NPORT-P false 0000892538 XXXXXXXX S000072729 C000229214 C000229215 SUNAMERICA SERIES TRUST 811-07238 0000892538 549300YDIAXUNCUXFM44 21650 Oxnard Street, 10th Floor Woodland Hills 91367 800-445-7862 SA Wellington Strategic Multi-Asset Portfolio S000072729 549300RL7KOTSEEMNY12 2025-12-31 2025-06-30 N 172221247.80 1430625.67 170790622.13 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 236076.72000000 AUD CAD EUR GBP JPY USD N 65%ACWI,35%WGBI($Hdg) 65% MXWD, 35% SBWGU QUEENSLAND TREASURY CORP 98INKCEEHOU5YJS0HQ88 000000000 100000.00000000 PA 117787.56000000 0.068966058282 Long DBT NUSS AU N 2 2035-05-21 Fixed 3.25000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -501.72000000 -0.00029376320 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 540000.00000000 MXN 28276.03000000 USD 2025-07-02 -501.72000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 448.15000000 0.000262397311 N/A DFE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 28023.08000000 USD 4100000.00000000 JPY 2025-07-02 448.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -188.68000000 -0.00011047444 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 4200000.00000000 JPY 29088.08000000 USD 2025-08-05 -188.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 196.96000000 0.000115322491 N/A DFE CZ N 2 Citibank NA E57ODZWZ7FF32TWEFA76 23171.09000000 USD 490000.00000000 CZK 2025-08-05 196.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 534.01000000 0.000312669392 N/A DFE PL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 29959.71000000 USD 110000.00000000 PLN 2025-08-05 534.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -403.97000000 -0.00023652938 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 45000.00000000 AUD 29212.79000000 USD 2025-07-02 -403.97000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -478.69000000 -0.00028027885 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 250000.00000000 CZK 11431.57000000 USD 2025-07-02 -478.69000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 521.63000000 0.000305420750 N/A DFE KR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 28501.78000000 USD 39170000.00000000 KRW 2025-07-02 521.63000000 N N N UNITED KINGDOM I/L GILT ECTRVYYCEF89VWYS6K36 000000000 456596.28000000 PA 606408.81000000 0.355059781642 Long DBT NUSS GB N 2 2035-09-22 Fixed 1.13000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 307.90000000 0.000180279219 N/A DFE AU N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 12855.10000000 USD 20000.00000000 AUD 2025-07-02 307.90000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 72.90000000 0.000042683842 N/A DFE CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 11556.92000000 USD 15810.00000000 CAD 2025-08-05 72.90000000 N N N French Republic Government Bonds OAT 969500KCGF3SUYJHPV70 000000000 377000.00000000 PA 383692.32000000 0.224656550350 Long DBT NUSS FR N 2 2055-05-25 Fixed 3.25000000 N N N N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -273.01000000 -0.00015985069 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 10000.00000000 CHF 12330.18000000 USD 2025-07-02 -273.01000000 N N N Italy Buoni Poliennali Del Tesoro 815600DE60799F5A9309 000000000 96000.00000000 PA 114476.59000000 0.067027444816 Long DBT NUSS IT N 2 2046-04-30 Fixed 4.10000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -246.72000000 -0.00014445758 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 12000.00000000 EUR 13888.69000000 USD 2025-07-02 -246.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 1004.22000000 0.000587983103 N/A DFE MX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 28306.45000000 USD 550000.00000000 MXN 2025-07-02 1004.22000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 6643.87000000 0.003890067216 N/A DFE CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 1058162.45000000 USD 1450000.00000000 CAD 2025-07-02 6643.87000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -965.87000000 -0.00056552870 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 25000.00000000 CHF 30542.10000000 USD 2025-07-02 -965.87000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 734.45000000 0.000430029465 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 57114.89000000 USD 49000.00000000 EUR 2025-08-05 734.45000000 N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 17220000.00000000 PA 50572.07000000 0.029610566065 Long DBT NUSS HU N 2 2035-10-24 Fixed 7.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -177.10000000 -0.00010369421 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 10000.00000000 GBP 13549.40000000 USD 2025-07-02 -177.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -5010.12000000 -0.00293348659 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 497000.00000000 PLN 132878.82000000 USD 2025-07-02 -5010.12000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 270.49000000 0.000158375206 N/A DFE CN N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 124899.77000000 USD 896000.00000000 CNY 2025-07-02 270.49000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 1932.17000000 0.001131309187 N/A DFE CH N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 54782.18000000 USD 45000.00000000 CHF 2025-07-02 1932.17000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 1393500.00000000 PA 67697.76000000 0.039637867205 Long DBT NUSS MX N 2 2034-11-23 Fixed 7.75000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 194.14000000 0.000113671346 N/A DFE CN N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 103322.78000000 USD 741000.00000000 CNY 2025-07-02 194.14000000 N N N Australia Government Bonds 213800J6B7JSBDETCB42 000000000 468000.00000000 PA 167190.16000000 0.097891885347 Long DBT NUSS AU N 2 2051-06-21 Fixed 1.75000000 N N N N N N Galderma Group AG 89450001OK6O8ELQ4584 000000000 6870.00000000 NS 1000861.77000000 0.586016818439 Long EC CORP CH N 2 N N N ITOCHU Corp J48DJYXDTLHM30UMYI18 000000000 25900.00000000 NS 1361169.97000000 0.796981680272 Long EC CORP JP N 2 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -250.96000000 -0.00014694015 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 11000.00000000 GBP 14848.19000000 USD 2025-07-02 -250.96000000 N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EWX3 50000.00000000 PA USD 50225.90000000 0.029407879293 Long DBT CORP US N 2 2026-06-08 Fixed 4.75000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 261.49000000 0.000153105596 N/A DFE SE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 14536.26000000 USD 140000.00000000 SEK 2025-07-02 261.49000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -156.29000000 -0.00009150970 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 39100000.00000000 KRW 28815.26000000 USD 2025-07-02 -156.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -68.50000000 -0.00004010758 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 140000.00000000 SEK 14729.25000000 USD 2025-07-02 -68.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -101.30000000 -0.00005931239 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 28572.53000000 USD 4100000.00000000 JPY 2025-07-02 -101.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -221.06000000 -0.00012943333 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 20000.00000000 AUD 12941.94000000 USD 2025-07-02 -221.06000000 N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 163000.00000000 PA 81732.74000000 0.047855519805 Long DBT NUSS NZ N 2 2037-04-15 Fixed 2.75000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -8933.06000000 -0.00523041598 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 10317000.00000000 MXN 538943.74000000 USD 2025-08-05 -8933.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -76.77000000 -0.00004494977 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 300000.00000000 ZAR 16826.24000000 USD 2025-08-05 -76.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -22.54000000 -0.00001319744 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 25000.00000000 NZD 15216.21000000 USD 2025-07-02 -22.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 907.28000000 0.000531223546 N/A DFE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 30600.69000000 USD 25000.00000000 CHF 2025-07-02 907.28000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 227.89000000 0.000133432384 N/A DFE CN N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 103555.36000000 USD 741000.00000000 CNY 2025-08-05 227.89000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -529.20000000 -0.00030985307 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 65000.00000000 PLN 17504.56000000 USD 2025-07-02 -529.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -393.80000000 -0.00023057472 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1233000.00000000 CNY 171855.00000000 USD 2025-07-02 -393.80000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZU1 25000.00000000 PA USD 25033.21000000 0.014657250900 Long DBT CORP US N 2 2028-08-23 Fixed 4.48000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2503.58000000 -0.00146587673 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 487000.00000000 PLN 132500.42000000 USD 2025-08-05 -2503.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 121.75000000 0.000071286115 N/A DFE CN N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 55341.36000000 USD 396000.00000000 CNY 2025-08-05 121.75000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -124.66000000 -0.00007298995 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 70000.00000000 BRL 12759.33000000 USD 2025-07-02 -124.66000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -118.12000000 -0.00006916070 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 372000.00000000 MXN 19636.67000000 USD 2025-08-05 -118.12000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 389.44000000 0.000228021887 N/A DFE AU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 29245.95000000 USD 45000.00000000 AUD 2025-08-05 389.44000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -318.56000000 -0.00018652077 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 44420000.00000000 KRW 32594.90000000 USD 2025-07-02 -318.56000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -179.97000000 -0.00010537463 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 12000.00000000 EUR 13987.21000000 USD 2025-08-05 -179.97000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 256.85000000 0.000150388819 N/A DFE SG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 47050.08000000 USD 60000.00000000 SGD 2025-08-05 256.85000000 N N N Chipotle Mexican Grill Inc N/A 169656105 21906.00000000 NS USD 1230021.90000000 0.720192879831 Long EC CORP US N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -468.66000000 -0.00027440616 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 12000.00000000 EUR 13666.75000000 USD 2025-07-02 -468.66000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 381.77000000 0.000223531008 N/A DFE CH N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 12221.42000000 USD 10000.00000000 CHF 2025-07-02 381.77000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810TA6 1733000.00000000 PA USD 1150549.53000000 0.673660834330 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -151.68000000 -0.00008881049 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 495000.00000000 CNY 69177.21000000 USD 2025-08-05 -151.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -94.34000000 -0.00005523722 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 12000.00000000 EUR 14072.84000000 USD 2025-08-05 -94.34000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1970.90000000 0.001153986076 N/A DFE BR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 40362.21000000 USD 230000.00000000 BRL 2025-07-02 1970.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -835.60000000 -0.00048925402 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 410000.00000000 SEK 42500.66000000 USD 2025-07-02 -835.60000000 N N N Republic of Austria Government Bonds 529900QWWUI4XRVR7I03 000000000 111000.00000000 PA 130471.66000000 0.076392754106 Long DBT NUSS AT N 2 2035-02-20 Fixed 2.95000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -661.04000000 -0.00038704701 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 25000.00000000 CHF 30846.93000000 USD 2025-07-02 -661.04000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 62.31000000 0.000036483267 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4733.98000000 USD 90000.00000000 MXN 2025-07-02 62.31000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -144.24000000 -0.00008445428 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 20000.00000000 AUD 13027.04000000 USD 2025-08-05 -144.24000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -976.39000000 -0.00057168829 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 25000.00000000 EUR 28472.38000000 USD 2025-07-02 -976.39000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -411.62000000 -0.00024100854 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 10000.00000000 CHF 12191.57000000 USD 2025-07-02 -411.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -311.57000000 -0.00018242804 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 4200000.00000000 JPY 28854.08000000 USD 2025-07-02 -311.57000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CGJ4 2486000.00000000 PA USD 2457061.42000000 1.438639539663 Long DBT UST US N 2 2030-01-31 Fixed 3.50000000 N N N N N N Spain Government Bonds 9598007A56S18711AH60 000000000 142000.00000000 PA 163840.06000000 0.095930360787 Long DBT NUSS ES N 2 2041-01-31 Fixed 3.50000000 N N N N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 000000000 42142.00000000 NS 1091024.16000000 0.638808001512 Long EC CORP GB N 2 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 901.45000000 0.000527810010 N/A DFE AU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 28715.31000000 USD 45000.00000000 AUD 2025-07-02 901.45000000 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 1775.00000000 NS 1421149.01000000 0.832100142429 Long EC CORP NL N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 229.93000000 0.000134626829 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13905.48000000 USD 12000.00000000 EUR 2025-07-02 229.93000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -188.71000000 -0.00011049201 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 38660000.00000000 KRW 28456.81000000 USD 2025-07-02 -188.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -88.71000000 -0.00005194079 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13977.12000000 USD 2000000.00000000 JPY 2025-07-02 -88.71000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797QC4 849000.00000000 PA USD 846259.61000000 0.495495361189 Long STIV UST US N 2 2025-07-29 None 0.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -468.86000000 -0.00027452326 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 21000.00000000 GBP 28356.78000000 USD 2025-07-02 -468.86000000 N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CE6 150000.00000000 PA USD 150001.37000000 0.087827638385 Long DBT CORP US N 2 2026-02-27 Fixed 5.00000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -344.70000000 -0.00020182606 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 12000.00000000 EUR 13790.71000000 USD 2025-07-02 -344.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -368.72000000 -0.00021589007 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 12000.00000000 EUR 13766.69000000 USD 2025-07-02 -368.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -26.53000000 -0.00001553363 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 370000.00000000 THB 11355.02000000 USD 2025-07-02 -26.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -10344.04000000 -0.00605656204 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1265000.00000000 AUD 822739.68000000 USD 2025-08-05 -10344.04000000 N N N British American Tobacco PLC 213800FKA5MF17RJKT63 000000000 22313.00000000 NS 1055903.15000000 0.618244220222 Long EC CORP GB N 2 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -166.12000000 -0.00009726529 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 20000.00000000 AUD 13005.16000000 USD 2025-08-05 -166.12000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -169.24000000 -0.00009909209 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 20000.00000000 AUD 13002.04000000 USD 2025-08-05 -169.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -421.03000000 -0.00024651821 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 40000.00000000 PLN 10676.67000000 USD 2025-07-02 -421.03000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 100.37000000 0.000058767863 N/A DFE CA N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 11509.69000000 USD 15810.00000000 CAD 2025-07-02 100.37000000 N N N Italy Buoni Poliennali Del Tesoro 815600DE60799F5A9309 000000000 304000.00000000 PA 362649.13000000 0.212335505004 Long DBT NUSS IT N 2 2031-11-15 Fixed 3.15000000 N N N N N N Denmark Government Bonds 549300PTO6LS1PTM6607 000000000 532000.00000000 PA 101174.23000000 0.059238750194 Long DBT NUSS DK N 2 2039-11-15 Fixed 4.50000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -6.76000000 -0.00000395806 N/A DFE JP N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 29283.52000000 USD 4200000.00000000 JPY 2025-08-05 -6.76000000 N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 27190.00000000 NS USD 2178462.80000000 1.275516637173 Long EC CORP US N 1 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 236.52000000 0.000138485355 N/A DFE NZ N 2 Bank of America NA B4TYDEB6GKMZO031MB27 30240.97000000 USD 50000.00000000 NZD 2025-07-02 236.52000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 240.02000000 0.000140534648 N/A DFE AU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 12922.98000000 USD 20000.00000000 AUD 2025-07-02 240.02000000 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 000000000 1.00000000 NC 3520.18000000 0.002061108482 N/A DFE XX N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 160214.96000000 USD 139000.00000000 EUR 2025-07-02 3520.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 442.97000000 0.000259364357 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14870.39000000 USD 13000.00000000 EUR 2025-07-02 442.97000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810QA9 260000.00000000 PA USD 234761.72000000 0.137455860908 Long DBT UST US N 2 2039-02-15 Fixed 3.50000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -195.55000000 -0.00011449691 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 25000.00000000 NZD 15043.20000000 USD 2025-07-02 -195.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -55.68000000 -0.00003260132 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4800000.00000000 HUF 14067.88000000 USD 2025-08-05 -55.68000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -537.85000000 -0.00031491775 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 80000.00000000 BRL 14186.71000000 USD 2025-07-02 -537.85000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -698.08000000 -0.00040873438 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 23000.00000000 EUR 26394.78000000 USD 2025-07-02 -698.08000000 N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 2294.10000000 0.001343223633 N/A DFE GB N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 158305.91000000 USD 117000.00000000 GBP 2025-07-02 2294.10000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -84.43000000 -0.00004943479 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 560000.00000000 THB 17184.45000000 USD 2025-08-05 -84.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 765.24000000 0.000448057387 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 28683.53000000 USD 25000.00000000 EUR 2025-07-02 765.24000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -1.00000000 NC -226.30000000 -0.00013250142 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Euro-BTP Italian Bond Futures IKU5 Comdty 2025-09-08 -120807.89000000 EUR -226.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 377.71000000 0.000221153828 N/A DFE CN N 2 UBS AG BFM8T61CT2L1QCEMIK50 172314.26000000 USD 1233000.00000000 CNY 2025-08-05 377.71000000 N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 000000000 1.00000000 NC -2439.04000000 -0.00142808777 N/A DFE US N 2 Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 150000000.00000000 JPY 1043042.18000000 USD 2025-08-04 -2439.