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{"n": 19, "notional_bn": 0.72}, "gbp_gic": {"n": 0, "notional_bn": 0.0}, "eur_long": {"n": 3, "notional_bn": 0.21}}}, "2026-09-10": {"rates": {"gnw_fwd": {"n": 14, "notional_bn": 0.82}, "long_spot": {"n": 75, "notional_bn": 7.91}, "jumbo_bilat": {"n": 19, "notional_bn": 8.33}, "long_bilat": {"n": 15, "notional_bn": 1.44}}, "asw": {"spread_leg": {"n": 73, "notional_bn": 2.01}, "upfront": {"n": 8, "notional_bn": 0.11}, "off_tenor": {"n": 80, "notional_bn": 2.34}}, "tips": {"cpi_size": {"n": 15, "notional_bn": 1.12}, "cpi_seasoned": {"n": 62, "notional_bn": 7.04}, "tips_match": {"n": 6, "notional_bn": 0.58}}, "options": {"mlf_recv": {"n": 0, "notional_bn": 0.0}, "mlf_payer": {"n": 0, "notional_bn": 0.0}, "mlf_cap": {"n": 1, "notional_bn": 1.1}, "mlf_floor": {"n": 1, "notional_bn": 1.1}}, "credit": {"mlf_ig5": {"n": 175, "notional_bn": 30.86}, "mlf_ig10": {"n": 2, "notional_bn": 0.05}, "mlf_itraxx": {"n": 33, "notional_bn": 5.39}, "mlf_tranche": {"n": 0, "notional_bn": 0.0}, "mlf_sov": {"n": 0, "notional_bn": 0.0}}, "europe": {"ccs_ins": {"n": 26, "notional_bn": 0.95}, "gbp_gic": {"n": 0, "notional_bn": 0.0}, "eur_long": {"n": 15, "notional_bn": 3.1}}}, "2026-09-11": {"rates": {"gnw_fwd": {"n": 14, "notional_bn": 1.56}, "long_spot": {"n": 78, "notional_bn": 7.64}, "jumbo_bilat": {"n": 21, "notional_bn": 7.39}, "long_bilat": {"n": 17, "notional_bn": 1.63}}, "asw": {"spread_leg": {"n": 36, "notional_bn": 2.18}, "upfront": {"n": 3, "notional_bn": 0.01}, "off_tenor": {"n": 57, "notional_bn": 1.24}}, "tips": {"cpi_size": {"n": 15, "notional_bn": 1.09}, "cpi_seasoned": {"n": 70, "notional_bn": 4.59}, "tips_match": {"n": 5, "notional_bn": 0.51}}, "options": {"mlf_recv": {"n": 1, "notional_bn": 0.25}, "mlf_payer": {"n": 2, "notional_bn": 0.5}, "mlf_cap": {"n": 1, "notional_bn": 0.25}, "mlf_floor": {"n": 0, "notional_bn": 0.0}}, "credit": {"mlf_ig5": {"n": 109, "notional_bn": 19.39}, "mlf_ig10": {"n": 3, "notional_bn": 0.1}, "mlf_itraxx": {"n": 26, "notional_bn": 4.26}, "mlf_tranche": {"n": 0, "notional_bn": 0.0}, "mlf_sov": {"n": 0, "notional_bn": 0.0}}, "europe": {"ccs_ins": {"n": 35, "notional_bn": 1.27}, "gbp_gic": {"n": 1, "notional_bn": 0.09}, "eur_long": {"n": 34, "notional_bn": 5.81}}}, "2026-09-14": {"rates": {"gnw_fwd": {"n": 15, "notional_bn": 1.54}, "long_spot": {"n": 56, "notional_bn": 5.54}, "jumbo_bilat": {"n": 9, "notional_bn": 3.58}, "long_bilat": {"n": 14, "notional_bn": 1.57}}, "asw": {"spread_leg": {"n": 33, "notional_bn": 1.34}, "upfront": {"n": 9, "notional_bn": 0.69}, "off_tenor": {"n": 74, "notional_bn": 2.24}}, "tips": {"cpi_size": {"n": 57, "notional_bn": 2.59}, "cpi_seasoned": {"n": 30, "notional_bn": 2.43}, "tips_match": {"n": 5, "notional_bn": 