NPORT-P false 0000836622 XXXXXXXX S000005529 C000015037 C000015040 C000015038 C000015036 C000015039 C000135951 C000015041 Putnam Diversified Income Trust 811-05635 0000836622 BEV01UAW1ZICRL6JHE75 100 FEDERAL STREET BOSTON 02110 1-800-225-1581 Putnam Diversified Income Trust S000005529 BEV01UAW1ZICRL6JHE75 2022-09-30 2022-09-30 N 3699283253.49 2108452878.26 1590830375.23 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 42666409.42 AUD BRL CAD CHF CLP CNY COP CZK EUR GBP HUF ILS INR JPY KRW MXN MYR NOK NZD PLN SEK SGD THB USD ZAR N GSAA HOME EQUITY TRUST 2006-8 N/A 362348AS3 9191436.36 PA USD 2529754.43 0.159021003709 Long ABS-MBS CORP US N 2 2036-05-25 Floating 3.444 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC 549300R1KUK063S4I339 17312EAC0 960115.66 PA USD 839234.69 0.052754505010 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.264 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC 549300R1KUK063S4I339 17312EAE6 5585904.45 PA USD 4882519.54 0.306916413970 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.434 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2005-HE8 N/A 073879J82 309492.3 PA USD 297938.33 0.018728478827 Long ABS-MBS CORP US N 2 2035-08-25 Floating 5.034 N N N N N N TOWD POINT MORTGAGE TRUST 2019-2 N/A 89177JAB4 256000 PA USD 231460.66 0.014549675666 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 546637.25 PA USD 559299.56 0.035157711891 Long ABS-MBS CORP US N 2 2039-06-25 Floating 8.334 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PLU1 1710000 PA USD 1541974.37 0.096928899146 Long ABS-MBS CORP US N 2 2058-10-25 Variable 4.75 N N N N N N TOWD POINT MORTGAGE TRUST 2018-5 N/A 89176VAC6 240000 PA USD 193361.88 0.012154776714 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.25 N N N N N N AMERICAN AXLE AND MANUFACTURING INC RY5TAKFOBLDUGX31MS24 02406MAP2 18926.05 PA USD 18481.29 0.001161738567 Long DBT CORP US N 2 2024-04-06 Floating 5.06 N N N N N N ENVISION HEALTHCARE CORP 549300OL60X0LPKY8N60 29373UAF8 769819.04 PA USD 334871.28 0.021050093411 Long DBT CORP US N 2 2027-03-31 Floating 6.83 N N N N N N WERNER FINCO LP N/A 95075EAC3 38900.5 PA USD 35010.45 0.002200765748 Long DBT CORP US N 2 2024-07-24 Floating 7.674 N N N N N N ROBERTSHAW US HOLDING CORP 549300NMXRV2JIXFIY04 77051UAH2 1002000 PA USD 601200 0.037791584154 Long DBT CORP US N 2 2026-02-28 Floating 11.125 N N N N N N TAMKO BUILDING PRODUCTS LLC 5493003VQCGZ0AORLH30 87510EAB5 1424328.87 PA USD 1341831.74 0.084347882772 Long DBT CORP US N 2 2026-05-03 Floating 6.078 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18452RAD7 1721054.05 PA USD 1532271.63 0.096318982455 Long DBT CORP US N 2 2026-08-21 Floating 6.306 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 N/A 1045647.52 PA USD 992716.85 0.062402432431 Long DBT CORP US N 2 2027-02-04 Floating 4.314 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174UAG3 62412.02 PA USD 58472.57 0.003675600549 Long DBT CORP US N 2 2026-05-01 Floating 6.365 N N N N N N GLOBAL MEDICAL RESPONSE INC 549300ZFWD4ZFCEJCQ87 00169QAF6 2125751.56 PA USD 1837712.23 0.115519055873 Long DBT CORP US N 2 2025-10-02 Floating 6.814 N N N N N N GENESYS CLOUD SERVICES HOLDINGS II LLC 549300CVRD4OUCPHWQ42 39479UAQ6 1152450 PA USD 1094412.62 0.068795054271 Long DBT CORP US N 2 2027-12-01 Floating 7.115 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 C7052BAH7 191385.76 PA USD 189066.16 0.011884746667 Long DBT CORP CA N 2 2025-05-31 Floating 5.806 N N N N N N CMG MEDIA CORP N/A 88145LAE4 1489912.09 PA USD 1391831.17 0.087490859596 Long DBT CORP US N 2 2026-12-17 Floating 6.615 N N N N N N PETSMART LLC N/A 71677HAL9 438891.69 PA USD 414388.36 0.026048557185 Long DBT CORP US N 2 2028-01-29 Floating 6.87 N N N N N N KLOCKNER-PENTAPLAST OF AMERICA INC 5299004QDA11QZOG5N31 49865NAT7 254659.18 PA USD 215187.01 0.013526709909 Long DBT CORP US N 2 2026-02-04 Floating 8.259 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VAY6 355488.7 PA USD 299143.74 0.018804251204 Long DBT CORP US N 2 2027-07-31 Floating 6.365 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 02376CBJ3 650000 PA USD 628550 0.039510812076 Long DBT CORP US N 2 2028-04-20 Floating 7.46 N N N N N N ADIENT US LLC 213800SOTRCDGZUHL712 00687MAC5 69125 PA USD 65107.46 0.004092671413 Long DBT CORP US N 2 2028-04-01 Floating 6.365 N N N N N N ONE CALL CORP 549300WUCCV86ZQHG041 N/A 785025.18 PA USD 573068.38 0.036023223401 Long DBT CORP US N 2 2027-04-22 Floating 7.752 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932RAJ3 1333125 PA USD 1269988.2 0.079831779665 Long DBT CORP US N 2 2028-04-21 Floating 6.533 N N N N N N ROCKET SOFTWARE INC 549300PVG26ISP5X1556 77313DAT8 696187.5 PA USD 665297.66 0.041820779284 Long DBT CORP US N 2 2025-11-28 Floating 7.365 N N N N N N CQP HOLDCO LP 549300LPL012JY5D4B69 12657QAB9 1091187.5 PA USD 1051173.65 0.066077041674 Long DBT CORP US N 2 2028-05-27 Floating 7.424 N N N N N N CENGAGE LEARNING INC 549300BYGM0FWUSVXJ88 15134NAF3 1235662.5 PA USD 1115766.16 0.070137343199 Long DBT CORP US N 2 2026-06-29 Floating 7.814 N N N N N N DIRECTV FINANCING LLC N/A 25460HAB8 819000 PA USD 760957.47 0.047833979150 Long DBT CORP US N 2 2027-07-22 Floating 8.115 N N N N N N FILTRATION GROUP CORP 549300ZA0D9WN5ECE978 31732FAR7 124062.5 PA USD 117497.11 0.007385898071 Long DBT CORP US N 2 2028-10-19 Floating 6.621 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 N/A 605425 PA USD 595586.84 0.037438739496 Long DBT CORP US N 2 2027-06-08 Floating 6.203 N N N N N N WHITE CAP BUYER LLC N/A 96350TAC4 78605 PA USD 73397.42 0.004613780397 Long DBT CORP US N 2 2027-10-19 Floating 6.784 N N N N N N DIAMOND SPORTS GROUP LLC 5493002K6DHWNZH8YA34 25277BAG3 72945.94 PA USD 13911.52 0.000874481668 Long DBT CORP US N 2 2026-08-24 Floating 5.946 N N N N N N PROOFPOINT INC 529900C5FODDK0WSR085 74345HAD3 435000 PA USD 417056.25 0.026216261425 Long DBT CORP US N 2 2029-08-31 Floating 9.32 N N N N N N ENVISION HEALTHCARE CORP 549300OL60X0LPKY8N60 29373UAG6 1883459.73 PA USD 483427.61 0.030388381913 Long DBT CORP US N 2 2027-03-31 Floating 6.325 N N N N N N BRAND INDUSTRIAL SERVICES INC 549300B658W2BPDQMW42 10524MAN7 1626246.61 PA USD 1411386.9 0.088720137733 Long DBT CORP US N 2 2024-06-21 Floating 6.952 N N N N N N TIAA REAL ESTATE CDO LTD N/A 88631FAA6 4414161.5 PA USD 44.14 0.000002774652 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 0.000000037716 Long ABS-MBS CORP US N 2 2049-12-15 Variable 7.004 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-UBS1 N/A 92938JAQ5 2518000 PA USD 2415620.64 0.151846524784 Long ABS-MBS CORP US N 2 2046-03-15 Variable 5.203 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK N/A 35563GAB5 1650000 PA USD 1463563.7 0.091999984586 Long ABS-MBS CORP US N 2 2051-11-25 Floating 6.281 N N N N N N READY CAPITAL MORTGAGE FINANCING 2022-FL9 LLC N/A 75574EAA5 3793864.72 PA USD 3742032.94 0.235225137656 Long ABS-MBS CORP US N 2 2037-06-25 Floating 5.531 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014 C19 N/A 61764PBZ4 1678000 PA USD 1517469.94 0.095388544475 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 4 N N N N N N BWAY 2022-26BW MORTGAGE TRUST N/A 12429EAN7 5915000 PA USD 4084319.33 0.256741346757 Long ABS-MBS CORP US N 2 2044-02-10 Variable 5.029 N N N N N N RREF 2012 LT1 LLC N/A 76243NAE6 2575000 PA USD 2555687.5 0.160651163053 Long ABS-MBS CORP US N 2 2037-01-19 Floating 6.268 N N N N N N BBCMS TRUST 2021-C10 N/A 05551VAE3 308000 PA USD 177952.94 0.011186166845 Long ABS-MBS CORP US N 2 2054-07-15 Fixed 2 N N N N N N COMM 2014-UBS3 MORTGAGE TRUST N/A 12591YAG0 165000 PA USD 149156.58 0.009376020368 Long ABS-MBS CORP US N 2 2047-06-10 Variable 4.926 N N N N N N BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 N/A 05492JAA0 282000 PA USD 189334.29 0.011901601387 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.5 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 5493002KQF9IH3CTQZ40 62548QAD3 568000 PA USD 530616.34 0.033354677423 Long ABS-MBS CORP US N 2 2050-03-25 Floating 6.834 N N N N N N CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST N/A 12597NAY9 2053000 PA USD 1611703.14 0.101312067276 Long ABS-MBS CORP US N 2 2053-03-15 Variable 3.734 N N N N N N COMM 2014-CCRE17 MORTGAGE TRUST N/A 12631DAJ2 226000 PA USD 159531.14 0.010028167835 Long ABS-MBS CORP US N 2 2047-05-10 Variable 5.007 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 549300HG8ZEWVWVSN227 62547NAB5 476068 PA USD 451408.72 0.028375666383 Long ABS-MBS CORP US N 2 2049-10-25 Floating 6.334 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C53 N/A 95002BAL7 250000 PA USD 163995.85 0.010308820636 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 2.5 N N N N N N BENCHMARK 2018-B3 MORTGAGE TRUST N/A 08161BAA1 3322000 PA USD 2432968.35 0.152937006225 Long ABS-MBS CORP US N 2 2051-04-10 Variable 3.187 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 549300P1YQ48837ZOI22 61762MBG5 254000 PA USD 56569.61 0.003555980001 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.206 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2018-H3 N/A 61767YBE9 2271437 PA USD 2024620.38 0.127268149485 Long ABS-MBS CORP US N 2 2051-07-15 Variable 5.025 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC24 N/A 36253GAS1 15237000 PA USD 10713194.12 0.673434093716 Long ABS-MBS CORP US N 2 2047-09-10 Variable 4.665 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C23 N/A 61690QAS8 4095000 PA USD 3530890.4 0.221952664155 Long ABS-MBS CORP US N 2 2050-07-15 Variable 4.281 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-P1 N/A 17324DAA2 850000 PA USD 705173.43 0.044327380278 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.225 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C29 549300NYO16WLNMVJJ46 94989KBC6 2716000 PA USD 2340024.12 0.147094508405 Long ABS-MBS CORP US N 2 2048-06-15 Variable 4.359 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C33 549300JPCJUA5JJLRW54 95000LAJ2 310000 PA USD 253855.28 0.015957407147 Long ABS-MBS CORP US N 2 2059-03-15 Fixed 3.123 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC16 549300PX4QZK7CUM8D08 94988XAC0 11010000 PA USD 1666571.59 0.104761111929 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 180096.33 0.011320900883 Long ABS-MBS CORP US N 2 2050-02-10 Variable 4.699 N N N N N N CD 2017-CD3 MORTGAGE TRUST N/A 12515GAM9 4873000 PA USD 3452797.77 0.217043741669 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 200912.37 0.012629402426 Long ABS-MBS CORP US N 2 2050-03-15 Variable 4.512 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2006-HQ10 549300T7A7LUR8384661 61750HAH9 1336154.56 PA USD 1240970.92 0.078007746101 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 5559.42 PA USD 5503.83 0.000345972147 Long ABS-MBS CORP US N 2 2045-01-12 Variable 5.566 N N N N N N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2008-C1 N/A 22546NAH7 10781406.85 PA USD 5218200.92 0.328017430473 Long ABS-MBS CORP US N 2 2041-02-15 Variable 6.01 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 N/A 12527DAG5 13980000 PA USD 11812772.87 0.742553892227 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.249 N N N N N N COMM 2012-LC4 MORTGAGE TRUST N/A 126192AF0 227071.24 PA USD 226681.7 0.014249269031 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 4982519.24 0.313202420421 Long ABS-MBS CORP US N 2 2045-03-15 Variable 5.336 N N N N N N GS MORTGAGE SECURITIES TRUST 2012-GCJ7 N/A 36192KAC1 136379.69 PA USD 122741.72 0.007715575583 Long ABS-MBS CORP US N 2 2045-05-10 Variable 5.431 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6 N/A 61761DAH5 2604000 PA USD 2477862.24 0.155759047513 Long ABS-MBS CORP US N 2 2045-11-15 Variable 4.536 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 N/A 92890NAE9 12891000 PA USD 9639427.01 0.605936821430 Long ABS-MBS CORP US N 2 2045-12-15 Variable 4.534 N N N N N N GS MORTGAGE SECURITIES CORP II 5493005BBCF84ICNQ550 36192CAQ8 273000 PA USD 265504.51 0.016689680693 Long ABS-MBS CORP US N 2 2046-02-10 Variable 4.541 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9 549300PFVBG5704L7K74 61762DAG6 389000 PA USD 343533.68 0.021594614068 Long ABS-MBS CORP US N 2 2046-05-15 Variable 4.241 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-GC11 N/A 17320DAS7 2758000 PA USD 2845483.76 0.178867829299 Long ABS-MBS CORP US N 2 2046-04-10 Variable 4.134 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAV9 180000 PA USD 175866.73 0.011055027157 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 336766.89 0.021169251936 Long ABS-MBS CORP US N 2 2046-04-15 Variable 4.303 N N N N N N COMM 2013-CCRE9 MORTGAGE TRUST 549300C72XVZH4MIKU63 12625UAJ2 192000 PA USD 160985.66 0.010119599330 Long ABS-MBS CORP US N 2 2045-07-10 Variable 4.433 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C11 N/A 61762TAN6 650000 PA USD 45685.84 0.002871823465 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.495 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15 5493003CHVRASC16O965 92938CAL1 22811996 PA USD 13743759.95 0.863936228777 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.671 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 549300V2DF3KW9L1CV04 94988QAU5 11277111 PA USD 4449340.16 0.279686648512 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.432 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC18 N/A 36252RBC2 401000 PA USD 367550.34 0.023104307393 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 265000 PA USD 262900.67 0.016526002652 Long ABS-MBS CORP US N 2 2045-11-15 Variable 4.978 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C2 N/A 90269CAV2 6847000 PA USD 68.47 0.000004304042 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 9906000 PA USD 6495225.52 0.408291520023 Long ABS-MBS CORP US N 2 2047-02-15 Variable 4.947 N N N N N N COMM 2014-CCRE16 MORTGAGE TRUST N/A 12591VAK7 389000 PA USD 368638.22 0.023172691805 Long ABS-MBS CORP US N 2 2047-04-10 Variable 5.081 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAC1 13371809 PA USD 9580620.34 0.602240219270 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 309455.2 0.019452432190 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 6951110.39 0.436948558327 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 3718343.5 0.233736013461 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 5072509.62 0.318859238482 Long ABS-MBS CORP US N 2 2047-11-15 Variable 4.084 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25 N/A 46643PAQ3 15725000 PA USD 9031921.08 0.567748844919 Long ABS-MBS CORP US N 2 2047-11-15 Variable 3.332 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2014-C21 5493000F7E2NMQ4HIO61 92939FAY5 180000 PA USD 162838.26 0.010236054235 Long ABS-MBS CORP US N 2 2047-08-15 Variable 4.234 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17 N/A 61763UAG7 9096000 PA USD 6324421.51 0.397554736726 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 225957.26 0.014203730550 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.699 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C18 N/A 46641JAG1 7852000 PA USD 3909769.92 0.245769126669 Long ABS-MBS CORP US N 2 2047-02-15 Variable 4.447 N N N N N N CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST 549300UFJ8EKD81Y8R30 126281AL8 272000 PA USD 182168.55 0.011451161157 Long ABS-MBS CORP US N 2 2050-04-15 Variable 3.901 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014 C19 N/A 61764PAN2 3933000 PA USD 3395056.06 0.213414083165 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.25 N N N N N N CSMC 2022-NWPT N/A 12663MAA2 2015000 PA USD 2005553.68 0.126069611898 Long ABS-MBS CORP US N 2 2024-09-09 Floating 5.989 N N N N N N COMM 2015-LC19 MORTGAGE TRUST N/A 200474AG9 3181000 PA USD 2664218.24 0.167473432836 Long ABS-MBS CORP US N 2 2048-02-10 Variable 4.356 N N N N N N TOTAL S.A. 529900S21EQ1BO4ESM68 F92124BF6 800000 PA USD 795384 0.049998039539 Long DBT CORP FR N 2 2022-12-02 Fixed .5 N N N N N TOTAL S.A. EUR XXXX N N N LIBERTY MEDIA CORP 549300ZKUTPIBZLWLL89 531229AB8 380000 PA USD 455050 0.028604558166 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 SPLUNK INC 549300XGDSGBP6UEI867 848637AF1 1440000 PA USD 1132958.01 0.071218027242 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 531000 PA USD 897390 0.056410162515 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 1147000 PA USD 890645.5 0.055986201537 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 980000 PA USD 753130 0.047341942404 Long DBT CORP US N 2 2026-06-15 Fixed .375 N N N N N COUPA SOFTWARE INC USD XXXX N N N DATADOG INC 549300F6JNO0KRPO1K63 23804LAB9 229000 PA USD 271937.5 0.017094060073 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 116000 PA USD 147726 0.009286093747 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 195000 PA USD 196657.5 0.012361940221 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 251000 PA USD 246293.75 0.015482087458 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 213000 PA USD 209059.5 0.013141533079 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 DELIVERY HERO AG 529900C3EX1FZGE48X78 D1T28ZAC7 800000 PA 498126.6 0.031312364144 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 834000 PA USD 558782.7 0.035125221940 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 29404KAE6 245000 PA USD 204881.25 0.012878887227 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 298000 PA USD 339869 0.021364251356 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 389655.75 0.024493859060 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 395000 PA USD 322912.5 0.020298361474 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 305000 PA USD 323605 0.020341892199 Long DBT CORP US N 2 2025-09-15 Fixed .25 N N N N N OMNICELL INC USD XXXX N N N WINNEBAGO INDUSTRIES INC 549300B7OYKYJLTE3G11 974637AB6 97000 PA USD 101425.63 0.006375640771 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 764000 PA USD 712430 0.044783530104 Long DBT CORP US N 2 2026-12-15 Fixed .5 N N N N N LUMENTUM HOLDINGS INC USD XXXX N N N MONGODB INC 549300TPTG69WKWE1Z37 60937PAD8 76000 PA USD 88616 0.005570424187 Long DBT CORP US N 2 2026-01-15 Fixed .25 N N N N N MONGODB INC USD XXXX N N N INTEGRA LIFESCIENCES HOLDINGS CORP WB7IJCYY8YFTENS4O147 457985AM1 253000 PA USD 220660.89 0.013870799391 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 PEGASYSTEMS INC 549300FMCOKPL06FYN26 705573AB9 286000 PA USD 229872.5 0.014449843526 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 1500000 PA USD 948750 0.059638665114 Long DBT CORP US N 2 2028-03-01 Fixed .375 N N N N N EXACT SCIENCES CORP USD XXXX N N N BLOCK INC 549300OHIIUWSTIZME52 852234AF0 227000 PA USD 205718.75 0.012931532689 Long DBT CORP US N 2 2025-03-01 Fixed .125 N N N N N BLOCK INC USD XXXX N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAN8 784000 PA USD 941819.2 0.059202993271 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 386000 PA USD 366700 0.023050854806 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 SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 583000 PA USD 665494.5 0.041833152695 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 36000 PA USD 44506.8 0.002797708712 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 940000 PA USD 865975 0.054435407664 Long DBT CORP US N 2 2025-11-15 Fixed .25 N N N N N DEXCOM INC USD XXXX N N N BIOMARIN PHARMACEUTICAL INC NSLL8ITTRR0J5HEMR848 09061GAK7 966000 PA USD 959334.6 0.060304015748 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 223000 PA USD 202707 0.012742213322 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 108000 PA USD 97146 0.006106622146 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 ENVISTA HOLDINGS CORP 549300BX623VURJZ5269 29415FAB0 150000 PA USD 246525 0.015496623891 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 341000 PA USD 309287 0.019441859095 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 628000 PA USD 459256.4 0.028868973534 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 MATCH GROUP FINANCECO 2 INC 549300IPGK4BWL134U96 44932FAA5 474000 PA USD 419016 0.026339451806 Long DBT CORP US N 2 2026-06-15 Fixed .875 N N N N N MATCH GROUP INC USD XXXX N N N CELLNEX TELECOM SA 5493008T4YG3AQUI7P67 E2R41MDB7 600000 PA 547279.68 0.034402139192 Long DBT CORP ES N 2 2028-07-05 Fixed .5 N N N N N CELLNEX TELECOM SA EUR XXXX N N N IRONWOOD PHARMACEUTICALS INC 549300PC8MR6QHH6P296 46333XAH1 134000 PA USD 136093.75 0.008554887568 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 690000 PA USD 642045 0.040359111191 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 529000 PA USD 623426.5 0.039188747569 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 539000 PA USD 497766.5 0.031289728166 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 JAZZ INVESTMENTS I LTD N/A 472145AD3 1008000 PA USD 950670.01 0.059759357428 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 366526.98 0.023039978725 Long DBT CORP DE N 2 2025-06-30 Fixed .05 N N N N N DEUTSCHE POST AG EUR XXXX N N N BLACKSTONE MORTGAGE TRUST INC 549300OLDJ20R2Y2UW20 09257WAC4 156000 PA USD 153860.32 0.009671698655 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 GUIDEWIRE SOFTWARE INC 549300WXSG0J8IXZCK32 40171VAA8 176000 PA USD 157872 0.009923873875 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 1277000 PA USD 1214746.25 0.076359256708 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 758000 PA USD 770128 0.048410440987 Long DBT CORP US N 2 2025-05-01 Fixed .125 N N N N N AKAMAI TECHNOLOGIES INC USD XXXX N N N NEXITY SA 969500JJ71T2DIPDVV84 F6527BAV2 2850 NS 158287.4 0.009949986024 Long DBT CORP FR N 2 2025-03-02 Fixed .25 N N N N N NEXITY SA EUR XXXX N N N SIKA AG 549300R3N69ECGYPU434 H7631KBG3 640000 PA 768001.24 0.048276752315 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 572476.67 0.035986028361 Long DBT CORP DE N 2 2023-09-12 Fixed .05 N N N N N ADIDAS AG EUR XXXX N N N VIAVI SOLUTIONS INC 5493006K3E3N1QOBF092 925550AB1 310000 PA USD 346735 0.021795849853 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 185000 PA USD 259555 0.016315692989 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 346732.3 0.021795680130 Long DBT CORP GB N 2 2023-04-28 Fixed 1 N N N N N BP PLC GBP XXXX N N N ALNYLAM PHARMACEUTICALS INC 529900S3ZI14OWRJII50 02043QAA5 291000 PA USD 282561 0.017761855972 Long DBT CORP US N 2 2027-09-15 Fixed 1 N N N N N ALNYLAM PHARMACEUTICALS INC USD XXXX N N N SAREPTA THERAPEUTICS INC 549300IKDPIED8J8IG21 803607AC4 83000 PA USD 85448.5 0.005371314336 Long DBT CORP US N 2 2027-09-15 Fixed 1.25 N N N N N SAREPTA THERAPEUTICS INC USD XXXX N N N LIBERTY MEDIA CORP-LIBERTY FORMULA ONE N/A 531229AL6 240000 PA USD 222120 0.013962519415 Long DBT CORP US N 2 2027-08-15 Fixed 2.25 N N N N N LIBERTY MEDIA CORP-LIBERTY FORMULA ONE USD XXXX N N N HALOZYME THERAPEUTICS INC 529900242I3SV9AGM753 40637HAE9 99000 PA USD 92441.25 0.005810880370 Long DBT CORP US N 2 2028-08-15 Fixed 1 N N N N N HALOZYME THERAPEUTICS INC USD XXXX N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BP6 926000 PA USD 975541 0.061322754154 Long DBT CORP US N 2 2025-08-15 Fixed 6 N N N N N ROYAL CARIBBEAN CRUISES LTD USD XXXX N N N BEAUTY HEALTH CO/THE 5493001Z2JZQT4C63C50 88331LAA6 571000 PA USD 459655 0.028894029632 Long DBT CORP US N 2 2026-10-01 Fixed 1.25 N N N N N BEAUTY HEALTH CO/THE USD XXXX N N N SEA LTD 529900OM6JLLW44YKI15 81141RAG5 485000 PA USD 335862.5 0.021112401751 Long DBT CORP SG N 2 2026-09-15 Fixed .25 N N N N N SEA LTD SGD XXXX N N N IMPINJ INC 549300M26VGKSMMWWN17 453204AD1 154000 PA USD 151731.42 0.009537875462 Long DBT CORP US N 2 2027-05-15 Fixed 1.125 N N N N N IMPINJ INC USD XXXX N N N PERFICIENT INC 549300HTBXKL2755T650 71375UAF8 456000 PA USD 337440 0.021211563801 Long DBT CORP US N 2 2026-11-15 Fixed .125 N N N N N PERFICIENT INC USD XXXX N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AA0 993000 PA USD 1041160.5 0.065447612531 Long DBT CORP US N 2 2028-02-15 Fixed .25 N N N N N WOLFSPEED INC USD XXXX N N N NCL CORP LTD UNZWILHE4KMRP9K2L524 62886HBJ9 1008000 PA USD 660240 0.041502853496 Long DBT CORP US N 2 2027-02-15 Fixed 2.5 N N N N N NORWEGIAN CRUISE LINE HOLDINGS LTD USD XXXX N N N ASCENDIS PHARMA A/S 549300B66JN3W3J8GH73 04351PAC5 209000 PA USD 192301.57 0.012088125359 Long DBT CORP DK N 2 2028-04-01 Fixed 2.25 N N N N N ASCENDIS PHARMA A/S DKK XXXX N N N CONMED CORP Z6C0YCECH9DCU5ZIQW84 207410AG6 467000 PA USD 401620 0.025245934843 Long DBT CORP US N 2 2027-06-15 Fixed 2.25 N N N N N CONMED CORP USD XXXX N N N JETBLUE AIRWAYS CORP 54930070J9H97ZO93T57 477143AP6 524000 PA USD 372040 0.023386528557 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 753422AF1 167000 PA USD 126696.02 0.007964143881 Long DBT CORP US N 2 2027-03-15 Fixed .25 N N N N N RAPID7 INC USD XXXX N N N TYLER TECHNOLOGIES INC 25490040SMU4Z8LBCW70 902252AB1 404000 PA USD 381780 0.023998787422 Long DBT CORP US N 2 2026-03-15 Fixed .25 N N N N N TYLER TECHNOLOGIES INC USD XXXX N N N JOHN BEAN TECHNOLOGIES CORP 5493007CT6ATBZ2L6826 477839AB0 193000 PA USD 159611 0.010033187855 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 INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA 959800TZHQRUSH1ESL13 E67674BK1 600000 PA 347297.55 0.021831211888 Long DBT CORP GB N 2 2028-05-18 Fixed 1.125 N N N N N INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA EUR XXXX N N N ETSY INC 54930089Q7XT501AEA40 29786AAN6 1133000 PA USD 873543 0.054911134060 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 179000 PA USD 138389.38 0.008699191451 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 08265TAD1 844000 PA USD 635954 0.039976229390 Long DBT CORP US N 2 2027-07-01 Fixed .375 N N N N N BENTLEY SYSTEMS INC USD XXXX N N N JET2 PLC I72RQ3PNLDPW8R7JIJ56 G5112PAA9 400000 PA 327926.99 0.020613573584 Long DBT CORP GB N 2 2026-06-10 Fixed 1.625 N N N N N JET2 PLC GBP XXXX N N N UPWORK INC 5493004QJ6WWBXVE2S70 91688FAB0 679000 PA USD 496552.7 0.031213428391 Long DBT CORP US N 2 2026-08-15 Fixed .25 N N N N N UPWORK INC USD XXXX N N N BLOCK INC 549300OHIIUWSTIZME52 852234AK9 568000 PA USD 406120 0.025528805983 Long DBT CORP US N 2 2027-11-01 Fixed .25 N N N N N BLOCK INC USD XXXX N N N HALOZYME THERAPEUTICS INC 529900242I3SV9AGM753 40637HAD1 1475000 PA USD 1248218.75 0.078463346529 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 15677JAD0 566000 PA USD 456479 0.028694385468 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 12685JAG0 568000 PA USD 408960 0.025707329102 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 SILICON LABORATORIES INC 4PRDF8Q9TDHRVZKZSZ47 826919AD4 158000 PA USD 187040.4 0.011757406881 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 518000 PA USD 1121988 0.070528449637 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 421000 PA USD 358902.5 0.022560701983 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 79000 PA USD 93378 0.005869764712 Long DBT CORP US N 2 2025-06-01 Fixed .375 N N N N N HUBSPOT INC USD XXXX N N N LIBERTY MEDIA CORP 549300ZKUTPIBZLWLL89 531229AK8 845000 PA USD 874575 0.054976005840 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 QIAGEN NV 54930036WK3GMCN17Z57 N72482AT4 400000 PA USD 415522.22 0.026119831911 Long DBT CORP NL N 2 2024-11-13 Fixed 1 N N N N N QIAGEN NV EUR XXXX N N N YANDEX NV 549300GGZHJ5Q1B18P93 N97284AB4 200000 PA USD 140000 0.008800435432 Long DBT CORP RU N 2 2022-10-13 Fixed .75 N N N N N YANDEX NV RUB XXXX N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CG5 482000 PA USD 513089 0.032252904394 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 1750713 0.110050262257 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 DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 1439000 PA USD 990032 0.062233662081 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 LIBERTY TRIPADVISOR HOLDINGS INC 5299006PCRAU736ZJ155 531465AA0 951000 PA USD 676636.5 0.042533541636 Long DBT CORP US N 2 2051-06-30 Fixed .5 N N N N N TRIPADVISOR INC USD XXXX N N N LIBERTY BROADBAND CORP 549300MIX43II8JLN536 530307AC1 692000 PA USD 653940 0.041106833901 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 SOFI TECHNOLOGIES INC 549300SW81JCMVZDDY09 83406FAA0 997304 PA USD 677643.49 0.042596841282 Long DBT CORP US N 2 2026-10-15 Fixed 0 N N N N N SOFI TECHNOLOGIES INC USD XXXX N N N 3D SYSTEMS CORP 5493003HHDOCCW4OP744 88554DAD8 388000 PA USD 267332 0.016804557177 Long DBT CORP US N 2 2026-11-15 Fixed 0 N N N N N 3D SYSTEMS CORP USD XXXX N N N DIGITALOCEAN HOLDINGS INC 549300EPISPY3RE3DL21 25402DAB8 464000 PA USD 336400 0.021146189137 Long DBT CORP US N 2 2026-12-01 Fixed 0 N N N N N DIGITALOCEAN HOLDINGS INC USD XXXX N N N UNITY SOFTWARE INC 549300D1ESJMGNQNG432 91332UAB7 670000 PA USD 485750 0.030534367935 Long DBT CORP US N 2 2026-11-15 Fixed 0 N N N N N UNITY SOFTWARE INC USD XXXX N N N SPOTIFY USA INC N/A 84921RAB6 1182000 PA USD 927870 0.058326143029 Long DBT CORP US N 2 2026-03-15 Fixed 0 N N N N N SPOTIFY TECHNOLOGY SA SEK XXXX N N N BLACKLINE INC 529900P9N7PK9LV5EK56 09239BAD1 123000 PA USD 99507 0.006255035204 Long DBT CORP US N 2 2026-03-15 Fixed 0 N N N N N BLACKLINE INC USD XXXX N N N DRAFTKINGS HOLDINGS INC 5493008P45UYYL683Z97 26142RAB0 596000 PA USD 384680.72 0.024181127416 Long DBT CORP US N 2 2028-03-15 Fixed 0 N N N N N DRAFTKINGS HOLDINGS INC USD XXXX N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370CZ1 1257000 PA USD 1149526.5 0.072259526716 Long DBT CORP US N 2 2026-03-15 Fixed 0 N N N N N FORD MOTOR CO USD XXXX N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAF3 901000 PA USD 621239.5 0.039051272196 Long DBT CORP US N 2 2027-05-01 Fixed 0 N N N N N SNAP INC USD XXXX N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AS4 453000 PA USD 597280.5 0.037545203392 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 18915MAC1 488000 PA USD 379176 0.023835099323 Long DBT CORP US N 2 2026-08-15 Fixed 0 N N N N N CLOUDFLARE INC USD XXXX N N N NOVOCURE LTD 213800YPP55UMHWA4826 67011XAB9 265000 PA USD 236916.49 0.014892630521 Long DBT CORP JE N 2 2025-11-01 Fixed 0 N N N N N NOVOCURE LTD GBP XXXX N N N BLOCK INC 549300OHIIUWSTIZME52 852234AJ2 495000 PA USD 386347.5 0.024285901629 Long DBT CORP US N 2 2026-05-01 Fixed 0 N N N N N BLOCK INC USD XXXX N N N GUARDANT HEALTH INC 254900M8C3E5VC8BR186 40131MAB5 556000 PA USD 404608.19 0.025433773222 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 82452JAB5 785000 PA USD 692762.5 0.043547226077 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 90353TAJ9 696000 PA USD 577615.65 0.036309065944 Long DBT CORP US N 2 2025-12-15 Fixed 0 N N N N N UBER TECHNOLOGIES INC USD XXXX N N N VAIL RESORTS INC 529900PSZHRNU9HKH870 91879QAN9 849000 PA USD 739160.63 0.046463824272 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 811000 PA USD 809343.26 0.050875522155 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 25470MAF6 379000 PA USD 248624 0.015628567563 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 10316TAB0 146000 PA USD 160746 0.010104534242 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 256163AD8 273000 PA USD 254709 0.016011072203 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 011642AB1 134000 PA USD 109545 0.006886026424 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 EXPEDIA GROUP INC CI7MUJI4USF3V0NJ1H64 30212PBE4 651000 PA USD 563070.86 0.035394776764 Long DBT CORP US N 2 2026-02-15 Fixed 0 N N N N N EXPEDIA GROUP INC USD XXXX N N N ENPHASE ENERGY INC 5493008U7KIGMI59Z314 29355AAK3 662000 PA USD 785794 0.049395209712 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 90184LAN2 496000 PA USD 454050.41 0.028541723685 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 819047AB7 523000 PA USD 346814.38 0.021800839700 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 009066AB7 1658000 PA USD 1372824 0.086296064079 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 29978AAE4 185000 PA USD 157170.11 0.009879752891 Long DBT CORP US N 2 2026-03-15 Fixed 0 N N N N N EVERBRIDGE INC USD XXXX N N N BILL.COM HOLDINGS INC 549300IBF9VZZIGOZW63 090043AD2 821000 PA USD 640790.5 0.040280253004 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 ILLUMINA INC SQ95QG8SR5Q56LSNF682 452327AK5 362000 PA USD 345722.16 0.021732182474 Long DBT CORP US N 2 2023-08-15 Fixed 0 N N N N N ILLUMINA INC USD XXXX N N N CYBERARK SOFTWARE LTD 529900YEXNDM894PWS93 23248VAB1 518000 PA USD 589225 0.037038832622 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 860000 PA USD 723475 0.045477821599 Long DBT CORP US N 2 2025-03-01 Fixed 0 N N N N N RINGCENTRAL INC USD XXXX N N N FIVERR INTERNATIONAL LTD 549300Z8OREY6THCPF67 33835LAA3 224000 PA USD 173891.2 0.010930844841 Long DBT CORP IL N 2 2025-11-01 Fixed 0 N N N N N FIVERR INTERNATIONAL LTD ILS XXXX N N N SOLAREDGE TECHNOLOGIES INC 5493000K6Y58XXPDF853 83417MAD6 396000 PA USD 431046 0.027095660650 Long DBT CORP IL N 2 2025-09-15 Fixed 0 N N N N N SOLAREDGE TECHNOLOGIES INC ILS XXXX N N N NEXI SPA 5493000P70CQRQG8SN85 T6S18JAC8 600000 PA 409562.66 0.025745212461 Long DBT CORP IT N 2 2028-02-24 Fixed 0 N N N N N NEXI SPA EUR XXXX N N N WIX.COM LTD 5493008P6N29Q1AG9464 92940WAD1 439000 PA USD 367223.5 0.023083762148 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 808000 PA USD 609219.02 0.038295661781 Long DBT CORP US N 2 2026-09-01 Fixed 0 N N N N N CHEGG INC USD XXXX N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XDN1 444246.96 PA USD 470074.37 0.029548993866 Long ABS-CBDO CORP US N 2 2029-01-25 Floating 13.834 N N N N N N STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2006-AR7 N/A 86361HAA2 7500702.01 PA USD 6750631.81 0.424346424051 Long ABS-CBDO CORP US N 2 2036-08-25 Floating 3.504 N N N N N N BEAR STEARNS ALT-A TRUST 2005-8 N/A 07386HWZ0 51998.7 PA USD 43834.15 0.002755425763 Long ABS-CBDO CORP US N 2 2035-10-25 Variable 3.339 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XEQ3 3761000 PA USD 4036675.66 0.253746453604 Long ABS-CBDO CORP US N 2 2029-07-25 Floating 8.834 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0MX4 250000 PA USD 260709.95 0.016388293438 Long ABS-CBDO CORP US N 2 2029-07-25 Floating 8.034 N N N N N N AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-1 N/A 026932AC7 6822852.9 PA USD 4036626.29 0.253743350193 Long ABS-CBDO CORP US N 2 2047-05-25 Floating 3.274 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XGQ1 395000 PA USD 417881.32 0.026268125534 Long ABS-CBDO CORP US N 2 2029-09-25 Floating 8.584 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0PR4 250000 PA USD 262092.65 0.016475210310 Long ABS-CBDO CORP US N 2 2029-10-25 Floating 8.234 N N N N N N BEAR STEARNS MORTGAGE FUNDING TRUST 2006-AR2 