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 23640.65000000 0.013841889973 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 3354061.51000000 USD 486406000.00000000 JPY 2025-07-02 23640.65000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 640000.00000000 PA USD 640000.00000000 0.374727834595 Long RA CORP US N 2 Repurchase N 4.39000000 2025-07-01 774015.23050000 USD 654423.73000000 USD UST N N N ROYAL BANK OF SCOTLAND REPO ROYAL BANK OF SCOTLAND REPO 549300WHU4EIHRP28H10 000000000 615000.00000000 PA USD 615000.00000000 0.360090028556 Long RA CORP US N 2 Repurchase N 4.38000000 2025-07-01 616281.25000000 USD 628726.19000000 USD UST N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -776.02000000 -0.00045436920 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 46000.00000000 EUR 53531.52000000 USD 2025-08-05 -776.02000000 N N N Unilever PLC 549300MKFYEKVRWML317 000000000 25137.00000000 NS 1531073.33000000 0.896462177434 Long EC CORP GB N 2 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 371.43000000 0.000217476811 N/A DFE CH N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 12231.76000000 USD 10000.00000000 CHF 2025-07-02 371.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1029.09000000 -0.00060254479 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 25000.00000000 CHF 30478.88000000 USD 2025-07-02 -1029.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 518.39000000 0.000303523690 N/A DFE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 28930.38000000 USD 25000.00000000 EUR 2025-07-02 518.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1058.01000000 -0.00061947780 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 110000.00000000 AUD 71338.51000000 USD 2025-07-02 -1058.01000000 N N N Italy Buoni Poliennali Del Tesoro 815600DE60799F5A9309 000000000 1009000.00000000 PA 1203363.94000000 0.704584317916 Long DBT NUSS IT N 2 2026-08-28 Fixed 3.10000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 58.81000000 0.000034433974 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 28412.42000000 USD 4100000.00000000 JPY 2025-07-02 58.81000000 N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 000000000 1.00000000 NC -226.32000000 -0.00013251313 N/A DFE US N 2 Bank of Montreal NQQ6HPCNCCU6TUTQYE16 270000.00000000 MXN 14162.55000000 USD 2025-07-02 -226.32000000 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGH1 105000.00000000 PA USD 99486.40000000 0.058250505068 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -260.58000000 -0.00015257277 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 10000.00000000 CHF 12342.61000000 USD 2025-07-02 -260.58000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -303.67000000 -0.00017780250 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 270000.00000000 MXN 14085.20000000 USD 2025-07-02 -303.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -301.08000000 -0.00017628602 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 410000.00000000 SEK 43035.18000000 USD 2025-07-02 -301.08000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -403.50000000 -0.00023625418 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 136000.00000000 SEK 13971.45000000 USD 2025-07-02 -403.50000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 2288.12000000 0.001339722270 N/A DFE PL N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 58749.24000000 USD 220000.00000000 PLN 2025-07-02 2288.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 8025.07000000 0.004698776724 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 727586.35000000 USD 1206811.00000000 NZD 2025-07-02 8025.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 59.77000000 0.000034996066 N/A DFE TH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 16858.75000000 USD 550000.00000000 THB 2025-07-02 59.77000000 N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 000000000 1.00000000 NC -835.94000000 -0.00048945310 N/A DFE US N 2 Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 25000.00000000 EUR 28612.83000000 USD 2025-07-02 -835.94000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -393.87000000 -0.00023061570 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 540000.00000000 MXN 28383.88000000 USD 2025-07-02 -393.87000000 N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 615000.00000000 PA USD 615000.00000000 0.360090028556 Long RA CORP US N 2 Repurchase N 4.38000000 2025-07-01 625890.62500000 USD 627521.26000000 USD UST N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -240.87000000 -0.00014103233 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 10000.00000000 CHF 12416.26000000 USD 2025-08-05 -240.87000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -283.96000000 -0.00016626205 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 10000.00000000 CHF 12319.23000000 USD 2025-07-02 -283.96000000 N N N Sempra PBBKGKLRK5S5C0Y4T545 81686MUA8 500000.00000000 PA USD 499361.90000000 0.292382505416 Long STIV CORP US N 2 2025-07-10 None 0.00000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -161.82000000 -0.00009474759 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 2100000.00000000 JPY 14421.01000000 USD 2025-07-02 -161.82000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2.45000000 -0.00000143450 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 550000.00000000 CLP 587.92000000 USD 2025-07-02 -2.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 203.74000000 0.000119292264 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13963.44000000 USD 12000.00000000 EUR 2025-08-05 203.74000000 N N N Kingdom of Belgium Government Bonds 549300SZ25JZFHRHWD76 000000000 223000.00000000 PA 263629.70000000 0.154358416587 Long DBT NUSS BE N 2 2030-10-22 Fixed 2.60000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -62.30000000 -0.00003647741 N/A DFE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 13950.71000000 USD 2000000.00000000 JPY 2025-07-02 -62.30000000 N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353T100 16650.00000000 NS USD 1553445.00000000 0.909561064083 Long EC CORP US N 1 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 243.65000000 0.000142660057 N/A DFE GB N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 14855.50000000 USD 11000.00000000 GBP 2025-07-02 243.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -257.93000000 -0.00015102117 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 346000.00000000 MXN 18181.14000000 USD 2025-07-02 -257.93000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -139.09000000 -0.00008143889 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 19750000.00000000 KRW 14494.88000000 USD 2025-07-02 -139.09000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -27.92000000 -0.00001634750 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 107000.00000000 CNY 14919.87000000 USD 2025-07-02 -27.92000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -329.84000000 -0.00019312535 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 45000.00000000 NZD 27099.90000000 USD 2025-07-02 -329.84000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CKT7 1883000.00000000 PA USD 1934341.16000000 1.132580428524 Long DBT UST US N 2 2029-05-31 Fixed 4.50000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -79.77000000 -0.00004670631 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 140000.00000000 SEK 14750.57000000 USD 2025-08-05 -79.77000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -3352.80000000 -0.00196310544 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 129000.00000000 CHF 159924.19000000 USD 2025-08-05 -3352.80000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 36.85000000 0.000021576126 N/A DFE CN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 19521.00000000 USD 140000.00000000 CNY 2025-07-02 36.85000000 N N N Sony Group Corp 529900R5WX9N2OI2N910 000000000 58100.00000000 NS 1514638.84000000 0.886839582355 Long EC CORP JP N 2 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -365.57000000 -0.00021404571 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 12000.00000000 EUR 13769.84000000 USD 2025-07-02 -365.57000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 77000.00000000 PA 18477.07000000 0.010818550673 Long DBT NUSS MY N 2 2032-07-15 Fixed 3.58000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 3685900.00000000 PA 162708.39000000 0.095267754148 Long DBT NUSS MX N 2 2042-11-13 Fixed 7.75000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 716.85000000 0.000419724450 N/A DFE CH N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 30791.12000000 USD 25000.00000000 CHF 2025-07-02 716.85000000 N N N Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 000000000 -4.00000000 NC -999.97000000 -0.00058549467 N/A DIR SG N 1 Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 Short SGX Mini Japan Government 10 Year Bond Futures BJU5 Comdty 2025-09-11 -55496000.00000000 JPY -999.97000000 N N N CANADA GOVERNMENT 4BFD7AQU0A75QLAHK410 135087Q56 225000.00000000 PA USD 225070.52000000 0.131781544673 Long DBT NUSS CA N 2 2028-04-26 Fixed 3.75000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -372.57000000 -0.00021814429 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 10000.00000000 CHF 12230.62000000 USD 2025-07-02 -372.57000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -183.61000000 -0.00010750590 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 100000.00000000 ILS 29510.73000000 USD 2025-08-05 -183.61000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -253.64000000 -0.00014850932 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 19000.00000000 GBP 25826.70000000 USD 2025-07-02 -253.64000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -262.09000000 -0.00015345690 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 896000.00000000 CNY 125230.21000000 USD 2025-08-05 -262.09000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -125.49000000 -0.00007347593 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 70300000.00000000 COP 17082.76000000 USD 2025-07-02 -125.49000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -44.49000000 -0.00002604943 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 140000.00000000 CNY 19513.36000000 USD 2025-07-02 -44.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -274.86000000 -0.00016093389 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 12000.00000000 EUR 13860.55000000 USD 2025-07-02 -274.86000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CCS8 853000.00000000 PA USD 729714.84000000 0.427256971664 Long DBT UST US N 2 2031-08-15 Fixed 1.25000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -702.98000000 -0.00041160339 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 80000.00000000 BRL 14021.58000000 USD 2025-07-02 -702.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -460.54000000 -0.00026965180 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 91000.00000000 PLN 24766.08000000 USD 2025-08-05 -460.54000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CFV8 812000.00000000 PA USD 817614.22000000 0.478723134679 Long DBT UST US N 2 2032-11-15 Fixed 4.13000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 311.05000000 0.000182123582 N/A DFE CN N 2 UBS AG BFM8T61CT2L1QCEMIK50 171937.75000000 USD 1233000.00000000 CNY 2025-07-02 311.05000000 N N N Mitsui Fudosan Co Ltd 353800ND4ZKNZDYKMF33 000000000 130700.00000000 NS 1262621.62000000 0.739280414962 Long EC CORP JP N 2 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 521.67000000 0.000305444171 N/A DFE CZ N 2 Citibank NA E57ODZWZ7FF32TWEFA76 22822.45000000 USD 490000.00000000 CZK 2025-07-02 521.67000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -291.06000000 -0.00017041919 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 10000.00000000 CHF 12312.13000000 USD 2025-07-02 -291.06000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -190.80000000 -0.00011171573 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 10000.00000000 CHF 12466.33000000 USD 2025-08-05 -190.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -482.19000000 -0.00028232814 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 370000.00000000 CZK 17145.00000000 USD 2025-07-02 -482.19000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 491.73000000 0.000287913934 N/A DFE CZ N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 17135.46000000 USD 370000.00000000 CZK 2025-07-02 491.73000000 N N N Ireland Government Bonds 549300KXBEJAOJ9OVF93 000000000 191000.00000000 PA 200352.10000000 0.117308607171 Long DBT NUSS IE N 2 2030-10-18 Fixed 0.20000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1020.43000000 -0.00059747425 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2113000.00000000 TWD 71312.86000000 USD 2025-07-02 -1020.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 438.89000000 0.000256975467 N/A DFE CZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 23048.15000000 USD 493000.00000000 CZK 2025-07-02 438.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -91.81000000 -0.00005375587 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1110000.00000000 THB 34052.84000000 USD 2025-07-02 -91.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -339.13000000 -0.00019856476 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 12000.00000000 EUR 13796.28000000 USD 2025-07-02 -339.13000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 812.73000000 0.000475863364 N/A DFE GB N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 45857.36000000 USD 34000.00000000 GBP 2025-07-02 812.73000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 187.68000000 0.000109888937 N/A DFE SE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 13553.08000000 USD 130000.00000000 SEK 2025-07-02 187.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -73.42000000 -0.00004298830 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 40000.00000000 CAD 29300.55000000 USD 2025-07-02 -73.42000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 313.57000000 0.000183599073 N/A DFE KR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 28213.40000000 USD 38500000.00000000 KRW 2025-07-02 313.57000000 N N N US Foods Holding Corp 549300UGOZSO64CFPR97 912008109 20465.00000000 NS USD 1576009.65000000 0.922772942884 Long EC CORP US N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 229.03000000 0.000134099868 N/A DFE TH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 81595.09000000 USD 2660000.00000000 THB 2025-07-02 229.03000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -7018.42000000 -0.00410937082 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 171000.00000000 CHF 208496.11000000 USD 2025-07-02 -7018.42000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -277.08000000 -0.00016223373 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 38840000.00000000 KRW 28501.82000000 USD 2025-07-02 -277.08000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 266.82000000 0.000156226376 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4100000.00000000 JPY 28738.05000000 USD 2025-07-02 266.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 322.64000000 0.000188909669 N/A DFE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 14776.51000000 USD 11000.00000000 GBP 2025-07-02 322.64000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -173.05000000 -0.00010132289 N/A DFE JP N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 28644.28000000 USD 4100000.00000000 JPY 2025-07-02 -173.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 227.19000000 0.000133022526 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13939.99000000 USD 12000.00000000 EUR 2025-08-05 227.19000000 N N N United States Treasury 254900HROIFWPRGM1V77 9128286T2 807000.00000000 PA USD 767658.75000000 0.449473595462 Long DBT UST US N 2 2029-05-15 Fixed 2.38000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -168.76000000 -0.00009881104 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14751.59000000 USD 2100000.00000000 JPY 2025-07-02 -168.76000000 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 000000000 1.00000000 NC 143.20000000 0.000083845352 N/A DFE CN N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 65684.23000000 USD 470000.00000000 CNY 2025-08-05 143.20000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -299.12000000 -0.00017513842 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 25000.00000000 NZD 14939.63000000 USD 2025-07-02 -299.12000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 436.05000000 0.000255312612 N/A DFE CH N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 12167.14000000 USD 10000.00000000 CHF 2025-07-02 436.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -447.34000000 -0.00026192304 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 550000.00000000 ZAR 30619.52000000 USD 2025-07-02 -447.34000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -314.33000000 -0.00018404406 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 138000.00000000 SEK 14272.02000000 USD 2025-07-02 -314.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -2754.05000000 -0.00161252998 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 42532000.00000000 HUF 122392.48000000 USD 2025-08-05 -2754.05000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 61.67000000 0.000036108539 N/A DFE JP N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 28409.56000000 USD 4100000.00000000 JPY 2025-07-02 61.67000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 377.29000000 0.000220907913 N/A DFE CH N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 12225.90000000 USD 10000.00000000 CHF 2025-07-02 377.29000000 N N N Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 000000000 1.00000000 NC 4.97000000 0.000002909995 N/A DFE US N 2 Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 2100000.00000000 JPY 14587.80000000 USD 2025-07-02 4.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -875.10000000 -0.00051238176 N/A DFE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 43536.37000000 USD 430000.00000000 NOK 2025-07-02 -875.10000000 N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560105 8361.00000000 NS USD 1288513.71000000 0.754440550617 Long EC CORP US N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 240.98000000 0.000141096739 N/A DFE AU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 12922.02000000 USD 20000.00000000 AUD 2025-07-02 240.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -31.16000000 -0.00001824456 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 97000.00000000 CNY 13519.64000000 USD 2025-07-02 -31.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 352.19000000 0.000206211556 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 290000.00000000 NOK 29123.74000000 USD 2025-07-02 352.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 42.12000000 0.000024661775 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2000000.00000000 JPY 13930.53000000 USD 2025-07-02 42.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -188.66000000 -0.00011046273 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 4200000.00000000 JPY 29088.10000000 USD 2025-08-05 -188.66000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 4.84000000 0.000002833879 N/A DFE CL N 2 Bank of America NA B4TYDEB6GKMZO031MB27 585.54000000 USD 550000.00000000 CLP 2025-08-05 4.84000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 723.36000000 0.000423536135 N/A DFE CZ N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 28337.68000000 USD 610000.00000000 CZK 2025-07-02 723.36000000 N N N Orange SA 969500MCOONR8990S771 000000000 79267.00000000 NS 1210051.94000000 0.708500223788 Long EC CORP FR N 2 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -848.71000000 -0.00049693009 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 25000.00000000 EUR 28600.06000000 USD 2025-07-02 -848.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 488.84000000 0.000286221804 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 29127.92000000 USD 45000.00000000 AUD 2025-07-02 488.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -23.01000000 -0.00001347263 N/A DFE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 15124.48000000 USD 11000.00000000 GBP 2025-08-05 -23.01000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 13.00000000 NC -7091.26000000 -0.00415201953 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 5 Year Euro BOBL Futures OEU5 Comdty 2025-09-08 1535860.00000000 EUR -7091.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 24705.00000000 NS 1415603.41000000 0.828853125742 Long EC CORP FR N 2 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -110.55000000 -0.00006472837 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 10000.00000000 CHF 12546.58000000 USD 2025-08-05 -110.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -26.32000000 -0.00001541068 N/A DFE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 84869.42000000 USD 855000.00000000 NOK 2025-08-05 -26.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 222.62000000 0.000130346735 N/A DFE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14464.36000000 USD 20000.00000000 CAD 2025-07-02 222.62000000 N N N French Republic Government Bonds OAT 969500KCGF3SUYJHPV70 000000000 608000.00000000 PA 704302.59000000 0.412377788204 Long DBT NUSS FR N 2 2034-11-25 Fixed 3.