NPORT-P false 0000822977 XXXXXXXX S000029317 C000090150 C000090151 C000090152 C000090153 C000090154 C000161295 C000202044 GOLDMAN SACHS TRUST 811-05349 0000822977 S2FHCT8U6D2VORP0J605 71 SOUTH WACKER DRIVE C/O GOLDMAN SACHS & CO CHICAGO 60606 312-655-4600 Goldman Sachs Dynamic Bond Fund S000029317 MM4EWHH604XFXV8H1O93 2027-03-31 2026-06-30 N 3569238928.48 1815523689.62 1753715238.86 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 368274503.98000000 0.00000000 0.00000000 56299768.17000000 AUD BRL CAD CHF CZK EUR GBP HUF JPY KRW MXN MYR NOK NZD PLN SEK THB USD ZAR N AAL DELAWARE HOLDCO INC 984500AF5AADE92B5332 00036YAE3 404957.91000000 PA USD 404872.87000000 0.023086579909 Long LON CORP US N 2 2031-07-30 Floating 6.14400000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 00109LAA1 1525000.00000000 PA USD 1461316.00000000 0.083326869016 Long DBT CORP US N 2 2029-08-01 Fixed 4.12500000 N N N N N N AL GCX HOLDINGS LLC 2549009G4C2J89LNWS21 00162DAE5 498750.00000000 PA USD 498570.45000000 0.028429384597 Long LON CORP US N 2 2032-12-17 Floating 5.86300000 N N N N N N ANGI GROUP LLC N/A 001846AA2 1021000.00000000 PA USD 863868.10000000 0.049259314218 Long DBT CORP US N 2 2028-08-15 Fixed 3.87500000 N N N N N N APH/APH2/APH3/AQUARIAN N/A 00188QAA4 1590000.00000000 PA USD 1610542.80000000 0.091836049793 Long DBT CORP US N 2 2029-11-01 Fixed 7.87500000 N N N N N N APLD COMPUTECO LLC N/A 00202DAA5 1840000.00000000 PA USD 1985157.60000000 0.113197260080 Long DBT CORP US N 2 2030-12-15 Fixed 9.25000000 N N N N N N ACADEMY LTD 549300BN53IR80C35Z14 00401YAB6 2005000.00000000 PA USD 2004498.75000000 0.114300127271 Long DBT CORP US N 2 2031-05-15 Fixed 5.87500000 N N N N N N ACUSHNET CO 549300H805O14KEFES79 005095AB0 1775000.00000000 PA USD 1768592.25000000 0.100848313957 Long DBT CORP US N 2 2033-12-01 Fixed 5.62500000 N N N N N N ADVANCED DRAINAGE SYSTEM 6QQTOZ5MF5DHM7K92I60 00790RAC8 570000.00000000 PA USD 558149.70000000 0.031826700688 Long DBT CORP US N 2 2034-03-01 Fixed 5.37500000 N N N N N N AGL CLO Ltd. 254900AMSJHVKQ5QFA09 00791YAA6 6175000.00000000 PA USD 6182323.55000000 0.352527218388 Long ABS-CBDO CORP KY N 2 2038-07-22 Floating 4.96400000 N N N N N N AETHON UN/AETHIN UN FIN N/A 00810GAD6 478000.00000000 PA USD 497387.68000000 0.028361940922 Long DBT CORP US N 2 2029-10-01 Fixed 7.50000000 N N N N N N AHEAD DB HOLDINGS LLC 254900L07WFL833JX193 00867FAA6 1954000.00000000 PA USD 1954000.00000000 0.111420597637 Long DBT CORP US N 2 2028-05-01 Fixed 6.62500000 N N N N N N ALA Trust N/A 009920AA7 3450000.00000000 PA USD 3462802.19000000 0.197455214693 Long ABS-MBS CORP US N 2 2040-06-15 Floating 5.36900000 N N N N N N ALASKA AIRLINES INC PG4W4UTDTMMEBRGLO537 011662AJ2 1113000.00000000 PA USD 1118442.57000000 0.063775608788 Long DBT CORP US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Aligned Data Centers Issuers LLC N/A 01627AAF5 2800000.00000000 PA USD 2806234.48000000 0.160016541900 Long ABS-O CORP US N 2 2056-06-15 Fixed 5.90900000 N N N N N N ALLEGIANT TRAVEL CO 549300JM9OZXOHWL2K18 01748XAE2 3185000.00000000 PA USD 3223251.85000000 0.183795623062 Long DBT CORP US N 2 2031-07-01 Fixed 7.12500000 N N N N N N ALLIED UNIVERSAL N/A 019576AC1 1390000.00000000 PA USD 1383189.00000000 0.078871926829 Long DBT CORP US N 2 2029-06-01 Fixed 6.00000000 N N N N N N UMBS, TBA N/A 01F020679 3000000.00000000 PA USD 2394140.70000000 0.136518212703 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 2.00000000 N N N N N N UMBS, TBA N/A 01F022675 19000000.00000000 PA USD 15871680.40000000 0.905031788987 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 2.50000000 N N N N N N UMBS, TBA N/A 01F030678 -34000000.00000000 PA USD -29651719.60000000 -1.69079443132 Short ABS-MBS USGSE US N 2 2056-07-01 Fixed 3.00000000 N N N N N N UMBS, TBA N/A 01F032674 -88000000.00000000 PA USD -79884059.20000000 -4.55513286478 Short ABS-MBS USGSE US N 2 2056-07-01 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F040677 10000000.00000000 PA USD 9342578.00000000 0.532730616292 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F040677 -75000000.00000000 PA USD -70069335.00000000 -3.99547962219 Short ABS-MBS USGSE US N 2 2056-07-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F042673 21000000.00000000 PA USD 20126366.40000000 1.147641644095 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F050676 18000000.00000000 PA USD 17685703.80000000 1.008470668903 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F050676 -257000000.00000000 PA USD -252512548.70000000 -14.3987201060 Short ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F052672 242000000.00000000 PA USD 242803512.60000000 13.84509338915 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F060675 115000000.00000000 PA USD 117479687.50000000 6.698903270998 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 6.00000000 N N N N N N UMBS, TBA N/A 01F060675 -75000000.00000000 PA USD -76617187.50000000 -4.36884995934 Short ABS-MBS USGSE US N 2 2056-07-01 Fixed 6.00000000 N N N N N N UMBS, TBA N/A 01F062671 89000000.00000000 PA USD 92052424.10000000 5.248994937162 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 6.50000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NCB4 4815000.00000000 PA USD 4868542.80000000 0.277613074923 Long DBT CORP US N 2 2031-08-15 Fixed 7.10000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 02152AAB5 218790.83000000 PA USD 136485.31000000 0.007782638080 Long ABS-MBS CORP US N 2 2037-08-25 Floating 4.16300000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 02152AAU3 1481726.00000000 PA USD 943690.10000000 0.053810908355 Long ABS-MBS CORP US N 2 2037-08-25 Floating 4.26300000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771T32 915000.00000000 PA USD 926346.00000000 0.052821916550 Long DBT CORP US N 2 2028-02-15 Fixed 7.25000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02582JKR0 2950000.00000000 PA USD 2956263.41000000 0.168571461574 Long ABS-O CORP US N 2 2032-04-15 Fixed 4.51000000 N N N N N N American Money Management Corporation 549300ICO4ZE2FVC2Y46 03166KAA7 4825000.00000000 PA USD 4838654.75000000 0.275908804507 Long ABS-CBDO CORP KY N 2 2038-10-17 Floating 5.04000000 N N N N N N AMNEAL PHARMACEUTICALS L 54930037VIXE7LRZ1M66 03168LAA3 2600000.00000000 PA USD 2699710.00000000 0.153942324282 Long DBT CORP US N 2 2032-08-01 Fixed 6.87500000 N N N N N N Angel Oak Mortgage Trust 2549003MM0537Y3QHI22 03464EAA0 2524229.87000000 PA USD 2148733.01000000 0.122524624430 Long ABS-MBS CORP US N 2 2065-01-20 Variable 1.03500000 N N N N N N Angel Oak Mortgage Trust 2549003MM0537Y3QHI22 03464LAC0 254256.57000000 PA USD 249797.49000000 0.014243902571 Long ABS-MBS CORP US N 2 2065-06-25 Variable 2.80500000 N N N N N N Angel Oak Mortgage Trust 2549003MM0537Y3QHI22 03464VAE4 2380000.00000000 PA USD 2310932.16000000 0.131773511958 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.94100000 N N N N N N Angel Oak Mortgage Trust 2549003MM0537Y3QHI22 03464XAD2 1054000.00000000 PA USD 1002699.50000000 0.057175730573 Long ABS-MBS CORP US N 2 2065-01-26 Variable 4.50000000 N N N N N N Angel Oak Mortgage Trust 2549003MM0537Y3QHI22 03465EAA9 322864.09000000 PA USD 280148.94000000 0.015974596889 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.06800000 N N N N N N Angel Oak Mortgage Trust 2549003MM0537Y3QHI22 03465JAA8 274918.58000000 PA USD 231516.06000000 0.013201462521 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.45800000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AH3 1490000.00000000 PA USD 1545502.50000000 0.088127334800 Long DBT NUSS AO N 2 2031-01-15 Fixed 9.24400000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAH9 480000.00000000 PA USD 478713.60000000 0.027297111263 Long DBT CORP US N 2 2029-06-15 Fixed 5.37500000 N N N N N N ANTICIMEX INTERNATIONAL AB 54930005SBU6WYFBEB41 03703HAD8 2550538.69000000 PA USD 2552808.67000000 0.145565745990 Long LON CORP SE N 2 2031-11-17 Floating 6.41000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JAJ9 1070000.00000000 PA USD 1079876.10000000 0.061576479240 Long DBT NUSS EG N 2 2034-05-20 Fixed 7.62500000 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AB9 482000.00000000 PA USD 474500.08000000 0.027056848768 Long DBT CORP US N 2 2028-12-01 Fixed 6.12500000 N N N N N N ARCHROCK SERVICES/PARTNE N/A 03958CAA7 3240000.00000000 PA USD 3218713.20000000 0.183536821068 Long DBT CORP US N 2 2034-02-01 Fixed 6.00000000 N N N N N N ARCHROCK PARTNERS LP/FIN N/A 03959KAD2 620000.00000000 PA USD 631457.60000000 0.036006849117 Long DBT CORP US N 2 2032-09-01 Fixed 6.62500000 N N N N N N ARDONAGH FINCO LTD 254900D2T84O1K03BA28 039853AA4 565000.00000000 PA USD 571452.30000000 0.032585238888 Long DBT CORP JE N 2 2031-02-15 Fixed 7.75000000 N N N N N N ARDONAGH GROUP FINANCE 254900SRT1BTAJ76NW62 039956AA5 1753000.00000000 PA USD 1703197.27000000 0.097119374471 Long DBT CORP JE N 2 2032-02-15 Fixed 8.87500000 N N N N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HT0 3100000.00000000 PA USD 2483100.00000000 0.141590832136 Long DBT NUSS AR N 2 2035-07-09 Variable 4.12500000 N N N N N N ARES CLO Ltd 549300X38KZ67Q2FQG11 04016DBA2 8900000.00000000 PA USD 8905971.90000000 0.507834550482 Long ABS-CBDO CORP KY N 2 2039-04-15 Floating 4.87500000 N N N N N N ARES CLO Ltd 5493003FNA8PT0CMDE92 04019LAU8 2590000.00000000 PA USD 2595568.50000000 0.148003988474 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.03300000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AW4 130000.00000000 PA USD 126332.70000000 0.007203717981 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 04686RAF0 1694713.75000000 PA USD 1675224.54000000 0.095524319050 Long LON CORP US N 2 2032-02-16 Floating 6.89400000 N N N N N N AVIANCA MIDCO 2 PLC 213800AMPX5VKH9AMX10 05369YAD1 760000.00000000 PA USD 747365.00000000 0.042616097724 Long DBT CORP GB N 2 2031-01-28 Fixed 9.50000000 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAC5 255000.00000000 PA USD 260135.70000000 0.014833405916 Long DBT CORP US N 2 2030-03-15 Fixed 6.12500000 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAD3 260000.00000000 PA USD 266614.40000000 0.015202833053 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N BFLD Trust N/A 05494JAC4 2250000.00000000 PA USD 2250875.21000000 0.128348956553 Long ABS-MBS CORP US N 2 2042-06-15 Floating 5.52500000 N N N N N N Bank5 N/A 05494RBT8 5000000.00000000 PA USD 5063991.30000000 0.288757900244 Long ABS-MBS CORP US N 2 2058-12-15 Fixed 5.61100000 N N N N N N AZUL SECURED FINANCE LLP 8945000H8LYRMZVC7D38 05501WAJ1 2400000.00000000 PA USD 2310432.00000000 0.131744991935 Long DBT CORP US N 2 2031-02-15 Fixed 9.87500000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05548WAA5 2600000.00000000 PA USD 2471129.86000000 0.140908273204 Long ABS-MBS CORP US N 2 2037-03-15 Floating 4.54500000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05548WAC1 500000.00000000 PA USD 464834.81000000 0.026505717672 Long ABS-MBS CORP US N 2 2037-03-15 Floating 4.79400000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05550MAZ7 865000.00000000 PA USD 791086.07000000 0.045109151843 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 4.17800000 N N N N N N BEP Intermediate Holdco LLC 254900510SAMOPG9CQ76 05554YAE4 539065.19000000 PA USD 537270.10000000 0.030636108308 Long LON CORP US N 2 2031-04-25 Floating 6.39400000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05555FAC8 1375000.00000000 PA USD 1414669.09000000 0.080666978232 Long ABS-MBS CORP US N 2 2057-07-15 Fixed 6.01400000 N N N N N N BBAM US CLO LTD. 213800MKXSA1BGWGVJ66 05556BAA0 6025000.00000000 PA USD 6028663.20000000 0.343765228607 Long ABS-CBDO CORP KY N 2 2038-07-25 Floating 5.02700000 N N N N N N BBAM US CLO LTD. 213800MKXSA1BGWGVJ66 05556BAE2 4150000.00000000 PA USD 4164163.95000000 0.237448124856 Long ABS-CBDO CORP KY N 2 2038-07-25 Floating 5.46700000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05556CAE0 2550000.00000000 PA USD 2601367.38000000 0.148334651051 Long ABS-MBS CORP US N 2 2058-08-15 Variable 5.83500000 N N N N N N BFLD Trust N/A 05556QAC3 4000000.00000000 PA USD 4014855.40000000 0.228934282546 Long ABS-MBS CORP US N 2 2042-11-15 Floating 5.42500000 N N N N N N BFLD Trust N/A 05556QAG4 5000000.00000000 PA USD 5016942.75000000 0.286075107225 Long ABS-MBS CORP US N 2 2042-11-15 Floating 6.37500000 N N N N N N BPR Trust N/A 05592VAA2 850000.00000000 PA USD 855320.89000000 0.048771936916 Long ABS-MBS CORP US N 2 2041-11-05 Variable 5.35800000 N N N N N N BX Trust N/A 05594MAA0 1750000.00000000 PA USD 1752825.87000000 0.099949286586 Long ABS-MBS CORP US N 2 2042-12-15 Floating 5.17500000 N N N N N N BMO Mortgage Trust N/A 05602NAE0 1361000.00000000 PA USD 1358769.01000000 0.077479455038 Long ABS-MBS CORP US N 2 2054-07-15 Variable 4.97000000 N N N N N N BWAY Mortgage Trust N/A 05604FAC9 1398931.98000000 PA USD 1347826.59000000 0.076855498551 Long ABS-MBS CORP US N 2 2033-03-10 Fixed 3.45400000 N N N N N N BX Trust N/A 05612AAA4 1425000.00000000 PA USD 1425662.25000000 0.081293828006 Long ABS-MBS CORP US N 2 2041-02-15 Floating 5.26700000 N N N N N N BX Trust N/A 05612KAA2 1888899.48000000 PA USD 1892434.20000000 0.107910004889 Long ABS-MBS CORP US N 2 2041-04-15 Floating 5.46600000 N N N N N N BX Trust N/A 05612KAG9 1625888.16000000 PA USD 1631973.45000000 0.093058064036 Long ABS-MBS CORP US N 2 2041-04-15 Floating 6.16500000 N N N N N N BX Trust N/A 05614JAA3 1000000.00000000 PA USD 995142.79000000 0.056744833365 Long ABS-MBS CORP US N 2 2046-11-13 Variable 5.59100000 N N N N N N BX Trust N/A 05614JAC9 2700000.00000000 PA USD 2705243.27000000 0.154257841299 Long ABS-MBS CORP US N 2 2046-11-13 Variable 5.99500000 N N N N N N BSTN Commercial Mortgage Trust N/A 05615EAA3 2400000.00000000 PA USD 2430759.48000000 0.138606281461 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.54800000 N N N N N N BX Trust N/A 05619TAA6 3700000.00000000 PA USD 3701979.20000000 0.211093518375 Long ABS-MBS CORP US N 2 2042-12-13 Variable 5.19900000 N N N N N N BX Trust N/A 05620HAE1 2476526.45000000 PA USD 2482704.74000000 0.141568293699 Long ABS-MBS CORP US N 2 2043-04-15 Floating 5.37500000 N N N N N N BX Trust N/A 05620TAA3 2600000.00000000 PA USD 2527955.48000000 0.144148572355 Long ABS-MBS CORP US N 2 2058-07-13 Variable 5.35800000 N N N N N N BX Trust N/A 05620TAE5 4200000.00000000 PA USD 4081703.39000000 0.232746075278 Long ABS-MBS CORP US N 2 2058-07-13 Variable 6.39700000 N N N N N N Bain Capital Credit CLO, Limited 549300OV3LSQ8RJ1DY13 05685NAN0 5875000.00000000 PA USD 5887020.25000000 0.335688492609 Long ABS-CBDO CORP JE N 2 2038-07-16 Floating 5.08000000 N N N N N N Bain Capital Credit CLO, Limited 254900YAV3MDRLFEV308 05686EAJ8 5000000.00000000 PA USD 5058495.00000000 0.288444491323 Long ABS-CBDO CORP KY N 2 2039-04-26 Floating 6.91000000 N N N N N N Bain Capital Credit CLO, Limited 254900JCGDLAG0KG2D63 05686QAG7 5770000.00000000 PA USD 5769803.82000000 0.329004600755 Long ABS-CBDO CORP KY N 2 2039-07-24 Floating 5.39500000 N N N N N N Bain Capital Credit CLO, Limited 254900UZIWHOC1Z47I85 056923AA3 1600000.00000000 PA USD 1569700.80000000 0.089507165428 Long ABS-CBDO CORP KY N 2 2039-01-19 Floating 8.62500000 N N N N N N Banc of America Funding Corporation 5493001796TAQ7M7QX12 05951GCH3 3815.80000000 PA USD 3754.12000000 0.000214066680 Long ABS-MBS CORP US N 2 2037-03-25 Variable 4.93000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAY5 2000000.00000000 PA USD 2042040.00000000 0.116440796929 Long DBT CORP ES N 2 2035-12-03 Fixed 7.25000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05973KAA5 1190000.00000000 PA USD 1182681.50000000 0.067438628221 Long DBT CORP KY N 2 2027-01-24 Fixed 5.87500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505GB4 2565000.00000000 PA USD 2552175.00000000 0.145529612986 Long DBT CORP US N 2 2027-01-27 Fixed 4.37500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06055HAK9 4770000.00000000 PA USD 4825141.20000000 0.275138237558 Long DBT CORP US N 2 2030-07-26 Fixed 6.25000000 N N N N N N Bank5 N/A 06211GAZ9 3052000.00000000 PA USD 3036250.64000000 0.173132477423 Long ABS-MBS CORP US N 2 2058-11-15 Variable 5.89400000 N N N N N N Bank5 N/A 06211HAC8 3850000.00000000 PA USD 3970851.12000000 0.226425079283 Long ABS-MBS CORP US N 2 2059-06-15 Variable 5.71300000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AN0 4715000.00000000 PA USD 4839664.60000000 0.275966387972 Long DBT CORP US N 2 2030-03-20 Fixed 6.30000000 N N N N N N Bank 549300664283JRAXM588 065402BC2 1500000.00000000 PA USD 1435055.52000000 0.081829449171 Long ABS-MBS CORP US N 2 2062-05-15 Fixed 3.58400000 N N N N N N Bank 549300664283JRAXM588 06540EAK9 1050000.00000000 PA USD 925000.14000000 0.052745173190 Long ABS-MBS CORP US N 2 2064-12-15 Fixed 2.52100000 N N N N N N Bank 549300664283JRAXM588 06540LBF3 600000.00000000 PA USD 532478.13000000 0.030362861552 Long ABS-MBS CORP US N 2 2064-11-15 Variable 2.61800000 N N N N N N Bank 549300664283JRAXM588 06541ABP4 2950000.00000000 PA USD 2543304.09000000 0.145023777728 Long ABS-MBS CORP US N 2 2054-02-15 Variable 2.21100000 N N N N N N Bank 549300664283JRAXM588 06541BBK3 725000.00000000 PA USD 731943.11000000 0.041736713793 Long ABS-MBS CORP US N 2 2056-02-15 Fixed 5.20300000 N N N N N N Bank 549300664283JRAXM588 06541CBT2 1470000.00000000 PA USD 1297409.21000000 0.073980608781 Long ABS-MBS CORP US N 2 2064-05-15 Fixed 2.79200000 N N N N N N Bank 549300664283JRAXM588 06541HAE5 1500000.00000000 PA USD 1521852.65000000 0.086778777778 Long ABS-MBS CORP US N 2 2067-12-25 Fixed 5.29000000 N N N N N N Bank 549300664283JRAXM588 06541HAJ4 3050000.00000000 PA USD 3083306.40000000 0.175815681570 Long ABS-MBS CORP US N 2 2067-12-25 Variable 5.89500000 N N N N N N Bank5 N/A 065923BR4 300000.00000000 PA USD 307047.15000000 0.017508381246 Long ABS-MBS CORP US N 2 2057-08-15 Variable 7.00100000 N N N N N N Bank5 N/A 065934BF7 3050000.00000000 PA USD 3095925.53000000 0.176535247079 Long ABS-MBS CORP US N 2 2063-08-15 Variable 5.75100000 N N N N N N Bank5 N/A 06604AAM6 500000.00000000 PA USD 504368.25000000 0.028759985590 Long ABS-MBS CORP US N 2 2057-10-15 Fixed 5.63700000 N N N N N N Bank5 N/A 06644BAX2 1250000.00000000 PA USD 1254751.14000000 0.071548168835 Long ABS-MBS CORP US N 2 2059-04-15 Variable 6.36500000 N N N N N N BANK5 2024-5YR9 N/A 06644VBM1 1150000.00000000 PA USD 1177915.36000000 0.067166854338 Long ABS-MBS CORP US N 2 2057-08-15 Variable 6.18200000 N N N N N N Bank5 N/A 06644WBL1 675000.00000000 PA USD 691262.99000000 0.039417060118 Long ABS-MBS CORP US N 2 2057-11-15 Fixed 6.13900000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBX2 415000.00000000 PA USD 435231.25000000 0.024817669388 Long DBT CORP GB N 2 2029-03-15 Fixed 8.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EDC6 435000.00000000 PA USD 453905.10000000 0.025882485932 Long DBT CORP GB N 2 2035-03-15 Fixed 7.62500000 N N N N N N Barclays Dryrock Issuance Trust 213800R4G3N2G68CHU37 06742LBF9 2625000.00000000 PA USD 2601375.58000000 0.148335118630 Long ABS-O CORP US N 2 2031-07-15 Fixed 3.97000000 N N N N N N Bayer Corp N/A 07273MKL9 8500000.00000000 PA USD 8386976.35000000 0.478240489912 Long STIV CORP US N 2 2026-10-20 None 0.00000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07336DAU5 1600000.00000000 PA USD 1618514.11000000 0.092290588240 Long ABS-MBS CORP US N 2 2056-07-15 Fixed 5.99100000 N N N N N N BEACON MOBILITY CORP 254900EBTYFG24UQEM31 073644AA4 2610000.00000000 PA USD 2708710.20000000 0.154455531889 Long DBT CORP US N 2 2030-08-01 Fixed 7.25000000 N N N N N N BELRON UK FINANCE PLC 9845006BC9D1A77B8178 080782AA3 1070000.00000000 PA USD 1074964.80000000 0.061296428073 Long DBT CORP GB N 2 2029-10-15 Fixed 5.75000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163BBA8 1050000.00000000 PA USD 926055.70000000 0.052805363121 Long ABS-MBS CORP US N 2 2054-01-15 Fixed 1.97300000 N N N N N N BENCHMARK Mortgage Trust N/A 08163CBC2 1325000.00000000 PA USD 1187822.90000000 0.067731800105 Long ABS-MBS CORP US N 2 2054-03-15 Fixed 2.58400000 N N N N N N BENCHMARK Mortgage Trust N/A 08163LAG4 1000000.00000000 PA USD 884612.89000000 0.050442219489 Long ABS-MBS CORP US N 2 2053-12-17 Fixed 1.97800000 N N N N N N BENCHMARK Mortgage Trust N/A 08163NBJ3 1800000.00000000 PA USD 1602548.57000000 0.091380204407 Long ABS-MBS CORP US N 2 2055-01-15 Variable 3.00200000 N N N N N N BENCHMARK Mortgage Trust N/A 08163PBG4 1125000.00000000 PA USD 1039493.69000000 0.059273801525 Long ABS-MBS CORP US N 2 2055-03-15 Variable 3.45800000 N N N N N N Benefit Street Partners CLO Ltd 549300VHDAICRAGZNJ35 08179KAN3 4000000.00000000 PA USD 4006856.00000000 0.228478142358 Long ABS-CBDO CORP JE N 2 2037-10-20 Floating 5.02500000 N N N N N N BFLD Trust N/A 088921AA9 3500000.00000000 PA USD 3458498.37000000 0.197209803129 Long ABS-MBS CORP US N 2 2042-10-10 Variable 4.83000000 N N N N N N BFLD Trust N/A 088921AC5 1950000.00000000 PA USD 1941274.04000000 0.110694940488 Long ABS-MBS CORP US N 2 2042-10-10 Variable 5.63300000 N N N N N N Birch Grove CLO Ltd. 254900FP4VB7V5ZG0W95 09077RAL3 8250000.00000000 PA USD 8252268.75000000 0.470559220056 Long ABS-CBDO CORP JE N 2 2038-10-20 Floating 4.93500000 N N N N N N Birch Grove CLO Ltd. 254900WH1INTG23INE62 09077TAN5 7600000.00000000 PA USD 7604294.00000000 0.433610533312 Long ABS-CBDO CORP JE N 2 2039-04-20 Floating 4.96500000 N N N N N N BLACK PEARL COMPUTE LLC N/A 09216NAA8 3575000.00000000 PA USD 3627910.00000000 0.206869959250 Long DBT CORP US N 2 2031-02-15 Fixed 6.12500000 N N N N N N BLACKSTONE MORTGAGE TR 549300OLDJ20R2Y2UW20 09257WAG5 8145000.00000000 PA USD 7866603.90000000 0.448567916026 Long DBT US N 2 2031-06-01 Fixed 6.25000000 N N N N N N Bleriot US Bidco Inc 254900ALCQ2A2VYD5Z08 09353TAJ9 686034.85000000 PA USD 685389.98000000 0.039082170515 Long LON CORP US N 2 2030-10-31 Floating 5.98200000 N N N N N N Bluemountain CLO Ltd 549300NUS8PQQUZMPR50 09630GBC6 2890000.00000000 PA USD 2889991.33000000 0.164792508268 Long ABS-MBS CORP KY N 2 2034-10-20 Floating 5.48800000 N N N N N N BMO Mortgage Trust N/A 09660QAC8 1350000.00000000 PA USD 1194354.44000000 0.068104240274 Long ABS-MBS CORP US N 2 2057-02-15 Fixed 4.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 3900000.00000000 PA USD 3947268.00000000 0.225080327326 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N BRAVO Residential Funding Trust 254900I1LYOO3G3UAT10 10570TAA3 2429771.24000000 PA USD 2436078.20000000 0.138909564450 Long ABS-MBS CORP US N 2 2065-07-25 Variable 5.45900000 N N N N N N Broadstreet Partners Inc 549300BS9N54G8DD0R75 11132VAY5 2237668.84000000 PA USD 2156105.81000000 0.122945034759 Long LON CORP US N 2 2031-06-13 Floating 6.14400000 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AV3 1070000.00000000 PA USD 1093400.90000000 0.062347687684 Long DBT CORP US N 2 2029-07-01 Fixed 6.87500000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAT4 1595000.00000000 PA USD 1625831.35000000 0.092707830437 Long DBT CORP US N 2 2035-05-15 Fixed 6.75000000 N N N N N N BURFORD CAPITAL GLBL FIN 549300JVAOO67CSCH406 12116LAJ8 915000.00000000 PA USD 800689.05000000 0.045656731050 Long DBT CORP US N 2 2034-01-15 Fixed 8.50000000 N N N N N N BX Trust N/A 123912AA5 2450000.00000000 PA USD 2450882.32000000 0.139753722023 Long ABS-MBS CORP US N 2 2035-06-15 Floating 5.02500000 N N N N N N BX Trust N/A 12433CAA3 953976.28000000 PA USD 957488.12000000 0.054597696295 Long ABS-MBS CORP US N 2 2041-08-15 Floating 5.31700000 N N N N N N BX Trust N/A 12433HAE4 560000.00000000 PA USD 561072.03000000 0.031993337205 Long ABS-MBS CORP US N 2 2042-08-15 Floating 5.52500000 N N N N N N BX Trust N/A 12433LAA3 7425000.00000000 PA USD 7439540.90000000 0.424216014957 Long ABS-MBS CORP US N 2 2043-02-15 Floating 5.02500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 1176000.00000000 PA USD 1174153.68000000 0.066952356573 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCS0 610000.00000000 PA USD 609505.90000000 0.034755123665 Long DBT CORP US N 2 2029-09-01 Fixed 6.37500000 N N N N N N CBAMR Ltd 254900Q3N8LV0KJICN72 12516KAC1 5230000.00000000 PA USD 5232133.84000000 0.298345690569 Long ABS-CBDO CORP KY N 2 2038-10-20 Floating 4.95500000 N N N N N N CBAMR Ltd 25490038OT2B8HTRW786 12516LAC9 9225000.00000000 PA USD 9281724.53000000 0.529260641883 Long ABS-CBDO CORP KY N 2 2038-10-17 Floating 5.02000000 N N N N N N CIFC Funding Ltd 549300O8WGQU5B6HEB94 12555QAY2 5570000.00000000 PA USD 5576717.42000000 0.317994466628 Long ABS-CBDO CORP KY N 2 2039-07-15 Floating 4.88800000 N N N N N N CIFC Funding Ltd 2549005S1LQJ8MBPXW05 12562RAJ4 4250000.00000000 PA USD 4257909.25000000 0.242793650625 Long ABS-CBDO CORP KY N 2 2040-01-15 Floating 4.97300000 N N N N N N CIFC Funding Ltd 549300O8WGQU5B6HEB94 12570LAJ7 5950000.00000000 PA USD 5949970.25000000 0.339278014934 Long ABS-CBDO CORP KY N 2 2039-07-17 Floating 0.00000000 N N N N N N CSAIL Commercial Mortgage Trust 549300UFJ8EKD81Y8R30 12595XAX1 1750000.00000000 PA USD 1717903.20000000 0.097957933074 Long ABS-MBS CORP US N 2 2051-08-15 Variable 4.46300000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12597MAD7 700000.00000000 PA USD 597254.84000000 0.034056546169 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.84100000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 126416AA4 1593891.58000000 PA USD 1447580.46000000 0.082543643798 Long ABS-MBS CORP US N 2 2066-11-25 Variable 3.26500000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 12654FAA8 2500000.00000000 PA USD 2583815.75000000 0.147333825512 Long ABS-MBS CORP US N 2 2044-08-10 Fixed 6.33800000 N N N N N N CQP HOLDCO LP/BIP-V CHIN N/A 12657NAA8 6281000.00000000 PA USD 6160090.75000000 0.351259464108 Long DBT CORP US N 2 2031-06-15 Fixed 5.50000000 N N N N N N CQP HOLDCO LP 549300LPL012JY5D4B69 12657QAF0 2351294.53000000 PA USD 2336175.71000000 0.133212944623 Long LON CORP US N 2 2032-12-31 Floating 5.48200000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12662KAC3 1879824.22000000 PA USD 1623460.56000000 0.092572643723 Long ABS-MBS CORP US N 2 2066-07-25 Variable 1.58500000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12662QAA4 3566421.23000000 PA USD 3130033.57000000 0.178480148922 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.75600000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12667GTM5 199496.94000000 PA USD 129496.86000000 0.007384144080 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.26300000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12668AZX6 211855.04000000 PA USD 181017.82000000 0.010321961969 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.56300000 N N N N N N CACI INTERNATIONAL INC SYRPI2D1O9WRTS2WX210 127190AE6 765000.00000000 PA USD 775893.60000000 0.044242849854 Long DBT CORP US N 2 2033-06-15 Fixed 6.37500000 N N N N N N CALIFORNIA BUYER/ATLANTI N/A 13005HAA8 960000.00000000 PA USD 962246.40000000 0.054869021987 Long DBT CORP GB N 2 2032-02-15 Fixed 6.37500000 N N N N N N California Public Finance Authority N/A 13057EKD5 1675000.00000000 PA USD 1676624.25000000 0.095604133034 Long DBT MUN US N 2 2036-11-15 Fixed 5.40300000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCF0 4850000.00000000 PA USD 4832249.00000000 0.275543537110 Long DBT CORP US N 2 2026-09-01 Fixed 3.95000000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 14041NGH8 2125000.00000000 PA USD 2080606.07000000 0.118639903668 Long ABS-O CORP US N 2 2037-10-15 Fixed 4.65000000 N N N N N N Captree Park CLO Ltd 254900T5FZQKDOCWVD69 14074FAA6 625000.00000000 PA USD 595859.38000000 0.033976974527 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 9.67500000 N N N N N N Carlyle Global Market Strategies 549300VC6J79YJCFU884 14319PAA9 4175000.00000000 PA USD 4184765.33000000 0.238622852631 Long ABS-CBDO CORP KY N 2 2037-10-25 Floating 5.00700000 N N N N N N CATURUS ENERGY LLC 254900LM244SIFQ1QY31 149482AA9 980000.00000000 PA USD 969504.20000000 0.055282874808 Long DBT CORP US N 2 2031-05-15 Fixed 7.12500000 N N N N N N CBAMR Ltd 254900Q3N8LV0KJICN72 14987VAW9 2425000.00000000 PA USD 2428625.38000000 0.138484591237 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 7.82300000 N N N N N N Cedar Funding Ltd 549300PPJP6KEORGHQ85 150323BL6 5200000.00000000 PA USD 5210400.00000000 0.297106387886 Long ABS-CBDO CORP KY N 2 2038-01-23 Floating 5.00600000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CD3 1500000.00000000 PA USD 1494750.00000000 0.085233335884 Long DBT CORP MX N 2 2036-06-05 Fixed 5.75000000 N N N N N N CERDIA FINANZ GMBH 391200KURNDJSX9GX570 15679GAC6 2399000.00000000 PA USD 2155645.44000000 0.122918783633 Long DBT CORP DE N 2 2031-10-03 Fixed 9.37500000 N N N N N N CHAMP ACQUISITION CORP N/A 15807XAA8 1360000.00000000 PA USD 1427864.00000000 0.081419375754 Long DBT CORP US N 2 2031-12-01 Fixed 8.37500000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 159864AG2 1035000.00000000 PA USD 993351.60000000 0.056642696487 Long DBT CORP US N 2 2029-03-15 Fixed 3.75000000 N N N N N N Chart Industries Inc EM7QGKC1GYOF3LSZSL80 16115EAT4 2068914.78000000 PA USD 2065045.91000000 0.117752635333 Long LON CORP US N 2 2030-03-15 Floating 6.18200000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AF5 342000.00000000 PA USD 341764.02000000 0.019487999672 Long DBT CORP US N 2 2028-11-15 Fixed 5.75000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AJ7 415000.00000000 PA USD 420158.45000000 0.023958191198 Long DBT CORP US N 2 2033-01-15 Fixed 8.00000000 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BH9 510000.00000000 PA USD 526274.10000000 0.030009096593 Long DBT CORP US N 2 2032-08-01 Fixed 7.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NS6 3160000.00000000 PA USD 3162433.20000000 0.180327634152 Long DBT CORP US N 2 2028-05-24 Fixed 4.65800000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PC9 2365000.00000000 PA USD 2438835.30000000 0.139066779255 Long DBT CORP US N 2 2028-05-15 Fixed 7.37500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PM7 4655000.00000000 PA USD 4854047.80000000 0.276786543929 Long DBT CORP US N 2 2034-08-15 Fixed 7.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QJ3 1430000.00000000 PA USD 1454467.30000000 0.082936343812 Long DBT CORP US N 2 2031-02-15 Fixed 6.62500000 N N N N N N Citibank Credit Card Issuance Trust R8AG6FXVDQAMDKCSJJ64 17305EHB4 2175000.00000000 PA USD 2176438.39000000 0.124104435074 Long ABS-O CORP US N 2 2032-06-21 Fixed 4.49000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17326DAM4 1000000.00000000 PA USD 747153.69000000 0.042604048447 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.00000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BD6 4870000.00000000 PA USD 4834108.10000000 0.275649546339 Long DBT CORP US N 2 2026-10-06 Fixed 4.00000000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325ER2 2660000.00000000 PA USD 2804305.00000000 0.159906519477 Long DBT NUSS CO N 2 2030-04-25 Fixed 7.37500000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325ET8 1070000.00000000 PA USD 1067967.00000000 0.060897400919 Long DBT NUSS CO N 2 2029-01-21 Fixed 5.37500000 N N N N N N COLT Funding LLC 2138009IZ4NQZAKAEN75 19689DAA7 4102411.12000000 PA USD 4111956.20000000 0.234471144966 Long ABS-MBS CORP US N 2 2070-08-25 Variable 5.48000000 N N N N N N COMPOSECURE HOLDINGS LLC N/A 20459XAC5 4960000.00000000 PA USD 4840960.00000000 0.276040254012 Long DBT CORP US N 2 2033-02-01 Fixed 5.62500000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753GAC5 3085473.11000000 PA USD 3093658.25000000 0.176405962692 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 5.27800000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753UAB6 1350000.00000000 PA USD 1359394.38000000 0.077515114761 Long ABS-MBS USGSE US N 2 2044-01-25 Floating 5.42800000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754DAB3 275997.12000000 PA USD 279294.49000000 0.015925874612 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 6.62800000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20755BAC4 2550000.00000000 PA USD 2545563.26000000 0.145152599669 Long ABS-MBS USGSE US N 2 2046-01-25 Floating 4.97800000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20755CAF5 2185000.00000000 PA USD 2275650.19000000 0.129761670513 Long ABS-MBS USGSE US N 2 2043-10-25 Floating 7.17800000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20755JAG8 2172000.00000000 PA USD 2172706.55000000 0.123891638839 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 5.32800000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20755RAC9 1481072.40000000 PA USD 1483498.40000000 0.084591749397 Long ABS-MBS USGSE US N 2 2044-09-25 Floating 5.22800000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20755RAG0 1400000.00000000 PA USD 1403622.08000000 0.080037057835 Long ABS-MBS USGSE US N 2 2044-09-25 Floating 5.67800000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 207941AA3 380515.09000000 PA USD 380514.06000000 0.021697596711 Long ABS-MBS USGSE US N 2 2044-03-25 Floating 4.77800000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 207941AB1 900000.00000000 PA USD 907112.70000000 0.051725199160 Long ABS-MBS USGSE US N 2 2044-03-25 Floating 5.57800000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 207941AF2 2275000.00000000 PA USD 2342371.62000000 0.133566246565 Long ABS-MBS USGSE US N 2 2044-03-25 Floating 6.42800000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AG5 733000.00000000 PA USD 728865.88000000 0.041561244599 Long DBT CORP US N 2 2029-02-01 Fixed 4.62500000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAU3 4710000.00000000 PA USD 4886577.90000000 0.278641468792 Long DBT CORP US N 2 2030-12-01 Fixed 6.87500000 N N N N N N CORE SCIENTIFIC FINANCE N/A 21874LAA0 3120000.00000000 PA USD 3163243.20000000 0.180373821810 Long DBT CORP US N 2 2031-05-15 Fixed 7.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H020675 8000000.00000000 PA USD 6553152.00000000 0.373672524181 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022671 3000000.00000000 PA USD 2560765.80000000 0.146019475867 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030674 -8000000.00000000 PA USD -7097798.40000000 -0.40472924239 Short ABS-MBS USGA US N 2 2056-07-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H040673 10000000.00000000 PA USD 9284765.00000000 0.529434014956 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042679 15000000.00000000 PA USD 14401047.00000000 0.821173625049 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050672 30000000.00000000 PA USD 29573337.00000000 1.686324914370 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052678 34000000.00000000 PA USD 34165263.80000000 1.948164847002 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052678 -5000000.00000000 PA USD -5024303.50000000 -0.28649483044 Short ABS-MBS USGA US N 2 2056-07-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H060671 35000000.00000000 PA USD 35709327.50000000 2.036210138837 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H060689 167000000.00000000 PA USD 170071380.50000000 9.697776282685 Long ABS-MBS USGA US N 2 2056-08-20 Fixed 6.00000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AV8 560000.00000000 PA USD 614846.40000000 0.035059648589 Long DBT NUSS CI N 2 2036-04-01 Fixed 8.07500000 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AX4 2590000.00000000 PA USD 2510668.30000000 0.143162826231 Long DBT NUSS CI N 2 2041-02-25 Fixed 6.75000000 N N N N N N COUGAR JV SUBSIDIARY LLC N/A 22208WAA1 1114000.00000000 PA USD 1168251.80000000 0.066615820750 Long DBT CORP US N 2 2032-05-15 Fixed 8.00000000 N N N N N N CROWN AMERICAS LLC RPPGGRL1J75WGF2DFO04 228180AB1 2058000.00000000 PA USD 2063700.66000000 0.117675926756 Long DBT CORP US N 2 2030-04-01 Fixed 5.25000000 N N N N N N Crown Finance US Inc 254900ABTWPQTCKKR839 22834KAV3 1477575.00000000 PA USD 1479421.97000000 0.084359304020 Long LON CORP US N 2 2031-12-02 Floating 8.11400000 N N N N N N CSTL Commercial Mortgage Trust N/A 22945JAA8 1675000.00000000 PA USD 1663621.04000000 0.094862666591 Long ABS-MBS CORP US N 2 2041-11-10 Variable 4.92300000 N N N N N N DBC 2025-DBC Mortgage Trust N/A 23306HAC9 1950000.00000000 PA USD 1951128.52000000 0.111256860678 Long ABS-MBS CORP US N 2 2042-11-15 Floating 5.22600000 N N N N N N DOLP Trust N/A 23345LAA7 800000.00000000 PA USD 712570.93000000 0.040632077215 Long ABS-MBS CORP US N 2 2041-05-10 Fixed 2.95600000 N N N N N N Deep Blue Operating I LLC 254900D4FS23P1TU7R69 24369TAD3 2793000.00000000 PA USD 2798250.84000000 0.159561300375 Long LON CORP US N 2 2032-10-01 Floating 5.90200000 N N N N N N DELEK LOG PART/FINANCE N/A 24665FAD4 2253000.00000000 PA USD 2342421.57000000 0.133569094804 Long DBT CORP US N 2 2029-03-15 Fixed 8.62500000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 32000.00000000 PA USD 31966.40000000 0.001822781674 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N DIRECTV FINANCING LLC N/A 25461LAB8 1504000.00000000 PA USD 1529778.56000000 0.087230727435 Long DBT CORP US N 2 2030-02-01 Fixed 8.87500000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAE2 1950000.00000000 PA USD 1980634.50000000 0.112939344775 Long DBT CORP US N 2 2032-06-01 Fixed 9.25000000 N N N N N N KOHLER ENERGY CO LLC 254900T31FAYMRQSAA12 25472PAD2 482078.22000000 PA USD 482381.93000000 0.027506286044 Long LON CORP US N 2 2031-05-01 Floating 6.73200000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PFG8 1260000.00000000 PA USD 1242360.00000000 0.070841603726 Long DBT NUSS DO N 2 2034-03-17 Fixed 5.75000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PFH6 1250000.00000000 PA USD 1240356.50000000 0.070727360549 Long DBT NUSS DO N 2 2038-05-17 Fixed 6.15000000 N N N N N N DP WORLD CRESCENT LTD 21380096JRTWB8TL9236 260979AA7 1530000.00000000 PA USD 1532294.24000000 0.087374176037 Long DBT CORP KY N 2 2035-05-08 Fixed 5.50000000 N N N N N N Dryden Senior Loan Fund 5493004WJFSUXXJ5FA29 26253MAN0 9394000.00000000 PA USD 9394000.00000000 0.535662791303 Long ABS-CBDO CORP JE N 2 2037-07-18 Floating 5.03500000 N N N N N N DURST Commercial Mortgage Trust N/A 266895AA9 2800000.00000000 PA USD 2811126.14000000 0.160295473159 Long ABS-MBS CORP US N 2 2042-08-10 Variable 5.31700000 N N N N N N DURST Commercial Mortgage Trust N/A 266895AC5 5850000.00000000 PA USD 5896004.22000000 0.336200774752 Long ABS-MBS CORP US N 2 2042-08-10 Variable 5.76800000 N N N N N N DURST Commercial Mortgage Trust N/A 266895AE1 1250000.00000000 PA USD 1265027.66000000 0.072134154506 Long ABS-MBS CORP US N 2 2042-08-10 Variable 6.01800000 N N N N N N DYCOM INDUSTRIES INC 549300F56EKTHQI3WT60 267475AD3 505000.00000000 PA USD 494258.65000000 0.028183517999 Long DBT CORP US N 2 2029-04-15 Fixed 4.50000000 N N N N N N Ellington Financial Mortgage Trust 254900UDLJF220C8I638 26846KAD0 5183758.82000000 PA USD 5185427.99000000 0.295682438921 Long ABS-MBS CORP US N 2 2071-04-25 Variable 5.46600000 N N N N N N EAGLE FUNDING LUXCO SARL 894500VDP08MVIZ6OA60 26951TAA8 3300000.00000000 PA USD 3304995.54000000 0.188456795422 Long DBT NUSS LU N 2 2030-08-17 Fixed 5.