NPORT-P false 0000810893 XXXXXXXX S000023224 C000067743 C000067744 C000067746 C000067747 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Global Core Asset Allocation Fund S000023224 YB8LA59EIUIEOFQSLY54 2025-03-31 2025-03-31 N 419468398.130000 133579588.860000 285888809.270000 0.000000 1601296.480000 10596960.840000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 6232500.000000 0.000000 0.000000 6306051.020000 COP CLP EUR USD INR THB PLN CAD MXN SGD CNY ILS AUD PEN ZAR BRL MYR JPY HUF KRW GBP SEK CZK EGP N 60% MSCI ACWI Net Total Return Index USD Unhedged, 40% Bloomberg Global Aggregate Index USD Hedged NDUEACWF, LEGATRUH N/A N/A 000000000 1.000000 NC 1276.570000 0.0004465 N/A DFE NO N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 9509675.050000 NOK 905177.930000 USD 2025-04-02 1276.570000 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H08 N/A 38383KYE6 167662.190000 PA USD 168790.590000 0.0590406 Long ABS-MBS USGSE US N 2 2074-05-20 Floating 5.19436 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2023-P4 N/A 14687NAD2 1911000.000000 PA USD 1985899.730000 0.694641 Long ABS-O CORP US N 2 2029-09-10 Fixed 6.16 N N N N N N N/A N/A 000000000 1.000000 NC 149.500000 0.0000523 N/A DFE TH N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1688625.000000 THB 50000.000000 USD 2025-04-24 149.500000 N N N UMBS PASS THRU POOLS N/A 01F022642 -5000000.000000 PA USD -4158350.950000 -1.45453 Short ABS-MBS USGSE US N 2 2055-04-15 Fixed 2.5 N N N N N N N/A N/A 000000000 1.000000 NC 2976.140000 0.001041 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2029-04-03 2980.040000 ZAR 0.000000 ZAR 1400000.000000 ZAR -3.900000 N N N N/A N/A 000000000 1.000000 NC -1154.410000 -0.0004038 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 302743.000000 USD 5027047515.000000 IDR 2025-04-16 -1154.410000 N N N N/A N/A 000000000 1.000000 NC 24479.710000 0.0085627 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2035-06-18 34540.500000 JPY 0.000000 JPY 480000000.000000 JPY -10060.790000 N N N N/A N/A 000000000 1.000000 NC USD -5755.630000 -0.0020132 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2055-03-20 0.000000 USD -12031.500000 USD 8900000.000000 USD 6275.870000 N N N N/A N/A 000000000 1.000000 NC 11823.900000 0.0041358 N/A DFE KR N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 650799874.000000 KRW 454977.000000 USD 2025-06-12 11823.900000 N N N N/A N/A 000000000 1.000000 NC -3.250000 -0.0000011 N/A DFE TH N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 421.780000 USD 14151.800000 THB 2025-05-19 -3.250000 N N N N/A N/A 000000000 1.000000 NC -1627.220000 -0.0005692 N/A DFE JP N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 314763.000000 USD 46967235.000000 JPY 2025-04-02 -1627.220000 N N N GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A N/A 36361UAL4 229145.580000 PA USD 229413.540000 0.0802457 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.65359 N N N N N N N/A N/A 000000000 1.000000 NC -175.880000 -0.0000615 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 430000.000000 USD 7166835800.000000 IDR 2025-04-23 -175.880000 N N N N/A N/A 000000000 1.000000 NC -147.800000 -0.0000517 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 390000.000000 CNY 53809.610000 USD 2025-06-18 -147.800000 N N N N/A N/A 000000000 -47.000000 NC USD 14367.390000 0.0050255 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A Corn 2025-07-14 -1088637.500000 USD 14367.390000 N N N N/A N/A 000000000 1.000000 NC -63.830000 -0.0000223 N/A DFE ID N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 3273.000000 USD 53477608.000000 IDR 2025-04-10 -63.830000 N N N N/A N/A 000000000 1.000000 NC 7896.530000 0.0027621 N/A DFE DK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 265535.000000 USD 1886581.880000 DKK 2025-04-02 7896.530000 N N N N/A N/A 000000000 1.000000 NC -901.290000 -0.0003153 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 1359079.950000 CNY 187896.000000 USD 2025-08-20 -901.290000 N N N N/A N/A 000000000 1.000000 NC USD 28998.620000 0.0101433 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2034-06-20 69578.290000 USD 0.000000 USD 3146000.000000 USD -40579.670000 N N N N/A N/A 000000000 1.000000 NC 542.920000 0.0001899 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1804750.000000 TWD 54894.000000 USD 2025-04-25 542.920000 N N N N/A N/A 000000000 1.000000 NC -966.030000 -0.0003379 N/A DFE HU N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 82857.710000 USD 30527000.000000 HUF 2025-04-16 -966.030000 N N N N/A N/A 000000000 1.000000 NC 1308.180000 0.0004576 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 6618633.000000 TWD 202349.000000 USD 2025-08-20 1308.180000 N N N ING INVESTMENT MANAGEMENT CLO LTD 2012-4A N/A 92916GBE3 68041.950000 PA USD 68100.090000 0.0238205 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 5.56359 N N N N N N N/A N/A 000000000 -10.000000 NC USD 28300.970000 0.0098993 N/A DCO US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short N/A Lean Hogs 2025-06-13 -381100.000000 USD 28300.970000 N N N N/A N/A 000000000 1.000000 NC 201.020000 0.0000703 N/A DFE CL N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 50000.000000 USD 47667950.000000 CLP 2025-04-03 201.020000 N N N N/A N/A 000000000 1.000000 NC 0.020000 0 N/A DFE CO N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 16697.290000 COP 4.000000 USD 2025-04-30 0.020000 N N N UMBS PASS THRU POOLS N/A 01F020653 2100000.000000 PA USD 1669351.260000 0.583916 Long ABS-MBS USGSE US N 2 2055-05-13 Fixed 2 N N N N N N N/A N/A 000000000 1.000000 NC -433.190000 -0.0001515 N/A DFE TW N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 86960.860000 USD 2873187.000000 TWD 2025-04-25 -433.190000 N N N N/A N/A 000000000 1.000000 NC 3625.830000 0.0012683 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 8318772.000000 TWD 255624.000000 USD 2025-07-16 3625.830000 N N N N/A N/A 000000000 1.000000 NC 7118.890000 0.0024901 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1300000.000000 BRL 234931.280000 USD 2025-04-02 7118.890000 N N N N/A N/A 000000000 1.000000 NC 342.940000 0.00012 N/A DFE TW N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 2851621.000000 TWD 86960.860000 USD 2025-08-20 342.940000 N N N N/A N/A 000000000 1.000000 NC -64530.740000 -0.022572 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL -18742.860000 BRL 3200000.000000 BRL -45787.880000 N N N N/A N/A 000000000 1.000000 NC -1044.360000 -0.0003653 N/A DFE IL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 61576.460000 USD 225000.000000 ILS 2025-04-16 -1044.360000 N N N ELEVATION CLO LTD 2017-8A N/A 28622VAN0 46371.580000 PA USD 46363.360000 0.0162173 Long ABS-CBDO CORP KY N 2 2030-10-25 Floating 5.51168 N N N N N N N/A N/A 000000000 1.000000 NC -821.850000 -0.0002875 N/A DFE CN N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 198510.000000 USD 1432448.160000 CNY 2025-05-12 -821.850000 N N N N/A N/A 000000000 1.000000 NC 817.990000 0.0002861 N/A DFE ZA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2742000.000000 ZAR 150204.670000 USD 2025-04-16 817.990000 N N N N/A N/A 000000000 1.000000 NC 80778.450000 0.0282552 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2029-09-18 20773.050000 JPY 0.000000 JPY 740000000.000000 JPY 60005.400000 N N N N/A N/A 000000000 -4.000000 NC USD -6010.820000 -0.0021025 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short N/A Platinum 2025-07-29 -205500.000000 USD -6010.820000 N N N N/A N/A 000000000 1.000000 NC 2935.820000 0.0010269 N/A DFE GB N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 2059554.330000 GBP 2663184.580000 USD 2025-05-02 2935.820000 N N N CHASE FUNDING MTGE LN ASSET-BKD 2003-6 N/A 161546HA7 5484846.160000 PA USD 5391085.460000 1.88573 Long ABS-MBS CORP US N 2 2034-11-25 Variable 5.85 N N N N N N N/A N/A 000000000 35.000000 NC -39968.730000 -0.0139805 N/A DIR DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Long N/A GERMANY GOVT 2025-06-06 4457820.120000 EUR -39968.730000 N N N N/A N/A 000000000 1.000000 NC 19340.080000 0.0067649 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2030-01-23 0.000000 CLP 0.000000 CLP 1344000000.000000 CLP 19340.080000 N N N N/A N/A 000000000 1.000000 NC -118126.560000 -0.0413191 N/A DIR CA N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A CANADIAN ON REPO RATE CORRA Y 2029-12-18 0.000000 CAD -92306.040000 CAD 4400000.000000 CAD -25820.520000 N N N N/A N/A 000000000 1.000000 NC -707.730000 -0.0002476 N/A DFE KR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 104042.000000 USD 152109388.000000 KRW 2025-04-28 -707.730000 N N N RESIDENTIAL ASSET MORTGAGE PROD 2006-NC3 N/A 76112B4P2 445460.730000 PA USD 437447.560000 0.153013 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.94459 N N N N N N N/A N/A 000000000 1.000000 NC 4542.780000 0.001589 N/A DFE ID N 2 UBS AG BFM8T61CT2L1QCEMIK50 19707023035.000000 IDR 1186937.680000 USD 2025-04-14 4542.780000 N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 2267104.440000 PA USD 22067994.600000 7.71908 Long STIV RF US N 1 N N N N/A N/A 000000000 1.000000 NC 1110.200000 0.0003883 N/A DFE ID N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 6618376759.000000 IDR 398985.820000 USD 2025-04-08 1110.200000 N N N N/A N/A 000000000 1.000000 NC USD -2193.680000 -0.0007673 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long N/A Nickel 2025-07-14 95735.760000 USD -2193.680000 N N N N/A N/A 000000000 1.000000 NC 5065.870000 0.001772 N/A DFE TW N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 13844470.000000 TWD 422000.000000 USD 2025-04-25 5065.870000 N N N N/A N/A 000000000 1.000000 NC 108.810000 0.0000381 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 345512835.000000 IDR 20824.000000 USD 2025-04-30 108.810000 N N N N/A N/A 000000000 3.000000 NC USD -8484.890000 -0.0029679 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long N/A Aluminum 2025-05-19 189706.500000 USD -8484.890000 N N N STRUCTURED ASSET SEC CORP 2006-WF1 N/A 863576FN9 100000.000000 PA USD 98216.320000 0.0343547 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.22959 N N N N N N SUNAC CHINA HOLDINGS LIMITED 549300OLARYHDXP3WK18 ACI2L7N56 16018.000000 PA USD 1842.070000 0.0006443 Long DBT CORP KY N 2 2025-09-30 Fixed 6 N N Y N N N N/A N/A 000000000 1.000000 NC 1076.020000 0.0003764 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 505000.000000 CAD 352018.940000 USD 2025-04-02 1076.020000 N N N N/A N/A 000000000 1.000000 NC -85.100000 -0.0000298 N/A DFE TH N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 20855.000000 USD 702287.950000 THB 2025-05-19 -85.100000 N N N N/A N/A 000000000 1.000000 NC 3345.020000 0.00117 N/A DFE TW N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 8563742.000000 TWD 262764.000000 USD 2025-07-16 3345.020000 N N N N/A N/A 000000000 4.000000 NC 49.910000 0.0000175 N/A DIR DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Long N/A GERMANY GOVT 2025-06-06 462601.630000 EUR 49.910000 N N N N/A N/A 000000000 1.000000 NC -1033.640000 -0.0003616 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 4061704.560000 TRY 101265.400000 USD 2025-05-08 -1033.640000 N N N N/A N/A 000000000 1.000000 NC -9920.020000 -0.0034699 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2030-06-18 0.000000 JPY -10461.780000 JPY 440000000.000000 JPY 541.760000 N N N UMBS PASS THRU POOLS N/A 01F042657 100000.000000 PA USD 95611.590000 0.0334436 Long ABS-MBS USGSE US N 2 2055-05-13 Fixed 4.5 N N N N N N N/A N/A 000000000 1.000000 NC USD 890.550000 0.0003115 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-08-22 0.000000 USD -2238.380000 USD 705000.000000 USD 3128.930000 N N N N/A N/A 000000000 1.000000 NC 3415.750000 0.0011948 N/A DFE ZA N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 15477911.380000 ZAR 846666.560000 USD 2025-04-16 3415.750000 N N N N/A N/A 000000000 1.000000 NC USD 717.260000 0.0002509 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2025-12-20 0.000000 USD -13927.950000 USD 1350000.000000 USD 14645.210000 N N N N/A N/A 000000000 1.000000 NC 2241.780000 0.0007841 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 558000.000000 EUR 605607.000000 USD 2025-04-02 2241.780000 N N N N/A N/A 000000000 1.000000 NC -5240.190000 -0.0018329 N/A DFE BR N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 4803023.540000 BRL 836443.090000 USD 2025-04-02 -5240.190000 N N N N/A N/A 000000000 1.000000 NC -1495.510000 -0.0005231 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 202349.000000 USD 6669423.000000 TWD 2025-04-25 -1495.510000 N N N N/A N/A 000000000 1.000000 NC USD -124953.040000 -0.0437069 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2052-11-15 0.000000 USD -80943.410000 USD 4260000.000000 USD -44009.630000 N N N N/A N/A 000000000 1.000000 NC -1592.930000 -0.0005572 N/A DFE SE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 4975000.000000 SEK 493343.300000 USD 2025-04-02 -1592.930000 N N N N/A N/A 000000000 1.000000 NC 1383.620000 0.000484 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 299647.510000 USD 45000000.000000 JPY 2025-05-02 1383.620000 N N N N/A N/A 000000000 1.000000 NC -2237.770000 -0.0007827 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 251532.000000 USD 8277918.000000 TWD 2025-04-25 -2237.770000 N N N N/A N/A 000000000 1.000000 NC -2087.330000 -0.0007301 N/A DFE JP N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 338134.000000 USD 50403640.000000 JPY 2025-04-02 -2087.330000 N N N N/A N/A 000000000 1.000000 NC -989.100000 -0.000346 N/A DFE PL N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 145665.000000 USD 561853.210000 PLN 2025-06-13 -989.100000 N N N N/A N/A 000000000 1.000000 NC -141.540000 -0.0000495 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 708167.340000 TRY 16706.000000 USD 2025-06-25 -141.540000 N N N N/A N/A 000000000 1.000000 NC 72.230000 0.0000253 N/A DFE JP N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 33359.000000 USD 4997508.000000 JPY 2025-05-02 72.230000 N N N N/A N/A 000000000 1.000000 NC -2495.590000 -0.0008729 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 310376.000000 USD 46178982.000000 JPY 2025-04-02 -2495.590000 N N N N/A N/A 000000000 1.000000 NC USD 16378.380000 0.0057289 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-10-12 0.000000 USD -2251.500000 USD 570000.000000 USD 18629.880000 N N N N/A N/A 000000000 1.000000 NC -3874.150000 -0.0013551 N/A DFE CZ N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 1534765.250000 CZK 62636.270000 USD 2025-04-17 -3874.150000 N N N N/A N/A 000000000 1.000000 NC -69.870000 -0.0000244 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 399060.330000 USD 2864654.580000 CNY 2025-05-08 -69.870000 N N N N/A N/A 000000000 -20.000000 NC 14325.760000 0.005011 N/A DE DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Short N/A STOXX EUROPE 600 PRICE INDEX EUR 2025-06-20 -572007.530000 EUR 14325.760000 N N N N/A N/A 000000000 -11.000000 NC USD 4637.890000 0.0016223 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A Soybeans 2025-11-14 -560587.500000 USD 4637.890000 N N N N/A N/A 000000000 -8.000000 NC USD 13045.840000 0.0045633 N/A DE US N 1 ICE FUTURES US 5493004R83R1LVX2IL36 Short MSCI EMERGING MARKETS INDEX N/A N/A 2025-06-20 -444320.000000 USD 13045.840000 N N N N/A N/A 000000000 1.000000 NC -10353.570000 -0.0036215 N/A DFE ID N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 569036.000000 USD 9315403838.000000 IDR 2025-04-23 -10353.570000 N N N N/A N/A 000000000 1.000000 NC 79.160000 0.0000277 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 222766588.000000 IDR 13430.000000 USD 2025-05-08 79.160000 N N N SUNAC CHINA HOLDINGS LIMITED 549300OLARYHDXP3WK18 ACI2L7QV6 48521.000000 PA USD 5858.910000 0.0020494 Long DBT CORP KY N 2 2029-09-30 Fixed 7 N N Y N N N N/A N/A 000000000 1.000000 NC -1232.480000 -0.0004311 N/A DFE DK N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 2024740.110000 DKK 292223.000000 USD 2025-04-02 -1232.480000 N N N N/A N/A 000000000 1.000000 NC -2442.380000 -0.0008543 N/A DFE KR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 120015.000000 USD 172607973.000000 KRW 2025-06-18 -2442.380000 N N N N/A N/A 000000000 1.000000 NC -16280.260000 -0.0056946 N/A DFE AU N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 1331251.420000 USD 2103947.000000 AUD 2025-05-02 -16280.260000 N N N CARVANA AUTO RECEIVABLES TRUST 2024-N2 N/A 14687VAB8 99648.210000 PA USD 99999.840000 0.0349786 Long ABS-O CORP US N 2 2027-08-10 Fixed 5.9 N N N N N N N/A N/A 000000000 1.000000 NC 3676.500000 0.001286 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 55479.260000 USD 2521310.450000 TRY 2025-07-08 3676.500000 N N N N/A N/A 000000000 -3.000000 NC USD -173.500000 -0.0000607 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short N/A Zinc 2025-07-14 -214151.250000 USD -173.500000 N N N STRUCTURED ASSET MTG INV INC 2005-AR5 N/A 86359LPF0 5939.410000 PA USD 5808.930000 0.0020319 Long ABS-MBS CORP US N 2 2035-07-19 Floating 4.93126 N N N N N N N/A N/A 000000000 1.000000 NC -44.210000 -0.0000155 N/A DFE KR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 7987.000000 USD 11691886.000000 KRW 2025-04-28 -44.210000 N N N N/A N/A 000000000 1.000000 NC -540.200000 -0.000189 N/A DFE JP N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 14050044.000000 JPY 93133.000000 USD 2025-04-02 -540.200000 N N N N/A N/A 000000000 1.000000 NC 1588.190000 0.0005555 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 SONIA O/N Deposit Rates Swap N/A N/A Y 2033-10-20 0.000000 GBP -512.440000 GBP 95000.000000 GBP 2100.630000 N N N N/A N/A 000000000 1.000000 NC 2883.700000 0.0010087 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 533000.000000 EUR 579216.430000 USD 2025-04-02 2883.700000 N N N OCP EURO CLO 2020-4 DAC 20-4A N/A ACI1ZTQK9 432934.870000 PA 468012.210000 0.163704 Long ABS-CBDO CORP IE N 2 2034-09-22 Floating 3.584 N N N N N N N/A N/A 000000000 1.000000 NC -1616.540000 -0.0005654 N/A DFE ID N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 253713.000000 USD 4193444578.000000 IDR 2025-04-08 -1616.540000 N N N N/A N/A 000000000 1.000000 NC 607.620000 0.0002125 N/A DFE CN N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 5466000.000000 CNY 759919.830000 USD 2025-08-20 607.620000 N N N N/A N/A 000000000 1.000000 NC -139.960000 -0.000049 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 112310.400000 TRY 2749.000000 USD 2025-04-21 -139.960000 N N N N/A N/A 000000000 1.000000 NC 96629.210000 0.0337996 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2034-04-29 56506.520000 EUR 0.000000 EUR 3540000.000000 EUR 40122.690000 N N N N/A N/A 000000000 1.000000 NC 17451.270000 0.0061042 N/A DFE KR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 933355965.000000 KRW 653007.000000 USD 2025-06-12 17451.270000 N N N N/A N/A 000000000 34.000000 NC USD -23930.590000 -0.0083706 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A Soybean Meal 2025-07-14 1017960.000000 USD -23930.590000 N N N N/A N/A 000000000 1.000000 NC -2861.940000 -0.0010011 N/A DFE ID N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 201451.000000 USD 3311250087.000000 IDR 2025-04-23 -2861.940000 N N N N/A N/A 000000000 1.000000 NC 186.350000 0.0000652 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 710560902.000000 IDR 42903.000000 USD 2025-04-08 186.350000 N N N N/A N/A 000000000 1.000000 NC USD 34554.400000 0.0120867 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-08-21 0.000000 USD -5400.000000 USD 1500000.000000 USD 39954.400000 N N N N/A N/A 000000000 8.000000 NC 10662.870000 0.0037297 N/A DIR CA N 1 THE MONTREAL EXCHANGE / BOURSE DE MONTREAL 549300DKBYNOI0B1NP44 Long N/A CANADA GOVT 2025-06-19 690177.550000 CAD 10662.870000 N N N N/A N/A 000000000 1.000000 NC -1281.080000 -0.0004481 N/A DFE NO N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 905177.930000 USD 9509488.400000 NOK 2025-05-02 -1281.080000 N N N N/A N/A 000000000 1.000000 NC -3746.920000 -0.0013106 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 513000.000000 USD 16765547.000000 TWD 2025-08-20 -3746.920000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TM0 2050000.000000 PA USD 1913066.400000 0.669165 Long DBT UST US N 2 2042-11-15 Fixed 4 N N N N N N N/A N/A 000000000 1.000000 NC 28603.050000 0.010005 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8337047180.000000 COP 2001692.000000 USD 2025-06-18 28603.050000 N N N FREDDIE MAC REMICS 5426 N/A 3137HCXU1 266847.250000 PA USD 268140.180000 0.0937918 Long ABS-MBS USGSE US N 2 2050-03-15 Floating 5.22859 N N N N N N N/A N/A 000000000 2.000000 NC USD -5087.200000 -0.0017794 N/A DCO US N 1 ICE FUTURES US 5493004R83R1LVX2IL36 Long N/A Cocoa 2025-07-16 157760.000000 USD -5087.200000 N N N AES CORPORATION 2NUNNB7D43COUIRE5295 00130H105 32200.000000 NS USD 399924.000000 0.139888 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC 34.120000 0.0000119 N/A DFE ID N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 237369301.000000 IDR 14304.000000 USD 2025-04-08 34.120000 N N N N/A N/A 000000000 1.000000 NC -466.490000 -0.0001632 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 50000.000000 USD 825953500.000000 IDR 2025-04-24 -466.490000 N N N N/A N/A 000000000 1.000000 NC 8718.940000 0.0030498 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 9983790.040000 TRY 250207.760000 USD 2025-06-10 8718.940000 N N N N/A N/A 000000000 1.000000 NC -48.040000 -0.0000168 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1238453.060000 CNY 171294.830000 USD 2025-06-18 -48.040000 N N N UMBS PASS THRU POOLS N/A 01F020646 -8100000.000000 PA USD -6438609.890000 -2.25214 Short ABS-MBS USGSE US N 2 2055-04-15 Fixed 2 N N N N N N N/A N/A 000000000 1.000000 NC -949.370000 -0.0003321 N/A DFE HU N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 100098.200000 USD 36960000.000000 HUF 2025-04-16 -949.370000 N N N N/A N/A 000000000 1.000000 NC 177.860000 0.0000622 N/A DFE ID N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 663111537.000000 IDR 40042.000000 USD 2025-04-08 177.860000 N N N N/A N/A 000000000 1.000000 NC 41.570000 0.0000145 N/A DFE ID N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 150719140.000000 IDR 9074.000000 USD 2025-05-09 41.570000 N N N N/A N/A 000000000 1.000000 NC USD -16220.750000 -0.0056738 N/A DE US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A MSCI ACWI NET TOTAL RETURN USD INDEX Y 2025-11-03 0.000000 USD 0.000000 USD 374768.000000 USD -16220.750000 N N N N/A N/A 000000000 1.000000 NC -2252.910000 -0.000788 N/A DFE BR N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 2105942.010000 BRL 366793.000000 USD 2025-04-02 -2252.910000 N N N N/A N/A 000000000 1.000000 NC 2336.350000 0.0008172 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4775663.000000 TWD 147397.000000 USD 2025-08-20 2336.350000 N N N N/A N/A 000000000 1.000000 NC -439.580000 -0.0001538 N/A DFE PL N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 219143.000000 USD 849341.290000 PLN 2025-06-13 -439.580000 N N N N/A N/A 000000000 20.000000 NC -53891.110000 -0.0188504 N/A DIR DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Long N/A FRANCE GOVT 2025-06-06 2653293.150000 EUR -53891.110000 N N N CLARITEV CORPORATION N/A 62548MAA8 618675.000000 PA USD 371604.050000 0.129982 Long DBT CORP US N 2 2031-03-31 Fixed 6.75 N N Y N N N SUNAC CHINA HOLDINGS LIMITED 549300OLARYHDXP3WK18 ACI2L7PT2 16057.000000 PA USD 1846.560000 0.0006459 Long DBT CORP KY N 2 2026-09-30 Fixed 6.25 N N Y N N N N/A N/A 000000000 37.000000 NC USD 56619.990000 0.0198049 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2025-06-18 4355015.630000 USD 56619.990000 N N N N/A N/A 000000000 1.000000 NC 710.230000 0.0002484 N/A DFE CN N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 1427068.540000 CNY 198510.000000 USD 2025-07-16 710.230000 N N N WASHINGTON MUTUAL 2005-AR2 N/A 92922FC97 917104.310000 PA USD 897359.050000 0.313884 Long ABS-MBS CORP US N 2 2045-01-25 Floating 5.09459 N N N N N N N/A N/A 000000000 1.000000 NC -28.580000 -0.00001 N/A DFE PH N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 79332.820000 USD 4546563.910000 PHP 2025-05-21 -28.580000 N N N N/A N/A 000000000 1.000000 NC -1378.910000 -0.0004823 N/A DFE TW N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 149918.000000 USD 4932302.000000 TWD 2025-04-25 -1378.910000 N N N N/A N/A 000000000 1.000000 NC -3135.030000 -0.0010966 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 795362.620000 USD 1140000.000000 CAD 2025-04-02 -3135.030000 N N N N/A N/A 000000000 1.000000 NC 83.350000 0.0000292 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2865253.170000 CNY 399060.330000 USD 2025-04-09 83.350000 N N N KKR CLO LTD 18 N/A 48251JAL7 52070.180000 PA USD 52102.540000 0.0182248 Long ABS-CBDO CORP KY N 2 2030-07-18 Floating 5.49478 N N N N N N N/A N/A 000000000 1.000000 NC -101202.020000 -0.0353991 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2029-11-13 0.000000 COP -5107.900000 COP 12616100000.000000 COP -96094.120000 N N N N/A N/A 000000000 1.000000 NC -4139.140000 -0.0014478 N/A DFE PL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 730326.000000 USD 2820168.460000 PLN 2025-06-13 -4139.140000 N N N N/A N/A 000000000 1.000000 NC 3282.940000 0.0011483 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3679693.000000 TWD 114099.000000 USD 2025-04-25 3282.940000 