| 1 | HYG iShares iBoxx $ High Yield Corporate Bond ETF | $76.89
0.0% | 94.85% | 32,063 |
| 2 | BLK CSH FND TREASURY SL AGENCY | N/A | 3.07% | 80,000 |
| 3 | CASH COLLATERAL USD XBNPU - 5.34 2049-12-31 | N/A | 1.92% | 50,000 |
| 4 | SWP: IFS 2.747500 12-JUL-2029 - 2.75 2029-07-12 | N/A | 0.19% | -488,500 |
| 5 | SWP: IFS 3.127500 12-JUL-2025 - 3.13 2025-07-12 | N/A | 0.13% | -349,000 |
| 6 | USD ProShares Ultra Semiconductors | $93.77
+0.9% | 0.12% | 3,078 |
|
| 7 | SWP: IFS 2.362500 01-JUN-2026 USC - 2.36 2026-06-01 | N/A | 0.05% | -115,000 |
| 8 | SWP: IFS 3.049000 24-JUN-2027 - 3.05 2027-06-24 | N/A | 0.05% | -508,000 |
| 9 | SWP: IFS 2.091200 11-JAN-2026 USC - 2.09 2026-01-11 | N/A | 0.04% | -115,000 |
| 10 | SWP: IFS 2.900000 12-JUL-2027 - 2.9 2027-07-12 | N/A | 0.03% | -124,000 |
| 11 | SWP: OIS 3.177500 17-JAN-2030 - 3.18 2030-01-17 | N/A | 0.03% | -15,000 |
| 12 | SWP: IFS 2.344700 12-JUL-2024 USC - 2.34 2024-07-12 | N/A | 0.01% | -27,200 |
| 13 | SWP: IFS 2.349500 07-FEB-2026 - 2.35 2026-02-07 | N/A | 0.01% | -14,000 |
| 14 | SWP: IFS 2.407200 12-JUL-2026 USC - 2.41 2026-07-12 | N/A | 0.01% | -21,000 |
| 15 | SWP: IFS 2.441000 07-FEB-2030 - 2.44 2030-02-07 | N/A | 0.01% | -20,000 |
| 16 | SWP: IFS 2.470200 19-MAR-2026 USC - 2.47 2026-03-19 | N/A | 0.01% | -85,000 |
| 17 | SWP: IFS 2.478000 01-JUN-2030 USC - 2.48 2030-06-01 | N/A | 0.01% | -30,000 |
| 18 | SWP: IFS 2.482200 19-MAR-2031 USC - 2.48 2031-03-19 | N/A | 0.01% | -34,000 |
| 19 | SWP: IFS 2.484200 26-FEB-2031 USC - 2.48 2031-02-26 | N/A | 0.01% | -26,500 |
| 20 | SWP: IFS 2.502500 13-APR-2026 - 2.5 2026-04-13 | N/A | 0.01% | -43,500 |
| 21 | SWP: IFS 2.507000 22-DEC-2029 - 2.51 2029-12-22 | N/A | 0.01% | -25,000 |
| 22 | SWP: IFS 2.515000 11-OCT-2029 - 2.52 2029-10-11 | N/A | 0.01% | -12,500 |
| 23 | SWP: IFS 2.442200 30-JAN-2031 USC - 2.44 2031-01-30 | N/A | 0.00% | -13,000 |
| 24 | SWP: IFS 2.557644 16-APR-2027 USC - 2.56 2027-04-16 | N/A | 0.00% | -11,000 |
| 25 | SWP: IFS 2.558200 05-APR-2031 USC - 2.56 2031-04-05 | N/A | 0.00% | -21,000 |
| 26 | SWP: IFS 2.568948 24-APR-2027 USC - 2.57 2027-04-24 | N/A | 0.00% | -12,500 |
| 27 | SWP: IFS 2.569904 16-APR-2029 USC - 2.57 2029-04-16 | N/A | 0.00% | -13,500 |
| 28 | SWP: IFS 2.580000 22-NOV-2024 - 2.58 2024-11-22 | N/A | 0.00% | -7,500 |
| 29 | SWP: IFS 2.584911 24-APR-2029 USC - 2.58 2029-04-24 | N/A | 0.00% | -10,600 |
| 30 | SWP: IFS 2.589042 16-APR-2031 USC - 2.59 2031-04-16 | N/A | 0.00% | -14,400 |
| 31 | SWP: IFS 2.606200 23-AUG-2030 USC - 2.61 2030-08-23 | N/A | 0.00% | -28,000 |
| 32 | SWP: IFS 2.615000 28-FEB-2028 - 2.62 2028-02-28 | N/A | 0.00% | -8,000 |
| 33 | SWP: IFS 2.709000 07-DEC-2029 - 2.71 2029-12-07 | N/A | 0.00% | -24,000 |
| 34 | SWP: IFS 2.738000 07-DEC-2025 - 2.74 2025-12-07 | N/A | 0.00% | -17,000 |
| 35 | SWP: IFS 2.823000 24-JUN-2032 - 2.82 2032-06-24 | N/A | 0.00% | -97,600 |
| 36 | SWP: IFS 2.800000 27-OCT-2029 - 2.8 2029-10-27 | N/A | -0.01% | -25,000 |
| 37 | DERIV USD BALANCE WITH R93533 LCH - 5.34 2024-05-08 | N/A | -0.56% | -14,705 |
