NPORT-P false 0000875186 XXXXXXXX S000008439 C000023147 MORGAN STANLEY PATHWAY FUNDS 811-06318 0000875186 549300P3RUTI9W6SLI87 2000 Westchester Avenue NULL Purchase 10577 888-454-3965 International Fixed Income Fund S000008439 Q50Z4ID12W7DFFPENU57 2026-08-31 2026-02-28 N 345117699.42 149809067.21 195308632.21 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3803.52000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 9254546.46000000 ARS AUD BRL CAD CHF CNY CNY COP CZK DKK EGP EUR GBP HKD HUF IDR ILS INR JPY KRW KZT MXN MYR NGN NOK NZD PEN PLN RON RUB SEK SGD THB TRY TWD USD ZAR N Securities Portfolio SEC_PORT ABU DHABI DEVELO 4.5% 05/06/30 N/A 00402AAA9 200000.00000000 PA USD 202908.50000000 0.103891209366 Long DBT CORP AE Y 2 2030-05-06 Fixed 4.50000000 N N N N N N ABU DHABI DEVE 4.375% 10/02/31 N/A 00402D2C8 500000.00000000 PA USD 502219.75000000 0.257141604196 Long DBT CORP AE Y 2 2031-10-02 Fixed 4.37500000 N N N N N N ACE 2005-HE5 M4 V/R 08/25/35 N/A 004421RH8 236734.01000000 PA USD 238556.53000000 0.122143362175 Long ABS-CBDO CORP US N 2 2035-08-25 Variable 4.68821000 N N N N N N ALIMENTATION DISC 03/09/2026 549300OSW32RVX8CCZ87 01626VC92 250000.00000000 PA USD 249786.11000000 0.127893020996 Long STIV CORP CA N 2 2026-03-09 Fixed 0.00000000 N N N N N N ALMNTATION C-T DISC 03/10/26 N/A 01626VCA9 300000.00000000 PA USD 299711.25000000 0.153455198886 Long STIV CORP US N 2 2026-03-10 Fixed 0.00000000 N N N N N N FNMA TBA 15YR 2% MAR26 N/A 01F020430 -2100000.00000000 PA USD -1956117.49000000 -1.00155198869 Short ABS-MBS USGA US N 2 2041-03-01 Fixed 2.00000000 N N N N N N UMBS TBA 30YR 2% MAR 26 N/A 01F020638 -18050000.00000000 PA USD -14962342.81000000 -7.66087122760 Short ABS-MBS USGA US N 2 2056-03-01 Fixed 2.00000000 N N N N N N FNMA 30YR TBA 2.5% MAR26 N/A 01F022634 -700000.00000000 PA USD -606668.76000000 -0.31062055636 Short ABS-MBS USGA US N 2 2056-03-01 Fixed 2.50000000 N N N N N N FNMA 30YR TBA 3.0% APR 26 N/A 01F030645 -1900000.00000000 PA USD -1718004.30000000 -0.87963562109 Short ABS-MBS USGA US N 2 2056-04-01 Fixed 3.00000000 N N N N N N FNCL 30YR TBA 3.5% APR 26 N/A 01F032641 -1500000.00000000 PA USD -1413531.53000000 -0.72374247569 Short ABS-MBS USGA US N 2 2056-04-01 Fixed 3.50000000 N N N N N N FNCL 30YR TBA 4.0% MARCH 26 N/A 01F040636 344000.00000000 PA USD 334480.26000000 0.171257284542 Long ABS-MBS USGA US N 2 2056-03-01 Fixed 4.00000000 N N N N N N FNMA 30YR TBA 4.5% MAR 26 N/A 01F042632 3637000.00000000 PA USD 3597951.79000000 1.842187797481 Long ABS-MBS USGA US N 2 2056-03-01 Fixed 4.50000000 N N N N N N FNMA 30YR TBA 5% APR 26 N/A 01F050643 30960000.00000000 PA USD 31070426.27000000 15.90837328510 Long ABS-MBS USGA US N 2 2056-04-01 Fixed 5.00000000 N N N N N N FNMA 30YR TBA 5.5% APR 26 N/A 01F052649 240000.00000000 PA USD 243650.72000000 0.124751639107 Long ABS-MBS USGA US N 2 2056-04-01 Fixed 5.50000000 N N N N N N FNMA 30YR TBA 6% MAR 26 N/A 01F060634 -9765000.00000000 PA USD -10017683.63000000 -5.12915559166 Short ABS-MBS USGA US N 2 2056-03-01 Fixed 6.00000000 N N N N N N FNMA 30YR TBA 6.5% MAR 26 N/A 01F062630 -3600000.00000000 PA USD -3739644.58000000 -1.91473594263 Short ABS-MBS USGA US N 2 2056-03-01 Fixed 6.50000000 N N N N N N FNMA 30YR TBA 6.5% APR 26 N/A 01F062648 10100000.00000000 PA USD 10496120.49000000 5.374120115036 Long ABS-MBS USGA US N 2 2056-04-01 Fixed 6.50000000 N N N N N N CWALT 2007-7T2 A9 6% 04/25/37 N/A 02147BAJ4 24901.36000000 PA USD 10173.97000000 0.005209175797 Long ABS-CBDO CORP US N 2 2037-04-25 Fixed 6.00000000 N N N N N N CWALT 2007-11T V/R 05/25/37 N/A 02150GAN8 32786.93000000 PA USD 10260.03000000 0.005253239390 Long ABS-CBDO CORP US N 2 2037-05-25 Variable 4.13821000 N N N N N N CWALT 2007-16C 6.25% 08/25/37 N/A 02152AAY5 16428.46000000 PA USD 7338.32000000 0.003757294246 Long ABS-CBDO CORP US N 2 2037-08-25 Fixed 6.25000000 N N N N N N AMETEK INC DISC 03/09/2026 N/A 03111CC92 500000.00000000 PA USD 499570.00000000 0.255784905330 Long STIV CORP US N 2 2026-03-09 Fixed 0.00000000 N N N N N N ARCLO 2022-FL1 A V/R 12/15/26 N/A 03880XAA4 128913.03000000 PA USD 128930.32000000 0.066013631113 Long ABS-CBDO CORP KY Y 2 2037-01-15 Variable 5.10819000 N N N N N N ARSI 2005-W1 A1 V/R 05/25/35 N/A 040104MX6 287248.43000000 PA USD 267416.34000000 0.136919877515 Long ABS-CBDO CORP US N 2 2035-05-25 Variable 4.26821000 N N N N N N ATHENE GLOBAL 5.516% 03/25/27 549300LM1QSI4MSIL320 04685A3T6 300000.00000000 PA USD 304596.26000000 0.155956373537 Long DBT CORP US Y 2 2027-03-25 Fixed 5.51600000 N N N N N N ATHENE GLOBAL FUN V/R 07/16/26 549300LM1QSI4MSIL320 04685A4J7 500000.00000000 PA USD 500668.94000000 0.256347573752 Long DBT CORP US Y 2 2026-07-16 Variable 4.43101700 N N N N N N BPCE SA V/R 10/19/27 N/A 05571AAQ8 400000.00000000 PA USD 406462.90000000 0.208113126081 Long DBT CORP FR Y 2 2027-10-19 Variable 6.61200000 N N N N N N BAFC 2006 A 1A1 V/R 2/20/36 N/A 058927AA2 4097.30000000 PA USD 3933.38000000 0.002013930442 Long ABS-CBDO CORP US N 2 2036-02-20 Variable 5.71192000 N N N N N N BANK OF AMERICA C V/R 02/06/37 9DJT3UXIJIZJI4WXO774 060505GR9 300000.00000000 PA USD 304435.88000000 0.155874257351 Long DBT CORP US N 2 2037-02-06 Variable 5.04500000 N N N N N N BANK OF AMERICA C V/R 07/23/31 9DJT3UXIJIZJI4WXO774 06051GJF7 700000.00000000 PA USD 636044.59000000 0.325661279177 Long DBT CORP US N 2 2031-07-23 Variable 1.89800000 N N N N N N BANK OF AMERICA C V/R 04/25/29 9DJT3UXIJIZJI4WXO774 06051GLG2 500000.00000000 PA USD 512400.23000000 0.262354113180 Long DBT CORP US N 2 2029-04-25 Variable 5.20200000 N N N N N N BANK OF AMERICA C V/R 01/24/36 9DJT3UXIJIZJI4WXO774 06051GMM8 600000.00000000 PA USD 630007.67000000 0.322570314927 Long DBT CORP US N 2 2036-01-24 Variable 5.51100000 N N N N N N BARCLAYS PLC V/R 09/13/27 213800LBQA1Y9L22JB70 06738ECJ2 800000.00000000 PA USD 810307.94000000 0.414885881300 Long DBT CORP GB N 2 2027-09-13 Variable 6.49600000 N N N N N N BFAT 2007-SR1A V/R 03/25/37 N/A 07325QAA3 115243.32000000 PA USD 116432.32000000 0.059614528391 Long ABS-CBDO CORP US Y 2 2037-03-25 Variable 4.23821000 N N N N N N BDS 2021-FL10 A V/R 12/16/36 N/A 07335YAA4 83446.53000000 PA USD 83456.36000000 0.042730502515 Long ABS-CBDO CORP KY Y 2 2036-12-16 Variable 5.13051000 N N N N N N BSARM 2004-2 22A V/R 05/25/34 N/A 07384MN32 4233.44000000 PA USD 4157.71000000 0.002128789676 Long ABS-CBDO CORP US N 2 2034-05-25 Variable 6.81130000 N N N N N N BSARM 2004-2 23A V/R 05/25/34 N/A 07384MN57 1421.78000000 PA USD 1308.32000000 0.000669873105 Long ABS-CBDO CORP US N 2 2034-05-25 Variable 3.99997000 N N N N N N BSARM 2003-5 1A2 V/R 08/25/33 N/A 07384MWG3 1253.75000000 PA USD 1236.44000000 0.000633069816 Long ABS-CBDO CORP US N 2 2033-08-25 Variable 5.01319000 N N N N N N BSARM 2003-7 6A V/R 10/25/33 N/A 07384MYW6 1183.41000000 PA USD 1154.71000000 0.000591223228 Long ABS-CBDO CORP US N 2 2033-10-25 Variable 5.71011000 N N N N N N BSSP 2007-R6 V/R 1/26/36 N/A 07402FAA3 24654.00000000 PA USD 17798.68000000 0.009113104627 Long ABS-CBDO CORP US N 2 2036-01-26 Variable 4.89567000 N N N N N N BECTON DICKINS DISC 03/12/26 N/A 07588MCC8 250000.00000000 PA USD 249705.90000000 0.127851952663 Long STIV CORP US N 2 2026-03-12 Fixed 0.00000000 N N N N N N BEIGNET INVEST 6.581% 05/30/49 N/A 076912AA2 1800000.00000000 PA USD 1912628.20000000 0.979285031264 Long DBT CORP US Y 2 2049-05-30 Fixed 6.58100000 N N N N N N BLUEM 2016-3A A1 V/R 11/15/30 N/A 09628VAW4 65732.26000000 PA USD 65786.62000000 0.033683416475 Long ABS-CBDO CORP KY Y 2 2030-11-15 Variable 4.85253000 N N N N N N CWHL 2007-19 2A 6.5% 11/25/47 N/A 12544PAF9 91937.12000000 PA USD 44629.13000000 0.022850567071 Long ABS-CBDO CORP US N 2 2047-11-25 Fixed 6.50000000 N N N N N N CWHL 2007-4 1A47 6% 05/25/37 N/A 12544RBY3 490325.12000000 PA USD 197744.00000000 0.101246933001 Long ABS-CBDO CORP US N 2 2037-05-25 Fixed 6.00000000 N N N N N N CIFC 2017-4A A1R V/R 10/24/30 N/A 12551JAL0 4510.53000000 PA USD 4513.41000000 0.002310911683 Long ABS-CBDO CORP KY Y 2 2030-10-24 Variable 4.87963000 N N N N N N CSAB 2006-4 A6A S/UP 12/25/36 N/A 12628LAJ9 120493.27000000 PA USD 16784.31000000 0.008593736902 Long ABS-CBDO CORP US N 2 2036-12-01 Variable 6.18370000 N N N N N N CSMC 2007-5R A5 6.5% 07/26/36 N/A 12640QAE3 34401.47000000 PA USD 7169.31000000 0.003670759412 Long ABS-CBDO CORP US N 2 2036-07-26 Fixed 6.50000000 N N N N N N CSMC 2021-INV1 A V/R 07/25/56 N/A 12661XAC6 66422.53000000 PA USD 57063.11000000 0.029216890904 Long ABS-CBDO CORP US Y 2 2056-07-25 Variable 2.50000000 N N N N N N CWHL 2005-HYB9 3 V/R 02/20/36 N/A 126670JY5 3917.52000000 PA USD 3519.17000000 0.001801850722 Long ABS-CBDO CORP US N 2 2036-02-20 Variable 6.22417000 N N N N N N CWALT 2005-21C 5.25% 06/25/35 N/A 12667GKC6 2672.33000000 PA USD 1999.32000000 0.001023672111 Long ABS-CBDO CORP US N 2 2035-06-25 Fixed 5.25000000 N N N N N N CWL 2007-12 1A1 V/R 06/25/37 N/A 126697AA9 29735.56000000 PA USD 29582.23000000 0.015146401705 Long ABS-CBDO CORP US N 2 2047-08-25 Variable 4.52821000 N N N N N N CWL 2007-13 1A V/R 06/25/36 N/A 126698AA7 211074.43000000 PA USD 207574.37000000 0.106280182115 Long ABS-CBDO CORP US N 2 2047-10-25 Variable 4.62821000 N N N N N N CWHL 2005-2 1A1 V/R 03/25/35 N/A 12669GPN5 33956.28000000 PA USD 31860.86000000 0.016313083369 Long ABS-CBDO CORP US N 2 2035-03-25 Variable 4.42821000 N N N N N N CWHL 2005-3 2A1 V/R 4/25/35 N/A 12669GTV3 394.85000000 PA USD 389.30000000 0.000199325547 Long ABS-CBDO CORP US N 2 2035-04-25 Variable 4.36821000 N N N N N N CWHL 2005-11 3A1 V/R 04/25/35 N/A 12669GUM1 10729.16000000 PA USD 7304.53000000 0.003739993423 Long ABS-CBDO CORP US N 2 2035-04-25 Variable 3.63555000 N N N N N N CWHL 2005-9 1A3 V/R 05/25/35 N/A 12669GZQ7 31910.51000000 PA USD 28580.65000000 0.014633582590 Long ABS-CBDO CORP US N 2 2035-05-25 Variable 4.24821000 N N N N N N CWL 2007-9 2A4 V/R 02/25/36 N/A 12670FAE0 183307.20000000 PA USD 180267.62000000 0.092298849241 Long ABS-CBDO CORP US N 2 2036-02-25 Variable 4.03821000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -111353.48000000 -0.05701411081 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 -7230000.00000000 DKK 1034162.55000000 USD 2026-04-01 -111353.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -271433.83000000 -0.13897687313 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 -16700000.00000000 BRL 2959021.43000000 USD 2026-04-02 -271433.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -59507.25000000 -0.03046831536 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -3300000.00000000 BRL 578846.19000000 USD 2026-04-02 -59507.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 946.53000000 0.000484632957 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 -774930.00000000 HKD 100000.00000000 USD 2026-03-02 946.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 7536.36000000 0.003858692734 N/A DFE N/A N 2 JPMORGAN CHASE BANK NA N/A -6144957.00000000 HKD 793000.00000000 USD 2026-03-02 7536.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 825.81000000 0.000422823093 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -5900.00000000 USD 3363000.00000000 KZT 2026-03-11 825.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 1398.86000000 0.000716230503 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -89000.00000000 EUR 2186412.25000000 CZK 2026-03-13 1398.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -1278.93000000 -0.00065482512 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -2183952.76000000 CZK 89000.00000000 EUR 2026-03-13 -1278.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 1645.45000000 0.000842487083 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -11000.00000000 USD 6358550.00000000 KZT 2026-03-26 1645.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 4153.88000000 0.002126828677 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -138150.83000000 USD 6330485.48000000 TRY 2026-03-18 4153.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 4601.75000000 0.002356142658 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -101268.97000000 USD 3317328.00000000 TWD 2026-03-18 4601.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -7637.98000000 -0.00391072320 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -675770.53000000 PEN 193652.72000000 USD 2026-04-06 -7637.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -34.53000000 -0.00001767971 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -11910183.00000000 KRW 8239.79000000 USD 2026-03-18 -34.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -3167.92000000 -0.00162200716 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -1774628.18000000 USD 5944882.47000000 PEN 2026-03-18 -3167.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 1221.31000000 0.000625323103 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -23700.00000000 USD 1219365.00000000 EGP 2026-04-16 1221.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 6904.24000000 0.003535040884 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -53000.00000000 USD 89411000.00000000 NGN 2026-10-21 6904.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 222.77000000 0.000114060498 N/A DFE N/A N 2 HSBC BANK PLC N/A -8900.00000000 USD 453722.00000000 EGP 2026-05-20 222.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -595.43000000 -0.00030486619 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -305427.78000000 USD 5257954.96000000 MXN 2026-03-18 -595.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 267941.83000000 0.137188933724 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 -3289554.13000000 USD 18239815.40000000 BRL 2026-03-03 267941.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 455.64000000 0.000233292299 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -15966.21000000 USD 112617.66000000 CNY 2026-03-04 455.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 10124.11000000 0.005183646972 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 -131190.33000000 USD 2434000.00000000 MXN 2026-03-02 10124.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -4516.77000000 -0.00231263203 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -1289564.22000000 BRL 247000.00000000 USD 2026-03-03 -4516.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -5707.11000000 -0.00292209818 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -4281963.03000000 PEN 1270235.25000000 USD 2026-03-18 -5707.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -562.20000000 -0.00028785210 N/A DFE N/A N 2 WELLS FARGO BANK, N.A. N/A -5819765.58000000 MXN 336841.37000000 USD 2026-03-18 -562.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 20407.94000000 0.010449072203 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -277354.01000000 USD 5136000.00000000 MXN 2026-03-18 20407.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 1585.53000000 0.000811807436 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -67027.18000000 USD 470309.61000000 CNY 2026-03-12 1585.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 2520.21000000 0.001290373073 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -67274.57000000 USD 3066426.70000000 TRY 2026-03-03 2520.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 5268.00000000 0.002697269414 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -151582.75000000 USD 6896711.96000000 TRY 2026-03-04 5268.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -12317.65000000 -0.00630676169 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -14873456.00000000 MYR 3811720.78000000 USD 2026-03-18 -12317.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -660.34000000 -0.00033810077 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -7560000.00000000 KZT 14000.00000000 USD 2026-06-03 -660.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -150.45000000 -0.00007703192 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -1570500.00000000 KZT 3000.00000000 USD 2026-03-03 -150.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 9018.86000000 0.004617747765 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -368812.00000000 USD 2588949.60000000 CNY 2026-03-18 9018.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -1187.77000000 -0.00060815028 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -16140089.00000000 KZT 30100.00000000 USD 2026-06-04 -1187.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -30.23000000 -0.00001547806 N/A DFE N/A N 2 JPMORGAN CHASE BANK NA N/A -551478.63000000 MXN 31942.00000000 USD 2026-03-18 -30.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 314.44000000 0.000160996468 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -119393748.00000000 COP 31932.00000000 USD 2026-03-18 314.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 10009.21000000 0.005124817007 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -406255.94000000 USD 2852641.79000000 CNY 2026-03-16 10009.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 4967.55000000 0.002543435967 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 -72960.00000000 USD 1342945.54000000 MXN 2026-03-09 4967.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -85.73000000 -0.00004389462 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -1240080.00000000 KZT 2400.00000000 USD 2026-03-05 -85.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 34.42000000 0.000017623388 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -547621.09000000 MXN 31783.00000000 USD 2026-03-18 34.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 11180.53000000 0.005724544723 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -174971.16000000 USD 3208000.00000000 MXN 2026-03-09 11180.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 3265.16000000 0.001671795026 N/A DFE N/A N 2 JPMORGAN CHASE BANK NA N/A -50234.00000000 USD 924707.47000000 MXN 2026-04-09 3265.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 419.97000000 0.000215028898 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -12973.31000000 USD 592225.11000000 TRY 2026-03-11 419.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 9131.52000000 0.004675430827 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 -137750.97000000 USD 2539000.00000000 MXN 2026-04-10 9131.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 7463.71000000 0.003821495197 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 -108556.19000000 USD 2006000.00000000 MXN 2026-04-13 7463.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -1474.76000000 -0.00075509207 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 -4430523.74000000 MXN 255386.88000000 USD 2026-03-18 -1474.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 6294.85000000 0.003223027025 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -117946.56000000 USD 2143000.00000000 MXN 2026-03-18 6294.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 12339.28000000 0.006317836472 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 -187568.86000000 USD 3457000.00000000 MXN 2026-04-15 12339.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -5771.52000000 -0.00295507675 N/A DFE N/A N 2 UBS AG STAMFORD BRANCH 254900R882POXXVAK772 -244374.02000000 USD 901007011.74000000 COP 2026-03-18 -5771.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 5933.86000000 0.003038196485 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -83041.48000000 USD 44572517.00000000 KZT 2026-03-16 5933.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -4343.06000000 -0.00222369075 N/A DFE N/A N 2 JPMORGAN CHASE BANK NA N/A -1462000.00000000 MXN 80186.38000000 USD 2026-04-17 -4343.