NPORT-P false 0000810893 XXXXXXXX S000009700 C000026606 C000026607 C000026608 C000026610 C000026612 C000064148 C000200446 PIMCO FUNDS 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 NEWPORT CENTER DRIVE NEWPORT BEACH 92660 888-877-4626 PIMCO Real Return Fund S000009700 UBV6ASKZ6D22Z3BEZJ52 2027-03-31 2026-06-30 N 10527003830.63 2731819559.29 7795184271.34 0.00000000 0.00000000 327430058.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 79081213.25000000 0.00000000 0.00000000 0.00000000 AUD EUR GBP JPY USD N Bloomberg US Treasury Inflation Total Return Unhedged Index LBUTTRUU ARES CLO Ltd 549300BC3E2Y44TL8536 00190YBP9 4800000.00000000 PA USD 4805686.90000000 0.061649432941 Long ABS-CBDO CORP KY N 2 2034-10-28 Floating 4.82000000 N N N N N N Ace Securities Corp. N/A 004421EW9 233750.00000000 PA USD 219939.93000000 0.002821484680 Long ABS-MBS CORP US N 2 2034-04-25 Floating 4.54000000 N N N N N N Ace Securities Corp. N/A 004427BM1 372153.01000000 PA USD 385634.33000000 0.004947084207 Long ABS-MBS CORP US N 2 2033-12-25 Floating 4.81000000 N N N N N N Adjustable Rate Mortgage Trust N/A 007036KD7 15952.56000000 PA USD 15399.58000000 0.000197552481 Long ABS-MBS CORP US N 2 2035-08-25 Variable 6.48000000 N N N N N N Adjustable Rate Mortgage Trust N/A 007036MX1 12755.07000000 PA USD 12338.86000000 0.000158288240 Long ABS-MBS CORP US N 2 2035-10-25 Variable 4.32000000 N N N N N N Aegis Asset Backed Securities Trust N/A 00764MHE0 1395980.84000000 PA USD 1329897.76000000 0.017060504456 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.41000000 N N N N N N Alliance Bancorp Trust N/A 01852TAA1 2659382.31000000 PA USD 2399670.49000000 0.030784012365 Long ABS-MBS CORP US N 2 2037-07-25 Floating 4.24000000 N N N N N N UMBS, TBA N/A 01F040677 18500000.00000000 PA USD 17293119.94000000 0.221843632402 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F040685 400000.00000000 PA USD 373624.05000000 0.004793011133 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F040693 84800000.00000000 PA USD 79195048.18000000 1.015948378169 Long ABS-MBS USGSE US N 2 2056-09-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F042673 38000000.00000000 PA USD 36408749.62000000 0.467067209095 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F042681 218300000.00000000 PA USD 208962555.87000000 2.680662170338 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F042699 259000000.00000000 PA USD 247800270.20000000 3.178889190741 Long ABS-MBS USGSE US N 2 2056-09-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F050676 14000000.00000000 PA USD 13758306.10000000 0.176497509501 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F050684 1500000.00000000 PA USD 1472346.41000000 0.018887897434 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F052672 100000.00000000 PA USD 100335.15000000 0.001287142760 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F052680 121200000.00000000 PA USD 121426293.73000000 1.557709086832 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F060691 94800000.00000000 PA USD 96524063.14000000 1.238252487434 Long ABS-MBS USGSE US N 2 2056-09-01 Fixed 6.00000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 02146YAC0 1555911.50000000 PA USD 1362129.57000000 0.017473988075 Long ABS-MBS CORP US N 2 2046-07-20 Floating 4.17000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 02148FBX2 940056.19000000 PA USD 792146.24000000 0.010161995052 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 6.00000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 02149CAJ0 2764160.84000000 PA USD 1331766.06000000 0.017084471818 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.00000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 02149DAN9 816280.45000000 PA USD 733580.22000000 0.009410684782 Long ABS-MBS CORP US N 2 2037-02-25 Variable 4.44000000 N N N N N N Ambac Assurance Corp 549300RYYRVPPB8NC636 023138AA8 1.00000000 PA USD 1.33000000 0.000000017061 Long DBT CORP US N 2 2099-12-31 Fixed 5.10000000 N N N N N N American Home Mortgage Assets N/A 02660LAB6 3822331.36000000 PA USD 1904612.29000000 0.024433191361 Long ABS-MBS CORP US N 2 2046-10-25 Floating 3.97000000 N N N N N N American Home Mortgage Assets N/A 02660WAC0 170008.88000000 PA USD 152937.01000000 0.001961942202 Long ABS-MBS CORP US N 2 2046-05-25 Floating 3.95000000 N N N N N N Anchorage Capital CLO LTD 549300AYL7KYENHY1C67 03330YAJ9 500000.00000000 PA USD 500494.16000000 0.006420555853 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 4.78000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03880XAA4 1489152.62000000 PA USD 1492130.93000000 0.019141701825 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 5.04000000 N N N N N N Argent Securities Inc. N/A 040104MX6 925644.45000000 PA USD 860010.61000000 0.011032588583 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.24000000 N N N N N N Argent Securities Inc. N/A 040104TG6 1060878.50000000 PA USD 249488.39000000 0.003200545122 Long ABS-O CORP US N 2 2036-05-25 Floating 4.08000000 N N N N N N Argent Securities Inc. N/A 04012MAM1 2155836.96000000 PA USD 1965118.47000000 0.025209390844 Long ABS-O CORP US N 2 2036-07-25 Floating 4.06000000 N N N N N N ARES CLO Ltd 549300BC3E2Y44TL8536 04016NBH5 4700000.00000000 PA USD 4704825.63000000 0.060355540885 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 4.80000000 N N N N N N ARES CLO Ltd 549300BC3E2Y44TL8536 04019FAL1 2600000.00000000 PA USD 2601325.30000000 0.033370927606 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 4.79000000 N N N N N N ARMOR RE II LTD 549300X573KDIHEJL317 04227FAF2 1050000.00000000 PA USD 1108170.00000000 0.014216084718 Long DBT CORP BM N 2 2032-01-07 Floating 12.05000000 N N N N N N ARMOR RE II LTD 549300X573KDIHEJL317 04227FAG0 250000.00000000 PA USD 249862.50000000 0.003205344367 Long DBT CORP BM N 2 2033-06-07 Floating 8.79000000 N N N N N N Asset Backed Funding Certificates N/A 04542BEA6 84785.40000000 PA USD 84648.46000000 0.001085907106 Long ABS-MBS CORP US N 2 2033-06-25 Floating 4.74000000 N N N N N N Asset Backed Funding Certificates N/A 04542BJY9 1384685.57000000 PA USD 1351375.71000000 0.017336032901 Long ABS-MBS CORP US N 2 2034-06-25 Floating 4.46000000 N N N N N N Atlantic Avenue Ltd 254900YNF4JP0FNPPH69 04822JAA4 4750000.00000000 PA USD 4755145.87000000 0.061001070718 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 4.94000000 N N N N N N Atlas Senior Loan Fund LTD 213800YL4OYYQS6XD442 04942MAN4 961877.73000000 PA USD 962859.92000000 0.012351984077 Long ABS-CBDO CORP KY N 2 2032-10-23 Floating 4.89000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 63000.00000000 PA USD 61150.31000000 0.000784462661 Long DBT CORP KY N 2 2027-11-18 Fixed 2.53000000 N N N N N N BCAP LLC Trust N/A 05530MAA7 573600.65000000 PA USD 513200.39000000 0.006583556874 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.10000000 N N N N N N BCAP LLC Trust N/A 05533YBC3 915369.37000000 PA USD 832651.01000000 0.010681607785 Long ABS-MBS CORP US N 2 2036-04-26 Variable 4.43000000 N N N N N N Bain Capital Credit CLO, Limited 2549004H0JOYEPRCTE90 05682EAN3 500000.00000000 PA USD 500588.77000000 0.006421769551 Long ABS-CBDO CORP KY N 2 2034-10-23 Floating 4.82000000 N N N N N N Bain Capital Credit CLO, Limited 254900XLVE4635MESI73 05684NAL5 1600000.00000000 PA USD 1601503.97000000 0.020544786553 Long ABS-CBDO CORP JE N 2 2035-07-17 Floating 4.84000000 N N N N N N Banc of America Mortgage Securities N/A 05949CCA2 73019.57000000 PA USD 69865.19000000 0.000896260916 Long ABS-MBS CORP US N 2 2035-07-25 Variable 5.44000000 N N N N N N Banc of America Mortgage Securities N/A 05949CKT2 169319.62000000 PA USD 155447.84000000 0.001994152217 Long ABS-MBS CORP US N 2 2035-11-25 Variable 5.08000000 N N N N N N Banc of America Funding Corporation 5493001796TAQ7M7QX12 059515AH9 51265.26000000 PA USD 43696.60000000 0.000560558910 Long ABS-MBS CORP US N 2 2037-04-25 Variable 6.39000000 N N N N N N Banc of America Funding Corporation 5493001796TAQ7M7QX12 05951EAC1 1894331.33000000 PA USD 1641117.20000000 0.021052962224 Long ABS-MBS CORP US N 2 2047-01-20 Variable 4.24000000 N N N N N N Banc of America Funding Corporation 5493001796TAQ7M7QX12 05951EAM9 56082.40000000 PA USD 49079.41000000 0.000629611928 Long ABS-MBS CORP US N 2 2047-01-20 Variable 4.73000000 N N N N N N Banc of America Funding Corporation 5493001796TAQ7M7QX12 05951FAM6 64934.04000000 PA USD 60482.63000000 0.000775897373 Long ABS-MBS CORP US N 2 2037-01-25 Variable 6.34000000 N N N N N N Banc of America Funding Corporation 5493001796TAQ7M7QX12 05951UAK7 64226.98000000 PA USD 57492.60000000 0.000737539973 Long ABS-MBS CORP US N 2 2036-10-25 Variable 6.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505FL3 6580000.00000000 PA USD 6645339.40000000 0.085249291981 Long DBT CORP US N 2 2028-03-15 Fixed 5.88000000 N N N N N N Barings Infrastructure CLO N/A 067935AC0 1600000.00000000 PA USD 1600580.00000000 0.020532933466 Long ABS-CBDO CORP KY N 2 2039-07-20 Floating 0.00000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384M3D2 16495.20000000 PA USD 15480.93000000 0.000198596074 Long ABS-MBS CORP US N 2 2034-11-25 Variable 5.60000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384MAA0 16658.48000000 PA USD 16611.18000000 0.000213095411 Long ABS-MBS CORP US N 2 2030-11-25 Variable 4.64000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384MB68 148173.60000000 PA USD 139758.44000000 0.001792881799 Long ABS-MBS CORP US N 2 2034-02-25 Variable 5.50000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384MZS4 58382.73000000 PA USD 55821.63000000 0.000716104046 Long ABS-MBS CORP US N 2 2034-01-25 Variable 5.70000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384MZV7 180344.83000000 PA USD 174595.76000000 0.002239790028 Long ABS-MBS CORP US N 2 2034-01-25 Variable 6.16000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 07384YSY3 27195.46000000 PA USD 33828.58000000 0.000433967675 Long ABS-MBS CORP US N 2 2034-06-25 Floating 4.74000000 N N N N N N Bear Stearns Alt-A Trust N/A 073866BN4 292370.22000000 PA USD 192081.50000000 0.002464104674 Long ABS-MBS CORP US N 2 2036-08-25 Variable 3.99000000 N N N N N N Bear Stearns Alt-A Trust N/A 073868AV3 454657.25000000 PA USD 240284.45000000 0.003082472994 Long ABS-MBS CORP US N 2 2036-11-25 Variable 4.23000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HSZ5 9380.50000000 PA USD 9073.06000000 0.000116393143 Long ABS-MBS CORP US N 2 2035-05-25 Variable 5.04000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HVS7 30083.19000000 PA USD 15470.29000000 0.000198459580 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.64000000 N N N N N N Bear Stearns Alt-A Trust N/A 073871AN5 177269.85000000 PA USD 107918.29000000 0.001384422564 Long ABS-MBS CORP US N 2 2036-08-25 Variable 4.49000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07387AET8 116315.16000000 PA USD 116461.33000000 0.001494016381 Long ABS-MBS CORP US N 2 2035-10-25 Variable 5.78000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07387AGE9 59883.76000000 PA USD 55637.03000000 0.000713735917 Long ABS-MBS CORP US N 2 2036-02-25 Variable 4.33000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 073881AA2 297749.09000000 PA USD 268996.65000000 0.003450805531 Long ABS-MBS CORP US N 2 2047-05-25 Variable 4.01000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07388DAS7 355291.35000000 PA USD 307755.32000000 0.003948018536 Long ABS-MBS CORP US N 2 2036-07-25 Variable 4.07000000 N N N N N N BEAR STEARNS ALT-A TRUST II N/A 07389KAA9 2558627.58000000 PA USD 1189629.29000000 0.015261079771 Long ABS-MBS CORP US N 2 2047-09-25 Variable 4.12000000 N N N N N N BEIGNET INVESTOR LLC N/A 076912AA2 29800000.00000000 PA USD 30415323.81000000 0.390180946996 Long DBT CORP US N 2 2049-05-30 Fixed 6.58000000 N N N N N N BLUE RIDGE RE LTD N/A 096003AC2 250000.00000000 PA USD 250125.00000000 0.003208711831 Long DBT CORP BM N 2 2029-01-08 Floating 7.02000000 N N N N N N Bluemountain CLO Ltd 549300NUS8PQQUZMPR50 09629PAA4 540270.75000000 PA USD 540532.91000000 0.006934190279 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.01000000 N N N N N N Bluemountain CLO Ltd 549300NUS8PQQUZMPR50 09630AAN6 538453.76000000 PA USD 538710.61000000 0.006910813025 Long ABS-CBDO CORP KY N 2 2030-10-25 Floating 4.86000000 N N N N N N BUTTONWOOD RE LTD 254900LIULF6LIE6J986 12423PAA6 250000.00000000 PA USD 249975.00000000 0.003206787566 Long DBT CORP BM N 2 2029-05-29 Floating 8.55000000 N N N N N N BUTTONWOOD RE LTD 254900LIULF6LIE6J986 12423PAD0 250000.00000000 PA USD 249962.50000000 0.003206627211 Long DBT CORP BM N 2 2029-05-29 Floating 9.05000000 N N N N N N Credit-Based Asset Servicing and Securitization N/A 12489WLH5 277941.48000000 PA USD 270078.63000000 0.003464685639 Long ABS-O CORP US N 2 2035-06-25 Floating 3.50000000 N N N N N N Countrywide Home Loans N/A 125438AB7 76365.86000000 PA USD 72033.96000000 0.000924082837 Long ABS-MBS CORP US N 2 2047-02-25 Variable 4.17000000 N N N N N N Countrywide Home Loans N/A 12544HAY6 779211.42000000 PA USD 740382.77000000 0.009497950840 Long ABS-MBS CORP US N 2 2037-11-25 Variable 4.31000000 N N N N N N Countrywide Home Loans N/A 12544YAD5 57669.24000000 PA USD 58712.74000000 0.000753192457 Long ABS-MBS CORP US N 2 2038-04-25 Fixed 5.50000000 N N N N N N CIM Trust N/A 12555DAB1 53845.49000000 PA USD 52328.88000000 0.000671297536 Long ABS-MBS CORP US N 2 2049-02-25 Floating 4.74000000 N N N N N N CIT Mortgage Loan Trust N/A 12559QAF9 6815867.69000000 PA USD 6886495.07000000 0.088342941363 Long ABS-O CORP US N 2 2037-10-25 Floating 5.26000000 N N N N N N CSAB Mortgage Backed Trust N/A 12628LAJ9 148854.26000000 PA USD 18886.58000000 0.000242285228 Long ABS-O CORP US N 2 2036-12-25 Variable 6.18000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12638PAJ8 330936.63000000 PA USD 87098.88000000 0.001117342155 Long ABS-MBS CORP US N 2 2037-04-25 Variable 6.08000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12659FAA3 5779817.83000000 PA USD 5243092.96000000 0.067260667323 Long ABS-MBS CORP US N 2 2066-10-25 Variable 2.84000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 126670GR3 184515.43000000 PA USD 173309.73000000 0.002223292278 Long ABS-O CORP US N 2 2036-04-25 Variable 5.81000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 126673BR2 254960.82000000 PA USD 249823.44000000 0.003204843289 Long ABS-O CORP US N 2 2034-11-25 Floating 4.54000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 126673EG3 2533187.60000000 PA USD 2316877.44000000 0.029721907261 Long ABS-O CORP US N 2 2034-11-25 Floating 5.49000000 N N N N N N Countrywide Asset-Backed Certificates 549300XF11BHS5IOB463 126673V33 35560.13000000 PA USD 35496.09000000 0.000455359216 Long ABS-O CORP US N 2 2035-10-25 Floating 4.96000000 N N N N N N Countrywide Asset-Backed Certificates 549300XF11BHS5IOB463 12667CAD4 2572421.23000000 PA USD 2559285.42000000 0.032831621818 Long ABS-O CORP US N 2 2037-03-25 Floating 4.26000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12667FU29 10734.10000000 PA USD 10833.54000000 0.000138977343 Long ABS-MBS CORP US N 2 2032-08-25 Fixed 6.50000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12667G7F4 56055.88000000 PA USD 36208.21000000 0.000464494599 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.46000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12667GUG6 66611.13000000 PA USD 34517.39000000 0.000442804028 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 5.00000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12668ACG8 141385.68000000 PA USD 138052.46000000 0.001770996748 Long ABS-MBS CORP US N 2 2035-11-20 Floating 4.40000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12668ALH6 12096.21000000 PA USD 9780.16000000 0.000125464128 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12668ATT2 276155.54000000 PA USD 243157.33000000 0.003119327542 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.74000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12668BSJ3 947636.53000000 PA USD 313679.16000000 0.004024012121 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 5.75000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 12668NAA5 134202.02000000 PA USD 119494.57000000 0.001532928098 Long ABS-O CORP US N 2 2037-08-25 Floating 3.90000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12668PAA0 1915457.39000000 PA USD 1733543.72000000 0.022238649654 Long ABS-MBS CORP US N 2 2046-12-20 Floating 3.95000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12668RAA6 33766.30000000 PA USD 27616.09000000 0.000354271163 Long ABS-MBS CORP US N 2 2047-02-20 Floating 3.93000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 126694A32 77294.38000000 PA USD 73737.93000000 0.000945942102 Long ABS-MBS CORP US N 2 2046-03-20 Floating 4.17000000 N N N N N N Countrywide Home Loans N/A 126694BH0 6825703.57000000 PA USD 6609816.12000000 0.084793583960 Long ABS-MBS CORP US N 2 2035-10-20 Variable 4.58000000 N N N N N N Countrywide Home Loans N/A 126694JR0 65955.41000000 PA USD 32007.38000000 0.000410604533 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N Countrywide Home Loans N/A 126694K64 1099704.25000000 PA USD 515368.81000000 0.006611374305 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6.00000000 N N N N N N Countrywide Asset-Backed Certificates 549300XF11BHS5IOB463 126697AA9 440931.76000000 PA USD 431928.90000000 0.005540971001 Long ABS-O CORP US N 2 2047-08-25 Floating 4.50000000 N N N N N N Countrywide Home Loans N/A 12669F6Z1 2798.52000000 PA USD 2692.19000000 0.000034536579 Long ABS-MBS CORP US N 2 2034-11-25 Variable 4.67000000 N N N N N N Countrywide Home Loans N/A 12669GGF2 5021.61000000 PA USD 5099.64000000 0.000065420390 Long ABS-MBS CORP US N 2 2035-01-20 Variable 6.49000000 N N N N N N Countrywide Home Loans N/A 12669GPR6 3832.29000000 PA USD 3732.00000000 0.000047875712 Long ABS-MBS CORP US N 2 2035-03-25 Floating 4.40000000 N N N N N N Countrywide Home Loans N/A 12669GTQ4 136182.37000000 PA USD 131825.05000000 0.001691108836 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.34000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 12669WAA4 5009027.33000000 PA USD 4767491.53000000 0.061159446192 Long ABS-O CORP US N 2 2037-11-25 Floating 3.95000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 12670FAE0 335838.64000000 PA USD 320953.03000000 0.004117324476 Long ABS-O CORP US N 2 2036-02-25 Floating 4.01000000 N N N N N N CANADIAN GOVERNMENT RRB 4BFD7AQU0A75QLAHK410 135087VS0 40165650.00000000 PA 28776885.48000000 0.369162350475 Long DBT NUSS CA N 2 2026-12-01 Fixed 4.25000000 N N N N N N Canyon Capital CLO Ltd 549300IVUME0ILZ1W208 13876LAW7 1000000.00000000 PA USD 1000475.14000000 0.012834528411 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 4.75000000 N N N N N N Carlyle Global Market Strategies 549300VC6J79YJCFU884 14317KAQ7 1500000.00000000 PA USD 1501110.45000000 0.019256894997 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 4.79000000 N N N N N N Carrington Mortgage Loan Trust N/A 144531EY2 881161.84000000 PA USD 866208.52000000 0.011112098057 Long ABS-O CORP US N 2 2036-01-25 Floating 4.36000000 N N N N N N Carrington Mortgage Loan Trust N/A 14453FAD1 2174695.32000000 PA USD 2127954.16000000 0.027298317601 Long ABS-O CORP US N 2 2036-06-25 Floating 4.24000000 N N N N N N Carval CLO LTD 254900BP8W72BUIJ5588 146865AJ9 1173142.44000000 PA USD 1173715.30000000 0.015056928215 Long ABS-CBDO CORP KY N 2 2031-07-16 Floating 4.91000000 N N N N N N Cedar Funding Ltd 549300PQ60B57EBTK013 15032DAZ4 3400000.00000000 PA USD 3403231.56000000 0.043658128423 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 4.77000000 N N N N N N Chase Mortgage Finance Corporation 529900A7SLLSJMEDIN80 16162WPB9 7544.99000000 PA USD 7399.81000000 0.000094927967 Long ABS-MBS CORP US N 2 2035-12-25 Variable 4.20000000 N N N N N N Chase Mortgage Finance Corporation 529900A7SLLSJMEDIN80 161630AA6 3610.58000000 PA USD 3635.03000000 0.000046631739 Long ABS-MBS CORP US N 2 2037-02-25 Variable 6.31000000 N N N N N N Chase Mortgage Finance Corporation 529900A7SLLSJMEDIN80 161630AL2 20608.22000000 PA USD 20414.83000000 0.000261890281 Long ABS-MBS CORP US N 2 2037-02-25 Variable 5.26000000 N N N N N N ChaseFlex Trust 549300U1F9IQTDPULK34 16165TBC6 166807.12000000 PA USD 71018.20000000 0.000911052228 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.26000000 N N N N N N CHEVY CHASE MORTGAGE FUNDING CORP. 5493001FGJO1CROERE41 16678RDT1 99996.59000000 PA USD 92255.94000000 0.001183499155 Long ABS-MBS CORP US N 2 2036-07-25 Floating 3.94000000 N N N N N N Countrywide Home Loans N/A 170255AA1 3338613.42000000 PA USD 1351310.13000000 0.017335191612 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6.00000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 172987AD1 268780.95000000 PA USD 261503.89000000 0.003354685160 Long ABS-MBS CORP US N 2 2046-07-25 Variable 4.85000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307GEC8 28191.38000000 PA USD 26381.91000000 0.000338438567 Long ABS-MBS CORP US N 2 2034-03-25 Variable 6.03000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307GJK5 43874.87000000 PA USD 43237.21000000 0.000554665656 Long ABS-O CORP US N 2 2034-10-25 Floating 4.71000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307GW53 10474.88000000 PA USD 10640.52000000 0.000136501199 Long ABS-MBS CORP US N 2 2035-05-25 Floating 6.19000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307GXR4 6259.19000000 PA USD 6250.62000000 0.000080185660 Long ABS-MBS CORP US N 2 2035-09-25 Floating 5.51000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17309QAG9 14998325.60000000 PA USD 14862632.75000000 0.190664290062 Long ABS-O CORP US N 2 2036-10-25 Floating 4.26000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17310VAD2 2573587.75000000 PA USD 1799774.51000000 0.023088286913 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.22000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17312BAF9 875344.61000000 PA USD 871329.84000000 0.011177796568 Long ABS-O CORP US N 2 2037-03-25 Floating 4.44000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17313QAL2 94341.66000000 PA USD 90831.17000000 0.001165221588 Long ABS-MBS CORP US N 2 2037-09-25 Variable 4.44000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H032688 10000000.00000000 PA USD 8978545.30000000 0.115180667800 Long ABS-MBS USGA US N 2 2056-08-20 Fixed 3.50000000 N N N N N N Countrywide Home Loans N/A 22239EAG1 64861.65000000 PA USD 56114.38000000 0.000719859570 Long ABS-MBS CORP US N 2 2037-03-25 Variable 4.05000000 N N N N N N CREDICORP CAPITAL SOCIED N/A 224939AB4 4500000.00000000 PA 1410364.25000000 0.018092763440 Long DBT CORP PE N 2 2045-03-05 Fixed 9.70000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 23245LAB6 58178.45000000 PA USD 21019.29000000 0.000269644555 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.00000000 N N N N N N Dryden Senior Loan Fund 549300KI3ILQQHC87U86 262487AJ0 3100000.00000000 PA USD 3101440.97000000 0.039786628026 Long ABS-CBDO CORP KY N 2 2034-08-20 Floating 4.68000000 N N N N N N Dryden Senior Loan Fund 549300KI3ILQQHC87U86 26251LAC8 354954.33000000 PA USD 355125.85000000 0.004555708212 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 4.91000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 828289.48000000 0.010625656189 N/A DFE CO N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 7973829.48000000 USD 30414577785.60000000 COP 2026-08-18 828289.