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N/A Y 2027-09-15 0.000000000000 MXN 0.000000000000 MXN 6280000 MXN 2592.01 N N N IRS_CCP AUD RCV BBSW6M PAY 3.3365% 21-SEP-2027 N/A 000000000 200000 OU NOTIONAL 1903.97 0.0005170530 N/A DIR CORP AU N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 AUD 0.000000000000 AUD 200000 AUD 1903.97 N N N OIS_CCP GBP RCV SONIA1D PAY 2.2485% 21-SEP-2027 N/A 000000000 200000 OU NOTIONAL -1211.58 -0.0003290236 N/A DIR CORP GB N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 GBP 0.000000000000 GBP 200000 GBP -1211.58 N N N IRS_CCP HKD RCV 3.1% PAY HIBOR3M 21-SEP-2027 N/A 000000000 2000000 OU NOTIONAL 340.56 0.0000924844 N/A DIR CORP HK N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 HKD 0.000000000000 HKD 2000000 HKD 340.56 N N N IRS_CCP HKD RCV 3.094% PAY HIBOR3M 21-SEP-2027 N/A 000000000 2000000 OU NOTIONAL 269.61 0.0000732168 N/A DIR CORP HK N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 HKD 0.000000000000 HKD 2000000 HKD 269.61 N N N IRS_CCP ZAR RCV 7.5375% PAY JIBAR3M 21-SEP-2027 N/A 000000000 5970000 OU NOTIONAL -4590.12 -0.0012465192 N/A DIR CORP ZA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 ZAR 0.000000000000 ZAR 5970000 ZAR -4590.12 N N N IRS_CCP PLN RCV WIBOR6M PAY 5.995% 21-SEP-2027 N/A 000000000 1050000 OU NOTIONAL 4044.04 0.0010982226 N/A DIR CORP PL N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 PLN 0.000000000000 PLN 1050000 PLN 4044.04 N N N OIS_CCP USD RCV SOFR1D PAY 2.683% 21-SEP-2027 N/A 000000000 250000 OU NOTIONAL USD 1641.38 0.0004457425 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 USD 0.000000000000 USD 250000 USD 1641.38 N N N IRS KRW RCV 2.965% PAY KWCDC3M 21-SEP-2027 N/A 000000000 347140000 OU NOTIONAL -1940.45 -0.0005269597 N/A DIR CORP KR N 2 CITIBANK, N.A. N/A Y 2027-09-21 0.000000000000 KRW 0.000000000000 KRW 347140000 KRW -1940.45 N N N IRS KRW RCV 2.985% PAY KWCDC3M 21-SEP-2027 N/A 000000000 347140000 OU NOTIONAL -1680.26 -0.0004563010 N/A DIR CORP KR N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 KRW 0.000000000000 KRW 347140000 KRW -1680.26 N N N IRS_CCP ZAR RCV 7.66% PAY JIBAR3M 21-SEP-2027 N/A 000000000 4620000 OU NOTIONAL -2093.47 -0.0005685147 N/A DIR CORP ZA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 ZAR 0.000000000000 ZAR 4620000 ZAR -2093.47 N N N IRS KRW RCV 3.0625% PAY KWCDC3M 21-SEP-2027 N/A 000000000 663980000 OU NOTIONAL -1285.29 -0.0003490407 N/A DIR CORP KR N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 KRW 0.000000000000 KRW 663980000 KRW -1285.29 N N N OIS_CCP SGD RCV SIBCS1D PAY 2.455% 21-SEP-2027 N/A 000000000 520000 OU NOTIONAL -696.51 -0.0001891482 N/A DIR CORP SG N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 SGD 0.000000000000 SGD 520000 SGD -696.51 N N N IRS_CCP EUR RCV 1.5375% PAY EURIB6M 21-SEP-2027 N/A 000000000 380000 OU NOTIONAL -1163.64 -0.0003160047 N/A DIR CORP XX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 EUR 0.000000000000 EUR 380000 EUR -1163.64 N N N IRS_CCP CAD RCV CDOR3M PAY 3.1875% 21-SEP-2027 N/A 000000000 200000 OU NOTIONAL 460.34 0.0001250126 N/A DIR CORP CA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 CAD 0.000000000000 CAD 200000 CAD 460.34 N N N IRS KRW RCV 2.969% PAY KWCDC3M 21-SEP-2027 N/A 000000000 396265000 OU NOTIONAL -2155.64 -0.0005853979 N/A