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1036.33000000 -0.00060678390 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 77850000.00000000 KRW 56647.43000000 USD 2025-07-02 -1036.33000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CLY5 1181000.00000000 PA USD 1187089.53000000 0.695055451637 Long DBT UST US N 2 2026-11-30 Fixed 4.25000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -150.52000000 -0.00008813130 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 140000.00000000 SEK 14647.23000000 USD 2025-07-02 -150.52000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -421.00000000 -0.00024650065 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 140000.00000000 SEK 14376.75000000 USD 2025-07-02 -421.00000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 75.12000000 0.000043983679 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2000000.00000000 JPY 13963.53000000 USD 2025-07-02 75.12000000 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEP3 40000.00000000 PA USD 41057.00000000 0.024039376101 Long DBT CORP US N 2 2028-02-15 Fixed 5.25000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -418.25000000 -0.00024489049 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 376000.00000000 MXN 19619.59000000 USD 2025-07-02 -418.25000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 255.66000000 0.000149692059 N/A DFE AU N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 12907.34000000 USD 20000.00000000 AUD 2025-07-02 255.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -155.28000000 -0.00009091834 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 40000.00000000 CAD 29268.69000000 USD 2025-08-05 -155.28000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 371.84000000 0.000217716871 N/A DFE JP N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 14210.99000000 USD 2100000.00000000 JPY 2025-07-02 371.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -78.94000000 -0.00004622033 N/A DFE TH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 22842.04000000 USD 740000.00000000 THB 2025-07-02 -78.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -991.95000000 -0.00058079886 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 50000.00000000 ILS 13852.33000000 USD 2025-07-02 -991.95000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -283.11000000 -0.00016576437 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 11000.00000000 GBP 14816.04000000 USD 2025-07-02 -283.11000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1171.70000000 0.000686044693 N/A DFE XX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 53014.03000000 USD 46000.00000000 EUR 2025-07-02 1171.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -316.78000000 -0.00018547856 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 12000.00000000 EUR 13818.63000000 USD 2025-07-02 -316.78000000 N N N Spain Government Bonds 9598007A56S18711AH60 000000000 220000.00000000 PA 171632.92000000 0.100493175713 Long DBT NUSS ES N 2 2052-10-31 Fixed 1.90000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 214.55000000 0.000125621651 N/A DFE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 29420.84000000 USD 45000.00000000 AUD 2025-08-05 214.55000000 N N N Renault SA 969500F7JLTX36OUI695 000000000 14657.00000000 NS 676415.76000000 0.396049707861 Long EC CORP FR N 2 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -14119.60000000 -0.00826719864 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 9705000.00000000 MXN 503080.43000000 USD 2025-07-02 -14119.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -196.79000000 -0.00011522295 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 10000.00000000 GBP 13529.71000000 USD 2025-07-02 -196.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 369.11000000 0.000216118423 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 29145.86000000 USD 25000.00000000 EUR 2025-08-05 369.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -105.35000000 -0.00006168371 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 20000.00000000 AUD 13057.65000000 USD 2025-07-02 -105.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -175.85000000 -0.00010296232 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 4100000.00000000 JPY 28295.38000000 USD 2025-07-02 -175.85000000 N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 223000.00000000 PA 64465.38000000 0.037745269146 Long DBT NUSS PL N 2 2033-10-25 Fixed 6.00000000 N N N N N N Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 000000000 1.00000000 NC -211.98000000 -0.00012411688 N/A DFE US N 2 Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 12000.00000000 EUR 13923.43000000 USD 2025-07-02 -211.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 56.48000000 0.000033069731 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13831.93000000 USD 2000000.00000000 JPY 2025-07-02 56.48000000 N N N Kingdom of Belgium Government Bonds 549300SZ25JZFHRHWD76 000000000 174000.00000000 PA 204192.95000000 0.119557471864 Long DBT NUSS BE N 2 2035-06-22 Fixed 3.10000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 486.52000000 0.000284863415 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13648.89000000 USD 12000.00000000 EUR 2025-07-02 486.52000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CMP3 1500000.00000000 PA USD 1507792.97000000 0.882831241666 Long DBT UST US N 2 2027-02-28 Fixed 4.13000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 8807.99000000 0.005157185968 N/A DFE MX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 541006.82000000 USD 10317000.00000000 MXN 2025-07-02 8807.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 504.84000000 0.000295590000 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14808.52000000 USD 13000.00000000 EUR 2025-07-02 504.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 689.33000000 0.000403611153 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 28927.43000000 USD 45000.00000000 AUD 2025-07-02 689.33000000 N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 6129.00000000 NS USD 2176101.45000000 1.274134037841 Long EC CORP US N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -45.74000000 -0.00002678132 N/A DFE TH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14195.78000000 USD 460000.00000000 THB 2025-07-02 -45.74000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810QS0 348000.00000000 PA USD 311772.66000000 0.182546709012 Long DBT UST US N 2 2041-08-15 Fixed 3.75000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 34816.97000000 0.020385762148 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1176116.30000000 USD 1028000.00000000 EUR 2025-07-02 34816.97000000 N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 000000000 1.00000000 NC -681.34000000 -0.00039893291 N/A DFE US N 2 Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 23000.00000000 CHF 28305.99000000 USD 2025-07-02 -681.34000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC 6008.01000000 0.003517763402 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 500506000.00000000 JPY 3481623.44000000 USD 2025-07-02 6008.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 424.46000000 0.000248526526 N/A DFE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 12178.73000000 USD 10000.00000000 CHF 2025-07-02 424.46000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 3.00000000 NC -795.12000000 -0.00046555249 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex Short-term Euro-BTP Futures BTSU5 Comdty 2025-09-08 324510.00000000 EUR -795.12000000 N N N Ireland Government Bonds 549300KXBEJAOJ9OVF93 000000000 44000.00000000 PA 48204.90000000 0.028224559052 Long DBT NUSS IE N 2 2055-10-18 Fixed 3.15000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137107 13993.00000000 NS USD 1502988.13000000 0.880017949027 Long EC CORP US N 1 N N N Norway Government Bonds 549300L0BT3FJTN9MX24 000000000 165000.00000000 PA 16084.32000000 0.009417566257 Long DBT NUSS NO N 2 2039-05-31 Fixed 3.63000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -808.04000000 -0.00047311731 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 85000.00000000 PLN 22774.58000000 USD 2025-07-02 -808.04000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 89.49000000 0.000052397490 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 14077.69000000 USD 12000.00000000 EUR 2025-08-05 89.49000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -689.60000000 -0.00040376924 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 915000.00000000 SEK 96024.24000000 USD 2025-07-02 -689.60000000 N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752103 2471.00000000 NS USD 961120.16000000 0.562747619285 Long EC CORP US N 1 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -4.80000000 -0.00000281045 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 550000.00000000 CLP 585.57000000 USD 2025-07-02 -4.80000000 N N N JAPAN TREASURY DISC BILL 353800WZS8AXZXFUC241 000000000 100000000.00000000 PA 693779.31000000 0.406216278942 Long STIV NUSS JP N 2 2025-09-16 None 0.00000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 204.41000000 0.000119684557 N/A DFE TW N 2 Bank of America NA B4TYDEB6GKMZO031MB27 14173.24000000 USD 420000.00000000 TWD 2025-07-02 204.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -150.62000000 -0.00008818985 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 140000.00000000 SEK 14647.13000000 USD 2025-07-02 -150.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 655000.00000000 PA USD 655000.00000000 0.383510518218 Long RA CORP US N 2 Repurchase N 4.39000000 2025-07-01 673881.70970000 USD 663892.16000000 USD UST N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 34.07000000 0.000019948402 N/A DFE CN N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 14913.72000000 USD 107000.00000000 CNY 2025-07-02 34.07000000 N N N Kingdom of Belgium Government Bonds 549300SZ25JZFHRHWD76 000000000 123000.00000000 PA 140557.23000000 0.082297978804 Long DBT NUSS BE N 2 2043-06-22 Fixed 3.45000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -45.87000000 -0.00002685744 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13934.28000000 USD 2000000.00000000 JPY 2025-07-02 -45.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 10.26000000 0.000006007355 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4200000.00000000 JPY 29287.02000000 USD 2025-08-05 10.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -447.10000000 -0.00026178252 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 83000.00000000 SGD 64994.15000000 USD 2025-08-05 -447.10000000 N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 000000000 1.00000000 NC 195.97000000 0.000114742833 N/A DFE NZ N 2 Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 15042.78000000 USD 25000.00000000 NZD 2025-07-02 195.97000000 N N N Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 000000000 1.00000000 NC 320.52000000 0.000187668383 N/A DFE CN N 2 Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 143290.00000000 USD 1028000.00000000 CNY 2025-07-02 320.52000000 N N N Canada Government Bonds 4BFD7AQU0A75QLAHK410 135087S47 648000.00000000 PA 474211.80000000 0.277656813990 Long DBT NUSS CA N 2 2030-03-01 Fixed 2.75000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 209943.53000000 0.122924506850 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 14264714.04000000 USD 12288000.00000000 EUR 2025-07-02 209943.53000000 N N N VERALTO CORP 635400FJE6GSOJUSNY27 92338CAB9 80000.00000000 PA USD 80953.24000000 0.047399113013 Long DBT CORP US N 2 2026-09-18 Fixed 5.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -2.24000000 -0.00000131154 N/A DFE CL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1182.97000000 USD 1100000.00000000 CLP 2025-07-02 -2.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 136.00000000 0.000079629664 N/A DFE SG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 11661.09000000 USD 15000.00000000 SGD 2025-07-02 136.00000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -33.24000000 -0.00001946242 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 107000.00000000 CNY 14953.01000000 USD 2025-08-05 -33.24000000 N N N Bundesobligation 529900AQBND3S6YJLY83 000000000 405000.00000000 PA 484734.15000000 0.283817778725 Long DBT NUSS DE N 2 2029-10-11 Fixed 2.50000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 468.93000000 0.000274564255 N/A DFE CH N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 12134.26000000 USD 10000.00000000 CHF 2025-07-02 468.93000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -36.64000000 -0.00002145316 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2100000.00000000 JPY 14601.74000000 USD 2025-08-05 -36.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 77.41000000 0.000045324502 N/A DFE ZA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 16868.15000000 USD 300000.00000000 ZAR 2025-07-02 77.41000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -182.93000000 -0.00010710775 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 25000.00000000 NZD 15072.40000000 USD 2025-08-05 -182.93000000 N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 178000.00000000 PA 71182.86000000 0.041678435918 Long DBT NUSS NZ N 2 2051-05-15 Fixed 2.75000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 67.61000000 0.000039586482 N/A DFE KR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4407.79000000 USD 6040000.00000000 KRW 2025-07-02 67.61000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CNE7 1114000.00000000 PA USD 1116610.94000000 0.653789374424 Long DBT UST US N 2 2027-05-31 Fixed 3.88000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -260.15000000 -0.00015232100 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 25000.00000000 NZD 14978.60000000 USD 2025-07-02 -260.15000000 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 12222.00000000 NS USD 6079345.02000000 3.559530929849 Long EC CORP US N 1 N N N Netherlands Government Bonds 254900G14ALGVKORFN62 000000000 250000.00000000 PA 297618.07000000 0.174259023293 Long DBT NUSS NL N 2 2030-01-15 Fixed 2.50000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -146.80000000 -0.00008595319 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 10000.00000000 GBP 13579.70000000 USD 2025-07-02 -146.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 159.54000000 0.000093412623 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13003.46000000 USD 20000.00000000 AUD 2025-07-02 159.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 103.76000000 0.000060752750 N/A DFE MX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 17420.65000000 USD 330000.00000000 MXN 2025-08-05 103.76000000 N N N Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 000000000 1.00000000 NC -280.32000000 -0.00016413079 N/A DFE US N 2 Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 1028000.00000000 CNY 143330.20000000 USD 2025-07-02 -280.32000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 7.00000000 NC USD 2001.27000000 0.001171768083 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUU5 Comdty 2025-09-30 1454162.80000000 USD 2001.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -934.16000000 -0.00054696211 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 508000.00000000 MXN 26138.24000000 USD 2025-07-02 -934.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 62.47000000 0.000036576949 N/A DFE CN N 2 Citibank NA E57ODZWZ7FF32TWEFA76 33744.68000000 USD 242000.00000000 CNY 2025-07-02 62.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 159.98000000 0.000093670248 N/A DFE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 14478.40000000 USD 2100000.00000000 JPY 2025-08-05 159.98000000 N N N Targa Resources Corp 5493003QENHHS261UR94 87612G101 8597.00000000 NS USD 1496565.76000000 0.876257572772 Long EC CORP US N 1 N N N Portugal Obrigacoes do Tesouro OT 549300P6U1FJ3IMP7K42 000000000 28000.00000000 PA 31713.45000000 0.018568613196 Long DBT NUSS PT N 2 2054-06-12 Fixed 3.63000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 2077900.00000000 PA 101071.79000000 0.059178770320 Long DBT NUSS MX N 2 2033-05-26 Fixed 7.50000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 55.46000000 0.000032472508 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4100000.00000000 JPY 28526.69000000 USD 2025-07-02 55.46000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 3.00000000 NC 1510.97000000 0.000884691431 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 10 Year Australian Bond Futures XMU5 Comdty 2025-09-15 341562.00000000 AUD 1510.97000000 N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 6794.00000000 NS USD 1501609.88000000 0.879210966780 Long EC US N 1 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 32.40000000 0.000018970596 N/A DFE CN N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 16871.17000000 USD 121000.00000000 CNY 2025-07-02 32.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 11969.17000000 0.007008095556 N/A DFE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 281340.54000000 USD 249000.00000000 EUR 2025-07-02 11969.17000000 N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 000000000 1.00000000 NC -4592.20000000 -0.00268878931 N/A DFE US N 2 Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 192000.00000000 GBP 258956.54000000 USD 2025-07-02 -4592.20000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 106.80000000 0.000062532707 N/A DFE JP N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 14128.82000000 USD 2050000.00000000 JPY 2025-07-02 106.80000000 N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 483000.00000000 PA 601298.60000000 0.352067691130 Long DBT NUSS GB N 2 2038-01-29 Fixed 3.75000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 458.79000000 0.000268627161 N/A DFE MX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 28318.96000000 USD 540000.00000000 MXN 2025-07-02 458.79000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -384.68000000 -0.00022523484 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 11000.00000000 GBP 14714.47000000 USD 2025-07-02 -384.68000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC 89.27000000 0.000052268677 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 140000.00000000 NOK 13978.99000000 USD 2025-07-02 89.27000000 N N N Accor SA 969500QZC2Q0TK11NV07 000000000 24647.00000000 NS 1289411.65000000 0.754966305479 Long EC CORP FR N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2821.04000000 -0.00165175345 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5151000.00000000 NOK 508221.28000000 USD 2025-07-02 -2821.04000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -248.23000000 -0.00014534170 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 10000.00000000 CHF 12354.96000000 USD 2025-07-02 -248.23000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810SX7 227000.00000000 PA USD 143941.05000000 0.084279246837 Long DBT UST US N 2 2051-05-15 Fixed 2.38000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 364.89000000 0.000213647561 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14217.94000000 USD 2100000.00000000 JPY 2025-07-02 364.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 8082.48000000 0.004732390982 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 81250000.00000000 JPY 573053.29000000 USD 2025-07-14 8082.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -189.76000000 -0.00011110680 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 369000.00000000 MXN 19475.03000000 USD 2025-07-02 -189.76000000 N N N Rheinmetall AG 5299001OU9CSE29O6S05 000000000 384.00000000 NS 812435.26000000 0.475690790201 Long EC CORP DE N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 499.19000000 0.000292281855 N/A DFE CZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14269.54000000 USD 310000.00000000 CZK 2025-07-02 499.19000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -6380.14000000 -0.00373565007 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 44032000.00000000 HUF 123410.25000000 USD 2025-07-02 -6380.14000000 N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 38782.00000000 NS USD 6127168.18000000 3.587531975459 Long EC CORP US N 1 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 199.00000000 0.000116516936 N/A DFE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 28578.19000000 USD 290000.00000000 NOK 2025-08-05 199.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -391.95000000 -0.00022949152 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 310000.00000000 CZK 14376.78000000 USD 2025-07-02 -391.95000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 185.42000000 0.000108565679 N/A DFE CN N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 149280.77000000 USD 1071000.00000000 CNY 2025-07-02 185.42000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810QT8 251000.00000000 PA USD 205849.41000000 0.120527349471 Long DBT UST US N 2 2041-11-15 Fixed 3.13000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 277.23000000 0.000162321558 N/A DFE XX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 13858.18000000 USD 12000.00000000 EUR 2025-07-02 277.