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 872958.73000000 0.011198692675 N/A DFE CO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 7755421.10000000 USD 30024337246.54000000 COP 2026-09-16 872958.73000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 6079.71000000 0.000077993153 N/A DFE MX N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 1790677.00000000 USD 31619953.53000000 MXN 2026-09-17 6079.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 36214.14000000 0.000464570672 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2206367.00000000 USD 39465727.80000000 MXN 2026-09-17 36214.14000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 338301.75000000 0.004339881370 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 8249481.00000000 USD 44332710.89000000 BRL 2026-07-02 338301.75000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 406464.37000000 0.005214300981 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 9982355.00000000 USD 53630202.24000000 BRL 2026-07-02 406464.37000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -51703.70000000 -0.00066327745 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2283233.70000000 USD 11519827.31000000 BRL 2026-07-02 -51703.70000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -33228.44000000 -0.00042626881 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 18306418.47000000 ILS 6119253.00000000 USD 2026-07-07 -33228.44000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -13225.01000000 -0.00016965615 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 17653712.92000000 ILS 5919893.00000000 USD 2026-07-07 -13225.01000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -17384.46000000 -0.00022301538 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 18209766.89000000 ILS 6102614.00000000 USD 2026-07-07 -17384.46000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -203915.14000000 -0.00261591173 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 6735493.00000000 USD 117673777555.00000000 IDR 2026-09-16 -203915.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 35167.23000000 0.000451140457 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 21119958.90000000 ILS 7135723.93000000 USD 2026-07-21 35167.23000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -188516.31000000 -0.00241836887 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 6672127.00000000 USD 116809594602.00000000 IDR 2026-09-16 -188516.31000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -79.83000000 -0.00000102409 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 12020.05000000 PEN 3427.25000000 USD 2026-09-08 -79.83000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 53740.68000000 0.000689408718 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 17300096.95000000 ILS 5870055.00000000 USD 2026-07-21 53740.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 155086.32000000 0.001989514482 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 19289503.00000000 ILS 6640241.45000000 USD 2026-07-21 155086.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -1698702.25000000 -0.02179168818 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 60170232551.75000000 COP 15592990.71000000 USD 2026-09-16 -1698702.25000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 74666.46000000 0.000957853687 N/A DFE IN N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 6148627.00000000 USD 589358810.07000000 INR 2026-07-13 74666.46000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 58.90000000 0.000000755594 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 8000.00000000 ILS 2747.57000000 USD 2026-07-07 58.90000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 94067.57000000 0.001206739529 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 138571764.19000000 THB 4291516.00000000 USD 2026-09-16 94067.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 78342.64000000 0.001005013316 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4025273.19000000 USD 193182923.57000000 TRY 2026-07-13 78342.64000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 110568.39000000 0.001418419195 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 146357601.76000000 THB 4543856.00000000 USD 2026-09-16 110568.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 102065.47000000 0.001309340054 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 135969689.43000000 THB 4220695.00000000 USD 2026-09-16 102065.47000000 N N N Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC 36924.39000000 0.000473682067 N/A DFE IN N 2 Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 2336001.00000000 USD 224720960.20000000 INR 2026-07-13 36924.39000000 N N N Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC 37121.72000000 0.000476213501 N/A DFE IN N 2 Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 2336001.00000000 USD 224739648.21000000 INR 2026-07-13 37121.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -23639.01000000 -0.00030325145 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2423579.91000000 USD 42235000.00000000 MXN 2026-09-17 -23639.01000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 38145.52000000 0.000489347251 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2261626.00000000 USD 217906534.29000000 INR 2026-07-20 38145.52000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 24736.03000000 0.000317324506 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1413516.00000000 USD 136276370.80000000 INR 2026-07-20 24736.03000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -436463.11000000 -0.00559913781 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 41893461.22000000 USD 734802931.11000000 MXN 2026-12-16 -436463.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 2499.17000000 0.000032060435 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3583853.95000000 MXN 206146.33000000 USD 2026-09-17 2499.17000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 35887.75000000 0.000460383600 N/A DFE IN N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1991789.00000000 USD 192125178.44000000 INR 2026-07-20 35887.75000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 124454.48000000 0.001596555971 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 163972621.94000000 THB 5091315.00000000 USD 2026-09-16 124454.48000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 3639.28000000 0.000046686260 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 12973775.00000000 TWD 409849.16000000 USD 2026-09-16 3639.28000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 17173.35000000 0.000220307171 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 944719.00000000 USD 91140631.86000000 INR 2026-07-20 17173.35000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 327.92000000 0.000004206699 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 17966.89000000 USD 1733458.12000000 INR 2026-07-20 327.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 33927.71000000 0.000435239358 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1768717.47000000 USD 85395448.17000000 TRY 2026-07-21 33927.71000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 26834.88000000 0.000344249463 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 55430149.85000000 THB 1705858.00000000 USD 2026-09-16 26834.88000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 41089.28000000 0.000527111079 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 82374992.20000000 THB 2536293.00000000 USD 2026-09-16 41089.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 175997.56000000 0.002257772925 N/A DFE IN N 2 Citibank NA E57ODZWZ7FF32TWEFA76 7433222.00000000 USD 720279211.80000000 INR 2026-07-01 175997.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -43613.23000000 -0.00055948940 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4314102.00000000 USD 76937695068.00000000 IDR 2026-09-16 -43613.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -83752.67000000 -0.00107441552 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 34558234.65000000 USD 606694000.00000000 MXN 2026-09-17 -83752.67000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1995.12000000 0.000025594263 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 5250827.71000000 THB 161046.85000000 USD 2026-09-16 1995.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -28778.37000000 -0.00036918139 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2643482.00000000 USD 47106849240.00000000 IDR 2026-09-16 -28778.37000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -28925.10000000 -0.00037106371 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2643482.00000000 USD 47104205758.00000000 IDR 2026-09-16 -28925.10000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 33419.44000000 0.000428719050 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1224076.80000000 USD 119033022.67000000 INR 2026-07-01 33419.44000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 1264855.72000000 0.016226116997 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 116117732.44000000 SGD 91017692.39000000 USD 2026-07-02 1264855.72000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -38064.81000000 -0.00048831186 N/A DFE ID N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 3346360.00000000 USD 59602687232.00000000 IDR 2026-09-16 -38064.81000000 N N N Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC -32473.42000000 -0.00041658309 N/A DFE ID N 2 Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 2639700.00000000 USD 46972141650.00000000 IDR 2026-09-16 -32473.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 2394.31000000 0.000030715245 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 12164000.00000000 MXN 693595.47000000 USD 2026-09-17 2394.31000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -7667.25000000 -0.00009835880 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 12504669.10000000 PEN 3637721.92000000 USD 2026-09-28 -7667.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -155870.38000000 -0.00199957274 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 8867180.00000000 USD 45642035.61000000 BRL 2026-09-02 -155870.38000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 658.97000000 0.000008453552 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 65233.50000000 SGD 51081.00000000 USD 2026-07-02 658.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -117618.90000000 -0.00150886619 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6659261.00000000 USD 34030821.49000000 BRL 2026-08-04 -117618.90000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -85873.84000000 -0.00110162681 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4095323.00000000 USD 20857889.57000000 BRL 2026-08-04 -85873.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 1706858.20000000 0.021896316245 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 11827967227.00000000 JPY 74451821.00000000 USD 2026-07-02 1706858.20000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 17870.37000000 0.000229248846 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 32502537.03000000 CNY 4804166.00000000 USD 2026-07-02 17870.37000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 8876836.62000000 0.113875904802 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 370793548.88000000 EUR 432545506.51000000 USD 2026-07-02 8876836.62000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 46.38000000 0.000000594982 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 3992.02000000 SGD 3132.00000000 USD 2026-07-02 46.38000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 535746.33000000 0.006872785957 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 3681207654.00000000 JPY 23176096.00000000 USD 2026-07-02 535746.33000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 576.67000000 0.000007397772 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 44569106420.00000000 IDR 2493256.00000000 USD 2026-07-02 576.67000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1216985.89000000 -0.01561202208 N/A DFE BR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 68635908.01000000 USD 353234700.57000000 BRL 2026-09-02 -1216985.89000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 2585318.76000000 0.033165588779 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 128606751.18000000 CAD 93265206.78000000 USD 2026-07-02 2585318.76000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -145479.12000000 -0.00186626915 N/A DFE NO N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2300088.00000000 USD 21327396.00000000 NOK 2026-07-02 -145479.12000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 7620.02000000 0.000097752916 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2903174.16000000 BRL 570000.00000000 USD 2026-07-02 7620.02000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -163284.01000000 -0.00209467800 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1069954734.84000000 INR 11140000.00000000 USD 2026-07-01 -163284.01000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -19858.99000000 -0.00025475972 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4877864.79000000 USD 86105532.63000000 MXN 2026-12-16 -19858.99000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 1580153.06000000 0.020270887832 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 86412998.00000000 GBP 116202669.28000000 USD 2026-07-02 1580153.06000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC 678639.01000000 0.008705875145 N/A DFE US N 2 Banco Santander SA 5493006QMFDDMYWIAM13 4874727686.00000000 JPY 30659436.00000000 USD 2026-07-02 678639.01000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 240773.64000000 0.003088748535 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 11080285.00000000 AUD 7912209.91000000 USD 2026-07-02 240773.64000000 N N N Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 000000000 1.00000000 NC 139485.41000000 0.001789379251 N/A DFE US N 2 Credit Agricole CIB 1VUV7VQFKUOQSJ21A208 43001317.74000000 DKK 6712952.00000000 USD 2026-07-02 139485.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 29725.63000000 0.000381333256 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 5830895.74000000 SEK 631075.18000000 USD 2026-07-02 29725.63000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 127872.20000000 0.001640399964 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 919903293.00000000 JPY 5785508.00000000 USD 2026-07-02 127872.20000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 16880.26000000 0.000216547286 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 32670656.41000000 CNY 4827933.00000000 USD 2026-07-02 16880.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -1076.29000000 -0.00001380711 N/A DFE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 40476.76000000 USD 55879.71000000 CAD 2026-07-02 -1076.29000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC 875610.51000000 0.011232710857 N/A DFE US N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 38684125.00000000 NZD 22846263.96000000 USD 2026-07-02 875610.51000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -39.60000000 -0.00000050800 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1469210249.00000000 IDR 82131.00000000 USD 2026-07-02 -39.60000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 5312.62000000 0.000068152590 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 172252422318.00000000 IDR 9639117.00000000 USD 2026-07-02 5312.62000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -116.87000000 -0.00000149925 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4449775476.00000000 IDR 248752.00000000 USD 2026-07-02 -116.87000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 1153871.79000000 0.014802367074 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 33430602.57000000 CHF 42528379.92000000 USD 2026-07-02 1153871.79000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 31081.67000000 0.000398729124 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 54948017.24000000 CNY 8122679.39000000 USD 2026-07-02 31081.67000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 95997.35000000 0.001231495583 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 717399651.00000000 JPY 4508185.00000000 USD 2026-07-02 95997.35000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -15653.01000000 -0.00020080359 N/A DFE GB N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1522500.14000000 USD 1136000.00000000 GBP 2026-07-02 -15653.01000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 197783.08000000 0.002537247011 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 10263295.00000000 AUD 7303576.25000000 USD 2026-07-02 197783.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 128124.72000000 0.001643639400 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 45146270.42000000 DKK 7029483.00000000 USD 2026-07-02 128124.72000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -59233.03000000 -0.00075986696 N/A DFE NO N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 965864.00000000 USD 8974286.62000000 NOK 2026-07-02 -59233.03000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 185380.47000000 0.002378140959 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 5648000.00000000 CHF 7175479.48000000 USD 2026-07-02 185380.47000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 30943.32000000 0.000396954310 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 226580471.00000000 JPY 1424470.00000000 USD 2026-07-02 30943.