0000869392-20-000342.txt : 20200224 0000869392-20-000342.hdr.sgml : 20200224 20200224104149 ACCESSION NUMBER: 0000869392-20-000342 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20191231 FILED AS OF DATE: 20200224 PERIOD START: 20201231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PUTNAM VARIABLE TRUST CENTRAL INDEX KEY: 0000822671 IRS NUMBER: 046649095 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05346 FILM NUMBER: 20642514 BUSINESS ADDRESS: STREET 1: ONE POST OFFICE SQ STREET 2: MAILSTOP A 14 CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 8002551581 FORMER COMPANY: FORMER CONFORMED NAME: PUTNAM CAPITAL MANAGER TRUST /MA/ DATE OF NAME CHANGE: 19920703 0000822671 S000003893 Putnam VT Diversified Income Fund C000010881 Class IA Shares C000010882 Class IB Shares NPORT-P 1 primary_doc.xml NPORT-P false 0000822671 XXXXXXXX S000003893 C000010881 C000010882 Putnam Variable Trust 811-05346 0000822671 549300TBVD21LYBGBD46 100 FEDERAL STREET BOSTON 02110 1-800-225-1581 Putnam VT Diversified Income Fund S000003893 8JXB19CF5HE2V5XUD764 2020-12-31 2019-12-31 N 343321556.4595633064 132787084.6595633064 210534471.79 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 322082.71 0 0.00 701549.83 ARS AUD CAD CHF CZK EUR GBP JPY NOK NZD SEK USD N GSAA HOME EQUITY TRUST 2006-8 N/A 362348AS3 615373.91 PA USD 253676.82 0.120491821526 Long ABS-MBS CORP US N 2 2036-05-25 Floating 1.972 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC 549300R1KUK063S4I339 17312EAE6 795328.61 PA USD 694959.97 0.330093197609 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.142 N N N N N N WAMU ASSET-BACKED CERTIFICATES WAMU SERIES 2007-HE4 TRUST N/A 93363XAA1 159345.94 PA USD 124161.56 0.05897445627 Long ABS-MBS CORP US N 2 2047-07-25 Floating 1.962 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES N/A 20753TAC7 200000 PA USD 218816.4 0.103933763502 Long ABS-MBS CORP US N 2 2039-06-25 Floating 7.042 N N N N N N RMF BUYOUT ISSUANCE TRUST 2019-1 N/A 76971DAF3 414000 PA USD 407199.64 0.193412336012 Long ABS-MBS CORP US N 2 2029-07-25 Variable 6 N N N N N N LEGACY MORTGAGE ASSET TRUST 2019-GS2 N/A 52475BAB8 260000 PA USD 259350 0.123186477632 Long ABS-MBS CORP US N 2 2059-01-25 Variable 4.25 N N N N N N FTS INTERNATIONAL INC 549300LIZ1UTOOLOZV47 30284DAB1 1992.26 PA USD 1710.02 0.000812228033 Long DBT CORP US N 2 2021-04-16 Floating 6.549 N N N N N N TERRIER MEDIA BUYER INC N/A N/A 81000 PA USD 81742.53 0.038826197584 Long DBT CORP US N 2 2026-12-17 Floating 5.99 N N N N N N JO-ANN STORES LLC 549300GM65RR2EMGLI48 47759DAB1 57763.08 PA USD 39676.02 0.018845379411 Long DBT CORP US N 2 2023-10-16 Floating 6.934 N N N N N N PETSMART INC N/A 71677HAG0 85000 PA USD 84055.57 0.039924849021 Long DBT CORP US N 2 2022-03-11 Floating 5.74 N N N N N N ATOTECH ALPHA 3 BV 549300RVASWYF4HCO804 N0287GAB9 104105.02 PA USD 104278.56 0.049530397143 Long DBT CORP NL N 2 2024-01-31 Floating 4.945 N N N N N N VERTIV INTERMEDIATE HOLDING II CORP N/A 22051UAM7 130000 PA USD 129566.71 0.061541803059 Long DBT CORP US N 2 2023-11-15 Floating 5.927 N N N N N N BWAY CORP 549300RY13CUZRBP7216 05604XAP1 112323.97 PA USD 111797.4 0.053101707787 Long DBT CORP US N 2 2024-04-03 Floating 5.234 N N N N N N ASP AMC MERGER SUB INC N/A 00912YAL6 63375 PA USD 55189.04 0.026213778452 Long DBT CORP US N 2 2024-04-21 Floating 5.445 N N N N N N AZEK CO LLC/THE N/A 12626JAE7 111620.09 PA USD 111899.14 0.053150032414 Long DBT CORP US N 2 2024-05-05 Floating 5.933 N N N N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 15670BAB8 104467 PA USD 104800.67 0.049778389785 Long DBT CORP US N 2 2025-01-31 Fixed 4.549 N N N N N N WIDEOPENWEST FINANCE LLC 54930045JY28O5B5WE54 96758DBA0 69940.26 PA USD 69299.12 0.032915806809 Long DBT CORP US N 2 2023-08-19 Floating 5.03 N N N N N N BRAND INDUSTRIAL SERVICES INC 549300B658W2BPDQMW42 10524MAN7 257678.58 PA USD 256666.16 0.121911703018 Long DBT CORP US N 2 2024-06-21 Floating 6.235 N N N N N N WERNER FINCO LP N/A 95075EAC3 87535.75 PA USD 87098.07 0.041369980535 Long DBT CORP US N 2 2024-07-24 Floating 5.799 N N N N N N ASCEND LEARNING LLC 549300T466HKRLVCD610 02083JAC8 135956.85 PA USD 136636.63 0.064899884963 Long DBT CORP US N 2 2024-07-12 Floating 4.799 N N N N N N DIAMOND BC BV 549300SWLHWJF3D4N658 N2611UAC9 26774.79 PA USD 26205.83 0.01244728703 Long DBT CORP US N 2 2024-09-06 Floating 4.927 N N N N N N NAVISTAR INC 4EW4JDYTYMZ6D6T42H76 63937YAE1 253626.21 PA USD 252675.11 0.120016027709 Long DBT CORP US N 2 2024-11-06 Floating 5.24 N N N N N N RACKSPACE HOSTING INC 549300QTYCKLMFSE8I97 75008QAL0 29837.02 PA USD 29091.09 0.013817732437 Long DBT CORP US N 2 2023-11-03 Floating 4.902 N N N N N N CALIFORNIA RESOURCES CORP 5493003Q8F0T4F4YMR48 N/A 35000 PA USD 30936.12 0.014694087736 Long DBT CORP US N 2 2022-12-31 Floating 6.555 N N N N N N GATES GLOBAL LLC 549300XI79MQJV13DW27 N/A 56317.17 PA USD 56325.96 0.026753794531 Long DBT CORP US N 2 2024-03-31 Floating 4.549 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 N/A 55000 PA USD 55013.75 0.026130518928 Long DBT CORP BM N 2 2023-11-27 Floating 5.682 N N N N N N PQ CORP 2H1FRGMQKKSWC9PFJY28 69353FAX2 23226.95 PA USD 23325.66 0.011079259278 Long DBT CORP US N 2 2025-02-08 Floating 4.427 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 N/A 84356.05 PA USD 84707.56 0.040234532274 Long DBT CORP US N 2 2025-02-05 Floating 5.216 N N N N N N SCIENTIFIC GAMES INTERNATIONAL INC RLTHESQ0RNFQJWPBJN60 80875AAP6 59696.2 PA USD 59792.13 0.028400161499 Long DBT CORP US N 2 2024-08-14 Floating 4.549 N N N N N N CROWN FINANCE US INC N/A 22834KAB7 78472.92 PA USD 78298.55 0.037190370458 Long DBT CORP US N 2 2025-02-28 Floating 4.049 N N N N N N ROBERTSHAW US HOLDING CORP 549300NMXRV2JIXFIY04 N/A 75630.24 PA USD 68445.37 0.032510291269 Long DBT CORP US N 2 2025-02-28 Floating 5.063 N N N N N N ROBERTSHAW US HOLDING CORP 549300NMXRV2JIXFIY04 N/A 75000 PA USD 60000 0.028498895924 Long DBT CORP US N 2 2026-02-28 Floating 9.799 N N N N N N TITAN ACQUISITION LTD/UNITED KINGDOM 213800CPQ6QTUXFE7375 C8856UAB4 103312.87 PA USD 101427.41 0.048176153358 Long DBT CORP GB N 2 2025-03-28 Floating 4.799 N N N N N N KRONOS INC/MA 5493000E2HBSA8M27B95 50105JAM9 35000 PA USD 35153.13 0.016697089888 Long DBT CORP US N 2 2023-11-01 Floating 4.909 N N N N N N GOLDEN NUGGET LLC 91D14OD6M4H1RVBN7R43 51508PAG9 73595.23 PA USD 73787.61 0.035047756965 Long DBT CORP US N 2 2023-10-04 Floating 4.692 N N N N N N JO-ANN STORES LLC 549300GM65RR2EMGLI48 47759DAD7 155200.66 PA USD 53544.23 0.025432523969 Long DBT CORP US N 2 2024-05-21 Floating 11.042 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 C7052BAF1 104206.56 PA USD 104225.21 0.049505056874 Long DBT CORP CA N 2 2025-05-31 Floating 4.799 N N N N N N SOLENIS INTERNATIONAL LLC 549300P0XTH2Z2N7QB86 83420LAK7 54891.14 PA USD 54159.28 0.025724661401 Long DBT CORP US N 2 2025-06-26 Floating 5.909 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VAW0 97271.98 PA USD 97738.11 0.046423803745 Long DBT CORP US N 2 2024-11-03 Floating 4.799 N N N N N N REFINITIV US HOLDINGS INC 549300NF240HXJO7N016 31740MAC5 47520 PA USD 47896.22 0.022749823149 Long DBT CORP US N 2 2025-10-01 Floating 5.049 N N N N N N MESSER INDUSTRIES USA INC 529900HNC1EZT3TC1260 N/A 69487.44 PA USD 69820.42 0.033163414716 Long DBT CORP US N 2 2026-03-01 Floating 4.445 N N N N N N TALBOTS INC/THE N/A 87416DAF3 93862.14 PA USD 92688.86 0.044025502908 Long DBT CORP US N 2 2022-11-28 Floating 8.799 N N N N N N SPRINT COMMUNICATIONS INC 549300JKU50UT08ZWD77 85208EAD2 322855.64 PA USD 321644.93 0.152775423077 Long DBT CORP US N 2 2024-02-03 Floating 4.813 N N N N N N TRAVELPORT FINANCE LUXEMBOURG SARL 2221005SGFWYZHL40F77 L9308UAQ3 59850 PA USD 55600.65 0.026409285628 Long DBT CORP LU N 2 2026-05-30 Floating 6.945 N N N N N N LOWER CADENCE HOLDINGS LLC 549300GMUP7Q51T05S83 N/A 76615 PA USD 75609.43 0.035913087941 Long DBT CORP US N 2 2026-05-22 Floating 5.799 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45175AAB7 82467.82 PA USD 83159.97 0.039499455501 Long DBT CORP US N 2 2026-05-01 Floating 5.691 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 N/A 94525 PA USD 94748.17 0.045003637264 Long DBT CORP US N 2 2026-07-01 Floating 4.215 N N N N N N DIAMOND SPORTS GROUP LLC N/A N/A 79800 PA USD 79534.03 0.037777200723 Long DBT CORP US N 2 2026-08-24 Floating 5.03 N N N N N N ALBERTSON'S LLC 549300MBYHQDK18CKL60 N/A 35515.04 PA USD 35807.86 0.01700807459 Long DBT CORP US N 2 2025-11-17 Floating 4.549 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18452RAD7 69825 PA USD 70152.34 0.033321070608 Long DBT CORP US N 2 2026-08-21 Floating 5.299 N N N N N N CEC ENTERTAINMENT INC 549300MWTY75LB8TRO50 12513VAF3 224437.5 PA USD 215011.13 0.102126330274 Long DBT CORP US N 2 2026-08-30 Floating 8.299 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 N/A 35000 PA USD 35298.97 0.016766361204 Long DBT CORP US N 2 2025-04-25 Floating 5.927 N N N N N N GARDA WORLD SECURITY CORP N/A N/A 100000 PA USD 100458.3 0.04771584394 Long DBT CORP CA N 2 2026-10-23 Floating 6.69 N N N N N N GENESEE AND WYOMING INC G617XSG94Z7G0RMW3L02 55316HAB1 55000 PA USD 55481.25 0.026352572825 Long DBT CORP US N 2 2026-11-05 Floating 3.774 N N N N N N REVLON CONSUMER PRODUCTS CORP 2MKZBE7NMX7EJWQLHS95 761520AY1 75307.72 PA USD 57469.2 0.027296812494 Long DBT CORP US N 2 2023-09-07 Floating 5.409 N N N N N N CREST 2003-2 LTD 549300I5MOJS8SS2K682 22608TAB2 81037.02 PA USD 82298.93 0.039090477346 Long ABS-MBS CORP KY N 2 2038-12-28 Fixed 8 N N N N N N TIAA REAL ESTATE CDO LTD N/A 88631FAA6 472774.89 PA USD 17376.84 0.008253679244 Long ABS-MBS CORP US N 2 2038-12-28 Fixed 8 Y Y N N N N WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2007-C34 N/A 92979FAF7 1439675.73 PA USD 14.4 0.000006839735 Long ABS-MBS CORP US N 2 2046-05-15 Variable .085 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2007-CIBC20 N/A 46631QAK8 1835612.66 PA USD 18.36 0.000008720662 Long ABS-MBS CORP US N 2 2051-02-12 Variable 0 N N N N N N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2006-C5 N/A 22545LBR9 1092965.21 PA USD 5057.15 0.002402053192 Long ABS-MBS CORP US N 2 2039-12-15 Variable .884 N N N N N N CD 2007-CD5 MORTGAGE TRUST N/A 12514AAP6 33455.94 PA USD 0.33 0.000000156744 Long ABS-MBS CORP US N 2 2044-11-15 Variable 0 N N N N N N MEZZ CAP COMMERCIAL MORTGAGE TRUST N/A 59317EAB9 206049.99 PA USD 311.34 0.000147880771 Long ABS-MBS CORP US N 2 2049-12-15 Variable 5.811 N N N N N N BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2007-5 N/A 05952CAJ9 1539801.09 PA USD 15.4 0.000007314717 Long ABS-MBS CORP US N 2 2051-02-10 Variable 0 N N N N N N GS MORTGAGE SECURITIES CORP II SERIES 2005-GG4 N/A 36228CWD1 402882.56 PA USD 40.29 0.000019137009 Long ABS-MBS CORP US N 2 2039-07-10 Variable 1.368 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C18 N/A 46641JAG1 381000 PA USD 330415.39 0.156941230189 Long ABS-MBS CORP US N 2 2047-02-15 Variable 4.31 N N N N N N CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST 549300UFJ8EKD81Y8R30 126281AL8 307000 PA USD 295646.83 0.140426803975 Long ABS-MBS CORP US N 2 2050-04-15 Variable 3.772 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 N/A 12527DAH3 822000 PA USD 801136.82 0.38052524757 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.25 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2006-HQ10 549300T7A7LUR8384661 61750HAH9 267431.6 PA USD 243525.11 0.11566994608 Long ABS-MBS CORP US N 2 2041-11-12 Variable 5.448 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2007-HQ11 5493004BO35O1811XR94 61751NAK8 293339.02 PA USD 73334.76 0.034832661548 Long ABS-MBS CORP US N 2 2044-02-12 Variable 5.558 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2007-HQ11 5493004BO35O1811XR94 61751NAJ1 25141.9 PA USD 25114.63 0.011928987109 Long ABS-MBS CORP US N 2 2044-02-12 Variable 5.538 N N N N N N BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2007-TOP26 N/A 07388VAH1 879000 PA USD 755940 0.359057589749 Long ABS-MBS CORP US N 2 2045-01-12 Variable 5.45 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17 N/A 61763UAG7 369000 PA USD 301548.65 0.143230059874 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-C25 N/A 46643PAQ3 656000 PA USD 467596.8 0.222099875628 Long ABS-MBS CORP US N 2 2047-11-15 Variable 3.332 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 N/A 92936CBA6 1331000 PA USD 1068409.67 0.507474933162 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC16 549300PX4QZK7CUM8D08 94988XAC0 828000 PA USD 644540.29 0.306144777394 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.938 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC24 N/A 36253GAS1 675000 PA USD 568164.38 0.269867625558 Long ABS-MBS CORP US N 2 2047-09-10 Variable 4.532 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAC1 715000 PA USD 629313.69 0.298912422583 Long ABS-MBS CORP US N 2 2046-04-15 Variable 3.25 N N N N N N STRIPS III LTD 549300V0VH76768N0J04 86331WAC2 158000 PA USD 15.8 0.000007504709 Long ABS-MBS CORP KY N 2 2020-03-24 Variable 5 Y Y N N N N BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2005-PWR7 N/A 07383F4C9 406340.5 PA USD 408372.2 0.193969280436 Long ABS-MBS CORP US N 2 2041-02-11 Variable 5.214 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C18 N/A 46641JAE6 987000 PA USD 941251.56 0.447077170782 Long ABS-MBS CORP US N 2 2047-02-15 Variable 4.81 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C2 N/A 90269CAV2 490000 PA USD 147147 0.069892117309 Long ABS-MBS CORP US N 2 2063-05-10 Variable 4.89 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C7 N/A 92936TAL6 2626000 PA USD 1987771.71 0.944154984739 Long ABS-MBS CORP US N 2 2045-06-15 Variable 4.5 N N N N N N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C4 N/A 20173TAP0 9206 PA USD 9206 0.004372680598 Long ABS-MBS CORP US N 2 2039-09-15 Variable 5.719 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2007-CIBC20 N/A 46631QAT9 403000 PA USD 382850 0.181846705076 Long ABS-MBS CORP US N 2 2051-02-12 Variable 6.183 N N N N N N BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2007-TOP28 N/A 073945AN7 275000 PA USD 155368.37 0.073797116776 Long ABS-MBS CORP US N 2 2042-09-11 Variable 5.534 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3 N/A 46635TBG6 401000 PA USD 381936.98 0.181413037377 Long ABS-MBS CORP US N 2 2046-02-15 Variable 5.664 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 N/A 12527DAG5 326000 PA USD 328493.9 0.156028557797 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.741 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C7 N/A 92936TAK8 875000 PA USD 752500 0.357423653049 Long ABS-MBS CORP US N 2 2045-06-15 Variable 4.813 N N N N N N BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2006-PWR11 N/A 07387MAK5 362214.4 PA USD 181107.2 0.086022587399 Long ABS-MBS CORP US N 2 2039-03-11 Variable 5.775 N N N N N N COMM 2012-CCRE3 MORTGAGE TRUST N/A 12624PAU9 351000 PA USD 263250 0.125038905867 Long ABS-MBS CORP US N 2 2045-10-15 Variable 4.752 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 N/A 92890NAE9 1152000 PA USD 1002174.22 0.476014313228 Long ABS-MBS CORP US N 2 2045-12-15 Variable 4.43 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAX5 408000 PA USD 369675.99 0.175589292745 Long ABS-MBS CORP US N 2 2046-04-15 Variable 4.168 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 549300P1YQ48837ZOI22 61762MBC4 478000 PA USD 472923.69 0.224630050357 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.081 N N N N N N COMM 2013-CCRE9 MORTGAGE TRUST 549300C72XVZH4MIKU63 12625UAJ2 452000 PA USD 409288.71 0.194404605821 Long ABS-MBS CORP US N 2 2045-07-10 Variable 4.246 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C11 N/A 61762TAN6 750000 PA USD 390000 0.185242823507 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.353 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15 5493003CHVRASC16O965 92938CAL1 1231000 PA USD 1004407.49 0.477075075383 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.494 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 549300V2DF3KW9L1CV04 94988QAU5 649000 PA USD 574732.98 0.272987589687 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.284 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14 N/A 46640LAN2 350000 PA USD 345090.03 0.163911414157 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.702 N N N N N N COMM 2012-CCRE3 MORTGAGE TRUST N/A 12624PAW5 700000 PA USD 427586.88 0.203095899861 Long ABS-MBS CORP US N 2 2045-10-15 Variable 4.75 N N N N N N TRIBUNE CO/OLD N/A N/A 55356.02 NS USD 30445.81 0.014461199509 Long EC CORP US N 2 N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18453H106 12143 NS USD 34728.98 0.016495626443 Long EC CORP US N 1 N N N IHEARTMEDIA INC N/A 45174J509 5164 NS USD 87271.6 0.041452404092 Long EC CORP US N 1 N N N TRIANGLE USA PETROLEUM CORP 549300NO673FCMGRHX90 N/A 648 NS USD 1296 0.000615576152 Long EC CORP US N 3 N N N INPHI CORP 549300DCMERAAZFGT726 45772FAC1 101000 PA USD 142748.88 0.06780309124 Long DBT CORP US N 2 2021-09-01 Fixed .75 N N N N N INPHI CORP USD XXXX N N N IH MERGER SUB LLC N/A 19625XAB8 75000 PA USD 100898.55 0.047924954589 Long DBT CORP US N 2 2022-01-15 Fixed 3.5 N N N N N INVITATION HOMES INC USD XXXX N N N HORIZON GLOBAL CORP 549300D1ZZV3IWN54G85 44052WAA2 16000 PA USD 12721.26 0.006042364413 Long DBT CORP US N 2 2022-07-01 Fixed 2.75 N N N N N HORIZON GLOBAL CORP USD XXXX N N N LIBERTY MEDIA CORP-LIBERTY FORMULA ONE N/A 531229AF9 72000 PA USD 95774.61 0.045491177376 Long DBT CORP US N 2 2023-01-30 Fixed 1 N N N N N LIBERTY MEDIA CORP-LIBERTY FORMULA ONE USD XXXX N N N SILICON LABORATORIES INC 4PRDF8Q9TDHRVZKZSZ47 826919AB8 38000 PA USD 50457.18 0.023966232024 Long DBT CORP US N 2 2022-03-01 Fixed 1.375 N N N N N SILICON LABORATORIES INC USD XXXX N N N LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 55024UAB5 71000 PA USD 103482.5 0.049152283291 Long DBT CORP US N 2 2024-03-15 Fixed .25 N N N N N LUMENTUM HOLDINGS INC USD XXXX N N N PACIRA BIOSCIENCES INC N/A 695127AD2 58000 PA USD 60291.73 0.028637462306 Long DBT CORP US N 2 2022-04-01 Fixed 2.375 N N N N N PACIRA BIOSCIENCES INC USD XXXX N N N ENCORE CAPITAL GROUP INC 5493000UVC6H49CIH830 292554AK8 70000 PA USD 72267.57 0.034325765935 Long DBT CORP US N 2 2022-03-15 Fixed 3.25 N N N N N ENCORE CAPITAL GROUP INC USD XXXX N N N NUANCE COMMUNICATIONS INC AEMSOT3SS15TNMJCE605 67020YAN0 129000 PA USD 143293.51 0.068061780468 Long DBT CORP US N 2 2025-04-01 Fixed 1.25 N N N N N NUANCE COMMUNICATIONS INC USD XXXX N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AP0 157000 PA USD 216463.75 0.102816298044 Long DBT CORP US N 2 2023-10-15 Fixed 1.625 N N N N N ON SEMICONDUCTOR CORP USD XXXX N N N VERINT SYSTEMS INC 549300KEQJS5FRVUCO94 92343XAA8 75000 PA USD 80702.48 0.038332192972 Long DBT CORP US N 2 2021-06-01 Fixed 1.5 N N N N N VERINT SYSTEMS INC USD XXXX N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 741503AX4 192000 PA USD 221255.89 0.105092476362 Long DBT CORP US N 2 2021-09-15 Fixed .9 N N N N N BOOKING HOLDINGS INC USD XXXX N N N TWITTER INC 549300I8RX485XMK6836 90184LAD4 125000 PA USD 121562.5 0.057739950596 Long DBT CORP US N 2 2021-09-15 Fixed 1 N N N N N TWITTER INC USD XXXX N N N LIBERTY MEDIA CORP 549300ZKUTPIBZLWLL89 531229AB8 92000 PA USD 123795.2 0.058800442012 Long DBT CORP US N 2 2023-10-15 Fixed 1.375 N N N N N LIBERTY MEDIA CORP-LIBERTY FORMULA ONE USD LIBERTY MEDIA CORP-LIBERTY SIRIUSXM USD LIBERTY MEDIA CORP-LIBERTY BRAVES USD XXXX N N N LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 55024UAC3 58000 PA USD 62930 0.029890592009 Long DBT CORP US N 2 2026-12-15 Fixed .5 N N N N N LUMENTUM HOLDINGS INC USD XXXX N N N IAC FINANCECO 2 INC 549300IPGK4BWL134U96 44932FAA5 176000 PA USD 197348.8 0.093737048533 Long DBT CORP US N 2 2026-06-15 Fixed .875 N N N N N IAC/INTERACTIVE CORP USD XXXX N N N VONAGE HOLDINGS CORP 529900W7N0N4WLN1JY21 92886TAH5 73000 PA USD 65181.41 0.03095997033 Long DBT CORP US N 2 2024-06-01 Fixed 1.75 N N N N N VONAGE HOLDINGS CORP USD XXXX N N N Q2 HOLDINGS INC 549300M9RKR9DZXWS696 74736LAC3 68000 PA USD 78151.68 0.03712060991 Long DBT CORP US N 2 2026-06-01 Fixed .75 N N N N N Q2 HOLDINGS INC USD XXXX N N N ZYNGA INC N/A 98986TAA6 79000 PA USD 80481.25 0.038227112793 Long DBT CORP US N 2 2024-06-01 Fixed .25 N N N N N ZYNGA INC USD XXXX N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAA4 81000 PA USD 84271.57 0.040027445047 Long DBT CORP US N 2 2026-08-01 Fixed .75 N N N N N SNAP INC USD XXXX N N N IRONWOOD PHARMACEUTICALS INC 549300PC8MR6QHH6P296 46333XAE8 43000 PA USD 50804.44 0.024131174134 Long DBT CORP US N 2 2024-06-15 Fixed .75 N N N N N IRONWOOD PHARMACEUTICALS INC USD XXXX N N N AKAMAI TECHNOLOGIES INC OC1LZNN2LF5WTJ5RIL89 00971TAK7 92000 PA USD 90833.4 0.043144193551 Long DBT CORP US N 2 2027-09-01 Fixed .375 N N N N N AKAMAI TECHNOLOGIES INC USD XXXX N N N BLACKLINE INC 529900P9N7PK9LV5EK56 09239BAA7 41000 PA USD 40820.63 0.019389048099 Long DBT CORP US N 2 2024-08-01 Fixed .125 N N N N N BLACKLINE INC USD XXXX N N N PROOFPOINT INC 529900C5FODDK0WSR085 743424AE3 102000 PA USD 105049.93 0.049896783699 Long DBT CORP US N 2 2024-08-15 Fixed .25 N N N N N PROOFPOINT INC USD XXXX N N N INSULET CORP 549300TZTYD2PYN92D43 45784PAJ0 57000 PA USD 59108.36 0.028075383332 Long DBT CORP US N 2 2026-09-01 Fixed .375 N N N N N INSULET CORP USD XXXX N N N SAILPOINT TECHNOLOGIES HOLDING INC 529900809B15HNZH5H79 78781PAA3 48000 PA USD 51635.54 0.024525931341 Long DBT CORP US N 2 2024-09-15 Fixed .125 N N N N N SAILPOINT TECHNOLOGIES HOLDING INC USD XXXX N N N ETSY INC 54930089Q7XT501AEA40 29786AAH9 100000 PA USD 89944.34 0.042721906411 Long DBT CORP US N 2 2026-10-01 Fixed .125 N N N N N ETSY INC USD XXXX N N N ZILLOW GROUP INC 2549002XEELQDIR6FU05 98954MAF8 99000 PA USD 120450.83 0.057211927803 Long DBT CORP US N 2 2026-09-01 Fixed 1.375 N N N N N ZILLOW GROUP INC USD XXXX N N N J2 GLOBAL INC 5493008OJYGLHD7MXA18 48123VAD4 60000 PA USD 60869.42 0.028911854426 Long DBT CORP US N 2 2026-11-01 Fixed 1.75 N N N N N J2 GLOBAL INC USD XXXX N N N DOCUSIGN INC 549300Q7PVDWRZ39JG09 256163AB2 82000 PA USD 101818.28 0.048361809415 Long DBT CORP US N 2 2023-09-15 Fixed .5 N N N N N DOCUSIGN INC USD XXXX N N N SPLUNK INC 549300XGDSGBP6UEI867 848637AD6 226000 PA USD 278686.25 0.132370840571 Long DBT CORP US N 2 2025-09-15 Fixed 1.125 N N N N N SPLUNK INC USD XXXX N N N DEXCOM INC 549300YSK3QDSFR5EU59 252131AH0 101000 PA USD 149600.92 0.071057684154 Long DBT CORP US N 2 2023-12-01 Fixed .75 N N N N N DEXCOM INC USD XXXX N N N WAYFAIR INC 54930027N9ZAVYFDHK53 94419LAD3 89000 PA USD 92243.55 0.043813988852 Long DBT CORP US N 2 2024-11-01 Fixed 1.125 N N N N N WAYFAIR INC USD XXXX N N N CONMED CORP Z6C0YCECH9DCU5ZIQW84 207410AF8 52000 PA USD 71762.57 0.034085900228 Long DBT CORP US N 2 2024-02-01 Fixed 2.625 N N N N N CONMED CORP USD XXXX N N N TABULA RASA HEALTHCARE INC 549300K6KY242XRMEF28 873379AB7 60000 PA USD 59962.5 0.028481084114 Long DBT CORP US N 2 2026-02-15 Fixed 1.75 N N N N N TABULA RASA HEALTHCARE INC USD XXXX N N N 8X8 INC 254900XWSOC5U1BRW939 282914AB6 50000 PA USD 49779.85 0.023644512738 Long DBT CORP US N 2 2024-02-01 Fixed .5 N N N N N 8X8 INC USD XXXX N N N FORTIVE CORP 549300MU9YQJYHDQEF63 34959JAJ7 155000 PA USD 156739.85 0.074448544539 Long DBT CORP US N 2 2022-02-15 Fixed .875 N N N N N FORTIVE CORP USD XXXX N N N EXACT SCIENCES CORP 549300VM3X1FYD4N9Z14 30063PAB1 115000 PA USD 130021.88 0.061758000433 Long DBT CORP US N 2 2027-03-15 Fixed .375 N N N N N EXACT SCIENCES CORP USD XXXX N N N PLURALSIGHT INC 254900B3VHPCKNREOX50 72941BAA4 84000 PA USD 72905.55 0.034628794696 Long DBT CORP US N 2 2024-03-01 Fixed .375 N N N N N PLURALSIGHT INC USD XXXX N N N CHEGG INC 549300AKX7O8JG0O3G77 163092AC3 120000 PA USD 123420.99 0.058622699148 Long DBT CORP US N 2 2025-03-15 Fixed .125 N N N N N CHEGG INC USD XXXX N N N LIVEPERSON INC 549300IN2P1JZ20G7N40 538146AA9 41000 PA USD 49115.73 0.023329067959 Long DBT CORP US N 2 2024-03-01 Fixed .75 N N N N N LIVEPERSON INC USD XXXX N N N SUPERNUS PHARMACEUTICALS INC 549300GRM36VBKISYJ58 868459AD0 70000 PA USD 63361.94 0.03009575556 Long DBT CORP US N 2 2023-04-01 Fixed .625 N N N N N SUPERNUS PHARMACEUTICALS INC USD XXXX N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034AQ2 164000 PA USD 199981.6 0.094987580086 Long DBT CORP US N 2 2023-03-15 Fixed 2.5 N N N N N LIVE NATION ENTERTAINMENT INC USD XXXX N N N BLACKSTONE MORTGAGE TRUST INC 549300OLDJ20R2Y2UW20 09257WAC4 85000 PA USD 90910.06 0.04318060564 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 53000 PA USD 62281.38 0.029582509444 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 83000 PA USD 82792.5 0.039324914013 Long DBT CORP US N 2 2023-01-30 Fixed .5 N N N N N TRANSOCEAN LTD USD XXXX N N N ZENDESK INC 549300SLI6BN94BKKO36 98936JAB7 97000 PA USD 132298.64 0.062839419538 Long DBT CORP US N 2 2023-03-15 Fixed .25 N N N N N ZENDESK INC USD XXXX N N N AKAMAI TECHNOLOGIES INC OC1LZNN2LF5WTJ5RIL89 00971TAJ0 160000 PA USD 176759.47 0.083957495652 Long DBT CORP US N 2 2025-05-01 Fixed .125 N N N N N AKAMAI TECHNOLOGIES INC USD XXXX N N N JPMORGAN CHASE FINANCIAL CO LLC 549300NJFDJOFYVV6789 48129KAE0 105000 PA USD 113167.85 0.053752646319 Long DBT CORP US N 2 2023-05-01 Fixed .25 N N N N N VOYA FINANCIAL INC USD XXXX N N N SQUARE INC 549300OHIIUWSTIZME52 852234AD5 84000 PA USD 93763.15 0.04453577089 Long DBT CORP US N 2 2023-05-15 Fixed .5 N N N N N SQUARE INC USD XXXX N N N VIAVI SOLUTIONS INC 5493006K3E3N1QOBF092 925550AE5 83000 PA USD 104160.64 0.049474387313 Long DBT CORP US N 2 2023-06-01 Fixed 1.75 N N N N N VIAVI SOLUTIONS INC USD XXXX N N N ENVESTNET INC 549300HLWZ5OKIDM8737 29404KAB2 84000 PA USD 100518.44 0.047744409334 Long DBT CORP US N 2 2023-06-01 Fixed 1.75 N N N N N ENVESTNET INC USD XXXX N N N FIVE9 INC 254900MXP6EWY0SFFR59 338307AB7 28000 PA USD 47222.26 0.022429704551 Long DBT CORP US N 2 2023-05-01 Fixed .125 N N N N N FIVE9 INC USD XXXX N N N NEW RELIC INC 549300AB8FY2HQILL804 64829BAB6 59000 PA USD 57335.24 0.027233183959 Long DBT CORP US N 2 2023-05-01 Fixed .5 N N N N N NEW RELIC INC USD XXXX N N N TELADOC HEALTH INC 549300I2PVFBC9MFAC61 87918AAC9 47000 PA USD 81513.57 0.038717445797 Long DBT CORP US N 2 2025-05-15 Fixed 1.375 N N N N N TELADOC HEALTH INC USD XXXX N N N TWILIO INC 5493004W8TRGD63APX93 90138FAB8 27000 PA USD 41213.72 0.019575758615 Long DBT CORP US N 2 2023-06-01 Fixed .25 N N N N N TWILIO INC USD XXXX N N N PALO ALTO NETWORKS INC 549300QXR2YVZV231H43 697435AD7 191000 PA USD 210671.26 0.100064971883 Long DBT CORP US N 2 2023-07-01 Fixed .75 N N N N N PALO ALTO NETWORKS INC USD XXXX N N N REDFIN CORP 549300HXWD3JEMZU3O57 75737FAA6 43000 PA USD 42499.42 0.020186442457 Long DBT CORP US N 2 2023-07-15 Fixed 1.75 N N N N N REDFIN CORP USD XXXX N N N RAPID7 INC 549300GNVG5D60KEYN14 753422AB0 28000 PA USD 41721.16 0.019816783278 Long DBT CORP US N 2 2023-08-01 Fixed 1.25 N N N N N RAPID7 INC USD XXXX N N N CREE INC 549300OGU88P3AW3TO93 225447AB7 81000 PA USD 85768.67 0.040738539998 Long DBT CORP US N 2 2023-09-01 Fixed .875 N N N N N CREE INC USD XXXX N N N FTI CONSULTING INC 549300K17GM8EQD0FQ48 302941AP4 83000 PA USD 103841.83 0.049322958429 Long DBT CORP US N 2 2023-08-15 Fixed 2 N N N N N FTI CONSULTING INC USD XXXX N N N NEUROCRINE BIOSCIENCES INC 549300FECER0XBN49756 64125CAD1 58000 PA USD 88814.66 0.042185329198 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 II-VI INC 549300O5C25A0MMHHU33 902104AB4 119000 PA USD 121231.25 0.057582612942 Long DBT CORP US N 2 2022-09-01 Fixed .25 N N N N N II-VI INC USD XXXX N N N BIOMARIN PHARMACEUTICAL INC NSLL8ITTRR0J5HEMR848 09061GAH4 80000 PA USD 84519.9 0.040145397227 Long DBT CORP US N 2 2024-08-01 Fixed .599 N N N N N BIOMARIN PHARMACEUTICAL INC USD XXXX N N N JAZZ INVESTMENTS I LTD N/A 472145AD3 81000 PA USD 81556.88 0.03873801725 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 WORKDAY INC 549300J0DYC0N31V7G13 98138HAF8 64000 PA USD 81755.48 0.038832348596 Long DBT CORP US N 2 2022-10-01 Fixed .25 N N N N N WORKDAY INC USD XXXX N N N AIR TRANSPORT SERVICES GROUP INC 5493000F3MSFGIXTQE27 00922RAB1 63000 PA USD 61299.9 0.029116324504 Long DBT CORP US N 2 2024-10-15 Fixed 1.125 N N N N N AIR TRANSPORT SERVICES GROUP INC USD XXXX N N N MARRIOTT VACATIONS WORLDWIDE CORP 549300WA6BT5H4F7IO94 57164YAB3 95000 PA USD 101306.97 0.048118946574 Long DBT CORP US N 2 2022-09-15 Fixed 1.5 N N N N N MARRIOTT VACATIONS WORLDWIDE CORP USD XXXX N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AF1 85000 PA USD 121125 0.057532146147 Long DBT CORP US N 2 2027-02-15 Fixed 1.625 N N N N N MICROCHIP TECHNOLOGY INC USD XXXX N N N GCI LIBERTY INC N/A 36164VAA5 156000 PA USD 214734 0.101994698623 Long DBT CORP US N 2 2046-09-30 Fixed 1.75 N N N N N CHARTER COMMUNICATIONS INC USD XXXX N N N LIBERTY MEDIA CORP 549300ZKUTPIBZLWLL89 531229AJ1 60000 PA USD 62850 0.029852593481 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 NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CG5 103000 PA USD 116776.25 0.055466569919 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 DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 227000 PA USD 218351.3 0.10371284956 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 EURONET WORLDWIDE INC YG3575C4DSHJPA5KET68 298736AJ8 51000 PA USD 60832.07 0.028894113863 Long DBT CORP US N 2 2049-03-15 Fixed .75 N N N N N EURONET WORLDWIDE INC USD XXXX N N N TRIANGLE USA PETROLEUM CORP 549300NO673FCMGRHX90 N/A 13 NS USD 2600 0.001234952157 Long EP CORP US N 3 N N N ILLUMINA INC SQ95QG8SR5Q56LSNF682 452327AK5 33000 PA USD 36366.22 0.017273285316 Long DBT CORP US N 2 2023-08-15 Fixed 0 N N N N N ILLUMINA INC USD XXXX N N N WIX.COM LTD 5493008P6N29Q1AG9464 92940WAB5 77000 PA USD 87587.5 0.041602450779 Long DBT CORP IL N 2 2023-07-01 Fixed 0 N N N N N WIX.COM LTD ILS XXXX N N N RINGCENTRAL INC 549300C8EH0H1614VE84 76680RAD9 29000 PA USD 60821.7 0.028889188304 Long DBT CORP US N 2 2023-03-15 Fixed 0 N N N N N RINGCENTRAL INC USD XXXX N N N RH 5493008MTS3OGGMHGK69 74967XAC7 101000 PA USD 119759.93 0.056883763016 Long DBT CORP US N 2 2024-09-15 Fixed 0 N N N N N RH USD XXXX N N N CHC GROUP LLC / CHC FINANCE LTD N/A 12550UAB8 35887 PA USD 7177.4 0.003409132927 Long DBT CORP US Y 2 2020-10-01 Fixed 0 N N N N N CHC GROUP LLC USD XXXX N N N NUTANIX INC 549300X7J6E8TKVIXW09 67059NAB4 78000 PA USD 77583.58 0.036850772864 Long DBT CORP US N 2 2023-01-15 Fixed 0 N N N N N NUTANIX INC USD XXXX N N N CYBERARK SOFTWARE LTD 529900YEXNDM894PWS93 23248VAA3 60000 PA USD 61960.15 0.029429931105 Long DBT CORP IL N 2 2024-11-15 Fixed 0 N N N N N CYBERARK SOFTWARE LTD ILS XXXX N N N NATIONSTAR HECM LOAN TRUST 2019-2 N/A 63862UAE8 425000 PA USD 423800.23 0.20129731079 Long ABS-CBDO CORP US N 2 2029-11-26 Variable 5.682 N N N N N N STATION PLACE SECURITIZATION TRUST SERIES 2019-7 549300Y9YWFN48BR1Z33 85775CAA5 1008000 PA USD 1008000 0.478781451527 Long ABS-CBDO CORP US N 2 2020-09-24 Floating 2.48 N N N N N N STATION PLACE SECURITIZATION TRUST SERIES 2019-WL1 N/A 85769FAA6 285000 PA USD 285000 0.13536975564 Long ABS-CBDO CORP US N 2 2052-08-25 Floating 2.442 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES N/A 30711XWW0 22000 PA USD 23994.44 0.011396917472 Long ABS-CBDO CORP US N 2 2030-05-25 Floating 6.242 N N N N N N FREDDIE MAC STACR TRUST 2018-HQA2 5493005RUXPCBST1N217 35563XAH5 110600 PA USD 112191.53 0.053288912284 Long ABS-CBDO CORP US N 2 2048-10-25 Floating 4.092 N N N N N N STATION PLACE SECURITIZATION TRUST SERIES 2019-11 N/A 85771JAA4 463000 PA USD 463000 0.219916480215 Long ABS-CBDO CORP US N 2 2020-10-24 Floating 2.53 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA2 549300Y6KOVOWQ8OJC33 35564LBE6 152000 PA USD 197062.88 0.093601241794 Long ABS-CBDO CORP US N 2 2049-03-25 Floating 12.292 N N N N N N STACR TRUST 2018-DNA3 549300BL200YC56BUV20 35563WBE3 143000 PA USD 156104.23 0.074146636735 Long ABS-CBDO CORP US N 2 2048-09-25 Floating 9.542 N N N N N N FREDDIE MAC STACR TRUST 2018-HQA2 5493005RUXPCBST1N217 35563XBE1 120000 PA USD 156686.17 0.074423047527 Long ABS-CBDO CORP