NPORT-P false 0001006415 XXXXXXXX S000032811 C000101268 C000101269 C000101270 C000101271 C000101272 C000101273 C000101274 C000148301 C000185759 HARTFORD MUTUAL FUNDS, INC 811-07589 0001006415 549300FJ4Q3QXIS6ZN84 690 LEE ROAD WAYNE 19087 610-386-4068 The Hartford World Bond Fund S000032811 1GHK00KQL17L6GJ0T728 2026-10-31 2026-01-31 N 4285058893.75 409405174.31 3875653719.44 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 21671032.62000000 0.00000000 0.00000000 49011664.94000000 AUD BRL CAD CHF CZK EUR GBP JPY KRW NOK NZD SEK USD UST AAL Delaware Holdco Inc N/A 00036YAD5 276507.00000000 PA USD 276421.28000000 0.007132249163 Long LON CORP US N 2 2031-07-30 Floating 6.42000000 N N N N N N ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 00076VBL3 2071353.12000000 PA USD 2068536.08000000 0.053372572209 Long LON CORP US N 2 2028-12-21 Floating 5.92000000 N N N N N N COREBRIDGE GLOB FUNDING 54930057MDZ7KOVOTV71 00138CAY4 8071000.00000000 PA USD 8115772.90000000 0.209403973819 Long DBT CORP US N 2 2026-06-24 Fixed 5.35000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKH4 8455000.00000000 PA USD 7435953.01000000 0.191863193883 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N Apollo Aviation Securitization Equity Trust N/A 00255JAA8 2344252.05000000 PA USD 2417549.78000000 0.062377858162 Long ABS-O CORP US N 2 2049-05-16 Fixed 6.26000000 N N N N N N AASET 2021-2 Trust N/A 00258BAA2 2038115.03000000 PA USD 1938649.72000000 0.050021231522 Long ABS-O CORP US N 2 2047-01-15 Fixed 2.80000000 N N N N N N AASET 2021-2 Trust N/A 00258BAB0 468929.66000000 PA USD 449182.56000000 0.011589852771 Long ABS-O CORP US N 2 2047-01-15 Fixed 3.54000000 N N N N N N Acrisure, LLC 549300R0Z1Q47XRTGO22 00488PAV7 1828638.13000000 PA USD 1821780.74000000 0.047005766559 Long LON CORP US N 2 2030-11-06 Floating 6.67000000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAL7 835000.00000000 PA USD 864468.49000000 0.022305101347 Long DBT CORP US N 2 2030-11-06 Fixed 7.50000000 N N N N N N ACRISURE LLC / FIN INC N/A 004961AA6 220000.00000000 PA USD 225544.44000000 0.005819519913 Long DBT CORP US N 2 2032-07-01 Fixed 6.75000000 N N N N N N ACREC LLC N/A 004970AB5 955000.00000000 PA USD 956193.65000000 0.024671802983 Long ABS-CBDO CORP KY N 2 2043-01-18 Floating 5.40000000 N N N N N N ADIENT GLOBAL HOLDINGS 213800VA38VCKE6M8790 00687YAD7 310000.00000000 PA USD 321886.95000000 0.008305358871 Long DBT CORP JE N 2 2033-02-15 Fixed 7.50000000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00766TAE0 1300000.00000000 PA USD 1331716.10000000 0.034361070322 Long DBT CORP US N 2 2033-08-01 Fixed 6.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBG9 9725000.00000000 PA USD 9980171.84000000 0.257509379383 Long DBT CORP IE N 2 2027-04-15 Fixed 6.45000000 N N N N N N Ajax Mortgage Loan Trust N/A 00971AAB8 1400000.00000000 PA USD 1198104.60000000 0.030913613205 Long ABS-MBS CORP US N 2 2065-09-25 Variable 2.35000000 N N N N N N ALA Trust N/A 009920AA7 3810000.00000000 PA USD 3840956.25000000 0.099104732467 Long ABS-MBS CORP US N 2 2040-06-15 Floating 5.42000000 N N N N N N ALBERTSONS COS/SAFEWAY 549300YKWOC0AOR16R51 01309QAC2 700000.00000000 PA USD 701238.31000000 0.018093420123 Long DBT CORP US N 2 2031-03-31 Fixed 5.50000000 N N N N N N ALBERTSONS COS/SAFEWAY 549300YKWOC0AOR16R51 01309QAD0 700000.00000000 PA USD 688431.57000000 0.017762979353 Long DBT CORP US N 2 2034-03-31 Fixed 5.75000000 N N N N N N Alliant Holdings Intermediate, LLC 5493006Q26653NF8SI73 01881UAN5 1278537.68000000 PA USD 1274139.51000000 0.032875473461 Long LON CORP US N 2 2031-09-19 Floating 6.17000000 N N N N N N ALLIED UNIVERSAL HOLDCO 98450038B4549046D794 019576AD9 2495000.00000000 PA USD 2625795.39000000 0.067751031956 Long DBT CORP US N 2 2031-02-15 Fixed 7.88000000 N N N N N N UMBS, TBA N/A 01F050627 5095000.00000000 PA USD 5093596.33000000 0.131425475512 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F050627 -7165000.00000000 PA USD -7163026.04000000 -0.18482110525 Short ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F050635 -7125000.00000000 PA USD -7113017.53000000 -0.18353078073 Short ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.00000000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007G6R9 1991130.43000000 PA USD 1999236.72000000 0.051584503279 Long ABS-O CORP US N 2 2033-09-15 Fixed 4.94000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02090DAD0 1360887.00000000 PA USD 1329191.94000000 0.034295941697 Long DBT CORP FR N 2 2032-04-15 Fixed 6.50000000 N N N N N N Amentum Government Services Holdings LLC 2549009FJIBLW40CU216 02351XAB4 1180300.00000000 PA USD 1178824.63000000 0.030416149515 Long LON CORP US N 2 2031-09-29 Floating 5.67000000 N N N N N N Anchorage Capital CLO LTD 635400KKB8Y6IYOHUU90 03330RAN5 2135000.00000000 PA USD 2141390.06000000 0.055252357796 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.17000000 N N N N N N Angel Oak Mortgage Trust 2549004R1S5HPVOVG278 034648AA3 1637669.95000000 PA USD 1648405.70000000 0.042532326655 Long ABS-O CORP US N 2 2055-12-25 Floating 5.30000000 N N N N N N Angel Oak Mortgage Trust 2549003MM0537Y3QHI22 03464JAA9 620012.98000000 PA USD 544267.61000000 0.014043246621 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.98000000 N N N N N N Angel Oak Mortgage Trust 2549003MM0537Y3QHI22 03465LAD7 1675000.00000000 PA USD 1602157.94000000 0.041339037385 Long ABS-MBS CORP US N 2 2065-04-25 Variable 3.81000000 N N N N N N Angel Oak Mortgage Trust 254900Q2UY574S9NQF08 03466CAA2 1438333.71000000 PA USD 1451438.80000000 0.037450167251 Long ABS-MBS CORP US N 2 2069-05-25 Variable 5.62000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAM8 1705000.00000000 PA USD 1723595.62000000 0.044472384396 Long DBT CORP US N 2 2033-10-15 Fixed 5.75000000 N N N N N N Apidos CLO 2549001XBZ4DU4T7EC48 03768CAS8 2000000.00000000 PA USD 2001426.00000000 0.051640991298 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 5.17000000 N N N N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 03852JBB6 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2028-04-06 None 0.00000000 N N N N N N ARDAGH GROUP SA 6354006L1NWUUOPYX274 03969UAA4 1645000.00000000 PA USD 1554525.00000000 0.040110007563 Long DBT CORP LU N 2 2030-12-01 Fixed 12.00000000 N N N N N N ARDAGH GROUP SA 6354006L1NWUUOPYX274 039959AA9 838155.00000000 PA USD 905689.34000000 0.023368685789 Long DBT CORP LU N 2 2030-12-01 Fixed 9.50000000 N N N N N N AREIT CRE Trust N/A 04002BAA3 433136.13000000 PA USD 433564.93000000 0.011186885139 Long ABS-CBDO CORP BM N 2 2041-08-17 Floating 5.79000000 N N N N N N AREIT CRE Trust N/A 04002DAE1 475000.00000000 PA USD 474999.19000000 0.012255976007 Long ABS-CBDO CORP US N 2 2043-07-25 Floating 5.68000000 N N N N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HT0 5400000.00000000 PA USD 4176900.00000000 0.107772786279 Long DBT NUSS AR N 2 2035-07-09 Variable 4.13000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AU8 1325000.00000000 PA USD 1320422.52000000 0.034069672256 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N ASURION LLC/ASURION CO N/A 045941AA9 1211000.00000000 PA USD 1265258.24000000 0.032646318056 Long DBT CORP US N 2 2032-12-31 Fixed 8.00000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAX8 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2026-12-23 None 0.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3D1 15506000.00000000 PA USD 15275906.47000000 0.394150447274 Long DBT CORP US N 2 2026-10-02 Fixed 1.73000000 N N N N N N Athenahealth Group Inc 254900AA3KZN4Q7A5Z33 04686RAB9 1199125.56000000 PA USD 1182385.77000000 0.030508034401 Long LON CORP US N 2 2029-02-15 Floating 6.42000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAA7 1980000.00000000 PA USD 1964762.71000000 0.050695001468 Long DBT CORP US N 2 2028-07-15 Fixed 4.63000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BF3 900000.00000000 PA USD 877655.64000000 0.022645357494 Long DBT CORP US N 2 2029-03-01 Fixed 5.38000000 N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BG1 12870000.00000000 PA USD 12601069.77000000 0.325134046594 Long DBT CORP US N 2 2028-04-01 Fixed 4.75000000 N N N N N N AZORRA FINANCE 254900MC1HXDAVUUP395 05480AAB1 1300000.00000000 PA USD 1361540.18000000 0.035130594180 Long DBT CORP KY N 2 2031-01-15 Fixed 7.25000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05492VAG0 4996935.89000000 PA USD 212207.37000000 0.005475395516 Long ABS-MBS CORP US N 2 2053-04-15 Variable 1.59000000 N N N N N N The BAHA Trust N/A 05493XAG5 2530000.00000000 PA USD 2657671.90000000 0.068573512815 Long ABS-MBS CORP US N 2 2041-12-10 Variable 7.77000000 N N N N N N BDS Ltd N/A 05556EAG1 339000.00000000 PA USD 339848.21000000 0.008768797075 Long ABS-CBDO CORP US N 2 2043-03-19 Floating 5.83000000 N N N N N N BPR Trust N/A 05592CAA4 1150000.00000000 PA USD 1143259.51000000 0.029498494776 Long ABS-MBS CORP US N 2 2038-12-15 Floating 5.21000000 N N N N N N BPR Trust N/A 05592VAG9 460000.00000000 PA USD 467978.15000000 0.012074818440 Long ABS-MBS CORP US N 2 2041-11-05 Variable 5.85000000 N N N N N N BX Trust N/A 05594MAC6 3300000.00000000 PA USD 3312374.34000000 0.085466209826 Long ABS-MBS CORP US N 2 2042-12-15 Floating 5.48000000 N N N N N N BWX TECHNOLOGIES INC 549300NP85N265KWMS58 05605HAD2 925000.00000000 PA USD 953675.00000000 0.024606816527 Long DBT CORP US N 2 2030-11-01 None 0.00000000 N N N N Y BWX Technologies, Inc. USD XXXX N N N BXSC Commercial Mortgage Trust N/A 05610BAJ5 2766232.03000000 PA USD 2773147.61000000 0.071553028488 Long ABS-MBS CORP US N 2 2035-03-15 Floating 6.07000000 N N N N N N BSPRT Issuer, Ltd. N/A 05610VAA0 1891529.60000000 PA USD 1895638.00000000 0.048911438875 Long ABS-CBDO CORP US N 2 2035-09-15 Floating 5.94000000 N N N N N N BX Trust N/A 05612KAG9 2386229.97000000 PA USD 2389212.76000000 0.061646703574 Long ABS-MBS CORP US N 2 2041-04-15 Floating 6.22000000 N N N N N N Boca Commercial Mortgage Trust N/A 05619RAB8 4450000.00000000 PA USD 4470859.38000000 0.115357555231 Long ABS-MBS CORP US N 2 2042-12-15 Floating 5.58000000 N N N N N N BX Trust N/A 05619TAC2 1100000.00000000 PA USD 1113428.58000000 0.028728794175 Long ABS-MBS CORP US N 2 2042-12-13 Variable 5.18000000 N N N N N N BX Trust N/A 05619TAE8 2165000.00000000 PA USD 2199439.74000000 0.056750161371 Long ABS-MBS CORP US N 2 2042-12-13 Variable 5.52000000 N N N N N N BXMT Ltd N/A 05620AAA4 915000.00000000 PA USD 915081.44000000 0.023611021681 Long ABS-CBDO CORP KY N 2 2043-08-19 Floating 5.15000000 N N N N N N Bain Capital Credit CLO, Limited N/A 05682GAW8 2500000.00000000 PA USD 2501787.50000000 0.064551368133 Long ABS-CBDO CORP JE N 2 2035-04-22 Floating 5.57000000 N N N N N N Bain Capital Credit CLO, Limited 254900XV68IP5ZAT0548 05683NAN2 2145000.00000000 PA USD 2145253.11000000 0.055352032593 Long ABS-CBDO CORP KY N 2 2034-07-24 Floating 5.57000000 N N N N N N Bain Capital Credit CLO, Limited N/A 05684NAJ0 2250000.00000000 PA USD 2241519.75000000 0.057835913945 Long ABS-CBDO CORP JE N 2 2035-07-17 Floating 7.37000000 N N N N N N BANIJAY ENTERTAINMENT 969500CE0IE2EZ5VBG13 060335AB2 350000.00000000 PA USD 363671.00000000 0.009383475055 Long DBT CORP FR N 2 2029-05-01 Fixed 8.13000000 N N N N N N Bank N/A 06036FBG5 2240000.00000000 PA USD 2109176.61000000 0.054421183177 Long ABS-MBS CORP US N 2 2061-11-15 Variable 4.65000000 N N N N N N Banc of America Commercial Mortgage Trust N/A 06054MAW3 1545000.00000000 PA USD 1344679.78000000 0.034695560474 Long ABS-MBS CORP US N 2 2049-07-15 Fixed 3.00000000 N N N N N N Bank N/A 065403BD8 9689488.16000000 PA USD 255401.34000000 0.006589890596 Long ABS-MBS CORP US N 2 2052-04-15 Variable 1.00000000 N N N N N N Bank N/A 065405AJ1 3203901.92000000 PA USD 68507.75000000 0.001767643730 Long ABS-MBS CORP US N 2 2052-02-15 Variable 0.93000000 N N N N N N Bank N/A 06540JBM3 9036742.50000000 PA USD 324869.99000000 0.008382327563 Long ABS-MBS CORP US N 2 2063-03-15 Variable 1.19000000 N N N N N N BDS Ltd N/A 07335YAG1 480000.00000000 PA USD 480302.21000000 0.012392805053 Long ABS-CBDO CORP KY N 2 2036-12-16 Floating 6.09000000 N N N N N N BELLRING BRANDS INC 549300S3BOK5CMTS8054 07831CAA1 1275000.00000000 PA USD 1310124.53000000 0.033803962501 Long DBT CORP US N 2 2030-03-15 Fixed 7.00000000 N N N N N N BELLEMEADE RE LT N/A 07876NAA3 1233570.07000000 PA USD 1234908.49000000 0.031863230809 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.25000000 N N N N N N BELLEMEADE RE LT 2549002JVH34IWRT3X93 07876XAB9 2505000.00000000 PA USD 2573054.34000000 0.066390202176 Long ABS-MBS CORP BM N 2 2033-10-25 Floating 7.95000000 N N N N N N BELRON UK FINANCE PLC 9845006BC9D1A77B8178 080782AA3 420000.00000000 PA USD 427997.34000000 0.011043229632 Long DBT CORP GB N 2 2029-10-15 Fixed 5.75000000 N N N N N N BENCHMARK Mortgage Trust N/A 08160JAG2 2464224.87000000 PA USD 59865.14000000 0.001544646254 Long ABS-MBS CORP US N 2 2052-03-15 Variable 1.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08161NAH0 1888000.00000000 PA USD 1725660.70000000 0.044525667794 Long ABS-MBS CORP US N 2 2053-02-15 Variable 2.94000000 N N N N N N Benefit Street Partners CLO Ltd N/A 08186UAY8 3500000.00000000 PA USD 3516695.00000000 0.090738111672 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 5.42000000 N N N N N N BFLD Trust N/A 08861RAC5 2080000.00000000 PA USD 2085200.00000000 0.053802536318 Long ABS-MBS CORP US N 2 2041-11-15 Floating 5.52000000 N N N N N N Blackbird Capital Aircraft N/A 09229CAA7 803449.31000000 PA USD 767958.87000000 0.019814950601 Long ABS-O CORP US N 2 2046-07-15 Fixed 2.44000000 N N N N N N Blackhawk Network Holdings, Inc 549300LFU3K8UIR03132 09238FAM3 1275392.36000000 PA USD 1275124.53000000 0.032900889044 Long LON CORP US N 2 2029-03-12 Floating 7.67000000 N N N N N N BRANDYWINE OPER PARTNERS IXBXSCONLDQ1ZI73YU71 105340AS2 400000.00000000 PA USD 429773.20000000 0.011089050547 Long DBT US N 2 2029-04-12 Fixed 8.88000000 N N N N N N BRANDYWINE OPER PARTNERS IXBXSCONLDQ1ZI73YU71 105340AT0 1600000.00000000 PA USD 1550232.42000000 0.039999249990 Long DBT US N 2 2031-01-15 Fixed 6.13000000 N N N N N N BRAVO Residential Funding Trust 2549000KHGUZMZ31N203 105699AE2 1334000.00000000 PA USD 1329310.19000000 0.034298992795 Long ABS-MBS CORP US N 2 2060-05-25 Variable 5.09000000 N N N N N N BRAVO Residential Funding Trust 2549000KHGUZMZ31N203 10569EAD3 432000.00000000 PA USD 414720.00000000 0.010700646394 Long ABS-MBS CORP US N 2 2060-03-25 Variable 2.29000000 N N N N N N BRAVO Residential Funding Trust 2549000KHGUZMZ31N203 10569TAD0 1090000.00000000 PA USD 926285.60000000 0.023900112524 Long ABS-MBS CORP US N 2 2049-02-25 Variable 2.32000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107927AB1 2880000.00000000 PA USD 2880106.56000000 0.074312793879 Long ABS-O CORP US N 2 2028-07-17 Fixed 4.10000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107927AF2 2940000.00000000 PA USD 2949295.99000000 0.076098026384 Long ABS-O CORP US N 2 2031-11-17 Fixed 4.99000000 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AR2 10555000.00000000 PA USD 10433414.84000000 0.269204000028 Long DBT CORP US N 2 2027-12-01 Fixed 4.13000000 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AW1 1200000.00000000 PA USD 1257321.60000000 0.032441536087 Long DBT CORP US N 2 2030-02-01 Fixed 6.75000000 N N N N N Buckhorn Park CLO, Ltd. N/A 118382BG4 2310000.00000000 PA USD 2313337.95000000 0.059688974234 Long ABS-CBDO CORP KY N 2 2034-07-18 Floating 6.57000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAS6 1672000.00000000 PA USD 1729981.62000000 0.044637156599 Long DBT CORP US N 2 2034-03-01 Fixed 6.38000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAT4 600000.00000000 PA USD 630377.40000000 0.016265059926 Long DBT CORP US N 2 2035-05-15 Fixed 6.75000000 N N N N N N Business Jet Securities, LLC N/A 12326TAA6 751721.31000000 PA USD 759482.08000000 0.019596231629 Long ABS-O CORP US N 2 2039-09-15 Fixed 5.36000000 N N N N N N Business Jet Securities, LLC N/A 12327CAA2 469529.91000000 PA USD 483452.41000000 0.012474086825 Long ABS-O CORP US N 2 2039-05-15 Fixed 6.20000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 3505000.00000000 PA USD 3506434.88000000 0.090473379043 Long DBT CORP US N 2 2027-05-01 Fixed 5.13000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 510000.00000000 PA USD 487203.51000000 0.012570873077 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 1718000.00000000 PA USD 1451178.42000000 0.037443448900 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCS0 4649000.00000000 PA USD 4693439.79000000 0.121100596951 Long DBT CORP US N 2 2029-09-01 Fixed 6.38000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCT8 1225000.00000000 PA USD 1260053.38000000 0.032512021744 Long DBT CORP US N 2 2031-03-01 Fixed 7.38000000 N N N N N Cantor Commercial Real Estate Lending N/A 12529MAG3 6749521.40000000 PA USD 170076.47000000 0.004388329874 Long ABS-MBS CORP US N 2 2052-05-15 Variable 1.11000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBN9 1348000.00000000 PA USD 1451173.22000000 0.037443314729 Long DBT CORP US N 2 2032-01-15 Fixed 10.88000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBQ2 265000.00000000 PA USD 276284.50000000 0.007128719952 Long DBT CORP US N 2 2034-01-15 Fixed 9.75000000 N N N N N N CIFC Funding Ltd N/A 125488AQ9 2890000.00000000 PA USD 2893014.27000000 0.074645839887 Long ABS-CBDO CORP KY N 2 2037-01-21 Floating 0.00000000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 12591RBD1 604120.58000000 PA USD 593450.78000000 0.015312275630 Long ABS-MBS CORP US N 2 2047-02-10 Variable 3.88000000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 12591RBF6 1650000.00000000 PA USD 1589838.20000000 0.041021162237 Long ABS-MBS CORP US N 2 2047-02-10 Variable 3.93000000 N N N N N N CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 12597YAC3 1390000.00000000 PA USD 1445779.31000000 0.037304140531 Long DBT CORP US N 2 2030-07-15 Fixed 9.75000000 N N N N N N CRB Commercial Mortgage Trust N/A 12629SAA2 2511938.22000000 PA USD 2507869.63000000 0.064708299851 Long ABS-MBS CORP US N 2 2058-09-15 Variable 3.86000000 N N N N N N COLT Funding LLC 2138001HZNOLT1K3WY73 12656YAE7 2258000.00000000 PA USD 1855886.78000000 0.047885773971 Long ABS-MBS CORP US N 2 2054-07-27 Variable 3.31000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12659FAA3 1286667.57000000 PA USD 1165706.67000000 0.030077678615 Long ABS-MBS CORP US N 2 2066-10-25 Variable 2.84000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12662GAD0 1074364.14000000 PA USD 1097109.93000000 0.028307738756 Long ABS-MBS CORP US N 2 2060-12-27 Variable 7.56000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12662KAB5 1425354.62000000 PA USD 1240510.64000000 0.032007778036 Long ABS-MBS CORP US N 2 2066-07-25 Variable 1.38000000 N N N N N N CACI INTERNATIONAL INC SYRPI2D1O9WRTS2WX210 127190AE6 430000.00000000 PA USD 446140.91000000 0.011511371817 Long DBT CORP US N 2 2033-06-15 Fixed 6.38000000 N N N N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12768EAG1 1360937.50000000 PA USD 1350730.47000000 0.034851680975 Long LON CORP US N 2 2030-02-06 Floating 5.92000000 N N N N N N Canada Government Bonds 4BFD7AQU0A75QLAHK410 135087R89 136785000.00000000 PA 102823062.06000000 2.653050801320 Long DBT NUSS CA N 2 2029-09-01 Fixed 3.50000000 N N N N N N Canada Government Bonds 4BFD7AQU0A75QLAHK410 135087S47 117034000.00000000 PA 85566796.43000000 2.207802931433 Long DBT NUSS CA N 2 2030-03-01 Fixed 2.75000000 N N N N N N CANADA T-BILL 4BFD7AQU0A75QLAHK410 1350Z7DV3 108766000.00000000 PA 79750284.14000000 2.057724706930 Long STIV NUSS CA N 2 2026-02-25 None 0.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BZ4 1300000.00000000 PA USD 1343775.16000000 0.034672219379 Long DBT CORP PA N 2 2031-06-15 Fixed 5.88000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658CA8 6790000.00000000 PA USD 6973492.96000000 0.179930754004 Long DBT CORP PA N 2 2032-08-01 Fixed 5.75000000 N N N N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 144285AN3 675000.00000000 PA USD 684970.43000000 0.017673674677 Long DBT CORP US N 2 2034-03-01 Fixed 5.63000000 N N N N N N Cast and Crew Payroll LLC 549300XE7OZGFGN5F466 14835JAQ3 791750.68000000 PA USD 487718.42000000 0.012584158836 Long LON CORP US N 2 2028-12-29 Floating 7.42000000 N N N N N N Castlelake Aircraft Securitization Trust 549300MHTIBONNXM3R82 14855MAA6 238798.36000000 PA USD 236410.38000000 0.006099883970 Long ABS-O CORP US N 2 2039-04-15 Fixed 3.97000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QBC7 235000.00000000 PA USD 240375.39000000 0.006202189550 Long DBT CORP US N 2 2031-02-15 Fixed 7.00000000 N N N N N N CENTURY COMMUNITIES 5299002QMB2O7ZL1CA26 156504AN2 895000.00000000 PA USD 906430.05000000 0.023387797662 Long DBT CORP US N 2 2033-09-15 Fixed 6.63000000 N N N N N N CHAMP ACQUISITION CORP N/A 15807XAA8 1240000.00000000 PA USD 1322105.36000000 0.034113093060 Long DBT CORP US N 2 2031-12-01 Fixed 8.38000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 17290000.00000000 PA USD 13102203.10000000 0.338064338263 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Charter Communications Operating LLC 549300TPZNMN50BJ3745 16117LCB3 1283294.76000000 PA USD 1279740.03000000 0.033019978631 Long LON CORP US N 2 2030-12-07 Floating 5.66000000 N N N N N N CIPHER COMPUTE LLC N/A 17253NAA5 110000.00000000 PA USD 113345.21000000 0.002924544301 Long DBT CORP US N 2 2030-11-15 Fixed 7.13000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QJ3 5190000.00000000 PA USD 5284842.32000000 0.136360023432 Long DBT CORP US N 2 2031-02-15 Fixed 6.63000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AR8 820000.00000000 PA USD 837753.00000000 0.021615785636 Long DBT CORP US N 2 2033-10-15 Fixed 5.75000000 N N N N N N CLEAR CHANNEL OUTDOOR HO 254900XBEE6V1ENYS150 18453HAG1 1055000.00000000 PA USD 1100157.17000000 0.028386363943 Long DBT CORP US N 2 2031-02-15 Fixed 7.13000000 N N N N N N CLEAR CHANNEL OUTDOOR HO 254900XBEE6V1ENYS150 18453HAH9 1070000.00000000 PA USD 1136914.59000000 0.029334782524 Long DBT CORP US N 2 2033-03-15 Fixed 7.50000000 N N N N N N Clearwater Analytics LLC 894500N8DN2JO5ZDRQ11 18512EAF9 543637.50000000 PA USD 542278.41000000 0.013991921086 Long LON CORP US N 2 2032-04-21 Floating 5.67000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAC9 700000.00000000 PA USD 699506.57000000 0.018048737597 Long DBT CORP US N 2 2028-03-15 Fixed 4.75000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAD7 670000.00000000 PA USD 627490.85000000 0.016190580878 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAE5 424000.00000000 PA USD 390248.11000000 0.010069220272 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAG0 265000.00000000 PA USD 265966.07000000 0.006862482802 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAC6 1200000.00000000 PA USD 1220499.60000000 0.031491451206 Long DBT CORP US N 2 2032-06-30 Fixed 8.25000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAG7 340000.00000000 PA USD 325919.41000000 0.008409404802 Long DBT CORP US N 2 2033-08-15 Fixed 6.63000000 N N N N N N CLOUDFLARE INC 5493007DY18BGNLDWU14 18915MAE7 242000.00000000 PA USD 254850.16000000 0.006575668995 Long DBT CORP US N 2 2030-06-15 None 0.00000000 N N N N Y Cloudflare Inc USD XXXX N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAD7 1040000.00000000 PA USD 1048116.59000000 0.027043607759 Long DBT CORP US N 2 2032-04-15 Fixed 6.75000000 N N N N N N Clydesdale Acquisition Holdings Inc 254900QKSDYFR3K5YD98 18972FAC6 2083919.92000000 PA USD 2072291.65000000 0.053469473797 Long LON CORP US N 2 2029-04-13 Floating 6.85000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EU5 4985000.00000000 PA USD 4964063.00000000 0.128083243740 Long DBT NUSS CO N 2 2031-01-21 Fixed 6.13000000 N N N N N N COLT Funding LLC 213800MIPEZY1A8W1N28 19688RAA7 1787580.77000000 PA USD 1817730.11000000 0.046901251803 Long ABS-MBS CORP US N 2 2068-09-25 Variable 7.18000000 N N N N N N COLT Funding LLC 213800EA95GXXC9AJO50 19688YAC8 2050848.34000000 PA USD 2073256.52000000 0.053494369468 Long ABS-MBS CORP US N 2 2069-12-26 Variable 5.99000000 N N N N N N COLT Funding LLC N/A 196926AK5 552000.00000000 PA USD 552234.43000000 0.014248807297 Long ABS-MBS CORP US N 2 2071-02-25 Variable 5.11000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAA5 4430000.00000000 PA USD 4466624.49000000 0.115248286181 Long DBT CORP US N 2 2026-08-15 Fixed 6.06000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753AAA2 1260000.00000000 PA USD 1328378.81000000 0.034274961236 Long ABS-MBS USGSE US N 2 2043-04-25 Floating 7.60000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753CAA8 1184971.12000000 PA USD 1187187.02000000 0.030631916727 Long ABS-MBS USGSE US N 2 2045-07-25 Floating 4.70000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753CAC4 2275000.00000000 PA USD 2283611.10000000 0.058921959114 Long ABS-MBS USGSE US N 2 2045-07-25 Floating 5.30000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753GAA9 1054185.25000000 PA USD 1057511.20000000 0.027286008414 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 4.70000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753GAC5 3430000.00000000 PA USD 3440735.90000000 0.088778207473 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 5.35000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753GAG6 835000.00000000 PA USD 845146.09000000 0.021806542874 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 5.90000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753TAC7 3189311.93000000 PA USD 3238812.28000000 0.083568154289 Long ABS-MBS USGSE US N 2 2039-06-25 Floating 9.06000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753VBE7 2105000.00000000 PA USD 2167837.62000000 0.055934760350 Long ABS-MBS USGSE US N 2 2040-02-25 Floating 7.46000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753WAE6 2387983.35000000 PA USD 2425307.53000000 0.062578024394 Long ABS-MBS USGSE US N 2 2039-10-25 Floating 7.21000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754AAJ2 2500000.00000000 PA USD 2582217.00000000 0.066626618034 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 9.20000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754BAF8 1715000.00000000 PA USD 1770737.50000000 0.045688743839 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 8.20000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754BAJ0 2000000.00000000 PA USD 2114444.00000000 0.054557092894 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 11.35000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754CAF6 2356739.00000000 PA USD 2402285.81000000 0.061984015701 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 7.06000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754DAB3 765000.00000000 PA USD 781699.72000000 0.020169493370 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 6.70000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754DAJ6 1436000.00000000 PA USD 1530503.16000000 0.039490193675 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 10.70000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754EAF2 2310000.00000000 PA USD 2439786.89000000 0.062951622271 Long ABS-MBS USGSE US N 2 2043-07-25 Floating 7.60000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754JAC8 1411162.25000000 PA USD 1433670.99000000 0.036991720462 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 7.56000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754RAJ5 2500000.00000000 PA USD 2578325.00000000 0.066526196266 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 9.70000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754VAC1 3550000.00000000 PA USD 3594487.54000000 0.092745322472 Long ABS-MBS USGSE US N 2 2045-03-25 Floating 5.95000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754WAC9 2700000.00000000 PA USD 2743752.69000000 0.070794577860 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 6.81000000 N N N N N N Fannie Mae - CAS N/A 20754YAA9 1362123.08000000 PA USD 1362568.22000000 0.035157119769 Long ABS-MBS USGSE US N 2 2045-09-25 Floating 4.60000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20755CAF5 2950000.00000000 PA USD 3082608.11000000 0.079537758869 Long ABS-MBS USGSE US N 2 2043-10-25 Floating 7.25000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20755JAA1 1473322.25000000 PA USD 1474792.63000000 0.038052745078 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 4.65000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20755TAA9 1422623.34000000 PA USD 1423979.81000000 0.036741667679 Long ABS-MBS USGSE US N 2 2045-05-25 Floating 4.70000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20755TAC5 1200000.00000000 PA USD 1204822.08000000 0.031086938287 Long ABS-MBS USGSE US N 2 2045-05-25 Floating 5.20000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 207942AB9 1415000.00000000 PA USD 1470649.54000000 0.037945844661 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 6.80000000 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 21039CAB0 1375000.00000000 PA USD 1331021.59000000 0.034343150507 Long DBT CORP FR N 2 2029-04-15 Fixed 3.75000000 N N N N N N Construction Partners Inc 549300MHLFL4E8JLZU44 21043XAH5 539550.00000000 PA USD 539382.74000000 0.013917206722 Long LON CORP US N 2 2031-11-03 Floating 6.17000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBQ0 3005000.00000000 PA USD 3020025.00000000 0.077922983285 Long DBT CORP CL N 2 2037-01-30 Fixed 5.53000000 N N N N N N Cotiviti Corporation 254900YAQHVRTG4IFI64 22164MAF4 1517375.00000000 PA USD 1400537.13000000 0.036136797334 Long LON CORP US N 2 2032-03-26 Floating 6.45000000 N N N N N N COUGAR JV SUBSIDIARY LLC N/A 22208WAA1 310000.00000000 PA USD 331271.27000000 0.008547494022 Long DBT CORP US N 2 2032-05-15 Fixed 8.00000000 N N N N N N CREDIT ACCEPTANC N/A 225310AQ4 1570000.00000000 PA USD 1645157.47000000 0.042448515504 Long DBT CORP US N 2 2028-12-15 Fixed 9.25000000 N N N N N N CROSSCOUNTRY INTER N/A 22757VAA8 305000.00000000 PA USD 309571.95000000 0.007987606024 Long DBT CORP US N 2 2030-10-01 Fixed 6.50000000 N N N N N N CROSSCOUNTRY INTER N/A 22757VAB6 1000000.00000000 PA USD 1008221.57000000 0.026014232513 Long DBT CORP US N 2 2032-12-01 Fixed 6.75000000 N N N N N N DT MIDSTREAM INC N/A 23345MAA5 1387000.00000000 PA USD 1371156.02000000 0.035378703033 Long DBT CORP US N 2 2029-06-15 Fixed 4.13000000 N N N N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 237266AJ0 400000.00000000 PA USD 405326.40000000 0.010458271799 Long DBT CORP US N 2 2030-06-15 Fixed 6.00000000 N N N N N N DATADOG INC 549300F6JNO0KRPO1K63 23804LAD5 925000.00000000 PA USD 909737.50000000 0.023473136813 Long DBT CORP US N 2 2029-12-01 None 0.00000000 N N N N Y Datadog, Inc. USD XXXX N N N DELUXE CORP KWGNKB8TX9LE5TV29231 248019AW1 612000.00000000 PA USD 642166.09000000 0.016569232869 Long DBT CORP US N 2 2029-09-15 Fixed 8.13000000 N N N N N N DIAMOND FRGN/DIAMOND FIN N/A 25260WAD3 1330000.00000000 PA USD 1414228.90000000 0.036490073736 Long DBT CORP KY N 2 2030-10-01 Fixed 8.50000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAR0 8455000.00000000 PA USD 7922053.70000000 0.204405611891 Long DBT CORP US N 2 2031-03-24 Fixed 3.13000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 5142000.00000000 PA USD 5167046.68000000 0.133320648696 Long DBT CORP US N 2 2027-08-15 Fixed 5.88000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAD4 1680000.00000000 PA USD 1730549.52000000 0.044651809611 Long DBT CORP US N 2 2031-02-15 Fixed 10.00000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBS7 11374000.00000000 PA USD 11174955.00000000 0.288337292466 Long DBT CORP US N 2 2028-03-20 Fixed 3.95000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1674175.34000000 0.043197237451 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 11791700000.00000000 JPY 77886979.23000000 USD 2026-02-02 1674175.34000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 450991.28000000 0.011636521543 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 5951600000.00000000 JPY 38939787.79000000 USD 2026-02-09 450991.28000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -1306325.82000000 -0.03370594781 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 54554000.00000000 CAD 38777934.24000000 USD 2026-02-11 -1306325.82000000 N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 1276336.60000000 0.032932162994 N/A DFE US N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 11890900000.00000000 JPY 78222606.40000000 USD 2026-02-17 1276336.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1951421.59000000 -0.05035077257 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 108766000.00000000 CAD 78009224.89000000 USD 2026-02-25 -1951421.59000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC 28262.16000000 0.000729223043 N/A DFE NZ N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 879543.07000000 USD 1505000.00000000 NZD 2026-03-18 28262.16000000 N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 85269.43000000 0.002200130253 N/A DFE NO N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 1743898.34000000 USD 17620000.00000000 NOK 2026-03-18 85269.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -34470.23000000 -0.00088940427 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 970000.00000000 CHF 1226908.51000000 USD 2026-03-18 -34470.23000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 70423.00000000 0.001817061200 N/A DFE SE N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1917089.30000000 USD 17660000.00000000 SEK 2026-03-18 70423.00000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -10984.96000000 -0.00028343502 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 564300000.00000000 JPY 3649894.23000000 USD 2026-03-18 -10984.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 124985.83000000 0.003224896728 N/A DFE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 5071674.49000000 USD 3798000.00000000 GBP 2026-03-18 124985.83000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 26012.63000000 0.000671180448 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2451149.98000000 USD 2085000.00000000 EUR 2026-03-18 26012.63000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 201422.58000000 0.005197125300 N/A DFE AU N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 4473971.49000000 USD 6715000.00000000 AUD 2026-03-18 201422.58000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -21591.01000000 -0.00055709337 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2975000.00000000 CAD 2167576.94000000 USD 2026-03-18 -21591.01000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -141764.56000000 -0.00365782317 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 11183950000.00000000 JPY 72446010.83000000 USD 2026-03-23 -141764.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 87911.90000000 0.002268311525 N/A DFE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2269867.41000000 USD 20950000.00000000 SEK 2026-03-18 87911.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 4820.69000000 0.000124383919 N/A DFE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 103099.80000000 USD 155000.00000000 AUD 2026-03-18 4820.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3031.98000000 0.000078231447 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 139267.30000000 USD 104000.00000000 GBP 2026-03-18 3031.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 626.88000000 0.000016174819 N/A DFE NZ N 2 Citibank NA E57ODZWZ7FF32TWEFA76 17468.91000000 USD 30000.00000000 NZD 2026-03-18 626.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -303.21000000 -0.00000782345 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 10000.00000000 CHF 12700.69000000 USD 2026-03-18 -303.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 6841.75000000 0.000176531509 N/A DFE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1231145.51000000 USD 1042000.00000000 EUR 2026-03-18 6841.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3238.08000000 0.000083549259 N/A DFE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 379406.40000000 USD 520000.00000000 CAD 2026-03-18 3238.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -3510.73000000 -0.00009058420 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 680000.00000000 NOK 67081.44000000 USD 2026-03-18 -3510.73000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1420.48000000 -0.00003665136 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 260000.00000000 CAD 189901.76000000 USD 2026-03-18 -1420.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1860.09000000 -0.00004799422 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 165000.00000000 BRL 29458.50000000 USD 2026-02-03 -1860.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 403043.12000000 0.010399358383 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 6383031.90000000 USD 35752000.00000000 BRL 2026-02-03 403043.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1551.77000000 0.000040038922 N/A DFE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 649679.71000000 USD 885000.00000000 CAD 2026-03-18 1551.77000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 91777.78000000 0.002368059342 N/A DFE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2182743.55000000 USD 21910000.00000000 NOK 2026-03-18 91777.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2522.46000000 0.000065084762 N/A DFE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 140520.49000000 USD 110000.00000000 CHF 2026-03-18 2522.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 14792.64000000 0.000381681158 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1071607.65000000 USD 794000.00000000 GBP 2026-03-18 14792.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 16538.53000000 0.000426728784 N/A DFE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2794476.69000000 USD 2366000.00000000 EUR 2026-03-18 16538.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -202160.46000000 -0.00521616415 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5325425000.00000000 CLP 5891934.50000000 USD 2026-02-02 -202160.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2810.51000000 -0.00007251705 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4092353.38000000 USD 13781000.00000000 PEN 2026-02-02 -2810.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 127422.61000000 0.003287770766 N/A DFE CO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4715887.60000000 USD 17915657000.00000000 COP 2026-02-02 127422.61000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -289073.37000000 -0.00745869963 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 176541000.00000000 MXN 9809304.73000000 USD 2026-02-03 -289073.37000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 67823.95000000 0.001750000255 N/A DFE MX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 2301511.89000000 USD 41421000.00000000 MXN 2026-02-03 67823.95000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -8631158.59000000 -0.22270200628 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 323582000.00000000 AUD 216694128.69000000 USD 2026-02-02 -8631158.59000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC 7930235.49000000 0.204616719244 N/A DFE AU N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 199096732.27000000 USD 297304404.18000000 AUD 2026-02-02 7930235.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 3553.55000000 0.000091689048 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 164280000.00000000 THB 5225606.36000000 USD 2026-02-02 3553.55000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -71923.03000000 -0.00185576512 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 12480307.38000000 SGD 9740917.78000000 USD 2026-02-02 -71923.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 4623683.78000000 0.119300745492 N/A DFE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 157649014.61000000 USD 1445230000.00000000 SEK 2026-02-02 4623683.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 50740.56000000 0.001309212939 N/A DFE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2020172.77000000 USD 6419000.00000000 ILS 2026-02-02 50740.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -9096105.99000000 -0.23469862501 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2843180000.00000000 SEK 310140617.99000000 USD 2026-02-02 -9096105.99000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 17019.37000000 0.000439135465 N/A DFE CZ N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5396383.06000000 USD 111152000.00000000 CZK 2026-02-02 17019.37000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -389008.02000000 -0.01003722334 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2540577000.00000000 CZK 123343949.51000000 USD 2026-02-02 -389008.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 957397.54000000 0.024702865872 N/A DFE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 77491102.16000000 USD 57331000.00000000 GBP 2026-02-02 957397.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1748000.73000000 -0.04510208745 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 104674000.00000000 GBP 141481984.06000000 USD 2026-02-02 -1748000.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 686723.41000000 0.017718905240 N/A DFE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 17285782.77000000 USD 173086000.00000000 NOK 2026-02-02 686723.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -6732746.82000000 -0.17371899832 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1696963000.00000000 NOK 169472596.17000000 USD 2026-02-02 -6732746.82000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1259.73000000 0.000032503677 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 35346000000.00000000 IDR 2107001.28000000 USD 2026-02-02 1259.73000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -123370.61000000 -0.00318322066 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 65308000.00000000 RON 15069697.47000000 USD 2026-02-02 -123370.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -21467.64000000 -0.00055391016 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3279000.00000000 EUR 3865838.70000000 USD 2026-02-02 -21467.64000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 4799.43000000 0.000123835366 N/A DFE PH N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3464649.72000000 USD 204300000.00000000 PHP 2026-02-02 4799.43000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 27625.63000000 0.000712799233 N/A DFE CN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 10931942.39000000 USD 76271000.00000000 CNY 2026-02-02 27625.63000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 3663852.78000000 0.094535091244 N/A DFE NZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 97455139.41000000 USD 167925000.00000000 NZD 2026-02-02 3663852.78000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -23439821.35000000 -0.60479658521 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1074315000.00000000 NZD 623477850.80000000 USD 2026-02-02 -23439821.35000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -74675.36000000 -0.00192678101 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 23922757.00000000 PLN 6658342.01000000 USD 2026-02-02 -74675.36000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -913251.83000000 -0.02356381390 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 264238158.20000000 CAD 193168692.04000000 USD 2026-02-02 -913251.83000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 9815.52000000 0.000253261016 N/A DFE CA N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2076153.91000000 USD 2840000.00000000 CAD 2026-02-02 9815.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 38387.15000000 0.000990469035 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 982286.91000000 USD 1695000.00000000 NZD 2026-02-02 38387.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 21832.97000000 0.000563336448 N/A DFE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 987479.14000000 USD 780000.00000000 CHF 2026-02-02 21832.97000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 129073.48000000 0.003330366677 N/A DFE KR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 21547038.72000000 USD 31196880000.00000000 KRW 2026-02-02 129073.48000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 10756.26000000 0.000277534082 N/A DFE SG N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1152917.35000000 USD 1480000.00000000 SGD 2026-02-02 10756.26000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3208.11000000 -0.00008277597 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 8055000.00000000 CNY 1154234.70000000 USD 2026-02-02 -3208.11000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -804792.60000000 -0.02076533814 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 194517232000.00000000 KRW 134349022.34000000 USD 2026-02-02 -804792.60000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 35077.76000000 0.000905079827 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 161760000.00000000 INR 1793208.95000000 USD 2026-02-02 35077.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -395647.65000000 -0.01020853973 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 226022000.00000000 ZAR 13593018.92000000 USD 2026-02-02 -395647.65000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -136124.30000000 -0.00351229263 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 6958805.86000000 USD 627733000.00000000 INR 2026-02-02 -136124.30000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2958.83000000 0.000076344023 N/A DFE TW N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2870777.24000000 USD 90418000.00000000 TWD 2026-02-02 2958.83000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1487.79000000 -0.00003838810 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 45465000.00000000 TWD 1443516.64000000 USD 2026-02-02 -1487.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 115741.93000000 0.002986384707 N/A DFE ZA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3976473.14000000 USD 66120000.00000000 ZAR 2026-02-02 115741.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -73367.78000000 -0.00189304270 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1150946000.00000000 HUF 3502531.92000000 USD 2026-02-02 -73367.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 6852.44000000 0.000176807333 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 690230.86000000 USD 588000.00000000 EUR 2026-02-02 6852.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -3903.39000000 -0.00010071565 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 945000.00000000 CAD 690195.59000000 USD 2026-02-02 -3903.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -751017.34000000 -0.01937782357 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 24856000.00000000 CHF 31412395.11000000 USD 2026-02-02 -751017.34000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 14956.29000000 0.000385903671 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 625568.70000000 USD 495000.00000000 CHF 2026-02-02 14956.29000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -687079.16000000 -0.01772808433 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 61532000.00000000 EUR 72260079.59000000 USD 2026-02-02 -687079.16000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 2955606.16000000 0.076260842014 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 310840944.32000000 USD 264692000.00000000 EUR 2026-02-02 2955606.16000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 96668.94000000 0.002494261536 N/A DFE JP N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 9841359.95000000 USD 1537619000.00000000 JPY 2026-02-02 96668.94000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -435120.46000000 -0.01122702107 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 6921039000.00000000 JPY 44297342.88000000 USD 2026-02-02 -435120.46000000 N N N DURST Commercial Mortgage Trust N/A 266895AA9 695000.00000000 PA USD 710024.16000000 0.018320113493 Long ABS-MBS CORP US N 2 2042-08-10 Variable 5.32000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAQ1 7570000.00000000 PA USD 7931701.56000000 0.204654546927 Long DBT CORP IT N 2 2035-05-19 Fixed 5.75000000 N N N N N N EP Purchaser LLC 549300GGODRVQG1GH476 26881KAC8 1320113.88000000 PA USD 788768.04000000 0.020351870861 Long LON CORP US N 2 2028-11-06 Floating 7.44000000 N N N N N N E.W. Scripps Company (The) 549300U1OW41QPKYW028 26928BAQ2 769955.41000000 PA USD 776053.46000000 0.020023808012 Long LON CORP US N 2 2028-06-30 Floating 9.54000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -44495.24000000 -0.00114807057 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4901000.00000000 EUR 5765717.74000000 USD 2026-02-02 -44495.24000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 130208.02000000 0.003359640190 N/A DFE NZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2883640.76000000 USD 5005000.00000000 NZD 2026-02-02 130208.02000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 743.24000000 0.000019177151 N/A DFE KR N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2879966.66000000 USD 4146000000.00000000 KRW 2026-02-02 743.24000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -13276.27000000 -0.00034255562 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 693334.81000000 USD 62570000.00000000 INR 2026-02-02 -13276.27000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -123459.78000000 -0.00318552143 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5005000.00000000 NZD 2890389.00000000 USD 2026-02-02 -123459.78000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -230074.00000000 -0.00593639206 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 8630000.00000000 AUD 5779398.81000000 USD 2026-02-02 -230074.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -408699.51000000 -0.01054530511 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 87090000.00000000 NOK 8634351.71000000 USD 2026-02-02 -408699.51000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -203173.63000000 -0.00524230606 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 53070000.00000000 SEK 5755609.47000000 USD 2026-02-02 -203173.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -137591.99000000 -0.00355016211 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4560000.00000000 CHF 5763001.86000000 USD 2026-02-02 -137591.99000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -50350.93000000 -0.00129915966 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 2140000.00000000 GBP 2877904.10000000 USD 2026-02-02 -50350.93000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 291.68000000 0.000007525956 N/A DFE BR N 2 UBS AG BFM8T61CT2L1QCEMIK50 8249.75000000 USD 45000.00000000 BRL 2026-02-03 291.68000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 500.38000000 0.000012910854 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 49291.28000000 USD 42000.00000000 EUR 2026-02-02 500.38000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -217998.44000000 -0.00562481727 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 52920000.00000000 SEK 5723942.43000000 USD 2026-02-02 -217998.44000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -17772.25000000 -0.00045856134 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1089541.02000000 USD 98610000.00000000 INR 2026-02-02 -17772.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 36246.69000000 0.000935240674 N/A DFE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 974287.47000000 USD 9000000.00000000 SEK 2026-02-02 36246.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 45458.01000000 0.001172912063 N/A DFE CO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1475688.43000000 USD 5626800000.00000000 COP 2026-02-02 45458.01000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -85680.23000000 -0.00221072975 N/A DFE IN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 5163240.50000000 USD 467170000.00000000 INR 2026-02-02 -85680.23000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 97038.98000000 0.002503809344 N/A DFE BR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2536380.26000000 USD 13874000.00000000 BRL 2026-02-03 97038.98000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 59133.02000000 0.001525756021 N/A DFE PL N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4389156.10000000 USD 15805000.00000000 PLN 2026-02-02 59133.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -25287.12000000 -0.00065246076 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 5810480000.00000000 KRW 4011931.23000000 USD 2026-02-02 -25287.12000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -62491.12000000 -0.00161240204 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 9473000.00000000 ILS 2993711.09000000 USD 2026-02-02 -62491.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 71130.02000000 0.001835303800 N/A DFE HU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3235877.99000000 USD 1064400000.00000000 HUF 2026-02-02 71130.02000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -62295.32000000 -0.00160734999 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 9472000.00000000 ILS 2993584.27000000 USD 2026-02-02 -62295.32000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -30972.25000000 -0.00079914905 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 831996000.00000000 CLP 921113.76000000 USD 2026-02-02 -30972.