0.17}}, "options": {"mlf_recv": {"n": 0, "notional_bn": 0.0}, "mlf_payer": {"n": 0, "notional_bn": 0.0}, "mlf_cap": {"n": 1, "notional_bn": 0.44}, "mlf_floor": {"n": 5, "notional_bn": 1.44}}, "credit": {"mlf_ig5": {"n": 154, "notional_bn": 27.47}, "mlf_ig10": {"n": 0, "notional_bn": 0.0}, "mlf_itraxx": {"n": 44, "notional_bn": 7.21}, "mlf_tranche": {"n": 3, "notional_bn": 0.11}, "mlf_sov": {"n": 0, "notional_bn": 0.0}}, "europe": {"ccs_ins": {"n": 25, "notional_bn": 0.92}, "gbp_gic": {"n": 1, "notional_bn": 0.09}, "eur_long": {"n": 16, "notional_bn": 1.8}}}, "2026-09-15": {"rates": {"gnw_fwd": {"n": 20, "notional_bn": 1.21}, "long_spot": {"n": 66, "notional_bn": 8.82}, "jumbo_bilat": {"n": 29, "notional_bn": 10.1}, "long_bilat": {"n": 5, "notional_bn": 0.4}}, "asw": {"spread_leg": {"n": 71, "notional_bn": 6.65}, "upfront": {"n": 7, "notional_bn": 1.0}, "off_tenor": {"n": 45, "notional_bn": 1.2}}, "tips": {"cpi_size": {"n": 27, "notional_bn": 1.51}, "cpi_seasoned": {"n": 62, "notional_bn": 5.12}, "tips_match": {"n": 4, "notional_bn": 0.12}}, "options": {"mlf_recv": {"n": 0, "notional_bn": 0.0}, "mlf_payer": {"n": 2, "notional_bn": 0.4}, "mlf_cap": {"n": 5, "notional_bn": 3.05}, "mlf_floor": {"n": 5, "notional_bn": 3.05}}, "credit": {"mlf_ig5": {"n": 119, "notional_bn": 21.37}, "mlf_ig10": {"n": 1, "notional_bn": 0.03}, "mlf_itraxx": {"n": 20, "notional_bn": 3.43}, "mlf_tranche": {"n": 11, "notional_bn": 0.86}, "mlf_sov": {"n": 0, "notional_bn": 0.0}}, "europe": {"ccs_ins": {"n": 46, "notional_bn": 1.83}, "gbp_gic": {"n": 0, "notional_bn": 0.0}, "eur_long": {"n": 9, "notional_bn": 0.94}}}, "2026-09-16": {"rates": {"gnw_fwd": {"n": 5, "notional_bn": 0.24}, "long_spot": {"n": 43, "notional_bn": 3.41}, "jumbo_bilat": {"n": 10, "notional_bn": 4.13}, "long_bilat": {"n": 24, "notional_bn": 1.43}}, "asw": {"spread_leg": {"n": 64, "notional_bn": 2.61}, "upfront": {"n": 20, "notional_bn": 0.27}, "off_tenor": {"n": 74, "notional_bn": 2.07}}, "tips": {"cpi_size": {"n": 23, "notional_bn": 1.32}, "cpi_seasoned": {"n": 93, "notional_bn": 6.13}, "tips_match": {"n": 1, "notional_bn": 0.04}}, "options": {"mlf_recv": {"n": 0, "notional_bn": 0.0}, "mlf_payer": {"n": 0, "notional_bn": 0.0}, "mlf_cap": {"n": 2, "notional_bn": 0.55}, "mlf_floor": {"n": 1, "notional_bn": 0.25}}, "credit": {"mlf_ig5": {"n": 179, "notional_bn": 28.52}, "mlf_ig10": {"n": 0, "notional_bn": 0.0}, "mlf_itraxx": {"n": 26, "notional_bn": 4.28}, "mlf_tranche": {"n": 1, "notional_bn": 0.02}, "mlf_sov": {"n": 0, "notional_bn": 0.0}}, "europe": {"ccs_ins": {"n": 31, "notional_bn": 1.33}, "gbp_gic": {"n": 0, "notional_bn": 0.0}, "eur_long": {"n": 3, "notional_bn": 0.34}}}, "2026-09-17": {"rates": {"gnw_fwd": {"n": 4, "notional_bn": 0.19}, "long_spot": {"n": 49, "notional_bn": 4.57}, "jumbo_bilat": {"n": 