N N N PIMCO FUNDS 549300F9QJIJF2GM8419 000000000 6523580.180000 PA USD 63865849.970000 22.3394 Long STIV RF US N 1 N N N N/A N/A 000000000 -28.000000 NC 80365.570000 0.0281108 N/A DIR DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Short N/A GERMANY GOVT 2025-06-06 -3900507.450000 EUR 80365.570000 N N N N/A N/A 000000000 1.000000 NC 2598.660000 0.000909 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 4316938.430000 TRY 110774.520000 USD 2025-05-12 2598.660000 N N N N/A N/A 000000000 1.000000 NC 729.540000 0.0002552 N/A DFE ID N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 821305000.000000 IDR 50000.000000 USD 2025-04-17 729.540000 N N N N/A N/A 000000000 1.000000 NC 540.470000 0.000189 N/A DFE JP N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 93133.000000 USD 14002891.000000 JPY 2025-05-02 540.470000 N N N N/A N/A 000000000 1.000000 NC 165.320000 0.0000578 N/A DFE CO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 50000.000000 USD 210437500.000000 COP 2025-04-25 165.320000 N N N N/A N/A 000000000 1.000000 NC -2650.830000 -0.0009272 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 1975831.080000 CNY 270710.000000 USD 2025-06-18 -2650.830000 N N N N/A N/A 000000000 3.000000 NC USD 52572.960000 0.0183893 N/A DCO US N 1 COMMODITY EXCHANGE INC. N/A Long N/A Gold 2025-06-26 945090.000000 USD 52572.960000 N N N N/A N/A 000000000 1.000000 NC 18478.920000 0.0064637 N/A DFE IL N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 3111323.270000 ILS 855523.000000 USD 2025-04-16 18478.920000 N N N N/A N/A 000000000 1.000000 NC 46520.900000 0.0162724 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2028-12-19 45951.110000 EUR 0.000000 EUR 2107000.000000 EUR 569.790000 N N N N/A N/A 000000000 1.000000 NC 2370.830000 0.0008293 N/A DFE JP N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 636735.000000 USD 95537502.000000 JPY 2025-05-02 2370.830000 N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12 N/A 07387AGE9 25737.030000 PA USD 23662.410000 0.0082768 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.5265 N N N N N N N/A N/A 000000000 -7.000000 NC USD 7012.780000 0.002453 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A Kansas Wheat 2025-07-14 -199500.000000 USD 7012.780000 N N N N/A N/A 000000000 1.000000 NC -10585.710000 -0.0037027 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2029-10-01 0.000000 CLP -1033.960000 CLP 326500000.000000 CLP -9551.750000 N N N N/A N/A 000000000 6.000000 NC -4916.290000 -0.0017197 N/A DE JP N 1 OSAKA SECURITIES EXCHANGE 3538001249AILNPRUX57 Long N/A TOKYO STOCK EXCHANGE TOKYO STOCK PRICE INDEX TOPIX 2025-06-12 1064870.990000 JPY -4916.290000 N N N N/A N/A 000000000 1.000000 NC -2962.590000 -0.0010363 N/A DFE GB N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 2663390.530000 USD 2059554.330000 GBP 2025-04-02 -2962.590000 N N N N/A N/A 000000000 1.000000 NC 705.290000 0.0002467 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 50124.240000 USD 4352987.990000 INR 2025-04-28 705.290000 N N N CIFC FUNDING LTD 2017-4A N/A 12551JAL0 160875.030000 PA USD 161038.050000 0.0563289 Long ABS-CBDO CORP KY N 2 2030-10-24 Floating 5.50825 N N N N N N N/A N/A 000000000 1.000000 NC 2208.340000 0.0007724 N/A DFE PL N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 959168.390000 PLN 249123.000000 USD 2025-06-20 2208.340000 N N N N/A N/A 000000000 1.000000 NC 2788.670000 0.0009754 N/A DFE TW N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3822253.000000 TWD 117898.000000 USD 2025-04-25 2788.670000 N N N N/A N/A 000000000 1.000000 NC 6669.890000 0.002333 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2027-06-18 7414.900000 JPY 0.000000 JPY 510000000.000000 JPY -745.010000 N N N N/A N/A 000000000 1.000000 NC USD 25518.810000 0.0089261 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-10-03 0.000000 USD -3297.630000 USD 851000.000000 USD 28816.440000 N N N N/A N/A 000000000 1.000000 NC -1588.510000 -0.0005556 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 100391.980000 USD 3280810.000000 TWD 2025-04-25 -1588.510000 N N N N/A N/A 000000000 1.000000 NC 41330.350000 0.0144568 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5820652.760000 CAD 4092250.610000 USD 2025-05-02 41330.350000 N N N N/A N/A 000000000 1.000000 NC 198.970000 0.0000696 N/A DFE CL N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 50000.000000 USD 47666000.000000 CLP 2025-04-03 198.970000 N N N N/A N/A 000000000 1.000000 NC -11519.340000 -0.0040293 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2028-11-08 0.000000 EUR -741.220000 EUR 312000.000000 EUR -10778.120000 N N N N/A N/A 000000000 1.000000 NC -8279.050000 -0.0028959 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 13929410159.000000 COP 3322063.000000 USD 2025-04-03 -8279.050000 N N N N/A N/A 000000000 8.000000 NC USD 18314.830000 0.0064063 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A Brent Oil 2025-10-31 569120.000000 USD 18314.830000 N N N MADISON PARK FUNDING XXXV LTD N/A 55819MAN6 233857.120000 PA USD 233883.030000 0.0818091 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 5.54478 N N N N N N N/A N/A 000000000 1.000000 NC USD -26384.980000 -0.0092291 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-10-29 0.000000 USD -3130.000000 USD 1000000.000000 USD -23254.980000 N N N N/A N/A 000000000 1.000000 NC 424.580000 0.0001485 N/A DFE CO N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 207353000.000000 COP 50000.000000 USD 2025-04-03 424.580000 N N N N/A N/A 000000000 1.000000 NC 2083.940000 0.0007289 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4434963.000000 TWD 136431.000000 USD 2025-07-16 2083.940000 N N N SEGOVIA EUROPEAN CLO 6-2019 DAC 19-6A N/A ACI1YTXT3 272345.710000 PA 294718.620000 0.103089 Long ABS-CBDO CORP IE N 2 2032-07-20 Floating 3.624 N N N N N N N/A N/A 000000000 1.000000 NC USD 5907.630000 0.0020664 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 FORD MOTOR CREDIT COMPANY LLC FORD MOTOR CREDIT CO LLC Y Single Leg Swap 2025-06-20 19935.890000 USD 0.000000 USD 500000.000000 USD -14028.260000 N N N N/A N/A 000000000 1.000000 NC -4268.040000 -0.0014929 N/A DFE CN N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 2695557.770000 CNY 368668.660000 USD 2025-06-18 -4268.040000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797NP8 324000.000000 PA USD 321548.850000 0.112473 Long DBT UST US N 2 2025-06-05 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 202.810000 0.0000709 N/A DFE ID N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 564455610.000000 IDR 34030.000000 USD 2025-05-09 202.810000 N N N N/A N/A 000000000 1.000000 NC -4654.130000 -0.001628 N/A DFE AU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 517031.160000 USD 820000.000000 AUD 2025-04-02 -4654.130000 N N N N/A N/A 000000000 1.000000 NC -40.850000 -0.0000143 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 245377.270000 USD 1400000.000000 BRL 2025-04-02 -40.850000 N N N MEXICO GOVT 254900EGTWEU67VP6075 ACI0TJTX9 481734.620000 PA 22808.390000 0.0079781 Long DBT NUSS MX N 2 2028-11-30 Fixed 4 N N N N N N N/A N/A 000000000 1.000000 NC -2699.300000 -0.0009442 N/A DFE AU N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 944000.000000 AUD 587159.130000 USD 2025-04-02 -2699.300000 N N N N/A N/A 000000000 1.000000 NC -460.330000 -0.000161 N/A DFE TH N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3982097.010000 THB 116927.000000 USD 2025-04-03 -460.330000 N N N N/A N/A 000000000 1.000000 NC 3742.080000 0.0013089 N/A DFE NZ N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 549246.000000 NZD 315819.200000 USD 2025-05-02 3742.080000 N N N N/A N/A 000000000 1.000000 NC 124552.160000 0.0435666 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2669841.000000 USD 11687762945.700000 COP 2025-04-03 124552.160000 N N N N/A N/A 000000000 1.000000 NC 150.170000 0.0000525 N/A DFE ID N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 493668060.000000 IDR 29748.000000 USD 2025-04-30 150.170000 N N N N/A N/A 000000000 1.000000 NC 113.840000 0.0000398 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 349028.000000 USD 2004537.610000 BRL 2025-05-05 113.840000 N N N N/A N/A 000000000 1.000000 NC -119747.360000 -0.041886 N/A DIR PL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2029-03-21 0.000000 PLN -35809.730000 PLN 34300000.000000 PLN -83937.630000 N N N N/A N/A 000000000 1.000000 NC 0.080000 0 N/A DFE CO N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 62614.850000 COP 15.000000 USD 2025-04-30 0.080000 N N N FREDDIE MAC REMICS 5426 N/A 3137HCXW7 140022.680000 PA USD 140497.020000 0.0491439 Long ABS-MBS USGSE US N 2 2049-04-15 Floating 5.22859 N N N N N N N/A N/A 000000000 1.000000 NC 265.600000 0.0000929 N/A DFE CA N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 71475.960000 CAD 50000.000000 USD 2025-04-28 265.600000 N N N N/A N/A 000000000 1.000000 NC USD 32889.770000 0.0115044 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-09-16 0.000000 USD -3174.550000 USD 734000.000000 USD 36064.320000 N N N N/A N/A 000000000 1.000000 NC 483.940000 0.0001693 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 184553.000000 USD 1340777.550000 CNY 2025-05-12 483.940000 N N N N/A N/A 000000000 1.000000 NC 10162.910000 0.0035548 N/A DFE CL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 759631607.000000 CLP 809790.000000 USD 2025-06-09 10162.910000 N N N N/A N/A 000000000 1.000000 NC 100.890000 0.0000353 N/A DFE ID N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 494679492.000000 IDR 29748.000000 USD 2025-05-08 100.890000 N N N N/A N/A 000000000 1.000000 NC 602.610000 0.0002108 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 231000.000000 EUR 250382.840000 USD 2025-04-02 602.610000 N N N N/A N/A 000000000 1.000000 NC USD 204780.800000 0.0716295 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2025-06-21 115525.130000 USD 0.000000 USD 19700000.000000 USD 89255.670000 N N N N/A N/A 000000000 1.000000 NC 715.370000 0.0002502 N/A DFE CO N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 508475877.000000 COP 121849.000000 USD 2025-04-30 715.370000 N N N N/A N/A 000000000 1.000000 NC 3517.040000 0.0012302 N/A DFE TW N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 8377558.000000 TWD 257296.000000 USD 2025-07-16 3517.040000 N N N N/A N/A 000000000 1.000000 NC -435.810000 -0.0001524 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 156621.740000 USD 2598041344.000000 IDR 2025-04-08 -435.810000 N N N N/A N/A 000000000 1.000000 NC -701.640000 -0.0002454 N/A DFE CN N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 503000.000000 CNY 68889.580000 USD 2025-06-18 -701.640000 N N N N/A N/A 000000000 1.000000 NC 4.030000 0.0000014 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 90807149.000000 IDR 5446.000000 USD 2025-05-09 4.030000 N N N N/A N/A 000000000 1.000000 NC 58.230000 0.0000204 N/A DFE IN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 15184.000000 USD 1305328.640000 INR 2025-04-28 58.230000 N N N N/A N/A 000000000 1.000000 NC -8289.250000 -0.0028995 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 471913.000000 USD 7730406853.000000 IDR 2025-04-23 -8289.250000 N N N N/A N/A 000000000 1.000000 NC USD 19747.110000 0.0069073 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2029-06-15 18151.130000 USD 0.000000 USD 200000.000000 USD 1595.980000 N N N N/A N/A 000000000 1.000000 NC 10830.200000 0.0037883 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2028-10-09 0.000000 EUR -634.080000 EUR 268000.000000 EUR 11464.280000 N N N N/A N/A 000000000 1.000000 NC 1122.040000 0.0003925 N/A DFE JP N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 892182.000000 USD 133536627.000000 JPY 2025-05-02 1122.040000 N N N N/A N/A 000000000 1.000000 NC USD 6658.920000 0.0023292 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-01-08 0.000000 USD -3653.650000 USD 803000.000000 USD 10312.570000 N N N N/A N/A 000000000 1.000000 NC 654.640000 0.000229 N/A DFE KR N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 72679500.000000 KRW 50000.000000 USD 2025-04-17 654.640000 N N N N/A N/A 000000000 1.000000 NC USD -28187.320000 -0.0098595 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-11-15 0.000000 USD 0.000000 USD 2800000.000000 USD -28187.320000 N N N N/A N/A 000000000 1.000000 NC USD 32884.480000 0.0115025 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2027-06-18 44373.920000 USD 0.000000 USD 4600000.000000 USD -11489.440000 N N N N/A N/A 000000000 1.000000 NC -1653.130000 -0.0005782 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 1498893.860000 CNY 205205.000000 USD 2025-05-12 -1653.130000 N N N N/A N/A 000000000 1.000000 NC -1056.170000 -0.0003694 N/A DFE TH N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 295937.000000 USD 9970739.000000 THB 2025-05-19 -1056.170000 N N N N/A N/A 000000000 1.000000 NC USD -3329.850000 -0.0011647 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.43 Y Single Leg Swap 2034-12-20 0.000000 USD -9563.590000 USD 1200000.000000 USD 6233.740000 N N N N/A N/A 000000000 1.000000 NC 784.800000 0.0002745 N/A DFE CA N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 245000.000000 CAD 171294.110000 USD 2025-05-02 784.800000 N N N COUNTRYWIDE ALTERNATIVE LOAN 2005-23CB N/A 12667GLF8 274747.080000 PA USD 208571.390000 0.0729554 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.73459 N N N N N N N/A N/A 000000000 1.000000 NC 2622.060000 0.0009172 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 635357.100000 USD 3640596.180000 BRL 2025-04-02 2622.060000 N N N N/A N/A 000000000 1.000000 NC 45.760000 0.000016 N/A DFE ID N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 177939153.000000 IDR 10710.000000 USD 2025-05-08 45.760000 N N N N/A N/A 000000000 1.000000 NC 3882.600000 0.0013581 N/A DCR N/A N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A ITRAXX EUROPE SERIES 43 Y Single Leg Swap 2030-06-20 4378.200000 EUR 0.000000 EUR 200000.000000 EUR -495.600000 N N N N/A N/A 000000000 1.000000 NC 11584.510000 0.0040521 N/A DFE CO N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 3624969500.000000 COP 869488.650000 USD 2025-06-18 11584.510000 N N N N/A N/A 000000000 30000000.000000 NC USD 1473003.000000 0.515236 N/A DIR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Call Purchased MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.42700 03/22/45-10Y LCH 2055-03-22 0.000000 USD 0.000000 USD N/A USD N/A 3.430000 USD 2045-03-20 XXXX -1643247.000000 N N N N/A N/A 000000000 6.000000 NC USD -694.320000 -0.0002429 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long N/A Nickel 2025-05-19 569532.960000 USD -694.320000 N N N GOVERNMENT NATL MTGE ASSOC 2021-H16 N/A 38382YGB3 2099322.550000 PA USD 2107961.260000 0.737336 Long ABS-MBS USGSE US N 2 2071-09-20 Floating 5.24436 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 025537101 3600.000000 NS USD 393372.000000 0.137596 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC -19805.680000 -0.0069278 N/A DFE BR N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 4863913.880000 BRL 821732.000000 USD 2025-06-03 -19805.680000 N N N N/A N/A 000000000 1.000000 NC -253.220000 -0.0000886 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 328935.600000 TRY 8208.000000 USD 2025-04-21 -253.220000 N N N N/A N/A 000000000 1.000000 NC 13715.410000 0.0047975 N/A DFE IL N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 2135733.230000 ILS 588295.000000 USD 2025-04-16 13715.410000 N N N IMPAC CMB TRUST 2005-2 N/A 45254NNB9 68885.780000 PA USD 66149.750000 0.0231383 Long ABS-MBS CORP US N 2 2035-04-25 Floating 5.07959 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-76 N/A 12668BDE0 78663.090000 PA USD 71507.050000 0.0250122 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.63529 N N N N N N N/A N/A 000000000 1.000000 NC 2175.010000 0.0007608 N/A DFE TW N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 4415187.000000 TWD 135923.000000 USD 2025-07-16 2175.010000 N N N N/A N/A 000000000 1.000000 NC 12047.870000 0.0042142 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 618817.200000 USD 3600000.000000 BRL 2025-04-02 12047.870000 N N N BEAR STEARNS ADJ RATE MTGE TR 2003-5 N/A 07384MWN8 26066.930000 PA USD 24138.870000 0.0084434 Long ABS-MBS CORP US N 2 2033-08-25 Floating 5.26 N N N N N N N/A N/A 000000000 1.000000 NC -2385.990000 -0.0008346 N/A DFE PL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 678891.000000 USD 2626493.500000 PLN 2025-06-06 -2385.990000 N N N N/A N/A 000000000 1.000000 NC USD 12369.210000 0.0043266 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-09-04 0.000000 USD -1905.000000 USD 508000.000000 USD 14274.210000 N N N SOUND POINT CLO XVI LTD 2017-2A N/A 83610KAJ2 26594.300000 PA USD 26580.270000 0.0092974 Long ABS-CBDO CORP KY N 2 2030-07-25 Floating 5.54168 N N N N N N N/A N/A 000000000 1.000000 NC -9231.480000 -0.003229 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2034-03-04 0.000000 EUR -24783.060000 EUR 660000.000000 EUR 15551.580000 N N N N/A N/A 000000000 1.000000 NC 6164.250000 0.0021562 N/A DFE DK N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 162016.120000 USD 1160385.700000 DKK 2025-04-02 6164.250000 N N N N/A N/A 000000000 1.000000 NC 12962.130000 0.004534 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2029-03-13 0.000000 MXN -5262.570000 MXN 13700000.000000 MXN 18224.700000 N N N N/A N/A 000000000 1.000000 NC -8524.300000 -0.0029817 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2033-12-22 0.000000 EUR -1211.680000 EUR 337000.000000 EUR -7312.620000 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H08 N/A 38383KYQ9 131215.830000 PA USD 130668.580000 0.0457061 Long ABS-MBS USGSE US N 2 2074-05-20 Floating 4.99436 N N N N N N N/A N/A 000000000 1.000000 NC 3124.850000 0.001093 N/A DFE SE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 13273527.420000 SEK 1326039.870000 USD 2025-05-02 3124.850000 N N N N/A N/A 000000000 1.000000 NC 90834.350000 0.0317726 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2034-10-01 0.000000 EUR -12659.020000 EUR 3500000.000000 EUR 103493.370000 N N N N/A N/A 000000000 1.000000 NC -5170.480000 -0.0018086 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2033-12-08 0.000000 EUR -571.360000 EUR 151000.000000 EUR -4599.120000 N N N N/A N/A 000000000 1.000000 NC 105806.560000 0.0370097 N/A DFE NO N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1780229.000000 USD 19842414.280000 NOK 2025-04-02 105806.560000 N N N N/A N/A 000000000 1.000000 NC 1340.320000 0.0004688 N/A DFE TW N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 4891450.000000 TWD 149918.000000 USD 2025-08-20 1340.320000 N N N SOUND POINT CLO IX LTD 2015-2A N/A 83609GBN4 478379.650000 PA USD 478636.670000 0.167421 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.76478 N N N N N N N/A N/A 000000000 1.000000 NC -2956.740000 -0.0010342 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2029-01-03 0.000000 EUR -327.230000 EUR 169000.000000 EUR -2629.510000 N N N N/A N/A 000000000 -3.000000 NC USD 9045.180000 0.0031639 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short N/A Aluminum 2025-05-19 -189706.500000 USD 9045.180000 N N N N/A N/A 000000000 1.000000 NC 3106.350000 0.0010866 N/A DFE SG N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 839037.100000 SGD 627599.000000 USD 2025-04-02 3106.350000 N N N N/A N/A 000000000 1.000000 NC -6402.420000 -0.0022395 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2028-12-29 0.000000 EUR -407.990000 EUR 253000.000000 EUR -5994.430000 N N N N/A N/A 000000000 1.000000 NC -2320.460000 -0.0008117 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1430062.390000 CNY 195532.000000 USD 2025-06-18 -2320.460000 N N N N/A N/A 000000000 1.000000 NC 1371.250000 0.0004796 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3312090.620000 BRL 581783.000000 USD 2025-04-02 1371.250000 N N N N/A N/A 000000000 1.000000 NC -12176.090000 -0.004259 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 11160307.700000 BRL 1943559.560000 USD 2025-04-02 -12176.090000 N N N N/A N/A 000000000 1.000000 NC USD 12844.420000 0.0044928 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-09-04 0.000000 USD -1924.050000 USD 508000.000000 USD 14768.470000 N N N N/A N/A 000000000 11.000000 NC USD -14587.080000 -0.0051024 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long N/A Lead 2025-05-19 551111.000000 USD -14587.080000 N N N N/A N/A 000000000 1.000000 NC -148.120000 -0.0000518 N/A DFE KR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 21995.000000 USD 32158898.000000 KRW 2025-04-28 -148.120000 N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587107 6400.000000 NS USD 588480.000000 0.205842 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC 62.360000 0.0000218 N/A DFE ID N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 226095320.000000 IDR 13612.000000 USD 2025-05-09 62.360000 N N N N/A N/A 000000000 1.000000 NC 14192.900000 0.0049645 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 178571.430000 USD 1100000.000000 BRL 2025-04-02 14192.900000 N N N N/A N/A 000000000 1.000000 NC 935.090000 0.0003271 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3613244.000000 TWD 109750.000000 USD 2025-04-25 935.090000 N N N ALLIANCE BANCORP TRUST 2007-OA1 N/A 01852TAA1 169597.920000 PA USD 149479.030000 0.0522857 Long ABS-MBS CORP US N 2 2037-07-25 Floating 4.91459 N N N N N N N/A N/A 000000000 1.000000 NC -27.700000 -0.0000097 N/A DFE CN N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 200852.000000 USD 1455172.740000 CNY 2025-05-12 -27.700000 N N N N/A N/A 000000000 1.000000 NC 15047.950000 0.0052636 N/A DFE TR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 120710.000000 USD 5376423.400000 TRY 2025-05-06 15047.950000 N N N N/A N/A 000000000 1.000000 NC -119.150000 -0.0000417 N/A DFE ID N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 42817.910000 USD 710263455.000000 IDR 2025-04-08 -119.150000 N N N POPULAR ABS MORTGAGE PASS-THROUGH TRUST 2006-C N/A 73316MAE7 76180.420000 PA USD 72452.970000 0.0253431 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.92959 N N N N N N N/A N/A 000000000 1.000000 NC -56.730000 -0.0000198 N/A DFE PL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 559148.690000 PLN 143963.000000 USD 2025-06-06 -56.730000 N N N N/A N/A 000000000 1.000000 NC -5595.990000 -0.0019574 N/A DFE KR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 243517.000000 USD 349291044.000000 KRW 2025-06-18 -5595.990000 N N N N/A N/A 000000000 1.000000 NC 950.590000 0.0003325 N/A DFE BR N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 151733.750000 USD 871285.530000 BRL 2025-04-02 950.590000 N N N N/A N/A 000000000 1.000000 NC 169.190000 0.0000592 N/A DFE ID N 2 UBS AG BFM8T61CT2L1QCEMIK50 646791636.000000 IDR 38934.690000 USD 2025-05-07 169.190000 N N N N/A N/A 000000000 1.000000 NC USD -1092.250000 -0.0003821 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.44 Y Single Leg Swap 2035-06-20 0.000000 USD -12211.600000 USD 6100000.000000 USD 11119.350000 N N N N/A N/A 000000000 1.000000 NC 435.310000 0.0001523 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1412944348.000000 IDR 85377.000000 USD 2025-04-08 435.310000 N N N N/A N/A 000000000 -97.000000 NC USD -102051.950000 -0.0356964 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2025-06-30 -20102113.350000 USD -102051.950000 N N N N/A N/A 000000000 1.000000 NC 11865.420000 0.0041504 N/A DFE NO N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 192450.000000 USD 2149541.220000 NOK 2025-04-02 11865.420000 N N N N/A N/A 000000000 1.000000 NC USD 2677.480000 0.0009365 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long N/A Gasoline 2025-08-29 91799.400000 USD 2677.480000 N N N N/A N/A 000000000 1.000000 NC 466.610000 0.0001632 N/A DFE TH N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1679511.500000 THB 50000.000000 USD 2025-04-10 466.610000 N N N N/A N/A 000000000 1.000000 NC -7560.960000 -0.0026447 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3100000.000000 BRL 512472.930000 USD 2025-10-02 -7560.960000 N N N N/A N/A 000000000 1.000000 NC USD 27944.390000 0.0097746 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2054-12-18 39678.530000 USD 0.000000 USD 500000.000000 USD -11734.140000 N N N N/A N/A 000000000 1.000000 NC 1823.210000 0.0006377 N/A DFE ID N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 4193749034.000000 IDR 253713.000000 USD 2025-04-09 1823.210000 N N N N/A N/A 000000000 1.000000 NC 2606.070000 0.0009116 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4897005146.000000 IDR 296393.000000 USD 2025-04-16 2606.070000 N N N N/A N/A 000000000 1.000000 NC 40405.300000 0.0141332 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2030-09-17 74765.980000 EUR 0.000000 EUR 4700000.000000 EUR -34360.680000 N N N N/A N/A 000000000 1.000000 NC -486.080000 -0.00017 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 200000.000000 USD 1138516.200000 BRL 2025-04-02 -486.080000 N N N N/A N/A 000000000 1.000000 NC 308.350000 0.0001079 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 568885.400000 BRL 100000.000000 USD 2025-04-02 308.350000 N N N ACE SECURITIES CORP 2005-HE5 N/A 004421RH8 105850.910000 PA USD 104583.050000 0.0365817 Long ABS-MBS CORP US N 2 2035-08-25 Floating 5.33459 N N N N N N N/A N/A 000000000 1.000000 NC 38136.490000 