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 74.46000000 0.000043597241 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14508.37000000 USD 2100000.00000000 JPY 2025-07-02 74.46000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -195.30000000 -0.00011435054 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 20000.00000000 AUD 12967.70000000 USD 2025-07-02 -195.30000000 N N N Italy Buoni Poliennali Del Tesoro 815600DE60799F5A9309 000000000 138000.00000000 PA 163051.53000000 0.095468666819 Long DBT NUSS IT N 2 2054-10-01 Fixed 4.30000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 2355.01000000 0.001378887183 N/A DFE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 187311.48000000 USD 288000.00000000 AUD 2025-08-05 2355.01000000 N N N Sumitomo Mitsui Trust Group Inc 353800P843RLCDBLNT17 000000000 44000.00000000 NS 1166371.40000000 0.682924732900 Long EC CORP JP N 2 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 144000.00000000 PA 36624.32000000 0.021443987698 Long DBT NUSS MY N 2 2053-03-31 Fixed 4.46000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -71.63000000 -0.00004194024 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 560000.00000000 THB 17154.50000000 USD 2025-07-02 -71.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -508.11000000 -0.00029750462 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 75000.00000000 PLN 20300.08000000 USD 2025-07-02 -508.11000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 266.18000000 0.000155851648 N/A DFE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 29350.58000000 USD 45000.00000000 AUD 2025-07-02 266.18000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 263.74000000 0.000154422998 N/A DFE AU N 2 Bank of America NA B4TYDEB6GKMZO031MB27 12899.26000000 USD 20000.00000000 AUD 2025-07-02 263.74000000 N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AB8 75000.00000000 PA USD 75082.14000000 0.043961512092 Long DBT CORP SG N 2 2026-05-19 Fixed 4.45000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 53.34000000 0.000031231222 N/A DFE CN N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 24316.82000000 USD 174000.00000000 CNY 2025-08-05 53.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -126.15000000 -0.00007386236 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 396000.00000000 CNY 55194.63000000 USD 2025-07-02 -126.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -55816.10000000 -0.03268100982 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2868000.00000000 GBP 3880943.18000000 USD 2025-07-02 -55816.10000000 N N N Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 000000000 1.00000000 NC -229.87000000 -0.00013459169 N/A DFE US N 2 Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 12000.00000000 EUR 13905.54000000 USD 2025-07-02 -229.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 456.82000000 0.000267473702 N/A DFE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 12146.37000000 USD 10000.00000000 CHF 2025-07-02 456.82000000 N N N Netherlands Government Bonds 254900G14ALGVKORFN62 000000000 418000.00000000 PA 339693.32000000 0.198894597234 Long DBT NUSS NL N 2 2038-01-15 None 0.00000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 24764.00000000 NS USD 4392885.96000000 2.572088505337 Long EC CORP US N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -908.59000000 -0.00053199056 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 25000.00000000 EUR 28540.18000000 USD 2025-07-02 -908.59000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 570.05000000 0.000333771253 N/A DFE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 28878.72000000 USD 25000.00000000 EUR 2025-07-02 570.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -2347.26000000 -0.00137434946 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 288000.00000000 AUD 187200.00000000 USD 2025-07-02 -2347.26000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1016.62000000 -0.00059524345 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 25000.00000000 CHF 30491.35000000 USD 2025-07-02 -1016.62000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 312.17000000 0.000182779356 N/A DFE KR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 28466.73000000 USD 38840000.00000000 KRW 2025-07-02 312.17000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 57.95000000 0.000033930434 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 11624.99000000 USD 220000.00000000 MXN 2025-08-05 57.95000000 N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WFG3 125000.00000000 PA USD 127860.12000000 0.074863665466 Long DBT CORP US N 2 2029-06-06 Fixed 5.00000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 875.78000000 0.000512779910 N/A DFE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 60893.46000000 USD 45000.00000000 GBP 2025-07-02 875.78000000 N N N Australia Government Bonds 213800J6B7JSBDETCB42 000000000 34000.00000000 PA 19814.70000000 0.011601749412 Long DBT NUSS AU N 2 2035-06-21 Fixed 2.75000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 52.80000000 0.000030915046 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 290000.00000000 NOK 28829.99000000 USD 2025-08-05 52.80000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 143.38000000 0.000083950745 N/A DFE SE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 14686.96000000 USD 140000.00000000 SEK 2025-08-05 143.38000000 N N N adidas AG 549300JSX0Z4CW0V5023 000000000 4642.00000000 NS 1082047.02000000 0.633551776148 Long EC CORP DE N 2 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -838.42000000 -0.00049090517 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 23000.00000000 CHF 28148.91000000 USD 2025-07-02 -838.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 208.23000000 0.000121921214 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 9659.77000000 USD 16189.00000000 NZD 2025-07-02 208.23000000 N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 000000000 1.00000000 NC -399.27000000 -0.00023377747 N/A DFE US N 2 Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 12000.00000000 EUR 13736.14000000 USD 2025-07-02 -399.27000000 N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 447000.00000000 PA 525233.89000000 0.307530872274 Long DBT NUSS ES N 2 2035-10-31 Fixed 3.20000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDW9 15000.00000000 PA USD 14733.76000000 0.008626796844 Long DBT CORP US N 2 2026-01-15 Fixed 1.25000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -22.55000000 -0.00001320330 N/A DFE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 13910.96000000 USD 2000000.00000000 JPY 2025-07-02 -22.55000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 179.77000000 0.000105257535 N/A DFE SG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 15549.68000000 USD 20000.00000000 SGD 2025-07-02 179.77000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 372.43000000 0.000218062324 N/A DFE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 14726.72000000 USD 11000.00000000 GBP 2025-07-02 372.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 292.13000000 0.000171045691 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13843.28000000 USD 12000.00000000 EUR 2025-07-02 292.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 367.71000000 0.000215298706 N/A DFE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 14215.12000000 USD 2100000.00000000 JPY 2025-07-02 367.71000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -92.21000000 -0.00005399008 N/A DFE CO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 24178.86000000 USD 98400000.00000000 COP 2025-07-02 -92.21000000 N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 000000000 1.00000000 NC 3433.94000000 0.002010613906 N/A DFE US N 2 Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 100000000.00000000 JPY 703780.78000000 USD 2025-09-16 3433.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 11516.59000000 0.006743104425 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 284149.02000000 USD 251000.00000000 EUR 2025-07-02 11516.59000000 N N N French Republic Government Bonds OAT 969500KCGF3SUYJHPV70 000000000 628000.00000000 PA 750196.23000000 0.439249076233 Long DBT NUSS FR N 2 2029-02-25 Fixed 2.75000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 121.44000000 0.000071104606 N/A DFE BR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 12663.01000000 USD 70000.00000000 BRL 2025-08-04 121.44000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 8.51000000 0.000004982709 N/A DFE ID N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2763.28000000 USD 45000000.00000000 IDR 2025-07-02 8.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -8012.19000000 -0.00469123532 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1206811.00000000 NZD 728399.74000000 USD 2025-08-05 -8012.19000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -284.95000000 -0.00016684171 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 45000.00000000 NZD 27144.79000000 USD 2025-07-02 -284.95000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -125.48000000 -0.00007347007 N/A DFE NO N 2 Bank of America NA B4TYDEB6GKMZO031MB27 86737.78000000 USD 873000.00000000 NOK 2025-07-02 -125.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 28.62000000 0.000016757360 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 855000.00000000 NOK 84855.10000000 USD 2025-07-02 28.62000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CCW9 465000.00000000 PA USD 448161.91000000 0.262404284503 Long DBT UST US N 2 2026-08-31 Fixed 0.75000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 45.02000000 0.000026359761 N/A DFE MX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2716.40000000 USD 52000.00000000 MXN 2025-08-05 45.02000000 N N N Linde PLC 5299003QR1WT0EF88V51 000000000 3198.00000000 NS 1499318.28000000 0.877869206927 Long EC CORP IE N 2 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -287.31000000 -0.00016822352 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 30000.00000000 SGD 23306.87000000 USD 2025-07-02 -287.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 332.08000000 0.000194436905 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 17437.98000000 USD 27000.00000000 AUD 2025-07-02 332.08000000 N N N Spain Government Bonds 9598007A56S18711AH60 000000000 534000.00000000 PA 635719.02000000 0.372221268399 Long DBT NUSS ES N 2 2030-01-31 Fixed 2.70000000 N N N N N N Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 000000000 1.00000000 NC 703.99000000 0.000412194762 N/A DFE AU N 2 Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 36810.57000000 USD 57000.00000000 AUD 2025-07-02 703.99000000 N N N Shopify Inc 549300HGQ43STJLLP808 82509L107 9251.00000000 NS 1066981.50000000 0.624730729763 Long EC CORP CA N 1 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 179.19000000 0.000104917938 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 47000.00000000 GBP 64703.65000000 USD 2025-08-05 179.19000000 N N N KT Corp 9884005ACF8449EANY26 48268K101 55812.00000000 NS USD 1159773.36000000 0.679061499709 Long EC CORP KR N 1 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -210.88000000 -0.00012347282 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 4100000.00000000 JPY 28368.81000000 USD 2025-08-05 -210.88000000 N N N Japan Government Thirty Year Bonds 353800WZS8AXZXFUC241 000000000 224850000.00000000 PA 1621252.74000000 0.949263325925 Long DBT NUSS JP N 2 2040-03-20 Fixed 2.30000000 N N N N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 485000.00000000 PA 256702.88000000 0.150302678682 Long DBT NUSS NZ N 2 2032-05-15 Fixed 2.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 812.44000000 0.000475693565 N/A DFE BR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 13912.12000000 USD 80000.00000000 BRL 2025-07-02 812.44000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -974.85000000 -0.00057078660 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 25000.00000000 EUR 28473.92000000 USD 2025-07-02 -974.85000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 17.74000000 0.000010386987 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4200000.00000000 JPY 29294.50000000 USD 2025-08-05 17.74000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -124.30000000 -0.00007277917 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 495000.00000000 CNY 69026.68000000 USD 2025-07-02 -124.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2404.38000000 -0.00140779392 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2675000.00000000 SEK 280961.01000000 USD 2025-08-05 -2404.38000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 424.91000000 0.000248790006 N/A DFE CH N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 12178.28000000 USD 10000.00000000 CHF 2025-07-02 424.91000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -204.49000000 -0.00011973139 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 10000.00000000 GBP 13522.01000000 USD 2025-07-02 -204.49000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 236.55000000 0.000138502920 N/A DFE NZ N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 27193.19000000 USD 45000.00000000 NZD 2025-07-02 236.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -10571.71000000 -0.00618986561 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 220000.00000000 EUR 248577.43000000 USD 2025-07-02 -10571.71000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 192000.00000000 PA 45962.61000000 0.026911670808 Long DBT NUSS MY N 2 2027-05-31 Fixed 3.50000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 358.82000000 0.000210093502 N/A DFE MX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 14030.05000000 USD 270000.00000000 MXN 2025-07-02 358.82000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 321.42000000 0.000188195344 N/A DFE AU N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 12841.58000000 USD 20000.00000000 AUD 2025-07-02 321.42000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 92.76000000 0.000054312115 N/A DFE AU N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 13078.52000000 USD 20000.00000000 AUD 2025-08-05 92.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 389.30000000 0.000227939915 N/A DFE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 29246.09000000 USD 45000.00000000 AUD 2025-08-05 389.30000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 519.24000000 0.000304021376 N/A DFE GB N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 28306.40000000 USD 21000.00000000 GBP 2025-07-02 519.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -446.97000000 -0.00026170640 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 11000.00000000 CHF 13416.54000000 USD 2025-07-02 -446.97000000 N N N Keyence Corp 529900M7PQBS7A89DZ11 000000000 2530.00000000 NS 1015892.79000000 0.594817664653 Long EC CORP JP N 2 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 2.47000000 0.000001446215 N/A DFE CL N 2 Bank of America NA B4TYDEB6GKMZO031MB27 587.91000000 USD 550000.00000000 CLP 2025-08-05 2.47000000 N N N Canada Government Bonds 4BFD7AQU0A75QLAHK410 135087M68 180000.00000000 PA 89409.80000000 0.052350532415 Long DBT NUSS CA N 2 2053-12-01 Fixed 1.75000000 N N N N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 615000.00000000 PA USD 615000.00000000 0.360090028556 Long RA CORP US N 2 Repurchase N 4.39000000 2025-07-01 616985.93750000 USD 627661.64000000 USD UST N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 8.39000000 0.000004912447 N/A DFE CL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1172.34000000 USD 1100000.00000000 CLP 2025-07-02 8.39000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 478.69000000 0.000280278854 N/A DFE NZ N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 23293.75000000 USD 39000.00000000 NZD 2025-07-02 478.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -439.73000000 -0.00025746729 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 493000.00000000 CZK 23071.39000000 USD 2025-08-05 -439.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 826.24000000 0.000483773634 N/A DFE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 20599.18000000 USD 17000.00000000 CHF 2025-07-02 826.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -386.10000000 -0.00022606627 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 12000.00000000 EUR 13749.31000000 USD 2025-07-02 -386.10000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -843.70000000 -0.00049399667 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 25000.00000000 CHF 30664.27000000 USD 2025-07-02 -843.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -616.38000000 -0.00036089803 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 4200000.00000000 JPY 28549.27000000 USD 2025-07-02 -616.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1.77000000 -0.00000103635 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2000000.00000000 JPY 13886.64000000 USD 2025-07-02 -1.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 970.64000000 0.000568321602 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 28478.13000000 USD 25000.00000000 EUR 2025-07-02 970.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -47.50000000 -0.00002781183 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 370000.00000000 THB 11334.05000000 USD 2025-07-02 -47.50000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 239.79000000 0.000140399980 N/A DFE KR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 32657.44000000 USD 44420000.00000000 KRW 2025-08-05 239.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 127.02000000 0.000074371764 N/A DFE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 14584.96000000 USD 20000.00000000 CAD 2025-08-05 127.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -187.69000000 -0.00010989479 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 220000.00000000 MXN 11536.58000000 USD 2025-07-02 -187.69000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1717.40000000 -0.00100555872 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 38000.00000000 EUR 43044.72000000 USD 2025-07-02 -1717.40000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1000.75000000 -0.00058595137 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 25000.00000000 CHF 30507.22000000 USD 2025-07-02 -1000.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -2598.60000000 -0.00152151211 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 53466000.00000000 JPY 368680.18000000 USD 2025-07-02 -2598.60000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 329.86000000 0.000193137067 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 4100000.00000000 JPY 28801.09000000 USD 2025-07-02 329.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -29.69000000 -0.00001738385 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13918.10000000 USD 2000000.00000000 JPY 2025-07-02 -29.69000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 92.05000000 0.000053896401 N/A DFE CO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5635.87000000 USD 23400000.00000000 COP 2025-07-02 92.05000000 N N N Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 000000000 1.00000000 NC -428.31000000 -0.00025078074 N/A DFE US N 2 Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 25000.00000000 EUR 29020.46000000 USD 2025-07-02 -428.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 750.10000000 0.000439192732 N/A DFE PL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 28381.37000000 USD 105000.00000000 PLN 2025-07-02 750.10000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -664.63000000 -0.00038914900 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 600000.00000000 CZK 27920.00000000 USD 2025-07-02 -664.63000000 N N N London Stock Exchange Group PLC 213800QAUUUP6I445N30 000000000 9802.00000000 NS 1432255.13000000 0.838602911645 Long EC CORP GB N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -262.00000000 -0.00015340420 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 200000.00000000 SEK 20877.64000000 USD 2025-07-02 -262.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3029.37000000 0.001773733219 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 136980.90000000 USD 102000.00000000 GBP 2025-07-02 3029.37000000 N N N Finland Government Bonds 743700M6Y2OQRVSBRD14 000000000 22000.00000000 PA 22941.41000000 0.013432476393 Long DBT NUSS FI N 2 2055-04-15 Fixed 2.95000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 254.43000000 0.000148971879 N/A DFE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 28575.65000000 USD 21000.00000000 GBP 2025-08-05 254.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 407.19000000 0.000238414729 N/A DFE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14390.56000000 USD 140000.00000000 SEK 2025-07-02 407.19000000 N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 164000.00000000 PA 179236.20000000 0.104944989229 Long DBT NUSS GB N 2 2063-10-22 Fixed 4.00000000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670702 4067.00000000 NS USD 1975626.59000000 1.156753553187 Long EC CORP US N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1448.09000000 -0.00084787442 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 628000.00000000 DKK 97953.96000000 USD 2025-08-05 -1448.