NPORT-P false 0000822977 XXXXXXXX S000013795 C000037818 C000037819 C000037820 C000041010 C000058984 C000058985 C000161293 C000202041 GOLDMAN SACHS TRUST 811-05349 0000822977 S2FHCT8U6D2VORP0J605 71 SOUTH WACKER DRIVE C/O GOLDMAN SACHS & CO CHICAGO 60606 312-655-4600 Goldman Sachs Bond Fund S000013795 K5ZYN8ZUQE8S5OUPBU26 2027-03-31 2026-06-30 N 461410862.09 135562751.63 325848110.46 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 11257370.14000000 0.00000000 0.00000000 6063562.84000000 AUD BRL CAD CHF EUR GBP JPY NOK NZD SEK USD N Bloomberg Barclays U.S. Aggregate Bond Index LMUSXXXCCJ API GROUP DE INC 549300XP4G7B4QYA0G83 001877AB5 515000.00000000 PA USD 510807.90000000 0.156762578515 Long DBT CORP US N 2 2034-06-01 Fixed 5.75000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJY9 500000.00000000 PA USD 454650.00000000 0.139528198999 Long DBT CORP US N 2 2031-06-01 Fixed 2.75000000 N N N N N N Access Group Inc 635400C9RW3TYNTIJP57 00432CBN0 146879.95000000 PA USD 145370.51000000 0.044612967003 Long ABS-O CORP US N 2 2033-09-26 Floating 4.10800000 N N N N N N ACRISURE LLC / FIN INC N/A 004961AA6 87000.00000000 PA USD 78216.48000000 0.024003969177 Long DBT CORP US N 2 2032-07-01 Fixed 6.75000000 N N N N N N ACUSHNET CO 549300H805O14KEFES79 005095AB0 165000.00000000 PA USD 164404.35000000 0.050454289812 Long DBT CORP US N 2 2033-12-01 Fixed 5.62500000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00766TAE0 517000.00000000 PA USD 517599.72000000 0.158846930021 Long DBT CORP US N 2 2033-08-01 Fixed 6.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAY1 275000.00000000 PA USD 244686.75000000 0.075092272179 Long DBT CORP IE N 2 2033-10-29 Fixed 3.40000000 N N N N N N ADVANCED DRAINAGE SYSTEM 6QQTOZ5MF5DHM7K92I60 00790RAC8 360000.00000000 PA USD 352515.60000000 0.108184024606 Long DBT CORP US N 2 2034-03-01 Fixed 5.37500000 N N N N N N ADVENTIST HEALTH SYS/W 5493008YM33UCY5QPW83 007944AK7 235000.00000000 PA USD 239417.69000000 0.073475242701 Long DBT CORP US N 2 2034-12-01 Fixed 5.75700000 N N N N N N ADVENTIST HEALTH SYS/W 5493008YM33UCY5QPW83 007944AN1 1095000.00000000 PA USD 1084839.40000000 0.332927939483 Long DBT CORP US N 2 2030-12-01 Fixed 4.74200000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AR0 350000.00000000 PA USD 322339.50000000 0.098923237438 Long DBT US N 2 2031-08-15 Fixed 3.37500000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAP7 145000.00000000 PA USD 147003.90000000 0.045114240433 Long DBT CORP US N 2 2033-06-15 Fixed 5.87500000 N N N N N N ALLEGION US HOLDING CO 5493002B66JX7J7SXI33 01748NAF1 256000.00000000 PA USD 261363.20000000 0.080210132147 Long DBT CORP US N 2 2034-05-29 Fixed 5.60000000 N N N N N N UMBS, TBA N/A 01F020679 -4000000.00000000 PA USD -3192187.60000000 -0.97965509006 Short ABS-MBS USGSE US N 2 2056-07-01 Fixed 2.00000000 N N N N N N UMBS, TBA N/A 01F022675 2000000.00000000 PA USD 1670703.20000000 0.512724532188 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 2.50000000 N N N N N N UMBS, TBA N/A 01F030678 -12000000.00000000 PA USD -10465312.80000000 -3.21171504883 Short ABS-MBS USGSE US N 2 2056-07-01 Fixed 3.00000000 N N N N N N UMBS, TBA N/A 01F032674 1000000.00000000 PA USD 907773.40000000 0.278587897507 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F040677 2000000.00000000 PA USD 1868515.60000000 0.573431466999 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F040677 -7000000.00000000 PA USD -6539804.60000000 -2.00701013449 Short ABS-MBS USGSE US N 2 2056-07-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F042475 5000000.00000000 PA USD 4939648.50000000 1.515935904316 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F042673 -6000000.00000000 PA USD -5750390.40000000 -1.76474566382 Short ABS-MBS USGSE US N 2 2056-07-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F050676 -14000000.00000000 PA USD -13755547.40000000 -4.22145992517 Short ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F052672 12000000.00000000 PA USD 12039843.60000000 3.694925093474 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F060675 9000000.00000000 PA USD 9194062.50000000 2.821579197442 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 6.00000000 N N N N N N UMBS, TBA N/A 01F062671 1000000.00000000 PA USD 1034296.90000000 0.317416878231 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 6.50000000 N N N N N N ALUMINA PTY LTD 2138002VD9MW2WT8HR38 02220AAA5 285000.00000000 PA USD 289212.30000000 0.088756782904 Long DBT CORP AU N 2 2030-03-15 Fixed 6.12500000 N N N N N N ALUMINA PTY LTD 2138002VD9MW2WT8HR38 02220AAB3 240000.00000000 PA USD 244274.40000000 0.074965725489 Long DBT CORP AU N 2 2032-09-15 Fixed 6.37500000 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AJ1 125000.00000000 PA USD 118455.00000000 0.036352827037 Long DBT CORP US N 2 2031-01-15 Fixed 3.50000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EM7 595000.00000000 PA USD 576977.45000000 0.177069447843 Long DBT CORP US N 2 2036-10-24 Fixed 4.80400000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02582JKR0 1050000.00000000 PA USD 1052229.35000000 0.322920193864 Long ABS-O CORP US N 2 2032-04-15 Fixed 4.51000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAC1 180000.00000000 PA USD 159102.00000000 0.048827043917 Long DBT US N 2 2031-07-15 Fixed 2.37500000 N N N N N N American Municipal Power Inc EARKGGZJJEMVD66XQ486 02765UEQ3 225000.00000000 PA USD 231114.04000000 0.070926923490 Long DBT MUN US N 2 2050-02-15 Fixed 6.27000000 N N N N N N AMKOR TECHNOLOGY INC 529900VHLRTKPWZJBM84 031652BL3 349000.00000000 PA USD 350224.99000000 0.107481055975 Long DBT CORP US N 2 2033-10-01 Fixed 5.87500000 N N N N N N AMNEAL PHARMACEUTICALS L 54930037VIXE7LRZ1M66 03168LAA3 234000.00000000 PA USD 242973.90000000 0.074566613155 Long DBT CORP US N 2 2032-08-01 Fixed 6.87500000 N N N N N N Angel Oak Mortgage Trust 2549003MM0537Y3QHI22 03464JAA9 454468.17000000 PA USD 396899.51000000 0.121805067225 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.97800000 N N N N N N Angel Oak Mortgage Trust 2549003MM0537Y3QHI22 03464VAE4 850000.00000000 PA USD 825332.92000000 0.253287618834 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.94100000 N N N N N N Angel Oak Mortgage Trust 254900E0MZH4LYHYEK54 034952AC5 727902.87000000 PA USD 722005.47000000 0.221577307593 Long ABS-MBS CORP US N 2 2070-10-25 Variable 4.92900000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BJ1 830000.00000000 PA USD 813632.40000000 0.249696829253 Long DBT CORP US N 2 2032-09-15 Fixed 4.60000000 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 03831WAD0 226000.00000000 PA USD 227803.48000000 0.069910940922 Long DBT CORP US N 2 2034-12-01 Fixed 5.50000000 N N N N N N ARDONAGH FINCO LTD 254900D2T84O1K03BA28 039853AA4 215000.00000000 PA USD 217455.30000000 0.066735172928 Long DBT CORP JE N 2 2031-02-15 Fixed 7.75000000 N N N N N N ARES CLO Ltd 549300X38KZ67Q2FQG11 04016DBA2 1900000.00000000 PA USD 1901274.90000000 0.583485016167 Long ABS-CBDO CORP KY N 2 2039-04-15 Floating 4.87500000 N N N N N N ASCENSION HEALTH N/A 04351LAE0 485000.00000000 PA USD 479001.34000000 0.147001417109 Long DBT CORP US N 2 2035-11-15 Fixed 4.92300000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AS2 301000.00000000 PA USD 306399.94000000 0.094031522713 Long DBT CORP US N 2 2034-04-15 Fixed 5.80000000 N N N N N N ATKORE INC 52990002TI38AM4RPV48 047649AA6 15000.00000000 PA USD 14356.50000000 0.004405887141 Long DBT CORP US N 2 2031-06-01 Fixed 4.25000000 N N N N N N AUTONATION INC N/A 05329WAQ5 450000.00000000 PA USD 446422.50000000 0.137003249572 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBZ7 1050000.00000000 PA USD 1107519.00000000 0.339888114875 Long DBT CORP US N 2 2034-02-20 Fixed 6.00000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DCC7 835000.00000000 PA USD 860926.75000000 0.264211061032 Long DBT CORP US N 2 2035-08-15 Fixed 5.62500000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05548WAA5 650000.00000000 PA USD 617782.46000000 0.189592156642 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 125000.00000000 PA USD 116208.70000000 0.035663456767 Long ABS-MBS CORP US N 2 2037-03-15 Floating 4.79400000 N N N N N N BFLD Trust N/A 05556QAE9 1000000.00000000 PA USD 1002558.26000000 0.307676560893 Long ABS-MBS CORP US N 2 2042-11-15 Floating 5.77500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAE2 525000.00000000 PA USD 523582.50000000 0.160682994067 Long DBT CORP FR N 2 2028-09-12 Fixed 4.62500000 N N N N N N BMO Mortgage Trust N/A 05593FAD0 900000.00000000 PA USD 953290.76000000 0.292556786244 Long ABS-MBS CORP US N 2 2056-12-15 Fixed 6.16000000 N N N N N N BX Trust N/A 05593VAA1 674768.26000000 PA USD 673571.69000000 0.206713394485 Long ABS-MBS CORP US N 2 2030-03-15 Floating 4.76900000 N N N N N N BWAY Mortgage Trust N/A 05604FAC9 531988.23000000 PA USD 512553.78000000 0.157298374164 Long ABS-MBS CORP US N 2 2033-03-10 Fixed 3.45400000 N N N N N N BX Trust N/A 05612AAA4 1050000.00000000 PA USD 1050487.98000000 0.322385782295 Long ABS-MBS CORP US N 2 2041-02-15 Floating 5.26700000 N N N N N N BX Trust N/A 05612KAA2 812944.08000000 PA USD 814465.35000000 0.249952454488 Long ABS-MBS CORP US N 2 2041-04-15 Floating 5.46600000 N N N N N N BX Trust N/A 05612KAG9 478202.40000000 PA USD 479992.19000000 0.147305500505 Long ABS-MBS CORP US N 2 2041-04-15 Floating 6.16500000 N N N N N N BX Trust N/A 05614JAA3 850000.00000000 PA USD 845871.37000000 0.259590693592 Long ABS-MBS CORP US N 2 2046-11-13 Variable 5.59100000 N N N N N N BSTN Commercial Mortgage Trust N/A 05615EAA3 675000.00000000 PA USD 683651.10000000 0.209806679263 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.54800000 N N N N N N BX Trust N/A 05619TAA6 1400000.00000000 PA USD 1400748.89000000 0.429877861811 Long ABS-MBS CORP US N 2 2042-12-13 Variable 5.19900000 N N N N N N BX Trust N/A 05620HAE1 495305.29000000 PA USD 496540.95000000 0.152384173503 Long ABS-MBS CORP US N 2 2043-04-15 Floating 5.37500000 N N N N N N BX Trust N/A 05620TAA3 500000.00000000 PA USD 486145.29000000 0.149193834303 Long ABS-MBS CORP US N 2 2058-07-13 Variable 5.35800000 N N N N N N BX Trust N/A 05620TAE5 400000.00000000 PA USD 388733.66000000 0.119299037656 Long ABS-MBS CORP US N 2 2058-07-13 Variable 6.39700000 N N N N N N BLP Commercial Mortgage Trust N/A 05625AAA9 475635.74000000 PA USD 475740.25000000 0.146000616461 Long ABS-MBS CORP US N 2 2041-03-15 Floating 4.96800000 N N N N N N Bain Capital Credit CLO Limited 549300434Q955VK1W392 05683TBG3 575000.00000000 PA USD 571545.40000000 0.175402398127 Long ABS-CBDO CORP KY N 2 2034-10-21 Floating 6.47200000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAV7 600000.00000000 PA USD 652062.00000000 0.200112254473 Long DBT CORP ES N 2 2033-08-08 Fixed 6.92100000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAG4 200000.00000000 PA USD 181380.00000000 0.055663971702 Long DBT CORP ES N 2 2030-12-03 Fixed 2.74900000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05973KAA5 260000.00000000 PA USD 258401.00000000 0.079301058286 Long DBT CORP KY N 2 2027-01-24 Fixed 5.87500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505GR9 1925000.00000000 PA USD 1895720.75000000 0.581780495005 Long DBT CORP US N 2 2037-02-06 Fixed 5.04500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 75000.00000000 PA USD 69317.25000000 0.021272871554 Long DBT CORP US N 2 2031-02-13 Fixed 2.49600000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 600000.00000000 PA USD 535764.00000000 0.164421392299 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKC2 475000.00000000 PA USD 414713.00000000 0.127271875050 Long DBT CORP US N 2 2036-09-21 Fixed 2.48200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKQ1 275000.00000000 PA USD 269722.75000000 0.082775606591 Long DBT CORP US N 2 2033-04-27 Fixed 4.57100000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GNC9 955000.00000000 PA USD 952602.95000000 0.292345703234 Long DBT CORP US N 2 2037-04-23 Fixed 5.48900000 N N N N N N Bank5 N/A 06211HAC8 800000.00000000 PA USD 825111.92000000 0.253219795823 Long ABS-MBS CORP US N 2 2059-06-15 Variable 5.71300000 N N N N N N Bank 549300664283JRAXM588 06540CBF3 950000.00000000 PA USD 837054.60000000 0.256884902238 Long ABS-MBS CORP US N 2 2064-06-15 Fixed 2.28500000 N N N N N N Bank 549300664283JRAXM588 06540KAJ8 500000.00000000 PA USD 521211.87000000 0.159955467982 Long ABS-MBS CORP US N 2 2055-11-15 Variable 5.93400000 N N N N N N Bank5 N/A 065923BR4 150000.00000000 PA USD 153523.58000000 0.047115074499 Long ABS-MBS CORP US N 2 2057-08-15 Variable 7.00100000 N N N N N N Bank5 N/A 065934BF7 950000.00000000 PA USD 964304.67000000 0.295936861084 Long ABS-MBS CORP US N 2 2063-08-15 Variable 5.75100000 N N N N N N Bank5 N/A 06644BAX2 250000.00000000 PA USD 250950.23000000 0.077014480656 Long ABS-MBS CORP US N 2 2059-04-15 Variable 6.36500000 N N N N N N Bank5 N/A 06644WBL1 300000.00000000 PA USD 307228.00000000 0.094285647250 Long ABS-MBS CORP US N 2 2057-11-15 Fixed 6.13900000 N N N N N N Bank5 N/A 06650CAP8 500000.00000000 PA USD 512574.13000000 0.157304619405 Long ABS-MBS CORP US N 2 2058-01-15 Variable 6.09600000 N N N N N N Barclays Dryrock Issuance Trust 213800R4G3N2G68CHU37 06742LBF9 775000.00000000 PA USD 768025.17000000 0.235700360181 Long ABS-O CORP US N 2 2031-07-15 Fixed 3.97000000 N N N N N N Babson CLO Ltd 2549005VRCK51O5LRS39 06763VAL9 1525000.00000000 PA USD 1521942.38000000 0.467071108023 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 4.84500000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813CL1 78000.00000000 PA USD 76744.20000000 0.023552139029 Long DBT CORP US N 2 2027-02-01 Fixed 1.91500000 N N N N N N BEACON POINT DC LLC 2549003M920HKF2V5011 07367AAA7 825000.00000000 PA USD 833481.00000000 0.255788194942 Long DBT CORP US N 2 2042-11-30 Fixed 6.12900000 N N N N N N BFLD Trust N/A 088921AC5 500000.00000000 PA USD 497762.58000000 0.152759081308 Long ABS-MBS CORP US N 2 2042-10-10 Variable 5.63300000 N N N N N N Birch Grove CLO Ltd. 254900WH1INTG23INE62 09077TAN5 1650000.00000000 PA USD 1650932.25000000 0.506656996620 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 865000.00000000 PA USD 877802.00000000 0.269389931020 Long DBT CORP US N 2 2031-02-15 Fixed 6.12500000 N N N N N N Bluemountain CLO Ltd 549300NUS8PQQUZMPR50 09630GBC6 610000.00000000 PA USD 609998.17000000 0.187203224575 Long ABS-MBS CORP KY N 2 2034-10-20 Floating 5.48800000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BS3 15000.00000000 PA USD 10525.05000000 0.003230047884 Long DBT CORP US N 2 2046-06-15 Fixed 3.37500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CE3 25000.00000000 PA USD 20389.50000000 0.006257363276 Long DBT CORP US N 2 2039-03-01 Fixed 3.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CN3 145000.00000000 PA USD 136372.50000000 0.041851554642 Long DBT CORP US N 2 2030-02-01 Fixed 2.95000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 1211000.00000000 PA USD 1225677.32000000 0.376149893356 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DS1 457000.00000000 PA USD 496859.54000000 0.152481946051 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DT9 386000.00000000 PA USD 433721.18000000 0.133105323025 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N BRAVO Residential Funding Trust 254900I1LYOO3G3UAT10 10570TAA3 783797.17000000 PA USD 785831.67000000 0.241165022835 Long ABS-MBS CORP US N 2 2065-07-25 Variable 5.45900000 N N N N N N BRINK'S CO/THE XFP140TFNOQMIVFTVQ13 109696AC8 70000.00000000 PA USD 71415.40000000 0.021916775855 Long DBT CORP US N 2 2029-06-15 Fixed 6.50000000 N N N N N N BX Trust N/A 12433LAA3 850000.00000000 PA USD 851664.61000000 0.261368589431 Long ABS-MBS CORP US N 2 2043-02-15 Floating 5.02500000 N N N N N N CIM Trust N/A 12557LAQ8 40233.96000000 PA USD 35861.93000000 0.011005719796 Long ABS-MBS CORP US N 2 2049-08-25 Variable 3.50000000 N N N N N N CIFC Funding Ltd 2549005S1LQJ8MBPXW05 12567WAS8 500000.00000000 PA USD 495007.50000000 0.151913570804 Long ABS-CBDO CORP KY N 2 2035-07-16 Floating 6.38000000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAM0 300000.00000000 PA USD 291672.00000000 0.089511643811 Long DBT CORP US N 2 2034-03-01 Fixed 5.87500000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 12654FAA8 875000.00000000 PA USD 904335.51000000 0.277532838451 Long ABS-MBS CORP US N 2 2044-08-10 Fixed 6.33800000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CY4 1388000.00000000 PA USD 1301166.72000000 0.399316944991 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N CACI INTERNATIONAL INC SYRPI2D1O9WRTS2WX210 127190AE6 515000.00000000 PA USD 522333.60000000 0.160299717332 Long DBT CORP US N 2 2033-06-15 Fixed 6.37500000 N N N N N N California Public Finance Authority N/A 13057EKD5 375000.00000000 PA USD 375363.64000000 0.115195892794 Long DBT MUN US N 2 2036-11-15 Fixed 5.40300000 N N N N N N State of California 9845007J7054602FF597 13063A5G5 210000.00000000 PA USD 249251.84000000 0.076493259282 Long DBT MUN US N 2 2039-04-01 Fixed 7.55000000 N N N N N N Carlyle Global Market Strategies 549300VC6J79YJCFU884 143120AN3 1325000.00000000 PA USD 1329283.73000000 0.407945815037 Long ABS-CBDO CORP KY N 2 2038-10-15 Floating 4.94300000 N N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 143658BZ4 316000.00000000 PA USD 321567.92000000 0.098686446131 Long DBT CORP BM N 2 2031-06-15 Fixed 5.87500000 N N N N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 144285AN3 180000.00000000 PA USD 179991.00000000 0.055237699474 Long DBT CORP US N 2 2034-03-01 Fixed 5.62500000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CD3 200000.00000000 PA USD 199300.00000000 0.061163466536 Long DBT CORP MX N 2 2036-06-05 Fixed 5.75000000 N N N N N N Chart Industries Inc EM7QGKC1GYOF3LSZSL80 16115EAT4 581882.28000000 PA USD 580794.16000000 0.178240763520 Long LON CORP US N 2 2030-03-15 Floating 6.18200000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAQ4 230000.00000000 PA USD 240168.30000000 0.073705598495 Long DBT CORP US N 2 2033-06-30 Fixed 5.95000000 N N N N N N CHOICE HOTELS INTL INC 5493003CYRY5RFGTIR97 169905AG1 540000.00000000 PA USD 509630.40000000 0.156401213829 Long DBT CORP US N 2 2031-01-15 Fixed 3.70000000 N N N N N N CHOICE HOTELS INTL INC 5493003CYRY5RFGTIR97 169905AH9 262000.00000000 PA USD 266142.22000000 0.081676772538 Long DBT CORP US N 2 2034-08-01 Fixed 5.85000000 N N N N N N CHUBB INA HOLDINGS LLC CZCBJZWDMLTHWJDXU843 171232AE1 342000.00000000 PA USD 372855.24000000 0.114426086274 Long DBT CORP US N 2 2031-11-15 Fixed 6.80000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NU1 800000.00000000 PA USD 796056.00000000 0.244302782322 Long DBT CORP US N 2 2033-05-24 Fixed 4.91000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PU9 355000.00000000 PA USD 366111.50000000 0.112356490109 Long DBT CORP US N 2 2036-01-24 Fixed 6.02000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QJ3 365000.00000000 PA USD 371245.15000000 0.113931963415 Long DBT CORP US N 2 2031-02-15 Fixed 6.62500000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307GP77 41739.26000000 PA USD 41540.12000000 0.012748307774 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.43800000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC53 550000.00000000 PA USD 519480.50000000 0.159424125328 Long DBT CORP US N 2 2030-11-05 Fixed 2.97600000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325ET8 240000.00000000 PA USD 239544.00000000 0.073514006161 Long DBT NUSS CO N 2 2029-01-21 Fixed 5.37500000 N N N N N N COLT Funding LLC 2138001HZNOLT1K3WY73 19688GAA1 860802.08000000 PA USD 734720.49000000 0.225479438552 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.39700000 N N N N N N COLT Funding LLC 213800IXUWCX6RHIO921 19689BAA1 679428.83000000 PA USD 681430.90000000 0.209125318860 Long ABS-MBS CORP US N 2 2070-08-25 Variable 5.52900000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAG8 635000.00000000 PA USD 471451.51000000 0.144684438812 Long DBT CORP US N 2 2050-10-01 Fixed 3.91000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAM5 610000.00000000 PA USD 654690.33000000 0.200918866485 Long DBT CORP US N 2 2052-11-01 Fixed 6.46100000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAY9 290000.00000000 PA USD 283507.80000000 0.087006120612 Long DBT CORP US N 2 2030-09-01 Fixed 4.35200000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JBD4 440000.00000000 PA USD 426831.53000000 0.130990948327 Long DBT CORP US N 2 2035-09-01 Fixed 4.97500000 N N N N N N COMPOSECURE HOLDINGS LLC N/A 20459XAC5 505000.00000000 PA USD 492880.00000000 0.151260659239 Long DBT CORP US N 2 2033-02-01 Fixed 5.62500000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753GAC5 241052.59000000 PA USD 241692.05000000 0.074173224346 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 5.27800000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753UAB6 225000.00000000 PA USD 226565.73000000 0.069531086026 Long ABS-MBS USGSE US N 2 2044-01-25 Floating 5.42800000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20755CAF5 330000.00000000 PA USD 343690.88000000 0.105475793465 Long ABS-MBS USGSE US N 2 2043-10-25 Floating 7.17800000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20755JAG8 350000.00000000 PA USD 350113.86000000 0.107446951128 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 5.32800000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20755RAC9 239365.20000000 PA USD 239757.28000000 0.073579459970 Long ABS-MBS USGSE US N 2 2044-09-25 Floating 5.22800000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 207941AB1 250000.00000000 PA USD 251975.75000000 0.077329203979 Long ABS-MBS USGSE US N 2 2044-03-25 Floating 5.57800000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBH0 325000.00000000 PA USD 286832.00000000 0.088026289179 Long DBT CORP US N 2 2031-08-01 Fixed 2.25000000 N N N N N N CORNELL UNIVERSITY 549300ZZIJPNT0RZWP17 219207AF4 830000.00000000 PA USD 817009.88000000 0.250733348997 Long DBT CORP US N 2 2035-06-15 Fixed 4.73300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H020675 3000000.00000000 PA USD 2457432.00000000 0.754164876552 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 4000000.00000000 PA USD 3414354.40000000 1.047836182072 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 -2000000.00000000 PA USD -1774449.60000000 -0.54456341560 Short ABS-MBS USGA US N 2 2056-07-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H032670 3000000.00000000 PA USD 2692851.30000000 0.826413047538 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042679 -3000000.00000000 PA USD -2880209.40000000 -0.88391164703 Short ABS-MBS USGA US N 2 2056-07-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050672 1000000.00000000 PA USD 985777.90000000 0.302526811835 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 3000000.00000000 PA USD 3014582.10000000 0.925149480150 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H060671 9000000.00000000 PA USD 9182398.50000000 2.817999615537 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 6.00000000 N N N N N N COSTAR GROUP INC 984500Q1D53D08E2E698 22160NAA7 625000.00000000 PA USD 562743.75000000 0.172701246972 Long DBT CORP US N 2 2030-07-15 Fixed 2.80000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AX4 200000.00000000 PA USD 193874.00000000 0.059498273513 Long DBT NUSS CI N 2 2041-02-25 Fixed 6.75000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BT4 1305000.00000000 PA USD 1284655.05000000 0.394249654597 Long DBT CORP CH N 2 2037-08-10 Fixed 5.19900000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A 22540A7A0 234.65000000 PA USD 229.02000000 0.000070284280 Long ABS-MBS CORP US N 2 2032-01-25 Floating 4.04900000 N N N N N N Home Equity Asset Trust N/A 22541NAD1 256.60000000 PA USD 240.83000000 0.000073908668 Long ABS-MBS CORP US N 2 2032-11-25 Floating 4.36300000 N N N N N N CROWN AMERICAS LLC RPPGGRL1J75WGF2DFO04 22819CAA6 370000.00000000 PA USD 372379.10000000 0.114279962978 Long DBT CORP US N 2 2033-06-01 Fixed 5.87500000 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAJ5 90000.00000000 PA USD 79289.10000000 0.024333147087 Long DBT US N 2 2032-02-15 Fixed 2.50000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 232434AE0 875150.20000000 PA USD 761993.19000000 0.233849197076 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.26300000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAK3 455000.00000000 PA USD 415255.75000000 0.127438440386 Long DBT CORP US N 2 2032-02-15 Fixed 3.25000000 N N N N N N DOLP Trust N/A 23345LAA7 700000.00000000 PA USD 623499.56000000 0.191346685767 Long ABS-MBS CORP US N 2 2041-05-10 Fixed 2.95600000 N N N N N N DBR LAND HOLDINGS LLC N/A 24024BAA5 350000.00000000 PA USD 355505.50000000 0.109101599361 Long DBT CORP US N 2 2030-12-01 Fixed 6.25000000 N N N N N N DP WORLD CRESCENT LTD 21380096JRTWB8TL9236 260979AA7 560000.00000000 PA USD 560839.72000000 0.172116916439 Long DBT CORP KY N 2 2035-05-08 Fixed 5.50000000 N N N N N N DURST Commercial Mortgage Trust N/A 266895AA9 800000.00000000 PA USD 803178.90000000 0.246488739451 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 1000000.00000000 PA USD 1007863.97000000 0.309304837943 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 350000.00000000 PA USD 354207.75000000 0.108703330978 Long ABS-MBS CORP US N 2 2042-08-10 Variable 6.01800000 N N N N N N Ellington Financial Mortgage Trust 254900UDLJF220C8I638 26846KAD0 1109083.25000000 PA USD 1109440.37000000 0.340477766906 Long ABS-MBS CORP US N 2 2071-04-25 Variable 5.46600000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAN9 610000.00000000 PA USD 570575.70000000 0.175104805485 Long DBT CORP US N 2 2031-05-15 Fixed 3.62500000 N N N N N N EAGLE FUNDING LUXCO SARL 894500VDP08MVIZ6OA60 26951TAA8 1060000.00000000 PA USD 1061604.63000000 0.325797387163 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 43880.48000000 0.013466544255 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1667784.02000000 CHF 2108420.77000000 USD 2026-07-02 43880.48000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -45007.94000000 -0.01381255209 N/A DFE CH N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2162594.38000000 USD 1710635.94000000 CHF 2026-07-02 -45007.94000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 9559.20000000 0.002933636775 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 560601.99000000 NZD 328060.92000000 USD 2026-07-08 9559.20000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -15545.51000000 -0.00477078414 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 533504.23000000 USD 911670.71000000 NZD 2026-07-08 -15545.51000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -98996.98000000 -0.03038132701 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3151211.83000000 USD 4409632.86000000 AUD 2026-07-14 -98996.98000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 82021.32000000 0.025171642052 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3653484.25000000 AUD 2610852.91000000 USD 2026-07-14 82021.32000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 950.09000000 0.000291574500 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5587569.60000000 MXN 320000.00000000 USD 2026-07-17 950.09000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 652.03000000 0.000200102433 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 29232.25000000 AUD 20885.71000000 USD 2026-07-14 652.03000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1523.91000000 0.000467674953 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5229171.06000000 MXN 300109.28000000 USD 2026-07-17 1523.91000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1606.51000000 -0.00049302418 N/A DFE MX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 316375.97000000 USD 5512605.51000000 MXN 2026-07-17 -1606.51000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -4974.78000000 -0.00152671746 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 294488862.00000000 COP 80681.88000000 USD 2026-07-24 -4974.78000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 105760.97000000 0.032457137729 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 17469421.55000000 NOK 1870105.35000000 USD 2026-07-20 105760.97000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -126424.87000000 -0.03879871202 N/A DFE NO N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2235492.20000000 USD 20882650.05000000 NOK 2026-07-20 -126424.87000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 31236.10000000 0.009586092107 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 208694499.00000000 JPY 1314859.50000000 USD 2026-07-01 31236.10000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 763.68000000 0.000234366864 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 562657.10000000 ILS 189843.14000000 USD 2026-07-01 763.68000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A -9130.70000000 -0.00280213378 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 537000.00000000 EUR 857162.09000000 CAD 2026-08-05 -9130.70000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 119186.44000000 0.036577299721 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 452082396.00000000 JPY 2899822.94000000 USD 2026-07-01 119186.