US N 2 2048-10-25 Floating 12.792 N N N N N N MELLO WAREHOUSE SECURITIZATION TRUST 2018-1 54930071PMO0D7K08N34 585492AA9 112000 PA USD 112000 0.053197939059 Long ABS-CBDO CORP US N 2 2051-11-25 Floating 2.642 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST 2005-2 N/A 41161PLQ4 226975.33 PA USD 138091.45 0.065590897693 Long ABS-CBDO CORP US N 2 2035-05-19 Floating 2.284 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES N/A 30711XY32 620000 PA USD 675816.8 0.321000544117 Long ABS-CBDO CORP US N 2 2031-01-25 Floating 6.042 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA1 5493007222WHFWMBOC78 35563KAH3 249000 PA USD 253213.3 0.120271658055 Long ABS-CBDO CORP US N 2 2049-01-25 Floating 4.442 N N N N N N FREDDIE MAC STACR TRUST 2019-HQA1 54930047IR7X5WWFY307 35563MAH9 63000 PA USD 63628.48 0.030222357156 Long ABS-CBDO CORP US N 2 2049-02-25 Floating 4.142 N N N N N N MORGAN STANLEY RE-REMIC TRUST 2010-R4 N/A 61759FAU5 281231.81 PA USD 251561.04 0.119486864959 Long ABS-CBDO CORP US N 2 2037-02-26 Floating 3.027 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA2 549300Y6KOVOWQ8OJC33 35564LAH0 205261.05 PA USD 207368.47 0.098496207408 Long ABS-CBDO CORP US N 2 2049-03-25 Floating 4.242 N N N N N N STATION PLACE SECURITIZATION TRUST SERIES 2019-3 N/A 85775BAA7 996000 PA USD 996000 0.473081672342 Long ABS-CBDO CORP US N 2 2020-06-24 Floating 2.48 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R03 N/A 20753MAE8 200000 PA USD 212749.46 0.101052078641 Long ABS-CBDO CORP US N 2 2031-09-25 Floating 5.892 N N N N N N MELLO WAREHOUSE SECURITIZATION TRUST 2019-1 N/A 585503AA3 135000 PA USD 135000 0.064122515829 Long ABS-CBDO CORP US N 2 2052-06-25 Floating 2.592 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2 N/A 35563PKR9 253000 PA USD 261088.61 0.12401228539 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 50000 PA USD 54091.9 0.025692657141 Long ABS-CBDO CORP US N 2 2048-10-25 Floating 6.042 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES N/A 30711XYW8 212000 PA USD 224016.16 0.10640355382 Long ABS-CBDO CORP US N 2 2030-07-25 Floating 5.342 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES N/A 30711XJW5 445000 PA USD 502649.22 0.238749130119 Long ABS-CBDO CORP US N 2 2029-10-25 Floating 6.642 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES N/A 30711XNW0 160000 PA USD 168855.3 0.080203160349 Long ABS-CBDO CORP US N 2 2030-01-25 Floating 5.392 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA10 N/A 02146QAB9 231634.42 PA USD 217736.35 0.103420759626 Long ABS-CBDO CORP US N 2 2046-08-25 Floating 1.982 N N N N N N CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2006-4 5493000OPBL8EFF3O717 16678XAB0 216522.64 PA USD 187042.84 0.088841907175 Long ABS-CBDO CORP US N 2 2047-11-25 Floating 1.972 N N N N N N BELLEMEADE RE 2017-1 LTD N/A 078767AC4 220000 PA USD 230931.36 0.109688146571 Long ABS-CBDO CORP BM N 2 2027-10-25 Floating 6.542 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES N/A 30711XSW5 30000 PA USD 32611.02 0.015489634416 Long ABS-CBDO CORP US N 2 2030-02-25 Floating 6.242 N N N N N N GSR MORTGAGE LOAN TRUST 2007-OA1 N/A 3622NAAE0 214507.59 PA USD 155461.18 0.073841199818 Long ABS-CBDO CORP US N 2 2037-05-25 Floating 2.102 N N N N N N WELLS FARGO MORTGAGE BACKED SECURITIES 2006-AR5 TRUST N/A 94983RAA2 151356.22 PA USD 155896.91 0.07404816355 Long ABS-CBDO CORP US N 2 2036-04-25 Variable 5.172 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES N/A 30711XDN1 89778.04 PA USD 119704.82 0.05685758678 Long ABS-CBDO CORP US N 2 2029-01-25 Floating 12.542 N N N N N N BEAR STEARNS ALT-A TRUST 2005-8 N/A 07386HWZ0 321430.06 PA USD 296955.54 0.141048417143 Long ABS-CBDO CORP US N 2 2035-10-25 Variable 4.164 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES N/A 30711XGQ1 405000 PA USD 475351.01 0.225782982691 Long ABS-CBDO CORP US N 2 2029-09-25 Floating 7.292 N N N N N N OAKTOWN RE LTD 549300CG2B8QR5YHPJ68 67389NAC3 280000 PA USD 285600 0.135654744599 Long ABS-CBDO CORP BM N 2 2027-04-25 Floating 7.542 N N N N N N RALI SERIES 2006-QO10 TRUST N/A 751153AA5 400094.59 PA USD 381288.54 0.181105040309 Long ABS-CBDO CORP US N 2 2037-01-25 Floating 1.952 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES N/A 30711XAX2 26033.31 PA USD 27517.3 0.013070211147 Long ABS-CBDO CORP US N 2 2025-05-25 Floating 5.792 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES N/A 30711XAZ7 53383.22 PA USD 55393.09 0.026310698447 Long ABS-CBDO CORP US N 2 2025-05-25 Floating 5.792 N N N N N N BCAP LLC 2011-RR3 TRUST N/A 05533WAU8 479661.86 PA USD 378932.87 0.179986140406 Long ABS-CBDO CORP US N 2 2036-11-27 Variable 3.9 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES N/A 3137G0FZ7 419182.24 PA USD 502536.75 0.238695708939 Long ABS-CBDO CORP US N 2 2027-12-25 Floating 9.342 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES N/A 30711XBB9 1145795.55 PA USD 1241455.39 0.589668465902 Long ABS-CBDO CORP US N 2 2025-07-25 Floating 6.792 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA7 N/A 02146BAB2 326562.24 PA USD 301962.6 0.143426678507 Long ABS-CBDO CORP US N 2 2046-06-25 Floating 3.179 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES N/A 30711XBF0 912005.44 PA USD 1011294.83 0.480346435148 Long ABS-CBDO CORP US N 2 2028-04-25 Floating 7.492 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES N/A 3137G0GZ6 520894.13 PA USD 671781.22 0.319083717877 Long ABS-CBDO CORP US N 2 2028-04-25 Floating 11.142 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES N/A 3137G0HZ5 1026927.86 PA USD 1362894.91 0.647350003262 Long ABS-CBDO CORP US N 2 2028-07-25 Floating 11.792 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA7 N/A 02146BAA4 796419.3 PA USD 702043.61 0.333457796261 Long ABS-CBDO CORP US N 2 2046-06-25 Variable 2.97 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES N/A 30711XBQ6 272753.61 PA USD 383766.87 0.182282201455 Long ABS-CBDO CORP US N 2 2028-08-25 Floating 13.542 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES N/A 30711XBD5 123245.38 PA USD 130688.72 0.062074737162 Long ABS-CBDO CORP US N 2 2025-07-25 Floating 6.792 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES N/A 30711XCH5 971125.31 PA USD 1399795.95 0.664877318236 Long ABS-CBDO CORP US N 2 2028-09-25 Floating 14.042 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES N/A 30711XCR3 498477.95 PA USD 707751.16 0.336168777485 Long ABS-CBDO CORP US N 2 2028-10-25 Floating 13.542 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES N/A 30711XCT9 1097046.46 PA USD 1183666.62 0.562219863539 Long ABS-CBDO CORP US N 2 2028-10-25 Floating 7.692 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES N/A 30711XBH6 117132 PA USD 124592.44 0.059179116342 Long ABS-CBDO CORP US N 2 2028-04-25 Floating 7.342 N N N N N N STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR1 N/A 86362XAP3 397536.15 PA USD 363371.38 0.172594719008 Long ABS-CBDO CORP US N 2 2037-01-25 Floating 1.972 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR10 TRUST N/A 92922FW46 290113.46 PA USD 290700.68 0.13807747374 Long ABS-CBDO CORP US N 2 2035-09-25 Variable 4.141 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES N/A 3137G0KE8 590000 PA USD 644349.56 0.306054184154 Long ABS-CBDO CORP US N 2 2028-11-25 Floating 6.942 N N N N N N ALTERNATIVE LOAN TRUST 2006-24CB N/A 02146TAN7 291991.18 PA USD 162659.53 0.077260283609 Long ABS-CBDO CORP US N 2 2036-08-25 Floating 2.142 N N N N N N DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERIES 2006-AR4 N/A 25150PAB5 398612.09 PA USD 236113.09 0.112149372971 Long ABS-CBDO CORP US N 2 2036-12-25 Floating 1.982 N N N N N N JP MORGAN ALTERNATIVE LOAN TRUST 2007-A2 N/A 466278AC2 278820.2 PA USD 159816.95 0.075910110416 Long ABS-CBDO CORP US N 2 2037-06-25 Floating 1.992 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR17 TRUST N/A 92922F7T9 608518.53 PA USD 583687.81 0.277240969157 Long ABS-CBDO CORP US N 2 2045-12-25 Floating 2.142 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA10 N/A 02146QAC7 301712.59 PA USD 277575.58 0.131843292759 Long ABS-CBDO CORP US N 2 2046-08-25 Floating 1.982 N N N N N N ALTERNATIVE LOAN TRUST 2005-38 N/A 12667GZ30 349418.56 PA USD 334260.96 0.158767805176 Long ABS-CBDO CORP US N 2 2035-09-25 Floating 2.142 N N N N N N ALTERNATIVE LOAN TRUST 2005-38 N/A 12667GY98 258541.88 PA USD 255245.24 0.121236792165 Long ABS-CBDO CORP US N 2 2035-09-25 Floating 3.739 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA10 N/A 02146QAD5 1466377.12 PA USD 1317305.96 0.625696090906 Long ABS-CBDO CORP US N 2 2046-08-25 Floating 1.982 N N N N N N ALTERNATIVE LOAN TRUST 2005-59 N/A 12668AEV3 369350.25 PA USD 351385.35 0.166901575316 Long ABS-CBDO CORP US N 2 2035-11-20 Floating 2.095 N N N N N N ALTERNATIVE LOAN TRUST 2007-OH1 N/A 02150KAZ2 154573.3 PA USD 133628.2 0.063470936072 Long ABS-CBDO CORP US N 2 2047-04-25 Floating 2.002 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR19 TRUST N/A 92925CBJ0 272844 PA USD 263876.79 0.125336619584 Long ABS-CBDO CORP US N 2 2045-12-25 Floating 2.192 N N N N N N MORTGAGEIT TRUST 2005-3 N/A 61915RAN6 106442.28 PA USD 103616.27 0.04921582158 Long ABS-CBDO CORP US N 2 2035-08-25 Floating 2.587 N N N N N N VTB BANK OJSC VIA VTB CAPITAL SA 529900Z143LRJYE8LK88 92909MAF7 300000 PA USD 324989.7 0.154364127279 Long DBT CORP LU N 2 2022-10-17 Fixed 6.95 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441AX5 52000 PA USD 52572 0.024970732609 Long DBT CORP US N 2 2022-12-15 Fixed 5.125 N N N N N N WEEKLEY HOMES LLC / WEEKLEY FINANCE CORP N/A 948565AC0 70000 PA USD 70087.5 0.033290272801 Long DBT CORP US N 2 2023-02-01 Fixed 6 N N N N N N NATIONSTAR MORTGAGE LLC / NATIONSTAR CAPITAL CORP N/A 63860UAK6 83000 PA USD 83207.5 0.039522031377 Long DBT CORP US N 2 2021-07-01 Fixed 6.5 N N N N N N ENERGY TRANSFER PARTNERS LP / REGENCY ENERGY FINANCE CORP N/A 75886AAJ7 69000 PA USD 73109.27 0.034725557947 Long DBT CORP US N 2 2023-11-01 Fixed 4.5 N N N N N N PERTAMINA PERSERO PT 254900NDAKGNZ2IBBL45 69369EAE9 285000 PA USD 300383.52 0.142676644564 Long DBT CORP ID N 2 2023-05-20 Fixed 4.3 N N N N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581GR3 150000 PA USD 161625 0.076768900896 Long DBT CORP US N 2 2023-08-01 Fixed 5 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAE5 175000 PA USD 185062.5 0.087901282116 Long DBT CORP US N 2 2021-09-15 Fixed 7.25 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAF2 328000 PA USD 361892.24 0.171892154726 Long DBT CORP US N 2 2023-09-15 Fixed 7.875 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674PAL7 100000 PA USD 95218.75 0.045227154105 Long DBT CORP US N 2 2021-11-01 Fixed 5.375 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DAV2 85000 PA USD 68850 0.032702483073 Long DBT CORP US N 2 2022-02-01 Fixed 6.875 N N N N N N OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP N/A 12505FAD3 66000 PA USD 67650 0.032132505155 Long DBT CORP US N 2 2024-02-15 Fixed 5.625 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BN8 95000 PA USD 103850.86 0.049327247513 Long DBT CORP US N 2 2024-03-15 Fixed 5 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NAM1 432000 PA USD 484920 0.230328076859 Long DBT CORP NL N 2 2024-03-17 Fixed 6.25 N N N N N N NIELSEN FINANCE LLC / NIELSEN FINANCE CO N/A 65409QBB7 124000 PA USD 124465 0.059118584687 Long DBT CORP US N 2 2022-04-15 Fixed 5 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAC9 105000 PA USD 118068.3 0.056080269894 Long DBT CORP US N 2 2025-03-31 Fixed 5.875 N N N N N N LOUISIANA-PACIFIC CORP 549300C7E2UAO5BVRR75 546347AK1 100000 PA USD 103375 0.049101222769 Long DBT CORP US N 2 2024-09-15 Fixed 4.875 N N N N N N NOBLE HOLDING INTERNATIONAL LTD 549300GNEZBJHMST9U32 65504LAP2 46000 PA USD 23897 0.011350635265 Long DBT CORP KY N 2 2024-01-15 Fixed 7.75 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NAS8 541000 PA USD 660020 0.313497354798 Long DBT CORP NL N 2 2027-01-17 Fixed 7.375 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NAR0 1001000 PA USD 1071070 0.508738540959 Long DBT CORP NL N 2 2022-01-17 Fixed 6.125 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP N/A 451102BM8 75000 PA USD 77812.5 0.036959505652 Long DBT CORP US N 2 2024-02-01 Fixed 6.75 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AD0 90000 PA USD 93609 0.044462552476 Long DBT CORP CA N 2 2025-01-15 Fixed 6.5 N N N N N N NIELSEN CO LUXEMBOURG SARL/THE 549300MFMRJBOPHHM352 65410CAC4 149000 PA USD 153470 0.072895425958 Long DBT CORP LU N 2 2025-02-01 Fixed 5 N N N N N N MERCER INTERNATIONAL INC 549300Z5IAG39VRTY874 588056AU5 74000 PA USD 76775 0.036466712243 Long DBT CORP CA N 2 2024-02-01 Fixed 6.5 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAB3 80000 PA USD 87000 0.04132339909 Long DBT CORP GB N 2 2025-02-15 Fixed 4.75 N N N N N N HOWARD HUGHES CORP/THE 549300BVHY25JZC1KI49 44267DAB3 142000 PA USD 148035 0.070313900969 Long DBT CORP US N 2 2025-03-15 Fixed 5.375 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAB0 160000 PA USD 167400 0.079511919629 Long DBT CORP US N 2 2025-09-15 Fixed 5.75 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DAY6 366000 PA USD 371490 0.176450914115 Long DBT CORP US N 2 2023-03-31 Fixed 6.25 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 91911KAK8 130000 PA USD 135200 0.064217512149 Long DBT CORP US N 2 2024-03-15 Fixed 7 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 91911KAJ1 45000 PA USD 46012.5 0.021855090812 Long DBT CORP US N 2 2022-03-15 Fixed 6.5 N N N N N N WELLCARE HEALTH PLANS INC 529900JCT1MMTWHZ5P23 94946TAC0 60000 PA USD 62400 0.029638851761 Long DBT CORP US N 2 2025-04-01 Fixed 5.25 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AB3 70000 PA USD 72887.5 0.034620221278 Long DBT CORP US N 2 2025-04-01 Fixed 5.125 N N N N N N KRATON POLYMERS LLC / KRATON POLYMERS CAPITAL CORP N/A 50077DAE4 29000 PA USD 29870 0.014187700354 Long DBT CORP US N 2 2025-04-15 Fixed 7 N N N N N N BWAY HOLDING CO 549300DNGHXL0OMHW304 12429TAD6 44000 PA USD 45324.4 0.021528255974 Long DBT CORP US N 2 2024-04-15 Fixed 5.5 N N N N N N ASCENT RESOURCES UTICA HOLDINGS LLC / ARU FINANCE CORP N/A 04364VAA1 79000 PA USD 78575.77 0.037322044857 Long DBT CORP US N 2 2022-04-01 Fixed 10 N N N N N N LEVEL 3 FINANCING INC OKXQCBALRQBU7RU5WQ22 527298BM4 194000 PA USD 201760 0.095832287361 Long DBT CORP US N 2 2026-03-15 Fixed 5.25 N N N N N N TENNANT CO JYAIRLT8DVP6DP8UT336 880345AB9 80000 PA USD 83600 0.039708461654 Long DBT CORP US N 2 2025-05-01 Fixed 5.625 N N N N N N TEMPO ACQUISITION LLC / TEMPO ACQUISITION FINANCE CORP N/A 88023JAA4 75000 PA USD 77437.5 0.036781387552 Long DBT CORP US N 2 2025-06-01 Fixed 6.75 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAC0 68000 PA USD 60690 0.028826633227 Long DBT CORP US N 2 2022-12-01 Fixed 5.125 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAD3 135000 PA USD 137700 0.065404966146 Long DBT CORP US N 2 2022-05-15 Fixed 4.75 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 085790AX1 105000 PA USD 106181.25 0.050434139881 Long DBT CORP US N 2 2022-05-15 Fixed 5.5 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAH3 20000 PA USD 19050 0.009048399456 Long DBT CORP US N 2 2024-01-15 Fixed 5 N N N N N N OASIS PETROLEUM INC 529900FA4V2YNIKZ0M71 674215AG3 44000 PA USD 42350 0.020115470706 Long DBT CORP US N 2 2022-03-15 Fixed 6.875 N N N N N N DISH DBS CORP N/A 25470XAW5 117000 PA USD 119559.38 0.056788505456 Long DBT CORP US N 2 2024-11-15 Fixed 5.875 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AS1 110000 PA USD 108762.5 0.051660186133 Long DBT CORP US N 2 2025-02-15 Fixed 5.125 N N N N N N OSHKOSH CORP 549300FEKNPCFSA2B506 688239AE2 85000 PA USD 87656.25 0.041635105764 Long DBT CORP US N 2 2025-03-01 Fixed 5.375 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 C96729AD7 100000 PA 113576.61 0.053946799797 Long DBT CORP US N 2 2023-05-15 Fixed 4.5 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAA0 131000 PA USD 134209.5 0.063747042876 Long DBT CORP US N 2 2023-04-15 Fixed 5.375 N N N N N N ESH HOSPITALITY INC 54930042FMK7X7SQ2896 26907YAA2 80000 PA USD 82700 0.039280978216 Long DBT CORP US N 2 2025-05-01 Fixed 5.25 N N N N N N CHEMOURS CO/THE 549300M1BOLNXL8DOV14 163851AD0 49000 PA USD 49367.5 0.023448654076 Long DBT CORP US N 2 2025-05-15 Fixed 7 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 085790AY9 100000 PA USD 102625 0.04874498657 Long DBT CORP US N 2 2023-07-15 Fixed 5.125 N N N N N N PLANTRONICS INC 5493006O3W5M472F6668 727493AB4 304000 PA USD 297160 0.141145531881 Long DBT CORP US N 2 2023-05-31 Fixed 5.5 N N N N N N ATS AUTOMATION TOOLING SYSTEMS INC 5493005KP4RP3IU7HQ41 001940AA3 82000 PA USD 84620.58 0.040193218374 Long DBT CORP CA N 2 2023-06-15 Fixed 6.5 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAK6 74000 PA USD 74740 0.03550012469 Long DBT CORP US N 2 2022-11-15 Fixed 6.125 N N N N N N ELDORADO RESORTS INC 5299000BKFWWVND5L441 28470RAC6 65000 PA USD 67600 0.032108756075 Long DBT CORP US N 2 2023-08-01 Fixed 7 N N N N N N WPX ENERGY INC ZXZE9GCS2BB547GJW219 98212BAG8 22000 PA USD 25300 0.012017034448 Long DBT CORP US N 2 2023-08-01 Fixed 8.25 N N N N N N JAGUAR HOLDING CO II / PHARMACEUTICAL PRODUCT DEVELOPMENT LLC N/A 47010DAA8 150000 PA USD 154828.13 0.073540512717 Long DBT CORP US N 2 2023-08-01 Fixed 6.375 N N N N N N LEVEL 3 FINANCING INC OKXQCBALRQBU7RU5WQ22 527298BC6 53000 PA USD 53159 0.025249546807 Long DBT CORP US N 2 2023-02-01 Fixed 5.625 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAG5 105000 PA USD 111612.9 0.053014073682 Long DBT CORP US N 2 2022-11-15 Fixed 5.375 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBF6 85000 PA USD 95093.75 0.045167781405 Long DBT CORP US N 2 2025-11-20 Fixed 5.75 N N N N N N CALIFORNIA RESOURCES CORP 5493003Q8F0T4F4YMR48 13057QAG2 42000 PA USD 18060 0.008578167673 Long DBT CORP US N 2 2022-12-15 Fixed 8 N N N N N N PULTE HOMES INC N/A 745867AW1 155000 PA USD 173212.5 0.082272750171 Long DBT CORP US N 2 2026-03-01 Fixed 5.5 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 45824TAR6 8000 PA USD 8210 0.003899598926 Long DBT CORP BM N 2 2024-02-15 Fixed 8 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AH2 71000 PA USD 78483.4 0.037278170806 Long DBT CORP US N 2 2026-04-15 Fixed 5.375 N N N N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 410345AJ1 90000 PA USD 94912.2 0.045081548496 Long DBT CORP US N 2 2024-05-15 Fixed 4.625 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CA8 75000 PA USD 81937.5 0.038918804746 Long DBT CORP US N 2 2026-05-15 Fixed 7.25 N N N N N N PENSKE AUTOMOTIVE GROUP INC 549300W7UTQ0M4C7LB15 70959WAG8 48000 PA USD 50280 0.023882074784 Long DBT CORP US N 2 2026-05-15 Fixed 5.5 N N N N N N JOSEPH T RYERSON AND SON INC 54930086XMNNXPXPWJ34 48088LAA5 49000 PA USD 51695 0.024554173747 Long DBT CORP US N 2 2022-05-15 Fixed 11 N N N N N N DENBURY RESOURCES INC 549300KCWA5W52MS5559 247916AF6 200000 PA USD 193500 0.091908939356 Long DBT CORP US N 2 2021-05-15 Fixed 9 N N N N N N US CONCRETE INC 549300J94Q38BL8BMH45 90333LAP7 115000 PA USD 120031.25 0.057012635023 Long DBT CORP US N 2 2024-06-01 Fixed 6.375 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BB2 50000 PA USD 53030.5 0.025188511672 Long DBT CORP US N 2 2026-06-15 Fixed 6.375 N N N N N N KFC HOLDING CO/PIZZA HUT HOLDINGS LLC/TACO BELL OF AMERICA LLC N/A 48250NAA3 115000 PA USD 119168.75 0.056602963394 Long DBT CORP US N 2 2024-06-01 Fixed 5 N N N N N N KFC HOLDING CO/PIZZA HUT HOLDINGS LLC/TACO BELL OF AMERICA LLC N/A 48250NAB1 115000 PA USD 121325 0.057627142467 Long DBT CORP US N 2 2026-06-01 Fixed 5.25 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AF4 146000 PA USD 156585 0.074374993638 Long DBT CORP US N 2 2021-11-15 Fixed 6.75 N N N N N N SESI LLC XDZ56K6RXS5J1ESBZS35 78412FAP9 69000 PA USD 58850.1 0.027952714584 Long DBT CORP US N 2 2021-12-15 Fixed 7.125 N N N N N N VIDEOTRON LTD 549300LW4GNJRBECSD81 92658TAQ1 172000 PA USD 181460 0.086190160907 Long DBT CORP CA N 2 2022-07-15 Fixed 5 N N N N N N PERTAMINA PERSERO PT 254900NDAKGNZ2IBBL45 69369EAC3 200000 PA USD 210603.84 0.100032948623 Long DBT CORP ID N 2 2022-05-03 Fixed 4.875 N N N N N N PENSKE AUTOMOTIVE GROUP INC 549300W7UTQ0M4C7LB15 70959WAE3 200000 PA USD 202750 0.096302519144 Long DBT CORP US N 2 2022-10-01 Fixed 5.75 N N N N N N PROVIDENT FUNDING ASSOCIATES LP / PFG FINANCE CORP N/A 74387UAJ0 110000 PA USD 107800 0.051203016344 Long DBT CORP US N 2 2025-06-15 Fixed 6.375 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCS7 55000 PA USD 56306.25 0.026744432644 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 65000 PA USD 68412.5 0.032494678624 Long DBT CORP US N 2 2027-06-01 Fixed 4.75 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAA1 150000 PA USD 154125 0.073206538905 Long DBT CORP NO N 2 2022-07-01 Fixed 6 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAH2 75000 PA USD 78744.26 0.037402074506 Long DBT CORP US N 2 2025-05-31 Fixed 5.375 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAC9 15000 PA USD 14400 0.006839735022 Long DBT CORP US N 2 2023-01-15 Fixed 5.5 N N N N N N VISTRA ENERGY CORP 549300KP43CPCUJOOG15 26817RBA5 60000 PA USD 64200 0.030493818639 Long DBT CORP US N 2 2026-01-30 Fixed 8.125 N N N N N N 1011778 BC ULC / NEW RED FINANCE INC N/A 68245XAE9 135000 PA USD 140062.5 0.066527110173 Long DBT CORP CA N 2 2025-10-15 Fixed 5 N N N N N N PARK-OHIO INDUSTRIES INC 5493006LQUO5SLMNYM18 700677AR8 118000 PA USD 120130.49 0.057059772197 Long DBT CORP US N 2 2027-04-15 Fixed 6.625 N N N N N N BIG RIVER STEEL LLC / BRS FINANCE CORP N/A 08949LAA8 160000 PA USD 168800 0.080176893867 Long DBT CORP US N 2 2025-09-01 Fixed 7.25 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAC5 170000 PA USD 175100 0.083169277939 Long DBT CORP US N 2 2027-09-15 Fixed 4.875 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BH2 17000 PA USD 17470.34 0.008298090024 Long DBT CORP US N 2 2025-09-15 Fixed 4.125 N N N N N N GOLDEN NUGGET INC N/A 38113YAC3 81000 PA USD 86619.38 0.041142611594 Long DBT CORP US N 2 2025-10-01 Fixed 8.75 N N N N N N TRONOX FINANCE PLC N/A 89705PAA3 85000 PA USD 86591.2 0.041129226613 Long DBT CORP GB N 2 2025-10-01 Fixed 5.75 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCD1 45000 PA USD 46181.25 0.021935243957 Long DBT CORP US N 2 2022-09-15 Fixed 5.25 N N N N N N TTM TECHNOLOGIES INC 549300SC4BDOIS008048 87305RAH2 210000 PA USD 217087.5 0.103112567816 Long DBT CORP US N 2 2025-10-01 Fixed 5.625 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NAV1 35000 PA USD 38106.25 0.018099767547 Long DBT CORP NL N 2 2025-01-27 Fixed 5.299 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAH5 39000 PA USD 41730 0.019820982115 Long DBT CORP CA N 2 2025-10-01 Fixed 6.5 N N N N N N MILLER HOMES GROUP HOLDINGS PLC 213800RZPP7QB22XZM09 G6126WAB4 100000 PA 137017.93 0.065080995447 Long DBT CORP GB N 2 2024-10-15 Fixed 5.5 N N N N N N CAESARS RESORT COLLECTION LLC / CRC FINCO INC N/A 12652AAA1 160000 PA USD 165600 0.078656952751 Long DBT CORP US N 2 2025-10-15 Fixed 5.25 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NAY5 169000 PA USD 192871.25 0.091610294675 Long DBT CORP NL N 2 2028-01-27 Fixed 5.999 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 91911KAN2 70000 PA USD 73150 0.034744903948 Long DBT CORP US N 2 2025-11-01 Fixed 5.5 N N N N N N SCIENTIFIC GAMES INTERNATIONAL INC RLTHESQ0RNFQJWPBJN60 80874YAW0 125000 PA USD 130781.25 0.06211868721 Long DBT CORP US N 2 2025-10-15 Fixed 5 N N N N N N BEACON ROOFING SUPPLY INC 549300HDXQWWCBOYXP31 073685AD1 77000 PA USD 77385 0.036756451018 Long DBT CORP US N 2 2025-11-01 Fixed 4.875 N N N N N N EUROPCAR MOBILITY GROUP 969500XCGTMV08D76N87 F3607GAB5 100000 PA 111272.64 0.052852456443 Long DBT CORP FR N 2 2024-11-15 Fixed 4.125 N N N N N N NAVISTAR INTERNATIONAL CORP WNDD3CRVXJGC8I7GX671 63934EAT5 193000 PA USD 196618.75 0.093390288217 Long DBT CORP US N 2 2025-11-01 Fixed 6.625 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAA5 45000 PA USD 44213.4 0.021000551418 Long DBT CORP US N 2 2024-11-15 Fixed 8.125 N N N N N N PRECISION DRILLING CORP 549300WF2OE8T5BP4B84 740212AL9 41000 PA USD 38950 0.018500533271 Long DBT CORP CA N 2 2026-01-15 Fixed 7.125 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BAL9 120000 PA USD 126600 0.0601326704 Long DBT CORP US N 2 2025-03-15 Fixed 4.75 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAC1 25000 PA USD 26312.5 0.012497953317 Long DBT CORP GB N 2 2026-03-01 Fixed 4 N N N N N N PQ CORP 2H1FRGMQKKSWC9PFJY28 693522AH7 129000 PA USD 135772.5 0.064489439114 Long DBT CORP US N 2 2025-12-15 Fixed 5.75 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CE0 115000 PA USD 124775 0.059265828982 Long DBT CORP US N 2 2028-01-15 Fixed 5.75 N N N N N N RBS GLOBAL INC / REXNORD LLC N/A 75524DAP5 195000 PA USD 201337.5 0.095631607636 Long DBT CORP US N 2 2025-12-15 Fixed 4.875 N N N N N N MERCER INTERNATIONAL INC 549300Z5IAG39VRTY874 588056AW1 55000 PA USD 55962.5 0.026581157719 Long DBT CORP CA N 2 2026-01-15 Fixed 5.5 N N N N N N JELD-WEN INC 549300XWE6NM0N1HFW16 475795AC4 38000 PA USD 39121 0.018581755124 Long DBT CORP US N 2 2025-12-15 Fixed 4.625 N N N N N N ITRON INC 24F6LSZD18II6ICG6S41 465740AA6 165000 PA USD 170981.25 0.081212947479 Long DBT CORP US N 2 2026-01-15 Fixed 5 N N N N N N INGEVITY CORP 5493009UTFC4B5IMGF87 45688CAA5 132000 PA USD 133980 0.063638034599 Long DBT CORP US N 2 2026-02-01 Fixed 4.5 N N N N N N VALARIS PLC 7N0UJMJLXD0MDT5D5086 91889DAE6 45000 PA USD 25422.75 0.012075338439 Long DBT CORP GB N 2 2026-02-01 Fixed 7.75 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAF2 115000 PA USD 103500 0.049160595469 Long DBT CORP US N 2 2025-02-01 Fixed 5.75 N N N N N N CROWN AMERICAS LLC / CROWN AMERICAS CAPITAL CORP VI N/A 228187AB6 155000 PA USD 163718.75 0.077763393618 Long DBT CORP US N 2 2026-02-01 Fixed 4.75 N N N N N N MEREDITH CORP 549300YC8BC386CCTS24 589433AB7 95000 PA USD 98771.5 0.04691464498 Long DBT CORP US N 2 2026-02-01 Fixed 6.875 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAA9 32000 PA USD 32870.4 0.015612835143 Long DBT CORP US N 2 2026-02-15 Fixed 4.5 N N N N N N ZEKELMAN INDUSTRIES INC 549300S5LMRAKDWWI425 98932KAA0 66000 PA USD 69382.5 0.032955410774 Long DBT CORP US N 2 2023-06-15 Fixed 9.875 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAW3 103000 PA USD 108665 0.051613875427 Long DBT CORP US N 2 2024-06-15 Fixed 7.125 N N N N N N SIX FLAGS ENTERTAINMENT CORP 549300JYTDUAA4JQ3717 83001AAB8 147000 PA USD 152328.75 0.072353353209 Long DBT CORP US N 2 2024-07-31 Fixed 4.875 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BE8 4000 PA USD 4225 0.002006797255 Long DBT CORP US N 2 2023-07-15 Fixed 9 N N N N N N HOLLY ENERGY PARTNERS LP / HOLLY ENERGY FINANCE CORP 549300HLPTRASHS0E726 435765AG7 181000 PA USD 188918.75 0.089732929906 Long DBT CORP US N 2 2024-08-01 Fixed 6 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65341XAA6 70000 PA USD 72975 0.034661782168 Long DBT CORP US N 2 2024-08-01 Fixed 5.625 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CC4 23000 PA USD 24955 0.011853165796 Long DBT CORP US N 2 2027-01-15 Fixed 6.625 N N N N N N SEVENTY SEVEN ENERGY INC N/A 818ESCAB1 20000 PA USD 2 0.000000949963 Long DBT CORP US N 3 2022-07-15 Fixed 6.5 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAJ6 42000 PA USD 43680 0.020747196233 Long DBT CORP US N 2 2024-09-01 Fixed 5.625 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AA4 385000 PA USD 403768.75 0.191782726395 Long DBT CORP US N 2 2024-08-15 Fixed 6.25 N N N N N N BOISE CASCADE CO 549300Z8B8LSRHC7XA55 09739DAC4 193000 PA USD 200720 0.095338306498 Long DBT CORP US N 2 2024-09-01 Fixed 5.625 N N N N N N BMC EAST LLC N/A 055604AA0 168000 PA USD 174720 0.082988784931 Long DBT CORP US N 2 2024-10-01 Fixed 5.5 N N N N N N GOLDEN NUGGET INC N/A 38113YAE9 180000 PA USD 186300 0.088489071845 Long DBT CORP US N 2 2024-10-15 Fixed 6.75 N N N N N N ENTERCOM MEDIA CORP 549300S5JUSXRHNCHD80 124847AC8 84000 PA USD 88410 0.041993123144 Long DBT CORP US N 2 2024-11-01 Fixed 7.25 N N N N N N KINETIC CONCEPTS INC / KCI USA INC N/A 49461BAH7 83000 PA USD 85386.25 0.040556897535 Long DBT CORP US N 2 2021-11-01 Fixed 12.5 N N N N N N LIONS GATE CAPITAL HOLDINGS LLC 549300MWJHNLR35C0837 53627NAA9 129000 PA USD 129645 0.061578989368 Long DBT CORP US N 2 2024-11-01 Fixed 5.875 N N N N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034AK5 67000 PA USD 69345 0.032937598964 Long DBT CORP US N 2 2024-11-01 Fixed 4.875 N N N N N N LAMB WESTON HOLDINGS INC 5493005SMYID1D2OY946 513272AA2 32000 PA USD 33960 0.016130375093 Long DBT CORP US N 2 2024-11-01 Fixed 4.625 N N N N N N JACK OHIO FINANCE LLC / JACK OHIO FINANCE 1 CORP N/A 46647DAA1 15000 PA USD 15300 0.007267218461 Long DBT CORP US N 2 2021-11-15 Fixed 6.75 N N N N N N LAMB WESTON HOLDINGS INC 5493005SMYID1D2OY946 513272AB0 130000 PA USD 137800 0.065452464306 Long DBT CORP US N 2 2026-11-01 Fixed 4.875 N N N N N N CODERE FINANCE 2 LUXEMBOURG SA 2221005CUH65GSJUKB29 L1861UAG1 100000 PA 103685.46 0.049248685557 Long DBT CORP LU N 2 2021-11-01 Fixed 6.75 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BP5 39000 PA USD 42753.75 0.020307244527 Long DBT CORP CA N 2 2021-12-01 Fixed 8.75 N N N N N N LIONS GATE CAPITAL HOLDINGS LLC 549300MWJHNLR35C0837 53627NAC5 90000 PA USD 94051.8 0.044672874328 Long DBT CORP US N 2 2024-02-01 Fixed 6.375 N N N N N N GREIF INC 54930070FVGKR0Z1FI24 397624AH0 126000 PA USD 136080 0.064635495956 Long DBT CORP US N 2 2027-03-01 Fixed 6.5 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BE6 379000 PA USD 410309.19 0.194889315043 Long DBT CORP US N 2 2026-03-15 Fixed 6.25 N N N N N N DUN AND BRADSTREET CORP/THE RI37BMPWE56BCJ747E14 26483EAJ9 45000 PA USD 49668.75 0.023591742282 Long DBT CORP US N 2 2026-08-15 Fixed 6.875 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20338QAB9 30000 PA USD 31275 0.0148550495 Long DBT CORP US N 2 2024-03-01 Fixed 5.5 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20338QAD5 60000 PA USD 63825 0.030315700539 Long DBT CORP US N 2 2026-03-01 Fixed 6 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBC3 120000 PA USD 123600 0.058707725604 Long DBT CORP US N 2 2026-03-15 Fixed 8 N N N N N N CREDIT ACCEPTANCE CORP N/A 225310AL5 45000 PA USD 48656.25 0.023110823414 Long DBT CORP US N 2 2026-03-15 Fixed 6.625 N N N N N N SS AND C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466CAC0 152000 PA USD 162260 0.077070514211 Long DBT CORP US N 2 2027-09-30 Fixed 5.5 N N N N N N PANTHER BF AGGREGATOR 2 LP / PANTHER FINANCE CO INC N/A 69867DAA6 117000 PA USD 126067.5 0.059879742699 Long DBT CORP US N 2 2026-05-15 Fixed 6.25 N N N N N N PANTHER BF AGGREGATOR 2 LP / PANTHER FINANCE CO INC N/A 69867DAC2 90000 PA USD 95625 0.045420115379 Long DBT CORP US N 2 2027-05-15 Fixed 8.5 N N N N N N ENERGY TRANSFER OPERATING LP 5493008K8W3OKZE54J59 29278NAM5 91000 PA USD 100749.73 0.047854267828 Long DBT CORP US N 2 2024-01-15 Fixed 5.875 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AN2 210000 PA USD 217875 0.103486615825 Long DBT CORP US N 2 2026-04-15 Fixed 7.5 N N N N N N ENTERCOM MEDIA CORP 549300S5JUSXRHNCHD80 29365DAA7 101000 PA USD 108070 0.051331261375 Long DBT CORP US N 2 2027-05-01 Fixed 6.5 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP N/A 451102BT3 87000 PA USD 92655 0.044009420031 Long DBT CORP US N 2 2026-05-15 Fixed 6.25 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBD8 222931 PA USD 246338.76 0.117006378056 Long DBT CORP US N 2 2027-05-01 Fixed 8.375 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBC0 79202 PA USD 85934.17 0.040817149453 Long DBT CORP US N 2 2026-05-01 Fixed 6.375 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AD9 45000 PA USD 49671 0.023592810991 Long DBT CORP US N 2 2028-01-15 Fixed 7 N N N N N N TRANSOCEAN SENTRY LTD N/A 89385AAA3 80000 PA USD 81400 0.038663502137 Long DBT CORP KY N 2 2023-05-15 Fixed 5.375 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 085770AA3 45000 PA USD 47461.5 0.022543339148 Long DBT CORP US N 2 2026-07-15 Fixed 4.875 