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -316.10000000 -0.00018508041 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2100000.00000000 JPY 14266.73000000 USD 2025-07-02 -316.10000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1900.38000000 -0.00111269575 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1042000.00000000 MYR 245615.69000000 USD 2025-08-05 -1900.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 99.61000000 0.000058322874 N/A DFE CN N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 55221.17000000 USD 396000.00000000 CNY 2025-07-02 99.61000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 42.56000000 0.000024919401 N/A DFE CN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 19565.61000000 USD 140000.00000000 CNY 2025-08-05 42.56000000 N N N DoorDash Inc 549300NUQ43FGGSK5051 25809K105 4057.00000000 NS USD 1000091.07000000 0.585565564155 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMT3 115000.00000000 PA USD 115729.80000000 0.067761214612 Long DBT CORP US N 2 2029-05-09 Fixed 4.62000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 288.85000000 0.000169125210 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14810.30000000 USD 11000.00000000 GBP 2025-07-02 288.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2507.29000000 0.001468048988 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 132607.22000000 USD 487000.00000000 PLN 2025-07-02 2507.29000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -86.86000000 -0.00005085759 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 11000.00000000 GBP 15014.61000000 USD 2025-08-05 -86.86000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -235.08000000 -0.00013764221 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 896000.00000000 CNY 124935.18000000 USD 2025-07-02 -235.08000000 N N N Spain Government Bonds 9598007A56S18711AH60 000000000 128000.00000000 PA 144508.35000000 0.084611407931 Long DBT NUSS ES N 2 2043-07-30 Fixed 3.45000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -288.27000000 -0.00016878561 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 12000.00000000 EUR 13847.14000000 USD 2025-07-02 -288.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 254.72000000 0.000149141678 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13880.69000000 USD 12000.00000000 EUR 2025-07-02 254.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1112.45000000 -0.00065135309 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 710000.00000000 MXN 36724.96000000 USD 2025-07-02 -1112.45000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -156.59000000 -0.00009168536 N/A DFE TW N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 14701.25000000 USD 420000.00000000 TWD 2025-08-05 -156.59000000 N N N French Republic Government Bonds OAT 969500KCGF3SUYJHPV70 000000000 482000.00000000 PA 571753.43000000 0.334768632416 Long DBT NUSS FR N 2 2026-09-24 Fixed 2.50000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -9205.26000000 -0.00538979241 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1450000.00000000 CAD 1055601.06000000 USD 2025-07-02 -9205.26000000 N N N Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 000000000 1.00000000 NC 452.46000000 0.000264920868 N/A DFE AU N 2 Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 36403.95000000 USD 56000.00000000 AUD 2025-07-02 452.46000000 N N N Australia Government Bonds 213800J6B7JSBDETCB42 000000000 209000.00000000 PA 120166.64000000 0.070359038746 Long DBT NUSS AU N 2 2030-12-21 Fixed 1.00000000 N N N N N N Bundesrepublik Deutschland Bundesanleihe 529900AQBND3S6YJLY83 000000000 305000.00000000 PA 350525.17000000 0.205236778008 Long DBT NUSS DE N 2 2034-02-15 Fixed 2.20000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 000000000 1.00000000 NC -12.76000000 -0.00000747113 N/A DFE JP N 2 Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 14595.59000000 USD 2100000.00000000 JPY 2025-07-02 -12.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 761.27000000 0.000445732904 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 28687.50000000 USD 25000.00000000 EUR 2025-07-02 761.27000000 N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 000000000 10202.00000000 NS 1422748.42000000 0.833036616563 Long EC CORP GB N 2 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -747.97000000 -0.00043794559 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 23000.00000000 EUR 26344.89000000 USD 2025-07-02 -747.97000000 N N N Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 000000000 1.00000000 NC -309.33000000 -0.00018111650 N/A DFE US N 2 Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 1028000.00000000 CNY 143670.67000000 USD 2025-08-05 -309.33000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1557.82000000 0.000912122680 N/A DFE XX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 85610.53000000 USD 74000.00000000 EUR 2025-07-02 1557.82000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -222.50000000 -0.00013027647 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 140000.00000000 SEK 14575.25000000 USD 2025-07-02 -222.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -197.00000000 -0.00011534591 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 25000.00000000 CHF 31445.83000000 USD 2025-08-05 -197.00000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC -16169.20000000 -0.00946726453 N/A DFE US N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 1239000.00000000 AUD 799278.90000000 USD 2025-07-02 -16169.20000000 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 000000000 1.00000000 NC -149.54000000 -0.00008755750 N/A DFE US N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 470000.00000000 CNY 65508.97000000 USD 2025-07-02 -149.54000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -1049.85000000 -0.00061470002 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 85000.00000000 AUD 54892.92000000 USD 2025-07-02 -1049.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1655.81000000 -0.00096949702 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 105000.00000000 ILS 29517.19000000 USD 2025-07-02 -1655.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -294.23000000 -0.00017227526 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 11000.00000000 GBP 14804.92000000 USD 2025-07-02 -294.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -222.49000000 -0.00013027061 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 25000.00000000 EUR 29292.48000000 USD 2025-08-05 -222.49000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -135.62000000 -0.00007940717 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 12000.00000000 EUR 14031.56000000 USD 2025-08-05 -135.62000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 812.17000000 0.000475535477 N/A DFE MX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 42354.45000000 USD 810000.00000000 MXN 2025-07-02 812.17000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -133.07000000 -0.00007791411 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 35000.00000000 SGD 27462.64000000 USD 2025-08-05 -133.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -617.42000000 -0.00036150696 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 75000.00000000 PLN 20190.77000000 USD 2025-07-02 -617.42000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -43.70000000 -0.00002558688 N/A DFE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 13932.11000000 USD 2000000.00000000 JPY 2025-07-02 -43.70000000 N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 000000000 1.00000000 NC -128.34000000 -0.00007514464 N/A DFE JP N 2 Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 14016.75000000 USD 2000000.00000000 JPY 2025-07-02 -128.34000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 896.69000000 0.000525022971 N/A DFE NZ N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 44819.55000000 USD 75000.00000000 NZD 2025-07-02 896.69000000 N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 8583.00000000 NS USD 2365903.95000000 1.385265725069 Long EC CORP US N 1 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -204.75000000 -0.00011988363 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 215000.00000000 NOK 21125.88000000 USD 2025-07-02 -204.75000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 342.93000000 0.000200789712 N/A DFE CH N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 12260.26000000 USD 10000.00000000 CHF 2025-07-02 342.93000000 N N N JAPAN TREASURY DISC BILL 353800WZS8AXZXFUC241 000000000 150000000.00000000 PA 1041212.60000000 0.609642723361 Long STIV NUSS JP N 2 2025-08-04 None 0.00000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -448.57000000 -0.00026264322 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 25000.00000000 EUR 29066.40000000 USD 2025-08-05 -448.57000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 530.38000000 0.000310543982 N/A DFE MX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 17588.94000000 USD 340000.00000000 MXN 2025-07-02 530.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 215.33000000 0.000126078350 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13511.17000000 USD 10000.00000000 GBP 2025-07-02 215.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1068.27000000 -0.00062548516 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 28000.00000000 EUR 31914.35000000 USD 2025-07-02 -1068.27000000 N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 287000.00000000 PA 376448.45000000 0.220415175789 Long DBT NUSS GB N 2 2043-10-22 Fixed 4.75000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 46.11000000 0.000026997969 N/A DFE CN N 2 Citibank NA E57ODZWZ7FF32TWEFA76 56537.47000000 USD 404000.00000000 CNY 2025-08-05 46.11000000 N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 2415.00000000 NS USD 767148.90000000 0.449175072045 Long EC CORP US N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -250.96000000 -0.00014694015 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 20000.00000000 AUD 12912.04000000 USD 2025-07-02 -250.96000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -258.45000000 -0.00015132563 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 10000.00000000 CHF 12344.74000000 USD 2025-07-02 -258.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 28.97000000 0.000016962289 N/A DFE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13711.79000000 USD 130000.00000000 SEK 2025-07-02 28.97000000 N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 25630000.00000000 PA 72042.24000000 0.042181613429 Long DBT NUSS HU N 2 2028-03-23 Fixed 4.50000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -341.29000000 -0.00019982947 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 540000.00000000 MXN 28436.46000000 USD 2025-07-02 -341.29000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 364.77000000 0.000213577300 N/A DFE CH N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 12238.42000000 USD 10000.00000000 CHF 2025-07-02 364.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 322.58000000 0.000188874538 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13812.83000000 USD 12000.00000000 EUR 2025-07-02 322.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 170.47000000 0.000099812271 N/A DFE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 14516.51000000 USD 20000.00000000 CAD 2025-07-02 170.47000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1513.96000000 0.000886442113 N/A DFE CH N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 55200.39000000 USD 45000.00000000 CHF 2025-07-02 1513.96000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -1592.99000000 -0.00093271514 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 37000.00000000 EUR 41991.18000000 USD 2025-07-02 -1592.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 64.10000000 0.000037531334 N/A DFE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 29212.66000000 USD 4200000.00000000 JPY 2025-08-05 64.10000000 N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 492000.00000000 PA 681635.72000000 0.399106058341 Long DBT NUSS GB N 2 2029-07-22 Fixed 4.13000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -309.70000000 -0.00018133314 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4100000.00000000 JPY 28269.99000000 USD 2025-08-05 -309.70000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -390.34000000 -0.00022854884 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 11000.00000000 CHF 13473.17000000 USD 2025-07-02 -390.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -469.72000000 -0.00027502681 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 40000.00000000 PLN 10627.98000000 USD 2025-07-02 -469.72000000 N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 000000000 1.00000000 NC 380.37000000 0.000222711291 N/A DFE CH N 2 Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 12222.82000000 USD 10000.00000000 CHF 2025-07-02 380.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -46.54000000 -0.00002724973 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13934.95000000 USD 2000000.00000000 JPY 2025-07-02 -46.54000000 N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 429000.00000000 PA 550742.91000000 0.322466715754 Long DBT NUSS GB N 2 2033-01-31 Fixed 3.25000000 N N N N N N Portugal Obrigacoes do Tesouro OT 549300P6U1FJ3IMP7K42 000000000 138000.00000000 PA 173769.41000000 0.101744116762 Long DBT NUSS PT N 2 2030-02-15 Fixed 3.88000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -286.12000000 -0.00016752676 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 419000000.00000000 IDR 25522.32000000 USD 2025-07-02 -286.12000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -45.26000000 -0.00002650028 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 421000.00000000 TWD 14534.03000000 USD 2025-08-05 -45.26000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1075.07000000 -0.00062946664 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 63000.00000000 GBP 85401.86000000 USD 2025-07-02 -1075.07000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -3.00000000 NC -1705.75000000 -0.00099873750 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short Long Gilt Futures G U5 Comdty 2025-09-26 -277847.33000000 GBP -1705.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 235.86000000 0.000138098917 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 14863.29000000 USD 11000.00000000 GBP 2025-07-02 235.86000000 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBB5 45000.00000000 PA USD 44686.78000000 0.026164656725 Long DBT US N 2 2025-09-15 Fixed 1.30000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 153.48000000 0.000089864418 N/A DFE TH N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 17072.65000000 USD 560000.00000000 THB 2025-07-02 153.48000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 439.32000000 0.000257227237 N/A DFE CH N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 12163.87000000 USD 10000.00000000 CHF 2025-07-02 439.32000000 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCA1 85000.00000000 PA USD 86243.65000000 0.050496712831 Long DBT CORP CA N 2 2027-04-05 Fixed 5.25000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -104.48000000 -0.00006117431 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2100000.00000000 JPY 14533.90000000 USD 2025-08-05 -104.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -213.40000000 -0.00012494831 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 215000.00000000 NOK 21117.23000000 USD 2025-07-02 -213.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 104.65000000 0.000061273856 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 3400000.00000000 NOK 337492.43000000 USD 2025-08-05 104.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -56.37000000 -0.00003300532 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13944.78000000 USD 2000000.00000000 JPY 2025-07-02 -56.37000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 142.43000000 0.000083394508 N/A DFE ID N 2 Bank of America NA B4TYDEB6GKMZO031MB27 22894.22000000 USD 374000000.00000000 IDR 2025-07-02 142.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -156.77000000 -0.00009179075 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 25000.00000000 EUR 29358.20000000 USD 2025-08-05 -156.77000000 N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 62000.00000000 PA 36543.11000000 0.021396438249 Long DBT NUSS NZ N 2 2054-05-15 Fixed 5.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -523.77000000 -0.00030667374 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 12000.00000000 EUR 13611.64000000 USD 2025-07-02 -523.77000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810SZ2 2932000.00000000 PA USD 1690366.73000000 0.989730413133 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 691.45000000 0.000404852439 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 17342.31000000 USD 65000.00000000 PLN 2025-07-02 691.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1074.21000000 -0.00062896310 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 35000.00000000 CHF 43036.95000000 USD 2025-07-02 -1074.21000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 45.93000000 0.000026892577 N/A DFE CN N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 24261.69000000 USD 174000.00000000 CNY 2025-07-02 45.93000000 N N N Japan Government Forty Year Bonds 353800WZS8AXZXFUC241 000000000 37200000.00000000 PA 130737.96000000 0.076548676015 Long DBT NUSS JP N 2 2056-03-20 Fixed 0.40000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -367.25000000 -0.00021502937 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 45000.00000000 AUD 29249.51000000 USD 2025-07-02 -367.25000000 N N N Saipem SpA 549300PHV8MBDHWB8X12 000000000 292107.00000000 NS 800300.34000000 0.468585645991 Long EC CORP IT N 2 N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DS3 80000.00000000 PA USD 83282.12000000 0.048762700762 Long DBT CORP US N 2 2029-03-15 Fixed 5.50000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 132.04000000 0.000077311036 N/A DFE AU N 2 Bank of America NA B4TYDEB6GKMZO031MB27 29503.35000000 USD 45000.00000000 AUD 2025-08-05 132.04000000 N N N Axis Bank Ltd 549300HVNWMJPOFVNI41 05462W109 21604.00000000 NS USD 1500854.40000000 0.878768623992 Long EC CORP IN N 2 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -492.90000000 -0.00028859898 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 80000.00000000 BRL 14231.66000000 USD 2025-07-02 -492.90000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -10.06000000 -0.00000589025 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4600000.00000000 COP 1115.94000000 USD 2025-07-02 -10.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 174.33000000 0.000102072349 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13552.17000000 USD 10000.00000000 GBP 2025-07-02 174.33000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDG8 95000.00000000 PA USD 95990.37000000 0.056203536706 Long DBT CORP US N 2 2028-07-25 Fixed 4.85000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 241.66000000 0.000141494888 N/A DFE AU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 29375.10000000 USD 45000.00000000 AUD 2025-07-02 241.66000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 846.42000000 0.000495589271 N/A DFE GB N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 43078.37000000 USD 32000.00000000 GBP 2025-07-02 846.42000000 N N N Canada Government Bonds 4BFD7AQU0A75QLAHK410 135087YQ1 158000.00000000 PA 123664.08000000 0.072406832680 Long DBT NUSS CA N 2 2041-06-01 Fixed 4.00000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -693.80000000 -0.00040622839 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 78000.00000000 SGD 60651.07000000 USD 2025-07-02 -693.80000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CMM0 177000.00000000 PA USD 182614.22000000 0.106922861292 Long DBT UST US N 2 2035-02-15 Fixed 4.63000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -68.42000000 -0.00004006074 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13956.83000000 USD 2000000.00000000 JPY 2025-07-02 -68.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -309.37000000 -0.00018113992 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1580000.00000000 THB 48292.93000000 USD 2025-07-02 -309.