| 1 | LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | $105.13
+0.4% | 95.14% | 2,968,928 |
| 2 | BLK CSH FND TREASURY SL AGENCY | N/A | 4.14% | 13,560,000 |
| 3 | SWP: OIS 1.242000 15-DEC-2031 - 1.24 2031-12-15 | N/A | 1.19% | -18,300,000 |
| 4 | USD ProShares Ultra Semiconductors | $90.67
+7.9% | 0.67% | 2,194,421 |
| 5 | SWP: OIS 1.352500 15-DEC-2036 - 1.35 2036-12-15 | N/A | 0.58% | -6,400,000 |
| 6 | SWP: OIS 1.285000 07-DEC-2051 - 1.28 2051-12-07 | N/A | 0.53% | -3,700,000 |
|
| 7 | SWP: OIS 1.277000 17-DEC-2031 - 1.28 2031-12-17 | N/A | 0.20% | -3,100,000 |
| 8 | CASH COLLATERAL USD XJPM - 5.34 2049-12-31 | N/A | 0.12% | 403,000 |
| 9 | SWP: OIS 1.002000 07-DEC-2026 - 1.0 2026-12-07 | N/A | 0.12% | -3,800,000 |
| 10 | SWP: OIS 3.271200 07-JUL-2053 SOF - 3.27 2053-07-07 | N/A | 0.04% | -1,000,000 |
| 11 | SWP: OIS 3.472700 18-JUL-2043 SOF - 3.47 2043-07-18 | N/A | 0.04% | -1,200,000 |
| 12 | SWP: OIS 3.663700 06-FEB-2034 SOF - 3.66 2034-02-06 | N/A | 0.04% | -2,500,000 |
| 13 | SWP: OIS 3.787700 25-JAN-2029 SOF - 3.79 2029-01-25 | N/A | 0.04% | -4,000,000 |
| 14 | SWP: OIS 3.350200 28-DEC-2053 SOF - 3.35 2053-12-28 | N/A | 0.03% | -700,000 |
| 15 | SWP: OIS 3.519200 28-DEC-2043 SOF - 3.52 2043-12-28 | N/A | 0.03% | -1,000,000 |
| 16 | SWP: OIS 3.529700 18-JUL-2038 SOF - 3.53 2038-07-18 | N/A | 0.03% | -1,000,000 |
| 17 | SWP: OIS 3.560700 18-JUL-2033 SOF - 3.56 2033-07-18 | N/A | 0.03% | -1,500,000 |
| 18 | SWP: OIS 3.724700 24-JAN-2034 SOF - 3.72 2034-01-24 | N/A | 0.03% | -2,000,000 |
| 19 | CME CME Group | $210.94
-0.8% | 0.02% | -1,500,000 |
| 20 | SWP: OIS 3.510200 28-DEC-2033 SOF - 3.51 2033-12-28 | N/A | 0.02% | -800,000 |
| 21 | SWP: OIS 3.512200 06-FEB-2054 SOF - 3.51 2054-02-06 | N/A | 0.02% | -600,000 |
| 22 | SWP: OIS 3.598700 15-MAR-2054 SOF - 3.6 2054-03-15 | N/A | 0.02% | -900,000 |
| 23 | SWP: OIS 3.698700 12-JAN-2029 SOF - 3.7 2029-01-12 | N/A | 0.02% | -2,000,000 |
| 24 | SWP: OIS 3.725200 14-FEB-2049 SOF - 3.73 2049-02-14 | N/A | 0.02% | -1,000,000 |
| 25 | SWP: OIS 3.738200 22-SEP-2053 SOF - 3.74 2053-09-22 | N/A | 0.02% | -1,000,000 |
| 26 | SWP: OIS 3.755200 07-MAR-2034 SOF - 3.76 2034-03-07 | N/A | 0.02% | -1,300,000 |
| 27 | SWP: OIS 3.760200 24-JAN-2044 SOF - 3.76 2044-01-24 | N/A | 0.02% | -1,000,000 |
| 28 | SWP: OIS 3.781200 31-AUG-2043 SOF - 3.78 2043-08-31 | N/A | 0.02% | -1,000,000 |
| 29 | SWP: OIS 3.800700 07-MAR-2031 SOF - 3.8 2031-03-07 | N/A | 0.02% | -2,000,000 |
| 30 | SWP: OIS 3.840700 11-MAR-2029 SOF - 3.84 2029-03-11 | N/A | 0.02% | -2,000,000 |
| 31 | SWP: OIS 3.907700 20-FEB-2031 SOF - 3.91 2031-02-20 | N/A | 0.02% | -2,000,000 |
| 32 | SWP: OIS 3.974200 20-FEB-2029 SOF - 3.97 2029-02-20 | N/A | 0.02% | -3,500,000 |
| 33 | SWP: OIS 4.011200 13-JUL-2028 SOF - 4.01 2028-07-13 | N/A | 0.02% | -2,300,000 |
| 34 | SWP: OIS 4.150700 22-NOV-2028 SOF - 4.15 2028-11-22 | N/A | 0.02% | -4,000,000 |
