NPORT-P false 0000810893 XXXXXXXX S000009694 C000026586 C000085176 PIMCO FUNDS 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 NEWPORT CENTER DRIVE NEWPORT BEACH 92660 888-877-4626 PIMCO Moderate Duration Fund S000009694 B2JY4NU9RPQLDEI8V482 2027-03-31 2026-06-30 N 2551308599.58 926881114.92 1624427484.66 0.00000000 0.00000000 389852235.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 17327022.37000000 0.00000000 0.00000000 0.00000000 AUD BRL CAD EUR GBP JPY PEN USD ZAR N Bloomberg Inter US Government/Credit Total Return Unhedged Index LF97TRUU AEP TEXAS INC 5493001L78U618KXNZ75 00108WAH3 1800000.00000000 PA USD 1780394.09000000 0.109601327656 Long DBT CORP US N 2 2028-06-01 Fixed 3.95000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAV2 400000.00000000 PA USD 394713.52000000 0.024298623590 Long DBT CORP US N 2 2036-04-15 Fixed 5.20000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCH6 1250000.00000000 PA USD 1264150.21000000 0.077821276846 Long DBT CORP US N 2 2028-06-01 Fixed 5.45000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RNG3 900000.00000000 PA USD 880991.87000000 0.054233991872 Long DBT CORP US N 2 2033-04-30 Fixed 4.75000000 N N N N N N ACORE Issuer, LLC N/A 00485EAA1 3800000.00000000 PA USD 3802375.00000000 0.234074776246 Long ABS-CBDO CORP KY N 2 2043-08-20 Floating 5.09000000 N N N N N N Acres PLC N/A 00501XAA9 500000.00000000 PA USD 500622.50000000 0.030818396310 Long ABS-CBDO CORP US N 2 2044-08-18 Floating 5.09000000 N N N N N N Adjustable Rate Mortgage Trust N/A 007036MX1 892.86000000 PA USD 863.73000000 0.000053171348 Long ABS-MBS CORP US N 2 2035-10-25 Variable 4.32000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBR5 3000000.00000000 PA USD 2942388.12000000 0.181133854714 Long DBT CORP IE N 2 2030-11-15 Fixed 4.38000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBU8 1000000.00000000 PA USD 976909.44000000 0.060138691891 Long DBT CORP IE N 2 2033-01-15 Fixed 4.75000000 N N N N N N AIR CANADA 2017-1AA PTT N/A 00908PAA5 184800.00000000 PA USD 175842.52000000 0.010824891948 Long DBT CORP CA N 2 2031-07-15 Fixed 3.30000000 N N N N N N AIRCASTLE / IRELAND DAC N/A 00929JAC0 800000.00000000 PA USD 797103.99000000 0.049069841376 Long DBT CORP BM N 2 2030-09-15 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F020679 -5100000.00000000 PA USD -4073600.57000000 -0.25077146308 Short ABS-MBS USGSE US N 2 2056-07-01 Fixed 2.00000000 N N N N N N UMBS, TBA N/A 01F022683 -43300000.00000000 PA USD -36172413.41000000 -2.22677920384 Short ABS-MBS USGSE US N 2 2056-08-01 Fixed 2.50000000 N N N N N N UMBS, TBA N/A 01F030686 100000.00000000 PA USD 87156.25000000 0.005365351843 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 3.00000000 N N N N N N UMBS, TBA N/A 01F032682 6600000.00000000 PA USD 5984085.95000000 0.368381230095 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F040677 12400000.00000000 PA USD 11591064.18000000 0.713547652293 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F040685 43800000.00000000 PA USD 40911833.26000000 2.518538601836 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F042673 7300000.00000000 PA USD 6994312.43000000 0.430570923974 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F042681 24400000.00000000 PA USD 23356327.82000000 1.437819049515 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F050684 85300000.00000000 PA USD 83727432.23000000 5.154273306790 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 5.00000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DE3 3200000.00000000 PA USD 3149082.37000000 0.193857983796 Long DBT CORP US N 2 2033-03-13 Fixed 4.55000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02344AAF5 1600000.00000000 PA USD 1605987.04000000 0.098864803456 Long DBT CORP US N 2 2028-03-17 Fixed 4.80000000 N N N N N N AMER AIRLN 15-1 A PTT N/A 023770AA8 179511.32000000 PA USD 177499.03000000 0.010926866953 Long DBT CORP US N 2 2028-11-01 Fixed 3.38000000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 0255E3GQ5 1500000.00000000 PA USD 1496018.70000000 0.092095135924 Long STIV CORP US N 2 2026-07-24 Fixed 4.01000000 N N N N N N AMETEK Inc 549300WZDEF9KKE40E98 03111CG72 3100000.00000000 PA USD 3097643.07000000 0.190691372760 Long STIV CORP US N 2 2026-07-07 Fixed 4.04000000 N N N N N N AMETEK Inc 549300WZDEF9KKE40E98 03111CHA4 1500000.00000000 PA USD 1493158.65000000 0.091919070817 Long STIV CORP US N 2 2026-08-10 Fixed 4.10000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DW7 1800000.00000000 PA USD 1764090.59000000 0.108597681746 Long DBT CORP US N 2 2036-02-19 Fixed 4.85000000 N N N N N N Anchorage Credit Funding Ltd. 636700NIUPSXWN2YAM51 03331VAA3 1600000.00000000 PA USD 1584361.30000000 0.097533519653 Long ABS-CBDO CORP KY N 2 2040-10-25 Fixed 5.04000000 N N N N N N Angel Oak Mortgage Trust 2549003MM0537Y3QHI22 03465MAA1 1955763.81000000 PA USD 1754668.85000000 0.108017678017 Long ABS-MBS CORP US N 2 2066-11-25 Variable 1.82000000 N N N N N N ARES STRATEGIC INCOME FU 549300IANZJVZPTICV54 04020EAM9 1600000.00000000 PA USD 1584587.12000000 0.097547421166 Long DBT CORP US N 2 2028-09-09 Fixed 5.45000000 N N N N N N ARES STRATEGIC INCOME FU 549300IANZJVZPTICV54 04020EAQ0 900000.00000000 PA USD 881826.21000000 0.054285353967 Long DBT CORP US N 2 2029-01-15 Fixed 4.85000000 N N N N N N Atlas Senior Loan Fund LTD 213800YL4OYYQS6XD442 04943EAQ4 1000000.00000000 PA USD 1000667.79000000 0.061601259486 Long ABS-CBDO CORP KY N 2 2035-01-18 Floating 4.79000000 N N N N N N AVILEASE CAPITAL LTD 635400SXOPVAVBWNE366 05370HAA1 600000.00000000 PA USD 587483.35000000 0.036165563286 Long DBT CORP KY N 2 2030-11-12 Fixed 4.75000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RGU2 2700000.00000000 PA USD 2712266.91000000 0.166967558454 Long ABS-O CORP US N 2 2028-02-22 Fixed 5.44000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHC1 2600000.00000000 PA USD 2620531.68000000 0.161320323913 Long ABS-O CORP US N 2 2028-04-20 Fixed 5.78000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHM9 5300000.00000000 PA USD 5459113.42000000 0.336063842279 Long ABS-O CORP US N 2 2030-02-20 Fixed 6.02000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401ABC4 1500000.00000000 PA USD 1464328.80000000 0.090144300920 Long DBT CORP KY N 2 2032-10-15 Fixed 4.95000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401ABE0 900000.00000000 PA USD 884100.52000000 0.054425360833 Long DBT CORP KY N 2 2029-04-15 Fixed 4.20000000 N N N N N N Bank 549300664283JRAXM588 05494FBM9 763000.00000000 PA USD 790399.64000000 0.048657120583 Long ABS-MBS CORP US N 2 2058-03-15 Fixed 5.64000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05494NAB7 5000000.00000000 PA USD 4944889.00000000 0.304408109730 Long ABS-MBS CORP US N 2 2058-09-15 Fixed 4.53000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc 5493001M1XQ4INMTAE48 05523GAA9 2000000.00000000 PA USD 1430000.00000000 0.088031014834 Long ABS-MBS CORP US N 2 2034-08-14 Fixed 2.85000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABE4 1900000.00000000 PA USD 1873364.95000000 0.115324627765 Long DBT CORP FR N 2 2032-01-13 Fixed 4.76000000 N N N N N N BAKER HUGHES LLC/CO-OBL N/A 05724BAN9 1100000.00000000 PA USD 1076093.08000000 0.066244451670 Long DBT CORP US N 2 2033-06-15 Fixed 4.65000000 N N N N N N Banc of America Funding Corporation 5493001796TAQ7M7QX12 058927AA2 29549.67000000 PA USD 28300.13000000 0.001742160254 Long ABS-MBS CORP US N 2 2036-02-20 Variable 5.61000000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 05946KAU5 1400000.00000000 PA USD 1362606.70000000 0.083882273161 Long DBT CORP ES N 2 2036-03-03 Fixed 5.13000000 N N N N N N Banc of America Mortgage Securities N/A 05948XT27 8752.83000000 PA USD 8641.04000000 0.000531943720 Long ABS-MBS CORP US N 2 2034-02-25 Variable 5.27000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBA2 500000.00000000 PA USD 503259.54000000 0.030980732889 Long DBT CORP ES N 2 2028-03-14 Fixed 5.55000000 N N N N N N BANCO BTG PACTUAL/CAYMAN 2549002JHJ73KGETOK78 05971AAM3 1300000.00000000 PA USD 1284660.00000000 0.079083862599 Long DBT CORP BR N 2 2031-01-27 Fixed 5.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAV1 800000.00000000 PA USD 795667.53000000 0.048981412683 Long DBT CORP ES N 2 2031-04-15 Fixed 4.87000000 N N N N N N Banco de Credito e Inversiones SA/Miami FL 549300E9E5Y3PKW24142 05990DHL9 1500000.00000000 PA USD 1491466.05000000 0.091814874106 Long STIV CORP US N 2 2026-08-20 Fixed 4.03000000 N N N N N N Banco de Credito e Inversiones SA/Miami FL 549300E9E5Y3PKW24142 05990DHQ8 1500000.00000000 PA USD 1490772.15000000 0.091772157518 Long STIV CORP US N 2 2026-08-24 Fixed 4.00000000 N N N N N N Banco de Credito e Inversiones SA/Miami FL 549300E9E5Y3PKW24142 05990DJ37 1500000.00000000 PA USD 1489017.75000000 0.091664156391 Long STIV CORP US N 2 2026-09-03 Fixed 4.05000000 N N N N N N Banc of America Funding Corporation 5493001796TAQ7M7QX12 06051GDM8 466703.26000000 PA USD 451728.43000000 0.027808470015 Long ABS-MBS CORP US N 2 2035-05-25 Variable 5.37000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLS6 2400000.00000000 PA USD 2456231.40000000 0.151205973993 Long DBT CORP US N 2 2029-09-15 Fixed 5.82000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GML0 1400000.00000000 PA USD 1419226.30000000 0.087367784244 Long DBT CORP US N 2 2031-01-24 Fixed 5.16000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAZ0 2100000.00000000 PA USD 2068347.65000000 0.127327792070 Long DBT CORP CA N 2 2034-02-02 Fixed 4.81000000 N N N N N N Bank 549300664283JRAXM588 06540WBB8 1872605.41000000 PA USD 1835633.06000000 0.113001846948 Long ABS-MBS CORP US N 2 2061-08-15 Fixed 3.07000000 N N N N N N Barings Private Credit CLO 2549002ZUVWS302WHD34 06766HAA1 2000000.00000000 PA USD 2001646.96000000 0.123221687573 Long ABS-CBDO CORP KY N 2 2034-05-22 Floating 5.13000000 N N N N N N BAYOU RE LTD N/A 07304LAF8 250000.00000000 PA USD 249350.00000000 0.015350023460 Long DBT CORP BM N 2 2033-05-09 Floating 10.02000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384M4E9 6397.43000000 PA USD 6195.56000000 0.000381399604 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 07384MB68 7287.23000000 PA USD 6873.37000000 0.000423125689 Long ABS-MBS CORP US N 2 2034-02-25 Variable 5.50000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384MR87 8071.25000000 PA USD 7647.77000000 0.000470797870 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 208.98000000 PA USD 216.70000000 0.000013340084 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 07384MTN2 1567.69000000 PA USD 1583.93000000 0.000097506968 Long ABS-MBS CORP US N 2 2033-04-25 Variable 6.00000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HSY8 180105.52000000 PA USD 173844.42000000 0.010701888612 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 07386HVS7 140388.22000000 PA USD 72194.67000000 0.004444314731 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.64000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HWZ0 526198.68000000 PA USD 434941.88000000 0.026775087475 Long ABS-MBS CORP US N 2 2035-10-25 Variable 4.87000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 073882AA0 35040.68000000 PA USD 35165.56000000 0.002164797156 Long ABS-MBS CORP US N 2 2036-10-25 Variable 5.78000000 N N N N N N BEIGNET INVESTOR LLC N/A 076912AA2 5672000.00000000 PA USD 5789118.01000000 0.356378974418 Long DBT CORP US N 2 2049-05-30 Fixed 6.58000000 N N N N N N BENCHMARK Mortgage Trust N/A 081942AC8 3400000.00000000 PA USD 3476619.00000000 0.214021187946 Long ABS-MBS CORP US N 2 2059-05-15 Fixed 5.47000000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AY5 700000.00000000 PA USD 689670.08000000 0.042456193736 Long DBT CORP US N 2 2031-01-31 Fixed 4.55000000 N N N N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 09261XAM4 1300000.00000000 PA USD 1279641.19000000 0.078774903902 Long DBT CORP US N 2 2029-09-04 Fixed 5.25000000 N N N N N N BLACKSTONE REG FINANCE 254900S2G1V55FTA4590 092914AB6 1900000.00000000 PA USD 1867078.09000000 0.114937607719 Long DBT CORP US N 2 2030-11-03 Fixed 4.30000000 N N N N N N BMO Mortgage Trust N/A 096941AB5 3600000.00000000 PA USD 3630222.36000000 0.223477033864 Long ABS-MBS CORP US N 2 2058-07-15 Fixed 5.19000000 N N N N N N BROADSTONE NET LEASE LLC 54930089IBT6J4WBTI50 11134GAA8 300000.00000000 PA USD 295876.56000000 0.018214205484 Long DBT US N 2 2032-11-01 Fixed 5.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 831000.00000000 PA USD 706232.14000000 0.043475756638 Long DBT CORP US N 2 2035-11-15 Fixed 3.14000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCQ2 1368000.00000000 PA USD 1238014.84000000 0.076212379542 Long DBT CORP US N 2 2031-02-15 Fixed 2.45000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCU3 3759000.00000000 PA USD 3427668.58000000 0.211007792737 Long DBT CORP US N 2 2033-04-15 Fixed 3.42000000 N N N N N N Brookfield Corporate Treasury Ltd N/A 11271GGV9 1200000.00000000 PA USD 1196096.04000000 0.073631851916 Long STIV CORP CA N 2 2026-07-29 Fixed 4.01000000 N N N N N N Brookfield Corporate Treasury Ltd N/A 11271GGW7 300000.00000000 PA USD 298989.99000000 0.018405868702 Long STIV CORP CA N 2 2026-07-30 Fixed 4.00000000 N N N N N N BROOKFIELD ASSET MANAGEM 549300CZ84WPNJZKY093 113004AE5 1000000.00000000 PA USD 990915.51000000 0.061000907664 Long DBT CORP CA N 2 2031-04-15 Fixed 4.83000000 N N N N N N BROOKLYN UNION GAS CO 83BQ1DXS6VA5GZFK8S35 114259AY0 1200000.00000000 PA USD 1235488.42000000 0.076056852747 Long DBT CORP US N 2 2054-07-18 Fixed 6.42000000 N N N N N N BrightSpire Capital, Inc N/A 116686AA4 900000.00000000 PA USD 901687.50000000 0.055508017964 Long ABS-CBDO CORP US N 2 2043-08-19 Floating 5.09000000 N N N N N N CFE FIBRA E N/A 125276AA3 874303.20000000 PA USD 853319.92000000 0.052530502472 Long DBT MX N 2 2040-09-23 Fixed 5.88000000 N N N N N N Citimortgage Alternative Loan Trust N/A 12566TAJ6 726962.24000000 PA USD 605429.71000000 0.037270343903 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.41000000 N N N N N N CPPIB CAPITAL INC 549300KW9NB55HTDK075 12593CAY7 500000.00000000 PA 370268.24000000 0.022793768481 Long DBT NUSS CA N 2 2034-06-02 Fixed 4.30000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 12666BAA3 205795.59000000 PA USD 187003.35000000 0.011511954320 Long ABS-O CORP US N 2 2035-06-25 Floating 4.04000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 12667AAD8 505060.78000000 PA USD 480210.43000000 0.029561826214 Long ABS-O CORP US N 2 2036-12-25 Floating 4.28000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12668ASY2 1721612.16000000 PA USD 877551.51000000 0.054022202793 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.30000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12668ATT2 14829.77000000 PA USD 13057.74000000 0.000803836436 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.74000000 N N N N N N Countrywide Home Loans N/A 12669F6Z1 97948.16000000 PA USD 94226.44000000 0.005800593802 Long ABS-MBS CORP US N 2 2034-11-25 Variable 4.67000000 N N N N N N Countrywide Home Loans N/A 12669FKT9 220135.87000000 PA USD 220618.06000000 0.013581280917 Long ABS-MBS CORP US N 2 2034-03-25 Variable 6.12000000 N N N N N N Countrywide Home Loans N/A 12669GHG9 8254.73000000 PA USD 8243.22000000 0.000507453861 Long ABS-MBS CORP US N 2 2035-02-20 Variable 4.96000000 N N N N N N Countrywide Home Loans N/A 12669GTV3 2675.35000000 PA USD 2632.20000000 0.000162038627 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.34000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAN4 300000.00000000 PA USD 297643.93000000 0.018323005047 Long DBT CORP ES N 2 2032-04-22 Fixed 4.82000000 N N N N N N Canada Government Bonds 4BFD7AQU0A75QLAHK410 135087S21 5100000.00000000 PA 3591737.74000000 0.221107914875 Long DBT NUSS CA N 2 2034-12-01 Fixed 3.25000000 N N N N N N CAPE LOOKOUT RE LTD N/A 13947LAG7 850000.00000000 PA USD 887740.00000000 0.054649407768 Long DBT CORP BM N 2 2032-03-13 Floating 10.42000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDP7 4200000.00000000 PA USD 4144477.43000000 0.255134653232 Long DBT CORP US N 2 2032-01-30 Fixed 4.72000000 N N N N N N Capital Street Master Trust N/A 14051LAC6 1000000.00000000 PA USD 1000578.00000000 0.061595732000 Long ABS-O CORP US N 2 2029-08-16 Floating 4.69000000 N N N N N N CarMax Auto Owner Trust N/A 14318DAC3 21333.84000000 PA USD 21341.49000000 0.001313785330 Long ABS-O CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 143658CB6 800000.00000000 PA USD 799146.24000000 0.049195562593 Long DBT CORP BM N 2 2029-05-01 Fixed 5.13000000 N N N N N N CASSA DEPOSITI E PRESTIT 81560029E2CE4D14F425 147918AF3 1900000.00000000 PA USD 1874034.39000000 0.115365838592 Long DBT NUSS IT N 2 2030-10-01 Fixed 4.38000000 N N N N N N CBAMR Ltd 254900Q3N8LV0KJICN72 14987VAN9 4000000.00000000 PA USD 4006509.24000000 0.246641310728 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.30000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 1800000.00000000 PA USD 1711389.17000000 0.105353374414 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAZ4 100000.00000000 PA USD 87201.94000000 0.005368164527 Long DBT CORP US N 2 2031-08-01 Fixed 2.63000000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XBL1 800000.00000000 PA USD 783814.90000000 0.048251762999 Long DBT CORP US N 2 2036-04-01 Fixed 4.85000000 N N N N N N Chase Mortgage Finance Corporation 529900A7SLLSJMEDIN80 161630AQ1 38469.02000000 PA USD 37541.30000000 0.002311048067 Long ABS-MBS CORP US N 2 2037-02-25 Variable 5.65000000 N N N N N N Chase Mortgage Finance Corporation 529900A7SLLSJMEDIN80 161630BD9 154187.58000000 PA USD 143496.78000000 0.008833683334 Long ABS-MBS CORP US N 2 2037-03-25 Variable 4.35000000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAP4 1800000.00000000 PA USD 1773027.43000000 0.109147834959 Long DBT CORP US N 2 2036-07-30 Fixed 5.20000000 N N N N N N CHILE ELECTRICITY LUX N/A 16882LAB8 1067958.10000000 PA USD 1092190.07000000 0.067235384793 Long DBT CORP LU N 2 2035-10-20 Fixed 5.67000000 N N N N N N CITADEL FINANCE LLC 549300BQL283NCR7P163 17287HAE0 1000000.00000000 PA USD 984557.90000000 0.060609532238 Long DBT CORP US N 2 2029-02-14 Fixed 4.75000000 N N N N N N Citizens Auto Receivables Trust N/A 17295FAD6 681079.99000000 PA USD 683055.19000000 0.042048980114 Long ABS-O CORP US N 2 2028-02-15 Fixed 5.83000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307GEC8 7282.71000000 PA USD 6815.27000000 0.000419549045 Long ABS-MBS CORP US N 2 2034-03-25 Variable 6.03000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307GJK5 438748.70000000 PA USD 432372.06000000 0.026616888970 Long ABS-O CORP US N 2 2034-10-25 Floating 4.71000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307GXP8 177272.09000000 PA USD 180965.50000000 0.011140263367 Long ABS-MBS CORP US N 2 2035-09-25 Floating 5.75000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17311BAS2 265998.74000000 PA USD 148689.52000000 0.009153349189 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.08000000 N N N N N N Citizens Auto Receivables Trust N/A 17331KAD1 453766.75000000 PA USD 454581.08000000 0.027984079578 Long ABS-O CORP US N 2 2028-01-18 Fixed 5.84000000 N N N N N N CLECO POWER LLC TM1ZH54SJKLNHFCBFK92 185508AJ7 500000.00000000 PA USD 498089.56000000 0.030662468143 Long DBT CORP US N 2 2036-01-15 Fixed 5.30000000 N N N N N N CLOROX COMPANY 54930044KVSC06Z79I06 189054BA6 500000.00000000 PA USD 496977.92000000 0.030594035418 Long DBT CORP US N 2 2031-05-15 Fixed 4.70000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAD7 550000.00000000 PA USD 534242.61000000 0.032888055333 Long DBT CORP US N 2 2032-04-15 Fixed 6.75000000 N N N N N N College Ave Student Loans N/A 19425MAB4 2884160.04000000 PA USD 2903461.42000000 0.178737521213 Long ABS-O CORP US N 2 2054-06-25 Floating 5.28000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EU5 300000.00000000 PA USD 303285.00000000 0.018670270163 Long DBT NUSS CO N 2 2031-01-21 Fixed 6.13000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAY9 1500000.00000000 PA USD 1467591.74000000 0.090345167996 Long DBT CORP US N 2 2030-09-01 Fixed 4.35000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AR1 1000000.00000000 PA USD 977831.05000000 0.060195426341 Long DBT CORP US N 2 2066-01-15 Fixed 5.88000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 21038QG16 1500000.00000000 PA USD 1499815.80000000 0.092328885971 Long STIV CORP US N 2 2026-07-01 Fixed 4.10000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 21038QG73 1500000.00000000 PA USD 1498707.90000000 0.092260683480 Long STIV CORP US N 2 2026-07-07 Fixed 4.06000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 21038QH31 600000.00000000 PA USD 597430.74000000 0.036777926108 Long STIV CORP US N 2 2026-08-03 Fixed 4.10000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 21038QH31 3900000.00000000 PA USD 3883299.81000000 0.239056519707 Long STIV CORP US N 2 2026-08-03 Fixed 4.10000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 21038QH49 900000.00000000 PA USD 896031.90000000 0.055159858378 Long STIV CORP US N 2 2026-08-04 Fixed 4.11000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 21038QH64 2400000.00000000 PA USD 2388808.80000000 0.147055428608 Long STIV CORP US N 2 2026-08-06 Fixed 4.10000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBL1 500000.00000000 PA USD 526278.20000000 0.032397765056 Long DBT CORP CL N 2 2035-01-13 Fixed 6.33000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030674 30000000.00000000 PA USD 26629687.50000000 1.639327563185 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H040673 39000000.00000000 PA USD 36259490.67000000 2.232139693055 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050672 4300000.00000000 PA USD 4239957.68000000 0.261012431766 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 5.00000000 N N N N N N COTY/HFC PRESTIGE/INT US N/A 22207AAC6 700000.00000000 PA USD 681416.54000000 0.041948104574 Long DBT CORP US N 2 2031-01-15 Fixed 5.60000000 N N N N N N COX ASSET MEXICO SA CV 4469000001ERQUPOUR24 22389AAA0 400000.00000000 PA USD 406235.54000000 0.025007920872 Long DBT CORP MX N 2 2032-01-08 Fixed 7.13000000 N N N N N N CREDICORP CAPITAL SOCIED N/A 224939AA6 4818660.00000000 PA 1550768.29000000 0.095465528910 Long DBT CORP PE N 2 2043-12-15 Fixed 10.10000000 N N N N N N CREDICORP CAPITAL SOCIED N/A 224939AB4 1100000.00000000 PA 344755.71000000 0.021223213301 Long DBT CORP PE N 2 2045-03-05 Fixed 9.70000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAU1 1700000.00000000 PA USD 1672745.28000000 0.102974450740 Long DBT CORP FR N 2 2037-01-12 Fixed 5.26000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BR8 3800000.00000000 PA USD 3737996.31000000 0.230111614417 Long DBT CORP CH N 2 2030-04-10 Fixed 4.21000000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A 22540VK43 4199.01000000 PA USD 4091.17000000 0.000251853039 Long ABS-MBS CORP US N 2 2032-03-25 Variable 4.43000000 N N N N N N Crown City CLO 5493000O0QFX9SMPY639 22824DAQ2 600000.00000000 PA USD 600000.00000000 0.036936090140 Long ABS-CBDO CORP KY N 3 2034-07-20 Floating 0.00000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 23243WAA6 43759.20000000 PA USD 43271.53000000 0.002663801887 Long ABS-O CORP US N 2 2037-03-25 Floating 4.04000000 N N N N N N DAE SUKUK DIFC LTD 635400AMGMPG1J5EQD94 23302JAC9 1800000.00000000 PA USD 1735678.01000000 0.106848599053 Long DBT CORP AE N 2 2030-10-16 Fixed 4.50000000 N N N N N N DTE ELECTRIC CO 9N0FWODEJVKHC2DYLO03 23338VBB1 1100000.00000000 PA USD 1075519.63000000 0.066209150002 Long DBT CORP US N 2 2036-03-01 Fixed 4.85000000 N N N N N N DAI-ICHI LIFE INSURANCE 3538001235ACEIORUV72 23381LAA2 1800000.00000000 PA USD 1834938.00000000 0.112959058950 Long DBT CORP JP N 2 2035-01-16 Fixed 6.20000000 N N N N N N DAIMLER TRUCK FINAN NA 5493003HSDTSCZRXBA58 233853BL3 700000.00000000 PA USD 687410.79000000 0.042317111504 Long DBT CORP US N 2 2031-04-12 Fixed 4.50000000 N N N N N N Databricks Inc 984500FEDAC7FBD96273 23803RAE1 1333907.54000000 PA USD 1332240.16000000 0.082012904397 Long LON CORP US N 2 2032-01-05 Floating 8.11000000 N N N N N N Databricks Inc 984500FEDAC7FBD96273 23803RAF8 312439.00000000 PA USD 312439.00000000 0.019233791778 Long LON CORP US N 2 2032-01-05 Fixed 1.00000000 N N N N N N Deutsche Alt-A Securities INC Mortgage Loan Trust N/A 25150VAM8 2351486.82000000 PA USD 2124884.15000000 0.130808187503 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.16000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 10155.58000000 0.000625179030 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 3554014.75000000 PEN 1049775.44000000 USD 2026-07-06 10155.58000000 N N N Dryden Senior Loan Fund 549300KI3ILQQHC87U86 262487AJ0 1100000.00000000 PA USD 1100511.31000000 0.067747641577 Long ABS-CBDO CORP KY N 2 2034-08-20 Floating 4.68000000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAK7 530000.00000000 PA USD 472583.38000000 0.029092303870 Long DBT CORP US N 2 2031-12-15 Fixed 2.40000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAQ1 800000.00000000 PA USD 822783.62000000 0.050650683257 Long DBT CORP IT N 2 2035-05-19 Fixed 5.75000000 N N N N N N EAGLE FUNDING LUXCO SARL 894500VDP08MVIZ6OA60 26951TAA8 5700000.00000000 PA USD 5730210.00000000 0.352752588472 Long DBT NUSS LU N 2 2030-08-17 Fixed 5.50000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 17407.89000000 0.001071632323 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5521655.74000000 PEN 1632466.81000000 USD 2026-07-08 17407.89000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 18250.38000000 0.001123496134 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 5452690.49000000 PEN 1612506.43000000 USD 2026-07-20 18250.38000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC 73685.76000000 0.004536106455 N/A DFE US N 2 Banco Santander SA 5493006QMFDDMYWIAM13 16899859.42000000 PEN 4995819.86000000 USD 2026-10-26 73685.76000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 57417.64000000 0.003534638544 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 16198466.99000000 PEN 4791170.10000000 USD 2026-08-04 57417.64000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 1374.44000000 0.000084610732 N/A DFE MX N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 404819.00000000 USD 7148334.38000000 MXN 2026-09-17 1374.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 8186.94000000 0.000503989256 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 498794.00000000 USD 8922028.04000000 MXN 2026-09-17 8186.94000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -43869.77000000 -0.00270062963 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 6700000.00000000 BRL 1225983.53000000 USD 2026-10-02 -43869.77000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -112986.34000000 -0.00695545606 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 13100000.00000000 BRL 2369861.16000000 USD 2026-10-02 -112986.34000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -87002.74000000 -0.00535590174 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 13100000.00000000 BRL 2395844.76000000 USD 2026-10-02 -87002.74000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC -206840.56000000 -0.01273313594 N/A DFE US N 2 Banco Santander SA 5493006QMFDDMYWIAM13 45700000.00000000 BRL 8454696.15000000 USD 2026-10-02 -206840.56000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC -135791.35000000 -0.00835933590 N/A DFE US N 2 Banco Santander SA 5493006QMFDDMYWIAM13 30400000.00000000 BRL 5625931.10000000 USD 2026-10-02 -135791.35000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -60264.83000000 -0.00370991198 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 6500000.00000000 BRL 1198863.85000000 USD 2026-07-02 -60264.83000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -154706.88000000 -0.00952377877 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 15900000.00000000 BRL 2925315.59000000 USD 2026-07-02 -154706.88000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -164489.70000000 -0.01012601064 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 20800000.00000000 BRL 3864722.09000000 USD 2026-07-02 -164489.70000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -73968.99000000 -0.00455354213 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 12600000.00000000 BRL 2314113.34000000 USD 2026-10-02 -73968.99000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC -143720.78000000 -0.00884747280 N/A DFE US N 2 Banco Santander SA 5493006QMFDDMYWIAM13 22300000.00000000 BRL 4082805.89000000 USD 2026-10-02 -143720.78000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -43900.03000000 -0.00270249244 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 5900000.00000000 BRL 1074329.00000000 USD 2026-10-02 -43900.03000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -94559.84000000 -0.00582111795 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 12700000.00000000 BRL 2312475.53000000 USD 2026-10-02 -94559.84000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -46839.54000000 -0.00288344911 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 6200000.00000000 BRL 1154175.51000000 USD 2026-07-02 -46839.