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -5.37000000 -0.00000314420 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 140000.00000000 SEK 14824.97000000 USD 2025-08-05 -5.37000000 N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 715000.00000000 PA 841013.47000000 0.492423681998 Long DBT NUSS IT N 2 2030-10-01 Fixed 2.70000000 N N N N N N GFL Environmental Inc 549300FYK4MBXWIVZU26 36168Q104 15173.00000000 NS USD 765629.58000000 0.448285491587 Long EC CORP CA N 1 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 741.12000000 0.000433934832 N/A DFE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 28424.53000000 USD 4200000.00000000 JPY 2025-07-02 741.12000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -457.13000000 -0.00026765521 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 35000.00000000 ILS 9933.87000000 USD 2025-07-02 -457.13000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -151.60000000 -0.00008876365 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2100000.00000000 JPY 14431.23000000 USD 2025-07-02 -151.60000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -325.73000000 -0.00019071890 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4100000.00000000 JPY 28253.96000000 USD 2025-08-05 -325.73000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 413.67000000 0.000242208848 N/A DFE KR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 28239.26000000 USD 38670000.00000000 KRW 2025-07-02 413.67000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -349.61000000 -0.00020470093 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 10000.00000000 CHF 12253.58000000 USD 2025-07-02 -349.61000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -5.00000000 NC 2598.95000000 0.001521717040 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXU5 Comdty 2025-09-08 -652956.33000000 EUR 2598.95000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 2609.35000000 0.001527806367 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 370083.75000000 USD 53466000.00000000 JPY 2025-08-05 2609.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 256.92000000 0.000150429805 N/A DFE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14540.83000000 USD 140000.00000000 SEK 2025-07-02 256.92000000 N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CD3 55000.00000000 PA USD 55552.29000000 0.032526545841 Long DBT CORP US N 2 2026-08-03 Fixed 5.27000000 N N N N N N ServiceNow Inc 549300HJTQM36M0E1G39 81762P102 1512.00000000 NS USD 1554456.96000000 0.910153579051 Long EC CORP US N 1 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 480.28000000 0.000281209819 N/A DFE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 14833.08000000 USD 13000.00000000 EUR 2025-07-02 480.28000000 N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607PHT4 125000.00000000 PA USD 125196.58000000 0.073304130190 Long DBT CORP CA N 2 2027-09-11 Fixed 4.51000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 238.44000000 0.000139609538 N/A DFE ID N 2 Bank of America NA B4TYDEB6GKMZO031MB27 22890.02000000 USD 374000000.00000000 IDR 2025-08-05 238.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 88.69000000 0.000051929080 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 435000.00000000 NOK 43254.48000000 USD 2025-08-05 88.69000000 N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 162000.00000000 PA 95456.82000000 0.055891136649 Long DBT NUSS NZ N 2 2036-05-15 Fixed 4.25000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -45.19000000 -0.00002645929 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 460000.00000000 THB 14104.85000000 USD 2025-07-02 -45.19000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -701.10000000 -0.00041050263 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 45000.00000000 EUR 52425.84000000 USD 2025-08-05 -701.10000000 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDX6 100000.00000000 PA 114504.84000000 0.067043985537 Long DBT CORP US N 2 2026-09-14 None 0.00000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 978.24000000 0.000572771495 N/A DFE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 30529.73000000 USD 25000.00000000 CHF 2025-07-02 978.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -195.30000000 -0.00011435054 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 20000.00000000 AUD 12967.70000000 USD 2025-07-02 -195.30000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -129.79000000 -0.00007599363 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 10000.00000000 GBP 13596.71000000 USD 2025-07-02 -129.79000000 N N N UNITED KINGDOM I/L GILT ECTRVYYCEF89VWYS6K36 000000000 49689.00000000 PA 64180.86000000 0.037578679203 Long DBT NUSS GB N 2 2037-11-22 Fixed 1.13000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 123.08000000 0.000072064846 N/A DFE SE N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 13617.68000000 USD 130000.00000000 SEK 2025-07-02 123.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -44.39000000 -0.00002599088 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 52000.00000000 MXN 2726.80000000 USD 2025-07-02 -44.39000000 N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 116000.00000000 PA 31188.86000000 0.018261459330 Long DBT NUSS PL N 2 2034-10-25 Fixed 5.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 258.08000000 0.000151108999 N/A DFE AU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 29358.68000000 USD 45000.00000000 AUD 2025-07-02 258.08000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 19.22000000 0.000011253545 N/A DFE MX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2005.88000000 USD 38000.00000000 MXN 2025-07-02 19.22000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 81.65000000 0.000047807074 N/A DFE XX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 14085.53000000 USD 12000.00000000 EUR 2025-08-05 81.65000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -38.52000000 -0.00002255393 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 121000.00000000 CNY 16865.05000000 USD 2025-07-02 -38.52000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 443.05000000 0.000259411198 N/A DFE XX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 13692.36000000 USD 12000.00000000 EUR 2025-07-02 443.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2668.72000000 -0.00156256822 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 106000.00000000 GBP 142832.15000000 USD 2025-07-02 -2668.72000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 26.00000000 NC USD 30092.93000000 0.017619778899 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYU5 Comdty 2025-09-19 2885157.07000000 USD 30092.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 605.56000000 0.000354562792 N/A DFE CZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14163.17000000 USD 310000.00000000 CZK 2025-07-02 605.56000000 N N N Finland Government Bonds 743700M6Y2OQRVSBRD14 000000000 99000.00000000 PA 119240.07000000 0.069816520668 Long DBT NUSS FI N 2 2029-04-15 Fixed 2.88000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -240.77000000 -0.00014097378 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 65000.00000000 AUD 42565.90000000 USD 2025-08-05 -240.77000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -68.30000000 -0.00003999048 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 19750000.00000000 KRW 14558.45000000 USD 2025-08-05 -68.30000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797NX1 1193000.00000000 PA USD 1192722.23000000 0.698353466440 Long STIV UST US N 2 2025-07-03 None 0.00000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 000000000 1.00000000 NC -10338.67000000 -0.00605341784 N/A DFE US N 2 Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 225000.00000000 EUR 254700.23000000 USD 2025-07-02 -10338.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -397.07000000 -0.00023248934 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 10000.00000000 CHF 12206.12000000 USD 2025-07-02 -397.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -413.63000000 -0.00024218542 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 13000.00000000 EUR 14899.73000000 USD 2025-07-02 -413.63000000 N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 2467.00000000 NS USD 1254444.83000000 0.734492804321 Long EC CORP US N 1 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 92.21000000 0.000053990083 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 98400000.00000000 COP 24178.86000000 USD 2025-07-02 92.21000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -23942.36000000 -0.01401854487 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 713000.00000000 EUR 815936.45000000 USD 2025-07-02 -23942.36000000 N N N Australia Government Bonds 213800J6B7JSBDETCB42 000000000 776000.00000000 PA 502905.36000000 0.294457244623 Long DBT NUSS AU N 2 2054-06-21 Fixed 4.75000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -220.56000000 -0.00012914057 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 25000.00000000 EUR 29294.41000000 USD 2025-08-05 -220.56000000 N N N Japan Government Thirty Year Bonds 353800WZS8AXZXFUC241 000000000 88350000.00000000 PA 439329.66000000 0.257232894008 Long DBT NUSS JP N 2 2047-09-20 Fixed 0.80000000 N N N N N N Finland Government Bonds 743700M6Y2OQRVSBRD14 000000000 81000.00000000 PA 95159.88000000 0.055717274644 Long DBT NUSS FI N 2 2035-09-15 Fixed 3.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 30.39000000 0.000017793717 N/A DFE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 28440.84000000 USD 4100000.00000000 JPY 2025-07-02 30.39000000 N N N Allianz SE 529900K9B0N5BT694847 000000000 3423.00000000 NS 1386897.87000000 0.812045680672 Long EC CORP DE N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 405.74000000 0.000237565736 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13729.67000000 USD 12000.00000000 EUR 2025-07-02 405.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 459.57000000 0.000269083860 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 29055.40000000 USD 25000.00000000 EUR 2025-08-05 459.57000000 N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 1289.00000000 NS USD 951398.01000000 0.557055181446 Long EC CORP US N 1 N N N E.ON SE Q9MAIUP40P25UFBFG033 000000000 57933.00000000 NS 1066717.46000000 0.624576131111 Long EC CORP DE N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 68.65000000 0.000040195415 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 15170.10000000 USD 25000.00000000 NZD 2025-07-02 68.65000000 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBD1 25000.00000000 PA USD 25557.40000000 0.014964170562 Long DBT CORP US N 2 2030-04-01 Fixed 5.20000000 N N N N N N Reliance Industries Ltd 5493003UOETFYRONLG31 759470107 6158.00000000 NS USD 430385.45000000 0.251995949562 Long EC CORP IN N 2 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 11.00000000 NC 4294.61000000 0.002514546727 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long Montreal Exchange 10 Year Canadian Bond Futures CNU5 Comdty 2025-09-18 1336151.81000000 CAD 4294.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 10310.01000000 0.006036637065 N/A DFE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 822250.00000000 USD 1265000.00000000 AUD 2025-07-02 10310.01000000 N N N Bundesrepublik Deutschland Bundesanleihe 529900AQBND3S6YJLY83 000000000 564000.00000000 PA 534301.97000000 0.312840344122 Long DBT NUSS DE N 2 2038-05-15 Fixed 1.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 140.32000000 0.000082159077 N/A DFE SG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 11656.77000000 USD 15000.00000000 SGD 2025-07-02 140.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2253.13000000 0.001319235196 N/A DFE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 92520.50000000 USD 144000.00000000 AUD 2025-07-02 2253.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 460.90000000 0.000269862592 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 28357.54000000 USD 4150000.00000000 JPY 2025-07-02 460.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -211.60000000 -0.00012389439 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 10000.00000000 GBP 13514.90000000 USD 2025-07-02 -211.60000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 2.00000000 NC -441.72000000 -0.00025863246 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 2 Year Euro SCHATZ Futures DUU5 Comdty 2025-09-08 214874.99000000 EUR -441.72000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -190.91000000 -0.00011178014 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 480000.00000000 MXN 25299.14000000 USD 2025-08-05 -190.91000000 N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638FD9 132000.00000000 PA USD 132521.40000000 0.077592901968 Long DBT NUSS PE N 2 2055-06-30 Fixed 6.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJF9 3012000.00000000 PA USD 3120243.75000000 1.826940912262 Long DBT UST US N 2 2028-10-31 Fixed 4.88000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -2674.81000000 -0.00156613399 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 115000.00000000 EUR 132789.51000000 USD 2025-07-02 -2674.81000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 253.10000000 0.000148193148 N/A DFE KR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 28585.07000000 USD 38920000.00000000 KRW 2025-07-02 253.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 165.04000000 0.000096632940 N/A DFE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 43796.32000000 USD 415000.00000000 SEK 2025-08-05 165.04000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 633.82000000 0.000371109368 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 8200000.00000000 JPY 57576.29000000 USD 2025-07-02 633.82000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 2755.92000000 0.001613624896 N/A DFE HU N 2 UBS AG BFM8T61CT2L1QCEMIK50 122613.01000000 USD 42532000.00000000 HUF 2025-07-02 2755.92000000 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CB7 200000.00000000 PA USD 199663.57000000 0.116905464427 Long DBT CORP US N 2 2027-09-24 Fixed 4.25000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -307.20000000 -0.00017986936 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 25000.00000000 SGD 19354.62000000 USD 2025-07-02 -307.20000000 N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023105 7450.00000000 NS USD 1560998.50000000 0.913983730799 Long EC CORP US N 1 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -165.99000000 -0.00009718917 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 20000.00000000 AUD 12997.01000000 USD 2025-07-02 -165.99000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 37459.20000000 0.021932820158 N/A DFE GB N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 3814195.80000000 USD 2806000.00000000 GBP 2025-07-02 37459.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 1436.66000000 0.000841182016 N/A DFE DK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 97714.71000000 USD 628000.00000000 DKK 2025-07-02 1436.66000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 3337.46000000 0.001954123685 N/A DFE CH N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 159243.67000000 USD 129000.00000000 CHF 2025-07-02 3337.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 314.36000000 0.000184061628 N/A DFE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 28265.33000000 USD 4100000.00000000 JPY 2025-08-05 314.36000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 73.54000000 0.000043058570 N/A DFE CN N 2 Citibank NA E57ODZWZ7FF32TWEFA76 33820.59000000 USD 242000.00000000 CNY 2025-08-05 73.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -702.71000000 -0.00041144530 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 25000.00000000 EUR 28746.06000000 USD 2025-07-02 -702.71000000 N N N Republic of Austria Government Bonds 529900QWWUI4XRVR7I03 000000000 176000.00000000 PA 152597.38000000 0.089347634019 Long DBT NUSS AT N 2 2049-05-23 Fixed 1.85000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 420.87000000 0.000246424537 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14892.49000000 USD 13000.00000000 EUR 2025-07-02 420.87000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 81.10000000 0.000047485042 N/A DFE KR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 28935.42000000 USD 39180000.00000000 KRW 2025-08-05 81.10000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 2264.48000000 0.001325880760 N/A DFE XX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 62522.81000000 USD 55000.00000000 EUR 2025-07-02 2264.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -4120.27000000 -0.00241246852 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 310000.00000000 AUD 199906.29000000 USD 2025-07-02 -4120.27000000 N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAA5 50000.00000000 PA USD 50609.49000000 0.029632475933 Long DBT CORP US N 2 2026-08-15 Fixed 6.06000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -840.55000000 -0.00049215231 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 25000.00000000 EUR 28608.22000000 USD 2025-07-02 -840.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -118.67000000 -0.00006948273 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 20000.00000000 CAD 14568.31000000 USD 2025-07-02 -118.67000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 254.92000000 0.000149258780 N/A DFE NZ N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 14983.83000000 USD 25000.00000000 NZD 2025-07-02 254.92000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -284.75000000 -0.00016672461 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 931000.00000000 CNY 130109.59000000 USD 2025-08-05 -284.75000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -8.00000000 NC USD -25318.57000000 -0.01482433267 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra Long-Term U.S. Treasury Bond Futures WNU5 Comdty 2025-09-19 -927681.43000000 USD -25318.57000000 N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAX7 115000.00000000 PA USD 116570.83000000 0.068253647973 Long DBT CORP US N 2 2027-04-18 Fixed 5.20000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 253.92000000 0.000148673268 N/A DFE GB N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 25830.44000000 USD 19000.00000000 GBP 2025-08-05 253.92000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -6686.58000000 -0.00391507444 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 1450000.00000000 CAD 1059932.22000000 USD 2025-08-05 -6686.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -101.13000000 -0.00005921285 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 12000.00000000 EUR 14066.05000000 USD 2025-08-05 -101.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -84.94000000 -0.00004973340 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 20000.00000000 AUD 13078.06000000 USD 2025-07-02 -84.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 232.76000000 0.000136283829 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13902.65000000 USD 12000.00000000 EUR 2025-07-02 232.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -563.32000000 -0.00032983075 N/A DFE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 43224.59000000 USD 430000.00000000 NOK 2025-07-02 -563.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 42.24000000 0.000024732037 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 550000.00000000 THB 16960.76000000 USD 2025-07-02 42.24000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -260.84000000 -0.00015272501 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 374000000.00000000 IDR 22867.62000000 USD 2025-08-05 -260.84000000 N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776696106 2165.00000000 NS USD 1227208.60000000 0.718545658242 Long EC CORP US N 1 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -210129.04000000 -0.12303312522 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 12288000.00000000 EUR 14297068.34000000 USD 2025-08-05 -210129.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 136.73000000 0.000080057088 N/A DFE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 14501.65000000 USD 2100000.00000000 JPY 2025-08-05 136.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -312.20000000 -0.00018279692 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 140000.00000000 SEK 14485.55000000 USD 2025-07-02 -312.20000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -442.68000000 -0.00025919455 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 10000.00000000 CHF 12160.51000000 USD 2025-07-02 -442.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -194.88000000 -0.00011410462 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 12000.00000000 EUR 13940.53000000 USD 2025-07-02 -194.