# Clear Street Derivatives LLC X-17A-5 (2025-03-04) — Broker-dealer annual report - Company: Clear Street Derivatives LLC - Form: X-17A-5 - Filed: 2025-03-04 - Period: 2024-12-31 - Accession: 0001983408-25-000002 - CIK: 1983408 - Material weakness: No - Auditor: Ernst & Young LLP - Auditor location: NEW YORK, NY - Contact: Daniel Wenger - Phone: (646) 931-0315 - Email: dwenger@clearstreet.io - Website: clearstreet.io - Signed by: Daniel Wenger (Chief Financial Officer) Original filing: https://www.sec.gov/Archives/edgar/data/1983408/000198340825000002/2024_CSD_AUP_Rpt.pdf --- {0}------------------------------------------------ ![](_page_0_Picture_0.jpeg) Ernst & Young LLP Tel: (212)-773-3000 One Manhattan West www.ey.com New York, NY 10001 ## **Report of Independent Accountants on Applying Agreed-Upon Procedures** To the Board of Directors and Management of Clear Street Derivatives LLC: We have performed the procedures enumerated below related to Clear Street Derivatives LLC's compliance with its internal risk management controls as well as inventory pricing and modeling controls in compliance with U.S. Securities Exchange Commission ("SEC") Rule 240.15c3-4(c)(3) during the period January 1, 2024 to December 31, 2024. Clear Street Derivatives LLC is responsible for its compliance with those requirements. Clear Street Derivatives LLC's management has agreed to and acknowledged that the procedures performed are appropriate to meet the intended purpose of assisting users in determining whether the entity complied with the specified requirements. This report may not be suitable for any other purpose. The procedures performed may not address all the items of interest to a user of this report and may not meet the needs of all users of this report and, as such, users are responsible for determining whether the procedures performed are appropriate for their purposes. This agreed-upon procedures letter is required by the Securities and Exchange Commission's (the "Commission") Rule 240.15c3-4(c)(3). Combined, Clear Street Derivatives LLC and the Commission are the "Specified Parties." Clear Street Derivatives LLC is responsible for its internal risk management controls and its inventory pricing and modeling controls. The October 13, 2011, Securities Industry and Financial Markets Association ("SIFMA") letter addressed to Michael A. Macchiaroli of the Commission's Division of Trading and Markets lists the objectives outlined in Appendix A ("SIFMA Objectives"). We were engaged by Clear Street Derivatives LLC's management to perform this agreed-upon procedures engagement and conducted our engagement in accordance with attestation standards established by the American Institute of Certified Public Accountants ("AICPA"). We were not engaged to and did not conduct an examination or review engagement, the objective of which would be the expression of an opinion or conclusion, respectively, on compliance with the specified requirements. Accordingly, we do not express such an opinion or conclusion. Had we performed additional procedures, other matters might have come to our attention that would have been reported to you. We are required to be independent of Clear Street Derivatives LLC and to meet our other ethical responsibilities, as applicable, for agreed-upon procedures engagements set forth in the Preface: Applicable to All Members and Part 1 – Members in Public Practice of the Code of Professional Conduct established by the AICPA. This report is intended solely for the information and use of the Board of Directors and management of Clear Street Derivatives LLC. It is not intended to be and should not be used by anyone other than the specified parties. March 4, 2025 {1}------------------------------------------------ ![](_page_1_Picture_1.jpeg) Management's Report Over Subject Matter March 4, 2025 The agreed upon procedures are related to evaluating Clear Street Derivatives LLC's (the "Company", "CSD") compliance with U.S. Securities Exchange Commission ("SEC") Rule 240.15c3-4(c)(3) for the period from January 1, 2024 through December 31, 2024 (the "Subject Matter") which was conducted for the intended purpose of evaluating our compliance in accordance with SEC rules over internal risk management controls as well as inventory pricing and modeling controls ("Specified Requirements"). Clear Street Derivatives LLC is responsible for establishing and maintaining effective internal control over compliance with the Specified Requirements. We acknowledge that, as members of management of Clear Street Derivatives LLC (the "Company"), we are responsible for the Subject Matter being in accordance with U.S. Securities Exchange Commission ("SEC") Rule 240.15c3-4(c)(3) ("Criteria"). We also are responsible for selecting the Criteria against which the Subject Matter should be measured and for determining that such Criteria are appropriate for our purposes. We are responsible for the completeness and accuracy of the information in this Report, including how such information is presented. We agree to the procedures within Attachment A and acknowledge that the procedures are appropriate for the intended purpose for compliance with U.S. Securities Exchange Commission ("SEC") Rule 240.15c3-4(c)(3) during the period January 1, 2024, through December 31, 2024. No other party acknowledged the appropriateness of the procedures. Very truly yours, Signed by: Vaniel Wenger Daniel Wenger Chief Financial Officer Clear Street Derivatives LLC {2}------------------------------------------------ ## Attachment A: Results of Performing Agreed-Upon Procedures ## Rule 240.15c3-4(c)(3) | Procedure | SIFMA | Sub- | | | | | |--------------------------------------------------------------------------------------------------|------------------------------------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|----------------------|---------------|--| | reference | objectives | reference | Agreed-upon procedures performed and results | | | | | 1
The
existence
and
functionin
g of
oversight
committee
s to
maintain | S
240.15c3-
4(b)/(c) | We inspected that the Clear Street Derivatives LLC ("CSD")
Board of Directors and CSD Management Committee charters
cover the oversight of governance decisions at CSD, the
responsibility for maintaining policies, and the responsibility of
measuring risk.