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 085770AB1 45000 PA USD 48262.5 0.022923799409 Long DBT CORP US N 2 2027-07-15 Fixed 5.625 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CK6 108000 PA USD 111677.44 0.053044728994 Long DBT CORP US N 2 2024-06-15 Fixed 3.75 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAU9 45000 PA USD 46125 0.021908526242 Long DBT CORP US N 2 2026-02-01 Fixed 4.5 N N N N N N WASTE PRO USA INC 549300BY1QXU5BI3UF28 94107JAA1 108000 PA USD 112590 0.053478178202 Long DBT CORP US N 2 2026-02-15 Fixed 5.5 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AM7 145000 PA USD 151162.5 0.071799405919 Long DBT CORP US N 2 2026-02-15 Fixed 4.75 N N N N N N INDIGO NATURAL RESOURCES LLC 549300F7DOI6H6TA3C86 45569LAA9 59000 PA USD 55460 0.026342479466 Long DBT CORP US N 2 2026-02-15 Fixed 6.875 N N N N N N MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC N/A 55303XAF2 40000 PA USD 41700 0.019806732667 Long DBT CORP US N 2 2028-01-15 Fixed 4.5 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057CR3 69000 PA USD 76935 0.036542709299 Long DBT CORP US N 2 2024-11-15 Fixed 5.875 N N N N N N AES CORP/VA 2NUNNB7D43COUIRE5295 00130HCA1 50000 PA USD 51250 0.024342806935 Long DBT CORP US N 2 2023-03-15 Fixed 4.5 N N N N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581GW2 65000 PA USD 71500 0.03396118431 Long DBT CORP US N 2 2025-03-07 Fixed 5.25 N N N N N N FRONTIER COMMUNICATIONS CORP 549300ZCZ76HYCS0H445 35906ABA5 42000 PA USD 42525 0.020198592486 Long DBT CORP US N 2 2026-04-01 Fixed 8.5 N N N N N N SPRINGLEAF FINANCE CORP 5493008I795YYBFWFU90 85172FAM1 77000 PA USD 87587.5 0.041602450779 Long DBT CORP US N 2 2025-03-15 Fixed 6.875 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAC7 34000 PA USD 36125 0.017158710254 Long DBT CORP NO N 2 2025-03-31 Fixed 5.875 N N N N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034AN9 65000 PA USD 69225 0.032880601173 Long DBT CORP US N 2 2026-03-15 Fixed 5.625 N N N N N N GCP APPLIED TECHNOLOGIES INC 5493007G654QKQVEKV09 36164YAB7 216000 PA USD 226800 0.107725826593 Long DBT CORP US N 2 2026-04-15 Fixed 5.5 N N N N N N WYNDHAM HOTELS AND RESORTS INC 549300FE3MQ4RVXXC673 98311AAA3 90000 PA USD 94950 0.0450995028 Long DBT CORP US N 2 2026-04-15 Fixed 5.375 N N N N N N CORNERSTONE BUILDING BRANDS INC 549300IW41QEWQ6T0H29 72431PAA0 107000 PA USD 111681.25 0.053046538674 Long DBT CORP US N 2 2026-04-15 Fixed 8 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAA1 125000 PA USD 130625 0.062044471335 Long DBT CORP US N 2 2026-05-01 Fixed 5.625 N N N N N N FAIRFAX FINANCIAL HOLDINGS LTD GLS7OQD0WOEDI8YAP031 303901BB7 60000 PA USD 65378.58 0.031053622452 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85 N N N N N N APERGY CORP 549300EP2909K6DYYP38 03755LAC8 87000 PA USD 91785 0.04359618604 Long DBT CORP US N 2 2026-05-01 Fixed 6.375 N N N N N N OASIS PETROLEUM INC 529900FA4V2YNIKZ0M71 674215AK4 29000 PA USD 24287.5 0.011536115579 Long DBT CORP US N 2 2026-05-01 Fixed 6.25 N N N N N N AMERICAN BUILDERS AND CONTRACTORS SUPPLY CO INC 549300H5GQ4C1BEKG397 024747AE7 30000 PA USD 31875 0.01514003846 Long DBT CORP US N 2 2026-05-15 Fixed 5.875 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AJ8 90000 PA USD 98164.44 0.04662630265 Long DBT CORP US N 2 2025-06-01 Fixed 5.25 N N N N N N WPX ENERGY INC ZXZE9GCS2BB547GJW219 98212BAH6 68000 PA USD 72590 0.034478914252 Long DBT CORP US N 2 2026-06-01 Fixed 5.75 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15137TAA8 50000 PA USD 53062.5 0.025203711083 Long DBT CORP US N 2 2026-06-01 Fixed 5.375 N N N N N N SPRINGLEAF FINANCE CORP 5493008I795YYBFWFU90 85172FAN9 50000 PA USD 57810 0.027458686223 Long DBT CORP US N 2 2026-03-15 Fixed 7.125 N N N N N N BAUSCH HEALTH AMERICAS INC KOO0397YRO83WY5MGD97 91911XAW4 115000 PA USD 131100 0.062270087594 Long DBT CORP US N 2 2027-01-31 Fixed 8.5 N N N N N N CARRIAGE SERVICES INC N/A 143905AN7 45000 PA USD 47925 0.022763493119 Long DBT CORP US N 2 2026-06-01 Fixed 6.625 N N N N N N TMX FINANCE LLC / TITLEMAX FINANCE CORP N/A 87261NAJ9 65000 PA USD 58825 0.027940792546 Long DBT CORP US N 2 2023-04-01 Fixed 11.125 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAL5 200000 PA USD 202400 0.096136275584 Long DBT CORP NL N 2 2024-04-15 Fixed 6 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BQ3 50000 PA USD 53625 0.025470888232 Long DBT CORP US N 2 2026-08-15 Fixed 6 N N N N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 29272WAA7 35000 PA USD 37275 0.017704939093 Long DBT CORP US N 2 2026-07-15 Fixed 6.375 N N N N N N NATIONSTAR MORTGAGE HOLDINGS INC N/A 93369KAB1 30000 PA USD 33225 0.015781263618 Long DBT CORP US N 2 2026-07-15 Fixed 9.125 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAF8 75000 PA USD 79875 0.037939155199 Long DBT CORP US N 2 2026-07-15 Fixed 5.5 N N N N N N TRANSOCEAN PONTUS LTD N/A 89382PAA3 75650 PA USD 77730.38 0.036920500163 Long DBT CORP KY N 2 2025-08-01 Fixed 6.125 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAP5 20000 PA USD 19657.1 0.009336760785 Long DBT CORP US N 2 2027-01-15 Fixed 6.625 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAA0 129000 PA USD 136740 0.064948983811 Long DBT CORP US N 2 2026-09-01 Fixed 5.5 N N N N N N WELLCARE HEALTH PLANS INC 529900JCT1MMTWHZ5P23 94946TAD8 40000 PA USD 42600 0.020234216106 Long DBT CORP US N 2 2026-08-15 Fixed 5.375 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AH8 100000 PA USD 111375 0.052901075559 Long DBT CORP US N 2 2026-09-01 Fixed 5.375 N N N N N N ELDORADO RESORTS INC 5299000BKFWWVND5L441 28470RAG7 20000 PA USD 22025 0.010461469712 Long DBT CORP US N 2 2026-09-15 Fixed 6 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 22304LAA8 132000 PA USD 113520 0.053919911089 Long DBT CORP US N 2 2025-05-15 Fixed 7.5 N N N N N N CHEMOURS CO/THE 549300M1BOLNXL8DOV14 163851AE8 29000 PA USD 25665 0.012190402732 Long DBT CORP US N 2 2027-05-15 Fixed 5.375 N N N N N N GREAT LAKES DREDGE AND DOCK CORP 549300H65E3MZ1CX0P05 390607AE9 144000 PA USD 152280 0.072330197856 Long DBT CORP US N 2 2022-05-15 Fixed 8 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAH3 25000 PA USD 25687.5 0.012201089818 Long DBT CORP US N 2 2025-06-15 Fixed 4.875 N N N N N N COMPASS MINERALS INTERNATIONAL INC 2549008X9G8XP7YJGC47 20451NAG6 140000 PA USD 148750 0.070653512812 Long DBT CORP US N 2 2027-12-01 Fixed 6.75 N N N N N N HESS MIDSTREAM OPERATIONS LP N/A 428104AA1 50000 PA USD 50625 0.024045943436 Long DBT CORP US N 2 2028-06-15 Fixed 5.125 N N N N N N MOOG INC 549300WM2I4U7OBAHG07 615394AM5 40000 PA USD 40704 0.019333650995 Long DBT CORP US N 2 2027-12-15 Fixed 4.25 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCG4 131000 PA USD 132435.76 0.062904549015 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 451102BX4 55000 PA USD 56244.65 0.026715173777 Long DBT CORP US N 2 2027-05-15 Fixed 5.25 N N N N N N CREDIT ACCEPTANCE CORP N/A 225310AN1 45000 PA USD 46730.7 0.022196222596 Long DBT CORP US N 2 2024-12-31 Fixed 5.125 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAF1 95000 PA USD 99881.1 0.047441684562 Long DBT CORP CA N 2 2026-12-15 Fixed 5.125 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CM6 140000 PA USD 141241.8 0.067087255972 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 129000 PA USD 134274.17 0.063777759936 Long DBT CORP US N 2 2026-02-15 Fixed 5.625 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AH0 40000 PA USD 41055.6 0.019500654525 Long DBT CORP US N 2 2028-01-30 Fixed 5 N N N N N N AMSTED INDUSTRIES INC N2VLGYMEEBIU3PFSUY86 032177AH0 75000 PA USD 79500 0.0377610371 Long DBT CORP US N 2 2027-07-01 Fixed 5.625 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAM9 75000 PA USD 82218.75 0.039052393321 Long DBT CORP US N 2 2027-06-01 Fixed 6.75 N N N N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 12621EAL7 85000 PA USD 94881.25 0.045066847815 Long DBT CORP US N 2 2029-05-30 Fixed 5.25 N N N N N N GO DADDY OPERATING CO LLC / GD FINANCE CO INC N/A 38016LAA3 45000 PA USD 47362.5 0.02249631597 Long DBT CORP US N 2 2027-12-01 Fixed 5.25 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAD4 25000 PA USD 25325.44 0.01202911798 Long DBT CORP US N 2 2024-07-15 Fixed 3.55 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAF9 60000 PA USD 62698.8 0.029780776263 Long DBT CORP US N 2 2027-07-31 Fixed 5 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AN7 65000 PA USD 68412.5 0.032494678624 Long DBT CORP US N 2 2027-07-15 Fixed 4.875 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65343HAA9 140000 PA USD 147532 0.070074985225 Long DBT CORP US N 2 2027-07-15 Fixed 5.625 N N N N N N ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP N/A 03690AAF3 90000 PA USD 78300 0.037191059181 Long DBT CORP US N 2 2028-01-15 Fixed 5.75 N N N N N N MASONITE INTERNATIONAL CORP 549300H0H07ZFT4JYM32 575385AD1 35000 PA USD 36968.75 0.017559475978 Long DBT CORP US N 2 2028-02-01 Fixed 5.375 N N N N N N DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO N/A 25277LAA4 120000 PA USD 121386.24 0.05765623034 Long DBT CORP US N 2 2026-08-15 Fixed 5.375 N N N N N N DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO N/A 25277LAC0 204000 PA USD 198390 0.094231599373 Long DBT CORP US N 2 2027-08-15 Fixed 6.625 N N N N N N TAYLOR MORRISON COMMUNITIES INC 549300O1Z08HI2MRK572 87724RAB8 45000 PA USD 49050 0.023297847418 Long DBT CORP US N 2 2028-01-15 Fixed 5.75 N N N N N N ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC N/A 03969AAN0 215000 PA USD 220375 0.104674069822 Long DBT CORP IE N 2 2026-08-15 Fixed 4.125 N N N N N N CLEAR CHANNEL WORLDWIDE HOLDINGS INC N/A 18453HAA4 65000 PA USD 67684.5 0.03214889202 Long DBT CORP US N 2 2027-08-15 Fixed 5.125 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCY4 350000 PA USD 366590 0.174123504281 Long DBT CORP US N 2 2026-01-01 Fixed 4.875 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDA5 195000 PA USD 205968.75 0.097831366165 Long DBT CORP US N 2 2027-11-01 Fixed 5.125 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP N/A 451102BU0 55000 PA USD 56512.5 0.026842397599 Long DBT CORP US N 2 2024-09-15 Fixed 4.75 N N N N N N 1011778 BC ULC / NEW RED FINANCE INC N/A 68245XAH2 80000 PA USD 80400 0.038188520538 Long DBT CORP CA N 2 2028-01-15 Fixed 3.875 N N N N N N BROOKFIELD RESIDENTIAL PROPERTIES INC / BROOKFIELD RESIDENTIAL US CORP N/A 11283YAB6 45000 PA USD 47475 0.0225497514 Long DBT CORP CA N 2 2027-09-15 Fixed 6.25 N N N N N N WPX ENERGY INC ZXZE9GCS2BB547GJW219 98212BAJ2 81000 PA USD 85455 0.04058955252 Long DBT CORP US N 2 2027-10-15 Fixed 5.25 N N N N N N LEVEL 3 FINANCING INC OKXQCBALRQBU7RU5WQ22 527298BN2 45000 PA USD 46071 0.021882877235 Long DBT CORP US N 2 2027-09-15 Fixed 4.625 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCF6 130000 PA USD 134712.5 0.06398595862 Long DBT CORP US N 2 2024-10-01 Fixed 4.75 N N N N N N INSTALLED BUILDING PRODUCTS INC 549300I95Y9P9YM5FI86 45780RAA9 20000 PA USD 21375 0.010152731673 Long DBT CORP US N 2 2028-02-01 Fixed 5.75 N N N N N N BEACON ROOFING SUPPLY INC 549300HDXQWWCBOYXP31 073685AF6 40000 PA USD 41200 0.019569241868 Long DBT CORP US N 2 2026-11-15 Fixed 4.5 N N N N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034AR0 30000 PA USD 31050 0.014748178641 Long DBT CORP US N 2 2027-10-15 Fixed 4.75 N N N N N N ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER N/A 01883LAA1 70000 PA USD 74966.5 0.035607708022 Long DBT CORP US N 2 2027-10-15 Fixed 6.75 N N N N N N SCOTTS MIRACLE-GRO CO/THE 2TH9E0JTOUXOEGI2R879 810186AS5 211000 PA USD 215684.2 0.102446026138 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 31200 0.014819425881 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 45675 0.021694784522 Long DBT CORP US N 2 2028-01-15 Fixed 4 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BJ5 145000 PA USD 146628.35 0.069645768103 Long DBT CORP US N 2 2027-11-15 Fixed 5.5 N N N N N N ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A 013092AC5 175000 PA USD 174790 0.083022033643 Long DBT CORP US N 2 2027-01-15 Fixed 4.625 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AD9 95000 PA USD 96741.35 0.045950361087 Long DBT CORP CA N 2 2024-12-01 Fixed 5.375 N N N N N N 1011778 BC ULC / NEW RED FINANCE INC N/A 68245XAJ8 63000 PA USD 63157.5 0.029998650322 Long DBT CORP CA N 2 2028-01-15 Fixed 4.375 N N N N N N UNIVAR SOLUTIONS USA INC/WASHINGTON 5493008FTB9VZW6CVA82 91337CAA4 165000 PA USD 172223.7 0.081803088366 Long DBT CORP US N 2 2027-12-01 Fixed 5.125 N N N N N N PRESTIGE BRANDS INC 549300JBVP4J6D42I235 74112BAL9 20000 PA USD 20950 0.009950864494 Long DBT CORP US N 2 2028-01-15 Fixed 5.125 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BD3 85000 PA USD 89568.75 0.042543508072 Long DBT CORP US N 2 2027-12-15 Fixed 5.875 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BR1 45000 PA USD 46743.75 0.022202421106 Long DBT CORP US N 2 2027-12-01 Fixed 4.75 N N N N N N ALLEGHENY TECHNOLOGIES INC ZW1LRE7C3H17O2ZN9B45 01741RAH5 10000 PA USD 10500 0.004987306787 Long DBT CORP US N 2 2027-12-01 Fixed 5.875 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAJ1 140000 PA USD 145600 0.069157320776 Long DBT CORP CA N 2 2027-12-15 Fixed 5.25 N N N N N N REFINITIV US HOLDINGS INC 549300NF240HXJO7N016 31740LAA1 17000 PA USD 18551.25 0.008811502384 Long DBT CORP US N 2 2026-05-15 Fixed 6.25 N N N N N N STARFRUIT FINCO BV / STARFRUIT US HOLDCO LLC 549300K7VB5G6LULFT41 85529VAA2 150000 PA USD 158250 0.075165838 Long DBT CORP NL N 2 2026-10-01 Fixed 8 N N N N N N STEVENS HOLDING CO INC N/A 86024TAA5 171000 PA USD 186817.5 0.088734874822 Long DBT CORP US N 2 2026-10-01 Fixed 6.125 N N N N N N ASCENT RESOURCES UTICA HOLDINGS LLC / ARU FINANCE CORP N/A 04364VAG8 22000 PA USD 17545 0.00833355215 Long DBT CORP US N 2 2026-11-01 Fixed 7 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76119LAA9 65000 PA USD 65487.5 0.031105357447 Long DBT CORP US N 2 2026-11-01 Fixed 6.125 N N N N N N NINE ENERGY SERVICE INC 549300KRLJCZBPZMKT65 65441VAA9 45000 PA USD 36450 0.017313079274 Long DBT CORP US N 2 2023-11-01 Fixed 8.75 N N N N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 389284AA8 189000 PA USD 210026.25 0.099758604002 Long DBT CORP US N 2 2027-05-15 Fixed 7 N N N N N N MERCER INTERNATIONAL INC 549300Z5IAG39VRTY874 588056AY7 20000 PA USD 21529 0.010225878839 Long DBT CORP CA N 2 2025-01-15 Fixed 7.375 N N N N N N TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP N/A 87612BBL5 45000 PA USD 49275 0.023404718278 Long DBT CORP US N 2 2027-07-15 Fixed 6.5 N N N N N N TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP N/A 87612BBN1 30000 PA USD 33300 0.015816887238 Long DBT CORP US N 2 2029-01-15 Fixed 6.875 N N N N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 29272WAB5 10000 PA USD 11175.5 0.005308156857 Long DBT CORP US N 2 2027-01-15 Fixed 7.75 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAB8 56000 PA USD 59010 0.028028664141 Long DBT CORP US N 2 2027-02-15 Fixed 5.625 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCX6 45000 PA USD 48431.25 0.023003952554 Long DBT CORP US N 2 2027-02-01 Fixed 6.25 N N N N N N TRANSOCEAN POSEIDON LTD N/A 89383JAA6 49000 PA USD 51940 0.024670544238 Long DBT CORP KY N 2 2027-02-01 Fixed 6.875 N N N N N N VERTIV INTERMEDIATE HOLDING CORP 5493009VQRCPGB137B53 92536AAA5 70000 PA USD 72625 0.034495538608 Long DBT CORP US N 2 2022-02-15 Variable 12 N N N N N N PETROLEOS DE VENEZUELA SA (PDVSA) 549300YWR8TN1OFD4P06 P7807HAC9 297000 PA USD 23017.5 0.010932888949 Long DBT CORP VE N 2 2027-04-12 Fixed 5.375 Y Y N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 392000 PA USD 544135.2 0.258454207225 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N CENOVUS ENERGY INC 549300EIRQ0Z2B9C1W06 15135UAF6 75000 PA USD 95535.98 0.045377832517 Long DBT CORP CA N 2 2039-11-15 Fixed 6.75 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AD7 74000 PA USD 81770 0.038839245329 Long DBT CORP US N 2 2022-02-15 Fixed 7.5 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AB4 37000 PA USD 37092.5 0.017618254951 Long DBT CORP CA N 2 2023-01-30 Fixed 6.375 N N N N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581GQ5 84000 PA USD 89040 0.042292361552 Long DBT CORP US N 2 2022-08-15 Fixed 5 N N N N N N QUEBECOR MEDIA INC 5493006O1E1TBNKPQW25 74819RAP1 36000 PA USD 39105 0.018574155419 Long DBT CORP CA N 2 2023-01-15 Fixed 5.75 N N N N N N WATCO COS LLC / WATCO FINANCE CORP 549300UK74AMHGBXZG45 941130AA4 162000 PA USD 164430 0.07810122428 Long DBT CORP US N 2 2023-04-01 Fixed 6.375 N N N N N N AES CORP/VA 2NUNNB7D43COUIRE5295 00130HBT1 73000 PA USD 74277.5 0.0352804457 Long DBT CORP US N 2 2023-05-15 Fixed 4.875 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441AZ0 65000 PA USD 66056.25 0.031375503232 Long DBT CORP US N 2 2023-06-01 Fixed 4.875 N N N N N N ALLEGHENY TECHNOLOGIES INC ZW1LRE7C3H17O2ZN9B45 01741RAF9 102000 PA USD 114324.66 0.054302109782 Long DBT CORP US N 2 2023-08-15 Fixed 7.875 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AC2 7000 PA USD 7043.75 0.003345651636 Long DBT CORP CA N 2 2024-03-31 Fixed 7 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 20000 PA USD 20700 0.009832119094 Long DBT CORP US N 2 2043-03-15 Fixed 5.45 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CC8 40000 PA USD 40850 0.019402998308 Long DBT CORP US N 2 2024-01-15 Fixed 5.875 N N N N N N PETROLEOS DE VENEZUELA SA (PDVSA) 549300YWR8TN1OFD4P06 P7807HAR6 378000 PA USD 29295 0.013914585935 Long DBT CORP VE N 2 2026-11-15 Fixed 6 Y Y N N N N PETROLEOS DE VENEZUELA SA (PDVSA) 549300YWR8TN1OFD4P06 716558AF8 760000 PA USD 58900 0.027976416166 Long DBT CORP VE N 2 2026-11-15 Fixed 6 Y Y N N N N SERVICE CORP INTERNATIONAL/US 549300RKVM2ME20JHZ15 817565CB8 478000 PA USD 492340 0.233852440322 Long DBT CORP US N 2 2024-05-15 Fixed 5.375 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AH0 98000 PA USD 105595 0.050155681919 Long DBT CORP US N 2 2024-06-01 Fixed 5.25 N N N N N N COMPASS MINERALS INTERNATIONAL INC 2549008X9G8XP7YJGC47 20451NAE1 48000 PA USD 48000 0.022799116739 Long DBT CORP US N 2 2024-07-15 Fixed 4.875 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAN5 135000 PA USD 139499.55 0.066259719282 Long DBT CORP US N 2 2025-03-01 Fixed 6.375 N N N N N N WR GRACE AND CO/CONNECTICUT 549300GJVOEHHLSO6K25 383909AF5 83000 PA USD 91715 0.043562937328 Long DBT CORP US N 2 2024-10-01 Fixed 5.625 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAC4 75000 PA USD 84410.61 0.040093486488 Long DBT CORP US N 2 2025-03-15 Fixed 5.25 N N N N N N STANDARD INDUSTRIES INC/NJ 54930064UHXCIUWVI755 120111BM0 151000 PA USD 155152.5 0.073694582498 Long DBT CORP US N 2 2024-11-15 Fixed 5.375 N N N N N N PENSKE AUTOMOTIVE GROUP INC 549300W7UTQ0M4C7LB15 70959WAF0 109000 PA USD 112133.75 0.053261467847 Long DBT CORP US N 2 2024-12-01 Fixed 5.375 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAD5 200000 PA USD 203500 0.096658755343 Long DBT CORP LU N 2 2023-02-15 Fixed 6.625 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 91831AAC5 150000 PA USD 154984.5 0.073614785589 Long DBT CORP US N 2 2025-04-15 Fixed 6.125 N N N N N N AES CORP/VA 2NUNNB7D43COUIRE5295 00130HBW4 280000 PA USD 289100 0.137317180195 Long DBT CORP US N 2 2025-04-15 Fixed 5.5 N N N N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 12621EAK9 174000 PA USD 192705 0.091531328985 Long DBT CORP US N 2 2025-05-30 Fixed 5.25 N N N N N N COMMSCOPE TECHNOLOGIES LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 78000 PA USD 78088.14 0.03709042958 Long DBT CORP US N 2 2025-06-15 Fixed 6 N N N N N N STANDARD INDUSTRIES INC/NJ 54930064UHXCIUWVI755 120111BN8 135000 PA USD 141918.75 0.067408794766 Long DBT CORP US N 2 2025-10-15 Fixed 6 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UAQ9 30000 PA USD 31837.8 0.015122369144 Long DBT CORP US N 2 2026-01-15 Fixed 5.875 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BT5 130000 PA USD 145643.18 0.069177830481 Long DBT CORP US N 2 2026-06-15 Fixed 5.25 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229AW6 85000 PA USD 88634.14 0.04209958552 Long DBT CORP US N 2 2026-04-01 Fixed 4.2 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPBR3 253000 PA USD 266598.75 0.126629500496 Long DBT CORP US N 2 2026-05-01 Fixed 5.5 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAK9 405000 PA USD 466235.99 0.221453515919 Long DBT CORP US N 2 2026-06-15 Fixed 6.02 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CK0 65000 PA USD 67681.25 0.032147348329 Long DBT CORP US N 2 2026-06-01 Fixed 5.25 N N N N N N WOLVERINE WORLD WIDE INC 549300OVC7PK14LQ8D87 978097AD5 87000 PA USD 88305 0.041943250076 Long DBT CORP US N 2 2026-09-01 Fixed 5 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAN0 40000 PA USD 39200 0.01861927867 Long DBT CORP US N 2 2026-09-15 Fixed 6.75 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AC0 40000 PA USD 42564.2 0.020217211765 Long DBT CORP US N 2 2026-09-30 Fixed 5.875 N N N N N N VISTRA ENERGY CORP 549300KP43CPCUJOOG15 882ESCAM8 119000 PA USD 178.5 0.000084784215 Long DBT CORP US N 3 2020-10-01 Fixed 11.5 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BF6 45000 PA USD 47858.81 0.022732054087 Long DBT CORP US N 2 2026-12-15 Fixed 5 N N N N N N VIRGIN MEDIA SECURED FINANCE PLC 213800X3RLP4NOTPY579 G9372GAT5 100000 PA 140167.43 0.066576949992 Long DBT CORP GB N 2 2027-04-15 Fixed 5 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UAR7 111000 PA USD 120549.33 0.05725871349 Long DBT CORP US N 2 2027-05-15 Fixed 5.375 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAT2 16000 PA USD 17040 0.008093686442 Long DBT CORP US N 2 2027-04-15 Fixed 5.375 N N N N N N SIX FLAGS ENTERTAINMENT CORP 549300JYTDUAA4JQ3717 83001AAC6 178000 PA USD 189792.5 0.090147945078 Long DBT CORP US N 2 2027-04-15 Fixed 5.5 N N N N N N VIDEOTRON LTD 549300LW4GNJRBECSD81 92660FAK0 60000 PA USD 64200 0.030493818639 Long DBT CORP CA N 2 2027-04-15 Fixed 5.125 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP N/A 983130AX3 220000 PA USD 233750 0.111026948705 Long DBT CORP US N 2 2027-05-15 Fixed 5.25 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAG0 230000 PA USD 254191.4 0.120736237557 Long DBT CORP US N 2 2027-06-30 Fixed 5.125 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBA5 157000 PA USD 165635 0.078673577107 Long DBT CORP US N 2 2027-08-01 Fixed 5 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPBX0 166000 PA USD 174187.12 0.082735676737 Long DBT CORP US N 2 2028-02-01 Fixed 5 N N N N N N HILTON WORLDWIDE FINANCE LLC / HILTON WORLDWIDE FINANCE CORP N/A 432891AK5 180000 PA USD 191250 0.090840230758 Long DBT CORP US N 2 2027-04-01 Fixed 4.875 N N N N N N AES CORP/VA 2NUNNB7D43COUIRE5295 00130HBY0 50000 PA USD 53375 0.025352142833 Long DBT CORP US N 2 2027-09-01 Fixed 5.125 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAD3 171000 PA USD 167580 0.079597416316 Long DBT CORP US N 2 2028-01-15 Fixed 5.5 N N N N N N ALLISON TRANSMISSION MWKQ3I0U1GXP2YDSZW75 019736AE7 155000 PA USD 160812.5 0.076382978347 Long DBT CORP US N 2 2027-10-01 Fixed 4.75 N N N N N N TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP N/A 87612BBG6 56000 PA USD 57120 0.02713094892 Long DBT CORP US N 2 2028-01-15 Fixed 5 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAS5 90000 PA USD 93483 0.044402704795 Long DBT CORP US N 2 2028-04-15 Fixed 4.875 N N N N N N MATCH GROUP INC 549300BIJKT86CPCKK96 57665RAG1 217000 PA USD 226222.5 0.10745152472 Long DBT CORP US N 2 2027-12-15 Fixed 5 N N N N N N ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC N/A 29260FAE0 140000 PA USD 147000 0.069822295014 Long DBT CORP US N 2 2028-01-30 Fixed 5.75 N N N N N N SERVICE CORP INTERNATIONAL/US 549300RKVM2ME20JHZ15 817565CD4 35000 PA USD 36487.5 0.017330891084 Long DBT CORP US N 2 2027-12-15 Fixed 4.625 N N N N N N JELD-WEN INC 549300XWE6NM0N1HFW16 475795AD2 60000 PA USD 61350 0.029140121082 Long DBT CORP US N 2 2027-12-15 Fixed 4.875 N N N N N N STANDARD INDUSTRIES INC/NJ 54930064UHXCIUWVI755 853496AD9 10000 PA USD 10250 0.004868561387 Long DBT CORP US N 2 2028-01-15 Fixed 4.75 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAE1 160000 PA USD 166400 0.07903693803 Long DBT CORP US N 2 2028-03-15 Fixed 5.25 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAV7 116000 PA USD 121545.96 0.057732094401 Long DBT CORP US N 2 2028-02-01 Fixed 4.75 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAT3 150000 PA USD 166284 0.078981840164 Long DBT CORP US N 2 2028-11-15 Fixed 5.875 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAF4 50000 PA USD 55625 0.02642085143 Long DBT CORP GB N 2 2028-08-01 Fixed 4.75 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAX4 50000 PA USD 56937.5 0.027044264778 Long DBT CORP US N 2 2029-05-15 Fixed 6.375 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAU0 50000 PA USD 53249 0.025292295151 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CH3 95000 PA USD 102718.75 0.048789516095 Long DBT CORP US N 2 2029-06-15 Fixed 5.25 N N N N N N SERVICE CORP INTERNATIONAL/US 549300RKVM2ME20JHZ15 817565CE2 130000 PA USD 138125 0.065606833326 Long DBT CORP US N 2 2029-06-01 Fixed 5.125 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AF4 85000 PA USD 97112.5 0.046126650507 Long DBT CORP US N 2 2029-05-30 Fixed 7.25 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPCB7 788000 PA USD 843160 0.400485484791 Long DBT CORP US N 2 2029-06-01 Fixed 5.375 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CL4 65000 PA USD 68093.88 0.032343339987 Long DBT CORP US N 2 2029-06-15 Fixed 4.45 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAE2 40000 PA USD 40807.52 0.01938282109 Long DBT CORP US N 2 2029-07-15 Fixed 4.3 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBC1 110000 PA USD 118936.4 0.05649260142 Long DBT CORP US N 2 2029-07-01 Fixed 5.5 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AP2 35000 PA USD 37541 0.017831284198 Long DBT CORP US N 2 2029-07-15 Fixed 5.125 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AL5 45000 PA USD 47137.5 0.02238944511 Long DBT CORP US N 2 2030-01-15 Fixed 4.75 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAV7 50000 PA USD 51625 0.024520925035 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 115000 PA USD 123337.5 0.058583042934 Long DBT CORP US N 2 2029-10-01 Fixed 5.125 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCW0 311000 PA USD 339406.74 0.161211955987 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NBF5 306000 PA USD 327882.06 0.155737945056 Long DBT CORP NL N 2 2030-01-15 Fixed 5.093 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 30000 PA USD 30468.75 0.014472095587 Long DBT CORP US N 2 2030-06-15 Fixed 4.875 N N N N N N SPRINGLEAF FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 100000 PA USD 104380 0.049578579276 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP N/A 69007TAC8 29000 PA USD 29507.5 0.014015519525 Long DBT CORP US N 2 2030-03-15 Fixed 4.625 N N N N N N TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP N/A 87612BBP6 30000 PA USD 30825 0.014641307781 Long DBT CORP US N 2 2030-03-01 Fixed 5.5 N N N N N N SINCLAIR TELEVISION GROUP INC 549300CQGEN0CH65UD62 829259AY6 95000 PA USD 97137.5 0.046138525047 Long DBT CORP US N 2 2030-03-01 Fixed 5.5 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAS0 205000 PA USD 215526.75 0.102371240286 Long DBT CORP US N 2 2029-12-15 Fixed 4.625 N N N N N N AMSTED INDUSTRIES INC N2VLGYMEEBIU3PFSUY86 032177AJ6 95000 PA USD 95686.85 0.045449492991 Long DBT CORP US N 2 2030-05-15 Fixed 4.625 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AJ6 40000 PA USD 41480 0.019702236716 Long DBT CORP US N 2 2030-01-30 Fixed 5.25 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AD4 101000 PA USD 108827.5 0.051691059937 Long DBT CORP US N 2 2028-11-15 Fixed 6.875 N N N N N N JC PENNEY CORP INC 8TDNUQ07MEFMWW1VHP39 708160BS4 84000 PA USD 29610 0.014064205139 Long DBT CORP US N 2 2037-04-01 Fixed 7.4 N N N N N N CROWN CORK AND SEAL CO INC 7HLDMDH0ZXNUH6PT7Z42 228255AH8 111000 PA USD 131812.5 0.062608511983 Long DBT CORP US N 2 2026-12-15 Fixed 7.375 N N N N N N SMURFIT KAPPA TREASURY FUNDING DAC N/A 832724AB4 139000 PA USD 170796.25 0.081125075883 Long DBT CORP IE N 2 2025-11-20 Fixed 7.5 N N N N N N PULTE HOMES INC N/A 745867AM3 9000 PA USD 11565 0.005493162189 Long DBT CORP US N 2 2032-06-15 Fixed 7.875 N N N N N N COLORADO INTERSTATE GAS CO LLC N/A 196522AE6 290000 PA USD 335436.33 0.159326084298 Long DBT CORP US N 2 2037-06-15 Fixed 6.85 N N N N N N DRESDNER FUNDING TRUST I 549300ZEO4BKB37E3J03 U24118AA6 250000 PA USD 336250 0.159712562575 Long DBT CORP US N 2 2031-06-30 Fixed 8.151 N N N N N N CREDIT SUISSE INTERNATIONAL (FX) N/A N/A 1 NC N/A 299322.76 0.142172803083 N/A DFE CORP US N 2 CREDIT SUISSE INTERNATIONAL (FX) N/A 141096.42 USD 139732.64 EUR 2020-03-18 1363.78 N N N GOLDMAN SACHS INTL FX N/A N/A 1 NC N/A 13410.92 0.006369940222 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX N/A 13317.46 EUR 13410.92 USD 2020-03-18 -93.46 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 219533.41 0.104274330058 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 219533.41 USD 218286.06 EUR 2020-03-18 1247.35 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 2511674.09 1.192998974773 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 189056.48 EUR 197106.75 USD 2020-03-18 -8050.27 N N N BARCLAYS BANK PLC WHOLESALE, LONDON N/A N/A 1 NC N/A 1265472.63 0.601076212955 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON N/A 1252688.92 EUR 1265472.63 USD 2020-03-18 -12783.71 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 44853.33 0.021304506393 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 24045.04 EUR 24342.51 USD 2020-03-18 -297.47 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 220885.77 0.104916676173 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 220885.77 USD 218546.66 EUR 2020-03-18 2339.11 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 220773.08 0.104863150496 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 220508.57 EUR 220773.08 USD 2020-03-18 -264.51 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 443594.3 0.210699129804 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 443594.3 USD 433139.91 GBP 2020-03-18 10454.39 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 766534.14 0.364089611303 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 468946.34 USD 453568.16 GBP 2020-03-18 15378.18 N N N GOLDMAN SACHS INTL FX N/A N/A 1 NC N/A 758835.6 0.360432946466 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX N/A 709821.1 GBP 725917.78 USD 2020-03-18 -16096.68 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 444390.7 0.21107740515 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 437888.29 GBP 444390.7 USD 2020-03-18 -6502.41 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 679593.9 0.322794597114 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 672398.33 GBP 679593.9 USD 2020-03-18 -7195.57 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 86320.25 0.041000530348 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 85275.2 SEK 86320.25 USD 2020-03-18 -1045.05 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 549267.58 0.260891993283 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 335692.2 NOK 341094.82 USD 2020-03-18 -5402.62 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 1146294.59 0.544468836981 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 1088896.69 USD 1041833.55 NOK 2020-03-18 47063.14 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 264207.37 0.125493639001 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 92344.37 CHF 93469.59 USD 2020-03-18 -1125.22 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 279407.76 0.132713544544 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 279407.76 USD 275372.97 CZK 2020-03-18 4034.79 N N N BARCLAYS BANK PLC WHOLESALE, LONDON N/A N/A 1 NC N/A 666193.87 0.316429829441 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON N/A 656818.28 NOK 