N/A 07401AAX5 3644522.91 PA USD 2812150.32 0.176772480824 Long ABS-CBDO CORP US N 2 2046-09-25 Floating 3.544 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XJW5 393000 PA USD 409270.71 0.025726860410 Long ABS-CBDO CORP US N 2 2029-10-25 Floating 7.934 N N N N N N BEAR STEARNS ALT-A TRUST 2005-7 N/A 07386HVR9 1422591.81 PA USD 1190883.33 0.074859227517 Long ABS-CBDO CORP US N 2 2035-09-25 Variable 3.634 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XNW0 320000 PA USD 317358.24 0.019949219285 Long ABS-CBDO CORP US N 2 2030-01-25 Floating 6.684 N N N N N N JP MORGAN ALTERNATIVE LOAN TRUST 2007-A2 N/A 466278AC2 4022519.03 PA USD 1751863.76 0.110122599321 Long ABS-CBDO CORP US N 2 2037-06-25 Floating 3.484 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA10 N/A 02146QAC7 3795502.37 PA USD 3271200.4 0.205628485031 Long ABS-CBDO CORP US N 2 2046-08-25 Floating 3.464 N N N N N N ALTERNATIVE LOAN TRUST 2005-38 N/A 12667GZ30 505964.48 PA USD 437697.42 0.027513770595 Long ABS-CBDO CORP US N 2 2035-09-25 Floating 3.784 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA10 N/A 02146QAD5 7832572.07 PA USD 6483656.69 0.407564300440 Long ABS-CBDO CORP US N 2 2046-08-25 Floating 3.464 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA10 N/A 02146QAA1 2414685.09 PA USD 2215723.49 0.139280939345 Long ABS-CBDO CORP US N 2 2046-08-25 Floating 2.064 N N N N N N ALTERNATIVE LOAN TRUST 2005-59 N/A 12668AEV3 10445948.7 PA USD 9224517.5 0.579855504623 Long ABS-CBDO CORP US N 2 2035-11-20 Floating 3.674 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST N/A 92922F4V7 100861.72 PA USD 94379.9 0.005932744400 Long ABS-CBDO CORP US N 2 2045-10-25 Floating 4.064 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XAT1 40725.71 PA USD 41484.73 0.002607740627 Long ABS-CBDO CORP US N 2 2025-02-25 Floating 7.384 N N N N N N MELLO WAREHOUSE SECURITIZATION TRUST 2021-3 N/A 58552FAE6 4649000 PA USD 4336638.34 0.272602183585 Long ABS-CBDO CORP US N 2 2055-11-25 Floating 6.334 N N N N N N MELLO WAREHOUSE SECURITIZATION TRUST 2021-3 N/A 58552FAD8 3726000 PA USD 3477628.57 0.218604612041 Long ABS-CBDO CORP US N 2 2055-11-25 Floating 5.084 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2022-A N/A 17330VAA4 206204.77 PA USD 203898.58 0.012817116342 Long ABS-CBDO CORP US N 2 2062-09-25 Variable 6.17 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 N/A 20754RAJ5 185000 PA USD 162241.86 0.010198564380 Long ABS-CBDO CORP US N 2 2041-10-25 Floating 8.281 N N N N N N ALTERNATIVE LOAN TRUST 2005-65CB N/A 12668AY90 351779.3 PA USD 247848.08 0.015579793035 Long ABS-CBDO CORP US N 2 2035-12-25 Floating 3.509 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 N/A 20754BAF8 1471000 PA USD 1299076.88 0.081660301452 Long ABS-CBDO CORP US N 2 2042-01-25 Floating 6.781 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 N/A 20754BAB7 3600000 PA USD 3286407.6 0.206584413472 Long ABS-CBDO CORP US N 2 2042-01-25 Floating 5.281 N N N N N N FREDDIE MAC STACR REMIC TRUST 2022-HQA1 N/A 35564KUL1 4969000 PA USD 4534212.5 0.285021745284 Long ABS-CBDO CORP US N 2 2042-03-25 Floating 13.281 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0AM1 228942.04 PA USD 229487.22 0.014425624729 Long ABS-CBDO CORP US N 2 2024-02-25 Floating 7.584 N N N N N N COLT 2020-2 MORTGAGE LOAN TRUST N/A 19688JAC1 410000 PA USD 374448.12 0.023537903590 Long ABS-CBDO CORP US N 2 2065-03-25 Variable 3.698 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-DNA3 N/A 35565WBE1 239000 PA USD 262431.56 0.016496514279 Long ABS-CBDO CORP US N 2 2050-06-25 Floating 12.434 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-HQA3 N/A 35565MBE3 3318000 PA USD 3692379.89 0.232103934366 Long ABS-CBDO CORP US N 2 2050-07-25 Floating 13.084 N N N N N N 1SHARPE MORTGAGE TRUST 2020-1 N/A 68257LAA8 8350790.82 PA USD 8329913.84 0.523620492147 Long ABS-CBDO CORP US N 2 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 503357.57 0.031641184242 Long ABS-CBDO CORP US N 2 2050-08-25 Floating 13.084 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-DNA5 N/A 35566ABE8 256000 PA USD 309256.7 0.019439954430 Long ABS-CBDO CORP US N 2 2050-10-25 Floating 13.781 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-2 N/A 35563PBH1 192773 PA USD 187516.93 0.011787361677 Long ABS-CBDO CORP US N 2 2056-08-25 Variable 4 N N N N N N EAGLE RE N/A 26982LAH3 686000 PA USD 619980.53 0.038972133023 Long ABS-CBDO CORP US N 2 2030-01-25 Floating 5.934 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2020-R02 N/A 20754WAC9 126000 PA USD 113936.55 0.007162080368 Long ABS-CBDO CORP US N 2 2040-01-25 Floating 6.084 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1 N/A 20753VBE7 239000 PA USD 236719.51 0.014880248308 Long ABS-CBDO CORP US N 2 2040-02-25 Floating 6.734 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1 N/A 20753VBT4 1645000 PA USD 1534349.08 0.096449571487 Long ABS-CBDO CORP US N 2 2040-02-25 Floating 9.834 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-HQA2 N/A 35565LAH9 469529.35 PA USD 475863.72 0.029912913872 Long ABS-CBDO CORP US N 2 2050-03-25 Floating 6.184 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2 N/A 35563PKR9 5008000 PA USD 4311047.66 0.270993546963 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 776766.94 0.048827766435 Long ABS-CBDO CORP US N 2 2048-10-25 Floating 7.334 N N N N N N OAKTOWN RE III LTD 2549008N2FD0KB1Y5E03 67400KAD2 317000 PA USD 308282.5 0.019378715971 Long ABS-CBDO CORP BM N 2 2029-07-25 Floating 6.584 N N N N N N OAKTOWN RE III LTD 2549008N2FD0KB1Y5E03 67400KAE0 383000 PA USD 380868.38 0.023941482758 Long ABS-CBDO CORP BM N 2 2029-07-25 Floating 7.434 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XWW0 28000 PA USD 28705.83 0.001804455739 Long ABS-CBDO CORP US N 2 2030-05-25 Floating 7.534 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XR30 368000 PA USD 378493.59 0.023792202858 Long ABS-CBDO CORP US N 2 2030-12-25 Floating 7.584 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711X3M4 313000 PA USD 309087.5 0.019429318475 Long ABS-CBDO CORP US N 2 2031-03-25 Floating 6.834 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711X5V2 1624000 PA USD 1608193.61 0.101091457332 Long ABS-CBDO CORP US N 2 2031-03-25 Floating 7.184 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA1 5493007222WHFWMBOC78 35563KBE9 111000 PA USD 118301.58 0.007436467259 Long ABS-CBDO CORP US N 2 2049-01-25 Floating 13.834 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA2 549300Y6KOVOWQ8OJC33 35564LBE6 2996000 PA USD 3143207.86 0.197582841574 Long ABS-CBDO CORP US N 2 2049-03-25 Floating 13.584 N N N N N N STACR TRUST 2018-DNA3 549300BL200YC56BUV20 35563WBE3 2734000 PA USD 2669067.5 0.167778258547 Long ABS-CBDO CORP US N 2 2048-09-25 Floating 10.834 N N N N N N FREDDIE MAC STACR TRUST 2018-HQA2 5493005RUXPCBST1N217 35563XBE1 2017000 PA USD 2221482.05 0.139642923884 Long ABS-CBDO CORP US N 2 2048-10-25 Floating 14.084 N N N N N N FREDDIE MAC STACR TRUST 2019-HQA1 54930047IR7X5WWFY307 35563MBE5 570000 PA USD 640404.86 0.040256011576 Long ABS-CBDO CORP US N 2 2049-02-25 Floating 15.334 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XDY7 416400.14 PA USD 430598.09 0.027067504915 Long ABS-CBDO CORP US N 2 2029-04-25 Floating 12.334 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 549300Z5THZ1JXIHVK60 20754PAD2 4100000 PA USD 4018045.92 0.252575383433 Long ABS-CBDO CORP US N 2 2039-11-25 Floating 12.334 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA10 N/A 02146QAB9 2161854.66 PA USD 1754945.41 0.110316312621 Long ABS-CBDO CORP US N 2 2046-08-25 Floating 3.464 N N N N N N CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2006-4 5493000OPBL8EFF3O717 16678XAB0 2069074.01 PA USD 1802316.16 0.113294049955 Long ABS-CBDO CORP US N 2 2047-11-25 Floating 3.264 N N N N N N BELLEMEADE RE 2017-1 LTD N/A 078767AC4 150000 PA USD 152015.09 0.009555707030 Long ABS-CBDO CORP BM N 2 2027-10-25 Floating 7.834 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XSW5 70000 PA USD 72296.91 0.004544602060 Long ABS-CBDO CORP US N 2 2030-02-25 Floating 7.534 N N N N N N GSR MORTGAGE LOAN TRUST 2007-OA1 N/A 3622NAAE0 4185308.28 PA USD 3086390.3 0.194011275372 Long ABS-CBDO CORP US N 2 2037-05-25 Floating 3.394 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XLT9 201564.14 PA USD 201563.23 0.012670315650 Long ABS-CBDO CORP US N 2 2029-11-25 Floating 5.934 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XJ62 500000 PA USD 506094 0.031813196924 Long ABS-CBDO CORP US N 2 2030-10-25 Floating 6.834 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711X5R1 657225.43 PA USD 645552.19 0.040579574042 Long ABS-CBDO CORP US N 2 2031-03-25 Floating 5.184 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST 2005-2 N/A 41161PLQ4 10691729.4 PA USD 3783388.19 0.237824739136 Long ABS-CBDO CORP US N 2 2035-05-19 Floating 3.513 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XY32 217000 PA USD 221705.49 0.013936463211 Long ABS-CBDO CORP US N 2 2031-01-25 Floating 7.334 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R01 N/A 20754FAK8 86388.85 PA USD 86226.87 0.005420242871 Long ABS-CBDO CORP US N 2 2031-07-25 Floating 5.534 N N N N N N MORGAN STANLEY RE-REMIC TRUST 2010-R4 N/A 61759FAU5 139797.68 PA USD 119654.97 0.007521541697 Long ABS-CBDO CORP US N 2 2037-02-26 Floating 2.312 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R03 N/A 20753MAE8 314000 PA USD 312185.9 0.019624084683 Long ABS-CBDO CORP US N 2 2031-09-25 Floating 7.184 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XAX2 161348.8 PA USD 164139.78 0.010317868112 Long ABS-CBDO CORP US N 2 2025-05-25 Floating 7.084 N N N N N N BCAP LLC 2011-RR3 TRUST N/A 05533WAU8 5428686.13 PA USD 4342948.91 0.272998867612 Long ABS-CBDO CORP US N 2 2036-11-27 Variable 3.366 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0FZ7 8037732.4 PA USD 8273717.82 0.520087996108 Long ABS-CBDO CORP US N 2 2027-12-25 Floating 10.634 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA7 N/A 02146BAB2 261185.35 PA USD 226424.71 0.014233114575 Long ABS-CBDO CORP US N 2 2046-06-25 Floating 2.044 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBF0 451286.08 PA USD 467250.55 0.029371487826 Long ABS-CBDO CORP US N 2 2028-04-25 Floating 8.784 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0GZ6 6161803.99 PA USD 6358211.49 0.399678783420 Long ABS-CBDO CORP US N 2 2028-04-25 Floating 12.434 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0HM4 6314342.03 PA USD 6626301.46 0.416530986784 Long ABS-CBDO CORP US N 2 2028-05-25 Floating 13.584 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0HZ5 2087002.77 PA USD 2294839.24 0.144254175413 Long ABS-CBDO CORP US N 2 2028-07-25 Floating 13.084 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA7 N/A 02146BAA4 2136170.27 PA USD 1925543.88 0.121040175621 Long ABS-CBDO CORP US N 2 2046-06-25 Variable 2.481 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBQ6 5407810.7 PA USD 5929783.41 0.372747685883 Long ABS-CBDO CORP US N 2 2028-08-25 Floating 14.834 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XCH5 14082383.99 PA USD 15708258.59 0.987425110469 Long ABS-CBDO CORP US N 2 2028-09-25 Floating 15.334 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XCR3 7687441.13 PA USD 8328627.53 0.523539634375 Long ABS-CBDO CORP US N 2 2028-10-25 Floating 14.834 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XCL6 98430.58 PA USD 101810.79 0.006399852026 Long ABS-CBDO CORP US N 2 2028-10-25 Floating 8.384 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR10 TRUST N/A 92922FW46 112687.07 PA USD 101939.54 0.006407945284 Long ABS-CBDO CORP US N 2 2035-09-25 Variable 3.835 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XDB7 148354.92 PA USD 153134.43 0.009626069026 Long ABS-CBDO CORP US N 2 2029-01-25 Floating 13.334 N N N N N N CLOUD SOFTWARE GROUP HOLDINGS INC N/A 88632QAE3 847000 PA USD 715460.9 0.044974053246 Long DBT CORP US N 2 2029-03-31 Fixed 6.5 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BR2 140000 PA USD 137949.7 0.008671553055 Long DBT CORP US N 2 2029-01-15 Fixed 9.25 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAN4 745000 PA USD 694358.72 0.043647564870 Long DBT CORP US N 2 2029-07-15 Fixed 6.33 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAM6 1310000 PA USD 1239790.32 0.077933533285 Long DBT CORP US N 2 2027-07-15 Fixed 6.165 N N N N N N CAMELOT RETURN MERGER SUB INC N/A 13323NAA0 140000 PA USD 115388.26 0.007253335226 Long DBT CORP US N 2 2028-08-01 Fixed 8.75 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 05368VAA4 160000 PA USD 147668.8 0.009282498141 Long DBT CORP US N 2 2030-08-01 Fixed 7.125 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAL7 185000 PA USD 173097.1 0.010880927514 Long DBT CORP US N 2 2030-09-01 Fixed 5.875 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 443201AB4 454000 PA USD 370899.84 0.023314857811 Long DBT CORP US N 2 2029-01-15 Fixed 3 N N N N N N SYLVAMO CORP 5493001AOYU1ZOWOC971 87133LAA8 2064000 PA USD 1775040 0.111579463634 Long DBT CORP US N 2 2029-09-01 Fixed 7 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AR0 2680000 PA USD 2430224 0.152764495690 Long DBT CORP US N 2 2029-02-01 Fixed 5.375 N N N N N N OLYMPUS WATER US HOLDING CORP 549300YU2GGVCBN3MY89 681639AB6 2035000 PA USD 1393975 0.087625621292 Long DBT CORP US N 2 2029-10-01 Fixed 6.25 N N N N N N MATCH GROUP HOLDINGS II LLC 5493003RFFE030RC9167 57667JAA0 345000 PA USD 260475 0.016373524422 Long DBT CORP US N 2 2031-10-01 Fixed 3.625 N N N N N N ROLLER BEARING CO OF AMERICA INC 254900U9XW6S76H2P167 775631AD6 285000 PA USD 240394.65 0.015111268539 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 3578000 PA USD 3479605 0.218728850932 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 443000 PA USD 380816.09 0.023938195796 Long DBT CORP US N 2 2027-06-15 Fixed 4.875 N N N N N N ALTICE FRANCE SA/FRANCE 5493001ZMCICV4N02J21 02156LAH4 500000 PA USD 376191.95 0.023647521185 Long DBT CORP FR N 2 2029-10-15 Fixed 5.5 N N N N N N ROCKCLIFF ENERGY II LLC 5493007AZNVKZ5HEMT23 77289KAA3 1540000 PA USD 1348387.21 0.084759961275 Long DBT CORP US N 2 2029-10-15 Fixed 5.5 N N N N N N COBRA ACQUISITIONCO LLC N/A 19106CAA4 2142000 PA USD 1494045 0.093916046819 Long DBT CORP US N 2 2029-11-01 Fixed 6.375 N N N N N N LSF11 A5 HOLDCO LLC 254900FPK7P5WNA66Y10 50221DAA7 1300000 PA USD 975000 0.061288746757 Long DBT CORP US N 2 2029-10-15 Fixed 6.625 N N N N N N 180 MEDICAL INC 254900ZB648OPWVFVX59 682357AA6 300000 PA USD 253050 0.015906787043 Long DBT CORP US N 2 2029-10-15 Fixed 3.875 N N N N N N VERTIV GROUP CORP 549300ZT8RQ5VK10E643 92535UAB0 982000 PA USD 790510 0.049691658666 Long DBT CORP US N 2 2028-11-15 Fixed 4.125 N N N N N N LAMB WESTON HOLDINGS INC 5493005SMYID1D2OY946 513272AD6 505000 PA USD 427356.25 0.026863722032 Long DBT CORP US N 2 2030-01-31 Fixed 4.125 N N N N N N OPTION CARE HEALTH INC 549300DI3Q5ACSYJRI17 68404LAA0 225000 PA USD 190125 0.011951305617 Long DBT CORP US N 2 2029-10-31 Fixed 4.375 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAQ4 1115000 PA USD 919830.4 0.057820771738 Long DBT CORP NL N 2 2029-05-09 Fixed 5.125 N N N N N N DISH DBS CORP N/A 25470XBE4 345000 PA USD 282640.17 0.017766832618 Long DBT CORP US N 2 2026-12-01 Fixed 5.25 N N N N N N DISH DBS CORP N/A 25470XBF1 276000 PA USD 208584.24 0.013111658116 Long DBT CORP US N 2 2028-12-01 Fixed 5.75 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAJ4 325000 PA USD 299958.75 0.018855482940 Long DBT CORP US N 2 2027-05-15 Fixed 7.375 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DA4 1245000 PA USD 1011389.94 0.063576227594 Long DBT CORP US N 2 2026-12-01 Fixed 4.625 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 G4701HAA7 5290000 PA USD 4060075 0.255217342039 Long DBT CORP NG N 2 2028-11-29 Fixed 6.25 N N N N N N COVANTA HOLDING CORP 40XIFLS8XDQGGHGPGC04 22303XAA3 805000 PA USD 650649.3 0.040899979667 Long DBT CORP US N 2 2029-12-01 Fixed 4.875 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AQ6 37000 PA USD 30377.59 0.001909542995 Long DBT CORP US N 2 2030-01-15 Fixed 4.125 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AP2 423000 PA USD 291870 0.018347022067 Long DBT CORP US N 2 2027-02-01 Fixed 6.125 N N N N N N DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO N/A 25277LAF3 115000 PA USD 22890.75 0.001438918338 Long DBT CORP US N 2 2026-08-15 Fixed 5.375 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AR2 190000 PA USD 168461.31 0.010589520581 Long DBT CORP US N 2 2032-04-01 Fixed 5.375 N N N N N N CDI ESCROW ISSUER INC N/A 12511VAA6 416000 PA USD 362960 0.022815757459 Long DBT CORP US N 2 2030-04-01 Fixed 5.75 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAA8 1795000 PA USD 1643607.91 0.103317609192 Long DBT CORP US N 2 2030-06-15 Fixed 5.875 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAR8 260000 PA USD 230943.49 0.014517166229 Long DBT CORP US N 2 2032-06-15 Fixed 6.375 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDP2 700000 PA USD 641200 0.040305994277 Long DBT CORP US N 2 2030-06-15 Fixed 6.125 N N N N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 13123XBF8 2815000 PA USD 2464546.58 0.154922021755 Long DBT CORP US N 2 2030-06-15 Fixed 7.5 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AX0 167000 PA USD 158650 0.009972779152 Long DBT CORP US N 2 2030-06-30 Fixed 7.375 N N N N N N CENTRAL PARENT INC / CDK GLOBAL INC N/A 15477CAA3 390000 PA USD 370771.05 0.023306762039 Long DBT CORP US N 2 2029-06-15 Fixed 7.25 N N N N N N MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC N/A 561233AH0 2850000 PA USD 1710000 0.107491032773 Long DBT CORP LU N 2 2025-04-15 Fixed 10 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BF8 1045000 PA USD 878630.78 0.055230953198 Long DBT CORP US N 2 2029-04-01 Fixed 3.75 N N N N N N AUDACY CAPITAL CORP 549300S5JUSXRHNCHD80 29365DAB5 1390000 PA USD 334847.09 0.021048572822 Long DBT CORP US N 2 2029-03-31 Fixed 6.75 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 110000 PA USD 91025 0.005721854537 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 1420000 PA USD 837800 0.052664320033 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 862662.15 0.054227161074 Long DBT CORP US N 2 2029-04-15 Fixed 5.5 N N N N N N IMOLA MERGER CORP N/A 45258LAA5 1037000 PA USD 874865.05 0.054994238457 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 1124325 0.070675354048 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 891303 0.056027532155 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 1135668.53 0.071388411215 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 477487.5 0.030014985094 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 442680.4 0.027827001979 Long DBT CORP US N 2 2029-04-15 Fixed 4.625 N N N N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 47216FAA5 1978000 PA USD 1708497.5 0.107396585242 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 701125 0.044072894944 Long DBT CORP CA N 2 2026-05-01 Fixed 4.375 N N N N N N ENCINO ACQUISITION PARTNERS HOLDINGS LLC 549300BUKUEKT2UE4T49 29254BAA5 3181000 PA USD 2934567.93 0.184467682771 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 512537.5 0.032218236965 Long DBT CORP US N 2 2029-11-15 Fixed 3.875 N N N N N N HERENS HOLDCO SARL 2221002FZ55AMAUX4G64 427169AA5 372000 PA USD 297600 0.018707211318 Long DBT CORP LU N 2 2028-05-15 Fixed 4.75 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AV4 172000 PA USD 140260.84 0.008816831901 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 373948.35 0.023506487921 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 536387.5 0.033717454000 Long DBT CORP US N 2 2029-06-01 Fixed 5.125 N N N N N N MAJORDRIVE HOLDINGS IV LLC N/A 56085RAA8 1000000 PA USD 689450.06 0.043339005260 Long DBT CORP US N 2 2029-06-01 Fixed 6.375 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDL1 435000 PA USD 360288.75 0.022647842008 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 492809.65 0.030978139321 Long DBT CORP US N 2 2029-07-15 Fixed 4.5 N N N N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 674215AL2 865000 PA USD 821750 0.051655412971 Long DBT CORP US N 2 2026-06-01 Fixed 6.375 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAN4 230000 PA USD 193200 0.012144600896 Long DBT CORP CA N 2 2029-06-15 Fixed 4.75 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 115000 PA USD 97816.7 0.006148782518 Long DBT CORP US N 2 2028-07-15 Fixed 4 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP N/A 505742AP1 1564000 PA USD 1170888.6 0.073602353728 Long DBT CORP US N 2 2029-06-15 Fixed 4.75 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAW0 20000 PA USD 19006.48 0.001194752143 Long DBT CORP US N 2 2028-07-15 Fixed 6.5 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AT1 75000 PA USD 65321.63 0.004106134194 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 195637.5 0.012297822763 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 373485.05 0.023477364766 Long DBT CORP US N 2 2028-06-30 Fixed 4.125 N N N N N N VICTORIA'S SECRET AND CO 5493006T3O70U3UWVF17 926400AA0 600000 PA USD 450000 0.028287113887 Long DBT CORP US N 2 2029-07-15 Fixed 4.625 N N N N N N MASONITE INTERNATIONAL CORP 549300H0H07ZFT4JYM32 575385AE9 880000 PA USD 672765.57 0.042290213996 Long DBT CORP US N 2 2030-02-15 Fixed 3.5 N N N N N N ADT SECURITY CORP/THE 5493009JEEDYLVRA0J13 00109LAA1 775000 PA USD 643250 0.040434857796 Long DBT CORP US N 2 2029-08-01 Fixed 4.125 N N N N N N MCGRAW-HILL EDUCATION INC N/A 57767XAA8 995000 PA USD 830840.9 0.052226869246 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 820975 0.051606696275 Long DBT CORP US N 2 2029-08-01 Fixed 8 N N N N N N DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC N/A 25461LAA0 1711000 PA USD 1475070.21 0.092723286716 Long DBT CORP US N 2 2027-08-15 Fixed 5.875 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AG1 434000 PA USD 362272.82 0.022772561151 Long DBT CORP US N 2 2026-11-15 Fixed 3.25 N N N N N N HESS MIDSTREAM OPERATIONS LP N/A 428102AE7 345000 PA USD 278587.5 0.017512080756 Long DBT CORP US N 2 2030-02-15 Fixed 4.25 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AS8 2780000 PA USD 2504919 0.157459842294 Long DBT CORP US N 2 2030-03-15 Fixed 5.375 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDC3 2870000 PA USD 2139154.5 0.134467793255 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 135290.29 0.008504381869 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 783900 0.049276152392 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 2260000 PA USD 1762800 0.110810054136 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 236708.32 0.014879544902 Long DBT CORP CA N 2 2028-08-01 Fixed 4 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906ABG2 1245000 PA USD 1027125 0.064565337449 Long DBT CORP US N 2 2029-05-01 Fixed 6.75 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AA1 400000 PA USD 312000 0.019612398962 Long DBT CORP US N 2 2028-06-01 Fixed 4.25 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAH8 922000 PA USD 917489.53 0.057673624057 Long DBT CORP US N 2 2025-02-01 Fixed 9 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAC4 1818000 PA USD 1699830 0.106851743999 Long DBT CORP US N 2 2028-01-15 Fixed 5.625 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP N/A 451102CC9 980000 PA USD 788782.4 0.049583061292 Long DBT CORP US N 2 2029-02-01 Fixed 4.375 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABS3 675000 PA USD 557307 0.035032459065 Long DBT CORP US N 2 2029-02-15 Fixed 2.625 N N N N N N CROWDSTRIKE HOLDINGS INC 549300YBY08K9KM4HX32 22788CAA3 2253000 PA USD 1892520 0.118964286166 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 211173.2 0.013274400797 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 756728.2 0.047568126168 Long DBT CORP US N 2 2029-01-15 Fixed 4.625 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBJ8 1250000 PA USD 603796.58 0.037954805830 Long DBT CORP US N 2 2029-04-15 Fixed 6.875 N N N N N N BEASLEY MEZZANINE HOLDINGS LLC 549300VK8LJV1TK18D38 07403VAA7 1500000 PA USD 1155000 0.072603592312 Long DBT CORP US N 2 2026-02-01 Fixed 8.625 N N N N N N LABORATOIRE EIMER SELAS 969500DCZL54LLTFEM37 F5540NAA7 1405000 PA 982768.7 0.061777089205 Long DBT CORP FR N 2 2029-02-01 Fixed 5 N N N N N N ZOOMINFO TECHNOLOGIES LLC/ZOOMINFO FINANCE CORP N/A 98981BAA0 3008000 PA USD 2454347.52 0.154280906263 Long DBT CORP US N 2 2029-02-01 Fixed 3.875 N N N N N N ROCKET SOFTWARE INC 549300PVG26ISP5X1556 77314EAA6 2490000 PA USD 1842600 0.115826302332 Long DBT CORP US N 2 2029-02-15 Fixed 6.5 N N N N N N FULL HOUSE RESORTS INC 5493009DKIWW0H901Y82 359678AC3 1295000 PA USD 1165668.35 0.073274207492 Long DBT CORP US N 2 2028-02-15 Fixed 8.25 N N N N N N KLEOPATRA HOLDINGS 2 SCA 222100ALG258IKQWWE73 L5841GAA1 1290000 PA 797801.56 0.050150007972 Long DBT CORP LU N 2 2026-09-01 Fixed 6.5 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 2095000 PA USD 1467652.25 0.092256991874 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 945000 0.059402939164 Long DBT CORP US N 2 2026-03-01 Fixed 9.75 N N N N N N TTM TECHNOLOGIES INC 549300SC4BDOIS008048 87305RAK5 1060000 PA USD 844025 0.053055625108 Long DBT CORP US N 2 2029-03-01 Fixed 4 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAK7 1075000 PA USD 901366 0.056660094880 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 109989.6 0.006913974093 Long DBT CORP US N 2 2029-03-15 Fixed 3.625 N N N N N N PHH MORTGAGE CORP PAOOWF3GUFM46FBSP561 69356NAA2 1350000 PA USD 1169826.54 0.073535592368 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 59200 0.003721326983 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 545662.06 0.034300455190 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 763087.5 0.047967873375 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 512500 0.032215879705 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 543375 0.034156690020 Long DBT CORP US N 2 2031-03-15 Fixed 4 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BE1 20000 PA USD 17848.76 0.001121977571 Long DBT CORP US N 2 2026-04-01 Fixed 3.375 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAN4 1121000 PA USD 1121616.55 0.070505100196 Long DBT CORP US N 2 2025-06-15 Fixed 7.125 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAP9 100000 PA USD 97945.14 0.006156856289 Long DBT CORP US N 2 2028-06-15 Fixed 7.25 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAA0 35000 PA USD 32725 0.002057101782 Long DBT CORP US N 2 2025-09-15 Fixed 7.5 N N N N N N BATH AND BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AU8 12000 PA USD 12420 0.000780724343 Long DBT CORP US N 2 2025-07-01 Fixed 9.375 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311VAJ6 50000 PA USD 48125 0.003025149680 Long DBT CORP US N 2 2027-07-15 Fixed 5.625 N N N N N N CAESARS RESORT COLLECTION LLC / CRC FINCO INC N/A 12770RAA1 2495000 PA USD 2407425.5 0.151331376209 Long DBT CORP US N 2 2025-07-01 Fixed 5.75 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAG6 5275000 PA USD 4644057.25 0.291926614070 Long DBT CORP US N 2 2029-10-01 Fixed 4.5 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCG8 50000 PA USD 45022.97 0.002830155289 Long DBT CORP US N 2 2028-08-01 Fixed 4.375 N N N N N N BOISE CASCADE CO 549300Z8B8LSRHC7XA55 09739DAD2 320000 PA USD 265821.97 0.016709636309 Long DBT CORP US N 2 2030-07-01 Fixed 4.875 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BG6 379000 PA USD 374986.39 0.023571739378 Long DBT CORP US N 2 2026-02-01 Fixed 10.5 N N N N N N NATIONSTAR MORTGAGE HOLDINGS INC N/A 63861CAC3 788000 PA USD 618772.79 0.038896214181 Long DBT CORP US N 2 2028-08-15 Fixed 5.5 N N N N N N PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC N/A 74166MAF3 790000 PA USD 663734.3 0.041722506079 Long DBT CORP US N 2 2027-08-31 Fixed 3.375 N N N N N N CDW LLC / CDW FINANCE CORP N/A 12513GBF5 16000 PA USD 12993.38 0.000816767155 Long DBT CORP US N 2 2029-02-15 Fixed 3.25 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599EB7 197000 PA USD 197595.93 0.012420930168 Long DBT CORP US N 2 2025-09-01 Fixed 5.875 N N N N N N ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A 013092AG6 3715000 PA USD 2994290 0.188221827205 Long DBT CORP US N 2 2029-03-15 Fixed 3.5 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCJ8 1230000 PA USD 1237761.3 0.077805988575 Long DBT CORP US N 2 2026-02-15 Fixed 5.5 N N N N N N BIG RIVER STEEL LLC / BRS FINANCE CORP N/A 08949LAB6 1200000 PA USD 1104456 0.069426383680 Long DBT CORP US N 2 2029-01-31 Fixed 6.625 N N N N N N DELTA AIR LINES INC / SKYMILES IP LTD N/A 830867AB3 150000 PA USD 139703.35 0.008781787938 Long DBT CORP US N 2 2028-10-20 Fixed 4.75 N N N N N N PENNYMAC FINANCIAL SERVICES INC 549300W1D516HBDEU871 70932MAA5 1430000 PA USD 1222592.8 0.076852492827 Long DBT CORP US N 2 2025-10-15 Fixed 5.375 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906ABE7 945000 PA USD 846937.35 0.053238696167 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 1085226.8 0.068217631301 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 25000 PA USD 21354.44 0.001342345503 Long DBT CORP US N 2 2027-10-15 Fixed 4.25 N N N N N N SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC N/A 82453AAA5 87000 PA USD 79333.13 0.004986900630 Long DBT CORP US N 2 2026-11-01 Fixed 4.625 N N N N N N HESS MIDSTREAM OPERATIONS LP N/A 428104AA1 86000 PA USD 75304.59 0.004733665586 Long DBT CORP US N 2 2028-06-15 Fixed 5.125 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCG4 97000 PA USD 94094.62 0.005914811627 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 1269489.5 0.079800431257 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 83812.05 0.005268446674 Long DBT CORP CA N 2 2026-12-15 Fixed 5.125 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CM6 1135000 PA USD 999923.65 0.062855453703 Long DBT CORP US N 2 2028-02-15 Fixed 4.5 N N N N N N HESS MIDSTREAM OPERATIONS LP N/A 428102AC1 392000 PA USD 372107.96 0.023390800540 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 904750 0.056872813977 Long DBT CORP US N 2 2027-01-09 Fixed 4.271 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP N/A 505742AM8 950000 PA USD 769500 0.048370964748 Long DBT CORP US N 2 2027-02-01 Fixed 4.25 N N N N N N HOLLY ENERGY PARTNERS LP / HOLLY ENERGY FINANCE CORP 549300HLPTRASHS0E726 435765AH5 171000 PA USD 150649.29 0.009469852496 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 1129674.84 0.071011646344 Long DBT CORP IT N 2 2025-04-28 Fixed 2.625 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AG4 1530000 PA USD 1255773.22 0.078938222425 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 73534.17 0.004622376536 Long DBT CORP US N 2 2028-03-01 Fixed 6.25 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AU5 35000 PA USD 29750 0.001870092529 Long DBT CORP US N 2 2028-03-01 Fixed 4.5 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 45000 PA USD 39915.7 0.002509111004 Long DBT CORP US N 2 2030-04-15 Fixed 3.875 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 105000 PA USD 96898.28 0.006091050404 Long DBT CORP US N 2 2027-04-15 Fixed 3.75 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BC0 355000 PA USD 358887.57 0.022559763478 Long DBT CORP US N 2 2025-05-01 Fixed 8.75 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAC6 2362000 PA USD 2261402.42 0.142152328445 Long DBT CORP US N 2 2025-04-15 Fixed 9.25 N N N N N N JELD-WEN INC 549300XWE6NM0N1HFW16 475795AE0 26000 PA USD 24472.5 0.001538347544 Long DBT CORP US N 2 2025-05-15 Fixed 6.25 N N N N N N BWAY HOLDING CO 549300DNGHXL0OMHW304 57763RAA5 30000 PA USD 28500 0.001791517213 Long DBT CORP US N 2 2024-04-15 Fixed 8.5 N N N N N N LAMB WESTON HOLDINGS INC 5493005SMYID1D2OY946 513272AC8 695000 PA USD 630455.35 0.039630582859 Long DBT CORP US N 2 2028-05-15 Fixed 4.875 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AK3 1185000 PA USD 442153.13 0.027793857653 Long DBT CORP US N 2 2029-02-15 Fixed 6.25 N N N N N N MATCH GROUP HOLDINGS II LLC 5493003RFFE030RC9167 57665RAN6 840000 PA USD 733950 0.046136282751 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 57774.57 0.003631724092 Long DBT CORP US N 2 2025-05-15 Fixed 6.75 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BB1 55000 PA USD 53168.5 0.003342185366 Long DBT CORP US N 2 2025-06-01 Fixed 4.875 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP N/A 451102BT3 480000 PA USD 448579.2 0.028197802040 Long DBT CORP US N 2 2026-05-15 Fixed 6.25 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBD8 1500000 PA USD 1260000 0.079203918885 Long DBT CORP US N 2 2027-05-01 Fixed 8.375 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CK6 135000 PA USD 129962.61 0.008169482556 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 59800 0.003759043134 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 74497.52 0.004682932961 Long DBT CORP US N 2 2029-05-30 Fixed 5.25 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAF9 60000 PA USD 54195 0.003406711416 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 1120875 0.070458486175 Long DBT CORP US N 2 2029-06-15 Fixed 7.5 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAA2 1975000 PA USD 1777500 0.111734099856 Long DBT CORP US N 2 2027-07-15 Fixed 5.5 N N N N N N MASONITE INTERNATIONAL CORP 549300H0H07ZFT4JYM32 575385AD1 35000 PA USD 30958.55 0.001946062288 Long DBT CORP US N 2 2028-02-01 Fixed 5.375 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCY4 840000 PA USD 780586.8 0.049067883802 Long DBT CORP US N 2 2026-01-01 Fixed 4.875 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDA5 1125000 PA USD 1009448.44 0.063454184413 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 198950 0.012506047351 Long DBT CORP CA N 2 2028-01-15 Fixed 3.875 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BN2 66000 PA USD 54620.28 0.003433444624 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 660754 0.041535163666 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 647800 0.040720871948 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 27292.62 0.001715621001 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 942707.86 0.059258854663 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 1557294.46 0.097891923881 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 27615.64 0.001735926119 Long DBT CORP US N 2 2027-11-01 Fixed 5.375 N N N N N N AMERICAN BUILDERS AND CONTRACTORS SUPPLY CO INC 549300H5GQ4C1BEKG397 024747AF4 45000 PA USD 39365.1 0.002474500149 Long DBT CORP US N 2 2028-01-15 Fixed 4 