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 53615.43000000 0.016454117203 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1609412833.00000000 KRW 1094094.38000000 USD 2026-07-07 53615.43000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 21410.14000000 0.006570588968 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 89219513.00000000 JPY 571735.24000000 USD 2026-08-05 21410.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1581.62000000 0.000485385659 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 17869189.75000000 HUF 58877.01000000 USD 2026-08-06 1581.62000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 23196.46000000 0.007118795308 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 96663402.00000000 JPY 619437.07000000 USD 2026-08-05 23196.46000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -70415.71000000 -0.02160997953 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2241705.04000000 USD 1899267.17000000 EUR 2026-07-13 -70415.71000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1727.37000000 -0.00053011508 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 59220.67000000 USD 101195.25000000 NZD 2026-07-08 -1727.37000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 4011.52000000 0.001231101200 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 167350.55000000 GBP 225990.18000000 USD 2026-07-20 4011.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -3428.72000000 -0.00105224486 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 699618.56000000 USD 524858.52000000 GBP 2026-07-15 -3428.72000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 74050.76000000 0.022725545314 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3309501.47000000 EUR 3857554.91000000 USD 2026-07-13 74050.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2071.15000000 -0.00063561823 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 106679.94000000 USD 91361.14000000 EUR 2026-08-19 -2071.15000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -36441.19000000 -0.01118348973 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1174886.37000000 USD 1644347.61000000 AUD 2026-07-01 -36441.19000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -6406.35000000 -0.00196605405 N/A DFE IL N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 251599.35000000 USD 729638.12000000 ILS 2026-07-01 -6406.35000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 22508.89000000 0.006907785952 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 144997848.00000000 JPY 914351.42000000 USD 2026-07-01 22508.89000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 22092.34000000 0.006779950317 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1218384892.00000000 KRW 809773.29000000 USD 2026-07-07 22092.34000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -15870.11000000 -0.00487040111 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1008929.27000000 USD 869017.46000000 EUR 2026-07-03 -15870.11000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -150267.39000000 -0.04611577762 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 9076712.02000000 USD 7796000.63000000 EUR 2026-08-19 -150267.39000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 254550.07000000 0.078119240783 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 13200796.35000000 EUR 15369502.38000000 USD 2026-08-19 254550.07000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 7406.40000000 0.002272960855 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 360901.80000000 EUR 420640.07000000 USD 2026-08-19 7406.40000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 17586.43000000 0.005397125051 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 784607.00000000 CAD 572076.14000000 USD 2026-08-20 17586.43000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -19346.93000000 -0.00593740745 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 629344.20000000 USD 863150.61000000 CAD 2026-08-20 -19346.93000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -72009.01000000 -0.02209894969 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2443201.06000000 USD 3426649.46000000 AUD 2026-07-27 -72009.01000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -409.72000000 -0.00012573956 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 19933.71000000 USD 30199371.00000000 KRW 2026-07-08 -409.72000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -45437.73000000 -0.01394445097 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2274688.54000000 USD 1948675.18000000 EUR 2026-07-28 -45437.73000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -48136.69000000 -0.01477273872 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2448125.82000000 USD 2099593.33000000 EUR 2026-07-10 -48136.69000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -7066.99000000 -0.00216879882 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 296043.53000000 USD 46952503.00000000 JPY 2026-07-09 -7066.99000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -28058.47000000 -0.00861090462 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2147217.34000000 USD 1597631.95000000 GBP 2026-07-10 -28058.47000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -130567.60000000 -0.04007008044 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3670057.54000000 USD 6228882.45000000 NZD 2026-07-13 -130567.60000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 10577.05000000 0.003246006240 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 442983263.00000000 KRW 296567.76000000 USD 2026-07-01 10577.05000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -8539.28000000 -0.00262063204 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 294303.89000000 USD 442633051.00000000 KRW 2026-07-01 -8539.28000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 23333.85000000 0.007160959125 N/A DFE CO N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 314000.00000000 USD 1153636000.00000000 COP 2026-07-02 23333.85000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -21649.79000000 -0.00664413550 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 786000.00000000 USD 1083946.66000000 CAD 2026-07-02 -21649.79000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -63589.37000000 -0.01951503413 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1229672.53000000 USD 2052875.67000000 NZD 2026-07-03 -63589.37000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -3024.87000000 -0.00092830674 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 30010550.00000000 INR 314000.00000000 USD 2026-07-02 -3024.87000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -9303.37000000 -0.00285512473 N/A DFE TW N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 786000.00000000 USD 24743280.00000000 TWD 2026-07-02 -9303.37000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -7638.64000000 -0.00234423332 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 294360.47000000 USD 444013333.00000000 KRW 2026-07-02 -7638.64000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 11384.14000000 0.003493695263 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 436807.72000000 EUR 510540.86000000 USD 2026-07-03 11384.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -27808.52000000 -0.00853419710 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1244771.41000000 USD 1064453.06000000 EUR 2026-07-14 -27808.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -14695.82000000 -0.00451002154 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 578409.49000000 USD 871952306.00000000 KRW 2026-07-07 -14695.82000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -111663.64000000 -0.03426861670 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2128454.97000000 USD 3549199.55000000 NZD 2026-07-13 -111663.64000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2078.89000000 0.000637993572 N/A DFE IN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 315000.00000000 USD 30016350.00000000 INR 2026-07-03 2078.89000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 10493.80000000 0.003220457527 N/A DFE CO N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 209772.88000000 USD 757280096.80000000 COP 2026-07-24 10493.80000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -37127.53000000 -0.01139412161 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1048255.93000000 USD 1461391.23000000 AUD 2026-08-04 -37127.53000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 30528.41000000 0.009368908095 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1199003.47000000 AUD 860644.69000000 USD 2026-07-01 30528.41000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 263766.49000000 0.080947681306 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 53968157.78000000 SEK 5847360.14000000 USD 2026-08-26 263766.49000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -263548.28000000 -0.08088071452 N/A DFE SE N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5842522.61000000 USD 53923509.86000000 SEK 2026-08-26 -263548.28000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -9.36000000 -0.00000287250 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 364.42000000 USD 548616.00000000 KRW 2026-09-16 -9.36000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -23794.19000000 -0.00730223353 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1110894.25000000 USD 176743275.00000000 JPY 2026-07-01 -23794.19000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -5310.98000000 -0.00162989436 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 404844500.19000000 COP 113040.85000000 USD 2026-07-03 -5310.98000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 773.62000000 0.000237417365 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6239174.00000000 JPY 39173.59000000 USD 2026-07-09 773.62000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -44359.62000000 -0.01361358822 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1046984.20000000 USD 1763193.33000000 NZD 2026-08-04 -44359.62000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -51983.89000000 -0.01595341152 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1204038.10000000 USD 2025976.95000000 NZD 2026-08-04 -51983.89000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 78878.63000000 0.024207177352 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3060187.33000000 NZD 1817139.24000000 USD 2026-07-03 78878.63000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 835.12000000 0.000256291190 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6736818.00000000 JPY 42385.92000000 USD 2026-08-04 835.12000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -3324.24000000 -0.00102018084 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 361501.00000000 USD 554155728.00000000 KRW 2026-07-06 -3324.24000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -13859.33000000 -0.00425330991 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 620137.59000000 USD 856883.18000000 CAD 2026-09-16 -13859.33000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 851.96000000 0.000261459242 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 52800.53000000 CAD 38210.39000000 USD 2026-09-16 851.96000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -9661.00000000 -0.00296487832 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 440695.75000000 USD 609202.82000000 CAD 2026-09-16 -9661.00000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 510.13000000 0.000156554536 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1175554.44000000 MXN 67298.45000000 USD 2026-09-17 510.13000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -45268.60000000 -0.01389254641 N/A DFE CZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2412326.53000000 USD 50246035.69000000 CZK 2026-09-16 -45268.60000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -86702.82000000 -0.02660835438 N/A DFE HU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6160829.28000000 USD 1896688305.00000000 HUF 2026-09-16 -86702.82000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 8633.09000000 0.002649421531 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 20216780.59000000 MXN 1157235.71000000 USD 2026-09-17 8633.09000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -7711.05000000 -0.00236645533 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 630357.21000000 USD 469409.40000000 GBP 2026-09-16 -7711.05000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -6992.59000000 -0.00214596610 N/A DFE CN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3044305.67000000 USD 20513140.45000000 CNY 2026-09-16 -6992.59000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 42218.41000000 0.012956469178 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2270171.14000000 NZD 1334928.74000000 USD 2026-09-16 42218.41000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -12256.82000000 -0.00376151329 N/A DFE CN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3804033.05000000 USD 25608567.90000000 CNY 2026-09-16 -12256.82000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -91817.49000000 -0.02817800289 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2839536.37000000 USD 4825359.52000000 NZD 2026-09-16 -91817.49000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -3537.42000000 -0.00108560396 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 110813.28000000 USD 188786.73000000 NZD 2026-07-13 -3537.42000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2806.75000000 -0.00086136758 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 139535.45000000 USD 22221020.00000000 JPY 2026-07-06 -2806.75000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 8351.74000000 0.002563077621 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 67358360.00000000 JPY 422919.32000000 USD 2026-07-09 8351.74000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 10950.51000000 0.003360617922 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 488694.75000000 NZD 288598.68000000 USD 2026-07-08 10950.51000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -137558.44000000 -0.04221550949 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3645626.07000000 USD 6172749.86000000 NZD 2026-07-17 -137558.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 232774.94000000 0.071436639504 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 10456324.44000000 NZD 6174459.58000000 USD 2026-07-13 232774.94000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2145.95000000 -0.00065857371 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4824729.86000000 TRY 95155.03000000 USD 2026-09-16 -2145.95000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -23179.91000000 -0.00711371625 N/A DFE CL N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 795558.60000000 USD 711364633.00000000 CLP 2026-09-16 -23179.91000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -22107.98000000 -0.00678475009 N/A DFE HU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1413099.73000000 USD 434346866.00000000 HUF 2026-09-16 -22107.98000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 24206.66000000 0.007428817054 N/A DFE TR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1095789.54000000 USD 55535709.61000000 TRY 2026-09-16 24206.66000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 476.31000000 0.000146175467 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1564827.26000000 ZAR 95407.57000000 USD 2026-09-16 476.31000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 205910.02000000 0.063192025176 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 9411266.16000000 EUR 10994147.02000000 USD 2026-09-16 205910.02000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -115413.78000000 -0.03541950261 N/A DFE SE N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3246581.52000000 USD 30229930.52000000 SEK 2026-09-16 -115413.78000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 111731.60000000 0.034289473043 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 13106303.58000000 PLN 3595609.86000000 USD 2026-09-16 111731.60000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2818.33000000 -0.00086492138 N/A DFE CN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 815000.00000000 USD 5485241.77000000 CNY 2026-09-16 -2818.33000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -12578.46000000 -0.00386022186 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 70372524.54000000 INR 726387.07000000 USD 2026-09-16 -12578.46000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1256.44000000 -0.00038559069 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 231363.80000000 USD 355930070.00000000 KRW 2026-07-07 -1256.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -4557.46000000 -0.00139864552 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 25672026.36000000 INR 265018.52000000 USD 2026-09-16 -4557.46000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -5279.82000000 -0.00162033163 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 29655587.04000000 INR 306126.61000000 USD 2026-09-16 -5279.82000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 86626.57000000 0.026584953915 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 22656385.95000000 SEK 2433338.70000000 USD 2026-09-16 86626.57000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -19441.96000000 -0.00596657134 N/A DFE PL N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 630946.75000000 USD 2300472.88000000 PLN 2026-09-16 -19441.96000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -10652.25000000 -0.00326908447 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1237933.86000000 USD 1898359195.00000000 KRW 2026-07-07 -10652.25000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 47825.08000000 0.014677108279 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2245966.92000000 AUD 1600662.44000000 USD 2026-09-16 47825.08000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 80956.01000000 0.024844707519 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2310018.93000000 CHF 2964473.99000000 USD 2026-09-16 80956.01000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 45838.55000000 0.014067459202 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2073945.51000000 EUR 2423224.90000000 USD 2026-09-16 45838.55000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -28644.00000000 -0.00879059877 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2792816.29000000 USD 4271003682.00000000 KRW 2026-09-16 -28644.00000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -36697.33000000 -0.01126209691 N/A DFE NO N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 648250.47000000 USD 6060032.74000000 NOK 2026-09-16 -36697.33000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 40617.41000000 0.012465135962 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1198314.06000000 CHF 1536432.05000000 USD 2026-09-16 40617.41000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 129354.19000000 0.039697695290 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6049744.90000000 AUD 4312082.72000000 USD 2026-09-16 129354.19000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -575.00000000 -0.00017646258 N/A DFE BR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 351349.54000000 USD 1844732.65000000 BRL 2026-09-16 -575.00000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 11108.27000000 0.003409033118 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 95431154.00000000 JPY 601719.54000000 USD 2026-09-16 11108.27000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 11758.59000000 0.003608610767 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 724734.00000000 EUR 840329.07000000 USD 2026-07-14 11758.59000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 62526.70000000 0.019188909799 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4439306.40000000 NZD 2585452.05000000 USD 2026-07-17 62526.70000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 30350.41000000 0.009314281416 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5892531.25000000 NOK 625000.00000000 USD 2026-09-16 30350.41000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 20782.65000000 0.006378017650 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1398687.02000000 NZD 816133.88000000 USD 2026-08-04 20782.65000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 19610.47000000 0.006018285627 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1368808.15000000 EUR 1584258.55000000 USD 2026-07-10 19610.47000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 9378.52000000 0.002878187627 N/A DFE IN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 916482.36000000 USD 88170781.16000000 INR 2026-09-16 9378.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 7021.50000000 0.002154838335 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 363617.62000000 GBP 489340.59000000 USD 2026-09-16 7021.50000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -64084.80000000 -0.01966707737 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3548106.33000000 USD 562949291.00000000 JPY 2026-09-16 -64084.80000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -53868.21000000 -0.01653169322 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2964073.42000000 USD 470231870.00000000 JPY 2026-09-16 -53868.21000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 6117.86000000 0.001877518943 N/A DFE IN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 782000.00000000 USD 74626260.00000000 INR 2026-07-09 6117.86000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2752.66000000 0.000844767826 N/A DFE CO N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 54285.23000000 USD 198573199.93000000 COP 2026-09-16 2752.66000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -40070.70000000 -0.01229735533 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2453589.69000000 USD 2111522.97000000 EUR 2026-07-09 -40070.70000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -17824.87000000 -0.00547030024 N/A DFE SG N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2763664.10000000 USD 3533046.08000000 SGD 2026-09-16 -17824.87000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 15670.53000000 0.004809151717 N/A DFE CO N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 313000.00000000 USD 1126174000.00000000 COP 2026-07-10 15670.53000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 27593.67000000 0.008468261473 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 50294303.84000000 CZK 2396925.48000000 USD 2026-09-16 27593.67000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -503.98000000 -0.00015466715 N/A DFE IL N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 124392.53000000 USD 368575.07000000 ILS 2026-07-10 -503.98000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -25587.66000000 -0.00785263415 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1461667.35000000 USD 232819345.00000000 JPY 2026-08-05 -25587.66000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 11109.41000000 0.003409382974 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1236974.08000000 GBP 1651888.58000000 USD 2026-09-16 11109.41000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -22110.22000000 -0.00678543753 N/A DFE TW N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2793549.18000000 USD 88520869.00000000 TWD 2026-09-16 -22110.22000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 4188.68000000 0.001285470090 N/A DFE IN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 357176.00000000 USD 34220103.90000000 INR 2026-07-10 4188.68000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -4627.39000000 -0.00142010643 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 34454947.12000000 INR 357176.00000000 USD 2026-09-16 -4627.39000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 14381.74000000 0.004413633081 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1511125.43000000 EUR 1743083.18000000 USD 2026-07-28 14381.74000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 15303.90000000 0.004696636103 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1632040.68000000 EUR 1880763.68000000 USD 2026-07-09 15303.90000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2818.45000000 -0.00086495821 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 262633.00000000 USD 226643.19000000 EUR 2026-09-17 -2818.45000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2532.06000000 -0.00077706757 N/A DFE CN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1089255.00000000 USD 7338815.26000000 CNY 2026-09-17 -2532.06000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2524.21000000 0.000774658473 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 7339467.72000000 CNY 1089255.00000000 USD 2026-09-16 2524.21000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 12700.14000000 0.003897564414 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 884133.01000000 NZD 516171.00000000 USD 2026-09-17 12700.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -12714.77000000 -0.00390205423 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 516171.00000000 USD 884136.04000000 NZD 2026-09-16 -12714.77000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2818.68000000 0.000865028800 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 226652.58000000 EUR 262633.00000000 USD 2026-09-16 2818.68000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 13493.92000000 0.004141168712 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 53259907.98000000 TWD 1680971.72000000 USD 2026-09-16 13493.92000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 19467.71000000 0.005974473803 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1525840.38000000 NZD 887123.60000000 USD 2026-08-04 19467.71000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 6617.44000000 0.002030835775 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 521955.07000000 AUD 367898.99000000 USD 2026-07-14 6617.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 16374.11000000 0.005025074405 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3460378.57000000 NOK 365859.04000000 USD 2026-07-20 16374.11000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 6221.67000000 0.001909377344 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 694853.72000000 EUR 801831.31000000 USD 2026-08-19 6221.67000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2267.68000000 0.000695931609 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 299178.52000000 GBP 399108.04000000 USD 2026-07-15 2267.68000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1739.91000000 0.000533963507 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 229549.68000000 GBP 306222.26000000 USD 2026-07-15 1739.91000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 4057.51000000 0.001245215138 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 7326748.47000000 CNY 1088905.00000000 USD 2026-09-16 4057.51000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -4059.99000000 -0.00124597622 N/A DFE CN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1088905.00000000 USD 7326133.24000000 CNY 2026-09-17 -4059.99000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 14934.41000000 0.004583242781 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1010642.30000000 EUR 1170121.65000000 USD 2026-07-09 14934.41000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -28278.61000000 -0.00867846370 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2218060.73000000 USD 1914597.09000000 EUR 2026-07-23 -28278.61000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 26883.44000000 0.008250297956 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1781292.08000000 EUR 2068797.97000000 USD 2026-09-16 26883.