BNP PARIBAS FINANCIAL MARKETS

Holdings History for SOUTHWEST AIRLS CO - NOTE 1.250% 5/0

Investment type: Debt / NOTE 1.250% 5/0

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Option	Weight	Change	Value $	Principal	Price	All Holders
31 Mar 2025		0%	0%	$3,850,031	3,784,000	101.75%	Q1 2025
31 Dec 2024		0%	0%	$5,596,478	5,452,000	102.65%	Q4 2024
30 Jun 2024		0.01%	0%	$6,556,448	6,444,000	101.75%	Q2 2024
31 Mar 2024		0.01%	0%	$6,452,512	6,376,000	101.2%	Q1 2024
31 Dec 2023		0%	0%	$2,146,780	2,117,000	101.41%	Q4 2023
30 Sep 2023		0%	0%	$141,502	141,000	100.36%	Q3 2023
30 Jun 2023		0%	0%	$2,351,303	2,036,000	115.49%	Q2 2023
31 Mar 2023		0%	0%	$1,704,975	1,500,000	113.67%	Q1 2023
31 Dec 2022		0.02%	0%	$8,505,018	7,033,000	120.93%	Q4 2022
30 Sep 2022			0%	$45,898,185	1,488,268	3084.0% ^*	Q3 2022
30 Sep 2022		0%	0%	$1,110,218	969,000	114.57%	Q3 2022
30 Sep 2022	put		0%	$1,542,000	500	308400.0% ^*	Q3 2022
30 Jun 2022		0.07%	0%	$29,966,903	25,307,000	118.41%	Q2 2022
31 Mar 2022		0.03%	0%	$17,621,018	12,944,000	136.13%	Q1 2022
31 Dec 2021		0.02%	0%	$10,014,055	7,500,000	133.52%	Q4 2021
30 Sep 2021		0.13%	0%	$56,566,014	37,818,000	149.57%	Q3 2021
30 Jun 2021		0.16%	0%	$81,636,369	53,771,000	151.82%	Q2 2021
31 Mar 2021		0.18%	0%	$80,712,227	46,847,000	172.29%	Q1 2021
31 Dec 2020		0.22%	0%	$57,844,490	39,736,000	145.57%	Q4 2020
30 Sep 2020		0.01%	0%	$5,627,210	4,306,000	130.68%	Q3 2020
30 Jun 2020		0.01%	0%	$2,825,495	2,362,000	119.62%	Q2 2020

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.