We obtained written representations from management that the
CSD Board of Directors and CSD Management Committee
charters were in effect for the period from January 1, 2024
through December 31, 2024. | | | | | | | policies
and
measure
risk | | - We obtained written representations from management that the
reports from the CSD Board of Directors and CSD Management
Committee are circulated to the governing body and senior
management, made up of the below individuals and groups: | | | | | | | | Person/Group | Role | Service Dates | | | | | | Patrick Travers | Governing Body | 2024 | | | | | | Christy Moccia | Governing Body | 2024 | | | | | | Scott Gutmanstein | Governing Body | 2024 | | | | | | Nilimp Bhatt | Governing Body | Q1-Q2 2024 | | | | | | Andy Volz | Governing Body | Q1-Q2 2024 | | | | | | Atul Pawar | Governing Body | Q3-Q4 2024 | | | | | | Ed Tilly | Governing Body | Q3-Q4 2024 | | | | | | CSD Management Committee | Senior
Management | 2024 | | | | | | - On a sample basis, we obtained and inspected the CSD Board
of Director meeting minutes for the February 2024 and October
2024 meetings. | | | | | | | - We obtained and inspected that the written CSD Security-
Based Swap Dealer ("SBSD") risk management program
within the CSD SBSD manual outlines policies on the
resolution of limit violations. | | | | | | | | | - We obtained and inspected that the CSD Risk Management
Program outlines market risk, credit risk, and liquidity risk
policies. | | | | | | | | - We obtained and inspected that the CSD Risk Management
Procedure outlines market risk, credit risk and the tolerance
limit escalation policies. | | | | | | | | - We obtained and inspected that the CSD Operations
Procedures document outlines operational risk policy. | | | | ![](_page_2_Picture_4.jpeg) {3}------------------------------------------------ | Procedure
reference | SIFMA
objectives | Sub-
reference | Agreed-upon procedures performed and results | | | |------------------------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|-------------------------------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|-----| | | | | | - We obtained and inspected the CSD Trader Mandate for
policies on risk limits and resolution of limit violations. | | | | | | | - We obtained written representations from management that the
CSD SBSD Manual, CSD Risk Management Program, CSD
Risk Management Procedure, CSD Operations Procedure, and
CSD Trader Mandate documents were in effect for the period
from January 1, 2024 through December 31, 2024. | | | 2 | The
independe
nce of risk
managem
ent units
trom
business | S
240.15c3-
4(b)(c) | through December 31, 2024 | - We inspected the organization chart for the Risk function and
the business functions that was in effect from January 1, 2024
- We obtained written representations from management that the
risk function organization chart provided was accurate for the
period from January 1, 2024 through December 31, 2024. | | | | units | | | - We obtained written representations from management that the
risk management units are independent of business units. | | | 3 | Risk limits
with
respect to
trading
and
counterpa
rt
exposures
and
quidelines
with
respect to
reliance
upon
funding
sources | S
240.15c3-
4(d)(2)/(7) | limit escalation policies. | - We obtained and inspected that the Risk Management Program
outlines market risk, credit risk, and liquidity risk policies.
- We obtained and inspected that the CSD Risk Management
Procedure outlines market risk, credit risk and the tolerance
- We obtained and inspected that the CSD Risk Management
Procedure Policy outlines risk limit change policies.