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 32783.15000000 0.010060868529 N/A DFE CO N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 605264.93000000 USD 2185714557.27000000 COP 2026-07-09 32783.15000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 15362.08000000 0.004714491048 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1228415.82000000 AUD 865296.10000000 USD 2026-08-04 15362.08000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -32626.21000000 -0.01001270498 N/A DFE NO N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 755521.94000000 USD 7163354.35000000 NOK 2026-09-16 -32626.21000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 6138.13000000 0.001883739632 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1493607.53000000 ILS 509036.59000000 USD 2026-09-16 6138.13000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 31721.83000000 0.009735158493 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5408333.02000000 SGD 4235010.62000000 USD 2026-09-16 31721.83000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1555.15000000 -0.00047726224 N/A DFE NO N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 36230.28000000 USD 343604.53000000 NOK 2026-09-16 -1555.15000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 60408.12000000 0.018538735705 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5578057953.00000000 KRW 3670499.41000000 USD 2026-09-16 60408.12000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -5396.23000000 -0.00165605686 N/A DFE IL N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 484132.13000000 USD 1421844.75000000 ILS 2026-09-16 -5396.23000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 5392.71000000 0.001654976606 N/A DFE ZA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 939028.40000000 USD 15567641.95000000 ZAR 2026-09-16 5392.71000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -5590.20000000 -0.00171558459 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 59350522.50000000 INR 621000.00000000 USD 2026-07-13 -5590.20000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 6206.33000000 0.001904669630 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 657739836.00000000 CLP 720360.80000000 USD 2026-09-16 6206.33000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 4854.80000000 0.001489896624 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1986071.25000000 SEK 210580.59000000 USD 2026-09-17 4854.80000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 16706.69000000 0.005127140365 N/A DFE CO N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 311000.00000000 USD 1123954000.00000000 COP 2026-07-14 16706.69000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 23212.54000000 0.007123730122 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1728837.57000000 EUR 1999400.65000000 USD 2026-07-10 23212.54000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 21490.61000000 0.006595284523 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2554024.44000000 AUD 1788838.72000000 USD 2026-07-27 21490.61000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -34540.17000000 -0.01060008295 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2576699456.25000000 COP 705587.43000000 USD 2026-09-16 -34540.17000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2960.95000000 -0.00090869024 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2156354.98000000 BRL 407068.34000000 USD 2026-09-16 -2960.95000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 214.23000000 0.000065745355 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 422474.05000000 ILS 142185.54000000 USD 2026-07-01 214.23000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2202.83000000 0.000676029698 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 23693541.00000000 JPY 147992.14000000 USD 2026-07-06 2202.83000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1550.55000000 -0.00047585054 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 104831.97000000 USD 16759487.00000000 JPY 2026-07-24 -1550.55000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -48268.00000000 -0.01481303664 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3854048.65000000 USD 5504541.33000000 AUD 2026-09-16 -48268.00000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -39988.14000000 -0.01227201837 N/A DFE CH N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2840397.33000000 USD 2243439.54000000 CHF 2026-09-16 -39988.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 16601.73000000 0.005094929038 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 40813901.90000000 CNY 6059781.64000000 USD 2026-09-16 16601.73000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 52374.22000000 0.016073200463 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1659096368.00000000 HUF 5365614.74000000 USD 2026-09-16 52374.22000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 52044.71000000 0.015972076660 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 553932222.00000000 JPY 3480260.75000000 USD 2026-09-16 52044.71000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -6067.09000000 -0.00186193806 N/A DFE MX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1585293.20000000 USD 27796269.40000000 MXN 2026-09-17 -6067.09000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 55619.11000000 0.017069029469 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3705097.00000000 NZD 2165492.11000000 USD 2026-09-17 55619.11000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -11031.79000000 -0.00338556205 N/A DFE PL N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 479647.75000000 USD 1762926.60000000 PLN 2026-09-17 -11031.79000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -120445.95000000 -0.03696383257 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 11770519.37000000 USD 10163100.96000000 EUR 2026-09-16 -120445.95000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1518.93000000 -0.00046614663 N/A DFE ZA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 313000.00000000 USD 5134389.40000000 ZAR 2026-09-16 -1518.93000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 10752.88000000 0.003299966964 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 672807.98000000 EUR 782000.00000000 USD 2026-09-16 10752.88000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -5948.11000000 -0.00182542411 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 23165581.27000000 TRY 461235.31000000 USD 2026-09-16 -5948.11000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2077.03000000 0.000637422754 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 136248.02000000 GBP 182801.51000000 USD 2026-07-10 2077.03000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -26272.23000000 -0.00806272283 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1911508.75000000 USD 1648250.22000000 EUR 2026-07-24 -26272.23000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -8626.53000000 -0.00264740832 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 420932.97000000 USD 637066770.00000000 KRW 2026-09-16 -8626.53000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 160.75000000 0.000049332801 N/A DFE IN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 37422.41000000 USD 3557737.29000000 INR 2026-07-02 160.75000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -23480.19000000 -0.00720586962 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2089058.67000000 USD 1557255.81000000 GBP 2026-08-17 -23480.19000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 24416.92000000 0.007493344050 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1610345.20000000 GBP 2160439.12000000 USD 2026-07-10 24416.92000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 9506.81000000 0.002917558732 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 582378.22000000 GBP 782000.00000000 USD 2026-09-16 9506.81000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 10653.94000000 0.003269603124 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 668438.15000000 AUD 472797.00000000 USD 2026-09-17 10653.94000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -10657.82000000 -0.00327079386 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 472797.00000000 USD 668421.14000000 AUD 2026-09-16 -10657.82000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 4375.69000000 0.001342861860 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 234450.31000000 EUR 273140.00000000 USD 2026-09-17 4375.69000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -6052.92000000 -0.00185758941 N/A DFE CN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1096138.00000000 USD 7361520.31000000 CNY 2026-09-17 -6052.92000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -4517.09000000 -0.00138625631 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 282541.00000000 USD 44923191.00000000 JPY 2026-09-16 -4517.09000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 4514.92000000 0.001385590357 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 44919806.00000000 JPY 282541.00000000 USD 2026-09-17 4514.92000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 6047.17000000 0.001855824786 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 7362160.45000000 CNY 1096138.00000000 USD 2026-09-16 6047.17000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -12579.62000000 -0.00386057785 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 977898.00000000 USD 727747.25000000 GBP 2026-09-17 -12579.62000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -4379.21000000 -0.00134394211 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 273140.00000000 USD 234457.15000000 EUR 2026-09-16 -4379.21000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 12578.50000000 0.003860234138 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 727748.88000000 GBP 977898.00000000 USD 2026-09-16 12578.50000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -8963.24000000 -0.00275074174 N/A DFE HU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 313000.00000000 USD 94937595.00000000 HUF 2026-09-16 -8963.24000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 8795.29000000 0.002699199325 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1144414.08000000 PLN 313000.00000000 USD 2026-09-16 8795.29000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -7551.40000000 -0.00231746011 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 469000.00000000 USD 74561010.00000000 JPY 2026-09-16 -7551.40000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -13406.21000000 -0.00411425126 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 625000.00000000 USD 945875000.00000000 KRW 2026-07-20 -13406.21000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -18096.43000000 -0.00555363969 N/A DFE NO N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 469000.00000000 USD 4468116.10000000 NOK 2026-09-16 -18096.43000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 3524.10000000 0.001081516168 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5101336.60000000 ZAR 313000.00000000 USD 2026-09-16 3524.10000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -19620.42000000 -0.00602133919 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1265394.74000000 USD 1088979.98000000 EUR 2026-07-28 -19620.42000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -120.49000000 -0.00003697735 N/A DFE IN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1090925.00000000 USD 103354234.50000000 INR 2026-07-17 -120.49000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 12.98000000 0.000003983451 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 103888787.75000000 INR 1090925.00000000 USD 2026-09-16 12.98000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -24486.91000000 -0.00751482338 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1183931.03000000 USD 1675532.17000000 AUD 2026-07-27 -24486.91000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -6089.75000000 -0.00186889222 N/A DFE CN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1097716.00000000 USD 7371928.05000000 CNY 2026-09-17 -6089.75000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 5149.40000000 0.001580306846 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 57428072.00000000 JPY 360593.99000000 USD 2026-09-17 5149.40000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -5152.22000000 -0.00158117228 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 360593.99000000 USD 57432392.00000000 JPY 2026-09-16 -5152.22000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 6089.20000000 0.001868723434 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 7372533.99000000 CNY 1097716.00000000 USD 2026-09-16 6089.20000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -14337.39000000 -0.00440002244 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 986127.62000000 USD 1378123.21000000 CAD 2026-07-02 -14337.39000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 14171.93000000 0.004349244186 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1373713.25000000 CAD 986127.62000000 USD 2026-09-16 14171.93000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 4808.76000000 0.001475767342 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5632015.59000000 MXN 324787.89000000 USD 2026-09-17 4808.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -4878.18000000 -0.00149707174 N/A DFE MX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 324787.89000000 USD 5602627.48000000 MXN 2026-07-17 -4878.18000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 12823.51000000 0.003935425613 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 670857.15000000 EUR 781834.37000000 USD 2026-09-16 12823.51000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 25426.26000000 0.007803101869 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2463391.28000000 CAD 1762498.50000000 USD 2026-07-02 25426.26000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 7809.27000000 0.002396598215 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 428081162.00000000 KRW 284242.89000000 USD 2026-07-02 7809.27000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2922.09000000 -0.00089676444 N/A DFE IL N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 135720.32000000 USD 395081.85000000 ILS 2026-07-10 -2922.09000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 20268.73000000 0.006220299995 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2183245.43000000 CAD 1565000.00000000 USD 2026-09-16 20268.73000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -15879.75000000 -0.00487335954 N/A DFE SG N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1565000.00000000 USD 1993238.78000000 SGD 2026-09-16 -15879.75000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -276.23000000 -0.00008477262 N/A DFE IN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 783000.00000000 USD 74181420.00000000 INR 2026-07-20 -276.23000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2480.36000000 -0.00076120128 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 173123.00000000 USD 148862.44000000 EUR 2026-09-16 -2480.36000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 15823.68000000 0.004856152143 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1125955.62000000 AUD 794284.00000000 USD 2026-09-17 15823.68000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 5306.47000000 0.001628510287 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 7396318.72000000 CNY 1100455.00000000 USD 2026-09-16 5306.47000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -5306.80000000 -0.00162861156 N/A DFE CN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1100455.00000000 USD 7395712.37000000 CNY 2026-09-17 -5306.80000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -15831.36000000 -0.00485850906 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 794284.00000000 USD 1125925.30000000 AUD 2026-09-16 -15831.36000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -35817.67000000 -0.01099213678 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1510034.87000000 USD 2595342.02000000 NZD 2026-07-03 -35817.67000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -16925.60000000 -0.00519432197 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1496783.27000000 USD 1115670.30000000 GBP 2026-07-20 -16925.60000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -11524.08000000 -0.00353664165 N/A DFE MX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 785000.00000000 USD 13611900.00000000 MXN 2026-09-15 -11524.08000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -9578.61000000 -0.00293959353 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 628000.00000000 USD 99924722.00000000 JPY 2026-09-16 -9578.61000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 20314.99000000 0.006234496794 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2188833.45000000 CAD 1569000.00000000 USD 2026-09-16 20314.99000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 14306.65000000 0.004390588602 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1057815.81000000 EUR 1223681.33000000 USD 2026-07-14 14306.65000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -11736.08000000 -0.00360170264 N/A DFE SE N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 782000.00000000 USD 7436530.66000000 SEK 2026-09-16 -11736.08000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 14358.78000000 0.004406586854 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 7606748.60000000 NOK 782000.00000000 USD 2026-09-16 14358.78000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2712.14000000 0.000832332584 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 73867720.00000000 INR 782000.00000000 USD 2026-07-22 2712.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2940.01000000 -0.00090226394 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 532000.00000000 USD 461532.72000000 EUR 2026-09-16 -2940.01000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2998.54000000 0.000920226296 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 473247.23000000 EUR 545487.00000000 USD 2026-09-16 2998.54000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -4206.60000000 -0.00129096958 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 626000.00000000 USD 542429.98000000 EUR 2026-09-16 -4206.60000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 11426.95000000 0.003506833286 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5933409.54000000 SEK 626000.00000000 USD 2026-09-16 11426.95000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -59918.14000000 -0.01838836503 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3253098.96000000 USD 5611693.91000000 NZD 2026-08-24 -59918.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 69650.61000000 0.021375176888 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6518669.01000000 NZD 3774309.36000000 USD 2026-07-17 69650.61000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 10079.21000000 0.003093223399 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3379251.53000000 NOK 351099.13000000 USD 2026-09-16 10079.21000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2663.96000000 -0.00081754655 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 351099.13000000 USD 303962.19000000 EUR 2026-09-16 -2663.96000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 11391.49000000 0.003495950915 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1670981.81000000 EUR 1922965.87000000 USD 2026-07-28 11391.49000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 6444.09000000 0.001977636141 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1509153.00000000 EUR 1732507.64000000 USD 2026-07-23 6444.09000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1243.61000000 0.000381653279 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 7395034.60000000 CNY 1096202.00000000 USD 2026-09-16 1243.61000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1407.95000000 -0.00043208782 N/A DFE CN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1094000.00000000 USD 7379052.97000000 CNY 2026-09-16 -1407.95000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -3552.41000000 -0.00109020426 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 284836.00000000 USD 406838.25000000 AUD 2026-09-16 -3552.41000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 710.41000000 0.000218018756 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1401712.98000000 CAD 992477.00000000 USD 2026-09-16 710.41000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -745.51000000 -0.00022879064 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1000000.00000000 USD 1412296.00000000 CAD 2026-09-16 -745.51000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 3496.64000000 0.001073088929 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 401370.66000000 AUD 281000.00000000 USD 2026-09-16 3496.64000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -513.87000000 -0.00015770231 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 125948.00000000 USD 109424.18000000 EUR 2026-09-16 -513.87000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 3801.06000000 0.001166512825 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 814961.23000000 EUR 938000.00000000 USD 2026-09-16 3801.06000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -3875.44000000 -0.00118933941 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 946454.00000000 USD 822271.30000000 EUR 2026-09-16 -3875.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A -8580.23000000 -0.00263319924 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6012388.61000000 NZD 4924457.71000000 AUD 2026-07-17 -8580.23000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A -5704.60000000 -0.00175069298 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4637682.39000000 CAD 2857000.00000000 EUR 2026-07-10 -5704.60000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -23800.58000000 -0.00730419457 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2175631.64000000 USD 3108564.78000000 AUD 2026-07-10 -23800.58000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 539.79000000 0.000165656937 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 236117.80000000 USD 178415.94000000 GBP 2026-07-10 539.79000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 394.52000000 0.000121074815 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 434740.46000000 ILS 146523.14000000 USD 2026-07-10 394.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -30834.47000000 -0.00946283529 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3456918.79000000 USD 6028493.09000000 NZD 2026-07-17 -30834.47000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1943.08000000 0.000596314644 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 53834997.00000000 JPY 333307.35000000 USD 2026-07-10 1943.08000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -5134.43000000 -0.00157571268 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1661800.82000000 USD 1449308.94000000 EUR 2026-07-10 -5134.43000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2267.36000000 0.000695833404 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2436912.92000000 CAD 1721288.82000000 USD 2026-07-10 2267.36000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1077.30000000 0.000330614162 N/A DFE IN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 780000.00000000 USD 74049300.00000000 INR 2026-07-24 1077.30000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A 3894.60000000 0.001195219451 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4959209.77000000 SEK 451089.70000000 EUR 2026-07-10 3894.60000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1367.80000000 -0.00041976612 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 529098.21000000 USD 461676.78000000 EUR 2026-07-10 -1367.80000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 4826.51000000 0.001481214665 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1742417.26000000 EUR 1997681.39000000 USD 2026-07-23 4826.51000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -5138.76000000 -0.00157704152 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2141458.65000000 USD 1865382.10000000 EUR 2026-08-24 -5138.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2735.69000000 0.000839559878 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 10726681.10000000 CNY 1591000.00000000 USD 2026-09-16 2735.69000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A 2800.96000000 0.000859590683 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2985939.57000000 SEK 272000.00000000 EUR 2026-07-10 2800.96000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -635.36000000 -0.00019498655 N/A DFE CH N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 614481.00000000 USD 491758.70000000 CHF 2026-09-16 -635.36000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2303.20000000 0.000706832394 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 7373391.68000000 CNY 1094057.00000000 USD 2026-09-16 2303.20000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 619.50000000 0.000190119254 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 499397.18000000 CHF 624000.00000000 USD 2026-09-16 619.50000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2365.97000000 -0.00072609597 N/A DFE CN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1092000.00000000 USD 7359075.36000000 CNY 2026-09-16 -2365.97000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -5040.70000000 -0.00154694774 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 572670.56000000 USD 998794.06000000 NZD 2026-07-17 -5040.70000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1595.99000000 0.000489795689 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 269114.18000000 USD 204088.15000000 GBP 2026-07-10 1595.99000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1136.89000000 -0.00034890182 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 570699.48000000 USD 498273.01000000 EUR 2026-07-10 -1136.89000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -256.00000000 -0.00007856421 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 312000.00000000 USD 272724.41000000 EUR 2026-07-10 -256.00000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -3269.79000000 -0.00100347060 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 479166.00000000 USD 837380.73000000 NZD 2026-07-17 -3269.79000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1484.40000000 -0.00045554967 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 218000.00000000 USD 34984659.00000000 JPY 2026-09-16 -1484.40000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -5153.29000000 -0.00158150065 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1149917.31000000 USD 1653978.98000000 AUD 2026-07-17 -5153.29000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -472.33000000 -0.00014495403 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6939253.11000000 CNY 1027000.00000000 USD 2026-09-16 -472.33000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A 2161.74000000 0.000663419529 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2185000.00000000 AUD 2664823.82000000 NZD 2026-07-17 2161.74000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A 2238.04000000 0.000686835346 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 10967247.81000000 SEK 992003.89000000 EUR 2026-07-10 2238.04000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2248.55000000 -0.00069006077 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 548976.33000000 EUR 627049.00000000 USD 2026-09-16 -2248.55000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -832.52000000 -0.00025549327 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 131459.96000000 GBP 173542.00000000 USD 2026-09-16 -832.