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 193526.95000000 0.011035255080 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 23020552.07000000 PLN 6313019.56000000 USD 2026-07-07 193526.95000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -199301.44000000 -0.01136452689 N/A DFE PL N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6501388.56000000 USD 23707443.43000000 PLN 2026-07-07 -199301.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -80958.04000000 -0.00461637318 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2778387.06000000 USD 4747805.10000000 NZD 2026-07-08 -80958.04000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -232471.16000000 -0.01325592404 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 7399880.92000000 USD 10354987.16000000 AUD 2026-07-14 -232471.16000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 75082.25000000 0.004281325059 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3088193.57000000 NZD 1829615.72000000 USD 2026-07-08 75082.25000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 13393.32000000 0.000763711217 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 78767270.21000000 MXN 4511000.00000000 USD 2026-07-17 13393.32000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 9185.45000000 0.000523770894 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 411808.09000000 AUD 294226.59000000 USD 2026-07-14 9185.45000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -6963.23000000 -0.00039705590 N/A DFE SG N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 322750.64000000 USD 408075.91000000 SGD 2026-07-16 -6963.23000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -69083.93000000 -0.00393929005 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4089517670.00000000 COP 1120415.80000000 USD 2026-07-24 -69083.93000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -246761.23000000 -0.01407076956 N/A DFE NO N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4392700.60000000 USD 41050467.94000000 NOK 2026-07-20 -246761.23000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -108975.66000000 -0.00621398831 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6832286.40000000 USD 5068713.65000000 GBP 2026-07-15 -108975.66000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 26909.81000000 0.001534445809 N/A DFE ZA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1541694.65000000 USD 25759431.34000000 ZAR 2026-07-29 26909.81000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 440812.29000000 0.025135910336 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2945153285.00000000 JPY 18555653.26000000 USD 2026-07-01 440812.29000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 10771.32000000 0.000614200057 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 7936013.88000000 ILS 2677648.25000000 USD 2026-07-01 10771.32000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A -129054.09000000 -0.00735889653 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 7590000.00000000 EUR 12115195.95000000 CAD 2026-08-05 -129054.09000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1687727.69000000 0.096237271171 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6401667488.00000000 JPY 41062652.27000000 USD 2026-07-01 1687727.69000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 760585.89000000 0.043369976672 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 22831050581.00000000 KRW 15520768.58000000 USD 2026-07-07 760585.89000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2678.50000000 -0.00015273289 N/A DFE HU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 100828.93000000 USD 30610988.36000000 HUF 2026-08-06 -2678.50000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 835064.82000000 0.047616899340 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3479850574.00000000 JPY 22299529.99000000 USD 2026-08-05 835064.82000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -996116.77000000 -0.05680037145 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 31711670.95000000 USD 26867466.70000000 EUR 2026-07-13 -996116.77000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -64157.20000000 -0.00365835904 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3588463.68000000 USD 2656979.73000000 GBP 2026-07-15 -64157.20000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -24439.00000000 -0.00139355577 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 837859.60000000 USD 1431719.78000000 NZD 2026-07-08 -24439.00000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 57053.67000000 0.003253302972 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2380132.54000000 GBP 3214130.98000000 USD 2026-07-20 57053.67000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1047539.03000000 0.059732561295 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 46816962.93000000 EUR 54569851.99000000 USD 2026-07-13 1047539.03000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -28932.34000000 -0.00164977411 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1490234.71000000 USD 1276243.19000000 EUR 2026-08-19 -28932.34000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -520245.15000000 -0.02966531501 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 16773024.15000000 USD 23475191.25000000 AUD 2026-07-01 -520245.15000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -90358.54000000 -0.00515240661 N/A DFE IL N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3548690.45000000 USD 10291202.31000000 ILS 2026-07-01 -90358.54000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 321879.63000000 0.018354155958 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2073485446.00000000 JPY 13075327.57000000 USD 2026-07-01 321879.63000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 315876.02000000 0.018011819307 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 17420452427.00000000 KRW 11578128.69000000 USD 2026-07-07 315876.02000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -227251.45000000 -0.01295828678 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 14447327.54000000 USD 12443865.24000000 EUR 2026-07-03 -227251.45000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -178069.30000000 -0.01015383205 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 10646881.76000000 USD 9143043.16000000 EUR 2026-08-19 -178069.30000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 785557.44000000 0.044793899408 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 40334778.24000000 EUR 46969002.23000000 USD 2026-08-19 785557.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -81509.17000000 -0.00464779960 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2651444.50000000 USD 3636477.34000000 CAD 2026-08-20 -81509.17000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 64619.35000000 0.003684711666 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2882949.73000000 CAD 2102029.10000000 USD 2026-08-20 64619.35000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 36241.21000000 0.002066539036 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1700432.92000000 EUR 1983242.12000000 USD 2026-08-19 36241.21000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1032928.25000000 -0.05889942831 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 35046324.70000000 USD 49153330.57000000 AUD 2026-07-27 -1032928.25000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 14452.53000000 0.000824109278 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1044129125.00000000 KRW 689485.41000000 USD 2026-07-08 14452.53000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -655745.80000000 -0.03739180600 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 32827727.33000000 USD 28122785.34000000 EUR 2026-07-28 -655745.80000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 57553.21000000 0.003281787642 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3338030.41000000 GBP 4485228.01000000 USD 2026-07-15 57553.21000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -693173.72000000 -0.03952601338 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 35253284.33000000 USD 30234377.64000000 EUR 2026-07-10 -693173.72000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -101994.09000000 -0.00581588662 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4272638.46000000 USD 677640459.00000000 JPY 2026-07-09 -101994.09000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -403969.73000000 -0.02303508124 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 30914400.44000000 USD 23001786.04000000 GBP 2026-07-10 -403969.73000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1880029.03000000 -0.10720263976 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 52844768.95000000 USD 89689017.22000000 NZD 2026-07-13 -1880029.03000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 58642.44000000 0.003343897498 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3249128.93000000 GBP 4368395.36000000 USD 2026-07-15 58642.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 152364.82000000 0.008688116327 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6381273501.00000000 KRW 4272125.26000000 USD 2026-07-01 152364.82000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -123010.25000000 -0.00701426590 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4239513.62000000 USD 6376228484.00000000 KRW 2026-07-01 -123010.25000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 334699.61000000 0.019085174296 N/A DFE CO N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4504000.00000000 USD 16547696000.00000000 COP 2026-07-02 334699.61000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -310148.30000000 -0.01768521440 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 11260000.00000000 USD 15528294.42000000 CAD 2026-07-02 -310148.30000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -911176.05000000 -0.05195689869 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 17620056.16000000 USD 29415786.57000000 NZD 2026-07-03 -911176.05000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -43388.55000000 -0.00247409323 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 430469800.00000000 INR 4504000.00000000 USD 2026-07-02 -43388.55000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -133277.29000000 -0.00759971100 N/A DFE TW N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 11260000.00000000 USD 354464800.00000000 TWD 2026-07-02 -133277.29000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -109461.22000000 -0.00624167581 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4218167.80000000 USD 6362684310.00000000 KRW 2026-07-02 -109461.22000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 163014.78000000 0.009295396218 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6254852.90000000 EUR 7310672.07000000 USD 2026-07-03 163014.78000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1599928.02000000 -0.09123077592 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 30496718.80000000 USD 50853291.31000000 NZD 2026-07-13 -1599928.02000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -398406.76000000 -0.02271787067 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 17833575.69000000 USD 15250193.00000000 EUR 2026-07-14 -398406.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -210120.64000000 -0.01198145715 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 8270091.93000000 USD 12467163584.00000000 KRW 2026-07-07 -210120.64000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 29916.20000000 0.001705875579 N/A DFE IN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4533000.00000000 USD 431949570.00000000 INR 2026-07-03 29916.20000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 145725.63000000 0.008309537761 N/A DFE CO N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2913081.09000000 USD 10516222734.90000000 COP 2026-07-24 145725.63000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 435832.60000000 0.024851959448 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 17117326.95000000 AUD 12286817.28000000 USD 2026-07-01 435832.60000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -535134.13000000 -0.03051431145 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 15108938.91000000 USD 21063625.97000000 AUD 2026-08-04 -535134.13000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -123.07000000 -0.00000701767 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4792.39000000 USD 7214708.00000000 KRW 2026-09-16 -123.07000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -340259.54000000 -0.01940221151 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 15885912.00000000 USD 2527448599.00000000 JPY 2026-07-01 -340259.54000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 43747.14000000 0.002494540677 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1995384.61000000 AUD 1424892.18000000 USD 2026-07-14 43747.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -76547.36000000 -0.00436486826 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5835038747.73000000 COP 1629261.95000000 USD 2026-07-03 -76547.36000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 70636.48000000 0.004027819251 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2769441.26000000 NZD 1644073.27000000 USD 2026-07-08 70636.48000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 41579.83000000 0.002370956759 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 335338591.00000000 JPY 2105473.73000000 USD 2026-07-09 41579.83000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -639131.21000000 -0.03644441217 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 15084897.84000000 USD 25404004.44000000 NZD 2026-08-04 -639131.21000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1130256.83000000 0.064449279162 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 43849619.73000000 NZD 26037904.20000000 USD 2026-07-03 1130256.83000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -748981.43000000 -0.04270826947 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 17347722.89000000 USD 29190178.18000000 NZD 2026-08-04 -748981.43000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 12032.11000000 0.000686092572 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 97061236.00000000 JPY 610678.47000000 USD 2026-08-04 12032.11000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 7479.23000000 0.000426479158 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 463530.63000000 CAD 335445.23000000 USD 2026-09-16 7479.23000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -47789.77000000 -0.00272505871 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5196987.00000000 USD 7966617282.00000000 KRW 2026-07-06 -47789.77000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -201833.39000000 -0.01150890324 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 9031062.29000000 USD 12478787.72000000 CAD 2026-09-16 -201833.39000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -97210.80000000 -0.00554313481 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4434363.87000000 USD 6129913.85000000 CAD 2026-09-16 -97210.80000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 21367.61000000 0.001218419588 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 49240121.11000000 MXN 2818911.55000000 USD 2026-09-17 21367.61000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -639756.63000000 -0.03648007474 N/A DFE CZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 34092102.96000000 USD 710099980.58000000 CZK 2026-09-16 -639756.63000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 118091.04000000 0.006733763691 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 276542911.90000000 MXN 15829688.22000000 USD 2026-09-17 118091.04000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -107400.22000000 -0.00612415388 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 8779678.20000000 USD 6537981.03000000 GBP 2026-09-16 -107400.22000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1224695.61000000 -0.06983434840 N/A DFE HU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 87023014.52000000 USD 26791122809.00000000 HUF 2026-09-16 -1224695.61000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -100067.19000000 -0.00570601131 N/A DFE CN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 43565451.83000000 USD 293552727.54000000 CNY 2026-09-16 -100067.19000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 613690.86000000 0.034993757618 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 32999429.48000000 NZD 19404654.52000000 USD 2026-09-16 613690.86000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -176344.93000000 -0.01005550536 N/A DFE CN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 54730494.64000000 USD 368443062.87000000 CNY 2026-09-16 -176344.93000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1316197.11000000 -0.07505192866 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 40704548.58000000 USD 69171179.85000000 NZD 2026-09-16 -1316197.11000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -51222.08000000 -0.00292077521 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1604584.85000000 USD 2733646.44000000 NZD 2026-07-13 -51222.08000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -40430.69000000 -0.00230543072 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2009985.47000000 USD 320090186.00000000 JPY 2026-07-06 -40430.69000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 120536.21000000 0.006873191686 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 972147325.00000000 JPY 6103769.23000000 USD 2026-07-09 120536.21000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1981706.89000000 -0.11300049438 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 52519951.03000000 USD 88926432.49000000 NZD 2026-07-17 -1981706.89000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 3335223.03000000 0.190180421319 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 149819277.40000000 NZD 88468283.30000000 USD 2026-07-13 3335223.03000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -3394.80000000 -0.00019357760 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 7632506.57000000 TRY 150531.00000000 USD 2026-09-16 -3394.80000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -293938.59000000 -0.01676090755 N/A DFE CL N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 10088276.97000000 USD 9020634618.00000000 CLP 2026-09-16 -293938.59000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -313400.32000000 -0.01787065043 N/A DFE HU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 20031952.94000000 USD 6157255428.00000000 HUF 2026-09-16 -313400.32000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 297231.18000000 0.016948656966 N/A DFE TR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 13455091.33000000 USD 681917483.77000000 TRY 2026-09-16 297231.18000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 9947.52000000 0.000567225498 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 32680835.56000000 ZAR 1992551.63000000 USD 2026-09-16 9947.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1715422.34000000 -0.09781646997 N/A DFE SE N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 48254709.92000000 USD 449314616.11000000 SEK 2026-09-16 -1715422.34000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1576260.09000000 0.089881187952 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 184897946.51000000 PLN 50725277.05000000 USD 2026-09-16 1576260.09000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2973717.40000000 0.169566719505 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 135915902.23000000 EUR 158775597.83000000 USD 2026-09-16 2973717.40000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -40563.26000000 -0.00231299010 N/A DFE CN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 11730000.00000000 USD 78947099.34000000 CNY 2026-09-16 -40563.26000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -162492.48000000 -0.00926561373 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 909094523.50000000 INR 9383697.84000000 USD 2026-09-16 -162492.48000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -17964.51000000 -0.00102436870 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3308036.77000000 USD 5089083767.00000000 KRW 2026-07-07 -17964.51000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -65037.70000000 -0.00370856673 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 366355328.77000000 INR 3781974.47000000 USD 2026-09-16 -65037.70000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -57276.51000000 -0.00326600971 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 321709868.24000000 INR 3320924.05000000 USD 2026-09-16 -57276.51000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1306957.30000000 0.074525058061 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 341822718.22000000 SEK 36712406.43000000 USD 2026-09-16 1306957.30000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -333619.14000000 -0.01902356395 N/A DFE PL N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 10826886.93000000 USD 39475533.51000000 PLN 2026-09-16 -333619.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -77299.23000000 -0.00440774125 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5637115.22000000 USD 4191553.28000000 GBP 2026-07-15 -77299.23000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -152121.06000000 -0.00867421669 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 17678501.68000000 USD 27109805541.00000000 KRW 2026-07-07 -152121.06000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 690205.01000000 0.039356732193 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 32413487.47000000 AUD 23100541.49000000 USD 2026-09-16 690205.01000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1179122.33000000 0.067235677940 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 33645365.86000000 CHF 43177486.94000000 USD 2026-09-16 1179122.33000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -397416.93000000 -0.02266142878 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 38748510.05000000 USD 59257398946.00000000 KRW 2026-09-16 -397416.93000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 670140.92000000 0.038212641662 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 30320239.58000000 EUR 35426562.09000000 USD 2026-09-16 670140.92000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -477713.72000000 -0.02724009630 N/A DFE NO N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 8438709.27000000 USD 78887493.04000000 NOK 2026-09-16 -477713.72000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 536510.87000000 0.030592815647 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 15828396.51000000 CHF 20294559.29000000 USD 2026-09-16 536510.87000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1817477.28000000 0.103635826371 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 85001296.64000000 AUD 60586459.21000000 USD 2026-09-16 1817477.28000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -8118.86000000 -0.00046295201 N/A DFE BR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4960957.82000000 USD 26047112.16000000 BRL 2026-09-16 -8118.86000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 156330.89000000 0.008914268778 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1343039103.00000000 JPY 8468229.01000000 USD 2026-09-16 156330.89000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 168462.88000000 0.009606056688 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 10383110.13000000 EUR 12039216.20000000 USD 2026-07-14 168462.88000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 900777.84000000 0.051363974038 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 63953941.16000000 NZD 37246775.33000000 USD 2026-07-17 900777.84000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 439765.36000000 0.025076212503 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 85380420.80000000 NOK 9056000.00000000 USD 2026-09-16 439765.36000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 299435.31000000 0.017074340426 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 20152215.06000000 NZD 11758817.49000000 USD 2026-08-04 299435.31000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 282392.92000000 0.016102552668 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 19710989.73000000 EUR 22813499.51000000 USD 2026-07-10 282392.92000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 58178.05000000 0.003317417144 N/A DFE TR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2742809.00000000 USD 138888689.03000000 TRY 2026-09-16 58178.05000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 135825.36000000 0.007745006543 N/A DFE IN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 13273044.20000000 USD 1276941844.74000000 INR 2026-09-16 135825.36000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 101240.54000000 0.005772917846 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5242873.55000000 GBP 7055628.54000000 USD 2026-09-16 101240.54000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -927208.30000000 -0.05287108644 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 51335636.67000000 USD 8145009651.00000000 JPY 2026-09-16 -927208.30000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -754933.01000000 -0.04304763927 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 41539846.30000000 USD 6590039068.00000000 JPY 2026-09-16 -754933.01000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 86111.63000000 0.004910240162 N/A DFE IN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 11007000.00000000 USD 1050398010.00000000 INR 2026-07-09 86111.63000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1738.99000000 -0.00009916034 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 126046638.11000000 COP 34466.47000000 USD 2026-09-16 -1738.99000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -580261.29000000 -0.03308754335 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 35530278.56000000 USD 30576831.81000000 EUR 2026-07-09 -580261.29000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -239587.11000000 -0.01366168832 N/A DFE SG N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 37146879.51000000 USD 47488273.59000000 SGD 2026-09-16 -239587.11000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 226697.02000000 0.012926672185 N/A DFE CO N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4528000.00000000 USD 16291744000.00000000 COP 2026-07-10 226697.02000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 389285.52000000 0.022197761151 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 709541091.35000000 CZK 33815302.95000000 USD 2026-09-16 389285.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -7339.12000000 -0.00041848983 N/A DFE IL N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1811450.02000000 USD 5367326.41000000 ILS 2026-07-10 -7339.12000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 13569.40000000 0.000773751615 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 65676189.18000000 TWD 2069780.00000000 USD 2026-09-16 13569.40000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 160480.39000000 0.009150880738 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 17868631.32000000 GBP 23862252.72000000 USD 2026-09-16 160480.39000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -302779.00000000 -0.01726500365 N/A DFE TW N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 38255073.01000000 USD 1212211451.51000000 TWD 2026-09-16 -302779.00000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -67238.52000000 -0.00383406145 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 500649068.87000000 INR 5189961.00000000 USD 2026-09-16 -67238.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 60863.78000000 0.003470562304 N/A DFE IN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5189961.00000000 USD 497236669.51000000 INR 2026-07-10 60863.78000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 207553.72000000 0.011835086757 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 21808178.44000000 EUR 25155733.83000000 USD 2026-07-28 207553.72000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 221614.80000000 0.012636874852 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 23633478.74000000 EUR 27235220.90000000 USD 2026-07-09 221614.80000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -184752.51000000 -0.01053492071 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 7500243.00000000 USD 12846973.52000000 NZD 2026-09-16 -184752.51000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 36678.09000000 0.002091450720 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 106646339.40000000 CNY 15827450.00000000 USD 2026-09-16 36678.09000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 40956.86000000 0.002335433888 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3293385.01000000 EUR 3816200.00000000 USD 2026-09-16 40956.86000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -36792.10000000 -0.00209795177 N/A DFE CN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 15827450.00000000 USD 106636858.76000000 CNY 2026-09-17 -36792.10000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -40953.61000000 -0.00233524856 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3816200.00000000 USD 3293248.59000000 EUR 2026-09-17 -40953.61000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 184539.88000000 0.010522796170 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 12846929.51000000 NZD 7500243.00000000 USD 2026-09-17 184539.88000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 185136.84000000 0.010556835904 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 730727063.54000000 TWD 23062967.54000000 USD 2026-09-16 185136.84000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 280489.80000000 0.015994033340 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 21984234.61000000 NZD 12781634.00000000 USD 2026-08-04 280489.80000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 54005.39000000 0.003079484559 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4002274.59000000 NZD 2327866.98000000 USD 2026-07-08 54005.39000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 13012.20000000 0.000741979068 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 27549845.98000000 CZK 1310415.78000000 USD 2026-08-10 13012.20000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 196334.87000000 0.011195367734 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 41491894.24000000 NOK 4386856.59000000 USD 2026-07-20 196334.87000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 89566.02000000 0.005107215699 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 10071594.58000000 EUR 11621572.70000000 USD 2026-08-19 89566.02000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 115604.83000000 0.006591995521 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 9126338.89000000 AUD 6432581.32000000 USD 2026-07-14 115604.83000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 40840.42000000 0.002328794270 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5388155.50000000 GBP 7187869.48000000 USD 2026-07-15 40840.42000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -372776.95000000 -0.02125641277 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 21213005.43000000 USD 3378648407.00000000 JPY 2026-08-05 -372776.95000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 58979.04000000 0.003363091036 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 106500027.30000000 CNY 15828087.00000000 USD 2026-09-16 58979.04000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -59015.19000000 -0.00336515237 N/A DFE CN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 15828087.00000000 USD 106491084.43000000 CNY 2026-09-17 -59015.19000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 217481.25000000 0.012401172389 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 14717396.21000000 EUR 17039801.33000000 USD 2026-07-09 217481.25000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -411894.64000000 -0.02348697387 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 32307360.99000000 USD 27887234.35000000 EUR 2026-07-23 -411894.64000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 326067.14000000 0.018592935316 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 21605155.84000000 EUR 25092292.81000000 USD 2026-09-16 326067.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 396282.73000000 0.022596754662 N/A DFE CO N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 7316443.07000000 USD 26420919721.09000000 COP 2026-07-09 396282.73000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 221419.92000000 0.012625762443 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 17705656.61000000 AUD 12471864.52000000 USD 2026-08-04 221419.92000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 83341.36000000 0.004752274380 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 20279681.39000000 ILS 6911521.05000000 USD 2026-09-16 83341.36000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -391996.23000000 -0.02235233071 N/A DFE NO N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 9077419.03000000 USD 86066023.53000000 NOK 2026-09-16 -391996.23000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 447162.74000000 0.025498024427 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 76237880.99000000 SGD 59698290.51000000 USD 2026-09-16 447162.74000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -123911.86000000 -0.00706567732 N/A DFE NO N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2886772.72000000 USD 27377878.23000000 NOK 2026-09-16 -123911.86000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 847522.83000000 0.048327277497 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 78259872227.00000000 KRW 51496921.91000000 USD 2026-09-16 847522.83000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -70003.52000000 -0.00399172673 N/A DFE IL N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6280482.22000000 USD 18445110.55000000 ILS 2026-09-16 -70003.