- We obtained and inspected the CSD Trader Mandate for
policies on risk limits and resolution of limit violations. | | | 4 | Assigned
responsibi
lities for
the daily
performan
ce of risk
measurem
ent and
monitoring
functions
with
respect to
market,
credit and
liquidity
risks to
specific
organizati
onal units | S
240.15c3-
4(c)(5) | We obtained the CSD Risk Management Program and
inspected it outlined that the Chief Risk Officer is a part of the
governing body and management committee, is independent of
the business trading unit, and has clear reporting lines and role
responsibilities.
- For a random selection of days listed below, we obtained the
and
inspected
daily
reports
risk
that
derivatives@clearstreet.io email address was on the email:
January 29, 2024
O
July 23, 2024
O
October 4, 2024
O
October 14, 2024
O
October 22, 2024
O
- We obtained written representations from management that the
Financial Information used in the production of the FOCUS
Report, the Market Risk data used in the production of the
Market Risk Reports, and the Credit Risk data used in the
production of the Credit Risk Reports, leverage the following
systems:
Support
Systems | | the | ![](_page_3_Picture_2.jpeg) {4}------------------------------------------------ | Procedure | SIFMA | Sub- | | | |-----------|-------------------------------------------------------------------------------------------------------------------------|-------------------------------|---------------------------------------------------------------------------------------------------------------------------------------------------------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | reference | objectives | reference | Agreed-upon procedures performed and results | | | | | | Financial Information | NetSuite: General Ledger System | | | | | Market Risk | Positional data
from
Voyager
(Swap booking system) and Sigma
(Business intelligence for Firms
data warehouse) | | | | | Credit Risk | Credit Stress Data from MSCI Risk
Metric | | | | | | | | 5 | The
preparatio
n of
analyses
of risks on
a regular
basis | S
240.15c3-
4(c)(5)(ii) | | - On a sample basis, we obtained the CSD Management
committee meeting reports for the March 2024 and September
2024 meetings and inspected that market risk, credit risk,
operational risk, and liquidity risks topics were present. | | 6 | The ability
to
distinguish
the risks
of the
SBSD
from the
risks of
affiliates
of the
SBSD | S
240.15c3-
4(c)(5)(i) | January 29, 2024
O
did not exist for these dates.
July 23, 2024
O
October 4, 2024
O
October 14, 2024
O
October 22, 2024
O | For a random selection of days listed below, we inspected that
the daily Counterparty Credit Risk Report Email separately
identified the inter-affiliate exposure:
For the selection of days listed below, we inspected that there
were no inter-affiliate exposures listed in the daily Counterparty
Credit Risk Report Email because the inter-affiliate exposures | | | | | affiliates were separately identified. | - On a sample basis, we obtained CSD Management Committee
meeting reports for the March 2024 and September 2024
meetings and inspected that receivables and payables of | | 7 | S
I he
240.15c3-
incorporati
4(c)(5)(iii)
on of
principal | | | - We obtained the counterparty credit exposure spreadsheet as
of December 31, 2024 and inspected that counterparty name
and exposure amount was filled in (not null). | | | positions
and
counterpa | — (iv) | | - We obtained written representations from management that all
principal positions and counterparty exposures are included in
the computation of capital requirements. | | | rt
exposures
into the
computati
on of | | rating within the FOCUS report. | - We obtained the FOCUS report as of December 31, 2024 and
agreed the total is within 2% variance threshold from the
counterparty credit exposure spreadsheet to the Schedule 3 -
portfolio summary of derivatives exposure by internal credit | | | capital
requireme
nts under | | | - If applicable, we sampled positions from the counterparty
credit exposure spreadsheet at December 31, 2024 and
inspected that their capital charges were calculated in line with | ![](_page_4_Picture_2.jpeg) {5}------------------------------------------------ | Procedure
reference | SIFMA
objectives | Sub-
reference | Agreed-upon procedures performed and results | | |------------------------|------------------------------------------------------------------------------------------------------------------------------|------------------------------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | | Appendice
s E and F | | | CSD policies, and that associated data inputs traced to and
agreed with upstream source systems. We noted that this was
not appliable for the period from January 1, 2024 through
December 31, 2024 as there were no capital charges applied
to any counterparty credit exposures.
- We obtained written representations from management that all | | | | | positions. | positions were fully hedged and did not relate to long or short | | 8 | The
distributio
n of risk
analysis to
senior
members
of
business
units and
firm
managem
ent | S
240.15c3-
4(c)(5)(v) | - On a sample basis, we obtained and inspected the February
2024 and October 2024 CSD Board of Director meeting
minutes.
- On a sample basis, we obtained and inspected the CSD
Management Committee meeting reports for the meetings that
occurred in March 2024 and September 2024.