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -20750.13000000 -0.00053539690 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 554664000.00000000 CLP 613973.88000000 USD 2026-02-02 -20750.13000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -72521.19000000 -0.00187119890 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 4897000.00000000 EUR 5732949.73000000 USD 2026-02-02 -72521.19000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 42481.66000000 0.001096115986 N/A DFE BR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1086126.59000000 USD 5946000.00000000 BRL 2026-02-03 42481.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 5099.11000000 0.000131567739 N/A DFE CN N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1723233.86000000 USD 12028000.00000000 CNY 2026-02-02 5099.11000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 23543.80000000 0.000607479452 N/A DFE CO N 2 UBS AG BFM8T61CT2L1QCEMIK50 889144.06000000 USD 3376080000.00000000 COP 2026-02-02 23543.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 42355.38000000 0.001092857697 N/A DFE CO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1478791.06000000 USD 5626800000.00000000 COP 2026-02-02 42355.38000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -158268.68000000 -0.00408366411 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 102890000.00000000 MXN 5727175.06000000 USD 2026-02-03 -158268.68000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 29094.91000000 0.000750709741 N/A DFE CO N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1066130.53000000 USD 4051296000.00000000 COP 2026-02-02 29094.91000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -207501.30000000 -0.00535396903 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5546640000.00000000 CLP 6139738.76000000 USD 2026-02-02 -207501.30000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 496972.59000000 0.012822935844 N/A DFE SE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 17327727.19000000 USD 158750000.00000000 SEK 2026-02-02 496972.59000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 57986.82000000 0.001496181655 N/A DFE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1336208.59000000 USD 13430000.00000000 NOK 2026-03-18 57986.82000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 27056.28000000 0.000698108808 N/A DFE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2302783.47000000 USD 1961000.00000000 EUR 2026-03-18 27056.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 29181.70000000 0.000752949105 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2170984.12000000 USD 1608000.00000000 GBP 2026-03-18 29181.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -13271.73000000 -0.00034243848 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 211800000.00000000 JPY 1360774.37000000 USD 2026-03-18 -13271.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 44996.64000000 0.001161007748 N/A DFE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1411311.92000000 USD 12940000.00000000 SEK 2026-03-18 44996.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 58655.66000000 0.001513439131 N/A DFE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1553189.06000000 USD 2315000.00000000 AUD 2026-03-18 58655.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -7136.49000000 -0.00018413641 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1140000.00000000 CAD 831737.95000000 USD 2026-03-18 -7136.49000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 12963.41000000 0.000334483184 N/A DFE NZ N 2 Citibank NA E57ODZWZ7FF32TWEFA76 318792.65000000 USD 550000.00000000 NZD 2026-03-18 12963.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -13661.54000000 -0.00035249640 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 445000.00000000 CHF 565012.21000000 USD 2026-03-18 -13661.54000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -179951.18000000 -0.00464311811 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 102890000.00000000 MXN 5705492.56000000 USD 2026-02-03 -179951.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -29258.68000000 -0.00075493535 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1030000.00000000 AUD 687978.51000000 USD 2026-02-02 -29258.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 16939.00000000 0.000437061750 N/A DFE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 688285.48000000 USD 545000.00000000 CHF 2026-02-02 16939.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 19047.33000000 0.000491461089 N/A DFE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 744406.70000000 USD 590000.00000000 CHF 2026-02-02 19047.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -31963.00000000 -0.00082471248 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1120000.00000000 AUD 747945.41000000 USD 2026-02-02 -31963.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 30220.49000000 0.000779752067 N/A DFE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1089080.76000000 USD 865000.00000000 CHF 2026-02-02 30220.49000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 65897.57000000 0.001700295608 N/A DFE NZ N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1433499.72000000 USD 2490000.00000000 NZD 2026-02-02 65897.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -46897.67000000 -0.00121005831 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1635000.00000000 AUD 1091629.33000000 USD 2026-02-02 -46897.67000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -14907.16000000 -0.00038463601 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1970000.00000000 CAD 1432050.51000000 USD 2026-02-02 -14907.16000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 76230.67000000 0.001966911275 N/A DFE XX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 5729240.25000000 USD 4897000.00000000 EUR 2026-02-02 76230.67000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 77827.09000000 0.002008102261 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5727643.83000000 USD 4897000.00000000 EUR 2026-02-02 77827.09000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 209444.77000000 0.005404114638 N/A DFE AU N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5782619.37000000 USD 8605000.00000000 AUD 2026-02-02 209444.77000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 19055.72000000 0.000491677569 N/A DFE KR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 5747867.04000000 USD 8299920000.00000000 KRW 2026-02-02 19055.72000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 18927.35000000 0.000488365353 N/A DFE CO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1015452.23000000 USD 3826224000.00000000 COP 2026-02-02 18927.35000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 212102.85000000 0.005472698681 N/A DFE AU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5779961.29000000 USD 8605000.00000000 AUD 2026-02-02 212102.85000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -109019.42000000 -0.00281292984 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 34080000.00000000 SEK 3717536.60000000 USD 2026-02-02 -109019.42000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -82100.70000000 -0.00211837036 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 54130000.00000000 MXN 3014206.71000000 USD 2026-02-03 -82100.70000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -109.28000000 -0.00000281965 N/A DFE IN N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 6413.16000000 USD 580000.00000000 INR 2026-02-02 -109.28000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 57337.55000000 0.001479429127 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5748133.37000000 USD 4897000.00000000 EUR 2026-02-02 57337.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -31104.63000000 -0.00080256473 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 7510000.00000000 NOK 748701.49000000 USD 2026-02-02 -31104.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 205743.18000000 0.005308605848 N/A DFE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 5768912.29000000 USD 8580000.00000000 AUD 2026-02-02 205743.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 4392.04000000 0.000113323849 N/A DFE KR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 813382.86000000 USD 1176965000.00000000 KRW 2026-02-02 4392.04000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 4392.04000000 0.000113323849 N/A DFE KR N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 813382.86000000 USD 1176965000.00000000 KRW 2026-02-02 4392.04000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -17291.13000000 -0.00044614744 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 124750000.00000000 PHP 2101229.58000000 USD 2026-02-02 -17291.13000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1388.86000000 -0.00003583550 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 10060000.00000000 CNY 1444157.34000000 USD 2026-02-02 -1388.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 19648.72000000 0.000506978213 N/A DFE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2309063.28000000 USD 360300000.00000000 JPY 2026-02-02 19648.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 8334.26000000 0.000215041399 N/A DFE KR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1627215.54000000 USD 2353930000.00000000 KRW 2026-02-02 8334.26000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 49251.56000000 0.001270793614 N/A DFE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4417772.01000000 USD 3768000.00000000 EUR 2026-02-02 49251.56000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -96895.36000000 -0.00250010364 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 26480000.00000000 SEK 2876320.70000000 USD 2026-02-02 -96895.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 102847.56000000 0.002653682899 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2884480.17000000 USD 4290000.00000000 AUD 2026-02-02 102847.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -117398.46000000 -0.00302912665 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4980000.00000000 NZD 2881396.13000000 USD 2026-02-02 -117398.46000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 193197.24000000 0.004984894265 N/A DFE SE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5753234.89000000 USD 52960000.00000000 SEK 2026-02-02 193197.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 118238.09000000 0.003050790874 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2880556.50000000 USD 4980000.00000000 NZD 2026-02-02 118238.09000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 175047.86000000 0.004516602170 N/A DFE MX N 2 UBS AG BFM8T61CT2L1QCEMIK50 5713255.94000000 USD 102940000.00000000 MXN 2026-02-03 175047.86000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 153055.53000000 0.003949153899 N/A DFE CH N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 5754008.27000000 USD 4565000.00000000 CHF 2026-02-02 153055.53000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2802.66000000 0.000072314510 N/A DFE KR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 863473.92000000 USD 1246770000.00000000 KRW 2026-02-02 2802.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -29029.94000000 -0.00074903337 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1285000.00000000 AUD 865775.69000000 USD 2026-02-02 -29029.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 20824.57000000 0.000537317611 N/A DFE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 693286.24000000 USD 6360000.00000000 SEK 2026-02-02 20824.57000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 4375.36000000 0.000112893470 N/A DFE TW N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1412978.04000000 USD 44595000.00000000 TWD 2026-02-02 4375.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -27499.28000000 -0.00070953913 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 6940000.00000000 NOK 693120.49000000 USD 2026-02-02 -27499.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 14725.50000000 0.000379948805 N/A DFE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1439577.13000000 USD 1980000.00000000 CAD 2026-02-02 14725.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -56712.45000000 -0.00146330023 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2490000.00000000 NZD 1442684.84000000 USD 2026-02-02 -56712.45000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -11171.93000000 -0.00028825924 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3685500000.00000000 COP 985164.39000000 USD 2026-02-02 -11171.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 15560.94000000 0.000401504910 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1267842.94000000 USD 4560000.00000000 PLN 2026-02-02 15560.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -45461.28000000 -0.00117299643 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1890000.00000000 AUD 1270634.15000000 USD 2026-02-02 -45461.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 187961.41000000 0.004849798862 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5765803.65000000 USD 8550000.00000000 AUD 2026-02-02 187961.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 34333.75000000 0.000885882808 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2882035.14000000 USD 2460000.00000000 EUR 2026-02-02 34333.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -194625.80000000 -0.00502175411 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 12298000.00000000 EUR 14384847.62000000 USD 2026-02-02 -194625.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -195855.60000000 -0.00505348553 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 12298000.00000000 EUR 14383617.82000000 USD 2026-02-02 -195855.60000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 53388.24000000 0.001377528640 N/A DFE GB N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3832707.23000000 USD 2840000.00000000 GBP 2026-02-02 53388.24000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1438030.64000000 -0.03710420858 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 98308000.00000000 EUR 115107657.50000000 USD 2026-02-02 -1438030.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1123312.69000000 -0.02898382495 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 352940000.00000000 SEK 38505345.84000000 USD 2026-02-02 -1123312.69000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -100671.08000000 -0.00259752514 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 4275000.00000000 AUD 2876211.45000000 USD 2026-02-02 -100671.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -173244.61000000 -0.00447007453 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 52990000.00000000 SEK 5776555.97000000 USD 2026-02-02 -173244.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 81072.03000000 0.002091828524 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2498892.83000000 USD 3705000.00000000 AUD 2026-02-02 81072.03000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -116219.31000000 -0.00299870211 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 7379000.00000000 EUR 8631701.84000000 USD 2026-02-02 -116219.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1251091.39000000 -0.03228078359 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 57175000.00000000 AUD 38562536.38000000 USD 2026-02-02 -1251091.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -239294.19000000 -0.00617429232 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 9955000.00000000 NZD 5755284.15000000 USD 2026-02-02 -239294.19000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -169811.96000000 -0.00438150496 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 103400000.00000000 MXN 5744804.45000000 USD 2026-02-03 -169811.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -23209.39000000 -0.00059885097 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 7420000.00000000 SEK 809919.88000000 USD 2026-02-02 -23209.39000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -85582.89000000 -0.00220821817 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 26500000.00000000 SEK 2889878.81000000 USD 2026-02-02 -85582.89000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 167233.25000000 0.004314968831 N/A DFE CH N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 5752770.45000000 USD 4575000.00000000 CHF 2026-02-02 167233.25000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -199965.61000000 -0.00515953241 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 8550000.00000000 AUD 5753799.45000000 USD 2026-02-02 -199965.61000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -116964.21000000 -0.00301792209 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 4980000.00000000 NZD 2881830.38000000 USD 2026-02-02 -116964.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -35347.58000000 -0.00091204174 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 10080000.00000000 SEK 1096450.68000000 USD 2026-02-02 -35347.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -14546.08000000 -0.00037531939 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 935000.00000000 EUR 1093911.20000000 USD 2026-02-02 -14546.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 30312.28000000 0.000782120441 N/A DFE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1095458.92000000 USD 870000.00000000 CHF 2026-02-02 30312.28000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -112896.04000000 -0.00291295477 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 4980000.00000000 NZD 2885898.55000000 USD 2026-02-02 -112896.04000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -178250.28000000 -0.00459923132 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 52990000.00000000 SEK 5771550.30000000 USD 2026-02-02 -178250.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 111606.72000000 0.002879687610 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2887187.87000000 USD 4980000.00000000 NZD 2026-02-02 111606.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -375714.11000000 -0.00969421256 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 760248000.00000000 CZK 36650415.58000000 USD 2026-02-02 -375714.11000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -37570.59000000 -0.00096940007 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2459000.00000000 EUR 2877612.78000000 USD 2026-02-02 -37570.59000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 445433.83000000 0.011493127669 N/A DFE AU N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 13363819.38000000 USD 19831000.00000000 AUD 2026-02-02 445433.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -100867.73000000 -0.00260259913 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4275000.00000000 AUD 2876014.80000000 USD 2026-02-02 -100867.73000000 N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 000000000 1.00000000 NC -323651.09000000 -0.00835087738 N/A DFE US N 2 Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 12835000.00000000 AUD 8613959.97000000 USD 2026-02-02 -323651.09000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 346351.48000000 0.008936595090 N/A DFE MX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 11466292.95000000 USD 206510000.00000000 MXN 2026-02-03 346351.48000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 194776.57000000 0.005025644293 N/A DFE SE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5737058.96000000 USD 52830000.00000000 SEK 2026-02-02 194776.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 192954.92000000 0.004978641900 N/A DFE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 5738880.61000000 USD 52830000.00000000 SEK 2026-02-02 192954.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1732.22000000 -0.00004469491 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 84060000.00000000 THB 2670326.21000000 USD 2026-02-02 -1732.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 86855.55000000 0.002241055478 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 5749438.78000000 USD 4923000.00000000 EUR 2026-02-02 86855.55000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 90944.10000000 0.002346548649 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5745350.23000000 USD 4923000.00000000 EUR 2026-02-02 90944.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -602857.73000000 -0.01555499468 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 32800000.00000000 EUR 38282060.80000000 USD 2026-02-02 -602857.73000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -665381.55000000 -0.01716824046 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 176680000.00000000 SEK 19172526.85000000 USD 2026-02-02 -665381.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -776932.02000000 -0.02004647670 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 28505000.00000000 AUD 19072433.25000000 USD 2026-02-02 -776932.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 36481.78000000 0.000941306490 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2877801.43000000 USD 450900000.00000000 JPY 2026-02-02 36481.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -3587.09000000 -0.00009255445 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 852000.00000000 PLN 236206.79000000 USD 2026-02-02 -3587.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 9543.26000000 0.000246236136 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 234874.46000000 USD 351000.00000000 AUD 2026-02-02 9543.26000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 53104.87000000 0.001370217099 N/A DFE GB N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2868308.45000000 USD 2135000.00000000 GBP 2026-02-02 53104.87000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 94224.30000000 0.002431184693 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5742070.03000000 USD 4923000.00000000 EUR 2026-02-02 94224.30000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 92460.62000000 0.002385678047 N/A DFE CH N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2877246.15000000 USD 2295000.00000000 CHF 2026-02-02 92460.62000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 34401.12000000 0.000887621095 N/A DFE JP N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2879882.09000000 USD 450900000.00000000 JPY 2026-02-02 34401.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 134452.97000000 0.003469168809 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 2864341.62000000 USD 4980000.00000000 NZD 2026-02-02 134452.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -17558.97000000 -0.00045305827 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1084000.00000000 EUR 1267540.17000000 USD 2026-02-02 -17558.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 49931.37000000 0.001288334139 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1262682.33000000 USD 1885000.00000000 AUD 2026-02-02 49931.37000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 190092.67000000 0.004904789843 N/A DFE SE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5741742.86000000 USD 52830000.00000000 SEK 2026-02-02 190092.67000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -13157.50000000 -0.00033949111 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 189600000.00000000 JPY 1212276.29000000 USD 2026-02-02 -13157.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -38812.34000000 -0.00100143982 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1010000.00000000 CHF 1268117.44000000 USD 2026-02-02 -38812.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 59236.41000000 0.001528423700 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1259510.61000000 USD 2190000.00000000 NZD 2026-02-02 59236.41000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -114898.28000000 -0.00296461676 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 4275000.00000000 AUD 2861984.25000000 USD 2026-02-02 -114898.28000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 31982.00000000 0.000825202722 N/A DFE HU N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1264847.33000000 USD 417400000.00000000 HUF 2026-02-02 31982.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -30626.66000000 -0.00079023210 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 8460000.00000000 SEK 919275.45000000 USD 2026-02-02 -30626.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 46551.13000000 0.001201116853 N/A DFE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 918082.53000000 USD 9290000.00000000 NOK 2026-02-02 46551.13000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 43873.85000000 0.001132037410 N/A DFE AU N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1087689.69000000 USD 1625000.00000000 AUD 2026-02-02 43873.85000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 23999.79000000 0.000619244951 N/A DFE HU N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 919261.80000000 USD 303600000.00000000 HUF 2026-02-02 23999.79000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -23502.96000000 -0.00060642569 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 18000000.00000000 ZAR 1090530.18000000 USD 2026-02-02 -23502.96000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 113269.08000000 0.002922579987 N/A DFE AU N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2863613.45000000 USD 4275000.00000000 AUD 2026-02-02 113269.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 264181.69000000 0.006816442054 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5730396.65000000 USD 9955000.00000000 NZD 2026-02-02 264181.69000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -18379.44000000 -0.00047422812 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1510000.00000000 CAD 1090709.94000000 USD 2026-02-02 -18379.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -593411.33000000 -0.01531125773 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 32800000.00000000 EUR 38291507.20000000 USD 2026-02-02 -593411.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -45286.86000000 -0.00116849603 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 2461000.00000000 EUR 2872267.55000000 USD 2026-02-02 -45286.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -119647.80000000 -0.00308716435 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4275000.00000000 AUD 2857234.73000000 USD 2026-02-02 -119647.80000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1384287.23000000 -0.03571751581 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 353350000.00000000 SEK 38290406.75000000 USD 2026-02-02 -1384287.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1545507.63000000 -0.03987734049 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 57005000.00000000 AUD 38149741.18000000 USD 2026-02-02 -1545507.63000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -101081.86000000 -0.00260812413 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 26410000.00000000 SEK 2864274.49000000 USD 2026-02-02 -101081.86000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -97297.93000000 -0.00251049079 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 63150000.00000000 ZAR 3811101.67000000 USD 2026-02-02 -97297.93000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 133646.21000000 0.003448352708 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 2865148.38000000 USD 4980000.00000000 NZD 2026-02-02 133646.21000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 680520.96000000 0.017558869013 N/A DFE CA N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 39403739.10000000 USD 54554000.00000000 CAD 2026-02-11 680520.96000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 93841.29000000 0.002421302231 N/A DFE XX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 5742453.04000000 USD 4923000.00000000 EUR 2026-02-02 93841.29000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -90100.30000000 -0.00232477683 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 4923000.00000000 EUR 5746194.03000000 USD 2026-02-02 -90100.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -9689.30000000 -0.00025000427 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 38687000000.00000000 IDR 2295092.67000000 USD 2026-02-02 -9689.30000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 96442.97000000 0.002488431035 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5752892.03000000 USD 4934000.00000000 EUR 2026-02-02 96442.97000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 38830.02000000 0.001001896010 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 190150000.00000000 INR 2105525.41000000 USD 2026-02-02 38830.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -53956.77000000 -0.00139219790 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2467000.00000000 EUR 2870710.73000000 USD 2026-02-02 -53956.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 16391.87000000 0.000422944648 N/A DFE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1438200.15000000 USD 1850000.00000000 SGD 2026-02-02 16391.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1802.12000000 -0.00004649847 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 10053000.00000000 CNY 1442738.23000000 USD 2026-02-02 -1802.12000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 108599.85000000 0.002802104054 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5740735.15000000 USD 4934000.00000000 EUR 2026-02-02 108599.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 302326.97000000 0.007800670335 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5722359.75000000 USD 10005000.00000000 NZD 2026-02-02 302326.97000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -103328.86000000 -0.00266610144 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 4934000.00000000 EUR 5746006.14000000 USD 2026-02-02 -103328.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 4455.32000000 0.000114956606 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 244503.00000000 USD 210000.00000000 EUR 2026-02-02 4455.32000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -71965.32000000 -0.00185685629 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 17285000.00000000 BRL 3208894.68000000 USD 2026-02-03 -71965.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -4624.13000000 -0.00011931225 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 884000.00000000 PLN 244176.10000000 USD 2026-02-02 -4624.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -32177.66000000 -0.00083025116 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3925000.00000000 SGD 3053916.21000000 USD 2026-02-02 -32177.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -287659.64000000 -0.00742222243 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 10005000.00000000 NZD 5737027.08000000 USD 2026-02-02 -287659.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 59548.16000000 0.001536467504 N/A DFE HU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1947523.59000000 USD 646000000.00000000 HUF 2026-02-02 59548.16000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 226.12000000 0.000005834370 N/A DFE TW N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 27424.90000000 USD 870000.00000000 TWD 2026-02-02 226.12000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -34057.77000000 -0.00087876194 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1645000.00000000 EUR 1916115.74000000 USD 2026-02-02 -34057.77000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 46646.21000000 0.001203570116 N/A DFE BR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1915985.69000000 USD 10340000.00000000 BRL 2026-02-03 46646.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 21813.62000000 0.000562837177 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1093386.31000000 USD 815000.00000000 GBP 2026-02-02 21813.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -51810.78000000 -0.00133682686 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 11060000.00000000 NOK 1096612.08000000 USD 2026-02-02 -51810.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -264822.97000000 -0.00683298842 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 9300000.00000000 NZD 5335335.60000000 USD 2026-02-02 -264822.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -40799.19000000 -0.00105270472 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 9310000.00000000 NOK 925911.19000000 USD 2026-02-02 -40799.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 31944.21000000 0.000824227660 N/A DFE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 922449.16000000 USD 8500000.00000000 SEK 2026-02-02 31944.21000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 17889.34000000 0.000461582517 N/A DFE SG N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1727621.08000000 USD 2220000.00000000 SGD 2026-02-02 17889.34000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3478.26000000 -0.00008974640 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 12064000.00000000 CNY 1730027.64000000 USD 2026-02-02 -3478.26000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -144537.94000000 -0.00372938220 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 5000000.00000000 NZD 2866300.00000000 USD 2026-02-02 -144537.94000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 48943.13000000 0.001262835473 N/A DFE XX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 2875724.37000000 USD 2467000.00000000 EUR 2026-02-02 48943.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 91383.48000000 0.002357885575 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5744938.84000000 USD 903000000.00000000 JPY 2026-02-02 91383.48000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -25905.68000000 -0.00066842091 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 981400000.00000000 CLP 1097149.25000000 USD 2026-02-02 -25905.68000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 278124.87000000 0.007176205361 N/A DFE NZ N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 5746561.85000000 USD 10005000.00000000 NZD 2026-02-02 278124.87000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -16685.22000000 -0.00043051369 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2220000.00000000 SGD 1728825.20000000 USD 2026-02-02 -16685.22000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -59312.26000000 -0.00153038078 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 34520000.00000000 MXN 1915277.28000000 USD 2026-02-03 -59312.26000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 22812.16000000 0.000588601605 N/A DFE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1203914.28000000 USD 189800000.00000000 JPY 2026-02-02 22812.16000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -121137.43000000 -0.00312559993 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 4295000.00000000 AUD 2869672.04000000 USD 2026-02-02 -121137.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -5552.50000000 -0.00014326615 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1053000.00000000 PLN 290812.48000000 USD 2026-02-02 -5552.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 5349.70000000 0.000138033487 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 291029.25000000 USD 250000.00000000 EUR 2026-02-02 5349.70000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 45135.80000000 0.001164598368 N/A DFE BR N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1906107.52000000 USD 10280000.00000000 BRL 2026-02-03 45135.80000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 27790.28000000 0.000717047548 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1927125.29000000 USD 1649000.00000000 EUR 2026-02-02 27790.28000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -25356.78000000 -0.00065425814 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 40040000.00000000 CZK 1924699.30000000 USD 2026-02-02 -25356.78000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -26128.37000000 -0.00067416678 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1716100000.00000000 CLP 1937672.90000000 USD 2026-02-02 -26128.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4640.73000000 -0.00011974057 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 130000.00000000 CHF 164410.03000000 USD 2026-03-18 -4640.73000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -27767.88000000 -0.00071646958 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1716100000.00000000 CLP 1936033.39000000 USD 2026-02-02 -27767.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -3761.68000000 -0.00009705923 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1230000.00000000 SEK 134666.41000000 USD 2026-03-18 -3761.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -46158.75000000 -0.00119099262 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2813000.00000000 EUR 3295931.62000000 USD 2026-03-18 -46158.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -24137.07000000 -0.00062278706 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1845000.00000000 CAD 1333514.99000000 USD 2026-03-18 -24137.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1137.23000000 -0.00002934292 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 45000.00000000 NZD 26006.45000000 USD 2026-03-18 -1137.23000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -5811.65000000 -0.00014995276 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 240000.00000000 AUD 161291.04000000 USD 2026-03-18 -5811.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4547.85000000 -0.00011734407 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1050000.00000000 NOK 104454.77000000 USD 2026-03-18 -4547.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4605.51000000 -0.00011883182 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 221000.00000000 GBP 297780.46000000 USD 2026-03-18 -4605.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 15565.80000000 0.000401630308 N/A DFE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 521252.40000000 USD 4781000.00000000 SEK 2026-02-02 15565.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -11609.39000000 -0.00029954662 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 772200000.00000000 CLP 872049.69000000 USD 2026-02-02 -11609.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -15274.42000000 -0.00039411209 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 416000.00000000 CHF 523025.37000000 USD 2026-02-02 -15274.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 27780.99000000 0.000716807847 N/A DFE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 926500.10000000 USD 8499000.00000000 SEK 2026-02-02 27780.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -27251.85000000 -0.00070315492 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 739000.00000000 CHF 929006.67000000 USD 2026-02-02 -27251.85000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 152730.63000000 0.003940770797 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5767033.90000000 USD 103490000.00000000 MXN 2026-02-03 152730.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 177915.14000000 0.004590584011 N/A DFE KR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 14408551.82000000 USD 20993260000.00000000 KRW 2026-02-02 177915.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 109996.98000000 0.002838152940 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5762933.21000000 USD 4292000.00000000 GBP 2026-02-02 109996.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 115077.39000000 0.002969238180 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2886177.28000000 USD 4310000.00000000 AUD 2026-02-02 115077.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 277478.94000000 0.007159539011 N/A DFE NZ N 2 Citibank NA E57ODZWZ7FF32TWEFA76 5771294.48000000 USD 10045000.00000000 NZD 2026-02-02 277478.94000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 80644.02000000 0.002080784967 N/A DFE KR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 5753939.98000000 USD 8397300000.00000000 KRW 2026-02-02 80644.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -324400.65000000 -0.00837021760 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14841000.00000000 EUR 17269839.47000000 USD 2026-02-02 -324400.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -232362.66000000 -0.00599544429 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1818400000.00000000 JPY 11520426.39000000 USD 2026-02-02 -232362.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -405416.51000000 -0.01046059682 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 9230000.00000000 CHF 11538110.08000000 USD 2026-02-02 -405416.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 53146.70000000 0.001371296401 N/A DFE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2883318.39000000 USD 2146000.00000000 GBP 2026-02-02 53146.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -10814.41000000 -0.00027903447 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2643000.00000000 PLN 733053.24000000 USD 2026-02-02 -10814.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 10333.15000000 0.000266616956 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 732985.26000000 USD 627000.00000000 EUR 2026-02-02 10333.15000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 161025.67000000 0.004154800239 N/A DFE SE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5794388.99000000 USD 53040000.00000000 SEK 2026-02-02 161025.67000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 74307.94000000 0.001917300805 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5790438.77000000 USD 4947000.00000000 EUR 2026-02-02 74307.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -16469.07000000 -0.00042493657 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3960000.00000000 PLN 1098065.88000000 USD 2026-02-02 -16469.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 115012.28000000 0.002967558206 N/A DFE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 5769138.15000000 USD 910400000.00000000 JPY 2026-02-02 115012.28000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 134873.56000000 0.003480020914 N/A DFE NO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2872208.35000000 USD 28960000.00000000 NOK 2026-02-02 134873.56000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -89262.11000000 -0.00230314977 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 26410000.00000000 SEK 2876094.24000000 USD 2026-02-02 -89262.11000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 12833.04000000 0.000331119365 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 5996640000.00000000 COP 1633961.85000000 USD 2026-02-02 12833.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 129718.62000000 0.003347012643 N/A DFE NO N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2877363.29000000 USD 28960000.00000000 NOK 2026-02-02 129718.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -114210.05000000 -0.00294685898 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 4290000.00000000 AUD 2873117.68000000 USD 2026-02-02 -114210.05000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -55276.23000000 -0.00142624274 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 11865000.00000000 BRL 2196815.40000000 USD 2026-02-03 -55276.23000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 74533.57000000 0.001923122533 N/A DFE IL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4984186.02000000 USD 15680000.00000000 ILS 2026-02-02 74533.57000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 102540.26000000 0.002645753914 N/A DFE NO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2303332.94000000 USD 23170000.00000000 NOK 2026-02-02 102540.26000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -54055.32000000 -0.00139474070 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 11865000.00000000 BRL 2198036.31000000 USD 2026-02-03 -54055.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -111170.16000000 -0.00286842344 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4290000.00000000 AUD 2876157.57000000 USD 2026-02-02 -111170.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 127262.94000000 0.003283650945 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2883575.00000000 USD 5000000.00000000 NZD 2026-02-02 127262.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 15785.50000000 0.000407299029 N/A DFE CL N 2 UBS AG BFM8T61CT2L1QCEMIK50 1783706.90000000 USD 1572516000.00000000 CLP 2026-02-02 15785.50000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -24053.89000000 -0.00062064084 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 18150000.00000000 MXN 1014150.05000000 USD 2026-02-03 -24053.89000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 39708.15000000 0.001024553607 N/A DFE AU N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1011775.50000000 USD 1510000.00000000 AUD 2026-02-02 39708.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 3697.41000000 0.000095400937 N/A DFE CL N 2 UBS AG BFM8T61CT2L1QCEMIK50 487073.25000000 USD 428868000.00000000 CLP 2026-02-02 3697.41000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 113028.98000000 0.002916384903 N/A DFE KR N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 4788569.10000000 USD 7054520000.00000000 KRW 2026-02-02 113028.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -136880.14000000 -0.00353179488 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 103070000.00000000 MXN 5758859.83000000 USD 2026-02-03 -136880.14000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 94134.81000000 0.002428875663 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 502390000.00000000 INR 5554492.94000000 USD 2026-02-02 94134.81000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 20869.77000000 0.000538483866 N/A DFE CL N 2 UBS AG BFM8T61CT2L1QCEMIK50 1996742.92000000 USD 1763124000.00000000 CLP 2026-02-02 20869.77000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 4997.99000000 0.000128958631 N/A DFE CL N 2 UBS AG BFM8T61CT2L1QCEMIK50 540302.74000000 USD 476520000.00000000 CLP 2026-02-02 4997.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 4991.94000000 0.000128802528 N/A DFE CL N 2 UBS AG BFM8T61CT2L1QCEMIK50 594838.86000000 USD 524172000.00000000 CLP 2026-02-02 4991.94000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 17228.72000000 0.000444537134 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 11993280000.00000000 COP 3259486.34000000 USD 2026-02-02 17228.72000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 2650.08000000 0.000068377625 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1998880000.00000000 COP 543026.35000000 USD 2026-02-02 2650.08000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 13824.23000000 0.000356694147 N/A DFE SG N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1149849.38000000 USD 1480000.00000000 SGD 2026-02-02 13824.23000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1101.89000000 -0.00002843107 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 8022000.00000000 CNY 1151599.07000000 USD 2026-02-02 -1101.89000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -116631.33000000 -0.00300933309 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4290000.00000000 AUD 2870696.40000000 USD 2026-02-02 -116631.33000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -31445.16000000 -0.00081135112 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 191500000.00000000 JPY 1206268.82000000 USD 2026-02-02 -31445.16000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 22784.46000000 0.000587886886 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1263500.19000000 USD 1085000.00000000 EUR 2026-02-02 22784.46000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2058.44000000 -0.00005311207 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 8826000.00000000 CNY 1266171.26000000 USD 2026-02-02 -2058.44000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 40577.64000000 0.001046988274 N/A DFE CH N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1208122.59000000 USD 965000.00000000 CHF 2026-02-02 40577.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 4959.91000000 0.000127976087 N/A DFE MX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 216351.99000000 USD 3869000.00000000 MXN 2026-02-03 4959.91000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3031.17000000 0.000078210547 N/A DFE CN N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2169167.83000000 USD 15117000.00000000 CNY 2026-02-02 3031.17000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -97307.40000000 -0.00251073514 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4934000.00000000 EUR 5752027.60000000 USD 2026-02-02 -97307.40000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -77790.93000000 -0.00200716925 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 3707000.00000000 GBP 4994658.33000000 USD 2026-02-02 -77790.93000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 192229.54000000 0.004959925574 N/A DFE CH N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 5747184.01000000 USD 4590000.00000000 CHF 2026-02-02 192229.54000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -160862.43000000 -0.00415058830 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 6416000.00000000 GBP 8618429.30000000 USD 2026-02-02 -160862.43000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -194595.09000000 -0.00502096172 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 9867000.00000000 EUR 11502889.40000000 USD 2026-02-02 -194595.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 388651.06000000 0.010028013030 N/A DFE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 11483706.09000000 USD 9175000.00000000 CHF 2026-02-02 388651.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -552473.60000000 -0.01425497838 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 19995000.00000000 NZD 11487867.32000000 USD 2026-02-02 -552473.60000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -193608.39000000 -0.00499550279 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 9867000.00000000 EUR 11503876.10000000 USD 2026-02-02 -193608.39000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -561551.33000000 -0.01448920287 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 19995000.00000000 NZD 11478789.59000000 USD 2026-02-02 -561551.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -263235.36000000 -0.00679202475 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 206140000.00000000 MXN 11528244.59000000 USD 2026-02-03 -263235.36000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -197073.99000000 -0.00508492255 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 52820000.00000000 SEK 5733638.72000000 USD 2026-02-02 -197073.99000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -258075.37000000 -0.00665888618 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 206140000.00000000 MXN 11533404.58000000 USD 2026-02-03 -258075.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 251.67000000 0.000006493614 N/A DFE TH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 141107.41000000 USD 4447000.00000000 THB 2026-02-02 251.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 200351.15000000 0.005169480157 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 11527956.75000000 USD 9893000.00000000 EUR 2026-02-02 200351.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 155604.00000000 0.004014909774 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5764740.68000000 USD 916000000.00000000 JPY 2026-02-02 155604.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 1564.47000000 0.000040366609 N/A DFE TH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 944527.31000000 USD 29763000.00000000 THB 2026-02-02 1564.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 199322.28000000 0.005142933152 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 11528985.62000000 USD 9893000.00000000 EUR 2026-02-02 199322.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 77579.27000000 0.002001707985 N/A DFE HU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2492777.48000000 USD 827300000.00000000 HUF 2026-02-02 77579.27000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 183740.80000000 0.004740898266 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 11544567.10000000 USD 9893000.00000000 EUR 2026-02-02 183740.80000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -207647.10000000 -0.00535773097 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 16988490000.00000000 KRW 11596238.91000000 USD 2026-02-02 -207647.10000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -61229.00000000 -0.00157983670 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 458000000.00000000 JPY 2898943.34000000 USD 2026-02-02 -61229.00000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 2044062.88000000 0.052741112286 N/A DFE NZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 43668285.22000000 USD 75913000.00000000 NZD 2026-02-02 2044062.88000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -62402.86000000 -0.00161012475 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 458000000.00000000 JPY 2897769.48000000 USD 2026-02-02 -62402.86000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -25117.30000000 -0.00064807905 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 124742000.00000000 PHP 2093267.55000000 USD 2026-02-02 -25117.30000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -9264.08000000 -0.00023903270 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 46138000.00000000 PHP 774257.43000000 USD 2026-02-02 -9264.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -17316.62000000 -0.00044680513 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3718000.00000000 PLN 1029107.86000000 USD 2026-02-02 -17316.