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 71918.56000000 0.004100925760 N/A DFE ZA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 12523131.92000000 USD 207614204.04000000 ZAR 2026-09-16 71918.56000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -81449.42000000 -0.00464439255 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 864739980.00000000 INR 9048000.00000000 USD 2026-07-13 -81449.42000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 88361.00000000 0.005038503289 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 9364395802.00000000 CLP 10255945.11000000 USD 2026-09-16 88361.00000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 68433.93000000 0.003902225885 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 27995920.88000000 SEK 2968371.62000000 USD 2026-09-17 68433.93000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 243025.87000000 0.013857772608 N/A DFE CO N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4524000.00000000 USD 16349736000.00000000 COP 2026-07-14 243025.87000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 336139.31000000 0.019167268582 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 25035188.52000000 EUR 28953195.52000000 USD 2026-07-10 336139.31000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 308270.52000000 0.017578140006 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 36636022.79000000 AUD 25659870.36000000 USD 2026-07-27 308270.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -33227.24000000 -0.00189467704 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 24198212.46000000 BRL 4568044.82000000 USD 2026-09-16 -33227.24000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -440956.08000000 -0.02514410950 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 32895362415.00000000 COP 9007862.43000000 USD 2026-09-16 -440956.08000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 3119.19000000 0.000177861829 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6151233.08000000 ILS 2070225.15000000 USD 2026-07-01 3119.19000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 31731.38000000 0.001809380411 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 341301623.00000000 JPY 2131802.77000000 USD 2026-07-06 31731.38000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -22601.00000000 -0.00128874970 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1528047.27000000 USD 244288917.00000000 JPY 2026-07-24 -22601.00000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -678302.06000000 -0.03867800455 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 54160296.36000000 USD 77354391.95000000 AUD 2026-09-16 -678302.06000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -561731.75000000 -0.03203095562 N/A DFE CH N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 39900370.40000000 USD 31514629.25000000 CHF 2026-09-16 -561731.75000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 236036.14000000 0.013459205620 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 580274139.01000000 CNY 86155314.98000000 USD 2026-09-16 236036.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 734484.72000000 0.041881640971 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 23266808431.00000000 HUF 75246219.97000000 USD 2026-09-16 734484.72000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 734575.98000000 0.041886844780 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 7818379764.00000000 JPY 49121533.54000000 USD 2026-09-16 734575.98000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -85078.48000000 -0.00485132808 N/A DFE MX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 22230493.67000000 USD 389785807.98000000 MXN 2026-09-17 -85078.48000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 774326.92000000 0.044153514940 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 51582204.21000000 NZD 30147889.82000000 USD 2026-09-17 774326.92000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -155028.15000000 -0.00883998419 N/A DFE PL N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6740419.99000000 USD 24774150.80000000 PLN 2026-09-17 -155028.15000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -31646.94000000 -0.00180456549 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1891905.00000000 USD 3255898.60000000 NZD 2026-12-29 -31646.94000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1695157.03000000 -0.09666090551 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 165658372.19000000 USD 143035554.25000000 EUR 2026-09-16 -1695157.03000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -22080.35000000 -0.00125906130 N/A DFE ZA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4550000.00000000 USD 74637290.00000000 ZAR 2026-09-16 -22080.35000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -16794.80000000 -0.00095766973 N/A DFE TW N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1502739.00000000 USD 47461652.01000000 TWD 2026-09-16 -16794.80000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 156411.82000000 0.008918883552 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 9786688.90000000 EUR 11375000.00000000 USD 2026-09-16 156411.82000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -83587.99000000 -0.00476633766 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 325542591.57000000 TRY 6481673.67000000 USD 2026-09-16 -83587.99000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 34142.16000000 0.001946847426 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2239632.54000000 GBP 3004874.66000000 USD 2026-07-10 34142.16000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -394579.29000000 -0.02249962144 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 28708714.94000000 USD 24754867.50000000 EUR 2026-07-24 -394579.29000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -123098.74000000 -0.00701931176 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6006621.46000000 USD 9090803539.00000000 KRW 2026-09-16 -123098.74000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2582.06000000 0.000147233709 N/A DFE IN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 601113.09000000 USD 57147641.13000000 INR 2026-07-02 2582.06000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -341490.44000000 -0.01947239964 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 30382788.72000000 USD 22648370.27000000 GBP 2026-08-17 -341490.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 351540.76000000 0.020045486987 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 23184824.12000000 GBP 31104760.04000000 USD 2026-07-10 351540.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 138833.52000000 0.007916537241 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 8504807.23000000 GBP 11420000.00000000 USD 2026-09-16 138833.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -183420.67000000 -0.01045897680 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 14258522.00000000 USD 10611127.36000000 GBP 2026-09-17 -183420.67000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 155342.86000000 0.008857929529 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 9746355.24000000 AUD 6893753.00000000 USD 2026-09-17 155342.86000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -88256.32000000 -0.00503253424 N/A DFE CN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 15982554.00000000 USD 107336754.93000000 CNY 2026-09-17 -88256.32000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -65862.73000000 -0.00375561143 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4119673.99000000 USD 655016093.00000000 JPY 2026-09-16 -65862.73000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 65831.06000000 0.003753805551 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 654966740.00000000 JPY 4119673.99000000 USD 2026-09-17 65831.06000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 88172.52000000 0.005027755820 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 107346088.74000000 CNY 15982554.00000000 USD 2026-09-16 88172.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -63852.49000000 -0.00364098392 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3982603.00000000 USD 3418575.63000000 EUR 2026-09-16 -63852.49000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 63801.15000000 0.003638056429 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3418475.86000000 EUR 3982603.00000000 USD 2026-09-17 63801.15000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 183404.45000000 0.010458051908 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 10611151.05000000 GBP 14258522.00000000 USD 2026-09-16 183404.45000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -155399.34000000 -0.00886115012 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6893753.00000000 USD 9746107.21000000 AUD 2026-09-16 -155399.34000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 128360.61000000 0.007319353060 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 16701864.20000000 PLN 4568000.00000000 USD 2026-09-16 128360.61000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -130811.83000000 -0.00745912603 N/A DFE HU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4568000.00000000 USD 1385542920.00000000 HUF 2026-09-16 -130811.83000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -110324.42000000 -0.00629089703 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6852000.00000000 USD 1089322052.00000000 JPY 2026-09-16 -110324.42000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -195966.62000000 -0.01117436945 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 9136000.00000000 USD 13826422400.00000000 KRW 2026-07-20 -195966.62000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -264385.34000000 -0.01507572803 N/A DFE NO N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6852000.00000000 USD 65278318.80000000 NOK 2026-09-16 -264385.34000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 22948.64000000 0.001308572765 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1430385.74000000 GBP 1920259.96000000 USD 2026-07-15 22948.64000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 51431.64000000 0.002932724701 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 74450177.60000000 ZAR 4568000.00000000 USD 2026-09-16 51431.64000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -286693.43000000 -0.01634777549 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 18489942.27000000 USD 15912170.63000000 EUR 2026-07-28 -286693.43000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 25645.81000000 0.001462370254 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1712916.56000000 NZD 1001037.00000000 USD 2026-09-16 25645.81000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 82855.20000000 0.004724552661 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 21650271.84000000 NOK 2267710.00000000 USD 2026-09-16 82855.20000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -357803.88000000 -0.02040262136 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 17299653.06000000 USD 24482950.84000000 AUD 2026-07-27 -357803.88000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 189.30000000 0.000010794226 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1514779899.43000000 INR 15906541.00000000 USD 2026-09-16 189.30000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1756.88000000 -0.00010018046 N/A DFE IN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 15906541.00000000 USD 1506985694.34000000 INR 2026-07-17 -1756.88000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 88831.08000000 0.005065308097 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 107552795.84000000 CNY 16013819.00000000 USD 2026-09-16 88831.08000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -88839.20000000 -0.00506577111 N/A DFE CN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 16013819.00000000 USD 107543956.22000000 CNY 2026-09-17 -88839.20000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -75162.27000000 -0.00428588794 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5260463.00000000 USD 837842516.00000000 JPY 2026-09-16 -75162.27000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 75121.10000000 0.004283540356 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 837779496.00000000 JPY 5260463.00000000 USD 2026-09-17 75121.10000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 20730.40000000 0.001182084727 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1306784.66000000 GBP 1754093.13000000 USD 2026-07-15 20730.40000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -56985.58000000 -0.00324942035 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3559154.04000000 USD 3058654.22000000 EUR 2026-08-19 -56985.58000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -38390.38000000 -0.00218908857 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1845521.00000000 USD 2613767.34000000 AUD 2026-09-16 -38390.38000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -27598.80000000 -0.00157373326 N/A DFE SG N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2759689.00000000 USD 3515355.32000000 SGD 2026-09-16 -27598.80000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 27750.79000000 0.001582400003 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3550600.37000000 SGD 2787233.00000000 USD 2026-09-16 27750.79000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 56860.07000000 0.003242263552 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3872573.90000000 AUD 2734316.00000000 USD 2026-09-16 56860.07000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 67788.50000000 0.003865422304 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 79393818.90000000 MXN 4578494.24000000 USD 2026-09-17 67788.50000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -197587.89000000 -0.01126681719 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 13590119.91000000 USD 18992328.48000000 CAD 2026-07-02 -197587.89000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 195307.64000000 0.011136793230 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 18931553.46000000 CAD 13590119.91000000 USD 2026-09-16 195307.64000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -68767.06000000 -0.00392122155 N/A DFE MX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4578494.24000000 USD 78979538.43000000 MXN 2026-07-17 -68767.06000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 187269.02000000 0.010678416646 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 9796916.40000000 EUR 11417581.09000000 USD 2026-09-16 187269.02000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -8430.14000000 -0.00048070175 N/A DFE ZA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 796218.00000000 USD 12985731.95000000 ZAR 2026-09-16 -8430.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 356497.72000000 0.020328141770 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 34538833.66000000 CAD 24711722.84000000 USD 2026-07-02 356497.72000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 111881.03000000 0.006379657741 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6132991797.00000000 KRW 4072263.55000000 USD 2026-07-02 111881.03000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 50442.99000000 0.002876350098 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2797270.23000000 EUR 3253325.98000000 USD 2026-08-19 50442.99000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -42545.63000000 -0.00242602841 N/A DFE IL N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1976091.32000000 USD 5752401.83000000 ILS 2026-07-10 -42545.63000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 296389.71000000 0.016900674832 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 31925604.83000000 CAD 22885000.00000000 USD 2026-09-16 296389.71000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 15030.95000000 0.000857091828 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 944293.25000000 GBP 1267572.99000000 USD 2026-07-15 15030.95000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -232209.62000000 -0.01324101056 N/A DFE SG N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 22885000.00000000 USD 29147136.98000000 SGD 2026-09-16 -232209.62000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -4036.94000000 -0.00023019358 N/A DFE IN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 11443000.00000000 USD 1084109820.00000000 INR 2026-07-20 -4036.94000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 77514.33000000 0.004420006639 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 108041837.21000000 CNY 16074913.00000000 USD 2026-09-16 77514.33000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 231144.87000000 0.013180296599 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 16447425.76000000 AUD 11602524.00000000 USD 2026-09-17 231144.87000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -77519.16000000 -0.00442028205 N/A DFE CN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 16074913.00000000 USD 108032979.93000000 CNY 2026-09-17 -77519.16000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -231257.07000000 -0.01318669444 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 11602524.00000000 USD 16446982.78000000 AUD 2026-09-16 -231257.07000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -36231.96000000 -0.00206601158 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2528901.00000000 USD 2174513.94000000 EUR 2026-09-16 -36231.96000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 11844.30000000 0.000675383308 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 907530.21000000 GBP 1215634.00000000 USD 2026-09-16 11844.30000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1917.08000000 -0.00010931535 N/A DFE IN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 984534.00000000 USD 93575723.20000000 INR 2026-09-16 -1917.08000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -504663.38000000 -0.02877681443 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 21276073.52000000 USD 36567822.83000000 NZD 2026-07-03 -504663.38000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 207212.17000000 0.011815610961 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 15321013.81000000 EUR 17723348.78000000 USD 2026-07-14 207212.17000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -240723.40000000 -0.01372648162 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 21287905.46000000 USD 15867550.28000000 GBP 2026-07-20 -240723.40000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -168618.54000000 -0.00961493270 N/A DFE MX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 11486000.00000000 USD 199167240.00000000 MXN 2026-09-15 -168618.54000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -140155.77000000 -0.00799193431 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 9189000.00000000 USD 1462115086.00000000 JPY 2026-09-16 -140155.77000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 297448.15000000 0.016961028986 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 32048483.65000000 CAD 22973000.00000000 USD 2026-09-16 297448.15000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -172319.23000000 -0.00982595270 N/A DFE SE N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 11482000.00000000 USD 109189571.66000000 SEK 2026-09-16 -172319.23000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 210827.95000000 0.012021789246 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 111688858.60000000 NOK 11482000.00000000 USD 2026-09-16 210827.95000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -43149.60000000 -0.00246046787 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 7808000.00000000 USD 6773773.49000000 EUR 2026-09-16 -43149.60000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 43915.86000000 0.002504161395 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6931057.82000000 EUR 7989063.00000000 USD 2026-09-16 43915.86000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 39822.05000000 0.002270724979 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1084589720.00000000 INR 11482000.00000000 USD 2026-07-22 39822.05000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -15687.12000000 -0.00089450782 N/A DFE HU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1399000.00000000 USD 431949084.00000000 HUF 2026-09-16 -15687.12000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 6076.87000000 0.000346514067 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 975692.02000000 CHF 1224000.00000000 USD 2026-09-16 6076.87000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -20423.91000000 -0.00116460811 N/A DFE NO N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1224000.00000000 USD 11926536.05000000 NOK 2026-09-16 -20423.91000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 167662.24000000 0.009560402754 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 87058093.65000000 SEK 9185000.00000000 USD 2026-09-16 167662.24000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -61721.41000000 -0.00351946591 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 9185000.00000000 USD 7958816.91000000 EUR 2026-09-16 -61721.41000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 147903.58000000 0.008433728391 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 49587547.65000000 NOK 5152071.30000000 USD 2026-09-16 147903.58000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1008602.15000000 0.057512310302 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 94396064.57000000 NZD 54655321.39000000 USD 2026-07-17 1008602.15000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -879429.20000000 -0.05014663615 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 47746310.99000000 USD 82363827.82000000 NZD 2026-08-24 -879429.20000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -39091.19000000 -0.00222905002 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5152071.30000000 USD 4460378.16000000 EUR 2026-09-16 -39091.19000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 166452.36000000 0.009491413218 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 24416378.73000000 EUR 28098368.64000000 USD 2026-07-28 166452.36000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 93862.02000000 0.005352181353 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 21981702.36000000 EUR 25234994.31000000 USD 2026-07-23 93862.02000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -5638.83000000 -0.00032153623 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1452004.79000000 USD 1263198.33000000 EUR 2026-08-19 -5638.83000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -52054.17000000 -0.00296822248 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4173754.00000000 USD 5961475.23000000 AUD 2026-09-16 -52054.17000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -20680.42000000 -0.00117923477 N/A DFE CN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 16069000.00000000 USD 108385742.45000000 CNY 2026-09-16 -20680.42000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 18222.77000000 0.001039095150 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 108360751.34000000 CNY 16062842.00000000 USD 2026-09-16 18222.77000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 10409.75000000 0.000593582684 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 20539549.62000000 CAD 14542942.00000000 USD 2026-09-16 10409.75000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -10952.29000000 -0.00062451929 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 14691000.00000000 USD 20748040.54000000 CAD 2026-09-16 -10952.29000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 51416.85000000 0.002931881348 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5902005.57000000 AUD 4132000.00000000 USD 2026-09-16 51416.85000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 55812.36000000 0.003182521241 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 11966376.33000000 EUR 13773000.00000000 USD 2026-09-16 55812.36000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -7529.78000000 -0.00042936161 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1845538.00000000 USD 1603411.62000000 EUR 2026-09-16 -7529.78000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -56787.63000000 -0.00323813289 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 13868568.00000000 USD 12048895.59000000 EUR 2026-09-16 -56787.63000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 25002.09000000 0.001425664181 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2996861.66000000 AUD 2097000.00000000 USD 2026-09-16 25002.09000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -7678.99000000 -0.00043786983 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2097000.00000000 USD 1822647.77000000 EUR 2026-09-16 -7678.99000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A -122096.21000000 -0.00696214569 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 85555950.53000000 NZD 70074755.29000000 AUD 2026-07-17 -122096.21000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A -83905.66000000 -0.00478445178 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 68213051.94000000 CAD 42022000.00000000 EUR 2026-07-10 -83905.66000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 13035.81000000 0.000743325353 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5702184.08000000 USD 4308699.09000000 GBP 2026-07-10 13035.81000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -459340.18000000 -0.02619240397 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 51497603.52000000 USD 89806259.73000000 NZD 2026-07-17 -459340.18000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -393491.24000000 -0.02243757887 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 35969371.41000000 USD 51393406.34000000 AUD 2026-07-10 -393491.24000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 5738.58000000 0.000327224162 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6323611.37000000 ILS 2131284.03000000 USD 2026-07-10 5738.58000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 34379.30000000 0.001960369576 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 952512656.00000000 JPY 5897269.24000000 USD 2026-07-10 34379.30000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -70408.15000000 -0.00401479946 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 22788184.95000000 USD 19874295.27000000 EUR 2026-07-10 -70408.15000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -20355.30000000 -0.00116069585 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 7873937.29000000 USD 6870584.60000000 EUR 2026-07-10 -20355.30000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 15848.76000000 0.000903724826 N/A DFE IN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 11475000.00000000 USD 1089379125.00000000 INR 2026-07-24 15848.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 34529.61000000 0.001968940523 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 37111749.08000000 CAD 26213508.95000000 USD 2026-07-10 34529.61000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A 51599.98000000 0.002942323751 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 65705134.61000000 SEK 5976538.74000000 EUR 2026-07-10 51599.98000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 70838.84000000 0.004039358182 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 25573522.63000000 EUR 29320043.70000000 USD 2026-07-23 70838.84000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -75595.73000000 -0.00431060461 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 31502781.35000000 USD 27441447.17000000 EUR 2026-08-24 -75595.73000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 40253.00000000 0.002295298524 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 157832561.00000000 CNY 23410000.00000000 USD 2026-09-16 40253.00000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A 41211.29000000 0.002349941945 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 43932831.44000000 SEK 4002000.00000000 EUR 2026-07-10 41211.29000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 33808.80000000 0.001927838639 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 108234389.16000000 CNY 16059718.00000000 USD 2026-09-16 33808.80000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -34809.24000000 -0.00198488552 N/A DFE CN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 16066000.00000000 USD 108270059.28000000 CNY 2026-09-16 -34809.24000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -9326.51000000 -0.00053181439 N/A DFE CH N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 9020010.00000000 USD 7218560.66000000 CHF 2026-09-16 -9326.51000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 9113.79000000 0.000519684712 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 7346900.88000000 CHF 9180000.00000000 USD 2026-09-16 9113.79000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -74159.74000000 -0.00422872187 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 8425232.13000000 USD 14694437.60000000 NZD 2026-07-17 -74159.74000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -3766.14000000 -0.00021475208 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4590000.00000000 USD 4012195.68000000 EUR 2026-07-10 -3766.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 23480.46000000 0.001338898099 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3959256.15000000 USD 3002581.52000000 GBP 2026-07-10 23480.46000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -16726.23000000 -0.00095375974 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 8396233.19000000 USD 7330681.92000000 EUR 2026-07-10 -16726.23000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 8760.52000000 0.000499540621 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5884648.06000000 PLN 1573000.00000000 USD 2026-09-16 8760.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A -8453.79000000 -0.00048205032 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3628758.00000000 NZD 2967408.66000000 AUD 2026-07-17 -8453.79000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -27844.40000000 -0.00158773781 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4009035.00000000 USD 7005250.83000000 NZD 2026-07-17 -27844.40000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -28.20000000 -0.00000160801 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4132.00000000 USD 7221.00000000 NZD 2026-07-17 -28.20000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -76706.50000000 -0.00437394271 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 17116474.88000000 USD 24619413.47000000 AUD 2026-07-17 -76706.50000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -22082.05000000 -0.00125915824 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3243000.00000000 USD 520436931.00000000 JPY 2026-09-16 -22082.05000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 22013.21000000 0.001255232862 N/A DFE CH N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 15158616.00000000 USD 12161374.10000000 CHF 2026-09-16 22013.21000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 32911.56000000 0.001876676399 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 9264000.00000000 USD 8110288.01000000 EUR 2026-09-16 32911.56000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -12365.50000000 -0.00070510307 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1952589.66000000 GBP 2577639.00000000 USD 2026-09-16 -12365.50000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -33397.84000000 -0.00190440496 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 8153965.76000000 EUR 9313582.00000000 USD 2026-09-16 -33397.84000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -7030.26000000 -0.00040087808 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 103284735.23000000 CNY 15286000.00000000 USD 2026-09-16 -7030.26000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 12147.69000000 0.000692683152 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2548000.00000000 USD 1930080.78000000 GBP 2026-09-16 12147.69000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -5427.19000000 -0.00030946814 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 79733261.52000000 CNY 11800414.00000000 USD 2026-09-16 -5427.19000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A 33312.98000000 0.001899566090 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 163246213.28000000 SEK 14765863.00000000 EUR 2026-07-10 33312.98000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A 31016.22000000 0.001768600700 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 31350000.00000000 AUD 38234428.65000000 NZD 2026-07-17 31016.22000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 21212.78000000 0.001209590903 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 502317035.00000000 JPY 3129989.00000000 USD 2026-09-16 21212.78000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 3179.26000000 0.000181287128 N/A DFE CN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3856890.00000000 USD 26069799.44000000 CNY 2026-09-16 3179.26000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 13168.31000000 0.000750880742 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3306475.00000000 USD 2904138.55000000 EUR 2026-07-10 13168.31000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 12710.40000000 0.000724769889 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 298806018.00000000 JPY 1855810.05000000 USD 2026-08-05 12710.40000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2998.69000000 0.000170990702 N/A DFE MX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 637383.00000000 USD 11208085.58000000 MXN 2026-07-10 2998.69000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 547.22000000 0.000031203469 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1432409.00000000 USD 2070365.09000000 AUD 2026-07-17 547.22000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -3441.81000000 -0.00019625820 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 50081764.79000000 CNY 7412000.00000000 USD 2026-09-16 -3441.81000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -33054.65000000 -0.00188483564 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 17152136.76000000 USD 30122512.68000000 NZD 2026-07-17 -33054.65000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A -25435.32000000 -0.00145036773 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 18776302.76000000 NZD 15380729.80000000 AUD 2026-07-17 -25435.32000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 45400.00000000 0.002588789730 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 21056123.81000000 USD 18460341.37000000 EUR 2026-07-10 45400.00000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -8733.42000000 -0.00049799533 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1997888.82000000 EUR 2275000.00000000 USD 2026-07-10 -8733.42000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 12029.60000000 0.000685949447 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2100000.00000000 USD 1592257.20000000 GBP 2026-07-10 12029.60000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -28768.91000000 -0.00164045503 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 31456301.92000000 USD 55264058.19000000 NZD 2026-08-06 -28768.91000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 55905.57000000 0.003187836243 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 100067315.00000000 NZD 56958315.70000000 USD 2026-08-04 55905.57000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 189877.00000000 0.010827128361 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 94259360.74000000 AUD 65415996.35000000 USD 2026-07-27 189877.00000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -86357.26000000 -0.00492424642 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 29877940.48000000 USD 43057991.76000000 AUD 2026-08-04 -86357.26000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -16579.68000000 -0.00094540320 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 11700000.00000000 EUR 13379956.20000000 USD 2026-08-19 -16579.68000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 30496.41000000 0.001738960198 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 63883979.38000000 NZD 36381926.26000000 USD 2026-08-24 30496.41000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -8413.82000000 -0.00047977116 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4597000.00000000 USD 6636762.50000000 AUD 2026-09-16 -8413.82000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1102.04000000 0.000062840304 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6896000.00000000 USD 12112227.80000000 NZD 2026-09-16 1102.04000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -79768.07000000 -0.00454851895 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 190763112.60000000 ZAR 11493000.00000000 USD 2026-09-16 -79768.07000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 43318.04000000 0.002470072622 N/A DFE IL N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6515401.16000000 USD 19512540.36000000 ILS 2026-07-10 43318.04000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -44295.12000000 -0.00252578748 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2906580000.00000000 HUF 9264000.00000000 USD 2026-09-16 -44295.12000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -346.97000000 -0.00001978485 N/A DFE PL N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 9213784.11000000 USD 34660827.69000000 PLN 2026-09-16 -346.97000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -21188.17000000 -0.00120818759 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1442061431.00000000 HUF 4597000.00000000 USD 2026-09-16 -21188.17000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -905.16000000 -0.00005161385 N/A DFE PL N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4622458.74000000 USD 17386222.94000000 PLN 2026-09-16 -905.16000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 104857.37000000 0.005979156004 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 16673552.16000000 USD 29523069.67000000 NZD 2026-07-17 104857.37000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -40249.99000000 -0.00229512688 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4840705.94000000 EUR 5508704.00000000 USD 2026-09-16 -40249.99000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -34951.45000000 -0.00199299459 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 12034962.54000000 SGD 9274000.00000000 USD 2026-07-10 -34951.45000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -30490.52000000 -0.00173862434 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3666972.47000000 EUR 4173000.00000000 USD 2026-09-16 -30490.