0.0133396 N/A DFE CA N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 5040734.790000 CAD 3541127.000000 USD 2025-04-02 38136.490000 N N N N/A N/A 000000000 1.000000 NC -1995.260000 -0.0006979 N/A DFE ID N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 399545.600000 USD 6618872475.000000 IDR 2025-04-09 -1995.260000 N N N N/A N/A 000000000 1.000000 NC USD -26141.950000 -0.0091441 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-11-22 0.000000 USD -3185.000000 USD 700000.000000 USD -22956.950000 N N N N/A N/A 000000000 1.000000 NC 240.290000 0.0000841 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 265000.000000 CAD 184398.460000 USD 2025-04-02 240.290000 N N N N/A N/A 000000000 1.000000 NC 1781.840000 0.0006233 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2026-03-18 0.000000 CLP 0.000000 CLP 3600000000.000000 CLP 1781.840000 N N N N/A N/A 000000000 1.000000 NC -6364.130000 -0.0022261 N/A DFE NZ N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 802349.460000 USD 1402000.000000 NZD 2025-04-02 -6364.130000 N N N N/A N/A 000000000 1.000000 NC -1232.420000 -0.0004311 N/A DFE DK N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2195000.000000 DKK 317486.180000 USD 2025-05-02 -1232.420000 N N N AAMES MORTGAGE INVESTMENT TRUST 2006-1 N/A 00252GAE9 72353.820000 PA USD 67203.130000 0.0235067 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.91459 N N N N N N N/A N/A 000000000 1.000000 NC USD -5705.990000 -0.0019959 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-07-12 0.000000 USD -5100.000000 USD 1500000.000000 USD -605.990000 N N N N/A N/A 000000000 1.000000 NC -17540.100000 -0.0061353 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4600000.000000 BRL 754123.090000 USD 2025-10-02 -17540.100000 N N N N/A N/A 000000000 47.000000 NC 34598.070000 0.0121019 N/A DIR CA N 1 THE MONTREAL EXCHANGE / BOURSE DE MONTREAL 549300DKBYNOI0B1NP44 Long N/A CANADA GOVT 2025-06-19 3785997.710000 CAD 34598.070000 N N N N/A N/A 000000000 1.000000 NC 1110.150000 0.0003883 N/A DFE SG N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 537355.920000 SGD 401062.460000 USD 2025-04-02 1110.150000 N N N N/A N/A 000000000 1.000000 NC 31.770000 0.0000111 N/A DFE DK N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 107856.320000 DKK 15663.910000 USD 2025-04-02 31.770000 N N N N/A N/A 000000000 43.000000 NC USD 2080.150000 0.0007276 N/A DCO SG N 1 SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED 549300ZLWT3FK3F0FW61 Long N/A Iron Ore 2025-07-31 426173.000000 USD 2080.150000 N N N N/A N/A 000000000 -59.000000 NC USD -80755.550000 -0.0282472 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2025-06-18 -7248703.130000 USD -80755.550000 N N N N/A N/A 000000000 1.000000 NC -1830.080000 -0.0006401 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 252767.000000 USD 8332464.000000 TWD 2025-04-25 -1830.080000 N N N N/A N/A 000000000 1.000000 NC 0.020000 0 N/A DFE CN N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 200940.000000 USD 1456011.240000 CNY 2025-05-12 0.020000 N N N N/A N/A 000000000 1.000000 NC 122.850000 0.000043 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 1267246.160000 CNY 176163.000000 USD 2025-08-20 122.850000 N N N N/A N/A 000000000 1.000000 NC USD 184825.270000 0.0646494 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2055-03-19 241748.720000 USD 0.000000 USD 1900000.000000 USD -56923.450000 N N N N/A N/A 000000000 1.000000 NC 535.750000 0.0001874 N/A DFE PL N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 211149.210000 PLN 54891.000000 USD 2025-06-20 535.750000 N N N N/A N/A 000000000 1.000000 NC -329717.750000 -0.115331 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2035-09-17 0.000000 EUR -352110.550000 EUR 8230000.000000 EUR 22392.800000 N N N N/A N/A 000000000 1.000000 NC 1352.270000 0.000473 N/A DFE PL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 812133.660000 PLN 210416.400000 USD 2025-06-20 1352.270000 N N N N/A N/A 000000000 1.000000 NC -3761.280000 -0.0013156 N/A DFE TW N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 257296.000000 USD 8418725.000000 TWD 2025-04-25 -3761.280000 N N N N/A N/A 000000000 1.000000 NC -205.280000 -0.0000718 N/A DFE CA N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 200000.000000 USD 287332.800000 CAD 2025-04-14 -205.280000 N N N N/A N/A 000000000 1.000000 NC -2974.800000 -0.0010405 N/A DFE KR N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 149173.000000 USD 214633096.000000 KRW 2025-06-18 -2974.800000 N N N N/A N/A 000000000 1.000000 NC 231.970000 0.0000811 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1220284088.000000 IDR 73366.000000 USD 2025-05-08 231.970000 N N N N/A N/A 000000000 1.000000 NC USD 162569.360000 0.0568645 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2030-03-19 201871.770000 USD 0.000000 USD 5400000.000000 USD -39302.410000 N N N N/A N/A 000000000 1.000000 NC USD 5412.420000 0.0018932 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX.NA.AAA.10 N/A N/A Y Single Leg Swap 2059-11-17 0.000000 USD -234810.200000 USD 7100000.000000 USD 240222.620000 N N N N/A N/A 000000000 1.000000 NC USD 206627.030000 0.0722753 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2033-12-20 611461.510000 USD 0.000000 USD 10090000.000000 USD -404834.480000 N N N N/A N/A 000000000 1.000000 NC -639.770000 -0.0002238 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 33633.000000 USD 549799129.000000 IDR 2025-04-10 -639.770000 N N N N/A N/A 000000000 1.000000 NC -73.820000 -0.0000258 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 215636.200000 TRY 5473.000000 USD 2025-04-21 -73.820000 N N N N/A N/A 000000000 1.000000 NC 1201.770000 0.0004204 N/A DFE JP N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 195738.000000 USD 29439778.000000 JPY 2025-05-02 1201.770000 N N N N/A N/A 000000000 1.000000 NC 105.370000 0.0000369 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 27055.000000 USD 2325985.990000 INR 2025-04-28 105.370000 N N N N/A N/A 000000000 1.000000 NC 173.120000 0.0000606 N/A DFE TW N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 609840.000000 TWD 18697.000000 USD 2025-08-20 173.120000 N N N N/A N/A 000000000 1.000000 NC USD 4657.310000 0.0016291 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2034-12-18 2855.580000 USD 0.000000 USD 1500000.000000 USD 1801.730000 N N N N/A N/A 000000000 1.000000 NC USD 15080.780000 0.0052751 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-04-30 0.000000 USD -2316.500000 USD 820000.000000 USD 17397.280000 N N N N/A N/A 000000000 1.000000 NC -10993.590000 -0.0038454 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2029-06-26 0.000000 EUR -448.200000 EUR 305000.000000 EUR -10545.390000 N N N N/A N/A 000000000 1.000000 NC -2283.470000 -0.0007987 N/A DFE ZA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 802308.000000 USD 14684490.890000 ZAR 2025-04-16 -2283.470000 N N N N/A N/A 000000000 1.000000 NC USD 4773.690000 0.0016698 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-04-16 0.000000 USD -2891.100000 USD 838000.000000 USD 7664.790000 N N N N/A N/A 000000000 1.000000 NC USD 12058.390000 0.0042179 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-02-21 0.000000 USD -6247.100000 USD 1396000.000000 USD 18305.490000 N N N N/A N/A 000000000 1.000000 NC -98.920000 -0.0000346 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 344124.200000 TRY 8753.000000 USD 2025-04-21 -98.920000 N N N N/A N/A 000000000 1.000000 NC 105.300000 0.0000368 N/A DFE ID N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 376808383.000000 IDR 22687.000000 USD 2025-05-09 105.300000 N N N N/A N/A 000000000 1.000000 NC 4514.270000 0.001579 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2030-01-23 0.000000 COP -13111.940000 COP 13475900000.000000 COP 17626.210000 N N N N/A N/A 000000000 1.000000 NC 157.340000 0.000055 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1179095.560000 CNY 162881.000000 USD 2025-05-12 157.340000 N N N N/A N/A 000000000 1.000000 NC 20172.500000 0.0070561 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 996221.230000 USD 5800000.000000 BRL 2025-04-02 20172.500000 N N N N/A N/A 000000000 1.000000 NC 210.040000 0.0000735 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1329700.140000 CNY 184514.000000 USD 2025-07-16 210.040000 N N N N/A N/A 000000000 1.000000 NC -1250.420000 -0.0004374 N/A DFE TH N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 5036957.700000 THB 147715.700000 USD 2025-05-19 -1250.420000 N N N N/A N/A 000000000 1.000000 NC USD -285841.580000 -0.0999835 N/A DE US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A MSCI ACWI NET TOTAL RETURN USD INDEX Y 2025-10-01 0.000000 USD 0.000000 USD 6616006.910000 USD -285841.580000 N N N N/A N/A 000000000 1.000000 NC 257.030000 0.0000899 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1500000.000000 BRL 251886.330000 USD 2025-10-02 257.030000 N N N SUNAC CHINA HOLDINGS LIMITED 549300OLARYHDXP3WK18 ACI2L7WC1 32192.000000 PA USD 3888.150000 0.00136 Long DBT CORP KY N 2 2027-09-30 Fixed 6.5 N N Y N N N N/A N/A 000000000 1.000000 NC -0.080000 0 N/A DFE IN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 196388.000000 USD 16828480.450000 INR 2025-05-05 -0.080000 N N N N/A N/A 000000000 1.000000 NC 37710.390000 0.0131906 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 1226328.930000 USD 1169000.000000 EUR 2025-04-02 37710.390000 N N N SPAIN GOVT 9598007A56S18711AH60 ACI22WZS9 1800000.000000 PA 1666903.470000 0.58306 Long DBT NUSS ES N 2 2032-04-30 Fixed 0.7 N N N N N N N/A N/A 000000000 1.000000 NC 1445.950000 0.0005058 N/A DFE TW N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 3100372.000000 TWD 95619.670000 USD 2025-08-20 1445.950000 N N N N/A N/A 000000000 1.000000 NC USD 663676.700000 0.232145 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2053-06-21 270533.810000 USD 0.000000 USD 3300000.000000 USD 393142.890000 N N N N/A N/A 000000000 1.000000 NC 87.570000 0.0000306 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1639915.000000 TWD 49419.840000 USD 2025-04-11 87.570000 N N N MARVELL TECHNOLOGY INC N/A 573874104 2150.000000 NS USD 132375.500000 0.0463031 Long EC CORP US N 1 N N N N/A N/A 000000000 -12.000000 NC USD -14218.730000 -0.0049735 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2025-06-30 -1299234.370000 USD -14218.730000 N N N N/A N/A 000000000 6.000000 NC USD 25894.580000 0.0090576 N/A DCO US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long N/A Live Cattle 2025-06-30 488760.000000 USD 25894.580000 N N N OSCAR US FUNDING XV LLC 2023-1A N/A 68785CAC5 340000.000000 PA USD 342815.080000 0.119912 Long ABS-O CORP JP N 2 2027-12-10 Fixed 5.81 N N N N N N N/A N/A 000000000 1.000000 NC USD -72842.960000 -0.0254795 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2029-08-31 0.000000 USD -54005.730000 USD 3800000.000000 USD -18837.230000 N N N N/A N/A 000000000 1.000000 NC 204.240000 0.0000714 N/A DFE ID N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 710263455.000000 IDR 42903.000000 USD 2025-04-08 204.240000 N N N UMBS PASS THRU POOLS N/A 01F052656 1000000.000000 PA USD 997889.450000 0.349048 Long ABS-MBS USGSE US N 2 2054-05-15 Fixed 5.5 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-HY8C N/A 02150XAA9 63795.420000 PA USD 58920.830000 0.0206097 Long ABS-MBS CORP US N 2 2047-09-25 Floating 4.75459 N N N N N N N/A N/A 000000000 1.000000 NC -2203.270000 -0.0007707 N/A DFE NO N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1059051.000000 USD 11118615.210000 NOK 2025-05-02 -2203.270000 N N N N/A N/A 000000000 1.000000 NC -2778.200000 -0.0009718 N/A DFE CN N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 2115166.390000 CNY 289860.000000 USD 2025-06-18 -2778.200000 N N N N/A N/A 000000000 1.000000 NC -83.120000 -0.0000291 N/A DFE TR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 317813.300000 TRY 8092.000000 USD 2025-04-21 -83.120000 N N N ASML HOLDING NV 724500Y6DUVHQD6OXN27 N07059210 219.000000 NS USD 145115.970000 0.0507596 Long EC CORP NL N 1 N N N N/A N/A 000000000 1.000000 NC -12842.620000 -0.0044922 N/A DFE BR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 3458163.610000 BRL 593167.000000 USD 2025-04-02 -12842.620000 N N N N/A N/A 000000000 1.000000 NC USD 16466.720000 0.0057598 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-08-30 0.000000 USD -7471.580000 USD 2122000.000000 USD 23938.300000 N N N N/A N/A 000000000 1.000000 NC 1418.040000 0.000496 N/A DFE TW N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 3725812.000000 TWD 113623.000000 USD 2025-04-25 1418.040000 N N N ACE SECURITIES CORP 2006-HE3 N/A 00441TAE3 107529.310000 PA USD 79256.210000 0.0277227 Long ABS-MBS CORP US N 2 2036-06-25 Floating 4.91459 N N N N N N N/A N/A 000000000 1.000000 NC 2202.530000 0.0007704 N/A DFE BR N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 366793.000000 USD 2132717.900000 BRL 2025-06-03 2202.530000 N N N N/A N/A 000000000 1.000000 NC 1086.650000 0.0003801 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3645800.000000 TWD 110882.000000 USD 2025-04-25 1086.650000 N N N N/A N/A 000000000 1.000000 NC USD -67221.920000 -0.0235133 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-03-19 0.000000 USD -62314.000000 USD 4700000.000000 USD -4907.920000 N N N N/A N/A 000000000 1.000000 NC 9729.040000 0.0034031 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2027-09-17 19849.420000 EUR 0.000000 EUR 2900000.000000 EUR -10120.380000 N N N 522 FUNDING CLO I LTD 2018-3A N/A 33835NAA9 252791.390000 PA USD 252883.580000 0.0884552 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 5.59478 N N N N N N MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC) 5493002WXOPRPTXWTU06 553283AG7 71656.000000 PA USD 52034.440000 0.0182009 Long DBT CORP US N 2 2030-12-31 Fixed 5.75 N N N N N N N/A N/A 000000000 1.000000 NC 1481.950000 0.0005184 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3791761.000000 TWD 115673.000000 USD 2025-04-25 1481.950000 N N N N/A N/A 000000000 1.000000 NC 44321.430000 0.015503 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2255227.000000 USD 196930932.090000 INR 2025-04-28 44321.430000 N N N N/A N/A 000000000 1.000000 NC -158.100000 -0.0000553 N/A DFE JP N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 41197.000000 USD 6155425.000000 JPY 2025-04-02 -158.100000 N N N N/A N/A 000000000 1.000000 NC -564.980000 -0.0001976 N/A DFE SG N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 94649.000000 USD 126406.580000 SGD 2025-04-02 -564.980000 N N N N/A N/A 000000000 1.000000 NC 389.770000 0.0001363 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 900000.000000 BRL 151367.350000 USD 2025-10-02 389.770000 N N N N/A N/A 000000000 1.000000 NC 942.700000 0.0003297 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3127204201.000000 IDR 188772.440000 USD 2025-04-09 942.700000 N N N N/A N/A 000000000 1.000000 NC 11935.930000 0.004175 N/A DFE DK N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 422413.000000 USD 2996855.580000 DKK 2025-04-02 11935.930000 N N N OZLM IX LTD 2014-9A N/A 67109KBG8 311044.380000 PA USD 311240.580000 0.108868 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 5.49317 N N N N N N FREMONT HOME LOAN TRUST 2006-C N/A 35729TAA0 391909.740000 PA USD 354547.890000 0.124016 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.70459 N N N N N N N/A N/A 000000000 1.000000 NC -2530.590000 -0.0008852 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3100000.000000 BRL 517503.300000 USD 2025-10-02 -2530.590000 N N N N/A N/A 000000000 1.000000 NC 237.250000 0.000083 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 190994.000000 USD 1385661.470000 CNY 2025-05-12 237.250000 N N N N/A N/A 000000000 1.000000 NC USD 90245.200000 0.0315665 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2026-06-20 47766.420000 USD 0.000000 USD 15500000.000000 USD 42478.780000 N N N N/A N/A 000000000 1.000000 NC 3613.550000 0.001264 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 576798.200000 USD 3312090.620000 BRL 2025-04-02 3613.550000 N N N N/A N/A 000000000 1.000000 NC -2354.960000 -0.0008237 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 133805.000000 USD 4364853.000000 TWD 2025-04-25 -2354.960000 N N N N/A N/A 000000000 1.000000 NC -383.060000 -0.000134 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 140575.300000 USD 800000.000000 BRL 2025-04-02 -383.060000 N N N N/A N/A 000000000 1.000000 NC -11459.580000 -0.0040084 N/A DFE SE N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 9670000.000000 SEK 950557.170000 USD 2025-04-02 -11459.580000 N N N MEXICO GOVT 254900EGTWEU67VP6075 ACI2JBZ32 44000000.000000 PA 2127338.560000 0.744114 Long DBT NUSS MX N 2 2029-03-01 Fixed 8.5 N N N N N N N/A N/A 000000000 1.000000 NC USD -97684.580000 -0.0341687 N/A DE US N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 DOW JONES US SELECT REIT TOTAL RETURN INDEX N/A N/A Y 2025-11-19 0.000000 USD 0.000000 USD 2340701.480000 USD -97684.580000 N N N N/A N/A 000000000 1.000000 NC -2712.600000 -0.0009488 N/A DFE BR N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 2306841.560000 BRL 401539.000000 USD 2025-04-02 -2712.600000 N N N N/A N/A 000000000 1.000000 NC USD -2088.250000 -0.0007304 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long N/A Aluminum 2025-07-14 63404.500000 USD -2088.250000 N N N N/A N/A 000000000 1.000000 NC -3978.220000 -0.0013915 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 261368.000000 USD 8546734.000000 TWD 2025-04-25 -3978.220000 N N N N/A N/A 000000000 1.000000 NC 75.930000 0.0000266 N/A DFE ID N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 495095964.000000 IDR 29748.000000 USD 2025-05-08 75.930000 N N N N/A N/A 000000000 1.000000 NC USD -1932.350000 -0.0006759 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A Corn 2025-09-12 21737.500000 USD -1932.350000 N N N N/A N/A 000000000 -6.000000 NC USD 5610.750000 0.0019626 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short N/A Lead 2025-07-14 -302487.000000 USD 5610.750000 N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066G104 24603.000000 NS USD 2666473.140000 0.932696 Long EC CORP US N 1 N N N FIRST NLC TRUST 2005-4 N/A 32113JCG8 900079.340000 PA USD 883589.440000 0.309068 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.21459 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135F101 3825.000000 NS USD 640419.750000 0.22401 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC 3.710000 0.0000013 N/A DFE ID N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 105947075.000000 IDR 6353.000000 USD 2025-05-09 3.710000 N N N N/A N/A 000000000 1.000000 NC -2377.300000 -0.0008315 N/A DFE JP N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 95860454.000000 JPY 636735.000000 USD 2025-04-02 -2377.300000 N N N N/A N/A 000000000 1.000000 NC -13129.740000 -0.0045926 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 472000.000000 GBP 596575.950000 USD 2025-04-02 -13129.740000 N N N N/A N/A 000000000 1.000000 NC -155.610000 -0.0000544 N/A DFE CN N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 1450847.080000 CNY 200940.000000 USD 2025-07-16 -155.610000 N N N N/A N/A 000000000 1.000000 NC USD -3751.530000 -0.0013122 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-03-02 0.000000 USD -1665.000000 USD 600000.000000 USD -2086.530000 N N N N/A N/A 000000000 1.000000 NC -100.260000 -0.0000351 N/A DFE TR N 2 UBS AG BFM8T61CT2L1QCEMIK50 108045.410000 TRY 2679.000000 USD 2025-04-21 -100.260000 N N N N/A N/A 000000000 1.000000 NC 883.990000 0.0003092 N/A DFE ID N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2932441549.000000 IDR 177015.670000 USD 2025-04-09 883.990000 N N N N/A N/A 000000000 1.000000 NC -370.280000 -0.0001295 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 1380638.330000 CNY 190994.000000 USD 2025-07-16 -370.280000 N N N N/A N/A 000000000 1.000000 NC USD -8825.830000 -0.0030872 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2055-02-15 0.000000 USD 0.000000 USD 730000.000000 USD -8825.830000 N N N N/A N/A 000000000 1.000000 NC -305.550000 -0.0001069 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 184514.000000 USD 1334774.280000 CNY 2025-05-12 -305.550000 N N N N/A N/A 000000000 1.000000 NC 472.480000 0.0001653 N/A DFE IN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 109110.000000 USD 9386127.300000 INR 2025-04-30 472.480000 N N N N/A N/A 000000000 1.000000 NC 63.620000 0.0000223 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 247125403.000000 IDR 14880.000000 USD 2025-04-30 63.620000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797NZ6 100000.000000 PA USD 99835.200000 0.034921 Long DBT UST US N 2 2025-04-15 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -837.150000 -0.0002928 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1181000.000000 USD 38853129.000000 TWD 2025-08-20 -837.150000 N N N N/A N/A 000000000 1.000000 NC -47331.510000 -0.0165559 N/A DFE CZ N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 21321899.150000 CZK 876672.000000 USD 2025-04-17 -47331.510000 N N N N/A N/A 000000000 1.000000 NC 1172.890000 0.0004103 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3702442163.000000 IDR 223079.000000 USD 2025-05-07 1172.890000 N N N N/A N/A 000000000 1.000000 NC -3882.100000 -0.0013579 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2033-12-04 0.000000 EUR -338.750000 EUR 84000.000000 EUR -3543.350000 N N N MORGAN STANLEY HOME EQUITY LN 2005-2 N/A 61744CQQ2 1920650.070000 PA USD 1768850.920000 0.61872 Long ABS-MBS CORP US N 2 2035-05-25 Floating 5.49959 N N N N N N N/A N/A 000000000 1.000000 NC 11930.240000 0.004173 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2033-08-21 0.000000 EUR -630.720000 EUR 160000.000000 EUR 12560.960000 N N N N/A N/A 000000000 -1.000000 NC USD -5193.610000 -0.0018167 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short N/A Heating Oil 2025-08-29 -94836.000000 USD -5193.610000 N N N N/A N/A 000000000 1.000000 NC -166.850000 -0.0000584 N/A DFE CN N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 1447058.320000 CNY 200852.000000 USD 2025-08-20 -166.850000 N N N UMBS PASS THRU POOLS N/A 01F032658 800000.000000 PA USD 721097.530000 0.25223 Long ABS-MBS USGSE US N 2 2052-03-25 Fixed 3.5 N N N N N N N/A N/A 000000000 1.000000 NC USD 22740.640000 0.0079544 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2031-12-18 0.000000 USD -119324.920000 USD 15900000.000000 USD 142065.560000 N N N N/A N/A 000000000 1.000000 NC USD 192815.470000 0.0674442 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2053-12-20 124907.600000 USD 0.000000 USD 1900000.000000 USD 67907.870000 N N N N/A N/A 000000000 1.000000 NC 26596.580000 0.0093031 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 536299.620000 USD 2354356390.000000 COP 2025-04-03 26596.580000 N N N N/A N/A 000000000 1.000000 NC 4102.950000 0.0014352 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 146197.710000 USD 139000.000000 EUR 2025-04-02 4102.950000 N N N N/A N/A 000000000 1.000000 NC -1344.250000 -0.0004702 N/A DFE ID N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 147123.410000 USD 2424932181.000000 IDR 2025-04-08 -1344.250000 N N N N/A N/A 000000000 1.000000 NC 13264.790000 0.0046398 N/A DFE TR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 111093.470000 USD 4937549.270000 TRY 2025-05-08 13264.790000 N N N N/A N/A 000000000 3.000000 NC USD 11191.410000 0.0039146 N/A DCO US N 1 COMMODITY EXCHANGE INC. N/A Long N/A Silver 2025-07-29 524010.000000 USD 11191.410000 N N N N/A N/A 000000000 1.000000 NC 91.080000 0.0000319 N/A DFE ID N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 283945906.000000 IDR 17161.000000 USD 2025-04-08 91.080000 N N N N/A N/A 000000000 1.000000 NC -63.790000 -0.0000223 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3275.000000 USD 53511619.000000 IDR 2025-04-10 -63.790000 N N N N/A N/A 000000000 1.000000 NC 649.830000 0.0002273 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1640640.000000 TWD 50000.000000 USD 2025-04-10 649.830000 N N N N/A N/A 000000000 1.000000 NC 19951.280000 0.0069787 N/A DFE BR N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 821732.000000 USD 4803023.540000 BRL 2025-04-02 19951.280000 N N N STRUCTURED ASSET INVESTMENT LOAN TRUST 2005-HE1 N/A 86358EUW4 206581.240000 PA USD 197853.100000 0.0692063 Long ABS-MBS CORP US N 2 2035-07-25 Floating 5.15459 N N N N N N N/A N/A 000000000 1.000000 NC 796.160000 0.0002785 N/A DFE TW N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1769145.000000 TWD 54388.360000 USD 2025-07-16 796.160000 N N N N/A N/A 000000000 1.000000 NC 45275.560000 0.0158368 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 5600000.000000 BRL 45275.560000 N N N N/A N/A 000000000 1.000000 NC -1269.070000 -0.0004439 N/A DFE SG N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 336970.000000 USD 451030.980000 SGD 2025-04-02 -1269.070000 N N N N/A N/A 000000000 1.000000 NC -225.370000 -0.0000788 N/A DFE CN N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 501000.000000 CNY 69089.150000 USD 2025-06-18 -225.370000 N N N N/A N/A 000000000 1.000000 NC -36872.890000 -0.0128976 N/A DFE PH N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 155757952.510000 PHP 2681875.280000 USD 2025-04-14 -36872.890000 N N N N/A N/A 000000000 1.000000 NC -5373.880000 -0.0018797 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2033-12-29 