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 43346.23000000 0.001118423707 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1024849.75000000 USD 1534000.00000000 AUD 2026-02-02 43346.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -81012.29000000 -0.00209028710 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 607000000.00000000 JPY 3842185.55000000 USD 2026-02-02 -81012.29000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 249436.19000000 0.006435977206 N/A DFE NO N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 5765765.98000000 USD 57930000.00000000 NOK 2026-02-02 249436.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -172238.09000000 -0.00444410420 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 4285000.00000000 CHF 5372508.55000000 USD 2026-02-02 -172238.09000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 97575.25000000 0.002517646236 N/A DFE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 5385439.47000000 USD 7465000.00000000 CAD 2026-02-02 97575.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 81203.38000000 0.002095217629 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 1910348.44000000 USD 2860000.00000000 AUD 2026-02-02 81203.38000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -55625.54000000 -0.00143525567 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 2281000.00000000 GBP 3065565.92000000 USD 2026-02-02 -55625.54000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 234081.40000000 0.006039791398 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 4983700.75000000 USD 8665000.00000000 NZD 2026-02-02 234081.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -64003.03000000 -0.00165141250 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 3290000.00000000 EUR 3836343.98000000 USD 2026-02-02 -64003.03000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 107606.10000000 0.002776463218 N/A DFE CA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5768364.13000000 USD 8000000.00000000 CAD 2026-02-02 107606.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 383011.18000000 0.009882492289 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 11547575.51000000 USD 9220000.00000000 CHF 2026-02-02 383011.18000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -22317.05000000 -0.00057582672 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 19550000.00000000 MXN 1095968.74000000 USD 2026-02-03 -22317.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -43335.98000000 -0.00111815923 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1635000.00000000 AUD 1095191.02000000 USD 2026-02-02 -43335.98000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -115374.78000000 -0.00297691146 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 4310000.00000000 AUD 2885879.89000000 USD 2026-02-02 -115374.78000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 26753.67000000 0.000690300835 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 129920000.00000000 INR 1438823.43000000 USD 2026-02-02 26753.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -142961.87000000 -0.00368871628 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 916000000.00000000 JPY 5777382.81000000 USD 2026-02-02 -142961.87000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 135617.69000000 0.003499221029 N/A DFE NO N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2879771.07000000 USD 29040000.00000000 NOK 2026-02-02 135617.69000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -44514.90000000 -0.00114857784 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 9870000.00000000 NOK 980343.47000000 USD 2026-02-02 -44514.90000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -19508.17000000 -0.00050335172 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 16460000.00000000 MXN 922025.54000000 USD 2026-02-03 -19508.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 12134.01000000 0.000313082924 N/A DFE ZA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 718795.51000000 USD 11810000.00000000 ZAR 2026-02-02 12134.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 20028.24000000 0.000516770626 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1090284.99000000 USD 3945000.00000000 PLN 2026-02-02 20028.24000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 31916.64000000 0.000823516297 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 919165.92000000 USD 735000.00000000 CHF 2026-02-02 31916.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -19212.71000000 -0.00049572824 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3445000.00000000 ILS 1092221.54000000 USD 2026-02-02 -19212.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 30449.02000000 0.000785648620 N/A DFE HU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 978368.62000000 USD 324700000.00000000 HUF 2026-02-02 30449.02000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -509588.32000000 -0.01314844815 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 18189000.00000000 AUD 12156263.46000000 USD 2026-02-02 -509588.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 14548.67000000 0.000375386220 N/A DFE CZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1093437.74000000 USD 22750000.00000000 CZK 2026-02-02 14548.67000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 1030.24000000 0.000026582354 N/A DFE CN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 864573.17000000 USD 6024000.00000000 CNY 2026-02-02 1030.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -21026.48000000 -0.00054252731 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1088000.00000000 EUR 1268814.72000000 USD 2026-02-02 -21026.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 22226.93000000 0.000573501442 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1266805.92000000 USD 4580000.00000000 PLN 2026-02-02 22226.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 194980.61000000 0.005030908954 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 8638354.62000000 USD 1366700000.00000000 JPY 2026-02-02 194980.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 122174.69000000 0.003152363416 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5736644.44000000 USD 4942000.00000000 EUR 2026-02-02 122174.69000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 85922.58000000 0.002216982894 N/A DFE AU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2114533.28000000 USD 3160000.00000000 AUD 2026-02-02 85922.58000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -49842.91000000 -0.00128605168 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 12791000.00000000 SEK 1386350.70000000 USD 2026-02-02 -49842.91000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1655.51000000 0.000042715632 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 7024100000.00000000 COP 1900547.37000000 USD 2026-02-02 1655.51000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 40370.32000000 0.001041638983 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 225370000.00000000 INR 2489863.56000000 USD 2026-02-02 40370.32000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC 62048.00000000 0.001600968623 N/A DFE CA N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 2875937.11000000 USD 4000000.00000000 CAD 2026-02-02 62048.00000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 206220.41000000 0.005320919383 N/A DFE SE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5731229.19000000 USD 52880000.00000000 SEK 2026-02-02 206220.41000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 27873.02000000 0.000719182414 N/A DFE BR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 973372.94000000 USD 5275000.00000000 BRL 2026-02-03 27873.02000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -62675.70000000 -0.00161716460 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2471000.00000000 EUR 2866733.86000000 USD 2026-02-02 -62675.70000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 23463.03000000 0.000605395417 N/A DFE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 1030161.44000000 USD 770000.00000000 GBP 2026-02-02 23463.03000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 79244.56000000 0.002044675962 N/A DFE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3434661.48000000 USD 2568000.00000000 GBP 2026-02-02 79244.56000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -37428.21000000 -0.00096572637 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1380000.00000000 AUD 923530.36000000 USD 2026-02-02 -37428.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 48872.14000000 0.001261003782 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 1258057.64000000 USD 1010000.00000000 CHF 2026-02-02 48872.14000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -25477.25000000 -0.00065736652 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 6589000.00000000 SEK 714346.04000000 USD 2026-02-02 -25477.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -61765.41000000 -0.00159367720 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 2200000.00000000 NZD 1263003.28000000 USD 2026-02-02 -61765.41000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 296333.38000000 0.007646023134 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 17309660.66000000 USD 307790000.00000000 MXN 2026-02-03 296333.38000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -73882.18000000 -0.00190631530 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 102600000.00000000 MXN 5794973.17000000 USD 2026-02-03 -73882.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -14625.13000000 -0.00037735904 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 492000.00000000 GBP 658599.86000000 USD 2026-02-02 -14625.13000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 12853.02000000 0.000331634891 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 641415.67000000 USD 11438000.00000000 MXN 2026-02-03 12853.02000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -30020.04000000 -0.00077458003 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1117000.00000000 NZD 642601.16000000 USD 2026-02-02 -30020.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 14824.13000000 0.000382493666 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 658118.56000000 USD 2391000.00000000 PLN 2026-02-02 14824.13000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 685134.16000000 0.017677899255 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 14393142.24000000 USD 25040000.00000000 NZD 2026-02-02 685134.16000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -7367.08000000 -0.00019008612 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 11980000.00000000 MXN 677904.72000000 USD 2026-02-03 -7367.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 100810.79000000 0.002601129958 N/A DFE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 4591238.98000000 USD 3429000.00000000 GBP 2026-02-02 100810.79000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 190029.04000000 0.004903148055 N/A DFE NO N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 3827374.24000000 USD 38690000.00000000 NOK 2026-02-02 190029.04000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 32020.08000000 0.000826185266 N/A DFE NZ N 2 Bank of America NA B4TYDEB6GKMZO031MB27 672516.00000000 USD 1170000.00000000 NZD 2026-02-02 32020.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 121888.19000000 0.003144971115 N/A DFE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 6139692.59000000 USD 8525000.00000000 CAD 2026-02-02 121888.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -38933.68000000 -0.00100457065 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1648000.00000000 EUR 1914796.37000000 USD 2026-02-02 -38933.68000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 28828.37000000 0.000743832449 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 766975.41000000 USD 615000.00000000 CHF 2026-02-02 28828.37000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -191387.69000000 -0.00493820407 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 49420000.00000000 SEK 5357567.67000000 USD 2026-02-02 -191387.69000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -366547.85000000 -0.00945770382 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 13355000.00000000 NZD 7675400.29000000 USD 2026-02-02 -366547.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 143832.40000000 0.003711177788 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 6166246.76000000 USD 976300000.00000000 JPY 2026-02-02 143832.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -369293.72000000 -0.00952855303 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 14355000.00000000 AUD 9626764.46000000 USD 2026-02-02 -369293.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 16418.53000000 0.000423632532 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 861699.92000000 USD 3120000.00000000 PLN 2026-02-02 16418.53000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -4568.51000000 -0.00011787714 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 34555000.00000000 TWD 1093685.71000000 USD 2026-02-02 -4568.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 23446.86000000 0.000604978197 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 1264023.31000000 USD 1086000.00000000 EUR 2026-02-02 23446.86000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -52352.77000000 -0.00135081134 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1895000.00000000 AUD 1267224.40000000 USD 2026-02-02 -52352.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -50892.48000000 -0.00131313279 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1895000.00000000 AUD 1268684.69000000 USD 2026-02-02 -50892.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -44292.40000000 -0.00114283687 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 13210000.00000000 SEK 1438947.19000000 USD 2026-02-02 -44292.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 50192.94000000 0.001295083194 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 1437895.42000000 USD 1150000.00000000 CHF 2026-02-02 50192.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 22354.20000000 0.000576785275 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1265271.41000000 USD 4575000.00000000 PLN 2026-02-02 22354.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 15614.05000000 0.000402875260 N/A DFE CZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 916555.61000000 USD 19140000.00000000 CZK 2026-02-02 15614.05000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1585939.24000000 -0.04092056088 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 57410000.00000000 AUD 38391330.02000000 USD 2026-02-02 -1585939.24000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1857415.93000000 0.047925229250 N/A DFE NZ N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 38352324.75000000 USD 66775000.00000000 NZD 2026-02-02 1857415.93000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 39064.65000000 0.001007949957 N/A DFE MX N 2 UBS AG BFM8T61CT2L1QCEMIK50 1917220.47000000 USD 34200000.00000000 MXN 2026-02-03 39064.65000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -143.20000000 -0.00000369486 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 6017000.00000000 CNY 864454.36000000 USD 2026-02-02 -143.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 11433.48000000 0.000295007780 N/A DFE CL N 2 UBS AG BFM8T61CT2L1QCEMIK50 858836.82000000 USD 760500000.00000000 CLP 2026-02-02 11433.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 28607.78000000 0.000738140764 N/A DFE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 802275.86000000 USD 7400000.00000000 SEK 2026-02-02 28607.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 18806.07000000 0.000485236075 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 859312.38000000 USD 3120000.00000000 PLN 2026-02-02 18806.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 11461.60000000 0.000295733335 N/A DFE ZA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 718849.01000000 USD 11800000.00000000 ZAR 2026-02-02 11461.60000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 272.22000000 0.000007023847 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 3443000.00000000 CNY 495005.38000000 USD 2026-02-02 272.22000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 140.26000000 0.000003619002 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1774000.00000000 CNY 255050.69000000 USD 2026-02-02 140.26000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 10046.81000000 0.000259228783 N/A DFE XX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 492611.89000000 USD 424000.00000000 EUR 2026-02-02 10046.81000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 5165.69000000 0.000133285643 N/A DFE XX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 253276.76000000 USD 218000.00000000 EUR 2026-02-02 5165.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 66308.37000000 0.001710895110 N/A DFE KR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2873495.69000000 USD 4231050000.00000000 KRW 2026-02-02 66308.37000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 28549.83000000 0.000736645533 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 208120000.00000000 INR 2290556.90000000 USD 2026-02-02 28549.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 2634015.82000000 0.067963136303 N/A DFE NZ N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 57655003.08000000 USD 100120000.00000000 NZD 2026-02-02 2634015.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -2355798.46000000 -0.06078454450 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 86180000.00000000 AUD 57655367.98000000 USD 2026-02-02 -2355798.46000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -2016391.29000000 -0.05202712718 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 528590000.00000000 SEK 57334525.62000000 USD 2026-02-02 -2016391.29000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 109707.43000000 0.002830681942 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 2686124.94000000 USD 4015000.00000000 AUD 2026-02-02 109707.43000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1126215.56000000 0.029058725095 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 57435894.37000000 USD 49398000.00000000 EUR 2026-02-02 1126215.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -27097.14000000 -0.00069916308 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4390000.00000000 PLN 1208460.55000000 USD 2026-02-02 -27097.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 23696.65000000 0.000611423303 N/A DFE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1210257.10000000 USD 1680000.00000000 CAD 2026-02-02 23696.65000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 82514.31000000 0.002129042375 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5738291.93000000 USD 101760000.00000000 MXN 2026-02-03 82514.31000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -60575.62000000 -0.00156297812 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2481000.00000000 EUR 2880689.10000000 USD 2026-02-02 -60575.62000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 129533.96000000 0.003342248027 N/A DFE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5755711.32000000 USD 4301000.00000000 GBP 2026-02-02 129533.96000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -122544.04000000 -0.00316189342 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4295000.00000000 AUD 2868265.43000000 USD 2026-02-02 -122544.04000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -55911.91000000 -0.00144264462 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 456400000.00000000 JPY 2893919.22000000 USD 2026-02-02 -55911.91000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -63284.87000000 -0.00163288246 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2481000.00000000 EUR 2877979.85000000 USD 2026-02-02 -63284.87000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 60225.37000000 0.001553940944 N/A DFE CA N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2877759.74000000 USD 4000000.00000000 CAD 2026-02-02 60225.37000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -59009.68000000 -0.00152257359 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 456400000.00000000 JPY 2890821.45000000 USD 2026-02-02 -59009.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 22758.27000000 0.000587211129 N/A DFE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 600179.90000000 USD 5548000.00000000 SEK 2026-02-02 22758.27000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 297902.45000000 0.007686508433 N/A DFE SE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 8407287.94000000 USD 77530000.00000000 SEK 2026-02-02 297902.45000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 604873.02000000 0.015606993394 N/A DFE NO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 12612373.38000000 USD 127290000.00000000 NOK 2026-02-02 604873.02000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 80908.38000000 0.002087606010 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 3822995.18000000 USD 3293000.00000000 EUR 2026-02-02 80908.38000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 249714.64000000 0.006443161801 N/A DFE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 11494880.86000000 USD 15990000.00000000 CAD 2026-02-02 249714.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -184002.62000000 -0.00474765377 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 3990000.00000000 CHF 4979017.00000000 USD 2026-02-02 -184002.62000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1257724.29000000 -0.03245192633 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 46725000.00000000 NZD 26878556.25000000 USD 2026-02-02 -1257724.29000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -45485.29000000 -0.00117361594 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1705000.00000000 NZD 981210.45000000 USD 2026-02-02 -45485.29000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 11292.94000000 0.000291381553 N/A DFE MX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 978289.88000000 USD 17300000.00000000 MXN 2026-02-03 11292.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -118208.77000000 -0.00305003435 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 4962000.00000000 EUR 5764320.67000000 USD 2026-02-02 -118208.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 62904.53000000 0.001623068895 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2886926.60000000 USD 456400000.00000000 JPY 2026-02-02 62904.53000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 225.21000000 0.000005810890 N/A DFE CN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2017504.39000000 USD 14042000.00000000 CNY 2026-02-02 225.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -6824.47000000 -0.00017608564 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 235000.00000000 GBP 314736.25000000 USD 2026-02-02 -6824.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 6930.43000000 0.000178819639 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 315046.33000000 USD 1144000.00000000 PLN 2026-02-02 6930.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -44670.30000000 -0.00115258749 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1705000.00000000 NZD 982025.44000000 USD 2026-02-02 -44670.30000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 21274.73000000 0.000548932684 N/A DFE KR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 979143.15000000 USD 1439830000.00000000 KRW 2026-02-02 21274.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 15615.83000000 0.000402921187 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 688004.72000000 USD 2500000.00000000 PLN 2026-02-02 15615.83000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -68239.53000000 -0.00176072309 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 101760000.00000000 MXN 5752566.71000000 USD 2026-02-03 -68239.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -26983.89000000 -0.00069624099 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1035000.00000000 AUD 693735.04000000 USD 2026-02-02 -26983.89000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -46357.48000000 -0.00119612027 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 9910000.00000000 NOK 982654.32000000 USD 2026-02-02 -46357.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 34789.93000000 0.000897653209 N/A DFE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 981358.31000000 USD 9050000.00000000 SEK 2026-02-02 34789.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -171285.13000000 -0.00441951583 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 8279000.00000000 EUR 9643600.25000000 USD 2026-02-02 -171285.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 145508.18000000 0.003754416429 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 7707415.02000000 USD 5739000.00000000 GBP 2026-02-02 145508.18000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 173788.74000000 0.004484114231 N/A DFE NO N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 3853998.11000000 USD 38790000.00000000 NOK 2026-02-02 173788.74000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -71526.52000000 -0.00184553433 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 2875000.00000000 AUD 1930470.50000000 USD 2026-02-02 -71526.52000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 375321.06000000 0.009684071054 N/A DFE NZ N 2 Bank of America NA B4TYDEB6GKMZO031MB27 9683888.50000000 USD 16705000.00000000 NZD 2026-02-02 375321.06000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -333946.67000000 -0.00861652495 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 8635000.00000000 CHF 10839655.94000000 USD 2026-02-02 -333946.67000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -194070.87000000 -0.00500743575 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 14960000.00000000 CAD 10793993.46000000 USD 2026-02-02 -194070.87000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC 189427.79000000 0.004887634544 N/A DFE JP N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 9224954.37000000 USD 1456600000.00000000 JPY 2026-02-02 189427.79000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -128793.75000000 -0.00332314905 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 35460000.00000000 SEK 3852710.84000000 USD 2026-02-02 -128793.75000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -91640.77000000 -0.00236452419 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 4952000.00000000 EUR 5779033.52000000 USD 2026-02-02 -91640.77000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 20752.35000000 0.000535454184 N/A DFE KR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 804585.63000000 USD 1187850000.00000000 KRW 2026-02-02 20752.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -6879.64000000 -0.00017750915 N/A DFE IN N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 713784.02000000 USD 65040000.00000000 INR 2026-02-02 -6879.64000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -12361.66000000 -0.00031895677 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 75200000.00000000 PHP 1264694.51000000 USD 2026-02-02 -12361.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 48008.30000000 0.001238714897 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1445655.57000000 USD 2145000.00000000 AUD 2026-02-02 48008.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -45416.58000000 -0.00117184308 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2485000.00000000 NZD 1450969.88000000 USD 2026-02-02 -45416.58000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1079.59000000 -0.00002785568 N/A DFE CN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 749286.26000000 USD 5207000.00000000 CNY 2026-02-02 -1079.59000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -11488.88000000 -0.00029643721 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 643000.00000000 EUR 750797.79000000 USD 2026-02-02 -11488.88000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1495.59000000 -0.00003858936 N/A DFE CN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1267426.21000000 USD 8810000.00000000 CNY 2026-02-02 -1495.59000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 98878.59000000 0.002551275143 N/A DFE AU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2891930.88000000 USD 4295000.00000000 AUD 2026-02-02 98878.59000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 196898.18000000 0.005080386284 N/A DFE AU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5784720.75000000 USD 8590000.00000000 AUD 2026-02-02 196898.18000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -17305.41000000 -0.00044651589 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1088000.00000000 EUR 1272535.79000000 USD 2026-02-02 -17305.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -96348.41000000 -0.00248599118 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4295000.00000000 AUD 2894461.06000000 USD 2026-02-02 -96348.41000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 189089.87000000 0.004878915498 N/A DFE AU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5792529.06000000 USD 8590000.00000000 AUD 2026-02-02 189089.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -60372.16000000 -0.00155772843 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2152000.00000000 GBP 2884303.00000000 USD 2026-02-02 -60372.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -254741.14000000 -0.00657285605 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 10025000.00000000 NZD 5781988.93000000 USD 2026-02-02 -254741.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -56594.11000000 -0.00146024681 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 101970000.00000000 MXN 5776224.41000000 USD 2026-02-03 -56594.11000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 925675.36000000 0.023884367051 N/A DFE KR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 37664818.26000000 USD 55540541000.00000000 KRW 2026-02-02 925675.36000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 943406.74000000 0.024341873869 N/A DFE KR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 37957050.85000000 USD 55986650000.00000000 KRW 2026-02-02 943406.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 7818.48000000 0.000201733193 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 34360000.00000000 THB 1100037.46000000 USD 2026-02-02 7818.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 43985.44000000 0.001134916666 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1098023.30000000 USD 1640000.00000000 AUD 2026-02-02 43985.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 8654.30000000 0.000223299103 N/A DFE MX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 808752.55000000 USD 14290000.00000000 MXN 2026-02-03 8654.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -34246.15000000 -0.00088362254 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1405000.00000000 NZD 811799.31000000 USD 2026-02-02 -34246.15000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -51410.14000000 -0.00132648950 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 11060000.00000000 NOK 1097012.72000000 USD 2026-02-02 -51410.14000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 11706.68000000 0.000302056913 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1096854.89000000 USD 19380000.00000000 MXN 2026-02-03 11706.68000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -20941.32000000 -0.00054033000 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 944000.00000000 EUR 1098185.60000000 USD 2026-02-02 -20941.32000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -46609.20000000 -0.00120261518 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2005000.00000000 NZD 1160736.81000000 USD 2026-02-02 -46609.20000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 44551.38000000 0.001149519106 N/A DFE AU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1156646.83000000 USD 1725000.00000000 AUD 2026-02-02 44551.38000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -379380.08000000 -0.00978880228 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 9250000.00000000 CHF 11590026.31000000 USD 2026-02-02 -379380.08000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 29371.63000000 0.000757849697 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 244260000.00000000 INR 2684175.82000000 USD 2026-02-02 29371.63000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -52801.91000000 -0.00136240009 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2484000.00000000 EUR 2892019.36000000 USD 2026-02-02 -52801.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -31905.14000000 -0.00082321957 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1405000.00000000 NZD 814140.32000000 USD 2026-02-02 -31905.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2767.27000000 0.000071401373 N/A DFE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 72910.51000000 USD 674000.00000000 SEK 2026-02-02 2767.27000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 8230.48000000 0.000212363657 N/A DFE TW N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2303331.64000000 USD 72730000.00000000 TWD 2026-02-02 8230.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 12273.73000000 0.000316687993 N/A DFE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 351294.00000000 USD 3238000.00000000 SEK 2026-02-02 12273.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -10891.74000000 -0.00028102975 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 282000.00000000 CHF 354013.41000000 USD 2026-02-02 -10891.74000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 16953.66000000 0.000437440009 N/A DFE CL N 2 Bank of America NA B4TYDEB6GKMZO031MB27 978965.13000000 USD 870300000.00000000 CLP 2026-02-02 16953.66000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 99582.61000000 0.002569440337 N/A DFE XX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 5790059.93000000 USD 4968000.00000000 EUR 2026-02-02 99582.61000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -100602.81000000 -0.00259576363 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 8015000.00000000 CAD 5786384.86000000 USD 2026-02-02 -100602.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -355596.91000000 -0.00917514658 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 141840000.00000000 SEK 15570421.47000000 USD 2026-02-02 -355596.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 2591866.34000000 0.066875591258 N/A DFE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 77456679.00000000 USD 114955000.00000000 AUD 2026-02-02 2591866.34000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -122572.51000000 -0.00316262800 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 4595000.00000000 CHF 5823310.99000000 USD 2026-02-02 -122572.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -2432326.56000000 -0.06275913009 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 133640000.00000000 NZD 78041349.88000000 USD 2026-02-02 -2432326.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -73263.28000000 -0.00189034638 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 26550000.00000000 SEK 2907812.49000000 USD 2026-02-02 -73263.28000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -88786.07000000 -0.00229086694 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 7990000.00000000 CAD 5779839.20000000 USD 2026-02-02 -88786.07000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -164613.58000000 -0.00424737584 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 12379000.00000000 EUR 14510886.62000000 USD 2026-02-02 -164613.58000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -220236.81000000 -0.00568257192 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 58000000.00000000 NOK 5802233.86000000 USD 2026-02-02 -220236.81000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -499701.17000000 -0.01289333893 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 21470000.00000000 AUD 14450864.43000000 USD 2026-02-02 -499701.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -383242.67000000 -0.00988846521 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 19905000.00000000 NZD 11602903.17000000 USD 2026-02-02 -383242.67000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 18439.16000000 0.000475769027 N/A DFE ZA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 915491.96000000 USD 15090000.00000000 ZAR 2026-02-02 18439.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -10809.39000000 -0.00027890494 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 11790000.00000000 ZAR 718882.32000000 USD 2026-02-02 -10809.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -18534.20000000 -0.00047822125 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 598000.00000000 CHF 755271.75000000 USD 2026-02-02 -18534.20000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -5977.59000000 -0.00015423436 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 37660000.00000000 PHP 633569.42000000 USD 2026-02-02 -5977.59000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 21512.21000000 0.000555060166 N/A DFE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 751209.58000000 USD 6882000.00000000 SEK 2026-02-02 21512.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 21368.54000000 0.000551353179 N/A DFE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1088452.59000000 USD 3440000.00000000 ILS 2026-02-02 21368.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 23609.14000000 0.000609165361 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1213458.51000000 USD 191400000.00000000 JPY 2026-02-02 23609.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -27658.22000000 -0.00071364012 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 965000.00000000 CHF 1221042.01000000 USD 2026-02-02 -27658.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 44000.52000000 0.001135305762 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2891336.62000000 USD 2476000.00000000 EUR 2026-02-02 44000.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 40265.95000000 0.001038946018 N/A DFE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 982515.71000000 USD 9850000.00000000 NOK 2026-02-02 40265.95000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -21575.22000000 -0.00055668595 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 324200000.00000000 HUF 985688.96000000 USD 2026-02-02 -21575.22000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -114846.55000000 -0.00296328202 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 29000000.00000000 NOK 2896388.78000000 USD 2026-02-02 -114846.55000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 78405.17000000 0.002023017939 N/A DFE SE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2902670.60000000 USD 26550000.00000000 SEK 2026-02-02 78405.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -10047.43000000 -0.00025924478 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1625000.00000000 SGD 1267634.75000000 USD 2026-02-02 -10047.43000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 108242.67000000 0.002792888060 N/A DFE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 5779785.72000000 USD 911000000.00000000 JPY 2026-02-02 108242.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -14574.74000000 -0.00037605888 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3550000.00000000 PLN 984566.44000000 USD 2026-02-02 -14574.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 14867.42000000 0.000383610639 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 982654.97000000 USD 729000.00000000 GBP 2026-02-02 14867.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 24380.09000000 0.000629057489 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 692857.10000000 USD 1030000.00000000 AUD 2026-02-02 24380.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -10242.21000000 -0.00026427051 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2510000.00000000 PLN 696192.82000000 USD 2026-02-02 -10242.21000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 60049.90000000 0.001549413449 N/A DFE CH N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2909656.87000000 USD 2295000.00000000 CHF 2026-02-02 60049.90000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 16754.69000000 0.000432306165 N/A DFE KR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 631724.65000000 USD 933310000.00000000 KRW 2026-02-02 16754.69000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -101923.75000000 -0.00262984666 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4295000.00000000 AUD 2888885.72000000 USD 2026-02-02 -101923.75000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -9734.46000000 -0.00025116949 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 19230000.00000000 CZK 926818.45000000 USD 2026-02-02 -9734.46000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 61770.51000000 0.001593808799 N/A DFE CH N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2907936.26000000 USD 2295000.00000000 CHF 2026-02-02 61770.51000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -100200.60000000 -0.00258538577 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4295000.00000000 AUD 2890608.87000000 USD 2026-02-02 -100200.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 53270.10000000 0.001374480380 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 5752663.80000000 USD 101500000.00000000 MXN 2026-02-03 53270.10000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -283664.22000000 -0.00731913221 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2277400000.00000000 JPY 14435760.42000000 USD 2026-02-02 -283664.22000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC 57174.12000000 0.001475212290 N/A DFE CH N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 2912532.65000000 USD 2295000.00000000 CHF 2026-02-02 57174.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -18767.37000000 -0.00048423753 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 735000.00000000 CHF 932315.19000000 USD 2026-02-02 -18767.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 93849.13000000 0.002421504520 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5781817.75000000 USD 4294000.00000000 GBP 2026-02-02 93849.13000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 58932.84000000 0.001520590957 N/A DFE CH N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2910773.93000000 USD 2295000.00000000 CHF 2026-02-02 58932.84000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -99772.81000000 -0.00257434789 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4295000.00000000 AUD 2891036.66000000 USD 2026-02-02 -99772.81000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC 65268.48000000 0.001684063766 N/A DFE CH N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 2904438.29000000 USD 2295000.00000000 CHF 2026-02-02 65268.48000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC 94272.51000000 0.002432428612 N/A DFE GB N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 5781394.37000000 USD 4294000.00000000 GBP 2026-02-02 94272.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -25845.48000000 -0.00066686762 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 6950000.00000000 NOK 695812.64000000 USD 2026-02-02 -25845.48000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -23608.82000000 -0.00060915710 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 362300000.00000000 HUF 1102029.10000000 USD 2026-02-02 -23608.82000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 24088.40000000 0.000621531275 N/A DFE CL N 2 UBS AG BFM8T61CT2L1QCEMIK50 1088781.91000000 USD 972500000.00000000 CLP 2026-02-02 24088.40000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 59836.67000000 0.001543911668 N/A DFE CH N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 2909870.10000000 USD 2295000.00000000 CHF 2026-02-02 59836.67000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -55606.78000000 -0.00143477162 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 455500000.00000000 JPY 2888407.41000000 USD 2026-02-02 -55606.78000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -391887.58000000 -0.01011152203 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 21234200000.00000000 KRW 14361988.50000000 USD 2026-02-02 -391887.58000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -61459.88000000 -0.00158579389 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 21220000.00000000 SEK 2321155.11000000 USD 2026-02-02 -61459.88000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 9408.01000000 0.000242746403 N/A DFE MX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 918397.39000000 USD 16220000.00000000 MXN 2026-02-03 9408.01000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 26004.80000000 0.000670978417 N/A DFE MX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 2680761.63000000 USD 47320000.00000000 MXN 2026-02-03 26004.80000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 92137.94000000 0.002377352226 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 8712687.97000000 USD 7427000.00000000 EUR 2026-02-02 92137.94000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2048.03000000 -0.00005284347 N/A DFE CO N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 471945.97000000 USD 1738177000.00000000 COP 2026-02-02 -2048.03000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 54018.13000000 0.001393781124 N/A DFE BR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2484116.66000000 USD 13372000.00000000 BRL 2026-02-03 54018.13000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 178678.00000000 0.004610267400 N/A DFE NZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5812889.50000000 USD 9950000.00000000 NZD 2026-02-02 178678.00000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 57708.76000000 0.001489007124 N/A DFE BR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2480615.84000000 USD 13373000.00000000 BRL 2026-02-03 57708.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -89328.26000000 -0.00230485658 N/A DFE TH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 6191259.47000000 USD 191960000.00000000 THB 2026-02-02 -89328.26000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2697.66000000 -0.00006960528 N/A DFE CO N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1239271.20000000 USD 4574150000.00000000 COP 2026-02-02 -2697.66000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 33074.71000000 0.000853396933 N/A DFE CA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2115326.90000000 USD 2925000.00000000 CAD 2026-02-02 33074.71000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1472.09000000 -0.00003798301 N/A DFE CO N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 471370.03000000 USD 1738177000.00000000 COP 2026-02-02 -1472.09000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -728.04000000 -0.00001878495 N/A DFE CO N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 297505.69000000 USD 1097796000.00000000 COP 2026-02-02 -728.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 194261.05000000 0.005012342795 N/A DFE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 5787357.88000000 USD 8590000.00000000 AUD 2026-02-02 194261.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1391.69000000 0.000035908522 N/A DFE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 134050.29000000 USD 114000.00000000 EUR 2026-03-18 1391.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 795.99000000 0.000020538212 N/A DFE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 31841.53000000 USD 290000.00000000 SEK 2026-03-18 795.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 402.38000000 0.000010382248 N/A DFE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 11016.94000000 USD 110000.00000000 NOK 2026-03-18 402.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 62840.05000000 0.001621405175 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3821887.07000000 USD 2839000.00000000 GBP 2026-02-02 62840.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 17653.54000000 0.000455498382 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1053695.86000000 USD 783000.00000000 GBP 2026-03-18 17653.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 551.80000000 0.000014237598 N/A DFE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 16854.73000000 USD 25000.00000000 AUD 2026-03-18 551.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -9473.31000000 -0.00024443128 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 75400000.00000000 JPY 479681.91000000 USD 2026-03-18 -9473.31000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 151728.22000000 0.003914906516 N/A DFE CH N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 7825719.39000000 USD 6165000.00000000 CHF 2026-02-02 151728.22000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -22998.91000000 -0.00059342014 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 352800000.00000000 HUF 1073123.25000000 USD 2026-02-02 -22998.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 251427.73000000 0.006487363118 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 7753078.63000000 USD 11495000.00000000 AUD 2026-02-02 251427.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -411999.44000000 -0.01063045023 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 18727000.00000000 AUD 12628486.91000000 USD 2026-02-02 -411999.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -11555.21000000 -0.00029814866 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3135000.00000000 PLN 870784.96000000 USD 2026-02-02 -11555.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -71844.37000000 -0.00185373552 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 6623000.00000000 EUR 7779826.83000000 USD 2026-02-02 -71844.37000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -37623.52000000 -0.00097076577 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 303500000.00000000 JPY 1923975.40000000 USD 2026-02-02 -37623.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 83764.37000000 0.002161296546 N/A DFE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 5803223.30000000 USD 8015000.00000000 CAD 2026-02-02 83764.37000000 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 000000000 1.00000000 NC 511418.17000000 0.013195662126 N/A DFE NZ N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 17595761.20000000 USD 30070000.00000000 NZD 2026-02-02 511418.17000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -823686.94000000 -0.02125285176 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 232760000.00000000 NOK 23345110.87000000 USD 2026-02-02 -823686.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 17949.68000000 0.000463139415 N/A DFE KR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 630529.66000000 USD 933310000.00000000 KRW 2026-02-02 17949.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -61780.99000000 -0.00159407920 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 455000000.00000000 JPY 2879001.57000000 USD 2026-02-02 -61780.99000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -184698.77000000 -0.00476561590 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 12780160000.00000000 KRW 8695169.41000000 USD 2026-02-02 -184698.77000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -342721.76000000 -0.00884294069 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 11385000.00000000 CHF 14389353.02000000 USD 2026-02-02 -342721.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 155507.84000000 0.004012428644 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5778853.74000000 USD 9855000.00000000 NZD 2026-02-02 155507.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 152920.90000000 0.003945680163 N/A DFE NZ N 2 Citibank NA E57ODZWZ7FF32TWEFA76 5781440.68000000 USD 9855000.00000000 NZD 2026-02-02 152920.90000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 87559.54000000 0.002259219897 N/A DFE NO N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2898755.23000000 USD 28760000.00000000 NOK 2026-02-02 87559.54000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -166822.57000000 -0.00430437242 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 78950000.00000000 SEK 8697807.65000000 USD 2026-02-02 -166822.57000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -158043.60000000 -0.00407785657 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 12284000.00000000 EUR 14404832.60000000 USD 2026-02-02 -158043.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -25867.61000000 -0.00066743862 N/A DFE TH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2147747.75000000 USD 66752000.00000000 THB 2026-02-02 -25867.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 73004.04000000 0.001883657449 N/A DFE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2870822.94000000 USD 2275000.00000000 CHF 2026-02-02 73004.04000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -158500.20000000 -0.00408963781 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 6423000.00000000 GBP 8630369.93000000 USD 2026-02-02 -158500.20000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -81103.86000000 -0.00209264980 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 7970000.00000000 CAD 5772831.48000000 USD 2026-02-02 -81103.86000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -16464.36000000 -0.00042481504 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1275610000.00000000 KRW 869850.73000000 USD 2026-02-02 -16464.