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 656269.24000000 0.040400033008 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 13481331.79000000 USD 72982537.78000000 BRL 2026-07-02 656269.24000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -105138.31000000 -0.00647233015 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 12400000.00000000 BRL 2296891.79000000 USD 2026-07-02 -105138.31000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -58012.02000000 -0.00357122866 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 6000000.00000000 BRL 1104260.61000000 USD 2026-07-02 -58012.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 11061.77000000 0.000680964223 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 269741.00000000 USD 1449588.13000000 BRL 2026-07-02 11061.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -83683.63000000 -0.00515157683 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 11300000.00000000 BRL 2105263.16000000 USD 2026-07-02 -83683.63000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -39114.02000000 -0.00240786494 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 5800000.00000000 BRL 1084416.19000000 USD 2026-07-02 -39114.02000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 236983.58000000 0.014588744787 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 5831730.11000000 USD 31328520.69000000 BRL 2026-07-02 236983.58000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -84939.35000000 -0.00522887914 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 11200000.00000000 BRL 2084636.23000000 USD 2026-07-02 -84939.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -27250.75000000 -0.00167756026 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4400000.00000000 BRL 825082.51000000 USD 2026-07-02 -27250.75000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -49615.19000000 -0.00305431855 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 18687729.97000000 PEN 5413595.01000000 USD 2026-07-24 -49615.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -38456.55000000 -0.00236739099 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1698239.92000000 USD 8568299.69000000 BRL 2026-07-02 -38456.55000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -7435.22000000 -0.00045771326 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4096259.00000000 ILS 1369249.00000000 USD 2026-07-07 -7435.22000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2918.82000000 -0.00017968299 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3896256.79000000 ILS 1306548.00000000 USD 2026-07-07 -2918.82000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3889.96000000 -0.00023946652 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4074632.63000000 ILS 1365526.00000000 USD 2026-07-07 -3889.96000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -14339.70000000 -0.00088275408 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 789188.12000000 USD 4000000.00000000 BRL 2026-07-02 -14339.70000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 13759.63000000 0.000847044889 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4100000.00000000 BRL 790834.04000000 USD 2026-10-02 13759.63000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -53445.20000000 -0.00329009454 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1765341.00000000 USD 30841743009.00000000 IDR 2026-09-16 -53445.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 7869.05000000 0.000484419900 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4725823.15000000 ILS 1596696.73000000 USD 2026-07-21 7869.05000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -49409.24000000 -0.00304164023 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1748733.00000000 USD 30615243504.00000000 IDR 2026-09-16 -49409.24000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 11860.82000000 0.000730153861 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3818213.51000000 ILS 1295549.00000000 USD 2026-07-21 11860.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -43465.08000000 -0.00267571685 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1244480.13000000 USD 6200000.00000000 BRL 2026-07-02 -43465.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 42192.09000000 0.002597351399 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6800000.00000000 BRL 1282728.44000000 USD 2027-04-02 42192.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 34228.31000000 0.002107099905 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4257288.31000000 ILS 1465533.99000000 USD 2026-07-21 34228.31000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC 16641.65000000 0.001024462474 N/A DFE US N 2 Banco Santander SA 5493006QMFDDMYWIAM13 2600000.00000000 BRL 490964.37000000 USD 2027-04-02 16641.65000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC -16738.18000000 -0.00103040487 N/A DFE BR N 2 Banco Santander SA 5493006QMFDDMYWIAM13 481647.23000000 USD 2400000.00000000 BRL 2026-07-02 -16738.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -50305.40000000 -0.00309680798 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 10693125.72000000 PEN 3059111.92000000 USD 2026-12-16 -50305.40000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 18175.29000000 0.001118873582 N/A DFE IN N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1496697.00000000 USD 143461550.51000000 INR 2026-07-13 18175.29000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 24940.34000000 0.001535331077 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 36739834.16000000 THB 1137819.00000000 USD 2026-09-16 24940.34000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 32622.84000000 0.002008266931 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4500000.00000000 BRL 853566.01000000 USD 2027-04-02 32622.84000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -32743.40000000 -0.00201568862 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 826963.03000000 USD 4100000.00000000 BRL 2026-07-02 -32743.40000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 29315.23000000 0.001804649962 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 38804095.62000000 THB 1204722.00000000 USD 2026-09-16 29315.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 27060.84000000 0.001665869375 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 36049938.03000000 THB 1119042.00000000 USD 2026-09-16 27060.84000000 N N N Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC 8988.13000000 0.000553310633 N/A DFE IN N 2 Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 568629.00000000 USD 54701541.17000000 INR 2026-07-13 8988.13000000 N N N Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC 9036.16000000 0.000556267367 N/A DFE IN N 2 Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 568629.00000000 USD 54706090.20000000 INR 2026-07-13 9036.16000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -22606.89000000 -0.00139168354 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 603743.21000000 USD 3000000.00000000 BRL 2026-07-02 -22606.89000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 22147.51000000 0.001363404042 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3300000.00000000 BRL 624172.50000000 USD 2027-04-02 22147.51000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -161841.03000000 -0.00996295812 N/A DFE MX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 19689838.63000000 USD 343660536.50000000 MXN 2026-09-17 -161841.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -6077.81000000 -0.00037415089 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 623124.29000000 USD 10859000.00000000 MXN 2026-09-17 -6077.81000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 30.45000000 0.000001874506 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 8947.39000000 USD 30780.81000000 PEN 2026-09-16 30.45000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 9285.37000000 0.000571608772 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 550524.00000000 USD 53042712.14000000 INR 2026-07-20 9285.37000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 6021.24000000 0.000370668438 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 344078.00000000 USD 33172387.94000000 INR 2026-07-20 6021.24000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1752.83000000 0.000107904478 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2950951.73000000 MXN 168243.18000000 USD 2026-12-16 1752.83000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 23294.78000000 0.001434030156 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3300000.00000000 BRL 625319.77000000 USD 2027-04-02 23294.78000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -23617.04000000 -0.00145386853 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 604753.36000000 USD 3000000.00000000 BRL 2026-07-02 -23617.04000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 17843.43000000 0.001098444231 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4400000.00000000 BRL 820543.42000000 USD 2027-04-02 17843.43000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -18818.12000000 -0.00115844629 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 793666.54000000 USD 4000000.00000000 BRL 2026-07-02 -18818.12000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 8735.79000000 0.000537776544 N/A DFE IN N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 484841.00000000 USD 46767084.08000000 INR 2026-07-20 8735.79000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 32996.88000000 0.002031292890 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 43474404.38000000 THB 1349871.00000000 USD 2026-09-16 32996.88000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 4180.35000000 0.000257342974 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 229964.00000000 USD 22185500.94000000 INR 2026-07-20 4180.35000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1624.69000000 0.000100016160 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2200000.00000000 BRL 402974.69000000 USD 2027-04-02 1624.69000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2583.79000000 -0.00015905850 N/A DFE BR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 390008.00000000 USD 2000000.00000000 BRL 2026-07-02 -2583.79000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1624.69000000 0.000100016160 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2200000.00000000 BRL 402974.69000000 USD 2027-04-02 1624.69000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2583.79000000 -0.00015905850 N/A DFE BR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 390008.00000000 USD 2000000.00000000 BRL 2026-07-02 -2583.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 35308.20000000 0.002173578096 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1840685.33000000 USD 88870128.42000000 TRY 2026-07-21 35308.20000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 7114.79000000 0.000437987541 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 14696321.33000000 THB 452278.00000000 USD 2026-09-16 7114.79000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -24536.94000000 -0.00151049771 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1167438.36000000 USD 5900000.00000000 BRL 2026-07-02 -24536.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 22731.06000000 0.001399327468 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6500000.00000000 BRL 1208537.86000000 USD 2027-04-02 22731.06000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 10894.09000000 0.000670641817 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 21840264.76000000 THB 672453.00000000 USD 2026-09-16 10894.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 46027.73000000 0.002833473973 N/A DFE IN N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1943972.00000000 USD 188370886.80000000 INR 2026-07-01 46027.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -11469.46000000 -0.00070606168 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1134528.00000000 USD 20233172352.00000000 IDR 2026-09-16 -11469.46000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -12408.67000000 -0.00076387958 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 980969.20000000 USD 5000000.00000000 BRL 2026-07-02 -12408.67000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 10681.96000000 0.000657583062 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 5504000.00000000 BRL 1014786.68000000 USD 2027-04-02 10681.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 287.28000000 0.000017684999 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2081000.00000000 MXN 118537.00000000 USD 2026-09-17 287.28000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 528.99000000 0.000032564703 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1392192.23000000 THB 42699.59000000 USD 2026-09-16 528.99000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -7568.17000000 -0.00046589768 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 695186.00000000 USD 12388214520.00000000 IDR 2026-09-16 -7568.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -7606.76000000 -0.00046827328 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 695186.00000000 USD 12387519334.00000000 IDR 2026-09-16 -7606.76000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 8740.01000000 0.000538036328 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 320126.42000000 USD 31130085.47000000 INR 2026-07-01 8740.01000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -30081.13000000 -0.00185179888 N/A DFE GB N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2976975.38000000 USD 2221640.00000000 GBP 2026-07-02 -30081.13000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC -48745.65000000 -0.00300078953 N/A DFE BR N 2 Banco Santander SA 5493006QMFDDMYWIAM13 2313387.28000000 USD 11865363.36000000 BRL 2026-09-02 -48745.65000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 339850.64000000 0.020921256455 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 31199357.22000000 SGD 24455295.83000000 USD 2026-07-02 339850.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -468.62000000 -0.00002884831 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1302520.53000000 TRY 27026.78000000 USD 2026-07-21 -468.62000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -10010.33000000 -0.00061623741 N/A DFE ID N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 880030.00000000 USD 15674390336.00000000 IDR 2026-09-16 -10010.33000000 N N N Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC -8539.89000000 -0.00052571691 N/A DFE ID N 2 Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 694191.00000000 USD 12352781750.00000000 IDR 2026-09-16 -8539.89000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 615.70000000 0.000037902584 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 3128000.00000000 MXN 178359.64000000 USD 2026-09-17 615.70000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 177.06000000 0.000010899840 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 17527.65000000 SGD 13725.00000000 USD 2026-07-02 177.06000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC -15413.55000000 -0.00094886045 N/A DFE GB N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 1287516.19000000 USD 959028.00000000 GBP 2026-07-02 -15413.55000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 4930.74000000 0.000303537095 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 8967995.27000000 CNY 1325550.00000000 USD 2026-07-02 4930.74000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 2123864.04000000 0.130745389379 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 88715734.97000000 EUR 103490453.47000000 USD 2026-07-02 2123864.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -37654.16000000 -0.00231799574 N/A DFE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1642445.00000000 USD 260930966.00000000 JPY 2026-07-02 -37654.16000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -11818.83000000 -0.00072756895 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 511276.00000000 USD 81209239.00000000 JPY 2026-07-02 -11818.83000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 147.77000000 0.000009096743 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 11420621691.00000000 IDR 638885.00000000 USD 2026-07-02 147.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 21231.98000000 0.001307043878 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6400000.00000000 BRL 1188795.60000000 USD 2027-04-02 21231.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -22013.03000000 -0.00135512543 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1145543.24000000 USD 5800000.00000000 BRL 2026-07-02 -22013.03000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 898536.31000000 0.055314030234 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 44697712.86000000 CAD 32414639.16000000 USD 2026-07-02 898536.31000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -13765.78000000 -0.00084742348 N/A DFE NO N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 217643.00000000 USD 2018078.63000000 NOK 2026-07-02 -13765.78000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2005.27000000 0.000123444722 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 763993.20000000 BRL 150000.00000000 USD 2026-07-02 2005.27000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -41773.74000000 -0.00257159771 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 273731687.10000000 INR 2850000.00000000 USD 2026-07-01 -41773.74000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -4489.48000000 -0.00027637306 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1102729.47000000 USD 19465711.42000000 MXN 2026-12-16 -4489.48000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC -14971.13000000 -0.00092162501 N/A DFE JP N 2 Banco Santander SA 5493006QMFDDMYWIAM13 676363.00000000 USD 107539011.00000000 JPY 2026-07-02 -14971.13000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 80877.74000000 0.004978845824 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3721954.00000000 AUD 2657772.91000000 USD 2026-07-02 80877.74000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 306025.67000000 0.018838986220 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 7794832.60000000 CHF 9953095.72000000 USD 2026-07-02 306025.67000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -11462.45000000 -0.00070563014 N/A DFE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 243347.81000000 USD 2248441.63000000 SEK 2026-07-02 -11462.45000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2820.93000000 -0.00017365687 N/A DFE JP N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 127631.00000000 USD 20293494.00000000 JPY 2026-07-02 -2820.93000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 4657.55000000 0.000286719477 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 9014384.16000000 CNY 1332108.00000000 USD 2026-07-02 4657.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -374.07000000 -0.00002302780 N/A DFE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 14067.83000000 USD 19421.17000000 CAD 2026-07-02 -374.07000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC 227537.89000000 0.014007266692 N/A DFE US N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 10052534.00000000 NZD 5936875.79000000 USD 2026-07-02 227537.89000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -10.17000000 -0.00000062606 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 377235219.00000000 IDR 21088.00000000 USD 2026-07-02 -10.17000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1364.12000000 0.000083975432 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 44229324671.00000000 IDR 2475040.00000000 USD 2026-07-02 1364.12000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -30.01000000 -0.00000184742 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1142567936.00000000 IDR 63872.00000000 USD 2026-07-02 -30.01000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 12983.85000000 0.000799287756 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 376174.94000000 CHF 478546.89000000 USD 2026-07-02 12983.85000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -2541.80000000 -0.00015647358 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 119367.00000000 USD 18995193.00000000 JPY 2026-07-02 -2541.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 8557.24000000 0.000526784979 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 15127988.70000000 CNY 2236291.83000000 USD 2026-07-02 8557.24000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 66436.88000000 0.004089864313 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3447521.00000000 AUD 2453328.34000000 USD 2026-07-02 66436.88000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -5604.87000000 -0.00034503663 N/A DFE NO N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 91394.00000000 USD 849183.69000000 NOK 2026-07-02 -5604.87000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 84640.36000000 0.005210473277 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 4262000.00000000 EUR 4954401.11000000 USD 2026-07-02 84640.36000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 47461.08000000 0.002921711215 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1446000.00000000 CHF 1837065.04000000 USD 2026-07-02 47461.08000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -819.32000000 -0.00005043746 N/A DFE JP N 2 Bank of America NA B4TYDEB6GKMZO031MB27 37717.00000000 USD 5999379.00000000 JPY 2026-07-02 -819.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 342116.30000000 0.021060730825 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14601709.73000000 NZD 8635159.10000000 USD 2026-07-02 342116.30000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -84058.42000000 -0.00517464896 N/A DFE NO N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1375668.26000000 USD 12785000.00000000 NOK 2026-07-02 -84058.42000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -10723.85000000 -0.00066016181 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 572488.95000000 USD 2900000.00000000 BRL 2026-07-02 -10723.85000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 10742.51000000 0.000661310529 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2998000.00000000 BRL 578954.48000000 USD 2026-10-02 10742.51000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -49874.14000000 -0.00307025955 N/A DFE JP N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 2196626.22000000 USD 349051155.00000000 JPY 2026-07-02 -49874.14000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC 1265.93000000 0.000077930840 N/A DFE US N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 1558372.82000000 CNY 230750.57000000 USD 2026-07-02 1265.93000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC 37649.47000000 0.002317707029 N/A DFE US N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 1656384.00000000 AUD 1184447.07000000 USD 2026-07-02 37649.47000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -20100.37000000 -0.00123738179 N/A DFE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1743121.70000000 USD 1298972.00000000 GBP 2026-07-02 -20100.37000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 807.71000000 0.000049722748 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1088662.00000000 USD 19628031529.00000000 IDR 2026-09-16 807.71000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 698.31000000 0.000042988068 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 29804.00000000 AUD 21333.11000000 USD 2026-07-02 698.31000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2389.04000000 -0.00014706966 N/A DFE NO N 2 Bank of America NA B4TYDEB6GKMZO031MB27 36923.46000000 USD 341838.94000000 NOK 2026-07-02 -2389.04000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -7056.66000000 -0.00043440904 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 549450.55000000 USD 2800000.00000000 BRL 2026-07-02 -7056.66000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 6469.86000000 0.000398285553 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3100000.00000000 BRL 572008.49000000 USD 2027-04-02 6469.86000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -51593.01000000 -0.00317607344 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1492373.54000000 USD 2081000.00000000 AUD 2026-07-02 -51593.01000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 7059.81000000 0.000434602964 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 426417.00000000 USD 41072528.08000000 INR 2026-07-20 7059.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 264.41000000 0.000016277119 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 20407.19000000 USD 973906.61000000 TRY 2026-07-14 264.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -259.13000000 -0.00001595208 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1011256.69000000 TRY 21205.24000000 USD 2026-07-14 -259.13000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -3362.17000000 -0.00020697569 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 143221.00000000 USD 721993.24000000 BRL 2026-07-02 -3362.17000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2162.74000000 0.000133138599 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 29038301135.00000000 IDR 1624000.00000000 USD 2026-07-06 2162.74000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -8307.98000000 -0.00051144049 N/A DFE KR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 408000.00000000 USD 618671852.00000000 KRW 2026-07-06 -8307.98000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 12314.41000000 0.000758076929 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 21642431.94000000 THB 664000.00000000 USD 2026-07-06 12314.41000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 81.46000000 0.000005014689 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 8000.00000000 USD 765050.70000000 INR 2026-07-06 81.46000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -3345.20000000 -0.00020593101 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1054858.00000000 USD 18944194822.00000000 IDR 2026-09-16 -3345.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 66002.14000000 0.004063101654 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3621847.62000000 ILS 1284120.00000000 USD 2026-08-05 66002.14000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -23710.39000000 -0.00145961517 N/A DFE PL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 705899.00000000 USD 2566288.76000000 PLN 2026-07-10 -23710.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2004.63000000 -0.00012340532 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1042844.70000000 USD 3558186.12000000 PEN 2026-07-06 -2004.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1275.11000000 0.000078495963 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3569240.27000000 PEN 1042844.70000000 USD 2026-09-04 1275.11000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1938.94000000 -0.00011936143 N/A DFE KR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 100000.00000000 USD 151785920.00000000 KRW 2026-07-06 -1938.94000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2871.37000000 0.000176761968 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 5550329.83000000 THB 170000.00000000 USD 2026-07-06 2871.37000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 225.42000000 0.000013876889 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 3688244700.00000000 IDR 206220.00000000 USD 2026-07-06 225.42000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 219.88000000 0.000013535845 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3644656632.00000000 IDR 203780.00000000 USD 2026-07-06 219.88000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -840.42000000 -0.00005173638 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 20125.36000000 0.001238920185 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 5397000.00000000 BRL 1004709.87000000 USD 2027-04-02 20125.36000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -21472.92000000 -0.00132187618 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 970662.23000000 USD 4900000.00000000 BRL 2026-07-02 -21472.92000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -13062.73000000 -0.00080414362 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1683503.42000000 USD 29397000.00000000 MXN 2026-09-17 -13062.73000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -5255.69000000 -0.00032354106 N/A DFE CN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1242085.20000000 USD 8399000.00000000 CNY 2026-07-02 -5255.69000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 3604.07000000 0.000221867090 N/A DFE ID N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 889877.00000000 USD 16097074041.00000000 IDR 2026-09-16 3604.07000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 35458.69000000 0.002182842283 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1055000.00000000 CHF 1341151.76000000 USD 2026-07-02 35458.69000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -19797.65000000 -0.00121874630 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1114408.35000000 USD 958000.00000000 EUR 2026-07-02 -19797.65000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 5304.00000000 0.000326515036 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 232000.00000000 NZD 137068.43000000 USD 2026-07-02 5304.00000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -20798.17000000 -0.00128033846 N/A DFE PL N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 703894.00000000 USD 2569701.60000000 PLN 2026-07-10 -20798.17000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 51544.02000000 0.003173057614 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 3975604.03000000 ILS 1388639.00000000 USD 2026-08-05 51544.