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2209.73000000 0.000678147249 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 622000.00000000 USD 544537.90000000 EUR 2026-09-16 2209.73000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -365.39000000 -0.00011213506 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5368144.05000000 CNY 794478.00000000 USD 2026-09-16 -365.39000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 815.25000000 0.000250193256 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 171000.00000000 USD 129530.54000000 GBP 2026-09-16 815.25000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1428.18000000 0.000438296235 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 33819054.00000000 JPY 210730.00000000 USD 2026-09-16 1428.18000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1482.07000000 0.000454834615 N/A DFE CH N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1020573.00000000 USD 818779.90000000 CHF 2026-09-16 1482.07000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 3050.06000000 0.000936037344 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1414590.42000000 USD 1240200.82000000 EUR 2026-07-10 3050.06000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 142.86000000 0.000043842512 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 373969.00000000 USD 540524.64000000 AUD 2026-07-17 142.86000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 235.76000000 0.000072352728 N/A DFE CN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 286015.00000000 USD 1933255.47000000 CNY 2026-09-16 235.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 828.44000000 0.000254241155 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 208017.00000000 USD 182705.20000000 EUR 2026-07-10 828.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -231.25000000 -0.00007096864 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3364910.80000000 CNY 498000.00000000 USD 2026-09-16 -231.25000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2220.67000000 -0.00068150464 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1152313.15000000 USD 2023687.66000000 NZD 2026-07-17 -2220.67000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A -1708.77000000 -0.00052440690 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1261415.18000000 NZD 1033296.40000000 AUD 2026-07-17 -1708.77000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1948.32000000 -0.00059792275 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2130316.60000000 USD 3742650.38000000 NZD 2026-08-06 -1948.32000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 3860.39000000 0.001184720695 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6909843.04000000 NZD 3933082.66000000 USD 2026-08-04 3860.39000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 12994.55000000 0.003987916327 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6450798.84000000 AUD 4476854.39000000 USD 2026-07-27 12994.55000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -3661.65000000 -0.00112372908 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2583962.00000000 EUR 2954982.77000000 USD 2026-08-19 -3661.65000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -5848.50000000 -0.00179485466 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2023468.48000000 USD 2916080.82000000 AUD 2026-08-04 -5848.50000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2077.81000000 0.000637662129 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4352606.57000000 NZD 2478809.44000000 USD 2026-08-24 2077.81000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -569.22000000 -0.00017468875 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 311000.00000000 USD 448995.68000000 AUD 2026-09-16 -569.22000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 74.63000000 0.000022903309 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 467000.00000000 USD 820245.13000000 NZD 2026-09-16 74.63000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -5399.77000000 -0.00165714325 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 12913399.60000000 ZAR 778000.00000000 USD 2026-09-16 -5399.77000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2933.35000000 0.000900220042 N/A DFE IL N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 441200.84000000 USD 1321322.97000000 ILS 2026-07-10 2933.35000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2974.05000000 -0.00091271052 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 195152500.00000000 HUF 622000.00000000 USD 2026-09-16 -2974.05000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -23.47000000 -0.00000720274 N/A DFE PL N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 623338.45000000 USD 2344902.63000000 PLN 2026-09-16 -23.47000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1433.44000000 -0.00043991048 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 97559518.00000000 HUF 311000.00000000 USD 2026-09-16 -1433.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -60.77000000 -0.00001864979 N/A DFE PL N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 310359.38000000 USD 1167339.22000000 PLN 2026-09-16 -60.77000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 7044.01000000 0.002161746462 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1120080.12000000 USD 1983272.86000000 NZD 2026-07-17 7044.01000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2045.85000000 -0.00062785387 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 246046.56000000 EUR 280000.00000000 USD 2026-09-16 -2045.85000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2717.31000000 0.000833919213 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 374000.00000000 USD 328634.50000000 EUR 2026-09-16 2717.31000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1216.50000000 -0.00037333345 N/A DFE IN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 407726.00000000 USD 38712360.52000000 INR 2026-09-16 -1216.50000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2347.94000000 -0.00072056271 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 808473.33000000 SGD 623000.00000000 USD 2026-07-10 -2347.94000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2709.28000000 -0.00083145487 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 325835.06000000 EUR 370799.00000000 USD 2026-09-16 -2709.28000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2139.99000000 0.000656744640 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 294503.00000000 USD 258780.57000000 EUR 2026-09-16 2139.99000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2434.25000000 0.000747050518 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 570179.84000000 USD 827324.80000000 AUD 2026-07-17 2434.25000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1728.52000000 -0.00053046801 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 550273.01000000 NZD 311000.00000000 USD 2026-07-17 -1728.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2692.28000000 0.000826237720 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 351501.00000000 USD 267025.99000000 GBP 2026-07-10 2692.28000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1618.82000000 0.000496802021 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 279880.00000000 USD 495321.63000000 NZD 2026-07-17 1618.82000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 6167.78000000 0.001892838964 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 846752.45000000 USD 746164.06000000 EUR 2026-07-10 6167.78000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -10638.69000000 -0.00326492302 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1473079.82000000 GBP 1943286.90000000 USD 2026-08-17 -10638.69000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1699.17000000 -0.00052146074 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 273560.03000000 EUR 311000.00000000 USD 2026-07-10 -1699.17000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -25730.03000000 -0.00789632628 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3349061.74000000 EUR 3805538.86000000 USD 2026-07-28 -25730.03000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 12689.79000000 0.003894388088 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1876740.26000000 USD 1651478.58000000 EUR 2026-07-31 12689.79000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -4154.11000000 -0.00127486085 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1300434.75000000 AUD 895609.41000000 USD 2026-08-04 -4154.11000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2816.83000000 -0.00086446105 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 333813.08000000 EUR 378756.00000000 USD 2026-07-10 -2816.83000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 934.03000000 0.000286645823 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 112923.00000000 USD 85836.71000000 GBP 2026-07-10 934.03000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 2877.44000000 0.000883061741 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 373662.75000000 USD 662644.80000000 NZD 2026-07-13 2877.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A -443.32000000 -0.00013605111 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3209901.04000000 SEK 289379.45000000 EUR 2026-07-10 -443.32000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A -3490.14000000 -0.00107109413 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 684000.00000000 EUR 1103432.90000000 CAD 2026-07-10 -3490.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 3831.25000000 0.001175777878 N/A DFE GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 544648.44000000 USD 413498.34000000 GBP 2026-07-10 3831.25000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 513.91000000 0.000157714586 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 120205.00000000 USD 105310.79000000 EUR 2026-09-16 513.91000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 275.17000000 0.000084447321 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 441719.82000000 ILS 148749.75000000 USD 2026-07-10 275.17000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 662.76000000 0.000203395379 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3882.77000000 AUD 3350.13000000 USD 2026-07-17 662.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 225.24000000 0.000069124230 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 19408.55000000 GBP 25969.47000000 USD 2026-07-10 225.24000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1859.76000000 0.000570744448 N/A DFE NZ N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 262689.37000000 USD 465497.18000000 NZD 2026-07-17 1859.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1209.09000000 0.000371059386 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2124.35000000 EUR 3637.38000000 USD 2026-07-10 1209.09000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -947.52000000 -0.00029078578 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 991431507.50000000 COP 288398.82000000 USD 2026-07-10 -947.52000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 957.81000000 0.000293943702 N/A DFE CH N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 421680.00000000 USD 338579.94000000 CHF 2026-09-16 957.81000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -3188.53000000 -0.00097853260 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 553191.46000000 GBP 730590.00000000 USD 2026-09-16 -3188.53000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1751.45000000 0.000537505034 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 49177704.00000000 JPY 306106.00000000 USD 2026-09-16 1751.45000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A -4311.97000000 -0.00132330673 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1332493.32000000 EUR 2153112.00000000 CAD 2026-07-10 -4311.97000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A 1135.01000000 0.000348324867 N/A DFE XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 879104.43000000 CAD 543502.84000000 EUR 2026-07-10 1135.01000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A -918.32000000 -0.00028182455 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 710805.66000000 NZD 582325.45000000 AUD 2026-07-17 -918.32000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -737.55000000 -0.00022634779 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1527815.38000000 USD 2164810.50000000 CAD 2026-07-10 -737.55000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -12913.27000000 -0.00396297219 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3087300.63000000 USD 499522154.00000000 JPY 2026-07-09 -12913.27000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -167.39000000 -0.00005137056 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 187355.12000000 EUR 214246.00000000 USD 2026-08-07 -167.39000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 12152.21000000 0.003729409381 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 472877123.00000000 JPY 2922548.55000000 USD 2026-07-09 12152.21000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A 1109.83000000 0.000340597341 N/A DFE CA N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1338344.80000000 EUR 2170280.00000000 CAD 2026-07-10 1109.83000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -12132.61000000 -0.00372339430 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2922777.96000000 USD 472877123.00000000 JPY 2026-07-10 -12132.61000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A 3822.05000000 0.001172954477 N/A DFE SE N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1312836.16000000 EUR 14580000.00000000 SEK 2026-07-10 3822.05000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1379.76000000 0.000423436550 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 442633051.00000000 KRW 287144.37000000 USD 2026-07-01 1379.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1214.33000000 0.000372667497 N/A DFE AU N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 307087.05000000 USD 445531.51000000 AUD 2026-07-27 1214.33000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1380.85000000 -0.00042377106 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 287371.56000000 USD 442983263.00000000 KRW 2026-07-01 -1380.85000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -444.17000000 -0.00013631197 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 255337.64000000 ILS 85382.07000000 USD 2026-07-10 -444.17000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -610.14000000 -0.00018724675 N/A DFE IN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 280272.43000000 USD 26473692.92000000 INR 2026-07-02 -610.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 557.32000000 0.000171036744 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 26479298.37000000 INR 280272.43000000 USD 2026-07-03 557.32000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 52.70000000 0.000016173179 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3536561.27000000 INR 37411.30000000 USD 2026-07-03 52.70000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -420.87000000 -0.00012916140 N/A DFE KR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 193332.73000000 USD 298392703.00000000 KRW 2026-07-08 -420.87000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 422.24000000 0.000129581847 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 298393942.00000000 KRW 193332.73000000 USD 2026-07-07 422.24000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -43.03000000 -0.00001320553 N/A DFE IN N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 37411.30000000 USD 3539516.76000000 INR 2026-07-13 -43.03000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 18138.91000000 0.005566676441 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 628512590.00000000 JPY 3886749.08000000 USD 2026-07-10 18138.91000000 N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AT6 90000.00000000 PA USD 95638.50000000 0.029350638205 Long DBT CORP CO N 2 2029-01-19 Fixed 8.62500000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 28368EAE6 500.00000000 PA USD 568.01000000 0.000174317414 Long DBT CORP US N 2 2032-01-15 Fixed 7.75000000 N N N N N N ELASTIC NV 2549003I48WHHH937I59 28415LAA1 380000.00000000 PA USD 362542.80000000 0.111261286581 Long DBT CORP NL N 2 2029-07-15 Fixed 4.12500000 N N N N N N ELECTRONIC ARTS INC 549300O7A67PUEYKDL45 285512AF6 287000.00000000 PA USD 221483.64000000 0.067971436043 Long DBT CORP US N 2 2051-02-15 Fixed 2.95000000 N N N N N N Elmwood CLO X Ltd N/A 29002VAW8 1450000.00000000 PA USD 1453900.50000000 0.446189636621 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 1750000.00000000 PA USD 1752275.00000000 0.537758220394 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 2175000.00000000 PA USD 2177312.03000000 0.668198452010 Long ABS-CBDO CORP KY N 2 2037-10-18 Floating 5.01500000 N N N N N N ESAB CORP 549300ZNV0SWBXEIWT04 29605JAB2 300000.00000000 PA USD 299877.00000000 0.092029688180 Long DBT CORP US N 2 2031-04-01 Fixed 5.62500000 N N N N N N Exeter Automobile Receivables Trust N/A 30167MAC1 34906.28000000 PA USD 34914.17000000 0.010714860353 Long ABS-O CORP US N 2 2028-08-15 Fixed 4.67000000 N N N N N N EXPEDIA GROUP INC 2549009GW3Z3DQCB8H87 30212PAR6 200000.00000000 PA USD 189862.00000000 0.058267025004 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N EXPEDIA GROUP INC 2549009GW3Z3DQCB8H87 30212PBH7 81000.00000000 PA USD 74409.84000000 0.022835743897 Long DBT CORP US N 2 2031-03-15 Fixed 2.95000000 N N N N N N EXPEDIA GROUP INC 2549009GW3Z3DQCB8H87 30212PBL8 375000.00000000 PA USD 371302.50000000 0.113949563640 Long DBT CORP US N 2 2035-02-15 Fixed 5.40000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAD4 650000.00000000 PA USD 632482.50000000 0.194103473273 Long DBT CORP US N 2 2035-11-15 Fixed 4.87500000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AG9 295000.00000000 PA USD 290474.70000000 0.089144202674 Long DBT CORP US N 2 2033-05-15 Fixed 6.00000000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AJ3 790000.00000000 PA USD 777913.00000000 0.238734850695 Long DBT CORP US N 2 2034-09-15 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXBH2 1182.55000000 PA USD 1191.86000000 0.000365771646 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4EM1 846.99000000 PA USD 853.67000000 0.000261984026 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7EV4 12600.67000000 PA USD 12718.60000000 0.003903229631 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7LA2 1.34000000 PA USD 1.35000000 0.000000414303 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9UC4 6893.58000000 PA USD 6668.88000000 0.002046622271 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3P3 272815.76000000 PA USD 259298.11000000 0.079576373677 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3T5 277370.01000000 PA USD 263358.73000000 0.080822543248 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7FQ1 5845.26000000 PA USD 5867.50000000 0.001800685599 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QJ4T0 1105.67000000 PA USD 1141.04000000 0.000350175423 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 6.53500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312933AN4 1030.85000000 PA USD 1040.51000000 0.000319323625 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312941Z42 796.08000000 PA USD 800.62000000 0.000245703434 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296LKE0 200.51000000 PA USD 201.93000000 0.000061970591 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296LVE8 3222.23000000 PA USD 3245.04000000 0.000995875039 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296NDL8 529.64000000 PA USD 533.39000000 0.000163692831 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296NV61 927.85000000 PA USD 934.42000000 0.000286765511 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297KC91 11268.81000000 PA USD 11357.76000000 0.003485599466 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297KFM9 24445.93000000 PA USD 24638.63000000 0.007561384954 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMKF1 3718843.76000000 PA USD 3624667.69000000 1.112379533176 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMKH7 1615825.74000000 PA USD 1530455.36000000 0.469683668823 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPHR2 412327.40000000 PA USD 428103.13000000 0.131381191499 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQGL4 2607739.45000000 PA USD 2110249.23000000 0.647617451892 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLL7 1955119.14000000 PA USD 1735603.06000000 0.532641744507 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLV5 1441661.29000000 PA USD 1231124.10000000 0.377821463583 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLY9 806708.31000000 PA USD 688394.13000000 0.211262274631 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVML6 2248470.91000000 PA USD 2187507.44000000 0.671327336197 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMU6 2112206.63000000 PA USD 2217745.99000000 0.680607288736 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWA60 2320725.90000000 PA USD 1960531.95000000 0.601670498328 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBP7 6970858.77000000 PA USD 5621577.46000000 1.725214073533 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWKH5 1738376.14000000 PA USD 1779211.99000000 0.546024952389 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E06J6 634000.10000000 PA USD 664688.18000000 0.203987121196 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GEV56 817.14000000 PA USD 821.88000000 0.000252227947 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L5TH6 3585.41000000 PA USD 3490.33000000 0.001071152444 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132Y1WP9 779022.36000000 PA USD 762219.94000000 0.233918784713 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KGR83 1316034.54000000 PA USD 1172797.21000000 0.359921439576 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KHRK4 686751.95000000 PA USD 669368.01000000 0.205423321023 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKH44 798500.04000000 PA USD 707848.25000000 0.217232577780 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KL2H9 2123777.21000000 PA USD 1797517.86000000 0.551642867427 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMNS0 1326268.26000000 PA USD 1128023.78000000 0.346180856598 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMQE8 1327044.36000000 PA USD 1129927.98000000 0.346765239302 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQDS2 710012.71000000 PA USD 736290.42000000 0.225961236651 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A3B75 116689.94000000 PA USD 9808.94000000 0.003010279846 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 2.20800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A9EA2 9774.31000000 PA USD 10394.19000000 0.003189888069 Long ABS-MBS USGSE US N 2 2042-10-25 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABDT7 26606.47000000 PA USD 28315.36000000 0.008689741965 Long ABS-MBS USGSE US N 2 2042-07-25 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AWKF3 298828.84000000 PA USD 30733.71000000 0.009431912910 Long ABS-MBS USGSE US N 2 2047-05-25 Floating 2.35800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BS6J9 1624867.61000000 PA USD 1635990.48000000 0.502071495117 Long ABS-MBS USGSE US N 2 2054-10-25 Floating 4.72800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BU2R0 1254507.51000000 PA USD 1266855.88000000 0.388787241457 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.92800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BUZ45 738415.34000000 PA USD 743947.77000000 0.228311211917 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.62800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B9HA6 189332.64000000 PA USD 15909.79000000 0.004882578566 Long ABS-MBS USGSE US N 2 2044-03-15 Floating 2.34300000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FQKJ1 196107.64000000 PA USD 196107.31000000 0.060183657263 Long ABS-MBS USGSE US N 2 2029-11-25 Floating 4.26200000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9Y94 452034.30000000 PA USD 452447.46000000 0.138852258299 Long ABS-MBS USGSE US N 2 2033-02-25 Floating 4.27200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HFGH2 715275.49000000 PA USD 719976.57000000 0.220954655524 Long ABS-MBS USGSE US N 2 2054-09-25 Floating 4.87800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJSY4 344551.71000000 PA USD 345006.00000000 0.105879392552 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 4.62800000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HMCE8 1350000.00000000 PA USD 1339239.69000000 0.411001214065 Long ABS-MBS USGSE US N 2 2030-07-25 Variable 4.26600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ANZG1 12817.77000000 PA USD 12688.58000000 0.003894016749 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EP2E3 80784.34000000 PA USD 79681.12000000 0.024453454674 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPK94 670807.15000000 PA USD 661867.64000000 0.203121521578 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERH60 49372.47000000 PA USD 47027.98000000 0.014432485102 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ET6A9 324417.77000000 PA USD 319370.38000000 0.098012039888 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M6P76 1882.56000000 PA USD 1730.11000000 0.000530955971 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MJGD5 6588.97000000 PA USD 6060.77000000 0.001859998510 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MKQH2 13788.13000000 PA USD 12672.11000000 0.003888962247 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MN5G1 10968.58000000 PA USD 10104.57000000 0.003101006166 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MQHG1 6018.88000000 PA USD 5596.46000000 0.001717505739 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MRK75 21960.77000000 PA USD 20221.58000000 0.006205830063 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MRXV8 6686.83000000 PA USD 6134.38000000 0.001882588790 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W0FU8 7222.22000000 PA USD 6600.89000000 0.002025756721 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W3FS7 11907.53000000 PA USD 10969.48000000 0.003366439653 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W4AP6 5526.10000000 PA USD 5039.82000000 0.001546677681 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHGK2 25988.08000000 PA USD 24754.02000000 0.007596797159 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WK2U8 46085.72000000 PA USD 43838.05000000 0.013453522850 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WLA60 227333.61000000 PA USD 222288.76000000 0.068218520489 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WMKE0 4923.58000000 PA USD 4558.42000000 0.001398940136 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WMWQ0 31315.95000000 PA USD 28631.24000000 0.008786682838 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WPGT5 6897.11000000 PA USD 6305.31000000 0.001935045746 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WRNS5 7111.18000000 PA USD 6492.97000000 0.001992636996 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WVH46 7664.00000000 PA USD 6980.26000000 0.002142182132 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WVN49 13090.72000000 PA USD 11936.96000000 0.003663350996 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XRXN4 9392.56000000 PA USD 9482.37000000 0.002910058304 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XZSV4 181686.56000000 PA USD 162881.62000000 0.049986976990 