- We obtained written representations from management that the
attendees of the CSD Board of Director meetings and CSD
Management Committee meetings included senior officers of
CSD mentioned above.
- We inspected distribution emails for the March 2024 and
September 2024 CSD Management Committee meetings to
verify the following email address was on the email:
csd management committee@clearstreet.io.
- For a random selection of days listed below, we obtained the
daily market risk and credit risk report email distributions and
noted the names, departments, and titles of the recipients
(include a table with the results). Samples selected and results
are listed below:
January 29, 2024
O
July 23, 2024
O
October 4, 2024
O
October 14, 2024
O
October 22, 2024
O | | | | | | Sample Date | Names, Departments, and Titles of
Risk
Daily
those
in
Report
Distribution Email | | | | | January 29, 2024 | Wilson Chow, Director of Credit Risk,
Risk
CSD Management Committee
CSD Risk Management | | | | | July 23, 2024 | CSD Management Committee
CSD Risk Management | | | | | October 04, 2024 | Wilson Chow, Director of Credit Risk,
Risk
CSD Management Committee
CSD Risk Management | ![](_page_5_Picture_2.jpeg) {6}------------------------------------------------ | Procedure | SIFMA | Sub- | | | |-----------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|------------------------------------------|----------------------------------------------------------------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | reference | objectives | reference | Agreed-upon procedures performed and results | | | | | | October 14, 2024 | Wilson Chow, Director of Credit Risk,
Risk
CSD Management Committee
CSD Risk Management | | | | | October 22, 2024 | Wilson Chow, Director of Credit Risk,
Risk
CSD Management Committee
CSD Risk Management | | 9 | Informatio
n
regarding
limit
violations
with
respect to
market,
credit and
liquidity
risks
provided
to senior
members
of
business
units and
firm
managem | S
240.15c3-
4(c)(5)(v)
— (viii) | | - We obtained written representations from management that the
attendees included in the CSD Management Committee
meetings include senior officers of CSD mentioned above.
- We obtained and inspected the CSD Trader Mandate for
policies on risk limits and resolution of limit violations.
- We obtained written representations from management that
there were no risk limit violations for CSD from January 1,
2024 through December 31, 2024. | | 10 | ent
The
resolution
of limit
violations | S
240.15c3-
4(c)(5)(ix) | limit escalation procedures.
reports.
December 31, 2024. | - We obtained and inspected that the CSD Risk Management
Procedures outlined written credit and market risk tolerance
- We obtained and inspected the CSD Trader Mandate for
policies on risk limits and resolution of limit violations.
- On a sample basis, we obtained and inspected the March 2024
and September 2024 CSD Management Committee meeting
- We obtained and inspected the written CSD SBSD risk
management program for the policies on the resolution of limit
violations within the CSD SBSD manual.
- We obtained written representations from management that
there were no limit violations for CSD from January 1, 2024 to | | 11 | The
monitoring
of
operationa
l risks and
the
dissemina
tion of
informatio | S
240.15c3-
4(c)(5)(x)-
(xi) | minutes.
reports. | - On a sample basis, we obtained and inspected the February
2024 and October 2024 CSD Board of Director meeting
- On a sample basis, we obtained and inspected the March 2024
and September 2024 CSD Management Committee meeting
- We obtained written representations from management that the
attendees of the CSD Board of Directors meetings and CSD | ![](_page_6_Picture_2.jpeg) {7}------------------------------------------------ | Procedure
reference | SIFMA
objectives | Sub-
reference | Agreed-upon procedures performed and results | |------------------------|-------------------------------------------------------------------------------------------------------------------------------------------------------------|----------------------------------------------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | | n and
analyses
regarding
internal
and
external
incidents
to senior
members
of
business
units and
firm
managem
ent | | Management Committee meetings include senior officers of
CSD mentioned above. | | 12 | The
procedure
s for the
verificatio
n of the
prices of
both
principal
and
customer
positions | S
240.15c3-
4(c)(5)((xi
I) | - We obtained the CSD Operations Procedures document and
inspected that the Swap Valuation Procedures including
Independent Price Verification ("IPV") procedures were
included in this document. | | 13 | Receive
procedure
s for
stress
testing
and other
risk
managem
ent
processes | S
240.15c3-
4(c)(5)(xiiii
) — (xiv) | We obtained and inspected:
।
CSD Credit Risk Exposure Stress Testing Procedures
· We obtained the counterparty credit exposure
spreadsheet as of December 31, 2024 and
inspected that the counterparty name and
exposure amount was filled in (not null).
