NPORT-P false 0000053808 XXXXXXXX S000005159 C000014125 C000014126 C000014127 C000130466 BNY Mellon Investment Funds III 811-00524 0000053808 549300DOYFL5R4I71F16 240 Greenwich Street New York 10286 212-922-6400 BNY Mellon International Bond Fund S000005159 K5QENRME0RO77ZENN187 2026-10-31 2026-01-31 N 133970529.02 5741175.46 128229353.56 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 7064189.66000000 AUD CAD CHF CNY COP EUR GBP JPY KRW USD ACMBS AMBS UST Bloomberg Global Aggregate EX USD Index (unhedged) LG38TRUU GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 53858.61000000 0.042001779237 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -4439820.35000000 USD 40015574.30000000 SEK 2026-02-05 53858.61000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 1763.04000000 0.001374911399 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -393826.87000000 AUD 458295.89000000 NZD 2026-02-05 1763.04000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -12352.82000000 -0.00963337929 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -438000.00000000 AUD 292645.85000000 USD 2026-02-05 -12352.82000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -4334.27000000 -0.00338009190 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -375000.00000000 EUR 440296.69000000 USD 2026-02-05 -4334.27000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -127.00000000 NC USD 41531.69000000 0.032388598122 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-03-20 -14539375.44000000 USD 41531.69000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -914.96000000 -0.00071353397 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -132000.00000000 SGD 102893.83000000 USD 2026-02-05 -914.96000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 2970.29000000 0.002316388500 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -205875.66000000 USD 823000.00000000 MYR 2026-02-12 2970.29000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 43.00000000 NC 32834.76000000 0.025606274295 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2026-03-06 6449946.15000000 USD 32834.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -12.36000000 -0.00000963897 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -16763.13000000 USD 2591033.00000000 JPY 2026-02-05 -12.36000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 476.22000000 0.000371381424 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -29766000.00000000 JPY 192910.42000000 USD 2026-02-05 476.22000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -18326.13000000 -0.01429168087 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -825128245.00000000 JPY 5316045.14000000 USD 2026-02-05 -18326.13000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -45031.63000000 -0.03511803557 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -2412058.43000000 AUD 1634590.79000000 USD 2026-02-05 -45031.63000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 494446.52000000 0.385595424349 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -36093111.17000000 USD 30848000.00000000 EUR 2026-02-12 494446.52000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -12103.72000000 -0.00943911800 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -443000.00000000 GBP 594069.25000000 USD 2026-02-05 -12103.72000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -10612.62000000 -0.00827627973 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -295000.00000000 CHF 371236.16000000 USD 2026-02-05 -10612.62000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 9250.44000000 0.007213980062 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -217190.08000000 USD 376000.00000000 NZD 2026-02-05 9250.44000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -1707.51000000 -0.00133160618 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -82000.00000000 GBP 110496.07000000 USD 2026-02-05 -1707.51000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -665.73000000 -0.00051917129 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -90000.00000000 SGD 70146.40000000 USD 2026-02-12 -665.73000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 124369.76000000 0.096990085769 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1749184.64000000 USD 3111000.00000000 NZD 2026-02-05 124369.76000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -10963.68000000 -0.00855005480 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -696000.00000000 EUR 814533.60000000 USD 2026-02-12 -10963.68000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -1364.54000000 -0.00106414012 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -968000.00000000 ZAR 58502.08000000 USD 2026-02-12 -1364.54000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -14373.62000000 -0.01120930551 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1683040000.00000000 COP 439763.27000000 USD 2026-02-12 -14373.62000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 2774.24000000 0.002163498390 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -293144.85000000 USD 1863000.00000000 DKK 2026-02-12 2774.24000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 606.13000000 0.000472692081 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -2033292.00000000 GBP 2782633.71000000 USD 2026-03-27 606.13000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 18982.41000000 0.014803482566 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1939473.68000000 USD 10318000.00000000 BRL 2026-02-03 18982.41000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -6375.30000000 -0.00497179454 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -2975000.00000000 SEK 276391.00000000 EUR 2026-02-05 -6375.30000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 1119.96000000 0.000873403763 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -7418736.43000000 THB 237099.87000000 USD 2026-02-12 1119.96000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -15873.10000000 -0.01237867895 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -548000.00000000 NZD 314151.91000000 USD 2026-02-05 -15873.10000000 N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 000000000 1.00000000 NC USD 161.11000000 0.000125642058 N/A DFE CORP US N 2 RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 -2826506.64000000 USD 2378000.00000000 EUR 2026-03-27 161.11000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -16259.92000000 -0.01268034155 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -12626475.27000000 NOK 1294806.68000000 USD 2026-02-05 -16259.92000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC 286.66000000 0.000223552558 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 ELECTROLUX AB ELECTROLUX AB Y Default Event 2029-12-20 0.00000000 USD -1040.97000000 USD 80000.00000000 EUR 1327.63000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -3961.74000000 -0.00308957340 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -779947.63000000 CHF 1011416.32000000 USD 2026-03-27 -3961.74000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 9075.74000000 0.007077739806 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -368739.34000000 USD 1171000.00000000 ILS 2026-02-12 9075.74000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -5331.81000000 -0.00415802610 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -199000.00000000 AUD 133240.65000000 USD 2026-02-05 -5331.81000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 537.49000000 0.000419162995 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 ELECTROLUX AB ELECTROLUX AB Y Default Event 2029-12-20 0.00000000 USD -2056.61000000 USD 150000.00000000 EUR 2594.10000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 48766.95000000 0.038031034740 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1793726.68000000 USD 2508195.00000000 CAD 2026-02-05 48766.95000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -7817.80000000 -0.00609673197 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 YUM! BRANDS INC Yum! Brands Inc Y Default Event 2029-12-20 0.00000000 USD -1162.64000000 USD -420000.00000000 USD -6655.16000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -44639.78000000 -0.03481245031 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -1571240.00000000 NZD 901616.61000000 USD 2026-02-05 -44639.78000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -1869.44000000 -0.00145788772 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -541018.00000000 NZD 324595.00000000 USD 2026-03-27 -1869.44000000 N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 000000000 1.00000000 NC USD 4119.77000000 0.003212813513 N/A DFE CORP US N 2 RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 -203374.68000000 USD 175000.00000000 EUR 2026-02-05 4119.77000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -22294.08000000 -0.01738609716 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -973000.00000000 GBP 1309088.80000000 USD 2026-02-12 -22294.08000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -1093.59000000 -0.00085283904 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1715846000.00000000 IDR 101124.85000000 USD 2026-02-05 -1093.59000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 7158.93000000 0.005582910465 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -276487.79000000 EUR 2983000.00000000 SEK 2026-02-05 7158.93000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -4509.83000000 -0.00351700283 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -27543000.00000000 JPY 173552.90000000 USD 2026-02-05 -4509.83000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 4864.99000000 0.003793975298 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -284533.48000000 USD 244000.00000000 EUR 2026-02-12 4864.99000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 2099.74000000 0.001637487783 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -648210.98000000 USD 100591000.00000000 JPY 2026-02-05 2099.74000000 N N N AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A 000000000 198.00000000 NC -14295.90000000 -0.01114869536 N/A DIR CORP AU N 1 AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A Long AUSTRALIAN GOVERNMENT Australia Government Bond 2026-03-16 14809896.86000000 USD -14295.90000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -81844.55000000 -0.06382668845 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -15742000.00000000 NOK 1552721.71000000 USD 2026-02-05 -81844.55000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 2992.90000000 0.002334020968 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -283514.44000000 USD 1018000.00000000 PLN 2026-02-12 2992.90000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 4812.89000000 0.003753344976 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -20620000.00000000 CNY 2977262.28000000 USD 2026-03-27 4812.89000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -135.00000000 NC USD 242282.33000000 0.188944514866 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-03-20 -16096344.83000000 USD 242282.33000000 N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 000000000 1.00000000 NC USD -902.29000000 -0.00070365323 N/A DFE CORP US N 2 RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 -291679.31000000 USD 395000.00000000 CAD 2026-03-27 -902.29000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -29579.88000000 -0.02306794753 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -15598000.00000000 CNY 2212135.54000000 USD 2026-02-05 -29579.88000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 4635.61000000 0.003615092700 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -166039.00000000 USD 131855.89000000 CHF 2026-02-05 4635.61000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 1842.66000000 0.001437003267 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -323977.54000000 USD 541018.00000000 NZD 2026-02-05 1842.66000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 690.24000000 0.000538285486 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -155661.57000000 USD 259106.76000000 NZD 2026-03-27 690.24000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 1515.62000000 0.001181960259 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -2033292.55000000 GBP 2783543.95000000 USD 2026-03-27 1515.62000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 17328.22000000 0.013513458127 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1585260.99000000 USD 1238091.74000000 CHF 2026-02-05 17328.22000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -1059.25000000 -0.00082605890 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -119000.00000000 EUR 140036.97000000 USD 2026-02-05 -1059.25000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -1100.78000000 -0.00085844618 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -479129.97000000 USD 8025015000.00000000 IDR 2026-02-12 -1100.78000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 7400.58000000 0.005771361856 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -655000.00000000 EUR 785982.32000000 USD 2026-03-27 7400.58000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 1935.41000000 0.001509334599 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1732701.00000000 EUR 2061552.75000000 USD 2026-03-27 1935.41000000 N N N OSAKA EXCHANGE,INC 3538001249AILNPRUX57 000000000 -5.00000000 NC 46232.69000000 0.036054685387 N/A DIR CORP JP N 1 OSAKA EXCHANGE,INC 3538001249AILNPRUX57 Short JAPAN (10 YEAR ISSUE) Japan Government Ten Year Bond 2026-03-13 -4265273.41000000 USD 46232.69000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -373.60000000 -0.00029135294 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -165467.74000000 USD 25537000.00000000 JPY 2026-02-05 -373.60000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 1546.71000000 0.001206205878 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1176506.29000000 USD 861000.00000000 GBP 2026-03-27 1546.71000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -623.85000000 -0.00048651106 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -2782851.07000000 USD 2033292.00000000 GBP 2026-02-05 -623.85000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -1775.83000000 -0.00138488571 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -530000.00000000 MXN 28535.57000000 USD 2026-02-05 -1775.83000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 7674.08000000 0.005984651553 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -711261.55000000 USD 111206000.00000000 JPY 2026-02-05 7674.08000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 6088.97000000 0.004748499334 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -6804046000.00000000 COP 1825193.07000000 USD 2026-03-27 6088.97000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 9100000.00000000 NC 20179.11000000 0.015736732222 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DCR CORP US US IHS MARKIT LTD ITRAXX.EU.44.V1 Default Event 2030-12-20 0.00000000 USD 0.00000000 USD N/A N/A 9100000.00000000 USD 0.50000000 EUR 2026-03-18 XXXX -1882.01000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 13059.72000000 0.010184657129 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -930310.36000000 USD 1284214.00000000 CAD 2026-02-05 13059.72000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC 19310.46000000 0.015059313225 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 VIRGIN MEDIA FINANCE PLC VIRGIN MEDIA FINANCE PLC Y Default Event 2029-12-20 8884.29000000 USD 0.00000000 USD 280000.00000000 EUR 10426.17000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -72004.86000000 -0.05615318022 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -2640052.98000000 NZD 1517928.56000000 USD 2026-02-05 -72004.86000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 3644.74000000 0.002842360113 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -135925.56000000 USD 102000.00000000 GBP 2026-02-05 3644.74000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -2680.04000000 -0.00209003627 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -2057112.10000000 USD 1732699.91000000 EUR 2026-02-05 -2680.04000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -15192.46000000 -0.01184788005 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -586000.00000000 AUD 392865.12000000 USD 2026-02-05 -15192.46000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -3869.65000000 -0.00301775677 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -118000.00000000 CHF 148869.86000000 USD 2026-02-05 -3869.65000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -19656.93000000 -0.01532950877 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -4523812.26000000 USD 696709245.00000000 JPY 2026-02-05 -19656.93000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 118055.60000000 0.092065971419 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1959610.26000000 USD 2983677.40000000 AUD 2026-02-05 118055.60000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 5833.44000000 0.004549223588 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -2931933.41000000 USD 2477701.00000000 EUR 2026-02-05 5833.44000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -9926.46000000 -0.00774117604 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -8540000.00000000 CNY 1220000.00000000 USD 2026-02-12 -9926.46000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -4778.75000000 -0.00372672080 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -199000.00000000 AUD 112841.09000000 EUR 2026-02-05 -4778.75000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -2195.57000000 -0.00171222106 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -150000.00000000 SGD 115768.97000000 USD 2026-02-05 -2195.57000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -5118.96000000 -0.00399203447 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1090000.00000000 NOK 108060.89000000 USD 2026-02-05 -5118.96000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 867.44000000 0.000676475374 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -44361.18000000 USD 6992000.00000000 JPY 2026-02-12 867.44000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 9036.07000000 0.007046803051 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1035000.00000000 AUD 729636.71000000 USD 2026-03-27 9036.07000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2281.23000000 -0.00177902323 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -80000.00000000 CHF 101345.87000000 USD 2026-02-12 -2281.23000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -2423.43000000 -0.00188991828 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -2056856.78000000 USD 1732701.00000000 EUR 2026-02-05 -2423.43000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -12596.14000000 -0.00982313304 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -373000.00000000 GBP 497793.29000000 USD 2026-02-05 -12596.14000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 355.67000000 0.000277370188 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -530000.00000000 MXN 30519.66000000 USD 2026-03-27 355.67000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC -29645.24000000 -0.02311891870 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD ITRAXX.EU.XO.44.V1 Y Default Event 2030-12-20 0.00000000 USD -25562.92000000 USD -220000.00000000 EUR -4082.32000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 122.64000000 0.000095641127 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -3797753000.00000000 IDR 226172.50000000 USD 2026-03-27 122.64000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -1816.85000000 -0.00141687527 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -541016.98000000 NZD 324646.98000000 USD 2026-03-27 -1816.85000000 N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 000000000 1.00000000 NC USD 148494.76000000 0.115804030728 N/A DFE CORP US N 2 RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 -14266175.42000000 USD 2228398000.00000000 JPY 2026-02-12 148494.76000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -98.96000000 -0.00007717421 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -31476.85000000 USD 245000.00000000 HKD 2026-02-12 -98.96000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -517.94000000 -0.00040391687 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -123652.22000000 USD 39642000.00000000 HUF 2026-02-05 -517.94000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -93640.05000000 -0.07302544027 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -4054631.00000000 CAD 2884849.18000000 USD 2026-02-05 -93640.05000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 265346.65000000 0.206931285726 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -4126080.94000000 USD 42292475.27000000 NOK 2026-02-05 265346.65000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 74.00000000 NC 4394.81000000 0.003427304184 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long BUNDESOBLIGATION Bundesobligation 2026-03-06 10013990.66000000 USD 4394.81000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 13339.39000000 0.010402758517 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -261095.79000000 USD 2643000.00000000 NOK 2026-02-05 13339.39000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC 2261.88000000 0.001763933091 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 ELECTROLUX AB ELECTROLUX AB Y Default Event 2029-06-20 0.00000000 USD -6371.38000000 USD 290000.00000000 EUR 8633.26000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -19260.52000000 -0.01502036738 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -2024960.10000000 USD 10631000.00000000 BRL 2026-03-03 -19260.52000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 987.22000000 0.000769886124 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -545000.00000000 NZD 472762.79000000 AUD 2026-02-05 987.22000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 1004.89000000 0.000783666120 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -249105.69000000 USD 5135000.00000000 CZK 2026-02-12 1004.89000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 663.00000000 0.000517042300 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -19762000.00000000 JPY 128970.95000000 USD 2026-03-27 663.00000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -3856.47000000 -0.00300747831 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -286000.00000000 CAD 206236.12000000 USD 2026-02-05 -3856.47000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 4351.97000000 0.003393895297 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -299101.32000000 USD 1305000.00000000 RON 2026-02-12 4351.97000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 1787.21000000 0.001393760438 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -324032.38000000 USD 541016.98000000 NZD 2026-02-05 1787.21000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -2864.86000000 -0.00223416863 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -907058.00000000 AUD 628759.54000000 USD 2026-02-05 -2864.86000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 3537.74000000 0.002758915881 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -84896.96000000 USD 127000.00000000 AUD 2026-02-12 3537.74000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 14009.20000000 0.010925111615 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -336251.83000000 USD 503000.00000000 AUD 2026-02-05 14009.20000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC 215.00000000 0.000167668317 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 ITRAXX.EU.42.V1 ITRAXX.EU.42.V1 Y Default Event 2029-12-20 0.00000000 USD -1079.48000000 USD 60000.00000000 EUR 1294.48000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 9468.77000000 0.007384245289 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -791473.89000000 USD 123890967.00000000 JPY 2026-02-05 9468.77000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 409.52000000 0.000319365253 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -88235.89000000 AUD 102704.11000000 NZD 2026-02-05 409.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 14469.47000000 0.011284054390 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -894550.06000000 USD 766663.49000000 EUR 2026-02-05 14469.47000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -19166.10000000 -0.01494673369 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -10318000.00000000 BRL 1927481.27000000 USD 2026-03-03 -19166.10000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -991.92000000 -0.00077355143 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -124000.00000000 EUR 146032.72000000 USD 2026-02-05 -991.92000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -54056.65000000 -0.04215622125 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -2190000.00000000 EUR 2542588.15000000 USD 2026-02-05 -54056.65000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -59.68000000 -0.00004654160 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -81947.74000000 USD 276000.00000000 PEN 2026-02-12 -59.68000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 3323.29000000 0.002591676482 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -550993.42000000 USD 753000.00000000 CAD 2026-03-27 3323.29000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -3688.39000000 -0.00287640068 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -39642000.00000000 HUF 119445.89000000 USD 2026-02-05 -3688.39000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 54517.50000000 0.042515616344 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1545327.60000000 USD 1169190.00000000 GBP 2026-02-05 54517.50000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 4282.41000000 0.003339648747 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -438515.94000000 CAD 542000.00000000 NZD 2026-02-05 4282.41000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 510.93000000 0.000398450109 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -39642000.00000000 HUF 123225.00000000 USD 2026-03-27 510.93000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 10432.72000000 0.008135984242 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -235337.08000000 USD 2367000.00000000 NOK 2026-02-12 10432.72000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -51233.04000000 -0.03995422153 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -1879263.00000000 NZD 1080525.71000000 USD 2026-02-05 -51233.04000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 2795.01000000 0.002179695929 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -467174.34000000 USD 361000.00000000 CHF 2026-03-27 2795.01000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 2791.47000000 0.002176935251 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -628732.09000000 USD 907058.43000000 AUD 2026-03-27 2791.47000000 N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 000000000 1.00000000 NC USD 4424.06000000 0.003450114873 N/A DFE CORP US N 2 RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 -415146.32000000 USD 571000.00000000 CAD 2026-02-12 4424.06000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -339.26000000 -0.00026457280 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -714000.00000000 BRL 133510.10000000 USD 2026-03-27 -339.26000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -5269.87000000 -0.00410972203 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -2853044.65000000 USD 19815000.00000000 CNY 2026-02-05 -5269.87000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -107195.66000000 -0.08359681853 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -10318000.00000000 BRL 1851260.43000000 USD 2026-02-03 -107195.66000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 241.51000000 0.000188342211 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -197687.86000000 USD 30616000.00000000 JPY 2026-02-05 241.51000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 915.65000000 0.000714072070 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -34957.42000000 USD 27714.00000000 CHF 2026-02-05 915.65000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 12855.50000000 0.010025395623 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -750724.07000000 USD 644000.00000000 EUR 2026-02-05 12855.50000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -278418.32000000 -0.21712526209 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -39241574.30000000 SEK 4128341.79000000 USD 2026-02-05 -278418.32000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 679.10000000 0.000529597928 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -193793.37000000 USD 279857000.00000000 KRW 2026-02-05 679.10000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 5286.54000000 0.004122722179 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -149397.71000000 USD 135187000.00000000 CLP 2026-02-12 5286.54000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -1207.64000000 -0.00094178124 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -278000.00000000 AUD 162249.15000000 EUR 2026-02-05 -1207.64000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -52739.11000000 -0.04112873420 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -3232000.00000000 EUR 3779386.91000000 USD 2026-02-05 -52739.11000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -5211.87000000 -0.00406449058 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 YUM! BRANDS INC Yum! Brands Inc Y Default Event 2029-12-20 0.00000000 USD -960.04000000 USD -280000.00000000 USD -4251.83000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 24.00000000 NC -46511.02000000 -0.03627174177 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2026-03-06 3109976.68000000 USD -46511.02000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 2815.69000000 0.002195823282 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -628707.57000000 USD 907058.00000000 AUD 2026-03-27 2815.69000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -352.27000000 -0.00027471868 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -30663.67000000 USD 530000.00000000 MXN 2026-02-05 -352.27000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -18575.64000000 -0.01448626190 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -758000.00000000 GBP 1018623.26000000 USD 2026-02-05 -18575.64000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -5139.54000000 -0.00400808384 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -714000.00000000 BRL 130311.47000000 USD 2026-02-05 -5139.54000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC -419605.25000000 -0.32723026230 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD ITRAXX.EU.FINSR.44.V1 Y Default Event 2030-12-20 0.00000000 USD -396190.58000000 USD -15750000.00000000 EUR -23414.67000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 5649.24000000 0.004405574732 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -200799.24000000 USD 3612000.00000000 MXN 2026-02-12 5649.24000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 20697.45000000 0.016140961040 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -18753953.81000000 USD 130588000.00000000 CNY 2026-02-12 20697.45000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 16211.52000000 0.012642596683 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1294489.72000000 USD 12626475.27000000 NOK 2026-03-27 16211.