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 2617.13000000 0.001339997096 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -92057.00000000 USD 4229696.95000000 TRY 2026-03-23 2617.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -4865.02000000 -0.00249093956 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 -1669000.00000000 MXN 91609.19000000 USD 2026-04-20 -4865.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -8.84000000 -0.00000452616 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -8717.66000000 USD 2780000.00000000 HUF 2026-03-18 -8.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -2746.37000000 -0.00140616928 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -687900843.00000000 COP 179001.00000000 USD 2026-03-26 -2746.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -299.55000000 -0.00015337263 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -947364.00000000 TWD 29935.06000000 USD 2026-03-18 -299.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 1431.23000000 0.000732804271 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -84069.00000000 USD 584119.82000000 CNY 2026-05-07 1431.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -1466.18000000 -0.00075069902 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -369183676.07000000 COP 96551.00000000 USD 2026-03-09 -1466.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 1461.22000000 0.000748159455 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -208367.00000000 USD 749791.98000000 PLN 2026-04-15 1461.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 362.36000000 0.000185531994 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -20714.81000000 USD 143994.86000000 CNY 2026-05-07 362.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -3284.86000000 -0.00168188162 N/A DFE N/A N 2 UBS AG STAMFORD BRANCH 254900R882POXXVAK772 -1503184539.88000000 COP 392522.50000000 USD 2026-04-08 -3284.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 3390.57000000 0.001736006218 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -262229.35000000 USD 949155.86000000 PLN 2026-04-15 3390.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 741.14000000 0.000379471194 N/A DFE N/A N 2 HSBC BANK PLC N/A -72579.19000000 USD 262000.00000000 PLN 2026-04-15 741.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -321.39000000 -0.00016455493 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -447690.96000000 USD 40820758.45000000 INR 2026-04-07 -321.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -28131.53000000 -0.01440362859 N/A DFE N/A N 2 WELLS FARGO BANK, N.A. N/A -691000.00000000 GBP 903095.16000000 USD 2026-03-03 -28131.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 2295.01000000 0.001175068389 N/A DFE N/A N 2 WELLS FARGO BANK, N.A. N/A -231409.00000000 USD 835108.80000000 PLN 2026-04-15 2295.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 5942.58000000 0.003042661214 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -351457.40000000 USD 2440906.79000000 CNY 2026-05-13 5942.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 3877.65000000 0.001985396116 N/A DFE N/A N 2 UBS AG STAMFORD BRANCH 254900R882POXXVAK772 -283945.04000000 USD 1028494.37000000 PLN 2026-04-15 3877.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 1204.50000000 0.000616716212 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 -99820.84000000 USD 361000.00000000 PLN 2026-04-15 1204.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -254.05000000 -0.00013007617 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -730680.77000000 USD 542000.00000000 GBP 2026-03-03 -254.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 1392.86000000 0.000713158442 N/A DFE N/A N 2 WELLS FARGO BANK, N.A. N/A -298457.00000000 EUR 1527088.91000000 RON 2026-03-04 1392.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 1169.93000000 0.000599016022 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -72914.19000000 USD 3349604.97000000 TRY 2026-04-06 1169.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 27.82000000 0.000014244122 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -18569.00000000 USD 850933.71000000 TRY 2026-04-20 27.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 2364.81000000 0.001210806697 N/A DFE N/A N 2 UBS AG STAMFORD BRANCH 254900R882POXXVAK772 -221617.00000000 USD 800363.15000000 PLN 2026-04-22 2364.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -74.61000000 -0.00003820107 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 -112614.87000000 PEN 33482.45000000 USD 2026-03-18 -74.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 18.99000000 0.000009723072 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -33000.00000000 USD 1618650.00000000 EGP 2026-04-20 18.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 3857.26000000 0.001974956230 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -682285054.25000000 COP 184643.00000000 USD 2026-03-16 3857.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 6343.98000000 0.003248182084 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -382473.69000000 USD 1389377.75000000 PLN 2026-04-22 6343.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 65670.33000000 0.033623874816 N/A DFE N/A N 2 JPMORGAN CHASE BANK NA N/A -1873382.40000000 USD 33545534.61000000 MXN 2026-04-20 65670.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 2947.22000000 0.001509006522 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -103000.00000000 USD 55465500.00000000 KZT 2026-07-16 2947.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 1883.36000000 0.000964299416 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -575225325.00000000 COP 154125.00000000 USD 2026-03-20 1883.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 339.29000000 0.000173719920 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -78000.00000000 EUR 399352.20000000 RON 2026-03-13 339.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 1286.70000000 0.000658803446 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 -776811330.00000000 COP 207000.00000000 USD 2026-03-18 1286.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 426.52000000 0.000218382564 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -13000.00000000 USD 7038850.00000000 KZT 2026-07-20 426.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -11043.92000000 -0.00565459901 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -27735912.00000000 TWD 876000.00000000 USD 2026-04-20 -11043.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 16804.95000000 0.008604304791 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -876000.00000000 USD 27511656.00000000 TWD 2027-01-20 16804.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -180.52000000 -0.00009242807 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -40000.00000000 USD 2024800.00000000 EGP 2026-07-20 -180.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 71.08000000 0.000036393680 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -20121.62000000 EUR 102949.75000000 RON 2026-03-13 71.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 63.94000000 0.000032737928 N/A DFE N/A N 2 HSBC BANK PLC N/A -1292083.73000000 THB 41809.59000000 USD 2026-05-20 63.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 50947.84000000 0.026085810659 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -2322000.00000000 USD 73115136.00000000 TWD 2027-01-22 50947.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -36219.00000000 -0.01854449523 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -73728144.00000000 TWD 2322000.00000000 USD 2026-04-22 -36219.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 380.60000000 0.000194871059 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -175134940.10000000 COP 46679.00000000 USD 2026-03-24 380.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 1193.14000000 0.000610899777 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -372428518.91000000 COP 96678.18000000 USD 2026-07-23 1193.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -18328.25000000 -0.00938424983 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -41433207.00000000 TWD 1307000.00000000 USD 2026-04-23 -18328.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 25387.83000000 0.012998826376 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -1307000.00000000 USD 41047642.00000000 TWD 2027-01-25 25387.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 4752.98000000 0.002433573952 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -706172758.40000000 COP 187460.91000000 USD 2026-06-17 4752.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 1106.96000000 0.000566774743 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -208323.93000000 USD 161000.00000000 CHF 2026-03-03 1106.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -1080.29000000 -0.00055311943 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -204315.51000000 USD 172000.00000000 EUR 2026-03-03 -1080.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -3071.97000000 -0.00157287978 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 -457988.02000000 USD 385000.00000000 EUR 2026-03-03 -3071.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 22275.44000000 0.011405251139 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -2034515.63000000 USD 187674301.19000000 INR 2026-04-07 22275.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 326.77000000 0.000167309553 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -85559.00000000 EUR 438365.81000000 RON 2026-03-23 326.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 838.34000000 0.000429238580 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -48671.88000000 USD 338028.64000000 CNY 2026-05-19 838.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 349773.32000000 0.179087486324 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -27954994.29000000 EUR 33381398.01000000 USD 2026-03-03 349773.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 105.11000000 0.000053817385 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -31441.00000000 EUR 161024.89000000 RON 2026-03-23 105.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 210.18000000 0.000107614291 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -13655.92000000 USD 94660.11000000 CNY 2026-05-21 210.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 7.24000000 0.000003706953 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 -1817427.23000000 INR 19925.09000000 USD 2026-04-07 7.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 4098.65000000 0.002098550357 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -427528468.22000000 COP 114713.00000000 USD 2026-06-17 4098.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -173049.23000000 -0.08860296037 N/A DFE N/A N 2 WELLS FARGO BANK, N.A. N/A -5230898.10000000 AUD 3549257.51000000 USD 2026-03-03 -173049.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -3713.87000000 -0.00190153909 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -3826277.61000000 SGD 3021131.07000000 USD 2026-03-03 -3713.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 7834.88000000 0.004011538000 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 -1216897.00000000 USD 191248007.00000000 JPY 2026-03-03 7834.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 894.72000000 0.000458105711 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -65183.63000000 USD 450979.46000000 CNY 2026-05-26 894.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -39747.80000000 -0.02035127661 N/A DFE N/A N 2 JPMORGAN CHASE BANK NA N/A -1946344.60000000 USD 297724624.00000000 JPY 2026-03-03 -39747.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 312173.44000000 0.159835966525 N/A DFE N/A N 2 WELLS FARGO BANK, N.A. N/A -1751683323.00000000 JPY 11529767.00000000 USD 2026-03-03 312173.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 732.35000000 0.000374970625 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -1547311.75000000 PEN 461801.39000000 USD 2026-03-18 732.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 137.57000000 0.000070437234 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -4602896.33000000 INR 50582.39000000 USD 2026-04-07 137.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 440.62000000 0.000225601907 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -110158.90000000 USD 159267738.00000000 KRW 2026-03-05 440.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 760.38000000 0.000389322269 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -235716.00000000 USD 3974032782.00000000 IDR 2026-06-10 760.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -558.25000000 -0.00028582966 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -96968.22000000 USD 1620188770.00000000 IDR 2026-06-10 -558.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -17724.70000000 -0.00907522611 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -1059692.92000000 USD 6589042.35000000 DKK 2026-03-03 -17724.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 213.20000000 0.000109160561 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -74799.00000000 NZD 45077.62000000 USD 2026-03-03 213.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 442.31000000 0.000226467204 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -111272.00000000 EUR 570447.04000000 RON 2026-03-27 442.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -10073.58000000 -0.00515777509 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -32465077.41000000 USD 27466994.29000000 EUR 2026-03-03 -10073.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 15818.87000000 0.008099421833 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -681163.00000000 USD 108837204.00000000 JPY 2026-03-03 15818.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -315.39000000 -0.00016148287 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -258315.65000000 NOK 26849.00000000 USD 2026-03-03 -315.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -1065.51000000 -0.00054555192 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -496257.20000000 USD 22850659.03000000 TRY 2026-04-30 -1065.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -6026.69000000 -0.00308572638 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -534988.30000000 USD 82600000.00000000 JPY 2026-03-03 -6026.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 1786.24000000 0.000914572991 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -674010.28000000 CHF 878547.58000000 USD 2026-03-03 1786.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -227.93000000 -0.00011670247 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -242899.46000000 USD 11188677.83000000 TRY 2026-04-29 -227.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 22599.88000000 0.011571367708 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -4850287.02000000 CAD 3577746.86000000 USD 2026-03-03 22599.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -24333.55000000 -0.01245902432 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -16588389.77000000 BRL 3211068.14000000 USD 2026-03-03 -24333.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 365.00000000 0.000186883700 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -23000.00000000 USD 12287450.00000000 KZT 2026-07-29 365.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 9500.61000000 0.004864408650 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -1262000.00000000 NZD 766447.94000000 USD 2026-03-03 9500.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -57095.43000000 -0.02923343907 N/A DFE N/A N 2 HSBC BANK PLC N/A -38582838.37000000 CNY 5566774.14000000 USD 2026-03-03 -57095.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 168.18000000 0.000086109865 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -59697.00000000 EUR 305744.16000000 RON 2026-03-27 168.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -535.50000000 -0.00027418142 N/A DFE N/A N 2 WELLS FARGO BANK, N.A. N/A -261332.16000000 USD 329894.74000000 SGD 2026-03-03 -535.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -431.69000000 -0.00022102965 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -41200.00000000 USD 2082660.00000000 EGP 2026-08-03 -431.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -638.14000000 -0.00032673415 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -55700.00000000 USD 2812850.00000000 EGP 2026-08-03 -638.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -37.76000000 -0.00001933350 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -31783.00000000 USD 551962.65000000 MXN 2026-06-17 -37.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 1402.63000000 0.000718160781 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 -415169.36000000 USD 7243044.65000000 MXN 2026-06-17 1402.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -2564.10000000 -0.00131284519 N/A DFE N/A N 2 JPMORGAN CHASE BANK NA N/A -203364.07000000 USD 149000.00000000 GBP 2026-03-03 -2564.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 3515.50000000 0.001799971644 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -798296.26000000 USD 1336799.00000000 NZD 2026-03-03 3515.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 3091.17000000 0.001582710382 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -201849.61000000 USD 288000.00000000 AUD 2026-03-03 3091.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 5768.79000000 0.002953678971 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -883000.00000000 EUR 1049121.70000000 USD 2026-03-03 5768.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 895.98000000 0.000458750844 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -142193.45000000 USD 110000.00000000 CHF 2026-03-03 895.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -1841.21000000 -0.00094271818 N/A DFE N/A N 2 JPMORGAN CHASE BANK NA N/A -179622.43000000 USD 1605000.00000000 SEK 2026-03-03 -1841.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 11284.80000000 0.005777932020 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -3346924.83000000 USD 4581605.40000000 CAD 2026-03-03 11284.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -53189.08000000 -0.02723334826 N/A DFE N/A N 2 WELLS FARGO BANK, N.A. N/A -36411301.00000000 CNY 5254155.23000000 USD 2026-03-03 -53189.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 57.82000000 0.000029604426 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 -4146.23000000 USD 70649877.00000000 IDR 2026-06-10 57.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 2497.29000000 0.001278637800 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -769539.84000000 ILS 248133.00000000 USD 2026-04-06 2497.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 1416.79000000 0.000725410845 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 -32276.89000000 USD 320405.01000000 NOK 2026-03-03 1416.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -4485.90000000 -0.00229682628 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -872492.11000000 USD 5955000.00000000 CNY 2026-03-03 -4485.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -4481.77000000 -0.00229471168 N/A DFE N/A N 2 JPMORGAN CHASE BANK NA N/A -2765469.33000000 USD 3492511.22000000 SGD 2026-03-03 -4481.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -47178.30000000 -0.02415576795 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -113324900.00000000 TWD 3580000.00000000 USD 2026-05-04 -47178.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 65744.54000000 0.033661871088 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -3580000.00000000 USD 112268800.00000000 TWD 2027-02-03 65744.