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BL0 692000 PA USD 601832.4 0.037831336977 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 375000 0.023572594906 Long DBT CORP CA N 2 2024-12-01 Fixed 5.375 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BU4 45000 PA USD 39825.45 0.002503437866 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 773856.98 0.048644845613 Long DBT CORP NL N 2 2025-01-31 Fixed 7.125 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP N/A 505742AG1 20000 PA USD 18400 0.001156628657 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 136965 0.008609654564 Long DBT CORP NL N 2 2025-01-27 Fixed 5.299 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAA5 886000 PA USD 775250 0.048732411203 Long DBT CORP US N 2 2024-11-15 Fixed 8.125 N N N N N N PRECISION DRILLING CORP 549300WF2OE8T5BP4B84 740212AL9 583000 PA USD 558222.5 0.035090007627 Long DBT CORP CA N 2 2026-01-15 Fixed 7.125 N N N N N N MERCER INTERNATIONAL INC 549300Z5IAG39VRTY874 588056AW1 100000 PA USD 92269 0.005800052692 Long DBT CORP CA N 2 2026-01-15 Fixed 5.5 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAF2 1500000 PA USD 1357952.36 0.085361229025 Long DBT CORP US N 2 2025-02-01 Fixed 5.75 N N N N N N WASTE PRO USA INC 549300BY1QXU5BI3UF28 94107JAA1 142000 PA USD 124751.26 0.007841895776 Long DBT CORP US N 2 2026-02-15 Fixed 5.5 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 85207UAK1 600000 PA USD 620599.13 0.039011018376 Long DBT CORP US N 2 2026-03-01 Fixed 7.625 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAB3 1245000 PA USD 1028664.95 0.064662139096 Long DBT CORP US N 2 2025-04-15 Fixed 8.25 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAN9 1045000 PA USD 941964.97 0.059212156410 Long DBT CORP US N 2 2026-03-15 Fixed 7.125 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAL5 650000 PA USD 630851 0.039655453518 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 970000 PA USD 890173.85 0.055956553499 Long DBT CORP NL N 2 2028-03-01 Fixed 6.75 N N N N N N TRANSOCEAN PONTUS LTD N/A 89382PAA3 386400 PA USD 360318 0.022649680671 Long DBT CORP KY N 2 2025-08-01 Fixed 6.125 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAP5 88000 PA USD 84469.44 0.005309770376 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 134487.5 0.008453918287 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 87192.26 0.005480927531 Long DBT CORP US N 2 2026-09-01 Fixed 5.375 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAG8 1960000 PA USD 1730268.4 0.108765109527 Long DBT CORP US N 2 2028-08-28 Fixed 6.4 N N N N N N STEVENS HOLDING CO INC N/A 86024TAA5 1259000 PA USD 1230420.7 0.077344556601 Long DBT CORP US N 2 2026-10-01 Fixed 6.125 N N N N N N TRANSOCEAN POSEIDON LTD N/A 89383JAA6 59500 PA USD 54442.5 0.003422269329 Long DBT CORP KY N 2 2027-02-01 Fixed 6.875 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBC3 1285000 PA USD 1112536.72 0.069934339784 Long DBT CORP US N 2 2026-03-15 Fixed 8 N N N N N N PERMIAN RESOURCES OPERATING LLC 5493004CTVUMQLRPOE23 15138AAC4 1590000 PA USD 1538253.45 0.096695001173 Long DBT CORP US N 2 2027-04-01 Fixed 6.875 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AN2 2275000 PA USD 1910112.75 0.120070170883 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 367255 0.023085742246 Long DBT CORP US N 2 2027-05-01 Fixed 6.5 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HP5 787000 PA USD 694294.62 0.043643535528 Long DBT CORP US N 2 2026-03-01 Fixed 2.95 N N N N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 410345AJ1 70000 PA USD 66745 0.004195607592 Long DBT CORP US N 2 2024-05-15 Fixed 4.625 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BB2 68000 PA USD 64243.85 0.004038384670 Long DBT CORP US N 2 2026-06-15 Fixed 6.375 N N N N N N CENGAGE LEARNING INC 549300BYGM0FWUSVXJ88 15137NAA1 1340000 PA USD 1256250 0.078968192936 Long DBT CORP US N 2 2024-06-15 Fixed 9.5 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CC4 6000 PA USD 5875.6 0.000369341703 Long DBT CORP US N 2 2027-01-15 Fixed 6.625 N N N N N N BWAY HOLDING CO 549300DNGHXL0OMHW304 12429TAD6 15000 PA USD 14250 0.000895758606 Long DBT CORP US N 2 2024-04-15 Fixed 5.5 N N N N N N BWAY HOLDING CO 549300DNGHXL0OMHW304 12429TAE4 1295000 PA USD 1139172.65 0.071608681085 Long DBT CORP US N 2 2025-04-15 Fixed 7.25 N N N N N N SUGARHOUSE HSP GAMING PROP MEZZ LP / SUGARHOUSE HSP GAMING FINANCE CORP N/A 865033AC8 1340000 PA USD 1239543.52 0.077918019375 Long DBT CORP US N 2 2025-05-15 Fixed 5.875 N N N N N N LA FINANCIERE ATALIAN SASU 969500ICOLJMB33J0L87 F5474SAE8 1400000 PA 1300091.34 0.081724070664 Long DBT CORP FR N 2 2024-05-15 Fixed 4 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCS7 23000 PA USD 22240.54 0.001398045973 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 50164.11 0.003153328650 Long DBT CORP US N 2 2027-06-01 Fixed 4.75 N N N N N N BRAND INDUSTRIAL SERVICES INC 549300B658W2BPDQMW42 10524PAB6 750000 PA USD 541875 0.034062399640 Long DBT CORP US N 2 2025-07-15 Fixed 8.5 N N N N N N VTB BANK OJSC VIA VTB CAPITAL SA 529900Z143LRJYE8LK88 92909MAF7 200000 PA USD 0 0.000000000000 Long DBT CORP LU N 3 2022-10-17 Fixed 6.95 Y Y N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 85207UAF2 347000 PA USD 350544.61 0.022035322902 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 209040 0.013140307305 Long DBT CORP NL N 2 2024-03-17 Fixed 6.25 N N N N N N DISH DBS CORP N/A 25470XAW5 1245000 PA USD 1111162.5 0.069847955967 Long DBT CORP US N 2 2024-11-15 Fixed 5.875 N N N N N N AMC ENTERTAINMENT HOLDINGS INC 549300ZO77UNR6NRBR11 00165CAP9 1250000 PA USD 853125 0.053627653412 Long DBT CORP US N 2 2026-06-15 Fixed 10 N N Y N N N ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC N/A 29260FAE0 1569000 PA USD 1492307.28 0.093806813299 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 33605 0.002112418805 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 122507.6 0.007700858741 Long DBT CORP US N 2 2028-01-15 Fixed 4.75 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AS6 2315000 PA USD 2019837.5 0.126967496438 Long DBT CORP US N 2 2028-02-01 Fixed 5.375 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAV7 448000 PA USD 422916.48 0.026584636966 Long DBT CORP US N 2 2028-02-01 Fixed 4.75 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAT3 2159000 PA USD 2106709.02 0.132428262171 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 1324673.64 0.083269320263 Long DBT CORP US N 2 2028-01-15 Fixed 4.375 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411BE4 32000 PA USD 27910.4 0.001754454808 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 47000 0.002954431895 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229AW6 730000 PA USD 671600 0.042216945971 Long DBT CORP US N 2 2026-04-01 Fixed 4.45 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPBR3 113000 PA USD 107067.5 0.006730290147 Long DBT CORP US N 2 2026-05-01 Fixed 5.5 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CK0 19000 PA USD 17910.35 0.001125849134 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 40375.51 0.002538014777 Long DBT CORP US N 2 2036-07-01 Fixed 6.75 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAN0 390000 PA USD 375375 0.023596167502 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 20060.14 0.001260985477 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 96530.09 0.006067905888 Long DBT CORP GB N 2 2027-04-15 Fixed 5 N N N N N N STANDARD INDUSTRIES INC/NJ 54930064UHXCIUWVI755 853496AC1 495000 PA USD 438030.45 0.027534704945 Long DBT CORP US N 2 2027-02-15 Fixed 5 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAT2 22000 PA USD 21618.14 0.001358921752 Long DBT CORP US N 2 2027-04-15 Fixed 5.375 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP N/A 983130AX3 853000 PA USD 750810.6 0.047196144334 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 2239601.2 0.140781898238 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 135374.82 0.008509695446 Long DBT CORP US N 2 2028-02-01 Fixed 5 N N N N N N OVINTIV INC N/A 292505AE4 830000 PA USD 812324.12 0.051062899769 Long DBT CORP US N 2 2037-08-15 Fixed 6.625 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311RAA4 41000 PA USD 39718.75 0.002496730677 Long DBT CORP US N 2 2037-09-15 Fixed 6.75 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 375000 PA USD 393133.99 0.024712502107 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAF6 32000 PA USD 31801.73 0.001999064796 Long DBT CORP CA N 2 2039-11-15 Fixed 6.75 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411AW5 3946000 PA USD 3185467.69 0.200239305183 Long DBT CORP US N 2 2040-09-01 Fixed 5.1 N N N N N N PERTAMINA PERSERO PT 254900NDAKGNZ2IBBL45 Y7138AAD2 2580000 PA USD 2263139.03 0.142261492189 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 88554.11 0.005566533766 Long DBT CORP US N 2 2023-04-15 Fixed 4.5 N N N N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 12527GAD5 4755000 PA USD 3875325 0.243603910281 Long DBT CORP US N 2 2043-06-01 Fixed 4.95 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 2359000 PA USD 1968113.7 0.123716125279 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 684452.11 0.043024832858 Long DBT CORP US N 2 2043-11-15 Fixed 5.85 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AH0 280000 PA USD 259000 0.016280805549 Long DBT CORP US N 2 2024-06-01 Fixed 5.25 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAJ9 1000000 PA USD 761420.94 0.047863112992 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 14987.56 0.000942121815 Long DBT CORP US N 2 2025-02-15 Fixed 5.875 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAL4 1809000 PA USD 1736640 0.109165629915 Long DBT CORP US N 2 2025-06-01 Fixed 5.625 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AD4 802000 PA USD 824055 0.051800305855 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 138000 0.008674714926 Long DBT CORP US N 2 2026-12-15 Fixed 7.375 N N N N N N OVINTIV INC N/A 012873AK1 1510000 PA USD 1573016 0.098880183865 Long DBT CORP US N 2 2031-11-01 Fixed 7.375 N N N N N N PULTEGROUP INC N/A 745867AM3 94000 PA USD 97760 0.006145218341 Long DBT CORP US N 2 2032-06-15 Fixed 7.875 N N N N N N DRESDNER FUNDING TRUST I 549300ZEO4BKB37E3J03 26156FAA1 100000 PA USD 107000 0.006726047080 Long DBT CORP US N 2 2031-06-30 Fixed 8.151 N N N N N N EMBARQ CORP N/A 29078EAA3 2510000 PA USD 1255000 0.078889617620 Long DBT CORP US N 2 2036-06-01 Fixed 7.995 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAN1 10000 PA USD 7678.55 0.000482675596 Long DBT CORP US N 2 2032-01-31 Fixed 3.25 N N N N N N NATIONSTAR MORTGAGE HOLDINGS INC N/A 63861CAE9 2020000 PA USD 1481416.69 0.093122228056 Long DBT CORP US N 2 2031-11-15 Fixed 5.75 N N N N N N MOODY'S CORP 549300GCEDD8YCF5WU84 615369AX3 500000 PA USD 304658.42 0.019150905385 Long DBT CORP US N 2 2061-11-29 Fixed 3.1 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 179000 PA USD 150019.9 0.009430288882 Long DBT CORP US N 2 2032-02-01 Fixed 4.75 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 7306000 PA USD 5126072.26 0.322226199588 Long DBT CORP MX N 2 2032-02-16 Fixed 6.7 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AR4 25000 PA USD 19750 0.001241489998 Long DBT CORP US N 2 2032-03-15 Fixed 4.375 N N N N N N NEWS CORP 549300ITS31QK8VRBQ14 65249BAB5 77000 PA USD 67567.5 0.004247310150 Long DBT CORP US N 2 2032-02-15 Fixed 5.125 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 Y6886MAE0 1980000 PA USD 1623594.34 0.102059551117 Long DBT CORP MY N 2 2032-01-28 Fixed 2.48 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 870000 PA USD 674524.05 0.042400752494 Long DBT CORP US N 2 2031-06-01 Fixed 3.5 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAP2 615000 PA USD 471788.03 0.029656714968 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 130536 0.008205525997 Long DBT CORP US N 2 2031-08-15 Fixed 3.875 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBM9 2485000 PA USD 1926968.4 0.121129721308 Long DBT CORP US N 2 2031-09-01 Fixed 3.875 N N N N N N UNITED RENTALS NORTH AMERICA INC NGIZXNT70J2LYT3FBI09 911365BP8 417000 PA USD 327345 0.020576989546 Long DBT CORP US N 2 2032-01-15 Fixed 3.75 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 1770000 PA USD 1380679.66 0.086789872855 Long DBT CORP US N 2 2032-02-15 Fixed 3.875 N N N N N N ALLISON TRANSMISSION MWKQ3I0U1GXP2YDSZW75 019736AG2 50000 PA USD 38329.5 0.002409402071 Long DBT CORP US N 2 2031-01-30 Fixed 3.75 N N N N N N CONTINENTAL RESOURCES INC/OK XXRTID9RYWOZ0UPIVR53 212015AT8 654000 PA USD 591123.53 0.037158174699 Long DBT CORP US N 2 2031-01-15 Fixed 5.75 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABT1 940000 PA USD 757489.6 0.047615987964 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 526500 0.033095923248 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 580879.28 0.036514218552 Long DBT CORP US N 2 2031-03-15 Fixed 3.875 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NBH1 2024000 PA USD 1839816 0.115651299388 Long DBT CORP NL N 2 2031-01-03 Fixed 5.6 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPCK7 363000 PA USD 278435.49 0.017502525369 Long DBT CORP US N 2 2031-02-01 Fixed 4.25 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCH6 825000 PA USD 722888.8 0.045440972919 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 15891.14 0.000998921082 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 457522.65 0.028759989571 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 414947 0.026083673436 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 39960 0.002511895713 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 952387.5 0.059867319284 Long DBT CORP US N 2 2030-10-01 Fixed 3.75 N N N N N N BATH AND BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AW4 695000 PA USD 604650 0.038008452027 Long DBT CORP US N 2 2030-10-01 Fixed 6.625 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 2410000 PA USD 1908575.4 0.119973532673 Long DBT CORP US N 2 2030-10-15 Fixed 3 N N N N N N AMSTED INDUSTRIES INC N2VLGYMEEBIU3PFSUY86 032177AJ6 90000 PA USD 74493 0.004682648833 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 53300 0.003350451489 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 490685.8 0.030844633573 Long DBT CORP US N 2 2030-02-15 Fixed 4.875 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 2023000 PA USD 1366334.2 0.085888113609 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 45000 PA USD 35587.8 0.002237058115 Long DBT CORP US N 2 2030-08-15 Fixed 4.5 N N N N N N MATCH GROUP HOLDINGS II LLC 5493003RFFE030RC9167 57665RAL0 22000 PA USD 18067.5 0.001135727623 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 37157.4 0.002335723568 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 1082991.4 0.068077113491 Long DBT CORP US N 2 2032-05-01 Fixed 4.5 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 700000 PA USD 437991.7 0.027532269111 Long DBT CORP US N 2 2050-04-01 Fixed 3.6 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BV5 700000 PA USD 424235.14 0.026667528267 Long DBT CORP US N 2 2051-04-01 Fixed 3.7 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 Y68856AV8 876000 PA USD 772597.84 0.048565695754 Long DBT CORP MY N 2 2050-04-21 Fixed 4.55 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 U74079AP6 110000 PA 95080.15 0.005976762292 Long DBT CORP US N 2 2029-11-15 Fixed 3.875 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CH3 1046000 PA USD 915250 0.057532846635 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 109053.6 0.006855136896 Long DBT CORP US N 2 2029-06-01 Fixed 5.125 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPCB7 1614000 PA USD 1412766.48 0.088806858481 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 34083.68 0.002142508751 Long DBT CORP US N 2 2029-07-15 Fixed 4.3 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 858000 PA USD 609836.37 0.038334468558 Long DBT CORP US N 2 2030-01-15 Fixed 5.75 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AL5 955000 PA USD 834584.05 0.052462164602 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 35797.03 0.002250210365 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 2019000 PA USD 1631755.8 0.102572582558 Long DBT CORP US N 2 2029-10-01 Fixed 5.125 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPCD3 680000 PA USD 551650 0.034676858613 Long DBT CORP US N 2 2030-03-01 Fixed 4.75 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DF9 8248000 PA USD 8248000 0.518471367434 Long DBT CORP US N 2 2036-09-15 Fixed 6.45 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DJ1 2191000 PA USD 2119792.5 0.133250693035 Long DBT CORP US N 2 2040-03-15 Fixed 6.2 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 993000 PA USD 769575 0.048375679267 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 200000 PA USD 179000 0.011251985302 Long DBT CORP US N 2 2029-12-15 Fixed 4.625 N N N N N N ALLISON TRANSMISSION MWKQ3I0U1GXP2YDSZW75 019736AE7 332000 PA USD 292383.44 0.018379297036 Long DBT CORP US N 2 2027-10-01 Fixed 4.75 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAS5 80000 PA USD 74873.2 0.004706548301 Long DBT CORP US N 2 2028-04-15 Fixed 4.875 N N N N N N MATCH GROUP HOLDINGS II LLC 5493003RFFE030RC9167 57665RAG1 151000 PA USD 134767.5 0.008471519157 Long DBT CORP US N 2 2027-12-15 Fixed 5 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 189477.6 0.011910609890 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 195890.05 GBP 189477.6 USD 2022-12-21 6412.45 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 8472052 0.532555332857 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 8472052 USD 8091278.46 GBP 2022-12-21 380773.54 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 1396661.23 0.087794478390 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 1396661.23 USD 1494238.18 PLN 2022-12-21 -97576.95 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 1396661.23 0.087794478390 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 1494748.88 PLN 1396661.23 USD 2022-12-21 98087.65 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 34474.04 0.002167046879 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 36457.42 SEK 34474.04 USD 2022-12-21 1983.38 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 49397.4 0.003105133066 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 52231.23 SEK 49397.4 USD 2022-12-21 2833.83 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 6068925.26 0.381494177789 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 6414596.09 SEK 6068925.26 USD 2022-12-21 345670.83 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 3331974.41 0.209448754681 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 3523819.47 SEK 3331974.41 USD 2022-12-21 191845.06 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 2576.36 0.000161950642 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 2576.36 USD 2740.93 NOK 2022-12-21 -164.57 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 2818664.63 0.177181972000 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 3117268.75 NOK 2818664.63 USD 2022-12-21 298604.12 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 1247113.77 0.078393887206 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 1379897.68 NOK 1247113.77 USD 2022-12-21 132783.91 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 652380.12 0.041008779450 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 702268.09 CAD 652380.12 USD 2022-10-19 49887.97 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 117634.01 0.007394503640 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 125531.13 CAD 117634.01 USD 2022-10-19 7897.12 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 229404.42 0.014420419900 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 244686.81 CAD 229404.42 USD 2022-10-19 15282.39 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 19096017.5 1.200380492938 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 20403540.24 CAD 19096017.5 USD 2022-10-19 1307522.74 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 354725.41 0.022298129048 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 354725.41 USD 385815.47 NZD 2022-10-19 -31090.06 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 502033.27 0.031557938409 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 552623.11 NZD 502033.27 USD 2022-10-19 50589.84 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 8923599.48 0.560939721729 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 9822666.06 NZD 8923599.48 USD 2022-10-19 899066.58 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 428984.09 0.026966048466 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 458319.92 CAD 428984.09 USD 2022-10-19 29335.83 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 519665.1 0.032666279705 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 559941.74 AUD 519665.1 USD 2022-10-19 40276.64 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 431737.42 0.027139123487 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 488352.05 NZD 431737.42 USD 2022-10-19 56614.63 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 88261.59 0.005548145885 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 97122.07 NZD 88261.59 USD 2022-10-19 8860.48 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 370796.36 0.023308353032 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 370796.36 USD 393658.52 AUD 2022-10-19 -22862.16 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 43630.63 0.002742632444 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 43630.63 USD 46026.48 AUD 2022-10-19 -2395.85 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 289.56 0.000018201815 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 293.68 CAD 289.56 USD 2022-10-19 4.12 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 1218398.78 0.076588855668 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 1285937.34 CAD 1218398.78 USD 2022-10-19 67538.56 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 23222.75 0.001459787942 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 23222.75 USD 24823.43 AUD 2022-10-19 -1600.68 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 1378779.03 0.086670398772 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 1463641.58 AUD 1378779.03 USD 2022-10-19 84862.55 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 34930.09 0.002195714297 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 34018.27 AUD 34930.09 USD 2022-10-19 -911.82 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 8880304.22 0.558218170728 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 9425476.62 AUD 8880304.22 USD 2022-10-19 545172.4 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 39737.3 0.002497896735 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 43693.02 NZD 39737.3 USD 2022-10-19 3955.72 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 10762682.99 0.676544976609 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 11821000.32 JPY 10762682.99 USD 2022-11-16 1058317.33 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 59966.96 0.003769538282 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 59966.96 USD 66648.67 JPY 2022-11-16 -6681.71 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 1786332.68 0.112289324356 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 1795713.6 JPY 1786332.68 USD 2022-11-16 9380.92 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 21702952.83 1.364253107555 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 21702952.83 USD 24127493.83 JPY 2022-11-16 -2424541.00 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 1588209.22 0.099835233520 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 1620587.18 EUR 1588209.22 USD 2022-12-21 32377.96 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 7276457.4 0.457399953716 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 7276457.4 USD 7205428.66 EUR 2022-12-21 71028.74 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 389656.99 0.024493937007 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 400540.22 CHF 389656.99 USD 2022-12-21 10883.23 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 228338.94 0.014353443558 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 228338.94 USD 245257.08 NOK 2022-12-21 -16918.14 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 1179903.27 0.074169018166 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 1222877.35 GBP 1179903.27 USD 2022-12-21 42974.08 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 6654071.08 0.418276592125 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 6654071.08 USD 6841190.96 EUR 2022-12-21 -187119.88 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 133016.34 0.008361440797 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 137735.23 EUR 133016.34 USD 2022-12-21 4718.89 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 137049.87 0.008614989513 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 137049.87 USD 141369.32 GBP 2022-12-21 -4319.45 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 2349.8 0.000147709023 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 2011.59 CHF 2349.8 USD 2022-12-21 -338.21 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 70668.61 0.004442246709 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 70668.61 USD 76037.49 SEK 2022-12-21 -5368.88 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 4228420.94 0.265799610432 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 4343272.99 EUR 4228420.94 USD 2022-12-21 114852.05 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 234676.72 0.014751838012 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 240834.58 EUR 234676.72 USD 2022-12-21 6157.86 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 6794482.69 0.427102901465 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 6974146.38 EUR 6794482.69 USD 2022-12-21 179663.69 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 2991845.67 0.188068176003 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2991845.67 USD 2792428.44 GBP 2022-12-21 199417.23 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 11551480.49 0.726128987092 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 11551480.49 USD 11864591.45 CHF 2022-12-21 -313110.96 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 29950.16 0.001882674637 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 29950.16 USD 31514.58 NOK 2022-12-21 -1564.42 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 9299.93 0.000584595953 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 9299.93 USD 9612.66 SEK 2022-12-21 -312.73 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 1386071.7 0.087128817854 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 1386071.7 USD 1367009.82 EUR 2022-12-21 19061.88 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 10360646.24 0.651272844756 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 10360646.24 USD 10632814.51 CHF 2022-12-21 -272168.27 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 31058.13 0.001952321912 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 31306.29 CHF 31058.13 USD 2022-12-21 248.16 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 786976.34 0.049469531903 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 808184.45 CHF 786976.34 USD 2022-12-21 21208.11 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 59051.32 0.003711980920 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 59051.32 USD 60544.74 CHF 2022-12-21 -1493.42 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 2719784.86 0.170966364632 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2719784.86 USD 2788978.51 EUR 2022-12-21 -69193.65 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 1791135.56 0.112591234609 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 1837607.73 EUR 1791135.56 USD 2022-12-21 46472.17 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 88758.24 0.005579365430 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 91972.2 GBP 88758.24 USD 2022-12-21 3213.96 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 214629.49 0.013491664061 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 222539.52 GBP 214629.49 USD 2022-12-21 7910.03 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 119052.3 0.007483657708 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 119052.3 USD 123444.15 GBP 2022-12-21 -4391.85 N N N INTERCONTINENTAL EXCHANGE, INC. 5493004R83R1LVX2IL36 N/A 19073340 NC USD 444599.55 0.027947640234 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493004R83R1LVX2IL36 Y 2027-06-20 75927.32 USD 0 USD 19073340 USD -491387.04 N N N SUMITOMO MITSUI TRUST BANK LTD/SINGAPORE 5493006GGLR4BTEL8O61 N/A 9000000 PA USD 8986189.5 0.564874146227 Long STIV CORP SG N 2 2022-10-18 Fixed 0 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 N/A 7500000 PA USD 7498111.28 0.471333172710 Long STIV CORP US N 2 2022-10-03 Fixed 0 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 N/A 7960000 PA USD 7957891.24 0.500235057358 Long STIV CORP US N 2 2022-10-03 Fixed 0 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 N/A 5000000 PA USD 4998150.55 0.314185008523 Long STIV CORP US N 2 2022-10-04 Fixed 0 N N N N N N MOHAWK INDUSTRIES INC 549300JI1115MG3Q6322 N/A 6000000 PA USD 5997780.66 0.377022010227 Long STIV CORP US N 2 2022-10-04 Fixed 0 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 N/A 6000000 PA USD 5993839.98 0.376774298085 Long STIV CORP US N 2 2022-10-11 Fixed 0 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 N/A 1500000 PA USD 1498368.33 0.094187812436 Long STIV CORP US N 2 2022-10-11 Fixed 0 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 N/A 5000000 PA USD 4998067.2 0.314179769121 Long STIV CORP US N 2 2022-10-04 Fixed 0 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 N/A 5000000 PA USD 4998610.4 0.314213914810 Long STIV CORP US N 2 2022-10-03 Fixed 0 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 N/A 5000000 PA USD 4998116.65 0.314182877560 Long STIV CORP CA N 2 2022-10-04 Fixed 0 N N N N N N WPP CP LLC 549300QW2DOKKBOQBP57 N/A 7500000 PA USD 7497924.38 0.471321424128 Long STIV CORP US N 2 2022-10-03 Fixed 0 N N N N N N SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 N/A 3425000 PA USD 3419124.41 0.214927025737 Long STIV CORP CA N 2 2022-10-18 Fixed 0 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 N/A 5000000 PA USD 4997690.95 0.314156117951 Long STIV CORP US N 2 2022-10-05 Fixed 0 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 N/A 5000000 PA USD 4989722.2 0.313655200309 Long STIV CORP US N 2 2022-10-20 Fixed 0 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 N/A 5000000 PA USD 4982107.5 0.313176538340 Long STIV CORP US N 2 2022-11-03 Fixed 0 N N N N N N TRANSCANADA PIPELINES LTD 5BV01I6231JPDAPMGH09 N/A 5000000 PA USD 4986369.45 0.313444445595 Long STIV CORP CA N 2 2022-10-28 Fixed 0 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 N/A 5000000 PA USD 4981226.95 0.313121186744 Long STIV CORP CA N 2 2022-11-07 Fixed 0 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 N/A 5000000 PA USD 4997761.1 0.314160527597 Long STIV CORP US N 2 2022-10-05 Fixed 0 N N N N N N HAWAIIAN ELECTRIC CO INC 549300PQE8D806LWQV52 N/A 7000000 PA USD 6995896.81 0.439763844023 Long STIV CORP US N 2 2022-10-06 Fixed 0 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 N/A 2500000 PA USD 2498838.55 0.157077623668 Long STIV CORP US N 2 2022-10-05 Fixed 0 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 N/A 3237000 PA USD 3233183.58 0.203238738104 Long STIV CORP US N 2 2022-10-12 Fixed 0 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 N/A 5000000 PA USD 4996689.6 0.314093172836 Long STIV CORP CA N 2 2022-10-07 Fixed 0 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 N/A 5000000 PA USD 4988416.65 0.313573133105 Long STIV CORP US N 2 2022-10-24 Fixed 0 N N N N N N HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 N/A 1500000 PA USD 1497312.29 0.094121429495 Long STIV CORP US N 2 2022-10-19 Fixed 0 N N N N N N EASTMAN CHEMICAL CO FDPVHDGJ1IQZFK9KH630 N/A 5000000 PA USD 4998150.55 0.314185008523 Long STIV CORP US N 2 2022-10-04 Fixed 0 N N N N N N VW CREDIT INC 549300UUPJ2NXDB68M19 N/A 5000000 PA USD 4987397.2 0.313509050220 Long STIV CORP US N 2 2022-10-26 Fixed 0 N N N N N N MARSH AND MCLENNAN COS INC 549300XMP3KDCKJXIU47 N/A 7500000 PA USD 7492256.48 0.470965138500 Long STIV CORP US N 2 2022-10-11 Fixed 0 N N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 N/A 5000000 PA USD 4987397.2 0.313509050220 Long STIV CORP US N 2 2022-10-26 Fixed 0 N N N N N N HEALTHPEAK PROPERTIES INC PZ9HF5U52KPF0MH0QN75 N/A 5000000 PA USD 4991347.5 0.313757367078 Long STIV CORP US N 2 2022-10-18 Fixed 0 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 N/A 5000000 PA USD 4986882.5 0.313476696048 Long STIV CORP US N 2 2022-10-27 Fixed 0 N N N N N N AMCOR FLEXIBLES NORTH AMERICA INC PTVU09TE3QPJPL7K4E13 N/A 5000000 PA USD 4986544.45 0.313455446140 Long STIV CORP US N 2 2022-10-28 Fixed 0 N N N N N N OVINTIV INC N/A N/A 5000000 PA USD 4994376.25 0.313947755070 Long STIV CORP US N 2 2022-10-11 Fixed 0 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 N/A 2500000 PA USD 2498371.53 0.157048266673 Long STIV CORP US N 2 2022-10-07 Fixed 0 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 N/A 2000000 PA USD 1997624.66 0.125571191694 Long STIV CORP US N 2 2022-10-12 Fixed 0 N N N N N N AT AND T INC 549300Z40J86GGSTL398 N/A 5000000 PA USD 4987613.9 0.313522672037 Long STIV CORP US N 2 2022-10-26 Fixed 0 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 N/A 5000000 PA USD 4996910 0.314107027236 Long STIV CORP US N 2 2022-10-06 Fixed 0 N N N N N N VW CREDIT INC 549300UUPJ2NXDB68M19 N/A 5000000 PA USD 4993871.95 0.313916054644 Long STIV CORP US N 2 2022-10-13 Fixed 0 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 N/A 5000000 PA USD 4997683.35 0.314155640213 Long STIV CORP US N 2 2022-10-05 Fixed 0 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 N/A 5000000 PA USD 4997208.35 0.314125781592 Long STIV CORP US N 2 2022-10-06 Fixed 0 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 N/A 5000000 PA USD 4993924.3 0.313919345378 Long STIV CORP US N 2 2022-10-13 Fixed 0 N N N N N N MOHAWK INDUSTRIES INC 549300JI1115MG3Q6322 N/A 3500000 PA USD 3495672.46 0.219738855533 Long STIV CORP US N 2 2022-10-13 Fixed 0 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 N/A 16000000 PA USD 15995314.72 1.005469531451 Long STIV CORP US N 2 2022-10-03 Fixed 0 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 N/A 15000000 PA USD 14995472.55 0.942619199601 Long STIV CORP US N 2 2022-10-03 Fixed 0 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 N/A 15000000 PA USD 14995473.75 0.942619275033 Long STIV CORP US N 2 2022-10-03 Fixed 0 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FVBG6 3898338.51 PA USD 457158.16 0.028737077637 Long ABS-MBS USGSE US N 2 2050-08-25 Floating 3.016 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FVT28 3778802.84 PA USD 453456.34 0.028504380295 Long ABS-MBS USGSE US N 2 2050-09-25 Floating 3.166 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FTQF7 2452228.12 PA USD 526206.81 0.033077493251 Long ABS-MBS USGSE US N 2 2050-06-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FQNN9 2435856.07 PA USD 228567.82 0.014367831012 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 2.966 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FYLH7 22642861.44 PA USD 4837914.53 0.304112531752 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137H0X45 25751977.76 PA USD 5724234.6 0.359826835665 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FWKE9 4969823.21 PA USD 1059035.53 0.066571241440 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137H1X76 29850056.53 PA USD 5899893.53 0.370868800462 Long ABS-MBS USGSE US N 2 2051-08-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137F76W0 27915682.42 PA USD 5756492.87 0.361854598682 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137H3CQ3 45113506.46 PA USD 10105141.24 0.635211735791 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FUAM6 34163221.11 PA USD 3922805.53 0.246588548413 Long ABS-MBS USGSE US N 2 2050-07-25 Floating 3.016 N N N N N N FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES S6XOOCT0IEG5ABCC6L87 31394JDC8 5928329.53 PA USD 59283.3 0.003726563242 Long ABS-MBS USGSE US N 2 2043-07-25 Variable .399 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137ALYB9 3655534.12 PA USD 548319.15 0.034467480540 Long ABS-MBS USGSE US N 2 2042-01-15 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137ANL94 3812614.43 PA USD 416543.38 0.026184022287 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AUD48 2054210.82 PA USD 171890.41 0.010805074675 Long ABS-MBS USGSE US N 2 2041-07-15 Fixed 3.