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -16940.33000000 -0.00991877059 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1317000.00000000 NZD 785836.78000000 USD 2025-07-02 -16940.33000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC 4176.06000000 0.002445134251 N/A DFE AU N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 206432.00000000 USD 320000.00000000 AUD 2025-07-02 4176.06000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 54.11000000 0.000031682067 N/A DFE ZA N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 14067.19000000 USD 250000.00000000 ZAR 2025-07-02 54.11000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -865.31000000 -0.00050664959 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 23000.00000000 EUR 26227.55000000 USD 2025-07-02 -865.31000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 576900.00000000 PA 25256.38000000 0.014787919667 Long DBT NUSS MX N 2 2053-07-31 Fixed 8.00000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 294.85000000 0.000172638284 N/A DFE CN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 129764.87000000 USD 931000.00000000 CNY 2025-07-02 294.85000000 N N N Spain Government Bonds 9598007A56S18711AH60 000000000 346000.00000000 PA 410345.67000000 0.240262413054 Long DBT NUSS ES N 2 2028-05-31 Fixed 2.40000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 183.42000000 0.000107394655 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14915.73000000 USD 11000.00000000 GBP 2025-07-02 183.42000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 132000.00000000 PA 32053.69000000 0.018767827882 Long DBT NUSS MY N 2 2034-07-05 Fixed 3.83000000 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610105 26059.00000000 NS USD 1166140.25000000 0.682789391745 Long EC CORP US N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 21.86000000 0.000012799297 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2100000.00000000 JPY 14604.69000000 USD 2025-07-02 21.86000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1392.67000000 0.000815425333 N/A DFE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 30115.30000000 USD 25000.00000000 CHF 2025-07-02 1392.67000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 26.90000000 0.000015750279 N/A DFE XX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1151.05000000 USD 1000.00000000 EUR 2025-07-02 26.90000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 244.81000000 0.000143339251 N/A DFE KR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 14203.92000000 USD 19500000.00000000 KRW 2025-07-02 244.81000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -609.36000000 -0.00035678773 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 31000.00000000 GBP 41942.78000000 USD 2025-07-02 -609.36000000 N N N Portugal Obrigacoes do Tesouro OT 549300P6U1FJ3IMP7K42 000000000 89000.00000000 PA 104464.57000000 0.061165284543 Long DBT NUSS PT N 2 2035-06-15 Fixed 3.00000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RCH8 175000.00000000 PA USD 175924.25000000 0.103005801961 Long DBT CORP US N 2 2028-06-09 Fixed 4.44000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 75.65000000 0.000044294001 N/A DFE MX N 2 UBS AG BFM8T61CT2L1QCEMIK50 2695.54000000 USD 52000.00000000 MXN 2025-07-02 75.65000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -72.44000000 -0.00004241450 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 15810.00000000 CAD 11537.62000000 USD 2025-07-02 -72.44000000 N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 594400.00000000 PA 706735.15000000 0.413802081862 Long DBT NUSS GB N 2 2054-07-31 Fixed 4.38000000 N N N N N N New Zealand Government Bonds 549300237GPHG2AI7C34 000000000 328000.00000000 PA 199072.63000000 0.116559461823 Long DBT NUSS NZ N 2 2035-05-15 Fixed 4.50000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -49.94000000 -0.00002924048 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 550000.00000000 THB 16868.58000000 USD 2025-07-02 -49.94000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810FT0 122000.00000000 PA USD 125178.67000000 0.073293643666 Long DBT UST US N 2 2036-02-15 Fixed 4.50000000 N N N N N N Live Nation Entertainment Inc 5493007B9BM9ZXJINO78 538034109 8563.00000000 NS USD 1295410.64000000 0.758478787561 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -23738.51000000 -0.01389918820 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 486406000.00000000 JPY 3366830.48000000 USD 2025-08-05 -23738.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 242.35000000 0.000141898891 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14856.80000000 USD 11000.00000000 GBP 2025-07-02 242.35000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1260.53000000 -0.00073805574 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 39000.00000000 EUR 44679.55000000 USD 2025-07-02 -1260.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2264.60000000 -0.00132595102 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 86000.00000000 EUR 99039.16000000 USD 2025-07-02 -2264.60000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810PU6 271000.00000000 PA USD 288149.22000000 0.168714895704 Long DBT UST US N 2 2037-05-15 Fixed 5.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 221.86000000 0.000129901745 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14877.29000000 USD 11000.00000000 GBP 2025-07-02 221.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -343.39000000 -0.00020105904 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 12000.00000000 EUR 13792.02000000 USD 2025-07-02 -343.39000000 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 000000000 1.00000000 NC 118.34000000 0.000069289518 N/A DFE CN N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 65540.17000000 USD 470000.00000000 CNY 2025-07-02 118.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 433.48000000 0.000253807846 N/A DFE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 64843.75000000 USD 83000.00000000 SGD 2025-07-02 433.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 29.62000000 0.000017342872 N/A DFE CN N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13556.04000000 USD 97000.00000000 CNY 2025-08-05 29.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 961.20000000 0.000562794366 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 28487.57000000 USD 25000.00000000 EUR 2025-07-02 961.20000000 N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687V106 17392.00000000 NS USD 1446666.56000000 0.847040980329 Long EC CORP US N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 428.42000000 0.000250845154 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13706.99000000 USD 12000.00000000 EUR 2025-07-02 428.42000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 391.60000000 0.000229286593 N/A DFE KR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 28491.03000000 USD 38980000.00000000 KRW 2025-07-02 391.60000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -860.82000000 -0.00050402064 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 25000.00000000 EUR 28587.95000000 USD 2025-07-02 -860.82000000 N N N RB Global Inc 5493002H8U24DJXQ4886 74935Q107 13807.00000000 NS 1466832.16000000 0.858848185987 Long EC CORP CA N 1 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1028.03000000 0.000601924149 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 30947.24000000 USD 600000.00000000 MXN 2025-07-02 1028.03000000 N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAV0 25000.00000000 PA USD 25039.90000000 0.014661167977 Long DBT CORP US N 2 2026-05-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNB3 290200.32000000 PA USD 292285.24000000 0.171136586045 Long DBT UST US N 2 2030-04-15 Fixed 1.63000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 164.69000000 0.000096428011 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2000000.00000000 JPY 14053.10000000 USD 2025-07-02 164.69000000 N N N Siemens AG W38RGI023J3WT1HWRP32 000000000 5013.00000000 NS 1285710.72000000 0.752799365659 Long EC CORP DE N 2 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 202.56000000 0.000118601359 N/A DFE GB N 2 Bank of America NA B4TYDEB6GKMZO031MB27 13523.94000000 USD 10000.00000000 GBP 2025-07-02 202.56000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2190.42000000 0.001282517724 N/A DFE MY N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 245286.13000000 USD 1042000.00000000 MYR 2025-07-02 2190.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 355.05000000 0.000207886121 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 28422.70000000 USD 540000.00000000 MXN 2025-07-02 355.05000000 N N N SK Hynix Inc 988400XAIK6XISWQV045 000000000 7625.00000000 NS 1651640.33000000 0.967055631861 Long EC CORP KR N 2 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -55.63000000 -0.00003257204 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 174000.00000000 CNY 24251.99000000 USD 2025-07-02 -55.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 75.85000000 0.000044411103 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14091.33000000 USD 12000.00000000 EUR 2025-08-05 75.85000000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DP2 50000.00000000 PA USD 51088.09000000 0.029912702092 Long DBT CORP US N 2 2028-03-02 Fixed 5.15000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 316.96000000 0.000185583960 N/A DFE NZ N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 14921.79000000 USD 25000.00000000 NZD 2025-07-02 316.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -3.63000000 -0.00000212540 N/A DFE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14833.97000000 USD 140000.00000000 SEK 2025-08-05 -3.63000000 N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBS8 45000.00000000 PA USD 45065.98000000 0.026386682967 Long DBT CORP US N 2 2025-09-01 Fixed 5.75000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 65.01000000 0.000038064150 N/A DFE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 14765.33000000 USD 140000.00000000 SEK 2025-08-05 65.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 950.50000000 0.000556529385 N/A DFE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13893.78000000 USD 50000.00000000 ILS 2025-07-02 950.50000000 N N N Haleon PLC 549300PSB3WWEODCUP19 000000000 289948.00000000 NS 1491784.40000000 0.873458027961 Long EC CORP GB N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -431.20000000 -0.00025247287 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 25000.00000000 CHF 31211.63000000 USD 2025-08-05 -431.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -395.13000000 -0.00023135345 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 310000.00000000 CZK 14373.60000000 USD 2025-07-02 -395.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 162.88000000 0.000095368233 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 14936.27000000 USD 11000.00000000 GBP 2025-07-02 162.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -124.46000000 -0.00007287285 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 25000.00000000 EUR 29390.51000000 USD 2025-08-05 -124.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -58.54000000 -0.00003427588 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13946.95000000 USD 2000000.00000000 JPY 2025-07-02 -58.54000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 5009000.00000000 PA 219291.40000000 0.128397799167 Long DBT NUSS MX N 2 2053-07-31 Fixed 8.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 96.72000000 0.000056630744 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 28374.51000000 USD 4100000.00000000 JPY 2025-07-02 96.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -688.69000000 -0.00040323642 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 550000.00000000 MXN 28621.98000000 USD 2025-07-02 -688.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 25.28000000 0.000014801749 N/A DFE CN N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13525.52000000 USD 97000.00000000 CNY 2025-07-02 25.28000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -113.32000000 -0.00006635024 N/A DFE CO N 2 Bank of America NA B4TYDEB6GKMZO031MB27 24199.97000000 USD 98400000.00000000 COP 2025-07-02 -113.32000000 N N N AT&T INC 549300Z40J86GGSTL398 00206RKG6 80000.00000000 PA USD 75050.10000000 0.043942752279 Long DBT CORP US N 2 2028-02-01 Fixed 1.65000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -117.38000000 -0.00006872742 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 11000.00000000 GBP 14984.09000000 USD 2025-08-05 -117.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2401.64000000 0.001406189619 N/A DFE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 280341.02000000 USD 2675000.00000000 SEK 2025-07-02 2401.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 0.62000000 0.000000363017 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 140000.00000000 SEK 14798.37000000 USD 2025-07-02 0.62000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -73.96000000 -0.00004330448 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 10600000.00000000 CLP 11304.01000000 USD 2025-07-02 -73.96000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -3.00000000 NC 1583.00000000 0.000926865878 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short French Government Bond Futures OATU5 Comdty 2025-09-08 -372863.86000000 EUR 1583.00000000 N N N Bundesrepublik Deutschland Bundesanleihe 529900AQBND3S6YJLY83 000000000 808000.00000000 PA 423073.76000000 0.247714865560 Long DBT NUSS DE N 2 2052-08-15 None 0.00000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -629.31000000 -0.00036846870 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 866000.00000000 MXN 45358.99000000 USD 2025-08-05 -629.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -113.82000000 -0.00006664300 N/A DFE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 337435.49000000 USD 3400000.00000000 NOK 2025-07-02 -113.82000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -286.35000000 -0.00016766143 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 21000.00000000 GBP 28539.29000000 USD 2025-07-02 -286.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -52.47000000 -0.00003072182 N/A DFE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 27831.90000000 USD 280000.00000000 NOK 2025-07-02 -52.47000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -408.82000000 -0.00023936911 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1071000.00000000 CNY 149676.71000000 USD 2025-08-05 -408.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 159.74000000 0.000093529725 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2000000.00000000 JPY 14048.15000000 USD 2025-07-02 159.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -307.77000000 -0.00018020310 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2660000.00000000 THB 81719.43000000 USD 2025-08-05 -307.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -534.92000000 -0.00031320220 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13000.00000000 EUR 14778.44000000 USD 2025-07-02 -534.92000000 N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 13868.00000000 NS USD 2845297.56000000 1.665956552248 Long EC CORP US N 1 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -44.00000000 NC -11560.98000000 -0.00676909531 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE 3 Year Australian Bond Futures YMU5 Comdty 2025-09-15 -4723039.45000000 AUD -11560.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 476.36000000 0.000278914611 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 21373.41000000 USD 410000.00000000 MXN 2025-07-02 476.36000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 238.38000000 0.000139574408 N/A DFE XX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 13897.03000000 USD 12000.00000000 EUR 2025-07-02 238.38000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 9542.69000000 0.005587361812 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 268453.66000000 USD 236000.00000000 EUR 2025-07-02 9542.69000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1339.50000000 0.000784293647 N/A DFE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 175759.56000000 USD 129000.00000000 GBP 2025-08-05 1339.50000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CLW9 2061000.00000000 PA USD 2067762.66000000 1.210700350061 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -90.87000000 -0.00005320549 N/A DFE TH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 53131.02000000 USD 1720000.00000000 THB 2025-08-05 -90.87000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -173.64000000 -0.00010166834 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 10000.00000000 GBP 13552.86000000 USD 2025-07-02 -173.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 252.50000000 0.000147841840 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14846.65000000 USD 11000.00000000 GBP 2025-07-02 252.50000000 N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 000000000 67598.00000000 NS 2440693.73000000 1.429056056802 Long EC CORP TW N 2 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -139.68000000 -0.00008178434 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 13300000.00000000 CLP 14136.45000000 USD 2025-07-02 -139.68000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 49.22000000 0.000028818912 N/A DFE SE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 13691.54000000 USD 130000.00000000 SEK 2025-07-02 49.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -224.81000000 -0.00013162900 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 45000.00000000 AUD 29391.95000000 USD 2025-07-02 -224.81000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWLL5 1088120.94000000 PA USD 1088325.23000000 0.637227744958 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.50000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -507946.34000000 -0.29740880012 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 12562000.00000000 EUR 14289469.71000000 USD 2025-07-02 -507946.34000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 50.87000000 0.000029785007 N/A DFE SE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 14779.47000000 USD 140000.00000000 SEK 2025-08-05 50.87000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -372.26000000 -0.00021796278 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 12000.00000000 EUR 13763.15000000 USD 2025-07-02 -372.26000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 400.33000000 0.000234398115 N/A DFE XX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 14913.03000000 USD 13000.00000000 EUR 2025-07-02 400.33000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 157.46000000 0.000092194757 N/A DFE CN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 68993.52000000 USD 495000.00000000 CNY 2025-07-02 157.46000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 319.32000000 0.000186965768 N/A DFE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 13916.30000000 USD 2050000.00000000 JPY 2025-07-02 319.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -76.21000000 -0.00004462188 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 242000.00000000 CNY 33730.94000000 USD 2025-07-02 -76.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1521.33000000 -0.00089075733 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 743000.00000000 CZK 33875.97000000 USD 2025-07-02 -1521.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 238.61000000 0.000139709075 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14860.54000000 USD 11000.00000000 GBP 2025-07-02 238.61000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -253.00000000 -0.00014813459 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 931000.00000000 CNY 129806.72000000 USD 2025-07-02 -253.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 156.08000000 0.000091386750 N/A DFE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 28119.41000000 USD 285000.00000000 NOK 2025-07-02 156.08000000 N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CD0 60000.00000000 PA USD 60088.72000000 0.035182681139 Long DBT CORP US N 2 2026-02-10 Fixed 4.88000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1.00000000 NC USD 3156.25000000 0.001848023012 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USU5 Comdty 2025-09-19 112312.50000000 USD 3156.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 68.60000000 0.000040166139 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 140000.00000000 SEK 14866.35000000 USD 2025-07-02 68.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1.21000000 -0.00000070846 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 140000.00000000 NOK 13888.51000000 USD 2025-07-02 -1.21000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -409.10000000 -0.00023953305 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 12000.00000000 EUR 13726.31000000 USD 2025-07-02 -409.10000000 N N N Japan Government Forty Year Bonds 353800WZS8AXZXFUC241 000000000 46700000.00000000 PA 181021.08000000 0.105990058319 Long DBT NUSS JP N 2 2062-03-20 Fixed 1.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 866.10000000 0.000507112152 N/A DFE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 21819.64000000 USD 18000.00000000 CHF 2025-07-02 866.10000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -701.54000000 -0.00041076025 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 25000.00000000 EUR 28747.23000000 USD 2025-07-02 -701.54000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 702.45000000 0.000411293074 N/A DFE GB N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 41849.69000000 USD 31000.00000000 GBP 2025-07-02 702.45000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -8.39000000 -0.00000491244 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1100000.00000000 CLP 1172.34000000 USD 2025-07-02 -8.