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YDZ28 11163.14000000 PA USD 10352.30000000 0.003177032386 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394EZ35 13147.08000000 PA USD 13406.51000000 0.004114343330 Long ABS-MBS USGSE US N 2 2035-08-25 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397S7M0 106456.21000000 PA USD 106977.52000000 0.032830486526 Long ABS-MBS USGSE US N 2 2041-06-25 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GULV7 119107.92000000 PA USD 116427.53000000 0.035730613823 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GYKA6 324855.68000000 PA USD 308707.46000000 0.094739680878 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H4BV5 377099.03000000 PA USD 367080.87000000 0.112653981476 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HBH76 208513.75000000 PA USD 198018.44000000 0.060770166725 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7R98 139804.38000000 PA USD 132854.86000000 0.040772020992 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8MQ3 309419.53000000 PA USD 294038.63000000 0.090237942329 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAEL8 833907.37000000 PA USD 837576.98000000 0.257045216195 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8DN2 405744.18000000 PA USD 385575.08000000 0.118329696451 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8KG9 102832.61000000 PA USD 97817.32000000 0.030019299440 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9CT8 203852.92000000 PA USD 193592.21000000 0.059411794571 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9TW3 198355.46000000 PA USD 193829.70000000 0.059484678222 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEXS6 688842.80000000 PA USD 589537.22000000 0.180923933905 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFFS3 1676566.94000000 PA USD 1489897.81000000 0.457236903383 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFFV6 1633613.34000000 PA USD 1448153.14000000 0.444425820961 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFLM9 1316277.34000000 PA USD 1169722.89000000 0.358977957045 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFNZ8 1670485.71000000 PA USD 1481361.50000000 0.454617182806 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKC48 470410.64000000 PA USD 379158.57000000 0.116360524375 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQUQ6 1587521.46000000 PA USD 1649748.65000000 0.506293759896 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QS5D9 1667517.99000000 PA USD 1734423.15000000 0.532279640213 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W2VU2 1901116.12000000 PA USD 1954099.47000000 0.599696425196 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7AV1 4903.44000000 PA USD 4760.91000000 0.001461082586 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCUR7 2050489.29000000 PA USD 1745913.92000000 0.535806059312 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y7S41 4801134.50000000 PA USD 4844695.67000000 1.486795692373 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416A6T2 1664.13000000 PA USD 1646.89000000 0.000505416464 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416MVP6 1413.90000000 PA USD 1400.59000000 0.000429829099 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BZY5 20384.47000000 PA USD 19486.82000000 0.005980338499 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CAY0 7787.35000000 PA USD 7417.56000000 0.002276385764 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CCW2 8446.07000000 PA USD 8045.00000000 0.002468941737 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DGZ9 24159.91000000 PA USD 23435.02000000 0.007192007333 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DTQ5 4832797.63000000 PA USD 3909137.30000000 1.199680825057 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DUG5 4831660.86000000 PA USD 3906532.46000000 1.198881421925 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYX4 2046308.20000000 PA USD 1650224.23000000 0.506439711333 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MUL4 33048.47000000 PA USD 32750.80000000 0.010050940591 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418QAH6 32873.76000000 PA USD 32534.67000000 0.009984612141 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.50000000 N N N N N N Ellington Financial Mortgage Trust 254900UDLJF220C8I638 31573CAA3 807837.58000000 PA USD 714724.52000000 0.219342846270 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.20600000 N N N N N N FIRST HORIZON CORP TF3RXI1ZB1TQ30H9JV10 320517AE5 330000.00000000 PA USD 334088.70000000 0.102528966495 Long DBT CORP US N 2 2031-03-07 Fixed 5.51400000 N N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 33767DAF2 555000.00000000 PA USD 551991.90000000 0.169401596105 Long DBT CORP US N 2 2034-05-01 Fixed 6.12500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E74 500000.00000000 PA USD 503625.00000000 0.154558207899 Long DBT CORP US N 2 2027-05-17 Fixed 5.85000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397J61 1370000.00000000 PA USD 1358341.30000000 0.416863334908 Long DBT CORP US N 2 2031-04-09 Fixed 5.42000000 N N N N N N Freddie Mac - STACR 529900P3PHNE8PW64Z68 35564NFA6 108840.18000000 PA USD 108851.37000000 0.033405555074 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 5.07800000 N N N N N N GCAT 254900KVL1UYCCX9U836 36167VAD6 500000.00000000 PA USD 485372.55000000 0.148956687002 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.45000000 N N N N N N GCAT 254900KVL1UYCCX9U836 36168KAC1 521858.71000000 PA USD 437096.28000000 0.134141112367 Long ABS-MBS CORP US N 2 2066-07-25 Variable 1.41700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MAY6 1676.46000000 PA USD 1607.75000000 0.000493404733 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MQQ6 1046.80000000 PA USD 1003.05000000 0.000307827471 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179N5W4 1493.94000000 PA USD 1427.52000000 0.000438093686 Long ABS-MBS USGA US N 2 2044-03-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NLE6 267615.65000000 PA USD 255988.34000000 0.078560633553 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QDZ1 1831.51000000 PA USD 1749.82000000 0.000537004801 Long ABS-MBS USGA US N 2 2044-05-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QT50 127856.34000000 PA USD 121957.91000000 0.037427840176 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QWF4 30922.88000000 PA USD 29496.31000000 0.009052165427 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RD89 8406.07000000 PA USD 8012.42000000 0.002458943213 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RJF7 30514.40000000 PA USD 29065.48000000 0.008919947382 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RXE4 165871.14000000 PA USD 157865.78000000 0.048447658566 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T7L3 792750.64000000 PA USD 776381.85000000 0.238264953847 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T7M1 89521.07000000 PA USD 90142.95000000 0.027664100882 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TXW0 530991.74000000 PA USD 520525.57000000 0.159744848378 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179U4E9 213840.35000000 PA USD 209157.65000000 0.064188695065 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UCC4 557371.58000000 PA USD 545862.92000000 0.167520664529 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UEB4 644015.31000000 PA USD 648086.65000000 0.198892253536 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UGE6 362131.50000000 PA USD 364420.82000000 0.111837634867 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UH62 369584.74000000 PA USD 371690.19000000 0.114068542387 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 861467.14000000 PA USD 842602.65000000 0.258587551362 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UKZ4 682844.43000000 PA USD 686307.68000000 0.210621960959 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UML3 345901.64000000 PA USD 326985.87000000 0.100349168678 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UMM1 705649.02000000 PA USD 689976.13000000 0.211747776909 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UPA4 220931.16000000 PA USD 208849.45000000 0.064094111119 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UPB2 18006.20000000 PA USD 17611.90000000 0.005404941576 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UPC0 59320.12000000 PA USD 59658.05000000 0.018308545633 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UQ54 372015.92000000 PA USD 351672.08000000 0.107925155528 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UXS6 492993.34000000 PA USD 440692.18000000 0.135244663342 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V4Y3 202173.38000000 PA USD 190991.09000000 0.058613533075 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VBJ8 221358.25000000 PA USD 216510.92000000 0.066445350778 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VHS2 961342.13000000 PA USD 856403.74000000 0.262822987922 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFH4 1379137.02000000 PA USD 1338542.74000000 0.410787326067 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200KFF9 4630.17000000 PA USD 4697.16000000 0.001441518256 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200N3F6 40659.28000000 PA USD 41735.85000000 0.012808375638 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200NXX4 50964.34000000 PA USD 52306.14000000 0.016052307293 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201SQC6 11843.75000000 PA USD 12085.68000000 0.003708991892 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201SSM2 6671.69000000 PA USD 6796.24000000 0.002085707966 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201SSU4 3962.07000000 PA USD 4037.60000000 0.001239104929 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201U5P5 7701.17000000 PA USD 7844.11000000 0.002407290313 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202F2M7 521.66000000 PA USD 500.51000000 0.000153602241 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FP67 1921.22000000 PA USD 1846.23000000 0.000566592206 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FY67 3077.53000000 PA USD 2953.17000000 0.000906302631 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202SBG2 2514.45000000 PA USD 2540.32000000 0.000779602495 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210AT31 37693.39000000 PA USD 38706.10000000 0.011878571259 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213X3S1 5169.75000000 PA USD 5247.95000000 0.001610550999 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABD33 242074.68000000 PA USD 207018.01000000 0.063532057837 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABHF2 764647.00000000 PA USD 677871.04000000 0.208032828253 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABJ94 254483.22000000 PA USD 218265.78000000 0.066983902313 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 442275.88000000 PA USD 379332.24000000 0.116413822214 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AEHP4 1435427.10000000 PA USD 1421983.32000000 0.436394526883 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 5.00000000 N N N N N N GFL ENVIRONMENTAL HOL N/A 36273TAB6 670000.00000000 PA USD 670013.40000000 0.205621385698 Long DBT CORP US N 2 2031-07-01 Fixed 5.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290NBS0 1583.52000000 PA USD 1604.91000000 0.000492533161 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290QX75 4740.71000000 PA USD 4815.99000000 0.001477986167 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290XLG3 5910.72000000 PA USD 6007.84000000 0.001843754745 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291GXG6 6238.21000000 PA USD 6337.76000000 0.001945004373 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291NPZ8 7525.91000000 PA USD 7701.45000000 0.002363509178 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292MYM8 145.86000000 PA USD 148.35000000 0.000045527347 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 5.50000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAB6 200000.00000000 PA USD 174714.00000000 0.053618233278 Long DBT CORP JE N 2 2036-03-31 Fixed 2.62500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDE3 500000.00000000 PA USD 447350.00000000 0.137287891394 Long DBT CORP US N 2 2031-01-08 Fixed 2.35000000 N N N N N N GENMAB A/S/GENMAB FIN N/A 37230JAA0 495000.00000000 PA USD 504266.40000000 0.154755048076 Long DBT CORP DK N 2 2032-12-15 Fixed 6.25000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BG2 250000.00000000 PA USD 223432.50000000 0.068569524520 Long DBT CORP US N 2 2031-09-23 Fixed 2.62500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAY8 530000.00000000 PA USD 513474.60000000 0.157580965952 Long DBT CORP US N 2 2035-11-15 Fixed 5.55000000 N N N N N N GLOBAL INFRASTRUCTURE SO 2549003BGLQITAJ6ZT28 379968AA8 410000.00000000 PA USD 412861.80000000 0.126703757593 Long DBT CORP US N 2 2034-07-15 Fixed 6.37500000 N N N N N N Goldman Sachs Corporate Bond ETF 984500077864807KE333 38149W465 82052.00000000 NS USD 4151527.61000000 1.274068339429 Long EC RF US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376VHU4 283357.01000000 PA USD 26510.51000000 0.008135848927 Long ABS-MBS USGA US N 2 2040-02-20 Floating 2.49600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378YFA2 140339.55000000 PA USD 12628.93000000 0.003875710674 Long ABS-MBS USGA US N 2 2043-11-20 Floating 2.34600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379EW73 77105.81000000 PA USD 2911.51000000 0.000893517533 Long ABS-MBS USGA US N 2 2043-10-20 Floating 2.34600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379FEG0 67207.97000000 PA USD 6949.18000000 0.002132643945 Long ABS-MBS USGA US N 2 2045-11-20 Floating 2.49600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379GQY6 79581.63000000 PA USD 5370.72000000 0.001648228063 Long ABS-MBS USGA US N 2 2044-09-20 Floating 1.84600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379GV20 68849.06000000 PA USD 5503.46000000 0.001688964834 Long ABS-MBS USGA US N 2 2044-11-20 Floating 1.84600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379MVJ0 89422.59000000 PA USD 9689.05000000 0.002973486630 Long ABS-MBS USGA US N 2 2045-08-20 Floating 2.49600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379QCY9 110824.30000000 PA USD 12155.87000000 0.003730532603 Long ABS-MBS USGA US N 2 2045-09-20 Floating 2.49600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379VUJ1 84501.67000000 PA USD 10795.38000000 0.003313009851 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380YR23 182321.52000000 PA USD 19649.41000000 0.006030235980 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 263410.80000000 PA USD 28555.86000000 0.008763549360 Long ABS-MBS USGA US N 2 2048-09-20 Floating 2.44600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381BG65 62985.74000000 PA USD 6550.11000000 0.002010172773 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 57059.78000000 PA USD 5834.68000000 0.001790613421 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 983369.98000000 PA USD 991832.17000000 0.304384815550 Long ABS-MBS USGA US N 2 2055-09-20 Floating 4.70900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382BUQ4 826823.52000000 PA USD 177160.91000000 0.054369169043 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382XAA3 2081559.26000000 PA USD 1707171.68000000 0.523916396995 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.00000000 N N N N N N GRAHAM HOLDINGS CO 529900BOSCEEEMAFQJ29 384637AC8 630000.00000000 PA USD 623700.00000000 0.191408199089 Long DBT CORP US N 2 2033-12-01 Fixed 5.62500000 N N N N N N GRANITE CONSTRUCTION INC 549300OM4BWMCIXVCZ39 387328AG2 395000.00000000 PA USD 402339.10000000 0.123474430903 Long DBT CORP US N 2 2034-06-15 Fixed 6.37500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CR8 685000.00000000 PA USD 667046.15000000 0.204710762035 Long DBT CORP US N 2 2053-06-01 Fixed 5.90000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CT4 770000.00000000 PA USD 786608.90000000 0.241403548079 Long DBT CORP US N 2 2031-04-01 Fixed 5.45000000 N N N N N N HLTN Commercial Mortgage Trust 2024-DPLO N/A 40446RAA6 1800000.00000000 PA USD 1804567.54000000 0.553806353964 Long ABS-MBS CORP US N 2 2041-04-15 Floating 5.32500000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AT8 350000.00000000 PA USD 346412.50000000 0.106311035381 Long DBT CORP US N 2 2034-03-31 Fixed 5.50000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AU5 520000.00000000 PA USD 521076.40000000 0.159913893397 Long DBT CORP US N 2 2031-09-15 Fixed 5.50000000 N N N N N N Home Equity Loan Trust N/A 43710XAD0 236857.01000000 PA USD 232264.38000000 0.071279953003 Long ABS-O CORP US N 2 2037-04-25 Floating 3.99300000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TBA3 224000.00000000 PA USD 200513.60000000 0.061535910003 Long DBT US N 2 2031-12-15 Fixed 2.90000000 N N N N N N Hudson Yards N/A 44855PAA6 800000.00000000 PA USD 813259.26000000 0.249582315776 Long ABS-MBS CORP US N 2 2040-01-13 Variable 5.64900000 N N N N N N Hudson Yards N/A 44855PAE8 340000.00000000 PA USD 346836.48000000 0.106441151219 Long ABS-MBS CORP US N 2 2040-01-13 Variable 6.15000000 N N N N N N Hudson Yards N/A 44855PAG3 375000.00000000 PA USD 383109.61000000 0.117573064781 Long ABS-MBS CORP US N 2 2040-01-13 Variable 6.55100000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AS1 630000.00000000 PA USD 637572.60000000 0.195665581457 Long DBT CORP US N 2 2034-06-30 Fixed 5.50000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 44934FAD7 244880.91000000 PA USD 245129.96000000 0.075228289540 Long ABS-O CORP US N 2 2027-05-17 Fixed 5.41000000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988LAM9 577156.90000000 PA USD 577099.18000000 0.177106805740 Long LON CORP US N 2 2030-12-16 Floating 6.14400000 N N N N N N IRV Trust N/A 45006HAA9 700000.00000000 PA USD 704677.78000000 0.216259587635 Long ABS-MBS CORP US N 2 2047-03-14 Variable 5.47100000 N N N N N N IRV Trust N/A 45006HAE1 500000.00000000 PA USD 497128.10000000 0.152564364819 Long ABS-MBS CORP US N 2 2047-03-14 Variable 5.92100000 N N N N N N IRV Trust N/A 45006HAG6 350000.00000000 PA USD 354037.07000000 0.108650950745 Long ABS-MBS CORP US N 2 2047-03-14 Variable 6.37100000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452151LF8 422614.39000000 PA USD 426941.83000000 0.131024798455 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452152BM2 79615.40000000 PA USD 83176.33000000 0.025526104749 Long DBT MUN US N 2 2035-02-01 Fixed 6.63000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452152GS4 521428.57000000 PA USD 557328.93000000 0.171039484996 Long DBT MUN US N 2 2035-07-01 Fixed 7.35000000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAE6 177000.00000000 PA USD 180557.70000000 0.055411614861 Long DBT CORP US N 2 2031-06-15 Fixed 5.31400000 N N N N N N INSTALLED BUILDING PRODU 549300I95Y9P9YM5FI86 45780RAB7 585000.00000000 PA USD 576242.55000000 0.176843913314 Long DBT CORP US N 2 2034-02-01 Fixed 5.62500000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CL2 159000.00000000 PA USD 159112.89000000 0.048830385965 Long DBT CORP US N 2 2034-02-21 Fixed 5.15000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAR2 485000.00000000 PA USD 486823.60000000 0.149402001844 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 300000.00000000 PA USD 301845.80000000 0.092633896073 Long ABS-MBS CORP US N 2 2039-10-05 Variable 5.99000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 465970AA9 441682.27000000 PA USD 443071.93000000 0.135974988277 Long ABS-MBS CORP US N 2 2064-07-25 Variable 5.99000000 N N N N N N JP Morgan Mortgage Trust 5299007DSRZLE19EYU93 465985AA7 114353.34000000 PA USD 114587.46000000 0.035165912068 Long ABS-O CORP US N 2 2054-05-20 Floating 5.20900000 N N N N N N J.P. Morgan Alternative Loan Trust N/A 466286AA9 86126.96000000 PA USD 81341.18000000 0.024962912899 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.08300000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 200000.00000000 PA USD 186718.00000000 0.057302158277 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEX0 840000.00000000 PA USD 863654.40000000 0.265048153503 Long DBT CORP US N 2 2036-04-22 Fixed 5.57200000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFG6 795000.00000000 PA USD 778694.55000000 0.238974701710 Long DBT CORP US N 2 2032-01-22 Fixed 4.34700000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFJ0 1085000.00000000 PA USD 1057093.80000000 0.324413051991 Long DBT CORP US N 2 2037-01-22 Fixed 4.89800000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFK7 475000.00000000 PA USD 468060.25000000 0.143643690104 Long DBT CORP US N 2 2037-02-05 Fixed 5.19300000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46651EAG9 650000.00000000 PA USD 607436.53000000 0.186417079154 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 649571.96000000 PA USD 536457.64000000 0.164634264486 Long ABS-MBS CORP US N 2 2052-05-25 Variable 2.52000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46657QAH4 789607.94000000 PA USD 712142.19000000 0.218550351264 Long ABS-MBS CORP US N 2 2054-05-25 Variable 3.00000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46660HAA4 878418.63000000 PA USD 870043.96000000 0.267009054854 Long ABS-MBS CORP US N 2 2066-03-25 Variable 4.95400000 N N N N N N JDE PEET'S NV 724500EHG519SE5ZRT89 47216QAB9 375000.00000000 PA USD 367983.75000000 0.112931067631 Long DBT CORP NL N 2 2027-01-15 Fixed 1.37500000 N N N N N N KKR Financial CLO Ltd 254900X4SZ7MY83NGT93 481952AN9 650000.00000000 PA USD 650486.20000000 0.199628654921 Long ABS-CBDO CORP KY N 2 2039-04-20 Floating 4.92200000 N N N N N N KKR Financial CLO Ltd 254900BA22H056KP3B65 481954AA3 2000000.00000000 PA USD 2004494.00000000 0.615162075719 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 5.07300000 N N N N N N KSL Commercial Mortgage Trust N/A 48269AAC6 700000.00000000 PA USD 700614.03000000 0.215012457494 Long ABS-MBS CORP US N 2 2043-06-15 Floating 5.40000000 N N N N N N Katayma CLO Ltd 254900HW0KYG9AOGVP97 485862AC0 600000.00000000 PA USD 600512.40000000 0.184292122839 Long ABS-CBDO CORP JE N 2 2037-04-20 Floating 5.82500000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAN0 925000.00000000 PA USD 821455.50000000 0.252097671777 Long DBT CORP US N 2 2031-03-15 Fixed 2.25000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEN9 950000.00000000 PA USD 930449.00000000 0.285546845334 Long DBT CORP US N 2 2033-06-01 Fixed 4.78900000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAN2 397000.00000000 PA USD 394054.26000000 0.120931884319 Long DBT US N 2 2028-12-15 Fixed 4.75000000 N N N N N N KKR Industrial Portfolio Trust N/A 494925AA8 475000.00000000 PA USD 475363.59000000 0.145885022726 Long ABS-MBS CORP US N 2 2041-08-15 Floating 5.51500000 N N N N N N Liberty Street Trust N/A 50178LAG9 900000.00000000 PA USD 885895.39000000 0.271873723235 Long ABS-MBS CORP US N 2 2043-02-10 Variable 5.89900000 N N N N N N LAMAR MEDIA CORP N/A 513075CA7 510000.00000000 PA USD 499820.40000000 0.153390608677 Long DBT CORP US N 2 2033-11-01 Fixed 5.37500000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AM9 230000.00000000 PA USD 232756.73000000 0.071431051010 Long DBT CORP US N 2 2028-06-15 Fixed 5.62500000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AN7 90000.00000000 PA USD 92457.42000000 0.028374391942 Long DBT CORP US N 2 2030-06-14 Fixed 6.00000000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAT1 650000.00000000 PA USD 678262.00000000 0.208152810535 Long DBT CORP US N 2 2032-03-13 Fixed 6.08200000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAL4 760000.00000000 PA USD 719606.00000000 0.220840930758 Long DBT CORP US N 2 2031-02-15 Fixed 3.87500000 N N N N N N MSWF Commercial Mortgage Trust N/A 55361AAR5 635722.37000000 PA USD 654055.91000000 0.200724168409 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 900000.00000000 PA USD 906551.31000000 0.278212848532 Long ABS-MBS CORP US N 2 2042-10-15 Variable 6.57100000 N N N N N N Manhattan West Mortgage Trust N/A 563126AA9 900000.00000000 PA USD 906529.33000000 0.278206103058 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 500000.00000000 PA USD 502621.95000000 0.154250380427 Long ABS-MBS CORP US N 2 2048-06-10 Variable 5.71800000 N N N N N N Manhattan West N/A 563136AA8 750000.00000000 PA USD 725972.33000000 0.222794703021 Long ABS-MBS CORP US N 2 2039-09-10 Fixed 2.13000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AZ8 775000.00000000 PA USD 780215.75000000 0.239441544988 Long DBT CORP US N 2 2032-03-01 Fixed 5.00000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BY8 325000.00000000 PA USD 314278.25000000 0.096449308715 Long DBT CORP US N 2 2033-05-01 Fixed 4.50000000 N N N N N N Maryland Economic Development Corp 549300JJ16DDBSZWSN94 574205JA9 360000.00000000 PA USD 364616.50000000 0.111897687387 Long DBT MUN US N 2 2032-11-30 Fixed 4.96800000 N N N N N N Maryland Economic Development Corp 549300JJ16DDBSZWSN94 574205JB7 145000.00000000 PA USD 146927.11000000 0.045090674238 Long DBT MUN US N 2 2033-11-30 Fixed 5.01800000 N N N N N N MASTEC INC 549300TMDIT8WREDOF45 576323AP4 610000.00000000 PA USD 604192.80000000 0.185421606142 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57667JAC6 515000.00000000 PA USD 508995.10000000 0.156206245689 Long DBT CORP US N 2 2033-09-15 Fixed 6.12500000 N N N N N N MERIDIAN ARC HOLDCO LLC N/A 58990CAA1 535000.00000000 PA USD 535968.35000000 0.164484105567 Long DBT CORP US N 2 2031-04-30 Fixed 6.25000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59261A2P1 60000.00000000 PA USD 55496.96000000 0.017031542678 Long DBT MUN US N 2 2049-11-15 Fixed 5.17500000 N N N N N N MEXICO CITY ARPT TRUST N/A 59284MAC8 250000.00000000 PA USD 243875.00000000 0.074843153043 Long DBT CORP MX N 2 2028-04-30 Fixed 3.87500000 N N N N N N Mill City Mortgage Trust N/A 59980AAQ0 51577.35000000 PA USD 50564.63000000 0.015517852759 Long ABS-MBS CORP US N 2 2059-07-25 Variable 3.25000000 N N N N N N Mill City Mortgage Trust N/A 59981TAG0 720000.00000000 PA USD 671751.65000000 0.206154839766 Long ABS-MBS CORP US N 2 2059-08-25 Variable 3.00000000 N N N N N N Mill City Mortgage Trust N/A 59982HAH3 760000.00000000 PA USD 669509.54000000 0.205466755371 Long ABS-MBS CORP US N 2 2060-11-25 Variable 2.50000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AG8 555000.00000000 PA USD 549655.35000000 0.168684528881 Long DBT CORP AU N 2 2032-05-01 Fixed 6.00000000 N N N N N N MOOG INC 549300WM2I4U7OBAHG07 615394AP8 120000.00000000 PA USD 118333.20000000 0.036315447658 Long DBT CORP US N 2 2034-10-15 Fixed 5.50000000 N N N N N N Morgan Stanley Capital I Trust 3IFG42XD94UUZ7FL2766 61691RAE6 400000.00000000 PA USD 394491.84000000 0.121066173881 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 4.31000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468G7 200000.00000000 PA USD 198198.00000000 0.060825272155 Long DBT CORP US N 2 2030-01-23 Fixed 4.43100000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 725000.00000000 PA USD 673554.00000000 0.206707965576 Long DBT CORP US N 2 2031-01-22 Fixed 2.69900000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 750000.00000000 PA USD 652552.50000000 0.200262784730 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEL5 141000.00000000 PA USD 126818.22000000 0.038919427772 Long DBT CORP US N 2 2033-01-21 Fixed 2.94300000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YGA7 310000.00000000 PA USD 318044.50000000 0.097605138649 Long DBT CORP US N 2 2036-04-17 Fixed 5.66400000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAT9 925000.00000000 PA USD 904825.75000000 0.277683288917 Long DBT CORP US N 2 2037-01-30 Fixed 5.07300000 N N N N N N Morgan Stanley Mortgage Loan Trust 5493001INKZRJR8O7L63 61754HAA0 2285459.07000000 PA USD 498905.43000000 0.153109812205 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.20300000 N N N N N N MTN Commercial Mortgage Trust N/A 624944AE4 500000.00000000 PA USD 500780.79000000 0.153685344160 Long ABS-MBS CORP US N 2 2043-05-15 Variable 5.75700000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DF6 270000.00000000 PA USD 268490.70000000 0.082397500977 Long DBT CORP US N 2 2034-05-15 Fixed 5.87500000 N N N N N N NY Commercial Mortgage Trust N/A 62957FAC3 450000.00000000 PA USD 460956.36000000 0.141463566981 Long ABS-MBS CORP US N 2 2047-02-10 Variable 6.12500000 N N N N N N NYC Commercial Mortgage Trust N/A 62957YAA6 1500000.00000000 PA USD 1493095.64000000 0.458218290077 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 600000.00000000 PA USD 597061.90000000 0.183233193881 Long ABS-MBS CORP US N 2 2040-06-06 Variable 5.35300000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AV0 200000.00000000 PA USD 201172.00000000 0.061737967335 Long DBT CORP GB N 2 2031-05-23 Fixed 5.11500000 N N N N N N Navient Student Loan Trust 549300761SV59SBM0Z40 63939RAA2 1768630.49000000 PA USD 1781052.47000000 0.546589779970 Long ABS-O CORP US N 2 2066-12-27 Floating 4.79200000 N N N N N N 1988 CLO Ltd. 2549000NTXDB3VOXDV92 65444GAA9 900000.00000000 PA USD 872478.90000000 0.267756317128 Long ABS-CBDO CORP KY N 2 2038-04-15 Floating 8.57300000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAF2 420000.00000000 PA USD 441776.20000000 0.135577339815 Long DBT CORP MA N 2 2034-05-02 Fixed 6.75000000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAP2 240000.00000000 PA USD 237727.20000000 0.072956445769 Long DBT CORP US N 2 2036-03-12 Fixed 5.10000000 N N N N N N Onslow Bay Financial LLC 254900FPAGVH6E25VL74 67121UAF3 416302.97000000 PA USD 417165.34000000 0.128024477236 Long ABS-MBS CORP US N 2 2065-05-25 Variable 5.44100000 N N N N N N NYC Commercial Mortgage Trust N/A 67122NAA9 1000000.00000000 PA USD 1003943.80000000 0.308101771277 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 550000.00000000 PA USD 551631.54000000 0.169291004701 Long ABS-MBS CORP US N 2 2040-10-15 Floating 5.71800000 N N N N N N OAK-EAGLE ACQUIRECO INC 6488ICS9P20290MA1H31 67124CAA1 100000.00000000 PA USD 104699.00000000 0.032131228213 Long DBT CORP US N 2 2033-07-01 Fixed 7.25000000 N N N N N N Oaktree CLO Ltd 254900E6646RC82IR359 67401QAL0 1450000.00000000 PA USD 1451992.30000000 0.445604026351 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 5.02500000 N N N N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 674215AN8 70000.00000000 PA USD 71164.10000000 0.021839654033 Long DBT CORP US N 2 2033-03-15 Fixed 6.75000000 N N N N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 674215AQ1 440000.00000000 PA USD 441988.80000000 0.135642584938 Long DBT CORP US N 2 2030-10-01 Fixed 6.