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -8245.43000000 -0.00021274939 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2280000.00000000 PLN 633456.51000000 USD 2026-02-02 -8245.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -71571.65000000 -0.00184669878 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4913000.00000000 EUR 5752867.52000000 USD 2026-02-02 -71571.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -8796.42000000 -0.00022696609 N/A DFE TH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 861019.67000000 USD 26810000.00000000 THB 2026-02-02 -8796.42000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -75515.63000000 -0.00194846174 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2275000.00000000 CHF 2868311.35000000 USD 2026-02-02 -75515.63000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 51824.99000000 0.001337193509 N/A DFE GB N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2877798.39000000 USD 2141000.00000000 GBP 2026-02-02 51824.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -13985.29000000 -0.00036084983 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5245000.00000000 BRL 981566.39000000 USD 2026-02-03 -13985.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -75853.36000000 -0.00195717588 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2275000.00000000 CHF 2867973.62000000 USD 2026-02-02 -75853.36000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 80604.23000000 0.002079758302 N/A DFE AU N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2896278.30000000 USD 4275000.00000000 AUD 2026-02-02 80604.23000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -74724.15000000 -0.00192803989 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2275000.00000000 CHF 2869102.83000000 USD 2026-02-02 -74724.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 108380.30000000 0.002796439203 N/A DFE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 5761813.20000000 USD 4290000.00000000 GBP 2026-02-02 108380.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 42589.94000000 0.001098909837 N/A DFE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1942548.28000000 USD 17680000.00000000 SEK 2026-02-02 42589.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -115306.23000000 -0.00297514273 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 6630000.00000000 NZD 3877064.88000000 USD 2026-02-02 -115306.23000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -120564.85000000 -0.00311082616 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 910000000.00000000 JPY 5761000.28000000 USD 2026-02-02 -120564.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -467491.59000000 -0.01206226417 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 22875000.00000000 AUD 15461441.25000000 USD 2026-02-02 -467491.59000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -84530.64000000 -0.00218106792 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 7985000.00000000 CAD 5780422.14000000 USD 2026-02-02 -84530.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 469166.56000000 0.012105481912 N/A DFE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 19328878.60000000 USD 15300000.00000000 CHF 2026-02-02 469166.56000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -10841.87000000 -0.00027974300 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 11790000.00000000 ZAR 718849.84000000 USD 2026-02-02 -10841.87000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3976.63000000 -0.00010260539 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 714902.45000000 USD 65410000.00000000 INR 2026-02-02 -3976.63000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -28456.11000000 -0.00073422736 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1670000.00000000 NZD 977163.76000000 USD 2026-02-02 -28456.11000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 6092.20000000 0.000157191546 N/A DFE TW N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 975837.02000000 USD 30895000.00000000 TWD 2026-02-02 6092.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 13128.47000000 0.000338742079 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 33960000.00000000 THB 1092632.45000000 USD 2026-02-02 13128.47000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -151562.12000000 -0.00391062078 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4555000.00000000 CHF 5742561.78000000 USD 2026-02-02 -151562.12000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -72301.50000000 -0.00186553044 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 26320000.00000000 SEK 2882949.51000000 USD 2026-02-02 -72301.50000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -29686.50000000 -0.00076597400 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1000000.00000000 CHF 1264303.38000000 USD 2026-02-02 -29686.50000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 24486.04000000 0.000631791222 N/A DFE GB N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1261756.83000000 USD 940000.00000000 GBP 2026-02-02 24486.04000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -12565.05000000 -0.00032420466 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 935450000.00000000 KRW 637401.20000000 USD 2026-02-02 -12565.05000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 5387.56000000 0.000139010355 N/A DFE SG N 2 UBS AG BFM8T61CT2L1QCEMIK50 631487.86000000 USD 810000.00000000 SGD 2026-02-02 5387.56000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 68595.35000000 0.001769903994 N/A DFE CH N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2875231.63000000 USD 2275000.00000000 CHF 2026-02-02 68595.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 93036.63000000 0.002400540314 N/A DFE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2893278.14000000 USD 28760000.00000000 NOK 2026-02-02 93036.63000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 101439.74000000 0.002617358188 N/A DFE NO N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 2884875.03000000 USD 28760000.00000000 NOK 2026-02-02 101439.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -90890.31000000 -0.00234516075 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 4275000.00000000 AUD 2885992.22000000 USD 2026-02-02 -90890.31000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -59857.81000000 -0.00154445712 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2141000.00000000 GBP 2869765.57000000 USD 2026-02-02 -59857.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 85977.90000000 0.002218410266 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2890904.63000000 USD 4275000.00000000 AUD 2026-02-02 85977.90000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 109053.62000000 0.002813812272 N/A DFE JP N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 5773157.84000000 USD 910100000.00000000 JPY 2026-02-02 109053.62000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 110652.44000000 0.002855065184 N/A DFE JP N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5771559.02000000 USD 910100000.00000000 JPY 2026-02-02 110652.44000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 64771.85000000 0.001671249670 N/A DFE CH N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2879055.13000000 USD 2275000.00000000 CHF 2026-02-02 64771.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -9787.78000000 -0.00025254526 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 2280000.00000000 PLN 631914.16000000 USD 2026-02-02 -9787.78000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 224151.95000000 0.005783590749 N/A DFE SE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 11594606.47000000 USD 105260000.00000000 SEK 2026-02-02 224151.95000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 156557.24000000 0.004039505366 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 14406318.96000000 USD 12284000.00000000 EUR 2026-02-02 156557.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -9454.55000000 -0.00024394723 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 15090000.00000000 ZAR 924476.57000000 USD 2026-02-02 -9454.55000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2244.86000000 -0.00005792209 N/A DFE CN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2301468.00000000 USD 16001000.00000000 CNY 2026-02-02 -2244.86000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 23451.80000000 0.000605105659 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 1095849.45000000 USD 865000.00000000 CHF 2026-02-02 23451.80000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -7887.79000000 -0.00020352153 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 839600000.00000000 CLP 952899.78000000 USD 2026-02-02 -7887.79000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -21882.14000000 -0.00056460513 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 10000000.00000000 SEK 1100933.59000000 USD 2026-02-02 -21882.14000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 85653.00000000 0.002210027164 N/A DFE AU N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 2891229.53000000 USD 4275000.00000000 AUD 2026-02-02 85653.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 998.65000000 0.000025767265 N/A DFE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 45036.80000000 USD 410000.00000000 SEK 2026-02-02 998.65000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -70.38000000 -0.00000181595 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 30000.00000000 BRL 5623.91000000 USD 2026-02-03 -70.38000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 772.81000000 0.000019940119 N/A DFE TW N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 115552.19000000 USD 3660000.00000000 TWD 2026-02-02 772.81000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -82008.53000000 -0.00211599218 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2275000.00000000 CHF 2861818.45000000 USD 2026-02-02 -82008.53000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 8316.36000000 0.000214579541 N/A DFE SG N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 864438.85000000 USD 1110000.00000000 SGD 2026-02-02 8316.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 37870.39000000 0.000977135542 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1262811.60000000 USD 2160000.00000000 NZD 2026-02-02 37870.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -37747.10000000 -0.00097395440 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1875000.00000000 AUD 1267903.13000000 USD 2026-02-02 -37747.10000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 87393.54000000 0.002254936749 N/A DFE CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 5744506.91000000 USD 7940000.00000000 CAD 2026-02-02 87393.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 81166.23000000 0.002094259081 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5749200.52000000 USD 4918000.00000000 EUR 2026-02-02 81166.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 160407.62000000 0.004138853251 N/A DFE NZ N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 5764921.44000000 USD 9840000.00000000 NZD 2026-02-02 160407.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 81701.80000000 0.002108077911 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 5748664.95000000 USD 4918000.00000000 EUR 2026-02-02 81701.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 54539.29000000 0.001407228146 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2877820.77000000 USD 2143000.00000000 GBP 2026-02-02 54539.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 79199.03000000 0.002043501193 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5751167.72000000 USD 4918000.00000000 EUR 2026-02-02 79199.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 23142.61000000 0.000597127908 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 1101457.46000000 USD 1615000.00000000 AUD 2026-02-02 23142.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -19837.16000000 -0.00051184036 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 815000.00000000 GBP 1095362.77000000 USD 2026-02-02 -19837.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 61339.36000000 0.001582684224 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2898134.50000000 USD 4250000.00000000 AUD 2026-02-02 61339.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 26219.61000000 0.000676520966 N/A DFE BR N 2 UBS AG BFM8T61CT2L1QCEMIK50 2497299.84000000 USD 13295000.00000000 BRL 2026-02-03 26219.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -13734.21000000 -0.00035437144 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 557000.00000000 GBP 748433.10000000 USD 2026-02-02 -13734.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 18314.45000000 0.000472551247 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 746289.02000000 USD 118300000.00000000 JPY 2026-02-02 18314.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -72945.71000000 -0.00188215241 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 28660000.00000000 NOK 2902985.49000000 USD 2026-02-02 -72945.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -80848.73000000 -0.00208606691 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5510000.00000000 AUD 3756022.09000000 USD 2026-02-02 -80848.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -9757.68000000 -0.00025176862 N/A DFE IN N 2 UBS AG BFM8T61CT2L1QCEMIK50 2689668.71000000 USD 246570000.00000000 INR 2026-02-02 -9757.68000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 42541.06000000 0.001097648631 N/A DFE SE N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2899236.16000000 USD 26200000.00000000 SEK 2026-02-02 42541.06000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -30785.96000000 -0.00079434238 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2459000.00000000 EUR 2884397.41000000 USD 2026-02-02 -30785.96000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -63515.17000000 -0.00163882468 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 4920000.00000000 NZD 2899149.36000000 USD 2026-02-02 -63515.17000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -48424.67000000 -0.00124945811 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2143000.00000000 GBP 2883935.39000000 USD 2026-02-02 -48424.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -21538.43000000 -0.00055573669 N/A DFE CL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3867663.98000000 USD 3361000000.00000000 CLP 2026-02-02 -21538.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -7833.62000000 -0.00020212383 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3110000.00000000 PLN 867470.34000000 USD 2026-02-02 -7833.62000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -745.01000000 -0.00001922282 N/A DFE CO N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 120857.94000000 USD 444304000.00000000 COP 2026-02-02 -745.01000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -145236.21000000 -0.00374739903 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 57320000.00000000 NOK 5806626.18000000 USD 2026-02-02 -145236.21000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 110727.72000000 0.002857007566 N/A DFE AU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5808220.00000000 USD 8500000.00000000 AUD 2026-02-02 110727.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -41420.91000000 -0.00106874641 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2143000.00000000 GBP 2890939.15000000 USD 2026-02-02 -41420.91000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -64894.07000000 -0.00167440320 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2285000.00000000 CHF 2891872.81000000 USD 2026-02-02 -64894.07000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -301181.55000000 -0.00777111609 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 10610000.00000000 CHF 13428051.08000000 USD 2026-02-02 -301181.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 183442.62000000 0.004733204596 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 9722090.48000000 USD 14225000.00000000 AUD 2026-02-02 183442.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -39037.21000000 -0.00100724194 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 3280000.00000000 NZD 1936072.48000000 USD 2026-02-02 -39037.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 50903.74000000 0.001313423326 N/A DFE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 3845599.02000000 USD 5305000.00000000 CAD 2026-02-02 50903.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 37396.72000000 0.000964913862 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 3840425.49000000 USD 3271000.00000000 EUR 2026-02-02 37396.72000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 98267.92000000 0.002535518576 N/A DFE NO N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 3877601.08000000 USD 38290000.00000000 NOK 2026-02-02 98267.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -85228.42000000 -0.00219907210 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 4275000.00000000 GBP 5764439.93000000 USD 2026-02-02 -85228.42000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 18.26000000 0.000000471146 N/A DFE IL N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1594.85000000 USD 5000.00000000 ILS 2026-02-02 18.26000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 12903.89000000 0.000332947444 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 9915000.00000000 PEN 2955202.53000000 USD 2026-02-02 12903.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 25.50000000 0.000000657953 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 530000.00000000 INR 5785.94000000 USD 2026-02-02 25.50000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 21360.66000000 0.000551149858 N/A DFE PL N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 3348981.77000000 USD 11975000.00000000 PLN 2026-02-02 21360.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 72799.30000000 0.001878374727 N/A DFE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2903131.90000000 USD 28660000.00000000 NOK 2026-02-02 72799.30000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -43465.77000000 -0.00112150808 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2143000.00000000 GBP 2888894.29000000 USD 2026-02-02 -43465.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -63321.64000000 -0.00163383120 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2285000.00000000 CHF 2893445.24000000 USD 2026-02-02 -63321.64000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -118174.34000000 -0.00304914599 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 9840000.00000000 NZD 5807154.72000000 USD 2026-02-02 -118174.34000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -4619.57000000 -0.00011919460 N/A DFE TH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1085395.05000000 USD 34000000.00000000 THB 2026-02-02 -4619.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 130286.22000000 0.003361657914 N/A DFE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 5788661.50000000 USD 8500000.00000000 AUD 2026-02-02 130286.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -158157.64000000 -0.00408079904 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 4570000.00000000 CHF 5755376.11000000 USD 2026-02-02 -158157.64000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 77318.38000000 0.001994976476 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5753048.37000000 USD 4918000.00000000 EUR 2026-02-02 77318.38000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -485.47000000 -0.00001252614 N/A DFE CN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1439421.82000000 USD 10014000.00000000 CNY 2026-02-02 -485.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 77491.99000000 0.001999455978 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5752874.76000000 USD 4918000.00000000 EUR 2026-02-02 77491.99000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -150.98000000 -0.00000389560 N/A DFE CN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1439087.33000000 USD 10014000.00000000 CNY 2026-02-02 -150.98000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -33376.27000000 -0.00086117781 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1005000.00000000 CHF 1267083.56000000 USD 2026-02-02 -33376.27000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 36740.96000000 0.000947993878 N/A DFE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 1272627.23000000 USD 12610000.00000000 NOK 2026-02-02 36740.96000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 181698.53000000 0.004688203414 N/A DFE NO N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5770163.86000000 USD 57320000.00000000 NOK 2026-02-02 181698.53000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 49873.49000000 0.001286840714 N/A DFE SE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2891903.73000000 USD 26200000.00000000 SEK 2026-02-02 49873.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 1871.39000000 0.000048285789 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 19240000.00000000 MXN 1102424.77000000 USD 2026-02-03 1871.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 14756.17000000 0.000380740155 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1090144.56000000 USD 932000.00000000 EUR 2026-02-02 14756.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 147492.62000000 0.003805619146 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5777836.44000000 USD 9840000.00000000 NZD 2026-02-02 147492.62000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 74553.54000000 0.001923637801 N/A DFE CH N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2882213.34000000 USD 2285000.00000000 CHF 2026-02-02 74553.54000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 85759.74000000 0.002212781280 N/A DFE CA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5746140.71000000 USD 7940000.00000000 CAD 2026-02-02 85759.74000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -69280.91000000 -0.00178759288 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4250000.00000000 AUD 2890192.95000000 USD 2026-02-02 -69280.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -37799.27000000 -0.00097530049 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2459000.00000000 EUR 2877384.10000000 USD 2026-02-02 -37799.27000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 116375.08000000 0.003002721306 N/A DFE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5748345.05000000 USD 4286000.00000000 GBP 2026-02-02 116375.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 78852.70000000 0.002034565152 N/A DFE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2897078.50000000 USD 28660000.00000000 NOK 2026-02-02 78852.70000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -58538.98000000 -0.00151042854 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2143000.00000000 GBP 2873821.08000000 USD 2026-02-02 -58538.98000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 28304.97000000 0.000730327631 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 1097466.23000000 USD 870000.00000000 CHF 2026-02-02 28304.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -21644.75000000 -0.00055847997 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 815000.00000000 GBP 1093555.18000000 USD 2026-02-02 -21644.75000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 81410.36000000 0.002100558148 N/A DFE NO N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2894520.84000000 USD 28660000.00000000 NOK 2026-02-02 81410.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -37738.07000000 -0.00097372140 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1145000.00000000 CHF 1443880.34000000 USD 2026-02-02 -37738.07000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 25276.94000000 0.000652198102 N/A DFE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 1448980.12000000 USD 13130000.00000000 SEK 2026-02-02 25276.94000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -4326.21000000 -0.00011162529 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 51180000.00000000 PHP 864819.20000000 USD 2026-02-02 -4326.21000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 57071.15000000 0.001472555448 N/A DFE KR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2884942.43000000 USD 4234230000.00000000 KRW 2026-02-02 57071.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -24293.07000000 -0.00062681219 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 943000.00000000 GBP 1266054.83000000 USD 2026-02-02 -24293.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 30262.78000000 0.000780843238 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1273430.05000000 USD 2165000.00000000 NZD 2026-02-02 30262.78000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -10.09000000 -0.00000026034 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 10100000.00000000 CLP 11547.74000000 USD 2026-02-02 -10.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 11972.28000000 0.000308909950 N/A DFE BR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 976936.06000000 USD 5210000.00000000 BRL 2026-02-03 11972.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 808.09000000 0.000020850417 N/A DFE MX N 2 UBS AG BFM8T61CT2L1QCEMIK50 1032247.74000000 USD 18060000.00000000 MXN 2026-02-03 808.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -72031.56000000 -0.00185856542 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2285000.00000000 CHF 2884735.32000000 USD 2026-02-02 -72031.56000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 7237.89000000 0.000186752752 N/A DFE SG N 2 Bank of America NA B4TYDEB6GKMZO031MB27 865517.32000000 USD 1110000.00000000 SGD 2026-02-02 7237.89000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -11809.18000000 -0.00030470162 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 836000.00000000 EUR 979282.04000000 USD 2026-02-02 -11809.18000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 971.72000000 0.000025072415 N/A DFE MX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 974310.77000000 USD 17050000.00000000 MXN 2026-02-03 971.72000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 54019.40000000 0.001393813893 N/A DFE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2878340.66000000 USD 2143000.00000000 GBP 2026-02-02 54019.40000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC 39184.50000000 0.001011042338 N/A DFE CA N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 2876765.73000000 USD 3970000.00000000 CAD 2026-02-02 39184.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -11315.08000000 -0.00029195281 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 600000.00000000 GBP 809691.00000000 USD 2026-02-02 -11315.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 14653.41000000 0.000378088731 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 813999.27000000 USD 1190000.00000000 AUD 2026-02-02 14653.41000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 104007.25000000 0.002683605335 N/A DFE NZ N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 5785191.76000000 USD 9780000.00000000 NZD 2026-02-02 104007.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 113855.03000000 0.002937698727 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14450206.68000000 USD 12285000.00000000 EUR 2026-02-02 113855.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -50432.94000000 -0.00130127569 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 4225000.00000000 AUD 2891632.25000000 USD 2026-02-02 -50432.94000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -39912.61000000 -0.00102982910 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2139000.00000000 GBP 2886974.08000000 USD 2026-02-02 -39912.61000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -62193.46000000 -0.00160472179 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 28470000.00000000 NOK 2894008.95000000 USD 2026-02-02 -62193.46000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -25489.18000000 -0.00065767433 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2457000.00000000 EUR 2887323.16000000 USD 2026-02-02 -25489.18000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 33353.17000000 0.000860581786 N/A DFE SE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2888213.37000000 USD 26020000.00000000 SEK 2026-02-02 33353.17000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -5053.07000000 -0.00013037981 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1475000.00000000 SGD 1154689.21000000 USD 2026-02-02 -5053.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 9052.28000000 0.000233567822 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1209618.51000000 USD 4330000.00000000 PLN 2026-02-02 9052.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 3851.22000000 0.000099369558 N/A DFE BR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 749693.14000000 USD 3970000.00000000 BRL 2026-02-03 3851.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -9772.25000000 -0.00025214455 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 933000.00000000 EUR 1096314.00000000 USD 2026-02-02 -9772.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -11435.51000000 -0.00029506015 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1670000.00000000 CAD 1215173.28000000 USD 2026-02-02 -11435.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 23034.19000000 0.000594330445 N/A DFE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 1099429.74000000 USD 10810000.00000000 NOK 2026-02-02 23034.19000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 29966.20000000 0.000773190851 N/A DFE CA N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 2893328.99000000 USD 3980000.00000000 CAD 2026-02-02 29966.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 4601.01000000 0.000118715714 N/A DFE PL N 2 UBS AG BFM8T61CT2L1QCEMIK50 632879.21000000 USD 2265000.00000000 PLN 2026-02-02 4601.01000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -6184.48000000 -0.00015957256 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 470000.00000000 GBP 636936.95000000 USD 2026-02-02 -6184.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 12836.75000000 0.000331215091 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1333613.23000000 USD 984000.00000000 GBP 2026-02-02 12836.75000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -223874.23000000 -0.00577642499 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 19565000.00000000 NZD 11557534.63000000 USD 2026-02-02 -223874.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 19118.17000000 0.000493288910 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 1100913.54000000 USD 1860000.00000000 NZD 2026-02-02 19118.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -23244.20000000 -0.00059974914 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 865000.00000000 CHF 1096057.05000000 USD 2026-02-02 -23244.20000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 81999.47000000 0.002115758422 N/A DFE SE N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 8683822.97000000 USD 78070000.00000000 SEK 2026-02-02 81999.47000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -17309.20000000 -0.00044661368 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 11543375.02000000 USD 201500000.00000000 MXN 2026-02-03 -17309.20000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -8654.08000000 -0.00022329342 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 935450000.00000000 KRW 641312.17000000 USD 2026-02-02 -8654.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -6073.63000000 -0.00015671240 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 835000.00000000 EUR 983832.07000000 USD 2026-02-02 -6073.63000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 173318.27000000 0.004471975118 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 11608090.59000000 USD 19565000.00000000 NZD 2026-02-02 173318.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 154809.78000000 0.003994417231 N/A DFE NZ N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 11626599.08000000 USD 19565000.00000000 NZD 2026-02-02 154809.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 114297.33000000 0.002949110995 N/A DFE NZ N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 8584013.48000000 USD 14445000.00000000 NZD 2026-02-02 114297.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 37407.25000000 0.000965185558 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 2324124.28000000 USD 1825000.00000000 CHF 2026-02-02 37407.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -45076.78000000 -0.00116307552 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 607700000.00000000 JPY 3882645.34000000 USD 2026-02-02 -45076.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -56758.32000000 -0.00146448377 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 62940000.00000000 SEK 7010243.91000000 USD 2026-02-02 -56758.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 67014.47000000 0.001729113972 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 5858896.72000000 USD 8510000.00000000 AUD 2026-02-02 67014.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -4825.23000000 -0.00012450106 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 599000.00000000 GBP 814812.51000000 USD 2026-02-02 -4825.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -42535.80000000 -0.00109751291 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5435000.00000000 GBP 7394410.98000000 USD 2026-02-02 -42535.80000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -10009.96000000 -0.00025827797 N/A DFE CO N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 858065.05000000 USD 3137000000.00000000 COP 2026-02-02 -10009.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -55522.79000000 -0.00143260451 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 30610000.00000000 NOK 3122888.02000000 USD 2026-02-02 -55522.79000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 53830.89000000 0.001388949939 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 3103504.42000000 USD 2440000.00000000 CHF 2026-02-02 53830.89000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2444.17000000 0.000063064715 N/A DFE PH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1445452.23000000 USD 85260000.00000000 PHP 2026-02-02 2444.17000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -5153.93000000 -0.00013298221 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 1060000.00000000 CAD 773412.13000000 USD 2026-02-02 -5153.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -18074.17000000 -0.00046635151 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1440310000.00000000 KRW 982677.22000000 USD 2026-02-02 -18074.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 12919.78000000 0.000333357439 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 757004.20000000 USD 595000.00000000 CHF 2026-02-02 12919.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 203888.65000000 0.005260755081 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 11597299.05000000 USD 9120000.00000000 CHF 2026-02-02 203888.65000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 199462.71000000 0.005146556540 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 11601724.99000000 USD 9120000.00000000 CHF 2026-02-02 199462.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 55408.82000000 0.001429663845 N/A DFE KR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5833037.37000000 USD 8474820000.00000000 KRW 2026-02-02 55408.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2236.86000000 -0.00005771568 N/A DFE TW N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1448989.34000000 USD 45520000.00000000 TWD 2026-02-02 -2236.86000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 6209.87000000 0.000160227678 N/A DFE XX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1099876.38000000 USD 933000.00000000 EUR 2026-02-02 6209.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -376.08000000 -0.00000970365 N/A DFE CN N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1443479.51000000 USD 10043000.00000000 CNY 2026-02-02 -376.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -38476.76000000 -0.00099278116 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 228300000.00000000 JPY 1437085.13000000 USD 2026-02-02 -38476.76000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -114734.93000000 -0.00296040199 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 9780000.00000000 NZD 5774464.08000000 USD 2026-02-02 -114734.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -36924.78000000 -0.00095273681 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3980000.00000000 CAD 2886370.41000000 USD 2026-02-02 -36924.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -10747.05000000 -0.00027729644 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 933000.00000000 EUR 1095339.20000000 USD 2026-02-02 -10747.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -136202.77000000 -0.00351431732 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 56940000.00000000 NOK 5776202.06000000 USD 2026-02-02 -136202.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 18862.11000000 0.000486682024 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1098774.49000000 USD 1605000.00000000 AUD 2026-02-02 18862.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 15467.29000000 0.000399088544 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 809502.31000000 USD 1370000.00000000 NZD 2026-02-02 15467.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -11812.38000000 -0.00030478419 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 599000.00000000 GBP 807825.36000000 USD 2026-02-02 -11812.38000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -192556.72000000 -0.00496836750 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 17199000.00000000 EUR 20197129.68000000 USD 2026-02-02 -192556.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 17461.77000000 0.000450550313 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1211310.67000000 USD 898000.00000000 GBP 2026-02-02 17461.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -33138.78000000 -0.00085505007 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 26020000.00000000 SEK 2888427.76000000 USD 2026-02-02 -33138.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2960.64000000 -0.00007639072 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 100750000.00000000 MXN 5760072.27000000 USD 2026-02-03 -2960.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 17291.01000000 0.000446144347 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 981966.63000000 USD 1435000.00000000 AUD 2026-02-02 17291.01000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -9333.58000000 -0.00024082595 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 7180000.00000000 SEK 796848.12000000 USD 2026-02-02 -9333.58000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -19945.90000000 -0.00051464608 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1069000.00000000 GBP 1442813.27000000 USD 2026-02-02 -19945.90000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 16882.42000000 0.000435601868 N/A DFE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 1443900.85000000 USD 13010000.00000000 SEK 2026-02-02 16882.42000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -11831.81000000 -0.00030528553 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3075000.00000000 ILS 980232.14000000 USD 2026-02-02 -11831.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -56229.96000000 -0.00145085098 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4914000.00000000 EUR 5769394.72000000 USD 2026-02-02 -56229.96000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -49421.90000000 -0.00127518874 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 4225000.00000000 AUD 2892643.29000000 USD 2026-02-02 -49421.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -8840.83000000 -0.00022811196 N/A DFE TH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 986624.76000000 USD 30760000.00000000 THB 2026-02-02 -8840.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -13898.84000000 -0.00035861924 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 727000.00000000 GBP 980886.87000000 USD 2026-02-02 -13898.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 191.11000000 0.000004931039 N/A DFE ZA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 980158.05000000 USD 15840000.00000000 ZAR 2026-02-02 191.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 7864.74000000 0.000202926798 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 978611.27000000 USD 3505000.00000000 PLN 2026-02-02 7864.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -931.19000000 -0.00002402665 N/A DFE MX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 749696.46000000 USD 13090000.00000000 MXN 2026-02-03 -931.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -13235.15000000 -0.00034149464 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1228000.00000000 EUR 1442578.26000000 USD 2026-02-02 -13235.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 18926.24000000 0.000488336713 N/A DFE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 1441857.03000000 USD 13010000.00000000 SEK 2026-02-02 18926.24000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -33220.11000000 -0.00085714855 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2139000.00000000 GBP 2893666.58000000 USD 2026-02-02 -33220.11000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -79387.06000000 -0.00204835276 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 35398000.00000000 RON 8155503.36000000 USD 2026-02-02 -79387.06000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -122141.15000000 -0.00315149801 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 913400000.00000000 JPY 5781399.06000000 USD 2026-02-02 -122141.15000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -82958.44000000 -0.00214050186 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4278000.00000000 GBP 5770814.94000000 USD 2026-02-02 -82958.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -82.80000000 -0.00000213641 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 9243000.00000000 CNY 1328066.66000000 USD 2026-02-02 -82.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 13517.02000000 0.000348767484 N/A DFE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1095572.36000000 USD 1510000.00000000 CAD 2026-02-02 13517.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 25565.82000000 0.000659651812 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1329311.25000000 USD 2250000.00000000 NZD 2026-02-02 25565.82000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 34441.05000000 0.000888651373 N/A DFE GB N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2892445.64000000 USD 2139000.00000000 GBP 2026-02-02 34441.05000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -127784.29000000 -0.00329710286 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 4560000.00000000 CHF 5772809.56000000 USD 2026-02-02 -127784.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -7927.03000000 -0.00020453401 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 737000.00000000 EUR 865798.12000000 USD 2026-02-02 -7927.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 131.63000000 0.000003396330 N/A DFE ZA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 865100.78000000 USD 13980000.00000000 ZAR 2026-02-02 131.63000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -3743.31000000 -0.00009658525 N/A DFE CL N 2 UBS AG BFM8T61CT2L1QCEMIK50 980437.20000000 USD 853500000.00000000 CLP 2026-02-02 -3743.31000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 48106.52000000 0.001241249179 N/A DFE JP N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 2117085.04000000 USD 335000000.00000000 JPY 2026-02-02 48106.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -122053.65000000 -0.00314924033 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 19480000.00000000 NZD 11608170.96000000 USD 2026-02-02 -122053.65000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -6275.03000000 -0.00016190894 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1505000.00000000 CAD 1099141.87000000 USD 2026-02-02 -6275.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 19144.31000000 0.000493963377 N/A DFE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 8341434.32000000 USD 6110000.00000000 GBP 2026-02-02 19144.31000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 11263.21000000 0.000290614456 N/A DFE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5809669.93000000 USD 4254000.00000000 GBP 2026-02-02 11263.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 15583.62000000 0.000402090102 N/A DFE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 1102726.88000000 USD 10770000.00000000 NOK 2026-02-02 15583.62000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 3975.62000000 0.000102579339 N/A DFE BR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2310753.20000000 USD 12195000.00000000 BRL 2026-02-03 3975.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -116.66000000 -0.00000301007 N/A DFE KR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 5876563.37000000 USD 8457550000.00000000 KRW 2026-02-02 -116.66000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -31851.12000000 -0.00082182574 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 22680000.00000000 NOK 2323142.58000000 USD 2026-02-02 -31851.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -114396.89000000 -0.00295167985 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 11639890.70000000 USD 201490000.00000000 MXN 2026-02-03 -114396.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 41246.84000000 0.001064255038 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5823865.47000000 USD 9740000.00000000 NZD 2026-02-02 41246.84000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -6416.45000000 -0.00016555787 N/A DFE GB N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 3666518.18000000 USD 2675000.00000000 GBP 2026-03-18 -6416.45000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 228.41000000 0.000005893457 N/A DFE SE N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 230485.08000000 USD 2050000.00000000 SEK 2026-03-18 228.41000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 4092.87000000 0.000105604635 N/A DFE CH N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 3988105.83000000 USD 3070000.00000000 CHF 2026-03-18 4092.87000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -12975.65000000 -0.00033479900 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 3598623.97000000 USD 3018000.00000000 EUR 2026-03-18 -12975.65000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 7472.56000000 0.000192807731 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 13100000.00000000 MXN 756809.84000000 USD 2026-02-03 7472.56000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 748.17000000 0.000019304356 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 556000.00000000 GBP 761547.14000000 USD 2026-02-02 748.17000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 864.85000000 0.000022314945 N/A DFE AU N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 246307.88000000 USD 355000.00000000 AUD 2026-03-18 864.85000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 5800.97000000 0.000149677200 N/A DFE NZ N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1315191.36000000 USD 2190000.00000000 NZD 2026-03-18 5800.97000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 2635.08000000 0.000067990594 N/A DFE NO N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 208103.32000000 USD 2030000.00000000 NOK 2026-03-18 2635.08000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 6537.04000000 0.000168669351 N/A DFE CA N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1454134.69000000 USD 1985000.00000000 CAD 2026-03-18 6537.04000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -13124.80000000 -0.00033864738 N/A DFE GB N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 8386018.52000000 USD 6119000.00000000 GBP 2026-02-02 -13124.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -23765.61000000 -0.00061320261 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 5285000.00000000 CAD 3858047.22000000 USD 2026-02-02 -23765.61000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -23291.20000000 -0.00060096184 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 6070000.00000000 CHF 7831227.37000000 USD 2026-02-02 -23291.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -6773.76000000 -0.00017477722 N/A DFE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 4663246.60000000 USD 3403000.00000000 GBP 2026-02-02 -6773.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -32683.79000000 -0.00084331037 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 10504344.93000000 USD 8833000.00000000 EUR 2026-02-02 -32683.79000000 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 000000000 1.00000000 NC 6537.41000000 0.000168678898 N/A DFE AU N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 1943233.60000000 USD 2800000.00000000 AUD 2026-02-02 6537.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 43117.55000000 0.001112523283 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 112013000.00000000 CZK 5498453.00000000 USD 2026-02-02 43117.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 18352.08000000 0.000473522180 N/A DFE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 12428060.34000000 USD 110850000.00000000 SEK 2026-02-02 18352.08000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 15163.70000000 0.000391255284 N/A DFE NO N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 1162333.15000000 USD 11340000.00000000 NOK 2026-02-02 15163.70000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -4490.05000000 -0.00011585271 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1950000.00000000 NZD 1169736.75000000 USD 2026-02-02 -4490.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 839.73000000 0.000021666796 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 510000.00000000 GBP 698694.90000000 USD 2026-02-02 839.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -4194.08000000 -0.00010821606 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 711274.55000000 USD 109400000.00000000 JPY 2026-02-02 -4194.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -3604.84000000 -0.00009301243 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2955374.94000000 USD 456700000.00000000 JPY 2026-02-02 -3604.84000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -5381.15000000 -0.00013884496 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 500000.00000000 CHF 641613.79000000 USD 2026-02-02 -5381.15000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2556.45000000 -0.00006596177 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 910000.00000000 CHF 1174974.34000000 USD 2026-02-02 -2556.45000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -72462.11000000 -0.00186967451 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 9105000.00000000 CHF 11709315.75000000 USD 2026-02-02 -72462.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -2697.07000000 -0.00006959006 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 51960000.00000000 SEK 5831453.49000000 USD 2026-02-02 -2697.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -111996.13000000 -0.00288973520 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 19480000.00000000 NZD 11618228.48000000 USD 2026-02-02 -111996.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -4714.23000000 -0.00012163702 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2127000.00000000 GBP 2905752.34000000 USD 2026-02-02 -4714.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 34940.80000000 0.000901545972 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 100740000.00000000 MXN 5797401.70000000 USD 2026-02-03 34940.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2472.91000000 0.000063806268 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 933000.00000000 EUR 1108559.16000000 USD 2026-02-02 2472.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -19096.93000000 -0.00049274087 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14583158.64000000 USD 12285000.00000000 EUR 2026-02-02 -19096.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -81672.87000000 -0.00210733145 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 16915110000.00000000 KRW 11671227.49000000 USD 2026-02-02 -81672.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -5655.08000000 -0.00014591293 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 456100000.00000000 JPY 2942237.07000000 USD 2026-02-02 -5655.08000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2022.91000000 0.000052195323 N/A DFE PH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1329885.54000000 USD 78430000.00000000 PHP 2026-02-02 2022.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -990.17000000 -0.00002554846 N/A DFE SG N 2 UBS AG BFM8T61CT2L1QCEMIK50 637865.59000000 USD 810000.00000000 SGD 2026-02-02 -990.