666193.87 USD 2020-03-18 -9375.59 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 247854.56 0.117726355163 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 247854.56 USD 237099.05 NOK 2020-03-18 10755.51 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 327086.9 0.155360258688 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 322031.4 SEK 327086.9 USD 2020-03-18 -5055.5 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 441191.22 0.209557711024 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 434432 SEK 441191.22 USD 2020-03-18 -6759.22 N N N BARCLAYS BANK PLC WHOLESALE, LONDON N/A N/A 1 NC N/A 220504.53 0.104735594188 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON N/A 219438.15 SEK 220504.53 USD 2020-03-18 -1066.38 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 3409603.96 1.61949913998 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 73863.76 BRL 99841.26 USD 2020-02-04 -25977.5 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 40184.87 0.019087073798 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 38810.27 BRL 40184.87 USD 2020-02-04 -1374.6 N N N GOLDMAN SACHS INTL FX N/A N/A 1 NC N/A 1751965.8 0.832151516616 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX N/A 19148.66 USD 7143.51 BRL 2020-02-04 12005.15 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 1944098.75 0.923411132377 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 1944098.75 USD 1855938.88 AUD 2020-01-15 88159.87 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 1944098.75 0.923411132377 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 1938206.88 AUD 1944098.75 USD 2020-01-15 -5891.87 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 888971.53 0.422245118551 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 888971.53 USD 863456.85 AUD 2020-01-15 25514.68 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 888971.53 0.422245118551 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 883647.37 AUD 888971.53 USD 2020-01-15 -5324.16 N N N GOLDMAN SACHS INTL FX N/A N/A 1 NC N/A 743032.5 0.352926764763 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX N/A 743032.5 USD 740837.48 AUD 2020-01-15 2195.02 N N N GOLDMAN SACHS INTL FX N/A N/A 1 NC N/A 743032.51 0.352926769513 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX N/A 718645.29 AUD 743032.51 USD 2020-01-15 -24387.22 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 6766334.1 3.213884188405 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 835748.76 AUD 906871.7 USD 2020-01-15 -71122.94 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 222453.47 0.105661304825 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 222453.47 USD 215933.12 AUD 2020-01-15 6520.35 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 222453.47 0.105661304825 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 221787.54 AUD 222453.47 USD 2020-01-15 -665.93 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 4525232.93 2.149402371748 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 541963.52 AUD 525422.61 USD 2020-01-15 16540.91 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 813580.23 0.386435638346 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 813580.23 USD 776643.58 AUD 2020-01-15 36936.65 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 813580.23 0.386435638346 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 805521.64 AUD 813580.23 USD 2020-01-15 -8058.59 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 2737.67 0.001300342873 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2737.67 USD 2729.5 AUD 2020-01-15 8.17 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 2737.67 0.001300342873 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2680.76 AUD 2737.67 USD 2020-01-15 -56.91 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 223192.27 0.10601222123 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 223192.27 USD 216061.76 NZD 2020-01-15 7130.51 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 223192.27 0.10601222123 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 223132.65 NZD 223192.27 USD 2020-01-15 -59.62 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 222115.02 0.105500547303 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 222115.02 USD 218689.06 NZD 2020-01-15 3425.96 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 222115.03 0.105500552053 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 211494.65 NZD 222115.03 USD 2020-01-15 -10620.38 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 4664550.07 2.215575449636 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 219421.91 USD 177159.53 NZD 2020-01-15 42262.38 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 1862292.04 0.884554450474 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 845774.12 USD 796649.05 NZD 2020-01-15 49125.07 N N N GOLDMAN SACHS INTL FX N/A N/A 1 NC N/A 1848557.13 0.878030620964 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX N/A 1848557.13 USD 1827193.45 NZD 2020-01-15 21363.68 N N N GOLDMAN SACHS INTL FX N/A N/A 1 NC N/A 1848557.13 0.878030620964 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX N/A 1727052.56 NZD 1848557.13 USD 2020-01-15 -121504.57 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 367543.46 0.174576380236 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 367543.46 USD 367470.51 NZD 2020-01-15 72.95 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 367543.46 0.174576380236 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 341074.72 NZD 367543.46 USD 2020-01-15 -26468.74 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 1814556.5 0.861880947368 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 1814556.5 USD 1754039.5 NZD 2020-01-15 60517 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 1814556.5 0.861880947368 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 1683744.86 NZD 1814556.5 USD 2020-01-15 -130811.64 N N N BARCLAYS BANK PLC WHOLESALE, LONDON N/A N/A 1 NC N/A 763903.31 0.362840015464 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON N/A 763903.31 USD 763778.91 NZD 2020-01-15 124.4 N N N BARCLAYS BANK PLC WHOLESALE, LONDON N/A N/A 1 NC N/A 763903.31 0.362840015464 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON N/A 708796.08 NZD 763903.31 USD 2020-01-15 -55107.23 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 880205.88 0.4180815961 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 880205.88 USD 831266.93 MXN 2020-01-15 48938.95 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 880205.87 0.41808159135 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 850920.04 MXN 880205.87 USD 2020-01-15 -29285.83 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 2541.5 0.001207165733 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 2541.5 USD 2492.32 CAD 2020-01-15 49.18 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 2541.5 0.001207165733 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 2509.34 CAD 2541.5 USD 2020-01-15 -32.16 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 226886.53 0.107766926751 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 226886.53 USD 224498.95 CAD 2020-01-15 2387.58 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 226886.53 0.107766926751 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 224044.61 CAD 226886.53 USD 2020-01-15 -2841.92 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 5325595.25 2.52955974607 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 17235.43 CAD 25569.01 USD 2020-01-15 -8333.58 N N N BARCLAYS BANK PLC WHOLESALE, LONDON N/A N/A 1 NC N/A 1746317.75 0.829468796797 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON N/A 1746317.75 USD 1722254.7 CAD 2020-01-15 24063.05 N N N BARCLAYS BANK PLC WHOLESALE, LONDON N/A N/A 1 NC N/A 1746317.75 0.829468796797 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON N/A 1710400.25 CAD 1746317.75 USD 2020-01-15 -35917.5 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 928032.14 0.440798189536 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 928032.14 USD 917327.21 CAD 2020-01-15 10704.93 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 928032.14 0.440798189536 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 912409.71 CAD 928032.14 USD 2020-01-15 -15622.43 N N N GOLDMAN SACHS INTL FX N/A N/A 1 NC N/A 819554.36 0.389273240164 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX N/A 819554.36 USD 864641.73 CLP 2020-01-15 -45087.37 N N N GOLDMAN SACHS INTL FX N/A N/A 1 NC N/A 819554.36 0.389273240164 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX N/A 862212.05 CLP 819554.36 USD 2020-01-15 42657.69 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 2645623.26 1.25662236569 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 422432.71 CAD 442220.8 USD 2020-01-15 -19788.09 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 220918.1 0.104932032328 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 219062.02 JPY 220918.1 USD 2020-02-19 -1856.08 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 436667.35 0.207408956019 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 436167.97 JPY 436667.35 USD 2020-02-19 -499.38 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 439496.69 0.208752840456 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 436498.26 JPY 439496.69 USD 2020-02-19 -2998.43 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 2578035.21 1.224519285645 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 2573526.64 JPY 2578035.21 USD 2020-02-19 -4508.57 N N N GOLDMAN SACHS INTL FX N/A N/A 1 NC N/A 600656.18 0.285300632667 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX N/A 601538.24 JPY 600656.18 USD 2020-02-19 882.06 N N N GOLDMAN SACHS INTL FX N/A N/A 1 NC N/A 3048331.99 1.44790160209 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX N/A 3045347.03 USD 2915052.27 NOK 2020-03-18 130294.76 N N N GOLDMAN SACHS INTL FX N/A N/A 1 NC N/A 1205697.65 0.57268419739 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX N/A 1177276.25 SEK 1201175.91 USD 2020-03-18 -23899.66 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 1566408.3 0.744015118609 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 740638.29 SEK 761624.08 USD 2020-03-18 -20985.79 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 1574192.62 0.747712527367 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 1126516.36 USD 1074816.87 NOK 2020-03-18 51699.49 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 2900568.39 1.377716611127 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 2863101.85 SEK 2900568.39 USD 2020-03-18 -37466.54 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 1347870.82 0.640213836974 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 1347870.82 USD 1290396.54 NOK 2020-03-18 57474.28 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 5704825.89 2.709687321747 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 2156861 EUR 2181697.79 USD 2020-03-18 -24836.79 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 926344.88 0.439996772084 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 917780.98 GBP 926344.88 USD 2020-03-18 -8563.9 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 442969.91 0.210402556044 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 435777.41 SEK 442969.91 USD 2020-03-18 -7192.5 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 603405.05 0.286606295335 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 588635.9 GBP 601812.25 USD 2020-03-18 -13176.35 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 2000481.31 0.950191810866 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 227307.1 EUR 232268.17 USD 2020-03-18 -4961.07 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 659595.6 0.313295772608 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 649534.82 SEK 659595.6 USD 2020-03-18 -10060.78 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 221787.35 0.105344910083 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 221787.35 USD 219639.43 EUR 2020-03-18 2147.92 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 896954.02 0.426036654413 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 887973.69 EUR 896954.02 USD 2020-03-18 -8980.33 N N N FREDDIE MAC REMICS N/A 3137FJK99 3214901.39 PA USD 717565.99 0.340830641129 Long ABS-MBS USGSE US N 2 2056-08-15 Floating 4.36 N N N N N N FREDDIE MAC REMICS N/A 3137ASB78 1032495.9 PA USD 197309.97 0.093718604997 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 5 N N N N N N FREDDIE MAC REMICS N/A 3137FCB52 2312456.07 PA USD 347562.15 0.165085625667 Long ABS-MBS USGSE US N 2 2047-12-15 Floating 4.46 N N N N N N FREDDIE MAC STRIPS S6XOOCT0IEG5ABCC6L87 31325UPS9 720143.16 PA USD 52523.14 0.024947525008 Long ABS-MBS USGSE US N 2 2027-12-15 Fixed 3.5 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3137B1VT6 831463.7 PA USD 31462.59 0.014944151299 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 3 N N N N N N FREDDIE MAC REMICS N/A 3137BEK52 755455.57 PA USD 113318.34 0.053824126299 Long ABS-MBS USGSE US N 2 2044-10-15 Fixed 4 N N N N N N FREDDIE MAC REMICS N/A 3137ANL94 977284.26 PA USD 129485.28 0.061503125307 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 4.5 N N N N N N FREDDIE MAC REMICS N/A 3137BPMY2 2234480.88 PA USD 315414.85 0.149816249718 Long ABS-MBS USGSE US N 2 2045-08-15 Fixed 3.5 N N N N N N FREDDIE MAC REMICS N/A 3137BRPB5 2752275.24 PA USD 371557.16 0.176482813879 Long ABS-MBS USGSE US N 2 2046-07-15 Fixed 3.5 N N N N N N FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES N/A 31394JDC8 842488.82 PA USD 8424.89 0.004001667721 Long ABS-MBS USGSE US N 2 2043-07-25 Variable .375 N N N N N N FREDDIE MAC REMICS N/A 3137BMNM4 670710.97 PA USD 88869.2 0.042211234694 Long ABS-MBS USGSE US N 2 2045-12-15 Fixed 4 N N N N N N FREDDIE MAC REMICS N/A 3137BG4Q9 2435465.94 PA USD 360083.64 0.171033103006 Long ABS-MBS USGSE US N 2 2045-01-15 Fixed 4 N N N N N N FREDDIE MAC REMICS N/A 3137ALYB9 451191.69 PA USD 68742.21 0.032651284806 Long ABS-MBS USGSE US N 2 2042-01-15 Fixed 4.5 N N N N N N FREDDIE MAC REMICS N/A 3137BH6Q5 1564817.19 PA USD 327032.71 0.155334519435 Long ABS-MBS USGSE US N 2 2044-11-15 Fixed 4 N N N N N N FREDDIE MAC REMICS N/A 3137AV3L9 950037.36 PA USD 160942.03 0.076444502713 Long ABS-MBS USGSE US N 2 2042-10-15 Fixed 4.5 N N N N N N FREDDIE MAC REMICS N/A 3137AUD48 700497.95 PA USD 54260.01 0.025772506297 Long ABS-MBS USGSE US N 2 2041-07-15 Fixed 3.5 N N N N N N FREDDIE MAC REMICS N/A 3137BXH62 984082 PA USD 196702.05 0.093429854184 Long ABS-MBS USGSE US N 2 2047-04-15 Floating 4.36 N N N N N N FREDDIE MAC REMICS N/A 3137BM4E3 1059571.93 PA USD 165293.22 0.078511237896 Long ABS-MBS USGSE US N 2 2045-11-15 Fixed 4 N N N N N N FREDDIE MAC REMICS N/A 3137ALXZ7 1138928.94 PA USD 137047.32 0.065094955156 Long ABS-MBS USGSE US N 2 2042-02-15 Fixed 4 N N N N N N FREDDIE MAC REMICS N/A 31397GRF9 14028.75 PA USD 12342.49 0.005862455633 Long ABS-MBS USGSE US N 2 2037-02-15 Fixed 0 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JUGW8 55138.59 PA USD 59959.56 0.028479687668 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JUFY5 34683.83 PA USD 38173.02 0.018131482068 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JS4K2 39657.6 PA USD 43647.15 0.020731593087 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JKL87 27624.56 PA USD 30334.52 0.014408338807 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5 N N N N N N FANNIE MAE REMICS N/A 3136AWLE5 7377415.59 PA USD 1279538.96 0.607757460867 Long ABS-MBS USGSE US N 2 2047-05-25 Floating 4.358 N N N N N N FANNIE MAE REMICS N/A 3136B5A54 3557988.13 PA USD 578173.07 0.274621569135 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 4.258 N N N N N N FANNIE MAE REMICS N/A 3136B07G5 3407325.41 PA USD 588785.83 0.279662434847 Long ABS-MBS USGSE US N 2 2048-03-25 Floating 4.458 N N N N N N FANNIE MAE REMICS N/A 3136AQKF6 3207637.63 PA USD 437040.63 0.20758625715 Long ABS-MBS USGSE US N 2 2043-10-25 Fixed 4 N N N N N N FANNIE MAE REMICS N/A 3136B3TM2 2813759.39 PA USD 370185.22 0.175831167624 Long ABS-MBS USGSE US N 2 2048-12-25 Floating 4.308 N N N N N N FANNIE MAE REMICS N/A 3136ANX69 3176041 PA USD 531230.97 0.252324935429 Long ABS-MBS USGSE US N 2 2045-06-25 Floating 4.408 N N N N N N FANNIE MAE REMICS N/A 3136ANRR0 2188224.99 PA USD 440883.57 0.209411582935 Long ABS-MBS USGSE US N 2 2045-05-25 Fixed 5.5 N N N N N N FANNIE MAE REMICS N/A 3136AT6W9 2179681.44 PA USD 381444.25 0.181178999694 Long ABS-MBS USGSE US N 2 2046-12-25 Floating 4.308 N N N N N N FANNIE MAE REMICS N/A 3136AGXB3 1348079.23 PA USD 269615.85 0.128062567478 Long ABS-MBS USGSE US N 2 2043-02-25 Floating 4.158 N N N N N N FANNIE MAE REMICS N/A 3136AVHF9 986043.14 PA USD 140511.15 0.066740210667 Long ABS-MBS USGSE US N 2 2047-02-25 Fixed 4 N N N N N N FANNIE MAE REMICS N/A 3136A1FE0 897931.79 PA USD 11215.17 0.005326999377 Long ABS-MBS USGSE US N 2 2037-11-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS N/A 3136AF6C3 1878652.6 PA USD 358586.88 0.170322169548 Long ABS-MBS USGSE US N 2 2043-09-25 Floating 4.808 N N N N N N FANNIE MAE REMICS N/A 3136AUM24 1795948.08 PA USD 230615.9 0.109538308876 Long ABS-MBS USGSE US N 2 2046-02-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS N/A 3136ARFT0 1272755.86 PA USD 275347.24 0.130784872263 Long ABS-MBS USGSE US N 2 2046-02-25 Fixed 6 N N N N N N FANNIE MAE REMICS N/A 3136AQZW3 1051539.15 PA USD 129919.24 0.061709248322 Long ABS-MBS USGSE US N 2 2044-10-25 Fixed 4 N N N N N N FANNIE MAE REMICS N/A 3136A9C48 302545.19 PA USD 62880.02 0.029866852428 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS N/A 3136ADU80 924467.96 PA USD 117222.54 0.055678549457 Long ABS-MBS USGSE US N 2 2043-05-25 Fixed 4 N N N N N N FANNIE MAE REMICS N/A 3136ADA58 765701.04 PA USD 87381.8 0.041504747064 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 4 N N N N N N FANNIE MAE REMICS N/A 3136AEFX0 1351699.97 PA USD 100609.73 0.047787770404 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 3 N N N N N N FANNIE MAE REMICS N/A 3136ADRD3 1033513.73 PA USD 52640.99 0.025003501589 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 3 N N N N N N FANNIE MAE REMICS N/A 3136ADBH1 822679.14 PA USD 26541.03 0.012606500862 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 3 N N N N N N FANNIE MAE REMICS N/A 3136A5UJ3 1455329.04 PA USD 141021.38 0.066982560528 Long ABS-MBS USGSE US N 2 2040-12-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS N/A 31398ST37 1608277.29 PA USD 85778.11 0.040743023824 Long ABS-MBS USGSE US N 2 2039-07-25 Floating 4.208 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3136FCZ90 100241.76 PA USD 18540.16 0.008806234838 Long ABS-MBS USGSE US N 2 2036-08-25 Fixed 5.5 N N N N N N FANNIE MAE REMICS N/A 31398PJU4 624626.89 PA USD 115555.97 0.054886959374 Long ABS-MBS USGSE US N 2 2040-04-25 Floating 4.608 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3136FCC46 2942.93 PA USD 38.84 0.000018448285 Long ABS-MBS USGSE US N 2 2035-10-25 Fixed 4.5 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3136FEMW9 317222.51 PA USD 57304.66 0.027218659022 Long ABS-MBS USGSE US N 2 2035-06-25 Fixed 5 N N N N N N FANNIE MAE GRANTOR TRUST 2000-T6 N/A 31358SR52 681196.02 PA USD 14441.36 0.006859380261 Long ABS-MBS USGSE US N 2 2040-11-25 Variable .717 N N N N N N FANNIE MAE REMICS N/A 31359W2X8 4397.51 PA USD 4012.73 0.001905972911 Long ABS-MBS USGSE US N 2 2029-09-17 Fixed 0 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F022618 8000000 PA USD 7911875.2 3.757995131501 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F022618 8000000 PA USD 7911875.2 3.757995131501 Short ABS-MBS USGSE US N 2 2050-01-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F040610 18000000 PA USD 18724219.2 8.893659570712 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F032617 27000000 PA USD 27778358.7 13.194209225607 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F030629 12000000 PA USD 12165000 5.778151148632 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F022626 8000000 PA USD 7907500 3.75591699201 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F030611 32000000 PA USD 32460000 15.417902694993 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F030611 12000000 PA USD 12172500 5.781713510622 Short ABS-MBS USGSE US N 2 2050-01-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F052615 3000000 PA USD 3230625 1.534487427419 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 5.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JFGB4 84977.43 PA USD 93343.72 0.044336549358 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36179RLP2 947864.69526 PA USD 992547.0369945564 0.471441578453 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4U88 41674.36 PA USD 45777.33 0.021743389389 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4U96 39671.73 PA USD 43577.53 0.020698524868 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4VA2 82351.55 PA USD 90459.32 0.042966512434 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617KJW67 113201.04 PA USD 124346.03 0.059062076126 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617KLEF2 89461.44 PA USD 98381.02 0.046729174165 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617KMAS6 91490.07 PA USD 100497.55 0.047734486968 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617KNKQ7 50722.07 PA USD 55779.22 0.026494103092 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617KQFF0 46729 PA USD 51388.03 0.024408368645 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617L8HW0 114752.48 PA USD 126193.66 0.059939666377 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LADV1 39856.91 PA USD 43830.77 0.020818809208 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LDUA2 139501.51 PA USD 153410.24 0.072867041058 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617KJAQ7 99450.84 PA USD 109366.4 0.05194702752 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617KLDT3 99239.26 PA USD 109009.67 0.051777587334 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LAAY8 99527.54 PA USD 109450.74 0.051987087468 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LADM1 193550.64 PA USD 212848.24 0.101098997323 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LAAL6 99557.71 PA USD 109483.92 0.052002847358 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LCDT2 99561.98 PA USD 103791.45 0.049299028856 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 39880.33 PA USD 41611.87 0.019764872539 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LELG7 78873.04 PA USD 82174.33 0.039031294639 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LEPL2 45930.79 PA USD 47853.26 0.02272941794 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LES54 33000 PA USD 34381.24 0.016330456342 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4VB0 38691.52 PA USD 42892.04 0.020372929732 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R2S4 3011282.9 PA USD 323986.94 0.153887834731 Long ABS-MBS USGA US N 2 2067-05-20 Floating 2.331 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380CH71 2113516.93 PA USD 426857.93 0.202749662025 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378A5Q0 2641070.54 PA USD 320969.83 0.152454763 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376WP82 1128475.71 PA USD 206159.65 0.097922040152 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378GNB0 1085780.55 PA USD 226482.96 0.107575238427 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376WM85 373949.72 PA USD 77071.41 0.036607501539 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FMA5 709890.04 PA USD 145811.41 0.069257736636 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FXG0 683478.31 PA USD 101838.27 0.048371304297 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378JNF5 1604067.15 PA USD 220928.17 0.104936815393 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375CQB9 1173868.46 PA USD 201373.26 0.095648592978 Long ABS-MBS USGA US N 2 2042-03-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FZA1 666859.24 PA USD 91406.4 0.043416358007 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378TNU0 2094874.98 PA USD 325857.8 0.154776458805 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378JL67 1636943.77 PA USD 316864.84 0.150504968287 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378VWX9 794323.31 PA USD 57460 0.027292442663 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378VUJ2 367127.29 PA USD 59801.36 0.028404545579 Long ABS-MBS USGA US N 2 2043-07-16 Floating 4.36 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375AX25 2410503.53 PA USD 499697.38 0.237347060437 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378MRH0 999258.78 PA USD 136458.78 0.064815409486 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375AT87 564756.92 PA USD 107812.1 0.051208763621 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378WY49 612277.13 PA USD 108777.15 0.051667144613 Long ABS-MBS USGA US N 2 2043-09-20 Floating 4.385 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376VHX8 549143.01 PA USD 114699.72 0.05448025638 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375AXQ2 1381059.69 PA USD 281501.4 0.133707985019 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378YRM3 739655.42 PA USD 120713.1 0.057336501226 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376WK46 1100265.78 PA USD 166281.74 0.078980766706 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378GHA9 1376886.88 PA USD 240880.85 0.114413971238 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378UUA3 1140909.62 PA USD 218087.16 0.103587387921 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375ARB2 574080.82 PA USD 120849.75 0.057401407462 Long ABS-MBS USGA US N 2 2039-12-16 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378PYE2 617072.28 PA USD 67282.48 0.031957939917 Long ABS-MBS USGA US N 2 2043-02-16 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379AUZ1 2255596.67 PA USD 176568.11 0.083866603174 Long ABS-MBS USGA US N 2 2028-05-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378HK70 1848672.82 PA USD 314646.7 0.149451392603 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379DHV9 211904.89 PA USD 24576.73 0.011673494507 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379LX92 457220.3 PA USD 94249.11 0.044766592947 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BM66 3839883.98 PA USD 178938.59 0.084992537554 Long ABS-MBS USGA US N 2 2063-02-20 Floating 1.677 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379PYQ4 1446657.71 PA USD 102423.37 0.048649216031 Long ABS-MBS USGA US N 2 2038-03-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RC87 3292139.85 PA USD 339702.74 0.16135255054 Long ABS-MBS USGA US N 2 2066-10-20 Floating 2.174 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375U5C0 3022275.19 PA USD 378691.08 0.179871294606 Long ABS-MBS USGA US N 2 2068-02-20 Floating 2.339 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LAD5 3451804.3 PA USD 457364.07 0.217239517173 Long ABS-MBS USGA US N 2 2068-02-20 Floating 2.05 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379YFD5 2007043 PA USD 266565.42 0.12661366936 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380YXZ3 961819.33 PA USD 103309.01 0.049069878734 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380YYA7 2214410.11 PA USD 480526.99 0.228241477946 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380YYB5 1186138.49 PA USD 178715.49 0.084886569159 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380YYC3 2384991.08 PA USD 308331.65 0.146451860058 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LAB9 2750681.07 PA USD 368763.18 0.175155724792 Long ABS-MBS USGA US N 2 2068-02-20 Floating 2.283 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380XSS7 4116118.11 PA USD 678161.74 0.322114347467 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381WUN6 325690.32 PA USD 51296.23 0.024364765335 Long ABS-MBS USGA US N 2 2049-06-20 Floating 4.285 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381XBN5 6479052.58 PA USD 955919.42 0.454044134375 Long ABS-MBS USGA US N 2 2049-07-20 Floating 4.335 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381XTX4 225790.34 PA USD 27941.55 0.01327172209 Long ABS-MBS USGA US N 2 2049-08-20 Floating 4.285 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381XK39 5787002.93 PA USD 1012494.03 0.480916033081 Long ABS-MBS USGA US N 2 2049-08-20 Floating 4.335 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379BNA2 3347513.2 PA USD 594183.59 0.282226271521 Long ABS-MBS USGA US N 2 2044-04-20 Floating 4.415 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RAE6 2198951.63 PA USD 190182.93 0.090333392144 Long ABS-MBS USGA US N 2 2065-04-20 Floating 2.558 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UVA5 1639470.53 PA USD 124724.36 0.059241775914 Long ABS-MBS USGA US N 2 2065-03-20 Floating 1.832 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RJD9 4856875.68 PA USD 358923.11 0.170481872611 Long ABS-MBS USGA US N 2 2065-09-20 Floating 1.645 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RHE9 3512489.54 PA USD 264490.46 0.125628101541 Long ABS-MBS USGA US N 2 2065-09-20 Floating 1.775 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RJK3 2682435.93 PA USD 219155.02 0.104094601771 Long ABS-MBS USGA US N 2 2065-10-20 Floating 1.889 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RHV1 2902660.98 PA USD 257956.58 0.122524628773 Long ABS-MBS USGA US N 2 2065-09-20 Floating 2.116 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RJU1 5908913.78 PA USD 66179.83 0.031434201458 Long ABS-MBS USGA US N 2 2065-08-20 Floating .332 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379TKW8 3184911.35 PA USD 525892.56 0.249789288913 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RPW0 3566486.65 PA USD 260710.17 0.123832533354 Long ABS-MBS USGA US N 2 2066-01-20 Floating 2.287 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379B6E3 662980.76 PA USD 137273.61 0.065202438742 Long ABS-MBS USGA US N 2 2044-05-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RNT9 3023951.66 PA USD 249476.01 0.118496514076 Long ABS-MBS USGA US N 2 2065-12-20 Floating 2.012 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RNL6 2539341.22 PA USD 212669.83 0.101014255856 Long ABS-MBS USGA US N 2 2066-01-20 Floating 2.538 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RSF4 4808420.52 PA USD 344326.19 0.163548604213 Long ABS-MBS USGA US N 2 2065-07-20 Variable 2.079 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377X4P4 1185989.64 PA USD 208915.63 0.099231079938 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379WSK9 1374867.26 PA USD 241976.64 0.114934451324 Long ABS-MBS USGA US N 2 2046-04-16 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RTH9 4339727.37 PA USD 411332.38 0.195375311465 Long ABS-MBS USGA US N 2 2066-04-20 Floating 2.515 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378PGF9 1090962.5 PA USD 211373.98 0.100398750952 Long ABS-MBS USGA US N 2 2043-12-16 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379LY34 1998090.97 PA USD 345352.24 0.164035959082 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RSH0 5256042.46 PA USD 319945.82 0.151968377093 Long ABS-MBS USGA US N 2 2066-02-20 Floating 1.804 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RUG9 4980898.22 PA USD 319913.13 0.151952849944 Long ABS-MBS USGA US N 2 2066-04-20 Floating 2.193 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379PE94 1192852.87 PA USD 168025.26 0.079808906623 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RWP7 2471428 PA USD 251344.23 0.119383884199 Long ABS-MBS USGA US N 2 2066-06-20 Floating 2.4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RXR2 1693431.85 PA USD 175693.55 0.083451203267 Long ABS-MBS USGA US N 2 2066-07-20 Floating 2.454 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UPZ7 3059055.33 PA USD 192720.49 0.09153868645 Long ABS-MBS USGA US N 2 