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 30922.41000000 0.001903588205 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4565000.00000000 NOK 492103.40000000 USD 2026-07-02 30922.41000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 45658.59000000 0.002810749659 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3622104.97000000 ILS 1263863.00000000 USD 2026-08-05 45658.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -8509.63000000 -0.00052385410 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 763986.84000000 USD 3900000.00000000 BRL 2026-07-02 -8509.63000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 6762.50000000 0.000416300515 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4300000.00000000 BRL 791219.31000000 USD 2027-04-02 6762.50000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 7309.79000000 0.000449991770 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 842591.00000000 USD 15311925966.00000000 IDR 2026-09-16 7309.79000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 7656.02000000 0.000471305741 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 802552.00000000 USD 14596815776.00000000 IDR 2026-09-16 7656.02000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -33195.79000000 -0.00204353781 N/A DFE PL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1095450.89000000 USD 3996040.53000000 PLN 2026-07-10 -33195.79000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 85618.87000000 0.005270710500 N/A DFE TR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 6756661.00000000 USD 323121772.00000000 TRY 2026-07-17 85618.87000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 5522.08000000 0.000339940074 N/A DFE ID N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 696359.85000000 USD 12645198516.00000000 IDR 2026-09-16 5522.08000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 45614.94000000 0.002808062559 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4721820.92000000 ILS 1633681.31000000 USD 2026-08-05 45614.94000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 5804.50000000 0.000357325892 N/A DFE IN N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 712411.00000000 USD 67985381.73000000 INR 2026-07-01 5804.50000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 2291.52000000 0.000141066315 N/A DFE IN N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 348097.00000000 USD 33357996.27000000 INR 2026-09-16 2291.52000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1527.47000000 -0.00009403128 N/A DFE TH N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 207379.13000000 USD 6795849.48000000 THB 2026-09-16 -1527.47000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -5104.80000000 -0.00031425225 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 6047689315.00000000 IDR 330577.07000000 USD 2026-09-16 -5104.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 14538.38000000 0.000894984856 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3657900.99000000 ILS 1244978.00000000 USD 2026-08-12 14538.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 3505.81000000 0.000215818190 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 252445.28000000 USD 24367280.65000000 INR 2026-09-16 3505.81000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 24561.52000000 0.001512010861 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4072000.00000000 USD 21147679.54000000 BRL 2026-07-02 24561.52000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1766.76000000 -0.00010876201 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1712679.54000000 BRL 330000.00000000 USD 2026-07-02 -1766.76000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 17771.88000000 0.001094039602 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1288212825.00000000 KRW 850648.00000000 USD 2026-07-15 17771.88000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 16121.98000000 0.000992471510 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1290766286.00000000 KRW 850649.00000000 USD 2026-07-15 16121.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1809.29000000 -0.00011138016 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 18350177.22000000 INR 190938.84000000 USD 2026-09-16 -1809.29000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -103.99000000 -0.00000640164 N/A DFE TW N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 10677.00000000 USD 336934.00000000 TWD 2026-07-15 -103.99000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 7874.21000000 0.000484737550 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1827909.95000000 ILS 622744.00000000 USD 2026-08-12 7874.21000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 17972.58000000 0.001106394724 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1618586.00000000 USD 155805088.36000000 INR 2026-09-16 17972.58000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 1515.48000000 0.000093293176 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 149832874.00000000 KRW 98387.84000000 USD 2026-07-15 1515.48000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -177.30000000 -0.00001091461 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1823984.32000000 ILS 613372.00000000 USD 2026-08-12 -177.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -410.03000000 -0.00002524150 N/A DFE IL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 395654.89000000 USD 1175000.00000000 ILS 2026-08-12 -410.03000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 509.25000000 0.000031349506 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4706000.00000000 MXN 267920.68000000 USD 2026-09-17 509.25000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 3976.25000000 0.000244778547 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 557788.85000000 USD 2900000.00000000 BRL 2026-07-02 3976.25000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -6841.40000000 -0.00042115761 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3200000.00000000 BRL 576940.41000000 USD 2027-04-02 -6841.40000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -2301.22000000 -0.00014166344 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 19259268500.00000000 IDR 1066700.00000000 USD 2026-09-16 -2301.22000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 5959.72000000 0.000366881258 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 649183262.00000000 KRW 425680.15000000 USD 2026-07-15 5959.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 17645.66000000 0.001086269480 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1385932.00000000 USD 133624633.78000000 INR 2026-09-16 17645.66000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 4581.74000000 0.000282052602 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2677388.43000000 ILS 905197.92000000 USD 2026-08-12 4581.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2463.75000000 0.000151668820 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 395134.13000000 USD 18546450.17000000 TRY 2026-07-01 2463.75000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -99.79000000 -0.00000614308 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1000000.00000000 BRL 182332.03000000 USD 2027-04-02 -99.79000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -623.63000000 -0.00003839075 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 174964.52000000 USD 900000.00000000 BRL 2026-07-02 -623.63000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -269.27000000 -0.00001657630 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 36935085284.00000000 IDR 2049842.40000000 USD 2026-09-16 -269.27000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 12072.74000000 0.000743199688 N/A DFE IN N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1362527.00000000 USD 130547799.45000000 INR 2026-08-18 12072.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 5415.33000000 0.000333368528 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 548004.00000000 USD 52559063.64000000 INR 2026-08-18 5415.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -854.19000000 -0.00005258406 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5437166.44000000 TRY 113921.04000000 USD 2026-07-21 -854.19000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 37388.77000000 0.002301658298 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2365000.00000000 EUR 2739637.52000000 USD 2026-07-02 37388.77000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -9568.50000000 -0.00058903829 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 978129.03000000 USD 5000000.00000000 BRL 2026-07-02 -9568.50000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 5762.29000000 0.000354727438 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 5500000.00000000 BRL 1009137.28000000 USD 2027-04-02 5762.29000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 18096.17000000 0.001114002943 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 33195471.00000000 THB 1023613.26000000 USD 2026-09-16 18096.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 675.76000000 0.000041599887 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 549300.00000000 USD 52359276.00000000 INR 2026-09-16 675.76000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -658.56000000 -0.00004054105 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 30297210.10000000 INR 317579.82000000 USD 2026-09-16 -658.56000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -64362.01000000 -0.00396213500 N/A DFE PL N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 2289610.00000000 USD 8371226.29000000 PLN 2026-07-23 -64362.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 36752.45000000 0.002262486343 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 53998511.12000000 ZAR 3328167.00000000 USD 2026-07-21 36752.45000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 13599.23000000 0.000837170641 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 5500000.00000000 BRL 1016974.22000000 USD 2027-04-02 13599.23000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -16428.24000000 -0.00101132492 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 984988.77000000 USD 5000000.00000000 BRL 2026-07-02 -16428.24000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2580.67000000 -0.00015886643 N/A DFE BR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 176921.56000000 USD 900000.00000000 BRL 2026-07-02 -2580.67000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2104.07000000 0.000129526865 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1000000.00000000 BRL 184535.89000000 USD 2027-04-02 2104.07000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 871.51000000 0.000053650286 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1687811.07000000 THB 51996.64000000 USD 2026-09-16 871.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4916.90000000 -0.00030268510 N/A DFE KR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 217351.03000000 USD 328572725.00000000 KRW 2026-07-15 -4916.90000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1393.24000000 -0.00008576806 N/A DFE KR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 61500.82000000 USD 92968637.00000000 KRW 2026-07-15 -1393.24000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 738.82000000 0.000045481870 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1063054.00000000 USD 101393027.47000000 INR 2026-09-30 738.82000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -789.14000000 -0.00004857957 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1051108.00000000 USD 100108787.25000000 INR 2026-09-30 -789.14000000 N N N Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC 41222.12000000 0.002537639900 N/A DFE TR N 2 Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 8679011.21000000 USD 408597432.95000000 TRY 2026-07-07 41222.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -41252.35000000 -0.00253950086 N/A DFE PL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1440189.00000000 USD 5262701.20000000 PLN 2026-07-23 -41252.35000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 34123.89000000 0.002100671794 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 41596652.42000000 ZAR 2569598.00000000 USD 2026-07-21 34123.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -18977.22000000 -0.00116824051 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1614177.17000000 USD 5455918.83000000 PEN 2026-07-20 -18977.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 18167.92000000 0.001118419884 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 5478598.02000000 PEN 1614177.17000000 USD 2026-10-19 18167.92000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC 11075.08000000 0.000681783588 N/A DFE US N 2 Banco Santander SA 5493006QMFDDMYWIAM13 7000000.00000000 BRL 1288097.79000000 USD 2027-04-02 11075.08000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC -14701.74000000 -0.00090504132 N/A DFE BR N 2 Banco Santander SA 5493006QMFDDMYWIAM13 1254459.21000000 USD 6400000.00000000 BRL 2026-07-02 -14701.74000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -113.28000000 -0.00000697353 N/A DFE IN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 65970.73000000 USD 6269818.60000000 INR 2026-09-16 -113.28000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1487.80000000 -0.00009158919 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 691012.09000000 USD 65644697.42000000 INR 2026-09-16 -1487.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 18017.73000000 0.001109174165 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 35455544.96000000 ZAR 2179168.00000000 USD 2026-07-21 18017.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -41944.19000000 -0.00258209063 N/A DFE PL N 2 UBS AG BFM8T61CT2L1QCEMIK50 1464560.00000000 USD 5351780.51000000 PLN 2026-07-23 -41944.19000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 23802.45000000 0.001465282397 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1336000.00000000 EUR 1550315.91000000 USD 2026-07-02 23802.45000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -12541.70000000 -0.00077206893 N/A DFE BR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 768018.91000000 USD 3900000.00000000 BRL 2026-07-02 -12541.70000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 10183.98000000 0.000626927338 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4300000.00000000 BRL 794640.79000000 USD 2027-04-02 10183.98000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 3975.69000000 0.000244744073 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2100000.00000000 BRL 387082.50000000 USD 2027-04-02 3975.69000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -5176.61000000 -0.00031867288 N/A DFE BR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 373229.61000000 USD 1900000.00000000 BRL 2026-07-02 -5176.61000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -19676.84000000 -0.00121130922 N/A DFE PL N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1438746.00000000 USD 5338438.26000000 PLN 2026-07-23 -19676.84000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 15.31000000 0.000000942485 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 18112696.06000000 ZAR 1104053.00000000 USD 2026-07-21 15.31000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 4963.63000000 0.000305561808 N/A DFE BR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 711771.16000000 USD 3700000.00000000 BRL 2026-07-02 4963.63000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1406.61000000 -0.00008659112 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2100000.00000000 BRL 381700.20000000 USD 2027-04-02 -1406.61000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 263.61000000 0.000016227871 N/A DFE BR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 367789.39000000 USD 1900000.00000000 BRL 2026-07-02 263.61000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -7617.61000000 -0.00046894121 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4100000.00000000 BRL 740352.84000000 USD 2027-04-02 -7617.61000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 353.44000000 0.000021757819 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 13768605.92000000 INR 145808.62000000 USD 2026-07-01 353.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 844.16000000 0.000051966616 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 4560067.00000000 THB 138972.20000000 USD 2026-09-16 844.16000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -169.51000000 -0.00001043506 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 145808.62000000 USD 13865262.45000000 INR 2026-09-16 -169.51000000 N N N Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC 6719.70000000 0.000413665741 N/A DFE US N 2 Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 25498617171.00000000 IDR 1422041.00000000 USD 2026-09-16 6719.70000000 N N N Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC -3897.09000000 -0.00023990544 N/A DFE ID N 2 Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 1422041.00000000 USD 25356413071.00000000 IDR 2026-07-02 -3897.09000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 30.01000000 0.000001847420 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 136276.64000000 THB 4157.94000000 USD 2026-09-16 30.01000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -21216.05000000 -0.00130606322 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 59258699.49000000 ZAR 3590826.98000000 USD 2026-07-21 -21216.05000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -21168.19000000 -0.00130311695 N/A DFE PL N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 1799841.04000000 USD 6691242.04000000 PLN 2026-07-23 -21168.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -67948.71000000 -0.00418293279 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 24896595.35000000 USD 131000905.41000000 BRL 2026-10-02 -67948.71000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 66554.25000000 0.004097089628 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 128180121.16000000 BRL 24896595.35000000 USD 2026-07-02 66554.25000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -3420.46000000 -0.00021056403 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1185064.30000000 USD 6100000.00000000 BRL 2026-07-02 -3420.46000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 490.76000000 0.000030211259 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 6700000.00000000 BRL 1222783.93000000 USD 2027-04-02 490.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 23324.75000000 0.001435875114 N/A DFE SG N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 24141122.01000000 USD 31262753.00000000 SGD 2026-07-02 23324.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -24412.60000000 -0.00150284332 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 31192502.34000000 SGD 24141122.01000000 USD 2026-08-04 -24412.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 4464.30000000 0.000274822978 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1111064.00000000 USD 5885750.43000000 BRL 2026-10-02 4464.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -4562.80000000 -0.00028088665 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 5759200.24000000 BRL 1111064.00000000 USD 2026-07-02 -4562.80000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -500.75000000 -0.00003082624 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 629128.23000000 BRL 121369.00000000 USD 2026-07-02 -500.75000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -4178.49000000 -0.00025722847 N/A DFE KR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 544000.00000000 USD 834840447.00000000 KRW 2026-07-27 -4178.49000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1708.80000000 0.000105193984 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 742887.00000000 USD 70588197.10000000 INR 2026-07-27 1708.80000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2221.07000000 0.000136729402 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 965591.00000000 USD 91749253.69000000 INR 2026-07-27 2221.07000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -404.33000000 -0.00002489061 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 17306485593.00000000 IDR 963900.00000000 USD 2026-07-27 -404.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -3702.39000000 -0.00022791968 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 21453467.33000000 THB 646140.12000000 USD 2026-09-16 -3702.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 5.78000000 0.000000355817 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 18894046.94000000 THB 572321.42000000 USD 2026-09-16 5.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -23224.70000000 -0.00142971602 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 4261458.00000000 GBP 5629386.02000000 USD 2026-07-02 -23224.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 23254.81000000 0.001431569597 N/A DFE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 5629232.61000000 USD 4261458.00000000 GBP 2026-08-04 23254.81000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -61.60000000 -0.00000379210 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 45903.56000000 SGD 35419.41000000 USD 2026-07-02 -61.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 61.72000000 0.000003799492 N/A DFE SG N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 35419.41000000 USD 45798.50000000 SGD 2026-08-04 61.72000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -80.79000000 -0.00000497344 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3458029373.00000000 IDR 192598.00000000 USD 2026-07-27 -80.79000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 17.10000000 0.000001052678 N/A DFE TH N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2037.97000000 USD 67844.60000000 THB 2026-09-16 17.10000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -5441.41000000 -0.00033497401 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 23383830475.00000000 IDR 1297488.00000000 USD 2026-07-27 -5441.41000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1627.45000000 -0.00010018606 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 -542.06000000 -0.00003336929 N/A DFE KR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 594295.00000000 USD 918246049.00000000 KRW 2026-07-27 -542.06000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 3204.33000000 0.000197259036 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1145870.00000000 USD 20545449100.00000000 IDR 2026-07-02 3204.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -1199.97000000 -0.00007387033 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 20665765450.00000000 IDR 1145870.00000000 USD 2026-09-16 -1199.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -399.99000000 -0.00002462344 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6888594495.00000000 IDR 381957.00000000 USD 2026-09-16 -399.99000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 1068.11000000 0.000065753012 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 381957.00000000 USD 6848489010.00000000 IDR 2026-07-02 1068.11000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1371.79000000 -0.00008444759 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 179438.00000000 GBP 236643.73000000 USD 2026-07-02 -1371.79000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1372.88000000 0.000084514699 N/A DFE GB N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 236637.45000000 USD 179438.00000000 GBP 2026-08-04 1372.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -3126.73000000 -0.00019248196 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 19253242260.00000000 IDR 1065540.00000000 USD 2026-09-16 -3126.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3258.49000000 0.000200593133 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1065540.00000000 USD 19384303680.00000000 IDR 2026-12-16 3258.49000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 433.78000000 0.000026703561 N/A DFE PL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 109881.95000000 USD 415000.00000000 PLN 2026-07-23 433.78000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -503.14000000 -0.00003097337 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 483000.00000000 ILS 161967.72000000 USD 2026-08-12 -503.14000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2332.86000000 -0.00014361121 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 11282024398.00000000 IDR 623885.00000000 USD 2026-09-16 -2332.86000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 5116.71000000 0.000314985436 N/A DFE AU N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1086719.37000000 USD 1577000.00000000 AUD 2026-07-02 5116.71000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2406.67000000 0.000148154966 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 623885.00000000 USD 11358762253.00000000 IDR 2026-12-16 2406.67000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -2787.71000000 -0.00017161184 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 571000.00000000 CHF 703895.46000000 USD 2026-07-02 -2787.71000000 N N N Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC -384.04000000 -0.00002364156 N/A DFE US N 2 Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 36856.00000000 GBP 48503.60000000 USD 2026-07-02 -384.04000000 N N N Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC 384.32000000 0.000023658796 N/A DFE GB N 2 Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 48502.25000000 USD 36856.00000000 GBP 2026-08-04 384.32000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1322.32000000 -0.00008140221 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2294000.00000000 MXN 129030.81000000 USD 2026-09-17 -1322.32000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -7779.57000000 -0.00047891149 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 22766904.72000000 THB 681848.00000000 USD 2026-09-16 -7779.57000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2610.27000000 -0.00016068861 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1967000.00000000 USD 186253180.39000000 INR 2026-07-29 -2610.27000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -8.14000000 -0.00000050109 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 27919.63000000 THB 837.57000000 USD 2026-09-16 -8.14000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -1183.50000000 -0.00007285643 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2822000.00000000 MXN 159172.44000000 USD 2026-09-17 -1183.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 802.47000000 0.000049400173 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 246302.09000000 USD 4418229451.00000000 IDR 2026-07-02 802.47000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -398.11000000 -0.00002450771 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4444583775.00000000 IDR 246302.09000000 USD 2026-09-16 -398.11000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2719.87000000 0.000167435605 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1287335.00000000 USD 23097879504.00000000 IDR 2026-07-06 2719.87000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 1168.05000000 0.000071905333 N/A DFE ID N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 517293.00000000 USD 9282822885.00000000 IDR 2026-07-06 1168.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 924.81000000 0.000056931442 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 588426712.00000000 KRW 381077.00000000 USD 2026-07-06 924.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -692.08000000 -0.00004260454 N/A DFE KR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 381077.00000000 USD 588342875.00000000 KRW 2026-07-15 -692.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2126.96000000 -0.00013093597 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 23231118677.00000000 IDR 1287335.00000000 USD 2026-09-16 -2126.