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 15373.13000000 0.000396659018 N/A DFE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2896904.61000000 USD 3965000.00000000 CAD 2026-02-02 15373.13000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -6423.54000000 -0.00016574081 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 865000.00000000 CHF 1112877.71000000 USD 2026-02-02 -6423.54000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 1495.59000000 0.000038589360 N/A DFE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 1104125.94000000 USD 808000.00000000 GBP 2026-02-02 1495.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 37006.51000000 0.000954845625 N/A DFE NO N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2906735.62000000 USD 28350000.00000000 NOK 2026-02-02 37006.51000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 12747.96000000 0.000328924122 N/A DFE SE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5821402.60000000 USD 51960000.00000000 SEK 2026-02-02 12747.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 824.36000000 0.000021270218 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3510000.00000000 PLN 988707.61000000 USD 2026-02-02 824.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -380.43000000 -0.00000981589 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 639267.89000000 USD 2270000.00000000 PLN 2026-02-02 -380.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 11484.21000000 0.000296316720 N/A DFE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 980579.74000000 USD 3075000.00000000 ILS 2026-02-02 11484.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -770.46000000 -0.00001987948 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 468000.00000000 GBP 639614.29000000 USD 2026-02-02 -770.46000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1934.96000000 0.000049926029 N/A DFE PH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1272064.43000000 USD 75020000.00000000 PHP 2026-02-02 1934.96000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 34431.62000000 0.000888408059 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 25093005.53000000 EUR 29815160.37000000 USD 2026-02-27 34431.62000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -168.78000000 -0.00000435487 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 146146.89000000 USD 123000.00000000 EUR 2026-02-27 -168.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2162.95000000 -0.00005580864 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1992000.00000000 GBP 2723515.39000000 USD 2026-02-27 -2162.95000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 8085.17000000 0.000208614354 N/A DFE GB N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 8368913.58000000 USD 6122000.00000000 GBP 2026-02-02 8085.17000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -17442.18000000 -0.00045004485 N/A DFE JP N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 2965334.33000000 USD 456100000.00000000 JPY 2026-02-02 -17442.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 1521.11000000 0.000039247830 N/A DFE KR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 762415.92000000 USD 1099480000.00000000 KRW 2026-02-02 1521.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2161.75000000 -0.00005577768 N/A DFE CN N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1329449.05000000 USD 9237000.00000000 CNY 2026-02-02 -2161.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 12811.34000000 0.000330559459 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 851800000.00000000 CLP 987559.85000000 USD 2026-02-02 12811.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -11124.26000000 -0.00028702925 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2240000.00000000 NZD 1337731.14000000 USD 2026-02-02 -11124.26000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -3677.47000000 -0.00009488644 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 4254000.00000000 GBP 5817255.67000000 USD 2026-02-02 -3677.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -61127.12000000 -0.00157720798 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 9105000.00000000 CHF 11720650.74000000 USD 2026-02-02 -61127.12000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 16666.71000000 0.000430036097 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 7361000.00000000 EUR 8743248.58000000 USD 2026-02-02 16666.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 23366.44000000 0.000602903192 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 9715000.00000000 EUR 11540652.52000000 USD 2026-02-02 23366.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -102879.10000000 -0.00265449669 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 20818620000.00000000 KRW 14362245.07000000 USD 2026-02-02 -102879.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 35.78000000 0.000000923199 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1700000.00000000 CLP 1980.71000000 USD 2026-03-04 35.78000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1833.42000000 0.000047306083 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3955000.00000000 BRL 752530.63000000 USD 2026-02-03 1833.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 159201.10000000 0.004107722503 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 7564725000.00000000 CLP 8813819.50000000 USD 2026-03-04 159201.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -0.39000000 -0.00000001006 N/A DFE CO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 28168.69000000 USD 104196000.00000000 COP 2026-02-02 -0.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -35.78000000 -0.00000092319 N/A DFE CL N 2 UBS AG BFM8T61CT2L1QCEMIK50 1980.71000000 USD 1700000.00000000 CLP 2026-03-04 -35.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -44.12000000 -0.00000113838 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 104196000.00000000 COP 27962.70000000 USD 2026-03-04 -44.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 9552.86000000 0.000246483837 N/A DFE CO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 6053876.42000000 USD 22558257000.00000000 COP 2026-03-04 9552.86000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -35.39000000 -0.00000091313 N/A DFE CL N 2 UBS AG BFM8T61CT2L1QCEMIK50 1980.77000000 USD 1700000.00000000 CLP 2026-02-02 -35.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 85.96000000 0.000002217948 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 22558257000.00000000 COP 6098474.45000000 USD 2026-02-02 85.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -157512.85000000 -0.00406416211 N/A DFE CL N 2 UBS AG BFM8T61CT2L1QCEMIK50 8814127.58000000 USD 7564725000.00000000 CLP 2026-02-02 -157512.85000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -44.63000000 -0.00000115154 N/A DFE CO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 28212.93000000 USD 104196000.00000000 COP 2026-02-02 -44.63000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 35.39000000 0.000000913136 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1700000.00000000 CLP 1980.77000000 USD 2026-02-02 35.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 1782.14000000 0.000045982952 N/A DFE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 868595.95000000 USD 1185000.00000000 CAD 2026-02-02 1782.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 6720.80000000 0.000173410745 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 729000.00000000 EUR 870961.82000000 USD 2026-02-02 6720.80000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -35229.08000000 -0.00090898420 N/A DFE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5802796.82000000 USD 4215000.00000000 GBP 2026-02-02 -35229.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -9845.57000000 -0.00025403636 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 28180000.00000000 NOK 2916244.49000000 USD 2026-02-02 -9845.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -21604.26000000 -0.00055743524 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2901222.16000000 USD 2429000.00000000 EUR 2026-02-02 -21604.26000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 488435.88000000 0.012602670810 N/A DFE NZ N 2 Bank of America NA B4TYDEB6GKMZO031MB27 136521644.51000000 USD 227278000.00000000 NZD 2026-03-04 488435.88000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -495713.29000000 -0.01279044326 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 227278000.00000000 NZD 136363731.74000000 USD 2026-02-02 -495713.29000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 2202368.74000000 0.056825735719 N/A DFE NZ N 2 Bank of America NA B4TYDEB6GKMZO031MB27 605840568.28000000 USD 1009757000.00000000 NZD 2026-02-02 2202368.74000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 7475.01000000 0.000192870946 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3866000.00000000 PEN 1154719.24000000 USD 2026-02-02 7475.01000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -7608.58000000 -0.00019631733 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1154202.12000000 USD 3866000.00000000 PEN 2026-03-04 -7608.58000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2170036.49000000 -0.05599149581 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1009757000.00000000 NZD 606542147.44000000 USD 2026-03-04 -2170036.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -28040.84000000 -0.00072351252 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2907658.74000000 USD 2429000.00000000 EUR 2026-02-02 -28040.84000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -21831.77000000 -0.00056330548 N/A DFE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2906299.81000000 USD 2108000.00000000 GBP 2026-02-02 -21831.77000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -17363.44000000 -0.00044801319 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1936713.53000000 USD 1619000.00000000 EUR 2026-02-02 -17363.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -10587.04000000 -0.00027316785 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1934307.96000000 USD 10135000.00000000 BRL 2026-02-03 -10587.04000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 22932.99000000 0.000591719272 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 39240000.00000000 CZK 1934026.91000000 USD 2026-02-02 22932.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 12129.71000000 0.000312971975 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 17950000.00000000 MXN 1038893.39000000 USD 2026-02-03 12129.71000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 3354.66000000 0.000086557268 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 12050000.00000000 CNY 1734848.87000000 USD 2026-02-02 3354.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -255281.53000000 -0.00658679924 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 131129404.18000000 AUD 91056258.26000000 USD 2026-02-02 -255281.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -5208.97000000 -0.00013440235 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3955000.00000000 CAD 2899723.81000000 USD 2026-02-02 -5208.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -684055.61000000 -0.01765007040 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 353782000.00000000 AUD 245656314.90000000 USD 2026-03-04 -684055.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 45695.29000000 0.001179034385 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 11564095.80000000 USD 19280000.00000000 NZD 2026-02-02 45695.29000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -108377.38000000 -0.00279636386 N/A DFE XX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 14504095.85000000 USD 12143000.00000000 EUR 2026-02-02 -108377.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 688739.56000000 0.017770926141 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 245666220.80000000 USD 353782000.00000000 AUD 2026-02-02 688739.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 253545.42000000 0.006542003965 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 91052586.64000000 USD 131129404.18000000 AUD 2026-03-04 253545.42000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 92723.71000000 0.002392466322 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 11180000.00000000 CHF 14559530.57000000 USD 2026-02-02 92723.71000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -309245.41000000 -0.00797918060 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 33660597.16000000 USD 28093000.00000000 EUR 2026-03-04 -309245.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -60381.31000000 -0.00155796452 N/A DFE SG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 8595539.94000000 USD 10855307.38000000 SGD 2026-02-02 -60381.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -27746.93000000 -0.00071592902 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2907364.83000000 USD 2429000.00000000 EUR 2026-02-02 -27746.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 61106.90000000 0.001576686268 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 10855307.38000000 SGD 8613887.67000000 USD 2026-03-04 61106.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -77.02000000 -0.00000198727 N/A DFE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1450707.17000000 USD 1975000.00000000 CAD 2026-02-02 -77.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 28394.82000000 0.000732645949 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 67832000.00000000 THB 2184605.48000000 USD 2026-02-02 28394.82000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -46270.10000000 -0.00119386568 N/A DFE TH N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 3674838.71000000 USD 113920000.00000000 THB 2026-03-04 -46270.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -27127.43000000 -0.00069994462 N/A DFE TH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2187705.61000000 USD 67832000.00000000 THB 2026-03-04 -27127.43000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 7083.91000000 0.000182779745 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 208668000.00000000 TWD 6639134.58000000 USD 2026-02-02 7083.91000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC 54004.86000000 0.001393438730 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 51530000.00000000 SEK 5839874.34000000 USD 2026-02-02 54004.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 29301.17000000 0.000756031681 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 25760000.00000000 SEK 2921674.50000000 USD 2026-02-02 29301.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2033.26000000 -0.00005246237 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 74670000.00000000 PHP 1266022.38000000 USD 2026-02-02 -2033.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2292.62000000 0.000059154407 N/A DFE PH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1264714.35000000 USD 74670000.00000000 PHP 2026-03-04 2292.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 246.21000000 0.000006352734 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 104196000.00000000 COP 28414.51000000 USD 2026-02-02 246.21000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 48916.26000000 0.001262142171 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 4857000.00000000 EUR 5806966.54000000 USD 2026-02-02 48916.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -211.46000000 -0.00000545611 N/A DFE CO N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 28218.28000000 USD 104196000.00000000 COP 2026-03-04 -211.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -3117.16000000 -0.00008042927 N/A DFE CN N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1734611.37000000 USD 12050000.00000000 CNY 2026-02-02 -3117.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1390.91000000 -0.00003588839 N/A DFE IN N 2 Citibank NA E57ODZWZ7FF32TWEFA76 314596.07000000 USD 28817000.00000000 INR 2026-02-02 -1390.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 95907.90000000 0.002474625106 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 11180000.00000000 CHF 14562714.76000000 USD 2026-02-02 95907.90000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1918.93000000 -0.00004951242 N/A DFE TW N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 6646536.08000000 USD 208668000.00000000 TWD 2026-03-04 -1918.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2486.92000000 0.000064167755 N/A DFE PH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1548491.01000000 USD 91330000.00000000 PHP 2026-02-02 2486.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2804.14000000 -0.00007235269 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 91330000.00000000 PHP 1546891.14000000 USD 2026-03-04 -2804.14000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 79655.46000000 0.002055278045 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 8431000.00000000 GBP 11616159.29000000 USD 2026-02-02 79655.46000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 27488.81000000 0.000709268990 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 55020000.00000000 CZK 2707943.70000000 USD 2026-03-04 27488.81000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -44058.19000000 -0.00113679376 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 38560000.00000000 NZD 23175524.00000000 USD 2026-02-02 -44058.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 3429.47000000 0.000088487523 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 12050000.00000000 CNY 1737733.23000000 USD 2026-03-04 3429.47000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 133823.04000000 0.003452915293 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 12143000.00000000 EUR 14529541.51000000 USD 2026-02-02 133823.04000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 42661.55000000 0.001100757526 N/A DFE NZ N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 23202477.44000000 USD 38560000.00000000 NZD 2026-03-04 42661.55000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1682.15000000 0.000043403000 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4660000.00000000 CAD 3424434.81000000 USD 2026-02-02 1682.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -13605.93000000 -0.00035106154 N/A DFE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 1460915.41000000 USD 12890000.00000000 SEK 2026-02-02 -13605.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1258.22000000 0.000032464716 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 28817000.00000000 INR 313883.32000000 USD 2026-03-04 1258.22000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1871.28000000 -0.00004828295 N/A DFE CA N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3428857.43000000 USD 4660000.00000000 CAD 2026-03-04 -1871.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -11038.36000000 -0.00028481285 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 1460307.03000000 USD 1120000.00000000 CHF 2026-02-02 -11038.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1037.43000000 -0.00002676787 N/A DFE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4037131.14000000 USD 38870000.00000000 NOK 2026-02-02 -1037.43000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 25019.04000000 0.000645543740 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 39240000.00000000 CZK 1936706.61000000 USD 2026-03-04 25019.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -24977.25000000 -0.00064446547 N/A DFE CZ N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1936071.17000000 USD 39240000.00000000 CZK 2026-02-02 -24977.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -15749.25000000 -0.00040636370 N/A DFE PL N 2 UBS AG BFM8T61CT2L1QCEMIK50 1280758.51000000 USD 4495000.00000000 PLN 2026-03-04 -15749.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 15737.80000000 0.000406068269 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 4495000.00000000 PLN 1280847.55000000 USD 2026-02-02 15737.80000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -36710.90000000 -0.00094721826 N/A DFE CN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 16624282.92000000 USD 115251000.00000000 CNY 2026-03-04 -36710.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -129053.10000000 -0.00332984083 N/A DFE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 14593165.39000000 USD 128820000.00000000 SEK 2026-02-02 -129053.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 1050.08000000 0.000027094267 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 38870000.00000000 NOK 4036606.44000000 USD 2026-03-04 1050.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 129721.81000000 0.003347094951 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 128820000.00000000 SEK 14615588.58000000 USD 2026-03-04 129721.81000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 34092.20000000 0.000879650311 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 115251000.00000000 CNY 16594792.52000000 USD 2026-02-02 34092.20000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 20551.42000000 0.000530269768 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 74033000000.00000000 IDR 4429135.51000000 USD 2026-03-04 20551.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1004.51000000 0.000025918466 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 16181967000.00000000 KRW 11244504.90000000 USD 2026-02-02 1004.51000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -4913.13000000 -0.00012676906 N/A DFE CA N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2909845.91000000 USD 3955000.00000000 CAD 2026-02-02 -4913.13000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -19892.20000000 -0.00051326050 N/A DFE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2904360.24000000 USD 2108000.00000000 GBP 2026-02-02 -19892.20000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 5068.49000000 0.000130777679 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3955000.00000000 CAD 2913594.29000000 USD 2026-03-04 5068.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 3339.36000000 0.000086162496 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3955000.00000000 CAD 2908272.14000000 USD 2026-02-02 3339.36000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 6947.85000000 0.000179269111 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 81271948000.00000000 KRW 56538580.55000000 USD 2026-03-04 6947.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1383.38000000 -0.00003569410 N/A DFE KR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 11257333.77000000 USD 16181967000.00000000 KRW 2026-03-04 -1383.38000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -23000.52000000 -0.00059346168 N/A DFE GB N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5790568.26000000 USD 4215000.00000000 GBP 2026-02-02 -23000.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -28240.02000000 -0.00072865178 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 2907857.92000000 USD 2429000.00000000 EUR 2026-02-02 -28240.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -5045.04000000 -0.00013017262 N/A DFE KR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 56474149.12000000 USD 81271948000.00000000 KRW 2026-02-02 -5045.04000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -9956.19000000 -0.00025689059 N/A DFE SG N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1452754.22000000 USD 1835000.00000000 SGD 2026-02-02 -9956.19000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -21794.03000000 -0.00056233171 N/A DFE ID N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 4432317.55000000 USD 74033000000.00000000 IDR 2026-02-02 -21794.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 56367.23000000 0.001454392834 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 51530000.00000000 SEK 5842236.71000000 USD 2026-02-02 56367.23000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 165203.93000000 0.004262608116 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2210119000.00000000 JPY 14449774.09000000 USD 2026-02-02 165203.93000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 16882.43000000 0.000435602126 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1309000.00000000 EUR 1568722.62000000 USD 2026-02-02 16882.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -412.60000000 -0.00001064594 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1950000.00000000 NZD 1173814.20000000 USD 2026-02-02 -412.60000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 3274.31000000 0.000084484069 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 3700000.00000000 CAD 2720910.54000000 USD 2026-02-02 3274.31000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -17461.43000000 -0.00045054154 N/A DFE BR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1929583.07000000 USD 10135000.00000000 BRL 2026-03-03 -17461.43000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -10058.77000000 -0.00025953737 N/A DFE CH N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 1187589.56000000 USD 910000.00000000 CHF 2026-02-02 -10058.77000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -12952.50000000 -0.00033420168 N/A DFE CH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1462221.17000000 USD 1120000.00000000 CHF 2026-02-02 -12952.50000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -539719.77000000 -0.01392590280 N/A DFE JP N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 47207282.68000000 USD 7220439000.00000000 JPY 2026-02-02 -539719.77000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 17868.56000000 0.000461046349 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 10135000.00000000 BRL 1941589.48000000 USD 2026-02-03 17868.56000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 544348.24000000 0.014045327044 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 7220439000.00000000 JPY 47328550.01000000 USD 2026-03-04 544348.24000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -166620.67000000 -0.00429916298 N/A DFE JP N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 14486893.06000000 USD 2210119000.00000000 JPY 2026-03-04 -166620.67000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -16641.78000000 -0.00042939285 N/A DFE GB N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 2344194.03000000 USD 1701000.00000000 GBP 2026-02-02 -16641.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -6178.74000000 -0.00015942445 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 2735858.16000000 USD 3920000.00000000 AUD 2026-02-02 -6178.74000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 13210.62000000 0.000340861721 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 56360000.00000000 NOK 5865390.74000000 USD 2026-02-02 13210.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -32247.87000000 -0.00083206272 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 2911865.77000000 USD 2429000.00000000 EUR 2026-02-02 -32247.87000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -22187.58000000 -0.00057248613 N/A DFE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1987664.45000000 USD 304100000.00000000 JPY 2026-02-02 -22187.58000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 16071.44000000 0.000414676881 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 86940000.00000000 NOK 9043547.30000000 USD 2026-02-02 16071.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 9881.12000000 0.000254953634 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 8330000.00000000 AUD 5810449.89000000 USD 2026-02-02 9881.12000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 32062.05000000 0.000827268180 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 444400000.00000000 JPY 2904334.08000000 USD 2026-02-02 32062.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 61160.28000000 0.001578063584 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4857000.00000000 EUR 5819210.56000000 USD 2026-02-02 61160.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -419915.23000000 -0.01083469423 N/A DFE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 48408823.91000000 USD 37086000.00000000 CHF 2026-02-02 -419915.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2140.12000000 0.000055219587 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3955000.00000000 CAD 2907072.90000000 USD 2026-02-02 2140.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 423321.81000000 0.010922591145 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 37086000.00000000 CHF 48565404.71000000 USD 2026-03-04 423321.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 5604.76000000 0.000144614571 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 495000.00000000 CHF 646129.75000000 USD 2026-02-02 5604.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -5650.23000000 -0.00014578779 N/A DFE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 648219.69000000 USD 495000.00000000 CHF 2026-03-04 -5650.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 29172.76000000 0.000752718434 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 143300000.00000000 NOK 14906847.75000000 USD 2026-03-04 29172.76000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 5381.02000000 0.000138841609 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3920000.00000000 AUD 2735060.44000000 USD 2026-02-02 5381.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 37639.47000000 0.000971177321 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 87332000.00000000 BRL 16614096.84000000 USD 2026-02-03 37639.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -29142.33000000 -0.00075193327 N/A DFE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14908798.31000000 USD 143300000.00000000 NOK 2026-02-02 -29142.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2339.49000000 -0.00006036375 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 6770000.00000000 NZD 4078822.10000000 USD 2026-03-04 -2339.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -34873.80000000 -0.00089981723 N/A DFE BR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 16511381.68000000 USD 87332000.00000000 BRL 2026-03-03 -34873.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -11028.99000000 -0.00028457108 N/A DFE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1456805.90000000 USD 1835000.00000000 SGD 2026-03-04 -11028.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 9327.26000000 0.000240662883 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 928000.00000000 GBP 1279150.00000000 USD 2026-02-02 9327.26000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 26369.72000000 0.000680394119 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 304100000.00000000 JPY 1991846.59000000 USD 2026-02-02 26369.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 8156.79000000 0.000210462301 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 7655000.00000000 CAD 5637680.17000000 USD 2026-03-04 8156.79000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 12.59000000 0.000000324848 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1000.00000000 EUR 1198.11000000 USD 2026-02-02 12.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 10899.91000000 0.000281240554 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1835000.00000000 SGD 1453697.94000000 USD 2026-02-02 10899.91000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -12.64000000 -0.00000032613 N/A DFE XX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1199.82000000 USD 1000.00000000 EUR 2026-03-04 -12.64000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -26576.97000000 -0.00068574160 N/A DFE JP N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1996966.27000000 USD 304100000.00000000 JPY 2026-03-04 -26576.97000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 16543.69000000 0.000426861923 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1309000.00000000 EUR 1570557.84000000 USD 2026-03-04 16543.69000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 5764.98000000 0.000148748583 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4165000.00000000 AUD 2905877.60000000 USD 2026-03-04 5764.98000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -5425.86000000 -0.00013999857 N/A DFE AU N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2734943.62000000 USD 3920000.00000000 AUD 2026-03-04 -5425.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2536.63000000 0.000065450377 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4074137.94000000 USD 6770000.00000000 NZD 2026-02-02 2536.63000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -16491.95000000 -0.00042552692 N/A DFE XX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1568332.14000000 USD 1309000.00000000 EUR 2026-02-02 -16491.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -10155.12000000 -0.00026202340 N/A DFE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1191444.43000000 USD 910000.00000000 CHF 2026-03-04 -10155.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -222878.01000000 -0.00575072042 N/A DFE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 26257954.39000000 USD 20120000.00000000 CHF 2026-02-02 -222878.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 10080.47000000 0.000260097282 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 910000.00000000 CHF 1187611.26000000 USD 2026-02-02 10080.47000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -37904.64000000 -0.00097801926 N/A DFE GB N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 5249758.06000000 USD 3809000.00000000 GBP 2026-03-04 -37904.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 224528.62000000 0.005793309626 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 20120000.00000000 CHF 26342705.51000000 USD 2026-03-04 224528.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -7852.06000000 -0.00020259962 N/A DFE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5630421.07000000 USD 7655000.00000000 CAD 2026-02-02 -7852.06000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -5717.34000000 -0.00014751937 N/A DFE AU N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2906001.72000000 USD 4165000.00000000 AUD 2026-02-02 -5717.34000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 37896.60000000 0.000977811815 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3809000.00000000 GBP 5249916.89000000 USD 2026-02-02 37896.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -1265.85000000 -0.00003266158 N/A DFE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 1289866.90000000 USD 12410000.00000000 NOK 2026-02-02 -1265.85000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -114.91000000 -0.00000296491 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 11000000.00000000 HUF 33988.01000000 USD 2026-03-04 -114.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 4994.69000000 0.000128873484 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14820000.00000000 ZAR 922215.31000000 USD 2026-02-02 4994.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -5793.73000000 -0.00014949039 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3060000.00000000 ILS 981650.20000000 USD 2026-03-04 -5793.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2693.54000000 0.000069498985 N/A DFE HU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1203309.88000000 USD 389000000.00000000 HUF 2026-03-04 2693.54000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -14698.20000000 -0.00037924440 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1404154000.00000000 HUF 4347899.06000000 USD 2026-02-02 -14698.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 77060.50000000 0.001988322630 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 226022000.00000000 ZAR 14035233.70000000 USD 2026-03-04 77060.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -5052.77000000 -0.00013037207 N/A DFE ZA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 920273.97000000 USD 14820000.00000000 ZAR 2026-03-04 -5052.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -76174.75000000 -0.00196546842 N/A DFE ZA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14064841.32000000 USD 226022000.00000000 ZAR 2026-02-02 -76174.75000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 115.14000000 0.000002970853 N/A DFE HU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 34061.00000000 USD 11000000.00000000 HUF 2026-02-02 115.14000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 14668.28000000 0.000378472409 N/A DFE HU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4338582.42000000 USD 1404154000.00000000 HUF 2026-03-04 14668.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 7974.64000000 0.000205762448 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 977356.07000000 USD 1415000.00000000 AUD 2026-02-02 7974.64000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 211863.21000000 0.005466515466 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 122884000.00000000 EUR 145892787.87000000 USD 2026-02-02 211863.21000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -214840.19000000 -0.00554332779 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 146099847.41000000 USD 122884000.00000000 EUR 2026-03-04 -214840.19000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -55740.13000000 -0.00143821233 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 66084000.00000000 GBP 90369870.00000000 USD 2026-02-02 -55740.13000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 711605.19000000 0.018360907385 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3452878000.00000000 CZK 168928321.57000000 USD 2026-03-04 711605.19000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 128399.90000000 0.003312986899 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 73442000.00000000 EUR 87317022.51000000 USD 2026-03-04 128399.90000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 169.06000000 0.000004362102 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5757881.22000000 USD 4857000.00000000 EUR 2026-02-02 169.06000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1256876.80000000 0.032430059313 N/A DFE SE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 308211350.29000000 USD 2756180000.00000000 SEK 2026-02-02 1256876.80000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 27392.56000000 0.000706785538 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 133812000.00000000 CZK 6544398.15000000 USD 2026-02-02 27392.56000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -706836.06000000 -0.01823785382 N/A DFE CZ N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 168871314.82000000 USD 3452878000.00000000 CZK 2026-02-02 -706836.06000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -27577.37000000 -0.00071155402 N/A DFE CZ N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 6546607.37000000 USD 133812000.00000000 CZK 2026-03-04 -27577.37000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 35093.31000000 0.000905481050 N/A DFE SE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 8682290.35000000 USD 77522000.00000000 SEK 2026-03-04 35093.31000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -79630.28000000 -0.00205462834 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 93390000.00000000 GBP 127705875.33000000 USD 2026-03-04 -79630.28000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 5234.93000000 0.000135072180 N/A DFE RO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 23422723.57000000 USD 100706000.00000000 RON 2026-02-02 5234.93000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1247690.67000000 -0.03219303788 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2756180000.00000000 SEK 308685986.28000000 USD 2026-03-04 -1247690.67000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -35351.69000000 -0.00091214779 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 77522000.00000000 SEK 8668940.45000000 USD 2026-02-02 -35351.69000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 78772.03000000 0.002032483697 N/A DFE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 127710825.00000000 USD 93390000.00000000 GBP 2026-02-02 78772.03000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -8052.74000000 -0.00020777759 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 100706000.00000000 RON 23387366.47000000 USD 2026-03-04 -8052.74000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -126620.71000000 -0.00326708006 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 87193272.74000000 USD 73442000.00000000 EUR 2026-02-02 -126620.71000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 56347.44000000 0.001453882211 N/A DFE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 90366367.55000000 USD 66084000.00000000 GBP 2026-03-04 56347.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2502228.98000000 -0.06456275924 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1696963000.00000000 NOK 173679655.05000000 USD 2026-03-04 -2502228.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -298915.44000000 -0.00771264570 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 202666000.00000000 NOK 20745050.78000000 USD 2026-02-02 -298915.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 298837.82000000 0.007710642942 N/A DFE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 20742326.72000000 USD 202666000.00000000 NOK 2026-03-04 298837.82000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 6726.65000000 0.000173561687 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 8287243.00000000 PLN 2339156.44000000 USD 2026-02-02 6726.65000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -6766.01000000 -0.00017457725 N/A DFE PL N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2339010.54000000 USD 8287243.00000000 PLN 2026-03-04 -6766.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -282.73000000 -0.00000729502 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 801000.00000000 GBP 1095760.39000000 USD 2026-02-02 -282.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2502878.79000000 0.064579525705 N/A DFE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 173702464.20000000 USD 1696963000.00000000 NOK 2026-02-02 2502878.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 8145.15000000 0.000210161964 N/A DFE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1093599.27000000 USD 1500000.00000000 CAD 2026-02-02 8145.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -7093.33000000 -0.00018302280 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1565000.00000000 CHF 2018000.83000000 USD 2026-02-02 -7093.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -5486.05000000 -0.00014155160 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 2022048.44000000 USD 1701000.00000000 EUR 2026-02-02 -5486.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3305.67000000 0.000085293223 N/A DFE IL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1014471.50000000 USD 3154000.00000000 ILS 2026-03-04 3305.67000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -3273.73000000 -0.00008446910 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3154000.00000000 ILS 1014277.39000000 USD 2026-02-02 -3273.73000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 19456.69000000 0.000502023436 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 34979000.00000000 RON 8145570.02000000 USD 2026-03-04 19456.69000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 13588.51000000 0.000350612076 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 304100000.00000000 JPY 1979065.38000000 USD 2026-02-02 13588.51000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -20625.21000000 -0.00053217370 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5778675.49000000 USD 4857000.00000000 EUR 2026-02-02 -20625.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -6209.24000000 -0.00016021142 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1271318.99000000 USD 4495000.00000000 PLN 2026-02-02 -6209.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -8142.21000000 -0.00021008610 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1740000.00000000 CAD 1269881.31000000 USD 2026-02-02 -8142.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 93208.87000000 0.002404984468 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 14419030.00000000 USD 24100000.00000000 NZD 2026-02-02 93208.87000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -786567.37000000 -0.02029508895 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 261313158.20000000 CAD 191384371.14000000 USD 2026-03-04 -786567.37000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 96382.00000000 0.002486857881 N/A DFE CA N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 23451278.18000000 USD 32020000.00000000 CAD 2026-03-04 96382.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 3836.33000000 0.000098985365 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 717000.00000000 GBP 984938.60000000 USD 2026-02-02 3836.33000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -68415.98000000 -0.00176527587 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 14464134.45000000 USD 12143000.00000000 EUR 2026-02-02 -68415.98000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 3051.93000000 0.000078746199 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 12890000.00000000 SEK 1450361.41000000 USD 2026-02-02 3051.93000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -8046.81000000 -0.00020762458 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 1448448.52000000 USD 1215000.00000000 EUR 2026-02-02 -8046.81000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 25.98000000 0.000000670338 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1700000.00000000 CLP 1971.36000000 USD 2026-02-02 25.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 55055.73000000 0.001420553382 N/A DFE NZ N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 11554735.36000000 USD 19280000.00000000 NZD 2026-02-02 55055.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 268.27000000 0.000006921929 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5185000.00000000 BRL 984431.37000000 USD 2026-02-03 268.27000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 792.16000000 0.000020439390 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 97000.00000000 EUR 115913.11000000 USD 2026-02-27 792.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 13947.49000000 0.000359874514 N/A DFE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2890985.29000000 USD 3955000.00000000 CAD 2026-02-02 13947.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -27687.46000000 -0.00071439457 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2899959.49000000 USD 444400000.00000000 JPY 2026-02-02 -27687.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -6770.05000000 -0.00017468149 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 10690000.00000000 NOK 1103233.60000000 USD 2026-02-02 -6770.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 3974.06000000 0.000102539088 N/A DFE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1097770.36000000 USD 1500000.00000000 CAD 2026-02-02 3974.06000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -3595.27000000 -0.00009276551 N/A DFE AU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2903879.65000000 USD 4165000.00000000 AUD 2026-02-02 -3595.27000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -4981.89000000 -0.00012854321 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4820000.00000000 NZD 2897465.88000000 USD 2026-02-02 -4981.89000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -175126.00000000 -0.00451861834 N/A DFE ZA N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 11567221.50000000 USD 184470000.00000000 ZAR 2026-03-04 -175126.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -49268.42000000 -0.00127122863 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2932920.34000000 USD 2429000.00000000 EUR 2026-03-04 -49268.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -34078.64000000 -0.00087930043 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2918454.33000000 USD 2108000.00000000 GBP 2026-03-04 -34078.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -14140.98000000 -0.00036486696 N/A DFE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1459917.89000000 USD 1835000.00000000 SGD 2026-03-04 -14140.98000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -10390.33000000 -0.00026809232 N/A DFE CA N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2918916.13000000 USD 3955000.00000000 CAD 2026-03-04 -10390.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -78288.72000000 -0.00202001328 N/A DFE KR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 11679425.77000000 USD 16678220000.00000000 KRW 2026-03-04 -78288.72000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 4655.59000000 0.000120123992 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 589000.00000000 GBP 810609.90000000 USD 2026-02-02 4655.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -22796.08000000 -0.00058818670 N/A DFE KR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3884529.81000000 USD 5551770000.00000000 KRW 2026-03-04 -22796.08000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -4651.24000000 -0.00012001175 N/A DFE GB N 2 Bank of America NA B4TYDEB6GKMZO031MB27 810579.74000000 USD 589000.00000000 GBP 2026-03-04 -4651.24000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 218574.57000000 0.005639682639 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 11180000.00000000 CHF 14731557.55000000 USD 2026-03-04 218574.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -50478.06000000 -0.00130243988 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2934129.98000000 USD 2429000.00000000 EUR 2026-03-04 -50478.06000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -111173.49000000 -0.00286850936 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 8769634.71000000 USD 6670000.00000000 CHF 2026-03-04 -111173.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 8971.24000000 0.000231476820 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 14455000.00000000 NZD 8722884.21000000 USD 2026-03-04 8971.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -18125.59000000 -0.00046767826 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 19275000.00000000 NZD 11601429.75000000 USD 2026-03-04 -18125.59000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -55773.19000000 -0.00143906535 N/A DFE CH N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5825917.14000000 USD 4445000.00000000 CHF 2026-03-04 -55773.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -39503.60000000 -0.00101927578 N/A DFE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 5794717.55000000 USD 51180000.00000000 SEK 2026-03-04 -39503.60000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -8687.38000000 -0.00022415263 N/A DFE CO N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 982999.32000000 USD 3624810000.00000000 COP 2026-03-04 -8687.38000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -111591.95000000 -0.00287930651 N/A DFE KR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 38782113.71000000 USD 55594160000.00000000 KRW 2026-03-04 -111591.95000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -260962.83000000 -0.00673338871 N/A DFE KR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 38931484.59000000 USD 55594160000.00000000 KRW 2026-03-04 -260962.83000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 270.56000000 0.000006981015 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 16225000.00000000 ILS 5235982.25000000 USD 2026-03-04 270.56000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -19396.49000000 -0.00050047015 N/A DFE CA N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3891302.51000000 USD 5265000.00000000 CAD 2026-03-04 -19396.49000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 187.95000000 0.000004849504 N/A DFE IN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2310028.75000000 USD 212950000.00000000 INR 2026-03-04 187.95000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -2267.54000000 -0.00005850729 N/A DFE PH N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2718009.68000000 USD 160050000.00000000 PHP 2026-03-04 -2267.54000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -6414.19000000 -0.00016549956 N/A DFE CO N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 655955.48000000 USD 2416540000.00000000 COP 2026-03-04 -6414.19000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -15590.46000000 -0.00040226658 N/A DFE CO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1639443.69000000 USD 6041350000.00000000 COP 2026-03-04 -15590.46000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -46729.57000000 -0.00120572097 N/A DFE BR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3285167.46000000 USD 17165000.00000000 BRL 2026-03-03 -46729.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 3521.80000000 0.000090869831 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1185000.00000000 CAD 874976.43000000 USD 2026-03-04 3521.80000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 3865.19000000 0.000099730014 N/A DFE NO N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2895879.84000000 USD 27930000.00000000 NOK 2026-03-04 3865.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -7931.00000000 -0.00020463644 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 871008.38000000 USD 727000.00000000 EUR 2026-03-04 -7931.00000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 23406.35000000 0.000603932954 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 47100000.00000000 CZK 2318016.05000000 USD 2026-03-04 23406.