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1213.91000000 0.000946670919 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -158025.78000000 USD 1108000.00000000 CNY 2026-02-05 1213.91000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4152.65000000 -0.00323845506 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 MEDIOBANCA BANCA DI CREDITO FINANZIARIO SPA MEDIOBANCA BANCA DI CREDITO FINANZIARIO SPA Y Default Event 2029-12-20 5773.70000000 USD 0.00000000 USD -320000.00000000 EUR -9926.35000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -107289.12000000 -0.08366970355 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -25360000.00000000 NOK 2525959.54000000 USD 2026-02-05 -107289.12000000 N N N AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A 000000000 2.00000000 NC -223.77000000 -0.00017450762 N/A DIR CORP AU N 1 AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A Long AUSTRALIAN GOVERNMENT Australia Government Bond 2026-03-16 139445.44000000 USD -223.77000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 741.08000000 0.000577933195 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -19762000.00000000 JPY 129049.03000000 USD 2026-03-27 741.08000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 90.00000000 NC 1003.83000000 0.000782839476 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long BUNDESSCHATZANWEISUNGEN BUNDESSCHATZANWEISUNGEN 2026-03-06 11174403.12000000 USD 1003.83000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 1867.95000000 0.001456725740 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -130173.02000000 USD 1272000.00000000 NOK 2026-03-27 1867.95000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 2353.17000000 0.001835125838 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1732699.91000000 EUR 2061969.21000000 USD 2026-03-27 2353.17000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 2198.31000000 0.001714357858 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -277333.46000000 USD 1945000.00000000 CNY 2026-02-05 2198.31000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 21495.68000000 0.016763462813 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -3566682.37000000 USD 2622292.55000000 GBP 2026-02-05 21495.68000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -9883.45000000 -0.00770763458 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -1296000.00000000 MYR 318991.83000000 USD 2026-02-12 -9883.45000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 320.48000000 0.000249927174 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -135130.53000000 USD 714000.00000000 BRL 2026-02-05 320.48000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -675.83000000 -0.00052704781 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -279857000.00000000 KRW 194155.03000000 USD 2026-03-27 -675.83000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -3934.09000000 -0.00306801047 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -644629.60000000 USD 539000.00000000 EUR 2026-03-27 -3934.09000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -3951.61000000 -0.00308167349 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -32367000.00000000 JPY 205297.80000000 USD 2026-02-05 -3951.61000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC 606435.71000000 0.472930489910 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD ITRAXX.EU.44.V1 Y Default Event 2030-12-20 582425.14000000 USD 0.00000000 USD 21695000.00000000 EUR 24010.57000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 4319.19000000 0.003368331727 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -154807.43000000 USD 1417000.00000000 SEK 2026-02-05 4319.19000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 20880.64000000 0.016283822245 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -674029245.00000000 JPY 4397123.44000000 USD 2026-03-27 20880.64000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1252.48000000 -0.00097674983 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -18255000.00000000 JPY 116764.26000000 USD 2026-02-05 -1252.48000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -1407.51000000 -0.00109765039 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -118000.00000000 EUR 138503.03000000 USD 2026-02-05 -1407.51000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 2077.24000000 0.001619941099 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -142576.03000000 USD 122000.00000000 EUR 2026-02-05 2077.24000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -10815.19000000 -0.00843425448 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 INTESA SANPAOLO SPA Intesa Sanpaolo SpA Y Default Event 2029-12-20 12167.69000000 USD 0.00000000 USD -640000.00000000 EUR -22982.88000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 592.36000000 0.000461953510 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -1237947.00000000 CHF 1612218.80000000 USD 2026-03-27 592.36000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -43.00000000 NC -45281.37000000 -0.03531279597 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short FRANCE (GOVT OF) French Republic Government Bond OAT 2026-03-06 -6043423.98000000 USD -45281.37000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 243.61000000 0.000189979901 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -237000.00000000 EUR 281339.67000000 USD 2026-02-12 243.61000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 97.58000000 0.000076098020 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -2238000.00000000 CNY 321738.76000000 USD 2026-02-05 97.58000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -8483.08000000 -0.00661555233 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 UNICREDIT SPA UniCredit SpA Y Default Event 2029-12-20 13142.22000000 USD 0.00000000 USD -620000.00000000 EUR -21625.30000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -46052.59000000 -0.03591423392 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 TRANSDIGM INC TransDigm Inc Y Default Event 2029-12-20 0.00000000 USD -35887.24000000 USD -290000.00000000 USD -10165.35000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 3506.76000000 0.002734756046 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -1006058.69000000 USD 779947.00000000 CHF 2026-02-05 3506.76000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -22.00000000 NC USD 4831.29000000 0.003767694264 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-03-31 -4591659.42000000 USD 4831.29000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 -26100000.00000000 NC USD -13558.70000000 -0.01057378800 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Put Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.IG.45.V1 Default Event 2030-12-20 0.00000000 USD 0.00000000 USD N/A N/A -26100000.00000000 USD 0.57500000 USD 2026-03-18 XXXX 7582.30000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 5339.27000000 0.004163843809 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -139174.83000000 EUR 1517000.00000000 SEK 2026-02-05 5339.27000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 250.83000000 0.000195610437 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 ELECTROLUX AB ELECTROLUX AB Y Default Event 2029-12-20 0.00000000 USD -1216.26000000 USD 70000.00000000 EUR 1467.09000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 8093.31000000 0.006311589176 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Performance Leg 2026-03-20 0.00000000 USD 0.00000000 USD 550000.00000000 EUR 8093.31000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -207833.97000000 -0.16207987034 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2053-07-28 0.00000000 USD -215136.00000000 USD -1220000.00000000 EUR 7302.03000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -30420.91000000 -0.02372382699 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-11-06 0.00000000 USD 0.00000000 USD 1600000.00000000 EUR -30420.91000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -15676.95000000 -0.01222571085 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2053-07-28 0.00000000 USD -29377.07000000 USD -2157000.00000000 USD 13700.12000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -42712.21000000 -0.03330922976 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 IBOXX IG INDEX IBOXX IG INDEX Y Performance Leg 2026-03-20 0.00000000 USD 0.00000000 USD -6300000.00000000 USD -42712.21000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 51542.53000000 0.040195578133 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2055-11-25 0.00000000 USD -9545.09000000 USD -2840000.00000000 EUR 61087.62000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 1759.08000000 0.001371823183 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -395000.00000000 CAD 292536.10000000 USD 2026-03-27 1759.08000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -48541.95000000 -0.03785556789 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-11-25 14213.76000000 USD 0.00000000 USD 6390000.00000000 EUR -62755.71000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 3989.90000000 0.003111534051 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Y Performance Leg 2026-03-20 0.00000000 USD 0.00000000 USD 500000.00000000 EUR 3989.90000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 12115.66000000 0.009448429445 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2053-07-28 10583.73000000 USD 0.00000000 USD 1667000.00000000 USD 1531.93000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -1067.51000000 -0.00083250049 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 IBOXX IG INDEX IBOXX IG INDEX Y Performance Leg 2026-03-20 0.00000000 USD 0.00000000 USD -2300000.00000000 USD -1067.51000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC USD -13326.75000000 -0.01039290118 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 IBOXX IG INDEX IBOXX IG INDEX Y Performance Leg 2026-03-20 0.00000000 USD 0.00000000 USD -1800000.00000000 USD -13326.75000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 21360.87000000 0.016658330878 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-11-06 0.00000000 USD 0.00000000 USD -17500000.00000000 SEK 21360.87000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -31007.64000000 -0.02418138993 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-11-06 0.00000000 USD 0.00000000 USD 1600000.00000000 EUR -31007.64000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 406128.02000000 0.316720008894 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2053-07-28 446519.09000000 USD 0.00000000 USD 2384000.00000000 EUR -40391.07000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 1256.16000000 0.000979619693 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-11-06 0.00000000 USD 0.00000000 USD -17500000.00000000 SEK 1256.16000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 4487.74000000 0.003499775890 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2053-12-07 0.00000000 USD -32070.06000000 USD -1277000.00000000 USD 36557.80000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 37262.36000000 0.029059149847 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -1191125.74000000 USD 949000.00000000 CHF 2026-02-05 37262.36000000 N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087M68 293000.00000000 PA 137678.69000000 0.107369089976 Long DBT NUSS CA N 2 2053-12-01 Fixed 1.75000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 44000000.00000000 PA 105116.17000000 0.081975122763 Long DBT NUSS HU N 2 2033-04-20 Fixed 2.25000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 4180000.00000000 PA 189895.20000000 0.148090273192 Long DBT NUSS CZ N 2 2033-03-03 Fixed 3.00000000 N N N N N N REPUBLIC OF AUSTRIA 529900QWWUI4XRVR7I03 000000000 1275000.00000000 PA 1509153.44000000 1.176917295534 Long DBT NUSS AT N 2 2034-02-20 Fixed 2.90000000 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 013051ES2 159000.00000000 PA 114305.08000000 0.089141118493 Long DBT NUSS CA N 2 2054-12-01 Fixed 4.45000000 N N N N N N IRELAND GOVERNMENT BOND 549300KXBEJAOJ9OVF93 000000000 525000.00000000 PA 606016.71000000 0.472603731653 Long DBT NUSS IE N 2 2034-10-18 Fixed 2.60000000 N N N N N N Ballyrock Ltd 254900B0CDDYIJW8YL36 05875AAJ7 545000.00000000 PA USD 546657.89000000 0.426312599122 Long ABS-CBDO CORP JE N 2 2038-07-15 Floating 4.99219000 N N N N N N SARTORIUS FINANCE BV 529900JCAKTMRXK9EA58 000000000 100000.00000000 PA 126703.53000000 0.098810082467 Long DBT CORP NL N 2 2035-09-14 Fixed 4.87500000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AX3 140000.00000000 PA USD 123959.19000000 0.096669901671 Long DBT CORP US N 2 2033-05-18 Fixed 5.65000000 N N N N N FINNISH GOVERNMENT 743700M6Y2OQRVSBRD14 000000000 500000.00000000 PA 597500.26000000 0.465962155631 Long DBT NUSS FI N 2 2033-09-15 Fixed 3.00000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 4341.63000000 0.003385831620 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -432128.20000000 USD 368000.00000000 EUR 2026-02-12 4341.63000000 N N N Aligned Data Centers Issuers L N/A 01627AAD0 379000.00000000 PA USD 381589.86000000 0.297583860018 Long ABS-O CORP US N 2 2048-08-17 Fixed 6.00000000 N N N N N N WESTERN ALLIANCE BANK SI7YQSVPFZBSQ878IC17 95758BCL1 260000.00000000 PA USD 263471.00000000 0.205468555120 Long DBT CORP US N 2 2035-11-15 Fixed 6.53700000 N N N N N N DEUTSCHE BOERSE AG 529900G3SW56SHYNPR95 000000000 900000.00000000 PA 1076679.44000000 0.839651304563 Long DBT CORP DE N 2 2026-09-28 Fixed 3.87500000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 3875000.00000000 PA 4055019.38000000 3.162317571929 Long DBT NUSS ES N 2 2032-04-30 Fixed 0.70000000 N N N N N N VOLKSWAGEN FINANCIAL SER 529900SSGT49ZZSWYE62 000000000 400000.00000000 PA 478566.55000000 0.373211387809 Long DBT CORP DE N 2 2027-05-19 Fixed 3.25000000 N N N N N N SUEZ 5493007LKZ37MXEN5D79 000000000 400000.00000000 PA 513394.57000000 0.400372111179 Long DBT CORP FR N 2 2032-11-03 Fixed 5.00000000 N N N N N N OBRIGACOES DO TESOURO 549300P6U1FJ3IMP7K42 000000000 450000.00000000 PA 528678.58000000 0.412291386739 Long DBT NUSS PT N 2 2034-10-20 Fixed 2.87500000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 000000000 540000.00000000 PA 638311.11000000 0.497788604776 Long DBT CORP JP N 2 2036-10-06 Fixed 3.68600000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 000000000 1193700000.00000000 PA 863377.34000000 0.673307098593 Long DBT NUSS KR N 2 2032-12-10 Fixed 4.25000000 N N N N N N DEUTSCHE BAHN AG 52990063S23N13HU4E98 000000000 40000.00000000 PA 25495.14000000 0.019882452256 Long DBT CORP DE N 2 2051-05-29 Fixed 1.12500000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -709.81000000 -0.00055354720 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -442802.90000000 USD 3075000.00000000 CNY 2026-02-12 -709.81000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -25289.91000000 -0.01972240309 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -577000.00000000 AUD 376500.58000000 USD 2026-02-05 -25289.91000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CNT4 3339400.00000000 PA USD 3342791.56000000 2.606884825661 Long DBT UST US N 2 2035-08-15 Fixed 4.25000000 N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 1785000.00000000 PA 1550738.02000000 1.209347140063 Long DBT NUSS IT N 2 2050-09-01 Fixed 2.45000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 1375000.00000000 PA 416164.86000000 0.324547265073 Long DBT NUSS PL N 2 2033-10-25 Fixed 6.00000000 N N N N N N VOLKSBANK WIEN AG 529900D4CD6DIB3CI904 000000000 300000.00000000 PA 373138.73000000 0.290993223969 Long DBT CORP AT N 2 2035-12-04 Fixed 5.50000000 N N N N N N Mosaic Solar Loans LLC N/A 61945WAA7 209196.66000000 PA USD 201126.50000000 0.156849032156 Long ABS-O CORP US N 2 2053-09-22 Fixed 5.36000000 N N N N N N CELLNEX FINANCE CO SA 549300OUROMFTRFA7T23 000000000 100000.00000000 PA 118707.10000000 0.092574045415 Long DBT CORP ES N 2 2032-05-22 Fixed 3.50000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RHM9 261000.00000000 PA USD 273809.41000000 0.213530991460 Long ABS-O CORP US N 2 2030-02-20 Fixed 6.02000000 N N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 427800000.00000000 PA 2065146.53000000 1.610509975029 Long DBT NUSS JP N 2 2043-03-20 Fixed 1.10000000 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543DM2 290000.00000000 PA USD 265847.27000000 0.207321695555 Long DBT CORP US N 2 2055-03-15 Fixed 5.95000000 N N N N N VERALLIA SA 5299007YZU978DE0ZY32 000000000 100000.00000000 PA 118936.04000000 0.092752584878 Long DBT CORP FR N 2 2033-11-14 Fixed 4.37500000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 5923.64000000 0.004619566297 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -164088.04000000 USD 124247.00000000 GBP 2026-02-05 5923.64000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 1625000.00000000 PA USD 1628808.59000000 1.270230680245 Long DBT UST US N 2 2035-05-15 Fixed 4.25000000 N N N N N N Stack Infrastructure Issuer LL 254900AV7V87H3A2WM57 85236KAF9 150000.00000000 PA USD 150325.46000000 0.117231706958 Long ABS-O CORP US N 2 2048-03-25 Fixed 5.90000000 N N N N N N Retained Vantage Data Centers 254900N4NW6XZ9B4HM15 76134KAA2 515000.00000000 PA USD 515027.96000000 0.401645914684 Long ABS-O CORP US N 2 2048-09-15 Fixed 5.00000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 2950000.00000000 PA 483478.84000000 0.377042250137 Long DBT NUSS CN N 2 2053-10-15 Fixed 3.00000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 960000.00000000 PA 1172361.98000000 0.914269586059 Long DBT NUSS FR N 2 2038-10-25 Fixed 4.00000000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 122050000.00000000 PA 421762.99000000 0.328912981537 Long DBT NUSS JP N 2 2050-12-20 Fixed 0.70000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 1780000.00000000 PA 2110681.69000000 1.646020689804 Long DBT NUSS IT N 2 2054-10-01 Fixed 4.30000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 27600000.00000000 PA 912952.29000000 0.711968254267 Long DBT NUSS TH N 2 2035-03-17 Fixed 2.41000000 N N N N N N SWITZERLAND 5067006OA1BJ88912Q83 000000000 1390000.00000000 PA 1840917.94000000 1.435644716978 Long DBT NUSS CH N 2 2032-06-27 Fixed 0.50000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 1625000.00000000 PA 2092321.22000000 1.631702228788 Long DBT NUSS IT N 2 2033-05-01 Fixed 4.40000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 43868.20000000 0.034210731616 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -982330.40000000 USD 9883000.00000000 NOK 2026-02-05 43868.20000000 N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 950000.00000000 PA 919449.74000000 0.717035307808 Long DBT NUSS FR N 2 2055-05-25 Fixed 3.25000000 N N N N N N SEVERN TRENT WATER UTIL 213800KY9PT6WBH33232 000000000 108000.00000000 PA 144530.32000000 0.112712351725 Long DBT CORP GB N 2 2036-04-04 Fixed 5.25000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBS9 190000.00000000 PA USD 190450.79000000 0.148523551521 Long DBT CORP US N 2 2055-03-15 Fixed 5.87500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CNW7 1600000.00000000 PA USD 1589124.99000000 1.239283319989 Long DBT UST US N 2 2032-08-31 Fixed 3.87500000 N N N N N N SBA TOWER TRUST N/A 78403DAX8 695000.00000000 PA USD 624473.35000000 0.486997191097 Long DBT CORP US N 2 2031-10-15 Fixed 2.59300000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 160000.00000000 PA 148191.75000000 0.115567727580 Long DBT NUSS FR N 2 2054-05-25 Fixed 3.00000000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 165000000.00000000 PA 534790.59000000 0.417057853878 Long DBT NUSS JP N 2 2050-03-20 Fixed 0.40000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822DT8 572000.00000000 PA USD 571428.39000000 0.445629938961 Long DBT CORP JP N 2 2037-01-14 Fixed 5.05700000 N N N N N N COLT Funding LLC 213800IHRVKO9R6JZ883 12598UAA4 157129.30000000 PA USD 157950.80000000 0.123178348494 Long ABS-MBS CORP US N 2 2068-07-25 Variable 6.59600000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 14000000.00000000 PA 