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1515.01000000 -0.00009326424 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 16547242143.00000000 IDR 916953.00000000 USD 2026-09-16 -1515.01000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1459.25000000 0.000089831649 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 916953.00000000 USD 16656818026.00000000 IDR 2026-12-16 1459.25000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 488165.66000000 0.030051551368 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 108882336.03000000 USD 95720734.97000000 EUR 2026-07-02 488165.66000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -487145.39000000 -0.02998874339 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 95720734.97000000 EUR 109030033.12000000 USD 2026-08-04 -487145.39000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 25502.32000000 0.001569926650 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 843914121.00000000 JPY 5215785.67000000 USD 2026-07-02 25502.32000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -25634.62000000 -0.00157807105 N/A DFE JP N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 5215785.67000000 USD 841705757.00000000 JPY 2026-08-04 -25634.62000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -871.91000000 -0.00005367491 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 9335328125.00000000 IDR 517293.00000000 USD 2026-09-16 -871.91000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -170.50000000 -0.00001049600 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 519000.00000000 ILS 174409.99000000 USD 2026-08-12 -170.50000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -4763.96000000 -0.00029327009 N/A DFE JP N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1031240.79000000 USD 166900000.00000000 JPY 2026-07-02 -4763.96000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 314.52000000 0.000019361898 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 3735000.00000000 NOK 377644.42000000 USD 2026-07-02 314.52000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -4250.88000000 -0.00026168481 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 634000.00000000 CHF 780402.59000000 USD 2026-07-02 -4250.88000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 6381.46000000 0.000392843636 N/A DFE CN N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 3862288.42000000 USD 26271169.96000000 CNY 2026-07-02 6381.46000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -6093.26000000 -0.00037510200 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 26213428.75000000 CNY 3862288.42000000 USD 2026-08-04 -6093.26000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 8578.18000000 0.000528074049 N/A DFE NZ N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1207403.03000000 USD 2141000.00000000 NZD 2026-07-02 8578.18000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 478.94000000 0.000029483618 N/A DFE PL N 2 Bank of America NA B4TYDEB6GKMZO031MB27 128444.26000000 USD 485000.00000000 PLN 2026-07-23 478.94000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1809.63000000 -0.00011140109 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 9672117.70000000 THB 290000.00000000 USD 2026-07-30 -1809.63000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -312.64000000 -0.00001924616 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 -0.00004234230 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 -1263.63000000 -0.00007778925 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 840000.00000000 USD 79536420.60000000 INR 2026-07-31 -1263.63000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1669.69000000 -0.00010278636 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 9902360600.00000000 IDR 550000.00000000 USD 2026-07-29 -1669.69000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 102297.68000000 0.006297460549 N/A DFE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 30543933.00000000 USD 43464016.66000000 CAD 2026-07-02 102297.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -102357.18000000 -0.00630112337 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 43402256.83000000 CAD 30543933.00000000 USD 2026-08-04 -102357.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -5164.86000000 -0.00031794955 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1620223.78000000 USD 5521655.74000000 PEN 2026-07-08 -5164.86000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 5061.34000000 0.000311576850 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 5521655.74000000 PEN 1615563.72000000 USD 2026-09-16 5061.34000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 123.80000000 0.000007621146 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 397113.15000000 CAD 280525.00000000 USD 2026-08-04 123.80000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -128.57000000 -0.00000791478 N/A DFE CA N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 280525.00000000 USD 397672.24000000 CAD 2026-07-02 -128.57000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 3.14000000 0.000000193298 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 181829008.00000000 KRW 117473.50000000 USD 2026-07-06 3.14000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 905.54000000 0.000055745178 N/A DFE ID N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 222622.04000000 USD 4002165462.00000000 IDR 2026-07-06 905.54000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 5107.15000000 0.000314396921 N/A DFE TH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 770696.00000000 USD 25764367.28000000 THB 2026-07-06 5107.15000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 71.09000000 0.000004376311 N/A DFE KR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 117473.50000000 USD 181806688.00000000 KRW 2026-07-15 71.09000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -7976.21000000 -0.00049101668 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 25706565.08000000 THB 770696.00000000 USD 2026-09-16 -7976.21000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -755.83000000 -0.00004652900 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4024405404.00000000 IDR 222622.04000000 USD 2026-09-16 -755.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -6036.10000000 -0.00037158322 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1033186.81000000 USD 166576783.00000000 JPY 2026-08-04 -6036.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 6004.87000000 0.000369660699 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 167014647.00000000 JPY 1033186.81000000 USD 2026-07-02 6004.87000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 5471.37000000 0.000336818359 N/A DFE AU N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1606428.33000000 USD 2328157.00000000 AUD 2026-07-02 5471.37000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC 25393.00000000 0.001563196894 N/A DFE NZ N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 4702930.90000000 USD 8325245.00000000 NZD 2026-07-02 25393.00000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -101.96000000 -0.00000627667 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 1338289.80000000 SEK 137918.00000000 USD 2026-07-02 -101.96000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -5552.86000000 -0.00034183489 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 2328157.00000000 AUD 1605399.28000000 USD 2026-08-04 -5552.86000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 103.31000000 0.000006359779 N/A DFE SE N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 137918.00000000 USD 1335916.14000000 SEK 2026-08-04 103.31000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC -25343.44000000 -0.00156014597 N/A DFE US N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 8325245.00000000 NZD 4708259.06000000 USD 2026-08-04 -25343.44000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -61.47000000 -0.00000378410 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 244000.00000000 CHF 301918.73000000 USD 2026-07-02 -61.47000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 8.94000000 0.000000550347 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 5768618.75000000 NOK 582786.00000000 USD 2026-07-02 8.94000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -13.93000000 -0.00000085753 N/A DFE NO N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 582786.00000000 USD 5771147.23000000 NOK 2026-08-04 -13.93000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC 727.91000000 0.000044810248 N/A DFE CA N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 317648.00000000 USD 451536.63000000 CAD 2026-07-02 727.91000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC -731.41000000 -0.00004502570 N/A DFE US N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 450899.11000000 CAD 317648.00000000 USD 2026-08-04 -731.41000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -427.99000000 -0.00002634712 N/A DFE IN N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 144269.00000000 USD 13709883.07000000 INR 2026-09-30 -427.99000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 475.42000000 0.000029266926 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 13617550.91000000 INR 144269.00000000 USD 2026-07-13 475.42000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1396.27000000 -0.00008595459 N/A DFE IN N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 582271.00000000 USD 55364772.22000000 INR 2026-09-30 -1396.27000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1585.54000000 0.000097606080 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 54992118.78000000 INR 582271.00000000 USD 2026-07-13 1585.54000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 173.83000000 0.000010701000 N/A DFE TH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 42837.24000000 USD 1428394.49000000 THB 2026-07-06 173.83000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -324.02000000 -0.00001994671 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1428394.49000000 THB 42943.18000000 USD 2026-09-16 -324.02000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 2063.98000000 0.000127058918 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 68880799.14000000 INR 729406.00000000 USD 2026-07-13 2063.98000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1826.39000000 -0.00011243284 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 729406.00000000 USD 69347618.98000000 INR 2026-09-30 -1826.39000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -337.69000000 -0.00002078824 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 817263.58000000 SEK 83948.00000000 USD 2026-07-02 -337.69000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 338.41000000 0.000020832570 N/A DFE SE N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 83948.00000000 USD 815812.96000000 SEK 2026-08-04 338.41000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC -42469.33000000 -0.00261441833 N/A DFE US N 2 Banco Santander SA 5493006QMFDDMYWIAM13 14419998.73000000 NZD 8156513.66000000 USD 2026-08-04 -42469.33000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC 42540.73000000 0.002618813729 N/A DFE NZ N 2 Banco Santander SA 5493006QMFDDMYWIAM13 8147299.28000000 USD 14419998.73000000 NZD 2026-07-02 42540.73000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -6815.33000000 -0.00041955273 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2869506.00000000 AUD 1978719.51000000 USD 2026-08-04 -6815.33000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 6743.58000000 0.000415135797 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1979959.14000000 USD 2869506.00000000 AUD 2026-07-02 6743.58000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 18867.45000000 0.001161483056 N/A DFE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 14982704.00000000 USD 12121269.73000000 CHF 2026-07-02 18867.45000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -19003.85000000 -0.00116987986 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 12077753.97000000 CHF 14982704.00000000 USD 2026-08-04 -19003.85000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 743.49000000 0.000045769356 N/A DFE NO N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 187198.00000000 USD 1861170.25000000 NOK 2026-08-04 743.49000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -747.01000000 -0.00004598604 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1860373.72000000 NOK 187198.00000000 USD 2026-07-02 -747.01000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -8335.06000000 -0.00051310754 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2571242.36000000 USD 242601601.63000000 INR 2026-07-01 -8335.06000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -473.05000000 -0.00002912102 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 145928.23000000 USD 13768605.92000000 INR 2026-07-01 -473.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 6471.85000000 0.000398408058 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 188370886.80000000 INR 1996471.58000000 USD 2026-07-01 6471.85000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 2335.77000000 0.000143790352 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 67985381.73000000 INR 720551.27000000 USD 2026-07-01 2335.77000000 N N N eBay Inc OML71K8X303XQONU6T67 27864BHR7 1500000.00000000 PA USD 1490592.00000000 0.091761067457 Long STIV CORP US N 2 2026-08-25 Fixed 4.06000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BB2 300000.00000000 PA USD 296379.01000000 0.018245136381 Long DBT CORP US N 2 2032-03-15 Fixed 5.25000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BC0 4600000.00000000 PA USD 4728224.40000000 0.291070204404 Long DBT CORP US N 2 2030-03-15 Fixed 6.25000000 N N N N N N EIDP Inc GLU7INWNWH88J9XBXD45 28249MG72 1000000.00000000 PA USD 999228.10000000 0.061512631954 Long STIV CORP US N 2 2026-07-07 Fixed 4.18000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAE2 750000.00000000 PA USD 782995.70000000 0.048201332924 Long DBT CORP NL N 2 2035-02-11 Fixed 5.98000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAZ3 2300000.00000000 PA USD 2292517.04000000 0.141127693396 Long DBT NUSS AE N 2 2033-04-20 Fixed 4.63000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAM0 1506000.00000000 PA USD 1504556.69000000 0.092620735872 Long DBT CORP NL N 2 2026-07-12 Fixed 1.63000000 N N N N N N Ent Auto Receivables Trust N/A 293601AE0 498384.12000000 PA USD 499567.98000000 0.030753479900 Long ABS-O CORP US N 2 2029-01-16 Fixed 6.24000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBR8 1600000.00000000 PA USD 1560823.42000000 0.096084524224 Long DBT CORP US N 2 2036-04-15 Fixed 4.90000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBS6 2400000.00000000 PA USD 2354736.46000000 0.144957930239 Long DBT CORP US N 2 2056-04-15 Fixed 5.65000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29366GHK0 1200000.00000000 PA USD 1193300.04000000 0.073459729736 Long STIV CORP US N 2 2026-08-19 Fixed 4.07000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29366GHL8 500000.00000000 PA USD 497151.10000000 0.030604696405 Long STIV CORP US N 2 2026-08-20 Fixed 4.07000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29366GHQ7 900000.00000000 PA USD 894458.79000000 0.055063017490 Long STIV CORP US N 2 2026-08-24 Fixed 4.06000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29366GHT1 900000.00000000 PA USD 894147.84000000 0.055043875361 Long STIV CORP US N 2 2026-08-27 Fixed 4.05000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29366GHU8 1300000.00000000 PA USD 1291396.86000000 0.079498584713 Long STIV CORP US N 2 2026-08-28 Fixed 4.05000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29366GJ10 900000.00000000 PA USD 893630.70000000 0.055012040145 Long STIV CORP US N 2 2026-09-01 Fixed 4.05000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29366GJ36 900000.00000000 PA USD 893424.15000000 0.054999324896 Long STIV CORP US N 2 2026-09-03 Fixed 4.12000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29366GJ85 900000.00000000 PA USD 892906.65000000 0.054967467518 Long STIV CORP US N 2 2026-09-08 Fixed 4.07000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29366GJA0 700000.00000000 PA USD 694321.60000000 0.042742542006 Long STIV CORP US N 2 2026-09-10 Fixed 4.06000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29366GJB8 1400000.00000000 PA USD 1388481.64000000 0.085475138355 Long STIV CORP US N 2 2026-09-11 Fixed 4.05000000 N N N N N N EQUINIX EU 2 FINANCING C 254900FSZR46BPMCKI50 29390XAG9 2200000.00000000 PA USD 2175118.02000000 0.133900592088 Long DBT US N 2 2030-11-15 Fixed 4.60000000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 29442LGW2 4900000.00000000 PA USD 4883707.50000000 0.300641767399 Long STIV CORP US N 2 2026-07-30 Fixed 4.05000000 N N N N N N EQUINIX ASIA FIN CORP 2549002E9B0F5FQ3X427 29447KAA3 2200000.00000000 PA USD 2151006.77000000 0.132416299915 Long DBT SG N 2 2031-03-15 Fixed 4.40000000 N N N N N N EVERGLADES RE II LTD 5493000EE11S6ONK0372 30014LAX2 250000.00000000 PA USD 249800.00000000 0.015377725528 Long DBT CORP BM N 2 2033-05-22 Floating 9.29000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WBB3 800000.00000000 PA USD 786523.50000000 0.048418504822 Long DBT CORP US N 2 2030-12-15 Fixed 4.45000000 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2J0 1000000.00000000 PA USD 1012088.72000000 0.062304333653 Long DBT CORP US N 2 2030-01-16 Fixed 5.88000000 N N N N N N FS Rialto Issuer Ltd N/A 30343TAA7 1000000.00000000 PA USD 1003125.00000000 0.061752525703 Long ABS-CBDO CORP KY N 2 2044-01-19 Floating 5.09000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283H2E4 196.91000000 PA USD 198.11000000 0.000012195681 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HZH1 325.63000000 PA USD 330.42000000 0.000020340704 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128JNVF9 3263.88000000 PA USD 3356.65000000 0.000206635878 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 6.46000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K6NM8 754.26000000 PA USD 797.67000000 0.000049104685 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128L0XJ6 1785.30000000 PA USD 1835.61000000 0.000113000427 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128L6BS7 2560.89000000 PA USD 2632.22000000 0.000162039858 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXTX8 3725.17000000 PA USD 3941.40000000 0.000242633176 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M45C3 536.54000000 PA USD 549.62000000 0.000033834689 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4B69 2455.52000000 PA USD 2597.25000000 0.000159887100 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4M67 625.37000000 PA USD 644.13000000 0.000039652739 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5DD9 957.67000000 PA USD 972.96000000 0.000059895563 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5EH9 7968.85000000 PA USD 8374.34000000 0.000515525628 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5LV0 5679.20000000 PA USD 5849.52000000 0.000360097329 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5R93 13006.82000000 PA USD 13359.82000000 0.000822432526 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6N79 225.64000000 PA USD 231.29000000 0.000014238247 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6NL8 14999.71000000 PA USD 15082.92000000 0.000928506821 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6NV6 1599.48000000 PA USD 1625.03000000 0.000100037090 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6PB8 2857.32000000 PA USD 2946.94000000 0.000181414069 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6PE2 1967.47000000 PA USD 2016.77000000 0.000124152664 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6PH5 1677.42000000 PA USD 1722.90000000 0.000106061982 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6PJ1 12204.19000000 PA USD 12511.59000000 0.000770215360 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M75R3 31424.55000000 PA USD 32344.60000000 0.001991138435 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7MY6 7703.06000000 PA USD 7696.50000000 0.000473797696 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7NL3 5853.78000000 PA USD 5838.07000000 0.000359392466 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7NT6 12869.30000000 PA USD 12834.75000000 0.000790109138 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7NW9 255235.58000000 PA USD 254520.90000000 0.015668344841 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128Q2DS9 2415.41000000 PA USD 2483.41000000 0.000152879092 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 6.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292KNK9 1208.43000000 PA USD 1269.94000000 0.000078177697 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296JXY7 4115.57000000 PA USD 4050.76000000 0.000249365394 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296PDS8 13550.70000000 PA USD 13454.71000000 0.000828273968 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297CWX4 610.50000000 PA USD 614.68000000 0.000037839793 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297VAM0 5211.93000000 PA USD 5261.34000000 0.000323888880 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131Y0TR3 166705.52000000 PA USD 158271.62000000 0.009743224704 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWGW7 796027.35000000 PA USD 745014.75000000 0.045863219936 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHE6 1553424.96000000 PA USD 1535737.48000000 0.094540229988 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJ46 12860659.50000000 PA USD 12987512.67000000 0.799513231131 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJ61 155556.70000000 PA USD 161079.82000000 0.009916097918 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJF1 109332.77000000 PA USD 110512.24000000 0.006803150097 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJL8 357271.70000000 PA USD 360582.28000000 0.022197499328 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWKQ5 819959.08000000 PA USD 849072.14000000 0.052269008497 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31334YHW0 275692.57000000 PA USD 252960.19000000 0.015572267299 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BLU8 87546.29000000 PA USD 83221.01000000 0.005123097878 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BDPY5 139829.90000000 PA USD 131018.49000000 0.008065517927 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BJ7L0 778870.73000000 PA USD 731984.85000000 0.045061097335 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BMLK9 339812.98000000 PA USD 320129.28000000 0.019707206571 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BPWC8 134897.68000000 PA USD 126612.36000000 0.007794275903 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BUJA6 681358.13000000 PA USD 639297.29000000 0.039355237216 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BVJ30 8617058.94000000 PA USD 8534611.35000000 0.525391956895 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BWPG2 1129266.79000000 PA USD 1059261.51000000 0.065208297692 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C0ZN5 645163.82000000 PA USD 637826.41000000 0.039264689622 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CAEJ5 1408851.27000000 PA USD 1421159.53000000 0.087486794173 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQXT8 72571.45000000 PA USD 71925.73000000 0.004427758744 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31368HNQ2 7024.40000000 PA USD 7201.37000000 0.000443317419 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BBAR3 20194767.33000000 PA USD 810886.55000000 0.049918297840 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 2.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371HF94 254.09000000 PA USD 260.06000000 0.000016009332 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371HKW7 34.00000000 PA USD 34.35000000 0.000002114591 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371K2Z3 6245.94000000 PA USD 6322.63000000 0.000389222052 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KBQ3 468.40000000 PA USD 486.74000000 0.000029963787 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KWH0 2256.85000000 PA USD 2311.58000000 0.000142301212 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KZA2 1147.20000000 PA USD 1161.28000000 0.000071488571 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MLB1 4480.99000000 PA USD 4612.81000000 0.000283965276 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MMG9 2300.68000000 PA USD 2368.37000000 0.000145797213 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374CK96 88471.00000000 PA USD 90740.42000000 0.005585993887 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374CNV4 19798.71000000 PA USD 20048.12000000 0.001234165279 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KR32 3882.12000000 PA USD 3909.25000000 0.000240654017 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KRF5 14410.06000000 PA USD 14627.99000000 0.000900501262 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137GAPS0 552765.87000000 PA USD 548953.78000000 0.033793677168 Long ABS-MBS USGSE US N 2 2040-10-15 Floating 4.21000000 N N N N N N Freddie Mac Multiclass Certificates S6XOOCT0IEG5ABCC6L87 3137HDJU5 2600000.00000000 PA USD 2586456.86000000 0.159222672875 Long ABS-MBS USGSE US N 2 2033-09-25 Variable 4.77000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKPJ7 1544168.21000000 PA USD 1557264.92000000 0.095865462429 Long ABS-MBS USGSE US N 2 2055-04-25 Floating 4.58000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HLY30 2912786.75000000 PA USD 2823795.87000000 0.173833297987 Long ABS-MBS USGSE US N 2 2054-07-25 Variable 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384WB66 83.18000000 PA USD 84.71000000 0.000005214760 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HUQ3 733.70000000 PA USD 746.89000000 0.000045978660 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JND6 341.91000000 PA USD 350.55000000 0.000021579910 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388UGP9 363.49000000 PA USD 368.14000000 0.000022662753 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGP40 21832.84000000 PA USD 22475.35000000 0.001383585922 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJE38 26.37000000 PA USD 26.31000000 0.000001619647 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELCT8 7061.83000000 PA USD 7412.49000000 0.000456313998 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENEW5 289863.29000000 PA USD 300726.30000000 0.018512756207 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 6.22000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390ABT6 1008.98000000 PA USD 1033.11000000 0.000063598406 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391TWW4 982.77000000 PA USD 1006.32000000 0.000061949210 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 5.50000000 N N N N N N FannieMae Grantor Trust N/A 313920UK4 1409.11000000 PA USD 1458.31000000 0.000089773782 Long ABS-MBS USGSE US N 2 2041-07-25 Fixed 7.50000000 N N N N N N FannieMae Whole Loan 5493006KCWOV61WOTM60 31392GVX0 39949.14000000 PA USD 39593.44000000 0.002437378114 Long ABS-MBS USGSE US N 2 2042-12-25 Variable 4.66000000 N N N N N N FannieMae Whole Loan 5493006KCWOV61WOTM60 31393YX75 6046138.57000000 PA USD 6296973.51000000 0.387642635295 Long ABS-MBS USGSE US N 2 2034-07-25 Fixed 6.50000000 N N N N N N FannieMae Whole Loan 5493001NEANKKEPIN618 31394ALL8 9445.36000000 PA USD 9556.48000000 0.000588298344 Long ABS-MBS USGSE US N 2 2044-06-25 Fixed 6.50000000 N N N N N N FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 31394JD87 666.82000000 PA USD 683.36000000 0.000042067744 Long ABS-MBS USGSE US N 2 2043-07-25 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396V4Q8 46857.45000000 PA USD 46026.40000000 0.002833392098 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 3.91000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397PLU2 25684.32000000 PA USD 25707.58000000 0.001582562486 Long ABS-MBS USGSE US N 2 2037-12-15 Floating 4.31000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400CCG7 16105.31000000 PA USD 16491.98000000 0.001015248766 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401CGJ6 2179.50000000 PA USD 2189.73000000 0.000134800107 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402C4J8 3327.51000000 PA USD 3367.13000000 0.000207281028 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DP46 3606.72000000 PA USD 3640.14000000 0.000224087565 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QSZ5 3883.81000000 PA USD 3934.10000000 0.000242183787 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QYY1 32118.21000000 PA USD 32552.12000000 0.002003913397 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RQN2 3775.40000000 PA USD 3837.96000000 0.000236265394 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RRC5 5813.03000000 PA USD 5951.99000000 0.000366405398 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403BCQ4 4199.12000000 PA USD 4218.12000000 0.000259668100 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403CXW6 29990.28000000 PA USD 30872.58000000 0.001900520662 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DD97 23458.68000000 PA USD 24148.69000000 0.001486596984 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DDX4 2232.25000000 PA USD 2297.94000000 0.000141461531 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403JZM1 4640.20000000 PA USD 4661.22000000 0.000286945403 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403VTR0 9258.75000000 PA USD 9301.56000000 0.000572605431 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403VXE4 6636.61000000 PA USD 6675.68000000 0.000410955863 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403YB36 6970.26000000 PA USD 7001.38000000 0.000431006004 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404AHB3 32208.48000000 PA USD 32712.46000000 0.002013783952 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404BRT1 1871.78000000 PA USD 1881.87000000 0.000115848199 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404CF54 2416.70000000 PA USD 2443.14000000 0.000150400065 Long ABS-MBS USGSE US N 2 2034-03-01 Floating 5.