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 3400.18000000 0.001740926635 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -766622.42000000 ILS 248132.00000000 USD 2026-04-13 3400.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 5014.57000000 0.002567510684 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -452255.51000000 USD 3119839.41000000 CNY 2026-06-01 5014.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -202.02000000 -0.00010343628 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -1485021632.00000000 IDR 88371.00000000 USD 2026-03-05 -202.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -1991.53000000 -0.00101968355 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 -3480268.00000000 THB 110000.00000000 USD 2026-03-05 -1991.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 81.80000000 0.000041882429 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 0.00000000 N/A 552.47000000 INR 2026-03-05 81.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -48.70000000 -0.00002493489 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 -90000.00000000 USD 1508130000.00000000 IDR 2026-03-05 -48.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -630.12000000 -0.00032262782 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 -159311802.00000000 KRW 110000.00000000 USD 2026-03-05 -630.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 3552.25000000 0.001818788017 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -761369.50000000 ILS 246580.00000000 USD 2026-04-06 3552.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -1568.39000000 -0.00080303158 N/A DFE N/A N 2 JPMORGAN CHASE BANK NA N/A -110095.77000000 USD 340000.00000000 ILS 2026-04-06 -1568.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 17.65000000 0.000009036978 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -6502.08000000 USD 295539.04000000 TRY 2026-04-09 17.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 1341.32000000 0.000686769440 N/A DFE N/A N 2 UBS AG STAMFORD BRANCH 254900R882POXXVAK772 -351010.42000000 USD 6126430.57000000 MXN 2026-06-17 1341.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -326.57000000 -0.00016720715 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -35200.00000000 USD 53011200.00000000 NGN 2027-02-08 -326.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -475.13000000 -0.00024327137 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 -23100.00000000 USD 1158465.00000000 EGP 2026-08-10 -475.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 2014.03000000 0.001031203781 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 -824060.41000000 ILS 265082.00000000 USD 2026-04-13 2014.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 811.41000000 0.000415450147 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -406330.00000000 EUR 2081069.47000000 RON 2026-04-02 811.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 12298.26000000 0.006296833816 N/A DFE N/A N 2 UBS AG STAMFORD BRANCH 254900R882POXXVAK772 -1620707565.41000000 COP 431623.60000000 USD 2026-06-17 12298.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 1016.10000000 0.000520253502 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -136264.83000000 USD 6228270.21000000 TRY 2026-04-10 1016.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 7455.06000000 0.003817066309 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -696729.01000000 USD 4803946.52000000 CNY 2026-06-03 7455.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 2073.09000000 0.001061443099 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -569815.69000000 ILS 184182.00000000 USD 2026-06-17 2073.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -833.82000000 -0.00042692429 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -246000.00000000 AUD 174219.76000000 USD 2026-03-03 -833.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 1121.14000000 0.000574035047 N/A DFE N/A N 2 UBS AG STAMFORD BRANCH 254900R882POXXVAK772 -431390.98000000 ILS 138970.00000000 USD 2026-06-10 1121.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -4760.72000000 -0.00243753691 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -6722279.12000000 PEN 1995215.22000000 USD 2026-06-17 -4760.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 2102.82000000 0.001076665161 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -453969.05000000 ILS 147188.00000000 USD 2026-06-17 2102.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 2945.39000000 0.001508069544 N/A DFE N/A N 2 WELLS FARGO BANK, N.A. N/A -607787.86000000 ILS 197161.00000000 USD 2026-06-10 2945.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 2850.29000000 0.001459377380 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -379487234.64000000 COP 101034.94000000 USD 2026-06-17 2850.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -2575.69000000 -0.00131877939 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -101034.94000000 USD 370848747.27000000 COP 2026-03-09 -2575.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 1261.35000000 0.000645823989 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -128916.26000000 USD 887975.20000000 CNY 2026-06-05 1261.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 1437.89000000 0.000736214259 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -284069.82000000 ILS 92211.00000000 USD 2026-06-10 1437.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 1798.26000000 0.000920727353 N/A DFE N/A N 2 UBS AG STAMFORD BRANCH 254900R882POXXVAK772 -289561.54000000 ILS 94340.00000000 USD 2026-06-17 1798.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -82.95000000 -0.00004247124 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 -60000.00000000 USD 1004790000.00000000 IDR 2026-03-12 -82.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -284.78000000 -0.00014581024 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 -70000.00000000 USD 6348650.00000000 INR 2026-03-12 -284.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -479.98000000 -0.00024575462 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 -58280400.00000000 KRW 40000.00000000 USD 2026-03-12 -479.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -389.12000000 -0.00019923338 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 -4360818.00000000 THB 140000.00000000 USD 2026-03-12 -389.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -5308.79000000 -0.00271815430 N/A DFE N/A N 2 UBS AG STAMFORD BRANCH 254900R882POXXVAK772 -187249.58000000 USD 686644209.86000000 COP 2026-03-16 -5308.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 625.24000000 0.000320129219 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 -425000.00000000 EUR 10314750.00000000 CZK 2026-03-09 625.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -340.07000000 -0.00017411928 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 -6807600.00000000 CZK 279000.00000000 EUR 2026-08-12 -340.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -721.70000000 -0.00036951771 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -2049295.00000000 PEN 610000.00000000 USD 2026-03-12 -721.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 1497.91000000 0.000766945107 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 -3532000.00000000 CZK 173723.09000000 USD 2026-03-11 1497.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 35.19000000 0.000018017636 N/A DFE N/A N 2 UBS AG STAMFORD BRANCH 254900R882POXXVAK772 -8628.00000000 USD 2765434.00000000 HUF 2026-03-18 35.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 149.33000000 0.000076458474 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -294160.00000000 EUR 1505437.34000000 RON 2026-04-08 149.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -7.59000000 -0.00000388615 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -127964.00000000 EUR 654574.25000000 RON 2026-04-08 -7.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -500.96000000 -0.00025649659 N/A DFE N/A N 2 JPMORGAN CHASE BANK NA N/A -194739.76000000 USD 265000.00000000 CAD 2026-03-03 -500.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -14584.33000000 -0.00746732483 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -20487438.69000000 ZAR 1270245.56000000 USD 2026-03-20 -14584.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -60.89000000 -0.00003117629 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -149510.05000000 USD 6844136.51000000 TRY 2026-04-21 -60.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 620.30000000 0.000317599889 N/A DFE N/A N 2 WELLS FARGO BANK, N.A. N/A -311337.37000000 USD 5424088.53000000 MXN 2026-06-17 620.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 553.31000000 0.000283300330 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -865229.46000000 PEN 258370.00000000 USD 2026-03-19 553.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -1973.04000000 -0.00101021648 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -8886029.18000000 ZAR 555297.00000000 USD 2026-03-20 -1973.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 64.27000000 0.000032906891 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 -12976.98000000 ILS 4211.00000000 USD 2026-06-10 64.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -67.45000000 -0.00003453508 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -6915419.65000000 HKD 884624.54000000 USD 2026-03-20 -67.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -312.46000000 -0.00015998268 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -1522429.16000000 RON 298457.00000000 EUR 2026-03-04 -312.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -2924.59000000 -0.00149741973 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -12466033.67000000 THB 399264.43000000 USD 2026-04-20 -2924.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 225.11000000 0.000115258602 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -298457.00000000 EUR 1529532.43000000 RON 2026-04-22 225.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 3626.97000000 0.001857045415 N/A DFE N/A N 2 JPMORGAN CHASE BANK NA N/A -3485157.83000000 SGD 2765469.33000000 USD 2026-04-02 3626.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -210.58000000 -0.00010781909 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 -1558915.00000000 THB 50000.00000000 USD 2026-03-19 -210.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 440.42000000 0.000225499505 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 -60000.00000000 USD 1013934000.00000000 IDR 2026-03-25 440.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 118.91000000 0.000060883125 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 -30000.00000000 USD 943320.00000000 TWD 2026-03-24 118.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.83000000 0.000000424968 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -192.39000000 USD 5989.02000000 THB 2026-04-20 0.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 5013.49000000 0.002566957713 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 -642932.00000000 USD 932662876.00000000 KRW 2026-03-18 5013.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -8.57000000 -0.00000438792 N/A DFE N/A N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 -8864.56000000 USD 274495.39000000 THB 2026-04-20 -8.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -435.56000000 -0.00022301113 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -481000.00000000 ZAR 29729.42000000 USD 2026-03-20 -435.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 421.07000000 0.000215592109 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -404000.00000000 ILS 129517.28000000 USD 2026-06-10 421.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -8603.15000000 -0.00440490003 N/A DFE N/A N 2 WELLS FARGO BANK, N.A. N/A -3065058.00000000 AUD 2172224.99000000 USD 2026-04-02 -8603.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -6807.52000000 -0.00348551926 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -6858252.00000000 USD 1069887312.00000000 JPY 2026-03-03 -6807.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 297.89000000 0.000152522700 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -133033.01000000 USD 6121513.96000000 TRY 2026-04-24 297.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 31537.40000000 0.016147468569 N/A DFE N/A N 2 WELLS FARGO BANK, N.A. N/A -8743189.00000000 GBP 11815414.47000000 USD 2026-04-02 31537.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -700.44000000 -0.00035863238 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -516690.36000000 USD 23770340.01000000 TRY 2026-04-28 -700.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 31393.07000000 0.016073570146 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -3578568.14000000 USD 18661874.99000000 BRL 2026-04-02 31393.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 6226.84000000 0.003188205216 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -1067122064.00000000 JPY 6858252.00000000 USD 2026-04-02 6226.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 2779.74000000 0.001423255064 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 -271017837.00000000 JPY 1742994.00000000 USD 2026-04-02 2779.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -1167.57000000 -0.00059780767 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -1608011.67000000 SEK 176947.25000000 USD 2026-03-03 -1167.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 1217.99000000 0.000623623229 N/A DFE N/A N 2 BARCLAYS BANK PLC WHOLESALE N/A -176947.25000000 USD 1605503.45000000 SEK 2026-04-02 1217.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -4050.87000000 -0.00207408651 N/A DFE N/A N 2 WELLS FARGO BANK, N.A. N/A -401860.66000000 CHF 520685.12000000 USD 2026-04-02 -4050.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 3747.24000000 0.001918624874 N/A DFE N/A N 2 WELLS FARGO BANK, N.A. N/A -520685.12000000 USD 403157.38000000 CHF 2026-03-03 3747.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -54.59000000 -0.00002795063 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -940818.00000000 TWD 30000.00000000 USD 2026-03-31 -54.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -42.98000000 -0.00002200619 N/A DFE N/A N 2 GOLDMAN SACHS BANK USA (FORMER KD3XUN7C6T14HNAYLU02 -1552970.00000000 THB 50000.00000000 USD 2026-03-26 -42.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 2325.41000000 0.001190633498 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -27506994.29000000 EUR 32559373.69000000 USD 2026-04-02 2325.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -2084.02000000 -0.00106703937 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -193472479.00000000 JPY 1240209.00000000 USD 2026-04-02 -2084.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -3623.31000000 -0.00185517145 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -1336799.00000000 NZD 799226.67000000 USD 2026-04-02 -3623.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 63.67000000 0.000032599685 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -16396.25000000 USD 112240.53000000 CNY 2026-06-11 63.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -143.95000000 -0.00007370385 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -113429.26000000 CNY 16396.25000000 USD 2026-03-04 -143.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -2711.14000000 -0.00138813116 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 -6592305.65000000 DKK 1039773.13000000 USD 2026-03-03 -2711.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 2926.46000000 0.001498377192 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 -1039773.13000000 USD 6578922.42000000 DKK 2026-04-07 2926.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 292.26000000 0.000149640083 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 -34891.00000000 USD 334642.18000000 NOK 2026-04-07 292.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -5125.64000000 -0.00262437965 N/A DFE N/A N 2 WELLS FARGO BANK, N.A. N/A -246004161.00000000 JPY 1574475.00000000 USD 2026-04-02 -5125.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -11415.02000000 -0.00584460598 N/A DFE N/A N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 -4575798.49000000 CAD 3346924.83000000 USD 2026-04-02 -11415.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -246.07000000 -0.00012599033 N/A DFE N/A N 2 HSBC BANK PLC N/A -159277.72000000 USD 7282973.75000000 TRY 2026-04-21 -246.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -11118.79000000 -0.00569293321 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -82027386.10000000 CNY 11972378.45000000 USD 2026-04-02 -11118.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 6893.16000000 0.003529367812 N/A DFE N/A N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 -11972378.45000000 USD 82184391.87000000 CNY 2026-03-03 6893.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -104.72000000 -0.00005361770 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -6599000.00000000 CNY 961771.51000000 USD 2026-03-03 -104.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 1.82000000 0.000000931858 N/A DFE N/A N 2 WELLS FARGO BANK, N.A. N/A -25504.00000000 USD 447247.08000000 MXN 2026-09-17 1.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 16.21000000 0.000008299684 N/A DFE N/A N 2 JPMORGAN CHASE BANK NA N/A -31942.00000000 USD 560390.45000000 MXN 2026-09-17 16.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 3286.07000000 0.001682501158 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -6545008.00000000 CNY 957292.38000000 USD 2026-03-03 3286.