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -18072.70000000 -0.00103053788 N/A DFE IN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6057309.00000000 USD 575123317.62000000 INR 2026-09-16 -18072.70000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 36236.25000000 0.002066256208 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 8487717.26000000 USD 12315586.18000000 AUD 2026-07-17 36236.25000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 40425.51000000 0.002305135355 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5564000.00000000 USD 4889097.28000000 EUR 2026-09-16 40425.51000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -25772.22000000 -0.00146957838 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 8204552.93000000 NZD 4637000.00000000 USD 2026-07-17 -25772.22000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 31792.29000000 0.001812853609 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4375227.00000000 USD 3844523.58000000 EUR 2026-09-16 31792.29000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 9190.71000000 0.000524070829 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1589000.00000000 USD 2812155.45000000 NZD 2026-07-17 9190.71000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 9467.00000000 0.000539825382 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1236000.00000000 USD 938956.44000000 GBP 2026-07-10 9467.00000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 12831.55000000 0.000731678080 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3178000.00000000 USD 4610180.11000000 AUD 2026-07-17 12831.55000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -154726.69000000 -0.00882279440 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 21424134.04000000 GBP 28262717.63000000 USD 2026-08-17 -154726.69000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -12106.61000000 -0.00069034069 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 19397038.62000000 SEK 1989447.00000000 USD 2026-07-10 -12106.61000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 91813.93000000 0.005235395574 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 12604786.83000000 USD 11107424.58000000 EUR 2026-07-10 91813.93000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -25334.57000000 -0.00144462278 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4078771.21000000 EUR 4637000.00000000 USD 2026-07-10 -25334.57000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -377640.61000000 -0.02153374741 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 49154303.24000000 EUR 55854034.77000000 USD 2026-07-28 -377640.61000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 188909.28000000 0.010771947224 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 27938500.30000000 USD 24585093.54000000 EUR 2026-07-31 188909.28000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -60511.14000000 -0.00345045413 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 18942901.00000000 AUD 13045975.92000000 USD 2026-08-04 -60511.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -40062.65000000 -0.00228444442 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4747701.63000000 EUR 5386908.44000000 USD 2026-07-10 -40062.65000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 13284.16000000 0.000757486717 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1606040.20000000 USD 1220807.17000000 GBP 2026-07-10 13284.16000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 44961.79000000 0.002563802207 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5838710.33000000 USD 10354232.57000000 NZD 2026-07-13 44961.79000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A -6600.89000000 -0.00037639463 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 47794205.93000000 SEK 4308749.98000000 EUR 2026-07-10 -6600.89000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A -51964.19000000 -0.00296309166 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 10184000.00000000 EUR 16428889.90000000 CAD 2026-07-10 -51964.19000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 57032.18000000 0.003252077574 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 8107655.97000000 USD 6155350.99000000 GBP 2026-07-10 57032.18000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 4380.08000000 0.000249760046 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 7031211.17000000 ILS 2367769.92000000 USD 2026-07-10 4380.08000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 10549.64000000 0.000601559464 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 61805.23000000 AUD 53326.73000000 USD 2026-07-17 10549.64000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 8162.82000000 0.000465458691 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1909319.00000000 USD 1672741.50000000 EUR 2026-09-16 8162.82000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 3585.43000000 0.000204447673 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 308941.46000000 GBP 413376.96000000 USD 2026-07-10 3585.43000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 29603.28000000 0.001688032318 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4181439.04000000 USD 7409694.92000000 NZD 2026-07-17 29603.28000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 19246.11000000 0.001097447839 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 33814.95000000 EUR 57899.08000000 USD 2026-07-10 19246.11000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -9623.86000000 -0.00054876982 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 10069905142.08000000 COP 2929248.00000000 USD 2026-07-10 -9623.86000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A -14616.00000000 -0.00083343063 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 11313167.53000000 NZD 9268279.27000000 AUD 2026-07-17 -14616.00000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -50646.10000000 -0.00288793179 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 8786813.93000000 GBP 11604587.00000000 USD 2026-09-16 -50646.10000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 15213.80000000 0.000867518264 N/A DFE CH N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6697902.00000000 USD 5377953.15000000 CHF 2026-09-16 15213.80000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 27819.70000000 0.001586329375 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 781131312.00000000 JPY 4862142.00000000 USD 2026-09-16 27819.70000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A -62216.08000000 -0.00354767288 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 19226117.24000000 EUR 31066560.00000000 CAD 2026-07-10 -62216.08000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A 18064.89000000 0.001030092548 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 13991928.58000000 CAD 8650454.55000000 EUR 2026-07-10 18064.89000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -54825.53000000 -0.00312625041 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6864956.00000000 USD 10531185752.00000000 KRW 2026-07-31 -54825.53000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 54645.51000000 0.003115985354 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 10522810505.00000000 KRW 6864956.00000000 USD 2026-09-16 54645.51000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A -11005.41000000 -0.00062754829 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 8175000.00000000 EUR 13231490.93000000 CAD 2026-07-10 -11005.41000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 19107.48000000 0.001089542907 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 7090213.00000000 USD 6201913.00000000 EUR 2026-09-16 19107.48000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -8936.52000000 -0.00050957645 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 10407352.23000000 CAD 7354671.00000000 USD 2026-09-16 -8936.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -19171.80000000 -0.00109321054 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6201706.86000000 EUR 7090213.00000000 USD 2026-09-17 -19171.80000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 8907.44000000 0.000507918264 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 7354671.00000000 USD 10406830.05000000 CAD 2026-09-17 8907.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 47797.60000000 0.002725505198 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 9741785.61000000 USD 14144194.41000000 AUD 2026-07-17 47797.60000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -10763.80000000 -0.00061377125 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3793644.33000000 EUR 4325649.84000000 USD 2026-07-10 -10763.80000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A -1976.52000000 -0.00011270472 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 64097270.78000000 SEK 5784521.53000000 EUR 2026-07-10 -1976.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -4554.08000000 -0.00025968183 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1239239.79000000 EUR 1416000.00000000 USD 2026-09-16 -4554.08000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2505.63000000 0.000142875533 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2656000.00000000 USD 3757398.05000000 CAD 2026-09-16 2505.63000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -673.87000000 -0.00003842528 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 354631769.70000000 TWD 11131290.05000000 USD 2026-07-02 -673.87000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 557.60000000 0.000031795355 N/A DFE TW N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 11131290.05000000 USD 355555666.78000000 TWD 2026-09-16 557.60000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -10618.87000000 -0.00060550708 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 21996836.47000000 USD 31168021.50000000 CAD 2026-07-10 -10618.87000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -182235.47000000 -0.01039139456 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 43568810.87000000 USD 7049390030.00000000 JPY 2026-07-09 -182235.47000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A -7595.36000000 -0.00043310110 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 16477672.84000000 CAD 10162000.00000000 EUR 2026-07-10 -7595.36000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -164706.33000000 -0.00939185144 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 39678179.55000000 USD 6419544573.00000000 JPY 2026-07-10 -164706.33000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A 15990.43000000 0.000911803104 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 19282887.74000000 EUR 31269420.00000000 CAD 2026-07-10 15990.43000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 164972.33000000 0.009407019243 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6419544573.00000000 JPY 39675065.19000000 USD 2026-07-09 164972.33000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A 55054.56000000 0.003139310121 N/A DFE SE N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 18910675.55000000 EUR 210016800.00000000 SEK 2026-07-10 55054.56000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A -13641.03000000 -0.00077783608 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 13193510.34000000 CAD 8130000.00000000 EUR 2026-07-10 -13641.03000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1695.46000000 -0.00009667818 N/A DFE SG N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 9264000.00000000 USD 11974655.66000000 SGD 2026-07-10 -1695.46000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1217.00000000 -0.00006939553 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2998248.55000000 EUR 3435708.00000000 USD 2026-09-16 -1217.00000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 17336.22000000 0.000988542473 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4384065.33000000 USD 6360539.32000000 AUD 2026-07-27 17336.22000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 19875.80000000 0.001133353896 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6376228484.00000000 KRW 4136379.17000000 USD 2026-07-01 19875.80000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -19891.52000000 -0.00113425027 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4139651.96000000 USD 6381273501.00000000 KRW 2026-07-01 -19891.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -6599.30000000 -0.00037630396 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3793735.82000000 ILS 1268583.10000000 USD 2026-07-10 -6599.30000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -25928.07000000 -0.00147846522 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 10124590.16000000 EUR 11580000.00000000 USD 2026-09-16 -25928.07000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 25281.21000000 0.001441580106 N/A DFE ZA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 11580000.00000000 USD 191299052.40000000 ZAR 2026-09-16 25281.21000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -8610.82000000 -0.00049100445 N/A DFE IN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3955417.15000000 USD 373616837.74000000 INR 2026-07-02 -8610.82000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 7865.39000000 0.000448498697 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 373695946.08000000 INR 3955417.15000000 USD 2026-07-03 7865.39000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -708.64000000 -0.00004040792 N/A DFE IN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 616147.06000000 USD 58294227.88000000 INR 2026-07-13 -708.64000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 11514.15000000 0.000656557561 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 7966748482.00000000 KRW 5160796.19000000 USD 2026-07-06 11514.15000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -10259.32000000 -0.00058500489 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5160796.19000000 USD 7958245606.00000000 KRW 2026-09-16 -10259.32000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 529.02000000 0.000030165672 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 229603252.00000000 KRW 148795.43000000 USD 2026-07-02 529.02000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -356.89000000 -0.00002035051 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 148795.43000000 USD 229604740.00000000 KRW 2026-07-07 -356.89000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -6549.33000000 -0.00037345458 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3008495.90000000 USD 4643358752.00000000 KRW 2026-07-08 -6549.33000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 6570.61000000 0.000374668010 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4643378037.00000000 KRW 3008495.90000000 USD 2026-07-07 6570.61000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 867.89000000 0.000049488650 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 58245552.26000000 INR 616147.06000000 USD 2026-07-03 867.89000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A 2655.41000000 0.000151416258 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 16463141.18000000 CAD 10162000.00000000 EUR 2026-07-10 2655.41000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 256436.74000000 0.014622484558 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 8885522052.00000000 JPY 54948453.23000000 USD 2026-07-10 256436.74000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 26681.70000000 0.001521438567 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4350541.38000000 USD 7702104.41000000 NZD 2026-07-17 26681.70000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 25364.54000000 0.001446331732 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4420967.04000000 USD 6424152.79000000 AUD 2026-07-17 25364.54000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 8008.38000000 0.000456652244 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 11966494.08000000 SGD 9264000.00000000 USD 2026-07-10 8008.38000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 107.96000000 0.000006156073 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5177711.00000000 USD 4516941.22000000 EUR 2026-09-16 107.96000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -160.03000000 -0.00000912519 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4287354.90000000 EUR 4900601.00000000 USD 2026-07-10 -160.03000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 73.42000000 0.000004186540 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2482613.00000000 USD 2165805.47000000 EUR 2026-09-16 73.42000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A 2519.60000000 0.000143672127 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1626098.47000000 EUR 2638565.92000000 CAD 2026-07-10 2519.60000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 4769.38000000 0.000271958633 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3351000.00000000 USD 4757193.53000000 CAD 2026-07-10 4769.38000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -6910.15000000 -0.00039402919 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 30318466.51000000 SEK 3133428.00000000 USD 2026-09-16 -6910.15000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A 2818.43000000 0.000160711952 N/A DFE SE N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1239019.62000000 EUR 13752570.19000000 SEK 2026-07-10 2818.43000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 6623.19000000 0.000377666217 N/A DFE SE N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3151471.00000000 USD 30489892.60000000 SEK 2026-09-16 6623.19000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -9197.05000000 -0.00052443234 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2320111.00000000 USD 373398200.00000000 JPY 2026-09-16 -9197.05000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -4740.71000000 -0.00027032381 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1194431.00000000 USD 192230530.00000000 JPY 2026-09-16 -4740.71000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -5042.04000000 -0.00028750619 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4857875.08000000 CAD 3432094.00000000 USD 2026-09-16 -5042.04000000 N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AW9 15000.00000000 PA USD 15702.75000000 0.000895399073 Long DBT CORP CO N 2 2032-02-01 Fixed 7.75000000 N N N N N N EGYPT TASKEEK CO 894500CX5LI3HIC87H85 282370AC9 420000.00000000 PA USD 441268.80000000 0.025161941358 Long DBT NUSS EG N 2 2032-10-07 Fixed 7.95000000 N N N N N N ELK GROVE VILLAGE PROPER 254900LQ6GXC66JXL664 28734DAA3 4353000.00000000 PA USD 4380032.13000000 0.249757317091 Long DBT CORP US N 2 2031-06-15 Fixed 7.50000000 N N N N N N Elmwood CLO 21 Ltd N/A 289907BC0 3600000.00000000 PA USD 3610576.80000000 0.205881588982 Long ABS-CBDO CORP KY N 2 2038-10-15 Floating 6.27300000 N N N N N N Elmwood CLO X Ltd N/A 29002VAW8 6625000.00000000 PA USD 6642821.25000000 0.378785626241 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 4.97500000 N N N N N N Elmwood CLO 27 Ltd N/A 29003FAK8 8700000.00000000 PA USD 8711310.00000000 0.496734578509 Long ABS-CBDO CORP KY N 2 2039-04-18 Floating 4.88600000 N N N N N N Elmwood CLO 35 Ltd N/A 29004NAA2 6650000.00000000 PA USD 6657068.95000000 0.379598055744 Long ABS-CBDO CORP KY N 2 2037-10-18 Floating 5.01500000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAA8 691000.00000000 PA USD 686315.02000000 0.039134917961 Long DBT CORP US N 2 2028-02-01 Fixed 4.50000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29277FG13 3856000.00000000 PA USD 3855584.71000000 0.219852381080 Long STIV CORP US N 2 2026-07-01 None 0.00000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAB9 470000.00000000 PA USD 474427.40000000 0.027052704423 Long DBT CORP US N 2 2030-06-15 Fixed 5.95000000 N N N N N N Epicor Software Corporation JGNXVGGGXR4O1L5I7S73 29426NAZ7 388087.50000000 PA USD 370138.45000000 0.021105960751 Long LON CORP US N 2 2031-05-30 Floating 6.39400000 N N N N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 29450YAA7 875000.00000000 PA USD 893576.25000000 0.050953326412 Long DBT CORP US N 2 2028-05-15 Fixed 9.00000000 N N N N N N ESENTIA ENERGY DEV SAB 254900Q2VJTZZLC8UL64 29642EAA0 2740000.00000000 PA USD 2735342.00000000 0.155974125068 Long DBT CORP MX N 2 2033-07-30 Fixed 6.12500000 N N N N N N ESENTIA ENERGY DEV SAB 254900Q2VJTZZLC8UL64 29642EAB8 680000.00000000 PA USD 668865.00000000 0.038139886406 Long DBT CORP MX N 2 2038-07-30 Fixed 6.50000000 N N N N N N Evergy Missouri West Inc EZIFUDC0VSUS6T6LCG85 30037NG15 5524000.00000000 PA USD 5523405.07000000 0.314954500457 Long STIV CORP US N 2 2026-07-01 None 0.00000000 N N N N N N EXCELERATE ENERGY LP LGL4IE90TNTFYJ55BK06 30069UAA6 1275000.00000000 PA USD 1344997.50000000 0.076694178746 Long DBT CORP US N 2 2030-05-15 Fixed 8.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166XAC8 1859186.65000000 PA USD 1862295.58000000 0.106191446520 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.78000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167MAC1 77569.53000000 PA USD 77587.07000000 0.004424154405 Long ABS-O CORP US N 2 2028-08-15 Fixed 4.67000000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AG9 1632000.00000000 PA USD 1606965.12000000 0.091632044039 Long DBT CORP US N 2 2033-05-15 Fixed 6.00000000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AJ3 2175000.00000000 PA USD 2141722.50000000 0.122124872530 Long DBT CORP US N 2 2034-09-15 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HZN8 5050.78000000 PA USD 5086.53000000 0.000290043097 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HZY4 159.34000000 PA USD 160.47000000 0.000009150288 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288EK97 2274.24000000 PA USD 2286.50000000 0.000130380346 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288GH39 179.59000000 PA USD 180.85000000 0.000010312392 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288H6W5 227.68000000 PA USD 229.29000000 0.000013074528 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288JY67 2699.84000000 PA USD 2718.98000000 0.000155041134 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KRY73 11272.66000000 PA USD 11361.52000000 0.000647854323 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXB90 1179.42000000 PA USD 1187.77000000 0.000067728783 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4EM1 340.15000000 PA USD 342.83000000 0.000019548783 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5CH1 25339.78000000 PA USD 25519.41000000 0.001455162698 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6UY2 5767.46000000 PA USD 5808.34000000 0.000331202003 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7LA2 6.54000000 PA USD 6.60000000 0.000000376343 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292H4H4 1771.34000000 PA USD 1783.88000000 0.000101720048 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HX33 6080.47000000 PA USD 6123.51000000 0.000349173563 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HXB5 378.61000000 PA USD 381.29000000 0.000021741842 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HXN9 6394.41000000 PA USD 6439.67000000 0.000367201576 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312930J43 2099.00000000 PA USD 2115.57000000 0.000120633609 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312930J76 1120.62000000 PA USD 1128.56000000 0.000064352522 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312933JV7 712.42000000 PA USD 717.47000000 0.000040911431 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296JQB5 365.00000000 PA USD 367.58000000 0.000020960073 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296KES8 240.72000000 PA USD 242.42000000 0.000013823224 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296LK75 2377.06000000 PA USD 2393.88000000 0.000136503347 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296LQG9 458.54000000 PA USD 460.63000000 0.000026265951 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296LST9 212.33000000 PA USD 213.83000000 0.000012192971 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296M6W4 353.28000000 PA USD 354.88000000 0.000020235896 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296MF20 115.37000000 PA USD 115.90000000 0.000006608826 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296MF38 358.29000000 PA USD 359.79000000 0.000020515873 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296MGU7 320.68000000 PA USD 322.95000000 0.000018415190 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296NDW4 367.73000000 PA USD 370.34000000 0.000021117453 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296NRM1 84.51000000 PA USD 84.85000000 0.000004838299 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296NV61 1634.91000000 PA USD 1646.48000000 0.000093885253 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296PBX9 3438.26000000 PA USD 3462.60000000 0.000197443685 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296PKS0 848.60000000 PA USD 854.61000000 0.000048731400 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296TGJ7 835.82000000 PA USD 842.42000000 0.000048036304 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296TQ72 359.29000000 PA USD 361.83000000 0.000020632197 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296TXJ8 624.77000000 PA USD 629.69000000 0.000035906057 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296USS1 1971.22000000 PA USD 1986.78000000 0.000113289772 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296UXF3 1202.52000000 PA USD 1212.00000000 0.000069110421 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296XB38 235.15000000 PA USD 237.00000000 0.000013514166 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296XES0 583.93000000 PA USD 585.89000000 0.000033408502 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296XLG8 524.33000000 PA USD 528.47000000 0.000030134310 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296XPM1 3252.81000000 PA USD 3278.32000000 0.000186935708 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296XSF3 231.71000000 PA USD 233.54000000 0.000013316871 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296YGA5 216.94000000 PA USD 218.65000000 0.000012467816 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296YUA9 169.23000000 PA USD 170.56000000 0.000009725638 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297BBH4 1345.54000000 PA USD 1356.15000000 0.000077330114 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297CWV8 100513.09000000 PA USD 101225.60000000 0.005772065940 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDD2 19617062.26000000 PA USD 16508338.56000000 0.941335183397 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQK62 640167.69000000 PA USD 664060.48000000 0.037865924027 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQK88 617189.03000000 PA USD 636198.88000000 0.036277205438 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQLC8 3474309.82000000 PA USD 3580908.94000000 0.204189874196 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A1UT0 1506604.92000000 PA USD 137469.71000000 0.007838770340 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 2.70800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A7NR9 1395500.80000000 PA USD 113428.82000000 0.006467915513 Long ABS-MBS USGSE US N 2 2042-07-25 Floating 2.92800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B0LQ7 668916.00000000 PA USD 68920.89000000 0.003929993220 Long ABS-MBS USGSE US N 2 2048-01-25 Floating 2.40800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BS6J9 7737464.80000000 PA USD 7790430.84000000 0.444224391017 Long ABS-MBS USGSE US N 2 2054-10-25 Floating 4.72800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BU2R0 5971455.73000000 PA USD 6030233.96000000 0.343854796170 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.92800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A7YL8 79005.43000000 PA USD 79045.07000000 0.004507292190 Long ABS-MBS USGSE US N 2 2041-03-15 Floating 4.07700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJMU4 2583796.05000000 PA USD 245536.33000000 0.014000923556 Long ABS-MBS USGSE US N 2 2045-05-15 Floating 2.39300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FW6P0 1350482.03000000 PA USD 271150.59000000 0.015461494773 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HFGH2 7236904.99000000 PA USD 7284468.82000000 0.415373525791 Long ABS-MBS USGSE US N 2 2054-09-25 Floating 4.87800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AFFB1 1596.15000000 PA USD 1577.11000000 0.000089929651 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138APZN1 7617.94000000 PA USD 7524.20000000 0.000429043429 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EG4G6 1973.28000000 PA USD 1953.31000000 0.000111381252 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGNK6 6685.14000000 PA USD 6618.27000000 0.000377385669 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MHNP4 543.72000000 PA USD 537.09000000 0.000030625838 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XEJD1 8821.92000000 PA USD 8708.45000000 0.000496571496 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395NEU7 171872.72000000 PA USD 171352.43000000 0.009770824031 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 4.14200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396KBZ4 196342.72000000 PA USD 195753.67000000 0.011162226663 Long ABS-MBS USGSE US N 2 2036-08-25 Floating 4.14200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396KXS6 193099.66000000 PA USD 192475.74000000 0.010975313194 Long ABS-MBS USGSE US N 2 2036-08-25 Floating 4.14200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396W3K0 68746.88000000 PA USD 68632.62000000 0.003913555546 Long ABS-MBS USGSE US N 2 2037-08-25 Floating 4.19200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397BVG3 83177.63000000 PA USD 82646.54000000 0.004712654493 Long ABS-MBS USGSE US N 2 2036-10-15 Floating 4.05700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397GX39 56949.12000000 PA USD 56509.75000000 0.003222287675 Long ABS-MBS USGSE US N 2 2036-12-15 Floating 4.10700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397KNW7 93813.95000000 PA USD 93935.96000000 0.005356397544 Long ABS-MBS USGSE US N 2 2037-09-15 Floating 4.30700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398E3D4 29267.37000000 PA USD 29491.17000000 0.001681639604 Long ABS-MBS USGSE US N 2 2039-06-15 Floating 4.55700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398FHA2 26067.48000000 PA USD 26557.79000000 0.001514372995 Long ABS-MBS USGSE US N 2 2039-10-25 Floating 4.84200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K8YH8 93869.60000000 PA USD 91494.92000000 0.005217205049 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QG5L7 1936787.78000000 PA USD 1649706.64000000 0.094069242454 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRXE8 1459809.86000000 PA USD 1483751.76000000 0.084606196440 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRXS7 699423.23000000 PA USD 726620.44000000 0.041433205568 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRXT5 694631.94000000 PA USD 720557.48000000 0.041087484674 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRXU2 640157.20000000 PA USD 662649.25000000 0.037785453152 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0C94 1720536.80000000 PA USD 1769562.81000000 0.100903657035 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4RK4 291722.87000000 PA USD 282798.66000000 0.016125688694 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412PG70 2290.60000000 PA USD 2269.97000000 0.000129437775 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412QST7 11481.43000000 PA USD 11381.03000000 0.000648966819 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BS58 10369.80000000 PA USD 10289.50000000 0.000586725813 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417KUM7 3560.63000000 PA USD 3440.77000000 0.000196198899 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YF44 1649.38000000 PA USD 1593.86000000 0.000090884766 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4G6 338085.98000000 PA USD 327937.86000000 0.018699607138 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C6A7 61805.58000000 PA USD 59970.49000000 0.003419625300 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DEV0 310381.59000000 PA USD 301165.93000000 0.017173023494 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.50000000 N N N N N N Ellington Financial Mortgage Trust 254900UDLJF220C8I638 31573CAA3 2737143.79000000 PA USD 2421654.85000000 0.138087119068 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.20600000 N N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 33767DAD7 2165000.00000000 PA USD 2224234.40000000 0.126829849608 Long DBT CORP US N 2 2032-03-01 Fixed 6.87500000 N N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 33767DAF2 1460000.00000000 PA USD 1452086.80000000 0.082800603417 Long DBT CORP US N 2 2034-05-01 Fixed 6.12500000 N N N N N N Fleet Midco I Limited N/A 33902UAD5 3451979.53000000 PA USD 3451979.53000000 0.196838087136 Long LON CORP US N 2 2031-02-21 Floating 6.39400000 N N N N N N FOCUS FINANCIAL PARTNERS 5493007L0E0VKRC2CP39 34417VAA5 1100000.00000000 PA USD 1110626.00000000 0.063329893895 Long DBT CORP US N 2 2031-09-15 Fixed 6.75000000 N N N N N N FTAI AVIATION INVESTORS 529900E7PUVK6BC8PE80 34960PAD3 1060000.00000000 PA USD 1058304.00000000 0.060346399264 Long DBT CORP US N 2 2028-05-01 Fixed 5.50000000 N N N N N N Freddie Mac - STACR 549300NKHCH87PYOHD44 35564MAH8 264466.34000000 PA USD 267584.66000000 0.015258159025 Long ABS-MBS USGSE US N 2 2049-04-25 Floating 5.79200000 N N N N N N Freddie Mac - STACR 529900P3PHNE8PW64Z68 35564NFA6 471640.79000000 PA USD 471689.27000000 0.026896571321 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 5.07800000 N N N N N N Freddie Mac - STACR 529900XX8WXEM4FBIH80 35564NHY2 936250.00000000 PA USD 939188.05000000 0.053554193359 Long ABS-MBS USGSE US N 2 2045-05-25 Floating 4.72800000 N N N N N N Freddie Mac - STACR 5493000ITBQFEOXM0S98 35566CBE4 600000.00000000 PA USD 687998.94000000 0.039230938110 Long ABS-MBS USGSE US N 2 2050-12-25 Floating 9.27800000 N N N N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAA6 1395000.00000000 PA USD 1449865.35000000 0.082673932339 Long DBT CORP US N 2 2029-02-01 Fixed 9.25000000 N N N N N N GCAT 254900KVL1UYCCX9U836 36166RAE4 1625000.00000000 PA USD 1498671.04000000 0.085456920644 Long ABS-MBS CORP US N 2 2065-04-25 Variable 3.58900000 N N N N N N GCAT 254900KVL1UYCCX9U836 36168KAC1 3474815.23000000 PA USD 2910421.49000000 0.165957472770 Long ABS-MBS CORP US N 2 2066-07-25 Variable 1.41700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UH54 6039417.29000000 PA USD 5907165.53000000 0.336837212741 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UH62 2225939.87000000 PA USD 2238620.60000000 0.127650176630 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UKY7 3478796.56000000 PA USD 3402617.53000000 0.194023377034 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABGK2 1417730.30000000 PA USD 1216405.37000000 0.069361623999 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABJ86 1396966.28000000 PA USD 1198589.94000000 0.068345756109 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABJ94 1018606.11000000 PA USD 873640.53000000 0.049816555769 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABJH6 