2064-10-20 Floating 1.572 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RWA0 1929886.37 PA USD 131155.08 0.062296249581 Long ABS-MBS USGA US N 2 2066-06-20 Floating 1.717 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379EAL6 1649141.46 PA USD 253555.5 0.120434196758 Long ABS-MBS USGA US N 2 2044-08-20 Floating 3.835 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379VXQ2 831851.6 PA USD 140374.96 0.066675522923 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379VUK8 955208.35 PA USD 161703.4 0.076806139453 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379YUP1 1438687.32 PA USD 188655.07 0.089607686758 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RA63 9553341.28 PA USD 1004056.17 0.476908204848 Long ABS-MBS USGA US N 2 2066-10-20 Floating 2.247 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RG26 3007298.97 PA USD 349598.51 0.166052859196 Long ABS-MBS USGA US N 2 2066-11-20 Floating 2.043 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RVU7 2397336.1 PA USD 230300.09 0.109388304937 Long ABS-MBS USGA US N 2 2066-06-20 Floating 2.542 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RF35 2358716.38 PA USD 176799.94 0.083976718158 Long ABS-MBS USGA US N 2 2066-10-20 Floating 1.73 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376MSQ1 918821.26 PA USD 172649.55 0.08200535928 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376MVG9 730501.2 PA USD 148240.61 0.070411561936 Long ABS-MBS USGA US N 2 2047-03-16 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R2Q8 3794123.14 PA USD 401038.82 0.190486059879 Long ABS-MBS USGA US N 2 2067-03-20 Floating 2.189 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RV78 2899695.69 PA USD 312297.23 0.148335437586 Long ABS-MBS USGA US N 2 2067-02-20 Floating 2.313 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UZV5 3545031.23 PA USD 321147.92 0.152539352473 Long ABS-MBS USGA US N 2 2067-04-20 Floating 1.861 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376UHF9 1229614.28 PA USD 132429.46 0.062901556631 Long ABS-MBS USGA US N 2 2043-12-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R4R4 2644504.61 PA USD 277672.98 0.131889555966 Long ABS-MBS USGA US N 2 2067-05-20 Floating 1.908 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UB25 4942358.58 PA USD 436904.5 0.207521597905 Long ABS-MBS USGA US N 2 2067-04-20 Floating 1.815 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UYG9 2595165.21 PA USD 298602.3 0.14183059784 Long ABS-MBS USGA US N 2 2067-01-20 Floating 2.258 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R4L7 2194559.34 PA USD 249225.13 0.118377350693 Long ABS-MBS USGA US N 2 2067-04-20 Floating 2.375 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379V6K5 1240053.09 PA USD 242326.71 0.115100728132 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UF88 3374818.28 PA USD 291078.08 0.138256731796 Long ABS-MBS USGA US N 2 2067-07-20 Floating 2.143 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UG46 3714871.69 PA USD 482933.32 0.229384440417 Long ABS-MBS USGA US N 2 2067-08-20 Floating 2.676 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UD23 3223077.6 PA USD 273665.07 0.129985872467 Long ABS-MBS USGA US N 2 2067-08-20 Floating 2.118 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374DDJ5 1375.62 PA USD 1185.78 0.00056322368 Long ABS-MBS USGA US N 2 2036-07-16 Fixed 0 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H040616 3000000 PA USD 3105468.6 1.475040440455 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H042612 3000000 PA USD 3136875 1.489957902537 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 4.5 N N N N N N FEDERATIVE REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BZ2 888000 PA USD 954137.35 0.453197683917 Long DBT NUSS BR N 2 2028-01-13 Fixed 4.625 N N N N N N REPUBLIC OF SOUTH AFRICA 549300KEVMSOSY8T8R35 836205AW4 285000 PA USD 294814.55 0.14003148629 Long DBT NUSS ZA N 2 2027-09-27 Fixed 4.85 N N N N N N IVORY COAST 254900ICW11T82O6H590 V73789BE4 250000 PA 285057.61 0.13539711933 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AQ9 245000 PA 279361.95 0.132691785637 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25 N N N N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 P79171AE7 478000 PA USD 341371.68 0.16214526633 Long DBT NUSS AR N 2 2024-09-01 Fixed 7.45 N N N N N N PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS 549300L6AYROPOTQ4L07 P1910WNY1 215000 PA USD 89325.79 0.042428106543 Long DBT NUSS AR N 2 2023-02-15 Fixed 6.5 N N N N N N DOMINICAN REPUBLIC N/A P3579ECB1 210000 PA USD 233364.6 0.110843890797 Long DBT NUSS DO N 2 2028-07-19 Fixed 6 N N N N N N GREECE GOVERNMENT 2138003EKTMKZ5598902 N/A 508000 PA 639894.78 0.303938245628 Long DBT NUSS GR N 2 2024-04-02 Fixed 3.45 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 N/A 626000 PA USD 584423.15 0.277590242126 Long DBT NUSS EC N 2 2030-03-27 Fixed 9.5 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JX21 380000 PA USD 398133.6 0.189106133839 Long DBT NUSS EG N 2 2032-01-15 Fixed 7.053 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JW97 340000 PA USD 347118.92 0.164875099573 Long DBT NUSS EG N 2 2023-11-20 Fixed 4.55 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AD2 820000 PA USD 873672.28 0.414978256326 Long DBT NUSS AO N 2 2029-11-26 Fixed 8 N N N N N N BOLIVARIAN REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 P97497TZ7 134000 PA USD 15410 0.007319466437 Long DBT NUSS VE N 2 2025-04-21 Fixed 7.65 Y Y N N N N DOMINICAN REPUBLIC N/A P3579EAG2 360000 PA USD 436950 0.207543209568 Long DBT NUSS DO N 2 2027-04-20 Fixed 8.625 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 Y20721BN8 1045000 PA USD 1161214.45 0.551555495937 Long DBT NUSS ID N 2 2026-01-08 Fixed 4.75 N N N N N N DOMINICAN REPUBLIC N/A P3579EBK2 320000 PA USD 365200 0.173463279859 Long DBT NUSS DO N 2 2026-01-29 Fixed 6.875 N N N N N N ARGENTINE REPUBLIC 549300KPBYGYF7HCHO27 040114GX2 1700000 PA USD 884000 0.419883733283 Long DBT NUSS AR N 2 2026-04-22 Fixed 7.5 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 M1487WBQ7 200000 PA USD 208240 0.098910168121 Long DBT NUSS EG N 2 2022-01-31 Fixed 6.125 N N N N N N PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS 549300L6AYROPOTQ4L07 P1910WMG1 200000 PA USD 84675 0.040219066873 Long DBT NUSS AR N 2 2027-06-15 Fixed 7.875 N N N N N N PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS 549300L6AYROPOTQ4L07 744080AJ1 390000 PA USD 165116.25 0.078427180402 Long DBT NUSS AR N 2 2027-06-15 Fixed 7.875 N N N N N N DOMINICAN REPUBLIC N/A P3579EBV8 180000 PA USD 198675 0.094366969129 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAC4 250000 PA USD 267367 0.126994405109 Long DBT NUSS MX N 2 2027-03-28 Fixed 4.15 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BX3 220000 PA USD 240347.14 0.114160468809 Long DBT NUSS ID N 2 2027-01-08 Fixed 4.35 N N N N N N IVORY COAST 254900ICW11T82O6H590 V73789AW5 1190000 PA USD 1201900 0.570880383522 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.125 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 V7691DAX4 950000 PA USD 998687.5 0.474358185388 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25 N N N N N N GREECE GOVERNMENT 2138003EKTMKZ5598902 X32332TG7 832000 PA 1032785.94 0.490554316934 Long DBT NUSS GR N 2 2022-08-01 Fixed 4.375 N N N N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 74408DAE4 285000 PA USD 199500 0.094758828948 Long DBT NUSS AR N 2 2027-08-01 Fixed 7.125 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780AX4 425000 PA USD 578008.5 0.274543401413 Long DBT NUSS ID N 2 2037-02-17 Fixed 6.625 N N N N N N BOLIVARIAN REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 P97475AJ9 265000 PA USD 31137.5 0.014789739531 Long DBT NUSS VE N 2 2038-03-31 Fixed 7 N N N N N N BOLIVARIAN REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 P17625AA5 576000 PA USD 66240 0.0314627811 Long DBT NUSS VE N 2 2023-05-07 Fixed 9 Y Y N N N N BOLIVARIAN REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 P97475AP5 932000 PA USD 107180 0.050908527753 Long DBT NUSS VE N 2 2024-10-13 Fixed 8.25 Y Y N N N N DOMINICAN REPUBLIC N/A P3579EAH0 173333.33 PA USD 180050 0.085520436853 Long DBT NUSS DO N 2 2021-05-06 Fixed 7.5 N N N N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 78307ADC4 235000 PA USD 246585.5 0.117123575015 Long DBT NUSS RU N 2 2022-04-04 Fixed 4.5 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 P01012AS5 250000 PA USD 263125 0.124979533168 Long DBT NUSS SV N 2 2025-01-30 Fixed 5.875 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QBC1 220000 PA USD 231887.48 0.110142285977 Long DBT NUSS MX N 2 2023-10-02 Fixed 4 N N N N N N FEDERATIVE REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BV1 405000 PA USD 430818.75 0.204630978641 Long DBT NUSS BR N 2 2025-01-07 Fixed 4.25 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QBE7 1784000 PA USD 2189546.02 1.039994069087 Long DBT NUSS MX N 2 2045-01-21 Fixed 5.55 N N N N N N PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS 549300L6AYROPOTQ4L07 11943AAC8 520000.01 PA USD 322400.01 0.153134072183 Long DBT NUSS AR N 2 2021-01-26 Fixed 10.875 N N N N N N DOMINICAN REPUBLIC N/A P3579EAY3 305000 PA USD 367906.25 0.17474869881 Long DBT NUSS DO N 2 2044-04-30 Fixed 7.45 N N N N N N IVORY COAST 254900ICW11T82O6H590 V73789AC9 275000 PA USD 288750 0.137150936635 Long DBT NUSS CI N 2 2024-07-23 Fixed 5.375 N N N N N N DOMINICAN REPUBLIC N/A P3579EBD8 270000 PA USD 290250 0.137863409033 Long DBT NUSS DO N 2 2025-01-27 Fixed 5.5 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 M1487WBP9 200000 PA USD 212832 0.101091283622 Long DBT NUSS EG N 2 2025-06-11 Fixed 5.875 N N N N N N J.P. MORGAN SECURITIES, LLC. ZBUT11V806EZRVTWT807 N/A 38 NC 4769905.69 2.265617430459 N/A DIR CORP DE N 1 J.P. MORGAN SECURITIES, LLC. ZBUT11V806EZRVTWT807 Short FEDERAL REPUBLIC OF GERMANY BUNDESSCHATZANWEISUNGEN 00.0000 12/12/2014 2020-01-10 4771747.07 EUR 1841.38 N N N J.P. MORGAN SECURITIES, LLC. ZBUT11V806EZRVTWT807 N/A 67 NC USD 7946828.13 3.774597130073 N/A DIR CORP US N 1 J.P. MORGAN SECURITIES, LLC. ZBUT11V806EZRVTWT807 Short UNITED STATES OF AMERICA US TREASURY N/B 00.6250 05/31/2017 2020-01-03 7975466.4 USD 28638.27 N N N J.P. MORGAN SECURITIES, LLC. ZBUT11V806EZRVTWT807 N/A 32 NC USD 6896000 3.275473104888 N/A DIR CORP US N 1 J.P. MORGAN SECURITIES, LLC. ZBUT11V806EZRVTWT807 Long UNITED STATES OF AMERICA US TREASURY N/B 00.7500 12/31/2017 2020-01-03 6900821.95 USD -4821.95 N N N J.P. MORGAN SECURITIES, LLC. ZBUT11V806EZRVTWT807 N/A 7 NC USD 1271593.75 0.603983632319 N/A DIR CORP US N 1 J.P. MORGAN SECURITIES, LLC. ZBUT11V806EZRVTWT807 Long UNITED STATES OF AMERICA US TREASURY N/B 04.5000 02/15/2036 2020-01-31 1314484.5 USD -42890.75 N N N FANNIE MAE REMICS N/A 31395N7D3 28192.74 PA USD 49709.44 0.023611069284 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 29.148 N N N N N N FANNIE MAE REMICS N/A 31394V2F6 95586.59 PA USD 155473.5 0.073847051591 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 17.996 N N N N N N FREDDIE MAC REMICS N/A 31396FLW1 67942.25 PA USD 105806.47 0.050256126277 Long ABS-MBS USGSE US N 2 2035-11-15 Floating 17.418 N N N N N N FREDDIE MAC REMICS N/A 31396EU46 146258.53 PA USD 193075.89 0.09170749491 Long ABS-MBS USGSE US N 2 2035-03-15 Floating 14.641 N N N N N N FANNIE MAE REMICS N/A 31394FG74 54709.44 PA USD 63162.05 0.030000811488 Long ABS-MBS USGSE US N 2 2034-11-25 Floating 12.735 N N N N N N FANNIE MAE REMICS N/A 31394VEC0 63658.79 PA USD 84946.29 0.040347924631 Long ABS-MBS USGSE US N 2 2035-11-25 Floating 16.828 N N N N N N FREDDIE MAC REMICS N/A 31397EDS1 46235.9 PA USD 65678.1 0.03119588894 Long ABS-MBS USGSE US N 2 2036-12-15 Floating 16.534 N N N N N N FANNIE MAE REMICS N/A 31396WCU8 62811.35 PA USD 96302.36 0.045741848915 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 17.629 N N N N N N FANNIE MAE REMICS N/A 31397LDE6 57434.11 PA USD 74572.39 0.035420513024 Long ABS-MBS USGSE US N 2 2038-02-25 Floating 16.713 N N N N N N FREDDIE MAC REMICS N/A 31397PUB4 23559.27 PA USD 37713.68 0.017913304021 Long ABS-MBS USGSE US N 2 2037-04-15 Floating 18.793 N N N N N N FREDDIE MAC REMICS N/A 31397JKU7 756.17 PA USD 620.87 0.000294901825 Long ABS-MBS USGSE US N 2 2035-10-15 Floating 0 N N N N N N GREECE GOVERNMENT 2138003EKTMKZ5598902 X3328ZFP5 1108933 PA 1491461.54 0.708416786723 Long DBT NUSS GR N 2 2030-02-24 Variable 3 N N N N N N GREECE GOVERNMENT 2138003EKTMKZ5598902 X3328ZFR1 63000 PA 85737.56 0.040723763321 Long DBT NUSS GR N 2 2032-02-24 Variable 3 N N N N N N GREECE GOVERNMENT 2138003EKTMKZ5598902 X3328ZFZ3 16000 PA 22053.52 0.010475016187 Long DBT NUSS GR N 2 2040-02-24 Variable 3 N N N N N N GREECE GOVERNMENT 2138003EKTMKZ5598902 X3328ZFS9 62000 PA 84672.22 0.040217746424 Long DBT NUSS GR N 2 2033-02-24 Variable 3 N N N N N N GREECE GOVERNMENT 2138003EKTMKZ5598902 X3328ZFG5 690192 PA 855965.85 0.406568027897 Long DBT NUSS GR N 2 2023-02-24 Variable 3 N N N N N N PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS 549300L6AYROPOTQ4L07 N/A 6180000 PA 63996.74 0.030397273879 Long DBT NUSS AR N 2 2022-05-31 Floating 45.979 N N N N N N GREECE GOVERNMENT 2138003EKTMKZ5598902 X3328ZFN0 633267 PA 845036.5 0.401376787761 Long DBT NUSS GR N 2 2029-02-24 Variable 3 N N N N N N GREECE GOVERNMENT 2138003EKTMKZ5598902 X3328ZFQ3 167000 PA 226527.04 0.107596175616 Long DBT NUSS GR N 2 2031-02-24 Variable 3 N N N N N N GREECE GOVERNMENT 2138003EKTMKZ5598902 X3328ZFM2 546533 PA 718557.39 0.341301537886 Long DBT NUSS GR N 2 2028-02-24 Variable 3 N N N N N N GREECE GOVERNMENT 2138003EKTMKZ5598902 X3328ZFL4 106000 PA 138464.03 0.065767866337 Long DBT NUSS GR N 2 2027-02-24 Variable 3 N N N N N N GREECE GOVERNMENT 2138003EKTMKZ5598902 X3328ZFK6 500000 PA 646996.54 0.307311450946 Long DBT NUSS GR N 2 2026-02-24 Variable 3 N N N N N N GREECE GOVERNMENT 2138003EKTMKZ5598902 X3328ZFJ9 604753 PA 774785.86 0.368009026461 Long DBT NUSS GR N 2 2025-02-24 Variable 3 N N N N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 3493000 NC 30116.02 0.014304555327 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-11-15 0 USD 45.62 USD 3493000 GBP 30070.4 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 949000 NC 216997.46 0.103069800473 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2049-07-15 0 USD 49.98 USD 949000 GBP -217047.44 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 1747000 NC 14550.91 0.006911414495 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-11-15 0 USD 22.78 USD 1747000 GBP 14528.13 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 2513000 NC USD 22398.37 0.010638813592 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-11-29 0 USD 25.38 USD 2513000 USD 22372.99 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 2513000 NC USD 13369.16 0.006350104991 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-12-10 0 USD 25.38 USD 2513000 USD 13343.78 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 1747000 NC 10744.26 0.005103325792 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-12-15 0 USD 0 USD 1747000 GBP 10744.26 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 99GL249I1 1558000 NC 43899.93 0.020851658936 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2027-07-15 0 USD 0 USD 1558000 EUR -43899.93 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 99GL249J9 1558000 NC 150345.02 0.071411117962 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2037-07-15 0 USD 0 USD 1558000 EUR 150345.02 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 99GP699S5 3935000 NC 369711.8 0.175606301836 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2037-08-15 0 USD 94.95 USD 3935000 EUR 369616.85 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 99GP699Q9 3935000 NC 113282.47 0.053807088709 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2027-08-15 0 USD 50.64 USD 3935000 EUR -113333.11 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 99HF679S0 1892000 NC 21119.27 0.010031264629 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2028-02-15 0 USD 44.27 USD 1892000 GBP 21075 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 99HH259R6 2460000 NC 45022.92 0.021385058521 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2028-03-15 0 USD 56.92 USD 2460000 GBP 44966 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 99HI779R5 883000 NC 13931.37 0.006617144395 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2028-03-15 0 USD 20.58 USD 883000 GBP 13910.79 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 99HK149O0 3532000 NC 27560.97 0.013090953593 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2028-03-15 0 USD 83.31 USD 3532000 GBP 27477.66 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 99IA889A5 5099000 NC 114276.58 0.054279272667 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2023-09-15 0 USD 59.69 USD 5099000 EUR -114336.27 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 99IA889C1 5099000 NC 113126.95 0.053733219571 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2023-09-15 0 USD 59.69 USD 5099000 EUR -113186.64 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 99IA889P2 5099000 NC 114665.5 0.05446400251 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2023-09-15 0 USD 60.2 USD 5099000 EUR -114725.7 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 99IB269Y1 5099000 NC 115048.71 0.054646020208 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2023-09-15 0 USD 60.12 USD 5099000 EUR -115108.83 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 99IK699O3 3154000 NC 188773.37 0.089663877082 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2028-12-15 0 USD 67.39 USD 3154000 GBP 188705.98 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 5026000 NC USD 42339.02 0.020110255409 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-11-21 0 USD 50.76 USD 5026000 USD 42288.26 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 970000 NC USD 5275.83 0.002505922168 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2030-12-21 0 USD 13.74 USD 970000 USD -5289.57 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 2748400 NC USD 5059.8 0.002403311893 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2029-12-31 0 USD 36.44 USD 2748400 USD 5171.82 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 1293400 NC USD 2201.37 0.001045610242 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2029-12-31 0 USD 17.15 USD 1293400 USD 2254.09 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 3365700 NC 50090.76 0.023792189267 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2050-02-19 0 USD 127.01 USD 3365700 EUR -50217.77 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 614700 NC 100093.95 0.047542784395 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2054-06-06 0 USD 23.19 USD 614700 EUR -100117.14 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 4473000 NC USD 60215.53 0.028601268708 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-09-18 0 USD 42.22 USD 4473000 USD 45238.96 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 5942500 NC 85086.37 0.040414460053 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-09-18 0 USD 41.99 USD 5942500 CAD -67448.53 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 4473000 NC USD 58945.19 0.027997880584 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-09-18 0 USD 42.22 USD 4473000 USD 43888.63 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 5942500 NC 86738.4 0.041199143904 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-09-18 0 USD 41.99 USD 5942500 CAD -69204.13 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 15648000 NC USD 501909.6 0.238397824229 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2026-12-18 25043.97 USD 0 USD 15648000 USD -481072.77 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 864500 NC 112455.29 0.053414193431 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2050-02-19 0 USD 32.47 USD 864500 EUR 112422.82 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 1380600 NC USD 155053.81 0.073647706564 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2052-09-12 0 USD 47.08 USD 1380600 USD 155006.73 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 1283000 NC 19203.9 0.009121499124 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-09-13 0 USD 10.49 USD 1283000 CHF -18961.38 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 79914000 NC USD 125704.72 0.059707428874 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2021-12-18 39528.03 USD 0 USD 79914000 USD -99005.11 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 16111500 NC USD 166512.35 0.079090302212 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-09-30 0 USD 130.35 USD 16111500 USD 107047.37 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 16111500 NC USD 142619 0.06774140063 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-10-01 0 USD 130.35 USD 16111500 USD 167270.8 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 3959000 NC 58880.7 0.027967249021 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-10-11 0 USD 34.92 USD 3959000 EUR 58953.19 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 924000 NC 30184.5 0.014337082067 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2029-10-09 0 USD 9.15 USD 924000 CAD 30628.57 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 9492000 NC 9665.13 0.004590758899 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2021-10-30 0 USD 24.35 USD 9492000 AUD 11415.48 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 1968000 NC 26912.4 0.012782894778 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2029-10-30 0 USD 17.77 USD 1968000 AUD -26374.1 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 9518000 NC 8475.98 0.004025934531 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2021-10-30 0 USD 24.42 USD 9518000 AUD 10118.55 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 1968000 NC 24331.23 0.011556886525 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2029-10-30 0 USD 17.77 USD 1968000 AUD -23746.32 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 99JO449D1 8064000 NC USD 110775.17 0.052616167347 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2029-12-27 0 USD 33572.52 USD 8064000 USD 77818.46 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 16510000 NC USD 6934.2 0.003293617402 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2020-11-29 0 USD 39.96 USD 16510000 USD -7006.94 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 4032000 NC USD 87014.59 0.041330329072 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2029-11-29 0 USD 53.46 USD 4032000 USD 88102.83 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 99JO689M0 2161200 NC USD 45335.49 0.02153352352 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2029-12-31 0 USD 30.61 USD 2161200 USD 45421.62 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 2435300 NC USD 51119.38 0.024280764839 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2030-01-06 0 USD 34.48 USD 2435300 USD 51084.9 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 14970000 NC USD 5838.3 0.002773085068 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2020-12-05 0 USD 36.23 USD 14970000 USD -5902.659999999998 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 1774100 NC USD 20448.28 0.009712556726 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2029-12-27 0 USD 25.12 USD 1774100 USD 20553.91 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 3759000 NC USD 15363.03 0.007297156551 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-12-13 0 USD 30.41 USD 3759000 USD 15986.18 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 4320000 NC 10460.88 0.004968725507 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-12-13 0 USD 22.76 USD 4320000 NZD -10315.82 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 184134900 NC USD 177321.91 0.084224644303 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2022-03-18 0 USD 156994.72 USD 184134900 USD 20327.19 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 3181000 NC USD 68502.83 0.032537583711 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2050-03-18 42620.66 USD 0 USD 3181000 USD -25882.17 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 34194800 NC USD 474658.02 0.225453825193 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2030-03-18 256839.05 USD 0 USD 34194800 USD -217818.97 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 564500 NC USD 4033.35 0.001915767031 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2030-01-13 0 USD 8 USD 564500 USD 4025.35 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 4320000 NC 6840.14 0.003248940633 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-12-17 0 USD 22.93 USD 4320000 NZD -6732.93 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 629000 NC USD 5585.52 0.002653019219 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2030-01-15 0 USD 8.9 USD 629000 USD 5576.62 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 7339000 NC 4565.07 0.002168324247 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2025-03-18 0 USD 31526.43 USD 7339000 CHF -26961.36 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 1019000 NC 1271.91 0.000604133845 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2030-03-18 0 USD 7621.12 USD 1019000 CHF -8893.03 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 84037000 NC 27885.68 0.013245184868 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2025-03-18 0 USD 3358.28 USD 84037000 SEK 24527.4 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 56017000 NC 36667.46 0.017416368772 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2030-03-18 11308.15 USD 0 USD 56017000 SEK 47975.61 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 14188000 NC 6408.56 0.003043948074 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2025-03-18 0 USD 14504.47 USD 14188000 GBP -8095.91 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 7429000 NC 26321.33 0.012502147404 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2030-03-18 0 USD 20996.95 USD 7429000 NZD 5324.38 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 23463000 NC 6964.63 0.003308071092 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2025-03-18 0 USD 1272.11 USD 23463000 NOK 5692.52 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 13640000 NC 54223.16 0.025755003225 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2030-03-18 125021.34 USD 0 USD 13640000 EUR 179244.5 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 4638000 NC 3506.45 0.001665499227 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2025-03-18 18716.62 USD 0 USD 4638000 EUR 22223.07 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 15000 NC 140.93 0.000066939157 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2030-03-18 0 USD 211.81 USD 15000 GBP -70.88 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 11471000 NC 25267.29 0.0120014978 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2025-03-18 0 USD 22017.57 USD 11471000 NZD 3249.72 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 46348000 NC 32974.11 0.015662095485 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2030-03-18 2036.21 USD 0 USD 46348000 NOK 35010.32 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 70000 NC 495.74 0.000235467378 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2025-03-18 0 USD 20.36 USD 70000 AUD 475.38 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 1958000 NC 10511.12 0.004992588582 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2030-03-18 10488.62 USD 0 USD 1958000 CAD 20999.74 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 6000 NC 59.13 0.000028085662 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2030-03-18 0 USD 22.82 USD 6000 AUD -81.95 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 3759000 NC USD 17783.83 0.008446992005 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-12-17 0 USD 30.41 USD 3759000 USD 18343.01 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 5203000 NC USD 7393.46 0.003511757451 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2025-03-18 0 USD 20500.61 USD 5203000 USD -27894.07 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 21216000 NC USD 197054.21 0.093597123704 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2030-03-18 22524.69 USD 0 USD 21216000 USD 219578.9 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 30364000 NC 67997.78 0.032297694255 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2025-03-18 0 USD 33603.6 USD 30364000 CAD -101601.38 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 25840900 NC USD 185175.89 0.08795514028 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2025-03-18 68253.11 USD 0 USD 25840900 USD -116922.78 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 1297500 NC USD 33904.97 0.016104236856 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2050-03-18 11881.71 USD 0 USD 1297500 USD 45786.68 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 985000 NC USD 15482.23 0.007353774357 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2030-03-18 2199.53 USD 0 USD 985000 USD -13282.7 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 3759000 NC USD 8923.87 0.00423867404 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-12-18 0 USD 30.41 USD 3759000 USD 9386.25 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 4320000 NC 11135.59 0.005289200341 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-12-18 0 USD 22.93 USD 4320000 NZD -11076.22 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 75976000 NC USD 380791.71 0.180869055201 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2025-03-18 0 USD 218260.33 USD 75976000 USD 162531.38 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 1580000 NC USD 431842.44 0.205117212554 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2048-11-08 0 USD 53.88 USD 1580000 USD 434979.57 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 9328700 NC USD 945277.17 0.448989261456 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2029-01-03 0 USD 132.09 USD 9328700 USD -1038072.61 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 5149400 NC USD 532149.29 0.252761120531 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2029-03-04 0 USD 72.92 USD 5149400 USD 575894.53 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 99IH819V9 7462900 NC USD 822613.08 0.39072607588 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2029-12-03 0 USD 164749.19 USD 7462900 USD 664379.1 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 99IJ269P3 27986000 NC USD 14552.72 0.006912274212 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2020-01-22 0 USD 14060.73 USD 27986000 USD 246192.94 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 686100 NC USD 11315.16 0.005374492787 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-02-02 0 USD 3.82 USD 686100 USD 11311.34 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 1775800 NC USD 27782.39 0.013196124019 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-02-02 0 USD 9.89 USD 1775800 USD -27792.28 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 1343300 NC USD 93180.69 0.044259113108 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2029-02-13 0 USD 17.81 USD 1343300 USD -103508.55 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 347600 NC 79884.09 0.037943472782 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2058-11-29 0 USD 13.33 USD 347600 EUR -79897.42 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 39192500 NC 19905.92 0.009454945706 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2043-08-29 0 USD 11.42 USD 39192500 JPY -19917.34 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 472900 NC 107183.65 0.050910261435 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2050-02-19 0 USD 18.31 USD 472900 EUR 107165.34 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 1285100 NC USD 21133.47 0.010038009367 