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N/A 748940AC7 487391.48000000 PA USD 466227.48000000 0.031372975017 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6.00000000 N N N N N N Freddie Mac N/A 31396HRK7 523186.54000000 PA USD 92970.04000000 0.006256059257 Long ABS-MBS USGSE US N 2 2036-02-15 Floating 6.54000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1150000.00000000 OU Notional Amount USD 9049.76000000 0.000608968597 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Valero Energy Corp Valero Energy Corp Y buy protection 2025-12-20 12762.08000000 USD 0.00000000 USD 1150000.00000000 USD -3712.32000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 19970.03000000 0.001343805929 N/A DFE XX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 705670.00000000 USD 592835.30000000 EUR 2021-02-11 19970.03000000 N N N NOKIA OYJ 549300A0JPRWG1KI7U06 000000000 480000.00000000 PA 610640.98000000 0.041090722945 Long DBT CORP FI Y 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