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -2975.91000000 -0.00152369609 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -957292.38000000 USD 6532323.88000000 CNY 2026-04-02 -2975.91000000 N N N CANADIAN GOVE 3% 06/01/34/CAD/ N/A 135087R48 2100000.00000000 PA 1538118.01000000 0.787532016683 Long DBT USGA CA N 2 2034-06-01 Fixed 3.00000000 N N N N N N CANADIAN IMPER 4.876% 01/14/30 2IGI19DL77OX0HC3ZE78 13607PVU5 800000.00000000 PA USD 834238.08000000 0.427138355617 Long DBT CORP CA Y 2 2030-01-14 Fixed 4.87600000 N N N N N N CGMS 2016-3A ARR V/R 07/20/34 N/A 14311UBA5 600000.00000000 PA USD 600411.00000000 0.307416519795 Long ABS-CBDO CORP KY Y 2 2034-07-20 Variable 4.75763000 N N N N N N CARVL 2018-1A AR V/R 07/16/31 N/A 146865AJ9 268763.42000000 PA USD 269199.62000000 0.137832934957 Long ABS-CBDO CORP KY Y 2 2031-07-16 Variable 4.90113000 N N N N N N CHASE 2025-RPL1 V/R 08/25/47 N/A 16160VAB9 567047.19000000 PA USD 521565.75000000 0.267046952353 Long ABS-CBDO CORP US Y 2 2065-04-25 Variable 3.37500000 N N N N N N REPUBLIC OF CHI 4.85% 01/22/29 N/A 168863EB0 200000.00000000 PA USD 204750.00000000 0.104834076038 Long DBT USGA CL N 2 2029-01-22 Fixed 4.85000000 N N N N N N GNMA TBA 30 UR 2.5% MAR 26 N/A 21H022630 300000.00000000 PA USD 264782.15000000 0.135571145526 Long ABS-MBS USGA US N 2 2056-03-01 Fixed 2.50000000 N N N N N N GNMAII 30YR TBA 3.5% MAR 26 N/A 21H032639 700000.00000000 PA USD 657890.63000000 0.336846673163 Long ABS-MBS USGA US N 2 2056-03-01 Fixed 3.50000000 N N N N N N GNMA 30 YR TBA 6.5% APR 26 N/A 21H062644 1800000.00000000 PA USD 1868794.92000000 0.956841947462 Long ABS-MBS USGA US N 2 2056-04-01 Fixed 6.50000000 N N N N N N CREDIT AGRICOLE S V/R 01/09/36 N/A 22535WAN7 800000.00000000 PA USD 850613.11000000 0.435522537009 Long DBT CORP FR Y 2 2036-01-09 Variable 5.86200000 N N N N N N UBS GROUP AG 4.282% 01/09/28 549300SZJ9VS8SGXAN81 225401AC2 250000.00000000 PA USD 250718.57000000 0.128370449970 Long DBT CORP CH Y 2 2028-01-09 Fixed 4.28200000 N N N N N N UBS GROUP AG V/R 01/12/29 549300SZJ9VS8SGXAN81 225401AF5 250000.00000000 PA USD 249317.16000000 0.127652913841 Long DBT CORP CH Y 2 2029-01-12 Variable 3.86900000 N N N N N N UBS GROUP AG V/R 04/01/31 549300SZJ9VS8SGXAN81 225401AP3 300000.00000000 PA USD 299340.14000000 0.153265186803 Long DBT CORP CH Y 2 2031-04-01 Variable 4.19400000 N N N N N N DBALT 2007-3 2A1 V/R 11/25/15 N/A 25151KAC3 328218.27000000 PA USD 260009.56000000 0.133127531055 Long ABS-CBDO CORP US N 2 2047-10-25 Variable 5.28821000 N N N N N N DEUTSCHE BANK NY V/R 01/07/28 N/A 25160PAH0 400000.00000000 PA USD 395067.37000000 0.202278499178 Long DBT CORP US Y 2 2028-01-07 Variable 2.55200000 N N N N N N DRSLF 2016-43A A V/R 04/20/34 N/A 26245CBQ5 600000.00000000 PA USD 600308.40000000 0.307363987555 Long ABS-CBDO CORP KY Y 2 2034-04-20 Variable 4.73763000 N N N N N N DRSLF 2018-55A A V/R 04/15/31 N/A 26245MAC5 61413.39000000 PA USD 61476.62000000 0.031476652774 Long ABS-CBDO CORP KY Y 2 2031-04-15 Variable 4.95380000 N N N N N N EAGLE FUNDING LU 5.5% 08/17/30 894500VDP08MVIZ6OA60 26951TAA8 1000000.00000000 PA USD 1021250.00000000 0.522890354842 Long DBT USGA LU Y 2 2030-08-17 Fixed 5.50000000 N N N N N N AWPT 2018-3A A1R V/R 01/25/35 N/A 28623VAN9 500000.00000000 PA USD 500011.50000000 0.256010957806 Long ABS-CBDO CORP KY Y 2 2035-01-25 Variable 4.96802000 N N N N N N ELAT 2007-2 A1 V/R 05/25/37 N/A 288547AA0 240401.80000000 PA USD 239937.87000000 0.122850622261 Long ABS-CBDO CORP US Y 2 2037-05-25 Variable 4.83821000 N N N N N N UMBS P#SD4998 5% 09/01/53 N/A 3132DSRT1 531512.70000000 PA USD 536315.01000000 0.274598723021 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 5.00000000 N N N N N N UMBS P#SD8307 5% 03/01/53 N/A 3132DWGQ0 72236.65000000 PA USD 72963.39000000 0.037357995483 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 5.00000000 N N N N N N UMBS P#SD8348 5% 08/01/53 N/A 3132DWHZ9 807635.32000000 PA USD 815098.04000000 0.417338461068 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 5.00000000 N N N N N N UMBS P#SD8384 6% 12/01/53 N/A 3132DWJ53 290480.96000000 PA USD 298962.02000000 0.153071585529 Long ABS-MBS USGA US N 2 2053-12-01 Fixed 6.00000000 N N N N N N UMBS P#SD8364 6.5% 09/01/53 N/A 3132DWJH7 491701.52000000 PA USD 510887.47000000 0.261579564722 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 6.50000000 N N N N N N UMBS P#SD8369 6.5% 10/01/53 N/A 3132DWJN4 2189011.75000000 PA USD 2276828.95000000 1.165759508034 Long ABS-MBS USGA US N 2 2053-10-01 Fixed 6.50000000 N N N N N N UMBS P#SD8463 6% 09/01/54 N/A 3132DWML4 1032879.57000000 PA USD 1060930.70000000 0.543207275579 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.00000000 N N N N N N FSPC T-35 A V/R 9/25/31 N/A 313398VT3 4488.43000000 PA USD 4498.00000000 0.002303021606 Long ABS-CBDO CORP US N 2 2031-09-25 Variable 4.06169000 N N N N N N FHR 2391 FJ V/R 04/15/28 N/A 31339LU24 1702.08000000 PA USD 1702.79000000 0.000871845745 Long ABS-CBDO CORP US N 2 2028-04-15 Variable 4.27267000 N N N N N N UMBS P#QD8207 2% 03/01/52 N/A 3133B6DL1 78442.74000000 PA USD 65101.63000000 0.033332694650 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.00000000 N N N N N N UMBS P#QF0819 4.5% 10/01/52 N/A 3133BM4C6 140359.91000000 PA USD 139679.72000000 0.071517432905 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 4.50000000 N N N N N N UMBS P#QF0820 4.5% 09/01/52 N/A 3133BM4D4 602895.60000000 PA USD 598930.78000000 0.306658632146 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 4.50000000 N N N N N N UMBS P#QF1922 4.5% 10/01/52 N/A 3133BPD39 332045.18000000 PA USD 330436.09000000 0.169186628497 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 4.50000000 N N N N N N UMBS P#QF6516 6.5% 01/01/53 N/A 3133BUGZ4 103089.11000000 PA USD 107532.69000000 0.055057827594 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 6.50000000 N N N N N N UMBS P#QF8822 6.5% 03/01/53 N/A 3133BWYT4 432601.23000000 PA USD 450483.14000000 0.230651935299 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 6.50000000 N N N N N N UMBS P#QH5912 6.5% 11/01/53 N/A 3133CJR94 66291.65000000 PA USD 68911.54000000 0.035283407200 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 6.50000000 N N N N N N UMBS P#RA6433 2.5% 12/01/51 N/A 3133KNEE9 341050.35000000 PA USD 296011.69000000 0.151560986655 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.50000000 N N N N N N UMBS P#RB5012 3.5% 10/01/39 N/A 3133KYR92 22628.97000000 PA USD 22053.72000000 0.011291728251 Long ABS-MBS USGA US N 2 2039-10-01 Fixed 3.50000000 N N N N N N UMBS P#QI1359 5% 03/01/54 N/A 3133W7QL2 58074.96000000 PA USD 58653.29000000 0.030031079188 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 5.00000000 N N N N N N UMBS P#QI1549 5% 03/01/54 N/A 3133W7WJ0 799441.27000000 PA USD 809539.47000000 0.414492416868 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 5.00000000 N N N N N N UMBS P#QI5805 5% 05/01/54 N/A 3133WCNW0 21591.83000000 PA USD 21806.84000000 0.011165323187 Long ABS-MBS USGA US N 2 2054-05-01 Fixed 5.00000000 N N N N N N FNR 2024-90 FA V/R 12/25/54 N/A 3136BTXB4 629144.49000000 PA USD 636657.61000000 0.325975151633 Long ABS-CBDO CORP US N 2 2054-12-25 Variable 5.16721000 N N N N N N FNR 2025-6 GF V/R 02/25/55 N/A 3136BUVB3 330044.26000000 PA USD 333313.94000000 0.170660116876 Long ABS-CBDO CORP US N 2 2055-02-25 Variable 5.06721000 N N N N N N FHR 4579 FD V/R 01/15/38 N/A 3137BPPH6 42122.16000000 PA USD 41599.51000000 0.021299370913 Long ABS-CBDO CORP US N 2 2038-01-15 Variable 4.26478000 N N N N N N FHR 4579 SD V/R 01/15/38 N/A 3137BPS83 42122.16000000 PA USD 2058.14000000 0.001053788548 Long ABS-CBDO CORP US N 2 2038-01-15 Variable 2.07937800 N N N N N N FHR 5513 MF V/R 11/25/54 N/A 3137HKEX8 680705.68000000 PA USD 685106.03000000 0.350781233910 Long ABS-CBDO CORP US N 2 2054-11-25 Variable 4.60721000 N N N N N N FNR 2003-34 A1 6% 04/25/43 N/A 31393CEY5 2926.78000000 PA USD 2976.59000000 0.001524044260 Long ABS-CBDO CORP US N 2 2043-04-25 Fixed 6.00000000 N N N N N N FHR 2614 SJ V/R 05/15/33 N/A 31393QNV0 12058.35000000 PA USD 13996.92000000 0.007166564960 Long ABS-MBS USGA US N 2 2033-05-15 Variable 9.28765800 N N N N N N FNGT 2004-T3 1A1 6% 2/25/44 N/A 31393YU52 2964.04000000 PA USD 2995.11000000 0.001533526688 Long ABS-CBDO CORP US N 2 2044-02-25 Fixed 6.00000000 N N N N N N FNW 2004-W12 1A1 6% 7/25/44 N/A 31394A6Y7 17303.34000000 PA USD 18145.31000000 0.009290582702 Long ABS-CBDO CORP US N 2 2044-07-25 Fixed 6.00000000 N N N N N N FSPC T-62 1A1 V/R 10/25/44 N/A 31395HHV5 12469.77000000 PA USD 11568.07000000 0.005922969133 Long ABS-CBDO CORP US N 2 2044-10-25 Variable 5.11509000 N N N N N N FNR 2006-48 TF V/R 06/25/36 N/A 31395NLE5 3090.70000000 PA USD 3076.37000000 0.001575132632 Long ABS-CBDO CORP US N 2 2036-06-25 Variable 4.18169000 N N N N N N FNR 2009-104 FA V/R 12/25/39 N/A 31398GBB4 35890.05000000 PA USD 36219.46000000 0.018544730762 Long ABS-CBDO CORP US N 2 2039-12-25 Variable 4.58169000 N N N N N N UMBS P#841068 V/R 11/01/34 N/A 31407UMR5 7489.71000000 PA USD 7840.53000000 0.004014430858 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.23200000 N N N N N N UMBS P#DB3354 5% 06/01/54 N/A 3140ACWQ2 53436.94000000 PA USD 53878.77000000 0.027586476537 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.00000000 N N N N N N UMBS P#DB5507 5% 06/01/54 N/A 3140AFDM5 849356.60000000 PA USD 854449.62000000 0.437486869029 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.00000000 N N N N N N UMBS P#DB6905 6% 07/01/54 N/A 3140AGU77 159442.74000000 PA USD 163899.10000000 0.083918001035 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N UMBS P#BJ8703 3.5% 05/01/49 N/A 3140HAU57 26725.01000000 PA USD 25703.21000000 0.013160304134 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N UMBS P#BT8263 4.5% 06/01/52 N/A 3140LXFD2 285440.00000000 PA USD 283674.66000000 0.145244302205 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N UMBS P#BU4106 6.5% 07/01/53 N/A 3140M5R49 135178.20000000 PA USD 143349.62000000 0.073396458916 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.50000000 N N N N N N UMBS P#BU8670 4.5% 05/01/52 N/A 3140MAT46 425017.20000000 PA USD 422520.06000000 0.216334554811 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.50000000 N N N N N N UMBS P#BV4128 2% 03/01/52 N/A 3140MHSS9 383796.40000000 PA USD 319446.09000000 0.163559637065 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N UMBS P#BY0545 5% 05/01/53 N/A 3140NGTB6 260279.67000000 PA USD 262398.86000000 0.134350876881 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N UMBS P#CA4346 3% 10/01/49 N/A 3140QBZL5 243106.56000000 PA USD 220590.71000000 0.112944680173 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N UMBS P#CA6106 4% 06/01/50 N/A 3140QDYC2 69909.35000000 PA USD 68751.39000000 0.035201408776 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 4.00000000 N N N N N N UMBS P#CB7220 5.5% 09/01/53 N/A 3140QTAW9 482356.54000000 PA USD 491607.77000000 0.251708162838 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N UMBS P#FM1796 3.5% 10/01/34 N/A 3140X47J9 13006.76000000 PA USD 12906.36000000 0.006608187182 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 3.50000000 N N N N N N UMBS P#FM3243 3.5% 02/01/50 N/A 3140X6S93 46614.90000000 PA USD 44446.77000000 0.022757196902 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.50000000 N N N N N N UMBS P#FM4086 3.5% 06/01/50 N/A 3140X7RG6 185891.31000000 PA USD 178611.79000000 0.091451047492 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.50000000 N N N N N N UMBS P#FM7441 3% 05/01/51 N/A 3140XBHT0 132086.01000000 PA USD 119773.33000000 0.061325159387 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N UMBS P#FS5955 6.5% 10/01/53 N/A 3140XMTM8 70123.47000000 PA USD 73824.09000000 0.037798682610 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N UMBS P#AC1317 4.5% 09/01/34 N/A 31417KPB7 26859.27000000 PA USD 26757.40000000 0.013700060103 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 4.50000000 N N N N N N UMBS P#MA5389 6% 06/01/54 N/A 31418E7B0 808245.65000000 PA USD 830419.02000000 0.425182958174 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N UMBS P#MA4980 6% 04/01/53 N/A 31418ERA0 696418.53000000 PA USD 717960.04000000 0.367602820149 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N UMBS P#MA5071 5% 07/01/53 N/A 31418ET59 86878.20000000 PA USD 87716.61000000 0.044911793712 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.00000000 N N N N N N UMBS P#MA5073 6% 07/01/53 N/A 31418ET75 4949752.07000000 PA USD 5110340.98000000 2.616546397450 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N UMBS P#MA5109 6.5% 08/01/53 N/A 31418EVB3 1653858.09000000 PA USD 1718225.02000000 0.879748631976 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N UMBS P#MA5217 6.5% 12/01/53 N/A 31418EYP9 2726929.93000000 PA USD 2833064.72000000 1.450557862160 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N UMBS P#MA5446 6.5% 08/01/54 N/A 31418FBQ9 79419.59000000 PA USD 82510.93000000 0.042246432769 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.50000000 N N N N N N UMBS P#RJ1757 5% 06/01/54 N/A 3142GR5T3 69638.55000000 PA USD 70769.39000000 0.036234645237 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 5.00000000 N N N N N N OTC ECAL USD VS HKD 7.8 MBC N/A N/A 379000.00000000 NC USD 313.05000000 0.000160284774 N/A DFE CORP US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 Call Written OTC ECAL USD VS HKD 7.8 MBC 0 1 USD 7.80000000 USD 2026-08-14 XXXX -183.71000000 N N N OTC ECAL USD VS HKD 7.85 MBC N/A N/A -379000.00000000 NC USD -133.79000000 -0.00006850183 N/A DFE CORP US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 Call Purchased OTC ECAL USD VS HKD 7.85 MBC 0 1 USD 7.85000000 USD 2026-08-14 XXXX 35.14000000 N N N OTC ECAL USD VS HKD @ 7.8 BOA N/A N/A 422000.00000000 NC USD 348.57000000 0.000178471374 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 Call Written OTC ECAL USD VS HKD @ 7.8 BOA 0 1 USD 7.80000000 USD 2026-08-14 XXXX -279.19000000 N N N OTC ECAL USD VS HKD @ 7.85 BOA N/A N/A -422000.00000000 NC USD -148.97000000 -0.00007627415 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 Call Purchased OTC ECAL USD VS HKD @ 7.85 BOA 0 1 USD 7.85000000 USD 2026-08-14 XXXX 81.41000000 N N N OTC ECAL USD VS HKD @ 7.8 GLM N/A N/A 103000.00000000 NC USD 85.08000000 0.000043561822 N/A DFE CORP US N 2 GOLDMAN SACHS AND CO. LLC FOR8UP27PHTHYVLBNG30 Call Written OTC ECAL USD VS HKD @ 7.8 GLM 0 1 USD 7.80000000 USD 2026-08-14 XXXX -50.88000000 N N N OTC ECAL USD VS HKD @ 7.85 GLM N/A N/A -103000.00000000 NC USD -36.36000000 -0.00001861668 N/A DFE CORP US N 2 GOLDMAN SACHS AND CO. LLC FOR8UP27PHTHYVLBNG30 Call Purchased OTC ECAL USD VS HKD @ 7.85 GLM 0 1 USD 7.85000000 USD 2026-08-14 XXXX 9.99000000 N N N OTC ECAL USD VS HKD 7.85 BOA N/A N/A -661000.00000000 NC USD -241.93000000 -0.00012387061 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 Call Purchased OTC ECAL USD VS HKD 7.85 BOA 0 1 USD 7.85000000 USD 2026-08-24 XXXX 63.49000000 N N N OTC ECAL USD VS HKD 7.8 BOA N/A N/A 661000.00000000 NC USD 538.72000000 0.000275830102 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 Call Written OTC ECAL USD VS HKD 7.8 BOA 0 1 USD 7.80000000 USD 2026-08-24 XXXX -378.80000000 N N N OTC ECAL USD VS HKD @ 7.8 MBC N/A N/A 198000.00000000 NC USD 161.37000000 0.000082623076 N/A DFE CORP US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 Call Written OTC ECAL USD VS HKD @ 7.8 MBC 0 1 USD 7.80000000 USD 2026-08-24 XXXX -129.69000000 N N N OTC ECAL USD VS HKD @ 7.85 MBC N/A N/A -198000.00000000 NC USD -72.47000000 -0.00003710537 N/A DFE CORP US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 Call Purchased OTC ECAL USD VS HKD @ 7.85 MBC 0 1 USD 7.85000000 USD 2026-08-24 XXXX 30.49000000 N N N OTC ECAL USD VS SGD @ 1.315 BOA N/A N/A 462000.00000000 NC USD 753.52000000 0.000385809880 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 Call Written OTC ECAL USD VS SGD @ 1.315 BOA 0 1 USD 1.31500000 USD 2026-11-05 XXXX -2545.16000000 N N N OTC EPUT USD VS SGD @ 1.2365 BOA N/A N/A -462000.00000000 NC USD -5460.84000000 -0.00279600544 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 Put Purchased OTC EPUT USD VS SGD @ 1.2365 BOA 0 1 USD 1.23650000 USD 2026-11-05 XXXX -2162.16000000 N N N OTC EPUT USD VS KRW 1400.0 BOA N/A N/A 375417.00000000 NC USD 4277.50000000 0.002190123371 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 Put Written OTC EPUT USD VS KRW 1400.0 BOA 0 1 USD 1400.00000000 USD 2026-07-09 XXXX 469.87000000 N N N OTC EPUT USD VS KRW 1350.0 BOA N/A N/A -375417.00000000 NC USD -1443.85000000 -0.00073926583 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 Put Purchased OTC EPUT USD VS KRW 1350.0 BOA 0 1 USD 1350.00000000 USD 2026-07-09 XXXX -106.69000000 N N N OTC EPUT USD VS KRW 1400.0 MBC N/A N/A 717000.00000000 NC USD 8169.50000000 0.004182866833 N/A DFE CORP US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 Put Written OTC EPUT USD VS KRW 1400.0 MBC 0 1 USD 1400.00000000 USD 2026-07-09 XXXX 1573.10000000 N N N OTC EPUT USD VS KRW 1350.0 MBC N/A N/A -717000.00000000 NC USD -2757.58000000 -0.00141190892 N/A DFE CORP US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 Put Purchased OTC EPUT USD VS KRW 1350.0 MBC 0 1 USD 1350.00000000 USD 2026-07-09 XXXX -534.88000000 N N N OTC EPUT USD VS KRW 1400.0 MBC N/A N/A 717000.00000000 NC USD 8227.58000000 0.004212604382 N/A DFE CORP US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 Put Written OTC EPUT USD VS KRW 1400.0 MBC 0 1 USD 1400.00000000 USD 2026-07-10 XXXX 2491.58000000 N N N OTC EPUT USD VS KRW 1350.0 MBC N/A N/A -717000.00000000 NC USD -2789.13000000 -0.00142806284 N/A DFE CORP US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 Put Purchased OTC EPUT USD VS KRW 1350.0 MBC 0 1 USD 1350.00000000 USD 2026-07-10 XXXX -932.10000000 N N N OTC EPUT USD VS KRW 1400.0 BOA N/A N/A 83583.00000000 NC USD 977.59000000 0.000500535992 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 Put Written OTC EPUT USD VS KRW 1400.0 BOA 0 1 USD 1400.00000000 USD 2026-07-13 XXXX 406.05000000 N N N OTC EPUT USD VS KRW 1350.0 BOA N/A N/A -83583.00000000 NC USD -335.59000000 -0.00017182548 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. 549300H041M8GSCMYP92 Put Purchased OTC EPUT USD VS KRW 1350.0 BOA 0 1 USD 1350.00000000 USD 2026-07-13 XXXX -153.13000000 N N N OTC EPUT EUR VS CZK @ 24.04 BPS N/A N/A 372000.00000000 NC 905.92000000 0.000463840225 N/A DFE CORP US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written OTC EPUT EUR VS CZK @ 24.04 BPS 0 1 EUR 24.04000000 EUR 2026-08-13 XXXX -435.70000000 N N N ORO USD 10Y P 4.01500 L 02/27/26 JPM N/A N/A -500000.00000000 NC USD -0.05000000 -0.00000002560 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 Put Purchased ORO USD 10Y P 4.01500 L 02/27/26 JPM 0 1 USD 4.01500000 USD 2026-02-27 XXXX -0.05000000 N N N ORO USD 10Y C 3.77500 L 02/27/26 JPM N/A N/A -500000.00000000 NC USD -10050.35000000 -0.00514588110 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 Call Purchased ORO USD 10Y C 3.77500 L 02/27/26 JPM 0 1 USD 3.77500000 USD 2026-02-27 XXXX -10050.35000000 N N N CRNCL 2016- V/R 01/31/30 /EUR/ N/A N/A 112317.11000000 PA 132733.00000000 0.067960641830 Long ABS-CBDO CORP IE Y 2 2030-01-31 Variable 2.69600000 N N N N N N TPMF 2024-G V/R 10/20/29 /GBP/ N/A N/A 312176.00000000 PA 421627.85000000 0.215877734245 Long ABS-CBDO CORP GB Y 2 2053-07-20 Variable 4.65799000 N N N N N N HAYEM 14A A V/R 01/22/39 /EUR/ N/A N/A 900000.00000000 PA 1064753.34000000 0.545164506018 Long ABS-CBDO CORP IE Y 2 2039-01-22 Variable 3.23700000 N N N N N N COLFR 1A AR V/R 08/15/33 /EUR/ 635400C8SJP8XE4FXA57 N/A 395844.32000000 PA 467157.61000000 0.239189433008 Long ABS-CBDO CORP IE Y 2 2033-08-15 Variable 2.82400000 N N N N N N EUROPEAN U 3.75% 10/12/45/EUR/ 529900FZRK8FGMPEOM08 N/A 1000000.00000000 PA 1197297.25000000 0.613028331852 Long DBT USGA LU N 2 2045-10-12 Fixed 3.75000000 N N N N N N DRYD 2017-2 V/R 04/15/33 /EUR/ N/A N/A 106594.18000000 PA 126077.51000000 0.064552963467 Long ABS-CBDO CORP IE Y 2 2033-04-15 Variable 2.67600000 N N N N N N BNPAM 2019- V/R 07/22/32 /EUR/ N/A N/A 293959.98000000 PA 346318.79000000 0.177318731937 Long ABS-CBDO CORP IE Y 2 2032-07-22 Variable 2.84700000 N N N N N N RFTE 2018-1 V/R 08/29/36 /EUR/ N/A N/A 300000.00000000 PA 355261.27000000 0.181897372369 Long ABS-CBDO CORP IE Y 2 2036-08-29 Variable 3.27100000 N N N N N N F/C US 2YR NOTE (CBT) JUN26 N/A N/A -35.00000000 NC USD -7324570.33000000 -3.75025427556 N/A DIR CORP US N 1 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 Short F/C US 2YR NOTE (CBT) JUN26 US 2YR NOTE (CBT) JUN26 2026-06-30 7312812.54000000 USD -11757.79000000 N N N F/C EURO-BOBL FUTURE MAR26 N/A N/A -30.00000000 NC -4163722.05000000 -2.13186790716 N/A DIR CORP DE N 1 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 Short F/C EURO-BOBL FUTURE MAR26 EURO-BOBL FUTURE MAR26 /EUR/ 2026-03-06 4149341.98000000 EUR -14380.07000000 N N N F/C EURO-SCHATZ FUT MAR26 N/A N/A 53.00000000 NC 6702732.30000000 3.431866899151 N/A DIR CORP DE N 1 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 Long F/C EURO-SCHATZ FUT MAR26 EURO-SCHATZ FUT MAR26 /EUR/ 2026-03-06 6696942.46000000 EUR 5789.84000000 N N N F/C EURO-BUND FUTURE MAR26 N/A N/A -27.00000000 NC -4154753.71000000 -2.12727602614 N/A DIR CORP DE N 1 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 Short F/C EURO-BUND FUTURE MAR26 EURO-BUND FUTURE MAR26 /EUR/ 2026-03-06 4126194.43000000 EUR -28559.27000000 N N N F/C EURO-BTP FUTURE MAR26 N/A N/A 175.00000000 