0.000000 EUR -652.760000 EUR 197000.000000 EUR -4721.120000 N N N N/A N/A 000000000 1.000000 NC 1599.110000 0.0005593 N/A DFE MX N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 3755000.000000 MXN 183219.830000 USD 2025-06-18 1599.110000 N N N N/A N/A 000000000 1.000000 NC -125.120000 -0.0000438 N/A DFE ID N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 24550.000000 USD 407257495.000000 IDR 2025-04-23 -125.120000 N N N N/A N/A 000000000 1.000000 NC 2362.250000 0.0008263 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 111543.940000 USD 650000.000000 BRL 2025-04-02 2362.250000 N N N N/A N/A 000000000 1.000000 NC 4023.030000 0.0014072 N/A DFE TR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 6133635.350000 TRY 155988.000000 USD 2025-05-21 4023.030000 N N N N/A N/A 000000000 1.000000 NC 6110.760000 0.0021375 N/A DFE JP N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 43500000.000000 JPY 296130.090000 USD 2025-04-02 6110.760000 N N N N/A N/A 000000000 1.000000 NC USD 9620.180000 0.003365 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2029-02-27 0.000000 USD -1966.950000 USD 837000.000000 USD 11587.130000 N N N N/A N/A 000000000 1.000000 NC USD 15007.870000 0.0052495 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-10-18 0.000000 USD -1549.130000 USD 459000.000000 USD 16557.000000 N N N N/A N/A 000000000 1.000000 NC -17197.580000 -0.0060155 N/A DFE ID N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 906348.000000 USD 14825587410.000000 IDR 2025-04-23 -17197.580000 N N N N/A N/A 000000000 1.000000 NC -2304.900000 -0.0008062 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 700000.000000 BRL 115122.110000 USD 2025-10-02 -2304.900000 N N N N/A N/A 000000000 1.000000 NC 438.580000 0.0001534 N/A DFE IN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 122722.000000 USD 10550936.080000 INR 2025-05-02 438.580000 N N N N/A N/A 000000000 7.000000 NC USD -10136.810000 -0.0035457 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long N/A Zinc 2025-05-19 498540.000000 USD -10136.810000 N N N N/A N/A 000000000 1.000000 NC -119.670000 -0.0000419 N/A DFE CH N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 177000.000000 CHF 199948.150000 USD 2025-04-02 -119.670000 N N N N/A N/A 000000000 1.000000 NC -2159.720000 -0.0007554 N/A DFE CN N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 1475029.800000 CNY 201405.000000 USD 2025-05-12 -2159.720000 N N N N/A N/A 000000000 1.000000 NC 1230.200000 0.0004303 N/A DFE DK N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 292223.000000 USD 2020998.430000 DKK 2025-05-02 1230.200000 N N N N/A N/A 000000000 1.000000 NC -3515.760000 -0.0012298 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 250297.000000 USD 8194473.000000 TWD 2025-04-25 -3515.760000 N N N N/A N/A 000000000 1.000000 NC -676.310000 -0.0002366 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1333395.430000 CNY 184553.000000 USD 2025-08-20 -676.310000 N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-CA N/A 63941KAC9 166342.320000 PA USD 167821.300000 0.0587016 Long ABS-O CORP US N 2 2068-11-15 Floating 6.03366 N N N N N N N/A N/A 000000000 1.000000 NC 14834.260000 0.0051888 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3000000.000000 BRL 540555.150000 USD 2025-04-02 14834.260000 N N N N/A N/A 000000000 1.000000 NC -1435.550000 -0.0005021 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1030941.970000 USD 7393400.340000 CNY 2025-04-09 -1435.550000 N N N N/A N/A 000000000 1.000000 NC USD 153956.680000 0.0538519 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.43 Y Single Leg Swap 2029-12-20 177738.210000 USD 0.000000 USD 8000000.000000 USD -23781.530000 N N N N/A N/A 000000000 1.000000 NC USD 310.490000 0.0001086 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2026-03-20 29804.650000 USD 0.000000 USD 6100000.000000 USD -29494.160000 N N N N/A N/A 000000000 1.000000 NC -174835.270000 -0.061155 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR GB SONIO (03/19/25) LCH N/A N/A 2030-03-19 0.000000 GBP 0.000000 GBP N/A GBP Y 2030-03-19 0.000000 GBP -161035.430000 GBP 5900000.000000 GBP -13799.840000 N N N N/A N/A 000000000 1.000000 NC -148.270000 -0.0000519 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 639136.260000 TRY 15294.000000 USD 2025-06-11 -148.270000 N N N N/A N/A 000000000 1.000000 NC -400.480000 -0.0001401 N/A DFE PL N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 157260.400000 USD 609000.000000 PLN 2025-06-06 -400.480000 N N N PIMCO FUNDS GCOBPT5OHTVIN37L8N43 693390700 3442263.020000 NS USD 29878843.010000 10.4512 Long EC RF US N 1 N N N N/A N/A 000000000 1.000000 NC -99736.750000 -0.0348866 N/A DIR CA N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A CANADIAN ON REPO RATE CORRA Y 2029-06-19 1853.040000 CAD 0.000000 CAD 3100000.000000 CAD -101589.790000 N N N N/A N/A 000000000 1.000000 NC -837.880000 -0.0002931 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2034-01-08 0.000000 EUR -722.580000 EUR 197000.000000 EUR -115.300000 N N N N/A N/A 000000000 1.000000 NC USD 5538.000000 0.0019371 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2028-03-10 0.000000 USD -3261.820000 USD 1526000.000000 USD 8799.820000 N N N N/A N/A 000000000 1.000000 NC 2064.240000 0.000722 N/A DFE KR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 634725365.000000 KRW 434410.000000 USD 2025-06-18 2064.240000 N N N N/A N/A 000000000 1.000000 NC -158.840000 -0.0000556 N/A DFE ID N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 57085.470000 USD 946933851.000000 IDR 2025-04-08 -158.840000 N N N N/A N/A 000000000 1.000000 NC -4483.560000 -0.0015683 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2033-12-06 0.000000 EUR -420.360000 EUR 110000.000000 EUR -4063.200000 N N N N/A N/A 000000000 1.000000 NC -406.830000 -0.0001423 N/A DFE TH N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 275816.000000 USD 9312348.030000 THB 2025-05-19 -406.830000 N N N N/A N/A 000000000 1.000000 NC -291.720000 -0.000102 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 176163.000000 USD 1274363.140000 CNY 2025-05-12 -291.720000 N N N N/A N/A 000000000 1.000000 NC -480.730000 -0.0001682 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1462400.090000 CNY 201341.000000 USD 2025-05-12 -480.730000 N N N N/A N/A 000000000 1.000000 NC -1714.980000 -0.0005999 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2034-08-29 0.000000 EUR -473.420000 EUR 170000.000000 EUR -1241.560000 N N N N/A N/A 000000000 1.000000 NC -83.390000 -0.0000292 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 49419.840000 USD 1640184.000000 TWD 2025-04-10 -83.390000 N N N N/A N/A 000000000 1.000000 NC -24.530000 -0.0000086 N/A DFE CN N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 390000.000000 CNY 53932.880000 USD 2025-06-18 -24.530000 N N N N/A N/A 000000000 1.000000 NC 230.320000 0.0000806 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 332726.250000 USD 1900000.000000 BRL 2025-04-02 230.320000 N N N N/A N/A 000000000 1.000000 NC -139.250000 -0.0000487 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 111738.430000 TRY 2735.000000 USD 2025-04-21 -139.250000 N N N TCI-SYMPHONY CLO LTD 2016-1A N/A 87229WAQ4 313821.670000 PA USD 313936.300000 0.109811 Long ABS-CBDO CORP KY N 2 2032-10-13 Floating 5.57055 N N N N N N N/A N/A 000000000 1.000000 NC 9.290000 0.0000032 N/A DFE ID N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 67992474.000000 IDR 4084.000000 USD 2025-05-09 9.290000 N N N N/A N/A 000000000 1.000000 NC 194.700000 0.0000681 N/A DFE ID N 2 UBS AG BFM8T61CT2L1QCEMIK50 645883290.000000 IDR 38988.490000 USD 2025-04-09 194.700000 N N N N/A N/A 000000000 1.000000 NC -4739.990000 -0.001658 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2033-11-22 0.000000 EUR -338.160000 EUR 80000.000000 EUR -4401.830000 N N N N/A N/A 000000000 1.000000 NC -4555.190000 -0.0015933 N/A DFE ID N 2 UBS AG BFM8T61CT2L1QCEMIK50 1186937.680000 USD 19708613532.000000 IDR 2025-04-16 -4555.190000 N N N N/A N/A 000000000 1.000000 NC -373.490000 -0.0001306 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 193319.000000 USD 1398083.010000 CNY 2025-05-12 -373.490000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CJY8 3099690.000000 PA USD 3095477.680000 1.08276 Long DBT UST US N 2 2034-01-15 Fixed 1.75 N N N N N N N/A N/A 000000000 1.000000 NC 18793.960000 0.0065739 N/A DFE KR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2034666621.000000 KRW 1400000.000000 USD 2025-04-14 18793.960000 N N N N/A N/A 000000000 1.000000 NC -1771.960000 -0.0006198 N/A DFE TW N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 249939.000000 USD 8240489.000000 TWD 2025-04-25 -1771.960000 N N N UMBS PASS THRU POOLS N/A 01F060667 9900000.000000 PA USD 10036293.000000 3.51056 Long ABS-MBS USGSE US N 2 2054-06-15 Fixed 6 N N N N N N N/A N/A 000000000 1.000000 NC -1370.000000 -0.0004792 N/A DFE DK N 2 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 1VUV7VQFKUOQSJ21A208 3911059.730000 DKK 565479.000000 USD 2025-04-02 -1370.000000 N N N N/A N/A 000000000 1.000000 NC -250.540000 -0.0000876 N/A DFE TR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 343871.330000 TRY 8562.000000 USD 2025-04-24 -250.540000 N N N N/A N/A 000000000 1.000000 NC USD 17638.620000 0.0061697 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2026-12-18 0.000000 USD -42072.000000 USD 7600000.000000 USD 59710.620000 N N N N/A N/A 000000000 1.000000 NC -120524.330000 -0.0421578 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2029-08-13 0.000000 EUR -124258.720000 EUR 4070000.000000 EUR 3734.390000 N N N N/A N/A 000000000 1.000000 NC 69850.500000 0.0244328 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1848375.130000 USD 1774000.000000 EUR 2025-04-02 69850.500000 N N N N/A N/A 000000000 1.000000 NC 54537.270000 0.0190764 N/A DIR IL N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 TELBOR ILS 3M N/A N/A Y 2029-03-21 74651.740000 ILS 0.000000 ILS 34100000.000000 ILS -20114.470000 N N N N/A N/A 000000000 1.000000 NC -37936.820000 -0.0132698 N/A DFE CH N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 4487546.710000 CHF 5034456.880000 USD 2025-04-02 -37936.820000 N N N N/A N/A 000000000 1.000000 NC -0.150000 -0.0000001 N/A DFE TH N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 34.360000 USD 1156.810000 THB 2025-05-19 -0.150000 N N N N/A N/A 000000000 1.000000 NC USD 15677.300000 0.0054837 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-10-25 0.000000 USD -1127.500000 USD 328000.000000 USD 16804.800000 N N N N/A N/A 000000000 1.000000 NC USD 262929.270000 0.0919691 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2052-06-15 136589.690000 USD 0.000000 USD 700000.000000 USD 126339.580000 N N N N/A N/A 000000000 1.000000 NC -898.540000 -0.0003143 N/A DE GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long FTSE 100 INDEX N/A N/A 2025-06-20 110987.100000 GBP -898.540000 N N N N/A N/A 000000000 1.000000 NC -41362.520000 -0.014468 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4092250.610000 USD 5829148.680000 CAD 2025-04-02 -41362.520000 N N N N/A N/A 000000000 1.000000 NC 103.940000 0.0000364 N/A DFE ID N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 376831070.000000 IDR 22687.000000 USD 2025-05-09 103.940000 N N N N/A N/A 000000000 1.000000 NC 2211.490000 0.0007735 N/A DFE NO N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 11118691.460000 NOK 1059051.000000 USD 2025-04-02 2211.490000 N N N N/A N/A 000000000 1.000000 NC -11845.900000 -0.0041435 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2026-12-15 0.000000 JPY -6219.910000 JPY 121000000.000000 JPY -5625.990000 N N N N/A N/A 000000000 1.000000 NC -5071.030000 -0.0017738 N/A DFE NZ N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 598937.400000 USD 1046000.000000 NZD 2025-04-02 -5071.030000 N N N N/A N/A 000000000 1.000000 NC 105.370000 0.0000369 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 27055.000000 USD 2325985.990000 INR 2025-04-28 105.370000 N N N CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-1A N/A 14310BAU5 8757.900000 PA USD 8762.290000 0.0030649 Long ABS-CBDO CORP KY N 2 2030-08-14 Floating 5.52963 N N N N N N N/A N/A 000000000 1.000000 NC 2266.770000 0.0007929 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 4342240.000000 TWD 133805.000000 USD 2025-07-16 2266.770000 N N N COUNTRYWIDE ASSET BACKED CERTS 2006-21 N/A 12667LAA0 20153.920000 PA USD 19675.410000 0.0068822 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.71459 N N N N N N TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED 549300KB6NK5SBD14S87 874039100 1188.000000 NS USD 197208.000000 0.0689807 Long EC CORP TW N 1 N N N N/A N/A 000000000 1.000000 NC 21.340000 0.0000075 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 630789.000000 USD 4529065.020000 CNY 2025-05-08 21.340000 N N N N/A N/A 000000000 1.000000 NC 13698.190000 0.0047914 N/A DFE CZ N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 384645.320000 USD 9192000.000000 CZK 2025-04-17 13698.190000 N N N N/A N/A 000000000 1.000000 NC -349.140000 -0.0001221 N/A DFE CL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 210565.760000 USD 199721623.000000 CLP 2025-06-18 -349.140000 N N N N/A N/A 000000000 1.000000 NC 887.040000 0.0003103 N/A DFE CL N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 46639250.000000 CLP 50000.000000 USD 2025-04-30 887.040000 N N N N/A N/A 000000000 1.000000 NC -32.120000 -0.0000112 N/A DFE DK N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 15663.910000 USD 107655.430000 DKK 2025-05-02 -32.120000 N N N RESIDENTIAL ACCREDIT LOANS INC 2006-QS17 N/A 74922SAE8 35693.500000 PA USD 29527.200000 0.0103282 Long ABS-MBS CORP US N 2 2036-12-25 Fixed 6 N N N N N N N/A N/A 000000000 1.000000 NC -127.470000 -0.0000446 N/A DFE HK N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 462317.310000 USD 3592000.000000 HKD 2025-05-19 -127.470000 N N N UMBS PASS THRU POOLS N/A 01F030645 14800000.000000 PA USD 12828603.300000 4.48727 Long ABS-MBS USGSE US N 2 2055-04-15 Fixed 3 N N N N N N N/A N/A 000000000 1.000000 NC 1480.830000 0.000518 N/A DFE IL N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 413000.000000 ILS 112590.850000 USD 2025-04-16 1480.830000 N N N N/A N/A 000000000 1.000000 NC 15394.370000 0.0053847 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 SONIA O/N Deposit Rates Swap N/A N/A Y 2026-02-10 46843.070000 GBP 0.000000 GBP 9300000.000000 GBP -31448.700000 N N N N/A N/A 000000000 1.000000 NC -5553.870000 -0.0019427 N/A DFE CZ N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 3104000.000000 CZK 128960.740000 USD 2025-04-17 -5553.870000 N N N STRUCTURED ASSET SEC CORP 2006-GEL4 N/A 86361NAD3 41007.460000 PA USD 40625.960000 0.0142104 Long ABS-MBS CORP US N 2 2036-10-25 Floating 5.00459 N N N N N N N/A N/A 000000000 1.000000 NC 43.840000 0.0000153 N/A DFE SE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 500000.000000 SEK 49876.680000 USD 2025-05-02 43.840000 N N N N/A N/A 000000000 1.000000 NC 0.030000 0 N/A DFE CO N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 20868.750000 COP 5.000000 USD 2025-04-30 0.030000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810ST6 2700000.000000 PA USD 1755843.750000 0.61417 Long DBT UST US N 2 2040-11-15 Fixed 1.375 N N N N N N N/A N/A 000000000 1.000000 NC -140.900000 -0.0000493 N/A DFE ID N 2 UBS AG BFM8T61CT2L1QCEMIK50 38934.690000 USD 645883290.000000 IDR 2025-04-09 -140.900000 N N N N/A N/A 000000000 1.000000 NC -4058.630000 -0.0014197 N/A DFE BR N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 871285.530000 BRL 148625.710000 USD 2025-04-02 -4058.630000 N N N N/A N/A 000000000 1.000000 NC USD -1684.550000 -0.0005892 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-01-24 0.000000 USD -922.500000 USD 225000.000000 USD -762.050000 N N N FIRST FRANKLIN MTG LOAN 2005-FF12 N/A 32027NXX4 838898.900000 PA USD 815486.830000 0.285246 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.13959 N N N N N N N/A N/A 000000000 1.000000 NC 11291.190000 0.0039495 N/A DFE N/A N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 4511159.290000 USD 4182421.000000 EUR 2025-04-02 11291.190000 N N N N/A N/A 000000000 1.000000 NC -232.070000 -0.0000812 N/A DFE SG N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 70067.000000 USD 93826.720000 SGD 2025-04-02 -232.070000 N N N N/A N/A 000000000 1.000000 NC -805.430000 -0.0002817 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1396879.610000 CNY 191974.000000 USD 2025-05-12 -805.430000 N N N BEAR STEARNS ADJ RATE MTGE TR 2006-2 N/A 07388DAS7 39153.970000 PA USD 33138.240000 0.0115913 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.44507 N N N N N N N/A N/A 000000000 1.000000 NC 1593.240000 0.0005573 N/A DFE ID N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 6938006874.000000 IDR 417826.370000 USD 2025-04-16 1593.240000 N N N PIMCO FUNDS XSQUIHC65X62JACTUZ45 72201F490 2797225.250000 NS USD 29930310.120000 10.4692 Long EC RF US N 1 N N N N/A N/A 000000000 3.000000 NC USD -8189.320000 -0.0028645 N/A DCO GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A Gasoil 2025-09-11 201150.000000 USD -8189.320000 N N N N/A N/A 000000000 1.000000 NC 1284.550000 0.0004493 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3760528.000000 TWD 114535.000000 USD 2025-04-25 1284.550000 N N N N/A N/A 000000000 1.000000 NC -1195.700000 -0.0004182 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1407634.650000 CNY 193068.000000 USD 2025-05-12 -1195.700000 N N N N/A N/A 000000000 1.000000 NC -694.180000 -0.0002428 N/A DFE ID N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46136.000000 USD 757691528.000000 IDR 2025-04-23 -694.180000 N N N N/A N/A 000000000 1.000000 NC 1539.920000 0.0005386 N/A DFE TW N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 8177754.000000 TWD 249939.000000 USD 2025-08-20 1539.920000 N N N N/A N/A 000000000 1.000000 NC 1603.970000 0.000561 N/A DFE NO N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 22227.200000 USD 250720.590000 NOK 2025-04-02 1603.970000 N N N CONSTELLATION ENERGY CORPORATION 549300F8Y20RYGNGV346 21037T109 1200.000000 NS USD 241956.000000 0.0846329 Long EC CORP US N 1 N N N FANNIE MAE REMICS 2024-38 N/A 3136BR5A1 404056.790000 PA USD 404615.640000 0.141529 Long ABS-MBS USGSE US N 2 2047-12-25 Floating 5.10859 N N N N N N N/A N/A 000000000 1.000000 NC -278.300000 -0.0000973 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1993298.910000 BRL 349028.000000 USD 2025-04-02 -278.300000 N N N N/A N/A 000000000 1.000000 NC -71.970000 -0.0000252 N/A DFE JP N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 5014311.000000 JPY 33359.000000 USD 2025-04-02 -71.970000 N N N WASHINGTON MUTUAL ASSET BACKED 2007-HE2 N/A 93934TAC6 8795317.510000 PA USD 2764583.780000 0.967014 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.87459 N N N N N N N/A N/A 000000000 1.000000 NC USD 941.420000 0.0003293 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-04-10 0.000000 USD -3146.250000 USD 839000.000000 USD 4087.670000 N N N N/A N/A 000000000 27.000000 NC -59412.680000 -0.0207817 N/A DIR DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Long N/A ITALY GOVT 2025-06-06 3431007.130000 EUR -59412.680000 N N N N/A N/A 000000000 1.000000 NC 5272.340000 0.0018442 N/A DFE BR N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 7900000.000000 BRL 1389670.700000 USD 2025-04-02 5272.340000 N N N N/A N/A 000000000 1.000000 NC 24420.780000 0.0085421 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR GB SONIO (03/19/25) LCH N/A N/A 2027-03-19 0.000000 GBP 0.000000 GBP N/A GBP Y 2027-03-19 22286.440000 GBP 0.000000 GBP 3200000.000000 GBP 2134.340000 N N N N/A N/A 000000000 1.000000 NC 9724.000000 0.0034013 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2000000.000000 BRL 360204.600000 USD 2025-04-02 9724.000000 N N N N/A N/A 000000000 1.000000 NC -18998.300000 -0.0066453 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 5273060.960000 USD 37822000.000000 CNY 2025-08-20 -18998.300000 N N N N/A N/A 000000000 1.000000 NC 20825.340000 0.0072844 N/A DFE TW N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 44032745.000000 TWD 1346896.630000 USD 2025-04-25 20825.340000 N N N N/A N/A 000000000 1.000000 NC 160.320000 0.0000561 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 566067.480000 PEN 153944.000000 USD 2025-06-18 160.320000 N N N N/A N/A 000000000 1.000000 NC -2795.580000 -0.0009779 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 257561.000000 USD 8459591.000000 TWD 2025-04-25 -2795.580000 N N N N/A N/A 000000000 1.000000 NC USD -2994.680000 -0.0010475 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Long N/A Zinc 2025-07-14 71383.750000 USD -2994.680000 N N N N/A N/A 000000000 1.000000 NC 2120.880000 0.0007419 N/A DFE TW N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 3045837.000000 TWD 93848.000000 USD 2025-04-25 2120.880000 N N N N/A N/A 000000000 1.000000 NC -33.590000 -0.0000117 N/A DFE JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 11140.780000 USD 1660372.000000 JPY 2025-05-02 -33.590000 N N N N/A N/A 000000000 1.000000 NC 13.600000 0.0000048 N/A DFE ID N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 47347872.000000 IDR 2860.000000 USD 2025-04-08 13.600000 N N N N/A N/A 000000000 1.000000 NC 2613.530000 0.0009142 N/A DFE IN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 112798.000000 USD 9872783.010000 INR 2025-04-15 2613.530000 N N N N/A N/A 000000000 1.000000 NC 349.870000 0.0001224 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3579880.000000 TWD 108160.000000 USD 2025-04-25 349.870000 N N N STRUCTURED ASSET MTG INV INC 2005-AR5 N/A 86359LPE3 1151.000000 PA USD 1138.660000 0.0003983 Long ABS-MBS CORP US N 2 2035-07-19 Floating 4.93126 N N N N N N N/A N/A 000000000 1.000000 NC -514.620000 -0.00018 N/A DFE CN N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 1431306.070000 CNY 198316.000000 USD 2025-08-20 -514.620000 N N N N/A N/A 000000000 -1.000000 NC USD 3000.860000 0.0010497 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short N/A Aluminum 2025-07-14 -63404.500000 USD 3000.860000 N N N N/A N/A 000000000 1.000000 NC USD 9850.910000 0.0034457 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-08-19 0.000000 USD -1810.500000 USD 510000.000000 USD 11661.410000 N N N N/A N/A 000000000 1.000000 NC 70.910000 0.0000248 N/A DFE NO N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 525000.000000 NOK 49973.260000 USD 2025-05-02 70.910000 N N N ARGENT SECURITIES INC 2005-W1 N/A 040104MX6 278846.220000 PA USD 247865.320000 0.0866999 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.91459 N N N N N N N/A N/A 000000000 1.000000 NC 7224.360000 0.002527 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2000000.000000 BRL 357704.960000 USD 2025-04-02 7224.360000 N N N N/A N/A 000000000 1.000000 NC -2179.300000 -0.0007623 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 136431.000000 USD 4457883.000000 TWD 2025-04-25 -2179.300000 N N N N/A N/A 000000000 1.000000 NC 346.000000 0.000121 N/A DFE IN N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 81583.000000 USD 7017508.590000 INR 2025-04-30 346.000000 N N N N/A N/A 000000000 1.000000 NC 205.000000 0.0000717 N/A DFE PL N 2 UBS AG BFM8T61CT2L1QCEMIK50 133004.080000 PLN 34462.810000 USD 2025-06-06 205.000000 N N N FANNIE MAE REMICS 2024-38 N/A 3136BR4S3 274306.740000 PA USD 274558.110000 0.0960367 Long ABS-MBS USGSE US N 2 2051-01-25 Floating 5.12859 N N N N N N N/A N/A 000000000 1.000000 NC -2059.130000 -0.0007203 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2408265.440000 CNY 331130.000000 USD 2025-06-18 -2059.130000 N N N N/A N/A 000000000 1.000000 NC -0.130000 0 N/A DFE TH N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 94.270000 USD 3183.110000 THB 2025-05-19 -0.130000 N N N N/A N/A 000000000 -11.000000 NC USD -11916.580000 -0.0041683 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A Soybean Oil 2025-12-12 -300696.000000 USD -11916.580000 N N N N/A N/A 000000000 1.000000 NC -492.930000 -0.0001724 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 530110.160000 USD 410000.000000 GBP 2025-04-02 -492.930000 N N N N/A N/A 000000000 1.000000 NC -1074.650000 -0.0003759 N/A DFE SG N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 401062.460000 USD 536501.650000 SGD 2025-05-02 -1074.650000 N N N CATAMARAN CLO LTD 2014-1A N/A 14889DAJ7 115377.840000 PA USD 115427.950000 0.0403751 Long ABS-CBDO CORP KY N 2 2030-04-22 Floating 5.6517 N N N N N N IMPAC CMB TRUST 2005-2 N/A 45254NMZ7 52989.060000 PA USD 51798.580000 0.0181184 Long ABS-MBS CORP US N 2 2035-04-25 Floating 5.05459 N N N N N N N/A N/A 000000000 1.000000 NC -2232.600000 -0.0007809 N/A DFE TW N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 135923.000000 USD 4439245.000000 TWD 2025-04-25 -2232.600000 N N N N/A N/A 000000000 1.000000 NC -11336.110000 -0.0039652 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 277204.560000 USD 10930453.010000 TRY 2025-06-05 -11336.110000 N N N N/A N/A 000000000 1.000000 NC -3345.190000 -0.0011701 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 875056.650000 BRL 150000.000000 USD 2025-04-02 -3345.190000 N N N N/A N/A 000000000 -12.000000 NC USD 11815.400000 0.0041329 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A Soybean Meal 2025-12-12 -369360.000000 USD 11815.400000 N N