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404DJ82 10568.32000000 PA USD 10822.59000000 0.000666240266 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404QQ36 2193.15000000 PA USD 2203.16000000 0.000135626860 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405AX32 24804.49000000 PA USD 25166.93000000 0.001549279991 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405R7C4 285833.41000000 PA USD 290296.01000000 0.017870665987 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405XCV3 4667.22000000 PA USD 4738.30000000 0.000291690459 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406B3Z1 30188.78000000 PA USD 30325.30000000 0.001866830023 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406DAF3 5583.82000000 PA USD 5651.02000000 0.000347877640 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 4.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406HZQ3 5377.87000000 PA USD 5409.57000000 0.000333013941 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406S4P5 3284.55000000 PA USD 3299.54000000 0.000203120178 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406V3Q7 14870.80000000 PA USD 15006.05000000 0.000923774692 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406XWT5 1494.05000000 PA USD 1526.40000000 0.000093965413 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407ADB4 44064.58000000 PA USD 44264.85000000 0.002724950816 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407FYD6 130995.93000000 PA USD 134489.63000000 0.008279201827 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 6.23000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407M2K0 143625.33000000 PA USD 147848.33000000 0.009101565406 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407MZ99 10977.77000000 PA USD 11300.87000000 0.000695683254 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409G5L6 2379.43000000 PA USD 2424.01000000 0.000149222419 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A6XR2 229752.33000000 PA USD 238258.74000000 0.014667243828 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FBAE0 481084.24000000 PA USD 453969.30000000 0.027946418309 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6GM3 14947.89000000 PA USD 14205.69000000 0.000874504410 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JR3L3 318468.29000000 PA USD 292774.06000000 0.018023215118 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MSNR2 145555.74000000 PA USD 136668.51000000 0.008413334007 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MSRF4 347563.47000000 PA USD 325939.91000000 0.020064909826 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MSTU9 539172.54000000 PA USD 506933.75000000 0.031206917808 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MWTM8 2390665.69000000 PA USD 2238097.42000000 0.137777613413 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N1ZL0 75799.54000000 PA USD 71116.17000000 0.004377922109 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N1ZZ9 345923.42000000 PA USD 324395.18000000 0.019969816016 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N2WJ6 382607.06000000 PA USD 347887.78000000 0.021416024001 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N7TV2 1916393.47000000 PA USD 1800071.59000000 0.110812677512 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N8CZ9 858317.29000000 PA USD 804909.35000000 0.049550340510 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NA2H5 431718.56000000 PA USD 428412.04000000 0.026373109544 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NA2M4 2101584.42000000 PA USD 2082178.33000000 0.128179210808 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NAK36 141417.72000000 PA USD 132539.79000000 0.008159169384 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NBQE4 159307.06000000 PA USD 157538.18000000 0.009698074028 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NEBH7 879490.21000000 PA USD 827638.84000000 0.050949571329 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NEPE9 520026.61000000 PA USD 515961.50000000 0.031762667454 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NEZY4 9089903.81000000 PA USD 8997771.09000000 0.553904140072 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NFCX8 1180203.48000000 PA USD 1168972.03000000 0.071962093786 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NGF96 2098970.23000000 PA USD 2074609.37000000 0.127713264494 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NMJE8 819236.20000000 PA USD 828175.19000000 0.050982589116 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPK48 63050.74000000 PA USD 59267.95000000 0.003648543906 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPKX4 93899.26000000 PA USD 88182.68000000 0.005428539028 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSC90 677986.12000000 PA USD 671410.02000000 0.041332101699 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F5M3 2741.46000000 PA USD 2822.23000000 0.000173736902 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FSL0 10735.14000000 PA USD 10843.70000000 0.000667539801 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FU45 6182.87000000 PA USD 6364.67000000 0.000391810041 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FZV0 1672.93000000 PA USD 1718.90000000 0.000105815742 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410G2H5 119453.58000000 PA USD 122547.92000000 0.007544068366 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410G4T7 2938.96000000 PA USD 3016.13000000 0.000185673415 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GRN5 4811.89000000 PA USD 4953.47000000 0.000304936357 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GV67 10087.68000000 PA USD 10198.98000000 0.000627850741 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KXE9 8575.72000000 PA USD 8828.09000000 0.000543458546 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KXK5 6140.64000000 PA USD 6306.27000000 0.000388214928 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KXV1 20446.74000000 PA USD 21027.42000000 0.001294451134 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410SAF4 3027.81000000 PA USD 3092.67000000 0.000190385229 Long ABS-MBS USGSE US N 2 2036-06-01 Floating 6.16000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411JRS7 6629.15000000 PA USD 6799.44000000 0.000418574547 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412LQ94 1681.78000000 PA USD 1760.82000000 0.000108396343 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412MJ82 33555.35000000 PA USD 34484.33000000 0.002122860535 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412MTG3 4359.57000000 PA USD 4478.79000000 0.000275714985 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412NLV6 1619.70000000 PA USD 1691.53000000 0.000104130840 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412PCD1 416.63000000 PA USD 413.31000000 0.000025443425 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412QM89 58430.36000000 PA USD 59902.26000000 0.003687592124 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413ADY6 3819.01000000 PA USD 3875.11000000 0.000238552353 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 5.39000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413JR22 11052.70000000 PA USD 11572.31000000 0.000712393142 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413RGH3 38807.27000000 PA USD 39596.32000000 0.002437555407 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414JAL7 47657.71000000 PA USD 48858.29000000 0.003007723672 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414PA33 3975.11000000 PA USD 3993.23000000 0.000245823838 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415LRR0 6796.51000000 PA USD 6901.64000000 0.000424865995 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415P3Y2 4308.28000000 PA USD 4361.77000000 0.000268511216 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415XVW8 10051.29000000 PA USD 10236.24000000 0.000630144472 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BL63 2932.91000000 PA USD 3047.95000000 0.000187632259 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BN53 21849.63000000 PA USD 22139.92000000 0.001362936801 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CAQ9 729.69000000 PA USD 742.40000000 0.000045702255 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 6.19000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CLT1 66503.62000000 PA USD 69804.56000000 0.004297179200 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416KT81 10952.97000000 PA USD 11154.69000000 0.000686684392 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416RE66 6777.13000000 PA USD 6673.83000000 0.000410841977 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416VSS4 230632.28000000 PA USD 232710.85000000 0.014325714887 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417SZQ6 152228.07000000 PA USD 156065.73000000 0.009607429785 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417Y3J4 4761.47000000 PA USD 4880.15000000 0.000300422767 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YCJ4 177.50000000 PA USD 176.07000000 0.000010838895 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YEC7 4163.40000000 PA USD 4176.66000000 0.000257115817 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YKM8 59657.58000000 PA USD 59188.28000000 0.003643639408 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YR90 10379.25000000 PA USD 10335.81000000 0.000636274016 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YRP4 3587.23000000 PA USD 3546.99000000 0.000218353237 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YS40 18436.02000000 PA USD 18358.79000000 0.001130169870 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YSY4 57800.69000000 PA USD 57103.06000000 0.003515272952 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YTV9 143230.83000000 PA USD 141425.98000000 0.008706204575 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AAJ7 1127.77000000 PA USD 1112.56000000 0.000068489360 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AAW8 1304.29000000 PA USD 1286.70000000 0.000079209445 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CNE0 17102.04000000 PA USD 16236.97000000 0.000999550312 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DKG6 2436.46000000 PA USD 2404.44000000 0.000148017687 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418E2F6 985878.63000000 PA USD 1020882.74000000 0.062845694845 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EMR8 1638909.80000000 PA USD 1582687.74000000 0.097430495047 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ERP7 398710.56000000 PA USD 373170.75000000 0.022972447432 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EW30 232051.63000000 PA USD 233779.07000000 0.014391474670 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MT44 4979.08000000 PA USD 5035.88000000 0.000310009529 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MWK4 111934.67000000 PA USD 115227.06000000 0.007093395124 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AHK6 111725.68000000 PA USD 115013.98000000 0.007080277887 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419ASF5 12935.76000000 PA USD 13088.01000000 0.000805699861 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419FGM2 9442.06000000 PA USD 9294.59000000 0.000572176356 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419FGN0 1156.08000000 PA USD 1146.99000000 0.000070608876 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419FWM4 96975.97000000 PA USD 95783.33000000 0.005896436184 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4.00000000 N N N N N N FEDEX FREIGHT HOLDING CO 984500Y1DA5A58ICE336 314352AC9 1300000.00000000 PA USD 1277515.06000000 0.078644019019 Long DBT CORP US N 2 2031-03-15 Fixed 4.65000000 N N N N N N First Abu Dhabi Bank PJSC 2138002Y3WMK6RZS8H90 31849MJM4 1500000.00000000 PA USD 1486691.25000000 0.091520936701 Long STIV CORP AE N 2 2026-09-21 Fixed 4.00000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A 32027LAF2 5617382.23000000 PA USD 4719810.50000000 0.290552243456 Long ABS-O CORP US N 2 2036-10-25 Floating 4.07000000 N N N N N N Ford Auto Securitization Trust 549300UXPSVB9J11GQ87 345214AY6 923170.01000000 PA 657046.24000000 0.040447865245 Long ABS-O CORP CA N 2 2028-07-15 Fixed 6.03000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A45 600000.00000000 PA USD 598318.15000000 0.036832555201 Long DBT CORP US N 2 2027-01-09 Fixed 4.27000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B51 400000.00000000 PA USD 386464.67000000 0.023790823145 Long DBT CORP US N 2 2028-02-16 Fixed 2.90000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B93 500000.00000000 PA USD 470679.36000000 0.028975092113 Long DBT CORP US N 2 2029-02-10 Fixed 2.90000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C27 400000.00000000 PA USD 400300.42000000 0.024642553993 Long DBT CORP US N 2 2027-05-28 Fixed 4.95000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C92 2600000.00000000 PA USD 2675272.86000000 0.164690199178 Long DBT CORP US N 2 2028-05-12 Fixed 6.80000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E58 1000000.00000000 PA USD 1008985.70000000 0.062113311276 Long DBT CORP US N 2 2029-03-08 Fixed 5.80000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G72 900000.00000000 PA USD 911414.33000000 0.056106803080 Long DBT CORP US N 2 2028-03-20 Fixed 5.92000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397J61 1750000.00000000 PA USD 1735683.90000000 0.106848961642 Long DBT CORP US N 2 2031-04-09 Fixed 5.42000000 N N N N N N Fremont Home Loan Owner Trust N/A 35729BAF8 15265.41000000 PA USD 15006.10000000 0.000923777770 Long ABS-MBS CORP US N 2 2029-12-25 Floating 4.55000000 N N N N N N Fremont Home Loan Trust N/A 35729PPY0 1000000.00000000 PA USD 917989.70000000 0.056511583845 Long ABS-O CORP US N 2 2036-02-25 Floating 4.30000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2Q7 1250000.00000000 PA USD 1235595.80000000 0.076063463076 Long DBT CORP US N 2 2031-12-09 Fixed 5.20000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2T1 550000.00000000 PA USD 548187.39000000 0.033746498084 Long DBT CORP US N 2 2032-04-01 Fixed 5.50000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2V6 2250000.00000000 PA USD 2181458.18000000 0.134290893290 Long DBT CORP US N 2 2030-09-18 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T7L3 668693.29000000 PA USD 653677.12000000 0.040240461711 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179U6Y3 214445.53000000 PA USD 215670.30000000 0.013276696069 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YMH4 9512468.42000000 PA USD 9175395.72000000 0.564838738980 Long ABS-MBS USGA US N 2 2053-12-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B7GB0 392528.95000000 PA USD 355431.67000000 0.021880427003 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 3.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AX7 2700000.00000000 PA USD 2647451.79000000 0.162977529929 Long DBT US N 2 2036-03-01 Fixed 5.63000000 N N N N N N General Motors N/A 361886CW2 5100000.00000000 PA USD 5185162.86000000 0.319199404649 Long ABS-O CORP US N 2 2030-06-15 Fixed 5.34000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XK0 489124.46000000 PA USD 434906.84000000 0.026772930408 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200B7H4 180.49000000 PA USD 184.28000000 0.000011344304 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202D3K5 1193.05000000 PA USD 1237.14000000 0.000076158524 Long ABS-MBS USGA US N 2 2034-01-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202D6X4 1359.06000000 PA USD 1415.58000000 0.000087143317 Long ABS-MBS USGA US N 2 2034-07-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202D7L9 1070.97000000 PA USD 1127.70000000 0.000069421381 Long ABS-MBS USGA US N 2 2034-08-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DQC8 421.01000000 PA USD 438.17000000 0.000026973811 Long ABS-MBS USGA US N 2 2031-10-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DS51 356.43000000 PA USD 371.50000000 0.000022869595 Long ABS-MBS USGA US N 2 2032-05-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DSS1 352.64000000 PA USD 364.25000000 0.000022423284 Long ABS-MBS USGA US N 2 2032-04-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BPC6 1427.07000000 PA USD 1485.08000000 0.000091421747 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225CFW1 4819.88000000 PA USD 4807.45000000 0.000295947344 Long ABS-MBS USGA US N 2 2028-03-20 Floating 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225CVC7 346.12000000 PA USD 349.11000000 0.000021491264 Long ABS-MBS USGA US N 2 2032-06-20 Floating 5.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225DCE2 4610.63000000 PA USD 4677.06000000 0.000287920516 Long ABS-MBS USGA US N 2 2034-07-20 Floating 5.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225DHN7 525.08000000 PA USD 536.15000000 0.000033005474 Long ABS-MBS USGA US N 2 2034-11-20 Floating 5.63000000 N N N N N N GSAMP Trust N/A 36228FN28 893291.98000000 PA USD 923608.17000000 0.056857457702 Long ABS-O CORP US N 2 2034-01-25 Floating 4.51000000 N N N N N N GSR Mortgage Loan Trust N/A 362341RX9 107468.00000000 PA USD 103270.74000000 0.006357362269 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.84000000 N N N N N N GSAMP Trust N/A 36242DKL6 14606.44000000 PA USD 14905.13000000 0.000917562042 Long ABS-O CORP US N 2 2034-10-25 Floating 5.41000000 N N N N N N GPMT Ltd. N/A 36262TAA1 1815968.39000000 PA USD 1818250.06000000 0.111931746856 Long ABS-CBDO CORP KY N 2 2036-12-15 Floating 5.11000000 N N N N N N GS Mortgage-Backed Securities Trust 254900X1ABPQ6D4G6D07 36264RAE5 2729919.22000000 PA USD 2261789.40000000 0.139236095261 Long ABS-MBS CORP US N 2 2052-09-25 Variable 2.50000000 N N N N N N GS Mortgage-Backed Securities Trust 25490038RWR4AJZ5B524 36265LAB3 3117174.42000000 PA USD 2687277.73000000 0.165429220779 Long ABS-MBS CORP US N 2 2052-09-25 Variable 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295TBH6 1218336.05000000 PA USD 1139594.81000000 0.070153627709 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 4.00000000 N N N N N N Galaxy CLO Ltd 54930022KENWLYJ8SJ86 36320TBM4 700000.00000000 PA USD 700280.79000000 0.043109390638 Long ABS-CBDO CORP KY N 2 2034-04-16 Floating 4.70000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAS1 400000.00000000 PA USD 397146.04000000 0.024448369887 Long DBT CORP US N 2 2034-03-15 Fixed 6.75000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 37790BG88 900000.00000000 PA USD 899229.15000000 0.055356681568 Long STIV CORP US N 2 2026-07-08 Fixed 4.02000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 37790BH46 1200000.00000000 PA USD 1195335.24000000 0.073585016954 Long STIV CORP US N 2 2026-08-04 Fixed 4.04000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 37790BHB0 800000.00000000 PA USD 796257.36000000 0.049017722706 Long STIV CORP US N 2 2026-08-11 Fixed 4.05000000 N N N N N N GM Financial Revolving Receivables Trust N/A 38012RAA4 2600000.00000000 PA USD 2628695.68000000 0.161822900980 Long ABS-O CORP US N 2 2035-04-11 Fixed 5.12000000 N N N N N N GOLDEN BEAR RE LTD N/A 38090EAA8 500000.00000000 PA USD 513025.00000000 0.031581896073 Long DBT CORP BM N 2 2029-01-08 Floating 13.30000000 N N N N N N GOLDEN BEAR RE LTD N/A 38090EAB6 250000.00000000 PA USD 252137.50000000 0.015521622379 Long DBT CORP BM N 2 2032-03-08 Floating 13.29000000 N N N N N N Golden State Tobacco Securitization Corp N/A 38122ND66 200000.00000000 PA USD 141216.34000000 0.008693299105 Long DBT MUN US N 2 2050-06-01 Fixed 4.21000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC93 1000000.00000000 PA USD 1010142.43000000 0.062184519748 Long DBT CORP US N 2 2031-04-23 Fixed 5.22000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GE83 7000000.00000000 PA USD 6961396.40000000 0.428544608222 Long DBT CORP US N 2 2030-04-20 Fixed 4.59000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374DTL3 10148.01000000 PA USD 10126.53000000 0.000623390708 Long ABS-MBS USGA US N 2 2037-08-20 Fixed 5.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376R4Z6 313978.90000000 PA USD 317720.27000000 0.019558907553 Long ABS-MBS USGA US N 2 2067-06-20 Floating 5.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RAT3 176885.06000000 PA USD 176656.17000000 0.010874980364 Long ABS-MBS USGA US N 2 2065-04-20 Floating 4.23000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RFJ0 435403.89000000 PA USD 436192.71000000 0.026852088758 Long ABS-MBS USGA US N 2 2065-08-20 Floating 4.36000000 N N N N N N GRAND RIVER FND TRST II N/A 38644CAA3 1300000.00000000 PA USD 1350800.67000000 0.083155492181 Long DBT CORP US N 2 2056-02-15 Fixed 7.28000000 N N N N N N GREEN PALM BIDCO SARL 254900EAMY4VP33WTN08 39321LAA1 1000000.00000000 PA USD 1011161.55000000 0.062247256928 Long DBT CORP LU N 2 2041-06-30 Fixed 5.96000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CT4 1400000.00000000 PA USD 1430929.96000000 0.088088263312 Long DBT CORP US N 2 2031-04-01 Fixed 5.45000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DE6 2400000.00000000 PA USD 2338328.45000000 0.143947850678 Long DBT CORP US N 2 2032-11-15 Fixed 4.60000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AK1 800000.00000000 PA USD 808918.39000000 0.049797137615 Long DBT CORP US N 2 2034-09-15 Fixed 5.45000000 N N N N N N HPS CORPORATE LENDING FU 549300ZS7IHUA6FKFV61 40440VAX3 2100000.00000000 PA USD 2102077.61000000 0.129404213475 Long DBT CORP US N 2 2027-06-05 Fixed 5.30000000 N N N N N N HPS CORPORATE LENDING FU 549300ZS7IHUA6FKFV61 40440VBB0 200000.00000000 PA USD 196066.00000000 0.012069852415 Long DBT CORP US N 2 2028-09-11 Fixed 4.90000000 N N N N N N Honda Auto Receivables Owner Trust N/A 437927AC0 654326.75000000 PA USD 655436.88000000 0.040348792801 Long ABS-O CORP US N 2 2027-11-15 Fixed 4.93000000 N N N N N N INCREF LLC N/A 44989VAA2 3700000.00000000 PA USD 3704470.34000000 0.228047750668 Long ABS-CBDO CORP US N 2 2043-12-19 Floating 5.12000000 N N N N N N IFC Emerging Markets Securitization, Ltd. 984500B13EHDB68CFD27 45175UAA5 2000000.00000000 PA USD 2000565.24000000 0.123155096727 Long ABS-CBDO CORP KY N 2 2036-07-29 Floating 4.83000000 N N N N N N IndyMac ARM Trust N/A 45660UAQ2 7563.07000000 PA USD 7428.45000000 0.000457296498 Long ABS-MBS CORP US N 2 2032-01-25 Variable 5.79000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45668WAC1 3949022.86000000 PA USD 2589673.63000000 0.159420697719 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.26000000 N N N N N N INTEGRITY RE III 254900VWHVNG2WMBWC74 45870GAC0 250000.00000000 PA USD 252912.50000000 0.015569331496 Long DBT CORP BM N 2 2027-06-06 Floating 13.27000000 N N N N N N INTEGRITY RE III 254900VWHVNG2WMBWC74 45870GAE6 250000.00000000 PA USD 258925.00000000 0.015939461899 Long DBT CORP BM N 2 2028-06-06 Floating 15.77000000 N N N N N N INTEGRITY RE III 254900VWHVNG2WMBWC74 45870GAF3 250000.00000000 PA USD 261512.50000000 0.016098748788 Long DBT CORP BM N 2 2027-06-06 Floating 29.02000000 N N N N N N Invitation Homes Trust N/A 46188DAA6 3987163.39000000 PA USD 3881439.77000000 0.238942015365 Long ABS-O CORP US N 2 2041-09-17 Fixed 4.00000000 N N N N N N Banco Itau Chile/New York 254900TH0O71SXGPQ758 46556YK62 1500000.00000000 PA USD 1483377.00000000 0.091316910973 Long STIV CORP CL N 2 2026-10-06 Fixed 4.06000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 465972AA5 3500000.00000000 PA USD 3241523.25000000 0.199548658257 Long ABS-MBS CORP US N 2 2042-06-10 Variable 4.05000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 466247BL6 6315.33000000 PA USD 5741.99000000 0.000353477767 Long ABS-MBS CORP US N 2 2034-02-25 Variable 4.79000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEV4 2000000.00000000 PA USD 2022816.44000000 0.124524883942 Long DBT CORP US N 2 2031-01-24 Fixed 5.14000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEY8 5950000.00000000 PA USD 6018237.10000000 0.370483580020 Long DBT CORP US N 2 2031-04-22 Fixed 5.10000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46649JAA6 2493037.97000000 PA USD 2462809.88000000 0.151610946210 Long ABS-MBS CORP US N 2 2035-02-15 Floating 4.72000000 N N N N N N JP Morgan Mortgage Trust 529900YPO46YLJDFF157 46664MAF8 5014784.00000000 PA USD 5033158.17000000 0.309841973096 Long ABS-MBS CORP US N 2 2066-04-25 Floating 4.83000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849CJN2 500000.00000000 PA USD 499435.63000000 0.030745332415 Long DBT CORP US N 2 2028-01-14 Floating 4.60000000 N N N N N N Jane Street Group LLC 5493002N1IVX6KHGYO08 47077DAM2 1678088.09000000 PA USD 1664940.27000000 0.102493973151 Long LON CORP US N 2 2031-12-15 Floating 5.67000000 N N N N N N Jones Lang LaSalle Finance BV 7245008JNMAJF7J71W93 48002BG97 900000.00000000 PA USD 899119.08000000 0.055349905643 Long STIV CORP NL N 2 2026-07-09 Fixed 4.13000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BBC4 2800000.00000000 PA USD 2928224.24000000 0.180261924133 Long DBT CORP US N 2 2035-06-01 Fixed 5.85000000 N N N N N N KIZUNA RE III PTE LTD 984500004749BBB42B88 49835JAB2 250000.00000000 PA USD 254050.00000000 0.015639356166 Long DBT CORP SG N 2 2029-04-09 Floating 6.54000000 N N N N N N LCM Ltd Partnership 549300KLSB4ZQ2S3TJ95 50202QAL7 1000000.00000000 PA USD 1000527.23000000 0.061592606592 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 4.75000000 N N N N N N LCM Ltd Partnership 549300EGR9FOWDWS1239 50204NBA5 1000000.00000000 PA USD 1000722.60000000 0.061604633598 Long ABS-CBDO CORP JE N 2 2034-10-15 Floating 4.71000000 N N N N N N Lseg US Fin Corp 2138007FV67QQ13CGJ43 50220WJ17 900000.00000000 PA USD 893633.85000000 0.055012234060 Long STIV CORP US N 2 2026-09-01 Fixed 4.00000000 N N N N N N LRECS 2025-CRE1 LLC N/A 50230AAA2 2200000.00000000 PA USD 2200687.37000000 0.135474645115 Long ABS-CBDO CORP US N 2 2043-08-19 Floating 5.14000000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AS5 200000.00000000 PA USD 202046.80000000 0.012438031362 Long DBT US N 2 2030-08-01 Fixed 5.50000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AM9 5900000.00000000 PA USD 5972451.12000000 0.367664988212 Long DBT CORP US N 2 2028-06-15 Fixed 5.63000000 N N N N N N Lendmark Funding Trust N/A 52607MAA7 3178575.82000000 PA USD 3122035.00000000 0.192192943635 Long ABS-O CORP US N 2 2031-11-20 Fixed 1.90000000 N N N N N N LOCKE TAVERN RE LTD N/A 539694AB5 250000.00000000 PA USD 248762.50000000 0.015313856872 Long DBT CORP BM N 2 2033-04-11 Floating 6.80000000 N N N N N N LOCKE TAVERN RE LTD N/A 539694AC3 250000.00000000 PA USD 250525.00000000 0.015422356637 Long DBT CORP BM N 2 2033-04-11 Floating 7.80000000 N N N N N N LONG POINT RE IV LTD 254900AFEMV23AH77Q24 54279PAB1 250000.00000000 PA USD 249975.00000000 0.015388498554 Long DBT CORP BM N 2 2034-06-01 Floating 7.29000000 N N N N N N LOWER FERRY RE LTD N/A 547915AC2 250000.00000000 PA USD 250123.35000000 0.015397631003 Long DBT CORP BM N 2 2033-07-08 Floating 6.26000000 N N N N N N LOWER FERRY RE LTD N/A 547915AD0 250000.00000000 PA USD 250116.15000000 0.015397187769 Long DBT CORP BM N 2 2033-07-08 Floating 6.51000000 N N N N N N LOWER FERRY RE LTD N/A 547915AE8 250000.00000000 PA USD 250108.93000000 0.015396743305 Long DBT CORP BM N 2 2033-07-08 Floating 7.51000000 N N N N N N LUCA RE LTD 2549001YET1TWKCC6Y26 54930CAB1 250000.00000000 PA USD 249900.00000000 0.015383881543 Long DBT CORP BM N 2 2032-07-09 Floating 9.06000000 N N N N N N MF1 N/A 55284AAA6 579210.90000000 PA USD 579471.54000000 0.035672355058 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 4.83000000 N N N N N N MF1 N/A 55285AAA5 1943095.67000000 PA USD 1943736.89000000 0.119656734963 Long ABS-CBDO CORP US N 2 2037-06-19 Floating 5.79000000 N N N N N N MAPLE PARENT HLDS CO 254900J6FBJ1E892Q074 56530KAA4 1400000.00000000 PA USD 1399337.44000000 0.086143423034 Long DBT CORP US N 2 2029-03-26 Fixed 4.75000000 N N N N N N MAREX GROUP PLC 549300DWX0SVICJAL507 566539AD4 600000.00000000 PA USD 600483.94000000 0.036965881559 Long DBT CORP GB N 2 2031-04-21 Fixed 5.68000000 N N N N N N Mariner Finance Issuance Trust N/A 56848DAA7 2408020.63000000 PA USD 2381418.74000000 0.146600495404 Long ABS-O CORP US N 2 2036-03-20 Fixed 1.86000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BY8 700000.00000000 PA USD 677831.89000000 0.041727432981 Long DBT CORP US N 2 2033-05-01 Fixed 4.50000000 N N N N N N MASTR Specialized Loan Trust N/A 57643AAA8 82645.11000000 PA USD 81609.48000000 0.005023891849 Long ABS-O CORP US N 2 2036-02-25 Floating 4.28000000 N N N N N N MASTR Specialized Loan Trust N/A 57643BAA6 166860.16000000 PA USD 161651.57000000 0.009951294934 Long ABS-O CORP US N 2 2046-06-25 Floating 4.28000000 N N N N N N MASTR Reperforming Loan Trust N/A 57643QBP9 68145.78000000 PA USD 45941.57000000 0.002828169951 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 8.00000000 N N N N N N MASTR Specialized Loan Trust N/A 57645KAA4 207861.36000000 PA USD 80183.93000000 0.004936134777 Long ABS-O CORP US N 2 2037-01-25 Floating 4.50000000 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BG6 350000.00000000 PA USD 348924.28000000 0.021479831097 Long DBT CORP US N 2 2030-11-17 Fixed 5.00000000 N N N