NC 25402922.82000000 13.00655405373 N/A DIR CORP DE N 1 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 Long F/C EURO-BTP FUTURE MAR26 EURO-BTP FUTURE MAR26 /EUR/ 2026-03-06 24938400.41000000 EUR 464522.40000000 N N N F/C AUST 3YR BOND FUT MAR26 N/A N/A 54.00000000 NC 4033496.69000000 2.065191202436 N/A DIR CORP AU N 1 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 Long F/C AUST 3YR BOND FUT MAR26 AUST 3YR BOND FUT MAR26 /AUD/ 2026-03-16 4034108.36000000 AUD -611.66000000 N N N F/C EURO-OAT FUTURE MAR26 N/A N/A 24.00000000 NC 3514172.90000000 1.799292156335 N/A DIR CORP DE N 1 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 Long F/C EURO-OAT FUTURE MAR26 EURO-OAT FUTURE MAR26 /EUR/ 2026-03-06 3430491.99000000 EUR 83680.91000000 N N N F/C JPN 10Y BOND(OSE) MAR26 N/A N/A -13.00000000 NC -11055681.85000000 -5.66062120496 N/A DIR CORP JP N 1 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 Short F/C JPN 10Y BOND(OSE) MAR26 JPN 10Y BOND(OSE) MAR26 /JPY/ 2026-03-13 11097105.44000000 JPY 41423.59000000 N N N F/C AUST 10Y BOND FUT MAR26 N/A N/A -83.00000000 NC -6530710.36000000 -3.34378992167 N/A DIR CORP AU N 1 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 Short F/C AUST 10Y BOND FUT MAR26 AUST 10Y BOND FUT MAR26 /AUD/ 2026-03-16 6456575.99000000 AUD -74134.38000000 N N N F/C EURO-BUXL 30Y BND MAR26 N/A N/A 11.00000000 NC 1479906.73000000 0.757727251097 N/A DIR CORP DE N 1 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 Long F/C EURO-BUXL 30Y BND MAR26 EURO-BUXL 30Y BND MAR26 /EUR/ 2026-03-06 1454147.85000000 EUR 25758.88000000 N N N FOAKS 5A AR V/R 10/15/36 /EUR/ N/A N/A 500000.00000000 PA 592119.25000000 0.303171059722 Long ABS-CBDO CORP IE Y 2 2036-10-15 Variable 3.25100000 N N N N N N F/C US 5YR NOTE (CBT) JUN26 N/A N/A 46.00000000 NC USD 5066468.75000000 2.594083370852 N/A DIR CORP US N 1 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 Long F/C US 5YR NOTE (CBT) JUN26 US 5YR NOTE (CBT) JUN26 2026-06-30 5039156.25000000 USD 27312.50000000 N N N PRVD 7A ARR V/R 07/15/38 /EUR/ N/A N/A 500000.00000000 PA 591154.48000000 0.302677087700 Long ABS-CBDO CORP IE Y 2 2038-07-15 Variable 3.18100000 N N N N N N F/C US LONG BOND(CBT) JUN26 N/A N/A -4.00000000 NC USD -473875.00000000 -0.24262880479 N/A DIR CORP US N 1 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 Short F/C US LONG BOND(CBT) JUN26 US LONG BOND(CBT) JUN26 2026-06-18 470250.00000000 USD -3625.00000000 N N N F/C US 10YR NOTE (CBT)JUN26 N/A N/A 17.00000000 NC USD 1934812.50000000 0.990643617799 N/A DIR CORP US N 1 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 Long F/C US 10YR NOTE (CBT)JUN26 US 10YR NOTE (CBT)JUN26 2026-06-18 1926312.16000000 USD 8500.34000000 N N N RC R/P DEUTSC 3.760% 03/05/26 N/A N/A -2662625.00000000 PA USD -2662625.00000000 -1.36329099736 Short RA CORP US N 2 Reverse repurchase N 3.76000000 2026-03-05 2700000.00000000 USD 2677021.48300000 USD UST N N N F/C US ULTRA BOND CBT JUN26 N/A N/A -13.00000000 NC USD -1580718.75000000 -0.80934402750 N/A DIR CORP US N 1 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 Short F/C US ULTRA BOND CBT JUN26 US ULTRA BOND CBT JUN26 2026-06-18 1562742.19000000 USD -17976.56000000 N N N F/C US 10YR ULTRA FUT JUN26 N/A N/A 127.00000000 NC USD 14825265.63000000 7.590686321564 N/A DIR CORP US N 1 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 Long F/C US 10YR ULTRA FUT JUN26 US 10YR ULTRA FUT JUN26 2026-06-18 14740912.10000000 USD 84353.52000000 N N N F/C LONG GILT FUTURE JUN26 N/A N/A 97.00000000 NC 12246041.63000000 6.270097481832 N/A DIR CORP GB N 1 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 Long F/C LONG GILT FUTURE JUN26 LONG GILT FUTURE JUN26 /GBP/ 2026-06-26 12127879.68000000 GBP 118161.95000000 N N N F/C CAN 10YR BOND FUT JUN26 N/A N/A 82.00000000 NC 7383185.52000000 3.780265847165 N/A DIR CORP CA N 1 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 Long F/C CAN 10YR BOND FUT JUN26 CAN 10YR BOND FUT JUN26 /CAD/ 2026-06-19 7357641.28000000 CAD 25544.24000000 N N N RC R/P DEUTSC 3.780% 03/02/26 N/A N/A -786000.00000000 PA USD -786000.00000000 -0.40243996955 Short RA CORP US N 2 Reverse repurchase N 3.78000000 2026-03-02 800000.00000000 USD 781734.37600000 USD UST N N N GA GLOBAL FUNDI 2.25% 01/06/27 54930029I8ROQ4OROZ88 36143L2G9 150000.00000000 PA USD 147789.49000000 0.075669717373 Long DBT CORP US Y 2 2027-01-06 Fixed 2.25000000 N N N N N N GCAT 2023-NQM4 A V/R 05/25/67 N/A 36171FAA1 733886.89000000 PA USD 715879.65000000 0.366537639375 Long ABS-CBDO CORP US Y 2 2067-05-25 Variable 4.25000000 N N N N N N GNMA II P#MA8043 3% 05/20/52 N/A 36179W5C8 1103776.67000000 PA USD 1013725.04000000 0.519037499023 Long ABS-MBS USGSE US N 2 2052-05-20 Fixed 3.00000000 N N N N N N GNMA II P#MA8098 3% 06/20/52 N/A 36179W7K8 2476301.09000000 PA USD 2273925.53000000 1.164272927555 Long ABS-MBS USGSE US N 2 2052-06-20 Fixed 3.00000000 N N N N N N GNMA II P#MA7706 3% 11/20/51 N/A 36179WR34 402575.92000000 PA USD 369691.04000000 0.189285560918 Long ABS-MBS USGSE US N 2 2051-11-20 Fixed 3.00000000 N N N N N N GNMA II P#MA7882 3% 02/20/52 N/A 36179WXK9 85407.33000000 PA USD 78436.52000000 0.040160293537 Long ABS-MBS USGSE US N 2 2052-02-20 Fixed 3.00000000 N N N N N N GNMA II P#MA7937 3% 03/20/52 N/A 36179WZA9 985266.70000000 PA USD 904747.12000000 0.463239699015 Long ABS-MBS USGSE US N 2 2052-03-20 Fixed 3.00000000 N N N N N N GNMA II P#MA8487 3.5% 12/20/52 N/A 36179XNC6 183695.47000000 PA USD 174215.56000000 0.089200133157 Long ABS-MBS USGSE US N 2 2052-12-20 Fixed 3.50000000 N N N N N N GNMA II P#MA9961 3.5% 10/20/54 N/A 36180AB69 5561686.59000000 PA USD 5232994.92000000 2.679346458365 Long ABS-MBS USGSE US N 2 2054-10-20 Fixed 3.50000000 N N N N N N GMACM 2005-AR6 3 V/R 11/19/35 N/A 36185MBL5 6126.20000000 PA USD 5466.67000000 0.002798990468 Long ABS-CBDO CORP US N 2 2035-11-19 Variable 3.72332000 N N N N N N GNMA II P#MB0022 3.5% 11/20/54 N/A 3618N5AY5 490839.05000000 PA USD 461677.62000000 0.236383622564 Long ABS-MBS USGSE US N 2 2054-11-20 Fixed 3.50000000 N N N N N N GNMA II P#MB0201 3.5% 02/20/55 N/A 3618N5GK9 393074.25000000 PA USD 369720.72000000 0.189300757378 Long ABS-MBS USGSE US N 2 2055-02-20 Fixed 3.50000000 N N N N N N GNMA II P#4239 6% 09/20/38 N/A 36202EV89 538.44000000 PA USD 547.52000000 0.000280335791 Long ABS-MBS USGSE US N 2 2038-09-20 Fixed 6.00000000 N N N N N N GSR 2003-1 A2 V/R 03/25/33 N/A 36229RJJ9 1231.10000000 PA USD 1244.38000000 0.000637135177 Long ABS-CBDO CORP US N 2 2033-03-01 Variable 5.88000000 N N N N N N GSR 2005-AR7 2A1 V/R 11/25/35 N/A 362341WZ8 25629.69000000 PA USD 24898.35000000 0.012748207653 Long ABS-CBDO CORP US N 2 2035-11-01 Variable 4.74329000 N N N N N N GSMBS 2021-INV1 V/R 12/25/43 N/A 36263KAB7 72365.91000000 PA USD 62169.03000000 0.031831173715 Long ABS-CBDO CORP US Y 2 2051-12-25 Variable 2.50000000 N N N N N N GSMBS 2021-GR3 A V/R 04/25/52 N/A 36263TAB8 71230.92000000 PA USD 61193.96000000 0.031331927988 Long ABS-CBDO CORP US Y 2 2052-04-25 Variable 2.50000000 N N N N N N GSMBS 2022-PJ4 A V/R 04/25/43 N/A 36264RAE5 701213.72000000 PA USD 602407.59000000 0.308438794119 Long ABS-CBDO CORP US Y 2 2052-09-25 Variable 2.50000000 N N N N N N GALL 2017-1A A1R V/R 07/15/31 N/A 36361UAL4 232251.08000000 PA USD 232552.54000000 0.119069258418 Long ABS-CBDO CORP KY Y 2 2031-07-15 Variable 5.02380000 N N N N N N GOLDMAN SACHS GRO V/R 10/24/29 784F5XWPLTWKTBV3E584 38141GA46 400000.00000000 PA USD 423685.68000000 0.216931364070 Long DBT CORP US N 2 2029-10-24 Variable 6.48400000 N N N N N N GOLDMAN SACHS GRO V/R 04/25/30 784F5XWPLTWKTBV3E584 38141GA87 600000.00000000 PA USD 627014.83000000 0.321037950501 Long DBT CORP US N 2 2030-04-25 Variable 5.72700000 N N N N N N GOLDMAN SACHS GRO V/R 04/25/35 784F5XWPLTWKTBV3E584 38141GA95 500000.00000000 PA USD 533467.84000000 0.273140943113 Long DBT CORP US N 2 2035-04-25 Variable 5.85100000 N N N N N N GOLDMAN SACHS GRO V/R 07/23/35 784F5XWPLTWKTBV3E584 38141GB37 400000.00000000 PA USD 413117.17000000 0.211520179792 Long DBT CORP US N 2 2035-07-23 Variable 5.33000000 N N N N N N GOLDMAN SACHS BAN V/R 03/18/27 N/A 38151LAF7 100000.00000000 PA USD 100057.39000000 0.051230398199 Long DBT CORP US N 2 2027-03-18 Variable 5.28300000 N N N N N N GNR 2016-H15 FA V/R 07/20/66 N/A 38376RWY8 43087.56000000 PA USD 43265.48000000 0.022152364445 Long ABS-CBDO CORP US N 2 2066-07-20 Variable 4.59691000 N N N N N N GNR 2017-121 PE 3% 07/20/46 N/A 38380TV37 2034.59000000 PA USD 2014.73000000 0.001031562188 Long ABS-CBDO CORP US N 2 2046-07-20 Fixed 3.00000000 N N N N N N GNR 2024-H07 JF V/R 04/20/74 N/A 38383KVX7 466814.30000000 PA USD 471030.33000000 0.241172304915 Long ABS-CBDO CORP US N 2 2074-04-20 Variable 4.45154000 N N N N N N HSBC HOLDINGS PLC V/R 03/13/28 MLU0ZO3ML4LN2LL2TL39 404280BK4 200000.00000000 PA USD 200154.06000000 0.102480908158 Long DBT CORP GB N 2 2028-03-13 Fixed 4.04100000 N N N N N N HVMLT 2005-2 2A1 V/R 05/19/35 N/A 41161PLR2 7903.75000000 PA USD 7747.58000000 0.003966839515 Long ABS-CBDO CORP US N 2 2035-05-19 Variable 4.22051000 N N N N N N HVMLT 2005-3 2A1 V/R 06/19/35 N/A 41161PMG5 9186.40000000 PA USD 9108.85000000 0.004663823558 Long ABS-CBDO CORP US N 2 2035-06-19 Variable 4.26051000 N N N N N N HVMLT 2006-SB1 A V/R 12/19/36 N/A 41162BAA1 36059.98000000 PA USD 33991.89000000 0.017404192336 Long ABS-CBDO CORP US N 2 2036-12-19 Variable 4.76509000 N N N N N N HVMLT 2007-1 2A1 V/R 03/19/37 N/A 41164MAC1 50368.17000000 PA USD 47502.39000000 0.024321705324 Long ABS-CBDO CORP US N 2 2037-03-19 Variable 4.04051000 N N N N N N ICG 2021-3A AR V/R 10/20/34 N/A 449249AS0 500000.00000000 PA USD 500233.50000000 0.256124624057 Long ABS-CBDO CORP KY Y 2 2034-10-20 Variable 4.81763000 N N N N N N IMP BRANDS FIN DISC 03/04/26 N/A 45262EC47 350000.00000000 PA USD 349887.13000000 0.179145758198 Long STIV CORP GB N 2 2026-03-04 Fixed 0.00000000 N N N N N N RAST 2005-A15 5.75% 02/25/36 N/A 45660L4G1 13318.82000000 PA USD 4836.14000000 0.002476152715 Long ABS-CBDO CORP US N 2 2036-02-25 Fixed 5.75000000 N N N N N N STATE OF ISRAEL 5.5% 03/12/34 N/A 46514BRL3 300000.00000000 PA USD 312255.60000000 0.159878033278 Long DBT USGA IL N 2 2034-03-12 Fixed 5.50000000 N N N N N N STATE OF ISRAEL 5.75% 03/12/54 N/A 46514BRM1 300000.00000000 PA USD 294174.14000000 0.150620142423 Long DBT USGA IL N 2 2054-03-12 Fixed 5.75000000 N N N N N N STATE OF ISRAE 5.375% 03/12/29 N/A 46514BRN9 300000.00000000 PA USD 309358.77000000 0.158394826946 Long DBT USGA IL N 2 2029-03-12 Fixed 5.37500000 N N N N N N STATE OF ISRAE 5.375% 02/19/30 N/A 46514Y8A8 900000.00000000 PA USD 932718.37000000 0.477561262626 Long DBT USGA IL N 2 2030-02-19 Fixed 5.37500000 N N N N N N JPMMT 2022-INV1 V/R 12/25/43 N/A 465973AC9 539988.52000000 PA USD 482810.32000000 0.247203779237 Long ABS-CBDO CORP US Y 2 2052-03-25 Variable 3.00000000 N N N N N N JPMMT 2003-A2 3A V/R 11/25/33 N/A 466247AZ6 539.29000000 PA USD 526.47000000 0.000269557978 Long ABS-CBDO CORP US N 2 2033-11-25 Variable 5.79652000 N N N N N N JPMMT 2005-A1 6T V/R 02/25/35 N/A 466247LZ4 309.59000000 PA USD 303.00000000 0.000155139072 Long ABS-CBDO CORP US N 2 2035-02-01 Variable 5.13826000 N N N N N N JPMORGAN CHASE & V/R 10/22/30 8I5DZWZKVSZI1NUHU748 46647PEQ5 600000.00000000 PA USD 611370.89000000 0.313028094601 Long DBT CORP US N 2 2030-10-22 Variable 4.60300000 N N N N N N JPMORGAN CHASE & V/R 01/24/36 8I5DZWZKVSZI1NUHU748 46647PEW2 400000.00000000 PA USD 421187.56000000 0.215652301300 Long DBT CORP US N 2 2036-01-24 Variable 5.50200000 N N N N N N JPMMT 2021-10 A3 V/R 10/25/44 N/A 46654AAC3 294827.27000000 PA USD 253099.98000000 0.129589756036 Long ABS-CBDO CORP US Y 2 2051-12-25 Variable 2.50000000 N N N N N N JPMMT 2021-INV4 V/R 08/25/44 N/A 46654DAD5 845482.03000000 PA USD 756968.69000000 0.387575644473 Long ABS-CBDO CORP US Y 2 2052-01-25 Variable 3.00000000 N N N N N N JPMMT 2021-INV8 V/R 09/25/43 N/A 46654RAG7 701819.02000000 PA USD 629221.60000000 0.322167839117 Long ABS-CBDO CORP US Y 2 2052-05-25 Variable 3.00000000 N N N N N N JPMMT 2022-LTV2 V/R 09/25/52 N/A 46655LAE4 685993.25000000 PA USD 641150.28000000 0.328275444226 Long ABS-CBDO CORP US Y 2 2052-09-25 Variable 3.50000000 N N N N N N JTWN 2021-16A AR V/R 07/25/34 N/A 47048RAL9 700000.00000000 PA USD 700748.30000000 0.358790234753 Long ABS-CBDO CORP KY Y 2 2034-07-25 Variable 4.78802000 N N N N N N JTI FINL SVCS NO DISC 03/20/26 N/A 48130PCL8 450000.00000000 PA USD 449085.63000000 0.229936396009 Long STIV CORP US N 2 2026-03-20 Fixed 0.00000000 N N N N N N KBC GROUP NV V/R 01/19/29 213800X3Q9LSAKRUWY91 48241FAB0 200000.00000000 PA USD 206674.42000000 0.105819398590 Long DBT CORP BE Y 2 2029-01-19 Variable 5.79600000 N N N N N N KEURIG DR PEPPER DISC 03/11/26 N/A 49271KCB8 550000.00000000 PA USD 549410.28000000 0.281303634039 Long STIV CORP US N 2 2026-03-11 Fixed 0.00000000 N N N N N N KOREA NATIONAL 4.25% 09/30/29 N/A 50065LAL4 400000.00000000 PA USD 405197.56000000 0.207465259172 Long DBT USGA KR Y 2 2029-09-30 Fixed 4.25000000 N N N N N N KUWAIT INTL BO 4.016% 10/09/28 N/A 501499AD9 400000.00000000 PA USD 402361.84000000 0.206013341779 Long DBT USGA KW Y 2 2028-10-09 Fixed 4.01600000 N N N N N N KUWAIT INTL BO 4.136% 10/09/30 N/A 501499AE7 200000.00000000 PA USD 201045.31000000 0.102937237194 Long DBT USGA KW Y 2 2030-10-09 Fixed 4.13600000 N N N N N N KUWAIT INTL BO 4.652% 10/09/35 N/A 501499AF4 300000.00000000 PA USD 302654.89000000 0.154962372413 Long DBT USGA KW Y 2 2035-10-09 Fixed 4.65200000 N N N N N N ESC LEHMAN BR 0.0% 12/30/16 N/A 525ESC0B6 1300000.00000000 PA USD 780.00000000 0.000399367908 Long DBT CORP US N 2 2049-05-25 Fixed 0.00000000 N N N N N N LINCOLN FIN GLBL 5.3% 01/13/30 984500OC010458395923 53359KAA9 600000.00000000 PA USD 617041.80000000 0.315931658021 Long DBT CORP US Y 2 2030-01-13 Fixed 5.30000000 N N N N N N LLOYDS BANKING GR V/R 06/05/30 549300PPXHEU2JF0AM85 53944YBA0 300000.00000000 PA USD 315201.98000000 0.161386609712 Long DBT CORP GB N 2 2030-06-05 Variable 5.72100000 N N N N N N ITALY GOV'T I 6% 08/04/28/GBP/ N/A T6R88QAL8 400000.00000000 PA 562136.40000000 0.287819536514 Long DBT USGA IT N 2 2028-08-04 Fixed 6.00000000 N N N N N N MFRA 2020-NQM2 A V/R 04/25/65 N/A 552751AA7 42908.78000000 PA USD 42212.83000000 0.021613396971 Long ABS-CBDO CORP US Y 2 2065-04-25 Variable 1.38100000 N N N N N N MFRA 2023-NQM4 A V/R 12/25/27 N/A 55286LAA0 277807.14000000 PA USD 280634.27000000 0.143687591697 Long ABS-CBDO CORP US Y 2 2068-12-25 Variable 6.10500000 N N N N N N OMW 2020-1MW A 2.13% 09/10/27 N/A 563136AA8 300000.00000000 PA USD 289915.38000000 0.148439614122 Long ABS-CBDO CORP US Y 2 2039-09-10 Fixed 2.13000000 N N N N N N MARICOPA CNTY 7.375% 10/01/29 N/A 56681NJD0 200000.00000000 PA USD 215938.22000000 0.110562558119 Long DBT MUN US Y 2 2029-10-01 Fixed 7.37500000 N N N N N N MEFA 2008-1 A1 V/R 04/25/38 5493007K5OP7V6CL0Y88 57563NAA6 13534.70000000 PA USD 13547.21000000 0.006936308880 Long ABS-CBDO CORP US N 2 2038-04-25 Variable 5.09862000 N N N N N N MLMI 2003-A2 1A1 V/R 02/25/33 N/A 589929M70 1222.11000000 PA USD 1156.08000000 0.000591924681 Long ABS-CBDO CORP US N 2 2033-02-25 Variable 5.89995000 N N N N N N NYO 2021-1290 A V/R 11/15/28 N/A 62955HAA5 400000.00000000 PA USD 399520.44000000 0.204558516169 Long ABS-CBDO CORP US Y 2 2038-11-15 Variable 4.86948000 N N N N N N NATIONWIDE BLDG S V/R 02/16/28 549300XFX12G42QIKN82 63861VAF4 300000.00000000 PA USD 297086.08000000 0.152111085228 Long DBT CORP GB Y 2 2028-02-16 Variable 2.97200000 N N N N N N NRZT 2020-RPL1 A V/R 11/25/59 N/A 64828XAA1 112994.62000000 PA USD 109576.68000000 0.056104371199 Long ABS-CBDO CORP US Y 2 2059-11-25 Variable 2.75000000 N N N N N N NRZT 2019-RPL3 A V/R 07/25/59 N/A 64830NAA9 103330.35000000 PA USD 100806.72000000 0.051614062757 Long ABS-CBDO CORP US Y 2 2059-07-25 Variable 2.75000000 N N N N N N NOMURA HOLDING 2.329% 01/22/27 549300B3CEAHYG7K8164 65535HAZ2 200000.00000000 PA USD 197243.29000000 0.100990564404 Long DBT CORP JP N 2 2027-01-22 Fixed 2.32900000 N N N N N N WOODS 2018-12BA V/R 06/15/31 N/A 66858CAN7 226119.45000000 PA USD 226165.13000000 0.115798839734 Long ABS-CBDO CORP KY Y 2 2031-06-15 Variable 4.91320000 N N N N N N NHEL 2006-1 A2D V/R 05/25/36 N/A 669884AE8 398279.59000000 PA USD 392916.04000000 0.201176996405 Long ABS-CBDO CORP US N 2 2036-05-25 Variable 4.32821000 N N N N N N OBX 2024-HYB1 A1 V/R 03/25/53 N/A 67448MAA8 765733.88000000 PA USD 768025.57000000 0.393236879143 Long ABS-CBDO CORP US Y 2 2053-03-25 Variable 3.63172000 N N N N N N ONYP 2020-1NYP A V/R 01/15/23 N/A 68249DAA7 283172.54000000 PA USD 277152.07000000 0.141904669990 Long ABS-CBDO CORP US Y 2 2036-01-15 Variable 4.72448000 N N N N N N OOMLT 2007-CP1 1 V/R 03/25/37 N/A 68402YAA4 44954.11000000 PA USD 41946.27000000 0.021476915549 Long ABS-CBDO CORP US N 2 2037-03-25 Variable 3.92821000 N N N N N N PRKCM 2023-AFC4 S/UP 11/25/58 N/A 69380GAA7 267313.06000000 PA USD 270455.27000000 0.138475840488 Long ABS-CBDO CORP US Y 2 2058-11-25 Variable 7.22500000 N N N N N N PRPM 2023-NQM3 A V/R 11/25/68 N/A 69380TAA9 304278.00000000 PA USD 307235.83000000 0.157307860140 Long ABS-CBDO CORP US Y 2 2068-11-25 Variable 6.22100000 N N N N N N PACIFICORP 5.3% 02/15/31 N/A 695114DC9 200000.00000000 PA USD 207867.49000000 0.106430262527 Long DBT CORP US N 2 2031-02-15 Fixed 5.30000000 N N N N N N PHILIP MORRIS 4.875% 02/13/29 HL3H1H2BGXWVG3BSWR90 718172DG1 200000.00000000 PA USD 205713.33000000 0.105327310765 Long DBT CORP US N 2 2029-02-13 Fixed 4.87500000 N N N N N N REPUBLIC OF PO 5.125% 09/18/34 N/A 731011AY8 100000.00000000 PA USD 104113.36000000 0.053307095964 Long DBT USGA PL N 2 2034-09-18 Fixed 5.12500000 N N N N N N QATAR ENERGY 2.25% 07/12/31 N/A 74730DAC7 200000.00000000 PA USD 182190.00000000 0.093283127293 Long DBT CORP QA Y 2 2031-07-12 Fixed 2.25000000 N N N N N N RALI 2006-QS6 1A1 6% 06/25/36 N/A 74922EAA7 60469.05000000 PA USD 50555.40000000 0.025884877400 Long ABS-CBDO CORP US N 2 2036-06-25 Fixed 6.00000000 N N N N N N RALI 2007-QO2 A1 V/R 02/25/47 N/A 75116AAA8 40184.27000000 PA USD 11892.14000000 0.006088896258 Long ABS-CBDO CORP US N 2 2047-02-25 Variable 3.93821000 N N N N N N RAST 2006-R1 A2 V/R 01/25/46 N/A 76113MAB1 36613.93000000 PA USD 9972.69000000 0.005106118396 Long ABS-CBDO CORP US N 2 2046-01-25 Variable 4.18821000 N N N N N N ROYAL BANK OF CAN V/R 08/02/30 ES7IP3U3RHIGC71XBU11 78016HZZ6 400000.00000000 PA USD 411972.56000000 0.210934127866 Long DBT CORP CA N 2 2030-08-02 Variable 4.96900000 N N N N N N ROYAL BANK OF CAN V/R 08/06/31 ES7IP3U3RHIGC71XBU11 78017DAM0 400000.00000000 PA USD 408971.95000000 0.209397785122 Long DBT CORP CA N 2 2031-08-06 Variable 4.69600000 N N N N N N SANDS CHINA LTD 5.4% 08/08/28 N/A 80007RAE5 200000.00000000 PA USD 204325.80000000 0.104616881336 Long DBT CORP MO N 2 2028-08-08 Variable 5.40000000 N N N N N N SANTANDER UK GROU V/R 01/10/29 N/A 80281LAT2 500000.00000000 PA USD 521948.63000000 0.267242990795 Long DBT CORP GB N 2 2029-01-10 Variable 6.53400000 N N N N N N SAUDI INTERNATI 4.75% 01/18/28 N/A 80413TBC2 400000.00000000 PA USD 405765.54000000 0.207756070691 Long DBT USGA SA Y 2 2028-01-18 Fixed 4.75000000 N N N N N N SAUDI INTERNAT 4.875% 07/18/33 N/A 80413TBD0 200000.00000000 PA USD 204083.16000000 0.104492647196 Long DBT USGA SA Y 2 2033-07-18 Fixed 4.87500000 N N N N N N SAUDI INTERNAT 5.125% 01/13/28 N/A 80413TBJ7 400000.00000000 PA USD 408727.39000000 0.209272567922 Long DBT USGA SA Y 2 2028-01-13 Fixed 5.12500000 N N N N N N SMB 2022-B A1B V/R 02/16/55 N/A 83206NAB3 186532.40000000 PA USD 188409.89000000 0.096467774039 Long ABS-CBDO CORP US Y 2 2055-02-16 Variable 5.10819000 N N N N N N SVHE 2006-3 A4 V/R 11/25/36 N/A 83612HAD0 773778.66000000 