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DE2 278000.00000000 PA USD 313394.96000000 0.096178234563 Long DBT CORP US N 2 2031-09-15 Fixed 7.87500000 N N N N N N Octagon 67 Ltd N/A 67571LAN1 1700000.00000000 PA USD 1705232.60000000 0.523321309917 Long ABS-CBDO CORP KY N 2 2038-07-25 Floating 5.11700000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAR0 185000.00000000 PA USD 187789.80000000 0.057631084536 Long DBT CORP CA N 2 2029-06-15 Fixed 6.12500000 N N N N N N One New York Plaza Trust 2020-1NYP N/A 68249DAA7 542747.37000000 PA USD 526263.44000000 0.161505751639 Long ABS-MBS CORP US N 2 2036-01-15 Floating 4.69000000 N N N N N N OPAL BIDCO 969500R96XT7XY2UJ564 68348BAA1 345000.00000000 PA USD 351875.85000000 0.107987690799 Long DBT CORP FR N 2 2032-03-31 Fixed 6.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 2239000.00000000 PA USD 2061066.67000000 0.632523744603 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 490000.00000000 PA USD 437815.00000000 0.134361681392 Long DBT CORP US N 2 2031-03-25 Fixed 2.87500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDK8 580000.00000000 PA USD 551864.20000000 0.169362406067 Long DBT CORP US N 2 2032-09-26 Fixed 4.80000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 675000.00000000 PA USD 631739.25000000 0.193875376201 Long DBT CORP US N 2 2035-09-26 Fixed 5.20000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDY8 510000.00000000 PA USD 495317.10000000 0.152008584398 Long DBT CORP US N 2 2033-05-04 Fixed 5.35000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 465000.00000000 PA USD 450868.65000000 0.138367735004 Long DBT CORP US N 2 2036-02-04 Fixed 5.70000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XEB7 390000.00000000 PA USD 367122.60000000 0.112666788057 Long DBT CORP US N 2 2056-02-04 Fixed 6.70000000 N N N N N N Pennsylvania Higher Education Assistance Agency N/A 69343FAA5 325918.16000000 PA USD 324577.14000000 0.099609950029 Long ABS-O CORP US N 2 2065-09-25 Floating 4.89200000 N N N N N N PRKCM Trust N/A 69361JAA4 567635.58000000 PA USD 502430.77000000 0.154191708919 Long ABS-MBS CORP US N 2 2056-11-25 Variable 2.07100000 N N N N N N PRKCM Trust N/A 69361JAB2 625000.00000000 PA USD 469856.19000000 0.144194848740 Long ABS-MBS CORP US N 2 2056-11-25 Variable 2.69300000 N N N N N N PR RNO PROPERTY OWNER 1 N/A 69393LAA1 360000.00000000 PA USD 359514.00000000 0.110331773749 Long DBT CORP US N 2 2031-05-01 Fixed 6.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JH1 125000.00000000 PA USD 93641.25000000 0.028737699251 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N Palmer Square CLO Ltd 549300EYS8N79JYSXL17 69688GAA6 1775000.00000000 PA USD 1777902.13000000 0.545622967550 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.02500000 N N N N N N Panama Government International Bonds 549300SHS4T08CL0LP14 698299BS2 200000.00000000 PA USD 153900.00000000 0.047230594580 Long DBT NUSS PA N 2 2063-01-19 Fixed 4.50000000 N N N N N N PEACEHEALTH OBLIGATED GR N/A 70462GAE8 335000.00000000 PA USD 332188.02000000 0.101945664049 Long DBT CORP US N 2 2028-11-15 Fixed 4.33500000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAH3 485000.00000000 PA USD 476333.05000000 0.146182541714 Long DBT CORP US N 2 2034-03-01 Fixed 5.62500000 N N N N N N Peru Government International Bonds 254900STKLK2DBJJZ530 715638DQ2 20000.00000000 PA USD 10947.80000000 0.003359786246 Long DBT NUSS PE N 2 2060-12-01 Fixed 2.78000000 N N N N N N Peru Government International Bonds 254900STKLK2DBJJZ530 715638DR0 100000.00000000 PA USD 55501.00000000 0.017032782519 Long DBT NUSS PE N 2 2121-07-28 Fixed 3.23000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 60000.00000000 PA USD 60450.60000000 0.018551772454 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDC3 550000.00000000 PA USD 564850.00000000 0.173347637094 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 280000.00000000 PA USD 276948.00000000 0.084992974060 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N Republic of Poland Government International Bonds 259400R9L8QEP0TPXS31 731011AZ5 350000.00000000 PA USD 333049.50000000 0.102210044897 Long DBT NUSS PL N 2 2054-03-18 Fixed 5.50000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WXQ2 375000.00000000 PA USD 339622.09000000 0.104227116591 Long DBT MUN US N 2 2065-10-15 Fixed 4.81000000 N N N N N N Post CLO LTD 5493007CUC7FI0ONIF25 73743EAU2 750000.00000000 PA USD 753045.00000000 0.231103074047 Long ABS-CBDO CORP KY N 2 2039-03-30 Floating 5.45500000 N N N N N N PRICOA GLOBAL FUNDING 1 635400IBXEBMD9ADYA79 74153WCY3 542000.00000000 PA USD 534097.64000000 0.163910000658 Long DBT CORP US N 2 2032-08-26 Fixed 4.75000000 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743LAA8 120000.00000000 PA USD 120720.00000000 0.037047936177 Long DBT CORP US N 2 2032-08-15 Fixed 5.75000000 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743LAB6 80000.00000000 PA USD 81410.40000000 0.024984155926 Long DBT CORP US N 2 2033-08-15 Fixed 6.25000000 N N N N N N QTS FAYETTEV I DC1-2/TRS N/A 74751AAA1 1600000.00000000 PA USD 1520912.00000000 0.466754893208 Long DBT CORP US N 2 2036-04-15 Fixed 5.70000000 N N N N N N QXO BUILDING PRODUCTS 549300HDXQWWCBOYXP31 74825NAA5 440000.00000000 PA USD 454207.60000000 0.139392430221 Long DBT CORP US N 2 2032-04-30 Fixed 6.75000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 749571AL9 110000.00000000 PA USD 112873.20000000 0.034639820326 Long DBT US N 2 2033-06-15 Fixed 6.50000000 N N N N N N ROCC Trust N/A 74970WAA8 1500000.00000000 PA USD 1514909.30000000 0.464912715885 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 5.38800000 N N N N N N ROCC Trust N/A 74970WAG5 950000.00000000 PA USD 981926.67000000 0.301344902265 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 7.10900000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 74984CAA6 140000.00000000 PA USD 138506.20000000 0.042506368935 Long DBT US N 2 2034-03-15 Fixed 5.75000000 N N N N N N ROCKET COS INC N/A 77311WAA9 225000.00000000 PA USD 229099.50000000 0.070308678382 Long DBT CORP US N 2 2030-08-01 Fixed 6.12500000 N N N N N N ROCKET COS INC N/A 77311WAB7 255000.00000000 PA USD 259406.40000000 0.079609606952 Long DBT CORP US N 2 2033-08-01 Fixed 6.37500000 N N N N N N ROCKET COS INC N/A 77311WAE1 212000.00000000 PA USD 216517.72000000 0.066447437640 Long DBT CORP US N 2 2031-08-01 Fixed 6.12500000 N N N N N N QXO BUILDING PRODUCTS 549300HDXQWWCBOYXP31 77583AAA8 100000.00000000 PA USD 101902.00000000 0.031272852819 Long DBT CORP US N 2 2031-07-15 Fixed 6.50000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 78017TAD5 610000.00000000 PA USD 590156.70000000 0.181114047022 Long DBT CORP LR N 2 2038-02-27 Fixed 5.25000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAR4 461000.00000000 PA USD 464724.88000000 0.142620093559 Long DBT CORP GB N 2 2034-09-02 Fixed 5.40000000 N N N N N N SLM CORP N/A 78442PGG5 375000.00000000 PA USD 375067.50000000 0.115105009960 Long DBT CORP US N 2 2032-05-15 Fixed 6.49500000 N N N N N N SLG Office Trust N/A 78449RAA3 600000.00000000 PA USD 534120.07000000 0.163916884233 Long ABS-MBS CORP US N 2 2041-07-15 Fixed 2.58500000 N N N N N N SeaWorld Parks & Entertainment Inc 549300UZV72O3371JJ53 78488CAL4 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-12-04 None 0.00000000 N N N N N N SV RNO PROPERTY OWNER 1 N/A 78488XAA2 380000.00000000 PA USD 374634.40000000 0.114972095271 Long DBT CORP US N 2 2031-03-01 Fixed 5.87500000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAS3 1505000.00000000 PA USD 1501493.35000000 0.460795475499 Long DBT CORP US N 2 2031-09-15 Fixed 4.90000000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAU8 1525000.00000000 PA USD 1520684.25000000 0.466684998680 Long DBT CORP US N 2 2036-03-15 Fixed 5.55000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAE5 200000.00000000 PA USD 201491.00000000 0.061835865709 Long DBT CORP KY N 2 2028-08-08 Fixed 5.40000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288DAC0 365506.40000000 PA USD 365939.28000000 0.112303637263 Long ABS-O CORP US N 2 2029-01-16 Fixed 4.74000000 N N N N N N SEAGATE DATA STOR N/A 81180LAT2 225000.00000000 PA USD 228204.00000000 0.070033857086 Long DBT CORP SG N 2 2030-07-15 Fixed 5.87500000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 817477AK8 440000.00000000 PA USD 431543.20000000 0.132436919579 Long DBT NUSS RS N 2 2036-05-06 Fixed 5.50000000 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAM8 339000.00000000 PA USD 328223.19000000 0.100728891610 Long DBT CORP US N 2 2034-03-15 Fixed 6.87500000 N N N N N N SOLSTICE ADVANCED MATERI 2138004GZ4H9TW6HK435 83443QAA1 355000.00000000 PA USD 352713.80000000 0.108244850492 Long DBT CORP US N 2 2033-09-30 Fixed 5.62500000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAR2 1070000.00000000 PA USD 1094749.10000000 0.335969141712 Long DBT CORP US N 2 2034-03-23 Fixed 5.60000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AP9 380000.00000000 PA USD 363850.00000000 0.111662455088 Long DBT NUSS ZA N 2 2041-03-08 Fixed 6.25000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BH6 280000.00000000 PA USD 274995.00000000 0.084393615053 Long DBT NUSS ZA N 2 2037-12-11 Fixed 6.12500000 N N N N N N SPACE EXPLORATION TECH 549300B9WLO96RQCXP87 84615QAA1 725000.00000000 PA USD 724209.75000000 0.222253782284 Long DBT CORP US N 2 2031-07-15 Fixed 5.35000000 N N N N N N SPACE EXPLORATION TECH 549300B9WLO96RQCXP87 84615QAE3 725000.00000000 PA USD 715401.00000000 0.219550452199 Long DBT CORP US N 2 2036-07-15 Fixed 5.87500000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AS2 225000.00000000 PA USD 229770.00000000 0.070514449101 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AU7 145000.00000000 PA USD 145916.40000000 0.044780495978 Long DBT CORP US N 2 2033-08-15 Fixed 6.00000000 N N N N N N STANDARD BUILDING SOLUTI 54930064UHXCIUWVI755 853191AC8 358000.00000000 PA USD 355304.26000000 0.109039840525 Long DBT CORP US N 2 2033-08-01 Fixed 6.25000000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BBF1 255000.00000000 PA USD 253816.80000000 0.077894206488 Long DBT US N 2 2028-10-15 Fixed 5.25000000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BBG9 245000.00000000 PA USD 243579.00000000 0.074752313173 Long DBT US N 2 2031-01-15 Fixed 5.75000000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BBH7 155000.00000000 PA USD 155956.35000000 0.047861670819 Long DBT US N 2 2031-06-01 Fixed 6.12500000 N N N N N N Starwood Mortgage Residential Trust N/A 85573DAU3 950000.00000000 PA USD 931899.65000000 0.285992037420 Long ABS-MBS CORP US N 2 2060-04-25 Variable 3.00000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573RAA6 279325.21000000 PA USD 246266.40000000 0.075577053263 Long ABS-MBS CORP US N 2 2066-11-25 Variable 1.92000000 N N N N N N STERIS PLC 549300BRDKZ1HFI2J358 85917PAA5 218000.00000000 PA USD 198153.28000000 0.060811547969 Long DBT CORP IE N 2 2031-03-15 Fixed 2.70000000 N N N N N N STONEX ESCROW ISSUER LLC N/A 86189AAA7 440000.00000000 PA USD 452430.00000000 0.138846899974 Long DBT CORP US N 2 2032-07-15 Fixed 6.87500000 N N N N N N Sunnova Hestia I Issuer, LLC N/A 86746BAA1 84789.27000000 PA USD 82704.41000000 0.025381276535 Long ABS-O CORP US N 2 2050-12-20 Fixed 5.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 75000.00000000 PA USD 67987.50000000 0.020864782644 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAG4 465000.00000000 PA USD 457718.10000000 0.140469772666 Long DBT CORP US N 2 2034-03-15 Fixed 5.87500000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAZ6 510000.00000000 PA USD 496913.40000000 0.152498475224 Long DBT CORP US N 2 2032-02-25 Fixed 4.94700000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BM8 50000.00000000 PA USD 54153.50000000 0.016619246287 Long DBT CORP US N 2 2040-04-01 Fixed 6.60000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABT1 520000.00000000 PA USD 478368.80000000 0.146807295989 Long DBT CORP US N 2 2031-02-15 Fixed 2.87500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACV5 350000.00000000 PA USD 354109.00000000 0.108673025447 Long DBT CORP US N 2 2033-01-15 Fixed 5.20000000 N N N N N N TPG Trust N/A 872973AA0 1150000.00000000 PA USD 1157449.25000000 0.355211281834 Long ABS-MBS CORP US N 2 2029-11-15 Floating 5.75800000 N N N N N N TPG Trust N/A 872973AG7 250000.00000000 PA USD 254109.98000000 0.077984180924 Long ABS-MBS CORP US N 2 2029-11-15 Floating 6.55600000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 873923AE6 650000.00000000 PA USD 643084.00000000 0.197356983010 Long DBT CORP US N 2 2031-03-24 Fixed 4.85000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAA9 235000.00000000 PA USD 222737.70000000 0.068356296338 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N TEXAS Commercial Mortgage Trust N/A 88231WAE5 150000.00000000 PA USD 149416.72000000 0.045854714268 Long ABS-MBS CORP US N 2 2042-04-15 Floating 5.76700000 N N N N N N Towd Point Mortgage Trust 25490010CSYSAQU59J50 89169DAF8 100000.00000000 PA USD 89390.80000000 0.027433272475 Long ABS-MBS CORP US N 2 2057-07-25 Variable 3.79900000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647CB1 165000.00000000 PA USD 164849.85000000 0.050591009954 Long DBT CORP US N 2 2034-07-31 Fixed 6.12500000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AC6 94000.00000000 PA USD 92934.98000000 0.028520951024 Long DBT CORP US N 2 2033-09-01 Fixed 6.12500000 N N N N N N Trimaran CAVU Ltd 254900IFDJE1IJQ1HT84 89624UAU6 575000.00000000 PA USD 564928.30000000 0.173371666695 Long ABS-CBDO CORP KY N 2 2034-10-25 Floating 6.16700000 N N N N N N Trimaran CAVU Ltd 254900B82396PCF5K455 89626BAJ1 500000.00000000 PA USD 499953.00000000 0.153431302484 Long ABS-CBDO CORP KY N 2 2039-07-22 Floating 6.64000000 N N N N N N REPUBLIC OF TURKIYE 5493000PCHOG3B6S3Q85 900123DS6 360000.00000000 PA USD 355838.40000000 0.109203763525 Long DBT NUSS TR N 2 2036-11-04 Fixed 6.80000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BE7 200000.00000000 PA USD 230832.00000000 0.070840367824 Long DBT CORP CH N 2 2033-11-13 Fixed 9.25000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BQ0 510000.00000000 PA USD 519180.00000000 0.159331904446 Long DBT CORP CH N 2 2036-05-09 Fixed 5.58000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 902973BC9 650000.00000000 PA USD 643487.00000000 0.197480660265 Long DBT CORP US N 2 2027-01-15 Fixed 3.70000000 N N N N N N UNITED AIRLINES HOLDINGS 98450079DA0B78DD6764 910047AL3 299000.00000000 PA USD 297229.92000000 0.091217321954 Long DBT CORP US N 2 2031-03-01 Fixed 5.37500000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAN0 624000.00000000 PA USD 374150.40000000 0.114823559808 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBS8 200000.00000000 PA USD 196400.00000000 0.060273481323 Long DBT NUSS MX N 2 2056-02-09 Fixed 6.75000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJV3 890000.00000000 PA USD 899754.40000000 0.276126934948 Long DBT CORP US N 2 2031-05-15 Fixed 5.08300000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TP3 2852665.47000000 PA USD 2168360.06000000 0.665451168932 Long DBT UST US N 1 2053-02-15 Fixed 1.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UC0 15000.00000000 PA USD 13394.53000000 0.004110666770 Long DBT UST US N 1 2054-08-15 Fixed 4.25000000 N N N N N N VFH PARENT / VALOR CO N/A 91824YAA6 460000.00000000 PA USD 481114.00000000 0.147649774405 Long DBT CORP US N 2 2031-06-15 Fixed 7.50000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAS2 200000.00000000 PA USD 203800.00000000 0.062544478073 Long DBT CORP KY N 2 2054-06-28 Fixed 6.40000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AE6 205000.00000000 PA USD 209696.55000000 0.064354078869 Long DBT CORP US N 2 2030-12-15 Fixed 6.12500000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AF3 210000.00000000 PA USD 218673.00000000 0.067108874650 Long DBT CORP US N 2 2034-06-15 Fixed 6.50000000 N N N N N N VERTIV HOLDINGS CO 549300KTTIRAOGXCRV69 92537NAA6 666000.00000000 PA USD 647192.16000000 0.198617742200 Long DBT CORP US N 2 2036-03-15 Fixed 4.85000000 N N N N N N Verus Securitization Trust 213800278TKDEXPH6140 92538QAA8 1222875.89000000 PA USD 1110968.93000000 0.340946868905 Long ABS-MBS CORP US N 2 2066-10-25 Variable 2.82900000 N N N N N N Verus Securitization Trust 213800JOKZMXZECMAB50 92540TAL4 910558.50000000 PA USD 913975.28000000 0.280491201471 Long ABS-MBS CORP US N 2 2070-01-25 Variable 5.62000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAD7 590000.00000000 PA USD 586436.40000000 0.179972318750 Long DBT US N 2 2027-02-15 Fixed 3.75000000 N N N N N N Vibrant CLO Ltd 254900WDQ070GAG88491 925930BE8 2075000.00000000 PA USD 2075701.35000000 0.637015002809 Long ABS-CBDO CORP JE N 2 2036-07-15 Floating 4.92300000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAH0 725000.00000000 PA USD 725413.25000000 0.222623126147 Long DBT CORP BM N 2 2033-10-15 Fixed 5.87500000 N N N N N N Vista Point Securitization Trust N/A 92838TAD3 500000.00000000 PA USD 487716.50000000 0.149676025222 Long ABS-MBS CORP US N 2 2065-04-25 Variable 3.40100000 N N N N N N VTR Commercial Mortgage Trust N/A 92890YAA3 850000.00000000 PA USD 840309.61000000 0.257883836985 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 300000.00000000 PA USD 295344.59000000 0.090638730291 Long ABS-MBS CORP US N 2 2039-10-13 Variable 6.05700000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAH4 165000.00000000 PA USD 160856.85000000 0.049365592383 Long DBT CORP US N 2 2033-08-01 Fixed 7.00000000 N N N N N N WBI OPERATING LLC 254900POBWB4RX0ODY78 92944BAA9 355000.00000000 PA USD 357012.85000000 0.109564192192 Long DBT CORP US N 2 2030-10-15 Fixed 6.25000000 N N N N N N WAYFAIR LLC 549300CTUWTZGOXMYI40 94419NAC1 350000.00000000 PA USD 359443.00000000 0.110309984456 Long DBT CORP US N 2 2032-11-15 Fixed 6.75000000 N N N N N N WAYFAIR LLC 549300CTUWTZGOXMYI40 94419NAD9 175000.00000000 PA USD 179959.50000000 0.055228032393 Long DBT CORP US N 2 2034-05-31 Fixed 7.12500000 N N N N N N Wells Fargo Mortgage Backed Securities Trust 549300EZH20KSD9JD814 949831AA9 21011.80000000 PA USD 18789.35000000 0.005766290918 Long ABS-MBS CORP US N 2 2049-07-25 Variable 3.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300PX4QZK7CUM8D08 949939AA0 750000.00000000 PA USD 740222.81000000 0.227168053531 Long ABS-MBS CORP US N 2 2041-03-10 Variable 4.83300000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300PX4QZK7CUM8D08 95000XAF4 1125000.00000000 PA USD 1107228.35000000 0.339798916874 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.41800000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300PX4QZK7CUM8D08 95003PAA9 875000.00000000 PA USD 875586.04000000 0.268709871836 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 550000.00000000 PA USD 550174.04000000 0.168843710409 Long ABS-MBS CORP US N 2 2035-07-15 Variable 5.93500000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAT1 155000.00000000 PA USD 153888.65000000 0.047227111362 Long DBT CORP US N 2 2031-04-15 Fixed 5.25000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAU8 220000.00000000 PA USD 217674.60000000 0.066802474224 Long DBT CORP US N 2 2034-04-15 Fixed 5.50000000 N N N N N N COMPUTE FINANCING 2026 LLC 254900UAYKUK5WMSI309 000000000 1875000.00000000 PA USD 1869443.44000000 0.573716213164 Long DBT CORP US N 3 2034-06-15 None 0.00000000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BF2 205000.00000000 PA USD 207585.05000000 0.063706077566 Long DBT CORP US N 2 2031-07-01 Fixed 7.50000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CJ7 425000.00000000 PA USD 437567.25000000 0.134285649035 Long DBT CORP US N 2 2033-03-15 Fixed 5.65000000 N N N N N N Wind River CLO Ltd 254900AGKLJSTAXGRN27 97315VAN7 450000.00000000 PA USD 448752.60000000 0.137718337346 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.07500000 N N N N N N Wind River CLO Ltd 254900AGKLJSTAXGRN27 97315VAQ0 425000.00000000 PA USD 425052.28000000 0.130444911710 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.27500000 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAJ0 150000.00000000 PA USD 139698.00000000 0.042872122168 Long DBT CORP US N 2 2032-04-01 Fixed 3.80000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1269218538.00000000 OU Notional Amount -493888.72000000 -0.15157022678 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2044-08-02 0.00000000 JPY -66457905.00000000 JPY 1269218538.00000000 JPY 245270.62000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 23000000.00000000 OU Notional Amount USD 465227.90000000 0.142774466098 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S43 2I65BYEG6 Y sell protection 2029-12-20 328469.99000000 USD 0.00000000 USD 23000000.00000000 USD 136757.91000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 14900000.00000000 OU Notional Amount -69561.93000000 -0.02134796175 N/A DIR GB N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL -13970.34000000 BRL 14900000.00000000 BRL -34121.16000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 103403690.00000000 OU Notional Amount -465838.06000000 -0.14296171898 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-10 0.00000000 EUR -155286.44000000 EUR 103403690.00000000 EUR -284788.48000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 103403690.00000000 OU Notional Amount 230922.31000000 0.070868083191 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-10 0.00000000 EUR -104969.39000000 EUR 103403690.00000000 EUR 354698.