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-02-02 0 USD 219.57 USD 1285100 USD 20913.9 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 3717300 NC USD 93887.85 0.044595001095 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2023-12-02 0 USD 752.29 USD 3717300 USD 93135.56 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 571969 NC USD 47634.15 0.022625344721 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2030-03-05 0 USD 8.1 USD 571969 USD 47626.05 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 522000 NC 103536.47 0.049177918048 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2050-03-11 0 USD 19.94 USD 522000 EUR -103556.41 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 528600 NC 95520.53 0.045370494052 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2050-03-12 0 USD 20.19 USD 528600 EUR -95540.72 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 1099300 NC USD 75371.31 0.035799985323 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2030-03-16 0 USD 15.57 USD 1099300 USD -75386.88 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 76657000 NC 57288.05 0.027210769578 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2029-03-19 0 USD 44.57 USD 76657000 CZK -88561.67 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 653200 NC 97313.54 0.046222140808 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2050-03-26 0 USD 25.24 USD 653200 EUR -97338.78 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 885600 NC USD 105745.07 0.050226962407 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2052-03-28 0 USD 30.2 USD 885600 USD -105775.27 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 2315300 NC USD 26493.98 0.012584152977 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-02-02 0 USD 12.89 USD 2315300 USD 26481.09 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 3398600 NC USD 39566.5 0.018793359426 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-02-09 0 USD 18.93 USD 3398600 USD 39547.57 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 1061300 NC USD 145097.75 0.068918761268 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2053-11-29 0 USD 36.19 USD 1061300 USD -145133.94 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 636800 NC 119270 0.056651055281 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2058-11-29 0 USD 24.13 USD 636800 EUR 119245.87 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 679000 NC 88425.74 0.042000599355 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2050-02-19 0 USD 25.81 USD 679000 EUR -88451.55 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 503000 NC 50315.57 0.02389896988 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2054-06-07 0 USD 19.26 USD 503000 EUR -50334.83 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 700900 NC USD 14892.72 0.007073767955 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2039-11-20 0 USD 15.61 USD 700900 USD 14877.11 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 2674400 NC USD 59772.84 0.028390999104 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2030-12-07 0 USD 37.87 USD 2674400 USD -59810.71 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 458800 NC 38213.78 0.018150842318 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2050-02-19 0 USD 17.65 USD 458800 EUR -38231.43 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 307000 NC 15437.06 0.007332319439 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2050-02-21 0 USD 11.69 USD 307000 EUR -15448.75 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 1684700 NC USD 14668.68 0.006967353078 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2029-06-05 0 USD 18.94 USD 1684700 USD 14649.74 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 140900 NC USD 5368.01 0.002549705972 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2052-06-22 0 USD 4.8 USD 140900 USD -5372.81 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 3209200 NC USD 43696.47 0.02075501918 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2030-06-22 0 USD 45.45 USD 3209200 USD -43741.92 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 49767000 NC 63908.64 0.030355428 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-07-01 0 USD 47.19 USD 49767000 NOK 64199.26 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 26102000 NC 61323.78 0.029127667065 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2029-07-01 0 USD 40.58 USD 26102000 NOK -60268.42 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 726700 NC USD 3376.97 0.001603998609 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2030-07-06 0 USD 10.29 USD 726700 USD -3387.26 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 742900 NC USD 18765.65 0.008913338438 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2052-07-05 0 USD 25.34 USD 742900 USD -18790.99 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 3162000 NC USD 1489.3 0.000707390095 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-02-07 0 USD 17.61 USD 3162000 USD -1506.91 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 774100 NC USD 6336.78 0.003009853895 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2031-01-22 0 USD 10.96 USD 774100 USD -6347.74 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 2426700 NC USD 70689.77 0.033576339969 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2052-07-22 0 USD 82.75 USD 2426700 USD -70772.52 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 11763000 NC 10159.89 0.004825760795 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2021-08-07 0 USD 28.83 USD 11763000 NZD 10929.25 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 1032500 NC USD 49506.31 0.023514586271 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2052-08-08 0 USD 35.21 USD 1032500 USD 49471.1 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 1018300 NC 76671.99 0.036417784389 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2054-08-08 0 USD 38.72 USD 1018300 EUR 76633.27 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 180699000 NC 77619.89 0.036868019446 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2021-08-09 0 USD 29.42 USD 180699000 CZK -94201.35 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 73214000 NC 116547.91 0.055358112621 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-08-09 0 USD 25.59 USD 73214000 CZK -128135.45 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 2639000 NC 49044.28 0.023295130523 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2024-08-09 0 USD 21.83 USD 2639000 CHF -49660.49 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 17840000 NC 84449.95 0.040112172264 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2021-08-15 0 USD 50.29 USD 17840000 CAD -36203.59 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 1874000 NC 84437.15 0.0401060925 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2029-08-15 0 USD 18.59 USD 1874000 CAD 79979.32 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 1080000 NC 52855.2 0.025105247398 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2029-09-18 0 USD 18.52 USD 1080000 GBP 53705.81 N N N BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 N/A 5325000 NC 10149.98 0.004821053728 N/A DIR CORP US N 2 BARCLAYS CAPITAL, INC. AC28XWWI3WIBK2824319 Y 2021-09-18 0 USD 24.32 USD 5325000 GBP -12574.43 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 81000 NC USD 4139.1 0.001965996335 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 7378.83 USD 0 USD 81000 USD 3286.98 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 88000 NC USD 3660.8 0.001738812637 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 0 USD 5416.61 USD 88000 USD -1841.37 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 22000 NC USD 1273.8 0.00060503156 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 0 USD 1796.94 USD 22000 USD -544.53 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 111000 NC USD 4617.6 0.00219327503 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2058-09-17 0 USD 6399.92 USD 111000 USD -1890.24 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 272000 NC USD 13899.2 0.006601864237 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 24626.11 USD 0 USD 272000 USD 10885.58 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 196000 NC USD 22187.2 0.010538511727 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 31727.5 USD 0 USD 196000 USD 9730.86 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 88000 NC USD 4496.8 0.002135897253 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 7855.96 USD 0 USD 88000 USD 3410.49 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 117000 NC USD 5978.7 0.002839772484 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2063-05-11 10585.57 USD 0 USD 117000 USD 4675.12 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 27000 NC USD 1379.7 0.000655332112 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 2397.8 USD 0 USD 27000 USD 1033.85 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 42000 NC USD 2146.2 0.001019405507 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 3611.92 USD 0 USD 42000 USD 1490.22 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 27000 NC USD 1379.7 0.000655332112 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 2321.95 USD 0 USD 27000 USD 958 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 123000 NC USD 13923.6 0.006613453788 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 18411.56 USD 0 USD 123000 USD 4607.54 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 128000 NC USD 5324.8 0.002529182017 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2058-09-17 0 USD 5421.39 USD 128000 USD -221.03 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 73000 NC USD 3730.3 0.001771823858 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 5796.7 USD 0 USD 73000 USD 2108.98 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 67000 NC USD 3879.3 0.001842596116 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 0 USD 4892.08 USD 67000 USD -1077.92 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 134000 NC USD 6847.4 0.003252388999 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2063-05-11 10220.88 USD 0 USD 134000 USD 3451.65 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 134000 NC USD 5574.4 0.002647737424 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2058-09-17 0 USD 5705.97 USD 134000 USD -261.85 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 96000 NC USD 5558.4 0.002640137718 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 0 USD 6863.69 USD 96000 USD -1398.62 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 96000 NC USD 4905.6 0.002330069731 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 7345.8 USD 0 USD 96000 USD 2496.2 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 18000 NC USD 919.8 0.000436888075 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 1385.32 USD 0 USD 18000 USD 476.02 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 80000 NC USD 3072 0.001459143471 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 0 USD 4165.06 USD 80000 USD -1170.84 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 70000 NC USD 2912 0.001383146416 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 0 USD 3469.52 USD 70000 USD -625.58 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 23000 NC USD 1175.3 0.000558245873 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 1451.47 USD 0 USD 23000 USD 289.59 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 36000 NC USD 1839.6 0.000873776149 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 2258.77 USD 0 USD 36000 USD 440.17 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 61000 NC USD 2537.6 0.001205313305 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 0 USD 3293.94 USD 61000 USD -815.65 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 89000 NC USD 4788.2 0.002274306891 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2054-11-18 0 USD 6067.3 USD 89000 USD -1365.63 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 133000 NC USD 7155.4 0.003398683332 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2054-11-18 0 USD 9066.86 USD 133000 USD -2040.77 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 8000 NC USD 408.8 0.000194172478 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 497.15 USD 0 USD 8000 USD 93.02 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 12000 NC USD 1358.4 0.000645215004 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 1462.5 USD 0 USD 12000 USD 115.77 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 47000 NC USD 2528.6 0.001201038471 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 0 USD 3231.02 USD 47000 USD -748.11 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 63000 NC USD 7131.6 0.00338737877 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 7658.44 USD 0 USD 63000 USD 588.09 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 62000 NC USD 7018.4 0.003333610853 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 7420.62 USD 0 USD 62000 USD 462.5 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 71000 NC USD 3628.1 0.001723280738 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 4288.76 USD 0 USD 71000 USD 702.08 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 73000 NC USD 3730.3 0.001771823858 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 4290.02 USD 0 USD 73000 USD 602.3 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 87000 NC USD 3619.2 0.001719053402 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2058-09-17 0 USD 4319.07 USD 87000 USD -784.45 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 208000 NC USD 23545.6 0.011183726731 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 24050 USD 0 USD 208000 USD 706.62 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 104000 NC USD 11772.8 0.005591863366 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 12155 USD 0 USD 104000 USD 483.31 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 64000 NC USD 7244.8 0.003441146687 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 7360 USD 64000 USD -177.42 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 210000 NC USD 12306 0.005845123554 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2059-11-17 0 USD 28018.98 USD 210000 USD -15917.15 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 166000 NC USD 6374.4 0.003027722703 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 22204.27 USD 0 USD 166000 USD 15991.26 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 111000 NC USD 6504.6 0.003089565307 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2059-11-17 0 USD 13797.18 USD 111000 USD -7400.5 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 7568000 NC USD 386724.8 0.183687163775 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 1001203.86 USD 0 USD 7568000 USD 618893.73 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 210000 NC USD 12306 0.005845123554 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2059-11-17 0 USD 24972.64 USD 210000 USD -12870.81 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 892000 NC USD 34252.8 0.016269449705 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2047-01-17 0 USD 112881.96 USD 892000 USD -79496.38 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 2543000 NC USD 11697.8 0.005556239746 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2047-01-17 0 USD 96490.86 USD 2543000 USD -109672.08 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 304000 NC USD 16355.2 0.007768419044 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 0 USD 39386.29 USD 304000 USD -23326.65 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 101000 NC USD 5918.6 0.00281122609 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2059-11-17 0 USD 12005.9 USD 101000 USD -6185.49 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 304000 NC USD 11673.6 0.005544745191 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2047-01-17 36718.96 USD 0 USD 304000 USD 25340.92 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 84000 NC USD 4922.4 0.002338049422 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 0 USD 9210.46 USD 84000 USD -4369.73 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 101000 NC USD 5918.6 0.00281122609 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 0 USD 10540.68 USD 101000 USD -4720.27 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 101000 NC USD 5918.6 0.00281122609 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 0 USD 10592.55 USD 101000 USD -4772.14 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 101000 NC USD 5918.6 0.00281122609 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2059-11-17 0 USD 10644.39 USD 101000 USD -4823.98 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 92000 NC USD 4701.2 0.002232983492 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 10466.2 USD 0 USD 92000 USD 5818.67 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 75000 NC USD 3832.5 0.001820366977 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 8494.24 USD 0 USD 75000 USD 4705.49 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 151000 NC USD 7716.1 0.003665005514 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 17101.74 USD 0 USD 151000 USD 9473.72 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 173000 NC USD 795.8 0.000377990356 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2047-01-17 0 USD 8183.55 USD 173000 USD -9080.27 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 5000 NC USD 566 0.000268839585 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 1050 USD 0 USD 5000 USD 488.86 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 326000 NC USD 16658.6 0.007912528461 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 34570.03 USD 0 USD 326000 USD 18101.6 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 100000 NC USD 5110 0.00242715597 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 9978.35 USD 0 USD 100000 USD 4926.68 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 44000 NC USD 2248.4 0.001067948627 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 4391.06 USD 0 USD 44000 USD 2168.33 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 816000 NC USD 33945.6 0.016123535358 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2058-09-17 0 USD 81801.5 USD 816000 USD -48649.23 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 7272000 NC USD 371599.2 0.176502782105 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2063-05-11 683294.91 USD 0 USD 7272000 USD 315937.71 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1492000 NC USD 62067.2 0.029480777885 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2058-09-17 0 USD 154003.94 USD 1492000 USD -93387.3 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3146000 NC USD 160760.6 0.076358326802 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 297873.35 USD 0 USD 3146000 USD 138947.92 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 99000 NC USD 11206.8 0.005323023781 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 19676.25 USD 0 USD 99000 USD 8565.7 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 59000 NC USD 3014.9 0.001432022022 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 5919.58 USD 0 USD 59000 USD 2939.1 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 25000 NC USD 1277.5 0.000606788992 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 2544.03 USD 0 USD 25000 USD 1281.11 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 39000 NC USD 1992.9 0.000946590828 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 3990.13 USD 0 USD 39000 USD 2019.98 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 27000 NC USD 1036.8 0.000492460922 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2047-01-17 2455.31 USD 0 USD 27000 USD 1444.76 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 56000 NC USD 6339.2 0.003011003351 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 10640 USD 0 USD 56000 USD 4355.24 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 7000 NC USD 357.7 0.000169900918 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 704.13 USD 0 USD 7000 USD 350.51 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 5000 NC USD 255.5 0.000121357798 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 493.5 USD 0 USD 5000 USD 240.92 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 40000 NC USD 1664 0.00079036938 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 0 USD 3516.73 USD 40000 USD -1891.62 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 26000 NC USD 1398.8 0.00066440426 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2054-11-18 0 USD 2477.62 USD 26000 USD -1104.1 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 76000 NC USD 3883.6 0.001844638537 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 7310.06 USD 0 USD 76000 USD 3470.79 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 37000 NC USD 1539.2 0.000731091677 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 0 USD 3164.35 USD 37000 USD -1661.12 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 48000 NC USD 2452.8 0.001165034865 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 4670.25 USD 0 USD 48000 USD 2245.45 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 104000 NC USD 5595.2 0.002657617041 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 0 USD 9803.24 USD 104000 USD -4309.15 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 329000 NC USD 16811.9 0.00798534314 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 30768.84 USD 0 USD 329000 USD 14148.86 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 93000 NC USD 3868.8 0.001837608809 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 0 USD 6987.09 USD 93000 USD -3208.71 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 217000 NC USD 12564.3 0.005967811301 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2061-08-17 0 USD 19787.73 USD 217000 USD -7434.4 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 217000 NC USD 12716.2 0.006039961006 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2059-11-17 17411.69 USD 0 USD 217000 USD 4906.46 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 50000 NC USD 5710 0.002712144929 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 0 USD 6208.18 USD 50000 USD -546.79 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 76000 NC USD 3883.6 0.001844638537 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 6468.21 USD 0 USD 76000 USD 2628.94 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 107000 NC USD 5756.6 0.002734279071 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 0 USD 7726.24 USD 107000 USD -2073.67 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 95000 NC USD 3952 0.001877127278 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2058-09-17 0 USD 6129.37 USD 95000 USD -2269.73 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 215000 NC USD 8944 0.004248235419 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2058-09-17 0 USD 13871.73 USD 215000 USD -5136.76 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 43000 NC USD 2197.3 0.001043677067 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 3673.95 USD 0 USD 43000 USD 1501.73 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 4000 NC USD 204.4 0.000097086239 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 338.79 USD 0 USD 4000 USD 136.72 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 17000 NC USD 868.7 0.000412616515 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 1453.17 USD 0 USD 17000 USD 594.39 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 34000 NC USD 1737.4 0.00082523303 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 2914.11 USD 0 USD 34000 USD 1196.54 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 12000 NC USD 613.2 0.000291258716 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 1066.07 USD 0 USD 12000 USD 459.87 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 8000 NC USD 408.8 0.000194172478 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 711.74 USD 0 USD 8000 USD 307.61 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 222000 NC USD 11344.2 0.005388286252 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 20248.58 USD 0 USD 222000 USD 9033.88 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 225000 NC USD 11497.5 0.005461100931 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 20578.18 USD 0 USD 225000 USD 9211.93 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 651000 NC USD 27081.6 0.012863261664 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2058-09-17 0 USD 1392.95 USD 651000 USD 25055.73 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 1417000 NC USD 72408.7 0.034392800088 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2063-05-11 126524.91 USD 0 USD 1417000 USD 54942.79 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 97000 NC USD 4035.2 0.001916645747 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 0 USD 5966.06 USD 97000 USD -2025.17 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 97000 NC USD 4035.2 0.001916645747 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 0 USD 5897.27 USD 97000 USD -1956.38 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 45000 NC USD 2299.5 0.001092220186 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 4088.2 USD 0 USD 45000 USD 1814.95 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 187000 NC USD 21168.4 0.010054600475 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2063-05-11 30329.06 USD 0 USD 187000 USD 9342.47 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 81000 NC USD 4139.1 0.001965996335 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 7378.83 USD 0 USD 81000 USD 3286.98 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 145000 NC USD 16414 0.007796347962 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 35607.91 USD 0 USD 145000 USD 19334.88 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 168000 NC USD 6451.2 0.00306420129 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 0 USD 33785.71 USD 168000 USD -27497.84 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 291000 NC USD 32941.2 0.01564646384 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 71705.57 USD 0 USD 291000 USD 39047.29 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 301000 NC USD 34073.2 0.01618414301 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 74085.52 USD 0 USD 301000 USD 40304.96 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 120000 NC USD 6132 0.002912587163 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 17877.18 USD 0 USD 120000 USD 11815.18 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 260000 NC USD 9984 0.004742216282 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 0 USD 50135.51 USD 260000 USD -40404.29 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 9000 NC USD 459.9 0.000218444037 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 1115.93 USD 0 USD 9000 USD 661.28 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 78000 NC USD 8829.6 0.004193897524 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 16523.5 USD 0 USD 78000 USD 7769.73 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 21000 NC USD 1073.1 0.000509702754 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 2544.69 USD 0 USD 21000 USD 1483.84 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 31000 NC USD 1584.1 0.000752418351 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 3756.45 USD 0 USD 31000 USD 2190.43 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 143000 NC USD 16187.6 0.007688812128 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 30266.03 USD 0 USD 143000 USD 14217.46 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 195000 NC USD 9964.5 0.004732954141 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 23629.3 USD 0 USD 195000 USD 13778.55 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 323000 NC USD 36563.6 0.017367037184 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 67994.79 USD 0 USD 323000 USD 31745.22 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 247000 NC USD 1136.2 0.000539674092 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2047-01-17 0 USD 20241.09 USD 247000 USD -21521.37 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 6000 NC USD 93 0.000044173289 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 60.92 USD 0 USD 6000 USD 156.25 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 16000 NC USD 817.6 0.000388344955 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 1693.45 USD 0 USD 16000 USD 885.18 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 9000 NC USD 459.9 0.000218444037 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 961.76 USD 0 USD 9000 USD 507.11 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 6000 NC USD 93 0.000044173289 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 56.22 USD 6000 USD -151.55 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 4000 NC USD 204.4 0.000097086239 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 421.06 USD 0 USD 4000 USD 218.99 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 772000 NC USD 87390.4 0.041508831906 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 146289.52 USD 0 USD 772000 USD 59649.68 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 134000 NC USD 6847.4 0.003252388999 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 13452.32 USD 0 USD 134000 USD 6683.09 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 42000 NC USD 2146.2 0.001019405507 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 4100.69 USD 0 USD 42000 USD 1978.99 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 23000 NC USD 956.8 0.000454462394 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 0 USD 3579.48 USD 23000 USD -2645.04 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 30000 NC USD 1533 0.000728146791 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 2866.21 USD 0 USD 30000 USD 1350.71 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 164000 NC USD 8380.4 0.00398053579 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 15339.53 USD 0 USD 164000 USD 7054.8 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 8000 NC USD 332.8 0.000158073876 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2058-09-17 0 USD 1263.9 USD 8000 USD -938.88 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 9000 NC USD 374.4 0.000177833111 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2058-09-17 0 USD 1437.57 USD 9000 USD -1071.92 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 59000 NC USD 3014.9 0.001432022022 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 6208.52 USD 0 USD 59000 USD 3228.04 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 19000 NC USD 790.4 0.000375425456 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2058-09-17 0 USD 3024.71 USD 19000 USD -2252.78 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 30000 NC USD 1248 0.000592777035 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2058-09-17 0 USD 4735.04 USD 30000 USD -3516.21 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 15000 NC USD 624 0.000296388518 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2058-09-17 0 USD 2340.16 USD 15000 USD -1730.74 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 159000 NC USD 8124.9 0.003859177992 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 17992.55 USD 0 USD 159000 USD 9960.4 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 32000 NC USD 1635.2 0.00077668991 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 3920.22 USD 0 USD 32000 USD 2303.69 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 105000 NC USD 5365.5 0.002548513768 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 12438.02 USD 0 USD 