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AV3L9 2726379.32 PA USD 527952.45 0.033187224623 Long ABS-MBS USGSE US N 2 2042-10-15 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AYSK8 6985093.5 PA USD 553044.78 0.034764534838 Long ABS-MBS USGSE US N 2 2042-12-15 Fixed 3 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3137B1VT6 1044507.62 PA USD 14424.65 0.000906737150 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 3 N N N N N N FREDDIE MAC STRIPS S6XOOCT0IEG5ABCC6L87 31325URK4 7287913.2 PA USD 807376.89 0.050751915639 Long ABS-MBS USGSE US N 2 2043-08-15 Floating 3.132 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137B32J6 2708442.13 PA USD 95347.18 0.005993547866 Long ABS-MBS USGSE US N 2 2041-11-15 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137B1HN5 13040615.35 PA USD 1799422.35 0.113112144325 Long ABS-MBS USGSE US N 2 2043-03-15 Fixed 4 N N N N N N FREDDIE MAC STRIPS S6XOOCT0IEG5ABCC6L87 31325VB94 4236226.4 PA USD 414531.7 0.026057567573 Long ABS-MBS USGSE US N 2 2044-03-15 Floating 3.132 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AMKS5 1990466.63 PA USD 88018.43 0.005532860786 Long ABS-MBS USGSE US N 2 2027-03-15 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137BJRY1 1226084.11 PA USD 102115.64 0.006419014974 Long ABS-MBS USGSE US N 2 2044-11-15 Fixed 3.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137ASB78 2639549.46 PA USD 519991.24 0.032686780948 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137BTKB6 6019887.9 PA USD 1060294.3 0.066650368042 Long ABS-MBS USGSE US N 2 2046-12-15 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137BXH62 6929483.44 PA USD 845291.65 0.053135247049 Long ABS-MBS USGSE US N 2 2047-04-15 Floating 3.282 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137BLG77 9895543.51 PA USD 2131044.88 0.133958020490 Long ABS-MBS USGSE US N 2 2045-09-15 Fixed 6 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AFRQ7 4869079.52 PA USD 602931.79 0.037900444912 Long ABS-MBS USGSE US N 2 2041-09-15 Floating 3.682 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137B5SA2 20817270.92 PA USD 1542374.5 0.096954051419 Long ABS-MBS USGSE US N 2 2035-01-15 Floating 3.282 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FBQG4 8570525.79 PA USD 993595.71 0.062457677793 Long ABS-MBS USGSE US N 2 2047-11-15 Floating 3.382 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FG2T1 4493009.41 PA USD 662227.8 0.041627807107 Long ABS-MBS USGSE US N 2 2048-06-15 Fixed 3 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FCB52 11116422.89 PA USD 1229476.37 0.077285195779 Long ABS-MBS USGSE US N 2 2047-12-15 Floating 3.382 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FJK99 1915110.84 PA USD 234524.47 0.014742267538 Long ABS-MBS USGSE US N 2 2056-08-15 Floating 3.282 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FQAD5 776497.2 PA USD 85414.69 0.005369189030 Long ABS-MBS USGSE US N 2 2049-12-25 Floating 2.966 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B13G7 30465341.41 PA USD 3436795.17 0.216037814183 Long ABS-MBS USGSE US N 2 2048-06-25 Floating 3.116 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B7KW0 5907835.89 PA USD 938814.2 0.059014098210 Long ABS-MBS USGSE US N 2 2049-12-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B5EF8 715823.81 PA USD 69062.68 0.004341297543 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 2.966 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B7QD6 983633.98 PA USD 110276.78 0.006932026300 Long ABS-MBS USGSE US N 2 2049-12-25 Floating 2.966 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B6QY2 2233351.96 PA USD 238216.62 0.014974357022 Long ABS-MBS USGSE US N 2 2049-10-25 Floating 2.966 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B5RP2 12309558.33 PA USD 1313470.5 0.082565088048 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 2.966 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B8H51 1937699.52 PA USD 198614.2 0.012484938878 Long ABS-MBS USGSE US N 2 2050-03-25 Floating 2.966 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BCLU2 3295435.23 PA USD 610487.61 0.038375405669 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B1S47 25598852.2 PA USD 2729912.8 0.171603009504 Long ABS-MBS USGSE US N 2 2048-06-25 Floating 3.116 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BFWL3 22400887.14 PA USD 4928195.17 0.309787595632 Long ABS-MBS USGSE US N 2 2051-04-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BJSS5 45676785.59 PA USD 9814082.18 0.616915689618 Long ABS-MBS USGSE US N 2 2051-11-25 Fixed 4.5 N N N N N N FANNIE MAE GRANTOR TRUST 2000-T6 N/A 31358SR52 2451937.74 PA USD 15937.6 0.001001841570 Long ABS-MBS USGSE US N 2 2040-11-25 Variable .717 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31392AJX7 80840.91 PA USD 404.2 0.000025408114 Long ABS-MBS USGSE US N 2 2041-10-25 Variable .397 N N N N N N FANNIE MAE TRUST 2002-W8 N/A 31392DQ47 4091576.42 PA USD 24537.63 0.001542441632 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 5669.23 PA USD 394.02 0.000024768197 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 632763.17 PA USD 93384.45 0.005870170161 Long ABS-MBS USGSE US N 2 2035-06-25 Fixed 5 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3136FKAB4 13539.68 PA USD 2718.72 0.000170899427 Long ABS-MBS USGSE US N 2 2039-11-25 Fixed 5.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31398PJU4 4239047.25 PA USD 477324.78 0.030004756474 Long ABS-MBS USGSE US N 2 2040-04-25 Floating 3.316 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3136FGS81 44854.42 PA USD 8004.6 0.000503171182 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 4 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3136FGJ81 40075.89 PA USD 7669.9 0.000482131856 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 584093.48 PA USD 98941.76 0.006219504074 Long ABS-MBS USGSE US N 2 2036-08-25 Fixed 5.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136A1D44 7802627.98 PA USD 712017.66 0.044757610308 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 2.816 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ACWY3 860956.89 PA USD 10567.39 0.000664268809 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 3.066 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ADLY3 720442.44 PA USD 3910.63 0.000245823191 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ADA58 2699167.98 PA USD 351755.57 0.022111444154 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AEU88 2332419.88 PA USD 282689.29 0.017769920313 Long ABS-MBS USGSE US N 2 2042-10-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AE2H9 1722070.03 PA USD 169172.71 0.010634239365 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AAY82 1959058.72 PA USD 75370.87 0.004737831964 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ADG37 3557461.44 PA USD 317147.69 0.019935984058 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ADU80 7462942.39 PA USD 1065185.77 0.066957847083 Long ABS-MBS USGSE US N 2 2043-05-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136A9YX0 7926908.39 PA USD 684163.54 0.043006693275 Long ABS-MBS USGSE US N 2 2041-05-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ACYN5 7931358.37 PA USD 1289584.94 0.081063635701 Long ABS-MBS USGSE US N 2 2043-03-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136A9C48 3106814.8 PA USD 624744.73 0.039271611841 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AA5E1 15033969.11 PA USD 1918785.48 0.120615340886 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ADQT9 3786515.64 PA USD 109028.93 0.006853586133 Long ABS-MBS USGSE US N 2 2042-02-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AD7C7 4965201.44 PA USD 378509.72 0.023793216794 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AQZW3 1625356.59 PA USD 116165.21 0.007302174500 Long ABS-MBS USGSE US N 2 2044-10-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ARFT0 8307163.09 PA USD 1509737.18 0.094902461225 Long ABS-MBS USGSE US N 2 2046-02-25 Fixed 6 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ATZK3 7372942.61 PA USD 1092965.01 0.068704057140 Long ABS-MBS USGSE US N 2 2046-10-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AXG58 2115537.6 PA USD 348640.6 0.021915636351 Long ABS-MBS USGSE US N 2 2047-08-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AP4N9 9414086.29 PA USD 2049248.89 0.128816303856 Long ABS-MBS USGSE US N 2 2045-09-25 Fixed 6 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AA5P6 6488357.82 PA USD 1231295.66 0.077399556809 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136APW65 14450263.6 PA USD 2721837.2 0.171095375245 Long ABS-MBS USGSE US N 2 2037-03-25 Fixed 6 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B0VD5 5069850.09 PA USD 1008362.92 0.063385948351 Long ABS-MBS USGSE US N 2 2048-02-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AT6W9 29963807.64 PA USD 2417694.84 0.151976909522 Long ABS-MBS USGSE US N 2 2046-12-25 Floating 3.016 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ATVW1 21238493.1 PA USD 1587152.59 0.099768813489 Long ABS-MBS USGSE US N 2 2046-09-25 Floating 3.016 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B2XF4 18697819.1 PA USD 2807808.48 0.176499551663 Long ABS-MBS USGSE US N 2 2048-08-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ANRR0 1048751.92 PA USD 177511.75 0.011158433530 Long ABS-MBS USGSE US N 2 2045-05-25 Fixed 5.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AYZ97 475101.64 PA USD 82241.57 0.005169725904 Long ABS-MBS USGSE US N 2 2041-06-25 Fixed 5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ANX69 1881543.02 PA USD 119466.69 0.007509706368 Long ABS-MBS USGSE US N 2 2045-06-25 Floating 3.116 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AQKF6 721113.93 PA USD 110005.23 0.006914956598 Long ABS-MBS USGSE US N 2 2043-10-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B3L40 1577725.04 PA USD 159701.12 0.010038852821 Long ABS-MBS USGSE US N 2 2049-03-25 Floating 3.016 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B5A54 1084825.3 PA USD 90275.77 0.005674757750 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 2.966 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B47K8 14058280.94 PA USD 1500147.77 0.094299668485 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 2.966 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0206A2 65000000 PA USD 52595159.5 3.306145037141 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0206A2 171000000 PA USD 138365727.3 8.697704636172 Short ABS-MBS USGSE US N 2 2052-10-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0426A6 240000000 PA USD 228337440 14.353349266856 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0406A0 15000000 PA USD 13903122 0.873953767572 Short ABS-MBS USGSE US N 2 2052-10-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0506A9 579000000 PA USD 563348761.5 35.412245722209 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0526A5 202000000 PA USD 200714350.8 12.616954888793 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0226A8 120000000 PA USD 100696872 6.329830858645 Short ABS-MBS USGSE US N 2 2052-10-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0326A7 76000000 PA USD 68340606 4.295907789045 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0326A7 45000000 PA USD 40464832.5 2.543629611934 Short ABS-MBS USGSE US N 2 2052-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0306A1 35000000 PA USD 30428125 1.912719638359 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0306A1 76000000 PA USD 66072500 4.153334071865 Short ABS-MBS USGSE US N 2 2052-10-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F0226A8 65000000 PA USD 54544139 3.428658381766 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 2.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LCDT2 65703.88 PA USD 59957.89 0.003768968140 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 9988.24 PA USD 9114.74 0.000572954863 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 91626.8 PA USD 96947.52 0.006094145643 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 24033.66 PA USD 23637.7 0.001485871804 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LES54 10580.94 PA USD 9655.61 0.000606954088 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380YXY6 2714186.96 PA USD 194444.35 0.012222821051 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380YYA7 1638071.97 PA USD 325239.19 0.020444617796 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380YYB5 4704691.87 PA USD 704292.37 0.044271996623 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375U6A3 52001089.53 PA USD 3640076.27 0.228816115576 Long ABS-MBS USGA US N 2 2068-01-20 Variable 2.131 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LJS3 43522248.07 PA USD 1875808.89 0.117913821562 Long ABS-MBS USGA US N 2 2068-08-20 Variable 3.493 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378UXE2 13317788.57 PA USD 1340776.35 0.084281540689 Long ABS-MBS USGA US N 2 2041-05-20 Floating 3.136 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FEC0 15544129.8 PA USD 1958101.8 0.123086774711 Long ABS-MBS USGA US N 2 2043-01-20 Floating 3.736 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LAB9 72801426.05 PA USD 5050598.93 0.317481926963 Long ABS-MBS USGA US N 2 2068-02-20 Variable 1.796 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380XSS7 1608602.64 PA USD 304822.48 0.019161218238 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381WUN6 3444010.65 PA USD 272638.08 0.017138098709 Long ABS-MBS USGA US N 2 2049-06-20 Floating 3.036 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381XBN5 1597728.39 PA USD 138858.57 0.008728684853 Long ABS-MBS USGA US N 2 2049-07-20 Floating 3.086 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381BW42 14425736.47 PA USD 1177012 0.073987272202 Long ABS-MBS USGA US N 2 2049-01-20 Floating 3.036 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381XTX4 3524907.73 PA USD 323973.71 0.020365069403 Long ABS-MBS USGA US N 2 2049-08-20 Floating 3.036 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381XK39 1535451.88 PA USD 143411.21 0.009014864956 Long ABS-MBS USGA US N 2 2049-08-20 Floating 3.086 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382AQY4 8450401.31 PA USD 1219156.21 0.076636467909 Long ABS-MBS USGA US N 2 2049-10-20 Floating 3.036 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381YWF7 9828312.5 PA USD 1526336.93 0.095945925711 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381BDC5 24406111.69 PA USD 2342816.12 0.147270014231 Long ABS-MBS USGA US N 2 2048-12-20 Floating 3.086 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382CRX1 4021394.27 PA USD 299726.62 0.018840891189 Long ABS-MBS USGA US N 2 2050-02-20 Floating 3.036 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382DGP8 29184907.24 PA USD 2969387.16 0.186656428380 Long ABS-MBS USGA US N 2 2050-01-20 Floating 3.036 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381YL93 17930982.28 PA USD 3320961.55 0.208756483514 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382GXV9 2632193.45 PA USD 359869.67 0.022621498533 Long ABS-MBS USGA US N 2 2050-07-20 Floating 3.136 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382FGP3 2899829.24 PA USD 340104.15 0.021379032944 Long ABS-MBS USGA US N 2 2050-04-20 Floating 3.086 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381AKY1 1538340.99 PA USD 128629.5 0.008085682924 Long ABS-MBS USGA US N 2 2048-10-20 Floating 3.136 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382PJV5 36242303.24 PA USD 5719035.45 0.359500015781 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382MA41 28616551.25 PA USD 4680597.82 0.294223563548 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382NYE1 45680535.22 PA USD 7249858.16 0.455727918758 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382PZX3 35784310.34 PA USD 2911561.78 0.183021510359 Long ABS-MBS USGA US N 2 2051-03-20 Floating 3.286 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382ET64 16806807.91 PA USD 1857461.51 0.116760500612 Long ABS-MBS USGA US N 2 2043-07-20 Floating 3.426 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382QX21 35673835.12 PA USD 4154738.94 0.261167941265 Long ABS-MBS USGA US N 2 2051-05-20 Floating 3.286 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382TD27 4043443.92 PA USD 470050.36 0.029547484592 Long ABS-MBS USGA US N 2 2051-06-20 Floating 3.286 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382LMH1 31370228.22 PA USD 4936604.19 0.310316188757 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380QEG3 44880267.36 PA USD 1676547.26 0.105388185070 Long ABS-MBS USGA US N 2 2070-07-20 Variable 1.054 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382EW86 64045524.35 PA USD 12732166.98 0.800347238665 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382WBR7 32779374.15 PA USD 5888270.43 0.370138169454 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379P5D5 13344260 PA USD 1900430.79 0.119461560427 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379YKE7 12571702.41 PA USD 1314625.43 0.082637687240 Long ABS-MBS USGA US N 2 2045-10-20 Floating 3.086 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RA63 67722772.86 PA USD 2268712.89 0.142611866440 Long ABS-MBS USGA US N 2 2066-10-20 Variable 1.178 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RG26 14609432.73 PA USD 696723.85 0.043796237541 Long ABS-MBS USGA US N 2 2066-11-20 Variable .962 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379EW99 5126199.2 PA USD 904517.85 0.056858220970 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380BAR6 7341142.42 PA USD 1457069.94 0.091591785189 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376MCC9 6647096.3 PA USD 1136254.64 0.071425254238 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379NRH7 6580926.57 PA USD 1297956.15 0.081589852080 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UER7 27467664.38 PA USD 574486.2 0.036112347925 Long ABS-MBS USGA US N 2 2064-02-20 Variable 1.313 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375USV3 24342073.05 PA USD 833350.87 0.052384646595 Long ABS-MBS USGA US N 2 2065-01-20 Variable 1.395 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BZP0 9060029.39 PA USD 165091.85 0.010377715473 Long ABS-MBS USGA US N 2 2062-10-20 Variable 1.168 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BZR6 9060029.39 PA USD 156086.18 0.009811616778 Long ABS-MBS USGA US N 2 2062-10-20 Variable 1.168 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RX68 28295115.9 PA USD 1138765.23 0.071583070561 Long ABS-MBS USGA US N 2 2067-02-20 Variable 2.1 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379L2C9 2073257.47 PA USD 196723.94 0.012366116656 Long ABS-MBS USGA US N 2 2044-05-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378PFL7 3844260.79 PA USD 421946.06 0.026523636120 Long ABS-MBS USGA US N 2 2043-12-20 Floating 3.086 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376MSQ1 13250424.44 PA USD 2664762.39 0.167507638243 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375USS0 33243469.6 PA USD 1109667.01 0.069753949087 Long ABS-MBS USGA US N 2 2064-12-20 Variable 1.511 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RV94 23447091.1 PA USD 919125.97 0.057776491090 Long ABS-MBS USGA US N 2 2067-02-20 Variable 1.602 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376MVG9 4192821.19 PA USD 846907.95 0.053236848075 Long ABS-MBS USGA US N 2 2047-03-16 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R2Q8 36876202.72 PA USD 1279604.24 0.080436246373 Long ABS-MBS USGA US N 2 2067-03-20 Variable 2.02 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RV78 38292143.19 PA USD 2114224.1 0.132900662001 Long ABS-MBS USGA US N 2 2067-02-20 Variable 2.362 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UZV5 30156611.84 PA USD 966670.19 0.060765132792 Long ABS-MBS USGA US N 2 2067-04-20 Variable 1.766 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RQ82 18950984.91 PA USD 1112067.48 0.069904843239 Long ABS-MBS USGA US N 2 2067-01-20 Variable 2.372 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RR57 46469242.99 PA USD 1623969 0.102083102340 Long ABS-MBS USGA US N 2 2067-01-20 Variable 1.588 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379YKJ6 627732.05 PA USD 13063.1 0.000821149772 Long ABS-MBS USGA US N 2 2043-03-20 Floating 3.136 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R4R4 36011012.14 PA USD 1931056.67 0.121386710995 Long ABS-MBS USGA US N 2 2067-05-20 Variable 1.558 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UB25 58419260.61 PA USD 1799313.23 0.113105285014 Long ABS-MBS USGA US N 2 2067-04-20 Variable 1.695 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UYG9 16797766.24 PA USD 588123.39 0.036969585139 Long ABS-MBS USGA US N 2 2067-01-20 Variable 2.432 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R4L7 19843115.37 PA USD 1287818.18 0.080952576720 Long ABS-MBS USGA US N 2 2067-04-20 Variable 1.252 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379T5K1 8160244.39 PA USD 1486127.39 0.093418343850 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UG46 28115603.3 PA USD 1474487.67 0.092686668105 Long ABS-MBS USGA US N 2 2067-08-20 Variable .377 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R2S4 30009886.06 PA USD 1189831.96 0.074793138133 Long ABS-MBS USGA US N 2 2067-05-20 Variable 1.363 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376UPF0 3807271.3 PA USD 754782.78 0.047445836574 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 5.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380CH71 987665.92 PA USD 200971.94 0.012633147011 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380FA22 9308580.09 PA USD 2134305.69 0.134162995831 Long ABS-MBS USGA US N 2 2047-07-16 Fixed 5.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380HHH8 1391458.1 PA USD 191887.08 0.012062070412 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376UZH5 3273122.7 PA USD 706326.79 0.044399880779 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 5.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379FFD6 12496164.61 PA USD 2389316.65 0.150193049316 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R7E0 29157071.93 PA USD 1735802.43 0.109112980053 Long ABS-MBS USGA US N 2 2067-09-20 Variable 3.004 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RUC8 28743026.24 PA USD 767438.8 0.048241397195 Long ABS-MBS USGA US N 2 2065-08-20 Variable .985 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RC87 28352972.64 PA USD 978687.91 0.061520569712 Long ABS-MBS USGA US N 2 2066-10-20 Variable .613 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380UMS9 4262848.33 PA USD 912955.43 0.057388609384 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RK47 21916440.22 PA USD 595162.85 0.037412087376 Long ABS-MBS USGA US N 2 2066-12-20 Variable .42 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RU53 4057734.84 PA USD 181973.18 0.011438880149 Long ABS-MBS USGA US N 2 2067-02-20 Variable .651 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380VWY3 7190564.6 PA USD 1359349.71 0.085449066800 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375U4Z0 17769883.65 PA USD 862603.47 0.054223472435 Long ABS-MBS USGA US N 2 2067-12-20 Variable 2.186 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380K2D6 1426536.44 PA USD 161510.46 0.010152588391 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UN55 26126218.99 PA USD 1483022.17 0.093223148934 Long ABS-MBS USGA US N 2 2067-10-20 Variable 2.623 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380VPT2 32742998.27 PA USD 1771756.38 0.111373054449 Long ABS-MBS USGA US N 2 2068-02-20 Variable 1.758 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375U5C0 66632981.4 PA USD 2858554.9 0.179689484468 Long ABS-MBS USGA US N 2 2068-02-20 Variable 2.195 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380W5T2 10236550.13 PA USD 919074.32 0.057773244358 Long ABS-MBS USGA US N 2 2048-05-20 Floating 3.186 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379QMX0 5805149.56 PA USD 933176.4 0.058659704676 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379QKP9 3693425.19 PA USD 556879.88 0.035005610194 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375U4W7 28461970.59 PA USD 2026652.27 0.127395874604 Long ABS-MBS USGA US N 2 2068-01-20 Variable 2.185 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380XKS5 11267753.29 PA USD 1003823.41 0.063100593604 Long ABS-MBS USGA US N 2 2048-06-20 Floating 3.186 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379XPB0 3501035.51 PA USD 460736.27 0.028961998537 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375U6E5 42952972.7 PA USD 3006708.09 0.189002431486 Long ABS-MBS USGA US N 2 2068-01-20 Variable 2.097 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380XRP4 12090430.2 PA USD 1043537.12 0.065597007465 Long ABS-MBS USGA US N 2 2048-07-20 Floating 3.186 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380XYA9 12063673.71 PA USD 1078662.29 0.067804984541 Long ABS-MBS USGA US N 2 2048-07-20 Floating 3.236 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380YTT2 16112536.03 PA USD 1435282.47 0.090222219311 Long ABS-MBS USGA US N 2 2048-08-20 Floating 3.236 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LAD5 49397890.87 PA USD 3426978.68 0.215420747137 Long ABS-MBS USGA US N 2 2068-02-20 Variable 1.803 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380X5F0 15178373.23 PA USD 1307434.71 0.082185676761 Long ABS-MBS USGA US N 2 2048-08-20 Floating 3.186 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380HXT4 17662250.74 PA USD 1725213.32 0.108447345918 Long ABS-MBS USGA US N 2 2043-10-20 Floating 3.186 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379YFD5 6914622.4 PA USD 842405.68 0.052953834244 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376VFR3 3342313.56 PA USD 330454.54 0.020772456017 Long ABS-MBS USGA US N 2 2040-02-20 Floating 3.136 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378A5Q0 4497224 PA USD 432069.44 0.027159994348 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376WP82 9357495.89 PA USD 1801457.38 0.113240066826 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378GNB0 3627072.38 PA USD 735461.47 0.046231294137 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376WM85 14439274.53 PA USD 2989680.67 0.187932083556 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FMA5 1956860.37 PA USD 421116.35 0.026471480339 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375CMY3 1879696.25 PA USD 328938.95 0.020677185646 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FXG0 1566715.71 PA USD 171743.37 0.010795831703 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378JNF5 3643736.04 PA USD 413199.67 0.025973835830 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FZA1 1691068.18 PA USD 200814.35 0.012623240864 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378TNU0 6765970.28 PA USD 907587.25 0.057051164230 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378JL67 5770676.95 PA USD 1003589.97 0.063085919506 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FR44 1353950.96 PA USD 176184.76 0.011075018603 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378VUJ2 3619183.49 PA USD 225909.43 0.014200723944 Long ABS-MBS USGA US N 2 2043-07-16 Floating 3.161 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375AX25 24553105.02 PA USD 5240614.73 0.329426368241 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378MRH0 3601072.4 PA USD 393453.17 0.024732565843 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375AT87 4917871.43 PA USD 934395.57 0.058736342011 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378WY49 3184603.72 PA USD 239959.89 0.015083939416 Long ABS-MBS USGA US N 2 2043-09-20 Floating 3.136 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376VHX8 4461474.04 PA USD 929394.64 0.058421982285 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375AXQ2 13471708.77 PA USD 2829058.84 0.177835354670 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378YRM3 2568284.24 PA USD 410158.33 0.025782656428 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378HKZ8 5017185.7 PA USD 781677.54 0.049136447995 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FYV6 3064671.39 PA USD 500889.89 0.031486065252 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376WK46 3224302.45 PA USD 574030.94 0.036083730166 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378GHA9 16536224.13 PA USD 2588299.41 0.162701155968 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378YCD9 2573349.53 PA USD 467128.81 0.029363835219 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378P2J6 10444344.09 PA USD 1094272.73 0.068786260750 Long ABS-MBS USGA US N 2 2044-01-20 Floating 3.086 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378P3C0 4048478.9 PA USD 692251.43 0.043515100087 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378P4B1 6149458.54 PA USD 1129033.82 0.070971351665 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379AYU8 6676569.33 PA USD 536996.48 0.033755734638 Long ABS-MBS USGA US N 2 2044-03-20 Floating 3.086 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378JNT5 4250209.18 PA USD 269463.26 0.016938528721 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379BYV4 4903991.41 PA USD 487701.94 0.030657067378 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379HDB8 991766.1 PA USD 27007.88 0.001697722172 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376VGU5 8031247.91 PA USD 1524089.92 0.095804678093 Long ABS-MBS USGA US N 2 2040-02-16 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378PYE2 2469197.4 PA USD 178537.78 0.011222930036 Long ABS-MBS USGA US N 2 2043-02-16 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378HK70 11015883.27 PA USD 1783603.7 0.112117779982 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379JJW2 1523135.97 PA USD 16602.18 0.001043617237 Long ABS-MBS USGA US N 2 2040-05-16 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379DHV9 719136.93 PA USD 42810.22 0.002691061264 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379LX92 5923759.83 PA USD 1194321.21 0.075075333524 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UTQ3 49586449.99 PA USD 2112382.77 0.132784915531 Long ABS-MBS USGA US N 2 2065-01-20 Variable 1.549 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379HDV4 4893116.78 PA USD 780520.63 0.049063724339 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RAE6 23626473.09 PA USD 923795.1 0.058069993784 Long ABS-MBS USGA US N 2 2065-04-20 Variable .934 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378TJA9 4832248.17 PA USD 219885.17 0.013822037435 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UVA5 43130704.72 PA USD 1863246.45 0.117124143404 Long ABS-MBS USGA US N 2 2065-03-20 Variable 1.635 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379LWF9 6543792.51 PA USD 484895.02 0.030480623676 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376REY8 25630069.9 PA USD 976505.66 0.061383392925 Long ABS-MBS USGA US N 2 2065-07-20 Variable 2.079 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RBE5 56384605.97 PA USD 2554222.65 0.160559082211 Long ABS-MBS USGA US N 2 2065-05-20 Variable 1.696 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RCY0 67754092.09 PA USD 2683062.05 0.168657959501 Long ABS-MBS USGA US N 2 2065-06-20 Variable 1.914 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RFH4 32317699.35 PA USD 1114960.63 0.070086707380 Long ABS-MBS USGA US N 2 2065-08-20 Variable 2.02 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RCW4 33284576.07 PA USD 1687528.01 0.106078437794 Long ABS-MBS USGA US N 2 2065-06-20 Variable 1.677 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RHG4 25282974.8 PA USD 1410789.99 0.088682615819 Long ABS-MBS USGA US N 2 2065-09-20 Variable 1.707 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RHE9 46203612.24 PA USD 1843524.12 0.115884392749 Long ABS-MBS USGA US N 2 2065-09-20 Variable 1.591 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RHV1 23564059.71 PA USD 664365.1 0.041762158326 Long ABS-MBS USGA US N 2 2065-09-20 Variable 1.859 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379FY60 4122517.23 PA USD 549930.6 0.034568776694 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RQY5 35549106.58 PA USD 1208669.63 0.075977278836 Long ABS-MBS USGA US N 2 2065-07-20 Variable 2.377 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378PGF9 5370262.38 PA USD 945680.7 0.059445728138 Long ABS-MBS USGA US N 2 2043-12-16 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RSH0 27779260.71 PA USD 440301.28 0.027677449894 Long ABS-MBS USGA US N 2 2066-02-20 Variable .092 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379PE94 7766051.91 PA USD 963145.76 0.060543586230 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RWP7 26638599.8 PA USD 1254678.05 0.078869379762 Long ABS-MBS USGA US N 2 2066-06-20 Floating 1.667 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RXR2 16121291.17 PA USD 648322.72 0.040753730259 Long ABS-MBS USGA US N 2 2066-07-20 Variable 2.055 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RWA0 30295344.67 PA USD 1065517.56 0.066978703487 Long ABS-MBS USGA US N 2 2066-06-20 Variable 1.51 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379EAL6 9136133.05 PA USD 758202.56 0.047660804810 Long ABS-MBS USGA US N 2 2044-08-20 Floating 2.586 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RXW1 32230024.47 PA USD 1152900.2 0.072471598352 Long ABS-MBS USGA US N 2 2066-08-20 Variable 1.493 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H0426A2 45000000 PA USD 43017457.5 2.704088265462 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 4.