NPORT-P false 0000836622 XXXXXXXX S000005529 C000015039 C000015038 C000015037 C000015036 C000015040 C000015041 C000135951 Putnam Diversified Income Trust 811-05635 0000836622 BEV01UAW1ZICRL6JHE75 100 FEDERAL STREET BOSTON 02110 1-800-225-1581 Putnam Diversified Income Trust S000005529 BEV01UAW1ZICRL6JHE75 2021-09-30 2021-09-30 N 4883686011.990285585 2403633059.710285585 2480052952.28 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 8576444.2 0 0.00 21473908.27 AUD CAD CHF EUR GBP JPY NOK NZD SEK USD N GSAA HOME EQUITY TRUST 2006-8 N/A 362348AS3 9710144.6 PA USD 3239095.47 0.130605899645 Long ABS-MBS CORP US N 2 2036-05-25 Floating .446 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC 549300R1KUK063S4I339 17312EAC0 1162009.19 PA USD 1070489.23 0.043163966682 Long ABS-MBS CORP US N 2 2037-03-25 Floating .266 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC 549300R1KUK063S4I339 17312EAE6 8420468.1 PA USD 7890912.44 0.318175159637 Long ABS-MBS CORP US N 2 2037-03-25 Floating .436 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PLU1 1710000 PA USD 1792170.8 0.072263408665 Long ABS-MBS CORP US N 2 2058-10-25 Variable 4.75 N N N N N N TOWD POINT MORTGAGE TRUST 2019-2 N/A 89177JAB4 256000 PA USD 275362.59 0.011103093172 Long ABS-MBS CORP US N 2 2058-12-25 Variable 3.75 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 20753TAC7 617000 PA USD 636281.25 0.025655954217 Long ABS-MBS CORP US N 2 2039-06-25 Floating 5.336 N N N N N N TOWD POINT MORTGAGE TRUST 2018-5 N/A 89176VAC6 240000 PA USD 250076.62 0.010083519377 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.25 N N N N N N BWAY CORP 549300RY13CUZRBP7216 05604XAP1 1944018.13 PA USD 1902396.7 0.076707906508 Long DBT CORP US N 2 2024-04-03 Floating 3.334 N N N N N N DIRECTV FINANCING LLC N/A 25460HAB8 900000 PA USD 900279 0.036300797496 Long DBT CORP US N 2 2027-07-22 Floating 5.75 N N N N N N AMERICAN AXLE AND MANUFACTURING INC RY5TAKFOBLDUGX31MS24 02406MAP2 21449.53 PA USD 21381.11 0.000862123124 Long DBT CORP US N 2 2024-04-06 Floating 3 N N N N N N CPG INTERNATIONAL LLC N/A 12626JAE7 1172823.51 PA USD 1172612.4 0.047281748517 Long DBT CORP US N 2 2024-05-05 Floating 3.25 N N N N N N BRAND INDUSTRIAL SERVICES INC 549300B658W2BPDQMW42 10524MAN7 2046011.59 PA USD 2026472.17 0.081710842832 Long DBT CORP US N 2 2024-06-21 Floating 5.25 N N N N N N WERNER FINCO LP N/A 95075EAC3 79832.31 PA USD 79832.31 0.003218976027 Long DBT CORP US N 2 2024-07-24 Floating 5 N N N N N N ASCEND LEARNING LLC 549300T466HKRLVCD610 02083JAC8 2628548.18 PA USD 2626208.77 0.105893253916 Long DBT CORP US N 2 2024-07-12 Floating 4 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 L5137LAF2 290000 PA USD 293210.3 0.011822743532 Long DBT CORP LU N 2 2023-11-27 Floating 8 N N N N N N SCIENTIFIC GAMES INTERNATIONAL INC RLTHESQ0RNFQJWPBJN60 80875AAP6 87949.35 PA USD 87521.04 0.003528998843 Long DBT CORP US N 2 2024-08-14 Floating 2.834 N N N N N N ROBERTSHAW US HOLDING CORP 549300NMXRV2JIXFIY04 77051UAF6 55849.45 PA USD 54034.34 0.002178757512 Long DBT CORP US N 2 2025-02-28 Floating 4.5 N N N N N N ROBERTSHAW US HOLDING CORP 549300NMXRV2JIXFIY04 77051UAH2 1360000 PA USD 1173000 0.047297377216 Long DBT CORP US N 2 2026-02-28 Floating 9 N N N N N N TITAN ACQUISITION LTD/UNITED KINGDOM 213800CPQ6QTUXFE7375 C8856UAB4 140947.29 PA USD 138289.02 0.005576051103 Long DBT CORP GB N 2 2025-03-28 Floating 3.167 N N N N N N GOLDEN NUGGET LLC 91D14OD6M4H1RVBN7R43 51508PAG9 1388987.41 PA USD 1381667.45 0.055711207647 Long DBT CORP US N 2 2023-10-04 Floating 3.25 N N N N N N CLUBCORP HOLDINGS INC 549300XWSO7KBICXNW37 18948TAB9 1483270.56 PA USD 1391189.12 0.056095137756 Long DBT CORP US N 2 2024-09-18 Floating 2.882 N N N N N N ORTHO-CLINICAL DIAGNOSTICS INC 5493006VJVVGE5PD4517 L7300KAJ3 1440904.93 PA USD 1439103.8 0.058027140053 Long DBT CORP US N 2 2025-06-30 Floating 3.083 N N N N N N SOLENIS INTERNATIONAL LLC 549300P0XTH2Z2N7QB86 83420LAK7 1935260.31 PA USD 1934253.98 0.077992446823 Long DBT CORP US N 2 2025-06-26 Floating 4.084 N N N N N N NOURYON USA LLC 549300K7VB5G6LULFT41 N8232NAB3 915708.58 PA USD 909069.69 0.036655253235 Long DBT CORP US N 2 2025-10-01 Floating 2.832 N N N N N N ENTERPRISE MERGER SUB INC N/A 29373UAC5 2835858.97 PA USD 2516824.84 0.10148270575 Long DBT CORP US N 2 2025-10-10 Floating 3.834 N N N N N N TAMKO BUILDING PRODUCTS LLC 5493003VQCGZ0AORLH30 87510EAB5 129012.67 PA USD 128206.34 0.005169500106 Long DBT CORP US N 2 2026-05-03 Floating 3.112 N N N N N N DIAMOND SPORTS GROUP LLC 5493002K6DHWNZH8YA34 25277BAB4 73500 PA USD 45620.72 0.001839505885 Long DBT CORP US N 2 2026-08-24 Floating 3.34 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18452RAD7 1372000 PA USD 1342378.52 0.054127010424 Long DBT CORP US N 2 2026-08-21 Floating 3.629 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988LAF4 77979.79 PA USD 77841.77 0.003138714031 Long DBT CORP US N 2 2025-02-05 Floating 3.75 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174UAF5 61236.51 PA USD 60764.38 0.002450124299 Long DBT CORP US N 2 2026-05-01 Floating 3.084 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 N/A 1074922.96 PA USD 1061099.45 0.042785354604 Long DBT CORP US N 2 2027-02-04 Floating 1.832 N N N N N N CHAMPIONX HOLDING INC N/A 15872EAB8 937500 PA USD 951562.5 0.038368636409 Long DBT CORP US N 2 2027-06-03 Floating 6 N N N N N N TK ELEVATOR US NEWCO INC 549300C2AFWPAYWS5574 N/A 684837.92 PA USD 685789.84 0.027652225706 Long DBT CORP US N 2 2027-06-30 Floating 4.404 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174UAG3 62412.02 PA USD 62380.81 0.002515301536 Long DBT CORP US N 2 2026-05-01 Floating 3.75 N N N N N N EPICOR SOFTWARE CORP JGNXVGGGXR4O1L5I7S73 29426NAN4 1301850 PA USD 1301264.17 0.052469209128 Long DBT CORP US N 2 2027-07-30 Floating 4 N N N N N N GLOBAL MEDICAL RESPONSE INC 549300ZFWD4ZFCEJCQ87 00169QAF6 3059624.99 PA USD 3068803.86 0.123739449078 Long DBT CORP US N 2 2025-10-05 Floating 5.75 N N N N N N APPLECARAMEL BUYER LLC N/A 96350TAC4 1186037.5 PA USD 1188729.81 0.047931630206 Long DBT CORP US N 2 2027-10-19 Floating 4.5 N N N N N N GENESYS CLOUD SERVICES HOLDINGS II LLC 549300CVRD4OUCPHWQ42 39479UAQ6 1164150 PA USD 1167689.01 0.047083228966 Long DBT CORP US N 2 2027-12-01 Floating 4.75 N N N N N N FILTRATION GROUP CORP 549300ZA0D9WN5ECE978 31732FAQ9 851400 PA USD 852677.1 0.034381407027 Long DBT CORP US N 2 2025-03-29 Floating 4.5 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988LAG2 496250 PA USD 496870.31 0.02003466537 Long DBT CORP US N 2 2027-12-15 Floating 4.25 N N N N N N QUORUM HEALTH CORP 549300PO3E4YREFT1I57 74909HAE9 1966547.4 PA USD 1967786.32 0.079344528439 Long DBT CORP US N 2 2025-04-29 Floating 8 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 C7052BAH7 1183695.64 PA USD 1185175.26 0.047788304637 Long DBT CORP CA N 2 2025-05-31 Floating 3.5 N N N N N N TERRIER MEDIA BUYER INC N/A 88145LAE4 1505076.61 PA USD 1501313.92 0.060535559075 Long DBT CORP US N 2 2026-12-17 Floating 3.584 N N N N N N KLOCKNER-PENTAPLAST OF AMERICA INC 5299004QDA11QZOG5N31 49865NAT7 364087.5 PA USD 364771.99 0.014708233938 Long DBT CORP US N 2 2026-02-04 Floating 5.25 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332EAU0 724012.55 PA USD 724012.55 0.029193431106 Long DBT CORP US N 2 2025-04-25 Floating 4 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VAY6 359363.59 PA USD 353883.3 0.014269183231 Long DBT CORP US N 2 2027-07-31 Floating 3.334 N N N N N N VERTIV GROUP CORP 549300ZT8RQ5VK10E643 92537EAC2 325887.37 PA USD 323713.7 0.013052693077 Long DBT CORP US N 2 2027-03-02 Floating 2.833 N N N N N N ALPHA 3 BV 549300RVASWYF4HCO804 N0287GAG8 807975 PA USD 806795.36 0.032531376367 Long DBT CORP NL N 2 2028-03-05 Floating 3 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 02376CBJ3 650000 PA USD 671755.5 0.027086336982 Long DBT CORP US N 2 2028-04-20 Floating 5.5 N N N N N N GARDA WORLD SECURITY CORP 549300ZF1NDXLMCHNO20 C4000KAD6 871001.39 PA USD 871654.64 0.035146614076 Long DBT CORP CA N 2 2026-10-30 Floating 4.34 N N N N N N CORNERSTONE BUILDING BRANDS INC 549300IW41QEWQ6T0H29 72431HAD2 89775 PA USD 89476.05 0.003607828209 Long DBT CORP US N 2 2028-04-12 Floating 3.75 N N N N N N ADIENT US LLC 213800SOTRCDGZUHL712 00687MAC5 897750 PA USD 897372.94 0.036183620159 Long DBT CORP US N 2 2028-04-01 Floating 3.584 N N N N N N ONE CALL CORP 549300WUCCV86ZQHG041 N/A 1596000 PA USD 1607970 0.064836115637 Long DBT CORP US N 2 2027-04-22 Floating 6.25 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932RAJ3 1343250 PA USD 1351497.56 0.054494705799 Long DBT CORP US N 2 2028-04-21 Floating 4.5 N N N N N N SCIH SALT HOLDINGS INC N/A 78397GAF8 1314928.3 PA USD 1315546.31 0.053045089573 Long DBT CORP US N 2 2027-03-16 Floating 4.75 N N N N N N JAZZ FINANCING LUX SARL 635400WUEO2NSG5OIU34 99ME609A1 120697.5 PA USD 120833.89 0.004872230244 Long DBT CORP LU N 2 2028-05-31 Floating 4 N N N N N N ROCKET SOFTWARE INC 549300PVG26ISP5X1556 77313DAT8 703237.5 PA USD 700016.67 0.028225875958 Long DBT CORP US N 2 2025-11-28 Floating 4.75 N N N N N N PQ CORP 2H1FRGMQKKSWC9PFJY28 27922JAB2 19963.89 PA USD 19968.08 0.000805147325 Long DBT CORP US N 2 2028-06-09 Floating 3.25 N N N N N N CQP HOLDCO LP 549300LPL012JY5D4B69 12657QAB9 1105000 PA USD 1101320.35 0.04440713046 Long DBT CORP US N 2 2028-06-04 Floating 4.25 N N N N N N POLARIS NEWCO LLC 254900LEPDAG7EDOA064 73108RAB4 1005000 PA USD 1006889.4 0.040599512163 Long DBT CORP US N 2 2028-06-03 Floating 4.5 N N N N N N CENGAGE LEARNING INC 549300BYGM0FWUSVXJ88 15134NAF3 1995000 PA USD 2006571 0.080908393434 Long DBT CORP US N 2 2026-06-29 Floating 5.75 N N N N N N ASP AMC MERGER SUB INC N/A 00912YAL6 992227.99 PA USD 983079.65 0.039639462097 Long DBT CORP US N 2 2024-04-12 Floating 4.5 N N N N N N TIAA REAL ESTATE CDO LTD N/A 88631FAA6 4414161.5 PA USD 44.14 0.000001779801 Long ABS-MBS CORP US N 2 2038-12-28 Fixed 8 Y Y N N N N MEZZ CAP COMMERCIAL MORTGAGE TRUST N/A 59317EAB9 60276.86 PA USD 0.6 0.000000024193 Long ABS-MBS CORP US N 2 2049-12-15 Variable 7.004 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C23 N/A 61690QAS8 745000 PA USD 751279.68 0.030292888679 Long ABS-MBS CORP US N 2 2050-07-15 Variable 4.282 N N N N N N BANC OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE INC 549300KC4TL4CE0SHX51 05947UD62 5406395.57 PA USD 4168330.99 0.168074273824 Long ABS-MBS CORP US N 2 2042-11-10 Variable 5.665 Y Y N N N N COMM 2014-UBS3 MORTGAGE TRUST N/A 12591YAG0 2511000 PA USD 2530364.08 0.10202863119 Long ABS-MBS CORP US N 2 2047-06-10 Variable 4.927 N N N N N N COMM 2014-CCRE17 MORTGAGE TRUST N/A 12631DAJ2 226000 PA USD 169726 0.006843644199 Long ABS-MBS CORP US N 2 2047-05-10 Variable 5.009 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 549300HG8ZEWVWVSN227 62547NAB5 3609000 PA USD 3642322.26 0.14686469725 Long ABS-MBS CORP US N 2 2049-10-15 Floating 3.336 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C53 N/A 95002BAL7 250000 PA USD 230039.58 0.009275591466 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 2.5 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 5493002KQF9IH3CTQZ40 62548QAD3 568000 PA USD 589216.96 0.023758241108 Long ABS-MBS CORP US N 2 2050-03-25 Floating 3.836 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC16 549300PX4QZK7CUM8D08 94988XAC0 11010000 PA USD 1454502.48 0.058648041311 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.938 N N N N N N CD 2017-CD3 MORTGAGE TRUST N/A 12515GAH0 205000 PA USD 212972.68 0.008587424708 Long ABS-MBS CORP US N 2 2050-02-10 Variable 4.702 N N N N N N CD 2017-CD3 MORTGAGE TRUST N/A 12515GAM9 4116000 PA USD 3420391.47 0.137916066141 Long ABS-MBS CORP US N 2 2050-02-10 Fixed 3.25 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5 N/A 46590TAL9 254000 PA USD 249459.27 0.010058626763 Long ABS-MBS CORP US N 2 2050-03-15 Variable 4.512 N N N N N N BANK 2017-BNK9 N/A 06540RAU8 169000 PA USD 153909.65 0.006205901767 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 2.8 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 549300P1YQ48837ZOI22 61762MBG5 254000 PA USD 55880 0.002253177697 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.216 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC24 N/A 36253GAS1 15237000 PA USD 10388289.48 0.418873696646 Long ABS-MBS CORP US N 2 2047-09-10 Variable 4.669 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2006-HQ10 549300T7A7LUR8384661 61750HAH9 1336154.57 PA USD 1316485.17 0.053082946023 Long ABS-MBS CORP US N 2 2041-11-12 Variable 5.448 N N N N N N BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2007-TOP26 N/A 07388VAH1 591000 PA USD 472800 0.019064109077 Long ABS-MBS CORP US N 2 2045-01-12 Variable 5.54 N N N N N N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2008-C1 N/A 22546NAH7 10781406.85 PA USD 5258092.12 0.212015316656 Long ABS-MBS CORP US N 2 2041-02-15 Variable 6.01 N N N N N N BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2005-PWR7 N/A 07383F4E5 4190000 PA USD 2937190 0.118432551906 Long ABS-MBS CORP US N 2 2041-02-11 Variable 5.304 N N N N N N BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2005-PWR7 N/A 07383F4D7 4945000 PA USD 5691432.92 0.22948836293 Long ABS-MBS CORP US N 2 2041-02-11 Variable 5.235 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 N/A 12527DAG5 13980000 PA USD 13889016.76 0.560029040801 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.887 N N N N N N COMM 2012-LC4 MORTGAGE TRUST N/A 126192AF0 475000 PA USD 475606.15 0.019177257871 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 7066000 PA USD 4953266 0.199724203285 Long ABS-MBS CORP US N 2 2045-03-15 Variable 5.539 N N N N N N GS MORTGAGE SECURITIES TRUST 2012-GCJ7 N/A 36192KAC1 225000 PA USD 207000 0.008346595979 Long ABS-MBS CORP US N 2 2045-05-10 Variable 5.74 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 N/A 92890NAE9 12891000 PA USD 8501299.96 0.342787034131 Long ABS-MBS CORP US N 2 2045-12-15 Variable 4.56 N N N N N N GS MORTGAGE SECURITIES CORP II 5493005BBCF84ICNQ550 36192CAQ8 273000 PA USD 252543.29 0.010182979753 Long ABS-MBS CORP US N 2 2046-02-10 Variable 4.548 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAV9 180000 PA USD 183040.29 0.007380499268 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.499 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAX5 431000 PA USD 357265.94 0.014405577093 Long ABS-MBS CORP US N 2 2046-04-15 Variable 4.305 N N N N N N COMM 2013-CCRE9 MORTGAGE TRUST 549300C72XVZH4MIKU63 12625UAJ2 3238000 PA USD 2175738.48 0.087729517146 Long ABS-MBS CORP US N 2 2045-07-10 Variable 4.412 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12 N/A 46639NAW1 182000 PA USD 186256.6 0.007510186419 Long ABS-MBS CORP US N 2 2045-07-15 Variable 4.235 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C11 N/A 61762TAN6 650000 PA USD 45500 0.001834638247 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.497 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15 5493003CHVRASC16O965 92938CAL1 22811996 PA USD 13049114.14 0.526162722775 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.65 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 549300V2DF3KW9L1CV04 94988QAU5 14132111 PA USD 6502725.53 0.262201076151 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.443 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC18 N/A 36252RBC2 401000 PA USD 397395.09 0.016023653432 Long ABS-MBS CORP US N 2 2047-01-10 Variable 4.885 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C9 N/A 92930RAK8 6190000 PA USD 5523993.14 0.222736903054 Long ABS-MBS CORP US N 2 2045-11-15 Variable 4.969 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C2 N/A 90269CAV2 6847000 PA USD 187607.8 0.007564669127 Long ABS-MBS CORP US N 2 2063-05-10 Variable 5 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C18 N/A 46641JAE6 11123000 PA USD 6020279.26 0.242748012879 Long ABS-MBS CORP US N 2 2047-02-15 Variable 4.956 N N N N N N BANC OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE INC 549300KC4TL4CE0SHX51 05947UD70 8629000 PA USD 2338459 0.094290688344 Long ABS-MBS CORP US N 2 2042-11-10 Variable 5.665 Y Y N N N N COMM 2014-CCRE16 MORTGAGE TRUST N/A 12591VAK7 109000 PA USD 114951.88 0.004635057485 Long ABS-MBS CORP US N 2 2047-04-10 Variable 5.083 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAC1 13371809 PA USD 9019245.05 0.363671470874 Long ABS-MBS CORP US N 2 2046-04-15 Variable 3.25 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C3 N/A 92935VAU2 8644000 PA USD 1255973.2 0.05064299933 Long ABS-MBS CORP US N 2 2044-03-15 Variable 5 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2013-C6 549300G1IXWLFE766Q13 90349GAU9 7734000 PA USD 6115180.99 0.246574613836 Long ABS-MBS CORP US N 2 2046-04-10 Fixed 3.5 N N N N N N COMM 2012-LC4 MORTGAGE TRUST N/A 126192AL7 10009000 PA USD 1439294.2 0.058034817308 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 7740000 PA USD 5976750.6 0.240992862451 Long ABS-MBS CORP US N 2 2047-11-15 Variable 4.089 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25 N/A 46643PAQ3 15725000 PA USD 8518688.53 0.343488171177 Long ABS-MBS CORP US N 2 2047-11-15 Variable 3.332 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17 N/A 61763UAG7 9096000 PA USD 5920577.3 0.238727858393 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.5 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22 N/A 46642NBK1 248000 PA USD 244339.77 0.009852199719 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.705 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C18 N/A 46641JAG1 7852000 PA USD 3803281.09 0.153354834077 Long ABS-MBS CORP US N 2 2047-02-15 Variable 4.456 N N N N N N CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST 549300UFJ8EKD81Y8R30 126281AL8 6587000 PA USD 4887243.75 0.197062072627 Long ABS-MBS CORP US N 2 2050-04-15 Variable 3.904 N N N N N N BBCMS TRUST 2021-C10 N/A 05551VAE3 308000 PA USD 247719.44 0.009988473826 Long ABS-MBS CORP US N 2 2054-07-15 Fixed 2 N N N N N N BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2005-PWR7 N/A 07383F4C9 113698.27 PA USD 113129.78 0.00456158728 Long ABS-MBS CORP US N 2 2041-02-11 Variable 5.214 N N N N N N BIOMARIN PHARMACEUTICAL INC NSLL8ITTRR0J5HEMR848 09061GAK7 966000 PA USD 966795.4 0.038982853132 Long DBT CORP US N 2 2027-05-15 Fixed 1.25 N N N N N BIOMARIN PHARMACEUTICAL INC USD XXXX N N N ZILLOW GROUP INC 2549002XEELQDIR6FU05 98954MAH4 77000 PA USD 119881.09 0.004833811709 Long DBT CORP US N 2 2025-05-15 Fixed 2.75 N N N N N ZILLOW GROUP INC USD ZILLOW GROUP INC USD XXXX N N N TANDEM DIABETES CARE INC 549300JEPFOD0K4D3I05 875372AA2 771000 PA USD 984206.52 0.039684899433 Long DBT CORP US N 2 2025-05-01 Fixed 1.5 N N N N N TANDEM DIABETES CARE INC USD XXXX N N N LIBERTY MEDIA CORP-LIBERTY FORMULA ONE N/A 531229AF9 244000 PA USD 346188.28 0.013958906792 Long DBT CORP US N 2 2023-01-30 Fixed 1 N N N N N LIBERTY MEDIA CORP-LIBERTY FORMULA ONE USD XXXX N N N VIAVI SOLUTIONS INC 5493006K3E3N1QOBF092 925550AB1 1071000 PA USD 1392300 0.056139930348 Long DBT CORP US N 2 2024-03-01 Fixed 1 N N N N N VIAVI SOLUTIONS INC USD XXXX N N N NEUROCRINE BIOSCIENCES INC 549300FECER0XBN49756 64125CAD1 617000 PA USD 818031.8 0.03298444895 Long DBT CORP US N 2 2024-05-15 Fixed 2.25 N N N N N NEUROCRINE BIOSCIENCES INC USD XXXX N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 G1279MQB5 300000 PA 421593.44 0.016999372518 Long DBT CORP GB N 2 2023-04-28 Fixed 1 N N N N N BP PLC GBP XXXX N N N TOTAL S.A. 529900S21EQ1BO4ESM68 F92124BF6 800000 PA USD 811507.96 0.032721396503 Long DBT CORP FR N 2 2022-12-02 Fixed .5 N N N N N TOTAL S.A. EUR XXXX N N N JAZZ INVESTMENTS I LTD N/A 472145AD3 1641000 PA USD 1659461.25 0.066912331387 Long DBT CORP IE N 2 2024-08-15 Fixed 1.5 N N N N N JAZZ PHARMACEUTICALS PLC USD XXXX N N N DEUTSCHE POST AG 8ER8GIG7CSMVD8VUFE78 D1R91PDH9 400000 PA 550670.28 0.022203972681 Long DBT CORP DE N 2 2025-06-30 Fixed .05 N N N N N DEUTSCHE POST AG EUR XXXX N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034AQ2 1257000 PA USD 1813419.04 0.073120174242 Long DBT CORP US N 2 2023-03-15 Fixed 2.5 N N N N N LIVE NATION ENTERTAINMENT INC USD XXXX N N N BLACKSTONE MORTGAGE TRUST INC 549300OLDJ20R2Y2UW20 09257WAC4 877000 PA USD 891754.59 0.035957078626 Long DBT CORP US N 2 2023-03-15 Fixed 4.75 N N N N N BLACKSTONE MORTGAGE TRUST INC USD XXXX N N N CELLNEX TELECOM SA 5493008T4YG3AQUI7P67 E2R41MAG9 400000 PA 845225 0.034080925539 Long DBT CORP ES N 2 2026-01-16 Fixed 1.5 N N N N N CELLNEX TELECOM SA EUR XXXX N N N GUIDEWIRE SOFTWARE INC 549300WXSG0J8IXZCK32 40171VAA8 742000 PA USD 889936.25 0.03588376003 Long DBT CORP US N 2 2025-03-15 Fixed 1.25 N N N N N GUIDEWIRE SOFTWARE INC USD XXXX N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BJ7 1777000 PA USD 1507407.55 0.060781264715 Long DBT CORP US N 2 2023-01-30 Fixed .5 N N N N N TRANSOCEAN LTD USD XXXX N N N AKAMAI TECHNOLOGIES INC OC1LZNN2LF5WTJ5RIL89 00971TAJ0 777000 PA USD 943106.44 0.038027673527 Long DBT CORP US N 2 2025-05-01 Fixed .125 N N N N N AKAMAI TECHNOLOGIES INC USD XXXX N N N JPMORGAN CHASE FINANCIAL CO LLC 549300NJFDJOFYVV6789 48129KAE0 1113000 PA USD 1199658.18 0.048372280878 Long DBT CORP US N 2 2023-05-01 Fixed .25 N N N N N VOYA FINANCIAL INC USD XXXX N N N SIKA AG 549300R3N69ECGYPU434 H7631KBG3 640000 PA 1074076.51 0.04330861198 Long DBT CORP CH N 2 2025-06-05 Fixed .15 N N N N N SIKA AG CHF XXXX N N N ADIDAS AG 549300JSX0Z4CW0V5023 D0066BSB9 600000 PA 825324.31 0.033278495495 Long DBT CORP DE N 2 2023-09-12 Fixed .05 N N N N N ADIDAS AG EUR XXXX N N N LIBERTY MEDIA CORP 549300ZKUTPIBZLWLL89 531229AB8 986000 PA USD 1342402.83 0.054127990645 Long DBT CORP US N 2 2023-10-15 Fixed 1.375 N N N N N LIBERTY MEDIA CORP-LIBERTY BRAVES USD LIBERTY MEDIA CORP-LIBERTY FORMULA ONE USD LIBERTY MEDIA CORP-LIBERTY SIRIUSXM USD XXXX N N N HALOZYME THERAPEUTICS INC 529900242I3SV9AGM753 40637HAC3 1475000 PA USD 1336165.67 0.053876497628 Long DBT CORP US N 2 2027-03-01 Fixed .25 N N N N N HALOZYME THERAPEUTICS INC USD XXXX N N N CERIDIAN HCM HOLDING INC 549300T64GVCHFJ8L449 15677JAC2 1531000 PA USD 1648887 0.066485959443 Long DBT CORP US N 2 2026-03-15 Fixed .25 N N N N N CERIDIAN HCM HOLDING INC USD XXXX N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAF2 2081000 PA USD 2111445.07 0.085137096289 Long DBT CORP US N 2 2028-03-15 Fixed 1.125 N N N N N CABLE ONE INC USD XXXX N N N JETBLUE AIRWAYS CORP 54930070J9H97ZO93T57 477143AN1 1257000 PA USD 1231663.85 0.049662804533 Long DBT CORP US N 2 2026-04-01 Fixed .5 N N N N N JETBLUE AIRWAYS CORP USD XXXX N N N RAPID7 INC 549300GNVG5D60KEYN14 753422AE4 1000000 PA USD 1245898.56 0.050236772519 Long DBT CORP US N 2 2027-03-15 Fixed .25 N N N N N RAPID7 INC USD XXXX N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAE6 2331000 PA USD 2678492.61 0.108001428258 Long DBT CORP US N 2 2027-05-01 Fixed 0 N N N N N SNAP INC USD XXXX N N N JOHN BEAN TECHNOLOGIES CORP 5493007CT6ATBZ2L6826 477839AA2 972000 PA USD 1027890 0.04144629247 Long DBT CORP US N 2 2026-05-15 Fixed .25 N N N N N JOHN BEAN TECHNOLOGIES CORP USD XXXX N N N ETSY INC 54930089Q7XT501AEA40 29786AAM8 1745000 PA USD 1979702.5 0.079825009307 Long DBT CORP US N 2 2028-06-15 Fixed .25 N N N N N ETSY INC USD XXXX N N N CHEESECAKE FACTORY INC/THE 529900872XMLK10SY247 163072AA9 998000 PA USD 950595 0.038329625145 Long DBT CORP US N 2 2026-06-15 Fixed .375 N N N N N CHEESECAKE FACTORY INC/THE USD XXXX N N N BENTLEY SYSTEMS INC 549300WVEHPGE0Z56F71 08265TAC3 1947000 PA USD 1961991.9 0.079110887459 Long DBT CORP US N 2 2027-07-01 Fixed .375 N N N N N BENTLEY SYSTEMS INC USD XXXX N N N AVALARA INC 549300Q16CMW239SS315 05338GAA4 310000 PA USD 318236.72 0.012831851824 Long DBT CORP US N 2 2026-08-01 Fixed .25 N N N N N AVALARA INC USD XXXX N N N SEA LTD 529900OM6JLLW44YKI15 81141RAG5 994000 PA USD 1005928 0.040560746861 Long DBT CORP SG N 2 2026-09-15 Fixed .25 N N N N N SEA LTD SGD XXXX N N N ENVISTA HOLDINGS CORP 549300BX623VURJZ5269 29415FAB0 150000 PA USD 311192.22 0.01254780547 Long DBT CORP US N 2 2025-06-01 Fixed 2.375 N N N N N ENVISTA HOLDINGS CORP USD XXXX N N N FIVE9 INC 254900MXP6EWY0SFFR59 338307AD3 593000 PA USD 799678.27 0.032244403058 Long DBT CORP US N 2 2025-06-01 Fixed .5 N N N N N FIVE9 INC USD XXXX N N N TELADOC HEALTH INC 549300I2PVFBC9MFAC61 87918AAF2 1102000 PA USD 1106889.03 0.044631669214 Long DBT CORP US N 2 2027-06-01 Fixed 1.25 N N N N N TELADOC HEALTH INC USD XXXX N N N SILICON LABORATORIES INC 4PRDF8Q9TDHRVZKZSZ47 826919AD4 514000 PA USD 659954.66 0.02661050682 Long DBT CORP US N 2 2025-06-15 Fixed .625 N N N N N SILICON LABORATORIES INC USD XXXX N N N PIONEER NATURAL RESOURCES CO FY8JBF7CCL2VE4F1B628 723787AP2 1650000 PA USD 2663100 0.107380771752 Long DBT CORP US N 2 2025-05-15 Fixed .25 N N N N N PIONEER NATURAL RESOURCES CO USD XXXX N N N LYFT INC 549300H7I5VN334XVZ52 55087PAB0 949000 PA USD 1475220.5 0.059483427506 Long DBT CORP US N 2 2025-05-15 Fixed 1.5 N N N N N LYFT INC USD XXXX N N N HUBSPOT INC 529900BLNVEW0MVKJB37 443573AD2 139000 PA USD 336395.37 0.01356403982 Long DBT CORP US N 2 2025-06-01 Fixed .375 N N N N N HUBSPOT INC USD XXXX N N N SPLUNK INC 549300XGDSGBP6UEI867 848637AF1 2820000 PA USD 2765362.51 0.111504172017 Long DBT CORP US N 2 2027-06-15 Fixed 1.125 N N N N N SPLUNK INC USD XXXX N N N PALO ALTO NETWORKS INC 549300QXR2YVZV231H43 697435AF2 2594000 PA USD 4282884.93 0.172693285684 Long DBT CORP US N 2 2025-06-01 Fixed .375 N N N N N PALO ALTO NETWORKS INC USD XXXX N N N OKTA INC 549300N8J06I8MRHU620 679295AF2 1629000 PA USD 1988976.68 0.080198960195 Long DBT CORP US N 2 2026-06-15 Fixed .375 N N N N N OKTA INC USD XXXX N N N COUPA SOFTWARE INC 549300Q95ICR2GFL2K37 22266LAF3 1627000 PA USD 1756143.14 0.070810711456 Long DBT CORP US N 2 2026-06-15 Fixed .375 N N N N N COUPA SOFTWARE INC USD XXXX N N N ZENDESK INC 549300SLI6BN94BKKO36 98936JAD3 978000 PA USD 1243526.48 0.050141126175 Long DBT CORP US N 2 2025-06-15 Fixed .625 N N N N N ZENDESK INC USD XXXX N N N DATADOG INC 549300F6JNO0KRPO1K63 23804LAB9 763000 PA USD 1259636.7 0.05079071795 Long DBT CORP US N 2 2025-06-15 Fixed .125 N N N N N DATADOG INC USD XXXX N N N ZSCALER INC 529900MZ0RTK1BWRNF46 98980GAB8 668000 PA USD 1218228.74 0.049121077793 Long DBT CORP US N 2 2025-07-01 Fixed .125 N N N N N ZSCALER INC USD XXXX N N N AMERICAN AIRLINES GROUP INC N/A 02376RAF9 640000 PA USD 978043.59 0.039436399497 Long DBT CORP US N 2 2025-07-01 Fixed 6.5 N N N N N AMERICAN AIRLINES GROUP INC USD XXXX N N N PACIRA BIOSCIENCES INC N/A 695127AF7 1027000 PA USD 1105308.75 0.044567949607 Long DBT CORP US N 2 2025-08-01 Fixed .75 N N N N N PACIRA BIOSCIENCES INC USD XXXX N N N NCL CORP LTD UNZWILHE4KMRP9K2L524 62886HAX9 333000 PA USD 568431 0.022920115455 Long DBT CORP US N 2 2025-08-01 Fixed 5.375 N N N N N NORWEGIAN CRUISE LINE HOLDINGS LTD USD XXXX N N N LENDINGTREE INC 549300ISY5YHUJZTON08 52603BAD9 845000 PA USD 718623.58 0.028976138568 Long DBT CORP US N 2 2025-07-15 Fixed .5 N N N N N LENDINGTREE INC USD XXXX N N N DELIVERY HERO AG 529900C3EX1FZGE48X78 D1T28ZAC7 800000 PA 952191.42 0.038393995545 Long DBT CORP DE N 2 2028-01-15 Fixed 1.5 N N N N N DELIVERY HERO AG EUR XXXX N N N WAYFAIR INC 54930027N9ZAVYFDHK53 94419LAM3 1590000 PA USD 1589205 0.064079478567 Long DBT CORP US N 2 2025-10-01 Fixed .625 N N N N N WAYFAIR INC USD XXXX N N N ENVESTNET INC 549300HLWZ5OKIDM8737 29404KAD8 1146000 PA USD 1159464.53 0.046751603788 Long DBT CORP US N 2 2025-08-15 Fixed .75 N N N N N ENVESTNET INC USD XXXX N N N MIDDLEBY CORP/THE JDFO86U9VQRBKW5KYA35 596278AB7 814000 PA USD 1161171 0.046820411593 Long DBT CORP US N 2 2025-09-01 Fixed 1 N N N N N MIDDLEBY CORP/THE USD XXXX N N N ZALANDO AG 529900YRFFGH5AXU4S86 D98423AB8 500000 PA 664892.85 0.026809623133 Long DBT CORP DE N 2 2025-08-06 Fixed .05 N N N N N ZALANDO AG EUR XXXX N N N SHOPIFY INC 549300HGQ43STJLLP808 82509LAA5 449000 PA USD 549576 0.02215984943 Long DBT CORP CA N 2 2025-11-01 Fixed .125 N N N N N SHOPIFY INC CAD XXXX N N N OMNICELL INC 5493008RH0GTKHHPZI77 68213NAD1 1081000 PA USD 1723909.53 0.069510996869 Long DBT CORP US N 2 2025-09-15 Fixed .25 N N N N N OMNICELL INC USD XXXX N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BF8 1956000 PA USD 2528130 0.101938549242 Long DBT CORP US N 2 2023-11-15 Fixed 2.875 N N N N N ROYAL CARIBBEAN CRUISES LTD USD XXXX N N N SQUARE INC 549300OHIIUWSTIZME52 852234AK9 1013000 PA USD 1194397.33 0.048160154359 Long DBT CORP US N 2 2027-11-01 Fixed .25 N N N N N SQUARE INC USD XXXX N N N NEOGENOMICS INC N/A 64049MAB6 1270000 PA USD 1284287.5 0.051784680598 Long DBT CORP US N 2 2028-01-15 Fixed .25 N N N N N NEOGENOMICS INC USD XXXX N N N NIO INC 549300JBU4TV5OCKJV96 62914VAD8 366000 PA USD 297942.45 0.012013551958 Long DBT CORP CN N 2 2027-02-01 Fixed .5 N N N N N NIO INC CNY XXXX N N N FUBOTV INC N/A 35953DAA2 593000 PA USD 536690.69 0.021640291571 Long DBT CORP US N 2 2026-02-15 Fixed 3.25 N N N N N FUBOTV INC USD XXXX N N N IQIYI INC 222100XL8T2Q5B8MS302 46267XAD0 220000 PA USD 193384.68 0.007797602863 Long DBT CORP CN N 2 2025-04-01 Fixed 2 N N N N N IQIYI INC CNY XXXX N N N MATCH GROUP FINANCECO 2 INC 549300IPGK4BWL134U96 44932FAA5 181000 PA USD 339375 0.013684183626 Long DBT CORP US N 2 2026-06-15 Fixed .875 N N N N N MATCH GROUP INC USD XXXX N N N IRONWOOD PHARMACEUTICALS INC 549300PC8MR6QHH6P296 46333XAH1 809000 PA USD 968716.74 0.039060324866 Long DBT CORP US N 2 2026-06-15 Fixed 1.5 N N N N N IRONWOOD PHARMACEUTICALS INC USD XXXX N N N AKAMAI TECHNOLOGIES INC OC1LZNN2LF5WTJ5RIL89 00971TAL5 1769000 PA USD 1931390.59 0.077876990015 Long DBT CORP US N 2 2027-09-01 Fixed .375 N N N N N AKAMAI TECHNOLOGIES INC USD XXXX N N N INSULET CORP 549300TZTYD2PYN92D43 45784PAK7 874000 PA USD 1215406.26 0.049007270545 Long DBT CORP US N 2 2026-09-01 Fixed .375 N N N N N INSULET CORP USD XXXX N N N ZIFF DAVIS INC 5493008OJYGLHD7MXA18 48123VAD4 864000 PA USD 1081315.23 0.043600489618 Long DBT CORP US N 2 2026-11-01 Fixed 1.75 N N N N N ZIFF DAVIS INC USD XXXX N N N WINNEBAGO INDUSTRIES INC 549300B7OYKYJLTE3G11 974637AB6 583000 PA USD 772078.48 0.031131532063 Long DBT CORP US N 2 2025-04-01 Fixed 1.5 N N N N N WINNEBAGO INDUSTRIES INC USD XXXX N N N LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 55024UAD1 1245000 PA USD 1367441.36 0.055137587233 Long DBT CORP US N 2 2026-12-15 Fixed .5 N N N N N LUMENTUM HOLDINGS INC USD XXXX N N N INTEGRA LIFESCIENCES HOLDINGS CORP WB7IJCYY8YFTENS4O147 457985AM1 1350000 PA USD 1482975 0.059796102283 Long DBT CORP US N 2 2025-08-15 Fixed .5 N N N N N INTEGRA LIFESCIENCES HOLDINGS CORP USD XXXX N N N REVANCE THERAPEUTICS INC 549300N33TFDZHS81H11 761330AB5 354000 PA USD 406533.6 0.016392133871 Long DBT CORP US N 2 2027-02-15 Fixed 1.75 N N N N N REVANCE THERAPEUTICS INC USD XXXX N N N PEGASYSTEMS INC 549300FMCOKPL06FYN26 705573AB9 519000 PA USD 583280.65 0.02351887888 Long DBT CORP US N 2 2025-03-01 Fixed .75 N N N N N PEGASYSTEMS INC USD XXXX N N N EXACT SCIENCES CORP 549300VM3X1FYD4N9Z14 30063PAC9 2028000 PA USD 2177179.64 0.087787627196 Long DBT CORP US N 2 2028-03-01 Fixed .375 N N N N N EXACT SCIENCES CORP USD XXXX N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAN8 1485000 PA USD 2180722.5 0.087930481403 Long DBT CORP US N 2 2025-05-01 Fixed .75 N N N N N BOOKING HOLDINGS INC USD XXXX N N N BURLINGTON STORES INC 5299003Z37DVGKKC1W09 122017AB2 1236000 PA USD 1795290 0.072389180172 Long DBT CORP US N 2 2025-04-15 Fixed 2.25 N N N N N BURLINGTON STORES INC USD XXXX N N N WOLFSPEED INC 549300OGU88P3AW3TO93 225447AD3 121000 PA USD 223417.1 0.009008561684 Long DBT CORP US Y 2 2026-05-01 Fixed 1.75 N N N N N WOLFSPEED INC USD XXXX N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 1083000 PA USD 1617731.25 0.065229706024 Long DBT CORP US N 2 2025-05-01 Fixed 1.25 N N N N N SOUTHWEST AIRLINES CO USD XXXX N N N NATIONAL VISION HOLDINGS INC 549300JHURCBLI5ROA42 63845RAB3 448000 PA USD 860265.22 0.034687373074 Long DBT CORP US N 2 2025-05-15 Fixed 2.5 N N N N N NATIONAL VISION HOLDINGS INC USD XXXX N N N DEXCOM INC 549300YSK3QDSFR5EU59 252131AK3 1736000 PA USD 2057160 0.082948228912 Long DBT CORP US N 2 2025-11-15 Fixed .25 N N N N N DEXCOM INC USD XXXX N N N YANDEX NV 549300GGZHJ5Q1B18P93 N97284AB4 400000 PA USD 556680 0.022446294926 Long DBT CORP RU N 2 2025-03-03 Fixed .75 N N N N N YANDEX NV RUB XXXX N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 3528000 PA USD 3667356 0.147874100697 Long DBT CORP US N 2 2026-08-15 Fixed 3.375 N N N N N DISH NETWORK CORP USD XXXX N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AF1 67000 PA USD 152992.64 0.006168926347 Long DBT CORP US N 2 2027-02-15 Fixed 1.625 N N N N N MICROCHIP TECHNOLOGY INC USD XXXX N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CG5 1082000 PA USD 1269186 0.051175762148 Long DBT CORP US N 2 2048-06-01 Fixed 2.75 N N N N N NRG ENERGY INC USD XXXX N N N LIBERTY MEDIA CORP 549300ZKUTPIBZLWLL89 531229AJ1 1942000 PA USD 2011912 0.081123751739 Long DBT CORP US N 2 2049-12-01 Fixed 2.75 N N N N N SIRIUS XM HOLDINGS INC USD XXXX N N N LIBERTY MEDIA CORP 549300ZKUTPIBZLWLL89 531229AK8 845000 PA USD 1014422.5 0.040903259709 Long DBT CORP US N 2 2050-12-01 Fixed .5 N N N N N LIVE NATION ENTERTAINMENT INC USD XXXX N N N LIBERTY BROADBAND CORP 549300MIX43II8JLN536 530307AC1 692000 PA USD 702726 0.028335120803 Long DBT CORP US N 2 2050-09-30 Fixed 1.25 N N N N N CHARTER COMMUNICATIONS INC USD XXXX N N N QIAGEN NV 54930036WK3GMCN17Z57 N72482AT4 200000 PA USD 252386.08 0.010176640776 Long DBT CORP NL N 2 2024-11-13 Fixed 1 N N N N N QIAGEN NV EUR XXXX N N N NEXITY SA 969500JJ71T2DIPDVV84 F6527BAV2 2850 NS 224613.66 0.009056809041 Long EP CORP FR N 2 N N N MICROSTRATEGY INC 549300WQTWEJUEHXQX21 594972AD3 463000 PA USD 340851.82 0.013743731548 Long DBT CORP US N 2 2027-02-15 Fixed 0 N N N N N MICROSTRATEGY INC USD XXXX N N N ENPHASE ENERGY INC 5493008U7KIGMI59Z314 29355AAJ6 2041000 PA USD 1887925 0.076124382678 Long DBT CORP US N 2 2028-03-01 Fixed 0 N N N N N ENPHASE ENERGY INC USD XXXX N N N TWITTER INC 549300I8RX485XMK6836 90184LAM4 2407000 PA USD 2234513.73 0.090099436303 Long DBT CORP US N 2 2026-03-15 Fixed 0 N N N N N TWITTER INC USD XXXX N N N SHAKE SHACK INC 529900J74GJAHYP80N79 819047AA9 1049000 PA USD 889338.01 0.035859637964 Long DBT CORP US N 2 2028-03-01 Fixed 0 N N N N N SHAKE SHACK INC USD XXXX N N N AIRBNB INC 549300HMUDNO0RY56D37 009066AA9 1658000 PA USD 1628985 0.065683476577 Long DBT CORP US N 2 2026-03-15 Fixed 0 N N N N N AIRBNB INC USD XXXX N N N EVERBRIDGE INC 549300WCY0UMR64ATW81 29978AAD6 990000 PA USD 1066151.37 0.042989056706 Long DBT CORP US N 2 2026-03-15 Fixed 0 N N N N N EVERBRIDGE INC USD XXXX N N N BLACKLINE INC 529900P9N7PK9LV5EK56 09239BAC3 869000 PA USD 853966.3 0.034433389788 Long DBT CORP US N 2 2026-03-15 Fixed 0 N N N N N BLACKLINE INC USD XXXX N N N DRAFTKINGS INC 5493008P45UYYL683Z97 26142RAA2 2224000 PA USD 1958232 0.078959281825 Long DBT CORP US N 2 2028-03-15 Fixed 0 N N N N N DRAFTKINGS INC USD XXXX N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370CY4 2519000 PA USD 2715796.88 0.109505600576 Long DBT CORP US N 2 2026-03-15 Fixed 0 N N N N N FORD MOTOR CO USD XXXX N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AR6 1353000 PA USD 1600837.51 0.064548521374 Long DBT CORP US N 2 2027-05-01 Fixed 0 N N N N N ON SEMICONDUCTOR CORP USD XXXX N N N CLOUDFLARE INC 5493007DY18BGNLDWU14 18915MAD9 602000 PA USD 580930 0.023424096629 Long DBT CORP US N 2 2026-08-15 Fixed 0 N N N N N CLOUDFLARE INC USD XXXX N N N BILL.COM HOLDINGS INC 549300IBF9VZZIGOZW63 090043AC4 1204000 PA USD 1261942.51 0.050883692175 Long DBT CORP US N 2 2027-04-01 Fixed 0 N N N N N BILL.COM HOLDINGS INC USD XXXX N N N WIX.COM LTD 5493008P6N29Q1AG9464 92940WAD1 439000 PA USD 421220.5 0.016984334936 Long DBT CORP IL N 2 2025-08-15 Fixed 0 N N N N N WIX.COM LTD ILS XXXX N N N CHEGG INC 549300AKX7O8JG0O3G77 163092AF6 1439000 PA USD 1418134.5 0.057181621816 Long DBT CORP US N 2 2026-09-01 Fixed 0 N N N N N CHEGG INC USD XXXX N N N SOLAREDGE TECHNOLOGIES INC 5493000K6Y58XXPDF853 83417MAD6 1082000 PA USD 1342221 0.054120658947 Long DBT CORP IL N 2 2025-09-15 Fixed 0 N N N N N SOLAREDGE TECHNOLOGIES INC ILS XXXX N N N FIVERR INTERNATIONAL LTD 549300Z8OREY6THCPF67 33835LAA3 224000 PA USD 254240 0.010251394018 Long DBT CORP IL N 2 2025-11-01 Fixed 0 N N N N N FIVERR INTERNATIONAL LTD ILS XXXX N N N REDFIN CORP 549300HXWD3JEMZU3O57 75737FAC2 1133000 PA USD 1128897.13 0.045519073653 Long DBT CORP US N 2 2025-10-15 Fixed 0 N N N N N REDFIN CORP USD XXXX N N N NOVOCURE LTD 213800YPP55UMHWA4826 67011XAB9 741000 PA USD 788375.15 0.031788641822 Long DBT CORP JE N 2 2025-11-01 Fixed 0 N N N N N NOVOCURE LTD GBP XXXX N N N SQUARE INC 549300OHIIUWSTIZME52 852234AJ2 1227000 PA USD 1405448.47 0.056670099269 Long DBT CORP US N 2 2026-05-01 Fixed 0 N N N N N SQUARE INC USD XXXX N N N PINDUODUO INC 5493000573DS7005T657 722304AC6 935000 PA USD 861135 0.0347224441 Long DBT CORP CN N 2 2025-12-01 Fixed 0 N N N N N PINDUODUO INC CNY XXXX N N N GUARDANT HEALTH INC 254900M8C3E5VC8BR186 40131MAA7 1313000 PA USD 1503385 0.060619068582 Long DBT CORP US N 2 2027-11-15 Fixed 0 N N N N N GUARDANT HEALTH INC USD XXXX N N N SHIFT4 PAYMENTS INC N/A 82452JAA7 1152000 PA USD 1383729.56 0.055794355468 Long DBT CORP US N 2 2025-12-15 Fixed 0 N N N N N SHIFT4 PAYMENTS INC USD XXXX N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAH3 1411000 PA USD 1372381.6 0.055336786205 Long DBT CORP US N 2 2025-12-15 Fixed 0 N N N N N UBER TECHNOLOGIES INC USD XXXX N N N ZYNGA INC 549300XNQ0U2EL088Z74 98986TAC2 2203000 PA USD 2127271.88 0.085775260485 Long DBT CORP US N 2 2026-12-15 Fixed 0 N N N N N ZYNGA INC USD XXXX N N N VAIL RESORTS INC 529900PSZHRNU9HKH870 91879QAM1 1493000 PA USD 1593777.5 0.06426384963 Long DBT CORP US N 2 2026-01-01 Fixed 0 N N N N N VAIL RESORTS INC USD XXXX N N N NEXTERA ENERGY PARTNERS LP 5493008F4ZOQFNG3WN54 65341BAD8 1377000 PA USD 1459620 0.058854388518 Long DBT CORP US N 2 2025-11-15 Fixed 0 N N N N N NEXTERA ENERGY PARTNERS LP USD XXXX N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAE9 379000 PA USD 452905 0.018261908464 Long DBT CORP US N 2 2025-12-15 Fixed 0 N N N N N DISH NETWORK CORP USD XXXX N N N BOX INC 549300KQUCPD8687YS68 10316TAA2 1034000 PA USD 1169487 0.047155727014 Long DBT CORP US N 2 2026-01-15 Fixed 0 N N N N N BOX INC USD XXXX N N N DOCUSIGN INC 549300Q7PVDWRZ39JG09 256163AC0 273000 PA USD 284739 0.011481166148 Long DBT CORP US N 2 2024-01-15 Fixed 0 N N N N N DOCUSIGN INC USD XXXX N N N ALARM.COM HOLDINGS INC 549300HIH92U1EKIHZ32 011642AA3 519000 PA USD 465024 0.018750567385 Long DBT CORP US N 2 2026-01-15 Fixed 0 N N N N N ALARM.COM HOLDINGS INC USD XXXX N N N VNET GROUP INC 529900672GYJQ3T38I58 90138VAA5 501000 PA USD 415078.5 0.016736678933 Long DBT CORP CN N 2 2026-02-01 Fixed 0 N N N N N VNET GROUP INC CNY XXXX N N N SUNRUN INC 54930007SJ77CI66U531 86771WAA3 1137000 PA USD 968464.17 0.039050140809 Long DBT CORP US N 2 2026-02-01 Fixed 0 N N N N N SUNRUN INC USD XXXX N N N EXPEDIA GROUP INC CI7MUJI4USF3V0NJ1H64 30212PBD6 1683000 PA USD 1817052.66 0.073266688049 Long DBT CORP US N 2 2026-02-15 Fixed 0 N N N N N EXPEDIA GROUP INC USD XXXX N N N RH 5493008MTS3OGGMHGK69 74967XAD5 91000 PA USD 286167.7 0.011538773789 Long DBT CORP US N 2 2024-09-15 Fixed 0 N N N N N RH USD XXXX N N N CYBERARK SOFTWARE LTD 529900YEXNDM894PWS93 23248VAB1 1004000 PA USD 1190129.38 0.047988063275 Long DBT CORP IL N 2 2024-11-15 Fixed 0 N N N N N CYBERARK SOFTWARE LTD ILS XXXX N N N RINGCENTRAL INC 549300C8EH0H1614VE84 76680RAF4 1363000 PA USD 1343406.88 0.054168475668 Long DBT CORP US N 2 2025-03-01 Fixed 0 N N N N N RINGCENTRAL INC USD XXXX N N N ENI SPA BUCRF72VH5RBN7X3VL35 T3666JBE5 200000 PA 231903.05 0.009350729781 Long DBT CORP IT N 2 2022-04-13 Fixed 0 N N N N N ENI SPA EUR XXXX N N N IBERDROLA INTERNATIONAL BV 549300ZMLFJKWC63XN87 N4345BSD9 300000 PA 383478.69 0.015462520252 Long DBT CORP NL N 2 2022-11-11 Fixed 0 N N N N N IBERDROLA SA EUR XXXX N N N CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA 549300SOSI58J6VIW052 F6S048JJ9 400000 PA USD 413240 0.016662547452 Long DBT CORP FR N 2 2022-01-10 Fixed 0 N N N N N CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA EUR XXXX N N N ILLUMINA INC SQ95QG8SR5Q56LSNF682 452327AK5 362000 PA USD 420555.05 0.016957502847 Long DBT CORP US N 2 2023-08-15 Fixed 0 N N N N N ILLUMINA INC USD XXXX N N N GSR MORTGAGE LOAN TRUST 2007-OA1 N/A 3622NAAE0 5319277.18 PA USD 4465872.03 0.18007164024 Long ABS-CBDO CORP US N 2 2037-05-25 Floating .396 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XLT9 248966.72 PA USD 255523.56 0.010303149365 Long ABS-CBDO CORP US N 2 2029-11-25 Floating 2.936 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0RJ0 1590000 PA USD 1679068.3 0.067702921361 Long ABS-CBDO CORP US N 2 2030-03-25 Floating 4.536 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XC36 552513.73 PA USD 559262.57 0.02255042859 Long ABS-CBDO CORP US N 2 2030-08-25 Floating 2.286 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0UD9 1782061.71 PA USD 1805179.68 0.072787949077 Long ABS-CBDO CORP US N 2 2030-09-25 Floating 2.386 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XYX6 58228.33 PA USD 58942.7 0.002376671028 Long ABS-CBDO CORP US N 2 2030-07-25 Floating 2.336 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XUW2 1626000 PA USD 1696976.36 0.068425005137 Long ABS-CBDO CORP US N 2 2030-05-25 Floating 4.086 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0UB3 137000 PA USD 139360.03 0.005619236068 Long ABS-CBDO CORP US N 2 2030-07-25 Floating 3.236 N N N N N N OAKTOWN RE LTD 549300CG2B8QR5YHPJ68 67389NAB5 1062860.05 PA USD 1071483.35 0.043204051309 Long ABS-CBDO CORP BM N 2 2027-04-25 Floating 4.086 N N N N N N OAKTOWN RE II LTD 254900KOPN6EP9T3LD85 67400CAB4 5382000 PA USD 5484468.97 0.221143220549 Long ABS-CBDO CORP BM N 2 2028-07-25 Floating 2.936 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XJ62 500000 PA USD 521562.5 0.021030296935 Long ABS-CBDO CORP US N 2 2030-10-25 Floating 3.836 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711X5R1 738418.12 PA USD 746081.13 0.030083274202 Long ABS-CBDO CORP US N 2 2031-03-25 Floating 2.186 N N N N N N DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERIES 2006-AR4 N/A 25150PAB5 8626871.65 PA USD 4487319.05 0.180936420969 Long ABS-CBDO CORP US N 2 2036-12-25 Floating .466 