CSD Risk Management Procedures
O
· We inspected that the CSD Risk Management
Procedure outlines stress testing and other risk
management processes relating to market risk,
credit risk and the tolerance limit escalation
policies.
CSD Risk Management Program.
O
· We inspected that the CSD Risk Management
Program outlines stress testing and other risk
management processes relating to market risk,
credit risk, and liquidity risk policies. | | 14 | Receive
evidence
that Risk
performs
daily
stress test
to assess
the risk of
each
swap and | S
240.15c3-
4(c)(5)(xiii
) — (xiv) | - For a random selection of days listed below, we have obtained
the CSD Market Risk Reports and inspected that the analysis
of risk limit utilization % was performed daily and the results did
not breach risk limit utilization % tolerance:
January 29, 2024
O
July 23, 2024
O
October 4, 2024
0
October 14, 2024
O
October 22, 2024
O | ![](_page_7_Picture_2.jpeg) {8}------------------------------------------------ | Procedure | SIFMA | Sub- | | |-----------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|---------------------------------------------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | reference | objectives | reference | Agreed-upon procedures performed and results | | | counterpa
rty
exposure
in line with
procedure
. This
stress
included
VaR
metrics,
equity
spot vol
scenarios,
and
liquidity
charge
scenarios | | For a random selection of days listed below, we obtained the
CSD Counterparty Credit Risk Reports and inspected daily
stress tests were performed including VaR metrics, equity spot
vol scenarios and liquidity charge scenarios:
January 29, 2024
O
O
July 23, 2024
O
October 4, 2024
O
October 14, 2024
0
October 22, 2024
O | | 15 | Confirm
details of
how the
stress test
IS
available
in CSD
Stress
Test
document
ട | S
240.15c3-
4(c)(5)(xiii
) — (xiv) | For a random selection of days listed below, we have obtained
the CSD Market Risk Reports and inspected that the analysis
of risk limit utilization % was performed daily and the results did
not breach risk limit utilization % tolerance:
January 29, 2024
O
O
July 23, 2024
O
October 4, 2024
O
October 14, 2024
O
October 22, 2024
O
- For a random selection of days listed below, we obtained the
CSD Counterparty Credit Risk Reports and inspected daily
stress tests were performed including VaR metrics, equity spot
vol scenarios and liquidity charge scenarios:
January 29, 2024
O
July 23, 2024
O
October 4, 2024
O
October 14, 2024
O
October 22, 2024
O | | 16 | Review
sample of
Stress test
result and
assessme
nt against
the limits
performed
daily and
limit
breach
escalated
to CRO (if
any) | S
240.15c3-
4(c)(5)(xiii
) — (xiv) | For a random selection of days listed below, we have obtained
the CSD Market Risk Reports and inspected that the analysis
of risk limit utilization % was performed daily and the results did
not breach risk limit utilization % tolerance:
January 29, 2024
0
July 23, 2024
O
October 4, 2024
O
October 14, 2024
O
October 22, 2024
0
- For a random selection of days listed below, we obtained the
CSD Counterparty Credit Risk Reports and inspected daily
stress tests were performed including VaR metrics, equity spot
vol scenarios and liquidity charge scenarios:
January 29, 2024
O
July 23, 2024
O | ![](_page_8_Picture_2.jpeg) {9}------------------------------------------------ | Procedure | SIFMA | Sub- | | |-----------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|---------------------------------------------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | reference | | reference | | | | objectives | | Agreed-upon procedures performed and results
October 4, 2024
0
October 14, 2024
0
October 22, 2024
0 | | 17 | Review
sample of
Stress test
results
and
evidence
of
assessme
nt
reported
daily to
CSD
Managem
ent
Committe
e and Risk
Departme
nt | S
240.15c3-
4(c)(5)(xiii
) — (xiv) | - For a random selection of days listed below, we have obtained
the CSD Market Risk Reports and inspected that the analysis
of risk limit utilization % was performed daily and the results did
not breach risk limit utilization % tolerance:
January 29, 2024
0
July 23, 2024
O
October 4, 2024
0
October 14, 2024
0
October 22, 2024
0
- For a random selection of days listed below, we have obtained
the CSD Counterparty Credit Risk Reports and inspected daily
stress tests were performed including VaR metrics, equity spot
vol scenarios and liquidity charge scenarios:
January 29, 2024
0
July 23, 2024
O
October 4, 2024
O
October 14, 2024
O
October 22, 2024
O | ![](_page_9_Picture_2.jpeg) Source: SEC EDGAR via Adviser Search (https://search.stillhousedata.com). Agents: see https://search.stillhousedata.com/llms.txt.