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -3070.27000000 -0.00179768066 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 628000.00000000 DKK 96081.10000000 USD 2025-07-02 -3070.27000000 N N N MercadoLibre Inc 549300DKPDN9M5S8GB14 58733R102 377.00000000 NS USD 985338.51000000 0.576927759681 Long EC CORP US N 1 N N N Nasdaq Inc 549300L8X1Q78ERXFD06 631103108 16362.00000000 NS USD 1463090.04000000 0.856657128917 Long EC CORP US N 1 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -176.11000000 -0.00010311456 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 25000.00000000 NZD 15062.64000000 USD 2025-07-02 -176.11000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -9.97000000 -0.00000583755 N/A DFE TH N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 26464.39000000 USD 860000.00000000 THB 2025-07-02 -9.97000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -237.74000000 -0.00013919968 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 741000.00000000 CNY 103279.18000000 USD 2025-07-02 -237.74000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -786.59000000 -0.00046055807 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 5400000.00000000 HUF 15130.65000000 USD 2025-07-02 -786.59000000 N N N Clean Harbors Inc 5493000SJVZVZJKHJF48 184496107 6398.00000000 NS USD 1479089.64000000 0.866025090577 Long EC CORP US N 1 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC 50.79000000 0.000029738166 N/A DFE JP N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 13837.62000000 USD 2000000.00000000 JPY 2025-07-02 50.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 203.50000000 0.000119151741 N/A DFE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 13537.26000000 USD 130000.00000000 SEK 2025-07-02 203.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -561.62000000 -0.00032883538 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 49000.00000000 EUR 57287.72000000 USD 2025-08-05 -561.62000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 348.51000000 0.000204056871 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 12608.95000000 USD 11000.00000000 EUR 2025-07-02 348.51000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -125.54000000 -0.00007350520 N/A DFE JP N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 98038.81000000 USD 14100000.00000000 JPY 2025-07-02 -125.54000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 410.31000000 0.000240241527 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 29038.46000000 USD 25000.00000000 EUR 2025-07-02 410.31000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -328.20000000 -0.00019216511 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 20000.00000000 AUD 12834.80000000 USD 2025-07-02 -328.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 233.98000000 0.000136998154 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 20017.03000000 USD 380000.00000000 MXN 2025-07-02 233.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -175.37000000 -0.00010268128 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 20000.00000000 AUD 12995.91000000 USD 2025-08-05 -175.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -22.26000000 -0.00001303350 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2100000.00000000 JPY 14560.57000000 USD 2025-07-02 -22.26000000 N N N United States Treasury 254900HROIFWPRGM1V77 912828YQ7 1028000.00000000 PA USD 998083.60000000 0.584390165895 Long DBT UST US N 2 2026-10-31 Fixed 1.63000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -204.17000000 -0.00011954403 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 138000.00000000 SEK 14382.18000000 USD 2025-07-02 -204.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -715.27000000 -0.00041879934 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 45000.00000000 AUD 28901.49000000 USD 2025-07-02 -715.27000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -353.10000000 -0.00020674437 N/A DFE JP N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 204623.79000000 USD 29416000.00000000 JPY 2025-07-02 -353.10000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -100.92000000 -0.00005908989 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 39000000.00000000 KRW 28782.29000000 USD 2025-08-05 -100.92000000 N N N Canada Government Bonds 4BFD7AQU0A75QLAHK410 135087Q49 211000.00000000 PA 157459.38000000 0.092194394537 Long DBT NUSS CA N 2 2028-09-01 Fixed 3.25000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 000000000 1.00000000 NC -405.33000000 -0.00023732567 N/A DFE US N 2 Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 10000.00000000 CHF 12197.86000000 USD 2025-07-02 -405.33000000 N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 000000000 150600.00000000 NS 1354311.74000000 0.792966102652 Long EC CORP HK N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -253.74000000 -0.00014856787 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 11000.00000000 GBP 14845.41000000 USD 2025-07-02 -253.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -245.69000000 -0.00014385450 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 11000.00000000 GBP 14853.46000000 USD 2025-07-02 -245.69000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -242.77000000 -0.00014214480 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 140000.00000000 SEK 14554.98000000 USD 2025-07-02 -242.77000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 314.62000000 0.000184213861 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 4100000.00000000 JPY 28785.85000000 USD 2025-07-02 314.62000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810SA7 575500.00000000 PA USD 427600.99000000 0.250365614146 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N Reliance Industries Ltd 5493003UOETFYRONLG31 759470107 5962.00000000 NS USD 416147.60000000 0.243659514093 Long EC CORP IN N 1 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -145.60000000 -0.00008525058 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1071000.00000000 CNY 149320.59000000 USD 2025-07-02 -145.60000000 N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 000000000 21010.00000000 NS 1349411.40000000 0.790096893594 Long EC CORP KY N 2 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -185.16000000 -0.00010841344 N/A DFE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 28656.39000000 USD 4100000.00000000 JPY 2025-07-02 -185.16000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -324.72000000 -0.00019012753 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 25000.00000000 NZD 14914.03000000 USD 2025-07-02 -324.72000000 N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 131000.00000000 PA 29298.35000000 0.017154542582 Long DBT NUSS PL N 2 2032-04-25 Fixed 1.75000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 820.83000000 0.000480606013 N/A DFE HU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 19517.87000000 USD 6900000.00000000 HUF 2025-07-02 820.83000000 N N N Canada Government Bonds 4BFD7AQU0A75QLAHK410 135087S62 255000.00000000 PA 186745.95000000 0.109342039785 Long DBT NUSS CA N 2 2035-06-01 Fixed 3.25000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1773.82000000 0.001038593324 N/A DFE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 73845.31000000 USD 60000.00000000 CHF 2025-07-02 1773.82000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -2.00000000 NC 5654.16000000 0.003310579895 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 30 Year Euro BUXL Futures UBU5 Comdty 2025-09-08 -242280.00000000 EUR 5654.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 101.70000000 0.000059546594 N/A DFE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 42559.57000000 USD 430000.00000000 NOK 2025-07-02 101.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 190.04000000 0.000111270746 N/A DFE IL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 29498.53000000 USD 100000.00000000 ILS 2025-07-02 190.04000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -47.94000000 -0.00002806945 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 370000.00000000 THB 11361.86000000 USD 2025-08-05 -47.94000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 319000.00000000 PA 76484.99000000 0.044782897940 Long DBT NUSS MY N 2 2028-04-20 Fixed 3.52000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 6.95000000 0.000004069310 N/A DFE NO N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 13882.77000000 USD 140000.00000000 NOK 2025-07-02 6.95000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 2.00000000 NC USD 570.10000000 0.000333800528 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Note Futures FVU5 Comdty 2025-09-30 217429.90000000 USD 570.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -454.90000000 -0.00026634951 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 270000.00000000 MXN 13933.97000000 USD 2025-07-02 -454.90000000 N N N Kingdom of Belgium Government Bonds 549300SZ25JZFHRHWD76 000000000 93000.00000000 PA 100648.96000000 0.058931198179 Long DBT NUSS BE N 2 2055-06-22 Fixed 3.50000000 N N N N N N Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 000000000 1.00000000 NC 47.92000000 0.000028057746 N/A DFE JP N 2 Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 13840.49000000 USD 2000000.00000000 JPY 2025-07-02 47.92000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -37499.16000000 -0.02195621722 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 2806000.00000000 GBP 3814748.58000000 USD 2025-08-05 -37499.16000000 N N N French Republic Government Bonds OAT 969500KCGF3SUYJHPV70 000000000 204000.00000000 PA 240095.76000000 0.140579006625 Long DBT NUSS FR N 2 2033-05-25 Fixed 3.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -267.04000000 -0.00015635518 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 20000.00000000 AUD 12895.96000000 USD 2025-07-02 -267.04000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -758.36000000 -0.00044402906 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1693000.00000000 TWD 57870.45000000 USD 2025-08-05 -758.36000000 N N N Japan Government Thirty Year Bonds 353800WZS8AXZXFUC241 000000000 132050000.00000000 PA 555388.52000000 0.325186777279 Long DBT NUSS JP N 2 2049-12-20 Fixed 0.40000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 562.35000000 0.000329262809 N/A DFE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 12040.84000000 USD 10000.00000000 CHF 2025-07-02 562.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 175.95000000 0.000103020878 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 28500.36000000 USD 540000.00000000 MXN 2025-08-05 175.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -16.50000000 -0.00000966095 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 13904.91000000 USD 2000000.00000000 JPY 2025-07-02 -16.50000000 N N N Italy Buoni Poliennali Del Tesoro 815600DE60799F5A9309 000000000 793000.00000000 PA 930599.79000000 0.544877569034 Long DBT NUSS IT N 2 2040-10-01 Fixed 3.85000000 N N N N N N Japan Government Ten Year Bonds 353800WZS8AXZXFUC241 000000000 70350000.00000000 PA 464972.93000000 0.272247342506 Long DBT NUSS JP N 2 2032-12-20 Fixed 0.50000000 N N N N N N French Republic Government Bonds OAT 969500KCGF3SUYJHPV70 000000000 679000.00000000 PA 807610.82000000 0.472866021522 Long DBT NUSS FR N 2 2027-09-24 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810ST6 573000.00000000 PA USD 365041.29000000 0.213736143968 Long DBT UST US N 2 2040-11-15 Fixed 1.38000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -189.72000000 -0.00011108338 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 138000.00000000 SEK 14396.63000000 USD 2025-07-02 -189.72000000 N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816ED7 75000.00000000 PA USD 75852.87000000 0.044412783942 Long DBT CORP US N 2 2029-04-25 Fixed 4.73000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 739.59000000 0.000433038998 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 57109.75000000 USD 49000.00000000 EUR 2025-08-05 739.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 214.84000000 0.000125791449 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 21504.12000000 USD 33000.00000000 AUD 2025-07-02 214.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 82.69000000 0.000048416007 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2000000.00000000 JPY 13971.10000000 USD 2025-07-02 82.69000000 N N N Republic of Austria Government Bonds 529900QWWUI4XRVR7I03 000000000 175000.00000000 PA 216335.47000000 0.126667065967 Long DBT NUSS AT N 2 2030-10-20 Fixed 3.45000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -99.76000000 -0.00005841070 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 46900000.00000000 COP 11380.57000000 USD 2025-07-02 -99.76000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 174.56000000 0.000102207016 N/A DFE CA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 14512.42000000 USD 20000.00000000 CAD 2025-07-02 174.56000000 N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 2143.00000000 NS USD 1670532.79000000 0.978117398464 Long EC CORP US N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 135.08000000 0.000079090993 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 140000.00000000 NOK 14024.80000000 USD 2025-07-02 135.08000000 N N N Anglo American PLC 549300S9XF92D1X8ME43 000000000 35221.00000000 NS 1039768.43000000 0.608797144147 Long EC CORP GB N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 160.11000000 0.000093746364 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14939.04000000 USD 11000.00000000 GBP 2025-07-02 160.11000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 1513.92000000 0.000886418692 N/A DFE GB N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 145359.60000000 USD 107000.00000000 GBP 2025-07-02 1513.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -41.73000000 -0.00002443342 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 280000.00000000 THB 8571.34000000 USD 2025-07-02 -41.73000000 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 21621.00000000 NS USD 4743431.19000000 2.777337028721 Long EC CORP US N 1 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1299.62000000 0.000760943419 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 88425.88000000 USD 76000.00000000 EUR 2025-08-05 1299.62000000 N N N Norway Government Bonds 549300L0BT3FJTN9MX24 000000000 3319000.00000000 PA 327628.51000000 0.191830503287 Long DBT NUSS NO N 2 2035-06-12 Fixed 3.75000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 352.55000000 0.000206422340 N/A DFE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 11522.88000000 USD 40000.00000000 ILS 2025-07-02 352.55000000 N N N Infineon Technologies AG TSI2PJM6EPETEQ4X1U25 000000000 37603.00000000 NS 1600035.80000000 0.936840547827 Long EC CORP DE N 2 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 421.56000000 0.000246828540 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 17111.55000000 USD 329000.00000000 MXN 2025-07-02 421.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 209.47000000 0.000122647249 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 29305.50000000 USD 25000.00000000 EUR 2025-08-05 209.47000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 38.66000000 0.000022635903 N/A DFE TH N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 14454.87000000 USD 470000.00000000 THB 2025-08-05 38.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 519.79000000 0.000304343408 N/A DFE NZ N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 29957.70000000 USD 50000.00000000 NZD 2025-07-02 519.79000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 244.30000000 0.000143040640 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 13891.11000000 USD 12000.00000000 EUR 2025-07-02 244.30000000 N N N Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 000000000 1.00000000 NC -1161.41000000 -0.00068001977 N/A DFE NO N 2 Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 88269.77000000 USD 878000.00000000 NOK 2025-07-02 -1161.41000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -65.86000000 -0.00003856183 N/A DFE JP N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 14648.69000000 USD 2100000.00000000 JPY 2025-07-02 -65.86000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 654.57000000 0.000383258747 N/A DFE TW N 2 Bank of America NA B4TYDEB6GKMZO031MB27 57301.06000000 USD 1693000.00000000 TWD 2025-07-02 654.57000000 N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076307 2824.00000000 NS USD 1187379.04000000 0.695224963286 Long EC CORP US N 1 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -420.78000000 -0.00024637184 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 6200000.00000000 JPY 42633.28000000 USD 2025-07-02 -420.78000000 N N N Australia Government Bonds 213800J6B7JSBDETCB42 000000000 94000.00000000 PA 33580.93000000 0.019662045597 Long DBT NUSS AU N 2 2051-06-21 Fixed 1.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -18.00000000 NC USD -38756.92000000 -0.02269265110 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYU5 Comdty 2025-09-19 -2018024.33000000 USD -38756.92000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 48.03000000 0.000028122152 N/A DFE CL N 2 Bank of America NA B4TYDEB6GKMZO031MB27 8646.46000000 USD 8100000.00000000 CLP 2025-07-02 48.03000000 N N N Fast Retailing Co Ltd 353800ZCXKHDPY0N5218 000000000 2801.00000000 NS 959829.10000000 0.561991687851 Long EC CORP JP N 2 N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 000000000 1.00000000 NC -274.95000000 -0.00016098659 N/A DFE US N 2 Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 25000.00000000 NZD 14963.80000000 USD 2025-07-02 -274.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 29.42000000 0.000017225770 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2100000.00000000 JPY 14612.25000000 USD 2025-07-02 29.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2040.66000000 -0.00119483141 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 62000.00000000 EUR 70992.28000000 USD 2025-07-02 -2040.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -230.69000000 -0.00013507181 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2100000.00000000 JPY 14352.14000000 USD 2025-07-02 -230.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 1063.30000000 0.000622575166 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 51588.72000000 USD 80000.00000000 AUD 2025-07-02 1063.30000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1298.48000000 -0.00076027593 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 76000.00000000 EUR 88225.77000000 USD 2025-07-02 -1298.48000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -143.91000000 -0.00008426106 N/A DFE JP N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 28615.14000000 USD 4100000.00000000 JPY 2025-07-02 -143.91000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 36.83000000 0.000021564415 N/A DFE CN N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 16910.23000000 USD 121000.00000000 CNY 2025-08-05 36.83000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 119.39000000 0.000069904306 N/A DFE CL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 16840.22000000 USD 15800000.00000000 CLP 2025-07-02 119.39000000 N N N Sweden Government Bonds ERE94C0BSULG2RM19605 000000000 655000.00000000 PA 67167.81000000 0.039327574993 Long DBT NUSS SE N 2 2033-11-11 Fixed 1.75000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 172000.00000000 PA 41774.68000000 0.024459586527 Long DBT NUSS MY N 2 2029-08-15 Fixed 3.89000000 N N N N N N JAPAN TREASURY DISC BILL 353800WZS8AXZXFUC241 000000000 81250000.00000000 PA 564130.14000000 0.330305102800 Long STIV NUSS JP N 2 2025-07-14 None 0.00000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -308.19000000 -0.00018044901 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1042000.00000000 MYR 247168.36000000 USD 2025-07-02 -308.19000000 N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBQ4 80000.00000000 PA USD 80970.12000000 0.047408996460 Long DBT CORP US N 2 2027-02-26 Fixed 4.80000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 1034800.00000000 PA 50900.76000000 0.029803018084 Long DBT NUSS MX N 2 2036-02-21 Fixed 8.00000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 000000000 1.00000000 NC -16.29000000 -0.00000953799 N/A DFE JP N 2 Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 14599.12000000 USD 2100000.00000000 JPY 2025-07-02 -16.29000000 N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 15836.00000000 NS USD 1421122.64000000 0.832084702471 Long EC CORP US N 1 N N N Israel Government Bonds - Fixed 213800T8ZHTFZIBYPE21 000000000 122000.00000000 PA 30457.44000000 0.017833203966 Long DBT NUSS IL N 2 2032-04-30 Fixed 1.30000000 N N N N N N French Republic Government Bonds OAT 969500KCGF3SUYJHPV70 000000000 373000.00000000 PA 432254.33000000 0.253090201680 Long DBT NUSS FR N 2 2042-05-25 Fixed 3.60000000 N N N N N N 2025-07-15 SUNAMERICA SERIES TRUST Shawn Parry Shawn Parry Assistant Treasurer