DIR CORP KR N 2 BANK OF AMERICA, N.A. N/A Y 2027-09-21 0.000000000000 KRW 0.000000000000 KRW 396265000 KRW -2155.64 N N N RPI_CCP EUR RCV CPTFE1D PAY 2.05195% 15-FEB-2032 N/A 000000000 350000 OU NOTIONAL 43593.18 0.0118384130 N/A DIR CORP XX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2032-02-15 0.000000000000 EUR 529.240000000000 EUR 350000 EUR 43073.13 N N N RPI_CCP GBP RCV RPI1D PAY 4.435% 15-FEB-2032 N/A 000000000 410000 OU NOTIONAL 18567.08 0.0050421823 N/A DIR CORP GB N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2032-02-15 0.000000000000 GBP 193.880000000000 GBP 410000 GBP 18376.46 N N N RPI_CCP USD RCV CPI1D PAY 2.687% 25-FEB-2032 N/A 000000000 1140000 OU NOTIONAL USD 64655.55 0.0175582306 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2032-02-25 0.000000000000 USD 0.000000000000 USD 1140000 USD 64655.55 N N N IRS_CCP SEK RCV 1.33% PAY STBOR3M 21-SEP-2027 N/A 000000000 43030000 OU NOTIONAL -215042.38 -0.0583981374 N/A DIR CORP SE N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 -2641.410000000000 SEK 0.000000000000 SEK 43030000 SEK -212470.06 N N N IRS_CCP EUR RCV 0.652% PAY EURIB6M 21-SEP-2027 N/A 000000000 3030000 OU NOTIONAL -146152.51 -0.0396900107 N/A DIR CORP XX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 EUR 1392.560000000000 EUR 3030000 EUR -147509.84 N N N IRS_CCP MXN RCV TIIE28D PAY 8.3775% 15-SEP-2027 N/A 000000000 7060000 OU NOTIONAL 11206.12 0.0030431980 N/A DIR CORP MX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-15 0.000000000000 MXN 0.000000000000 MXN 7060000 MXN 11206.12 N N N IRS_CCP CAD RCV CDOR3M PAY 2.22044% 21-SEP-2027 N/A 000000000 3750000 OU NOTIONAL 138191.11 0.0375279674 N/A DIR CORP CA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 CAD 5042.790000000000 CAD 3750000 CAD 133280.02 N N N IRS_CCP HKD RCV 2.069% PAY HIBOR3M 21-SEP-2027 N/A 000000000 8946000 OU NOTIONAL -53007.69 -0.0143950712 N/A DIR CORP HK N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 HKD 0.000000000000 HKD 8946000 HKD -53007.69 N N N IRS_CCP HKD RCV 2.0565% PAY HIBOR3M 21-SEP-2027 N/A 000000000 7041780 OU NOTIONAL -42245.11 -0.0114723234 N/A DIR CORP HK N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 HKD 0.000000000000 HKD 7041780 HKD -42245.11 N N N OIS_CCP USD RCV SOFR1D PAY 1.857% 21-SEP-2027 N/A 000000000 380000 OU NOTIONAL USD 17018.95 0.0046217633 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 USD 0.000000000000 USD 380000 USD 17018.95 N N N IRS_CCP MXN RCV TIIE28D PAY 8.86% 15-SEP-2027 N/A 000000000 6770000 OU NOTIONAL 4507.42 0.0012240607 N/A DIR CORP MX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-15 0.000000000000 MXN 0.000000000000 MXN 6770000 MXN 4507.42 N N N IRS_CCP MXN RCV TIIE28D PAY 8.855% 15-SEP-2027 N/A 000000000 9050000 OU NOTIONAL 6111.82 0.0016597608 N/A DIR CORP MX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-15 0.000000000000 MXN 0.000000000000 MXN 9050000 MXN 6111.82 N N N IRS_CCP SEK RCV 1.91% PAY STBOR3M 21-SEP-2027 N/A 000000000 12520000 OU NOTIONAL -27736.15 -0.0075321874 N/A DIR CORP SE N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 SEK 0.000000000000 SEK 12520000 SEK -27736.15 N N N IRS_CCP EUR RCV 0.98006% PAY EURIB6M 21-SEP-2027 N/A 000000000 740000 OU NOTIONAL -23309.65 -0.0063301017 N/A DIR CORP XX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 -2330.080000000000 EUR 0.000000000000 EUR 740000 EUR -21021.99 N N N IRS_CCP EUR RCV 1.04683% PAY EURIB6M 21-SEP-2027 N/A 000000000 700000 OU NOTIONAL -19665.31 -0.0053404239 N/A DIR CORP XX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 -1697.180000000000 EUR 0.000000000000 EUR 700000 EUR -17998.23 N N N IRS_CCP CAD RCV CDOR3M PAY 2.889% 21-SEP-2027 N/A 000000000 290000 OU NOTIONAL 3760.12 0.0010211197 N/A DIR CORP CA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 CAD 0.000000000000 CAD 290000 CAD 3760.12 N N N OIS_CCP SGD RCV SIBCS1D PAY 2.1975% 21-SEP-2027 N/A 000000000 330000 OU NOTIONAL 2450.25 0.0006654039 N/A DIR CORP SG N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 SGD 0.000000000000 SGD 330000 SGD 2450.25 N N N IRS_CCP CAD RCV CDOR3M PAY 2.852% 21-SEP-2027 N/A 000000000 740000 OU NOTIONAL 10572.95 0.0028712507 N/A DIR CORP CA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 CAD 0.000000000000 CAD 740000 CAD 10572.95 N N N IRS_CCP CAD RCV CDOR3M PAY 2.829% 21-SEP-2027 N/A 000000000 390000 OU NOTIONAL 5892.70 0.0016002553 N/A DIR CORP CA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 CAD 0.000000000000 CAD 390000 CAD 5892.70 N N N IRS_CCP EUR RCV 1.015% PAY EURIB6M 21-SEP-2027 N/A 000000000 460000 OU NOTIONAL -13669.86 -0.0037122653 N/A DIR CORP XX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 EUR 779.370000000000 EUR 460000 EUR -14434.65 N N N IRS_CCP SEK RCV 1.79916% PAY STBOR3M 21-SEP-2027 N/A 000000000 3880000 OU NOTIONAL -10658.47 -0.0028944750 N/A DIR CORP SE N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 -160.720000000000 SEK 0.000000000000 SEK 3880000 SEK -10500.79 N N N OIS_CCP USD RCV SOFR1D PAY 2.277% 21-SEP-2027 N/A 000000000 490000 OU NOTIONAL USD 12422.58 0.0033735468 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 USD 0.000000000000 USD 490000 USD 12422.58 N N N IRS_CCP HKD RCV 2.5435% PAY HIBOR3M 21-SEP-2027 N/A 000000000 2260000 OU NOTIONAL -7050.99 -0.0019148071 N/A DIR CORP HK N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 HKD 0.000000000000 HKD 2260000 HKD -7050.99 N N N IRS_CCP PLN RCV WIBOR6M PAY 5.13% 21-SEP-2027 N/A 000000000 1110000 OU NOTIONAL 13113.98 0.0035613073 N/A DIR CORP PL N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 PLN 0.000000000000 PLN 1110000 PLN 13113.98 N N N IRS_CCP CAD RCV CDOR3M PAY 2.822% 21-SEP-2027 N/A 000000000 1100000 OU NOTIONAL 16895.54 0.0045882494 N/A DIR CORP CA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 CAD 0.000000000000 CAD 1100000 CAD 16895.54 N N N IRS_CCP HKD RCV 2.48% PAY HIBOR3M 21-SEP-2027 N/A 000000000 3220000 OU NOTIONAL -11254.98 -0.0030564667 N/A DIR CORP HK N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 HKD 0.000000000000 HKD 3220000 HKD -11254.98 N N N IRS_CCP ZAR RCV 7.675% PAY JIBAR3M 21-SEP-2027 N/A 000000000 2225000 OU NOTIONAL -922.21 -0.0002504406 N/A DIR CORP ZA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 ZAR 0.000000000000 ZAR 2225000 ZAR -922.21 N N N IRS_CCP ZAR RCV 7.63% PAY JIBAR3M 21-SEP-2027 N/A 000000000 2225000 OU NOTIONAL -1180.26 -0.0003205181 N/A DIR CORP ZA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 ZAR 0.000000000000 ZAR 2225000 ZAR -1180.26 N N N IRS_CCP ZAR RCV 7.615% PAY JIBAR3M 21-SEP-2027 N/A 000000000 4720000 OU NOTIONAL -2686.24 -0.0007294907 N/A