N N N N N N JP MORGAN ALTERNATIVE LOAN TRUST 2007-A2 N/A 466278AC2 4373549.67 PA USD 2216745.02 0.089382971358 Long ABS-CBDO CORP US N 2 2037-06-25 Floating .486 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA10 N/A 02146QAC7 4623989.77 PA USD 4442646.6 0.179135150962 Long ABS-CBDO CORP US N 2 2046-08-25 Floating .466 N N N N N N ALTERNATIVE LOAN TRUST 2005-38 N/A 12667GZ30 618292.07 PA USD 583606.63 0.023532022954 Long ABS-CBDO CORP US N 2 2035-09-25 Floating .786 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA10 N/A 02146QAD5 9231357.7 PA USD 8363921.17 0.337247685067 Long ABS-CBDO CORP US N 2 2046-08-25 Floating .466 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA10 N/A 02146QAA1 2819407.97 PA USD 2758624.07 0.111232466527 Long ABS-CBDO CORP US N 2 2046-08-25 Floating 1.052 N N N N N N ALTERNATIVE LOAN TRUST 2005-59 N/A 12668AEV3 13104442.2 PA USD 12546996.26 0.505916466359 Long ABS-CBDO CORP US N 2 2035-11-20 Floating .744 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST N/A 92922F4V7 130768.71 PA USD 130054.14 0.00524400658 Long ABS-CBDO CORP US N 2 2045-10-25 Floating 1.066 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XAT1 72819.82 PA USD 74116.92 0.002988521674 Long ABS-CBDO CORP US N 2 2025-02-25 Floating 4.386 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XAX2 257253.4 PA USD 261759.03 0.010554574238 Long ABS-CBDO CORP US N 2 2025-05-25 Floating 4.086 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XAZ7 194233.32 PA USD 195611.12 0.007887376752 Long ABS-CBDO CORP US N 2 2025-05-25 Floating 4.086 N N N N N N BCAP LLC 2011-RR3 TRUST N/A 05533WAU8 6240371.78 PA USD 5117104.86 0.206330467875 Long ABS-CBDO CORP US N 2 2036-11-27 Variable 2.67 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0FZ7 11149617.92 PA USD 12043567.52 0.485617353812 Long ABS-CBDO CORP US N 2 2027-12-25 Floating 7.636 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA7 N/A 02146BAB2 3978510.9 PA USD 3659965.46 0.147576101415 Long ABS-CBDO CORP US N 2 2046-06-25 Floating 1.032 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBF0 14741372.99 PA USD 15556003.38 0.627244808047 Long ABS-CBDO CORP US N 2 2028-04-25 Floating 5.786 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0GZ6 10571027.4 PA USD 11931135.96 0.481083919964 Long ABS-CBDO CORP US N 2 2028-04-25 Floating 9.436 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0HM4 6318713.56 PA USD 6848679.86 0.276150549676 Long ABS-CBDO CORP US N 2 2028-05-25 Floating 10.586 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0HZ5 2088922.1 PA USD 2336240.03 0.094201215658 Long ABS-CBDO CORP US N 2 2028-07-25 Floating 10.084 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA7 N/A 02146BAA4 2352808.1 PA USD 2568325.32 0.103559293669 Long ABS-CBDO CORP US N 2 2046-06-25 Variable 2.197 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBQ6 5417627.51 PA USD 6109775.48 0.246356654377 Long ABS-CBDO CORP US N 2 2028-08-25 Floating 11.836 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBD5 90141.28 PA USD 90887.87 0.003664755218 Long ABS-CBDO CORP US N 2 2025-07-25 Floating 5.086 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XCH5 14086406.86 PA USD 16350937.63 0.659297924061 Long ABS-CBDO CORP US N 2 2028-09-25 Floating 12.336 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XCR3 7695785.54 PA USD 8917501.5 0.359568995969 Long ABS-CBDO CORP US N 2 2028-10-25 Floating 11.836 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XCT9 452029.09 PA USD 474186.7 0.019120023206 Long ABS-CBDO CORP US N 2 2028-10-25 Floating 5.986 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XCL6 715839.49 PA USD 751894.25 0.030317669198 Long ABS-CBDO CORP US N 2 2028-10-25 Floating 5.386 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR10 TRUST N/A 92922FW46 130679.34 PA USD 130988.15 0.005281667469 Long ABS-CBDO CORP US N 2 2035-09-25 Variable 2.91 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0KE8 2295337.41 PA USD 2369444.91 0.095540093522 Long ABS-CBDO CORP US N 2 2028-11-25 Floating 5.236 N N N N N N COLT 2020-2 MORTGAGE LOAN TRUST N/A 19688JAC1 410000 PA USD 422628 0.017041087756 Long ABS-CBDO CORP US N 2 2065-03-25 Variable 3.698 N N N N N N RMF BUYOUT ISSUANCE TRUST 2020-2 N/A 74969BAD1 149000 PA USD 149223.5 0.006016948141 Long ABS-CBDO CORP US N 2 2030-06-25 Variable 4.571 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-DNA3 N/A 35565WBE1 239000 PA USD 292028.13 0.011775076404 Long ABS-CBDO CORP US N 2 2050-06-25 Floating 9.436 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-HQA3 N/A 35565MBE3 3318000 PA USD 4139205 0.166899863819 Long ABS-CBDO CORP US N 2 2050-07-25 Floating 10.086 N N N N N N 1SHARPE MORTGAGE TRUST 2020-1 N/A 68257LAA8 8357000 PA USD 8367864.1 0.337406670785 Long ABS-CBDO CORP US N 3 2024-07-25 Floating 3.025 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-DNA4 N/A 35565XBE9 448000 PA USD 560560 0.022602743199 Long ABS-CBDO CORP US N 2 2050-08-25 Floating 10.086 N N N N N N RADNOR RE 2020-2 LTD N/A 75049UAE8 168000 PA USD 175987.73 0.007096127921 Long ABS-CBDO CORP BM N 2 2030-10-25 Floating 7.686 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-DNA5 N/A 35566ABE8 256000 PA USD 334720 0.01349648602 Long ABS-CBDO CORP US N 2 2050-10-25 Floating 11.55 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0AM1 288833.41 PA USD 298633.44 0.012041413863 Long ABS-CBDO CORP US N 2 2024-02-25 Floating 4.586 N N N N N N MELLO WAREHOUSE SECURITIZATION TRUST 2020-2 N/A 58551VAA0 25000 PA USD 25000 0.001008042993 Long ABS-CBDO CORP US N 2 2053-11-25 Floating .886 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST 2005-2 N/A 41161PLQ4 11785843.51 PA USD 5385034.4 0.217133847688 Long ABS-CBDO CORP US N 2 2035-05-19 Floating .607 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XY32 425000 PA USD 447128.94 0.018029007792 Long ABS-CBDO CORP US N 2 2031-01-25 Floating 4.336 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA1 5493007222WHFWMBOC78 35563KAH3 179112.2 PA USD 181502.61 0.007318497366 Long ABS-CBDO CORP US N 2 2049-01-25 Floating 2.736 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R01 N/A 20754FAK8 260642.69 PA USD 262108.81 0.01056867797 Long ABS-CBDO CORP US N 2 2031-07-25 Floating 2.536 N N N N N N MORGAN STANLEY RE-REMIC TRUST 2010-R4 N/A 61759FAU5 174120.46 PA USD 167732.68 0.006763270109 Long ABS-CBDO CORP US N 2 2037-02-26 Floating .648 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA2 549300Y6KOVOWQ8OJC33 35564LAH0 99878.27 PA USD 101251.6 0.004082638635 Long ABS-CBDO CORP US N 2 2049-03-25 Floating 2.536 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R03 N/A 20753MAE8 184000 PA USD 189158.33 0.007627189162 Long ABS-CBDO CORP US N 2 2031-09-25 Floating 4.186 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2 N/A 35563PKR9 5008000 PA USD 5291628.58 0.213367564396 Long ABS-CBDO CORP US N 2 2058-08-25 Variable 4.75 N N N N N N FREDDIE MAC STACR TRUST 2018-HQA2 5493005RUXPCBST1N217 35563XBD3 753000 PA USD 785943.75 0.031690603593 Long ABS-CBDO CORP US N 2 2048-10-25 Floating 4.336 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XWX8 1037328.49 PA USD 1052801.59 0.042450770619 Long ABS-CBDO CORP US N 2 2030-05-25 Floating 2.586 N N N N N N OAKTOWN RE III LTD 2549008N2FD0KB1Y5E03 67400KAD2 317000 PA USD 323217.16 0.01303267173 Long ABS-CBDO CORP BM N 2 2029-07-25 Floating 3.586 N N N N N N OAKTOWN RE III LTD 2549008N2FD0KB1Y5E03 67400KAE0 383000 PA USD 389766.61 0.01571606 Long ABS-CBDO CORP BM N 2 2029-07-25 Floating 4.436 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XWW0 1200000 PA USD 1245295.68 0.050212463361 Long ABS-CBDO CORP US N 2 2030-05-25 Floating 4.536 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XR30 753000 PA USD 795594.5 0.032079738429 Long ABS-CBDO CORP US N 2 2030-12-25 Floating 4.586 N N N N N N FREDDIE MAC STACR TRUST 2018-HQA2 5493005RUXPCBST1N217 35563XAH5 31900 PA USD 32316.83 0.001303070161 Long ABS-CBDO CORP US N 2 2048-10-25 Floating 2.386 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711X3M4 313000 PA USD 319580.48 0.012886034538 Long ABS-CBDO CORP US N 2 2031-03-25 Floating 3.836 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711X5V2 1624000 PA USD 1684323.32 0.067914812805 Long ABS-CBDO CORP US N 2 2031-03-25 Floating 4.186 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA1 5493007222WHFWMBOC78 35563KBE9 2342000 PA USD 2707688.54 0.109178658363 Long ABS-CBDO CORP US N 2 2049-01-25 Floating 10.836 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA2 549300Y6KOVOWQ8OJC33 35564LBE6 2996000 PA USD 3373408.22 0.136021620703 Long ABS-CBDO CORP US N 2 2049-03-25 Floating 10.586 N N N N N N STACR TRUST 2018-DNA3 549300BL200YC56BUV20 35563WBE3 3182000 PA USD 3473472.47 0.140056383345 Long ABS-CBDO CORP US N 2 2048-09-25 Floating 7.836 N N N N N N FREDDIE MAC STACR TRUST 2018-HQA2 5493005RUXPCBST1N217 35563XBE1 2953000 PA USD 3485836.67 0.140554929151 Long ABS-CBDO CORP US N 2 2048-10-25 Floating 11.086 N N N N N N FREDDIE MAC STACR TRUST 2019-HQA1 54930047IR7X5WWFY307 35563MBE5 570000 PA USD 658410.19 0.026548231133 Long ABS-CBDO CORP US N 2 2049-02-25 Floating 12.336 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XDY7 3579803.71 PA USD 3935251.01 0.158676088201 Long ABS-CBDO CORP US N 2 2029-04-25 Floating 9.336 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 549300Z5THZ1JXIHVK60 20754PAD2 8200000 PA USD 8678515.1 0.349932653334 Long ABS-CBDO CORP US N 2 2039-11-25 Floating 9.336 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-2 N/A 35563PBH1 200000 PA USD 203427.12 0.008202531313 Long ABS-CBDO CORP US N 2 2056-08-25 Variable 4 N N N N N N RMF BUYOUT ISSUANCE TRUST 2020-1 N/A 74968QAF4 1935000 PA USD 1931925.29 0.077898550038 Long ABS-CBDO CORP US N 2 2030-02-25 Variable 6 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-1 N/A 35563PJQ3 1850000 PA USD 1942996.54 0.078344961877 Long ABS-CBDO CORP US N 2 2058-07-25 Variable 4.75 N N N N N N EAGLE RE N/A 26982LAH3 686000 PA USD 652358.42 0.02630421336 Long ABS-CBDO CORP US N 2 2030-01-25 Floating 2.936 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA3 549300KB1O80CETXGJ21 35564TBE9 1763000 PA USD 1914640.75 0.077201607661 Long ABS-CBDO CORP US N 2 2049-07-25 Floating 8.236 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2020-R02 N/A 20754WAC9 126000 PA USD 125638.96 0.005065978929 Long ABS-CBDO CORP US N 2 2040-01-25 Floating 3.086 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1 N/A 20753VBE7 239000 PA USD 249034.37 0.010041494065 Long ABS-CBDO CORP US N 2 2040-02-25 Floating 3.736 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1 N/A 20753VBT4 1645000 PA USD 1714452.23 0.069129662269 Long ABS-CBDO CORP US N 2 2040-02-25 Floating 6.836 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-HQA2 N/A 35565LAH9 1613385.78 PA USD 1638195.78 0.066054871066 Long ABS-CBDO CORP US N 2 2050-03-25 Floating 3.186 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XDB7 1138777.87 PA USD 1287530.73 0.051915453209 Long ABS-CBDO CORP US N 2 2029-01-25 Floating 10.336 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XDN1 444233.17 PA USD 489952.23 0.019755716488 Long ABS-CBDO CORP US N 2 2029-01-25 Floating 10.836 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XDK7 59133.9 PA USD 61349 0.002473697182 Long ABS-CBDO CORP US N 2 2029-01-25 Floating 4.536 N N N N N N STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2006-AR7 N/A 86361HAA2 8777142.77 PA USD 8513828.49 0.343292206006 Long ABS-CBDO CORP US N 2 2036-08-25 Floating .506 N N N N N N BEAR STEARNS ALT-A TRUST 2005-8 N/A 07386HWZ0 67325 PA USD 62447.95 0.002518008736 Long ABS-CBDO CORP US N 2 2035-10-25 Variable 2.462 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XEQ3 4084000 PA USD 4456556.78 0.17969603334 Long ABS-CBDO CORP US N 2 2029-07-25 Floating 5.836 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0MX4 3062000 PA USD 3294069.9 0.132822563203 Long ABS-CBDO CORP US N 2 2029-07-25 Floating 5.036 N N N N N N AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-1 N/A 026932AC7 7724430.65 PA USD 4517837.2 0.182166965259 Long ABS-CBDO CORP US N 2 2047-05-25 Floating .276 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XGQ1 18272300 PA USD 19919694.02 0.803196318921 Long ABS-CBDO CORP US N 2 2029-09-25 Floating 5.586 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0PR4 1935000 PA USD 2114641.34 0.085265975392 Long ABS-CBDO CORP US N 2 2029-10-25 Floating 5.236 N N N N N N BEAR STEARNS MORTGAGE FUNDING TRUST 2006-AR2 N/A 07401AAX5 4286995.08 PA USD 3890045.06 0.156853306556 Long ABS-CBDO CORP US N 2 2046-09-25 Floating .546 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XJX3 2044250.24 PA USD 2099529.63 0.084656645257 Long ABS-CBDO CORP US N 2 2029-10-25 Floating 3.086 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XJW5 4947000 PA USD 5361804.96 0.21619719672 Long ABS-CBDO CORP US N 2 2029-10-25 Floating 4.936 N N N N N N BEAR STEARNS ALT-A TRUST 2005-7 N/A 07386HVR9 1699363.91 PA USD 1575822.87 0.063539888072 Long ABS-CBDO CORP US N 2 2035-09-25 Variable 2.628 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XNW0 1598000 PA USD 1665485.3 0.067155231442 Long ABS-CBDO CORP US N 2 2030-01-25 Floating 3.686 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XSX3 3376941.3 PA USD 3450138.53 0.139115518756 Long ABS-CBDO CORP US N 2 2030-02-25 Floating 2.886 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0DF3 71189.99 PA USD 71718.06 0.002891795513 Long ABS-CBDO CORP US N 2 2024-10-25 Floating 4.836 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA10 N/A 02146QAB9 2536974.89 PA USD 2252899.92 0.090840799102 Long ABS-CBDO CORP US N 2 2046-08-25 Floating .466 N N N N N N CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2006-4 5493000OPBL8EFF3O717 16678XAB0 2634263.14 PA USD 2213226.49 0.089241098178 Long ABS-CBDO CORP US N 2 2047-11-25 Floating .266 N N N N N N BELLEMEADE RE 2017-1 LTD N/A 078767AC4 2376000 PA USD 2443586.99 0.09852962969 Long ABS-CBDO CORP BM N 2 2027-10-25 Floating 4.836 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XSW5 3018000 PA USD 3174558.75 0.12800366811 Long ABS-CBDO CORP US N 2 2030-02-25 Floating 4.536 N N N N N N VTB BANK OJSC VIA VTB CAPITAL SA 529900Z143LRJYE8LK88 92909MAF7 200000 PA USD 209000 0.008427239419 Long DBT CORP LU N 2 2022-10-17 Fixed 6.95 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAF2 349000 PA USD 389955.15 0.015723662257 Long DBT CORP US N 2 2023-09-15 Fixed 7.875 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NAM1 208000 PA USD 231660 0.009340929587 Long DBT CORP NL N 2 2024-03-17 Fixed 6.25 N N N N N N DISH DBS CORP N/A 25470XAW5 55000 PA USD 59140.4 0.002384642632 Long DBT CORP US N 2 2024-11-15 Fixed 5.875 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HP5 1544000 PA USD 1585086.55 0.06391341558 Long DBT CORP US N 2 2026-03-01 Fixed 2.95 N N N N N N FRESH MARKET INC/THE 529900QM5ZSBEBR6CS58 35804HAA4 1500000 PA USD 1545000 0.062297056947 Long DBT CORP US N 2 2023-05-01 Fixed 9.75 N N N N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 410345AJ1 70000 PA USD 73799.6 0.002975726786 Long DBT CORP US N 2 2024-05-15 Fixed 4.625 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAD8 137000 PA USD 162965.29 0.006571040745 Long DBT CORP US N 2 2026-06-15 Fixed 6.02 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BB2 68000 PA USD 70152.88 0.002828684764 Long DBT CORP US N 2 2026-06-15 Fixed 6.375 N N N N N N CENGAGE LEARNING INC 549300BYGM0FWUSVXJ88 15137NAA1 2340000 PA USD 2394615.6 0.096555019029 Long DBT CORP US N 2 2024-06-15 Fixed 9.5 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAW3 64000 PA USD 65440 0.002638653338 Long DBT CORP US N 2 2024-06-15 Fixed 7.125 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CC4 14000 PA USD 14503.3 0.000584797997 Long DBT CORP US N 2 2027-01-15 Fixed 6.625 N N N N N N GOLDEN NUGGET INC 91D14OD6M4H1RVBN7R43 38113YAE9 158000 PA USD 158205.4 0.006379113795 Long DBT CORP US N 2 2024-10-15 Fixed 6.75 N N N N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034AK5 39000 PA USD 39435.63 0.001590112419 Long DBT CORP US N 2 2024-11-01 Fixed 4.875 N N N N N N LAMB WESTON HOLDINGS INC 5493005SMYID1D2OY946 513272AA2 22000 PA USD 22375.76 0.000902229123 Long DBT CORP US N 2 2024-11-01 Fixed 4.625 N N N N N N LAMB WESTON HOLDINGS INC 5493005SMYID1D2OY946 513272AB0 909000 PA USD 931288.68 0.037551161121 Long DBT CORP US N 2 2026-11-01 Fixed 4.875 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCG5 101000 PA USD 106633.68 0.004299653356 Long DBT CORP MX N 2 2027-03-13 Fixed 6.5 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP N/A 451102BM8 56000 PA USD 56700 0.002286241507 Long DBT CORP US N 2 2024-02-01 Fixed 6.75 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AD0 680000 PA USD 699699.6 0.02821309115 Long DBT CORP CA N 2 2025-01-15 Fixed 6.5 N N N N N N NIELSEN CO LUXEMBOURG SARL/THE 549300MFMRJBOPHHM352 65410CAC4 54000 PA USD 55282.5 0.00222908547 Long DBT CORP LU N 2 2025-02-01 Fixed 5 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAR6 28000 PA USD 28326.76 0.001142183677 Long DBT CORP US N 2 2022-04-15 Fixed 4 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BM4 189000 PA USD 195048 0.007864670785 Long DBT CORP US N 2 2026-03-15 Fixed 5.25 N N N N N N SUGARHOUSE HSP GAMING PROP MEZZ LP / SUGARHOUSE HSP GAMING FINANCE CORP N/A 865033AC8 1340000 PA USD 1340000 0.054031104407 Long DBT CORP US N 2 2025-05-15 Fixed 5.875 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 22304LAA8 17000 PA USD 17672.86 0.000712600107 Long DBT CORP US N 2 2025-05-15 Fixed 7.5 N N N N N N PROVIDENT FUNDING ASSOCIATES LP / PFG FINANCE CORP N/A 74387UAJ0 3575000 PA USD 3637562.5 0.146672775541 Long DBT CORP US N 2 2025-06-15 Fixed 6.375 N N N N N N LA FINANCIERE ATALIAN SASU 969500ICOLJMB33J0L87 F5474SAE8 1400000 PA 1591688.61 0.064179621993 Long DBT CORP FR N 2 2024-05-15 Fixed 4 N N N N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 13123XAT9 2345000 PA USD 2304501.85 0.09292147766 Long DBT CORP US N 2 2024-10-01 Fixed 6.125 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCS7 23000 PA USD 23345 0.000941310547 Long DBT CORP US N 2 2024-07-15 Fixed 4.625 N N N N N N KFC HOLDING CO/PIZZA HUT HOLDINGS LLC/TACO BELL OF AMERICA LLC N/A 48250NAC9 54000 PA USD 56376.54 0.002273199044 Long DBT CORP US N 2 2027-06-01 Fixed 4.75 N N N N N N PARK-OHIO INDUSTRIES INC 5493006LQUO5SLMNYM18 700677AR8 2214000 PA USD 2211232.5 0.089160697071 Long DBT CORP US N 2 2027-04-15 Fixed 6.625 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP N/A 505742AG1 1410000 PA USD 1427519.25 0.057560031074 Long DBT CORP US N 2 2025-10-01 Fixed 5.25 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NAV1 138000 PA USD 154201.2 0.006217657565 Long DBT CORP NL N 2 2025-01-27 Fixed 5.299 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NAY5 3006000 PA USD 3381750 0.136357975619 Long DBT CORP NL N 2 2028-01-27 Fixed 5.999 N N N N N N SCIENTIFIC GAMES INTERNATIONAL INC RLTHESQ0RNFQJWPBJN60 80874YAW0 1095000 PA USD 1126481.25 0.045421661217 Long DBT CORP US N 2 2025-10-15 Fixed 5 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAA5 886000 PA USD 898182.5 0.03621626301 Long DBT CORP US N 2 2024-11-15 Fixed 8.125 N N N N N N PRECISION DRILLING CORP 549300WF2OE8T5BP4B84 740212AL9 133000 PA USD 136325 0.005496858439 Long DBT CORP CA N 2 2026-01-15 Fixed 7.125 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BAL9 590000 PA USD 620975 0.025038779895 Long DBT CORP US N 2 2025-03-15 Fixed 4.75 N N N N N N RBS GLOBAL INC / REXNORD LLC N/A 75524DAP5 94000 PA USD 96291.72 0.003882647744 Long DBT CORP US N 2 2025-12-15 Fixed 4.875 N N N N N N MERCER INTERNATIONAL INC 549300Z5IAG39VRTY874 588056AW1 100000 PA USD 102125 0.004117855625 Long DBT CORP CA N 2 2026-01-15 Fixed 5.5 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAF2 1000000 PA USD 924000 0.037257269009 Long DBT CORP US N 2 2025-02-01 Fixed 5.75 N N N N N N MEREDITH CORP 549300YC8BC386CCTS24 589433AB7 57000 PA USD 58923.75 0.002375906932 Long DBT CORP US N 2 2026-02-01 Fixed 6.875 N N N N N N WASTE PRO USA INC 549300BY1QXU5BI3UF28 94107JAA1 182000 PA USD 183820 0.007411938517 Long DBT CORP US N 2 2026-02-15 Fixed 5.5 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AM7 75000 PA USD 83064 0.003349283326 Long DBT CORP US N 2 2026-02-15 Fixed 4.75 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAK1 2175000 PA USD 2635501.88 0.106267968092 Long DBT CORP US N 2 2026-03-01 Fixed 7.625 N N N N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581GW2 55000 PA USD 61256.25 0.002469957343 Long DBT CORP US N 2 2025-03-07 Fixed 5.25 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAM1 748000 PA USD 840565 0.033893026326 Long DBT CORP US N 2 2025-03-15 Fixed 6.875 N N N N N N USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP N/A 91740PAC2 43000 PA USD 44771.68 0.001805271132 Long DBT CORP US N 2 2026-04-01 Fixed 6.875 N N N N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034AN9 63000 PA USD 65205 0.002629177733 Long DBT CORP US N 2 2026-03-15 Fixed 5.625 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AY3 790000 PA USD 853813.99 0.034427248387 Long DBT CORP US N 2 2028-04-01 Fixed 7.5 N N N N N N GCP APPLIED TECHNOLOGIES INC 5493007G654QKQVEKV09 36164YAB7 3167000 PA USD 3238257.5 0.130572111253 Long DBT CORP US N 2 2026-04-15 Fixed 5.5 N N N N N N CHAMPIONX CORP 549300EP2909K6DYYP38 03755LAC8 55000 PA USD 57200 0.002306402367 Long DBT CORP US N 2 2026-05-01 Fixed 6.375 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAN9 1045000 PA USD 1210893.75 0.048825318382 Long DBT CORP US N 2 2026-03-15 Fixed 7.125 N N N N N N BAUSCH HEALTH AMERICAS INC KOO0397YRO83WY5MGD97 91911XAW4 2029000 PA USD 2176102.5 0.087744195059 Long DBT CORP US N 2 2027-01-31 Fixed 8.5 N N N N N N TMX FINANCE LLC / TITLEMAX FINANCE CORP N/A 87261NAJ9 1392000 PA USD 1419840 0.057250390509 Long DBT CORP US N 2 2023-04-01 Fixed 11.125 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAL5 650000 PA USD 684125 0.027585096494 Long DBT CORP NL N 2 2024-04-15 Fixed 6 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAK7 1520000 PA USD 1736600 0.070022698443 Long DBT CORP NL N 2 2028-03-01 Fixed 6.75 N N N N N N TRANSOCEAN PONTUS LTD N/A 89382PAA3 462300 PA USD 462300 0.018640731021 Long DBT CORP KY N 2 2025-08-01 Fixed 6.125 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAP5 1460000 PA USD 1497127.8 0.060366767517 Long DBT CORP US N 2 2027-01-15 Fixed 6.625 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAA0 145000 PA USD 148980.25 0.006007139882 Long DBT CORP US N 2 2026-09-01 Fixed 5.5 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AH8 90000 PA USD 102973.5 0.004152068604 Long DBT CORP US N 2 2026-09-01 Fixed 5.375 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAG8 720000 PA USD 842400 0.033967016681 Long DBT CORP US N 2 2028-08-28 Fixed 5.9 N N N N N N STEVENS HOLDING CO INC N/A 86024TAA5 2086000 PA USD 2250272.5 0.090734857009 Long DBT CORP US N 2 2026-10-01 Fixed 6.125 N N N N N N TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP N/A 87612BBL5 40000 PA USD 43129.2 0.001739043514 Long DBT CORP US N 2 2027-07-15 Fixed 6.5 N N N N N N TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP N/A 87612BBN1 160000 PA USD 179276.01 0.007228717026 Long DBT CORP US N 2 2029-01-15 Fixed 6.875 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAB8 52000 PA USD 53823.12 0.002170240758 Long DBT CORP US N 2 2027-02-15 Fixed 5.625 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCX6 23000 PA USD 23862.5 0.000962177037 Long DBT CORP US N 2 2027-02-01 Fixed 6.25 N N N N N N TRANSOCEAN POSEIDON LTD N/A 89383JAA6 1453000 PA USD 1445633.29 0.058290420318 Long DBT CORP KY N 2 2027-02-01 Fixed 6.875 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BE6 2729000 PA USD 2844982.5 0.114714586936 Long DBT CORP US N 2 2026-03-15 Fixed 6.25 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20338QAD5 55000 PA USD 57108.15 0.002302698817 Long DBT CORP US N 2 2026-03-01 Fixed 6 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBC3 45000 PA USD 47721.38 0.001924208108 Long DBT CORP US N 2 2026-03-15 Fixed 8 N N N N N N CENTENNIAL RESOURCE PRODUCTION LLC 5493004CTVUMQLRPOE23 15138AAC4 1000000 PA USD 1018735 0.041077147126 Long DBT CORP US N 2 2027-04-01 Fixed 6.875 N N N N N N CLARIOS GLOBAL LP / CLARIOS US FINANCE CO N/A 69867DAC2 1990000 PA USD 2116862.5 0.085355536383 Long DBT CORP US N 2 2027-05-15 Fixed 8.5 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AN2 2275000 PA USD 2307361.88 0.093036798988 Long DBT CORP US N 2 2026-04-15 Fixed 7.5 N N N N N N AUDACY CAPITAL CORP 549300S5JUSXRHNCHD80 29365DAA7 1499000 PA USD 1533237.16 0.06182275901 Long DBT CORP US N 2 2027-05-01 Fixed 6.5 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP N/A 451102BT3 480000 PA USD 501600 0.020225374605 Long DBT CORP US N 2 2026-05-15 Fixed 6.25 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBD8 4907592 PA USD 5238854.47 0.211239621525 Long DBT CORP US N 2 2027-05-01 Fixed 8.375 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBC0 100812 PA USD 106371.78 0.004289093098 Long DBT CORP US N 2 2026-05-01 Fixed 6.375 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AD9 855000 PA USD 876118.5 0.035326604587 Long DBT CORP US N 2 2028-01-15 Fixed 7 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CK6 135000 PA USD 144028.13 0.005807461888 Long DBT CORP US N 2 2024-06-15 Fixed 3.75 N N N N N N AMSTED INDUSTRIES INC N2VLGYMEEBIU3PFSUY86 032177AH0 65000 PA USD 67828.8 0.002734973862 Long DBT CORP US N 2 2027-07-01 Fixed 5.625 N N N N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 12621EAL7 80000 PA USD 93750.5 0.003780181383 Long DBT CORP US N 2 2029-05-30 Fixed 5.25 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAD4 25000 PA USD 26295.62 0.001060284619 Long DBT CORP US N 2 2024-07-15 Fixed 3.55 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAF9 60000 PA USD 61950 0.002497930536 Long DBT CORP US N 2 2027-07-31 Fixed 5 N N N N N N BATH AND BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AR5 1225000 PA USD 1391906.25 0.056124053671 Long DBT CORP US N 2 2029-06-15 Fixed 7.5 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65343HAA9 125000 PA USD 132246.88 0.005332421627 Long DBT CORP US N 2 2027-07-15 Fixed 5.625 N N N N N N MASONITE INTERNATIONAL CORP 549300H0H07ZFT4JYM32 575385AD1 35000 PA USD 36855 0.00148605698 Long DBT CORP US N 2 2028-02-01 Fixed 5.375 N N N N N N LOXAM SAS 969500BNA2YRNE1R5K91 F5837PAU0 1400000 PA 1656329.17 0.066786040535 Long DBT CORP FR N 2 2026-07-15 Fixed 3.75 N N N N N N DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO N/A 25277LAA4 1336000 PA USD 881760 0.035554079569 Long DBT CORP US N 2 2026-08-15 Fixed 5.375 N N N N N N DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO N/A 25277LAC0 1171000 PA USD 512312.5 0.020657321027 Long DBT CORP US N 2 2027-08-15 Fixed 6.625 N N N N N N TAYLOR MORRISON COMMUNITIES INC 549300O1Z08HI2MRK572 87724RAB8 705000 PA USD 785370 0.031667469006 Long DBT CORP US N 2 2028-01-15 Fixed 5.75 N N N N N N CLEAR CHANNEL WORLDWIDE HOLDINGS INC N/A 18453HAA4 60000 PA USD 62088.6 0.002503519126 Long DBT CORP US N 2 2027-08-15 Fixed 5.125 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCY4 2581000 PA USD 2671128.52 0.107704495484 Long DBT CORP US N 2 2026-01-01 Fixed 4.875 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDA5 2760000 PA USD 2877300 0.116017684113 Long DBT CORP US N 2 2027-11-01 Fixed 5.125 N N N N N N 1011778 BC ULC / NEW RED FINANCE INC N/A 68245XAH2 230000 PA USD 231437.5 0.009331958004 Long DBT CORP CA N 2 2028-01-15 Fixed 3.875 N N N N N N DEVON ENERGY CORP 54930042348RKR3ZPN35 25179MAY9 53000 PA USD 56333.81 0.002271476097 Long DBT CORP US N 2 2027-10-15 Fixed 5.25 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BN2 66000 PA USD 67900.8 0.002737877025 Long DBT CORP US N 2 2027-09-15 Fixed 4.625 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCF6 670000 PA USD 708525 0.028568946455 Long DBT CORP US N 2 2024-10-01 Fixed 4.75 N N N N N N ALTICE FRANCE SA/FRANCE 5493001ZMCICV4N02J21 02156LAC5 820000 PA USD 825125 0.033270458973 Long DBT CORP FR N 2 2028-01-15 Fixed 5.5 N N N N N N BEACON ROOFING SUPPLY INC 549300HDXQWWCBOYXP31 073685AF6 30000 PA USD 31200 0.001258037655 Long DBT CORP US N 2 2026-11-15 Fixed 4.5 N N N N N N GRANITE US HOLDINGS CORP N/A 38748YAA0 1000000 PA USD 1095000 0.044152283079 Long DBT CORP US N 2 2027-10-01 Fixed 11 N N N N N N SCOTTS MIRACLE-GRO CO/THE 2TH9E0JTOUXOEGI2R879 810186AS5 2148000 PA USD 2244660 0.090508551357 Long DBT CORP US N 2 2029-10-15 Fixed 4.5 N N N N N N VIPER ENERGY PARTNERS LP 5299009LINL232255G03 92763MAA3 30000 PA USD 31275 0.001261061784 Long DBT CORP US N 2 2027-11-01 Fixed 5.375 N N N N N N MOTION BONDCO DAC 635400KFD3IETNQLA755 G6329EAA1 1420000 PA 1568831.58 0.063257987236 Long DBT CORP IE N 2 2027-11-15 Fixed 4.5 N N N N N N AMERICAN BUILDERS AND CONTRACTORS SUPPLY CO INC 549300H5GQ4C1BEKG397 024747AF4 45000 PA USD 45956.25 0.001853035031 Long DBT CORP US N 2 2028-01-15 Fixed 4 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BL0 337000 PA USD 346267.5 0.013962101079 Long DBT CORP US N 2 2027-11-15 Fixed 5.5 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AD9 400000 PA USD 412000 0.016612548519 Long DBT CORP CA N 2 2024-12-01 Fixed 5.375 N N N N N N 1011778 BC ULC / NEW RED FINANCE INC N/A 68245XAJ8 63000 PA USD 63958.23 0.002578905823 Long DBT CORP CA N 2 2028-01-15 Fixed 4.375 N N N N N N PRESTIGE BRANDS INC 549300JBVP4J6D42I235 74112BAL9 1420000 PA USD 1481024.5 0.059717454768 Long DBT CORP US N 2 2028-01-15 Fixed 5.125 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BU4 45000 PA USD 46381.05 0.001870163698 Long DBT CORP US N 2 2027-12-01 Fixed 4.75 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAN1 795000 PA USD 869531.25 0.035060995339 Long DBT CORP NL N 2 2025-01-31 Fixed 7.125 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAJ1 125000 PA USD 130625 0.005267024637 Long DBT CORP CA N 2 2027-12-15 Fixed 5.25 N N N N N N COMPASS MINERALS INTERNATIONAL INC 2549008X9G8XP7YJGC47 20451NAG6 135000 PA USD 143268.75 0.00577684238 Long DBT CORP US N 2 2027-12-01 Fixed 6.75 N N N N N N HESS MIDSTREAM OPERATIONS LP N/A 428104AA1 86000 PA USD 89831.3 0.0036221525 Long DBT CORP US N 2 2028-06-15 Fixed 5.125 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBE9 1350000 PA USD 1297687.5 0.052324991642 Long DBT CORP US N 2 2028-04-01 Fixed 6.875 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCG4 97000 PA USD 100756.81 0.004062687851 Long DBT CORP US N 2 2025-08-01 Fixed 4.25 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP N/A 451102BZ9 1450000 PA USD 1504375 0.060658987084 Long DBT CORP US N 2 2027-05-15 Fixed 5.25 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAF1 90000 PA USD 94509.9 0.003810801697 Long DBT CORP CA N 2 2026-12-15 Fixed 5.125 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CM6 1620000 PA USD 1652400 0.066627609644 Long DBT CORP US N 2 2028-02-15 Fixed 4.5 N N N N N N MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC N/A 561233AE7 2350000 PA USD 2279500 0.091913360072 Long DBT CORP LU N 2 2025-04-15 Fixed 10 N N N N N N HESS MIDSTREAM OPERATIONS LP N/A 428102AC1 1698000 PA USD 1761675 0.071033765565 Long DBT CORP US N 2 2026-02-15 Fixed 5.625 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A45 1034000 PA USD 1100362.12 0.044368492979 Long DBT CORP US N 2 2027-01-09 Fixed 4.271 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAF0 1240000 PA USD 1195639 0.048210220629 Long DBT CORP LU N 2 2028-01-15 Fixed 5 N N N N N N NATIONSTAR MORTGAGE HOLDINGS INC N/A 63861CAA7 50000 PA USD 52340 0.002110438809 Long DBT CORP US N 2 2027-01-15 Fixed 6 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP N/A 505742AM8 950000 PA USD 942875 0.038018341469 Long DBT CORP US N 2 2027-02-01 Fixed 4.25 N N N N N N PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC N/A 74166MAE6 1645000 PA USD 1700568.1 0.068569830271 Long DBT CORP US N 2 2028-01-15 Fixed 6.25 N N N N N N HOLLY ENERGY PARTNERS LP / HOLLY ENERGY FINANCE CORP 549300HLPTRASHS0E726 435765AH5 1261000 PA USD 1278654 0.05155752819 Long DBT CORP US N 2 2028-02-01 Fixed 5 N N N N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 T1188BJD9 1350000 PA 1598519.4 0.064455051193 Long DBT CORP IT N 2 2025-04-28 Fixed 2.625 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AG4 1505000 PA USD 1528854.25 0.061646032541 Long DBT CORP US N 2 2028-02-15 Fixed 4.5 N N N N N N AG ISSUER LLC N/A 00119LAA9 85000 PA USD 89122.5 0.003593572465 Long DBT CORP US N 2 2028-03-01 Fixed 6.25 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAD3 1280000 PA USD 1327104 0.05351111551 Long DBT CORP US N 2 2030-02-15 Fixed 4.25 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AU5 35000 PA USD 35525 0.001432429093 Long DBT CORP US N 2 2028-03-01 Fixed 4.5 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAM4 1655000 PA USD 1691170.03 0.068190883926 Long DBT CORP CA N 2 2030-03-01 Fixed 4.625 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 45000 PA USD 49687.29 0.00200347698 Long DBT CORP US N 2 2030-04-15 Fixed 3.875 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 1020000 PA USD 1123724.55 0.045310506333 Long DBT CORP US N 2 2027-04-15 Fixed 3.75 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDE7 25000 PA USD 26531.25 0.001069785626 Long DBT CORP US N 2 2025-04-01 Fixed 7.5 N N N N N N WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP N/A 983133AB5 30000 PA USD 31650.6 0.001276206622 Long DBT CORP US N 2 2025-04-15 Fixed 7.75 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BC0 355000 PA USD 380737.5 0.015351990757 Long DBT CORP US N 2 2025-05-01 Fixed 8.75 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAC6 3162000 PA USD 3654607.98 0.147360078607 Long DBT CORP US N 2 2025-04-15 Fixed 9.25 N N N N N N SIX FLAGS THEME PARKS INC 5493003MX0ZXTM8EVY68 83001WAC8 860000 PA USD 915900 0.036930663079 Long DBT CORP US N 2 2025-07-01 Fixed 7 N N N N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370CW8 2279000 PA USD 2740565.87 0.110504328848 Long DBT CORP US N 2 2025-04-22 Fixed 9 N N N N N N AMC ENTERTAINMENT HOLDINGS INC 549300ZO77UNR6NRBR11 00165CAN4 1000000 PA USD 1070000 0.043144240086 Long DBT CORP US N 2 2025-04-15 Fixed 10.5 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AT9 515000 PA USD 558775 0.02253076893 Long DBT CORP US N 2 2025-05-01 Fixed 9.5 N N N N N N JELD-WEN INC 549300XWE6NM0N1HFW16 475795AE0 26000 PA USD 27462.5 0.001107335227 Long DBT CORP US N 2 2025-05-15 Fixed 6.25 N N N N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 410345AN2 40000 PA USD 41875.2 0.001688480077 Long DBT CORP US N 2 2025-05-15 Fixed 5.375 N N N N N N TEMPO ACQUISITION LLC / TEMPO ACQUISITION FINANCE CORP N/A 88023JAD8 690000 PA USD 724500 0.029213085928 Long DBT CORP US N 2 2025-06-01 Fixed 5.75 N N N N N N BWAY HOLDING CO 549300DNGHXL0OMHW304 57763RAA5 30000 PA USD 31050 0.001251989397 Long DBT CORP US N 2 2024-04-15 Fixed 8.5 N N N N N N LAMB WESTON HOLDINGS INC 5493005SMYID1D2OY946 513272AC8 1195000 PA USD 1313603.75 0.052966762213 Long DBT CORP US N 2 2028-05-15 Fixed 4.875 N N N N N N PBF HOLDING CO LLC / PBF FINANCE CORP N/A 69318FAK4 800000 PA USD 758000 0.030563863537 Long DBT CORP US N 2 2025-05-15 Fixed 9.25 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AK3 1685000 PA USD 1667341.2 0.067230064522 Long DBT CORP US N 2 2029-02-15 Fixed 6.25 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAS8 40000 PA USD 43400 0.001749962635 Long DBT CORP US N 2 2025-06-01 Fixed 8.875 N N N N N N MATCH GROUP HOLDINGS II LLC N/A 57665RAN6 840000 PA USD 878199 0.035410493925 Long DBT CORP US N 2 2028-06-01 Fixed 4.625 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 18060TAA3 59000 PA USD 62245 0.002509825443 Long DBT CORP US N 2 2025-05-15 Fixed 6.75 N N N N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034AV1 150000 PA USD 165000 0.006653083752 Long DBT CORP US N 2 2027-05-15 Fixed 6.5 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988MAC9 50000 PA USD 53086.25 0.002140528893 Long DBT CORP US N 2 2025-06-15 Fixed 7 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BB1 55000 PA USD 60703.5 0.002447669512 Long DBT CORP US N 2 2025-06-01 Fixed 4.875 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BA1 100000 PA USD 104573.08 0.004216566421 Long DBT CORP US N 2 2025-09-01 Fixed 4.25 N N N N N N DIVERSIFIED HEALTHCARE TRUST N/A 25525PAA5 2240000 PA USD 2450006.73 0.098788484647 Long DBT CORP US N 2 2025-06-15 Fixed 9.75 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAP9 100000 PA USD 110750 0.004465630458 Long DBT CORP US N 2 2028-06-15 Fixed 7.25 N N N N N N ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC N/A 29260FAF7 100000 PA USD 105375 0.004248901214 Long DBT CORP US N 2 2025-07-15 Fixed 6.625 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAA0 35000 PA USD 39295.91 0.001584478669 Long DBT CORP US N 2 2025-09-15 Fixed 7.5 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AU6 1630000 PA USD 1770587.5 0.071393132891 Long DBT CORP US N 2 2027-06-01 Fixed 6.625 N N N N N N BATH AND BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AU8 12000 PA USD 15224.88 0.000613893344 Long DBT CORP US N 2 2025-07-01 Fixed 9.375 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BR3 344000 PA USD 346659.12 0.01397789187 Long DBT CORP US N 2 2028-07-01 Fixed 4.25 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311VAJ6 50000 PA USD 56875 0.002293297808 Long DBT CORP US N 2 2027-07-15 Fixed 5.625 N N N N N N PG AND E CORP 8YQ2GSDWYZXO2EDN3511 69331CAH1 1350000 PA USD 1375312.5 0.055454965134 Long DBT CORP US N 2 2028-07-01 Fixed 5 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAT7 25000 PA USD 27884.5 0.001124350993 Long DBT CORP US N 2 2025-01-15 Fixed 10 N N N N N N MEREDITH CORP 549300YC8BC386CCTS24 589433AD3 695000 PA USD 743650 0.02998524686 Long DBT CORP US N 2 2025-07-01 Fixed 6.5 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JM0 750000 PA USD 810997.5 0.032700813878 Long DBT CORP US N 2 2030-07-01 Fixed 4.55 N N N N N N TRIPADVISOR INC 549300XVG45PT5BART17 896945AA0 378000 PA USD 400680 0.016156106652 Long DBT CORP US N 2 2025-07-15 Fixed 7 N N N N N N RATTLER MIDSTREAM LP 549300I45NRVEEN9M219 75419TAA1 70000 PA USD 72890.99 0.002939090068 Long DBT CORP US N 2 2025-07-15 Fixed 5.625 N N N N N N DIEBOLD NIXDORF INC 549300XZK6EWDBAZSY16 253657AA8 48000 PA USD 52530.24 0.002118109613 Long DBT CORP US N 2 2025-07-15 Fixed 9.375 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCG8 825000 PA USD 863156.25 0.034803944376 Long DBT CORP US N 2 2028-08-01 Fixed 4.375 N N N N N N BOISE CASCADE CO 549300Z8B8LSRHC7XA55 09739DAD2 75000 PA USD 80062.5 0.003228257684 Long DBT CORP US N 2 2030-07-01 Fixed 4.875 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CP9 160000 PA USD 157600 0.006354703026 Long DBT CORP US N 2 2029-02-01 Fixed 4.625 N N N N N N NATIONSTAR MORTGAGE HOLDINGS INC N/A 63861CAC3 1288000 PA USD 1326640 0.053492406232 Long DBT CORP US N 2 2028-08-15 Fixed 5.5 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411BH7 305000 PA USD 327875 0.013220483849 Long DBT CORP US N 2 2025-11-15 Fixed 4.625 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411BJ3 595000 PA USD 648859.4 0.026163126856 Long DBT CORP US N 2 2027-11-15 Fixed 4.875 N N N N N N PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC N/A 74166MAF3 790000 PA USD 757910.2 0.030560242648 Long DBT CORP US N 2 2027-08-31 Fixed 3.375 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BS1 790000 PA USD 765312.5 0.030858716113 Long DBT CORP US N 2 2029-01-15 Fixed 3.625 N N N N N N CDW LLC / CDW FINANCE CORP N/A 12513GBF5 235000 PA USD 240875 0.009712494234 Long DBT CORP US N 2 2029-02-15 Fixed 3.25 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCJ8 1230000 PA USD 1285350 0.051827522425 Long DBT CORP US N 2 2026-02-15 Fixed 5.5 N N N N N N INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC N/A 45827MAA5 20000 PA USD 20965 0.000845344854 Long DBT CORP CA N 2 2028-09-15 Fixed 6 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AH5 370000 PA USD 387517.66 0.015625378468 Long DBT CORP CA N 2 2029-04-01 Fixed 6.125 N N N N N N BIG RIVER STEEL LLC / BRS FINANCE CORP N/A 08949LAB6 1200000 PA USD 1297500 0.05231743132 Long DBT CORP US N 2 2029-01-31 Fixed 6.625 N N N N N N NIELSEN FINANCE LLC / NIELSEN FINANCE CO N/A 65409QBD3 1045000 PA USD 1084187.5 0.043716304485 Long DBT CORP US N 2 2028-10-01 Fixed 5.625 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BQ1 500000 PA USD 515000 0.020765685649 Long DBT CORP US N 2 2027-01-30 Fixed 11.5 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65336YAN3 50000 PA USD 51868 0.002091406958 Long DBT CORP US N 2 2028-11-01 Fixed 4.75 N N N N N N DELTA AIR LINES INC / SKYMILES IP LTD N/A 830867AB3 150000 PA USD 167250 0.006743807621 Long DBT CORP US N 2 2028-10-20 Fixed 4.75 N N N N N N PM GENERAL PURCHASER LLC N/A 69356MAA4 3685000 PA USD 3889959.7 0.156849864694 Long DBT CORP US N 2 2028-10-01 Fixed 9.5 N N N N N N GLOBAL PARTNERS LP / GLP FINANCE CORP N/A 37954FAJ3 230000 PA USD 238733.1 0.009626129143 Long DBT CORP US N 2 2029-01-15 Fixed 6.875 N N N N N N PENNYMAC FINANCIAL SERVICES INC 549300W1D516HBDEU871 70932MAA5 1430000 PA USD 1470683.5 0.059300487864 Long DBT CORP US N 2 2025-10-15 Fixed 5.375 N N N N N N GLOBAL MEDICAL RESPONSE INC 549300ZFWD4ZFCEJCQ87 37960BAA3 745000 PA USD 770143.75 0.031053520421 Long DBT CORP US N 2 2025-10-01 Fixed 6.5 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906ABE7 945000 PA USD 1004062.5 0.040485526693 Long DBT CORP US N 2 2027-10-15 Fixed 5.875 N N N N N N WHITE CAP BUYER LLC N/A 96350RAA2 1330000 PA USD 1403150 0.056577421007 Long DBT CORP US N 2 2028-10-15 Fixed 6.875 N N N N N N ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER N/A 01883LAB9 360000 PA USD 363600 0.014660977286 Long DBT CORP US N 2 2027-10-15 Fixed 4.25 N N N N N N NORTHRIVER MIDSTREAM FINANCE LP 549300SOLNLY3BL6GF18 66679NAA8 1026000 PA USD 1067040 0.043024887796 Long DBT CORP CA N 2 2026-02-15 Fixed 5.625 N N N N N N SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC N/A 82453AAA5 380000 PA USD 396625 0.015992602079 Long DBT CORP US N 2 2026-11-01 Fixed 4.625 N N N N N N INGEVITY CORP 5493009UTFC4B5IMGF87 45688CAB3 670000 PA USD 668325 0.026948013323 Long DBT CORP US N 2 2028-11-01 Fixed 3.875 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDC3 1135000 PA USD 1172330.15 0.047270367713 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 145000 PA USD 163262.75 0.006583034844 Long DBT CORP US N 2 2029-01-15 Fixed 5 N N N N N N ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP N/A 03690EAA6 780000 PA USD 852891 0.034390031843 Long DBT CORP US N 2 2026-05-15 Fixed 7.875 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B36 420000 PA USD 436800 0.017612527168 Long DBT CORP US N 2 2030-11-13 Fixed 4 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAL8 284000 PA USD 281870 0.011365483134 Long DBT CORP CA N 2 2028-08-01 Fixed 4 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AM9 560000 PA USD 521500 0.021027776827 Long DBT CORP US N 2 2029-02-15 Fixed 5 N N N N N N SINCLAIR TELEVISION GROUP INC 549300CQGEN0CH65UD62 829259BA7 705000 PA USD 689137.5 0.027787209115 Long DBT CORP US N 2 2030-12-01 Fixed 4.125 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AA1 400000 PA USD 405554.01 0.016352635117 Long DBT CORP US N 2 2028-06-01 Fixed 4.25 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AB9 400000 PA USD 407672 0.016438036116 Long DBT CORP US N 2 2028-12-01 Fixed 6.125 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAH8 922000 PA USD 954270 0.038477807464 Long DBT CORP US N 2 2025-02-01 Fixed 9 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBG4 40000 PA USD 41950 0.001691496142 Long DBT CORP US N 2 2027-03-15 Fixed 5.625 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBH2 135000 PA USD 143437.5 0.005783646671 Long DBT CORP US N 2 2029-01-15 Fixed 6 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAC4 1818000 PA USD 1935697.32 0.078050644775 Long DBT CORP US N 2 2028-01-15 Fixed 5.625 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAN6 10000 PA USD 11327.3 0.000456736216 Long DBT CORP US N 2 2026-07-15 Fixed 8.375 N N N N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 13123XBB7 670000 PA USD 724474.36 0.029212052079 Long DBT CORP US N 2 2025-04-01 Fixed 9 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP N/A 451102CC9 1380000 PA USD 1378275 0.055574418229 Long DBT CORP US N 2 2029-02-01 Fixed 4.375 N N N N N N URBAN ONE INC 549300PLGIGPBRQUP240 91705JAC9 135000 PA USD 144742.28 0.005836257644 Long DBT CORP US N 2 2028-02-01 Fixed 7.375 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABS3 675000 PA USD 682127.33 0.027504547004 Long DBT CORP US N 2 2029-02-15 Fixed 2.625 N N N N N N CROWDSTRIKE HOLDINGS INC 549300YBY08K9KM4HX32 22788CAA3 958000 PA USD 954790.7 0.038498802984 Long DBT CORP US N 2 2029-02-15 Fixed 3 N N N N N N MERCER INTERNATIONAL INC 549300Z5IAG39VRTY874 588056BB6 265000 PA USD 270631.25 0.010912317407 Long DBT CORP CA N 2 2029-02-01 Fixed 5.125 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BP1 940000 PA USD 938359.7 0.037836276807 Long DBT CORP US N 2 2029-01-15 Fixed 4.625 N N N N N N BEASLEY MEZZANINE HOLDINGS LLC 549300VK8LJV1TK18D38 07403VAA7 1500000 PA USD 1530000 0.061692231151 Long DBT CORP US N 2 2026-02-01 Fixed 8.625 N N N N N N TASEKO MINES LTD 549300XKUO1JSLU7KX54 876511AF3 1350000 PA USD 1368562.5 0.055182793526 Long DBT CORP CA N 2 2026-02-15 Fixed 7 N N N N N N LABORATOIRE EIMER SELAS 969500DCZL54LLTFEM37 F5540NAA7 1405000 PA 1679246.76 0.067710117175 Long DBT CORP FR N 2 2029-02-01 Fixed 5 N N N N N N ROCKET SOFTWARE INC 549300PVG26ISP5X1556 77314EAA6 1345000 PA USD 1331550 0.053690385876 Long DBT CORP US N 2 2029-02-15 Fixed 6.5 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 1345000 PA USD 1390393.75 0.05606306707 Long DBT CORP US N 2 2027-03-01 Fixed 5.75 N N N N N N SPANISH BROADCASTING SYSTEM INC 5493005DKYB1X4C9LH64 846425AQ9 1500000 PA USD 1566712.5 0.063172542286 Long DBT CORP US N 2 2026-03-01 Fixed 9.75 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AS3 392000 PA USD 423360 0.017070603255 Long DBT CORP US N 2 2029-03-01 Fixed 6.75 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AJ1 555000 PA USD 550143.75 0.022182742086 Long DBT CORP CA N 2 2026-04-01 Fixed 4.5 N N N N N N TTM TECHNOLOGIES INC 549300SC4BDOIS008048 87305RAK5 1035000 PA USD 1037587.5 0.041837312346 Long DBT CORP US N 2 2029-03-01 Fixed 4 N N N N N N PLANTRONICS INC 5493006O3W5M472F6668 727493AC2 1407000 PA USD 1317416.31 0.053120491189 Long DBT CORP US N 2 2029-03-01 Fixed 4.75 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAH4 1075000 PA USD 1125740 0.045391772743 Long DBT CORP US N 2 2031-03-01 Fixed 4 N N N N N N LOUISIANA-PACIFIC CORP 549300C7E2UAO5BVRR75 546347AM7 140000 PA USD 140875 0.005680322264 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 03969YAA6 875000 PA USD 872812.5 0.035193300982 Long DBT CORP US N 2 2028-09-01 Fixed 3.25 N N N N N N ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC N/A 03969YAB4 1140000 PA USD 1152825 0.046483886521 Long DBT CORP US N 2 2029-09-01 Fixed 4 N N N N N N PHH MORTGAGE CORP PAOOWF3GUFM46FBSP561 69356NAA2 1350000 PA USD 1373625 0.055386922232 Long DBT CORP US N 2 2026-03-15 Fixed 7.875 N N N N N N TRONOX INC 549300EPZ4YXC7E5P181 897051AC2 80000 PA USD 79600 0.003209608889 Long DBT CORP US N 2 2029-03-15 Fixed 4.625 N N N N N N OWENS AND MINOR INC 549300LMT5KQQXCEZ733 690732AF9 695000 PA USD 701950 0.028303831149 Long DBT CORP US N 2 2029-03-31 Fixed 4.5 N N N N N N TWILIO INC 5493004W8TRGD63APX93 90138FAC6 945000 PA USD 966735 0.0389804177 Long DBT CORP US N 2 2029-03-15 Fixed 3.625 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AG2 625000 PA USD 639843.75 0.025799600343 Long DBT CORP US N 2 2029-03-15 Fixed 3.75 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AJ6 675000 PA USD 707062.5 0.028509975941 Long DBT CORP US N 2 2031-03-15 Fixed 4 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BE1 20000 PA USD 20622 0.000831514504 Long DBT CORP US N 2 2026-04-01 Fixed 3.375 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BF8 2395000 PA USD 2496787.5 0.100674765743 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 00253XAB7 1390000 PA USD 1497725 0.060390847648 Long DBT CORP US N 2 2029-04-20 Fixed 5.75 N N N N N N AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD N/A 00253XAA9 1390000 PA USD 1461237.5 0.0589196089 Long DBT CORP US N 2 2026-04-20 Fixed 5.5 N N N N N N AUDACY CAPITAL CORP 549300S5JUSXRHNCHD80 29365DAB5 1390000 PA USD 1401008.8 0.05649108414 Long DBT CORP US N 2 2029-03-31 Fixed 6.75 N N N N N N ENDO LUXEMBOURG FINANCE CO I SARL / ENDO US INC N/A 29280BAA3 560000 PA USD 560000 0.022580163036 Long DBT CORP LU N 2 2029-04-01 Fixed 6.125 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 2365000 PA USD 2400475 0.096791280113 Long DBT CORP US N 2 2029-04-15 Fixed 4 N N N N N N TRINSEO MATERIALS OPERATING SCA / TRINSEO MATERIALS FINANCE INC N/A 89668QAF5 1450000 PA USD 1460875 0.058904992276 Long DBT CORP LU N 2 2029-04-01 Fixed 5.125 N N N N N N NESCO HOLDINGS II INC 254900FAHT0HW9T6L409 64083YAA9 1035000 PA USD 1073502 0.043285446748 Long DBT CORP US N 2 2029-04-15 Fixed 5.5 N N N N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 880779BA0 55000 PA USD 56993.75 0.002298086013 Long DBT CORP US N 2 2029-05-15 Fixed 5 N N N N N N SIGNAL PARENT INC N/A 82666QAA3 1345000 PA USD 1284475 0.05179224092 Long DBT CORP US N 2 2029-04-01 Fixed 6.125 N N N N N N IMOLA MERGER CORP N/A 45258LAA5 2887000 PA USD 2986655.2 0.120427073835 Long DBT CORP US N 2 2029-05-15 Fixed 4.75 N N N N N N ORGANON AND CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622TAA9 1315000 PA USD 1341300 0.054083522643 Long DBT CORP US N 2 2028-04-30 Fixed 4.125 N N N N N N NEWS CORP 549300ITS31QK8VRBQ14 65249BAA7 1050000 PA USD 1078875 0.043502095349 Long DBT CORP US N 2 2029-05-15 Fixed 3.875 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BQ9 1405000 PA USD 1407613.3 0.056757388939 Long DBT CORP US N 2 2029-05-01 Fixed 4.875 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 535000 PA USD 549043.75 0.022138388194 Long DBT CORP US N 2 2026-04-15 Fixed 4.375 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 535000 PA USD 552895.75 0.022293707458 Long DBT CORP US N 2 2029-04-15 Fixed 4.625 N N N N N N SCIH SALT HOLDINGS INC N/A 78433BAA6 530000 PA USD 532650 0.021477364002 Long DBT CORP US N 2 2028-05-01 Fixed 4.875 N N N N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 47216FAA5 1978000 PA USD 2049801.4 0.082651517505 Long DBT CORP IE N 2 2029-01-15 Fixed 4.375 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AF4 790000 PA USD 811725 0.032730147929 Long DBT CORP CA N 2 2026-05-01 Fixed 4.375 N N N N N N BEACON ROOFING SUPPLY INC 549300HDXQWWCBOYXP31 073685AH2 525000 PA USD 521718.75 0.021036597203 Long DBT CORP US N 2 2029-05-15 Fixed 4.125 N N N N N N ENCINO ACQUISITION PARTNERS HOLDINGS LLC 549300BUKUEKT2UE4T49 29254BAA5 2910000 PA USD 2975475 0.119976268944 Long DBT CORP US N 2 2028-05-01 Fixed 8.5 N N N N N N AMERICAN BUILDERS AND CONTRACTORS SUPPLY CO INC 549300H5GQ4C1BEKG397 024747AG2 655000 PA USD 650087.5 0.026212645959 Long DBT CORP US N 2 2029-11-15 Fixed 3.875 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAS8 655000 PA USD 655000 0.026410726408 Long DBT CORP CA N 2 2029-05-15 Fixed 4.25 N N N N N N CARRIAGE SERVICES INC N/A 143905AP2 655000 PA USD 655720.5 0.026439778207 Long DBT CORP US N 2 2029-05-15 Fixed 4.25 N N N N N N HERENS HOLDCO SARL 2221002FZ55AMAUX4G64 427169AA5 1100000 PA USD 1105500 0.044575661136 Long DBT CORP LU N 2 2028-05-15 Fixed 4.75 N N N N N N ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL N/A 049362AA4 200000 PA USD 199376 0.008039183188 Long DBT CORP LU N 2 2028-06-01 Fixed 4.625 N N N N N N ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL N/A 019579AA9 400000 PA USD 399380 0.016103688417 Long DBT CORP LU N 2 2028-06-01 Fixed 4.625 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AV4 465000 PA USD 472556.25 0.019054280658 Long DBT CORP US N 2 2029-05-01 Fixed 4.5 N N N N N N SERVICE CORP INTERNATIONAL/US 549300RKVM2ME20JHZ15 817565CG7 465000 PA USD 480693.75 0.019382398652 Long DBT CORP US N 2 2031-05-15 Fixed 4 N N N N N N DISH DBS CORP N/A 25470XBD6 913000 PA USD 894548.27 0.036069724607 Long DBT CORP US N 2 2029-06-01 Fixed 5.125 N N N N N N BROOKFIELD RESIDENTIAL PROPERTIES INC / BROOKFIELD RESIDENTIAL US LLC N/A 11283YAG5 75000 PA USD 76691.25 0.003092323086 Long DBT CORP CA N 2 2029-06-15 Fixed 5 N N N N N N GREAT LAKES DREDGE AND DOCK CORP 549300H65E3MZ1CX0P05 390607AF6 585000 PA USD 605475 0.024413793239 Long DBT CORP US N 2 2029-06-01 Fixed 5.25 N N N N N N MAJORDRIVE HOLDINGS IV LLC N/A 56085RAA8 1345000 PA USD 1299895.43 0.052414019177 Long DBT CORP US N 2 2029-06-01 Fixed 6.375 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAS5 35000 PA USD 36860.25 0.001486268669 Long DBT CORP US N 2 2030-03-01 Fixed 5.375 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDL1 1120000 PA USD 1136800 0.045837730963 Long DBT CORP US N 2 2029-06-01 Fixed 4.25 N N N N N N NIELSEN FINANCE LLC / NIELSEN FINANCE CO N/A 65409QBH4 495000 PA USD 484011 0.019516155877 Long DBT CORP US N 2 2029-07-15 Fixed 4.5 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 740000 PA USD 766825 0.030919702714 Long DBT CORP US N 2 2028-06-01 Fixed 4.875 N N N N N N OASIS PETROLEUM INC 529900FA4V2YNIKZ0M71 674215AL2 35000 PA USD 36662.5 0.001478295049 Long DBT CORP US N 2 2026-06-01 Fixed 6.375 N N N N N N DT MIDSTREAM INC N/A 23345MAA5 275000 PA USD 278866.5 0.011244376849 Long DBT CORP US N 2 2029-06-15 Fixed 4.125 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAN4 230000 PA USD 235750 0.009505845421 Long DBT CORP CA N 2 2029-06-15 Fixed 4.75 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BF3 985000 PA USD 970225 0.039121140503 Long DBT CORP US N 2 2028-07-15 Fixed 5.25 N N N N N N PRECISION DRILLING CORP 549300WF2OE8T5BP4B84 740212AM7 205000 PA USD 214111.23 0.008633333002 Long DBT CORP CA N 2 2029-01-15 Fixed 6.875 N N N N N N VIDEOTRON LTD 549300LW4GNJRBECSD81 92660FAN4 295000 PA USD 299056.25 0.012058462289 Long DBT CORP CA N 2 2029-06-15 Fixed 3.625 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 1000000 PA USD 1016875.01 0.04100214913 Long DBT CORP US N 2 2028-07-15 Fixed 4 N N N N N N CVR PARTNERS LP / CVR NITROGEN FINANCE CORP N/A 12663QAC9 185000 PA USD 194018.75 0.007823169655 Long DBT CORP US N 2 2028-06-15 Fixed 6.125 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP N/A 505742AP1 480000 PA USD 476616 0.01921797676 Long DBT CORP US N 2 2029-06-15 Fixed 4.75 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAW0 2408000 PA USD 2493050.56 0.100524085895 Long DBT CORP US N 2 2028-07-15 Fixed 6.5 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AT1 930000 PA USD 967200 0.0389991673 Long DBT CORP US N 2 2030-01-15 Fixed 5.875 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AG2 235000 PA USD 236786 0.009547618723 Long DBT CORP US N 2 2029-06-15 Fixed 3.625 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAA5 465000 PA USD 465000 0.018749599664 Long DBT CORP US N 2 2028-06-30 Fixed 4.125 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 1350000 PA USD 1360125 0.054842579016 Long DBT CORP US N 2 2029-06-30 Fixed 5.875 N N N N N N RAPTOR ACQUISITION CORP / RAPTOR CO-ISSUER LLC N/A 75383KAA2 20000 PA USD 20425 0.000823571125 Long DBT CORP US N 2 2026-11-01 Fixed 4.875 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAG2 465000 PA USD 452212.5 0.018233985673 Long DBT CORP US N 2 2027-01-15 Fixed 6.625 N N N N N N ITT HOLDINGS LLC 549300TH2PHOLK31LB42 45074JAA2 1015000 PA USD 1023881.25 0.041284652775 Long DBT CORP US N 2 2029-08-01 Fixed 6.5 N N N N N N VICTORIA'S SECRET AND CO 5493006T3O70U3UWVF17 926400AA0 1885000 PA USD 1908562.5 0.076956522168 Long DBT CORP US N 2 2029-07-15 Fixed 4.625 N N N N N N MASONITE INTERNATIONAL CORP 549300H0H07ZFT4JYM32 575385AE9 430000 PA USD 426775 0.017208301928 Long DBT CORP US N 2 2030-02-15 Fixed 3.5 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 031921AB5 30000 PA USD 30421.5 0.001226647196 Long DBT CORP US N 2 2029-06-30 Fixed 4.875 N N N N N N ADT SECURITY CORP/THE 5493009JEEDYLVRA0J13 00109LAA1 775000 PA USD 770265.06 0.03105841185 Long DBT CORP US N 2 2029-08-01 Fixed 4.125 N N N N N N MILLENNIUM ESCROW CORP N/A 60041CAA6 595000 PA USD 612820.25 0.024709966352 Long DBT CORP US N 2 2026-08-01 Fixed 6.625 N N N N N N MCGRAW-HILL EDUCATION INC N/A 57767XAA8 900000 PA USD 884250 0.035654480651 Long DBT CORP US N 2 2028-08-01 Fixed 5.75 N N N N N N MCGRAW-HILL EDUCATION INC N/A 57767XAB6 1000000 PA USD 955280 0.038518532402 Long DBT CORP US N 2 2029-08-01 Fixed 8 N N N N N N DIRECTV HOLDINGS LLC/DIRECTV FINANCING CO N/A 25461LAA0 2057000 PA USD 2146993.75 0.0865704802 Long DBT CORP US N 2 2027-08-15 Fixed 5.875 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AG1 175000 PA USD 177481.5 0.007156359296 Long DBT CORP US N 2 2026-11-15 Fixed 3.25 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BK4 90000 PA USD 90337.5 0.003642563354 Long DBT CORP CA N 2 2026-08-15 Fixed 3.875 N N N N N N HESS MIDSTREAM OPERATIONS LP N/A 428102AE7 345000 PA USD 348881.25 0.014067491974 Long DBT CORP US N 2 2030-02-15 Fixed 4.25 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BX8 320000 PA USD 323600 0.013048108497 Long DBT CORP CA N 2 2028-02-15 Fixed 6 N N N N N N WOLVERINE WORLD WIDE INC 549300OVC7PK14LQ8D87 978097AG8 655000 PA USD 661550 0.026674833673 Long DBT CORP US N 2 2029-08-15 Fixed 4 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AS8 880000 PA USD 949718.01 0.0382942634 Long DBT CORP US N 2 2030-03-15 Fixed 5.375 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AR0 2680000 PA USD 2867600 0.115626563431 Long DBT CORP US N 2 2029-02-01 Fixed 5.375 N N N N N N CAESARS ENTERTAINMENT INC 549300FA4CTCW903Y781 12769GAA8 1330000 PA USD 1346625 0.0542982358 Long DBT CORP US N 2 2029-10-15 Fixed 4.625 N N N N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAC1 415000 PA USD 400475 0.0161478407 Long DBT CORP US N 2 2028-10-01 Fixed 3.375 N N N N N N PACTIV EVERGREEN GROUP ISSUER LLC / PACTIV EVERGREEN GROUP ISSUER INC N/A 69527AAA4 165000 PA USD 165618.75 0.006678032815 Long DBT CORP US N 2 2028-10-15 Fixed 4.375 N N N N N N OLYMPUS WATER US HOLDING CORP 549300YU2GGVCBN3MY89 681639AA8 500000 PA USD 492737.5 0.019868023364 Long DBT CORP US N 2 2028-10-01 Fixed 4.25 N N N N N N OLYMPUS WATER US HOLDING CORP 549300YU2GGVCBN3MY89 681639AB6 2610000 PA USD 2586379.24 0.10428725877 Long DBT CORP US N 2 2029-10-01 Fixed 6.25 N N N N N N MATCH GROUP HOLDINGS II LLC N/A 57667JAA0 345000 PA USD 340904.85 0.013745869809 Long DBT CORP US N 2 2031-10-01 Fixed 3.625 N N N N N N ROLLER BEARING CO OF AMERICA INC N/A 775631AD6 245000 PA USD 251125 0.010125791861 Long DBT CORP US N 2 2029-10-15 Fixed 4.375 N N N N N N WR GRACE HOLDINGS LLC N/A 92943GAC5 82000 PA USD 89790 0.003620487212 Long DBT CORP US N 2 2024-10-01 Fixed 5.625 N N N N N N WR GRACE HOLDINGS LLC N/A 92943GAD3 70000 PA USD 72012.5 0.00290366784 Long DBT CORP US N 2 2027-06-15 Fixed 4.875 N N N N N N BLACKSTONE MORTGAGE TRUST INC 549300OLDJ20R2Y2UW20 09257WAD2 479000 PA USD 474808.75 0.019145105332 Long DBT CORP US N 2 2027-01-15 Fixed 3.75 N N N N N N ALTICE FRANCE SA/FRANCE 5493001ZMCICV4N02J21 02156LAH4 500000 PA USD 494941.25 0.019956882354 Long DBT CORP FR N 2 2029-10-15 Fixed 5.5 N N N N N N ROCKCLIFF ENERGY II LLC 5493007AZNVKZ5HEMT23 77289KAA3 284000 PA USD 288260 0.011623138923 Long DBT CORP US N 2 2029-10-15 Fixed 5.5 N N N N N N BCPE ULYSSES INTERMEDIATE INC N/A 05553LAA1 1350000 PA USD 1339875 0.054026064192 Long DBT CORP US N 2 2027-04-01 Variable 7.75 N N N N N N HUSKY III HOLDING LTD N/A 44810RAA6 3935000 PA USD 4180937.5 0.168582589988 Long DBT CORP CA N 2 2025-02-15 Variable 13 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAL5 85000 PA USD 85212.5 0.00343591454 Long DBT CORP US N 2 2032-01-31 Fixed 3.25 N N N N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAD9 405000 PA USD 385003.13 0.015523988294 Long DBT CORP US N 2 2031-10-01 Fixed 3.625 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAC7 245000 PA USD 247450 0.009977609541 Long DBT CORP US N 2 2032-02-15 Fixed 4.125 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AD4 1802000 PA USD 2306560 0.093004465807 Long DBT CORP US N 2 2028-11-15 Fixed 6.875 N N N N N N CROWN CORK AND SEAL CO INC 7HLDMDH0ZXNUH6PT7Z42 228255AH8 138000 PA USD 170430 0.00687203069 Long DBT CORP US N 2 2026-12-15 Fixed 7.375 N N N N N N DEVON ENERGY CORP 54930042348RKR3ZPN35 25179SAD2 370000 PA USD 523550 0.021110436352 Long DBT CORP US N 2 2031-09-30 Fixed 7.875 N N N N N N OVINTIV INC N/A 012873AK1 35000 PA USD 47475.93 0.001914311142 Long DBT CORP US N 2 2031-11-01 Fixed 7.375 N N N N N N DEVON ENERGY CORP 54930042348RKR3ZPN35 251799AA0 1000000 PA USD 1417519.22 0.057156812668 Long DBT CORP US N 2 2032-04-15 Fixed 7.95 N N N N N N PULTE HOMES INC N/A 745867AM3 94000 PA USD 134890 0.005438996771 Long DBT CORP US N 2 2032-06-15 Fixed 7.875 N N N N N N COLORADO INTERSTATE GAS CO LLC N/A 196522AE6 2495000 PA USD 3301072.13 0.133104905158 Long DBT CORP US N 2 2037-06-15 Fixed 6.85 N N N N N N DRESDNER FUNDING TRUST I 549300ZEO4BKB37E3J03 26156FAA1 100000 PA USD 142650 0.005751893316 Long DBT CORP US N 2 2031-06-30 Fixed 8.151 N N N N N N EMBARQ CORP N/A 29078EAA3 3845000 PA USD 4123339.55 0.166260141592 Long DBT CORP US N 2 2036-06-01 Fixed 7.995 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAP2 410000 PA USD 419225 0.016903872944 Long DBT CORP US N 2 2032-02-01 Fixed 4.25 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AH9 175000 PA USD 173083.75 0.006979034453 Long DBT CORP US N 2 2031-08-15 Fixed 3.875 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBM9 875000 PA USD 854765.63 0.034465620148 Long DBT CORP US N 2 2031-09-01 Fixed 3.875 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 940000 PA USD 929425 0.037476014339 Long DBT CORP US N 2 2032-02-15 Fixed 3.875 N N N N N N SCOTTS MIRACLE-GRO CO/THE 2TH9E0JTOUXOEGI2R879 810186AV8 450000 PA USD 453656.25 0.018292200156 Long DBT CORP US N 2 2032-02-01 Fixed 4.375 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 575000 PA USD 677062.5 0.027300324349 Long DBT CORP US N 2 2030-06-15 Fixed 4.875 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 145000 PA USD 157158.25 0.006336890906 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP N/A 87612BBQ4 575000 PA USD 628726.57 0.025351336528 Long DBT CORP US N 2 2030-03-01 Fixed 5.5 N N N N N N SINCLAIR TELEVISION GROUP INC 549300CQGEN0CH65UD62 829259AY6 1440000 PA USD 1428336 0.057592963839 Long DBT CORP US N 2 2030-03-01 Fixed 5.5 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 200000 PA USD 217750 0.008780054466 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 92475 0.00372875103 Long DBT CORP US N 2 2030-05-15 Fixed 4.625 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 65000 PA USD 68425.5 0.002759033832 Long DBT CORP US N 2 2030-01-30 Fixed 4.75 N N N N N N ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A 013092AE1 580000 PA USD 624950 0.025199058731 Long DBT CORP US N 2 2030-02-15 Fixed 4.875 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 6707000 PA USD 6501765.8 0.262162378187 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPCE1 990000 PA USD 1021402.8 0.04118471741 Long DBT CORP US N 2 2030-08-15 Fixed 4.5 N N N N N N MATCH GROUP HOLDINGS II LLC N/A 57665RAL0 1689000 PA USD 1758671.25 0.070912649199 Long DBT CORP US N 2 2030-08-01 Fixed 4.125 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 45000 PA USD 47672.55 0.001922239199 Long DBT CORP US N 2 2030-09-01 Fixed 3.5 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPCN1 1420000 PA USD 1462600 0.058974547243 Long DBT CORP US N 2 2032-05-01 Fixed 4.5 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CX1 500000 PA USD 683037.56 0.027541249044 Long DBT CORP US N 2 2060-05-01 Fixed 5.93 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NBH1 6941000 PA USD 7534455.5 0.303802202815 Long DBT CORP NL N 2 2031-01-03 Fixed 5.6 N N N N N N VIRGIN MEDIA FINANCE PLC 2138001LVYC87DDHT482 92769VAJ8 1275000 PA USD 1307480.63 0.052719867485 Long DBT CORP GB N 2 2030-07-15 Fixed 5 N N N N N N TAYLOR MORRISON COMMUNITIES INC 549300O1Z08HI2MRK572 87724RAJ1 1405000 PA USD 1512159.35 0.060972865462 Long DBT CORP US N 2 2030-08-01 Fixed 5.125 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCH6 825000 PA USD 892031.25 0.035968234033 Long DBT CORP US N 2 2030-08-01 Fixed 4.625 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CQ7 20000 PA USD 20000 0.000806434394 Long DBT CORP US N 2 2031-02-01 Fixed 5 N N N N N N SERVICE CORP INTERNATIONAL/US 549300RKVM2ME20JHZ15 817565CF9 585000 PA USD 583815.38 0.023540440112 Long DBT CORP US N 2 2030-08-15 Fixed 3.375 N N N N N N STANDARD INDUSTRIES INC/NJ 54930064UHXCIUWVI755 853496AH0 590000 PA USD 561503 0.022640766581 Long DBT CORP US N 2 2031-01-15 Fixed 3.375 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AN1 50000 PA USD 50267 0.002026851885 Long DBT CORP US N 2 2031-03-15 Fixed 3.625 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AE7 1165000 PA USD 1199950 0.048384047562 Long DBT CORP US N 2 2030-10-01 Fixed 3.75 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAJ0 745000 PA USD 785528 0.031673839838 Long DBT CORP US N 2 2031-04-01 Fixed 3.375 N N N N N N BATH AND BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AW4 695000 PA USD 788825 0.031806780548 Long DBT CORP US N 2 2030-10-01 Fixed 6.625 N N N N N N 1011778 BC ULC / NEW RED FINANCE INC N/A 68245XAM1 990000 PA USD 980100 0.039519317485 Long DBT CORP CA N 2 2030-10-15 Fixed 4 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 710000 PA USD 727750 0.029344131517 Long DBT CORP US N 2 2030-10-15 Fixed 3 N N N N N N ALLISON TRANSMISSION MWKQ3I0U1GXP2YDSZW75 019736AG2 50000 PA USD 48625 0.001960643621 Long DBT CORP US N 2 2031-01-30 Fixed 3.75 N N N N N N CONTINENTAL RESOURCES INC/OK XXRTID9RYWOZ0UPIVR53 212015AT8 804000 PA USD 971835 0.039186058471 Long DBT CORP US N 2 2031-01-15 Fixed 5.75 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AL1 500000 PA USD 459805 0.01854012833 Long DBT CORP US N 2 2031-02-15 Fixed 5.25 N N N N N N NATIONSTAR MORTGAGE HOLDINGS INC N/A 63861CAD1 420000 PA USD 420928.2 0.016972548897 Long DBT CORP US N 2 2030-12-15 Fixed 5.125 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABT1 940000 PA USD 947989.9 0.038224583032 Long DBT CORP US N 2 2031-02-15 Fixed 2.875 N N N N N N LEVI STRAUSS AND CO MB0UERO0RDFKU8258G77 52736RBJ0 675000 PA USD 681750 0.02748933241 Long DBT CORP US N 2 2031-03-01 Fixed 3.5 N N N N N N TWILIO INC 5493004W8TRGD63APX93 90138FAD4 740000 PA USD 757619.4 0.030548517091 Long DBT CORP US N 2 2031-03-15 Fixed 3.875 N N N N N N ORGANON AND CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622TAB7 550000 PA USD 577692.5 0.023293555062 Long DBT CORP US N 2 2031-04-30 Fixed 5.125 N N N N N N SQUARE INC 549300OHIIUWSTIZME52 852234AM5 870000 PA USD 892385.1 0.035982501873 Long DBT CORP US N 2 2031-06-01 Fixed 3.5 N N N N N N NIELSEN FINANCE LLC / NIELSEN FINANCE CO N/A 65409QBK7 495000 PA USD 481516.2 0.01941556125 Long DBT CORP US N 2 2031-07-15 Fixed 4.75 N N N N N N DT MIDSTREAM INC N/A 23345MAB3 370000 PA USD 381100 0.01536660738 Long DBT CORP US N 2 2031-06-15 Fixed 4.375 N N N N N N PETROLEOS DE VENEZUELA SA (PDVSA) 549300YWR8TN1OFD4P06 P7807HAC9 4617000 PA USD 253935 0.010239095894 Long DBT CORP VE N 2 2027-04-12 Fixed 5.375 Y Y N N N N OVINTIV INC N/A 292505AE4 830000 PA USD 1138299.06 0.04589817564 Long DBT CORP US N 2 2037-08-15 Fixed 6.625 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311RAA4 899000 PA USD 1177690 0.047486486081 Long DBT CORP US N 2 2037-09-15 Fixed 6.75 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 3576000 PA USD 5157767.53 0.207970056658 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N CENOVUS ENERGY INC 549300NKHFE6ZRF37I48 15135UAF6 70000 PA USD 95112.5 0.003835099566 Long DBT CORP CA N 2 2039-11-15 Fixed 6.75 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411AW5 911000 PA USD 1020301.78 0.041140322389 Long DBT CORP US N 2 2040-09-01 Fixed 5.1 N N N N N N DEVON ENERGY CORP 54930042348RKR3ZPN35 25179MAL7 677000 PA USD 843577.57 0.034014498329 Long DBT CORP US N 2 2041-07-15 Fixed 5.6 N N N N N N PERTAMINA PERSERO PT 254900NDAKGNZ2IBBL45 Y7138AAD2 2580000 PA USD 3189867.78 0.128620954527 Long DBT CORP ID N 2 2042-05-03 Fixed 6 N N N N N N CONTINENTAL RESOURCES INC/OK XXRTID9RYWOZ0UPIVR53 212015AL5 89000 PA USD 92226.25 0.003718721002 Long DBT CORP US N 2 2023-04-15 Fixed 4.5 N N N N N N ALLEGHENY TECHNOLOGIES INC ZW1LRE7C3H17O2ZN9B45 01741RAF9 1120000 PA USD 1260000 0.05080536683 Long DBT CORP US N 2 2023-08-15 Fixed 7.875 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 1119000 PA USD 1377768.75 0.055554005358 Long DBT CORP US N 2 2043-03-15 Fixed 5.45 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AM3 924000 PA USD 924831.6 0.037290800551 Long DBT CORP US N 2 2043-11-15 Fixed 5.85 N N N N N N PETROLEOS DE VENEZUELA SA (PDVSA) 549300YWR8TN1OFD4P06 P7807HAR6 26102000 PA USD 1435610 0.057886264028 Long DBT CORP VE N 2 2026-11-15 Fixed 6 Y Y N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AH0 590000 PA USD 631996.2 0.025483173632 Long DBT CORP US N 2 2024-06-01 Fixed 5.25 N N N N N N COMPASS MINERALS INTERNATIONAL INC 2549008X9G8XP7YJGC47 20451NAE1 47000 PA USD 48997.5 0.001975663461 Long DBT CORP US N 2 2024-07-15 Fixed 4.875 N N N N N N CONTINENTAL RESOURCES INC/OK XXRTID9RYWOZ0UPIVR53 212015AQ4 917000 PA USD 1024747.5 0.041319581466 Long DBT CORP US N 2 2044-06-01 Fixed 4.9 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAJ9 1000000 PA USD 1217745.05 0.049101574581 Long DBT CORP US N 2 2045-04-01 Fixed 5.2 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAL0 15000 PA USD 17095.95 0.000689338104 Long DBT CORP US N 2 2025-02-15 Fixed 5.875 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 91831AAC5 380000 PA USD 387847 0.015638658023 Long DBT CORP US N 2 2025-04-15 Fixed 6.125 N N N N N N COMMSCOPE TECHNOLOGIES LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 1363000 PA USD 1380037.5 0.05564548526 Long DBT CORP US N 2 2025-06-15 Fixed 6 N N N N N N BATH AND BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AL8 1390000 PA USD 1744450 0.070339223943 Long DBT CORP US N 2 2035-11-01 Fixed 6.875 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229AW6 730000 PA USD 804846.9 0.032452811108 Long DBT CORP US N 2 2026-04-01 Fixed 4.7 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPBR3 113000 PA USD 116534.64 0.00469887709 Long DBT CORP US N 2 2026-05-01 Fixed 5.5 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAD8 1420000 PA USD 1495744.92 0.060311007417 Long DBT CORP US N 2 2026-06-01 Fixed 3 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CK0 38000 PA USD 39091.74 0.001576246183 Long DBT CORP US N 2 2026-06-01 Fixed 5.25 N N N N N N BATH AND BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AM6 49000 PA USD 60760 0.002449947689 Long DBT CORP US N 2 2036-07-01 Fixed 6.75 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAL0 1723000 PA USD 2118885.58 0.085437110448 Long DBT CORP US N 2 2035-07-15 Fixed 5 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAN0 255000 PA USD 260428.95 0.010500943125 Long DBT CORP US N 2 2026-09-15 Fixed 6.75 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AQ4 23000 PA USD 23460 0.000945947544 Long DBT CORP US N 2 2026-12-01 Fixed 3.95 N N N N N N VIRGIN MEDIA SECURED FINANCE PLC 213800X3RLP4NOTPY579 G9372GAT5 100000 PA 139584.04 0.005628268536 Long DBT CORP GB N 2 2027-04-15 Fixed 5 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HS9 25000 PA USD 25949.02 0.001046309111 Long DBT CORP US N 2 2027-03-15 Fixed 3.3 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAT2 22000 PA USD 23111 0.000931875264 Long DBT CORP US N 2 2027-04-15 Fixed 5.375 N N N N N N VIDEOTRON LTD 549300LW4GNJRBECSD81 92660FAK0 1083000 PA USD 1120905 0.045196817228 Long DBT CORP CA N 2 2027-04-15 Fixed 5.125 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP N/A 983130AX3 1953000 PA USD 1972490.94 0.079534226807 Long DBT CORP US N 2 2027-05-15 Fixed 5.25 N N N N N N PETROLEOS DEL PERU SA 549300ZMGDLC9JT2OR80 P7808BAA5 3170000 PA USD 3265100 0.131654447015 Long DBT CORP PE N 2 2032-06-19 Fixed 4.75 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPBX0 157000 PA USD 163892.3 0.006608419383 Long DBT CORP US N 2 2028-02-01 Fixed 5 N N N N N N HILTON WORLDWIDE FINANCE LLC / HILTON WORLDWIDE FINANCE CORP N/A 432891AK5 1226000 PA USD 1267402.02 0.051103829006 Long DBT CORP US N 2 2027-04-01 Fixed 4.875 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAD3 1302000 PA USD 1328040 0.05354885664 Long DBT CORP US N 2 2028-01-15 Fixed 5.5 N N N N N N ALLISON TRANSMISSION MWKQ3I0U1GXP2YDSZW75 019736AE7 332000 PA USD 345280 0.01392228338 Long DBT CORP US N 2 2027-10-01 Fixed 4.75 N N N N N N TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP N/A 87612BBG6 65000 PA USD 68250 0.00275195737 Long DBT CORP US N 2 2028-01-15 Fixed 5 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAS5 80000 PA USD 92200 0.003717662557 Long DBT CORP US N 2 2028-04-15 Fixed 4.875 N N N N N N MATCH GROUP HOLDINGS II LLC N/A 57665RAG1 151000 PA USD 158055.48 0.006373068763 Long DBT CORP US N 2 2027-12-15 Fixed 5 N N N N N N ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC N/A 29260FAE0 2786000 PA USD 2932265 0.118233967437 Long DBT CORP US N 2 2028-01-30 Fixed 5.75 N N N N N N JELD-WEN INC 549300XWE6NM0N1HFW16 475795AD2 47000 PA USD 48975.88 0.001974791706 Long DBT CORP US N 2 2027-12-15 Fixed 4.875 N N N N N N STANDARD INDUSTRIES INC/NJ 54930064UHXCIUWVI755 853496AD9 145000 PA USD 150437.5 0.006065898708 Long DBT CORP US N 2 2028-01-15 Fixed 4.75 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAE1 1125000 PA USD 1175625 0.04740322173 Long DBT CORP US N 2 2028-03-15 Fixed 5.25 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAV7 448000 PA USD 476000 0.01919313858 Long DBT CORP US N 2 2028-02-01 Fixed 4.75 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAT3 1205000 PA USD 1476607 0.059539333571 Long DBT CORP US N 2 2028-11-15 Fixed 5.875 N N N N N N CONTINENTAL RESOURCES INC/OK XXRTID9RYWOZ0UPIVR53 212015AS0 1476000 PA USD 1632825 0.06583831198 Long DBT CORP US N 2 2028-01-15 Fixed 4.375 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAF4 45000 PA USD 52762.5 0.002127474736 Long DBT CORP GB N 2 2028-08-01 Fixed 4.75 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411BE4 562000 PA USD 607662.5 0.024501997002 Long DBT CORP US N 2 2028-10-15 Fixed 4.375 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAU0 50000 PA USD 60562.5 0.00244198415 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CH3 295000 PA USD 313806.25 0.012653207655 Long DBT CORP US N 2 2029-06-15 Fixed 5.25 N N N N N N SERVICE CORP INTERNATIONAL/US 549300RKVM2ME20JHZ15 817565CE2 120000 PA USD 130458 0.00526029091 Long DBT CORP US N 2 2029-06-01 Fixed 5.125 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AF4 1715000 PA USD 1757617.75 0.070870170267 Long DBT CORP US N 2 2029-05-30 Fixed 7.25 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPCB7 7311000 PA USD 7895880 0.3183754602 Long DBT CORP US N 2 2029-06-01 Fixed 5.375 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAE2 40000 PA USD 42630.25 0.001718924992 Long DBT CORP US N 2 2029-07-15 Fixed 4.3 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AL5 935000 PA USD 1013371.7 0.040860889646 Long DBT CORP US N 2 2030-01-15 Fixed 4.75 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAV7 45000 PA USD 48375 0.001950563191 Long DBT CORP US N 2 2029-10-01 Fixed 5 N N N N N N WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP N/A 983133AA7 2395000 PA USD 2412962.5 0.097294797589 Long DBT CORP US N 2 2029-10-01 Fixed 5.125 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 5990000 PA USD 5671931 0.228702011978 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPCD3 680000 PA USD 710923.01 0.028665638343 Long DBT CORP US N 2 2030-03-01 Fixed 4.75 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DF9 3371000 PA USD 4241139.39 0.171010033721 Long DBT CORP US N 2 2036-09-15 Fixed 6.45 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DJ1 28000 PA USD 32975.6 0.0013296329 Long DBT CORP US N 2 2040-03-15 Fixed 6.2 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 27532136.68 1.110143098142 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 27695805.7 NZD 27532136.68 USD 2021-10-20 163669.02 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 28821048.89 1.162114255 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 29062669.57 NZD 28821048.89 USD 2021-10-20 241620.68 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 9243607.59 0.372718154324 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 2610546.68 CAD 2586770.09 USD 2021-10-20 23776.59 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 43533133.99 1.755330826706 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 34666192.97 USD 34662980.41 CAD 2021-10-20 3212.56 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 23927050.95 0.964779841818 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 9857832.25 USD 9996455.38 CAD 2021-10-20 -138623.13 N N N CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 N/A 1 NC N/A 253663.74 0.010228158224 N/A DFE CORP US N 2 CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 256479.85 CAD 253663.74 USD 2021-10-20 2816.11 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 43702634.85 1.762165392872 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 21045972.47 USD 21652085.15 AUD 2021-10-20 -606112.68 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 146006027.22 5.887214105077 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 32588006.58 AUD 33435589.12 USD 2021-10-20 -847582.54 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 355099000.56 14.318202368765 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 4429154.47 AUD 5029519.96 USD 2021-10-20 -600365.49 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 118627913.41 4.783281473927 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 35913006.33 USD 36519905.86 AUD 2021-10-20 -606899.53 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 43227626.63 1.743012244568 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 19384284.09 AUD 19135817.69 USD 2021-10-20 248466.4 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 297745338.41 12.005604079392 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 56728410.85 AUD 55004142.93 USD 2021-10-20 1724267.92 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 366960743.7 14.796488250891 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 129074614.66 JPY 128581860.64 USD 2021-11-17 492754.02 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 220738708.48 8.900564331784 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 8022612.58 USD 8815686.04 JPY 2021-11-17 -793073.46 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 4513112.79 0.181976468924 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 4513112.79 USD 4514746.4 HKD 2021-11-17 -1633.61 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 9474356.17 0.38202233389 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 9552416.34 JPY 9474356.17 USD 2021-11-17 78060.17 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 28570656.81 1.152018015734 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 28570656.81 USD 28807880.67 JPY 2021-11-17 -237223.86 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 14744241.64 0.594513178698 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 13269951.3 USD 13342034.4 JPY 2021-11-17 -72083.1 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 3911226.52 0.157707379449 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 3912627.19 HKD 3911226.52 USD 2021-11-17 1400.67 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 2835131.11 0.11431736195 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2835131.11 USD 2836131.83 HKD 2021-11-17 -1000.72 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 2530815.55 0.102046835237 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 2530815.55 USD 2531757.66 HKD 2021-11-17 -942.11 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 70239237.02 2.832166827544 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 64857756.45 HKD 64835403.48 USD 2021-11-17 22352.97 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 4394685.77 0.177201287818 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 4396253.91 HKD 4394685.77 USD 2021-11-17 1568.14 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 1249879.01 0.050397271109 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 1249879.01 USD 1260263.68 JPY 2021-11-17 -10384.67 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 1239971.78 0.049997794558 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 1239971.78 USD 1254284.32 JPY 2021-11-17 -14312.54 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 21589189.3 0.870513239654 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 21070145.14 USD 21272584.96 JPY 2021-11-17 -202439.82 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 3411666.93 0.137564277685 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 3439723 JPY 3411666.93 USD 2021-11-17 28056.07 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 104262591.63 4.204046995616 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 90834891.35 USD 91729980.71 JPY 2021-11-17 -895089.36 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 9236288.82 0.372423048932 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 9236288.82 USD 9333497.11 JPY 2021-11-17 -97208.29 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 39312226.72 1.585136586857 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 27639264.26 JPY 27437274.68 USD 2021-11-17 201989.58 N N N CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 N/A 1 NC N/A 431156.04 0.017384952995 N/A DFE CORP US N 2 CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 431156.04 USD 439589.73 NZD 2021-10-20 -8433.69 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 24688158.45 0.995469005099 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 24863688.62 NOK 24688158.45 USD 2021-12-15 175530.17 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 6333613.65 0.255382194328 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 6110312.15 USD 6111731.16 NOK 2021-12-15 -1419.01 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 24468656.56 0.986618311416 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 13150605.11 EUR 12842027.96 USD 2021-12-15 308577.15 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 11174344.16 0.450568773128 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 10928777.36 SEK 10917688.66 USD 2021-12-15 11088.7 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 2826205.2 0.113957453908 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 2826205.2 USD 2878180.88 SEK 2021-12-15 -51975.68 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 9210347.81 0.371377062797 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 9210347.81 USD 9381184.24 SEK 2021-12-15 -170836.43 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 19949987.01 0.804417784373 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 7425916.38 SEK 7222393.59 USD 2021-12-15 203522.79 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 25279189.46 1.019300391822 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 1878283 NOK 1899297.54 USD 2021-12-15 -21014.54 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 25503862.89 1.028359610893 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 24812259.29 USD 25091813.91 NOK 2021-12-15 -279554.62 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 65314307.66 2.633585206314 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 1814976.7 NOK 1914742.98 USD 2021-12-15 -99766.28 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 40001289.13 1.612920768213 