10, "notional_bn": 4.45}, "long_bilat": {"n": 11, "notional_bn": 1.24}}, "asw": {"spread_leg": {"n": 38, "notional_bn": 0.37}, "upfront": {"n": 7, "notional_bn": 0.76}, "off_tenor": {"n": 56, "notional_bn": 1.94}}, "tips": {"cpi_size": {"n": 54, "notional_bn": 2.91}, "cpi_seasoned": {"n": 74, "notional_bn": 8.4}, "tips_match": {"n": 4, "notional_bn": 0.22}}, "options": {"mlf_recv": {"n": 3, "notional_bn": 0.5}, "mlf_payer": {"n": 8, "notional_bn": 1.48}, "mlf_cap": {"n": 6, "notional_bn": 3.58}, "mlf_floor": {"n": 5, "notional_bn": 3.2}}, "credit": {"mlf_ig5": {"n": 116, "notional_bn": 21.25}, "mlf_ig10": {"n": 2, "notional_bn": 0.06}, "mlf_itraxx": {"n": 15, "notional_bn": 2.49}, "mlf_tranche": {"n": 5, "notional_bn": 0.17}, "mlf_sov": {"n": 0, "notional_bn": 0.0}}, "europe": {"ccs_ins": {"n": 14, "notional_bn": 0.55}, "gbp_gic": {"n": 1, "notional_bn": 0.09}, "eur_long": {"n": 7, "notional_bn": 0.54}}}, "2026-09-18": {"rates": {"gnw_fwd": {"n": 36, "notional_bn": 1.7}, "long_spot": {"n": 86, "notional_bn": 7.73}, "jumbo_bilat": {"n": 19, "notional_bn": 5.64}, "long_bilat": {"n": 16, "notional_bn": 1.34}}, "asw": {"spread_leg": {"n": 49, "notional_bn": 1.73}, "upfront": {"n": 7, "notional_bn": 0.14}, "off_tenor": {"n": 67, "notional_bn": 1.97}}, "tips": {"cpi_size": {"n": 14, "notional_bn": 0.58}, "cpi_seasoned": {"n": 81, "notional_bn": 8.15}, "tips_match": {"n": 2, "notional_bn": 0.22}}, "options": {"mlf_recv": {"n": 0, "notional_bn": 0.0}, "mlf_payer": {"n": 3, "notional_bn": 0.75}, "mlf_cap": {"n": 11, "notional_bn": 5.05}, "mlf_floor": {"n": 8, "notional_bn": 3.45}}, "credit": {"mlf_ig5": {"n": 131, "notional_bn": 23.57}, "mlf_ig10": {"n": 0, "notional_bn": 0.0}, "mlf_itraxx": {"n": 25, "notional_bn": 4.14}, "mlf_tranche": {"n": 3, "notional_bn": 0.23}, "mlf_sov": {"n": 0, "notional_bn": 0.0}}, "europe": {"ccs_ins": {"n": 32, "notional_bn": 0.98}, "gbp_gic": {"n": 0, "notional_bn": 0.0}, "eur_long": {"n": 0, "notional_bn": 0.0}}}, "2026-09-21": {"rates": {"gnw_fwd": {"n": 11, "notional_bn": 1.2}, "long_spot": {"n": 44, "notional_bn": 3.88}, "jumbo_bilat": {"n": 8, "notional_bn": 3.25}, "long_bilat": {"n": 19, "notional_bn": 0.83}}, "asw": {"spread_leg": {"n": 38, "notional_bn": 1.29}, "upfront": {"n": 5, "notional_bn": 0.09}, "off_tenor": {"n": 52, "notional_bn": 1.97}}, "tips": {"cpi_size": {"n": 19, "notional_bn": 1.21}, "cpi_seasoned": {"n": 73, "notional_bn": 6.99}, "tips_match": {"n": 3, "notional_bn": 0.15}}, "options": {"mlf_recv": {"n": 0, "notional_bn": 0.0}, "mlf_payer": {"n": 0, "notional_bn": 0.0}, "mlf_cap": {"n": 0, "notional_bn": 0.0}, "mlf_floor": {"n": 1, "notional_bn": 0.45}}, "credit": {"mlf_ig5": {"n": 178, "notional_bn": 34.91}, "mlf_ig10": {"n": 6, "notional_bn": 1.37}, "mlf_itraxx": {"n": 