U.S. Treasury Inflation Linked Bonds

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Mortgage Pass-Through Certificates N/A Mellon Residential Funding Corp. 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Mortgage Loan Trust N/A Structured Asset Securities Corp. Mortgage Loan Trust, Series 2005-7XS, Class 2A1A 86359B7K1 1811.11000000 PA USD 1786.22000000 0.002224204606 Long ABS-O CORP US N 2 2035-04-25 Floating 6.95729160 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2007-4CB, Class 1A35 02148FBX2 28159.23130000 PA USD 23613.95000000 0.029404136309 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Linked Notes 91282CHP9 600000.00000000 PA USD 591209.68000000 0.736175439441 Long DBT UST US N 2 2033-07-15 Fixed 1.37500000 N N N N N N Morgan Stanley Mortgage Loan Trust N/A Morgan Stanley Mortgage Loan Trust, Series 2006-8AR, Class 5A4 61749LAP6 3426.56000000 PA USD 3373.21000000 0.004200327630 Long ABS-MBS CORP US N 2 2036-06-25 Variable 7.03521000 N N N N N N N/A N/A Euro-Schatz N/A -33.00000000 NC -24443.29000000 -0.03043683208 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Schatz 2024-03-07 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