N N/A N/A 000000000 1.000000 NC USD 92941.870000 0.0325098 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2032-06-08 9540.000000 USD 0.000000 USD 900000.000000 USD 83401.870000 N N N N/A N/A 000000000 1.000000 NC 38.600000 0.0000135 N/A DFE ID N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46457838.000000 IDR 2829.000000 USD 2025-04-09 38.600000 N N N N/A N/A 000000000 1.000000 NC -49852.300000 -0.0174377 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 5321000.000000 BRL -49852.300000 N N N N/A N/A 000000000 1.000000 NC 150.170000 0.0000525 N/A DFE ID N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 493668060.000000 IDR 29748.000000 USD 2025-04-30 150.170000 N N N N/A N/A 000000000 1.000000 NC 88183.320000 0.0308453 N/A DIR CA N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A CANADIAN ON REPO RATE CORRA Y 2035-06-18 63293.460000 CAD 0.000000 CAD 2800000.000000 CAD 24889.860000 N N N N/A N/A 000000000 1.000000 NC -2006.780000 -0.0007019 N/A DFE CN N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 1442234.830000 CNY 197032.000000 USD 2025-05-12 -2006.780000 N N N N/A N/A 000000000 1.000000 NC -11274.460000 -0.0039437 N/A DFE N/A N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 4182421.000000 EUR 4518495.260000 USD 2025-05-02 -11274.460000 N N N N/A N/A 000000000 1.000000 NC 252.470000 0.0000883 N/A DFE JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 51350.000000 USD 7713857.000000 JPY 2025-05-02 252.470000 N N N N/A N/A 000000000 1.000000 NC -30.480000 -0.0000107 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 109725.600000 TRY 2792.000000 USD 2025-04-21 -30.480000 N N N N/A N/A 000000000 1.000000 NC -426.850000 -0.0001493 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 701273.650000 TRY 17545.000000 USD 2025-04-24 -426.850000 N N N N/A N/A 000000000 5.000000 NC USD -4382.640000 -0.001533 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long N/A WTI Crude 2025-08-20 344950.000000 USD -4382.640000 N N N N/A N/A 000000000 1.000000 NC -214.160000 -0.0000749 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1389609.900000 CNY 191562.000000 USD 2025-05-12 -214.160000 N N N N/A N/A 000000000 1.000000 NC USD -58514.340000 -0.0204675 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2031-12-31 0.000000 USD -43114.670000 USD 2320000.000000 USD -15399.670000 N N N N/A N/A 000000000 1.000000 NC USD -4947.910000 -0.0017307 N/A DCO US N 1 ICE FUTURES US 5493004R83R1LVX2IL36 Long N/A Cocoa 2025-09-15 77980.000000 USD -4947.910000 N N N N/A N/A 000000000 1.000000 NC 277.370000 0.000097 N/A DFE ID N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 946933851.000000 IDR 57204.000000 USD 2025-04-08 277.370000 N N N N/A N/A 000000000 -19.000000 NC USD -7756.630000 -0.0027132 N/A DCO US N 1 ICE FUTURES US 5493004R83R1LVX2IL36 Short N/A Cotton 2025-12-08 -664240.000000 USD -7756.630000 N N N N/A N/A 000000000 -9.000000 NC -20652.680000 -0.007224 N/A DIR JP N 1 OSAKA SECURITIES EXCHANGE 3538001249AILNPRUX57 Short N/A JAPAN GOVT 2025-06-13 -8304553.640000 JPY -20652.680000 N N N N/A N/A 000000000 1.000000 NC -156.880000 -0.0000549 N/A DFE ID N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 8183.000000 USD 133747340.000000 IDR 2025-04-10 -156.880000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TL2 1550000.000000 PA USD 1398269.540000 0.489096 Long DBT UST US N 2 2052-11-15 Fixed 4 N N N N N N N/A N/A 000000000 1.000000 NC 10971.640000 0.0038377 N/A DFE PH N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 642262.020000 USD 37423965.640000 PHP 2025-04-14 10971.640000 N N N N/A N/A 000000000 1.000000 NC 1674.130000 0.0005856 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 6587579.000000 TWD 200000.000000 USD 2025-04-21 1674.130000 N N N SARANAC CLO LTD 2018-6A N/A 80317LAJ2 150247.180000 PA USD 150307.240000 0.0525754 Long ABS-CBDO CORP JE N 2 2031-08-13 Floating 5.69859 N N N N N N N/A N/A 000000000 1.000000 NC -429.420000 -0.0001502 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 3796955.400000 TRY 90600.000000 USD 2025-06-18 -429.420000 N N N N/A N/A 000000000 1.000000 NC -1247729.720000 -0.436439 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2031-02-15 0.000000 EUR -890594.000000 EUR 8700000.000000 EUR -357135.720000 N N N N/A N/A 000000000 1.000000 NC USD 2134.470000 0.0007466 N/A DCR US N 2 UBS AG 254900R882POXXVAK772 CMBX.NA.AAA.10 N/A N/A Y Single Leg Swap 2059-11-17 0.000000 USD -81142.130000 USD 2800000.000000 USD 83276.600000 N N N N/A N/A 000000000 1.000000 NC -41.310000 -0.0000144 N/A DFE CA N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 63000.000000 CAD 43739.690000 USD 2025-04-02 -41.310000 N N N N/A N/A 000000000 1.000000 NC -445.250000 -0.0001557 N/A DFE CN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2930000.000000 CNY 404927.080000 USD 2025-06-18 -445.250000 N N N N/A N/A 000000000 1.000000 NC 1871.950000 0.0006548 N/A DFE BR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 338799.000000 USD 1982279.070000 BRL 2025-07-02 1871.950000 N N N N/A N/A 000000000 1.000000 NC USD 6075.530000 0.0021251 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-12-18 31254.910000 USD 0.000000 USD 2400000.000000 USD -25179.380000 N N N N/A N/A 000000000 -8.000000 NC USD 19048.220000 0.0066628 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A Wheat 2025-09-12 -226500.000000 USD 19048.220000 N N N N/A N/A 000000000 1.000000 NC 2500.660000 0.0008747 N/A DFE BR N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 120167.550000 USD 700000.000000 BRL 2025-04-02 2500.660000 N N N N/A N/A 000000000 -3.000000 NC USD 3056.280000 0.001069 N/A DCO US N 1 COMMODITY EXCHANGE INC. N/A Short N/A Copper 2025-07-29 -381075.000000 USD 3056.280000 N N N N/A N/A 000000000 1.000000 NC 2153.330000 0.0007532 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8210004.000000 TWD 251532.000000 USD 2025-08-20 2153.330000 N N N STRUCTURED ASSET MTG INV INC 2005-AR5 N/A 86359LPD5 2171.180000 PA USD 2070.510000 0.0007242 Long ABS-MBS CORP US N 2 2035-07-19 Floating 4.93126 N N N N N N N/A N/A 000000000 1.000000 NC USD 7579.600000 0.0026512 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2025-12-20 0.000000 USD -152229.900000 USD 14250000.000000 USD 159809.500000 N N N N/A N/A 000000000 1.000000 NC -1020.870000 -0.0003571 N/A DFE PH N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 1076695.940000 USD 61625768.820000 PHP 2025-04-14 -1020.870000 N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 74814ZFS7 5600000.000000 PA 3933430.310000 1.37586 Long DBT NUSS CA N 2 2033-09-01 Fixed 3.6 N N N N N N N/A N/A 000000000 1.000000 NC -234.730000 -0.0000821 N/A DFE IN N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 837085.490000 INR 9558.280000 USD 2025-04-04 -234.730000 N N N N/A N/A 000000000 1.000000 NC 5893.880000 0.0020616 N/A DFE BR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 940787.900000 USD 5402192.270000 BRL 2025-04-02 5893.880000 N N N N/A N/A 000000000 1.000000 NC -170.290000 -0.0000596 N/A DFE PL N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 82962.240000 USD 321435.210000 PLN 2025-06-06 -170.290000 N N N N/A N/A 000000000 1.000000 NC 714.920000 0.0002501 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2025-12-23 0.000000 MXN -35.030000 MXN 13700000.000000 MXN 749.950000 N N N N/A N/A 000000000 1.000000 NC 1068.350000 0.0003737 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 507625.160000 USD 732000.000000 CAD 2025-04-02 1068.350000 N N N N/A N/A 000000000 1.000000 NC 4071.270000 0.0014241 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 10670676.000000 TWD 325145.000000 USD 2025-04-14 4071.270000 N N N RAD CLO LTD 2019-5A N/A 74923EAA6 435443.600000 PA USD 435749.220000 0.152419 Long ABS-CBDO CORP KY N 2 2032-07-24 Floating 5.67825 N N N N N N N/A N/A 000000000 1.000000 NC -30110.480000 -0.0105322 N/A DIR CA N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A CANADIAN ON REPO RATE CORRA Y 2026-12-18 0.000000 CAD -24537.800000 CAD 2100000.000000 CAD -5572.680000 N N N N/A N/A 000000000 1.000000 NC -20037.330000 -0.0070088 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6200000.000000 BRL 1020030.440000 USD 2025-10-02 -20037.330000 N N N N/A N/A 000000000 1.000000 NC 1444.610000 0.0005053 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3795624.000000 TWD 115752.000000 USD 2025-04-25 1444.610000 N N N N/A N/A 000000000 1.000000 NC 12757.310000 0.0044623 N/A DFE BR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 593167.000000 USD 3502117.280000 BRL 2025-06-03 12757.310000 N N N N/A N/A 000000000 1.000000 NC USD 280.720000 0.0000982 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2026-03-20 28120.710000 USD 0.000000 USD 5800000.000000 USD -27839.990000 N N N N/A N/A 000000000 1.000000 NC 563.170000 0.000197 N/A DFE IL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 261000.000000 ILS 70780.400000 USD 2025-04-16 563.170000 N N N N/A N/A 000000000 1.000000 NC -35753.890000 -0.0125062 N/A DIR HU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2029-03-20 0.000000 HUF -18626.890000 HUF 817500000.000000 HUF -17127.000000 N N N N/A N/A 000000000 1.000000 NC -1130.170000 -0.0003953 N/A DFE JP N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 133987892.000000 JPY 892182.000000 USD 2025-04-02 -1130.170000 N N N N/A N/A 000000000 1.000000 NC 1135.240000 0.0003971 N/A DFE KR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 53956256.000000 KRW 37876.000000 USD 2025-06-12 1135.240000 N N N N/A N/A 000000000 1.000000 NC -2035.770000 -0.0007121 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 136450.000000 USD 4463280.000000 TWD 2025-04-25 -2035.770000 N N N N/A N/A 000000000 1.000000 NC -265.190000 -0.0000928 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 365000.000000 CNY 50233.410000 USD 2025-06-18 -265.190000 N N N N/A N/A 000000000 1.000000 NC 5692.320000 0.0019911 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 150210.000000 USD 889648.770000 BRL 2025-04-02 5692.320000 N N N N/A N/A 000000000 1.000000 NC -53.430000 -0.0000187 N/A DFE CN N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 33811.400000 USD 244000.000000 CNY 2025-06-18 -53.430000 N N N N/A N/A 000000000 1.000000 NC -79720.470000 -0.0278851 N/A DIR CA N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A CANADIAN ON REPO RATE CORRA Y 2052-09-21 0.000000 CAD -143872.880000 CAD 900000.000000 CAD 64152.410000 N N N N/A N/A 000000000 1.000000 NC -402.320000 -0.0001407 N/A DFE TH N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2831709.350000 THB 83073.000000 USD 2025-04-03 -402.320000 N N N TOWD POINT MORTGAGE TRUST 2015-4 N/A 89171UAL3 5000000.000000 PA USD 4830580.000000 1.68967 Long ABS-MBS CORP US N 2 2055-04-25 Variable 4.11577 N N N N N N N/A N/A 000000000 7.000000 NC USD 1356.690000 0.0004746 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A Soybeans 2025-07-14 359887.500000 USD 1356.690000 N N N N/A N/A 000000000 1.000000 NC -76.970000 -0.0000269 N/A DFE PH N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 2867400.000000 PHP 50000.000000 USD 2025-04-07 -76.970000 N N N N/A N/A 000000000 1.000000 NC 2582.800000 0.0009034 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 505614.060000 USD 2900000.000000 BRL 2025-04-02 2582.800000 N N N N/A N/A 000000000 1.000000 NC USD -870.700000 -0.0003046 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-01-24 0.000000 USD -688.800000 USD 168000.000000 USD -181.900000 N N N N/A N/A 000000000 1.000000 NC 100.340000 0.0000351 N/A DFE PH N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 50000.000000 USD 2870264.400000 PHP 2025-04-14 100.340000 N N N N/A N/A 000000000 1.000000 NC 6578.190000 0.002301 N/A DFE MY N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 8654302.000000 MYR 1960603.970000 USD 2025-04-23 6578.190000 N N N N/A N/A 000000000 1.000000 NC 4.270000 0.0000015 N/A DFE TW N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 14365.000000 TWD 440.610000 USD 2025-08-20 4.270000 N N N N/A N/A 000000000 1.000000 NC 811.340000 0.0002838 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 133000.000000 EUR 144624.200000 USD 2025-04-02 811.340000 N N N N/A N/A 000000000 1.000000 NC 41332.000000 0.0144574 N/A DFE IN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 2180190.230000 USD 190248849.950000 INR 2025-04-28 41332.000000 N N N N/A N/A 000000000 1.000000 NC 20664.690000 0.0072282 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2030-01-27 0.000000 CLP 0.000000 CLP 1109400000.000000 CLP 20664.690000 N N N N/A N/A 000000000 1.000000 NC 7372.600000 0.0025788 N/A DFE HU N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 263173590.000000 HUF 713361.640000 USD 2025-04-16 7372.600000 N N N N/A N/A 000000000 -12.000000 NC USD -19610.540000 -0.0068595 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2025-06-18 -1372968.740000 USD -19610.540000 N N N COLLEGE AVE STUDENT LOANS LLC 2019-A N/A 19421UAB0 67416.610000 PA USD 64045.690000 0.0224023 Long ABS-O CORP US N 2 2048-12-28 Fixed 3.28 N N N N N N VENTURE XXVIII CLO LTD 2017-28A N/A 92331AAU8 167872.720000 PA USD 167835.250000 0.0587065 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 5.54478 N N N N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI2VM0V0 12100000.000000 PA 245002.870000 0.0856987 Long DBT NUSS EG N 2 2028-03-04 Fixed 21.954 N N N N N N N/A N/A 000000000 1.000000 NC 2454.650000 0.0008586 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3755245.000000 TWD 115546.000000 USD 2025-04-25 2454.650000 N N N VISTRA CORP 549300KP43CPCUJOOG15 92840M102 3600.000000 NS USD 422784.000000 0.147884 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC -4584.920000 -0.0016037 N/A DFE SG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 805238.000000 USD 1075717.440000 SGD 2025-04-02 -4584.920000 N N N DELL TECHNOLOGIES INC 549300TJB5YBRUPOG437 24703L202 1150.000000 NS USD 104822.500000 0.0366655 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC 21034.380000 0.0073575 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR GB SONIO (03/19/25) LCH N/A N/A 2035-03-19 0.000000 GBP 0.000000 GBP N/A GBP Y 2035-03-19 18648.910000 GBP 0.000000 GBP 300000.000000 GBP 2385.470000 N N N N/A N/A 000000000 1.000000 NC 208.350000 0.0000729 N/A DFE TH N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1687450.000000 THB 50000.000000 USD 2025-04-17 208.350000 N N N N/A N/A 000000000 1.000000 NC -1013.680000 -0.0003546 N/A DFE SG N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 320671.000000 USD 428754.760000 SGD 2025-05-02 -1013.680000 N N N N/A N/A 000000000 1.000000 NC USD 12651.030000 0.0044252 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-09-16 0.000000 USD -1236.400000 USD 281000.000000 USD 13887.430000 N N N N/A N/A 000000000 1.000000 NC 205.990000 0.0000721 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 428865.380000 TRY 11048.960000 USD 2025-05-05 205.990000 N N N N/A N/A 000000000 1.000000 NC 7506.250000 0.0026256 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 500690.610000 USD 2900000.000000 BRL 2025-04-02 7506.250000 N N N UMBS PASS THRU POOLS N/A 01F062663 12900000.000000 PA USD 13280277.550000 4.64526 Long ABS-MBS USGSE US N 2 2054-06-15 Fixed 6.5 N N N N N N N/A N/A 000000000 1.000000 NC -53217.190000 -0.0186146 N/A DFE GB N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1925554.330000 GBP 2434116.340000 USD 2025-04-02 -53217.190000 N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD2 N/A 07388EAE6 1140000.000000 PA USD 1144762.240000 0.400422 Long ABS-MBS CORP US N 2 2036-06-25 Floating 5.63459 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 BYY9RYII7 17600000.000000 PA 859352.280000 0.30059 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.875 N N N N N N N/A N/A 000000000 1.000000 NC -286.150000 -0.0001001 N/A DFE ID N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 102836.040000 USD 1705844185.000000 IDR 2025-04-08 -286.150000 N N N N/A N/A 000000000 1.000000 NC 76.000000 0.0000266 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2000000.000000 BRL 335581.730000 USD 2025-10-02 76.000000 N N N N/A N/A 000000000 1.000000 NC -61.200000 -0.0000214 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 215340.180000 TRY 5478.000000 USD 2025-04-21 -61.200000 N N N N/A N/A 000000000 1.000000 NC USD -12837.370000 -0.0044903 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-11-15 0.000000 USD 0.000000 USD 1300000.000000 USD -12837.370000 N N N N/A N/A 000000000 1.000000 NC -763.710000 -0.0002671 N/A DFE BR N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 700000.000000 BRL 121904.500000 USD 2025-04-02 -763.710000 N N N N/A N/A 000000000 1.000000 NC -1715.940000 -0.0006002 N/A DFE TW N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 228449.000000 USD 7528765.000000 TWD 2025-04-25 -1715.940000 N N N N/A N/A 000000000 1.000000 NC -1530.790000 -0.0005354 N/A DFE CO N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 100000.000000 USD 412250000.000000 COP 2025-04-10 -1530.790000 N N N N/A N/A 000000000 1.000000 NC -20685.140000 -0.0072354 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1200000.000000 USD 19655688000.000000 IDR 2025-04-14 -20685.140000 N N N N/A N/A 000000000 1.000000 NC 80.030000 0.000028 N/A DFE IN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 122691.000000 USD 10520249.850000 INR 2025-05-05 80.030000 N N N FANNIE MAE REMICS 2019-9 N/A 3136B33L2 234197.800000 PA USD 231865.560000 0.0811034 Long ABS-MBS USGSE US N 2 2049-03-25 Floating 4.84307 N N N N N N N/A N/A 000000000 2.000000 NC USD -5850.290000 -0.0020464 N/A DE US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long S&P 500 INDEX N/A N/A 2025-06-20 565325.000000 USD -5850.290000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810UG1 800000.000000 PA USD 805500.000000 0.281753 Long DBT UST US N 2 2055-02-15 Fixed 4.625 N N N N N N N/A N/A 000000000 1.000000 NC -7635.180000 -0.0026707 N/A DFE JP N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 397661.180000 USD 58500000.000000 JPY 2025-04-02 -7635.180000 N N N N/A N/A 000000000 1.000000 NC 942.290000 0.0003296 N/A DFE ID N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3693258972.000000 IDR 222298.000000 USD 2025-05-07 942.290000 N N N N/A N/A 000000000 1.000000 NC 1043.180000 0.0003649 N/A DFE HK N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 25211031.310000 HKD 3244997.080000 USD 2025-05-19 1043.180000 N N N COUNTRYWIDE HOME LOANS 2006-HYB5 N/A 170256AD3 42502.800000 PA USD 37504.890000 0.0131187 Long ABS-MBS CORP US N 2 2036-09-20 Floating 4.35253 N N N N N N N/A N/A 000000000 1.000000 NC -4045.090000 -0.0014149 N/A DFE TH N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 507000.120000 USD 17006305.000000 THB 2025-05-19 -4045.090000 N N N N/A N/A 000000000 1.000000 NC -3468.960000 -0.0012134 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 9763000.000000 CNY 1347264.830000 USD 2025-06-18 -3468.960000 N N N N/A N/A 000000000 1.000000 NC 7754.600000 0.0027125 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 9719643977.000000 IDR 590867.000000 USD 2025-04-16 7754.600000 N N N N/A N/A 000000000 1.000000 NC 11252.820000 0.0039361 N/A DFE CH N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 6681127.630000 CHF 7590257.560000 USD 2025-05-02 11252.820000 N N N SCCU AUTO RECEIVABLES TRUST 2023-1A N/A 805922AE1 180000.000000 PA USD 182361.820000 0.0637877 Long ABS-O CORP US N 2 2028-10-16 Fixed 5.7 N N N N N N N/A N/A 000000000 1.000000 NC -1434.770000 -0.0005019 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 581783.000000 USD 3376901.250000 BRL 2025-07-02 -1434.770000 N N N N/A N/A 000000000 1.000000 NC 129.170000 0.0000452 N/A DFE ID N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 410131557.000000 IDR 24741.000000 USD 2025-04-10 129.170000 N N N N/A N/A 000000000 1.000000 NC -163.040000 -0.000057 N/A DFE KR N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 21992.000000 USD 32132511.000000 KRW 2025-04-28 -163.040000 N N N N/A N/A 000000000 1.000000 NC 88613.880000 0.0309959 N/A DIR AU N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 AUD-BBR-BBSW-Bloomberg 6M N/A N/A Y 2034-03-20 51799.730000 AUD 0.000000 AUD 7100000.000000 AUD 36814.150000 N N N N/A N/A 000000000 1.000000 NC USD -2251.260000 -0.0007875 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-03-05 0.000000 USD -3129.000000 USD 840000.000000 USD 877.740000 N N N N/A N/A 000000000 1.000000 NC USD -352714.010000 -0.123375 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2026-04-02 0.000000 USD -171140.700000 USD 17600000.000000 USD -181573.310000 N N N N/A N/A 000000000 1.000000 NC USD -118779.930000 -0.0415476 N/A DE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A MLPIPOWR Y 2026-03-04 0.000000 USD 0.000000 USD 2922825.360000 USD -118779.930000 N N N N/A N/A 000000000 1.000000 NC 2330.100000 0.000815 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8402670.000000 TWD 257561.000000 USD 2025-08-20 2330.100000 N N N N/A N/A 000000000 1.000000 NC 91.180000 0.0000319 N/A DFE IN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 27245.000000 USD 2341042.070000 INR 2025-04-28 91.180000 N N N N/A N/A 000000000 1.000000 NC -972.070000 -0.00034 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 4343928.750000 TRY 113500.000000 USD 2025-04-02 -972.070000 N N N N/A N/A 000000000 1.000000 NC 10069.050000 0.003522 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 8300000.000000 BRL 10069.050000 N N N N/A N/A 000000000 1.000000 NC 216.630000 0.0000758 N/A DFE ID N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 753699618.000000 IDR 45385.000000 USD 2025-05-09 216.630000 N N N N/A N/A 000000000 1.000000 NC 799.070000 0.0002795 N/A DFE CN N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 1463965.750000 CNY 203713.000000 USD 2025-07-16 799.070000 N N N N/A N/A 000000000 1.000000 NC -135533.470000 -0.0474078 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2044-12-18 0.000000 JPY -90866.360000 JPY 260000000.000000 JPY -44667.110000 N N N N/A N/A 000000000 1.000000 NC 1740.540000 0.0006088 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3777297.000000 TWD 115496.000000 USD 2025-04-25 1740.540000 N N N N/A N/A 000000000 1.000000 NC 1360.210000 0.0004758 N/A DFE DK N 2 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 1VUV7VQFKUOQSJ21A208 565479.000000 USD 3903795.020000 DKK 2025-05-02 1360.210000 N N N CITIGROUP MORTGAGE LOAN TRUST 2006-WFH4 N/A 17309SAF7 283285.780000 PA USD 280897.990000 0.0982543 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.86959 N N N N N N N/A N/A 000000000 1.000000 NC -176.400000 -0.0000617 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2027-07-29 0.000000 CZK -50.790000 CZK 60000.000000 CZK -125.610000 N N N N/A N/A 000000000 1.000000 NC -173635.000000 -0.0607352 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 5306421.000000 EUR 5564196.320000 USD 2025-04-02 -173635.000000 N N N N/A N/A 000000000 1.000000 NC -1873.160000 -0.0006552 N/A DFE BR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 1944028.660000 BRL 338799.000000 USD 2025-04-02 -1873.160000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797PJ0 100000.000000 PA USD 99425.270000 0.0347776 Long DBT UST US N 2 2025-05-20 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -631.210000 -0.0002208 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 341630.070000 USD 264000.000000 GBP 2025-05-02 -631.210000 N N N N/A N/A 000000000 1.000000 NC 149.930000 0.0000524 N/A DFE ID N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 663576024.000000 IDR 40042.000000 USD 2025-04-08 149.930000 N N N N/A N/A 000000000 1.000000 NC USD 12279.090000 0.0042951 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2031-06-20 55577.770000 USD 0.000000 USD 2500000.000000 USD -43298.680000 N N N SMB PRIVATE EDUCATION LOAN TRUST 2024-C N/A 83206EAA5 1797794.930000 PA USD 1835515.900000 0.642038 Long ABS-O CORP US N 2 2052-06-17 Fixed 5.5 N N N N N N SUNAC CHINA HOLDINGS LIMITED 549300OLARYHDXP3WK18 ACI2L7QQ7 22850.000000 PA USD 2770.560000 0.0009691 Long DBT CORP KY N 2 2030-09-30 Fixed 7.25 N N Y N N N N/A N/A 000000000 1.000000 NC USD 120770.570000 0.0422439 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2054-12-18 100964.830000 USD 0.000000 USD 2172000.000000 USD 19805.740000 N N N N/A N/A 000000000 1.000000 NC 5253.290000 0.0018375 N/A DFE AU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1230000.000000 AUD 773818.830000 USD 2025-04-02 5253.290000 N N N N/A N/A 000000000 1.000000 NC 110.000000 0.0000385 N/A DFE IN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 27195.000000 USD 2338770.000000 INR 2025-04-30 110.000000 N N N N/A N/A 000000000 1.000000 NC 891.760000 0.0003119 N/A DFE ZA N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 4729862.420000 ZAR 258579.000000 USD 2025-04-16 891.760000 N N N N/A N/A 000000000 1.000000 NC -3682.960000 -0.0012882 N/A DFE TW N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 262764.000000 USD 8602893.000000 TWD 2025-04-25 -3682.960000 N N N N/A N/A 000000000 1.000000 NC 522.490000 0.0001828 N/A DFE TW N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1623464.000000 TWD 49414.040000 USD 2025-04-25 522.490000 N N N N/A N/A 000000000 1.000000 NC USD -3921.550000 -0.0013717 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2026-02-11 36851.250000 USD 0.000000 USD 29700000.000000 