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 600000.00000000 OU Notional Amount USD -5360.58000000 -0.00164511618 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 -7417.85000000 USD 600000.00000000 USD 2057.27000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 19911576.00000000 OU Notional Amount USD 431242.92000000 0.132344766213 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S45 2I65BYEI2 Y sell protection 2030-12-20 369087.80000000 USD 0.00000000 USD 19911576.00000000 USD 62155.12000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5178770000.00000000 OU Notional Amount 52161.95000000 0.016008056614 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-12-15 3502850.00000000 JPY 0.00000000 JPY 5178770000.00000000 JPY 175449.62000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 716792163.00000000 OU Notional Amount 79779.31000000 0.024483588346 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-01-11 1297815.00000000 JPY 0.00000000 JPY 716792163.00000000 JPY 128703.40000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1800000.00000000 OU Notional Amount 12125.83000000 0.003721313584 N/A DIR GB N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 24006.73000000 BRL 0.00000000 BRL 1800000.00000000 BRL 7477.25000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3890000.00000000 OU Notional Amount -26205.27000000 -0.00804217338 N/A DIR GB N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL -23749.67000000 BRL 3890000.00000000 BRL -17876.59000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5250000.00000000 OU Notional Amount 24510.07000000 0.007521930989 N/A DIR GB N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL -17542.02000000 BRL 5250000.00000000 BRL 27856.14000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2840010000.00000000 OU Notional Amount 11834.07000000 0.003631774934 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 KRW -1979422.00000000 KRW 2840010000.00000000 KRW 13170.84000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 13480000.00000000 OU Notional Amount 1091.32000000 0.000334916780 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 36917.00000000 THB 0.00000000 THB 13480000.00000000 THB -67.98000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7840000.00000000 OU Notional Amount -1453.64000000 -0.00044610969 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 THB -191875.71000000 THB 7840000.00000000 THB 4419.94000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 130530000.00000000 OU Notional Amount -500.83000000 -0.00015370044 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 584137.08000000 INR 0.00000000 INR 130530000.00000000 INR -6837.32000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 16240000.00000000 OU Notional Amount 550.30000000 0.000168882366 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 18349.00000000 THB 0.00000000 THB 16240000.00000000 THB -25.92000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4950000.00000000 OU Notional Amount 250.66000000 0.000076925411 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 CZK -105283.14000000 CZK 4950000.00000000 CZK 5209.71000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 26010000.00000000 OU Notional Amount -2940.01000000 -0.00090226394 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 CZK -74842.40000000 CZK 26010000.00000000 CZK 18359.55000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 27470000.00000000 OU Notional Amount -18121.31000000 -0.00556127515 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 ZAR -149862.73000000 ZAR 27470000.00000000 ZAR -9200.25000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 11700000.00000000 OU Notional Amount 3191.21000000 0.000979355072 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 236707.72000000 ZAR 0.00000000 ZAR 11700000.00000000 ZAR -10899.60000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 14190000.00000000 OU Notional Amount -14790.61000000 -0.00453911179 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 ZAR -208568.83000000 ZAR 14190000.00000000 ZAR -2236.39000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 111060000.00000000 OU Notional Amount 8252.19000000 0.002532526577 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 HUF -2197890.38000000 HUF 111060000.00000000 HUF 14818.33000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 88080000.00000000 OU Notional Amount 758.43000000 0.000232755684 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-09-16 0.00000000 CLP -570931.00000000 CLP 88080000.00000000 CLP 1380.97000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 8060000.00000000 OU Notional Amount -51.48000000 -0.00001579877 N/A DIR GB N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-09-16 29166.00000000 CLP 0.00000000 CLP 8060000.00000000 CLP -84.22000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 25470000.00000000 OU Notional Amount -409.85000000 -0.00012577946 N/A DIR GB N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-09-14 0.00000000 MXN -115391.65000000 MXN 25470000.00000000 MXN 6056.30000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13160000.00000000 OU Notional Amount -787.68000000 -0.00024173225 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-09-11 0.00000000 MXN -112944.47000000 MXN 13160000.00000000 MXN 5541.33000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount 4589.37000000 0.001408438426 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 PLN -22592.07000000 PLN 1000000.00000000 PLN 10676.33000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7820000.00000000 OU Notional Amount 4150.73000000 0.001273823559 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 94180.01000000 PLN 0.00000000 PLN 7820000.00000000 PLN -21463.61000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 267890000.00000000 OU Notional Amount -7958.85000000 -0.00244250303 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-01-26 0.00000000 JPY -1259757.00000000 JPY 267890000.00000000 JPY -40.59000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 14620000.00000000 OU Notional Amount USD -6741.28000000 -0.00206884121 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-04-13 17486.79000000 USD 0.00000000 USD 14620000.00000000 USD -24228.07000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 15730000.00000000 OU Notional Amount USD 33402.66000000 0.010250990853 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2041-04-14 0.00000000 USD -6824.07000000 USD 15730000.00000000 USD 40226.73000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 13430000.00000000 OU Notional Amount USD -189170.95000000 -0.05805494766 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-04-22 0.00000000 USD -160672.96000000 USD 13430000.00000000 USD -28497.99000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7540000.00000000 OU Notional Amount USD 95044.72000000 0.029168412198 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2037-04-22 25781.20000000 USD 0.00000000 USD 7540000.00000000 USD 69263.52000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 9200000.00000000 OU Notional Amount USD 54795.20000000 0.016816178532 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-04-22 12920.59000000 USD 0.00000000 USD 9200000.00000000 USD 41874.61000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3600000.00000000 OU Notional Amount -44410.71000000 -0.01362926731 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2046-04-21 0.00000000 EUR -12355.52000000 EUR 3600000.00000000 EUR -29926.75000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5110000.00000000 OU Notional Amount 47438.74000000 0.014558543835 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-04-21 0.00000000 EUR -4334.06000000 EUR 5110000.00000000 EUR 52479.67000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 37370000.00000000 OU Notional Amount -177798.46000000 -0.05456482768 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-05-21 0.00000000 EUR -14531.67000000 EUR 37370000.00000000 EUR -160900.70000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 37370000.00000000 OU Notional Amount 211052.42000000 0.064770183783 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-05-21 38256.95000000 EUR 0.00000000 EUR 37370000.00000000 EUR 166520.43000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 479810000.00000000 OU Notional Amount -1751.98000000 -0.00053766768 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-05-22 0.00000000 JPY -294884.00000000 JPY 479810000.00000000 JPY 9.22000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 606000000.00000000 OU Notional Amount 18953.17000000 0.005816565875 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2046-05-21 3865228.00000000 JPY 0.00000000 JPY 606000000.00000000 JPY -5027.15000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3560000.00000000 OU Notional Amount -113609.54000000 -0.03486579677 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2039-01-31 0.00000000 GBP -44258.69000000 GBP 3560000.00000000 GBP -54508.71000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7780000.00000000 OU Notional Amount USD 12542.14000000 0.003849075565 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-06-30 0.00000000 USD -2089.59000000 USD 7780000.00000000 USD 14631.73000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 15550000.00000000 OU Notional Amount USD 6033.40000000 0.001851598891 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-11-30 0.00000000 USD -7705.27000000 USD 15550000.00000000 USD 13738.67000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10890000.00000000 OU Notional Amount USD -23719.51000000 -0.00727931488 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-04-30 0.00000000 USD -2367.26000000 USD 10890000.00000000 USD -21352.25000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4210000.00000000 OU Notional Amount 55407.00000000 0.017003934723 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-08-15 13015.25000000 EUR 0.00000000 EUR 4210000.00000000 EUR 40263.57000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1828203.00000000 OU Notional Amount -48716.17000000 -0.01495057618 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-08-15 0.00000000 EUR -19552.13000000 EUR 1828203.00000000 EUR -25973.01000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4730000.00000000 OU Notional Amount 3543.70000000 0.001087531241 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-09-04 134515.77000000 MXN 0.00000000 MXN 4730000.00000000 MXN -4151.49000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1117000000.00000000 OU Notional Amount 89634.11000000 0.027507942235 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-09-16 15414490.00000000 JPY 0.00000000 JPY 1117000000.00000000 JPY -6379.42000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 24950000.00000000 OU Notional Amount 187051.53000000 0.057404515783 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 145715.65000000 NZD 0.00000000 NZD 24950000.00000000 NZD 102123.60000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1520000.00000000 OU Notional Amount 12290.13000000 0.003771735850 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 AUD -1207.14000000 AUD 1520000.00000000 AUD 13140.97000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 880000.00000000 OU Notional Amount -8521.27000000 -0.00261510492 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 2264.87000000 NZD 0.00000000 NZD 880000.00000000 NZD -9843.85000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3440000.00000000 OU Notional Amount -6649.30000000 -0.00204061333 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-04-16 24895.81000000 EUR 0.00000000 EUR 3440000.00000000 EUR -35477.39000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1270000.00000000 OU Notional Amount -1841.44000000 -0.00056512219 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-06-14 3127.57000000 EUR 0.00000000 EUR 1270000.00000000 EUR -5463.01000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1510000.00000000 OU Notional Amount -14426.26000000 -0.00442729588 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 CAD -32404.60000000 CAD 1510000.00000000 CAD 8788.70000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1480000.00000000 OU Notional Amount USD -3759.79000000 -0.00115384741 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-11-30 0.00000000 USD -327.52000000 USD 1480000.00000000 USD -3432.27000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1190000.00000000 OU Notional Amount USD -75.92000000 -0.00002329919 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-06-30 0.00000000 USD -45.29000000 USD 1190000.00000000 USD -30.63000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 90000.00000000 OU Notional Amount -856.13000000 -0.00026273897 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 EUR -1089.14000000 EUR 90000.00000000 EUR 405.04000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 8468000000.00000000 OU Notional Amount 1231689.20000000 0.377994887943 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 192800691.00000000 JPY 0.00000000 JPY 8468000000.00000000 JPY 28301.91000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3180000.00000000 OU Notional Amount 75325.08000000 0.023116623230 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 22062.23000000 CHF 0.00000000 CHF 3180000.00000000 CHF 47636.55000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1031000000.00000000 OU Notional Amount -460942.82000000 -0.14145941167 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 JPY -68589720.00000000 JPY 1031000000.00000000 JPY -32832.34000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 22330000.00000000 OU Notional Amount -45222.15000000 -0.01387829131 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 SEK -70399.41000000 SEK 22330000.00000000 SEK -37750.19000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7300000.00000000 OU Notional Amount 13770.18000000 0.004225950545 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 76890.61000000 NOK 0.00000000 NOK 7300000.00000000 NOK 5680.86000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 670000.00000000 OU Notional Amount 25932.17000000 0.007958361324 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 25255.05000000 GBP 0.00000000 GBP 670000.00000000 GBP -7936.14000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5450000.00000000 OU Notional Amount 56418.78000000 0.017314441357 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 63424.91000000 EUR 0.00000000 EUR 5450000.00000000 EUR -16967.00000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 213000000.00000000 OU Notional Amount -141578.09000000 -0.04344910571 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2046-09-16 0.00000000 JPY -19236945.00000000 JPY 213000000.00000000 JPY -21643.27000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 24020000.00000000 OU Notional Amount -320556.82000000 -0.09837614818 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 GBP -267341.71000000 GBP 24020000.00000000 GBP 38162.56000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3380000.00000000 OU Notional Amount 16410.74000000 0.005036315839 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 17699.26000000 EUR 0.00000000 EUR 3380000.00000000 EUR -4100.19000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2140000.00000000 OU Notional Amount 15237.34000000 0.004676209408 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 13569.19000000 GBP 0.00000000 GBP 2140000.00000000 GBP -2956.90000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6100000.00000000 OU Notional Amount -47182.26000000 -0.01447983231 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 AUD -60895.18000000 AUD 6100000.00000000 AUD -4126.32000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3550000.00000000 OU Notional Amount USD 51531.80000000 0.015814668965 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 45541.96000000 USD 0.00000000 USD 3550000.00000000 USD 5989.84000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 9480000.00000000 OU Notional Amount -121785.70000000 -0.03737499039 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 EUR -139518.57000000 EUR 9480000.00000000 EUR 39853.52000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 720000.00000000 OU Notional Amount 9249.55000000 0.002838607836 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 10467.66000000 EUR 0.00000000 EUR 720000.00000000 EUR -2877.76000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4900000.00000000 OU Notional Amount -86346.56000000 -0.02649902123 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR -96330.51000000 EUR 4900000.00000000 EUR 62654.51000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10670000.00000000 OU Notional Amount 188024.04000000 0.057702970790 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 252549.37000000 EUR 0.00000000 EUR 10670000.00000000 EUR -104567.00000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 130000.00000000 OU Notional Amount 68.87000000 0.000021135614 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 91.74000000 CAD 0.00000000 CAD 130000.00000000 CAD 3.32000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7630000.00000000 OU Notional Amount -152186.67000000 -0.04670478824 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 GBP -131478.64000000 GBP 7630000.00000000 GBP 24303.73000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 14740000.00000000 OU Notional Amount -57023.38000000 -0.01749998792 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-06-19 0.00000000 EUR -4664.40000000 EUR 14740000.00000000 EUR -51661.87000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 14740000.00000000 OU Notional Amount 39987.77000000 0.012271904828 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-06-19 0.00000000 EUR -10008.76000000 EUR 14740000.00000000 EUR 51492.36000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3440000.00000000 OU Notional Amount USD 79600.57000000 0.024428734568 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 81885.33000000 USD 0.00000000 USD 3440000.00000000 USD -2284.76000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 38680000.00000000 OU Notional Amount USD 745386.81000000 0.228752840993 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 701676.53000000 USD 0.00000000 USD 38680000.00000000 USD 43710.28000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 570000.00000000 OU Notional Amount USD -13189.63000000 -0.00404778471 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 USD -11859.39000000 USD 570000.00000000 USD -1330.24000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 62800000.00000000 OU Notional Amount 22640.47000000 0.006948166729 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 81982.24000000 SEK 0.00000000 SEK 62800000.00000000 SEK 14085.39000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 65170000.00000000 OU Notional Amount 18121.32000000 0.005561278220 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 103700.16000000 NOK 0.00000000 NOK 65170000.00000000 NOK 7464.34000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 20920000.00000000 OU Notional Amount 60239.87000000 0.018487101218 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 127185.89000000 CAD 0.00000000 CAD 20920000.00000000 CAD -29660.23000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 9360000.00000000 OU Notional Amount -2685.32000000 -0.00082410175 N/A DIR GB N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 CZK -66527.14000000 CZK 9360000.00000000 CZK 462.88000000 N N N IVORY COAST 254900ICW11T82O6H590 000000000 130000.00000000 PA 143246.32000000 0.043961071248 Long DBT NUSS CI N 2 2048-03-22 Fixed 6.62500000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 10000.00000000 PA 11153.83000000 0.003423015092 Long DBT NUSS RO N 2 2029-03-11 Fixed 2.87500000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 26000.00000000 PA 19441.54000000 0.005966442454 Long DBT NUSS RO N 2 2050-01-28 Fixed 3.37500000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 000000000 200000.00000000 PA USD 135232.00000000 0.041501544940 Long DBT NUSS IL N 2 2060-05-13 Fixed 3.80000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 190000.00000000 PA 213090.77000000 0.065395735976 Long DBT NUSS RO N 2 2030-05-26 Fixed 3.62400000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 37414.80000000 PA USD 32250.62000000 0.009897439624 Long DBT NUSS EC N 2 2030-07-31 None 0.00000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 120000.00000000 PA 135502.29000000 0.041584494631 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.87500000 N N N N N N Hungary Government International Bonds 5299003F3UFKGCCMAP43 000000000 400000.00000000 PA USD 409500.00000000 0.125672049907 Long DBT NUSS HU N 2 2028-05-22 Fixed 6.12500000 N N N N N N Romania Government International Bonds 315700IASY927EDWBK92 000000000 70000.00000000 PA USD 70980.00000000 0.021783155317 Long DBT NUSS RO N 2 2034-01-30 Fixed 6.37500000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 000000000 360000.00000000 PA USD 390222.00000000 0.119755796481 Long DBT CORP MA N 2 2054-05-02 Fixed 7.50000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 350000.00000000 PA USD 388106.25000000 0.119106490889 Long DBT NUSS EG N 2 2033-02-04 Fixed 9.45000000 N N N N N N Cordatus CLO PLC 635400DVOSHFEKDFWJ26 000000000 800000.00000000 PA 911018.66000000 0.279583840063 Long ABS-CBDO CORP IE N 2 2038-04-20 Floating 3.93800000 N N N N N N Aurium CLO 549300FEAY35HPC4RS38 000000000 600000.00000000 PA 687478.82000000 0.210981373815 Long ABS-CBDO CORP IE N 2 2038-10-16 Floating 4.39300000 N N N N N N Aqueduct European CLO 2549003MKHH8W6CBWG92 000000000 400000.00000000 PA 458216.84000000 0.140622831709 Long ABS-CBDO CORP IE N 2 2039-01-25 Floating 4.01500000 N N N N N N Armada Euro CLO 254900H74CRBB8IV8606 000000000 600000.00000000 PA 688437.92000000 0.211275713407 Long ABS-CBDO CORP IE N 2 2039-10-30 Floating 4.00000000 N N N N N N Bridgepoint CLO 635400KHJOULRBQMED20 000000000 600000.00000000 PA 686915.97000000 0.210808639961 Long ABS-CBDO CORP IE N 2 2039-10-15 Floating 3.91400000 N N N N N N Harvest CLO 635400IUMEGLVCCJWL30 000000000 600000.00000000 PA 687244.36000000 0.210909420045 Long ABS-CBDO CORP IE N 2 2039-01-15 Floating 3.95600000 N N N N N N Arini European CLO 635400HLOZDFMPWGCW53 000000000 600000.00000000 PA 687044.17000000 0.210847983445 Long ABS-CBDO CORP IE N 2 2039-01-15 Floating 3.89500000 N N N N N N Arini European CLO 635400HLOZDFMPWGCW53 000000000 600000.00000000 PA 686475.16000000 0.210673359139 Long ABS-CBDO CORP IE N 2 2039-01-15 Floating 4.94500000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 200000.00000000 PA USD 202180.00000000 0.062047313920 Long DBT NUSS EC N 2 2034-01-29 Fixed 8.75000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 320000.00000000 PA 360147.49000000 0.110526186415 Long DBT NUSS ID N 2 2034-03-04 Fixed 4.10000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 60000.00000000 PA 66467.09000000 0.020398181811 Long DBT NUSS RO N 2 2033-03-04 Fixed 4.62500000 N N N N N N Arini European CLO 635400TNJSU8PGVNSX11 000000000 300000.00000000 PA 344271.06000000 0.105653845748 Long ABS-CBDO CORP IE N 2 2040-04-15 Floating 4.10200000 N N N N N N Henley Funding Ltd. 635400ATIFCV7PKUJR11 000000000 600000.00000000 PA 686580.74000000 0.210705760739 Long ABS-CBDO CORP IE N 2 2039-07-25 Floating 4.14300000 N N N N N N Henley Funding Ltd. 635400ATIFCV7PKUJR11 000000000 2000000.00000000 PA 2285880.78000000 0.701517273423 Long ABS-CBDO CORP IE N 2 2038-07-15 Floating 3.57300000 N N N N N N Arini European CLO 635400G9EKYTRADIQU21 000000000 2300000.00000000 PA 2627979.76000000 0.806504526385 Long ABS-CBDO CORP IE N 2 2040-07-15 Floating 0.00000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 000000000 370000.00000000 PA 430464.68000000 0.132105931009 Long DBT NUSS MA N 2 2034-05-26 Fixed 4.75000000 N N N N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 88.00000000 NC -255.66000000 -0.00007845986 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Long Three Month SONIA Index Futures SFIZ6 Index 2027-03-16 21123492.74000000 GBP -255.66000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -100.00000000 NC USD -14579.75000000 -0.00447440065 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Three-Month SOFR Futures SFRZ6 Index 2027-03-16 -23974170.25000000 USD -14579.75000000 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 86.00000000 NC 108003.16000000 0.033145246675 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Long Three Month SONIA Index Futures SFIM7 Index 2027-09-14 20547827.28000000 GBP 108003.16000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 72.00000000 NC 43632.51000000 0.013390444381 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 5 Year Euro BOBL Futures OEU6 Comdty 2026-09-08 8265572.96000000 EUR 43632.51000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 102.00000000 NC USD 6847.96000000 0.002101580392 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYU6 Comdty 2026-09-21 11189245.79000000 USD 6847.96000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 16.00000000 NC 28493.15000000 0.008744304197 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 30 Year Euro BUXL Futures UBU6 Comdty 2026-09-08 1747542.88000000 EUR 28493.15000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -33.00000000 NC -34914.64000000 -0.01071500459 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXU6 Comdty 2026-09-08 -4166382.81000000 EUR -34914.64000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 118.00000000 NC 28600.72000000 0.008777316510 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 2 Year Euro SCHATZ Futures DUU6 Comdty 2026-09-08 12477658.74000000 EUR 28600.72000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 127.00000000 NC USD -32854.89000000 -0.01008288492 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUU6 Comdty 2026-09-30 26207753.26000000 USD -32854.89000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 212.00000000 NC USD 407392.09000000 0.125025150345 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 24098482.91000000 USD 407392.09000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -134.00000000 NC USD -71581.64000000 -0.02196779349 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 -14976199.61000000 USD -71581.64000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 284.00000000 NC USD 453224.49000000 0.139090722165 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USU6 Comdty 2026-09-21 31665400.51000000 USD 453224.49000000 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 64.00000000 NC 77123.73000000 0.023668613542 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Long Long Gilt Futures G U6 Comdty 2026-09-28 5651937.04000000 GBP 77123.73000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 433.00000000 NC USD 11200.99000000 0.003437488093 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVU6 Comdty 2026-09-30 46313033.39000000 USD 11200.99000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -710000.00000000 NC -229.58000000 -0.00007045613 N/A DIR DE N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Call Written BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 710000.00000000 OU Notional Amount N/A -229.58000000 0.00000000 DIR DE N/A N/A 2046-11-13 0.00000000 N/A 0.00000000 N/A 710000.00000000 EUR 1.00000000 2.08450000 EUR 2026-11-11 XXXX 36045.10000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 2390000.00000000 NC 720.93000000 0.000221247255 N/A DIR DE N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Call Purchased BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 2390000.00000000 OU Notional Amount N/A 720.93000000 0.00000000 DIR DE N/A N/A 2031-11-13 0.00000000 N/A 0.00000000 N/A 2390000.00000000 EUR 1.00000000 2.00000000 EUR 2026-11-11 XXXX -35202.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1179999999.00000000 NC 56099.62000000 0.017216493881 N/A DIR JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Purchased Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 1179999999.00000000 OU Notional Amount N/A 56099.62000000 0.02000000 DIR JP N/A N/A 2030-01-26 0.00000000 N/A 0.00000000 N/A 1179999999.00000000 JPY 1.00000000 1.77125000 JPY 2028-01-24 XXXX 11227.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1179999999.00000000 NC 21031.64000000 0.006454430553 N/A DIR JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Purchased Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 1179999999.00000000 OU Notional Amount N/A 21031.64000000 0.01000000 DIR JP N/A N/A 2030-01-26 0.00000000 N/A 0.00000000 N/A 1179999999.00000000 JPY 1.00000000 1.77125000 JPY 2028-01-24 XXXX -23840.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5330000.00000000 NC 1249.26000000 0.000383387216 N/A DIR GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Call Purchased Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 5330000.00000000 OU Notional Amount N/A 1249.26000000 0.00000000 DIR GB N/A N/A 2026-06-30 0.00000000 N/A 0.00000000 N/A 5330000.00000000 GBP 1.00000000 4.00200000 GBP 2026-06-30 XXXX -7287.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -5330000.00000000 NC -0.70000000 -0.00000021482 N/A DIR GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Put Written Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 5330000.00000000 OU Notional Amount N/A -0.70000000 0.00000000 DIR GB N/A N/A 2026-06-30 0.00000000 N/A 0.00000000 N/A 5330000.00000000 GBP 1.00000000 4.90000000 GBP 2026-06-30 XXXX 8535.60000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -1600000.00000000 NC -46.25000000 -0.00001419372 N/A DIR DE N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Written BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1600000.00000000 OU Notional Amount N/A -46.25000000 0.00000000 DIR DE N/A N/A 2026-07-06 0.00000000 N/A 0.00000000 N/A 1600000.00000000 EUR 1.00000000 3.09100000 EUR 2026-07-06 XXXX 10723.18000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -1600000.00000000 NC -28462.62000000 -0.00873493480 N/A DIR DE N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Call Written BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1600000.00000000 OU Notional Amount N/A -28462.62000000 -0.01000000 DIR DE N/A N/A 2026-07-06 0.00000000 N/A 0.00000000 N/A 1600000.00000000 EUR 1.00000000 3.09100000 EUR 2026-07-06 XXXX -17693.19000000 N N N Barclays Capital, Inc. AC28XWWI3WIBK2824319 000000000 -1800000.00000000 NC USD -1110.42000000 -0.00034077840 N/A DIR US N 2 Barclays Capital, Inc. AC28XWWI3WIBK2824319 Put Written Barclays Capital, Inc. AC28XWWI3WIBK2824319 Barclays Capital, Inc. AC28XWWI3WIBK2824319 N/A 1800000.00000000 OU Notional Amount N/A -1110.42000000 0.00000000 DIR US N/A N/A 2026-07-08 0.00000000 N/A 0.00000000 N/A 1800000.00000000 USD 1.00000000 4.13700000 USD 2026-07-08 XXXX 10589.58000000 N N N Barclays Capital, Inc. AC28XWWI3WIBK2824319 000000000 -1800000.00000000 NC USD -18049.68000000 -0.00553929251 N/A DIR US N 2 Barclays Capital, Inc. AC28XWWI3WIBK2824319 Call Written Barclays Capital, Inc. AC28XWWI3WIBK2824319 Barclays Capital, Inc. AC28XWWI3WIBK2824319 N/A 1800000.00000000 OU Notional Amount N/A -18049.68000000 -0.01000000 DIR US N/A N/A 2026-07-08 0.00000000 N/A 0.00000000 N/A 1800000.00000000 USD 1.00000000 4.13700000 USD 2026-07-08 XXXX -6349.68000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -1610000.00000000 NC -433.23000000 -0.00013295458 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 1610000.00000000 OU Notional Amount N/A -433.23000000 0.00000000 DIR DE N/A N/A 2026-07-13 0.00000000 N/A 0.00000000 N/A 1610000.00000000 EUR 1.00000000 3.10000000 EUR 2026-07-13 XXXX 10333.10000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -1610000.00000000 NC -30200.85000000 -0.00926838273 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 1610000.00000000 OU Notional Amount N/A -30200.85000000 -0.01000000 DIR DE N/A N/A 2026-07-13 0.00000000 N/A 0.00000000 N/A 1610000.00000000 EUR 1.00000000 3.10000000 EUR 2026-07-13 XXXX -19434.52000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -1620000.00000000 NC -13946.08000000 -0.00427993275 N/A DIR DE N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Call Written BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1620000.00000000 OU Notional Amount N/A -13946.08000000 0.00000000 DIR DE N/A N/A 2026-07-20 0.00000000 N/A 0.00000000 N/A 1620000.00000000 EUR 1.00000000 2.98100000 EUR 2026-07-20 XXXX -4757.51000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -1620000.00000000 NC -3413.63000000 -0.00104761386 N/A DIR DE N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Written BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1620000.00000000 OU Notional Amount N/A -3413.63000000 0.00000000 DIR DE N/A N/A 2026-07-20 0.00000000 N/A 0.00000000 N/A 1620000.00000000 EUR 1.00000000 2.98100000 EUR 2026-07-20 XXXX 5774.94000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 3146000.00000000 OU Notional Amount USD 3.15000000 0.000000966708 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 3.15000000 0.00000000 DFE US 4560127000.00000000 KRW 3146000.00000000 USD 2026-07-03 1.00000000 1449.50000000 USD 2026-07-03 XXXX -27555.81000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -3146000.00000000 OU Notional Amount USD -3.15000000 -0.00000096670 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 -3.15000000 0.00000000 DFE KR -3146000.00000000 USD -4560127000.00000000 KRW 2026-07-03 1.00000000 1449.50000000 USD 2026-07-03 XXXX 8701.83000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 3131000.00000000 OU Notional Amount USD 9.39000000 0.000002881710 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 9.39000000 0.00000000 DFE US 4665190000.00000000 KRW 3131000.00000000 USD 2026-07-03 1.00000000 1490.00000000 USD 2026-07-03 XXXX -31441.