NPORT-P false 0000810893 XXXXXXXX S000069547 C000221900 PIMCO FUNDS 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 NEWPORT CENTER DRIVE NEWPORT BEACH 92660 888-877-4626 PIMCO All Asset: Multi-RAE PLUS Fund S000069547 549300106MVSE68XN136 2027-03-31 2026-06-30 N 5236018130.51 3675098331.18 1560919799.33 0.00000000 0.00000000 96619266.42000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 34061055.34000000 AUD BRL COP EUR GBP JPY PEN USD ZAR N 33.33% S&P 500 Index, 33.33% MSCI Emerging Markets Index, 33.33% MSCI EAFE Net Total Return Index M2EF, NDDUEAFE, SPTR ACREC LLC N/A 00093BAA1 2400000.00000000 PA USD 2400000.00000000 0.153755497305 Long ABS-CBDO CORP US N 3 2043-07-18 Floating 4.95000000 N N N N N N Accredited Mortgage Loan Trust N/A 00437NAD4 47350.83000000 PA USD 47273.07000000 0.003028539327 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.02000000 N N N N N N Ace Securities Corp. N/A 00441QAA7 1529002.70000000 PA USD 1479759.94000000 0.094800510611 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.04000000 N N N N N N Ace Securities Corp. N/A 00441TAE3 1458149.32000000 PA USD 1078408.16000000 0.069087992891 Long ABS-MBS CORP US N 2 2036-06-25 Floating 4.24000000 N N N N N N Ace Securities Corp. N/A 004421NF6 4536743.86000000 PA USD 4236607.86000000 0.271417395167 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.71000000 N N N N N N Ace Securities Corp. N/A 004421UU5 727430.30000000 PA USD 689224.21000000 0.044155004651 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.38000000 N N N N N N Ace Securities Corp. N/A 004424AE7 3390428.71000000 PA USD 1377455.58000000 0.088246403216 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.20000000 N N N N N N Ace Securities Corp. N/A 00442BAB7 477.07000000 PA USD 180.39000000 0.000011556647 Long ABS-MBS CORP US N 2 2036-10-25 Floating 3.88000000 N N N N N N Ace Securities Corp. N/A 00442JAA2 26967844.58000000 PA USD 11449578.66000000 0.733514858669 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.08000000 N N N N N N Ace Securities Corp. N/A 00443PAD1 272721.32000000 PA USD 144268.30000000 0.009242518421 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.24000000 N N N N N N Adjustable Rate Mortgage Trust N/A 007036TD8 368826.53000000 PA USD 283722.91000000 0.018176648801 Long ABS-MBS CORP US N 2 2036-01-25 Variable 4.75000000 N N N N N N Aegis Asset Backed Securities Trust N/A 00764MGH4 560965.03000000 PA USD 538526.82000000 0.034500607925 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.47000000 N N N N N N UMBS, TBA N/A 01F020687 4200000.00000000 PA USD 3353417.38000000 0.214835982056 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 2.00000000 N N N N N N UMBS, TBA N/A 01F020687 -38050000.00000000 PA USD -30380364.62000000 -1.94631169602 Short ABS-MBS USGSE US N 2 2056-08-01 Fixed 2.00000000 N N N N N N UMBS, TBA N/A 01F022683 5840000.00000000 PA USD 4878681.16000000 0.312551686646 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 2.50000000 N N N N N N UMBS, TBA N/A 01F022683 -50390000.00000000 PA USD -42095332.84000000 -2.69682868127 Short ABS-MBS USGSE US N 2 2056-08-01 Fixed 2.50000000 N N N N N N UMBS, TBA N/A 01F030686 13540000.00000000 PA USD 11800956.11000000 0.756025781405 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 3.00000000 N N N N N N UMBS, TBA N/A 01F032682 -65960000.00000000 PA USD -59804592.35000000 -3.83136868246 Short ABS-MBS USGSE US N 2 2056-08-01 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F040677 -41168468.00000000 PA USD -38482770.53000000 -2.46539063355 Short ABS-MBS USGSE US N 2 2056-07-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F040685 39688468.00000000 PA USD 37071415.18000000 2.374972448674 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F042681 -22530000.00000000 PA USD -21566314.17000000 -1.38164140010 Short ABS-MBS USGSE US N 2 2056-08-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F050676 40510000.00000000 PA USD 39810641.44000000 2.550460405274 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F050684 284860000.00000000 PA USD 279608397.95000000 17.91305344899 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F052680 81280000.00000000 PA USD 81431758.70000000 5.216908564741 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F060477 51400000.00000000 PA USD 52754784.75000000 3.379724235200 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 6.00000000 N N N N N N UMBS, TBA N/A 01F060683 40430000.00000000 PA USD 41201596.85000000 2.639571672272 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 6.00000000 N N N N N N UMBS, TBA N/A 01F060691 222000000.00000000 PA USD 226037363.04000000 14.48103631826 Long ABS-MBS USGSE US N 2 2056-09-01 Fixed 6.00000000 N N N N N N UMBS, TBA N/A 01F062671 81790000.00000000 PA USD 84613681.15000000 5.420757760028 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 6.50000000 N N N N N N UMBS, TBA N/A 01F062689 76620000.00000000 PA USD 79172412.18000000 5.072164003171 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 6.50000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 02146TAG2 533597.85000000 PA USD 273144.84000000 0.017498966962 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.25000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 02146YAC0 4850.82000000 PA USD 4246.67000000 0.000272062024 Long ABS-MBS CORP US N 2 2046-07-20 Floating 4.17000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 02147DAB7 36049.94000000 PA USD 35813.50000000 0.002294384376 Long ABS-MBS CORP US N 2 2046-09-25 Floating 4.14000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 02147QAC6 37085.79000000 PA USD 19714.72000000 0.001263019407 Long ABS-MBS CORP US N 2 2036-08-25 Floating 6.00000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 02149HAJ9 73382.01000000 PA USD 35815.15000000 0.002294490083 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 5.75000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 02150DAA3 135251.63000000 PA USD 125547.22000000 0.008043156352 Long ABS-MBS CORP US N 2 2047-05-25 Floating 4.10000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 02150JAV4 105648.61000000 PA USD 40588.24000000 0.002600277094 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 6.00000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 02150KAX7 811485.33000000 PA USD 811154.24000000 0.051966426484 Long ABS-MBS CORP US N 2 2047-04-25 Floating 3.96000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 02150KAZ2 1350003.23000000 PA USD 1213217.39000000 0.077724517974 Long ABS-MBS CORP US N 2 2047-04-25 Floating 3.97000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 02151GAK3 69357.49000000 PA USD 21798.41000000 0.001396510570 Long ABS-MBS CORP US N 2 2037-10-25 Fixed 7.00000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 02152AAB5 8212.15000000 PA USD 4957.37000000 0.000317592870 Long ABS-MBS CORP US N 2 2037-08-25 Floating 4.16000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 56722.00000000 NS USD 13519121.48000000 0.866099685954 Long EC CORP US N 1 N N N Ambac Assurance Corp 549300RYYRVPPB8NC636 023138AA8 13.28000000 PA USD 17.70000000 0.000001133946 Long DBT CORP US N 2 2099-12-31 Fixed 5.10000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DZ9 3900000.00000000 PA USD 3981225.65000000 0.255056387375 Long DBT CORP US N 2 2036-01-30 Fixed 5.44000000 N N N N N N American Home Mortgage Investment Trust N/A 02660CAF7 22297.46000000 PA USD 12852.86000000 0.000823415783 Long ABS-MBS CORP US N 2 2047-03-25 Variable 6.50000000 N N N N N N American Home Mortgage Assets N/A 02660KAA0 10451767.94000000 PA USD 2378738.77000000 0.152393401058 Long ABS-MBS CORP US N 2 2046-11-25 Floating 4.66000000 N N N N N N American Home Mortgage Assets N/A 02660LAA8 30176.09000000 PA USD 15025.88000000 0.000962629854 Long ABS-MBS CORP US N 2 2046-10-25 Floating 3.95000000 N N N N N N American Home Mortgage Assets N/A 02660WAC0 6632.66000000 PA USD 5966.62000000 0.000382250260 Long ABS-MBS CORP US N 2 2046-05-25 Floating 3.95000000 N N N N N N American Home Mortgage Assets N/A 026935AH9 134380.56000000 PA USD 122572.55000000 0.007852584742 Long ABS-MBS CORP US N 2 2046-11-25 Variable 6.75000000 N N N N N N Ameriquest Mortgage Securities Inc. N/A 03072SC60 2000000.00000000 PA USD 1936306.00000000 0.124049038319 Long ABS-O CORP US N 2 2035-07-25 Floating 4.74000000 N N N N N N Ameriquest Mortgage Securities Inc. N/A 03072SQ40 1300000.00000000 PA USD 1246519.82000000 0.079858031177 Long ABS-O CORP US N 2 2035-11-25 Floating 4.63000000 N N N N N N Ameriquest Mortgage Securities Inc. N/A 03072SVS1 84426.31000000 PA USD 82310.05000000 0.005273176112 Long ABS-O CORP US N 2 2034-11-25 Floating 4.89000000 N N N N N N Ameriquest Mortgage Securities Inc. N/A 03072SWT8 847270.90000000 PA USD 809031.95000000 0.051830462420 Long ABS-O CORP US N 2 2034-11-25 Floating 4.07000000 N N N N N N Anchorage Credit Funding Ltd. 549300N5JCR10GGBIT41 03290AAA8 500000.00000000 PA USD 476131.28000000 0.030503250724 Long ABS-CBDO CORP KY N 2 2039-07-27 Fixed 2.88000000 N N N N N N Anchorage Credit Funding Ltd. 5493004401VVOEJOJK67 033295AA4 600000.00000000 PA USD 572066.05000000 0.036649291670 Long ABS-CBDO CORP KY N 2 2040-01-21 Fixed 3.00000000 N N N N N N Anchorage Credit Funding Ltd. 549300VR9XUOV1E0U888 03329TAG9 700000.00000000 PA USD 666003.74000000 0.042667390104 Long ABS-CBDO CORP KY N 2 2039-04-27 Fixed 2.72000000 N N N N N N Anchorage Credit Funding Ltd. 5493003NNQWXMTSTMF21 03330EAJ3 482668.65000000 PA USD 461374.60000000 0.029557867111 Long ABS-CBDO CORP KY N 2 2039-01-28 Fixed 2.87000000 N N N N N N Anchorage Credit Funding Ltd. 5493008VFWRM4UWVV341 03332DAA2 1101496.78000000 PA USD 1069941.54000000 0.068545580654 Long ABS-CBDO CORP KY N 2 2038-10-25 Fixed 3.18000000 N N N N N N Angel Oak Mortgage Trust 2549003MM0537Y3QHI22 03464LAA4 10909.83000000 PA USD 10666.91000000 0.000683373354 Long ABS-MBS CORP US N 2 2065-06-25 Variable 1.47000000 N N N N N N Argent Securities Inc. N/A 040104EN7 158135.50000000 PA USD 151240.33000000 0.009689180063 Long ABS-MBS CORP US N 2 2034-01-25 Floating 3.41000000 N N N N N N Argent Securities Inc. N/A 040104MX6 42595.56000000 PA USD 39575.27000000 0.002535381383 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.24000000 N N N N N N Argent Securities Inc. N/A 040104RF0 671272.18000000 PA USD 617016.47000000 0.039529030912 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.14000000 N N N N N N Argent Securities Inc. N/A 040104SR3 15343632.62000000 PA USD 4639633.72000000 0.297237162472 Long ABS-O CORP US N 2 2036-04-25 Floating 4.12000000 N N N N N N Argent Securities Inc. N/A 04012MAM1 384877.91000000 PA USD 350829.26000000 0.022475803058 Long ABS-O CORP US N 2 2036-07-25 Floating 4.06000000 N N N N N N Argent Securities Inc. N/A 04012XAE5 8330321.24000000 PA USD 2199113.17000000 0.140885724618 Long ABS-O CORP US N 2 2036-06-25 Floating 4.24000000 N N N N N N Argent Securities Inc. N/A 04013BAB8 64116.13000000 PA USD 20349.93000000 0.001303714003 Long ABS-MBS CORP US N 2 2036-09-25 Floating 3.87000000 N N N N N N ARES STRATEGIC INCOME FU 549300IANZJVZPTICV54 04020EAM9 5700000.00000000 PA USD 5645091.62000000 0.361651612236 Long DBT CORP US N 2 2028-09-09 Fixed 5.45000000 N N N N N N Ascent Education Funding Trust N/A 04362VAA3 572083.25000000 PA USD 580963.24000000 0.037219288284 Long ABS-O CORP US N 2 2050-10-25 Fixed 6.14000000 N N N N N N Asset Backed Securities Corp Home Equity Ln Trst N/A 04541GJT0 458073.07000000 PA USD 485638.40000000 0.031112322376 Long ABS-MBS CORP US N 2 2034-06-25 Floating 4.57000000 N N N N N N Asset Backed Securities Corp Home Equity Ln Trst N/A 04541GQD7 6149.60000000 PA USD 6395.34000000 0.000409716117 Long ABS-MBS CORP US N 2 2035-02-25 Floating 4.86000000 N N N N N N Asset Backed Funding Certificates N/A 04542BKU5 4107952.40000000 PA USD 3948940.96000000 0.252988075472 Long ABS-MBS CORP US N 2 2035-03-25 Floating 4.50000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4R9 8800000.00000000 PA USD 8723428.21000000 0.558864601098 Long DBT CORP US N 2 2030-07-17 Fixed 5.03000000 N N N N N N Atlas Senior Loan Fund LTD 213800YL4OYYQS6XD442 04942FAL3 2500000.00000000 PA USD 2500140.00000000 0.160170945430 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 4.74000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 1210000.00000000 PA USD 1174474.30000000 0.075242450028 Long DBT CORP KY N 2 2027-11-18 Fixed 2.53000000 N N N N N N BCAP LLC Trust N/A 05530PAP7 1269354.42000000 PA USD 1194591.86000000 0.076531277296 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.12000000 N N N N N N Banc of America Funding Corporation 5493001796TAQ7M7QX12 05946XQX4 5326.36000000 PA USD 4884.81000000 0.000312944329 Long ABS-MBS CORP US N 2 2035-02-20 Variable 4.60000000 N N N N N N Banc of America Mortgage Securities N/A 05948XBS9 40.24000000 PA USD 39.75000000 0.000002546575 Long ABS-MBS CORP US N 2 2033-05-25 Variable 6.25000000 N N N N N N Banc of America Mortgage Securities N/A 05948XBV2 1.61000000 PA USD 1.59000000 0.000000101863 Long ABS-MBS CORP US N 2 2033-05-25 Variable 6.25000000 N N N N N N Banc of America Mortgage Securities N/A 05948XT27 3588.66000000 PA USD 3542.83000000 0.000226970661 Long ABS-MBS CORP US N 2 2034-02-25 Variable 5.27000000 N N N N N N Banc of America Mortgage Securities N/A 05949A6C9 2381.60000000 PA USD 2133.42000000 0.000136677105 Long ABS-MBS CORP US N 2 2035-06-25 Variable 4.78000000 N N N N N N Banc of America Mortgage Securities N/A 05949AHA1 2380.96000000 PA USD 2303.03000000 0.000147543134 Long ABS-MBS CORP US N 2 2034-06-25 Variable 5.30000000 N N N N N N Banc of America Mortgage Securities N/A 05949AZE3 3802.74000000 PA USD 3674.36000000 0.000235397103 Long ABS-MBS CORP US N 2 2035-01-25 Variable 5.62000000 N N N N N N Banc of America Funding Corporation 5493001796TAQ7M7QX12 05950PAK9 282646.81000000 PA USD 258720.98000000 0.016574905393 Long ABS-MBS CORP US N 2 2046-09-20 Variable 4.56000000 N N N N N N Banc of America Funding Corporation 5493001796TAQ7M7QX12 05950PAU7 4285.33000000 PA USD 3369.48000000 0.000215865030 Long ABS-MBS CORP US N 2 2036-10-20 Floating 4.13000000 N N N N N N Banc of America Funding Corporation 5493001796TAQ7M7QX12 05950RBJ7 5125.47000000 PA USD 4801.00000000 0.000307575059 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.00000000 N N N N N N Banc of America Funding Corporation 5493001796TAQ7M7QX12 05952DAR9 250061.90000000 PA USD 239377.63000000 0.015335677726 Long ABS-MBS CORP US N 2 2047-02-20 Floating 4.21000000 N N N N N N Banc of America Funding Corporation 5493001796TAQ7M7QX12 05952EAA4 2429.05000000 PA USD 2106.39000000 0.000134945434 Long ABS-MBS CORP US N 2 2047-04-20 Floating 4.17000000 N N N N N N Banc of America Funding Corporation 5493001796TAQ7M7QX12 05952GAT8 7493.67000000 PA USD 6630.43000000 0.000424777109 Long ABS-MBS CORP US N 2 2037-06-20 Variable 4.11000000 N N N N N N Banc of America Funding Corporation 5493001796TAQ7M7QX12 06051GAX7 265.67000000 PA USD 271.20000000 0.000017374371 Long ABS-MBS CORP US N 2 2034-09-20 Variable 6.62000000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 110700000.01000000 PA USD 110700000.01000000 7.091972313857 Long RA CORP US N 2 Repurchase N 3.69000000 2026-07-01 128534200.00000000 USD 112181235.89000000 USD UST N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECE3 2800000.00000000 PA USD 3121850.93000000 0.200000725939 Long DBT CORP GB N 2 2033-11-02 Fixed 7.44000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECG8 500000.00000000 PA USD 526258.41000000 0.033714634808 Long DBT CORP GB N 2 2034-05-09 Fixed 6.22000000 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAK9 400000.00000000 PA USD 421102.37000000 0.026977835131 Long DBT CORP US N 2 2030-11-21 Fixed 6.38000000 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAL7 200000.00000000 PA USD 214780.61000000 0.013759874792 Long DBT CORP US N 2 2033-11-21 Fixed 6.50000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384M2E1 607.03000000 PA USD 568.15000000 0.000036398410 Long ABS-MBS CORP US N 2 2034-11-25 Variable 5.58000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384M3D2 98.97000000 PA USD 92.88000000 0.000005950337 Long ABS-MBS CORP US N 2 2034-11-25 Variable 5.60000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384M4E9 140.74000000 PA USD 136.30000000 0.000008732030 Long ABS-MBS CORP US N 2 2035-01-25 Variable 4.97000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384MR87 3524.45000000 PA USD 3339.53000000 0.000213946289 Long ABS-MBS CORP US N 2 2034-07-25 Variable 4.50000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384MSH6 15.97000000 PA USD 16.56000000 0.000001060912 Long ABS-MBS CORP US N 2 2033-02-25 Variable 5.62000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384MTD4 19174.74000000 PA USD 19129.01000000 0.001225496018 Long ABS-MBS CORP US N 2 2033-01-25 Variable 5.76000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384MTM4 618.23000000 PA USD 624.01000000 0.000039977069 Long ABS-MBS CORP US N 2 2033-04-25 Variable 5.91000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384MXB3 825.12000000 PA USD 822.76000000 0.000052709947 Long ABS-MBS CORP US N 2 2033-08-25 Variable 6.38000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 07384YPX8 934246.18000000 PA USD 957250.68000000 0.061326064312 Long ABS-MBS CORP US N 2 2034-02-25 Floating 4.74000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HSY8 525.31000000 PA USD 507.05000000 0.000032484052 Long ABS-MBS CORP US N 2 2035-05-25 Variable 5.04000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HSZ5 7410.59000000 PA USD 7167.71000000 0.000459197839 Long ABS-MBS CORP US N 2 2035-05-25 Variable 5.04000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HUJ8 39281.88000000 PA USD 22263.09000000 0.001426280197 Long ABS-MBS CORP US N 2 2035-07-25 Variable 4.81000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HWZ0 29975.59000000 PA USD 24777.03000000 0.001587335237 Long ABS-MBS CORP US N 2 2035-10-25 Variable 4.87000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HXZ9 31966.10000000 PA USD 29479.82000000 0.001888618493 Long ABS-MBS CORP US N 2 2035-11-25 Variable 4.24000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HYW5 3246.55000000 PA USD 3193.42000000 0.000204585783 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.26000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 07386RAD1 13644000.00000000 PA USD 11793853.13000000 0.755570730479 Long ABS-MBS CORP US N 2 2037-05-25 Floating 4.46000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386XAA4 26954.56000000 PA USD 25489.92000000 0.001633006385 Long ABS-MBS CORP US N 2 2047-01-25 Floating 4.08000000 N N N N N N Bear Stearns Alt-A Trust N/A 073871AE5 262333.84000000 PA USD 239080.07000000 0.015316614607 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.08000000 N N N N N N Bear Stearns Alt-A Trust N/A 073875AA4 2748.14000000 PA USD 2544.54000000 0.000163015422 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.10000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 073879GZ5 97527.13000000 PA USD 97586.09000000 0.006251832415 Long ABS-MBS CORP US N 2 2034-08-25 Floating 4.96000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 073879PA0 3337648.50000000 PA USD 3351145.95000000 0.214690463368 Long ABS-MBS CORP US N 2 2034-12-25 Floating 5.42000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07387AGE9 34572.89000000 PA USD 32121.11000000 0.002057832184 Long ABS-MBS CORP US N 2 2036-02-25 Variable 4.33000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07387AGZ2 2308.77000000 PA USD 2235.26000000 0.000143201463 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.95000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 07387YAE3 324153.07000000 PA USD 294338.51000000 0.018856734992 Long ABS-MBS CORP US N 2 2037-08-25 Floating 4.81000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 07388HAP4 528745.43000000 PA USD 518422.26000000 0.033212613500 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.08000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 07389NAA3 1944.49000000 PA USD 1937.31000000 0.000124113359 Long ABS-O CORP US N 2 2036-10-25 Variable 5.60000000 N N N N N N BEIGNET INVESTOR LLC N/A 076912AA2 8980000.00000000 PA USD 9165423.08000000 0.587180909866 Long DBT CORP US N 2 2049-05-30 Fixed 6.58000000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 08860AAB5 2161497.97000000 PA USD 2162451.84000000 0.138537024191 Long ABS-O CORP US N 2 2036-04-17 Fixed 5.26000000 N N N N N N BLUE RIDGE RE LTD N/A 096003AC2 250000.00000000 PA USD 250125.00000000 0.016024205734 Long DBT CORP BM N 2 2029-01-08 Floating 7.02000000 N N N N N N Bluemountain CLO Ltd 549300NUS8PQQUZMPR50 09630AAN6 945932.27000000 PA USD 946383.50000000 0.060629860701 Long ABS-CBDO CORP KY N 2 2030-10-25 Floating 4.86000000 N N N N N N Credit-Based Asset Servicing and Securitization 549300R1KUK063S4I339 12489WQX5 623686.45000000 PA USD 570300.45000000 0.036536178876 Long ABS-O CORP US N 2 2036-03-25 Floating 4.28000000 N N N N N N Countrywide Home Loans N/A 125432AE4 229107.46000000 PA USD 103010.15000000 0.006599323683 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.00000000 N N N N N N Countrywide Home Loans N/A 12543XAG1 156738.06000000 PA USD 69331.37000000 0.004441699697 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.00000000 N N N N N N Countrywide Home Loans N/A 12544AAW5 153789.74000000 PA USD 65329.84000000 0.004185342515 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.00000000 N N N N N N Countrywide Home Loans N/A 12544PAA0 357612.06000000 PA USD 128591.83000000 0.008238208654 Long ABS-MBS CORP US N 2 2037-12-25 Fixed 6.50000000 N N N N N N Countrywide Home Loans N/A 12544VCN7 3370.57000000 PA USD 1512.17000000 0.000096876854 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 5.75000000 N N N N N N CIT Mortgage Loan Trust N/A 12559QAF9 4532957.17000000 PA USD 4579928.58000000 0.293412165184 Long ABS-O CORP US N 2 2037-10-25 Floating 5.26000000 N N N N N N Citimortgage Alternative Loan Trust N/A 12566TAM9 29460.37000000 PA USD 26441.75000000 0.001693985175 Long ABS-MBS CORP US N 2 2036-12-25 Fixed 6.00000000 N N N N N N Citimortgage Alternative Loan Trust N/A 12566VAJ1 95269.64000000 PA USD 81838.20000000 0.005242947141 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.36000000 N N N N N N CSAB Mortgage Backed Trust N/A 12628LAJ9 1231024.69000000 PA USD 156192.04000000 0.010006410327 Long ABS-O CORP US N 2 2036-12-25 Variable 6.18000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 126384BX3 14705.14000000 PA USD 7479.91000000 0.000479198867 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 5.75000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12639PAA6 189302.05000000 PA USD 106512.98000000 0.006823731753 Long ABS-MBS CORP US N 2 2037-10-25 Variable 6.42000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12644WAT3 360899.73000000 PA USD 324880.53000000 0.020813403106 Long ABS-MBS CORP US N 2 2050-06-25 Variable 4.67000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12648WBG6 4474783.70000000 PA USD 3916697.18000000 0.250922384460 Long ABS-MBS CORP US N 2 2037-12-27 Variable 3.70000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12651DAG3 10768539.41000000 PA USD 10003989.26000000 0.640903476545 Long ABS-MBS CORP US N 2 2037-11-30 Variable 3.51000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12662GAC2 2725931.73000000 PA USD 2719067.02000000 0.174196459111 Long ABS-MBS CORP US N 2 2060-12-27 Variable 4.15000000 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BQ2 18224.83000000 PA USD 18689.24000000 0.001197322246 Long DBT CORP US N 2 2030-01-10 Fixed 6.94000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 12666BAA3 66677.77000000 PA USD 60589.08000000 0.003881626719 Long ABS-O CORP US N 2 2035-06-25 Floating 4.04000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 12666PAE4 1764975.06000000 PA USD 1305671.89000000 0.083647596151 Long ABS-O CORP US N 2 2046-09-25 Variable 6.87000000 N N N N N N Countrywide Asset-Backed Certificates 549300XF11BHS5IOB463 12666SAA6 1531439.75000000 PA USD 1428067.26000000 0.091488829894 Long ABS-O CORP US N 2 2037-03-25 Floating 4.04000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 126670DD7 805195.36000000 PA USD 793572.12000000 0.050840031649 Long ABS-O CORP US N 2 2036-02-25 Floating 4.72000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 126670KK3 196069.31000000 PA USD 179865.69000000 0.011523057755 Long ABS-O CORP US N 2 2036-03-25 Floating 4.30000000 N N N N N N Countrywide Home Loans N/A 126670LE6 1606.98000000 PA USD 1518.23000000 0.000097265086 Long ABS-MBS CORP US N 2 2036-02-20 Floating 6.15000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 126670TW8 1772097.12000000 PA USD 1732445.03000000 0.110988727975 Long ABS-O CORP US N 2 2036-05-25 Floating 4.26000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 1266735Z1 124262.06000000 PA USD 122441.93000000 0.007844216599 Long ABS-O CORP US N 2 2035-12-25 Floating 4.80000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 126673C26 3000000.00000000 PA USD 2817829.50000000 0.180523656706 Long ABS-O CORP US N 2 2035-08-25 Floating 5.71000000 N N N N N N Countrywide Partnership Trust N/A 126673ML3 765181.68000000 PA USD 763732.66000000 0.048928372894 Long ABS-MBS CORP US N 2 2035-02-25 Floating 4.66000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12667G6K4 3734.53000000 PA USD 2672.08000000 0.000171186245 Long ABS-MBS CORP US N 2 2035-10-20 Floating 5.79000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12667GDA8 20116.99000000 PA USD 14917.69000000 0.000955698685 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.31000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12667GFZ1 717255.79000000 PA USD 439648.82000000 0.028166009566 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.06000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12667GHG1 78573.41000000 PA USD 61871.26000000 0.003963769312 Long ABS-MBS CORP US N 2 2035-05-25 Fixed 5.50000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12667GL76 676052.55000000 PA USD 600389.36000000 0.038463818593 Long ABS-MBS CORP US N 2 2035-08-25 Variable 2.94000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12667GL84 12022.65000000 PA USD 11676.31000000 0.000748040354 Long ABS-MBS CORP US N 2 2035-08-25 Floating 5.14000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12667GTQ6 130.37000000 PA USD 91.16000000 0.000005840146 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 5.50000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12667GZB2 134054.34000000 PA USD 125637.31000000 0.008048927949 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.36000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 12667HAA9 30855.01000000 PA USD 30112.65000000 0.001929160614 Long ABS-O CORP US N 2 2047-04-25 Floating 4.04000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12668ACP8 23518.53000000 PA USD 21431.18000000 0.001372984057 Long ABS-MBS CORP US N 2 2035-11-20 Floating 4.36000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12668AFH3 54875.06000000 PA USD 29137.98000000 0.001866718585 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12668AHE8 163491.65000000 PA USD 152361.35000000 0.009760997974 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.40000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12668AKQ7 3388.24000000 PA USD 1845.58000000 0.000118236696 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12668AN27 3874.46000000 PA USD 3560.30000000 0.000228089873 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.74000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12668AVL6 3731.95000000 PA USD 3538.00000000 0.000226661228 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.28000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12668AWH4 30075.31000000 PA USD 28853.92000000 0.001848520341 Long ABS-MBS CORP US N 2 2035-12-20 Floating 4.39000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12668AZ65 168069.26000000 PA USD 114547.82000000 0.007338482095 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 6.00000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12668BB44 50483.13000000 PA USD 45569.54000000 0.002919403035 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.16000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12668BBN2 212092.51000000 PA USD 177472.95000000 0.011369767368 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.32000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12668BDC4 48752.65000000 PA USD 47269.45000000 0.003028307413 Long ABS-MBS CORP US N 2 2036-01-25 Floating 5.22000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12668BZM8 31797.38000000 PA USD 14628.55000000 0.000937174991 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6.00000000 N N N N N N Countrywide Asset-Backed Certificates 549300XF11BHS5IOB463 12668JAA4 161978.28000000 PA USD 145394.31000000 0.009314656016 Long ABS-O CORP US N 2 2037-04-25 Floating 4.24000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 12668TAE4 1344763.36000000 PA USD 1302864.97000000 0.083467771410 Long ABS-O CORP US N 2 2037-05-25 Floating 4.22000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 12668UAG6 77537.32000000 PA USD 76706.10000000 0.004914160229 Long ABS-O CORP US N 2 2047-05-25 Floating 4.18000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 126694A32 9429.91000000 PA USD 8996.02000000 0.000576328137 Long ABS-MBS CORP US N 2 2046-03-20 Floating 4.17000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 126694S41 2566.22000000 PA USD 2345.99000000 0.000150295357 Long ABS-MBS CORP US N 2 2046-05-20 Floating 4.21000000 N N N N N N Countrywide Asset-Backed Certificates 549300XF11BHS5IOB463 126697AA9 125712.46000000 PA USD 123145.69000000 0.007889302836 Long ABS-O CORP US N 2 2047-08-25 Floating 4.50000000 N N N N N N Countrywide Home Loans N/A 12669F6Z1 6590.52000000 PA USD 6340.10000000 0.000406177178 Long ABS-MBS CORP US N 2 2034-11-25 Variable 4.67000000 N N N N N N Countrywide Home Loans N/A 12669FL50 7756.18000000 PA USD 7764.64000000 0.000497440035 Long ABS-MBS CORP US N 2 2034-10-20 Variable 6.48000000 N N N N N N Countrywide Home Loans N/A 12669GHG9 43.41000000 PA USD 43.35000000 0.000002777208 Long ABS-MBS CORP US N 2 2035-02-20 Variable 4.96000000 N N N N N N Countrywide Home Loans N/A 12669GJB8 4213.72000000 PA USD 4005.74000000 0.000256626894 Long ABS-MBS CORP US N 2 2035-02-25 Floating 4.42000000 N N N N N N Countrywide Home Loans N/A 12669GN64 15198.90000000 PA USD 14965.27000000 0.000958746887 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.10000000 N N N N N N Countrywide Home Loans N/A 12669GPR6 536.52000000 PA USD 522.48000000 0.000033472571 Long ABS-MBS CORP US N 2 2035-03-25 Floating 4.40000000 N N N N N N Countrywide Home Loans N/A 12669GTQ4 552925.20000000 PA USD 535233.69000000 0.034289634241 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.34000000 N N N N N N Countrywide Home Loans N/A 12669GYY1 25790.92000000 PA USD 23017.13000000 0.001474587612 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.36000000 N N N N N N Countrywide Home Loans N/A 12669GZQ7 9830.26000000 PA USD 8716.00000000 0.000558388714 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.22000000 N N N N N N Countrywide Asset-Backed Certificates 549300XF11BHS5IOB463 12669HAA7 71850.78000000 PA USD 68126.01000000 0.004364478561 Long ABS-O CORP US N 2 2037-02-25 Floating 4.16000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 12669LAD2 79781.80000000 PA USD 86963.34000000 0.005571288162 Long ABS-O CORP US N 2 2037-09-25 Floating 4.20000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 12669VAE8 7475237.33000000 PA USD 6593030.00000000 0.422381086000 Long ABS-O CORP US N 2 2047-10-25 Floating 4.05000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 12670FAA8 53121.48000000 PA USD 46863.45000000 0.003002297108 Long ABS-O CORP US N 2 2047-06-25 Floating 3.96000000 N N N N N N California State Public Works Board N/A 130685C81 35000.00000000 PA USD 38841.21000000 0.002488353983 Long DBT MUN US N 2 2035-03-01 Fixed 7.80000000 N N N N N N Carrington Mortgage Loan Trust N/A 144527AC2 229171.34000000 PA USD 220114.63000000 0.014101597666 Long ABS-O CORP US N 2 2037-02-25 Floating 4.02000000 N N N N N N Carrington Mortgage Loan Trust N/A 144531DP2 846463.31000000 PA USD 838537.70000000 0.053720742113 Long ABS-O CORP US N 2 2035-10-25 Floating 4.51000000 N N N N N N Centerbridge Credit Funding Ltd 54930000DHP8MP2UCR28 15186PAA6 600000.00000000 PA USD 582369.95000000 0.037309408865 Long ABS-CBDO CORP KY N 2 2039-07-25 Fixed 3.16000000 N N N N N N Centex Home Equity N/A 152314JV3 124119.67000000 PA USD 121973.34000000 0.007814196479 Long ABS-MBS CORP US N 2 2034-03-25 Floating 4.41000000 N N N N N N Chase Funding Mortgage Loan Asset-Backed CTFS N/A 161546DB9 7341.45000000 PA USD 7301.41000000 0.000467763302 Long ABS-O CORP US N 2 2032-08-25 Floating 4.40000000 N N N N N N Chase Mortgage Finance Corporation 529900A7SLLSJMEDIN80 16162WPB9 402.47000000 PA USD 394.73000000 0.000025288294 Long ABS-MBS CORP US N 2 2035-12-25 Variable 4.20000000 N N N N N N Chase Mortgage Finance Corporation 529900A7SLLSJMEDIN80 16162WPX1 3371.09000000 PA USD 3135.92000000 0.000200902057 Long ABS-MBS CORP US N 2 2036-01-25 Variable 4.57000000 N N N N N N Chase Mortgage Finance Corporation 529900A7SLLSJMEDIN80 16163CAN2 75843.74000000 PA USD 64820.48000000 0.004152710474 Long ABS-MBS CORP US N 2 2036-09-25 Variable 4.44000000 N N N N N N ChaseFlex Trust 549300U1F9IQTDPULK34 16165AAD6 2203129.96000000 PA USD 1988101.17000000 0.127367285036 Long ABS-MBS CORP US N 2 2037-07-25 Floating 4.36000000 N N N N N N CHEVY CHASE MORTGAGE FUNDING CORP. 549300QD5ZVFK417DY24 16678RDL8 46685.87000000 PA USD 45456.69000000 0.002912173323 Long ABS-MBS CORP US N 2 2036-05-25 Floating 3.99000000 N N N N N N City of Chicago IL Waterworks Revenue N/A 167736YV3 110000.00000000 PA USD 112376.35000000 0.007199367324 Long DBT MUN US N 2 2029-11-01 Fixed 6.64000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307G2Z0 6323.94000000 PA USD 6155.21000000 0.000394332239 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.90000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307G3C0 11502.42000000 PA USD 11461.09000000 0.000734252330 Long ABS-MBS CORP US N 2 2036-03-25 Floating 6.05000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307GW79 5141.65000000 PA USD 5267.48000000 0.000337460002 Long ABS-MBS CORP US N 2 2035-10-25 Floating 6.48000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307GWU8 4839544.77000000 PA USD 4697754.82000000 0.300960678570 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.66000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17309BAL1 293607.82000000 PA USD 141919.24000000 0.009092026384 Long ABS-O CORP US N 2 2036-05-25 Variable 7.25000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17309LAH8 3282000.00000000 PA USD 3080300.42000000 0.197338801219 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.24000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17309MAF0 2131416.41000000 PA USD 2113398.91000000 0.135394458504 Long ABS-O CORP US N 2 2036-08-25 Floating 4.18000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17309TAC2 29702.29000000 PA USD 22491.79000000 0.001440931815 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.08000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17309YAC1 81462.82000000 PA USD 48257.45000000 0.003091603426 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.36000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17310UAB8 62239.66000000 PA USD 55296.10000000 0.003542533064 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.08000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17311BAB9 272870.83000000 PA USD 100119.94000000 0.006414162985 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.06000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17311XAB1 3647113.04000000 PA USD 2711879.83000000 0.173736013289 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.12000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17312TAA1 1261728.41000000 PA USD 855801.11000000 0.054826718859 Long ABS-MBS CORP US N 2 2037-05-25 Floating 3.95000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17312TAJ2 1956998.45000000 PA USD 1332211.04000000 0.085347821237 Long ABS-MBS CORP US N 2 2037-05-25 Floating 3.96000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17313QAL2 95418.81000000 PA USD 91868.24000000 0.005885519553 Long ABS-MBS CORP US N 2 2037-09-25 Variable 4.44000000 N N N N N N Citimortgage Alternative Loan Trust N/A 18976GAG1 39600.17000000 PA USD 35612.93000000 0.002281534901 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6.00000000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CL4 1100000.00000000 PA USD 1111644.96000000 0.071217301521 Long DBT CORP US N 2 2035-08-01 Fixed 5.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030674 -64500000.00000000 PA USD -57253828.13000000 -3.66795450698 Short ABS-MBS USGA US N 2 2056-07-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H032688 64400000.00000000 PA USD 57821831.73000000 3.704343538650 Long ABS-MBS USGA US N 2 2056-08-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H040673 77841000.00000000 PA USD 72371154.19000000 4.636442834607 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042679 49170000.00000000 PA USD 47235762.83000000 3.026149251888 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050672 10750000.00000000 PA USD 10599894.20000000 0.679080001711 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050680 50000000.00000000 PA USD 49247146.00000000 3.155008093377 Long ABS-MBS USGA US N 2 2056-08-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052686 33150000.00000000 PA USD 33274051.28000000 2.131695125802 Long ABS-MBS USGA US N 2 2056-08-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H060697 32710000.00000000 PA USD 33319288.52000000 2.134593240107 Long ABS-MBS USGA US N 2 2056-09-20 Fixed 6.00000000 N N N N N N CREDICORP CAPITAL SOCIED N/A 224939AB4 1600000.00000000 PA 501462.84000000 0.032126111810 Long DBT CORP PE N 2 2045-03-05 Fixed 9.70000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AP3 250000.00000000 PA USD 244112.60000000 0.015639022588 Long DBT CORP CH N 2 2031-04-01 Fixed 4.19000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 1700000.00000000 PA USD 1560530.16000000 0.099975037837 Long DBT CORP CH N 2 2032-05-14 Fixed 3.09000000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A 22541QCT7 247.16000000 PA USD 240.74000000 0.000015422957 Long ABS-MBS CORP US N 2 2033-06-25 Variable 5.15000000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A 225458W87 156499.24000000 PA USD 120263.25000000 0.007704639921 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.25000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 22942KAJ9 7083.28000000 PA USD 6015.94000000 0.000385409936 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 5.75000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 22943YUN7 17704.82000000 PA USD 12142.86000000 0.000777929782 Long ABS-MBS CORP US N 2 2037-01-27 Floating 4.06000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 23242FAA4 1441040.87000000 PA USD 1347574.96000000 0.086332107554 Long ABS-O CORP US N 2 2046-12-25 Floating 4.04000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 232434AE0 9723891.15000000 PA USD 8581184.19000000 0.549751767751 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.26000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 23243AAB2 884941.83000000 PA USD 939524.87000000 0.060190464007 Long ABS-MBS CORP US N 2 2046-09-20 Floating 4.13000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 23243AAD8 9751.64000000 PA USD 9504.44000000 0.000608899957 Long ABS-MBS CORP US N 2 2046-09-20 Floating 4.17000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 23243WAA6 46873.82000000 PA USD 46351.44000000 0.002969495295 Long ABS-O CORP US N 2 2037-03-25 Floating 4.04000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 23244GAD4 4675773.50000000 PA USD 4291413.23000000 0.274928489717 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.00000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 23245CAA8 199054.32000000 PA USD 183004.89000000 0.011724169946 Long ABS-O CORP US N 2 2037-07-25 Floating 4.04000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 23246BAK7 1346085.12000000 PA USD 1295296.12000000 0.082982874620 Long ABS-O CORP US N 2 2047-06-25 Floating 4.01000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 23246LAA7 24173.00000000 PA USD 23342.49000000 0.001495431732 Long ABS-O CORP US N 2 2047-11-25 Floating 4.12000000 N N N N N N DSLA Mortgage Loan Trust N/A 23332QAA1 101669.62000000 PA USD 94917.75000000 0.006080885772 Long ABS-MBS CORP US N 2 2036-10-19 Floating 3.94000000 N N N N N N DSLA Mortgage Loan Trust N/A 23332UAC8 16871.18000000 PA USD 15604.63000000 0.000999707352 Long ABS-MBS CORP US N 2 2044-09-19 Floating 4.57000000 N N N N N N DSLA Mortgage Loan Trust N/A 23332UBF0 188.34000000 PA USD 185.24000000 0.000011867361 Long ABS-MBS CORP US N 2 2044-07-19 Variable 4.82000000 N N N N N N DSLA Mortgage Loan Trust N/A 23332UEM2 2509.12000000 PA USD 2270.49000000 0.000145458466 Long ABS-MBS CORP US N 2 2045-08-19 Floating 4.27000000 N N N N N N DSLA Mortgage Loan Trust N/A 23333YAA3 470961.06000000 PA USD 394485.51000000 0.025272631570 Long ABS-MBS CORP US N 2 2047-04-19 Floating 3.89000000 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAG9 1800000.00000000 PA USD 1743264.38000000 0.111681867367 Long DBT CORP US N 2 2028-03-20 Fixed 3.38000000 N N N N N N Deutsche Alt-A Securities INC Mortgage Loan Trust N/A 25150RAF2 3815793.27000000 PA USD 3429714.74000000 0.219723956443 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.14000000 N N N N N N Deutsche Alt-A Securities INC Mortgage Loan Trust N/A 251510CV3 38256.97000000 PA USD 36363.81000000 0.002329639871 Long ABS-MBS CORP US N 2 2035-02-25 Floating 4.26000000 N N N N N N Deutsche Alt-A Securities INC Mortgage Loan Trust N/A 251510DG5 17634.78000000 PA USD 16762.12000000 0.001073861706 Long ABS-MBS CORP US N 2 2035-02-25 Floating 4.26000000 N N N N N N Deutsche Alt-A Securities INC Mortgage Loan Trust N/A 251510LD3 83041.27000000 PA USD 85315.27000000 0.005465704902 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.42000000 N N N N N N Deutsche Alt-A Securities INC Mortgage Loan Trust N/A 25151KAC3 146172.01000000 PA USD 115276.92000000 0.007385191734 Long ABS-MBS CORP US N 2 2047-10-25 Floating 5.26000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CD9 4633000.00000000 PA USD 4374557.41000000 0.280255104194 Long DBT CORP DE N 2 2031-09-18 Fixed 3.55000000 N N N N N N DISCOVERY GLOBAL HOLDINGS INC 549300DXR29GD4N0A520 25472YAB7 2844230.77000000 PA USD 2848554.00000000 0.182492015363 Long LON CORP US N 2 2033-06-03 Floating 6.14000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 117864.09000000 0.007550938238 N/A DFE ZA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1421000.00000000 USD 25305878.50000000 ZAR 2026-08-19 117864.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -21554.40000000 -0.00138087812 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 11418953.31000000 PEN 3317437.99000000 USD 2026-07-17 -21554.40000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -11162.85000000 -0.00071514564 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 161750000.00000000 NGN 100000.00000000 USD 2026-11-18 -11162.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 18308.00000000 0.001172898185 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 12950903.29000000 PEN 3786149.59000000 USD 2026-11-30 18308.00000000 N N N EMC Mortgage Loan Trust N/A 268668BD1 2638.48000000 PA USD 2662.91000000 0.000170598771 Long ABS-MBS CORP US N 2 2041-02-25 Floating 5.06000000 N N N N N N EAGLE FUNDING LUXCO SARL 894500VDP08MVIZ6OA60 26951TAA8 11200000.00000000 PA USD 11259360.00000000 0.721328540059 Long DBT NUSS LU N 2 2030-08-17 Fixed 5.50000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 486848.81000000 0.031189867039 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 15462934921.00000000 CLP 17275864.10000000 USD 2026-09-16 486848.81000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 51060.71000000 0.003271193691 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 14546981.50000000 PEN 4304986.98000000 USD 2026-07-15 51060.71000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 119885.81000000 0.007680459306 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 38585932.39000000 PEN 11328479.02000000 USD 2027-01-15 119885.81000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC -300667.55000000 -0.01926220361 N/A DFE CL N 2 Banco Santander SA 5493006QMFDDMYWIAM13 6851894.65000000 USD 6033778429.00000000 CLP 2026-09-16 -300667.55000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 26689.79000000 0.001709875806 N/A DFE ZA N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2779000.00000000 USD 46138216.89000000 ZAR 2026-08-19 26689.79000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC 64139.83000000 0.004109104774 N/A DFE US N 2 Banco Santander SA 5493006QMFDDMYWIAM13 14710497.16000000 PEN 4348615.69000000 USD 2026-10-26 64139.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 787908.07000000 0.050477165472 N/A DFE CO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 7542645.01000000 USD 28637537441.72000000 COP 2026-07-27 787908.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 20415.92000000 0.001307941638 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3897576.89000000 PEN 1152004.52000000 USD 2027-01-28 20415.92000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 63159.10000000 0.004046274512 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 17818227.21000000 PEN 5270261.53000000 USD 2026-08-04 63159.10000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC 136408.65000000 0.008738991590 N/A DFE US N 2 Banco Santander SA 5493006QMFDDMYWIAM13 31221575.15000000 PEN 9217789.60000000 USD 2026-12-07 136408.65000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC 55742.57000000 0.003571136071 N/A DFE US N 2 Banco Santander SA 5493006QMFDDMYWIAM13 12091653.02000000 PEN 3591096.55000000 USD 2026-07-20 55742.57000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2758952.22000000 -0.17675169609 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 100309970608.64000000 COP 26068079.68000000 USD 2026-09-16 -2758952.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -509213.53000000 -0.03262265814 N/A DFE CL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 8871527.54000000 USD 7701816634.00000000 CLP 2026-09-16 -509213.53000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1649.24000000 -0.00010565821 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 107643.00000000 USD 363402.77000000 PEN 2026-09-16 -1649.24000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -878.95000000 -0.00005630974 N/A DFE PE N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 58005.00000000 USD 195471.05000000 PEN 2026-08-03 -878.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1628.87000000 -0.00010435321 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 105311.00000000 USD 355477.28000000 PEN 2026-09-16 -1628.87000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 2095.52000000 0.000134249049 N/A DFE MX N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 617201.00000000 USD 10898596.98000000 MXN 2026-09-17 2095.52000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC -1881.90000000 -0.00012056352 N/A DFE PE N 2 Banco Santander SA 5493006QMFDDMYWIAM13 145548.00000000 USD 492563.54000000 PEN 2026-09-16 -1881.90000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 43474.16000000 0.002785162954 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 11510332.37000000 PEN 3400695.00000000 USD 2026-09-16 43474.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 12482.10000000 0.000799663122 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 760479.00000000 USD 13602839.97000000 MXN 2026-09-17 12482.10000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC 433.39000000 0.000027765039 N/A DFE PE N 2 Banco Santander SA 5493006QMFDDMYWIAM13 69208.00000000 USD 238767.60000000 PEN 2026-09-16 433.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -59339.08000000 -0.00380154573 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2007936514.51000000 COP 526575.19000000 USD 2026-07-13 -59339.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -30816.85000000 -0.00197427504 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1045888187.50000000 COP 269750.00000000 USD 2026-09-16 -30816.85000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -2838.46000000 -0.00018184534 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1542370.36000000 PEN 447025.00000000 USD 2026-09-16 -2838.46000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -365442.76000000 -0.02341201387 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 14218359355.00000000 COP 3720622.62000000 USD 2026-09-16 -365442.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -197236.19000000 -0.01263589520 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 7452196074.00000000 COP 1944372.39000000 USD 2026-09-16 -197236.19000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -6592.28000000 -0.00042233303 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2609209.60000000 PEN 752107.00000000 USD 2026-12-17 -6592.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -251583.08000000 -0.01611761732 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 8822722119.30000000 COP 2318322.00000000 USD 2026-07-21 -251583.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -240426.17000000 -0.01540285222 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 8462209942.20000000 COP 2224468.00000000 USD 2026-07-21 -240426.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 83254.70000000 0.005333694917 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2030164.00000000 USD 10910101.34000000 BRL 2026-07-02 83254.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -47037.70000000 -0.00301346039 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 8907353.33000000 PEN 2542125.44000000 USD 2026-12-28 -47037.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -10222.43000000 -0.00065489783 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4135656.26000000 PEN 1194413.36000000 USD 2026-10-23 -10222.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -156154.00000000 -0.01000397330 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6158241.34000000 USD 30984575.48000000 BRL 2026-07-02 -156154.00000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -10641.00000000 -0.00068171343 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 5862406.82000000 ILS 1959616.00000000 USD 2026-07-07 -10641.00000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -4911.88000000 -0.00031467856 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 6556737.31000000 ILS 2198698.00000000 USD 2026-07-07 -4911.88000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -5567.16000000 -0.00035665893 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 5831453.65000000 ILS 1954287.00000000 USD 2026-07-07 -5567.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -177515.94000000 -0.01137252151 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 16549261.99000000 PEN 4663471.69000000 USD 2026-07-06 -177515.94000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -73435.59000000 -0.00470463569 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2425641.00000000 USD 42377646219.00000000 IDR 2026-09-16 -73435.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 11261.88000000 0.000721489983 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 6763409.61000000 ILS 2285128.68000000 USD 2026-07-21 11261.88000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -67890.04000000 -0.00434936119 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2402821.00000000 USD 42066427529.00000000 IDR 2026-09-16 -67890.04000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 2201.22000000 0.000141020698 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 706000.00000000 ILS 239476.03000000 USD 2026-07-07 2201.22000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 19959.74000000 0.001278716562 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 6425402.11000000 ILS 2180188.00000000 USD 2026-07-21 19959.74000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 43153.54000000 0.002764622501 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 56437396.84000000 THB 1752686.97000000 USD 2026-09-16 43153.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 57600.40000000 0.003690157561 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 7164288.20000000 ILS 2466243.09000000 USD 2026-07-21 57600.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -125237.09000000 -0.00802328793 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 26620921.34000000 PEN 7615769.23000000 USD 2026-12-16 -125237.09000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -2217744.61000000 -0.14207934391 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 78555384514.24000000 COP 20357464.63000000 USD 2026-09-16 -2217744.61000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2535.18000000 -0.00016241577 N/A DFE IL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 109073.58000000 USD 317000.00000000 ILS 2026-07-07 -2535.18000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC N/A -885.53000000 -0.00005673129 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 70307250.00000000 HUF 195000.00000000 EUR 2026-11-12 -885.53000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC N/A -1188.32000000 -0.00007612947 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 105453040.00000000 HUF 292600.00000000 EUR 2026-11-12 -1188.32000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 27803.89000000 0.001781250389 N/A DFE IN N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 2289592.00000000 USD 219462201.34000000 INR 2026-07-13 27803.89000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -71524.10000000 -0.00458217648 N/A DFE CL N 2 UBS AG BFM8T61CT2L1QCEMIK50 2122596.18000000 USD 1889068148.00000000 CLP 2026-09-16 -71524.10000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -45531.61000000 -0.00291697305 N/A DFE IL N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2123870.71000000 USD 6184000.00000000 ILS 2026-07-07 -45531.61000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 4012.59000000 0.000257065737 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 5910984.77000000 THB 183061.00000000 USD 2026-09-16 4012.