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H0326A3 3000000 PA USD 2725494.9 0.171325299192 Short ABS-MBS USGA US N 2 2052-10-01 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H0406A6 30000000 PA USD 27986475 1.759236901417 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H0306A7 32000000 PA USD 28247187.2 1.775625336291 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 3 N N N N N N GOVERNMENT OF JAMAICA/THE 529900Y93KNSXZI8KK56 470160AV4 730000 PA USD 798213.11 0.050175878109 Long DBT NUSS JM N 2 2039-03-15 Fixed 8 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325BM6 1400000 PA USD 1019590.6 0.064091723158 Long DBT NUSS CO N 2 2041-01-18 Fixed 6.125 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 V5311VAB6 1479000 PA USD 1088909.31 0.068449114812 Long DBT NUSS MA N 2 2042-12-11 Fixed 5.5 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BL9 200000 PA USD 198000 0.012446330111 Long DBT NUSS ID N 2 2023-04-15 Fixed 3.375 N N N N N N ORIENTAL REPUBLIC OF URUGUAY 549300RDR012H2V82H43 760942AZ5 560000 PA USD 558435.38 0.035103389318 Long DBT NUSS UY N 2 2024-08-14 Fixed 4.5 N N N N N N ORIENTAL REPUBLIC OF URUGUAY 549300RDR012H2V82H43 760942BA9 1200000 PA USD 1096783.9 0.068944113532 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.1 N N N N N N REPUBLIC OF COTE D'IVOIRE 254900ICW11T82O6H590 V73789AC9 4251000 PA USD 3831213.75 0.240831065942 Long DBT NUSS CI N 2 2024-07-23 Fixed 5.375 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BD5 1431000 PA USD 1396161.92 0.087763091637 Long DBT NUSS PA N 2 2024-09-22 Fixed 4 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 V3R60FAZ7 9230000 PA USD 4811137.5 0.302429320870 Long DBT NUSS GH N 2 2026-01-18 Fixed 8.125 N N N N N N SOCIALIST REPUBLIC OF VIETNAM 5493008AE7RS4XK4BZ08 Y9384RAA8 2350000 PA USD 2321517.13 0.145931154330 Long DBT NUSS VN N 2 2024-11-19 Fixed 4.8 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 Y20721BG3 4400000 PA USD 4311964.8 0.271051198615 Long DBT NUSS ID N 2 2025-01-15 Fixed 4.125 N N N N N N DOMINICAN REPUBLIC N/A P3579EBD8 300000 PA USD 291375 0.018315906242 Long DBT NUSS DO N 2 2025-01-27 Fixed 5.5 N N N N N N TUNISIAN REPUBLIC N/A V06423AM5 10060000 PA USD 6039541.12 0.379647083311 Long DBT NUSS TN N 2 2025-01-30 Fixed 5.75 N N N N N N DOMINICAN REPUBLIC N/A P3579EBK2 8703000 PA USD 8507182.5 0.534763644978 Long DBT NUSS DO N 2 2026-01-29 Fixed 6.875 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 M1487WBS3 1152000 PA USD 639371.52 0.040191055562 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.5 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAC4 3680000 PA USD 3516971.58 0.221077723607 Long DBT NUSS MX N 2 2027-03-28 Fixed 4.15 N N N N N N GOVERNMENT OF MONGOLIA N/A Y6142NAA6 1767000 PA USD 1674192.5 0.105240164261 Long DBT NUSS MN N 2 2024-03-09 Fixed 8.75 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BX3 9320000 PA USD 8912296.6 0.560229219831 Long DBT NUSS ID N 2 2027-01-08 Fixed 4.35 N N N N N N REPUBLIC OF COTE D'IVOIRE 254900ICW11T82O6H590 V73789AW5 12715000 PA USD 9663400 0.607443769647 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.125 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 V7691DAX4 4738000 PA USD 3547577.5 0.223001619484 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25 N N N N N N REPUBLIC OF COTE D'IVOIRE 254900ICW11T82O6H590 V73789BE4 280000 PA 200728.37 0.012617836139 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25 N N N N N N REPUBLIC OF COTE D'IVOIRE 254900ICW11T82O6H590 221625AQ9 250000 PA 178729.29 0.011234968403 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25 N N N N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 P79171AE7 2193000 PA USD 1383063.7 0.086939734213 Long DBT NUSS AR N 2 2027-06-01 Variable 6.99 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 V71795AM6 5190000 PA USD 1978687.5 0.124380797024 Long DBT NUSS GH N 2 2029-05-16 Fixed 7.625 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AY0 2420000 PA USD 2081168.54 0.130822781134 Long DBT NUSS ZA N 2 2030-06-22 Fixed 5.875 N N N N N N DEVELOPMENT BANK OF MONGOLIA LLC 254900HRWK3OKXS9UW60 N/A 4010000 PA USD 3834562.5 0.241041569215 Long DBT NUSS MN N 2 2023-10-23 Fixed 7.25 N N N N N N REPUBLIC OF THE PHILIPPINES 529900RAHBALMYIJ3T08 718286CG0 2790000 PA USD 2577711.69 0.162035609210 Long DBT NUSS PH N 2 2029-01-14 Fixed 3.75 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 M1487WCY9 6250000 PA USD 4351475 0.273534819786 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.6 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 V71795AQ7 1820000 PA USD 675675 0.042473101502 Long DBT NUSS GH N 2 2032-03-26 Fixed 8.125 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 P5015VAJ5 706000 PA USD 575390 0.036169161022 Long DBT NUSS GT N 2 2050-06-01 Fixed 6.125 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BL7 1400000 PA USD 831250 0.052252585376 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87 N N N N N N SULTANATE OF OMAN 549300SZ20F0QTKNQC75 N/A 2447000 PA USD 2281778.56 0.143433177762 Long DBT NUSS OM N 2 2029-08-01 Fixed 6 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 N/A 2448000 PA USD 1471835.52 0.092519953285 Long DBT NUSS EG N 2 2032-01-15 Fixed 7.053 N N N N N N REPUBLIC OF COSTA RICA 549300S1EK2VN6XVJP58 P3699PGK7 3145000 PA USD 2876563.75 0.180821525336 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 590301.12 0.037106477799 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 286867.54 0.018032566166 Long DBT NUSS ID N 2 2030-02-14 Fixed 2.85 N N N N N N DOMINICAN REPUBLIC N/A 25714PED6 230000 PA USD 180749.3 0.011361946743 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.5 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 V71795AU8 2440000 PA USD 969900 0.060968159465 Long DBT NUSS GH N 2 2027-02-11 Fixed 6.375 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CS3 550000 PA USD 492939.15 0.030986279724 Long DBT NUSS ID N 2 2030-10-15 Fixed 3.85 N N N N N N KINGDOM OF BAHRAIN N/A M63633BX4 1462000 PA USD 1388900 0.087306605508 Long DBT NUSS BH N 2 2030-05-14 Fixed 7.375 N N N N N N HASHEMITE KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 M5269UAL8 3276000 PA USD 2661750 0.167318278645 Long DBT NUSS JO N 2 2030-07-07 Fixed 5.85 N N N N N N ROMANIA 315700IASY927EDWBK92 X7360WBP6 1550000 PA USD 1094083 0.068774334274 Long DBT NUSS RO N 2 2031-02-14 Fixed 3 N N N N N N DOMINICAN REPUBLIC N/A P3579ECH8 4929000 PA USD 3709072.5 0.233153236055 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 2433571.92 0.152974946788 Long DBT NUSS MN N 2 2026-04-07 Fixed 5.125 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 9732000 PA USD 7461369.08 0.469023548718 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.659 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 N/A 570000 PA USD 371928.99 0.023379550441 Long DBT NUSS RS N 2 2030-12-01 Fixed 2.125 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 V5311VAJ9 5334000 PA USD 3727052.49 0.234283462777 Long DBT NUSS MA N 2 2032-12-15 Fixed 3 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 N/A 1500000 PA USD 570000 0.035830344258 Long DBT NUSS GH N 2 2029-04-07 Fixed 7.75 N N N N N N UKRAINE 6354001WLTJXOMEXPY07 N/A 2350000 PA USD 432204.25 0.027168468539 Long DBT NUSS UA N 2 2031-05-21 Fixed 6.876 Y Y N N N N GOVERNMENT OF MONGOLIA N/A Y6142NAE8 2097000 PA USD 1452385.01 0.091297289303 Long DBT NUSS MN N 2 2031-07-07 Fixed 4.45 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 M1487WDP7 2240000 PA USD 1288033.6 0.080966118076 Long DBT NUSS EG N 2 2033-09-30 Fixed 7.3 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AL4 800000 PA USD 627000 0.039413378683 Long DBT NUSS PY N 2 2033-06-28 Fixed 3.849 N N N N N N DOMINICAN REPUBLIC N/A P3579ECN5 1830000 PA USD 1487161.5 0.093483348266 Long DBT NUSS DO N 2 2033-02-22 Fixed 6 N N N N N N REPUBLIC OF THE PHILIPPINES 529900RAHBALMYIJ3T08 Y6972HLP9 924000 PA USD 715294.27 0.044963578841 Long DBT NUSS PH N 2 2047-03-29 Fixed 4.2 N N N N N N REPUBLIC OF THE PHILIPPINES 529900RAHBALMYIJ3T08 718286CQ8 830000 PA USD 773391.49 0.048615584794 Long DBT NUSS PH N 2 2027-03-29 Fixed 3.229 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780DJ2 1745000 PA USD 1512997.87 0.095107429023 Long DBT NUSS ID N 2 2032-03-31 Fixed 3.55 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BE3 457000 PA USD 345050.54 0.021689964271 Long DBT NUSS ZA N 2 2052-04-20 Fixed 7.3 N N N N N N ROMANIA 315700IASY927EDWBK92 X7360WCG5 860000 PA USD 723153.36 0.045457603228 Long DBT NUSS RO N 2 2034-05-25 Fixed 6 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780DN3 7335000 PA USD 6879724.77 0.432461240188 Long DBT NUSS ID N 2 2032-09-20 Fixed 4.65 N N N N N N FEDERATIVE REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BB5 2280000 PA USD 2453517.26 0.154228715909 Long DBT NUSS BR N 2 2034-01-20 Fixed 8.25 N N N N N N DOMINICAN REPUBLIC N/A P3579EAG2 964000 PA USD 979665 0.061581989837 Long DBT NUSS DO N 2 2027-04-20 Fixed 8.625 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325BK0 990000 PA USD 856194.68 0.053820614274 Long DBT NUSS CO N 2 2037-09-18 Fixed 7.375 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 N/A 177 NC USD 20971734.38 1.318288530728 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short UNITED STATES OF AMERICA US TREASURY N/B 02.8750 05/15/2032 2022-01-30 22340133.01 USD 1368398.63 N N N GNMA 549300M8ZYFG0OCMTT87 38375UJ68 26374408.5 PA USD 1503446.79 0.094507045717 Long ABS-MBS USGSE US N 2 2067-08-20 Variable .112 N N N N N N REPUBLIC OF COTE D'IVOIRE 254900ICW11T82O6H590 V25125BD2 7184789.62 PA USD 6142995.13 0.386150228563 Long DBT NUSS CI N 2 2032-12-31 Variable 5.75 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 6278200 NC USD 69499.67 0.004368766845 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2042-01-15 122.43 USD 0 USD 6278200 USD 69377.24 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 9833000 NC 525014.59 0.033002550000 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2054-06-07 332.88 USD 0 USD 9833000 EUR 524681.71 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 6330000 NC 618005.07 0.038847955107 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-12-21 24659.65 USD 0 USD 6330000 GBP -642664.72 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 N/A 44700000 NC 16979.32 0.001067324352 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-09-15 8114.71 USD 0 USD 44700000 MXN -25094.03 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 12285000 NC 170127.87 0.010694280965 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-12-21 53853.84 USD 0 USD 12285000 AUD 116274.03 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 21483000 NC 977345.9 0.061436210624 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-12-21 18131.22 USD 0 USD 21483000 EUR 959214.68 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 20132000 NC 117319.35 0.007374724033 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-12-21 0 USD 55 USD 20132000 CHF -117264.35 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 22781000 NC 23913.16 0.001503187290 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-12-21 0 USD 84509.19 USD 22781000 CAD 60596.03 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 47477000 NC USD 1102890.71 0.069327989154 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-12-21 294536.16 USD 0 USD 47477000 USD -1397426.87 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 64900000 NC USD 659384 0.041449045119 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-12-21 897813.68 USD 0 USD 64900000 USD -1557197.68 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 25832000 NC USD 770051.92 0.048405658579 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-09-26 878.29 USD 0 USD 25832000 USD 760896.81 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 134325000 NC USD 2129051.25 0.133832700403 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-09-26 1262.66 USD 0 USD 134325000 USD -2076827.36 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 34615000 NC 429871 0.027021799853 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-12-21 46122.65 USD 0 USD 34615000 NZD -475993.65 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 133815000 NC 45717.21 0.002873795391 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-12-21 0 USD 13605.36 USD 133815000 NOK 59322.57 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 38450000 NC 79520.27 0.004998664297 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Y 2027-12-21 0 USD 0 USD 38450000 MYR -79520.27 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1331200000 NC 3515.64 0.000220994020 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-12-21 0 USD 2302.8 USD 1331200000 HUF 5818.44 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2210000 NC 8080.87 0.000507965533 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-12-21 631.87 USD 0 USD 2210000 ILS -8712.74 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 35980000 NC 21691.24 0.001363516836 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-12-21 0 USD 3481.51 USD 35980000 CZK 25172.75 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 8230000 NC 54723.88 0.003439956947 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-12-21 1224.05 USD 0 USD 8230000 PLN 53499.83 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 41420000 NC 34531.92 0.002170685231 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-12-21 769.49 USD 0 USD 41420000 ZAR -35301.41 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 223337000 NC 434895.01 0.027337610393 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-12-21 49723.15 USD 0 USD 223337000 SEK 385171.86 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 12091000 NC USD 312431.44 0.019639519390 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-09-19 159.61 USD 0 USD 12091000 USD 300218.429999999999 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 50150000 NC 9234.61 0.000580489922 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-12-21 0 USD 0 USD 50150000 INR 9234.61 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 685578000 NC USD 555318.18 0.034907441337 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-12-21 0 USD 759572.25 USD 685578000 USD 204254.07 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 201111000 NC USD 162899.91 0.010239929570 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-12-21 205801.16 USD 0 USD 201111000 USD -42901.25 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 9222000 NC USD 4795.44 0.000301442572 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-12-21 18138.63 USD 0 USD 9222000 USD -22934.07 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 669086000 NC USD 347924.72 0.021870635953 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-12-21 0 USD 1401062.67 USD 669086000 USD 1748987.39 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2337000 NC USD 28207.59 0.001773136246 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-12-21 0 USD 11063.1 USD 2337000 USD -17144.49 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 294866000 NC USD 3559032.62 0.223721691226 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-12-21 1385224.76 USD 0 USD 294866000 USD 2173807.86 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 71919000 NC USD 681792.12 0.042857625213 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-12-21 600110.6 USD 0 USD 71919000 USD -1281902.72 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 697000 NC USD 6607.56 0.000415352894 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-12-21 0 USD 5758.89 USD 697000 USD 12366.45 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1690000 NC 42533.39 0.002673659660 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-12-21 4755.06 USD 0 USD 1690000 EUR 37778.33 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1370000 NC USD 20522.6 0.001290055830 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-12-21 13793.88 USD 0 USD 1370000 USD 6728.72 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 N/A 3382660000 NC 7286.3 0.000458018662 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-12-21 0 USD 1165 USD 3382660000 COP 8451.3 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 5790000 NC 5682.87 0.000357226646 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-12-21 0 USD 0 USD 5790000 CNY -5682.87 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1196910000 NC 14606.88 0.000918192174 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-12-21 0 USD 0 USD 1196910000 KRW 14606.88 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 153250000 NC 50175.97 0.003154074173 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-12-21 0 USD 0 USD 153250000 THB -50175.97 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3910000 NC 4671.43 0.000293647272 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2027-12-21 0 USD 0 USD 3910000 MYR -4671.43 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 4850000 NC 30121.5 0.001893445113 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-12-21 32.37 USD 0 USD 4850000 SGD 30089.13 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 N/A 3117280000 NC 61894.1 0.003890678790 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-12-21 0 USD 133656.38 USD 3117280000 CLP 195550.48 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2290000 NC 37233.18 0.002340487118 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-12-21 30923.51 USD 0 USD 2290000 EUR 6309.67 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 690000 NC 50108.98 0.003149863165 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-12-21 27215.25 USD 0 USD 690000 EUR 22893.73 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 250000 NC 4290.17 0.000269681172 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-12-21 0 USD 7059.31 USD 250000 EUR 11349.48 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 870000 NC 33218.99 0.002088154119 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-12-21 20170.24 USD 0 USD 870000 EUR 13048.75 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 57666000 NC 4656465.84 0.292706621177 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-09-21 868.83 USD 0 USD 57666000 GBP 4598327.74 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 47128000 NC USD 875166.96 0.055013216596 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-09-23 622.09 USD 0 USD 47128000 USD 843612.37 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 10599000 NC 71360.91 0.004485764863 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2040-01-14 225.34 USD 0 USD 10599000 GBP 71135.57 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 5459000 NC 47360.06 0.002977065358 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2039-08-20 116.06 USD 0 USD 5459000 GBP 47244 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 11571784 NC USD 188272.93 0.011834884029 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-09-28 393.44 USD 0 USD 11571784 USD 185009.69 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 11540500 NC USD 9001.59 0.000565842225 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-09-29 392.38 USD 0 USD 11540500 USD 6648.92 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 11540500 NC USD 2423.5 0.000152341824 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-09-29 392.38 USD 0 USD 11540500 USD 68.92 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2864750 NC USD 19136.53 0.001202927119 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-09-29 37.82 USD 0 USD 2864750 USD -19752.15 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 4019250 NC USD 12298.9 0.000773111967 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-09-29 32.36 USD 0 USD 4019250 USD 13133.8 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2864750 NC USD 21399.68 0.001345189301 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-09-29 37.82 USD 0 USD 2864750 USD -22016.82 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 4019250 NC USD 14589.88 0.000917123549 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-09-29 32.36 USD 0 USD 4019250 USD 15427.58 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2367000 NC USD 5089.05 0.000319898971 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-09-29 8.87 USD 0 USD 2367000 USD -5666.13 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 23841000 NC USD 238886.82 0.015016485963 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-09-29 314.69 USD 0 USD 23841000 USD -244063.23 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 28416500 NC USD 165952.36 0.010431807350 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-09-30 228.76 USD 0 USD 28416500 USD -163271.19 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 28416500 NC USD 168509.84 0.010592571190 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-09-30 228.76 USD 0 USD 28416500 USD -165830.25 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 57719000 NC USD 90618.83 0.005696322588 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-09-30 216.45 USD 0 USD 57719000 USD 88565.79 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 42079000 NC USD 237325.56 0.014918344765 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-09-30 555.45 USD 0 USD 42079000 USD 236182.76 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 24332000 NC USD 115820.32 0.007280494627 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-09-30 321.18 USD 0 USD 24332000 USD 115152.41 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 4710000 NC USD 23173.2 0.001456673217 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-10-03 160.14 USD 0 USD 4710000 USD -23333.34 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 3156000 NC USD 3092.88 0.000194419219 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-10-03 11.84 USD 0 USD 3156000 USD -3104.72 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 23887000 NC USD 92442.69 0.005810970889 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-10-03 315.31 USD 0 USD 23887000 USD -92758 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 58205800 NC USD 9317584.46 0.585705717283 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-03-09 771.8 USD 0 USD 58205800 USD 8806248.5500000001 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 60350200 NC USD 9689828.11 0.609105047331 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-03-09 800.24 USD 0 USD 60350200 USD 9161726.65999999994 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 31816000 NC USD 4617456.08 0.290254457791 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-03-11 421.88 USD 0 USD 31816000 USD 4306526.16 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 210750000 NC USD 20689327.5 1.300536362779 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-03-21 0 USD 6069873.67 USD 210750000 USD -12781056.37000000012 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 19536000 NC USD 523564.8 0.032911415834 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-04-07 73.65 USD 0 USD 19536000 USD -290086.05 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 14892000 NC USD 852864.84 0.053611299688 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-04-07 120.48 USD 0 USD 14892000 USD -673743.70999999999 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 24251000 NC USD 2389936.05 0.150231984957 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-04-07 321.57 USD 0 USD 24251000 USD 2113764.73999999993 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 9672000 NC USD 1771039.92 0.111328017592 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-04-07 329.81 USD 0 USD 9672000 USD -1672290.18000000002 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 13199000 NC USD 366272.25 0.023023966332 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-04-14 49.76 USD 0 USD 13199000 USD 217422.890000000004 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 39895000 NC USD 3403841.4 0.213966331860 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-04-14 529.01 USD 0 USD 39895000 USD 2936126.38000000007 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 42487000 NC USD 5870428.79 0.369016639449 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-04-14 1448.8 USD 0 USD 42487000 USD -5406038.89999999995 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 17316000 NC USD 981470.88 0.061695507911 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-04-14 140.08 USD 0 USD 17316000 USD 779741.18000000003 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 164401700 NC USD 8001430.74 0.502971961347 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-05-02 1551.96 USD 0 USD 164401700 USD -6152928.7400000003 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 354122500 NC USD 9419658.5 0.592122117271 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-05-25 1335.04 USD 0 USD 354122500 USD 6155632.2799999998 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 10251000 NC USD 1101982.5 0.069270898844 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-05-25 349.56 USD 0 USD 10251000 USD -1011318.87999999999 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 10000000 NC USD 901100 0.056643374054 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-06-03 341 USD 0 USD 10000000 USD -815842.42999999999 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 N/A 5230000 NC 24364.36 0.001531549836 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2027-01-04 4890.11 USD 0 USD 5230000 BRL 18977.079999999993 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 83000000 NC 4314493.72 0.271210167167 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-07-07 836.14 USD 0 USD 83000000 EUR -4026217.41 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 24055000 NC USD 1565980.5 0.098437930554 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-06-07 318.97 USD 0 USD 24055000 USD -1354647.40999999998 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 14864000 NC USD 1257494.4 0.079046416235 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-06-07 506.86 USD 0 USD 14864000 USD -1133660.68999999998 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 232034300 NC USD 13819962.91 0.868726366128 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-06-08 3076.78 USD 0 USD 232034300 USD -11748459.8499999997 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 18018000 NC USD 3536933.4 0.222332528664 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-06-22 2261504.67 USD 0 USD 18018000 USD 1177496.08 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 84136000 NC USD 3728066.16 0.234347182330 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-06-10 680.66 USD 0 USD 84136000 USD 2994283.71000000004 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 100868000 NC USD 2342154.96 0.147228453547 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-06-10 380.27 USD 0 USD 100868000 USD -1453985.68999999985 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1690202100 NC 436068.2 0.027411357414 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-02-25 375745.13 USD 0 USD 1690202100 JPY 60202.63 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 314342500 NC USD 4762288.88 0.299358684254 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-06-15 1185.07 USD 0 USD 314342500 USD -1641410.63 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 172541000 NC USD 4841500.46 0.304337944220 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-06-15 1395.85 USD 0 USD 172541000 USD 3205874.4399999999 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 21514400 NC 552853.62 0.034752518471 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2036-02-02 340.95 USD 0 USD 21514400 EUR 552512.67 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 23850000 NC 954368.28 0.059991831616 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-09-08 355.29 USD 0 USD 23850000 EUR 934728.24 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 17035800 NC USD 680409.85 0.042770735372 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-09-08 241.22 USD 0 USD 17035800 USD -648654.1 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 39700000 NC USD 1183854 0.074417362054 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-06-23 321.17 USD 0 USD 39700000 USD 840023.49 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 18700000 NC USD 716023 0.045009386994 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-06-23 247.96 USD 0 USD 18700000 USD 556931.57999999998 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 10400000 NC USD 497328 0.031262163946 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-06-23 354.64 USD 0 USD 10400000 USD 416490.41 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1650000000 NC USD 25311000 1.591055865798 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2024-09-21 0 USD 7751295.34 USD 1650000000 USD 31641083.3700000001 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 732682200 NC 234288.22 0.014727416804 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2043-08-29 119550.78 USD 0 USD 732682200 JPY 114737.44 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 929267100 NC 957775.05 0.060205982040 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2043-08-29 896465.72 USD 0 USD 929267100 JPY 61309.33 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 40472100 NC USD 2300434.16 0.144605873500 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2033-02-03 573.08 USD 0 USD 40472100 USD 2299861.08 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 30686000 NC USD 2091864.62 0.131495139430 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-07-15 406.9 USD 0 USD 30686000 USD -1913786.96 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 189696100 NC 5084683.98 0.319624521833 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2025-06-28 717.05 USD 0 USD 189696100 EUR 5083966.93 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 18770000 NC 2942182.43 0.184946332168 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-08-29 646.73 USD 0 USD 18770000 EUR -2932551.89 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 58398500 NC USD 4755389.86 0.298925010111 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2033-01-31 826.92 USD 0 USD 58398500 USD 4754562.94 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 58398500 NC USD 4730862.48 0.297383212796 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2033-01-31 826.92 USD 0 USD 58398500 USD 4730035.56 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 56885000 NC 3484941.52 0.219064305929 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-09-12 647.05 USD 0 USD 56885000 EUR 3484294.47 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 55003200 NC USD 4703323.63 0.295652113716 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2033-02-01 778.85 USD 0 USD 55003200 USD 4702544.78 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 59328000 NC USD 5493772.8 0.345339948592 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-08-02 786.69 USD 0 USD 59328000 USD -5259474.61999999997 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 99896000 NC 7071539.09 0.444518736888 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-09-02 957.52 USD 0 USD 99896000 EUR -7059017.3 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 53780700 NC USD 4986008.7 0.313421768759 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2033-02-01 761.53 USD 0 USD 53780700 USD 4985247.17 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 76890000 NC USD 7416809.4 0.466222515957 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-08-10 1019.56 USD 0 USD 76890000 USD -7159682.13999999996 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 5701900 NC USD 181605.52 0.011415768949 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2042-04-01 111.53 USD 0 USD 5701900 USD -181717.05 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 10773800 NC USD 778191.57 0.048917319038 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-03-24 162.25 USD 0 USD 10773800 USD -778353.82 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 15903800 NC USD 1656539.81 0.104130511700 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2042-08-10 469.16 USD 0 USD 15903800 USD 1596634.66999999999 N N N LCH Limited F226TOH6YD6XJB17KS62 99NV599V8 26955800 NC USD 2961364.19 0.186152102456 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2042-08-10 60097.95 USD 0 USD 26955800 USD -2922272.27999999997 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 11050200 NC USD 1235301.86 0.077651387554 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2042-08-10 325.98 USD 0 USD 11050200 USD 1194532.62 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 69370000 NC USD 3413697.7 0.214585901373 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-02-06 652.08 USD 0 USD 69370000 USD 3413045.62 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 