DIR CORP ZA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 ZAR 0.000000000000 ZAR 4720000 ZAR -2686.24 N N N IRS_CCP HKD RCV 2.297% PAY HIBOR3M 21-SEP-2027 N/A 000000000 1224000 OU NOTIONAL -5602.60 -0.0015214741 N/A DIR CORP HK N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 HKD 0.000000000000 HKD 1224000 HKD -5602.60 N N N IRS_CCP HKD RCV 2.3075% PAY HIBOR3M 21-SEP-2027 N/A 000000000 1836000 OU NOTIONAL -8289.94 -0.0022512635 N/A DIR CORP HK N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 HKD 0.000000000000 HKD 1836000 HKD -8289.94 N N N IRS_CCP SEK RCV 1.642% PAY STBOR3M 21-SEP-2027 N/A 000000000 3090000 OU NOTIONAL -10817.78 -0.0029377381 N/A DIR CORP SE N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 SEK 0.000000000000 SEK 3090000 SEK -10817.78 N N N IRS_CCP EUR RCV 0.906% PAY EURIB6M 21-SEP-2027 N/A 000000000 280000 OU NOTIONAL -9877.74 -0.0026824555 N/A DIR CORP XX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 EUR 0.000000000000 EUR 280000 EUR -9877.74 N N N OIS_CCP GBP RCV SONIA1D PAY 1.8878% 21-SEP-2027 N/A 000000000 310000 OU NOTIONAL 4669.84 0.0012681684 N/A DIR CORP GB N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 GBP 0.000000000000 GBP 310000 GBP 4669.84 N N N OIS_CCP USD RCV SOFR1D PAY 1.9755% 21-SEP-2027 N/A 000000000 420000 OU NOTIONAL USD 16507.43 0.0044828520 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 USD 0.000000000000 USD 420000 USD 16507.43 N N N IRS_CCP ZAR RCV 7.52% PAY JIBAR3M 21-SEP-2027 N/A 000000000 4440000 OU NOTIONAL -3614.02 -0.0009814439 N/A DIR CORP ZA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 ZAR 0.000000000000 ZAR 4440000 ZAR -3614.02 N N N IRS_CCP HKD RCV 2.3% PAY HIBOR3M 21-SEP-2027 N/A 000000000 2350000 OU NOTIONAL -10714.95 -0.0029098130 N/A DIR CORP HK N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 HKD 0.000000000000 HKD 2350000 HKD -10714.95 N N N IRS_CCP EUR RCV 0.8795% PAY EURIB6M 21-SEP-2027 N/A 000000000 490000 OU NOTIONAL -17948.43 -0.0048741782 N/A DIR CORP XX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 EUR 0.000000000000 EUR 490000 EUR -17948.43 N N N OIS_CCP GBP RCV SONIA1D PAY 1.8258% 21-SEP-2027 N/A 000000000 150000 OU NOTIONAL 2804.20 0.0007615246 N/A DIR CORP GB N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 GBP 0.000000000000 GBP 150000 GBP 2804.20 N N N IRS_CCP PLN RCV WIBOR6M PAY 4.853% 21-SEP-2027 N/A 000000000 9410000 OU NOTIONAL 135168.73 0.0367071926 N/A DIR CORP PL N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 PLN 0.000000000000 PLN 9410000 PLN 135168.73 N N N IRS_CCP ZAR RCV 7.4% PAY JIBAR3M 21-SEP-2027 N/A 000000000 3770000 OU NOTIONAL -4234.65 -0.0011499857 N/A DIR CORP ZA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 ZAR 0.000000000000 ZAR 3770000 ZAR -4234.65 N N N IRS KRW RCV 2.915% PAY KWCDC3M 21-SEP-2027 N/A 000000000 381460000 OU NOTIONAL -2847.10 -0.0007731747 N/A DIR CORP KR N 2 CITIBANK, N.A. N/A Y 2027-09-21 0.000000000000 KRW 0.000000000000 KRW 381460000 KRW -2847.10 N N N OIS_CCP USD RCV SOFR1D PAY 2.341% 21-SEP-2027 N/A 000000000 320000 OU NOTIONAL USD 7165.02 0.0019457738 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2027-09-21 0.000000000000 USD 0.000000000000 USD 320000 USD 7165.02 N N N 2022-05-24 Morningstar Funds Trust Marc Peirce Marc Peirce Director Mutual Fund Compliance