105000 USD 7133.77 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 79000 NC USD 363.4 0.000172608313 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 0 USD 5015.78 USD 79000 USD -5425.26 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 80000 NC USD 4088 0.001941724776 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 9417.91 USD 0 USD 80000 USD 5376.58 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 1000 NC USD 41.6 0.000019759235 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2058-09-17 0 USD 153.32 USD 1000 USD -112.69 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 220000 NC USD 8448 0.004012644546 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2047-01-17 28277.33 USD 0 USD 220000 USD 20043.22 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 16000 NC USD 665.6 0.000316147752 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 0 USD 2406.29 USD 16000 USD -1756.25 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 65000 NC USD 3321.5 0.00157765138 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 7405.11 USD 0 USD 65000 USD 4121.53 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 62000 NC USD 3168.2 0.001504836701 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 6855.71 USD 0 USD 62000 USD 3723.68 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 179000 NC USD 9146.9 0.004344609185 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2063-05-11 19778.25 USD 0 USD 179000 USD 10735.77 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 81000 NC USD 4139.1 0.001965996335 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2063-05-11 8949.93 USD 0 USD 81000 USD 4858.08 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 15000 NC USD 624 0.000296388518 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2058-09-17 0 USD 2118.45 USD 15000 USD -1509.03 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 160000 NC USD 8176 0.003883449551 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 17887.11 USD 0 USD 160000 USD 9804.44 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 158000 NC USD 8073.8 0.003834906432 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 18117 USD 0 USD 158000 USD 10135.37 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 28000 NC USD 1430.8 0.000679603671 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 3254.04 USD 0 USD 28000 USD 1839.57 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 9000 NC USD 374.4 0.000177833111 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 0 USD 1222.57 USD 9000 USD -856.92 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 11000 NC USD 457.6 0.00021735158 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 0 USD 1464.2 USD 11000 USD -1017.29 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 127000 NC USD 6489.7 0.003082488081 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 14904.08 USD 0 USD 127000 USD 8488.46 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 12000 NC USD 499.2 0.000237110814 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 0 USD 1640.68 USD 12000 USD -1153.15 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 62000 NC USD 3168.2 0.001504836701 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 8054.2 USD 0 USD 62000 USD 4922.17 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 6000 NC USD 249.6 0.000118555407 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 0 USD 908.18 USD 6000 USD -664.41 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 6000 NC USD 249.6 0.000118555407 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 0 USD 908.18 USD 6000 USD -664.41 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 17000 NC USD 707.2 0.000335906987 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 0 USD 2565.03 USD 17000 USD -1874.36 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 102000 NC USD 5212.2 0.002475699089 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 13885.99 USD 0 USD 102000 USD 8733.29 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 136000 NC USD 6949.6 0.003300932119 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 17413.59 USD 0 USD 136000 USD 10543.32 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 63000 NC USD 3219.3 0.001529108261 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 8057.11 USD 0 USD 63000 USD 4874.56 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 160000 NC USD 8176 0.003883449551 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 21250.99 USD 0 USD 160000 USD 13168.32 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 32000 NC USD 1331.2 0.000632295504 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 0 USD 4610.04 USD 32000 USD -3309.95 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 40000 NC USD 1664 0.00079036938 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2058-09-17 0 USD 5661.42 USD 40000 USD -4036.31 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 210000 NC USD 10731 0.005097027536 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 29441.56 USD 0 USD 210000 USD 18833.06 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 106000 NC USD 5416.6 0.002572785328 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 15935.68 USD 0 USD 106000 USD 10580.91 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 105000 NC USD 4032 0.001915125806 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2047-01-17 14579.45 USD 0 USD 105000 USD 10649.53 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 349000 NC USD 17833.9 0.008470774334 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 21545.31 USD 0 USD 349000 USD 3914.99 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 175000 NC USD 8942.5 0.004247522947 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 10546.06 USD 0 USD 175000 USD 1705.64 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 80000 NC USD 4088 0.001941724776 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 5468.25 USD 0 USD 80000 USD 1426.92 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 361000 NC USD 18447.1 0.00876203305 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 20576.96 USD 0 USD 361000 USD 2340.44 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 826000 NC USD 93503.2 0.044412299423 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2063-05-11 0 USD 14579.31 USD 826000 USD 78120.83 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 179000 NC USD 6873.6 0.003264833517 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 0 USD 27087.63 USD 179000 USD -20388.06 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 285000 NC USD 32262 0.015323856338 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 29155.27 USD 285000 USD 2829.65 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 228000 NC USD 11650.8 0.005533915611 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 11030.78 USD 0 USD 228000 USD -487.02 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 1809000 NC USD 8321.4 0.003952511876 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 133711.98 USD 0 USD 1809000 USD 143088.63 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2240000 NC USD 10304 0.004894210393 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 165569.3 USD 0 USD 2240000 USD 177179.97 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 139000 NC USD 7102.9 0.003373746798 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 6776.28 USD 0 USD 139000 USD -245.54 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 229000 NC USD 11701.9 0.00555818717 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 11358.98 USD 0 USD 229000 USD -209.34 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 173000 NC USD 8840.3 0.004198979827 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 9023.83 USD 0 USD 173000 USD 284.45 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 528000 NC USD 2428.8 0.001153635307 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 34676.05 USD 0 USD 528000 USD 37412.85 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 228000 NC USD 8755.2 0.004158558893 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 0 USD 38548.07 USD 228000 USD -30014.54 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 247000 NC USD 27960.4 0.013280675493 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 36088.52 USD 247000 USD -8368.26 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 65000 NC USD 7358 0.003494914604 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 0 USD 9348.63 USD 65000 USD -2053.82 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 77000 NC USD 8716.4 0.004140129607 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 0 USD 10826.3 USD 77000 USD -2184.76 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 70000 NC USD 3577 0.001699009179 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 4768.85 USD 0 USD 70000 USD 1232.68 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 103000 NC USD 5263.3 0.002499970649 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 8150.18 USD 0 USD 103000 USD 2946.96 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 94000 NC USD 4803.4 0.002281526611 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 8117 USD 0 USD 94000 USD 3368.43 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 151000 NC USD 7716.1 0.003665005514 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 12742.52 USD 0 USD 151000 USD 5114.5 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 102000 NC USD 5212.2 0.002475699089 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 8607.53 USD 0 USD 102000 USD 3454.83 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 69000 NC USD 3525.9 0.001674737619 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 5978.3 USD 0 USD 69000 USD 2492.65 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 131000 NC USD 6694.1 0.00317957432 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 10856.79 USD 0 USD 131000 USD 4239.11 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 87000 NC USD 4445.7 0.002111625694 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 9574.17 USD 0 USD 87000 USD 5179.22 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 130000 NC USD 4992 0.002371108141 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 0 USD 26396.46 USD 130000 USD -21530.85 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 153000 NC USD 7818.3 0.003713548633 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 21241.92 USD 0 USD 153000 USD 13512.87 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 233000 NC USD 11906.3 0.005655273409 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 28368.51 USD 0 USD 233000 USD 16598.13 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 119000 NC USD 6080.9 0.002888315604 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 13259.46 USD 0 USD 119000 USD 7247.98 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 315000 NC USD 16096.5 0.007645541304 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 32901.34 USD 0 USD 315000 USD 16988.59 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 216000 NC USD 8294.4 0.003939687373 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 0 USD 35390.2 USD 216000 USD -27305.8 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 123000 NC USD 6285.3 0.002985401843 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 13308.76 USD 0 USD 123000 USD 7095.21 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 123000 NC USD 6285.3 0.002985401843 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 13360.35 USD 0 USD 123000 USD 7146.8 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 282000 NC USD 10828.8 0.005143480736 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 0 USD 46385.3 USD 282000 USD -35830.67 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 192000 NC USD 9811.2 0.004660139462 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 20786.92 USD 0 USD 192000 USD 11087.72 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 280000 NC USD 14308 0.006796036715 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 30867.32 USD 0 USD 280000 USD 16722.65 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 79000 NC USD 4036.9 0.001917453216 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 8841.79 USD 0 USD 79000 USD 4850.97 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 143000 NC USD 7307.3 0.003470833036 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 15956.85 USD 0 USD 143000 USD 8732.97 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 143000 NC USD 7307.3 0.003470833036 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 15956.85 USD 0 USD 143000 USD 8732.97 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 222000 NC USD 11344.2 0.005388286252 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 31126.01 USD 0 USD 222000 USD 19911.31 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 113000 NC USD 5774.3 0.002742686246 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 16915.77 USD 0 USD 113000 USD 11207.39 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 115000 NC USD 5876.5 0.002791229365 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 16909.97 USD 0 USD 115000 USD 11100.55 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 36000 NC USD 1382.4 0.000656614562 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 0 USD 6572.04 USD 36000 USD -5224.64 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 172000 NC USD 8789.2 0.004174708268 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 25921.97 USD 0 USD 172000 USD 17233.1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 98000 NC USD 5007.8 0.00237861285 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 16292.68 USD 0 USD 98000 USD 11342.05 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 114000 NC USD 5825.4 0.002766957805 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 19323.03 USD 0 USD 114000 USD 13564.13 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 84000 NC USD 3225.6 0.001532100645 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 0 USD 15718.16 USD 84000 USD -12574.23 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 87000 NC USD 4445.7 0.002111625694 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 13477.9 USD 0 USD 87000 USD 9082.95 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 140000 NC USD 5376 0.002553501075 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 0 USD 25825.15 USD 140000 USD -20585.26 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 822000 NC USD 42004.2 0.01995122207 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 121341.44 USD 0 USD 822000 USD 79816.74 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 205000 NC USD 10475.5 0.004975669738 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 30298.11 USD 0 USD 205000 USD 19942.19 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 616000 NC USD 31477.6 0.014951280772 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 90712.47 USD 0 USD 616000 USD 59594.2 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 411000 NC USD 21002.1 0.009975611035 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 60890.57 USD 0 USD 411000 USD 40128.22 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 205000 NC USD 10475.5 0.004975669738 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 30342.78 USD 0 USD 205000 USD 19986.86 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 411000 NC USD 21002.1 0.009975611035 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 60833.57 USD 0 USD 411000 USD 40071.22 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 412000 NC USD 21053.2 0.009999882595 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 60246 USD 0 USD 412000 USD 39433.13 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 206000 NC USD 10526.6 0.004999941297 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 30012.94 USD 0 USD 206000 USD 19606.51 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 617000 NC USD 31528.7 0.014975552332 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 89898.82 USD 0 USD 617000 USD 58730.04 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 220000 NC USD 11242 0.005339743133 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 30431.56 USD 0 USD 220000 USD 19317.89 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 54000 NC USD 248.4 0.000117985429 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 0 USD 5502.07 USD 54000 USD -5781.97 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 281000 NC USD 14359.1 0.006820308274 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 39597.73 USD 0 USD 281000 USD 25402.55 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 251000 NC USD 12826.1 0.006092161484 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 37274.84 USD 0 USD 251000 USD 24595.16 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 124000 NC USD 4761.6 0.002261672381 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 0 USD 25025.74 USD 124000 USD -20384.7 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 3000000 NC USD 6297 0.002990959127 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased FNMA FN30 TBA UMBS 03.5000 01/01/2050 FNMA TBA 1 102.8125 USD 2020-01-07 XXXX 672 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 16000000 NC USD 9952 0.004727016871 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written FNMA FN30 TBA UMBS 03.0000 01/01/2050 FNMA TBA 1 101.34375 USD 2020-01-07 XXXX 45048 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 3000000 NC USD 3720 0.001766931547 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written FNMA FN30 TBA UMBS 03.5000 01/01/2050 FNMA TBA 1 102.8125 USD 2020-01-07 XXXX 1905 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 16000000 NC USD 27456 0.013041094775 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased FNMA FN30 TBA UMBS 03.0000 01/01/2050 FNMA TBA 1 101.34375 USD 2020-01-07 XXXX -27544 N N N TERVITA CORP N/A N/A 191 NS 1089.92 0.000517691944 Long EC CORP CA N 1 N N N ADVANZ PHARMA CORP LTD 549300WZSXRSISJ4VI31 N/A 430 NS USD 1252.16 0.000594752959 Long EC CORP CA N 1 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 10202400 NC 3171.67 0.001506484887 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased AUD/JPY PUT 70.00 20200214 CITI OTC CURRENCY OPTION 1 70 JPY 2020-02-14 XXXX -179247.47 N N N GOLDMAN SACHS INTL FX N/A N/A 10202400 NC 3171.67 0.001506484887 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX N/A Put Purchased AUD/JPY PUT 70.00 20200214 GSFX OTC CURRENCY OPTION 1 70 JPY 2020-02-14 XXXX -131216.62 N N N GOLDMAN SACHS INTL FX N/A N/A 4601300 NC 27272.19 0.012953788407 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX N/A Put Purchased EUR/NOK PUT 9.85 20200121 GSFX OTC CURRENCY OPTION 1 9.85 NOK 2020-01-21 XXXX 18034.74 N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780099CK1 200000 PA USD 230250 0.109364513109 Long DBT CORP GB N 2 2049-12-29 Variable 8 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505EL4 80000 PA USD 90800 0.043128329165 Long DBT CORP US N 2 2049-10-29 Variable 6.5 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505EN0 50000 PA USD 55437.5 0.02633179238 Long DBT CORP US N 2 2049-12-29 Variable 6.1 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780099CJ4 200000 PA USD 204376 0.097074839223 Long DBT CORP GB N 2 2049-12-29 Variable 7.5 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097AH4 95000 PA USD 133144.59 0.063241230221 Long DBT CORP GB N 2 2049-08-29 Variable 7.648 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 H4209UAN6 200000 PA USD 221669.36 0.105288867004 Long DBT CORP CH N 2 2049-12-29 Variable 6.875 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAU1 200000 PA USD 214214.4 0.101747898184 Long DBT CORP IT N 2 2049-12-31 Variable 7.7 N N N N N N ENERGY TRANSFER OPERATING LP 5493008K8W3OKZE54J59 29278NAB9 255000 PA USD 240975 0.114458690756 Long DBT CORP US N 2 2028-02-15 Variable 6.625 N N N N N N GMAC CAPITAL TRUST I N/A 361860208 6980 NS USD 181829 0.086365429117 Long EP CORP US N 2 N N N BANK OF NEW YORK N/A N/A 851000 PA USD 851000 0.404209340525 Long RA CORP US N 2 Repurchase Y 1.57 2020-01-02 817329 USD 876499.81 USD AMBS N N N TEXAS COMPETITIVE ELECTRIC HOLDINGS CO LLC / TCEH FINANCE INC N/A N/A 10369 NS USD 10369 0.004925084197 Long EC CORP US N 2 N N N State Street Institutional U.S. Government Money Market Fund, Premier Class N/A N/A 590000 NS USD 590000 0.280239143255 Long STIV RF US N 1 N N N PUTNAM SHORT TERM INVESTMENT FUND 5493003MK0Q7JP8CPP42 74676P664 37952196 NS USD 37952196 18.026594731648 Long STIV PF US N 1 N N N MWO HOLDINGS LLC N/A N/A 98 OU USD 3315.34 0.001574725494 Long EC CORP US N 3 N N N CHC GROUP LLC N/A 12550E306 697 OU USD 174.25 0.000082765544 Long EC CORP US Y 2 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 16111500 NC USD -96346.77 -0.045762942848 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2025-06-30 0 USD 0 USD 16111500 USD 1 1.765 USD 2020-06-26 XXXX -96346.77 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 16111500 NC USD -62995.97 -0.029921926545 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2025-06-30 0 USD 0 USD 16111500 USD 1 1.765 USD 2020-06-26 XXXX -62995.97 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 16111500 NC USD -92802.24 -0.044079356322 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2025-07-01 0 USD 0 USD 16111500 USD 1 1.755 USD 2020-06-29 XXXX -92802.24 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 16111500 NC USD -67184.96 -0.031911619712 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2025-07-01 0 USD 0 USD 16111500 USD 1 1.755 USD 2020-06-29 XXXX -67184.96 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 575800 NC 10304.14 0.004894276891 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2039-08-20 0 USD 0 USD 575800 GBP 1 .762 GBP 2029-08-20 XXXX 10304.14 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 535600 NC 18876.59 0.008966032897 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2039-08-22 0 USD 0 USD 535600 EUR 1 .43 EUR 2029-08-20 XXXX 18876.59 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 575800 NC -20875.23 -0.009915350119 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2039-08-20 0 USD 0 USD 575800 GBP 1 .762 GBP 2029-08-20 XXXX -20875.23 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 535600 NC -15031.58 -0.0071397239 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2039-08-22 0 USD 0 USD 535600 EUR 1 .43 EUR 2029-08-20 XXXX -15031.58 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 12029900 NC USD 55698.44 0.026455734078 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2024-08-31 0 USD 0 USD 12029900 USD 1 1.245 USD 2022-08-26 XXXX 55698.44 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 12029900 NC USD -60149.5 -0.028569905673 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2024-08-31 0 USD 0 USD 12029900 USD 1 1.245 USD 2022-08-26 XXXX -60149.5 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2817200 NC USD 76853.22 0.036503865304 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2034-08-29 -145156.23 USD 0 USD 2817200 USD 1 1.613 USD 2024-08-27 XXXX -68303.01 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2817200 NC USD 202387.65 0.096130409562 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2034-08-29 -145156.23 USD 0 USD 2817200 USD 1 1.613 USD 2024-08-27 XXXX 57231.42 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2817200 NC USD 182188.32 0.086536099505 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2032-09-01 0 USD 118040.68 USD 2817200 USD 1 1.512 USD 2022-08-30 XXXX -64147.64 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2817200 NC USD 52287.23 0.024835472099 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2032-09-01 0 USD 118040.68 USD 2817200 USD 1 1.512 USD 2022-08-30 XXXX 65753.45 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 4016900 NC 59971.62 0.028485415946 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2029-09-12 -106441.42 USD 0 USD 4016900 EUR 1 .153 EUR 2024-09-10 XXXX -46469.8 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 4016900 NC 137065.12 0.065103409829 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2029-09-12 -94614.6 USD 0 USD 4016900 EUR 1 .153 EUR 2024-09-10 XXXX 42450.52 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2008500 NC 66822.04 0.03173923939 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2034-09-12 0 USD 115018.73 USD 2008500 EUR 1 .385 EUR 2024-09-10 XXXX 48196.69 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2008500 NC 145381.86 0.06905370829 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2034-09-12 0 USD 106444.07 USD 2008500 EUR 1 .385 EUR 2024-09-10 XXXX -38937.79 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2490200 NC USD 460089.35 0.218533975025 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 627779.42 USD 2490200 USD 1 3 USD 2024-01-31 XXXX 167690.07 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2490200 NC USD 458196.8 0.2176350486 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 631265.7 USD 2490200 USD 1 3 USD 2023-04-12 XXXX 173068.9 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2490200 NC USD 458246.6 0.217658702684 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2048-04-06 0 USD 631514.72 USD 2490200 USD 1 3 USD 2023-04-04 XXXX 173268.12 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 12402800 NC USD -18108.09 -0.008601009538 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2022-09-16 0 USD 0 USD 12402800 USD 1 1.5775 USD 2020-09-14 XXXX -18108.09 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 12402800 NC USD -27906.3 -0.013254978989 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2022-09-16 0 USD 0 USD 12402800 USD 1 1.5775 USD 2020-09-14 XXXX -27906.3 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 25783200 NC USD 20110.9 0.009552307434 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2021-10-15 -72192.96 USD 0 USD 25783200 USD 1 1.316 USD 2020-10-13 XXXX -52082.06 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 25783200 NC USD 93593.02 0.04445496227 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2021-10-15 -72192.96 USD 0 USD 25783200 USD 1 1.316 USD 2020-10-13 XXXX 21400.06 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 2578300 NC USD 188808.91 0.089680757928 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2039-10-12 0 USD 166042.52 USD 2578300 USD 1 1.865 USD 2029-10-10 XXXX -22766.39 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 2578300 NC USD 111073.16 0.052757707114 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2039-10-12 0 USD 166042.52 USD 2578300 USD 1 1.865 USD 2029-10-10 XXXX 54969.36 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 20626600 NC USD 5569.18 0.00264525802 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2022-01-14 -24236.26 USD 0 USD 20626600 USD 1 1.715 USD 2020-01-10 XXXX -18667.08 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 4125300 NC USD 37086.45 0.017615381312 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2030-01-14 0 USD 21451.56 USD 4125300 USD 1 1.8055 USD 2020-01-10 XXXX -15634.89 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 26814500 NC USD 35127 0.016684678619 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2021-10-21 -71470.96 USD 0 USD 26814500 USD 1 1.5025 USD 2020-10-19 XXXX -36343.96 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 26814500 NC USD 62477.78 0.02967579583 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2021-10-21 -71470.96 USD 0 USD 26814500 USD 1 1.5025 USD 2020-10-19 XXXX -8993.18 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2990900 NC USD 128967.61 0.061257241583 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2036-10-21 0 USD 166046.52 USD 2990900 USD 1 1.9875 USD 2026-10-19 XXXX 37078.91 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2990900 NC USD 183820.71 0.087311454717 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2036-10-21 0 USD 166046.52 USD 2990900 USD 1 1.9875 USD 2026-10-19 XXXX -17774.19 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 12096000 NC USD 12.1 0.000005747277 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2030-01-06 -52819.2 USD 0 USD 12096000 USD 1 1.598 USD 2020-01-02 XXXX -52807.1 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 6048000 NC USD 6.05 0.000002873639 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2030-01-06 0 USD 40158.72 USD 6048000 USD 1 1.668 USD 2020-01-02 XXXX 40152.67 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 8064000 NC USD 19756.8 0.00938411645 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2030-01-06 0 USD 11854.08 USD 8064000 USD 1 1.868 USD 2020-01-02 XXXX -7902.72 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 15780300 NC USD 157.8 0.000074952096 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2030-01-08 -70616.84 USD 0 USD 15780300 USD 1 1.621 USD 2020-01-06 XXXX -70459.04 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 7890100 NC USD 473.41 0.000224861039 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2030-01-08 0 USD 59175.75 USD 7890100 USD 1 1.706 USD 2020-01-06 XXXX 58702.34 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 16128000 NC USD 7257.6 0.003447226451 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2030-01-13 -57738.24 USD 0 USD 16128000 USD 1 1.71875 USD 2020-01-09 XXXX -50480.64 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 8064000 NC USD 15240.96 0.007239175547 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2030-01-13 0 USD 55641.6 USD 8064000 USD 1 1.81875 USD 2020-01-09 XXXX 40400.64 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 8064000 NC USD 16289.28 0.007737108257 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2030-01-15 0 USD 56448 USD 8064000 USD 1 1.8 USD 2020-01-13 XXXX 40158.72 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 16128000 NC USD 9192.96 0.004366486838 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2030-01-15 -56448 USD 0 USD 16128000 USD 1 1.695 USD 2020-01-13 XXXX -47255.04 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3233400 NC USD 2069.38 0.000982917421 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2030-12-21 0 USD 0 USD 3233400 USD 1 2.13 USD 2020-12-17 XXXX 2069.38 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 8083500 NC USD 60707.08 0.028834745913 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2030-03-19 0 USD 48501 USD 8083500 USD 1 1.999 USD 2020-03-17 XXXX -12206.08 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 16167000 NC USD 56422.83 0.026799805999 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2030-03-19 -48501 USD 0 USD 16167000 USD 1 2.18775 USD 2020-03-17 XXXX 7921.83 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9328700 NC USD 466.44 0.000221550417 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2023-12-02 0 USD 0 USD 9328700 USD 1 2.975 USD 2020-11-30 XXXX 466.44 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9328700 NC USD 653.01 0.000310167734 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2033-12-02 0 USD 0 USD 9328700 USD 1 3.162 USD 2020-11-30 XXXX 653.01 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9328700 NC USD -42072.44 -0.019983634814 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2033-12-02 0 USD 0 USD 9328700 USD 1 3.162 USD 2020-11-30 XXXX -42072.44 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9328700 NC USD -1306.02 -0.000620335468 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2023-12-02 0 USD 0 USD 9328700 USD 1 2.975 USD 2020-11-30 XXXX -1306.02 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9328700 NC USD -2145.6 -0.001019120518 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2033-12-04 0 USD 0 USD 9328700 USD 1 3.229 USD 2023-11-30 XXXX -2145.6 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9328700 NC USD 40206.7 0.019097442646 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2033-12-04 