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 40329191.54 NOK 40001289.13 USD 2021-12-15 327902.41 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 359210485.7 14.48398452016 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 12844736.36 USD 11970507.88 NZD 2021-10-20 874228.48 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 69049826.81 2.78420776244 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 391666.91 USD 274147.73 CAD 2021-10-20 117519.18 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 337080261.71 13.591655831385 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 23154591.03 CAD 21921899.55 USD 2021-10-20 1232691.48 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 263529225.97 10.625951584128 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 128614066.79 USD 129035582.49 CAD 2021-10-20 -421515.7 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 82533321.5 3.327885455999 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 5297684.13 CAD 5185540.46 USD 2021-10-20 112143.67 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 63182381.6 2.547622281287 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 22785892.32 AUD 21867512.54 USD 2021-10-20 918379.78 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 42868876.12 1.728546807059 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 14925379.64 USD 14612128.95 AUD 2021-10-20 313250.69 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 12203455.56 0.492064314545 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 11754130.23 NZD 11670136.38 USD 2021-10-20 83993.85 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 78360436.52 3.159627557466 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 79343530.68 NZD 78360436.52 USD 2021-10-20 983094.16 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 54452951.26 2.195636637916 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 715565.66 NZD 646941.14 USD 2021-10-20 68624.52 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 21780973.42 0.878246305184 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 242169.9 NZD 290543.68 USD 2021-10-20 -48373.78 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 106977849.45 4.313530860366 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 42971241.77 NZD 42928880.53 USD 2021-10-20 42361.24 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 419628.18 0.016920129855 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 422554.42 NZD 419628.18 USD 2021-10-20 2926.24 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 206910377.2 8.342982233899 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 21245671.63 NZD 21255661.6 USD 2021-10-20 -9989.97 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 6002.11 0.000242015397 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 6063.82 NOK 6002.11 USD 2021-12-15 61.71 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 5285738.46 0.213130064628 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 5366223.62 SEK 5285738.46 USD 2021-12-15 80485.16 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 187925.23 0.00757746845 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 187925.23 USD 191380.73 SEK 2021-12-15 -3455.5 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 25973892.93 1.04731203042 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 6928944.03 USD 7049679.37 SEK 2021-12-15 -120735.34 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 36917276.87 1.488568090293 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 36635909.11 USD 37300279.41 SEK 2021-12-15 -664370.3 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 22503282.85 0.907371063562 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 9440050.71 USD 9659516.31 SEK 2021-12-15 -219465.6 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 8057592.68 0.324895993554 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 5893406.42 USD 6002909.68 SEK 2021-12-15 -109503.26 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 159237736.21 6.420739366214 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 37907769.61 USD 38354266.68 EUR 2021-12-15 -446497.07 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 69346788.61 2.796181772903 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 16619647.63 EUR 16206098.47 USD 2021-12-15 413549.16 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 86513652.36 3.488379241276 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 80721683.24 USD 82590766.1 EUR 2021-12-15 -1869082.86 N N N CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 N/A 1 NC N/A 10444523.04 0.421141130491 N/A DFE CORP US N 2 CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 10683684 EUR 10432458.38 USD 2021-12-15 251225.62 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 64207007.67 2.588936966486 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 26055306.02 EUR 25382439.21 USD 2021-12-15 672866.81 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 108403021.91 4.370996264831 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 87026980.83 USD 88940624.27 EUR 2021-12-15 -1913643.44 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 23891756.58 0.963356712123 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 21904566.4 USD 22447923.63 EUR 2021-12-15 -543357.23 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 104494185.2 4.21338524663 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 76463783.18 USD 78438116.71 EUR 2021-12-15 -1974333.53 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 80494774.66 3.245687741707 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 50929839.58 USD 52226430.52 EUR 2021-12-15 -1296590.94 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 16705854.19 0.673608770112 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 3866958.39 USD 4023664.72 EUR 2021-12-15 -156706.33 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 12851540.49 0.518196213439 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 11739148.99 EUR 11461319.41 USD 2021-12-15 277829.58 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 72912362.3 2.939951835826 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 69229892.21 EUR 67593235.4 USD 2021-12-15 1636656.81 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 10590297.35 0.42701900136 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 9357031.01 USD 9516124.4 GBP 2021-12-15 -159093.39 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 38625080.6 1.557429673608 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 6550429.52 CHF 6513210.1 USD 2021-12-15 37219.42 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 48786673.03 1.967162555345 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 3854982.28 CHF 3728146.01 USD 2021-12-15 126836.27 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 36292799.05 1.463388070672 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 19194140.61 CHF 18799827.49 USD 2021-12-15 394313.12 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 52201461.75 2.104852708972 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 24718464.91 USD 25039771.66 CHF 2021-12-15 -321306.75 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 1695569.55 0.068368280139 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 854935.91 CHF 838808.67 USD 2021-12-15 16127.24 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 9400934.98 0.379061865246 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 8838079.55 CHF 8672956.98 USD 2021-12-15 165122.57 N N N CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 N/A 1 NC N/A 8687035.36 0.350276204869 N/A DFE CORP US N 2 CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 8918593.9 GBP 8687035.36 USD 2021-12-15 231558.54 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 23307278.41 0.939789547178 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1476901.13 USD 1710279.03 GBP 2021-12-15 -233377.9 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 31447752.58 1.268027464942 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 9731915.96 USD 10019111.51 GBP 2021-12-15 -287195.55 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 36250511.02 1.461682944579 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 19577159.8 USD 20133409.64 GBP 2021-12-15 -556249.84 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 23439202.34 0.945108946905 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 23547366.04 GBP 22916627.28 USD 2021-12-15 630738.76 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 206847.01 0.008340427159 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 212371.03 GBP 206847.01 USD 2021-12-15 5524.02 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 113105426.82 4.56060531756 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 51711887 USD 53568905.65 GBP 2021-12-15 -1857018.65 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 18166961.8 0.732523141625 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 17540626.36 USD 18007376.03 GBP 2021-12-15 -466749.67 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 87347651.42 3.52200751761 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 42833008.85 GBP 41938871.16 USD 2021-12-15 894137.69 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 25864500.36 1.042901133873 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 7030623.1 GBP 6669906.46 USD 2021-12-15 360716.64 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 88446837.78 3.566328601923 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 51932613.64 USD 53266158.5 GBP 2021-12-15 -1333544.86 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 46664685.23 1.881600358052 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2408951.07 GBP 2836566.47 USD 2021-12-15 -427615.4 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 6370452.46 0.256867598498 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 6370452.46 USD 6492506.24 CHF 2021-12-15 -122053.78 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 15751500.28 0.635127579252 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 3143892.12 CHF 3169692.74 USD 2021-12-15 -25800.62 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 31284779.13 1.261456095172 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 27001466.9 CHF 26647735.59 USD 2021-12-15 353731.31 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 12202876.28 0.492040956979 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 5097458.44 USD 5121711.74 CHF 2021-12-15 -24253.3 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 5738446.11 0.2313840156 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 5793739.93 ZAR 5738446.11 USD 2022-01-19 55293.82 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 10279813.39 0.41449975415 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 10279813.39 USD 10201850.51 RUB 2021-12-15 77962.88 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 130034.37 0.005243209419 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 130034.37 USD 130083.42 NOK 2021-12-15 -49.05 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 55918761.29 2.25474061909 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 22679322.24 CAD 22442411.51 USD 2021-10-20 236910.73 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 12197254.54 0.491814278755 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 11877668.24 USD 12010835.11 CAD 2021-10-20 -133166.87 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 53445914.88 2.155031199268 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 11450632.08 USD 11367533.97 CAD 2021-10-20 83098.11 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 133509615.74 5.383337304039 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 99832504.52 USD 100623097.37 NZD 2021-10-20 -790592.85 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 45181784.75 1.821807260545 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 19219949.05 NZD 19207359.77 USD 2021-10-20 12589.28 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 1476033.98 0.059516228419 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 601750.7 USD 608477.28 CAD 2021-10-20 -6726.58 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 44737503.84 1.803893090221 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 4660391.64 CAD 4677581.38 USD 2021-10-20 -17189.74 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 66460516.64 2.679802323531 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2216849.56 USD 2632727.8 AUD 2021-10-20 -415878.24 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 46549792.1 1.876967669468 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 18905019.16 AUD 18458226.06 USD 2021-10-20 446793.1 N N N CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 N/A 1 NC N/A 10921067.68 0.440356229892 N/A DFE CORP US N 2 CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 237051.69 AUD 197594.74 USD 2021-10-20 39456.95 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 86429586.91 3.484989577765 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 46185329.93 USD 47293168.32 AUD 2021-10-20 -1107838.39 N N N BARCLAYS BANK PLC CCP N/A N/A 3000000 PA USD 2999688.33 0.12095259205 Long ABS-APCP CORP GB N 2 2021-11-03 Fixed 0 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 N/A 10510000 PA USD 10509620.48 0.42376597122 Long STIV CORP US N 2 2021-10-13 Fixed 0 N N N N N N COLLATERALIZED COMMERCIAL PAPER FLEX CO LLC 549300QFFTZ0K7V16U14 N/A 9000000 PA USD 8996475.78 0.362753374751 Long ABS-APCP CORP US N 2 2022-01-19 Fixed 0 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 N/A 2500000 PA USD 2499585.83 0.10078759922 Long STIV CORP US N 2 2021-10-21 Fixed 0 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 N/A 5000000 PA USD 4999725 0.201597510061 Long STIV CORP US N 2 2021-10-12 Fixed 0 N N N N N N CHARIOT FUNDING LLC 549300EEWRNP448AMT79 N/A 10000000 PA USD 9999265 0.403187560605 Long ABS-APCP CORP US N 2 2021-10-27 Fixed 0 N N N N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 N/A 10000000 PA USD 9998657.8 0.403163077256 Long STIV CORP US N 2 2021-11-01 Fixed 0 N N N N N N CHARTA LLC N/A N/A 9700000 PA USD 9698895.27 0.391076136543 Long ABS-APCP CORP US N 2 2021-11-10 Fixed 0 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 N/A 4000000 PA USD 3999191.68 0.161254285975 Long STIV CORP US N 2 2021-10-25 Fixed 0 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 N/A 10000000 PA USD 9997573.3 0.403119348351 Long STIV CORP US N 2 2021-11-17 Fixed 0 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 N/A 7000000 PA USD 6996178 0.282097928335 Long STIV CORP US N 2 2021-12-02 Fixed 0 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 N/A 8750000 PA USD 8749811.88 0.352807462113 Long STIV CORP US N 2 2021-10-06 Fixed 0 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 N/A 6000000 PA USD 5998325.82 0.241862812424 Long STIV CORP US N 2 2021-11-04 Fixed 0 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 N/A 5000000 PA USD 4996971.65 0.201486490254 Long STIV CORP US N 2 2021-12-08 Fixed 0 N N N N N N ROMULUS FUNDING CORP 5493004LX3D9U3X6GY11 N/A 19000000 PA USD 18993671.86 0.765857512943 Long ABS-APCP CORP US N 2 2021-10-22 Fixed 0 N N N N N N HEALTHPEAK PROPERTIES INC PZ9HF5U52KPF0MH0QN75 N/A 10000000 PA USD 9999783.3 0.403208459352 Long STIV CORP US N 2 2021-10-06 Fixed 0 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 N/A 12000000 PA USD 11999679.96 0.483847731919 Long STIV CORP US N 2 2021-10-06 Fixed 0 N N N N N N ENBRIDGE US INC 5493003FRODSVHJWFS32 N/A 10000000 PA USD 9999458.3 0.403195354793 Long STIV CORP US N 2 2021-10-15 Fixed 0 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 N/A 10000000 PA USD 9998650 0.403162762747 Long STIV CORP US N 2 2021-10-21 Fixed 0 N N N N N N ENBRIDGE US INC 5493003FRODSVHJWFS32 N/A 10000000 PA USD 9999855.6 0.403211374612 Long STIV CORP US N 2 2021-10-04 Fixed 0 N N N N N N AMCOR FLEXIBLES NA INC N/A N/A 10000000 PA USD 9998848.9 0.403170782737 Long STIV CORP US N 2 2021-10-28 Fixed 0 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 N/A 5000000 PA USD 4999958.2 0.201606913086 Long STIV CORP US N 2 2021-10-01 Fixed 0 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 N/A 24000000 PA USD 23999832.72 0.967714527947 Long STIV CORP US N 2 2021-10-01 Fixed 0 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 N/A 5000000 PA USD 4999245.3 0.201578167732 Long STIV CORP US N 2 2021-10-19 Fixed 0 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FCB52 16642177.91 PA USD 2424765.32 0.097770707588 Long ABS-MBS USGSE US N 2 2047-12-15 Floating 6.116 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FG2T1 6150100.97 PA USD 579006.18 0.023346524898 Long ABS-MBS USGSE US N 2 2048-06-15 Fixed 3 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FQAD5 1076247.66 PA USD 197082.47 0.007946704114 Long ABS-MBS USGSE US N 2 2049-12-25 Floating 5.964 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FVBG6 5399206.52 PA USD 988324.75 0.039850953549 Long ABS-MBS USGSE US N 2 2050-08-25 Floating 6.014 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FVL83 5549731.13 PA USD 955580.45 0.038530647062 Long ABS-MBS USGSE US N 2 2050-08-25 Fixed 5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FVT28 5172525.88 PA USD 979572.95 0.039498065922 Long ABS-MBS USGSE US N 2 2050-09-25 Floating 6.164 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FTQF7 3499922.8 PA USD 637780.19 0.025716394056 Long ABS-MBS USGSE US N 2 2050-06-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FQNN9 3503169.42 PA USD 603320.74 0.024326929772 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 5.964 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137F7XG5 71632486.73 PA USD 9433174.73 0.380361827409 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 3 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FYLH7 32344847.08 PA USD 4783819.06 0.192891811266 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137H0X45 35273533.87 PA USD 5410755.5 0.218170966674 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FWKE9 63458694.07 PA USD 10484613.7 0.422757654846 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137H1AP1 43693408.78 PA USD 7603527 0.306587284478 Long ABS-MBS USGSE US N 2 2051-07-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137H1X76 40680657.44 PA USD 6590144.46 0.265725957743 Long ABS-MBS USGSE US N 2 2051-08-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137F76W0 36182360.16 PA USD 6862346.43 0.276701609282 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 4.5 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3137H2HE7 61022488.35 PA USD 7495880.43 0.302246789655 Long ABS-MBS USGSE US N 2 2051-09-25 Fixed 3.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137H3CQ3 62741323 PA USD 10770595.87 0.434288947746 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FUAM6 45061774.47 PA USD 8625229.19 0.347784073806 Long ABS-MBS USGSE US N 2 2050-07-25 Floating 6.014 N N N N N N FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES S6XOOCT0IEG5ABCC6L87 31394JDC8 6810315.26 PA USD 93982.35 0.003789529974 Long ABS-MBS USGSE US N 2 2043-07-25 Variable .384 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137ALYB9 4718250.07 PA USD 623851.74 0.025154774999 Long ABS-MBS USGSE US N 2 2042-01-15 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137ANL94 5337625.37 PA USD 538924.02 0.021730343278 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AUD48 2803634.91 PA USD 180258.02 0.007268313358 Long ABS-MBS USGSE US N 2 2041-07-15 Fixed 3.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AV3L9 3633785.94 PA USD 503217.58 0.020290598212 Long ABS-MBS USGSE US N 2 2042-10-15 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AYSK8 9211326.43 PA USD 722324.59 0.029125369655 Long ABS-MBS USGSE US N 2 2042-12-15 Fixed 3 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3137B1VT6 2503715.12 PA USD 64746.07 0.002610672887 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 3 N N N N N N FREDDIE MAC STRIPS S6XOOCT0IEG5ABCC6L87 31325URK4 9323415.6 PA USD 1592784.35 0.064223804114 Long ABS-MBS USGSE US N 2 2043-08-15 Floating 5.866 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137B32J6 6801488.48 PA USD 344993.94 0.013910748949 Long ABS-MBS USGSE US N 2 2041-11-15 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137B1HN5 16470813.8 PA USD 2192117.08 0.088389930464 Long ABS-MBS USGSE US N 2 2043-03-15 Fixed 4 N N N N N N FREDDIE MAC STRIPS S6XOOCT0IEG5ABCC6L87 31325VB94 5900535.07 PA USD 1056260.69 0.042590247479 Long ABS-MBS USGSE US N 2 2044-03-15 Floating 5.866 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AMKS5 3234616.82 PA USD 180944.47 0.007295992201 Long ABS-MBS USGSE US N 2 2027-03-15 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137BJRY1 2630474.44 PA USD 134362.01 0.005417707306 Long ABS-MBS USGSE US N 2 2044-11-15 Fixed 3.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137ASB78 4110743.19 PA USD 644153.46 0.025973375262 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137BTKB6 10239215.62 PA USD 978431.8 0.039452052791 Long ABS-MBS USGSE US N 2 2046-12-15 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137BXH62 9105366.93 PA USD 1851383.33 0.074650959702 Long ABS-MBS USGSE US N 2 2047-04-15 Floating 6.016 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137BLG77 13147385 PA USD 3433334.42 0.138437948144 Long ABS-MBS USGSE US N 2 2045-09-15 Fixed 6 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AFRQ7 6942365.54 PA USD 1301623.42 0.052483694705 Long ABS-MBS USGSE US N 2 2041-09-15 Floating 6.416 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137B5SA2 26645921.01 PA USD 5030861.8 0.202852999384 Long ABS-MBS USGSE US N 2 2035-01-15 Floating 6.016 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FBQG4 12775775.5 PA USD 2314363.67 0.093319123202 Long ABS-MBS USGSE US N 2 2047-11-15 Floating 6.116 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FJK99 2337967.12 PA USD 540841.93 0.021807676707 Long ABS-MBS USGSE US N 2 2056-08-15 Floating 6.016 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B13G7 46266948.95 PA USD 6968727.85 0.280991091081 Long ABS-MBS USGSE US N 2 2048-06-25 Floating 6.114 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B7KW0 11322639.84 PA USD 808096.81 0.032583853069 Long ABS-MBS USGSE US N 2 2049-12-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B5EF8 994581.89 PA USD 190372.92 0.00767616352 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 5.964 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B7QD6 1319587.76 PA USD 234764.16 0.009466094657 Long ABS-MBS USGSE US N 2 2049-12-25 Floating 5.964 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B6QY2 3448056.51 PA USD 588634.04 0.023734736771 Long ABS-MBS USGSE US N 2 2049-10-25 Floating 5.964 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B5RP2 17998833.93 PA USD 3054229.33 0.123151778965 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 5.964 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B8H51 17803386.54 PA USD 3237367.81 0.130536237423 Long ABS-MBS USGSE US N 2 2050-03-25 Floating 5.964 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BA5V2 29572122.87 PA USD 4760934.35 0.191969060403 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BCLU2 4874007.77 PA USD 802137.39 0.032343559006 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BCHS2 7061528.66 PA USD 1067773.75 0.043054473858 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B1S47 38876334.01 PA USD 5941431.25 0.23956872552 Long ABS-MBS USGSE US N 2 2048-06-25 Floating 6.114 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BFWL3 30939743.65 PA USD 5290696.16 0.213329967617 Long ABS-MBS USGSE US N 2 2051-04-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BH7G8 74660876.17 PA USD 10794579.98 0.435256028307 Long ABS-MBS USGSE US N 2 2051-06-25 Fixed 2.5 N N N N N N FANNIE MAE GRANTOR TRUST 2000-T6 N/A 31358SR52 2957960.62 PA USD 29579.61 0.001192700743 Long ABS-MBS USGSE US N 2 2040-11-25 Variable .717 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31392AJX7 101072.92 PA USD 505.36 0.000020376984 Long ABS-MBS USGSE US N 2 2041-10-25 Variable .38 N N N N N N FANNIE MAE TRUST 2002-W8 N/A 31392DQ47 4555508.64 PA USD 34166.31 0.001377644375 Long ABS-MBS USGSE US N 2 2042-06-25 Variable .298 N N N N N N FANNIE MAE GRANTOR TRUST 1998-T2 N/A 31359U4K8 8216.85 PA USD 674.59 0.000027200629 Long ABS-MBS USGSE US N 2 2036-10-25 Fixed 6.5 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3136FEMW9 808741.86 PA USD 129717.34 0.005230426225 Long ABS-MBS USGSE US N 2 2035-06-25 Fixed 5 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3136FKAB4 17307.25 PA USD 3394.32 0.00013686482 Long ABS-MBS USGSE US N 2 2039-11-25 Fixed 5.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31398PJU4 5394296.97 PA USD 1090071.6 0.043953561515 Long ABS-MBS USGSE US N 2 2040-04-25 Floating 6.314 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3136FGS81 58001.81 PA USD 8620.98 0.00034761274 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 4 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3136FGJ81 52664.77 PA USD 8261.87 0.000333132807 Long ABS-MBS USGSE US N 2 2040-05-25 Fixed 4.5 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3136FCZ90 743472.87 PA USD 124123.39 0.005004868541 Long ABS-MBS USGSE US N 2 2036-08-25 Fixed 5.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136A1D44 11422980.65 PA USD 1965192.8 0.079239953252 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 5.814 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136A5UJ3 1951782.84 PA USD 46647.61 0.001880911856 Long ABS-MBS USGSE US N 2 2040-12-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ACWY3 1947323.41 PA USD 97856.9 0.003945758493 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 6.064 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ADLY3 2556994.53 PA USD 44850.2 0.001808437193 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AEFX0 7537985.5 PA USD 468380.26 0.01888589756 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ADA58 3521809.03 PA USD 402507.56 0.016229797015 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AEU88 3460476.71 PA USD 315249.43 0.012711399154 Long ABS-MBS USGSE US N 2 2042-10-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AE2H9 2375801.98 PA USD 184583.18 0.007442711246 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AAY82 3144380.31 PA USD 178176.31 0.00718437523 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ADG37 6471733.92 PA USD 462793.69 0.01866063745 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ADU80 9507159.7 PA USD 1104446.74 0.044533191881 Long ABS-MBS USGSE US N 2 2043-05-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136A9YX0 11647765.34 PA USD 1088798.16 0.043902214225 Long ABS-MBS USGSE US N 2 2041-05-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ACYN5 10612518.47 PA USD 1345745.87 0.054262787767 Long ABS-MBS USGSE US N 2 2043-03-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136A9C48 4305817.88 PA USD 789877.31 0.031849211497 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AA5E1 18607694.23 PA USD 2160669.63 0.0871219152 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ADQT9 7097940.26 PA USD 264859.64 0.010679596166 Long ABS-MBS USGSE US N 2 2042-02-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AD7C7 7010499.26 PA USD 421535.01 0.01699701652 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AG5Z1 2454709.41 PA USD 46033.17 0.001856136578 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AQZW3 3029718.07 PA USD 178628.84 0.007202622018 Long ABS-MBS USGSE US N 2 2044-10-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ARFT0 10574276.53 PA USD 2253396.3 0.090860813997 Long ABS-MBS USGSE US N 2 2046-02-25 Fixed 6 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ATZK3 12076768.48 PA USD 1346801.22 0.054305341294 Long ABS-MBS USGSE US N 2 2046-10-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AXG58 3783973.59 PA USD 396560.43 0.015989998505 Long ABS-MBS USGSE US N 2 2047-08-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AP4N9 12146282.87 PA USD 3116153.16 0.125648654281 Long ABS-MBS USGSE US N 2 2045-09-25 Fixed 6 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AA5P6 8463590.07 PA USD 1368731.79 0.05518961959 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136APW65 18421189.07 PA USD 4212852.26 0.169869447994 Long ABS-MBS USGSE US N 2 2037-03-25 Fixed 6 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B0VD5 7849985.33 PA USD 949332.64 0.038278724619 Long ABS-MBS USGSE US N 2 2048-02-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AT6W9 37421411.29 PA USD 6730210.89 0.271373677075 Long ABS-MBS USGSE US N 2 2046-12-25 Floating 6.014 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ATVW1 26802493.73 PA USD 4474676.33 0.180426644757 Long ABS-MBS USGSE US N 2 2046-09-25 Floating 6.014 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B2XF4 23851496.57 PA USD 4335777.52 0.174826005873 Long ABS-MBS USGSE US N 2 2048-08-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ANRR0 1353755.33 PA USD 249442.96 0.010057969116 Long ABS-MBS USGSE US N 2 2045-05-25 Fixed 5.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ARGB8 32007283.7 PA USD 5743707.06 0.231596146151 Long ABS-MBS USGSE US N 2 2046-02-25 Fixed 5.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AYZ97 604701.03 PA USD 107986.98 0.00435422074 Long ABS-MBS USGSE US N 2 2041-06-25 Fixed 5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ANX69 2414288.61 PA USD 419922.05 0.016931979199 Long ABS-MBS USGSE US N 2 2045-06-25 Floating 6.114 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B3TM2 580850.4 PA USD 52276.54 0.002107879993 Long ABS-MBS USGSE US N 2 2048-12-25 Floating 6.014 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AQKF6 1112604.03 PA USD 132417.81 0.005339313819 Long ABS-MBS USGSE US N 2 2043-10-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B3L40 2032613.03 PA USD 388686.22 0.015672496817 Long ABS-MBS USGSE US N 2 2049-03-25 Floating 6.014 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B5A54 1524290.45 PA USD 237343.61 0.009570102517 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 5.964 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B47K8 21719910.63 PA USD 3655970.94 0.147415035499 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 5.964 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0406A0 430000000 PA USD 460755062 18.57843646348 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0306A1 189000000 PA USD 197792771.4 7.975344688433 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0306A1 37000000 PA USD 38721336.2 1.561310864931 Short ABS-MBS USGSE US N 2 2051-10-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0326A7 391000000 PA USD 413772543.8 16.684020533497 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0526A5 23000000 PA USD 25724798.5 1.037268114633 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0306B9 37000000 PA USD 38675086.2 1.559445985395 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0426A6 15000000 PA USD 16221678 0.654085953491 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0226A8 131000000 PA USD 135078409.9 5.446593782436 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0226A8 161000000 PA USD 166012396.9 6.693905335666 Short ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0206A2 235000000 PA USD 235602187.5 9.499885366698 Short ABS-MBS USGSE US N 2 2051-10-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0206B0 153000000 PA USD 153111154.5 6.173705055743 Short ABS-MBS USGSE US N 2 2051-11-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0506A9 5000000 PA USD 5497042 0.221650186741 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LCDT2 86048.81 PA USD 92805.57 0.003742080181 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LEKS2 13867.97 PA USD 14956.92 0.000603088736 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36202EXV6 113348.44 PA USD 133577.99 0.005386094272 Long ABS-MBS USGA US N 2 2038-11-20 Fixed 6.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617MUEF0 30238.88 PA USD 33618.34 0.001355549282 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LES54 10792.42 PA USD 11639.87 0.000469339576 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381YWF7 15976877.5 PA USD 1479458.86 0.059654325471 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381BDC5 36593992.72 PA USD 5872019.91 0.236769940924 Long ABS-MBS USGA US N 2 2048-12-20 Floating 6.013 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382CRX1 6835469.01 PA USD 834303.86 0.033640566393 Long ABS-MBS USGA US N 2 2050-02-20 Floating 5.963 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382DGP8 38583306.28 PA USD 6346645.98 0.255907680285 Long ABS-MBS USGA US N 2 2050-01-20 Floating 5.963 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381YL93 26790672.84 PA USD 3921709.78 0.158130082521 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382GXV9 3778516.45 PA USD 647614.71 0.026112938815 Long ABS-MBS USGA US N 2 2050-07-20 Floating 6.063 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382FGP3 4202681.23 PA USD 752961.19 0.030360690053 Long ABS-MBS USGA US N 2 2050-04-20 Floating 6.013 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381AKY1 2310282.79 PA USD 352552.32 0.014215515829 Long ABS-MBS USGA US N 2 2048-10-20 Floating 6.063 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382LKE0 56475282 PA USD 7964144.26 0.321127992557 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382QAM2 87425393.91 PA USD 11808617.89 0.476143780686 Long ABS-MBS USGA US N 2 2051-03-20 Floating 6.213 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382PJV5 52639214.02 PA USD 4279568.1 0.172559545394 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382MA41 33827146.9 PA USD 5269801.32 0.212487451736 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382RBL1 85389891.35 PA USD 13465823.62 0.542965165628 Long ABS-MBS USGA US N 2 2051-04-20 Floating 6.213 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382NYE1 50385141.79 PA USD 7568156.65 0.305161091139 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382PZX3 55320212.79 PA USD 8219875.53 0.331439517146 Long ABS-MBS USGA US N 2 2051-03-20 Floating 6.213 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382RRW0 53790864.47 PA USD 4278229.51 0.172505571144 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382ET64 21795010.9 PA USD 4179645.8 0.168530506421 Long ABS-MBS USGA US N 2 2043-07-20 Floating 6.353 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382QX21 51300806.7 PA USD 6990576.25 0.281872056142 Long ABS-MBS USGA US N 2 2051-05-20 Floating 6.213 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382TD27 52616802.4 PA USD 7292162.64 0.294032538027 Long ABS-MBS USGA US N 2 2051-06-20 Floating 6.213 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382LMH1 36655653.5 PA USD 5655872.03 0.228054486691 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380QEG3 63447370.23 PA USD 4695993.66 0.189350540103 Long ABS-MBS USGA US N 2 2070-07-20 Variable 1.508 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382EW86 90100989.77 PA USD 15315213.07 0.617535728659 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382WBR7 42985936.58 PA USD 6065461.81 0.244569850995 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380FA22 11153448.13 PA USD 2622367.49 0.1057383669 Long ABS-MBS USGA US N 2 2047-07-16 Fixed 5.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380HHH8 2309721.26 PA USD 198221.67 0.007992638618 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376UZH5 4212902.77 PA USD 882951.12 0.035602107575 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 5.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379FFD6 16187831.11 PA USD 3265295.98 0.131662349265 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R7E0 37992554.87 PA USD 3514311.33 0.141703076411 Long ABS-MBS USGA US N 2 2067-09-20 Variable 2.147 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RUC8 39081183.95 PA USD 1930610.49 0.077845535041 Long ABS-MBS USGA US N 2 2065-08-20 Variable 1.552 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RC87 36043606.98 PA USD 2695485.11 0.10868659508 Long ABS-MBS USGA US N 2 2066-10-20 Variable 2.329 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380UMS9 5743504.57 PA USD 1211590.22 0.04885340125 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RK47 30327971.57 PA USD 1847519.37 0.07449515819 Long ABS-MBS USGA US N 2 2066-12-20 Variable 1.914 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RU53 26267376.27 PA USD 2290278.8 0.092347979824 Long ABS-MBS USGA US N 2 2067-02-20 Variable 2.225 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380VWY3 10032686.97 PA USD 1621576.68 0.065384760374 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375U4Z0 24103393.8 PA USD 2014826.79 0.081241281085 Long ABS-MBS USGA US N 2 2067-12-20 Variable 2.32 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380K2D6 2486259.76 PA USD 126991.19 0.005120503168 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UN55 33067492.45 PA USD 2893405.59 0.116667089199 Long ABS-MBS USGA US N 2 2067-10-20 Variable 2.097 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380VPT2 43238879.86 PA USD 3814015.12 0.153787648626 Long ABS-MBS USGA US N 2 2068-02-20 Variable 2.473 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375U5C0 82207642.89 PA USD 6453299.97 0.260208152574 Long ABS-MBS USGA US N 2 2068-02-20 Variable 2.308 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380W5T2 14885940.14 PA USD 2272101.78 0.091615051119 Long ABS-MBS USGA US N 2 2048-05-20 Floating 6.113 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379QMX0 9365568.96 PA USD 985351.88 0.039731082318 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379QKP9 5958680.05 PA USD 590034.46 0.023791204114 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375U4W7 35615990.48 PA USD 3544904.05 0.142936627492 Long ABS-MBS USGA US N 2 2068-01-20 Variable 2.307 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380XKS5 15758358.76 PA USD 2393631.98 0.096515357779 Long ABS-MBS USGA US N 2 2048-06-20 Floating 6.113 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379XPB0 5290388.23 PA USD 520997.43 0.02100751234 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375U6E5 55082814.09 PA USD 4785319.47 0.192952310377 Long ABS-MBS USGA US N 2 2068-01-20 Variable 2.338 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380XRP4 18141781.25 PA USD 2943903.13 0.118703236852 Long ABS-MBS USGA US N 2 2048-07-20 Floating 6.113 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380XYA9 17722657.93 PA USD 2727235.97 0.109966844357 Long ABS-MBS USGA US N 2 2048-07-20 Floating 6.163 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380YTT2 23716455.88 PA USD 3695185.34 0.148996227544 Long ABS-MBS USGA US N 2 2048-08-20 Floating 6.163 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LAD5 63365492.73 PA USD 5504877.18 0.221966114673 Long ABS-MBS USGA US N 2 2068-02-20 Variable 2.395 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380X5F0 22438644.43 PA USD 3467376.41 0.139810579722 Long ABS-MBS USGA US N 2 2048-08-20 Floating 6.113 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380HXT4 22872474.98 PA USD 4509582.91 0.181834138092 Long ABS-MBS USGA US N 2 2043-10-20 Floating 6.113 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379YFD5 10354013.53 PA USD 803901.14 0.032414676439 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380YXY6 4592596.22 PA USD 334432.86 0.013484908042 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380YXZ3 2553078.49 PA USD 260158.7 0.010490046181 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380YYA7 2117750.88 PA USD 415312.13 0.016746099297 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380YYB5 6658216.95 PA USD 975362.2 0.039328281241 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375U6A3 67415429.49 PA USD 5814580.79 0.234453896827 Long ABS-MBS USGA US N 2 2068-01-20 Variable 2.375 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LJS3 54087931.69 PA USD 3483262.8 0.140451146287 Long ABS-MBS USGA US N 2 2068-08-20 Variable 1.278 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378UXE2 17155893.89 PA USD 3318783.65 0.133819064103 Long ABS-MBS USGA US N 2 2041-05-20 Floating 6.063 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FEC0 20269066.23 PA USD 4526433.14 0.182513568343 Long ABS-MBS USGA US N 2 2043-01-20 Floating 6.663 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LAB9 53169447.3 PA USD 4619095.74 0.186249883727 Long ABS-MBS USGA US N 2 2068-02-20 Variable 2.389 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380XSS7 2471814.37 PA USD 364803.96 0.014709523023 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379XFT2 2034051.79 PA USD 381303.35 0.015374806802 Long ABS-MBS USGA US N 2 2045-11-16 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381WUN6 5433681.87 PA USD 691497.58 0.027882371599 Long ABS-MBS USGA US N 2 2049-06-20 Floating 5.963 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381XBN5 2426032.01 PA USD 361066.34 0.014558815757 Long ABS-MBS USGA US N 2 2049-07-20 Floating 6.013 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381BW42 22566692.75 PA USD 3341842.63 0.134748841831 Long ABS-MBS USGA US N 2 2049-01-20 Floating 5.963 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381XTX4 5031453.17 PA USD 732159.25 0.029521920059 Long ABS-MBS USGA US N 2 2049-08-20 Floating 5.963 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381XK39 2383086.27 PA USD 346095.62 0.013955170581 Long ABS-MBS USGA US N 2 2049-08-20 Floating 6.013 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382AQY4 9548627.97 PA USD 2523904.8 0.101768181912 Long ABS-MBS USGA US N 2 2049-10-20 Floating 5.963 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379LWF9 10870793.37 PA USD 714211.12 0.028798220592 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376REY8 33884980.32 PA USD 2355006.13 0.094957897081 Long ABS-MBS USGA US N 2 2065-07-20 Variable 1.86 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RBE5 68521021.7 PA USD 3898846.14 0.157208181237 Long ABS-MBS USGA US N 2 2065-05-20 Variable 1.853 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RCY0 57353884.7 PA USD 3728002.5 0.150319471872 Long ABS-MBS USGA US N 2 2065-06-20 Variable 1.868 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RFH4 40322502.08 PA USD 2649188.39 0.106819831712 Long ABS-MBS USGA US N 2 2065-08-20 Variable 1.768 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RCW4 40059182.74 PA USD 2828178.3 0.114037012694 Long ABS-MBS USGA US N 2 2065-06-20 Variable 1.802 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RHG4 30163339.4 PA USD 2017927.4 0.081366303012 Long ABS-MBS USGA US N 2 2065-09-20 Variable 1.842 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RHE9 58645476.4 PA USD 3272417.59 0.131949504828 Long ABS-MBS USGA US N 2 2065-09-20 Variable 1.743 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RHV1 28003846.42 PA USD 1837248.35 0.074081013 Long ABS-MBS USGA US N 2 2065-09-20 Variable 1.773 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379FY60 6093643.1 PA USD 583066.58 0.023510247209 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RQY5 49601186.3 PA USD 2232053.38 0.090000230759 Long ABS-MBS USGA US N 2 2065-07-20 Variable 2.387 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378PGF9 6859907.15 PA USD 1256281.34 0.050655424065 Long ABS-MBS USGA US N 2 2043-12-16 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RSH0 34589485.15 PA USD 1469465.1 0.059251359881 Long ABS-MBS USGA US N 2 2066-02-20 Variable 1.45 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379PE94 10720804.74 PA USD 1134904.39 0.045761296708 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RWP7 32075231.55 PA USD 2254888.78 0.090920993358 Long ABS-MBS USGA US N 2 2066-06-20 Floating 2.194 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RXR2 21304055.43 PA USD 1511256.43 0.060936458176 Long ABS-MBS USGA US N 2 2066-07-20 Variable 1.893 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RWA0 37510321.87 PA USD 1937520.65 0.078124164575 Long ABS-MBS USGA US N 2 2066-06-20 Variable 1.673 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379EAL6 12229111.3 PA USD 2185745.5 0.088133017401 Long ABS-MBS USGA US N 2 2044-08-20 Floating 5.513 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RXW1 41182658.11 PA USD 2207596.39 0.089014082863 Long ABS-MBS USGA US N 2 2066-08-20 Variable 1.654 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379P5D5 18365027.72 PA USD 1688315.37 0.068075779126 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379YKE7 16589531.74 PA USD 3114677.95 0.125589171277 Long ABS-MBS USGA US N 2 2045-10-20 Floating 6.013 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RA63 86368029.41 PA USD 6097582.87 0.245865027374 Long ABS-MBS USGA US N 2 2066-10-20 Variable 2.225 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RG26 18825079.94 PA USD 1532479.16 0.061792195146 Long ABS-MBS USGA US N 2 2066-11-20 Variable 2.103 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379EW99 6691352.91 PA USD 1288018.52 0.051935121741 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380BAR6 9470188.28 PA USD 1780868.91 0.071807697024 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376MCC9 9078827.39 PA USD 1306534.05 0.052681699752 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379NRH7 8493615.29 PA USD 1596884.61 0.064389133649 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UER7 36103491.35 PA USD 1327056.04 0.05350918168 Long ABS-MBS USGA US N 2 2064-02-20 Variable 1.454 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375USV3 29843238.07 PA USD 1550027.95 0.062499792537 Long ABS-MBS USGA US N 2 2065-01-20 Variable 1.553 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BZP0 14322452.09 PA USD 389040.77 0.015686792883 Long ABS-MBS USGA US N 2 2062-10-20 Variable 1.377 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BZR6 14322452.09 PA USD 389040.77 0.015686792883 Long ABS-MBS USGA US N 2 2062-10-20 Variable 1.377 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RX68 36634908.86 PA USD 2573455.8 0.103766163446 Long ABS-MBS USGA US N 2 2067-02-20 Variable 2.218 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379L2C9 3781351.9 PA USD 267616.11 0.010790741776 Long ABS-MBS USGA US N 2 2044-05-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378PFL7 4960087.59 PA USD 1049227.16 0.042306643454 Long ABS-MBS USGA US N 2 2043-12-20 Floating 6.013 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379QLB9 3462220.47 PA USD 36841.11 0.001485496911 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376MSQ1 16872330.74 PA USD 3000762.58 0.120995907658 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375USS0 39762865.27 PA USD 2217813.57 0.089426057131 Long ABS-MBS USGA US N 2 2064-12-20 Variable 1.677 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379MW42 3453439.83 PA USD 59513.78 0.002399697956 Long ABS-MBS USGA US N 2 2039-05-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RV94 28800671.87 PA USD 1609957.56 0.064916257474 Long ABS-MBS USGA US N 2 2067-02-20 Variable 1.775 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376MVG9 5300729.39 PA USD 931762.21 0.037570254665 Long ABS-MBS USGA US N 2 2047-03-16 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R2Q8 46272802.29 PA USD 3146550.55 0.126874329321 Long ABS-MBS USGA US N 2 2067-03-20 Variable 2.245 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RV78 45528193.94 PA USD 3424403.1 0.138077821962 Long ABS-MBS USGA US N 2 2067-02-20 Variable 2.344 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UZV5 37828849.72 PA USD 2218510.72 0.089454167418 Long ABS-MBS USGA US N 2 2067-04-20 Variable 1.821 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RQ82 24476285.36 PA USD 2363491.31 0.095300034132 Long ABS-MBS USGA US N 2 2067-01-20 Variable 2.466 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RR57 62478153.57 PA USD 3006761.14 0.121237779912 Long ABS-MBS USGA US N 2 2067-01-20 Variable 1.579 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379YKJ6 1175601.36 PA USD 113539.58 0.00457811112 Long ABS-MBS USGA US N 2 2043-03-20 Floating 6.063 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R4R4 25177828.53 PA USD 1864732.93 0.075189238532 Long ABS-MBS USGA US N 2 2067-05-20 Variable 1.847 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UB25 74450109.09 PA USD 4273436.26 0.172312299061 Long ABS-MBS USGA US N 2 2067-04-20 Variable 1.83 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UYG9 20411141.42 PA USD 1494156.79 0.060246971284 Long ABS-MBS USGA US N 2 2067-01-20 Variable 2.436 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R4L7 25701179.43 PA USD 2120347.3 0.085496049512 Long ABS-MBS USGA US N 2 2067-04-20 Variable 2.188 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379T5K1 10473316.26 PA USD 2108184.3 0.085005616435 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UG46 36441092.46 PA USD 3148738.15 0.126962537115 Long ABS-MBS USGA US N 2 2067-08-20 Variable 2.315 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R2S4 39881576.12 PA USD 2654916.52 0.107050799765 Long ABS-MBS USGA US N 2 2067-05-20 Variable 2.24 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376UPF0 5115665.39 PA USD 1029908.27 0.041527672587 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 5.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380CH71 1273673.18 PA USD 225063.66 0.009074953815 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377GWS4 970076.8 PA USD 204648.08 0.00825176252 Long ABS-MBS USGA US N 2 2040-06-20 Floating 6.493 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376VFR3 4305724.69 PA USD 757032.51 0.030524852678 Long ABS-MBS USGA US N 2 2040-02-20 Floating 6.063 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378A5Q0 6445628 PA USD 505945.71 0.020400601106 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375CRM4 1555451.68 PA USD 27216.83 0.00109742939 Long ABS-MBS USGA US N 2 2036-02-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376WP82 12259642.66 PA USD 2033233.54 0.081983472898 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378GNB0 4653427.04 PA USD 878706.63 0.035430962439 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376WM85 18520565.75 PA USD 3391323.02 0.136743976248 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FMA5 2503048.58 PA USD 473326.49 0.01908533806 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375CMY3 2420504.2 PA USD 384341.7 0.015497318299 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FXG0 2179580.34 PA USD 215843.84 0.008703194817 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378JNF5 5389583.6 PA USD 564451.09 0.022759638639 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FZA1 2315220.06 PA USD 232957.44 0.009393244599 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378TNU0 8869997.02 PA USD 1121877.22 0.045236018811 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378JL67 7387093.4 PA USD 1193673.03 0.048130949337 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FR44 1850809.34 PA USD 191232.29 0.007710814796 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378VWX9 735908.35 PA USD 3457.45 0.00013941033 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378VUJ2 4556215.61 PA USD 748768.47 0.030191632373 Long ABS-MBS USGA US N 2 2043-07-16 Floating 6.015 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375AX25 31555628.29 PA USD 5995569.38 0.241751668023 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378MRH0 5076831.59 PA USD 511643.08 0.020630328862 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375AT87 6336419.23 PA USD 1051211.95 0.042386673601 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378WY49 4198523.1 PA USD 789532.26 0.031835298487 Long ABS-MBS USGA US N 2 2043-09-20 Floating 6.063 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376VHX8 5713406.82 PA USD 1047251.47 0.042226980236 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375AXQ2 17391389.85 PA USD 3245233.35 0.130853389522 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378YRM3 3354908.14 PA USD 467239.73 0.018839909429 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378HKZ8 6820078.6 PA USD 1009371.63 0.040699599945 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FYV6 3967865.94 PA USD 629581.29 0.025385800309 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375GRJ2 1731229.71 PA USD 20364.97 0.000821150613 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376WK46 4117689.88 PA USD 364008.73 0.014677457981 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378GHA9 19573745.42 PA USD 2987932.24 0.120478566285 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378YCD9 3452697.06 PA USD 549937.65 0.022174431779 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378P2J6 13454801.46 PA USD 2577068.09 0.10391181719 Long ABS-MBS USGA US N 2 2044-01-20 Floating 6.013 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378P3C0 5248887.09 PA USD 781081.64 0.031494554956 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378P4B1 7571265.52 PA USD 1363453.18 0.054976776957 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379AYU8 8509705.77 PA USD 1686623.68 0.068007567276 Long ABS-MBS USGA US N 2 2044-03-20 Floating 6.013 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378JNT5 7108178.62 PA USD 379576.74 0.015305186918 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379BYV4 7205934.24 PA USD 659198.86 0.026580031664 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379HDB8 2738520.71 PA USD 73493.68 0.002963391565 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376VGU5 10464570.91 PA USD 1909365.6 0.076988904541 Long ABS-MBS USGA US N 2 2040-02-16 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378PYE2 4236491.76 PA USD 284429.59 0.011468690204 Long ABS-MBS USGA US N 2 2043-02-16 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378HK70 13601849.26 PA USD 1957639.35 0.078935385158 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379JJW2 5540144.51 PA USD 135844.35 0.005477477804 Long ABS-MBS USGA US N 2 2040-05-16 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379DHV9 1316904.47 PA USD 91564.37 0.003692032863 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379LX92 7656348.9 PA USD 1384587.15 0.055828934972 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UTQ3 56007989.11 PA USD 3153249.79 0.127144454199 Long ABS-MBS USGA US N 2 2065-01-20 Variable 1.706 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379HDV4 6450131.16 PA USD 884540.03 0.035666175159 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RAE6 29826373.78 PA USD 1920818.47 0.077450703955 Long ABS-MBS USGA US N 2 2065-04-20 Variable 1.803 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378TJA9 8618341.61 PA USD 326784.24 0.01317650253 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UVA5 50138533.65 PA USD 2822799.44 0.113820127808 Long ABS-MBS USGA US N 2 2065-03-20 Variable 1.784 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H0326A3 3000000 PA USD 3154961.1 0.12721345716 Short ABS-MBS USGA US N 2 2051-10-01 Fixed 3.5 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 V7179SCB8 2270000 PA USD 2485604.6 0.100223851983 Long DBT NUSS KE N 2 2024-06-24 Fixed 6.875 N N N N N N IVORY COAST 254900ICW11T82O6H590 V73789AC9 4251000 PA USD 4527315 0.182549126455 Long DBT NUSS CI N 2 2024-07-23 Fixed 5.375 N N N N N N SOCIALIST REPUBLIC OF VIETNAM 5493008AE7RS4XK4BZ08 Y9384RAA8 2350000 PA USD 2601253.5 0.104887014514 Long DBT NUSS VN N 2 2024-11-19 Fixed 4.8 N N N N N N DOMINICAN REPUBLIC N/A P3579EBD8 300000 PA USD 327750 0.013215443634 Long DBT NUSS DO N 2 2025-01-27 Fixed 5.5 N N N N N N BANQUE CENTRALE DE TUNISIE INTERNATIONAL BOND 254900B5LFB16S9T2T11 V06423AM5 6430000 PA USD 5385125 0.217137500836 Long DBT NUSS TN N 2 2025-01-30 Fixed 5.75 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 N/A 1390000 PA USD 1350023.6 0.054435273197 Long DBT NUSS EG N 2 2032-01-15 Fixed 7.053 N N N N N N REPUBLIC OF COSTA RICA 549300S1EK2VN6XVJP58 P3699PGK7 2780000 PA USD 2849527.8 0.114897861248 Long DBT NUSS CR N 2 2031-02-19 Fixed 6.125 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAH3 708000 PA USD 724970.76 0.02923206778 Long DBT NUSS MX N 2 2030-04-16 Fixed 3.25 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CQ7 337000 PA USD 347888.54 0.014027464199 Long DBT NUSS ID N 2 2030-02-14 Fixed 2.85 N N N N N N DOMINICAN REPUBLIC N/A 25714PED6 5780000 PA USD 5881207.8 0.237140412449 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.5 N N N N N N DOMINICAN REPUBLIC N/A P3579ECG0 5748000 PA USD 5624475.48 0.226788523802 Long DBT NUSS DO N 2 2060-01-30 Fixed 5.875 N N N N N N GABONESE REPUBLIC N/A V36283AD7 2410000 PA USD 2370827.86 0.095595856444 Long DBT NUSS GA N 2 2031-02-06 Fixed 6.625 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CS3 550000 PA USD 613321.67 0.024730184468 Long DBT NUSS ID N 2 2030-10-15 Fixed 3.85 N N N N N N KINGDOM OF SAUDI ARABIA 635400FMICXSM3SI3H65 M6320UAZ2 7544000 PA USD 8027268.64 0.323673276114 Long DBT NUSS SA N 2 2025-10-22 Fixed 2.9 N N N N N N KINGDOM OF BAHRAIN N/A 05675M2C7 760000 PA USD 839792.4 0.033861873765 Long DBT NUSS BH N 2 2030-05-14 Fixed 7.375 N N N N N N KINGDOM OF BAHRAIN N/A M63633BX4 3330000 PA USD 3679616.7 0.148368473206 Long DBT NUSS BH N 2 2030-05-14 Fixed 7.375 N N N N N N REPUBLIC OF HONDURAS 5493002DW1JNBNG17615 P5178RAD0 3080000 PA USD 3203230.8 0.129159774474 Long DBT NUSS HN N 2 2030-06-24 Fixed 5.625 N N N N N N HASHEMITE KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 M5269UAL8 3770000 PA USD 3901950 0.15733333421 Long DBT NUSS JO N 2 2030-07-07 Fixed 5.85 N N N N N N DOMINICAN REPUBLIC N/A P3579ECH8 2400000 PA USD 2457000 0.09907046532 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.875 N N N N N N GOVERNMENT OF MONGOLIA N/A Y6142NAC2 3120000 PA USD 3268196.88 0.131779318542 Long DBT NUSS MN N 2 2026-04-07 Fixed 5.125 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 3915000 PA USD 3776917.95 0.152291826936 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.659 N N N N N N REPUBLIC OF ARMENIA 5299000H77JSW90G7935 N/A 4870000 PA USD 4596062.5 0.18532114388 Long DBT NUSS AM N 2 2031-02-02 Fixed 3.6 N N N N N N ISLAMIC REPUBLIC OF PAKISTAN 529900LOP29R5WKHOD86 N/A 2710000 PA USD 2706669.41 0.109137565289 Long DBT NUSS PK N 2 2031-04-08 Fixed 7.375 N N N N N N UKRAINE 6354001WLTJXOMEXPY07 N/A 3550000 PA USD 3598808.95 0.14511016576 Long DBT NUSS UA N 2 2029-05-21 Fixed 6.876 N N N N N N GOVERNMENT OF MONGOLIA N/A Y6142NAE8 4060000 PA USD 3931920.4 0.158541792278 Long DBT NUSS MN N 2 2031-07-07 Fixed 4.45 N N N N N N FEDERATIVE REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BB5 2280000 PA USD 3034634.4 0.12236167769 Long DBT NUSS BR N 2 2034-01-20 Fixed 8.25 N N N N N N BOLIVARIAN REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 P97497TZ7 2093000 PA USD 224997.5 0.009072286129 Long DBT NUSS VE N 2 2025-04-21 Fixed 7.65 Y Y N N N N DOMINICAN REPUBLIC N/A P3579EAG2 2872000 PA USD 3475120 0.140122814588 Long DBT NUSS DO N 2 2027-04-20 Fixed 8.625 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325BK0 2540000 PA USD 3120288.4 0.125815394269 Long DBT NUSS CO N 2 2037-09-18 Fixed 7.375 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AW4 740000 PA USD 775161.84 0.03125585844 Long DBT NUSS ZA N 2 2027-09-27 Fixed 4.85 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 V7691DAY2 19710000 PA USD 19907100 0.802688506377 Long DBT NUSS SN N 2 2048-03-13 Fixed 6.75 N N N N N N IVORY COAST 254900ICW11T82O6H590 V73789BE4 280000 PA 336610.92 0.013572731167 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AQ9 250000 PA 299572.45 0.012079276361 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25 N N N N N N REPUBLIC OF BELARUS 635400CVCOWYLHF4ZB08 X7344WAM5 2110000 PA USD 1862075 0.075082066223 Long DBT NUSS BY N 2 2030-02-28 Fixed 6.2 N N N N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 P79171AE7 13431080 PA USD 9077971.61 0.366039426766 Long DBT NUSS AR N 2 2027-06-01 Variable 5 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 V21735AC5 11140000 PA USD 11544047.8 0.465475859674 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AY0 2420000 PA USD 2669056.72 0.107620956946 Long DBT NUSS ZA N 2 2030-06-22 Fixed 5.875 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AZ7 240000 PA USD 247225.68 0.009968564573 Long DBT NUSS ZA N 2 2048-06-22 Fixed 6.3 N N N N N N DEVELOPMENT BANK OF MONGOLIA LLC 254900HRWK3OKXS9UW60 N/A 4010000 PA USD 4290700 0.173008402746 Long DBT NUSS MN N 2 2023-10-23 Fixed 7.25 N N N N N N NIGERIA GOVERNMENT 549300GSBZD84TNEQ285 V342A3CC6 2620000 PA USD 2878672.6 0.116073029705 Long DBT NUSS NG N 2 2031-01-21 Fixed 8.747 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CT5 3520000 PA USD 3751911.68 0.151283531126 Long DBT NUSS TR N 2 2029-04-26 Fixed 7.625 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 V71795AQ7 1820000 PA USD 1726725 0.069624521461 Long DBT NUSS GH N 2 2032-03-26 Fixed 8.125 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 V50249AC1 3220000 PA USD 3482752 0.140430549953 Long DBT NUSS KE N 2 2027-05-22 Fixed 7 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 V50249AD9 4200000 PA USD 4641134.4 0.187138520399 Long DBT NUSS KE N 2 2032-05-22 Fixed 8 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CV0 3218000 PA USD 3328222.94 0.134199672508 Long DBT NUSS TR N 2 2024-08-10 Fixed 6.35 N N N N N N SULTANATE OF OMAN 549300SZ20F0QTKNQC75 N/A 5769000 PA USD 6071930.19 0.244830667201 Long DBT NUSS OM N 2 2029-08-01 Fixed 6 N N N N N N JAMAICA 529900Y93KNSXZI8KK56 470160CA8 400000 PA USD 464960 0.018747986795 Long DBT NUSS JM N 2 2028-04-28 Fixed 6.75 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 Y20721BN8 9965000 PA USD 11310374.65 0.456053756417 Long DBT NUSS ID N 2 2026-01-08 Fixed 4.75 N N N N N N DOMINICAN REPUBLIC N/A P3579EBK2 4068000 PA USD 4698540 0.189453212912 Long DBT NUSS DO N 2 2026-01-29 Fixed 6.875 N N N N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 74408DAC8 152683 PA USD 115413.08 0.004653653862 Long DBT NUSS AR N 2 2025-12-10 Variable 5 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BX3 12420000 PA USD 14003363.7 0.564639706064 Long DBT NUSS ID N 2 2027-01-08 Fixed 4.35 N N N N N N IVORY COAST 254900ICW11T82O6H590 V73789AW5 17715000 PA USD 18711468.75 0.754478598241 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.125 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 V7691DAX4 10820000 PA USD 11293375 0.455368301295 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25 N N N N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 74408DAE4 12668107 PA USD 8361077.3 0.337133015338 Long DBT NUSS AR N 2 2029-02-01 Variable 5 N N N N N N JAMAICA 529900Y93KNSXZI8KK56 470160AV4 2714000 PA USD 3765702.14 0.151839586188 Long DBT NUSS JM N 2 2039-03-15 Fixed 8 N N N N N N BOLIVARIAN REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 P97475AJ9 2900000 PA USD 297105 0.011979784534 Long DBT NUSS VE N 2 2038-03-31 Fixed 7 N N N N N N BOLIVARIAN REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 P17625AA5 13582000 PA USD 1460065 0.058872331684 Long DBT NUSS VE N 2 2023-05-07 Fixed 9 Y Y N N N N BOLIVARIAN REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 P97475AP5 21992000 PA USD 2364140 0.095326190428 Long DBT NUSS VE N 2 2024-10-13 Fixed 8.25 Y Y N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BL9 200000 PA USD 207999.2 0.008386885442 Long DBT NUSS ID N 2 2023-04-15 Fixed 3.375 N N N N N N DOMINICAN REPUBLIC N/A P3579EAS6 1551000 PA USD 1645998.75 0.066369500235 Long DBT NUSS DO N 2 2024-04-18 Fixed 5.875 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AR5 5690000 PA USD 6372686.2 0.256957666736 Long DBT NUSS ZA N 2 2025-09-16 Fixed 5.875 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 Y20721BJ7 370000 PA USD 412086.39 0.016616031913 Long DBT NUSS ID N 2 2024-01-15 Fixed 5.875 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QBE7 1637000 PA USD 1913751.22 0.077165740281 Long DBT NUSS MX N 2 2045-01-21 Fixed 5.55 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 13555 NC USD 2982841295.84 120.273290660902 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short UNITED STATES OF AMERICA US TREASURY N/B 02.8750 09/30/2023 2022-01-05 2984505144.98 USD 1663849.14 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 2403 NC USD 349035750 14.073721679173 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short UNITED STATES OF AMERICA US TREASURY N/B 01.6250 05/15/2031 2021-01-31 353897718.27 USD 4861968.27 N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912803BD4 683000 PA USD 672433.989996585 0.027113694866 Long DBT UST US N 2 2024-11-15 Fixed 0 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UJ68 32753403.29 PA USD 2817415 0.113603017928 Long ABS-MBS USGSE US N 2 2067-08-20 Variable 2.177 N N N N N N IVORY COAST 254900ICW11T82O6H590 V25125BD2 9451757.11 PA USD 9439942.41 0.380634711905 Long DBT NUSS CI N 2 2032-12-31 Variable 5.75 N N N N N N PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS 549300L6AYROPOTQ4L07 N/A 11057427.19 PA USD 5024826.64 0.202609651353 Long DBT NUSS AR N 2 2037-09-01 Variable 3.9 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 255855000 NC USD 1448139.3 0.058391466951 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-15 4656.56 USD 0 USD 255855000 USD -1452795.86 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 90763000 NC 25112622.79 1.012584137242 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2040-05-15 3220.42 USD 0 USD 90763000 EUR -25115843.21 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 90763000 NC 13276488.34 0.535330841537 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2030-05-15 1675.01 USD 0 USD 90763000 EUR 13274813.33 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 90763000 NC 13360596.6 0.538722231222 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2030-05-15 1675.01 USD 0 USD 90763000 EUR 13358921.59 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 90763000 NC 25230374.35 1.01733208264 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2040-05-15 3220.42 USD 0 USD 90763000 EUR -25233594.77 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 45335000 NC 18873983.87 0.761031487358 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2050-05-15 2139.09 USD 0 USD 45335000 EUR -18876122.96 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 45335000 NC 12236765.04 0.493407410062 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2040-05-15 1618.95 USD 0 USD 45335000 EUR 12235146.09 N N N LCH Limited F226TOH6YD6XJB17KS62 99GL249I1 25667000 NC 749825.14 0.030234239124 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-07-15 0 USD 0 USD 25667000 EUR 749825.14 N N N LCH Limited F226TOH6YD6XJB17KS62 99GL249J9 25667000 NC 537543.16 0.021674664628 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2037-07-15 0 USD 0 USD 25667000 EUR -537543.16 N N N LCH Limited F226TOH6YD6XJB17KS62 99HF679S0 31146000 NC 1719351.95 0.069327227405 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2028-02-15 728.46 USD 0 USD 31146000 GBP -1720080.41 N N N LCH Limited F226TOH6YD6XJB17KS62 99HH259R6 40490000 NC 1995121.18 0.080446717001 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2028-03-15 936.74 USD 0 USD 40490000 GBP -1996057.92 N N N LCH Limited F226TOH6YD6XJB17KS62 99HI779R5 14535000 NC 754001.67 0.030402643996 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2028-03-15 338.62 USD 0 USD 14535000 GBP -754340.29 N N N LCH Limited F226TOH6YD6XJB17KS62 99HK149O0 58136000 NC 3491277.14 0.140774298258 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2028-03-15 1369.24 USD 0 USD 58136000 GBP -3492646.38 N N N LCH Limited F226TOH6YD6XJB17KS62 99IA889A5 38013000 NC 339049.16 0.013671045196 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2023-09-15 445 USD 0 USD 38013000 EUR 338604.16 N N N LCH Limited F226TOH6YD6XJB17KS62 99IA889C1 38013000 NC 348295.96 0.014043892074 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2023-09-15 442.8 USD 0 USD 38013000 EUR 347853.16 N N N LCH Limited F226TOH6YD6XJB17KS62 99IA889P2 38013000 NC 336407.22 0.013564517632 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2023-09-15 447.67 USD 0 USD 38013000 EUR 335959.55 N N N LCH Limited F226TOH6YD6XJB17KS62 99IB269Y1 38013000 NC 333324.95 0.013440235205 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2023-09-15 447.08 USD 0 USD 38013000 EUR 332877.87 N N N LCH Limited F226TOH6YD6XJB17KS62 99IK699O3 51907000 NC 659529.41 0.026593360008 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2028-12-15 1109.23 USD 0 USD 51907000 GBP -660638.64 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 73607000 NC 2575654.52 0.103854819617 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-11-15 961.25 USD 0 USD 73607000 GBP -2576615.77 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 369620000 NC USD 321569.4 0.012966231213 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-09-14 0 USD 1365.05 USD 369620000 USD 322934.45 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 38563000 NC USD 637060.76 0.025687385401 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-09-23 511.35 USD 0 USD 38563000 USD 626037.82 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 16447000 NC USD 210192.66 0.008475329521 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-09-27 218.09 USD 0 USD 16447000 USD 207666.05 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 288047300 NC USD 322612.98 0.013008310153 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-10-05 2719.17 USD 0 USD 288047300 USD 319893.81 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 44069000 NC USD 111053.88 0.004477883422 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2051-09-30 1502.75 USD 0 USD 44069000 USD -114645.02 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 4745000 NC USD 1660.75 0.000066964296 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2051-09-30 161.8 USD 0 USD 4745000 USD -2046.23 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 92460000 NC USD 68420.4 0.002758828191 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2051-09-30 3152.89 USD 0 USD 92460000 USD -67226.39 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2984000 NC USD 6803.52 0.000274329626 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2051-09-30 101.75 USD 0 USD 2984000 USD 6843.1 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 135843400 NC USD 724045.32 0.029194752448 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-10-07 1801.28 USD 0 USD 135843400 USD -725846.6 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 39950000 NC USD 41148.5 0.001659178283 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-10-01 529.74 USD 0 USD 39950000 USD -41678.24 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 65847350 NC USD 387182.42 0.015611861015 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-05-17 873.13 USD 0 USD 65847350 USD 761622.26 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 16158000 NC 50160.54 0.002022559234 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-06-14 277.04 USD 0 USD 16158000 EUR -90152.28 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 65846900 NC USD 813867.68 0.032816544471 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-05-21 873.13 USD 0 USD 65846900 USD 1194578.71 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 44146200 NC USD 412325.51 0.016625673642 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-05-27 585.38 USD 0 USD 44146200 USD -652718.87 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 146494600 NC USD 1038646.71 0.041880021515 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-06-04 1382.91 USD 0 USD 146494600 USD -643285.62 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 22692300 NC USD 222384.54 0.008966927089 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-09-01 321.32 USD 0 USD 22692300 USD -251262.61 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 15074500 NC USD 143057 0.005768304256 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-09-07 213.46 USD 0 USD 15074500 USD -158465.55 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 20245600 NC USD 229382.65 0.009249102919 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-09-07 286.67 USD 0 USD 20245600 USD -250340.08 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 65847350 NC USD 268657.19 0.010832719912 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-06-16 873.13 USD 0 USD 65847350 USD 563767.9 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 62085000 NC USD 88781.55 0.003579824774 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2023-06-10 234.06 USD 0 USD 62085000 USD -50806.17 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 42838500 NC USD 193201.64 0.007790222375 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-06-14 568.03 USD 0 USD 42838500 USD -9579.29 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 33823000 NC USD 162350.4 0.006546247323 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-06-11 448.49 USD 0 USD 33823000 USD 12840.51 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 15809000 NC 147780.71 0.005958772367 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-07-15 271.31 USD 0 USD 15809000 EUR 124149.66 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 65846900 NC USD 396398.34 0.015983462758 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-06-23 873.13 USD 0 USD 65846900 USD -139237.66 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 20689000 NC USD 9723.83 0.000392081548 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-06-21 274.33 USD 0 USD 20689000 USD -96639.79 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 75895200 NC USD 320277.74 0.012914149261 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-06-29 1006.37 USD 0 USD 75895200 USD -36726.65 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 73643300 NC USD 309301.86 0.012471582904 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-06-28 695.19 USD 0 USD 73643300 USD 131919.52 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 10882700 NC USD 54413.5 0.002194045895 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-07-06 144.31 USD 0 USD 10882700 USD -20591.86 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 133826500 NC USD 392111.64 0.015810615642 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-07-06 1263.33 USD 0 USD 133826500 USD 131152.64 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 45303200 NC USD 252338.82 0.010174735171 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-07-09 600.72 USD 0 USD 45303200 USD -115685.84 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 53435100 NC USD 287480.84 0.011591721852 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-07-15 708.55 USD 0 USD 53435100 USD -138093.37 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 51175000 NC USD 1061369.5 0.042796243484 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-07-27 678.58 USD 0 USD 51175000 USD -956096.04 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 294173500 NC USD 3265325.85 0.131663553675 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-08-04 2776.99 USD 0 USD 294173500 USD -2951339.27 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 50147000 NC USD 2375463.39 0.095782768985 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2051-07-29 1710.01 USD 0 USD 50147000 USD -2250269.2 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 690000 NC USD 13724.1 0.000553379313 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2030-08-02 9.15 USD 0 USD 690000 USD 12473.72 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 85140000 NC USD 3522241.8 0.142022846599 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2051-08-03 2903.27 USD 0 USD 85140000 USD 3308701.68 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 28097000 NC USD 1598157.36 0.064440453117 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2051-08-11 958.11 USD 0 USD 28097000 USD 1540177.75 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 59063000 NC USD 1174763.07 0.047368467231 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-08-10 783.18 USD 0 USD 59063000 USD -1076878.47 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 64671400 NC USD 1356159.26 0.05468267356 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-08-18 857.54 USD 0 USD 64671400 USD -1266437.32 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 25560700 NC USD 561312.97 0.022633104244 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-08-20 338.93 USD 0 USD 25560700 USD 527324.06 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 21445600 NC USD 617204.37 0.024886741609 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2033-08-23 303.67 USD 0 USD 21445600 USD 616900.7 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 190507500 NC USD 1655510.18 0.06675301745 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-09-02 1798.39 USD 0 USD 190507500 USD 1538096.33 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 119942800 NC USD 1003921.24 0.040479830847 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-09-01 1132.26 USD 0 USD 119942800 USD 926913.17 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 20893000 NC USD 433529.75 0.017480665064 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2033-09-01 295.85 USD 0 USD 20893000 USD 433233.9 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 33770000 NC USD 633525.2 0.025544825542 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-10-01 478.18 USD 0 USD 33770000 USD 633047.02 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 4425000 NC USD 40842.75 0.001646849918 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-12-15 0 USD 47672.16 USD 4425000 USD 6829.41 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1610331000 NC USD 14863355.13 0.599316039456 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-12-15 17363014.91 USD 0 USD 1610331000 USD -2499659.78 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 4495590000 NC USD 7642503 0.308158863825 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2023-12-15 0 USD 7987239.17 USD 4495590000 USD 344736.17 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 7552000 NC USD 12838.4 0.000517666366 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2023-12-15 13549.13 USD 0 USD 7552000 USD -710.73 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 30428000 NC USD 641422.24 0.025863247775 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-12-15 0 USD 738379.5 USD 30428000 USD 96957.26 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 335005000 NC USD 7061905.4 0.284748170135 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-12-15 8138406.76 USD 0 USD 335005000 USD -1076501.36 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 272369000 NC USD 12561658.28 0.506507664219 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2051-12-15 0 USD 12091054.57 USD 272369000 USD -470603.71 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 47259900 NC USD 724021.67 0.029193798839 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-09-13 626.67 USD 0 USD 47259900 USD 693813.38 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 3434000 NC 127519.34 0.005141799085 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-12-15 16024.6 USD 0 USD 3434000 GBP 111494.74 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 70068000 NC 1388703.51 0.055994913686 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-12-15 0 USD 350406.42 USD 70068000 EUR -1038297.09 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 4364200 NC USD 70569.11 0.002845467873 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-09-14 57.87 USD 0 USD 4364200 USD -68068.93 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 37208000 NC 660144.15 0.026618147382 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-12-15 0 USD 131470.41 USD 37208000 NZD -528673.74 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 71525000 NC 1502146.42 0.060569126906 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-12-15 0 USD 265165.28 USD 71525000 AUD -1236981.14 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 216157000 NC 673823.96 0.027169740847 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-12-15 108390.69 USD 0 USD 216157000 SEK 565433.27 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 3168200 NC 147859.65 0.005961955363 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-09-14 127.49 USD 0 USD 3168200 EUR -147987.14 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 155262000 NC 467291.24 0.0188419864 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-12-15 51124.99 USD 0 USD 155262000 NOK 416166.25 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 56450000 NC 1293812.96 0.052168763526 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-12-15 0 USD 251667.42 USD 56450000 CAD -1042145.54 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 60196000 NC USD 1251474.84 0.050461617719 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-12-15 381664.28 USD 0 USD 60196000 USD 869810.56 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 14881000 NC USD 273215.16 0.011016505101 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-09-15 210.72 USD 0 USD 14881000 USD -273425.88 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 28306000 NC USD 547721.1 0.022085056672 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-09-17 375.34 USD 0 USD 28306000 USD 534092.27 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 17778000 NC 217277.13 0.008760987535 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-12-15 0 USD 215978.8 USD 17778000 CHF -1298.33 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 118554100 NC USD 501483.84 0.020220690834 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-12-21 1119.15 USD 0 USD 118554100 USD 500364.69 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 62400000 NC USD 944736 0.038093380189 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2028-12-15 0 USD 464172.58 USD 62400000 USD -480563.42 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1020000 NC 14579.92 0.000587887448 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2051-12-15 0 USD 16641.55 USD 1020000 EUR 31221.47 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1080000 NC 11146.57 0.000449448871 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-12-15 0 USD 1401.97 USD 1080000 EUR 12548.54 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2200000 NC 2471.92 0.000099672065 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2023-12-15 1437.09 USD 0 USD 2200000 EUR 1034.83 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 3110000 NC 7493.13 0.000302135888 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-12-15 0 USD 5886.36 USD 3110000 EUR 13379.49 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 4210000 NC USD 316928.8 0.012779114241 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2037-06-21 82.35 USD 0 USD 4210000 USD -317011.15 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 3367800 NC USD 255279.24 0.010293297962 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2040-06-20 65.88 USD 0 USD 3367800 USD -255345.12 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 10527400 NC 646303.93 0.026060085911 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2040-06-24 229.59 USD 0 USD 10527400 EUR 646074.34 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2798500 NC USD 226090.82 0.009116370672 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2037-06-28 54.74 USD 0 USD 2798500 USD -226145.56 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 870300 NC USD 67848.59 0.002735771828 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2040-07-03 17.02 USD 0 USD 870300 USD -67865.61 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 483400 NC 48776.09 0.001966735829 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2045-07-02 10.77 USD 0 USD 483400 AUD 48765.32 