79, "notional_bn": 13.57}, "mlf_tranche": {"n": 9, "notional_bn": 0.47}, "mlf_sov": {"n": 3, "notional_bn": 0.12}}, "europe": {"ccs_ins": {"n": 22, "notional_bn": 0.72}, "gbp_gic": {"n": 2, "notional_bn": 0.18}, "eur_long": {"n": 10, "notional_bn": 0.99}}}, "2026-09-22": {"rates": {"gnw_fwd": {"n": 2, "notional_bn": 0.21}, "long_spot": {"n": 64, "notional_bn": 8.45}, "jumbo_bilat": {"n": 28, "notional_bn": 8.74}, "long_bilat": {"n": 9, "notional_bn": 0.9}}, "asw": {"spread_leg": {"n": 61, "notional_bn": 1.62}, "upfront": {"n": 13, "notional_bn": 0.35}, "off_tenor": {"n": 43, "notional_bn": 1.64}}, "tips": {"cpi_size": {"n": 42, "notional_bn": 2.94}, "cpi_seasoned": {"n": 75, "notional_bn": 6.75}, "tips_match": {"n": 6, "notional_bn": 0.34}}, "options": {"mlf_recv": {"n": 0, "notional_bn": 0.0}, "mlf_payer": {"n": 3, "notional_bn": 0.5}, "mlf_cap": {"n": 4, "notional_bn": 2.05}, "mlf_floor": {"n": 4, "notional_bn": 2.05}}, "credit": {"mlf_ig5": {"n": 141, "notional_bn": 27.49}, "mlf_ig10": {"n": 9, "notional_bn": 2.22}, "mlf_itraxx": {"n": 52, "notional_bn": 10.37}, "mlf_tranche": {"n": 55, "notional_bn": 4.88}, "mlf_sov": {"n": 2, "notional_bn": 0.1}}, "europe": {"ccs_ins": {"n": 31, "notional_bn": 1.38}, "gbp_gic": {"n": 0, "notional_bn": 0.0}, "eur_long": {"n": 25, "notional_bn": 2.38}}}, "_defs": {"rates": {"gnw_fwd": ["Forward-start swap", "start \u2265 10y forward \u00b7 10\u201330y tail \u00b7 $10\u2013250m", "Genworth: 300 forward-start LTC hedges, 15\u201330y"], "long_spot": ["Long spot swap", "spot start \u00b7 tail \u2265 20y \u00b7 \u2265 $50m", "MetLife, Pacific Life, Corebridge: 20y+ books"], "jumbo_bilat": ["Jumbo bilateral swap", "uncleared \u00b7 non-package \u00b7 \u2265 $250m \u00b7 2\u201310y", "Athene: $175m\u20131bn FHLB and rho hedges, bilateral"], "long_bilat": ["Long bilateral swap", "uncleared \u00b7 non-package \u00b7 spot \u00b7 tail \u2265 10y \u00b7 $10\u2013250m", "MetLife, Pacific Life: bilateral 10\u201330y books"]}, "asw": {"spread_leg": ["Spread-leg swap", "fixed vs SOFR + spread \u00b7 tail \u2265 3y", "Corebridge: SOFR+220bp hedges of investment, 2034\u20132054"], "upfront": ["Upfront-fee bilateral", "uncleared \u00b7 non-package \u00b7 upfront payment \u00b7 tail \u2265 5y", "no upfront-payment field in Schedule DB; structure shown for comparison"], "off_tenor": ["Bond-dated maturity", "spot \u00b7 non-package \u00b7 maturity off the \u00bd-year grid \u00b7 3y+ \u00b7 \u2264 $100m", "MetLife: 874 pay-fixed asset-portfolio swaps to bond dates"]}, "tips": {"cpi_size": ["Insurer-sized CPI swap", "zero-coupon CPI-U \u00b7 5\u201330y \u00b7 $25\u2013150m", "MetLife: 8 inflation swaps, $62.5m median, 10y"], "cpi_seasoned": ["Seasoned CPI swap", "effective date > 20d past \u00b7 \u2265 $10m", "inflation