0.006674157589 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JSCH7 59673.83 PA USD 65638.26 0.002124548482 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JSDT0 34334.4 PA USD 37626.66 0.001217882122 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617KGNP1 39184.74 PA USD 42942.09 0.001389929473 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617KGPP9 24071.36 PA USD 26379.51 0.000853839634 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617KJW67 64900.89 PA USD 71124.11 0.002302111907 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BYLB5 71943.45 PA USD 76507.46 0.002476357661 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617L6VC2 156958.81 PA USD 166916.1 0.005402662210 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LADV1 27414.68 PA USD 30120.52 0.000974926895 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LDUA2 13816.38 PA USD 15180.06 0.000491341078 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617L9UV5 46644.44 PA USD 49763.85 0.001610733008 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LMUZ7 83235.17 PA USD 89243.83 0.002888602525 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JNML8 217076.64 PA USD 228860.69 0.007407655710 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LMSD9 173221.68 PA USD 182625.06 0.005911122476 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LEDJ0 189517.19 PA USD 199805.17 0.006467200236 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LED43 167683.26 PA USD 176785.98 0.005722125867 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LED50 159098.07 PA USD 167734.74 0.005429159567 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LNFQ2 62116.27 PA USD 65488.26 0.002119693352 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LCDT2 1307209.65 PA USD 1378171.79 0.044608019532 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JSVJ2 250598.77 PA USD 264202.57 0.008551585143 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LEKS2 225392.18 PA USD 237627.64 0.007691420245 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617L6V73 220694.5 PA USD 232330.11 0.007519952273 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LSDJ9 95238.98 PA USD 102739.18 0.003325413698 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LCGS1 3211.65 PA USD 3460.57 0.000112010110 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 5.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LSDU4 62285 PA USD 68432.56 0.002214993077 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LSDS9 228241.27 PA USD 247263.47 0.008003308281 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 4.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LELG7 235320.3 PA USD 248094.71 0.008030213468 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LEPL2 91726.65 PA USD 96706.05 0.003130136169 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JJ4C7 58152.26 PA USD 62287.89 0.002016105274 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JJ4A1 50918.86 PA USD 54540.07 0.001765327462 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JJ4U7 46245.01 PA USD 49533.83 0.001603287828 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JJZ25 81298.67 PA USD 92427.17 0.002991639384 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JJ4B9 25263.87 PA USD 27060.57 0.000875883866 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JJ3Z7 50971.26 PA USD 54596.2 0.001767144251 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JSE28 31827.5 PA USD 34090.99 0.001103441210 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JJVH6 15559.12 PA USD 16665.64 0.000539425636 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JJ2R6 40079.72 PA USD 45563.34 0.001474772866 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JJ2S4 26371.42 PA USD 28246.88 0.000914281793 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JUUV1 32826.74 PA USD 35161.29 0.001138084180 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LES54 118321.8 PA USD 124744.92 0.004037685192 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LXV41 157207.76 PA USD 169588.09 0.005489147932 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LKWJ5 69600.23 PA USD 75081.35 0.002430198000 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LKTB6 85542.8 PA USD 92279.42 0.002986857081 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617KQAS7 24100.34 PA USD 25998.28 0.000841500160 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LKWK2 61929.69 PA USD 66806.74 0.002162369296 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617M1A50 238789.25 PA USD 257594.24 0.008337689810 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617MH3D6 1723193.28 PA USD 1804284.69 0.058400242465 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617MCUV7 217065.85 PA USD 235156.66 0.007611440721 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 4.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LEXM1 151351.42 PA USD 164296.51 0.005317872547 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 4.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617M6FK1 183825.44 PA USD 198301.95 0.006418544715 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617MNPR8 384836.35 PA USD 399353.42 0.012926084606 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617MNPS6 421710.77 PA USD 443851.18 0.014366367278 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617MUEF0 255707.13 PA USD 281584.82 0.009114205676 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LNR89 740054.84 PA USD 777916.19 0.025179227183 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LNR97 654230.82 PA USD 687701.4 0.022259197080 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LE6X7 174589.39 PA USD 186685.85 0.006042560226 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LE6Z2 267442.67 PA USD 281125.09 0.009099325350 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LE6Y5 219428.37 PA USD 231340.08 0.007487907445 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617HTC87 1327236.22 PA USD 1370619.59 0.044363573457 Long ABS-MBS USGA US N 2 2068-12-20 Floating 3.469 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36180DL62 108576.46 PA USD 115412.67 0.003735623291 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36197F2U6 10536.35 PA USD 11124.01 0.000360056750 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36197F2T9 63923.75 PA USD 67788.72 0.002194153565 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3620C0ZX9 1819678.38 PA USD 2027089.14 0.065611872633 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36178WRV3 183574.74 PA USD 195133.01 0.006315973948 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36212CTP6 10949.11 PA USD 12329.86 0.000399087138 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36213GNT4 8682.35 PA USD 9759.79 0.000315900315 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36213GNS6 8694.75 PA USD 9796.93 0.000317102445 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36212CUX7 44205.94 PA USD 49600.34 0.001605440593 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36213GNR8 20954.48 PA USD 23583.05 0.000763325126 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382DL64 23446804.57 PA USD 3348378.84 0.108378759296 Long ABS-MBS USGA US N 2 2049-10-20 Floating 5.946 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382BFR9 98322509.53 PA USD 11798701.15 0.381894837188 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382BDB6 23669792.49 PA USD 2452370.4 0.079377177431 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382B6A6 44176968.53 PA USD 5406377.41 0.174991093894 Long ABS-MBS USGA US N 2 2050-01-20 Floating 5.996 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382DRV3 20494637.24 PA USD 3377372.96 0.109317227404 Long ABS-MBS USGA US N 2 2050-03-20 Floating 5.996 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381BFZ2 23789504.12 PA USD 3656035.22 0.118336837025 Long ABS-MBS USGA US N 2 2048-12-20 Floating 6.046 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381RBC2 19807596.34 PA USD 3148403.57 0.101906053342 Long ABS-MBS USGA US N 2 2049-02-20 Floating 5.996 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381YD92 20821304.75 PA USD 5003197.96 0.161941170139 Long ABS-MBS USGA US N 2 2049-09-16 Floating 5.944 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382CYA3 55986457.89 PA USD 9109355.02 0.294847340230 Long ABS-MBS USGA US N 2 2050-02-20 Floating 5.946 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381R6Q7 18087586.11 PA USD 2501627.11 0.080971495568 Long ABS-MBS USGA US N 2 2049-03-20 Floating 5.946 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381XXG6 15391243.77 PA USD 2422634.1 0.078414686788 Long ABS-MBS USGA US N 2 2049-08-20 Floating 5.946 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382C5A5 23818397.77 PA USD 3422665.89 0.110783247766 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382EFF9 46174730.46 PA USD 6880958.33 0.222719639028 Long ABS-MBS USGA US N 2 2049-02-20 Floating 5.896 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382HLM0 38766518.02 PA USD 7014413.77 0.227039262255 Long ABS-MBS USGA US N 2 2050-08-20 Floating 6.196 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382JPP5 34563151.98 PA USD 10008590.17 0.323953362735 Long ABS-MBS USGA US N 2 2050-09-20 Floating 6.196 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382J3Q7 35848310.36 PA USD 4212176.46 0.136337756415 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382GRP9 35310959.35 PA USD 6704514.45 0.217008586093 Long ABS-MBS USGA US N 2 2050-07-20 Floating 6.096 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382EMH7 54862834.07 PA USD 6922043.78 0.224049473646 Long ABS-MBS USGA US N 2 2050-04-20 Floating 5.946 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382LKE0 49308798.68 PA USD 7198098.44 0.232984681691 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382J3G9 6966141.71 PA USD 998108.78 0.032306317889 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382UBT7 73117828.1 PA USD 10073325.46 0.326048684306 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 2.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382LYL9 5790936.43 PA USD 674603.56 0.021835252325 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RKS4 15748101.81 PA USD 731263.1 0.023669181799 Long ABS-MBS USGA US N 2 2065-08-20 Variable 1.567 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RPW0 31639081.94 PA USD 1376300.07 0.044547436576 Long ABS-MBS USGA US N 2 2066-01-20 Variable 1.552 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379DJU9 5013176.78 PA USD 333296.04 0.010787970245 Long ABS-MBS USGA US N 2 2029-07-16 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379B6E3 2381673.5 PA USD 448941.17 0.014531117692 Long ABS-MBS USGA US N 2 2044-05-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RQP4 19217594.51 PA USD 795728.53 0.025755768669 Long ABS-MBS USGA US N 2 2066-02-20 Variable 1.509 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378DRC1 16832092.86 PA USD 2831158.02 0.091637597847 Long ABS-MBS USGA US N 2 2042-03-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UWZ9 26533186.94 PA USD 1310076.11 0.042403930430 Long ABS-MBS USGA US N 2 2066-01-20 Variable 2.098 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UHX1 27315249.01 PA USD 1506606.71 0.048765140917 Long ABS-MBS USGA US N 2 2064-05-20 Variable 1.473 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379Q6W0 6430967.63 PA USD 998279.1 0.032311830728 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UKB5 33037633.29 PA USD 1641639.99 0.053135834931 Long ABS-MBS USGA US N 2 2064-06-20 Variable 1.493 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RA63 29470814.75 PA USD 1809508.02 0.058569308766 Long ABS-MBS USGA US N 2 2066-10-20 Variable 2.116 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RG26 11283280.33 PA USD 842720 0.027276766578 Long ABS-MBS USGA US N 2 2066-11-20 Variable 1.997 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R2Q8 9908349.76 PA USD 599455.16 0.019402884082 Long ABS-MBS USGA US N 2 2067-03-20 Variable 2.243 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378U8K6 20689626.32 PA USD 992455.51 0.032123335492 Long ABS-MBS USGA US N 2 2064-12-20 Variable 1.564 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UB25 13517323.08 PA USD 715066.39 0.023144934270 Long ABS-MBS USGA US N 2 2067-04-20 Variable 1.821 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R5G7 17164089.5 PA USD 909160.36 0.029427277057 Long ABS-MBS USGA US N 2 2067-06-20 Variable 1.564 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R2S4 14749631.47 PA USD 841495.98 0.027237148071 Long ABS-MBS USGA US N 2 2067-05-20 Variable 2.241 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R7A8 10009343.99 PA USD 971219.16 0.031435967253 Long ABS-MBS USGA US N 2 2067-09-20 Variable 2.302 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RK62 8112928.25 PA USD 532102.63 0.017222848911 Long ABS-MBS USGA US N 2 2066-12-20 Variable 2.331 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UT59 14627340.06 PA USD 930298.83 0.030111477162 Long ABS-MBS USGA US N 2 2067-11-20 Variable 1.884 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380XYB7 6213019.1 PA USD 924009.9 0.029907920019 Long ABS-MBS USGA US N 2 2048-07-20 Floating 6.146 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380YXY6 4262698.86 PA USD 245488.83 0.007945867564 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380YYB5 136889.65 PA USD 16690.96 0.000540245182 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375U6A3 11744951.96 PA USD 895552.58 0.028986826802 Long ABS-MBS USGA US N 2 2068-01-20 Variable 2.355 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375AP24 8439746.41 PA USD 1525204.81 0.049367115514 Long ABS-MBS USGA US N 2 2040-01-16 Floating 6.694 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LLJ0 19665956.96 PA USD 1459582.74 0.047243091063 Long ABS-MBS USGA US N 2 2068-10-20 Variable 2.216 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LAB9 15481610.27 PA USD 1190148.79 0.038522179061 Long ABS-MBS USGA US N 2 2068-02-20 Variable 2.381 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379PUB1 6659744.78 PA USD 1252631.4 0.040544586940 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LQD8 17564241.04 PA USD 1284385.13 0.041572376813 Long ABS-MBS USGA US N 2 2068-11-20 Variable 2.109 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378GT57 10755037.37 PA USD 1747263.37 0.056554603064 Long ABS-MBS USGA US N 2 2042-12-20 Floating 6.096 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379HVB8 8960838.88 PA USD 1724603.05 0.055821144431 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381TSF3 13238101.34 PA USD 1516305.36 0.049079062282 Long ABS-MBS USGA US N 2 2049-04-20 Floating 5.946 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381WUN6 7071203.18 PA USD 857907.22 0.027768339407 Long ABS-MBS USGA US N 2 2049-06-20 Floating 5.946 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381XTX4 2943195.16 PA USD 391034.86 0.012656833349 Long ABS-MBS USGA US N 2 2049-08-20 Floating 5.946 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LYU1 20473656.26 PA USD 1445951.98 0.046801897002 Long ABS-MBS USGA US N 2 2069-08-20 Variable 2.053 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381XAJ5 15052692.25 PA USD 1934572.01 0.062617321466 Long ABS-MBS USGA US N 2 2049-07-20 Floating 5.996 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381B7N8 9234281.32 PA USD 1131199.46 0.036614134735 Long ABS-MBS USGA US N 2 2049-02-20 Floating 5.946 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381XBB1 21057956.89 PA USD 2723636.15 0.088157380278 Long ABS-MBS USGA US N 2 2049-07-20 Floating 5.996 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381XAY2 12869074.66 PA USD 1686492.23 0.054587591245 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381A3Z7 10569238.35 PA USD 1411647.55 0.045691547266 Long ABS-MBS USGA US N 2 2048-11-20 Floating 5.996 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382AAJ4 3218683.82 PA USD 796707.94 0.025787469753 Long ABS-MBS USGA US N 2 2049-10-20 Floating 5.896 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381AHQ2 13662727.01 PA USD 2245420 0.072678703733 Long ABS-MBS USGA US N 2 2046-02-16 Floating 5.994 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382AQY4 4601928.95 PA USD 1107050.38 0.035832488615 Long ABS-MBS USGA US N 2 2049-10-20 Floating 5.946 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381VKZ2 8823391.75 PA USD 1392419.46 0.045069181448 Long ABS-MBS USGA US N 2 2049-05-20 Floating 5.996 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LU68 26681668.34 PA USD 1946927.99 0.063017254044 Long ABS-MBS USGA US N 2 2070-01-20 Variable 2.041 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379EZ54 10360919.77 PA USD 2541699.08 0.082268526340 Long ABS-MBS USGA US N 2 2044-09-16 Floating 6.094 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379H3K9 13088357.39 PA USD 2345581.54 0.075920685586 Long ABS-MBS USGA US N 2 2045-01-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382CRX1 1225190.64 PA USD 140328.62 0.004542091100 Long ABS-MBS USGA US N 2 2050-02-20 Floating 5.946 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382AJU0 22012879.06 PA USD 2497532.83 0.080838973830 Long ABS-MBS USGA US N 2 2049-10-20 Floating 6.046 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377WKG8 4520094.08 PA USD 16122.72 0.000521852656 Long ABS-MBS USGA US N 2 2040-12-20 Floating .15 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377XUL4 9269.85 PA USD 657.96 0.000021296541 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376WP82 1054109.71 PA USD 180150.72 0.005831034197 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378GHD3 2587056.91 PA USD 473457.28 0.015324643667 Long ABS-MBS USGA US N 2 2042-11-16 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376WM85 738071.88 PA USD 137963.64 0.004465542534 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FMA5 1110862.57 PA USD 218728.84 0.007079712731 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375CMY3 2299022.48 PA USD 385902.64 0.012490716054 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378JNF5 850203.43 PA USD 84323.18 0.002729333228 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FZA1 598240.49 PA USD 62252.91 0.002014973057 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376XF24 12451872.08 PA USD 1814237.76 0.058722398777 Long ABS-MBS USGA US N 2 2040-03-20 Floating 5.646 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375AX25 6618794.94 PA USD 1251349.38 0.040503091117 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375AT87 1088915.54 PA USD 190778 0.006175013022 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378WY49 860147.83 PA USD 139068.7 0.004501310599 Long ABS-MBS USGA US N 2 2043-09-20 Floating 6.046 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375AXQ2 3109918.81 PA USD 586997.18 0.018999650016 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378YP78 2442740.31 PA USD 391389.78 0.012668321234 Long ABS-MBS USGA US N 2 2044-01-16 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379AZL7 214872.75 PA USD 1074.36 0.000034774382 Long ABS-MBS USGA US N 2 2036-06-20 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378T7Q7 675015.35 PA USD 34983.14 0.001132317904 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377X4D1 7143431.19 PA USD 1065034.16 0.034472527269 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376MBJ5 1922419.71 PA USD 102657.21 0.003322760531 Long ABS-MBS USGA US N 2 2029-01-16 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378YFH7 3658668.39 PA USD 207446.49 0.006714530906 Long ABS-MBS USGA US N 2 2028-11-16 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379AAT7 1815838.85 PA USD 96784.21 0.003132666016 Long ABS-MBS USGA US N 2 2029-02-16 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379GAC1 33761.14 PA USD 94.53 0.000003059703 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379BCP1 2324982.12 PA USD 210280.69 0.006806266965 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379BZU5 2217637.9 PA USD 106025.27 0.003431776321 Long ABS-MBS USGA US N 2 2029-05-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379CU79 1947543.85 PA USD 103653.15 0.003354996651 Long ABS-MBS USGA US N 2 2041-03-16 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375CGV6 3982114.31 PA USD 432154.98 0.013987790150 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379JSA0 3888250.91 PA USD 54046.69 0.001749357969 Long ABS-MBS USGA US N 2 2039-05-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379DHV9 1275208.46 PA USD 81842.88 0.002649052038 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379JVV0 3014652.36 PA USD 326486.85 0.010567573570 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378HVU7 9640462.56 PA USD 1580376.45 0.051152885339 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379JB67 2260611.13 PA USD 93816.94 0.003036622809 Long ABS-MBS USGA US N 2 2041-06-16 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378GPU6 2669496.23 PA USD 410190.25 0.013276846049 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379JWT4 1841612.35 PA USD 40883.79 0.001323307382 Long ABS-MBS USGA US N 2 2037-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376CM30 4654058.06 PA USD 628111.67 0.020330424587 Long ABS-MBS USGA US N 2 2039-08-20 Fixed 6 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379LL46 8399514.29 PA USD 1611866.79 0.052172149926 Long ABS-MBS USGA US N 2 2045-04-16 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379LWR3 3853712.5 PA USD 365255.64 0.011822423621 Long ABS-MBS USGA US N 2 2043-01-16 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378F5A4 4677546.59 PA USD 588783.83 0.019057479466 Long ABS-MBS USGA US N 2 2042-12-16 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RCE4 1376191.42 PA USD 39367.33 0.001274223314 Long ABS-MBS USGA US N 2 2065-05-20 Variable 1.542 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379PXT9 3490722.69 PA USD 260058.84 0.008417462829 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UVZ0 21001185.83 PA USD 995414.21 0.032219101308 Long ABS-MBS USGA US N 2 2065-03-20 Variable 1.682 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RAF3 20485146.06 PA USD 1143071.15 0.036998392041 Long ABS-MBS USGA US N 2 2065-04-20 Variable 1.808 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379MGK4 372582.62 PA USD 70343.6 0.002276848725 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379LWF9 3680844.38 PA USD 256922.94 0.008315961485 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376REB8 15668910.02 PA USD 1101524.37 0.035653625310 Long ABS-MBS USGA US N 2 2065-07-20 Variable 1.888 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RBE5 20502524.17 PA USD 1076382.52 0.034839845675 Long ABS-MBS USGA US N 2 2065-05-20 Variable 1.868 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376REE2 16386227.51 PA USD 453914.89 0.014692104734 Long ABS-MBS USGA US N 2 2065-06-20 Variable 1.579 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375USW1 13560726.57 PA USD 428627.45 0.013873612710 Long ABS-MBS USGA US N 2 2064-12-20 Variable 1.59 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379JHX2 3543223.82 PA USD 549908.33 0.017799175476 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RFF8 18814671.91 PA USD 1113828.58 0.036051882220 Long ABS-MBS USGA US N 2 2065-08-20 Variable 1.829 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RBT2 24399163.88 PA USD 1493228.83 0.048332131958 Long ABS-MBS USGA US N 2 2065-05-20 Variable 1.794 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RDF0 14402862.75 PA USD 969312.66 0.031374258554 Long ABS-MBS USGA US N 2 2065-06-20 Variable 1.964 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BFR8 15770976.92 PA USD 710592.91 0.023000138763 Long ABS-MBS USGA US N 2 2060-08-20 Variable 1.41 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379N2B7 405669.46 PA USD 35111.75 0.001136480692 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RBQ8 19281423 PA USD 1097112.97 0.035510839179 Long ABS-MBS USGA US N 2 2065-04-20 Variable 1.713 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RJD9 16474595.71 PA USD 879743.41 0.028475122987 Long ABS-MBS USGA US N 2 2065-09-20 Variable 1.619 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RJH0 16159829.4 PA USD 913030.36 0.029552539406 Long ABS-MBS USGA US N 2 2065-10-20 Variable 1.743 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RJW7 14023669.92 PA USD 943218.01 0.030529639134 Long ABS-MBS USGA US N 2 2065-10-20 Variable 1.729 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H032613 23000000 PA USD 23842335.9 0.771717570515 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H032613 23000000 PA USD 23842335.9 0.771717570515 Short ABS-MBS USGA US N 2 2052-01-01 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H042620 1000000 PA USD 1052720.9 0.034073977432 Short ABS-MBS USGA US N 2 2052-02-01 Fixed 4.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H032621 44000000 PA USD 45570175.2 1.474994104637 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H042620 8000000 PA USD 8421767.2 0.272591819454 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 4.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H030625 3000000 PA USD 3070838.1 0.099395450509 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 3 N N N N N N DOMINICAN REPUBLIC N/A P3579ECH8 420000 PA USD 412125 0.013339469131 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.875 N N N N N N ROMANIA 315700IASY927EDWBK92 X7360WBP6 420000 PA USD 407626.8 0.013193873498 Long DBT NUSS RO N 2 2031-02-14 Fixed 3 N N N N N N ORIENTAL REPUBLIC OF URUGUAY 549300RDR012H2V82H43 760942BA9 330000 PA USD 410407.8 0.013283887605 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.1 N N N N N N IVORY COAST 254900ICW11T82O6H590 V73789AD7 780000 PA USD 833625 0.026982383875 Long DBT NUSS CI N 2 2028-03-03 Fixed 6.375 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QBE7 730000 PA USD 827725.1 0.026791418672 Long DBT NUSS MX N 2 2045-01-21 Fixed 5.55 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CV0 410000 PA USD 411910.6 0.013332529532 Long DBT NUSS TR N 2 2024-08-10 Fixed 6.35 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 V7691DAZ9 810000 PA 907246.59 0.029365333046 Long DBT NUSS SN N 2 2028-03-13 Fixed 4.75 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DL6 410000 PA USD 403576.94 0.013062789525 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.875 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 Y20721BN8 750000 PA USD 823125 0.026642524788 Long DBT NUSS ID N 2 2026-01-08 Fixed 4.75 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AL4 200000 PA USD 200600 0.006492926922 Long DBT NUSS PY N 2 2033-06-28 Fixed 3.849 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BR4 290000 PA USD 289077.8 0.009356734946 Long DBT NUSS PA N 2 2033-01-19 Fixed 3.298 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 84 NC USD 18199125 0.589060761051 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UNITED STATES OF AMERICA US TREASURY N/B 02.6250 12/31/2023 2022-01-05 18342187.5 USD -143062.5 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 3229 NC USD 699583031.25 22.643776159937 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short UNITED STATES OF AMERICA US TREASURY N/B 02.6250 12/31/2023 2022-01-05 705102332.74 USD 5519301.49 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 310 NC USD 48243750 1.561531122566 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UNITED STATES OF AMERICA US TREASURY N/B 05.0000 05/15/2037 2022-01-31 48966273.01 USD -722523.01 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 1188 NC USD 224457750 7.265143408756 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UNITED STATES OF AMERICA US TREASURY N/B 03.0000 05/15/2047 2022-01-31 229100716.5 USD -4642966.5 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 1672 NC USD 199307625 6.451095932680 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UNITED STATES OF AMERICA US TREASURY N/B 00.7500 05/31/2026 2022-01-05 200583159.6 USD -1275534.6 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 121 NC USD 17282203.13 0.559382263070 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short UNITED STATES OF AMERICA US TREASURY N/B 01.2500 08/15/2031 2022-01-31 17423727.75 USD 141524.62 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 22 NC USD 3142218.75 0.101705865983 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UNITED STATES OF AMERICA US TREASURY N/B 01.2500 08/15/2031 2022-01-31 3168000 USD -25781.25 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 2413 NC USD 308788593.75 9.994724693541 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UNITED STATES OF AMERICA US TREASURY N/B 03.1250 11/15/2028 2022-01-31 311146629.41 USD -2358035.66 N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31394UN99 211807.24 PA USD 317710.86 0.010283516432 Long ABS-MBS USGSE US N 2 2035-12-25 Floating 19.79 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 31396HU72 10373.09 PA USD 9128.32 0.000295461190 Long ABS-MBS USGSE US N 2 2036-02-15 Floating 0 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 31397PUB4 328210.7 PA USD 584215.05 0.018909599333 Long ABS-MBS USGSE US N 2 2037-04-15 Floating 25.365 N N N N N N FREMF 2019-KF71 MORTGAGE TRUST N/A 30314GAA0 6172317.94 PA USD 6175484.34 0.199885187073 Long ABS-MBS USGSE US N 2 2029-10-25 Floating 2.401 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31395N7D3 153483.74 PA USD 299354.69 0.009689372512 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 39.254 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31394V2F6 152855.71 PA USD 228231.92 0.007387303977 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 24.172 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 31396EU46 244740.78 PA USD 326606.57 0.010571448610 Long ABS-MBS USGSE US N 2 2035-03-15 Floating 19.541 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 31395V3D9 85856.41 PA USD 100452 0.003251383326 Long ABS-MBS USGSE US N 2 2034-06-15 Floating 16.674 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 31395U2R1 47829.89 PA USD 75628.62 0.002447911779 Long ABS-MBS USGSE US N 2 2035-05-15 Floating 24.03 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137ABA84 436182.57 PA USD 447672.06 0.014490039734 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 5.894 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31397QLM8 225649.82 PA USD 284318.77 0.009202696890 Long ABS-MBS USGSE US N 2 2040-05-25 Floating 12.685 N N N N N N FREMF 2019-KF66 MORTGAGE TRUST N/A 30314CAG6 10579664.43 PA USD 10651267.6 0.344755245026 Long ABS-MBS USGSE US N 2 2029-07-25 Floating 2.501 N N N N N N FREMF 2018-KF43 MORTGAGE TRUST N/A 30296DAG6 2438727.61 PA USD 2426963.19 0.078554808747 Long ABS-MBS USGSE US N 2 2028-01-25 Floating 2.251 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 85739000 NC USD 3268370.68 0.105789092616 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-15 1560.44 USD 0 USD 85739000 USD -3269931.12 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 179104000 NC USD 5050732.8 0.163479755595 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-09-13 1808.95 USD 0 USD 179104000 USD -5052541.75 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 30633000 NC USD 228522.18 0.007396698976 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-26 406.19 USD 0 USD 30633000 USD 220431.36 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 28734000 NC USD 281593.2 0.009114476916 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-01-19 979.83 USD 0 USD 28734000 USD -265741.29 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2448000 NC USD 9473.76 0.000306642230 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-01-27 9.23 USD 0 USD 2448000 USD 9141.7 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1671000 NC USD 6483.48 0.000209854246 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-27 22.16 USD 0 USD 1671000 USD 6102.99 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 482000 NC USD 2130.44 0.000068957085 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-31 6.39 USD 0 USD 482000 USD 2146.02 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 39272000 NC USD 192040.08 0.006215863437 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-31 520.75 USD 0 USD 39272000 USD -194356.43 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2091000 NC USD 2153.73 0.000069710925 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-02-01 16.91 USD 0 USD 2091000 USD 2136.82 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 733000 NC USD 864.94 0.000027995973 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-02-01 5.93 USD 0 USD 733000 USD -870.87 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 15082000 NC USD 45698.46 0.001479146367 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-02-01 514.29 USD 0 USD 15082000 USD 45184.17 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 539130000 NC USD 3811649.1 0.123373674268 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-03-16 288750.21 USD 0 USD 539130000 USD -4100399.31 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 29998000 NC USD 212085.86 0.006864695863 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-03-16 0 USD 14991.31 USD 29998000 USD 227077.17 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2660000 NC USD 30749.6 0.000995288662 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-03-16 12174.38 USD 0 USD 2660000 USD -42923.98 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1138248000 NC USD 13158146.88 0.425896740374 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-03-16 0 USD 5117070.56 USD 1138248000 USD 18275217.44 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 222266000 NC USD 4494218.52 0.145466761821 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-03-16 1470066.13 USD 0 USD 222266000 USD -5964284.65 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 5346000 NC USD 108096.12 0.003498804625 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-03-16 0 USD 35028.02 USD 5346000 USD 143124.14 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 53789000 NC USD 947762.18 0.030676722702 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-03-16 1971091.48 USD 0 USD 53789000 USD -2918853.66 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 11819000 NC USD 201395.76 0.006518683709 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-12-23 0 USD 1015.88 USD 11819000 USD 188179.6 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 10552000 NC USD 299254.72 0.009686136730 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-12-23 2745.26 USD 0 USD 10552000 USD -286948.73 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 100453000 NC USD 5484733.8 0.177527296856 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2051-12-23 178864.71 USD 0 USD 100453000 USD -5503348.079999999998 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 149706000 NC USD 1229086.26 0.039782488868 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2023-12-23 0 USD 7232.89 USD 149706000 USD 1120920.789999999996 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 60378000 NC USD 493288.26 0.015966523547 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2023-12-24 6143.83 USD 0 USD 60378000 USD 441621.1 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 30500000 NC USD 504165 0.016318576777 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-12-24 4082.7 USD 0 USD 30500000 USD 463902.52 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 89191000 NC USD 2530348.67 0.081901141581 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-12-24 39816.25 USD 0 USD 89191000 USD 2366470.23 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 60760000 NC USD 3346053.2 0.108303484069 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2051-12-24 32836.79 USD 0 USD 60760000 USD 3218827.44 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 33203000 NC USD 990777.52 0.032069023097 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-12-30 440.27 USD 0 USD 33203000 USD 951729.54 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 8959000 NC USD 216807.8 0.007017533407 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-12-31 118.79 USD 0 USD 8959000 USD 206101.96 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 74741900 NC USD 1800532.37 0.058278789127 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-07 991.08 USD 0 USD 74741900 USD -1732439.1 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 10724000 NC USD 362256.72 0.011725355982 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2051-12-31 1747.94 USD 0 USD 10724000 USD 345986.7 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 25659000 NC USD 378983.43 0.012266758303 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-12-31 3403.91 USD 0 USD 25659000 USD -356535.9 