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 28439.09000000 0.001821944344 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1461210.60000000 USD 70127149.72000000 TRY 2026-07-13 28439.09000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 4716.46000000 0.000302159022 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 6243103.25000000 THB 193825.00000000 USD 2026-09-16 4716.46000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 4353.78000000 0.000278924003 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 5800020.82000000 THB 180041.00000000 USD 2026-09-16 4353.78000000 N N N Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC 13749.70000000 0.000880871650 N/A DFE IN N 2 Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 869867.00000000 USD 83680335.53000000 INR 2026-07-13 13749.70000000 N N N Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC 13823.19000000 0.000885579771 N/A DFE IN N 2 Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 869868.00000000 USD 83687390.68000000 INR 2026-07-13 13823.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -6657.65000000 -0.00042652095 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 682573.29000000 USD 11895000.00000000 MXN 2026-09-17 -6657.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 75.82000000 0.000004857392 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 22274.84000000 USD 76629.90000000 PEN 2026-09-16 75.82000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 14204.42000000 0.000910003192 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 842172.00000000 USD 81142851.11000000 INR 2026-07-20 14204.42000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 9211.06000000 0.000590104629 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 526357.00000000 USD 50745815.19000000 INR 2026-07-20 9211.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 25628.53000000 0.001641886406 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1327259.74000000 USD 63738994.49000000 TRY 2026-07-14 25628.53000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -237387.38000000 -0.01520817277 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 22785382.59000000 USD 399651053.55000000 MXN 2026-12-16 -237387.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 1359.27000000 0.000087081347 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1949217.85000000 MXN 112120.67000000 USD 2026-09-17 1359.27000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 13363.69000000 0.000856142000 N/A DFE IN N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 741692.00000000 USD 71542571.95000000 INR 2026-07-20 13363.69000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 10799.84000000 0.000691889487 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 652317.00000000 USD 62831238.67000000 INR 2026-07-20 10799.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 3999.60000000 0.000256233536 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 5269601.35000000 THB 163620.00000000 USD 2026-09-16 3999.60000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 6394.91000000 0.000409688569 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 351789.00000000 USD 33938421.63000000 INR 2026-07-20 6394.91000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 3871.15000000 0.000248004413 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 552000.00000000 ILS 189389.13000000 USD 2026-07-07 3871.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 9903.96000000 0.000634495122 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 516312.70000000 USD 24928093.47000000 TRY 2026-07-21 9903.96000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 862.39000000 0.000055248834 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1781353.57000000 THB 54821.00000000 USD 2026-09-16 862.39000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 19505.32000000 0.001249604240 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1268500888.00000000 CLP 1397412.16000000 USD 2026-12-16 19505.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 121550.77000000 0.007787124620 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 15116914.49000000 USD 52404295.77000000 PEN 2026-12-16 121550.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 1320.49000000 0.000084596915 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2647290.06000000 THB 81509.00000000 USD 2026-09-16 1320.49000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 53705.59000000 0.003440637374 N/A DFE IN N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2268245.00000000 USD 219792940.50000000 INR 2026-07-01 53705.59000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -13798.39000000 -0.00088399096 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1364899.00000000 USD 24341608766.00000000 IDR 2026-09-16 -13798.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 3417.51000000 0.000218942062 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 24756000.00000000 MXN 1410140.30000000 USD 2026-09-17 3417.51000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -4491.16000000 -0.00028772522 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 7448732.60000000 PEN 2163065.57000000 USD 2026-11-23 -4491.16000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1305.94000000 0.000083664772 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3437015.32000000 THB 105415.85000000 USD 2026-09-16 1305.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -9104.92000000 -0.00058330479 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 836347.00000000 USD 14903703540.00000000 IDR 2026-09-16 -9104.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -9151.35000000 -0.00058627932 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 836347.00000000 USD 14902867193.00000000 IDR 2026-09-16 -9151.35000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 10197.94000000 0.000653328890 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 373526.73000000 USD 36322897.16000000 INR 2026-07-01 10197.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 154845.35000000 0.009920134914 N/A DFE CO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1608260.22000000 USD 6266585947.23000000 COP 2026-12-16 154845.35000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1950.29000000 -0.00012494492 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2708199.00000000 PEN 787950.63000000 USD 2026-09-16 -1950.29000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1689.85000000 -0.00010825988 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2327969.69000000 PEN 677309.51000000 USD 2026-09-16 -1689.85000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 523914.82000000 0.033564493206 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 48097027.61000000 SGD 37700361.28000000 USD 2026-07-02 523914.82000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -12042.97000000 -0.00077153035 N/A DFE ID N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1058724.00000000 USD 18857144909.00000000 IDR 2026-09-16 -12042.97000000 N N N Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC -10273.97000000 -0.00065819973 N/A DFE ID N 2 Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 835151.00000000 USD 14861094470.00000000 IDR 2026-09-16 -10273.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 649.95000000 0.000041638910 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 3302000.00000000 MXN 188281.18000000 USD 2026-09-17 649.95000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -31293.87000000 -0.00200483522 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1780251.00000000 USD 9163485.97000000 BRL 2026-09-02 -31293.87000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 272.94000000 0.000017485843 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 27020.04000000 SGD 21158.00000000 USD 2026-07-02 272.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -23614.17000000 -0.00151283685 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1336970.00000000 USD 6832317.79000000 BRL 2026-08-04 -23614.17000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -17240.77000000 -0.00110452631 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 822212.00000000 USD 4187607.94000000 BRL 2026-08-04 -17240.77000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 499547.24000000 0.032003389297 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 3461698404.00000000 JPY 21789860.00000000 USD 2026-07-02 499547.24000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 5850.77000000 0.000374828354 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 10641351.27000000 CNY 1572887.00000000 USD 2026-07-02 5850.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 17355.96000000 0.001111905942 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1690000.00000000 ILS 585336.73000000 USD 2026-07-07 17355.96000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 3322775.50000000 0.212872916432 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 138795358.16000000 EUR 161910337.11000000 USD 2026-07-02 3322775.50000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 156797.20000000 0.010045179775 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1077381265.00000000 JPY 6782962.00000000 USD 2026-07-02 156797.20000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2434.34000000 0.000155955482 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 5383000.00000000 MXN 308315.29000000 USD 2026-09-17 2434.34000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC -264843.42000000 -0.01696713822 N/A DFE BR N 2 Banco Santander SA 5493006QMFDDMYWIAM13 13779937.24000000 USD 70307995.79000000 BRL 2026-08-04 -264843.42000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 163.10000000 0.000010448967 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 12605773632.00000000 IDR 705184.00000000 USD 2026-07-02 163.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -12308.77000000 -0.00078855877 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 15912563.87000000 PEN 4642432.02000000 USD 2026-07-06 -12308.77000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -56074.81000000 -0.00359242095 N/A DFE NO N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 886567.00000000 USD 8220626.99000000 NOK 2026-07-02 -56074.81000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2138.95000000 0.000137031383 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 814926.08000000 BRL 160000.00000000 USD 2026-07-02 2138.95000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 302825.32000000 0.019400440697 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 15722216.45000000 CAD 11388470.62000000 USD 2026-07-02 302825.32000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -46170.97000000 -0.00295793352 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 302545548.90000000 INR 3150000.00000000 USD 2026-07-01 -46170.97000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -4486.44000000 -0.00028742283 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1101980.88000000 USD 19452497.09000000 MXN 2026-12-16 -4486.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -57851.39000000 -0.00370623718 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3101515727.45000000 COP 833460.73000000 USD 2026-09-16 -57851.39000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 427768.76000000 0.027404916010 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 23393164.64000000 GBP 31457630.65000000 USD 2026-07-02 427768.76000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC 198617.70000000 0.012724401348 N/A DFE US N 2 Banco Santander SA 5493006QMFDDMYWIAM13 1426689551.00000000 JPY 8973116.00000000 USD 2026-07-02 198617.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 575146.78000000 0.036846657992 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 112819181.72000000 SEK 12210368.46000000 USD 2026-07-02 575146.78000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 304000.67000000 0.019475739248 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 13989962.00000000 AUD 9989952.06000000 USD 2026-07-02 304000.67000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 37424.43000000 0.002397588269 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 269228633.00000000 JPY 1693248.00000000 USD 2026-07-02 37424.43000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 5526.61000000 0.000354061112 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 10696398.19000000 CNY 1580669.00000000 USD 2026-07-02 5526.61000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC 280238.99000000 0.017953452196 N/A DFE US N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 12380847.00000000 NZD 7311942.53000000 USD 2026-07-02 280238.99000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -16380.27000000 -0.00104939856 N/A DFE BR N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 1386000.00000000 USD 7070387.94000000 BRL 2026-07-02 -16380.27000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -33.06000000 -0.00000211798 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1258609992.00000000 IDR 70359.00000000 USD 2026-07-02 -33.06000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -11.20000000 -0.00000071752 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 415552643.00000000 IDR 23230.00000000 USD 2026-07-02 -11.20000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1502.67000000 0.000096268238 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 48721360990.00000000 IDR 2726411.00000000 USD 2026-07-02 1502.67000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -113.67000000 -0.00000728224 N/A DFE PE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 77703.00000000 USD 265200.34000000 PEN 2026-07-01 -113.67000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -3096.04000000 -0.00019834715 N/A DFE TW N 2 Bank of America NA B4TYDEB6GKMZO031MB27 290000.00000000 USD 9139756.00000000 TWD 2026-07-01 -3096.04000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 7188.48000000 0.000460528465 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 233083370.00000000 CLP 260000.00000000 USD 2026-07-01 7188.48000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -20.12000000 -0.00000128898 N/A DFE PE N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 42297.00000000 USD 144502.37000000 PEN 2026-07-01 -20.12000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -8923.95000000 -0.00057171098 N/A DFE KR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 280000.00000000 USD 419978123.00000000 KRW 2026-07-01 -8923.95000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC -31947.99000000 -0.00204674128 N/A DFE XX N 2 Banco Santander SA 5493006QMFDDMYWIAM13 1818974.23000000 USD 1564000.00000000 EUR 2026-07-02 -31947.99000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 33721.35000000 0.002160351224 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 252003657.00000000 JPY 1583607.00000000 USD 2026-07-02 33721.35000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -11932.66000000 -0.00076446336 N/A DFE GB N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1160638.31000000 USD 866000.00000000 GBP 2026-07-02 -11932.66000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 10130.53000000 0.000649010282 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 17909348.55000000 CNY 2647445.78000000 USD 2026-07-02 10130.53000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 50009.72000000 0.003203862236 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 17621519.21000000 DKK 2743752.00000000 USD 2026-07-02 50009.72000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1126.47000000 0.000072167064 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 248488.98000000 SEK 26753.53000000 USD 2026-07-02 1126.47000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 249720.82000000 0.015998312027 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 12958431.00000000 AUD 9221491.63000000 USD 2026-07-02 249720.82000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -22831.29000000 -0.00146268181 N/A DFE NO N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 372291.00000000 USD 3459126.90000000 NOK 2026-07-02 -22831.29000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 28517.96000000 0.001826997134 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1436000.00000000 EUR 1669291.41000000 USD 2026-07-02 28517.96000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 52285.96000000 0.003349689075 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1593000.00000000 CHF 2023820.61000000 USD 2026-07-02 52285.96000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 10869.58000000 0.000696357366 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 79591784.00000000 JPY 500379.00000000 USD 2026-07-02 10869.58000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3734.10000000 -0.00023922433 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 880293.55000000 USD 15426000.00000000 MXN 2026-09-17 -3734.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 421355.45000000 0.026994048648 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 17983679.72000000 NZD 10635188.51000000 USD 2026-07-02 421355.45000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -81823.00000000 -0.00524197335 N/A DFE NO N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1339084.20000000 USD 12445000.00000000 NOK 2026-07-02 -81823.00000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -742.56000000 -0.00004757195 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 3856640.00000000 INR 40000.00000000 USD 2026-07-01 -742.56000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 10598.72000000 0.000679004776 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4642979.25000000 BRL 910000.00000000 USD 2026-07-02 10598.72000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1.72000000 -0.00000011019 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1966830822.00000000 IDR 110000.00000000 USD 2026-07-02 -1.72000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -30002.16000000 -0.00192208209 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1469842000.00000000 COP 400000.00000000 USD 2026-07-01 -30002.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 19014.50000000 0.001218159959 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2617098.00000000 MYR 660000.00000000 USD 2026-07-06 19014.50000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC -505.81000000 -0.00003240461 N/A DFE SG N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 35585.72000000 USD 45384.64000000 SGD 2026-07-02 -505.81000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1549674.59000000 0.099279578019 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 37131765.82000000 CHF 47504830.31000000 USD 2026-07-02 1549674.59000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC 1375.62000000 0.000088128807 N/A DFE US N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 1693405.64000000 CNY 250745.08000000 USD 2026-07-02 1375.62000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 4728.31000000 0.000302918189 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 33091742.00000000 JPY 208250.82000000 USD 2026-07-02 4728.31000000 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 000000000 1.00000000 NC 29020.80000000 0.001859211473 N/A DFE US N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 1386000.00000000 ILS 494832.25000000 USD 2026-07-07 29020.80000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC 141515.65000000 0.009066170475 N/A DFE US N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 6225965.00000000 AUD 4452063.05000000 USD 2026-07-02 141515.65000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 971.72000000 0.000062253038 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1309721.00000000 USD 23613614770.00000000 IDR 2026-09-16 971.72000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 2624.71000000 0.000168151496 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 112024.00000000 AUD 80184.54000000 USD 2026-07-02 2624.71000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 3947.45000000 0.000252892557 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 11993000.00000000 MXN 685431.79000000 USD 2026-09-17 3947.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -12071.99000000 -0.00077338951 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1075884.84000000 USD 802000.00000000 GBP 2026-07-02 -12071.99000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 53563.33000000 0.003431523517 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 2653000.00000000 CAD 1924178.52000000 USD 2026-07-02 53563.33000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -9731.50000000 -0.00062344650 N/A DFE NO N 2 Bank of America NA B4TYDEB6GKMZO031MB27 150403.66000000 USD 1392443.40000000 NOK 2026-07-02 -9731.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 29914.55000000 0.001916469379 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 9388518.84000000 DKK 1465105.80000000 USD 2026-07-02 29914.55000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -69844.73000000 -0.00447458799 N/A DFE JP N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 3061941.66000000 USD 486500000.00000000 JPY 2026-07-02 -69844.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -55273.90000000 -0.00354111082 N/A DFE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1177861.27000000 USD 10885000.00000000 SEK 2026-07-02 -55273.90000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 15890.85000000 0.001018043976 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 117000000.00000000 JPY 735470.17000000 USD 2026-07-02 15890.85000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -81275.06000000 -0.00520686969 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 5968675200.00000000 COP 1634000.00000000 USD 2026-09-16 -81275.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1318.88000000 -0.00008449377 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3909617.50000000 PEN 1139000.00000000 USD 2026-09-16 -1318.88000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -3258.34000000 -0.00020874486 N/A DFE PL N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 100000.00000000 USD 363941.00000000 PLN 2026-09-16 -3258.34000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -3042.00000000 -0.00019488509 N/A DFE TH N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 200000.00000000 USD 6502240.00000000 THB 2026-09-16 -3042.00000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -10319.32000000 -0.00066110507 N/A DFE SE N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 248522.51000000 USD 2300000.00000000 SEK 2026-09-16 -10319.32000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -19410.38000000 -0.00124352192 N/A DFE NO N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 312074.76000000 USD 2900000.00000000 NOK 2026-09-16 -19410.38000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2630.84000000 -0.00016854421 N/A DFE SG N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 200000.00000000 USD 253989.48000000 SGD 2026-09-16 -2630.84000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1405.76000000 0.000090059719 N/A DFE IN N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 100000.00000000 USD 9654120.00000000 INR 2026-09-16 1405.76000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -231.98000000 -0.00001486175 N/A DFE ID N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000.00000000 USD 1797434000.00000000 IDR 2026-09-16 -231.98000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 400.58000000 0.000025663073 N/A DFE PH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 100000.00000000 USD 6190700.00000000 PHP 2026-09-16 400.58000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC 4918.53000000 0.000315104594 N/A DFE CO N 2 Banco Santander SA 5493006QMFDDMYWIAM13 100000.00000000 USD 365087000.00000000 COP 2026-09-16 4918.53000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -9772.82000000 -0.00062609366 N/A DFE AU N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 286337.96000000 USD 400000.00000000 AUD 2026-09-16 -9772.82000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -4549.67000000 -0.00029147365 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 233792.46000000 USD 200000.00000000 EUR 2026-09-16 -4549.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -9952.45000000 -0.00063760162 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 237710.84000000 USD 400000.00000000 NZD 2026-09-16 -9952.45000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -3968.24000000 -0.00025422446 N/A DFE GB N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 269256.84000000 USD 200000.00000000 GBP 2026-09-16 -3968.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -7448.49000000 -0.00047718595 N/A DFE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 257046.12000000 USD 200000.00000000 CHF 2026-09-16 -7448.49000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3685.91000000 -0.00023613705 N/A DFE CA N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 145180.63000000 USD 200000.00000000 CAD 2026-09-16 -3685.91000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -11446.54000000 -0.00073332018 N/A DFE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 598672.90000000 USD 94900000.00000000 JPY 2026-09-16 -11446.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 3462.85000000 0.000221846759 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 283374.19000000 USD 13513831.75000000 TRY 2026-07-14 3462.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -4192.45000000 -0.00026858843 N/A DFE KR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 200000.00000000 USD 302560000.00000000 KRW 2026-09-16 -4192.45000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -3922.53000000 -0.00025129606 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 167091.00000000 USD 842324.61000000 BRL 2026-07-02 -3922.53000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2503.66000000 0.000160396453 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 33615767324.00000000 IDR 1880000.00000000 USD 2026-07-06 2503.66000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -9448.29000000 -0.00060530271 N/A DFE KR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 464000.00000000 USD 703587597.00000000 KRW 2026-07-06 -9448.29000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 14243.17000000 0.000912485702 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 25032210.43000000 THB 768000.00000000 USD 2026-07-06 14243.17000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 431.08000000 0.000027617049 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2494688.98000000 PEN 728057.49000000 USD 2026-09-16 431.08000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 162.92000000 0.000010437435 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 16000.00000000 USD 1530101.41000000 INR 2026-07-06 162.92000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 10711.88000000 0.000686254348 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 982000.00000000 SGD 769745.70000000 USD 2026-07-02 10711.88000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -4024.46000000 -0.00025782618 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1269052.00000000 USD 22790904868.00000000 IDR 2026-09-16 -4024.46000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 56182.77000000 0.003599337392 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2205000.00000000 AUD 1582814.71000000 USD 2026-07-02 56182.77000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 20247.89000000 0.001297176831 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1144000.00000000 CAD 826875.78000000 USD 2026-07-02 20247.89000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 36704.60000000 0.002351472510 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 949000.00000000 CHF 1211209.55000000 USD 2026-07-02 36704.60000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 64907.76000000 0.004158302049 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 519900000.00000000 JPY 3262423.06000000 USD 2026-07-02 64907.76000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 31157.06000000 0.001996070522 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1540000.00000000 GBP 2073889.97000000 USD 2026-07-02 31157.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 59029.52000000 0.003781713834 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2573000.00000000 EUR 2998939.05000000 USD 2026-07-02 59029.52000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 50483.01000000 0.003234183461 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2770240.15000000 ILS 982184.00000000 USD 2026-08-05 50483.01000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 21668.78000000 0.001388205852 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 22242662.38000000 CZK 1068792.00000000 USD 2026-07-08 21668.78000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -72965.47000000 -0.00467451755 N/A DFE PL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2172307.00000000 USD 7897400.38000000 PLN 2026-07-10 -72965.47000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC -4219.47000000 -0.00027031946 N/A DFE PE N 2 Banco Santander SA 5493006QMFDDMYWIAM13 2195040.00000000 USD 7489476.48000000 PEN 2026-07-06 -4219.47000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC 2286.37000000 0.000146475815 N/A DFE US N 2 Banco Santander SA 5493006QMFDDMYWIAM13 7523719.10000000 PEN 2195040.00000000 USD 2026-10-05 2286.37000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2326.72000000 -0.00014906082 N/A DFE KR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 120000.00000000 USD 182143104.00000000 KRW 2026-07-06 -2326.72000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -840.42000000 -0.00005384133 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 40000.00000000 USD 202153.52000000 BRL 2026-07-02 -840.42000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 3209.18000000 0.000205595444 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 6203309.81000000 THB 190000.00000000 USD 2026-07-06 3209.18000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 258.41000000 0.000016554982 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 4227996115.00000000 IDR 236399.00000000 USD 2026-07-06 258.41000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 252.06000000 0.000016148171 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4178012729.00000000 IDR 233601.00000000 USD 2026-07-06 252.06000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 34922.85000000 0.002237325070 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2770436.87000000 ILS 966690.00000000 USD 2026-08-05 34922.85000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -15044.99000000 -0.00096385413 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1938975.36000000 USD 33858000.00000000 MXN 2026-09-17 -15044.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2111.75000000 0.000135288821 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2105588.00000000 USD 7205322.14000000 PEN 2026-07-06 2111.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -3458.76000000 -0.00022158473 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 7228483.60000000 PEN 2105588.00000000 USD 2026-09-08 -3458.76000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 1363.84000000 0.000087374123 N/A DFE PE N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1052794.00000000 USD 3603713.86000000 PEN 2026-07-06 1363.84000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -2036.56000000 -0.00013047178 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 3615294.60000000 PEN 1052794.00000000 USD 2026-09-08 -2036.56000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 5043.93000000 0.000323138318 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 11869285.50000000 THB 364573.98000000 USD 2026-09-16 5043.93000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -4854.90000000 -0.00031102815 N/A DFE MY N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 200000.00000000 USD 795040.00000000 MYR 2026-09-15 -4854.90000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -21969.41000000 -0.00140746565 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1121019.20000000 USD 178700000.00000000 JPY 2026-07-02 -21969.41000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -6067.92000000 -0.00038874002 N/A DFE CN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1434039.79000000 USD 9697000.00000000 CNY 2026-07-02 -6067.92000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 4335.89000000 0.000277777884 N/A DFE ID N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1070570.00000000 USD 19365647787.00000000 IDR 2026-09-16 4335.89000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 41004.36000000 0.002626935734 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1220000.00000000 CHF 1550905.35000000 USD 2026-07-02 41004.36000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 24988.25000000 0.001600867002 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1093000.00000000 NZD 645757.73000000 USD 2026-07-02 24988.25000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 22871.92000000 0.001465284764 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 24035679.63000000 CZK 1154405.45000000 USD 2026-07-08 22871.92000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -64003.53000000 -0.00410037274 N/A DFE PL N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 2166138.00000000 USD 7907907.00000000 PLN 2026-07-10 -64003.53000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 39424.43000000 0.002525717850 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 3040816.49000000 ILS 1062127.00000000 USD 2026-08-05 39424.43000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -25788.01000000 -0.00165210345 N/A DFE HU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1387620.00000000 USD 424157691.00000000 HUF 2026-07-10 -25788.01000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 35054.43000000 0.002245754715 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 5175000.00000000 NOK 557860.92000000 USD 2026-07-02 35054.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -99397.21000000 -0.00636786143 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6494537820.00000000 COP 1767000.00000000 USD 2026-09-16 -99397.21000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 35292.18000000 0.002260986119 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2232946.03000000 CAD 1610000.00000000 USD 2026-07-06 35292.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 6373.59000000 0.000408322708 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 196934100.00000000 CLP 220000.00000000 USD 2026-07-08 6373.59000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1065.21000000 0.000068242455 N/A DFE ID N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 140000.00000000 USD 2527445200.00000000 IDR 2026-07-08 1065.21000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -7872.21000000 -0.00050433148 N/A DFE KR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 790000.00000000 USD 1210074600.00000000 KRW 2026-07-08 -7872.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -5850.21000000 -0.00037479247 N/A DFE TW N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 640000.00000000 USD 20202880.00000000 TWD 2026-07-08 -5850.21000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -33230.49000000 -0.00212890438 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2442083350.60000000 COP 680000.00000000 USD 2026-07-09 -33230.49000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 8794.09000000 0.000563391533 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1013684.00000000 USD 18421101532.00000000 IDR 2026-09-16 8794.09000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -12011.18000000 -0.00076949373 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 20620793589.00000000 IDR 1132562.59000000 USD 2026-09-16 -12011.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 9210.62000000 0.000590076441 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 965514.00000000 USD 17560768632.00000000 IDR 2026-09-16 9210.62000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -75359.29000000 -0.00482787712 N/A DFE HU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4186402.84000000 USD 1280430147.00000000 HUF 2026-07-10 -75359.29000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -21610.76000000 -0.00138448881 N/A DFE XX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1177921.85000000 USD 1012000.00000000 EUR 2026-07-02 -21610.76000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 6643.37000000 0.000425606107 N/A DFE ID N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 837758.83000000 USD 15212862594.00000000 IDR 2026-09-16 6643.37000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -102155.52000000 -0.00654457199 N/A DFE PL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3371101.13000000 USD 12297271.26000000 PLN 2026-07-10 -102155.52000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 34889.45000000 0.002235185306 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3611574.27000000 ILS 1249552.13000000 USD 2026-08-05 34889.45000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -7397.32000000 -0.00047390775 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 51823054.26000000 INR 540000.00000000 USD 2026-07-08 -7397.32000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2623.48000000 -0.00016807269 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 32065936.76000000 PHP 520000.00000000 USD 2026-07-06 -2623.48000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 35.92000000 0.000002301207 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 77385.05000000 USD 399670.28000000 BRL 2026-07-02 35.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 1396.37000000 0.000089458151 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3348286.50000000 BRL 650000.00000000 USD 2026-07-02 1396.37000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 7014.07000000 0.000449354925 N/A DFE IN N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 1065481.00000000 USD 102104618.04000000 INR 2026-09-16 7014.07000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 6653.82000000 0.000426275584 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2179062.00000000 MYR 540000.00000000 USD 2026-07-08 6653.82000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 45897.14000000 0.002940390660 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2772000.00000000 CAD 2000418.56000000 USD 2026-07-02 45897.14000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 27710.70000000 0.001775280191 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 788000.00000000 CHF 1002958.22000000 USD 2026-07-02 27710.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 47663.42000000 0.003053547018 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 7560000.00000000 NOK 811415.50000000 USD 2026-07-02 47663.42000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 21951.76000000 0.001406334906 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2519000.00000000 ILS 868545.58000000 USD 2026-07-07 21951.76000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 7861.47000000 0.000503643428 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 112566000.00000000 HUF 369274.18000000 USD 2026-07-10 7861.47000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 3396.99000000 0.000217627452 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 12281000.00000000 MXN 701246.50000000 USD 2026-09-17 3396.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 25734.55000000 0.001648678555 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 6474892.97000000 ILS 2203750.00000000 USD 2026-08-12 25734.55000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1672.95000000 -0.00010717719 N/A DFE TH N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 227129.53000000 USD 7443073.24000000 THB 2026-09-16 -1672.95000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -5555.22000000 -0.00035589400 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 6581308869.00000000 IDR 359745.63000000 USD 2026-09-16 -5555.22000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 270.31000000 0.000017317353 N/A DFE ID N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 16159.38000000 USD 295999443.00000000 IDR 2026-09-16 270.31000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 10688.86000000 0.000684779577 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 769679.95000000 USD 74293357.17000000 INR 2026-09-16 10688.86000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2034.45000000 -0.00013033661 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1972176.44000000 BRL 380000.00000000 USD 2026-07-02 -2034.45000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -5133.20000000 -0.00032885738 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 365834000.00000000 COP 100000.00000000 USD 2026-09-16 -5133.20000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC 2194.19000000 0.000140570322 N/A DFE US N 2 Banco Santander SA 5493006QMFDDMYWIAM13 100000.00000000 CHF 126993.00000000 USD 2026-09-16 2194.19000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -1553.41000000 -0.00009951888 N/A DFE SG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 200000.00000000 USD 255376.00000000 SGD 2026-09-16 -1553.41000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -56050.09000000 -0.00359083727 N/A DFE KR N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2682828.00000000 USD 4062847895.00000000 KRW 2026-07-15 -56050.09000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1608.24000000 -0.00010303155 N/A DFE TH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 198975.16000000 USD 6515740.00000000 THB 2026-09-16 -1608.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1997.13000000 -0.00012794571 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 20255222.42000000 INR 210761.38000000 USD 2026-09-16 -1997.13000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -50846.46000000 -0.00325746780 N/A DFE KR N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2682828.00000000 USD 4070896379.00000000 KRW 2026-07-15 -50846.46000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -76764.87000000 -0.00491792531 N/A DFE TW N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 7881614.00000000 USD 248720093.00000000 TWD 2026-07-15 -76764.87000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 8207.48000000 0.000525810487 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 11004000.00000000 CZK 526245.46000000 USD 2026-07-08 8207.48000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 13938.22000000 0.000892949144 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3235603.49000000 ILS 1102326.00000000 USD 2026-08-12 13938.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -29570.37000000 -0.00189441956 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3042659.29000000 PEN 859726.85000000 USD 2026-07-31 -29570.37000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 7294.63000000 0.000467328943 N/A DFE PE N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 7207459.21000000 USD 24736000.00000000 PEN 2026-09-16 7294.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3313.30000000 0.000212265870 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4075448.00000000 PEN 1192000.00000000 USD 2026-09-16 3313.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -11267.31000000 -0.00072183785 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 123503582.00000000 INR 1286000.00000000 USD 2026-09-16 -11267.31000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -11153.69000000 -0.00071455881 N/A DFE TH N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 1830000.00000000 USD 60046179.60000000 THB 2026-09-16 -11153.69000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 24147.42000000 0.001546999404 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2174683.00000000 USD 209334985.58000000 INR 2026-09-16 24147.42000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -4779.59000000 -0.00030620343 N/A DFE KR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 310301.12000000 USD 472551370.00000000 KRW 2026-07-15 -4779.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 18151.39000000 0.001162864998 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 12505096.75000000 MYR 3079314.64000000 USD 2026-07-15 18151.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -21069.08000000 -0.00134978619 N/A DFE TW N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2816579.88000000 USD 89085605.00000000 TWD 2026-07-15 -21069.08000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 27.28000000 0.000001747687 N/A DFE PH N 2 Bank of America NA B4TYDEB6GKMZO031MB27 280375.92000000 USD 17289661.48000000 PHP 2026-09-16 27.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -100.40000000 -0.00000643210 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 32826982.25000000 PHP 532286.60000000 USD 2026-09-16 -100.40000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -102668.72000000 -0.00657745004 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 8448218.35000000 USD 7304000.00000000 EUR 2026-07-02 -102668.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -23061.93000000 -0.00147745771 N/A DFE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1972027.42000000 USD 2815000.00000000 AUD 2026-07-02 -23061.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -28717.12000000 -0.00183975627 N/A DFE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2073271.58000000 USD 1652000.00000000 CHF 2026-07-02 -28717.12000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -313.83000000 -0.00002010545 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 3228656.12000000 ILS 1085737.00000000 USD 2026-08-12 -313.83000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -19928.85000000 -0.00127673760 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2025521.16000000 USD 1512000.00000000 GBP 2026-07-02 -19928.85000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -72482.47000000 -0.00464357425 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 4900429.21000000 USD 785000000.00000000 JPY 2026-07-02 -72482.47000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -471.80000000 -0.00003022576 N/A DFE IL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 455255.67000000 USD 1352000.00000000 ILS 2026-08-12 -471.80000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 584.46000000 0.000037443307 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 5401000.00000000 MXN 307488.23000000 USD 2026-09-17 584.46000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -13565.89000000 -0.00086909590 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 94902726.00000000 TRY 2019428.64000000 USD 2026-07-02 -13565.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -16146.79000000 -0.00103444071 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1656246000.20000000 COP 452947.00000000 USD 2026-11-17 -16146.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 15820.05000000 0.001013508189 N/A DFE CO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 452947.00000000 USD 1609320691.00000000 COP 2026-07-21 15820.05000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 8363.52000000 0.000535807157 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 45303830.00000000 TWD 1430000.00000000 USD 2026-07-15 8363.52000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 3457.39000000 0.000221496966 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1351325.19000000 PEN 398621.00000000 USD 2026-07-15 3457.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 13271.17000000 0.000850214726 N/A DFE CO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 447084.00000000 USD 1580441940.00000000 COP 2026-07-21 13271.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -13481.23000000 -0.00086367217 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1626133924.80000000 COP 447084.00000000 USD 2026-11-17 -13481.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 12620.03000000 0.000808499578 N/A DFE CO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 447084.00000000 USD 1578206520.00000000 COP 2026-07-21 12620.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -12822.77000000 -0.00082148807 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1623809088.00000000 COP 447084.00000000 USD 2026-11-17 -12822.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 12620.03000000 0.000808499578 N/A DFE CO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 447084.00000000 USD 1578206520.00000000 COP 2026-07-21 12620.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -12822.77000000 -0.00082148807 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1623809088.00000000 COP 447084.00000000 USD 2026-11-17 -12822.77000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 6401.16000000 0.000410088974 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 697268451.00000000 KRW 457210.40000000 USD 2026-07-15 6401.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -7537.56000000 -0.00048289220 N/A DFE KR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 536658.70000000 USD 818393784.00000000 KRW 2026-07-15 -7537.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 4358.12000000 0.000279202044 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 24260109.00000000 THB 739216.03000000 USD 2026-09-16 4358.12000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -3281.82000000 -0.00021024911 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 27466096530.00000000 IDR 1521246.00000000 USD 2026-09-16 -3281.82000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -3639.76000000 -0.00023318046 N/A DFE CN N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1219558.47000000 USD 8257000.00000000 CNY 2026-07-02 -3639.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 23708.18000000 0.001518859585 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1862097.00000000 USD 179534082.26000000 INR 2026-09-16 23708.18000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -18880.24000000 -0.00120955862 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 134458802.09000000 INR 1393459.43000000 USD 2026-09-16 -18880.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 5671.96000000 0.000363372929 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 33234078.00000000 TWD 1048559.01000000 USD 2026-07-15 5671.96000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 24671.70000000 0.001580587292 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 282300000.00000000 JPY 1760887.45000000 USD 2026-07-02 24671.70000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -30146.83000000 -0.00193135034 N/A DFE NZ N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1644829.02000000 USD 2843000.00000000 NZD 2026-07-02 -30146.83000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -13920.48000000 -0.00089181263 N/A DFE SE N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 803908.47000000 USD 7660000.00000000 SEK 2026-07-02 -13920.48000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -19256.23000000 -0.00123364634 N/A DFE CH N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 1681384.94000000 USD 1343000.00000000 CHF 2026-07-02 -19256.23000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -10534.42000000 -0.00067488541 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1073291.80000000 USD 1535000.00000000 AUD 2026-07-02 -10534.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 8720.44000000 0.000558673162 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 315651000.00000000 HUF 1022172.84000000 USD 2026-07-10 8720.44000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -29906.13000000 -0.00191592995 N/A DFE HU N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 3515846.22000000 USD 1086095877.00000000 HUF 2026-07-17 -29906.13000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -7613.65000000 -0.00048776689 N/A DFE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 1611466.83000000 USD 4768000.00000000 ILS 2026-08-12 -7613.65000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -20993.58000000 -0.00134494930 N/A DFE SG N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 3946017.73000000 USD 5078000.00000000 SGD 2026-07-02 -20993.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 13556.44000000 0.000868490489 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2174168.57000000 USD 102049167.59000000 TRY 2026-07-01 13556.44000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 8110.19000000 0.000519577623 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4739272.75000000 ILS 1602300.13000000 USD 2026-08-12 8110.19000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 11061.76000000 0.000708669337 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 59702000.00000000 MXN 3403538.90000000 USD 2026-09-17 11061.