90803000 NC USD 7039956.59 0.442533452945 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-08-16 1198.6 USD 0 USD 90803000 USD -6745541.99999999996 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 40200000 NC USD 3203136 0.201349939621 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-09-07 566.82 USD 0 USD 40200000 USD -3137634.16 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 12332600 NC USD 108280.23 0.006806522662 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2047-01-15 273.79 USD 0 USD 12332600 USD 108006.44 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 3107000 NC USD 182598.39 0.011478181008 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-08-25 41.01 USD 0 USD 3107000 USD -173824.250000000001 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 10180000 NC USD 430614 0.027068505021 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-02-21 152.7 USD 0 USD 10180000 USD 430461.3 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 210732400 NC USD 3144127.41 0.197640644720 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-09-06 790.25 USD 0 USD 210732400 USD -2662981.92 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 61381700 NC USD 855660.9 0.053787060728 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-01-15 340.67 USD 0 USD 61381700 USD -856001.57 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 6656000 NC 432554.24 0.027190468999 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2054-06-06 227.58 USD 0 USD 6656000 EUR 432326.66 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 81485200 NC USD 3437860.59 0.216104786753 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-09-13 1075.6 USD 0 USD 81485200 USD 3319579.65000000001 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 17314400 NC USD 169161.69 0.010633546645 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2041-01-15 337.63 USD 0 USD 17314400 USD 168824.06 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 7235600 NC 672817.78 0.042293495930 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2058-11-29 277.4 USD 0 USD 7235600 EUR 672540.38 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 9840300 NC 2140772.02 0.134569470971 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2050-02-19 380.97 USD 0 USD 9840300 EUR -2067567.63 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 10864000 NC 2558430.87 0.160823611985 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2050-03-11 414.88 USD 0 USD 10864000 EUR 2488343.54 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 11002000 NC 2705331.78 0.170057840366 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2050-03-12 420.27 USD 0 USD 11002000 EUR 2638913.49 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 13678600 NC 3635495.02 0.228528137041 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2050-03-26 528.36 USD 0 USD 13678600 EUR 3559973.53 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 13443000 NC 1580977.46 0.099380643255 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2058-11-29 509.35 USD 0 USD 13443000 EUR -1581486.81 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 14233000 NC 3904479.05 0.245436541243 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2050-02-19 540.97 USD 0 USD 14233000 EUR 3824170.04 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 10466600 NC 2598195.97 0.163323256235 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2054-06-07 400.78 USD 0 USD 10466600 EUR 2597795.19 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 9550400 NC 2883963 0.181286644064 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2050-02-19 367.42 USD 0 USD 9550400 EUR 2838781.13 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 8829000 NC 2839436.48 0.178487695748 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2050-02-21 336.2 USD 0 USD 8829000 EUR 2803475.16 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 22091800 NC 7804127.67 0.490569440433 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2054-08-08 840.13 USD 0 USD 22091800 EUR 7803287.54 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 12792500 NC 5264658.66 0.330937775766 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2054-06-06 482.62 USD 0 USD 12792500 EUR -5265141.28 N N N LCH Limited F226TOH6YD6XJB17KS62 99JF589S7 58978200 NC USD 11270734.02 0.708481192935 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-09-01 0 USD 2470408.07 USD 58978200 USD -8877495.98 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 20383200 NC 8716170.55 0.547900686693 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2050-02-19 765.66 USD 0 USD 20383200 EUR 8704264.09 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 70039500 NC 25199242.44 1.584030757293 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2050-02-19 2643.05 USD 0 USD 70039500 EUR -25006832.77 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1119500 NC 152562.59 0.009590123018 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-01-30 11.35 USD 0 USD 1119500 AUD 152551.24 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 8796100 NC 3797382.14 0.238704402375 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2054-03-04 328.53 USD 0 USD 8796100 EUR 3797053.61 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 3719600 NC 544917.83 0.034253672704 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-03-05 36.96 USD 0 USD 3719600 AUD 544880.87 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 4363500 NC 2186804.54 0.137463086829 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2054-03-13 168.31 USD 0 USD 4363500 EUR 2186636.23 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1399700 NC 209325.37 0.013158245735 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-03-25 12.09 USD 0 USD 1399700 AUD 209313.28 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2018200 NC 236771.6 0.014883522699 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2040-03-28 23.8 USD 0 USD 2018200 AUD 236747.8 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 7680600 NC 982382.64 0.061752821375 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2040-04-01 92.18 USD 0 USD 7680600 AUD 982290.46 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 23312400 NC 4202078.66 0.264143728045 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2040-05-13 494.28 USD 0 USD 23312400 EUR -4202572.94 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 10527400 NC 1853929.72 0.116538491398 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2040-06-24 229.59 USD 0 USD 10527400 EUR 1853700.13 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 483400 NC 106391.88 0.006687820503 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2045-07-02 10.77 USD 0 USD 483400 AUD 106381.11 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 15952000 NC 2898811.33 0.182220013845 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2040-01-16 369.32 USD 0 USD 15952000 EUR 2898442.01 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 5045400 NC 903602.57 0.056800686237 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2040-03-28 116.81 USD 0 USD 5045400 EUR 903485.76 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 24600000 NC 2862739.5 0.179952529482 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-04-06 270.55 USD 0 USD 24600000 AUD -2776554.64 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 17295900 NC 6554383.93 0.412010232647 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2051-05-21 704.5 USD 0 USD 17295900 EUR -6516982.15 N N N LCH Limited F226TOH6YD6XJB17KS62 99MD509M8 9933800 NC 2910320.83 0.182943503928 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-05-19 196.74 USD 0 USD 9933800 GBP -2877991.96 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 16158000 NC 3491443.65 0.219473031466 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-06-14 277.04 USD 0 USD 16158000 EUR 3486984.39 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 15809000 NC 3554853.98 0.223459020858 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-07-15 271.31 USD 0 USD 15809000 EUR 3564804.4 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 3168200 NC 1303041.95 0.081909546756 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-09-14 127.49 USD 0 USD 3168200 EUR -1304820.51 N N N LCH Limited F226TOH6YD6XJB17KS62 99MS149B5 420542200 NC 17969923.18 1.129593918987 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2023-09-15 0 USD 348352.26 USD 420542200 GBP -17476721.53000000005 N N N LCH Limited F226TOH6YD6XJB17KS62 99MS149C3 420542200 NC 18655475.51 1.172687911953 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2023-09-15 0 USD 523112.78 USD 420542200 GBP -18020432.14000000005 N N N LCH Limited F226TOH6YD6XJB17KS62 99MS149D1 420542200 NC 19341027.84 1.215781904919 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2023-09-15 816717.85 USD 0 USD 420542200 GBP 18445298.20000000005 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 168216700 NC 6802925.75 0.427633634354 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2023-09-15 866.29 USD 0 USD 168216700 GBP 6725561.210000000001 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1805778500 NC 1575829.75 0.099057056902 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2043-08-29 512.91 USD 0 USD 1805778500 JPY -1576342.66 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 86795000 NC USD 9390351.05 0.590279843547 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-12-23 0 USD 7460.35 USD 86795000 USD 8667383.8200000003 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 88939000 NC USD 15824916.27 0.994758241759 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-12-23 23138.81 USD 0 USD 88939000 USD -14960246.79 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 4249000 NC USD 1305207.82 0.082045693892 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2051-12-23 7565.69 USD 0 USD 4249000 USD -1265299.93 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 178113000 NC USD 7628579.79 0.479534456268 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2023-12-23 0 USD 8605.35 USD 178113000 USD 6682407.4600000002 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 245670000 NC USD 10517132.7 0.661109623236 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2023-12-24 24998.39 USD 0 USD 245670000 USD 9176116.8700000004 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 22430000 NC USD 2418178.3 0.152007299939 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-12-24 3002.45 USD 0 USD 22430000 USD 2225163.29000000001 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 73987000 NC USD 13166726.52 0.827663761329 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-12-24 33028.95 USD 0 USD 73987000 USD 12397784.6100000001 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 97957000 NC USD 30126675.35 1.893770437068 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2051-12-24 52939.32 USD 0 USD 97957000 USD 28984710.61 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 53288000 NC USD 15492420.24 0.973857457164 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2051-12-31 8685.6 USD 0 USD 53288000 USD 14869676.16000000003 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 16267000 NC USD 1735200.89 0.109075167096 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-12-31 2157.98 USD 0 USD 16267000 USD -1598193.54999999995 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 4269000 NC USD 737512.44 0.046360218631 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-12-31 0 USD 76872.82 USD 4269000 USD -619058.67000000001 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1150000 NC USD 296872.5 0.018661480484 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2041-12-31 34.04 USD 0 USD 1150000 USD 283446.439999999999 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1640000 NC USD 335429.2 0.021085164404 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2034-12-31 31.33 USD 0 USD 1640000 USD 317529.22 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 8319000 NC USD 411956.88 0.025895713736 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2047-01-15 185.18 USD 0 USD 8319000 USD 411771.7 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 30239000 NC USD 7925641.9 0.498207855684 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-01-21 1031.15 USD 0 USD 30239000 USD 7570326.41 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 17690000 NC USD 4811503.1 0.302452302578 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-01-19 603.23 USD 0 USD 17690000 USD -4609839.89999999994 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 18631000 NC USD 4969074.01 0.312357249860 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-02-01 635.32 USD 0 USD 18631000 USD 4762781.46 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 43853000 NC 8734445.9 0.549049479819 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-03-07 706.01 USD 0 USD 43853000 EUR -8621920.96 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 85411000 NC USD 9768456.07 0.614047620796 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-02-15 20775.88 USD 0 USD 85411000 USD -8887047.54 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 45432900 NC USD 10371422.41 0.651950237529 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-02-24 1549.27 USD 0 USD 45432900 USD -9862690.80999999994 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 17713000 NC USD 2543232.54 0.159868241115 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-02-29 235.58 USD 0 USD 17713000 USD 2359191.03 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 253153000 NC USD 9678039.19 0.608363992836 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-02-29 959.45 USD 0 USD 253153000 USD -7466935.5600000003 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 5610000 NC USD 1383594.3 0.086973087863 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-02-29 191.64 USD 0 USD 5610000 USD -1325220.339999999995 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 203565000 NC USD 17927969.55 1.126956703188 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-02-28 1646.84 USD 0 USD 203565000 USD 15906955.76 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 48460000 NC USD 5416374.2 0.340474653007 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-03-01 555.35 USD 0 USD 48460000 USD -4921029.93000000005 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 23697700 NC USD 3531905.21 0.222016455368 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-03-07 314.24 USD 0 USD 23697700 USD -3550977.92 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1549000 NC USD 316305.8 0.019883062640 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 254870.4 USD 1549000 USD -60660.9 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3098000 NC USD 632611.6 0.039766125279 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 514334.19 USD 3098000 USD -116728.41 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1028500 NC USD 210019.7 0.013201891495 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 0 USD 176076.95 USD 1028500 USD -33428.5 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2915228.59 NC USD 655051.86 0.041176725702 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 1127918.76 USD 0 USD 2915228.59 USD -474355.18 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 142000 NC USD 28215.4 0.001773627185 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 7774.91 USD 0 USD 142000 USD 20369.49 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 32689.63 NC USD 3334.34 0.000209597456 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 5070 USD 0 USD 32689.63 USD -1746.56 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 17602.11 NC USD 1795.42 0.000112860556 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 2712.5 USD 0 USD 17602.11 USD -922.95 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 17602.11 NC USD 1795.42 0.000112860556 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 2712.5 USD 0 USD 17602.11 USD -922.95 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 22631.28 NC USD 2308.39 0.000145105980 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 3487.5 USD 0 USD 22631.28 USD -1186.66 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 65379.26 NC USD 6668.68 0.000419194913 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 10140 USD 0 USD 65379.26 USD -3493.13 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 628.65 NC USD 64.12 0.000004030599 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 96.25 USD 0 USD 628.65 USD -32.34 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 12572.93 NC USD 1282.44 0.000080614503 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 1931.25 USD 0 USD 12572.93 USD -653 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 5352962.85 NC USD 1202810.75 0.075608988157 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 2066357.23 USD 0 USD 5352962.85 USD -866279.28 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 229000 NC USD 44677.9 0.002808464101 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 0 USD 22233.45 USD 229000 USD -22329.95 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 22631.28 NC USD 2308.39 0.000145105980 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 3487.5 USD 0 USD 22631.28 USD -1186.66 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 11944.29 NC USD 1218.32 0.000076583904 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 1816.88 USD 0 USD 11944.29 USD -602.54 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 8172.41 NC USD 833.59 0.000052399678 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 1178.13 USD 0 USD 8172.41 USD -347.27 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 10058.35 NC USD 1025.95 0.000064491477 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 1370 USD 0 USD 10058.35 USD -347.4 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 66000 NC USD 13477.2 0.000847180203 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 0 USD 3221.33 USD 66000 USD -10222.87 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3771.88 NC USD 384.73 0.000024184225 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 502.5 USD 0 USD 3771.88 USD -119.03 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 43000 NC USD 8780.6 0.000551950738 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 0 USD 2383.54 USD 43000 USD -6375.56 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 460000 NC USD 97244 0.006112782451 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2064-11-18 0 USD 28577.66 USD 460000 USD -68436.34 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 6286.47 NC USD 641.22 0.000040307251 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 871.87 USD 0 USD 6286.47 USD -232.75 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1561000 NC USD 329995.4 0.020743594360 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2064-11-18 0 USD 92486.06 USD 1561000 USD -236728.84 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1227037.8 NC USD 492287.56 0.030945320611 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 664734.01 USD 1227037.8 USD 173484.98 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 450000 NC USD 95130 0.005979895876 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2064-11-18 0 USD 40067.81 USD 450000 USD -54837.19 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 450000 NC USD 95130 0.005979895876 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2064-11-18 0 USD 41594.51 USD 450000 USD -53310.49 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1415968.17 NC USD 318168.05 0.020000124146 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 485358.29 USD 0 USD 1415968.17 USD -167913.12 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 778351.67 NC USD 174895.62 0.010993982936 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 269166.42 USD 0 USD 778351.67 USD -94668.16 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 822000 NC USD 201801 0.012685261933 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 90124.29 USD 822000 USD -110991.71 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 722000 NC USD 124906 0.007851622772 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 100177.5 USD 0 USD 722000 USD 24367.5 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 394000 NC USD 73284 0.004606650787 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 0 USD 48888.08 USD 394000 USD -24198.92 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 394000 NC USD 68162 0.004284680571 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 54667.5 USD 0 USD 394000 USD 13297.5 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 250000 NC USD 52850 0.003322164376 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2064-11-18 0 USD 26113.7 USD 250000 USD -26611.3 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 159552.9 NC USD 64012.62 0.004023849494 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 84137.7 USD 159552.9 USD 20260.12 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 73000 NC USD 15432.2 0.000970071998 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2064-11-18 0 USD 6700.93 USD 73000 USD -8694.77 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 7543.76 NC USD 769.46 0.000048368450 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 943.8 USD 0 USD 7543.76 USD -176.86 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3143.23 NC USD 320.61 0.000020153626 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 407 USD 0 USD 3143.23 USD -87.44 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 1551000 NC USD 288486 0.018134302971 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2059-11-17 195571.15 USD 0 USD 1551000 USD 92139.35 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 200000 NC USD 32680 0.002054273071 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2054-11-18 22028.04 USD 0 USD 200000 USD 10551.96 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 845000 NC USD 154635 0.009720395236 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2061-08-17 0 USD 101523.17 USD 845000 USD -52689.33 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 15000 NC USD 2745 0.000172551395 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2061-08-17 1802.19 USD 0 USD 15000 USD 935.31 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 730000 NC USD 145051 0.009117942570 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2072-12-16 0 USD 96490.81 USD 730000 USD -48195.19 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 5657.82 NC USD 577.1 0.000036276652 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 735.08 USD 0 USD 5657.82 USD -159.87 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3143.23 NC USD 320.61 0.000020153626 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 412.5 USD 0 USD 3143.23 USD -92.94 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1885.94 NC USD 192.37 0.000012092427 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 245.03 USD 0 USD 1885.94 USD -53.29 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3832879.37 NC USD 861247.99 0.054138266619 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 1221166.34 USD 0 USD 3832879.37 USD -361875.11 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 1257.29 NC USD 128.24 0.000008061199 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 161.7 USD 0 USD 1257.29 USD -33.88 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 1257.29 NC USD 128.24 0.000008061199 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 162.8 USD 0 USD 1257.29 USD -34.98 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3143.23 NC USD 320.61 0.000020153626 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 412.5 USD 0 USD 3143.23 USD -92.94 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3143.23 NC USD 320.61 0.000020153626 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 416.63 USD 0 USD 3143.23 USD -97.07 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1392000 NC USD 463257.6 0.029120489979 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 422820 USD 0 USD 1392000 USD 39277.6 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 4720372.6 NC USD 1060667.72 0.066673841317 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 1357348.12 USD 0 USD 4720372.6 USD -299090.25 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 59000 NC USD 12472.6 0.000784030793 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2064-11-18 0 USD 10025.19 USD 59000 USD -2417.91 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2410860.28 NC USD 245907.75 0.015457823400 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 308747.23 USD 0 USD 2410860.28 USD -63643.61 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1573936.23 NC USD 353663.47 0.022231375231 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 446429.95 USD 0 USD 1573936.23 USD -93570.01 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1573936.23 NC USD 353663.47 0.022231375231 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 445814.24 USD 0 USD 1573936.23 USD -92954.3 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 281876.8 NC USD 113088.97 0.007108801275 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 126577.52 USD 281876.8 USD 13727.12 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1417741.52 NC USD 568797.9 0.035754779947 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 631813.51 USD 1417741.52 USD 64215.54 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 35753.59 NC USD 13414.75 0.000843254580 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 0 USD 12949.5 USD 35753.59 USD -435.46 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 150000 NC USD 25950 0.001631223568 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 22500 USD 0 USD 150000 USD 3375 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 365480.63 NC USD 82123.5 0.005162303994 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 95345.93 USD 0 USD 365480.63 USD -13409.02 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1517272.13 NC USD 608729.58 0.038264895458 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 657801.19 USD 1517272.13 USD 50355.78 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1585000 NC USD 335069 0.021062522141 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2064-11-18 0 USD 249896.54 USD 1585000 USD -84379.96 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1191000 NC USD 243202.2 0.015287751843 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 191879.56 USD 1191000 USD -50727.14 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 855000 NC USD 147915 0.009297974334 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2057-10-17 0 USD 133326.56 USD 855000 USD -14160.94 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2832000 NC USD 578294.4 0.036351732341 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 0 USD 430255.25 USD 2832000 USD -146623.15 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 61000 NC USD 11346 0.000713212431 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 7308.83 USD 0 USD 61000 USD 4006.67 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 4451826.91 NC USD 1000325.51 0.062880714725 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2063-05-11 0 USD 1670577.37 USD 4451826.91 USD 672524.61 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 134480.3 NC USD 53953.5 0.003391530665 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 75114.38 USD 134480.3 USD 21274.7 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 186904.83 NC USD 74986.22 0.004713652767 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 103320 USD 186904.83 USD 28491.97 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 96182.95 NC USD 9810.66 0.000616700571 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 10136.25 USD 0 USD 96182.95 USD -357.67 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 16514.84 NC USD 3710.88 0.000233266856 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 5649.37 USD 0 USD 16514.84 USD -1946.92 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 93000 NC USD 17019 0.001069818647 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 6402.45 USD 0 USD 93000 USD 10570.05 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1779000 NC USD 307767 0.019346311511 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 276751.02 USD 0 USD 1779000 USD 30126.48 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3147000 NC USD 514219.8 0.032323986769 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 0 USD 197117.95 USD 3147000 USD -315528.35 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3147000 NC USD 544431 0.034223070447 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 492514.94 USD 0 USD 3147000 USD 50342.56 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 396000 NC USD 107632.8 0.006765825049 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 37958.4 USD 396000 USD -69344.4 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2338000 NC USD 434868 0.027335912538 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 288475.24 USD 0 USD 2338000 USD 145223.76 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3088000 NC USD 534224 0.033581455843 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 490036.27 USD 0 USD 3088000 USD 42643.73 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3111000 NC USD 538203 0.033831576790 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 491741.77 USD 0 USD 3111000 USD 44905.73 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2973000 NC USD 808061.4 0.050794944111 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 278362.53 USD 2973000 USD -527221.37 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1269000 NC USD 236034 0.014837156977 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 160942.03 USD 0 USD 1269000 USD 74457.47 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 20000 NC USD 3720 0.000233840141 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 2536.52 USD 0 USD 20000 USD 1173.48 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2108000 NC USD 572954.4 0.036016058589 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 194712.78 USD 2108000 USD -376484.95 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 285000 NC USD 53010 0.003332222016 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 36330.85 USD 0 USD 285000 USD 16536.65 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 10000 NC USD 1860 0.000116920071 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 1274.76 USD 0 USD 10000 USD 580.24 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 126000 NC USD 34246.8 0.002152762515 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 12596.78 USD 126000 USD -21545.02 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 221000 NC USD 60067.8 0.003775877110 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 20856.55 USD 221000 USD -39027.08 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 39000 NC USD 7749.3 0.000487122959 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 2955.34 USD 0 USD 39000 USD 4774.46 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 579000 NC USD 157372.2 0.009892456320 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 55678.57 USD 579000 USD -101211.13 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 32000 NC USD 5952 0.000374144226 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 3914.86 USD 0 USD 32000 USD 2021.14 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 140000 NC USD 38052 0.002391958350 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 12756.75 USD 140000 USD -25178.58 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 235000 NC USD 63873 0.004015072946 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 21553.59 USD 235000 USD -42123.57 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 551000 NC USD 149761.8 0.009414064650 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 50236.42 USD 551000 USD -99066.21 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 194000 NC USD 52729.2 0.003314570856 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 18043.76 USD 194000 USD -34523.77 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 198000 NC USD 53816.4 0.003382912524 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 18179.1 USD 198000 USD -35472.3 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2065000 NC USD 357245 0.022456511113 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 322656.25 USD 0 USD 2065000 USD 33556.25 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 226000 NC USD 39098 0.002457710175 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 35312.5 USD 0 USD 226000 USD 3672.5 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 856000 NC USD 156648 0.009846932925 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 0 USD 50445.13 USD 856000 USD -105774.87 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2078000 NC USD 380274 0.023904119881 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 0 USD 122459.07 USD 2078000 USD -256775.93 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 97000 NC USD 19273.9 0.001211562232 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 5978.14 USD 0 USD 97000 USD 13247.26 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 112000 NC USD 18300.8 0.001150392920 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2054-11-18 6354.85 USD 0 USD 112000 USD 11889.95 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 46000 NC USD 8418 0.000529157610 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 2760.3 USD 0 USD 46000 USD 5634.7 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 863000 NC USD 160518 0.010090202105 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 0 USD 94146.99 USD 863000 USD -65939.51 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 4785713.93 NC USD 1075349.92 0.067596768125 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 1816212.5 USD 0 USD 4785713.93 USD -743305.79 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 17000 NC USD 3471.4 0.000218213083 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 0 USD 489.68 USD 17000 USD -2973.22 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 65500 NC USD 13375.1 0.000840762171 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 0 USD 1886.7 USD 65500 USD -11455.65 