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BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long US TREASURY N/B United States Treasury Note/Bond 2025-03-20 0.00000000 USD 100000.00000000 109.75000000 USD 2024-12-06 XXXX 321210.46000000 N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DF5 80000.00000000 PA USD 80098.30000000 0.037546496396 Long DBT CORP CA N 2 2034-02-15 Fixed 5.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H0326C9 -4600000.00000000 PA USD -4205996.75000000 -1.97158294018 Short ABS-MBS USGA US N 2 2054-12-15 Fixed 3.50000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EK0 30000.00000000 PA USD 31046.83000000 0.014553363688 Long DBT CORP US N 2 2054-02-22 Fixed 5.55000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 81.00000000 NC USD 121500.00000000 0.056953759470 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Call Purchased BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long US TREASURY N/B United States Treasury Note/Bond 2025-03-20 0.00000000 USD 100000.00000000 110.00000000 USD 2024-12-27 XXXX 49219.24000000 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCN9 60000.00000000 PA USD 55624.10000000 0.026074087342 Long DBT CORP US N 2 2058-10-15 Fixed 4.95000000 N N N N N N GS Mortgage Securities Trust N/A 36255TAA0 382758.56000000 PA USD 279126.68000000 0.130842088843 Long ABS-MBS CORP US N 2 2031-09-15 Floating 6.45700000 N N N N N N 2025-01-23 Legg Mason Partners Institutional Trust Christopher Berarducci Christopher Berarducci Principal Financial Officer XXXX