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3207.11000000 0.000205462830 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1293072.24000000 PEN 381336.00000000 USD 2026-07-15 3207.11000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 3446.51000000 0.000220799941 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1151045.56000000 PEN 340043.00000000 USD 2026-07-15 3446.51000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 87764.49000000 0.005622613669 N/A DFE CO N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2467226.63000000 USD 8890651155.00000000 COP 2026-09-16 87764.49000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -14051.73000000 -0.00090022113 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1454197894.94000000 COP 410000.00000000 USD 2026-07-16 -14051.73000000 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 000000000 1.00000000 NC 359.52000000 0.000023032573 N/A DFE BR N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 150000.00000000 USD 776200.97000000 BRL 2026-07-02 359.52000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -14663.36000000 -0.00093940508 N/A DFE CA N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1160000.00000000 USD 1623605.25000000 CAD 2026-07-13 -14663.36000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -37.02000000 -0.00000237167 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 3072600.00000000 PHP 50000.00000000 USD 2026-07-15 -37.02000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -345.59000000 -0.00002214015 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1440680000.00000000 IDR 80000.00000000 USD 2026-07-15 -345.59000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 3879.19000000 0.000248519494 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 245298510.00000000 CLP 270000.00000000 USD 2026-07-15 3879.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -8417.80000000 -0.00053928459 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 57627000.00000000 INR 600000.00000000 USD 2026-07-15 -8417.80000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 9729.89000000 0.000623343364 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1531654746.00000000 KRW 1000000.00000000 USD 2026-07-15 9729.89000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 2973.71000000 0.000190510108 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 14834925.00000000 THB 450000.00000000 USD 2026-07-15 2973.71000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -1914.38000000 -0.00012264435 N/A DFE MY N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 380000.00000000 USD 1544510.00000000 MYR 2026-07-15 -1914.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -13902.34000000 -0.00089065050 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2105589.00000000 USD 7150580.24000000 PEN 2026-07-06 -13902.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 13646.78000000 0.000874278102 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 7152580.55000000 PEN 2105589.00000000 USD 2026-07-10 13646.78000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -28765.24000000 -0.00184283907 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 5897306800.00000000 COP 1666000.00000000 USD 2026-09-16 -28765.24000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 6169.42000000 0.000395242600 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 8256478.00000000 CNY 1222011.26000000 USD 2026-07-02 6169.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 7204.18000000 0.000461534282 N/A DFE CO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 458798.00000000 USD 1599828626.00000000 COP 2026-07-21 7204.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 7204.18000000 0.000461534282 N/A DFE CO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 458798.00000000 USD 1599828626.00000000 COP 2026-07-21 7204.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -7380.41000000 -0.00047282442 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1634972552.80000000 COP 458798.00000000 USD 2026-10-19 -7380.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -7408.72000000 -0.00047463809 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1646052524.50000000 COP 458798.00000000 USD 2026-11-17 -7408.72000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -20801.98000000 -0.00133267449 N/A DFE PE N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2068958.00000000 USD 7001767.66000000 PEN 2026-07-06 -20801.98000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 20640.51000000 0.001322329949 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 7003422.83000000 PEN 2068958.00000000 USD 2026-07-10 20640.51000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC -69346.46000000 -0.00444266643 N/A DFE PE N 2 Banco Santander SA 5493006QMFDDMYWIAM13 7583913.00000000 USD 25698089.20000000 PEN 2026-07-16 -69346.46000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 16220.57000000 0.001039167419 N/A DFE IN N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1830650.00000000 USD 175400068.45000000 INR 2026-08-18 16220.57000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -6166.98000000 -0.00039508628 N/A DFE CN N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1222085.69000000 USD 8257000.00000000 CNY 2026-07-02 -6166.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 7275.88000000 0.000466127728 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 736283.00000000 USD 70616902.53000000 INR 2026-08-18 7275.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -13788.42000000 -0.00088335223 N/A DFE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1457653.15000000 USD 1868000.00000000 SGD 2026-07-02 -13788.42000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -2311.98000000 -0.00014811651 N/A DFE CZ N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 128290.68000000 USD 2676000.00000000 CZK 2026-07-08 -2311.98000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 4536.14000000 0.000290606858 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 71072225.00000000 HUF 232650.00000000 USD 2026-07-17 4536.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2817.15000000 -0.00018048012 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 17932048.87000000 TRY 375717.33000000 USD 2026-07-21 -2817.15000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -384.02000000 -0.00002460216 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 52673994397.00000000 IDR 2923328.49000000 USD 2026-09-16 -384.02000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -18480.96000000 -0.00118397883 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1354180.24000000 USD 1169000.00000000 EUR 2026-07-02 -18480.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -20925.36000000 -0.00134057880 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1854079.18000000 USD 1382000.00000000 GBP 2026-07-02 -20925.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -51544.13000000 -0.00330216389 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 3054019.38000000 USD 2426000.00000000 CHF 2026-07-02 -51544.13000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -32557.44000000 -0.00208578557 N/A DFE SE N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1140706.38000000 USD 10745000.00000000 SEK 2026-07-02 -32557.44000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 18220.95000000 0.001167321345 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 174600000.00000000 JPY 1092054.71000000 USD 2026-07-02 18220.95000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 3968.45000000 0.000254237918 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4873000.00000000 MXN 280869.41000000 USD 2026-09-17 3968.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -846.27000000 -0.00005421611 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 13084167.08000000 KZT 25836.00000000 USD 2026-09-16 -846.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 129.65000000 0.000008306000 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1405000.00000000 HUF 4640.65000000 USD 2026-07-10 129.65000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 907.94000000 0.000058166985 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 738023.00000000 USD 70348352.36000000 INR 2026-09-16 907.94000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2279.94000000 -0.00014606387 N/A DFE KR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 99730.39000000 USD 150727000.00000000 KRW 2026-07-15 -2279.94000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 19282.29000000 0.001235315870 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 35371296.00000000 THB 1090706.85000000 USD 2026-09-16 19282.29000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 149.89000000 0.000009602671 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 200658714.00000000 IDR 11287.61000000 USD 2026-09-16 149.89000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 693.63000000 0.000044437260 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 334489.91000000 USD 31910437.76000000 INR 2026-09-16 693.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 39184.37000000 0.002510338456 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 7713521.46000000 USD 362991377.74000000 TRY 2026-07-06 39184.37000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -32276.30000000 -0.00206777439 N/A DFE PL N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 1148195.00000000 USD 4198007.60000000 PLN 2026-07-23 -32276.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4903.51000000 -0.00031414234 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 73352283.94000000 KZT 144682.28000000 USD 2026-09-16 -4903.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 166205.25000000 0.010647904528 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 244196969.99000000 ZAR 15050939.00000000 USD 2026-07-21 166205.25000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 51.17000000 0.000003278195 N/A DFE IN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 47099.38000000 USD 4488867.64000000 INR 2026-09-16 51.17000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -7038.25000000 -0.00045090401 N/A DFE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 670259.75000000 USD 500000.00000000 GBP 2026-09-16 -7038.25000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -10264.40000000 -0.00065758663 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 697992.78000000 USD 600000.00000000 EUR 2026-09-16 -10264.40000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -9192.49000000 -0.00058891494 N/A DFE NZ N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 350830.08000000 USD 600000.00000000 NZD 2026-09-16 -9192.49000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -5779.01000000 -0.00037023106 N/A DFE CA N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 430263.16000000 USD 600000.00000000 CAD 2026-09-16 -5779.01000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -2127.35000000 -0.00013628823 N/A DFE ID N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 200000.00000000 USD 3564900000.00000000 IDR 2026-09-16 -2127.35000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -8555.62000000 -0.00054811400 N/A DFE AU N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 423403.32000000 USD 600000.00000000 AUD 2026-09-16 -8555.62000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -3084.71000000 -0.00019762130 N/A DFE HU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000.00000000 USD 30260890.00000000 HUF 2026-09-16 -3084.71000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -1961.69000000 -0.00012567525 N/A DFE IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 100000.00000000 USD 291191.03000000 ILS 2026-09-16 -1961.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -7232.43000000 -0.00046334411 N/A DFE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 507828.98000000 USD 80900000.00000000 JPY 2026-09-16 -7232.43000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -27762.98000000 -0.00177862949 N/A DFE NO N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 683734.86000000 USD 6500000.00000000 NOK 2026-09-16 -27762.98000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -2766.37000000 -0.00017722691 N/A DFE PL N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 100000.00000000 USD 365791.78000000 PLN 2026-09-16 -2766.37000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -853.83000000 -0.00005470044 N/A DFE ZA N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000.00000000 USD 1634047.90000000 ZAR 2026-09-16 -853.83000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -17915.55000000 -0.00114775595 N/A DFE SE N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 535748.57000000 USD 5000000.00000000 SEK 2026-09-16 -17915.55000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1912.18000000 -0.00012250341 N/A DFE TH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 100000.00000000 USD 3238206.00000000 THB 2026-09-16 -1912.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 752.68000000 0.000048220286 N/A DFE CO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 100000.00000000 USD 350591000.00000000 COP 2026-09-16 752.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -11671.12000000 -0.00074770785 N/A DFE CH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 635665.19000000 USD 500000.00000000 CHF 2026-09-16 -11671.12000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -4078.49000000 -0.00026128760 N/A DFE PH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 200000.00000000 USD 12080520.00000000 PHP 2026-09-16 -4078.49000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -5176.53000000 -0.00033163331 N/A DFE KR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 200000.00000000 USD 301039400.00000000 KRW 2026-09-16 -5176.53000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 4352.88000000 0.000278866345 N/A DFE CO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 708877.61000000 USD 2442083350.00000000 COP 2026-07-09 4352.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4106.53000000 -0.00026308398 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2442083350.00000000 COP 697698.23000000 USD 2026-09-16 -4106.53000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -81.68000000 -0.00000523281 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 200000.00000000 USD 19032800.00000000 INR 2026-09-16 -81.68000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -197.16000000 -0.00001263101 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 3760229.01000000 KZT 7471.00000000 USD 2026-09-16 -197.16000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -571.34000000 -0.00003660277 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 11012881.79000000 KZT 21887.00000000 USD 2026-09-16 -571.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -5363.89000000 -0.00034363648 N/A DFE KR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 237110.21000000 USD 358442966.00000000 KRW 2026-07-15 -5363.89000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1492.76000000 -0.00009563335 N/A DFE KR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 65894.09000000 USD 99609790.00000000 KRW 2026-07-15 -1492.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 928.64000000 0.000059493127 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1798440.69000000 THB 55404.83000000 USD 2026-09-16 928.64000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 992.66000000 0.000063594554 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1428288.00000000 USD 136228681.15000000 INR 2026-09-30 992.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -9130.65000000 -0.00058495317 N/A DFE MY N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1487218.00000000 USD 6038105.08000000 MYR 2026-07-15 -9130.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -4426.75000000 -0.00028359881 N/A DFE MY N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 857856.43000000 USD 3486328.53000000 MYR 2026-07-15 -4426.75000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1060.26000000 -0.00006792533 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1412237.00000000 USD 134503146.56000000 INR 2026-09-30 -1060.26000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 562.91000000 0.000036062711 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 5366000.00000000 HUF 17791.39000000 USD 2026-07-10 562.91000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -12264.14000000 -0.00078569956 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1080056.34000000 USD 805000.00000000 GBP 2026-07-02 -12264.14000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 6897.32000000 0.000441875361 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 722000.00000000 CAD 515975.41000000 USD 2026-07-02 6897.32000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 12067.86000000 0.000773124923 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 3050000.00000000 NOK 320195.35000000 USD 2026-07-02 12067.86000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -7681.28000000 -0.00049209959 N/A DFE MX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 478123.11000000 USD 8279000.00000000 MXN 2026-09-17 -7681.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -20687.26000000 -0.00132532497 N/A DFE PL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 722227.00000000 USD 2639143.13000000 PLN 2026-07-23 -20687.26000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 154318.13000000 0.009886358675 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 188112152.17000000 ZAR 11620469.00000000 USD 2026-07-21 154318.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -42083.06000000 -0.00269604242 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3579530.20000000 USD 12098812.08000000 PEN 2026-07-20 -42083.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 40288.40000000 0.002581067907 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 12149104.48000000 PEN 3579530.20000000 USD 2026-10-19 40288.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 14317.09000000 0.000917221372 N/A DFE CO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2243620.34000000 USD 7751708274.70000000 COP 2026-07-21 14317.09000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -15161.09000000 -0.00097129205 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 7986166600.23000000 COP 2243620.34000000 USD 2026-11-23 -15161.09000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -9291.19000000 -0.00059523814 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2871781440.00000000 COP 816000.00000000 USD 2026-09-16 -9291.19000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 14657.60000000 0.000939036073 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 4456832.48000000 BRL 878000.00000000 USD 2026-07-02 14657.60000000 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 000000000 1.00000000 NC -7066.88000000 -0.00045273818 N/A DFE TW N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 905000.00000000 USD 28614776.00000000 TWD 2026-07-15 -7066.88000000 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 000000000 1.00000000 NC -20167.19000000 -0.00129200680 N/A DFE KR N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 943000.00000000 USD 1427349195.00000000 KRW 2026-07-15 -20167.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 5983.16000000 0.000383309892 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1541691.81000000 USD 73259653.12000000 TRY 2026-07-20 5983.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -346.01000000 -0.00002216705 N/A DFE MY N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 100000.00000000 USD 406000.00000000 MYR 2026-09-15 -346.01000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 1391.28000000 0.000089132061 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 77002903.45000000 INR 810220.85000000 USD 2026-09-16 1391.28000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1998.96000000 -0.00012806295 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 928422.50000000 USD 88198187.81000000 INR 2026-09-16 -1998.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -48877.98000000 -0.00313135755 N/A DFE ZA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5911583.00000000 USD 96182761.87000000 ZAR 2026-07-21 -48877.98000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3376.83000000 -0.00021633590 N/A DFE ZA N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 354775.50000000 USD 5765000.00000000 ZAR 2026-07-21 -3376.83000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -18514.48000000 -0.00118612628 N/A DFE JP N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1201822.70000000 USD 192400000.00000000 JPY 2026-07-02 -18514.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -18336.67000000 -0.00117473492 N/A DFE PL N 2 UBS AG BFM8T61CT2L1QCEMIK50 640259.00000000 USD 2339628.04000000 PLN 2026-07-23 -18336.67000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -543.62000000 -0.00003482690 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 10902192.74000000 KZT 21689.00000000 USD 2026-09-16 -543.62000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 1329.90000000 0.000085199764 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 10334236.76000000 HKD 1321294.00000000 USD 2026-08-19 1329.90000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -25.35000000 -0.00000162404 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 474141.37000000 KZT 941.56000000 USD 2026-09-16 -25.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -943.77000000 -0.00006046242 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2173038.00000000 BRL 420000.00000000 USD 2026-07-02 -943.77000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -607.55000000 -0.00003892256 N/A DFE CA N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 130000.00000000 USD 183352.72000000 CAD 2026-07-22 -607.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -314.33000000 -0.00002013748 N/A DFE IN N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 90000.00000000 USD 8499105.00000000 INR 2026-07-22 -314.33000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 105.85000000 0.000006781258 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 715717848.00000000 IDR 40000.00000000 USD 2026-07-22 105.85000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 3456.73000000 0.000221454683 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 13924046.59000000 PHP 230000.00000000 USD 2026-07-22 3456.73000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 514.25000000 0.000032945318 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 107466100.00000000 KRW 70000.00000000 USD 2026-07-22 514.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -975.51000000 -0.00006249584 N/A DFE TW N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 130000.00000000 USD 4113200.00000000 TWD 2026-07-23 -975.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 890.65000000 0.000057059305 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 343939.13000000 PEN 101445.00000000 USD 2026-07-22 890.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 902.51000000 0.000057819114 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 343898.55000000 PEN 101445.00000000 USD 2026-07-22 902.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1491.23000000 -0.00009553533 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 275024899.00000000 COP 78601.00000000 USD 2026-07-22 -1491.23000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 549.13000000 0.000035179898 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 220189.75000000 PEN 64924.00000000 USD 2026-07-22 549.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 4847.43000000 0.000310549587 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 419370049.00000000 KRW 275531.00000000 USD 2026-07-01 4847.43000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4488.40000000 -0.00028754840 N/A DFE KR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 275531.00000000 USD 419222679.00000000 KRW 2026-07-15 -4488.40000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1339.68000000 0.000085826318 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3594512.13000000 THB 110220.30000000 USD 2026-09-16 1339.68000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -8602.09000000 -0.00055109109 N/A DFE PL N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 628974.00000000 USD 2333795.45000000 PLN 2026-07-23 -8602.09000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1117.52000000 0.000071593684 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 10950850.33000000 HKD 1399840.00000000 USD 2026-08-19 1117.52000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -41.54000000 -0.00000266125 N/A DFE ZA N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2995042.00000000 USD 49135580.84000000 ZAR 2026-07-21 -41.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1520.61000000 -0.00009741756 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 284733702.00000000 COP 81399.00000000 USD 2026-07-22 -1520.61000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1327.32000000 0.000085034477 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 481797.26000000 PEN 142186.00000000 USD 2026-07-22 1327.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 3968.61000000 0.000254248168 N/A DFE MY N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 520000.00000000 USD 2139280.00000000 MYR 2026-07-22 3968.61000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1292.14000000 -0.00008278067 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 533068.79000000 USD 50337312.69000000 INR 2026-07-01 -1292.14000000 N N N Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC 7636.32000000 0.000489219241 N/A DFE US N 2 Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 28976818758.00000000 IDR 1616018.00000000 USD 2026-09-16 7636.32000000 N N N Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC -4428.68000000 -0.00028372245 N/A DFE ID N 2 Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 1616018.00000000 USD 28815216958.00000000 IDR 2026-07-02 -4428.68000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 937.96000000 0.000060090210 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 5066738.00000000 THB 154413.46000000 USD 2026-09-16 937.96000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 619.72000000 0.000039702231 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 50690683.99000000 INR 533068.79000000 USD 2026-09-16 619.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 33.35000000 0.000002136560 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 151417.97000000 THB 4619.92000000 USD 2026-09-16 33.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3524.76000000 0.000225813011 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 19196238.81000000 PHP 314848.78000000 USD 2026-09-16 3524.76000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 223.81000000 0.000014338340 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2947794.75000000 HKD 376737.66000000 USD 2026-08-19 223.81000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1715.60000000 0.000109909554 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 792000.00000000 ILS 268127.45000000 USD 2026-08-12 1715.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 1972.17000000 0.000126346657 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 631000.00000000 PLN 169705.24000000 USD 2026-07-23 1972.17000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1550.70000000 0.000099345270 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 5739000.00000000 CZK 271727.00000000 USD 2026-07-08 1550.70000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -9254.08000000 -0.00059286069 N/A DFE PL N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 786834.69000000 USD 2925203.52000000 PLN 2026-07-23 -9254.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 3262.40000000 0.000209004972 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 501374.13000000 USD 8279000.00000000 ZAR 2026-07-21 3262.40000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -12383.21000000 -0.00079332775 N/A DFE JP N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1416485.43000000 USD 228300000.00000000 JPY 2026-07-02 -12383.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 17439.56000000 0.001117261758 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 8350000.00000000 NOK 861001.72000000 USD 2026-07-02 17439.56000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -3748.20000000 -0.00024012764 N/A DFE CH N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 918352.16000000 USD 739000.00000000 CHF 2026-07-02 -3748.20000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 5107.90000000 0.000327236543 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 2041000.00000000 CAD 1444205.38000000 USD 2026-07-02 5107.90000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 57554.28000000 0.003687202893 N/A DFE ZA N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 9741088.07000000 USD 160755228.20000000 ZAR 2026-07-21 57554.28000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -7457.18000000 -0.00047774267 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2140691.18000000 USD 1867000.00000000 EUR 2026-07-02 -7457.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 31467.40000000 0.002015952389 N/A DFE SG N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 32568759.58000000 USD 42176543.66000000 SGD 2026-07-02 31467.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -32935.01000000 -0.00210997451 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 42081768.57000000 SGD 32568759.58000000 USD 2026-08-04 -32935.01000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 4046.06000000 0.000259209986 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 24058121.00000000 TWD 758991.12000000 USD 2026-07-15 4046.06000000 N N N Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC 253.68000000 0.000016251956 N/A DFE TR N 2 Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 105316.55000000 USD 4950320.18000000 TRY 2026-07-08 253.68000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -4648.50000000 -0.00029780517 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1406618.57000000 USD 1227000.00000000 EUR 2026-07-02 -4648.50000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2632.17000000 0.000168629419 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 6076000.00000000 MXN 347891.81000000 USD 2026-09-17 2632.17000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -21072.50000000 -0.00135000529 N/A DFE BR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 6578858.52000000 USD 34600190.61000000 BRL 2026-10-02 -21072.50000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 20772.79000000 0.001330804440 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 33854805.94000000 BRL 6578858.52000000 USD 2026-07-02 20772.79000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC -1560.40000000 -0.00009996669 N/A DFE US N 2 Banco Santander SA 5493006QMFDDMYWIAM13 200000.00000000 GBP 263728.20000000 USD 2026-09-16 -1560.40000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1311.26000000 -0.00008400559 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 300000.00000000 EUR 342552.93000000 USD 2026-09-16 -1311.26000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -1462.28000000 -0.00009368066 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1400000.00000000 NZD 795692.10000000 USD 2026-09-16 -1462.28000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1025.92000000 -0.00006572534 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1300000.00000000 CAD 918689.74000000 USD 2026-09-16 -1025.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -758.37000000 -0.00004858481 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 62684922.00000000 HUF 200000.00000000 USD 2026-09-16 -758.37000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -419.92000000 -0.00002690208 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 200000.00000000 CHF 249177.71000000 USD 2026-09-16 -419.92000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC 3599.98000000 0.000230631964 N/A DFE US N 2 Banco Santander SA 5493006QMFDDMYWIAM13 3400000.00000000 NOK 346723.74000000 USD 2026-09-16 3599.98000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -1300.83000000 -0.00008333740 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 597898.86000000 ILS 200000.00000000 USD 2026-09-16 -1300.83000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -4514.15000000 -0.00028919807 N/A DFE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 639386.91000000 USD 102600000.00000000 JPY 2026-09-16 -4514.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1739.34000000 -0.00011143045 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3324906.40000000 ZAR 200000.00000000 USD 2026-09-16 -1739.34000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 499.96000000 0.000032029832 N/A DFE MX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 100000.00000000 USD 1768633.48000000 MXN 2026-09-17 499.96000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -192.08000000 -0.00001230556 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1129319.10000000 PLN 300000.00000000 USD 2026-09-16 -192.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1105.43000000 -0.00007081914 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2700000.00000000 SEK 278524.40000000 USD 2026-09-16 -1105.43000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -398.34000000 -0.00002551956 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 349358000.00000000 COP 100000.00000000 USD 2026-09-16 -398.34000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -543.06000000 -0.00003479102 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1500000.00000000 AUD 1036576.20000000 USD 2026-09-16 -543.06000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -517.45000000 -0.00003315032 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 650101.07000000 BRL 125415.00000000 USD 2026-07-02 -517.45000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1776.40000000 0.000113804693 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 772276.00000000 USD 73380703.26000000 INR 2026-07-27 1776.40000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -4332.11000000 -0.00027753571 N/A DFE KR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 564000.00000000 USD 865533110.00000000 KRW 2026-07-27 -4332.11000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -420.35000000 -0.00002692963 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 17991886341.00000000 IDR 1002074.00000000 USD 2026-07-27 -420.35000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2308.93000000 0.000147921116 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1003790.00000000 USD 95378875.08000000 INR 2026-07-27 2308.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -3861.39000000 -0.00024737914 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 22374789.23000000 THB 673888.69000000 USD 2026-09-16 -3861.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 6.38000000 0.000000408733 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 20848603.52000000 THB 631527.08000000 USD 2026-09-16 6.38000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -83.10000000 -0.00000532378 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 61928.06000000 SGD 47784.00000000 USD 2026-07-02 -83.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 83.27000000 0.000005334675 N/A DFE SG N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 47784.00000000 USD 61786.34000000 SGD 2026-08-04 83.27000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -83.99000000 -0.00000538080 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3594987431.00000000 IDR 200226.00000000 USD 2026-07-27 -83.99000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 17.83000000 0.000001142275 N/A DFE TH N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2125.50000000 USD 70758.41000000 THB 2026-09-16 17.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 931.18000000 0.000059655851 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 475133.95000000 USD 22657997.75000000 TRY 2026-07-27 931.18000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -5647.30000000 -0.00036179309 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 24268639550.00000000 IDR 1346583.00000000 USD 2026-07-27 -5647.30000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1627.45000000 -0.00010426224 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 764735.12000000 BRL 146511.00000000 USD 2026-07-02 -1627.45000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -562.39000000 -0.00003602939 N/A DFE KR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 616581.00000000 USD 952680179.00000000 KRW 2026-07-27 -562.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 15535.26000000 0.000995263177 N/A DFE CO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 8214306.70000000 USD 28637537441.72000000 COP 2026-09-16 15535.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -11733.20000000 -0.00075168500 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 28637537441.72000000 COP 8318819.88000000 USD 2026-07-27 -11733.20000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -8.53000000 -0.00000054647 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1530363.24000000 INR 16157.15000000 USD 2026-07-06 -8.53000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 22.58000000 0.000001446582 N/A DFE IN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 16157.15000000 USD 1540356.44000000 INR 2026-09-16 22.58000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 1213.81000000 0.000077762483 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 434058.00000000 USD 7782659940.00000000 IDR 2026-07-02 1213.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -454.55000000 -0.00002912065 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 7828236030.00000000 IDR 434058.00000000 USD 2026-09-16 -454.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 3641.43000000 0.000233287450 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1302176.00000000 USD 23348015680.00000000 IDR 2026-07-02 3641.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -1363.65000000 -0.00008736195 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 23484744160.00000000 IDR 1302176.00000000 USD 2026-09-16 -1363.65000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 485.30000000 0.000031090642 N/A DFE IN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 547190.61000000 USD 51849429.28000000 INR 2026-07-08 485.30000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -878.36000000 -0.00005627194 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 52177743.65000000 INR 547190.61000000 USD 2026-09-16 -878.36000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -3413.55000000 -0.00021868836 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 21019414734.00000000 IDR 1163286.00000000 USD 2026-09-16 -3413.55000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2151.41000000 0.000137829631 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3280000.00000000 NOK 333514.75000000 USD 2026-07-02 2151.41000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -523.98000000 -0.00003356866 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 503000.00000000 ILS 168674.46000000 USD 2026-08-12 -523.98000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 442.15000000 0.000028326247 N/A DFE PL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 112000.15000000 USD 423000.00000000 PLN 2026-07-23 442.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3557.41000000 0.000227904726 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1163286.00000000 USD 21162498912.00000000 IDR 2026-12-16 3557.41000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 6284.77000000 0.000402632473 N/A DFE AU N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1334797.35000000 USD 1937000.00000000 AUD 2026-07-02 6284.77000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2546.86000000 -0.00016316405 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 12316979270.00000000 IDR 681117.00000000 USD 2026-09-16 -2546.86000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -2895.11000000 -0.00018547461 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 593000.00000000 CHF 731015.78000000 USD 2026-07-02 -2895.11000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2627.45000000 0.000168327033 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 681117.00000000 USD 12400756661.00000000 IDR 2026-12-16 2627.45000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -4.63000000 -0.00000029661 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 4242026.00000000 COP 1231.00000000 USD 2026-07-21 -4.63000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1411.67000000 -0.00009043834 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2449000.00000000 MXN 137749.10000000 USD 2026-09-17 -1411.67000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 5.09000000 0.000000326089 N/A DFE CO N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1231.00000000 USD 4342229.40000000 COP 2026-10-26 5.09000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -8100.37000000 -0.00051894850 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 23705731.35000000 THB 709965.00000000 USD 2026-09-16 -8100.37000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2693.87000000 -0.00017258221 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2030000.00000000 USD 192218584.74000000 INR 2026-07-29 -2693.87000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -8.47000000 -0.00000054262 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 29070.94000000 THB 872.11000000 USD 2026-09-16 -8.47000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -1242.21000000 -0.00007958192 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2962000.00000000 MXN 167069.02000000 USD 2026-09-17 -1242.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 911.93000000 0.000058422604 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 279899.43000000 USD 5020907070.00000000 IDR 2026-07-02 911.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -452.42000000 -0.00002898419 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 5050856309.00000000 IDR 279899.43000000 USD 2026-09-16 -452.42000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2554.52000000 0.000163654788 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1210760211.00000000 KRW 785125.45000000 USD 2026-07-08 2554.52000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2418.19000000 -0.00015492083 N/A DFE KR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 785125.45000000 USD 1210616454.00000000 KRW 2026-07-15 -2418.19000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3142.42000000 0.000201318479 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1487334.00000000 USD 26686341562.00000000 IDR 2026-07-06 3142.42000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 1349.51000000 0.000086456075 N/A DFE ID N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 597658.00000000 USD 10724972810.00000000 IDR 2026-07-06 1349.51000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -795.63000000 -0.00005097186 N/A DFE KR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 438093.00000000 USD 676369592.00000000 KRW 2026-07-15 -795.63000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 1063.18000000 0.000068112404 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 676465973.00000000 KRW 438093.00000000 USD 2026-07-06 1063.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2457.41000000 -0.00015743345 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 26840280631.00000000 IDR 1487334.00000000 USD 2026-09-16 -2457.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1583.61000000 -0.00010145364 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 17296525957.00000000 IDR 958474.00000000 USD 2026-09-16 -1583.61000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1525.33000000 0.000097719946 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 958474.00000000 USD 17411063600.00000000 IDR 2026-12-16 1525.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 656159.37000000 0.042036712602 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 146352294.91000000 USD 128661358.16000000 EUR 2026-07-02 656159.37000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -654787.98000000 -0.04194885478 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 128661358.16000000 EUR 146550819.38000000 USD 2026-08-04 -654787.98000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -175931.49000000 -0.01127101405 N/A DFE JP N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 35981862.79000000 USD 5821865399.00000000 JPY 2026-07-02 -175931.49000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 176844.17000000 0.011329484709 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 5806630678.00000000 JPY 35981862.79000000 USD 2026-08-04 176844.17000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 5583.76000000 0.000357722414 N/A DFE CN N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 3379496.24000000 USD 22987232.04000000 CNY 2026-07-02 5583.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 58.55000000 0.000003750993 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 9140617.00000000 TWD 286989.54000000 USD 2026-07-01 58.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 319.90000000 0.000020494326 N/A DFE TW N 2 Citibank NA E57ODZWZ7FF32TWEFA76 286989.54000000 USD 9155799.00000000 TWD 2026-07-15 319.90000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -5331.59000000 -0.00034156719 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 22936708.57000000 CNY 3379496.24000000 USD 2026-08-04 -5331.59000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -1007.37000000 -0.00006453694 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 10785635097.00000000 IDR 597658.00000000 USD 2026-09-16 -1007.37000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -177.73000000 -0.00001138623 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 541000.00000000 ILS 181803.09000000 USD 2026-08-12 -177.73000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 320.84000000 0.000020554547 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 3810000.00000000 NOK 385227.64000000 USD 2026-07-02 320.84000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -4411.80000000 -0.00028264104 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 658000.00000000 CHF 809944.64000000 USD 2026-07-02 -4411.80000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 10007.12000000 0.000641104046 N/A DFE GB N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1329707.32000000 USD 1010000.00000000 GBP 2026-07-02 10007.12000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 7107.74000000 0.000455355874 N/A DFE NZ N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1000435.77000000 USD 1774000.00000000 NZD 2026-07-02 7107.74000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 507.58000000 0.000032518006 N/A DFE PL N 2 Bank of America NA B4TYDEB6GKMZO031MB27 136124.43000000 USD 514000.00000000 PLN 2026-07-23 507.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2206.89000000 0.000141383945 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1485272.85000000 USD 70850634.02000000 TRY 2026-07-28 2206.89000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1308.76000000 -0.00008384543 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 870000.00000000 USD 82377007.05000000 INR 2026-07-31 -1308.76000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -312.64000000 -0.00002002921 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 156482.94000000 BRL 30000.00000000 USD 2026-07-02 -312.64000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -687.82000000 -0.00004406504 N/A DFE KR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 210000.00000000 USD 323697101.00000000 KRW 2026-07-29 -687.82000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1730.41000000 -0.00011085835 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 10262446440.00000000 IDR 570000.00000000 USD 2026-07-29 -1730.41000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1872.03000000 -0.00011993120 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 10005639.00000000 THB 300000.00000000 USD 2026-07-30 -1872.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 57365.40000000 0.003675102335 N/A DFE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 17128101.00000000 USD 24373287.72000000 CAD 2026-07-02 57365.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -57398.76000000 -0.00367723953 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 24338654.70000000 CAD 17128101.00000000 USD 2026-08-04 -57398.76000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 352.08000000 0.000022555931 N/A DFE TH N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 80000.00000000 USD 2663076.80000000 THB 2026-07-31 352.08000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1356.38000000 -0.00008689620 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1205374791.15000000 COP 348741.00000000 USD 2026-08-03 -1356.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 483.31000000 0.000030963153 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 836675.00000000 PEN 245000.00000000 USD 2026-08-03 483.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -421.06000000 -0.00002697512 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 384511104.00000000 COP 111259.00000000 USD 2026-08-03 -421.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 85.63000000 0.000005485868 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 55209594.00000000 CLP 60000.00000000 USD 2026-08-03 85.63000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -777.20000000 -0.00004979115 N/A DFE IN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 340000.00000000 USD 32168114.00000000 INR 2026-07-31 -777.20000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 364.40000000 0.000023345209 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 7359936.00000000 PHP 120000.00000000 USD 2026-07-29 364.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 626.51000000 0.000040137231 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 836185.00000000 PEN 245000.00000000 USD 2026-08-03 626.51000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -347.31000000 -0.00002225034 N/A DFE PH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 523397.32000000 USD 32092106.68000000 PHP 2026-07-06 -347.31000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1046.22000000 0.000067025865 N/A DFE ID N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 257208.47000000 USD 4623939549.00000000 IDR 2026-07-06 1046.22000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 3.61000000 0.000000231273 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 209032445.00000000 KRW 135048.71000000 USD 2026-07-06 3.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -506.30000000 -0.00003243600 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2527220318.00000000 IDR 140546.36000000 USD 2026-07-08 -506.30000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 81.73000000 0.000005236015 N/A DFE KR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 135048.71000000 USD 209006786.00000000 KRW 2026-07-15 81.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 481.07000000 0.000030819648 N/A DFE ID N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 140546.36000000 USD 2540768987.00000000 IDR 2026-09-16 481.07000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 1757.11000000 0.000112568884 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 32164335.51000000 PHP 523397.32000000 USD 2026-09-16 1757.11000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -873.25000000 -0.00005594457 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4649634675.00000000 IDR 257208.47000000 USD 2026-09-16 -873.25000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -9162.03000000 -0.00058696353 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 29528380.98000000 THB 885276.00000000 USD 2026-09-16 -9162.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 1200.01000000 0.000076878389 N/A DFE MY N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 638674.87000000 USD 2612563.42000000 MYR 2026-07-06 1200.01000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -769.21000000 -0.00004927927 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2612180.22000000 MYR 638674.87000000 USD 2026-07-15 -769.21000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 5866.44000000 0.000375832249 N/A DFE TH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 885276.00000000 USD 29594776.68000000 THB 2026-07-06 5866.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 241.90000000 0.000015497272 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 186679.05000000 USD 8910209.72000000 TRY 2026-07-29 241.90000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 30742.26000000 0.001969496447 N/A DFE AU N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 9026123.22000000 USD 13081338.00000000 AUD 2026-07-02 30742.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -31200.11000000 -0.00199882851 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 13081338.00000000 AUD 9020341.27000000 USD 2026-08-04 -31200.11000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC 29965.01000000 0.001919702089 N/A DFE NZ N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 5549693.97000000 USD 9824206.00000000 NZD 2026-07-02 29965.01000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC -29906.54000000 -0.00191595622 N/A DFE US N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 9824206.00000000 NZD 5555981.46000000 USD 2026-08-04 -29906.54000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 3798.91000000 0.000243376373 N/A DFE SE N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 5138884.00000000 USD 49865253.39000000 SEK 2026-07-02 3798.91000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -3849.32000000 -0.00024660587 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 49776810.12000000 SEK 5138884.00000000 USD 2026-08-04 -3849.32000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1962.61000000 0.000125734198 N/A DFE DK N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1528326.00000000 USD 10010612.48000000 DKK 2026-07-02 1962.61000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1940.28000000 -0.00012430363 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 9993179.02000000 DKK 1528326.00000000 USD 2026-08-04 -1940.28000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 40.34000000 0.000002584373 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 990000.00000000 NOK 100055.49000000 USD 2026-07-02 40.34000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -63.48000000 -0.00000406683 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 252000.00000000 CHF 311817.71000000 USD 2026-07-02 -63.48000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -6.63000000 -0.00000042474 N/A DFE NO N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 432335.00000000 USD 4279402.37000000 NOK 2026-07-02 -6.63000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 10.34000000 0.000000662429 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4281278.10000000 NOK 432335.00000000 USD 2026-08-04 10.34000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -117.84000000 -0.00000754939 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 568461.30000000 BRL 110000.00000000 USD 2026-07-02 -117.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 198.00000000 0.000012684828 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 265200.34000000 PEN 77787.33000000 USD 2026-07-01 198.00000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 107.88000000 0.000006911309 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 144502.37000000 PEN 42384.76000000 USD 2026-07-01 107.88000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC -609.89000000 -0.00003907247 N/A DFE US N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 375983.95000000 CAD 264872.00000000 USD 2026-08-04 -609.89000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -2793.95000000 -0.00017899382 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1115819.00000000 USD 106085487.19000000 INR 2026-09-30 -2793.95000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 3157.40000000 0.000202278169 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 105371363.03000000 INR 1115819.00000000 USD 2026-07-13 3157.40000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 727.27000000 0.000046592400 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 20831589.83000000 INR 220697.00000000 USD 2026-07-13 727.27000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -2135.97000000 -0.00013684047 N/A DFE IN N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 890738.00000000 USD 84695110.14000000 INR 2026-09-30 -2135.97000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 2425.50000000 0.000155389149 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 84125037.82000000 INR 890738.00000000 USD 2026-07-13 2425.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -3515.50000000 -0.00022521977 N/A DFE MY N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 750000.00000000 USD 3041250.00000000 MYR 2026-09-15 -3515.50000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 199.67000000 0.000012791816 N/A DFE TH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 49205.54000000 USD 1640743.56000000 THB 2026-07-06 199.67000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -372.19000000 -0.00002384427 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1640743.56000000 THB 49327.23000000 USD 2026-09-16 -372.19000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -654.73000000 -0.00004194514 N/A DFE IN N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 220697.00000000 USD 20972835.91000000 INR 2026-09-30 -654.73000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC 50200.19000000 0.003216064657 N/A DFE NZ N 2 Banco Santander SA 5493006QMFDDMYWIAM13 9614221.21000000 USD 17016320.72000000 NZD 2026-07-02 50200.19000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC -50115.93000000 -0.00321066655 N/A DFE US N 2 Banco Santander SA 5493006QMFDDMYWIAM13 17016320.72000000 NZD 9625094.64000000 USD 2026-08-04 -50115.93000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -391.17000000 -0.00002506022 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3832000.00000000 CZK 180008.83000000 USD 2026-07-08 -391.17000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 4460.28000000 0.000285746903 N/A DFE DK N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1668245.00000000 USD 10942252.51000000 DKK 2026-07-02 4460.28000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -4467.08000000 -0.00028618254 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 10923400.34000000 DKK 1668245.00000000 USD 2026-08-04 -4467.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -233.86000000 -0.00001498219 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1314000.00000000 PLN 349054.97000000 USD 2026-07-23 -233.86000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1436.07000000 -0.00009200152 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1257000.00000000 ILS 421391.83000000 USD 2026-08-12 -1436.07000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 12582.56000000 0.000806099070 N/A DFE SE N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 3127931.00000000 USD 30451518.70000000 SEK 2026-07-02 12582.56000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -93.35000000 -0.00000598044 N/A DFE SG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 2516035.38000000 USD 3255000.00000000 SGD 2026-07-02 -93.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1725.34000000 -0.00011053354 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 7544000.00000000 ZAR 458110.14000000 USD 2026-07-21 -1725.34000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -12609.17000000 -0.00080780383 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 30397468.05000000 SEK 3127931.00000000 USD 2026-08-04 -12609.17000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 20455.68000000 0.001310488854 N/A DFE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 7027297.84000000 USD 5313245.00000000 GBP 2026-07-02 20455.68000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -20514.48000000 -0.00131425586 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 5313245.00000000 GBP 7027085.31000000 USD 2026-08-04 -20514.48000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 37890.53000000 0.002427448868 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 11124900.36000000 USD 16123044.00000000 AUD 2026-07-02 37890.53000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -38293.61000000 -0.00245327210 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 16123044.00000000 AUD 11117935.20000000 USD 2026-08-04 -38293.61000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 57632.42000000 0.003692208915 N/A DFE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 45766088.78000000 USD 37025566.73000000 CHF 2026-07-02 57632.42000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -664.13000000 -0.00004254734 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2169000.00000000 CAD 1530864.60000000 USD 2026-08-04 -664.13000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -46.74000000 -0.00000299438 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 10811000.00000000 MXN 614272.22000000 USD 2026-09-17 -46.74000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -58049.05000000 -0.00371890022 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 36892643.70000000 CHF 45766088.78000000 USD 2026-08-04 -58049.05000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 938.25000000 0.000060108789 N/A DFE NO N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 235120.00000000 USD 2336622.56000000 NOK 2026-07-02 938.25000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -933.83000000 -0.00005982562 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2337623.00000000 NOK 235120.00000000 USD 2026-08-04 -933.83000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -2333.56000000 -0.00014949903 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 6825000.00000000 NOK 686856.85000000 USD 2026-08-04 -2333.56000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 17838.67000000 0.001142830657 N/A DFE GB N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 6647653.20000000 USD 5025061.00000000 GBP 2026-07-02 17838.67000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -17899.31000000 -0.00114671554 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 5025061.00000000 GBP 6647447.17000000 USD 2026-08-04 -17899.31000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -5080.01000000 -0.00032544977 N/A DFE JP N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1156315.10000000 USD 186700000.00000000 JPY 2026-08-04 -5080.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 418.71000000 0.000026824568 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 673329.29000000 USD 32141373.66000000 TRY 2026-07-30 418.71000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -132.50000000 -0.00000848858 N/A DFE IN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 40875.06000000 USD 3856640.00000000 INR 2026-07-01 -132.50000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1729.43000000 0.000110795570 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 50337312.69000000 INR 533506.08000000 USD 2026-07-01 1729.43000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1369.66000000 -0.00008774698 N/A DFE KR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 272053.23000000 USD 419370049.00000000 KRW 2026-07-01 -1369.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 7551.42000000 0.000483780140 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 219792940.50000000 INR 2329502.01000000 USD 2026-07-01 7551.42000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -9146.60000000 -0.00058597501 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2821592.91000000 USD 266222651.74000000 INR 2026-07-01 -9146.60000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1371.65000000 0.000087874469 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 419978123.00000000 KRW 272447.70000000 USD 2026-07-01 1371.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 463.11000000 0.000029669045 N/A DFE TW N 2 Citibank NA E57ODZWZ7FF32TWEFA76 286467.88000000 USD 9140617.00000000 TWD 2026-07-01 463.11000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -463.07000000 -0.00002966648 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 9139756.00000000 TWD 286440.89000000 USD 2026-07-01 -463.07000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC 606.97000000 0.000038885405 N/A DFE CA N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 264872.00000000 USD 376515.55000000 CAD 2026-07-02 606.97000000 N N N Ellington Loan Acquisition Trust N/A 288542AA1 1512717.96000000 PA USD 1478287.14000000 0.094706155987 Long ABS-O CORP US N 2 2037-05-25 Floating 4.86000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAS9 1100000.00000000 PA USD 1108206.68000000 0.070997028833 Long DBT NUSS AE N 2 2029-04-30 Fixed 4.88000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAT7 1100000.00000000 PA USD 1118830.39000000 0.071677634589 Long DBT NUSS AE N 2 2034-04-30 Fixed 5.00000000 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2J0 500000.00000000 PA USD 506044.36000000 0.032419625929 Long DBT CORP US N 2 2030-01-16 Fixed 5.88000000 N N N N N N First Help Financial LLC N/A 30331GAC5 321726.82000000 PA USD 322241.68000000 0.020644345733 Long ABS-O CORP US N 2 2028-06-15 Fixed 6.57000000 N N N N N N FCCU Auto Receivables Trust N/A 30336CAE5 1008976.73000000 PA USD 1013719.93000000 0.064943754985 Long ABS-O CORP US N 2 2029-04-16 Fixed 5.54000000 N N N N N N First Help Financial LLC N/A 30336NAC5 384059.69000000 PA USD 385832.20000000 0.024718259078 Long ABS-O CORP US N 2 2030-06-15 Fixed 5.89000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128CULV6 63.61000000 PA USD 65.15000000 0.000004173821 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128CUM29 143.16000000 PA USD 146.64000000 0.000009394460 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128JREM4 59.68000000 PA USD 61.13000000 0.000003916280 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 6.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128JRGY6 260.76000000 PA USD 269.26000000 0.000017250085 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 6.14000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K8EE2 878.97000000 PA USD 887.29000000 0.000056844048 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K8Q25 83.03000000 PA USD 83.82000000 0.000005369910 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K95C4 2006.69000000 PA USD 2063.18000000 0.000132177194 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K9RM8 706.36000000 PA USD 733.93000000 0.000047019071 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KGF86 259.20000000 PA USD 256.88000000 0.000016456963 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KKPP8 527.82000000 PA USD 526.09000000 0.000033703845 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KKZG7 3082.67000000 PA USD 3059.74000000 0.000196021602 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128L1PU8 115.48000000 PA USD 119.77000000 0.000007673039 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128L5HY0 1716.99000000 PA USD 1734.58000000 0.000111125504 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128L7L96 4578.19000000 PA USD 4586.30000000 0.000293820348 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128L9KD4 2926.20000000 PA USD 2953.92000000 0.000189242266 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LAFY1 127.18000000 PA USD 130.60000000 0.000008366861 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LBC55 1380.28000000 PA USD 1394.43000000 0.000089333865 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXAV2 369.00000000 PA USD 375.21000000 0.000024037750 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4AK9 360.85000000 PA USD 362.72000000 0.000023237580 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4QW6 2321.46000000 PA USD 2345.19000000 0.000150244106 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4W90 668.78000000 PA USD 675.61000000 0.000043282813 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4WK5 1725.35000000 PA USD 1743.01000000 0.000111665570 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5BY5 1388.37000000 PA USD 1402.58000000 0.000089855993 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6B98 40.13000000 PA USD 41.22000000 0.000002640750 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6JE9 593.00000000 PA USD 599.07000000 0.000038379294 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6JM1 968.60000000 PA USD 978.52000000 0.000062688678 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6QV3 1193.14000000 PA USD 1205.36000000 0.000077221135 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6SU3 897.68000000 PA USD 923.64000000 0.000059172803 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6WG9 765.33000000 PA USD 785.83000000 0.000050344034 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M75R3 942.74000000 PA USD 970.34000000 0.000062164628 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7C95 648.05000000 PA USD 666.33000000 0.000042688291 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7E44 2061.01000000 PA USD 2082.12000000 0.000133390581 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7EX0 1585.79000000 PA USD 1602.02000000 0.000102633075 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7HT6 1248.90000000 PA USD 1261.69000000 0.000080829905 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7KV7 187.00000000 PA USD 188.91000000 0.000012102479 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7KW5 127.89000000 PA USD 131.50000000 0.000008424519 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7V60 9871.54000000 PA USD 10233.13000000 0.000655583330 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ2X7 59300.54000000 PA USD 56527.06000000 0.003621394258 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJCJ7 1087.55000000 PA USD 1098.66000000 0.000070385422 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMW41 1921186.93000000 PA USD 1854840.05000000 0.118829939295 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128NHK36 138.50000000 PA USD 141.98000000 0.000009095918 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 6.08000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7H71 3550.02000000 PA USD 3552.33000000 0.000227579277 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7JU8 300.10000000 PA USD 300.18000000 0.000019230968 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7MZ3 838.94000000 PA USD 843.31000000 0.000054026478 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7NZ2 745.15000000 PA USD 748.87000000 0.000047976199 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129296L1 1795.04000000 PA USD 1813.43000000 0.000116177013 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312929MQ2 403.84000000 PA USD 407.98000000 0.000026137153 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292JH78 96.69000000 PA USD 97.24000000 0.000006229660 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297F2U6 933.10000000 PA USD 929.01000000 0.000059516831 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297SRD9 91.25000000 PA USD 92.18000000 0.000005905492 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297VLN6 127.32000000 PA USD 127.98000000 0.000008199011 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A94U8 394.78000000 PA USD 397.46000000 0.000025463191 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LAY63 92540.10000000 PA USD 87957.13000000 0.005634955110 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132VP5V6 140635.34000000 PA USD 129362.16000000 0.008287559684 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WPND5 49522.55000000 PA USD 47122.13000000 0.003018869388 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XWE64 269706.54000000 PA USD 256380.95000000 0.016424991861 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WALR7 620877.47000000 PA USD 638963.86000000 0.040935085856 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WAPU6 666351.32000000 PA USD 684262.66000000 0.043837143989 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WC7C2 467312.58000000 PA USD 480665.79000000 0.030793753157 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WCXC3 1509437.60000000 PA USD 1553635.77000000 0.099533350186 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WDRT1 756518.07000000 PA USD 778510.66000000 0.049875122369 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WELE8 1663638.52000000 PA USD 1710967.22000000 0.109612756576 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WFCG0 598946.91000000 PA USD 619128.54000000 0.039664340234 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31368HML4 683.05000000 PA USD 703.15000000 0.000045047157 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31368HMQ3 1124.07000000 PA USD 1157.15000000 0.000074132572 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BBAR3 776870.48000000 PA USD 31193.91000000 0.001998431310 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 2.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTRF2 3945861.80000000 PA USD 3965719.74000000 0.254063004499 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 4.58000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BVDU9 6759481.00000000 PA USD 6816782.47000000 0.436715741124 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.93000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BW7E0 7167601.58000000 PA USD 7212262.19000000 0.462052066550 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 4.53000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BW7K6 6767889.56000000 PA USD 6847655.91000000 0.438693641591 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 4.78000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BWNW2 803939.17000000 PA USD 811087.48000000 0.051962149519 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 4.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BWZV1 20233714.56000000 PA USD 20499751.49000000 1.313312285410 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.83000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KVF5 151.86000000 PA USD 155.44000000 0.000009958231 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371M3W5 8380.60000000 PA USD 8627.42000000 0.000552713855 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371M5N3 802.83000000 PA USD 842.66000000 0.000053984836 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371M7J0 10.10000000 PA USD 10.40000000 0.000000666273 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371M7L5 38.23000000 PA USD 38.17000000 0.000002445353 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371M7M3 354.35000000 PA USD 355.66000000 0.000022785283 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MQC4 62.54000000 PA USD 64.38000000 0.000004124491 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MRS8 44.20000000 PA USD 45.71000000 0.000002928401 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MZM2 8.53000000 PA USD 8.73000000 0.000000559285 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371N2D6 598.39000000 PA USD 612.42000000 0.000039234559 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371N7L3 306.42000000 PA USD 307.76000000 0.000019716579 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NAA3 21.72000000 PA USD 22.22000000 0.000001423519 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NDS1 817.99000000 PA USD 816.90000000 0.000052334527 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NDU6 55.10000000 PA USD 56.38000000 0.000003611972 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NJ63 1050.85000000 PA USD 1075.33000000 0.000068890791 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NLG8 136.06000000 PA USD 136.58000000 0.000008749969 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NLH6 97.93000000 PA USD 100.21000000 0.000006419932 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NMK8 308.58000000 PA USD 315.78000000 0.000020230379 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NQJ7 102.13000000 PA USD 102.05000000 0.000006537811 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NSN6 173.26000000 PA USD 173.93000000 0.000011142789 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NSV8 950.66000000 PA USD 951.10000000 0.000060932022 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NTU9 30.65000000 PA USD 30.66000000 0.000001964226 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NU37 112.69000000 PA USD 112.25000000 0.000007191272 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NU52 69.51000000 PA USD 69.78000000 0.000004470441 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371PCL2 75.03000000 PA USD 75.06000000 0.000004808703 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374CPF7 510.88000000 PA USD 510.83000000 0.000032726216 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KHQ2 45.55000000 PA USD 46.24000000 0.000002962355 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A8VQ8 312175.12000000 PA USD 313752.48000000 0.020100486913 Long ABS-MBS USGSE US N 2 2041-04-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A9D52 58549.15000000 PA USD 58930.91000000 0.003775396405 Long ABS-MBS USGSE US N 2 2041-04-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ADTZ0 18532.31000000 PA USD 18475.02000000 0.001183598286 Long ABS-MBS USGSE US N 2 2041-07-15 Floating 4.26000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AFHT2 133692.35000000 PA USD 123268.49000000 0.007897169992 Long ABS-MBS USGSE US N 2 2041-09-15 Floating 3.43000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137AHVF2 21561.25000000 PA USD 19688.37000000 0.001261331300 Long ABS-MBS USGSE US N 2 2040-02-15 Floating 3.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ARVQ6 548876.15000000 PA USD 509606.86000000 0.032647856745 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B66E6 13490.17000000 PA USD 13529.73000000 0.000866779318 Long ABS-MBS USGSE US N 2 2043-11-15 Floating 4.11000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137GBAY1 10000000.00000000 PA USD 10029612.00000000 0.642544992017 Long ABS-MBS USGSE US N 2 2056-07-25 Floating 4.61000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HH7B1 4635817.13000000 PA USD 4667436.18000000 0.299018321249 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 5.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKEX8 5791054.86000000 PA USD 5838550.78000000 0.374045532800 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 4.57000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HLS52 1236907.92000000 PA USD 1252845.60000000 0.080263290947 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 4.83000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HLY30 5916598.09000000 PA USD 5735835.37000000 0.367465091573 Long ABS-MBS USGSE US N 2 2054-07-25 Variable 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HLZ21 881173.62000000 PA USD 888995.27000000 0.056953295767 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 4.73000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HMGL8 8986389.92000000 PA USD 9077409.47000000 0.581542336377 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.83000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HMSJ0 5566182.58000000 PA USD 5631748.87000000 0.360796811752 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 4.78000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HMXM7 20075715.78000000 PA USD 20318023.65000000 1.301669929404 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 4.58000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HMXP0 13026790.66000000 PA USD 13119076.35000000 0.840470878492 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 4.73000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HMXR6 7789970.00000000 PA USD 7868941.60000000 0.504122095406 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 4.73000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HN2X5 19595830.14000000 PA USD 19766298.19000000 1.266323753371 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 4.58000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HND21 9511232.60000000 PA USD 9545629.02000000 0.611538723776 Long ABS-MBS USGSE US N 2 2055-10-25 Floating 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XNR4 364.53000000 PA USD 368.55000000 0.000023611078 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388JK53 2.48000000 PA USD 2.50000000 0.000000160161 Long ABS-MBS USGSE US N 2 2031-09-01 Floating 6.08000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A1CC3 6477.74000000 PA USD 6346.00000000 0.000406555160 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A36Z5 220760.06000000 PA USD 218435.75000000 0.013994040571 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A37H4 12523.45000000 PA USD 12391.66000000 0.000793869102 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A5VU3 156.43000000 PA USD 152.73000000 0.000009784615 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A5W65 1103.37000000 PA USD 1077.98000000 0.000069060562 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A5WG3 1493.75000000 PA USD 1466.55000000 0.000093954218 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A8BH8 146.45000000 PA USD 144.91000000 0.000009283628 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AAS93 407.38000000 PA USD 403.09000000 0.000025823876 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ABDP1 324.36000000 PA USD 320.95000000 0.000020561594 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ADYY5 1544.48000000 PA USD 1529.65000000 0.000097996706 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AE2F9 2981.10000000 PA USD 2925.28000000 0.000187407450 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AFVY3 9454.47000000 PA USD 9349.04000000 0.000598944289 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AHGU4 309.03000000 PA USD 305.50000000 0.000019571793 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AHS80 1718.05000000 PA USD 1698.54000000 0.000108816609 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ANJA2 17704.03000000 PA USD 17466.08000000 0.001118960756 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ANY56 262.68000000 PA USD 259.91000000 0.000016651079 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E0KF5 114199.42000000 PA USD 113612.77000000 0.007278578313 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EDMB4 300.16000000 PA USD 296.43000000 0.000018990725 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EG4G6 211.42000000 PA USD 209.19000000 0.000013401713 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EG6F6 5908.22000000 PA USD 5885.00000000 0.000377021292 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGSJ4 7202.83000000 PA USD 7384.26000000 0.000473071070 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGSP0 738.58000000 PA USD 746.06000000 0.000047796177 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHPD8 1961.06000000 PA USD 1942.23000000 0.000124428558 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHXA5 936.58000000 PA USD 940.78000000 0.000060270873 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EK2N4 4665.63000000 PA USD 4828.43000000 0.000309332356 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKHM0 9487.15000000 PA USD 8866.80000000 0.000568049684 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKRF4 1643.58000000 PA USD 1709.97000000 0.000109548869 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKSM8 7802.68000000 PA USD 8013.15000000 0.000513360776 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKW35 65990.41000000 PA USD 69266.31000000 0.004437531641 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKWM3 10261.06000000 PA USD 10873.02000000 0.000696577748 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELCT8 25408.29000000 PA USD 26669.95000000 0.001708604760 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LT4L9 272.81000000 PA USD 269.87000000 0.000017289165 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X0BT4 12359.89000000 PA USD 11548.96000000 0.000739881703 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XQQC8 3814.65000000 PA USD 3740.24000000 0.000239617692 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390WZK1 44.87000000 PA USD 45.95000000 0.000002943777 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N FannieMae Whole Loan B1V7KEBTPIMZEU4LTD58 31393BX75 2125.84000000 PA USD 2121.01000000 0.000135882061 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 4.08000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393C4W0 8200.64000000 PA USD 640.24000000 0.000041016841 Long ABS-MBS USGSE US N 2 2033-07-25 Floating 3.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393T7H3 5.46000000 PA USD 5.45000000 0.000000349153 Long ABS-MBS USGSE US N 2 2034-03-25 Floating 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394FAF2 9701.23000000 PA USD 9645.00000000 0.000617904904 Long ABS-MBS USGSE US N 2 2035-09-25 Floating 4.14000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394FHD0 7862.80000000 PA USD 7830.38000000 0.000501651654 Long ABS-MBS USGSE US N 2 2035-09-25 Floating 4.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394TYD1 31470.61000000 PA USD 32092.02000000 0.002055968539 Long ABS-MBS USGSE US N 2 2034-03-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394V6K1 21343.56000000 PA USD 1358.81000000 0.000087051878 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 2.96000000 N N N N N N FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 31395A3J2 1488.64000000 PA USD 1459.00000000 0.000093470529 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 5.14000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395BVE0 657.95000000 PA USD 647.47000000 0.000041480029 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 3.99000000 N N N N N N FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 31395HHV5 339.83000000 PA USD 315.83000000 0.000020233582 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 4.94000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396LT26 1057.32000000 PA USD 1140.54000000 0.000073068456 Long ABS-MBS USGSE US N 2 2036-12-25 Floating 11.59000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396NH41 3804.50000000 PA USD 304.88000000 0.000019532073 Long ABS-MBS USGSE US N 2 2036-04-15 Floating 2.99000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396PMQ1 14825.49000000 PA USD 1587.48000000 0.000101701573 Long ABS-MBS USGSE US N 2 2037-02-25 Floating 3.46000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396PT92 24424.92000000 PA USD 1735.53000000 0.000111186365 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 2.31000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396PWK3 32837.48000000 PA USD 2644.36000000 0.000169410369 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 2.64000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396URJ1 48767.37000000 PA USD 4342.88000000 0.000278225697 Long ABS-MBS USGSE US N 2 2036-07-15 Floating 2.76000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396VCB2 403.37000000 PA USD 399.51000000 0.000025594524 Long ABS-MBS USGSE US N 2 2037-04-25 Floating 4.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396VDR6 94916.60000000 PA USD 6848.87000000 0.000438771422 Long ABS-MBS USGSE US N 2 2037-04-25 Floating 2.36000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396VDT2 156774.40000000 PA USD 18203.28000000 0.001166189320 Long ABS-MBS USGSE US N 2 2037-04-25 Floating 3.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396WLX2 5704.25000000 PA USD 5664.97000000 0.000362925116 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 4.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396WRQ1 1139.09000000 PA USD 1130.65000000 0.000072434855 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 4.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396WTU0 2641.66000000 PA USD 2620.84000000 0.000167903565 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 4.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396XNT7 40604.76000000 PA USD 40786.45000000 0.002612975376 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 4.46000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397BJY8 29896.79000000 PA USD 2565.55000000 0.000164361423 Long ABS-MBS USGSE US N 2 2036-09-15 Floating 2.86000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397FNM0 10838.18000000 PA USD 10763.08000000 0.000689534465 Long ABS-MBS USGSE US N 2 2037-03-15 Floating 4.09000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397H6P8 1123.13000000 PA USD 1112.55000000 0.000071275282 Long ABS-MBS USGSE US N 2 2037-05-15 Floating 4.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397KC90 48944.53000000 PA USD 49126.07000000 0.003147251384 Long ABS-MBS USGSE US N 2 2037-08-15 Floating 4.41000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397KE31 25481.88000000 PA USD 25596.70000000 0.001639847224 Long ABS-MBS USGSE US N 2 2037-05-15 Floating 4.43000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397KL82 26842.31000000 PA USD 26960.73000000 0.001727233520 Long ABS-MBS USGSE US N 2 2037-09-15 Floating 4.43000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397KZG9 7353.18000000 PA USD 7383.03000000 0.000472992270 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 4.42000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397QZU5 89425.71000000 PA USD 7427.13000000 0.000475817527 Long ABS-MBS USGSE US N 2 2041-03-25 Floating 2.11000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397SWJ9 953.00000000 PA USD 593.62000000 0.000038030140 Long ABS-MBS USGSE US N 2 2040-11-25 Floating 0.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397U3F4 62333.89000000 PA USD 54155.85000000 0.003469483186 Long ABS-MBS USGSE US N 2 2039-08-25 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398FR45 13524.98000000 PA USD 1019.91000000 0.000065340320 Long ABS-MBS USGSE US N 2 2039-11-25 Floating 2.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398G7B9 87569.48000000 PA USD 6074.88000000 0.000389185914 Long ABS-MBS USGSE US N 2 2037-05-25 Floating 2.66000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398NWE0 3370.86000000 PA USD 3359.95000000 0.000215254492 Long ABS-MBS USGSE US N 2 2040-10-25 Floating 4.26000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398T5D9 452000.00000000 PA USD 441549.40000000 0.028287769825 Long ABS-MBS USGSE US N 2 2040-09-25 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400BNW2 27.34000000 PA USD 27.46000000 0.000001759219 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400JR50 1380.06000000 PA USD 1387.54000000 0.000088892459 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400RKV2 3873.42000000 PA USD 3890.59000000 0.000249249833 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401XVM6 88.81000000 PA USD 89.20000000 0.000005714579 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402C7G1 93.06000000 PA USD 94.44000000 0.000006050278 Long ABS-MBS USGSE US N 2 2034-02-01 Floating 6.04000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DF70 12.16000000 PA USD 12.47000000 0.000000798887 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DP79 6.35000000 PA USD 6.43000000 0.000000411936 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QYY1 578.43000000 PA USD 586.24000000 0.000037557342 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RN62 97.20000000 PA USD 99.56000000 0.000006378290 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 6.21000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RRR2 541.73000000 PA USD 568.57000000 0.000036425317 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RT58 175.66000000 PA USD 180.39000000 0.000011556647 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RTS8 279.79000000 PA USD 283.90000000 0.000018187994 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 5.47000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402X4D5 47.15000000 PA USD 47.36000000 0.000003034108 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403C5S6 128.49000000 PA USD 134.86000000 0.000008639777 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403C6S5 667.46000000 PA USD 685.60000000 0.000043922820 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403CQ79 2670.88000000 PA USD 2682.98000000 0.000171884551 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DDX4 1333.96000000 PA USD 1373.22000000 0.000087975051 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DGZ6 1249.94000000 PA USD 1286.72000000 0.000082433447 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DSK6 1523.35000000 PA USD 1598.90000000 0.000102433193 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403LUQ2 1422.25000000 PA USD 1428.63000000 0.000091524881 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403MUU1 619.43000000 PA USD 622.23000000 0.000039863034 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403NVY0 195.22000000 PA USD 199.42000000 0.000012775800 Long ABS-MBS USGSE US N 2 2033-12-01 Floating 5.84000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403QP53 203.26000000 PA USD 204.18000000 0.000013080748 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403VDD8 53.31000000 PA USD 54.53000000 0.000003493453 Long ABS-MBS USGSE US N 2 2033-12-01 Floating 6.06000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403YNJ8 743.57000000 PA USD 746.87000000 0.000047848070 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404BND0 5593.52000000 PA USD 5618.93000000 0.000359975573 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404H2N8 228.65000000 PA USD 229.94000000 0.000014731057 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404MZ92 27.43000000 PA USD 27.56000000 0.000001765625 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404RUM7 3030.75000000 PA USD 3103.54000000 0.000198827640 Long ABS-MBS USGSE US N 2 2034-03-01 Floating 5.57000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404U4Y3 69.58000000 PA USD 69.90000000 0.000004478128 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404V6A1 310.77000000 PA USD 317.87000000 0.000020364274 Long ABS-MBS USGSE US N 2 2034-06-01 Floating 5.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406DAN6 14105.61000000 PA USD 14440.03000000 0.000925097497 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 5.82000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406J3J0 234.56000000 PA USD 239.69000000 0.000015355689 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 6.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406L2T4 11.20000000 PA USD 11.44000000 0.000000732901 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 5.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406L3C0 359.34000000 PA USD 368.81000000 0.000023627735 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 6.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406TGE5 1153.00000000 PA USD 1207.10000000 0.000077332608 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406TQU8 330.28000000 PA USD 340.00000000 0.000021782028 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406XXM9 855.82000000 PA USD 859.74000000 0.000055079063 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407ADE8 41.07000000 PA USD 41.70000000 0.000002671501 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407BXK0 56.98000000 PA USD 57.95000000 0.000003712554 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 6.31000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407EH89 25.60000000 PA USD 26.35000000 0.000001688107 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407EYE7 1554.43000000 PA USD 1580.35000000 0.000101244791 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 5.74000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407FD64 1346.39000000 PA USD 1382.64000000 0.000088578541 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407FYD6 131.65000000 PA USD 135.16000000 0.000008658997 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 6.23000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407HRF5 849.08000000 PA USD 869.56000000 0.000055708179 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407JDY5 31.17000000 PA USD 32.72000000 0.000002096199 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407MWT8 149.38000000 PA USD 152.20000000 0.000009750661 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 5.99000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407NQC0 62.22000000 PA USD 61.57000000 0.000003944469 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407PFB9 1387.41000000 PA USD 1428.22000000 0.000091498615 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407PL97 714.81000000 PA USD 732.34000000 0.000046917208 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 6.16000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407RVX9 39.31000000 PA USD 38.87000000 0.000002490198 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407T7L8 104.64000000 PA USD 106.86000000 0.000006845963 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407UMR5 374.30000000 PA USD 390.81000000 0.000025037160 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 6.23000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407W4J9 58.73000000 PA USD 58.99000000 0.000003779181 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407YHH5 43.74000000 PA USD 44.42000000 0.000002845757 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 5.47000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407YNU9 122.78000000 PA USD 126.39000000 0.000008097148 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408CA89 654.41000000 PA USD 657.37000000 0.000042114271 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408DFG4 721.15000000 PA USD 736.47000000 0.000047181796 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408DKS2 33.35000000 PA USD 34.25000000 0.000002194219 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409ADU0 95.38000000 PA USD 98.19000000 0.000006290521 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409AF53 23.33000000 PA USD 24.49000000 0.000001568946 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409GPE0 483.72000000 PA USD 500.93000000 0.000032091975 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409JUL2 36.89000000 PA USD 37.98000000 0.000002433180 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409T6S2 247.20000000 PA USD 253.95000000 0.000016269253 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409WLC3 826.11000000 PA USD 850.43000000 0.000054482619 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409XPU7 518.40000000 PA USD 532.36000000 0.000034105531 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A92C3 808265.64000000 PA USD 832239.45000000 0.053317246046 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A94M9 592973.94000000 PA USD 607405.34000000 0.038913295882 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A94P2 636558.21000000 PA USD 659955.84000000 0.042279932657 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A94Q0 628146.33000000 PA USD 649097.40000000 0.041584288973 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GRAN4 21332.07000000 PA USD 19696.26000000 0.001261836771 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GSRX2 219853.83000000 PA USD 203187.98000000 0.013017195379 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GTX70 10958.92000000 PA USD 10153.93000000 0.000650509398 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GUMA2 122975.10000000 PA USD 113602.34000000 0.007277910117 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GYGZ6 4021.21000000 PA USD 3709.73000000 0.000237663075 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GYJX8 76397.86000000 PA USD 70480.14000000 0.004515295406 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H1FD7 23811.41000000 PA USD 21957.19000000 0.001406682778 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H1FV7 4307.00000000 PA USD 3957.46000000 0.000253533845 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H37E0 124184.48000000 PA USD 114462.25000000 0.007333000071 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H3ZT6 4418.13000000 PA USD 4081.43000000 0.000261475958 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H4B45 29452.93000000 PA USD 27122.67000000 0.001737608172 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H5LJ8 32415.66000000 PA USD 30021.50000000 0.001923321109 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H5LQ2 3817.97000000 PA USD 3515.90000000 0.000225245397 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H5LT6 18330.04000000 PA USD 16864.85000000 0.001080443082 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H5M32 10527.64000000 PA USD 9695.01000000 0.000621108784 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H5MJ7 24631.89000000 PA USD 22644.69000000 0.001450727321 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H5MP3 29536.90000000 PA USD 27212.25000000 0.001743347096 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H5MU2 586.21000000 PA USD 553.57000000 0.000035464346 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H5N64 13438.08000000 PA USD 12349.61000000 0.000791175177 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H5NN7 20744.90000000 PA USD 19155.19000000 0.001227173235 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H6CT4 2616.17000000 PA USD 2410.27000000 0.000154413442 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HAQL7 1509.89000000 PA USD 1393.56000000 0.000089278129 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HBJZ2 22517.57000000 PA USD 20696.19000000 0.001325897077 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HE7E6 14421.65000000 PA USD 13259.76000000 0.000849483747 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JANZ7 38179.38000000 PA USD 35221.96000000 0.002256487489 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JGR64 101812.53000000 PA USD 93840.96000000 0.006011901446 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9HE6 27609.38000000 PA USD 25567.91000000 0.001638002798 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVK86 4169141.95000000 PA USD 4250748.19000000 0.272323292447 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVQ98 5389215.72000000 PA USD 5503262.79000000 0.352565377949 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVQA5 3061164.23000000 PA USD 2974936.38000000 0.190588676066 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVV43 1485952.26000000 PA USD 1448354.26000000 0.092788512300 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVVV3 9412995.01000000 PA USD 9139810.03000000 0.585540015183 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0BA2 1931436.71000000 PA USD 1917239.12000000 0.122827522645 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0YK5 2510258.50000000 PA USD 2641385.77000000 0.169219826100 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJNU3 44850.87000000 PA USD 43358.80000000 0.002777772440 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQDE4 1504275.38000000 PA USD 1539870.37000000 0.098651472718 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XR5D3 3928124.70000000 PA USD 4145454.25000000 0.265577658235 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410CB84 3.47000000 PA USD 3.48000000 0.000000222945 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F3J2 1028.31000000 PA USD 1039.47000000 0.000066593427 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FVW2 30978.01000000 PA USD 31890.41000000 0.002043052437 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410G2H5 1018.28000000 PA USD 1044.66000000 0.000066925924 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GHP1 11175.05000000 PA USD 11504.33000000 0.000737022491 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GNK5 21.92000000 PA USD 21.57000000 0.000001381877 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GNL3 2533.79000000 PA USD 2608.35000000 0.000167103396 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GPA5 416.98000000 PA USD 421.96000000 0.000027032779 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GPD9 6562.92000000 PA USD 6756.26000000 0.000432838381 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GRN5 1200.13000000 PA USD 1235.44000000 0.000079148204 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KAA2 398.29000000 PA USD 410.00000000 0.000026266564 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KHH0 149.95000000 PA USD 154.37000000 0.000009889681 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KNH3 4869.78000000 PA USD 5004.61000000 0.000320619291 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KXK5 7037.17000000 PA USD 7226.99000000 0.000462995600 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KXL3 366.95000000 PA USD 385.17000000 0.000024675835 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LKA9 263.50000000 PA USD 260.49000000 0.000016688237 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410NVD7 37.01000000 PA USD 37.90000000 0.000002428055 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410PZE6 814.37000000 PA USD 854.78000000 0.000054761301 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410RJC4 35.89000000 PA USD 37.76000000 0.000002419086 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410RNM7 7.16000000 PA USD 7.50000000 0.000000480485 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410SS65 375.85000000 PA USD 383.85000000 0.000024591269 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410V6F2 88.97000000 PA USD 91.59000000 0.000005867694 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410VVX5 146.08000000 PA USD 152.94000000 0.000009798069 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410WML9 1914.92000000 PA USD 2004.93000000 0.000128445420 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410XBB1 79.09000000 PA USD 81.68000000 0.000005232812 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411AFF7 8473.94000000 PA USD 8707.71000000 0.000557857617 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411AGT6 404.89000000 PA USD 417.76000000 0.000026763706 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411APZ2 24.59000000 PA USD 25.31000000 0.000001621479 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411CDR9 7435.68000000 PA USD 7654.61000000 0.000490390986 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411DAE9 149.45000000 PA USD 155.09000000 0.000009935808 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411DY78 4.65000000 PA USD 4.76000000 0.000000304948 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411E3U9 3407.51000000 PA USD 3555.44000000 0.000227778518 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411ECZ8 3.00000000 PA USD 3.09000000 0.000000197960 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411EMM6 28821.39000000 PA USD 30008.71000000 0.001922501720 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411G3F7 6949.80000000 PA USD 7188.05000000 0.000460500917 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411GP71 4616.40000000 PA USD 4802.79000000 0.000307689735 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411HND8 1319.30000000 PA USD 1350.27000000 0.000086504764 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411KW66 10632.07000000 PA USD 10975.13000000 0.000703119404 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411S2B1 20.63000000 PA USD 21.22000000 0.000001359454 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411W4N4 3286.55000000 PA USD 3399.19000000 0.000217768395 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411WA31 1413.97000000 PA USD 1454.85000000 0.000093204660 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411XMC6 3771.34000000 PA USD 3910.79000000 0.000250543942 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412AWT7 560.48000000 PA USD 578.29000000 0.000037048027 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412BFS6 8150.09000000 PA USD 8369.66000000 0.000536200514 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412BFT4 307.27000000 PA USD 316.32000000 0.000020264974 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412DLU0 3121.10000000 PA USD 3213.04000000 0.000205842734 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412DLW6 10693.00000000 PA USD 11223.62000000 0.000719038864 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412LM72 1202.10000000 PA USD 1236.24000000 0.000079199456 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412MTG3 8832.27000000 PA USD 9073.81000000 0.000581311737 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412NBF2 63.25000000 PA USD 66.18000000 0.000004239807 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412NX35 3141.86000000 PA USD 3143.92000000 0.000201414576 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412PWN7 3561.71000000 PA USD 3621.90000000 0.000232036264 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412QPU7 100.07000000 PA USD 105.04000000 0.000006729365 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412RBR7 247.17000000 PA USD 251.81000000 0.000016132154 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412SD28 118.57000000 PA USD 120.93000000 0.000007747355 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413FYX4 27.10000000 PA USD 28.12000000 0.000001801501 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413HWP9 331.62000000 PA USD 348.09000000 0.000022300312 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413NGG4 343.29000000 PA USD 347.09000000 0.000022236248 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414AGW6 16.53000000 PA USD 16.59000000 0.000001062834 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414CJM1 2660.43000000 PA USD 2774.83000000 0.000177768902 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414FFS5 15.52000000 PA USD 15.93000000 0.000001020552 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414FS51 979.11000000 PA USD 968.82000000 0.000062067250 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414G3K3 2290.45000000 PA USD 2368.97000000 0.000151767566 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414HJX6 1287.70000000 PA USD 1341.29000000 0.000085929462 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414L2H0 1142.54000000 PA USD 1175.40000000 0.000075301754 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414LB98 6368.59000000 PA USD 6533.55000000 0.000418570512 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414M6W1 216.18000000 PA USD 223.63000000 0.000014326809 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414NBW3 4044.32000000 PA USD 4193.14000000 0.000268632635 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414NEZ3 2415.93000000 PA USD 2524.13000000 0.000161707859 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414PU64 5300.83000000 PA USD 5564.00000000 0.000356456494 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414QVY0 36.25000000 PA USD 37.12000000 0.000002378085 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415BDJ5 635.02000000 PA USD 622.58000000 0.000039885457 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415TF54 758.63000000 PA USD 777.74000000 0.000049825750 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415TFV7 54.84000000 PA USD 57.54000000 0.000003686288 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415VK61 114.59000000 PA USD 119.29000000 0.000007642288 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415XKP5 895.19000000 PA USD 910.98000000 0.000058361742 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415YMN6 99.06000000 PA USD 97.93000000 0.000006273864 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416B2P2 235.60000000 PA USD 241.87000000 0.000015495350 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BN61 13.10000000 PA USD 13.27000000 0.000000850139 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BS82 445.31000000 PA USD 440.63000000 0.000028228868 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BUC0 15.75000000 PA USD 16.47000000 0.000001055147 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CD29 1358.70000000 PA USD 1422.60000000 0.000091138571 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CKF2 3249.76000000 PA USD 3411.10000000 0.000218531407 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416H4W2 3150.19000000 PA USD 3117.05000000 0.000199693155 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416JAW1 2818.44000000 PA USD 2901.43000000 0.000185879505 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416JMP3 72.16000000 PA USD 71.35000000 0.000004571022 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416VGE8 1869.00000000 PA USD 1924.01000000 0.000123261297 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416VGN8 184.30000000 PA USD 189.73000000 0.000012155012 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416VKF0 4421.84000000 PA USD 4629.41000000 0.000296582181 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416WHF2 11764.46000000 PA USD 11718.13000000 0.000750719544 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416YE87 11844.69000000 PA USD 12109.75000000 0.000775808597 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417S3V0 1157.97000000 PA USD 1182.56000000 0.000075760458 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417UC52 249.75000000 PA USD 247.12000000 0.000015831691 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417VAP8 2144.97000000 PA USD 2188.59000000 0.000140211559 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YAY3 1405.39000000 PA USD 1402.39000000 0.000089843821 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YDA2 387.18000000 PA USD 386.08000000 0.000024734134 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YJ24 421.97000000 PA USD 423.81000000 0.000027151298 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YJN8 254.08000000 PA USD 255.14000000 0.000016345490 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YM95 1104.53000000 PA USD 1100.56000000 0.000070507145 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CKG8 4973.83000000 PA USD 4605.03000000 0.000295020282 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CS47 32125.57000000 PA USD 29539.46000000 0.001892439317 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CSG0 2496282.11000000 PA USD 2395559.62000000 0.153471025290 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CU77 102264.42000000 PA USD 93971.21000000 0.006020245885 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CUA0 29672.20000000 PA USD 27274.73000000 0.001747349864 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CV27 29415.92000000 PA USD 26962.64000000 0.001727355884 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CWS9 26062.66000000 PA USD 23936.00000000 0.001533454826 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXM1 23702.17000000 PA USD 21826.80000000 0.001398329370 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CYL2 25596.47000000 PA USD 23634.37000000 0.001514130963 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZG2 469448.74000000 PA USD 431720.25000000 0.027658067389 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MG63 9.57000000 PA USD 10.04000000 0.000000643210 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MGG1 13.85000000 PA USD 14.26000000 0.000000913563 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MQP0 12261.63000000 PA USD 12699.19000000 0.000813570947 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418PCG8 187.84000000 PA USD 185.69000000 0.000011896190 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418PS22 921.25000000 PA USD 911.55000000 0.000058398259 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418RB75 1076.27000000 PA USD 1064.94000000 0.000068225158 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418XNQ7 378.36000000 PA USD 374.04000000 0.000023962794 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418YC20 187.47000000 PA USD 180.16000000 0.000011541912 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419A3K1 16081.11000000 PA USD 16632.55000000 0.001065560831 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AHX8 4458.45000000 PA USD 4679.72000000 0.000299805281 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AR66 206.14000000 PA USD 203.97000000 0.000013067295 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419BMQ5 59619.55000000 PA USD 58991.69000000 0.003779290263 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419CSC8 170.26000000 PA USD 168.31000000 0.000010782744 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419DG54 276.97000000 PA USD 278.05000000 0.000017813215 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419FVG8 391.81000000 PA USD 386.74000000 0.000024776417 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427CWQ2 1913183.64000000 PA USD 1967152.56000000 0.126025216724 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MBC4 2668579.45000000 PA USD 2800014.89000000 0.179382367447 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MGR6 1512813.89000000 PA USD 1501678.91000000 0.096204744833 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427PW67 10343519.98000000 PA USD 10550954.62000000 0.675944697769 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427PW75 6514859.33000000 PA USD 6625910.71000000 0.424487581799 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142ACEE5 10290135.09000000 PA USD 8843817.71000000 0.566577329200 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 3.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GT6K7 2100905.80000000 PA USD 2196527.14000000 0.140720051148 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GTWC6 2073394.85000000 PA USD 2196567.09000000 0.140722610536 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GUDG5 1940150.56000000 PA USD 2055405.98000000 0.131679153591 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GVLG4 5580727.26000000 PA USD 5683060.22000000 0.364084062643 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GVLJ8 3936431.48000000 PA USD 4004612.01000000 0.256554629630 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 5.50000000 N N N N N N First Help Financial LLC N/A 31568AAB2 1218446.12000000 PA USD 1221581.18000000 0.078260342429 Long ABS-O CORP US N 2 2030-02-15 Fixed 5.69000000 N N N N N N Fieldstone Mortgage Investment Corp. 549300VDVZHMT2SH4W85 31659TEY7 80241.00000000 PA USD 61327.99000000 0.003928964833 Long ABS-O CORP US N 2 2036-05-25 Floating 4.14000000 N N N N N N Fieldstone Mortgage Investment Corp. 549300VDVZHMT2SH4W85 31659TEZ4 1846361.30000000 PA USD 1398309.05000000 0.089582376403 Long ABS-O CORP US N 2 2036-05-25 Floating 4.30000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A 320276AF5 3500000.00000000 PA USD 3299710.05000000 0.211395233209 Long ABS-O CORP US N 2 2036-06-25 Floating 4.26000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A 32027EAF8 2757261.00000000 PA USD 2565468.96000000 0.164356231569 Long ABS-O CORP US N 2 2036-04-25 Floating 4.24000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A 32027GAE6 5271758.60000000 PA USD 4978537.59000000 0.318948967918 Long ABS-O CORP US N 2 2036-09-25 Floating 4.07000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A 32027LAA3 9675311.18000000 PA USD 8917075.43000000 0.571270569687 Long ABS-O CORP US N 2 2036-10-25 Floating 3.87000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A 32027NWP2 270888.40000000 PA USD 252426.11000000 0.016171625864 Long ABS-O CORP US N 2 2035-11-25 Floating 4.48000000 N N N N N N First Horizon Alternative Mortgage Securities 5493005TE20WPW8O1W08 320516AA5 185473.91000000 PA USD 145393.05000000 0.009314575294 Long ABS-MBS CORP US N 2 2036-06-25 Variable 4.78000000 N N N N N N First Horizon Alternative Mortgage Securities 5493005TE20WPW8O1W08 32051GA88 13668.68000000 PA USD 10223.11000000 0.000654941400 Long ABS-MBS CORP US N 2 2035-12-25 Variable 5.04000000 N N N N N N First Horizon Alternative Mortgage Securities 5493005TE20WPW8O1W08 32051GGD1 730.93000000 PA USD 400.91000000 0.000025684215 Long ABS-MBS CORP US N 2 2035-03-25 Variable 4.34000000 N N N N N N First Horizon Mortgage Pass-Through Trust 549300YB0SYOI7JLTH61 32051GTX3 38130.78000000 PA USD 34765.25000000 0.002227228459 Long ABS-MBS CORP US N 2 2035-10-25 Variable 4.63000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C35 700000.00000000 PA USD 719458.27000000 0.046091943372 Long DBT CORP US N 2 2027-11-04 Fixed 7.35000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E58 700000.00000000 PA USD 706289.99000000 0.045248320272 Long DBT CORP US N 2 2029-03-08 Fixed 5.80000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G23 1800000.00000000 PA USD 1793890.98000000 0.114925249892 Long DBT CORP US N 2 2029-09-06 Fixed 5.30000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G72 1900000.00000000 PA USD 1924096.92000000 0.123266866166 Long DBT CORP US N 2 2028-03-20 Fixed 5.92000000 N N N N N N Fremont Home Loan Trust N/A 35729MAD9 4351652.11000000 PA USD 1314876.05000000 0.084237258734 Long ABS-O CORP US N 2 2037-02-25 Floating 4.10000000 N N N N N N Fremont Home Loan Trust N/A 35729PFM7 703316.47000000 PA USD 684083.93000000 0.043825693689 Long ABS-O CORP US N 2 2034-11-25 Floating 4.81000000 N N N N N N Fremont Home Loan Trust N/A 35729QAD0 9309561.00000000 PA USD 2849354.06000000 0.182543271039 Long ABS-O CORP US N 2 2036-08-25 Floating 4.08000000 N N N N N N Fremont Home Loan Trust N/A 35729TAA0 328327.50000000 PA USD 297481.39000000 0.019058082941 Long ABS-O CORP US N 2 2036-10-25 Floating 4.03000000 N N N N N N Fremont Home Loan Trust N/A 35729TAD4 675298.18000000 PA USD 263802.67000000 0.016900462798 Long ABS-O CORP US N 2 2036-10-25 Floating 4.06000000 N N N N N N Fremont Home Loan Trust N/A 35729VAA5 2116237.94000000 PA USD 1238572.06000000 0.079348859597 Long ABS-O CORP US N 2 2036-11-25 Floating 4.04000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2S3 900000.00000000 PA USD 907978.98000000 0.058169483172 Long DBT CORP US N 2 2035-01-13 Fixed 5.90000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2T1 400000.00000000 PA USD 398681.74000000 0.025541462166 Long DBT CORP US N 2 2032-04-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176ARN1 4916.71000000 PA USD 4895.07000000 0.000313601634 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176ARS0 4883.01000000 PA USD 4928.19000000 0.000315723460 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176DEZ2 1536.24000000 PA USD 1552.82000000 0.000099481088 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176R7B2 1037.83000000 PA USD 1042.95000000 0.000066816373 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176R7H9 3831.95000000 PA USD 3796.89000000 0.000243246962 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QUQ2 93464.17000000 PA USD 95495.85000000 0.006117921628 Long ABS-MBS USGA US N 2 2044-11-20 Floating 5.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36183XMV9 8209.73000000 PA USD 7560.37000000 0.000484353520 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36183XQ86 23202.00000000 PA USD 21380.80000000 0.001369756473 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36184BZ67 7947.21000000 PA USD 7323.38000000 0.000469170805 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 3.50000000 N N N N N N GS Mortgage Securities Corp. N/A 36190GAE8 55070.09000000 PA USD 40270.66000000 0.002579931397 Long ABS-MBS CORP US N 2 2036-12-26 Floating 4.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200JJZ4 1460.30000000 PA USD 1483.95000000 0.000095068945 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200MTF0 2747.39000000 PA USD 2783.10000000 0.000178298718 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A2J56 5483.72000000 PA USD 5530.97000000 0.000354340434 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A6DC8 2056.99000000 PA USD 2092.14000000 0.000134032510 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AAT81 702.06000000 PA USD 711.08000000 0.000045555191 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AC3Y8 2527.61000000 PA USD 2549.39000000 0.000163326136 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AC6N9 2517.07000000 PA USD 2560.08000000 0.000164010988 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AVQ47 1418.79000000 PA USD 1433.62000000 0.000091844565 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620C0WE4 831.86000000 PA USD 829.19000000 0.000053121883 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620C3VR0 11632.45000000 PA USD 11755.24000000 0.000753096988 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620C4RW2 9451.76000000 PA USD 9555.21000000 0.000612152527 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210B4E2 2300.94000000 PA USD 2330.51000000 0.000149303635 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212TA53 694.90000000 PA USD 689.36000000 0.000044163704 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.00000000 N N N N N N GSR Mortgage Loan Trust N/A 36228FD45 3389.01000000 PA USD 3310.51000000 0.000212087129 Long ABS-MBS CORP US N 2 2032-04-25 Floating 5.55000000 N N N N N N GSR Mortgage Loan Trust N/A 36228FNB8 29.85000000 PA USD 29.92000000 0.000001916818 Long ABS-MBS CORP US N 2 2032-03-25 Fixed 6.00000000 N N N N N N GSAA Home Equity Trust N/A 3622EBAB4 1269928.13000000 PA USD 337586.26000000 0.021627393037 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.16000000 N N N N N N GSAA Home Equity Trust N/A 3622ECAA4 165008.07000000 PA USD 58140.43000000 0.003724754470 Long ABS-MBS CORP US N 2 2037-05-25 Floating 3.86000000 N N N N N N GSAA Home Equity Trust N/A 3622ECAF3 235916.74000000 PA USD 101067.65000000 0.006474877828 Long ABS-MBS CORP US N 2 2047-04-25 Floating 4.40000000 N N N N N N GSAMP Trust N/A 3622M8AE6 3394000.00000000 PA USD 3008926.60000000 0.192766252391 Long ABS-O CORP US N 2 2037-01-25 Floating 4.22000000 N N N N N N GSAMP Trust N/A 3622MAAA9 2116693.95000000 PA USD 1126094.94000000 0.072143036463 Long ABS-O CORP US N 2 2036-12-25 Floating 4.04000000 N N N N N N GSAMP Trust N/A 3622MAAD3 249086.76000000 PA USD 122841.72000000 0.007869829061 Long ABS-O CORP US N 2 2036-12-25 Floating 4.10000000 N N N N N N GSAMP Trust N/A 3622MGAA6 4606738.21000000 PA USD 2421917.52000000 0.155159638633 Long ABS-O CORP US N 2 2046-12-25 Floating 4.02000000 N N N N N N GSAMP Trust N/A 3622MGAB4 120996.03000000 PA USD 59747.30000000 0.003827698260 Long ABS-O CORP US N 2 2046-12-25 Floating 3.86000000 N N N N N N GSAMP Trust N/A 3622MGAC2 88504.44000000 PA USD 43701.76000000 0.002799744100 Long ABS-O CORP US N 2 2046-12-25 Floating 3.96000000 N N N N N N GSAMP Trust N/A 3622MGAD0 437672.65000000 PA USD 216108.31000000 0.013844933614 Long ABS-O CORP US N 2 2046-12-25 Floating 4.06000000 N N N N N N GSAMP Trust N/A 3622MHAC0 904863.05000000 PA USD 556605.15000000 0.035658792350 Long ABS-O CORP US N 2 2037-01-25 Floating 3.85000000 N N N N N N GSR Mortgage Loan Trust N/A 3622MPAN8 2795.00000000 PA USD 8360.76000000 0.000535630338 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 5.50000000 N N N N N N GSAA Home Equity Trust N/A 362334FF6 152774.58000000 PA USD 18345.75000000 0.001175316631 Long ABS-MBS CORP US N 2 2036-03-25 Variable 3.81000000 N N N N N N GSAA Home Equity Trust N/A 362334GR9 126419.30000000 PA USD 39410.34000000 0.002524815177 Long ABS-MBS CORP US N 2 2036-03-25 Floating 3.90000000 N N N N N N GSAA Home Equity Trust N/A 362334NB6 1168334.76000000 PA USD 396997.81000000 0.025433581544 Long ABS-MBS CORP US N 2 2046-03-25 Variable 5.99000000 N N N N N N GSRPM Mortgage Loan Trust N/A 362334NW0 837574.98000000 PA USD 958797.71000000 0.061425174465 Long ABS-O CORP US N 2 2035-03-25 Floating 5.11000000 N N N N N N GSAMP Trust N/A 3623413A5 1252.02000000 PA USD 84.88000000 0.000005437819 Long ABS-O CORP US N 2 2035-11-25 Floating 3.94000000 N N N N N N GSR Mortgage Loan Trust N/A 3623417Z6 216952.99000000 PA USD 75040.59000000 0.004807459680 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 6.00000000 N N N N N N GSAMP Trust N/A 362341BT5 148803.46000000 PA USD 143922.38000000 0.009220357129 Long ABS-O CORP US N 2 2035-06-25 Floating 5.56000000 N N N N N N GSR Mortgage Loan Trust N/A 362341FR5 988.17000000 PA USD 952.94000000 0.000061049901 Long ABS-MBS CORP US N 2 2035-07-25 Variable 4.81000000 N N N N N N GSAA Home Equity Trust N/A 362341JL4 24275.09000000 PA USD 24277.00000000 0.001555300920 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.83000000 N N N N N N GSR Mortgage Loan Trust N/A 362341SF7 7304.63000000 PA USD 6647.99000000 0.000425902086 Long ABS-MBS CORP US N 2 2035-09-25 Variable 5.07000000 N N N N N N GSR Mortgage Loan Trust N/A 362341WZ8 2688.30000000 PA USD 2605.68000000 0.000166932343 Long ABS-MBS CORP US N 2 2035-11-25 Variable 4.60000000 N N N N N N GSR Mortgage Loan Trust N/A 362341XG9 8503.99000000 PA USD 7449.37000000 0.000477242328 Long ABS-MBS CORP US N 2 2035-11-25 Variable 4.10000000 N N N N N N GSAA Home Equity Trust N/A 362375AD9 231262.14000000 PA USD 49846.10000000 0.003193379955 Long ABS-MBS CORP US N 2 2036-06-25 Variable 6.80000000 N N N N N N GSAA Home Equity Trust N/A 362382AE3 54679.67000000 PA USD 9492.45000000 0.000608131820 Long ABS-MBS CORP US N 2 2036-06-25 Floating 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KUL0 3836.82000000 PA USD 3954.12000000 0.000253319869 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KW53 12425.56000000 PA USD 12637.77000000 0.000809636087 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KZ35 178431.45000000 PA USD 181190.52000000 0.011607932712 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LJB3 1733.70000000 PA USD 1763.33000000 0.000112967367 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LJY3 7115.52000000 PA USD 7333.16000000 0.000469797359 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LVF0 3048.57000000 PA USD 3100.66000000 0.000198643133 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 5.00000000 N N N N N N GSAMP Trust N/A 36244KAE5 290781.17000000 PA USD 280938.02000000 0.017998235407 Long ABS-O CORP US N 2 2046-05-25 Floating 4.26000000 N N N N N N GSAMP Trust N/A 36245DAD2 3528760.30000000 PA USD 1202004.44000000 0.077006162681 Long ABS-O CORP US N 2 2036-09-25 Floating 4.06000000 N N N N N N GSAMP Trust N/A 36245YAC8 1334337.02000000 PA USD 664920.55000000 0.042597995764 Long ABS-O CORP US N 2 2047-01-25 Floating 4.16000000 N N N N N N GSR Mortgage Loan Trust N/A 362669BJ1 51243.05000000 PA USD 31992.00000000 0.002049560779 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291CE76 228.72000000 PA USD 230.56000000 0.000014770778 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291TUF3 2209.64000000 PA USD 2234.84000000 0.000143174556 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295GBG6 930.96000000 PA USD 971.79000000 0.000062257522 Long ABS-MBS USGA US N 2 2037-07-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295GBH4 590.58000000 PA USD 616.48000000 0.000039494662 Long ABS-MBS USGA US N 2 2037-08-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295KGC1 27.78000000 PA USD 27.83000000 0.000001782923 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295L3X7 431.69000000 PA USD 435.68000000 0.000027911747 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295NCQ8 66.25000000 PA USD 67.38000000 0.000004316685 Long ABS-MBS USGA US N 2 2038-03-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295NCS4 8604.12000000 PA USD 8743.78000000 0.000560168434 Long ABS-MBS USGA US N 2 2038-03-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295P6T4 141.23000000 PA USD 143.24000000 0.000009176640 Long ABS-MBS USGA US N 2 2038-03-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295QN55 316.78000000 PA USD 320.77000000 0.000020550062 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295WJ73 1450.99000000 PA USD 1474.55000000 0.000094466736 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296B2K7 56.32000000 PA USD 56.58000000 0.000003624785 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296DK23 820.69000000 PA USD 832.39000000 0.000053326891 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296DP28 2852.20000000 PA USD 2837.34000000 0.000181773592 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296DZF8 674.99000000 PA USD 682.53000000 0.000043726141 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296GRH6 7848.58000000 PA USD 7881.14000000 0.000504903583 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296GTL5 119.08000000 PA USD 118.60000000 0.000007598084 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296JEM3 5383.25000000 PA USD 5452.45000000 0.000349310067 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296JJY2 455.39000000 PA USD 461.24000000 0.000029549243 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296P6L0 1080.76000000 PA USD 1099.22000000 0.000070421299 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296Q6V6 1627.01000000 PA USD 1663.29000000 0.000106558325 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QDB2 4821.50000000 PA USD 4899.78000000 0.000313903379 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QH51 6403.29000000 PA USD 6458.47000000 0.000413760527 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QK32 32225.17000000 PA USD 32775.55000000 0.002099758745 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QL31 2064.85000000 PA USD 2082.63000000 0.000133423254 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QPK9 1805.81000000 PA USD 1821.36000000 0.000116685046 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QRU5 117.78000000 PA USD 119.79000000 0.000007674321 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QZD4 912.48000000 PA USD 928.06000000 0.000059455969 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QZF9 108311.80000000 PA USD 109457.62000000 0.007012379498 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296UE30 802.45000000 PA USD 809.88000000 0.000051884792 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296UNU0 14881.41000000 PA USD 15135.64000000 0.000969661606 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296X3G7 1425.22000000 PA USD 1446.47000000 0.000092667797 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296XU77 20914.06000000 PA USD 21271.35000000 0.001362744582 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296XUD4 1982.19000000 PA USD 2016.06000000 0.000129158461 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296YP30 3846.17000000 PA USD 3867.92000000 0.000247797484 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297AKJ1 4666.07000000 PA USD 4745.76000000 0.000304036120 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297BXM8 8012.63000000 PA USD 8149.54000000 0.000522098573 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297GKW9 195.73000000 PA USD 199.07000000 0.000012753377 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297HN87 831.37000000 PA USD 838.07000000 0.000053690779 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297KH87 2125.14000000 PA USD 2161.43000000 0.000138471560 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 5.00000000 N N N N N N GSPA MONETIZATION TRUST N/A 36298GAA7 113133.28000000 PA USD 113274.70000000 0.007256919929 Long DBT CORP US N 2 2029-10-09 Fixed 6.42000000 N N N N N N GE-WMC Mortgage Securities LLC N/A 367910AV8 5435094.83000000 PA USD 5282844.78000000 0.338444344306 Long ABS-O CORP US N 2 2035-12-25 Floating 4.40000000 N N N N N N GLS Auto Select Receivables Trust N/A 37988XAB1 152420.14000000 PA USD 153022.53000000 0.009803356332 Long ABS-O CORP US N 2 2030-03-15 Fixed 5.24000000 N N N N N N Golden State Tobacco Securitization Corp N/A 38122NB76 910000.00000000 PA USD 831267.89000000 0.053255003258 Long DBT MUN US N 2 2046-06-01 Fixed 3.00000000 N N N N N N Golub Capital Partners CLO, LTD 25490088OD5HQZ5ZUE86 38190BAL9 3700000.00000000 PA USD 3704709.14000000 0.237341415080 Long ABS-CBDO CORP JE N 2 2037-07-25 Floating 4.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LFE8 335579.30000000 PA USD 340505.81000000 0.021814433396 Long ABS-MBS USGA US N 2 2068-04-20 Floating 4.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380VEU1 123696.24000000 PA USD 120952.88000000 0.007748820922 Long ABS-MBS USGA US N 2 2047-08-20 Floating 4.08000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PC92 4051133.42000000 PA USD 4098491.57000000 0.262569003978 Long ABS-MBS USGA US N 2 2055-07-20 Floating 4.96000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PHD8 12591373.87000000 PA USD 12759899.34000000 0.817460278579 Long ABS-MBS USGA US N 2 2055-07-20 Floating 4.76000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PLZ4 4847361.21000000 PA USD 4875726.51000000 0.312362397612 Long ABS-MBS USGA US N 2 2055-07-20 Floating 4.96000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NWA9 5811318.29000000 PA USD 5821833.29000000 0.372974530305 Long ABS-MBS USGA US N 2 2054-05-20 Floating 4.66000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385R5B7 4953709.77000000 PA USD 4943178.68000000 0.316683706755 Long ABS-MBS USGA US N 2 2056-05-20 Floating 4.51000000 N N N N N N GreenPoint Mortgage Funding Trust N/A 39539GAA0 99425.36000000 PA USD 87092.76000000 0.005579579427 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.12000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CH0 300000.00000000 PA USD 277968.56000000 0.017807997574 Long DBT CORP GB N 2 2031-06-04 Fixed 2.85000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CK3 431000.00000000 PA USD 390163.06000000 0.024995714716 Long DBT CORP GB N 2 2031-08-18 Fixed 2.36000000 N N N N N N HSI Asset Securitization Corporation Trust N/A 40430HCV8 368200.07000000 PA USD 346654.81000000 0.022208367793 Long ABS-O CORP US N 2 2035-11-25 Floating 4.24000000 N N N N N N HSI Asset Securitization Corporation Trust N/A 40430MAC1 102955.74000000 PA USD 43492.51000000 0.002786338543 Long ABS-O CORP US N 2 2036-07-25 Floating 3.96000000 N N N N N N HSI Asset Securitization Corporation Trust N/A 40430TAC6 676119.48000000 PA USD 436334.04000000 0.027953648879 Long ABS-O CORP US N 2 2037-04-25 Floating 4.12000000 N N N N N N HPS CORPORATE LENDING FU 549300ZS7IHUA6FKFV61 40440VAK1 1500000.00000000 PA USD 1470230.31000000 0.094189996861 Long DBT CORP US N 2 2032-04-14 Fixed 5.95000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161PLR2 140739.09000000 PA USD 137048.08000000 0.008779956539 Long ABS-MBS CORP US N 2 2035-05-19 Floating 4.19000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161PMG5 655358.28000000 PA USD 649197.85000000 0.041590724281 Long ABS-MBS CORP US N 2 2035-06-19 Floating 4.23000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161PSK0 70317.42000000 PA USD 65877.59000000 0.004220434004 Long ABS-MBS CORP US N 2 2035-06-20 Floating 4.43000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161PVF7 263307.62000000 PA USD 120225.13000000 0.007702197771 Long ABS-MBS CORP US N 2 2035-10-19 Floating 5.74000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161PYZ0 404309.26000000 PA USD 256881.12000000 0.016457035147 Long ABS-MBS CORP US N 2 2036-01-19 Floating 4.25000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161QAD3 48847.74000000 PA USD 21324.52000000 0.001366150907 Long ABS-MBS CORP US N 2 2036-06-19 Variable 4.30000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41162DAA7 222013.71000000 PA USD 201219.84000000 0.012891106902 Long ABS-MBS CORP US N 2 2036-12-19 Floating 4.16000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41162DAD1 87749.15000000 PA USD 87649.70000000 0.005615259671 Long ABS-MBS CORP US N 2 2036-12-19 Floating 4.23000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41162GAA0 3950.92000000 PA USD 3665.09000000 0.000234803223 Long ABS-MBS CORP US N 2 2036-12-19 Floating 4.09000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41164YAB7 108406.71000000 PA USD 100920.14000000 0.006465427630 Long ABS-MBS CORP US N 2 2037-07-19 Floating 3.97000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAL8 241000.00000000 PA USD 219761.94000000 0.014079002655 Long DBT US N 2 2030-03-15 Fixed 2.40000000 N N N N N N Home Equity Asset Trust N/A 437084QA7 96880.88000000 PA USD 95042.78000000 0.006088895793 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.44000000 N N N N N N Home Equity Loan Trust N/A 43710XAD0 2520835.31000000 PA USD 2465603.56000000 0.157958375635 Long ABS-O CORP US N 2 2037-04-25 Floating 3.99000000 N N N N N N Home Equity Loan Trust N/A 43710XAE8 314000.00000000 PA USD 280294.67000000 0.017957019324 Long ABS-O CORP US N 2 2037-04-25 Floating 4.10000000 N N N N N N Homebanc Mortgage Trust N/A 43739EAQ0 82987.03000000 PA USD 68288.64000000 0.004374897418 Long ABS-MBS CORP US N 2 2035-03-25 Floating 4.38000000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TBC9 2000000.00000000 PA USD 2007952.12000000 0.128639031990 Long DBT US N 2 2035-04-15 Fixed 5.50000000 N N N N N N HSI Asset Securitization Corporation Trust N/A 44328BAD0 751165.29000000 PA USD 191262.83000000 0.012253213142 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.98000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AV4 200000.00000000 PA USD 206293.64000000 0.013216158837 Long DBT CORP US N 2 2032-03-30 Fixed 5.75000000 N N N N N N IXIS Real Estate Capital Trust N/A 45071KDD3 156852.30000000 PA USD 81217.38000000 0.005203174438 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.16000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452152BM2 45000.01000000 PA USD 47036.77000000 0.003013400817 Long DBT MUN US N 2 2035-02-01 Fixed 6.63000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452152FA4 90000.03000000 PA USD 94486.73000000 0.006053272566 Long DBT MUN US N 2 2035-04-01 Fixed 6.73000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452152GS4 71428.57000000 PA USD 76384.43000000 0.004893552508 Long DBT MUN US N 2 2035-07-01 Fixed 7.35000000 N N N N N N Impac CMB Trust N/A 45254NLJ4 114672.53000000 PA USD 113260.90000000 0.007256035835 Long ABS-MBS CORP US N 2 2035-03-25 Floating 4.40000000 N N N N N N Impac Secured Assets Corp. N/A 45254TRR7 10405.02000000 PA USD 10057.72000000 0.000644345725 Long ABS-MBS CORP US N 2 2035-07-25 Variable 6.06000000 N N N N N N Impac Secured Assets Corp. N/A 45257EAC8 9295412.42000000 PA USD 8552152.17000000 0.547891837471 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.30000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660KAA9 56402.59000000 PA USD 52736.61000000 0.003378559873 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.12000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660LGV5 135981.79000000 PA USD 90438.86000000 0.005793946622 Long ABS-MBS CORP US N 2 2035-05-25 Variable 3.99000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660LKW8 23198.87000000 PA USD 18526.94000000 0.001186924530 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.28000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660LMG1 108365.22000000 PA USD 102597.94000000 0.006572915536 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.24000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660LUD9 2333.80000000 PA USD 1741.56000000 0.000111572676 Long ABS-MBS CORP US N 2 2045-07-25 Floating 4.40000000 N N N N N N Residential Asset Securitization Trust N/A 45660LXN4 73343.18000000 PA USD 29040.97000000 0.001860503660 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.50000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660N2Y0 46.93000000 PA USD 44.71000000 0.000002864336 Long ABS-MBS CORP US N 2 2034-05-25 Floating 4.54000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45661EAV6 3541338.31000000 PA USD 3298176.21000000 0.211296968070 Long ABS-MBS CORP US N 2 2046-05-25 Floating 4.18000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45661KAD2 86637.54000000 PA USD 77453.38000000 0.004962034566 Long ABS-MBS CORP US N 2 2036-06-25 Variable 3.86000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45661VAA4 43128.25000000 PA USD 40912.80000000 0.002621069962 Long ABS-MBS CORP US N 2 2046-09-25 Floating 4.14000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45668GAD4 381156.62000000 PA USD 375324.77000000 0.024045102776 Long ABS-MBS CORP US N 2 2046-11-25 Floating 4.16000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45670CAA5 4360.03000000 PA USD 1338.67000000 0.000085761613 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.06000000 N N N N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 464287200 153340.00000000 NS USD 114834792.60000000 7.356866935078 Long EC RF US N 1 N N N IXIS Real Estate Capital Trust N/A 46602UAD0 10726389.00000000 PA USD 3367384.64000000 0.215730791642 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.22000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 466247H89 439124.56000000 PA USD 386216.94000000 0.024742907365 Long ABS-MBS CORP US N 2 2036-04-25 Variable 4.64000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 466247LZ4 120.03000000 PA USD 117.25000000 0.000007511596 Long ABS-MBS CORP US N 2 2035-02-25 Variable 5.11000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 466247UG6 13565.79000000 PA USD 11361.18000000 0.000727851617 Long ABS-MBS CORP US N 2 2035-08-25 Variable 5.09000000 N N N N N N J.P. Morgan Alternative Loan Trust N/A 46627MER4 1614486.61000000 PA USD 798831.35000000 0.051176963117 Long ABS-MBS CORP US N 2 2036-03-25 Fixed 6.50000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46628BAG5 21458.32000000 PA USD 14933.64000000 0.000956720518 Long ABS-MBS CORP US N 2 2036-10-25 Variable 3.89000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46628BBC3 2678.88000000 PA USD 1463.18000000 0.000093738320 Long ABS-MBS CORP US N 2 2036-10-25 Variable 4.18000000 N N N N N N J.P. Morgan Alternative Loan Trust N/A 46628GAL3 46881.10000000 PA USD 23968.00000000 0.001535504899 Long ABS-MBS CORP US N 2 2036-05-25 Variable 3.94000000 N N N N N N JP Morgan Mortgage Acquisition Corp N/A 46628TAD3 51780.59000000 PA USD 24335.31000000 0.001559036537 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.06000000 N N N N N N JP Morgan Mortgage Acquisition Corp N/A 46629QAW6 15463.18000000 PA USD 15461.54000000 0.000990540321 Long ABS-O CORP US N 2 2036-10-25 Floating 4.18000000 N N N N N N JP Morgan Mortgage Acquisition Corp N/A 46629TAK6 1874000.00000000 PA USD 1828593.35000000 0.117148449957 Long ABS-O CORP US N 2 2036-07-25 Floating 4.36000000 N N N N N N J.P. Morgan Alternative Loan Trust N/A 466309AA9 49538.22000000 PA USD 22499.44000000 0.001441421910 Long ABS-MBS CORP US N 2 2036-12-27 Fixed 6.00000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46630GAC9 7717.98000000 PA USD 7637.78000000 0.000489312775 Long ABS-MBS CORP US N 2 2035-07-25 Variable 5.51000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46630GAD7 15078.26000000 PA USD 14941.13000000 0.000957200363 Long ABS-MBS CORP US N 2 2035-07-25 Variable 5.51000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46630PAE5 2838.41000000 PA USD 2012.03000000 0.000128900280 Long ABS-MBS CORP US N 2 2037-04-25 Variable 5.17000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46632TAA3 38159.60000000 PA USD 35655.67000000 0.002284273030 Long ABS-MBS CORP US N 2 2037-07-27 Variable 3.93000000 N N N N N N JP Morgan Mortgage Trust 529900YPO46YLJDFF157 46664MAF8 8661899.62000000 PA USD 8693636.82000000 0.556956021938 Long ABS-MBS CORP US N 2 2066-04-25 Floating 4.83000000 N N N N N N DEVELOPMENT BANK OF KAZA 213800LCDPGJ1BI7KX98 48129VAF3 372000000.00000000 PA 810204.28000000 0.051905567496 Long DBT NUSS KZ N 2 2028-10-16 Fixed 18.40000000 N N N N N N KKR Financial CLO Ltd 5493008X0MRR4A6VYF15 48252KAC3 3850000.00000000 PA USD 3856375.02000000 0.247057857915 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.33000000 N N N N N N Legacy Mortgage Asset Trust N/A 52474JAA4 1913553.76000000 PA USD 1916256.08000000 0.122764544393 Long ABS-MBS CORP US N 2 2066-10-25 Variable 5.89000000 N N N N N N Legacy Mortgage Asset Trust N/A 52474XAA3 3422338.94000000 PA USD 3429119.96000000 0.219685851987 Long ABS-MBS CORP US N 2 2061-07-25 Variable 5.75000000 N N N N N N Legacy Mortgage Asset Trust N/A 52475XAA2 1923199.41000000 PA USD 1926529.81000000 0.123422728754 Long ABS-MBS CORP US N 2 2067-07-25 Variable 6.25000000 N N N N N N Legacy Mortgage Asset Trust N/A 52476DAA5 2163505.64000000 PA USD 2166627.36000000 0.138804528005 Long ABS-MBS CORP US N 2 2061-04-25 Variable 5.75000000 N N N N N N Lehman XS Trust 549300FDK6ZP3YIHRJ47 525161AN5 497062.13000000 PA USD 527596.26000000 0.033800343888 Long ABS-MBS CORP US N 2 2046-08-25 Floating 4.21000000 N N N N N N Lehman Mortgage Trust N/A 52520QAB0 399147.96000000 PA USD 176505.90000000 0.011307813513 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.41000000 N N N N N N Lehman XS Trust 549300FDK6ZP3YIHRJ47 52522EAA7 50699.56000000 PA USD 45965.85000000 0.002944792552 Long ABS-O CORP US N 2 2036-05-25 Floating 4.08000000 N N N N N N Lehman XS Trust 549300FDK6ZP3YIHRJ47 52524HAH3 3819815.35000000 PA USD 3657966.34000000 0.234346847388 Long ABS-MBS CORP US N 2 2047-03-25 Floating 4.16000000 N N N N N N Lehman XS Trust 549300FDK6ZP3YIHRJ47 52524VAG4 33042.12000000 PA USD 32724.98000000 0.002096518989 Long ABS-MBS CORP US N 2 2037-08-25 Floating 4.26000000 N N N N N N Lehman XS Trust 549300FDK6ZP3YIHRJ47 52525BAD4 35729.82000000 PA USD 34021.97000000 0.002179610381 Long ABS-MBS CORP US N 2 2047-09-25 Floating 5.46000000 N N N N N N Lendbuzz Securitization Trust N/A 525931AB7 4409440.74000000 PA USD 4465975.94000000 0.286111813170 Long ABS-O CORP US N 2 2028-12-15 Fixed 7.50000000 N N N N N N Long Beach Mortgage Loan Trust N/A 542512AA6 314364.96000000 PA USD 213054.16000000 0.013649270134 Long ABS-O CORP US N 2 2036-12-25 Floating 4.08000000 N N N N N N Long Beach Mortgage Loan Trust N/A 542512AD0 244235.87000000 PA USD 83675.55000000 0.005360656584 Long ABS-O CORP US N 2 2036-12-25 Floating 4.10000000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514NE0 5466000.00000000 PA USD 5094792.46000000 0.326396811814 Long ABS-O CORP US N 2 2035-08-25 Floating 4.68000000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514NT7 14626.83000000 PA USD 14245.65000000 0.000912644583 Long ABS-O CORP US N 2 2045-08-25 Floating 4.28000000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514RH9 159418.62000000 PA USD 157820.67000000 0.010110748167 Long ABS-O CORP US N 2 2036-02-25 Floating 4.20000000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514SW5 5978132.32000000 PA USD 5422329.22000000 0.347380385739 Long ABS-O CORP US N 2 2036-01-25 Floating 4.36000000 N N N N N N Long Beach Mortgage Loan Trust N/A 542514UL6 306086.38000000 PA USD 89537.34000000 0.005736190932 Long ABS-O CORP US N 2 2046-05-25 Floating 4.30000000 N N N N N N Long Beach Mortgage Loan Trust N/A 54251MAA2 44245.71000000 PA USD 23051.57000000 0.001476794003 Long ABS-O CORP US N 2 2036-05-25 Floating 4.06000000 N N N N N N LUCA RE LTD 2549001YET1TWKCC6Y26 54930CAA3 300000.00000000 PA USD 311985.00000000 0.019987253677 Long DBT CORP BM N 2 2031-07-22 Floating 10.80000000 N N N N N N Luminent Mortgage Trust N/A 550279AM5 21736.70000000 PA USD 19581.70000000 0.001254497508 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.48000000 N N N N N N Luminent Mortgage Trust N/A 55027AAD2 1627951.09000000 PA USD 1041725.25000000 0.066737909945 Long ABS-MBS CORP US N 2 2036-04-25 Variable 4.30000000 N N N N N N MASTR Asset Securitization Trust N/A 55274QBB0 73841.18000000 PA USD 39194.23000000 0.002510970135 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6.00000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 55275NAA9 4573932.53000000 PA USD 3437658.83000000 0.220232892905 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.54000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 55275NAE1 4664854.42000000 PA USD 4024756.16000000 0.257845160380 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.54000000 N N N N N N MASTR Asset Backed Securities Trust N/A 55275RAC6 7430700.98000000 PA USD 3486702.62000000 0.223374873039 Long ABS-MBS CORP US N 2 2036-10-25 Floating 3.96000000 N N N N N N MASTR Asset Backed Securities Trust N/A 55275RAD4 233823.24000000 PA USD 109716.69000000 0.007028976764 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.08000000 N N N N N N MASTR Asset Backed Securities Trust N/A 55275TAB4 1141406.73000000 PA USD 312802.74000000 0.020039642019 Long ABS-MBS CORP US N 2 2037-01-25 Floating 3.86000000 N N N N N N MF1 N/A 55284JAC3 12500000.00000000 PA USD 12527350.00000000 0.802562053820 Long ABS-CBDO CORP KY N 2 2037-02-19 Floating 5.39000000 N N N N N N MF1 N/A 55287HAC4 11200000.00000000 PA USD 11193000.00000000 0.717077200558 Long ABS-CBDO CORP US N 2 2040-02-18 Floating 5.21000000 N N N N N N Massachusetts Educational Financing Authority 5493007K5OP7V6CL0Y88 57563NAA6 3294.14000000 PA USD 3288.02000000 0.000210646312 Long ABS-O CORP US N 2 2038-04-25 Floating 4.88000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433C53 7157.59000000 PA USD 6185.44000000 0.000396268918 Long ABS-MBS CORP US N 2 2035-07-25 Variable 3.10000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433EU6 27413.27000000 PA USD 24656.21000000 0.001579594929 Long ABS-MBS CORP US N 2 2033-10-25 Variable 4.55000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433UF1 98729.61000000 PA USD 98146.61000000 0.006287742012 Long ABS-MBS CORP US N 2 2034-11-21 Variable 5.37000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433UM6 3165.22000000 PA USD 3146.53000000 0.000201581785 Long ABS-MBS CORP US N 2 2034-11-21 Variable 5.37000000 N N N N N N MASTR Specialized Loan Trust N/A 576436CP2 376468.72000000 PA USD 357767.67000000 0.022920310841 Long ABS-O CORP US N 2 2035-11-25 Floating 4.89000000 N N N N N N MASTR Asset Backed Securities Trust N/A 57643GAE7 32844.09000000 PA USD 19078.21000000 0.001222241527 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.24000000 N N N N N N MASTR Asset Backed Securities Trust N/A 57643LEA0 120212.27000000 PA USD 112333.99000000 0.007196653540 Long ABS-MBS CORP US N 2 2034-07-25 Floating 6.46000000 N N N N N N MASTR Asset Backed Securities Trust N/A 57643LMA1 6128858.36000000 PA USD 6314408.93000000 0.404531285509 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.51000000 N N N N N N MASTR Asset Backed Securities Trust N/A 576449AB8 457385.58000000 PA USD 127208.08000000 0.008149559000 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.98000000 N N N N N N MASTR Asset Backed Securities Trust N/A 576457AC9 739715.53000000 PA USD 722142.55000000 0.046263911208 Long ABS-MBS CORP US N 2 2037-05-25 Floating 4.18000000 N N N N N N Mellon Residential Funding Corporation N/A 585525EN4 278.67000000 PA USD 274.02000000 0.000017555033 Long ABS-MBS CORP US N 2 2030-12-15 Floating 4.18000000 N N N N N N Mellon Residential Funding Corporation N/A 585525FX1 7444.52000000 PA USD 7453.46000000 0.000477504353 Long ABS-MBS CORP US N 2 2032-08-15 Floating 4.60000000 N N N N N N Merrill Lynch Mortgage Investors Trust 9DJT3UXIJIZJI4WXO774 589929M96 4856.49000000 PA USD 4767.82000000 0.000305449389 Long ABS-MBS CORP US N 2 2033-02-25 Floating 5.64000000 N N N N N N Merrill Lynch Mortgage Investors Trust 9DJT3UXIJIZJI4WXO774 589929R26 2020.90000000 PA USD 1981.04000000 0.000126914912 Long ABS-MBS CORP US N 2 2033-05-25 Variable 5.30000000 N N N N N N Merrill Lynch Mortgage Investors Trust 9DJT3UXIJIZJI4WXO774 59020U6H3 58901050.13000000 PA USD 13978591.59000000 0.895535542312 Long ABS-O CORP US N 2 2037-03-25 Floating 4.24000000 N N N N N N Merrill Lynch Mortgage Investors Trust 9DJT3UXIJIZJI4WXO774 59020UH32 39213.10000000 PA USD 30605.57000000 0.001960739431 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.80000000 N N N N N N MLCC Mortgage Investors Inc 9DJT3UXIJIZJI4WXO774 59020UVJ1 4159.31000000 PA USD 3827.28000000 0.000245193891 Long ABS-MBS CORP US N 2 2035-04-25 Variable 4.64000000 N N N N N N Merrill Lynch Mortgage Investors Trust 9DJT3UXIJIZJI4WXO774 59022QAC6 2134158.53000000 PA USD 1019916.92000000 0.065340763852 Long ABS-MBS CORP US N 2 2037-08-25 Floating 3.98000000 N N N N N N Merrill Lynch Mortgage Investors Trust 9DJT3UXIJIZJI4WXO774 59023AAC0 334982.78000000 PA USD 124895.52000000 0.008001405328 Long ABS-MBS CORP US N 2 2037-07-25 Floating 3.98000000 N N N N N N Merrill Lynch Mortgage Investors Trust 9DJT3UXIJIZJI4WXO774 59023CAK8 25464.06000000 PA USD 24200.20000000 0.001550380744 Long ABS-MBS CORP US N 2 2036-05-25 Variable 4.94000000 N N N N N N Merrill Lynch Mortgage Investors Trust 9DJT3UXIJIZJI4WXO774 59023EAE8 173952.86000000 PA USD 35015.68000000 0.002243272204 Long ABS-MBS CORP US N 2 2037-07-25 Floating 4.26000000 N N N N N N Merrill Lynch Alternative Note Asset N/A 59023YAG9 36411.79000000 PA USD 10840.96000000 0.000694523831 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6.00000000 N N N N N N Merrill Lynch Alternative Note Asset N/A 59024FAD6 117584.05000000 PA USD 27129.45000000 0.001738042531 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.98000000 N N N N N N Merrill Lynch Alternative Note Asset N/A 59024FAE4 1831016.51000000 PA USD 421679.81000000 0.027014828704 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.16000000 N N N N N N Merrill Lynch Alternative Note Asset N/A 59024FAF1 75166.81000000 PA USD 17240.60000000 0.001104515427 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.36000000 N N N N N N Merrill Lynch Alternative Note Asset N/A 59024HAA8 13463122.08000000 PA USD 2202207.31000000 0.141083950049 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.18000000 N N N N N N Merrill Lynch Mortgage Investors Trust 9DJT3UXIJIZJI4WXO774 59024LAD3 607866.52000000 PA USD 167340.67000000 0.010720644973 Long ABS-O CORP US N 2 2037-02-25 Floating 4.28000000 N N N N N N MF1 N/A 59319CAA3 7100000.00000000 PA USD 7113312.50000000 0.455712875386 Long ABS-CBDO CORP US N 2 2043-02-18 Floating 5.09000000 N N N N N N Mill City Mortgage Trust N/A 59981TAC9 21355.88000000 PA USD 20851.47000000 0.001335845058 Long ABS-MBS CORP US N 2 2059-08-25 Variable 2.75000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61744CDH6 431549.99000000 PA USD 446071.47000000 0.028577475293 Long ABS-MBS CORP US N 2 2034-03-25 Floating 4.62000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61744CKP0 16943.31000000 PA USD 16976.71000000 0.001087609370 Long ABS-MBS CORP US N 2 2034-12-25 Floating 4.47000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61744CSY3 229568.25000000 PA USD 226252.21000000 0.014494800443 Long ABS-O CORP US N 2 2035-07-25 Floating 4.69000000 N N N N N N Morgan Stanley Mortgage Loan Trust 5493001INKZRJR8O7L63 61745M4P5 50948.69000000 PA USD 46085.68000000 0.002952469436 Long ABS-MBS CORP US N 2 2035-07-25 Variable 3.42000000 N N N N N N Morgan Stanley Dean Witter Capital I Trust N/A 61746WWR7 9997.89000000 PA USD 10127.56000000 0.000648820010 Long ABS-MBS CORP US N 2 2033-02-25 Floating 4.74000000 N N N N N N Morgan Stanley Mortgage Loan Trust 5493001INKZRJR8O7L63 617487AC7 26997.00000000 PA USD 7321.49000000 0.000469049723 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.10000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61749BAF0 511000.60000000 PA USD 264893.10000000 0.016970320968 Long ABS-O CORP US N 2 2036-10-25 Floating 3.99000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61749HAE0 1666477.12000000 PA USD 1609695.41000000 0.103124799281 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.26000000 N N N N N N Morgan Stanley Mortgage Loan Trust 549300E4V6DCTUJSC749 61749JAT3 773866.75000000 PA USD 202803.08000000 0.012992536841 Long ABS-MBS CORP US N 2 2036-06-25 Variable 6.82000000 N N N N N N Morgan Stanley Mortgage Loan Trust 5493001INKZRJR8O7L63 61749LAP6 1504.23000000 PA USD 1470.92000000 0.000094234181 Long ABS-MBS CORP US N 2 2036-06-25 Variable 5.57000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61749NAD9 329786.06000000 PA USD 162667.90000000 0.010421284941 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.04000000 N N N N N N Morgan Stanley Mortgage Loan Trust 5493001INKZRJR8O7L63 61749WAP2 57435.68000000 PA USD 22520.17000000 0.001442749974 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.00000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61750MAE5 545414.46000000 PA USD 227020.04000000 0.014543991311 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.08000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61750SAA0 15732.40000000 PA USD 14166.73000000 0.000907588590 Long ABS-MBS CORP US N 2 2036-10-25 Floating 3.89000000 N N N N N N Morgan Stanley Home Equity Loan Trust 549300C5U61AIRK1S645 61751QAB1 863729.82000000 PA USD 408039.79000000 0.026140983679 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.86000000 N N N N N N Morgan Stanley Mortgage Loan Trust 5493001INKZRJR8O7L63 61751TAB5 3271668.70000000 PA USD 1080817.02000000 0.069242316002 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.94000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 617526AA6 325629.26000000 PA USD 194648.28000000 0.012470101287 Long ABS-O CORP US N 2 2036-11-25 Floating 3.90000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 617526AB4 333538.76000000 PA USD 184836.84000000 0.011841533439 Long ABS-O CORP US N 2 2036-11-25 Floating 3.84000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 617526AF5 1346303.81000000 PA USD 750181.75000000 0.048060236683 Long ABS-O CORP US N 2 2036-11-25 Floating 3.99000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 617538AB9 5803307.08000000 PA USD 2902071.96000000 0.185920632260 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.87000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61753EAB6 247996.83000000 PA USD 113242.42000000 0.007254851917 Long ABS-MBS CORP US N 2 2037-01-25 Floating 3.85000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61753EAC4 195394.25000000 PA USD 89216.37000000 0.005715628057 Long ABS-MBS CORP US N 2 2037-01-25 Floating 3.89000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61753EAD2 178422.36000000 PA USD 81487.37000000 0.005220471291 Long ABS-MBS CORP US N 2 2037-01-25 Floating 3.97000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61753KAA4 2512859.99000000 PA USD 940165.71000000 0.060231519287 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.98000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61753KAB2 502762.01000000 PA USD 202422.04000000 0.012968125594 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.87000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61753KAC0 806232.45000000 PA USD 324597.41000000 0.020795265082 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.94000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61753NAA8 