N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 57978DG29 2300000.00000000 PA USD 2299514.70000000 0.141558470397 Long STIV CORP US N 2 2026-07-02 Fixed 4.00000000 N N N N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 57978DG60 1400000.00000000 PA USD 1399105.96000000 0.086129173090 Long STIV CORP US N 2 2026-07-06 Fixed 4.00000000 N N N N N N Mellon Residential Funding Corporation N/A 585525FX1 12017.49000000 PA USD 12031.92000000 0.000740686802 Long ABS-MBS CORP US N 2 2032-08-15 Floating 4.60000000 N N N N N N MET TOWER GLOBAL FUNDING 635400OFJCY9IOGBGY57 58989V2L7 1200000.00000000 PA USD 1175178.66000000 0.072344174861 Long DBT CORP US N 2 2030-09-16 Fixed 4.20000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822DU5 500000.00000000 PA USD 497611.71000000 0.030633051625 Long DBT CORP JP N 2 2030-04-18 Fixed 4.59000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822DW1 3000000.00000000 PA USD 2986552.53000000 0.183852622428 Long DBT CORP JP N 2 2032-04-21 Fixed 4.85000000 N N N N N N MIZUHO BANK LTD RB0PEZSDGCO3JS6CEU02 60688XBP4 4100000.00000000 PA USD 4107537.69000000 0.252860637288 Long DBT CORP JP N 2 2031-04-16 Fixed 4.70000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61744CJU1 22220.35000000 PA USD 22087.74000000 0.001359724592 Long ABS-MBS CORP US N 2 2034-11-25 Floating 4.69000000 N N N N N N Morgan Stanley Capital Inc 549300LT6TIGKPKJS707 617451EU9 25119.56000000 PA USD 20957.53000000 0.001290148695 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.12000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YER2 941000.00000000 PA USD 939164.27000000 0.057815093555 Long DBT CORP US N 2 2028-04-20 Fixed 4.21000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YGA7 1580000.00000000 PA USD 1622752.30000000 0.099896875380 Long DBT CORP US N 2 2036-04-17 Fixed 5.66000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YGB5 3200000.00000000 PA USD 3161218.11000000 0.194605061774 Long DBT CORP US N 2 2032-03-12 Fixed 4.71000000 N N N N N N Morgan Stanley Mortgage Loan Trust 5493001INKZRJR8O7L63 61749LAP6 17567.21000000 PA USD 17178.23000000 0.001057494419 Long ABS-MBS CORP US N 2 2036-06-25 Variable 5.57000000 N N N N N N MORGAN STANLEY PVT BANK 549300GS0W0TEUQS8571 61776NVG5 2000000.00000000 PA USD 1991416.90000000 0.122591923542 Long DBT CORP US N 2 2031-07-18 Fixed 4.73000000 N N N N N N MORGAN STANLEY PVT BANK 549300GS0W0TEUQS8571 61776NZW6 5000000.00000000 PA USD 4915602.85000000 0.302605249936 Long DBT CORP US N 2 2031-11-19 Fixed 4.47000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 617970BC1 4800000.00000000 PA USD 4811942.40000000 0.296223897061 Long ABS-MBS CORP US N 2 2056-06-26 Floating 5.33000000 N N N N N N MortgageIT Trust N/A 61913PAZ5 46078.24000000 PA USD 46095.98000000 0.002837675453 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.32000000 N N N N N N NBN CO LTD 2549007CRZ2NT7S96A24 62878U2K7 600000.00000000 PA USD 589214.18000000 0.036272113440 Long DBT CORP AU N 2 2030-09-16 Fixed 4.15000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DA7 1900000.00000000 PA USD 1877831.75000000 0.115599604644 Long DBT CORP US N 2 2030-10-15 Fixed 4.73000000 N N N N N N National Bank of Kuwait/New York NY 549300NB7FE83IH6BW96 63423KJJ2 1500000.00000000 PA USD 1487177.70000000 0.091550882636 Long STIV CORP KW N 2 2026-09-18 Fixed 4.07000000 N N N N N N NATIONAL HEALTH INVESTOR 549300ZPKZIG6DKDEC02 63633DAG9 300000.00000000 PA USD 297136.22000000 0.018291750343 Long DBT US N 2 2033-02-01 Fixed 5.35000000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAM0 1800000.00000000 PA USD 1808286.68000000 0.111318399687 Long DBT CORP GB N 2 2028-03-21 Fixed 4.79000000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAQ1 500000.00000000 PA USD 504883.90000000 0.031080728734 Long DBT CORP GB N 2 2030-03-21 Floating 4.83000000 N N N N N N Nelnet Student Loan Trust 54930035ESY1D7J97S77 64032UAB7 4964704.14000000 PA USD 4971895.51000000 0.306070634543 Long ABS-O CORP US N 2 2061-02-21 Floating 4.91000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDR8 2000000.00000000 PA 1420865.11000000 0.087468669633 Long DBT CORP US N 2 2030-06-12 Fixed 3.83000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDT4 2000000.00000000 PA 1447559.91000000 0.089112005532 Long DBT CORP US N 2 2035-06-12 Fixed 4.67000000 N N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 65364UAV8 2400000.00000000 PA USD 2356962.36000000 0.145094956977 Long DBT CORP US N 2 2036-01-12 Fixed 5.11000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 65480CAC9 3800000.00000000 PA USD 3766957.10000000 0.231894445001 Long DBT CORP US N 2 2026-09-16 Fixed 1.85000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBZ1 400000.00000000 PA USD 399369.66000000 0.024585256268 Long DBT CORP JP N 2 2030-07-01 Fixed 4.90000000 N N N N N N NORINCHUKIN BANK 5493007VSMFZCPV1NB83 656029AP0 500000.00000000 PA USD 494780.02000000 0.030458732364 Long DBT CORP JP N 2 2030-09-09 Fixed 4.67000000 N N N N N N NORINCHUKIN BANK 5493007VSMFZCPV1NB83 656029AQ8 400000.00000000 PA USD 397501.54000000 0.024470254520 Long DBT CORP JP N 2 2035-09-09 Fixed 5.36000000 N N N N N N NORINCHUKIN BANK 5493007VSMFZCPV1NB83 656029AR6 800000.00000000 PA USD 789461.46000000 0.048599366081 Long DBT CORP JP N 2 2031-03-10 Fixed 4.68000000 N N N N N N NOVA SECURITISATION SARL 636700QG9R13IDZO4Y16 66984FAA5 2400000.00000000 PA USD 2316303.07000000 0.142591964976 Long DBT CORP LU N 2 2031-02-03 Fixed 5.75000000 N N N N N N NOVA SECURITISATION SARL 636700QG9R13IDZO4Y16 66984FAB3 1700000.00000000 PA USD 1599927.46000000 0.098491774801 Long DBT CORP LU N 2 2036-02-03 Fixed 6.50000000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAP2 300000.00000000 PA USD 297349.22000000 0.018304862655 Long DBT CORP US N 2 2036-03-12 Fixed 5.10000000 N N N N N N Onslow Bay Financial LLC 25490010LUJWFEUCIH44 67114WAA9 2896862.69000000 PA USD 2490408.81000000 0.153309940487 Long ABS-MBS CORP US N 2 2052-01-25 Variable 3.00000000 N N N N N N ELECTRONIC ARTS INC 6488ICS9P20290MA1H31 67123SAB5 1200000.00000000 PA USD 1204308.00000000 0.074137381408 Long LON CORP US N 2 2033-03-24 None 0.00000000 N N N N N N Oglethorpe Power Corp 3EERXCUSWMS9GV5D9M98 67705BG71 1500000.00000000 PA USD 1498903.35000000 0.092272715412 Long STIV CORP US N 2 2026-07-07 Fixed 4.05000000 N N N N N N Oglethorpe Power Corp 3EERXCUSWMS9GV5D9M98 67705BGA4 1500000.00000000 PA USD 1498429.05000000 0.092243517433 Long STIV CORP US N 2 2026-07-10 Fixed 4.03000000 N N N N N N One New York Plaza Trust 2020-1NYP N/A 68249DAA7 2831725.38000000 PA USD 2759428.03000000 0.169870804086 Long ABS-MBS CORP US N 2 2036-01-15 Floating 4.69000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AN0 700000.00000000 PA USD 693830.41000000 0.042712304276 Long DBT CORP US N 2 2033-09-15 Fixed 6.75000000 N N N N N N 123 LIGHTS RE LTD N/A 68302QAA2 250000.00000000 PA USD 263062.50000000 0.016194167020 Long DBT CORP BM N 2 2031-09-14 Floating 14.52000000 N N N N N N ORANGE SA 969500MCOONR8990S771 685218AD1 2100000.00000000 PA USD 2047050.05000000 0.126016708614 Long DBT CORP FR N 2 2031-01-13 Fixed 4.25000000 N N N N N N OWNIT Mortgage Loan Asset-Backed Certificates N/A 69121PBU6 2269596.54000000 PA USD 2252597.03000000 0.138670211583 Long ABS-O CORP US N 2 2036-10-25 Floating 4.66000000 N N N N N N PFP III N/A 69291WAA0 391643.38000000 PA USD 392748.52000000 0.024177657895 Long ABS-CBDO CORP KY N 2 2039-09-17 Floating 5.44000000 N N N N N N PK ALIFT LOAN FUNDING N/A 69291YAA6 1494723.50000000 PA USD 1500555.61000000 0.092374428786 Long ABS-O CORP US N 2 2042-11-15 Fixed 5.37000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KL0 1650000.00000000 PA USD 1699260.88000000 0.104606755059 Long DBT CORP US N 2 2029-01-15 Fixed 6.10000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KM8 5900000.00000000 PA USD 6245333.31000000 0.384463656825 Long DBT CORP US N 2 2033-06-15 Fixed 6.40000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KQ9 800000.00000000 PA USD 816722.13000000 0.050277537022 Long DBT CORP US N 2 2029-05-15 Fixed 5.55000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KX4 500000.00000000 PA USD 515699.05000000 0.031746510993 Long DBT CORP US N 2 2035-08-15 Fixed 6.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308LA3 3250000.00000000 PA USD 3157979.89000000 0.194405716464 Long DBT CORP US N 2 2036-05-01 Fixed 5.20000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DF2 900000.00000000 PA USD 909782.10000000 0.056006322756 Long DBT CORP US N 2 2055-09-15 Fixed 7.38000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69702WAE5 1194922.27000000 PA USD 1194060.47000000 0.073506541921 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 4.49000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69703NAJ3 900219.32000000 PA USD 899544.07000000 0.055376068091 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 4.49000000 N N N N N N Park Place Securities Inc N/A 70069FDN4 736298.67000000 PA USD 734709.15000000 0.045228805652 Long ABS-O CORP US N 2 2034-12-25 Floating 5.56000000 N N N N N N PEACEHEALTH OBLIGATED GR N/A 70462GAE8 700000.00000000 PA USD 694551.21000000 0.042756676832 Long DBT CORP US N 2 2028-11-15 Fixed 4.34000000 N N N N N N Penske Truck Leasing Co LP 549300ZX07JYMI8GHQ39 70962BGV0 1400000.00000000 PA USD 1395360.26000000 0.085898587236 Long STIV CORP US N 2 2026-07-29 Fixed 4.06000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638BE1 6801000.00000000 PA 2263332.21000000 0.139331070877 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638BY7 56200000.00000000 PA 17806915.74000000 1.096196408159 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAX7 700000.00000000 PA USD 670284.90000000 0.041262839143 Long DBT CORP ID N 2 2036-02-03 Fixed 5.45000000 N N N N N N PFP III N/A 716966AA4 500000.00000000 PA USD 502187.50000000 0.030914737945 Long ABS-CBDO CORP KY N 2 2043-08-18 Floating 5.14000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DZ9 300000.00000000 PA USD 291020.98000000 0.017915295250 Long DBT CORP US N 2 2032-10-29 Fixed 4.25000000 N N N N N N PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund 2549001WTPP9QU7A6W04 72201R569 2074954.00000000 NS USD 102461228.52000000 6.307528620857 Long EC RF US N 1 N N N PIMCO PRV SHORT TERM FLT III LWVQWTQCFH3YG7CVH718 72201W154 6849.02000000 NS USD 66716.28000000 0.004107064219 Long STIV RF US N 1 N N N PINNACLE WEST CAPITAL TWSEY0NEDUDCKS27AH81 723484AM3 1000000.00000000 PA USD 1003933.20000000 0.061802278616 Long DBT CORP US N 2 2028-05-15 Fixed 4.90000000 N N N N N N POLESTAR RE LTD 254900VQQ6V3O4PG3408 73110JAB8 900000.00000000 PA USD 924120.00000000 0.056888966034 Long DBT CORP BM N 2 2027-01-07 Floating 16.80000000 N N N N N N POLESTAR RE LTD 254900VQQ6V3O4PG3408 73110JAC6 400000.00000000 PA USD 416800.00000000 0.025658270617 Long DBT CORP BM N 2 2028-01-07 Floating 14.14000000 N N N N N N Post CLO LTD 5493007CUC7FI0ONIF25 73742YAJ4 1100000.00000000 PA USD 1101015.99000000 0.067778709754 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 4.78000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AY0 1200000.00000000 PA USD 1187344.13000000 0.073093083022 Long DBT CORP US N 2 2036-03-15 Fixed 6.50000000 N N N N N N Prime Mortgage Trust N/A 74160MDL3 7417.68000000 PA USD 7115.91000000 0.000438056488 Long ABS-MBS CORP US N 2 2034-02-25 Floating 4.16000000 N N N N N N PROLOGIS TARGETED US 5493004DTBWUQ9F2VJ87 74350LAD6 700000.00000000 PA USD 682903.26000000 0.042039627280 Long DBT US N 2 2031-01-15 Fixed 4.25000000 N N N N N N PROLOGIS TARGETED US 5493004DTBWUQ9F2VJ87 74350LAF1 600000.00000000 PA USD 584400.46000000 0.035975780114 Long DBT US N 2 2033-03-15 Fixed 4.63000000 N N N N N N PROTECTIVE LIFE CORP 549300ZWIT8J8Y2EXL07 743674BF9 300000.00000000 PA USD 295876.05000000 0.018214174088 Long DBT CORP US N 2 2031-01-15 Fixed 4.70000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74738PCQ9 2300000.00000000 PA USD 2312357.56000000 0.142349078788 Long DBT NUSS QA N 2 2033-04-08 Fixed 4.80000000 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 74814ZFT5 10100000.00000000 PA 7534669.58000000 0.463835391308 Long DBT NUSS CA N 2 2034-09-01 Fixed 4.45000000 N N N N N N Quikrete Holdings Inc 5493007KIN86DIZWZT22 74839XAL3 987500.00000000 PA USD 987909.81000000 0.060815876321 Long LON CORP US N 2 2032-02-10 Floating 5.89000000 N N N N N N Residential Asset Securities Corporation N/A 74924RAD0 769335.77000000 PA USD 752639.34000000 0.046332590842 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.00000000 N N N N N N RD MICHIGAN PROP OWNER I N/A 74941YAA0 5434000.00000000 PA USD 5419025.36000000 0.333596015283 Long DBT CORP US N 2 2045-03-30 Fixed 7.50000000 N N N N N N RWE FINANCE US LLC 529900J7MYLKI84UP772 749983AC6 300000.00000000 PA USD 292888.45000000 0.018030256983 Long DBT CORP US N 2 2035-09-18 Fixed 5.13000000 N N N N N N Residential Asset Mortgage Products, INC. N/A 75156TAD2 698707.35000000 PA USD 671562.43000000 0.041341484082 Long ABS-O CORP US N 2 2036-02-25 Floating 4.30000000 N N N N N N Residential Asset Securities Corporation N/A 75406BAG2 3674447.42000000 PA USD 3629162.06000000 0.223411761637 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.38000000 N N N N N N RECOLETOS RE DAC 635400FIY9UG8ZHKYH56 755933AB4 250000.00000000 PA USD 249850.00000000 0.015380803535 Long DBT CORP IE N 2 2032-07-06 Floating 5.31000000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RBF9 400000.00000000 PA USD 389354.88000000 0.023968744907 Long DBT US N 2 2033-03-15 Fixed 4.50000000 N N N N N N Renaissance Home Equity Loan Trust N/A 75970JAF3 927119.02000000 PA USD 220573.95000000 0.013578565499 Long ABS-MBS CORP US N 2 2037-04-25 Variable 5.61000000 N N N N N N Residential Funding Mtg Sec I N/A 76111XYD9 123526.74000000 PA USD 76658.79000000 0.004719126629 Long ABS-MBS CORP US N 2 2035-09-25 Variable 5.39000000 N N N N N N Residential Funding Mtg Sec I N/A 76111XYF4 201159.73000000 PA USD 164398.67000000 0.010120406823 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.75000000 N N N N N N Residential Asset Mortgage Products, INC. N/A 76112BR36 256680.10000000 PA USD 237407.76000000 0.014614857372 Long ABS-O CORP US N 2 2035-12-25 Floating 4.20000000 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAK9 1300000.00000000 PA USD 1283502.32000000 0.079012595644 Long DBT CORP US N 2 2030-11-25 Fixed 4.60000000 N N N N N N Romark Credit Funding Ltd N/A 77588RAA6 1300000.00000000 PA USD 1303289.00000000 0.080230666638 Long ABS-CBDO CORP KY N 2 2043-07-29 Fixed 5.42000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BP5 200000.00000000 PA USD 197477.20000000 0.012156726099 Long DBT CORP GB N 2 2028-05-22 Fixed 3.07000000 N N N N N N State Street Global Advisors 549300BZ5TGIFZUZDZ37 857492706 140309.89000000 NS USD 140309.89000000 0.008637497907 Long STIV RF US N 2 N N N SFO Commerical Mortgage Trust N/A 78432WAA1 4200000.00000000 PA USD 4200808.92000000 0.258602428219 Long ABS-MBS CORP US N 2 2038-05-15 Floating 5.14000000 N N N N N N SCE RECOVERY FUNDING LLC N/A 78433LAK2 1600000.00000000 PA USD 1583357.84000000 0.097471746504 Long DBT CORP US N 2 2047-03-15 Fixed 5.34000000 N N N N N N Stonepeak N/A 78433XAA8 919198.97000000 PA USD 902480.03000000 0.055556806230 Long ABS-O CORP US N 2 2033-02-28 Fixed 2.30000000 N N N N N N SAMMONS FINANCIAL GLOBAL 635400IPRNPM6HDHRS48 79587J2E2 2400000.00000000 PA USD 2370190.18000000 0.145909263564 Long DBT CORP US N 2 2030-12-12 Fixed 4.80000000 N N N N N N SANDERS RE III LTD 2549000GJLHSUST2YF91 80000XAC3 1353814.03000000 PA USD 444051.00000000 0.027335846271 Long DBT CORP BM N 2 2029-04-09 Floating 15.87000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBM7 300000.00000000 PA USD 302948.31000000 0.018649543476 Long DBT CORP US N 2 2030-09-06 Fixed 5.35000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBN5 2600000.00000000 PA USD 2625732.36000000 0.161640478556 Long DBT CORP US N 2 2029-03-20 Fixed 5.47000000 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AC3 500000.00000000 PA USD 504270.62000000 0.031042975125 Long DBT CORP AU N 2 2035-11-13 Fixed 5.75000000 N N N N N N SIXTH STREET LENDING PAR 549300S9P1HMDERGCR64 829932AB8 600000.00000000 PA USD 612781.96000000 0.037722949518 Long DBT CORP US N 2 2029-03-11 Fixed 6.50000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCL4 1200000.00000000 PA USD 1185428.17000000 0.072975136236 Long DBT CORP FR N 2 2030-04-12 Fixed 4.45000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JC8 1300000.00000000 PA USD 1313968.16000000 0.080888077332 Long DBT CORP US N 2 2029-06-01 Fixed 5.15000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JJ3 1200000.00000000 PA USD 1213706.53000000 0.074715956326 Long DBT CORP US N 2 2030-03-15 Fixed 5.25000000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BV3 900000.00000000 PA USD 888475.92000000 0.054694711114 Long DBT CORP US N 2 2036-04-01 Fixed 5.20000000 N N N N N N SOUTHWESTERN PUBLIC SERV OL6FE7QD5EQ3DOYEO258 845743BZ5 800000.00000000 PA USD 798174.16000000 0.049135721202 Long DBT CORP US N 2 2036-08-15 Fixed 5.30000000 N N N N N N KUWAIT INTL BOND 549300FSC1YD0D9XX589 85704AAA5 2800000.00000000 PA USD 2795262.20000000 0.172076760975 Long DBT NUSS KW N 2 2033-04-20 Fixed 4.80000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477DE0 1600000.00000000 PA USD 1554891.01000000 0.095719324173 Long DBT CORP US N 2 2036-10-23 Fixed 4.78000000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862123AD8 400000.00000000 PA USD 395038.41000000 0.024318623867 Long DBT US N 2 2031-02-11 Fixed 4.95000000 N N N N N N Structured Asset Securities Corporation N/A 863576DL5 119799.52000000 PA USD 119799.08000000 0.007374849362 Long ABS-O CORP US N 2 2035-11-25 Floating 4.77000000 N N N N N N Structured Asset Securities Corporation N/A 86358BAT9 522678.50000000 PA USD 514724.54000000 0.031686520011 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 86358ESN7 487102.11000000 PA USD 482894.23000000 0.029727041345 Long ABS-O CORP US N 2 2035-05-25 Floating 4.66000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86358HRX9 4353.36000000 PA USD 3902.04000000 0.000240210168 Long ABS-MBS CORP US N 2 2033-10-19 Floating 4.59000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 86359BWG2 31799.47000000 PA USD 31129.32000000 0.001916325615 Long ABS-MBS CORP US N 2 2034-07-25 Variable 5.47000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LPE3 48566.12000000 PA USD 47358.65000000 0.002915405608 Long ABS-MBS CORP US N 2 2035-07-19 Floating 4.25000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 86362TAF4 760299.98000000 PA USD 485754.36000000 0.029903111378 Long ABS-MBS CORP US N 2 2037-02-25 Variable 3.98000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86364KAA2 3735730.69000000 PA USD 3101196.29000000 0.190910109517 Long ABS-MBS CORP US N 2 2047-05-25 Floating 5.46000000 N N N N N N Sunrun Demeter Issuer LLC N/A 86772HAA5 2977820.04000000 PA USD 2724199.11000000 0.167702106479 Long ABS-O CORP US N 2 2057-01-30 Fixed 2.27000000 N N N N N N SUTTER RE LTD 254900Z7PVZQSOLFRZ02 86944RAG3 250000.00000000 PA USD 250000.00000000 0.015390037558 Long DBT CORP BM N 2 2034-06-07 Floating 7.29000000 N N N N N N Switch ABS Issuer, LLC N/A 871044AS2 6000000.00000000 PA USD 5915004.00000000 0.364128534875 Long ABS-O CORP US N 2 2055-10-25 Fixed 5.12000000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAM2 1100000.00000000 PA USD 1086436.51000000 0.066881194775 Long DBT CORP US N 2 2029-01-17 Fixed 4.30000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAZ6 1200000.00000000 PA USD 1170254.65000000 0.072041052066 Long DBT CORP US N 2 2032-02-25 Fixed 4.95000000 N N N N N N TELUS Corp 894500TX134IMF6NW757 87974WJV1 1500000.00000000 PA USD 1483305.30000000 0.091312497110 Long STIV CORP CA N 2 2026-09-29 Fixed 4.15000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591FB3 5400000.00000000 PA USD 5398478.66000000 0.332331157344 Long DBT USGA US N 2 2034-08-01 Fixed 4.38000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591FD9 9900000.00000000 PA USD 10125343.40000000 0.623317660875 Long DBT USGA US N 2 2035-05-15 Fixed 4.88000000 N N N N N N TEVA PHARM FIN IV 549300GKSD1RG56QRY33 881937AA4 640000.00000000 PA USD 656100.48000000 0.040389644117 Long DBT CORP NL N 2 2030-12-01 Fixed 5.75000000 N N N N N N Thomson Reuters Corp 549300561UZND4C7B569 88514KG78 1500000.00000000 PA USD 1498859.55000000 0.092270019077 Long STIV CORP CA N 2 2026-07-07 Fixed 4.04000000 N N N N N N TORREY PINES RE LTD N/A 89141WAH5 300000.00000000 PA USD 308535.00000000 0.018993460952 Long DBT CORP BM N 2 2032-06-07 Floating 9.59000000 N N N N N N TORREY PINES RE LTD N/A 89141WAS1 250000.00000000 PA USD 249987.50000000 0.015389268056 Long DBT CORP BM N 2 2033-06-07 Floating 6.54000000 N N N N N N TR Finance LLC 254900OWSTRTOV8P5W25 89239EG82 1500000.00000000 PA USD 1498695.00000000 0.092259889355 Long STIV CORP US N 2 2026-07-08 Fixed 4.08000000 N N N N N N TR Finance LLC 254900OWSTRTOV8P5W25 89239EG90 1500000.00000000 PA USD 1498530.15000000 0.092249741164 Long STIV CORP US N 2 2026-07-09 Fixed 4.06000000 N N N N N N Tralee CLO Ltd 54930005YIOSJ9Z81114 89300JBA5 1000000.00000000 PA USD 1001027.13000000 0.061623380511 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 4.76000000 N N N N N N TRANS-ALLEGHENY INTERSTA N/A 893045AF1 2000000.00000000 PA USD 2018916.20000000 0.124284784581 Long DBT CORP US N 2 2031-01-15 Fixed 5.00000000 N N N N N N TREMONT RE LTD N/A 89479VAA4 250000.00000000 PA USD 249237.50000000 0.015343097943 Long DBT CORP BM N 2 2033-03-22 Floating 7.81000000 N N N N N N Trimaran CAVU Ltd 254900IFDJE1IJQ1HT84 89624UAN2 1100000.00000000 PA USD 1100276.03000000 0.067733157705 Long ABS-CBDO CORP KY N 2 2034-10-25 Floating 4.69000000 N N N N N N Triton Container International Ltd / TAL International Container Corp N/A 89679YG28 900000.00000000 PA USD 899793.00000000 0.055391392259 Long STIV CORP BM N 2 2026-07-02 Fixed 4.35000000 N N N N N N Triton Container International Ltd / TAL International Container Corp N/A 89679YG69 900000.00000000 PA USD 899372.97000000 0.055365535149 Long STIV CORP BM N 2 2026-07-06 Fixed 4.33000000 N N N N N N Triton Container International Ltd / TAL International Container Corp N/A 89679YG69 900000.00000000 PA USD 899372.97000000 0.055365535149 Long STIV CORP BM N 2 2026-07-06 Fixed 4.35000000 N N N N N N Triton Container International Ltd / TAL International Container Corp N/A 89679YGU6 500000.00000000 PA USD 498316.55000000 0.030676441682 Long STIV CORP BM N 2 2026-07-28 Fixed 4.30000000 N N N N N N Triton Container International Ltd / TAL International Container Corp N/A 89679YHU5 300000.00000000 PA USD 297827.55000000 0.018334308721 Long STIV CORP BM N 2 2026-08-28 Fixed 4.37000000 N N N N N N Triton Container International Ltd / TAL International Container Corp N/A 89679YHX9 600000.00000000 PA USD 595434.30000000 0.036655024962 Long STIV CORP BM N 2 2026-08-31 Fixed 4.37000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BJ6 700000.00000000 PA USD 710028.82000000 0.043709480829 Long DBT CORP CH N 2 2030-02-08 Fixed 5.43000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BL1 1100000.00000000 PA USD 1125992.29000000 0.069316254534 Long DBT CORP CH N 2 2030-09-13 Fixed 5.62000000 N N N N N N URSA RE LTD 549300O8X4DWGDJZ6W59 90323WAP5 1100000.00000000 PA USD 1111660.00000000 0.068433956609 Long DBT CORP BM N 2 2026-12-07 Floating 9.02000000 N N N N N N United Wholesale Mortgage LLC N/A 90355DAV5 2992937.81000000 PA USD 2573003.79000000 0.158394499865 Long ABS-MBS CORP US N 2 2052-01-25 Variable 3.00000000 N N N N N N United Wholesale Mortgage LLC N/A 90355RAC6 2930523.73000000 PA USD 2411537.06000000 0.148454583708 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.50000000 N N N N N N UNITED AIR 2018-1 AA PTT N/A 909318AA5 124180.47000000 PA USD 119893.50000000 0.007380661872 Long DBT CORP US N 2 2031-09-01 Fixed 3.50000000 N N N N N N UNITED AIR 2019-2 AA PTT N/A 90932JAA0 282334.28000000 PA USD 257807.42000000 0.015870663506 Long DBT CORP US N 2 2033-11-01 Fixed 2.70000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJT8 3000000.00000000 PA USD 3029161.71000000 0.186475649950 Long DBT CORP US N 2 2031-02-12 Fixed 5.05000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RV2 8900000.00000000 PA USD 6625632.77000000 0.407874948716 Long DBT UST US N 2 2047-02-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RX8 27200000.00000000 PA USD 20198124.86000000 1.243399600827 Long DBT UST US N 2 2047-05-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RZ3 18100000.00000000 PA USD 12764035.11000000 0.785755918964 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SD1 14600000.00000000 PA USD 10700773.47000000 0.658741222433 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SE9 73700000.00000000 PA USD 57667371.28000000 3.550012039599 Long DBT UST US N 2 2048-11-15 Fixed 3.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SJ8 56700000.00000000 PA USD 35280245.95000000 2.171857240976 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810ST6 14600000.00000000 PA USD 9443519.59000000 0.581344484698 Long DBT UST US N 2 2040-11-15 Fixed 1.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SW9 4000000.00000000 PA USD 2776640.64000000 0.170930414944 Long DBT UST US N 2 2041-02-15 Fixed 1.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SZ2 11700000.00000000 PA USD 6663972.63000000 0.410235156258 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TH1 12000000.00000000 PA USD 9884765.64000000 0.608507657826 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TK4 66300000.00000000 PA USD 55344960.61000000 3.407044089849 Long DBT UST US N 2 2042-08-15 Fixed 3.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TM0 4900000.00000000 PA USD 4423207.02000000 0.272293288667 Long DBT UST US N 2 2042-11-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TU2 22700000.00000000 PA USD 21352630.83000000 1.314471161787 Long DBT UST US N 2 2043-08-15 Fixed 4.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TZ1 5100000.00000000 PA USD 4858546.88000000 0.299092875852 Long DBT UST US N 2 2044-02-15 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UB2 31700000.00000000 PA USD 30633839.92000000 1.885823787721 Long DBT UST US N 2 2044-05-15 Fixed 4.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UD8 32300000.00000000 PA USD 29221406.25000000 1.798874158800 Long DBT UST US N 2 2044-08-15 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UF3 23200000.00000000 PA USD 22365796.90000000 1.376841817268 Long DBT UST US N 2 2044-11-15 Fixed 4.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UG1 31700000.00000000 PA USD 30131097.58000000 1.854874893741 Long DBT UST US N 2 2055-02-15 Fixed 4.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UN6 3400000.00000000 PA USD 3375031.25000000 0.207767430794 Long DBT UST US N 2 2045-08-15 Fixed 4.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284V9 19700000.00000000 PA USD 19190185.47000000 1.181350700552 Long DBT UST US N 2 2028-08-15 Fixed 2.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBZ3 19200000.00000000 PA USD 18224625.02000000 1.121910654190 Long DBT UST US N 2 2028-04-30 Fixed 1.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCY5 19200000.00000000 PA USD 18009749.95000000 1.108682912599 Long DBT UST US N 2 2028-09-30 Fixed 1.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDL2 31400000.00000000 PA USD 29494535.27000000 1.815688022304 Long DBT UST US N 2 2028-11-30 Fixed 1.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDX6 16333872.00000000 PA USD 14791610.66000000 0.910573774433 Long DBT UST US N 2 2032-01-15 Fixed 0.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEE7 37200000.00000000 PA USD 35489671.97000000 2.184749538230 Long DBT UST US N 2 2029-03-31 Fixed 2.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEV9 31400000.00000000 PA USD 30597827.97000000 1.883606886669 Long DBT UST US N 2 2029-06-30 Fixed 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEZ0 19823378.00000000 PA USD 18364644.00000000 1.130530243634 Long DBT UST US N 2 2032-07-15 Fixed 0.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFL0 81000000.00000000 PA USD 80278593.75000000 4.941962291828 Long DBT UST US N 2 2029-09-30 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGK1 21917508.70000000 PA USD 20737776.44000000 1.276620633166 Long DBT UST US N 2 2033-01-15 Fixed 1.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGS4 10400000.00000000 PA USD 10199921.89000000 0.627908723924 Long DBT UST US N 2 2030-03-31 Fixed 3.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHA2 32700000.00000000 PA USD 32318712.77000000 1.989544813492 Long DBT UST US N 2 2028-04-30 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHF1 10400000.00000000 PA USD 10237296.89000000 0.630209534539 Long DBT UST US N 2 2030-05-31 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHJ3 23100000.00000000 PA USD 22727783.23000000 1.399125750125 Long DBT UST US N 2 2030-06-30 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHK0 13300000.00000000 PA USD 13259996.13000000 0.816287353865 Long DBT UST US N 2 2028-06-30 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHQ7 13900000.00000000 PA USD 13891312.50000000 0.855151284448 Long DBT UST US N 2 2028-07-31 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHW4 24300000.00000000 PA USD 24235453.13000000 1.491938135673 Long DBT UST US N 2 2030-08-31 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHZ7 14700000.00000000 PA USD 14942033.15000000 0.919833805516 Long DBT UST US N 2 2030-09-30 Fixed 4.