757017.92000000 0.590362424034 Long DBT NUSS MX N 2 2033-05-26 Fixed 7.50000000 N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2420.01000000 -0.00188725118 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -82000.00000000 GBP 109783.57000000 USD 2026-02-05 -2420.01000000 N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810UH9 1612127.62000000 PA USD 1528794.15000000 1.192234155095 Long DBT UST US N 2 2055-02-15 Fixed 2.37500000 N N N N N N APOLLO DEBT SOLUTIONS BD 549300UMUGX092P8DW87 03770DAL7 91000.00000000 PA USD 90541.48000000 0.070609012278 Long DBT CORP US N 2 2031-01-23 Fixed 5.70000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CPJ4 1400000.00000000 PA USD 1371453.13000000 1.069531345144 Long DBT UST US N 2 2035-11-15 Fixed 4.00000000 N N N N N Verus Securitization Trust 984500BADC7CFE3B0756 924934AA0 153984.31000000 PA USD 154610.50000000 0.120573406718 Long ABS-MBS CORP US N 2 2068-06-25 Variable 6.47600000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CPR6 3200000.00000000 PA USD 3175249.98000000 2.476227082057 Long DBT UST US N 2 2030-12-31 Fixed 3.62500000 N N N N N N CELLNEX FINANCE CO SA 549300OUROMFTRFA7T23 000000000 100000.00000000 PA 106986.17000000 0.083433447202 Long DBT CORP ES N 2 2033-02-15 Fixed 2.00000000 N N N N N N SINGAPORE GOVERNMENT 549300ZSV6VOGFH1ER70 000000000 875000.00000000 PA 757173.18000000 0.590483503955 Long DBT NUSS SG N 2 2033-09-01 Fixed 3.37500000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 440000.00000000 PA 149970.12000000 0.116954594120 Long DBT NUSS PE N 2 2033-08-12 Fixed 7.30000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHJ3 1494000.00000000 PA USD 1493795.74000000 1.164940552633 Long DBT UST US N 2 2030-06-30 Fixed 3.75000000 N N N N N N KINGDOM OF DENMARK 549300PTO6LS1PTM6607 000000000 1500000.00000000 PA 280932.31000000 0.219085803835 Long DBT NUSS DK N 2 2039-11-15 Fixed 4.50000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -4135.54000000 -0.00322511179 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -180000.00000000 EUR 209355.14000000 USD 2026-02-12 -4135.54000000 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F052623 -1200000.00000000 PA USD -1216880.11000000 -0.94898716730 Short ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 21640000.00000000 PA 3070192.32000000 2.394297588471 Long DBT NUSS CN N 2 2035-02-15 Fixed 1.61000000 N N N N N N NEW S WALES TREASURY CRP TC7LRO17HPNPLTAV0H77 000000000 4126000.00000000 PA 2233722.77000000 1.741974600967 Long DBT NUSS AU N 2 2034-03-20 Fixed 1.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAN2 389000.00000000 PA USD 383100.52000000 0.298761952208 Long DBT CORP US N 2 2036-10-22 Fixed 4.89200000 N N N N N N APTIV SWISS HOLDINGS LTD N/A 03835VAJ5 140000.00000000 PA USD 90509.15000000 0.070583799642 Long DBT CORP JE N 2 2051-12-01 Fixed 3.10000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TE8 2410163.10000000 PA USD 1271760.28000000 0.991785612804 Long DBT UST US N 2 2052-02-15 Fixed 0.12500000 N N N N N N COLT Funding LLC 213800EHDFO4A3F7P416 12598WAA0 307841.30000000 PA USD 312060.76000000 0.243361407771 Long ABS-MBS CORP US N 2 2068-10-25 Variable 7.16300000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CPA3 1550000.00000000 PA USD 1539828.13000000 1.200839033536 Long DBT UST US N 2 2030-09-30 Fixed 3.62500000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 68333ZBF3 1469000.00000000 PA 1087436.51000000 0.848040234010 Long DBT NUSS CA N 2 2055-12-02 Fixed 4.60000000 N N N N N N YORKSHIRE WATER FINANCE 213800O8BDOGHJMTCP32 000000000 100000.00000000 PA 145071.03000000 0.113134025846 Long DBT CORP GB N 2 2031-04-17 Fixed 6.60110000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 15388.44000000 0.012000715571 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -518275.64000000 USD 412286.00000000 CHF 2026-02-05 15388.44000000 N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RKQ6 160000.00000000 PA USD 164437.26000000 0.128236831454 Long ABS-O CORP US N 2 2031-08-20 Fixed 5.12000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 325000.00000000 PA 389419.55000000 0.303689864441 Long DBT NUSS FR N 2 2029-02-25 Fixed 2.75000000 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 74814ZFQ1 405000.00000000 PA 285277.16000000 0.222474146581 Long DBT NUSS CA N 2 2055-12-01 Fixed 4.40000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAY8 330000.00000000 PA USD 327355.67000000 0.255289183725 Long DBT CORP US N 2 2035-11-15 Fixed 5.55000000 N N N N N N JAPAN (40 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 488200000.00000000 PA 2194681.71000000 1.711528327227 Long DBT NUSS JP N 2 2064-03-20 Fixed 2.20000000 N N N N N N ANHEUSER-BUSCH INBEV SA/ 5493008H3828EMEXB082 000000000 910000.00000000 PA 1068419.81000000 0.833210010296 Long DBT CORP BE N 2 2028-03-17 Fixed 2.00000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 5500000.00000000 PA 3413669.04000000 2.662158815612 Long DBT NUSS GB N 2 2053-07-31 Fixed 1.50000000 N N N N N N NETHERLANDS GOVERNMENT 254900G14ALGVKORFN62 000000000 1350000.00000000 PA 1561428.31000000 1.217683990950 Long DBT NUSS NL N 2 2034-07-15 Fixed 2.50000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 4450000.00000000 PA 1214177.01000000 0.946879147629 Long DBT NUSS MY N 2 2033-11-07 Fixed 4.64200000 N N N N N N Ent Auto Receivables Trust N/A 293601AE0 102065.85000000 PA USD 102645.84000000 0.080048629389 Long ABS-O CORP US N 2 2029-01-16 Fixed 6.24000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 2156.67000000 0.001681884794 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -114151.91000000 USD 85000.00000000 GBP 2026-02-05 2156.67000000 N N N HAMBURG COMMERCIAL BANK TUKDD90GPC79G1KOE162 000000000 500000.00000000 PA 614844.64000000 0.479488216176 Long DBT CORP DE N 2 2028-07-24 Fixed 4.50000000 N N N N N N NORTHUMBRIAN WATER FIN 213800JTFA6F3S7XX781 000000000 399000.00000000 PA 574286.73000000 0.447859022958 Long DBT CORP GB N 2 2034-10-28 Fixed 6.37500000 N N N N N N QUEENSLAND TREASURY CORP 98INKCEEHOU5YJS0HQ88 000000000 575000.00000000 PA 306098.75000000 0.238711918528 Long DBT NUSS AU N 2 2034-07-20 Fixed 1.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 000000000 433000.00000000 PA 516673.56000000 0.402929240190 Long DBT CORP US N 2 2037-01-23 Fixed 3.98100000 N N N N N N A&D Mortgage Trust N/A 00002DAA7 245286.09000000 PA USD 245604.57000000 0.191535372503 Long ABS-MBS CORP US N 2 2068-05-25 Variable 6.13200000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 000000000 6130000000.00000000 PA 3921454.27000000 3.058156468179 Long DBT NUSS KR N 2 2035-06-10 Fixed 2.62500000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412AFF4 200000.00000000 PA USD 213955.84000000 0.166854026835 Long DBT NUSS NG N 2 2036-01-13 Fixed 8.63080000 N N N N N N DEUTSCHE BAHN AG 52990063S23N13HU4E98 000000000 100000.00000000 PA 90380.64000000 0.070483580779 Long DBT CORP DE N 2 2036-04-15 Fixed 0.62500000 N N N N N N Sunnova Hestia I Issuer, LLC N/A 86746BAA1 86488.42000000 PA USD 85154.40000000 0.066407883714 Long ABS-O CORP US N 2 2050-12-20 Fixed 5.75000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 3650000.00000000 PA 556520.34000000 0.434003856799 Long DBT NUSS CN N 2 2032-09-01 Fixed 2.60000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 22231.47000000 0.017337270588 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -567571.90000000 USD 847000.00000000 AUD 2026-02-05 22231.47000000 N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 74814ZFU2 244000.00000000 PA 166025.37000000 0.129475323231 Long DBT NUSS CA N 2 2057-12-01 Fixed 4.20000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 10580000000.00000000 PA 680687.64000000 0.530836053604 Long DBT NUSS ID N 2 2040-04-15 Fixed 7.50000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 116000.00000000 PA 143332.04000000 0.111777869903 Long DBT NUSS RO N 2 2037-10-07 Fixed 6.12500000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087S21 6050000.00000000 PA 4413014.36000000 3.441500902470 Long DBT NUSS CA N 2 2034-12-01 Fixed 3.25000000 N N N N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 000000000 330000.00000000 PA 389503.06000000 0.303754989935 Long DBT CORP JE N 2 2036-01-16 Fixed 3.87500000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 17240000.00000000 PA 2286849.89000000 1.783405925796 Long DBT NUSS CN N 2 2055-01-15 Fixed 1.92000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UK2 1520000.00000000 PA USD 1486393.74000000 1.159168083386 Long DBT UST US N 2 2055-05-15 Fixed 4.75000000 N N N N N N TOYOTA MOTOR FINANCE BV 724500OPA8GZSQUNSR96 000000000 550000.00000000 PA 659885.23000000 0.514613239230 Long DBT CORP NL N 2 2028-04-21 Fixed 3.12500000 N N N N N N DEUTSCHE BAHN AG 52990063S23N13HU4E98 000000000 60000.00000000 PA 62354.41000000 0.048627251303 Long DBT CORP DE N 2 2034-03-03 Fixed 1.37500000 N N N N N N CyrusOne Data Centers Issuer I N/A 23284BAC8 107892.28000000 PA USD 107231.17000000 0.083624511099 Long ABS-O CORP US N 2 2048-04-20 Fixed 5.45000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 3651.20000000 0.002847397962 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -419637.47000000 USD 357000.00000000 EUR 2026-02-05 3651.20000000 N N N NORTHUMBRIAN WATER FIN 213800JTFA6F3S7XX781 000000000 120000.00000000 PA 157046.19000000 0.122472885996 Long DBT CORP GB N 2 2037-10-02 Fixed 5.50000000 N N N N N N DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND N/A 000000000 795413.28000000 NS USD 795413.28000000 0.620305146923 Long STIV RF US N 1 N N BUNDESSCHATZANWEISUNGEN 529900AQBND3S6YJLY83 000000000 1800000.00000000 PA 2137979.72000000 1.667309130588 Long DBT NUSS DE N 2 2027-03-11 Fixed 2.20000000 N N N N N N DEUTSCHE BAHN AG 52990063S23N13HU4E98 000000000 60000.00000000 PA 33192.34000000 0.025885134002 Long DBT CORP DE N 2 2050-12-08 Fixed 0.62500000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 474450000.00000000 PA 2306462.58000000 1.798700933886 Long DBT NUSS JP N 2 2054-06-20 Fixed 2.20000000 N N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 192250000.00000000 PA 983067.64000000 0.766647895124 Long DBT NUSS JP N 2 2042-12-20 Fixed 1.40000000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 247000.00000000 PA 314511.38000000 0.245272530250 Long DBT NUSS GR N 2 2038-07-18 Fixed 4.37500000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 2350000.00000000 PA 3268492.29000000 2.548942343743 Long DBT NUSS GB N 2 2028-06-07 Fixed 4.50000000 N N N N N N SARTORIUS FINANCE BV 529900JCAKTMRXK9EA58 000000000 400000.00000000 PA 498757.22000000 0.388957135127 Long DBT CORP NL N 2 2032-09-14 Fixed 4.50000000 N N N N N N Ford Auto Securitization Trust N/A 345214AE0 999990.45000000 PA 747152.56000000 0.582668896985 Long ABS-O CORP CA N 2 2028-09-15 Fixed 5.39900000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -44266.43000000 -0.03452129233 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -3640000.00000000 EUR 4271618.07000000 USD 2026-02-05 -44266.43000000 N N N AutoNation Finance Trust 2025- N/A 05330QAC6 113000.00000000 PA USD 114021.27000000 0.088919788515 Long ABS-O CORP US N 2 2029-11-13 Fixed 4.62000000 N N N N N N EUROPEAN UNION 529900FZRK8FGMPEOM08 000000000 548963.00000000 PA 544616.93000000 0.424720951077 Long DBT NUSS N/A N 2 2053-03-04 Fixed 3.00000000 N N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 000000000 630000.00000000 PA 374563.07000000 0.292103999280 Long DBT NUSS NZ N 2 2034-05-15 Fixed 4.25000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 375000.00000000 PA 455902.28000000 0.355536596998 Long DBT NUSS ES N 2 2034-10-31 Fixed 3.