USD -40772.800000 N N N LONG BEACH MTGE LOAN TRUST 2004-5 N/A 542514HB3 92837.030000 PA USD 92878.470000 0.0324876 Long ABS-MBS CORP US N 2 2034-09-25 Floating 4.99459 N N N N N N N/A N/A 000000000 1.000000 NC 2431.880000 0.0008506 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 6402734.000000 TWD 195086.000000 USD 2025-04-14 2431.880000 N N N N/A N/A 000000000 1.000000 NC -139.810000 -0.0000489 N/A DFE KR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 21992.000000 USD 32166709.000000 KRW 2025-04-28 -139.810000 N N N N/A N/A 000000000 1.000000 NC -3107.500000 -0.001087 N/A DFE SE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1326039.870000 USD 13297851.640000 SEK 2025-04-02 -3107.500000 N N N N/A N/A 000000000 1.000000 NC USD -3235.960000 -0.0011319 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-12-20 0.000000 USD -27099.980000 USD 1900000.000000 USD 23864.020000 N N N N/A N/A 000000000 1.000000 NC 1943.720000 0.0006799 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4440219.000000 TWD 136450.000000 USD 2025-07-16 1943.720000 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15 N/A 38380LJY0 335328.960000 PA USD 334789.650000 0.117105 Long ABS-MBS USGSE US N 2 2068-08-20 Floating 5.46121 N N N N N N N/A N/A 000000000 1.000000 NC -500.470000 -0.0001751 N/A DFE TR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 662953.110000 TRY 16489.320000 USD 2025-04-24 -500.470000 N N N N/A N/A 000000000 1.000000 NC -3331.780000 -0.0011654 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 140241.510000 USD 5470540.820000 TRY 2025-05-13 -3331.780000 N N N N/A N/A 000000000 1.000000 NC 187.050000 0.0000654 N/A DFE IN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 54111.000000 USD 4650028.790000 INR 2025-04-28 187.050000 N N N N/A N/A 000000000 1.000000 NC 4322.580000 0.001512 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 11604878.390000 TRY 300259.470000 USD 2025-04-28 4322.580000 N N N N/A N/A 000000000 1.000000 NC 7105.720000 0.0024855 N/A DFE CH N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1011000.000000 CHF 1149865.980000 USD 2025-04-02 7105.720000 N N N N/A N/A 000000000 -14.000000 NC USD 11526.300000 0.0040317 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A Wheat 2025-07-14 -385350.000000 USD 11526.300000 N N N N/A N/A 000000000 1.000000 NC 4987.940000 0.0017447 N/A DFE CL N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 194670000.000000 CLP 210000.000000 USD 2025-04-10 4987.940000 N N N ARISTA NETWORKS INC 635400H1WKBLOQERUU95 040413205 2100.000000 NS USD 162708.000000 0.056913 Long EC CORP US N 1 N N N N/A N/A 000000000 -1.000000 NC USD -181.410000 -0.0000635 N/A DCO US N 1 ICE FUTURES US 5493004R83R1LVX2IL36 Short N/A Coffee 2025-07-21 -140775.000000 USD -181.410000 N N N BRAZIL GOVT 254900ZFY40OYEADAP90 ACI2HDVK6 31500000.000000 PA 5151092.940000 1.80178 Long DBT NUSS BR N 2 2025-10-01 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -776.340000 -0.0002716 N/A DFE ID N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 46136.000000 USD 756321556.000000 IDR 2025-04-23 -776.340000 N N N N/A N/A 000000000 1.000000 NC 1792.780000 0.0006271 N/A DFE TW N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1928279.000000 TWD 59864.000000 USD 2025-04-25 1792.780000 N N N N/A N/A 000000000 -4.000000 NC 743.570000 0.0002601 N/A DE AU N 1 ASX - SYDNEY FUTURES EXCHANGE LIMITED 549300ZD7BBOVZFVHK49 Short S&P/ASX 200 INDEX N/A N/A 2025-06-19 -492194.370000 AUD 743.570000 N N N UMBS PASS THRU POOLS N/A 01F022659 2600000.000000 PA USD 2162139.360000 0.756287 Long ABS-MBS USGSE US N 2 2054-05-15 Fixed 2.5 N N N N N N N/A N/A 000000000 1.000000 NC 16383.390000 0.0057307 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3082261.680000 ILS 845608.990000 USD 2025-04-16 16383.390000 N N N N/A N/A 000000000 1.000000 NC 312.620000 0.0001094 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 72000.000000 GBP 93318.570000 USD 2025-04-02 312.620000 N N N N/A N/A 000000000 1.000000 NC USD 50410.930000 0.0176331 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-03-20 52816.170000 USD 0.000000 USD 1300000.000000 USD -2405.240000 N N N N/A N/A 000000000 1.000000 NC -899.260000 -0.0003145 N/A DFE CN N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 203713.000000 USD 1469588.230000 CNY 2025-05-12 -899.260000 N N N N/A N/A 000000000 1.000000 NC -29622.960000 -0.0103617 N/A DIR CA N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A CANADIAN ON REPO RATE CORRA Y 2055-06-18 0.000000 CAD -18836.440000 CAD 600000.000000 CAD -10786.520000 N N N N/A N/A 000000000 1.000000 NC 10556.150000 0.0036924 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2900000.000000 BRL 518753.010000 USD 2025-04-02 10556.150000 N N N N/A N/A 000000000 1.000000 NC -1314.760000 -0.0004599 N/A DFE PL N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 267325.000000 USD 1033058.750000 PLN 2025-06-13 -1314.760000 N N N N/A N/A 000000000 2.000000 NC USD -6333.330000 -0.0022153 N/A DCO US N 1 ICE FUTURES US 5493004R83R1LVX2IL36 Long N/A Coffee 2025-09-18 277762.500000 USD -6333.330000 N N N N/A N/A 000000000 -6400000.000000 NC -125297.550000 -0.0438274 N/A DIR DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Eurostat Eurozone HICP Ex Tob N/A N/A N/A 3.000000 EUR 2035-06-22 XXXX 182862.550000 N N N N/A N/A 000000000 1.000000 NC 2797.090000 0.0009784 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 503000.000000 EUR 546690.830000 USD 2025-04-02 2797.090000 N N N N/A N/A 000000000 1.000000 NC -252.170000 -0.0000882 N/A DFE JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 7739809.000000 JPY 51350.000000 USD 2025-04-02 -252.170000 N N N N/A N/A 000000000 1.000000 NC USD -41726.000000 -0.0145952 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-12-20 0.000000 USD -77709.760000 USD 2090000.000000 USD 35983.760000 N N N N/A N/A 000000000 1.000000 NC USD -28015.400000 -0.0097994 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-10-23 0.000000 USD -2975.000000 USD 1000000.000000 USD -25040.400000 N N N N/A N/A 000000000 1.000000 NC -94.560000 -0.0000331 N/A DFE SG N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 18099.000000 USD 24189.860000 SGD 2025-04-02 -94.560000 N N N COUNTRYWIDE ASSET-BACKED CERTI 2006-19 N/A 12667CAD4 231012.450000 PA USD 219999.190000 0.0769527 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.93459 N N N N N N N/A N/A 000000000 1.000000 NC 426.060000 0.000149 N/A DFE IN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 103393.000000 USD 8892470.050000 INR 2025-04-30 426.060000 N N N N/A N/A 000000000 1.000000 NC 248.630000 0.000087 N/A DFE ID N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 898671606.000000 IDR 54105.000000 USD 2025-05-09 248.630000 N N N N/A N/A 000000000 1.000000 NC -3762.400000 -0.001316 N/A DFE NZ N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 315596.750000 USD 549246.000000 NZD 2025-04-02 -3762.400000 N N N N/A N/A 000000000 1.000000 NC 0.120000 0 N/A DFE PH N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 50077.720000 USD 2867450.250000 PHP 2025-04-07 0.120000 N N N N/A N/A 000000000 1.000000 NC 12409.200000 0.0043406 N/A DFE NZ N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 3608246.000000 NZD 2060990.420000 USD 2025-04-02 12409.200000 N N N N/A N/A 000000000 1.000000 NC 4068.720000 0.0014232 N/A DFE MX N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46291000.000000 MXN 2243058.050000 USD 2025-06-18 4068.720000 N N N N/A N/A 000000000 1.000000 NC -14.010000 -0.0000049 N/A DFE ID N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 2804.410000 USD 46457838.000000 IDR 2025-04-09 -14.010000 N N N N/A N/A 000000000 1.000000 NC 257886.160000 0.0902051 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2029-12-12 62662.730000 MXN 0.000000 MXN 129700000.000000 MXN 195223.430000 N N N N/A N/A 000000000 1.000000 NC 31945.330000 0.011174 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1600000.000000 USD 9312614.400000 BRL 2025-04-02 31945.330000 N N N N/A N/A 000000000 1.000000 NC 36.700000 0.0000128 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 7200000.000000 JPY 48039.900000 USD 2025-04-02 36.700000 N N N N/A N/A 000000000 -10.000000 NC USD 21482.360000 0.0075142 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A Kansas Wheat 2025-09-12 -292500.000000 USD 21482.360000 N N N N/A N/A 000000000 1.000000 NC USD 20347.020000 0.0071171 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-02-13 7474.400000 USD 0.000000 USD 400000.000000 USD 12872.620000 N N N N/A N/A 000000000 -9.000000 NC USD 758.950000 0.0002655 N/A DCO US N 1 ICE FUTURES US 5493004R83R1LVX2IL36 Short N/A Raw Sugar 2025-06-30 -187992.000000 USD 758.950000 N N N N/A N/A 000000000 1.000000 NC 1085.970000 0.0003799 N/A DFE SG N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 429378.470000 SGD 320671.000000 USD 2025-04-02 1085.970000 N N N N/A N/A 000000000 1.000000 NC -409.580000 -0.0001433 N/A DFE TH N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 51488.500000 USD 1727120.000000 THB 2025-05-19 -409.580000 N N N N/A N/A 000000000 1.000000 NC -17365.870000 -0.0060743 N/A DFE CH N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1035000.000000 CHF 1152522.230000 USD 2025-04-02 -17365.870000 N N N N/A N/A 000000000 1.000000 NC -15933.470000 -0.0055733 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2033-12-15 0.000000 EUR -1860.370000 EUR 493000.000000 EUR -14073.100000 N N N N/A N/A 000000000 1.000000 NC -12077.600000 -0.0042246 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3850000.000000 BRL 633770.940000 USD 2025-10-02 -12077.600000 N N N N/A N/A 000000000 1.000000 NC USD -22924.720000 -0.0080188 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-11-06 0.000000 USD -3550.000000 USD 1000000.000000 USD -19374.720000 N N N N/A N/A 000000000 1.000000 NC -1478.020000 -0.000517 N/A DFE PL N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 1173698.160000 PLN 300831.000000 USD 2025-06-06 -1478.020000 N N N N/A N/A 000000000 1.000000 NC USD 10242.110000 0.0035826 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-08-19 0.000000 USD -1785.000000 USD 510000.000000 USD 12027.110000 N N N N/A N/A 000000000 1.000000 NC -501.150000 -0.0001753 N/A DIR MY N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A Klibor Interbank Offered Rate Y 2030-09-17 125.270000 MYR 0.000000 MYR 4610000.000000 MYR -626.420000 N N N N/A N/A 000000000 1.000000 NC -4948.940000 -0.0017311 N/A DFE NZ N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 351844.110000 USD 611000.000000 NZD 2025-04-02 -4948.940000 N N N N/A N/A 000000000 1.000000 NC 328.450000 0.0001149 N/A DFE CN N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 198316.000000 USD 1439377.530000 CNY 2025-05-12 328.450000 N N N N/A N/A 000000000 1.000000 NC USD 384777.220000 0.13459 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2032-06-15 282105.410000 USD 0.000000 USD 2600000.000000 USD 102671.810000 N N N FREDDIE MAC REMICS 5532 N/A 3137HKPJ7 1400000.000000 PA USD 1401675.520000 0.490287 Long ABS-MBS USGSE US N 2 2055-04-25 Floating 5.30101 N N N N N N N/A N/A 000000000 1.000000 NC -7.040000 -0.0000025 N/A DFE CN N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 16609.320000 USD 120000.000000 CNY 2025-06-18 -7.040000 N N N N/A N/A 000000000 1.000000 NC 1476.860000 0.0005166 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3699453.000000 TWD 112888.000000 USD 2025-04-25 1476.860000 N N N N/A N/A 000000000 1.000000 NC USD 17325.890000 0.0060604 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-10-10 0.000000 USD -2034.110000 USD 567000.000000 USD 19360.000000 N N N N/A N/A 000000000 1.000000 NC -3860.020000 -0.0013502 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 255624.000000 USD 8359927.000000 TWD 2025-04-25 -3860.020000 N N N N/A N/A 000000000 1.000000 NC 104.270000 0.0000365 N/A DFE CA N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 215497.110000 CAD 150000.000000 USD 2025-04-21 104.270000 N N N N/A N/A 000000000 1.000000 NC 29915.380000 0.010464 N/A DFE SE N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 499343.060000 USD 5320000.000000 SEK 2025-04-02 29915.380000 N N N SMB PRIVATE EDUCATION LOAN TRUST 2023-B N/A 78449HAB3 551485.160000 PA USD 562464.180000 0.196742 Long ABS-O CORP US N 2 2056-10-16 Floating 6.14867 N N N N N N N/A N/A 000000000 1.000000 NC -945.760000 -0.0003308 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 475000.000000 EUR 513502.840000 USD 2025-05-02 -945.760000 N N N N/A N/A 000000000 1.000000 NC USD -3016.760000 -0.0010552 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-01-24 0.000000 USD -1818.450000 USD 449000.000000 USD -1198.310000 N N N N/A N/A 000000000 1.000000 NC 1628.040000 0.0005695 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4268286.000000 TWD 130058.000000 USD 2025-04-14 1628.040000 N N N STRUCTURED ADJUSTABLE RT MTG LN 2004-20 N/A 863579HD3 1311.610000 PA USD 1301.890000 0.0004554 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.9791 N N N N N N N/A N/A 000000000 1.000000 NC USD 752.880000 0.0002633 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-04-15 0.000000 USD -2110.230000 USD 559000.000000 USD 2863.110000 N N N N/A N/A 000000000 1.000000 NC 477604.200000 0.167059 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2055-09-17 445639.940000 EUR 0.000000 EUR 5860000.000000 EUR 31964.260000 N N N N/A N/A 000000000 1.000000 NC -1401.880000 -0.0004904 N/A DFE PL N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 256093.380000 PLN 64560.000000 USD 2025-06-06 -1401.880000 N N N N/A N/A 000000000 1.000000 NC -2426.790000 -0.0008489 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2100000.000000 BRL 349854.230000 USD 2025-10-02 -2426.790000 N N N N/A N/A 000000000 1.000000 NC -11269.130000 -0.0039418 N/A DFE CH N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 7590257.560000 USD 6705131.060000 CHF 2025-04-02 -11269.130000 N N N N/A N/A 000000000 1.000000 NC -74.050000 -0.0000259 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 216306.000000 TRY 5490.000000 USD 2025-04-21 -74.050000 N N N N/A N/A 000000000 30000000.000000 NC USD 1453017.000000 0.508246 N/A DIR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Put Purchased MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.42700 03/22/45-10Y LCH 2055-03-22 0.000000 USD 0.000000 USD N/A USD N/A 3.430000 USD 2045-03-20 XXXX -1663233.000000 N N N N/A N/A 000000000 1.000000 NC 504.110000 0.0001763 N/A DFE IN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 21800.000000 USD 1907986.140000 INR 2025-04-15 504.110000 N N N N/A N/A 000000000 1.000000 NC -1465.860000 -0.0005127 N/A DFE NO N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 545000.000000 NOK 50336.780000 USD 2025-04-02 -1465.860000 N N N N/A N/A 000000000 1.000000 NC -789.670000 -0.0002762 N/A DFE ID N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 222298.000000 USD 3687923820.000000 IDR 2025-04-09 -789.670000 N N N LONG BEACH MORTGAGE LOAN TR 2006-WL3 N/A 542514SW5 989437.460000 PA USD 908417.770000 0.317752 Long ABS-MBS CORP US N 2 2036-01-25 Floating 5.03459 N N N N N N N/A N/A 000000000 1.000000 NC 25.490000 0.0000089 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 567547910.000000 IDR 34038.000000 USD 2025-05-09 25.490000 N N N FREDDIE MAC REMICS 5426 N/A 3137HCY22 56826.860000 PA USD 56468.570000 0.0197519 Long ABS-MBS USGSE US N 2 2050-12-15 Floating 5.22859 N N N N N N N/A N/A 000000000 1.000000 NC USD 24554.190000 0.0085887 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2028-05-31 0.000000 USD 0.000000 USD 5100000.000000 USD 24554.190000 N N N N/A N/A 000000000 1.000000 NC USD -16618.710000 -0.005813 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-02-15 0.000000 USD 0.000000 USD 1454000.000000 USD -16618.710000 N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833100 3006.000000 NS USD 667722.780000 0.23356 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC -1585.630000 -0.0005546 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1230977.700000 CNY 168723.000000 USD 2025-06-18 -1585.630000 N N N N/A N/A 000000000 1.000000 NC -1899.580000 -0.0006644 N/A DFE SE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 5095000.000000 SEK 504974.810000 USD 2025-04-02 -1899.580000 N N N N/A N/A 000000000 1.000000 NC USD 55247.930000 0.019325 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2029-12-18 0.000000 USD -31165.380000 USD 23900000.000000 USD 86413.310000 N N N N/A N/A 000000000 1.000000 NC USD 128380.240000 0.0449057 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-06-20 338046.730000 USD 0.000000 USD 14800000.000000 USD -209666.490000 N N N N/A N/A 000000000 1.000000 NC USD 21672.430000 0.0075807 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-06-18 29562.000000 USD 0.000000 USD 1300000.000000 USD -7889.570000 N N N N/A N/A 000000000 -7.000000 NC USD -2240.500000 -0.0007837 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short N/A Zinc 2025-05-19 -498540.000000 USD -2240.500000 N N N N/A N/A 000000000 1.000000 NC -14576.610000 -0.0050987 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1200000.000000 BRL 186726.830000 USD 2025-10-02 -14576.610000 N N N N/A N/A 000000000 1.000000 NC -91524.530000 -0.032014 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2034-09-18 0.000000 JPY -102262.900000 JPY 670000000.000000 JPY 10738.370000 N N N N/A N/A 000000000 1.000000 NC 2053.970000 0.0007185 N/A DFE CA N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 284771.600000 CAD 200000.000000 USD 2025-04-07 2053.970000 N N N N/A N/A 000000000 1.000000 NC USD -449450.720000 -0.157212 N/A DE US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 N/A MSCI ACWI NET TOTAL RETURN USD INDEX Y 2025-10-01 0.000000 USD 0.000000 USD 10399727.640000 USD -449450.720000 N N N SUNAC CHINA HOLDINGS LIMITED 549300OLARYHDXP3WK18 ACI2L7Q61 48404.000000 PA USD 5566.460000 0.0019471 Long DBT CORP KY N 2 2028-09-30 Fixed 6.75 N N Y N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TP3 2350612.000000 PA USD 1957808.890000 0.684815 Long DBT UST US N 2 2053-02-15 Fixed 1.5 N N N N N N N/A N/A 000000000 1.000000 NC 74.410000 0.000026 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 474536094.000000 IDR 28602.000000 USD 2025-04-08 74.410000 N N N N/A N/A 000000000 1.000000 NC -275569.060000 -0.0963903 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2031-12-15 0.000000 JPY -260337.220000 JPY 590000000.000000 JPY -15231.840000 N N N N/A N/A 000000000 1.000000 NC 1547.470000 0.0005413 N/A DFE PH N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 988568.060000 USD 56724035.280000 PHP 2025-04-14 1547.470000 N N N N/A N/A 000000000 1.000000 NC 1174.410000 0.0004108 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 5031588660.000000 IDR 302743.000000 USD 2025-05-07 1174.410000 N N N N/A N/A 000000000 1.000000 NC -3753.450000 -0.0013129 N/A DFE KR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 242786.000000 USD 350922884.000000 KRW 2025-06-18 -3753.450000 N N N N/A N/A 000000000 1.000000 NC 3133.910000 0.0010962 N/A DFE PL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 981467.760000 PLN 255789.000000 USD 2025-06-20 3133.910000 N N N N/A N/A 000000000 1.000000 NC USD 26223.460000 0.0091726 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2031-12-18 111924.910000 USD 0.000000 USD 14600000.000000 USD -85701.450000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CMM0 1470000.000000 PA USD 1518808.590000 0.531258 Long DBT UST US N 2 2035-02-15 Fixed 4.625 N N N N N N N/A N/A 000000000 1.000000 NC 727.040000 0.0002543 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3714655.000000 TWD 112596.000000 USD 2025-04-25 727.040000 N N N N/A N/A 000000000 -49.000000 NC -3092.860000 -0.0010818 N/A DIR AU N 1 ASX - SYDNEY FUTURES EXCHANGE LIMITED 549300ZD7BBOVZFVHK49 Short N/A AUSTRALIA GOVT 2025-06-16 -3449373.320000 AUD -3092.860000 N N N N/A N/A 000000000 1.000000 NC 102.460000 0.0000358 N/A DFE ID N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 474069569.000000 IDR 28602.000000 USD 2025-04-08 102.460000 N N N N/A N/A 000000000 1.000000 NC 17509.180000 0.0061245 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 736024.100000 USD 4300000.000000 BRL 2025-04-02 17509.180000 N N N N/A N/A 000000000 -6.000000 NC USD 3655.200000 0.0012785 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short N/A Nickel 2025-05-19 -569532.960000 USD 3655.200000 N N N N/A N/A 000000000 1.000000 NC 122.570000 0.0000429 N/A DFE ID N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 407058640.000000 IDR 24550.000000 USD 2025-04-10 122.570000 N N N N/A N/A 000000000 1.000000 NC -1200.600000 -0.00042 N/A DFE JP N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 29538821.000000 JPY 195738.000000 USD 2025-04-02 -1200.600000 N N N N/A N/A 000000000 1.000000 NC 76346.980000 0.0267051 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2029-03-20 61381.320000 ZAR 0.000000 ZAR 34500000.000000 ZAR 14965.660000 N N N N/A N/A 000000000 1.000000 NC -9705.500000 -0.0033949 N/A DFE PE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1239005.160000 PEN 327424.000000 USD 2025-04-16 -9705.500000 N N N N/A N/A 000000000 1.000000 NC 17238.070000 0.0060296 N/A DFE BR N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 2751558.640000 USD 15800000.000000 BRL 2025-04-02 17238.070000 N N N N/A N/A 000000000 1.000000 NC -2060.770000 -0.0007208 N/A DFE KR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 434410.000000 USD 636897415.000000 KRW 2025-04-14 -2060.770000 N N N N/A N/A 000000000 1.000000 NC USD 22834.580000 0.0079872 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-10-02 0.000000 USD -3062.960000 USD 793000.000000 USD 25897.540000 N N N N/A N/A 000000000 1.000000 NC 7781.620000 0.0027219 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2500000.000000 BRL 445882.370000 USD 2025-04-02 7781.620000 N N N N/A N/A 000000000 1.000000 NC -1487.130000 -0.0005202 N/A DIR SG N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Singapore Domestic Interbank Overnight Rate Average Y 2030-09-17 0.000000 SGD -1802.290000 SGD 200000.000000 SGD 315.160000 N N N N/A N/A 000000000 1.000000 NC 55.730000 0.0000195 N/A DFE ID N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 295906763.000000 IDR 17790.000000 USD 2025-05-08 55.730000 N N N N/A N/A 000000000 12.000000 NC -13808.440000 -0.00483 N/A DIR GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A UNITED KINGDOM GOVT 2025-06-26 1421285.960000 GBP -13808.440000 N N N LONG BEACH MORTGAGE LOAN TR 2006-8 N/A 54251UAD8 1544754.660000 PA USD 414642.430000 0.145036 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.75459 N N N N N N N/A N/A 000000000 1.000000 NC 16.890000 0.0000059 N/A DFE PH N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2868001.100000 PHP 50077.720000 USD 2025-04-14 16.890000 N N N N/A N/A 000000000 1.000000 NC 4814.430000 0.001684 N/A DFE BR N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 768483.080000 USD 4412783.570000 BRL 2025-04-02 4814.430000 N N N N/A N/A 000000000 1.000000 NC -2777.500000 -0.0009715 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 200000.000000 USD 724995.920000 PEN 2025-04-24 -2777.500000 N N N N/A N/A 000000000 1.000000 NC -993.430000 -0.0003475 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 223079.000000 USD 3697534425.000000 IDR 2025-04-09 -993.430000 N N N N/A N/A 000000000 1.000000 NC -1468.650000 -0.0005137 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 579025.800000 BRL 100000.000000 USD 2025-04-02 -1468.650000 N N N N/A N/A 000000000 1.000000 NC USD -125681.890000 -0.0439618 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-11-30 0.000000 USD -2922.000000 USD 7800000.000000 USD -122759.890000 N N N N/A N/A 000000000 1.000000 NC -49816.760000 -0.0174252 N/A DIR TH N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Thailand Overnight Repo Rate ON Y 2030-09-17 0.000000 THB -25164.260000 THB 78000000.000000 THB -24652.500000 N N N N/A N/A 000000000 1.000000 NC 5126.160000 0.0017931 N/A DIR KR N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2030-09-17 7297.020000 KRW 0.000000 KRW 3075650000.000000 KRW -2170.860000 N N N SMB PRIVATE EDUCATION LOAN TRUST 2020-B N/A 78449XAA0 279063.910000 PA USD 262031.360000 0.091655 Long ABS-O CORP US N 2 2053-07-15 Fixed 1.29 N N N N N N N/A N/A 000000000 1.000000 NC USD -13656.280000 -0.0047768 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-12-15 0.000000 USD -2857.700000 USD 656000.000000 USD -10798.580000 N N N N/A N/A 000000000 1.000000 NC 1516.710000 0.0005305 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3806346.000000 TWD 116147.000000 USD 2025-04-25 1516.710000 N N N N/A N/A 000000000 1.000000 NC USD -10945.170000 -0.0038285 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2029-12-18 3052.450000 USD 0.000000 USD 4314000.000000 USD -13997.620000 N N N N/A N/A 000000000 1.000000 NC -25844.970000 -0.0090402 N/A DFE AU N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 1879741.910000 USD 2966947.000000 AUD 2025-04-02 -25844.970000 N N N N/A N/A 000000000 1.000000 NC -226.310000 -0.0000792 N/A DFE CN N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 523000.000000 CNY 72131.960000 USD 2025-06-18 -226.310000 N N N N/A N/A 000000000 1.000000 NC 11417.770000 0.0039938 N/A DFE IL N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 