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 136634000 NC USD 2762739.48 0.111398406936 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2025-07-14 1105.37 USD 0 USD 136634000 USD -2716013.54 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 63061700 NC USD 4312789.66 0.173899095825 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2030-07-15 836.2 USD 0 USD 63061700 USD -4244990.46 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 82957300 NC USD 1792707.25 0.072285039251 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2025-08-31 784.78 USD 0 USD 82957300 USD 1779228.27 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 97220500 NC USD 2157322.9 0.086986969291 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2025-08-12 786.51 USD 0 USD 97220500 USD -2138029.32 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 29521800 NC USD 4930731.04 0.198815554945 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-09-02 0 USD 2322532.62 USD 29521800 USD -2608198.42 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 124284600 NC USD 2721832.74 0.109748976831 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2025-10-13 1173.25 USD 0 USD 124284600 USD 2556667.34 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 266026000 NC USD 125032.22 0.005041514129 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2022-09-16 1002.92 USD 0 USD 266026000 USD 134670.34 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 131379000 NC USD 2531673.33 0.102081422402 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2025-10-13 1062.86 USD 0 USD 131379000 USD 2316792.61 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 102347000 NC USD 2141099.24 0.08633280342 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2025-10-16 1540846.63 USD 0 USD 102347000 USD 511157.44 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 64963000 NC USD 4064734.91 0.163897101724 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2030-10-16 321602.91 USD 0 USD 64963000 USD 3543313.27 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 100216000 NC USD 15772996.24 0.635994333327 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2050-10-16 270042.7 USD 0 USD 100216000 USD 14997228.14 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 39009500 NC USD 1888059.8 0.076129818045 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2030-12-07 0 USD 0 USD 39009500 USD -1775933.49 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 31987900 NC USD 1719349.62 0.069327133456 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2030-12-07 0 USD 0 USD 31987900 USD 1633584.73 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 131379000 NC USD 2359566.84 0.095141792752 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2025-11-16 1062.86 USD 0 USD 131379000 USD 2149116.88 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 13173000 NC USD 1631344.32 0.065778608416 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2050-12-17 449.2 USD 0 USD 13173000 USD 1581847.65 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 15952000 NC 970834.08 0.039145699656 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2040-01-16 369.32 USD 0 USD 15952000 EUR 970464.76 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 5045400 NC 307120.02 0.012383607363 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2040-03-28 116.81 USD 0 USD 5045400 EUR 307003.21 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 225637100 NC USD 15690803.93 0.632680198041 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2033-12-02 4309.67 USD 0 USD 225637100 USD -14956084.84 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 207823500 NC USD 638018.14 0.025725988609 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2023-12-02 1307.21 USD 0 USD 207823500 USD 450646.95 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 134328800 NC USD 2790009.18 0.112497968136 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2025-12-16 1086.72 USD 0 USD 134328800 USD -2630013.28 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 28019700 NC USD 1328974.37 0.053586532045 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-06-22 396.76 USD 0 USD 28019700 USD -1253002.6 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 3456000 NC USD 261480.96 0.010543361978 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2051-01-08 117.85 USD 0 USD 3456000 USD -250675.72 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 3456000 NC USD 231171.84 0.009321246137 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2051-01-08 117.85 USD 0 USD 3456000 USD -220071.78 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 126427300 NC USD 2031686.71 0.081921102053 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-01-13 1022.8 USD 0 USD 126427300 USD 1912993.1 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 14899000 NC USD 650788.32 0.026240904228 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2051-01-14 508.05 USD 0 USD 14899000 USD -603251.04 N N N LCH Limited F226TOH6YD6XJB17KS62 99KV819B9 24495100 NC USD 753714.23 0.030391053921 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-04-15 346.85 USD 0 USD 24495100 USD 628475.12 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 23705300 NC USD 778482.05 0.031389735017 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-07-15 335.67 USD 0 USD 23705300 USD 726322.73 N N N LCH Limited F226TOH6YD6XJB17KS62 99KV819G8 65847500 NC USD 230466.25 0.009292795534 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-04-15 0 USD 196669.36 USD 65847500 USD 393026.35 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 28800000 NC USD 1066464 0.043001662485 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-01-27 381.89 USD 0 USD 28800000 USD 1017846.97 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 214844400 NC USD 1246097.52 0.050244794929 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2025-01-31 1196.69 USD 0 USD 214844400 USD 1244900.83 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 79235000 NC USD 1861230.15 0.075048000418 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-02-09 1050.66 USD 0 USD 79235000 USD -1736017.95 N N N LCH Limited F226TOH6YD6XJB17KS62 99KX539W8 131694700 NC USD 2129503.3 0.085865235177 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-03-09 300670.8 USD 0 USD 131694700 USD 1789912.33 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 26602200 NC USD 425901.22 0.017173069616 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-02-10 215.21 USD 0 USD 26602200 USD 408610.17 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 21755800 NC USD 551509.53 0.022237812684 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-02-16 288.48 USD 0 USD 21755800 USD 521728.94 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 38258000 NC USD 405152.22 0.016336434253 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-02-18 507.3 USD 0 USD 38258000 USD -348556.26 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 46215000 NC USD 541177.65 0.021821213515 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-02-22 612.81 USD 0 USD 46215000 USD 480478.98 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 47906000 NC USD 305161.22 0.012304625178 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-02-24 635.24 USD 0 USD 47906000 USD 240830.88 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 9221000 NC USD 18257.58 0.000736177023 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-03-02 122.27 USD 0 USD 9221000 USD -28773.08 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 99000000 NC USD 314820 0.012694083798 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-03-05 1312.74 USD 0 USD 99000000 USD 407022.66 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 24600000 NC 421316.46 0.016988204208 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-04-06 270.55 USD 0 USD 24600000 AUD 581970.15 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 65846900 NC USD 154081.75 0.006212841135 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-03-15 873.13 USD 0 USD 65846900 USD -196189.68 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 15707600 NC USD 493532.79 0.019900090825 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2034-03-20 236.56 USD 0 USD 15707600 USD -493769.35 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 44272800 NC USD 71279.21 0.002874100327 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-04-01 417.93 USD 0 USD 44272800 USD -121659.04 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 131694700 NC USD 347674.01 0.014018813981 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-04-15 1243.2 USD 0 USD 131694700 USD -947513 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 69327900 NC USD 1452419.5 0.058564051976 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-04-15 919.29 USD 0 USD 69327900 USD 1986876.95 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 25998100 NC USD 1856784.3 0.074868736101 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2051-04-15 886.54 USD 0 USD 25998100 USD -2105551.07 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 65846900 NC USD 1184585.73 0.047764533774 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-04-21 873.13 USD 0 USD 65846900 USD -1665874.19 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 500000 NC USD 29385 0.001184853734 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2051-04-15 17.05 USD 0 USD 500000 USD -34047.13 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1150000 NC USD 41894.5 0.001689258286 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2041-04-15 34.04 USD 0 USD 1150000 USD -52278.16 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 17295900 NC 146854.39 0.005921421551 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2051-05-21 704.5 USD 0 USD 17295900 EUR 223557.03 N N N LCH Limited F226TOH6YD6XJB17KS62 99MD509M8 9933800 NC 189127.25 0.007625935963 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-05-19 196.74 USD 0 USD 9933800 GBP -153390.86 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 73247300 NC USD 563271.74 0.022712085219 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-05-05 971.26 USD 0 USD 73247300 USD 1020843.51 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2144000 NC USD 7782.72 0.000313812654 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-05-10 28.43 USD 0 USD 2144000 USD -20408.44 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 7235600 NC 2165575.09 0.087319711783 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2058-11-29 277.4 USD 0 USD 7235600 EUR -2165852.49 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 732682200 NC 399010.47 0.016088788331 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2043-08-29 213.44 USD 0 USD 732682200 JPY -399223.91 N N N LCH Limited F226TOH6YD6XJB17KS62 99IO549C3 83940300 NC USD 9622915.99 0.388012521311 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-03-02 16116608.55 USD 0 USD 83940300 USD -6314309.27 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 9840300 NC 2668847.48 0.107612520029 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2050-02-19 380.97 USD 0 USD 9840300 EUR 2773791.64 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 77357200 NC USD 3519752.6 0.141922477775 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2023-12-02 15655.22 USD 0 USD 77357200 USD 4145119.38 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 10864000 NC 2653025.16 0.106974536877 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2050-03-11 414.88 USD 0 USD 10864000 EUR -2747896.16 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 11002000 NC 2493651.1 0.100548300701 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2050-03-12 420.27 USD 0 USD 11002000 EUR -2585243.17 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 13678600 NC 2677263.13 0.107951853509 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2050-03-26 528.36 USD 0 USD 13678600 EUR -2771956.83 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 22405400 NC USD 4400420.56 0.177432524413 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2053-11-29 764.03 USD 0 USD 22405400 USD -4401184.59 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 13443000 NC 3409734.94 0.137486376525 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2058-11-29 509.35 USD 0 USD 13443000 EUR 3409225.59 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 14233000 NC 2492803.49 0.100514123608 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2050-02-19 540.97 USD 0 USD 14233000 EUR -2613955.02 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 10466600 NC 1741731.84 0.070229623057 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2054-06-07 400.78 USD 0 USD 10466600 EUR -1742132.62 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 10843800 NC USD 374544.85 0.015102292459 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2039-11-20 241.38 USD 0 USD 10843800 USD 374303.47 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 45032800 NC USD 2770417.86 0.111708012422 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2030-12-07 637.67 USD 0 USD 45032800 USD -3079034.84 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 9550400 NC 1225969.06 0.049433180807 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2050-02-19 367.42 USD 0 USD 9550400 EUR -1296901.67 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 8829000 NC 843733.45 0.034020783678 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2050-02-21 336.2 USD 0 USD 8829000 EUR -901286.1 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 23564200 NC USD 444185.17 0.017910309923 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-06-05 264.86 USD 0 USD 23564200 USD 443920.31 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1970500 NC USD 202468.88 0.008163893429 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-06-22 67.2 USD 0 USD 1970500 USD -202536.08 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 7702200 NC USD 680643.41 0.027444712798 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-07-05 262.65 USD 0 USD 7702200 USD -680906.06 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 36072000 NC USD 1745524.08 0.070382532695 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-01-22 510.78 USD 0 USD 36072000 USD -1876895.31 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 14737600 NC USD 115100.66 0.004641056551 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-08-08 502.55 USD 0 USD 14737600 USD -115603.21 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 22091800 NC 456782.15 0.018418241819 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2054-08-08 840.13 USD 0 USD 22091800 EUR 455942.02 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 12792500 NC 1449960.12 0.058464885545 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2054-06-06 482.62 USD 0 USD 12792500 EUR -1450442.74 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 20383200 NC 1717219.28 0.069241234483 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2050-02-19 765.66 USD 0 USD 20383200 EUR 1666407.59 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 13211500 NC USD 835231.03 0.033677951482 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-09-12 450.51 USD 0 USD 13211500 USD 834780.52 N N N LCH Limited F226TOH6YD6XJB17KS62 99JK209T4 536553400 NC USD 268276.7 0.010817377901 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2021-10-15 1503647.98 USD 0 USD 536553400 USD 1873923.78 N N N LCH Limited F226TOH6YD6XJB17KS62 99JK779W7 558015100 NC USD 446412.08 0.018000102764 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2021-10-21 1488675.24 USD 0 USD 558015100 USD 2534210.62 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 70039500 NC 2139404.82 0.086264481492 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2050-02-19 2643.05 USD 0 USD 70039500 EUR 2495280.74 N N N LCH Limited F226TOH6YD6XJB17KS62 99JS409D0 2460200 NC USD 31982.6 0.001289593433 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2055-01-16 83.89 USD 0 USD 2460200 USD -32066.49 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 953900 NC USD 343.4 0.000013846479 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2055-01-24 32.53 USD 0 USD 953900 USD 310.87 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1119500 NC 45031.82 0.001815760424 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-01-30 11.35 USD 0 USD 1119500 AUD 45020.47 N N N LCH Limited F226TOH6YD6XJB17KS62 99JV989R0 1690202100 NC 138502.57 0.005584661806 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-02-25 133284.1 USD 0 USD 1690202100 JPY 4103.56 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 8796100 NC 1198221.98 0.048314370824 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2054-03-04 328.53 USD 0 USD 8796100 EUR 1197893.45 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 3797800 NC USD 538566.02 0.021715908102 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-03-04 129.5 USD 0 USD 3797800 USD 538436.52 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 3719600 NC 205338.52 0.008279602248 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-03-05 36.96 USD 0 USD 3719600 AUD 205301.56 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 929267100 NC 401615.07 0.016193810283 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2043-08-29 279.76 USD 0 USD 929267100 JPY 401335.31 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1089717400 NC USD 207046.31 0.008348463278 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2021-10-15 4108.24 USD 0 USD 1089717400 USD -2782520.13 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 41830000 NC USD 5256776.1 0.211962252466 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2047-01-27 1426.4 USD 0 USD 41830000 USD -5258202.5 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 3533000 NC USD 407920.18 0.016448043161 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2050-03-07 120.48 USD 0 USD 3533000 USD 407799.7 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 6437300 NC USD 1520232.77 0.061298399641 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-03-10 219.52 USD 0 USD 6437300 USD 1520013.25 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 8859800 NC USD 2422712.31 0.097687926694 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-03-11 302.12 USD 0 USD 8859800 USD 2422410.19 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 4363500 NC 1116479.72 0.045018382328 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2054-03-13 168.31 USD 0 USD 4363500 EUR 1116311.41 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 10073100 NC USD 564395.79 0.022757408848 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-03-17 142.63 USD 0 USD 10073100 USD -564538.42 N N N LCH Limited F226TOH6YD6XJB17KS62 99JZ569P3 83940300 NC USD 9529742.26 0.384255596286 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-02-18 11193628.71 USD 0 USD 83940300 USD -1406114.46 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 4902600 NC USD 218704.99 0.008818561305 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-03-24 59.52 USD 0 USD 4902600 USD -218764.51 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2774900 NC USD 264198.23 0.010652926977 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-03-24 41.79 USD 0 USD 2774900 USD -264240.02 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1399700 NC 83928.07 0.003384124114 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-03-25 12.09 USD 0 USD 1399700 AUD 83915.98 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2018200 NC 123859.41 0.004994224413 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2040-03-28 23.8 USD 0 USD 2018200 AUD 123835.61 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 7680600 NC 594582.02 0.023974569553 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2040-04-01 92.18 USD 0 USD 7680600 AUD 594489.84 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 19129800 NC USD 1538035.92 0.062016253265 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-04-25 270.88 USD 0 USD 19129800 USD 1537765.04 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 23312400 NC 1530852.14 0.061726590902 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2040-05-13 494.28 USD 0 USD 23312400 EUR -1531346.42 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 856000 NC USD 39547.2 0.001594611113 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 0 USD 50445.13 USD 856000 USD 11325.93 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2078000 NC USD 96003.6 0.00387103025 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 0 USD 122459.07 USD 2078000 USD 27494.47 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 97000 NC USD 4830.6 0.000194778099 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 5978.14 USD 0 USD 97000 USD -1196.04 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 92000 NC USD 8050 0.000324589844 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2059-11-17 10452.64 USD 0 USD 92000 USD -2448.64 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 76000 NC USD 2606.8 0.000105110659 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 3214.45 USD 76000 USD 645.65 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 112000 NC USD 4972.8 0.000200511848 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2054-11-18 6354.85 USD 0 USD 112000 USD -1438.05 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 46000 NC USD 2125.2 0.000085691719 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 2760.3 USD 0 USD 46000 USD -658.1 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 863000 NC USD 75512.5 0.003044793859 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 0 USD 94146.99 USD 863000 USD 19065.99 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 6665000 NC USD 1896192.5 0.076457742495 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 1816212.5 USD 0 USD 6665000 USD 76647.5 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 164000 NC USD 5625.2 0.000226817738 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 0 USD 7374.67 USD 164000 USD 1831.47 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 29000 NC USD 2705.7 0.000109098477 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2061-08-17 3069.17 USD 0 USD 29000 USD -387.64 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 527000 NC USD 18076.1 0.000728859437 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 0 USD 15180.03 USD 527000 USD -2632.57 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1539500 NC USD 52804.85 0.00212918236 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 0 USD 44344.68 USD 1539500 USD -7690.42 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1196000 NC USD 279385.6 0.011265307854 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 304980 USD 0 USD 1196000 USD -26591.07 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1570000 NC USD 78186 0.003152593977 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 73522.55 USD 1570000 USD -3878.45 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 28000 NC USD 1293.6 0.000052160177 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 1154.37 USD 0 USD 28000 USD 125.23 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1961000 NC USD 254537.8 0.010263401826 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 280668.13 USD 0 USD 1961000 USD -27110.83 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1425000 NC USD 184965 0.007458106886 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 203953.13 USD 0 USD 1425000 USD -19700.63 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2941000 NC USD 135874.2 0.005478681408 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 0 USD 126272.73 USD 2941000 USD -8130.97 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 693000 NC USD 32016.6 0.001290964371 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 0 USD 28902.77 USD 693000 USD -2767.33 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 86000 NC USD 4282.8 0.000172689861 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 0 USD 3956.64 USD 86000 USD -283.16 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2184834.04 NC USD 772775.8 0.031159649204 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2057-10-17 793893.66 USD 0 USD 2184834.04 USD -22936.63 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2184834.04 NC USD 772775.8 0.031159649204 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2057-10-17 792529.58 USD 0 USD 2184834.04 USD -21572.55 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1067776.03 NC USD 377672.38 0.015228399847 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 387993.14 USD 0 USD 1067776.03 USD -11209.63 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 1198000 NC USD 55347.6 0.002231710414 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2061-08-17 0 USD 51072.6 USD 1198000 USD -3676 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 15000 NC USD 693 0.000027942952 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2061-08-17 586.09 USD 0 USD 15000 USD 99.41 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 10000 NC USD 343 0.00001383035 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 151.77 USD 10000 USD -186.23 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 5263000 NC USD 1229436.8 0.049573006047 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 1268916.39 USD 0 USD 5263000 USD -43865.43 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1255000 NC USD 293168 0.011821037923 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 294738.44 USD 0 USD 1255000 USD -2616.27 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 276000 NC USD 78522 0.003166142075 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 72622.5 USD 276000 USD -5761.5 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1306000 NC USD 371557 0.014981817209 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 346906.25 USD 1306000 USD -23997.75 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1968000 NC USD 559896 0.022575969577 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 520905 USD 1968000 USD -38007 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 72000 NC USD 20484 0.000825950106 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 19080 USD 72000 USD -1368 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 27000 NC USD 7681.5 0.00030973129 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 7129.69 USD 27000 USD -538.31 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 512000 NC USD 17561.6 0.000708113913 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 0 USD 19401.34 USD 512000 USD 2095.74 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 212000 NC USD 60314 0.002431964202 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 62407.5 USD 212000 USD 2199.5 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 106000 NC USD 30157 0.001215982101 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 30475 USD 106000 USD 371 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 106000 NC USD 30157 0.001215982101 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 30475 USD 106000 USD 371 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 684000 NC USD 194598 0.007846526011 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 187245 USD 684000 USD -7011 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 233000 NC USD 11603.4 0.000467869042 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 13626.78 USD 0 USD 233000 USD -2139.88 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1868000 NC USD 386862.8 0.015598973386 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2058-09-17 0 USD 381487.74 USD 1868000 USD -3818.39 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 803000 NC USD 39989.4 0.001612441378 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 40491.71 USD 0 USD 803000 USD -903.81 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1665000 NC USD 145687.5 0.00587437054 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 144190.98 USD 0 USD 1665000 USD 664.02 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 187000 NC USD 43683.2 0.001761381746 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2059-11-17 42308.75 USD 0 USD 187000 USD 1218.62 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 12000 NC USD 3414 0.000137658351 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2063-05-11 0 USD 3337.5 USD 12000 USD -70.5 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 803000 NC USD 39989.4 0.001612441378 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 40889.06 USD 0 USD 803000 USD -1301.16 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 803000 NC USD 27542.9 0.001110577093 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 26117.67 USD 803000 USD -1023.73 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 295000 NC USD 61094.5 0.002463435305 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2058-09-17 0 USD 60061.28 USD 295000 USD -787.39 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2082000 NC USD 270243.6 0.010896686692 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 264804.38 USD 0 USD 2082000 USD 4398.22 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2082000 NC USD 270243.6 0.010896686692 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 264153.76 USD 0 USD 2082000 USD 5048.84 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 90000 NC USD 25605 0.001032437633 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 25368.75 USD 90000 USD -191.25 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 45000 NC USD 12802.5 0.000516218817 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 12684.37 USD 45000 USD -95.63 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 45000 NC USD 12802.5 0.000516218817 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 12684.37 USD 45000 USD -95.63 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1705542.71 NC USD 603250.46 0.024324095961 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2057-10-17 600575.29 USD 0 USD 1705542.71 USD 1253.88 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 38000 NC USD 3325 0.000134069718 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2059-11-17 8311.45 USD 0 USD 38000 USD -5005.45 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 38000 NC USD 1755.6 0.000070788811 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2061-08-17 7408.25 USD 0 USD 38000 USD -5671.65 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 385000 NC USD 33687.5 0.001358337933 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 83477.13 USD 0 USD 385000 USD -49982.13 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 339000 NC USD 29662.5 0.001196043011 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 73306.59 USD 0 USD 339000 USD -43813.59 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 21000 NC USD 1959.3 0.000079002345 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 6851.25 USD 0 USD 21000 USD -4909.45 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 244000 NC USD 12151.2 0.000489957281 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2072-12-16 0 USD 23047.67 USD 244000 USD 11018.47 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 256000 NC USD 12748.8 0.00051405354 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2072-12-16 0 USD 24798.48 USD 256000 USD 12177.68 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1842000 NC USD 161175 0.006498853174 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 316708.08 USD 0 USD 1842000 USD -156454.08 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 113000 NC USD 5627.4 0.000226906445 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 10328.25 USD 113000 USD 4757.35 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 987000 NC USD 86362.5 0.003482284518 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 166386.48 USD 0 USD 987000 USD -80517.48 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 678000 NC USD 59325 0.002392086022 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2059-11-17 111816.54 USD 0 USD 678000 USD -52830.54 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 7000 NC USD 348.6 0.000014056151 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 643.03 USD 7000 USD 297.93 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 51000 NC USD 2539.8 0.000102409104 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 2833.79 USD 51000 USD 319.49 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 80000 NC USD 3984 0.000160641731 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2072-12-16 0 USD 4736.59 USD 80000 USD 792.59 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 32000 NC USD 1593.6 0.000064256693 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2072-12-16 0 USD 1892.28 USD 32000 USD 314.68 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 126290.01 NC USD 56805.25 0.002290485368 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 56166.25 USD 126290.01 USD -533.53 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 61000 NC USD 5337.5 0.000215217179 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 7308.83 USD 0 USD 61000 USD -2001.83 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 46135000 NC USD 13125407.5 0.529239002254 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2063-05-11 0 USD 12430981.76 USD 46135000 USD -671358.24 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1372801.37 NC USD 617486.05 0.024898099431 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 604310 USD 1372801.37 USD -12029.61 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 262220.49 NC USD 117946.78 0.004755817003 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 114240 USD 262220.49 USD -3487.8 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 770000 NC USD 26411 0.001064936939 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 23632.91 USD 770000 USD -2393.09 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 153000 NC USD 16003.8 0.000645300738 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 10136.25 USD 0 USD 153000 USD 5816.55 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 23000 NC USD 6543.5 0.000263845173 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 5649.37 USD 0 USD 23000 USD 882.63 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 93000 NC USD 4296.6 0.000173246301 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 6402.45 USD 0 USD 93000 USD -2152.35 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 105000 NC USD 3601.5 0.000145218674 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 3430.87 USD 105000 USD -118.13 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 9000 NC USD 308.7 0.000012447315 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 280.43 USD 9000 USD -23.77 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 5375000 NC USD 697675 0.028131455796 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 836164.56 USD 0 USD 5375000 USD -141177.06 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2717000 NC USD 352666.6 0.014220123795 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 426067.71 USD 0 USD 2717000 USD -74759.61 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3147000 NC USD 139726.8 0.005634024866 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 0 USD 197117.95 USD 3147000 USD 58964.65 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3147000 NC USD 408480.6 0.016470640259 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 492514.94 USD 0 USD 3147000 USD -85607.84 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 16000 NC USD 2076.8 0.000083740147 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2057-10-17 2509.04 USD 0 USD 16000 USD -440.24 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 962000 NC USD 124867.6 0.005034876367 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 149052.76 USD 0 USD 962000 USD -24666.16 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1000 NC USD 129.8 0.000005233759 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 154.94 USD 0 USD 1000 USD -25.64 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1000 NC USD 129.8 0.000005233759 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2057-10-17 154.32 USD 0 USD 1000 USD -25.02 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 87000 NC USD 2984.1 0.000120324044 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 0 USD 3996.14 USD 87000 USD 1055.54 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 43000 NC USD 1474.9 0.000059470504 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 0 USD 1910.94 USD 43000 USD 457.54 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 99000 NC USD 12850.2 0.000518142163 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 15431.92 USD 0 USD 99000 USD -2631.22 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 31000 NC USD 7241.6 0.000291993765 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2059-11-17 9338.75 USD 0 USD 31000 USD -2122.98 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1178000 NC USD 40405.4 0.001629215213 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 53704.16 USD 1178000 USD 13887.76 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 7643000 NC USD 726849.3 0.029307813744 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 732616.22 USD 7643000 USD 12136.09 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2338000 NC USD 204575 0.008248815809 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 288475.24 USD 0 USD 2338000 USD -85069.24 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2266000 NC USD 215496.6 0.008689193503 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 218028.27 USD 2266000 USD 4420 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3171000 NC USD 411595.8 0.01659625048 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 503207.58 USD 0 USD 3171000 USD -93197.28 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3171000 NC USD 411595.8 0.01659625048 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 501225.7 USD 0 USD 3171000 USD -91215.4 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3770000 NC USD 358527 0.014456425201 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 352985.78 USD 3770000 USD -2399.55 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1269000 NC USD 111037.5 0.004477222952 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 160942.03 USD 0 USD 1269000 USD -50539.03 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 20000 NC USD 1750 0.000070563009 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 2536.52 USD 0 USD 20000 USD -796.52 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2912000 NC USD 276931.2 0.011166342225 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 268977.05 USD 2912000 USD -5527.48 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 724000 NC USD 63350 0.002554380944 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 92293.11 USD 0 USD 724000 USD -29305.11 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 10000 NC USD 875 0.000035281505 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 1274.76 USD 0 USD 10000 USD -404.76 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 126000 NC USD 11982.6 0.000483159039 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 12596.78 USD 126000 USD 719.18 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 114000 NC USD 3910.2 0.000157665988 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 5700.45 USD 114000 USD 1847.25 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 221000 NC USD 21017.1 0.000847445615 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 20856.55 USD 221000 USD 23.62 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 39000 NC USD 1942.2 0.000078312844 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 2955.34 USD 0 USD 39000 USD -1032.64 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 4250000 NC USD 1209125 0.048753999341 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 1151484.38 USD 0 USD 4250000 USD 55515.62 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 609000 NC USD 57915.9 0.002335268686 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 58563.47 USD 609000 USD 1155.07 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1338000 NC USD 117075 0.004720665334 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 163689.96 USD 0 USD 1338000 USD -47283.96 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1338000 NC USD 127243.8 0.005130688838 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 121918.1 USD 1338000 USD -4210.7 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 235000 NC USD 22348.5 0.000901129953 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 21553.59 USD 235000 USD -599.07 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 551000 NC USD 52400.1 0.002112862145 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 50236.42 USD 551000 USD -1704.51 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 194000 NC USD 18449.4 0.000743911535 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 18043.76 USD 194000 USD -243.97 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 771000 NC USD 73322.1 0.002956473165 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 70788.31 USD 771000 USD -1891.29 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2078000 NC USD 269724.4 0.010875751655 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 324687.5 USD 0 USD 2078000 USD -56002.1 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 856000 NC USD 111108.8 0.00448009789 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 133750 USD 0 USD 856000 USD -23069.2 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 14000 NC USD 3983 0.00016060141 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 1061.15 USD 14000 USD -2914.85 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 64000 NC USD 18208 0.000734177872 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 5130.34 USD 64000 USD -13045.66 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 21000 NC USD 5974.5 