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DL6FFRRLF74S01HE2M14 Put Written S&P 500 INDEX STRIKE 2600 EXPIRES 09/18/20 PUTS S&P 500 INDEX STRIKE 2600 EXPIRES 09/18/20 PUTS 100.00000000 2600.00000000 USD 2020-09-18 XXXX -18058038.80000000 N N N United States Treasury Note/Bond 2.5% 05/31/2020 254900HROIFWPRGM1V77 9128284Q0 75000000.00000000 PA USD 75297419.25000000 1.922458259239 Long DBT UST US N 2 2020-05-31 Fixed 2.50000000 N N N N N N U S TREASURY NOTE N/A 9128284L1 119.92000000 PA USD 119.92000000 0.000003061740 Short RA CORP US N 2 Repurchase Y 0.00010000 2020-04-01 119.92000000 USD 122.32000000 USD UST N N N 2020-04-30 Robert Kubilis Robert Kubilis Robert Kubilis Chief Financial Officer, Chief Accounting Officer and Treasurer XXXX