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5355000.00000000 OU Notional Amount 93712.82000000 0.028759663472 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 93712.82000000 0.03000000 DFE XX 6211800.00000000 USD 5355000.00000000 EUR 2026-07-24 1.00000000 1.16000000 EUR 2026-07-24 XXXX 53916.54000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 6234000.00000000 OU Notional Amount USD 2406.32000000 0.000738479040 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 2406.32000000 0.00000000 DFE US 974685900.00000000 JPY 6234000.00000000 USD 2026-07-07 1.00000000 156.35000000 USD 2026-07-07 XXXX -23682.97000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -3117000.00000000 OU Notional Amount USD -2873.87000000 -0.00088196613 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 -2873.87000000 0.00000000 DFE JP -3117000.00000000 USD -496070550.00000000 JPY 2026-07-07 1.00000000 159.15000000 USD 2026-07-07 XXXX 29776.71000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 4660000.00000000 OU Notional Amount 47589.50000000 0.014604810791 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 47589.50000000 0.01000000 DFE GB 6221100.00000000 USD 4660000.00000000 GBP 2026-07-08 1.00000000 1.33500000 GBP 2026-07-08 XXXX 9375.85000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 -1565500.00000000 OU Notional Amount USD -4.70000000 -0.00000144238 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 -4.70000000 0.00000000 DFE KR -1565500.00000000 USD -2332595000.00000000 KRW 2026-07-03 1.00000000 1490.00000000 USD 2026-07-03 XXXX 12340.83000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 -1349000.00000000 OU Notional Amount -32880.45000000 -0.01009072906 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 -32880.45000000 -0.01000000 DFE US -1349000.00000000 EUR -1574283.00000000 USD 2026-06-30 1.00000000 1.16700000 EUR 2026-06-30 XXXX -23597.74000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 -1349000.00000000 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 -1349000.00000000 EUR -1574283.00000000 USD 2026-06-30 1.00000000 1.16700000 EUR 2026-06-30 XXXX 9282.71000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 5309000.00000000 OU Notional Amount 148485.85000000 0.045569038221 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 148485.85000000 0.05000000 DFE NZ 3164164.00000000 USD 5309000.00000000 NZD 2026-07-01 1.00000000 0.59600000 NZD 2026-07-01 XXXX 126510.56000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 15928000.00000000 OU Notional Amount 442138.38000000 0.135688489761 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 442138.38000000 0.14000000 DFE NZ 9493088.00000000 USD 15928000.00000000 NZD 2026-07-08 1.00000000 0.59600000 NZD 2026-07-08 XXXX 369798.52000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -6234000.00000000 OU Notional Amount USD -2406.32000000 -0.00073847904 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 -2406.32000000 0.00000000 DFE JP -6234000.00000000 USD -974685900.00000000 JPY 2026-07-07 1.00000000 156.35000000 USD 2026-07-07 XXXX 14874.33000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -5309000.00000000 OU Notional Amount -148485.85000000 -0.04556903822 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 -148485.85000000 -0.05000000 DFE US -5309000.00000000 NZD -3164164.00000000 USD 2026-07-01 1.00000000 0.59600000 NZD 2026-07-01 XXXX -114632.97000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 3117000.00000000 OU Notional Amount USD 2873.87000000 0.000881966139 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 2873.87000000 0.00000000 DFE US 496070550.00000000 JPY 3117000.00000000 USD 2026-07-07 1.00000000 159.15000000 USD 2026-07-07 XXXX -20138.94000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 5307000.00000000 OU Notional Amount 109990.95000000 0.033755282436 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 109990.95000000 0.03000000 DFE NZ 3125823.00000000 USD 5307000.00000000 NZD 2026-07-31 1.00000000 0.58900000 NZD 2026-07-31 XXXX 81395.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -15928000.00000000 OU Notional Amount -442138.38000000 -0.13568848976 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 -442138.38000000 -0.14000000 DFE US -15928000.00000000 NZD -9493088.00000000 USD 2026-07-08 1.00000000 0.59600000 NZD 2026-07-08 XXXX -301441.96000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -1565500.00000000 OU Notional Amount USD -4.70000000 -0.00000144238 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 -4.70000000 0.00000000 DFE KR -1565500.00000000 USD -2332595000.00000000 KRW 2026-07-03 1.00000000 1490.00000000 USD 2026-07-03 XXXX 3736.84000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -2193000.00000000 OU Notional Amount -423.61000000 -0.00013000228 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 -423.61000000 0.00000000 DFE NZ -2193000.00000000 AUD -2655723.00000000 NZD 2026-07-07 1.00000000 1.21100000 AUD 2026-07-07 XXXX 8652.96000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -2193000.00000000 OU Notional Amount -9685.39000000 -0.00297236340 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 -9685.39000000 0.00000000 DFE NZ -2193000.00000000 AUD -2655723.00000000 NZD 2026-07-07 1.00000000 1.21100000 AUD 2026-07-07 XXXX -608.82000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 5377000.00000000 OU Notional Amount 44585.26000000 0.013682835213 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 44585.26000000 0.01000000 DFE XX 6183550.00000000 USD 5377000.00000000 EUR 2026-07-08 1.00000000 1.15000000 EUR 2026-07-08 XXXX 20192.83000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 5377000.00000000 OU Notional Amount 79451.10000000 0.024382863502 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 79451.10000000 0.02000000 DFE XX 6223877.50000000 USD 5377000.00000000 EUR 2026-07-07 1.00000000 1.15750000 EUR 2026-07-07 XXXX 52635.54000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 5317000.00000000 OU Notional Amount 53933.46000000 0.016551717892 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 53933.46000000 0.02000000 DFE NZ 3065250.50000000 USD 5317000.00000000 NZD 2026-07-31 1.00000000 0.57650000 NZD 2026-07-31 XXXX 29416.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 15952000.00000000 OU Notional Amount 153031.45000000 0.046964044009 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 153031.45000000 0.05000000 DFE NZ 9204304.00000000 USD 15952000.00000000 NZD 2026-07-15 1.00000000 0.57700000 NZD 2026-07-15 XXXX 89775.62000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 -5307000.00000000 OU Notional Amount -109990.95000000 -0.03375528243 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 -109990.95000000 -0.03000000 DFE US -5307000.00000000 NZD -3125823.00000000 USD 2026-07-31 1.00000000 0.58900000 NZD 2026-07-31 XXXX -54834.64000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 5333000.00000000 OU Notional Amount 46759.82000000 0.014350189090 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 46759.82000000 0.01000000 DFE NZ 3063808.50000000 USD 5333000.00000000 NZD 2026-07-31 1.00000000 0.57450000 NZD 2026-07-31 XXXX 21519.57000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -5377000.00000000 OU Notional Amount -79451.10000000 -0.02438286350 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 -79451.10000000 -0.02000000 DFE US -5377000.00000000 EUR -6223877.50000000 USD 2026-07-07 1.00000000 1.15750000 EUR 2026-07-07 XXXX -24496.19000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -5355000.00000000 OU Notional Amount -93712.82000000 -0.02875966347 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 -93712.82000000 -0.03000000 DFE US -5355000.00000000 EUR -6211800.00000000 USD 2026-07-24 1.00000000 1.16000000 EUR 2026-07-24 XXXX -25440.72000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 5375000.00000000 OU Notional Amount 37874.48000000 0.011623354189 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 37874.48000000 0.01000000 DFE XX 6154375.00000000 USD 5375000.00000000 EUR 2026-07-24 1.00000000 1.14500000 EUR 2026-07-24 XXXX 6338.14000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 4400000.00000000 OU Notional Amount 33945.37000000 0.010417543913 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 33945.37000000 0.01000000 DFE AU 3058000.00000000 USD 4400000.00000000 AUD 2026-07-30 1.00000000 0.69500000 AUD 2026-07-30 XXXX 12552.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 -2200000.00000000 OU Notional Amount -56.36000000 -0.00001729640 N/A DFE LU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 UBS AG BFM8T61CT2L1QCEMIK50 N/A 1.00000000 NC USD -56.36000000 0.00000000 DFE NZ -2200000.00000000 AUD -2652100.00000000 NZD 2026-07-07 1.00000000 1.20550000 AUD 2026-07-07 XXXX 7998.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 -2200000.00000000 OU Notional Amount -16215.67000000 -0.00497645052 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 UBS AG BFM8T61CT2L1QCEMIK50 N/A 1.00000000 NC USD -16215.67000000 0.00000000 DFE NZ -2200000.00000000 AUD -2652100.00000000 NZD 2026-07-07 1.00000000 1.20550000 AUD 2026-07-07 XXXX -8160.75000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 6224000.00000000 OU Notional Amount USD 9547.62000000 0.002930082972 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 9547.62000000 0.00000000 DFE US 980280000.00000000 JPY 6224000.00000000 USD 2026-07-22 1.00000000 157.50000000 USD 2026-07-22 XXXX -19313.07000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -3112000.00000000 OU Notional Amount USD -10254.04000000 -0.00314687723 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 -10254.04000000 0.00000000 DFE JP -3112000.00000000 USD -497608800.00000000 JPY 2026-07-22 1.00000000 159.90000000 USD 2026-07-22 XXXX 19499.79000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 -5377000.00000000 OU Notional Amount -44585.26000000 -0.01368283521 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 -44585.26000000 -0.01000000 DFE US -5377000.00000000 EUR -6183550.00000000 USD 2026-07-08 1.00000000 1.15000000 EUR 2026-07-08 XXXX -19023.32000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 8840000.00000000 OU Notional Amount 50946.00000000 0.015634891952 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 50946.00000000 0.02000000 DFE AU 6126120.00000000 USD 8840000.00000000 AUD 2026-07-23 1.00000000 0.69300000 AUD 2026-07-23 XXXX 7243.21000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 -1348000.00000000 OU Notional Amount -2006.91000000 -0.00061590352 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 -2006.91000000 0.00000000 DFE SE -1348000.00000000 EUR -14814520.00000000 SEK 2026-07-13 1.00000000 10.99000000 EUR 2026-07-13 XXXX 7996.84000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 -1348000.00000000 OU Notional Amount -13997.56000000 -0.00429573152 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 -13997.56000000 0.00000000 DFE SE -1348000.00000000 EUR -14814520.00000000 SEK 2026-07-13 1.00000000 10.99000000 EUR 2026-07-13 XXXX -3993.81000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 -4660000.00000000 OU Notional Amount -47589.50000000 -0.01460481079 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 -47589.50000000 -0.01000000 DFE US -4660000.00000000 GBP -6221100.00000000 USD 2026-07-08 1.00000000 1.33500000 GBP 2026-07-08 XXXX -18452.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -5375000.00000000 OU Notional Amount -37874.48000000 -0.01162335418 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 -37874.48000000 -0.01000000 DFE US -5375000.00000000 EUR -6154375.00000000 USD 2026-07-24 1.00000000 1.14500000 EUR 2026-07-24 XXXX -25301.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5402000.00000000 OU Notional Amount 81147.55000000 0.024903489507 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 81147.55000000 0.02000000 DFE XX 6250114.00000000 USD 5402000.00000000 EUR 2026-07-24 1.00000000 1.15700000 EUR 2026-07-24 XXXX 51676.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -1351000.00000000 OU Notional Amount -2199.71000000 -0.00067507219 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 -2199.71000000 0.00000000 DFE CA -1351000.00000000 EUR -2192673.00000000 CAD 2026-07-06 1.00000000 1.62300000 EUR 2026-07-06 XXXX 3671.36000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 -8840000.00000000 OU Notional Amount -50946.00000000 -0.01563489195 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 -50946.00000000 -0.02000000 DFE US -8840000.00000000 AUD -6126120.00000000 USD 2026-07-23 1.00000000 0.69300000 AUD 2026-07-23 XXXX -27594.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 -2217000.00000000 OU Notional Amount -14161.36000000 -0.00434600034 N/A DFE LU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Written Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD -14161.36000000 0.00000000 DFE NZ -2217000.00000000 AUD -2678136.00000000 NZD 2026-07-15 1.00000000 1.20800000 AUD 2026-07-15 XXXX -5496.84000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 8867000.00000000 OU Notional Amount 109244.72000000 0.033526270827 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 109244.72000000 0.03000000 DFE AU 6233501.00000000 USD 8867000.00000000 AUD 2026-07-23 1.00000000 0.70300000 AUD 2026-07-23 XXXX 60757.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -1351000.00000000 OU Notional Amount -4564.58000000 -0.00140083058 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 -4564.58000000 0.00000000 DFE CA -1351000.00000000 EUR -2192673.00000000 CAD 2026-07-06 1.00000000 1.62300000 EUR 2026-07-06 XXXX 1306.49000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 -2217000.00000000 OU Notional Amount -1510.38000000 -0.00046352271 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Written Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD -1510.38000000 0.00000000 DFE NZ -2217000.00000000 AUD -2678136.00000000 NZD 2026-07-15 1.00000000 1.20800000 AUD 2026-07-15 XXXX 7154.14000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6262000.00000000 OU Notional Amount USD 90792.74000000 0.027863515879 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Purchased Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD 90792.74000000 0.03000000 DFE US 18786000.00000000 ILS 6262000.00000000 USD 2026-09-16 1.00000000 3.00000000 USD 2026-09-16 XXXX 28110.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 -3131000.00000000 OU Notional Amount USD -96265.73000000 -0.02954312973 N/A DFE LU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Written Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 1.00000000 NC USD -96265.73000000 -0.03000000 DFE IL -3131000.00000000 USD -9095555.00000000 ILS 2026-09-16 1.00000000 2.90500000 USD 2026-09-16 XXXX -31187.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -1565000.00000000 OU Notional Amount USD -8701.40000000 -0.00267038528 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 -8701.40000000 0.00000000 DFE SG -1565000.00000000 USD -2014937.50000000 SGD 2026-07-20 1.00000000 1.28750000 USD 2026-07-20 XXXX -2363.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -1565000.00000000 OU Notional Amount USD -3374.14000000 -0.00103549472 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 -3374.14000000 0.00000000 DFE SG -1565000.00000000 USD -2014937.50000000 SGD 2026-07-20 1.00000000 1.28750000 USD 2026-07-20 XXXX 2964.11000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -6258000.00000000 OU Notional Amount USD -46321.72000000 -0.01421573994 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 -46321.72000000 -0.01000000 DFE JP -6258000.00000000 USD -1001280000.00000000 JPY 2026-08-20 1.00000000 160.00000000 USD 2026-08-20 XXXX 27197.26000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 12517000.00000000 OU Notional Amount USD 46137.66000000 0.014159253504 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 46137.66000000 0.01000000 DFE US 1967672400.00000000 JPY 12517000.00000000 USD 2026-08-20 1.00000000 157.20000000 USD 2026-08-20 XXXX -25910.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -1350000.00000000 OU Notional Amount -3171.40000000 -0.00097327555 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 -3171.40000000 0.00000000 DFE CA -1350000.00000000 EUR -2176875.00000000 CAD 2026-07-17 1.00000000 1.61250000 EUR 2026-07-17 XXXX 5572.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -1350000.00000000 OU Notional Amount -10740.50000000 -0.00329616764 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 -10740.50000000 0.00000000 DFE CA -1350000.00000000 EUR -2176875.00000000 CAD 2026-07-17 1.00000000 1.61250000 EUR 2026-07-17 XXXX -1996.34000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 -15952000.00000000 OU Notional Amount -153031.45000000 -0.04696404400 N/A DFE LU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 UBS AG BFM8T61CT2L1QCEMIK50 N/A 1.00000000 NC USD -153031.45000000 -0.05000000 DFE US -15952000.00000000 NZD -9204304.00000000 USD 2026-07-15 1.00000000 0.57700000 NZD 2026-07-15 XXXX -91427.28000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -5402000.00000000 OU Notional Amount -81147.55000000 -0.02490348950 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 -81147.55000000 -0.02000000 DFE US -5402000.00000000 EUR -6250114.00000000 USD 2026-07-24 1.00000000 1.15700000 EUR 2026-07-24 XXXX -20579.59000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 5400000.00000000 OU Notional Amount 32824.61000000 0.010073592249 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 32824.61000000 0.01000000 DFE XX 6172200.00000000 USD 5400000.00000000 EUR 2026-07-24 1.00000000 1.14300000 EUR 2026-07-24 XXXX 6489.00000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -1361000.00000000 OU Notional Amount -18146.21000000 -0.00556891674 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 -18146.21000000 -0.01000000 DFE SE -1361000.00000000 EUR -14923365.00000000 SEK 2026-07-21 1.00000000 10.96500000 EUR 2026-07-21 XXXX -8470.34000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -1361000.00000000 OU Notional Amount -2705.84000000 -0.00083039916 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 -2705.84000000 0.00000000 DFE SE -1361000.00000000 EUR -14923365.00000000 SEK 2026-07-21 1.00000000 10.96500000 EUR 2026-07-21 XXXX 6970.03000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 -1563000.00000000 OU Notional Amount USD -2510.18000000 -0.00077035278 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 -2510.18000000 0.00000000 DFE CA -1563000.00000000 USD -2208519.00000000 CAD 2026-07-09 1.00000000 1.41300000 USD 2026-07-09 XXXX 3569.89000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 -1563000.00000000 OU Notional Amount USD -7777.49000000 -0.00238684520 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 -7777.49000000 0.00000000 DFE CA -1563000.00000000 USD -2208519.00000000 CAD 2026-07-09 1.00000000 1.41300000 USD 2026-07-09 XXXX -1697.42000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 -2222000.00000000 OU Notional Amount -4915.19000000 -0.00150842979 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 -4915.19000000 0.00000000 DFE NZ -2222000.00000000 AUD -2710840.00000000 NZD 2026-07-17 1.00000000 1.22000000 AUD 2026-07-17 XXXX 3225.70000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 -2222000.00000000 OU Notional Amount -7681.24000000 -0.00235730690 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 -7681.24000000 0.00000000 DFE NZ -2222000.00000000 AUD -2710840.00000000 NZD 2026-07-17 1.00000000 1.22000000 AUD 2026-07-17 XXXX 459.65000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 5441000.00000000 OU Notional Amount 38364.40000000 0.011773706450 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 38364.40000000 0.01000000 DFE XX 6202740.00000000 USD 5441000.00000000 EUR 2026-08-20 1.00000000 1.14000000 EUR 2026-08-20 XXXX -786.11000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16290000.00000000 OU Notional Amount 67742.47000000 0.020789585032 N/A DFE LU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 UBS AG BFM8T61CT2L1QCEMIK50 N/A 1.00000000 NC USD 67742.47000000 0.02000000 DFE NZ 9154980.00000000 USD 16290000.00000000 NZD 2026-08-20 1.00000000 0.56200000 NZD 2026-08-20 XXXX -8830.11000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -8867000.00000000 OU Notional Amount -109244.72000000 -0.03352627082 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 -109244.72000000 -0.03000000 DFE US -8867000.00000000 AUD -6233501.00000000 USD 2026-07-23 1.00000000 0.70300000 AUD 2026-07-23 XXXX -5271.69000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -5317000.00000000 OU Notional Amount -53933.46000000 -0.01655171789 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 -53933.46000000 -0.02000000 DFE US -5317000.00000000 NZD -3065250.50000000 USD 2026-07-31 1.00000000 0.57650000 NZD 2026-07-31 XXXX 1801.75000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -5333000.00000000 OU Notional Amount -46759.82000000 -0.01435018909 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 -46759.82000000 -0.01000000 DFE US -5333000.00000000 NZD -3063808.50000000 USD 2026-07-31 1.00000000 0.57450000 NZD 2026-07-31 XXXX 1791.79000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 10860000.00000000 OU Notional Amount 40714.56000000 0.012494950467 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 40714.56000000 0.01000000 DFE NZ 6125040.00000000 USD 10860000.00000000 NZD 2026-08-04 1.00000000 0.56400000 NZD 2026-08-04 XXXX -5896.19000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 8882000.00000000 OU Notional Amount 37148.85000000 0.011400664545 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 37148.85000000 0.01000000 DFE AU 6101934.00000000 USD 8882000.00000000 AUD 2026-07-30 1.00000000 0.68700000 AUD 2026-07-30 XXXX -2583.18000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 3112000.00000000 OU Notional Amount USD 10254.04000000 0.003146877232 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 10254.04000000 0.00000000 DFE US 497608800.00000000 JPY 3112000.00000000 USD 2026-07-22 1.00000000 159.90000000 USD 2026-07-22 XXXX -9199.07000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 -6224000.00000000 OU Notional Amount USD -9547.62000000 -0.00293008297 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 -9547.62000000 0.00000000 DFE JP -6224000.00000000 USD -980280000.00000000 JPY 2026-07-22 1.00000000 157.50000000 USD 2026-07-22 XXXX 10331.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -1368000.00000000 OU Notional Amount -2726.00000000 -0.00083658610 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 -2726.00000000 0.00000000 DFE PL -1368000.00000000 EUR -5868036.00000000 PLN 2026-07-22 1.00000000 4.28950000 EUR 2026-07-22 XXXX 3152.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5473000.00000000 OU Notional Amount 10574.58000000 0.003245248218 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 10574.58000000 0.00000000 DFE XX 6170807.50000000 USD 5473000.00000000 EUR 2026-07-29 1.00000000 1.12750000 EUR 2026-07-29 XXXX -18172.60000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -2247000.00000000 OU Notional Amount -8744.65000000 -0.00268365834 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 -8744.65000000 0.00000000 DFE NZ -2247000.00000000 AUD -2741340.00000000 NZD 2026-07-22 1.00000000 1.22000000 AUD 2026-07-22 XXXX -87.50000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 4719000.00000000 OU Notional Amount 22734.57000000 0.006977045215 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 22734.57000000 0.01000000 DFE GB 6158295.00000000 USD 4719000.00000000 GBP 2026-08-13 1.00000000 1.30500000 GBP 2026-08-13 XXXX -14346.37000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -2247000.00000000 OU Notional Amount -5711.02000000 -0.00175266322 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 -5711.02000000 0.00000000 DFE NZ -2247000.00000000 AUD -2741340.00000000 NZD 2026-07-22 1.00000000 1.22000000 AUD 2026-07-22 XXXX 2946.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -4400000.00000000 OU Notional Amount -33945.37000000 -0.01041754391 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 -33945.37000000 -0.01000000 DFE US -4400000.00000000 AUD -3058000.00000000 USD 2026-07-30 1.00000000 0.69500000 AUD 2026-07-30 XXXX 12816.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4494000.00000000 OU Notional Amount 12464.35000000 0.003825202479 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 12464.35000000 0.00000000 DFE AU 3064908.00000000 USD 4494000.00000000 AUD 2026-07-30 1.00000000 0.68200000 AUD 2026-07-30 XXXX -8230.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -5400000.00000000 OU Notional Amount -32824.61000000 -0.01007359224 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 -32824.61000000 -0.01000000 DFE US -5400000.00000000 EUR -6172200.00000000 USD 2026-07-24 1.00000000 1.14300000 EUR 2026-07-24 XXXX 31208.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 -1368000.00000000 OU Notional Amount -7355.84000000 -0.00225744442 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 -7355.84000000 0.00000000 DFE PL -1368000.00000000 EUR -5868036.00000000 PLN 2026-07-22 1.00000000 4.28950000 EUR 2026-07-22 XXXX -1477.14000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 -1287000.00000000 OU Notional Amount -5968.86000000 -0.00183179211 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 -5968.86000000 0.00000000 DFE CA -1287000.00000000 EUR -2082366.00000000 CAD 2026-07-27 1.00000000 1.61800000 EUR 2026-07-27 XXXX 2096.16000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 -1287000.00000000 OU Notional Amount -8168.78000000 -0.00250692876 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 -8168.78000000 0.00000000 DFE CA -1287000.00000000 EUR -2082366.00000000 CAD 2026-07-27 1.00000000 1.61800000 EUR 2026-07-27 XXXX -117.60000000 N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 480000.00000000 PA USD 500971.20000000 0.153743779361 Long DBT NUSS GT N 2 2036-08-15 Fixed 6.25000000 N N N N N N MEXICO CITY ARPT TRUST N/A 000000000 200000.00000000 PA USD 199350.00000000 0.061178811108 Long DBT CORP MX N 2 2026-10-31 Fixed 4.25000000 N N N N N N Nigeria Government International Bonds 549300GSBZD84TNEQ285 000000000 340000.00000000 PA USD 353844.80000000 0.108591944725 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 200000.00000000 PA USD 198400.00000000 0.060887264228 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.12500000 N N N N N N 2026-07-31 GOLDMAN SACHS TRUST Allison Fracchiolla Allison Fracchiolla Vice President XXXX