1369585.22000000 PA USD 1228506.44000000 0.078704007760 Long ABS-O CORP US N 2 2037-02-25 Floating 3.89000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61753VAA0 951890.47000000 PA USD 424724.29000000 0.027209872677 Long ABS-MBS CORP US N 2 2037-02-25 Floating 3.89000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61753VAE2 14816342.06000000 PA USD 4597041.26000000 0.294508485443 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.12000000 N N N N N N Morgan Stanley Mortgage Loan Trust 5493001INKZRJR8O7L63 61754HAD4 29631.60000000 PA USD 7836.95000000 0.000502072560 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.48000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61757MAA6 69384.97000000 PA USD 56953.08000000 0.003648687141 Long ABS-O CORP US N 2 2047-02-25 Floating 7.56000000 N N N N N N Morgan Stanley ReRemic Trust N/A 61760JAA8 49283.44000000 PA USD 20858.93000000 0.001336322981 Long ABS-MBS CORP US N 2 2037-05-26 Variable 5.25000000 N N N N N N Mortgage Equity Conversion Asset Trust N/A 61911GAA2 23803.40000000 PA USD 21579.35000000 0.001382476537 Long ABS-MBS CORP US N 2 2042-05-25 Floating 4.51000000 N N N N N N MortgageIT Trust N/A 61915RAU0 79413.73000000 PA USD 79553.59000000 0.005096584080 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.28000000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAS4 400000.00000000 PA USD 399184.05000000 0.025573642551 Long DBT CORP JP N 2 2030-07-16 Fixed 4.88000000 N N N N N N Nationstar Home Equity Loan Trust N/A 63860FAF0 4004948.83000000 PA USD 3963446.35000000 0.253917360244 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.30000000 N N N N N N Navient Student Loan Trust 549300ZUZB9UCBWEBN39 63942CAC6 2574149.73000000 PA USD 2381187.86000000 0.152550301496 Long ABS-O CORP US N 2 2060-04-15 Fixed 3.48000000 N N N N N N Nelnet Student Loan Trust 5493000EBJ0T2MCM3713 64032PAA0 560789.77000000 PA USD 572377.43000000 0.036669240165 Long ABS-O CORP US N 2 2041-02-20 Floating 5.81000000 N N N N N N Nelnet Student Loan Trust 5493000EBJ0T2MCM3713 64032PAB8 511597.69000000 PA USD 524752.76000000 0.033618175656 Long ABS-O CORP US N 2 2041-02-20 Fixed 6.64000000 N N N N N N New Century Home Equity Loan Trust N/A 64352VKC4 298889.06000000 PA USD 297965.19000000 0.019089077486 Long ABS-MBS CORP US N 2 2035-03-25 Floating 4.54000000 N N N N N N New Residential Mortgage Loan Trust 2138001CG5SYL78G3648 64828XAA1 638311.12000000 PA USD 612654.59000000 0.039249587984 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.75000000 N N N N N N New Residential Mortgage Loan Trust 2138001CG5SYL78G3648 64829VAA4 345447.19000000 PA USD 334823.58000000 0.021450402521 Long ABS-MBS CORP US N 2 2057-12-25 Variable 3.50000000 N N N N N N New Residential Mortgage Loan Trust 2138001CG5SYL78G3648 64830NAA9 478068.51000000 PA USD 462253.91000000 0.029614199922 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.75000000 N N N N N N Nomura Home Equity Loan Inc N/A 65535AAA2 165522.94000000 PA USD 27164.66000000 0.001740298253 Long ABS-MBS CORP US N 2 2036-10-25 Variable 6.53000000 N N N N N N Nomura Home Equity Loan Inc 549300B3CEAHYG7K8164 65535AAD6 134417.57000000 PA USD 23282.45000000 0.001491585282 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.42000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAS8 409000.00000000 PA USD 374969.53000000 0.024022344399 Long DBT CORP JP N 2 2030-07-16 Fixed 2.68000000 N N N N N N Nomura Asset Acceptance Corporation N/A 65535VLL0 17094.12000000 PA USD 8017.19000000 0.000513619598 Long ABS-MBS CORP US N 2 2035-05-25 Variable 5.48000000 N N N N N N Nomura Asset Acceptance Corporation N/A 655378AC1 2753578.64000000 PA USD 2338091.71000000 0.149789355673 Long ABS-MBS CORP US N 2 2037-06-25 Floating 3.95000000 N N N N N N Nomura Asset Acceptance Corporation N/A 65537BAC4 9969781.21000000 PA USD 2499041.31000000 0.160100558085 Long ABS-MBS CORP US N 2 2036-06-25 Variable 5.77000000 N N N N N N NovaStar Mortgage-Backed Notes N/A 66988UAA8 1268788.50000000 PA USD 466841.34000000 0.029908092664 Long ABS-MBS CORP US N 2 2046-09-25 Floating 0.38000000 N N N N N N Novastar Home Equity Loan N/A 66988WAD8 182224.88000000 PA USD 84676.53000000 0.005424784158 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.08000000 N N N N N N Novastar Home Equity Loan N/A 66989EAA3 154408.91000000 PA USD 152635.21000000 0.009778542758 Long ABS-MBS CORP US N 2 2037-09-25 Floating 3.96000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 237011.00000000 NS USD 47423530.99000000 3.038178579729 Long EC CORP US N 1 N N N OZLM Ltd 549300Y1XB6AVMQY8652 67113DBA1 6650000.00000000 PA USD 6653632.76000000 0.426263589125 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.39000000 N N N N N N OZLM Ltd 549300Y1XB6AVMQY8652 67113DBC7 4050000.00000000 PA USD 4057280.32000000 0.259928813878 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.64000000 N N N N N N OCTAGON INVESTMENT PARTNERS 40, LTD. N/A 67592BAY4 2200000.00000000 PA USD 2201471.10000000 0.141036784910 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 4.72000000 N N N N N N Ohio State University/The JFC10ZULKO4X2E3HBY86 677632PA3 67000.00000000 PA USD 55747.52000000 0.003571453192 Long DBT MUN US N 2 2111-06-01 Fixed 4.80000000 N N N N N N Option One Mortgage Loan Trust N/A 68389FGK4 144963.55000000 PA USD 138358.04000000 0.008863878852 Long ABS-MBS CORP US N 2 2035-02-25 Floating 4.54000000 N N N N N N Option One Mortgage Loan Trust N/A 68389FKR4 1240468.79000000 PA USD 1180158.44000000 0.075606603267 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.30000000 N N N N N N Option One Mortgage Loan Trust N/A 68400DAE4 3884987.63000000 PA USD 2258064.37000000 0.144662420898 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.04000000 N N N N N N Option One Mortgage Loan Trust N/A 68402CAA2 3294683.76000000 PA USD 1486946.46000000 0.095260913509 Long ABS-MBS CORP US N 2 2036-07-25 Floating 3.86000000 N N N N N N Option One Mortgage Loan Trust N/A 68402YAA4 1480390.39000000 PA USD 1341359.53000000 0.085933917333 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.90000000 N N N N N N Option One Mortgage Loan Trust N/A 68403FAA4 446466.45000000 PA USD 320980.40000000 0.020563542094 Long ABS-MBS CORP US N 2 2037-04-25 Floating 3.98000000 N N N N N N Option One Mortgage Loan Trust N/A 68403HAA0 342887.32000000 PA USD 207036.08000000 0.013263723100 Long ABS-MBS CORP US N 2 2037-05-25 Floating 4.20000000 N N N N N N Option One Mortgage Loan Trust N/A 68403KAB1 4627720.91000000 PA USD 3125636.75000000 0.200243263705 Long ABS-MBS CORP US N 2 2037-07-25 Floating 3.89000000 N N N N N N OWNIT Mortgage Loan Asset-Backed Certificates N/A 69121PAY9 9055325.88000000 PA USD 8253089.21000000 0.528732431579 Long ABS-O CORP US N 2 2036-08-25 Floating 4.59000000 N N N N N N OWNIT Mortgage Loan Asset-Backed Certificates N/A 69121PBU6 19767.45000000 PA USD 19619.39000000 0.001256912110 Long ABS-O CORP US N 2 2036-10-25 Floating 4.66000000 N N N N N N PHH Alternative Mortgage Trust N/A 69337BAA2 101567.71000000 PA USD 74669.67000000 0.004783696768 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.08000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 582000.00000000 PA USD 522375.75000000 0.033465893008 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JW8 2300000.00000000 PA USD 2226523.63000000 0.142641769997 Long DBT CORP US N 2 2028-06-15 Fixed 3.00000000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69544NAC1 4021673.72000000 PA USD 4025709.07000000 0.257906208360 Long ABS-O CORP US N 2 2032-07-15 Fixed 5.63000000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69545GAC5 5099464.34000000 PA USD 5090710.60000000 0.326135308308 Long ABS-O CORP US N 2 2032-10-15 Fixed 5.33000000 N N N N N N Pagaya AI Debt Selection Trust 254900ULYEY0HX0PKA54 69547DAB2 1162441.35000000 PA USD 1166271.25000000 0.074716923348 Long ABS-O CORP US N 2 2033-01-17 Fixed 5.37000000 N N N N N N PANAMA INFRASTRUCTURE 213800QSH7EDGMUDJW25 69828QAD9 3900000.00000000 PA USD 3176803.50000000 0.203521250826 Long DBT CORP GB N 2 2032-04-05 None 0.00000000 N N N N N N Park Place Securities Inc N/A 70069FAZ0 7961.23000000 PA USD 7912.41000000 0.000506906889 Long ABS-O CORP US N 2 2034-10-25 Floating 4.81000000 N N N N N N Park Place Securities Inc N/A 70069FCY1 8883.32000000 PA USD 8820.24000000 0.000565066828 Long ABS-O CORP US N 2 2034-12-25 Floating 5.56000000 N N N N N N Park Place Securities Inc N/A 70069FCZ8 4100872.24000000 PA USD 3918650.80000000 0.251047542716 Long ABS-O CORP US N 2 2034-12-25 Floating 5.64000000 N N N N N N Park Place Securities Inc N/A 70069FEM5 7591932.14000000 PA USD 7125421.58000000 0.456488641060 Long ABS-O CORP US N 2 2035-02-25 Floating 5.49000000 N N N N N N Pennsylvania Economic Development Financing Authority N/A 70869PFT9 5000.00000000 PA USD 5395.87000000 0.000345685281 Long DBT MUN US N 2 2039-06-15 Fixed 6.53000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638BY7 92400000.00000000 PA 29276850.79000000 1.875615313648 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCL4 1500000.00000000 PA USD 1237451.10000000 0.079277045529 Long DBT CORP MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N Pikes Peak CLO 2549000551VJRWC86112 72133JAY3 3400000.00000000 PA USD 3404039.54000000 0.218079080133 Long ABS-CBDO CORP KY N 2 2034-10-11 Floating 4.90000000 N N N N N N PIMCO PRV SHORT TERM FLT III LWVQWTQCFH3YG7CVH718 72201W154 4213.39000000 NS USD 41042.59000000 0.002629384931 Long STIV RF US N 1 N N N Popular ABS Mortgage Pass-Through Trust 5493000XG3O6HY7E1142 73316MAE7 179431.22000000 PA USD 170822.70000000 0.010943720495 Long ABS-O CORP US N 2 2036-07-25 Floating 4.26000000 N N N N N N Popular ABS Mortgage Pass-Through Trust 5493000XG3O6HY7E1142 73316PJX9 2706967.24000000 PA USD 2589028.47000000 0.165865566642 Long ABS-O CORP US N 2 2036-02-25 Floating 4.63000000 N N N N N N Public Power Generation Agency N/A 744434CW9 20000.00000000 PA USD 21871.15000000 0.001401170643 Long DBT MUN US N 2 2041-01-01 Fixed 7.24000000 N N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 746970AA0 900000.00000000 PA USD 894508.51000000 0.057306500332 Long DBT CORP QA N 2 2029-06-23 Fixed 4.63000000 N N N N N N RAAC Series N/A 74919PAE9 4918702.40000000 PA USD 4773486.07000000 0.305812385239 Long ABS-O CORP US N 2 2036-02-25 Floating 4.47000000 N N N N N N Residential Accredit Loans, Inc. N/A 74922KAA3 18258.78000000 PA USD 15140.56000000 0.000969976805 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.00000000 N N N N N N Residential Accredit Loans, Inc. N/A 74922MAA9 68379.53000000 PA USD 65220.86000000 0.004178360734 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.14000000 N N N N N N Residential Accredit Loans, Inc. N/A 74922PAC8 41214.41000000 PA USD 38311.60000000 0.002454424629 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.06000000 N N N N N N Residential Accredit Loans, Inc. N/A 74922QAA0 107658.66000000 PA USD 102036.63000000 0.006536955328 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.14000000 N N N N N N Residential Accredit Loans, Inc. N/A 74922QAB8 194984.39000000 PA USD 184730.73000000 0.011834735524 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.12000000 N N N N N N Residential Accredit Loans, Inc. N/A 74923GAC7 1791888.09000000 PA USD 1608239.45000000 0.103031523508 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.10000000 N N N N N N Residential Accredit Loans, Inc. N/A 74923HAK7 31761.18000000 PA USD 27486.42000000 0.001760911740 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6.00000000 N N N N N N Residential Accredit Loans, Inc. N/A 74923HAL5 41670.72000000 PA USD 34871.64000000 0.002234044312 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6.00000000 N N N N N N Residential Accredit Loans, Inc. N/A 749241AA3 102826.37000000 PA USD 86364.70000000 0.005532936415 Long ABS-MBS CORP US N 2 2037-11-25 Variable 3.87000000 N N N N N N Residential Accredit Loans, Inc. N/A 74924EAA5 182755.39000000 PA USD 144422.37000000 0.009252388883 Long ABS-MBS CORP US N 2 2037-10-25 Variable 4.65000000 N N N N N N RD MICHIGAN PROP OWNER I N/A 74941YAA0 6200000.00000000 PA USD 6182914.47000000 0.396107120471 Long DBT CORP US N 2 2045-03-30 Fixed 7.50000000 N N N N N N Residential Funding Mtg Sec I N/A 74958XAB0 87665.40000000 PA USD 75741.39000000 0.004852356285 Long ABS-MBS CORP US N 2 2037-04-25 Variable 5.35000000 N N N N N N Residential Accredit Loans, Inc. N/A 751150AA1 5542829.16000000 PA USD 4610764.19000000 0.295387642079 Long ABS-MBS CORP US N 2 2046-09-25 Floating 4.54000000 N N N N N N Residential Accredit Loans, Inc. N/A 751151AQ4 2773.62000000 PA USD 2122.93000000 0.000136005065 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 5.00000000 N N N N N N Residential Accredit Loans, Inc. N/A 751152AB5 79041.31000000 PA USD 73629.35000000 0.004717048885 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.13000000 N N N N N N Residential Accredit Loans, Inc. N/A 751153AA5 776043.86000000 PA USD 713108.64000000 0.045685155656 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.08000000 N N N N N N Residential Accredit Loans, Inc. N/A 75115AAA9 8582.93000000 PA USD 7232.27000000 0.000463333862 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.00000000 N N N N N N Residential Accredit Loans, Inc. N/A 75115BAB5 192400.10000000 PA USD 56808.17000000 0.003639403512 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.12000000 N N N N N N Residential Accredit Loans, Inc. N/A 75115EAD5 797906.33000000 PA USD 667575.51000000 0.042768085220 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.50000000 N N N N N N Residential Accredit Loans, Inc. N/A 75115YAA7 1171139.12000000 PA USD 1093972.18000000 0.070085098572 Long ABS-MBS CORP US N 2 2047-02-25 Floating 4.06000000 N N N N N N Residential Asset Securities Corporation N/A 75406WAE1 157777.85000000 PA USD 156515.14000000 0.010027109661 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.03000000 N N N N N N Reach Financial LLC N/A 75525PAB8 1000000.00000000 PA USD 1003528.30000000 0.064290830344 Long ABS-O CORP US N 2 2032-08-16 Fixed 5.34000000 N N N N N N Renaissance Home Equity Loan Trust N/A 75970JAF3 368066.25000000 PA USD 87567.86000000 0.005610016609 Long ABS-MBS CORP US N 2 2037-04-25 Variable 5.61000000 N N N N N N Renaissance Home Equity Loan Trust N/A 75971EAF3 2156811.43000000 PA USD 640532.23000000 0.041035563151 Long ABS-MBS CORP US N 2 2036-11-25 Variable 5.59000000 N N N N N N Renaissance Home Equity Loan Trust N/A 75971FAD5 154397.22000000 PA USD 59985.05000000 0.003842929664 Long ABS-MBS CORP US N 2 2037-09-25 Floating 4.86000000 N N N N N N Research-Driven Pagaya Motor Asset Trust I N/A 76088LAA6 533158.25000000 PA USD 531192.87000000 0.034030759954 Long ABS-O CORP US N 2 2030-03-25 Fixed 2.65000000 N N N N N N Research-Driven Pagaya Motor Asset Trust I N/A 76089EAA1 453948.22000000 PA USD 454153.04000000 0.029095219382 Long ABS-O CORP US N 2 2030-09-25 Fixed 5.32000000 N N N N N N Residential Accredit Loans, Inc. N/A 76110HZE2 24122.12000000 PA USD 24349.43000000 0.001559941132 Long ABS-MBS CORP US N 2 2034-09-25 Variable 6.51000000 N N N N N N Residential Asset Securities Corporation N/A 76110W7F7 2082717.77000000 PA USD 2033520.02000000 0.130277034148 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.42000000 N N N N N N Residential Asset Securities Corporation N/A 76110W7G5 17408000.00000000 PA USD 15753900.54000000 1.009270338345 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.65000000 N N N N N N Residential Asset Securities Corporation N/A 76110WM52 4965865.50000000 PA USD 4834443.37000000 0.309717601895 Long ABS-MBS CORP US N 2 2035-02-25 Floating 5.01000000 N N N N N N Residential Asset Securities Corporation N/A 76110WRT5 36098.21000000 PA USD 34982.01000000 0.002241115143 Long ABS-MBS CORP US N 2 2033-06-25 Floating 4.34000000 N N N N N N Residential Accredit Loans, Inc. N/A 761118CX4 345571.52000000 PA USD 236176.98000000 0.015130628755 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.26000000 N N N N N N Residential Asset Mortgage Products, INC. N/A 76112B2D1 57007.71000000 PA USD 56545.52000000 0.003622576894 Long ABS-O CORP US N 2 2036-03-25 Floating 4.36000000 N N N N N N Residential Asset Mortgage Products, INC. N/A 76112BAN0 1847307.27000000 PA USD 1840511.21000000 0.117911965162 Long ABS-O CORP US N 2 2034-08-25 Floating 5.17000000 N N N N N N Residential Asset Mortgage Products, INC. N/A 76112BED8 802767.01000000 PA USD 768519.52000000 0.049235042077 Long ABS-O CORP US N 2 2034-10-25 Floating 5.01000000 N N N N N N Residential Asset Mortgage Products, INC. N/A 76112BR36 11678.94000000 PA USD 10802.05000000 0.000692031070 Long ABS-O CORP US N 2 2035-12-25 Floating 4.20000000 N N N N N N Residential Asset Securitization Trust N/A 761136AA8 798875.67000000 PA USD 236042.76000000 0.015122029978 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6.00000000 N N N N N N Romark Credit Funding, Ltd. N/A 77588JAA4 500000.00000000 PA USD 470997.00000000 0.030174324151 Long ABS-CBDO CORP KY N 2 2039-10-25 Fixed 2.63000000 N N N N N N SG Mortgage Securities Trust N/A 78420MAB5 77454.96000000 PA USD 71749.85000000 0.004596639111 Long ABS-O CORP US N 2 2036-10-25 Floating 4.04000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 78449YAA8 2812021.74000000 PA USD 2659841.31000000 0.170402176405 Long ABS-O CORP US N 2 2051-07-17 Fixed 1.31000000 N N N N N N State Street SPDR Portfolio S&P 500 ETF 5493004K4F0RL72RIJ47 78464A854 454229.00000000 NS USD 39917644.52000000 2.557315535182 Long EC RF US N 1 N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 17600000.00000000 PA USD 17600000.00000000 1.127540313573 Long RA CORP US N 2 Repurchase N 3.66000000 2026-07-01 18097700.00000000 USD 17838564.64000000 USD UST N N N Saxon Asset Securities Trust N/A 80556XAH0 8365000.00000000 PA USD 7274308.56000000 0.466027054248 Long ABS-O CORP US N 2 2036-09-25 Floating 4.21000000 N N N N N N Securitized Asset Backed Receivables LLC Trust N/A 81375WEG7 26614.99000000 PA USD 26648.72000000 0.001707244665 Long ABS-O CORP US N 2 2035-03-25 Floating 4.81000000 N N N N N N Securitized Asset Backed Receivables LLC Trust N/A 81375WFJ0 163806.25000000 PA USD 158346.34000000 0.010144425105 Long ABS-O CORP US N 2 2036-01-25 Floating 4.72000000 N N N N N N Securitized Asset Backed Receivables LLC Trust N/A 81375WFU5 25648.09000000 PA USD 20003.69000000 0.001281532209 Long ABS-O CORP US N 2 2035-08-25 Floating 4.42000000 N N N N N N Securitized Asset Backed Receivables LLC Trust N/A 81375WGF7 1736623.60000000 PA USD 1445003.17000000 0.092573825421 Long ABS-O CORP US N 2 2035-10-25 Floating 4.41000000 N N N N N N Securitized Asset Backed Receivables LLC Trust N/A 81375WGW0 1317000.00000000 PA USD 1188951.78000000 0.076169946752 Long ABS-O CORP US N 2 2035-10-25 Floating 4.48000000 N N N N N N Securitized Asset Backed Receivables LLC Trust N/A 81377AAE2 700631.61000000 PA USD 263625.18000000 0.016889091938 Long ABS-O CORP US N 2 2036-07-25 Floating 4.24000000 N N N N N N Securitized Asset Backed Receivables LLC Trust N/A 81377EAA2 21930661.02000000 PA USD 7138033.22000000 0.457296603135 Long ABS-O CORP US N 2 2036-10-25 Floating 3.86000000 N N N N N N Securitized Asset Backed Receivables LLC Trust N/A 81377GAA7 2018209.50000000 PA USD 645097.46000000 0.041328033655 Long ABS-O CORP US N 2 2036-08-25 Floating 3.92000000 N N N N N N Securitized Asset Backed Receivables LLC Trust N/A 81377GAB5 15831.54000000 PA USD 5059.85000000 0.000324158230 Long ABS-O CORP US N 2 2036-08-25 Floating 4.10000000 N N N N N N Sequoia Mortgage Trust 549300671OK77JNRLK28 81744FCH8 47383.78000000 PA USD 47690.70000000 0.003055294706 Long ABS-MBS CORP US N 2 2034-07-20 Floating 4.31000000 N N N N N N Sequoia Mortgage Trust 549300671OK77JNRLK28 81744HAH6 46774.63000000 PA USD 30480.98000000 0.001952757599 Long ABS-MBS CORP US N 2 2046-09-20 Variable 3.44000000 N N N N N N SG Mortgage Securities Trust N/A 81879MAG4 5879000.00000000 PA USD 5010709.33000000 0.321010043703 Long ABS-O CORP US N 2 2035-10-25 Floating 4.65000000 N N N N N N Small Business Administration Participation Certs N/A 83162CRR6 1392.53000000 PA USD 1392.86000000 0.000089233284 Long ABS-O USGA US N 2 2028-03-01 Fixed 5.49000000 N N N N N N Small Business Administration Participation Certs N/A 83162CRY1 11027.82000000 PA USD 11100.12000000 0.000711126862 Long ABS-O USGA US N 2 2028-08-01 Fixed 6.02000000 N N N N N N Small Business Administration Participation Certs N/A 83162CSN4 1554.50000000 PA USD 1546.65000000 0.000099085808 Long ABS-O USGA US N 2 2029-05-01 Fixed 4.43000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 83206NAC1 7496629.12000000 PA USD 7241826.94000000 0.463946126066 Long ABS-O CORP US N 2 2055-02-16 Fixed 4.55000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 83207DAB4 780419.57000000 PA USD 785713.00000000 0.050336538772 Long ABS-O CORP US N 2 2052-11-15 Floating 5.14000000 N N N N N N Social Professional Loan Program LLC 5493002WMPR84WZ75V46 83406TAB8 307967.90000000 PA USD 297483.75000000 0.019058234133 Long ABS-O CORP US N 2 2046-05-15 Fixed 2.54000000 N N N N N N Soundview Home Equity Loan Trust N/A 83611MKZ0 597561.41000000 PA USD 560976.55000000 0.035938845175 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.23000000 N N N N N N Soundview Home Equity Loan Trust N/A 83612KAA9 574957.34000000 PA USD 504431.00000000 0.032316266358 Long ABS-MBS CORP US N 2 2037-08-25 Floating 3.93000000 N N N N N N Soundview Home Equity Loan Trust N/A 83612NAD7 2005232.87000000 PA USD 536005.16000000 0.034339058305 Long ABS-O CORP US N 2 2037-02-25 Floating 4.12000000 N N N N N N Soundview Home Equity Loan Trust N/A 83612NAE5 115083.98000000 PA USD 30831.48000000 0.001975212308 Long ABS-O CORP US N 2 2037-02-25 Floating 4.28000000 N N N N N N Soundview Home Equity Loan Trust N/A 83612TAA0 662117.67000000 PA USD 471128.24000000 0.030182732014 Long ABS-MBS CORP US N 2 2037-06-25 Floating 3.96000000 N N N N N N Soundview Home Equity Loan Trust N/A 83612TAB8 42607.83000000 PA USD 29583.87000000 0.001895284435 Long ABS-MBS CORP US N 2 2037-06-25 Floating 3.84000000 N N N N N N Soundview Home Equity Loan Trust N/A 83613DAA4 173625.31000000 PA USD 152253.70000000 0.009754101400 Long ABS-MBS CORP US N 2 2037-07-25 Floating 3.93000000 N N N N N N Soundview Home Equity Loan Trust N/A 83613FAA9 3269555.36000000 PA USD 2604904.13000000 0.166882637475 Long ABS-MBS CORP US N 2 2037-10-25 Floating 4.66000000 N N N N N N Soundview Home Equity Loan Trust N/A 83613FAD3 961731.60000000 PA USD 756613.00000000 0.048472253367 Long ABS-MBS CORP US N 2 2037-10-25 Floating 5.06000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400FZ1 1500000.00000000 PA USD 1270559.25000000 0.081398112224 Long DBT CORP US N 2 2043-10-01 Fixed 4.65000000 N N N N N N Specialty Underwriting & Residential Finance N/A 84751NAB0 2009085.64000000 PA USD 1084609.30000000 0.069485267626 Long ABS-O CORP US N 2 2037-11-25 Floating 3.90000000 N N N N N N Specialty Underwriting & Residential Finance N/A 84751PKW8 119671.78000000 PA USD 116563.59000000 0.007467621978 Long ABS-O CORP US N 2 2036-12-25 Floating 4.36000000 N N N N N N Specialty Underwriting & Residential Finance N/A 84751WAD6 33858.65000000 PA USD 20518.41000000 0.001314507638 Long ABS-O CORP US N 2 2037-06-25 Floating 4.06000000 N N N N N N Specialty Underwriting & Residential Finance N/A 84751XAC6 234761.46000000 PA USD 163687.33000000 0.010486594511 Long ABS-O CORP US N 2 2037-09-25 Floating 4.06000000 N N N N N N Specialty Underwriting & Residential Finance N/A 84752EAE3 2446568.61000000 PA USD 1809137.42000000 0.115902009877 Long ABS-O CORP US N 2 2037-04-25 Floating 4.46000000 N N N N N N Suntrust Adjustable Rate Mortgage Loan Trust N/A 855541AA6 28327.51000000 PA USD 15534.25000000 0.000995198472 Long ABS-MBS CORP US N 2 2037-01-25 Variable 6.03000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573MAA7 21469.86000000 PA USD 21200.18000000 0.001358185091 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.49000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579C30 28400.23000000 PA USD 26514.36000000 0.001698636919 Long ABS-MBS CORP US N 2 2035-11-25 Variable 3.91000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579HD3 6883.25000000 PA USD 6838.43000000 0.000438102585 Long ABS-MBS CORP US N 2 2035-01-25 Variable 3.85000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579JG4 1839.92000000 PA USD 1721.72000000 0.000110301631 Long ABS-MBS CORP US N 2 2035-01-25 Floating 5.14000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579V47 16008.45000000 PA USD 12843.25000000 0.000822800121 Long ABS-MBS CORP US N 2 2036-03-25 Variable 4.72000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579VV7 17323.31000000 PA USD 8485.58000000 0.000543626905 Long ABS-MBS CORP US N 2 2035-08-25 Variable 4.60000000 N N N N N N Structured Asset Securities Corporation N/A 86358BAT9 183602.70000000 PA USD 180808.69000000 0.011583470853 Long ABS-O CORP US N 2 2037-02-25 Floating 4.18000000 N N N N N N Structured Asset Investment Loan Trust N/A 86358EA97 49427.46000000 PA USD 46629.93000000 0.002987336698 Long ABS-O CORP US N 2 2036-01-25 Floating 4.38000000 N N N N N N Structured Asset Investment Loan Trust N/A 86358EDG8 83564.09000000 PA USD 81996.01000000 0.005253057206 Long ABS-O CORP US N 2 2033-08-25 Floating 4.71000000 N N N N N N Structured Asset Investment Loan Trust N/A 86358EEC6 119923.51000000 PA USD 109927.56000000 0.007042486106 Long ABS-O CORP US N 2 2033-08-25 Floating 6.91000000 N N N N N N Structured Asset Investment Loan Trust N/A 86358EQK5 277401.47000000 PA USD 273531.00000000 0.017523706222 Long ABS-O CORP US N 2 2035-02-25 Floating 4.54000000 N N N N N N Structured Asset Investment Loan Trust N/A 86358ETJ5 149858.92000000 PA USD 146516.99000000 0.009386580275 Long ABS-O CORP US N 2 2035-06-25 Floating 4.69000000 N N N N N N Structured Asset Securities Corporation N/A 86359AYX5 43.18000000 PA USD 42.50000000 0.000002722753 Long ABS-MBS CORP US N 2 2033-06-25 Variable 6.03000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 86359BGG0 238.32000000 PA USD 231.16000000 0.000014809216 Long ABS-MBS CORP US N 2 2034-02-25 Variable 5.92000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LEV7 1220.32000000 PA USD 1218.65000000 0.000078072556 Long ABS-MBS CORP US N 2 2035-02-19 Floating 4.45000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LRW1 1976.34000000 PA USD 1695.09000000 0.000108595585 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.32000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LRY7 8254.13000000 PA USD 7149.54000000 0.000458033782 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.15000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LSM2 27490.67000000 PA USD 25428.49000000 0.001629070885 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.22000000 N N N N N N Structured Asset Securities Corporation N/A 86359YAD3 6006.09000000 PA USD 5813.98000000 0.000372471410 Long ABS-O CORP US N 2 2036-03-25 Floating 3.92000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86360JAN1 9175.26000000 PA USD 2910.41000000 0.000186454807 Long ABS-MBS CORP US N 2 2046-05-25 Floating 4.20000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86360KAA6 9554.84000000 PA USD 8824.89000000 0.000565364729 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.18000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86360UAC0 31469.86000000 PA USD 25926.91000000 0.001661002058 Long ABS-MBS CORP US N 2 2046-07-25 Floating 4.14000000 N N N N N N Structured Asset Investment Loan Trust N/A 86360WAB8 21514.69000000 PA USD 15810.73000000 0.001012911105 Long ABS-O CORP US N 2 2036-07-25 Floating 4.02000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 86361BAF4 26026.71000000 PA USD 20694.54000000 0.001325791370 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.06000000 N N N N N N Structured Asset Securities Corporation N/A 86361CAE5 2456458.59000000 PA USD 2278614.18000000 0.145978940172 Long ABS-O CORP US N 2 2046-08-25 Floating 4.07000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86361HAB0 102119.56000000 PA USD 91111.92000000 0.005837066070 Long ABS-MBS CORP US N 2 2036-08-25 Floating 3.88000000 N N N N N N Structured Asset Investment Loan Trust N/A 86361KAA5 5627414.96000000 PA USD 3456624.45000000 0.221447921378 Long ABS-O CORP US N 2 2036-09-25 Floating 3.94000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 86364YAA2 308679.52000000 PA USD 270791.55000000 0.017348203931 Long ABS-MBS CORP US N 2 2037-12-25 Floating 6.06000000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 873923AC0 4400000.00000000 PA USD 4363755.75000000 0.279563098108 Long DBT CORP US N 2 2029-03-24 Fixed 4.50000000 N N N N N N Thayer Park CLO, Ltd. 5493000PRLDBEVKBE571 883310AW4 2700000.00000000 PA USD 2703300.02000000 0.173186349558 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 4.68000000 N N N N N N Thornburg Mortgage Securities Trust N/A 885220EW9 18863.32000000 PA USD 18521.17000000 0.001186554876 Long ABS-MBS CORP US N 2 2044-03-25 Variable 2.69000000 N N N N N N Thornburg Mortgage Securities Trust N/A 885220GF4 27591.02000000 PA USD 27434.45000000 0.001757582292 Long ABS-MBS CORP US N 2 2044-12-25 Variable 5.27000000 N N N N N N Thornburg Mortgage Securities Trust N/A 88522XAC5 59915.31000000 PA USD 59121.05000000 0.003787577684 Long ABS-MBS CORP US N 2 2047-06-25 Floating 6.04000000 N N N N N N Thornburg Mortgage Securities Trust N/A 88522XAE1 17833.39000000 PA USD 15572.48000000 0.000997647669 Long ABS-MBS CORP US N 2 2047-06-25 Floating 6.04000000 N N N N N N TORREY PINES RE LTD N/A 89141WAP7 250000.00000000 PA USD 251637.50000000 0.016121103730 Long DBT CORP BM N 2 2034-06-07 Floating 6.79000000 N N N N N N Towd Point Mortgage Trust 25490010CSYSAQU59J50 89175JAE0 1031000.00000000 PA USD 875581.08000000 0.056093918494 Long ABS-MBS CORP US N 2 2057-10-25 Variable 3.25000000 N N N N N N Towd Point Mortgage Trust 25490010CSYSAQU59J50 89176EAA8 348.77000000 PA USD 347.98000000 0.000022293265 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.00000000 N N N N N N Towd Point Mortgage Trust 25490010CSYSAQU59J50 89177HAA0 14186.73000000 PA USD 14442.68000000 0.000925267269 Long ABS-MBS CORP US N 2 2058-05-25 Floating 4.76000000 N N N N N N Towd Point Mortgage Trust 25490010CSYSAQU59J50 89177XAA5 18227.61000000 PA USD 18255.93000000 0.001169562331 Long ABS-MBS CORP US N 2 2059-10-25 Floating 4.76000000 N N N N N N Towd Point Mortgage Trust 25490010CSYSAQU59J50 89178BAA2 400505.04000000 PA USD 383752.27000000 0.024585008798 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.90000000 N N N N N N Towd Point Mortgage Trust 25490010CSYSAQU59J50 89180LAA6 2093395.24000000 PA USD 2052473.97000000 0.131491314984 Long ABS-MBS CORP US N 2 2061-12-25 Variable 2.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797RG4 200000.00000000 PA USD 199278.00000000 0.012766703330 Long STIV UST US N 2 2026-08-06 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797TN7 225000.00000000 PA USD 224663.06000000 0.014392991881 Long STIV UST US N 2 2026-07-16 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797TP2 68000.00000000 PA USD 67851.09000000 0.004346865869 Long STIV UST US N 2 2026-07-23 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797TQ0 4253000.00000000 PA USD 4240703.13000000 0.271679757782 Long STIV UST US N 2 2026-07-30 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797TW7 147000.00000000 PA USD 146360.39000000 0.009376547729 Long STIV UST US N 2 2026-08-13 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797TX5 2100000.00000000 PA USD 2089300.20000000 0.133850579696 Long STIV UST US N 2 2026-08-20 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797TY3 5800000.00000000 PA USD 5766333.90000000 0.369418973510 Long STIV UST US N 2 2026-08-27 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UF2 400000.00000000 PA USD 397132.59000000 0.025442216196 Long STIV UST US N 2 2026-09-10 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UH8 1315000.00000000 PA USD 1303662.91000000 0.083518891269 Long STIV UST US N 2 2026-09-24 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UP0 34000.00000000 PA USD 33956.14000000 0.002175392996 Long STIV UST US N 2 2026-07-14 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UQ8 2212000.00000000 PA USD 2207580.29000000 0.141428168887 Long STIV UST US N 2 2026-07-21 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UR6 1278000.00000000 PA USD 1274541.02000000 0.081653203485 Long STIV UST US N 2 2026-07-28 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797US4 5300000.00000000 PA USD 5281958.11000000 0.338387539979 Long STIV UST US N 2 2026-08-04 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UT2 2870000.00000000 PA USD 2858138.21000000 0.183106025769 Long STIV UST US N 2 2026-08-11 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UW5 1000000.00000000 PA USD 993744.46000000 0.063664030684 Long STIV UST US N 2 2026-09-01 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797VB0 800000.00000000 PA USD 794377.78000000 0.050891646088 Long STIV UST US N 2 2026-09-08 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QE1 3734300.00000000 PA USD 3714607.39000000 0.237975544393 Long DBT UST US N 2 2040-02-15 Fixed 4.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SC3 124400.00000000 PA USD 93499.23000000 0.005990008585 Long DBT UST US N 2 2048-05-15 Fixed 3.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SD1 473400.00000000 PA USD 346968.92000000 0.022228491185 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SF6 17298200.00000000 PA USD 12616874.63000000 0.808297430490 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SJ8 145600.00000000 PA USD 90596.19000000 0.005804025936 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810ST6 4100000.00000000 PA USD 2651947.28000000 0.169896447026 Long DBT UST US N 2 2040-11-15 Fixed 1.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TT5 100000.00000000 PA USD 87373.05000000 0.005597536147 Long DBT UST US N 2 2053-08-15 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UB2 27300000.00000000 PA USD 26381824.29000000 1.690146047306 Long DBT UST US N 2 2044-05-15 Fixed 4.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UN6 671500.00000000 PA USD 666568.67000000 0.042703582226 Long DBT UST US N 2 2045-08-15 Fixed 4.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286T2 2075100.00000000 PA USD 1976046.39000000 0.126594998080 Long DBT UST US N 2 2029-05-15 Fixed 2.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNN7 21600000.00000000 PA USD 21346875.00000000 1.367583075643 Long DBT UST US N 2 2030-07-31 Fixed 3.88000000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 -18663877.61000000 PA USD -18663877.61000000 -1.19569740982 Short RA CORP US N 2 Reverse repurchase N 3.79000000 2026-07-01 18655505.66000000 USD 19156100.22000000 USD AMBS N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -1074636.56000000 PA USD -1074636.56000000 -0.06884636612 Short RA CORP US N 2 Reverse repurchase N 3.25000000 2026-07-31 1100000.00000000 USD 1111644.96000000 USD CDS N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AB9 1650000.00000000 PA USD 1649959.05000000 0.105704280944 Long DBT US N 2 2028-02-15 Fixed 4.75000000 N N N N N N Wells Fargo Securities LLC VYVVCKR63DVZZN70PB21 000000000 -32263568.16000000 PA USD -32263568.16000000 -2.06695873637 Short RA CORP US N 2 Reverse repurchase N 3.77000000 2026-07-01 32734526.33000000 USD 33612911.84000000 USD AMBS N N N Wells Fargo Securities LLC VYVVCKR63DVZZN70PB21 000000000 -36043015.46000000 PA USD -36043015.46000000 -2.30908823601 Short RA CORP US N 2 Reverse repurchase N 3.77000000 2026-07-13 37241317.30000000 USD 37502998.37000000 USD AMBS N N N Wells Fargo Securities LLC VYVVCKR63DVZZN70PB21 000000000 -8574168.63000000 PA USD -8574168.63000000 -0.54930231736 Short RA CORP US N 2 Reverse repurchase N 3.80000000 2026-07-13 10290135.09000000 USD 8843817.71000000 USD AMBS N N N VIPER ENERGY PARTNERS LL 54930010ZZ02MRGRI973 92764MAB0 500000.00000000 PA USD 508215.00000000 0.032558687526 Long DBT CORP US N 2 2035-08-01 Fixed 5.70000000 N N N N N N VITALITY RE XVI LTD N/A 92849FAC2 250000.00000000 PA USD 248962.50000000 0.015949730415 Long DBT CORP KY N 2 2030-01-08 Floating 7.26000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 9292274D5 8761.63000000 PA USD 8647.90000000 0.000554025902 Long ABS-MBS CORP US N 2 2033-06-25 Variable 5.70000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922F3L0 9960.54000000 PA USD 9152.82000000 0.000586373496 Long ABS-MBS CORP US N 2 2035-10-25 Variable 4.41000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922F4C9 87495.39000000 PA USD 82930.91000000 0.005312951378 Long ABS-MBS CORP US N 2 2035-12-25 Variable 4.64000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922F4M7 5778.68000000 PA USD 5636.98000000 0.000361131943 Long ABS-MBS CORP US N 2 2045-10-25 Floating 4.34000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922F5U8 2872.08000000 PA USD 2714.37000000 0.000173895545 Long ABS-MBS CORP US N 2 2045-11-25 Floating 4.32000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922F5Y0 1209756.08000000 PA USD 1164950.59000000 0.074632315542 Long ABS-MBS CORP US N 2 2045-11-25 Floating 4.92000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922F7P7 3932157.01000000 PA USD 3663389.36000000 0.234694272029 Long ABS-MBS CORP US N 2 2045-12-25 Floating 4.30000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922F7Q5 187282.90000000 PA USD 173240.86000000 0.011098639409 Long ABS-MBS CORP US N 2 2045-12-25 Floating 4.34000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FD21 194.29000000 PA USD 192.00000000 0.000012300439 Long ABS-MBS CORP US N 2 2045-01-25 Floating 4.38000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FQ50 10440.17000000 PA USD 10891.29000000 0.000697748212 Long ABS-MBS CORP US N 2 2035-08-25 Variable 5.38000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92925CBA9 6522.63000000 PA USD 6596.45000000 0.000422600187 Long ABS-MBS CORP US N 2 2045-12-25 Floating 4.30000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92925CBJ0 655759.95000000 PA USD 654536.43000000 0.041932739291 Long ABS-MBS CORP US N 2 2045-12-25 Floating 4.56000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92925CCC4 824204.68000000 PA USD 747834.70000000 0.047909873417 Long ABS-MBS CORP US N 2 2046-01-25 Floating 4.81000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92925CDA7 126421.21000000 PA USD 117715.05000000 0.007541390022 Long ABS-MBS CORP US N 2 2046-02-25 Floating 4.74000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92925DAB6 9304.99000000 PA USD 8394.52000000 0.000537793165 Long ABS-MBS CORP US N 2 2046-12-25 Floating 3.75000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92925DAD2 8458.18000000 PA USD 7780.03000000 0.000498425992 Long ABS-MBS CORP US N 2 2046-12-25 Floating 3.76000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92925GAJ2 20178.63000000 PA USD 18599.67000000 0.001191583962 Long ABS-MBS CORP US N 2 2036-12-25 Variable 4.03000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92925VAK6 12508.15000000 PA USD 10939.98000000 0.000700867527 Long ABS-MBS CORP US N 2 2037-02-25 Variable 3.99000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92925VAP5 93035.14000000 PA USD 88031.27000000 0.005639704873 Long ABS-MBS CORP US N 2 2037-02-25 Variable 3.99000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92927BAA0 23625.36000000 PA USD 20110.35000000 0.001288365360 Long ABS-MBS CORP US N 2 2047-07-25 Floating 4.55000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92927XAC8 61463.38000000 PA USD 54034.17000000 0.003461687783 Long ABS-MBS CORP US N 2 2037-06-25 Variable 3.67000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92927XAE4 190306.76000000 PA USD 174546.85000000 0.011182307385 Long ABS-MBS CORP US N 2 2037-06-25 Variable 4.03000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 933635AA2 1657969.38000000 PA USD 1496933.14000000 0.095900708072 Long ABS-MBS CORP US N 2 2047-03-25 Floating 4.44000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 933637AE0 35258.17000000 PA USD 31353.06000000 0.002008627221 Long ABS-MBS CORP US N 2 2037-01-25 Variable 3.41000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 93363QAC2 385994.40000000 PA USD 339770.53000000 0.021767327837 Long ABS-MBS CORP US N 2 2046-11-25 Floating 5.24000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 93363RAA4 265938.19000000 PA USD 240751.29000000 0.015423680967 Long ABS-MBS CORP US N 2 2046-10-25 Floating 4.62000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 93363RAB2 415380.63000000 PA USD 399922.03000000 0.025620921085 Long ABS-MBS CORP US N 2 2046-10-25 Floating 5.24000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 93364BAA8 1356349.80000000 PA USD 1175643.45000000 0.075317351378 Long ABS-MBS CORP US N 2 2047-06-25 Floating 4.49000000 N N N N N N WAMU Asset-Backed Certificates N/A 93364EAA2 73857.14000000 PA USD 70448.88000000 0.004513292741 Long ABS-MBS CORP US N 2 2037-05-25 Floating 3.99000000 N N N N N N WAMU Asset-Backed Certificates N/A 93364EAD6 335123.12000000 PA USD 303483.24000000 0.019442590204 Long ABS-MBS CORP US N 2 2037-05-25 Floating 4.00000000 N N N N N N Washington Mutual MSC Mortgage Pass-Through CTFS N/A 939336PL1 16.48000000 PA USD 16.66000000 0.000001067319 Long ABS-MBS CORP US N 2 2033-02-25 Variable 5.98000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 939336V91 21623.47000000 PA USD 21117.04000000 0.001352858744 Long ABS-MBS CORP US N 2 2035-01-25 Variable 4.88000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 939336X40 369.94000000 PA USD 362.67000000 0.000023234377 Long ABS-MBS CORP US N 2 2045-01-25 Floating 4.40000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 939336X57 288297.59000000 PA USD 279771.10000000 0.017923476921 Long ABS-MBS CORP US N 2 2045-01-25 Floating 4.54000000 N N N N N N Washington Mutual Mortgage Pass-Through CTFS N/A 939346AA0 46193.99000000 PA USD 42269.44000000 0.002707982820 Long ABS-MBS CORP US N 2 2046-11-25 Floating 4.57000000 N N N N N N Washington Mutual Mortgage Pass-Through CTFS N/A 93934FJQ6 292965.71000000 PA USD 256646.46000000 0.016442001703 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.26000000 N N N N N N Washington Mutual Mortgage Pass-Through CTFS N/A 93934FMN9 35679.07000000 PA USD 33174.53000000 0.002125319315 Long ABS-MBS CORP US N 2 2046-04-25 Floating 4.68000000 N N N N N N Washington Mutual Asset-Backed CTFS N/A 93934MAA5 1394951.41000000 PA USD 1309102.05000000 0.083867348633 Long ABS-O CORP US N 2 2036-08-25 Floating 4.07000000 N N N N N N Washington Mutual Mortgage Pass-Through CTFS N/A 939355AB9 544555.91000000 PA USD 523075.58000000 0.033510727471 Long ABS-MBS CORP US N 2 2047-02-25 Floating 4.49000000 N N N N N N Washington Mutual Mortgage Pass-Through CTFS N/A 93935HAB3 315840.94000000 PA USD 79590.94000000 0.005098976900 Long ABS-MBS CORP US N 2 2036-09-25 Floating 3.68000000 N N N N N N Washington Mutual Mortgage Pass-Through CTFS N/A 93935HAH0 604386.36000000 PA USD 153234.12000000 0.009816911801 Long ABS-MBS CORP US N 2 2036-09-25 Variable 3.81000000 N N N N N N Washington Mutual Asset-Backed CTFS N/A 93935KAB6 670818.49000000 PA USD 209575.44000000 0.013426406666 Long ABS-O CORP US N 2 2036-11-25 Floating 3.88000000 N N N N N N Washington Mutual Mortgage Pass-Through CTFS N/A 93935LAB4 75431.05000000 PA USD 67799.78000000 0.004343578704 Long ABS-MBS CORP US N 2 2046-10-25 Floating 4.59000000 N N N N N N Washington State Convention Center Public Facilities District N/A 93976AAH5 605000.00000000 PA USD 647240.01000000 0.041465295672 Long DBT MUN US N 2 2040-07-01 Fixed 6.79000000 N N N N N N Wellfleet CLO Ltd 2549004R1NTM2HJCGO78 94950CAL0 1900000.00000000 PA USD 1902322.56000000 0.121871896353 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 4.86000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust 549300EZH20KSD9JD814 949789AA9 11439.95000000 PA USD 10531.04000000 0.000674668871 Long ABS-MBS CORP US N 2 2036-12-25 Variable 6.29000000 N N N N N N Wells Fargo Home Equity Trust N/A 9497EMAJ4 67424.53000000 PA USD 67414.97000000 0.004318925932 Long ABS-O CORP US N 2 2035-12-25 Floating 4.51000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust 549300EZH20KSD9JD814 94984GAD9 1883.52000000 PA USD 1820.13000000 0.000116606247 Long ABS-MBS CORP US N 2 2036-09-25 Variable 6.16000000 N N N N N N Wells Fargo Alternative Loan Trust N/A 94984UAE6 2017.06000000 PA USD 1910.95000000 0.000122424611 Long ABS-MBS CORP US N 2 2037-07-25 Variable 6.31000000 N N N N N N Wells Fargo Alternative Loan Trust N/A 94985GAH9 55479.82000000 PA USD 49090.39000000 0.003144965553 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.25000000 N N N N N N CS AT1 CLAIMS US225401AJ72 549300506SI9CRFV9Z86 000000000 2260000.00000000 PA USD 796650.00000000 0.051037215386 Long DBT CORP US N 2 2060-12-31 None 0.00000000 N N N N N N CS AT1 CLAIMS US225401AR98 549300506SI9CRFV9Z86 000000000 2400000.00000000 PA USD 846000.00000000 0.054198812800 Long DBT CORP US N 2 2060-12-31 None 0.00000000 N N N N N N CS AT1 CLAIMS US225436AA21 549300506SI9CRFV9Z86 000000000 2800000.00000000 PA USD 987000.00000000 0.063231948266 Long DBT CORP US N 2 2060-12-31 None 0.00000000 N N N N N N CS AT1 CLAIMS XS0989394589 549300506SI9CRFV9Z86 000000000 1100000.00000000 PA USD 387750.00000000 0.024841122533 Long DBT CORP US N 2 2060-12-31 None 0.00000000 N N N N N N CS AT1 CLAIMS US225401AK46 549300506SI9CRFV9Z86 000000000 200000.00000000 PA USD 70500.00000000 0.004516567733 Long DBT CORP US N 2 2060-12-31 None 0.00000000 N N N N N N CS AT1 CLAIMS US22546DAB29 549300506SI9CRFV9Z86 000000000 4400000.00000000 PA USD 1551000.00000000 0.099364490133 Long DBT CORP US N 2 2060-12-31 None 0.00000000 N N N N N N CS AT1 CLAIMS US225401AL29 549300506SI9CRFV9Z86 000000000 1006000.00000000 PA USD 354615.00000000 0.022718335698 Long DBT CORP US N 2 2060-12-31 None 0.00000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 50000000.00000000 PA 2948473.75000000 0.188893353218 Long DBT NUSS ZA N 2 2031-02-28 Fixed 7.00000000 N N N N N N Nigeria OMO Bill 549300G1JG004Y3K8S97 000000000 1285900000.00000000 PA 837820.43000000 0.053674790361 Long STIV NUSS NG N 2 2027-01-14 Variable 0.01000000 N N N N N N Nigeria OMO Bill 549300G1JG004Y3K8S97 000000000 1602400000.00000000 PA 1034787.70000000 0.066293457257 Long STIV NUSS US N 2 2027-01-28 Fixed 17.15000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 44000000.00000000 PA 2676021.98000000 0.171438787639 Long DBT NUSS ZA N 2 2037-01-31 Fixed 8.50000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 33700000.00000000 PA 2080265.20000000 0.133271754313 Long DBT NUSS ZA N 2 2032-03-31 Fixed 8.25000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 7200000.00000000 PA 2281313.05000000 0.146151842713 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 2570000.00000000 PA 2841427.82000000 0.182035478134 Long DBT NUSS CI N 2 2048-03-22 Fixed 6.63000000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 365000000.00000000 PA 397152.49000000 0.025443491085 Long DBT NUSS CL N 2 2030-09-01 Fixed 4.70000000 N N N N N N Cairn CLO BV 549300TJNM6WMNNV4384 000000000 237176.85000000 PA 271218.75000000 0.017375572410 Long ABS-CBDO CORP IE N 2 2030-01-31 Floating 2.82000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 1907776400.00000000 PA 503033.41000000 0.032226730048 Long DBT NUSS CO N 2 2029-04-18 Fixed 2.25000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 2790000.00000000 PA USD 2413350.00000000 0.154610762259 Long DBT NUSS EC N 2 2030-07-31 None 0.00000000 N N N N N N Carlyle Euro CLO 63540012YBWEYXRWOE16 000000000 1492047.09000000 PA 1705794.14000000 0.109281344290 Long ABS-CBDO CORP IE N 2 2032-08-15 Floating 3.17000000 N N N N N N Sculptor European CLO 635400LLV8UFATLHHM75 000000000 10977737.10000000 PA 12565824.24000000 0.805026897947 Long ABS-CBDO CORP IE N 2 2034-10-15 Floating 3.25000000 N N N N N N Black Diamond CLO Ltd 549300I3ISWDFTMO5713 000000000 678290.35000000 PA 775396.10000000 0.049675588735 Long ABS-CBDO CORP IE N 2 2032-05-15 Floating 3.26000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 16370100000.00000000 PA 5053811.38000000 0.323771367508 Long DBT NUSS CO N 2 2033-02-09 Fixed 13.25000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 20800000.00000000 PA 6817142.19000000 0.436738786510 Long DBT NUSS PE N 2 2033-08-12 Fixed 7.30000000 N N N N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 700000.00000000 PA 15057.89000000 0.000964680568 Long DBT NUSS TR N 2 2026-08-19 Floating 40.76000000 N N N N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 104700000.00000000 PA 2266078.69000000 0.145175856630 Long DBT NUSS TR N 2 2028-05-17 Floating 40.76000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 38000000.00000000 PA 11941983.62000000 0.765060679294 Long DBT NUSS PE N 2 2039-08-12 Fixed 7.60000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 000000000 2100000.00000000 PA 2446483.63000000 0.156733461325 Long DBT CORP US N 2 2032-07-22 Fixed 3.90000000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 1255000000.00000000 PA 1420572.36000000 0.091008670695 Long DBT NUSS CL N 2 2029-10-01 Fixed 5.80000000 N N N N N N EGYPT GOVERNMENT BOND 529900GFIVH4086NMH82 000000000 169400000.00000000 PA 3346727.50000000 0.214407396295 Long DBT NUSS EG N 2 2028-03-04 Fixed 21.95000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 3560000.00000000 PA 4318141.86000000 0.276640853800 Long DBT NUSS RO N 2 2039-07-11 Fixed 6.75000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 18911500000.00000000 PA 5772394.27000000 0.369807229844 Long DBT NUSS CO N 2 2040-11-28 Fixed 12.75000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 75032100000.00000000 PA 21306603.49000000 1.365003089790 Long DBT NUSS CO N 2 2029-08-22 Fixed 11.00000000 N N N N N N OCP Euro CLO 635400NSID6FARUW3W95 000000000 2500000.00000000 PA 2858735.80000000 0.183144310247 Long ABS-CBDO CORP IE N 2 2039-10-20 Floating 3.47000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 70718300000.00000000 PA 20321823.80000000 1.301913385218 Long DBT NUSS CO N 2 2035-01-24 Fixed 11.75000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 299600000.00000000 PA 216798.68000000 0.013889162024 Long STIV NUSS NG N 2 2026-07-07 None 0.00000000 N N N N N N KONA SPC LTD 254900UKS4SVVOMZWX26 000000000 1000000.00000000 PA 1143033.72000000 0.073228215856 Long DBT CORP KY N 3 2026-09-15 Floating 5.72000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 2897331724.00000000 PA 840350.12000000 0.053836854421 Long DBT NUSS CO N 2 2031-01-22 Fixed 6.50000000 N N N N N N EGYPT TREASURY BILL 529900GFIVH4086NMH82 000000000 11000000.00000000 PA 210164.26000000 0.013464129296 Long STIV NUSS EG N 2 2026-10-13 None 0.00000000 N N N N N N EGYPT TREASURY BILL 529900GFIVH4086NMH82 000000000 2000000.00000000 PA 38046.81000000 0.002437460913 Long STIV NUSS EG N 2 2026-10-20 None 0.00000000 N N N N N N EGYPT GOVERNMENT BOND 529900GFIVH4086NMH82 000000000 125400000.00000000 PA 2432908.04000000 0.155863743995 Long DBT NUSS EG N 2 2030-10-14 Fixed 19.70000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 35700000.00000000 PA 25343.23000000 0.001623608721 Long STIV NUSS NG N 2 2026-08-04 None 0.00000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 414100000.00000000 PA 293001.01000000 0.018771048334 Long STIV NUSS NG N 2 2026-08-11 None 0.00000000 N N N N N N GSG BIDCO LTD 984500F49D98F3GDZ668 000000000 2200000.00000000 PA 2495269.07000000 0.159858890320 Long DBT CORP JE N 2 2036-06-15 Fixed 5.38000000 N N N N N N GSG BIDCO LTD 984500F49D98F3GDZ668 000000000 2100000.00000000 PA 2379952.17000000 0.152471137275 Long DBT CORP JE N 2 2031-06-15 Fixed 4.70000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 1097900000.00000000 PA 773756.28000000 0.049570534010 Long STIV NUSS NG N 2 2026-08-18 None 0.00000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 116500000.00000000 PA 81803.47000000 0.005240722171 Long STIV NUSS NG N 2 2026-08-25 None 0.00000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 000000000 4000000.00000000 PA 4586990.13000000 0.293864561905 Long DBT NUSS BR N 2 2030-04-23 Fixed 4.00000000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 1800000.00000000 PA USD 1809040.46000000 0.115895798155 Long DBT CORP KY N 2 2029-04-27 Floating 4.68000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 000000000 400000.00000000 PA 487602.22000000 0.031238134093 Long DBT NUSS CR N 2 2033-04-27 Fixed 5.95000000 N N N N N N FIRST ABU DHABI BANK PJS 2138002Y3WMK6RZS8H90 000000000 2000000.00000000 PA USD 1999560.00000000 0.128101392580 Long DBT CORP AE N 2 2031-06-03 Floating 4.79000000 N N N N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 435.00000000 NC 648594.83000000 0.041552091931 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Long Three Month SONIA Index Futures SFIH7 Index 2027-06-15 103856654.55000000 GBP 648594.83000000 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 -15.00000000 NC 8966.69000000 0.000574449116 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Short 3 Month Euro Euribor Futures ERM7 Comdty 2027-06-14 -3659972.62000000 EUR 8966.69000000 N N N ICE Futures U.S. Energy Division N/A 000000000 235.00000000 NC USD -97197.50000000 -0.00622693747 N/A DCO US N 1 ICE Futures U.S. Energy Division N/A Long California Carbon Allowance Vintage Futures KBCZ26 Comdty 2026-12-24 7842797.50000000 USD -97197.50000000 N N N The Montreal Exchange/Bourse De Montreal 549300DKBYNOI0B1NP44 000000000 7.00000000 NC 959.88000000 0.000061494511 N/A DIR CA N 1 The Montreal Exchange/Bourse De Montreal 549300DKBYNOI0B1NP44 Long 3-Month CORRA Futures CORH7 Comdty 2027-06-15 1702701.15000000 CAD 959.88000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 2434.00000000 NC USD 1426203.42000000 0.091369423375 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYU6 Comdty 2026-09-21 265762344.67000000 USD 1426203.42000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 1.00000000 NC 2672.59000000 0.000171218918 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 30 Year Euro