1768443.42000000 PA USD 1516762.80000000 0.086488545368 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N GM Financial Revolving Receivables Trust N/A 36269KAA3 1550000.00000000 PA USD 1568501.87000000 0.089438800282 Long ABS-O CORP US N 2 2036-12-11 Fixed 4.98000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAB6 240000.00000000 PA USD 209656.80000000 0.011955008165 Long DBT CORP JE N 2 2036-03-31 Fixed 2.62500000 N N N N N N Kennedy Lewis CLO Ltd 549300OHYOREA2V0F579 37147XAA1 2000000.00000000 PA USD 2002710.00000000 0.114198129526 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 5.24500000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAQ5 910000.00000000 PA USD 939820.70000000 0.053590268201 Long DBT CORP US N 2 2032-05-15 Fixed 7.87500000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAS1 2970000.00000000 PA USD 2947457.70000000 0.168069344137 Long DBT CORP US N 2 2034-03-15 Fixed 6.75000000 N N N N N N GENMAB A/S/GENMAB FIN N/A 37230JAA0 1515000.00000000 PA USD 1543360.80000000 0.088005211211 Long DBT CORP DK N 2 2032-12-15 Fixed 6.25000000 N N N N N N GENMAB A/S/GENMAB FIN N/A 37230JAB8 1470000.00000000 PA USD 1534738.80000000 0.087513569249 Long DBT CORP DK N 2 2033-12-15 Fixed 7.25000000 N N N N N N GENTING NY LLC/GENNY CAP N/A 37255JAB8 2190000.00000000 PA USD 2253729.00000000 0.128511684796 Long DBT CORP US N 2 2029-10-01 Fixed 7.25000000 N N N N N N GLOBAL MEDICAL RESPONSE 549300ZFWD4ZFCEJCQ87 37960BAD7 3667000.00000000 PA USD 3799598.72000000 0.216659959143 Long DBT CORP US N 2 2032-10-01 Fixed 7.37500000 N N N N N N GLOBAL INFRASTRUCTURE SO 2549003BGLQITAJ6ZT28 37960XAA5 1875000.00000000 PA USD 1874212.50000000 0.106870970752 Long DBT CORP US N 2 2029-06-01 Fixed 5.62500000 N N N N N N GO DADDY OPCO/FINCO N/A 38016LAC9 520000.00000000 PA USD 489439.60000000 0.027908727092 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N Go Daddy Operating Company LLC 5493005GJOH8HLL11157 38017BAX4 4153860.76000000 PA USD 4058903.50000000 0.231445984505 Long LON CORP US N 2 2029-11-09 Floating 5.39400000 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AM9 1660000.00000000 PA USD 1477532.80000000 0.084251580145 Long DBT CORP CA N 2 2030-05-15 Fixed 6.87500000 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AN7 260000.00000000 PA USD 233924.60000000 0.013338801808 Long DBT CORP CA N 2 2030-10-01 Fixed 7.37500000 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AR8 1829000.00000000 PA USD 1608312.86000000 0.091708894600 Long DBT CORP CA N 2 2031-02-15 Fixed 6.87500000 N N N N N N GoldenTree Loan Management US CLO, LTD 254900OMAA4WRSP7DM62 38090CAL8 6400000.00000000 PA USD 6399200.00000000 0.364893903993 Long ABS-CBDO CORP KY N 2 2039-04-20 Floating 6.58900000 N N N N N N GoldenTree Loan Management US CLO, LTD 25490014ZMZARIPJAM61 38140JAA7 3340000.00000000 PA USD 3340000.00000000 0.190452812748 Long ABS-CBDO CORP KY N 2 2039-07-20 Floating 8.72800000 N N N N N N Goldman Sachs Central Government Fund 984500U485FD112BFD72 38151N502 76201256.00000000 NS USD 76201256.00000000 4.345132796447 Long EC RF US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376WS30 2068900.30000000 PA USD 146537.31000000 0.008355821216 Long ABS-MBS USGA US N 2 2040-03-20 Floating 1.92600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378VAL9 2573309.74000000 PA USD 231821.75000000 0.013218893516 Long ABS-MBS USGA US N 2 2043-07-20 Floating 2.39600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378VX75 2673254.12000000 PA USD 152631.05000000 0.008703297241 Long ABS-MBS USGA US N 2 2043-04-20 Floating 2.39600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378YE47 159669.71000000 PA USD 1424.78000000 0.000081243520 Long ABS-MBS USGA US N 2 2042-12-16 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379EW73 2202549.74000000 PA USD 83168.06000000 0.004742392502 Long ABS-MBS USGA US N 2 2043-10-20 Floating 2.34600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379HWD3 1851178.32000000 PA USD 226482.60000000 0.012914445571 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379M2L7 936776.70000000 PA USD 78569.05000000 0.004480148672 Long ABS-MBS USGA US N 2 2045-09-20 Floating 1.94600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379M2Q6 1227015.24000000 PA USD 103626.96000000 0.005908995810 Long ABS-MBS USGA US N 2 2045-09-20 Floating 1.94600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379M4U5 716411.80000000 PA USD 131665.10000000 0.007507781028 Long ABS-MBS USGA US N 2 2045-09-16 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379MNM2 2604578.25000000 PA USD 281954.97000000 0.016077579971 Long ABS-MBS USGA US N 2 2045-08-20 Floating 2.44600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379Q8A6 3094054.27000000 PA USD 224512.93000000 0.012802131442 Long ABS-MBS USGA US N 2 2045-10-20 Floating 1.94600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379QFW0 1679242.87000000 PA USD 178237.02000000 0.010163395746 Long ABS-MBS USGA US N 2 2045-09-20 Floating 2.44600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379TTV1 3832025.53000000 PA USD 265186.90000000 0.015121434433 Long ABS-MBS USGA US N 2 2046-01-20 Floating 1.89600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380TZK5 759415.77000000 PA USD 65938.55000000 0.003759934825 Long ABS-MBS USGA US N 2 2047-07-20 Floating 1.90600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380UM67 824294.33000000 PA USD 73607.75000000 0.004197246415 Long ABS-MBS USGA US N 2 2048-01-20 Floating 1.94600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380W4A4 1245576.48000000 PA USD 136543.96000000 0.007785982408 Long ABS-MBS USGA US N 2 2048-05-20 Floating 2.44600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380Y2Z7 1108304.83000000 PA USD 121809.24000000 0.006945782148 Long ABS-MBS USGA US N 2 2048-09-20 Floating 2.44600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380YR64 523540.89000000 PA USD 56756.07000000 0.003236333285 Long ABS-MBS USGA US N 2 2048-09-20 Floating 2.44600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381AQC3 773111.71000000 PA USD 81458.68000000 0.004644920577 Long ABS-MBS USGA US N 2 2048-10-20 Floating 2.39600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381BG65 308731.54000000 PA USD 32106.10000000 0.001830747620 Long ABS-MBS USGA US N 2 2049-01-20 Floating 2.29600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381BZG2 877842.84000000 PA USD 89764.26000000 0.005118519700 Long ABS-MBS USGA US N 2 2049-01-20 Floating 2.29600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381UF49 4573813.85000000 PA USD 4613172.89000000 0.263051422932 Long ABS-MBS USGA US N 2 2055-09-20 Floating 4.70900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381WVB1 531651.87000000 PA USD 54132.00000000 0.003086704089 Long ABS-MBS USGA US N 2 2049-06-20 Floating 2.34600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382BDB6 1872292.74000000 PA USD 335170.36000000 0.019112017308 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382DJV2 2313466.00000000 PA USD 257313.17000000 0.014672460174 Long ABS-MBS USGA US N 2 2050-02-20 Floating 2.29600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382FV84 2592974.43000000 PA USD 561312.58000000 0.032007053799 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382KWP4 1002021.59000000 PA USD 148267.13000000 0.008454458666 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AEN9 2527736.98000000 PA USD 157230.80000000 0.008965583266 Long ABS-MBS USGA US N 2 2053-05-20 Floating 2.51100000 N N N N N N GREENKO POWER II LTD 254900YYA4B6O2O4JM12 39530MAA6 143500.00000000 PA USD 137232.64000000 0.007825252182 Long DBT CORP MU N 2 2028-12-13 Fixed 4.30000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494BA6 1160000.00000000 PA USD 1210680.40000000 0.069035175903 Long DBT NUSS GT N 2 2036-08-15 Fixed 6.25000000 N N N N N N HLTN Commercial Mortgage Trust 2024-DPLO N/A 40446RAA6 4500000.00000000 PA USD 4511418.84000000 0.257249223821 Long ABS-MBS CORP US N 2 2041-04-15 Floating 5.32500000 N N N N N N HLTN Commercial Mortgage Trust 2024-DPLO N/A 40446RAC2 5000000.00000000 PA USD 5016357.90000000 0.286041758025 Long ABS-MBS CORP US N 2 2041-04-15 Floating 5.62500000 N N N N N N HalseyPoint CLO I, Ltd. 549300POBLM5RW6LD816 406375BL8 5000000.00000000 PA USD 5007920.00000000 0.285560613777 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.12500000 N N N N N N HalseyPoint CLO II, Ltd. 549300PIQILNPH8UJT31 40638TAS1 1425000.00000000 PA USD 1411311.45000000 0.080475519555 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 7.27500000 N N N N N N Hertz Corporation, (The) 549300PD0C69OJ0NLB27 42804VBB6 3788904.19000000 PA USD 2669472.45000000 0.152218124747 Long LON CORP US N 2 2028-06-30 Floating 7.42500000 N N N N N N Hertz Corporation, (The) 549300PD0C69OJ0NLB27 42804VBC4 876426.34000000 PA USD 617486.18000000 0.035210173597 Long LON CORP US N 2 2028-06-30 Floating 7.42500000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AF8 1174000.00000000 PA USD 1170982.82000000 0.066771548427 Long DBT CORP US N 2 2030-01-15 Fixed 4.87500000 N N N N N N HILTON GRAND VAC LLC/INC N/A 43284MAA6 1263000.00000000 PA USD 1232523.81000000 0.070280726465 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N HOWDEN UK REFINANCE / US N/A 44287DAA1 5395000.00000000 PA USD 4856794.80000000 0.276943182814 Long DBT CORP GB N 2 2032-02-15 Fixed 8.12500000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAJ0 585000.00000000 PA USD 595728.90000000 0.033969534323 Long DBT CORP US N 2 2032-01-31 Fixed 7.37500000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BG8 4835000.00000000 PA USD 4880255.60000000 0.278280959865 Long DBT CORP US N 2 2030-10-15 Fixed 6.25000000 N N N N N N Hudson Yards N/A 44855PAA6 4225000.00000000 PA USD 4295025.45000000 0.244910083166 Long ABS-MBS CORP US N 2 2040-01-13 Variable 5.64900000 N N N N N N Hudson Yards N/A 44855PAE8 1070000.00000000 PA USD 1091514.81000000 0.062240139437 Long ABS-MBS CORP US N 2 2040-01-13 Variable 6.15000000 N N N N N N Hudson Yards N/A 44855PAG3 900000.00000000 PA USD 919463.07000000 0.052429439490 Long ABS-MBS CORP US N 2 2040-01-13 Variable 6.55100000 N N N N N N IHO VERWALTUNGS GMBH 529900JL0HDVGZMUJF32 44963BAJ7 575000.00000000 PA USD 597908.00000000 0.034093790528 Long DBT CORP DE N 2 2033-05-15 Fixed 7.37500000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988LAM9 2052113.35000000 PA USD 2051908.14000000 0.117003496037 Long LON CORP US N 2 2030-12-16 Floating 6.14400000 N N N N N N IRV Trust N/A 45006HAA9 3100000.00000000 PA USD 3120715.87000000 0.177948836894 Long ABS-MBS CORP US N 2 2047-03-14 Variable 5.47100000 N N N N N N IRV Trust N/A 45006HAG6 950000.00000000 PA USD 960957.76000000 0.054795541414 Long ABS-MBS CORP US N 2 2047-03-14 Variable 6.37100000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBL0 177332.00000000 PA USD 153392.18000000 0.008746698243 Long DBT CORP US N 2 2030-05-01 Fixed 10.87500000 N N N N N N iHeartMedia Inc N/A 45174J509 121215.00000000 NS USD 520012.35000000 0.029652040335 Long EC CORP US N 1 N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174UAJ7 599307.10000000 PA USD 570768.10000000 0.032546224572 Long LON CORP US N 2 2029-05-01 Floating 9.53300000 N N N N N N ILPT Commercial Mortgage Trust N/A 451955AA6 2900000.00000000 PA USD 2912435.20000000 0.166072298139 Long ABS-MBS CORP US N 2 2042-07-13 Variable 5.46800000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452151LF8 3412810.47000000 PA USD 3447756.63000000 0.196597289776 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452152GS4 3192857.16000000 PA USD 3412685.38000000 0.194597463965 Long DBT MUN US N 2 2035-07-01 Fixed 7.35000000 N N N N N N INSTALLED BUILDING PRODU 549300I95Y9P9YM5FI86 45780RAB7 2324000.00000000 PA USD 2289209.72000000 0.130534859324 Long DBT CORP US N 2 2034-02-01 Fixed 5.62500000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAP6 1460000.00000000 PA USD 1488032.00000000 0.084850263430 Long DBT US N 2 2029-02-15 Fixed 7.00000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAR2 4690000.00000000 PA USD 4707634.40000000 0.268437788284 Long DBT US N 2 2035-01-15 Fixed 6.25000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46593JAA2 1450000.00000000 PA USD 1458921.34000000 0.083190321191 Long ABS-MBS CORP US N 2 2039-10-05 Variable 5.99000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46593JAE4 1150000.00000000 PA USD 1147064.08000000 0.065407658813 Long ABS-MBS CORP US N 2 2039-10-05 Variable 5.99000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46594EAA2 3288877.76000000 PA USD 3262565.75000000 0.186037372414 Long ABS-MBS CORP US N 2 2066-02-25 Variable 5.06200000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 465970AA9 1079667.84000000 PA USD 1083064.80000000 0.061758304655 Long ABS-MBS CORP US N 2 2064-07-25 Variable 5.99000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 465970AB7 1211245.58000000 PA USD 1214942.30000000 0.069278197114 Long ABS-MBS CORP US N 2 2064-07-25 Variable 6.19200000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 465976AB4 363615.25000000 PA USD 327618.14000000 0.018681376128 Long ABS-MBS CORP US N 2 2052-07-25 Variable 3.50800000 N N N N N N JP Morgan Mortgage Trust 5299007DSRZLE19EYU93 465985AA7 228706.67000000 PA USD 229174.90000000 0.013067965364 Long ABS-O CORP US N 2 2054-05-20 Floating 5.20900000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 466317AG9 1150611.80000000 PA USD 1134486.68000000 0.064690472823 Long ABS-MBS CORP US N 2 2037-04-15 Floating 4.98200000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46651EAG9 1400000.00000000 PA USD 1308324.84000000 0.074603037654 Long ABS-MBS CORP US N 2 2039-06-05 Fixed 3.59800000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46654VAA1 1074064.29000000 PA USD 887030.28000000 0.050580063418 Long ABS-MBS CORP US N 2 2052-05-25 Variable 2.52000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46656DAH4 1157532.84000000 PA USD 1133116.07000000 0.064612318174 Long ABS-MBS CORP US N 2 2053-07-25 Variable 5.00000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46656UAA1 406098.51000000 PA USD 406257.54000000 0.023165536285 Long ABS-O CORP US N 2 2053-11-25 Floating 5.36200000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46657BAA2 523043.39000000 PA USD 522552.93000000 0.029796908780 Long ABS-MBS CORP US N 2 2063-11-25 Variable 5.25000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46657PAD5 276871.63000000 PA USD 276989.88000000 0.015794461601 Long ABS-MBS CORP US N 2 2054-06-25 Variable 6.00000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46657QAH4 1729617.50000000 PA USD 1559930.61000000 0.088950051606 Long ABS-MBS CORP US N 2 2054-05-25 Variable 3.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46659JAA3 1900000.00000000 PA USD 1950225.36000000 0.111205360869 Long ABS-MBS CORP US N 2 2042-06-05 Fixed 6.23400000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46664DAC5 27279.90000000 PA USD 27008.13000000 0.001540052193 Long ABS-MBS CORP US N 2 2066-05-25 Variable 4.87900000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAD0 905000.00000000 PA USD 904420.80000000 0.051571702175 Long DBT CORP US N 2 2032-11-01 Fixed 6.12500000 N N N N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 47216FAA5 990000.00000000 PA USD 969457.50000000 0.055280211890 Long DBT CORP IE N 2 2029-01-15 Fixed 4.37500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAR2 4800000.00000000 PA USD 4832112.00000000 0.275535725123 Long DBT CORP US N 2 2031-07-01 Fixed 6.10000000 N N N N N N JW Commercial Mortgage Trust N/A 481948AG2 2750000.00000000 PA USD 2762658.42000000 0.157531756512 Long ABS-MBS CORP US N 2 2039-06-15 Floating 6.07500000 N N N N N N KKR Financial CLO Ltd 254900X4SZ7MY83NGT93 481952AN9 3000000.00000000 PA USD 3002244.00000000 0.171193357591 Long ABS-CBDO CORP KY N 2 2039-04-20 Floating 4.92200000 N N N N N N K HOVNANIAN ENTERPRISES 549300JJCQ0KAI7CJG32 48251UAQ1 1330000.00000000 PA USD 1367120.30000000 0.077955660628 Long DBT CORP US N 2 2033-10-01 Fixed 8.37500000 N N N N N N KKR Apple Bidco LLC 2549001SCJD3WEYJFM53 48254EAG6 1433175.00000000 PA USD 1433805.60000000 0.081758176483 Long LON CORP US N 2 2031-09-23 Floating 6.14400000 N N N N N N KKR Financial CLO Ltd 254900BBJPGN777LWF70 48256GAE4 4725000.00000000 PA USD 4737436.20000000 0.270137140570 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.42300000 N N N N N N KKR Financial CLO Ltd 5493004Y6G18HN4CQ515 482937AQ2 4000000.00000000 PA USD 4000000.00000000 0.228087200895 Long ABS-CBDO CORP KY N 2 2039-07-15 Floating 5.48800000 N N N N N N Kaman Corporation 5493003YK076OLTEQF95 48354VAM4 1434110.05000000 PA USD 1431069.74000000 0.081602172820 Long LON CORP US N 2 2032-02-26 Floating 5.92000000 N N N N N N KAMAN CORPORATION 5493003YK076OLTEQF95 48354VAP7 166344.83000000 PA USD 165992.18000000 0.009465172926 Long LON CORP US N 2 2032-02-26 None 0.00000000 N N N N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AR6 825000.00000000 PA USD 844280.25000000 0.048142379748 Long DBT CORP US N 2 2031-06-01 Fixed 7.00000000 N N N N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AS4 2271000.00000000 PA USD 2317101.30000000 0.132125287427 Long DBT CORP US N 2 2033-06-01 Fixed 7.25000000 N N N N N N KKR Industrial Portfolio Trust N/A 494925AA8 1950000.00000000 PA USD 1951492.65000000 0.111277624026 Long ABS-MBS CORP US N 2 2041-08-15 Floating 5.51500000 N N N N N N KODIAK GAS SERVICES LLC 549300ZQBRWEUOVOM131 50012LAF1 1380000.00000000 PA USD 1382884.20000000 0.078854546585 Long DBT CORP US N 2 2031-04-01 Fixed 5.87500000 N N N N N N KRAKEN OIL & GAS PARTNER 549300DR5HSL4YAU3X12 50076PAB4 1275000.00000000 PA USD 1247128.50000000 0.071113512180 Long DBT CORP US N 2 2031-05-15 Fixed 7.12500000 N N N N N N KRE Commercial Mortgage Trust N/A 50077KAC2 4204687.50000000 PA USD 4196572.87000000 0.239296139818 Long ABS-MBS CORP US N 2 2042-03-15 Floating 5.22500000 N N N N N N Liberty Street Trust N/A 50178LAG9 4100000.00000000 PA USD 4035745.66000000 0.230125482779 Long ABS-MBS CORP US N 2 2043-02-10 Variable 5.89900000 N N N N N N LCM INVESTMENTS HOLDINGS 549300P5V78NNQTG4428 50190EAA2 1273000.00000000 PA USD 1240742.18000000 0.070749352717 Long DBT CORP US N 2 2029-05-01 Fixed 4.87500000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AD6 1540000.00000000 PA USD 1474750.20000000 0.084092911284 Long DBT CORP US N 2 2030-01-31 Fixed 4.12500000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AM9 1370000.00000000 PA USD 1386420.55000000 0.079056195628 Long DBT CORP US N 2 2028-06-15 Fixed 5.62500000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AN7 510000.00000000 PA USD 523925.40000000 0.029875169491 Long DBT CORP US N 2 2030-06-14 Fixed 6.00000000 N N N N N N Lehman XS Trust 549300FDK6ZP3YIHRJ47 525245AD8 42846.19000000 PA USD 47938.29000000 0.002733527595 Long ABS-O CORP US N 2 2037-03-25 Floating 4.64500000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CN1 2665000.00000000 PA USD 2747561.70000000 0.156670914360 Long DBT CORP US N 2 2034-03-31 Fixed 7.00000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CR2 299000.00000000 PA USD 307055.06000000 0.017508832289 Long DBT CORP US N 2 2037-02-15 Fixed 7.50000000 N N N N N N Lex Commercial Loan Master Trust N/A 52885AAA6 1350000.00000000 PA USD 1344410.96000000 0.076660733180 Long ABS-MBS CORP US N 2 2033-10-13 Variable 5.03600000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 531968AB1 2710000.00000000 PA USD 2692547.60000000 0.153533911340 Long DBT CORP US N 2 2033-10-01 Fixed 6.25000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAU3 1485000.00000000 PA USD 1425496.05000000 0.081284350983 Long DBT CORP US N 2 2029-01-15 Fixed 5.37500000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LBA6 2600000.00000000 PA USD 2490800.00000000 0.142029899997 Long DBT CORP US N 2 2034-05-01 Fixed 7.00000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 520000.00000000 PA USD 498186.00000000 0.028407462566 Long DBT CORP US N 2 2029-06-01 Fixed 3.87500000 N N N N N N LOCKTON INC 549300K1E1VE46VELA06 54007RAK6 890000.00000000 PA USD 886662.50000000 0.050559091941 Long LON CORP US N 2 2033-05-09 Floating 5.65700000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAN4 4865000.00000000 PA USD 4829534.15000000 0.275388731476 Long DBT CORP US N 2 2026-09-01 Fixed 3.50000000 N N N N N N MFRA Trust 2549007EHG79GWD49I44 552757AE6 800000.00000000 PA USD 733179.36000000 0.041807206994 Long ABS-MBS CORP US N 2 2065-01-26 Variable 3.66100000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CH2 1005000.00000000 PA USD 998045.40000000 0.056910345413 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAJ3 903000.00000000 PA USD 725560.50000000 0.041372765881 Long DBT US N 2 2029-08-01 Fixed 4.62500000 N N N N N N MSWF Commercial Mortgage Trust N/A 55361AAR5 1251578.40000000 PA USD 1287672.56000000 0.073425407470 Long ABS-MBS CORP US N 2 2056-12-15 Fixed 6.89000000 N N N N N N Madison Avenue Trust N/A 55616AAG2 3700000.00000000 PA USD 3726933.15000000 0.212516437527 Long ABS-MBS CORP US N 2 2042-10-15 Variable 6.57100000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 2640000.00000000 PA USD 2639577.60000000 0.150513466582 Long DBT CORP US N 2 2029-06-30 Fixed 5.87500000 N N N N N N Madison Park Funding Ltd 254900PB1ZVJO7PYBX29 55817EAW6 1500000.00000000 PA USD 1501330.50000000 0.085608567841 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 5.20300000 N N N N N N MAN GLG US CLO 2021-1 Ltd N/A 56166WAA9 6700000.00000000 PA USD 6700067.00000000 0.382049881961 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 5.23500000 N N N N N N Manhattan West Mortgage Trust N/A 563126AA9 4400000.00000000 PA USD 4431921.16000000 0.252716122993 Long ABS-MBS CORP US N 2 2048-06-10 Variable 5.49800000 N N N N N N Manhattan West Mortgage Trust N/A 563126AC5 1800000.00000000 PA USD 1809439.00000000 0.103177469175 Long ABS-MBS CORP US N 2 2048-06-10 Variable 5.71800000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AH9 696000.00000000 PA USD 693271.68000000 0.039531599237 Long DBT CORP US N 2 2033-04-15 Fixed 6.25000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AJ5 5830000.00000000 PA USD 5681684.80000000 0.323979895601 Long DBT CORP US N 2 2034-04-15 Fixed 6.00000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57665RAN6 984000.00000000 PA USD 969958.32000000 0.055308769548 Long DBT CORP US N 2 2028-06-01 Fixed 4.62500000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 57767XAB6 1345000.00000000 PA USD 1347703.45000000 0.076848476887 Long DBT CORP US N 2 2029-08-01 Fixed 8.00000000 N N N N N N McAfee, LLC 2549009UKR8UEZYVCR93 57906HAF4 1109999.24000000 PA USD 982349.33000000 0.056015327245 Long LON CORP US N 2 2029-03-01 Floating 6.64400000 N N N N N N MERIDIAN ARC HOLDCO LLC N/A 58990CAA1 4380000.00000000 PA USD 4387927.80000000 0.250207542408 Long DBT CORP US N 2 2031-04-30 Fixed 6.25000000 N N N N N N METHANEX US OPERATIONS N/A 59151LAA4 630000.00000000 PA USD 637912.80000000 0.036374936241 Long DBT CORP US N 2 2032-03-15 Fixed 6.25000000 N N N N N N MAVIS TIRE EXPRESS SERVI 254900NVDM4GTLBL9E56 59155LAA0 3840000.00000000 PA USD 3825715.20000000 0.218149167848 Long DBT CORP US N 2 2029-05-15 Fixed 6.50000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCR7 4895000.00000000 PA USD 4828134.30000000 0.275308909509 Long DBT CORP US N 2 2056-03-15 Fixed 5.85000000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 59408QAA4 2014000.00000000 PA USD 1971605.30000000 0.112424483537 Long DBT CORP US N 2 2034-03-15 Fixed 11.00000000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 59408QAB2 3395000.00000000 PA USD 3360846.30000000 0.191641506302 Long DBT CORP US N 2 2033-03-15 Fixed 8.50000000 N N N N N N MIDCAP FINANCIAL ISSR TR N/A 59567LAA2 1176000.00000000 PA USD 1174330.08000000 0.066962415218 Long DBT CORP US N 2 2028-05-01 Fixed 6.50000000 N N N N N N Mill City Mortgage Trust N/A 59980AAQ0 183984.82000000 PA USD 180372.30000000 0.010285153256 Long ABS-MBS CORP US N 2 2059-07-25 Variable 3.25000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AG8 790000.00000000 PA USD 782392.30000000 0.044613417427 Long DBT CORP AU N 2 2032-05-01 Fixed 6.00000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AH6 3335000.00000000 PA USD 3287776.40000000 0.187474929061 Long DBT CORP AU N 2 2034-05-01 Fixed 6.25000000 N N N N N N Morgan Stanley Mortgage Loan Trust 5493001INKZRJR8O7L63 617487AA1 628452.43000000 PA USD 92621.13000000 0.005281423571 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.10300000 N N N N N N Morgan Stanley Capital I Trust 3IFG42XD94UUZ7FL2766 61774LBF5 550000.00000000 PA USD 513172.00000000 0.029261991264 Long ABS-MBS CORP US N 2 2055-04-15 Variable 3.91700000 N N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 626717AP7 712000.00000000 PA USD 708895.68000000 0.040422507844 Long DBT CORP US N 2 2032-10-01 Fixed 6.00000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DF6 1275000.00000000 PA USD 1267872.75000000 0.072296386659 Long DBT CORP US N 2 2034-05-15 Fixed 5.87500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DG4 1830000.00000000 PA USD 1831921.50000000 0.104459461798 Long DBT CORP US N 2 2036-05-15 Fixed 6.12500000 N N N N N N NY Commercial Mortgage Trust N/A 62957FAC3 1050000.00000000 PA USD 1075564.83000000 0.061330642864 Long ABS-MBS CORP US N 2 2047-02-10 Variable 6.12500000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAP0 660000.00000000 PA USD 689944.20000000 0.039341860338 Long DBT CORP US N 2 2030-01-31 Fixed 9.12500000 N N N N N N NYC Commercial Mortgage Trust N/A 62957YAA6 8600000.00000000 PA USD 8560414.97000000 0.488130272253 Long ABS-MBS CORP US N 2 2040-06-06 Variable 5.05300000 N N N N N N NYC Commercial Mortgage Trust N/A 62957YAC2 2900000.00000000 PA USD 2885799.16000000 0.164553463188 Long ABS-MBS CORP US N 2 2040-06-06 Variable 5.35300000 N N N N N N NASSAU COMPANIES OF NY N/A 63155AAA6 1330000.00000000 PA USD 1271187.40000000 0.072485393970 Long DBT CORP US N 2 2030-07-15 Fixed 7.87500000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAM0 615000.00000000 PA USD 590209.35000000 0.033654799646 Long DBT CORP US N 2 2029-03-15 Fixed 5.50000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAN8 860000.00000000 PA USD 873596.60000000 0.049814050801 Long DBT CORP US N 2 2030-07-25 Fixed 9.37500000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AD4 2285000.00000000 PA USD 2311186.10000000 0.131787992074 Long DBT CORP US N 2 2033-02-15 Fixed 9.50000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BE5 370000.00000000 PA USD 374680.50000000 0.021364956618 Long DBT CORP US N 2 2032-05-15 Fixed 6.62500000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BF2 235000.00000000 PA USD 238153.70000000 0.013579952703 Long DBT CORP US N 2 2030-05-15 Fixed 6.37500000 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65346UAB5 3900000.00000000 PA USD 3901404.00000000 0.222465079480 Long DBT CORP US N 2 2033-09-15 Fixed 6.50000000 N N N N N N 1988 CLO Ltd. 2549000NTXDB3VOXDV92 65444GAA9 2100000.00000000 PA USD 2035784.10000000 0.116084074249 Long ABS-CBDO CORP KY N 2 2038-04-15 Floating 8.57300000 N N N N N N NOBLE FINANCE II LLC N/A 65505PAA5 629000.00000000 PA USD 651644.00000000 0.037157913985 Long DBT CORP US N 2 2030-04-15 Fixed 8.00000000 N N N N N N NOBLE FINANCE II LLC N/A 65505PAC1 2160000.00000000 PA USD 2116713.60000000 0.120698820030 Long DBT CORP US N 2 2034-06-15 Fixed 6.25000000 N N N N N N NORTHERN OIL & GAS INC OKFF0PIZDDMNH4UCYE51 665531AL3 2115000.00000000 PA USD 2101019.85000000 0.119803934153 Long DBT CORP US N 2 2033-10-15 Fixed 7.87500000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AK4 933000.00000000 PA USD 936284.16000000 0.053388608324 Long DBT CORP US N 2 2027-09-30 Fixed 6.75000000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AM0 780000.00000000 PA USD 768682.20000000 0.043831642844 Long DBT CORP US N 2 2033-04-01 Fixed 6.25000000 N N N N N N BRUNDAGE-BONE CONCRETE N/A 66981QAB2 2282000.00000000 PA USD 2367711.92000000 0.135011196090 Long DBT CORP US N 2 2032-02-01 Fixed 7.50000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAF2 640000.00000000 PA USD 673182.78000000 0.038386093995 Long DBT CORP MA N 2 2034-05-02 Fixed 6.75000000 N N N N N N OCP CLO Ltd 25490025Q5WQX513IQ05 67097QAN5 5450000.00000000 PA USD 5454038.45000000 0.310999090909 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.04500000 N N N N N N Onslow Bay Financial LLC 25490010LUJWFEUCIH44 67114VAA1 1227279.80000000 PA USD 1099983.39000000 0.062723033114 Long ABS-MBS CORP US N 2 2061-11-25 Variable 2.30500000 N N N N N N Onslow Bay Financial LLC 25490010LUJWFEUCIH44 67114VAB9 500000.00000000 PA USD 394829.20000000 0.022513871764 Long ABS-MBS CORP US N 2 2061-11-25 Variable 3.00100000 N N N N N N Onslow Bay Financial LLC 25490010LUJWFEUCIH44 67115QAA1 856007.78000000 PA USD 767665.12000000 0.043773647111 Long ABS-MBS CORP US N 2 2052-08-25 Variable 3.50000000 N N N N N N NYC Commercial Mortgage Trust N/A 67121TAG4 1300000.00000000 PA USD 1288545.35000000 0.073475175527 Long ABS-MBS CORP US N 2 2042-07-13 Variable 6.16100000 N N N N N N NYC Commercial Mortgage Trust N/A 67122NAA9 1550000.00000000 PA USD 1556112.89000000 0.088732358339 Long ABS-MBS CORP US N 2 2040-10-15 Floating 5.36800000 N N N N N N NYC Commercial Mortgage Trust N/A 67122NAC5 2300000.00000000 PA USD 2306822.79000000 0.131539188283 Long ABS-MBS CORP US N 2 2040-10-15 Floating 5.71800000 N N N N N N NYC Commercial Mortgage Trust N/A 67122NAE1 2900000.00000000 PA USD 2909964.17000000 0.165931395560 Long ABS-MBS CORP US N 2 2040-10-15 Floating 6.06700000 N N N N N N OAK-EAGLE ACQUIRECO INC 6488ICS9P20290MA1H31 67124CAA1 465000.00000000 PA USD 486850.35000000 0.027761083396 Long DBT CORP US N 2 2033-07-01 Fixed 7.25000000 N N N N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 674215AN8 2000000.00000000 PA USD 2033260.00000000 0.115940145523 Long DBT CORP US N 2 2033-03-15 Fixed 6.75000000 N N N N N N Octagon 67 Ltd N/A 67571LAN1 4000000.00000000 PA USD 4012312.00000000 0.228789253300 Long ABS-CBDO CORP KY N 2 2038-07-25 Floating 5.11700000 N N N N N N Oak Hill Credit 549300EX32IF3NZCVL73 67707EBQ6 1250000.00000000 PA USD 1250823.75000000 0.071324221987 Long ABS-CBDO CORP KY N 2 2038-01-21 Floating 5.22200000 N N N N N N One New York Plaza Trust 2020-1NYP N/A 68249DAA7 1557448.96000000 PA USD 1510147.26000000 0.086111315368 Long ABS-MBS CORP US N 2 2036-01-15 Floating 4.69000000 N N N N N N 1988 CLO Ltd. 254900KAQBAF5XV8IU66 68252PAN6 1900000.00000000 PA USD 1900197.60000000 0.108352687933 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 6.97300000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AA8 1055000.00000000 PA USD 975199.80000000 0.055607648174 Long DBT CORP US N 2 2030-09-15 Fixed 4.00000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AC4 645000.00000000 PA USD 624779.25000000 0.035626037577 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N N N N OPAL BIDCO 969500R96XT7XY2UJ564 68348BAA1 2209000.00000000 PA USD 2253025.37000000 0.128471562547 Long DBT CORP FR N 2 2032-03-31 Fixed 6.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDY8 3685000.00000000 PA USD 3578908.85000000 0.204075825464 Long DBT CORP US N 2 2033-05-04 Fixed 5.35000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 4000000.00000000 PA USD 3878440.00000000 0.221155630860 Long DBT CORP US N 2 2036-02-04 Fixed 5.70000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XEB7 1560000.00000000 PA USD 1468490.40000000 0.083735966219 Long DBT CORP US N 2 2056-02-04 Fixed 6.70000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 6840C3K28 7795000.00000000 PA USD 7704874.21000000 0.439345797953 Long STIV CORP US N 2 2026-10-02 None 0.00000000 N N N N N N ORGANON & CO/ORGANON FOR 549300SH15FO4Y2G3V63 68622TAA9 985000.00000000 PA USD 972569.30000000 0.055457652328 Long DBT CORP US N 2 2028-04-30 Fixed 4.12500000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BC8 4870000.00000000 PA USD 4843555.90000000 0.276188276903 Long DBT CORP US N 2 2026-09-15 Fixed 3.40000000 N N N N N N PRKCM Trust N/A 69361JAA4 1612085.10000000 PA USD 1426903.43000000 0.081364602324 Long ABS-MBS CORP US N 2 2056-11-25 Variable 2.07100000 N N N N N N GEN II Fund Services LLC 2138006XMWHEBFQ55Z05 69381MAB1 1377562.50000000 PA USD 1374118.59000000 0.078354715723 Long LON CORP US N 2 2031-11-26 Floating 6.48200000 N N N N N N PENN Commercial Mortgage Trust N/A 69382VAA2 2500000.00000000 PA USD 2523260.18000000 0.143880837897 Long ABS-MBS CORP US N 2 2042-08-10 Variable 5.52200000 N N N N N N PENN Commercial Mortgage Trust N/A 69382VAC8 1000000.00000000 PA USD 1020192.17000000 0.058173194107 Long ABS-MBS CORP US N 2 2042-08-10 Variable 6.12500000 N N N N N N PR RNO PROPERTY OWNER 1 N/A 69393LAA1 4340000.00000000 PA USD 4334141.00000000 0.247140522244 Long DBT CORP US N 2 2031-05-01 Fixed 6.50000000 N N N N N N Palmer Square CLO Ltd 549300EYS8N79JYSXL17 69688GAA6 7500000.00000000 PA USD 7512262.50000000 0.428362731504 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.02500000 N N N N N N Park Blue CLO Ltd 213800XCIR4Y5GCOQX50 699917BA7 3000000.00000000 PA USD 2977500.00000000 0.169782410166 Long ABS-CBDO CORP JE N 2 2039-01-25 Floating 6.41700000 N N N N N N Park Blue CLO Ltd 2138008W8XU9WO8BZO09 70016WAQ7 1200000.00000000 PA USD 1202035.20000000 0.068542211036 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.09500000 N N N N N N PENNYMAC FIN SVCS INC 549300W1D516HBDEU871 70932MAG2 2605000.00000000 PA USD 2549617.70000000 0.145383791136 Long DBT CORP US N 2 2032-05-15 Fixed 6.87500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 60000.00000000 PA USD 60450.60000000 0.003447002036 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCP5 110000.00000000 PA USD 112281.40000000 0.006402487559 Long DBT CORP MX N 2 2029-01-23 Fixed 6.