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XRAJ4 510857.77000000 PA USD 523873.21000000 0.408543906255 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.50000000 N N N N N N P3 GROUP SARL 529900GR62MT0O5VW110 000000000 200000.00000000 PA 235927.06000000 0.183988340773 Long DBT CORP LU N 2 2033-04-02 Fixed 3.75000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50076QAE6 158000.00000000 PA USD 144198.09000000 0.112453261282 Long DBT CORP US N 2 2042-06-04 Fixed 5.00000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBZ9 155000.00000000 PA USD 151490.79000000 0.118140492636 Long DBT CORP US N 2 2031-03-12 Fixed 5.35000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 875000.00000000 PA USD 902719.73000000 0.703988365329 Long DBT UST US N 2 2035-02-15 Fixed 4.62500000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 2350000.00000000 PA 2786479.70000000 2.173043552540 Long DBT NUSS GB N 2 2054-07-31 Fixed 4.37500000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -2869.72000000 -0.00223795872 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -220313.58000000 USD 6836000.00000000 THB 2026-02-12 -2869.72000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -6367.99000000 -0.00496609381 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -444000.00000000 EUR 520242.35000000 USD 2026-02-12 -6367.99000000 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDK8 40000.00000000 PA USD 38740.51000000 0.030211889028 Long DBT CORP US N 2 2032-09-26 Fixed 4.80000000 N N N N N N TREASURY CORP VICTORIA 549300ZJM7BQW1P9UV75 000000000 1686000.00000000 PA 1111352.04000000 0.866690823236 Long DBT NUSS AU N 2 2036-09-15 Fixed 4.75000000 N N N N N N BELGIUM KINGDOM 549300SZ25JZFHRHWD76 000000000 775000.00000000 PA 775250.47000000 0.604581126299 Long DBT NUSS BE N 2 2054-06-22 Fixed 3.30000000 N N N N N N QUEENSLAND TREASURY CORP 98INKCEEHOU5YJS0HQ88 000000000 296000.00000000 PA 193610.20000000 0.150987425753 Long DBT NUSS AU N 2 2035-08-22 Fixed 4.50000000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 000000000 1485000000.00000000 PA 951515.86000000 0.742042156170 Long DBT NUSS KR N 2 2052-09-10 Fixed 3.12500000 N N N N N N JAPAN (40 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 132100000.00000000 PA 413731.32000000 0.322649462477 Long DBT NUSS JP N 2 2062-03-20 Fixed 1.00000000 N N N N N N TIF Funding III LLC N/A 88655AAA8 493350.00000000 PA USD 497460.00000000 0.387945494685 Long ABS-O CORP US N 2 2049-04-20 Fixed 5.48000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 000000000 700000.00000000 PA 820905.10000000 0.640185010069 Long DBT CORP US N 2 2034-10-22 Fixed 3.49300000 N N N N N N Invesco CLO LTD 213800YAVR2FVYDIRM63 46091RAL7 575000.00000000 PA USD 578236.10000000 0.450938949582 Long ABS-CBDO CORP JE N 2 2038-07-15 Floating 4.98219000 N N N N N N TREASURY CORP VICTORIA 549300ZJM7BQW1P9UV75 000000000 206000.00000000 PA 107363.73000000 0.083727888365 Long DBT NUSS AU N 2 2035-09-17 Fixed 2.00000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 38962.36000000 0.030384899337 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1181012.77000000 USD 10860000.00000000 SEK 2026-02-12 38962.36000000 N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 000000000 350000.00000000 PA 407815.73000000 0.318036173994 Long DBT NUSS DE N 2 2035-08-15 Fixed 2.60000000 N N N N N N SWEDISH GOVERNMENT ERE94C0BSULG2RM19605 000000000 3575000.00000000 PA 385411.48000000 0.300564160467 Long DBT NUSS SE N 2 2035-05-11 Fixed 2.25000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBG1 70000.00000000 PA USD 71324.56000000 0.055622646468 Long DBT CORP US N 2 2031-01-25 Fixed 6.25000000 N N N N N N ARKEMA 9695000EHMS84KKP2785 000000000 200000.00000000 PA 235750.45000000 0.183850610998 Long DBT CORP FR N 2 2033-09-09 Fixed 3.50000000 N N N N N N CyrusOne Data Centers Issuer I N/A 23284BAE4 394000.00000000 PA USD 397283.12000000 0.309822290271 Long ABS-O CORP US N 2 2048-11-20 Fixed 5.56000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAB2 100000.00000000 PA USD 82130.47000000 0.064049663918 Long DBT CORP US N 2 2046-06-01 Fixed 4.37500000 N N N N N N RLGH FINANCE BERMUDA LTD 549300JARQYXR76TRX40 000000000 295000.00000000 PA USD 333473.50000000 0.260060189607 Long DBT CORP BM N 2 2031-07-17 Fixed 8.25000000 N N N N N N Verus Securitization Trust 2138008DC17PCNG48R87 92539TAA1 148562.79000000 PA USD 148806.25000000 0.116046947027 Long ABS-MBS CORP US N 2 2068-05-25 Variable 5.81100000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 7215000000.00000000 PA 1997305.38000000 1.557603875048 Long DBT NUSS CO N 2 2033-02-09 Fixed 13.25000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 9970000.00000000 PA 1948594.42000000 1.519616504257 Long DBT NUSS CN N 2 2070-05-25 Fixed 3.73000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -1765.23000000 -0.00137661927 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -395000.00000000 EUR 466579.38000000 USD 2026-02-05 -1765.23000000 N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 75000.00000000 PA 90133.33000000 0.070290715423 Long DBT NUSS ES N 2 2034-04-30 Fixed 3.25000000 N N N N N N EUROPEAN UNION 529900FZRK8FGMPEOM08 000000000 1475000.00000000 PA 1300504.99000000 1.014202250806 Long DBT NUSS N/A N 2 2036-06-04 Fixed 0.20000000 N N N N N N MERCEDES-BENZ INT FINCE 529900RUGCXMPEENHQ31 000000000 670000.00000000 PA 804778.60000000 0.627608716457 Long DBT CORP NL N 2 2027-09-15 Fixed 3.25000000 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 013051ED5 160000.00000000 PA 92022.47000000 0.071763966241 Long DBT NUSS CA N 2 2050-06-01 Fixed 3.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUAD9 396413.64000000 PA USD 407300.45000000 0.317634331525 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.50000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 2200000.00000000 PA 2967773.02000000 2.314425626899 Long DBT NUSS GB N 2 2034-07-31 Fixed 4.25000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCM5 150000.00000000 PA USD 155133.52000000 0.120981285246 Long DBT CORP US N 2 2032-03-15 Fixed 5.80000000 N N N N N N Regatta XXV Funding Ltd. N/A 758978AL4 600000.00000000 PA USD 603483.60000000 0.470628279130 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 5.01219000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 1316.58000000 0.001026738389 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -2036000.00000000 NOK 212665.17000000 USD 2026-03-27 1316.58000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 2019.80000000 0.001575146363 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -186315.66000000 USD 29132000.00000000 JPY 2026-02-05 2019.80000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -1898.57000000 -0.00148060482 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -315000.00000000 NZD 188180.69000000 USD 2026-03-27 -1898.57000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 635.91000000 0.000495916092 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -282000.00000000 SGD 223215.17000000 USD 2026-03-27 635.91000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 870.81000000 0.000679103478 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -168024.11000000 USD 279893.24000000 NZD 2026-03-27 870.81000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -1815.23000000 -0.00141561190 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -541018.00000000 NZD 324649.21000000 USD 2026-03-27 -1815.23000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -50.00000000 NC -51913.42000000 -0.04048481767 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short UNITED KINGDOM GILT United Kingdom Gilt 2026-03-27 -5909141.53000000 USD -51913.42000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 6397.32000000 0.004988966895 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -132116.83000000 USD 230000.00000000 NZD 2026-02-05 6397.32000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -5940.13000000 -0.00463242606 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1512777.34000000 CAD 1107682.38000000 USD 2026-03-27 -5940.13000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -32000.27000000 -0.02495549506 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1450497.00000000 NZD 841540.41000000 USD 2026-02-05 -32000.27000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 32233.39000000 0.025137294312 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -2411687.25000000 USD 3326920.34000000 CAD 2026-02-05 32233.39000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -18200000.00000000 NC -17034.12000000 -0.01328410346 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DCR CORP US US IHS MARKIT LTD ITRAXX.EU.44.V1 Default Event 2030-12-20 0.00000000 USD 0.00000000 USD N/A N/A -18200000.00000000 USD 0.57500000 EUR 2026-03-18 XXXX 4198.91000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -2271.11000000 -0.00177113113 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -473000.00000000 AUD 327046.86000000 USD 2026-03-27 -2271.11000000 