BUXL Futures UBU6 Comdty 2026-09-08 108880.96000000 EUR 2672.59000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 594.00000000 NC USD -54638.78000000 -0.00350042199 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUU6 Comdty 2026-09-30 122476646.44000000 USD -54638.78000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -648.00000000 NC USD 117573.05000000 0.007532292821 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra Long-Term U.S. Treasury Bond Futures WNU6 Comdty 2026-09-21 -75052698.05000000 USD 117573.05000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -892.00000000 NC USD -1148856.47000000 -0.07360124911 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYU6 Comdty 2026-09-21 -99026925.23000000 USD -1148856.47000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 273.00000000 NC USD 379267.98000000 0.024297723698 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USU6 Comdty 2026-09-21 30491060.15000000 USD 379267.98000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1078.00000000 NC USD -219481.43000000 -0.01406103184 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVU6 Comdty 2026-09-30 115544427.01000000 USD -219481.43000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 166.00000000 NC 198198.68000000 0.012697556920 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-BTP Italian Bond Futures IKU6 Comdty 2026-09-08 19638637.11000000 EUR 198198.68000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -825.00000000 NC -432139.78000000 -0.02768494449 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short French Government Bond Futures OATU6 Comdty 2026-09-08 -98605292.56000000 EUR -432139.78000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 331.00000000 NC 369714.53000000 0.023685683925 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 10 Year Australian Bond Futures XMU6 Comdty 2026-09-15 35815593.10000000 AUD 369714.53000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -21.00000000 NC -7171.58000000 -0.00045944577 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE 3 Year Australian Bond Futures YMU6 Comdty 2026-09-15 -2186115.90000000 AUD -7171.58000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -317.00000000 NC USD -1081540.05000000 -0.06928863676 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Adjusted Interest Rate S&P 500 Total Return Index Futures AXRU6 Index 2026-09-18 -115467551.70000000 USD -1081540.05000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 -68.00000000 NC -134331.56000000 -0.00860592325 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short TSE Japanese 10 Year Bond Futures JBU6 Comdty 2026-09-14 -8666518360.00000000 JPY -134331.56000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -52.00000000 NC USD -635343.80000000 -0.04070316747 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Adjusted Interest Rate S&P 500 Total Return Index Futures AXRM6 Index 2026-07-17 -18447954.20000000 USD -635343.80000000 N N N Merrill Lynch Pierce Fenner & Smith, Inc. 8NAV47T0Y26Q87Y0QP81 000000000 219.00000000 NC USD 16206.00000000 0.001038233995 N/A DCO US N 1 Merrill Lynch Pierce Fenner & Smith, Inc. 8NAV47T0Y26Q87Y0QP81 Call Purchased RBC Capital Markets LLC 549300LCO2FLSSVFFR64 RBC Capital Markets LLC 549300LCO2FLSSVFFR64 N/A 219.00000000 NC N/A 16206.00000000 0.00000000 DCO US Short California Carbon Allowance Vintage KBCZ2 Comdty 2026-12-24 219.00000000 USD 1000.00000000 45.00000000 USD 2026-12-15 XXXX -78533.97000000 N N N SLM Student Loan Trust 549300X8NQUWETBWGE24 000000000 530834.85000000 PA 567666.30000000 0.036367422608 Long ABS-O CORP US N 2 2039-10-25 Floating 2.57000000 N N N N N N Eurohome UK Mortgages Plc 2138009XX8M6MTY8SG15 000000000 354.99000000 PA 470.05000000 0.000030113654 Long ABS-MBS CORP GB N 2 2044-06-15 Floating 4.02000000 N N N N N N BANK OF INDUSTRY LIMITED 5493006N5JD4B34R6G14 000000000 1937500.00000000 PA 2208990.02000000 0.141518482945 Long LON CORP NG N 2 2027-08-23 Floating 3.90000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 000000000 2000000.00000000 PA 2300615.29000000 0.147388436676 Long LON NUSS IE N 3 2027-04-01 Floating 4.98000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 37700000.00000000 NC USD 2062740.42000000 0.132149032953 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Purchased Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A 37700000.00000000 OU Notional Amount N/A 2062740.42000000 0.13000000 DIR US N/A N/A 2045-08-02 0.00000000 N/A 0.00000000 N/A 37700000.00000000 USD 1.00000000 4.48500000 USD 2035-07-31 XXXX -1256744.58000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 37700000.00000000 NC USD 1916792.41000000 0.122798904262 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Purchased Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A 37700000.00000000 OU Notional Amount N/A 1916792.41000000 0.12000000 DIR US N/A N/A 2045-08-02 0.00000000 N/A 0.00000000 N/A 37700000.00000000 USD 1.00000000 4.48500000 USD 2035-07-31 XXXX -1402692.59000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 11100000.00000000 NC USD 564360.63000000 0.036155645552 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 11100000.00000000 OU Notional Amount N/A 564360.63000000 0.04000000 DIR US N/A N/A 2045-08-02 0.00000000 N/A 0.00000000 N/A 11100000.00000000 USD 1.00000000 4.48500000 USD 2035-07-31 XXXX -413271.87000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 11100000.00000000 NC USD 607332.06000000 0.038908601214 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 11100000.00000000 OU Notional Amount N/A 607332.06000000 0.04000000 DIR US N/A N/A 2045-08-02 0.00000000 N/A 0.00000000 N/A 11100000.00000000 USD 1.00000000 4.48500000 USD 2035-07-31 XXXX -370300.44000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 29000000.00000000 NC USD 46466.70000000 0.002976879402 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Put Purchased Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 29000000.00000000 OU Notional Amount N/A 46466.70000000 0.00000000 DIR US N/A N/A 2036-08-05 0.00000000 N/A 0.00000000 N/A 29000000.00000000 USD 1.00000000 4.25500000 USD 2026-08-03 XXXX -380377.05000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 32600000.00000000 NC USD 622.66000000 0.000039890582 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Call Purchased Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 32600000.00000000 OU Notional Amount N/A 622.66000000 0.00000000 DIR US N/A N/A 2036-08-05 0.00000000 N/A 0.00000000 N/A 32600000.00000000 USD 1.00000000 3.25500000 USD 2026-08-03 XXXX -423901.78000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 29000000.00000000 NC USD 3511.90000000 0.000224989137 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Call Purchased Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 29000000.00000000 OU Notional Amount N/A 3511.90000000 0.00000000 DIR US N/A N/A 2036-08-05 0.00000000 N/A 0.00000000 N/A 29000000.00000000 USD 1.00000000 3.50500000 USD 2026-08-03 XXXX -572138.10000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 2500000.00000000 NC USD 8.25000000 0.000000528534 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 2500000.00000000 OU Notional Amount N/A 8.25000000 0.00000000 DIR US N/A N/A 2036-08-06 0.00000000 N/A 0.00000000 N/A 2500000.00000000 USD 1.00000000 2.97200000 USD 2026-08-04 XXXX -21741.75000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1300000.00000000 NC USD 22.88000000 0.000001465802 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1300000.00000000 OU Notional Amount N/A 22.88000000 0.00000000 DIR US N/A N/A 2036-08-06 0.00000000 N/A 0.00000000 N/A 1300000.00000000 USD 1.00000000 3.22200000 USD 2026-08-04 XXXX -16877.12000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 7200000.00000000 NC USD 353180.88000000 0.022626459101 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 7200000.00000000 OU Notional Amount N/A 353180.88000000 0.02000000 DIR US N/A N/A 2045-08-08 0.00000000 N/A 0.00000000 N/A 7200000.00000000 USD 1.00000000 4.42700000 USD 2035-08-06 XXXX -280419.12000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 7200000.00000000 NC USD 404505.36000000 0.025914551162 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 7200000.00000000 OU Notional Amount N/A 404505.36000000 0.03000000 DIR US N/A N/A 2045-08-08 0.00000000 N/A 0.00000000 N/A 7200000.00000000 USD 1.00000000 4.42700000 USD 2035-08-06 XXXX -229094.64000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1300000.00000000 NC USD 25.35000000 0.000001624042 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1300000.00000000 OU Notional Amount N/A 25.35000000 0.00000000 DIR US N/A N/A 2036-08-07 0.00000000 N/A 0.00000000 N/A 1300000.00000000 USD 1.00000000 3.21500000 USD 2026-08-05 XXXX -16874.65000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 2600000.00000000 NC USD 9.62000000 0.000000616303 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 2600000.00000000 OU Notional Amount N/A 9.62000000 0.00000000 DIR US N/A N/A 2036-08-07 0.00000000 N/A 0.00000000 N/A 2600000.00000000 USD 1.00000000 2.96500000 USD 2026-08-05 XXXX -22220.38000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 3500000.00000000 NC USD 17.85000000 0.000001143556 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 3500000.00000000 OU Notional Amount N/A 17.85000000 0.00000000 DIR US N/A N/A 2036-08-10 0.00000000 N/A 0.00000000 N/A 3500000.00000000 USD 1.00000000 2.98900000 USD 2026-08-06 XXXX -28857.15000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1800000.00000000 NC USD 47.34000000 0.000003032827 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 1800000.00000000 OU Notional Amount N/A 47.34000000 0.00000000 DIR US N/A N/A 2036-08-10 0.00000000 N/A 0.00000000 N/A 1800000.00000000 USD 1.00000000 3.23900000 USD 2026-08-06 XXXX -23352.66000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 2600000.00000000 NC USD 16.12000000 0.000001032724 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 2600000.00000000 OU Notional Amount N/A 16.12000000 0.00000000 DIR US N/A N/A 2036-08-11 0.00000000 N/A 0.00000000 N/A 2600000.00000000 USD 1.00000000 2.99500000 USD 2026-08-07 XXXX -21043.88000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1300000.00000000 NC USD 40.56000000 0.000002598467 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 1300000.00000000 OU Notional Amount N/A 40.56000000 0.00000000 DIR US N/A N/A 2036-08-11 0.00000000 N/A 0.00000000 N/A 1300000.00000000 USD 1.00000000 3.24500000 USD 2026-08-07 XXXX -16859.44000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 7400000.00000000 NC USD 405021.24000000 0.025947600906 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Put Purchased Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 7400000.00000000 OU Notional Amount N/A 405021.24000000 0.03000000 DIR US N/A N/A 2045-08-09 0.00000000 N/A 0.00000000 N/A 7400000.00000000 USD 1.00000000 4.48500000 USD 2035-08-07 XXXX -246918.76000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 7400000.00000000 NC USD 376214.52000000 0.024102104423 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Call Purchased Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 7400000.00000000 OU Notional Amount N/A 376214.52000000 0.02000000 DIR US N/A N/A 2045-08-09 0.00000000 N/A 0.00000000 N/A 7400000.00000000 USD 1.00000000 4.48500000 USD 2035-08-07 XXXX -275725.48000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 2800000.00000000 NC USD 28.00000000 0.000001793814 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Call Purchased Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 2800000.00000000 OU Notional Amount N/A 28.00000000 0.00000000 DIR US N/A N/A 2036-08-12 0.00000000 N/A 0.00000000 N/A 2800000.00000000 USD 1.00000000 3.04750000 USD 2026-08-10 XXXX -22372.00000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1400000.00000000 NC USD 69.58000000 0.000004457628 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Call Purchased Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 1400000.00000000 OU Notional Amount N/A 69.58000000 0.00000000 DIR US N/A N/A 2036-08-12 0.00000000 N/A 0.00000000 N/A 1400000.00000000 USD 1.00000000 3.29750000 USD 2026-08-10 XXXX -17430.42000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 2800000.00000000 NC USD 30.24000000 0.000001937319 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 2800000.00000000 OU Notional Amount N/A 30.24000000 0.00000000 DIR US N/A N/A 2036-08-13 0.00000000 N/A 0.00000000 N/A 2800000.00000000 USD 1.00000000 3.03800000 USD 2026-08-11 XXXX -22649.76000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1400000.00000000 NC USD 73.08000000 0.000004681854 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 1400000.00000000 OU Notional Amount N/A 73.08000000 0.00000000 DIR US N/A N/A 2036-08-13 0.00000000 N/A 0.00000000 N/A 1400000.00000000 USD 1.00000000 3.28800000 USD 2026-08-11 XXXX -17426.92000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 2800000.00000000 NC USD 41.16000000 0.000002636906 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 2800000.00000000 OU Notional Amount N/A 41.16000000 0.00000000 DIR US N/A N/A 2036-08-14 0.00000000 N/A 0.00000000 N/A 2800000.00000000 USD 1.00000000 3.06700000 USD 2026-08-12 XXXX -21098.84000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1400000.00000000 NC USD 97.86000000 0.000006269380 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1400000.00000000 OU Notional Amount N/A 97.86000000 0.00000000 DIR US N/A N/A 2036-08-14 0.00000000 N/A 0.00000000 N/A 1400000.00000000 USD 1.00000000 3.31700000 USD 2026-08-12 XXXX -16772.14000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1400000.00000000 NC USD 124.18000000 0.000007955565 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1400000.00000000 OU Notional Amount N/A 124.18000000 0.00000000 DIR US N/A N/A 2036-08-18 0.00000000 N/A 0.00000000 N/A 1400000.00000000 USD 1.00000000 3.32500000 USD 2026-08-14 XXXX -17095.82000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 2800000.00000000 NC USD 54.60000000 0.000003497937 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 2800000.00000000 OU Notional Amount N/A 54.60000000 0.00000000 DIR US N/A N/A 2036-08-18 0.00000000 N/A 0.00000000 N/A 2800000.00000000 USD 1.00000000 3.07500000 USD 2026-08-14 XXXX -21785.40000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 7200000.00000000 NC USD 405383.76000000 0.025970825674 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 7200000.00000000 OU Notional Amount N/A 405383.76000000 0.03000000 DIR US N/A N/A 2045-08-22 0.00000000 N/A 0.00000000 N/A 7200000.00000000 USD 1.00000000 4.65600000 USD 2035-08-20 XXXX -217776.24000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 7200000.00000000 NC USD 365048.64000000 0.023386764659 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 7200000.00000000 OU Notional Amount N/A 365048.64000000 0.02000000 DIR US N/A N/A 2045-08-22 0.00000000 N/A 0.00000000 N/A 7200000.00000000 USD 1.00000000 4.65600000 USD 2035-08-20 XXXX -258111.36000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -23130000.00000000 OU Notional Amount USD -923465.25000000 -0.05916160781 N/A DFE LU N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Written Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD -923465.25000000 -0.06000000 DFE ZA -23130000.00000000 USD -393210000.00000000 ZAR 2026-08-19 1.00000000 17.00000000 USD 2026-08-19 XXXX -433664.37000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 11560000.00000000 OU Notional Amount USD 1100974.40000000 0.070533694330 N/A DFE LU N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 1100974.40000000 0.07000000 DFE US 208080000.00000000 ZAR 11560000.00000000 USD 2026-08-19 1.00000000 18.00000000 USD 2026-08-19 XXXX 593710.04000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 30700000.00000000 NC USD 1700322.57000000 0.108930809304 N/A DIR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Call Purchased Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 30700000.00000000 OU Notional Amount N/A 1700322.57000000 0.11000000 DIR US N/A N/A 2045-08-22 0.00000000 N/A 0.00000000 N/A 30700000.00000000 USD 1.00000000 4.62800000 USD 2035-08-20 XXXX -959064.93000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 24300000.00000000 NC USD 1345508.01000000 0.086199688835 N/A DIR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Call Purchased Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 24300000.00000000 OU Notional Amount N/A 1345508.01000000 0.09000000 DIR US N/A N/A 2045-08-23 0.00000000 N/A 0.00000000 N/A 24300000.00000000 USD 1.00000000 4.62750000 USD 2035-08-21 XXXX -755834.49000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1003980000.00000000 NC USD 1386596.78000000 0.088832032279 N/A DIR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Call Purchased Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 1576700000.00000000 OU Notional Amount N/A 1386596.78000000 0.09000000 DIR US N/A N/A 2028-08-25 0.00000000 N/A 0.00000000 N/A 1576700000.00000000 USD 1.00000000 3.16250000 USD 2027-08-23 XXXX -3655892.77000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1003980000.00000000 NC USD 8791752.46000000 0.563241779864 N/A DIR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Put Purchased Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 1576700000.00000000 OU Notional Amount N/A 8791752.46000000 0.56000000 DIR US N/A N/A 2028-08-25 0.00000000 N/A 0.00000000 N/A 1576700000.00000000 USD 1.00000000 3.16250000 USD 2027-08-23 XXXX 3749262.91000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 31290000.00000000 NC USD 1358007.90000000 0.087000491670 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Purchased Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A 61000000.00000000 OU Notional Amount N/A 1358007.90000000 0.09000000 DIR US N/A N/A 2057-08-25 0.00000000 N/A 0.00000000 N/A 61000000.00000000 USD 1.00000000 4.11000000 USD 2027-08-23 XXXX -1167095.10000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 40980000.00000000 NC USD 2305161.88000000 0.147679713012 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Purchased Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A 79800000.00000000 OU Notional Amount N/A 2305161.88000000 0.15000000 DIR US N/A N/A 2057-08-25 0.00000000 N/A 0.00000000 N/A 79800000.00000000 USD 1.00000000 4.11000000 USD 2027-08-23 XXXX -1001924.12000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 10900000.00000000 NC USD 543760.67000000 0.034835913429 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 10900000.00000000 OU Notional Amount N/A 543760.67000000 0.03000000 DIR US N/A N/A 2045-08-29 0.00000000 N/A 0.00000000 N/A 10900000.00000000 USD 1.00000000 4.69300000 USD 2035-08-27 XXXX -395274.33000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 10900000.00000000 NC USD 626978.90000000 0.040167271903 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 10900000.00000000 OU Notional Amount N/A 626978.90000000 0.04000000 DIR US N/A N/A 2045-08-29 0.00000000 N/A 0.00000000 N/A 10900000.00000000 USD 1.00000000 4.69300000 USD 2035-08-27 XXXX -312056.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21000000.00000000 NC USD 911414.70000000 0.058389591854 N/A DIR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Call Purchased Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 21000000.00000000 OU Notional Amount N/A 911414.70000000 0.06000000 DIR US N/A N/A 2057-08-25 0.00000000 N/A 0.00000000 N/A 21000000.00000000 USD 1.00000000 4.11000000 USD 2027-08-23 XXXX -783285.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27400000.00000000 NC USD 1541274.66000000 0.098741438263 N/A DIR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Put Purchased Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 27400000.00000000 OU Notional Amount N/A 1541274.66000000 0.10000000 DIR US N/A N/A 2057-08-25 0.00000000 N/A 0.00000000 N/A 27400000.00000000 USD 1.00000000 4.11000000 USD 2027-08-23 XXXX -669905.34000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 192400000.00000000 NC USD 434496.92000000 0.027835954171 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Put Purchased Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 256200000.00000000 OU Notional Amount N/A 434496.92000000 0.03000000 DIR US N/A N/A 2028-01-04 0.00000000 N/A 0.00000000 N/A 256200000.00000000 USD 1.00000000 4.14100000 USD 2026-12-30 XXXX 291158.92000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 140400000.00000000 NC USD 358988.76000000 0.022998539717 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Put Purchased Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 249600000.00000000 OU Notional Amount N/A 358988.76000000 0.02000000 DIR US N/A N/A 2028-01-06 0.00000000 N/A 0.00000000 N/A 249600000.00000000 USD 1.00000000 4.08200000 USD 2027-01-04 XXXX 253688.76000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 232900000.00000000 NC USD 582995.28000000 0.037349470501 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 232900000.00000000 OU Notional Amount N/A 582995.28000000 0.04000000 DIR US N/A N/A 2028-01-06 0.00000000 N/A 0.00000000 N/A 232900000.00000000 USD 1.00000000 4.09300000 USD 2027-01-04 XXXX 417636.28000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 191500000.00000000 NC USD 614772.45000000 0.039385268241 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Put Purchased Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 248900000.00000000 OU Notional Amount N/A 614772.45000000 0.04000000 DIR US N/A N/A 2027-10-09 0.00000000 N/A 0.00000000 N/A 248900000.00000000 USD 1.00000000 3.85700000 USD 2026-10-07 XXXX 466359.95000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 3770525.00000000 OU Notional Amount USD 3.77000000 0.000000241524 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 3.77000000 0.00000000 DFE US 5278735000.00000000 KRW 3770525.00000000 USD 2026-07-09 1.00000000 1400.00000000 USD 2026-07-09 XXXX -38238.33000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -3770525.00000000 OU Notional Amount USD -3.77000000 -0.00000024152 N/A DFE LU N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Written Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD -3.77000000 0.00000000 DFE KR -3770525.00000000 USD -5090208750.00000000 KRW 2026-07-09 1.00000000 1350.00000000 USD 2026-07-09 XXXX 13426.07000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -2339475.00000000 OU Notional Amount USD -2.34000000 -0.00000014991 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Written Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD -2.34000000 0.00000000 DFE KR -2339475.00000000 USD -3158291250.00000000 KRW 2026-07-13 1.00000000 1350.00000000 USD 2026-07-13 XXXX 5104.73000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 2339475.00000000 OU Notional Amount USD 2.34000000 0.000000149911 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 2.34000000 0.00000000 DFE US 3275265000.00000000 KRW 2339475.00000000 USD 2026-07-13 1.00000000 1400.00000000 USD 2026-07-13 XXXX -15994.99000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 8310000.00000000 NC USD 565965.02000000 0.036258430461 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 10800000.00000000 OU Notional Amount N/A 565965.02000000 0.04000000 DIR US N/A N/A 2058-02-08 0.00000000 N/A 0.00000000 N/A 10800000.00000000 USD 1.00000000 4.29600000 USD 2028-02-04 XXXX -15734.98000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 8310000.00000000 NC USD 422642.45000000 0.027076500034 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 10800000.00000000 OU Notional Amount N/A 422642.45000000 0.03000000 DIR US N/A N/A 2058-02-08 0.00000000 N/A 0.00000000 N/A 10800000.00000000 USD 1.00000000 4.29600000 USD 2028-02-04 XXXX -159057.55000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 3120000.00000000 OU Notional Amount USD 733.20000000 0.000046972304 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC USD 733.20000000 0.00000000 DFE US 4368000000.00000000 KRW 3120000.00000000 USD 2026-09-04 1.00000000 1400.00000000 USD 2026-09-04 XXXX -37970.40000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -3120000.00000000 OU Notional Amount USD -140.40000000 -0.00000899469 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC USD -140.40000000 0.00000000 DFE KR -3120000.00000000 USD -4212000000.00000000 KRW 2026-09-04 1.00000000 1350.00000000 USD 2026-09-04 XXXX 15288.00000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 47100000.00000000 NC USD 24364.83000000 0.001560927730 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 47100000.00000000 OU Notional Amount N/A 24364.83000000 0.00000000 DIR US N/A N/A 2036-09-09 0.00000000 N/A 0.00000000 N/A 47100000.00000000 USD 1.00000000 4.75000000 USD 2026-09-04 XXXX -12137.67000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 66700000.00000000 NC USD 4115.39000000 0.000263651598 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 66700000.00000000 OU Notional Amount N/A 4115.39000000 0.00000000 DIR US N/A N/A 2033-08-05 0.00000000 N/A 0.00000000 N/A 66700000.00000000 USD 1.00000000 4.75000000 USD 2026-08-03 XXXX -67715.38000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 59700000.00000000 NC USD 72302.67000000 0.004632055409 N/A DIR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Put Purchased Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 59700000.00000000 OU Notional Amount N/A 72302.67000000 0.00000000 DIR US N/A N/A 2036-10-14 0.00000000 N/A 0.00000000 N/A 59700000.00000000 USD 1.00000000 4.75000000 USD 2026-10-09 XXXX -70977.33000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 -26200000.00000000 NC USD -634.30000000 -0.00004063629 N/A DCR US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Put Written Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 26200000.00000000 OU Notional Amount N/A -634.30000000 0.00000000 DCR US CDX.NA.IG.S46 2I65BYEJ0 sell protection 2031-06-20 0.00000000 N/A 0.00000000 N/A 26200000.00000000 USD 1.00000000 0.70000000 USD 2026-07-15 XXXX 26246.90000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 47100000.00000000 NC USD 64875.54000000 0.004156237881 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 47100000.00000000 OU Notional Amount N/A 64875.54000000 0.00000000 DIR US N/A N/A 2036-10-21 0.00000000 N/A 0.00000000 N/A 47100000.00000000 USD 1.00000000 4.75000000 USD 2026-10-19 XXXX -12839.46000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -26200000.00000000 NC USD -1916.27000000 -0.00012276543 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 26200000.00000000 OU Notional Amount N/A -1916.27000000 0.00000000 DCR US CDX.NA.IG.S46 2I65BYEJ0 sell protection 2031-06-20 0.00000000 N/A 0.00000000 N/A 26200000.00000000 USD 1.00000000 0.60000000 USD 2026-07-15 XXXX 40160.93000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -26200000.00000000 NC USD -8474.91000000 -0.00054294333 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 26200000.00000000 OU Notional Amount N/A -8474.91000000 0.00000000 DCR US CDX.NA.IG.S46 2I65BYEJ0 buy protection 2031-06-20 0.00000000 N/A 0.00000000 N/A 26200000.00000000 USD 1.00000000 0.50000000 USD 2026-07-15 XXXX 3315.09000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 23600000.00000000 NC USD 35704.44000000 0.002287397470 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 23600000.00000000 OU Notional Amount N/A 35704.44000000 0.00000000 DIR US N/A N/A 2036-10-27 0.00000000 N/A 0.00000000 N/A 23600000.00000000 USD 1.00000000 4.75000000 USD 2026-10-23 XXXX -12085.56000000 N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 000000000 6900000.00000000 NC USD 11858.34000000 0.000759702068 N/A DIR US N 2 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Put Purchased Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 N/A 6900000.00000000 OU Notional Amount N/A 11858.34000000 0.00000000 DIR US N/A N/A 2036-11-04 0.00000000 N/A 0.00000000 N/A 6900000.00000000 USD 1.00000000 4.75000000 USD 2026-11-02 XXXX -10883.23000000 N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 000000000 -10330000.00000000 NC USD -1.03000000 -0.00000006598 N/A DIR US N 2 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Call Written Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 N/A 10330000.00000000 OU Notional Amount N/A -1.03000000 0.00000000 DIR US N/A N/A 2033-07-06 0.00000000 N/A 0.00000000 N/A 10330000.00000000 USD 1.00000000 3.55000000 USD 2026-07-01 XXXX 22724.97000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 32600000.00000000 NC USD 82592.10000000 0.005291245587 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 32600000.00000000 OU Notional Amount N/A 82592.10000000 0.01000000 DIR US N/A N/A 2036-12-09 0.00000000 N/A 0.00000000 N/A 32600000.00000000 USD 1.00000000 4.75000000 USD 2026-12-07 XXXX -38577.90000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 -2120000.00000000 OU Notional Amount -18002.62000000 -0.00115333407 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 UBS AG BFM8T61CT2L1QCEMIK50 N/A 1.00000000 NC USD -18002.62000000 0.00000000 DFE HU -2120000.00000000 EUR -795000000.00000000 HUF 2026-11-10 1.00000000 375.00000000 EUR 2026-11-10 XXXX 15628.01000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -48000000.00000000 NC USD -17291.52000000 -0.00110777760 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 48000000.00000000 OU Notional Amount N/A -17291.52000000 0.00000000 DCR US CDX.NA.IG.S46 2I65BYEJ0 sell protection 2031-06-20 0.00000000 N/A 0.00000000 N/A 48000000.00000000 USD 1.00000000 0.65000000 USD 2026-08-19 XXXX 41532.48000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 -48000000.00000000 NC USD -60497.76000000 -0.00387577632 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 48000000.00000000 OU Notional Amount N/A -60497.76000000 0.00000000 DCR US CDX.NA.IG.S46 2I65BYEJ0 buy protection 2031-06-20 0.00000000 N/A 0.00000000 N/A 48000000.00000000 USD 1.00000000 0.52500000 USD 2026-08-19 XXXX -13097.76000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 -16900000.00000000 NC USD -12213.63000000 -0.00078246364 N/A DIR US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Put Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 101.00000000 USD 2026-08-06 XXXX 46540.28000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -94400000.00000000 NC USD -39270.40000000 -0.00251584995 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 89.64062500 USD 2026-08-06 XXXX 454854.60000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -15000000.00000000 NC USD -6873.00000000 -0.00044031730 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 100.62500000 USD 2026-08-06 XXXX 55236.38000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 94400000.00000000 NC USD 40204.96000000 0.002575722341 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 94400000.00000000 OU Notional Amount N/A 40204.96000000 0.00000000 DIR US N/A N/A 2036-08-10 0.00000000 N/A 0.00000000 N/A 94400000.00000000 USD 1.00000000 4.52500000 USD 2026-08-06 XXXX -469555.04000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 8500000.00000000 NC USD 11010.05000000 0.000705356547 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 8500000.00000000 OU Notional Amount N/A 11010.05000000 0.00000000 DIR US N/A N/A 2033-08-10 0.00000000 N/A 0.00000000 N/A 8500000.00000000 USD 1.00000000 4.21570000 USD 2026-08-06 XXXX -51039.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6400000.00000000 NC USD 10828.80000000 0.000693744803 N/A DIR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Purchased Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 6400000.00000000 OU Notional Amount N/A 10828.80000000 0.00000000 DIR US N/A N/A 2033-08-10 0.00000000 N/A 0.00000000 N/A 6400000.00000000 USD 1.00000000 4.16600000 USD 2026-08-06 XXXX -33779.20000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 46800000.00000000 NC USD 83598.84000000 0.005355742174 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 46800000.00000000 OU Notional Amount N/A 83598.84000000 0.01000000 DIR US N/A N/A 2036-09-01 0.00000000 N/A 0.00000000 N/A 46800000.00000000 USD 1.00000000 4.39400000 USD 2026-08-28 XXXX -91901.16000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 45400000.00000000 NC USD 81098.02000000 0.005195527664 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 45400000.00000000 OU Notional Amount N/A 81098.02000000 0.01000000 DIR US N/A N/A 2036-09-01 0.00000000 N/A 0.00000000 N/A 45400000.00000000 USD 1.00000000 4.39400000 USD 2026-08-28 XXXX -109581.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 -19000000.00000000 NC -159791.72000000 -0.01023702307 N/A DIR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Written Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 19000000.00000000 OU Notional Amount N/A -159791.72000000 -0.01000000 DIR US N/A N/A 2036-08-28 0.00000000 N/A 0.00000000 N/A 19000000.00000000 GBP 1.00000000 4.28000000 GBP 2026-08-28 XXXX 22777.09000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -17100000.00000000 NC -143812.55000000 -0.00921332089 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Written JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 17100000.00000000 OU Notional Amount N/A -143812.55000000 -0.01000000 DIR US N/A N/A 2036-08-28 0.00000000 N/A 0.00000000 N/A 17100000.00000000 GBP 1.00000000 4.28000000 GBP 2026-08-28 XXXX 34287.79000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 28500000.00000000 NC 95598.42000000 0.006124492753 N/A DIR US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Call Purchased BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 28500000.00000000 OU Notional Amount N/A 95598.42000000 0.01000000 DIR US N/A N/A 2037-06-01 0.00000000 N/A 0.00000000 N/A 28500000.00000000 EUR 1.00000000 2.30000000 EUR 2027-05-28 XXXX -3131.49000000 N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 000000000 51000000.00000000 NC 92647.60000000 0.005935449088 N/A DIR US N 2 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Call Purchased Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 N/A 51000000.00000000 OU Notional Amount N/A 92647.60000000 0.01000000 DIR US N/A N/A 2037-06-01 0.00000000 N/A 0.00000000 N/A 51000000.00000000 EUR 1.00000000 2.07500000 EUR 2027-05-28 XXXX 1930.86000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 40200000.00000000 NC USD 130497.24000000 0.008360278347 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 40200000.00000000 OU Notional Amount N/A 130497.24000000 0.01000000 DIR US N/A N/A 2037-06-02 0.00000000 N/A 0.00000000 N/A 40200000.00000000 USD 1.00000000 3.11500000 USD 2027-05-28 XXXX -1157.76000000 N N N Citigroup Global Markets Ltd. XKZZ2JZF41MRHTR1V493 000000000 -5200000.00000000 NC USD -12963.60000000 -0.00083051031 N/A DIR US N 2 Citigroup Global Markets Ltd. XKZZ2JZF41MRHTR1V493 Call Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 101.84765620 USD 2026-08-06 XXXX 3692.65000000 N N N Citigroup Global Markets Ltd. XKZZ2JZF41MRHTR1V493 000000000 -5200000.00000000 NC USD -12963.08000000 -0.00083047700 N/A DIR US N 2 Citigroup Global Markets Ltd. XKZZ2JZF41MRHTR1V493 Put Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 101.84765620 USD 2026-08-06 XXXX 3693.17000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 6170000.00000000 NC USD 7953.13000000 0.000509515607 N/A DIR US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Call Purchased BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 6170000.00000000 OU Notional Amount N/A 7953.13000000 0.00000000 DIR US N/A N/A 2036-08-10 0.00000000 N/A 0.00000000 N/A 6170000.00000000 USD 1.00000000 3.78550000 USD 2026-08-06 XXXX -9631.37000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -3500000.00000000 NC USD -2084.60000000 -0.00013354946 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 95.53125000 USD 2026-08-06 XXXX 5981.81000000 N N N Citigroup Global Markets Ltd. XKZZ2JZF41MRHTR1V493 000000000 -4300000.00000000 NC USD -2609.24000000 -0.00016716041 N/A DIR US N 2 Citigroup Global Markets Ltd. XKZZ2JZF41MRHTR1V493 Call Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 95.51562500 USD 2026-08-06 XXXX 7300.92000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 50600000.00000000 NC USD 182175.18000000 0.011671014749 N/A DIR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Call Purchased Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 50600000.00000000 OU Notional Amount N/A 182175.18000000 0.01000000 DIR US N/A N/A 2037-06-03 0.00000000 N/A 0.00000000 N/A 50600000.00000000 USD 1.00000000 3.15800000 USD 2027-06-01 XXXX 6340.18000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 50600000.00000000 NC USD 183404.76000000 0.011749787534 N/A DIR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Call Purchased Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 50600000.00000000 OU Notional Amount N/A 183404.76000000 0.01000000 DIR US N/A N/A 2037-06-03 0.00000000 N/A 0.00000000 N/A 50600000.00000000 USD 1.00000000 3.16100000 USD 2027-06-01 XXXX 7569.76000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -29500000.00000000 NC USD -14174.75000000 -0.00090810238 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 92.89062500 USD 2026-07-06 XXXX 104516.66000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -10400000.00000000 NC USD -7388.16000000 -0.00047332092 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 95.38281250 USD 2026-08-06 XXXX 14143.09000000 N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 000000000 7900000.00000000 NC USD 13004.19000000 0.000833110708 N/A DIR US N 2 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Call Purchased Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 N/A 7900000.00000000 OU Notional Amount N/A 13004.19000000 0.00000000 DIR US N/A N/A 2036-08-10 0.00000000 N/A 0.00000000 N/A 7900000.00000000 USD 1.00000000 3.81900000 USD 2026-08-06 XXXX -8325.81000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 -55900000.00000000 NC USD -30057.99000000 -0.00192565883 N/A DCR US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Put Written Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 55900000.00000000 OU Notional Amount N/A -30057.99000000 0.00000000 DCR US CDX.NA.IG.S46 2I65BYEJ0 sell protection 2031-06-20 0.00000000 N/A 0.00000000 N/A 55900000.00000000 USD 1.00000000 0.60000000 USD 2026-08-19 XXXX 25304.51000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 5000000.00000000 NC USD 9588.50000000 0.000614285244 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 5000000.00000000 OU Notional Amount N/A 9588.50000000 0.00000000 DIR US N/A N/A 2036-08-10 0.00000000 N/A 0.00000000 N/A 5000000.00000000 USD 1.00000000 3.84000000 USD 2026-08-06 XXXX -4036.50000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -7800000.00000000 NC USD -9524.58000000 -0.00061019022 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 103.34375000 USD 2026-08-06 XXXX 3272.30000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -7800000.00000000 NC USD -9828.78000000 -0.00062967873 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 103.34375000 USD 2026-08-06 XXXX 2968.10000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -6600000.00000000 NC USD -5901.06000000 -0.00037805017 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 95.18750000 USD 2026-08-06 XXXX 7505.19000000 N N N Citigroup Global Markets Ltd. XKZZ2JZF41MRHTR1V493 000000000 -8000000.00000000 NC USD -859.20000000 -0.00005504446 N/A DIR US N 2 Citigroup Global Markets Ltd. XKZZ2JZF41MRHTR1V493 Put Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 101.85156250 USD 2026-07-06 XXXX 16328.30000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 36400000.00000000 NC USD 143805.48000000 0.009212867955 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 36400000.00000000 OU Notional Amount N/A 143805.48000000 0.01000000 DIR US N/A N/A 2037-06-09 0.00000000 N/A 0.00000000 N/A 36400000.00000000 USD 1.00000000 3.18800000 USD 2027-06-07 XXXX 10945.48000000 N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 000000000 7700000.00000000 NC USD 398.09000000 0.000025503552 N/A DIR US N 2 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Put Purchased Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 N/A 7700000.00000000 OU Notional Amount N/A 398.09000000 0.00000000 DIR US N/A N/A 2036-07-10 0.00000000 N/A 0.00000000 N/A 7700000.00000000 USD 1.00000000 4.30250000 USD 2026-07-08 XXXX -18851.91000000 N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 000000000 -21400000.00000000 NC USD -9608.60000000 -0.00061557294 N/A DIR US N 2 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Call Written Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 N/A 21400000.00000000 OU Notional Amount N/A -9608.60000000 0.00000000 DIR US N/A N/A 2036-07-10 0.00000000 N/A 0.00000000 N/A 21400000.00000000 USD 1.00000000 3.90250000 USD 2026-07-08 XXXX 9651.40000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -1400000.00000000 NC USD -95.48000000 -0.00000611690 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1400000.00000000 OU Notional Amount N/A -95.48000000 0.00000000 DIR US N/A N/A 2036-07-10 0.00000000 N/A 0.00000000 N/A 1400000.00000000 USD 1.00000000 4.28400000 USD 2026-07-08 XXXX 3439.52000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -1400000.00000000 NC USD -3367.00000000 -0.00021570614 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1400000.00000000 OU Notional Amount N/A -3367.00000000 0.00000000 DIR US N/A N/A 2036-07-10 0.00000000 N/A 0.00000000 N/A 1400000.00000000 USD 1.00000000 4.00400000 USD 2026-07-08 XXXX 168.00000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 -12700000.00000000 NC USD -15722.47000000 -0.00100725674 N/A DCR US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Put Written Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 12700000.00000000 OU Notional Amount N/A -15722.47000000 0.00000000 DCR US CDX.NA.IG.S46 2I65BYEJ0 sell protection 2031-06-20 0.00000000 N/A 0.00000000 N/A 12700000.00000000 USD 1.00000000 0.52500000 USD 2026-08-19 XXXX 8090.03000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 -12800000.00000000 NC USD -11576.96000000 -0.00074167551 N/A DCR US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Put Written Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 12800000.00000000 OU Notional Amount N/A -11576.96000000 0.00000000 DCR US CDX.NA.IG.S46 2I65BYEJ0 sell protection 2031-06-20 0.00000000 N/A 0.00000000 N/A 12800000.00000000 USD 1.00000000 0.55000000 USD 2026-08-19 XXXX 6663.04000000 N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 000000000 -21300000.00000000 NC USD -85276.68000000 -0.00546323264 N/A DIR US N 2 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Call Written Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 N/A 21300000.00000000 OU Notional Amount N/A -85276.68000000 -0.01000000 DIR US N/A N/A 2033-08-12 0.00000000 N/A 0.00000000 N/A 21300000.00000000 USD 1.00000000 3.87700000 USD 2026-08-10 XXXX -76.68000000 N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 000000000 24100000.00000000 NC USD 26307.56000000 0.001685388321 N/A DIR US N 2 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Put Purchased Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 N/A 24100000.00000000 OU Notional Amount N/A 26307.56000000 0.00000000 DIR US N/A N/A 2036-08-12 0.00000000 N/A 0.00000000 N/A 24100000.00000000 USD 1.00000000 4.37250000 USD 2026-08-10 XXXX -58851.45000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 121400000.00000000 NC USD 116276.92000000 0.007449256524 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 121400000.00000000 OU Notional Amount N/A 116276.92000000 0.01000000 DIR US N/A N/A 2028-06-15 0.00000000 N/A 0.00000000 N/A 121400000.00000000 USD 1.00000000 5.00000000 USD 2027-06-11 XXXX -53683.08000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -15600000.00000000 NC USD -44765.76000000 -0.00286790903 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 101.46875000 USD 2026-09-08 XXXX 16171.74000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -15600000.00000000 NC USD -76839.36000000 -0.00492269750 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 101.46875000 USD 2026-09-08 XXXX -15901.86000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 135500000.00000000 NC USD 129781.90000000 0.008314450239 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 135500000.00000000 OU Notional Amount N/A 129781.90000000 0.01000000 DIR US N/A N/A 2028-06-15 0.00000000 N/A 0.00000000 N/A 135500000.00000000 USD 1.00000000 5.00000000 USD 2027-06-11 XXXX -40948.10000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -3200000.00000000 NC USD -6408.96000000 -0.00041058868 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 99.42187500 USD 2026-09-08 XXXX -408.96000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 2140000.00000000 NC USD 6152.07000000 0.000394131075 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 2140000.00000000 OU Notional Amount N/A 6152.07000000 0.00000000 DIR US N/A N/A 2036-09-10 0.00000000 N/A 0.00000000 N/A 2140000.00000000 USD 1.00000000 3.78400000 USD 2026-09-08 XXXX 133.32000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -5900000.00000000 NC USD -8109.55000000 -0.00051953662 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 101.46875000 USD 2026-08-06 XXXX -1195.49000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 2200000.00000000 NC USD 3245.44000000 0.000207918433 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 2200000.00000000 OU Notional Amount N/A 3245.44000000 0.00000000 DIR US N/A N/A 2036-09-09 0.00000000 N/A 0.00000000 N/A 2200000.00000000 USD 1.00000000 3.66250000 USD 2026-09-04 XXXX -604.56000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -3200000.00000000 NC USD -2469.44000000 -0.00015820415 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 100.18750000 USD 2026-09-04 XXXX 1280.56000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 12700000.00000000 NC USD 2645.41000000 0.000169477637 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 12700000.00000000 OU Notional Amount N/A 2645.41000000 0.00000000 DIR US N/A N/A 2033-07-08 0.00000000 N/A 0.00000000 N/A 12700000.00000000 USD 1.00000000 4.06250000 USD 2026-07-06 XXXX -14340.84000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -16900000.00000000 NC USD -7574.58000000 -0.00048526388 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 93.96875000 USD 2026-07-06 XXXX 26753.55000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 3800000.00000000 NC USD 10206.80000000 0.000653896504 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 3800000.00000000 OU Notional Amount N/A 10206.80000000 0.00000000 DIR US N/A N/A 2033-09-09 0.00000000 N/A 0.00000000 N/A 3800000.00000000 USD 1.00000000 4.21600000 USD 2026-09-04 XXXX -5183.20000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -19400000.00000000 NC USD -34277.86000000 -0.00219600392 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 101.00000000 USD 2026-09-04 XXXX -1691.92000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 6500000.00000000 NC USD 18157.75000000 0.001163272450 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 6500000.00000000 OU Notional Amount N/A 18157.75000000 0.00000000 DIR US N/A N/A 2033-09-09 0.00000000 N/A 0.00000000 N/A 6500000.00000000 USD 1.00000000 4.20600000 USD 2026-09-04 XXXX -8492.25000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -13300000.00000000 NC USD -24200.68000000 -0.00155041149 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 101.03125000 USD 2026-09-04 XXXX 2814.95000000 N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 000000000 2400000.00000000 NC USD 6102.24000000 0.000390938727 N/A DIR US N 2 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Put Purchased Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 N/A 2400000.00000000 OU Notional Amount N/A 6102.24000000 0.00000000 DIR US N/A N/A 2033-09-09 0.00000000 N/A 0.00000000 N/A 2400000.00000000 USD 1.00000000 4.23000000 USD 2026-09-04 XXXX -1553.76000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -700000.00000000 NC USD -1755.18000000 -0.00011244523 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 700000.00000000 OU Notional Amount N/A -1755.18000000 0.00000000 DIR US N/A N/A 2036-07-28 0.00000000 N/A 0.00000000 N/A 700000.00000000 USD 1.00000000 4.13500000 USD 2026-07-24 XXXX -110.18000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -700000.00000000 NC USD -1052.87000000 -0.00006745189 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Written JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 700000.00000000 OU Notional Amount N/A -1052.87000000 0.00000000 DIR US N/A N/A 2036-07-28 0.00000000 N/A 0.00000000 N/A 700000.00000000 USD 1.00000000 3.87500000 USD 2026-07-24 XXXX 592.13000000 N N N PETROLEOS DEL PERU SA 549300ZMGDLC9JT2OR80 000000000 2160000.00000000 PA USD 1545814.80000000 0.099032301381 Long DBT CORP PE N 2 2047-06-19 Fixed 5.63000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 17990000.00000000 PA 1060860.85000000 0.067963828151 Long DBT NUSS ZA N 2 2031-02-28 Fixed 7.00000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 500000.00000000 OU Notional Amount USD 2276.57000000 0.000145847980 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 General Electric Co. General Electric Co. Y sell protection 2026-12-20 537.23000000 USD 0.00000000 USD 500000.00000000 USD 1739.34000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 3100000.00000000 OU Notional Amount 35718.03000000 0.002288268110 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Deutsche Bank AG Deutsche Bank AG Y sell protection 2031-12-20 0.00000000 EUR -43961.38000000 EUR 3100000.00000000 EUR 83282.01000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7088659.99000000 OU Notional Amount USD -21185.17000000 -0.00135722347 N/A DCR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CMBX.NA.AAA.16 137BENAP1 Y sell protection 2065-04-17 0.00000000 USD -106932.04000000 USD 7088659.99000000 USD 85746.87000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 5700000.00000000 OU Notional Amount USD 20570.69000000 0.001317856946 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Bank of America Corp. Bank of America Corp. Y sell protection 2026-12-20 17461.25000000 USD 0.00000000 USD 5700000.00000000 USD 3109.44000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 143990000.00000000 OU Notional Amount USD -3008382.48000000 -0.19273139345 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S44 2I65BYEH4 Y buy protection 2030-06-20 0.00000000 USD -1894494.95000000 USD 143990000.00000000 USD -1113887.53000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 3700000.00000000 OU Notional Amount USD 32475.28000000 0.002080522011 N/A DCR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Saudi Government International Bonds Saudi Government International Bonds Y sell protection 2035-06-20 20190.82000000 USD 0.00000000 USD 3700000.00000000 USD 12284.46000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 453200000.00000000 OU Notional Amount USD -9836418.65000000 -0.63016810051 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S45 2I65BYEI2 Y buy protection 2030-12-20 0.00000000 USD -8880172.73000000 USD 453200000.00000000 USD -956245.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2800000.00000000 OU Notional Amount USD 21192.21000000 0.001357674494 N/A DCR GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Saudi Government International Bonds Saudi Government International Bonds Y sell protection 2035-12-20 0.00000000 USD -2156.83000000 USD 2800000.00000000 USD 23349.04000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 585990000.00000000 OU Notional Amount USD -12864661.06000000 -0.82417181622 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S46 2I65BYEJ0 Y buy protection 2031-06-20 0.00000000 USD -8600824.22000000 USD 585990000.00000000 USD -4263836.84000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 7910000.00000000 OU Notional Amount -202698.35000000 -0.01298582733 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe S45 2I666VDN2 Y buy protection 2031-06-20 0.00000000 EUR -127274.85000000 EUR 7910000.00000000 EUR -55657.45000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1360000.00000000 OU Notional Amount -170359.69000000 -0.01091405785 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S45 2I667KNC8 Y buy protection 2031-06-20 0.00000000 EUR -96317.26000000 EUR 1360000.00000000 EUR -59061.99000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 118800.00000000 OU Notional Amount USD 9592.63000000 0.000614549831 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S46 2I65BRAE1 Y sell protection 2031-06-20 8292.45000000 USD 0.00000000 USD 118800.00000000 USD 1300.18000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 200000.00000000 OU Notional Amount USD 370.74000000 0.000023751380 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Discovery Global Holdings, Inc. Discovery Global Holdings, Inc. Y sell protection 2026-12-20 0.00000000 USD -474.31000000 USD 200000.00000000 USD 845.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100000.00000000 OU Notional Amount USD -11367.35000000 -0.00072824689 N/A DCR GB N 3 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SW Finance I PLC SW Finance I PLC Y sell protection 2035-06-20 0.00000000 USD -11988.60000000 USD 100000.00000000 USD 621.25000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 14210000.00000000 OU Notional Amount 3001648.95000000 0.192300011268 N/A DCR FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 iTraxx Europe Crossover S44 2I667KMH8 Y sell protection 2030-12-20 2470180.26000000 EUR 0.00000000 EUR 14210000.00000000 EUR 126851.