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -3091.38000000 -0.00007976409 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1455912.57000000 USD 2410000.00000000 NZD 2026-03-04 -3091.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -6085.89000000 -0.00015702873 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2911728.26000000 USD 4820000.00000000 NZD 2026-03-04 -6085.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 11715.96000000 0.000302296356 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1211000.00000000 EUR 1449386.80000000 USD 2026-03-04 11715.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -21970.10000000 -0.00056687468 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2896885.37000000 USD 443700000.00000000 JPY 2026-03-04 -21970.10000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 8257.00000000 0.000213047929 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 24199000.00000000 CNY 3491113.16000000 USD 2026-03-04 8257.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 5044.72000000 0.000130164363 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14519000.00000000 CNY 2094700.85000000 USD 2026-03-04 5044.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 9206.42000000 0.000237544957 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 599980000.00000000 CLP 695628.99000000 USD 2026-03-04 9206.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -3256.39000000 -0.00008402169 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 27930000.00000000 NOK 2896488.64000000 USD 2026-03-04 -3256.39000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 3315.84000000 0.000085555631 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 9680000.00000000 CNY 1396515.87000000 USD 2026-03-04 3315.84000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 34569.23000000 0.000891958686 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2399920000.00000000 CLP 2780259.50000000 USD 2026-03-04 34569.23000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 43896.60000000 0.001132624408 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 42960000.00000000 ZAR 2696926.48000000 USD 2026-03-04 43896.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -3518.53000000 -0.00009078545 N/A DFE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 1555222.56000000 USD 2110000.00000000 CAD 2026-03-04 -3518.53000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 8594.73000000 0.000221762072 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 844000.00000000 GBP 1163439.65000000 USD 2026-03-04 8594.73000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -5771.70000000 -0.00014892197 N/A DFE TW N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1968734.03000000 USD 61645000.00000000 TWD 2026-03-04 -5771.70000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 419.85000000 0.000010833011 N/A DFE NO N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3905359.17000000 USD 37620000.00000000 NOK 2026-03-04 419.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -1693.83000000 -0.00004370436 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 1165156.44000000 USD 1930000.00000000 NZD 2026-03-04 -1693.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 3601.70000000 0.000092931419 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 895000.00000000 CHF 1165419.21000000 USD 2026-03-04 3601.70000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -9817.92000000 -0.00025332294 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1549585.95000000 USD 1297000.00000000 EUR 2026-03-04 -9817.92000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 8191.19000000 0.000211349893 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 178000000.00000000 JPY 1161526.59000000 USD 2026-03-04 8191.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 13418.36000000 0.000346221849 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 3890000.00000000 AUD 2722046.95000000 USD 2026-03-04 13418.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -9535.78000000 -0.00024604313 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1279358.52000000 USD 928000.00000000 GBP 2026-02-02 -9535.78000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 896.98000000 0.000023143966 N/A DFE NO N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1287532.51000000 USD 12410000.00000000 NOK 2026-03-04 896.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 9531.24000000 0.000245925995 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 928000.00000000 GBP 1279313.33000000 USD 2026-03-04 9531.24000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -892.53000000 -0.00002302914 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 12410000.00000000 NOK 1287708.52000000 USD 2026-02-02 -892.53000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -27880.68000000 -0.00071938005 N/A DFE SE N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 5783094.63000000 USD 51180000.00000000 SEK 2026-03-04 -27880.68000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -4829.88000000 -0.00012462104 N/A DFE ID N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2675062.34000000 USD 44841000000.00000000 IDR 2026-03-04 -4829.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -19626.39000000 -0.00050640205 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1457407.99000000 USD 221900000.00000000 JPY 2026-03-04 -19626.39000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -9330.57000000 -0.00024074828 N/A DFE AU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1359467.03000000 USD 1939000.00000000 AUD 2026-03-04 -9330.57000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -448.87000000 -0.00001158178 N/A DFE AU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 98627.95000000 USD 141000.00000000 AUD 2026-03-04 -448.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1895.30000000 -0.00004890271 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1454716.49000000 USD 2410000.00000000 NZD 2026-03-04 -1895.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -11344.74000000 -0.00029271810 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 4532572.50000000 USD 7500000.00000000 NZD 2026-03-04 -11344.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -13905.14000000 -0.00035878179 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 929946.33000000 USD 3255000.00000000 PLN 2026-03-04 -13905.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -10064.75000000 -0.00025969167 N/A DFE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 1278478.54000000 USD 927000.00000000 GBP 2026-03-04 -10064.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -19765.61000000 -0.00050999422 N/A DFE MX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1216718.57000000 USD 20980000.00000000 MXN 2026-03-04 -19765.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -13283.05000000 -0.00034273056 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 1106672.68000000 USD 921000.00000000 EUR 2026-03-04 -13283.05000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -45368.88000000 -0.00117061232 N/A DFE CH N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5815512.83000000 USD 4445000.00000000 CHF 2026-03-04 -45368.88000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -2812.71000000 -0.00007257382 N/A DFE NO N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2902557.74000000 USD 27930000.00000000 NOK 2026-03-04 -2812.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -14140.06000000 -0.00036484322 N/A DFE HU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1047768.70000000 USD 333400000.00000000 HUF 2026-03-04 -14140.06000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -3626.64000000 -0.00009357492 N/A DFE NO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2903371.67000000 USD 27930000.00000000 NOK 2026-03-04 -3626.64000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -6453.73000000 -0.00016651977 N/A DFE KR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 990383.61000000 USD 1416100000.00000000 KRW 2026-02-02 -6453.73000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -8189.87000000 -0.00021131583 N/A DFE TW N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 992775.73000000 USD 30920000.00000000 TWD 2026-03-04 -8189.87000000 N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 000000000 1.00000000 NC -53857.65000000 -0.00138964040 N/A DFE GB N 2 Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 8623518.44000000 USD 6263000.00000000 GBP 2026-03-04 -53857.65000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 230533.85000000 0.005948257163 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 217871000.00000000 MXN 12660530.93000000 USD 2026-03-04 230533.85000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -232133.02000000 -0.00598951910 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 12694641.64000000 USD 217871000.00000000 MXN 2026-02-03 -232133.02000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -89430.25000000 -0.00230748814 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4911359.25000000 USD 84518000.00000000 MXN 2026-03-04 -89430.25000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 90050.62000000 0.002323494989 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 84518000.00000000 MXN 4924591.72000000 USD 2026-02-03 90050.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 38700.65000000 0.000998557993 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 443700000.00000000 JPY 2913615.92000000 USD 2026-03-04 38700.65000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -7641.32000000 -0.00019716209 N/A DFE KR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 992660.72000000 USD 1416100000.00000000 KRW 2026-03-04 -7641.32000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 7639.57000000 0.000197116939 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1416100000.00000000 KRW 991569.45000000 USD 2026-02-02 7639.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 3747.14000000 0.000096684076 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1495000.00000000 CAD 1103177.25000000 USD 2026-03-04 3747.14000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 6486.83000000 0.000167373828 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1970000.00000000 CAD 1455234.19000000 USD 2026-03-04 6486.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -7522.03000000 -0.00019408416 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1102161.76000000 USD 800000.00000000 GBP 2026-03-04 -7522.03000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 82657.41000000 0.002132734655 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 99910000.00000000 MXN 5782732.26000000 USD 2026-03-04 82657.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -26535.27000000 -0.00068466565 N/A DFE BR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1927337.00000000 USD 10075000.00000000 BRL 2026-03-03 -26535.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -5647.56000000 -0.00014571890 N/A DFE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 869267.00000000 USD 7680000.00000000 SEK 2026-03-04 -5647.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -11177.39000000 -0.00028840012 N/A DFE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2908672.12000000 USD 3940000.00000000 CAD 2026-03-04 -11177.39000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 3128.26000000 0.000080715673 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 27930000.00000000 NOK 2902873.29000000 USD 2026-03-04 3128.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 10492.17000000 0.000270720006 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1696000.00000000 EUR 2023943.65000000 USD 2026-03-04 10492.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -13449.87000000 -0.00034703487 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2030323.57000000 USD 1474000.00000000 GBP 2026-03-04 -13449.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -23696.98000000 -0.00061143181 N/A DFE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 5793840.93000000 USD 4445000.00000000 CHF 2026-03-04 -23696.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -74347.40000000 -0.00191831895 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 8702746.81000000 USD 7268000.00000000 EUR 2026-03-04 -74347.40000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -150974.56000000 -0.00389546050 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 7745749.50000000 USD 133120000.00000000 MXN 2026-03-04 -150974.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 37210.53000000 0.000960109769 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 27970000.00000000 NOK 2941108.43000000 USD 2026-03-04 37210.53000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -20048.05000000 -0.00051728176 N/A DFE KR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3086949.52000000 USD 4409090000.00000000 KRW 2026-03-04 -20048.05000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 38284.41000000 0.000987818127 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3320000.00000000 AUD 2350018.84000000 USD 2026-03-04 38284.41000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -21052.76000000 -0.00054320539 N/A DFE TW N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 4341541.31000000 USD 135938000.00000000 TWD 2026-02-02 -21052.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 37580.15000000 0.000969646741 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 27970000.00000000 NOK 2941478.05000000 USD 2026-03-04 37580.15000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 697696.08000000 0.018002023155 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 117177521000.00000000 KRW 82114590.75000000 USD 2026-02-02 697696.08000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -51409.34000000 -0.00132646886 N/A DFE KR N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 6050567.62000000 USD 8634160000.00000000 KRW 2026-02-02 -51409.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 27537.14000000 0.000710516005 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4815000.00000000 NZD 2930165.36000000 USD 2026-03-04 27537.14000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 27643.13000000 0.000713250770 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 2432000.00000000 EUR 2914856.58000000 USD 2026-03-04 27643.13000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -37210.95000000 -0.00096012060 N/A DFE HU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3099033.51000000 USD 987600000.00000000 HUF 2026-03-04 -37210.95000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -326.06000000 -0.00000841303 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 707773.88000000 USD 65090000.00000000 INR 2026-02-02 -326.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -33724.32000000 -0.00087015823 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2912710.92000000 USD 10230000.00000000 PLN 2026-03-04 -33724.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -30216.35000000 -0.00077964524 N/A DFE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2919884.39000000 USD 4150000.00000000 AUD 2026-03-04 -30216.35000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -63167.07000000 -0.00162984297 N/A DFE MX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 5768376.61000000 USD 100000000.00000000 MXN 2026-03-04 -63167.07000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1042.54000000 -0.00002689972 N/A DFE IN N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2263049.61000000 USD 208120000.00000000 INR 2026-02-02 -1042.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -31778.91000000 -0.00081996257 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2920300.94000000 USD 445800000.00000000 JPY 2026-03-04 -31778.91000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 566.83000000 0.000014625403 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3660000.00000000 TWD 116891.83000000 USD 2026-02-02 566.83000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 252657.66000000 0.006519097893 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 42433660000.00000000 KRW 29736271.90000000 USD 2026-02-02 252657.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -21951.93000000 -0.00056640586 N/A DFE CO N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1927107.12000000 USD 7087900000.00000000 COP 2026-03-04 -21951.93000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -10675.40000000 -0.00027544772 N/A DFE NO N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 2914573.30000000 USD 27970000.00000000 NOK 2026-03-04 -10675.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 52498.59000000 0.001354573803 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 7295000.00000000 EUR 8712951.76000000 USD 2026-03-04 52498.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -130650.47000000 -0.00337105632 N/A DFE BR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 7790079.63000000 USD 40598000.00000000 BRL 2026-03-03 -130650.47000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -79661.34000000 -0.00205542976 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 11678364.64000000 USD 8935000.00000000 CHF 2026-03-04 -79661.34000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -566.83000000 -0.00001462540 N/A DFE TW N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 116891.83000000 USD 3660000.00000000 TWD 2026-02-02 -566.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 12409.17000000 0.000320182629 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 19250000.00000000 NZD 11616893.75000000 USD 2026-03-04 12409.17000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -6799.77000000 -0.00017544833 N/A DFE NO N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2910697.67000000 USD 27970000.00000000 NOK 2026-03-04 -6799.77000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -16314.63000000 -0.00042095169 N/A DFE NO N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2920212.53000000 USD 27970000.00000000 NOK 2026-03-04 -16314.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -18743.48000000 -0.00048362112 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2900382.57000000 USD 2106000.00000000 GBP 2026-03-04 -18743.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -21442.71000000 -0.00055326692 N/A DFE MX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1923559.57000000 USD 33340000.00000000 MXN 2026-03-04 -21442.71000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -24505.05000000 -0.00063228172 N/A DFE CL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1935225.96000000 USD 1670100000.00000000 CLP 2026-03-04 -24505.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -6090.45000000 -0.00015714639 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1102771.69000000 USD 1575000.00000000 AUD 2026-03-04 -6090.45000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 43904.71000000 0.001132833663 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4150000.00000000 AUD 2933572.75000000 USD 2026-03-04 43904.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -15411.05000000 -0.00039763743 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2918039.27000000 USD 4815000.00000000 NZD 2026-03-04 -15411.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 7713.85000000 0.000199033519 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 924000.00000000 EUR 1104665.01000000 USD 2026-03-04 7713.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 43273.49000000 0.001116546862 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4863000.00000000 EUR 5816513.21000000 USD 2026-03-04 43273.49000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -49358.15000000 -0.00127354386 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5754567.69000000 USD 100000000.00000000 MXN 2026-03-04 -49358.15000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -10220.52000000 -0.00026371086 N/A DFE NO N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2914118.42000000 USD 27970000.00000000 NOK 2026-03-04 -10220.52000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -23349.10000000 -0.00060245578 N/A DFE GB N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 2718899.44000000 USD 1970000.00000000 GBP 2026-03-04 -23349.10000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 77778.07000000 0.002006837442 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 100000000.00000000 MXN 5782987.61000000 USD 2026-03-04 77778.07000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -9076.21000000 -0.00023418526 N/A DFE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 1112702.76000000 USD 10630000.00000000 NOK 2026-03-04 -9076.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 22521.32000000 0.000581097322 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 296500000.00000000 JPY 1943667.09000000 USD 2026-03-04 22521.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -15474.78000000 -0.00039928180 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 1943183.16000000 USD 1485000.00000000 CHF 2026-03-04 -15474.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 11207.78000000 0.000289184246 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 9770000.00000000 SEK 1109848.66000000 USD 2026-03-04 11207.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -25416.30000000 -0.00065579388 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 3108451.59000000 USD 2375000.00000000 CHF 2026-03-04 -25416.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -63455.75000000 -0.00163729152 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 6640061.68000000 USD 9445000.00000000 AUD 2026-03-04 -63455.75000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -15275.92000000 -0.00039415079 N/A DFE CA N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2912770.65000000 USD 3940000.00000000 CAD 2026-03-04 -15275.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 15453.71000000 0.000398738151 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 13680000.00000000 SEK 1553775.84000000 USD 2026-03-04 15453.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -25999.39000000 -0.00067083882 N/A DFE NO N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2737826.82000000 USD 26120000.00000000 NOK 2026-03-04 -25999.39000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 22429.92000000 0.000578739010 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 3685000.00000000 CAD 2732396.43000000 USD 2026-03-04 22429.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -37636.81000000 -0.00097110868 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 5083326.99000000 USD 8370000.00000000 NZD 2026-03-04 -37636.81000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 32385.55000000 0.000835615159 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1670100000.00000000 CLP 1943106.46000000 USD 2026-03-04 32385.55000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -40383.31000000 -0.00104197415 N/A DFE ZA N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1295879.06000000 USD 20330000.00000000 ZAR 2026-03-04 -40383.31000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 13384.65000000 0.000345352061 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1070000.00000000 EUR 1283663.59000000 USD 2026-03-04 13384.65000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 16131.03000000 0.000416214429 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1211000.00000000 EUR 1453801.87000000 USD 2026-03-04 16131.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -15414.83000000 -0.00039773496 N/A DFE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 1464768.23000000 USD 13960000.00000000 NOK 2026-03-04 -15414.83000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 3107.44000000 0.000080178473 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 41845000.00000000 TWD 1335578.18000000 USD 2026-03-04 3107.44000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3007.60000000 -0.00007760239 N/A DFE IL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 990451.53000000 USD 3060000.00000000 ILS 2026-03-04 -3007.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -20293.27000000 -0.00052360895 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1350236.87000000 USD 1910000.00000000 AUD 2026-03-04 -20293.27000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 16078.13000000 0.000414849498 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1460000.00000000 EUR 1749355.94000000 USD 2026-03-04 16078.13000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -15873.57000000 -0.00040957142 N/A DFE SE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1752108.49000000 USD 15440000.00000000 SEK 2026-03-04 -15873.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -14242.70000000 -0.00036749155 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1234974.20000000 USD 2025000.00000000 NZD 2026-03-04 -14242.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 13666.61000000 0.000352627220 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1022000.00000000 EUR 1226961.08000000 USD 2026-03-04 13666.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 26385.54000000 0.000680802308 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2432000.00000000 EUR 2913598.99000000 USD 2026-03-04 26385.54000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -17182.59000000 -0.00044334688 N/A DFE NO N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2921080.49000000 USD 27970000.00000000 NOK 2026-03-04 -17182.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 24256.20000000 0.000625860867 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4815000.00000000 NZD 2926884.42000000 USD 2026-03-04 24256.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -10736.08000000 -0.00027701339 N/A DFE HU N 2 UBS AG BFM8T61CT2L1QCEMIK50 1101099.58000000 USD 351700000.00000000 HUF 2026-03-04 -10736.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 10177.32000000 0.000262596215 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 924000.00000000 EUR 1107128.48000000 USD 2026-03-04 10177.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 108201.48000000 0.002791825272 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 100000000.00000000 MXN 5813411.02000000 USD 2026-03-04 108201.48000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 39064.34000000 0.001007941958 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 9625000.00000000 NZD 5841306.63000000 USD 2026-03-04 39064.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2.66000000 -0.00000006863 N/A DFE IN N 2 Citibank NA E57ODZWZ7FF32TWEFA76 5763.10000000 USD 530000.00000000 INR 2026-02-02 -2.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 325.81000000 0.000008406581 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 65040000.00000000 INR 707230.19000000 USD 2026-02-02 325.81000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 2.91000000 0.000000075084 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 580000.00000000 INR 6306.79000000 USD 2026-02-02 2.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 23696.53000000 0.000611420207 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 445800000.00000000 JPY 2912218.56000000 USD 2026-03-04 23696.53000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1158190.67000000 -0.02988375004 N/A DFE KR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 136312005.61000000 USD 194517232000.00000000 KRW 2026-02-02 -1158190.67000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 42003.88000000 0.001083788259 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 7054520000.00000000 KRW 4943601.96000000 USD 2026-02-02 42003.88000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 14003.06000000 0.000361308336 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 90418000.00000000 TWD 2887739.13000000 USD 2026-02-02 14003.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 7049.70000000 0.000181897055 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 45520000.00000000 TWD 1453802.18000000 USD 2026-02-02 7049.70000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 134.74000000 0.000003476574 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 870000.00000000 TWD 27785.76000000 USD 2026-02-02 134.74000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -19674.77000000 -0.00050765035 N/A DFE SE N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2911900.30000000 USD 25720000.00000000 SEK 2026-03-04 -19674.77000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 23383.72000000 0.000603349052 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2432000.00000000 EUR 2910597.17000000 USD 2026-03-04 23383.72000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 58.24000000 0.000001502714 N/A DFE ID N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2105683.31000000 USD 35346000000.00000000 IDR 2026-02-02 58.24000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -121.99000000 -0.00000314759 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 74033000000.00000000 IDR 4410401.53000000 USD 2026-02-02 -121.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 63.75000000 0.000001644883 N/A DFE ID N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2304718.22000000 USD 38687000000.00000000 IDR 2026-02-02 63.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 144.35000000 0.000003724532 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 28817000.00000000 INR 313349.51000000 USD 2026-02-02 144.35000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 3144.52000000 0.000081135215 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 627733000.00000000 INR 6825826.08000000 USD 2026-02-02 3144.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 1235.15000000 0.000031869462 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 246570000.00000000 INR 2681146.18000000 USD 2026-02-02 1235.15000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -2516.63000000 -0.00006493433 N/A DFE IN N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5462874.76000000 USD 502390000.00000000 INR 2026-02-02 -2516.63000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 7007.86000000 0.000180817495 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1176965000.00000000 KRW 824782.76000000 USD 2026-02-02 7007.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -17159.85000000 -0.00044276014 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2919788.07000000 USD 4815000.00000000 NZD 2026-03-04 -17159.85000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -964.85000000 -0.00002489515 N/A DFE IN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2094397.40000000 USD 192610000.00000000 INR 2026-02-02 -964.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 17791.02000000 0.000459045654 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 27970000.00000000 NOK 2921688.92000000 USD 2026-03-04 17791.02000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -13488.52000000 -0.00034803212 N/A DFE MX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 755736.28000000 USD 13010000.00000000 MXN 2026-03-04 -13488.52000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 21917.22000000 0.000565510274 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2106000.00000000 GBP 2903556.31000000 USD 2026-03-04 21917.22000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -49667.85000000 -0.00128153477 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5822907.57000000 USD 4863000.00000000 EUR 2026-03-04 -49667.85000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -134.74000000 -0.00000347657 N/A DFE TW N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 27785.76000000 USD 870000.00000000 TWD 2026-02-02 -134.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 49052.30000000 0.001265652288 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 6380000.00000000 AUD 4491481.72000000 USD 2026-03-04 49052.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 629971.49000000 0.016254586596 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 105803228000.00000000 KRW 74143817.80000000 USD 2026-02-02 629971.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 60996.20000000 0.001573829975 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 10244265000.00000000 KRW 7178882.27000000 USD 2026-02-02 60996.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 26450.49000000 0.000682478155 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 5200000.00000000 NZD 3161168.40000000 USD 2026-03-04 26450.49000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -134863.97000000 -0.00347977347 N/A DFE KR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 15872669.94000000 USD 22650300000.00000000 KRW 2026-02-02 -134863.97000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -108747.74000000 -0.00280591992 N/A DFE KR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 12798948.84000000 USD 18264100000.00000000 KRW 2026-02-02 -108747.74000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -42224.88000000 -0.00108949052 N/A DFE KR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4969612.47000000 USD 7091637000.00000000 KRW 2026-02-02 -42224.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -194896.57000000 -0.00502874054 N/A DFE KR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 22938142.95000000 USD 32732730000.00000000 KRW 2026-02-02 -194896.57000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -23245.42000000 -0.00059978062 N/A DFE PE N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 2965544.06000000 USD 9915000.00000000 PEN 2026-02-02 -23245.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 23245.42000000 0.000599780622 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 9915000.00000000 PEN 2965544.06000000 USD 2026-02-02 23245.42000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 630.90000000 0.000016278544 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 30700000.00000000 CLP 35762.13000000 USD 2026-02-02 630.90000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -17097.98000000 -0.00044116376 N/A DFE CL N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 969183.99000000 USD 831996000.00000000 CLP 2026-02-02 -17097.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 69070.44000000 0.001782162313 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3361000000.00000000 CLP 3915195.99000000 USD 2026-02-02 69070.44000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -149495.89000000 -0.00385730771 N/A DFE CL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 8474040.42000000 USD 7274540000.00000000 CLP 2026-02-02 -149495.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -11398.65000000 -0.00029410909 N/A DFE CL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 646122.66000000 USD 554664000.00000000 CLP 2026-02-02 -11398.65000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -20168.32000000 -0.00052038498 N/A DFE CL N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1143223.25000000 USD 981400000.00000000 CLP 2026-02-02 -20168.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2003.51000000 0.000051694762 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 718556000.00000000 COP 196257.60000000 USD 2026-02-02 2003.51000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -290.52000000 -0.00000749602 N/A DFE CO N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 28458.82000000 USD 104196000.00000000 COP 2026-02-02 -290.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -109440.48000000 -0.00282379407 N/A DFE CL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 6203535.44000000 USD 5325425000.00000000 CLP 2026-02-02 -109440.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 273166.81000000 0.007048277007 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 13292425000.00000000 CLP 15484215.74000000 USD 2026-02-02 273166.81000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -35266.82000000 -0.00090995797 N/A DFE CL N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1999068.09000000 USD 1716100000.00000000 CLP 2026-02-02 -35266.82000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -8916.48000000 -0.00023006389 N/A DFE CO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 873428.76000000 USD 3197876000.00000000 COP 2026-02-02 -8916.48000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -35952.74000000 -0.00092765614 N/A DFE CO N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 3521808.98000000 USD 12894364000.00000000 COP 2026-02-02 -35952.74000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 33742.87000000 0.000870636863 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 12101800000.00000000 COP 3305337.74000000 USD 2026-02-02 33742.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -290.52000000 -0.00000749602 N/A DFE CO N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 28458.82000000 USD 104196000.00000000 COP 2026-02-02 -290.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 9413.37000000 0.000242884702 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 3376080000.00000000 COP 922101.23000000 USD 2026-02-02 9413.37000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 290.52000000 0.000007496025 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 104196000.00000000 COP 28458.82000000 USD 2026-02-02 290.52000000 N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AA4 2050118.00000000 PA USD 2086482.99000000 0.053835640153 Long DBT CORP US N 2 2030-11-30 Fixed 6.75000000 N N Y N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AC0 2300000.00000000 PA USD 2521306.00000000 0.065054986397 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AQ2 3870000.00000000 PA USD 2794174.83000000 0.072095574895 Long DBT CORP CO N 2 2051-11-02 Fixed 5.88000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AV1 4002000.00000000 PA USD 4140557.24000000 0.106835066797 Long DBT CORP CO N 2 2036-01-19 Fixed 8.38000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCD5 7645000.00000000 PA USD 7730669.18000000 0.199467489606 Long DBT CORP CA N 2 2054-04-05 Fixed 5.95000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCH6 6885000.00000000 PA USD 6980205.85000000 0.180103960655 Long DBT CORP CA N 2 2028-06-20 Fixed 4.60000000 N N N N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 29272WAG4 659000.00000000 PA USD 633357.45000000 0.016341951470 Long DBT CORP US N 2 2033-09-15 Fixed 6.00000000 N N N N N N ENDO FINANCE HOLDINGS LP N/A 29281RAA7 655000.00000000 PA USD 693060.09000000 0.017882404883 Long DBT CORP US N 2 2031-04-15 Fixed 8.50000000 N N N N N N ENERFLEX INC 549300SQCOV1LC1GBK07 29281WAA6 665000.00000000 PA USD 687268.19000000 0.017732961707 Long DBT CORP US N 2 2031-01-15 Fixed 6.88000000 N N N N N N Ensemble RCM LLC 254900PDXJVVI20WAQ37 29359BAE1 1152406.02000000 PA USD 1141607.98000000 0.029455881836 Long LON CORP US N 2 2029-08-01 Floating 6.67000000 N N N N N N Epicor Software Corporation JGNXVGGGXR4O1L5I7S73 29426NAZ7 681375.00000000 PA USD 675842.24000000 0.017438148217 Long LON CORP US N 2 2031-05-30 Floating 6.17000000 N N N N N N Exeter Automobile Receivables Trust N/A 30165AAE5 1195000.00000000 PA USD 1212343.63000000 0.031281010063 Long ABS-O CORP US N 2 2029-07-16 Fixed 5.70000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166UAF7 2000000.00000000 PA USD 2052703.60000000 0.052964060997 Long ABS-O CORP US N 2 2030-12-16 Fixed 5.81000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168HAB3 3430000.00000000 PA USD 3431020.08000000 0.088527518926 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.08000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168HAF4 3235000.00000000 PA USD 3240713.01000000 0.083617197112 Long ABS-O CORP US N 2 2032-05-17 Fixed 5.00000000 N N N N N N FIGRE Trust N/A 30191LAA7 1720856.94000000 PA USD 1727788.55000000 0.044580570790 Long ABS-MBS CORP US N 2 2055-01-25 Variable 5.83000000 N N N N N N Extended Stay America Trust N/A 30227WAA1 3660000.00000000 PA USD 3668006.25000000 0.094642259487 Long ABS-MBS CORP US N 2 2043-02-15 Floating 4.87000000 N N N N N N Extended Stay America Trust N/A 30227WAC7 825000.00000000 PA USD 828093.75000000 0.021366556713 Long ABS-MBS CORP US N 2 2043-02-15 Floating 5.07000000 N N N N N N Extended Stay America Trust N/A 30227WAJ2 1115000.00000000 PA USD 1124059.38000000 0.029003091126 Long ABS-MBS CORP US N 2 2043-02-15 Floating 6.57000000 N N N N N N FIGRE Trust N/A 30249NAC1 455000.00000000 PA USD 455102.83000000 0.011742608162 Long ABS-O CORP US N 2 2056-01-25 Variable 4.98000000 N N N N N N FORTESCUE TREASURY PTY L 549300EFD6S2NFE9D745 30251GBD8 625000.00000000 PA USD 643087.04000000 0.016592995312 Long DBT CORP AU N 2 2030-04-15 Fixed 5.88000000 N N N N N N FRTKL N/A 30322DAL3 960000.00000000 PA USD 940649.28000000 0.024270725614 Long ABS-O CORP US N 2 2038-09-17 Fixed 3.17000000 N N N N N N FS Commerical Mortgage Trust 2023-4SZN N/A 30334RAA2 3501000.00000000 PA USD 3559200.27000000 0.091834836846 Long ABS-MBS CORP US N 2 2039-11-10 Fixed 7.07000000 N N N N N N Falcon Aerospace Ltd N/A 30610GAA1 118332.95000000 PA USD 117742.89000000 0.003038013675 Long ABS-O CORP KY N 2 2039-09-15 Fixed 3.60000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XCR3 1304010.80000000 PA USD 1333803.53000000 0.034414930397 Long ABS-MBS USGSE US N 2 2028-10-25 Floating 15.56000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XDB7 2967505.67000000 PA USD 3086226.97000000 0.079631133052 Long ABS-MBS USGSE US N 2 2029-01-25 Floating 14.06000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XDN1 2662414.89000000 PA USD 2768934.12000000 0.071444311603 Long ABS-MBS USGSE US N 2 2029-01-25 Floating 14.56000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XDY7 1387536.98000000 PA USD 1459630.77000000 0.037661537269 Long ABS-MBS USGSE US N 2 2029-04-25 Floating 13.06000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XY32 3840000.00000000 PA USD 4146551.42000000 0.106989729221 Long ABS-MBS USGSE US N 2 2031-01-25 Floating 8.06000000 N N N N N N FORVIA SE 969500F0VMZLK2IULV85 31209DAC9 515000.00000000 PA USD 528050.62000000 0.013624814243 Long DBT CORP FR N 2 2033-09-15 Fixed 6.75000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3128HUFQ9 417464.59000000 PA USD 62246.41000000 0.001606088017 Long ABS-MBS USGSE US N 2 2036-09-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AAX91 402563.50000000 PA USD 5690.88000000 0.000146836647 Long ABS-MBS USGSE US N 2 2028-01-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABLD3 136296.06000000 PA USD 1687.93000000 0.000043552136 Long ABS-MBS USGSE US N 2 2028-01-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ADZB8 271383.15000000 PA USD 3324.69000000 0.000085783979 Long ABS-MBS USGSE US N 2 2028-04-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AKRF2 1037869.15000000 PA USD 156337.97000000 0.004033847740 Long ABS-MBS USGSE US N 2 2044-08-25 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B2GA4 382051.94000000 PA USD 69336.16000000 0.001789018447 Long ABS-MBS USGSE US N 2 2048-06-25 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B4MV7 1547742.69000000 PA USD 281442.46000000 0.007261806146 Long ABS-MBS USGSE US N 2 2049-05-25 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B54W2 1291932.23000000 PA USD 248743.59000000 0.006418106673 Long ABS-MBS USGSE US N 2 2048-03-25 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BDQ84 3351112.89000000 PA USD 502318.08000000 0.012960860705 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BJDG7 1974578.98000000 PA USD 322281.70000000 0.008315544249 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BKFB3 3924425.00000000 PA USD 663533.93000000 0.017120567987 Long ABS-MBS USGSE US N 2 2051-11-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BKWG3 1554476.71000000 PA USD 245328.60000000 0.006329992764 Long ABS-MBS USGSE US N 2 2052-01-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTZZ9 7098025.36000000 PA USD 240970.86000000 0.006217553926 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 1.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AXJZ7 1118668.59000000 PA USD 93310.27000000 0.002407600801 Long ABS-MBS USGSE US N 2 2033-01-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BQXU6 541343.25000000 PA USD 50070.79000000 0.001291931468 Long ABS-MBS USGSE US N 2 2036-05-15 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BQYW1 7245592.00000000 PA USD 51715.41000000 0.001334366115 Long ABS-MBS USGSE US N 2 2044-06-25 Variable 2.11000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F72J3 1560763.82000000 PA USD 224134.58000000 0.005783142567 Long ABS-MBS USGSE US N 2 2055-10-25 Variable 2.77000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FKJF4 3742315.00000000 PA USD 216942.75000000 0.005597578259 Long ABS-MBS USGSE US N 2 2045-12-25 Variable 2.31000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FKUS3 1049932.11000000 PA USD 61666.71000000 0.001591130541 Long ABS-MBS USGSE US N 2 2046-01-25 Variable 2.27000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FPJK2 5823080.00000000 PA USD 354669.83000000 0.009151225978 Long ABS-MBS USGSE US N 2 2047-10-25 Variable 1.95000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FQ3D3 5047170.00000000 PA USD 304286.31000000 0.007851225419 Long ABS-MBS USGSE US N 2 2047-11-25 Variable 1.87000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FRUW9 6240000.00000000 PA USD 403216.32000000 0.010403827307 Long ABS-MBS USGSE US N 2 2048-03-25 Variable 1.91000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FYUM6 775000.00000000 PA USD 92076.74000000 0.002375773138 Long ABS-MBS USGSE US N 2 2031-04-25 Variable 2.78000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0PS2 1086389.25000000 PA USD 1190784.41000000 0.030724736939 Long ABS-MBS USGSE US N 2 2029-10-25 Floating 15.06000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0UX5 1095000.00000000 PA USD 1177781.89000000 0.030389244634 Long ABS-MBS USGSE US N 2 2030-09-25 Floating 8.16000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H0GY8 1038099.00000000 PA USD 55256.25000000 0.001425727219 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 2.59000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HFQB4 4594623.54000000 PA USD 320938.59000000 0.008280889192 Long ABS-MBS USGSE US N 2 2054-10-25 Floating 2.30000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 31423YVK2 3781865.24000000 PA USD 589885.73000000 0.015220289858 Long ABS-MBS USGSE US N 2 2052-09-25 Fixed 2.50000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 31424UPE0 4593056.99000000 PA USD 689802.57000000 0.017798354030 Long ABS-MBS USGSE US N 2 2052-06-25 Fixed 2.50000000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XDH6 4440000.00000000 PA USD 4049706.91000000 0.104490937611 Long DBT CORP US N 2 2031-05-15 Fixed 2.40000000 N N N N N N Ellington Financial Mortgage Trust N/A 31574PAD7 975000.00000000 PA USD 973559.73000000 0.025119884295 Long ABS-MBS CORP US N 2 2065-05-25 Variable 5.24000000 N N N N N N Ellington Financial Mortgage Trust N/A 31574XAA6 1416489.07000000 PA USD 1248913.46000000 0.032224588428 Long ABS-MBS CORP US N 2 2066-02-25 Variable 0.80000000 N N N N N N Filtration Group Corporation 549300ZA0D9WN5ECE978 31732FAW6 265000.00000000 PA 315163.64000000 0.008131883362 Long LON CORP US N 2 2028-10-21 Floating 5.45000000 N N N N N N First Investors Auto Owner Trust N/A 32057JAJ2 600000.00000000 PA USD 598883.10000000 0.015452440887 Long ABS-O CORP US N 2 2028-11-15 Fixed 3.14000000 N N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 33767DAD7 1259000.00000000 PA USD 1308733.02000000 0.033768058622 Long DBT CORP US N 2 2032-03-01 Fixed 6.88000000 N N N N N N FLUTTER TREASURY DAC 635400JE8VLL9UFVIC38 344045AB5 370000.00000000 PA USD 374792.74000000 0.009670439289 Long DBT CORP IE N 2 2031-06-04 Fixed 5.88000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397F81 8140000.00000000 PA USD 8185900.16000000 0.211213404307 Long DBT CORP US N 2 2026-11-05 Fixed 5.13000000 N N N N N N FORTRESS INTERMEDIATE 254900NLAZ3JQJW5JP75 34966MAA0 175000.00000000 PA USD 178261.14000000 0.004599511538 Long DBT CORP US N 2 2031-06-01 Fixed 7.50000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AC7 5770000.00000000 PA USD 6143507.10000000 0.158515376881 Long DBT CORP US N 2 2032-01-25 Fixed 6.15000000 N N N N N N Franklin Park Place CLO N/A 35455HAJ7 865000.00000000 PA USD 869977.21000000 0.022447237884 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 5.67000000 N N N N N N Multifamily Structured Credit Risk 549300FK6HM4FW58SP67 35563GAA7 394630.20000000 PA USD 395005.45000000 0.010191969628 Long ABS-MBS USGSE US N 2 2051-11-25 Floating 6.00000000 N N N N N N Multifamily Structured Credit Risk 529900NYZHC090WEXH18 35563QAA5 2304254.34000000 PA USD 2313768.38000000 0.059700080231 Long ABS-MBS USGSE US N 2 2043-09-25 Floating 7.30000000 N N N N N N Multifamily Structured Credit Risk 529900XKEN78GROIG538 35563RAA3 3371328.96000000 PA USD 3392499.56000000 0.087533608665 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 6.55000000 N N N N N N Multifamily Structured Credit Risk 529900M14O2Z3FO2N217 35563UAA6 3137391.57000000 PA USD 3108712.67000000 0.080211311304 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 5.75000000 N N N N N N Multifamily Structured Credit Risk 529900E2V0BG2KXC9E18 35563YAA8 1255420.11000000 PA USD 1255088.30000000 0.032383912259 Long ABS-MBS USGSE US N 2 2045-07-25 Floating 5.35000000 N N N N N N Multifamily Structured Credit Risk 529900E2V0BG2KXC9E18 35563YAB6 2430000.00000000 PA USD 2396932.32000000 0.061845884424 Long ABS-MBS USGSE US N 2 2045-07-25 Floating 6.35000000 N N N N N N Freddie Mac - STACR 5493000KIGZAWUOW4E32 35564K2G3 1709000.00000000 PA USD 1759658.18000000 0.045402874131 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 7.05000000 N N N N N N Freddie Mac - STACR 5493000IRLADKYZNON28 35564KB32 1045000.00000000 PA USD 1090185.28000000 0.028129068253 Long ABS-MBS USGSE US N 2 2042-07-25 Floating 7.70000000 N N N N N N Freddie Mac - STACR 5493000IRLADKYZNON28 35564KB65 3195000.00000000 PA USD 3419861.86000000 0.088239613432 Long ABS-MBS USGSE US N 2 2042-07-25 Floating 9.70000000 N N N N N N Freddie Mac - STACR 5493000IRJ8RDHSNEL96 35564KE47 1075000.00000000 PA USD 1117924.00000000 0.028844785445 Long ABS-MBS USGSE US N 2 2042-08-25 Floating 7.25000000 N N N N N N Freddie Mac - STACR 5493000IRJ8RDHSNEL96 35564KE70 2110000.00000000 PA USD 2245546.40000000 0.057939809966 Long ABS-MBS USGSE US N 2 2042-08-25 Floating 9.05000000 N N N N N N Freddie Mac - STACR 5493000IS30HKV5IAS29 35564KH44 3175000.00000000 PA USD 3305712.53000000 0.085294321146 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 7.40000000 N N N N N N Freddie Mac - STACR 5493000IS30HKV5IAS29 35564KH77 2730000.00000000 PA USD 2935502.39000000 0.075742122555 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 9.45000000 N N N N N N Freddie Mac - STACR 5493000IRUQLXTG4SV18 35564KL49 1525000.00000000 PA USD 1620124.47000000 0.041802611566 Long ABS-MBS USGSE US N 2 2052-03-25 Floating 8.70000000 N N N N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KNE5 600000.00000000 PA USD 629814.00000000 0.016250523023 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 11.50000000 N N N N N N Freddie Mac - STACR 5493000ISBDRXIMCHZ70 35564KQZ5 600000.00000000 PA USD 628798.50000000 0.016224320992 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 10.80000000 N N N N N N Freddie Mac - STACR 5493000IRODEKU3J3Q16 35564KTJ8 1930000.00000000 PA USD 2017448.30000000 0.052054400264 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 8.95000000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KUX5 1490000.00000000 PA USD 1523986.90000000 0.039322060491 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 6.60000000 N N N N N N Freddie Mac - STACR 5493000IRI80KQJUNK40 35564KW70 845000.00000000 PA USD 946272.15000000 0.024415807461 Long ABS-MBS USGSE US N 2 2043-04-25 Floating 11.30000000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KWA3 1650000.00000000 PA USD 1738687.50000000 0.044861786574 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 9.35000000 N N N N N N Freddie Mac - STACR 5493000IS4CDPWRMWB65 35564KWT2 1490000.00000000 PA USD 1534238.10000000 0.039586562966 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 7.05000000 N N N N N N Freddie Mac - STACR 5493000IS349P4O9HR58 35564KYW3 2545000.00000000 PA USD 2744673.07000000 0.070818325595 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 10.45000000 N N N N N N Freddie Mac - STACR 529900N6M839KA246662 35564NBA0 1190000.00000000 PA USD 1202608.53000000 0.031029824051 Long ABS-MBS USGSE US N 2 2044-02-25 Floating 5.65000000 N N N N N N Freddie Mac - STACR 529900GRKKKHILZX4347 35564NCW1 4126348.67000000 PA USD 4143065.33000000 0.106899780783 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 4.95000000 N N N N N N Freddie Mac - STACR 529900P3PHNE8PW64Z68 35564NFA6 1035972.01000000 PA USD 1036619.18000000 0.026746950451 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 5.15000000 N N N N N N Freddie Mac - STACR 529900WZAMS87JCAOC53 35564NGA5 770000.00000000 PA USD 770696.85000000 0.019885596232 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 5.05000000 N N N N N N Freddie Mac - STACR 5299009HC4IGFM6RXF30 35564UAS6 1115000.00000000 PA USD 1115389.14000000 0.028779380737 Long ABS-MBS USGSE US N 2 2045-09-25 Floating 5.20000000 N N N N N N Freddie Mac - STACR 529900ZVQVVVNGMGDO97 35564UBS5 2085000.00000000 PA USD 2090290.69000000 0.053933886805 Long ABS-MBS USGSE US N 2 2045-10-25 Floating 5.25000000 N N N N N N Multifamily Structured Credit Risk 529900KWKEUIIIV9P337 355917AA3 3209150.42000000 PA USD 3236827.10000000 0.083516932479 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 6.15000000 N N N N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAA6 685000.00000000 PA USD 717109.38000000 0.018502927039 Long DBT CORP US N 2 2029-02-01 Fixed 9.25000000 N N N N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAB4 1175000.00000000 PA USD 1242289.90000000 0.032053686679 Long DBT CORP US N 2 2031-05-15 Fixed 9.13000000 N N N N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAC2 371000.00000000 PA USD 388095.68000000 0.010013683060 Long DBT CORP US N 2 2032-04-01 Fixed 8.38000000 N N N N N N FRONTIER COMMUNICATIONS 549300ZCZ76HYCS0H445 35906ABF4 2100000.00000000 PA USD 2100069.30000000 0.054186195465 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N Golub Capital Private Credit Fund CLO N/A 3615EMAE8 2890000.00000000 PA USD 2890170.51000000 0.074572464910 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 5.11000000 N N N N N N GCAT N/A 36169KAA4 3135413.48000000 PA USD 3125557.62000000 0.080645946368 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.21000000 N N N N N N GFL Environmental Inc 254900PGDQWC19PRP053 36257SAB8 653362.50000000 PA USD 652820.21000000 0.016844131526 Long LON CORP US N 2 2032-03-03 Floating 6.27000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36276EAG5 504000.00000000 PA USD 504357.03000000 0.013013469894 Long ABS-MBS CORP US N 2 2066-03-25 Variable 5.23000000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 36485MAP4 900000.00000000 PA USD 923999.40000000 0.023841123766 Long DBT CORP CA N 2 2032-11-15 Fixed 8.38000000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 36485MAQ2 1321000.00000000 PA USD 1354108.01000000 0.034938828595 Long DBT CORP CA N 2 2031-01-15 Fixed 6.50000000 N N N N N N GC TREASURY CENTRE CO 549300LUFQBC2EQNAR40 36830AAB3 3705000.00000000 PA USD 3741824.70000000 0.096546930424 Long DBT CORP TH N 2 2030-09-10 Fixed 6.50000000 N N N N N N GCAT N/A 36831QAD3 1918217.09000000 PA USD 1923992.65000000 0.049643048354 Long ABS-MBS CORP US N 2 2070-10-25 Variable 5.14000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFH4 7785000.00000000 PA USD 7881634.50000000 0.203362711701 Long DBT CORP US N 2 2027-07-15 Fixed 5.