0.000240902114 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 1683.39 USD 21000 USD -4280.61 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 25000 NC USD 7112.5 0.000286788231 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 1998.55 USD 25000 USD -5101.45 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 30000 NC USD 8535 0.000344145878 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 2505.95 USD 30000 USD -6014.05 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 130000 NC USD 36985 0.001491298804 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 10927.3 USD 130000 USD -25992.7 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 59000 NC USD 16785.5 0.000676820226 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 5221.29 USD 59000 USD -11534.71 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 74000 NC USD 21053 0.000848893165 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 9847.64 USD 74000 USD -11168.36 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 11000 NC USD 3129.5 0.000126186822 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 1472.87 USD 11000 USD -1651.13 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 364000 NC USD 38074.4 0.001535225285 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 28210 USD 364000 USD -9743.07 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 9000 NC USD 941.4 0.000037958867 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 1068.75 USD 9000 USD 130.35 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 28000 NC USD 2928.8 0.000118094253 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 0 USD 3762.5 USD 28000 USD 843.03 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 18600000 NC USD 3361020 0.13552210637 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2047-01-17 4366588.69 USD 0 USD 18600000 USD -1014868.69 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 167985000 NC USD 47791732.5 1.92704484217 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 0 USD 53705199.47 USD 167985000 USD 5997459.47 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 148000 NC USD 13808.4 0.000556778434 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2061-08-17 81284.02 USD 0 USD 148000 USD -67598.95 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 17796000 NC USD 5999031.6 0.241891270688 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2047-01-17 8713905.03 USD 0 USD 17796000 USD -2729703.43 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 4587000 NC USD 949967.7 0.03830433133 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2058-09-17 2266912.65 USD 0 USD 4587000 USD -1320767.45 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 80015.81 NC USD 35991.11 0.001451223449 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 42728.31 USD 0 USD 80015.81 USD -6804.02 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1553000 NC USD 130762.6 0.005272572906 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 0 USD 877445 USD 1553000 USD 747976.57 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 286000 NC USD 29915.6 0.001206248438 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 40040 USD 286000 USD 10219.73 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 54000 NC USD 5648.4 0.000227753202 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 7492.5 USD 54000 USD 1862.1 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 450000 NC USD 39375 0.001587667714 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2059-11-17 126769.31 USD 0 USD 450000 USD -87619.31 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 818000 NC USD 37791.6 0.001523822302 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 273331.44 USD 0 USD 818000 USD -235948.84 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 331000 NC USD 28962.5 0.001167817807 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2059-11-17 98612.76 USD 0 USD 331000 USD -69815.76 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1835000 NC USD 522057.5 0.021050256186 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 633075 USD 1835000 USD 111935 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 560000 NC USD 24864 0.001002559239 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 182976.74 USD 0 USD 560000 USD -158392.74 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 18000 NC USD 1882.8 0.000075917734 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 2722.5 USD 18000 USD 845.7 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 10000 NC USD 444 0.000017902844 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 3200.71 USD 0 USD 10000 USD -2761.71 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 11000 NC USD 1150.6 0.000046394171 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 1842.5 USD 11000 USD 695.57 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1449000 NC USD 66943.8 0.002699289139 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 503662.53 USD 0 USD 1449000 USD -437443.23 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 33000 NC USD 1524.6 0.000061474494 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 11273.71 USD 0 USD 33000 USD -9765.61 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 102000 NC USD 10669.2 0.000430200492 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 16957.5 USD 102000 USD 6322.3 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 27000 NC USD 1247.4 0.000050297313 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2061-08-17 9118.4 USD 0 USD 27000 USD -7884.5 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 200000 NC USD 8880 0.000358056871 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2054-11-18 62772.39 USD 0 USD 200000 USD -53992.39 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 353000 NC USD 16308.6 0.000657590798 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2061-08-17 123279.1 USD 0 USD 353000 USD -107147 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 91000 NC USD 4204.2 0.000169520574 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 31987.18 USD 0 USD 91000 USD -27828.48 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1636000 NC USD 75583.2 0.003047644605 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 546451.43 USD 0 USD 1636000 USD -471686.23 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 189000 NC USD 8731.8 0.000352081192 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 58424.8 USD 0 USD 189000 USD -49787.5 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 119000 NC USD 12447.4 0.000501900574 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 21048.12 USD 119000 USD 8640.39 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 59000 NC USD 6171.4 0.000248841461 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 9145 USD 59000 USD 2993.27 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 507000 NC USD 39191.1 0.00158025255 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2058-09-17 119951.57 USD 0 USD 507000 USD -81013.97 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 110000 NC USD 11506 0.000463941707 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 13131.25 USD 110000 USD 1661.92 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 121000 NC USD 12656.6 0.000510335878 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 14217.5 USD 121000 USD 1601.23 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 182000 NC USD 32887.4 0.001326076525 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2047-01-17 39812.5 USD 0 USD 182000 USD -7016.1 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 66000 NC USD 2930.4 0.000118158767 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 9714.08 USD 0 USD 66000 USD -6816.68 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2692000 NC USD 557513.2 0.022479890984 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2058-09-17 0 USD 1088577.5 USD 2692000 USD 533307.63 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 441000 NC USD 20374.2 0.000821522782 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 0 USD 69907.22 USD 441000 USD 49753.52 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1214000 NC USD 53901.6 0.002173405207 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2054-11-18 191080.06 USD 0 USD 1214000 USD -137785.46 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 49000 NC USD 4287.5 0.000172879373 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2059-11-17 10616.87 USD 0 USD 49000 USD -6353.87 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 973000 NC USD 44952.6 0.001812566137 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 221082.16 USD 0 USD 973000 USD -176616.06 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1417000 NC USD 65465.4 0.002639677509 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 319732.68 USD 0 USD 1417000 USD -254975.78 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 54000 NC USD 5648.4 0.000227753202 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 6851.25 USD 54000 USD 1220.85 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 71000 NC USD 3535.8 0.000142569537 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2072-12-16 0 USD 14294.73 USD 71000 USD 10794.43 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 66000 NC USD 5775 0.000232857931 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 16090.26 USD 0 USD 66000 USD -10348.26 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 105000 NC USD 9187.5 0.0003704558 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 25050.3 USD 0 USD 105000 USD -15915.3 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 76000 NC USD 6650 0.000268139436 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 17974.89 USD 0 USD 76000 USD -11362.89 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 155000 NC USD 13562.5 0.000546863324 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 35980.12 USD 0 USD 155000 USD -22495.12 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 66675.61 NC USD 23583.16 0.000950913567 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2057-10-17 34198.13 USD 0 USD 66675.61 USD -10670.47 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 39618.84 NC USD 14013.18 0.000565035516 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 20269.37 USD 0 USD 39618.84 USD -6289.17 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 47000 NC USD 2340.6 0.000094377017 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2072-12-16 0 USD 8559.99 USD 47000 USD 6242.89 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 39000 NC USD 3412.5 0.000137597868 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 8954.19 USD 0 USD 39000 USD -5561.19 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 77000 NC USD 6737.5 0.000271667587 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 16757.8 USD 0 USD 77000 USD -10058.8 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 41000 NC USD 3587.5 0.000144654169 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 8949.89 USD 0 USD 41000 USD -5382.89 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 83000 NC USD 7262.5 0.000292836489 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 18118.08 USD 0 USD 83000 USD -10897.08 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 10000 NC USD 2071 0.000083506282 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 1513.63 USD 0 USD 10000 USD 549.04 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1055000 NC USD 218490.5 0.0088099127 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 159182.3 USD 0 USD 1055000 USD 58429.03 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3062000 NC USD 871139 0.035125822584 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 416852.03 USD 3062000 USD -452755.97 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 29000 NC USD 8250.5 0.000332674348 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 4130.63 USD 29000 USD -4105.37 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 5000000 NC USD 903500 0.036430673755 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 410020.15 USD 0 USD 5000000 USD 490979.85 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 3504000 NC USD 818534.4 0.033004714647 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2059-11-17 467516.77 USD 0 USD 3504000 USD 348097.63 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 2759000 NC USD 930058.9 0.037501574276 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 0 USD 369045.75 USD 2759000 USD -558713.98 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 1834000 NC USD 428422.4 0.017274727929 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2059-11-17 227964.26 USD 0 USD 1834000 USD 198929.81 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 1932.63 NC USD 683.57 0.000027562718 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2057-10-17 350.44 USD 0 USD 1932.63 USD 331.52 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 966.31 NC USD 341.78 0.000013781157 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 175.6 USD 0 USD 966.31 USD 165.38 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 3493000 NC USD 815964.8 0.032901103956 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2059-11-17 415378.21 USD 0 USD 3493000 USD 397675.76 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1187000 NC USD 99945.4 0.004029970405 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 153787.92 USD 0 USD 1187000 USD -54831.69 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1263000 NC USD 295036.8 0.011896391153 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 138485.93 USD 0 USD 1263000 USD 155498.37 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1599000 NC USD 373526.4 0.015061226804 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 166876.59 USD 0 USD 1599000 USD 205317.31 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1599000 NC USD 373526.4 0.015061226804 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 167697.81 USD 0 USD 1599000 USD 204496.09 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 20000 NC USD 4142 0.000167012563 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2058-09-17 2407.01 USD 0 USD 20000 USD 1718.32 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 20000 NC USD 4142 0.000167012563 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2058-09-17 2379.98 USD 0 USD 20000 USD 1745.35 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 5784.28 NC USD 2601.77 0.000104907841 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2063-05-11 0 USD 1226.25 USD 5784.28 USD -1370.69 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 18000 NC USD 3727.8 0.000150311307 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2058-09-17 1804.44 USD 0 USD 18000 USD 1908.36 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 187571000 NC USD 53363949.5 2.15172621419 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2063-05-11 0 USD 17624629.97 USD 187571000 USD -35645534.03 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1069000 NC USD 304130.5 0.012263064775 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 107254.77 USD 1069000 USD -196341.23 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 28921.38 NC USD 13008.84 0.0005245388 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 5422.52 USD 28921.38 USD -7562.17 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 591000 NC USD 138057.6 0.005566719851 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2059-11-17 0 USD 47420.79 USD 591000 USD -90144.31 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 108227.08 NC USD 38279.92 0.001543512205 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 13906.32 USD 0 USD 108227.08 USD 24283.5 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 158000 NC USD 13303.6 0.00053642403 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 11408.82 USD 0 USD 158000 USD 1763.11 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 14000 NC USD 2899.4 0.000116908794 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 861.08 USD 0 USD 14000 USD 2026.65 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 38000 NC USD 7869.8 0.00031732387 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 2338.99 USD 0 USD 38000 USD 5499.14 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 124000 NC USD 11569.2 0.00046649004 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 8865.6 USD 0 USD 124000 USD 2600.27 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 7000 NC USD 1449.7 0.000058454397 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 346.95 USD 0 USD 7000 USD 1096.92 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1000 NC USD 207.1 0.000008350628 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 54 USD 0 USD 1000 USD 152.27 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 38000 NC USD 3199.6 0.000129013374 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 2612.31 USD 0 USD 38000 USD 555.62 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 503231.97 NC USD 226353.74 0.009126972059 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 63455.62 USD 503231.97 USD -162477.86 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 164000 NC USD 46658 0.001881330798 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 8497.58 USD 164000 USD -38078.42 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 162000 NC USD 46089 0.00185838774 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 8299.05 USD 162000 USD -37708.95 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 79000 NC USD 6651.8 0.000268212015 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 4098.1 USD 0 USD 79000 USD 2487.87 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 279000 NC USD 23491.8 0.000947229775 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 14231.14 USD 0 USD 279000 USD 9028.16 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 14000 NC USD 2899.4 0.000116908794 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2058-09-17 564.39 USD 0 USD 14000 USD 2323.34 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 1615740.94 NC USD 726760.28 0.029304224305 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2063-05-11 0 USD 187407.36 USD 1615740.94 USD -538003.6 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 4008000 NC USD 1140276 0.04597788926 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 202428.69 USD 4008000 USD -935843.31 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 7088000 NC USD 1467924.8 0.059189252336 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2058-09-17 276127.5 USD 0 USD 7088000 USD 1185890.63 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 3196000 NC USD 746585.6 0.030103615301 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2059-11-17 181850.96 USD 0 USD 3196000 USD 562071.31 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 13000 NC USD 2692.3 0.000108558166 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2058-09-17 504.88 USD 0 USD 13000 USD 2176.59 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 855108.72 NC USD 384627.9 0.015508858376 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 125981.72 USD 855108.72 USD -257932.07 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 35753.59 NC USD 12646.04 0.00050991008 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2057-10-17 4191.96 USD 0 USD 35753.59 USD 8424.31 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 505000 NC USD 143672.5 0.005793122275 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 32063.89 USD 505000 USD -111356.11 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 16000 NC USD 3313.6 0.00013361005 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 625.49 USD 0 USD 16000 USD 2674.78 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 110000 NC USD 11506 0.000463941707 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 943.75 USD 110000 USD 12413.08 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 41000 NC USD 8491.1 0.000342375754 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2058-09-17 1486.32 USD 0 USD 41000 USD 6970.61 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 15421842.33 NC USD 6936744.68 0.279701474665 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 2294788.37 USD 15421842.33 USD -4629077.35 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 19250000 NC USD 5476625 0.22082693819 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 1225819.42 USD 19250000 USD -4241180.58 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 11690000 NC USD 3940699 0.158895760527 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2047-01-17 0 USD 596582.84 USD 11690000 USD -3334374.49 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2907000 NC USD 827041.5 0.033347735549 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 191694.12 USD 2907000 USD -633893.88 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 86798500 NC USD 24694173.25 0.995711532179 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 5750376.62 USD 86798500 USD -18900397.38 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2369000 NC USD 673980.5 0.027176052809 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 155534.09 USD 2369000 USD -517261.91 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 129000 NC USD 12035.7 0.000485300122 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 6812.76 USD 0 USD 129000 USD 5115.44 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2123000 NC USD 603993.5 0.024354056611 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 139684.82 USD 2123000 USD -463247.18 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2368000 NC USD 490412.8 0.019774287463 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 83539.78 USD 0 USD 2368000 USD 404899.69 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2381000 NC USD 677394.5 0.02731371116 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 157193.56 USD 2381000 USD -519010.44 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3978000 NC USD 1131741 0.045633743383 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 270815.11 USD 3978000 USD -858936.89 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 178000 NC USD 50641 0.002041932207 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 13042.96 USD 178000 USD -37509.04 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 356000 NC USD 101282 0.004083864415 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 26125.32 USD 356000 USD -74978.68 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 178000 NC USD 50641 0.002041932207 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 13121.77 USD 178000 USD -37430.23 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 534000 NC USD 151923 0.006125796623 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 40545.64 USD 534000 USD -111110.36 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 72000 NC USD 20484 0.000825950106 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 5393.73 USD 72000 USD -15054.27 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 2648000 NC USD 753356 0.030376609471 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 163472.69 USD 2648000 USD -588559.31 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1321000 NC USD 375824.5 0.015153890148 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 79607.69 USD 1321000 USD -295556.31 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 581000 NC USD 165294.5 0.006664958498 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 39713.17 USD 581000 USD -125290.83 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 2734000 NC USD 777823 0.031363160988 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 155837.73 USD 2734000 USD -620618.27 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 4000 NC USD 1348.4 0.000054369807 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 605.31 USD 0 USD 4000 USD 739.76 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3442000 NC USD 621969.4 0.025078875813 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 0 USD 398239.4 USD 3442000 USD -222009 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 24200000 NC USD 4372940 0.176324460975 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 0 USD 1788739.77 USD 24200000 USD -2572100.23 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1050000 NC USD 189735 0.007650441489 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 0 USD 77610.61 USD 1050000 USD -111599.39 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3118000 NC USD 887071 0.035768228222 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 154660.61 USD 3118000 USD -730851.39 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 285000 NC USD 81082.5 0.003269385838 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 14865.84 USD 285000 USD -66074.16 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3660000 NC USD 1041270 0.041985797079 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 179679.21 USD 3660000 USD -859760.79 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1625000 NC USD 462312.5 0.018641235042 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 110705.43 USD 1625000 USD -350794.57 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1093000 NC USD 310958.5 0.012538381477 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 92235.59 USD 1093000 USD -218176.41 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1252000 NC USD 356194 0.014362354629 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 105653.2 USD 1252000 USD -249914.8 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1174000 NC USD 334003 0.013467575347 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 101717.67 USD 1174000 USD -231698.33 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1855000 NC USD 527747.5 0.021279686771 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 153735.38 USD 1855000 USD -373084.62 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2431000 NC USD 691619.5 0.027887287623 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 267526.5 USD 2431000 USD -422877.5 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1721000 NC USD 580149.1 0.023392609398 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 349448.43 USD 0 USD 1721000 USD 229266.5 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 813000 NC USD 231298.5 0.009326353286 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 112873.75 USD 813000 USD -118018.25 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1898000 NC USD 539981 0.021772962529 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 211482.85 USD 1898000 USD -327549.15 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 925000 NC USD 263162.5 0.010611164562 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 96615.05 USD 925000 USD -166084.95 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 106000 NC USD 35732.6 0.001440799882 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 17367.42 USD 0 USD 106000 USD 18276.85 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 269000 NC USD 76530.5 0.00308584137 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 29106.15 USD 269000 USD -47289.85 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2053000 NC USD 584078.5 0.023551049564 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 222998.34 USD 2053000 USD -360053.66 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2489000 NC USD 708120.5 0.02855263632 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 292058.63 USD 2489000 USD -414817.37 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3482000 NC USD 990629 0.039943864871 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 376979.44 USD 3482000 USD -611908.56 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 4803000 NC USD 1366453.5 0.055097755019 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 529484.68 USD 4803000 USD -834567.32 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 6242000 NC USD 1775849 0.07160528562 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 930682.2 USD 6242000 USD -842045.8 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1410000 NC USD 401145 0.016174856252 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 157809.25 USD 1410000 USD -242630.75 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2258000 NC USD 642401 0.025902713061 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 251962.01 USD 2258000 USD -389309.99 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2258000 NC USD 642401 0.025902713061 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 251962.01 USD 2258000 USD -389309.99 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3296000 NC USD 937712 0.03781016043 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 484654.45 USD 3296000 USD -451409.55 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1229000 NC USD 414295.9 0.016705123156 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 224362.17 USD 0 USD 1229000 USD 188909.56 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 289000 NC USD 82220.5 0.003315271955 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 43554.94 USD 289000 USD -38521.06 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 4321000 NC USD 1229324.5 0.049568477918 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 718374 USD 4321000 USD -508790 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 701000 NC USD 236307.1 0.009528308651 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 131171.81 USD 0 USD 701000 USD 104551.12 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2265000 NC USD 644392.5 0.025983013766 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 350890.13 USD 2265000 USD -292369.87 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 70000 NC USD 12649 0.000510029433 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 7132.31 USD 0 USD 70000 USD 5481.69 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3894000 NC USD 1107843 0.044670134925 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 597822.8 USD 3894000 USD -508073.2 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 786000 NC USD 264960.6 0.010683667047 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 158630.88 USD 0 USD 786000 USD 105674.72 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 292105.91 NC USD 131389.24 0.005297840108 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 74408.24 USD 292105.91 USD -56737.06 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3120000 NC USD 1051752 0.042408449345 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 627448.83 USD 0 USD 3120000 USD 421703.17 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2309853.98 NC USD 1038972.32 0.04189315067 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 590400.47 USD 2309853.98 USD -446642.86 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1160000 NC USD 391036 0.015767243987 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 223681.52 USD 0 USD 1160000 USD 166387.81 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 57000 NC USD 19214.7 0.000774769748 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2047-01-17 9888.4 USD 0 USD 57000 USD 9278.8 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 1087000 NC USD 196420.9 0.007920028475 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2047-01-17 89077.18 USD 0 USD 1087000 USD 106800.22 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 1059000 NC USD 191361.3 0.007716016701 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 83040.96 USD 0 USD 1059000 USD 107790.84 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 513000 NC USD 145948.5 0.005884894509 N/A DCR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Y 2063-05-11 0 USD 54692.55 USD 513000 USD -90999.45 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 639000 NC USD 181795.5 0.007330307195 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 64149.5 USD 639000 USD -117326.5 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1044000 NC USD 216212.4 0.00871805579 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2058-09-17 164938.07 USD 0 USD 1044000 USD 50404.33 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 73000 NC USD 15118.3 0.000609595855 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2058-09-17 11660.26 USD 0 USD 73000 USD 3397.2 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3109000 NC USD 884510.5 0.035664984459 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 327157.01 USD 3109000 USD -555798.99 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2241000 NC USD 464111.1 0.018713757687 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2058-09-17 356756.48 USD 0 USD 2241000 USD 105487.12 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2950000 NC USD 533065 0.021494097516 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 187298.03 USD 0 USD 2950000 USD 344291.97 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1356000 NC USD 280827.6 0.011323451773 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 203932.86 USD 0 USD 1356000 USD 75764.74 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1672000 NC USD 475684 0.019180396917 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 184883.06 USD 1672000 USD -289964.94 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 4631000 NC USD 1317519.5 0.053124651987 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2063-05-11 0 USD 511693.11 USD 4631000 USD -803510.89 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 2551000 NC USD 725759.5 0.029263871134 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2063-05-11 0 USD 281867.65 USD 2551000 USD -442616.35 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3785000 NC USD 1076832.5 0.043419738236 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 423142.04 USD 3785000 USD -651797.96 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 209000 NC USD 59460.5 0.002397549614 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 24289.08 USD 209000 USD -35066.92 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1130000 NC USD 234023 0.009436209811 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 153500.01 USD 0 USD 1130000 USD 79581.32 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1902000 NC USD 393904.2 0.015882894744 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 253173.25 USD 0 USD 1902000 USD 139145.95 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1834000 NC USD 379821.4 0.015315052029 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 250749.95 USD 0 USD 1834000 USD 127543.12 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 886000 NC USD 183490.6 0.007398656543 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 134107.82 USD 0 USD 886000 USD 48644.45 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 139952800 NC 1078222.38 0.043475780588 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased EUR/USD PUT 1.1615 20211027 JPMCB OTC CURRENCY OPTION 1 1.1615 USD 2021-10-27 XXXX 604959.53 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 139952800 NC 396531.64 0.015988837643 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written EUR/USD PUT 1.149 20211027 JPMCB OTC CURRENCY OPTION 1 1.149 USD 2021-10-27 XXXX -270437.38 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 139952800 NC 239767.09 0.009667821398 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 Put Written EUR/USD PUT 1.135 20211112 GSFX OTC CURRENCY OPTION 1 1.135 USD 2021-11-12 XXXX -42245.52 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 120188100 NC 950110.46 0.038310087659 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased GBP/USD PUT 1.332 20211112 BANKAM OTC CURRENCY OPTION 1 1.332 USD 2021-11-12 XXXX -272618.97 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 175484900 NC 270761.31 0.010917561649 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written NZD/USD PUT 0.66 20211112 UBS OTC CURRENCY OPTION 1 .66 USD 2021-11-12 XXXX 98173.14 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 120188100 NC 252466.71 0.010179891916 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written GBP/USD PUT 1.30 20211112 BANKAM OTC CURRENCY OPTION 1 1.3 USD 2021-11-12 XXXX 97668.27 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 139952800 NC 918864 0.037050176657 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 Put Purchased EUR/USD PUT 1.155 20211112 GSFX OTC CURRENCY OPTION 1 1.155 USD 2021-11-12 XXXX 112534.32 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 175484900 NC 825367.7 0.033280245054 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased NZD/USD PUT 0.678 20211112 UBS OTC CURRENCY OPTION 1 .678 USD 2021-11-12 XXXX -251925.72 N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BQ5 1000000 PA USD 978750.01 0.039464883566 Long DBT CORP US N 2 2049-12-29 Variable 3.446 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAU1 1370000 PA USD 1547949.3 0.062415977795 Long DBT CORP IT N 2 2049-12-31 Variable 7.7 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83370RAB4 625000 PA USD 639062.5 0.025768099 Long DBT CORP FR N 2 2026-05-26 Variable 4.75 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 251525AX9 2600000 PA USD 2736500 0.110340385977 Long DBT CORP DE N 2 2050-02-14 Variable 6 N N N N N N STICHTING AK RABOBANK CERTIFICATEN DG3RU1DBUFHT4ZF9WN62 N22634XZ2 1517950 PA 2527581.04 0.101916414231 Long DBT CORP NL N 2 2044-01-24 Variable 19.436 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAJ9 244000 PA USD 237290 0.009567940869 Long DBT CORP US N 2 2028-02-15 Variable 6.625 N N N N N N PUTNAM SHORT TERM INVESTMENT FUND 5493003MK0Q7JP8CPP42 74676P664 223781178.83 NS USD 223781178.83 9.023241968454 Long STIV PF US N 2 N N N State Street Institutional U.S. Government Money Market Fund, Premier Class N/A N/A 2566000 NS USD 2566000 0.103465532768 Long STIV RF US N 1 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 658633800 NC USD -513734.36 -0.020714652868 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2026-12-21 0 USD 0 USD 658633800 USD 1 1.3075 USD 2021-12-17 XXXX -513734.36 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 154843100 NC USD 96002.72 0.003870994767 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2026-10-25 0 USD 526466.54 USD 154843100 USD 1 .944 USD 2021-10-21 XXXX 430463.82 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 154843100 NC USD 1192291.87 0.048075258591 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2026-10-25 0 USD 526466.54 USD 154843100 USD 1 .944 USD 2021-10-21 XXXX -665825.33 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 149937400 NC USD -380841 -0.015356164055 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2031-12-31 0 USD 0 USD 149937400 USD 1 1.624 USD 2021-12-29 XXXX -380841 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 149937400 NC USD 245897.34 0.00991500362 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2031-12-31 0 USD 0 USD 149937400 USD 1 1.624 USD 2021-12-29 XXXX 245897.34 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 52967800 NC -92837.93 -0.003743384992 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2026-10-29 0 USD 0 USD 52967800 CAD 1 1.6 CAD 2021-10-29 XXXX -92837.93 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 52967800 NC 38807.93 0.001564802476 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Call Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2026-10-29 0 USD 0 USD 52967800 CAD 1 1.6 CAD 2021-10-29 XXXX 38807.93 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 7622900 NC 327592.49 0.01320909256 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2051-01-31 0 USD 0 USD 7622900 EUR 1 .296 EUR 2031-01-29 XXXX 327592.49 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 18295200 NC 491660.08 0.019824579937 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2041-01-31 0 USD 0 USD 18295200 EUR 1 .45 EUR 2031-01-29 XXXX 491660.08 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 30492000 NC -543227.88 -0.021903882314 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2036-02-02 0 USD 0 USD 30492000 EUR 1 .271 EUR 2026-01-29 XXXX -543227.88 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 7622900 NC -318321 -0.012835250139 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2051-01-31 0 USD 0 USD 7622900 EUR 1 .296 EUR 2031-01-29 XXXX -318321 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 18295200 NC -370440.44 -0.01493679559 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2041-01-31 0 USD 0 USD 18295200 EUR 1 .45 EUR 2031-01-29 XXXX -370440.44 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 22869000 NC -468613.52 -0.018895303004 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2041-02-05 0 USD 0 USD 22869000 EUR 1 .44 EUR 2031-02-03 XXXX -468613.52 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 22869000 NC 635502.44 0.025624551259 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2041-02-05 0 USD 0 USD 22869000 EUR 1 .44 EUR 2031-02-03 XXXX 635502.44 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 47611800 NC USD -727508.3 -0.029334385757 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 47611800 USD 1 1.5 USD 2023-02-01 XXXX -727508.3 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 47611800 NC USD 590386.32 0.023805391714 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 47611800 USD 1 1.5 USD 2023-02-01 XXXX 590386.32 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 9522400 NC USD -336712.06 -0.013576809305 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2053-02-03 0 USD 0 USD 9522400 USD 1 1.715 USD 2023-02-01 XXXX -336712.06 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 9522400 NC USD 111412.08 0.004492326662 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2053-02-03 0 USD 0 USD 9522400 USD 1 1.715 USD 2023-02-01 XXXX 111412.08 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 66656600 NC USD 689229.24 0.027790908229 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 66656600 USD 1 1.405 USD 2024-02-02 XXXX 689229.24 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 19044700 NC USD -87415.17 -0.003524729983 