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDC3 1060000.00000000 PA USD 1088620.00000000 0.062075072159 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 320000.00000000 PA USD 316512.00000000 0.018048084032 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDL3 1050000.00000000 PA USD 1122240.00000000 0.063992145083 Long DBT CORP MX N 2 2029-06-02 Fixed 8.75000000 N N N N N N Pikes Peak CLO 391200PAO6NUBCQMES50 72132DAA9 11600000.00000000 PA USD 11626297.20000000 0.662952396282 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 5.01500000 N N N N N N Plano HoldCo Inc 254900C53JLEP3CCOQ10 72712EAB3 425569.90000000 PA USD 331944.52000000 0.018928074104 Long LON CORP US N 2 2031-10-02 Floating 7.23200000 N N N N N N Post CLO LTD 5493007CUC7FI0ONIF25 73743EAU2 5300000.00000000 PA USD 5321518.00000000 0.303442536284 Long ABS-CBDO CORP KY N 2 2039-03-30 Floating 5.45500000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AV6 1335000.00000000 PA USD 1325147.70000000 0.075562307416 Long DBT CORP US N 2 2033-03-01 Fixed 6.37500000 N N N N N N PRAIRIE ACQUIROR LP 254900Q6KU2LVSIISH22 73943NAA4 535000.00000000 PA USD 555961.30000000 0.031701914180 Long DBT CORP US N 2 2029-08-01 Fixed 9.00000000 N N N N N N PRAIRIE ECI ACQUIROR LP 254900Q6KU2LVSIISH22 73955HAG9 1965199.62000000 PA USD 1969621.32000000 0.112311353425 Long LON CORP US N 2 2029-08-01 Floating 6.89400000 N N N N N N PRIME HEALTHCARE SERVICE N/A 74165HAC2 790000.00000000 PA USD 824886.40000000 0.047036507508 Long DBT CORP US N 2 2029-09-01 Fixed 9.37500000 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743LAA8 895000.00000000 PA USD 900370.00000000 0.051340718267 Long DBT CORP US N 2 2032-08-15 Fixed 5.75000000 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743LAB6 440000.00000000 PA USD 447757.20000000 0.025531921607 Long DBT CORP US N 2 2033-08-15 Fixed 6.25000000 N N N N N N Residential Accredit Loans, Inc. N/A 74922EAN9 249962.73000000 PA USD 207591.70000000 0.011837252445 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6.00000000 N N N N N N Rad CLO Ltd 254900F50S9DCHTOVI65 74939NAJ9 3000000.00000000 PA USD 2993493.00000000 0.170694359817 Long ABS-CBDO CORP KY N 2 2039-04-17 Floating 6.07700000 N N N N N N Residential Funding Mtg Sec I N/A 74958VAA6 1269985.13000000 PA USD 577743.54000000 0.032943976718 Long ABS-MBS CORP US N 2 2037-10-25 Fixed 6.00000000 N N N N N N ROCC Trust N/A 74970WAA8 3900000.00000000 PA USD 3938764.17000000 0.224595423631 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 5.38800000 N N N N N N ROCC Trust N/A 74970WAG5 2350000.00000000 PA USD 2428976.50000000 0.138504612731 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 7.10900000 N N N N N N RWE AG 529900GB7KCA94ACC940 7497MBRL8 8864000.00000000 PA USD 8546736.17000000 0.487350282452 Long STIV CORP DE N 2 2027-04-20 None 0.00000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 74984CAA6 875000.00000000 PA USD 865663.75000000 0.049361705413 Long DBT US N 2 2034-03-15 Fixed 5.75000000 N N N N N N Residential Accredit Loans, Inc. N/A 751150AH6 50552.83000000 PA USD 50074.37000000 0.002855330722 Long ABS-MBS CORP US N 2 2046-09-25 Floating 4.17300000 N N N N N N Residential Accredit Loans, Inc. N/A 75115CAL1 425312.78000000 PA USD 343761.10000000 0.019601876768 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.50000000 N N N N N N RAND PARENT LLC N/A 753272AA1 725000.00000000 PA USD 750498.25000000 0.042794761279 Long DBT CORP US N 2 2030-02-15 Fixed 8.50000000 N N N N N N Regatta XXVIII Funding Ltd. N/A 75901PAS5 6575000.00000000 PA USD 6579431.55000000 0.375171031431 Long ABS-CBDO CORP KY N 2 2039-07-25 Floating 4.97500000 N N N N N N Regatta 30 Funding Ltd. N/A 75903UAA1 10500000.00000000 PA USD 10523625.00000000 0.600076042381 Long ABS-CBDO CORP KY N 2 2038-01-25 Floating 4.98700000 N N N N N N LifePoint Health Inc 549300G8ZVHRTBBBSZ90 75915TAK8 929712.24000000 PA USD 914604.42000000 0.052152390521 Long LON CORP US N 2 2031-05-19 Floating 7.42300000 N N N N N N Residential Accredit Loans, Inc. N/A 761118UQ9 158615.03000000 PA USD 128445.48000000 0.007324192500 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 5.50000000 N N N N N N Residential Asset Securitization Trust N/A 761119AA4 653539.30000000 PA USD 420585.67000000 0.023982552051 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.00000000 N N N N N N Residential Mortgage Loan Trust N/A 76123MAC7 131311.05000000 PA USD 128856.79000000 0.007347646136 Long ABS-MBS CORP US N 2 2060-05-25 Variable 2.91100000 N N N N N N QXO BUILDING PRODUCTS 549300HDXQWWCBOYXP31 77583AAA8 2595000.00000000 PA USD 2644356.90000000 0.150785990872 Long DBT CORP US N 2 2031-07-15 Fixed 6.50000000 N N N N N N ROMANIA 315700IASY927EDWBK92 775921AA7 6350000.00000000 PA USD 6081712.50000000 0.346790195194 Long DBT NUSS RO N 2 2036-07-04 Fixed 5.75000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BW1 895000.00000000 PA USD 903869.45000000 0.051540263206 Long DBT CORP LR N 2 2031-09-30 Fixed 5.62500000 N N N N N N SLM CORP N/A 78442PGG5 1795000.00000000 PA USD 1795323.10000000 0.102372555145 Long DBT CORP US N 2 2032-05-15 Fixed 6.49500000 N N N N N N SLG Office Trust N/A 78449RAA3 3000000.00000000 PA USD 2670600.36000000 0.152282440205 Long ABS-MBS CORP US N 2 2041-07-15 Fixed 2.58500000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAX8 330000.00000000 PA USD 335933.40000000 0.019155527223 Long DBT CORP US N 2 2029-08-01 Fixed 6.75000000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAY6 530000.00000000 PA USD 534791.20000000 0.030494756967 Long DBT CORP US N 2 2032-08-01 Fixed 7.00000000 N N N N N N SV RNO PROPERTY OWNER 1 N/A 78488XAA2 3305000.00000000 PA USD 3258333.40000000 0.185796036197 Long DBT CORP US N 2 2031-03-01 Fixed 5.87500000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288DAC0 877215.37000000 PA USD 878254.29000000 0.050079640670 Long ABS-O CORP US N 2 2029-01-16 Fixed 4.74000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CM5 4830000.00000000 PA USD 4829468.70000000 0.275384999399 Long DBT CORP US N 2 2031-06-01 Fixed 6.10000000 N N N N N N Seagate Data Storage Technology Pte Ltd N/A 81180LAM7 430000.00000000 PA USD 449715.50000000 0.025643587398 Long DBT CORP SG N 2 2029-12-15 Fixed 8.25000000 N N N N N N SENSATA TECH INC 5493002MMDDCUNV7NY90 81728UAA2 1059000.00000000 PA USD 1030131.66000000 0.058739961720 Long DBT CORP US N 2 2030-02-15 Fixed 4.37500000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 817477AK8 2610000.00000000 PA USD 2559835.80000000 0.145966445593 Long DBT NUSS RS N 2 2036-05-06 Fixed 5.50000000 N N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 829259BH2 1145000.00000000 PA USD 1179888.15000000 0.067279346375 Long DBT CORP US N 2 2033-02-15 Fixed 8.12500000 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBJ6 1525000.00000000 PA USD 1484923.00000000 0.084672982653 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N Sixth Street CLO XVI, Ltd. 549300YD05LZSDNMVF16 83012DBQ5 3125000.00000000 PA USD 3118750.00000000 0.177836739448 Long ABS-CBDO CORP KY N 2 2039-01-21 Floating 4.84200000 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAL0 2295000.00000000 PA USD 2235766.05000000 0.127487405050 Long DBT CORP US N 2 2033-03-01 Fixed 6.87500000 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAM8 1610000.00000000 PA USD 1558818.10000000 0.088886614283 Long DBT CORP US N 2 2034-03-15 Fixed 6.87500000 N N N N N N SOLSTICE ADVANCED MATERI 2138004GZ4H9TW6HK435 83443QAA1 2715000.00000000 PA USD 2697515.40000000 0.153817184239 Long DBT CORP US N 2 2033-09-30 Fixed 5.62500000 N N N N N N SONIC AUTOMOTIVE INC 549300NTLRGJ2JCBZU03 83545GBD3 1411000.00000000 PA USD 1378857.42000000 0.078624932340 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BH6 1090000.00000000 PA USD 1070516.25000000 0.061042763744 Long DBT NUSS ZA N 2 2037-12-11 Fixed 6.12500000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BJ2 1900000.00000000 PA USD 1894300.00000000 0.108016396164 Long DBT NUSS ZA N 2 2055-12-11 Fixed 7.25000000 N N N N N N SPACE EXPLORATION TECH 549300B9WLO96RQCXP87 84615QAE3 3375000.00000000 PA USD 3330315.00000000 0.189900556612 Long DBT CORP US N 2 2036-07-15 Fixed 5.87500000 N N N N N N STANDARD BUILDING SOLUTI 54930064UHXCIUWVI755 853191AA2 610000.00000000 PA USD 614068.70000000 0.035015302735 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573DAU3 1875000.00000000 PA USD 1839275.63000000 0.104878807530 Long ABS-MBS CORP US N 2 2060-04-25 Variable 3.00000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CM3 4695000.00000000 PA USD 4859325.00000000 0.277087459373 Long DBT CORP US N 2 2029-09-15 Fixed 6.70000000 N N N N N N Stellar Jay Ireland Dac 254900N0ZJ7Y0Q6V4A92 858558AA7 191009.97000000 PA USD 190249.79000000 0.010848385518 Long ABS-O CORP US N 2 2041-10-15 Fixed 3.96700000 N N N N N N STONEPEAK MOTION/FINCO N/A 86185LAA7 3567000.00000000 PA USD 3571708.44000000 0.203665245123 Long DBT CORP XX N 2 2033-07-15 Fixed 6.12500000 N N N N N N Sunnova Hestia I Issuer, LLC N/A 86746BAA1 148381.22000000 PA USD 144732.72000000 0.008252920245 Long ABS-O CORP US N 2 2050-12-20 Fixed 5.75000000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765KAA7 895000.00000000 PA USD 913911.35000000 0.052112870422 Long DBT CORP US N 2 2028-09-15 Fixed 7.00000000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAT4 495000.00000000 PA USD 483867.45000000 0.027590993068 Long DBT CORP US N 2 2029-05-15 Fixed 4.50000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BBA0 5150000.00000000 PA USD 5106328.00000000 0.291172015094 Long DBT CORP US N 2 2031-08-15 Fixed 7.25000000 N N N N N N Symphony CLO Ltd 54930043TEPI4UKGHU90 87170MAJ1 3625000.00000000 PA USD 3613349.25000000 0.206039679072 Long ABS-CBDO CORP KY N 2 2036-01-20 Floating 6.16500000 N N N N N N TPG Trust N/A 872973AA0 4425000.00000000 PA USD 4453663.42000000 0.253955905800 Long ABS-MBS CORP US N 2 2029-11-15 Floating 5.75800000 N N N N N N TPG Trust N/A 872973AG7 1250000.00000000 PA USD 1270549.89000000 0.072449042002 Long ABS-MBS CORP US N 2 2029-11-15 Floating 6.55600000 N N N N N N TTM TECHNOLOGIES INC 549300SC4BDOIS008048 87305RAK5 1040000.00000000 PA USD 1003038.40000000 0.057195055261 Long DBT CORP US N 2 2029-03-01 Fixed 4.00000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAM0 2660000.00000000 PA USD 2643454.80000000 0.150734551506 Long DBT CORP US N 2 2034-02-01 Fixed 6.25000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAL5 710000.00000000 PA USD 728232.80000000 0.041525145238 Long DBT CORP US N 2 2029-02-15 Fixed 7.37500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDK3 414000.00000000 PA USD 415465.56000000 0.023690594162 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 880779BB8 520000.00000000 PA USD 526598.80000000 0.030027611571 Long DBT CORP US N 2 2032-10-15 Fixed 6.25000000 N N N N N N Tesla Auto Lease Trust N/A 88166VAD8 36043.41000000 PA USD 36064.96000000 0.002056488944 Long ABS-O CORP US N 2 2027-06-21 Fixed 5.30000000 N N N N N N TEXAS Commercial Mortgage Trust N/A 88231WAG0 800000.00000000 PA USD 764080.93000000 0.043569270145 Long ABS-MBS CORP US N 2 2042-04-15 Floating 6.71600000 N N N N N N TIDEWATER INC 2549000JA5GRUPLMUH98 88642RAE9 2540000.00000000 PA USD 2718866.80000000 0.155034679505 Long DBT CORP US N 2 2030-07-15 Fixed 9.12500000 N N N N N N Towd Point Mortgage Trust 25490010CSYSAQU59J50 89178WBB3 550000.00000000 PA USD 502431.71000000 0.028649560593 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.10000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 891941AD8 718136.12000000 PA USD 719206.72000000 0.041010461907 Long ABS-O CORP US N 2 2028-02-15 Fixed 4.71000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BR7 795000.00000000 PA USD 802965.90000000 0.045786561136 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N TRANSMONTAIGNE PARTNERS N/A 89377AAA3 3756000.00000000 PA USD 3826274.76000000 0.218181074966 Long DBT CORP US N 2 2030-06-15 Fixed 8.50000000 N N N N N N TRANSOCEAN INTERNTNL LTD DOL4HJ22ADYSIWES4H94 893830BY4 295000.00000000 PA USD 304625.85000000 0.017370314361 Long DBT CORP BM N 2 2029-05-15 Fixed 8.25000000 N N N N N N TRANSOCEAN INTERNTNL LTD DOL4HJ22ADYSIWES4H94 893830BZ1 300000.00000000 PA USD 311343.00000000 0.017753338347 Long DBT CORP BM N 2 2031-05-15 Fixed 8.50000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AA0 525000.00000000 PA USD 508021.50000000 0.028968300482 Long DBT CORP US N 2 2029-12-01 Fixed 4.50000000 N N N N N N Trimaran CAVU Ltd 254900IFDJE1IJQ1HT84 89624UAU6 5275000.00000000 PA USD 5182603.10000000 0.295521358608 Long ABS-CBDO CORP KY N 2 2034-10-25 Floating 6.16700000 N N N N N N Trimaran CAVU Ltd 254900B82396PCF5K455 89626BAJ1 4000000.00000000 PA USD 3999624.00000000 0.228065760698 Long ABS-CBDO CORP KY N 2 2039-07-22 Floating 6.64000000 N N N N N N TRINET GROUP INC 5299003FJVBETSFKE990 896288AA5 525000.00000000 PA USD 493683.75000000 0.028150736166 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N Trinitas CLO Ltd 635400HEV45BA22Y6W50 89642TAL7 2000000.00000000 PA USD 2002194.00000000 0.114168706277 Long ABS-CBDO CORP BM N 2 2038-10-20 Floating 4.98500000 N N N N N N UKG Inc 529900FKHWSTQ1GXK240 89841EAB1 671937.59000000 PA USD 631466.79000000 0.036007373147 Long LON CORP US N 2 2031-02-10 Floating 5.91300000 N N N N N N 1211 Avenue of the Americas Trust N/A 90117PAC9 2300000.00000000 PA USD 2223597.50000000 0.126793532423 Long ABS-MBS CORP US N 2 2035-08-10 Fixed 3.90100000 N N N N N N TWILIO INC 5493004W8TRGD63APX93 90138FAC6 525000.00000000 PA USD 506210.25000000 0.028865019746 Long DBT CORP US N 2 2029-03-15 Fixed 3.62500000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAG6 1210000.00000000 PA USD 1236499.00000000 0.070507398955 Long DBT CORP US N 2 2028-09-15 Fixed 6.87500000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 902973BC9 4890000.00000000 PA USD 4841002.20000000 0.276042660332 Long DBT CORP US N 2 2027-01-15 Fixed 3.70000000 N N N N N N CINEWORLD RIGHTS N/A 000000000 16800.00000000 NS USD 408710.40000000 0.023305402778 Long STIV US N 2 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CH3 3020000.00000000 PA USD 2493010.00000000 0.142155918176 Long DBT NUSS UA N 2 2032-02-01 Variable 4.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBT6 4290000.00000000 PA USD 4286139.00000000 0.244403361790 Long DBT NUSS MX N 2 2037-08-27 Fixed 6.25000000 N N N N N N UNITED NATURAL FOODS INC 549300GKGW6WPZ282D40 911163AA1 816000.00000000 PA USD 815445.12000000 0.046498148726 Long DBT CORP US N 2 2028-10-15 Fixed 6.75000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911363AM1 424000.00000000 PA USD 400722.40000000 0.022849912638 Long DBT CORP US N 2 2031-02-15 Fixed 3.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TP3 41850293.66000000 PA USD 31811127.62000000 1.813927764046 Long DBT UST US N 1 2053-02-15 Fixed 1.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TU2 82210000.00000000 PA USD 77315935.94000000 4.408693853299 Long DBT UST US N 1 2043-08-15 Fixed 4.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UJ5 4550000.00000000 PA USD 4451890.63000000 0.253854818122 Long DBT UST US N 1 2045-02-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMA6 8970000.00000000 PA USD 8955984.38000000 0.510686352125 Long DBT UST US N 1 2029-11-30 Fixed 4.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMT5 56500000.00000000 PA USD 56138046.88000000 3.201092494155 Long DBT UST US N 1 2032-03-31 Fixed 4.12500000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAG3 880000.00000000 PA USD 901560.00000000 0.051408574209 Long DBT CORP US N 2 2029-03-15 Fixed 7.12500000 N N N N N N VFH Parent LLC 549300FRO9M476YHHY64 91820UAV2 1806750.00000000 PA USD 1805846.63000000 0.102972625770 Long LON CORP US N 2 2031-06-21 Floating 6.14400000 N N N N N N VOC ESCROW LTD N/A 91832VAA2 1700000.00000000 PA USD 1696498.00000000 0.096737370036 Long DBT CORP BM N 2 2028-02-15 Fixed 5.00000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AD8 1280000.00000000 PA USD 1356787.20000000 0.077366448664 Long DBT CORP US N 2 2036-01-15 Fixed 6.75000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAF0 1610000.00000000 PA USD 1627049.90000000 0.092777314352 Long DBT CORP US N 2 2036-05-01 Fixed 6.00000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAC5 1310000.00000000 PA USD 1411721.50000000 0.080498901344 Long DBT CORP US N 2 2029-02-01 Fixed 9.50000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAG6 2800000.00000000 PA USD 2751420.00000000 0.156890921572 Long DBT CORP US N 2 2034-12-15 Fixed 6.37500000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAH4 1540000.00000000 PA USD 1517931.80000000 0.086555203853 Long DBT CORP US N 2 2036-06-15 Fixed 6.62500000 N N N N N N Verus Securitization Trust 213800278TKDEXPH6140 92538GAA0 605061.22000000 PA USD 546376.09000000 0.031155348251 Long ABS-MBS CORP US N 2 2066-11-25 Variable 2.82400000 N N N N N N Verus Securitization Trust 213800278TKDEXPH6140 92538HAA8 3903689.32000000 PA USD 3316956.62000000 0.189138837737 Long ABS-MBS CORP US N 2 2066-07-25 Variable 0.93800000 N N N N N N Verus Securitization Trust 213800278TKDEXPH6140 92538MAA7 240719.83000000 PA USD 203979.17000000 0.011631259481 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.63000000 N N N N N N Verus Securitization Trust 213800278TKDEXPH6140 92538QAA8 4386789.22000000 PA USD 3985348.44000000 0.227251742568 Long ABS-MBS CORP US N 2 2066-10-25 Variable 2.82900000 N N N N N N Verus Securitization Trust 213800278TKDEXPH6140 92538QAB6 1988192.17000000 PA USD 1743338.75000000 0.099408313925 Long ABS-MBS CORP US N 2 2066-10-25 Variable 2.13700000 N N N N N N Verus Securitization Trust 213800278TKDEXPH6140 92538WAC1 896747.62000000 PA USD 829645.52000000 0.047307881098 Long ABS-MBS CORP US N 2 2067-01-25 Variable 3.28800000 N N N N N N Verus Securitization Trust 213800JOKZMXZECMAB50 92540TAL4 2785237.75000000 PA USD 2795689.08000000 0.159415224208 Long ABS-MBS CORP US N 2 2070-01-25 Variable 5.62000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAU6 1159000.00000000 PA USD 868879.12000000 0.049545051599 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N Vibrant CLO Ltd 254900WDQ070GAG88491 925930BE8 3700000.00000000 PA USD 3701250.60000000 0.211051972292 Long ABS-CBDO CORP JE N 2 2036-07-15 Floating 4.92300000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAH0 2680000.00000000 PA USD 2681527.60000000 0.152905531102 Long DBT CORP BM N 2 2033-10-15 Fixed 5.87500000 N N N N N N Visio 2020-1 Trust N/A 92837KAD3 500000.00000000 PA USD 484604.85000000 0.027633040944 Long ABS-MBS CORP US N 2 2055-08-25 Variable 4.45000000 N N N N N N VIRTUSA CORP C77OMXDER63WLJCSKT03 92837TAA0 1260000.00000000 PA USD 995904.00000000 0.056788238930 Long DBT CORP US N 2 2028-12-15 Fixed 7.12500000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAH5 1015000.00000000 PA USD 997460.80000000 0.056877010468 Long DBT CORP US N 2 2029-05-01 Fixed 4.37500000 N N N N N N VTR Commercial Mortgage Trust N/A 92890YAA3 2750000.00000000 PA USD 2718648.74000000 0.155022245331 Long ABS-MBS CORP US N 2 2039-10-13 Variable 5.20100000 N N N N N N VTR Commercial Mortgage Trust N/A 92890YAE5 1350000.00000000 PA USD 1329050.66000000 0.075784861222 Long ABS-MBS CORP US N 2 2039-10-13 Variable 6.05700000 N N N N N N Voya CLO Ltd 254900MS3D9HONB0N824 92920DAG0 1375000.00000000 PA USD 1375000.00000000 0.078404975307 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 7.32300000 N N N N N N WB Commercial Mortgage Trust N/A 92943PAC5 2425000.00000000 PA USD 2427393.79000000 0.138414363758 Long ABS-MBS CORP US N 2 2040-03-15 Variable 6.63400000 N N N N N N WHARF Commercial Mortgage Trust N/A 92987LAA5 1650000.00000000 PA USD 1667110.24000000 0.095061627056 Long ABS-MBS CORP US N 2 2040-07-15 Variable 5.52800000 N N N N N N WASTE PRO USA INC 549300BY1QXU5BI3UF28 94107JAC7 2015000.00000000 PA USD 2062271.90000000 0.117594456289 Long DBT CORP US N 2 2033-02-01 Fixed 7.00000000 N N N N N N WAYFAIR LLC 549300CTUWTZGOXMYI40 94419NAD9 1355000.00000000 PA USD 1393400.70000000 0.079454216347 Long DBT CORP US N 2 2034-05-31 Fixed 7.12500000 N N N N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 947075AW7 1340000.00000000 PA USD 1367215.40000000 0.077961083401 Long DBT CORP BM N 2 2033-10-15 Fixed 6.75000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300PX4QZK7CUM8D08 949939AC6 1600000.00000000 PA USD 1578687.44000000 0.090019599819 Long ABS-MBS CORP US N 2 2041-03-10 Variable 5.13600000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95002YAE3 4800000.00000000 PA USD 4859328.00000000 0.277087630438 Long DBT CORP US N 2 2031-06-15 Fixed 6.12500000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300PX4QZK7CUM8D08 95003PAA9 1750000.00000000 PA USD 1751172.08000000 0.099854984503 Long ABS-MBS CORP US N 2 2035-07-15 Variable 5.48400000 N N N N N N Wells Fargo Commercial Mortgage Trust 54930012YCNUERXJ1I74 95003PAC5 1100000.00000000 PA USD 1100348.08000000 0.062743828394 Long ABS-MBS CORP US N 2 2035-07-15 Variable 5.93500000 N N N N N N COMPUTE FINANCING 2026 LLC 254900UAYKUK5WMSI309 000000000 18125000.00000000 PA USD 18071286.56000000 1.030457292014 Long DBT CORP US N 3 2034-06-15 None 0.00000000 N N N N N N Westlake Automobile Receivables Trust N/A 96041KAB0 1134428.39000000 PA USD 1135696.57000000 0.064759462929 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.66000000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BF2 965000.00000000 PA USD 977168.65000000 0.055719915545 Long DBT CORP US N 2 2031-07-01 Fixed 7.50000000 N N N N N N WhiteWater DBR HoldCo LLC 21380025GXMNBTSJP816 96616PAD0 1645750.31000000 PA USD 1650687.56000000 0.094125176278 Long LON CORP US N 2 2031-03-03 Floating 6.00000000 N N N N N N Wind River CLO Ltd 254900AGKLJSTAXGRN27 97316DAL0 3500000.00000000 PA USD 3500633.50000000 0.199612424094 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 4.91500000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAD7 885000.00000000 PA USD 903434.55000000 0.051515464425 Long DBT CORP US N 2 2028-04-14 Fixed 6.87500000 N N N N N N ZAIS CLO 15 Ltd 549300BTYXZYFTGVBO58 98888DBC5 2000000.00000000 PA USD 2001840.00000000 0.114148520560 Long ABS-CBDO CORP KY N 2 2037-07-28 Floating 5.16000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2630000.00000000 OU Notional Amount 104091.20000000 0.005935467611 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-12-19 0.00000000 EUR -17361.43000000 EUR 2630000.00000000 EUR 124082.92000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10000.00000000 OU Notional Amount USD 45.73000000 0.000002607606 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-05-28 0.00000000 USD -6.56000000 USD 10000.00000000 USD 52.29000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 21315000.00000000 OU Notional Amount USD 999394.27000000 0.056987260408 N/A DCR GB N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S39 2I65BRAA9 Y sell protection 2027-12-20 617803.25000000 USD 0.00000000 USD 21315000.00000000 USD 381591.02000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 19077244368.00000000 OU Notional Amount -7423493.80000000 -0.42330098042 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2044-08-02 0.00000000 JPY -1003135267.00000000 JPY 19077244368.00000000 JPY 2604667.19000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 211141729.00000000 OU Notional Amount USD 4399032.35000000 0.250840743840 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S44 2I65BYEH4 Y sell protection 2030-06-20 3787389.78000000 USD 0.00000000 USD 211141729.00000000 USD 611642.57000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 377870000.00000000 OU Notional Amount -1764118.48000000 -0.10059321153 N/A DIR GB N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL -2432908.62000000 BRL 377870000.00000000 BRL -225782.03000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1138676555.00000000 OU Notional Amount -5129786.69000000 -0.29250967182 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-10 0.00000000 EUR -845533.44000000 EUR 1138676555.00000000 EUR -4138644.50000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1138676555.00000000 OU Notional Amount 2542905.58000000 0.145001053971 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-10 0.00000000 EUR -2075661.30000000 EUR 1138676555.00000000 EUR 4972744.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4100000.00000000 OU Notional Amount USD -36630.63000000 -0.00208874446 N/A DCR GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CMBX.NA.AAA.17 137BENAQ9 Y sell protection 2056-12-15 0.00000000 USD -50688.61000000 USD 4100000.00000000 USD 14057.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 27900000.00000000 OU Notional Amount USD -249266.97000000 -0.01421365136 N/A DCR GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CMBX.NA.AAA.17 137BENAQ9 Y sell protection 2056-12-15 0.00000000 USD -352583.81000000 USD 27900000.00000000 USD 103316.84000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 727674435.00000000 OU Notional Amount USD 15759900.15000000 0.898657877902 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S45 2I65BYEI2 Y sell protection 2030-12-20 14461179.98000000 USD 0.00000000 USD 727674435.00000000 USD 1298720.17000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 82799440000.00000000 OU Notional Amount 833977.94000000 0.047554923485 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-12-15 75718816.00000000 JPY 0.00000000 JPY 82799440000.00000000 JPY 2516010.29000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10773772549.00000000 OU Notional Amount 1199125.96000000 0.068376320934 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-01-11 22564089.00000000 JPY 0.00000000 JPY 10773772549.00000000 JPY 1859905.25000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 27240000.00000000 OU Notional Amount 183504.24000000 0.010463742113 N/A DIR GB N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 363301.85000000 BRL 0.00000000 BRL 27240000.00000000 BRL 113155.83000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 59120000.00000000 OU Notional Amount -398266.19000000 -0.02270985512 N/A DIR GB N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL -361248.05000000 BRL 59120000.00000000 BRL -273063.35000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 79740000.00000000 OU Notional Amount 372273.03000000 0.021227678345 N/A DIR GB N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL -266438.21000000 BRL 79740000.00000000 BRL 423094.81000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 38285720000.00000000 OU Notional Amount 159533.30000000 0.009096875961 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 KRW -26684295.00000000 KRW 38285720000.00000000 KRW 177554.09000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 189810000.00000000 OU Notional Amount 15366.83000000 0.000876244310 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 519824.00000000 THB 0.00000000 THB 189810000.00000000 THB -957.39000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 94710000.00000000 OU Notional Amount -17560.43000000 -0.00100132733 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 THB -2536556.03000000 THB 94710000.00000000 THB 60033.82000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1275070000.00000000 OU Notional Amount -4892.37000000 -0.00027897174 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 5706091.34000000 INR 0.00000000 INR 1275070000.00000000 INR -66789.79000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 374210000.00000000 OU Notional Amount 12680.37000000 0.000723057524 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 422805.00000000 THB 0.00000000 THB 374210000.00000000 THB -597.13000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 92690000.00000000 OU Notional Amount 4693.76000000 0.000267646645 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 CZK -1971453.33000000 CZK 92690000.00000000 CZK 97553.46000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 723590000.00000000 OU Notional Amount -81790.01000000 -0.00466381361 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 CZK -2082092.01000000 CZK 723590000.00000000 CZK 305768.17000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 311840000.00000000 OU Notional Amount -205713.50000000 -0.01173015410 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 ZAR -1701244.72000000 ZAR 311840000.00000000 ZAR -104441.39000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 143090000.00000000 OU Notional Amount 39028.28000000 0.002225462785 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 2894915.14000000 ZAR 0.00000000 ZAR 143090000.00000000 ZAR -133300.92000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 402620000.00000000 OU Notional Amount -419661.30000000 -0.02392984281 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 ZAR -4969277.90000000 ZAR 402620000.00000000 ZAR -117727.52000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3287770000.00000000 OU Notional Amount 244293.97000000 0.013930081953 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 HUF -55036859.34000000 HUF 3287770000.00000000 HUF 408379.52000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 881800000.00000000 OU Notional Amount 7592.95000000 0.000432963678 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-09-16 0.00000000 CLP -5715789.00000000 CLP 881800000.00000000 CLP 13825.41000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3584740000.00000000 OU Notional Amount -22898.10000000 -0.00130569088 N/A DIR GB N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-09-16 7834148.00000000 CLP 0.00000000 CLP 3584740000.00000000 CLP -31473.60000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 498480000.00000000 OU Notional Amount -8021.28000000 -0.00045738782 N/A DIR GB N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-09-14 0.00000000 MXN -2258360.05000000 MXN 498480000.00000000 MXN 118529.41000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 409790000.00000000 OU Notional Amount -24527.65000000 -0.00139861075 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-09-11 0.00000000 MXN -1557877.83000000 MXN 409790000.00000000 MXN 61679.14000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 29350000.00000000 OU Notional Amount 134698.07000000 0.007680726438 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 PLN -68380.20000000 PLN 29350000.00000000 PLN 154155.23000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 125840000.00000000 OU Notional Amount 66793.75000000 0.003808699868 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 1510836.90000000 PLN 0.00000000 PLN 125840000.00000000 PLN -343823.80000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 68399100.00000000 OU Notional Amount USD 5516387.42000000 0.314554341421 N/A DCR GB N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S46 2I65BRAE1 Y sell protection 2031-06-20 4403534.41000000 USD 0.00000000 USD 68399100.00000000 USD 1112853.01000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3693340000.00000000 OU Notional Amount -109726.91000000 -0.00625682594 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-01-26 0.00000000 JPY -17370998.00000000 JPY 3693340000.00000000 JPY -539.35000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 219620000.00000000 OU Notional Amount USD -101266.78000000 -0.00577441409 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-04-13 272953.97000000 USD 0.00000000 USD 219620000.00000000 USD -374220.75000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 235500000.00000000 OU Notional Amount USD 500084.25000000 0.028515704198 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2041-04-14 0.00000000 USD -111173.45000000 USD 235500000.00000000 USD 611257.70000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 95014697.82000000 OU Notional Amount USD -1145078.84000000 -0.06529445685 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMBKTL6 INDEX JPMBKTL6 AAPL 3.85 08/04/46 -174.04000000 USD -13738.13000000 USD ABBV 4.25 11/21/49 -174.04000000 USD -14181.73000000 USD ABIBB 5.55 01/23/49 -174.04000000 USD -17064.62000000 USD ABT 4.9 11/30/46 -174.04000000 USD -15939.75000000 USD AMGN 3.375 02/21/50 -174.04000000 USD -12257.03000000 USD AMZN 4.05 08/22/47 -174.04000000 USD -13752.53000000 USD AVGO 3.75 02/15/51 -174.04000000 USD -12882.46000000 USD BAC 5.875 02/07/42 -174.04000000 USD -18024.85000000 USD BHP 5 09/30/43 -174.04000000 USD -16368.33000000 USD BLK 5.25 03/14/54 -174.04000000 USD -16353.99000000 USD BNSF 5.5 03/15/55 -174.04000000 USD -16850.81000000 USD BPLN 2.939 06/04/51 -174.04000000 USD -10986.12000000 USD BRK 4.25 01/15/49 -174.04000000 USD -14281.66000000 USD CAT 3.803 08/15/42 -174.04000000 USD -14437.69000000 USD CB 4.35 11/03/45 -174.04000000 USD -14892.31000000 USD CMCSA 3.75 04/01/40 -174.04000000 USD -13887.32000000 USD COP 6.5 02/01/39 -174.04000000 USD -19227.91000000 USD CP 3.1 12/02/51 -174.04000000 USD -11348.42000000 USD CRM 2.9 07/15/51 -174.04000000 USD -10128.25000000 USD CSCO 5.5 01/15/40 -174.04000000 USD -17692.55000000 USD DE 2.875 09/07/49 -174.04000000 USD -11457.41000000 USD DIS 3.6 01/13/51 -174.04000000 USD -12658.10000000 USD DOW 5.95 03/15/55 -174.04000000 USD -16110.75000000 USD DVN 5.6 07/15/41 -174.04000000 USD -17117.14000000 USD ELV 4.375 12/01/47 -174.04000000 USD -14266.11000000 USD ENBCN 6.7 11/15/53 -174.04000000 USD -19089.32000000 USD EPD 4.85 03/15/44 -174.04000000 USD -15858.76000000 USD ET 5.4 10/01/47 -174.04000000 USD -15734.37000000 USD F 4.75 01/15/43 -174.04000000 USD -13665.56000000 USD FISV 4.4 07/01/49 -174.04000000 USD -13810.78000000 USD GILD 4.75 03/01/46 -174.04000000 USD -15551.45000000 USD GOOGL 2.05 08/15/50 -174.04000000 USD -9269.19000000 USD HD 5.875 12/16/36 -174.04000000 USD -18488.10000000 USD IBM 4.25 05/15/49 -174.04000000 USD -13588.57000000 USD ICE 4.95 06/15/52 -174.04000000 USD -15677.34000000 USD INTC 3.25 11/15/49 -174.04000000 USD -11304.92000000 USD INTU 5.5 09/15/53 -174.04000000 USD -15600.09000000 USD JNJ 3.7 03/01/46 -174.04000000 USD -13861.07000000 USD KLAC 4.95 07/15/52 -174.04000000 USD -15743.04000000 USD KO 5.2 01/14/55 -174.04000000 USD -16541.48000000 USD KVUE 5.05 03/22/53 -174.04000000 USD -15835.00000000 USD LLY 5 02/09/54 -174.04000000 USD -16012.53000000 USD LLY 5.5 02/12/55 -174.04000000 USD -17224.82000000 USD LMT 4.09 09/15/52 -174.04000000 USD -13694.30000000 USD MA 3.85 03/26/50 -174.04000000 USD -13433.36000000 USD MCD 3.625 09/01/49 -174.04000000 USD -12647.68000000 USD MDT 4.625 03/15/45 -174.04000000 USD -15561.63000000 USD META 4.45 08/15/52 -174.04000000 USD -13398.56000000 USD MPC 6.5 03/01/41 -174.04000000 USD -18637.67000000 USD MRK 2.75 12/10/51 -174.04000000 USD -10646.86000000 USD MRSH 5.4 03/15/55 -174.04000000 USD -16433.81000000 USD MS 2.802 01/25/52 -174.04000000 USD -10809.12000000 USD MSFT 4 02/12/55 -174.04000000 USD -13401.98000000 USD MUFG 3.751 07/18/39 -174.04000000 USD -14748.58000000 USD NOVNVX 4.4 05/06/44 -174.04000000 USD -15297.83000000 USD NVDA 3.5 04/01/50 -174.04000000 USD -12714.44000000 USD OKE 6.625 09/01/53 -174.04000000 USD -18181.99000000 USD PEP 5.25 07/17/54 -174.04000000 USD -16735.98000000 USD PG 3.5 10/25/47 -174.04000000 USD -13373.52000000 USD PSX 4.875 11/15/44 -174.04000000 USD -15464.26000000 USD QCOM 4.8 05/20/45 -174.04000000 USD -15490.89000000 USD RABOBK 5.25 05/24/41 -174.04000000 USD -17112.68000000 USD RDSALN 4.125 05/11/35 -174.04000000 USD -16376.12000000 USD RIOLN 5.75 03/14/55 -174.04000000 USD -17534.59000000 USD RTX 5.375 02/27/53 -174.04000000 USD -16610.47000000 USD TMUS 3 02/15/41 -174.04000000 USD -12819.02000000 USD TTEFP 3.127 05/29/50 -174.04000000 USD -11550.34000000 USD TXN 4.15 05/15/48 -174.04000000 USD -14250.64000000 USD UNH 6.875 02/15/38 -174.04000000 USD -19818.51000000 USD UNP 3.25 02/05/50 -174.04000000 USD -11949.59000000 USD UPS 6.2 01/15/38 -174.04000000 USD -18854.45000000 USD V 4.3 12/14/45 -174.04000000 USD -14890.52000000 USD VLO 6.625 06/15/37 -174.04000000 USD -19094.17000000 USD VZ 2.875 11/20/50 -174.04000000 USD -10602.01000000 USD WM 5.35 10/15/54 -174.04000000 USD -16748.67000000 USD WMT 4.5 04/15/53 -174.04000000 USD -15072.04000000 USD XOM 3.452 04/15/51 -174.04000000 USD -12360.20000000 USD Y equity-performance leg 2026-07-13 0.00000000 USD 0.00000000 USD 95014697.82000000 USD -1145078.84000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 204820000.00000000 OU Notional Amount USD -2885033.07000000 -0.16450977935 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-04-22 0.00000000 USD -2484534.24000000 USD 204820000.00000000 USD -400498.83000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 114770000.00000000 OU Notional Amount USD 1446721.76000000 0.082494679178 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2037-04-22 480814.32000000 USD 0.00000000 USD 114770000.00000000 USD 965907.44000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 140160000.00000000 OU Notional Amount USD 834792.96000000 0.047601397393 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-04-22 218836.30000000 USD 0.00000000 USD 140160000.00000000 USD 615956.66000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 54070000.00000000 OU Notional Amount -667024.19000000 -0.03803492010 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2046-04-21 0.00000000 EUR -185919.66000000 EUR 54070000.00000000 EUR -449108.62000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 76730000.00000000 OU Notional Amount 712323.71000000 0.040617980286 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-04-21 0.00000000 EUR -61322.24000000 EUR 76730000.00000000 EUR 783646.03000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3623658527.00000000 OU Notional Amount 888165.64000000 0.050644803689 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 143104882.62000000 HUF 0.00000000 HUF 3623658527.00000000 HUF 418046.96000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 561890000.00000000 OU Notional Amount -2673352.35000000 -0.15243936362 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-05-21 0.00000000 EUR -225643.83000000 EUR 561890000.00000000 EUR -2410954.43000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 561890000.00000000 OU Notional Amount 3173353.98000000 0.180950356687 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-05-21 582685.79000000 EUR 0.00000000 EUR 561890000.00000000 EUR 2495089.66000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7320110000.00000000 OU Notional Amount -26728.67000000 -0.00152411688 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-05-22 0.00000000 JPY -4940650.00000000 JPY 7320110000.00000000 JPY 2900.31000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 9250000000.00000000 OU Notional Amount 289301.79000000 0.016496508873 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2046-05-21 59614529.00000000 JPY 0.00000000 JPY 9250000000.00000000 JPY -80536.29000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 67400000.00000000 OU Notional Amount -2150922.31000000 -0.12264946225 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2039-01-31 0.00000000 GBP -956936.10000000 GBP 67400000.00000000 GBP -877266.54000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 130620000.00000000 OU Notional Amount USD 210572.50000000 0.012007223027 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-06-30 0.00000000 USD -35082.56000000 USD 130620000.00000000 USD 245655.06000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 226950000.00000000 OU Notional Amount USD 88056.60000000 0.005021145853 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-11-30 0.00000000 USD -112457.31000000 USD 226950000.00000000 USD 200513.91000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 163290000.00000000 OU Notional Amount USD -355661.95000000 -0.02028048466 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-04-30 0.00000000 USD -35495.90000000 USD 163290000.00000000 USD -320166.05000000 N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 