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJA0 32600000.00000000 PA USD 32918996.22000000 2.026498352857 Long DBT UST US N 2 2028-09-30 Fixed 4.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJF9 18600000.00000000 PA USD 18888082.01000000 1.162753166168 Long DBT UST US N 2 2028-10-31 Fixed 4.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJG7 14700000.00000000 PA USD 15089320.39000000 0.928900830138 Long DBT UST US N 2 2030-10-31 Fixed 4.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJM4 29600000.00000000 PA USD 29804078.09000000 1.834743524807 Long DBT UST US N 2 2030-11-30 Fixed 4.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJY8 36066231.00000000 PA USD 35248984.63000000 2.169932789420 Long DBT UST US N 2 2034-01-15 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLE9 2334222.00000000 PA USD 2301291.43000000 0.141667846163 Long DBT UST US N 2 2034-07-15 Fixed 1.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CML2 4219760.00000000 PA USD 4211130.25000000 0.259237810845 Long DBT UST US N 2 2035-01-15 Fixed 2.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPZ8 6550000.00000000 PA USD 6391367.19000000 0.393453524417 Long DBT UST US N 2 2036-02-15 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CQQ7 9801000.00000000 PA USD 9749697.84000000 0.600192863767 Long DBT UST US N 2 2036-05-15 Fixed 4.38000000 N N N N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -9116355.00000000 PA USD -9116355.00000000 -0.56120418338 Short RA CORP US N 2 Reverse repurchase N 3.66000000 2026-07-07 9071000.00000000 USD 9023518.94000000 USD UST N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -2042312.50000000 PA USD -2042312.50000000 -0.12572506432 Short RA CORP US N 2 Reverse repurchase N 3.68000000 2026-07-07 2050000.00000000 USD 2000351.56000000 USD UST N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -469375.00000000 PA USD -469375.00000000 -0.02889479551 Short RA CORP US N 2 Reverse repurchase N 3.71000000 2026-07-01 500000.00000000 USD 469658.21000000 USD UST N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -1182750.00000000 PA USD -1182750.00000000 -0.07281026768 Short RA CORP US N 2 Reverse repurchase N 3.71000000 2026-07-02 1900000.00000000 USD 1182230.46000000 USD UST N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -2036000.00000000 PA USD -2036000.00000000 -0.12533646587 Short RA CORP US N 2 Reverse repurchase N 3.75000000 2026-07-07 3200000.00000000 USD 1991124.99000000 USD UST N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 -729087.50000000 PA USD -729087.50000000 -0.04488273603 Short RA CORP US N 2 Reverse repurchase N 3.65000000 2026-07-06 730000.00000000 USD 726178.90000000 USD UST N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 -4483125.00000000 PA USD -4483125.00000000 -0.27598184851 Short RA CORP US N 2 Reverse repurchase N 3.67000000 2026-07-06 4500000.00000000 USD 4391015.63000000 USD UST N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 -23927750.00000000 PA USD -23927750.00000000 -1.47299588476 Short RA CORP US N 2 Reverse repurchase N 3.71000000 2026-07-01 24200000.00000000 USD 23581765.50000000 USD UST N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 -6641250.00000000 PA USD -6641250.00000000 -0.40883634774 Short RA CORP US N 2 Reverse repurchase N 3.72000000 2026-07-06 6600000.00000000 USD 6582468.75000000 USD UST N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 -19717625.00000000 PA USD -19717625.00000000 -1.21381995725 Short RA CORP US N 2 Reverse repurchase N 3.74000000 2026-07-15 23300000.00000000 USD 19450038.95000000 USD UST N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 -633750.00000000 PA USD -633750.00000000 -0.03901374521 Short RA CORP US N 2 Reverse repurchase N 3.76000000 2026-07-01 1000000.00000000 USD 622226.56000000 USD UST N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -151910.00000000 PA USD -151910.00000000 -0.00935160242 Short RA CORP US N 2 Reverse repurchase N 3.49000000 2026-07-08 200000.00000000 USD 169526.20000000 USD CDS N N N Nomura Fixed Income Securities Private Ltd. 335800QFR6AM34FHIC10 000000000 -5605000.00000000 PA USD -5605000.00000000 -0.34504464206 Short RA CORP US N 2 Reverse repurchase N 3.72000000 2026-07-09 5900000.00000000 USD 5607996.08000000 USD UST N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAF7 1900000.00000000 PA USD 1957706.52000000 0.120516707485 Long DBT CORP NO N 2 2030-05-22 Fixed 5.88000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AD8 500000.00000000 PA USD 530390.50000000 0.032650918862 Long DBT CORP US N 2 2036-01-15 Fixed 6.75000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAF0 300000.00000000 PA USD 303410.40000000 0.018677989806 Long DBT CORP US N 2 2036-05-01 Fixed 6.00000000 N N N N N N Venture CDO Ltd 549300NQPL9XHZ20E278 92330YAN3 162476.80000000 PA USD 162555.15000000 0.010006919455 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 4.99000000 N N N N N N Vibrant CLO Ltd 5493000EYQWTOWOLAO60 92558WBE1 1400000.00000000 PA USD 1401457.55000000 0.086273937324 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 4.83000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AH6 900000.00000000 PA USD 896306.17000000 0.055176742480 Long DBT US N 2 2031-11-15 Fixed 5.13000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AK9 1100000.00000000 PA USD 1100940.16000000 0.067774041648 Long DBT US N 2 2035-04-01 Fixed 5.63000000 N N N N N N VIPER ENERGY PARTNERS LL 54930010ZZ02MRGRI973 92764MAB0 1000000.00000000 PA USD 1016430.00000000 0.062571583502 Long DBT CORP US N 2 2035-08-01 Fixed 5.70000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GX6 2700000.00000000 PA USD 2643855.26000000 0.162756127002 Long DBT CORP US N 2 2036-03-15 Fixed 4.95000000 N N N N N N VITALITY RE XVI LTD N/A 92849FAA6 250000.00000000 PA USD 248850.00000000 0.015319243385 Long DBT CORP KY N 2 2030-01-08 Floating 5.26000000 N N N N N N VITALITY RE XVI LTD N/A 92849FAC2 250000.00000000 PA USD 248962.50000000 0.015326168902 Long DBT CORP KY N 2 2030-01-08 Floating 7.26000000 N N N N N N VITALITY RE XVII LTD N/A 92853KAA8 450000.00000000 PA USD 450090.00000000 0.027707608018 Long DBT CORP KY N 2 2031-01-08 Floating 5.52000000 N N N N N N VITALITY RE XVII LTD N/A 92853KAB6 250000.00000000 PA USD 250062.50000000 0.015393885067 Long DBT CORP KY N 2 2031-01-08 Floating 5.92000000 N N N N N N VMED O2 UK FINANCING I 213800MRR46ECNGZ7L69 92858RAE0 1000000.00000000 PA USD 847630.99000000 0.052180291087 Long DBT CORP GB N 2 2033-01-15 Fixed 6.75000000 N N N N N N Voya CLO Ltd 254900MS3D9HONB0N824 92915QBG7 2100000.00000000 PA USD 2101575.48000000 0.129373302277 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 4.74000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922F4M7 53474.35000000 PA USD 52163.06000000 0.003211165810 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 92925GAE3 508590.85000000 PA USD 459695.18000000 0.028298904342 Long ABS-MBS CORP US N 2 2036-12-25 Variable 3.91000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92925VAP5 526812.78000000 PA USD 498478.31000000 0.030686399652 Long ABS-MBS CORP US N 2 2037-02-25 Variable 3.99000000 N N N N N N Wells Fargo Alternative Loan Trust N/A 94985FAA6 1275252.79000000 PA USD 1160918.60000000 0.071466323425 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300PX4QZK7CUM8D08 94990DAA4 3500000.00000000 PA USD 3284040.55000000 0.202166029632 Long ABS-MBS CORP US N 2 2036-06-15 Variable 3.87000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2V4 3500000.00000000 PA USD 3474706.69000000 0.213903465855 Long DBT CORP US N 2 2028-03-24 Fixed 3.53000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300PX4QZK7CUM8D08 95004VAA5 1096046.76000000 PA USD 1098370.82000000 0.067615872691 Long ABS-MBS CORP US N 2 2042-10-15 Floating 5.22000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAT1 300000.00000000 PA USD 297671.46000000 0.018324699797 Long DBT CORP US N 2 2031-04-15 Fixed 5.25000000 N N N N N N CORP0HRG0 HRDFDG N/A 000000000 600000.00000000 PA USD 602617.45000000 0.037097220755 Long DBT CORP US Y 3 2035-06-07 Fixed 5.33000000 N N N N N N NATIONAL FOOTBALL LEAGUE N/A 000000000 1000000.00000000 PA USD 993984.38000000 0.061189827763 Long DBT CORP US N 3 2034-10-05 Fixed 5.25000000 N N N N N N NATIONAL FOOTBALL LEAGUE 5YR N/A 000000000 1000000.00000000 PA USD 988643.82000000 0.060861062087 Long DBT CORP US N 3 2030-10-05 Fixed 4.78000000 N N N N N N NATIONAL FOOTBALL LEAGUE N/A 000000000 700000.00000000 PA USD 695056.67000000 0.042787793026 Long DBT CORP US N 3 2034-10-05 Fixed 5.25000000 N N N N N N NATIONAL FOOTBALL LEAGUE N/A 000000000 1000000.00000000 PA USD 989367.16000000 0.060905591006 Long DBT CORP US N 3 2030-10-05 Fixed 4.78000000 N N N N N N State Street Global Markets LLC 549300FDEDF5ORXCMQ56 000000000 -82390070.00000000 PA USD -82390070.00000000 -5.07194508699 Short RA CORP US N 2 Reverse repurchase N 3.74000000 2026-07-01 92700000.00000000 USD 82965769.64000000 USD UST N N N WINDROSE RE LTD N/A 972917AA6 250000.00000000 PA USD 249950.00000000 0.015386959551 Long DBT CORP BM N 2 2033-02-11 Floating 8.78000000 N N N N N N Scotia Capital USA, Inc. 549300BLWPABP1VNME36 000000000 -179051250.00000000 PA USD -179051250.00000000 -11.0224218495 Short RA CORP US N 2 Reverse repurchase N 3.72000000 2026-07-15 181800000.00000000 USD 178351672.04000000 USD UST N N N WINSTON RE LTD 2549001Q4VX5Y31QFJ88 975660AB7 700000.00000000 PA USD 713895.00000000 0.043947483451 Long DBT CORP BM N 2 2031-02-26 Floating 15.21000000 N N N N N N WOODSIDE FINANCE LTD 254900AIZKU6TGRRNZ98 980236AR4 1000000.00000000 PA USD 983403.83000000 0.060538487515 Long DBT CORP AU N 2 2034-09-12 Fixed 5.10000000 N N N N N N WOODSIDE FINANCE LTD 254900AIZKU6TGRRNZ98 980236AU7 900000.00000000 PA USD 926646.85000000 0.057044519299 Long DBT CORP AU N 2 2032-05-19 Fixed 5.70000000 N N N N N N SG Americas Securities LLC 549300F35UE0BOM1WJ55 000000000 -51674625.00000000 PA USD -51674625.00000000 -3.18109767828 Short RA CORP US N 2 Reverse repurchase N 3.72000000 2026-07-20 57900000.00000000 USD 51084421.86000000 USD UST N N N ZIONS BANCORP NA 8WH0EE09O9V05QJZ3V89 98971DAE0 1100000.00000000 PA USD 1090862.36000000 0.067153650766 Long DBT CORP US N 2 2029-02-09 Fixed 4.48000000 N N N N N N PROJECT CASHMERE CLASS A1 144A N/A 000000000 26500000.00000000 PA 18287283.14000000 1.125767897471 Long ABS-MBS CORP AU N 3 2057-12-30 Fixed 4.54000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 25900000.00000000 PA 1575203.85000000 0.096969785655 Long DBT NUSS ZA N 2 2037-01-31 Fixed 8.50000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 2600000.00000000 PA 160573.02000000 0.009884899234 Long DBT NUSS ZA N 2 2040-01-31 Fixed 9.00000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 4800000.00000000 PA 5425576.18000000 0.333999284747 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.88000000 N N N N N N Madison Park Euro Funding 635400XLHN7OVUSEV112 000000000 1972344.94000000 PA 2256353.44000000 0.138901456747 Long ABS-CBDO CORP IE N 2 2032-07-15 Floating 3.00000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 000000000 1800000.00000000 PA 2133348.72000000 0.131329267704 Long DBT CORP IT N 2 2028-03-30 Fixed 6.38000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 000000000 800000.00000000 PA 971044.74000000 0.059777660078 Long DBT CORP FR N 2 2028-09-23 Fixed 7.25000000 N N N N N N IMPERIAL BRAN FINANC PLC 724500GIEFJOBWGD0272 000000000 2400000.00000000 PA 2934548.69000000 0.180651258225 Long DBT CORP NL N 2 2031-02-15 Fixed 5.25000000 N N N N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 4000000.00000000 PA 4459736.94000000 0.274542076030 Long DBT NUSS GB N 2 2054-07-31 Fixed 4.38000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 000000000 2600000.00000000 PA 2976721.74000000 0.183247437519 Long DBT CORP US N 2 2027-02-23 Floating 3.20000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 17577285.00000000 PA 20164340.04000000 1.241319802232 Long DBT NUSS IT N 2 2036-05-15 Fixed 1.80000000 N N N N N N WINDMILL III RE DAC 635400PB5AXUZ6R7CT68 000000000 250000.00000000 PA 293819.56000000 0.018087576255 Long DBT CORP IE N 2 2028-07-05 Floating 7.29000000 N N N N N N QUERCUS RE DAC 635400YNKWICCYBDBC76 000000000 250000.00000000 PA 290248.94000000 0.017867768351 Long DBT CORP IE N 2 2031-01-06 Floating 10.15000000 N N N N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 169598000.00000000 PA 31777518.42000000 1.956228808000 Long DBT NUSS BR N 2 2026-10-01 None 0.00000000 N N N N N N ORANGE CAPITAL RE DAC 635400PXTZAPQFEPH515 000000000 250000.00000000 PA 297318.78000000 0.018302988764 Long DBT CORP IE N 2 2029-01-17 Floating 8.10000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 000000000 2200000.00000000 PA 2632191.38000000 0.162038096797 Long DBT NUSS HU N 2 2034-06-16 Fixed 4.50000000 N N N N N N Japan Government Thirty Year Bonds 353800WZS8AXZXFUC241 000000000 1040000000.00000000 PA 4628398.17000000 0.284924886688 Long DBT NUSS JP N 2 2054-12-20 Fixed 2.30000000 N N N N N N Japan Government Twenty Year Bonds 353800WZS8AXZXFUC241 000000000 1340000000.00000000 PA 6535544.14000000 0.402329079119 Long DBT NUSS JP N 2 2044-12-20 Fixed 2.00000000 N N N N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 103001000.00000000 PA 18131834.70000000 1.116198468151 Long DBT NUSS BR N 2 2027-04-01 None 0.00000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 1300000.00000000 PA 1543324.53000000 0.095007289926 Long DBT NUSS RO N 2 2030-03-10 Fixed 5.25000000 N N N N N N CVC Cordatus Opportunity Loan Fund DAC 635400C8SJP8XE4FXA57 000000000 2648115.27000000 PA 3024858.77000000 0.186210760318 Long ABS-CBDO CORP IE N 2 2033-08-15 Floating 3.12000000 N N N N N N Palmer Square European Loan Funding 254900S9D49Z2X16W073 000000000 680761.26000000 PA 778743.22000000 0.047939549616 Long ABS-CBDO CORP IE N 2 2033-08-15 Floating 3.25000000 N N N N N N MILLER HOMES GROUP FIN 98450057058CDE2E9650 000000000 1000000.00000000 PA 1144650.54000000 0.070464859207 Long DBT CORP GB N 2 2030-10-15 Floating 6.53000000 N N N N N N Japan Government Thirty Year Bonds 353800WZS8AXZXFUC241 000000000 204000000.00000000 PA 929809.40000000 0.057239206353 Long DBT NUSS JP N 2 2055-03-20 Fixed 2.40000000 N N N N N N Japan Government Twenty Year Bonds 353800WZS8AXZXFUC241 000000000 326000000.00000000 PA 1691462.71000000 0.104126698542 Long DBT NUSS JP N 2 2045-03-20 Fixed 2.40000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 000000000 1200000.00000000 PA 1373735.14000000 0.084567341600 Long DBT CORP US N 2 2032-05-20 Fixed 3.43000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 000000000 1700000.00000000 PA 1916217.88000000 0.117962660573 Long DBT CORP US N 2 2032-06-06 Fixed 3.25000000 N N N N N N Japan Government Thirty Year Bonds 353800WZS8AXZXFUC241 000000000 850000000.00000000 PA 4229742.61000000 0.260383590522 Long DBT NUSS JP N 2 2055-06-20 Fixed 2.80000000 N N N N N N Capital Four CLO 254900PXJCJG50SO9P20 000000000 400000.00000000 PA 457601.75000000 0.028170032477 Long ABS-CBDO CORP IE N 2 2038-10-25 Floating 3.42000000 N N N N N N Bain Capital Euro CLO 549300GS1G9C1PHTFP28 000000000 1700000.00000000 PA 1944633.21000000 0.119711912557 Long ABS-CBDO CORP IE N 2 2038-01-22 Floating 3.44000000 N N N N N N ROCKFORD TOWER EUROPE CLO 635400J1BXSISHD5XN53 000000000 1000000.00000000 PA 1143925.65000000 0.070420234870 Long ABS-CBDO CORP IE N 2 2036-08-29 Floating 3.49000000 N N N N N N Palmer Square European Loan Funding 254900VGFCQBASWATQ78 000000000 925653.83000000 PA 1058273.66000000 0.065147485498 Long ABS-CBDO CORP IE N 2 2035-07-15 Floating 3.13000000 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 000000000 200000.00000000 PA 226614.23000000 0.013950406043 Long DBT CORP US N 2 2030-10-15 Fixed 2.95000000 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 000000000 300000.00000000 PA 336253.29000000 0.020699803049 Long DBT CORP US N 2 2045-10-15 Fixed 4.20000000 N N N N N N INTRALOT CAPITAL LUX 549300QF747C7UWZYB38 000000000 1300000.00000000 PA 1501021.52000000 0.092403110275 Long DBT CORP LU N 2 2031-10-15 Floating 6.73000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 1000000.00000000 PA 1154414.38000000 0.071065922665 Long DBT NUSS RO N 2 2033-06-07 Fixed 5.38000000 N N N N N N Hayfin Emerald CLO 635400KMHFAB5ZUQED83 000000000 1400000.00000000 PA 1600962.91000000 0.098555517258 Long ABS-CBDO CORP IE N 2 2038-10-15 Floating 3.45000000 N N N N N N Providus CLO 6354008C72YCMAEWD258 000000000 1100000.00000000 PA 1258331.67000000 0.077463086649 Long ABS-CBDO CORP IE N 2 2039-11-15 Floating 3.51000000 N N N N N N Barings Euro CLO 5493007R4SFFXIAHHB67 000000000 1500000.00000000 PA 1716469.66000000 0.105666130141 Long ABS-CBDO CORP IE N 2 2038-10-21 Floating 3.44000000 N N N N N N Invesco Euro CLO XI DAC 635400ZQSV9NM8F5QE15 000000000 1100000.00000000 PA 1258332.55000000 0.077463140822 Long ABS-CBDO CORP IE N 2 2036-10-22 Floating 3.45000000 N N N N N N Cairn CLO BV 54930036FO0EWQ03QK50 000000000 1300000.00000000 PA 1486609.16000000 0.091515883228 Long ABS-CBDO CORP IE N 2 2040-01-15 Floating 3.43000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 000000000 500000.00000000 PA 552576.97000000 0.034016721289 Long DBT CORP US N 2 2038-11-06 Fixed 3.50000000 N N N N N N BAYFRONT IABS VII PTE. LTD. 213800DAFLLBYWNXMG91 000000000 1492570.76000000 PA USD 1489741.62000000 0.091708717937 Long ABS-CBDO CORP SG N 3 2048-04-11 Floating 4.90000000 N N N N N N Grosvenor Place CLO 635400LX9BTLWIOXOS15 000000000 1700000.00000000 PA 1944388.07000000 0.119696821702 Long ABS-CBDO CORP IE N 2 2039-08-15 Floating 3.38000000 N N N N N N Barings Euro CLO DAC 635400ZJ8J5B33GKCU35 000000000 1000000.00000000 PA 1143512.03000000 0.070394772361 Long ABS-CBDO CORP IE N 2 2039-08-15 Floating 3.43000000 N N N N N N QUERCUS II RE DAC 635400PTO1PTKKKHEA32 000000000 250000.00000000 PA 289806.18000000 0.017840511979 Long DBT CORP IE N 2 2031-01-07 Floating 13.32000000 N N N N N N BANK HAPOALIM B6ARUI4946ST4S7WOU88 000000000 2400000.00000000 PA USD 2371875.48000000 0.146013010885 Long DBT CORP IL N 2 2029-07-14 Fixed 4.72000000 N N N N N N Margay CLO 6354007NKGZO2MMYSU96 000000000 1000000.00000000 PA 1143772.09000000 0.070410781693 Long ABS-CBDO CORP IE N 2 2037-07-15 Floating 3.44000000 N N N N N N Fair Oaks Loan Funding 635400J2KSVTMKKAYN71 000000000 3000000.00000000 PA 3429513.58000000 0.211121371214 Long ABS-CBDO CORP IE N 2 2036-10-15 Floating 3.44000000 N N N N N N Invesco Euro CLO XII DAC 635400R1WXKC5TGHHB93 000000000 2300000.00000000 PA 2631166.18000000 0.161974985331 Long ABS-CBDO CORP IE N 2 2037-07-15 Floating 3.28000000 N N N N N N RRE Loan Management 549300Y7WWMOS2O70P56 000000000 1500000.00000000 PA 1714756.79000000 0.105560685607 Long ABS-CBDO CORP IE N 2 2039-12-15 Floating 3.49000000 N N N N N N ICG Euro CLO 5493000GNZH2JWC7EQ58 000000000 2100000.00000000 PA 2401882.27000000 0.147860233385 Long ABS-CBDO CORP IE N 2 2038-01-26 Floating 3.46000000 N N N N N N Arbour CLO 635400FGIUJTCSNUGD46 000000000 1000000.00000000 PA 1142746.03000000 0.070347617286 Long ABS-CBDO CORP IE N 2 2038-08-15 Floating 3.45000000 N N N N N N Providus CLO 635400OQK4TE73VPI361 000000000 700000.00000000 PA 799920.46000000 0.049243223692 Long ABS-CBDO CORP IE N 2 2038-07-15 Floating 3.37000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 000000000 500000.00000000 PA 562818.44000000 0.034647187720 Long DBT US N 2 2031-10-02 Fixed 3.25000000 N N N N N N Capital Four CLO 549300KVUV8LG4H5Y881 000000000 600000.00000000 PA 685633.98000000 0.042207730814 Long ABS-CBDO CORP IE N 2 2038-04-15 Floating 3.39000000 N N N N N N Bosphorus CLO 635400XRKCRGLPSIAL07 000000000 1000000.00000000 PA 1144706.96000000 0.070468332431 Long ABS-CBDO CORP IE N 2 2038-04-15 Floating 3.61000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 000000000 5100000.00000000 PA 5848412.41000000 0.360029146590 Long DBT NUSS BR N 2 2030-04-23 Fixed 4.00000000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 3500000.00000000 PA USD 3517578.68000000 0.216542672000 Long DBT CORP KY N 2 2029-04-27 Floating 4.68000000 N N N N N N Cordatus CLO PLC 549300UZHWKVESFC2U21 000000000 3000000.00000000 PA 3429983.54000000 0.211150302022 Long ABS-CBDO CORP IE N 2 2036-04-25 Floating 3.07000000 N N N N N N Bain Capital Euro CLO 635400RC52ENQUSSDP41 000000000 3300000.00000000 PA 3776687.24000000 0.232493433881 Long ABS-CBDO CORP IE N 2 2037-01-15 Floating 3.45000000 N N N N N N Providus CLO 635400EP4TBRMNX14Q64 000000000 1200000.00000000 PA 1371798.30000000 0.084448109438 Long ABS-CBDO CORP IE N 2 2038-11-20 Floating 3.42000000 N N N N N N FIRST ABU DHABI BANK PJS 2138002Y3WMK6RZS8H90 000000000 2200000.00000000 PA USD 2199516.00000000 0.135402535402 Long DBT CORP AE N 2 2031-06-03 Floating 4.79000000 N N N N N N Cordatus CLO PLC 549300E0CSGI3E3SNH05 000000000 1700000.00000000 PA 1944814.05000000 0.119723045095 Long ABS-CBDO CORP IE N 2 2037-06-15 Floating 3.63000000 N N N N N N Neuberger Berman Loan Advisers Euro CLO 5493000DEGFR14H5PZ90 000000000 1000000.00000000 PA 1143998.09000000 0.070424694287 Long ABS-CBDO CORP IE N 2 2039-07-15 Floating 3.41000000 N N N N N N Ares Euro CLO 635400IGFVEGWNYOYO47 000000000 1400000.00000000 PA 1599639.85000000 0.098474069486 Long ABS-CBDO CORP IE N 3 2037-07-15 Floating 3.59000000 N N N N N N Harvest CLO 635400AU6OVIWCGACH33 000000000 1400000.00000000 PA 1599639.85000000 0.098474069486 Long ABS-CBDO CORP IE N 3 2037-07-25 Floating 0.00000000 N N N N N N YARDSTICK RE DAC 635400Q8SLHRKDHDXR77 000000000 250000.00000000 PA 285649.97000000 0.017584655067 Long DBT CORP IE N 3 2034-07-08 Floating 4.27000000 N N N N N N Aqueduct European CLO 549300FPTK2DTC747F81 000000000 1000000.00000000 PA 1142599.89000000 0.070338620885 Long ABS-CBDO CORP IE N 3 2039-07-15 Floating 0.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 469.00000000 NC USD -1185463.16000000 -0.07297729022 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Three-Month SOFR Futures SFRH Comdty 2027-06-15 113642869.41000000 USD -1185463.16000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1604.00000000 NC USD -4210415.02000000 -0.25919378117 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Three-Month SOFR Futures SFRM Comdty 2027-09-14 388939840.02000000 USD -4210415.02000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 469.00000000 NC USD -1000015.87000000 -0.06156112719 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Three-Month SOFR Futures SFRU Comdty 2027-12-14 113574672.12000000 USD -1000015.87000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1480.00000000 NC USD 1070219.98000000 0.065882902752 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYU6 Comdty 2026-09-21 161394468.26000000 USD 1070219.98000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1162.00000000 NC USD -178429.75000000 -0.01098416221 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 239663906.02000000 USD -178429.75000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -1722.00000000 NC USD -4025297.61000000 -0.24779792560 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 -195107858.64000000 USD -4025297.61000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -899.00000000 NC USD -2277813.92000000 -0.14022256712 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USU6 Comdty 2026-09-21 -99379420.46000000 USD -2277813.92000000 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 572.00000000 NC 1543242.71000000 0.095002253075 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Long Long Gilt Futures G U6 Comdty 2026-09-28 49864681.67000000 GBP 1543242.71000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1341.00000000 NC USD 319892.04000000 0.019692602041 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVU6 Comdty 2026-09-30 143140916.89000000 USD 319892.04000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 32.00000000 NC 37741.02000000 0.002323342861 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-BTP Italian Bond Futures IKU6 Comdty 2026-09-08 3786169.17000000 EUR 37741.02000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -161.00000000 NC -84773.73000000 -0.00521868355 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short French Government Bond Futures OATU6 Comdty 2026-09-08 -19242586.29000000 EUR -84773.73000000 N N N The Montreal Exchange/Bourse De Montreal 549300DKBYNOI0B1NP44 000000000 -250.00000000 NC -71484.84000000 -0.00440061748 N/A DIR CA N 1 The Montreal Exchange/Bourse De Montreal 549300DKBYNOI0B1NP44 Short Montreal Exchange 5 Year Canadian Bond Futures XQU6 Comdty 2026-09-18 -28173616.63000000 CAD -71484.84000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 157.00000000 NC 159259.00000000 0.009804007966 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 10 Year Australian Bond Futures XMU6 Comdty 2026-09-15 17011320.81000000 AUD 159259.00000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -38.00000000 NC USD -0.04000000 -0.00000000246 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 38.00000000 NC N/A -0.04000000 0.00000000 DIR US Long CBOT 10 Year US Treasury Note TYM5 Comdty 2026-06-18 38.00000000 USD 1000.00000000 111.00000000 USD 2026-06-26 XXXX 10642.24000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -38.00000000 NC USD -0.04000000 -0.00000000246 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 38.00000000 NC N/A -0.04000000 0.00000000 DIR US Long CBOT 10 Year US Treasury Note TYM5 Comdty 2026-06-18 38.00000000 USD 1000.00000000 109.00000000 USD 2026-06-26 XXXX 13611.18000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 -27.00000000 NC -51521.79000000 -0.00317168913 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short TSE Japanese 10 Year Bond Futures JBU6 Comdty 2026-09-14 -3441412815.00000000 JPY -51521.79000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -18.00000000 NC USD -0.02000000 -0.00000000123 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 18.00000000 NC N/A -0.02000000 0.00000000 DIR US Long CBOT 10 Year US Treasury Note TYM5 Comdty 2026-06-18 18.00000000 USD 1000.00000000 111.50000000 USD 2026-06-26 XXXX 4965.10000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -18.00000000 NC USD -0.02000000 -0.00000000123 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 18.00000000 NC N/A -0.02000000 0.00000000 DIR US Long CBOT 10 Year US Treasury Note TYM5 Comdty 2026-06-18 18.00000000 USD 1000.00000000 108.50000000 USD 2026-06-26 XXXX 3992.02000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -13.00000000 NC USD -4908.63000000 -0.00030217600 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 13.00000000 NC N/A -4908.63000000 0.00000000 DIR US Long CBOT 10 Year US Treasury Note TYU6 Comdty 2026-09-21 13.00000000 USD 1000.00000000 109.50000000 USD 2026-07-24 XXXX -1877.16000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -81.00000000 NC USD -0.08000000 -0.00000000492 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 81.00000000 NC N/A -0.08000000 0.00000000 DIR US Short CBOT 10 Year US Treasury Note TYM5 Comdty 2026-06-18 81.00000000 USD 1000.00000000 108.00000000 USD 2026-06-26 XXXX 35341.03000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -7.00000000 NC USD -914.00000000 -0.00005626597 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 7.00000000 NC N/A -914.00000000 0.00000000 DIR US Long CBOT 10 Year US Treasury Note TYU6 Comdty 2026-09-21 7.00000000 USD 1000.00000000 108.50000000 USD 2026-07-24 XXXX 827.67000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -20.00000000 NC USD -1978.72000000 -0.00012181030 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 20.00000000 NC N/A -1978.72000000 0.00000000 DIR US Long CBOT 10 Year US Treasury Note TYU6 Comdty 2026-09-21 20.00000000 USD 1000.00000000 111.00000000 USD 2026-07-24 XXXX 2466.33000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -61.00000000 NC USD -1201.94000000 -0.00007399160 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 61.00000000 NC N/A -1201.94000000 0.00000000 DIR US Long CBOT 10 Year US Treasury Note TYU6 Comdty 2026-09-21 61.00000000 USD 1000.00000000 110.50000000 USD 2026-07-02 XXXX 11116.08000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -61.00000000 NC USD -116.82000000 -0.00000719145 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 61.00000000 NC N/A -116.82000000 0.00000000 DIR US Long CBOT 10 Year US Treasury Note TYU6 Comdty 2026-09-21 61.00000000 USD 1000.00000000 108.75000000 USD 2026-07-02 XXXX 10294.95000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -50.00000000 NC USD -4078.30000000 -0.00025106076 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 50.00000000 NC N/A -4078.30000000 0.00000000 DIR US Short CBOT 10 Year US Treasury Note TYU6 Comdty 2026-09-21 50.00000000 USD 1000.00000000 109.00000000 USD 2026-07-10 XXXX 3674.70000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -50.00000000 NC USD -1381.05000000 -0.00008501764 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 50.00000000 NC N/A -1381.05000000 0.00000000 DIR US Short CBOT 10 Year US Treasury Note TYU6 Comdty 2026-09-21 50.00000000 USD 1000.00000000 110.75000000 USD 2026-07-10 XXXX 6371.95000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -36.00000000 NC USD -4110.44000000 -0.00025303930 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 36.00000000 NC N/A -4110.44000000 0.00000000 DIR US Long CBOT 10 Year US Treasury Note TYU6 Comdty 2026-09-21 36.00000000 USD 1000.00000000 108.75000000 USD 2026-07-17 XXXX 4468.27000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -36.00000000 NC USD -7418.23000000 -0.00045666735 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 36.00000000 NC N/A -7418.23000000 0.00000000 DIR US Long CBOT 10 Year US Treasury Note TYU6 Comdty 2026-09-21 36.00000000 USD 1000.00000000 110.25000000 USD 2026-07-17 XXXX 413.93000000 N N N Eurohome UK Mortgages Plc 2138009XX8M6MTY8SG15 000000000 15119.85000000 PA 20020.48000000 0.001232463756 Long ABS-MBS CORP GB N 2 2044-06-15 Floating 4.02000000 N N N N N N ResLoC UK PLC 213800RE18XIC3OI1847 000000000 464931.60000000 PA 607830.42000000 0.037418131972 Long ABS-MBS CORP GB N 2 2043-12-15 Floating 4.03000000 N N N N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 000000000 100000.00000000 PA 140605.59000000 0.008655701244 Long DBT CORP JE N 2 2033-12-10 Fixed 6.45000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 2600000.00000000 PA 3011815.63000000 0.185407822660 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 450300000.00000000 PA 28489859.71000000 1.753840043894 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.88000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 000000000 500000.00000000 PA USD 506361.45000000 0.031171686934 Long DBT CORP GB N 2 2028-02-08 Fixed 6.75000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 400000.00000000 PA USD 379868.47000000 0.023384760082 Long DBT CORP CH N 2 2030-08-13 Fixed 3.13000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 8900000.00000000 OU Notional Amount USD 8.90000000 0.000000547885 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 8.90000000 0.00000000 DFE US 12460000000.00000000 KRW 8900000.00000000 USD 2026-07-09 1.00000000 1400.00000000 USD 2026-07-09 XXXX -89267.00000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -8900000.00000000 OU Notional Amount USD -8.90000000 -0.00000054788 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 -8.90000000 0.00000000 DFE KR -8900000.00000000 USD -12015000000.00000000 KRW 2026-07-09 1.00000000 1350.00000000 USD 2026-07-09 XXXX 31506.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 -2500000.00000000 NC -37944.31000000 -0.00233585742 N/A DIR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Written Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 2500000.00000000 OU Notional Amount N/A -37944.31000000 0.00000000 DIR US N/A N/A 2036-12-31 0.00000000 N/A 0.00000000 N/A 2500000.00000000 EUR 1.00000000 2.94260000 EUR 2026-12-29 XXXX -274.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 21700000.00000000 NC 38929.72000000 0.002396519411 N/A DIR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Purchased Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 21700000.00000000 OU Notional Amount N/A 38929.72000000 0.00000000 DIR US N/A N/A 2027-12-31 0.00000000 N/A 0.00000000 N/A 21700000.00000000 EUR 1.00000000 2.66000000 EUR 2026-12-29 XXXX 1328.16000000 N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 000000000 4500000.00000000 PA 1286528.67000000 0.079198898205 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.40000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 3200000.00000000 OU Notional Amount USD 14570.04000000 0.000896933851 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 General Electric Co. General Electric Co. Y sell protection 2026-12-20 4120.58000000 USD 0.00000000 USD 3200000.00000000 USD 10449.46000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 550000.00000000 OU Notional Amount USD 12466.71000000 0.000767452540 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 General Motors Co. General Motors Co. Y sell protection 2026-12-20 10241.80000000 USD 0.00000000 USD 550000.00000000 USD 2224.91000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 5100000.00000000 OU Notional Amount USD 19249.85000000 0.001185023657 N/A DCR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Republic of South Africa Government International Bonds Republic of South Africa Government International Bonds Y sell protection 2026-12-20 0.00000000 USD -22673.70000000 USD 5100000.00000000 USD 41923.55000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 2700000.00000000 OU Notional Amount USD 12691.29000000 0.000781277719 N/A DCR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Colombia Government International Bonds Colombia Government International Bonds Y sell protection 2027-06-20 0.00000000 USD -29336.59000000 USD 2700000.00000000 USD 42027.88000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 3500000.00000000 OU Notional Amount USD 25197.51000000 0.001551162501 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Boeing Co. Boeing Co. Y sell protection 2027-06-20 0.00000000 USD -31199.56000000 USD 3500000.00000000 USD 56397.07000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 200000.00000000 OU Notional Amount USD 1906.98000000 0.000117393975 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Verizon Communications, Inc. Verizon Communications, Inc. Y sell protection 2027-12-20 0.00000000 USD -1077.78000000 USD 200000.00000000 USD 2984.76000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 3000000.00000000 OU Notional Amount USD 15754.05000000 0.000969821684 N/A DCR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Colombia Government International Bonds Colombia Government International Bonds Y sell protection 2027-12-20 0.00000000 USD -80359.46000000 USD 3000000.00000000 USD 96113.51000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 2200000.00000000 OU Notional Amount USD 26844.72000000 0.001652564996 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Verizon Communications, Inc. Verizon Communications, Inc. Y sell protection 2028-06-20 591.23000000 USD 0.00000000 USD 2200000.00000000 USD 26253.49000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 500000.00000000 OU Notional Amount USD 6932.83000000 0.000426786056 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Verizon Communications, Inc. Verizon Communications, Inc. Y sell protection 2028-12-20 0.00000000 USD -619.31000000 USD 500000.00000000 USD 7552.14000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 3500000.00000000 OU Notional Amount USD -53063.18000000 -0.00326657733 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Oracle Corp. Oracle Corp. Y sell protection 2030-06-20 64785.15000000 USD 0.00000000 USD 3500000.00000000 USD -117848.33000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1400000.00000000 OU Notional Amount 295728.96000000 0.018205119206 N/A DCR FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 iTraxx Europe Crossover S44 2I667KMH8 Y sell protection 2030-12-20 225098.24000000 EUR 0.00000000 EUR 1400000.00000000 EUR 36586.70000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 3900000.00000000 OU Notional Amount 823816.39000000 0.050714260733 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 iTraxx Europe Crossover S44 2I667KMH8 Y sell protection 2030-12-20 652640.77000000 EUR 0.00000000 EUR 3900000.00000000 EUR 67826.41000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 230000000.00000000 OU Notional Amount 298526.12000000 0.018377312795 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2038-11-12 38264269.00000000 JPY 0.00000000 JPY 230000000.00000000 JPY 57030.34000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2460000000.00000000 OU Notional Amount -316156.03000000 -0.01946261270 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-06-18 0.00000000 JPY -45690934.00000000 JPY 2460000000.00000000 JPY -27878.03000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 150000000.00000000 OU Notional Amount 192019.00000000 0.011820718487 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2038-10-22 24542107.00000000 JPY 0.00000000 JPY 150000000.00000000 JPY 37127.25000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 80500000.00000000 OU Notional Amount 107508.54000000 0.006618241873 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2038-12-20 13872034.00000000 JPY 0.00000000 JPY 80500000.00000000 JPY 19958.45000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 85900000.00000000 OU Notional Amount 105728.72000000 0.006508675887 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2038-03-20 13527483.00000000 JPY 0.00000000 JPY 85900000.00000000 JPY 20353.49000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 312000000.00000000 OU Notional Amount 602963.91000000 0.037118548885 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2042-03-15 82610319.00000000 JPY 0.00000000 JPY 312000000.00000000 JPY 81581.93000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 12100000.00000000 OU Notional Amount USD -219284.67000000 -0.01349919722 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-05-03 0.00000000 USD -7397.60000000 USD 12100000.00000000 USD -211887.07000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 27500000.00000000 OU Notional Amount USD 10885030.75000000 0.670084128272 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2052-12-21 5030052.71000000 USD 0.00000000 USD 27500000.00000000 USD 5854978.04000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 25300000.00000000 OU Notional Amount USD -439600.15000000 -0.02706185127 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-06-15 0.00000000 USD -19462.05000000 USD 25300000.00000000 USD -420138.10000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 13530000.00000000 OU Notional Amount USD 3122396.57000000 0.192215201939 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2048-02-15 0.00000000 USD 0.00000000 USD 13530000.00000000 USD 3122396.57000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7300000.00000000 OU Notional Amount USD -97852.12000000 -0.00602379120 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-08-29 0.00000000 USD -9280.35000000 USD 7300000.00000000 USD -88571.77000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 54000000.00000000 OU Notional Amount 13541.54000000 0.000833619236 N/A DIR AU N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-12-20 366750.13000000 AUD 0.00000000 AUD 54000000.00000000 AUD -225848.88000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1100000.00000000 OU Notional Amount USD 7873.47000000 0.000484691996 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-12-26 0.00000000 USD -3705.38000000 USD 1100000.00000000 USD 11578.85000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3400000.00000000 OU Notional Amount USD 21737.56000000 0.001338167459 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-12-29 0.00000000 USD -11493.56000000 USD 3400000.00000000 USD 33231.12000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3400000.00000000 OU Notional Amount USD 62521.92000000 0.003848858788 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-01-08 0.00000000 USD -12648.79000000 USD 3400000.00000000 USD 75170.71000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3340000.00000000 OU Notional Amount USD 69107.94000000 0.004254295168 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-08-15 0.00000000 USD 0.00000000 USD 3340000.00000000 USD 69107.94000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3800000.00000000 OU Notional Amount USD 76097.66000000 0.004684583382 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-08-15 0.00000000 USD 0.00000000 USD 3800000.00000000 USD 76097.66000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 600000.00000000 OU Notional Amount USD 13804.50000000 0.000849807093 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-01-17 0.00000000 USD -2180.49000000 USD 600000.00000000 USD 15984.99000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 8200000.00000000 OU Notional Amount USD 169022.50000000 0.010405050492 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-08-15 0.00000000 USD 0.00000000 USD 8200000.00000000 USD 169022.50000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 20260000.00000000 OU Notional Amount USD 97089.97000000 0.005976873139 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-02-28 86123.48000000 USD 0.00000000 USD 20260000.00000000 USD 10966.49000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2400000.00000000 OU Notional Amount USD -19243.92000000 -0.00118465860 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-06-05 0.00000000 USD -8036.25000000 USD 2400000.00000000 USD -11207.67000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 100000.00000000 OU Notional Amount USD -1631.56000000 -0.00010043907 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-12-18 0.00000000 USD -907.34000000 USD 100000.00000000 USD -724.22000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 73900000.00000000 OU Notional Amount USD -78954.76000000 -0.00486046688 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-06-24 24916.43000000 USD 0.00000000 USD 73900000.00000000 USD -103871.19000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 16800000.00000000 OU Notional Amount USD 380036.16000000 0.023395083103 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2035-06-24 883.38000000 USD 0.00000000 USD 16800000.00000000 USD 379152.78000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 38300000.00000000 OU Notional Amount USD -305545.91000000 -0.01880945212 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-06-24 16268.81000000 USD 0.00000000 USD 38300000.00000000 USD -321814.72000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 9300000.00000000 OU Notional Amount USD 1108695.78000000 0.068251478780 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2055-06-24 18127.24000000 USD 0.00000000 USD 9300000.00000000 USD 1090568.54000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6800000.00000000 OU Notional Amount USD -45041.16000000 -0.00277274057 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-07-02 0.00000000 USD -18515.00000000 USD 6800000.00000000 USD -26526.16000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3100000.00000000 OU Notional Amount USD 17788.42000000 0.001095057807 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-07-10 0.00000000 USD -7908.44000000 USD 3100000.00000000 USD 25696.86000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3100000.00000000 OU Notional Amount USD 16775.34000000 0.001032692450 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-07-12 0.00000000 USD -8823.39000000 USD 3100000.00000000 USD 25598.73000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1200000.00000000 OU Notional Amount USD 9648.72000000 0.000593976652 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-05 0.00000000 USD -3889.43000000 USD 1200000.00000000 USD 13538.15000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 800000.00000000 OU Notional Amount USD 9469.44000000 0.000582940149 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-06 0.00000000 USD -2661.03000000 USD 800000.00000000 USD 12130.47000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2300000.00000000 OU Notional Amount USD 51043.44000000 0.003142241834 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-07 0.00000000 USD -6587.04000000 USD 2300000.00000000 USD 57630.48000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 690000.00000000 OU Notional Amount USD 11978.88000000 0.000737421652 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-07 0.00000000 USD -3234.87000000 USD 690000.00000000 USD 15213.75000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2300000.00000000 OU Notional Amount USD 39929.61000000 0.002458072790 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-07 0.00000000 USD -7701.03000000 USD 2300000.00000000 USD 47630.64000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2200000.00000000 OU Notional Amount -391.13000000 -0.00002407802 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-08-13 0.00000000 EUR -1970.37000000 EUR 2200000.00000000 EUR 1713.97000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7300000.00000000 OU Notional Amount USD 201028.86000000 0.012375366822 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-14 0.00000000 USD -20331.07000000 USD 7300000.00000000 USD 221359.93000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2100000.00000000 OU Notional Amount 3227.27000000 0.000198671226 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-08-14 0.00000000 EUR -1701.93000000 EUR 2100000.00000000 EUR 5048.33000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4600000.00000000 OU Notional Amount USD 121710.48000000 0.007492515433 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-19 0.00000000 USD -13606.54000000 USD 4600000.00000000 USD 135317.02000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD 60400.80000000 0.003718282322 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-20 0.00000000 USD -6002.06000000 USD 2000000.00000000 USD 66402.86000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD 57909.20000000 0.003564899051 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-21 0.00000000 USD -6088.27000000 USD 2000000.00000000 USD 63997.47000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3400000.00000000 OU Notional Amount USD 83644.08000000 0.005149142130 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-22 0.00000000 USD -10285.83000000 USD 3400000.00000000 USD 93929.91000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 28708.30000000 0.001767287260 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-28 0.00000000 USD -3134.72000000 USD 1000000.00000000 USD 31843.02000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 28013.90000000 0.001724539892 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-28 0.00000000 USD -3050.00000000 USD 1000000.00000000 USD 31063.90000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2700000.00000000 OU Notional Amount USD 69263.37000000 0.004263863462 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-28 0.00000000 USD -8246.44000000 USD 2700000.00000000 USD 77509.81000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 25583.70000000 0.001574936415 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-28 0.00000000 USD -3463.02000000 USD 1000000.00000000 USD 29046.72000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 12618.25000000 0.000776781365 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-28 0.00000000 USD -1683.85000000 USD 500000.00000000 USD 14302.10000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2500000.00000000 OU Notional Amount USD 62049.75000000 0.003819791931 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-28 0.00000000 USD -8551.65000000 USD 2500000.00000000 USD 70601.40000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2400000.00000000 OU Notional Amount USD 54235.20000000 0.003338727059 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-28 0.00000000 USD -7421.66000000 USD 2400000.00000000 USD 61656.86000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2600000.00000000 OU Notional Amount USD 90321.40000000 0.005560198953 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-09-04 0.00000000 USD -8322.08000000 USD 2600000.00000000 USD 98643.48000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3900000.00000000 OU Notional Amount USD 120555.24000000 0.007421398685 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-09-04 0.00000000 USD -12400.46000000 USD 3900000.00000000 USD 132955.70000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2400000.00000000 OU Notional Amount USD 93810.72000000 0.005775002016 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-09-05 0.00000000 USD -8045.67000000 USD 2400000.00000000 USD 101856.39000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 51422.50000000 0.003165576825 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-09-10 0.00000000 USD -4076.63000000 USD 1000000.00000000 USD 55499.13000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1400000.00000000 OU Notional Amount USD 71410.50000000 0.004396041108 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-09-16 0.00000000 USD -5448.76000000 USD 1400000.00000000 USD 76859.26000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 200000.00000000 OU Notional Amount USD 9677.70000000 0.000595760665 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-09-16 0.00000000 USD -748.62000000 USD 200000.00000000 USD 10426.32000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3200000.00000000 OU Notional Amount USD 154284.48000000 0.009497775767 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-09-16 0.00000000 USD -11773.75000000 USD 3200000.00000000 USD 166058.23000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 200000.00000000 OU Notional Amount USD 10327.56000000 0.000635766145 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-09-18 0.00000000 USD -604.33000000 USD 200000.00000000 USD 10931.89000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1800000.00000000 OU Notional Amount 25920.34000000 0.001595660024 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-09-25 0.00000000 EUR -1835.60000000 EUR 1800000.00000000 EUR 27937.51000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2800000.00000000 OU Notional Amount 34796.97000000 0.002142106700 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-10-07 0.00000000 EUR -3205.23000000 EUR 2800000.00000000 EUR 38283.67000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4400000.00000000 OU Notional Amount 59142.80000000 0.003640839653 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-10-05 0.00000000 EUR 0.00000000 EUR 4400000.00000000 EUR 59142.80000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 27700000.00000000 OU Notional Amount USD 943547.87000000 0.058084948630 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-03-19 1047603.45000000 USD 0.00000000 USD 27700000.00000000 USD -104055.58000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 300000.00000000 OU Notional Amount 631.18000000 0.000038855535 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-06-01 0.00000000 CAD -225.27000000 CAD 300000.00000000 CAD 788.26000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount 619.36000000 0.000038127894 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-06-01 0.00000000 CAD -2003.00000000 CAD 1500000.00000000 CAD 2009.67000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1700000.00000000 OU Notional Amount 701.93000000 0.000043210916 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-06-01 0.00000000 CAD -213.92000000 CAD 1700000.00000000 CAD 849.60000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount -4604.69000000 -0.00028346540 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-06-01 8861.66000000 CAD 0.00000000 CAD 2000000.00000000 CAD -10703.83000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6800000.00000000 OU Notional Amount 2807.74000000 0.000172844896 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-06-01 11746.76000000 CAD 0.00000000 CAD 6800000.00000000 CAD -5317.76000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10100000.00000000 OU Notional Amount USD 421301.30000000 0.025935371321 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-11-15 0.00000000 USD 0.00000000 USD 10100000.00000000 USD 421301.30000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6980000000.00000000 OU Notional Amount 255035.41000000 0.015700018154 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-03-18 32859432.00000000 JPY 0.00000000 JPY 6980000000.00000000 JPY 47458.52000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1150000.00000000 OU Notional Amount USD 7850.01000000 0.000483247794 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-03 0.00000000 USD -3939.94000000 USD 1150000.00000000 USD 11789.95000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2400000.00000000 OU Notional Amount USD 13308.96000000 0.000819301577 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-04 0.00000000 USD -7726.63000000 USD 2400000.00000000 USD 21035.59000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2700000.00000000 OU Notional Amount USD 7791.66000000 0.000479655760 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-03-04 0.00000000 USD -3999.28000000 USD 2700000.00000000 USD 11790.94000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7300000.00000000 OU Notional Amount USD 58342.33000000 0.003591562599 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-05 0.00000000 USD -22677.04000000 USD 7300000.00000000 USD 81019.37000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2900000.00000000 OU Notional Amount USD 188917.02000000 0.011629760132 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-02-15 0.00000000 USD 0.00000000 USD 2900000.00000000 USD 188917.02000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10900000.00000000 OU Notional Amount USD 729544.63000000 0.044910877025 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-02-15 0.00000000 USD 0.00000000 USD 10900000.00000000 USD 729544.63000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 2885.05000000 0.000177604111 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-12 0.00000000 USD -1324.63000000 USD 500000.00000000 USD 4209.68000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7400000.00000000 OU Notional Amount USD 409701.74000000 0.025221300665 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-02-15 0.00000000 USD 0.00000000 USD 7400000.00000000 USD 409701.74000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD 119516.60000000 0.007357459851 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-02-15 0.00000000 USD 0.00000000 USD 2000000.00000000 USD 119516.60000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6700000.00000000 OU Notional Amount USD 4566.05000000 0.000281086723 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-21 0.00000000 USD -17123.20000000 USD 6700000.00000000 USD 21689.25000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3200000.00000000 OU Notional Amount USD 12877.12000000 0.000792717441 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-24 0.00000000 USD -8539.73000000 USD 3200000.00000000 USD 21416.85000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3400000.00000000 OU Notional Amount USD 25172.58000000 0.001549627806 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-25 0.00000000 USD -8846.99000000 USD 3400000.00000000 USD 34019.57000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4000000.00000000 OU Notional Amount USD 137451.20000000 0.008461516521 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-09-17 0.00000000 USD -11075.19000000 USD 4000000.00000000 USD 148526.39000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3100000.00000000 OU Notional Amount USD 58891.32000000 0.003625358506 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-03-03 0.00000000 USD -6186.71000000 USD 3100000.00000000 USD 65078.03000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 27930000.00000000 OU Notional Amount -503574.65000000 -0.03100013110 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR -348117.56000000 EUR 27930000.00000000 EUR -98982.98000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 18850000.00000000 OU Notional Amount 341114.66000000 0.020999069716 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-09-16 211887.25000000 EUR 0.00000000 EUR 18850000.00000000 EUR 92220.38000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 45420000.00000000 OU Notional Amount -1437815.21000000 -0.08851212033 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 GBP -679069.80000000 GBP 45420000.00000000 GBP -525650.73000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 41700000.00000000 OU Notional Amount 1618479.41000000 0.099633835630 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 1037646.79000000 GBP 0.00000000 GBP 41700000.00000000 GBP 226071.95000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 19940000.00000000 OU Notional Amount 679030.46000000 0.041801217131 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-03-18 45728.44000000 GBP 0.00000000 GBP 19940000.00000000 GBP 618358.07000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 29500000.00000000 OU Notional Amount USD 783758.95000000 0.048248318709 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-06-17 226402.16000000 USD 0.00000000 USD 29500000.00000000 USD 557356.79000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 21700000.00000000 OU Notional Amount USD 479628.59000000 0.029526008056 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-06-17 264895.79000000 USD 0.00000000 USD 21700000.00000000 USD 214732.80000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10400000.00000000 OU Notional Amount USD 339147.12000000 0.020877947658 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-06-17 199059.35000000 USD 0.00000000 USD 10400000.00000000 USD 140087.77000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3500000.00000000 OU Notional Amount USD -3571.75000000 -0.00021987746 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-05-28 0.00000000 USD -8684.68000000 USD 3500000.00000000 USD 5112.93000000 N N N 2026-08-03 PIMCO FUNDS Bijal Parikh Bijal Parikh Treasurer XXXX