PA USD 747601.19000000 0.382779389492 Long ABS-CBDO CORP US N 2 2036-11-25 Variable 4.28821000 N N N N N N STANDARD CHARTERE V/R 02/08/28 U4LOSYZ7YG4W3S5F2G91 853254CW8 900000.00000000 PA USD 922505.64000000 0.472332241315 Long DBT CORP GB Y 2 2028-02-08 Variable 6.75000000 N N N N N N REPUBLIC OF PO 4.875% 02/12/30 N/A 857524AF9 100000.00000000 PA USD 103898.11000000 0.053196885782 Long DBT USGA PL N 2 2030-02-12 Fixed 4.87500000 N N N N N N REPUBLIC OF PO 5.375% 02/12/35 N/A 857524AH5 100000.00000000 PA USD 105164.76000000 0.053845423425 Long DBT USGA PL N 2 2035-02-12 Fixed 5.37500000 N N N N N N SARM 2004-19 2A1 V/R 01/25/35 N/A 863579JG4 17266.10000000 PA USD 16203.81000000 0.008296515016 Long ABS-CBDO CORP US N 2 2035-01-25 Variable 5.31509000 N N N N N N SARM 2004-1 4A1 V/R 02/25/34 N/A 86359BGF2 1204.87000000 PA USD 1171.75000000 0.000599947880 Long ABS-CBDO CORP US N 2 2034-02-25 Variable 5.94024000 N N N N N N SARM 2004-4 3A2 V/R 04/25/34 N/A 86359BNU1 415.80000000 PA USD 413.90000000 0.000211920996 Long ABS-CBDO CORP US N 2 2034-04-25 Variable 5.96989000 N N N N N N SASC 2006-RF1 1A V/R 01/25/36 N/A 86359DXP7 38883.47000000 PA USD 32855.21000000 0.016822200651 Long ABS-CBDO CORP US Y 2 2036-01-25 Variable 4.06821000 N N N N N N SAMI 2005-AR2 2A V/R 05/25/45 N/A 86359LJA8 16066.42000000 PA USD 15535.95000000 0.007954563924 Long ABS-CBDO CORP US N 2 2045-05-25 Variable 4.24821000 N N N N N N SAMI 2005-AR8 A1 V/R 02/25/36 N/A 86359LRW1 17824.91000000 PA USD 15380.66000000 0.007875053870 Long ABS-CBDO CORP US N 2 2036-02-25 Variable 4.34821000 N N N N N N SAMI 2006-AR5 1A V/R 05/25/36 N/A 86360JAA9 15369.38000000 PA USD 10943.39000000 0.005603126639 Long ABS-CBDO CORP US N 2 2036-05-25 Variable 4.20821000 N N N N N N SAMI 2007-AR4 A3 V/R 09/25/47 N/A 86364MAC4 80005.86000000 PA USD 73167.59000000 0.037462547954 Long ABS-CBDO CORP US N 2 2047-09-25 Variable 4.22821000 N N N N N N SAMI 2007-AR6 V/R 11/25/37 N/A 86364RAA7 44845.02000000 PA USD 39235.82000000 0.020089137666 Long ABS-CBDO CORP US N 2 2047-08-25 Variable 5.41509000 N N N N N N SUMITOMO MITSUI F V/R 07/08/36 35380028MYWPB6AUO129 86562MEA4 500000.00000000 PA USD 517578.17000000 0.265005270961 Long DBT CORP JP N 2 2036-07-08 Variable 5.24600000 N N N N N N SUMITOMO MITSUI 5.2% 03/07/29 N/A 86563VBQ1 200000.00000000 PA USD 207147.37000000 0.106061553785 Long DBT CORP JP Y 2 2029-03-07 Fixed 5.20000000 N N N N N N TORONTO-DOMINI 4.814% 07/16/27 PT3QB789TSUIDF371261 891160TE3 700000.00000000 PA USD 711601.50000000 0.364347183198 Long DBT CORP CA Y 2 2027-07-16 Fixed 4.81400000 N N N N N N TPMT 2019-4 A1 V/R 07/25/29 N/A 89178BAA2 356101.23000000 PA USD 346307.77000000 0.177313089586 Long ABS-CBDO CORP US Y 2 2059-10-25 Variable 2.90000000 N N N N N N TPMT 2020-1 A1 V/R 01/25/60 N/A 89178WAU2 81897.07000000 PA USD 79697.98000000 0.040806173848 Long ABS-CBDO CORP US Y 2 2060-01-25 Variable 2.71000000 N N N N N N UWM 2021-INV5 A1 V/R 01/25/52 N/A 90355DAV5 76519.04000000 PA USD 68561.75000000 0.035104311173 Long ABS-CBDO CORP US Y 2 2052-01-25 Variable 3.00000000 N N N N N N US T BILL ZCP 04/07/26 N/A 912797TG2 264000.00000000 PA USD 263043.69000000 0.134681036379 Long STIV UST US N 2 2026-04-07 Fixed 0.00000000 N N N N N N US TREAS BDS 3% 02/15/48 N/A 912810SA7 300000.00000000 PA USD 231738.28000000 0.118652349042 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N US TREAS BDS 3% 08/15/48 N/A 912810SD1 175000.00000000 PA USD 134503.91000000 0.068867365706 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N US TREAS BDS 3.375% 11/15/48 N/A 912810SE9 800000.00000000 PA USD 656250.00000000 0.336006653968 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N US TREAS BDS 2.25% 08/15/49 N/A 912810SJ8 400000.00000000 PA USD 261171.88000000 0.133722650680 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N US TREAS BDS 2.375% 11/15/49 N/A 912810SK5 350000.00000000 PA USD 234076.17000000 0.119849372427 Long DBT UST US N 2 2049-11-15 Fixed 2.37500000 N N N N N N US TREAS BDS 1.375% 11/15/40 N/A 912810ST6 200000.00000000 PA USD 134410.16000000 0.068819364755 Long DBT UST US N 2 2040-11-15 Fixed 1.37500000 N N N N N N US TREAS BDS 1.875% 02/15/41 N/A 912810SW9 1100000.00000000 PA USD 794513.68000000 0.406799060036 Long DBT UST US N 2 2041-02-15 Fixed 1.87500000 N N N N N N US TREAS BDS 4.125% 08/15/44 N/A 912810UD8 975000.00000000 PA USD 923698.24000000 0.472942864607 Long DBT UST US N 2 2044-08-15 Fixed 4.12500000 N N N N N N US TREAS BDS 4.5% 11/15/54 N/A 912810UE6 3900000.00000000 PA USD 3810574.21000000 1.951052632380 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N US TREAS BDS 4.625% 02/15/55 N/A 912810UG1 1900000.00000000 PA USD 1895101.57000000 0.970311218995 Long DBT UST US N 2 2055-02-15 Fixed 4.62500000 N N N N N N US TREAS BDS 4.625% 11/15/55 N/A 912810UP1 200000.00000000 PA USD 199687.50000000 0.102242024707 Long DBT UST US N 2 2055-11-15 Fixed 4.62500000 N N N N N N US TIPS 0.5% 01/15/28 N/A 9128283R9 1313740.00000000 PA USD 1305343.19000000 0.668348948650 Long DBT UST US N 2 2028-01-15 Fixed 0.50000000 N N N N N N US TIPS 0.125% 07/15/31 N/A 91282CCM1 1088154.00000000 PA USD 1031902.52000000 0.528344553091 Long DBT UST US N 2 2031-07-15 Fixed 0.12500000 N N N N N N US TIPS 0.125% 01/15/32 N/A 91282CDX6 818307.00000000 PA USD 766167.33000000 0.392285441421 Long DBT UST US N 2 2032-01-15 Fixed 0.12500000 N N N N N N US TIPS 0.625% 07/15/32 N/A 91282CEZ0 111532.00000000 PA USD 107244.41000000 0.054910225311 Long DBT UST US N 2 2032-07-15 Fixed 0.62500000 N N N N N N US TIPS 1.125% 01/15/33 N/A 91282CGK1 1523032.00000000 PA USD 1498175.86000000 0.767081230894 Long DBT UST US N 2 2033-01-15 Fixed 1.12500000 N N N N N N US TREAS NTS 4% 02/29/28 N/A 91282CGP0 200000.00000000 PA USD 202363.28000000 0.103612051198 Long DBT UST US N 2 2028-02-29 Fixed 4.00000000 N N N N N N WI TREASURY SE 4.375% 05/15/34 N/A 91282CKQ3 400000.00000000 PA USD 415382.81000000 0.212680210444 Long DBT UST US N 2 2034-05-15 Fixed 4.37500000 N N N N N N WAMU 2003-AR5 A7 V/R 06/25/33 N/A 929227R65 814.98000000 PA USD 818.71000000 0.000419187821 Long ABS-CBDO CORP US N 2 2033-06-25 Variable 5.72273700 N N N N N N WAMU 2005-AR13 A V/R 10/25/45 N/A 92922F4M7 9087.60000000 PA USD 8899.13000000 0.004556444791 Long ABS-CBDO CORP US N 2 2045-10-25 Variable 4.36821000 N N N N N N WAMU 2003-AR9 2A V/R 09/25/33 N/A 92922FBX5 27312.69000000 PA USD 26832.31000000 0.013738414782 Long ABS-CBDO CORP US N 2 2033-09-25 Variable 5.68973400 N N N N N N WAMU 2004-AR1 A V/R 03/25/34 N/A 92922FLD8 71336.04000000 PA USD 72859.19000000 0.037304644027 Long ABS-CBDO CORP US N 2 2034-03-25 Variable 5.71233300 N N N N N N WAMU 2006-AR10 2 V/R 09/25/36 N/A 93363EAF2 18012.04000000 PA USD 15551.67000000 0.007962612724 Long ABS-CBDO CORP US N 2 2036-09-25 Variable 4.14326900 N N N N N N WAMU 2006-AR13 2 V/R 10/25/46 N/A 93363RAB2 27632.04000000 PA USD 26727.44000000 0.013684720279 Long ABS-CBDO CORP US N 2 2046-10-25 Variable 5.41509000 N N N N N N WAMU 02-AR9 1A V/R 8/25/42 N/A 9393357P4 2153.98000000 PA USD 2119.77000000 0.001085343733 Long ABS-CBDO CORP US N 2 2042-08-25 Variable 5.31509000 N N N N N N WAMMS 2002-AR3 1 V/R 12/25/32 N/A 939336KZ5 33424.34000000 PA USD 33314.80000000 0.017057515391 Long ABS-CBDO CORP US N 2 2032-12-25 Variable 5.98505800 N N N N N N WMALT 2006-AR5 3 V/R 07/25/46 N/A 93935AAC6 13701.76000000 PA USD 8621.63000000 0.004414361977 Long ABS-CBDO CORP US N 2 2046-07-25 Variable 4.85509000 N N N N N N WELLS FARGO & COM V/R 07/25/28 PBLD0EJDB5FWOLXP3B76 95000U3A9 600000.00000000 PA USD 606771.24000000 0.310673027164 Long DBT CORP US N 2 2028-07-25 Variable 4.80800000 N N N N N N WELLS FARGO & COM V/R 09/15/36 PBLD0EJDB5FWOLXP3B76 95000U4B6 300000.00000000 PA USD 300958.85000000 0.154093982736 Long DBT CORP US N 2 2036-09-15 Variable 4.89200000 N N N N N N GENERALITA 4.22% 04/26/35/EUR/ 95980020140005848404 E5645NBY9 100000.00000000 PA 124816.63000000 0.063907380123 Long DBT USGA ES N 2 2035-04-26 Fixed 4.22000000 N N N N N N RMACS 06-NS1X A2A V/R 6/12/44 N/A G7604CAA9 107134.76000000 PA 143140.94000000 0.073289612640 Long ABS-CBDO CORP GB N 2 2044-06-12 Variable 4.06462000 N N N N N N RMACS 2006- V/R 06/12/44 /GBP/ N/A G7604CBD2 206450.62000000 PA 274859.74000000 0.140730973787 Long ABS-CBDO CORP GB N 2 2044-06-12 Variable 4.06462000 N N N N N N NGATE 07-1X A3 V/R 12/1/50 N/A G6484AAR3 226830.80000000 PA 301645.50000000 0.154445554498 Long ABS-CBDO CORP GB N 2 2050-12-01 Variable 4.10068000 N N N N N N EHMU 2007-1 V/R 06/15/44 /GBP/ N/A G3224PAB7 13228.30000000 PA 17824.09000000 0.009126114805 Long ABS-CBDO CORP GB N 2 2044-06-15 Variable 4.05613000 N N N N N N REPUBLIC O 6.25% 03/31/36/ZAR/ N/A S69124MZ5 1600000.00000000 PA 87991.06000000 0.045052314894 Long DBT USGA ZA N 2 2036-03-31 Fixed 6.25000000 N N N N N N RLOC 2007-1 V/R 12/15/43 /GBP/ N/A G7521KAD5 107523.96000000 PA 143332.74000000 0.073387816185 Long ABS-CBDO CORP GB N 2 2043-12-15 Variable 4.06613000 N N N N N N LGATE 2007- V/R 01/01/61 /GBP/ 213800LADM2GPWI3P269 G571A3AW5 219074.76000000 PA 290027.84000000 0.148497194782 Long ABS-CBDO CORP GB N 2 2061-01-01 Variable 4.01540000 N N N N N N ALBA 2007-1 V/R 03/17/39 /GBP/ N/A G021A3AA9 152208.00000000 PA 202309.85000000 0.103584694496 Long ABS-CBDO CORP GB N 2 2039-03-17 Variable 4.07009000 N N N N N N REPUBLIC O 6.95% 08/12/31/PEN/ N/A 715638BE1 2321000.00000000 PA 775614.79000000 0.397122636733 Long DBT USGA PE N 2 2031-08-12 Fixed 6.95000000 N N N N N N UK TSY 3.25% 01/22/44 /GBP/ N/A G4527HCQ2 1350000.00000000 PA 1465332.33000000 0.750265010521 Long DBT NUSS GB N 2 2044-01-22 Fixed 3.25000000 N N N N N N TREASURY C 4.25% 12/20/32/AUD/ N/A Q9194YCC6 400000.00000000 PA 274572.26000000 0.140583781112 Long DBT USGA AU N 2 2032-12-20 Fixed 4.25000000 N N N N N N JAPAN (30 Y 0.5% 09/20/46/JPY/ N/A J2S39KQK5 152000000.00000000 PA 601488.01000000 0.307967959835 Long DBT USGA JP N 2 2046-09-20 Fixed 0.50000000 N N N N N N FAIRFAX FI 2.75% 03/29/28/EUR/ GLS7OQD0WOEDI8YAP031 C33461AA9 100000.00000000 PA 118233.08000000 0.060536535770 Long DBT CORP CA N 2 2028-03-29 Fixed 2.75000000 N N N N N N NEW S WALES 3.5% 11/20/37/AUD/ N/A Q6715PGH6 500000.00000000 PA 297950.45000000 0.152553651432 Long DBT USGA AU N 2 2037-11-20 Fixed 3.50000000 N N N N N N UNITED KIN 1.75% 01/22/49/GBP/ N/A G4527HEG2 500000.00000000 PA 377374.37000000 0.193219503782 Long DBT NUSS GB N 2 2049-01-22 Fixed 1.75000000 N N N N N N JAPAN GOVT 0.1% 03/10/28/JPY/ N/A J2S39KJ56 167409480.00000000 PA 1072626.22000000 0.549195500405 Long DBT UST JP N 2 2028-03-10 Fixed 0.10000000 N N N N N N BONOS Y OB 1.45% 04/30/29/EUR/ N/A E8922AHG8 36000.00000000 PA 41582.63000000 0.021290728182 Long DBT USGA ES N 2 2029-04-30 Fixed 1.45000000 N N N N N N NORDEA KRED 1.5% 10/01/50/DKK/ N/A K7S724GM3 1.23000000 PA 0.16000000 0.000000081921 Long DBT CORP DK N 2 2050-10-01 Fixed 1.50000000 N N N N N N JAPAN (30 Y 0.5% 03/20/49/JPY/ N/A J2S39K3W4 38700000.00000000 PA 140604.26000000 0.071990806760 Long DBT USGA JP N 2 2049-03-20 Fixed 0.50000000 N N N N N N REPUBLIC OF S 8% 01/31/30/ZAR/ N/A S69124VP7 8800000.00000000 PA 569040.13000000 0.291354316274 Long DBT USGA ZA N 2 2030-01-31 Fixed 8.00000000 N N N N N N BONOS Y OB 1.45% 10/31/27/EUR/ N/A E8922AEY2 400000.00000000 PA 468101.71000000 0.239672821781 Long DBT USGA ES N 2 2027-10-31 Fixed 1.45000000 N N N N N N REPUBLIC OF 5.4% 08/12/34/PEN/ N/A P78024AG4 1400000.00000000 PA 416293.76000000 0.213146626080 Long DBT USGA PE N 2 2034-08-12 Fixed 5.40000000 N N N N N N JAPAN (30 Y 0.7% 12/20/48/JPY/ N/A J2S39KS98 98000000.00000000 PA 379551.92000000 0.194334431461 Long DBT USGA JP N 2 2048-12-20 Fixed 0.70000000 N N N N N N NYKREDIT RE 1.5% 10/01/50/DKK/ N/A K74181V86 1.20000000 PA 0.15000000 0.000000076801 Long DBT CORP DK N 2 2050-10-01 Fixed 1.50000000 N N N N N N BANCA MON 0.875% 10/08/26/EUR/ J4CP7MHCXR8DAQMKIL78 T1188BJA5 100000.00000000 PA 117278.60000000 0.060047832332 Long DBT CORP IT N 2 2026-10-08 Fixed 0.87500000 N N N N N N NORDEA KREDIT 1% 10/01/50/DKK/ N/A K7S724GQ4 3.02000000 PA 0.39000000 0.000000199683 Long DBT CORP DK N 2 2050-10-01 Fixed 1.00000000 N N N N N N NYKREDIT REAL 1% 10/01/50/DKK/ N/A K74181W69 4.24000000 PA 0.53000000 0.000000271365 Long DBT CORP DK N 2 2050-10-01 Fixed 1.00000000 N N N N N N JAPAN GOVT 0.1% 03/10/29/JPY/ N/A J2S39K4F0 53155590.00000000 PA 341663.42000000 0.174935135295 Long DBT UST JP N 2 2029-03-10 Fixed 0.10000000 N N N N N N NORDEA KREDIT 1% 10/01/50/DKK/ N/A K7S724GR2 14.97000000 PA 1.85000000 0.000000947218 Long DBT CORP DK N 2 2050-10-01 Fixed 1.00000000 N N N N N N REALKREDIT DA 1% 10/01/50/DKK/ N/A K8094KWV1 1.05000000 PA 0.13000000 0.000000066561 Long DBT CORP DK N 2 2050-10-01 Fixed 1.00000000 N N N N N N JYSKE REALKRE 1% 10/01/50/DKK/ N/A K5S69JAF0 8.34000000 PA 1.03000000 0.000000527370 Long DBT CORP DK N 2 2050-10-01 Fixed 1.00000000 N N N N N N JYSKE REALKRE 1% 10/01/50/DKK/ N/A K5S69JAN3 31613.64000000 PA 3801.64000000 0.001946478226 Long DBT CORP DK N 2 2050-10-01 Fixed 1.00000000 N N N N N N NYKREDIT REAL 1% 10/01/50/DKK/ N/A K74181Y26 2.57000000 PA 0.34000000 0.000000174083 Long DBT CORP DK N 2 2050-10-01 Fixed 1.00000000 N N N N N N NEW S WALES T 2% 03/08/33/AUD/ N/A Q6715PB65 1000000.00000000 PA 591389.37000000 0.302797353761 Long DBT USGA AU N 2 2033-03-08 Fixed 2.00000000 N N N N N N TREASURY C 2.25% 09/15/33/AUD/ N/A Q9194YMT8 1000000.00000000 PA 589617.48000000 0.301890128115 Long DBT USGA AU N 2 2033-09-15 Fixed 2.25000000 N N N N N N MALAYSIA 4.193% 10/07/32/MYR/ N/A Y2R35QDK4 860000.00000000 PA 231189.09000000 0.118371158194 Long DBT USGA MY N 2 2032-10-07 Fixed 4.19300000 N N N N N N ROMANIA 1.75% 07/13/30/EUR/ N/A X7360WBW1 200000.00000000 PA 217930.38000000 0.111582564238 Long DBT USGA RO Y 2 2030-07-13 Fixed 1.75000000 N N N N N N JAPAN (30 Y 0.7% 12/20/50/JPY/ N/A J2S39LKG8 60000000.00000000 PA 217435.88000000 0.111329375225 Long DBT USGA JP N 2 2050-12-20 Fixed 0.70000000 N N N N N N NORDEA KRED 1.5% 10/01/53/DKK/ N/A K7S724JZ1 176799.13000000 PA 22875.84000000 0.011712662026 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N THAILAND G 1.84% 05/17/36/THB/ N/A Y603CLDG6 3217000.00000000 PA 104568.06000000 0.053539906975 Long DBT USGA TH N 2 2036-05-17 Fixed 0.00000000 N N N N N N UNITED KI 1.125% 10/22/73/GBP/ N/A G4527HXA4 500000.00000000 PA 222763.24000000 0.114057037561 Long DBT NUSS GB N 2 2073-10-22 Fixed 1.12500000 N N N N N N SOUTHERN CO V/R 09/15/81/EUR/ 549300FC3G3YU2FBZD92 U84258AF6 100000.00000000 PA 115731.53000000 0.059255716805 Long DBT CORP US N 2 2081-09-15 Variable 1.87500000 N N N N N N UNITED KIN 1.25% 07/31/51/GBP/ N/A G4527HUU3 1300000.00000000 PA 804737.53000000 0.412033774899 Long DBT NUSS GB N 2 2051-07-31 Fixed 1.25000000 N N N N N N NORDEA KRED 1.5% 10/01/53/DKK/ N/A K7S724JW8 10.00000000 PA 1.09000000 0.000000558091 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N UNITED KI 0.625% 10/22/50/GBP/ N/A G4527HSJ1 1400000.00000000 PA 724132.69000000 0.370763279536 Long DBT NUSS GB N 2 2050-10-22 Fixed 0.62500000 N N N N N N JAPAN (30 Y 0.7% 12/20/51/JPY/ N/A J2S39LSJ4 180000000.00000000 PA 628821.36000000 0.321962912178 Long DBT USGA JP N 2 2051-12-20 Fixed 0.70000000 N N N N N N JAPAN (30 Y 2.2% 06/20/54/JPY/ N/A J2S39L3F9 202000000.00000000 PA 1023188.11000000 0.523882686813 Long DBT USGA JP N 2 2054-06-20 Fixed 2.20000000 N N N N N N MALAYSIA 2.632% 04/15/31/MYR/ N/A Y2R35QHH7 900000.00000000 PA 223790.30000000 0.114582902694 Long DBT USGA MY N 2 2031-04-15 Fixed 2.63200000 N N N N N N TREASURY CORP 2% 09/17/35/AUD/ N/A Q9194YPB4 400000.00000000 PA 215529.39000000 0.110353233014 Long DBT USGA AU N 2 2035-09-17 Fixed 2.00000000 N N N N N N NYKREDIT REAL 1% 10/01/53/DKK/ N/A K741813A2 1.11000000 PA 0.14000000 0.000000071681 Long DBT CORP DK N 2 2053-10-01 Fixed 1.00000000 N N N N N N NYKREDIT REAL 1% 10/01/53/DKK/ N/A K741812Z8 2.64000000 PA 0.31000000 0.000000158723 Long DBT CORP DK N 2 2053-10-01 Fixed 1.00000000 N N N N N N MALAYSIA 3.582% 07/15/32/MYR/ N/A Y2R35QDR9 160000.00000000 PA 41486.35000000 0.021241431845 Long DBT USGA MY N 2 2032-07-15 Fixed 3.58200000 N N N N N N NEW S WALE 1.75% 03/20/34/AUD/ N/A Q6715P7E3 1200000.00000000 PA 670830.96000000 0.343472253330 Long DBT USGA AU N 2 2034-03-20 Fixed 1.75000000 N N N N N N ROMANIA 6.625% 09/27/29/EUR/ N/A X7360WCL4 600000.00000000 PA 785650.80000000 0.402261175612 Long DBT USGA RO N 2 2029-09-27 Fixed 6.62500000 N N N N N N NYKREDIT RE 1.5% 10/01/52/DKK/ N/A K741813K0 1.07000000 PA 0.13000000 0.000000066561 Long DBT CORP DK N 2 2052-10-01 Fixed 1.50000000 N N N N N N MALAYSIA 3.519% 04/20/28/MYR/ N/A Y2R35QFA4 12523000.00000000 PA 3250989.69000000 1.664539684300 Long DBT USGA MY N 2 2028-04-20 Fixed 3.51900000 N N N N N N JAPAN (20 Y 0.4% 06/20/40/JPY/ N/A J2S39LDF8 100000000.00000000 PA 474499.70000000 0.242948657532 Long DBT USGA JP N 2 2040-06-20 Fixed 0.40000000 N N N N N N QUEENSLAND 5.25% 07/21/36/AUD/ N/A Q7943Q8Q5 1000000.00000000 PA 710568.12000000 0.363818082160 Long DBT USGA AU Y 2 2036-07-21 Fixed 5.25000000 N N N N N N QUEENSLAND TR 2% 08/22/33/AUD/ N/A Q7943QZ36 600000.00000000 PA 348471.92000000 0.178421156329 Long DBT USGA AU N 2 2033-08-22 Fixed 2.00000000 N N N N N N CHINA GOVE 3.19% 04/15/53/CNY/ N/A Y6S39BZ94 4090000.00000000 PA 698132.60000000 0.357450969831 Long DBT USGA CN N 2 2053-04-15 Fixed 3.19000000 N N N N N N VMED O2 U 5.625% 04/15/32/EUR/ N/A N/A 500000.00000000 PA 575121.42000000 0.294467998414 Long DBT CORP GB Y 2 2032-04-15 Fixed 5.62500000 N N N N N N AUSTRALIAN 1.75% 06/21/51/AUD/ N/A Q08184NC5 50000.00000000 PA 18513.34000000 0.009479017793 Long DBT USGA AU N 2 2051-06-21 Fixed 1.75000000 N N N N N N UNITED KING 3.5% 01/22/45/GBP/ N/A G4527HDA6 700000.00000000 PA 780432.78000000 0.399589496464 Long DBT NUSS GB N 2 2045-01-22 Fixed 3.50000000 N N N N N N BONOS Y OB 3.45% 10/31/34/EUR/ N/A E8922APQ7 5180000.00000000 PA 6369910.13000000 3.261458573500 Long DBT USGA ES Y 2 2034-10-31 Fixed 3.45000000 N N N N N N JYSKE REALK 1.5% 10/01/53/DKK/ N/A K5S69JBQ5 443531.07000000 PA 57303.12000000 0.029339778458 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N TITULOS DE T 11% 08/22/29/COP/ N/A P6S337KA2 2158400000.00000000 PA 526026.94000000 0.269331126867 Long DBT USGA CO N 2 2029-08-22 Fixed 11.00000000 N N N N N N JAPAN (30 Y 0.7% 03/20/51/JPY/ N/A J2S39LMD3 60000000.00000000 PA 215364.86000000 0.110268991986 Long DBT USGA JP N 2 2051-03-20 Fixed 0.70000000 N N N N N N REPUBLIC O 1.65% 03/03/33/EUR/ N/A X77765CC1 100000.00000000 PA 102127.07000000 0.052290095345 Long DBT USGA RS Y 2 2033-03-03 Fixed 1.65000000 N N N N N N REALKREDIT 1.5% 10/01/53/DKK/ N/A K8094KZJ5 1.96000000 PA 0.25000000 0.000000128002 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N BONOS Y OBL 1.9% 10/31/52/EUR/ N/A E8922AMF4 500000.00000000 PA 402407.17000000 0.206036551199 Long DBT USGA ES Y 2 2052-10-31 Fixed 1.90000000 N N N N N N JAPAN (30 Y 0.7% 06/20/51/JPY/ N/A J2S39LQP2 125000000.00000000 PA 444518.27000000 0.227597861379 Long DBT USGA JP N 2 2051-06-20 Fixed 0.70000000 N N N N N N FOXCONN FAR EA 1.875% 08/25/28 N/A G3R82SAQ0 400000.00000000 PA USD 375056.94000000 0.192032956124 Long DBT CORP KY N 2 2028-08-25 Fixed 1.87500000 N N N N N N REPUBLIC OF S 1% 09/23/28/EUR/ N/A N/A 100000.00000000 PA 111806.96000000 0.057246297173 Long DBT USGA RS Y 2 2028-09-23 Fixed 1.00000000 N N N N N N FRANCE (GO 2.75% 02/25/30/EUR/ N/A F26348DP8 6000000.00000000 PA 7185841.27000000 3.679223590216 Long DBT USGA FR Y 2 2030-02-25 Fixed 2.75000000 N N N N N N CHINA GOVE 1.92% 01/15/55/CNY/ N/A Y603FQAA8 2300000.00000000 PA 307634.13000000 0.157511793779 Long DBT USGA CN N 2 2055-01-15 Fixed 1.92000000 N N N N N N