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1196000 NC USD 398028.8 0.025020191103 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 304980 USD 0 USD 1196000 USD 92052.13 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1130000 NC USD 224531 0.014114075485 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 52917.5 USD 1130000 USD -171048.5 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 28000 NC USD 5124 0.000322095937 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 1154.37 USD 0 USD 28000 USD 3955.63 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 181000 NC USD 31313 0.001968343105 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 25905.62 USD 0 USD 181000 USD 5316.88 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1425000 NC USD 246525 0.015496623892 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 203953.13 USD 0 USD 1425000 USD 41859.37 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2941000 NC USD 538203 0.033831576790 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 0 USD 126272.73 USD 2941000 USD -410459.77 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 693000 NC USD 126819 0.007971874436 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 0 USD 28902.77 USD 693000 USD -97569.73 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 86000 NC USD 17088.2 0.001074168577 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 0 USD 3956.64 USD 86000 USD -13088.56 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 4711000 NC USD 1567820.8 0.098553612278 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 1135828.44 USD 0 USD 4711000 USD 428066.53 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 160000 NC USD 53248 0.003347182756 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 37576.22 USD 0 USD 160000 USD 15538.45 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 781223.82 NC USD 175540.99 0.011034551058 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 289000 USD 781223.82 USD 113857.84 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 71000 NC USD 14498.2 0.000911360521 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 0 USD 2690.42 USD 71000 USD -11772.28 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 389175.84 NC USD 87447.81 0.005496991468 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 148372.5 USD 389175.84 USD 61123.37 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 233000 NC USD 46297.1 0.002910247423 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 13626.78 USD 0 USD 233000 USD 32553.82 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1868000 NC USD 609528.4 0.038315109485 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2058-09-17 0 USD 381487.74 USD 1868000 USD -226483.99 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 705000 NC USD 140083.5 0.008805684263 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 35550.01 USD 0 USD 705000 USD 104180.99 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1665000 NC USD 309690 0.019467191778 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 144190.98 USD 0 USD 1665000 USD 164666.52 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 131000 NC USD 43596.8 0.002740505882 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2059-11-17 29638.75 USD 0 USD 131000 USD 13848.88 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 803000 NC USD 159556.1 0.010029736827 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 40889.06 USD 0 USD 803000 USD 118265.54 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 295000 NC USD 96258.5 0.006050833671 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2058-09-17 0 USD 60061.28 USD 295000 USD -35951.39 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 34787.27 NC USD 13052.18 0.000820463338 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 12436.45 USD 0 USD 34787.27 USD 586.74 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 196000 NC USD 33908 0.002131465462 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 26092.5 USD 0 USD 196000 USD 7717.5 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 29546.4 NC USD 3013.73 0.000189443831 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 4773.44 USD 0 USD 29546.4 USD -1769.57 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 101050.17 NC USD 40541.33 0.002548438264 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 16167.81 USD 101050.17 USD -24287.99 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 117758 NC USD 26460.22 0.001663296126 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 8497.58 USD 117758 USD -17902.52 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 79000 NC USD 17569.6 0.001104429503 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 4098.1 USD 0 USD 79000 USD 13405.67 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 279000 NC USD 62049.6 0.003900453560 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 14231.14 USD 0 USD 279000 USD 47585.96 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 512088.84 NC USD 205450.04 0.012914641510 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2063-05-11 0 USD 75365.49 USD 512088.84 USD -129651.14 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1059822.02 NC USD 238142.01 0.014969667018 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 74547.09 USD 1059822.02 USD -163053.86 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 3196000 NC USD 1063628.8 0.066859975555 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2059-11-17 181850.96 USD 0 USD 3196000 USD 879114.51 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 13000 NC USD 4241.9 0.000266646908 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2058-09-17 504.88 USD 0 USD 13000 USD 3726.19 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 337477.2 NC USD 75831.13 0.004766764023 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 29841.64 USD 337477.2 USD -45817.2 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 14000 NC USD 4568.2 0.000287158208 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 547.3 USD 0 USD 14000 USD 4009.23 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 69151.14 NC USD 7053.42 0.000443379766 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 943.75 USD 69151.14 USD 7974.11 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 12154132.35 NC USD 4876237.9 0.306521548490 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 2294788.37 USD 12154132.35 USD -2571162.65 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 11690000 NC USD 3897446 0.244994441940 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2047-01-17 0 USD 596582.84 USD 11690000 USD -3291121.49 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 71000 NC USD 23167.3 0.001456302341 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 2504.78 USD 0 USD 71000 USD 20603.35 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 118476.04 NC USD 26621.57 0.001673438628 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 12090.38 USD 118476.04 USD -14470.71 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 118476.04 NC USD 26621.57 0.001673438628 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 12163.44 USD 118476.04 USD -14397.65 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 27285.39 NC USD 6131.03 0.000385398097 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 2885.27 USD 27285.39 USD -3231.83 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 68931.51 NC USD 15488.91 0.000973636803 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 8069.39 USD 68931.51 USD -7384.33 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 18600000 NC USD 3770220 0.236996983380 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2047-01-17 4366588.69 USD 0 USD 18600000 USD -605668.69 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 12556000 NC USD 4186170.4 0.263143730794 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2047-01-17 6148111.46 USD 0 USD 12556000 USD -1972404.39 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 2175000 NC USD 709702.5 0.044612078764 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2058-09-17 1074893.18 USD 0 USD 2175000 USD -367003.18 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1553000 NC USD 345387.2 0.021711126804 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 0 USD 877445 USD 1553000 USD 533351.97 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 148989.28 NC USD 15196.91 0.000955281609 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 33180 USD 148989.28 USD 18032.78 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 818000 NC USD 149694 0.009409802725 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 273331.44 USD 0 USD 818000 USD -124046.44 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 560000 NC USD 91504 0.005751964598 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 182976.74 USD 0 USD 560000 USD -91752.74 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 11315.64 NC USD 1154.2 0.000072553304 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 2722.5 USD 11315.64 USD 1572.07 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 10000 NC USD 1634 0.000102713654 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 3200.71 USD 0 USD 10000 USD -1571.71 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 6915.11 NC USD 705.34 0.000044337851 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 1842.5 USD 6915.11 USD 1139.47 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1449000 NC USD 265167 0.016668464730 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 503662.53 USD 0 USD 1449000 USD -239220.03 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 33000 NC USD 6039 0.000379613068 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 11273.71 USD 0 USD 33000 USD -5251.21 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 37718.8 NC USD 3847.32 0.000241843509 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 9975 USD 37718.8 USD 6140.26 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 27000 NC USD 4941 0.000310592510 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2061-08-17 9118.4 USD 0 USD 27000 USD -4190.9 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 91000 NC USD 16653 0.001046811795 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 31987.18 USD 0 USD 91000 USD -15379.68 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1636000 NC USD 299388 0.018819605450 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 546451.43 USD 0 USD 1636000 USD -247881.43 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 189000 NC USD 34587 0.002174147573 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 58424.8 USD 0 USD 189000 USD -23932.3 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 74808.96 NC USD 7630.51 0.000479655790 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 21048.12 USD 74808.96 USD 13442.56 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 507000 NC USD 98915.7 0.006217865936 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2058-09-17 119951.57 USD 0 USD 507000 USD -21289.37 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 74180.32 NC USD 7566.39 0.000475625190 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 13865 USD 74180.32 USD 6323.35 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 182000 NC USD 36891.4 0.002319002741 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2047-01-17 39812.5 USD 0 USD 182000 USD -3012.1 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 66000 NC USD 10784.4 0.000677910113 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 9714.08 USD 0 USD 66000 USD 1037.32 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2692000 NC USD 878399.6 0.055216421164 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2058-09-17 0 USD 1088577.5 USD 2692000 USD 212421.23 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 441000 NC USD 80703 0.005073011005 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 0 USD 69907.22 USD 441000 USD -10575.28 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1214000 NC USD 198367.6 0.012469437540 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2054-11-18 191080.06 USD 0 USD 1214000 USD 6680.54 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 49000 NC USD 9114 0.000572908347 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2059-11-17 10616.87 USD 0 USD 49000 USD -1527.37 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 973000 NC USD 178059 0.011192833804 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 221082.16 USD 0 USD 973000 USD -43509.66 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1417000 NC USD 259311 0.016300355087 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 319732.68 USD 0 USD 1417000 USD -61130.18 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 33946.92 NC USD 3462.59 0.000217659284 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 6851.25 USD 33946.92 USD 3399.98 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 66000 NC USD 12276 0.000771672467 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 16090.26 USD 0 USD 66000 USD -3847.26 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 105000 NC USD 19530 0.001227660743 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 25050.3 USD 0 USD 105000 USD -5572.8 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 76000 NC USD 14136 0.000888592538 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 17974.89 USD 0 USD 76000 USD -3876.89 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 155000 NC USD 28830 0.001812261096 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 35980.12 USD 0 USD 155000 USD -7227.62 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 39000 NC USD 7254 0.000455988276 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 8954.19 USD 0 USD 39000 USD -1719.69 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 77000 NC USD 14322 0.000900284545 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 16757.8 USD 0 USD 77000 USD -2474.3 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 41000 NC USD 7626 0.000479372290 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 8949.89 USD 0 USD 41000 USD -1344.39 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 83000 NC USD 15438 0.000970436587 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 18118.08 USD 0 USD 83000 USD -2721.58 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 38000 NC USD 7068 0.000444296269 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2059-11-17 8311.45 USD 0 USD 38000 USD -1262.45 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 38000 NC USD 6954 0.000437130200 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2061-08-17 7408.25 USD 0 USD 38000 USD -473.25 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 385000 NC USD 71610 0.004501422723 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 83477.13 USD 0 USD 385000 USD -12059.63 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 339000 NC USD 63054 0.003963590398 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 73306.59 USD 0 USD 339000 USD -10422.09 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1163000 NC USD 216318 0.013597804227 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 199962.81 USD 0 USD 1163000 USD 15773.69 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 113000 NC USD 22453.1 0.001411407549 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 10328.25 USD 113000 USD -12068.35 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 987000 NC USD 183582 0.011540010981 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 166386.48 USD 0 USD 987000 USD 16702.02 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 7000 NC USD 1390.9 0.000087432326 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 643.03 USD 7000 USD -744.37 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 51000 NC USD 10133.7 0.000637006947 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 2833.79 USD 51000 USD -7274.41 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1901360.91 NC USD 427235.8 0.026856150514 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 163472.69 USD 1901360.91 USD -262792.43 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 948526.35 NC USD 213133.87 0.013397649009 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 79607.69 USD 948526.35 USD -133041.94 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 417179.26 NC USD 93740.18 0.005892531439 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 39713.17 USD 417179.26 USD -53814.03 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1963112.06 NC USD 441111.28 0.027728366699 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 155837.73 USD 1963112.06 USD -284271.34 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3442000 NC USD 697693.4 0.043857183699 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 0 USD 398239.4 USD 3442000 USD -297733 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 24200000 NC USD 4905340 0.308350913861 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 0 USD 1788739.77 USD 24200000 USD -3104500.23 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1050000 NC USD 212835 0.013378861965 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 0 USD 77610.61 USD 1050000 USD -134699.39 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 93344.76 NC USD 20974.57 0.001318466779 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 6423.74 USD 93344.76 USD -14503.18 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 258493.18 NC USD 58083.42 0.003651138481 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 24525.51 USD 258493.18 USD -33425.94 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 664183.85 NC USD 149242.11 0.009381396805 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 96615.05 USD 664183.85 USD -52287.98 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 193151.85 NC USD 43401.22 0.002728211673 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 29106.15 USD 193151.85 USD -14196.46 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1474129.14 NC USD 331236.82 0.020821630336 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 222998.34 USD 1474129.14 USD -107485.91 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 511960.1 NC USD 115037.43 0.007231281964 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 78601.41 USD 511960.1 USD -36174.65 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1012431.6 NC USD 227493.38 0.014300291442 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 157809.25 USD 1012431.6 USD -69167.26 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1621326.64 NC USD 364312.1 0.022900750807 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 251962.01 USD 1621326.64 USD -111522.37 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1621326.64 NC USD 364312.1 0.022900750807 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 251962.01 USD 1621326.64 USD -111522.37 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1186914.5 NC USD 266699.69 0.016764810011 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 243062.44 USD 1186914.5 USD -23031.31 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 207512.58 NC USD 46628.08 0.002931052910 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 43554.94 USD 207512.58 USD -2967.2 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 701000 NC USD 233713.4 0.014691283473 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 131171.81 USD 0 USD 701000 USD 101957.42 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1626352.9 NC USD 365441.5 0.022971745177 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 350890.13 USD 1626352.9 USD -13721.08 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 70000 NC USD 14189 0.000891924131 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 7132.31 USD 0 USD 70000 USD 7021.69 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 968631.37 NC USD 217651.47 0.013681626488 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 207104 USD 968631.37 USD -10052.96 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 786000 NC USD 262052.4 0.016472680185 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 158630.88 USD 0 USD 786000 USD 102766.52 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 671000 NC USD 223711.4 0.014062555222 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 134941.72 USD 0 USD 671000 USD 88210.51 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 996000 NC USD 332066.4 0.020873777945 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 192057.58 USD 0 USD 996000 USD 139178.82 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 57000 NC USD 19003.8 0.001194583678 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2047-01-17 9888.4 USD 0 USD 57000 USD 9067.9 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 1087000 NC USD 220334.9 0.013850307577 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2047-01-17 89077.18 USD 0 USD 1087000 USD 130714.22 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 1059000 NC USD 214659.3 0.013493537925 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 83040.96 USD 0 USD 1059000 USD 131088.84 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 368352.78 NC USD 82768.87 0.005202872116 N/A DCR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Y 2063-05-11 0 USD 54692.55 USD 368352.78 USD -27888.27 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 89754.57 NC USD 20167.85 0.001267756155 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 12548.81 USD 89754.57 USD -7573.22 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 65000 NC USD 21209.5 0.001333234538 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2058-09-17 10382.42 USD 0 USD 65000 USD 10772.91 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 85446.36 NC USD 19199.8 0.001206904287 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 12522.25 USD 85446.36 USD -6633.93 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 492000 NC USD 160539.6 0.010091559886 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2058-09-17 78324.04 USD 0 USD 492000 USD 81805.56 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2950000 NC USD 597965 0.037588231236 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 187298.03 USD 0 USD 2950000 USD 409191.97 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 855000 NC USD 278986.5 0.017537161997 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 128585.99 USD 0 USD 855000 USD 149688.01 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1181170.2 NC USD 265408.94 0.016683673139 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 183901.89 USD 1181170.2 USD -80904.04 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 104115.31 NC USD 23394.71 0.001470597391 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 16851.28 USD 104115.31 USD -6490.28 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1064000 NC USD 347183.2 0.021824023818 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 141627.94 USD 0 USD 1064000 USD 204668.59 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18000 NC USD 5873.4 0.000369203410 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 2461.02 USD 0 USD 18000 USD 3397.38 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 5000 NC USD 1631.5 0.000102556503 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 756.81 USD 0 USD 5000 USD 870.52 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 10000 NC USD 3263 0.000205113006 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 1513.63 USD 0 USD 10000 USD 1741.04 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 655567.42 NC USD 147306 0.009259692441 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 124293.24 USD 655567.42 USD -22678.08 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 5000000 NC USD 1013500 0.063708866500 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 410020.15 USD 0 USD 5000000 USD 600979.85 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 3504000 NC USD 1166131.2 0.073303302361 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2059-11-17 467516.77 USD 0 USD 3504000 USD 695694.43 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 2759000 NC USD 919850.6 0.057822041516 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 0 USD 369045.75 USD 2759000 USD -548505.68 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 1834000 NC USD 610355.2 0.038367082343 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2059-11-17 227964.26 USD 0 USD 1834000 USD 380862.61 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 966.31 NC USD 362.56 0.000022790613 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 175.6 USD 0 USD 966.31 USD 186.15 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 3493000 NC USD 1162470.4 0.073073183547 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2059-11-17 415378.21 USD 0 USD 3493000 USD 744181.36 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1148000 NC USD 255315.2 0.016049178088 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 148735.07 USD 0 USD 1148000 USD 105623.46 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1263000 NC USD 420326.4 0.026421823882 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 138485.93 USD 0 USD 1263000 USD 280787.97 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1599000 NC USD 532147.2 0.033450907670 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 166876.59 USD 0 USD 1599000 USD 363938.11 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1564000 NC USD 520499.2 0.032718711442 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 164027.13 USD 0 USD 1564000 USD 355168.73 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 20000 NC USD 6526 0.000410226012 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2058-09-17 2379.98 USD 0 USD 20000 USD 4129.35 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 4558.65 NC USD 1828.93 0.000114967003 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2063-05-11 0 USD 1226.25 USD 4558.65 USD -598.82 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 706548.01 NC USD 158761.34 0.009979778012 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 98726.56 USD 706548.01 USD -59674.07 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 22793.27 NC USD 9144.66 0.000574835642 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 5422.52 USD 22793.27 USD -3702.85 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 591000 NC USD 196684.8 0.012363656305 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2059-11-17 0 USD 47420.79 USD 591000 USD -148771.51 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 0.01 NC USD 0 0.000000000000 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 0 USD 0 USD 0.01 USD 0 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 9000 NC USD 2001.6 0.000125821083 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 649.87 USD 0 USD 9000 USD 1344.23 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 7000 NC USD 2284.1 0.000143579104 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 430.54 USD 0 USD 7000 USD 1847.73 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 38000 NC USD 12399.4 0.000779429422 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 2338.99 USD 0 USD 38000 USD 10028.74 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 7000 NC USD 2284.1 0.000143579104 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 346.95 USD 0 USD 7000 USD 1931.32 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1000 NC USD 326.3 0.000020511301 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 54 USD 0 USD 1000 USD 271.47 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 38000 NC USD 8451.2 0.000531244571 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 2612.31 USD 0 USD 38000 USD 5807.22 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 150000000 NC USD 5530200 0.347629771603 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written FNMA FN30 TBA UMBS 05.0000 10/01/2052 FNMA TBA 1 101 USD 2022-10-06 XXXX -4686450 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 150000000 NC USD 150 0.000009429038 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased FNMA FN30 TBA UMBS 05.0000 10/01/2052 FNMA TBA 1 101 USD 2022-10-06 XXXX -843600 N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 22546DAB2 1245000 PA USD 1143843.75 0.071902307614 Long DBT CORP CH N 2 2023-12-11 Variable 7.5 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BQ5 1000000 PA USD 935183.46 0.058785868975 Long DBT CORP US N 2 2049-12-29 Variable 6.623 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83370RAB4 625000 PA USD 465625 0.029269305342 Long DBT CORP FR N 2 2026-05-26 Variable 4.75 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 251525AX9 3000000 PA USD 2250000 0.141435569439 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 1361215.35 0.085566341402 Long DBT CORP NL N 2 2044-01-24 Variable 6.5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAJ9 244000 PA USD 178119.57 0.011196641249 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 125491506.93 NS USD 125491506.93 7.888427885458 Long STIV PF US N 2 N N N State Street Institutional U.S. Government Money Market Fund, Premier Class N/A N/A 20431000 NS USD 20431000 1.284297830751 Long STIV RF US N 1 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 77307000 NC -13550063.2 -0.851760402050 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2032-11-09 0 USD 0 USD 77307000 GBP 1 2.206 GBP 2022-11-09 XXXX -13550063.2 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 8295200 NC -398518.42 -0.025050968740 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2034-08-29 0 USD 0 USD 8295200 EUR 1 2.396 EUR 2024-08-27 XXXX -398518.42 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 8295200 NC 140481.4 0.008830696358 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2034-08-29 0 USD 0 USD 8295200 EUR 1 2.396 EUR 2024-08-27 XXXX 140481.4 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 16733700 NC 282569.63 0.017762398456 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2034-08-29 0 USD 0 USD 16733700 EUR 1 2.406 EUR 2024-08-27 XXXX 282569.63 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 16733700 NC -791293.37 -0.049740901502 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2034-08-29 0 USD 0 USD 16733700 EUR 1 2.406 EUR 2024-08-27 XXXX -791293.37 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 122192500 NC USD 2884964.92 0.181349625008 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-11-14 0 USD 0 USD 122192500 USD 1 3.102 USD 2022-11-09 XXXX 2884964.92 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 122192500 NC USD 907890.28 0.057070212773 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-11-14 0 USD 0 USD 122192500 USD 1 2.842 USD 2022-11-09 XXXX 907890.28 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 122192500 NC USD -1957523.85 -0.123050444628 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-11-14 0 USD 0 USD 122192500 USD 1 3.362 USD 2022-11-09 XXXX -1957523.85 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 289565700 NC -25541 -0.001605513724 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2024-09-29 0 USD 0 USD 289565700 EUR 1 3.255 EUR 2023-09-27 XXXX -25541 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 289565700 NC -175949.1 -0.011060204956 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2024-09-29 0 USD 0 USD 289565700 EUR 1 3.255 EUR 2023-09-27 XXXX -175949.1 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 81387600 NC USD -5207178.65 -0.327324567790 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2029-01-16 0 USD 0 USD 81387600 USD 1 1.7 USD 2024-01-11 XXXX -5207178.65 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 81387600 NC USD 1321734.62 0.083084572723 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2029-01-16 0 USD 0 USD 81387600 USD 1 1.7 USD 2024-01-11 XXXX 1321734.62 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 13645200 NC USD 404989.54 0.025457744981 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-01-14 0 USD 0 USD 13645200 USD 1 1.81 USD 2027-01-12 XXXX 404989.54 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 13645200 NC USD -1050816.85 -0.066054613135 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-01-14 0 USD 0 USD 13645200 USD 1 1.81 USD 2027-01-12 XXXX -1050816.85 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 55459800 NC USD -1389822.59 -0.087364599749 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2042-01-15 0 USD 0 USD 55459800 USD 1 1.826 USD 2032-01-13 XXXX -1389822.59 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 55459800 NC USD 3134587.9 0.197040988707 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2042-01-15 0 USD 0 USD 55459800 USD 1 1.826 USD 2032-01-13 XXXX 3134587.9 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 25282600 NC USD -1814785.03 -0.114077846278 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2053-03-06 0 USD 0 USD 25282600 USD 1 1.724 USD 2023-03-02 XXXX -1814785.03 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 25282600 NC USD 4365546.54 0.274419360353 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2053-03-06 0 USD 0 USD 25282600 USD 1 1.724 USD 2023-03-02 XXXX 4365546.54 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 24882800 NC USD 4194244.77 0.263651287737 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2053-03-06 0 USD 0 USD 24882800 USD 1 1.75 USD 2023-03-02 XXXX 4194244.77 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 24882800 NC USD -1767176.46 -0.111085159519 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2053-03-06 0 USD 0 USD 24882800 USD 1 1.75 USD 2023-03-02 XXXX -1767176.46 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 24981300 NC USD -1752188.38 -0.110143005017 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2053-03-07 0 USD 0 USD 24981300 USD 1 1.735 USD 2023-03-03 XXXX -1752188.38 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 24981300 NC USD 4301030.42 0.270363860721 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2053-03-07 0 USD 0 USD 24981300 USD 1 1.735 USD 2023-03-03 XXXX 4301030.42 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 716475000 NC 1804606 0.113437989876 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2025-03-12 0 USD 0 USD 716475000 EUR 1 .055 EUR 2024-03-08 XXXX 1804606 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 358237500 NC -1794073.28 -0.112775900431 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2025-03-12 0 USD 0 USD 358237500 EUR 1 .555 EUR 2024-03-08 XXXX -1794073.28 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 10843500 NC -92804.28 -0.005833700528 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2047-04-02 0 USD 0 USD 10843500 AUD 1 2.7 AUD 2037-04-01 XXXX -92804.28 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 10843500 NC 139691.94 0.008781070702 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2047-04-02 0 USD 0 USD 10843500 AUD 1 2.7 AUD 2037-04-01 XXXX 139691.94 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 30980700 NC USD 691489.22 0.043467187374 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2042-04-08 0 USD 0 USD 30980700 USD 1 2.272 USD 2032-04-06 XXXX 691489.22 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 30980700 NC USD -952656.52 -0.059884229949 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2042-04-08 0 USD 0 USD 30980700 USD 1 2.272 USD 2032-04-06 XXXX -952656.52 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 23236600 NC USD -651089.53 -0.040927652636 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2042-04-09 0 USD 0 USD 23236600 USD 1 2.317 USD 2032-04-07 XXXX -651089.53 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 23236600 NC USD 518176.18 0.032572685817 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2042-04-09 0 USD 0 USD 23236600 USD 1 2.317 USD 2032-04-07 XXXX 518176.18 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 15491000 NC -554596.8 -0.034862095207 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2049-04-13 0 USD 0 USD 15491000 EUR 1 1.325 EUR 2029-04-11 XXXX -554596.8 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 15491000 NC 1477356 0.092866972055 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2049-04-13 0 USD 0 USD 15491000 EUR 1 1.325 EUR 2029-04-11 XXXX 1477356 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 272740900 NC USD 3665637.7 0.230422913535 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2025-05-01 0 USD 0 USD 272740900 USD 1 2.94 USD 2023-04-27 XXXX 3665637.7 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 545481300 NC USD -4423853.34 -0.278084540557 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2025-05-01 0 USD 0 USD 545481300 USD 1 3.69 USD 2023-04-27 XXXX -4423853.34 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 38598400 NC -352318.69 -0.022146842019 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2052-05-12 0 USD 0 USD 38598400 AUD 1 3.315 AUD 2032-05-11 XXXX -352318.69 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 38598400 NC 305902.49 0.019229107940 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2052-05-12 0 USD 0 USD 38598400 AUD 1 3.315 AUD 2032-05-11 XXXX 305902.49 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 33000000 NC USD -690690 -0.043416948202 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2055-06-04 0 USD 0 USD 33000000 USD 1 2.509 USD 2025-06-02 XXXX -690690 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 33000000 NC USD 1182390 0.074325334643 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2055-06-04 0 USD 0 USD 33000000 USD 1 2.509 USD 2025-06-02 XXXX 1182390 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 230000000 NC USD 5025500 0.315904201872 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2033-06-06 0 USD 0 USD 230000000 USD 1 2.733 USD 2023-06-02 XXXX 5025500 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 230000000 NC USD -9144800 -0.574844442399 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2033-06-06 0 USD 0 USD 230000000 USD 1 2.733 USD 2023-06-02 XXXX -9144800 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 9900000 NC USD -24255 -0.001524675439 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2059-06-11 0 USD 0 USD 9900000 USD 1 2.46 USD 2029-06-07 XXXX -24255 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 9900000 NC USD -222255 -0.013971005549 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2059-06-11 0 USD 0 USD 9900000 USD 1 2.46 USD 2029-06-07 XXXX -222255 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 7501700 NC USD 48536 0.003050985244 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2037-06-16 0 USD 0 USD 7501700 USD 1 3.073 USD 2027-06-14 XXXX 48536 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 7501700 NC USD -61814.01 -0.003885644313 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2037-06-16 0 USD 0 USD 7501700 USD 1 3.073 USD 2027-06-14 XXXX -61814.01 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 2970700 NC USD -19101.6 -0.001200731410 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2039-06-15 0 USD 0 USD 2970700 USD 1 3.101 USD 2029-06-13 XXXX -19101.6 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 2970700 NC USD 7248.51 0.000455643173 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2039-06-15 0 USD 0 USD 2970700 USD 1 3.101 USD 2029-06-13 XXXX 7248.51 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 26314900 NC 91812.11 0.005771332471 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2030-06-19 0 USD 0 USD 26314900 EUR 1 2.6 EUR 2025-06-17 XXXX 91812.11 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 26314900 NC -528951.21 -0.033250006929 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2030-06-19 0 USD 0 USD 26314900 EUR 1 2.6 EUR 2025-06-17 XXXX -528951.21 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 26314900 NC 66022.19 0.004150171573 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2030-06-19 0 USD 0 USD 26314900 EUR 1 2.65 EUR 2025-06-17 XXXX 66022.19 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 26314900 NC -498777.01 -0.031353249081 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2030-06-19 0 USD 0 USD 26314900 EUR 1 2.65 EUR 2025-06-17 XXXX -498777.01 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 26314900 NC -484076.76 -0.030429187645 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2030-06-19 0 USD 0 USD 26314900 EUR 1 2.675 EUR 2025-06-17 XXXX -484076.76 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 26314900 NC 53127.23 0.003339591123 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2030-06-19 0 USD 0 USD 26314900 EUR 1 2.675 EUR 2025-06-17 XXXX 53127.23 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 161380300 NC USD -1102227.45 -0.069286296463 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2033-01-11 0 USD 0 USD 161380300 USD 1 1.999 USD 2023-01-09 XXXX -1102227.45 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 14401900 NC 155260.4 0.009759708038 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2056-07-17 0 USD 0 USD 14401900 EUR 1 1.818 EUR 2026-07-15 XXXX 155260.4 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 14401900 NC -861695.24 -0.054166380867 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2056-07-17 0 USD 0 USD 14401900 EUR 1 1.818 EUR 2026-07-15 XXXX -861695.24 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 17896800 NC USD 706028.76 0.044381146538 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2056-07-17 0 USD 0 USD 17896800 USD 1 2.3825 USD 2026-07-15 XXXX 706028.76 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 17896800 NC USD -452789.04 -0.028462433648 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2056-07-17 0 USD 0 USD 17896800 USD 1 2.3825 USD 2026-07-15 XXXX -452789.04 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 183664900 NC USD -3493306.4 -0.219590124402 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2033-07-19 0 USD 0 USD 183664900 USD 1 3.67 USD 2023-07-17 XXXX -3493306.4 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 183664900 NC USD -1847668.89 -0.116144934040 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2033-01-19 0 USD 0 USD 183664900 USD 1 2.205 USD 2023-01-17 XXXX -1847668.89 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 24387300 NC USD -490672.48 -0.030843796274 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-10-24 0 USD 0 USD 24387300 USD 1 2.795 USD 2022-10-20 XXXX -490672.48 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 24387300 NC USD 1049385.52 0.065964639369 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-10-24 0 USD 0 USD 24387300 USD 1 2.795 USD 2022-10-20 XXXX 1049385.52 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 271620300 NC USD -3943926.76 -0.247916234277 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2033-01-31 0 USD 0 USD 271620300 USD 1 2.25 USD 2023-01-27 XXXX -3943926.76 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 271620300 NC USD -3973804.99 -0.249794387376 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2033-01-31 0 USD 0 USD 271620300 USD 1 2.245 USD 2023-01-27 XXXX -3973804.99 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 95066900 NC USD 1342344.63 0.084380123167 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2032-10-31 0 USD 0 USD 95066900 USD 1 2.42 USD 2022-10-27 XXXX 1342344.63 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 95066900 NC USD 1345196.64 0.084559401238 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2032-10-31 0 USD 0 USD 95066900 USD 1 2.41 USD 2022-10-27 XXXX 1345196.64 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 271620300 NC USD -3897751.3 -0.245013633175 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2033-02-01 0 USD 0 USD 271620300 USD 1 2.195 USD 2023-01-30 XXXX -3897751.3 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 95066900 NC USD 1335689.94 0.083961807670 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2032-11-02 0 USD 0 USD 95066900 USD 1 2.36 USD 2022-10-31 XXXX 1335689.94 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 271620300 NC USD -3751076.34 -0.235793608068 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2033-02-01 0 USD 0 USD 271620300 USD 1 2.1075 USD 2023-01-30 XXXX -3751076.34 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 95066900 NC USD 1269143.12 0.079778657722 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2032-11-02 0 USD 0 USD 95066900 USD 1 2.27375 USD 2022-10-31 XXXX 1269143.12 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 70787300 NC USD 4513398.25 0.283713356262 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2032-11-10 0 USD 0 USD 70787300 USD 1 2.544 USD 2022-11-08 XXXX 4513398.25 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 70787300 NC USD -1422824.73 -0.089439122621 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2032-11-10 0 USD 0 USD 70787300 USD 1 2.544 USD 2022-11-08 XXXX -1422824.73 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 93705400 NC USD 5962474.6 0.374802662360 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2032-11-14 0 USD 0 USD 93705400 USD 1 2.5375 USD 2022-11-09 XXXX 5962474.6 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 93705400 NC USD -1940638.83 -0.121989047998 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2032-11-14 0 USD 0 USD 93705400 USD 1 2.5375 USD 2022-11-09 XXXX -1940638.83 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 77307000 NC 1864450.03 0.117199800747 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2032-11-09 0 USD 0 USD 77307000 GBP 1 2.106 GBP 2022-11-09 XXXX 1864450.03 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 47307400 NC USD -978317.03 -0.061497256102 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 -978317.03 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 37845900 NC USD 781139.38 0.049102619120 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 781139.38 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 37845900 NC USD -3409915.59 -0.214348156981 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 -3409915.59 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 39852700 NC USD -4848878.01 -0.304801698880 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 -4848878.01 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 39852700 NC USD 1723230.75 0.108322721066 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 1723230.75 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 31601400 NC USD 1332947.05 0.083789388910 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 1332947.05 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 31601400 NC USD -3318147 -0.208579560189 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 -3318147 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 29457400 NC USD 1290823.27 0.081141477438 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 1290823.27 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 29457400 NC USD -3696019.98 -0.232332751345 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 -3696019.98 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 12083500 NC 2010058.55 0.126352789166 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 2010058.55 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 12083500 NC -573430.15 -0.036045964355 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 -573430.15 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 10633700 NC USD -1120685.64 -0.070446582958 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 -1120685.64 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 10633700 NC USD 460545.55 0.028950009830 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 460545.55 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 14732300 NC USD -465688 -0.029273265538 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 -465688 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 14732300 NC USD 2861307.31 0.179862501656 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 2861307.31 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 295887000 NC USD -6352693.89 -0.399331945688 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 -6352693.89 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 295887000 NC USD 819606.99 0.051520702820 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 819606.99 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 25233100 NC USD -487755.82 -0.030660454288 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 -487755.82 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 25233100 NC USD 934634.02 0.058751331038 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 934634.02 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 306920900 NC USD 49107.34 0.003086899821 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 -526369.31 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 306920900 NC USD 9336533.78 0.586896876334 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 -8676653.91 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 7622900 NC 1316956.7 0.082784231462 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 1316956.7 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 7622900 NC -416573.1 -0.026185890494 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 -416573.1 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 22869000 NC -725725.28 -0.045619274770 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 -725725.28 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 22869000 NC 3003758.56 0.188817023284 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 3003758.56 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 9522400 NC USD -843398.97 -0.053016272705 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 -843398.97 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 9522400 NC USD 2018082.23 0.126857159721 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 2018082.23 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 19044700 NC USD -593051.96 -0.037279396297 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 -593051.96 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 19044700 NC USD 1741066.47 0.109443878940 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 1741066.47 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 8225800 NC USD -808184.85 -0.050802704209 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 -808184.85 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 8225800 NC USD 565523.75 0.035548966050 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 565523.75 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 9114500 NC USD 440321.5 0.027678720928 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 440321.5 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 9114500 NC USD -173722.37 -0.010920232144 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 -173722.37 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 93496900 NC USD 1095783.67 0.068881238821 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 1095783.67 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 65447700 NC USD -2342373.18 -0.147242170911 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 -2342373.18 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 99263300 NC USD -5235146.44 -0.329082630148 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 -5235146.44 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 99263300 NC USD 6850160.33 0.430602812007 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 6850160.33 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 186994200 NC USD -6617724.74 -0.415991851994 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 -6617724.74 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 373987700 NC USD 3874512.57 0.243552840726 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 3874512.57 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 9949800 NC USD 443960.08 0.027907442988 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 443960.08 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 9949800 NC USD -201483.45 -0.012665300659 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 -201483.45 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 166388200 NC USD -8417579.04 -0.529131148805 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 -8417579.04 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 166388200 NC USD 1194667.28 0.075097087571 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 1194667.28 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 166388200 NC USD -1008312.49 -0.063382778309 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 -1008312.49 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 166388200 NC USD 3943400.34 0.247883143382 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 3943400.34 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 233622900 NC 1444751 0.090817413503 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 1444751 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 233622900 NC -10271240.84 -0.645652798685 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 -10271240.84 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 80380800 NC USD -9562903.78 -0.601126551825 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 -9562903.78 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 88528900 NC USD -8860857.6 -0.556995751274 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 -8860857.6 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 21121500 NC -282096.47 -0.017732655498 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 -282096.47 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 21121500 NC 679031.07 0.042684064912 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 679031.07 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 224241800 NC USD -20897093.34 -1.313596576064 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2033-10-10 0 USD 0 USD 224241800 USD 1 2.415 USD 2023-10-05 XXXX -20897093.34 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 72336100 NC USD 8152278.47 0.512454287832 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2054-10-09 0 USD 0 USD 72336100 USD 1 2.485 USD 2024-10-07 XXXX 8152278.47 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 16867200 NC USD 1928089.63 0.121200202110 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2033-11-24 0 USD 382042.08 USD 16867200 USD 1 2.395 USD 2023-11-22 XXXX -1546047.55 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 8470500 NC 269769.95 0.016957807331 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2042-11-24 0 USD 0 USD 8470500 AUD 1 2.5 AUD 2022-11-23 XXXX 269769.95 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 8470500 NC -1098964.44 -0.069081182828 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2042-11-24 0 USD 0 USD 8470500 AUD 1 2.5 AUD 2022-11-23 XXXX -1098964.44 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 13662300 NC -472959.56 -0.029730357640 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2046-11-24 0 USD 0 USD 13662300 AUD 1 2.495 AUD 2026-11-23 XXXX -472959.56 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 13662300 NC 1206868.36 0.075864050548 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2046-11-24 0 USD 0 USD 13662300 AUD 1 2.495 AUD 2026-11-23 XXXX 1206868.36 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 115832300 NC USD -846734.11 -0.053225920449 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2026-12-11 0 USD 0 USD 115832300 USD 1 1.39 USD 2024-12-09 XXXX -846734.11 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 115832300 NC USD 3509718.69 0.220621805106 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2026-12-11 0 USD 0 USD 115832300 USD 1 1.39 USD 2024-12-09 XXXX 3509718.69 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 65100 NC USD -9252.66 -0.000581624549 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2056-12-16 0 USD 0 USD 65100 USD 1 1.71 USD 2026-12-14 XXXX -9252.66 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 65100 NC USD 5042 0.000316941396 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2056-12-16 0 USD 0 USD 65100 USD 1 1.71 USD 2026-12-14 XXXX 5042 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 28942000 NC 909672.6 0.057182249859 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2039-02-26 0 USD 3541103.56 USD 28942000 GBP 1 1.448 GBP 2029-02-26 XXXX 2631430.96 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 28942000 NC 4977185.58 0.312867145203 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2039-02-26 0 USD 1723108.47 USD 28942000 GBP 1 1.448 GBP 2029-02-26 XXXX -3254077.11 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 8348800 NC USD 144434.24 0.009079172880 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 144434.24 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 8348800 NC USD -343386.14 -0.021585339666 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 -343386.14 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 11217000 NC USD -764214.21 -0.048038698651 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 -764214.21 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 11217000 NC USD 284350.95 0.017874372682 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 284350.95 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 11217000 NC USD -648454.77 -0.040762030955 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 -648454.77 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 11217000 NC USD 253728.54 0.015949440239 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 253728.54 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 10000000 NC USD 489400 0.030763807859 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 576850 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 10000000 NC USD 776400 0.048804700494 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 -425850 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 44214400 NC USD 4073030.53 0.256031729933 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 -947514.54 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 28548700 NC USD -891290.41 -0.056026740744 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 -891290.41 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 28548700 NC USD -991781.84 -0.062343657466 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 -991781.84 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 29488100 NC 70515.54 0.004432624691 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 70515.54 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 29488100 NC 1909121.61 0.120007867572 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 1909121.61 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 44214400 NC USD 4246350.98 0.266926697284 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 -1134541.5 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 63672400 NC 1573157.84 0.098889099963 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 2473223.19 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 63672400 NC 9181226.21 0.577134203178 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 -5134845.18 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 22892700 NC USD 839246.38 0.052755239846 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 332096.78 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 22892700 NC USD 1894370.92 0.119080635465 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 -723027.76 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 44570700 NC USD 2014595.64 0.126637991791 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 -425650.14 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 44570700 NC USD 3616020.89 0.227303988301 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 1175775.11 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 22892700 NC USD 1856597.97 0.116706218269 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 -681439.38 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 22892700 NC USD 869006.89 0.054625993037 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 306151.7 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 44214400 NC USD 2546307.3 0.160061521307 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 1609846.3 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 44214400 NC USD 3712683.17 0.233380203685 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 -1239329.63 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 116296100 NC USD 4144793 0.260542736959 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 4144793 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 116296100 NC USD -7430157.83 -0.467061601645 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 -7430157.83 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 11145900 NC 488937.62 0.030734742535 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 488937.62 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 11145900 NC -1547428.58 -0.097271752168 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 -1547428.58 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 44214400 NC USD 2267756.58 0.142551752551 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 8878693.66 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 44214400 NC USD 1094306.4 0.068788377255 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 10114044 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 53655100 NC USD 6970334.04 0.438156961831 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 -3514945.6 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 53655100 NC USD 1176656.34 0.073964915325 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 2278732.1 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 62240100 NC USD 1106006.58 0.069523853531 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 2349392.07 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 62240100 NC USD 8271086.89 0.519922615182 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 -4815688.24 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 196939100 NC USD 12617888.14 0.793163641861 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 -10457466.22 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 196939100 NC USD 4988467.4 0.313576323263 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 17364120.45 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 22444300 NC USD -1661551.53 -0.104445549687 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 -1661551.53 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 22444300 NC USD 2736184.61 0.171997257068 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 2736184.61 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 15897000 NC USD -981480.78 -0.061696130227 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 -981480.78 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 15897000 NC USD 2147366.76 0.134984017997 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 2147366.76 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 19590000 NC -506367.34 -0.031830379146 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 -506367.34 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 19590000 NC 2162555.71 0.135938799238 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 2162555.71 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 24024100 NC USD -1773459.06 -0.111480085345 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 -1773459.06 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 24024100 NC USD 3250220.49 0.204309682579 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 3250220.49 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 2531000 NC USD 28625.61 0.001799413089 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 308841.07 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 5061900 NC USD 1800568.45 0.113184188461 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 -1027222.61 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 27236800 NC USD 169957.63 0.010683579635 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 712514.69 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 27236800 NC USD 2769982.56 0.174121804759 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 -1887510.24 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 22704300 NC -2921602.15 -0.183652650559 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 -2921602.15 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 54490500 NC USD -2346905.84 -0.147527095066 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 -2346905.84 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 54490500 NC USD 6729576.75 0.423022897650 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 6729576.75 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 22704300 NC 862684.81 0.054228585488 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 862684.81 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25226900 NC 2188900.84 0.137594860777 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 2188900.84 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25226900 NC -629964.53 -0.039599729789 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 -629964.53 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 27749600 NC USD 3514209.34 0.220904088501 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 3514209.34 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 27749600 NC USD -1241239.61 -0.078024636022 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 -1241239.61 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 18922800 NC USD -888047 -0.055822859170 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 -888047 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 18922800 NC USD 3015158.95 0.189533654684 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 3015158.95 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 63076400 NC USD 1788846.7 0.112447356290 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 1788846.7 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 63076400 NC USD -524164.88 -0.032949137014 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 -524164.88 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 157691000 NC USD 2983513.72 0.187544427518 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 2983513.72 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 157691000 NC USD -660725.29 -0.041533358948 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 -660725.29 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 47307400 NC USD 5564769.46 0.349802816607 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 5564769.46 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 99MK129K6 13810000 NC USD 11888200.4 0.747295285852 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2025-09-29 0 USD 0 USD 15108140 USD -3204666.36 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 12429000 NC USD 13049952.84 0.820323338251 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2024-07-17 0 USD 0 USD 13597326 USD -541522.92 N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796YE3 5800000 PA USD 5793882.22 0.364204902686 Long DBT UST US N 2 2022-10-18 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796YQ6 19400000 PA USD 19334364.75 1.215363061395 Long DBT UST US N 2 2022-11-15 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796YP8 28500000 PA USD 28422800.63 1.786664440946 Long DBT UST US N 2 2022-11-08 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796YG8 16300000 PA USD 16264957.77 1.022419361816 Long DBT UST US N 2 2022-11-01 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796W70 24800000 PA USD 24697266.74 1.552476437749 Long DBT UST US N 2 2022-11-25 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796YR4 30000000 PA USD 29877760.5 1.878123586601 Long DBT UST US N 2 2022-11-22 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796YF0 37900000 PA USD 37841286.45 2.378712843255 Long DBT UST US N 2 2022-10-25 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912810SA7 137000 PA USD 115771.85 0.007277447791 Long DBT UST US N 2 2048-02-15 Fixed 3 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912828ZL7 338000 PA USD 306667.4 0.019277190376 Long DBT UST US N 2 2025-04-30 Fixed .375 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912828YS3 2064000 PA USD 1806722.4 0.113571027316 Long DBT UST US N 2 2029-11-15 Fixed 1.75 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912828YB0 220000 PA USD 190176.8 0.011954561779 Long DBT UST US N 2 2029-08-15 Fixed 1.625 N N N N N N ITAU UNIBANCO HOLDING SA/CAYMAN ISLAND 5493002W2IVG62O3ZJ94 46556L2A1 7050000 PA USD 6026692.5 0.378839415807 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 10.59 0.000000665691 Long DE CORP US N 3 GUARANTEED RATE INC 549300U3721PJGQZYY68 Call Purchased GUARANTEED RATE INC WARRANTS 1 .01 USD 2023-03-01 XXXX -7.06 N N N 2022-11-29 Putnam Investments Inc Janet C. Smith NPORT Principal Financial Officer