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFK7 7565000.00000000 PA USD 8004166.56000000 0.206524296013 Long DBT CORP US N 2 2035-07-15 Fixed 6.15000000 N N N N N N GENMAB A/S/GENMAB FIN N/A 37230JAA0 355000.00000000 PA USD 363888.45000000 0.009389085721 Long DBT CORP DK N 2 2032-12-15 Fixed 6.25000000 N N N N N N GENMAB A/S/GENMAB FIN N/A 37230JAB8 200000.00000000 PA USD 211671.83000000 0.005461577460 Long DBT CORP DK N 2 2033-12-15 Fixed 7.25000000 N N N N N N Barnes Group Inc G1MSYD2DQZX30V5DMX12 38021CAC2 884631.94000000 PA USD 883844.62000000 0.022805046167 Long LON CORP US N 2 2032-01-27 Floating 6.17000000 N N N N N N GOAT HOLDCO LLC N/A 38021MAA4 685000.00000000 PA USD 703510.76000000 0.018152054103 Long DBT CORP US N 2 2032-02-01 Fixed 6.75000000 N N N N N N Golden State Food LLC N/A 38121NAC7 686329.79000000 PA USD 686933.76000000 0.017724332712 Long LON CORP US N 2 2031-12-04 None 0.00000000 N N N N N N GoldenTree Loan Management US CLO1, LTD 549300LOEERRNVSKVY31 38136NBE5 860000.00000000 PA USD 863139.86000000 0.022270819905 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.57000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAS9 12055000.00000000 PA USD 12003313.58000000 0.309710682349 Long DBT CORP US N 2 2037-01-21 Fixed 5.07000000 N N N N N N Golub Capital Partners CLO, LTD N/A 381733AL8 4250000.00000000 PA USD 4251398.25000000 0.109694997483 Long ABS-CBDO CORP KY N 2 2034-10-25 Floating 5.27000000 N N N N N N Golub Capital Partners Static Ltd 25490083RWI1EQQYLH43 381929AS7 2275000.00000000 PA USD 2274961.33000000 0.058698776895 Long ABS-CBDO CORP KY N 2 2035-07-20 Floating 5.32000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378YG29 2480731.07000000 PA USD 388764.79000000 0.010030947503 Long ABS-MBS USGA US N 2 2040-01-16 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379C2B1 165087.89000000 PA USD 31307.98000000 0.000807811591 Long ABS-MBS USGA US N 2 2044-07-16 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379FN54 99003.81000000 PA USD 17073.59000000 0.000440534455 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379GUD7 690932.42000000 PA USD 30623.16000000 0.000790141798 Long ABS-MBS USGA US N 2 2029-10-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379HU29 595279.22000000 PA USD 26744.88000000 0.000690074034 Long ABS-MBS USGA US N 2 2030-01-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379M6M1 652312.00000000 PA USD 128434.56000000 0.003313881200 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379TGX1 429195.64000000 PA USD 63626.45000000 0.001641695946 Long ABS-MBS USGA US N 2 2045-12-16 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379VGY4 417501.46000000 PA USD 2109.18000000 0.000054421270 Long ABS-MBS USGA US N 2 2039-07-20 Variable 5.93000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380BUU7 733915.41000000 PA USD 35625.06000000 0.000919201316 Long ABS-MBS USGA US N 2 2031-11-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380BUY9 1658253.09000000 PA USD 274060.81000000 0.007071344083 Long ABS-MBS USGA US N 2 2046-11-16 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380F2N5 834628.46000000 PA USD 160689.85000000 0.004146135378 Long ABS-MBS USGA US N 2 2047-07-16 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380GA61 385079.88000000 PA USD 76441.67000000 0.001972355518 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380KBM6 300899.16000000 PA USD 33226.64000000 0.000857317046 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380KLM5 434540.03000000 PA USD 81613.40000000 0.002105797006 Long ABS-MBS USGA US N 2 2047-11-16 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380WG78 375487.91000000 PA USD 60287.17000000 0.001555535513 Long ABS-MBS USGA US N 2 2046-01-16 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380XBA4 823287.98000000 PA USD 92132.35000000 0.002377207993 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.00000000 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389375AM8 721000.00000000 PA USD 774436.92000000 0.019982097887 Long DBT CORP US N 2 2029-07-15 Fixed 10.50000000 N N N N N GREAT CAN GAMING/RAPTOR 549300FU60SSFLTE0M84 389925AA6 195000.00000000 PA USD 198297.84000000 0.005116500450 Long DBT CORP XX N 2 2029-11-15 Fixed 8.75000000 N N N N N N Greystone Commercial Real Estate Notes N/A 39809PAG0 770000.00000000 PA USD 769004.47000000 0.019841929276 Long ABS-CBDO CORP KY N 2 2039-07-15 Floating 5.79000000 N N N N N N HONO Mortgage Trust N/A 40390MAJ4 1400000.00000000 PA USD 1365611.94000000 0.035235654133 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.65000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CK3 8455000.00000000 PA USD 7977816.37000000 0.205844405809 Long DBT CORP US N 2 2032-03-15 Fixed 3.63000000 N N N N N N Core & Main LP 549300ZSLF8Q660SCD17 40416VAH8 1440737.80000000 PA USD 1438936.88000000 0.037127591476 Long LON CORP US N 2 2031-02-09 Floating 5.69000000 N N N N N N Highbridge Loan Management Ltd 2549009NI8GVCM3ROT27 40436TBJ4 3000000.00000000 PA USD 3006810.00000000 0.077582008550 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.52000000 N N N N N N Hartwick Park CLO, Ltd. 2549003E1ZAWJG55NM75 417403AS1 1040000.00000000 PA USD 1040661.44000000 0.026851249242 Long ABS-CBDO CORP JE N 2 2037-01-20 Floating 5.37000000 N N N N N N Hertz Vehicle Financing LLC N/A 42806MAG4 2410000.00000000 PA USD 2369622.38000000 0.061141230655 Long ABS-O CORP US N 2 2027-12-27 Fixed 2.52000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AH0 9290000.00000000 PA USD 9466259.17000000 0.244249353922 Long DBT CORP US N 2 2028-03-01 Fixed 5.88000000 N N N N N N Hilton Grand Vacations Borrower LLC 254900HF0EZ734FDVY79 43283LAK7 595959.03000000 PA USD 590559.64000000 0.015237678150 Long LON CORP US N 2 2031-01-17 Floating 5.67000000 N N N N N N Hilton Grand Vacations Trust N/A 43283NAB3 1150713.79000000 PA USD 1164036.29000000 0.030034579306 Long ABS-O CORP US N 2 2040-08-27 Fixed 5.27000000 N N N N N N Hobbs & Associates LLC 254900FAZYX24PP1RY58 43385CAB4 959956.78000000 PA USD 960359.96000000 0.024779302525 Long LON CORP US N 2 2031-07-23 Floating 6.42000000 N N N N N N Home Re Ltd N/A 436956AB2 1600000.00000000 PA USD 1602147.04000000 0.041338756142 Long ABS-O CORP BM N 2 2036-01-25 Floating 6.38000000 N N N N N N Home Partners of America Trust N/A 43730NAG1 2026931.74000000 PA USD 2011020.33000000 0.051888545148 Long ABS-O CORP US N 2 2039-04-17 Fixed 4.73000000 N N N N N N Home Re Ltd N/A 43731BAB7 2017420.13000000 PA USD 2060366.97000000 0.053161792026 Long ABS-MBS CORP US N 2 2033-10-25 Floating 8.30000000 N N N N N N Home Re Ltd N/A 43731BAC5 1000000.00000000 PA USD 1075165.70000000 0.027741531566 Long ABS-MBS CORP US N 2 2033-10-25 Floating 9.70000000 N N N N N N Horizon Aircraft Finance I Limited N/A 440405AE8 1095440.72000000 PA USD 1084830.61000000 0.027990906529 Long ABS-O CORP US N 2 2038-12-15 Fixed 4.46000000 N N N N N N Horizon Aircraft Finance I Limited N/A 44040JAA6 1129219.18000000 PA USD 1106626.21000000 0.028553278752 Long ABS-O CORP KY N 2 2039-11-15 Fixed 3.43000000 N N N N N N HOWARD MIDSTREAM ENERGY N/A 442722AC8 145000.00000000 PA USD 153164.23000000 0.003951958587 Long DBT CORP US N 2 2032-07-15 Fixed 7.38000000 N N N N N N HOWARD MIDSTREAM ENERGY N/A 442722AD6 1155000.00000000 PA USD 1185492.00000000 0.030588181654 Long DBT CORP US N 2 2034-01-15 Fixed 6.63000000 N N N N N N HOWDEN UK REFINANCE / US N/A 44287DAA1 1000000.00000000 PA USD 1018937.00000000 0.026290713096 Long DBT CORP GB N 2 2032-02-15 Fixed 8.13000000 N N N N N N HOWDEN UK REFINANCE / US N/A 44287GAA4 590000.00000000 PA USD 610219.89000000 0.015744953862 Long DBT CORP GB N 2 2031-02-15 Fixed 7.25000000 N N N N N N HUB International Limited 549300JQT6ATTUNS5E06 44332EAZ9 2442264.33000000 PA USD 2440261.67000000 0.062963872591 Long LON CORP US N 2 2030-06-20 Floating 5.92000000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAA4 625000.00000000 PA USD 600792.44000000 0.015501705866 Long DBT US N 2 2027-11-01 Fixed 3.95000000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAD8 1400000.00000000 PA USD 1376226.60000000 0.035509534639 Long DBT US N 2 2028-02-15 Fixed 5.95000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CA8 5257000.00000000 PA USD 5384526.15000000 0.138932075458 Long DBT CORP US N 2 2031-04-15 Fixed 5.38000000 N N N N N N ICON INVESTMENTS SIX DAC 635400FQ1M7J2CHLAS59 45115AAA2 3860000.00000000 PA USD 3932627.41000000 0.101470040790 Long DBT CORP IE N 2 2027-05-08 Fixed 5.81000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBJ5 418000.00000000 PA USD 395010.00000000 0.010192087028 Long DBT CORP US N 2 2029-05-01 Fixed 9.13000000 N N N N N N IMOLA MERGER CORP N/A 45258LAA5 1328000.00000000 PA USD 1306654.92000000 0.033714439281 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N Imperial Fund LLC N/A 45276QAA2 3031315.27000000 PA USD 3027880.18000000 0.078125663415 Long ABS-MBS CORP US N 2 2067-08-25 Variable 5.39000000 N N N N N N Imperial Fund LLC N/A 45276QAD6 2925000.00000000 PA USD 2920517.15000000 0.075355471913 Long ABS-MBS CORP US N 2 2067-08-25 Variable 6.25000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BU3 8455000.00000000 PA USD 7436193.13000000 0.191869389483 Long DBT CORP US N 2 2031-08-12 Fixed 2.00000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45865VAA8 14085000.00000000 PA USD 14081415.37000000 0.363330069953 Long DBT CORP US N 2 2028-12-01 Fixed 3.95000000 N N N N N N IONIS PHARMACEUTICALS IN 549300SI4ZGLG0BLUZ92 462222AG5 945000.00000000 PA USD 1044309.14000000 0.026945367558 Long DBT CORP US N 2 2030-12-01 None 0.00000000 N N N N Y Ionis Pharmaceuticals, Inc. USD XXXX N N N IQVIA INC 549300PLWY28YB00C717 46266TAG3 1585000.00000000 PA USD 1646735.75000000 0.042489238440 Long DBT CORP US N 2 2032-06-01 Fixed 6.25000000 N N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284NAV1 1899279.64000000 PA USD 1878501.52000000 0.048469281726 Long LON US N 2 2031-01-31 Floating 5.67000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46590MAW0 3281480.00000000 PA USD 3052311.61000000 0.078756045585 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 3.46000000 N N N N N N Chase Mortgage Finance Corporation 7H6GLXDRUGQFU57RNE97 46591HAK6 1328568.02000000 PA USD 1406973.46000000 0.036302868157 Long ABS-MBS CORP US N 2 2057-10-25 Floating 8.14000000 N N N N N N JH NORTH AMERICA HOLDING 254900A6FXA0D81TL967 46593WAA3 1275000.00000000 PA USD 1296713.25000000 0.033457923330 Long DBT CORP US N 2 2031-01-31 Fixed 5.88000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 549300UOGMFS1M8XVM16 46643ABG7 2603227.33000000 PA USD 43.21000000 0.000001114908 Long ABS-MBS CORP US N 2 2047-09-15 Variable 0.33000000 N N N N N N JETBLUE AIRWAYS/LOYALTY N/A 476920AA1 680000.00000000 PA USD 682969.56000000 0.017622048032 Long DBT CORP XX N 2 2031-09-20 Fixed 9.88000000 N N N N N N Juniper Valley Park CLO, Ltd 213800ACSV8GAJ4CCO70 48206KAY2 3500000.00000000 PA USD 3508585.50000000 0.090528869553 Long ABS-CBDO CORP JE N 2 2036-07-20 Floating 4.75000000 N N N N N N KBR INC 254900OFQDXZRKRCV808 48242WAC0 1300000.00000000 PA USD 1283360.78000000 0.033113401580 Long DBT CORP US N 2 2028-09-30 Fixed 4.75000000 N N N N N N KKR & CO INC 54930013V5I303TF9571 48251W500 11838.00000000 NS USD 579351.72000000 0.014948490291 Long EP CORP US N 1 N N N KAISER ALUMINUM CORP N/A 483007AM2 1321000.00000000 PA USD 1330818.99000000 0.034337923001 Long DBT CORP US N 2 2034-03-01 Fixed 5.88000000 N N N N N N Kodiak Building Partners Inc 549300Y1Q6ZUH0EXO182 50011JAF7 308239.02000000 PA USD 302499.61000000 0.007805124809 Long LON CORP US N 2 2031-12-04 Floating 7.42000000 N N N N N N LBM Acquisition LLC 549300FAEB3VWZL4NI86 50179JAH1 1359356.02000000 PA USD 1305770.21000000 0.033691611906 Long LON CORP US N 2 2031-06-06 Floating 7.52000000 N N N N N N LCM INVESTMENTS HOLDINGS 549300P5V78NNQTG4428 50190EAC8 530000.00000000 PA USD 558332.21000000 0.014406142819 Long DBT CORP US N 2 2031-08-01 Fixed 8.25000000 N N N N N N LAMAR MEDIA CORP N/A 513075CA7 1586000.00000000 PA USD 1581837.67000000 0.040814731771 Long DBT CORP US N 2 2033-11-01 Fixed 5.38000000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 52109SAB5 450000.00000000 PA USD 473903.55000000 0.012227706196 Long DBT CORP US N 2 2031-06-15 Fixed 9.50000000 N N N N N N Legacy Mortgage Asset Trust N/A 52474JAA4 241239.37000000 PA USD 240726.50000000 0.006211248925 Long ABS-MBS CORP US N 2 2066-10-25 Variable 5.89000000 N N N N N N Legacy Mortgage Asset Trust N/A 52474XAB1 1674672.06000000 PA USD 1676216.78000000 0.043249910888 Long ABS-MBS CORP US N 2 2061-07-25 Variable 7.25000000 N N N N N N Legacy Mortgage Asset Trust N/A 52476DAA5 364314.86000000 PA USD 363091.86000000 0.009368532027 Long ABS-MBS CORP US N 2 2061-04-25 Variable 5.75000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CN1 13216000.00000000 PA USD 13689198.88000000 0.353210061346 Long DBT CORP US N 2 2034-03-31 Fixed 7.00000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CQ4 230000.00000000 PA USD 235458.76000000 0.006075330177 Long DBT CORP US N 2 2036-01-15 Fixed 8.50000000 N N N N N N LINCOLN FIN GLBL FUNDING 984500OC010458395923 53359KAA9 6410000.00000000 PA USD 6611784.88000000 0.170597926404 Long DBT CORP US N 2 2030-01-13 Fixed 5.30000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AV1 13571000.00000000 PA USD 13631973.55000000 0.351733527730 Long DBT CORP US N 2 2027-05-15 Fixed 6.50000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 550241AA1 428000.00000000 PA USD 402377.45000000 0.010382182700 Long DBT CORP US N 2 2029-06-15 Fixed 5.38000000 N N N N N N MFRA Trust 2549007EHG79GWD49I44 55285PAA2 769602.32000000 PA USD 767210.40000000 0.019795638504 Long ABS-MBS CORP US N 2 2067-11-25 Variable 5.75000000 N N N N N N MAPS Trust N/A 55293WAA7 2910000.00000000 PA USD 2942586.18000000 0.075924899204 Long ABS-O CORP US N 2 2051-01-15 Fixed 5.20000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAQ7 900000.00000000 PA USD 964221.30000000 0.024878933201 Long DBT US N 2 2032-02-15 Fixed 8.50000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBL6 1673000.00000000 PA USD 1660636.53000000 0.042847907739 Long DBT CORP US N 2 2027-03-15 Fixed 3.76000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBQ5 752000.00000000 PA USD 661760.00000000 0.017074796870 Long DBT CORP US N 2 2032-03-15 Fixed 4.28000000 N N N N N MARS INC 54930073HKEO6GZBSS03 571676AZ8 13160000.00000000 PA USD 13523610.41000000 0.348937531290 Long DBT CORP US N 2 2032-03-01 Fixed 5.00000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AF3 600000.00000000 PA USD 613051.20000000 0.015818007602 Long DBT CORP US N 2 2028-04-15 Fixed 6.88000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AH9 595000.00000000 PA USD 599669.56000000 0.015472733206 Long DBT CORP US N 2 2033-04-15 Fixed 6.25000000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAE7 900000.00000000 PA USD 916875.00000000 0.023657299293 Long DBT CORP US N 2 2030-04-15 Fixed 7.88000000 N N N N N N McAfee, LLC 2549009UKR8UEZYVCR93 57906HAF4 1941934.66000000 PA USD 1713757.34000000 0.044218536124 Long LON CORP US N 2 2029-03-01 Floating 6.67000000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 60337JAA4 680000.00000000 PA USD 659493.92000000 0.017016327250 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 N N N N N N Morgan Stanley Capital I Trust 3IFG42XD94UUZ7FL2766 61691JAW4 6915285.69000000 PA USD 81161.94000000 0.002094148390 Long ABS-MBS CORP US N 2 2050-06-15 Variable 1.30000000 N N N N N N Morgan Stanley BAML Trust 549300PFVBG5704L7K74 61762DAG6 900000.00000000 PA USD 832254.39000000 0.021473909958 Long ABS-MBS CORP US N 2 2046-05-15 Variable 3.79000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61780XAG0 995000.00000000 PA USD 995115.92000000 0.025676079238 Long ABS-MBS CORP US N 2 2070-12-25 Variable 5.13000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 875000.00000000 PA USD 876512.00000000 0.022615849181 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N Hold For CS 254900QY3MMJFMNKXA93 62548RAA7 1569196.13000000 PA USD 1590813.38000000 0.041046323927 Long ABS-MBS CORP US N 2 2054-07-25 Floating 6.45000000 N N N N N N Hold For CS N/A 62549CAA9 1374194.76000000 PA USD 1394484.20000000 0.035980619037 Long ABS-MBS CORP US N 2 2055-05-25 Floating 6.10000000 N N N N N N MUTHOOT FINANCE LTD 335800HAMJMBFL4RRF02 62828L2E2 3735000.00000000 PA USD 3831306.86000000 0.098855757953 Long DBT CORP IN N 2 2030-03-02 Fixed 6.38000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBR1 5510000.00000000 PA USD 5646681.06000000 0.145696222334 Long DBT CORP BM N 2 2032-02-01 Fixed 6.75000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBW0 1008000.00000000 PA USD 980913.38000000 0.025309623898 Long DBT CORP BM N 2 2030-09-15 Fixed 0.75000000 N N N N Y Norwegian Cruise Line Holdings Ltd. USD XXXX N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBY6 650000.00000000 PA USD 651779.17000000 0.016817270509 Long DBT CORP BM N 2 2031-01-15 Fixed 5.88000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBZ3 650000.00000000 PA USD 653591.25000000 0.016864025976 Long DBT CORP BM N 2 2033-09-15 Fixed 6.25000000 N N N N N N NYC Commercial Mortgage Trust 2021-909 N/A 62979QAB5 140000.00000000 PA USD 139999.58000000 0.003612282988 Long ABS-MBS CORP US N 2 2043-02-15 Floating 5.20000000 N N N N N N NCR ATLEOS LLC 9845005FC3S0VA714741 638962AA8 975000.00000000 PA USD 1044923.10000000 0.026961209015 Long DBT CORP US N 2 2029-04-01 Fixed 9.50000000 N N N N N N Neighborly Issuer LLC N/A 64016NAA5 1076325.00000000 PA USD 1034604.49000000 0.026694967220 Long ABS-O CORP US N 2 2051-04-30 Fixed 3.58000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AD4 1095000.00000000 PA USD 1115001.42000000 0.028769376748 Long DBT CORP US N 2 2033-02-15 Fixed 9.50000000 N N N N N N New Residential Mortgage Loan Trust 2138008C4H1F2CU67V53 64831YAE6 1892476.16000000 PA USD 1898594.54000000 0.048987723812 Long ABS-MBS CORP US N 2 2065-10-26 Variable 5.01000000 N N N N N N New Residential Mortgage Loan Trust N/A 64832LAF0 360000.00000000 PA USD 360298.76000000 0.009296464185 Long ABS-MBS CORP US N 2 2065-11-25 Variable 5.08000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BE5 939000.00000000 PA USD 919594.63000000 0.023727471455 Long DBT CORP US N 2 2032-05-15 Fixed 6.63000000 N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AC5 865000.00000000 PA USD 855580.95000000 0.022075784162 Long DBT CORP JP N 2 2027-09-17 Fixed 4.35000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654922AC7 500000.00000000 PA USD 527688.55000000 0.013615472077 Long DBT CORP JP N 2 2032-07-17 Fixed 7.75000000 N N N N N N NORTHERN OIL & GAS INC OKFF0PIZDDMNH4UCYE51 665531AL3 947000.00000000 PA USD 956109.19000000 0.024669623738 Long DBT CORP US N 2 2033-10-15 Fixed 7.88000000 N N N N N N OZLM Ltd 5493002SZMQH8ZTTHX49 67112GAE8 1500000.00000000 PA USD 1505277.00000000 0.038839305804 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.78000000 N N N N N N Onslow Bay Financial LLC 2549004KB8X0K1PPTU08 67119DAC2 583818.63000000 PA USD 591735.09000000 0.015268007227 Long ABS-MBS CORP US N 2 2064-01-25 Variable 6.44000000 N N N N N N OCP Aegis CLO Ltd 2138009EGVOGD3J5GI42 67120EAL7 1515000.00000000 PA USD 1517381.58000000 0.039151629372 Long ABS-CBDO CORP JE N 2 2037-01-16 Floating 5.52000000 N N N N N N Onslow Bay Financial LLC N/A 67123VAK8 1285000.00000000 PA USD 1286184.00000000 0.033186246582 Long ABS-MBS CORP US N 2 2065-12-01 Variable 5.14000000 N N N N N N Onslow Bay Financial LLC 254900UI1468MQ7I8472 67448LAA0 774669.53000000 PA USD 780508.45000000 0.020138756104 Long ABS-MBS CORP US N 2 2063-11-25 Variable 5.93000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 681639AE0 1005000.00000000 PA USD 1001088.98000000 0.025830196722 Long DBT CORP US N 2 2033-02-15 Fixed 7.25000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAJ8 875000.00000000 PA USD 869829.80000000 0.022443434397 Long DBT CORP CA N 2 2028-01-15 Fixed 4.38000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CM3 1436000.00000000 PA USD 1465595.96000000 0.037815451691 Long DBT CORP US N 2 2028-01-15 Fixed 5.63000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AE0 240000.00000000 PA USD 253166.88000000 0.006532236838 Long DBT CORP US N 2 2030-03-15 Fixed 7.88000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AL4 905000.00000000 PA USD 922552.48000000 0.023803790193 Long DBT CORP US N 2 2030-05-15 Fixed 6.13000000 N N N N N N ONESKY FLIGHT LLC 549300PM6NEPXGG5B882 68278CAA3 825000.00000000 PA USD 882118.05000000 0.022760497037 Long DBT CORP US N 2 2029-12-15 Fixed 8.88000000 N N N N N N Ocwen Loan Investment Trust N/A 68278FAA6 912554.85000000 PA USD 888290.93000000 0.022919770296 Long ABS-MBS CORP US N 2 2038-11-25 Variable 3.00000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AC0 10350000.00000000 PA USD 10018916.96000000 0.258509084796 Long DBT CORP CA N 2 2028-02-15 Fixed 3.88000000 N N N N N N FIBERCOP SPA 8156007022402E114A31 683879AF7 1300000.00000000 PA USD 1315366.00000000 0.033939203427 Long DBT CORP IT N 2 2036-07-18 Fixed 7.20000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 6840C3DA8 19395000.00000000 PA USD 19240693.38000000 0.496450270659 Long STIV CORP US N 2 2026-04-10 None 0.00000000 N N N N N N ORANGE SA 969500MCOONR8990S771 685218AE9 3585000.00000000 PA USD 3576580.05000000 0.092283271646 Long DBT CORP FR N 2 2033-01-13 Fixed 4.75000000 N N N N N N ORANGE SA 969500MCOONR8990S771 685218AF6 2740000.00000000 PA USD 2717508.71000000 0.070117428096 Long DBT CORP FR N 2 2036-01-13 Fixed 5.00000000 N N N N N N ORANGE SA 969500MCOONR8990S771 685218AG4 960000.00000000 PA USD 962716.72000000 0.024840111880 Long DBT CORP FR N 2 2056-01-13 Fixed 5.75000000 N N N N N N PPL CAPITAL FUNDING INC 549300MROK5WY0D2NU17 69352PAU7 673000.00000000 PA USD 681442.56000000 0.017582648227 Long DBT CORP US N 2 2030-12-01 Fixed 3.00000000 N N N N Y PPL Corp. USD XXXX N N N Preston Ridge Partners Mortgage Trust N/A 69377EAA7 1433293.30000000 PA USD 1428683.26000000 0.036863026560 Long ABS-MBS CORP US N 2 2067-04-25 Variable 4.40000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69382HAA3 1712052.87000000 PA USD 1703122.80000000 0.043944142673 Long ABS-MBS CORP US N 2 2030-05-25 Variable 6.47000000 N N N N N N Pretium Mortgage Credit Partners LLC 2549002NGM9N1GT2FK83 69383TAA6 1102344.96000000 PA USD 1102361.50000000 0.028443240284 Long ABS-O CORP US N 2 2056-01-25 Variable 5.18000000 N N N N N N Pretium Mortgage Credit Partners LLC N/A 69393CAA1 2968656.87000000 PA USD 2970193.15000000 0.076637216970 Long ABS-O CORP US N 2 2055-12-25 Variable 5.27000000 N N N N N N Pretium Mortgage Credit Partners LLC N/A 69393DAA9 3190000.00000000 PA USD 3191739.83000000 0.082353586286 Long ABS-MBS CORP US N 2 2056-02-25 Variable 5.07000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69395KAA1 2245711.36000000 PA USD 2242841.34000000 0.057870013741 Long ABS-MBS CORP US N 2 2028-08-25 Variable 5.77000000 N N N N N N Palmer Square Loan Funding Ltd N/A 696917AA1 2500000.00000000 PA USD 2505357.50000000 0.064643481625 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 8.11000000 N N N N N N Palmer Square CLO Ltd 254900HTQ89UZTKY6247 69702EAS4 1725000.00000000 PA USD 1738915.58000000 0.044867671517 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 5.52000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69702YAN1 1910000.00000000 PA USD 1911814.50000000 0.049328826525 Long ABS-CBDO CORP KY N 2 2031-07-24 Floating 5.32000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69703NAG9 1935000.00000000 PA USD 1943446.28000000 0.050144992836 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 6.22000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69703RAE5 2375000.00000000 PA USD 2376664.88000000 0.061322941935 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 5.37000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69704AAC5 3000000.00000000 PA USD 3001728.00000000 0.077450882284 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 5.07000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69704CAG2 1645000.00000000 PA USD 1645269.78000000 0.042451413338 Long ABS-CBDO CORP KY N 2 2033-02-15 Floating 6.10000000 N N N N N N PEBBLEBROOK HOTEL/FINANC N/A 70510LAA7 1525000.00000000 PA USD 1559088.33000000 0.040227751054 Long DBT US N 2 2029-10-15 Fixed 6.38000000 N N N N N N PENNYMAC FIN SVCS INC 549300W1D516HBDEU871 70932MAG2 1145000.00000000 PA USD 1170143.06000000 0.030192146788 Long DBT CORP US N 2 2032-05-15 Fixed 6.88000000 N N N N N N PENNYMAC FIN SVCS INC 549300W1D516HBDEU871 70932MAH0 905000.00000000 PA USD 913267.18000000 0.023564209965 Long DBT CORP US N 2 2034-02-15 Fixed 6.75000000 N N N N N N Peraton Corp 549300EQPCK07ZW63836 71360HAB3 786467.91000000 PA USD 725272.84000000 0.018713561440 Long LON CORP US N 2 2028-02-01 Floating 7.52000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 4100000.00000000 PA USD 3688445.28000000 0.095169629358 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N PETSMART LLC/PETSMART FI N/A 71677KAC2 1300000.00000000 PA USD 1333099.30000000 0.034396759785 Long DBT CORP US N 2 2032-09-15 Fixed 7.50000000 N N N N N N PLANET FINANCIAL GROUP N/A 72702AAA5 1440000.00000000 PA USD 1496139.84000000 0.038603547899 Long DBT CORP US N 2 2029-12-15 Fixed 10.50000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AY0 1333000.00000000 PA USD 1334204.67000000 0.034425280651 Long DBT CORP US N 2 2036-03-15 Fixed 6.50000000 N N N N N N Pretium Mortgage Credit Partners LLC 2549000L41AJEKAJNL30 74143LAB2 1115000.00000000 PA USD 1122722.49000000 0.028968596558 Long ABS-O CORP US N 2 2055-05-25 Variable 8.72000000 N N N N N N Progress Residential Trust 5493002EEQ4GX2578787 74290XAG6 1000000.00000000 PA USD 947309.00000000 0.024442560367 Long ABS-O CORP US N 2 2041-04-17 Variable 3.40000000 N N N N N N Progress Residential Trust 5493002EEQ4GX2578787 74331QAE7 1230000.00000000 PA USD 1191638.39000000 0.030746771416 Long ABS-O CORP US N 2 2041-02-17 Fixed 3.75000000 N N N N N N Progress Residential Trust 5493002EEQ4GX2578787 74333CAG1 910000.00000000 PA USD 909436.80000000 0.023465378122 Long ABS-O CORP US N 2 2039-10-27 Fixed 5.50000000 N N N N N N Progress Residential Trust 5493002EEQ4GX2578787 74333TAN9 1970000.00000000 PA USD 1945784.76000000 0.050205330528 Long ABS-O CORP US N 2 2038-10-17 Fixed 3.18000000 N N N N N N Progress Residential Trust 5493002EEQ4GX2578787 74334FAC2 1355000.00000000 PA USD 1349552.22000000 0.034821279652 Long ABS-O CORP US N 2 2040-03-17 Fixed 4.65000000 N N N N N N Progress Residential Trust N/A 74334HAE4 1125000.00000000 PA USD 1072627.76000000 0.027676047388 Long ABS-O CORP US N 2 2043-02-17 Fixed 4.00000000 N N N N N N Progress Residential Trust 5493002EEQ4GX2578787 74334JAE0 845000.00000000 PA USD 804317.64000000 0.020753083175 Long ABS-O CORP US N 2 2041-07-17 Fixed 3.33000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 74390RAA1 1015220.06000000 PA USD 1010564.67000000 0.026074689411 Long ABS-MBS CORP US N 2 2055-02-25 Variable 4.50000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 74448LAA6 1755251.42000000 PA USD 1749610.04000000 0.045143611030 Long ABS-MBS CORP US N 2 2029-11-25 Variable 5.87000000 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743LAA8 355000.00000000 PA USD 361643.47000000 0.009331160526 Long DBT CORP US N 2 2032-08-15 Fixed 5.75000000 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743LAB6 225000.00000000 PA USD 232221.15000000 0.005991793044 Long DBT CORP US N 2 2033-08-15 Fixed 6.25000000 N N N N N N Quikrete Holdings Inc 5493007KIN86DIZWZT22 74839XAL3 1875825.00000000 PA USD 1874418.13000000 0.048363921693 Long LON CORP US N 2 2032-02-10 Floating 5.92000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 749571AL9 730000.00000000 PA USD 756712.16000000 0.019524761879 Long DBT US N 2 2033-06-15 Fixed 6.50000000 N N N N N N RFNA LP 2549002A4GSOTYKKHR45 74984AAA0 900000.00000000 PA USD 906596.10000000 0.023392082100 Long DBT CORP US N 2 2030-02-15 Fixed 7.88000000 N N N N N N RFR Trust N/A 74984NAG9 1040000.00000000 PA USD 1058979.06000000 0.027323882283 Long ABS-MBS CORP US N 2 2041-03-11 Variable 5.82000000 N N N N N N Radnor Re LTD 254900E0VCENS5C16U77 75049XAB8 1914003.89000000 PA USD 1984594.65000000 0.051206707143 Long ABS-MBS CORP US N 2 2032-09-25 Floating 10.45000000 N N N N N N RAKUTEN GROUP INC 529900IMXUCQKUL1H943 75102WAA6 900000.00000000 PA USD 897088.56000000 0.023146767614 Long DBT CORP JP N 2 2026-04-22 Fixed 5.13000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281ABK4 595000.00000000 PA USD 586836.58000000 0.015141615388 Long DBT CORP US N 2 2030-02-15 Fixed 4.75000000 N N N N N N Renaissance Holding Corp. 549300UKKEC0Y6TXNF09 75972JAK0 742424.24000000 PA USD 623636.36000000 0.016091126946 Long LON CORP US N 2 2030-04-05 Floating 7.67000000 N N N N N N Riserva CLO, Ltd. 549300640C8OB2I8SN35 76761RBL2 4000000.00000000 PA USD 4003708.00000000 0.103304069192 Long ABS-CBDO CORP KY N 2 2034-01-18 Floating 5.42000000 N N N N N N ROCKET COS INC N/A 77311WAA9 930000.00000000 PA USD 952142.37000000 0.024567271457 Long DBT CORP US N 2 2030-08-01 Fixed 6.13000000 N N N N N N ROCKET COS INC N/A 77311WAB7 510000.00000000 PA USD 529105.11000000 0.013652022298 Long DBT CORP US N 2 2033-08-01 Fixed 6.38000000 N N N N N N ROCKET SOFTWARE INC 549300PVG26ISP5X1556 77314EAB4 1325000.00000000 PA USD 1321692.46000000 0.034102439373 Long DBT CORP US N 2 2028-11-28 Fixed 9.00000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAU1 1225000.00000000 PA USD 1292117.75000000 0.033339349785 Long DBT CORP US N 2 2033-03-15 Fixed 6.75000000 N N N N N N Rockford Tower CLO Ltd 5493000QG193Z8ZVLY16 77341KAE1 2989334.00000000 PA USD 2997372.32000000 0.077338496599 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.58000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BJ0 2200000.00000000 PA USD 2202317.06000000 0.056824402266 Long DBT CORP LR N 2 2026-08-31 Fixed 5.50000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BW1 1730000.00000000 PA USD 1778467.46000000 0.045888193031 Long DBT CORP LR N 2 2031-09-30 Fixed 5.63000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAN3 8455000.00000000 PA USD 7470467.42000000 0.192753738099 Long DBT CORP GB N 2 2031-09-02 Fixed 2.15000000 N N N N N N Stonepeak N/A 78433XAB6 2227028.54000000 PA USD 2175094.46000000 0.056122002053 Long ABS-O CORP US N 2 2033-02-28 Fixed 2.68000000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466DBJ2 1097945.75000000 PA USD 1096946.62000000 0.028303525015 Long LON CORP US N 2 2031-05-09 Floating 5.67000000 N N N N N N Sandisk Corp N/A 80004YAC7 420000.00000000 PA USD 420525.00000000 0.010850427577 Long LON CORP US N 2 2032-02-20 Floating 6.67000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CCS1 710000.00000000 PA USD 712599.24000000 0.018386555961 Long ABS-O CORP US N 2 2034-01-16 Fixed 4.66000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TBS7 25785000.00000000 PA USD 25131074.35000000 0.648434462138 Long DBT NUSS SA N 2 2056-01-12 Fixed 5.88000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80415RAD3 2650000.00000000 PA USD 2586850.50000000 0.066746172059 Long DBT CORP SA N 2 2056-02-02 Fixed 6.00000000 N N N N N N MATIV HOLDINGS INC 549300Z1FU4IDULG1R21 808541AC0 1345000.00000000 PA USD 1354628.86000000 0.034952267618 Long DBT CORP US N 2 2029-10-01 Fixed 8.00000000 N N N N N N SCIENCE APPLICATIONS INT 549300LZPNZIXQGZPZ48 808625AB3 1300000.00000000 PA USD 1310228.40000000 0.033806642565 Long DBT CORP US N 2 2033-11-01 Fixed 5.88000000 N N N N N N SCRIPPS ESCROW II INC N/A 81105DAA3 1000000.00000000 PA USD 922904.60000000 0.023812875628 Long DBT CORP US N 2 2029-01-15 Fixed 3.88000000 N N N N N SEAGATE DATA STOR N/A 81180LAA3 1430000.00000000 PA USD 1473154.54000000 0.038010478918 Long DBT CORP SG N 2 2030-07-15 Fixed 5.88000000 N N N N N N SEMTECH CORP 549300J7WUY317SW6O61 816850AJ0 895000.00000000 PA USD 1006728.64000000 0.025975711786 Long DBT CORP US N 2 2030-10-15 None 0.00000000 N N N N Y Semtech Corp. USD XXXX N N N SHIFT4 PAYMENTS LLC/FIN N/A 82453AAB3 620000.00000000 PA USD 632519.04000000 0.016320318733 Long DBT CORP US N 2 2032-08-15 Fixed 6.75000000 N N N N N N SHUTTERFLY FINANCE LLC N/A 82568NAE1 193247.00000000 PA USD 193177.43000000 0.004984383125 Long DBT CORP US N 2 2027-10-01 Fixed 9.75000000 N N N N N N Air Comm Corporation LLC 254900S9ONE06XB1T251 82670NAH9 23461.54000000 PA USD 23461.54000000 0.000605356971 Long LON CORP US N 2 2031-12-11 Fixed 1.00000000 N N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 829259BH2 625000.00000000 PA USD 646512.50000000 0.016681379369 Long DBT CORP US N 2 2033-02-15 Fixed 8.13000000 N N N N N N Sixth Street CLO XVI, LTD. N/A 83012VAE3 3140000.00000000 PA USD 3141262.28000000 0.081051159556 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.47000000 N N N N N N Sonic Capital LLC 54930089533DCF1JSH22 83546DAG3 2202845.83000000 PA USD 2182335.35000000 0.056308832212 Long ABS-O CORP US N 2 2050-01-20 Fixed 3.85000000 N N N N N N Sound Point CLO LTD 549300UPX3H8ENJXHI23 83607EAG7 835000.00000000 PA USD 835000.00000000 0.021544752458 Long ABS-CBDO CORP KY N 2 2031-07-18 Floating 7.03000000 N N N N N N Sound Point CLO LTD 549300Q00FJ0WHHYC788 83608GAS5 1500000.00000000 PA USD 1501990.50000000 0.038754507206 Long ABS-CBDO CORP KY N 2 2031-01-26 Floating 5.78000000 N N N N N N Sound Point CLO LTD N/A 83616KAC1 1350000.00000000 PA USD 1351802.25000000 0.034879335148 Long ABS-CBDO CORP JE N 2 2035-04-25 Floating 5.57000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BG8 6146000.00000000 PA USD 6451719.00000000 0.166467890762 Long DBT NUSS ZA N 2 2054-11-19 Fixed 7.95000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BJ2 3690000.00000000 PA USD 3582436.50000000 0.092434380348 Long DBT NUSS ZA N 2 2055-12-11 Fixed 7.25000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 845467AT6 1420000.00000000 PA USD 1407005.14000000 0.036303685567 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N Southwick Park CLO, Ltd. N/A 846031BA9 2545000.00000000 PA USD 2544162.70000000 0.065644737228 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.22000000 N N N N N N Specialty Building Products Holdings LLC 549300ICFD46O3KMJC06 84748EAF7 742287.96000000 PA USD 702887.32000000 0.018135968042 Long LON CORP US N 2 2028-10-16 Floating 7.52000000 N N N N N N SPECIALTY BUILDING PRODU N/A 84749AAC1 1325000.00000000 PA USD 1320601.93000000 0.034074301410 Long DBT CORP US N 2 2029-10-15 Fixed 7.75000000 N N N N N N SPRINT SPECTRUM / SPEC I 5493003BZYYYCDIO0R13 85208NAE0 2097000.00000000 PA USD 2112498.07000000 0.054506883816 Long DBT CORP US N 2 2028-03-20 Fixed 5.15000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AT0 9075000.00000000 PA USD 9236925.23000000 0.238332056955 Long DBT CORP US N 2 2030-08-15 Fixed 5.63000000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AQ5 575000.00000000 PA USD 565013.69000000 0.014578539025 Long DBT CORP US N 2 2029-09-01 Fixed 10.75000000 N N N N N N Staples Inc XQM2JINI1UL7642TU573 855031AU4 1456562.50000000 PA USD 1388191.46000000 0.035818253138 Long LON CORP US N 2 2029-09-04 Floating 9.60000000 N N N N N N STAR 2025-SFR6 Trust N/A 85520EAA9 2729000.00000000 PA USD 2733100.32000000 0.070519724357 Long ABS-O CORP US N 2 2042-08-17 Floating 5.08000000 N N N N N N Star Trust N/A 85521DAL6 555802.22000000 PA USD 555960.01000000 0.014344935080 Long ABS-O CORP US N 2 2038-04-17 Floating 6.20000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 9674922.00000000 PA USD 9674922.00000000 0.249633292868 Long RA CORP US N 2 Repurchase N 3.66000000 2026-02-02 9811500.00000000 USD 9868420.44000000 USD UST N N N STL HOLDING CO LLC 984500BC2I63E7F48656 861036AB7 545000.00000000 PA USD 573110.56000000 0.014787455265 Long DBT CORP US N 2 2029-02-15 Fixed 8.75000000 N N N N N N STONEBRIAR ABF LLC N/A 86177CAA7 690000.00000000 PA USD 716799.60000000 0.018494934065 Long DBT CORP US N 2 2030-12-15 Fixed 8.13000000 N N N N N N SUBWAY FUNDING LLC N/A 864300AA6 2444062.50000000 PA USD 2476266.45000000 0.063892871480 Long ABS-O CORP US N 2 2054-07-30 Fixed 6.03000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAF6 595000.00000000 PA USD 598646.76000000 0.015446342819 Long DBT CORP US N 2 2031-03-15 Fixed 5.63000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAG4 735000.00000000 PA USD 736957.31000000 0.019015045289 Long DBT CORP US N 2 2034-03-15 Fixed 5.88000000 N N N N N N Symphony CLO Ltd N/A 87167GCP3 1000000.00000000 PA USD 1000302.00000000 0.025809890986 Long ABS-CBDO CORP KY N 2 2033-04-18 Floating 5.77000000 N N N N N N Symphony CLO Ltd 254900H6EAUOGL2U2U64 87168GAS8 3500000.00000000 PA USD 3510472.00000000 0.090577545212 Long ABS-CBDO CORP KY N 2 2035-10-15 Floating 5.57000000 N N N N N N Star Parent Inc 254900GRGCJYRMDRWT73 87169DAB1 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2030-09-27 None 0.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACQ6 8455000.00000000 PA USD 7602873.73000000 0.196170098785 Long DBT CORP US N 2 2032-03-15 Fixed 2.70000000 N N N N N N TPG Real Estate Finance N/A 87277LAC0 635000.00000000 PA USD 634999.37000000 0.016384316452 Long ABS-CBDO CORP KY N 2 2043-06-18 Floating 5.38000000 N N N N N N TSTAT 2022-1 Ltd N/A 872899BE8 1460000.00000000 PA USD 1451698.44000000 0.037456866507 Long ABS-CBDO CORP BM N 2 2037-07-20 Floating 5.52000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAM3 1313000.00000000 PA USD 1336254.54000000 0.034478171599 Long DBT CORP US N 2 2034-03-15 Fixed 6.75000000 N N N N N N TALOS PRODUCTION INC 549300GZ2DZZE2Y8TX15 87485LAD6 1209000.00000000 PA USD 1259717.55000000 0.032503356625 Long DBT CORP US N 2 2029-02-01 Fixed 9.00000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAK8 415000.00000000 PA USD 425964.30000000 0.010990772933 Long DBT CORP US N 2 2032-11-15 Fixed 5.75000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDV9 1323000.00000000 PA USD 1361409.34000000 0.035127218233 Long DBT CORP US N 2 2033-11-15 Fixed 6.00000000 N N N N N N TERAWULF INC 254900CVMW1SX2T78A64 88080TAE4 675000.00000000 PA USD 634905.00000000 0.016381881508 Long DBT CORP US N 2 2032-05-01 None 0.00000000 N N N N Y Terawulf, Inc. USD XXXX N N N Thunderbolt Aircraft Lease Limited/ US LLC N/A 886065AA9 81414.05000000 PA USD 81454.76000000 0.002101703761 Long ABS-O CORP KY N 2 2038-09-15 Variable 5.96000000 N N N N N N Towd Point Mortgage Trust 25490010CSYSAQU59J50 89182JAA9 2301712.14000000 PA USD 2334587.49000000 0.060237256963 Long ABS-MBS CORP US N 2 2064-02-25 Variable 6.13000000 N N N N N N Towd Point Mortgage Trust 254900HCCXAYNB40M417 89183PAA4 5261197.13000000 PA USD 5277492.11000000 0.136170372588 Long ABS-O CORP US N 2 2065-09-25 Floating 5.05000000 N N N N N N Townsquare Media Inc 549300XBA8C68H0DR538 89223EAG8 1467321.56000000 PA USD 1063367.93000000 0.027437124340 Long LON CORP US N 2 2030-02-19 Floating 8.88000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BY2 4408000.00000000 PA USD 4487396.90000000 0.115784257956 Long DBT CORP US N 2 2033-05-31 Fixed 6.38000000 N N N N N N TRANSOCEAN INTERNTNL LTD DOL4HJ22ADYSIWES4H94 893814AA1 425000.00000000 PA USD 448305.30000000 0.011567217621 Long DBT CORP BM N 2 2032-10-15 Fixed 7.88000000 N N N N N N Genworth Mortgage Insurance Corporation N/A 89589AAB5 3147000.00000000 PA USD 3288719.80000000 0.084855873049 Long ABS-MBS CORP US N 2 2033-11-25 Floating 8.95000000 N N N N N N Tricon Residential 549300Z2X1L1L3MID765 895989AA9 2100000.00000000 PA USD 2101511.58000000 0.054223409316 Long ABS-O CORP US N 2 2043-02-17 Floating 4.77000000 N N N N N N Tricon Residential 549300Z2X1L1L3MID765 895989AB7 840000.00000000 PA USD 840684.52000000 0.021691425004 Long ABS-O CORP US N 2 2043-02-17 Floating 5.02000000 N N N N N N Tricon Residential 549300Z2X1L1L3MID765 89616QAD3 490000.00000000 PA USD 487277.07000000 0.012572771080 Long ABS-O CORP US N 2 2039-04-17 Fixed 4.75000000 N N N N N N Tricon Residential 549300Z2X1L1L3MID765 89616VAB6 1210000.00000000 PA USD 1224337.65000000 0.031590480951 Long ABS-O CORP US N 2 2040-06-17 Fixed 5.70000000 N N N N N N TRIMAS CORP 75G1WUQ8QK4P5MZOYD78 896215AH3 1600000.00000000 PA USD 1559804.32000000 0.040246225099 Long DBT CORP US N 2 2029-04-15 Fixed 4.13000000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAC0 600000.00000000 PA USD 656525.40000000 0.016939733204 Long DBT CORP NL N 2 2031-01-15 Fixed 12.25000000 N N N N N N TRONOX INC 549300EPZ4YXC7E5P181 897051AD0 684000.00000000 PA USD 674829.54000000 0.017412018432 Long DBT CORP US N 2 2030-09-30 Fixed 9.13000000 N N N N N TPG Real Estate Finance N/A 897764AE6 1400000.00000000 PA USD 1395231.60000000 0.035999903525 Long ABS-CBDO CORP KY N 2 2042-09-18 Floating 5.72000000 N N N N N N Truist Insurance Holdings LLC N/A 89788VAE2 344736.84000000 PA USD 345598.68000000 0.008917171270 Long LON CORP US N 2 2032-05-06 Floating 8.42000000 N N N N N N Truist Insurance Holdings LLC N/A 89788VAG7 682620.97000000 PA USD 679849.53000000 0.017541544709 Long LON CORP US N 2 2031-05-06 Floating 6.42000000 N N N N N N Truist Bank Auto Credit-Linked Notes N/A 897926CB5 776752.97000000 PA USD 780474.16000000 0.020137871350 Long ABS-O CORP US N 2 2033-09-26 Fixed 4.73000000 N N N N N N X Corp. N/A 90184NAK4 975000.00000000 PA USD 1007906.25000000 0.026006096595 Long LON CORP US N 2 2029-10-26 Fixed 9.50000000 N N N N N N 280 Park Avenue Mortgage Trust N/A 90205FAA8 2685000.00000000 PA USD 2681643.75000000 0.069192036856 Long ABS-MBS CORP US N 2 2034-09-15 Floating 4.85000000 N N N N N N USI Inc 2549006D7UF7072T7I27 90351NAR6 1298502.10000000 PA USD 1296878.97000000 0.033462199254 Long LON CORP US N 2 2029-11-21 Floating 5.92000000 N N N N N N UWM HOLDINGS LLC N/A 903522AA8 950000.00000000 PA USD 958202.30000000 0.024723630369 Long DBT CORP US N 2 2030-02-01 Fixed 6.63000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 10905000.00000000 PA USD 10860321.12000000 0.280219078023 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBK5 9795000.00000000 PA USD 9645626.25000000 0.248877401033 Long DBT NUSS MX N 2 2033-03-22 Fixed 5.38000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBQ2 14355000.00000000 PA USD 14302460.70000000 0.369033503387 Long DBT NUSS MX N 2 2034-02-09 Fixed 5.63000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBR0 11710000.00000000 PA USD 11663160.00000000 0.300934006087 Long DBT NUSS MX N 2 2038-02-09 Fixed 6.13000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBS8 4615000.00000000 PA USD 4550851.50000000 0.117421519811 Long DBT NUSS MX N 2 2056-02-09 Fixed 6.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797QD2 67795000.00000000 PA USD 67301333.76000000 1.736515659859 Long STIV UST US N 2 2026-04-16 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UH9 4808884.92000000 PA USD 4555234.08000000 0.117534599573 Long DBT UST US N 2 2055-02-15 Fixed 2.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKL4 57873321.00000000 PA USD 59666969.74000000 1.539533045501 Long DBT UST US N 2 2029-04-15 Fixed 2.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKT7 128487000.00000000 PA USD 131869821.15000000 3.402518147804 Long DBT UST US N 2 2029-05-31 Fixed 4.50000000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 913229AC4 1315000.00000000 PA USD 1316059.89000000 0.033957107246 Long DBT CORP US N 2 2027-06-15 Fixed 5.75000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AZ5 1200000.00000000 PA USD 1251428.40000000 0.032289479158 Long DBT CORP US N 2 2031-07-31 Fixed 8.50000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAH1 840000.00000000 PA USD 850917.48000000 0.021955456849 Long DBT CORP US N 2 2033-10-01 Fixed 6.25000000 N N N N N N VCAT Asset Securitization, LLC N/A 91825GAA4 4440000.00000000 PA USD 4439982.24000000 0.114560860216 Long ABS-O CORP US N 2 2056-01-25 Variable 5.10000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91835DAA9 128004.90000000 PA USD 127404.69000000 0.003287308392 Long ABS-O CORP US N 2 2051-05-25 Variable 5.99000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91835EAB5 987084.02000000 PA USD 987708.55000000 0.025484953545 Long ABS-O CORP US N 2 2051-04-25 Variable 8.83000000 N N N N N N VELOCITY VEHICLE GROUP N/A 92262TAA4 835000.00000000 PA USD 817266.69000000 0.021087195842 Long DBT CORP US N 2 2029-06-01 Fixed 8.00000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AE6 200000.00000000 PA USD 205860.40000000 0.005311630370 Long DBT CORP US N 2 2030-12-15 Fixed 6.13000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 865000.00000000 PA USD 821766.69000000 0.021203305287 Long DBT CORP US N 2 2029-08-15 Fixed 3.88000000 N N N N N N VERITIV OPERATING CO 5493004G8OK5L1UTIY12 92339LAA0 1210000.00000000 PA USD 1295603.87000000 0.033429298998 Long DBT CORP US N 2 2030-11-30 Fixed 10.