93801888.00000000 OU Notional Amount USD -482652.00000000 -0.02752168592 N/A DE US N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 JPMBKTL7 JPMBKTL7 AAPL 3.85 08/04/46 -73.36000000 USD -5790.64000000 USD ABBV 4.25 11/21/49 -73.36000000 USD -5977.62000000 USD ABIBB 5.55 01/23/49 -73.36000000 USD -7192.76000000 USD ABT 4.9 11/30/46 -73.36000000 USD -6718.62000000 USD AMGN 3.375 02/21/50 -73.36000000 USD -5166.35000000 USD AMZN 4.05 08/22/47 -73.36000000 USD -5796.71000000 USD AVGO 3.75 02/15/51 -73.36000000 USD -5429.97000000 USD BAC 5.875 02/07/42 -73.36000000 USD -7597.49000000 USD BHP 5 09/30/43 -73.36000000 USD -6899.27000000 USD BLK 5.25 03/14/54 -73.36000000 USD -6893.23000000 USD BNSF 5.5 03/15/55 -73.36000000 USD -7102.64000000 USD BPLN 2.939 06/04/51 -73.36000000 USD -4630.66000000 USD BRK 4.25 01/15/49 -73.36000000 USD -6019.73000000 USD CAT 3.803 08/15/42 -73.36000000 USD -6085.50000000 USD CB 4.35 11/03/45 -73.36000000 USD -6277.13000000 USD CMCSA 3.75 04/01/40 -73.36000000 USD -5853.52000000 USD COP 6.5 02/01/39 -73.36000000 USD -8104.58000000 USD CP 3.1 12/02/51 -73.36000000 USD -4783.37000000 USD CRM 2.9 07/15/51 -73.36000000 USD -4269.07000000 USD CSCO 5.5 01/15/40 -73.36000000 USD -7457.43000000 USD DE 2.875 09/07/49 -73.36000000 USD -4829.31000000 USD DIS 3.6 01/13/51 -73.36000000 USD -5335.40000000 USD DOW 5.95 03/15/55 -73.36000000 USD -6790.70000000 USD DVN 5.6 07/15/41 -73.36000000 USD -7214.89000000 USD ELV 4.375 12/01/47 -73.36000000 USD -6013.18000000 USD ENBCN 6.7 11/15/53 -73.36000000 USD -8046.17000000 USD EPD 4.85 03/15/44 -73.36000000 USD -6684.49000000 USD ET 5.4 10/01/47 -73.36000000 USD -6632.05000000 USD F 4.75 01/15/43 -73.36000000 USD -5760.05000000 USD FISV 4.4 07/01/49 -73.36000000 USD -5821.26000000 USD GILD 4.75 03/01/46 -73.36000000 USD -6554.95000000 USD GOOGL 2.05 08/15/50 -73.36000000 USD -3906.98000000 USD HD 5.875 12/16/36 -73.36000000 USD -7792.76000000 USD IBM 4.25 05/15/49 -73.36000000 USD -5727.60000000 USD ICE 4.95 06/15/52 -73.36000000 USD -6608.02000000 USD INTC 3.25 11/15/49 -73.36000000 USD -4765.03000000 USD INTU 5.5 09/15/53 -73.36000000 USD -6575.45000000 USD JNJ 3.7 03/01/46 -73.36000000 USD -5842.45000000 USD KLAC 4.95 07/15/52 -73.36000000 USD -6635.71000000 USD KO 5.2 01/14/55 -73.36000000 USD -6972.25000000 USD KVUE 5.05 03/22/53 -73.36000000 USD -6674.47000000 USD LLY 5 02/09/54 -73.36000000 USD -6749.30000000 USD LLY 5.5 02/12/55 -73.36000000 USD -7260.28000000 USD LMT 4.09 09/15/52 -73.36000000 USD -5772.16000000 USD MA 3.85 03/26/50 -73.36000000 USD -5662.18000000 USD MCD 3.625 09/01/49 -73.36000000 USD -5331.01000000 USD MDT 4.625 03/15/45 -73.36000000 USD -6559.24000000 USD META 4.45 08/15/52 -73.36000000 USD -5647.51000000 USD MPC 6.5 03/01/41 -73.36000000 USD -7855.80000000 USD MRK 2.75 12/10/51 -73.36000000 USD -4487.66000000 USD MRSH 5.4 03/15/55 -73.36000000 USD -6926.87000000 USD MS 2.802 01/25/52 -73.36000000 USD -4556.06000000 USD MSFT 4 02/12/55 -73.36000000 USD -5648.95000000 USD MUFG 3.751 07/18/39 -73.36000000 USD -6216.54000000 USD NOVNVX 4.4 05/06/44 -73.36000000 USD -6448.05000000 USD NVDA 3.5 04/01/50 -73.36000000 USD -5359.15000000 USD OKE 6.625 09/01/53 -73.36000000 USD -7663.73000000 USD PEP 5.25 07/17/54 -73.36000000 USD -7054.23000000 USD PG 3.5 10/25/47 -73.36000000 USD -5636.96000000 USD PSX 4.875 11/15/44 -73.36000000 USD -6518.20000000 USD QCOM 4.8 05/20/45 -73.36000000 USD -6529.43000000 USD RABOBK 5.25 05/24/41 -73.36000000 USD -7213.01000000 USD RDSALN 4.125 05/11/35 -73.36000000 USD -6902.55000000 USD RIOLN 5.75 03/14/55 -73.36000000 USD -7390.85000000 USD RTX 5.375 02/27/53 -73.36000000 USD -7001.33000000 USD TMUS 3 02/15/41 -73.36000000 USD -5403.23000000 USD TTEFP 3.127 05/29/50 -73.36000000 USD -4868.48000000 USD TXN 4.15 05/15/48 -73.36000000 USD -6006.66000000 USD UNH 6.875 02/15/38 -73.36000000 USD -8353.52000000 USD UNP 3.25 02/05/50 -73.36000000 USD -5036.77000000 USD UPS 6.2 01/15/38 -73.36000000 USD -7947.17000000 USD V 4.3 12/14/45 -73.36000000 USD -6276.37000000 USD VLO 6.625 06/15/37 -73.36000000 USD -8048.22000000 USD VZ 2.875 11/20/50 -73.36000000 USD -4468.76000000 USD WM 5.35 10/15/54 -73.36000000 USD -7059.58000000 USD WMT 4.5 04/15/53 -73.36000000 USD -6352.88000000 USD XOM 3.452 04/15/51 -73.36000000 USD -5209.84000000 USD Y equity-performance leg 2026-08-28 0.00000000 USD 0.00000000 USD 93801888.00000000 USD -482652.00000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 62850000.00000000 OU Notional Amount 827156.81000000 0.047165970373 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-08-15 198518.75000000 EUR 0.00000000 EUR 62850000.00000000 EUR 596183.91000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 27046634.00000000 OU Notional Amount -720712.44000000 -0.04109632077 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-08-15 0.00000000 EUR -293728.83000000 EUR 27046634.00000000 EUR -379043.64000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 79970000.00000000 OU Notional Amount 59913.36000000 0.003416367644 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-09-04 2274255.03000000 MXN 0.00000000 MXN 79970000.00000000 MXN -70189.05000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 16658000000.00000000 OU Notional Amount 1336727.79000000 0.076222624995 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-09-16 229878754.00000000 JPY 0.00000000 JPY 16658000000.00000000 JPY -95137.13000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 375820000.00000000 OU Notional Amount 2817543.27000000 0.160661389464 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 2196204.98000000 NZD 0.00000000 NZD 375820000.00000000 NZD 1537523.37000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 61290000.00000000 OU Notional Amount 495567.07000000 0.028258126463 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 186382.09000000 AUD 0.00000000 AUD 61290000.00000000 AUD 365199.47000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10120000.00000000 OU Notional Amount -97994.65000000 -0.00558783135 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 26046.02000000 NZD 0.00000000 NZD 10120000.00000000 NZD -113204.24000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 52340000.00000000 OU Notional Amount -101169.88000000 -0.00576888868 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-04-16 378792.62000000 EUR 0.00000000 EUR 52340000.00000000 EUR -539792.87000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 18890000.00000000 OU Notional Amount -27389.73000000 -0.00156181171 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-06-14 46519.45000000 EUR 0.00000000 EUR 18890000.00000000 EUR -81256.95000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 24330000.00000000 OU Notional Amount -232444.35000000 -0.01325439528 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 CAD -522121.86000000 CAD 24330000.00000000 CAD 141608.65000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 22500000.00000000 OU Notional Amount USD -57159.00000000 -0.00325930907 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-11-30 0.00000000 USD -4979.21000000 USD 22500000.00000000 USD -52179.79000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 18150000.00000000 OU Notional Amount USD -1157.97000000 -0.00006602953 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-06-30 0.00000000 USD -690.71000000 USD 18150000.00000000 USD -467.26000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 129130000000.00000000 OU Notional Amount 18782242.22000000 1.070997263626 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 2959433972.00000000 JPY 0.00000000 JPY 129130000000.00000000 JPY 832765.99000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 47100000.00000000 OU Notional Amount 1115663.76000000 0.063617156039 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 326770.70000000 CHF 0.00000000 CHF 47100000.00000000 CHF 705559.94000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 17457000000.00000000 OU Notional Amount -7804732.18000000 -0.44503987916 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 JPY -1176370454.00000000 JPY 17457000000.00000000 JPY -470096.64000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 299090000.00000000 OU Notional Amount -605709.42000000 -0.03453864154 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 SEK -942935.97000000 SEK 299090000.00000000 SEK -505629.20000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 78880000.00000000 OU Notional Amount 148793.42000000 0.008484468669 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 830839.90000000 NOK 0.00000000 NOK 78880000.00000000 NOK 61384.44000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10940000.00000000 OU Notional Amount 423429.95000000 0.024144738017 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 412373.44000000 GBP 0.00000000 GBP 10940000.00000000 GBP -129583.71000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 72390000.00000000 OU Notional Amount 749386.29000000 0.042731355318 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 842445.77000000 EUR 0.00000000 EUR 72390000.00000000 EUR -225365.45000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3177000000.00000000 OU Notional Amount -2111707.03000000 -0.12041333639 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2046-09-16 0.00000000 JPY -286928521.00000000 JPY 3177000000.00000000 JPY -322820.09000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 390760000.00000000 OU Notional Amount -5214853.53000000 -0.29736033618 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 GBP -4400807.52000000 GBP 390760000.00000000 GBP 681049.95000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 45970000.00000000 OU Notional Amount 223195.83000000 0.012727028029 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 240556.21000000 EUR 0.00000000 EUR 45970000.00000000 EUR -55582.61000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 37950000.00000000 OU Notional Amount 270213.51000000 0.015408060785 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 240631.19000000 GBP 0.00000000 GBP 37950000.00000000 GBP -52436.64000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 71730000.00000000 OU Notional Amount -554816.96000000 -0.03163666185 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 AUD -716067.44000000 AUD 71730000.00000000 AUD -48521.44000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 51850000.00000000 OU Notional Amount USD 752654.60000000 0.042917720238 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 665169.20000000 USD 0.00000000 USD 51850000.00000000 USD 87485.40000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 11470000.00000000 OU Notional Amount -6076.90000000 -0.00034651577 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 CAD -10201.28000000 CAD 11470000.00000000 CAD 1213.12000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6780000.00000000 OU Notional Amount 64494.66000000 0.003677601618 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 63322.03000000 EUR 0.00000000 EUR 6780000.00000000 EUR -8867.07000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 157560000.00000000 OU Notional Amount -2024109.26000000 -0.11541835385 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 EUR -2318833.88000000 EUR 157560000.00000000 EUR 662375.43000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1540000.00000000 OU Notional Amount 10600.56000000 0.000604463014 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-09-16 11938.26000000 EUR 0.00000000 EUR 1540000.00000000 EUR -3230.51000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 490000.00000000 OU Notional Amount -9295.97000000 -0.00053007294 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2046-09-16 152.67000000 EUR 0.00000000 EUR 490000.00000000 EUR -9472.85000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 51750000.00000000 OU Notional Amount -911925.40000000 -0.05199962797 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR -951330.97000000 EUR 51750000.00000000 EUR 760092.43000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 158010000.00000000 OU Notional Amount 2784412.21000000 0.158772196779 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 3739955.57000000 EUR 0.00000000 EUR 158010000.00000000 EUR -1548512.81000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 124670000.00000000 OU Notional Amount -2486646.35000000 -0.14179305139 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 GBP -2148288.57000000 GBP 124670000.00000000 GBP 397109.56000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 224870000.00000000 OU Notional Amount -869935.40000000 -0.04960528258 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-06-19 0.00000000 EUR -71159.09000000 EUR 224870000.00000000 EUR -788141.56000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 224870000.00000000 OU Notional Amount 610044.18000000 0.034785817359 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-06-19 0.00000000 EUR -152691.16000000 EUR 224870000.00000000 EUR 785555.10000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 78290000.00000000 OU Notional Amount USD 1811607.11000000 0.103301098710 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 1960953.43000000 USD 0.00000000 USD 78290000.00000000 USD -149346.32000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 587420000.00000000 OU Notional Amount USD 11319935.85000000 0.645483120586 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 10711242.36000000 USD 0.00000000 USD 587420000.00000000 USD 608693.49000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 26200000.00000000 OU Notional Amount USD -606260.14000000 -0.03457004458 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 USD -545115.86000000 USD 26200000.00000000 USD -61144.28000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2158390000.00000000 OU Notional Amount 778136.50000000 0.044370744049 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 4788266.72000000 SEK 0.00000000 SEK 2158390000.00000000 SEK 284882.17000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1323610000.00000000 OU Notional Amount 368046.08000000 0.020986650046 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 1870936.04000000 NOK 0.00000000 NOK 1323610000.00000000 NOK 175670.60000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 417490000.00000000 OU Notional Amount 1202176.91000000 0.068550291595 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 2461800.12000000 CAD 0.00000000 CAD 417490000.00000000 CAD -537380.55000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 145600000.00000000 OU Notional Amount -41771.75000000 -0.00238190038 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 CZK -1034866.69000000 CZK 145600000.00000000 CZK 7200.01000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 34547800000.00000000 OU Notional Amount 543114.48000000 0.030969365377 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-09-16 1469684344.46000000 COP 0.00000000 COP 34547800000.00000000 COP 113319.38000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 280240000.00000000 OU Notional Amount -32178.63000000 -0.00183488341 N/A DIR MY N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-09-17 14306.10000000 MYR 0.00000000 MYR 280240000.00000000 MYR -35644.63000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 164180000.00000000 OU Notional Amount -731534.89000000 -0.04171343635 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 AUD -1037424.22000000 AUD 164180000.00000000 AUD -16490.08000000 N N N Nigeria Government International Bonds 549300GSBZD84TNEQ285 000000000 910000.00000000 PA USD 924787.50000000 0.052733048074 Long DBT NUSS NG N 2 2030-02-23 Fixed 7.14300000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 000000000 249939.00000000 PA 2067.60000000 0.000117898274 Long DBT CORP LU N 2 2027-06-30 Fixed 5.00000000 N N Y N N N ROMANIA 315700IASY927EDWBK92 000000000 1250000.00000000 PA 1401912.94000000 0.079939599596 Long DBT NUSS RO N 2 2030-05-26 Fixed 3.62400000 N N N N N N Romania Government International Bonds 315700IASY927EDWBK92 000000000 930000.00000000 PA USD 832470.90000000 0.047468989352 Long DBT NUSS RO N 2 2031-02-14 Fixed 3.00000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 530000.00000000 PA 598468.46000000 0.034125748966 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.87500000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 000000000 1663863.60000000 PA USD 1382470.99000000 0.078830984607 Long DBT CORP JE N 2 2040-09-30 Fixed 2.94000000 N N N N N N North Westerly CLO BV 6354007ZUE69EZFAZR52 000000000 1200000.00000000 PA 1335218.47000000 0.076136560851 Long ABS-CBDO CORP IE N 2 2034-05-15 Floating 5.23300000 N N N N N N Bridgepoint CLO 549300718PL321JS4E33 000000000 800000.00000000 PA 917757.26000000 0.052332171133 Long ABS-CBDO CORP IE N 2 2035-04-15 Floating 5.20400000 N N N N N N RRE Loan Management 549300D6UNTEPRSJ6X22 000000000 2200000.00000000 PA 2514056.61000000 0.143356033767 Long ABS-CBDO CORP IE N 2 2037-01-15 Floating 3.95400000 N N N N N N Hungary Government International Bonds 5299003F3UFKGCCMAP43 000000000 3440000.00000000 PA USD 3756308.00000000 0.214191444355 Long DBT NUSS HU N 2 2052-09-25 Fixed 6.75000000 N N N N N N Ivory Coast Government International Bonds 254900ICW11T82O6H590 000000000 1190000.00000000 PA USD 1271931.50000000 0.072527823891 Long DBT NUSS CI N 2 2033-01-30 Fixed 7.62500000 N N N N N N BENIN INTL GOV BOND 635400Q11P6AE5A5Y230 000000000 2240000.00000000 PA USD 2376248.00000000 0.135497938738 Long DBT NUSS BJ N 2 2038-02-13 Fixed 7.96000000 N N N N N N ARDONAGH FINCO LTD 254900D2T84O1K03BA28 000000000 905000.00000000 PA 1038737.16000000 0.059230662822 Long DBT CORP JE N 2 2031-02-15 Fixed 6.87500000 N N N N N N TURKIYE GARANTI BANKASI 5493002XSS7K7RHN1V37 000000000 2260000.00000000 PA USD 2309109.80000000 0.131669597710 Long DBT CORP TR N 2 2034-02-28 Fixed 8.37500000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 000000000 1200000.00000000 PA USD 1300740.00000000 0.074170536423 Long DBT CORP MA N 2 2054-05-02 Fixed 7.50000000 N N N N N N Ghana Government International Bonds 213800PP4399SNNXZ126 000000000 2570000.00000000 PA USD 2384266.10000000 0.135955145234 Long DBT NUSS GH N 2 2035-07-03 Variable 5.00000000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 000000000 2360000.00000000 PA USD 2542900.00000000 0.145000735789 Long DBT NUSS ZA N 2 2054-11-19 Fixed 7.95000000 N N N N N N Sri Lanka Government International Bonds 254900IG6Y30I2QE2R92 000000000 2590000.00000000 PA USD 2479925.00000000 0.141409787920 Long DBT NUSS LK N 2 2033-03-15 Variable 3.35000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 2070000.00000000 PA USD 2295371.25000000 0.130886200857 Long DBT NUSS EG N 2 2033-02-04 Fixed 9.45000000 N N N N N N Romania Government International Bonds 315700IASY927EDWBK92 000000000 1740000.00000000 PA USD 1884420.00000000 0.107453020778 Long DBT NUSS RO N 2 2037-02-10 Fixed 7.50000000 N N N N N N Cordatus CLO PLC 635400DVOSHFEKDFWJ26 000000000 1800000.00000000 PA 2049791.99000000 0.116882829354 Long ABS-CBDO CORP IE N 2 2038-04-20 Floating 3.93800000 N N N N N N OCP Euro CLO 635400AITKFDK9OZEW62 000000000 2000000.00000000 PA 2275997.29000000 0.129781462780 Long ABS-CBDO CORP IE N 2 2038-01-20 Floating 3.93800000 N N N N N N Cordatus CLO PLC 213800XV458LVR3TU384 000000000 1600000.00000000 PA 1828406.63000000 0.104259037584 Long ABS-CBDO CORP IE N 2 2038-05-26 Floating 3.84500000 N N N N N N Penta CLO 635400GBGDCFEEAL3O62 000000000 1350000.00000000 PA 1536389.18000000 0.087607676888 Long ABS-CBDO CORP IE N 2 2038-04-15 Floating 3.85400000 N N N N N N DNO ASA 5967007LIEEXZXH3K072 000000000 2270000.00000000 PA USD 2350289.90000000 0.134017761146 Long DBT CORP NO N 2 2030-03-27 Fixed 8.50000000 N N N N N N BEACH ACQUISITION BIDCO 254900F2FNX3GBTB6202 000000000 469000.00000000 PA 546136.08000000 0.031141662448 Long DBT CORP US N 2 2032-07-15 Fixed 5.25000000 N N N N N N BEACH ACQUISITION BIDCO 254900F2FNX3GBTB6202 000000000 1469000.00000000 PA 1710605.34000000 0.097541795959 Long DBT CORP US N 2 2032-07-15 Fixed 5.25000000 N N N N N N NATIONAL BANK OF UZBEKIS 253400TZJ7T1YULTGN68 000000000 2260000.00000000 PA USD 2339100.00000000 0.133379692903 Long DBT NUSS UZ N 2 2030-07-17 Fixed 7.20000000 N N N N N N BlackRock European CLO DAC 635400ZPCUGNUXRP2Y51 000000000 1500000.00000000 PA 1721259.33000000 0.098149305648 Long ABS-CBDO CORP IE N 2 2038-01-25 Floating 4.16500000 N N N N N N Harvest CLO 635400IUMEGLVCCJWL30 000000000 1900000.00000000 PA 2176273.80000000 0.124095049856 Long ABS-CBDO CORP IE N 2 2039-01-15 Floating 3.95600000 N N N N N N Arini European CLO 635400HLOZDFMPWGCW53 000000000 2100000.00000000 PA 2404654.61000000 0.137117734779 Long ABS-CBDO CORP IE N 2 2039-01-15 Floating 3.89500000 N N N N N N Arini European CLO 635400HLOZDFMPWGCW53 000000000 2300000.00000000 PA 2631488.11000000 0.150052189300 Long ABS-CBDO CORP IE N 2 2039-01-15 Floating 4.94500000 N N N N N N Providus CLO 635400LESY6ENC4A4E54 000000000 7900000.00000000 PA 9045142.86000000 0.515770329160 Long ABS-CBDO CORP IE N 2 2039-11-19 Floating 4.03200000 N N N N N N RRE Loan Management 549300YT0EWEDPE3LK61 000000000 5300000.00000000 PA 6074382.80000000 0.346372242505 Long ABS-CBDO CORP IE N 2 2041-01-15 Floating 3.95400000 N N N N N N YEOMAN CAPITAL SA 549300ORV6YW6ESSNQ21 000000000 1200.00000000 NS 7815.38000000 0.000445647037 Long EC CORP LU N 2 N N N Ardagh Holdings SA 549300ORV6YW6ESSNQ21 985923101 10317.00000000 NS 67192.76000000 0.003831452137 Long EC CORP LU N 2 N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 1340000.00000000 PA USD 1354606.00000000 0.077242072714 Long DBT NUSS EC N 2 2034-01-29 Fixed 8.75000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 920000.00000000 PA USD 942540.00000000 0.053745327583 Long DBT NUSS EC N 2 2039-01-29 Fixed 9.25000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 1810000.00000000 PA USD 1829729.00000000 0.104334441501 Long DBT NUSS EC N 2 2034-01-29 Fixed 8.75000000 N N N N N N REPUBLIC OF CONGO 529900BXT90HR4QTB688 000000000 980000.00000000 PA USD 958253.80000000 0.054641356747 Long DBT NUSS CG N 2 2035-02-17 Fixed 9.50000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 1480000.00000000 PA 1665682.13000000 0.094980193653 Long DBT NUSS ID N 2 2034-03-04 Fixed 4.10000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 000000000 1490000.00000000 PA 1704601.94000000 0.097199471284 Long DBT NUSS BR N 2 2030-04-23 Fixed 4.00000000 N N N N N N Henley Funding Ltd. 635400ATIFCV7PKUJR11 000000000 9500000.00000000 PA 10910166.51000000 0.622117335143 Long ABS-CBDO CORP IE N 2 2039-07-25 Floating 4.49300000 N N N N N N Henley Funding Ltd. 635400ATIFCV7PKUJR11 000000000 2200000.00000000 PA 2517465.21000000 0.143550398275 Long ABS-CBDO CORP IE N 2 2039-07-25 Floating 5.34300000 N N N N N N Arini European CLO 635400G9EKYTRADIQU21 000000000 7119000.00000000 PA 8171073.37000000 0.465929313319 Long ABS-CBDO CORP IE N 2 2040-07-15 Floating 0.00000000 N N N N N N Arini European CLO 635400G9EKYTRADIQU21 000000000 2000000.00000000 PA 2290936.78000000 0.130633339394 Long ABS-CBDO CORP IE N 2 2040-07-15 Floating 0.00000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 000000000 670000.00000000 PA 780378.13000000 0.044498565828 Long DBT NUSS MA N 2 2038-05-26 Fixed 5.12500000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 000000000 1320000.00000000 PA 1535711.85000000 0.087569054312 Long DBT NUSS MA N 2 2034-05-26 Fixed 4.75000000 N N N N N N REPUBLIC OF CONGO 529900BXT90HR4QTB688 000000000 1530000.00000000 PA USD 1477980.00000000 0.084277080295 Long DBT NUSS CG N 2 2036-05-26 Fixed 9.50000000 N N N N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 1273.00000000 NC 8444.13000000 0.000481499493 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Long Three Month SONIA Index Futures SFIZ6 Index 2027-03-16 305561371.54000000 GBP 8444.13000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -2286.00000000 NC USD -252685.58000000 -0.01440858666 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Three-Month SOFR Futures SFRZ6 Index 2027-03-16 -548130139.42000000 USD -252685.58000000 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 958.00000000 NC 1295420.51000000 0.073867209527 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Long Three Month SONIA Index Futures SFIM7 Index 2027-09-14 228823642.84000000 GBP 1295420.51000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 1893.00000000 NC 774411.94000000 0.044158362933 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 5 Year Euro BOBL Futures OEU6 Comdty 2026-09-08 217641926.99000000 EUR 774411.94000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 5062.00000000 NC USD 673928.63000000 0.038428623705 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYU6 Comdty 2026-09-21 554959665.12000000 USD 673928.63000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 240.00000000 NC 422689.75000000 0.024102530481 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 30 Year Euro BUXL Futures UBU6 Comdty 2026-09-08 26217263.20000000 EUR 422689.75000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -497.00000000 NC -521232.03000000 -0.02972158868 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXU6 Comdty 2026-09-08 -62752279.29000000 EUR -521232.03000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 1396.00000000 NC 374131.45000000 0.021333648799 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 2 Year Euro SCHATZ Futures DUU6 Comdty 2026-09-08 147585741.28000000 EUR 374131.45000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -572.00000000 NC USD 52624.00000000 0.003000715214 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUU6 Comdty 2026-09-30 -117942717.46000000 USD 52624.00000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 539.00000000 NC USD -523711.99000000 -0.02986300046 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long-Term U.S. Treasury Bond Futures WNU6 Comdty 2026-09-21 62828743.24000000 USD -523711.99000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -2340.00000000 NC USD -1481308.89000000 -0.08446689959 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYU6 Comdty 2026-09-21 -261293378.61000000 USD -1481308.89000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 613.00000000 NC USD 203462.21000000 0.011601781491 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USU6 Comdty 2026-09-21 69123006.54000000 USD 203462.21000000 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 1169.00000000 NC 730927.19000000 0.041678784206 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Long Long Gilt Futures G U6 Comdty 2026-09-28 103747139.84000000 GBP 730927.19000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 2791.00000000 NC USD -432064.88000000 -0.02463711727 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVU6 Comdty 2026-09-30 299025455.51000000 USD -432064.88000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -6400000.00000000 NC -2069.48000000 -0.00011800547 N/A DIR DE N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Call Written BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 6400000.00000000 OU Notional Amount N/A -2069.48000000 0.00000000 DIR DE N/A N/A 2046-11-13 0.00000000 N/A 0.00000000 N/A 6400000.00000000 EUR 1.00000000 2.08450000 EUR 2026-11-11 XXXX 324913.59000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 21760000.00000000 NC 6563.83000000 0.000374281402 N/A DIR DE N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Call Purchased BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 21760000.00000000 OU Notional Amount N/A 6563.83000000 0.00000000 DIR DE N/A N/A 2031-11-13 0.00000000 N/A 0.00000000 N/A 21760000.00000000 EUR 1.00000000 2.00000000 EUR 2026-11-11 XXXX -320503.14000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 16245000004.00000000 NC 772320.64000000 0.044039113242 N/A DIR JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Purchased Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 16245000004.00000000 OU Notional Amount N/A 772320.64000000 0.04000000 DIR JP N/A N/A 2030-01-26 0.00000000 N/A 0.00000000 N/A 16245000004.00000000 JPY 1.00000000 1.77125000 JPY 2028-01-24 XXXX 154571.81000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 16245000000.00000000 NC 289541.56000000 0.016510180990 N/A DIR JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Purchased Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 16245000000.00000000 OU Notional Amount N/A 289541.56000000 0.02000000 DIR JP N/A N/A 2030-01-26 0.00000000 N/A 0.00000000 N/A 16245000000.00000000 JPY 1.00000000 1.77125000 JPY 2028-01-24 XXXX -328207.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 78260000.00000000 NC 18342.87000000 0.001045943468 N/A DIR GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Call Purchased Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 78260000.00000000 OU Notional Amount N/A 18342.87000000 0.00000000 DIR GB N/A N/A 2026-06-30 0.00000000 N/A 0.00000000 N/A 78260000.00000000 GBP 1.00000000 4.00200000 GBP 2026-06-30 XXXX -106994.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -78260000.00000000 NC -10.39000000 -0.00000059245 N/A DIR GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Put Written Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 78260000.00000000 OU Notional Amount N/A -10.39000000 0.00000000 DIR GB N/A N/A 2026-06-30 0.00000000 N/A 0.00000000 N/A 78260000.00000000 GBP 1.00000000 4.90000000 GBP 2026-06-30 XXXX 125327.43000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 155000000.00000000 NC USD 354981.00000000 0.020241655665 N/A DIR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Call Purchased Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 155000000.00000000 OU Notional Amount N/A 354981.00000000 0.02000000 DIR US N/A N/A 2026-12-02 0.00000000 N/A 0.00000000 N/A 155000000.00000000 USD 1.00000000 3.50000000 USD 2026-12-02 XXXX -90644.00000000 N N N Barclays Capital, Inc. AC28XWWI3WIBK2824319 000000000 156000000.00000000 NC USD 437112.00000000 0.024924913139 N/A DIR US N 2 Barclays Capital, Inc. AC28XWWI3WIBK2824319 Call Purchased Barclays Capital, Inc. AC28XWWI3WIBK2824319 Barclays Capital, Inc. AC28XWWI3WIBK2824319 N/A 156000000.00000000 OU Notional Amount N/A 437112.00000000 0.02000000 DIR US N/A N/A 2027-01-04 0.00000000 N/A 0.00000000 N/A 156000000.00000000 USD 1.00000000 3.50000000 USD 2027-01-04 XXXX -65988.00000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -24160000.00000000 NC -698.41000000 -0.00003982459 N/A DIR DE N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Written BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 24160000.00000000 OU Notional Amount N/A -698.41000000 0.00000000 DIR DE N/A N/A 2026-07-06 0.00000000 N/A 0.00000000 N/A 24160000.00000000 EUR 1.00000000 3.09100000 EUR 2026-07-06 XXXX 161920.00000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -24160000.00000000 NC -429785.57000000 -0.02450714691 N/A DIR DE N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Call Written BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 24160000.00000000 OU Notional Amount N/A -429785.57000000 -0.02000000 DIR DE N/A N/A 2026-07-06 0.00000000 N/A 0.00000000 N/A 24160000.00000000 EUR 1.00000000 3.09100000 EUR 2026-07-06 XXXX -267167.16000000 N N N Barclays Capital, Inc. AC28XWWI3WIBK2824319 000000000 -27390000.00000000 NC USD -16896.89000000 -0.00096349108 N/A DIR US N 2 Barclays Capital, Inc. AC28XWWI3WIBK2824319 Put Written Barclays Capital, Inc. AC28XWWI3WIBK2824319 Barclays Capital, Inc. AC28XWWI3WIBK2824319 N/A 27390000.00000000 OU Notional Amount N/A -16896.89000000 0.00000000 DIR US N/A N/A 2026-07-08 0.00000000 N/A 0.00000000 N/A 27390000.00000000 USD 1.00000000 4.13700000 USD 2026-07-08 XXXX 161138.11000000 N N N Barclays Capital, Inc. AC28XWWI3WIBK2824319 000000000 -27390000.00000000 NC USD -274655.96000000 -0.01566137728 N/A DIR US N 2 Barclays Capital, Inc. AC28XWWI3WIBK2824319 Call Written Barclays Capital, Inc. AC28XWWI3WIBK2824319 Barclays Capital, Inc. AC28XWWI3WIBK2824319 N/A 27390000.00000000 OU Notional Amount N/A -274655.96000000 -0.02000000 DIR US N/A N/A 2026-07-08 0.00000000 N/A 0.00000000 N/A 27390000.00000000 USD 1.00000000 4.13700000 USD 2026-07-08 XXXX -96620.96000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -24490000.00000000 NC -6589.83000000 -0.00037576396 N/A DIR DE N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 24490000.00000000 OU Notional Amount N/A -6589.83000000 0.00000000 DIR DE N/A N/A 2026-07-13 0.00000000 N/A 0.00000000 N/A 24490000.00000000 EUR 1.00000000 3.10000000 EUR 2026-07-13 XXXX 157178.78000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -24490000.00000000 NC -459390.55000000 -0.02619527616 N/A DIR DE N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Written JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 24490000.00000000 OU Notional Amount N/A -459390.55000000 -0.03000000 DIR DE N/A N/A 2026-07-13 0.00000000 N/A 0.00000000 N/A 24490000.00000000 EUR 1.00000000 3.10000000 EUR 2026-07-13 XXXX -295621.94000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -28060000.00000000 NC USD -123893.32000000 -0.00706462014 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Written Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 N/A 28060000.00000000 OU Notional Amount N/A -123893.32000000 -0.01000000 DIR US N/A N/A 2026-07-20 0.00000000 N/A 0.00000000 N/A 28060000.00000000 USD 1.00000000 4.03600000 USD 2026-07-20 XXXX 39696.48000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -28060000.00000000 NC USD -149817.95000000 -0.00854288921 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Written Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 N/A 28060000.00000000 OU Notional Amount N/A -149817.95000000 -0.01000000 DIR US N/A N/A 2026-07-20 0.00000000 N/A 0.00000000 N/A 28060000.00000000 USD 1.00000000 4.03600000 USD 2026-07-20 XXXX 13771.85000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -24810000.00000000 NC -213581.61000000 -0.01217880789 N/A DIR DE N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Call Written BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 24810000.00000000 OU Notional Amount N/A -213581.61000000 -0.01000000 DIR DE N/A N/A 2026-07-20 0.00000000 N/A 0.00000000 N/A 24810000.00000000 EUR 1.00000000 2.98100000 EUR 2026-07-20 XXXX -72860.41000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -24810000.00000000 NC -52279.20000000 -0.00298105409 N/A DIR DE N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Written BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 24810000.00000000 OU Notional Amount N/A -52279.20000000 0.00000000 DIR DE N/A N/A 2026-07-20 0.00000000 N/A 0.00000000 N/A 24810000.00000000 EUR 1.00000000 2.98100000 EUR 2026-07-20 XXXX 88442.00000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 92511800000.00000000 NC 915189.46000000 0.052185750555 N/A DIR JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 92511800000.00000000 OU Notional Amount N/A 915189.46000000 0.05000000 DIR JP N/A N/A 2027-06-23 0.00000000 N/A 0.00000000 N/A 92511800000.00000000 JPY 1.00000000 1.69000000 JPY 2027-06-23 XXXX -136764.04000000 N N N Barclays Capital, Inc. AC28XWWI3WIBK2824319 000000000 -28520000.00000000 NC USD -103173.95000000 -0.00588316436 N/A DIR US N 2 Barclays Capital, Inc. AC28XWWI3WIBK2824319 Call Written Barclays Capital, Inc. AC28XWWI3WIBK2824319 Barclays Capital, Inc. AC28XWWI3WIBK2824319 N/A 28520000.00000000 OU Notional Amount N/A -103173.95000000 -0.01000000 DIR US N/A N/A 2026-07-27 0.00000000 N/A 0.00000000 N/A 28520000.00000000 USD 1.00000000 3.96800000 USD 2026-07-27 XXXX 64381.05000000 N N N Barclays Capital, Inc. AC28XWWI3WIBK2824319 000000000 -28520000.00000000 NC USD -238729.51000000 -0.01361278642 N/A DIR US N 2 Barclays Capital, Inc. AC28XWWI3WIBK2824319 Put Written Barclays Capital, Inc. AC28XWWI3WIBK2824319 Barclays Capital, Inc. AC28XWWI3WIBK2824319 N/A 28520000.00000000 OU Notional Amount N/A -238729.51000000 -0.01000000 DIR US N/A N/A 2026-07-27 0.00000000 N/A 0.00000000 N/A 28520000.00000000 USD 1.00000000 3.96800000 USD 2026-07-27 XXXX -71174.51000000 N N N Barclays Capital, Inc. AC28XWWI3WIBK2824319 000000000 -25650000.00000000 NC -139363.91000000 -0.00794678103 N/A DIR DE N 2 Barclays Capital, Inc. AC28XWWI3WIBK2824319 Put Written Barclays Capital, Inc. AC28XWWI3WIBK2824319 Barclays Capital, Inc. AC28XWWI3WIBK2824319 N/A 25650000.00000000 OU Notional Amount N/A -139363.91000000 -0.01000000 DIR DE N/A N/A 2026-07-29 0.00000000 N/A 0.00000000 N/A 25650000.00000000 EUR 1.00000000 2.91600000 EUR 2026-07-29 XXXX 1740.19000000 N N N Barclays Capital, Inc. AC28XWWI3WIBK2824319 000000000 -25650000.00000000 NC -137710.96000000 -0.00785252684 N/A DIR DE N 2 Barclays Capital, Inc. AC28XWWI3WIBK2824319 Call Written Barclays Capital, Inc. AC28XWWI3WIBK2824319 Barclays Capital, Inc. AC28XWWI3WIBK2824319 N/A 25650000.00000000 OU Notional Amount N/A -137710.96000000 -0.01000000 DIR DE N/A N/A 2026-07-29 0.00000000 N/A 0.00000000 N/A 25650000.00000000 EUR 1.00000000 2.91600000 EUR 2026-07-29 XXXX 3393.14000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 -28380000.00000000 NC USD -258099.07000000 -0.01471727360 N/A DIR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Written Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 28380000.00000000 OU Notional Amount N/A -258099.07000000 -0.01000000 DIR US N/A N/A 2026-08-03 0.00000000 N/A 0.00000000 N/A 28380000.00000000 USD 1.00000000 3.97000000 USD 2026-08-03 XXXX -73203.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 -28380000.00000000 NC USD -125008.22000000 -0.00712819374 N/A DIR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Written Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 28380000.00000000 OU Notional Amount N/A -125008.22000000 -0.01000000 DIR US N/A N/A 2026-08-03 0.00000000 N/A 0.00000000 N/A 28380000.00000000 USD 1.00000000 3.97000000 USD 2026-08-03 XXXX 59887.48000000 N N N First Brands Group LLC 2549005IXRZR7KSBJD91 31935HAN7 42296.70000000 PA USD 13.96000000 0.000000796024 Long LON CORP US N 2 2027-06-29 Floating 10.64500000 N N Y N N N TK Elevator Midco GmbH 549300C2AFWPAYWS5574 000000000 2349586.26000000 PA USD 2358444.20000000 0.134482734011 Long LON CORP US N 2 2030-04-30 Floating 6.37700000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 224000.00000000 PA USD 225709.12000000 0.012870340349 Long DBT CORP FR N 2 2028-04-06 Fixed 6.75000000 N N N N N N DIG INTL FIN/DIFL US LLC N/A 000000000 1510000.00000000 PA USD 1556243.75000000 0.088739820212 Long DBT CORP XX N 2 2032-08-01 Fixed 8.62500000 N N N N N N KINGSTON AIRPORT REV FIN 254900SK2YRR95AVHU30 000000000 1538409.39000000 PA USD 1546886.03000000 0.088206226171 Long DBT CORP KY N 2 2036-12-15 Fixed 6.75000000 N N N N N N Camelot US Acquisition LLC 549300U6VBJHQP2SFL81 000000000 1831968.37000000 PA USD 1682351.51000000 0.095930711709 Long LON CORP US N 2 2031-01-31 Floating 6.39400000 N N N N N N Travelport Finance (Luxembourg) Sarl 2221005SGFWYZHL40F77 000000000 12736.20000000 PA USD 9418.42000000 0.000537055263 Long LON CORP LU N 2 2028-09-29 Floating 10.95300000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 44629000.00000000 OU Notional Amount USD 44.63000000 0.000002544882 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 Put Purchased HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 N/A 1.00000000 NC USD 44.63000000 0.00000000 DFE US 64689735500.00000000 KRW 44629000.00000000 USD 2026-07-03 1.00000000 1449.50000000 USD 2026-07-03 XXXX -390905.41000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -44629000.00000000 OU Notional Amount USD -44.63000000 -0.00000254488 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Written BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD -44.63000000 0.00000000 DFE KR -44629000.00000000 USD -64689735500.00000000 KRW 2026-07-03 1.00000000 1449.50000000 USD 2026-07-03 XXXX 123443.81000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 44767000.00000000 OU Notional Amount USD 134.30000000 0.000007658027 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Purchased BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD 134.30000000 0.00000000 DFE US 66702830000.00000000 KRW 44767000.00000000 USD 2026-07-03 1.00000000 1490.00000000 USD 2026-07-03 XXXX -449550.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 77282000.00000000 OU Notional Amount 1352439.63000000 0.077118542396 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Purchased Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD 1352439.63000000 0.08000000 DFE XX 89647120.00000000 USD 77282000.00000000 EUR 2026-07-24 1.00000000 1.16000000 EUR 2026-07-24 XXXX 778109.78000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 89972000.00000000 OU Notional Amount USD 34729.19000000 0.001980320934 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Purchased BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD 34729.19000000 0.00000000 DFE US 14067122200.00000000 JPY 89972000.00000000 USD 2026-07-07 1.00000000 156.35000000 USD 2026-07-07 XXXX -341803.63000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -44986000.00000000 OU Notional Amount USD -41477.09000000 -0.00236509833 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Written BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD -41477.09000000 0.00000000 DFE JP -44986000.00000000 USD -7159521900.00000000 JPY 2026-07-07 1.00000000 159.15000000 USD 2026-07-07 XXXX 429751.26000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 67092000.00000000 OU Notional Amount 685166.19000000 0.039069409606 N/A DFE LU N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 685166.19000000 0.04000000 DFE GB 89567820.00000000 USD 67092000.00000000 GBP 2026-07-08 1.00000000 1.33500000 GBP 2026-07-08 XXXX 134988.04000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 -22383500.00000000 OU Notional Amount USD -67.15000000 -0.00000382901 N/A DFE LU N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 Put Written Standard Chartered Bank RILFO74KP1CM8P6PCT96 Standard Chartered Bank RILFO74KP1CM8P6PCT96 N/A 1.00000000 NC USD -67.15000000 0.00000000 DFE KR -22383500.00000000 USD -33351415000.00000000 KRW 2026-07-03 1.00000000 1490.00000000 USD 2026-07-03 XXXX 176449.13000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 -19334000.00000000 OU Notional Amount -471245.78000000 -0.02687128272 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Put Written Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 1.00000000 NC USD -471245.78000000 -0.03000000 DFE US -19334000.00000000 EUR -22562778.00000000 USD 2026-06-30 1.00000000 1.16700000 EUR 2026-06-30 XXXX -338205.14000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 -19334000.00000000 OU Notional Amount 0.00000000 0.000000 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Call Written Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 1.00000000 NC USD 0.00000000 0.00000000 DFE US -19334000.00000000 EUR -22562778.00000000 USD 2026-06-30 1.00000000 1.16700000 EUR 2026-06-30 XXXX 133040.64000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 76073000.00000000 OU Notional Amount 2127663.20000000 0.121323185934 N/A DFE LU N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 2127663.20000000 0.12000000 DFE NZ 45339508.00000000 USD 76073000.00000000 NZD 2026-07-01 1.00000000 0.59600000 NZD 2026-07-01 XXXX 1812777.89000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 228218000.00000000 OU Notional Amount 6335003.53000000 0.361233305705 N/A DFE LU N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Purchased BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD 6335003.53000000 0.36000000 DFE NZ 136017928.00000000 USD 228218000.00000000 NZD 2026-07-08 1.00000000 0.59600000 NZD 2026-07-08 XXXX 5298510.62000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -89972000.00000000 OU Notional Amount USD -34729.19000000 -0.00198032093 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Written Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD -34729.19000000 0.00000000 DFE JP -89972000.00000000 USD -14067122200.00000000 JPY 2026-07-07 1.00000000 156.35000000 USD 2026-07-07 XXXX 214673.19000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -76073000.00000000 OU Notional Amount -2127663.20000000 -0.12132318593 N/A DFE LU N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Written BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD -2127663.20000000 -0.12000000 DFE US -76073000.00000000 NZD -45339508.00000000 USD 2026-07-01 1.00000000 0.59600000 NZD 2026-07-01 XXXX -1642583.12000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 44986000.00000000 OU Notional Amount USD 41477.09000000 0.002365098339 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 41477.09000000 0.00000000 DFE US 7159521900.00000000 JPY 44986000.00000000 USD 2026-07-07 1.00000000 159.15000000 USD 2026-07-07 XXXX -290654.55000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 76463000.00000000 OU Notional Amount 1584744.29000000 0.090364972310 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Purchased BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD 1584744.29000000 0.09000000 DFE NZ 45036707.00000000 USD 76463000.00000000 NZD 2026-07-31 1.00000000 0.58900000 NZD 2026-07-31 XXXX 1172742.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -228218000.00000000 OU Notional Amount -6335003.53000000 -0.36123330570 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Written Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD -6335003.53000000 -0.36000000 DFE US -228218000.00000000 NZD -136017928.00000000 USD 2026-07-08 1.00000000 0.59600000 NZD 2026-07-08 XXXX -4319091.02000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -22383500.00000000 OU Notional Amount USD -67.15000000 -0.00000382901 N/A DFE LU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC USD -67.15000000 0.00000000 DFE KR -22383500.00000000 USD -33351415000.00000000 KRW 2026-07-03 1.00000000 1490.00000000 USD 2026-07-03 XXXX 53429.41000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -31566000.00000000 OU Notional Amount -6097.46000000 -0.00034768814 N/A DFE LU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC USD -6097.46000000 0.00000000 DFE NZ -31566000.00000000 AUD -38226426.00000000 NZD 2026-07-07 1.00000000 1.21100000 AUD 2026-07-07 XXXX 124550.45000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -31566000.00000000 OU Notional Amount -139411.27000000 -0.00794948158 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Written JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC USD -139411.27000000 -0.01000000 DFE NZ -31566000.00000000 AUD -38226426.00000000 NZD 2026-07-07 1.00000000 1.21100000 AUD 2026-07-07 XXXX -8763.36000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 77864000.00000000 OU Notional Amount 645636.41000000 0.036815350388 N/A DFE LU N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Purchased BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD 645636.41000000 0.04000000 DFE XX 89543600.00000000 USD 77864000.00000000 EUR 2026-07-08 1.00000000 1.15000000 EUR 2026-07-08 XXXX 292411.17000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 77864000.00000000 OU Notional Amount 1150526.40000000 0.065605086533 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Purchased BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD 1150526.40000000 0.07000000 DFE XX 90127580.00000000 USD 77864000.00000000 EUR 2026-07-07 1.00000000 1.15750000 EUR 2026-07-07 XXXX 762211.96000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 77000000.00000000 OU Notional Amount 781056.36000000 0.044537239723 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 Put Purchased HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 N/A 1.00000000 NC USD 781056.36000000 0.04000000 DFE NZ 44390500.00000000 USD 77000000.00000000 NZD 2026-07-31 1.00000000 0.57650000 NZD 2026-07-31 XXXX 426000.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 230999000.00000000 OU Notional Amount 2216030.11000000 0.126362026222 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Purchased Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD 2216030.11000000 0.13000000 DFE NZ 133286423.00000000 USD 230999000.00000000 NZD 2026-07-15 1.00000000 0.57700000 NZD 2026-07-15 XXXX 1300030.00000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 -76463000.00000000 OU Notional Amount -1584744.29000000 -0.09036497231 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 Put Written HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 N/A 1.00000000 NC USD -1584744.29000000 -0.09000000 DFE US -76463000.00000000 NZD -45036707.00000000 USD 2026-07-31 1.00000000 0.58900000 NZD 2026-07-31 XXXX -790054.82000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 77655000.00000000 OU Notional Amount 680880.12000000 0.038825010179 N/A DFE LU N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 680880.12000000 0.04000000 DFE NZ 44612797.50000000 USD 77655000.00000000 NZD 2026-07-31 1.00000000 0.57450000 NZD 2026-07-31 XXXX 313351.25000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -77864000.00000000 OU Notional Amount -1150526.40000000 -0.06560508653 N/A DFE LU N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Written Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD -1150526.40000000 -0.07000000 DFE US -77864000.00000000 EUR -90127580.00000000 USD 2026-07-07 1.00000000 1.15750000 EUR 2026-07-07 XXXX -354727.75000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -77282000.00000000 OU Notional Amount -1352439.63000000 -0.07711854239 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Written Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD -1352439.63000000 -0.08000000 DFE US -77282000.00000000 EUR -89647120.00000000 USD 2026-07-24 1.00000000 1.16000000 EUR 2026-07-24 XXXX -367154.06000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 78273000.00000000 OU Notional Amount 551543.93000000 0.031450027791 N/A DFE LU N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 551543.93000000 0.03000000 DFE XX 89622585.00000000 USD 78273000.00000000 EUR 2026-07-24 1.00000000 1.14500000 EUR 2026-07-24 XXXX 92298.53000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 64093000.00000000 OU Notional Amount 494468.33000000 0.028195474330 N/A DFE LU N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 494468.33000000 0.03000000 DFE AU 44544635.00000000 USD 64093000.00000000 AUD 2026-07-30 1.00000000 0.69500000 AUD 2026-07-30 XXXX 182841.86000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 -32046000.00000000 OU Notional Amount -820.92000000 -0.00004681033 N/A DFE LU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 UBS AG BFM8T61CT2L1QCEMIK50 N/A 1.00000000 NC USD -820.92000000 0.00000000 DFE NZ -32046000.00000000 AUD -38631453.00000000 NZD 2026-07-07 1.00000000 1.20550000 AUD 2026-07-07 XXXX 116509.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 -32046000.00000000 OU Notional Amount -236203.35000000 -0.01346874023 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 UBS AG BFM8T61CT2L1QCEMIK50 N/A 1.00000000 NC USD -236203.35000000 -0.01000000 DFE NZ -32046000.00000000 AUD -38631453.00000000 NZD 2026-07-07 1.00000000 1.20550000 AUD 2026-07-07 XXXX -118872.44000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 90722000.00000000 OU Notional Amount USD 139167.55000000 0.007935584233 N/A DFE LU N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 139167.55000000 0.01000000 DFE US 14288715000.00000000 JPY 90722000.00000000 USD 2026-07-22 1.00000000 157.50000000 USD 2026-07-22 XXXX -281510.36000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -45361000.00000000 OU Notional Amount USD -149464.50000000 -0.00852273485 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Written Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD -149464.50000000 -0.01000000 DFE JP -45361000.00000000 USD -7253223900.00000000 JPY 2026-07-22 1.00000000 159.90000000 USD 2026-07-22 XXXX 284232.02000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 -77864000.00000000 OU Notional Amount -645636.41000000 -0.03681535038 N/A DFE LU N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Put Written Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 1.00000000 NC USD -645636.41000000 -0.04000000 DFE US -77864000.00000000 EUR -89543600.00000000 USD 2026-07-08 1.00000000 1.15000000 EUR 2026-07-08 XXXX -275475.53000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 128858000.00000000 OU Notional Amount 742624.39000000 0.042345779608 N/A DFE LU N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Purchased BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD 742624.39000000 0.04000000 DFE AU 89298594.00000000 USD 128858000.00000000 AUD 2026-07-23 1.00000000 0.69300000 AUD 2026-07-23 XXXX 105582.07000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 -19635000.00000000 OU Notional Amount -29232.74000000 -0.00166690346 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 Put Written HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 N/A 1.00000000 NC USD -29232.74000000 0.00000000 DFE SE -19635000.00000000 EUR -215788650.00000000 SEK 2026-07-13 1.00000000 10.99000000 EUR 2026-07-13 XXXX 116482.13000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 -19635000.00000000 OU Notional Amount -203888.82000000 -0.01162610756 N/A DFE LU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 Call Written HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 N/A 1.00000000 NC USD -203888.82000000 -0.01000000 DFE SE -19635000.00000000 EUR -215788650.00000000 SEK 2026-07-13 1.00000000 10.99000000 EUR 2026-07-13 XXXX -58173.95000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 -67092000.00000000 OU Notional Amount -685166.19000000 -0.03906940960 N/A DFE LU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 Put Written HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 N/A 1.00000000 NC USD -685166.19000000 -0.04000000 DFE US -67092000.00000000 GBP -89567820.00000000 USD 2026-07-08 1.00000000 1.33500000 GBP 2026-07-08 XXXX -265669.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -78273000.00000000 OU Notional Amount -551543.93000000 -0.03145002779 N/A DFE LU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Written Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD -551543.93000000 -0.03000000 DFE US -78273000.00000000 EUR -89622585.00000000 USD 2026-07-24 1.00000000 1.14500000 EUR 2026-07-24 XXXX -368454.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 78934000.00000000 OU Notional Amount 1185727.67000000 0.067612326318 N/A DFE LU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Purchased Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD 1185727.67000000 0.07000000 DFE XX 91326638.00000000 USD 78934000.00000000 EUR 2026-07-24 1.00000000 1.15700000 EUR 2026-07-24 XXXX 755094.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -19734000.00000000 OU Notional Amount -32130.99000000 -0.00183216689 N/A DFE LU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Call Written Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD -32130.99000000 0.00000000 DFE CA -19734000.00000000 EUR -32028282.00000000 CAD 2026-07-06 1.00000000 1.62300000 EUR 2026-07-06 XXXX 53627.45000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 -128858000.00000000 OU Notional Amount -742624.39000000 -0.04234577960 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 Put Written HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 N/A 1.00000000 NC USD -742624.39000000 -0.04000000 DFE US -128858000.00000000 AUD -89298594.00000000 USD 2026-07-23 1.00000000 0.69300000 AUD 2026-07-23 XXXX -402240.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 -32391000.00000000 OU Notional Amount -206901.46000000 -0.01179789371 N/A DFE LU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Written Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD -206901.46000000 -0.01000000 DFE NZ -32391000.00000000 AUD -39128328.00000000 NZD 2026-07-15 1.00000000 1.20800000 AUD 2026-07-15 XXXX -80310.33000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 129565000.00000000 OU Notional Amount 1596288.71000000 0.091023255921 N/A DFE LU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 Put Purchased HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 N/A 1.00000000 NC USD 1596288.71000000 0.09000000 DFE AU 91084195.00000000 USD 129565000.00000000 AUD 2026-07-23 1.00000000 0.70300000 AUD 2026-07-23 XXXX 887785.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -19734000.00000000 OU Notional Amount -66674.63000000 -0.00380190743 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Written Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD -66674.63000000 0.00000000 DFE CA -19734000.00000000 EUR -32028282.00000000 CAD 2026-07-06 1.00000000 1.62300000 EUR 2026-07-06 XXXX 19083.81000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 -32391000.00000000 OU Notional Amount -22067.09000000 -0.00125830519 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Written Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD -22067.09000000 0.00000000 DFE NZ -32391000.00000000 AUD -39128328.00000000 NZD 2026-07-15 1.00000000 1.20800000 AUD 2026-07-15 XXXX 104524.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 91541000.00000000 OU Notional Amount USD 1327252.96000000 0.075682353131 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Purchased Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD 1327252.96000000 0.08000000 DFE US 274623000.00000000 ILS 91541000.00000000 USD 2026-09-16 1.00000000 3.00000000 USD 2026-09-16 XXXX 410927.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 -45771000.00000000 OU Notional Amount USD -1407275.17000000 -0.08024536360 N/A DFE LU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Written Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD -1407275.17000000 -0.08000000 DFE IL -45771000.00000000 USD -132964755.00000000 ILS 2026-09-16 1.00000000 2.90500000 USD 2026-09-16 XXXX -455924.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -22963000.00000000 OU Notional Amount USD -127674.28000000 -0.00728021728 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Call Written Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 1.00000000 NC USD -127674.28000000 -0.01000000 DFE SG -22963000.00000000 USD -29564862.50000000 SGD 2026-07-20 1.00000000 1.28750000 USD 2026-07-20 XXXX -34674.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -22963000.00000000 OU Notional Amount USD -49508.23000000 -0.00282304840 N/A DFE LU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Put Written Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 1.00000000 NC USD -49508.23000000 0.00000000 DFE SG -22963000.00000000 USD -29564862.50000000 SGD 2026-07-20 1.00000000 1.28750000 USD 2026-07-20 XXXX 43491.92000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -91854000.00000000 OU Notional Amount USD -679903.31000000 -0.03876931071 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Written Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD -679903.31000000 -0.04000000 DFE JP -91854000.00000000 USD -14696640000.00000000 JPY 2026-08-20 1.00000000 160.00000000 USD 2026-08-20 XXXX 399197.48000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 183707000.00000000 OU Notional Amount USD 677144.00000000 0.038611969890 N/A DFE LU N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 677144.00000000 0.04000000 DFE US 28878740400.00000000 JPY 183707000.00000000 USD 2026-08-20 1.00000000 157.20000000 USD 2026-08-20 XXXX -380273.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -19814000.00000000 OU Notional Amount -46546.75000000 -0.00265417947 N/A DFE LU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Put Written Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 1.00000000 NC USD -46546.75000000 0.00000000 DFE CA -19814000.00000000 EUR -31950075.00000000 CAD 2026-07-17 1.00000000 1.61250000 EUR 2026-07-17 XXXX 81791.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -19814000.00000000 OU Notional Amount -157638.66000000 -0.00898884017 N/A DFE LU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Call Written Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 1.00000000 NC USD -157638.66000000 -0.01000000 DFE CA -19814000.00000000 EUR -31950075.00000000 CAD 2026-07-17 1.00000000 1.61250000 EUR 2026-07-17 XXXX -29300.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 -230999000.00000000 OU Notional Amount -2216030.11000000 -0.12636202622 N/A DFE LU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 UBS AG BFM8T61CT2L1QCEMIK50 N/A 1.00000000 NC USD -2216030.11000000 -0.13000000 DFE US -230999000.00000000 NZD -133286423.00000000 USD 2026-07-15 1.00000000 0.57700000 NZD 2026-07-15 XXXX -1323947.56000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -78934000.00000000 OU Notional Amount -1185727.67000000 -0.06761232631 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Written BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD -1185727.67000000 -0.07000000 DFE US -78934000.00000000 EUR -91326638.00000000 USD 2026-07-24 1.00000000 1.15700000 EUR 2026-07-24 XXXX -300708.86000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 79256000.00000000 OU Notional Amount 481768.01000000 0.027471279220 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Purchased BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD 481768.01000000 0.03000000 DFE XX 90589608.00000000 USD 79256000.00000000 EUR 2026-07-24 1.00000000 1.14300000 EUR 2026-07-24 XXXX 95239.32000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -19986000.00000000 OU Notional Amount -266473.30000000 -0.01519478727 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Call Written BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD -266473.30000000 -0.02000000 DFE SE -19986000.00000000 EUR -219146490.00000000 SEK 2026-07-21 1.00000000 10.96500000 EUR 2026-07-21 XXXX -124385.23000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -19986000.00000000 OU Notional Amount -39734.64000000 -0.00226574070 N/A DFE LU N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Written BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD -39734.64000000 0.00000000 DFE SE -19986000.00000000 EUR -219146490.00000000 SEK 2026-07-21 1.00000000 10.96500000 EUR 2026-07-21 XXXX 102353.43000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 -22955000.00000000 OU Notional Amount USD -36865.73000000 -0.00210215029 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Put Written Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC USD -36865.73000000 0.00000000 DFE CA -22955000.00000000 USD -32435415.00000000 CAD 2026-07-09 1.00000000 1.41300000 USD 2026-07-09 XXXX 52429.22000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 -22955000.00000000 OU Notional Amount USD -114224.08000000 -0.00651326267 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Call Written Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC USD -114224.08000000 -0.01000000 DFE CA -22955000.00000000 USD -32435415.00000000 CAD 2026-07-09 1.00000000 1.41300000 USD 2026-07-09 XXXX -24929.13000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 -32626000.00000000 OU Notional Amount -72170.62000000 -0.00411529867 N/A DFE LU N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 Call Written Standard Chartered Bank RILFO74KP1CM8P6PCT96 Standard Chartered Bank RILFO74KP1CM8P6PCT96 N/A 1.00000000 NC USD -72170.62000000 0.00000000 DFE NZ -32626000.00000000 AUD -39803720.00000000 NZD 2026-07-17 1.00000000 1.22000000 AUD 2026-07-17 XXXX 47363.51000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 -32626000.00000000 OU Notional Amount -112784.95000000 -0.00643120088 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 Put Written Standard Chartered Bank RILFO74KP1CM8P6PCT96 Standard Chartered Bank RILFO74KP1CM8P6PCT96 N/A 1.00000000 NC USD -112784.95000000 -0.01000000 DFE NZ -32626000.00000000 AUD -39803720.00000000 NZD 2026-07-17 1.00000000 1.22000000 AUD 2026-07-17 XXXX 6749.18000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 80042000.00000000 OU Notional Amount 564374.86000000 0.032181670518 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 564374.86000000 0.03000000 DFE XX 91247880.00000000 USD 80042000.00000000 EUR 2026-08-20 1.00000000 1.14000000 EUR 2026-08-20 XXXX -11564.24000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 240539000.00000000 OU Notional Amount 1000288.84000000 0.057038270400 N/A DFE LU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 UBS AG BFM8T61CT2L1QCEMIK50 N/A 1.00000000 NC USD 1000288.84000000 0.06000000 DFE NZ 135182918.00000000 USD 240539000.00000000 NZD 2026-08-20 1.00000000 0.56200000 NZD 2026-08-20 XXXX -130385.96000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -129565000.00000000 OU Notional Amount -1596288.71000000 -0.09102325592 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Written BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD -1596288.71000000 -0.09000000 DFE US -129565000.00000000 AUD -91084195.00000000 USD 2026-07-23 1.00000000 0.70300000 AUD 2026-07-23 XXXX -77030.15000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -77000000.00000000 OU Notional Amount -781056.36000000 -0.04453723972 N/A DFE LU N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Written BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD -781056.36000000 -0.04000000 DFE US -77000000.00000000 NZD -44390500.00000000 USD 2026-07-31 1.00000000 0.57650000 NZD 2026-07-31 XXXX 26092.65000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -77655000.00000000 OU Notional Amount -680880.12000000 -0.03882501017 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Written BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD -680880.12000000 -0.04000000 DFE US -77655000.00000000 NZD -44612797.50000000 USD 2026-07-31 1.00000000 0.57450000 NZD 2026-07-31 XXXX 26090.72000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 160359000.00000000 OU Notional Amount 601192.10000000 0.034281055822 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Purchased BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD 601192.10000000 0.03000000 DFE NZ 90442476.00000000 USD 160359000.00000000 NZD 2026-08-04 1.00000000 0.56400000 NZD 2026-08-04 XXXX -87063.22000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 131149000.00000000 OU Notional Amount 548528.97000000 0.031278109344 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Purchased BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1.00000000 NC USD 548528.97000000 0.03000000 DFE AU 90099363.00000000 USD 131149000.00000000 AUD 2026-07-30 1.00000000 0.68700000 AUD 2026-07-30 XXXX -38142.57000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 45361000.00000000 OU Notional Amount USD 149464.50000000 0.008522734859 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 Put Purchased Standard Chartered Bank RILFO74KP1CM8P6PCT96 Standard Chartered Bank RILFO74KP1CM8P6PCT96 N/A 1.00000000 NC USD 149464.50000000 0.01000000 DFE US 7253223900.00000000 JPY 45361000.00000000 USD 2026-07-22 1.00000000 159.90000000 USD 2026-07-22 XXXX -134087.11000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 -90722000.00000000 OU Notional Amount USD -139167.55000000 -0.00793558423 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 Put Written Standard Chartered Bank RILFO74KP1CM8P6PCT96 Standard Chartered Bank RILFO74KP1CM8P6PCT96 N/A 1.00000000 NC USD -139167.55000000 -0.01000000 DFE JP -90722000.00000000 USD -14288715000.00000000 JPY 2026-07-22 1.00000000 157.50000000 USD 2026-07-22 XXXX 150598.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -20369000.00000000 OU Notional Amount -40589.19000000 -0.00231446868 N/A DFE LU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Written Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD -40589.19000000 0.00000000 DFE PL -20369000.00000000 EUR -87372825.50000000 PLN 2026-07-22 1.00000000 4.28950000 EUR 2026-07-22 XXXX 46942.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 81475000.00000000 OU Notional Amount 157420.82000000 0.008976418549 N/A DFE LU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Purchased Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD 157420.82000000 0.01000000 DFE XX 91863062.50000000 USD 81475000.00000000 EUR 2026-07-29 1.00000000 1.12750000 EUR 2026-07-29 XXXX -270530.32000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -33451000.00000000 OU Notional Amount -130181.25000000 -0.00742316923 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Written Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD -130181.25000000 -0.01000000 DFE NZ -33451000.00000000 AUD -40810220.00000000 NZD 2026-07-22 1.00000000 1.22000000 AUD 2026-07-22 XXXX -1302.58000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 70249000.00000000 OU Notional Amount 338436.23000000 0.019298243095 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 Put Purchased HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 N/A 1.00000000 NC USD 338436.23000000 0.02000000 DFE GB 91674945.00000000 USD 70249000.00000000 GBP 2026-08-13 1.00000000 1.30500000 GBP 2026-08-13 XXXX -213565.96000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -33451000.00000000 OU Notional Amount -85019.64000000 -0.00484797292 N/A DFE LU N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Written Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD -85019.64000000 0.00000000 DFE NZ -33451000.00000000 AUD -40810220.00000000 NZD 2026-07-22 1.00000000 1.22000000 AUD 2026-07-22 XXXX 43859.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -64093000.00000000 OU Notional Amount -494468.33000000 -0.02819547433 N/A DFE LU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Put Written Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 1.00000000 NC USD -494468.33000000 -0.03000000 DFE US -64093000.00000000 AUD -44544635.00000000 USD 2026-07-30 1.00000000 0.69500000 AUD 2026-07-30 XXXX 186685.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 66902000.00000000 OU Notional Amount 185556.34000000 0.010580756549 N/A DFE LU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Put Purchased Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 1.00000000 NC USD 185556.34000000 0.01000000 DFE AU 45627164.00000000 USD 66902000.00000000 AUD 2026-07-30 1.00000000 0.68200000 AUD 2026-07-30 XXXX -122531.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -79256000.00000000 OU Notional Amount -481768.01000000 -0.02747127922 N/A DFE LU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Written Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD -481768.01000000 -0.03000000 DFE US -79256000.00000000 EUR -90589608.00000000 USD 2026-07-24 1.00000000 1.14300000 EUR 2026-07-24 XXXX 458053.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -20369000.00000000 OU Notional Amount -109525.64000000 -0.00624534916 N/A DFE LU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Call Written Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 N/A 1.00000000 NC USD -109525.64000000 -0.01000000 DFE PL -20369000.00000000 EUR -87372825.50000000 PLN 2026-07-22 1.00000000 4.28950000 EUR 2026-07-22 XXXX -21993.97000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 -20492000.00000000 OU Notional Amount -95038.07000000 -0.00541924184 N/A DFE LU N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Put Written Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC USD -95038.07000000 -0.01000000 DFE CA -20492000.00000000 EUR -33156056.00000000 CAD 2026-07-27 1.00000000 1.61800000 EUR 2026-07-27 XXXX 33155.29000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 -20492000.00000000 OU Notional Amount -130065.64000000 -0.00741657694 N/A DFE LU N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Call Written Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC USD -130065.64000000 -0.01000000 DFE CA -20492000.00000000 EUR -33156056.00000000 CAD 2026-07-27 1.00000000 1.61800000 EUR 2026-07-27 XXXX -1651.98000000 N N N El Salvador Government International Bonds 529900AKDMUSFSDOM949 000000000 2040000.00000000 PA USD 2298182.40000000 0.131046497691 Long DBT NUSS SV N 2 2052-07-15 Fixed 9.50000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 000000000 1040000.00000000 PA USD 1063088.00000000 0.060619191556 Long DBT CORP KY N 2 2031-05-20 Fixed 8.37500000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 000000000 4110000.00000000 PA USD 3959121.90000000 0.225756258044 Long DBT NUSS CR N 2 2043-04-30 Fixed 5.62500000 N N N N N N GRUPO NUTRESA SA 254900KKAX7B7RJUE255 000000000 2100000.00000000 PA USD 2315250.00000000 0.132019722968 Long DBT CORP CO N 2 2035-05-12 Fixed 9.00000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 3150000.00000000 PA USD 3397275.00000000 0.193718736355 Long DBT NUSS GT N 2 2032-10-04 Fixed 7.05000000 N N N N N N LATAM AIRLINES GROUP SA 549300HX3UUDPEFTG707 000000000 2230000.00000000 PA USD 2315208.30000000 0.132017345159 Long DBT CORP CL N 2 2031-01-07 Fixed 7.62500000 N N N N N N MEXICO CITY ARPT TRUST N/A 000000000 1726000.00000000 PA USD 1478060.10000000 0.084281647741 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 6610000.00000000 PA USD 2933187.50000000 0.167255631644 Long DBT NUSS VE N 2 2025-04-21 None 0.00000000 Y N N N N N Nigeria Government International Bonds 549300GSBZD84TNEQ285 000000000 1260000.00000000 PA USD 1311307.20000000 0.074773097190 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.87500000 N N N N N N Ivory Coast Government International Bonds 254900ICW11T82O6H590 000000000 1896000.00000000 PA USD 1880832.00000000 0.107248426558 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.12500000 N N N N N N MONGOLIA INTL BOND N/A 000000000 2510000.00000000 PA USD 2346850.00000000 0.133821611855 Long DBT NUSS MN N 2 2031-07-07 Fixed 4.45000000 N N N N N N 2026-07-31 GOLDMAN SACHS TRUST Allison Fracchiolla Allison Fracchiolla Vice President XXXX