| 1 | HYG iShares iBoxx $ High Yield Corporate Bond ETF | $76.21
-0.4% | 94.19% | 2,837,309 |
| 2 | BLK CSH FND TREASURY SL AGENCY | N/A | 3.23% | 7,390,000 |
| 3 | CASH COLLATERAL USD XJPM - 5.34 2049-12-31 | N/A | 2.36% | 5,394,000 |
| 4 | SWP: OIS 1.321000 05-JAN-2029 - 1.32 2029-01-05 | N/A | 0.27% | -4,300,000 |
| 5 | SWP: OIS 1.445500 27-JAN-2029 - 1.45 2029-01-27 | N/A | 0.27% | -4,450,000 |
| 6 | USD ProShares Ultra Semiconductors | $83.39
+4.6% | 0.23% | 534,564 |
|
| 7 | SWP: OIS 1.321000 10-JAN-2027 - 1.32 2027-01-10 | N/A | 0.16% | -3,776,000 |
| 8 | SWP: OIS 1.613500 12-JAN-2032 - 1.61 2032-01-12 | N/A | 0.16% | -2,033,000 |
| 9 | SWP: OIS 1.282000 30-NOV-2031 - 1.28 2031-11-30 | N/A | 0.10% | -1,100,000 |
| 10 | CME CME Group | $213.31
+0.3% | 0.07% | -1,250,000 |
| 11 | SWP: OIS 1.602000 09-FEB-2027 - 1.6 2027-02-09 | N/A | 0.07% | -1,915,900 |
| 12 | SWP: OIS 1.697500 11-MAR-2029 - 1.7 2029-03-11 | N/A | 0.05% | -842,000 |
| 13 | SWP: OIS 1.696500 28-FEB-2027 - 1.7 2027-02-28 | N/A | 0.04% | -1,172,000 |
| 14 | SWP: OIS 3.291000 10-JAN-2030 - 3.29 2030-01-10 | N/A | 0.04% | -1,500,000 |
| 15 | SWP: OIS 3.553700 05-FEB-2029 SOF - 3.55 2029-02-05 | N/A | 0.04% | -2,000,000 |
| 16 | SWP: OIS 3.763200 05-FEB-2027 SOF - 3.76 2027-02-05 | N/A | 0.04% | -3,000,000 |
| 17 | SWP: OIS 3.776000 27-JUN-2028 SOF - 3.78 2028-06-27 | N/A | 0.04% | -2,000,000 |
| 18 | SWP: OIS 3.836700 09-AUG-2030 SOF - 3.84 2030-08-09 | N/A | 0.04% | -2,200,000 |
| 19 | SWP: OIS 3.863200 14-FEB-2029 SOF - 3.86 2029-02-14 | N/A | 0.04% | -3,000,000 |
| 20 | SWP: OIS 4.201500 27-JUN-2026 SOF - 4.2 2026-06-27 | N/A | 0.04% | -4,000,000 |
| 21 | SWP: OIS 1.523500 10-JAN-2032 - 1.52 2032-01-10 | N/A | 0.03% | -327,600 |
| 22 | SWP: OIS 3.101500 12-SEP-2029 - 3.1 2029-09-12 | N/A | 0.03% | -800,000 |
| 23 | SWP: OIS 3.161000 03-FEB-2030 - 3.16 2030-02-03 | N/A | 0.03% | -1,200,000 |
| 24 | SWP: OIS 3.449500 24-MAY-2030 SOF - 3.45 2030-05-24 | N/A | 0.03% | -1,000,000 |
| 25 | SWP: OIS 3.590000 27-JUN-2030 SOF - 3.59 2030-06-27 | N/A | 0.03% | -1,300,000 |
| 26 | SWP: OIS 4.064700 14-FEB-2027 SOF - 4.06 2027-02-14 | N/A | 0.03% | -3,000,000 |
| 27 | SWP: OIS 1.319500 23-NOV-2026 - 1.32 2026-11-23 | N/A | 0.02% | -500,000 |
| 28 | SWP: OIS 1.733500 28-FEB-2029 - 1.73 2029-02-28 | N/A | 0.02% | -355,000 |
| 29 | SWP: OIS 3.139000 15-AUG-2024 - 3.14 2024-08-15 | N/A | 0.02% | -2,000,000 |
| 30 | SWP: OIS 3.522200 05-JAN-2031 SOF - 3.52 2031-01-05 | N/A | 0.02% | -1,000,000 |
| 31 | SWP: OIS 3.641200 18-JAN-2031 SOF - 3.64 2031-01-18 | N/A | 0.02% | -1,000,000 |
| 32 | SWP: OIS 3.648200 10-JAN-2031 SOF - 3.65 2031-01-10 | N/A | 0.02% | -1,000,000 |
| 33 | SWP: OIS 3.658700 18-JAN-2029 SOF - 3.66 2029-01-18 | N/A | 0.02% | -1,500,000 |
| 34 | SWP: OIS 3.767000 13-JAN-2026 - 3.77 2026-01-13 | N/A | 0.02% | -2,000,000 |
| 35 | SWP: OIS 3.890200 07-MAR-2029 SOF - 3.89 2029-03-07 | N/A | 0.02% | -2,000,000 |
| 36 | SWP: OIS 3.914700 31-AUG-2030 SOF - 3.91 2030-08-31 | N/A | 0.02% | -1,500,000 |
| 37 | SWP: OIS 4.187500 16-JUN-2026 SOF - 4.19 2026-06-16 | N/A | 0.02% | -2,000,000 |
| 38 | SWP: OIS 4.218700 06-MAR-2027 SOF - 4.22 2027-03-06 | N/A | 0.02% | -3,000,000 |
| 39 | SWP: OIS 4.289200 09-AUG-2026 SOF - 4.29 2026-08-09 | N/A | 0.02% | -2,500,000 |