hedge matched to an existing bond"], "tips_match": ["TIPS-dated CPI swap", "expiry on a TIPS maturity \u00b7 $10\u2013150m", "TIPS asset swap"]}, "options": {"mlf_recv": ["Receiver swaption", "3\u20137y expiry \u00b7 10\u201320y tail \u00b7 K \u2264 F \u2212 100 bp \u00b7 \u2265 $100m \u00b7 uncleared", "MetLife: 71 positions, 5y\u00d715y, ~2.2%"], "mlf_payer": ["Payer swaption", "2\u20137y expiry \u00b7 8\u201312y tail \u00b7 K \u2265 F + 75 bp \u00b7 \u2265 $100m \u00b7 uncleared", "MetLife: 18 positions, 5.2\u20136.0%"], "mlf_cap": ["SOFR cap", "term 1\u20135y \u00b7 \u2265 $250m", "MetLife: 16 positions, 2.9\u20134.8%"], "mlf_floor": ["SOFR floor", "term 1\u20135y \u00b7 \u2265 $250m", "MetLife: 13 positions, 2.8\u20133.1%"]}, "credit": {"mlf_ig5": ["CDX IG 5y index", "CDX.NA.IG 5y \u00b7 outright \u00b7 cleared \u00b7 \u2265 $100m", "MetLife: sold protection, $50\u2013350m lines, ICE-cleared"], "mlf_ig10": ["CDX IG 10y index", "CDX.NA.IG 10y \u00b7 outright \u00b7 \u2265 $25m", "MetLife: IG.44 10y lines maturing 2035"], "mlf_itraxx": ["iTraxx Main index", "iTraxx Europe \u00b7 outright \u00b7 cleared \u00b7 \u2265 \u20ac250m", "MetLife: \u20ac370\u2013430m lines, ICE-cleared"], "mlf_tranche": ["IG index tranche", "CDX IG / iTraxx Main tranche \u00b7 outright \u00b7 \u2265 $20m", "MetLife: CDT7 / CDT15 tranches on IG37\u201339, up to $1bn bilateral"], "mlf_sov": ["Sovereign single name", "sovereign CDS \u00b7 $25\u2013150m", "MetLife: protection bought on Brazil, $52\u201388m"]}, "europe": {"ccs_ins": ["Cross-currency swap", "EUR/USD or GBP/USD basis swap \u00b7 2\u201320y \u00b7 $2\u201360m", "Athene 1,962 and Corebridge 866 positions, median $6\u201311m, 8\u201313y"], "gbp_gic": ["GBP liability hedge", "fixed vs SONIA \u00b7 tail \u2265 15y \u00b7 \u2265 \u00a3100m \u00b7 uncleared", "Corebridge and MetLife: 17 SONIA swaps, GIC and asset hedges to 2053"], "eur_long": ["EUR long bilateral swap", "fixed vs \u20acSTR/EURIBOR \u00b7 uncleared \u00b7 tail \u2265 10y \u00b7 \u2265 \u20ac50m", "MetLife: EUR-referenced swap hedges (few at position level)"]}}, "_schedule_db": {"cpi_size": {"positions": 8, "notional_bn": 0.58, "insurers": ["metlife", "new_york_life"]}, "cpi_seasoned": {"positions": 19, "notional_bn": 0.88, "insurers": ["new_york_life", "metlife"]}, "tips_match": {"positions": 0, "notional_bn": 0.0, "insurers": []}, "gnw_fwd": {"positions": 300, "notional_bn": 7.37, "insurers": ["genworth"]}, "long_spot": {"positions": 702, "notional_bn": 30.12, "insurers": ["metlife", "genworth", "pacific_life", "corebridge", "new_york_life", "athene"]}, "long_bilat": {"positions": 975, "notional_bn": 37.75, "insurers": ["metlife", "genworth", "corebridge", "pacific_life", "new_york_life", "athene"]}, "off_tenor": {"positions": 