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 19044700 USD 1 1.937 USD 2026-02-02 XXXX -87415.17 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 19044700 NC USD 132932.01 0.005360047247 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 19044700 USD 1 1.937 USD 2026-02-02 XXXX 132932.01 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 66656600 NC USD -485926.61 -0.019593396567 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 66656600 USD 1 1.405 USD 2024-02-02 XXXX -485926.61 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 47611800 NC USD 513731.32 0.02071453029 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 47611800 USD 1 1.3875 USD 2024-02-02 XXXX 513731.32 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 47611800 NC USD -365658.62 -0.014743984384 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 47611800 USD 1 1.3875 USD 2024-02-02 XXXX -365658.62 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 28167600 NC USD 151541.69 0.006110421548 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 28167600 USD 1 2.16 USD 2025-02-19 XXXX 151541.69 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 28167600 NC USD -198299.9 -0.007995792986 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 28167600 USD 1 2.16 USD 2025-02-19 XXXX -198299.9 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 8225800 NC USD 181872.44 0.007333409548 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 8225800 USD 1 2.095 USD 2026-02-26 XXXX 181872.44 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 8225800 NC USD -45241.9 -0.001824231211 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 8225800 USD 1 2.095 USD 2026-02-26 XXXX -45241.9 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 23697700 NC USD 11848.85 0.000477766009 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 23697700 USD 1 1.775 USD 2022-03-03 XXXX 11848.85 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 23697700 NC USD 361863.88 0.014590973941 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 23697700 USD 1 1.775 USD 2022-03-03 XXXX 361863.88 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 9114500 NC USD -88410.65 -0.003564869448 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 9114500 USD 1 2.405 USD 2031-03-03 XXXX -88410.65 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 9114500 NC USD 111288.04 0.004487325156 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 9114500 USD 1 2.405 USD 2031-03-03 XXXX 111288.04 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 93496900 NC USD -222522.62 -0.008972494712 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 93496900 USD 1 1.29 USD 2024-03-18 XXXX -222522.62 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 65447700 NC USD 750685.12 0.030268914997 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 65447700 USD 1 2.29 USD 2024-03-18 XXXX 750685.12 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 99263300 NC USD 4154169.1 0.167503242065 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2056-04-15 0 USD 0 USD 99263300 USD 1 2.35 USD 2026-04-13 XXXX 4154169.1 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 99263300 NC USD -4255417.67 -0.171585758525 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2056-04-15 0 USD 0 USD 99263300 USD 1 2.35 USD 2026-04-13 XXXX -4255417.67 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 186994200 NC USD 1056517.23 0.042600591614 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 186994200 USD 1 2.17 USD 2024-04-29 XXXX 1056517.23 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 373987700 NC USD -22439.26 -0.000904789552 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 373987700 USD 1 1.085 USD 2024-04-29 XXXX -22439.26 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 375840500 NC USD 30067.24 0.001212362824 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 375840500 USD 1 .305 USD 2022-05-09 XXXX 30067.24 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 751680600 NC USD 105235.28 0.004243267463 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 751680600 USD 1 .805 USD 2022-05-09 XXXX 105235.28 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 37584000 NC USD 443115.36 0.017867173344 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 37584000 USD 1 1.7875 USD 2022-05-09 XXXX 443115.36 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 75168000 NC USD -584807.04 -0.023580425549 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 75168000 USD 1 2.2875 USD 2022-05-09 XXXX -584807.04 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 9949800 NC USD -125964.47 -0.005079104052 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2041-06-05 0 USD 0 USD 9949800 USD 1 2.427 USD 2031-06-03 XXXX -125964.47 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 9949800 NC USD 109845.79 0.004429171155 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2041-06-05 0 USD 0 USD 9949800 USD 1 2.427 USD 2031-06-03 XXXX 109845.79 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 166388200 NC USD -31613.76 -0.00127472117 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2025-06-26 0 USD 0 USD 166388200 USD 1 1.194 USD 2023-06-22 XXXX -31613.76 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 166388200 NC USD 269548.88 0.010868674387 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2025-06-26 0 USD 0 USD 166388200 USD 1 1.194 USD 2023-06-22 XXXX 269548.88 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 166388200 NC USD -179699.26 -0.007245783193 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2028-06-24 0 USD 0 USD 166388200 USD 1 1.9 USD 2026-06-22 XXXX -179699.26 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 166388200 NC USD -6655.53 -0.000268362415 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2028-06-24 0 USD 0 USD 166388200 USD 1 1.9 USD 2026-06-22 XXXX -6655.53 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 233622900 NC -219199.84 -0.008838514508 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2025-06-28 0 USD 0 USD 233622900 EUR 1 -.197 EUR 2023-06-26 XXXX -219199.84 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 233622900 NC 270.62 0.000010911864 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2025-06-28 0 USD 0 USD 233622900 EUR 1 -.197 EUR 2023-06-26 XXXX 270.62 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 233622900 NC 194844.3 0.007856457251 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2028-06-26 0 USD 0 USD 233622900 EUR 1 .26 EUR 2026-06-24 XXXX 194844.3 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 233622900 NC -10824.68 -0.000436469713 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2028-06-26 0 USD 0 USD 233622900 EUR 1 .26 EUR 2026-06-24 XXXX -10824.68 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 48828900 NC USD 32227.07 0.001299450884 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2046-07-11 0 USD 0 USD 48828900 USD 1 1.87 USD 2041-07-09 XXXX 32227.07 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 48828900 NC USD -88868.6 -0.00358333478 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2046-07-11 0 USD 0 USD 48828900 USD 1 1.87 USD 2041-07-09 XXXX -88868.6 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 80380800 NC USD -723427.2 -0.029169828787 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2033-08-23 0 USD 0 USD 80380800 USD 1 2.07 USD 2023-08-21 XXXX -723427.2 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 88528900 NC USD -456809.12 -0.018419329296 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2033-09-01 0 USD 0 USD 88528900 USD 1 2.41 USD 2023-08-30 XXXX -456809.12 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 69093500 NC USD -536856.5 -0.021646977316 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2031-10-12 0 USD 0 USD 69093500 USD 1 1.383 USD 2021-10-08 XXXX -536856.5 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 69093500 NC USD 471908.6 0.019028166296 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2031-10-12 0 USD 0 USD 69093500 USD 1 1.383 USD 2021-10-08 XXXX 471908.6 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 291254000 NC USD -885412.16 -0.035701340941 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2031-12-10 0 USD 0 USD 291254000 USD 1 1.1635 USD 2021-12-08 XXXX -885412.16 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 21121500 NC -18171.05 -0.000732687985 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2046-09-11 0 USD 0 USD 21121500 AUD 1 2 AUD 2036-09-10 XXXX -18171.05 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 21121500 NC 19698.03 0.000794258444 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2046-09-11 0 USD 0 USD 21121500 AUD 1 2 AUD 2036-09-10 XXXX 19698.03 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 42242800 NC 300931.48 0.012134074788 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2052-09-14 0 USD 0 USD 42242800 EUR 1 0 EUR 2022-09-12 XXXX 300931.48 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 42242800 NC 482958.32 0.019473710009 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2052-09-14 0 USD 0 USD 42242800 EUR 1 .16 EUR 2022-09-12 XXXX 482958.32 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 42242800 NC -730064.65 -0.029437462185 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2052-09-14 0 USD 0 USD 42242800 EUR 1 .32 EUR 2022-09-12 XXXX -730064.65 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 582508000 NC USD -3931929 -0.158542139045 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-09-15 0 USD 0 USD 582508000 USD 1 1.849 USD 2022-09-13 XXXX -3931929 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 291254000 NC USD 2909627.46 0.117321182893 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-09-15 0 USD 0 USD 291254000 USD 1 1.529 USD 2022-09-13 XXXX 2909627.46 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 420542200 NC 742296.51 0.029930671816 N/A DIR CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 Put Written NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 2023-09-15 0 USD 349521.03 USD 420542200 GBP 1 .84 GBP 2022-09-15 XXXX -392775.48 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 420542200 NC 1070946.88 0.043182419916 N/A DIR CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 Put Written NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 2023-09-15 0 USD 524281.55 USD 420542200 GBP 1 .68 GBP 2022-09-15 XXXX -546665.33 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 420542200 NC 1552589.66 0.06260308509 N/A DIR CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 Put Purchased NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 2023-09-15 -815549.08 USD 0 USD 420542200 GBP 1 .52 GBP 2022-09-15 XXXX 737040.58 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 143357600 NC USD -394233.4 -0.015896168654 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2027-09-19 0 USD 0 USD 143357600 USD 1 1.7075 USD 2022-09-15 XXXX -394233.4 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 29866100 NC USD 378403.49 0.01525787946 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2052-09-19 0 USD 0 USD 29866100 USD 1 2.194 USD 2022-09-15 XXXX 378403.49 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 62240100 NC USD 3664697.09 0.147766888874 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2036-10-21 0 USD 3455398.65 USD 62240100 USD 1 1.9875 USD 2026-10-19 XXXX -209298.44 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 196939100 NC USD 1695645.65 0.068371348621 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2033-12-04 0 USD 2160421.92 USD 196939100 USD 1 3.229 USD 2023-11-30 XXXX 464776.27 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 196939100 NC USD 25414990.86 1.024776137809 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2033-12-04 0 USD 22352587.85 USD 196939100 USD 1 3.229 USD 2023-11-30 XXXX -3062403.01 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 27985900 NC -557327.22 -0.02247239195 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2040-01-14 0 USD 0 USD 27985900 GBP 1 1.175 GBP 2030-01-14 XXXX -557327.22 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 27985900 NC 298648.96 0.012042039656 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2040-01-14 0 USD 0 USD 27985900 GBP 1 1.175 GBP 2030-01-14 XXXX 298648.96 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 22444300 NC USD 40624.18 0.001638036799 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2055-01-16 0 USD 0 USD 22444300 USD 1 2.032 USD 2025-01-14 XXXX 40624.18 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 22444300 NC USD -279880.42 -0.011285259847 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2055-01-16 0 USD 0 USD 22444300 USD 1 2.032 USD 2025-01-14 XXXX -279880.42 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 15897000 NC USD -119068.53 -0.004801047893 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2055-01-24 0 USD 0 USD 15897000 USD 1 1.727 USD 2025-01-22 XXXX -119068.53 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 15897000 NC USD -139416.69 -0.005621520697 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2055-01-24 0 USD 0 USD 15897000 USD 1 1.727 USD 2025-01-22 XXXX -139416.69 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 19590000 NC -358738.42 -0.014464950019 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2035-01-30 0 USD 0 USD 19590000 AUD 1 1.692 AUD 2025-01-29 XXXX -358738.42 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 19590000 NC 413547.64 0.016674952026 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2035-01-30 0 USD 0 USD 19590000 AUD 1 1.692 AUD 2025-01-29 XXXX 413547.64 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 24024100 NC USD -1489253.96 -0.060049280747 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 24024100 USD 1 1.275 USD 2030-03-05 XXXX -1489253.96 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 24024100 NC USD 1283607.66 0.05175726828 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 24024100 USD 1 1.275 USD 2030-03-05 XXXX 1283607.66 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 2531000 NC USD 109086.1 0.004398539148 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Call Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2055-03-17 0 USD 337466.68 USD 2531000 USD 1 1.17 USD 2025-03-13 XXXX 228380.58 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 5061900 NC USD 1141407.83 0.046023526592 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2055-03-17 0 USD 773345.84 USD 5061900 USD 1 1.17 USD 2025-03-13 XXXX -368061.99 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 18018000 NC USD -4976391.42 -0.200656659989 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 18018000 USD 1 2.3075 USD 2022-06-20 XXXX -4976391.42 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 18018000 NC USD -140360.22 -0.005659565449 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 18018000 USD 1 2.3075 USD 2022-06-20 XXXX -140360.22 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 27236800 NC USD 333650.8 0.013453374038 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2032-03-24 0 USD 882472.32 USD 27236800 USD 1 1.07 USD 2027-03-22 XXXX 548821.52 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 27236800 NC USD 1547322.61 0.062390708577 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2032-03-24 0 USD 882472.32 USD 27236800 USD 1 1.07 USD 2027-03-22 XXXX -664850.29 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 17076600 NC USD 1868180.04 0.075328231935 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2035-03-24 0 USD 1001542.59 USD 17076600 USD 1 .968 USD 2025-03-20 XXXX -866637.45 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 17076600 NC USD 245049.21 0.00988080556 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2035-03-24 0 USD 1001542.59 USD 17076600 USD 1 .968 USD 2025-03-20 XXXX 756493.38 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 22704300 NC -235906.75 -0.00951216585 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2040-03-28 0 USD 0 USD 22704300 EUR 1 .555 EUR 2030-03-26 XXXX -235906.75 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 54490500 NC USD -2204685.63 -0.088896716015 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-03-28 0 USD 0 USD 54490500 USD 1 .925 USD 2030-03-26 XXXX -2204685.63 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 54490500 NC USD 3178975.77 0.128181769953 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-03-28 0 USD 0 USD 54490500 USD 1 .925 USD 2030-03-26 XXXX 3178975.77 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 22704300 NC 547293.13 0.022067800185 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2040-03-28 0 USD 0 USD 22704300 EUR 1 .555 EUR 2030-03-26 XXXX 547293.13 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25226900 NC 849516.13 0.03425395128 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-03-28 0 USD 0 USD 25226900 AUD 1 1.445 AUD 2030-03-27 XXXX 849516.13 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25226900 NC -598564.18 -0.024135137093 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-03-28 0 USD 0 USD 25226900 AUD 1 1.445 AUD 2030-03-27 XXXX -598564.18 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 27749600 NC USD 1714092.79 0.06911516903 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-03-29 0 USD 0 USD 27749600 USD 1 .85 USD 2030-03-27 XXXX 1714092.79 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 27749600 NC USD -1197117.74 -0.048269845968 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-03-29 0 USD 0 USD 27749600 USD 1 .85 USD 2030-03-27 XXXX -1197117.74 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 18922800 NC USD -784728.52 -0.031641603429 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2035-04-04 0 USD 0 USD 18922800 USD 1 .902 USD 2025-04-02 XXXX -784728.52 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 18922800 NC USD 1126474.28 0.045421380175 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2035-04-04 0 USD 0 USD 18922800 USD 1 .902 USD 2025-04-02 XXXX 1126474.28 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 63076400 NC USD 726640.13 0.02929937965 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2032-04-04 0 USD 0 USD 63076400 USD 1 .983 USD 2030-04-02 XXXX 726640.13 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 63076400 NC USD -525426.41 -0.021186096431 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2032-04-04 0 USD 0 USD 63076400 USD 1 .983 USD 2030-04-02 XXXX -525426.41 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 157691000 NC USD 979261.11 0.039485491997 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-08 0 USD 0 USD 157691000 USD 1 .87 USD 2027-04-06 XXXX 979261.11 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 157691000 NC USD -681225.12 -0.027468168346 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-08 0 USD 0 USD 157691000 USD 1 .87 USD 2027-04-06 XXXX -681225.12 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 47307400 NC USD 782937.47 0.031569385213 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-13 0 USD 0 USD 47307400 USD 1 .8925 USD 2023-04-11 XXXX 782937.47 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 47307400 NC USD -808010.39 -0.032580368466 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-13 0 USD 0 USD 47307400 USD 1 .8925 USD 2023-04-11 XXXX -808010.39 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 37845900 NC USD 669872.43 0.027010408362 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2030-05-08 0 USD 0 USD 37845900 USD 1 .958 USD 2025-05-06 XXXX 669872.43 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 37845900 NC USD -1064605.17 -0.042926711263 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2030-05-08 0 USD 0 USD 37845900 USD 1 .958 USD 2025-05-06 XXXX -1064605.17 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 39852700 NC USD -1613237.3 -0.065048502231 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-06-21 0 USD 0 USD 39852700 USD 1 1.232 USD 2027-06-17 XXXX -1613237.3 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 39852700 NC USD 1382888.69 0.055760450144 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-06-21 0 USD 0 USD 39852700 USD 1 1.232 USD 2027-06-17 XXXX 1382888.69 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 31601400 NC USD 1149026.9 0.046330740597 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-06-20 0 USD 0 USD 31601400 USD 1 1.204 USD 2030-06-18 XXXX 1149026.9 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 31601400 NC USD -1243199.08 -0.050127924844 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-06-20 0 USD 0 USD 31601400 USD 1 1.204 USD 2030-06-18 XXXX -1243199.08 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 29457400 NC USD 1068714.47 0.043092405306 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-06-28 0 USD 0 USD 29457400 USD 1 1.168 USD 2027-06-24 XXXX 1068714.47 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 29457400 NC USD -1307908.56 -0.052737122359 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-06-28 0 USD 0 USD 29457400 USD 1 1.168 USD 2027-06-24 XXXX -1307908.56 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 12083500 NC 647058.21 0.026090499778 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2045-07-02 0 USD 0 USD 12083500 AUD 1 1.441 AUD 2025-07-01 XXXX 647058.21 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 12083500 NC -516982.65 -0.020845629507 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2045-07-02 0 USD 0 USD 12083500 AUD 1 1.441 AUD 2025-07-01 XXXX -516982.65 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 10633700 NC USD -423327.6 -0.017069296831 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2040-07-03 0 USD 0 USD 10633700 USD 1 1.177 USD 2030-07-01 XXXX -423327.6 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 10633700 NC USD 404505.95 0.016310375536 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2040-07-03 0 USD 0 USD 10633700 USD 1 1.177 USD 2030-07-01 XXXX 404505.95 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 14732300 NC USD -353280.55 -0.014244879315 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-11-25 0 USD 0 USD 14732300 USD 1 1.102 USD 2022-11-23 XXXX -353280.55 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 14732300 NC USD 555407.71 0.022394994006 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-11-25 0 USD 0 USD 14732300 USD 1 1.102 USD 2022-11-23 XXXX 555407.71 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 48216700 NC USD 417556.62 0.016836600993 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 48216700 USD 1 1.96 USD 2031-01-13 XXXX 417556.62 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 48216700 NC USD -253619.84 -0.010226388101 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 48216700 USD 1 1.96 USD 2031-01-13 XXXX -253619.84 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 295887000 NC USD -1142123.82 -0.046052396541 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 295887000 USD 1 1.115 USD 2025-01-14 XXXX -1142123.82 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 295887000 NC USD 443830.5 0.017896009018 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 295887000 USD 1 1.115 USD 2025-01-14 XXXX 443830.5 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 295887000 NC USD 547390.95 0.022071744456 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 295887000 USD 1 1.76 USD 2028-01-14 XXXX 547390.95 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 295887000 NC USD -180491.07 -0.007277710334 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 295887000 USD 1 1.76 USD 2028-01-14 XXXX -180491.07 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 30373100 NC USD 312235.47 0.012589871104 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-01-24 0 USD 0 USD 30373100 USD 1 1.918 USD 2031-01-22 XXXX 312235.47 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 30373100 NC USD -195906.5 -0.007899286982 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-01-24 0 USD 0 USD 30373100 USD 1 1.918 USD 2031-01-22 XXXX -195906.5 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 25233100 NC USD -232901.51 -0.009390989406 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2061-01-24 0 USD 0 USD 25233100 USD 1 1.625 USD 2041-01-22 XXXX -232901.51 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 25233100 NC USD 135501.75 0.005463663583 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2061-01-24 0 USD 0 USD 25233100 USD 1 1.625 USD 2041-01-22 XXXX 135501.75 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 306920900 NC USD 245536.72 0.009900462802 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2025-01-31 -575476.65 USD 0 USD 306920900 USD 1 .485 USD 2024-01-29 XXXX -329939.93 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 306920900 NC USD 1826179.36 0.073634692288 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 659879.87 USD 306920900 USD 1 .985 USD 2024-01-29 XXXX -1166299.49 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 30492000 NC 816607.84 0.032927032435 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2036-02-02 0 USD 0 USD 30492000 EUR 1 .271 EUR 2026-01-29 XXXX 816607.84 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 41743200 NC USD -5759309.3 -0.2322252553 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2052-02-17 0 USD 0 USD 41743200 USD 1 2.8325 USD 2022-02-15 XXXX -5759309.3 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 41743200 NC USD 4054099.58 0.163468266928 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2052-02-17 0 USD 0 USD 41743200 USD 1 2.8325 USD 2022-02-15 XXXX 4054099.58 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 8348800 NC USD -589926.21 -0.023786839287 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2047-03-25 0 USD 0 USD 8348800 USD 1 2.8175 USD 2027-03-23 XXXX -589926.21 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 8348800 NC USD 413098.62 0.016656846767 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2047-03-25 0 USD 0 USD 8348800 USD 1 2.8175 USD 2027-03-23 XXXX 413098.62 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 11217000 NC USD 669206.22 0.026983545629 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2049-11-12 0 USD 0 USD 11217000 USD 1 2.902 USD 2024-11-08 XXXX 669206.22 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 11217000 NC USD -798313.89 -0.032189388911 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2049-11-12 0 USD 0 USD 11217000 USD 1 2.902 USD 2024-11-08 XXXX -798313.89 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 11217000 NC USD 587434.29 0.023686360788 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2049-11-14 0 USD 0 USD 11217000 USD 1 2.689 USD 2024-11-12 XXXX 587434.29 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 11217000 NC USD -928431.09 -0.037435938178 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2049-11-14 0 USD 0 USD 11217000 USD 1 2.689 USD 2024-11-12 XXXX -928431.09 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 18696100 NC USD -874790.52 -0.03527305815 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2039-11-13 0 USD 0 USD 18696100 USD 1 2.5 USD 2029-11-09 XXXX -874790.52 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 18696100 NC USD 476376.63 0.01920832495 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2039-11-13 0 USD 0 USD 18696100 USD 1 2.5 USD 2029-11-09 XXXX 476376.63 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 11217000 NC USD 524506.92 0.021149021013 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 11217000 USD 1 2.505 USD 2024-11-13 XXXX 524506.92 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 11217000 NC USD -1083898.71 -0.043704659975 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 11217000 USD 1 2.505 USD 2024-11-13 XXXX -1083898.71 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 10000000 NC USD 1754600 0.070748489398 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2047-12-09 0 USD 1066250 USD 10000000 USD 1 2.75 USD 2024-12-05 XXXX -688350 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 10000000 NC USD 2031500 0.081913573584 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2047-12-07 -1202250 USD 0 USD 10000000 USD 1 2.75 USD 2046-12-07 XXXX 829250 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 35772300 NC USD 1289949.14 0.052012967659 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-12-22 -2053330.02 USD 0 USD 35772300 USD 1 2.7575 USD 2027-12-20 XXXX -763380.88 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 35772300 NC USD 3255279.3 0.131258459502 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-12-22 -2053330.02 USD 0 USD 35772300 USD 1 2.7575 USD 2027-12-20 XXXX 1201949.28 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 35772300 NC USD 3335051.53 0.134475013001 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-12-22 -2051541.36 USD 0 USD 35772300 USD 1 2.795 USD 2027-12-20 XXXX 1283510.17 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 35772300 NC USD 1254892.28 0.050599414776 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-12-22 -2051541.36 USD 0 USD 35772300 USD 1 2.795 USD 2027-12-20 XXXX -796649.08 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 44214400 NC USD 10732161.31 0.432739200191 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2048-04-17 -5020545.07 USD 0 USD 44214400 USD 1 3 USD 2047-04-17 XXXX 5711616.24 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 1758437400 NC 1226853.59 0.049468846577 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2043-08-29 0 USD 0 USD 1758437400 JPY 1 1.11125 JPY 2023-08-24 XXXX 1226853.59 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 1758437400 NC -861404.48 -0.034733309997 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2043-08-29 0 USD 0 USD 1758437400 JPY 1 1.11125 JPY 2023-08-24 XXXX -861404.48 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 28548700 NC USD 6005219.04 0.242140758909 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 28548700 USD 1 3.27 USD 2023-10-17 XXXX 6005219.04 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 28548700 NC USD -2822609.97 -0.113812488052 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 28548700 USD 1 3.27 USD 2023-10-17 XXXX -2822609.97 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 29488100 NC 5285537.84 0.213121975284 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2048-10-20 0 USD 0 USD 29488100 EUR 1 1.921 EUR 2028-10-18 XXXX 5285537.84 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 29488100 NC -2661213.99 -0.107304724585 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2048-10-20 0 USD 0 USD 29488100 EUR 1 1.921 EUR 2028-10-18 XXXX -2661213.99 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 44214400 NC USD 10597307.39 0.427301658227 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-02-02 -5380892.48 USD 0 USD 44214400 USD 1 3 USD 2048-02-03 XXXX 5216414.91 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 63672400 NC 8665466.08 0.349406494407 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2036-02-18 0 USD 4046381.03 USD 63672400 EUR 1 1.667 EUR 2026-02-16 XXXX -4619085.05 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 63672400 NC 1185979.19 0.047820720477 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2036-02-18 0 USD 4046381.03 USD 63672400 EUR 1 1.667 EUR 2026-02-16 XXXX 2860401.84 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 22892700 NC USD 2380611.87 0.095990364553 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 1171343.16 USD 22892700 USD 1 2.97 USD 2026-02-17 XXXX -1209268.71 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 22892700 NC USD 561557.93 0.022642981453 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 1171343.16 USD 22892700 USD 1 2.97 USD 2026-02-17 XXXX 609785.23 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 44570700 NC USD 4689729.05 0.189097940255 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2039-02-28 -2440245.78 USD 0 USD 44570700 USD 1 2.988 USD 2029-02-26 XXXX 2249483.27 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 44570700 NC USD 1477964.41 0.059594066677 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2039-02-28 -2440245.78 USD 0 USD 44570700 USD 1 2.988 USD 2029-02-26 XXXX -962281.37 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 28942000 NC 2795655.56 0.112725639887 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2039-02-26 0 USD 2436917.56 USD 28942000 GBP 1 1.722 GBP 2029-02-26 XXXX -358738 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 28942000 NC 1834783.01 0.073981606252 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2039-02-26 0 USD 2436917.56 USD 28942000 GBP 1 1.722 GBP 2029-02-26 XXXX 602134.55 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 22892700 NC USD 546677.68 0.022042984183 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 1175158.59 USD 22892700 USD 1 3.01 USD 2026-02-27 XXXX 628480.91 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 22892700 NC USD 2441277.53 0.098436508291 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 1175158.59 USD 22892700 USD 1 3.01 USD 2026-02-27 XXXX -1266118.94 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 357636500 NC USD 7685608.38 0.309896946875 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 357636500 USD 1 2.2275 USD 2022-05-16 XXXX 7685608.38 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 357636500 NC USD -3261644.88 -0.131515130635 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 357636500 USD 1 2.2275 USD 2022-05-16 XXXX -3261644.88 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 44214400 NC USD 8098751.65 0.326555594007 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 4156153.6 USD 44214400 USD 1 2.75 USD 2025-05-22 XXXX -3942598.05 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 44214400 NC USD 8909643.74 0.359252157572 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-05-24 -4952012.8 USD 0 USD 44214400 USD 1 2.75 USD 2048-05-26 XXXX 3957630.94 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 116296100 NC USD -1671174.96 -0.067384648318 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2034-06-06 0 USD 0 USD 116296100 USD 1 2.39 USD 2024-06-04 XXXX -1671174.96 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 15990750 NC 1631125.28 0.065769776347 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2054-06-06 0 USD 0 USD 15990750 EUR 1 1.053 EUR 2024-06-04 XXXX 1631125.28 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 15990750 NC -1033762.23 -0.041683070882 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2054-06-06 0 USD 0 USD 15990750 EUR 1 1.053 EUR 2024-06-04 XXXX -1033762.23 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 116296100 NC USD 2795758.24 0.112729780121 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2034-06-06 0 USD 0 USD 116296100 USD 1 2.39 USD 2024-06-04 XXXX 2795758.24 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 30236900 NC 3555729.18 0.143373115349 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2054-06-07 0 USD 0 USD 30236900 EUR 1 1.304 EUR 2024-06-05 XXXX 3555729.18 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 30236900 NC -1434270.19 -0.057832240585 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2054-06-07 0 USD 0 USD 30236900 EUR 1 1.304 EUR 2024-06-05 XXXX -1434270.19 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 11981800 NC 328536.04 0.013247138118 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2039-08-20 0 USD 0 USD 11981800 GBP 1 .762 GBP 2029-08-20 XXXX 328536.04 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 11145900 NC 391973.51 0.015805046003 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2039-08-22 0 USD 0 USD 11145900 EUR 1 .43 EUR 2029-08-20 XXXX 391973.51 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 11981800 NC -621393.23 -0.025055643648 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2039-08-20 0 USD 0 USD 11981800 GBP 1 .762 GBP 2029-08-20 XXXX -621393.23 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 11145900 NC -137371.48 -0.005539054312 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2039-08-22 0 USD 0 USD 11145900 EUR 1 .43 EUR 2029-08-20 XXXX -137371.48 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 250345100 NC USD -152710.51 -0.006157550381 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2024-08-31 0 USD 0 USD 250345100 USD 1 1.245 USD 2022-08-26 XXXX -152710.51 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 250345100 NC USD 1804988.17 0.072780227065 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2024-08-31 0 USD 0 USD 250345100 USD 1 1.245 USD 2022-08-26 XXXX 1804988.17 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 58978200 NC USD 1732779.52 0.069868650119 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2034-08-29 -3038851.74 USD 0 USD 58978200 USD 1 1.613 USD 2024-08-27 XXXX -1306072.22 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 58978200 NC USD 3728012.02 0.150319855734 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2034-08-29 -3038851.74 USD 0 USD 58978200 USD 1 1.613 USD 2024-08-27 XXXX 689160.28 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 58978200 NC USD 2159781.68 0.087086111529 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 2471186.58 USD 58978200 USD 1 1.512 USD 2022-08-30 XXXX 311404.9 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 58978200 NC USD 1023861.55 0.041283858438 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 2471186.58 USD 58978200 USD 1 1.512 USD 2022-08-30 XXXX 1447325.03 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 83593200 NC 1429213.5 0.057628346148 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2029-09-12 -2215086.05 USD 0 USD 83593200 EUR 1 .153 EUR 2024-09-10 XXXX -785872.55 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 83593200 NC 1910459.51 0.077033012874 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2029-09-12 -1968965.37 USD 0 USD 83593200 EUR 1 .153 EUR 2024-09-10 XXXX -58505.86 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 44214400 NC USD 10047280.26 0.40512361846 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 11146450.24 USD 44214400 USD 1 3 USD 2024-01-31 XXXX 1099169.98 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 44214400 NC USD 10128634.75 0.408403971403 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 11208350.4 USD 44214400 USD 1 3 USD 2023-04-12 XXXX 1079715.65 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 53655100 NC USD 3847607.22 0.155142139867 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2039-10-12 0 USD 3455388.44 USD 53655100 USD 1 1.865 USD 2029-10-10 XXXX -392218.78 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 53655100 NC USD 2672023.98 0.107740601972 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2039-10-12 0 USD 3455388.44 USD 53655100 USD 1 1.865 USD 2029-10-10 XXXX 783364.46 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 62240100 NC USD 3103913.79 0.125155141835 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2036-10-21 0 USD 3455398.65 USD 62240100 USD 1 1.9875 USD 2026-10-19 XXXX 351484.86 N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 9128287D6 962379.88 PA USD 1143716.308889 0.046116608431 Long DBT UST US N 2 2029-07-15 Fixed .25 N N N N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 99MK129K6 13810000 NC USD 13433263.2 0.541652273499 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2025-09-29 0 USD 0 USD 13530485.6 USD -81869.62 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 12429000 NC USD 13470798.78 0.543165772635 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2024-07-17 0 USD 0 USD 13597326 USD -121263.41 N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796D30 30000000 PA USD 29993916.6 1.209406298056 Long DBT UST US N 2 2022-02-24 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796M97 33612000 PA USD 33604904.17 1.355007526719 Long DBT UST US N 2 2022-03-10 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796L98 36800000 PA USD 36793157.41 1.483563380216 Long DBT UST US N 2 2022-03-03 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796L80 30200000 PA USD 30194461.32 1.217492606045 Long DBT UST US N 2 2022-02-17 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796L72 40500000 PA USD 40493317.5 1.632760198236 Long DBT UST US N 2 2022-02-10 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796K99 32500000 PA USD 32494639.77 1.310239756781 Long DBT UST US N 2 2022-02-03 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796N21 41535000 PA USD 41525847.76 1.674393593968 Long DBT UST US N 2 2022-03-17 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 9127964V8 29600000 PA USD 29599815 1.193515443805 Long DBT UST US N 2 2021-10-07 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912810ST6 1105000 PA USD 998687.95 0.040268815595 Long DBT UST US N 2 2040-11-15 Fixed 1.375 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 91282CBC4 1415000 PA USD 1387747.1 0.05595634959 Long DBT UST US N 2 2025-12-31 Fixed .375 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 91282CBW0 768000 PA USD 764559.36 0.030828348213 Long DBT UST US N 2 2026-04-30 Fixed .75 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912828ZT0 84000 PA USD 82662.72 0.003333103026 Long DBT UST US N 2 2025-05-31 Fixed .25 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912828ZB9 814000 PA USD 817679.3614 0.03297023802 Long DBT UST US N 2 2027-02-28 Fixed 1.125 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912828YG9 758000 PA USD 781566.22 0.031514094055 Long DBT UST US N 2 2026-09-30 Fixed 1.625 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 9128286T2 260000 PA USD 281434.4 0.011347918993 Long DBT UST US N 2 2029-05-15 Fixed 2.375 N N N N N N ITAU UNIBANCO HOLDING SA/CAYMAN ISLAND 5493002W2IVG62O3ZJ94 46556L2A1 7050000 PA USD 6835045.5 0.275600788835 Long DBT CORP KY N 2 2031-04-15 Variable 3.875 N N N N N N GUARANTEED RATE INC 549300U3721PJGQZYY68 N/A 353 NS USD 17.65 0.000000711679 Long DE CORP US N 3 GUARANTEED RATE INC 549300U3721PJGQZYY68 Call Purchased GUARANTEED RATE INC WARRANTS 1 .01 USD 2023-03-01 XXXX 0 N N N 2021-11-23 Putnam Investments Inc Janet C. Smith NPORT Principal Financial Officer XXXX