TITULOS D 13.25% 02/09/33/COP/ N/A P6S32JW71 1884100000.00000000 PA 486497.36000000 0.249091581101 Long DBT USGA CO N 2 2033-02-09 Fixed 13.25000000 N N N N N N UNITED KI 4.375% 07/31/54/GBP/ N/A G4527HF22 100000.00000000 PA 121275.02000000 0.062094039893 Long DBT NUSS GB N 2 2054-07-31 Fixed 4.37500000 N N N N N N THAILAND GO 2.7% 06/17/40/THB/ N/A Y603CLBT0 7300000.00000000 PA 251599.16000000 0.128821320979 Long DBT USGA TH N 2 2040-06-17 Fixed 2.70000000 N N N N N N BONOS DE TE 7.3% 08/12/33/PEN/ N/A P6S32DFH1 1300000.00000000 PA 443444.89000000 0.227048279936 Long DBT USGA PE Y 2 2033-08-12 Fixed 7.30000000 N N N N N N CHINA DEVE 2.63% 01/08/34/CNY/ N/A Y1456TPZ3 22220000.00000000 PA 3404967.89000000 1.743378083944 Long DBT USGA CN N 2 2034-01-08 Fixed 2.63000000 N N N N N N JAPAN (30 Y 1.8% 03/20/54/JPY/ N/A J2S39LY81 69400000.00000000 PA 319756.43000000 0.163718534292 Long DBT USGA JP N 2 2054-03-20 Fixed 1.80000000 N N N N N N JAPAN (30 Y 1.7% 09/20/44/JPY/ N/A J2615QTH8 210000000.00000000 PA 1116568.47000000 0.571694377952 Long DBT USGA JP N 2 2044-09-20 Fixed 1.70000000 N N N N N N QUEENSLAND 1.75% 07/20/34/AUD/ N/A Q7943QD89 200000.00000000 PA 110097.32000000 0.056370944158 Long DBT USGA AU Y 2 2034-07-20 Fixed 1.75000000 N N N N N N BONOS Y OBLIG 4% 10/31/54/EUR/ N/A E8922APG9 200000.00000000 PA 241446.61000000 0.123623112438 Long DBT USGA ES Y 2 2054-10-31 Fixed 4.00000000 N N N N N N CHINA DEVE 2.82% 05/22/33/CNY/ N/A Y1456TPL4 7600000.00000000 PA 1175337.18000000 0.601784553350 Long DBT USGA CN N 2 2033-05-22 Fixed 2.82000000 N N N N N N JAPAN (40 Y 2.2% 03/20/64/JPY/ N/A J2S39L2J2 120000000.00000000 PA 564888.73000000 0.289228757381 Long DBT USGA JP N 2 2064-03-20 Fixed 2.20000000 N N N N N N SAUDI INT 3.375% 03/05/32/EUR/ N/A N/A 500000.00000000 PA 596730.81000000 0.305532225200 Long DBT USGA SA Y 2 2032-03-05 Fixed 3.37500000 N N N N N N PHILIP MOR 3.25% 06/06/32/EUR/ HL3H1H2BGXWVG3BSWR90 718172DW6 300000.00000000 PA 354872.81000000 0.181698476910 Long DBT CORP US N 2 2032-06-06 Fixed 3.25000000 N N N N N N BARCLAYS PLC V/R 08/08/30/EUR/ 213800LBQA1Y9L22JB70 G0809LJD2 400000.00000000 PA 501800.61000000 0.256927000267 Long DBT CORP GB N 2 2030-08-08 Variable 4.91800000 N N N N N N CHINA GOVE 2.19% 09/25/54/CNY/ N/A Y6S39B8P8 12700000.00000000 PA 1793257.44000000 0.918165991798 Long DBT USGA CN N 2 2054-09-25 Fixed 2.19000000 N N N N N N BONOS DE TE 7.6% 08/12/39/PEN/ N/A P6S32DFJ7 900000.00000000 PA 292405.51000000 0.149714585930 Long DBT USGA PE Y 2 2039-08-12 Fixed 7.60000000 N N N N N N BONOS Y OBL 3.5% 05/31/29/EUR/ N/A E8922ANY2 240000.00000000 PA 294796.06000000 0.150938571769 Long DBT USGA ES N 2 2029-05-31 Fixed 3.50000000 N N N N N N JAPAN (5 YE 0.4% 06/20/29/JPY/ N/A J2S39L3Z5 50000000.00000000 PA 310049.31000000 0.158748390427 Long DBT USGA JP N 2 2029-06-20 Fixed 0.40000000 N N N N N N THAILAND G 2.98% 06/17/45/THB/ N/A Y603CLBS2 1000000.00000000 PA 34400.06000000 0.017613179515 Long DBT USGA TH N 2 2045-06-17 Fixed 2.98000000 N N N N N N BONOS Y OB 3.15% 04/30/35/EUR/ N/A E4R46FAA8 2560000.00000000 PA 3069266.66000000 1.571495650381 Long DBT USGA ES Y 2 2035-04-30 Fixed 3.15000000 N N N N N N BONOS DE T 6.85% 08/12/35/PEN/ N/A P6S32DFK4 3400000.00000000 PA 1085708.14000000 0.555893576087 Long DBT USGA PE Y 2 2035-08-12 Fixed 6.85000000 N N N N N N TITULOS D 11.75% 01/24/35/COP/ N/A P6S337RP2 2053500000.00000000 PA 499851.51000000 0.255929041304 Long DBT USGA CO N 2 2035-01-24 Fixed 11.75000000 N N N N N N UNITED KI 4.375% 03/07/30/GBP/ N/A G4527HN49 4200000.00000000 PA 5806271.10000000 2.972869675190 Long DBT NUSS GB N 2 2030-03-07 Fixed 4.37500000 N N N N N N WELLS FARGO V/R 07/22/32/EUR/ PBLD0EJDB5FWOLXP3B76 U94974LV9 500000.00000000 PA 611244.16000000 0.312963207556 Long DBT CORP US N 2 2032-07-22 Variable 3.90000000 N N N N N N JAPAN (20 Y 1.8% 09/20/44/JPY/ N/A J2S39L5C4 130000000.00000000 PA 702776.73000000 0.359828811480 Long DBT USGA JP N 2 2044-09-20 Fixed 1.80000000 N N N N N N LETRA TESOUR ZCP 04/01/26/BRL/ N/A P8T60NQH7 20000000.00000000 PA 3854167.68000000 1.973372931031 Long DBT USGA BR N 2 2026-04-01 Fixed 0.00000000 N N N N N N CHINA GOVE 1.65% 05/15/35/CNY/ N/A Y6S39CAV0 5600000.00000000 PA 807420.15000000 0.413407303539 Long DBT USGA CN N 2 2035-05-15 Fixed 1.65000000 N N N N N N BONOS Y OBL 2.4% 05/31/28/EUR/ N/A E4R46DAA3 2200000.00000000 PA 2615332.86000000 1.339076942174 Long DBT USGA ES N 2 2028-05-31 Fixed 2.40000000 N N N N N N ESAIL 2007- V/R 06/13/45 /GBP/ N/A G3299TAL7 75925.00000000 PA 102253.11000000 0.052354629103 Long ABS-CBDO CORP GB N 2 2045-06-13 Variable 4.85613000 N N N N N N JAPAN (20 Y 2.4% 03/20/45/JPY/ N/A J2S39L8A5 74000000.00000000 PA 438102.46000000 0.224312901607 Long DBT USGA JP N 2 2045-03-20 Fixed 2.40000000 N N N N N N JAPAN (20 YEA 2% 12/20/44/JPY/ N/A J2S39L6N9 180000000.00000000 PA 1002313.73000000 0.513194792599 Long DBT USGA JP N 2 2044-12-20 Fixed 2.00000000 N N N N N N BULGARIA 3.375% 07/18/35/EUR/ N/A X0R483BJ0 300000.00000000 PA 354610.90000000 0.181564376334 Long DBT USGA BG N 2 2035-07-18 Fixed 3.37500000 N N N N N N BULGARIA 4.125% 07/18/45/EUR/ N/A X0R483BH4 200000.00000000 PA 233482.74000000 0.119545530250 Long DBT USGA BG N 2 2045-07-18 Fixed 4.12500000 N N N N N N TITULOS D 12.75% 11/28/40/COP/ N/A P6S337JZ9 2176300000.00000000 PA 541978.08000000 0.277498272281 Long DBT USGA CO N 2 2040-11-28 Fixed 12.75000000 N N N N N N JAPAN (30 Y 3.2% 09/20/55/JPY/ N/A J2615UBY1 60000000.00000000 PA 373982.26000000 0.191482709068 Long DBT USGA JP N 2 2055-09-20 Fixed 3.20000000 N N N N N N NORTHERN TERR 6% 04/21/39/AUD/ 254900V4FQ2K6E3VJ628 Q69608XD6 300000.00000000 PA 218729.46000000 0.111991701301 Long DBT USGA AU N 2 2039-04-21 Fixed 6.00000000 N N N N N N REPUBLIC OF S 9% 01/31/40/ZAR/ N/A S69124WH4 2300000.00000000 PA 150620.65000000 0.077119300000 Long DBT USGA ZA N 2 2040-01-31 Fixed 9.00000000 N N N N N N JAPAN (20 Y 1.2% 09/20/35/JPY/ N/A J2S39KKT2 131000000.00000000 PA 774947.36000000 0.396780905805 Long DBT USGA JP N 2 2035-09-20 Fixed 1.20000000 N N N N N N JAPAN (20 YEA 1% 12/20/35/JPY/ N/A J2S39KLV6 200000000.00000000 PA 1154974.22000000 0.591358511362 Long DBT USGA JP N 2 2035-12-20 Fixed 1.00000000 N N N N N N REPUBLIC 8.875% 02/28/35/ZAR/ N/A S69124WF8 38400000.00000000 PA 2553908.44000000 1.307627016328 Long DBT USGA ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N JAPAN (30 Y 1.4% 09/20/45/JPY/ N/A J2S39KKP0 240000000.00000000 PA 1185691.14000000 0.607085885853 Long DBT USGA JP N 2 2045-09-20 Fixed 1.40000000 N N N N N N AUSTRALIAN 2.5% 05/21/30/AUD/ N/A Q2R04NBD5 100000.00000000 PA 66410.78000000 0.034002992724 Long DBT USGA AU N 2 2030-05-21 Fixed 2.50000000 N N N N N N JAPAN (20 Y 0.4% 03/20/36/JPY/ N/A J2S39KMW3 20000000.00000000 PA 107972.85000000 0.055283193977 Long DBT USGA JP N 2 2036-03-20 Fixed 0.40000000 N N N N N N EXPORT DEV 7.13% 03/11/29/INR/ N/A C32148PP4 27900000.00000000 PA 308864.28000000 0.158141643052 Long DBT USGA CA Y 2 2029-03-11 Fixed 7.13000000 N N N N N N CASH COLLATERAL V/R 12/31/49 N/A N/A 139000.00000000 PA USD 139000.00000000 0.071169409373 Long STIV CORP US N 2 2049-12-31 Floating 3.54000000 N N N N N N CASH COLLATERAL 0.5% 12/31/60 N/A N/A 1329000.00000000 PA USD 1329000.00000000 0.680461475236 Long STIV CORP US N 2 2060-12-31 Variable 0.50000000 N N N N N N CASH COLLATERAL BCY USD N/A N/A 1744000.00000000 PA USD 1744000.00000000 0.892945683079 Long STIV CORP US N 2 2049-12-31 Floating 3.54000000 N N N N N N CASH COLL ISDA V/R 12/31/49 N/A N/A 464000.00000000 PA USD 464000.00000000 0.237572704672 Long STIV CORP US N 2 2049-12-31 Floating 3.54000000 N N N N N N CASH COLLATERAL ISDA BRC N/A N/A -330000.00000000 PA USD -330000.00000000 -0.16896334599 Short STIV CORP US N 2 2049-12-31 Floating 3.54000000 N N N N N N CASH COLLATERAL ISDA JPM USD N/A N/A -150000.00000000 PA USD -150000.00000000 -0.07680152090 Short STIV CORP US N 2 2049-12-31 Variable 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1808579.61000000 -0.92601109819 N/A DFE N/A N 2 GOLDMAN SACHS N/A 1344000.00000000 GBP 0.00000000 N/A 2035-10-15 -14742.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 1787658.49000000 0.915299272629 N/A DFE N/A N 2 GOLDMAN SACHS N/A 0.00000000 N/A 1788000.00000000 USD 2035-10-15 -341.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 3740700.78000000 1.915276727747 N/A DFE N/A N 2 GOLDMAN SACHS N/A 0.00000000 N/A 3741496.60000000 USD 2026-09-16 -795.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -3513782.36000000 -1.79909219589 N/A DFE N/A N 2 GOLDMAN SACHS N/A 550000000.00000000 JPY 0.00000000 N/A 2026-09-16 224027.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -15982666.26000000 -8.18328717944 N/A DFE N/A N 2 GOLDMAN SACHS INTERNATIONAL N/A 2500000000.00000000 JPY 0.00000000 N/A 2026-06-17 1387491.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 17477993.21000000 8.948909739538 N/A DFE N/A N 2 GOLDMAN SACHS INTERNATIONAL N/A 0.00000000 N/A 17483740.12000000 USD 2026-06-17 -5746.91000000 N N N PROJECT 4.5426% 12/30/57 /AUD/ N/A N/A 2800000.00000000 PA 1992479.84000000 1.020169880590 Long DBT CORP AU Y 2 2057-12-30 Fixed 4.54260000 N N N N N N CFOUR 4A AR V/R 04/15/38 /EUR/ N/A G2094SAV6 500000.00000000 PA 591095.40000000 0.302646838141 Long ABS-CBDO CORP IE Y 2 2038-04-15 Variable 3.17500000 N N N N N N ICGE 2023-2 V/R 01/26/38 /EUR/ N/A G47094AR1 500000.00000000 PA 591300.99000000 0.302752102305 Long ABS-CBDO CORP IE Y 2 2038-01-26 Variable 3.32000000 N N N N N N GROSV 2024- V/R 01/15/39 /EUR/ N/A G4R829AF4 500000.00000000 PA 593251.22000000 0.303750639839 Long ABS-CBDO CORP IE Y 2 2039-01-15 Variable 3.25600000 N N N N N N PSTET 2025- V/R 07/15/35 /EUR/ N/A G6879FAA2 500000.00000000 PA 589964.01000000 0.302067554989 Long ABS-CBDO CORP IE Y 2 2035-07-15 Variable 3.04700000 N N N N N N PRVD 2A ARR V/R 10/15/38 /EUR/ N/A G7164GBM5 500000.00000000 PA 592832.64000000 0.303536322635 Long ABS-CBDO CORP IE Y 2 2038-10-15 Variable 3.17600000 N N N N N N SPAUL 11A A V/R 01/17/32 /EUR/ N/A G8524HAY1 379600.42000000 PA 448786.77000000 0.229783376659 Long ABS-CBDO CORP IE Y 2 2032-01-17 Variable 2.87600000 N N N N N N N/A N/A N/A 1.00000000 NC USD 292504.48000000 0.149765259574 N/A DCR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 CDX.NA.IG.45 2I65BYEI2 Y 2030-12-20 -13653000.00000000 USD 13959780.19000000 USD 13653000.00000000 USD -14275.71000000 N N N N/A N/A N/A 1.00000000 NC USD -31293.23000000 -0.01602245105 N/A DCR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 CDX.NA.IG.45 2I65BYEI2 Y 2035-12-20 -5633755.98000000 USD 5590000.00000000 USD 5590000.00000000 USD 12462.75000000 N N N N/A N/A N/A 1.00000000 NC USD -21338.11000000 -0.01092532867 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF KOR 2.75% 01/19/27 REPUBLIC OF KOR 2.75% 01/19/27 2.75000000 Y 2030-12-20 -600000.00000000 USD 578329.14000000 USD 600000.00000000 USD 332.75000000 N N N N/A N/A N/A 1.00000000 NC 218.99000000 0.000112125100 N/A DCR N/A N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 DEUTSCHE BANK AKTIENGESELLSCHAFT DEUTSCHE BANK AKTIENGESELLSCHAFT Y 2032-12-20 -466720.00000000 EUR 463615.18000000 EUR 472639.99889213 EUR 3323.81000000 N N N N/A N/A N/A 1.00000000 NC USD -15358.76000000 -0.00786384084 N/A DCR US N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 REPUBLIC OF IND 2.15% 07/28/31 REPUBLIC OF IND 2.15% 07/28/31 2.15000000 Y 2026-06-20 -3600000.00000000 USD 3584668.44000000 USD 3600000.00000000 USD -27.20000000 N N N N/A N/A N/A 1.00000000 NC 23830.25000000 0.012201329623 N/A DCR N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 iTRAXX Europe Crossover S44 2I667KMH8 Y 2030-12-20 -116680.00000000 EUR 139707.51000000 EUR 118159.99972303 EUR 802.74000000 N N N N/A N/A N/A 1.00000000 NC 119151.25000000 0.061006648119 N/A DCR N/A N 2 JPMORGAN CHASE BANK, N.A. N/A iTRAXX Europe Crossover S44 2I667KMH8 Y 2030-12-20 -580630.00000000 EUR 694662.44000000 EUR 590799.99861516 EUR 5118.81000000 N N N N/A N/A N/A 1.00000000 NC USD 1366.88000000 0.000699856419 N/A DCR US N 2 DEUTSCHE BANK N/A Petroleos Mexicanos Petroleos Mexicanos Y 2026-07-06 -205870.00000000 USD 205870.00000000 USD 205870.00000000 USD 1366.88000000 N N N N/A N/A N/A 1.00000000 NC -272552.91000000 -0.13954985343 N/A DIR JP N 2 BARCLAY N/A N/A N/A Y 2031-12-15 -3740692.90000000 JPY 3575839.58000000 JPY 3137907.84797157 JPY -107699.59000000 N N N N/A N/A N/A 1.00000000 NC USD 25387.07000000 0.012998437249 N/A DIR US N 2 CREDIT SUISSE N/A N/A N/A Y 2026-12-15 -996281.28000000 USD 1000000.00000000 USD 1000000.00000000 USD 21668.35000000 N N N N/A N/A N/A 1.00000000 NC 109395.02000000 0.056011359437 N/A DIR JP N 2 BARCLAYS N/A N/A N/A Y 2039-06-19 -729236.61000000 JPY 708780.01000000 JPY 512311.48538311 JPY 129851.62000000 N N N N/A N/A N/A 1.00000000 NC -36096.40000000 -0.01848172279 N/A DIR JP N 2 BARCLAYS N/A N/A N/A Y 2031-03-17 -621068.49000000 JPY 618560.59000000 JPY 448912.93906695 JPY -33588.50000000 N N N N/A N/A N/A 1.00000000 NC 1059.76000000 0.000542607865 N/A DIR CH N 2 JPMORGAN N/A N/A N/A Y 2027-02-15 -216111.08000000 CHF 216111.08000000 CHF 260162.60162602 CHF 1059.76000000 N N N N/A N/A N/A 1.00000000 NC -4185.02000000 -0.00214277267 N/A DIR N/A N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2027-04-11 -217979.99000000 EUR 217979.99000000 EUR 236319.99944607 EUR -4185.02000000 N N N N/A N/A N/A 1.00000000 NC -11082.03000000 -0.00567411172 N/A DIR N/A N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2027-04-12 -544949.98000000 EUR 544949.98000000 EUR 590799.99861516 EUR -11082.03000000 N N N N/A N/A N/A 1.00000000 NC -6651.72000000 -0.00340574808 N/A DIR N/A N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2027-05-11 -317159.99000000 EUR 317159.99000000 EUR 354479.99916910 EUR -6651.72000000 N N N N/A N/A N/A 1.00000000 NC -6977.82000000 -0.00357271459 N/A DIR N/A N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2027-05-13 -526399.98000000 EUR 526399.98000000 EUR 590799.99861516 EUR -6977.82000000 N N N N/A N/A N/A 1.00000000 NC USD 40778.58000000 0.020879046429 N/A DIR US N 2 BARCLAYS N/A N/A N/A Y 2026-11-30 -6603696.53000000 USD 6600000.00000000 USD 6600000.00000000 USD 44475.11000000 N N N N/A N/A N/A 1.00000000 NC -247766.76000000 -0.12685909332 N/A DIR N/A N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2042-09-21 -2352041.91000000 EUR 2528940.14000000 EUR 2729495.99360206 EUR -424664.99000000 N N N N/A N/A N/A 1.00000000 NC 234239.86000000 0.119933183367 N/A DIR N/A N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2027-03-19 -7577021.88000000 EUR 7624436.55000000 EUR 8330279.98047382 EUR 186825.19000000 N N N N/A N/A N/A 1.00000000 NC -1271.22000000 -0.00065087752 N/A DIR CA N 2 BARCLAYS N/A N/A N/A Y 2053-06-21 -148033.01000000 CAD 137447.36000000 CAD 146595.32360918 CAD 9314.43000000 N N N N/A N/A N/A 1.00000000 NC -26845.20000000 -0.01374501459 N/A DIR JP N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2033-09-20 -471913.80000000 JPY 467173.31000000 JPY 436105.15193237 JPY -22104.71000000 N N N N/A N/A N/A 1.00000000 NC -68987.30000000 -0.03532219708 N/A DIR CA N 2 BARCLAYS N/A N/A N/A Y 2033-12-20 -1675234.73000000 CAD 1819637.53000000 CAD 1832441.54511471 CAD -213390.10000000 N N N N/A N/A N/A 1.00000000 NC USD 61883.15000000 0.031684800256 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2038-12-20 -3149821.66000000 USD 3200000.00000000 USD 3200000.00000000 USD 11704.81000000 N N N N/A N/A N/A 1.00000000 NC USD 11392.39000000 0.005833019191 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2053-12-20 -88384.41000000 USD 100000.00000000 USD 100000.00000000 USD -223.20000000 N N N N/A N/A N/A 1.00000000 NC USD 47946.64000000 0.024549165829 N/A DIR US N 2 JP MORGAN N/A N/A N/A Y 2027-11-30 -3700000.00000000 USD 3700000.00000000 USD 3700000.00000000 USD 47946.64000000 N N N N/A N/A N/A 1.00000000 NC -27055.65000000 -0.01385276712 N/A DIR CA N 2 BANK OF AMERICA N/A N/A N/A Y 2033-12-20 -369208.40000000 CAD 366743.68000000 CAD 366488.30902294 CAD -24590.93000000 N N N N/A N/A N/A 1.00000000 NC USD 159.34000000 0.000081583695 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2026-06-20 -3610341.47000000 USD 3600000.00000000 USD 3600000.00000000 USD 10500.81000000 N N N N/A N/A N/A 1.00000000 NC -80825.64000000 -0.04138354720 N/A DIR GB N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2027-06-17 -6460424.50000000 GBP 6448539.07000000 GBP 6873015.06314239 GBP -68940.21000000 N N N N/A N/A N/A 1.00000000 NC -7808.18000000 -0.00399786733 N/A DIR CA N 2 BARCLAYS BANK N/A N/A N/A Y 2029-10-02 -296296.30000000 CAD 266399.69000000 CAD 293190.64721835 CAD 22088.43000000 N N N N/A N/A N/A 1.00000000 NC -319110.09000000 -0.16338760165 N/A DIR JP N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2044-06-19 -1535451.01000000 JPY 1442538.50000000 JPY 1472895.52047645 JPY -226197.58000000 N N N N/A N/A N/A 1.00000000 NC -36112.86000000 -0.01849015048 N/A DIR JP N 2 BARCLAYS BANK N/A N/A N/A Y 2034-09-18 -573765.83000000 JPY 570808.02000000 JPY 576350.42105600 JPY -33155.05000000 N N N N/A N/A N/A 1.00000000 NC 26553.84000000 0.013595835319 N/A DIR CA N 2 BARCLAYS BANK N/A N/A N/A Y 2026-06-19 -1832886.93000000 CAD 1829022.93000000 CAD 1832441.54511471 CAD 30417.84000000 N N N N/A N/A N/A 1.00000000 NC 46537.86000000 0.023827856185 N/A DIR CA N 2 BARCLAYS BANK N/A N/A N/A Y 2026-06-19 -3145854.48000000 CAD 3145483.22000000 CAD 3151799.45759730 CAD 46909.12000000 N N N N/A N/A N/A 1.00000000 NC -5282.11000000 -0.00270449387 N/A DIR CA N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2034-12-18 -147305.52000000 CAD 142490.74000000 CAD 146595.32360918 CAD -467.33000000 N N N N/A N/A N/A 1.00000000 NC USD -8553.15000000 -0.00437929952 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2034-08-07 -700000.00000000 USD 700000.00000000 USD 700000.00000000 USD -8553.15000000 N N N N/A N/A N/A 1.00000000 NC USD -3366.17000000 -0.00172351317 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2034-08-19 -400000.00000000 USD 400000.00000000 USD 400000.00000000 USD -3366.17000000 N N N N/A N/A N/A 1.00000000 NC USD -2969.61000000 -0.00152047043 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2034-08-22 -300000.00000000 USD 300000.00000000 USD 300000.00000000 USD -2969.61000000 N N N N/A N/A N/A 1.00000000 NC -341633.81000000 -0.17491997467 N/A DIR JP N 2 BARCLAYS BANK N/A N/A N/A Y 2035-03-19 -5115480.70000000 JPY 5050270.00000000 JPY 5123114.85383113 JPY -276423.11000000 N N N N/A N/A N/A 1.00000000 NC 12498.52000000 0.006399368967 N/A DIR CA N 2 BARCLAYS BANK N/A N/A N/A Y 2029-09-01 -721162.51000000 CAD 718174.37000000 CAD 732976.61804588 CAD 15486.66000000 N N N N/A N/A N/A 1.00000000 NC USD -25641.87000000 -0.01312889743 N/A DIR US N 2 BARCLAYS BANK N/A N/A N/A Y 2029-02-28 -1600000.00000000 USD 1600000.00000000 USD 1600000.00000000 USD -25641.87000000 N N N N/A N/A N/A 1.00000000 NC USD -17172.61000000 -0.00879255043 N/A DIR US N 2 BARCLAYS BANK N/A N/A N/A Y 2029-02-28 -1100000.00000000 USD 1100000.00000000 USD 1100000.00000000 USD -17172.61000000 N N N N/A N/A N/A 1.00000000 NC USD -8165.02000000 -0.00418057302 N/A DIR US N 2 BARCLAYS BANK N/A N/A N/A Y 2034-05-15 -300000.00000000 USD 300000.00000000 USD 300000.00000000 USD -8165.02000000 N N N N/A N/A N/A 1.00000000 NC USD -13178.67000000 -0.00674761266 N/A DIR US N 2 BARCLAYS BANK N/A N/A N/A Y 2034-05-15 -500000.00000000 USD 500000.00000000 USD 500000.00000000 USD -13178.67000000 N N N N/A N/A N/A 1.00000000 NC USD -733.36000000 -0.00037548775 N/A DIR US N 2 BARCLAYS BANK N/A N/A N/A Y 2026-08-15 -1800000.00000000 USD 1800000.00000000 USD 1800000.00000000 USD -733.36000000 N N N N/A N/A N/A 1.00000000 