N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 13050000.00000000 NC USD 16523.00000000 0.012885505183 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Put Purchased MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.IG.45.V1 Default Event 2030-12-20 0.00000000 USD 0.00000000 USD N/A N/A 13050000.00000000 USD 0.50000000 USD 2026-03-18 XXXX -5596.75000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 10522.18000000 0.008205749859 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -542356.03000000 USD 85520000.00000000 JPY 2026-02-05 10522.18000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -613.04000000 -0.00047808086 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -934000.00000000 CNY 133619.70000000 USD 2026-02-05 -613.04000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 815.61000000 0.000636055612 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -109372.81000000 USD 150000.00000000 CAD 2026-02-05 815.61000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 38064.85000000 0.029684973793 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -627458.27000000 USD 955739.00000000 AUD 2026-02-05 38064.85000000 N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 000000000 1.00000000 NC USD -234682.90000000 -0.18301807931 N/A DFE CORP US N 2 RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 -4905894.63000000 CHF 6115520.03000000 USD 2026-02-05 -234682.90000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 225.55000000 0.000175895763 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -683893.50000000 USD 500000.00000000 GBP 2026-03-27 225.55000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 1789.91000000 0.001395866040 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -324030.29000000 USD 541018.00000000 NZD 2026-02-05 1789.91000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -99500.16000000 -0.07759546253 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -4294630.40000000 CAD 3055290.10000000 USD 2026-02-05 -99500.16000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 124428.73000000 0.097036073680 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1749727.91000000 USD 3112000.00000000 NZD 2026-02-05 124428.73000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 38289.79000000 0.029860393846 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -3604914.31000000 USD 3072664.00000000 EUR 2026-02-05 38289.79000000 N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 000000000 1.00000000 NC USD -177304.42000000 -0.13827132015 N/A DFE CORP US N 2 RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 -3511584.55000000 GBP 4627724.14000000 USD 2026-02-05 -177304.42000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -2758.99000000 -0.00215160563 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1479000.00000000 SEK 137751.98000000 EUR 2026-02-05 -2758.99000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 2181.13000000 0.001700959990 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -485882.58000000 USD 663000.00000000 CAD 2026-03-27 2181.13000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -1853.49000000 -0.00144544907 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -4098000.00000000 CNY 587103.41000000 USD 2026-02-05 -1853.49000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -48884.38000000 -0.03812261283 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -956000.00000000 GBP 1259245.11000000 USD 2026-02-05 -48884.38000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -243.83000000 -0.00019015146 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -226488.13000000 USD 3797753000.00000000 IDR 2026-02-05 -243.83000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 26311.16000000 0.020518827608 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -629687.02000000 USD 1089000.00000000 NZD 2026-02-12 26311.16000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -660.63000000 -0.00051519405 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -222433.96000000 USD 282000.00000000 SGD 2026-02-05 -660.63000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -5692.47000000 -0.00443928776 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -219301000.00000000 JPY 1412066.48000000 USD 2026-02-05 -5692.47000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 8461.18000000 0.006598473567 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -211583.52000000 USD 316000.00000000 AUD 2026-02-05 8461.18000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -10993.62000000 -0.00857340358 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -792000.00000000 EUR 928066.96000000 USD 2026-02-05 -10993.62000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 9753.41000000 0.007606222545 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -315669.72000000 USD 443000.00000000 CAD 2026-02-05 9753.41000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -1540.10000000 -0.00120105105 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -186329000.00000000 KRW 127939.82000000 USD 2026-02-05 -1540.10000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 2296.01000000 0.001790549461 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -1888701.00000000 EUR 2247346.56000000 USD 2026-03-27 2296.01000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -8208.19000000 -0.00640117864 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -2237000.00000000 SEK 243002.99000000 USD 2026-02-05 -8208.19000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -5880.47000000 -0.00458590005 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -543000.00000000 CAD 393001.61000000 USD 2026-02-05 -5880.47000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -74090.68000000 -0.05777981245 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -6804046000.00000000 COP 1764237.36000000 USD 2026-02-05 -74090.68000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 621.61000000 0.000484764200 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -2081907000.00000000 IDR 124647.47000000 USD 2026-02-05 621.61000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 1230.98000000 0.000959983003 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -53433000.00000000 JPY 346669.96000000 USD 2026-02-05 1230.98000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -1238.38000000 -0.00096575391 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -93528000.00000000 KRW 63754.17000000 USD 2026-02-05 -1238.38000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 12837.76000000 0.010011561037 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -354772.59000000 USD 284000.00000000 CHF 2026-02-05 12837.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -26390.91000000 -0.02058102085 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -921000.00000000 NZD 528267.92000000 USD 2026-02-05 -26390.91000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 20221.93000000 0.015770125512 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -1172345.87000000 USD 1623448.00000000 CAD 2026-02-05 20221.93000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -16325.05000000 -0.01273113335 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -4714158426.00000000 KRW 3260385.25000000 USD 2026-02-12 -16325.05000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 80.00000000 NC USD -19008.12000000 -0.01482353257 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-03-31 8733383.32000000 USD -19008.12000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 3022.42000000 0.002357042218 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -92163.16000000 USD 69563.00000000 GBP 2026-02-05 3022.42000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 10.00000000 NC USD -10709.30000000 -0.00835167588 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-03-20 1161959.30000000 USD -10709.30000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -1227.18000000 -0.00095701956 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -4607000.00000000 NOK 477006.10000000 USD 2026-03-27 -1227.18000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -11804.11000000 -0.00920546635 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1850132.15000000 USD 6804046000.00000000 COP 2026-02-05 -11804.11000000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -4633.33000000 -0.00361331463 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -369000.00000000 EUR 432883.53000000 USD 2026-02-05 -4633.33000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 1012.38000000 0.000789507216 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -57825.71000000 USD 43000.00000000 GBP 2026-02-12 1012.38000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 65544.69000000 0.051115199585 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1870881.65000000 USD 1496000.00000000 CHF 2026-02-05 65544.69000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 319605.86000000 0.249245473931 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.IG.45.V1 Y Default Event 2030-12-20 305937.17000000 USD 0.00000000 USD 13480000.00000000 USD 13668.69000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -7582.41000000 -0.00591316246 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -32881574.30000000 SEK 3694978.23000000 USD 2026-03-27 -7582.41000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 3783.35000000 0.002950455488 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -202636.29000000 USD 281000.00000000 CAD 2026-02-05 3783.35000000 N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 000000000 1.00000000 NC USD -17757.69000000 -0.01384838144 N/A DFE CORP US N 2 RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 -839000.00000000 EUR 977346.07000000 USD 2026-02-12 -17757.69000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 3537.93000000 0.002759064053 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -196118.08000000 USD 64310000.00000000 HUF 2026-02-12 3537.93000000 N N N MONTREAL EXCHANGE INC. 549300DKBYNOI0B1NP44 000000000 -30.00000000 NC 26000.74000000 0.020276745751 N/A DIR CORP CA N 1 MONTREAL EXCHANGE INC. 549300DKBYNOI0B1NP44 Short CANADIAN GOVERNMENT CANADIAN GOVERNMENT BOND 2026-03-20 -2596804.88000000 USD 26000.74000000 N N N 2026-03-31 BNY Mellon Investment Funds III James Windels James Windels Treasurer XXXX