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10152900.00000000 OU Notional Amount 2144647.55000000 0.137396396081 N/A DCR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 iTraxx Europe Crossover S44 2I667KMH8 Y sell protection 2030-12-20 1773127.85000000 EUR 0.00000000 EUR 10152900.00000000 EUR 108069.54000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 6790000.00000000 OU Notional Amount 1434285.46000000 0.091887197575 N/A DCR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 iTraxx Europe Crossover S44 2I667KMH8 Y sell protection 2030-12-20 1152722.46000000 EUR 0.00000000 EUR 6790000.00000000 EUR 102504.34000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 3570000.00000000 OU Notional Amount 754108.85000000 0.048311825522 N/A DCR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 iTraxx Europe Crossover S44 2I667KMH8 Y sell protection 2030-12-20 622691.91000000 EUR 0.00000000 EUR 3570000.00000000 EUR 30302.09000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 22330000.00000000 OU Notional Amount 4716876.92000000 0.302185731901 N/A DCR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 iTraxx Europe Crossover S44 2I667KMH8 Y sell protection 2030-12-20 3880245.19000000 EUR 0.00000000 EUR 22330000.00000000 EUR 197883.41000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 152880.00000000 OU Notional Amount USD 81.01000000 0.000005189888 N/A DCR GB N 3 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Petroleos Mexicanos Petroleos Mexicanos Y sell protection 2026-07-06 0.00000000 USD 0.00000000 USD 152880.00000000 USD 81.01000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 64680.00000000 OU Notional Amount USD 35.53000000 0.000002276222 N/A DCR GB N 3 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Petroleos Mexicanos Petroleos Mexicanos Y sell protection 2026-07-06 0.00000000 USD 0.00000000 USD 64680.00000000 USD 35.53000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 109250000.00000000 OU Notional Amount USD 1557631.87000000 0.099789359496 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-06-21 453056.28000000 USD 0.00000000 USD 109250000.00000000 USD 1104575.59000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 121830000.00000000 OU Notional Amount USD 7004518.39000000 0.448743003516 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2033-06-21 5727997.15000000 USD 0.00000000 USD 121830000.00000000 USD 1276521.24000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 26400000.00000000 OU Notional Amount USD 6288828.48000000 0.402892479338 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2053-06-21 1341096.66000000 USD 0.00000000 USD 26400000.00000000 USD 4947731.82000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 23060000.00000000 OU Notional Amount -193959.60000000 -0.01242598114 N/A DIR AU N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-09-20 1466.43000000 AUD 0.00000000 AUD 23060000.00000000 AUD -194866.25000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 65390000.00000000 OU Notional Amount USD 8475557.54000000 0.542984818543 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-12-16 521410.29000000 USD 0.00000000 USD 65390000.00000000 USD 7954147.25000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 800000.00000000 OU Notional Amount 8710.85000000 0.000558058780 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-10-20 0.00000000 GBP -2739.99000000 GBP 800000.00000000 GBP 11964.32000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 600000.00000000 OU Notional Amount -21074.04000000 -0.00135010395 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-11-22 0.00000000 EUR -1820.17000000 EUR 600000.00000000 EUR -19103.93000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 600000.00000000 OU Notional Amount -22479.37000000 -0.00144013613 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-11-27 0.00000000 EUR -1863.33000000 EUR 600000.00000000 EUR -20467.46000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 900000.00000000 OU Notional Amount -21484.59000000 -0.00137640575 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-12-04 0.00000000 EUR -2603.24000000 EUR 900000.00000000 EUR -18645.17000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 900000.00000000 OU Notional Amount -16800.19000000 -0.00107630065 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-12-06 0.00000000 EUR -2490.74000000 EUR 900000.00000000 EUR -14113.53000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 43400000.00000000 OU Notional Amount USD 1635546.36000000 0.104780934978 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2039-06-20 648334.08000000 USD 0.00000000 USD 43400000.00000000 USD 987212.28000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 24400000.00000000 OU Notional Amount USD 1481585.08000000 0.094917437823 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2044-06-20 356232.35000000 USD 0.00000000 USD 24400000.00000000 USD 1125352.73000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 24890000.00000000 OU Notional Amount USD 2949537.18000000 0.188961481638 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2054-06-20 0.00000000 USD -540255.16000000 USD 24890000.00000000 USD 3489792.34000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount -6880.63000000 -0.00044080611 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-12-29 0.00000000 EUR -2383.17000000 EUR 1000000.00000000 EUR -4265.35000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 22900000.00000000 OU Notional Amount USD 1806283.30000000 0.115719161277 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2049-02-20 331934.24000000 USD 0.00000000 USD 22900000.00000000 USD 1474349.06000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 700000.00000000 OU Notional Amount 8767.47000000 0.000561686129 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-04-03 0.00000000 EUR -1666.22000000 EUR 700000.00000000 EUR 10546.86000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount 22125.52000000 0.001417466804 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-03-28 0.00000000 GBP -1367.18000000 GBP 500000.00000000 GBP 23833.66000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 147900000.00000000 OU Notional Amount USD -559801.50000000 -0.03586356584 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-12-15 0.00000000 USD -481963.21000000 USD 147900000.00000000 USD -77838.29000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 30700000.00000000 OU Notional Amount USD 250318.59000000 0.016036608037 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-12-18 71382.53000000 USD 0.00000000 USD 30700000.00000000 USD 178936.06000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 77250000.00000000 OU Notional Amount USD 1317066.15000000 0.084377567032 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2034-12-18 0.00000000 USD -417784.09000000 USD 77250000.00000000 USD 1734850.24000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 47920000.00000000 OU Notional Amount USD 5704372.84000000 0.365449451179 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2054-12-18 611006.84000000 USD 0.00000000 USD 47920000.00000000 USD 5093366.00000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount 10543.79000000 0.000675485697 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-06 0.00000000 EUR -2347.36000000 EUR 1000000.00000000 EUR 13086.39000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 400000.00000000 OU Notional Amount 5205.60000000 0.000333495673 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-07 0.00000000 EUR -860.87000000 EUR 400000.00000000 EUR 6142.48000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 800000.00000000 OU Notional Amount 16426.75000000 0.001052376298 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-19 0.00000000 EUR -1622.65000000 EUR 800000.00000000 EUR 18196.04000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1100000.00000000 OU Notional Amount 23351.20000000 0.001495989736 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-29 0.00000000 EUR -2322.24000000 EUR 1100000.00000000 EUR 25941.25000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 900000.00000000 OU Notional Amount 34765.50000000 0.002227244475 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-10-01 0.00000000 EUR -1841.49000000 EUR 900000.00000000 EUR 36815.34000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2500000.00000000 OU Notional Amount -3417.90000000 -0.00021896704 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2034-11-01 0.00000000 CZK -24333.26000000 CZK 2500000.00000000 CZK -2264.05000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4600000.00000000 OU Notional Amount USD -143131.30000000 -0.00916967675 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-11-06 0.00000000 USD -13471.52000000 USD 4600000.00000000 USD -129659.78000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 136730000.00000000 OU Notional Amount USD -439573.28000000 -0.02816117011 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-02-28 0.00000000 USD 0.00000000 USD 136730000.00000000 USD -439573.28000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 119600000.00000000 OU Notional Amount USD 40460.68000000 0.002592104989 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2026-09-30 0.00000000 USD 0.00000000 USD 119600000.00000000 USD 40460.68000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 800000.00000000 OU Notional Amount USD 2088.24000000 0.000133782658 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-12-30 0.00000000 USD -2242.93000000 USD 800000.00000000 USD 4331.17000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 900000.00000000 OU Notional Amount -37216.35000000 -0.00238425766 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-12-31 0.00000000 EUR -2001.43000000 EUR 900000.00000000 EUR -35158.43000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1700000.00000000 OU Notional Amount USD -5687.69000000 -0.00036438066 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-01-06 0.00000000 USD -4737.79000000 USD 1700000.00000000 USD -949.90000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1100000.00000000 OU Notional Amount USD -7084.22000000 -0.00045384907 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-01-08 0.00000000 USD -2656.67000000 USD 1100000.00000000 USD -4427.55000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount USD -9012.15000000 -0.00057736150 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-01-08 0.00000000 USD -3820.35000000 USD 1500000.00000000 USD -5191.80000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount USD -8580.15000000 -0.00054968551 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-01-08 0.00000000 USD -3533.82000000 USD 1500000.00000000 USD -5046.33000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1400000.00000000 OU Notional Amount USD -14057.26000000 -0.00090057541 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-01-08 0.00000000 USD -3227.53000000 USD 1400000.00000000 USD -10829.73000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 800000.00000000 OU Notional Amount USD -7456.64000000 -0.00047770807 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-01-08 0.00000000 USD -1844.30000000 USD 800000.00000000 USD -5612.34000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1100000.00000000 OU Notional Amount -60765.65000000 -0.00389293863 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-01-08 0.00000000 EUR -2217.12000000 EUR 1100000.00000000 EUR -58495.11000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1900000.00000000 OU Notional Amount USD -1378.07000000 -0.00008828576 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-01-15 0.00000000 USD -4513.73000000 USD 1900000.00000000 USD 3135.66000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2900000.00000000 OU Notional Amount USD 19034.44000000 0.001219437411 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-01-15 0.00000000 USD -7016.95000000 USD 2900000.00000000 USD 26051.39000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 800000.00000000 OU Notional Amount USD 6912.56000000 0.000442851708 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-01-21 0.00000000 USD -1974.04000000 USD 800000.00000000 USD 8886.60000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1700000.00000000 OU Notional Amount USD 13462.64000000 0.000862481211 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-01-22 0.00000000 USD -4083.54000000 USD 1700000.00000000 USD 17546.18000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount 40042.07000000 0.002565286827 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-02-12 0.00000000 EUR -2308.84000000 EUR 1000000.00000000 EUR 42386.28000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1300000.00000000 OU Notional Amount USD -1625.39000000 -0.00010413026 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-02-26 0.00000000 USD -3997.20000000 USD 1300000.00000000 USD 2371.81000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 750000.00000000 OU Notional Amount USD 5119.57000000 0.000327984179 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-03 0.00000000 USD -2569.53000000 USD 750000.00000000 USD 7689.10000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1400000.00000000 OU Notional Amount USD 7763.56000000 0.000497370845 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-04 0.00000000 USD -4507.20000000 USD 1400000.00000000 USD 12270.76000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3200000.00000000 OU Notional Amount USD 9234.56000000 0.000591610152 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-03-04 0.00000000 USD -4739.89000000 USD 3200000.00000000 USD 13974.45000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 600000.00000000 OU Notional Amount USD 4970.70000000 0.000318446854 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-05 0.00000000 USD -1887.97000000 USD 600000.00000000 USD 6858.67000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1800000.00000000 OU Notional Amount USD 14385.78000000 0.000921621982 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-05 0.00000000 USD -5591.59000000 USD 1800000.00000000 USD 19977.37000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 50570000.00000000 OU Notional Amount USD -5943977.57000000 -0.38079967802 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-09-17 0.00000000 USD -4282379.23000000 USD 50570000.00000000 USD -1661598.34000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 97070000.00000000 OU Notional Amount USD 1851231.68000000 0.118598769827 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-09-17 0.00000000 USD -13744.38000000 USD 97070000.00000000 USD 1864976.06000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1300000.00000000 OU Notional Amount -49827.51000000 -0.00319218899 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-07 0.00000000 EUR -2694.81000000 EUR 1300000.00000000 EUR -46944.01000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount USD 9317.70000000 0.000596936498 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-11 0.00000000 USD -4526.06000000 USD 1500000.00000000 USD 13843.76000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount USD 8655.15000000 0.000554490371 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-12 0.00000000 USD -3973.90000000 USD 1500000.00000000 USD 12629.05000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 8000000.00000000 OU Notional Amount USD 555029.60000000 0.035557855069 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2040-06-18 342289.78000000 USD 0.00000000 USD 8000000.00000000 USD 212739.82000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 34600000.00000000 OU Notional Amount USD -5569202.16000000 -0.35678976987 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2055-06-18 0.00000000 USD -4517939.05000000 USD 34600000.00000000 USD -1051263.11000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 900000.00000000 OU Notional Amount -31440.06000000 -0.00201420085 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-13 0.00000000 EUR -1912.29000000 EUR 900000.00000000 EUR -29366.25000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1310000000.00000000 OU Notional Amount -2082819.84000000 -0.13343541679 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-06-18 0.00000000 JPY -261557022.00000000 JPY 1310000000.00000000 JPY -365787.66000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 22800000.00000000 OU Notional Amount -323778.07000000 -0.02074277423 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-06-18 620825.21000000 AUD 0.00000000 AUD 22800000.00000000 AUD -719808.47000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2200000.00000000 OU Notional Amount USD 1499.30000000 0.000096052340 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-21 0.00000000 USD -5622.54000000 USD 2200000.00000000 USD 7121.84000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2600000.00000000 OU Notional Amount USD 10462.66000000 0.000670288121 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-24 0.00000000 USD -6856.90000000 USD 2600000.00000000 USD 17319.56000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1800000.00000000 OU Notional Amount USD 13326.66000000 0.000853769681 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-25 0.00000000 USD -4683.71000000 USD 1800000.00000000 USD 18010.37000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount -22417.81000000 -0.00143619230 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-24 0.00000000 EUR -2253.79000000 EUR 1000000.00000000 EUR -19990.74000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 900000.00000000 OU Notional Amount -27592.73000000 -0.00176772246 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-27 0.00000000 EUR -1939.47000000 EUR 900000.00000000 EUR -25516.64000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 700000.00000000 OU Notional Amount -25322.70000000 -0.00162229347 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-04-01 0.00000000 EUR -1477.08000000 EUR 700000.00000000 EUR -23741.77000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount 30899.10000000 0.001979544369 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-04-09 0.00000000 EUR -3149.22000000 EUR 1000000.00000000 EUR 34313.01000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1300000.00000000 OU Notional Amount 16639.22000000 0.001065988144 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-04-09 0.00000000 EUR -1878.14000000 EUR 1300000.00000000 EUR 18651.28000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 900000.00000000 OU Notional Amount 28607.91000000 0.001832759762 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-04-09 0.00000000 EUR -2591.36000000 EUR 900000.00000000 EUR 31417.02000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 800000.00000000 OU Notional Amount 22559.50000000 0.001445269642 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-04-16 0.00000000 EUR -2370.69000000 EUR 800000.00000000 EUR 25243.27000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2500000.00000000 OU Notional Amount 36973.96000000 0.002368729002 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-04-29 0.00000000 EUR -3239.97000000 EUR 2500000.00000000 EUR 40630.41000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 900000.00000000 OU Notional Amount 33826.32000000 0.002167076105 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-05-05 0.00000000 EUR -2455.99000000 EUR 900000.00000000 EUR 36600.96000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2600000.00000000 OU Notional Amount USD -45847.36000000 -0.00293720151 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-05-07 0.00000000 USD -11487.57000000 USD 2600000.00000000 USD -34359.79000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5200000.00000000 OU Notional Amount -22440.30000000 -0.00143763311 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 5200000.00000000 BRL -22440.30000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 9400000.00000000 OU Notional Amount -14943.53000000 -0.00095735411 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 9400000.00000000 BRL -14943.53000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 65600000.00000000 OU Notional Amount -292046.63000000 -0.01870990618 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL -5234.41000000 BRL 65600000.00000000 BRL -291120.69000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 81800000.00000000 OU Notional Amount -129691.89000000 -0.00830868376 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-01-04 2029.96000000 BRL 0.00000000 BRL 81800000.00000000 BRL -130050.98000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 27000000.00000000 OU Notional Amount -36726.13000000 -0.00235285182 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 27000000.00000000 BRL -36726.13000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 16280000.00000000 OU Notional Amount USD -439166.02000000 -0.02813507908 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2052-11-15 0.00000000 USD 0.00000000 USD 16280000.00000000 USD -439166.02000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 15650000.00000000 OU Notional Amount USD -440009.14000000 -0.02818909339 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2052-11-15 0.00000000 USD 0.00000000 USD 15650000.00000000 USD -440009.14000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 32290000.00000000 OU Notional Amount USD 323762.14000000 0.020741753685 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2032-09-17 0.00000000 USD -455475.01000000 USD 32290000.00000000 USD 779237.15000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 108810000.00000000 OU Notional Amount USD 2163817.42000000 0.138624509787 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2035-09-17 458153.69000000 USD 0.00000000 USD 108810000.00000000 USD 1705663.73000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 2340160.16000000 OU Notional Amount USD -42723.72000000 -0.00273708617 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 RAFI Dynamic Multi-Factor Developed ex-U.S. Index RADMFXNT Index Y equity-performance leg 2026-07-08 0.00000000 USD 0.00000000 USD 2297436.44000000 USD -42723.72000000 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 000000000 63589772.56000000 OU Notional Amount USD 2376404.47000000 0.152243854618 N/A DE US N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 Russell 2000 Total Return Index RU20INTR INDEX Y equity-performance leg 2026-07-08 0.00000000 USD 0.00000000 USD 65966181.32000000 USD 2376404.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 50442228.77000000 OU Notional Amount USD 33804.78000000 0.002165696150 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MSCI Daily Total Return Net EAFE NDDUEAFE INDEX Y equity-performance leg 2026-07-08 0.00000000 USD 0.00000000 USD 50476033.54600000 USD 33804.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 166048306.50000000 OU Notional Amount USD -10464640.72000000 -0.67041501584 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ERAEMLN Index ERAEMLN Index Y equity-performance leg 2026-07-08 0.00000000 USD 0.00000000 USD 155583665.80000000 USD -10464640.72000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 4154477.42000000 OU Notional Amount USD 137978.90000000 0.008839589327 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 RAFI Dynamic Multi-Factor U.S. Net Total Return Index RADMFUNT Index Y equity-performance leg 2026-07-08 0.00000000 USD 0.00000000 USD 4292456.32000000 USD 137978.90000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 15886263.58000000 OU Notional Amount USD 527616.10000000 0.033801614934 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 RAFI Dynamic Multi-Factor U.S. Net Total Return Index RADMFUNT Index Y equity-performance leg 2026-07-15 0.00000000 USD 0.00000000 USD 16413879.68000000 USD 527616.10000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7077144.48000000 OU Notional Amount USD -446053.68000000 -0.02857633558 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ERAEMLN Index ERAEMLN Index Y equity-performance leg 2026-08-05 0.00000000 USD 0.00000000 USD 6631090.80000000 USD -446053.68000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 35556765.08000000 OU Notional Amount USD 57455.92000000 0.003680901480 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 RAE Fundamental U.S. Large Total Return ERAUSLT INDEX Y equity-performance leg 2026-08-05 0.00000000 USD 0.00000000 USD 35614221.00000000 USD 57455.92000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5400000.00000000 OU Notional Amount -59732.15000000 -0.00382672767 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 18474.70000000 EUR 0.00000000 EUR 5400000.00000000 EUR -81259.62000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 112210000.00000000 OU Notional Amount -1698171.03000000 -0.10879297134 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-09-17 0.00000000 GBP -302775.91000000 GBP 112210000.00000000 GBP -1288480.96000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 15500000.00000000 OU Notional Amount -460592.77000000 -0.02950777933 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-09-17 0.00000000 GBP -314576.15000000 GBP 15500000.00000000 GBP -34061.77000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7140000.00000000 OU Notional Amount 416689.10000000 0.026695099913 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-09-17 245083.64000000 GBP 0.00000000 GBP 7140000.00000000 GBP 85498.70000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 157195568.30000000 OU Notional Amount USD 105347.47000000 0.006749063599 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 MSCI Daily Total Return Net EAFE NDDUEAFE INDEX Y equity-performance leg 2026-07-08 0.00000000 USD 0.00000000 USD 157300915.76200000 USD 105347.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1400664.28000000 OU Notional Amount USD -44841.18000000 -0.00287274080 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ERADXULN Index ERADXULN Index Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 1355823.10000000 USD -44841.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 86131062.51000000 OU Notional Amount USD 57722.30000000 0.003697967059 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MSCI Daily Total Return Net EAFE NDDUEAFE INDEX Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 86188784.80400000 USD 57722.30000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 11180000.00000000 OU Notional Amount USD -143480.77000000 -0.00919206547 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2057-08-25 0.00000000 USD -398202.80000000 USD 11180000.00000000 USD 254722.03000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 563740000.00000000 OU Notional Amount USD -4219763.02000000 -0.27033823402 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-08-25 0.00000000 USD -3051711.44000000 USD 563740000.00000000 USD -1168051.58000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 29131550000.00000000 OU Notional Amount 444321.29000000 0.028465350378 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-08-22 0.00000000 COP 0.00000000 COP 29131550000.00000000 COP 444321.29000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2262830000.00000000 OU Notional Amount -2310960.46000000 -0.14805119782 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-12-17 0.00000000 JPY -230315707.00000000 JPY 2262830000.00000000 JPY -799015.28000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 187200000.00000000 OU Notional Amount -750558.75000000 -0.04808438910 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 187200000.00000000 BRL -750558.75000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 480000.00000000 OU Notional Amount USD 3682.56000000 0.000235922435 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-12-17 0.00000000 USD -1688.53000000 USD 480000.00000000 USD 5371.09000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 154870000.00000000 OU Notional Amount USD 1055253.21000000 0.067604575869 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-12-17 0.00000000 USD -2547463.80000000 USD 154870000.00000000 USD 3602717.01000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13910000.00000000 OU Notional Amount USD 149085.99000000 0.009551162722 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2032-12-17 0.00000000 USD -293769.47000000 USD 13910000.00000000 USD 442855.46000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 37220000.00000000 OU Notional Amount USD -780801.16000000 -0.05002186277 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2035-12-17 180624.52000000 USD 0.00000000 USD 37220000.00000000 USD -961425.68000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 19830000.00000000 OU Notional Amount USD 1536474.01000000 0.098433885626 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2055-12-17 503587.68000000 USD 0.00000000 USD 19830000.00000000 USD 1032886.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2690870.79000000 OU Notional Amount USD 1803.34000000 0.000115530599 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 MSCI Daily Total Return Net EAFE NDDUEAFE INDEX Y equity-performance leg 2026-10-07 0.00000000 USD 0.00000000 USD 2692674.12800000 USD 1803.34000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 26553750000.00000000 OU Notional Amount 335060.65000000 0.021465590361 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-08-22 0.00000000 COP 0.00000000 COP 26553750000.00000000 COP 335060.65000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 27300000.00000000 OU Notional Amount USD -427362.39000000 -0.02737888200 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-04-29 0.00000000 USD -186875.64000000 USD 27300000.00000000 USD -240486.75000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 27300000.00000000 OU Notional Amount USD -612729.39000000 -0.03925438003 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-04-30 0.00000000 USD -249290.18000000 USD 27300000.00000000 USD -363439.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5149769.96000000 OU Notional Amount USD 3451.21000000 0.000221101045 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MSCI Daily Total Return Net EAFE NDDUEAFE INDEX Y equity-performance leg 2026-11-18 0.00000000 USD 0.00000000 USD 5153221.17600000 USD 3451.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 27175475.28000000 OU Notional Amount USD 18212.14000000 0.001166756934 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 MSCI Daily Total Return Net EAFE NDDUEAFE INDEX Y equity-performance leg 2026-11-18 0.00000000 USD 0.00000000 USD 24559045.06400000 USD 18212.14000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 45640000.00000000 OU Notional Amount 17479.65000000 0.001119830116 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2035-12-01 0.00000000 CZK -24935.59000000 CZK 45640000.00000000 CZK 18691.06000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 8200000.00000000 OU Notional Amount -15117.18000000 -0.00096847897 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2035-12-01 4061.85000000 PLN 0.00000000 PLN 8200000.00000000 PLN -16247.95000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 7200000.00000000 OU Notional Amount 2279.10000000 0.000146010064 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2035-12-02 0.00000000 CZK 0.00000000 CZK 7200000.00000000 CZK 2279.10000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1300000.00000000 OU Notional Amount -1910.50000000 -0.00012239578 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2035-12-02 0.00000000 PLN 0.00000000 PLN 1300000.00000000 PLN -1910.50000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 17169456.00000000 OU Notional Amount USD 27744.00000000 0.001777413548 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 RAE Fundamental U.S. Large Total Return ERAUSLT INDEX Y equity-performance leg 2026-12-09 0.00000000 USD 0.00000000 USD 17197200.00000000 USD 27744.00000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 52269854.56000000 OU Notional Amount USD 2211638.80000000 0.141688176480 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 RAE Fundamental U.S. Small Total Return ERAUSST INDEX Y equity-performance leg 2026-12-09 0.00000000 USD 0.00000000 USD 52435428.44000000 USD 2211638.80000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 15656329.24000000 OU Notional Amount USD 585090.48000000 0.037483699050 N/A DE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Russell 2000 Total Return Index RU20INTR INDEX Y equity-performance leg 2026-12-09 0.00000000 USD 0.00000000 USD 11755853.85000000 USD 585090.48000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 133200000.00000000 OU Notional Amount -592101.78000000 -0.03793287651 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 133200000.00000000 BRL -592101.78000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 30740000.00000000 OU Notional Amount USD -349181.81000000 -0.02237025951 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2033-03-18 18112.40000000 USD 0.00000000 USD 30740000.00000000 USD -367294.21000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5700000.00000000 OU Notional Amount USD -199858.53000000 -0.01280389486 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2056-03-18 0.00000000 USD -230576.02000000 USD 5700000.00000000 USD 30717.49000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 29400000.00000000 OU Notional Amount USD -335406.96000000 -0.02148777663 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-03-26 0.00000000 USD -132133.38000000 USD 29400000.00000000 USD -203273.58000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 700000.00000000 OU Notional Amount -1249.54000000 -0.00008005151 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2035-12-31 0.00000000 PLN 0.00000000 PLN 700000.00000000 PLN -1249.54000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3800000.00000000 OU Notional Amount 1462.37000000 0.000093686427 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2035-12-31 0.00000000 CZK 0.00000000 CZK 3800000.00000000 CZK 1462.37000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 29200000.00000000 OU Notional Amount USD -370749.48000000 -0.02375198778 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-04-01 0.00000000 USD -135711.52000000 USD 29200000.00000000 USD -235037.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 18422544.62000000 OU Notional Amount USD -589783.47000000 -0.03778435447 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ERADXULN Index ERADXULN Index Y equity-performance leg 2026-07-08 0.00000000 USD 0.00000000 USD 17832761.15000000 USD -589783.47000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 408000000.00000000 OU Notional Amount -339.24000000 -0.00002173333 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-10-01 0.00000000 CLP 0.00000000 CLP 408000000.00000000 CLP -339.24000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 335000000.00000000 OU Notional Amount -273.31000000 -0.00001750954 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-09-01 0.00000000 CLP 0.00000000 CLP 335000000.00000000 CLP -273.31000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2300000.00000000 OU Notional Amount USD 48659.49000000 0.003117360034 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-03-03 0.00000000 USD -4478.18000000 USD 2300000.00000000 USD 53137.67000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 44600000.00000000 OU Notional Amount -213973.39000000 -0.01370816041 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 44600000.00000000 BRL -213973.39000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2200000.00000000 OU Notional Amount USD 41793.84000000 0.002677513605 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-03-03 0.00000000 USD -4390.57000000 USD 2200000.00000000 USD 46184.41000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 800000.00000000 OU Notional Amount -10571.06000000 -0.00067723274 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 EUR -818.11000000 EUR 800000.00000000 EUR -9608.27000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 83510000.00000000 OU Notional Amount -1505675.57000000 -0.09646079001 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR -2092866.12000000 EUR 83510000.00000000 EUR 906535.93000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 61650000.00000000 OU Notional Amount 1115634.96000000 0.071472920035 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-09-16 1301430.10000000 EUR 0.00000000 EUR 61650000.00000000 EUR -384263.97000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 31200000.00000000 OU Notional Amount -1210948.62000000 -0.07757916969 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 GBP -253328.02000000 GBP 31200000.00000000 GBP -872116.70000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 21150000.00000000 OU Notional Amount USD 489256.60000000 0.031344121601 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 USD -142813.16000000 USD 21150000.00000000 USD 632069.76000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 14100000.00000000 OU Notional Amount -134686.94000000 -0.00862869060 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 CAD -361770.79000000 CAD 14100000.00000000 CAD 130908.84000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 8299600000.00000000 OU Notional Amount -2523288.71000000 -0.16165396268 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 JPY -148062600.00000000 JPY 8299600000.00000000 JPY -1590526.32000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 17600000.00000000 OU Notional Amount 169229.09000000 0.010841626204 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 152659.82000000 AUD 0.00000000 AUD 17600000.00000000 AUD 61303.10000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 11940000.00000000 OU Notional Amount USD 323544.15000000 0.020727788201 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2033-06-17 205213.00000000 USD 0.00000000 USD 11940000.00000000 USD 118331.15000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 7890000.00000000 OU Notional Amount USD 181417.93000000 0.011622501686 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-06-17 132433.53000000 USD 0.00000000 USD 7890000.00000000 USD 48984.40000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 26400000.00000000 OU Notional Amount USD -538977.12000000 -0.03452945630 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-06-04 0.00000000 USD -130768.60000000 USD 26400000.00000000 USD -408208.52000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 18364155.92000000 OU Notional Amount USD -1271392.65000000 -0.08145150382 N/A DE FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 RAFI Dynamic Multi-Factor Emerging Markets Index RADMFENT Index Y equity-performance leg 2027-03-10 0.00000000 USD 0.00000000 USD 17092763.27000000 USD -1271392.65000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 25100000.00000000 OU Notional Amount USD -237757.24000000 -0.01523186778 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-06-23 0.00000000 USD -153624.93000000 USD 25100000.00000000 USD -84132.31000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 330000.00000000 OU Notional Amount 1975.84000000 0.000126581775 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-03-23 0.00000000 PLN 0.00000000 PLN 330000.00000000 PLN 1975.84000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1570000.00000000 OU Notional Amount -1018.30000000 -0.00006523717 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-03-23 0.00000000 CZK 0.00000000 CZK 1570000.00000000 CZK -1018.30000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2500000.00000000 OU Notional Amount -1698.10000000 -0.00010878842 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-04-02 0.00000000 CZK 0.00000000 CZK 2500000.00000000 CZK -1698.10000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 500000.00000000 OU Notional Amount 3114.39000000 0.000199522743 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-04-02 0.00000000 PLN 0.00000000 PLN 500000.00000000 PLN 3114.39000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 19709134.68000000 OU Notional Amount USD -1242102.48000000 -0.07957503521 N/A DE FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 ERAEMLN Index ERAEMLN Index Y equity-performance leg 2027-04-07 0.00000000 USD 0.00000000 USD 18467032.20000000 USD -1242102.48000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 593709.92000000 OU Notional Amount USD -41103.90000000 -0.00263331274 N/A DE FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 RAFI Dynamic Multi-Factor Emerging Markets Index RADMFENT Index Y equity-performance leg 2027-04-07 0.00000000 USD 0.00000000 USD 552606.02000000 USD -41103.90000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 6110306.40000000 OU Notional Amount USD 9873.60000000 0.000632550115 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 RAE Fundamental U.S. Large Total Return ERAUSLT INDEX Y equity-performance leg 2026-07-08 0.00000000 USD 0.00000000 USD 6120180.00000000 USD 9873.60000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 53850579.12000000 OU Notional Amount USD -3728199.15000000 -0.23884629765 N/A DE FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 RAFI Dynamic Multi-Factor Emerging Markets Index RADMFENT Index Y equity-performance leg 2026-07-01 0.00000000 USD 0.00000000 USD 53850579.12000000 USD -3728199.15000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 17700000.00000000 OU Notional Amount USD -305109.06000000 -0.01954674802 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-04-17 0.00000000 USD -132169.68000000 USD 17700000.00000000 USD -172939.38000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 96206554.84000000 OU Notional Amount USD 4070685.70000000 0.260787626740 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 RAE Fundamental U.S. Small Total Return ERAUSST INDEX Y equity-performance leg 2026-07-08 0.00000000 USD 0.00000000 USD 100277240.54000000 USD 4070685.70000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2900000.00000000 OU Notional Amount USD -13729.18000000 -0.00087955704 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-05-22 0.00000000 USD -7725.68000000 USD 2900000.00000000 USD -6003.50000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 17675281.64000000 OU Notional Amount USD 28561.36000000 0.001829777546 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 RAE Fundamental U.S. Large Total Return ERAUSLT INDEX Y equity-performance leg 2026-07-15 0.00000000 USD 0.00000000 USD 17703843.00000000 USD 28561.36000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 6601089.88000000 OU Notional Amount USD 279304.90000000 0.017893609916 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 RAE Fundamental U.S. Small Total Return ERAUSST INDEX Y equity-performance leg 2026-07-15 0.00000000 USD 0.00000000 USD 6880394.78000000 USD 279304.90000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 499670000.00000000 OU Notional Amount -612318.43000000 -0.03922805196 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-07-23 0.00000000 ZAR -21291943.71000000 ZAR 499670000.00000000 ZAR 672844.92000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3200000.00000000 OU Notional Amount USD -3265.60000000 -0.00020920998 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-05-28 0.00000000 USD -7940.28000000 USD 3200000.00000000 USD 4674.68000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1200000.00000000 OU Notional Amount USD -1616.16000000 -0.00010353895 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-05-28 0.00000000 USD -2995.47000000 USD 1200000.00000000 USD 1379.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4984752.92000000 OU Notional Amount USD -91005.39000000 -0.00583024124 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 RAFI Dynamic Multi-Factor Developed ex-U.S. Index RADMFXNT Index Y equity-performance leg 2026-08-05 0.00000000 USD 0.00000000 USD 4893747.53000000 USD -91005.39000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 8348310.74000000 OU Notional Amount USD -267264.69000000 -0.01712225638 N/A DE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 ERADXULN Index ERADXULN Index Y equity-performance leg 2026-11-04 0.00000000 USD 0.00000000 USD 8081046.05000000 USD -267264.69000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7341901.77000000 OU Notional Amount USD 4920.31000000 0.000315218629 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 MSCI Daily Total Return Net EAFE NDDUEAFE Index Y equity-performance leg 2026-11-04 0.00000000 USD 0.00000000 USD 7346822.08200000 USD 4920.31000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 5486066.46000000 OU Notional Amount USD -5427.45000000 -0.00034770844 N/A DE FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Janus Henderson AAA CLO ETF Janus Henderson AAA CLO ETF Y equity-performance leg 2026-07-28 0.00000000 USD 0.00000000 USD 5480639.01000000 USD -5427.45000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 5486066.46000000 OU Notional Amount USD -5427.45000000 -0.00034770844 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Janus Henderson AAA CLO ETF Janus Henderson AAA CLO ETF Y equity-performance leg 2026-07-28 0.00000000 USD 0.00000000 USD 5480639.01000000 USD 5427.45000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 7554902.20000000 OU Notional Amount USD 282333.19000000 0.018087616680 N/A DE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 Russell 2000 Total Return Index RU20INTR Index Y equity-performance leg 2026-08-05 0.00000000 USD 0.00000000 USD 7837235.90000000 USD 282333.19000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 40769012.22000000 OU Notional Amount USD 27322.10000000 0.001750384613 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 MSCI Daily Total Return Net EAFE NDDUEAFE Index Y equity-performance leg 2026-08-05 0.00000000 USD 0.00000000 USD 40796334.31000000 USD 27322.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 113445737.50000000 OU Notional Amount USD -1597430.68000000 -0.10233906192 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 MSCI Emerging Net Total Return USD Index NDUEEGF Index Y equity-performance leg 2026-11-04 0.00000000 USD 0.00000000 USD 111848306.77800000 USD -1597430.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11065046.27000000 OU Notional Amount USD 7415.44000000 0.000475068610 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MSCI Daily Total Return Net EAFE NDDUEAFE Index Y equity-performance leg 2027-05-19 0.00000000 USD 0.00000000 USD 11072461.71600000 USD 7415.44000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 13113363.60000000 OU Notional Amount USD -907868.25000000 -0.05816238927 N/A DE FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 RAFI Dynamic Multi-Factor Emerging Markets Index RADMFENT Index Y equity-performance leg 2027-05-19 0.00000000 USD 0.00000000 USD 12205495.35000000 USD -907868.25000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 54522555.04000000 OU Notional Amount USD -995404.68000000 -0.06377039233 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 RAFI Dynamic Multi-Factor Developed ex-U.S. Index RADMFXNT Index Y equity-performance leg 2027-05-19 0.00000000 USD 0.00000000 USD 53527150.36000000 USD -995404.68000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 21314468.76000000 OU Notional Amount USD 796540.02000000 0.051030169541 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Russell 2000 Total Return Index RU20INTR Index Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 22111010.22000000 USD 796540.02000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 21711112.29000000 OU Notional Amount USD -206753.27000000 -0.01324560493 N/A DE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 S&P 500 Total Return Index SPTR Index Y equity-performance leg 2026-11-04 0.00000000 USD 0.00000000 USD 21504357.74000000 USD -206753.27000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 2090362.55000000 OU Notional Amount USD -29434.42000000 -0.00188570995 N/A DE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 MSCI Emerging Net Total Return USD Index NDUEEGF Index Y equity-performance leg 2026-09-02 0.00000000 USD 0.00000000 USD 2060928.12900000 USD -29434.42000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 5694903.27000000 OU Notional Amount USD 3816.54000000 0.000244505835 N/A DE FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 MSCI Daily Total Return Net EAFE NDDUEAFE Index Y equity-performance leg 2027-06-02 0.00000000 USD 0.00000000 USD 5698719.81400000 USD 3816.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 118582506.20000000 OU Notional Amount USD -4511833.04000000 -0.28904963867 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ERADXULN Index ERADXULN Index Y equity-performance leg 2027-06-02 0.00000000 USD 0.00000000 USD 114070673.20000000 USD -4511833.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19473328.42000000 OU Notional Amount USD 118197.14000000 0.007572275016 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MSCI Daily Total Return Net EAFE NDDUEAFE Index Y equity-performance leg 2026-07-01 0.00000000 USD 0.00000000 USD 19473328.41600000 USD 118197.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19473328.42000000 OU Notional Amount USD 118197.14000000 0.007572275016 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MSCI Daily Total Return Net EAFE NDDUEAFE Index Y equity-performance leg 2027-06-02 0.00000000 USD 0.00000000 USD 19591525.55200000 USD 118197.14000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 2740749.48000000 OU Notional Amount USD 127345.17000000 0.008158341642 N/A DE FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Russell 2000 Total Return Index RU20INTR Index Y equity-performance leg 2026-09-02 0.00000000 USD 0.00000000 USD 2868094.84000000 USD 127345.17000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 2740749.48000000 OU Notional Amount USD 127345.17000000 0.008158341642 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Russell 2000 Total Return Index RU20INTR Index Y equity-performance leg 2026-12-02 0.00000000 USD 0.00000000 USD 2868094.84000000 USD 127345.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 70140263.56000000 OU Notional Amount USD 600548.62000000 0.038474021551 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MSCI Emerging Net Total Return USD Index NDUEEGF Index Y equity-performance leg 2026-07-08 0.00000000 USD 0.00000000 USD 70140263.56000000 USD 600548.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 18145184.00000000 OU Notional Amount USD 424982.40000000 0.027226408440 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 MSCI Daily Total Return Net EAFE NDDUEAFE Index Y equity-performance leg 2027-06-09 0.00000000 USD 0.00000000 USD 18570166.40000000 USD 424982.40000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 22472441.39000000 OU Notional Amount USD 357069.24000000 0.022875566070 N/A DE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 S&P 500 Total Return Index SPTR Index Y equity-performance leg 2026-11-04 0.00000000 USD 0.00000000 USD 22829509.27000000 USD 357069.24000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1184660.09000000 OU Notional Amount USD 34007.09000000 0.002178657097 N/A DE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 MSCI Daily Total Return Net EAFE NDDUEAFE Index Y equity-performance leg 2027-06-09 0.00000000 USD 0.00000000 USD 1218667.17000000 USD 34007.09000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 27566349.30000000 OU Notional Amount USD 867935.25000000 0.055604089996 N/A DE CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 RAE Fundamental U.S. Small Total Return ERAUSST Index Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 28434284.55000000 USD 867935.25000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 136400000.00000000 OU Notional Amount -135783.30000000 -0.00869892867 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 136400000.00000000 BRL -135783.30000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 46392533.14000000 OU Notional Amount USD 1030997.85000000 0.066050661311 N/A DE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 NVIDIA Corp. NVIDIA Corp. Y equity-performance leg 2026-07-29 0.00000000 USD 0.00000000 USD 46392533.14000000 USD -1030997.85000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 13198642.18000000 OU Notional Amount USD 320479.30000000 0.020531439228 N/A DE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 Amazon.com, Inc. Amazon.com, Inc. Y equity-performance leg 2026-07-29 0.00000000 USD 0.00000000 USD 13198642.18000000 USD -320479.30000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3910000.00000000 OU Notional Amount -76.09000000 -0.00000487468 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-07-01 0.00000000 CZK 0.00000000 CZK 3910000.00000000 CZK -76.09000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 700000.00000000 OU Notional Amount 50.48000000 0.000003233990 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-07-01 0.00000000 PLN 0.00000000 PLN 700000.00000000 PLN 50.48000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1700000.00000000 OU Notional Amount USD -23471.31000000 -0.00150368455 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2055-10-30 0.00000000 USD 0.00000000 USD 1700000.00000000 USD -23471.31000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 990000.00000000 OU Notional Amount USD 6478.17000000 0.000415022604 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2030-03-25 0.00000000 USD 0.00000000 USD 990000.00000000 USD 6478.17000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 12600000.00000000 OU Notional Amount USD 68066.80000000 0.004360685284 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2030-03-27 0.00000000 USD 0.00000000 USD 12600000.00000000 USD 68066.80000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 20500000.00000000 OU Notional Amount USD 108369.70000000 0.006942682131 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2030-10-29 0.00000000 USD 0.00000000 USD 20500000.00000000 USD 108369.70000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 68240000.00000000 OU Notional Amount USD 40152.91000000 0.002572387768 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2035-10-29 0.00000000 USD 0.00000000 USD 68240000.00000000 USD 40152.91000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 700000.00000000 OU Notional Amount USD 350.33000000 0.000022443818 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2052-07-20 10500.38000000 USD 0.00000000 USD 700000.00000000 USD -10150.05000000 N N N 2026-08-03 PIMCO FUNDS Bijal Parikh Bijal Parikh Treasurer XXXX