NC USD 1365.98000000 0.000699395610 N/A DIR US N 2 BARCLAYS BANK N/A N/A N/A Y 2026-05-15 -2500000.00000000 USD 2500000.00000000 USD 2500000.00000000 USD 1365.98000000 N N N N/A N/A N/A 1.00000000 NC -37266.83000000 -0.01908099482 N/A DIR CA N 2 BARCLAYS BANK N/A N/A N/A Y 2033-06-01 -1073413.86000000 CAD 1072103.02000000 CAD 1099464.92706883 CAD -35955.99000000 N N N N/A N/A N/A 1.00000000 NC -171444.77000000 -0.08778146058 N/A DIR JP N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2032-03-19 -5639619.90000000 JPY 5624265.49000000 JPY 5507348.46786846 JPY -156090.36000000 N N N N/A N/A N/A 1.00000000 NC -2885.12000000 -0.00147721069 N/A DIR JP N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2027-03-19 -3641108.21000000 JPY 3641735.92000000 JPY 3650219.33335468 JPY -3512.83000000 N N N N/A N/A N/A 1.00000000 NC -8410.21000000 -0.00430611279 N/A DIR AU N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2035-03-19 -649999.88000000 AUD 620411.51000000 AUD 711599.94801620 AUD 21178.16000000 N N N N/A N/A N/A 1.00000000 NC -3918.00000000 -0.00200605572 N/A DIR CA N 2 BARCLAYS BANK N/A N/A N/A Y 2033-09-01 -284323.13000000 CAD 284323.13000000 CAD 293190.64721835 CAD -3918.00000000 N N N N/A N/A N/A 1.00000000 NC -24815.30000000 -0.01270568521 N/A DIR US N 2 BARCLAYS BANK N/A N/A N/A Y 2029-10-11 -2842289.97000000 EUR 2842289.97000000 EUR 3190319.99252189 EUR -24815.30000000 N N N N/A N/A N/A 1.00000000 NC -26955.83000000 -0.01380165827 N/A DIR AU N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2035-03-19 -770159.95000000 AUD 769615.34000000 AUD 853919.93761944 AUD -26411.22000000 N N N N/A N/A N/A 1.00000000 NC USD 203326.61000000 0.104105285925 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2027-03-19 -12498186.94000000 USD 12760000.00000000 USD 12760000.00000000 USD -58486.45000000 N N N N/A N/A N/A 1.00000000 NC USD 49578.74000000 0.025384817577 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2055-03-19 -352645.09000000 USD 400000.00000000 USD 400000.00000000 USD 2223.83000000 N N N N/A N/A N/A 1.00000000 NC -6009.92000000 -0.00307713997 N/A DIR US N 2 BARCLAYS BANK N/A N/A N/A Y 2029-10-11 -1891350.00000000 EUR 1891350.00000000 EUR 2126879.99501459 EUR -6009.92000000 N N N N/A N/A N/A 1.00000000 NC -2429.74000000 -0.00124405151 N/A DIR CA N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2033-06-01 -206247.67000000 CAD 208768.26000000 CAD 219892.98541377 CAD -4950.33000000 N N N N/A N/A N/A 1.00000000 NC 5655.69000000 0.002895770625 N/A DIR SE N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2030-02-03 -399738.35000000 SEK 399738.35000000 SEK 487375.31776317 SEK 5655.69000000 N N N N/A N/A N/A 1.00000000 NC -2695.10000000 -0.00137991852 N/A DIR CA N 2 BARCLAYS BANK N/A N/A N/A Y 2034-06-01 -139703.86000000 CAD 139489.47000000 CAD 146595.32360918 CAD -2480.71000000 N N N N/A N/A N/A 1.00000000 NC -2695.11000000 -0.00137992364 N/A DIR CA N 2 BARCLAYS BANK N/A N/A N/A Y 2034-06-01 -138852.15000000 CAD 138951.62000000 CAD 146595.32360918 CAD -2794.58000000 N N N N/A N/A N/A 1.00000000 NC -3160.94000000 -0.00161843332 N/A DIR CA N 2 BARCLAYS BANK N/A N/A N/A Y 2033-06-01 -137810.18000000 CAD 138532.94000000 CAD 146595.32360918 CAD -3883.70000000 N N N N/A N/A N/A 1.00000000 NC -245393.85000000 -0.12564413934 N/A DIR JP N 2 BARCLAYS BANK N/A N/A N/A Y 2035-09-17 -4848111.87000000 JPY 4810255.65000000 JPY 4606961.03230764 JPY -207537.63000000 N N N N/A N/A N/A 1.00000000 NC -4042.66000000 -0.00206988291 N/A DIR CA N 2 BARCLAYS BANK N/A N/A N/A Y 2034-06-01 -208679.18000000 CAD 208891.83000000 CAD 219892.98541377 CAD -4255.31000000 N N N N/A N/A N/A 1.00000000 NC 189516.25000000 0.097034241577 N/A DIR GB N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2028-03-17 -13926874.41000000 GBP 13961584.10000000 GBP 15093680.13866564 GBP 154806.56000000 N N N N/A N/A N/A 1.00000000 NC USD -1732.33000000 -0.00088697052 N/A DIR US N 2 BARCLAYS BANK N/A N/A N/A Y 2054-11-15 -200000.00000000 USD 200000.00000000 USD 200000.00000000 USD -1732.33000000 N N N N/A N/A N/A 1.00000000 NC USD -3791.95000000 -0.00194151684 N/A DIR US N 2 BARCLAYS BANK N/A N/A N/A Y 2054-11-15 -400000.00000000 USD 400000.00000000 USD 400000.00000000 USD -3791.95000000 N N N N/A N/A N/A 1.00000000 NC USD -3110.13000000 -0.00159241809 N/A DIR US N 2 BARCLAYS BANK N/A N/A N/A Y 2054-11-15 -300000.00000000 USD 300000.00000000 USD 300000.00000000 USD -3110.13000000 N N N N/A N/A N/A 1.00000000 NC USD -6540.42000000 -0.00334876135 N/A DIR US N 2 BARCLAYS BANK N/A N/A N/A Y 2054-11-15 -400000.00000000 USD 400000.00000000 USD 400000.00000000 USD -6540.42000000 N N N N/A N/A N/A 1.00000000 NC USD -22201.54000000 -0.01136741358 N/A DIR US N 2 BARCLAYS BANK N/A N/A N/A Y 2054-11-15 -560000.00000000 USD 560000.00000000 USD 560000.00000000 USD -22201.54000000 N N N N/A N/A N/A 1.00000000 NC USD -23279.59000000 -0.01191938612 N/A DIR US N 2 BARCLAYS BANK N/A N/A N/A Y 2054-11-15 -640000.00000000 USD 640000.00000000 USD 640000.00000000 USD -23279.59000000 N N N N/A N/A N/A 1.00000000 NC USD -12021.16000000 -0.00615495580 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2035-03-04 -400000.00000000 USD 400000.00000000 USD 400000.00000000 USD -12021.16000000 N N N N/A N/A N/A 1.00000000 NC USD 3479.31000000 0.001781441998 N/A DIR US N 2 BARCLAYS BANK N/A N/A N/A Y 2055-02-15 -200000.00000000 USD 200000.00000000 USD 200000.00000000 USD 3479.31000000 N N N N/A N/A N/A 1.00000000 NC USD 11104.31000000 0.005685519310 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2055-03-04 -400000.00000000 USD 400000.00000000 USD 400000.00000000 USD 11104.31000000 N N N N/A N/A N/A 1.00000000 NC USD 57488.44000000 0.029434664177 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2027-09-17 -9500000.00000000 USD 9553201.67000000 USD 9500000.00000000 USD 4286.77000000 N N N N/A N/A N/A 1.00000000 NC -16174.06000000 -0.00828128271 N/A DIR AU N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2035-09-17 -1051199.90000000 AUD 1077646.34000000 AUD 1138559.91682592 AUD -42620.50000000 N N N N/A N/A N/A 1.00000000 NC USD -5985.85000000 -0.00306481589 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2035-03-12 -200000.00000000 USD 200000.00000000 USD 200000.00000000 USD -5985.85000000 N N N N/A N/A N/A 1.00000000 NC USD 16308.97000000 0.008350358002 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2027-06-18 -2183904.82000000 USD 2200000.00000000 USD 2200000.00000000 USD 213.79000000 N N N N/A N/A N/A 1.00000000 NC USD 2345.86000000 0.001201104105 N/A DIR US N 2 BARCLAYS BANK N/A N/A N/A Y 2055-02-15 -100000.00000000 USD 100000.00000000 USD 100000.00000000 USD 2345.86000000 N N N N/A N/A N/A 1.00000000 NC -5563.92000000 -0.00284878345 N/A DIR AU N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2035-06-18 -314375.00000000 AUD 317270.77000000 AUD 355799.97400810 AUD -8459.69000000 N N N N/A N/A N/A 1.00000000 NC USD -9667.43000000 -0.00494982218 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2035-03-24 -300000.00000000 USD 300000.00000000 USD 300000.00000000 USD -9667.43000000 N N N N/A N/A N/A 1.00000000 NC USD -14106.49000000 -0.00722266591 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2035-03-25 -500000.00000000 USD 500000.00000000 USD 500000.00000000 USD -14106.49000000 N N N N/A N/A N/A 1.00000000 NC USD -1104.21000000 -0.00056536671 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2055-06-25 -343719.96000000 USD 345000.00000000 USD 345000.00000000 USD -2384.25000000 N N N N/A N/A N/A 1.00000000 NC USD -3529.81000000 -0.00180729851 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2055-06-27 -405235.77000000 USD 405000.00000000 USD 405000.00000000 USD -3294.04000000 N N N N/A N/A N/A 1.00000000 NC USD -5940.20000000 -0.00304144262 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2055-06-26 -216715.12000000 USD 213000.00000000 USD 213000.00000000 USD -2225.08000000 N N N N/A N/A N/A 1.00000000 NC USD -2277.85000000 -0.00116628229 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2055-09-29 -125391.77000000 USD 124000.00000000 USD 124000.00000000 USD -886.08000000 N N N N/A N/A N/A 1.00000000 NC USD -35511.50000000 -0.01818224806 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2032-05-15 -1504426.93000000 USD 1503000.00000000 USD 1503000.00000000 USD -34084.57000000 N N N N/A N/A N/A 1.00000000 NC -79666.61000000 -0.04079011209 N/A DIR N/A N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2050-05-27 -169177.50000000 EUR 169177.50000000 EUR 177239.99958455 EUR -79666.61000000 N N N N/A N/A N/A 1.00000000 NC 12331.66000000 0.006313934955 N/A DIR JP N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2055-09-17 -120821.75000000 JPY 124821.57000000 JPY 120393.19906503 JPY 8331.84000000 N N N N/A N/A N/A 1.00000000 NC -779091.79000000 -0.39890289598 N/A DIR AU N 2 BARCLAYS BANK N/A N/A N/A Y 2031-03-18 -15515359.36000000 AUD 15161477.10000000 AUD 16936078.76278557 AUD -425209.53000000 N N N N/A N/A N/A 1.00000000 NC 45267.02000000 0.023177173219 N/A DIR GB N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2028-03-18 -14930999.94000000 GBP 14928423.42000000 GBP 14824150.13618947 GBP 47843.54000000 N N N N/A N/A N/A 1.00000000 NC 119010.92000000 0.060934797736 N/A DIR GB N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2031-03-18 -11762559.86000000 GBP 11657830.87000000 GBP 11589790.10647540 GBP 223739.91000000 N N N N/A N/A N/A 1.00000000 NC -74016.40000000 -0.03789714728 N/A DIR GB N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2036-03-18 -8181256.38000000 GBP 8168355.00000000 GBP 8220665.07552325 GBP -61115.02000000 N N N N/A N/A N/A 1.00000000 NC -17460.18000000 -0.00893978919 N/A DIR GB N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2056-03-18 -929093.54000000 GBP 940399.93000000 GBP 943355.00866660 GBP -28766.57000000 N N N N/A N/A N/A 1.00000000 NC -24754.89000000 -0.01267475467 N/A DIR AU N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2035-09-17 -653039.95000000 AUD 653790.31000000 AUD 711599.94801620 AUD -25505.25000000 N N N N/A N/A N/A 1.00000000 NC 148737.91000000 0.076155318030 N/A DIR AU N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2031-03-18 -4046865.68000000 AUD 4212679.91000000 AUD 4269599.68809720 AUD -17076.32000000 N N N N/A N/A N/A 1.00000000 NC USD -6864.05000000 -0.00351446319 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2027-06-30 -7100000.00000000 USD 7100000.00000000 USD 7100000.00000000 USD -6864.05000000 N N N N/A N/A N/A 1.00000000 NC USD -41489.66000000 -0.02124312659 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2028-03-18 -7154830.11000000 USD 7120000.00000000 USD 7120000.00000000 USD -6659.55000000 N N N N/A N/A N/A 1.00000000 NC USD -57062.63000000 -0.02921664513 N/A DIR US N 2 BARCLAYS BANK N/A N/A N/A Y 2031-03-18 -4672490.09000000 USD 4660000.00000000 USD 4660000.00000000 USD -44572.54000000 N N N N/A N/A N/A 1.00000000 NC USD -349750.17000000 -0.17907563328 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2036-03-18 -9110729.22000000 USD 8970000.00000000 USD 8970000.00000000 USD -209020.95000000 N N N N/A N/A N/A 1.00000000 NC USD -14728.85000000 -0.00754132054 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2056-03-18 -804884.26000000 USD 830000.00000000 USD 830000.00000000 USD -39844.59000000 N N N N/A N/A N/A 1.00000000 NC 15910.73000000 0.008146455084 N/A DIR N/A N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2036-03-18 -2626462.98000000 EUR 2577031.91000000 EUR 2634967.99382364 EUR 65341.80000000 N N N N/A N/A N/A 1.00000000 NC 9.89000000 0.000005063780 N/A DIR NZ N 2 BARCLAYS BANK N/A N/A N/A Y 2031-03-18 -56640.23000000 NZD 55995.00000000 NZD 59979.99343327 NZD 655.12000000 N N N N/A N/A N/A 1.00000000 NC -1213.42000000 -0.00062128334 N/A DIR GB N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2027-09-17 -4577057.30000000 GBP 4599629.85000000 GBP 4582010.04209493 GBP -23785.97000000 N N N N/A N/A N/A 1.00000000 NC 2678.04000000 0.001371183633 N/A DIR GB N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2030-09-17 -268210.00000000 GBP 267197.17000000 GBP 269530.00247617 GBP 3690.87000000 N N N N/A N/A N/A 1.00000000 NC -22193.75000000 -0.01136342503 N/A DIR GB N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2035-09-17 -1862901.95000000 GBP 1892229.96000000 GBP 1886710.01733320 GBP -51521.76000000 N N N N/A N/A N/A 1.00000000 NC -15638.72000000 -0.00800718320 N/A DIR GB N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2055-09-17 -718052.39000000 GBP 743404.99000000 GBP 741207.50680947 GBP -40991.32000000 N N N N/A N/A N/A 1.00000000 NC -1056.63000000 -0.00054100527 N/A DIR KR N 2 BARCLAYS BANK N/A N/A N/A Y 2036-03-18 -21379.81000000 KRW 21589.89000000 KRW 20595.50593006 KRW -1266.71000000 N N N N/A N/A N/A 1.00000000 NC 3343.43000000 0.001711870060 N/A DIR IN N 2 BARCLAYS BANK N/A N/A N/A Y 2031-03-18 -314384.77000000 INR 314349.20000000 INR 304668.35865827 INR 3379.00000000 N N N N/A N/A N/A 1.00000000 NC 2030.95000000 0.001039866992 N/A DIR SG N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2031-03-18 -566709.96000000 SGD 567326.62000000 SGD 581050.63441243 SGD 1414.29000000 N N N N/A N/A N/A 1.00000000 NC -17932.79000000 -0.00918177030 N/A DIR JP N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2036-03-18 -449914.84000000 JPY 435476.32000000 JPY 448272.54971022 JPY -3494.27000000 N N N N/A N/A N/A 1.00000000 NC -13558.08000000 -0.00694187443 N/A DIR JP N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2035-12-17 -395556.58000000 JPY 395188.13000000 JPY 384233.61403733 JPY -13189.63000000 N N N N/A N/A N/A 1.00000000 NC USD -2325.63000000 -0.00119074614 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2030-12-17 -102018.81000000 USD 100000.00000000 USD 100000.00000000 USD -306.82000000 N N N N/A N/A N/A 1.00000000 NC USD -152540.05000000 -0.07810205226 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2035-12-17 -8215001.58000000 USD 8160000.00000000 USD 8160000.00000000 USD -97538.47000000 N N N N/A N/A N/A 1.00000000 NC USD 34832.02000000 0.017834347415 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2055-12-17 -1223493.21000000 USD 1300000.00000000 USD 1300000.00000000 USD -41674.77000000 N N N N/A N/A N/A 1.00000000 NC 50248.72000000 0.025727854130 N/A DIR N/A N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2055-09-19 -6438058.54000000 EUR 6515819.95000000 EUR 6498799.98476681 EUR -27512.69000000 N N N N/A N/A N/A 1.00000000 NC 17637.11000000 0.009030379149 N/A DIR NZ N 2 BARCLAYS BANK N/A N/A N/A Y 2028-03-12 -1894552.11000000 NZD 1895684.81000000 NZD 1979339.78329792 NZD 16504.41000000 N N N N/A N/A N/A 1.00000000 NC USD -20164.70000000 -0.01032453085 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2030-05-31 -5160322.99000000 USD 5161700.00000000 USD 5161700.00000000 USD -21541.71000000 N N N N/A N/A N/A 1.00000000 NC USD -2210.74000000 -0.00113192129 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2035-08-15 -199600.31000000 USD 200000.00000000 USD 200000.00000000 USD -2610.43000000 N N N N/A N/A N/A 1.00000000 NC USD -3171.24000000 -0.00162370703 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2035-08-15 -200175.94000000 USD 200000.00000000 USD 200000.00000000 USD -2995.30000000 N N N N/A N/A N/A 1.00000000 NC USD -50768.78000000 -0.02599413012 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2030-05-31 -7036170.52000000 USD 7043100.00000000 USD 7043100.00000000 USD -57698.26000000 N N N N/A N/A N/A 1.00000000 NC USD -4810.05000000 -0.00246279437 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2035-08-15 -281253.40000000 USD 282000.00000000 USD 282000.00000000 USD -5556.65000000 N N N N/A N/A N/A 1.00000000 NC -56612.28000000 -0.02898606137 N/A DIR CN N 2 BANK OF AMERICA N/A N/A N/A Y 2032-03-17 -9624846.47000000 CNY 9539957.76000000 CNY 9769327.22871891 CNY 28276.43000000 N N N N/A N/A N/A 1.00000000 NC -53823.91000000 -0.02755838766 N/A DIR CN N 2 BNP N/A N/A N/A Y 2032-03-17 -9147173.28000000 CNY 9066665.12000000 CNY 9288151.40999096 CNY 26684.25000000 N N N N/A N/A N/A 1.00000000 NC -7604.64000000 -0.00389365278 N/A DIR CN N 2 STANDARD CHARTERED N/A N/A N/A Y 2032-03-17 -1290618.64000000 CNY 1279242.33000000 CNY 1312297.68743985 CNY 3771.67000000 N N N N/A N/A N/A 1.00000000 NC USD -10357.56000000 -0.00530317573 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2052-11-15 -200000.00000000 USD 200000.00000000 USD 200000.00000000 USD -10357.56000000 N N N N/A N/A N/A 1.00000000 NC USD -5296.65000000 -0.00271193850 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2052-11-15 -100000.00000000 USD 100000.00000000 USD 100000.00000000 USD -5296.65000000 N N N N/A N/A N/A 1.00000000 NC USD -5212.08000000 -0.00266863780 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2052-11-15 -100000.00000000 USD 100000.00000000 USD 100000.00000000 USD -5212.08000000 N N N N/A N/A N/A 1.00000000 NC USD -5220.40000000 -0.00267289773 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2052-11-15 -100000.00000000 USD 100000.00000000 USD 100000.00000000 USD -5220.40000000 N N N N/A N/A N/A 1.00000000 NC USD -10253.02000000 -0.00524965019 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2052-11-15 -200000.00000000 USD 200000.00000000 USD 200000.00000000 USD -10253.02000000 N N N N/A N/A N/A 1.00000000 NC USD -5166.63000000 -0.00264536694 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2052-11-15 -100000.00000000 USD 100000.00000000 USD 100000.00000000 USD -5166.63000000 N N N N/A N/A N/A 1.00000000 NC USD -16532.70000000 -0.00846491003 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2052-11-15 -300000.00000000 USD 300000.00000000 USD 300000.00000000 USD -16532.70000000 N N N N/A N/A N/A 1.00000000 NC USD -27802.55000000 -0.01423518750 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2052-11-15 -500000.00000000 USD 500000.00000000 USD 500000.00000000 USD -27802.55000000 N N N N/A N/A N/A 1.00000000 NC USD -5315.79000000 -0.00272173837 N/A DIR US N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2052-11-15 -100000.00000000 USD 100000.00000000 USD 100000.00000000 USD -5315.79000000 N N N N/A N/A N/A 1.00000000 NC -6312.58000000 -0.00323210496 N/A DIR N/A N 2 BARCLAYS BANK N/A N/A N/A Y 2028-12-15 -4743764.91000000 EUR 4741199.97000000 EUR 4726399.98892132 EUR -3747.64000000 N N N N/A N/A N/A 1.00000000 NC 6079.65000000 0.003112842443 N/A DIR GB N 2 BARCLAYS BANK N/A N/A N/A Y 2028-12-15 -4622669.97000000 EUR 4624967.74000000 EUR 4608239.98919829 EUR 3781.88000000 N N N N/A N/A N/A 1.00000000 NC -22076.34000000 -0.01130330992 N/A DIR SG N 2 BARCLAYS BANK N/A N/A N/A Y 2031-09-16 -5954778.39000000 SGD 5958090.19000000 SGD 5956757.18407842 SGD -25388.14000000 N N N N/A N/A N/A 1.00000000 NC 62136.56000000 0.031814548746 N/A DIR N/A N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2031-09-16 -16519419.98000000 EUR 16532843.06000000 EUR 16542399.96122461 EUR 48713.48000000 N N N N/A N/A N/A 1.00000000 NC 1062.25000000 0.000543882770 N/A DIR N/A N 2 BARCLAYS BANK N/A N/A N/A Y 2056-09-16 -3750662.99000000 EUR 3723897.41000000 EUR 3757487.99119245 EUR 27827.83000000 N N N N/A N/A N/A 1.00000000 NC -4859.39000000 -0.00248805695 N/A DIR N/A N 2 BARCLAYS CAPITAL AC28XWWI3WIBK2824319 N/A N/A Y 2028-09-16 -4368604.51000000 EUR 4369699.97000000 EUR 4371919.98975222 EUR -5954.85000000 N N N N/A N/A N/A 1.00000000 NC USD -111011.47000000 -0.05683899822 N/A DE US N 2 BNP N/A iBoxx US Dollar Liquid Investment Grade Index GB00B4K4X773 Y 2026-03-20 -7800000.00000000 USD 7872996.69000000 USD 7800000.00000000 USD -184008.16000000 N N N 2026-03-30 Morgan Stanley Pathway Funds James F. Kirchner James F. Kirchner Chief Financial Officer