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1020000 NC USD 15238.8 0.000493242347 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-01-03 8.25 USD 0 USD 1020000 USD -14350.02 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 60127000 NC USD 891082.14 0.028842129693 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-01-03 486.43 USD 0 USD 60127000 USD 837600.44 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 3024000 NC USD 33052.32 0.001069822026 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-01-06 24.47 USD 0 USD 3024000 USD 30375.21 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 621000 NC USD 9352.26 0.000302709575 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-01-06 21.18 USD 0 USD 621000 USD -8654.91 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1135000 NC USD 12609.85 0.000408149724 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-01-07 9.18 USD 0 USD 1135000 USD -11664.53 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 792000 NC USD 8799.12 0.000284805798 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-01-07 6.41 USD 0 USD 792000 USD 8126.66 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1713000 NC USD 11168.76 0.000361505197 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-10 22.72 USD 0 USD 1713000 USD 9554.62 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 533000 NC USD 3400.54 0.000110067087 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-10 7.07 USD 0 USD 533000 USD -2911.95 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 60249000 NC USD 309679.86 0.010023572783 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-01-11 227.14 USD 0 USD 60249000 USD -279256.16 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 76540000 NC USD 185992.2 0.006020108488 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-11 1014.92 USD 0 USD 76540000 USD -117171.82 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 876000 NC USD 1252.68 0.000040546160 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-12 11.62 USD 0 USD 876000 USD 2022.4 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2485000 NC USD 3553.55 0.000115019643 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-12 32.95 USD 0 USD 2485000 USD -5802.98 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 56279000 NC USD 284771.74 0.009217358411 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-01-12 212.18 USD 0 USD 56279000 USD -257547.91 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 76447000 NC USD 59628.66 0.001930032561 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-12 1013.7 USD 0 USD 76447000 USD 126504.14 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 424000 NC USD 2951.04 0.000095517882 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-14 5.62 USD 0 USD 424000 USD 2624.19 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 422000 NC USD 2641.72 0.000085505957 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-14 5.59 USD 0 USD 422000 USD 2314.84 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 61434000 NC USD 390105.9 0.012626765207 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-14 814.61 USD 0 USD 61434000 USD -344177.77 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 61434000 NC USD 387034.2 0.012527341859 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-14 814.61 USD 0 USD 61434000 USD -341090.71 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 61434000 NC USD 393177.6 0.012726188555 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-14 814.61 USD 0 USD 61434000 USD -347264.83 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 36552000 NC USD 337374.96 0.010919994818 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-18 484.68 USD 0 USD 36552000 USD -316672.28 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 5755500 NC USD 2302.2 0.000074516532 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2047-01-15 128.11 USD 0 USD 5755500 USD -2430.31 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 36552000 NC USD 315443.76 0.010210136000 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-18 484.68 USD 0 USD 36552000 USD -294650.1 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 36552000 NC USD 317271.36 0.010269290902 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-18 484.68 USD 0 USD 36552000 USD -296484.81 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 34264000 NC USD 257322.64 0.008328898788 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-19 454.34 USD 0 USD 34264000 USD 238201.55 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 3619000 NC USD 16792.16 0.000543520776 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-01-19 13.65 USD 0 USD 3619000 USD -15623.56 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 31584000 NC USD 76749.12 0.002484179599 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-19 420.07 USD 0 USD 31584000 USD -59340.9 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1026000 NC USD 123.12 0.000003985091 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-01-20 8.3 USD 0 USD 1026000 USD 608.61 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 4499000 NC USD 764.83 0.000024755660 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-01-20 36.4 USD 0 USD 4499000 USD -2968 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1113000 NC USD 2281.65 0.000073851379 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-01-21 9 USD 0 USD 1113000 USD 2777.14 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 43336000 NC USD 84938.56 0.002749251560 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-01-21 350.59 USD 0 USD 43336000 USD -104907.63 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 9319000 NC USD 25813.63 0.000835523495 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-01-21 317.77 USD 0 USD 9319000 USD -30899.37 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1540000 NC USD 693 0.000022430700 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-01-24 12.46 USD 0 USD 1540000 USD -215.83 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 627000 NC USD 338.58 0.000010958999 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-01-24 5.07 USD 0 USD 627000 USD 134.44 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 43486000 NC USD 83058.26 0.002688390890 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-25 576.63 USD 0 USD 43486000 USD 69241.35 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 53316000 NC USD 152483.76 0.004935522983 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-01-25 200.99 USD 0 USD 53316000 USD 141937.98 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 45039000 NC USD 132414.66 0.004285935747 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-25 597.22 USD 0 USD 45039000 USD 118200.65 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 55220000 NC USD 165660 0.005362005354 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-01-25 208.18 USD 0 USD 55220000 USD 154818.14 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 44970000 NC USD 155146.5 0.005021709306 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-01-26 169.54 USD 0 USD 44970000 USD 147724.29 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1085000 NC USD 8397.9 0.000271819297 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-26 14.39 USD 0 USD 1085000 USD -8140.65 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1766000 NC USD 5986.74 0.000193775999 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-01-26 6.66 USD 0 USD 1766000 USD 5694.38 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 30633000 NC USD 200033.49 0.006474590391 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-26 406.19 USD 0 USD 30633000 USD 191891.61 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 44970000 NC USD 199666.8 0.006462721541 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-01-26 169.54 USD 0 USD 44970000 USD 192619.34 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1857000 NC USD 7242.3 0.000234415377 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 15516.38 USD 0 USD 1857000 USD -7551.91 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 243000 NC USD 17641.8 0.000571021526 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 13455.91 USD 0 USD 243000 USD 4044.14 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3384000 NC USD 293392.8 0.009496400846 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 326767.5 USD 0 USD 3384000 USD -34690.7 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 260000 NC USD 18876 0.000610969534 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2061-08-17 0 USD 13997.82 USD 260000 USD -4726.51 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 565293.19 NC USD 216224.65 0.006998658281 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2057-10-17 215518.03 USD 0 USD 565293.19 USD 157.03 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1050000 NC USD 74865 0.002423195284 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 56779.11 USD 1050000 USD -17473.39 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1000 NC USD 8.5 0.000000275124 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 12.58 USD 0 USD 1000 USD -3.69 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 4082000 NC USD 275535 0.008918387933 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 199234.39 USD 4082000 USD -73919.44 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2071000 NC USD 139792.5 0.004524738219 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 0 USD 101081.44 USD 2071000 USD -37502.98 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2040000 NC USD 137700 0.004457009158 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 100930.77 USD 2040000 USD -35579.23 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3678000 NC USD 248265 0.008035725335 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 181972.23 USD 3678000 USD -64147.27 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2040000 NC USD 137700 0.004457009158 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 99568.39 USD 2040000 USD -36941.61 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 13362241.87 NC USD 3324525.78 0.107606694613 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 3410350.95 USD 0 USD 13362241.87 USD -93619.81 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 4346000 NC USD 376798.2 0.012196027801 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 363977.5 USD 0 USD 4346000 USD 11130.59 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 4364000 NC USD 37094 0.001200641233 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 61470.85 USD 0 USD 4364000 USD -22679.74 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2909000 NC USD 24726.5 0.000800335780 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 45326.1 USD 0 USD 2909000 USD -19468.32 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2909000 NC USD 24726.5 0.000800335780 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 45326.1 USD 0 USD 2909000 USD -19468.32 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2910000 NC USD 24735 0.000800610904 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 43164.94 USD 0 USD 2910000 USD -17298.27 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2040000 NC USD 137700 0.004457009158 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 99568.39 USD 2040000 USD -36941.61 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3804000 NC USD 256770 0.008311011195 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 0 USD 210860.05 USD 3804000 USD -43690.95 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1603000 NC USD 13625.5 0.000441023807 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 20174.66 USD 0 USD 1603000 USD -5925.77 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3670000 NC USD 247725 0.008018246868 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 205862.36 USD 3670000 USD -39721.81 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1324000 NC USD 89370 0.002892686336 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 80523.8 USD 1324000 USD -8073.87 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 919000 NC USD 7811.5 0.000252838976 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 10227.29 USD 0 USD 919000 USD -2058.4 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 1138000 NC USD 76815 0.002486311972 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2072-12-16 0 USD 70396.62 USD 1138000 USD -5944.21 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 869000 NC USD 54573.2 0.001766399798 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2064-11-18 0 USD 49015.16 USD 869000 USD -5195.96 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 901000 NC USD 56582.8 0.001831445590 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2064-11-18 0 USD 55974.92 USD 901000 USD -232.46 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2587000 NC USD 361662.6 0.011706125784 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 404218.75 USD 0 USD 2587000 USD -44065.23 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1066000 NC USD 149026.8 0.004823629720 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 166562.5 USD 0 USD 1066000 USD -18157.53 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1066000 NC USD 77391.6 0.002504975091 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 0 USD 62820.68 USD 1066000 USD -13949.09 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2587000 NC USD 187816.2 0.006079146866 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 0 USD 152455.07 USD 2587000 USD -33852.05 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 715000 NC USD 50979.5 0.001650080598 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 46856.28 USD 715000 USD -3706.14 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3308000 NC USD 223290 0.007227346223 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 139913.16 USD 3308000 USD -81447.17 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 506000 NC USD 34155 0.001105513056 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 0 USD 22534.32 USD 506000 USD -11325.51 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1293000 NC USD 112103.1 0.003628500678 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 111521.25 USD 1293000 USD -79.02 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3413000 NC USD 295907.1 0.009577782532 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 302903.75 USD 3413000 USD 8323.93 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 8164000 NC USD 31839.6 0.001030569272 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 48965.75 USD 0 USD 8164000 USD -13951.26 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2649000 NC USD 274436.4 0.008882828963 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 0 USD 288986.55 USD 2649000 USD 16095.4 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3632000 NC USD 245160 0.007935224148 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 0 USD 163322.03 USD 3632000 USD -79719.3 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 230000 NC USD 19941 0.000645440956 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 19693.75 USD 230000 USD -157.81 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2079000 NC USD 140332.5 0.004542216686 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 0 USD 59884.77 USD 2079000 USD -79234.98 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3666000 NC USD 1070472 0.034648536729 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 934830 USD 0 USD 3666000 USD 132077.83 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 107000 NC USD 7768.2 0.000251437462 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 4411.33 USD 0 USD 107000 USD 3294.45 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2272000 NC USD 317625.6 0.010280756776 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 325180 USD 0 USD 2272000 USD -8879.73 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1345000 NC USD 188031 0.006086099412 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 192503.13 USD 0 USD 1345000 USD -5256.71 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3408000 NC USD 247420.8 0.008008400665 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 0 USD 146323.51 USD 3408000 USD -99109.29 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 899000 NC USD 65267.4 0.002112544659 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 0 USD 37494.36 USD 899000 USD -27248.62 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2033122.87 NC USD 777669.5 0.025171242437 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2057-10-17 738767.03 USD 0 USD 2033122.87 USD 36927.91 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2033122.87 NC USD 777669.5 0.025171242437 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2057-10-17 737497.68 USD 0 USD 2033122.87 USD 38197.26 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 996268.86 NC USD 381072.84 0.012334387348 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 362009.89 USD 0 USD 996268.86 USD 18095.38 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 1024000 NC USD 74342.4 0.002406280012 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2061-08-17 40010.62 USD 0 USD 1024000 USD 33734.45 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1134000 NC USD 331128 0.010717796140 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 273408.93 USD 0 USD 1134000 USD 56616.57 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2415000 NC USD 9418.5 0.000304853600 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 39677.03 USD 0 USD 2415000 USD -29319.36 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2946000 NC USD 860232 0.027843586799 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 691872.07 USD 0 USD 2946000 USD 165495.76 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1490350.15 NC USD 370799.12 0.012001852387 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 395645 USD 1490350.15 USD 25715.25 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1265000 NC USD 85387.5 0.002763782640 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 0 USD 47934.95 USD 1265000 USD -36714.63 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 4573867.64 NC USD 1137978.27 0.036833548085 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 1348826.25 USD 4573867.64 USD 213516.07 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2286933.82 NC USD 568989.13 0.018416773880 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 658662.5 USD 2286933.82 USD 91007.41 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2286933.82 NC USD 568989.13 0.018416773880 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 658662.5 USD 2286933.82 USD 91007.41 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2503548.68 NC USD 622882.91 0.020161182530 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 686565 USD 2503548.68 USD 65142.49 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 5652949.03 NC USD 1406453.72 0.045523435807 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 1553785.63 USD 5652949.03 USD 150629.46 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 290500 NC USD 19608.75 0.000634686843 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 10981.73 USD 290500 USD -8457.56 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1925000 NC USD 137252.5 0.004442524688 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 112581.78 USD 0 USD 1925000 USD 23547.8 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2528000 NC USD 630483.2 0.020407185160 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2058-09-17 0 USD 516274.63 USD 2528000 USD -111750.79 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2162000 NC USD 154150.6 0.004989474480 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 109020 USD 0 USD 2162000 USD 43869.43 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3148000 NC USD 326132.8 0.010556113845 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 272620.54 USD 0 USD 3148000 USD 51675.93 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 250000 NC USD 23525 0.000761446191 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2054-11-18 0 USD 21160.05 USD 250000 USD -2121.89 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1245000 NC USD 363540 0.011766892588 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2059-11-17 281681.25 USD 0 USD 1245000 USD 80648.33 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 1314662.52 NC USD 327088.03 0.010587032282 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2063-05-11 0 USD 366290.63 USD 1314662.52 USD 39969.49 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2161000 NC USD 154079.3 0.004987166675 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 110038.95 USD 0 USD 2161000 USD 42779.77 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2161000 NC USD 145867.5 0.004721370976 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 70286.77 USD 2161000 USD -74320.15 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 37000 NC USD 9227.8 0.000298681112 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2058-09-17 0 USD 7533.11 USD 37000 USD -1658.72 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2288000 NC USD 319862.4 0.010353156472 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 291005 USD 0 USD 2288000 USD 27522.73 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2288000 NC USD 319862.4 0.010353156472 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 290290 USD 0 USD 2288000 USD 28237.73 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 730700.81 NC USD 181798.36 0.005884364237 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 206332.5 USD 730700.81 USD 24960.38 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 730700.81 NC USD 181798.36 0.005884364237 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 206332.5 USD 730700.81 USD 24960.38 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 887075.47 NC USD 339306.36 0.010982509470 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 316297.85 USD 0 USD 887075.47 USD 22146.08 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3584000 NC USD 241920 0.007830353345 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 128008.64 USD 3584000 USD -111820.69 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1119000 NC USD 156436.2 0.005063453711 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2057-10-17 144770.63 USD 0 USD 1119000 USD 11012.82 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1142182.15 NC USD 436884.67 0.014140878542 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 408330.11 USD 0 USD 1142182.15 USD 27444.11 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 563000 NC USD 38002.5 0.001230047135 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 21289.55 USD 563000 USD -16384.53 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2289000 NC USD 320002.2 0.010357681453 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 304723.13 USD 0 USD 2289000 USD 13943.82 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 266880 NC USD 115318.85 0.003732586569 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 120099.63 USD 0 USD 266880 USD -5040.78 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 254400 NC USD 109926.24 0.003558041092 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 113683.22 USD 0 USD 254400 USD -4004.83 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 464000 NC USD 31320 0.001013751103 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 18955.88 USD 464000 USD -12093.45 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3602000 NC USD 256822.6 0.008312713727 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 197220.09 USD 0 USD 3602000 USD 57501.34 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 908000 NC USD 61290 0.001983806037 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 40291.27 USD 908000 USD -20469.06 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3419000 NC USD 296427.3 0.009594620122 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 333352.5 USD 0 USD 3419000 USD -38254.81 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 602013.09 NC USD 230270.01 0.007453271920 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2057-10-17 224249.87 USD 0 USD 602013.09 USD 5434.85 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 551000 NC USD 47771.7 0.001546252029 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 53033.75 USD 0 USD 551000 USD -5476.33 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 2854000 NC USD 186651.6 0.006041451638 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2054-11-18 0 USD 156690.96 USD 2854000 USD -28295.81 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 4115000 NC USD 426314 0.013798732043 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 955214.23 USD 0 USD 4115000 USD -531300.65 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 1778016.2 NC USD 680091.2 0.022012873688 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2057-10-17 911950 USD 0 USD 1778016.2 USD -233585.6 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1016561.44 NC USD 388834.75 0.012585621219 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 520082.5 USD 0 USD 1016561.44 USD -132235.03 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1009000 NC USD 104532.4 0.003383455803 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 231661.03 USD 0 USD 1009000 USD -127717.21 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3886000 NC USD 336916.2 0.010905145889 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 460248.13 USD 3886000 USD 124843.15 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3886000 NC USD 336916.2 0.010905145889 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 463891.25 USD 3886000 USD 128486.27 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2031000 NC USD 210411.6 0.006810504199 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 442014.2 USD 0 USD 2031000 USD -232787.35 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 918000 NC USD 79590.6 0.002576151293 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 108725.62 USD 918000 USD 29492.02 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 543000 NC USD 47078.1 0.001523801909 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 66178.12 USD 543000 USD 19311.19 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1072000 NC USD 111059.2 0.003594712211 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 234006.98 USD 0 USD 1072000 USD -123573.11 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2176000 NC USD 225433.6 0.007296729265 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 474999.24 USD 0 USD 2176000 USD -250834.97 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 957000 NC USD 99145.2 0.003209085435 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2059-11-17 209317.35 USD 0 USD 957000 USD -110730.4 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 957000 NC USD 69478.2 0.002248837863 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2061-08-17 186570.89 USD 0 USD 957000 USD -117650.94 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 419000 NC USD 1634.1 0.000052891784 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2072-12-16 0 USD 33776.67 USD 419000 USD 35573.71 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 367000 NC USD 38021.2 0.001230652408 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 79574.3 USD 0 USD 367000 USD -41767.18 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 620000 NC USD 53754 0.001739884316 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 74012.5 USD 620000 USD 20499.61 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 310000 NC USD 26877 0.000869942158 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 37103.12 USD 310000 USD 10346.68 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 324000 NC USD 33566.4 0.001086461527 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 70062.94 USD 0 USD 324000 USD -36685.54 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 219000 NC USD 18987.3 0.000614572041 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 26553.75 USD 219000 USD 7651.62 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 4414000 NC USD 457290.4 0.014801361661 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 768694.9 USD 0 USD 4414000 USD -313979.33 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1519000 NC USD 157368.4 0.005093626725 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 256069.97 USD 0 USD 1519000 USD -99587.65 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 1048000 NC USD 108572.8 0.003514233580 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2059-11-17 172837.38 USD 0 USD 1048000 USD -64875.91 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 7949000 NC USD 566763.7 0.018344742204 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2072-12-16 0 USD 729326.9 USD 7949000 USD 167200.12 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3841000 NC USD 397927.6 0.012879934332 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 605828.11 USD 0 USD 3841000 USD -210141.09 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1480000 NC USD 153328 0.004962848949 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2059-11-17 230784.9 USD 0 USD 1480000 USD -78320.23 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 750000 NC USD 77700 0.002514957237 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 107406.31 USD 0 USD 750000 USD -30143.81 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 15000 NC USD 1069.5 0.000034617075 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2072-12-16 0 USD 887.01 USD 15000 USD -173.74 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 592000 NC USD 61331.2 0.001985139579 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 75984.86 USD 0 USD 592000 USD -14998.99 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 961000 NC USD 99559.6 0.003222498540 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 122025.47 USD 0 USD 961000 USD -23026.45 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2500000 NC USD 259000 0.008383190791 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 299542.56 USD 0 USD 2500000 USD -42000.89 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 32720822.22 NC USD 8140940.57 0.263502154518 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2063-05-11 0 USD 8832234.77 USD 32720822.22 USD 710381.35 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 812000 NC USD 57895.6 0.001873937686 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 59869.93 USD 812000 USD 2448 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2038000 NC USD 145309.4 0.004703306656 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 138733.75 USD 2038000 USD -5386.82 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1559000 NC USD 111156.7 0.003597868046 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 115928.23 USD 1559000 USD 5680.95 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 3210000 NC USD 228873 0.007408054154 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2072-12-16 0 USD 221810.74 USD 3210000 USD -5189.76 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1685000 NC USD 113737.5 0.003681402172 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 52502.79 USD 1685000 USD -60251.79 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 4321000 NC USD 313704.6 0.010153843683 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 294881.03 USD 0 USD 4321000 USD 16302.99 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2634000 NC USD 368233.2 0.011918799889 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 403586.09 USD 0 USD 2634000 USD -36889.39 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 4068000 NC USD 352695.6 0.011415886124 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 277132.5 USD 4068000 USD -73981.1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1817000 NC USD 254016.6 0.008221890432 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2057-10-17 284933.77 USD 0 USD 1817000 USD -31977.09 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 4000 NC USD 261.6 0.000008467346 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2054-11-18 0 USD 254.05 USD 4000 USD -5.22 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 5000 NC USD 327 0.000010584183 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2054-11-18 0 USD 317.57 USD 5000 USD -6.51 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1056000 NC USD 147628.8 0.004778379910 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 163617.17 USD 0 USD 1056000 USD -16604.37 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 973000 NC USD 136025.4 0.004402806489 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 150757.11 USD 0 USD 973000 USD -15299.29 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1036000 NC USD 144832.8 0.004687880291 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2057-10-17 159870.86 USD 0 USD 1036000 USD -15642.39 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1897000 NC USD 265200.6 0.008583888910 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 295700.57 USD 0 USD 1897000 USD -31606.55 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3494000 NC USD 235845 0.007633720588 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 150037.43 USD 3494000 USD -83769.4 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 205000 NC USD 59860 0.001937520466 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2059-11-17 61756.25 USD 0 USD 205000 USD -2095.56 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 347000 NC USD 35949.2 0.001163586882 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 42814.76 USD 0 USD 347000 USD -7067.98 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1269000 NC USD 177406.2 0.005742200858 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 201378.24 USD 0 USD 1269000 USD -24712.29 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1269000 NC USD 177406.2 0.005742200858 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 200585.12 USD 0 USD 1269000 USD -23919.17 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1581000 NC USD 163791.6 0.005301529857 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 200511.7 USD 0 USD 1581000 USD -37642.35 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2192000 NC USD 227091.2 0.007350381686 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 278002.31 USD 0 USD 2192000 USD -52189.78 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 658000 NC USD 72643.2 0.002351281102 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 60778.46 USD 658000 USD -11225.02 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 901000 NC USD 93343.6 0.003021301961 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 114856.49 USD 0 USD 901000 USD -22038.47 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1173000 NC USD 121522.8 0.003933393119 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 149530.15 USD 0 USD 1173000 USD -28691.6 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 571000 NC USD 63038.4 0.002040397430 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 57085.42 USD 571000 USD -5397.84 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1393000 NC USD 94027.5 0.003043438116 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 69655.53 USD 1393000 USD -23559.39 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2639000 NC USD 291345.6 0.009430138035 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 249051.7 USD 2639000 USD -39728.21 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 60000 NC USD 6624 0.000214402532 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 0 USD 5769.8 USD 60000 USD -795.87 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3987000 NC USD 284273.1 0.009201218665 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 302126.62 USD 0 USD 3987000 USD -20179.27 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1742000 NC USD 124204.6 0.004020196367 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 132005.16 USD 0 USD 1742000 USD -8816.73 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1524000 NC USD 168249.6 0.005445824314 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 143825.23 USD 1524000 USD -22942.7 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1516000 NC USD 167366.4 0.005417237310 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 138137.4 USD 1516000 USD -27755.11 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 6265859.27 NC USD 1558945.79 0.050459227765 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 427326.9 USD 6265859.27 USD -1127963.81 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 4202000 NC USD 16387.8 0.000530432641 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2072-12-16 4369.09 USD 