0 USD 0 USD 9328700 USD 1 3.229 USD 2023-11-30 XXXX 40206.7 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 5986600 NC USD -8381.24 -0.003980934775 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2026-09-01 0 USD 0 USD 5986600 USD 1 1.3 USD 2021-08-27 XXXX -8381.24 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 5986600 NC USD 5088.61 0.002416996113 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2026-09-01 0 USD 0 USD 5986600 USD 1 1.3 USD 2021-08-27 XXXX 5088.61 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2817200 NC USD 1436.77 0.000682439312 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2034-08-29 0 USD 0 USD 2817200 USD 1 1.6125 USD 2024-08-27 XXXX 1436.77 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2817200 NC USD 1408.6 0.00066905908 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2034-08-29 0 USD 0 USD 2817200 USD 1 1.6125 USD 2024-08-27 XXXX 1408.6 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 12125200 NC USD 3152.55 0.001497403239 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2030-01-15 0 USD 0 USD 12125200 USD 1 1.81 USD 2020-01-13 XXXX 3152.55 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 8083500 NC USD -1455.03 -0.000691112476 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2030-01-15 0 USD 0 USD 8083500 USD 1 1.99 USD 2020-01-13 XXXX -1455.03 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 2984300 NC USD 149453.74 0.070987776362 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2047-01-27 -320215.39 USD 0 USD 2984300 USD 1 2.785 USD 2027-01-25 XXXX -170761.65 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 2984300 NC USD 402552.23 0.19120490178 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2047-01-27 -320215.39 USD 0 USD 2984300 USD 1 2.785 USD 2027-01-25 XXXX 82336.84 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2984300 NC USD -342896.07 -0.162869323529 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2052-02-17 0 USD 0 USD 2984300 USD 1 2.8325 USD 2022-02-15 XXXX -342896.07 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2984300 NC USD 134711.3 0.063985388642 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2052-02-17 0 USD 0 USD 2984300 USD 1 2.8325 USD 2022-02-15 XXXX 134711.3 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 596900 NC USD -37962.84 -0.018031650436 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2047-03-25 0 USD 0 USD 596900 USD 1 2.8175 USD 2027-03-23 XXXX -37962.84 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 596900 NC USD 15232.89 0.007235342446 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2047-03-25 0 USD 0 USD 596900 USD 1 2.8175 USD 2027-03-23 XXXX 15232.89 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 725000 NC USD 20720.5 0.009841856217 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2049-11-12 0 USD 0 USD 725000 USD 1 2.902 USD 2024-11-08 XXXX 20720.5 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 725000 NC USD -44638.25 -0.02120234735 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2049-11-12 0 USD 0 USD 725000 USD 1 2.902 USD 2024-11-08 XXXX -44638.25 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 725000 NC USD 18386 0.008733011674 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2049-11-14 0 USD 0 USD 725000 USD 1 2.689 USD 2024-11-12 XXXX 18386 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 725000 NC USD -50554.25 -0.024012338488 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2049-11-14 0 USD 0 USD 725000 USD 1 2.689 USD 2024-11-12 XXXX -50554.25 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1208400 NC USD -48928.12 -0.023239956661 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2039-11-13 0 USD 0 USD 1208400 USD 1 2.5 USD 2029-11-09 XXXX -48928.12 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1208400 NC USD 20687.81 0.009826329068 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2039-11-13 0 USD 0 USD 1208400 USD 1 2.5 USD 2029-11-09 XXXX 20687.81 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 725000 NC USD 17139 0.008140709621 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 725000 USD 1 2.505 USD 2024-11-13 XXXX 17139 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 725000 NC USD -58087 -0.027590256126 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 725000 USD 1 2.505 USD 2024-11-13 XXXX -58087 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2557500 NC USD 91047 0.04324564962 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-12-22 -146800.5 USD 0 USD 2557500 USD 1 2.7575 USD 2027-12-20 XXXX -55753.5 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2557500 NC USD 196032.38 0.093111773257 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-12-22 -146800.5 USD 0 USD 2557500 USD 1 2.7575 USD 2027-12-20 XXXX 49231.88 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2557500 NC USD 200814.9 0.095383382252 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-12-22 -146672.63 USD 0 USD 2557500 USD 1 2.795 USD 2027-12-20 XXXX 54142.27 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2557500 NC USD 88208.18 0.041897262358 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-12-22 -146672.63 USD 0 USD 2557500 USD 1 2.795 USD 2027-12-20 XXXX -58464.45 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2490200 NC USD 497890.59 0.236488868434 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2048-04-06 -299820.08 USD 0 USD 2490200 USD 1 3 USD 2047-04-06 XXXX 198070.51 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2490200 NC USD 498338.82 0.236701769436 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2048-04-17 -282762.21 USD 0 USD 2490200 USD 1 3 USD 2047-04-17 XXXX 215576.61 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 94062100 NC 70190.56 0.033339224405 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2043-08-29 0 USD 0 USD 94062100 JPY 1 1.11125 JPY 2023-08-24 XXXX 70190.56 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 94062100 NC -40557.81 -0.019264213435 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2043-08-29 0 USD 0 USD 94062100 JPY 1 1.11125 JPY 2023-08-24 XXXX -40557.81 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 948300 NC USD 146588.21 0.069626702342 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 948300 USD 1 3.27 USD 2023-10-17 XXXX 146588.21 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 948300 NC USD -84370.25 -0.040074316231 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 948300 USD 1 3.27 USD 2023-10-17 XXXX -84370.25 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 979500 NC 144710.46 0.068734805645 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2048-10-20 0 USD 0 USD 979500 EUR 1 1.921 EUR 2028-10-18 XXXX 144710.46 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 979500 NC -73360.54 -0.034844906573 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2048-10-20 0 USD 0 USD 979500 EUR 1 1.921 EUR 2028-10-18 XXXX -73360.54 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2490200 NC USD 500430.59 0.237695321695 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-02-02 -303057.34 USD 0 USD 2490200 USD 1 3 USD 2048-02-03 XXXX 197373.25 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 3059700 NC 359989.35 0.170988316991 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2036-02-18 0 USD 194443.94 USD 3059700 EUR 1 1.667 EUR 2026-02-16 XXXX -165545.41 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 3059700 NC 80173.05 0.038080723465 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2036-02-18 0 USD 194443.94 USD 3059700 EUR 1 1.667 EUR 2026-02-16 XXXX 114270.89 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2933600 NC USD 226151.22 0.107417668032 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2030-02-20 0 USD 59772.1 USD 2933600 USD 1 2.7225 USD 2020-02-18 XXXX -166379.12 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 4033600 NC USD 317363.65 0.150741893858 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2031-02-18 -121191.35 USD 0 USD 4033600 USD 1 2.764 USD 2021-02-16 XXXX 196172.3 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1100100 NC USD 97160.83 0.046149606368 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 56288.45 USD 1100100 USD 1 2.97 USD 2026-02-17 XXXX -40872.38 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 4033600 NC USD 15126 0.007184571662 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2031-02-18 -121191.35 USD 0 USD 4033600 USD 1 2.764 USD 2021-02-16 XXXX -106065.35 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2933600 NC USD 58.67 0.00002786717 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2030-02-20 0 USD 59772.1 USD 2933600 USD 1 2.7225 USD 2020-02-18 XXXX 59713.43 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1100100 NC USD 26809.44 0.012733990672 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 56288.45 USD 1100100 USD 1 2.97 USD 2026-02-17 XXXX 29479.01 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2141800 NC USD 189613.55 0.090062947121 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2039-02-28 -117263.55 USD 0 USD 2141800 USD 1 2.988 USD 2029-02-26 XXXX 72350 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2141800 NC USD 67895.06 0.032248904145 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2039-02-28 -117263.55 USD 0 USD 2141800 USD 1 2.988 USD 2029-02-26 XXXX -49368.49 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1390800 NC 158415.39 0.075244395207 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2039-02-26 0 USD 117105.42 USD 1390800 GBP 1 1.722 GBP 2029-02-26 XXXX -41309.97 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1390800 NC 80488.06 0.038230347418 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2039-02-26 0 USD 117105.42 USD 1390800 GBP 1 1.722 GBP 2029-02-26 XXXX 36617.36 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2933600 NC USD 146.68 0.000069670301 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2030-03-02 0 USD 59955.45 USD 2933600 USD 1 2.715 USD 2020-02-27 XXXX 59808.77 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2933600 NC USD 223980.36 0.106386549478 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2030-03-02 0 USD 59955.45 USD 2933600 USD 1 2.715 USD 2020-02-27 XXXX -164024.91 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 4033600 NC USD 319904.82 0.151948902847 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2031-03-02 -121558.04 USD 0 USD 4033600 USD 1 2.7725 USD 2021-02-26 XXXX 198346.78 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 4033600 NC USD 15529.36 0.00737616024 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2031-03-02 -121558.04 USD 0 USD 4033600 USD 1 2.7725 USD 2021-02-26 XXXX -106028.68 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1100100 NC USD 25896.35 0.012300289724 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 56471.8 USD 1100100 USD 1 3.01 USD 2026-02-27 XXXX 30575.45 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1100100 NC USD 99658.06 0.047335744666 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 56471.8 USD 1100100 USD 1 3.01 USD 2026-02-27 XXXX -43186.26 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 17185600 NC USD 71320.24 0.033875801617 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2024-05-18 0 USD 0 USD 17185600 USD 1 2.2275 USD 2022-05-16 XXXX 71320.24 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 17185600 NC USD -90911.82 -0.043181441608 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2024-05-18 0 USD 0 USD 17185600 USD 1 2.2275 USD 2022-05-16 XXXX -90911.82 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 14950100 NC USD 62341.92 0.02961126483 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2027-05-25 0 USD 160179.64 USD 14950100 USD 1 2.823 USD 2022-05-23 XXXX 97837.72 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3737500 NC USD 65742.62 0.031226534753 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2052-05-25 -157508.93 USD 0 USD 3737500 USD 1 2.983 USD 2022-05-23 XXXX -91766.31 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2490200 NC USD 370915.29 0.17617793744 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 234078.8 USD 2490200 USD 1 2.75 USD 2025-05-22 XXXX -136836.49 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2490200 NC USD 417731.05 0.198414561971 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-05-24 -278902.4 USD 0 USD 2490200 USD 1 2.75 USD 2048-05-26 XXXX 138828.65 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 6407200 NC USD 13711.41 0.006512667443 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2026-05-26 0 USD 49282.05 USD 6407200 USD 1 2.664 USD 2021-05-24 XXXX 35570.64 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1601800 NC USD 17715.91 0.008414731255 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2051-05-26 -49602.41 USD 0 USD 1601800 USD 1 2.904 USD 2021-05-24 XXXX -31886.5 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 5588400 NC USD -39957.06 -0.01897886824 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 5588400 USD 1 2.39 USD 2024-06-04 XXXX -39957.06 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 768400 NC 57963.74 0.027531709894 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2054-06-06 0 USD 0 USD 768400 EUR 1 1.053 EUR 2024-06-04 XXXX 57963.74 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 768400 NC -19979.17 -0.009489738108 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2054-06-06 0 USD 0 USD 768400 EUR 1 1.053 EUR 2024-06-04 XXXX -19979.17 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 5588400 NC USD 83993.65 0.039895438161 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 5588400 USD 1 2.39 USD 2024-06-04 XXXX 83993.65 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1453000 NC 115603.85 0.054909701493 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2054-06-07 0 USD 0 USD 1453000 EUR 1 1.304 EUR 2024-06-05 XXXX 115603.85 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1453000 NC -25735.02 -0.012223660943 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2054-06-07 0 USD 0 USD 1453000 EUR 1 1.304 EUR 2024-06-05 XXXX -25735.02 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1288200 NC USD 130700.77 0.062080460691 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2052-06-22 -108188.67 USD 0 USD 1288200 USD 1 2.3075 USD 2022-06-20 XXXX 22512.1 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1288200 NC USD 76738.07 0.036449171173 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2052-06-22 -108188.67 USD 0 USD 1288200 USD 1 2.3075 USD 2022-06-20 XXXX -31450.6 N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912828TE0 111891 PA USD 112535.07256875 0.053452088683 Long DBT UST US N 2 2022-07-15 Fixed .125 N N N N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 99EI119T3 726572.09 NC USD 128285.38 0.060933194887 N/A DIR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2045-01-12 0 USD 0 USD 129534.18 USD 160.17 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 99EI699I5 577105.88 NC USD 100452.49 0.047713084297 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2043-01-12 0 USD 0 USD 101264.05 USD -156.84 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 99EK249B0 778605.09 NC USD 127861.55 0.060731883436 N/A DIR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2045-01-12 0 USD 0 USD 129199.78 USD -24.55 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 99EK959A2 798326.83 NC USD 876038.96 0.416102385776 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2040-01-12 0 USD 0 USD 873918.4 USD 3384.59 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 99EL209K6 6636058.06 NC USD 7250930.31 3.444058470972 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2041-01-12 0 USD 0 USD 7264409.81 USD -2972.31 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 99EL509W7 3901437.31 NC USD 4577483.24 2.174220307526 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2038-01-12 0 USD 0 USD 4574435.25 USD -12021.24 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 99ER589P2 772590.1 NC USD 136289.72 0.064735109097 N/A DIR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2041-01-12 0 USD 0 USD 137979.76 USD 192.07 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99EX389W6 1297716.81 NC USD 229128.12 0.108831640753 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2045-01-12 0 USD 0 USD 231358.58 USD 286.08 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 9902019F4 605367.06 NC USD 108114.77 0.051352526302 N/A DIR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2044-01-12 0 USD 0 USD 109344.43 USD -57.09 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99FB009O1 659361.9 NC USD 101067.82 0.048005354724 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2044-01-12 0 USD 0 USD 103540.42 USD 1528.45 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99FB009S2 1838965.8 NC USD 324405.06 0.154086434037 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2041-01-12 0 USD 0 USD 328427.8 USD 457.16 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 9902019K3 310006.69 NC USD 53960.54 0.025630263558 N/A DIR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2043-01-12 0 USD 0 USD 54396.49 USD -84.25 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 99FK749H1 4677392.58 NC USD 836083.92 0.397124477 N/A DIR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2042-01-12 0 USD 0 USD 852893.3 USD 7757.27 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 99FR999W0 1451027.59 NC USD 298594.27 0.141826783738 N/A DIR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2041-01-12 0 USD 0 USD 299047.72 USD -3087.3 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 99FV479V2 2893297.59 NC USD 490956.43 0.233195270031 N/A DIR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2044-01-12 0 USD 0 USD 499997.99 USD 4179.12 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 99511Q9D0 265202.17 NC USD 311156.73 0.147793721073 N/A DIR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2038-01-12 0 USD 0 USD 310949.54 USD -817.15 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 99904P9M7 265202.17 NC USD 311156.73 0.147793721073 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Y 2038-01-12 0 USD 0 USD 310949.54 USD -817.15 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 99621Q9P0 524331.76 NC USD 554890.47 0.263562762564 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2040-01-12 0 USD 0 USD 554235.06 USD 1227.92 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 99850Q9S6 423951.97 NC USD 454622.25 0.215937203126 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2040-01-12 0 USD 0 USD 454423.52 USD 767.45 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 99849Q9M3 619844.43 NC USD 677276.89 0.32169406 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Y 2041-01-12 0 USD 0 USD 678535.95 USD -277.63 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 99008R9T3 260329.45 NC USD 284450.6 0.13510880075 N/A DIR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2041-01-12 0 USD 0 USD 284979.39 USD -116.6 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 99471R9O2 78964.36 NC USD 83566.5 0.039692549771 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2040-01-12 0 USD 0 USD 83467.8 USD 184.92 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 99620R9L8 396091.26 NC USD 432791.59 0.205568041338 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Y 2041-01-12 0 USD 0 USD 433596.15 USD -177.41 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 99620R9O2 240023.75 NC USD 262263.45 0.124570312771 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Y 2041-01-12 0 USD 0 USD 262751 USD -107.5 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99342T9A5 185737.95 NC USD 217922.85 0.103509343694 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2038-01-12 0 USD 0 USD 217777.75 USD -572.29 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99342T9I8 69772.28 NC USD 81862.51 0.038883185876 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2038-01-12 0 USD 0 USD 81808 USD -214.99 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 99600T9X2 98871.06 NC USD 106579.91 0.050623496045 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2041-01-12 0 USD 0 USD 106502.67 USD 235.46 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99650T9R4 254449.43 NC USD 298540.75 0.141801362723 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2038-01-12 0 USD 0 USD 298341.96 USD -784.02 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99846T9B4 11934.1 NC USD 14002.06 0.006650720844 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2038-01-12 0 USD 0 USD 13992.73 USD -36.78 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99846T9D0 31800.15 NC USD 37310.52 0.017721810439 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2038-01-12 0 USD 0 USD 37285.68 USD -97.98 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99157U9A6 120329.46 NC USD 32582.96 0.015476306432 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2038-01-12 0 USD 0 USD 32601.76 USD 362.56 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 99337U9A9 91338.59 NC USD 96661.92 0.045912633299 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2040-01-12 0 USD 0 USD 96547.74 USD 213.91 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 99478U9A8 25821.05 NC USD 6991.86 0.003321004841 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2038-01-12 0 USD 0 USD 6995.89 USD 77.8 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99577U9Y6 129683.86 NC USD 152155.64 0.072271129144 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2038-01-12 0 USD 0 USD 152054.33 USD -399.58 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99775U9A8 155601.34 NC USD 182564.13 0.086714602339 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2038-01-12 0 USD 0 USD 182442.57 USD -479.44 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99866U9B6 8534.69 NC USD 2311.03 0.001097696724 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2038-01-12 0 USD 0 USD 2312.37 USD 25.71 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99866U9C4 163195.77 NC USD 44190.35 0.020989603092 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2038-01-12 0 USD 0 USD 44215.85 USD 491.72 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 99282V9T1 1533296.74 NC USD 270483.13 0.128474509519 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Y 2041-01-12 0 USD 0 USD 273837.21 USD -381.16 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 99384W9I0 180262.46 NC USD 44924.78 0.021338443827 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2039-01-12 0 USD 0 USD 46389.42 USD -938.54 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99396W9W5 48412.28 NC USD 12065.25 0.005730771734 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2039-01-12 0 USD 0 USD 12458.6 USD -252.05 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99560W9G0 126997.24 NC USD 31650.09 0.015033210348 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2039-01-12 0 USD 0 USD 32681.95 USD -661.21 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99560W9I6 253971.03 NC USD 63294.34 0.030063646804 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2039-01-12 0 USD 0 USD 65357.86 USD -1322.3 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99085X9Y5 331032.12 NC USD 82499.41 0.039185701657 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2039-01-12 0 USD 0 USD 85189.05 USD -1723.51 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99260X9U0 968283.99 NC USD 173080.76 0.082210176095 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2042-01-12 0 USD 0 USD 176560.53 USD -1605.86 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99260X9V8 968283.99 NC USD 173080.76 0.082210176095 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2042-01-12 0 USD 0 USD 176560.53 USD -1605.86 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 99260X9R7 390113.56 NC USD 69732.8 0.033121796828 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2042-01-12 0 USD 0 USD 71134.77 USD -646.99 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99AB839H7 1260816.92 NC USD 225371.02 0.107047087389 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2042-01-12 0 USD 0 USD 229902.09 USD -2091.03 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 99AC439K2 238896.41 NC USD 270438.2 0.128453168595 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2039-01-12 0 USD 0 USD 268870.44 USD -2065.01 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99AL459K7 129693.32 NC USD 32322.01 0.015352359984 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2039-01-12 0 USD 0 USD 33375.77 USD -675.24 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99AM159F9 1089894.11 NC USD 194818.57 0.092535235842 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2042-01-12 0 USD 0 USD 198735.38 USD -1807.55 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 99BD339J3 288919.39 NC USD 59454.19 0.028239646218 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2041-01-12 0 USD 0 USD 59544.48 USD 614.72 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 99BD339K0 173856.9 NC USD 35776.49 0.016993174417 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2041-01-12 0 USD 0 USD 35830.82 USD 369.91 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 99BD339Q7 220593.86 NC USD 45394.08 0.021561352692 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2041-01-12 0 USD 0 USD 45463.02 USD 469.34 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 99BI079C1 290082.95 NC USD 78549.02 0.037309339099 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2038-01-12 0 USD 0 USD 78594.35 USD 874.04 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 99BI079D9 41612.63 NC USD 11267.92 0.005352054656 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2038-01-12 0 USD 0 USD 11274.42 USD 125.38 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 99BQ039J7 615939.48 NC USD 121840.53 0.05787200973 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2041-01-12 0 USD 0 USD 122033.01 USD -1315.25 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 99CA019D8 401800.06 NC USD 82682.92 0.03927286553 N/A DIR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2041-01-12 0 USD 0 USD 82808.48 USD 854.9 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 99CA019E6 433578.7 NC USD 85767.29 0.040737884524 N/A DIR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2041-01-12 0 USD 0 USD 85902.78 USD -925.85 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 99CD639F7 477704.54 NC USD 94495.93 0.044883827906 N/A DIR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2041-01-12 0 USD 0 USD 94645.21 USD -1020.07 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 99CI039A3 392843.1 NC USD 80839.74 0.038397388947 N/A DIR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2041-01-12 0 USD 0 USD 80962.51 USD 835.83 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 99CI439U5 749284.19 NC USD 154188.64 0.073236766734 N/A DIR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2041-01-12 0 USD 0 USD 154422.79 USD 1594.23 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 99DE679Q1 1164084.16 NC USD 205351.72 0.097538288269 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Y 2041-01-12 0 USD 0 USD 207898.16 USD -289.39 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 99DF669G2 241795.45 NC USD 42654.23 0.020259974358 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Y 2041-01-12 0 USD 0 USD 43183.16 USD -60.11 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99DF669I8 634162.55 NC USD 125445.28 0.059584199648 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2041-01-12 0 USD 0 USD 125643.46 USD -1354.15 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 99DF669J6 634162.55 NC USD 125445.28 0.059584199648 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Y 2041-01-12 0 USD 0 USD 125643.46 USD -1354.15 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99DO759M1 868412.27 NC USD 147358.71 0.069992675664 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2044-01-12 0 USD 0 USD 150072.5 USD -1254.35 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99DO999L3 693291.63 NC USD 117642.92 0.055878222222 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2044-01-12 0 USD 0 USD 119809.46 USD -1001.4 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99DQ359M0 425534.7 NC USD 72207.92 0.034297433283 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2044-01-12 0 USD 0 USD 73537.72 USD -614.65 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 99DQ359O6 420881.74 NC USD 71418.37 0.033922411562 N/A DIR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2044-01-12 0 USD 0 USD 72733.63 USD -607.93 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 99DQ359P3 210652.37 NC USD 35745.07 0.016978250496 N/A DIR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2044-01-12 0 USD 0 USD 36403.36 USD -304.27 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 99DQ569L8 274524.87 NC USD 46583.44 0.022126276806 N/A DIR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2044-01-12 0 USD 0 USD 47441.33 USD -396.52 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 99DR939A3 382949.44 NC USD 66657.14 0.031660914924 N/A DIR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2043-01-12 0 USD 0 USD 67195.66 USD 104.08 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 99DS299B3 307503.76 NC USD 53524.87 0.025423328325 N/A DIR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2043-01-12 0 USD 0 USD 53957.3 USD 83.57 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 99DT189D0 736936.32 NC USD 128272.98 0.060927305115 N/A DIR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2043-01-12 0 USD 0 USD 129309.29 USD 200.29 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 99DU499S9 327620.45 NC USD 57794.3 0.027451229012 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y 2041-01-12 0 USD 0 USD 58510.96 USD 81.44 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99EH649U1 721142.32 NC USD 127326.69 0.060477834778 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2045-01-12 0 USD 0 USD 128566.15 USD 158.98 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99EH649V9 540276.95 NC USD 94041.96 0.044668200509 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2043-01-12 0 USD 0 USD 94801.72 USD -146.84 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 99EI119P1 1773501.06 NC USD 313133.78 0.148732783443 N/A DIR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2045-01-12 0 USD 0 USD 316181.99 USD 390.98 N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796RT8 265000 PA USD 265000 0.125870123665 Long DBT UST US N 2 2020-01-02 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796SV2 824000 PA USD 818077.55 0.38857178259 Long DBT UST US N 2 2020-06-18 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796TG4 79000 PA USD 78837.1 0.037446171798 Long DBT UST US N 2 2020-02-20 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796TK5 1661000 PA USD 1656147.33 0.786639506547 Long DBT UST US N 2 2020-03-12 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796TZ2 191000 PA USD 189687.75 0.090098190756 Long DBT UST US N 2 2020-06-11 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796TQ2 529000 PA USD 526803.55 0.250221992399 Long DBT UST US N 2 2020-04-09 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796TT6 1423000 PA USD 1415410.96 0.67229416065 Long DBT UST US N 2 2020-05-07 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796TX7 149000 PA USD 148020.65 0.070307084983 Long DBT UST US N 2 2020-06-04 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796TM1 2643000 PA USD 2632811.61 1.25053706769 Long DBT UST US N 2 2020-04-02 Fixed 0 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874BS5 72000 PA USD 97200 0.046168211397 Long DBT CORP US N 2 2058-05-15 Variable 8.175 N N N N N N 2020-02-24 Putnam Investments Inc Janet C. Smith NPORT Principal Financial Officer XXXX