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VHJ6 4515000.00000000 PA USD 4456813.75000000 0.114995148499 Long DBT CORP US N 2 2055-11-30 Fixed 5.88000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VHK3 7085000.00000000 PA USD 7008616.76000000 0.180837021760 Long DBT CORP US N 2 2065-11-30 Fixed 6.00000000 N N N N N N VERSANT MEDIA GROUP INC 254900D2Q5F5F229PU30 925283AA1 340000.00000000 PA USD 348428.45000000 0.008990185275 Long DBT CORP US N 2 2031-01-30 Fixed 7.25000000 N N N N N N TK ELEVATOR US NEWCO INC 549300C2AFWPAYWS5574 92537RAA7 700000.00000000 PA USD 700203.70000000 0.018066725014 Long DBT CORP US N 2 2027-07-15 Fixed 5.25000000 N N N N N Verus Securitization Trust 213800278TKDEXPH6140 92538BAE3 1700000.00000000 PA USD 1584728.44000000 0.040889319704 Long ABS-MBS CORP US N 2 2063-10-25 Variable 3.20000000 N N N N N N Verus Securitization Trust N/A 92538QAE0 1305000.00000000 PA USD 1070981.01000000 0.027633557782 Long ABS-MBS CORP US N 2 2066-10-25 Variable 4.14000000 N N N N N N Verus Securitization Trust 213800WNY873LW1L3M73 92540GAA6 847000.33000000 PA USD 858983.94000000 0.022163588446 Long ABS-MBS CORP US N 2 2069-06-25 Variable 6.22000000 N N N N N N Verus Securitization Trust 213800YE6HC7EZSFHW30 92540HAA4 1135959.29000000 PA USD 1152444.67000000 0.029735491182 Long ABS-MBS CORP US N 2 2069-06-25 Variable 6.19000000 N N N N N N Verus Securitization Trust 213800278TKDEXPH6140 92540JAC6 702637.76000000 PA USD 710180.86000000 0.018324156681 Long ABS-MBS CORP US N 2 2069-07-25 Variable 6.15000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAA3 5182000.00000000 PA USD 5179980.21000000 0.133654360915 Long DBT US N 2 2026-12-01 Fixed 4.25000000 N N N N N N VICTORIA'S SECRET & CO 5493006T3O70U3UWVF17 926400AA0 1625000.00000000 PA USD 1588993.58000000 0.040999369268 Long DBT CORP US N 2 2029-07-15 Fixed 4.63000000 N N N N N N VICTRA HLDG/VICTRA FIN N/A 92648DAA4 605000.00000000 PA USD 636884.11000000 0.016432946700 Long DBT CORP US N 2 2029-09-15 Fixed 8.75000000 N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAG2 545000.00000000 PA USD 581280.65000000 0.014998260734 Long DBT CORP BM N 2 2031-07-15 Fixed 9.13000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAH0 1379000.00000000 PA USD 1398018.69000000 0.036071816297 Long DBT CORP BM N 2 2033-10-15 Fixed 5.88000000 N N N N N N VineBrook Homes N/A 92737DAA6 1261551.05000000 PA USD 1242043.06000000 0.032047317689 Long ABS-O CORP US N 2 2041-03-17 Fixed 4.50000000 N N N N N N Vista Point Securitization Trust N/A 92838TAD3 1069000.00000000 PA USD 1025181.58000000 0.026451836366 Long ABS-MBS CORP US N 2 2065-04-25 Variable 3.40000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873BAA4 89065.66000000 PA USD 88988.62000000 0.002296093161 Long ABS-O CORP US N 2 2051-03-27 Variable 6.24000000 N N N N N N VOLTAGRID LLC 254900R5BEUGIKK1FM03 92874BAA3 664000.00000000 PA USD 672506.74000000 0.017352085317 Long DBT CORP US N 2 2030-11-01 Fixed 7.38000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST N/A 92938EBR3 928906.12000000 PA USD 896450.14000000 0.023130295039 Long ABS-MBS CORP US N 2 2046-09-15 Variable 4.51000000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAS5 644000.00000000 PA USD 659134.00000000 0.017007040559 Long DBT CORP US N 2 2028-06-01 Fixed 3.38000000 N N N N Y WEC Energy Group, Inc. USD XXXX N N N WSTN Trust N/A 92943AAC8 1180000.00000000 PA USD 1205158.78000000 0.031095625854 Long ABS-MBS CORP US N 2 2037-07-05 Variable 7.02000000 N N N N N N Waikiki Beach Hotel Trust N/A 92943QAA7 2370000.00000000 PA USD 2380357.61000000 0.061418222119 Long ABS-MBS CORP US N 2 2042-06-15 Floating 5.42000000 N N N N N N Wand NewCo 3 Inc 549300Y3VZEWMSQW8494 93369PAM6 577563.99000000 PA USD 576946.00000000 0.014886417666 Long LON CORP US N 2 2031-01-30 Floating 6.17000000 N N N N N N WAND NEWCO 3 INC 549300Y3VZEWMSQW8494 933940AA6 130000.00000000 PA USD 136688.24000000 0.003526843466 Long DBT CORP US N 2 2032-01-30 Fixed 7.63000000 N N N N N N Wave USA N/A 94354KAA8 879504.97000000 PA USD 862627.27000000 0.022257594007 Long ABS-O CORP US N 2 2044-09-15 Fixed 3.60000000 N N N N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 947075AW7 1325000.00000000 PA USD 1372340.93000000 0.035409276198 Long DBT CORP BM N 2 2033-10-15 Fixed 6.75000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300DNBJ7A0SEFVK31 95000GBE3 2000000.00000000 PA USD 1414769.40000000 0.036504019771 Long ABS-MBS CORP US N 2 2049-08-15 Variable 3.07000000 N N N N N N UNIFIN FINANCIERA CASH ESCROW 5493007GRMPGDJG93Z17 000000000 2085000.00000000 NS USD 208500.00000000 0.005379737589 Long EC CORP US Y 3 N N N UNIFIN FINANCIERA COMMON STOCK 5493007GRMPGDJG93Z17 000000000 282999.00000000 NS 15667.29000000 0.000404248963 Long EC CORP US Y 3 N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AM7 2344000.00000000 PA USD 2342694.27000000 0.060446428901 Long DBT CORP US N 2 2026-02-15 Fixed 4.75000000 N N N N N N Willis Engine Securitization Trust N/A 97064YAA2 525645.04000000 PA USD 539126.63000000 0.013910598547 Long ABS-O CORP US N 2 2048-10-15 Fixed 8.00000000 N N N N N N WILSONART LLC 549300SAZRUMYKDJBY14 97246JAA6 1150000.00000000 PA USD 1050423.23000000 0.027103123912 Long DBT CORP US N 2 2032-08-15 Fixed 11.00000000 N N N N N WOLVERINE WORLD WIDE 549300OVC7PK14LQ8D87 978097AG8 1400000.00000000 PA USD 1306354.98000000 0.033706700199 Long DBT CORP US N 2 2029-08-15 Fixed 4.00000000 N N N N N N WW International Inc SGT8R1MU6ESIC7UJC518 98262P200 1.00000000 NS USD 20.25000000 0.000000522492 Long EC CORP US N 1 N N N WULF COMPUTE LLC N/A 982911AA7 645000.00000000 PA USD 672747.90000000 0.017358307751 Long DBT CORP US N 2 2030-10-15 Fixed 7.75000000 N N N N N N WYNN RESORTS FINANCE LLC N/A 983133AC3 1185000.00000000 PA USD 1276751.00000000 0.032942855384 Long DBT CORP US N 2 2031-02-15 Fixed 7.13000000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAY9 561000.00000000 PA USD 573622.50000000 0.014800664391 Long DBT CORP US N 2 2029-06-15 Fixed 0.25000000 N N N N Y Zoetis, Inc. USD XXXX N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4753000.00000000 OU Notional Amount 3379539.71000000 0.087199217335 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2072-06-15 0.00000000 EUR -76506.79000000 EUR 4753000.00000000 EUR 3464226.44000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 887500.00000000 OU Notional Amount 488717.82000000 0.012609945453 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2072-06-15 0.00000000 EUR -16916.62000000 EUR 887500.00000000 EUR 506250.34000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 3270000.00000000 OU Notional Amount USD 149638.28000000 0.003860981677 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 NCL Corp. Ltd. NCL Corp. Ltd. Y sell protection 2026-12-20 64711.61000000 USD 0.00000000 USD 3270000.00000000 USD 84926.67000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 980000.00000000 OU Notional Amount USD 44845.73000000 0.001157113954 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 NCL Corp. Ltd. NCL Corp. Ltd. Y sell protection 2026-12-20 19424.51000000 USD 0.00000000 USD 980000.00000000 USD 25421.22000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 2285000.00000000 OU Notional Amount USD 104563.76000000 0.002697964461 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 NCL Corp. Ltd. NCL Corp. Ltd. Y sell protection 2026-12-20 45148.27000000 USD 0.00000000 USD 2285000.00000000 USD 59415.49000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 234997000.00000000 OU Notional Amount -272599.42000000 -0.00703363715 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-06-16 194166.46000000 SEK 0.00000000 SEK 234997000.00000000 SEK -289857.63000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 27879000.00000000 OU Notional Amount USD 92379.85000000 0.002383594012 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2034-11-29 0.00000000 USD -6670.27000000 USD 27879000.00000000 USD 99050.12000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 27879000.00000000 OU Notional Amount USD -131812.47000000 -0.00340103836 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2029-11-29 0.00000000 USD -35533.58000000 USD 27879000.00000000 USD -96278.89000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 18258000.00000000 OU Notional Amount 102454.42000000 0.002643539062 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-06-16 0.00000000 GBP -17998.08000000 GBP 18258000.00000000 GBP 125142.62000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 20390000.00000000 OU Notional Amount -164755.43000000 -0.00425103587 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-06-16 1634.39000000 EUR 0.00000000 EUR 20390000.00000000 EUR -166440.39000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 23909000.00000000 OU Notional Amount USD -32519.35000000 -0.00083906748 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2030-03-03 0.00000000 USD -6852.69000000 USD 23909000.00000000 USD -25666.66000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 23909000.00000000 OU Notional Amount USD 48480.04000000 0.001250886779 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2035-03-03 0.00000000 USD -15873.40000000 USD 23909000.00000000 USD 64353.44000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 10810200.99000000 OU Notional Amount 132882.89000000 0.003428657450 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 10810200.99000000 BRL 132882.89000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 11070540.89000000 OU Notional Amount 151294.53000000 0.003903716403 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 11070540.89000000 BRL 151294.53000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 10808408.55000000 OU Notional Amount 133280.70000000 0.003438921783 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 10808408.55000000 BRL 133280.70000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 18943752.87000000 OU Notional Amount 193696.97000000 0.004997788348 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 18943752.87000000 BRL 193696.97000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 20443000.00000000 OU Notional Amount USD -66768.06000000 -0.00172275607 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-09-15 0.00000000 USD -2976.07000000 USD 20443000.00000000 USD -63791.99000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 8410000.00000000 OU Notional Amount 50302.20000000 0.001297902331 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.K. Retail Price Index 2030-04-15 4185.81000000 GBP 0.00000000 GBP 8410000.00000000 GBP 44579.99000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 8410000.00000000 OU Notional Amount 18136.10000000 0.000467949443 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.K. Retail Price Index 2035-04-15 1883.36000000 GBP 0.00000000 GBP 8410000.00000000 GBP 15659.86000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 8515000.00000000 OU Notional Amount -76967.40000000 -0.00198592045 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2035-06-15 0.00000000 EUR -26388.37000000 EUR 8515000.00000000 EUR -45859.66000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 8515000.00000000 OU Notional Amount 62688.37000000 0.001617491513 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2030-06-15 14786.99000000 EUR 0.00000000 EUR 8515000.00000000 EUR 45270.94000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7895000.00000000 OU Notional Amount -14440.32000000 -0.00037259056 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.K. Retail Price Index 2035-06-15 23076.97000000 GBP 0.00000000 GBP 7895000.00000000 GBP -46097.01000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7895000.00000000 OU Notional Amount 45776.96000000 0.001181141642 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.K. Retail Price Index 2030-06-15 0.00000000 GBP -12651.64000000 GBP 7895000.00000000 GBP 63147.96000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 19561217.79000000 OU Notional Amount 114324.16000000 0.002949803266 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 19561217.79000000 BRL 114324.16000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 44796980.23000000 OU Notional Amount 263977.91000000 0.006811184102 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 44796980.23000000 BRL 263977.91000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 177958000.00000000 OU Notional Amount 171199.28000000 0.004417300728 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-12-18 86660.07000000 NOK 0.00000000 NOK 177958000.00000000 NOK 162624.11000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 49648000.00000000 OU Notional Amount -4126.46000000 -0.00010647132 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-08-12 204886.68000000 GBP 0.00000000 GBP 49648000.00000000 GBP -281371.33000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 58295000.00000000 OU Notional Amount 21037.12000000 0.000542801847 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-09-17 0.00000000 CNY 0.00000000 CNY 58295000.00000000 CNY 21037.12000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 265644000.00000000 OU Notional Amount -306295.66000000 -0.00790307086 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 SEK -1403434.98000000 SEK 265644000.00000000 SEK -159749.49000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 279431000.00000000 OU Notional Amount 458412.21000000 0.011827997111 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 NOK -327820.55000000 NOK 279431000.00000000 NOK 491250.23000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 21030000.00000000 OU Notional Amount -14585.04000000 -0.00037632464 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 GBP -26419.48000000 GBP 21030000.00000000 GBP 21251.58000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 43099000.00000000 OU Notional Amount -1051457.44000000 -0.02712980870 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 AUD -1580426.48000000 AUD 43099000.00000000 AUD 38200.19000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 34132000.00000000 OU Notional Amount 401327.35000000 0.010355087916 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-15 607618.30000000 AUD 0.00000000 AUD 34132000.00000000 AUD -17607.58000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 900038000.00000000 OU Notional Amount -295265.27000000 -0.00761846365 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-03-18 0.00000000 JPY -952042.00000000 JPY 900038000.00000000 JPY -288796.82000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 11658000.00000000 OU Notional Amount -196893.27000000 -0.00508025959 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-03-18 0.00000000 NZD -44521.19000000 NZD 11658000.00000000 NZD -170398.79000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6845000.00000000 OU Notional Amount USD 188216.35000000 0.004856376849 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-03-18 8203.91000000 USD 0.00000000 USD 6845000.00000000 USD 180012.44000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 27749000.00000000 OU Notional Amount USD 431253.59000000 0.011127247716 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 22268.97000000 USD 0.00000000 USD 27749000.00000000 USD 408984.62000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 18222000.00000000 OU Notional Amount USD 198770.52000000 0.005128696586 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.EM.S44 2I65BZFI8 Y buy protection 2030-12-20 360335.51000000 USD 0.00000000 USD 18222000.00000000 USD -161564.99000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 8982000.00000000 OU Notional Amount USD -56069.14000000 -0.00144670148 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Mexico Government International Bonds Mexico Government International Bonds Y buy protection 2030-12-20 0.00000000 USD -29356.72000000 USD 8982000.00000000 USD -26712.42000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 8694000.00000000 OU Notional Amount USD -278980.10000000 -0.00719827209 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Abu Dhabi Government International Bonds Abu Dhabi Government International Bonds Y buy protection 2030-12-20 0.00000000 USD -273542.12000000 USD 8694000.00000000 USD -5437.98000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 8692000.00000000 OU Notional Amount USD -285289.94000000 -0.00736107920 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Qatar Government International Bonds Qatar Government International Bonds Y buy protection 2030-12-20 0.00000000 USD -266482.97000000 USD 8692000.00000000 USD -18806.97000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 8671000.00000000 OU Notional Amount USD 113677.41000000 0.002933115758 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Saudi Government International Bonds Saudi Government International Bonds Y sell protection 2030-12-20 115222.66000000 USD 0.00000000 USD 8671000.00000000 USD -1545.25000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 37881000.00000000 OU Notional Amount -325868.13000000 -0.00840808167 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 CAD -299863.35000000 CAD 37881000.00000000 CAD -107928.55000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 11410000.00000000 OU Notional Amount 50974.63000000 0.001315252437 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.K. Retail Price Index 2035-11-15 0.00000000 GBP -27512.36000000 GBP 11410000.00000000 GBP 86943.23000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 11410000.00000000 OU Notional Amount -15217.24000000 -0.00039263672 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.K. Retail Price Index 2030-11-15 21261.14000000 GBP 0.00000000 GBP 11410000.00000000 GBP -42999.95000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5750000.00000000 OU Notional Amount 59518.96000000 0.001535714083 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-03-18 2482.23000000 EUR 0.00000000 EUR 5750000.00000000 EUR 56659.57000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 9496000.00000000 OU Notional Amount -80948.76000000 -0.00208864789 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-12-17 73946.54000000 CAD 0.00000000 CAD 9496000.00000000 CAD -133334.83000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 71270000.00000000 OU Notional Amount 102737.37000000 0.002650839766 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-06-17 10620.06000000 NOK 0.00000000 NOK 71270000.00000000 NOK 101689.86000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 225434000.00000000 OU Notional Amount 93805.17000000 0.002420370259 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-21 0.00000000 NOK -55449.69000000 NOK 225434000.00000000 NOK 99273.86000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 63143000.00000000 OU Notional Amount 40203.61000000 0.001037337515 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-06-17 0.00000000 SEK -57654.19000000 SEK 63143000.00000000 SEK 46299.36000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1813146000.00000000 OU Notional Amount 158852.43000000 0.004098726085 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-03-18 573630.85000000 HUF 0.00000000 HUF 1813146000.00000000 HUF 157103.58000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5440000.00000000 OU Notional Amount 82989.14000000 0.002141293985 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-06-17 12401.51000000 GBP 0.00000000 GBP 5440000.00000000 GBP 66607.10000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 35573000.00000000 OU Notional Amount -155342.81000000 -0.00400817052 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-21 13255.07000000 NZD 0.00000000 NZD 35573000.00000000 NZD -162995.39000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 44449000.00000000 OU Notional Amount -252732.30000000 -0.00652102376 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 167864.81000000 NZD 0.00000000 NZD 44449000.00000000 NZD -349646.35000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 19839000.00000000 OU Notional Amount USD 80801.07000000 0.002084837187 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-12-18 25583.50000000 USD 0.00000000 USD 19839000.00000000 USD 55217.57000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 15749000.00000000 OU Notional Amount -4948.89000000 -0.00012769174 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-12-18 10490.27000000 AUD 0.00000000 AUD 15749000.00000000 AUD -11925.38000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 17160000.00000000 OU Notional Amount 17.46000000 0.000000450504 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-12-18 2075.10000000 NZD 0.00000000 NZD 17160000.00000000 NZD -1181.11000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 179242000.00000000 OU Notional Amount 60781.00000000 0.001568277364 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-03-18 0.00000000 ZAR 0.00000000 ZAR 179242000.00000000 ZAR 60781.00000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 149741000.00000000 OU Notional Amount -8591.17000000 -0.00022167021 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-03-05 0.00000000 MXN 0.00000000 MXN 149741000.00000000 MXN -8591.17000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 174957000.00000000 OU Notional Amount -66383.19000000 -0.00171282562 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-03-18 743162.18000000 NOK 0.00000000 NOK 174957000.00000000 NOK -140072.42000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 200965000.00000000 OU Notional Amount 755257.18000000 0.019487220341 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-03-18 62709.71000000 CHF 0.00000000 CHF 200965000.00000000 CHF 672629.58000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 98723000.00000000 OU Notional Amount 741.16000000 0.000019123483 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-03-05 0.00000000 MXN 0.00000000 MXN 98723000.00000000 MXN 741.16000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 53870000.00000000 OU Notional Amount 108087.13000000 0.002788874802 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 36786.95000000 NZD 0.00000000 NZD 53870000.00000000 NZD 86351.16000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 24062224000.00000000 OU Notional Amount -93670.12000000 -0.00241688568 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-03-18 0.00000000 COP 0.00000000 COP 24062224000.00000000 COP -93670.12000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 45181341.07000000 OU Notional Amount 138251.68000000 0.003567183500 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 45181341.07000000 BRL 138251.68000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 88655000.00000000 OU Notional Amount 18398.97000000 0.000474732040 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-03-18 0.00000000 ZAR 0.00000000 ZAR 88655000.00000000 ZAR 18398.97000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3194415000.00000000 OU Notional Amount -515650.74000000 -0.01330487131 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-09-15 0.00000000 JPY -83658951.00000000 JPY 3194415000.00000000 JPY 21182.42000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 11915000.00000000 OU Notional Amount 121341.67000000 0.003130869752 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 146288.48000000 EUR 0.00000000 EUR 11915000.00000000 EUR -51594.60000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 12634130000.00000000 OU Notional Amount -40574.88000000 -0.00104691706 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-03-18 0.00000000 COP 0.00000000 COP 12634130000.00000000 COP -40574.88000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 45708528.33000000 OU Notional Amount 47194.93000000 0.001217728244 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 45708528.33000000 BRL 47194.93000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 24062224000.00000000 OU Notional Amount -55545.49000000 -0.00143319021 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-03-18 0.00000000 COP 0.00000000 COP 24062224000.00000000 COP -55545.49000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 45029613.10000000 OU Notional Amount 49438.76000000 0.001275623767 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 45029613.10000000 BRL 49438.76000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 17368000.00000000 OU Notional Amount 28342.34000000 0.000731291855 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2036-01-15 17495.38000000 EUR 0.00000000 EUR 17368000.00000000 EUR 7443.22000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 60705000.00000000 OU Notional Amount -20053.38000000 -0.00051741929 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-03-17 0.00000000 AUD -60982.84000000 AUD 60705000.00000000 AUD 22918.20000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 40465000.00000000 OU Notional Amount USD -26427.29000000 -0.00068187954 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-03-17 295.79000000 USD 0.00000000 USD 40465000.00000000 USD -26723.08000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 82450000.00000000 OU Notional Amount USD -44462.81000000 -0.00114723381 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-02-02 3500.00000000 USD 0.00000000 USD 82450000.00000000 USD -47962.81000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 134815000.00000000 OU Notional Amount 19068.14000000 0.000491998031 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-02-02 77030.96000000 NZD 0.00000000 NZD 134815000.00000000 NZD -27747.44000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 87839000.00000000 OU Notional Amount -23099.94000000 -0.00059602693 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-03-18 0.00000000 ZAR 0.00000000 ZAR 87839000.00000000 ZAR -23099.94000000 N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 18676000.00000000 PA 10671556.63000000 0.275348558011 Long DBT NUSS NZ N 2 2033-04-14 Fixed 3.50000000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 000000000 3105000.00000000 PA USD 3058401.62000000 0.078913180624 Long DBT CORP IN N 2 2027-07-30 Fixed 4.00000000 N N N N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 164398000.00000000 PA 97126086.66000000 2.506056879458 Long DBT NUSS NZ N 2 2029-04-20 Fixed 3.00000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 130900000.00000000 PA 5457185.41000000 0.140806836860 Long DBT NUSS CZ N 2 2033-10-13 Fixed 2.00000000 N N N N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 45886000.00000000 PA 24274197.77000000 0.626325248002 Long DBT NUSS NZ N 2 2031-05-15 Fixed 1.50000000 N N N N N N ZIGGO BOND CO BV 213800JYI4P7V5QDOG59 000000000 725000.00000000 PA 760716.18000000 0.019628073999 Long DBT CORP NL N 2 2030-02-28 Fixed 3.38000000 N N N N N Japan Government Forty Year Bonds 353800WZS8AXZXFUC241 000000000 5573100000.00000000 PA 14920178.29000000 0.384971913645 Long DBT NUSS JP N 2 2060-03-20 Fixed 0.50000000 N N N N N N VIRGIN MEDIA VENDOR FIN 635400SSKC2QCGEPIQ43 000000000 1010000.00000000 PA 1379539.71000000 0.035595019830 Long DBT CORP IE N 2 2028-07-15 Fixed 4.88000000 N N N N N N TREASURY CORP VICTORIA 549300ZJM7BQW1P9UV75 000000000 18490000.00000000 PA 8884492.00000000 0.229238539950 Long DBT NUSS AU N 2 2037-11-20 Fixed 2.00000000 N N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 000000000 1180000.00000000 PA 1372142.99000000 0.035404168930 Long DBT CORP LU N 2 2026-08-18 Fixed 4.88000000 N N N N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 60973000.00000000 PA 34230116.07000000 0.883208835152 Long DBT NUSS NZ N 2 2028-05-15 Fixed 0.25000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 2114000.00000000 PA USD 2053461.38000000 0.052983613311 Long DBT CORP IL N 2 2031-03-30 Fixed 5.88000000 N N N N N N KOMMUNINVEST I SVERIGE EV2XZWMLLXF2QRX0CD47 000000000 1033190000.00000000 PA 112119191.04000000 2.892910439279 Long DBT NUSS SE N 2 2028-05-12 Fixed 0.75000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 2715000.00000000 PA 2237652.34000000 0.057736126650 Long DBT NUSS RO N 2 2041-04-14 Fixed 2.75000000 N N N N N N GLP PTE LTD 254900PC2NNG9BLIJO15 000000000 5653000.00000000 PA USD 4167571.31000000 0.107532086499 Long DBT CORP SG N 2 2026-05-17 Fixed 4.50000000 N N N N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 131603000.00000000 PA 69593283.24000000 1.795652766678 Long DBT NUSS NZ N 2 2032-05-15 Fixed 2.00000000 N N N N N N ENERGIZER GAMMA ACQ BV 5493002SUYZDHEQ3JN34 000000000 1510000.00000000 PA 1753859.37000000 0.045253252662 Long DBT CORP NL N 2 2029-06-30 Fixed 3.50000000 N N N N N N ELIOR GROUP SA 969500LYSYS0E800SQ95 000000000 1350000.00000000 PA 1598821.80000000 0.041252957971 Long DBT CORP FR N 2 2026-07-15 Fixed 3.75000000 N N N N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 68777000.00000000 PA 27176135.90000000 0.701201342206 Long DBT NUSS NZ N 2 2051-05-15 Fixed 2.75000000 N N N N N N FAR EAST HORIZON LTD 549300S9XRGO1ZPUHE62 000000000 1175000.00000000 PA USD 1173127.98000000 0.030269163989 Long DBT CORP HK N 2 2026-10-26 Fixed 4.25000000 N N N N N N KOMMUNINVEST I SVERIGE EV2XZWMLLXF2QRX0CD47 000000000 911550000.00000000 PA 100199597.12000000 2.585359899864 Long DBT NUSS SE N 2 2027-06-15 Fixed 0.50000000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 1530000.00000000 PA 1829576.50000000 0.047206913528 Long DBT CORP NL N 2 2027-05-09 Fixed 3.75000000 N N N N N N LAND NORDRHEIN-WESTFALEN 529900VWPV1LPOHGJ702 000000000 6447000.00000000 PA 3122194.51000000 0.080559171071 Long DBT NUSS DE N 2 2122-01-19 Fixed 1.45000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 2174010000.00000000 PA 99273805.07000000 2.561472521965 Long DBT NUSS CZ N 2 2035-05-30 Fixed 3.50000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 64930000.00000000 PA 15260238.23000000 0.393746173799 Long DBT NUSS RO N 2 2032-02-25 Fixed 6.70000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 156460500.00000000 PA 7794344.45000000 0.201110445210 Long DBT NUSS MX N 2 2053-07-31 Fixed 8.00000000 N N N N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 68998000.00000000 PA 40994064.78000000 1.057732907725 Long DBT NUSS NZ N 2 2034-05-15 Fixed 4.25000000 N N N N N N Norway Government Bonds 549300L0BT3FJTN9MX24 000000000 706457000.00000000 PA 68208073.07000000 1.759911437078 Long DBT NUSS NO N 2 2033-08-15 Fixed 3.00000000 N N N N N N NORTH MACEDONIA 635400RD1N6RVNCE4958 000000000 3902000.00000000 PA 4779018.68000000 0.123308711922 Long DBT NUSS MK N 2 2027-03-13 Fixed 6.96000000 N N N N N N KOMMUNINVEST I SVERIGE EV2XZWMLLXF2QRX0CD47 000000000 416780000.00000000 PA 47969229.41000000 1.237706794324 Long DBT NUSS SE N 2 2029-11-12 Fixed 3.25000000 N N N N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 109000000.00000000 PA 67257796.29000000 1.735392301759 Long DBT NUSS NZ N 2 2030-05-15 Fixed 4.50000000 N N N N N N Netherlands Government Bonds 254900G14ALGVKORFN62 000000000 36017000.00000000 PA 42921738.71000000 1.107470940830 Long DBT NUSS NL N 2 2030-01-15 Fixed 2.50000000 N N N N N N JAPAN GOVT CPI LINKED 353800WZS8AXZXFUC241 000000000 1083983690.00000000 PA 6993165.70000000 0.180438351984 Long DBT NUSS JP N 2 2033-03-10 Fixed 0.01000000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 000000000 74158780000.00000000 PA 51936787.30000000 1.340078114809 Long DBT NUSS KR N 2 2028-09-10 Fixed 3.50000000 N N N N N N PINNACLE BIDCO PLC 2138006Z5V8OBL2A2Q06 000000000 700000.00000000 PA 1009354.43000000 0.026043462679 Long DBT CORP GB N 2 2028-10-11 Fixed 10.00000000 N N N N N N Australia Government Bonds 213800J6B7JSBDETCB42 000000000 98880000.00000000 PA 63514707.40000000 1.638812752579 Long DBT NUSS AU N 2 2054-06-21 Fixed 4.75000000 N N N N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 44458000.00000000 PA 52700257.22000000 1.359777241079 Long DBT NUSS GB N 2 2054-07-31 Fixed 4.38000000 N N N N N N UNITED GROUP BV 213800PC85O8BJ7DU398 000000000 600000.00000000 PA 737160.73000000 0.019020293952 Long DBT CORP NL N 2 2031-02-15 Fixed 6.75000000 N N N N N N UNITED GROUP BV 213800PC85O8BJ7DU398 000000000 1070000.00000000 PA 1267169.85000000 0.032695641606 Long DBT CORP NL N 2 2031-02-15 Floating 6.31000000 N N N N N N Norway Government Bonds 549300L0BT3FJTN9MX24 000000000 562419000.00000000 PA 56373124.29000000 1.454544919925 Long DBT NUSS NO N 2 2034-04-13 Fixed 3.63000000 N N N N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 50943000.00000000 PA 29692779.23000000 0.766136021932 Long DBT NUSS NZ N 2 2054-05-15 Fixed 5.00000000 N N N N N N NEW S WALES TREASURY CRP TC7LRO17HPNPLTAV0H77 000000000 24340000.00000000 PA 16002045.04000000 0.412886346366 Long DBT NUSS AU N 2 2037-02-20 Fixed 4.75000000 N N N N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 19498000.00000000 PA 11702176.35000000 0.301940709803 Long DBT NUSS NZ N 2 2035-05-15 Fixed 4.50000000 N N N N N N IMA INDUSTRIA MACCHINE 815600D86992FDA7B908 000000000 645000.00000000 PA 767037.73000000 0.019791183256 Long DBT CORP IT N 2 2029-04-15 Floating 5.77000000 N N N N N N KOMMUNINVEST I SVERIGE EV2XZWMLLXF2QRX0CD47 000000000 261360000.00000000 PA 30022697.98000000 0.774648618100 Long DBT NUSS SE N 2 2030-06-12 Fixed 3.25000000 N N N N N N BERTRAND FRANCHISE 969500HGPPEHSTNJFW57 000000000 1100000.00000000 PA 1304320.78000000 0.033654213570 Long DBT CORP FR N 2 2030-07-18 Fixed 6.50000000 N N N N N BERTRAND FRANCHISE 969500HGPPEHSTNJFW57 000000000 145000.00000000 PA 171933.20000000 0.004436237405 Long DBT CORP FR N 2 2030-07-18 Fixed 6.50000000 N N N N N N BERTRAND FRANCHISE 969500HGPPEHSTNJFW57 000000000 510000.00000000 PA 592095.78000000 0.015277313786 Long DBT CORP FR N 2 2030-07-18 Floating 5.78000000 N N N N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 66714000.00000000 PA 38954599.81000000 1.005110431166 Long DBT NUSS NZ N 2 2036-05-15 Fixed 4.25000000 N N N N N N Bulgaria Government International Bonds 529900PG0XCL4LICL838 000000000 3518000.00000000 PA USD 3469627.50000000 0.089523671389 Long DBT NUSS BG N 2 2037-03-05 Fixed 5.00000000 N N N N N N UNITED GROUP BV 213800PC85O8BJ7DU398 000000000 560000.00000000 PA 686805.70000000 0.017721028495 Long DBT CORP NL N 2 2031-10-31 Fixed 6.50000000 N N N N N N BANK KB INDONESIA TBK PT 254900AMT6QDVD6GO926 000000000 5746000.00000000 PA USD 5803466.72000000 0.149741621417 Long DBT CORP ID N 2 2027-10-30 Fixed 5.66000000 N N N N N N SAMHALLSBYG HOLD 636700JPED0N9T4ET363 000000000 1200000.00000000 PA 1408813.97000000 0.036350357178 Long DBT CORP SE N 2 2026-08-04 Fixed 2.38000000 N N N N N N Norway Government Bonds 549300L0BT3FJTN9MX24 000000000 484453000.00000000 PA 48617792.53000000 1.254441083994 Long DBT NUSS NO N 2 2035-06-12 Fixed 3.75000000 N N N N N N Palmer Square European Loan Funding 2020-1 DAC 254900YQGLL0XDHT7334 000000000 435000.00000000 PA 513846.08000000 0.013258307299 Long ABS-CBDO CORP IE N 2 2034-10-15 Floating 3.57000000 N N N N N N TREASURY CORP VICTORIA 549300ZJM7BQW1P9UV75 000000000 31304000.00000000 PA 21364974.17000000 0.551261173381 Long DBT NUSS AU N 2 2039-09-15 Fixed 5.50000000 N N N N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 000000000 1090000.00000000 PA 1222751.39000000 0.031549552114 Long DBT CORP GB N 2 2031-07-01 Fixed 8.00000000 N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 000000000 1150000.00000000 PA 1333893.01000000 0.034417239169 Long DBT CORP LU N 2 2030-07-22 Fixed 4.75000000 N N N N N N BOOTS GROUP FINCO LP 254900YVLYOVF1PF1N93 000000000 115000.00000000 PA 140798.63000000 0.003632900155 Long DBT CORP US N 2 2032-08-31 Fixed 5.38000000 N N N N N N BOOTS GROUP FINCO LP 254900YVLYOVF1PF1N93 000000000 205000.00000000 PA 290275.49000000 0.007489716858 Long DBT CORP US N 2 2032-08-31 Fixed 7.38000000 N N N N N N Australia Government Bonds 213800J6B7JSBDETCB42 000000000 49014000.00000000 PA 32443818.80000000 0.837118616590 Long DBT NUSS AU N 2 2036-10-21 Fixed 4.25000000 N N N N N N QUEENSLAND TREASURY CORP 98INKCEEHOU5YJS0HQ88 000000000 20620000.00000000 PA 13880739.02000000 0.358152198953 Long DBT NUSS AU N 2 2038-08-13 Fixed 5.25000000 N N N N N N QUEENSLAND TREASURY CORP 98INKCEEHOU5YJS0HQ88 000000000 23810000.00000000 PA 16099773.27000000 0.415407939807 Long DBT NUSS AU N 2 2036-03-10 Fixed 5.00000000 N N N N N N FORTUNE STAR BVI LTD 2549008CU8NYQQRSNU62 000000000 8250000.00000000 PA USD 8186108.70000000 0.211218785077 Long DBT CORP VG N 2 2029-09-09 Fixed 6.80000000 N N N N N N MEXICO CETES 254900EGTWEU67VP6075 000000000 81757230.00000000 PA 4166456.23000000 0.107503315094 Long DBT NUSS MX N 2 2027-09-02 None 0.00000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 000000000 505000.00000000 PA 599933.93000000 0.015479554506 Long DBT CORP US N 2 2033-02-15 Fixed 6.13000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 73854000.00000000 PA 4987161.11000000 0.128679223455 Long DBT NUSS ZA N 2 2039-03-31 Fixed 9.88000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 4715000.00000000 PA 5770538.84000000 0.148892013005 Long DBT NUSS RO N 2 2033-06-07 Fixed 5.38000000 N N N N N N JAPAN TREASURY DISC BILL 353800WZS8AXZXFUC241 000000000 11791700000.00000000 PA 76193460.84000000 1.965951200898 Long STIV NUSS JP N 2 2026-02-02 None 0.00000000 N N N N N N JAPAN TREASURY DISC BILL 353800WZS8AXZXFUC241 000000000 5951600000.00000000 PA 38451654.72000000 0.992133392287 Long STIV NUSS JP N 2 2026-02-09 None 0.00000000 N N N N N N JAPAN TREASURY DISC BILL 353800WZS8AXZXFUC241 000000000 11890900000.00000000 PA 76813239.35000000 1.981942787218 Long STIV NUSS JP N 2 2026-02-16 None 0.00000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 000000000 9600000.00000000 PA 11047988.88000000 0.285061300099 Long DBT NUSS CO N 2 2034-11-26 Fixed 5.75000000 N N N N N N JAPAN TREASURY DISC BILL 353800WZS8AXZXFUC241 000000000 11183950000.00000000 PA 72195389.08000000 1.862792558526 Long STIV NUSS JP N 2 2026-03-23 None 0.00000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 895.00000000 NC 408733.83000000 0.010546190645 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 5 Year Euro BOBL Futures OEH6 Comdty 2026-03-06 104021128.65000000 EUR 408733.83000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 58.00000000 NC 1346.01000000 0.000034729882 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 2 Year Euro SCHATZ Futures DUH6 Comdty 2026-03-06 6199354.46000000 EUR 1346.01000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 235.00000000 NC 30576.74000000 0.000788944065 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 10 Year Euro BUND Futures RXH6 Comdty 2026-03-06 30094154.45000000 EUR 30576.74000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -126.00000000 NC 58639.69000000 0.001513027072 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 30 Year Euro BUXL Futures UBH6 Comdty 2026-03-06 -13894350.38000000 EUR 58639.69000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 46.00000000 NC 5055.05000000 0.000130430899 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-BTP Italian Bond Futures IKH6 Comdty 2026-03-06 5566795.39000000 EUR 5055.05000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 56.00000000 NC 8334.52000000 0.000215048108 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex Short-term Euro-BTP Futures BTSH6 Comdty 2026-03-06 6016328.72000000 EUR 8334.52000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -292.00000000 NC -261027.00000000 -0.00673504443 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short French Government Bond Futures OATH6 Comdty 2026-03-06 -35383349.01000000 EUR -261027.00000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 192.00000000 NC USD -214416.42000000 -0.00553239364 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USH6 Comdty 2026-03-20 22318416.42000000 USD -214416.42000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -456.00000000 NC USD -26600.64000000 -0.00068635234 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes Futures TYH6 Comdty 2026-03-20 -50967024.36000000 USD -26600.64000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -457.00000000 NC USD 165229.41000000 0.004263265553 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra U.S. Treasury Bond Futures WNH6 Comdty 2026-03-20 -53834166.91000000 USD 165229.41000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 284.00000000 NC USD -157627.32000000 -0.00406711567 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes Futures FVH6 Comdty 2026-03-31 31093658.71000000 USD -157627.32000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -469.00000000 NC USD -25090.82000000 -0.00064739581 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUH6 Comdty 2026-03-31 -97757745.35000000 USD -25090.82000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -684.00000000 NC USD -121161.88000000 -0.00312623079 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYH6 Comdty 2026-03-20 -77961713.12000000 USD -121161.88000000 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 -661.00000000 NC 747134.91000000 0.019277648729 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Short Long Gilt Futures G H6 Comdty 2026-03-27 -60597861.42000000 GBP 747134.91000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 1538.00000000 NC -165231.18000000 -0.00426331122 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 10 Year Australian Bond Futures XMH6 Comdty 2026-03-16 168112827.03000000 AUD -165231.18000000 N N N The Montreal Exchange/Bourse De Montreal 549300DKBYNOI0B1NP44 000000000 -1053.00000000 NC 644429.34000000 0.016627629469 N/A DIR CA N 1 The Montreal Exchange/Bourse De Montreal 549300DKBYNOI0B1NP44 Short Montreal Exchange 10 Year Canadian Bond Futures CNH6 Comdty 2026-03-20 -128374727.21000000 CAD 644429.34000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 1075.00000000 NC 9193.60000000 0.000237214175 N/A DIR GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Put Purchased ICE Futures Europe 549300UF4R84F48NCH34 ICE Futures Europe 549300UF4R84F48NCH34 N/A 1075.00000000 NC N/A 9193.60000000 0.00000000 DIR US Long Three Month SONIA Index SFIM6 Comdty 2026-03-13 1075.00000000 GBP 2500.00000000 96.25000000 GBP 2026-03-13 XXXX -264179.69000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 1075.00000000 NC 9193.60000000 0.000237214175 N/A DIR GB N 3 ICE Futures Europe 549300UF4R84F48NCH34 Put Purchased ICE Futures Europe 549300UF4R84F48NCH34 ICE Futures Europe 549300UF4R84F48NCH34 N/A 1075.00000000 NC N/A 9193.60000000 0.00000000 DIR US Long Three Month SONIA Index SFIM6 Comdty 2026-03-13 1075.00000000 GBP 2500.00000000 95.85000000 GBP 2026-03-13 XXXX -26625.41000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 -2150.00000000 NC -18387.21000000 -0.00047442860 N/A DIR GB N 3 ICE Futures Europe 549300UF4R84F48NCH34 Put Written ICE Futures Europe 549300UF4R84F48NCH34 ICE Futures Europe 549300UF4R84F48NCH34 N/A 2150.00000000 NC N/A -18387.21000000 0.00000000 DIR US Short Three Month SONIA Index SFIM6 Comdty 2026-03-13 2150.00000000 GBP 2500.00000000 96.05000000 GBP 2026-03-13 XXXX 107041.37000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 -127.00000000 NC 1148665.79000000 0.029637988147 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short TSE Japanese 10 Year Bond Futures JBH6 Comdty 2026-03-13 -16892237517.00000000 JPY 1148665.79000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -1462.00000000 NC -35857.36000000 -0.00092519514 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE 3 Year Australian Bond Futures YMH6 Comdty 2026-03-16 -153137173.73000000 AUD -35857.36000000 N N N Korea Exchange (Futures Market) N/A 000000000 1760.00000000 NC -1388175.64000000 -0.03581784494 N/A DIR KR N 1 Korea Exchange (Futures Market) N/A Long KFE 10 Year Treasury Bond Futures KAAH6 Comdty 2026-03-17 197270140023.00000000 KRW -1388175.64000000 N N N Korea Exchange (Futures Market) N/A 000000000 3597.00000000 NC -796364.31000000 -0.02054787056 N/A DIR KR N 1 Korea Exchange (Futures Market) N/A Long KFE 3 Year Treasury Bond Futures KEH6 Comdty 2026-03-17 378615466794.00000000 KRW -796364.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 381820000.00000000 OU Notional Amount 46263.20000000 0.001193687655 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 UBS AG BFM8T61CT2L1QCEMIK50 N/A 1.00000000 NC USD 46263.20000000 0.00000000 DFE AU 251046650.00000000 USD 381820000.00000000 AUD 2026-02-11 1.00000000 0.65750000 AUD 2026-02-11 XXXX -993367.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 -381820000.00000000 OU Notional Amount -9571.70000000 -0.00024696994 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 UBS AG BFM8T61CT2L1QCEMIK50 N/A 1.00000000 NC USD -9571.70000000 0.00000000 DFE US -381820000.00000000 AUD -244364800.00000000 USD 2026-02-11 1.00000000 0.64000000 AUD 2026-02-11 XXXX 192224.03000000 N N N TMF Group Holding B.V. 213800H27OKZZZ2CB779 000000000 560000.00000000 PA 666358.00000000 0.017193434920 Long LON CORP NL N 2 2028-05-03 Floating 5.28000000 N N N N N N MasOrange Finco Plc 549300PONZMYNJTH6970 000000000 1265000.00000000 PA 1499122.31000000 0.038680501884 Long LON CORP GB N 2 2031-03-25 Floating 4.38000000 N N N N N N DK Crown Holdings Inc N/A 000000000 362262.50000000 PA USD 362262.50000000 0.009347132799 Long LON CORP US N 2 2032-03-04 Floating 5.42000000 N N N N N N TECTA AMERICA CORP 54930083ULRH07WCC129 000000000 1243750.23000000 PA USD 1245528.79000000 0.032137256838 Long LON CORP US N 2 2032-02-18 Floating 6.42000000 N N N N N N NEW S WALES TREASURY CRP TC7LRO17HPNPLTAV0H77 000000000 21850000.00000000 PA 12566885.48000000 0.324252020167 Long DBT NUSS AU N 2 2037-11-20 Fixed 3.50000000 N N N N N N TRUST FIBRAUNO N/A 000000000 7186000.00000000 PA USD 6774665.46000000 0.174800587214 Long DBT MX N 2 2050-01-15 Fixed 6.39000000 N N N N N N TREASURY CORP VICTORIA 549300ZJM7BQW1P9UV75 000000000 12535000.00000000 PA 8026871.21000000 0.207110123635 Long DBT NUSS AU N 2 2040-11-20 Fixed 5.00000000 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 000000000 20304000.00000000 PA 13042097.69000000 0.336513492538 Long DBT NUSS AU N 2 2054-06-21 Fixed 4.75000000 N N N N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 48500000.00000000 PA 29034483.82000000 0.749150618755 Long DBT NUSS GB N 2 2051-07-31 Fixed 1.25000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 66015000.00000000 PA 15515241.44000000 0.400325791805 Long DBT NUSS RO N 2 2032-02-25 Fixed 6.70000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 1327160000.00000000 PA 60603319.73000000 1.563692840410 Long DBT NUSS CZ N 2 2035-05-30 Fixed 3.50000000 N N N N N N Australia Government Bonds 213800J6B7JSBDETCB42 000000000 113658000.00000000 PA 40153816.61000000 1.036052741466 Long DBT NUSS AU N 2 2051-06-21 Fixed 1.75000000 N N N N N N Australia Government Bonds 213800J6B7JSBDETCB42 000000000 1459000.00000000 PA 515444.74000000 0.013299556083 Long DBT NUSS AU N 2 2051-06-21 Fixed 1.75000000 N N N N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 261855000.00000000 PA 147004855.33000000 3.793033794341 Long DBT NUSS NZ N 2 2028-05-15 Fixed 0.25000000 N N N N N N Japan Government Thirty Year Bonds 353800WZS8AXZXFUC241 000000000 6111250000.00000000 PA 20877603.22000000 0.538685980000 Long DBT NUSS JP N 2 2051-03-20 Fixed 0.70000000 N N N N N N UNITED KINGDOM I/L GILT ECTRVYYCEF89VWYS6K36 000000000 16460704.41000000 PA 21897231.07000000 0.564994518477 Long DBT NUSS GB N 2 2035-09-22 Fixed 1.13000000 N N N N N N Ontario Gaming GTA LP 894500EC9KLZLOC3V025 000000000 954135.44000000 PA USD 890179.74000000 0.022968505559 Long LON CORP CA N 2 2030-08-01 Floating 7.92000000 N N N N N N Clarios Global LP 549300474L1ZLXZY2P98 000000000 523687.50000000 PA USD 523849.84000000 0.013516425303 Long LON CORP US N 2 2032-01-28 Floating 6.42000000 N N N N N N Banijay Entertainment SAS 969500CE0IE2EZ5VBG13 000000000 365000.00000000 PA 434521.65000000 0.011211570523 Long LON CORP FR N 2 2028-03-01 Floating 5.28000000 N N N N N N Banijay Entertainment SAS 969500CE0IE2EZ5VBG13 000000000 500000.00000000 PA 595513.69000000 0.015365503037 Long LON CORP FR N 2 2032-02-10 Floating 5.28000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857509301 12836643.60000000 NS USD 12836643.60000000 0.331212345819 Long STIV RF US N 1 N N Froneri Lux Finco Sarl 9845005YBZ75E5AA3B94 000000000 825000.00000000 PA 977307.08000000 0.025216573789 Long LON CORP LU N 2 2031-09-30 Floating 4.90000000 N N N N N N Howden Group Holdings Ltd 213800R6D9EVRN5D3117 000000000 1071033.79000000 PA USD 1068806.04000000 0.027577438991 Long LON CORP LU N 2 2031-02-15 Floating 6.42000000 N N N N N N Virgin Media Bristol LLC 213800IQ982XX69LE276 000000000 225000.00000000 PA USD 220617.00000000 0.005692381620 Long LON CORP US N 2 2031-03-31 Floating 7.05000000 N N N N N N Virgin Media Ireland Limited 213800K1R3GMY77CNR32 000000000 1000000.00000000 PA 1173590.89000000 0.030281108038 Long LON CORP IE N 2 2029-07-15 Floating 5.44000000 N N N N N N Zacapa SARL 213800VIVQIJLORBU468 000000000 691480.49000000 PA USD 688887.44000000 0.017774741756 Long LON CORP LU N 2 2029-03-22 Floating 7.42000000 N N N N N N Ziggo BV 213800TQASLF9JXH5J59 000000000 622008.88000000 PA 727949.01000000 0.018782612242 Long LON CORP NL N 2 2029-01-31 Floating 4.94000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 6900000.00000000 NC 852671.20000000 0.022000706505 N/A DIR AD N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 6900000.00000000 OU Notional Amount N/A 852671.20000000 0.02000000 DIR AD N/A N/A 2044-03-22 0.00000000 N/A 0.00000000 N/A 6900000.00000000 EUR 1.00000000 2.60000000 EUR 2034-03-20 XXXX 250618.83000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 6900000.00000000 NC 305052.15000000 0.007870985699 N/A DIR AD N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 6900000.00000000 OU Notional Amount N/A 305052.15000000 0.01000000 DIR AD N/A N/A 2044-03-22 0.00000000 N/A 0.00000000 N/A 6900000.00000000 EUR 1.00000000 2.60000000 EUR 2034-03-20 XXXX -297000.22000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 6900000.00000000 NC 853890.67000000 0.022032171391 N/A DIR AD N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 6900000.00000000 OU Notional Amount N/A 853890.67000000 0.02000000 DIR AD N/A N/A 2044-03-22 0.00000000 N/A 0.00000000 N/A 6900000.00000000 EUR 1.00000000 2.60000000 EUR 2034-03-20 XXXX 242790.42000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 6900000.00000000 NC 306271.63000000 0.007902450842 N/A DIR AD N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 6900000.00000000 OU Notional Amount N/A 306271.63000000 0.01000000 DIR AD N/A N/A 2044-03-22 0.00000000 N/A 0.00000000 N/A 6900000.00000000 EUR 1.00000000 2.60000000 EUR 2034-03-20 XXXX -304828.62000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1034769000.00000000 NC 308822.58000000 0.007968270706 N/A DIR AD N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1034769000.00000000 OU Notional Amount N/A 308822.58000000 0.01000000 DIR AD N/A N/A 2034-03-22 0.00000000 N/A 0.00000000 N/A 1034769000.00000000 JPY 1.00000000 1.23500000 JPY 2029-03-19 XXXX 173413.76000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 6895000.00000000 NC 305363.98000000 0.007879031567 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 6895000.00000000 OU Notional Amount N/A 305363.98000000 0.01000000 DIR US N/A N/A 2044-03-22 0.00000000 N/A 0.00000000 N/A 6895000.00000000 EUR 1.00000000 2.60000000 EUR 2034-03-20 XXXX -298346.28000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 6895000.00000000 NC 852586.20000000 0.021998513327 N/A DIR AD N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 6895000.00000000 OU Notional Amount N/A 852586.20000000 0.02000000 DIR AD N/A N/A 2044-03-22 0.00000000 N/A 0.00000000 N/A 6895000.00000000 EUR 1.00000000 2.60000000 EUR 2034-03-20 XXXX 248875.94000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1034769000.00000000 NC 34592.08000000 0.000892548264 N/A DIR AD N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1034769000.00000000 OU Notional Amount N/A 34592.08000000 0.00000000 DIR AD N/A N/A 2034-03-22 0.00000000 N/A 0.00000000 N/A 1034769000.00000000 JPY 1.00000000 1.23500000 JPY 2029-03-19 XXXX -100816.74000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 995000.00000000 NC 43857.54000000 0.001131616578 N/A DIR AD N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 995000.00000000 OU Notional Amount N/A 43857.54000000 0.00000000 DIR AD N/A N/A 2044-03-22 0.00000000 N/A 0.00000000 N/A 995000.00000000 EUR 1.00000000 2.60000000 EUR 2034-03-20 XXXX -42061.63000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 995000.00000000 NC 122803.74000000 0.003168594226 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 995000.00000000 OU Notional Amount N/A 122803.74000000 0.00000000 DIR US N/A N/A 2044-03-22 0.00000000 N/A 0.00000000 N/A 995000.00000000 EUR 1.00000000 2.60000000 EUR 2034-03-20 XXXX 36992.38000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 2952000.00000000 NC 129987.54000000 0.003353951343 N/A DIR AD N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 2952000.00000000 OU Notional Amount N/A 129987.54000000 0.00000000 DIR AD N/A N/A 2044-03-22 0.00000000 N/A 0.00000000 N/A 2952000.00000000 EUR 1.00000000 2.60000000 EUR 2034-03-20 XXXX -124808.81000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 2952000.00000000 NC 364273.26000000 0.009399014627 N/A DIR AD N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 2952000.00000000 OU Notional Amount N/A 364273.26000000 0.01000000 DIR AD N/A N/A 2044-03-22 0.00000000 N/A 0.00000000 N/A 2952000.00000000 EUR 1.00000000 2.60000000 EUR 2034-03-20 XXXX 109476.91000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 2952000.00000000 NC 364175.29000000 0.009396486795 N/A DIR AD N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 2952000.00000000 OU Notional Amount N/A 364175.29000000 0.01000000 DIR AD N/A N/A 2044-03-22 0.00000000 N/A 0.00000000 N/A 2952000.00000000 EUR 1.00000000 2.60000000 EUR 2034-03-20 XXXX 109859.69000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 2952000.00000000 NC 129889.57000000 0.003351423512 N/A DIR AD N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 2952000.00000000 OU Notional Amount N/A 129889.57000000 0.00000000 DIR AD N/A N/A 2044-03-22 0.00000000 N/A 0.00000000 N/A 2952000.00000000 EUR 1.00000000 2.60000000 EUR 2034-03-20 XXXX -124426.03000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1034770000.00000000 NC 310844.81000000 0.008020448484 N/A DIR AD N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1034770000.00000000 OU Notional Amount N/A 310844.81000000 0.01000000 DIR AD N/A N/A 2034-03-22 0.00000000 N/A 0.00000000 N/A 1034770000.00000000 JPY 1.00000000 1.22625000 JPY 2029-03-19 XXXX 180682.51000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1034770000.00000000 NC 33961.53000000 0.000876278750 N/A DIR AD N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1034770000.00000000 OU Notional Amount N/A 33961.53000000 0.00000000 DIR AD N/A N/A 2034-03-22 0.00000000 N/A 0.00000000 N/A 1034770000.00000000 JPY 1.00000000 1.22625000 JPY 2029-03-19 XXXX -96166.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5490000.00000000 NC 237551.65000000 0.006129331132 N/A DIR AD N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Call Purchased Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 5490000.00000000 OU Notional Amount N/A 237551.65000000 0.01000000 DIR AD N/A N/A 2044-09-20 0.00000000 N/A 0.00000000 N/A 5490000.00000000 EUR 1.00000000 2.49000000 EUR 2034-09-18 XXXX -239961.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5490000.00000000 NC 717407.43000000 0.018510617354 N/A DIR AD N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Purchased Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 5490000.00000000 OU Notional Amount N/A 717407.43000000 0.02000000 DIR AD N/A N/A 2044-09-20 0.00000000 N/A 0.00000000 N/A 5490000.00000000 EUR 1.00000000 2.49000000 EUR 2034-09-18 XXXX 239894.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5490000.00000000 NC 237875.72000000 0.006137692818 N/A DIR AD N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Call Purchased Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 5490000.00000000 OU Notional Amount N/A 237875.72000000 0.01000000 DIR AD N/A N/A 2044-09-20 0.00000000 N/A 0.00000000 N/A 5490000.00000000 EUR 1.00000000 2.49000000 EUR 2034-09-18 XXXX -240775.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5490000.00000000 NC 717731.50000000 0.018518979040 N/A DIR AD N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Purchased Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 5490000.00000000 OU Notional Amount N/A 717731.50000000 0.02000000 DIR AD N/A N/A 2044-09-20 0.00000000 N/A 0.00000000 N/A 5490000.00000000 EUR 1.00000000 2.49000000 EUR 2034-09-18 XXXX 239080.41000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 563684000.00000000 NC 21527.15000000 0.000555445650 N/A DIR AD N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 563684000.00000000 OU Notional Amount N/A 21527.15000000 0.00000000 DIR AD N/A N/A 2029-10-23 0.00000000 N/A 0.00000000 N/A 563684000.00000000 JPY 1.00000000 1.29000000 JPY 2029-10-23 XXXX -48320.81000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 563684000.00000000 NC 175001.01000000 0.004515393341 N/A DIR AD N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 563684000.00000000 OU Notional Amount N/A 175001.01000000 0.00000000 DIR AD N/A N/A 2029-10-23 0.00000000 N/A 0.00000000 N/A 563684000.00000000 JPY 1.00000000 1.29000000 JPY 2029-10-23 XXXX 105153.05000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1104662000.00000000 NC 314478.20000000 0.008114197571 N/A DIR AD N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1104662000.00000000 OU Notional Amount N/A 314478.20000000 0.01000000 DIR AD N/A N/A 2035-01-08 0.00000000 N/A 0.00000000 N/A 1104662000.00000000 JPY 1.00000000 1.44000000 JPY 2030-01-04 XXXX 186615.58000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1104662000.00000000 NC 52320.12000000 0.001349968902 N/A DIR AD N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1104662000.00000000 OU Notional Amount N/A 52320.12000000 0.00000000 DIR AD N/A N/A 2035-01-08 0.00000000 N/A 0.00000000 N/A 1104662000.00000000 JPY 1.00000000 1.44000000 JPY 2030-01-04 XXXX -75542.50000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1414475000.00000000 NC 348757.20000000 0.008998667715 N/A DIR AD N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1414475000.00000000 OU Notional Amount N/A 348757.20000000 0.01000000 DIR AD N/A N/A 2035-09-09 0.00000000 N/A 0.00000000 N/A 1414475000.00000000 JPY 1.00000000 1.77000000 JPY 2030-09-05 XXXX 155168.14000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1414475000.00000000 NC 105472.34000000 0.002721407732 N/A DIR AD N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1414475000.00000000 OU Notional Amount N/A 105472.34000000 0.00000000 DIR AD N/A N/A 2035-09-09 0.00000000 N/A 0.00000000 N/A 1414475000.00000000 JPY 1.00000000 1.77000000 JPY 2030-09-05 XXXX -88116.72000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1178730000.00000000 NC 88050.51000000 0.002271887954 N/A DIR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1178730000.00000000 OU Notional Amount N/A 88050.51000000 0.00000000 DIR US N/A N/A 2035-09-09 0.00000000 N/A 0.00000000 N/A 1178730000.00000000 JPY 1.00000000 1.77000000 JPY 2030-09-05 XXXX -75634.67000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1178730000.00000000 NC 290788.11000000 0.007502943530 N/A DIR AD N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Purchased Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1178730000.00000000 OU Notional Amount N/A 290788.11000000 0.01000000 DIR AD N/A N/A 2035-09-09 0.00000000 N/A 0.00000000 N/A 1178730000.00000000 JPY 1.00000000 1.77000000 JPY 2030-09-05 XXXX 127102.93000000 N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 000000000 4650000.00000000 PA USD 4590915.57000000 0.118455256902 Long DBT CORP IN N 2 2027-08-04 Fixed 4.20000000 N N N N N N JSW STEEL LTD 335800EK6HZSC4CVAJ09 000000000 9530000.00000000 PA USD 9457508.91000000 0.244023578849 Long DBT CORP IN N 2 2027-04-05 Fixed 3.95000000 N N N N N N 2026-02-24 HARTFORD MUTUAL FUNDS, INC William Zook William Zook Assistant Treasurer XXXX