0 USD 4202000 USD 13652.82 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 4746560.59 NC USD 1180944.27 0.038224251465 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 345230.87 USD 4746560.59 USD -832944.57 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 4746560.59 NC USD 1180944.27 0.038224251465 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 345230.87 USD 4746560.59 USD -832944.57 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3327084.43 NC USD 827778.61 0.026793150659 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 244225.72 USD 3327084.43 USD -581612.09 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3311611.94 NC USD 823929.05 0.026668549903 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 243457.25 USD 3311611.94 USD -578540.03 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3327084.43 NC USD 827778.61 0.026793150659 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 245701.43 USD 3327084.43 USD -580136.38 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 5200753.04 NC USD 1293947.36 0.041881882598 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 395585.73 USD 5200753.04 USD -895327.86 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 16479699.02 NC USD 4100149.12 0.132711707901 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 1236736.32 USD 16479699.02 USD -2853799.64 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3296139.45 NC USD 820079.5 0.026543949470 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 250279.07 USD 3296139.45 USD -567877.68 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 5385424.69 NC USD 1339893.66 0.043369050934 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 432471.47 USD 5385424.69 USD -904280.69 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3230256.59 NC USD 803687.84 0.026013391890 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 259402.72 USD 3230256.59 USD -542400.8 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3842168.61 NC USD 955931.55 0.030941145047 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 307696.81 USD 3842168.61 USD -645993.47 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3843166.83 NC USD 956179.91 0.030949183847 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 321596.58 USD 3843166.83 USD -632341.48 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3692160 NC USD 1595382.34 0.051638588963 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 624883.97 USD 3692160 USD -966901.33 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2462621.45 NC USD 612700.22 0.019831593985 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 207366.62 USD 2462621.45 USD -403897.07 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1551241.88 NC USD 385948.98 0.012492215966 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 137523.49 USD 1551241.88 USD -247520.6 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2458628.55 NC USD 611706.78 0.019799438784 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 217966.76 USD 2458628.55 USD -392305.82 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1551241.88 NC USD 385948.98 0.012492215966 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 151989.19 USD 1551241.88 USD -233054.9 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 53046000 NC USD 4599088.2 0.148861134545 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 0 USD 6897208.92 USD 53046000 USD 2318749.72 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 490000 NC USD 94962 0.003073685575 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2047-01-17 0 USD 115033.79 USD 490000 USD 20357.62 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 30072530.9 NC USD 7482045.69 0.242175353396 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 0 USD 9631353.03 USD 30072530.9 USD 2166849.65 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3677461.46 NC USD 914952.41 0.029614751421 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 1215720 USD 3677461.46 USD 302912.78 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 3684000 NC USD 319402.8 0.010338280354 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 0 USD 549146.25 USD 3684000 USD 231176.12 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2016000 NC USD 174787.2 0.005657430292 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 282240 USD 2016000 USD 108236.8 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 432000 NC USD 40651.2 0.001315779017 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2054-11-18 235606.79 USD 0 USD 432000 USD -195375.59 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 914880 NC USD 395319.65 0.012795521427 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 490603.42 USD 0 USD 914880 USD -96175.08 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2185000 NC USD 205608.5 0.006655039706 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 0 USD 1234525 USD 2185000 USD 1031040.81 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 571000 NC USD 49505.7 0.001602377330 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 82795 USD 571000 USD 33511.36 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 1315000 NC USD 114010.5 0.003690238509 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 0 USD 184100 USD 1315000 USD 70600.89 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 2804000 NC USD 290494.4 0.009402586792 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2059-11-17 789913.68 USD 0 USD 2804000 USD -501054.95 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 1487000 NC USD 154053.2 0.004986321883 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2059-11-17 443012.57 USD 0 USD 1487000 USD -289826.79 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 124000 NC USD 10750.8 0.000347976863 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 18755 USD 124000 USD 8052.42 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 93000 NC USD 8063.1 0.000260982647 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 14356.87 USD 93000 USD 6329.94 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 180000 NC USD 15606 0.000505127705 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 29025 USD 180000 USD 13489 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1467000 NC USD 127188.9 0.004116790792 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 245722.5 USD 1467000 USD 119104.1 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1962000 NC USD 170105.4 0.005505891980 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 326182.5 USD 1962000 USD 156840.1 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 1090000 NC USD 71286 0.002307351887 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2054-11-18 351399.03 USD 0 USD 1090000 USD -280748.86 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 488000 NC USD 35428.8 0.001146742818 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2061-08-17 164806.72 USD 0 USD 488000 USD -129662.59 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 1989000 NC USD 130080.6 0.004210387985 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2054-11-18 625146.22 USD 0 USD 1989000 USD -496225.87 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 66000 NC USD 4316.4 0.000139711215 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2054-11-18 20714.89 USD 0 USD 66000 USD -16436.99 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 66000 NC USD 4316.4 0.000139711215 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2054-11-18 20888.74 USD 0 USD 66000 USD -16610.84 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 462000 NC USD 30214.8 0.000977978506 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2054-11-18 144190 USD 0 USD 462000 USD -114244.7 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 4904000 NC USD 425176.8 0.013761923685 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 760120 USD 4904000 USD 336850.31 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 992000 NC USD 86006.4 0.002783814905 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 99200 USD 992000 USD 13579.38 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 316000 NC USD 27397.2 0.000886779748 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 31600 USD 316000 USD 4325.69 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 159000 NC USD 17172 0.000555815260 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2058-09-17 29454.5 USD 0 USD 159000 USD -12375.25 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1281000 NC USD 93000.6 0.003010199898 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 216967.13 USD 0 USD 1281000 USD -124713.78 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1500000 NC USD 130050 0.004209397538 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 176250 USD 1500000 USD 46783.33 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 481000 NC USD 93217.8 0.003017230126 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2047-01-17 105218.75 USD 0 USD 481000 USD -12281.53 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 5000000 NC USD 433500 0.014031325128 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 562500 USD 5000000 USD 130944.44 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 4381000 NC USD 379832.7 0.012294247077 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 498338.75 USD 4381000 USD 120209.77 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 147000 NC USD 12744.9 0.000412520959 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 17088.75 USD 147000 USD 4401.02 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 8827000 NC USD 765300.9 0.024770901381 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 1092341.25 USD 8827000 USD 330473.07 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 1934000 NC USD 200362.4 0.006485236396 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2059-11-17 419041.35 USD 0 USD 1934000 USD -219807.12 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 325000 NC USD 23595 0.000763711918 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2061-08-17 66264.89 USD 0 USD 325000 USD -42859.47 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 807000 NC USD 58588.2 0.001896355439 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 168399.87 USD 0 USD 807000 USD -110282.42 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 265000 NC USD 19239 0.000622718948 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 59794.75 USD 0 USD 265000 USD -40710.33 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 5000000 NC USD 433500 0.014031325128 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 646875 USD 5000000 USD 215319.44 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2871000 NC USD 248915.7 0.008056786888 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 364258.13 USD 2871000 USD 116458.93 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 313000 NC USD 32426.8 0.001049575487 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 77019.06 USD 0 USD 313000 USD -44774.84 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2407000 NC USD 249365.2 0.008071336094 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 586806.92 USD 0 USD 2407000 USD -338845.8 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2819000 NC USD 292048.4 0.009452885936 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 672540.8 USD 0 USD 2819000 USD -382136.82 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2035000 NC USD 210826 0.006823917304 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 481301.45 USD 0 USD 2035000 USD -271662.53 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 874445.23 NC USD 217561.97 0.007041944029 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 54079.33 USD 874445.23 USD -162972.55 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 437222.62 NC USD 108780.99 0.003520972176 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 26395.28 USD 437222.62 USD -82130.66 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 197648.58 NC USD 49174.97 0.001591672416 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 13533.92 USD 197648.58 USD -35525.75 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 902395.54 NC USD 224516.01 0.007267029141 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 51527.91 USD 902395.54 USD -172461.7 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 615360 NC USD 265897.06 0.008606431602 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2063-05-11 11313.97 USD 0 USD 615360 USD 253983.58 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 538000 NC USD 178239.4 0.005769169486 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 81414.21 USD 0 USD 538000 USD 96302.13 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 112000 NC USD 21705.6 0.000702556703 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 0 USD 7806.48 USD 112000 USD -13833.79 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 533052.23 NC USD 132623.39 0.004292691822 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 26032.61 USD 533052.23 USD -106279.83 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 2186000 NC USD 423646.8 0.013712401361 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 0 USD 143564.08 USD 2186000 USD -278807.55 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 2780000 NC USD 152622 0.004939997471 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 0 USD 102321.16 USD 2780000 USD -49219.73 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 287000 NC USD 15756.3 0.000509992545 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 0 USD 11938.22 USD 287000 USD -3706.47 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 100820.74 NC USD 25084.2 0.000811913647 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 6880.77 USD 100820.74 USD -18144.62 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 502107.25 NC USD 124924.28 0.004043490632 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 39801.33 USD 502107.25 USD -84830.05 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 145740.87 NC USD 36260.33 0.001173657392 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 12607.26 USD 145740.87 USD -23568.05 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1993000 NC USD 660280.9 0.021371663169 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 404677.93 USD 0 USD 1993000 USD 253665.33 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 361000 NC USD 31298.7 0.001013061674 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 18786.46 USD 361000 USD -12371.85 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1106000 NC USD 95890.2 0.003103729118 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 61757.41 USD 1106000 USD -33702.68 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 61000 NC USD 20209.3 0.000654125165 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 9994.46 USD 0 USD 61000 USD 10155.53 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 400288.29 NC USD 99591.73 0.003223538509 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 43388.72 USD 400288.29 USD -55969.51 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 400288.29 NC USD 99591.73 0.003223538509 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 43556.9 USD 400288.29 USD -55801.33 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 593943.96 NC USD 147773.26 0.004783055724 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 69817.15 USD 593943.96 USD -77609.64 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 605000 NC USD 117249 0.003795060761 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 0 USD 49185.18 USD 605000 USD -67710.9 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 2910000 NC USD 159759 0.005171004547 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2047-01-17 61347.2 USD 0 USD 2910000 USD 97280.13 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 853000 NC USD 282598.9 0.009147028943 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 140307.29 USD 0 USD 853000 USD 141462.3 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 168000 NC USD 14565.6 0.000471452524 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 5270.51 USD 168000 USD -9229.76 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 154000 NC USD 13351.8 0.000432164814 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 9877.68 USD 154000 USD -3414.23 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 938000 NC USD 310759.4 0.010058514828 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 173028.48 USD 0 USD 938000 USD 136818.98 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1459000 NC USD 282754.2 0.009152055620 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 148657.59 USD 0 USD 1459000 USD 133245.53 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 847000 NC USD 164148.6 0.005313085065 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2047-01-17 69409.72 USD 0 USD 847000 USD 94244.8 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 111801.22 NC USD 27816.14 0.000900339802 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 11785.65 USD 111801.22 USD -15965.27 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 157000 NC USD 8619.3 0.000278985469 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2047-01-17 1163.99 USD 0 USD 157000 USD 7394.25 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 130000 NC USD 25194 0.000815467602 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 8253.81 USD 0 USD 130000 USD 16864.36 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 391304.26 NC USD 97356.5 0.003151189630 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 43345.79 USD 391304.26 USD -53782.45 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1824755.58 NC USD 453999.19 0.014694833316 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 260372.21 USD 1824755.58 USD -192562.54 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 929000 NC USD 271268 0.008780275674 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2059-11-17 123950.65 USD 0 USD 929000 USD 146414.16 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 732000 NC USD 242511.6 0.007849501977 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 0 USD 97912.83 USD 732000 USD -143887.1 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 488000 NC USD 142496 0.004612243842 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2059-11-17 60657.89 USD 0 USD 488000 USD 81363.67 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 