1863090.990000 ILS 512648.000000 USD 2025-04-16 11417.770000 N N N COUNTRYWIDE HOME LOANS 2005-2 N/A 12669GPR6 34111.630000 PA USD 32974.510000 0.011534 Long ABS-MBS CORP US N 2 2035-03-25 Floating 5.07459 N N N N N N N/A N/A 000000000 -3.000000 NC USD 6793.920000 0.0023764 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short N/A Nickel 2025-07-14 -287207.280000 USD 6793.920000 N N N N/A N/A 000000000 1.000000 NC -9899.440000 -0.0034627 N/A DIR CA N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A CANADIAN ON REPO RATE CORRA Y 2035-03-19 137233.740000 CAD 0.000000 CAD 4900000.000000 CAD -147133.180000 N N N N/A N/A 000000000 1.000000 NC -256.260000 -0.0000896 N/A DFE KR N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 50000.000000 USD 73239000.000000 KRW 2025-04-24 -256.260000 N N N N/A N/A 000000000 1.000000 NC 828.610000 0.0002898 N/A DFE ZA N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 2569000.000000 ZAR 140790.090000 USD 2025-04-16 828.610000 N N N N/A N/A 000000000 1.000000 NC 17150.120000 0.0059989 N/A DFE KR N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 820886007.000000 KRW 576121.000000 USD 2025-06-12 17150.120000 N N N N/A N/A 000000000 1.000000 NC USD 48139.470000 0.0168385 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-09-18 0.000000 USD -3641.310000 USD 1015000.000000 USD 51780.780000 N N N N/A N/A 000000000 1.000000 NC 16305.510000 0.0057034 N/A DFE AU N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 2103947.000000 AUD 1330956.870000 USD 2025-04-02 16305.510000 N N N LEHMAN ABS MANUFACTURED HOUSING 2001-B N/A 52519SAM5 365680.050000 PA USD 344246.700000 0.120413 Long ABS-O CORP US N 2 2040-04-15 Variable 7.17 N N N N N N N/A N/A 000000000 1.000000 NC -180.160000 -0.000063 N/A DFE IN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 4298840.000000 INR 50000.000000 USD 2025-05-02 -180.160000 N N N N/A N/A 000000000 1.000000 NC 11309.250000 0.0039558 N/A DFE CN N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 13069000.000000 CNY 1826796.130000 USD 2025-08-20 11309.250000 N N N N/A N/A 000000000 1.000000 NC -2959.500000 -0.0010352 N/A DFE SG N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 627599.000000 USD 837825.840000 SGD 2025-05-02 -2959.500000 N N N N/A N/A 000000000 1.000000 NC 726.090000 0.000254 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 187896.000000 USD 1366755.500000 CNY 2025-05-12 726.090000 N N N N/A N/A 000000000 1.000000 NC -42701.550000 -0.0149364 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2029-04-16 0.000000 EUR -30573.410000 EUR 1376000.000000 EUR -12128.140000 N N N N/A N/A 000000000 1.000000 NC 675.350000 0.0002362 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1771694.000000 TWD 54344.770000 USD 2025-07-16 675.350000 N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-FA N/A 63935CAB7 601308.600000 PA USD 578140.300000 0.202226 Long ABS-O CORP US N 2 2068-08-15 Fixed 2.6 N N N N N N N/A N/A 000000000 1.000000 NC 8711.910000 0.0030473 N/A DFE CN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 11660000.000000 CNY 1621900.070000 USD 2025-06-18 8711.910000 N N N FREDDIE MAC-3892 N/A 3137ACXT1 304971.840000 PA USD 302704.860000 0.105882 Long ABS-MBS USGSE US N 2 2041-07-15 Floating 5.01315 N N N N N N N/A N/A 000000000 1.000000 NC USD -39019.110000 -0.0136484 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2055-03-19 0.000000 USD -38845.160000 USD 400000.000000 USD -173.950000 N N N N/A N/A 000000000 1.000000 NC 2423.020000 0.0008475 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2029-03-21 0.000000 CZK -8154.160000 CZK 114600000.000000 CZK 10577.180000 N N N N/A N/A 000000000 1.000000 NC -5576.540000 -0.0019506 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1550000.000000 BRL 254440.400000 USD 2025-10-02 -5576.540000 N N N VIBRANT CLO XI LTD 2019-11A N/A 92558NAJ1 226478.800000 PA USD 226590.530000 0.0792583 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.67478 N N N N N N N/A N/A 000000000 1.000000 NC -13307.150000 -0.0046547 N/A DFE ID N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 709386.000000 USD 11606335285.000000 IDR 2025-04-23 -13307.150000 N N N NOVASTAR HOME EQUITY LOAN 2005-4 N/A 66987WDE4 43703.330000 PA USD 43466.120000 0.0152039 Long ABS-MBS CORP US N 2 2036-01-25 Floating 5.09459 N N N N N N N/A N/A 000000000 1.000000 NC -1652.100000 -0.0005779 N/A DFE NO N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1070000.000000 NOK 100052.160000 USD 2025-04-02 -1652.100000 N N N N/A N/A 000000000 1.000000 NC 48.580000 0.000017 N/A DFE ID N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 188513790.000000 IDR 11346.000000 USD 2025-05-09 48.580000 N N N N/A N/A 000000000 1.000000 NC 8960.830000 0.0031344 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3322063.000000 USD 14089533595.600000 COP 2025-06-26 8960.830000 N N N N/A N/A 000000000 1.000000 NC 142.890000 0.00005 N/A DFE ID N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 589161192.000000 IDR 35466.000000 USD 2025-04-30 142.890000 N N N N/A N/A 000000000 1.000000 NC USD 1219.710000 0.0004266 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CMBX.NA.AAA.10 N/A N/A Y Single Leg Swap 2059-11-17 0.000000 USD -47506.080000 USD 1600000.000000 USD 48725.790000 N N N N/A N/A 000000000 1.000000 NC 2317.280000 0.0008106 N/A DFE CO N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1367633336.000000 COP 328127.000000 USD 2025-04-30 2317.280000 N N N N/A N/A 000000000 1.000000 NC -2444.720000 -0.0008551 N/A DFE JP N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 406117.000000 USD 60546805.000000 JPY 2025-04-02 -2444.720000 N N N N/A N/A 000000000 1.000000 NC -3404.380000 -0.0011908 N/A DFE PE N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 4937101.070000 PEN 1337859.000000 USD 2025-06-18 -3404.380000 N N N N/A N/A 000000000 1.000000 NC -4747.050000 -0.0016605 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 184913.840000 USD 7271921.670000 TRY 2025-05-21 -4747.050000 N N N N/A N/A 000000000 1.000000 NC 1510.610000 0.0005284 N/A DFE IN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 65402.000000 USD 5723983.040000 INR 2025-04-15 1510.610000 N N N N/A N/A 000000000 1.000000 NC 2661.280000 0.0009309 N/A DFE BR N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 401539.000000 USD 2336194.060000 BRL 2025-06-03 2661.280000 N N N N/A N/A 000000000 1.000000 NC -31.860000 -0.0000111 N/A DFE ID N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1636.000000 USD 26731422.000000 IDR 2025-04-10 -31.860000 N N N N/A N/A 000000000 1.000000 NC 14597.470000 0.005106 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 37724758.000000 TWD 1149711.000000 USD 2025-04-14 14597.470000 N N N UMBS PASS THRU POOLS N/A 01F030652 1300000.000000 PA USD 1126532.080000 0.394045 Long ABS-MBS USGSE US N 2 2052-02-25 Fixed 3 N N N N N N N/A N/A 000000000 1.000000 NC 226.570000 0.0000793 N/A DFE JP N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 465137.790000 USD 69800000.000000 JPY 2025-04-02 226.570000 N N N N/A N/A 000000000 1.000000 NC 3794.390000 0.0013272 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8502824.000000 TWD 261368.000000 USD 2025-07-16 3794.390000 N N N OZLM XXIV LTD 2019-24A N/A 67113DAW4 310214.420000 PA USD 310254.690000 0.108523 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.71478 N N N N N N N/A N/A 000000000 1.000000 NC -5799.300000 -0.0020285 N/A DFE PL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1041303.990000 PLN 262409.000000 USD 2025-06-06 -5799.300000 N N N N/A N/A 000000000 1.000000 NC 272.730000 0.0000954 N/A DFE PL N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 620415.740000 PLN 160073.000000 USD 2025-06-06 272.730000 N N N N/A N/A 000000000 1.000000 NC -1602.250000 -0.0005604 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1752000.000000 CAD 1215926.470000 USD 2025-04-02 -1602.250000 N N N COUNTRYWIDE HOME LOANS 2006-6 N/A 126694K64 145012.290000 PA USD 70518.170000 0.0246663 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6 N N N N N N N/A N/A 000000000 1.000000 NC 3.050000 0.0000011 N/A DFE TH N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 13449.490000 THB 400.810000 USD 2025-05-19 3.050000 N N N MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC) 5493002WXOPRPTXWTU06 553283AF9 109668.000000 PA USD 95357.050000 0.0333546 Long DBT CORP US N 2 2030-12-31 Fixed 11.5 N N Y N N N N/A N/A 000000000 -13.000000 NC USD -19721.330000 -0.0068983 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2025-06-18 -1448382.810000 USD -19721.330000 N N N N/A N/A 000000000 1.000000 NC USD 83381.170000 0.0291656 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2029-06-20 134596.510000 USD 0.000000 USD 17200000.000000 USD -51215.340000 N N N N/A N/A 000000000 1.000000 NC -2550.230000 -0.000892 N/A DFE AU N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 309351.600000 USD 491000.000000 AUD 2025-04-02 -2550.230000 N N N DRYDEN 80 CLO LTD 2019-80A N/A 26245JAQ1 300000.000000 PA USD 300003.680000 0.104937 Long ABS-CBDO CORP KY N 2 2033-01-17 Floating 5.55288 N N N N N N FRANCE GOVT 969500KCGF3SUYJHPV70 ACI2N2HB9 600000.000000 PA 555699.370000 0.194376 Long DBT NUSS FR N 2 2055-05-25 Fixed 3.25 N N N N N N N/A N/A 000000000 1.000000 NC USD -550454.330000 -0.192541 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2054-06-20 15738.950000 USD 0.000000 USD 8500000.000000 USD -566193.280000 N N N N/A N/A 000000000 1.000000 NC -4292.830000 -0.0015016 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2026-03-04 0.000000 CLP 0.000000 CLP 3600000000.000000 CLP -4292.830000 N N N N/A N/A 000000000 1.000000 NC 1462.850000 0.0005117 N/A DFE ID N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 2425123441.000000 IDR 147123.410000 USD 2025-04-09 1462.850000 N N N N/A N/A 000000000 1.000000 NC 131.750000 0.0000461 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4529065.020000 CNY 630789.000000 USD 2025-04-09 131.750000 N N N N/A N/A 000000000 1.000000 NC 3184.330000 0.0011138 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 8135403.000000 TWD 250297.000000 USD 2025-08-20 3184.330000 N N N N/A N/A 000000000 1.000000 NC -2314.360000 -0.0008095 N/A DFE BR N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 700000.000000 BRL 115112.650000 USD 2025-10-02 -2314.360000 N N N N/A N/A 000000000 1.000000 NC -647.610000 -0.0002265 N/A DFE IL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 141889.170000 USD 525000.000000 ILS 2025-04-16 -647.610000 N N N N/A N/A 000000000 34.000000 NC 4043.420000 0.0014143 N/A DIR AU N 1 ASX - SYDNEY FUTURES EXCHANGE LIMITED 549300ZD7BBOVZFVHK49 Long N/A AUSTRALIA GOVT 2025-06-16 2262659.100000 AUD 4043.420000 N N N FANNIE MAE REMICS 2024-54 N/A 3136BSSC0 79480.700000 PA USD 79418.560000 0.0277795 Long ABS-MBS USGSE US N 2 2054-08-25 Floating 5.30969 N N N N N N N/A N/A 000000000 1.000000 NC 1463.030000 0.0005117 N/A DFE TW N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 7472795.000000 TWD 228449.000000 USD 2025-08-20 1463.030000 N N N N/A N/A 000000000 1.000000 NC -7449.530000 -0.0026057 N/A DCR N/A N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A ITRAXX EUROPE CROSSOVER SERIES 43 Y Single Leg Swap 2030-06-20 0.000000 EUR -7879.370000 EUR 90000.000000 EUR 429.840000 N N N N/A N/A 000000000 1.000000 NC USD -56.710000 -0.0000198 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-08-30 0.000000 USD -6010.000000 USD 1600000.000000 USD 5953.290000 N N N N/A N/A 000000000 1.000000 NC -2112.430000 -0.0007389 N/A DFE ZA N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 327200.060000 USD 5967000.000000 ZAR 2025-04-16 -2112.430000 N N N N/A N/A 000000000 1.000000 NC 16.660000 0.0000058 N/A DFE ID N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 58138306.000000 IDR 3501.000000 USD 2025-05-08 16.660000 N N N N/A N/A 000000000 1.000000 NC USD -9597.210000 -0.003357 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-08-23 0.000000 USD -10806.900000 USD 2771000.000000 USD 1209.690000 N N N N/A N/A 000000000 1.000000 NC -13.400000 -0.0000047 N/A DFE TH N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2654.000000 USD 89286.130000 THB 2025-05-19 -13.400000 N N N N/A N/A 000000000 1.000000 NC USD 18404.420000 0.0064376 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-05-03 0.000000 USD -2262.600000 USD 838000.000000 USD 20667.020000 N N N N/A N/A 000000000 1.000000 NC 5568.190000 0.0019477 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 248530.240000 USD 1450000.000000 BRL 2025-04-02 5568.190000 N N N N/A N/A 000000000 14.000000 NC USD 7218.380000 0.0025249 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long N/A Henry 2025-08-27 630560.000000 USD 7218.380000 N N N N/A N/A 000000000 -11.000000 NC USD 19317.980000 0.0067572 N/A DCO US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short N/A Henry 2025-06-26 -492140.000000 USD 19317.980000 N N N N/A N/A 000000000 1.000000 NC 649.350000 0.0002271 N/A DFE ID N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 755482271.000000 IDR 46026.000000 USD 2025-04-09 649.350000 N N N N/A N/A 000000000 1.000000 NC USD 44321.940000 0.0155032 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2030-12-20 0.000000 USD -455.070000 USD 3900000.000000 USD 44777.010000 N N N N/A N/A 000000000 1.000000 NC 19.600000 0.0000069 N/A DFE CA N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 77313.100000 CAD 53747.290000 USD 2025-04-02 19.600000 N N N N/A N/A 000000000 1.000000 NC 2515.330000 0.0008798 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 347965.270000 USD 2000000.000000 BRL 2025-04-02 2515.330000 N N N N/A N/A 000000000 1.000000 NC -2933.430000 -0.0010261 N/A DFE KR N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 96610.000000 USD 137526267.000000 KRW 2025-06-18 -2933.430000 N N N N/A N/A 000000000 1.000000 NC USD 13279.270000 0.0046449 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2033-06-21 13461.910000 USD 0.000000 USD 200000.000000 USD -182.640000 N N N N/A N/A 000000000 1.000000 NC USD -200.720000 -0.0000702 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2053-10-12 0.000000 USD -951.900000 USD 167000.000000 USD 751.180000 N N N N/A N/A 000000000 1.000000 NC 725.170000 0.0002537 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 570330224.000000 IDR 34981.000000 USD 2025-04-09 725.170000 N N N ARGENT SECURITIES INC 2006-M1 N/A 04012MAM1 218004.530000 PA USD 194234.380000 0.0679405 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.73459 N N N N N N N/A N/A 000000000 1.000000 NC -562.930000 -0.0001969 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 4591328.820000 TRY 114343.000000 USD 2025-05-13 -562.930000 N N N N/A N/A 000000000 1.000000 NC 1649.480000 0.000577 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8267250.000000 TWD 252767.000000 USD 2025-08-20 1649.480000 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377508 6900.000000 NS USD 658674.000000 0.230395 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC USD -42543.710000 -0.0148812 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-06-21 0.000000 USD -6844.190000 USD 1700000.000000 USD -35699.520000 N N N N/A N/A 000000000 -11.000000 NC USD -7491.500000 -0.0026204 N/A DCO GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short N/A Lead 2025-05-19 -551111.000000 USD -7491.500000 N N N N/A N/A 000000000 1.000000 NC -10937.130000 -0.0038257 N/A DIR IN N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 Financial Benchmarks India Overnight Mumbai Interbank Outright Rate N/A N/A Y 2030-09-17 0.000000 INR -5510.630000 INR 205990000.000000 INR -5426.500000 N N N N/A N/A 000000000 1.000000 NC 6898.460000 0.002413 N/A DFE SE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 100047.560000 USD 1075000.000000 SEK 2025-04-02 6898.460000 N N N PIMCO FUNDS 549300NKY72DZUNDF872 693390882 5959240.640000 NS USD 58698520.340000 20.5319 Long EC RF US N 1 N N N N/A N/A 000000000 1.000000 NC 2848.240000 0.0009963 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 198696.000000 USD 1150102.120000 BRL 2025-04-02 2848.240000 N N N ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1A N/A 682685AA0 306000.000000 PA USD 309466.180000 0.108247 Long ABS-O CORP US N 2 2029-11-14 Fixed 5.41 N N N N N N N/A N/A 000000000 -4.000000 NC USD -5279.780000 -0.0018468 N/A DCO US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A Soybean Oil 2025-07-14 -108936.000000 USD -5279.780000 N N N N/A N/A 000000000 1.000000 NC -101.970000 -0.0000357 N/A DFE ID N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 7167.000000 USD 117801399.000000 IDR 2025-04-23 -101.970000 N N N PERU GOVT 254900STKLK2DBJJZ530 P78024AG4 3100000.000000 PA 769907.450000 0.269303 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.4 N N N N N N N/A N/A 000000000 1.000000 NC 5574.270000 0.0019498 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2055-06-18 0.000000 JPY -4155.680000 JPY 150000000.000000 JPY 9729.950000 N N N N/A N/A 000000000 1.000000 NC USD 27585.790000 0.0096491 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.44 Y Single Leg Swap 2030-06-20 28226.950000 USD 0.000000 USD 1500000.000000 USD -641.160000 N N N N/A N/A 000000000 1.000000 NC 24672.850000 0.0086302 N/A DFE BR N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 7900000.000000 BRL 1409071.210000 USD 2025-04-02 24672.850000 N N N N/A N/A 000000000 1.000000 NC -111.310000 -0.0000389 N/A DFE ID N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 40003.380000 USD 663576024.000000 IDR 2025-04-08 -111.310000 N N N N/A N/A 000000000 1.000000 NC USD -42874.330000 -0.0149969 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2026-12-18 0.000000 USD -47753.950000 USD 18600000.000000 USD 4879.620000 N N N N/A N/A 000000000 1.000000 NC 201.590000 0.0000705 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1168195.710000 CNY 161421.000000 USD 2025-05-12 201.590000 N N N N/A N/A 000000000 1.000000 NC -2061.140000 -0.000721 N/A DFE CN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1402348.250000 CNY 191473.000000 USD 2025-05-12 -2061.140000 N N N N/A N/A 000000000 1.000000 NC -1822.050000 -0.0006373 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2034-08-19 0.000000 EUR -447.720000 EUR 170000.000000 EUR -1374.330000 N N N N/A N/A 000000000 14.000000 NC USD -1847.270000 -0.0006461 N/A DCO US N 1 ICE FUTURES US 5493004R83R1LVX2IL36 Long N/A Raw Sugar 2025-09-30 295254.400000 USD -1847.270000 N N N N/A N/A 000000000 1.000000 NC -130.170000 -0.0000455 N/A DFE KR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 21992.000000 USD 32180894.000000 KRW 2025-04-28 -130.170000 N N N N/A N/A 000000000 1.000000 NC 145812.650000 0.0510033 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR GB SONIO (03/19/25) LCH N/A N/A 2055-03-19 0.000000 GBP 0.000000 GBP N/A GBP Y 2055-03-19 119746.600000 GBP 0.000000 GBP 1000000.000000 GBP 26066.050000 N N N N/A N/A 000000000 1.000000 NC 22065.720000 0.0077183 N/A DIR CN N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 CHINA FIXING REPO RATES 7 DAY N/A N/A Y 2030-09-17 45948.210000 CNY 0.000000 CNY 41140000.000000 CNY -23882.490000 N N N N/A N/A 000000000 1.000000 NC USD 3560.620000 0.0012455 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A CMBX.NA.AAA.9 Y Single Leg Swap 2058-09-17 0.000000 USD -524124.050000 USD 8240713.340000 USD 527684.670000 N N N N/A N/A 000000000 1.000000 NC 6816.320000 0.0023843 N/A DFE TH N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 34751709.480000 THB 1034584.980000 USD 2025-05-19 6816.320000 N N N N/A N/A 000000000 1.000000 NC 65.590000 0.0000229 N/A DFE SG N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 25528.500000 USD 34386.940000 SGD 2025-04-02 65.590000 N N N N/A N/A 000000000 1.000000 NC 238.820000 0.0000835 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 1393018.050000 CNY 193319.000000 USD 2025-07-16 238.820000 N N N N/A N/A 000000000 1.000000 NC 7525.510000 0.0026323 N/A DFE TW N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 16617515.000000 TWD 510915.130000 USD 2025-07-16 7525.510000 N N N N/A N/A 000000000 1.000000 NC -2692.320000 -0.0009417 N/A DFE KR N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 217812.940000 USD 315817872.000000 KRW 2025-06-18 -2692.320000 N N N N/A N/A 000000000 1.000000 NC 1742.130000 0.0006094 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 2446951.260000 CNY 339439.000000 USD 2025-05-12 1742.130000 N N N UMBS PASS THRU POOLS N/A 01F050643 4500000.000000 PA USD 4410930.240000 1.54288 Long ABS-MBS USGSE US N 2 2055-04-14 Fixed 5 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 ACI2NBJY7 132224.360000 PA 6022.640000 0.0021066 Long DBT NUSS MX N 2 2034-08-24 Fixed 4 N N N N N N N/A N/A 000000000 1.000000 NC -129.950000 -0.0000455 N/A DFE ID N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 24741.000000 USD 410361648.000000 IDR 2025-04-23 -129.950000 N N N N/A N/A 000000000 1.000000 NC -2646.940000 -0.0009259 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2374882.490000 BRL 411000.000000 USD 2025-05-05 -2646.940000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797NW3 600000.000000 PA USD 593994.340000 0.207771 Long DBT UST US N 2 2025-06-26 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 144.330000 0.0000505 N/A DFE IN N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 49089.000000 USD 4217726.880000 INR 2025-05-02 144.330000 N N N N/A N/A 000000000 1.000000 NC -14500.090000 -0.0050719 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2924556.140000 BRL 498000.000000 USD 2025-04-02 -14500.090000 N N N N/A N/A 000000000 1.000000 NC 1.210000 0.0000004 N/A DFE ID N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 7555504.000000 IDR 454.000000 USD 2025-05-09 1.210000 N N N N/A N/A 000000000 1.000000 NC USD 111.120000 0.0000389 N/A DE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 MLPIREIL TRS EQUITY FEDL01+75 BOA MLPIREIL Internal_ID MLPIREIL TRS EQUITY FEDL01+75 BOA 308477.333900 USD 4.172010 USD Y 2025-06-09 0.000000 USD 0.000000 USD 8216184.100000 USD 111.120000 N N N N/A N/A 000000000 1.000000 NC USD -54515.230000 -0.0190687 N/A DE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 MLPIREIS TRS EQUITY FEDL01+70 BOA MLPIREIS Internal_ID MLPIREIS TRS EQUITY FEDL01+70 BOA 137919.520700 USD -947.486861 USD Y 2025-06-09 0.000000 USD 0.000000 USD 7935428.660000 USD -54515.230000 N N N N/A N/A 000000000 1.000000 NC USD -3549431.770000 -1.24154 N/A DE US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 JPACWILV TRS EQUITY FEDL01+55 JPM JPACWILV Internal_ID JPACWILV TRS EQUITY FEDL01+55 JPM 325200.782944 USD -6649.429321 USD JPACWILV TRS EQUITY FEDL01+55 JPM 178157.406205 USD -3642.811281 USD JPACWILV TRS EQUITY FEDL01+55 JPM 873525.823751 USD -17861.113902 USD JPACWILV TRS EQUITY FEDL01+55 JPM 97953.039763 USD -2002.860537 USD JPACWILV TRS EQUITY FEDL01+55 JPM 34250.713434 USD -700.329489 USD JPACWILV TRS EQUITY FEDL01+55 JPM 167292.879166 USD -3420.662662 USD JPACWILV TRS EQUITY FEDL01+55 JPM 51564.842939 USD -1054.354099 USD JPACWILV TRS EQUITY FEDL01+55 JPM 39825.778320 USD -814.323679 USD JPACWILV TRS EQUITY FEDL01+55 JPM 285520.132388 USD -5838.073091 USD JPACWILV TRS EQUITY FEDL01+55 JPM 82406.766349 USD -1684.983546 USD JPACWILV TRS EQUITY FEDL01+55 JPM 264532.620488 USD -5408.938279 USD JPACWILV TRS EQUITY FEDL01+55 JPM 178336.046424 USD -3646.463964 USD JPACWILV TRS EQUITY FEDL01+55 JPM 2109999.858781 USD -43143.484471 USD JPACWILV TRS EQUITY FEDL01+55 JPM 33126.074994 USD -677.333838 USD JPACWILV TRS EQUITY FEDL01+55 JPM 162140.455614 USD -3315.310283 USD JPACWILV TRS EQUITY FEDL01+55 JPM 45869.374005 USD -937.897989 USD JPACWILV TRS EQUITY FEDL01+55 JPM 202496.961850 USD -4140.485836 USD JPACWILV TRS EQUITY FEDL01+55 JPM 326491.771818 USD -6675.826365 USD JPACWILV TRS EQUITY FEDL01+55 JPM 74939.046068 USD -1532.289946 USD JPACWILV TRS EQUITY FEDL01+55 JPM 105297.190949 USD -2153.027501 USD JPACWILV TRS EQUITY FEDL01+55 JPM 224477.417240 USD -4589.923513 USD JPACWILV TRS EQUITY FEDL01+55 JPM 89549.770658 USD -1831.037630 USD JPACWILV TRS EQUITY FEDL01+55 JPM 56753.900524 USD -1160.455540 USD JPACWILV TRS EQUITY FEDL01+55 JPM 88368.169169 USD -1806.877246 USD JPACWILV TRS EQUITY FEDL01+55 JPM 186807.394517 USD -3819.678893 USD JPACWILV TRS EQUITY FEDL01+55 JPM 356233.780515 USD -7283.965690 USD JPACWILV TRS EQUITY FEDL01+55 JPM 70450.862668 USD -1440.519385 USD JPACWILV TRS EQUITY FEDL01+55 JPM 86987.547242 USD -1778.647462 USD JPACWILV TRS EQUITY FEDL01+55 JPM 42258.694871 USD -864.069890 USD JPACWILV TRS EQUITY FEDL01+55 JPM 39905.932028 USD -815.962594 USD JPACWILV TRS EQUITY FEDL01+55 JPM 176769.391261 USD -3614.430330 USD JPACWILV TRS EQUITY FEDL01+55 JPM 115360.698627 USD -2358.797556 USD JPACWILV TRS EQUITY FEDL01+55 JPM 52682.298453 USD -1077.202880 USD JPACWILV TRS EQUITY FEDL01+55 JPM 169269.517946 USD -3461.079293 USD JPACWILV TRS EQUITY FEDL01+55 JPM 43452.500392 USD -888.479811 USD JPACWILV TRS EQUITY FEDL01+55 JPM 55110.104824 USD -1126.844602 USD JPACWILV TRS EQUITY FEDL01+55 JPM 55876.061069 USD -1142.506225 USD JPACWILV TRS EQUITY FEDL01+55 JPM 847155.764599 USD -17321.921337 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1035819.700747 USD -21179.561215 USD JPACWILV TRS EQUITY FEDL01+55 JPM 76461.241585 USD -1563.414507 USD JPACWILV TRS EQUITY FEDL01+55 JPM 995715.462620 USD -20359.543827 USD JPACWILV TRS EQUITY FEDL01+55 JPM 313557.710679 USD -6411.361671 USD JPACWILV TRS EQUITY FEDL01+55 JPM 102005.815649 USD -2085.728255 USD JPACWILV TRS EQUITY FEDL01+55 JPM 78209.106262 USD -1599.153359 USD JPACWILV TRS EQUITY FEDL01+55 JPM 63137.920403 USD -1290.990555 USD JPACWILV TRS EQUITY FEDL01+55 JPM 152556.591798 USD -3119.347578 USD JPACWILV TRS EQUITY FEDL01+55 JPM 43133.530707 USD -881.957790 USD JPACWILV TRS EQUITY FEDL01+55 JPM 427571.029455 USD -8742.609149 USD JPACWILV TRS EQUITY FEDL01+55 JPM 25538.459610 USD -522.188725 USD JPACWILV TRS EQUITY FEDL01+55 JPM 387777.363029 USD -7928.942066 USD JPACWILV TRS EQUITY FEDL01+55 JPM 278222.775316 USD -5688.862933 USD JPACWILV TRS EQUITY FEDL01+55 JPM 31757.064726 USD -649.341479 USD JPACWILV TRS EQUITY FEDL01+55 JPM 101644.247262 USD -2078.335212 USD JPACWILV TRS EQUITY FEDL01+55 JPM 172186.013844 USD -3520.713323 USD JPACWILV TRS EQUITY FEDL01+55 JPM 509498.138367 USD -10417.785067 USD JPACWILV TRS EQUITY FEDL01+55 JPM 167596.866270 USD -3426.878332 USD JPACWILV TRS EQUITY FEDL01+55 JPM 88360.811646 USD -1806.726806 USD JPACWILV TRS EQUITY FEDL01+55 JPM 17523.795109 USD -358.311674 USD JPACWILV TRS EQUITY FEDL01+55 JPM 138677.677464 USD -2835.563329 USD JPACWILV TRS EQUITY FEDL01+55 JPM 41870.223908 USD -856.126766 USD JPACWILV TRS EQUITY FEDL01+55 JPM 39608.849340 USD -809.888100 USD JPACWILV TRS EQUITY FEDL01+55 JPM 65330.725063 USD -1335.827162 USD JPACWILV TRS EQUITY FEDL01+55 JPM 80706.216508 USD -1650.212148 USD JPACWILV TRS EQUITY FEDL01+55 JPM 86262.432851 USD -1763.820939 USD JPACWILV TRS EQUITY FEDL01+55 JPM 212906.365272 USD -4353.328473 USD JPACWILV TRS EQUITY FEDL01+55 JPM 140921.477533 USD -2881.442647 USD JPACWILV TRS EQUITY FEDL01+55 JPM 228190.494851 USD -4665.845370 USD JPACWILV TRS EQUITY FEDL01+55 JPM 530899.307709 USD -10855.377996 USD JPACWILV TRS EQUITY FEDL01+55 JPM 227907.257236 USD -4660.053967 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1364085.000129 USD -27891.651165 USD JPACWILV TRS EQUITY FEDL01+55 JPM 362595.809752 USD -7414.051059 USD JPACWILV TRS EQUITY FEDL01+55 JPM 412148.230025 USD -8427.256849 USD JPACWILV TRS EQUITY FEDL01+55 JPM 222732.859291 USD -4554.252274 USD JPACWILV TRS EQUITY FEDL01+55 JPM 53062.735460 USD -1084.981733 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 633986.702900 USD -4355.395582 USD JPACWILV TRS EQUITY FEDL01+55 JPM 314484.861278 USD -6430.319259 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 204984.536400 USD -1408.213674 USD JPACWILV TRS EQUITY FEDL01+55 JPM 221452.536705 USD -4528.073326 USD JPACWILV TRS EQUITY FEDL01+55 JPM 690294.543063 USD -14114.556347 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 43913.294980 USD 0.593907 USD JPACWILV TRS EQUITY FEDL01+55 JPM 309592.006661 USD -6330.274325 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 113057.056500 USD -776.685382 USD JPACWILV TRS EQUITY FEDL01+55 JPM 111275.961798 USD -2275.276328 USD JPACWILV TRS EQUITY FEDL01+55 JPM 2859613.195115 USD -58470.941106 USD JPACWILV TRS EQUITY FEDL01+55 JPM 481654.605420 USD -9848.464161 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 631676.265900 USD -4339.523219 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 47367.041450 USD -325.404621 USD JPACWILV TRS EQUITY FEDL01+55 JPM 238937.574856 USD -4885.592531 USD JPACWILV TRS EQUITY FEDL01+55 JPM 284158.450712 USD -5810.230581 USD JPACWILV TRS EQUITY FEDL01+55 JPM 300600.224716 USD -6146.418007 USD JPACWILV TRS EQUITY FEDL01+55 JPM 125149.724195 USD -2558.955234 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 45212.627250 USD 0.611479 USD JPACWILV TRS EQUITY FEDL01+55 JPM 578636.223387 USD -11831.461890 USD JPACWILV TRS EQUITY FEDL01+55 JPM 113199.140569 USD -2314.599853 USD JPACWILV TRS EQUITY FEDL01+55 JPM 67993.229935 USD -1390.267799 USD JPACWILV TRS EQUITY FEDL01+55 JPM 298847.611962 USD -6110.582070 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 306153.588900 USD -2103.230213 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1058916.883302 USD -21651.832781 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 33524.376290 USD -230.307544 USD JPACWILV TRS EQUITY FEDL01+55 JPM 452169.694351 USD -9245.581750 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 21027.817340 USD -144.458018 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 192159.502500 USD 2.598866 USD JPACWILV TRS EQUITY FEDL01+55 JPM 585120.062186 USD -11964.037918 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 64895.715150 USD -445.824037 USD JPACWILV TRS EQUITY FEDL01+55 JPM 376257.161675 USD -7693.386776 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1195754.800752 USD -24449.778261 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 557271.631600 USD 7.536835 USD JPACWILV TRS EQUITY FEDL01+55 JPM 102210.537024 USD -2089.914224 USD JPACWILV TRS EQUITY FEDL01+55 JPM 455351.237342 USD -9310.635238 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 115828.321100 USD 1.566523 USD JPACWILV TRS EQUITY FEDL01+55 JPM 174877.525079 USD -3575.747058 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 105654.536700 USD 1.428928 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 517056.258500 USD 6.992941 USD JPACWILV TRS EQUITY FEDL01+55 JPM 2287007.006926 USD -46762.776252 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 14414.034320 USD 0.194943 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 121402.806800 USD -834.019461 USD JPACWILV TRS EQUITY FEDL01+55 JPM 162669.732728 USD -3326.132492 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 13898.914940 USD 0.187976 USD JPACWILV TRS EQUITY FEDL01+55 JPM 58672.340123 USD -1199.682163 USD JPACWILV TRS EQUITY FEDL01+55 JPM 590389.558395 USD -12071.784099 USD JPACWILV TRS EQUITY FEDL01+55 JPM 179011.602508 USD -3660.277161 USD JPACWILV TRS EQUITY FEDL01+55 JPM 2966626.975796 USD -60659.067975 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 79833.499210 USD 1.079710 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 91212.094990 USD -626.613703 USD JPACWILV TRS EQUITY FEDL01+55 JPM 18942.943148 USD -387.329208 USD JPACWILV TRS EQUITY FEDL01+55 JPM 449719.983643 USD -9195.492146 USD JPACWILV TRS EQUITY FEDL01+55 JPM 208407.339930 USD -4261.336225 USD JPACWILV TRS EQUITY FEDL01+55 JPM 143954.283427 USD -2943.454885 USD JPACWILV TRS EQUITY FEDL01+55 JPM 60609.013600 USD -1239.281617 USD JPACWILV TRS EQUITY FEDL01+55 JPM 56215.883024 USD -1149.454615 USD JPACWILV TRS EQUITY FEDL01+55 JPM 380900.136731 USD -7788.322386 USD JPACWILV TRS EQUITY FEDL01+55 JPM 234850.606802 USD -4802.025680 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1882402.192208 USD -38489.760750 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 7113.539530 USD -48.868972 USD JPACWILV TRS EQUITY FEDL01+55 JPM 3269674.172318 USD -66855.519582 USD JPACWILV TRS EQUITY FEDL01+55 JPM 95075.047260 USD -1944.013791 USD JPACWILV TRS EQUITY FEDL01+55 JPM 23893.862729 USD -488.561405 USD JPACWILV TRS EQUITY FEDL01+55 JPM 416146.482264 USD -8509.009714 USD JPACWILV TRS EQUITY FEDL01+55 JPM 252439.744592 USD -5161.673426 USD JPACWILV TRS EQUITY FEDL01+55 JPM 357566.532746 USD -7311.216675 USD JPACWILV TRS EQUITY FEDL01+55 JPM 81523.812257 USD -1666.929651 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1824278.646382 USD -37301.299866 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1429550.689725 USD -29230.237967 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 280435.885700 USD 3.792763 USD JPACWILV TRS EQUITY FEDL01+55 JPM 88932.683106 USD -1818.419948 USD JPACWILV TRS EQUITY FEDL01+55 JPM 153177.929719 USD -3132.052168 USD JPACWILV TRS EQUITY FEDL01+55 JPM 49055.327479 USD -1003.041659 USD JPACWILV TRS EQUITY FEDL01+55 JPM 191051.732153 USD -3906.463503 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1186452.477514 USD -24259.572258 USD JPACWILV TRS EQUITY FEDL01+55 JPM 58345.358553 USD -1192.996322 USD JPACWILV TRS EQUITY FEDL01+55 JPM 317731.155055 USD -6496.696716 USD JPACWILV TRS EQUITY FEDL01+55 JPM 163735.026617 USD -3347.914716 USD JPACWILV TRS EQUITY FEDL01+55 JPM 95571.851087 USD -1954.172014 USD JPACWILV TRS EQUITY FEDL01+55 JPM 242738.255372 USD -4963.305617 USD JPACWILV TRS EQUITY FEDL01+55 JPM 149831.071590 USD -3063.618456 USD JPACWILV TRS EQUITY FEDL01+55 JPM 89567.154514 USD -1831.393080 USD JPACWILV TRS EQUITY FEDL01+55 JPM 298050.147849 USD -6094.276202 USD JPACWILV TRS EQUITY FEDL01+55 JPM 451570.470360 USD -9233.329327 USD JPACWILV TRS EQUITY FEDL01+55 JPM 73544.158478 USD -1503.768470 USD JPACWILV TRS EQUITY FEDL01+55 JPM 4143474.947915 USD -84722.255467 USD JPACWILV TRS EQUITY FEDL01+55 JPM 394352.960820 USD -8063.394303 USD JPACWILV TRS EQUITY FEDL01+55 JPM 304464.789317 USD -6225.437341 USD JPACWILV TRS EQUITY FEDL01+55 JPM 36156.864476 USD -739.304846 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1519541.247256 USD -31070.288432 USD JPACWILV TRS EQUITY FEDL01+55 JPM 191101.958731 USD -3907.490493 USD JPACWILV TRS EQUITY FEDL01+55 JPM 253923.985937 USD -5192.021932 USD JPACWILV TRS EQUITY FEDL01+55 JPM 44943.746012 USD -918.971535 USD JPACWILV TRS EQUITY FEDL01+55 JPM 431084.283926 USD -8814.445191 USD JPACWILV TRS EQUITY FEDL01+55 JPM 211375.901843 USD -4322.034857 USD JPACWILV TRS EQUITY FEDL01+55 JPM 145269.100434 USD -2970.339146 USD JPACWILV TRS EQUITY FEDL01+55 JPM 106850.710515 USD -2184.792549 USD JPACWILV TRS EQUITY FEDL01+55 JPM 21484.329327 USD -439.293313 USD JPACWILV TRS EQUITY FEDL01+55 JPM 586102.021364 USD -11984.116185 USD JPACWILV TRS EQUITY FEDL01+55 JPM 86124.815300 USD -1761.007052 USD JPACWILV TRS EQUITY FEDL01+55 JPM 174867.510722 USD -3575.542293 USD JPACWILV TRS EQUITY FEDL01+55 JPM 282436.726307 USD -5775.026223 USD JPACWILV TRS EQUITY FEDL01+55 JPM 45411.788609 USD -928.541672 USD JPACWILV TRS EQUITY FEDL01+55 JPM 109953.155322 USD -2248.228705 USD JPACWILV TRS EQUITY FEDL01+55 JPM 144050.116440 USD -2945.414397 USD JPACWILV TRS EQUITY FEDL01+55 JPM 87565.841303 USD -1790.471928 USD JPACWILV TRS EQUITY FEDL01+55 JPM 141979.972760 USD -2903.085858 USD JPACWILV TRS EQUITY FEDL01+55 JPM 198108.936844 USD -4050.763229 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1470395.982420 USD -30065.407810 USD JPACWILV TRS EQUITY FEDL01+55 JPM 136627.818101 USD -2793.649546 USD JPACWILV TRS EQUITY FEDL01+55 JPM 40061.858900 USD -819.150854 USD JPACWILV TRS EQUITY FEDL01+55 JPM 400924.684407 USD -8197.767324 USD JPACWILV TRS EQUITY FEDL01+55 JPM 191708.180966 USD -3919.886010 USD JPACWILV TRS EQUITY FEDL01+55 JPM 68736.955036 USD -1405.474858 USD JPACWILV TRS EQUITY FEDL01+55 JPM 143785.228202 USD -2939.998187 USD JPACWILV TRS EQUITY FEDL01+55 JPM 17482.268365 USD -357.462571 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 213330.816800 USD -1465.551395 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 131791.654100 USD 1.782420 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1443309.161792 USD -29511.559515 USD JPACWILV TRS EQUITY FEDL01+55 JPM 204194.032615 USD -4175.186097 USD JPACWILV TRS EQUITY FEDL01+55 JPM 559928.183956 USD -11448.935794 USD JPACWILV TRS EQUITY FEDL01+55 JPM 235518.432746 USD -4815.680818 USD JPACWILV TRS EQUITY FEDL01+55 JPM 109467.267370 USD -2238.293681 USD JPACWILV TRS EQUITY FEDL01+55 JPM 197325.004911 USD -4034.734054 USD JPACWILV TRS EQUITY FEDL01+55 JPM 184203.002838 USD -3766.426504 USD JPACWILV TRS EQUITY FEDL01+55 JPM 31417.601108 USD -642.400415 USD JPACWILV TRS EQUITY FEDL01+55 JPM 646624.974006 USD -13221.638100 USD JPACWILV TRS EQUITY FEDL01+55 JPM 137488.546607 USD -2811.248992 USD JPACWILV TRS EQUITY FEDL01+55 JPM 33038.558593 USD -675.544377 USD JPACWILV TRS EQUITY FEDL01+55 JPM 33287.852704 USD -680.641731 USD JPACWILV TRS EQUITY FEDL01+55 JPM 2070988.321994 USD -42345.809710 USD JPACWILV TRS EQUITY FEDL01+55 JPM 28657.576946 USD -585.965786 USD JPACWILV TRS EQUITY FEDL01+55 JPM 61637.290795 USD -1260.306956 USD JPACWILV TRS EQUITY FEDL01+55 JPM 283311.790890 USD -5792.918800 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1041765.232896 USD -21301.130406 USD JPACWILV TRS EQUITY FEDL01+55 JPM 660373.113443 USD -13502.748375 USD JPACWILV TRS EQUITY FEDL01+55 JPM 60371.438189 USD -1234.423877 USD JPACWILV TRS EQUITY FEDL01+55 JPM 56192.346125 USD -1148.973353 USD JPACWILV TRS EQUITY FEDL01+55 JPM 174450.917805 USD -3567.024155 USD JPACWILV TRS EQUITY FEDL01+55 JPM 68558.272882 USD -1401.821317 USD JPACWILV TRS EQUITY FEDL01+55 JPM 37586.965778 USD -768.546343 USD JPACWILV TRS EQUITY FEDL01+55 JPM 50841.670296 USD -1039.567279 USD JPACWILV TRS EQUITY FEDL01+55 JPM 312840.823911 USD -6396.703380 USD JPACWILV TRS EQUITY FEDL01+55 JPM 82991.382200 USD -1696.937274 USD JPACWILV TRS EQUITY FEDL01+55 JPM 477080.625269 USD -9754.939301 USD JPACWILV TRS EQUITY FEDL01+55 JPM 384916.331087 USD -7870.442116 USD JPACWILV TRS EQUITY FEDL01+55 JPM 56864.771319 USD -1162.722532 USD JPACWILV TRS EQUITY FEDL01+55 JPM 171014.670894 USD -3496.762698 USD JPACWILV TRS EQUITY FEDL01+55 JPM 52048.594578 USD -1064.245442 USD JPACWILV TRS EQUITY FEDL01+55 JPM 41750.357555 USD -853.675840 USD JPACWILV TRS EQUITY FEDL01+55 JPM 495081.287220 USD -10123.001543 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 317131.236100 USD -2178.645038 USD JPACWILV TRS EQUITY FEDL01+55 JPM 7883926.958365 USD -161203.840314 USD JPACWILV TRS EQUITY FEDL01+55 JPM 2475594.180927 USD -50618.846563 USD JPACWILV TRS EQUITY FEDL01+55 JPM 62776.986196 USD -1283.610479 USD JPACWILV TRS EQUITY FEDL01+55 JPM 966882.905021 USD -19770.000185 USD JPACWILV TRS EQUITY FEDL01+55 JPM 2106352.773765 USD -43068.911975 USD JPACWILV TRS EQUITY FEDL01+55 JPM 698870.483718 USD -14289.909895 USD JPACWILV TRS EQUITY FEDL01+55 JPM 131071.213540 USD -2680.032817 USD JPACWILV TRS EQUITY FEDL01+55 JPM 160353.113398 USD -3278.764228 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 154035.497500 USD -1058.201256 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 211759.304000 USD 2.863944 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1772591.503216 USD -36244.445076 USD JPACWILV TRS EQUITY FEDL01+55 JPM 152644.440331 USD -3121.143830 USD JPACWILV TRS EQUITY FEDL01+55 JPM 130834.277510 USD -2675.188151 USD JPACWILV TRS EQUITY FEDL01+55 JPM 587060.351759 USD -12003.711310 USD JPACWILV TRS EQUITY FEDL01+55 JPM 179022.215308 USD -3660.494163 USD JPACWILV TRS EQUITY FEDL01+55 JPM 2158561.243451 USD -44136.426407 USD JPACWILV TRS EQUITY FEDL01+55 JPM 115139.923361 USD -2354.283331 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1737491.931381 USD -35526.758851 USD JPACWILV TRS EQUITY FEDL01+55 JPM 280708.487066 USD -5739.688655 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 20097.033940 USD -138.063673 USD JPACWILV TRS EQUITY FEDL01+55 JPM 475610.148544 USD -9724.872242 USD JPACWILV TRS EQUITY FEDL01+55 JPM 165542.894515 USD -3384.880463 USD JPACWILV TRS EQUITY FEDL01+55 JPM 745487.412529 USD -15243.093250 USD JPACWILV TRS EQUITY FEDL01+55 JPM 213177.389795 USD -4358.870152 USD JPACWILV TRS EQUITY FEDL01+55 JPM 57941.659279 USD -1184.741822 USD JPACWILV TRS EQUITY FEDL01+55 JPM 132912.832822 USD -2717.688684 USD JPACWILV TRS EQUITY FEDL01+55 JPM 55669.819068 USD -1138.289164 USD JPACWILV TRS EQUITY FEDL01+55 JPM 499604.470583 USD -10215.487754 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 343235.804100 USD 4.642102 USD JPACWILV TRS EQUITY FEDL01+55 JPM 353763.562410 USD -7233.456769 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 208369.248400 USD 2.818095 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1074849.257486 USD -21977.604432 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 469484.979200 USD -3225.292888 USD JPACWILV TRS EQUITY FEDL01+55 JPM 3653612.408332 USD -74705.962441 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1112540.496178 USD -22748.282859 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 327512.201700 USD -2249.960748 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 237094.825900 USD 3.206595 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1618003.143013 USD -33083.553624 USD JPACWILV TRS EQUITY FEDL01+55 JPM 30948.870812 USD -632.816216 USD JPACWILV TRS EQUITY FEDL01+55 JPM 548245.011674 USD -11210.048213 USD JPACWILV TRS EQUITY FEDL01+55 JPM 68715.065520 USD -1405.027280 USD JPACWILV TRS EQUITY FEDL01+55 JPM 176282.856553 USD -3604.482082 USD JPACWILV TRS EQUITY FEDL01+55 JPM 668274.588930 USD -13664.311033 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 363328.383600 USD -2496.012660 USD JPACWILV TRS EQUITY FEDL01+55 JPM 218122.973894 USD -4459.993254 USD JPACWILV TRS EQUITY FEDL01+55 JPM 48172.250321 USD -984.985248 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 625243.337600 USD 8.456120 USD JPACWILV TRS EQUITY FEDL01+55 JPM 304378.360728 USD -6223.670122 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 388255.172600 USD -2667.256041 USD JPACWILV TRS EQUITY FEDL01+55 JPM 101754.571101 USD -2080.591020 USD JPACWILV TRS EQUITY FEDL01+55 JPM 158979.171383 USD -3250.671029 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 384592.598600 USD 5.201433 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 167317.038800 USD 2.262884 USD JPACWILV TRS EQUITY FEDL01+55 JPM 270798.978218 USD -5537.067438 USD JPACWILV TRS EQUITY FEDL01+55 JPM 799658.353608 USD -16350.734630 USD JPACWILV TRS EQUITY FEDL01+55 JPM 159962.446523 USD -3270.776203 USD JPACWILV TRS EQUITY FEDL01+55 JPM 131981.786149 USD -2698.651432 USD JPACWILV TRS EQUITY FEDL01+55 JPM 453182.084766 USD -9266.282249 USD JPACWILV TRS EQUITY FEDL01+55 JPM 154392.276751 USD -3156.882104 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1526408.314753 USD -31210.700394 USD JPACWILV TRS EQUITY FEDL01+55 JPM 571227.168849 USD -11679.967838 USD JPACWILV TRS EQUITY FEDL01+55 JPM 189847.031784 USD -3881.830813 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1143203.200550 USD -23375.247787 USD JPACWILV TRS EQUITY FEDL01+55 JPM 474831.584486 USD -9708.952826 USD JPACWILV TRS EQUITY FEDL01+55 JPM 319279.559203 USD -6528.357169 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 271072.949800 USD 3.666133 USD JPACWILV TRS EQUITY FEDL01+55 JPM 885692.422678 USD -18109.886181 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 56130.114130 USD 0.759133 USD JPACWILV TRS EQUITY FEDL01+55 JPM 352051.681932 USD -7198.453691 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 3639.615544 USD -25.003625 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1250765.702554 USD -25574.594444 USD JPACWILV TRS EQUITY FEDL01+55 JPM 4046038.113092 USD -82729.949850 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 20499.692770 USD 0.277249 USD JPACWILV TRS EQUITY FEDL01+55 JPM 474490.165868 USD -9701.971788 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 134297.284800 USD -922.602633 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 154525.925100 USD 2.089890 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 324454.672300 USD 4.388096 USD JPACWILV TRS EQUITY FEDL01+55 JPM 363821.662040 USD -7439.116245 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 444787.653400 USD 6.015542 USD JPACWILV TRS EQUITY FEDL01+55 JPM 100724.649440 USD -2059.532057 USD JPACWILV TRS EQUITY FEDL01+55 JPM 392891.492005 USD -8033.511431 USD JPACWILV TRS EQUITY FEDL01+55 JPM 806512.489817 USD -16490.882184 USD JPACWILV TRS EQUITY FEDL01+55 JPM 526604.421433 USD -10767.559810 USD JPACWILV TRS EQUITY FEDL01+55 JPM 746221.412227 USD -15258.101453 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 225632.156200 USD -1550.059791 USD JPACWILV TRS EQUITY FEDL01+55 JPM 525101.018736 USD -10736.819509 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 143521.097400 USD 1.941055 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1094768.966486 USD -22384.905718 USD JPACWILV TRS EQUITY FEDL01+55 JPM 641456.999578 USD -13115.967750 USD JPACWILV TRS EQUITY FEDL01+55 JPM 585606.844300 USD -11973.991225 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 351656.531600 USD -2415.828750 USD JPACWILV TRS EQUITY FEDL01+55 JPM 179686.977917 USD -3674.086664 USD JPACWILV TRS EQUITY FEDL01+55 JPM 626182.816952 USD -12803.654240 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 658172.581600 USD 8.901473 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 334982.929400 USD 4.530486 USD JPACWILV TRS EQUITY FEDL01+55 JPM 75568.805326 USD -1545.166729 USD JPACWILV TRS EQUITY FEDL01+55 JPM 137481.841797 USD -2811.111897 USD JPACWILV TRS EQUITY FEDL01+55 JPM 38236.233974 USD -781.822027 USD JPACWILV TRS EQUITY FEDL01+55 JPM 149176.039661 USD -3050.224920 USD JPACWILV TRS EQUITY FEDL01+55 JPM 74469.095368 USD -1522.680794 USD JPACWILV TRS EQUITY FEDL01+55 JPM 187810.476683 USD -3840.189065 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 319155.542000 USD -2192.551723 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 21786.167370 USD 0.294648 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 254682.597200 USD 3.444462 USD JPACWILV TRS EQUITY FEDL01+55 JPM 262070.078572 USD -5358.586314 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 259764.270800 USD -1784.542408 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 514082.330200 USD -3531.670143 USD JPACWILV TRS EQUITY FEDL01+55 JPM 650163.573096 USD -13293.992368 USD JPACWILV TRS EQUITY FEDL01+55 JPM 460034.307417 USD -9406.390676 USD JPACWILV TRS EQUITY FEDL01+55 JPM 127831.239938 USD -2613.784590 USD JPACWILV TRS EQUITY FEDL01+55 JPM 64560.987462 USD -1320.088221 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 154750.756900 USD -1063.114983 USD JPACWILV TRS EQUITY FEDL01+55 JPM 39551.519865 USD -808.715875 USD JPACWILV TRS EQUITY FEDL01+55 JPM 243258.505872 USD -4973.943257 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1150070.198312 USD -23515.658323 USD JPACWILV TRS EQUITY FEDL01+55 JPM 3205517.151080 USD -65543.691320 USD JPACWILV TRS EQUITY FEDL01+55 JPM 56249.247698 USD -1150.136828 USD JPACWILV TRS EQUITY FEDL01+55 JPM 91858.879875 USD -1878.252333 USD JPACWILV TRS EQUITY FEDL01+55 JPM 122923.361908 USD -2513.432469 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 73753.554560 USD -506.676093 USD JPACWILV TRS EQUITY FEDL01+55 JPM 282336.702644 USD -5772.981024 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1860190.304284 USD -38035.590937 USD JPACWILV TRS EQUITY FEDL01+55 JPM 299047.222178 USD -6114.663531 USD JPACWILV TRS EQUITY FEDL01+55 JPM 492180.784047 USD -10063.694519 USD JPACWILV TRS EQUITY FEDL01+55 JPM 39777.029348 USD -813.326902 USD JPACWILV TRS EQUITY FEDL01+55 JPM 193196.360846 USD -3950.315048 USD JPACWILV TRS EQUITY FEDL01+55 JPM 551378.486665 USD -11274.118848 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 188385.078900 USD -1294.177837 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1204931.706961 USD -24637.419842 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 178700.704400 USD -1227.647606 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 292997.398600 USD -2012.849117 USD JPACWILV TRS EQUITY FEDL01+55 JPM 173512.112182 USD -3547.828255 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1995742.252015 USD -40807.242000 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1833087.778213 USD -37481.421510 USD JPACWILV TRS EQUITY FEDL01+55 JPM 641104.934694 USD -13108.769026 USD JPACWILV TRS EQUITY FEDL01+55 JPM 937546.656790 USD -19170.157505 USD JPACWILV TRS EQUITY FEDL01+55 JPM 186688.307910 USD -3817.243911 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1089976.677712 USD -22286.917069 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 1839.867399 USD -12.639619 USD JPACWILV TRS EQUITY FEDL01+55 JPM 37254.341777 USD -761.745130 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 473279.830800 USD 6.400886 USD JPACWILV TRS EQUITY FEDL01+55 JPM 5090494.145278 USD -104086.099433 USD JPACWILV TRS EQUITY FEDL01+55 JPM 264626.326003 USD -5410.854289 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1049464.273593 USD -21458.553849 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 420321.427300 USD 5.684648 USD MLPIREIL TRS EQUITY FEDL01+75 BOA 54406.809390 USD 0.735826 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1287823.279474 USD -26332.316293 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1552367.484985 USD -31741.491452 USD JPACWILV TRS EQUITY FEDL01+55 JPM 5308170.843737 USD -108536.967627 USD JPACWILV TRS EQUITY FEDL01+55 JPM 2326601.907301 USD -47572.379135 USD JPACWILV TRS EQUITY FEDL01+55 JPM 2943293.659737 USD -60181.968152 USD JPACWILV TRS EQUITY FEDL01+55 JPM 3051550.972645 USD -62395.521712 USD JPACWILV TRS EQUITY FEDL01+55 JPM 16621.831565 USD -339.869090 USD JPACWILV TRS EQUITY FEDL01+55 JPM 377795.299425 USD -7724.837310 USD JPACWILV TRS EQUITY FEDL01+55 JPM 70800.746515 USD -1447.673513 USD JPACWILV TRS EQUITY FEDL01+55 JPM 32526.111876 USD -665.066302 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 420865.647100 USD -2891.285214 USD JPACWILV TRS EQUITY FEDL01+55 JPM 2351891.742527 USD -48089.484200 USD MLPIREIS TRS EQUITY FEDL01+70 BOA 148411.536800 USD -1019.565472 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1047441.955751 USD -21417.203212 USD JPACWILV TRS EQUITY FEDL01+55 JPM 105770.876673 USD -2162.713024 USD JPACWILV TRS EQUITY FEDL01+55 JPM 1158164.156354 USD -23681.156701 USD Y 2025-10-01 0.000000 USD 0.000000 USD 173590534.590000 USD -3549431.770000 N N N 2025-05-28 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer