NPORT-P false 0000835597 XXXXXXXX S000006419 C000017608 C000147408 SEI INSTITUTIONAL INTERNATIONAL TRUST 811-05601 0000835597 E8Z427H460ISEID6A824 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIT International Fixed Income Fund S000006419 LBQB1OG7EE0H97712G55 2026-09-30 2026-06-30 N 432732883.67 34514772.84 398218110.83 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 30241539.25000000 AUD BRL CAD CHF CLP CNY CNY COP CZK EUR GBP HUF IDR ILS ISK JPY KRW KZT MXN MYR NOK NZD PEN PHP PLN SEK SGD THB TRY USD ZAR N Bloomberg Global Aggregate ex-USD Index (USD Hedged 100%) LGAXUSDUH Agricultural Bank of China Ltd (Hong Kong Branch) N/A N/A 26500000.00000000 PA 3946896.31000000 0.991139328588 Long DBT NUSS CN N 2 2027-07-31 Fixed 2.80000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135DR4 101000.00000000 PA 116514.68000000 0.029259010786 Long DBT NUSS US N 2 2039-03-16 Fixed 4.05000000 N N N N N N AMCOR UK FINANCE PLC 549300DEUV6BE727FP17 0234EVAB7 650000.00000000 PA 750953.06000000 0.188578329206 Long DBT NUSS AU N 2 2032-05-29 Fixed 3.95000000 N N N N N N AMERICAN NATIONAL GROUP INC. 549300RK5RZQ740FPL83 025676AQ0 210000.00000000 PA USD 209215.62000000 0.052537946996 Long DBT CORP US N 2 2035-07-15 Fixed 6.00000000 N N N N N N ANHEUSER-BUSCH INBEV SA 5493008H3828EMEXB082 N/A 227000.00000000 PA 259389.66000000 0.065137584892 Long DBT NUSS BE N 2 2038-05-19 Fixed 3.87500000 N N N N N N ANHEUSER-BUSCH INBEV SA 5493008H3828EMEXB082 N/A 320000.00000000 PA 350701.30000000 0.088067641943 Long DBT NUSS BE N 2 2044-03-22 Fixed 3.95000000 N N N N N N APTIV SWISS HOLDINGS LIMITED N/A 03837EAA0 291000.00000000 PA 332510.62000000 0.083499622683 Long DBT NUSS JE N 2 2036-06-11 Fixed 4.25000000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 N/A 330000000.00000000 PA 2054977.04000000 0.516043088978 Long DBT NUSS XX N 2 2027-06-21 Fixed 2.35000000 N N N N N N ASTM S.P.A. 8156003F2286CFA55E20 N/A 200000.00000000 PA 207092.66000000 0.052004832117 Long DBT NUSS IT N 2 2033-11-25 Fixed 2.37500000 N N N N N N N/A N/A N/A 2.00000000 PA 152162.92000000 0.038210949191 N/A AU N 1 N N N N/A N/A N/A 26.00000000 PA 1978117.94000000 0.496742334465 N/A AU N 1 N N N Commonwealth of Australia 213800J6B7JSBDETCB42 N/A 2068000.00000000 PA 1376804.15000000 0.345741218833 Long DBT NUSS AU N 2 2028-05-21 Fixed 2.25000000 N N N N N N Commonwealth of Australia 213800J6B7JSBDETCB42 N/A 2244000.00000000 PA 1451957.02000000 0.364613507149 Long DBT NUSS AU N 2 2030-05-21 Fixed 2.50000000 N N N N N N Commonwealth of Australia 213800J6B7JSBDETCB42 N/A 1645000.00000000 PA 874798.74000000 0.219678290918 Long DBT NUSS AU N 2 2041-05-21 Fixed 2.75000000 N N N N N N Commonwealth of Australia 213800J6B7JSBDETCB42 N/A 532000.00000000 PA 267006.19000000 0.067050237731 Long DBT NUSS AU N 2 2047-03-21 Fixed 3.00000000 N N N N N N Commonwealth of Australia 213800J6B7JSBDETCB42 N/A 824000.00000000 PA 524808.91000000 0.131789312371 Long DBT NUSS AU N 2 2034-12-21 Fixed 3.50000000 N N N N N N Commonwealth of Australia 213800J6B7JSBDETCB42 N/A 450000.00000000 PA 300233.82000000 0.075394315786 Long DBT NUSS AU N 2 2036-03-21 Fixed 4.25000000 N N N N N N AUTOSTRADE PER L'ITALIA S.P.A. 815600149448CEB9B230 N/A 136000.00000000 PA 162044.21000000 0.040692325535 Long DBT NUSS IT N 2 2036-02-28 Fixed 4.62500000 N N N N N N BAKER HUGHES HOLDINGS LLC 549300XU3XH6F05YEQ93 05724BAF6 122000.00000000 PA 140400.77000000 0.035257253796 Long DBT NUSS US N 2 2034-03-11 Fixed 3.81200000 N N N N N N BAKER HUGHES HOLDINGS LLC 549300XU3XH6F05YEQ93 05724BAG4 133000.00000000 PA 154142.88000000 0.038708154101 Long DBT NUSS US N 2 2038-03-11 Fixed 4.19300000 N N N N N N BAKER HUGHES HOLDINGS LLC 549300XU3XH6F05YEQ93 05724BAH2 144000.00000000 PA 168455.74000000 0.042302380383 Long DBT NUSS US N 2 2046-03-11 Fixed 4.73700000 N N N N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 N/A 400000.00000000 PA 423543.57000000 0.106359695473 Long DBT NUSS ES N 2 2029-07-10 Fixed 0.25000000 N N N N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 N/A 300000.00000000 PA 357133.82000000 0.089682967772 Long DBT NUSS ES N 2 2033-08-23 Fixed 5.75000000 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL SA VBHFXSYT7OG62HNT8T76 N/A 300000.00000000 PA 344359.66000000 0.086475137778 Long DBT NUSS FR N 2 2032-06-16 Fixed 3.87500000 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL SA VBHFXSYT7OG62HNT8T76 N/A 300000.00000000 PA 346092.26000000 0.086910225976 Long DBT NUSS FR N 2 2034-02-03 Fixed 3.75000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 N/A 220000.00000000 PA 252279.54000000 0.063352101056 Long DBT NUSS GB N 2 2036-01-31 Fixed 3.94100000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 N/A 100000.00000000 PA 117923.76000000 0.029612857073 Long DBT NUSS GB N 2 2035-05-08 Fixed 4.34700000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 N/A 350000.00000000 PA 493569.49000000 0.123944510954 Long DBT NUSS GB N 2 2175-06-15 Fixed 9.25000000 N N N Y Y BARCLAYS PLC GBP XXXX N N N Bayer Aktiengesellschaft 549300J4U55H3WP1XT59 N/A 100000.00000000 PA 126450.30000000 0.031754030407 Long DBT NUSS DE N 2 2083-09-25 Fixed 7.00000000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887CV9 291000.00000000 PA 338005.29000000 0.084879436873 Long DBT NUSS US N 2 2032-06-07 Fixed 3.82800000 N N N N N N Royaume de Belgique 549300SZ25JZFHRHWD76 N/A 400933.00000000 PA 441747.82000000 0.110931122414 Long DBT NUSS BE N 2 2045-06-22 Fixed 3.75000000 N N N N N N BMS IRELAND CAPITAL FUNDING DESIGNATED ACTIVITY COMPANY 9845002AC2D55DFID596 N/A 122000.00000000 PA 138127.91000000 0.034686496229 Long DBT NUSS US N 2 2055-11-10 Fixed 4.58100000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 N/A 300000.00000000 PA 362155.36000000 0.090943970188 Long DBT NUSS FR N 2 2032-11-13 Fixed 4.75000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 N/A 1400000.00000000 PA 1439816.04000000 0.361564680470 Long DBT NUSS FR N 2 2046-10-13 Fixed 2.12500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 N/A 400000.00000000 PA 461274.67000000 0.115834678899 Long DBT NUSS FR N 2 2034-01-20 Fixed 4.00000000 N N N N N N Province of British Columbia 54930058TO7MEKUHWL16 110709AP7 1100000.00000000 PA 791736.39000000 0.198819784552 Long DBT NUSS CA N 2 2035-06-18 Fixed 4.00000000 N N N N N N Province of British Columbia 54930058TO7MEKUHWL16 110709FL1 7200000.00000000 PA 5406518.70000000 1.357677753211 Long DBT NUSS CA N 2 2037-06-18 Fixed 4.70000000 N N N N N N Banco Santander 5493006QMFDDMYWIAM13 N/A 2609122.00000000 NC -18963.30000000 -0.00476203856 N/A DIR BR N 2 Banco Santander 5493006QMFDDMYWIAM13 Y 2031-01-02 0.00000000 BRL 0.00000000 BRL -2609122.00000000 BRL -18963.30000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1785991.00000000 NC 4359.87000000 0.001094844729 N/A DIR XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Y 2028-05-04 0.00000000 EUR 0.00000000 EUR -1785991.00000000 EUR 4359.87000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 1783243.00000000 NC 1503.43000000 0.000377539333 N/A DIR XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Y 2028-04-29 0.00000000 EUR 0.00000000 EUR -1783243.00000000 EUR 1503.43000000 N N N GOLDMAN SACHS & CO. LLC KD3XUN7C6T14HNAYLU02 N/A 25800000.00000000 NC -1007817.79000000 -0.25308185705 N/A DIR XX N 2 GOLDMAN SACHS & CO. LLC KD3XUN7C6T14HNAYLU02 Y 2075-09-15 0.00000000 EUR -208469.83000000 EUR -25800000.00000000 EUR -799347.96000000 N N N GOLDMAN SACHS & CO. LLC KD3XUN7C6T14HNAYLU02 N/A 38000000.00000000 NC -132259.22000000 -0.03321275863 N/A DIR XX N 2 GOLDMAN SACHS & CO. LLC KD3XUN7C6T14HNAYLU02 Y 2055-09-20 0.00000000 EUR -669378.10000000 EUR -38000000.00000000 EUR 537118.88000000 N N N BROKER - BANCO SANTANDER SA N/A N/A 4480000.00000000 NC -43260.21000000 -0.01086344614 N/A DIR BR N 2 BROKER - BANCO SANTANDER SA N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL -4480000.00000000 BRL -43260.21000000 N N N BROKER - BARCLAYS BANK PLC N/A N/A 12185178.00000000 NC USD 53679.52000000 0.013479929350 N/A DIR US N 2 BROKER - BARCLAYS BANK PLC N/A Y 2031-04-28 0.00000000 USD 0.00000000 USD -12185178.00000000 USD 53679.52000000 N N N BROKER - BNP PARIBAS SA LONDON N/A N/A 190000.00000000 NC 1722.65000000 0.000432589566 N/A DIR CH N 2 BROKER - BNP PARIBAS SA LONDON N/A Y 2036-03-13 0.00000000 CHF 0.00000000 CHF -190000.00000000 CHF 1722.65000000 N N N BROKER - GOLDMAN SACHS INTERNATIONAL N/A N/A 4480000.00000000 NC -45515.19000000 -0.01142971370 N/A DIR BR N 2 BROKER - GOLDMAN SACHS INTERNATIONAL N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL -4480000.00000000 BRL -45515.19000000 N N N BROKER - GOLDMAN SACHS INTERNATIONAL N/A N/A 531832.00000000 NC 301.17000000 0.000075629408 N/A DIR XX N 2 BROKER - GOLDMAN SACHS INTERNATIONAL N/A Y 2028-04-24 0.00000000 EUR 0.00000000 EUR -531832.00000000 EUR 301.17000000 N N N BROKER - GOLDMAN SACHS INTERNATIONAL N/A N/A 1980906.00000000 NC 556.22000000 0.000139677223 N/A DIR XX N 2 BROKER - GOLDMAN SACHS INTERNATIONAL N/A Y 2028-04-17 0.00000000 EUR 0.00000000 EUR -1980906.00000000 EUR 556.22000000 N N N BROKER - GOLDMAN SACHS INTERNATIONAL N/A N/A 2300000.00000000 NC 1418.83000000 0.000356294694 N/A DIR SE N 2 BROKER - GOLDMAN SACHS INTERNATIONAL N/A Y 2031-03-13 0.00000000 SEK 0.00000000 SEK -2300000.00000000 SEK 1418.83000000 N N N BROKER - GOLDMAN SACHS INTERNATIONAL N/A N/A 9500000.00000000 NC 10291.98000000 0.002584508268 N/A DIR SE N 2 BROKER - GOLDMAN SACHS INTERNATIONAL N/A Y 2030-12-12 0.00000000 SEK 0.00000000 SEK -9500000.00000000 SEK 10291.98000000 N N N BROKER - JPMORGAN CHASE BANK LONDON N/A N/A 2486538.00000000 NC USD 5680.09000000 0.001426376612 N/A DIR US N 2 BROKER - JPMORGAN CHASE BANK LONDON N/A Y 2031-04-28 0.00000000 USD 0.00000000 USD -2486538.00000000 USD 5680.09000000 N N N BROKER - NOMURA INTERNATIONAL PLC N/A N/A 15000000.00000000 NC 13827.00000000 0.003472217768 N/A DIR CN N 2 BROKER - NOMURA INTERNATIONAL PLC N/A Y 2031-03-12 0.00000000 CNY 0.00000000 CNY -15000000.00000000 CNY 13827.00000000 N N N BROKER - NOMURA INTERNATIONAL PLC N/A N/A 18300000.00000000 NC 16792.48000000 0.004216905144 N/A DIR CN N 2 BROKER - NOMURA INTERNATIONAL PLC N/A Y 2031-04-08 0.00000000 CNY 0.00000000 CNY -18300000.00000000 CNY 16792.48000000 N N N Bundesrepublik Deutschland 529900AQBND3S6YJLY83 D2R8H4GD5 406000.00000000 PA 349992.00000000 0.087889523475 Long DBT NUSS DE N 2 2036-05-15 Fixed 0.00000000 N N N N N N Bundesrepublik Deutschland 529900AQBND3S6YJLY83 N/A 3151476.00000000 PA 3249883.51000000 0.816106405413 Long DBT NUSS DE N 2 2030-08-15 Fixed 0.00000000 N N N N N N Bundesrepublik Deutschland 529900AQBND3S6YJLY83 N/A 3700000.00000000 PA 3992265.57000000 1.002532396549 Long DBT NUSS DE N 2 2029-02-15 Fixed 0.25000000 N N N N N N Bundesrepublik Deutschland 529900AQBND3S6YJLY83 N/A 944000.00000000 PA 1054225.44000000 0.264735684121 Long DBT NUSS DE N 2 2035-02-15 Fixed 2.50000000 N N N N N N Bundesrepublik Deutschland 529900AQBND3S6YJLY83 N/A 11500000.00000000 PA 12223243.32000000 3.069484533117 Long DBT NUSS DE N 2 2041-05-15 Fixed 2.60000000 N N N N N N Bundesrepublik Deutschland 529900AQBND3S6YJLY83 N/A 1028000.00000000 PA 1160084.12000000 0.291318774422 Long DBT NUSS DE N 2 2034-08-15 Fixed 2.60000000 N N N N N N Bundesrepublik Deutschland 529900AQBND3S6YJLY83 N/A 450987.00000000 PA 506044.78000000 0.127077289113 Long DBT NUSS DE N 2 2035-08-15 Fixed 2.60000000 N N N N N N Bundesrepublik Deutschland 529900AQBND3S6YJLY83 N/A 399000.00000000 PA 412059.44000000 0.103475816090 Long DBT NUSS DE N 2 2056-08-15 Fixed 2.90000000 N N N N N N Bundesrepublik Deutschland 529900AQBND3S6YJLY83 N/A 856806.00000000 PA 1074441.26000000 0.269812253832 Long DBT NUSS DE N 2 2037-01-04 Fixed 4.00000000 N N N N N N BUNZL FINANCE PUBLIC LIMITED COMPANY 549300G276IH2GSE0E88 N/A 330000.00000000 PA 372476.45000000 0.093535788521 Long DBT NUSS GB N 2 2032-04-09 Fixed 3.37500000 N N N N N N Repubblica Italiana 815600DE60799F5A9309 N/A 14800000.00000000 PA 16955951.83000000 4.257955971580 Long DBT NUSS IT N 2 2033-06-15 Fixed 3.30000000 N N N N N N CADENT FINANCE PLC 5493005M8TJ0J6IMUF67 N/A 355000.00000000 PA 349144.82000000 0.087676780765 Long DBT NUSS GB N 2 2032-03-11 Fixed 0.75000000 N N N N N N CADENT FINANCE PLC 5493005M8TJ0J6IMUF67 N/A 390000.00000000 PA 447269.04000000 0.112317603804 Long DBT NUSS GB N 2 2033-04-16 Fixed 3.75000000 N N N N N N CaixaBank, S.A. 7CUNS533WID6K7DGFI87 N/A 300000.00000000 PA 340771.72000000 0.085574139079 Long DBT NUSS ES N 2 2027-01-11 Fixed 1.25000000 N N N N N N CaixaBank, S.A. 7CUNS533WID6K7DGFI87 N/A 200000.00000000 PA 237070.20000000 0.059532751914 Long DBT NUSS ES N 2 2029-07-19 Fixed 5.00000000 N N N N N N Canada N/A N/A 76.00000000 NC 6487654.63000000 1.629171163631 N/A DIR CA N 1 MORGAN STANLEY & CO, INC N/A Long Canada Govt. Bond Futures Canadian Govt 10 Year Bond Future Sep 2026 2026-09-21 6603287.55000000 CAD -115632.92000000 N N N Canada N/A N/A -30.00000000 NC -2560916.30000000 -0.64309388005 N/A DIR CA N 1 MORGAN STANLEY & CO, INC N/A Short Canada Govt. Bond Futures Canadian Govt 10 Year Bond Future Sep 2026 2026-09-21 -2606238.43000000 CAD 45322.13000000 N N N Canada Housing Trust No. 1 549300M44WH89JG50067 13509PHD8 1225000.00000000 PA 841194.01000000 0.211239516014 Long DBT NUSS CA N 2 2029-09-15 Fixed 2.10000000 N N N N N N Canada 4BFD7AQU0A75QLAHK410 135087H72 1565000.00000000 PA 785097.76000000 0.197152700655 Long DBT NUSS CA N 2 2051-12-01 Fixed 2.00000000 N N N N N N Canada 4BFD7AQU0A75QLAHK410 135087N26 420000.00000000 PA 272991.86000000 0.068553351185 Long DBT NUSS CA N 2 2031-12-01 Fixed 1.50000000 N N N N N N Canada 4BFD7AQU0A75QLAHK410 135087J39 3809000.00000000 PA 2641237.79000000 0.663264105315 Long DBT NUSS CA N 2 2029-06-01 Fixed 2.25000000 N N N N N N Canada 4BFD7AQU0A75QLAHK410 135087P32 1351000.00000000 PA 916975.48000000 0.230269657522 Long DBT NUSS CA N 2 2032-12-01 Fixed 2.50000000 N N N N N N Canada 4BFD7AQU0A75QLAHK410 135087Q23 172000.00000000 PA 118068.07000000 0.029649096007 Long DBT NUSS CA N 2 2033-06-01 Fixed 2.75000000 N N N N N N Canada 4BFD7AQU0A75QLAHK410 135087R48 607000.00000000 PA 420811.98000000 0.105673742242 Long DBT NUSS CA N 2 2034-06-01 Fixed 3.00000000 N N N N N N Canada 4BFD7AQU0A75QLAHK410 135087P57 567000.00000000 PA 404687.13000000 0.101624491451 Long DBT NUSS CA N 2 2028-03-01 Fixed 3.50000000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 13607QUM2 240000.00000000 PA USD 240540.00000000 0.060404083455 Long DBT NUSS CA N 2 2086-07-28 Fixed 6.50000000 N N N Y Y CANADIAN IMPERIAL BANK OF COMMERCE CAD XXXX N N N CENTRICA PLC E26EDV109X6EEPBKVH76 N/A 350000.00000000 PA 475540.16000000 0.119417009690 Long DBT NUSS GB N 2 2055-05-21 Fixed 6.50000000 N N N N N N CENTRICA PLC E26EDV109X6EEPBKVH76 N/A 179000.00000000 PA 234949.58000000 0.059000224653 Long DBT NUSS GB N 2 2029-03-13 Fixed 4.37500000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CS1 155000.00000000 PA USD 150024.24000000 0.037673886726 Long DBT CORP US N 2 2035-12-01 Fixed 5.85000000 N N N N N N CHINA DEVELOPMENT BANK 300300C1020111000029 N/A 4000000.00000000 PA 676226.50000000 0.169813095288 Long DBT NUSS CN N 2 2032-08-02 Fixed 4.30000000 N N N N N N China Development Bank (Hong Kong Branch) N/A N/A 7510000.00000000 PA 1137594.85000000 0.285671298984 Long DBT NUSS CN N 2 2029-04-23 Fixed 2.60000000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 1740000.00000000 PA 259761.79000000 0.065231033681 Long DBT NUSS CN N 2 2029-10-15 Fixed 1.74000000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 4780000.00000000 PA 731299.31000000 0.183642905762 Long DBT NUSS CN N 2 2034-08-25 Fixed 2.11000000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 40000000.00000000 PA 6051260.59000000 1.519584475298 Long DBT NUSS CN N 2 2029-03-15 Fixed 2.39000000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 13880000.00000000 PA 2080791.54000000 0.522525591732 Long DBT NUSS CN N 2 2027-06-04 Fixed 2.85000000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 12430000.00000000 PA 2352398.49000000 0.590731166168 Long DBT NUSS CN N 2 2050-09-14 Fixed 3.81000000 N N N N N N CI FINANCIAL CORP. 549300M9W7JJQSVCEM78 DC1465970 170000.00000000 PA 196733.11000000 0.049403355761 Long DBT NUSS CA N 2 2031-12-12 Fixed 4.62500000 N N N N N N CITADEL FINANCE LLC 549300BQL283NCR7P163 17287HAD2 1000000.00000000 PA USD 1008353.06000000 0.253216273337 Long DBT CORP US N 2 2030-02-10 Fixed 5.90000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 N/A 640000.00000000 PA 721145.50000000 0.181093094559 Long DBT NUSS US N 2 2034-10-22 Fixed 3.49300000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 N/A 380000.00000000 PA 444665.94000000 0.111663916810 Long DBT NUSS US N 2 2036-04-29 Fixed 4.11300000 N N N N N N COMMERZBANK Aktiengesellschaft. 851WYGNLUQLFZBSYGB56 N/A 400000.00000000 PA 485357.97000000 0.121882445021 Long DBT NUSS DE N 2 2175-04-09 Fixed 6.50000000 N N N N N N COMMERZBANK Aktiengesellschaft. 851WYGNLUQLFZBSYGB56 N/A 200000.00000000 PA 258412.64000000 0.064892236935 Long DBT NUSS DE N 2 2175-04-09 Fixed 7.87500000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 N/A 300000.00000000 PA 312195.92000000 0.078398222358 Long DBT NUSS NL N 2 2032-05-31 Fixed 1.25000000 N N N N N N CREDIT AGRICOLE ASSURANCES SA 969500K2MUPSI57XK083 N/A 100000.00000000 PA 117272.56000000 0.029449328599 Long DBT NUSS FR N 2 2048-09-27 Fixed 4.75000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 N/A 200000.00000000 PA 239450.27000000 0.060130431913 Long DBT NUSS FR N 2 2033-11-27 Fixed 4.37500000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 N/A 400000.00000000 PA 483262.98000000 0.121356353931 Long DBT NUSS FR N 2 2175-03-23 Fixed 6.50000000 N N N N N N BARCLAYS BANK PLC 213800IQAOC5HG62T347 CDS012505 1200000.00000000 NC USD -7808.66000000 -0.00196090026 N/A DCR US N 2 BARCLAYS BANK PLC 213800IQAOC5HG62T347 Y 2031-06-20 3890.03000000 USD 0.00000000 USD 1200000.00000000 USD -11698.69000000 N N N BARCLAYS BANK PLC 213800IQAOC5HG62T347 CDS095821 687000.00000000 NC USD -4470.46000000 -0.00112261594 N/A DCR US N 2 BARCLAYS BANK PLC 213800IQAOC5HG62T347 Y 2031-06-20 2528.87000000 USD 0.00000000 USD 687000.00000000 USD -6999.33000000 N N N BROKER - MERRILL LYNCH INTERNATIONAL N/A N/A 1256000.00000000 NC -165184.71000000 -0.04148096369 N/A DCR XX N 2 BROKER - MERRILL LYNCH INTERNATIONAL N/A Y 2030-12-20 0.00000000 EUR -103089.78000000 EUR 1256000.00000000 EUR -62094.93000000 N N N BROKER - JPMORGAN CHASE BANK LONDON N/A CDS018730 3492000.00000000 NC USD -76844.61000000 -0.01929711580 N/A DCR US N 2 BROKER - JPMORGAN CHASE BANK LONDON N/A Y 2031-06-20 0.00000000 USD -54287.70000000 USD 3492000.00000000 USD -22556.91000000 N N N BROKER - BARCLAYS BANK PLC N/A CDS074242 2328000.00000000 NC USD -51229.74000000 -0.01286474386 N/A DCR US N 2 BROKER - BARCLAYS BANK PLC N/A Y 2031-06-20 0.00000000 USD -36165.49000000 USD 2328000.00000000 USD -15064.25000000 N N N BROKER - BARCLAYS BANK PLC N/A CDS049516 687000.00000000 NC USD -4470.46000000 -0.00112261594 N/A DCR US N 2 BROKER - BARCLAYS BANK PLC N/A Y 2031-06-20 3706.72000000 USD 0.00000000 USD 687000.00000000 USD -8177.18000000 N N N BARCLAYS BANK PLC 213800IQAOC5HG62T347 CDS252921 -800000.00000000 NC USD 64111.50000000 0.016099594231 N/A DCR US N 2 BARCLAYS BANK PLC 213800IQAOC5HG62T347 Y 2031-06-20 34200.00000000 USD 0.00000000 USD -800000.00000000 USD 29911.50000000 N N N BROKER - MERRILL LYNCH INTERNATIONAL N/A CDS073830 3880000.00000000 NC USD -85382.90000000 -0.02144123978 N/A DCR US N 2 BROKER - MERRILL LYNCH INTERNATIONAL N/A Y 2031-06-20 0.00000000 USD -59442.90000000 USD 3880000.00000000 USD -25940.00000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 N/A 300000.00000000 PA 359269.59000000 0.090219299481 Long DBT NUSS DE N 2 2030-09-05 Fixed 5.00000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 N/A 400000.00000000 PA 496764.46000000 0.124746827552 Long DBT NUSS DE N 2 2175-04-30 Fixed 7.37500000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 N/A 900000.00000000 PA 973921.30000000 0.244569815765 Long DBT NUSS DE N 2 2030-11-19 Fixed 1.75000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 N/A 200000.00000000 PA 227565.68000000 0.057145989549 Long DBT NUSS DE N 2 2029-06-16 Fixed 3.00000000 N N N N N N DS SMITH LIMITED 39RSBE4RCI4M15BLWH36 N/A 440000.00000000 PA 520551.51000000 0.130720199770 Long DBT NUSS GB N 2 2030-07-27 Fixed 4.50000000 N N N N N N Eagle Funding LuxCo S.a r.l. 894500VDP08MVIZ6OA60 26951TAA8 1800000.00000000 PA USD 1807290.00000000 0.453844250386 Long DBT NUSS MX N 2 2030-08-17 Fixed 5.50000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 N/A 900000.00000000 PA 1035163.92000000 0.259948980683 Long DBT NUSS FR N 2 2043-01-25 Fixed 4.62500000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 N/A 600000.00000000 PA 737536.59000000 0.185209203183 Long DBT NUSS FR N 2 2174-12-06 Fixed 7.50000000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 N/A 200000.00000000 PA 231367.93000000 0.058100805490 Long DBT NUSS FR N 2 2042-09-06 Fixed 4.50000000 N N N N N N EUR-EURIBOR N/A N/A 4000000.00000000 NC 66266.65000000 0.016640792620 N/A DIR XX N 1 EUR-EURIBOR N/A Put Purchased N/A N/A 0.00000000 3.15800000 EUR 2027-06-07 XXXX -37417.19000000 N N N EUR-EURIBOR N/A N/A 4000000.00000000 NC 165168.53000000 0.041476900599 N/A DIR XX N 1 EUR-EURIBOR N/A Call Purchased N/A N/A 0.00000000 3.15800000 EUR 2027-06-07 XXXX 61484.69000000 N N N GOLDMAN, SACHS & CO. N/A N/A 66.00000000 NC 8706331.62000000 2.186322365362 N/A DIR DE N 1 GOLDMAN, SACHS & CO. N/A Long N/A N/A 2026-09-11 8785915.35000000 EUR -79583.73000000 N N N GOLDMAN, SACHS & CO. N/A N/A -17.00000000 NC -2319701.37000000 -0.58252030907 N/A DIR DE N 1 GOLDMAN, SACHS & CO. N/A Short N/A N/A 2026-09-11 -2326976.33000000 EUR 7274.96000000 N N N MORGAN STANLEY & CO, INC N/A N/A -61.00000000 NC -8323634.33000000 -2.09021993315 N/A DIR DE N 1 MORGAN STANLEY & CO, INC N/A Short N/A N/A 2026-09-11 -8332728.96000000 EUR 9094.63000000 N N N GOLDMAN, SACHS & CO. N/A N/A 21.00000000 NC 3057348.00000000 0.767757145356 N/A DIR DE N 1 GOLDMAN, SACHS & CO. N/A Long N/A N/A 2026-09-11 3068235.85000000 EUR -10887.85000000 N N N MORGAN STANLEY & CO, INC N/A N/A -38.00000000 NC -5532344.00000000 -1.38927483445 N/A DIR DE N 1 MORGAN STANLEY & CO, INC N/A Short N/A N/A 2026-09-11 -5586822.08000000 EUR 54478.08000000 N N N DEUTSCHE BANK SECURITIES, INC. N/A N/A -5.00000000 NC -635789.91000000 -0.15965871282 N/A DIR DE N 1 DEUTSCHE BANK SECURITIES, INC. N/A Short N/A N/A 2026-09-11 -628620.28000000 EUR -7169.63000000 N N N MORGAN STANLEY & CO, INC N/A N/A -21.00000000 NC -2670317.61000000 -0.67056659086 N/A DIR DE N 1 MORGAN STANLEY & CO, INC N/A Short N/A N/A 2026-09-11 -2669813.41000000 EUR -504.20000000 N N N GOLDMAN, SACHS & CO. N/A N/A -25.00000000 NC -3429332.54000000 -0.86116940609 N/A DIR DE N 1 GOLDMAN, SACHS & CO. N/A Short N/A N/A 2026-09-11 -3480072.19000000 EUR 50739.65000000 N N N BNP PARIBAS N/A N/A 151.00000000 NC 18292776.62000000 4.593657626940 N/A DIR DE N 1 BNP PARIBAS N/A Long N/A N/A 2026-09-11 18423774.75000000 EUR -130998.13000000 N N N EUROFINS SCIENTIFIC SE 529900JEHFM47DYY3S57 N/A 660000.00000000 PA 789232.18000000 0.198190930682 Long DBT NUSS LU N 2 2030-09-06 Fixed 4.75000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 L32482BR8 768000.00000000 PA 1080249.19000000 0.271270733455 Long DBT NUSS XX N 2 2032-06-07 Fixed 5.62500000 N N N N N N European Union 529900FZRK8FGMPEOM08 N/A 1805000.00000000 PA 1727267.99000000 0.433749230139 Long DBT NUSS XX N 2 2053-03-04 Fixed 3.00000000 N N N N N N European Union 529900FZRK8FGMPEOM08 N/A 1722000.00000000 PA 1960693.07000000 0.492366624389 Long DBT NUSS XX N 2 2026-09-04 Fixed 0.00000000 N N N N N N European Union 529900FZRK8FGMPEOM08 N/A 3680000.00000000 PA 4172386.07000000 1.047764015881 Long DBT NUSS XX N 2 2026-11-06 Fixed 0.00000000 N N N N N N European Union 529900FZRK8FGMPEOM08 N/A 1200000.00000000 PA 1357803.03000000 0.340969682963 Long DBT NUSS XX N 2 2026-12-04 Fixed 0.00000000 N N N N N N European Union 529900FZRK8FGMPEOM08 N/A 3000000.00000000 PA 3411804.28000000 0.856767732860 Long DBT NUSS XX N 2 2036-12-12 Fixed 3.25000000 N N N N N N European Union 529900FZRK8FGMPEOM08 N/A 2947000.00000000 PA 3417524.03000000 0.858204068839 Long DBT NUSS XX N 2 2035-12-12 Fixed 3.37500000 N N N N N N European Union 529900FZRK8FGMPEOM08 N/A 1070000.00000000 PA 1218576.49000000 0.306007300235 Long DBT NUSS XX N 2 2055-10-12 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F052672 4000000.00000000 PA USD 4012780.96000000 1.007684193879 Long DBT USGA US N 2 2056-07-15 Fixed 5.50000000 N N N N N N FISERV FUNDING UNLIMITED COMPANY 254900RNWK5SE9A0I712 337735AC8 193000.00000000 PA 213560.24000000 0.053628962167 Long DBT NUSS US N 2 2036-06-15 Fixed 4.00000000 N N N N N N FLUVIUS SYSTEM OPERATOR CV 549300WSQWO0M3PK2J78 N/A 400000.00000000 PA 462886.46000000 0.116239429451 Long DBT NUSS BE N 2 2034-05-02 Fixed 3.87500000 N N N N N N FLUXYS SA 529900UEWUHSPPJQ1R79 N/A 400000.00000000 PA 464017.26000000 0.116523394436 Long DBT NUSS BE N 2 2030-11-28 Fixed 4.00000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397D67 280000.00000000 PA USD 297845.90000000 0.074794664506 Long DBT CORP US N 2 2033-11-07 Fixed 7.12200000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AJ2 250000.00000000 PA USD 264358.61000000 0.066385380978 Long DBT CORP US N 2 2037-01-25 Fixed 6.20000000 N N N N N N Republique Francaise 969500KCGF3SUYJHPV70 F26348DB9 15600000.00000000 PA 18058249.38000000 4.534763459743 Long DBT NUSS FR N 2 2033-11-25 Fixed 3.50000000 N N N N N N BROWN BROTHERS HARRIMAN & CO. N/A N/A 1.00000000 NC -10696.37000000 -0.00268605814 N/A DFE AU N 2 BROWN BROTHERS HARRIMAN & CO. N/A 754375.43000000 USD 1074139.13000000 AUD 2026-07-22 -10696.37000000 N N N J P MORGAN CHASE BANK N/A N/A 1.00000000 NC -2440.29000000 -0.00061280236 N/A DFE AU N 2 J P MORGAN CHASE BANK N/A 55522.41000000 USD 76700.00000000 AUD 2026-08-10 -2440.29000000 N N N HSBC N/A N/A 1.00000000 NC -24644.77000000 -0.00618876171 N/A DFE BR N 2 HSBC N/A 1104697.26000000 USD 5639181.26000000 BRL 2026-08-04 -24644.77000000 N N N HSBC N/A N/A 1.00000000 NC -21373.12000000 -0.00536718934 N/A DFE BR N 2 HSBC N/A 1101425.61000000 USD 5639181.27000000 BRL 2026-08-04 -21373.12000000 N N N HSBC N/A N/A 1.00000000 NC 1500.87000000 0.000376896469 N/A DFE BR N 2 HSBC N/A 740000.00000000 USD 3871532.00000000 BRL 2026-08-04 1500.87000000 N N N HSBC N/A N/A 1.00000000 NC -14715.83000000 -0.00369541957 N/A DFE BR N 2 HSBC N/A 644528.30000000 USD 3288383.39000000 BRL 2026-08-04 -14715.83000000 N N N HSBC N/A N/A 1.00000000 NC 252.42000000 0.000063387373 N/A DFE BR N 2 HSBC N/A 780000.00000000 USD 4073862.00000000 BRL 2026-08-04 252.42000000 N N N HSBC N/A N/A 1.00000000 NC -18262.15000000 -0.00458596671 N/A DFE BR N 2 HSBC N/A 825471.70000000 USD 4214610.86000000 BRL 2026-08-04 -18262.15000000 N N N BROWN BROTHERS HARRIMAN & CO. N/A N/A 1.00000000 NC -14883.41000000 -0.00373750203 N/A DFE CA N 2 BROWN BROTHERS HARRIMAN & CO. N/A 555716.10000000 USD 766441.42000000 CAD 2026-07-22 -14883.41000000 N N N BROWN BROTHERS HARRIMAN & CO. N/A N/A 1.00000000 NC -60028.06000000 -0.01507416623 N/A DFE CA N 2 BROWN BROTHERS HARRIMAN & CO. N/A 1430000.00000000 USD 1941456.66000000 CAD 2026-07-22 -60028.06000000 N N N GOLDMAN, SACHS & CO. N/A N/A 1.00000000 NC -1380.65000000 -0.00034670698 N/A DFE CH N 2 GOLDMAN, SACHS & CO. N/A 48243.72000000 USD 37700.00000000 CHF 2026-07-22 -1380.65000000 N N N CITIGROUP N/A N/A 1.00000000 NC -723.71000000 -0.00018173708 N/A DFE CL N 2 CITIGROUP N/A 29915.44000000 USD 26895176.00000000 CLP 2026-07-22 -723.71000000 N N N CITIGROUP N/A N/A 1.00000000 NC -7098.78000000 -0.00178263615 N/A DFE CL N 2 CITIGROUP N/A 220000.00000000 USD 196152000.00000000 CLP 2026-07-22 -7098.78000000 N N N CITIGROUP N/A N/A 1.00000000 NC -14425.42000000 -0.00362249219 N/A DFE CL N 2 CITIGROUP N/A 512581.55000000 USD 458965520.00000000 CLP 2026-07-22 -14425.42000000 N N N CITIGROUP N/A N/A 1.00000000 NC -9465.93000000 -0.00237707169 N/A DFE CL N 2 CITIGROUP N/A 313390.31000000 USD 280014242.00000000 CLP 2026-07-22 -9465.93000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC 6043.15000000 0.001517547754 N/A DFE CN N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 784356.71000000 USD 5367000.00000000 CNY 2026-07-13 6043.15000000 N N N CREDIT AGRICOLE SECURITIES (USA) INC. N/A N/A 1.00000000 NC -2532.92000000 -0.00063606348 N/A DFE CN N 2 CREDIT AGRICOLE SECURITIES (USA) INC. N/A 1935610.80000000 USD 13135409.13000000 CNY 2026-07-22 -2532.92000000 N N N BNP PARIBAS N/A N/A 1.00000000 NC 1358.94000000 0.000341255197 N/A DFE CN N 2 BNP PARIBAS N/A 780000.00000000 USD 5295576.00000000 CNY 2026-07-22 1358.94000000 N N N BNP PARIBAS N/A N/A 1.00000000 NC 1078.61000000 0.000270859102 N/A DFE CN N 2 BNP PARIBAS N/A 885243.37000000 USD 6006951.67000000 CNY 2026-07-22 1078.61000000 N N N BNP PARIBAS N/A N/A 1.00000000 NC 1311.09000000 0.000329239169 N/A DFE CN N 2 BNP PARIBAS N/A 740000.00000000 USD 5024156.00000000 CNY 2026-07-22 1311.09000000 N N N BNP PARIBAS N/A N/A 1.00000000 NC 450.75000000 0.000113191737 N/A DFE CN N 2 BNP PARIBAS N/A 544756.63000000 USD 3695084.22000000 CNY 2026-07-22 450.75000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC -4789.25000000 -0.00120267006 N/A DFE CN N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 720106.32000000 USD 4849700.00000000 CNY 2026-09-08 -4789.25000000 N N N J P MORGAN CHASE BANK N/A N/A 1.00000000 NC 1806.13000000 0.000453552952 N/A DFE CO N 2 J P MORGAN CHASE BANK N/A 35124.39000000 USD 127846100.00000000 COP 2026-07-21 1806.13000000 N N N J P MORGAN CHASE BANK N/A N/A 1.00000000 NC 47474.46000000 0.011921722972 N/A DFE CO N 2 J P MORGAN CHASE BANK N/A 623331.56000000 USD 2322196775.00000000 COP 2026-07-21 47474.46000000 N N N MORGAN STANLEY & CO, INC N/A N/A 1.00000000 NC 86609.58000000 0.021749282025 N/A DFE CO N 2 MORGAN STANLEY & CO, INC N/A 837989.07000000 USD 3202794218.00000000 COP 2026-07-22 86609.58000000 N N N MORGAN STANLEY & CO, INC N/A N/A 1.00000000 NC 4555.22000000 0.001143900760 N/A DFE CO N 2 MORGAN STANLEY & CO, INC N/A 114121.41000000 USD 411093849.20000000 COP 2026-07-22 4555.22000000 N N N MORGAN STANLEY & CO, INC N/A N/A 1.00000000 NC 3819.75000000 0.000959210517 N/A DFE CO N 2 MORGAN STANLEY & CO, INC N/A 111642.71000000 USD 399960008.60000000 COP 2026-07-22 3819.75000000 N N N MORGAN STANLEY & CO, INC N/A N/A 1.00000000 NC 4045.35000000 0.001015862887 N/A DFE CO N 2 MORGAN STANLEY & CO, INC N/A 111642.71000000 USD 400741507.60000000 COP 2026-07-22 4045.35000000 N N N MORGAN STANLEY & CO, INC N/A N/A 1.00000000 NC 21010.23000000 0.005276060889 N/A DFE CO N 2 MORGAN STANLEY & CO, INC N/A 204436.94000000 USD 780945233.80000000 COP 2026-07-22 21010.23000000 N N N MORGAN STANLEY & CO, INC N/A N/A 1.00000000 NC 5312.59000000 0.001334090503 N/A DFE CO N 2 MORGAN STANLEY & CO, INC N/A 155933.21000000 USD 558552758.20000000 COP 2026-07-22 5312.59000000 N N N MORGAN STANLEY & CO, INC N/A N/A 1.00000000 NC 122020.89000000 0.030641722885 N/A DFE CO N 2 MORGAN STANLEY & CO, INC N/A 1154805.82000000 USD 4422906301.00000000 COP 2026-07-22 122020.89000000 N N N MORGAN STANLEY & CO, INC N/A N/A 1.00000000 NC 21004.82000000 0.005274702337 N/A DFE CO N 2 MORGAN STANLEY & CO, INC N/A 204442.35000000 USD 780945233.80000000 COP 2026-07-22 21004.82000000 N N N MORGAN STANLEY & CO, INC N/A N/A 1.00000000 NC 9585.45000000 0.002407085398 N/A DFE CO N 2 MORGAN STANLEY & CO, INC N/A 276659.96000000 USD 991549296.60000000 COP 2026-07-22 9585.45000000 N N N BNP PARIBAS N/A N/A 1.00000000 NC -37245.34000000 -0.00935300002 N/A DFE XX N 2 BNP PARIBAS N/A 2101507.69000000 GBP 2404540.37000000 EUR 2026-07-22 -37245.34000000 N N N BNP PARIBAS N/A N/A 1.00000000 NC -30857.82000000 -0.00774897453 N/A DFE XX N 2 BNP PARIBAS N/A 2144517.30000000 GBP 2460000.00000000 EUR 2026-07-22 -30857.82000000 N N N BNP PARIBAS N/A N/A 1.00000000 NC 10024.65000000 0.002517376715 N/A DFE XX N 2 BNP PARIBAS N/A 3651764.48000000 USD 3200000.00000000 EUR 2026-07-22 10024.65000000 N N N BNP PARIBAS N/A N/A 1.00000000 NC -43434.49000000 -0.01090721110 N/A DFE XX N 2 BNP PARIBAS N/A 1302174.50000000 USD 1100000.00000000 EUR 2026-07-22 -43434.49000000 N N N BNP PARIBAS N/A N/A 1.00000000 NC -47087.84000000 -0.01182463547 N/A DFE XX N 2 BNP PARIBAS N/A 1877982.40000000 USD 1600000.00000000 EUR 2026-07-22 -47087.84000000 N N N BNP PARIBAS N/A N/A 1.00000000 NC -32966.91000000 -0.00827860639 N/A DFE XX N 2 BNP PARIBAS N/A 1062845.10000000 USD 900000.00000000 EUR 2026-07-22 -32966.91000000 N N N BARCLAY BANK PLC N/A N/A 1.00000000 NC 17204.97000000 0.004320489081 N/A DFE GB N 2 BARCLAY BANK PLC N/A 2820000.00000000 EUR 2444658.00000000 GBP 2026-07-22 17204.97000000 N N N BARCLAY BANK PLC N/A N/A 1.00000000 NC -2579.32000000 -0.00064771539 N/A DFE GB N 2 BARCLAY BANK PLC N/A 140000.00000000 USD 103554.36000000 GBP 2026-07-22 -2579.32000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC -25151.01000000 -0.00631588803 N/A DFE GB N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 1673240.91000000 USD 1242000.00000000 GBP 2026-09-01 -25151.01000000 N N N J P MORGAN CHASE BANK N/A N/A 1.00000000 NC -2306.33000000 -0.00057916250 N/A DFE JP N 2 J P MORGAN CHASE BANK N/A 92549.95000000 USD 14652800.00000000 JPY 2026-07-13 -2306.33000000 N N N J P MORGAN CHASE BANK N/A N/A 1.00000000 NC -13161.49000000 -0.00330509578 N/A DFE JP N 2 J P MORGAN CHASE BANK N/A 563058.92000000 USD 89286500.00000000 JPY 2026-07-13 -13161.49000000 N N N BAML N/A N/A 1.00000000 NC -16542.00000000 -0.00415400494 N/A DFE JP N 2 BAML N/A 503490.88000000 USD 78989965.00000000 JPY 2026-07-22 -16542.00000000 N N N BAML N/A N/A 1.00000000 NC -35731.27000000 -0.00897278878 N/A DFE JP N 2 BAML N/A 1440000.00000000 USD 227792160.00000000 JPY 2026-07-22 -35731.27000000 N N N BAML N/A N/A 1.00000000 NC -23049.27000000 -0.00578810189 N/A DFE JP N 2 BAML N/A 710000.00000000 USD 111433080.00000000 JPY 2026-07-22 -23049.27000000 N N N BAML N/A N/A 1.00000000 NC -18234.77000000 -0.00457909108 N/A DFE JP N 2 BAML N/A 719153.73000000 USD 113698924.00000000 JPY 2026-07-22 -18234.77000000 N N N J P MORGAN CHASE BANK N/A N/A 1.00000000 NC -26429.98000000 -0.00663706126 N/A DFE KR N 2 J P MORGAN CHASE BANK N/A 1107558.59000000 USD 1671173000.00000000 KRW 2026-08-24 -26429.98000000 N N N J P MORGAN CHASE BANK N/A N/A 1.00000000 NC -25685.41000000 -0.00645008584 N/A DFE KR N 2 J P MORGAN CHASE BANK N/A 780844.63000000 USD 1167300259.00000000 KRW 2026-08-24 -25685.41000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC 10763.95000000 0.002703028744 N/A DFE RO N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 355552.98000000 USD 176176500.00000000 KZT 2026-07-22 10763.95000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC 7724.42000000 0.001939746031 N/A DFE RO N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 358592.51000000 USD 176176500.00000000 KZT 2026-07-22 7724.42000000 N N N STATE STREET N/A N/A 1.00000000 NC 1523.64000000 0.000382614441 N/A DFE MX N 2 STATE STREET N/A 319022.26000000 USD 5611463.14000000 MXN 2026-07-22 1523.64000000 N N N STATE STREET N/A N/A 1.00000000 NC -1254.41000000 -0.00031500576 N/A DFE MX N 2 STATE STREET N/A 380666.20000000 USD 6641967.00000000 MXN 2026-07-22 -1254.41000000 N N N STATE STREET N/A N/A 1.00000000 NC -331.31000000 -0.00008319812 N/A DFE MX N 2 STATE STREET N/A 182041.40000000 USD 3181009.35000000 MXN 2026-07-22 -331.31000000 N N N J P MORGAN CHASE BANK N/A N/A 1.00000000 NC -1183.95000000 -0.00029731194 N/A DFE MX N 2 J P MORGAN CHASE BANK N/A 341776.61000000 USD 5963900.00000000 MXN 2026-07-27 -1183.95000000 N N N J P MORGAN CHASE BANK N/A N/A 1.00000000 NC -20101.36000000 -0.00504782666 N/A DFE NO N 2 J P MORGAN CHASE BANK N/A 285913.11000000 USD 2631200.00000000 NOK 2026-08-10 -20101.36000000 N N N J P MORGAN CHASE BANK N/A N/A 1.00000000 NC -106802.65000000 -0.02682013878 N/A DFE NO N 2 J P MORGAN CHASE BANK N/A 1922261.96000000 USD 17970750.00000000 NOK 2026-08-10 -106802.65000000 N N N CITIGROUP N/A N/A 1.00000000 NC -7239.09000000 -0.00181787060 N/A DFE PH N 2 CITIGROUP N/A 661302.08000000 USD 40182036.98000000 PHP 2026-07-22 -7239.09000000 N N N CITIGROUP N/A N/A 1.00000000 NC -6577.21000000 -0.00165166018 N/A DFE PH N 2 CITIGROUP N/A 728697.92000000 USD 44363129.37000000 PHP 2026-07-22 -6577.21000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC -17742.02000000 -0.00445535236 N/A DFE SE N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 1623584.46000000 USD 15461200.00000000 SEK 2026-09-28 -17742.02000000 N N N CITIGROUP N/A N/A 1.00000000 NC -39854.31000000 -0.01000816108 N/A DFE TH N 2 CITIGROUP N/A 1060000.00000000 USD 33819300.00000000 THB 2026-07-22 -39854.31000000 N N N BARCLAY BANK PLC N/A N/A 1.00000000 NC 26233.52000000 0.006587726496 N/A DFE TR N 2 BARCLAY BANK PLC N/A 1440000.00000000 USD 69654240.00000000 TRY 2026-07-22 26233.52000000 N N N MIDLAND WALWYN CAPITAL INC. N/A N/A 1.00000000 NC USD 432300.95000000 0.108558837040 N/A DFE US N 2 MIDLAND WALWYN CAPITAL INC. N/A 25000000.00000000 AUD 17748185.00000000 USD 2026-07-10 432300.95000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 75893.06000000 0.019058163839 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 6109083.44000000 AUD 4305510.34000000 USD 2026-07-22 75893.06000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC USD 153037.17000000 0.038430489683 N/A DFE US N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 7839220.00000000 AUD 5578362.30000000 USD 2026-08-10 153037.17000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 14589.86000000 0.003663786152 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 3288457.91000000 BRL 644416.60000000 USD 2026-08-04 14589.86000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 8473.55000000 0.002127866555 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 2817815.19000000 BRL 548159.75000000 USD 2026-08-04 8473.55000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 11201.55000000 0.002812918271 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 3948394.68000000 BRL 767423.65000000 USD 2026-08-04 11201.55000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC USD 86613.85000000 0.021750354301 N/A DFE US N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 5404050.00000000 CAD 3897785.21000000 USD 2026-07-13 86613.85000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC USD 2506.83000000 0.000629511800 N/A DFE US N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 155900.00000000 CAD 112454.30000000 USD 2026-07-13 2506.83000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 5354.81000000 0.001344692733 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 300000.00000000 CAD 217047.19000000 USD 2026-07-22 5354.81000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 161691.09000000 0.040603650512 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 8029723.68000000 CAD 5827795.48000000 USD 2026-07-22 161691.09000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 40475.93000000 0.010164261468 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 1983336.48000000 CAD 1440000.00000000 USD 2026-07-22 40475.93000000 N N N MIDLAND WALWYN CAPITAL INC. N/A N/A 1.00000000 NC USD 7361.59000000 0.001848632646 N/A DFE US N 2 MIDLAND WALWYN CAPITAL INC. N/A 8000000.00000000 CAD 5653938.00000000 USD 2026-07-29 7361.59000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 69468.15000000 0.017444749023 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 2080664.86000000 CHF 2655843.55000000 USD 2026-07-22 69468.15000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC USD 144513.25000000 0.036289974280 N/A DFE US N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 4051800.00000000 CHF 5202700.25000000 USD 2026-08-31 144513.25000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 14747.80000000 0.003703447833 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 972234100.00000000 CLP 1070000.00000000 USD 2026-07-22 14747.80000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD -28932.34000000 -0.00726545056 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 96131296.63000000 CNY 14118269.44000000 USD 2026-07-22 -28932.34000000 N N N MIDLAND WALWYN CAPITAL INC. N/A N/A 1.00000000 NC USD 55100.82000000 0.013836844307 N/A DFE US N 2 MIDLAND WALWYN CAPITAL INC. N/A 159235429.00000000 CNY 23520395.42000000 USD 2026-08-28 55100.82000000 N N N MIDLAND WALWYN CAPITAL INC. N/A N/A 1.00000000 NC USD 3919.86000000 0.000984350006 N/A DFE US N 2 MIDLAND WALWYN CAPITAL INC. N/A 9000000.00000000 CNY 1330180.31000000 USD 2026-08-28 3919.86000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC USD 1149.74000000 0.000288721172 N/A DFE US N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 2640100.00000000 CNY 390557.04000000 USD 2026-09-08 1149.74000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD -6513.14000000 -0.00163557101 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 510718248.60000000 COP 140923.56000000 USD 2026-07-22 -6513.14000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD -5251.65000000 -0.00131878733 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 508177361.80000000 COP 141451.53000000 USD 2026-07-22 -5251.65000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD -451386.83000000 -0.11335165772 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 22719522504.00000000 COP 6107398.52000000 USD 2026-07-22 -451386.83000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD -5723.65000000 -0.00143731534 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 510718248.60000000 COP 141713.05000000 USD 2026-07-22 -5723.65000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD -12123.24000000 -0.00304437183 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 876743443.00000000 COP 240979.44000000 USD 2026-07-22 -12123.24000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD -2488.71000000 -0.00062496153 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 187333032.80000000 COP 51591.53000000 USD 2026-07-22 -2488.71000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD -20028.65000000 -0.00502956783 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 1086780673.00000000 COP 293708.63000000 USD 2026-07-22 -20028.65000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD -23983.99000000 -0.00602282752 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 1121964096.00000000 COP 299910.21000000 USD 2026-07-22 -23983.99000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD -10011.58000000 -0.00251409459 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 749332131.20000000 COP 206309.37000000 USD 2026-07-22 -10011.58000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD -3094.04000000 -0.00077697119 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 223015515.30000000 COP 61287.19000000 USD 2026-07-22 -3094.04000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD -12530.86000000 -0.00314673282 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 862777575.90000000 COP 236540.08000000 USD 2026-07-22 -12530.86000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD -9364.24000000 -0.00235153543 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 669046545.70000000 COP 183779.46000000 USD 2026-07-22 -9364.24000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD -5380.15000000 -0.00135105608 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 503095588.10000000 COP 139856.00000000 USD 2026-07-22 -5380.15000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD -20256.50000000 -0.00508678521 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 1062187722.00000000 COP 286381.16000000 USD 2026-07-22 -20256.50000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC USD 64832.31000000 0.016280603075 N/A DFE US N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 90095000.00000000 CZK 4313562.14000000 USD 2026-08-31 64832.31000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 282424.27000000 0.070922005383 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 9890260.24000000 EUR 11599939.09000000 USD 2026-07-22 282424.27000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 60343.67000000 0.015153421795 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 1975191.28000000 EUR 2320573.03000000 USD 2026-07-22 60343.67000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 284579.09000000 0.071463120902 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 10424868.90000000 EUR 12213851.46000000 USD 2026-07-22 284579.09000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD -647.94000000 -0.00016270982 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 577333.47000000 EUR 660000.00000000 USD 2026-07-22 -647.94000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 399168.76000000 0.100238725749 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 13940621.63000000 EUR 16351548.98000000 USD 2026-07-22 399168.76000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 24193.56000000 0.006075454466 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 675000.00000000 EUR 796602.20000000 USD 2026-07-22 24193.56000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 20195.40000000 0.005071441868 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 600000.00000000 EUR 706780.86000000 USD 2026-07-22 20195.40000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 410437.79000000 0.103068589508 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 15214305.09000000 EUR 17820305.59000000 USD 2026-07-22 410437.79000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 324347.41000000 0.081449688293 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 11387164.49000000 EUR 13354783.39000000 USD 2026-07-22 324347.41000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 67168.23000000 0.016867196185 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 1900000.00000000 EUR 2241355.52000000 USD 2026-07-22 67168.23000000 N N N MIDLAND WALWYN CAPITAL INC. N/A N/A 1.00000000 NC USD -16302.47000000 -0.00409385448 N/A DFE US N 2 MIDLAND WALWYN CAPITAL INC. N/A 54500000.00000000 EUR 62361025.50000000 USD 2026-07-29 -16302.47000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC USD 358805.99000000 0.090102880869 N/A DFE US N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 9953650.00000000 EUR 11760306.16000000 USD 2026-08-17 358805.99000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC USD 208382.44000000 0.052328719948 N/A DFE US N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 9780385.26000000 EUR 11418121.53000000 USD 2026-08-31 208382.44000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC USD 64990.75000000 0.016320390316 N/A DFE US N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 3326743.02000000 EUR 3879192.28000000 USD 2026-09-08 64990.75000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 1920.65000000 0.000482311062 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 166741.43000000 GBP 223193.04000000 USD 2026-07-22 1920.65000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 18654.96000000 0.004684608633 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 1071690.53000000 GBP 1440830.15000000 USD 2026-07-22 18654.96000000 N N N MIDLAND WALWYN CAPITAL INC. N/A N/A 1.00000000 NC USD -26924.27000000 -0.00676118671 N/A DFE US N 2 MIDLAND WALWYN CAPITAL INC. N/A 9000000.00000000 GBP 11916004.50000000 USD 2026-07-29 -26924.27000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC USD 147371.44000000 0.037007719134 N/A DFE US N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 8582125.00000000 GBP 11535546.60000000 USD 2026-09-01 147371.44000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 2185.16000000 0.000548734459 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 189259935.40000000 HUF 609685.14000000 USD 2026-07-22 2185.16000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC USD 25988.90000000 0.006526297848 N/A DFE US N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 540844200.00000000 HUF 1758762.85000000 USD 2026-09-28 25988.90000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC USD 86272.88000000 0.021664730371 N/A DFE US N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 42460751735.00000000 IDR 2448152.20000000 USD 2026-08-03 86272.88000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC USD 102984.26000000 0.025861269791 N/A DFE US N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 11904600.00000000 ILS 4104570.10000000 USD 2026-08-17 102984.26000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC USD 54711.41000000 0.013739056188 N/A DFE US N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 2824600.00000000 ILS 1004166.19000000 USD 2026-08-17 54711.41000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC USD 302392.73000000 0.075936458381 N/A DFE US N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 1773889523.00000000 JPY 11227418.20000000 USD 2026-07-13 302392.73000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 144570.94000000 0.036304461316 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 800368718.00000000 JPY 5078598.37000000 USD 2026-07-22 144570.94000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 25654.77000000 0.006442391569 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 292690200.00000000 JPY 1830000.00000000 USD 2026-07-22 25654.77000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 22606.86000000 0.005677004482 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 304539600.00000000 JPY 1900000.00000000 USD 2026-07-22 22606.86000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 48208.21000000 0.012105981292 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 220400000.00000000 JPY 1406906.55000000 USD 2026-07-22 48208.21000000 N N N MIDLAND WALWYN CAPITAL INC. N/A N/A 1.00000000 NC USD 142401.90000000 0.035759774888 N/A DFE US N 2 MIDLAND WALWYN CAPITAL INC. N/A 4000000000.00000000 JPY 24811897.90000000 USD 2026-07-29 142401.90000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 1184.85000000 0.000297537949 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 36551268.00000000 KRW 24804.46000000 USD 2026-07-22 1184.85000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD -4154.12000000 -0.00104317706 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 62773800.75000000 KZT 126369.00000000 USD 2026-07-22 -4154.12000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD -3288.93000000 -0.00082591170 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 47771475.26000000 KZT 96040.44000000 USD 2026-07-22 -3288.93000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD -13019.36000000 -0.00326940429 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 185300871.30000000 KZT 372269.51000000 USD 2026-07-22 -13019.36000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD -4184.81000000 -0.00105088389 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 62284561.85000000 KZT 125321.05000000 USD 2026-07-22 -4184.81000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 564.61000000 0.000141784108 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 2811874.88000000 MXN 161188.49000000 USD 2026-07-22 564.61000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 9.76000000 0.000002450918 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 4009258.14000000 MXN 229032.25000000 USD 2026-07-22 9.76000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 4643.40000000 0.001166044404 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 7030576.64000000 MXN 406253.90000000 USD 2026-07-22 4643.40000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC USD 20184.81000000 0.005068782521 N/A DFE US N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 98765080.87000000 MXN 5660564.75000000 USD 2026-07-27 20184.81000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC USD 131819.82000000 0.033102417096 N/A DFE US N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 6399200.00000000 NZD 3777083.65000000 USD 2026-08-24 131819.82000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC USD 147926.93000000 0.037147213041 N/A DFE US N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 8678600.00000000 NZD 5092928.80000000 USD 2026-09-01 147926.93000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC USD 141329.66000000 0.035490515412 N/A DFE US N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 7659200.00000000 NZD 4507275.29000000 USD 2026-09-14 141329.66000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC USD -34469.93000000 -0.00865604277 N/A DFE US N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 5990300.00000000 PEN 1721202.20000000 USD 2026-08-04 -34469.93000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 21488.68000000 0.005396208614 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 64216922.73000000 PHP 1066779.45000000 USD 2026-07-22 21488.68000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 4028.72000000 0.001011686784 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 21868920.00000000 PHP 360000.00000000 USD 2026-07-22 4028.72000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC USD 148083.25000000 0.037186467911 N/A DFE US N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 17789500.00000000 PLN 4881612.76000000 USD 2026-08-10 148083.25000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 3396.77000000 0.000852992344 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 804404.40000000 SEK 86627.83000000 USD 2026-07-22 3396.77000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC USD 23430.37000000 0.005883803213 N/A DFE US N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 2129400.00000000 SGD 1677326.86000000 USD 2026-08-31 23430.37000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC USD 11149.36000000 0.002799812388 N/A DFE US N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 1080450.00000000 SGD 850330.57000000 USD 2026-08-31 11149.36000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 19190.01000000 0.004818969674 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 16104159.60000000 THB 504965.56000000 USD 2026-07-22 19190.01000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 19571.60000000 0.004914794045 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 16914552.01000000 THB 529792.31000000 USD 2026-07-22 19571.60000000 N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC USD 19128.85000000 0.004803611257 N/A DFE US N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 42052400.00000000 THB 1291789.54000000 USD 2026-08-31 19128.85000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD -2330.39000000 -0.00058520442 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 9610668.07000000 ZAR 583012.41000000 USD 2026-07-22 -2330.39000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD -2999.18000000 -0.00075315007 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 8373407.04000000 ZAR 506987.59000000 USD 2026-07-22 -2999.18000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD -683.09000000 -0.00017153664 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 2685378.48000000 ZAR 162871.30000000 USD 2026-07-22 -683.09000000 N N N CITIGROUP 6SHGI4ZSSLCXXQSBB395 N/A 1.00000000 NC USD 2675.66000000 0.000671908164 N/A DFE US N 2 CITIGROUP 6SHGI4ZSSLCXXQSBB395 9308668.52000000 ZAR 569625.02000000 USD 2026-07-22 2675.66000000 N N N BAML N/A N/A 1.00000000 NC 14040.64000000 0.003525866759 N/A DFE ZA N 2 BAML N/A 730387.74000000 USD 12222673.64000000 ZAR 2026-07-22 14040.64000000 N N N BAML N/A N/A 1.00000000 NC 8223.16000000 0.002064988953 N/A DFE ZA N 2 BAML N/A 704672.20000000 USD 11704937.08000000 ZAR 2026-07-22 8223.16000000 N N N BAML N/A N/A 1.00000000 NC 6867.71000000 0.001724610160 N/A DFE ZA N 2 BAML N/A 349612.26000000 USD 5852998.69000000 ZAR 2026-07-22 6867.71000000 N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 N/A 217000.00000000 PA 243788.91000000 0.061219945394 Long DBT NUSS US N 2 2035-09-16 Fixed 4.13300000 N N N N N N GBP-SONIA-OIS COMPOUND N/A N/A 6000000.00000000 NC 180031.56000000 0.045209284837 N/A DIR GB N 1 GBP-SONIA-OIS COMPOUND N/A Call Purchased N/A N/A 0.00000000 4.70700000 GBP 2026-12-08 XXXX 59539.99000000 N N N GBP-SONIA-OIS COMPOUND N/A N/A 6000000.00000000 NC 86371.00000000 0.021689370134 N/A DIR GB N 1 GBP-SONIA-OIS COMPOUND N/A Put Purchased N/A N/A 0.00000000 4.40700000 GBP 2026-12-08 XXXX -24513.27000000 N N N GILDAN ACTIVEWEAR INC. 549300SB3IBI34M00Z45 375916AF0 290000.00000000 PA USD 284601.87000000 0.071468841386 Long DBT NUSS CA N 2 2030-10-07 Fixed 4.70000000 N N N N N N Government National Mortgage Association 2 N/A 21H032670 1000000.00000000 PA USD 897932.66000000 0.225487650003 Long DBT USGA US N 2 2056-07-15 Fixed 3.50000000 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940XAS1 359000.00000000 PA 423960.98000000 0.106464514915 Long DBT NUSS US N 2 2031-03-17 Fixed 4.87500000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AW9 271000.00000000 PA USD 267042.51000000 0.067059358361 Long DBT CORP US N 2 2037-11-01 Fixed 5.75000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 N/A 580000.00000000 PA 664194.36000000 0.166791600365 Long DBT NUSS US N 2 2036-12-18 Fixed 3.98400000 N N N N N N HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI 6354003QFJP7RDXEOZ20 421790AP1 2180000.00000000 PA USD 2178381.90000000 0.547032352561 Long DBT NUSS TR N 2 2032-07-02 Fixed 6.70000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 N/A 249000.00000000 PA 296048.66000000 0.074343343998 Long DBT NUSS GB N 2 2032-11-16 Fixed 6.36400000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 N/A 160000.00000000 PA 185010.48000000 0.046459584576 Long DBT NUSS GB N 2 2034-05-13 Fixed 3.91100000 N N N N N N Magyarorszag 5299003F3UFKGCCMAP43 N/A 175420000.00000000 PA 618732.18000000 0.155375198458 Long DBT NUSS HU N 2 2037-09-23 Fixed 6.25000000 N N N N N N HUNTINGTON BANCSHARES INCORPORATED 549300XTVCVV9I7B5T19 446150BL7 210000.00000000 PA USD 205884.98000000 0.051701561129 Long DBT CORP US N 2 2041-01-28 Fixed 5.60500000 N N N N N N INDIGO GROUP SA 213800H5J9NKEXSUQX44 N/A 200000.00000000 PA 236833.22000000 0.059473241813 Long DBT NUSS FR N 2 2030-04-18 Fixed 4.50000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 1669000000.00000000 PA 88817.31000000 0.022303684233 Long DBT NUSS ID N 2 2031-03-15 Fixed 5.87500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 19486000000.00000000 PA 1073505.86000000 0.269577357434 Long DBT NUSS ID N 2 2028-08-15 Fixed 6.37500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 11676000000.00000000 PA 633591.60000000 0.159106676157 Long DBT NUSS ID N 2 2031-02-15 Fixed 6.50000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 1515000000.00000000 PA 82528.52000000 0.020724451690 Long DBT NUSS ID N 2 2030-07-15 Fixed 6.50000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 3828000000.00000000 PA 205004.21000000 0.051480383343 Long DBT NUSS ID N 2 2034-02-15 Fixed 6.62500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 7157000000.00000000 PA 385069.02000000 0.096698017877 Long DBT NUSS ID N 2 2035-07-15 Fixed 6.75000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 10792000000.00000000 PA 597124.51000000 0.149949109234 Long DBT NUSS ID N 2 2030-09-15 Fixed 7.00000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 11736000000.00000000 PA 657819.87000000 0.165190846952 Long DBT NUSS ID N 2 2048-05-15 Fixed 7.37500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 2112000000.00000000 PA 119354.45000000 0.029972130034 Long DBT NUSS ID N 2 2035-06-15 Fixed 7.50000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 35672000000.00000000 PA 2130162.12000000 0.534923465826 Long DBT NUSS ID N 2 2034-03-15 Fixed 8.37500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 8446000000.00000000 PA 502684.82000000 0.126233540446 Long DBT NUSS ID N 2 2031-05-15 Fixed 8.75000000 N N N N N N Infineon Technologies AG TSI2PJM6EPETEQ4X1U25 N/A 200000.00000000 PA 226750.44000000 0.056941267570 Long DBT NUSS DE N 2 2037-02-16 Fixed 3.75000000 N N N N N N INFORMA PLC 5493006VM2LKUPSEDU20 N/A 290000.00000000 PA 329327.80000000 0.082700357177 Long DBT NUSS GB N 2 2030-10-23 Fixed 3.25000000 N N N N N N INFORMA PLC 5493006VM2LKUPSEDU20 N/A 200000.00000000 PA 226676.71000000 0.056922752590 Long DBT NUSS GB N 2 2031-06-09 Fixed 3.37500000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 N/A 900000.00000000 PA 1006659.15000000 0.252790900921 Long DBT NUSS NL N 2 2036-08-17 Fixed 3.50000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CM0 406000.00000000 PA USD 379710.57000000 0.095352411071 Long DBT CORP US N 2 2054-02-21 Fixed 5.60000000 N N N N N N International Bank for Reconstruction and Development ZTMSNXROF84AHWJNKQ93 N/A 2989000.00000000 PA 1977384.34000000 0.496558113813 Long DBT NUSS XX N 2 2033-04-21 Fixed 4.20000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 N/A 200000.00000000 PA 260544.67000000 0.065427629460 Long DBT NUSS IT N 2 2175-03-07 Fixed 9.12500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 N/A 275000.00000000 PA 333231.62000000 0.083680679240 Long DBT NUSS IT N 2 2030-05-19 Fixed 4.87500000 N N N N N N Repubblica Italiana 815600DE60799F5A9309 N/A 620000.00000000 PA 716828.48000000 0.180009010264 Long DBT NUSS IT N 2 2035-08-01 Fixed 3.65000000 N N N N N N Repubblica Italiana 815600DE60799F5A9309 N/A 770000.00000000 PA 871240.22000000 0.218784680130 Long DBT NUSS IT N 2 2054-10-01 Fixed 4.30000000 N N N N N N JAB Holdings B.V. 529900RRNKUM3INJGF98 N/A 300000.00000000 PA 363156.86000000 0.091195465530 Long DBT NUSS LU N 2 2032-06-29 Fixed 4.75000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 428150000.00000000 PA 2599564.00000000 0.652799038843 Long DBT NUSS JP N 2 2027-09-20 Fixed 0.10000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 96700000.00000000 PA 527204.65000000 0.132390927399 Long DBT NUSS JP N 2 2034-09-20 Fixed 0.90000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 71450000.00000000 PA 344788.84000000 0.086582912886 Long DBT NUSS JP N 2 2036-06-20 Fixed 0.20000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 270950000.00000000 PA 1339254.05000000 0.336311687885 Long DBT NUSS JP N 2 2036-09-20 Fixed 0.50000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 260950000.00000000 PA 1482273.07000000 0.372226433124 Long DBT NUSS JP N 2 2034-09-20 Fixed 1.40000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 24900000.00000000 PA 146781.69000000 0.036859621902 Long DBT NUSS JP N 2 2033-03-20 Fixed 1.50000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 503500000.00000000 PA 2993365.97000000 0.751690063458 Long DBT NUSS JP N 2 2033-06-20 Fixed 1.70000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 382050000.00000000 PA 2333272.97000000 0.585928391136 Long DBT NUSS JP N 2 2031-09-20 Fixed 1.80000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 241000000.00000000 PA 722532.90000000 0.181441496594 Long DBT NUSS JP N 2 2051-12-20 Fixed 0.70000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 40000000.00000000 PA 158816.18000000 0.039881706954 Long DBT NUSS JP N 2 2054-03-20 Fixed 1.80000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 261000000.00000000 PA 1042426.21000000 0.261772677246 Long DBT NUSS JP N 2 2053-09-20 Fixed 1.80000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 338250000.00000000 PA 1745538.58000000 0.438337316291 Long DBT NUSS JP N 2 2042-03-20 Fixed 2.00000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 26800000.00000000 PA 114305.44000000 0.028704229388 Long DBT NUSS JP N 2 2054-09-20 Fixed 2.10000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 140000000.00000000 PA 794500.54000000 0.199513914207 Long DBT NUSS JP N 2 2039-03-20 Fixed 2.30000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 1500000000.00000000 PA 8359575.45000000 2.099245419194 Long DBT NUSS JP N 2 2040-03-20 Fixed 2.30000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 146350000.00000000 PA 654304.49000000 0.164308069423 Long DBT NUSS JP N 2 2054-12-20 Fixed 2.30000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 167300000.00000000 PA 766044.08000000 0.192367965988 Long DBT NUSS JP N 2 2055-03-20 Fixed 2.40000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 44850000.00000000 PA 259758.84000000 0.065230292881 Long DBT NUSS JP N 2 2038-09-20 Fixed 2.40000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 426550000.00000000 PA 1505817.95000000 0.378138991936 Long DBT NUSS JP N 2 2055-03-20 Fixed 1.40000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 282600000.00000000 PA 1178078.15000000 0.295837411197 Long DBT NUSS JP N 2 2064-03-20 Fixed 2.20000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 2000000000.00000000 PA 11997415.78000000 3.012775022962 Long DBT NUSS JP N 2 2030-06-20 Fixed 1.10000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 230000000.00000000 PA 1407520.13000000 0.353454574696 Long DBT USGA JP N 2 2036-03-10 Fixed 0.60000000 N N N N N N Japan N/A N/A -6.00000000 NC -4716935.86000000 -1.18451063166 N/A DIR JP N 1 GOLDMAN, SACHS & CO. N/A Short Japan Govt. Bond Futures Japan Govt 10 Year Bond Future (TSE) Sep 2026 2026-09-17 -4767347.34000000 JPY 50411.48000000 N N N Royaume de Belgique 549300SZ25JZFHRHWD76 N/A 41000.00000000 PA 30474.69000000 0.007652763440 Long DBT NUSS BE N 2 2047-06-22 Fixed 1.60000000 N N N N N N Royaume de Belgique 549300SZ25JZFHRHWD76 N/A 271000.00000000 PA 309739.20000000 0.077781294114 Long DBT NUSS BE N 2 2029-10-22 Fixed 2.70000000 N N N N N N Royaume de Belgique 549300SZ25JZFHRHWD76 N/A 34000.00000000 PA 37787.48000000 0.009489141496 Long DBT NUSS BE N 2 2034-10-22 Fixed 2.85000000 N N N N N N Royaume de Belgique 549300SZ25JZFHRHWD76 N/A 593872.00000000 PA 670336.73000000 0.168334064114 Long DBT NUSS BE N 2 2034-06-22 Fixed 3.00000000 N N N N N N Royaume de Belgique 549300SZ25JZFHRHWD76 N/A 30000.00000000 PA 35981.56000000 0.009035641278 Long DBT NUSS BE N 2 2041-03-28 Fixed 4.25000000 N N N N N N Koninklijke KPN N.V. 549300YO0JZHAL7FVP81 N/A 400000.00000000 PA 445387.27000000 0.111845056236 Long DBT NUSS NL N 2 2035-02-17 Fixed 3.37500000 N N N N N N N/A N/A N/A 90.00000000 NC 6230813.93000000 1.564673670168 N/A DIR KR N 1 MACQUARIE CAPITAL N/A Long Korea Govt. Bond Futures KOFEX Korea Exchange 10 Year Treasury Electronic Day Session Bond Future Sep 2026 2026-09-18 6214677.83000000 KRW 16136.10000000 N N N Government of the Republic of Korea 549300O0QCVSQGPGDT58 N/A 412770000.00000000 PA 252940.15000000 0.063517992557 Long DBT NUSS KR N 2 2029-06-10 Fixed 1.87500000 N N N N N N Government of the Republic of Korea 549300O0QCVSQGPGDT58 N/A 1865420000.00000000 PA 1097810.84000000 0.275680791542 Long DBT NUSS KR N 2 2031-06-10 Fixed 2.00000000 N N N N N N Government of the Republic of Korea 549300O0QCVSQGPGDT58 N/A 1341070000.00000000 PA 861779.38000000 0.216408886628 Long DBT NUSS KR N 2 2027-09-10 Fixed 3.12500000 N N N N N N Government of the Republic of Korea 549300O0QCVSQGPGDT58 N/A 597740000.00000000 PA 373366.21000000 0.093759223863 Long DBT NUSS KR N 2 2032-06-10 Fixed 3.37500000 N N N N N N Government of the Republic of Korea 549300O0QCVSQGPGDT58 N/A 169850000.00000000 PA 105324.85000000 0.026449035625 Long DBT NUSS KR N 2 2034-06-10 Fixed 3.50000000 N N N N N N KfW 549300GDPG70E3MBBU98 500769CG7 207000000.00000000 PA 1271249.24000000 0.319234410848 Long DBT NUSS DE N 2 2037-06-20 Fixed 2.60000000 N N N N N N KfW 549300GDPG70E3MBBU98 N/A 2180000.00000000 PA 2439259.14000000 0.612543496556 Long DBT NUSS DE N 2 2034-01-10 Fixed 2.62500000 N N N N N N United Kingdom of Great Britain and Northern Ireland N/A N/A 26.00000000 NC 3078493.31000000 0.773067127354 N/A DIR GB N 1 GOLDMAN, SACHS & CO. N/A Long U.K. Gilt Futures U.K. Long Gilt Future Sep 2026 2026-10-01 3009441.49000000 GBP 69051.82000000 N N N Malaysia 254900GSIL471JOBYY43 N/A 953000.00000000 PA 225924.66000000 0.056733898799 Long DBT NUSS MY N 2 2031-04-15 Fixed 2.63200000 N N N N N N Malaysia 254900GSIL471JOBYY43 N/A 3692000.00000000 PA 908601.34000000 0.228166754672 Long DBT NUSS MY N 2 2027-05-31 Fixed 3.50200000 N N N N N N Malaysia 254900GSIL471JOBYY43 N/A 4422000.00000000 PA 1090591.38000000 0.273867850391 Long DBT NUSS MY N 2 2028-04-20 Fixed 3.51900000 N N N N N N Malaysia 254900GSIL471JOBYY43 N/A 1988000.00000000 PA 492271.88000000 0.123618656864 Long DBT NUSS MY N 2 2028-06-15 Fixed 3.73300000 N N N N N N Malaysia 254900GSIL471JOBYY43 N/A 2393000.00000000 PA 595322.51000000 0.149496593401 Long DBT NUSS MY N 2 2034-07-05 Fixed 3.82800000 N N N N N N Malaysia 254900GSIL471JOBYY43 N/A 2710000.00000000 PA 676219.56000000 0.169811352525 Long DBT NUSS MY N 2 2029-08-15 Fixed 3.88500000 N N N N N N Malaysia 254900GSIL471JOBYY43 N/A 4761000.00000000 PA 1211856.94000000 0.304319895816 Long DBT NUSS MY N 2 2031-06-30 Fixed 4.23200000 N N N N N N Medtronic Global Holdings S.C.A. 549300JXMTTP8GKYIX14 58507LAH2 400000.00000000 PA 452555.45000000 0.113645120021 Long DBT NUSS US N 2 2027-03-07 Fixed 1.12500000 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 585055BX3 428000.00000000 PA 484264.99000000 0.121607977344 Long DBT NUSS US N 2 2043-10-15 Fixed 4.15000000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303MAC6 460000.00000000 PA USD 452313.47000000 0.113584354327 Long DBT CORP US N 2 2032-11-15 Fixed 4.60000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 35396400.00000000 PA 2156164.65000000 0.541453186422 Long DBT NUSS MX N 2 2036-11-20 Fixed 10.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 33463000.00000000 PA 1635543.32000000 0.410715453546 Long DBT NUSS MX N 2 2042-11-13 Fixed 7.75000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 19775500.00000000 PA 1052301.62000000 0.264252577012 Long DBT NUSS MX N 2 2034-11-23 Fixed 7.75000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 4944700.00000000 PA 242730.69000000 0.060954206601 Long DBT NUSS MX N 2 2047-11-07 Fixed 8.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 8000.00000000 PA 464.24000000 0.000116579328 Long DBT NUSS MX N 2 2029-03-01 Fixed 8.50000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 5717500.00000000 PA 307252.13000000 0.077156744418 Long DBT NUSS MX N 2 2038-11-18 Fixed 8.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 370000.00000000 PA 419917.13000000 0.105449028705 Long DBT NUSS US N 2 2027-10-29 Fixed 0.40600000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 136000.00000000 PA 157603.57000000 0.039577197951 Long DBT NUSS US N 2 2030-03-21 Fixed 3.79000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 260000.00000000 PA 302992.21000000 0.076086998998 Long DBT NUSS US N 2 2036-05-22 Fixed 4.09900000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 435000.00000000 PA 509320.23000000 0.127899815741 Long DBT NUSS US N 2 2028-10-25 Fixed 4.81300000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 N/A 115000.00000000 PA 131691.74000000 0.033070253817 Long DBT NUSS US N 2 2037-01-23 Fixed 3.98100000 N N N N N N MOTABILITY OPERATIONS GROUP PLC AZ3NL8JCZDCNUXFWI720 N/A 320000.00000000 PA 366125.67000000 0.091940989132 Long DBT NUSS GB N 2 2034-01-24 Fixed 3.87500000 N N N N N N NATIONAL AUSTRALIA BANK LIMITED F8SB4JFBSYQFRQEH3Z21 N/A 22000000.00000000 PA 14942895.90000000 3.752440055740 Long STIV AU N 2 N N N NATIONAL GRID NORTH AMERICA INC 5Q3U0WRKWZZGRMPYFT08 N/A 252000.00000000 PA 305423.22000000 0.076697470982 Long DBT NUSS US N 2 2033-09-12 Fixed 4.66800000 N N N N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 N/A 370000.00000000 PA 437632.05000000 0.109897575750 Long DBT NUSS GB N 2 2035-01-16 Fixed 4.27500000 N N N N N N Koninkrijk der Nederlanden 254900G14ALGVKORFN62 N/A 234424.00000000 PA 241532.89000000 0.060653416665 Long DBT NUSS NL N 2 2030-07-15 Fixed 0.00000000 N N N N N N Koninkrijk der Nederlanden 254900G14ALGVKORFN62 N/A 1348649.00000000 PA 1536623.52000000 0.385874845520 Long DBT NUSS NL N 2 2030-01-15 Fixed 2.50000000 N N N N N N Koninkrijk der Nederlanden 254900G14ALGVKORFN62 N/A 2774590.00000000 PA 3122677.86000000 0.784162692523 Long DBT NUSS NL N 2 2033-01-15 Fixed 2.50000000 N N N N N N Koninkrijk der Nederlanden 254900G14ALGVKORFN62 N82128CJ1 646000.00000000 PA 714375.59000000 0.179393043804 Long DBT NUSS NL N 2 2035-07-15 Fixed 2.50000000 N N N N N N Koninkrijk der Nederlanden 254900G14ALGVKORFN62 N/A 664059.00000000 PA 801470.15000000 0.201264113359 Long DBT NUSS NL N 2 2042-01-15 Fixed 3.75000000 N N N N N N Koninkrijk der Nederlanden 254900G14ALGVKORFN62 N/A 236000.00000000 PA 293194.36000000 0.073626575995 Long DBT NUSS NL N 2 2037-01-15 Fixed 4.00000000 N N N N N N New South Wales Treasury Corporation TC7LRO17HPNPLTAV0H77 Q6715PB65 1010000.00000000 PA 582767.66000000 0.146343836242 Long DBT NUSS AU N 2 2033-03-08 Fixed 2.00000000 N N N N N N New South Wales Treasury Corporation TC7LRO17HPNPLTAV0H77 N/A 468800.00000000 PA 270525.74000000 0.067934062425 Long DBT NUSS AU N 2 2037-11-20 Fixed 3.50000000 N N N N N N New South Wales Treasury Corporation TC7LRO17HPNPLTAV0H77 N/A 878000.00000000 PA 590455.03000000 0.148274278326 Long DBT NUSS AU N 2 2035-02-20 Fixed 4.75000000 N N N N N N New Zealand 549300237GPHG2AI7C34 N/A 3079000.00000000 PA 1654791.95000000 0.415549143797 Long DBT NUSS NZ N 2 2028-05-15 Fixed 0.25000000 N N N N N N New Zealand 549300237GPHG2AI7C34 N/A 805000.00000000 PA 451733.80000000 0.113438788371 Long DBT NUSS NZ N 2 2029-04-20 Fixed 3.00000000 N N N N N N New Zealand 549300237GPHG2AI7C34 N/A 2833000.00000000 PA 1631767.44000000 0.409767259605 Long DBT NUSS NZ N 2 2027-04-15 Fixed 4.50000000 N N N N N N New Zealand 549300237GPHG2AI7C34 N/A 4924000.00000000 PA 2882643.43000000 0.723885567130 Long DBT NUSS NZ N 2 2030-05-15 Fixed 4.50000000 N N N N N N New Zealand 549300237GPHG2AI7C34 N/A 716000.00000000 PA 529791.71000000 0.133040586450 Long DBT NUSS NZ N 2 2040-09-20 Fixed 2.50000000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KDV9 301000.00000000 PA 339393.64000000 0.085228077470 Long DBT NUSS US N 2 2056-05-15 Fixed 4.49600000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KEC0 213000.00000000 PA 240853.82000000 0.060482889514 Long DBT NUSS US N 2 2056-02-26 Fixed 4.75000000 N N N N N N Statsministerens Kontor 549300L0BT3FJTN9MX24 N/A 13740000.00000000 PA 1194917.06000000 0.300065975781 Long DBT NUSS NO N 2 2031-09-17 Fixed 1.25000000 N N N N N N Statsministerens Kontor 549300L0BT3FJTN9MX24 N/A 14767000.00000000 PA 1327103.45000000 0.333260445446 Long DBT NUSS NO N 2 2030-08-19 Fixed 1.37500000 N N N N N N Statsministerens Kontor 549300L0BT3FJTN9MX24 N/A 7742000.00000000 PA 769023.65000000 0.193116191626 Long DBT NUSS NO N 2 2027-02-17 Fixed 1.75000000 N N N N N N Statsministerens Kontor 549300L0BT3FJTN9MX24 N/A 10678000.00000000 PA 993741.80000000 0.249547113246 Long DBT NUSS NO N 2 2029-09-06 Fixed 1.75000000 N N N N N N Statsministerens Kontor 549300L0BT3FJTN9MX24 N/A 2624000.00000000 PA 253403.58000000 0.063634368480 Long DBT NUSS NO N 2 2028-04-26 Fixed 2.00000000 N N N N N N Statsministerens Kontor 549300L0BT3FJTN9MX24 N/A 4172000.00000000 PA 375595.26000000 0.094318979922 Long DBT NUSS NO N 2 2032-05-18 Fixed 2.12500000 N N N N N N NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LIMITED 254900ZJG39H1CAH6K02 N/A 803000.00000000 PA 461803.62000000 0.115967508116 Long DBT NUSS NZ N 2 2027-04-15 Fixed 4.50000000 N N N N N N New Zealand 549300237GPHG2AI7C34 N/A 1889000.00000000 PA 1486264.99000000 0.373228878742 Long DBT NUSS NZ N 2 2035-09-20 Fixed 2.50000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 N/A 350000.00000000 PA 399372.03000000 0.100289770640 Long DBT NUSS US N 2 2034-06-15 Fixed 3.62500000 N N N N N N Province of Ontario, Canada C7PVKCRGLG18EBQGZV36 68323ADZ4 1540000.00000000 PA 827990.84000000 0.207923953602 Long DBT NUSS CA N 2 2048-06-02 Fixed 2.80000000 N N N N N N Province of Ontario, Canada C7PVKCRGLG18EBQGZV36 68323ACY8 1419000.00000000 PA 790149.21000000 0.198421214030 Long DBT NUSS CA N 2 2046-12-02 Fixed 2.90000000 N N N N N N Province of Ontario, Canada C7PVKCRGLG18EBQGZV36 683234B98 540000.00000000 PA 398003.31000000 0.099946059502 Long DBT NUSS CA N 2 2041-06-02 Fixed 4.65000000 N N N N N N Province of Ontario, Canada C7PVKCRGLG18EBQGZV36 683234YD4 570000.00000000 PA 429841.27000000 0.107941165484 Long DBT NUSS CA N 2 2037-06-02 Fixed 4.70000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 150000.00000000 PA USD 140430.95000000 0.035264832558 Long DBT CORP US N 2 2035-09-26 Fixed 5.20000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 290000.00000000 PA USD 280851.90000000 0.070527153929 Long DBT CORP US N 2 2036-02-04 Fixed 5.70000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 159000.00000000 PA USD 135121.09000000 0.033931427608 Long DBT CORP US N 2 2055-09-26 Fixed 5.95000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XEC5 220000.00000000 PA USD 204773.29000000 0.051422395021 Long DBT CORP US N 2 2066-02-04 Fixed 6.85000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDE9 758000.00000000 PA USD 749189.99000000 0.188135589423 Long DBT NUSS MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71643VAB1 1385000.00000000 PA USD 1397255.87000000 0.350877027437 Long DBT NUSS MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 N/A 3978000.00000000 PA 1051240.01000000 0.263985986927 Long DBT NUSS PL N 2 2034-10-25 Fixed 5.00000000 N N N N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 N/A 1267000.00000000 PA 357817.02000000 0.089854532043 Long DBT NUSS PL N 2 2033-10-25 Fixed 6.00000000 N N N N N N Konungariket Sverige ERE94C0BSULG2RM19605 N/A 14170000.00000000 PA 3811555.28000000 0.957152669941 Long DBT USGA PL N 2 2036-08-25 Fixed 2.00000000 N N N N N N Province of Quebec 549300WN65YFEQH74Y36 74814ZEW9 635000.00000000 PA 379415.58000000 0.095278333576 Long DBT NUSS CA N 2 2048-12-01 Fixed 3.50000000 N N N N N N Province of Quebec 549300WN65YFEQH74Y36 748148QT3 720000.00000000 PA 584637.46000000 0.146813377920 Long DBT NUSS CA N 2 2032-06-01 Fixed 6.25000000 N N N N N N QUEENSLAND TREASURY CORPORATION 98INKCEEHOU5YJS0HQ88 N/A 451000.00000000 PA 255964.11000000 0.064277365352 Long DBT NUSS AU N 2 2033-08-22 Fixed 2.00000000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109CV4 152000.00000000 PA 171954.55000000 0.043180996876 Long DBT NUSS US N 2 2035-06-20 Fixed 3.87500000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BV5 114000.00000000 PA 140986.51000000 0.035404344043 Long DBT NUSS US N 2 2034-07-06 Fixed 5.12500000 N N N N N N REF - CETIP INDEX N/A N/A 3090203.00000000 NC -24022.54000000 -0.00603250815 N/A DIR BR N 2 REF - CETIP INDEX N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL -3090203.00000000 BRL -24022.54000000 N N N REF - CETIP INDEX N/A N/A 5150337.00000000 NC -39607.64000000 -0.00994621764 N/A DIR BR N 2 REF - CETIP INDEX N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL -5150337.00000000 BRL -39607.64000000 N N N REF - CETIP INDEX N/A N/A 13525140.00000000 NC 5365.37000000 0.001347344546 N/A DIR BR N 2 REF - CETIP INDEX N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL -13525140.00000000 BRL 5365.37000000 N N N REF - CETIP INDEX N/A N/A 6139474.00000000 NC 23975.02000000 0.006020574993 N/A DIR BR N 2 REF - CETIP INDEX N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL -6139474.00000000 BRL 23975.02000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 3162196.00000000 NC 3207.54000000 0.000805473159 N/A DIR XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Y 2028-05-11 0.00000000 EUR 0.00000000 EUR -3162196.00000000 EUR 3207.54000000 N N N HSBC Bank N.A. CYYGQCGNHMHPSMRL3R97 N/A 160000000.00000000 NC USD -222935.14000000 -0.05598317453 N/A DE US N 2 HSBC Bank N.A. CYYGQCGNHMHPSMRL3R97 Y 2026-09-18 0.00000000 USD 0.00000000 USD -25352886.39000000 USD -222935.14000000 N N N Merrill Lynch GGDZP1UYGU9STUHRDP48 N/A 16000000.00000000 NC -142293.07000000 -0.03573244564 N/A DIR BR N 2 Merrill Lynch GGDZP1UYGU9STUHRDP48 Y 2031-01-02 0.00000000 BRL 0.00000000 BRL -16000000.00000000 BRL -142293.07000000 N N N CITIGROUP GLOBAL MARKETS INC. 6SHGI4ZSSLCXXQSBB395 N/A 98000000.00000000 NC 249000.64000000 0.062528708069 N/A DIR CN N 2 CITIGROUP GLOBAL MARKETS INC. 6SHGI4ZSSLCXXQSBB395 Y 2029-06-19 0.00000000 CNY 0.00000000 CNY -98000000.00000000 CNY 249000.64000000 N N N HSBC Bank N.A. CYYGQCGNHMHPSMRL3R97 N/A 3700000.00000000 NC 9342.65000000 0.002346113786 N/A DIR CN N 2 HSBC Bank N.A. CYYGQCGNHMHPSMRL3R97 Y 2029-06-19 0.00000000 CNY 0.00000000 CNY -3700000.00000000 CNY 9342.65000000 N N N HSBC Bank N.A. CYYGQCGNHMHPSMRL3R97 N/A 85000000.00000000 NC 213975.74000000 0.053733301972 N/A DIR CN N 2 HSBC Bank N.A. CYYGQCGNHMHPSMRL3R97 Y 2029-06-19 0.00000000 CNY 0.00000000 CNY -85000000.00000000 CNY 213975.74000000 N N N BARCLAYS BANK PLC 213800IQAOC5HG62T347 N/A 6360000.00000000 NC USD -24426.74000000 -0.00613401031 N/A DIR US N 2 BARCLAYS BANK PLC 213800IQAOC5HG62T347 Y 2031-05-29 0.00000000 USD 0.00000000 USD -6360000.00000000 USD -24426.74000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 3180000.00000000 NC USD -19368.98000000 -0.00486391238 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2031-06-02 0.00000000 USD 0.00000000 USD -3180000.00000000 USD -19368.98000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1270000.00000000 NC USD -4048.83000000 -0.00101673678 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2031-05-29 0.00000000 USD 0.00000000 USD -1270000.00000000 USD -4048.83000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 19600000.00000000 NC 8964.61000000 0.002251180887 N/A DIR XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2028-06-01 0.00000000 EUR 0.00000000 EUR -19600000.00000000 EUR 8964.61000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1000000.00000000 NC -28528.73000000 -0.00716409656 N/A DIR XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2056-08-15 0.00000000 EUR 0.00000000 EUR -1000000.00000000 EUR -28528.73000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 8547206.00000000 NC 3879.31000000 0.000974167144 N/A DIR XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2028-06-17 0.00000000 EUR 0.00000000 EUR -8547206.00000000 EUR 3879.31000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 14452794.00000000 NC 11268.83000000 0.002829813535 N/A DIR XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2028-06-17 0.00000000 EUR 0.00000000 EUR -14452794.00000000 EUR 11268.83000000 N N N CITIGROUP GLOBAL MARKETS INC. 6SHGI4ZSSLCXXQSBB395 N/A 28220000.00000000 NC -7576.88000000 -0.00190269598 N/A DIR CN N 2 CITIGROUP GLOBAL MARKETS INC. 6SHGI4ZSSLCXXQSBB395 Y 2029-12-24 0.00000000 CNY 0.00000000 CNY -28220000.00000000 CNY -7576.88000000 N N N BARCLAYS BANK PLC 213800IQAOC5HG62T347 N/A 7500000.00000000 NC USD 134864.18000000 0.033866912712 N/A DIR US N 2 BARCLAYS BANK PLC 213800IQAOC5HG62T347 Y 2031-06-05 0.00000000 USD 0.00000000 USD -7500000.00000000 USD 134864.18000000 N N N BNP Paribas 74KKBLHM4AWY05GPNY79 N/A 844300000.00000000 NC -17854.91000000 -0.00448370114 N/A DIR KR N 2 BNP Paribas 74KKBLHM4AWY05GPNY79 Y 2029-11-27 0.00000000 KRW 0.00000000 KRW -844300000.00000000 KRW -17854.91000000 N N N REF: TONAR INDEX N/A N/A 1800000000.00000000 NC 29617.56000000 0.007437522100 N/A DIR JP N 2 REF: TONAR INDEX N/A Y 2036-06-21 0.00000000 JPY -4109.47000000 JPY -1800000000.00000000 JPY 33727.03000000 N N N REF: TONAR INDEX N/A N/A 250000000.00000000 NC 8023.76000000 0.002014915892 N/A DIR JP N 2 REF: TONAR INDEX N/A Y 2056-06-17 0.00000000 JPY -2192.99000000 JPY -250000000.00000000 JPY 10216.75000000 N N N Bundeskanzleramt Oesterreich 529900QWWUI4XRVR7I03 N/A 404000.00000000 PA 455096.07000000 0.114283117121 Long DBT NUSS AT N 2 2039-07-15 Fixed 3.20000000 N N N N N N Bundeskanzleramt Oesterreich 529900QWWUI4XRVR7I03 N/A 455000.00000000 PA 320405.51000000 0.080459803631 Long DBT NUSS AT N 2 2040-10-20 Fixed 0.00000000 N N N N N N Bundeskanzleramt Oesterreich 529900QWWUI4XRVR7I03 N/A 539000.00000000 PA 460123.20000000 0.115545523291 Long DBT NUSS AT N 2 2036-10-20 Fixed 0.25000000 N N N N N N Bundeskanzleramt Oesterreich 529900QWWUI4XRVR7I03 N/A 1026000.00000000 PA 1057622.47000000 0.265588741756 Long DBT NUSS AT N 2 2032-02-20 Fixed 0.90000000 N N N N N N Bundeskanzleramt Oesterreich 529900QWWUI4XRVR7I03 N/A 955000.00000000 PA 1037871.63000000 0.260628937201 Long DBT NUSS AT N 2 2044-06-20 Fixed 3.15000000 N N N N N N Bundeskanzleramt Oesterreich 529900QWWUI4XRVR7I03 N/A 692000.00000000 PA 859715.02000000 0.215890487303 Long DBT NUSS AT Y 2 2037-03-15 Fixed 4.15000000 N N N N N N Republica de Chile 549300FLZTJM5YJF8D34 N/A 171528.00000000 PA 197393.52000000 0.049569197038 Long DBT NUSS CL N 2 2035-07-01 Fixed 3.80000000 N N N N N N Republica de Chile 549300FLZTJM5YJF8D34 N/A 1274000.00000000 PA 1457575.26000000 0.366024352072 Long DBT NUSS CL N 2 2036-04-14 Fixed 3.87500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 955000.00000000 PA 1072443.01000000 0.269310455962 Long DBT NUSS ID N 2 2034-03-04 Fixed 4.10000000 N N N N N N Forsaetisraduneyti 549300K5GD3JPA2LLG98 YR6906709 297523313.00000000 PA 2318521.82000000 0.582224102054 Long DBT NUSS IS N 2 2038-02-15 Fixed 6.50000000 N N N N N N SAMMONS FINANCIAL GROUP, INC. 254900SHCOQLVJ21CT59 79588TAG5 180000.00000000 PA USD 180285.10000000 0.045272953463 Long DBT CORP US N 2 2036-06-15 Fixed 5.95000000 N N N N N N Sartorius Finance B.V. 529900JCAKTMRXK9EA58 N/A 100000.00000000 PA 119272.15000000 0.029951462968 Long DBT NUSS DE N 2 2032-09-14 Fixed 4.50000000 N N N N N N Sartorius Finance B.V. 529900JCAKTMRXK9EA58 N/A 200000.00000000 PA 242802.16000000 0.060972154052 Long DBT NUSS DE N 2 2035-09-14 Fixed 4.87500000 N N N N N N SES SA 5493008JPA4HYMH1HX51 N/A 140000.00000000 PA 160446.88000000 0.040291206159 Long DBT NUSS LU N 2 2033-06-24 Fixed 4.87500000 N N N N N N South Australian Government Financing Authority 254900TDPILDN6AUAD69 N/A 1002000.00000000 PA 649118.18000000 0.163005690184 Long DBT NUSS AU N 2 2038-05-24 Fixed 4.75000000 N N N N N N Reino de Espana 9598007A56S18711AH60 N/A 9500000.00000000 PA 10912284.17000000 2.740278222719 Long DBT NUSS ES N 2 2036-10-31 Fixed 3.40000000 N N N N N N Swisscom Finance B.V. 549300L41E8X8K71RV25 N/A 460000.00000000 PA 531455.51000000 0.133458397683 Long DBT NUSS CH N 2 2031-11-29 Fixed 3.50000000 N N N N N N Schweizerische Eidgenossenschaft 5067006OA1BJ88912Q83 N/A 1664000.00000000 PA 2522866.60000000 0.633538890218 Long DBT NUSS CH N 2 2033-04-08 Fixed 3.50000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 2041000000.00000000 PA 582525.03000000 0.146282907320 Long DBT NUSS CO N 2 2035-01-24 Fixed 11.75000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 5046500000.00000000 PA 1470714.43000000 0.369323842889 Long DBT NUSS CO N 2 2030-02-27 Fixed 12.50000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 1153600000.00000000 PA 352027.65000000 0.088400713183 Long DBT NUSS CO N 2 2033-02-09 Fixed 13.25000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 10157600000.00000000 PA 3099649.82000000 0.778379921882 Long DBT NUSS CO N 2 2033-02-09 Fixed 13.25000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 1904800000.00000000 PA 453858.16000000 0.113972254816 Long DBT NUSS CO N 2 2031-03-26 Fixed 7.00000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 N/A 1455000000.00000000 PA 362196.05000000 0.090954188207 Long DBT NUSS CO N 2 2030-09-18 Fixed 7.75000000 N N N N N N TOTALENERGIES CAPITAL INTERNATIONAL SA 549300U37G2I8G4RUG09 N/A 500000.00000000 PA 553538.17000000 0.139003765762 Long DBT NUSS FR N 2 2037-03-03 Fixed 3.49900000 N N N N N N TOTALENERGIES SE 529900S21EQ1BO4ESM68 N/A 270000.00000000 PA 275504.62000000 0.069184352119 Long DBT NUSS FR N 2 2175-01-25 Fixed 2.12500000 N N N N N N Treasury Corporation Of Victoria 549300ZJM7BQW1P9UV75 N/A 2435000.00000000 PA 1181837.55000000 0.296781466703 Long DBT NUSS AU N 2 2037-11-20 Fixed 2.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BS6 300000.00000000 PA USD 301207.19000000 0.075638747160 Long DBT NUSS CH N 2 2175-02-05 Fixed 7.00000000 N N N Y Y UBS Group AG CHF XXXX N N N UBS Group AG 549300SZJ9VS8SGXAN81 N/A 895000.00000000 PA 1035258.50000000 0.259972731486 Long DBT NUSS CH N 2 2028-03-17 Fixed 4.62500000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 291503.00000000 PA 302362.76000000 0.075928932355 Long DBT NUSS GB N 2 2045-01-22 Fixed 3.50000000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 1231723.00000000 PA 1626235.81000000 0.408378164069 Long DBT NUSS GB N 2 2032-06-07 Fixed 4.25000000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 440095.00000000 PA 501783.23000000 0.126007134370 Long DBT NUSS GB N 2 2046-12-07 Fixed 4.25000000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 836307.00000000 PA 936050.24000000 0.235059685770 Long DBT NUSS GB N 2 2049-12-07 Fixed 4.25000000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 258436.00000000 PA 340164.54000000 0.085421664848 Long DBT NUSS GB N 2 2034-09-07 Fixed 4.50000000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 350619.00000000 PA 424800.83000000 0.106675416925 Long DBT NUSS GB N 2 2029-01-31 Fixed 0.50000000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 3155947.00000000 PA 1776613.65000000 0.446140846356 Long DBT NUSS GB N 2 2051-07-31 Fixed 1.25000000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 443304.00000000 PA 525117.20000000 0.131866729744 Long DBT NUSS GB N 2 2038-01-29 Fixed 3.75000000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 686117.00000000 PA 887341.46000000 0.222828002008 Long DBT NUSS GB N 2 2034-07-31 Fixed 4.25000000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 336000.00000000 PA 414241.52000000 0.104023777104 Long DBT NUSS GB N 2 2040-01-31 Fixed 4.37500000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 300000.00000000 PA 334350.23000000 0.083961583089 Long DBT NUSS GB N 2 2054-07-31 Fixed 4.37500000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 330000.00000000 PA 431740.91000000 0.108418200543 Long DBT NUSS GB N 2 2035-03-07 Fixed 4.50000000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 8400000.00000000 PA 11179930.52000000 2.807489216574 Long DBT NUSS GB N 2 2036-07-31 Fixed 4.87500000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 1400000.00000000 PA 1590030.41000000 0.399286312389 Long DBT NUSS MX N 2 2031-05-16 Fixed 3.87500000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 P9767G4W8 2530000.00000000 PA 1961364.00000000 0.492535107434 Long DBT NUSS MX N 2 2115-03-15 Fixed 4.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 1060000.00000000 PA 1208895.20000000 0.303576147624 Long DBT NUSS MX N 2 2034-03-19 Fixed 4.50000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 400000.00000000 PA 457536.81000000 0.114896032489 Long DBT NUSS MX N 2 2036-05-16 Fixed 4.87500000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BBT6 900000.00000000 PA USD 900265.18000000 0.226073389310 Long DBT NUSS MX N 2 2037-08-27 Fixed 6.25000000 N N N N N N United States of America N/A N/A -17.00000000 NC USD -1868140.63000000 -0.46912497929 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Sep 2026 2026-09-24 -1860951.64000000 USD -7188.99000000 N N N MORGAN STANLEY & CO, INC N/A N/A -47.00000000 NC USD -5286031.25000000 -1.32742110573 N/A DIR US N 1 MORGAN STANLEY & CO, INC N/A Short N/A N/A 2026-09-24 -5247771.65000000 USD -38259.60000000 N N N MORGAN STANLEY & CO, INC N/A N/A 35.00000000 NC USD 7214648.44000000 1.811732877985 N/A DIR US N 1 MORGAN STANLEY & CO, INC N/A Long N/A N/A 2026-10-03 7227281.53000000 USD -12633.09000000 N N N GOLDMAN, SACHS & CO. N/A N/A -58.00000000 NC USD -11955703.13000000 -3.00230019801 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short N/A N/A 2026-10-03 -11952897.27000000 USD -2805.86000000 N N N United States of America N/A N/A -57.00000000 NC USD -6101671.88000000 -1.53224369109 N/A DIR US N 1 MORGAN STANLEY & CO, INC N/A Short U.S. Treasury Futures US 5-Year Note (consolidated) Sep 2026 2026-10-03 -6095503.38000000 USD -6168.50000000 N N N United States of America N/A N/A -7.00000000 NC USD -794500.00000000 -0.19951377860 N/A DIR US N 1 CITIGROUP N/A Short U.S. Treasury Futures US Long Bond (CBT) Sep 2026 2026-09-24 -780689.51000000 USD -13810.49000000 N N N United States of America 254900HROIFWPRGM1V77 9128283F5 11150000.00000000 PA USD 10867330.11000000 2.728989419227 Long SN UST US N 2 2027-11-15 Fixed 2.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMY4 8880000.00000000 PA USD 8856412.50000000 2.224010475450 Long SN UST US N 2 2027-04-30 Fixed 3.75000000 N N N N N N United States of America N/A N/A 2.00000000 NC USD 232312.50000000 0.058338004646 N/A DIR US N 1 MORGAN STANLEY & CO, INC N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Sep 2026 2026-09-24 225582.81000000 USD 6729.69000000 N N N United States of America N/A N/A 20.00000000 NC USD 2323125.00000000 0.583380046466 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Sep 2026 2026-09-24 2278160.40000000 USD 44964.60000000 N N N VERTIV HOLDINGS CO 549300KTTIRAOGXCRV69 92537NAC2 240000.00000000 PA USD 236214.62000000 0.059317899808 Long DBT CORP US N 2 2056-03-15 Fixed 5.80000000 N N N N N N VERTIV HOLDINGS CO 549300KTTIRAOGXCRV69 92537NAD0 140000.00000000 PA USD 138618.67000000 0.034809735225 Long DBT CORP US N 2 2066-03-15 Fixed 5.95000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 N/A 280000.00000000 PA 315227.84000000 0.079159594058 Long DBT NUSS GB N 2 2055-09-12 Fixed 4.62500000 N N N N N N Volkswagen International Finance N.V. 5299004PWNHKYTR23649 N/A 200000.00000000 PA 224301.67000000 0.056326335719 Long DBT NUSS DE N 2 2175-06-17 Fixed 3.87500000 N N N N N N Volkswagen International Finance N.V. 5299004PWNHKYTR23649 N/A 100000.00000000 PA 117594.68000000 0.029530218943 Long DBT NUSS DE N 2 2174-11-15 Fixed 5.99400000 N N N N N N Werfen, S.A. 9598003BHZ02SG7LKD16 N/A 100000.00000000 PA 113657.30000000 0.028541469337 Long DBT NUSS ES N 2 2032-02-12 Fixed 3.62500000 N N N N N N Wintershall Dea Finance 2 B.V. 529900DV88FUQZSVVL48 N/A 400000.00000000 PA 444218.32000000 0.111551511073 Long DBT NUSS DE N 2 2175-01-20 Fixed 3.00000000 N N N N N N Wintershall Dea Finance 2 B.V. 529900DV88FUQZSVVL48 N/A 400000.00000000 PA 473905.71000000 0.119006568790 Long DBT NUSS DE N 2 2174-08-08 Fixed 6.11700000 N N N N N N Wintershall Dea Finance B.V. 529900SUC9JUI6M74U66 N/A 400000.00000000 PA 411781.89000000 0.103406118104 Long DBT NUSS DE N 2 2031-09-25 Fixed 1.82300000 N N N N N N W.P. CAREY INC. 54930042CRNE713E3Q67 N/A 218000.00000000 PA 243720.60000000 0.061202791478 Long DBT NUSS US N 2 2034-11-19 Fixed 3.70000000 N N N N N N 2026-06-30 SEI INSTITUTIONAL INTERNATIONAL TRUST Glenn Kurdziel Glenn Kurdziel Controller and Chief Financial Officer XXXX