637766.68 NC USD 243945.76 0.007895922196 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2057-10-17 115645.93 USD 0 USD 637766.68 USD 127680.43 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 347872.73 NC USD 133061.32 0.004306866535 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 63213.84 USD 0 USD 347872.73 USD 69509.63 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 926000 NC USD 270392 0.008751921716 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2059-11-17 110117.44 USD 0 USD 926000 USD 159374.28 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 369000 NC USD 107748 0.003487536839 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 40460.26 USD 0 USD 369000 USD 66928.99 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 448000 NC USD 130816 0.004234191068 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 46754.66 USD 0 USD 448000 USD 83625.78 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 448000 NC USD 130816 0.004234191068 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 46984.75 USD 0 USD 448000 USD 83395.69 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 258000 NC USD 64345.2 0.002082695321 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2058-09-17 30701.82 USD 0 USD 258000 USD 33392.55 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 602000 NC USD 52193.4 0.001689371545 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 365.02 USD 0 USD 602000 USD -52324.31 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 602000 NC USD 52193.4 0.001689371545 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 1094.95 USD 0 USD 602000 USD -53054.24 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 150000 NC USD 37410 0.001210869373 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2058-09-17 15653.62 USD 0 USD 150000 USD 21610.55 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 26675570.71 NC USD 6636881.99 0.214819490280 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2063-05-11 0 USD 2510958.44 USD 26675570.71 USD -4110362.8 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 148000 NC USD 36911.2 0.001194724448 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 13648.69 USD 0 USD 148000 USD 23118.62 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1268769.17 NC USD 485304.21 0.015708099553 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 163026.79 USD 0 USD 1268769.17 USD 321045.2 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1041000 NC USD 97958.1 0.003170661938 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 75168.28 USD 0 USD 1041000 USD 21777.74 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 173000 NC USD 43146.2 0.001396536010 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 8574.68 USD 0 USD 173000 USD 34403.33 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 127000 NC USD 31673.8 0.001025202735 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 6857.88 USD 0 USD 127000 USD 24692.45 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 481000 NC USD 45262.1 0.001465022471 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 24951.73 USD 0 USD 481000 USD 19842.73 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 481000 NC USD 45262.1 0.001465022471 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 24534.7 USD 0 USD 481000 USD 20259.76 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 36934.33 NC USD 9189.26 0.000297433667 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 1868.73 USD 36934.33 USD -7298.98 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1399511.66 NC USD 348198.5 0.011270326096 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 71140.57 USD 1399511.66 USD -276241.55 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 895000 NC USD 261340 0.008458930816 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2059-11-17 50925.1 USD 0 USD 895000 USD 209544.76 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 727000 NC USD 63030.9 0.002040154674 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 6903.43 USD 0 USD 727000 USD -69651.61 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 730532.74 NC USD 279428.77 0.009044419658 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2057-10-17 85651.82 USD 0 USD 730532.74 USD 193067.46 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1851707.66 NC USD 460704.87 0.014911879628 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 117779.22 USD 1851707.66 USD -341845.49 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 24000 NC USD 5985.6 0.000193739100 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 938.24 USD 0 USD 24000 USD 5024.03 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 102372980.36 NC USD 25470397.51 0.824413906796 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 6530592.74 USD 102372980.36 USD -18880087.2 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2600000 NC USD 861380 0.027880744726 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2047-01-17 0 USD 132687.37 USD 2600000 USD -726164.85 N N N CREDIT AGRICOLE S.A. 969500TJ5KRTCJQWXH05 225313AD7 640000 PA USD 693600 0.022450120205 Long DBT CORP FR N 2 2049-12-29 Variable 7.875 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38144GAG6 3962000 PA USD 3758947.5 0.121667853543 Long DBT CORP US N 2 2051-07-28 Variable 3.65 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05565AAN3 200000 PA USD 223660 0.007239322210 Long DBT CORP FR N 2 2025-08-19 Variable 7.375 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BQ5 2664000 PA USD 2604060 0.084286995415 Long DBT CORP US N 2 2049-12-29 Variable 3.533 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAJ9 2463000 PA USD 2327535 0.075336563624 Long DBT CORP US N 2 2028-02-15 Variable 6.625 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505FP4 1528000 PA USD 1577660 0.051064960556 Long DBT CORP US N 2 2024-06-20 Variable 5.125 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAD1 2236000 PA USD 2280720 0.073821277613 Long DBT CORP US N 2 2024-09-01 Variable 4.8 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83370RAA6 6152000 PA USD 6213704.56 0.201122281267 Long DBT CORP FR N 2 2050-11-18 Variable 5.375 N N N N N N WELLS FARGO AND CO PBLD0EJDB5FWOLXP3B76 949746TD3 2763000 PA USD 2736613.35 0.088577420214 Long DBT CORP US N 2 2026-03-15 Variable 3.9 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AD0 3275000 PA USD 3088249.68 0.099959020382 Long DBT CORP CH N 2 2031-02-10 Variable 4.375 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MV0 7860000 PA USD 7671360 0.248302990385 Long DBT CORP US N 2 2051-02-18 Variable 3.875 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05565ASK0 1460000 PA USD 1401570.8 0.045365387738 Long DBT CORP FR N 2 2031-02-25 Variable 4.625 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDD8 340000 PA USD 349350 0.011307597309 Long DBT CORP US N 2 2024-12-15 Variable 4.65 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83370RAB4 200000 PA USD 198200 0.006415244845 Long DBT CORP FR N 2 2026-05-26 Variable 4.75 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AG4 730000 PA USD 792181.4 0.025640956825 Long DBT CORP GB N 2 2049-04-30 Variable 7.5 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 2000 NC USD 497450000 16.101228800010 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long 90 DAYS EURO DOLLAR 90 DAYS EURO DOLLAR 2022-01-14 498456000 USD -1006000 N N N PUTNAM SHORT TERM INVESTMENT FUND 5493003MK0Q7JP8CPP42 74676P664 108474087.97 NS USD 108474087.97 3.511038514981 Long STIV PF US N 2 N N N State Street Institutional U.S. Government Money Market Fund, Premier Class N/A N/A 3970000 NS USD 3970000 0.128499102093 Long STIV RF US N 1 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 12378000 NC USD 85655.76 0.002772465554 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2032-05-11 0 USD 0 USD 12378000 USD 1 1.7875 USD 2022-05-09 XXXX 85655.76 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 24756000 NC USD -208197.96 -0.006738854135 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2032-05-11 0 USD 0 USD 24756000 USD 1 2.2875 USD 2022-05-09 XXXX -208197.96 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 7183900 NC USD -70833.25 -0.002292697487 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2041-06-05 0 USD 0 USD 7183900 USD 1 2.427 USD 2031-06-03 XXXX -70833.25 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 7183900 NC USD 89439.56 0.002894937822 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2041-06-05 0 USD 0 USD 7183900 USD 1 2.427 USD 2031-06-03 XXXX 89439.56 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 41524500 NC USD 814295.44 0.026356733722 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2051-06-11 0 USD 0 USD 41524500 USD 1 2.232 USD 2031-06-09 XXXX 814295.44 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 41524500 NC USD -529852.62 -0.017150021640 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2051-06-11 0 USD 0 USD 41524500 USD 1 2.232 USD 2031-06-09 XXXX -529852.62 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 126213700 NC USD -1163690.31 -0.037665783362 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2025-06-26 0 USD 0 USD 126213700 USD 1 1.194 USD 2023-06-22 XXXX -1163690.31 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 126213700 NC USD 609612.17 0.019731641428 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2025-06-26 0 USD 0 USD 126213700 USD 1 1.194 USD 2023-06-22 XXXX 609612.17 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 126213700 NC USD -93398.14 -0.003023067286 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2028-06-24 0 USD 0 USD 126213700 USD 1 1.9 USD 2026-06-22 XXXX -93398.14 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 126213700 NC USD 94660.28 0.003063919643 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2028-06-24 0 USD 0 USD 126213700 USD 1 1.9 USD 2026-06-22 XXXX 94660.28 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 25177700 NC USD 22659.93 0.000733446010 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2046-07-11 0 USD 0 USD 25177700 USD 1 1.87 USD 2041-07-09 XXXX 22659.93 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 25177700 NC USD -1762.44 -0.000057045833 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2046-07-11 0 USD 0 USD 25177700 USD 1 1.87 USD 2041-07-09 XXXX -1762.44 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 54026200 NC USD -719628.98 -0.023292614048 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2033-08-23 0 USD 0 USD 54026200 USD 1 2.07 USD 2023-08-21 XXXX -719628.98 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 39298600 NC USD -316353.73 -0.010239589483 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2033-09-01 0 USD 0 USD 39298600 USD 1 2.41 USD 2023-08-30 XXXX -316353.73 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 94010900 NC USD -1050101.75 -0.033989202010 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2027-09-19 0 USD 0 USD 94010900 USD 1 1.7075 USD 2022-09-15 XXXX -1050101.75 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 19585600 NC USD 188805.18 0.006111157708 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2052-09-19 0 USD 0 USD 19585600 USD 1 2.194 USD 2022-09-15 XXXX 188805.18 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 147966600 NC USD -384713.16 -0.012452215522 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2033-10-10 0 USD 0 USD 147966600 USD 1 2.415 USD 2023-10-05 XXXX -384713.16 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 47731200 NC USD 10500.86 0.000339886922 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2054-10-09 0 USD 0 USD 47731200 USD 1 2.485 USD 2024-10-07 XXXX 10500.86 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 56967300 NC USD 770767.57 0.024947843997 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2032-02-10 0 USD 0 USD 56967300 USD 1 1.557 USD 2022-02-08 XXXX 770767.57 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 56967300 NC USD -788997.1 -0.025537888893 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2032-02-10 0 USD 0 USD 56967300 USD 1 1.557 USD 2022-02-08 XXXX -788997.1 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 2270400 NC USD 57304.9 0.001854818185 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2033-11-24 0 USD 51424.56 USD 2270400 USD 1 2.395 USD 2023-11-22 XXXX -5880.34 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 144600800 NC USD -396206.19 -0.012824216539 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2026-12-11 0 USD 0 USD 144600800 USD 1 1.39 USD 2024-12-09 XXXX -396206.19 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 144600800 NC USD 354271.96 0.011466909007 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2026-12-11 0 USD 0 USD 144600800 USD 1 1.39 USD 2024-12-09 XXXX 354271.96 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 14489200 NC USD -169523.64 -0.005487061845 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2036-12-16 0 USD 0 USD 14489200 USD 1 1.805 USD 2026-12-14 XXXX -169523.64 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 14489200 NC USD 184592.41 0.005974800740 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2036-12-16 0 USD 0 USD 14489200 USD 1 1.805 USD 2026-12-14 XXXX 184592.41 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 147213700 NC USD 937751.27 0.030352694252 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2031-12-16 0 USD 0 USD 147213700 USD 1 1.752 USD 2026-12-14 XXXX 937751.27 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 147213700 NC USD -852367.32 -0.027589026517 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2031-12-16 0 USD 0 USD 147213700 USD 1 1.752 USD 2026-12-14 XXXX -852367.32 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 18108500 NC USD -486032.14 -0.015731660851 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2056-12-16 0 USD 0 USD 18108500 USD 1 1.71 USD 2026-12-14 XXXX -486032.14 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 18108500 NC USD 394584.22 0.012771717373 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2056-12-16 0 USD 0 USD 18108500 USD 1 1.71 USD 2026-12-14 XXXX 394584.22 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 36109900 NC USD 357126.91 0.011559316692 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2041-12-17 0 USD 0 USD 36109900 USD 1 1.6125 USD 2031-12-15 XXXX 357126.91 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 36109900 NC USD -405514.18 -0.013125493203 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2041-12-17 0 USD 0 USD 36109900 USD 1 1.6125 USD 2031-12-15 XXXX -405514.18 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 335906400 NC USD -792739.1 -0.025659008197 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2025-12-19 0 USD 0 USD 335906400 USD 1 1.3925 USD 2023-12-15 XXXX -792739.1 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 335906400 NC USD 1004360.14 0.032508658984 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2025-12-19 0 USD 0 USD 335906400 USD 1 1.3925 USD 2023-12-15 XXXX 1004360.14 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 74871100 NC USD -874494.45 -0.028305227106 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-03-31 0 USD 0 USD 74871100 USD 1 1.37 USD 2022-03-29 XXXX -874494.45 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 74871100 NC USD 1027231.49 0.033248948138 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-03-31 0 USD 0 USD 74871100 USD 1 1.37 USD 2022-03-29 XXXX 1027231.49 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25335900 NC USD 21282.16 0.000688850995 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2042-01-14 0 USD 0 USD 25335900 USD 1 1.905 USD 2032-01-12 XXXX 21282.16 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25335900 NC USD 58272.57 0.001886139275 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2042-01-14 0 USD 0 USD 25335900 USD 1 1.905 USD 2032-01-12 XXXX 58272.57 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9501000 NC USD 41709.39 0.001350030016 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2062-01-14 0 USD 0 USD 9501000 USD 1 1.544 USD 2032-01-12 XXXX 41709.39 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9501000 NC USD 12351.3 0.000399781098 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2062-01-14 0 USD 0 USD 9501000 USD 1 1.544 USD 2032-01-12 XXXX 12351.3 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 62686100 NC USD -79611.35 -0.002576822920 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2029-01-16 0 USD 0 USD 62686100 USD 1 1.7 USD 2024-01-11 XXXX -79611.35 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 62686100 NC USD -63312.96 -0.002049284260 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2029-01-16 0 USD 0 USD 62686100 USD 1 1.7 USD 2024-01-11 XXXX -63312.96 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9726100 NC USD 6030.18 0.000195182044 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-01-14 0 USD 0 USD 9726100 USD 1 1.81 USD 2027-01-12 XXXX 6030.18 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9726100 NC USD -21397.42 -0.000692581677 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-01-14 0 USD 0 USD 9726100 USD 1 1.81 USD 2027-01-12 XXXX -21397.42 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 47962700 NC USD -42686.8 -0.001381666366 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2047-01-15 0 USD 0 USD 47962700 USD 1 1.724 USD 2037-01-13 XXXX -42686.8 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 47962700 NC USD 24940.6 0.000807265669 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2047-01-15 0 USD 0 USD 47962700 USD 1 1.724 USD 2037-01-13 XXXX 24940.6 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 110314200 NC USD -101489.06 -0.003284950399 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Put Written WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2027-01-15 0 USD 0 USD 110314200 USD 1 1.62 USD 2025-01-13 XXXX -101489.06 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 110314200 NC USD -2206.28 -0.000071411839 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Call Written WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2027-01-15 0 USD 0 USD 110314200 USD 1 1.62 USD 2025-01-13 XXXX -2206.28 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 14388800 NC USD -23165.97 -0.000749825276 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Call Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2042-01-15 0 USD 0 USD 14388800 USD 1 1.8225 USD 2032-01-13 XXXX -23165.97 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 14388800 NC USD 47051.38 0.001522937048 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Put Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2042-01-15 0 USD 0 USD 14388800 USD 1 1.8225 USD 2032-01-13 XXXX 47051.38 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 38370100 NC USD -58322.55 -0.001887757004 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2042-01-15 0 USD 0 USD 38370100 USD 1 1.826 USD 2032-01-13 XXXX -58322.55 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 38370100 NC USD 118563.61 0.003837611442 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2042-01-15 0 USD 0 USD 38370100 USD 1 1.826 USD 2032-01-13 XXXX 118563.61 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 59312200 NC USD 74733.37 0.002418934746 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2027-04-25 0 USD 0 USD 59312200 USD 1 1.208 USD 2022-04-21 XXXX 74733.37 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 59312200 NC USD -134638.69 -0.004357922109 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2027-04-25 0 USD 0 USD 59312200 USD 1 1.458 USD 2022-04-21 XXXX -134638.69 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 59312200 NC USD -55160.35 -0.001785404394 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2027-04-25 0 USD 0 USD 59312200 USD 1 1.708 USD 2022-04-21 XXXX -55160.35 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 81038400 NC USD -29984.21 -0.000970514877 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-03-02 0 USD 0 USD 81038400 USD 1 1.856 USD 2022-02-28 XXXX -29984.21 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 81038400 NC USD -136954.9 -0.004432892110 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-03-02 0 USD 0 USD 81038400 USD 1 1.606 USD 2022-02-28 XXXX -136954.9 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 81038400 NC USD 25932.29 0.000839364227 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-03-02 0 USD 0 USD 81038400 USD 1 1.356 USD 2022-02-28 XXXX 25932.29 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 2457900 NC USD 113382.93 0.003669925617 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Call Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2055-03-17 0 USD 327720 USD 2457900 USD 1 1.17 USD 2025-03-13 XXXX 214337.07 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 4915900 NC USD 1087937.83 0.035213862541 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2055-03-17 0 USD 751040.28 USD 4915900 USD 1 1.17 USD 2025-03-13 XXXX -336897.55 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 30174400 NC USD 407052.66 0.013175290004 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2032-03-24 0 USD 977650.56 USD 30174400 USD 1 1.07 USD 2027-03-22 XXXX 570597.9 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 30174400 NC USD 1693689.07 0.054820535194 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2032-03-24 0 USD 977650.56 USD 30174400 USD 1 1.07 USD 2027-03-22 XXXX -716038.51 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 17130300 NC USD 1873540.91 0.060641895383 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2035-03-24 0 USD 1004692.06 USD 17130300 USD 1 .968 USD 2025-03-20 XXXX -868848.85 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 17130300 NC USD 251644.11 0.008145098786 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2035-03-24 0 USD 1004692.06 USD 17130300 USD 1 .968 USD 2025-03-20 XXXX 753047.95 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 14414200 NC USD -5359487.84 -0.173473394236 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2052-06-22 0 USD 0 USD 14414200 USD 1 2.3075 USD 2022-06-20 XXXX -5359487.84 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 14414200 NC USD -92106.74 -0.002981267856 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2052-06-22 0 USD 0 USD 14414200 USD 1 2.3075 USD 2022-06-20 XXXX -92106.74 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 16661800 NC USD -664139.35 -0.021496551672 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2035-04-04 0 USD 0 USD 16661800 USD 1 .902 USD 2025-04-02 XXXX -664139.35 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 16661800 NC USD 1008538.75 0.032643910277 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2035-04-04 0 USD 0 USD 16661800 USD 1 .902 USD 2025-04-02 XXXX 1008538.75 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 55539700 NC USD 623155.43 0.020170003330 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2032-04-04 0 USD 0 USD 55539700 USD 1 .983 USD 2030-04-02 XXXX 623155.43 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 55539700 NC USD -415992.35 -0.013464645706 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2032-04-04 0 USD 0 USD 55539700 USD 1 .983 USD 2030-04-02 XXXX -415992.35 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 138849000 NC USD 920568.87 0.029796542370 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-08 0 USD 0 USD 138849000 USD 1 .87 USD 2027-04-06 XXXX 920568.87 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 138849000 NC USD -530403.18 -0.017167841909 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-08 0 USD 0 USD 138849000 USD 1 .87 USD 2027-04-06 XXXX -530403.18 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 41654700 NC USD 1269218.71 0.041081477228 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-13 0 USD 0 USD 41654700 USD 1 .8925 USD 2023-04-11 XXXX 1269218.71 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 41654700 NC USD -772694.68 -0.025010219791 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-13 0 USD 0 USD 41654700 USD 1 .8925 USD 2023-04-11 XXXX -772694.68 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 33323900 NC USD 548178.16 0.017743174143 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2030-05-08 0 USD 0 USD 33323900 USD 1 .958 USD 2025-05-06 XXXX 548178.16 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 33323900 NC USD -1005382.06 -0.032541736013 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2030-05-08 0 USD 0 USD 33323900 USD 1 .958 USD 2025-05-06 XXXX -1005382.06 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25768900 NC USD 867381.17 0.028074987788 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-06-28 0 USD 0 USD 25768900 USD 1 1.168 USD 2027-06-24 XXXX 867381.17 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25768900 NC USD -1158054.37 -0.037483361894 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-06-28 0 USD 0 USD 25768900 USD 1 1.168 USD 2027-06-24 XXXX -1158054.37 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 12950900 NC USD -354725.15 -0.011481577649 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-11-25 0 USD 0 USD 12950900 USD 1 1.102 USD 2022-11-23 XXXX -354725.15 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 12950900 NC USD 668913.98 0.021651094662 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-11-25 0 USD 0 USD 12950900 USD 1 1.102 USD 2022-11-23 XXXX 668913.98 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 32946100 NC USD 364054.4 0.011783542447 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Put Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2041-01-15 0 USD 0 USD 32946100 USD 1 1.96 USD 2031-01-13 XXXX 364054.4 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 32946100 NC USD -106745.36 -0.003455083857 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Call Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2041-01-15 0 USD 0 USD 32946100 USD 1 1.96 USD 2031-01-13 XXXX -106745.36 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 260109800 NC USD -1542451.11 -0.049925335682 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2026-01-16 0 USD 0 USD 260109800 USD 1 1.115 USD 2025-01-14 XXXX -1542451.11 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 260109800 NC USD 421377.88 0.013638962021 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2026-01-16 0 USD 0 USD 260109800 USD 1 1.115 USD 2025-01-14 XXXX 421377.88 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 260109800 NC USD 561837.17 0.018185282586 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2029-01-18 0 USD 0 USD 260109800 USD 1 1.76 USD 2028-01-14 XXXX 561837.17 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 260109800 NC USD -44218.67 -0.001431249217 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2029-01-18 0 USD 0 USD 260109800 USD 1 1.76 USD 2028-01-14 XXXX -44218.67 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 18485500 NC USD 86697 0.002806167923 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-01-24 0 USD 0 USD 18485500 USD 1 1.918 USD 2031-01-22 XXXX 86697 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 18485500 NC USD -168033.2 -0.005438819980 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-01-24 0 USD 0 USD 18485500 USD 1 1.918 USD 2031-01-22 XXXX -168033.2 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 15357200 NC USD -2150.01 -0.000069590518 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2061-01-24 0 USD 0 USD 15357200 USD 1 1.625 USD 2041-01-22 XXXX -2150.01 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 15357200 NC USD 51600.19 0.001670170802 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2061-01-24 0 USD 0 USD 15357200 USD 1 1.625 USD 2041-01-22 XXXX 51600.19 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 269809400 NC USD 148395.17 0.004803185416 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2025-01-31 -505892.63 USD 0 USD 269809400 USD 1 .485 USD 2024-01-29 XXXX -357497.46 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 269809400 NC USD 2838394.89 0.091871837468 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2025-01-31 0 USD 580090.21 USD 269809400 USD 1 .985 USD 2024-01-29 XXXX -2258304.68 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 40009500 NC USD -118028.02 -0.003820275716 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2041-01-31 0 USD 0 USD 40009500 USD 1 1.985 USD 2031-01-29 XXXX -118028.02 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 40009500 NC USD 371288.16 0.012017681405 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2041-01-31 0 USD 0 USD 40009500 USD 1 1.985 USD 2031-01-29 XXXX 371288.16 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 75101900 NC USD -1637972.44 -0.053017125389 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Call Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2033-02-03 0 USD 0 USD 75101900 USD 1 1.5 USD 2023-02-01 XXXX -1637972.44 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 75101900 NC USD 1661254.03 0.053770692998 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2033-02-03 0 USD 0 USD 75101900 USD 1 1.5 USD 2023-02-01 XXXX 1661254.03 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 15020300 NC USD -679368.17 -0.021989470991 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2053-02-03 0 USD 0 USD 15020300 USD 1 1.715 USD 2023-02-01 XXXX -679368.17 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 15020300 NC USD 215841.71 0.006986263458 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2053-02-03 0 USD 0 USD 15020300 USD 1 1.715 USD 2023-02-01 XXXX 215841.71 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 105142300 NC USD 1765339.22 0.057139673718 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Put Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2029-02-06 0 USD 0 USD 105142300 USD 1 1.405 USD 2024-02-02 XXXX 1765339.22 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 30040600 NC USD -94928.3 -0.003072594789 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Call Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2036-02-04 0 USD 0 USD 30040600 USD 1 1.937 USD 2026-02-02 XXXX -94928.3 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 30040600 NC USD 253542.66 0.008206550164 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2036-02-04 0 USD 0 USD 30040600 USD 1 1.937 USD 2026-02-02 XXXX 253542.66 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 105142300 NC USD -941023.58 -0.030458610851 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Call Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2029-02-06 0 USD 0 USD 105142300 USD 1 1.405 USD 2024-02-02 XXXX -941023.58 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 56013300 NC USD -58253.83 -0.001885532707 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2041-02-05 0 USD 0 USD 56013300 USD 1 2.031 USD 2031-02-03 XXXX -58253.83 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 56013300 NC USD 429061.88 0.013887674137 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2041-02-05 0 USD 0 USD 56013300 USD 1 2.031 USD 2031-02-03 XXXX 429061.88 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 75101900 NC USD 1298511.85 0.042029623875 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Put Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2029-02-06 0 USD 0 USD 75101900 USD 1 1.3875 USD 2024-02-02 XXXX 1298511.85 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 75101900 NC USD -696194.61 -0.022534101327 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Call Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2029-02-06 0 USD 0 USD 75101900 USD 1 1.3875 USD 2024-02-02 XXXX -696194.61 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 44430800 NC USD 224375.54 0.007262482474 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Call Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2035-02-21 0 USD 0 USD 44430800 USD 1 2.16 USD 2025-02-19 XXXX 224375.54 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 44430800 NC USD -218599.54 -0.007075527609 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Put Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2035-02-21 0 USD 0 USD 44430800 USD 1 2.16 USD 2025-02-19 XXXX -218599.54 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 12974800 NC USD 242758.51 0.007857493844 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2056-03-02 0 USD 0 USD 12974800 USD 1 2.095 USD 2026-02-26 XXXX 242758.51 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 12974800 NC USD -179441.48 -0.005808077848 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Call Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2056-03-02 0 USD 0 USD 12974800 USD 1 2.095 USD 2026-02-26 XXXX -179441.48 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 7804700 NC USD 173186.29 0.005605612786 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Call Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2032-03-07 0 USD 0 USD 7804700 USD 1 1.775 USD 2022-03-03 XXXX 173186.29 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 7804700 NC USD 106065.87 0.003433090443 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2032-03-07 0 USD 0 USD 7804700 USD 1 1.775 USD 2022-03-03 XXXX 106065.87 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 3001800 NC USD -20982.58 -0.000679154330 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2041-03-05 0 USD 0 USD 3001800 USD 1 2.405 USD 2031-03-03 XXXX -20982.58 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 3001800 NC USD 41004.59 0.001327217380 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Call Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2041-03-05 0 USD 0 USD 3001800 USD 1 2.405 USD 2031-03-03 XXXX 41004.59 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 30792400 NC USD -36027.11 -0.001166108636 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2034-03-20 0 USD 0 USD 30792400 USD 1 1.29 USD 2024-03-18 XXXX -36027.11 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 21554700 NC USD 153038.37 0.004953474340 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2034-03-20 0 USD 0 USD 21554700 USD 1 2.29 USD 2024-03-18 XXXX 153038.37 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 27212800 NC USD -317029.12 -0.010261450191 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-03-28 0 USD 0 USD 27212800 USD 1 2.285 USD 2041-03-26 XXXX -317029.12 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 27212800 NC USD 457719.3 0.014815244096 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-03-28 0 USD 0 USD 27212800 USD 1 2.285 USD 2041-03-26 XXXX 457719.3 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 61584900 NC USD 141645.27 0.004584707811 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2034-05-01 0 USD 0 USD 61584900 USD 1 2.17 USD 2024-04-29 XXXX 141645.27 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 123169700 NC USD 56658.06 0.001833881571 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2034-05-01 0 USD 0 USD 123169700 USD 1 1.085 USD 2024-04-29 XXXX 56658.06 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 123779800 NC USD 971671.43 0.031450606117 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2023-05-11 0 USD 0 USD 123779800 USD 1 .305 USD 2022-05-09 XXXX 971671.43 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 247559600 NC USD -995189.59 -0.032211830914 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2023-05-11 0 USD 0 USD 247559600 USD 1 .805 USD 2022-05-09 XXXX -995189.59 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 33394000 NC USD -4662470.28 -0.150912656049 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2052-02-17 0 USD 0 USD 33394000 USD 1 2.8325 USD 2022-02-15 XXXX -4662470.28 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 33394000 NC USD 2335576.36 0.075596842602 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2052-02-17 0 USD 0 USD 33394000 USD 1 2.8325 USD 2022-02-15 XXXX 2335576.36 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 6678900 NC USD -442543.91 -0.014324054174 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2047-03-25 0 USD 0 USD 6678900 USD 1 2.8175 USD 2027-03-23 XXXX -442543.91 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 6678900 NC USD 352579.13 0.011412116277 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2047-03-25 0 USD 0 USD 6678900 USD 1 2.8175 USD 2027-03-23 XXXX 352579.13 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 5702000 NC USD 334308.26 0.010820733308 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2049-11-12 0 USD 0 USD 5702000 USD 1 2.902 USD 2024-11-08 XXXX 334308.26 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 5702000 NC USD -388192.16 -0.012564822166 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2049-11-12 0 USD 0 USD 5702000 USD 1 2.902 USD 2024-11-08 XXXX -388192.16 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 5702000 NC USD 293824.06 0.009510359668 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2049-11-14 0 USD 0 USD 5702000 USD 1 2.689 USD 2024-11-12 XXXX 293824.06 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 5702000 NC USD -451598.4 -0.014617125669 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2049-11-14 0 USD 0 USD 5702000 USD 1 2.689 USD 2024-11-12 XXXX -451598.4 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9503400 NC USD -413302.87 -0.013377593876 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2039-11-13 0 USD 0 USD 9503400 USD 1 2.5 USD 2029-11-09 XXXX -413302.87 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9503400 NC USD 256116.63 0.008289863221 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2039-11-13 0 USD 0 USD 9503400 USD 1 2.5 USD 2029-11-09 XXXX 256116.63 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 5702000 NC USD 266682.54 0.008631855651 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-11-15 0 USD 0 USD 5702000 USD 1 2.505 USD 2024-11-13 XXXX 266682.54 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 5702000 NC USD -526921.82 -0.017055158877 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-11-15 0 USD 0 USD 5702000 USD 1 2.505 USD 2024-11-13 XXXX -526921.82 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18691900 NC USD 4314090.52 0.139636463014 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2048-04-17 -2122465.25 USD 0 USD 18691900 USD 1 3 USD 2047-04-17 XXXX 2191625.27 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1179600 NC USD 233431.04 0.007555586660 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2053-10-19 0 USD 0 USD 1179600 USD 1 3.27 USD 2023-10-17 XXXX 233431.04 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1179600 NC USD -115069.98 -0.003724531261 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2053-10-19 0 USD 0 USD 1179600 USD 1 3.27 USD 2023-10-17 XXXX -115069.98 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18691900 NC USD 4375026.11 0.141608797674 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-02-02 -2274804.23 USD 0 USD 18691900 USD 1 3 USD 2048-02-03 XXXX 2100221.88 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 13718400 NC USD 1405175.71 0.045482069778 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2036-02-19 0 USD 701924.8 USD 13718400 USD 1 2.97 USD 2026-02-17 XXXX -703250.91 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 13718400 NC USD 344880.58 0.011162933214 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2036-02-19 0 USD 701924.8 USD 13718400 USD 1 2.97 USD 2026-02-17 XXXX 357044.22 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 13718400 NC USD 335963.62 0.010874313226 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2036-03-03 0 USD 704211.2 USD 13718400 USD 1 3.01 USD 2026-02-27 XXXX 368247.58 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 13718400 NC USD 1440980.74 0.046640990232 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2036-03-03 0 USD 704211.2 USD 13718400 USD 1 3.01 USD 2026-02-27 XXXX -736769.54 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 73993400 NC USD 326310.89 0.010561878178 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2024-05-18 0 USD 0 USD 73993400 USD 1 2.2275 USD 2022-05-16 XXXX 326310.89 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 73993400 NC USD -643002.65 -0.020812408859 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2024-05-18 0 USD 0 USD 73993400 USD 1 2.2275 USD 2022-05-16 XXXX -643002.65 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18691900 NC USD 3392206.01 0.109797336624 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-05-27 0 USD 1757038.6 USD 18691900 USD 1 2.75 USD 2025-05-22 XXXX -1635167.41 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18691900 NC USD 3713145.94 0.120185370083 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-05-24 -2093492.8 USD 0 USD 18691900 USD 1 2.75 USD 2048-05-26 XXXX 1619653.14 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 46012800 NC USD 478533.12 0.015488936081 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Call Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2052-07-20 0 USD 0 USD 46012800 USD 1 2.2775 USD 2022-07-18 XXXX 478533.12 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 46012800 NC USD -2911229.86 -0.094229325692 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Put Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2052-07-20 0 USD 0 USD 46012800 USD 1 2.2775 USD 2022-07-18 XXXX -2911229.86 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 51795400 NC USD 386393.68 0.012506609807 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2024-08-31 0 USD 0 USD 51795400 USD 1 1.245 USD 2022-08-26 XXXX 386393.68 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 51795400 NC USD -92195.81 -0.002984150832 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2024-08-31 0 USD 0 USD 51795400 USD 1 1.245 USD 2022-08-26 XXXX -92195.81 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 32836200 NC USD 915473.26 0.029631610050 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2034-08-29 -1691885.21 USD 0 USD 32836200 USD 1 1.613 USD 2024-08-27 XXXX -776411.95 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 32836200 NC USD 2137636.62 0.069190021731 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2034-08-29 -1691885.21 USD 0 USD 32836200 USD 1 1.613 USD 2024-08-27 XXXX 445751.41 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 32836200 NC USD 1564316.57 0.050633066658 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2032-09-01 0 USD 1375836.78 USD 32836200 USD 1 1.512 USD 2022-08-30 XXXX -188479.79 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 32836200 NC USD 266958.31 0.008640781645 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2032-09-01 0 USD 1375836.78 USD 32836200 USD 1 1.512 USD 2022-08-30 XXXX 1108878.47 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18691900 NC USD 4061002.19 0.131444618391 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-02-02 0 USD 4712227.99 USD 18691900 USD 1 3 USD 2024-01-31 XXXX 651225.8 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18691900 NC USD 3918196.08 0.126822337054 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2048-04-14 0 USD 4738396.65 USD 18691900 USD 1 3 USD 2023-04-12 XXXX 820200.57 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 11101100 NC USD 802942.56 0.025989269016 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2039-10-12 0 USD 714910.84 USD 11101100 USD 1 1.865 USD 2029-10-10 XXXX -88031.72 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 11101100 NC USD 564046.89 0.018256805769 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2039-10-12 0 USD 714910.84 USD 11101100 USD 1 1.865 USD 2029-10-10 XXXX 150863.95 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 12877200 NC USD 647851.93 0.020969368084 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2036-10-21 0 USD 714906.62 USD 12877200 USD 1 1.9875 USD 2026-10-19 XXXX 67054.69 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 12877200 NC USD 759883.57 0.024595555778 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2036-10-21 0 USD 714906.62 USD 12877200 USD 1 1.9875 USD 2026-10-19 XXXX -44976.95 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 95618500 NC USD 921762.34 0.029835172049 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2033-12-04 0 USD 1048934.95 USD 95618500 USD 1 3.229 USD 2023-11-30 XXXX 127172.61 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 95618500 NC USD 11290632.48 0.365449908247 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2033-12-04 0 USD 10852699.75 USD 95618500 USD 1 3.229 USD 2023-11-30 XXXX -437932.73 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 96644300 NC USD 1442899.4 0.046703092521 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2034-02-15 0 USD 1593329.65 USD 96644300 USD 1 2.9425 USD 2024-02-13 XXXX 150430.25 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 96644300 NC USD 9376429.99 0.303491897872 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2034-02-15 0 USD 8923289.34 USD 96644300 USD 1 2.9425 USD 2024-02-13 XXXX -453140.65 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 92778600 NC USD 3154472.4 0.102102486392 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2055-12-02 0 USD 3036460.87 USD 92778600 USD 1 3.195 USD 2025-11-28 XXXX -118011.53 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 92778600 NC USD 28555397.51 0.924267743057 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2055-12-02 0 USD 24777519.96 USD 92778600 USD 1 3.195 USD 2025-11-28 XXXX -3777877.55 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 196510100 NC USD 5301842.5 0.171607556848 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2038-11-29 -4492077.58 USD 0 USD 196510100 USD 1 3.312 USD 2028-11-27 XXXX 809764.92 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 196510100 NC USD 24459612.15 0.791697279298 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2038-11-29 -22104187.9 USD 0 USD 196510100 USD 1 3.312 USD 2028-11-27 XXXX 2355424.25 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 57986600 NC USD 14815576.3 0.479543640186 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2059-04-26 0 USD 12298313.56 USD 57986600 USD 1 2.7875 USD 2029-04-24 XXXX -2517262.74 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 57986600 NC USD 3963963.98 0.128303731022 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2059-04-26 0 USD 4000753.24 USD 57986600 USD 1 2.7875 USD 2029-04-24 XXXX 36789.26 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 4643600 NC USD 28140.22 0.000910829472 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2055-01-16 0 USD 0 USD 4643600 USD 1 2.032 USD 2025-01-14 XXXX 28140.22 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 4643600 NC USD -47225.41 -0.001528569970 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2055-01-16 0 USD 0 USD 4643600 USD 1 2.032 USD 2025-01-14 XXXX -47225.41 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 11702400 NC USD -35809.34 -0.001159059959 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2055-01-24 0 USD 0 USD 11702400 USD 1 1.727 USD 2025-01-22 XXXX -35809.34 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 11702400 NC USD -79810.37 -0.002583264706 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2055-01-24 0 USD 0 USD 11702400 USD 1 1.727 USD 2025-01-22 XXXX -79810.37 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 10500000 NC USD 1896405 0.061381949548 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2057-03-01 -1484700 USD 0 USD 10500000 USD 1 1.5 USD 2027-02-25 XXXX 411705 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 10500000 NC USD 920115 0.029781851718 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2057-03-01 -1484700 USD 0 USD 10500000 USD 1 1.5 USD 2027-02-25 XXXX -564585 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 66000000 NC USD 1122660 0.036337733490 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2026-02-28 0 USD 679800 USD 66000000 USD 1 1.247 USD 2024-02-26 XXXX -442860 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 66000000 NC USD 269280 0.008715929021 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2026-02-28 0 USD 679800 USD 66000000 USD 1 1.247 USD 2024-02-26 XXXX 410520 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 14000000 NC USD 978040 0.031656741010 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Put Written WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2034-02-28 0 USD 667100 USD 14000000 USD 1 1.47 USD 2024-02-26 XXXX -310940 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 14000000 NC USD 287280 0.009298544597 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Call Written WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2034-02-28 0 USD 667100 USD 14000000 USD 1 1.47 USD 2024-02-26 XXXX 379820 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 9000000 NC USD 2520 0.000081566181 N/A DIR CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 Call Purchased NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 2052-03-01 -801900 USD 0 USD 9000000 USD 1 1.465 USD 2022-02-25 XXXX -799380 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 9000000 NC USD 1008450 0.032641037659 N/A DIR CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 Put Purchased NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 2052-03-01 -801900 USD 0 USD 9000000 USD 1 1.465 USD 2022-02-25 XXXX 206550 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 19218800 NC USD -1074523.11 -0.034779661162 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2050-03-07 0 USD 0 USD 19218800 USD 1 1.275 USD 2030-03-05 XXXX -1074523.11 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 19218800 NC USD 1042812.09 0.033753253707 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2050-03-07 0 USD 0 USD 19218800 USD 1 1.275 USD 2030-03-05 XXXX 1042812.09 N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 91282CCM1 120220.08 PA USD 135967.94871936 0.004400946933 Long DBT UST US N 2 2031-07-15 Fixed .125 N N N N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 99MK129K6 9100000 NC USD 8494122 0.274933765760 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2025-09-29 0 USD 0 USD 8936745.59 USD -322156.58 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 6389000 NC USD 6835271.65 0.221240873951 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2024-07-17 0 USD 0 USD 6989566 USD -133156.82 N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796D30 26011000 PA USD 26010418.98 0.841893069014 Long DBT UST US N 2 2022-02-24 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796F38 26200000 PA USD 26197123.5 0.847936233542 Long DBT UST US N 2 2022-03-24 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796H44 24900000 PA USD 24880184.34 0.805310163121 Long DBT UST US N 2 2022-05-19 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796K99 22300000 PA USD 22299958.07 0.721794606726 Long DBT UST US N 2 2022-02-03 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796U72 2000000 PA USD 1998913.06 0.064699882461 Long DBT UST US N 2 2022-05-03 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796L80 29567000 PA USD 29566602.63 0.956997957151 Long DBT UST US N 2 2022-02-17 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796L98 26800000 PA USD 26799218.24 0.867424554314 Long DBT UST US N 2 2022-03-03 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796M97 30900000 PA USD 30898959.91 1.000123074064 Long DBT UST US N 2 2022-03-10 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796N47 29059000 PA USD 29051720.14 0.940332481673 Long DBT UST US N 2 2022-04-07 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796L72 9800000 PA USD 9799919.74 0.317199215912 Long DBT UST US N 2 2022-02-10 Fixed 0 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UBY4 455000 PA USD 475264.97 0.015383154131 Long DBT CORP US N 2 2054-10-01 Variable 5.75 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAH6 2152000 PA USD 2125762.64 0.068805690303 Long DBT CORP FR N 2 2037-01-14 Variable 3.648 N N N N N N TRANSCANADA TRUST 549300Y0MFCAXLBWUV51 89356BAC2 2430000 PA USD 2496557.7 0.080807411278 Long DBT CORP CA N 2 2077-03-15 Variable 5.3 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 46647PAL0 3737000 PA USD 4081940.68 0.132122345636 Long DBT CORP US N 2 2048-11-15 Variable 3.964 N N N N N N DEUTSCHE BANK AG/NEW YORK NY 7LTWFZYICNSX8D621K86 251526BN8 470000 PA USD 491418.08 0.015905990436 Long DBT CORP US N 2 2032-12-01 Variable 4.875 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38141GWZ3 6569000 PA USD 7077963.49 0.229096209851 Long DBT CORP US N 2 2029-05-01 Variable 4.223 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BG5 2860000 PA USD 3174314 0.102744710015 Long DBT CORP GB N 2 2029-05-18 Variable 4.892 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAN1 490000 PA USD 506874.74 0.016406284374 Long DBT CORP US N 2 2028-08-09 Variable 4.682 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAV3 200000 PA USD 204938.29 0.006633346662 Long DBT CORP DK N 2 2025-12-20 Variable 3.244 N N N N N N FIRST-CITIZENS BANK AND TRUST CO L9VVX1KT5TFTKS0MLF66 12556LBJ4 2060000 PA USD 2103344.46 0.068080069144 Long DBT CORP US N 2 2025-09-27 Variable 2.969 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 48123UAB0 2598000 PA USD 2244931.8 0.072662901904 Long DBT CORP US N 2 2047-05-15 Floating 1.125 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 7624000 PA USD 7408163.34 0.239783964067 Long DBT CORP US N 2 2031-02-13 Variable 2.496 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 46647PBK1 1440000 PA USD 1432135.77 0.046354700383 Long DBT CORP US N 2 2026-04-22 Variable 2.083 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 46647PBP0 22686000 PA USD 22538664.64 0.729520949272 Long DBT CORP US N 2 2031-05-13 Variable 2.956 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AQ1 8075000 PA USD 7999216.13 0.258914884169 Long DBT CORP CH N 2 2026-06-05 Variable 2.193 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659T2B6 3020000 PA USD 2787365.32 0.090220136228 Long DBT CORP FR N 2 2035-08-12 Variable 2.588 N N N N N N DEUTSCHE BANK AG/NEW YORK NY 7LTWFZYICNSX8D621K86 251526CE7 450000 PA USD 439722.23 0.014232723356 Long DBT CORP US N 2 2026-11-24 Variable 2.129 N N N N N N DEUTSCHE BANK AG/NEW YORK NY 7LTWFZYICNSX8D621K86 251526CF4 7895000 PA USD 7673148.53 0.248360880687 Long DBT CORP US N 2 2032-01-14 Variable 3.729 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCG8 6301000 PA USD 5776806.45 0.186980967705 Long DBT CORP US N 2 2032-07-29 Variable 2.359 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJB7 7253000 PA USD 6963242.87 0.225382986511 Long DBT CORP US N 2 2036-11-03 Variable 2.491 N N N N N N DEUTSCHE BANK AG/NEW YORK NY 7LTWFZYICNSX8D621K86 251526CP2 345000 PA USD 335125.78 0.010847194413 Long DBT CORP US N 2 2027-11-16 Variable 2.311 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAL3 6200000 PA USD 5947459.55 0.192504587382 Long DBT CORP ES N 2 2032-11-22 Variable 3.225 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAV2 7400000 PA USD 7087326.47 0.229399266406 Long DBT CORP NL N 2 2037-03-13 Variable 3.324 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAQ6 4438000 PA USD 4066301.61 0.131616147537 Long DBT CORP GB N 2 2046-12-14 Variable 3.369 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 891160MJ9 1180000 PA USD 1241855.93 0.040195811570 Long DBT CORP CA N 2 2031-09-15 Variable 3.625 N N N N N N 2022-03-28 Putnam Investments Inc Janet C. Smith NPORT Principal Financial Officer XXXX