896, "notional_bn": 20.39, "insurers": ["metlife", "genworth", "pacific_life", "corebridge", "new_york_life", "athene"]}, "jumbo_bilat": {"positions": 156, "notional_bn": 70.54, "insurers": ["metlife", "athene", "corebridge", "new_york_life", "jackson", "pacific_life"]}, "spread_leg": {"positions": 73, "notional_bn": 17.46, "insurers": ["corebridge", "metlife", "new_york_life"]}, "upfront": {"positions": null, "notional_bn": null, "insurers": [], "note": "Schedule DB Part A carries no upfront-payment field; no filing fingerprint is derivable."}, "mlf_recv": {"positions": 71, "notional_bn": null, "insurers": ["metlife"]}, "mlf_payer": {"positions": 18, "notional_bn": null, "insurers": ["metlife"]}, "mlf_cap": {"positions": 16, "notional_bn": 10.0, "insurers": ["metlife"]}, "mlf_floor": {"positions": 13, "notional_bn": 4.89, "insurers": ["metlife"]}, "mlf_ig5": {"positions": 16, "notional_bn": 2.81, "insurers": ["metlife"]}, "mlf_ig10": {"positions": 16, "notional_bn": 2.81, "insurers": ["metlife"]}, "mlf_itraxx": {"positions": 16, "notional_bn": 2.81, "insurers": ["metlife"]}, "mlf_tranche": {"positions": 29, "notional_bn": 3.73, "insurers": ["metlife"]}, "mlf_sov": {"positions": 8, "notional_bn": 0.3, "insurers": ["metlife"]}, "ccs_ins": {"positions": 2864, "notional_bn": 57.75, "insurers": ["athene", "corebridge", "metlife", "genworth"]}, "eur_long": {"positions": 2, "notional_bn": 0.08, "insurers": ["metlife"]}, "gbp_gic": {"positions": 17, "notional_bn": 2.3, "insurers": ["metlife", "corebridge"]}}, "_meta": {"built": "2026-10-01T18:00:34", "note": "Counts of tape prints matching Schedule DB structures; no print is attributed to any filer. 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"notional_bn": 2.9}, "mlf_sov": {"n": 2, "notional_bn": 0.15}}, "europe": {"ccs_ins": {"n": 31, "notional_bn": 1.19}, "gbp_gic": {"n": 1, "notional_bn": 0.09}, "eur_long": {"n": 6, "notional_bn": 0.68}}}, "2026-09-28": {"rates": {"gnw_fwd": {"n": 44, "notional_bn": 2.46}, "long_spot": {"n": 62, "notional_bn": 5.87}, "jumbo_bilat": {"n": 10, "notional_bn": 2.83}, "long_bilat": {"n": 20, "notional_bn": 1.15}}, "asw": {"spread_leg": {"n": 57, "notional_bn": 1.02}, "upfront": {"n": 13, "notional_bn": 0.21}, "off_tenor": {"n": 83, "notional_bn": 3.01}}, "tips": {"cpi_size": {"n": 19, "notional_bn": 0.88}, "cpi_seasoned": {"n": 30, "notional_bn": 2.46}, "tips_match": {"n": 0, "notional_bn": 0.0}}, "options": {"mlf_recv": {"n": 0, "notional_bn": 0.0}, "mlf_payer": {"n": 1, "notional_bn": 0.25}, "mlf_cap": {"n": 2, "notional_bn": 0.5}, "mlf_floor": {"n": 0, "notional_bn": 0.0}}, "credit": {"mlf_ig5": {"n": 170, "notional_bn": 30.3}, "mlf_ig10": {"n": 2, "notional_bn": 0.1}, "mlf_itraxx": {"n": 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