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 1273349.43000000 0.016335077987 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 54347245.78000000 NZD 32139874.21000000 USD 2026-07-02 1273349.43000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -188728.75000000 -0.00242109414 N/A DFE NO N 2 Bank of America NA B4TYDEB6GKMZO031MB27 3088663.08000000 USD 28705000.00000000 NOK 2026-07-02 -188728.75000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 13460.41000000 0.000172675969 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94204529.00000000 JPY 592841.87000000 USD 2026-07-02 13460.41000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -382.32000000 -0.00000490456 N/A DFE CH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 11719.99000000 USD 9160.84000000 CHF 2026-07-02 -382.32000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC 4897.02000000 0.000062821093 N/A DFE US N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 6028282.96000000 CNY 892616.78000000 USD 2026-07-02 4897.02000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC 112082.78000000 0.001437846445 N/A DFE US N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 4931069.00000000 AUD 3526108.82000000 USD 2026-07-02 112082.78000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -44178.43000000 -0.00056674003 N/A DFE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3831193.02000000 USD 2855000.00000000 GBP 2026-07-02 -44178.43000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 3071.35000000 0.000039400608 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4139695.00000000 USD 74636631002.00000000 IDR 2026-09-16 3071.35000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 2078.82000000 0.000026668003 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 88725.00000000 AUD 63507.58000000 USD 2026-07-02 2078.82000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 76640.92000000 0.000983182915 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 24053336.05000000 DKK 3753593.38000000 USD 2026-07-02 76640.92000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -91939.50000000 -0.00117943972 N/A DFE JP N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 4030560.00000000 USD 640400000.00000000 JPY 2026-07-02 -91939.50000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -25247.11000000 -0.00032388086 N/A DFE NO N 2 Bank of America NA B4TYDEB6GKMZO031MB27 390202.88000000 USD 3612514.65000000 NOK 2026-07-02 -25247.11000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -119400.27000000 -0.00153171837 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 3453758.28000000 USD 4816000.00000000 AUD 2026-07-02 -119400.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 173120.77000000 0.002220868217 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 7290000.00000000 EUR 8502674.00000000 USD 2026-07-02 173120.77000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 29002.61000000 0.000372058042 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1751775.00000000 USD 168731143.18000000 INR 2026-07-20 29002.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 68388.63000000 0.000877318965 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5437184.34000000 USD 259793017.51000000 TRY 2026-07-16 68388.63000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -13635.40000000 -0.00017492081 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 580838.00000000 USD 2928069.99000000 BRL 2026-07-02 -13635.40000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 8832.06000000 0.000113301490 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 118585001334.00000000 IDR 6632001.00000000 USD 2026-07-06 8832.06000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -33394.84000000 -0.00042840347 N/A DFE KR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1640000.00000000 USD 2486818230.00000000 KRW 2026-07-06 -33394.84000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 50147.83000000 0.000643318082 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 88134240.90000000 THB 2704000.00000000 USD 2026-07-06 50147.83000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 488.75000000 0.000006269896 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 48000.00000000 USD 4590304.22000000 INR 2026-07-06 488.75000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -12720.29000000 -0.00016318138 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4011151.00000000 USD 72036260809.00000000 IDR 2026-09-16 -12720.29000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -295352.75000000 -0.00378891299 N/A DFE PL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 8793157.00000000 USD 31967434.34000000 PLN 2026-07-10 -295352.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 127885.44000000 0.001640569812 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 7017675.27000000 ILS 2488105.00000000 USD 2026-08-05 127885.44000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -7949.64000000 -0.00010198142 N/A DFE KR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 410000.00000000 USD 622322271.00000000 KRW 2026-07-06 -7949.64000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 11485.48000000 0.000147340711 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 22201319.32000000 THB 680000.00000000 USD 2026-07-06 11485.48000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 106.74000000 0.000001369306 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 10000.00000000 USD 956778.47000000 INR 2026-07-06 106.74000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 912.67000000 0.000011708126 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 14932901900.00000000 IDR 834940.00000000 USD 2026-07-06 912.67000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 890.26000000 0.000011420640 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 14756405933.00000000 IDR 825060.00000000 USD 2026-07-06 890.26000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -3151.56000000 -0.00004042957 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 150000.00000000 USD 758075.70000000 BRL 2026-07-02 -3151.56000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -53080.51000000 -0.00068093977 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 6840932.78000000 USD 119455000.00000000 MXN 2026-09-17 -53080.51000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -21402.59000000 -0.00027456169 N/A DFE CN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 5058106.93000000 USD 34203000.00000000 CNY 2026-07-02 -21402.59000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 13704.65000000 0.000175809185 N/A DFE ID N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 3383802.00000000 USD 61209932758.00000000 IDR 2026-09-16 13704.65000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 144086.64000000 0.001848405823 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4287000.00000000 CHF 5449779.71000000 USD 2026-07-02 144086.64000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -35813.49000000 -0.00045943096 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2015939.11000000 USD 1733000.00000000 EUR 2026-07-02 -35813.49000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -40570.22000000 -0.00052045235 N/A DFE AU N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1214795.96000000 USD 1696000.00000000 AUD 2026-07-02 -40570.22000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 66139.99000000 0.000848472437 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2893000.00000000 NZD 1709219.69000000 USD 2026-07-02 66139.99000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -259076.18000000 -0.00332354144 N/A DFE PL N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 8768185.00000000 USD 32009960.37000000 PLN 2026-07-10 -259076.18000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 99871.47000000 0.001281194472 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 7703113.39000000 ILS 2690621.00000000 USD 2026-08-05 99871.47000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 1115106.65000000 0.014305071069 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 9545600000.00000000 JPY 59822938.99000000 USD 2026-07-02 1115106.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 125179.89000000 0.001605861845 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 18480000.00000000 NOK 1992129.43000000 USD 2026-07-02 125179.89000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 88467.86000000 0.001134904024 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 7018173.54000000 ILS 2448855.00000000 USD 2026-08-05 88467.86000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 27795.87000000 0.000356577459 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3203997.00000000 USD 58224411203.00000000 IDR 2026-09-16 27795.87000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 29112.40000000 0.000373466476 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3051743.00000000 USD 55505101684.00000000 IDR 2026-09-16 29112.40000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -413509.21000000 -0.00530467524 N/A DFE PL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 13645677.65000000 USD 49777385.22000000 PLN 2026-07-10 -413509.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -755.13000000 -0.00000968713 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2748899.58000000 TRY 57272.44000000 USD 2026-07-21 -755.13000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 20998.00000000 0.000269371438 N/A DFE ID N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2647942.90000000 USD 48083995121.00000000 IDR 2026-09-16 20998.00000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1176513.18000000 -0.01509282063 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 61562748.92000000 USD 9818500000.00000000 JPY 2026-07-02 -1176513.18000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 88383.24000000 0.001133818482 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 9148972.54000000 ILS 3165411.33000000 USD 2026-08-05 88383.24000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 23770.89000000 0.000304943272 N/A DFE IN N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 2917501.00000000 USD 278417120.43000000 INR 2026-07-01 23770.89000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 9384.33000000 0.000120386249 N/A DFE IN N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 1425538.00000000 USD 136608736.32000000 INR 2026-09-16 9384.33000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -614.04000000 -0.00000787717 N/A DFE PL N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 18755.92000000 USD 68246.98000000 PLN 2026-07-10 -614.04000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -5964.42000000 -0.00007651416 N/A DFE TH N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 809766.14000000 USD 26536174.16000000 THB 2026-09-16 -5964.42000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -19818.63000000 -0.00025424196 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 23479264033.00000000 IDR 1283416.84000000 USD 2026-09-16 -19818.63000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -8597.92000000 -0.00011029784 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1135201.42000000 USD 986000.00000000 EUR 2026-07-02 -8597.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 66865.99000000 0.000857785880 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 16823689.06000000 ILS 5725995.00000000 USD 2026-08-12 66865.99000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 14357.11000000 0.000184179225 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1033822.44000000 USD 99789711.02000000 INR 2026-09-16 14357.11000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -7281.19000000 -0.00009340625 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 7058315.68000000 BRL 1360000.00000000 USD 2026-07-02 -7281.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 140.49000000 0.000001802266 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 10473.21000000 USD 191217774.00000000 IDR 2026-09-16 140.49000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 44913.44000000 0.000576169060 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 3255596248.00000000 KRW 2149774.00000000 USD 2026-07-15 44913.44000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 40743.72000000 0.000522678086 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 3262045570.00000000 KRW 2149774.00000000 USD 2026-07-15 40743.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -7141.75000000 -0.00009161746 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 72432891.16000000 INR 753684.94000000 USD 2026-09-16 -7141.75000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 36215.63000000 0.000464589786 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 8407057.86000000 ILS 2864170.00000000 USD 2026-08-12 36215.63000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 64034.38000000 0.000821460760 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 5766848.00000000 USD 555116788.48000000 INR 2026-09-16 64034.38000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 3829.93000000 0.000049132000 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 378659482.00000000 KRW 248646.96000000 USD 2026-07-15 3829.93000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -24009.27000000 -0.00030800131 N/A DFE NZ N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1035528.43000000 USD 1781000.00000000 NZD 2026-07-02 -24009.27000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -815.43000000 -0.00001046068 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 8389000.99000000 ILS 2821065.00000000 USD 2026-08-12 -815.43000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -12231.46000000 -0.00015691046 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1243177.01000000 USD 928000.00000000 GBP 2026-07-02 -12231.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1701.92000000 -0.00002183296 N/A DFE IL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1642220.36000000 USD 4877000.00000000 ILS 2026-08-12 -1701.92000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2088.84000000 0.000026796544 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 19303000.00000000 MXN 1098953.03000000 USD 2026-09-17 2088.84000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -37885.77000000 -0.00048601506 N/A DFE NO N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 994091.26000000 USD 9465000.00000000 NOK 2026-07-02 -37885.77000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -9000.83000000 -0.00011546654 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 75329341825.00000000 IDR 4172215.00000000 USD 2026-09-16 -9000.83000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 23259.62000000 0.000298384479 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2533633654.00000000 KRW 1661345.29000000 USD 2026-07-15 23259.62000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 62869.59000000 0.000806518329 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4937927.00000000 USD 476090231.71000000 INR 2026-09-16 62869.59000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 21072.64000000 0.000270328952 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 12314021.16000000 ILS 4163245.87000000 USD 2026-08-12 21072.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 13656.55000000 0.000175192138 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2190225.17000000 USD 102802817.83000000 TRY 2026-07-01 13656.55000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1053.22000000 -0.00001351116 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 144465312632.00000000 IDR 8017610.38000000 USD 2026-09-16 -1053.22000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 43013.88000000 0.000551800682 N/A DFE IN N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 4854537.00000000 USD 465127753.58000000 INR 2026-08-18 43013.88000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 19294.26000000 0.000247515123 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1952482.00000000 USD 187262548.62000000 INR 2026-08-18 19294.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -102.64000000 -0.00000131671 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 653321.70000000 TRY 13688.58000000 USD 2026-07-21 -102.64000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -15730.15000000 -0.00020179317 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1152617.05000000 USD 995000.00000000 EUR 2026-07-02 -15730.15000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 70503.95000000 0.000904455206 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 129331899.00000000 THB 3988069.55000000 USD 2026-09-16 70503.95000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 2407.68000000 0.000030886761 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1957098.00000000 USD 186550581.36000000 INR 2026-09-16 2407.68000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 411.08000000 0.000005273512 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 550332826.00000000 IDR 30957.75000000 USD 2026-09-16 411.08000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1007.40000000 -0.00001292336 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 46345563.05000000 INR 485801.02000000 USD 2026-09-16 -1007.40000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -99134.74000000 -0.00127174338 N/A DFE PL N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 3526613.00000000 USD 12893931.92000000 PLN 2026-07-23 -99134.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -42056.97000000 -0.00053952502 N/A DFE ZA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3808525.00000000 USD 61792175.57000000 ZAR 2026-07-21 -42056.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 3395.47000000 0.000043558559 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6575831.16000000 THB 202582.60000000 USD 2026-09-16 3395.47000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -18997.10000000 -0.00024370302 N/A DFE KR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 839765.33000000 USD 1269485510.00000000 KRW 2026-07-15 -18997.10000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -5373.88000000 -0.00006893846 N/A DFE KR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 237215.74000000 USD 358590732.00000000 KRW 2026-07-15 -5373.88000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2632.35000000 0.000033768925 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3787547.00000000 USD 361252445.31000000 INR 2026-09-30 2632.35000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -2811.61000000 -0.00003606855 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 3744986.00000000 USD 356676960.62000000 INR 2026-09-30 -2811.61000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 138.03000000 0.000001770708 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 18000.00000000 ILS 6192.84000000 USD 2026-08-12 138.03000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -39049.02000000 -0.00050093774 N/A DFE ZA N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2940471.00000000 USD 47600344.55000000 ZAR 2026-07-21 -39049.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -63539.70000000 -0.00081511479 N/A DFE PL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2218278.00000000 USD 8105973.79000000 PLN 2026-07-23 -63539.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 13977.06000000 0.000179303779 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3601494.23000000 USD 171139404.32000000 TRY 2026-07-20 13977.06000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -704.33000000 -0.00000903545 N/A DFE IN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 410170.67000000 USD 38982374.37000000 INR 2026-09-16 -704.33000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -5300.86000000 -0.00006800172 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2461997.23000000 USD 233884566.66000000 INR 2026-09-16 -5300.86000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -64605.28000000 -0.00082878451 N/A DFE PL N 2 UBS AG BFM8T61CT2L1QCEMIK50 2255814.00000000 USD 8243172.96000000 PLN 2026-07-23 -64605.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -20618.26000000 -0.00026449996 N/A DFE ZA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2493690.00000000 USD 40572887.41000000 ZAR 2026-07-21 -20618.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -43.35000000 -0.00000055611 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 515992.07000000 TRY 10840.42000000 USD 2026-07-22 -43.35000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -30307.62000000 -0.00038879927 N/A DFE PL N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2216055.00000000 USD 8222627.76000000 PLN 2026-07-23 -30307.62000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -17.52000000 -0.00000022475 N/A DFE ZA N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1263402.00000000 USD 20726918.39000000 ZAR 2026-07-21 -17.52000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1227.60000000 0.000015748184 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 47823036.26000000 INR 506442.77000000 USD 2026-07-01 1227.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 3306.28000000 0.000042414391 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 17860172.00000000 THB 544305.03000000 USD 2026-09-16 3306.28000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -588.77000000 -0.00000755299 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 506442.77000000 USD 48158757.17000000 INR 2026-09-16 -588.77000000 N N N Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC 26180.81000000 0.000335858769 N/A DFE US N 2 Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 99345808950.00000000 IDR 5540450.00000000 USD 2026-09-16 26180.81000000 N N N Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 000000000 1.00000000 NC -15183.56000000 -0.00019478128 N/A DFE ID N 2 Nomura Global Financial Products, Inc. 0Z3VO5H2G7GRS05BHJ91 5540450.00000000 USD 98791763950.00000000 IDR 2026-07-02 -15183.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 117.57000000 0.000001508238 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 533745.46000000 THB 16285.14000000 USD 2026-09-16 117.57000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -32604.67000000 -0.00041826682 N/A DFE PL N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 2772235.87000000 USD 10306299.71000000 PLN 2026-07-23 -32604.67000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 24278.19000000 0.000311451136 N/A DFE ZA N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 4109094.56000000 USD 67811565.70000000 ZAR 2026-07-21 24278.19000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 3703.73000000 0.000047513052 N/A DFE GB N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1509775.65000000 USD 1141000.00000000 GBP 2026-07-02 3703.73000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -54862.97000000 -0.00070380594 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 20101943.11000000 USD 105772404.26000000 BRL 2026-10-02 -54862.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 53737.06000000 0.000689362279 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 103494854.10000000 BRL 20101943.11000000 USD 2026-07-02 53737.06000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 86813.03000000 0.001113675148 N/A DFE SG N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 89851487.09000000 USD 116357675.78000000 SGD 2026-07-02 86813.03000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -90861.89000000 -0.00116561567 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 116096207.95000000 SGD 89851487.09000000 USD 2026-08-04 -90861.89000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2053.08000000 -0.00002633779 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2579415.88000000 BRL 497611.00000000 USD 2026-07-02 -2053.08000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -17205.54000000 -0.00022072011 N/A DFE KR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2240000.00000000 USD 3437578310.00000000 KRW 2026-07-27 -17205.54000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 7053.02000000 0.000090479195 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3066245.00000000 USD 291350779.36000000 INR 2026-07-27 7053.02000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 9167.39000000 0.000117603249 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3985448.00000000 USD 378692303.09000000 INR 2026-07-27 9167.39000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1670.71000000 -0.00002143259 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 71510617516.00000000 IDR 3982847.00000000 USD 2026-07-27 -1670.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -15309.25000000 -0.00019639368 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 88709385.65000000 THB 2671768.26000000 USD 2026-09-16 -15309.25000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 22.61000000 0.000000290050 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 73947390.61000000 THB 2239947.61000000 USD 2026-09-16 22.61000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -229.27000000 -0.00000294117 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 170849.65000000 SGD 131828.43000000 USD 2026-07-02 -229.27000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 229.72000000 0.000002946947 N/A DFE SG N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 131828.43000000 USD 170458.64000000 SGD 2026-08-04 229.72000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -333.83000000 -0.00000428251 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 14288650335.00000000 IDR 795819.00000000 USD 2026-07-27 -333.83000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 70.67000000 0.000000906585 N/A DFE TH N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 8426.97000000 USD 280535.58000000 THB 2026-09-16 70.67000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -22765.69000000 -0.00029204813 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 97832904186.00000000 IDR 5428410.00000000 USD 2026-07-27 -22765.69000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -6600.19000000 -0.00008467009 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3101417.92000000 BRL 594182.00000000 USD 2026-07-02 -6600.19000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2276.64000000 -0.00002920572 N/A DFE KR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2496036.00000000 USD 3856628770.00000000 KRW 2026-07-27 -2276.64000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -30.93000000 -0.00000039678 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 5548031.92000000 INR 58574.58000000 USD 2026-07-06 -30.93000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 81.84000000 0.000001049878 N/A DFE IN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 58574.58000000 USD 5584260.30000000 INR 2026-09-16 81.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 12484.50000000 0.000160156573 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4464456.00000000 USD 80047696080.00000000 IDR 2026-07-02 12484.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -4675.22000000 -0.00005997574 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 80516463960.00000000 IDR 4464456.00000000 USD 2026-09-16 -4675.22000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -1558.41000000 -0.00001999195 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 26838821320.00000000 IDR 1488152.00000000 USD 2026-09-16 -1558.41000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 4161.50000000 0.000053385524 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1488152.00000000 USD 26682565360.00000000 IDR 2026-07-02 4161.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -11590.66000000 -0.00014869000 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 71371032204.00000000 IDR 3949916.00000000 USD 2026-09-16 -11590.66000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 12482.16000000 0.000160126554 N/A DFE NZ N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1904917.45000000 USD 3376000.00000000 NZD 2026-07-02 12482.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 12079.11000000 0.000154956054 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3949916.00000000 USD 71856871872.00000000 IDR 2026-12-16 12079.11000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 8500.71000000 0.000109050789 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 12960000.00000000 NOK 1317790.00000000 USD 2026-07-02 8500.71000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1766.48000000 0.000022661170 N/A DFE PL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 447471.06000000 USD 1690000.00000000 PLN 2026-07-23 1766.48000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2083.39000000 -0.00002672662 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2000000.00000000 ILS 670673.81000000 USD 2026-08-12 -2083.39000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -11808.94000000 -0.00015149019 N/A DFE JP N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2075218.02000000 USD 335500000.00000000 JPY 2026-07-02 -11808.94000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -8647.82000000 -0.00011093798 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 41822072120.00000000 IDR 2312720.00000000 USD 2026-09-16 -8647.82000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 13062.70000000 0.000167573973 N/A DFE AU N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2774338.74000000 USD 4026000.00000000 AUD 2026-07-02 13062.70000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 8921.45000000 0.000114448224 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2312720.00000000 USD 42106536680.00000000 IDR 2026-12-16 8921.45000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -11473.04000000 -0.00014718112 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2350000.00000000 CHF 2896942.80000000 USD 2026-07-02 -11473.04000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -5561.94000000 -0.00007135097 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 9649000.00000000 MXN 542728.10000000 USD 2026-09-17 -5561.94000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -32642.06000000 -0.00041874648 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 95527020.33000000 THB 2860947.00000000 USD 2026-09-16 -32642.06000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -10886.95000000 -0.00013966250 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 8204000.00000000 USD 776828211.43000000 INR 2026-07-29 -10886.95000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -34.12000000 -0.00000043770 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 117147.20000000 THB 3514.36000000 USD 2026-09-16 -34.12000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -4910.58000000 -0.00006299504 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 11709000.00000000 MXN 660435.89000000 USD 2026-09-17 -4910.58000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3126.50000000 0.000040108096 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 959621.53000000 USD 17213934749.00000000 IDR 2026-07-02 3126.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1551.10000000 -0.00001989818 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 17316614253.00000000 IDR 959621.53000000 USD 2026-09-16 -1551.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 11088.07000000 0.000142242564 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 5248075.00000000 USD 94163060880.00000000 IDR 2026-07-06 11088.07000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 4761.78000000 0.000061086176 N/A DFE ID N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 2108845.00000000 USD 37843223525.00000000 IDR 2026-07-06 4761.78000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 3732.03000000 0.000047876097 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2374569385.00000000 KRW 1537819.00000000 USD 2026-07-06 3732.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -2792.86000000 -0.00003582801 N/A DFE KR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1537819.00000000 USD 2374231065.00000000 KRW 2026-07-15 -2792.86000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -8670.99000000 -0.00011123521 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 94706236643.00000000 IDR 5248075.00000000 USD 2026-09-16 -8670.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -5216.82000000 -0.00006692362 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 56979171322.00000000 IDR 3157458.00000000 USD 2026-09-16 -5216.82000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 5024.83000000 0.000064460695 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3157458.00000000 USD 57356487553.00000000 IDR 2026-12-16 5024.83000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 1909245.26000000 0.024492625107 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 425845361.85000000 USD 374369548.88000000 EUR 2026-07-02 1909245.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -1905254.89000000 -0.02444143491 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 374369548.88000000 EUR 426423014.06000000 USD 2026-08-04 -1905254.89000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -637338.31000000 -0.00817605187 N/A DFE JP N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 130349712.71000000 USD 21090583516.00000000 JPY 2026-07-02 -637338.31000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 640644.59000000 0.008218466269 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 21035393448.00000000 JPY 130349712.71000000 USD 2026-08-04 640644.59000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -3554.51000000 -0.00004559879 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 38057271293.00000000 IDR 2108845.00000000 USD 2026-09-16 -3554.51000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -710.61000000 -0.00000911601 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2163000.00000000 ILS 726876.31000000 USD 2026-08-12 -710.61000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -6279.63000000 -0.00008055781 N/A DFE JP N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1359334.77000000 USD 220000000.00000000 JPY 2026-07-02 -6279.63000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 1310.72000000 0.000016814483 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 15565000.00000000 NOK 1573771.19000000 USD 2026-07-02 1310.72000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -17754.44000000 -0.00022776164 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2648000.00000000 CHF 3259473.28000000 USD 2026-07-02 -17754.44000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 11443.24000000 0.000146798838 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2397935.06000000 USD 3480000.00000000 AUD 2026-07-02 11443.24000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 22335.68000000 0.000286531776 N/A DFE CN N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 13518362.39000000 USD 91951495.43000000 CNY 2026-07-02 22335.68000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -21326.96000000 -0.00027359147 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 91749395.91000000 CNY 13518362.39000000 USD 2026-08-04 -21326.96000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 15000.79000000 0.000192436631 N/A DFE NZ N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2111404.46000000 USD 3744000.00000000 NZD 2026-07-02 15000.79000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 2002.66000000 0.000025690989 N/A DFE PL N 2 Bank of America NA B4TYDEB6GKMZO031MB27 537082.39000000 USD 2028000.00000000 PLN 2026-07-23 2002.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 6079.43000000 0.000077989561 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4091545.07000000 USD 195175292.08000000 TRY 2026-07-28 6079.43000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -5310.25000000 -0.00006812218 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3530000.00000000 USD 334242338.95000000 INR 2026-07-31 -5310.25000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -7550.52000000 -0.00009686134 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 40356077.30000000 THB 1210000.00000000 USD 2026-07-30 -7550.52000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -1458.99000000 -0.00001871655 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 730253.72000000 BRL 140000.00000000 USD 2026-07-02 -1458.99000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2849.54000000 -0.00003655513 N/A DFE KR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 870000.00000000 USD 1341030848.00000000 KRW 2026-07-29 -2849.54000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -7043.06000000 -0.00009035142 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 41769957440.00000000 IDR 2320000.00000000 USD 2026-07-29 -7043.06000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 294336.58000000 0.003775877128 N/A DFE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 87882708.00000000 USD 125057093.48000000 CAD 2026-07-02 294336.58000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -294507.77000000 -0.00377807322 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 124879394.65000000 CAD 87882708.00000000 USD 2026-08-04 -294507.77000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -369.92000000 -0.00000474549 N/A DFE CA N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 807142.00000000 USD 1144204.50000000 CAD 2026-07-02 -369.92000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 356.20000000 0.000004569487 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1142595.87000000 CAD 807142.00000000 USD 2026-08-04 356.20000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 12.69000000 0.000000162792 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 733755746.00000000 KRW 474054.48000000 USD 2026-07-06 12.69000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 3691.59000000 0.000047357315 N/A DFE ID N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 907560.66000000 USD 16315581009.00000000 IDR 2026-07-06 3691.59000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 20722.46000000 0.000265836691 N/A DFE TH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3127127.00000000 USD 104539855.61000000 THB 2026-07-06 20722.46000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 286.88000000 0.000003680220 N/A DFE KR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 474054.48000000 USD 733665675.00000000 KRW 2026-07-15 286.88000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -32363.74000000 -0.00041517607 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 104305321.09000000 THB 3127127.00000000 USD 2026-09-16 -32363.74000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3081.26000000 -0.00003952773 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 16406246319.00000000 IDR 907560.66000000 USD 2026-09-16 -3081.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -7857.32000000 -0.00010079710 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1344920.84000000 USD 216836476.00000000 JPY 2026-08-04 -7857.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 7816.67000000 0.000100275628 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 217406453.00000000 JPY 1344920.84000000 USD 2026-07-02 7816.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 12995.47000000 0.000166711517 N/A DFE AU N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 3815553.03000000 USD 5529787.00000000 AUD 2026-07-02 12995.47000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC 97153.70000000 0.001246329741 N/A DFE NZ N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 17993429.23000000 USD 31852415.00000000 NZD 2026-07-02 97153.70000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 264.40000000 0.000003391837 N/A DFE SE N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 357664.00000000 USD 3470599.06000000 SEK 2026-07-02 264.40000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC -267.91000000 -0.00000343686 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 3464443.45000000 SEK 357664.00000000 USD 2026-08-04 -267.91000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1918.33000000 -0.00002460916 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 834000.00000000 ILS 278621.42000000 USD 2026-08-12 -1918.33000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -8060.03000000 -0.00010339755 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 41512135.09000000 DKK 6348738.00000000 USD 2026-08-04 -8060.03000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -13189.02000000 -0.00016919446 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 5529787.00000000 AUD 3813108.86000000 USD 2026-08-04 -13189.02000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -202.57000000 -0.00000259865 N/A DFE PL N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 140821.89000000 USD 529000.00000000 PLN 2026-07-23 -202.57000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC -96964.11000000 -0.00124389759 N/A DFE US N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 31852415.00000000 NZD 18013814.78000000 USD 2026-08-04 -96964.11000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 168.86000000 0.000002166209 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 4145000.00000000 NOK 418919.18000000 USD 2026-07-02 168.86000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 5013.33000000 0.000064313168 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1505694.56000000 USD 2182000.00000000 AUD 2026-07-02 5013.33000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -255.70000000 -0.00000328023 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1015000.00000000 CHF 1255932.42000000 USD 2026-07-02 -255.70000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 29.13000000 0.000000373692 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 18803040.82000000 NOK 1899614.00000000 USD 2026-07-02 29.13000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -45.42000000 -0.00000058266 N/A DFE NO N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1899614.00000000 USD 18811282.48000000 NOK 2026-08-04 -45.42000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 8152.77000000 0.000104587264 N/A DFE DK N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 6348738.00000000 USD 41584554.51000000 DKK 2026-07-02 8152.77000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -277.08000000 -0.00000355450 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 3000000.00000000 MXN 170193.45000000 USD 2026-09-17 -277.08000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -368820.95000000 -0.00473139488 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 80352998.00000000 GBP 106213083.70000000 USD 2026-08-04 -368820.95000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 368863.85000000 0.004731945226 N/A DFE GB N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 106215365.72000000 USD 80352998.00000000 GBP 2026-07-02 368863.85000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC 2094.38000000 0.000026867613 N/A DFE CA N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 913954.00000000 USD 1299185.61000000 CAD 2026-07-02 2094.38000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC -2104.46000000 -0.00002699692 N/A DFE US N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 1297351.31000000 CAD 913954.00000000 USD 2026-08-04 -2104.46000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1758.25000000 -0.00002255559 N/A DFE IN N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 592676.00000000 USD 56322000.28000000 INR 2026-09-30 -1758.25000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1953.07000000 0.000025054827 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 55942687.64000000 INR 592676.00000000 USD 2026-07-13 1953.07000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -5736.07000000 -0.00007358479 N/A DFE IN N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2392048.00000000 USD 227445970.44000000 INR 2026-09-30 -5736.07000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 6513.60000000 0.000083559281 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 225915059.72000000 INR 2392048.00000000 USD 2026-07-13 6513.60000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 705.31000000 0.000009048022 N/A DFE TH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 173811.92000000 USD 5795704.61000000 THB 2026-07-06 705.31000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1314.71000000 -0.00001686566 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 5795704.61000000 THB 174241.77000000 USD 2026-09-16 -1314.71000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 8479.11000000 0.000108773695 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 282971497.35000000 INR 2996497.00000000 USD 2026-07-13 8479.11000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -7503.05000000 -0.00009625237 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2996497.00000000 USD 284889255.43000000 INR 2026-09-30 -7503.05000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -18556.45000000 -0.00023805017 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 45376297.87000000 DKK 6929965.00000000 USD 2026-08-04 -18556.45000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 18528.21000000 0.000237687902 N/A DFE DK N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 6929965.00000000 USD 45454610.63000000 DKK 2026-07-02 18528.21000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 875.74000000 0.000011234372 N/A DFE SE N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 217703.00000000 USD 2119415.99000000 SEK 2026-07-02 875.74000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -877.59000000 -0.00001125810 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2115654.08000000 SEK 217703.00000000 USD 2026-08-04 -877.59000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC -162487.75000000 -0.00208446323 N/A DFE US N 2 Banco Santander SA 5493006QMFDDMYWIAM13 55170955.78000000 NZD 31206844.26000000 USD 2026-08-04 -162487.75000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 1.00000000 NC 162760.95000000 0.002087967959 N/A DFE NZ N 2 Banco Santander SA 5493006QMFDDMYWIAM13 31171590.02000000 USD 55170955.78000000 NZD 2026-07-02 162760.95000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -11005.17000000 -0.00014117908 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 4633587.00000000 AUD 3195173.32000000 USD 2026-08-04 -11005.17000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 10889.33000000 0.000139693041 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 3197175.03000000 USD 4633587.00000000 AUD 2026-07-02 10889.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 76848.03000000 0.000985839812 N/A DFE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 61025267.90000000 USD 49370509.67000000 CHF 2026-07-02 76848.03000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -77403.58000000 -0.00099296664 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 49193267.89000000 CHF 61025267.90000000 USD 2026-08-04 -77403.58000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 822.91000000 0.000010556645 N/A DFE NO N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 207194.00000000 USD 2059975.58000000 NOK 2026-08-04 822.91000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -826.81000000 -0.00001060667 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2059093.97000000 NOK 207194.00000000 USD 2026-07-02 -826.81000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -32670.78000000 -0.00041911491 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 10078458.54000000 USD 950921712.17000000 INR 2026-07-01 -32670.78000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1643.05000000 -0.00002107775 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 506858.22000000 USD 47823036.26000000 INR 2026-07-01 -1643.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 24746.60000000 0.000317460102 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 720279211.80000000 INR 7633966.16000000 USD 2026-07-01 24746.60000000 N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.00000000 NC 9565.56000000 0.000122711146 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 278417120.43000000 INR 2950837.45000000 USD 2026-07-01 9565.56000000 N N N Elevation CLO Ltd 549300YZ3RIOTSOP0V95 28623YAU7 2300000.00000000 PA USD 2302612.62000000 0.029538911972 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 4.80000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAS9 3800000.00000000 PA USD 3828350.36000000 0.049111736512 Long DBT NUSS AE N 2 2029-04-30 Fixed 4.88000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAT7 4000000.00000000 PA USD 4068474.16000000 0.052192148618 Long DBT NUSS AE N 2 2034-04-30 Fixed 5.00000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAZ3 11200000.00000000 PA USD 11163561.25000000 0.143210998757 Long DBT NUSS AE N 2 2033-04-20 Fixed 4.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128JRAN6 21497.03000000 PA USD 21894.14000000 0.000280867510 Long ABS-MBS USGSE US N 2 2034-01-01 Floating 6.49000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128JRAR7 84945.94000000 PA USD 86696.63000000 0.001112181918 Long ABS-MBS USGSE US N 2 2034-01-01 Floating 5.93000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128JRLD6 13387.64000000 PA USD 13612.02000000 0.000174620888 Long ABS-MBS USGSE US N 2 2033-06-01 Floating 6.23000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128JRN77 7260.02000000 PA USD 7424.09000000 0.000095239441 Long ABS-MBS USGSE US N 2 2036-10-01 Floating 6.18000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128NFFX0 17343.23000000 PA USD 17660.59000000 0.000226557697 Long ABS-MBS USGSE US N 2 2036-07-01 Floating 5.96000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128NHPT4 6396.66000000 PA USD 6538.92000000 0.000083884097 Long ABS-MBS USGSE US N 2 2036-09-01 Floating 6.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XWLS0 503101.21000000 PA USD 478121.07000000 0.006133544164 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XYWF2 18449802.56000000 PA USD 17516465.42000000 0.224708804952 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131Y1W55 44637.85000000 PA USD 42379.47000000 0.000543662196 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329QDG3 47308.48000000 PA USD 45828.54000000 0.000587908359 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329QWF4 225616.29000000 PA USD 214176.27000000 0.002747545953 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329QZJ3 20001.11000000 PA USD 18983.81000000 0.000243532536 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5JD8 10440.45000000 PA USD 9912.26000000 0.000127158764 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5JR7 101917.40000000 PA USD 96761.16000000 0.001241294068 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5JX4 74825.63000000 PA USD 71039.94000000 0.000911331118 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMH32 1024716.48000000 PA USD 973187.06000000 0.012484465102 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWES8 1153720.30000000 PA USD 1114299.66000000 0.014294718652 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31334XR35 189763.16000000 PA USD 179865.44000000 0.002307391765 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 313398VT3 47095.10000000 PA USD 46940.60000000 0.000602174347 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 4.02000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BFWM8 106527.97000000 PA USD 102873.85000000 0.001319710303 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KHPQ3 131803.40000000 PA USD 125817.96000000 0.001614047283 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 3133TDPX8 267.08000000 PA USD 262.90000000 0.000003372595 Long ABS-MBS USGSE US N 2 2028-01-25 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TPWN5 3640.62000000 PA USD 3738.73000000 0.000047962047 Long ABS-MBS USGSE US N 2 2030-10-15 Fixed 7.00000000 N N N N N N FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 3133TSQG1 26879.89000000 PA USD 27098.31000000 0.000347628857 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 4.02000000 N N N N N N FannieMae Whole Loan 5493006KCWOV61WOTM60 31359UPD1 785.34000000 PA USD 788.31000000 0.000010112782 Long ABS-MBS USGSE US N 2 2028-06-25 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BSVF9 6033381.68000000 PA USD 6082481.34000000 0.078028705009 Long ABS-MBS USGSE US N 2 2054-08-25 Floating 4.93000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BT7D9 2368584.16000000 PA USD 2394484.63000000 0.030717485907 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 5.03000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTWY5 4375485.66000000 PA USD 4429551.35000000 0.056824203197 Long ABS-MBS USGSE US N 2 2053-10-25 Floating 4.83000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BU5D8 1197458.70000000 PA USD 1207895.51000000 0.015495406753 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.78000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BWNH5 31676903.92000000 PA USD 31918674.72000000 0.409466583584 Long ABS-MBS USGSE US N 2 2055-06-25 Floating 4.66000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BWUZ7 2656244.71000000 PA USD 2688805.49000000 0.034493161372 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 4.83000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BWW69 4571565.26000000 PA USD 4605906.86000000 0.059086568061 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BWYL4 3672062.95000000 PA USD 3696448.02000000 0.047419636166 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BXKH6 5252224.26000000 PA USD 5290620.65000000 0.067870373115 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BXS39 1644362.65000000 PA USD 1650276.76000000 0.021170465027 Long ABS-MBS USGSE US N 2 2055-11-25 Floating 4.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BXUC6 2469203.44000000 PA USD 2487664.69000000 0.031912840074 Long ABS-MBS USGSE US N 2 2055-10-25 Floating 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BXVW1 9972349.31000000 PA USD 10025436.11000000 0.128610636529 Long ABS-MBS USGSE US N 2 2055-10-25 Floating 4.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G5JT8 32497747.56000000 PA USD 32492664.91000000 0.416829978342 Long ABS-MBS USGSE US N 2 2056-04-25 Floating 4.68000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BY3C2 1901360.25000000 PA USD 1865486.53000000 0.023931269166 Long ABS-MBS USGSE US N 2 2047-01-15 Floating 4.06000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BYWC0 104432.30000000 PA USD 102659.44000000 0.001316959759 Long ABS-MBS USGSE US N 2 2047-06-15 Floating 4.11000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FKAX4 7350552.12000000 PA USD 7118595.16000000 0.091320421842 Long ABS-MBS USGSE US N 2 2057-08-15 Floating 4.11000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137GBBQ7 27000000.00000000 PA USD 27043335.00000000 0.346923614101 Long ABS-MBS USGSE US N 2 2056-07-25 Floating 4.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137GBCZ6 7700000.00000000 PA USD 7701856.47000000 0.098802750543 Long ABS-MBS USGSE US N 2 2056-07-25 Floating 4.64000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137GCBG7 4504174.36000000 PA USD 4536848.54000000 0.058200658022 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 5.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HFGZ2 673613.07000000 PA USD 679104.50000000 0.008711846652 Long ABS-MBS USGSE US N 2 2054-09-25 Floating 4.93000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHVQ1 6481366.21000000 PA USD 6534573.04000000 0.083828333141 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 4.93000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJMT1 4726458.27000000 PA USD 4775675.83000000 0.061264437937 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 4.78000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKEX8 29180481.98000000 PA USD 29419808.62000000 0.377410046971 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 4.57000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKKP8 257337.42000000 PA USD 260057.22000000 0.003336126651 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.78000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKXR0 1611047.14000000 PA USD 1625834.46000000 0.020856908616 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.93000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HLEG3 1194464.90000000 PA USD 1206363.20000000 0.015475749616 Long ABS-MBS USGSE US N 2 2055-05-25 Floating 4.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HLER9 12079351.08000000 PA USD 12097427.83000000 0.155191043712 Long ABS-MBS USGSE US N 2 2055-05-25 Floating 4.93000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HLS52 4296627.52000000 PA USD 4351990.00000000 0.055829212607 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 4.83000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HMD23 1086201.85000000 PA USD 1098382.73000000 0.014090529380 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.83000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HMEX4 1972071.79000000 PA USD 1992159.31000000 0.025556282451 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HMGJ3 3622067.73000000 PA USD 3662117.30000000 0.046979226821 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.78000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HNFP8 3574978.36000000 PA USD 3609527.67000000 0.046304584270 Long ABS-MBS USGSE US N 2 2055-10-25 Floating 4.73000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HRXQ7 42095931.67000000 PA USD 42079543.72000000 0.539814611884 Long ABS-MBS USGSE US N 2 2056-06-25 Floating 4.58000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HRYV5 29328769.02000000 PA USD 29542845.57000000 0.378988418254 Long ABS-MBS USGSE US N 2 2056-06-25 Floating 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HJD5 1243.01000000 PA USD 1231.34000000 0.000015796162 Long ABS-MBS USGSE US N 2 2034-09-01 Floating 5.18000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HJE3 1951.94000000 PA USD 1976.46000000 0.000025354884 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 4.66000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388UKH2 2435.21000000 PA USD 2432.66000000 0.000031207216 Long ABS-MBS USGSE US N 2 2032-02-01 Floating 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391MCP6 10303.76000000 PA USD 10418.09000000 0.000133647770 Long ABS-MBS USGSE US N 2 2033-11-01 Floating 5.34000000 N N N N N N FannieMae Whole Loan 5493001NEANKKEPIN618 31393CX40 35878.41000000 PA USD 35817.63000000 0.000459484070 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 4.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394VL73 2329.10000000 PA USD 2372.95000000 0.000030441230 Long ABS-MBS USGSE US N 2 2035-05-25 Floating 6.04000000 N N N N N N FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 31395A3J2 37216.02000000 PA USD 36474.92000000 0.000467916071 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 5.14000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395B6R9 15625.52000000 PA USD 15558.50000000 0.000199591176 Long ABS-MBS USGSE US N 2 2036-05-25 Floating 4.18000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395BVE0 30628.73000000 PA USD 30141.05000000 0.000386662443 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 3.99000000 N N N N N N FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 31395M2F5 194296.92000000 PA USD 190803.46000000 0.002447709423 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 4.94000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396L4T4 23135.78000000 PA USD 22707.14000000 0.000291297026 Long ABS-MBS USGSE US N 2 2036-12-25 Floating 3.79000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396PMC2 68534.50000000 PA USD 68149.53000000 0.000874251687 Long ABS-MBS USGSE US N 2 2037-02-25 Floating 4.19000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396V4Q8 72160.48000000 PA USD 70880.66000000 0.000909287805 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 3.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396WTU0 11103.92000000 PA USD 11016.40000000 0.000141323150 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 4.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401GY24 27381.38000000 PA USD 27786.14000000 0.000356452638 Long ABS-MBS USGSE US N 2 2033-04-01 Floating 5.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402LPB2 4925.34000000 PA USD 4975.23000000 0.000063824405 Long ABS-MBS USGSE US N 2 2043-06-01 Floating 4.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402XTR7 1625.91000000 PA USD 1644.88000000 0.000021101233 Long ABS-MBS USGSE US N 2 2033-10-01 Floating 5.64000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404GHQ7 3048.72000000 PA USD 3079.84000000 0.000039509521 Long ABS-MBS USGSE US N 2 2034-02-01 Floating 5.52000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405YPX3 80531.35000000 PA USD 81489.16000000 0.001045378238 Long ABS-MBS USGSE US N 2 2044-09-01 Floating 4.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406DAF3 99578.05000000 PA USD 100776.45000000 0.001292803947 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 4.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H1V98 850890.40000000 PA USD 807845.82000000 0.010363396064 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H5ZE4 278102.31000000 PA USD 263653.89000000 0.003382266291 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HJYY1 2355.21000000 PA USD 2332.33000000 0.000029920139 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HMN26 2321148.63000000 PA USD 2204485.10000000 0.028280089645 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HNVL3 49026.52000000 PA USD 46540.98000000 0.000597047848 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6GR2 143133.66000000 PA USD 135892.13000000 0.001743283099 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JRZU8 25147.65000000 PA USD 23732.67000000 0.000304452969 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K9T74 255316.03000000 PA USD 244320.38000000 0.003134247652 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9UA9 84337.33000000 PA USD 80078.61000000 0.001027283091 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5Y72 37439.60000000 PA USD 35545.58000000 0.000455994095 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XK4X5 1111518.83000000 PA USD 1074771.01000000 0.013787628009 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZF4 10988.86000000 PA USD 10662.09000000 0.000136777908 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DNK4 252139.79000000 PA USD 238276.95000000 0.003056719914 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHK9 816155.03000000 PA USD 788227.97000000 0.010111729788 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A 32027LAA3 1035829.58000000 PA USD 954653.58000000 0.012246709593 Long ABS-O CORP US N 2 2036-10-25 Floating 3.87000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A 32027NXX4 8023325.90000000 PA USD 7831118.30000000 0.100460977283 Long ABS-O CORP US N 2 2036-11-25 Floating 4.47000000 N N N N N N First Horizon Alternative Mortgage Securities 5493005TE20WPW8O1W08 32051D3G5 99797.95000000 PA USD 100077.22000000 0.001283833922 Long ABS-MBS CORP US N 2 2034-06-25 Variable 5.31000000 N N N N N N First Horizon Alternative Mortgage Securities 5493005TE20WPW8O1W08 32051D6B3 16006.86000000 PA USD 16053.87000000 0.000205945997 Long ABS-MBS CORP US N 2 2034-09-25 Variable 4.78000000 N N N N N N First Horizon Mortgage Pass-Through Trust 549300YB0SYOI7JLTH61 32051GQL2 167733.91000000 PA USD 108737.18000000 0.001394927640 Long ABS-MBS CORP US N 2 2035-08-25 Variable 5.74000000 N N N N N N First Horizon Alternative Mortgage Securities 5493005TE20WPW8O1W08 32052DAG6 639787.86000000 PA USD 215261.17000000 0.002761463520 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.00000000 N N N N N N First Horizon Alternative Mortgage Securities 5493005TE20WPW8O1W08 32052WAH2 138683.51000000 PA USD 42385.27000000 0.000543736601 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6.25000000 N N N N N N 522 Funding CLO Ltd 549300HKB0UTKU91DG08 33835AAY5 1750000.00000000 PA USD 1752077.62000000 0.022476410550 Long ABS-CBDO CORP KY N 2 2034-10-23 Floating 4.87000000 N N N N N N Fortress Credit BSL Limited 254900Z7ZALK0N30AL78 34962HAJ6 1096291.42000000 PA USD 1097308.44000000 0.014076747922 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 4.78000000 N N N N N N Fremont Home Loan Trust N/A 35729TAA0 1508560.88000000 PA USD 1366832.79000000 0.017534323018 Long ABS-O CORP US N 2 2036-10-25 Floating 4.03000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5D6 4105021.67000000 PA USD 3748149.89000000 0.048082890147 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7L6 93572454.38000000 PA USD 85292094.08000000 1.094163923662 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WZB7 67482.16000000 PA USD 61220.67000000 0.000785365270 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHW9 933902.29000000 PA USD 846659.72000000 0.010861317584 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5ML0 99427513.15000000 PA USD 89392539.83000000 1.146766217684 Long ABS-MBS USGA US N 2 2055-05-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6C70 6965768.74000000 PA USD 6261036.34000000 0.080319285882 Long ABS-MBS USGA US N 2 2056-03-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225DRX4 3355.29000000 PA USD 3407.01000000 0.000043706599 Long ABS-MBS USGA US N 2 2035-07-20 Floating 5.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225DWT7 106558.25000000 PA USD 108152.42000000 0.001387426085 Long ABS-MBS USGA US N 2 2035-12-20 Floating 5.13000000 N N N N N N GSAMP Trust N/A 3622MAAA9 1526461.98000000 PA USD 812087.70000000 0.010417812738 Long ABS-O CORP US N 2 2036-12-25 Floating 4.04000000 N N N N N N GSAA Home Equity Trust N/A 362334ND2 996853.72000000 PA USD 509706.76000000 0.006538739076 Long ABS-MBS CORP US N 2 2046-03-25 Variable 6.72000000 N N N N N N GSR Mortgage Loan Trust N/A 362341FR5 53939.38000000 PA USD 52016.60000000 0.000667291473 Long ABS-MBS CORP US N 2 2035-07-25 Variable 4.81000000 N N N N N N GSR Mortgage Loan Trust N/A 362341WZ8 48878.10000000 PA USD 47375.96000000 0.000607759333 Long ABS-MBS CORP US N 2 2035-11-25 Variable 4.60000000 N N N N N N GSR Mortgage Loan Trust N/A 362341XE4 168689.50000000 PA USD 143593.90000000 0.001842084741 Long ABS-MBS CORP US N 2 2035-11-25 Variable 4.44000000 N N N N N N GSR Mortgage Loan Trust N/A 362341XG9 9114.67000000 PA USD 7984.32000000 0.000102426315 Long ABS-MBS CORP US N 2 2035-11-25 Variable 4.10000000 N N N N N N GSAMP Trust N/A 36242DA60 1950853.78000000 PA USD 1893796.77000000 0.024294445186 Long ABS-O CORP US N 2 2035-03-25 Floating 4.74000000 N N N N N N GSR Mortgage Loan Trust N/A 36242DH55 17718.84000000 PA USD 15672.62000000 0.000201055157 Long ABS-MBS CORP US N 2 2035-04-25 Variable 4.26000000 N N N N N N GSAMP Trust N/A 362440AE9 2692610.73000000 PA USD 1986510.45000000 0.025483816428 Long ABS-O CORP US N 2 2047-03-25 Floating 4.50000000 N N N N N N Gallatin Loan Management, LLC N/A 36361UAL4 1767799.53000000 PA USD 1768663.28000000 0.022689178580 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.02000000 N N N N N N GATEWAY RE LTD 549300ZYFWQV9RCIN520 36779CAU0 250000.00000000 PA USD 250275.00000000 0.003210636096 Long DBT CORP BM N 2 2029-07-06 Floating 5.55000000 N N N N N N GATEWAY RE LTD 549300ZYFWQV9RCIN520 36779CAV8 250000.00000000 PA USD 250275.00000000 0.003210636096 Long DBT CORP BM N 2 2029-07-06 Floating 5.55000000 N N N N N N GoldenTree Loan Management US CLO, LTD 549300LOEERRNVSKVY31 38136NAY2 1000000.00000000 PA USD 1001181.05000000 0.012843584130 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 4.83000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RXY7 22780.28000000 PA USD 22869.12000000 0.000293374976 Long ABS-MBS USGA US N 2 2066-08-20 Floating 4.51000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RY26 150942.62000000 PA USD 150766.55000000 0.001934098601 Long ABS-MBS USGA US N 2 2067-02-20 Floating 4.22000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RYS9 2309.62000000 PA USD 2311.20000000 0.000029649074 Long ABS-MBS USGA US N 2 2066-08-20 Floating 4.46000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376T5N8 817638.54000000 PA USD 821781.84000000 0.010542173364 Long ABS-MBS USGA US N 2 2060-01-20 Floating 4.54000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LJY0 7914153.67000000 PA USD 7949623.32000000 0.101981211005 Long ABS-MBS USGA US N 2 2068-08-20 Floating 4.93000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LPZ0 463728.71000000 PA USD 467226.71000000 0.005993786596 Long ABS-MBS USGA US N 2 2068-12-20 Floating 4.49000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LYK3 1047443.58000000 PA USD 1065363.66000000 0.013666946449 Long ABS-MBS USGA US N 2 2069-08-20 Floating 4.76000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PC92 20341861.41000000 PA USD 20579659.80000000 0.264004789157 Long ABS-MBS USGA US N 2 2055-07-20 Floating 4.96000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382Y5C3 1948216.07000000 PA USD 1993331.30000000 0.025571317246 Long ABS-MBS USGA US N 2 2073-05-20 Floating 4.71000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YB36 16635906.02000000 PA USD 16848087.02000000 0.216134557356 Long ABS-MBS USGA US N 2 2072-10-20 Floating 4.51000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YC92 4324936.28000000 PA USD 4422270.70000000 0.056730803866 Long ABS-MBS USGA US N 2 2072-11-20 Floating 4.77000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YPL1 189096.66000000 PA USD 188970.65000000 0.002424197343 Long ABS-MBS USGA US N 2 2072-01-20 Floating 4.06000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YXH1 1234147.90000000 PA USD 1249461.21000000 0.016028629555 Long ABS-MBS USGA US N 2 2072-08-20 Floating 4.51000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YYK3 181732.66000000 PA USD 182546.19000000 0.002341781587 Long ABS-MBS USGA US N 2 2072-08-20 Floating 4.41000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KCV2 1460341.79000000 PA USD 1480273.12000000 0.018989584703 Long ABS-MBS USGA US N 2 2073-07-20 Floating 4.51000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385HK89 8316963.58000000 PA USD 8349015.49000000 0.107104786742 Long ABS-MBS USGA US N 2 2055-10-20 Floating 4.71000000 N N N N N N GreenPoint Mortgage Funding Trust N/A 39538RAB5 149744.44000000 PA USD 129063.91000000 0.001655687736 Long ABS-MBS CORP US N 2 2045-06-25 Floating 4.20000000 N N N N N N Greensky Home Improvement Issuer Trust N/A 39571VAB4 159278.36000000 PA USD 159603.46000000 0.002047462310 Long ABS-O CORP US N 2 2060-06-25 Fixed 4.93000000 N N N N N N Greywolf CLO Ltd 5493002TWMA4NNPZ2B66 39809CAY0 1709079.50000000 PA USD 1710284.32000000 0.021940267997 Long ABS-CBDO CORP KY N 2 2033-04-22 Floating 4.89000000 N N N N N N HSI Asset Securitization Corporation Trust N/A 40430HFM5 295691.04000000 PA USD 294152.59000000 0.003773516824 Long ABS-O CORP US N 2 2036-02-25 Floating 4.30000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161PA86 297703.94000000 PA USD 281040.53000000 0.003605309640 Long ABS-MBS CORP US N 2 2036-03-19 Floating 4.23000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161PCY7 20742.27000000 PA USD 20616.38000000 0.000264475851 Long ABS-MBS CORP US N 2 2034-04-19 Variable 6.06000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161PJN4 73773.23000000 PA USD 69413.82000000 0.000890470546 Long ABS-MBS CORP US N 2 2035-01-19 Variable 4.75000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161PLR2 2567.76000000 PA USD 2500.42000000 0.000032076470 Long ABS-MBS CORP US N 2 2035-05-19 Floating 4.19000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161PSK0 99977.36000000 PA USD 93664.80000000 0.001201572621 Long ABS-MBS CORP US N 2 2035-06-20 Floating 4.43000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161PTN3 191261.84000000 PA USD 122730.60000000 0.001574441292 Long ABS-MBS CORP US N 2 2035-11-19 Floating 4.37000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161PUK7 54853.97000000 PA USD 52774.05000000 0.000677008370 Long ABS-MBS CORP US N 2 2045-08-19 Floating 4.37000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161PYZ0 875279.83000000 PA USD 556116.04000000 0.007134097420 Long ABS-MBS CORP US N 2 2036-01-19 Floating 4.25000000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41165AAB8 98975.49000000 PA USD 87716.45000000 0.001125264611 Long ABS-MBS CORP US N 2 2037-09-19 Floating 4.13000000 N N N N N N Home Equity Asset Trust N/A 437084CE4 279181.63000000 PA USD 277639.10000000 0.003561674622 Long ABS-MBS CORP US N 2 2034-08-25 Floating 4.62000000 N N N N N N Home Equity Asset Trust N/A 437084QA7 4391933.24000000 PA USD 4308605.97000000 0.055272663480 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.44000000 N N N N N N Home Equity Asset Trust N/A 437084QY5 207107.22000000 PA USD 206149.70000000 0.002644577636 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.38000000 N N N N N N Homebanc Mortgage Trust N/A 43739ECR6 308285.85000000 PA USD 278849.02000000 0.003577196000 Long ABS-MBS CORP US N 2 2037-04-25 Variable 4.30000000 N N N N N N ICG US CLO Ltd 25490037AMBNS8P47972 44933WAL3 547606.91000000 PA USD 547721.70000000 0.007026411190 Long ABS-CBDO CORP KY N 2 2033-01-16 Floating 4.67000000 N N N N N N Residential Asset Securitization Trust N/A 45660LJZ3 3742568.46000000 PA USD 2179302.48000000 0.027957036089 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.16000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660LMG1 162680.63000000 PA USD 154022.64000000 0.001975869134 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.24000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660LQJ1 82159.49000000 PA USD 60321.49000000 0.000773830199 Long ABS-MBS CORP US N 2 2035-08-25 Variable 3.61000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660LQL6 66364.00000000 PA USD 47617.59000000 0.000610859068 Long ABS-MBS CORP US N 2 2035-08-25 Variable 3.61000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660LRU5 184021.83000000 PA USD 131405.85000000 0.001685731156 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.32000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660LW70 17644.41000000 PA USD 16038.21000000 0.000205745104 Long ABS-MBS CORP US N 2 2036-01-25 Variable 3.18000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660LXA2 74676.60000000 PA USD 59256.81000000 0.000760172023 Long ABS-MBS CORP US N 2 2035-10-25 Variable 3.60000000 N N N N N N IndyMac INDB Mortgage Loan Trust N/A 45660LYW3 105079.60000000 PA USD 60476.64000000 0.000775820530 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.36000000 N N N N N N IndyMac INDA Mortgage Loan Trust N/A 45660LZK8 1333.71000000 PA USD 1578.54000000 0.000020250194 Long ABS-MBS CORP US N 2 2035-11-25 Variable 4.75000000 N N N N N N IndyMac INDA Mortgage Loan Trust N/A 45660LZM4 111660.31000000 PA USD 83980.03000000 0.001077332197 Long ABS-MBS CORP US N 2 2035-11-25 Variable 3.15000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660N6S9 26650.49000000 PA USD 25387.69000000 0.000325684282 Long ABS-MBS CORP US N 2 2034-12-25 Variable 4.35000000 N N N N N N Residential Asset Securitization Trust N/A 45660NQA6 28313.87000000 PA USD 28088.88000000 0.000360336318 Long ABS-MBS CORP US N 2 2033-06-25 Fixed 5.50000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660NX83 160954.34000000 PA USD 154045.05000000 0.001976156619 Long ABS-MBS CORP US N 2 2034-10-25 Variable 4.73000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 456610AA2 411329.01000000 PA USD 416314.19000000 0.005340658738 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.00000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 456612AC4 708678.96000000 PA USD 655317.49000000 0.008406696585 Long ABS-MBS CORP US N 2 2046-06-25 Floating 4.16000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45661EGK4 120519.64000000 PA USD 100392.20000000 0.001287874622 Long ABS-MBS CORP US N 2 2036-06-25 Variable 3.37000000 N N N N N N IndyMac INDB Mortgage Loan Trust N/A 45661JAA1 3540674.90000000 PA USD 1076648.07000000 0.013811707748 Long ABS-O CORP US N 2 2036-07-25 Floating 3.90000000 N N N N N N IndyMac INDA Mortgage Loan Trust N/A 45662BAD1 224889.20000000 PA USD 172568.08000000 0.002213778071 Long ABS-MBS CORP US N 2 2036-08-25 Variable 3.46000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45670CAA5 251543.40000000 PA USD 77231.75000000 0.000990762338 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.06000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 466247LZ4 1200.28000000 PA USD 1172.51000000 0.000015041466 Long ABS-MBS CORP US N 2 2035-02-25 Variable 5.11000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 466247SL8 1201.78000000 PA USD 1202.85000000 0.000015430680 Long ABS-MBS CORP US N 2 2035-08-25 Variable 5.35000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 466247TQ6 61149.61000000 PA USD 60602.91000000 0.000777440377 Long ABS-MBS CORP US N 2 2035-08-25 Variable 5.92000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 466247XK4 38133.91000000 PA USD 25580.83000000 0.000328161966 Long ABS-MBS CORP US N 2 2035-10-25 Variable 5.33000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 466247YH0 71613.33000000 PA USD 55467.68000000 0.000711563422 Long ABS-MBS CORP US N 2 2035-11-25 Variable 4.70000000 N N N N N N J.P. Morgan Alternative Loan Trust N/A 46627MCS4 566580.99000000 PA USD 541933.81000000 0.006952161631 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.22000000 N N N N N N J.P. Morgan Alternative Loan Trust N/A 466286AD3 7701737.38000000 PA USD 7380833.71000000 0.094684531540 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.22000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46628LAG3 10951.95000000 PA USD 7568.56000000 0.000097092765 Long ABS-MBS CORP US N 2 2036-06-25 Variable 5.22000000 N N N N N N JP Morgan Mortgage Acquisition Corp N/A 46629QAW6 22993.57000000 PA USD 22991.14000000 0.000294940301 Long ABS-O CORP US N 2 2036-10-25 Floating 4.18000000 N N N N N N J.P. Morgan Alternative Loan Trust N/A 466309AA9 99505.95000000 PA USD 45193.96000000 0.000579767692 Long ABS-MBS CORP US N 2 2036-12-27 Fixed 6.00000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46630GAA3 3488.16000000 PA USD 3492.35000000 0.000044801378 Long ABS-MBS CORP US N 2 2035-07-25 Variable 6.19000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46630GAH8 22952.41000000 PA USD 21846.13000000 0.000280251617 Long ABS-MBS CORP US N 2 2035-07-25 Variable 4.83000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46630GAJ4 20273.43000000 PA USD 19419.51000000 0.000249121885 Long ABS-MBS CORP US N 2 2035-07-25 Variable 4.83000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46630GAN5 4077.74000000 PA USD 4098.75000000 0.000052580540 Long ABS-MBS CORP US N 2 2035-07-25 Variable 6.03000000 N N N N N N Jamestown CLO Ltd 254900TDIR3OOT3N8P57 47047RAN6 3800000.00000000 PA USD 3804280.97000000 0.048802963952 Long ABS-CBDO CORP KY N 2 2035-07-25 Floating 4.94000000 N N N N N N KKR Financial CLO Ltd 254900VCKMCY079T6M57 48251BBE9 7600000.00000000 PA USD 7608727.00000000 0.097608045366 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 4.82000000 N N N N N N KKR Financial CLO Ltd 5493007WGG1LNIZXEI24 48253YBL1 1500000.00000000 PA USD 1500905.13000000 0.019254261063 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 4.78000000 N N N N N N KKR Financial CLO Ltd 25490057CIZ1GI9ZCN22 48255AAJ7 4700000.00000000 PA USD 4705441.52000000 0.060363441789 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 4.82000000 N N N N N N LCM Ltd Partnership 549300KLSB4ZQ2S3TJ95 50202QAL7 2300000.00000000 PA USD 2301212.63000000 0.029520952294 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 4.75000000 N N N N N N Lehman ABS Manufactured Housing Contract N/A 52519SAM5 3570605.04000000 PA USD 3419650.57000000 0.043868758594 Long ABS-O CORP US N 2 2040-04-15 Variable 7.17000000 N N N N N N Lehman XS Trust 549300FDK6ZP3YIHRJ47 52522EAA7 1942528.81000000 PA USD 1761158.97000000 0.022592910041 Long ABS-O CORP US N 2 2036-05-25 Floating 4.08000000 N N N N N N Lehman XS Trust 549300FDK6ZP3YIHRJ47 52522GAC8 511572.62000000 PA USD 532663.53000000 0.006833238464 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.12000000 N N N N N N Lehman XS Trust 549300FDK6ZP3YIHRJ47 52522HAM4 2079261.30000000 PA USD 2030458.54000000 0.026047601561 Long ABS-O CORP US N 2 2036-06-25 Variable 4.42000000 N N N N N N Lehman XS Trust 549300FDK6ZP3YIHRJ47 52524VAG4 1264187.49000000 PA USD 1252053.82000000 0.016061888679 Long ABS-MBS CORP US N 2 2037-08-25 Floating 4.26000000 N N N N N N Lehman XS Trust 549300FDK6ZP3YIHRJ47 52525AAA2 6475857.13000000 PA USD 6712449.98000000 0.086110215568 Long ABS-O CORP US N 2 2037-12-25 Floating 6.06000000 N N N N N N LOCKE TAVERN RE LTD N/A 539694AB5 250000.00000000 PA USD 248762.50000000 0.003191233091 Long DBT CORP BM N 2 2033-04-11 Floating 6.80000000 N N N N N N LOWER FERRY RE LTD N/A 547915AC2 250000.00000000 PA USD 250123.35000000 0.003208690664 Long DBT CORP BM N 2 2033-07-08 Floating 6.26000000 N N N N N N LUCA RE LTD 2549001YET1TWKCC6Y26 54930CAA3 550000.00000000 PA USD 571972.50000000 0.007337510956 Long DBT CORP BM N 2 2031-07-22 Floating 10.80000000 N N N N N N LUCA RE LTD 2549001YET1TWKCC6Y26 54930CAB1 250000.00000000 PA USD 249900.00000000 0.003205825434 Long DBT CORP BM N 2 2032-07-09 Floating 9.06000000 N N N N N N Luminent Mortgage Trust N/A 55028BAA5 109565.05000000 PA USD 108213.69000000 0.001388212083 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.12000000 N N N N N N MF1 N/A 55284AAA6 350575.02000000 PA USD 350732.78000000 0.004499352007 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 4.83000000 N N N N N N MF1 N/A 55285AAA5 7494797.45000000 PA USD 7497270.73000000 0.096178236062 Long ABS-CBDO CORP US N 2 2037-06-19 Floating 5.79000000 N N N N N N Madison Park Funding Ltd 254900K0MU6TXERK4I83 55821LAS3 2400000.00000000 PA USD 2401193.83000000 0.030803554430 Long ABS-CBDO CORP KY N 2 2034-10-22 Floating 4.66000000 N N N N N N Madison Park Funding Ltd 254900PB1ZVJO7PYBX29 55822AAW7 4600000.00000000 PA USD 4600008.00000000 0.059010894930 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 4.67000000 N N N N N N Marble Point CLO 549300MZC31PBFF01E87 56606GAJ3 2200000.00000000 PA USD 2202430.05000000 0.028253726574 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 4.89000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433G42 597406.45000000 PA USD 564983.89000000 0.007247858040 Long ABS-MBS CORP US N 2 2046-04-25 Floating 3.97000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433GC4 103936.88000000 PA USD 96513.25000000 0.001238113771 Long ABS-MBS CORP US N 2 2033-12-25 Variable 4.67000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433UM6 60610.50000000 PA USD 60252.59000000 0.000772946320 Long ABS-MBS CORP US N 2 2034-11-21 Variable 5.37000000 N N N N N N MASTR Alternative Loans Trust N/A 5764342H6 907538.18000000 PA USD 73675.76000000 0.000945144558 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.16000000 N N N N N N Mellon Residential Funding Corporation N/A 585525DF2 7063.89000000 PA USD 6913.05000000 0.000088683599 Long ABS-MBS CORP US N 2 2029-10-20 Variable 4.39000000 N N N N N N Mellon Residential Funding Corporation N/A 585525ED6 8547.50000000 PA USD 8429.12000000 0.000108132402 Long ABS-MBS CORP US N 2 2030-06-15 Floating 4.22000000 N N N N N N Mellon Residential Funding Corporation N/A 585525EN4 13828.71000000 PA USD 13597.81000000 0.000174438596 Long ABS-MBS CORP US N 2 2030-12-15 Floating 4.18000000 N N N N N N Mellon Residential Funding Corporation N/A 585525FC7 9818.49000000 PA USD 9586.42000000 0.000122978747 Long ABS-MBS CORP US N 2 2031-11-15 Floating 4.44000000 N N N N N N Mellon Residential Funding Corporation N/A 585525FN3 2723.45000000 PA USD 1685.88000000 0.000021627198 Long ABS-MBS CORP US N 2 2030-09-15 Floating 4.48000000 N N N N N N Mellon Residential Funding Corporation N/A 585525FX1 27197.48000000 PA USD 27230.14000000 0.000349320029 Long ABS-MBS CORP US N 2 2032-08-15 Floating 4.60000000 N N N N N N Merrill Lynch Mortgage Investors Trust 9DJT3UXIJIZJI4WXO774 589929M70 95780.18000000 PA USD 89725.01000000 0.001151031289 Long ABS-MBS CORP US N 2 2033-02-25 Variable 5.83000000 N N N N N N Merrill Lynch Mortgage Investors Trust 9DJT3UXIJIZJI4WXO774 59020UAC9 226214.04000000 PA USD 215996.63000000 0.002770898319 Long ABS-MBS CORP US N 2 2034-02-25 Variable 5.65000000 N N N N N N Merrill Lynch Mortgage Investors Trust 9DJT3UXIJIZJI4WXO774 59020UH32 49298.08000000 PA USD 38476.84000000 0.000493597568 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.80000000 N N N N N N MLCC Mortgage Investors Inc 9DJT3UXIJIZJI4WXO774 59020UJQ9 1400.99000000 PA USD 1338.31000000 0.000017168420 Long ABS-MBS CORP US N 2 2029-11-25 Floating 4.88000000 N N N N N N MLCC Mortgage Investors Inc 9DJT3UXIJIZJI4WXO774 59020UL78 72864.52000000 PA USD 70561.99000000 0.000905199768 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.26000000 N N N N N N MLCC Mortgage Investors Inc 9DJT3UXIJIZJI4WXO774 59020UNP6 70828.14000000 PA USD 67558.15000000 0.000866665208 Long ABS-MBS CORP US N 2 2034-12-25 Variable 4.84000000 N N N N N N Merrill Lynch Mortgage Investors Trust 9DJT3UXIJIZJI4WXO774 59020USH9 82215.14000000 PA USD 74784.77000000 0.000959371419 Long ABS-MBS CORP US N 2 2035-02-25 Variable 5.11000000 N N N N N N MLCC Mortgage Investors Inc 9DJT3UXIJIZJI4WXO774 59020UTC9 6989.05000000 PA USD 6023.48000000 0.000077271810 Long ABS-MBS CORP US N 2 2030-03-25 Floating 4.68000000 N N N N N N MLCC Mortgage Investors Inc 9DJT3UXIJIZJI4WXO774 590219AG6 2433.70000000 PA USD 2442.00000000 0.000031327033 Long ABS-MBS CORP US N 2 2036-05-25 Variable 5.88000000 N N N N N N Merrill Lynch Mortgage Investors Trust 9DJT3UXIJIZJI4WXO774 59023QAB7 67250.34000000 PA USD 13013.55000000 0.000166943455 Long ABS-O CORP US N 2 2037-09-25 Floating 3.92000000 N N N N N N Merrill Lynch Mortgage Investors Trust 9DJT3UXIJIZJI4WXO774 59023XAC0 8649319.32000000 PA USD 2576953.98000000 0.033058281758 Long ABS-MBS CORP US N 2 2037-11-25 Floating 4.06000000 N N N N N N Merrill Lynch Mortgage Investors Trust 9DJT3UXIJIZJI4WXO774 59024LAB7 97003.03000000 PA USD 26706.76000000 0.000342605884 Long ABS-O CORP US N 2 2037-02-25 Floating 4.00000000 N N N N N N MLCC Mortgage Investors Inc 9DJT3UXIJIZJI4WXO774 59024WAB3 89085.02000000 PA USD 84210.69000000 0.001080291203 Long ABS-MBS CORP US N 2 2037-06-25 Variable 4.93000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61744CLW4 120075.60000000 PA USD 122707.99000000 0.001574151241 Long ABS-O CORP US N 2 2035-01-25 Floating 4.54000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61744CNC6 85386.06000000 PA USD 83694.10000000 0.001073664163 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.42000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61744CRW8 6428270.89000000 PA USD 5966393.84000000 0.076539484280 Long ABS-O CORP US N 2 2035-06-25 Floating 4.81000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61746RHS3 161680.71000000 PA USD 165362.50000000 0.002121341770 Long ABS-O CORP US N 2 2034-07-25 Floating 4.68000000 N N N N N N Morgan Stanley Dean Witter Capital I Trust N/A 61746WA75 115114.92000000 PA USD 127300.13000000 0.001633061202 Long ABS-MBS CORP US N 2 2033-02-25 Floating 5.11000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61749BAF0 102200.12000000 PA USD 52978.62000000 0.000679632682 Long ABS-O CORP US N 2 2036-10-25 Floating 3.99000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61750SAF9 1397774.11000000 PA USD 605316.42000000 0.007765261203 Long ABS-MBS CORP US N 2 2036-10-25 Floating 3.98000000 N N N N N N Morgan Stanley Mortgage Loan Trust 54930082QRSQQM7E0E88 61751JAM3 158881.93000000 PA USD 50936.70000000 0.000653438048 Long ABS-MBS CORP US N 2 2047-02-25 Variable 6.20000000 N N N N N N Morgan Stanley Mortgage Loan Trust 549300CG0N64R5CUIN87 61751MAA2 70411.80000000 PA USD 39716.04000000 0.000509494562 Long ABS-MBS CORP US N 2 2037-02-25 Variable 6.00000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61753KAE6 387146.44000000 PA USD 155860.47000000 0.001999445613 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.10000000 N N N N N N Morgan Stanley Mortgage Loan Trust 549300NAJR4EOJG3S510 61754PAA2 91042.91000000 PA USD 43268.85000000 0.000555071547 Long ABS-MBS CORP US N 2 2037-04-25 Variable 5.75000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 617970BC1 26852000.00000000 PA USD 26918807.78000000 0.345326124989 Long ABS-MBS CORP US N 2 2056-06-26 Floating 5.33000000 N N N N N N Navesink CLO, Limited 254900HNRWNLGN0X1N35 63942YAQ7 2600000.00000000 PA USD 2601942.38000000 0.033378843776 Long ABS-CBDO CORP KY N 2 2036-01-15 Floating 4.86000000 N N N N N N Nelnet Student Loan Trust 54930035ESY1D7J97S77 64032UAA9 9748873.59000000 PA USD 9581219.29000000 0.122912030767 Long ABS-O CORP US N 2 2061-02-21 Fixed 4.61000000 N N N N N N Neuberger Berman CLO Ltd 549300N83MM16HCONB28 64134AAJ1 2700000.00000000 PA USD 2701686.23000000 0.034658401084 Long ABS-CBDO CORP KY N 2 2036-07-17 Floating 4.73000000 N N N N N N Neuberger Berman CLO Ltd 549300BQ0WQMX5H5TS32 64134MAJ5 3200000.00000000 PA USD 3201612.38000000 0.041071670258 Long ABS-CBDO CORP KY N 2 2036-10-14 Floating 4.73000000 N N N N N N New Century Home Equity Loan Trust N/A 64352VCR0 311079.28000000 PA USD 298512.36000000 0.003829445842 Long ABS-MBS CORP US N 2 2033-03-25 Floating 5.11000000 N N N N N N New Century Home Equity Loan Trust N/A 64352VJJ1 676786.83000000 PA USD 668493.82000000 0.008575728253 Long ABS-MBS CORP US N 2 2035-02-25 Floating 4.53000000 N N N N N N New Residential Mortgage Loan Trust 549300U48YU2VDL8N523 64830KAA5 1539737.69000000 PA USD 1489990.46000000 0.019114242949 Long ABS-MBS CORP US N 2 2058-05-25 Variable 4.50000000 N N N N N N New Residential Mortgage Loan Trust 2138001CG5SYL78G3648 64830NAA9 9126331.89000000 PA USD 8824431.01000000 0.113203622939 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.75000000 N N N N N N New York Mortgage Trust 2549009GL7U73W4FX613 649603AQ0 32775.03000000 PA USD 27025.34000000 0.000346692766 Long ABS-MBS CORP US N 2 2036-05-25 Variable 4.58000000 N N N N N N Nomura Asset Acceptance Corporation N/A 65535VSE9 4276.43000000 PA USD 4.51000000 0.000000057856 Long ABS-MBS CORP US N 2 2036-02-25 Variable 0.00000000 N N N N N N Nomura Asset Acceptance Corporation N/A 65538PAE8 120445.96000000 PA USD 112223.97000000 0.001439657692 Long ABS-MBS CORP US N 2 2047-03-25 Variable 6.64000000 N N N N N N Nomura Asset Acceptance Corporation N/A 65538PAG3 130004.91000000 PA USD 121163.65000000 0.001554339779 Long ABS-MBS CORP US N 2 2047-03-25 Variable 6.32000000 N N N N N N Northwoods Capital Ltd 254900UXEMW3RG9T8D39 668468AL5 3000000.00000000 PA USD 3002254.08000000 0.038514215642 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 4.80000000 N N N N N N Northwoods Capital Ltd 549300R06FSYRU75ZW78 66858CAN7 256888.74000000 PA USD 257018.40000000 0.003297143352 Long ABS-CBDO CORP KY N 2 2031-06-15 Floating 4.85000000 N N N N N N Novastar Home Equity Loan N/A 66988YAD4 1158670.76000000 PA USD 349074.13000000 0.004478074126 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.10000000 N N N N N N OZLM Ltd 549300Y1XB6AVMQY8652 67113DAW4 386210.44000000 PA USD 386490.20000000 0.004958063678 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.10000000 N N N N N N OCTAGON INVESTMENT PARTNERS 40, LTD. N/A 67592BAY4 2800000.00000000 PA USD 2801872.30000000 0.035943631381 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 4.72000000 N N N N N N Opteum Mortgage Acceptance Corporation N/A 68383NBC6 1000000.00000000 PA USD 995602.70000000 0.012772022640 Long ABS-MBS CORP US N 2 2035-04-25 Floating 5.56000000 N N N N N N Option One Mortgage Loan Trust N/A 68402BAD8 5933637.61000000 PA USD 2896751.45000000 0.037160782210 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.00000000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAK0 2530000.00000000 PA USD 2563158.64000000 0.032881309161 Long DBT CORP US N 2 2028-09-15 Fixed 6.45000000 N N N N N N PPM CLO 3 Ltd. 549300UEAJV6RALDS969 69355EAU9 2300000.00000000 PA USD 2302436.80000000 0.029536656477 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 4.80000000 N N N N N N Park Place Securities Inc N/A 70069FAZ0 764902.22000000 PA USD 760211.30000000 0.009752319811 Long ABS-O CORP US N 2 2034-10-25 Floating 4.81000000 N N N N N N Park Place Securities Inc N/A 70069FEM5 1635736.51000000 PA USD 1535223.45000000 0.019694511336 Long ABS-O CORP US N 2 2035-02-25 Floating 5.49000000 N N N N N N Park Place Securities Inc N/A 70069FHX8 7578971.48000000 PA USD 7247925.80000000 0.092979531306 Long ABS-O CORP US N 2 2035-05-25 Floating 4.69000000 N N N N N N Park Place Securities Inc N/A 70069FMT1 497907.17000000 PA USD 493121.88000000 0.006325981052 Long ABS-O CORP US N 2 2035-09-25 Floating 4.50000000 N N N N N N Pikes Peak CLO 2549000551VJRWC86112 72133JAY3 4200000.00000000 PA USD 4204990.02000000 0.053943433197 Long ABS-CBDO CORP KY N 2 2034-10-11 Floating 4.90000000 N N N N N N PIMCO PRV SHORT TERM FLT III LWVQWTQCFH3YG7CVH718 72201W154 1322107.55000000 NS USD 12878649.62000000 0.165212895189 Long STIV RF US N 1 N N N POLESTAR RE LTD 254900VQQ6V3O4PG3408 73110JAD4 250000.00000000 PA USD 250587.50000000 0.003214644981 Long DBT CORP BM N 2 2029-01-08 Floating 10.55000000 N N N N N N Residential Accredit Loans, Inc. N/A 74924EAA5 2481428.65000000 PA USD 1960948.00000000 0.025155890248 Long ABS-MBS CORP US N 2 2037-10-25 Variable 4.65000000 N N N N N N Residential Asset Securities Corporation N/A 74924TAD6 2995978.85000000 PA USD 2666703.70000000 0.034209630037 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.24000000 N N N N N N RD MICHIGAN PROP OWNER I N/A 74941YAA0 28500000.00000000 PA USD 28421461.70000000 0.364602820288 Long DBT CORP US N 2 2045-03-30 Fixed 7.50000000 N N N N N N Residential Accredit Loans, Inc. N/A 75114NAA2 2475738.80000000 PA USD 492872.31000000 0.006322779460 Long ABS-MBS CORP US N 2 2046-06-25 Floating 4.12000000 N N N N N N Renaissance Home Equity Loan Trust N/A 75971FAD5 29069257.30000000 PA USD 11293732.04000000 0.144880886030 Long ABS-MBS CORP US N 2 2037-09-25 Floating 4.86000000 N N N N N N Residential Accredit Loans, Inc. N/A 761118EN4 32016.97000000 PA USD 21729.36000000 0.000278753641 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.06000000 N N N N N N Residential Accredit Loans, Inc. N/A 761118HU5 56931.10000000 PA USD 49192.62000000 0.000631064235 Long ABS-MBS CORP US N 2 2045-09-25 Floating 5.10000000 N N N N N N Residential Accredit Loans, Inc. N/A 761118NN4 624808.84000000 PA USD 364498.92000000 0.004675950013 Long ABS-MBS CORP US N 2 2045-12-25 Floating 4.32000000 N N N N N N Residential Asset Securitization Trust N/A 76113MAB1 54924.05000000 PA USD 14498.23000000 0.000185989573 Long ABS-MBS CORP US N 2 2046-01-25 Floating 4.16000000 N N N N N N Residential Asset Securitization Trust N/A 76114CAG1 1791152.20000000 PA USD 328102.19000000 0.004209036997 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6.50000000 N N N N N N Riserva CLO, Ltd. 549300640C8OB2I8SN35 76761RBG3 2471253.63000000 PA USD 2472421.72000000 0.031717296653 Long ABS-CBDO CORP KY N 2 2034-01-18 Floating 4.73000000 N N N N N N Rockford Tower CLO Ltd 5493007GXSFXDXOXG741 77340JAL9 3200000.00000000 PA USD 3203874.66000000 0.041100691766 Long ABS-CBDO CORP KY N 2 2035-07-20 Floating 4.88000000 N N N N N N State Street Global Advisors 549300BZ5TGIFZUZDZ37 857492706 1022511.26000000 NS USD 1022511.26000000 0.013117217302 Long STIV RF US N 2 N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 78451PAA2 25525631.45000000 PA USD 25365042.04000000 0.325393745126 Long ABS-O CORP US N 2 2056-03-15 Fixed 5.03000000 N N N N N N Salomon Brothers Mortgage Securities VII 549300VB2N1G56GWKB41 79549AYP8 91598.98000000 PA USD 36648.75000000 0.000470146037 Long ABS-MBS CORP US N 2 2033-09-25 Fixed 6.50000000 N N N N N N Saxon Asset Securities Trust N/A 805564RN3 182357.83000000 PA USD 178022.04000000 0.002283743832 Long ABS-O CORP US N 2 2035-05-25 Floating 1.66000000 N N N N N N Saxon Asset Securities Trust N/A 805564TL5 1915000.00000000 PA USD 1696843.58000000 0.021767844363 Long ABS-O CORP US N 2 2037-11-25 Floating 4.48000000 N N N N N N Saxon Asset Securities Trust N/A 80556XAG2 551198.50000000 PA USD 533010.82000000 0.006837693650 Long ABS-O CORP US N 2 2036-09-25 Floating 4.20000000 N N N N N N Saxon Asset Securities Trust N/A 80557BAA2 40354.92000000 PA USD 39266.69000000 0.000503730106 Long ABS-O CORP US N 2 2037-09-25 Floating 4.07000000 N N N N N N Securitized Asset Backed Receivables LLC Trust N/A 81376YAD3 2831897.53000000 PA USD 899459.08000000 0.011538650642 Long ABS-O CORP US N 2 2036-07-25 Floating 4.08000000 N N N N N N Sequoia Mortgage Trust 549300671OK77JNRLK28 81743VAA1 2739.65000000 PA USD 2528.83000000 0.000032440926 Long ABS-MBS CORP US N 2 2027-10-20 Floating 4.55000000 N N N N N N Sequoia Mortgage Trust 549300671OK77JNRLK28 81743VAB9 235.90000000 PA USD 235.06000000 0.000003015451 Long ABS-MBS CORP US N 2 2027-10-20 Floating 4.51000000 N N N N N N Sequoia Mortgage Trust 549300671OK77JNRLK28 81743WAA9 4383.35000000 PA USD 4381.99000000 0.000056214065 Long ABS-MBS CORP US N 2 2026-10-19 Floating 4.45000000 N N N N N N Sequoia Mortgage Trust 549300671OK77JNRLK28 81744AAA6 9625.83000000 PA USD 8373.31000000 0.000107416447 Long ABS-MBS CORP US N 2 2032-12-20 Floating 4.65000000 N N N N N N Sequoia Mortgage Trust 549300671OK77JNRLK28 81744MAA0 256337.15000000 PA USD 219433.78000000 0.002814991568 Long ABS-MBS CORP US N 2 2036-07-20 Floating 4.15000000 N N N N N N Sound Point CLO LTD 549300W2FX6HEXN27U70 83609GBN4 2993597.50000000 PA USD 2995821.38000000 0.038431694180 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.15000000 N N N N N N Sound Point CLO LTD 549300HOEGQTNS4MTZ12 83609YAC0 425664.43000000 PA USD 425912.60000000 0.005463791299 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 5.09000000 N N N N N N Soundview Home Equity Loan Trust N/A 83613DAD8 2204275.21000000 PA USD 1996262.17000000 0.025608915716 Long ABS-MBS CORP US N 2 2037-07-25 Floating 3.94000000 N N N N N N KUWAIT INTL BOND 549300FSC1YD0D9XX589 85704AAA5 11200000.00000000 PA USD 11181048.82000000 0.143435336879 Long DBT NUSS KW N 2 2033-04-20 Fixed 4.80000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579B49 21941.85000000 PA USD 20389.69000000 0.000261567774 Long ABS-MBS CORP US N 2 2035-11-25 Variable 4.34000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579JG4 8459.19000000 PA USD 7915.76000000 0.000101546797 Long ABS-MBS CORP US N 2 2035-01-25 Floating 5.14000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579VM7 31119.45000000 PA USD 26870.18000000 0.000344702306 Long ABS-MBS CORP US N 2 2035-08-25 Variable 4.34000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579XK9 84405.39000000 PA USD 75601.49000000 0.000969848657 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.65000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579YR3 196995.95000000 PA USD 191239.67000000 0.002453305314 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.08000000 N N N N N N Structured Asset Investment Loan Trust N/A 86358EAK2 18858.39000000 PA USD 21946.58000000 0.000281540233 Long ABS-O CORP US N 2 2033-04-25 Floating 4.48000000 N N N N N N Structured Asset Investment Loan Trust N/A 86358EGW0 81449.45000000 PA USD 86575.41000000 0.001110626856 Long ABS-O CORP US N 2 2034-03-25 Floating 4.47000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86358HNX3 9341.38000000 PA USD 8830.07000000 0.000113275962 Long ABS-MBS CORP US N 2 2032-09-19 Floating 4.41000000 N N N N N N Structured Asset Securities Corporation N/A 86359AYX5 8636.95000000 PA USD 8500.09000000 0.000109042835 Long ABS-MBS CORP US N 2 2033-06-25 Variable 6.03000000 N N N N N N Structured Asset Securities Corporation N/A 86359BEF4 769.15000000 PA USD 745.72000000 0.000009566419 Long ABS-MBS CORP US N 2 2034-01-25 Variable 6.12000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 86359BGF2 581.28000000 PA USD 564.64000000 0.000007243446 Long ABS-MBS CORP US N 2 2034-02-25 Variable 5.92000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 86359BGG0 42433.36000000 PA USD 41158.66000000 0.000528001116 Long ABS-MBS CORP US N 2 2034-02-25 Variable 5.92000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 86359BNU1 113.40000000 PA USD 112.72000000 0.000001446020 Long ABS-MBS CORP US N 2 2034-04-25 Variable 5.59000000 N N N N N N Structured Asset Securities Corporation N/A 86359BV81 155963.77000000 PA USD 155987.69000000 0.002001077647 Long ABS-O CORP US N 2 2035-02-25 Floating 4.47000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LAQ2 35619.76000000 PA USD 34258.66000000 0.000439484928 Long ABS-MBS CORP US N 2 2034-03-19 Floating 4.45000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LDX4 18225.44000000 PA USD 17717.77000000 0.000227291227 Long ABS-MBS CORP US N 2 2034-10-19 Floating 4.41000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LLZ0 72447.12000000 PA USD 61866.19000000 0.000793646280 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.38000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LPD5 38904.38000000 PA USD 36632.75000000 0.000469940782 Long ABS-MBS CORP US N 2 2035-07-19 Floating 4.25000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LPE3 6475.48000000 PA USD 6314.48000000 0.000081004884 Long ABS-MBS CORP US N 2 2035-07-19 Floating 4.25000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LPF0 87419.14000000 PA USD 84663.19000000 0.001086096069 Long ABS-MBS CORP US N 2 2035-07-19 Floating 4.25000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LTG4 108472.78000000 PA USD 91119.48000000 0.001168920154 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.22000000 N N N N N N Structured Asset Securities Corporation N/A 86359UAG4 16391990.60000000 PA USD 13961845.21000000 0.179108597359 Long ABS-O CORP US N 2 2036-04-25 Floating 4.06000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86360JAA9 1234545.36000000 PA USD 788692.02000000 0.010117682822 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.18000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86360KAA6 123023.65000000 PA USD 113625.10000000 0.001457631994 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.18000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 86361JAB6 256004.54000000 PA USD 169225.48000000 0.002170897750 Long ABS-MBS CORP US N 2 2036-09-25 Variable 4.24000000 N N N N N N Structured Asset Securities Corporation N/A 86361NAD3 785377.13000000 PA USD 780943.13000000 0.010018276705 Long ABS-O CORP US N 2 2036-10-25 Floating 4.33000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86363DAH4 55743.10000000 PA USD 19884.25000000 0.000255083771 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.02000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 86364JAA5 109952.28000000 PA USD 103600.27000000 0.001329029133 Long ABS-MBS CORP US N 2 2037-10-25 Floating 5.64000000 N N N N N N Symphony CLO Ltd 54930043TEPI4UKGHU90 87170MAC6 3800000.00000000 PA USD 3802380.89000000 0.048778588903 Long ABS-CBDO CORP KY N 2 2036-01-20 Floating 4.82000000 N N N N N N TBW Mortgage Backed Pass Through Certificates N/A 872224AG5 1230257.81000000 PA USD 28162.20000000 0.000361276898 Long ABS-MBS CORP US N 2 2036-09-25 Variable 6.47000000 N N N N N N 37 Capital CLO Ltd 254900CWCIZKD1LSOX71 883932AN5 2300000.00000000 PA USD 2302314.03000000 0.029535081530 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 4.76000000 N N N N N N 37 Capital CLO Ltd 549300GZ8MP9ZGVMJ424 88430TAQ4 1700000.00000000 PA USD 1702000.20000000 0.021833995717 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 4.95000000 N N N N N N Tikehau US CLO Ltd 254900EJZB0M481N4R06 88675SAL1 4200000.00000000 PA USD 4202031.54000000 0.053905480534 Long ABS-CBDO CORP KY N 2 2035-01-18 Floating 4.77000000 N N N N N N TORREY PINES RE LTD N/A 89141WAP7 250000.00000000 PA USD 251637.50000000 0.003228114836 Long DBT CORP BM N 2 2034-06-07 Floating 6.79000000 N N N N N N TORREY PINES RE LTD N/A 89141WAS1 250000.00000000 PA USD 249987.50000000 0.003206947921 Long DBT CORP BM N 2 2033-06-07 Floating 6.54000000 N N N N N N Tralee CLO Ltd 54930005YIOSJ9Z81114 89300JBA5 2000000.00000000 PA USD 2002054.26000000 0.025683219155 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 4.76000000 N N N N N N Trinitas CLO Ltd 549300IUAXGLQ814UD95 89640YBQ6 1936495.86000000 PA USD 1938127.13000000 0.024863134244 Long ABS-CBDO CORP KY N 2 2034-01-25 Floating 4.78000000 N N N N N N Trinitas CLO Ltd 549300T8V1JZG1WFK175 89641HBE9 10000000.00000000 PA USD 10004885.60000000 0.128347005686 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 4.68000000 N N N N N N Trinitas CLO Ltd 254900E0LENORBQRRG46 89642JAL9 3200000.00000000 PA USD 3203743.46000000 0.041099008676 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 4.83000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -9722551835.00000000 PA -59796130.48000000 -0.76709066006 Short RA CORP XX N 2 Reverse repurchase N 0.87000000 2026-08-05 58000000.00000000 USD 53731980.10000000 USD UST N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBE9 1800000.00000000 PA USD 1819890.00000000 0.023346337131 Long DBT NUSS MX N 2 2032-07-02 Fixed 5.85000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBF6 1700000.00000000 PA USD 1744200.00000000 0.022375353029 Long DBT NUSS MX N 2 2038-01-29 Fixed 6.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797RG4 556000.00000000 PA USD 553992.84000000 0.007106860091 Long STIV UST US N 2 2026-08-06 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UT2 290000.00000000 PA USD 288801.42000000 0.003704869698 Long STIV UST US N 2 2026-08-11 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UV7 344000.00000000 PA USD 342081.72000000 0.004388372462 Long STIV UST US N 2 2026-08-25 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FD5 263406494.06000000 PA USD 270141039.50000000 3.465486255318 Long DBT UST US N 2 2028-04-15 Fixed 3.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FH6 289797587.50000000 PA USD 304418414.81000000 3.905211271646 Long DBT UST US N 2 2029-04-15 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FQ6 14629992.00000000 PA USD 15756638.61000000 0.202132984436 Long DBT UST US N 2 2032-04-15 Fixed 3.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PV4 303623641.86000000 PA USD 301613753.55000000 3.869231862278 Long DBT UST US N 2 2028-01-15 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PZ5 108043786.16000000 PA USD 109445176.73000000 1.404010128822 Long DBT UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QF8 76492787.80000000 PA USD 73821329.97000000 0.947011993563 Long DBT UST US N 2 2040-02-15 Fixed 2.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QP6 56474989.96000000 PA USD 53966167.60000000 0.692301371224 Long DBT UST US N 2 2041-02-15 Fixed 2.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QV3 221851246.74000000 PA USD 169432586.90000000 2.173554607592 Long DBT UST US N 2 2042-02-15 Fixed 0.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RA8 82855669.26000000 PA USD 60459873.83000000 0.775605447228 Long DBT UST US N 2 2043-02-15 Fixed 0.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RF7 208503891.09000000 PA USD 170349613.94000000 2.185318627634 Long DBT UST US N 2 2044-02-15 Fixed 1.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RL4 172060677.00000000 PA USD 122285166.32000000 1.568727076402 Long DBT UST US N 2 2045-02-15 Fixed 0.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RR1 193291235.28000000 PA USD 142019200.39000000 1.821883812447 Long DBT UST US N 2 2046-02-15 Fixed 1.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RW0 195177452.04000000 PA USD 137296909.18000000 1.761304215537 Long DBT UST US N 2 2047-02-15 Fixed 0.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SB5 68301053.10000000 PA USD 48637860.19000000 0.623947536029 Long DBT UST US N 2 2048-02-15 Fixed 1.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SG4 46915220.70000000 PA USD 32967257.09000000 0.422918252378 Long DBT UST US N 2 2049-02-15 Fixed 1.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SM1 107053516.50000000 PA USD 60378507.68000000 0.774561647015 Long DBT UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SV1 64328661.18000000 PA USD 34064035.72000000 0.436988203668 Long DBT UST US N 2 2051-02-15 Fixed 0.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TE8 44328257.40000000 PA USD 22973891.60000000 0.294719031652 Long DBT UST US N 2 2052-02-15 Fixed 0.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TP3 14112126.00000000 PA USD 10732080.46000000 0.137675776305 Long DBT UST US N 2 2053-02-15 Fixed 1.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TY4 75609863.00000000 PA USD 66098031.84000000 0.847934180119 Long DBT UST US N 2 2054-02-15 Fixed 2.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UH9 82295460.00000000 PA USD 75789975.91000000 0.972266636321 Long DBT UST US N 2 2055-02-15 Fixed 2.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UN6 787000.00000000 PA USD 781220.47000000 0.010021834543 Long DBT UST US N 2 2045-08-15 Fixed 4.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128283R9 58404651.12000000 PA USD 56928032.02000000 0.730297450815 Long DBT UST US N 2 2028-01-15 Fixed 0.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285W6 83953487.23000000 PA USD 81693453.48000000 1.047999003440 Long DBT UST US N 2 2029-01-15 Fixed 0.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128287D6 173382048.02000000 PA USD 165412377.47000000 2.121981619833 Long DBT UST US N 2 2029-07-15 Fixed 0.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Y38 65550219.13000000 PA USD 64109417.45000000 0.822423373437 Long DBT UST US N 2 2028-07-15 Fixed 0.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z37 32285549.50000000 PA USD 30326805.55000000 0.389045396418 Long DBT UST US N 2 2030-01-15 Fixed 0.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZZ6 157223590.80000000 PA USD 146938753.01000000 1.884993964161 Long DBT UST US N 2 2030-07-15 Fixed 0.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBF7 149693640.78000000 PA USD 138297442.95000000 1.774139496079 Long DBT UST US N 2 2031-01-15 Fixed 0.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCM1 254620006.60000000 PA USD 233828892.84000000 2.999658310833 Long DBT UST US N 2 2031-07-15 Fixed 0.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDX6 156913263.00000000 PA USD 142097347.95000000 1.822886323193 Long DBT UST US N 2 2032-01-15 Fixed 0.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEZ0 395207114.00000000 PA USD 366125185.95000000 4.696812457610 Long DBT UST US N 2 2032-07-15 Fixed 0.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFR7 56068000.00000000 PA USD 55807653.85000000 0.715924754404 Long DBT UST US N 2 2027-10-15 Fixed 1.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFR7 -2472536.00000000 PA USD -2461055.03000000 -0.03157147983 Short DBT UST US N 2 2027-10-15 Fixed 1.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGK1 229122350.00000000 PA USD 216789605.81000000 2.781070956937 Long DBT UST US N 2 2033-01-15 Fixed 1.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGW5 84133452.00000000 PA USD 82795321.22000000 1.062134240038 Long DBT UST US N 2 2028-04-15 Fixed 1.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHP9 335001776.00000000 PA USD 321441202.26000000 4.123586961783 Long DBT UST US N 2 2033-07-15 Fixed 1.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJH5 29021565.00000000 PA USD 29340698.03000000 0.376395182059 Long DBT UST US N 2 2028-10-15 Fixed 2.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJY8 68341717.00000000 PA USD 66793121.03000000 0.856851085298 Long DBT UST US N 2 2034-01-15 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKL4 50050740.00000000 PA USD 50205379.27000000 0.644056349695 Long DBT UST US N 2 2029-04-15 Fixed 2.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLE9 334451572.20000000 PA USD 329733219.72000000 4.229960553111 Long DBT UST US N 2 2034-07-15 Fixed 1.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLV1 106018614.00000000 PA USD 105309468.21000000 1.350955468713 Long DBT UST US N 2 2029-10-15 Fixed 1.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CML2 354354346.00000000 PA USD 353629663.01000000 4.536514477408 Long DBT UST US N 2 2035-01-15 Fixed 2.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNB3 54488785.00000000 PA USD 53842016.20000000 0.690708703294 Long DBT UST US N 2 2030-04-15 Fixed 1.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNS6 310326212.00000000 PA USD 303541776.57000000 3.893965376623 Long DBT UST US N 2 2035-07-15 Fixed 1.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNT4 1195000.00000000 PA USD 1179922.46000000 0.015136556352 Long DBT UST US N 2 2035-08-15 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPH8 213361452.00000000 PA USD 207234888.85000000 2.658498909537 Long DBT UST US N 2 2030-10-15 Fixed 1.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPU9 262704876.00000000 PA USD 255196463.28000000 3.273770758932 Long DBT UST US N 2 2036-01-15 Fixed 1.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPZ8 2410000.00000000 PA USD 2351632.81000000 0.030167764200 Long DBT UST US N 2 2036-02-15 Fixed 4.13000000 N N N N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -2400962.50000000 PA USD -2400962.50000000 -0.03080058682 Short RA CORP US N 2 Reverse repurchase N 3.68000000 2026-07-07 2410000.00000000 USD 2351632.81000000 USD UST N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 -2646875.00000000 PA USD -2646875.00000000 -0.03395525888 Short RA CORP US N 2 Reverse repurchase N 3.74000000 2026-07-06 2500000.00000000 USD 2464730.68000000 USD UST N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 -28042375.00000000 PA USD -28042375.00000000 -0.35973973191 Short RA CORP US N 2 Reverse repurchase N 3.71000000 2026-07-01 26300000.00000000 USD 24364673.74000000 USD UST N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 -4371625.00000000 PA USD -4371625.00000000 -0.05608109889 Short RA CORP US N 2 Reverse repurchase N 3.71000000 2026-07-07 4100000.00000000 USD 3798295.15000000 USD UST N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 -38811500.00000000 PA USD -38811500.00000000 -0.49789073162 Short RA CORP US N 2 Reverse repurchase N 3.72000000 2026-07-06 36400000.00000000 USD 33721449.58000000 USD UST N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 -3352000.00000000 PA USD -3352000.00000000 -0.04300090778 Short RA CORP US N 2 Reverse repurchase N 3.74000000 2026-07-15 3200000.00000000 USD 3154855.26000000 USD UST N N N UPX HIL 2025-1 Issuer Trust N/A 916925AA8 2129064.22000000 PA USD 2113370.25000000 0.027111228887 Long ABS-O CORP US N 2 2047-01-25 Fixed 5.16000000 N N N N N N Venture CDO Ltd 549300NQPL9XHZ20E278 92330YAN3 48004.72000000 PA USD 48027.87000000 0.000616122317 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 4.99000000 N N N N N N Venture CDO Ltd 5493005RF0X3GB54HH60 92332KAQ4 2500000.00000000 PA USD 2502946.40000000 0.032108880468 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 4.82000000 N N N N N N VERAISON RE LTD 2549007WYB39A966J434 92335TAF6 300000.00000000 PA USD 303585.00000000 0.003894519865 Long DBT CORP BM N 2 2034-03-08 Floating 6.42000000 N N N N N N Vibrant CLO Ltd 5493000EYQWTOWOLAO60 92558WBE1 2000000.00000000 PA USD 2002082.22000000 0.025683577838 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 4.83000000 N N N N N N VITALITY RE XVII LTD N/A 92853KAA8 500000.00000000 PA USD 500100.00000000 0.006415499397 Long DBT CORP KY N 2 2031-01-08 Floating 5.52000000 N N N N N N VITALITY RE XVII LTD N/A 92853KAB6 250000.00000000 PA USD 250062.50000000 0.003207910054 Long DBT CORP KY N 2 2031-01-08 Floating 5.92000000 N N N N N N VITALITY RE XVII LTD N/A 92853KAC4 250000.00000000 PA USD 250062.50000000 0.003207910054 Long DBT CORP KY N 2 2031-01-08 Floating 7.52000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 929227LE4 119127.95000000 PA USD 116684.19000000 0.001496875326 Long ABS-MBS CORP US N 2 2034-02-27 Floating 3.98000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 929227QB5 18461.40000000 PA USD 17572.04000000 0.000225421739 Long ABS-MBS CORP US N 2 2042-06-25 Floating 5.14000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 929227R65 73627.68000000 PA USD 73873.17000000 0.000947677019 Long ABS-MBS CORP US N 2 2033-06-25 Variable 5.04000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 929227XB7 9155.40000000 PA USD 8902.24000000 0.000114201790 Long ABS-MBS CORP US N 2 2042-11-25 Floating 4.94000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922F4B1 615635.57000000 PA USD 583518.97000000 0.007485634074 Long ABS-MBS CORP US N 2 2035-12-25 Variable 4.64000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922F4F2 77654.29000000 PA USD 72577.83000000 0.000931059837 Long ABS-MBS CORP US N 2 2035-12-25 Variable 4.68000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922F4M7 62099.25000000 PA USD 60576.46000000 0.000777101065 Long ABS-MBS CORP US N 2 2045-10-25 Floating 4.34000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922F6W3 9481.73000000 PA USD 8956.41000000 0.000114896706 Long ABS-MBS CORP US N 2 2035-12-25 Variable 4.38000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FD47 26344.20000000 PA USD 25945.41000000 0.000332838956 Long ABS-MBS CORP US N 2 2045-01-25 Floating 4.42000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FJ25 2233.80000000 PA USD 2181.82000000 0.000027989331 Long ABS-MBS CORP US N 2 2045-04-25 Floating 4.22000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FLD8 15682.74000000 PA USD 15944.91000000 0.000204548211 Long ABS-MBS CORP US N 2 2034-03-25 Variable 5.59000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FR75 141604.13000000 PA USD 136825.06000000 0.001755251129 Long ABS-MBS CORP US N 2 2045-07-25 Floating 4.34000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FU48 5556.77000000 PA USD 5384.09000000 0.000069069438 Long ABS-MBS CORP US N 2 2045-07-25 Floating 4.40000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FW53 78256.49000000 PA USD 74392.15000000 0.000954334720 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.47000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FWZ7 326197.34000000 PA USD 317312.87000000 0.004070626927 Long ABS-MBS CORP US N 2 2044-07-25 Floating 4.86000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FZE1 87183.26000000 PA USD 84686.41000000 0.001086393945 Long ABS-MBS CORP US N 2 2044-10-25 Floating 4.56000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92925CDA7 242167.29000000 PA USD 225490.12000000 0.002892684921 Long ABS-MBS CORP US N 2 2046-02-25 Floating 4.74000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92925DAA8 814904.83000000 PA USD 724330.60000000 0.009292026651 Long ABS-MBS CORP US N 2 2046-12-25 Floating 3.75000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92925GAA1 350604.34000000 PA USD 326731.69000000 0.004191455629 Long ABS-MBS CORP US N 2 2036-12-25 Variable 4.24000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92925VAA8 655603.22000000 PA USD 589260.89000000 0.007559293911 Long ABS-MBS CORP US N 2 2037-02-25 Variable 4.12000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92925VAJ9 146579.92000000 PA USD 128202.98000000 0.001644643353 Long ABS-MBS CORP US N 2 2037-02-25 Variable 3.99000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92990GAC7 637659.26000000 PA USD 540938.15000000 0.006939388873 Long ABS-MBS CORP US N 2 2037-05-25 Variable 3.08000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 93362FAJ2 48081.01000000 PA USD 43886.38000000 0.000562993490 Long ABS-MBS CORP US N 2 2036-08-25 Variable 4.25000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 93362YAB8 31105.84000000 PA USD 27757.26000000 0.000356082153 Long ABS-MBS CORP US N 2 2046-06-25 Floating 4.72000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 933635AA2 1688452.22000000 PA USD 1524455.22000000 0.019556371817 Long ABS-MBS CORP US N 2 2047-03-25 Floating 4.44000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 933636AA0 371314.44000000 PA USD 337003.69000000 0.004323229294 Long ABS-MBS CORP US N 2 2037-04-25 Variable 3.48000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 933637AA8 495097.62000000 PA USD 435512.82000000 0.005586947079 Long ABS-MBS CORP US N 2 2037-01-25 Variable 3.48000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 93364CAA6 273747.79000000 PA USD 236836.92000000 0.003038246586 Long ABS-MBS CORP US N 2 2047-05-25 Floating 4.51000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 939336PB3 1832.67000000 PA USD 1820.40000000 0.000023352879 Long ABS-MBS CORP US N 2 2033-03-25 Variable 5.37000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 939336X65 264238.64000000 PA USD 257561.88000000 0.003304115349 Long ABS-MBS CORP US N 2 2045-01-25 Floating 4.44000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 939336Z48 20667.82000000 PA USD 20327.45000000 0.000260769332 Long ABS-MBS CORP US N 2 2035-03-25 Variable 4.60000000 N N N N N N Washington Mutual Mortgage Pass-Through CTFS N/A 93934FBT8 139335.82000000 PA USD 121870.91000000 0.001563412816 Long ABS-MBS CORP US N 2 2035-08-25 Fixed 6.50000000 N N N N N N Washington Mutual Mortgage Pass-Through CTFS N/A 93934FQP0 613240.30000000 PA USD 554416.70000000 0.007112297550 Long ABS-MBS CORP US N 2 2046-05-25 Floating 4.71000000 N N N N N N Washington Mutual Mortgage Pass-Through CTFS N/A 93936NAC7 3612699.86000000 PA USD 2858739.51000000 0.036673148581 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6.00000000 N N N N N N Wells Fargo Home Equity Trust N/A 94981PAM2 104475.62000000 PA USD 104543.28000000 0.001341126474 Long ABS-MBS CORP US N 2 2034-12-25 Floating 6.16000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust 549300EZH20KSD9JD814 94983PAF5 203973.98000000 PA USD 203802.36000000 0.002614464942 Long ABS-MBS CORP US N 2 2036-04-25 Variable 5.70000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust 549300EZH20KSD9JD814 94985AAA7 5516.45000000 PA USD 5335.41000000 0.000068444950 Long ABS-MBS CORP US N 2 2036-10-25 Variable 6.79000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust 549300EZH20KSD9JD814 94986KAA4 803257.74000000 PA USD 728811.97000000 0.009349515606 Long ABS-MBS CORP US N 2 2037-12-28 Variable 5.94000000 N N N N N N Wellfleet CLO Ltd 2549005MTORTL04RYQ32 95023AAL4 2700000.00000000 PA USD 2703319.52000000 0.034679353635 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 4.82000000 N N N N N N Whetstone Park CLO Ltd 549300M54M5QSBMB3780 96329YAN7 2400000.00000000 PA USD 2401583.16000000 0.030808548924 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 4.75000000 N N N N N N State Street Global Markets LLC 549300FDEDF5ORXCMQ56 000000000 -188008590.00000000 PA USD -188008590.00000000 -2.41185562079 Short RA CORP US N 2 Reverse repurchase N 3.74000000 2026-07-01 181200000.00000000 USD 178643679.32000000 USD UST N N N Wind River CLO Ltd 254900AGKLJSTAXGRN27 97315VAL1 4200000.00000000 PA USD 4203992.86000000 0.053930641196 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 4.79000000 N N N N N N Wind River CLO Ltd 549300QKM4OHZM4I5C40 97316LAJ7 6700000.00000000 PA USD 6707023.54000000 0.086040602845 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 4.87000000 N N N N N N WINSTON RE LTD 2549001Q4VX5Y31QFJ88 975660AF8 250000.00000000 PA USD 251750.00000000 0.003229558035 Long DBT CORP BM N 2 2033-05-04 Floating 9.55000000 N N N N N N PROJECT CASHMERE CLASS A2 144A N/A 000000000 3700000.00000000 PA 2555880.75000000 0.032787945236 Long ABS-MBS CORP AU N 3 2057-12-30 Fixed 5.71000000 N N N N N N PROJECT CASHMERE CLASS A1 144A N/A 000000000 109900000.00000000 PA 75840468.55000000 0.972914377775 Long ABS-MBS CORP AU N 3 2057-12-30 Fixed 4.54000000 N N N N N N PROJECT CASHMERE CLASS B 144A N/A 000000000 2600000.00000000 PA 1796034.20000000 0.023040304596 Long ABS-MBS CORP AU N 3 2057-12-30 Fixed 5.86000000 N N N N N N PROJECT CASHMERE CLASS C 144A N/A 000000000 1300000.00000000 PA 898026.91000000 0.011520278145 Long ABS-MBS CORP AU N 3 2057-12-30 Fixed 6.16000000 N N N N N N PROJECT CASHMERE CLASS D 144A N/A 000000000 1000000.00000000 PA 690799.86000000 0.008861879795 Long ABS-MBS CORP AU N 3 2057-12-30 Fixed 6.56000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 -46100000.00000000 NC -503696.38000000 -0.00646163531 N/A DIR DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Euro-stat Eurozone HICP ex Tobacco NSA CPTFEMU Index 1.00000000 3.00000000 EUR 2035-06-22 XXXX 1593576.60000000 N N N JYSKE REALKREDIT A/S 529900R9HQNZRT2OXB26 000000000 6507.48000000 PA 940.14000000 0.000012060523 Long DBT CORP DK N 2 2047-10-01 Fixed 2.50000000 N N N N N N NYKREDIT REALKREDIT A/S LIU16F6VZJSD6UKHD557 000000000 17555.36000000 PA 2536.00000000 0.000032532906 Long DBT CORP DK N 2 2047-10-01 Fixed 2.50000000 N N N N N N REALKREDIT DANMARK 549300NLOMBOWE943Y30 000000000 7540.29000000 PA 1091.51000000 0.000014002363 Long DBT CORP DK N 2 2047-04-01 Fixed 2.50000000 N N N N N N NORDEA KREDIT REALKREDIT 52990080NNXXLC14OC65 000000000 3058.46000000 PA 441.60000000 0.000005665036 Long DBT CORP DK N 2 2047-10-01 Fixed 2.50000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 38465658.00000000 PA 37845203.75000000 0.485494664816 Long DBT NUSS FR N 2 2036-07-25 Fixed 0.10000000 N N N N N N JAPAN GOVT CPI LINKED 353800WZS8AXZXFUC241 000000000 10166570367.00000000 PA 62777063.55000000 0.805331360553 Long DBT NUSS JP N 2 2028-03-10 Fixed 0.10000000 N N N N N N JAPAN GOVT CPI LINKED 353800WZS8AXZXFUC241 000000000 13948707900.00000000 PA 85745155.42000000 1.099975990756 Long DBT NUSS JP N 2 2029-03-10 Fixed 0.10000000 N N N N N N BlueMountain EUR CLO 635400IYPG2G6NM3OV52 000000000 430605.52000000 PA 492540.65000000 0.006318524782 Long ABS-CBDO CORP IE N 2 2033-01-15 Floating 3.11000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 600000.00000000 PA 677843.14000000 0.008695665380 Long DBT CORP CH N 2 2028-01-14 Fixed 0.65000000 N N N N N N Bosphorus CLO 635400MHW87IZ2JWGW83 000000000 199200.20000000 PA 227724.62000000 0.002921350055 Long ABS-CBDO CORP IE N 2 2032-12-12 Floating 3.41000000 N N N N N N NYKREDIT REALKREDIT A/S LIU16F6VZJSD6UKHD557 000000000 1.56000000 PA 0.19000000 0.000000002437 Long DBT CORP DK N 2 2052-10-01 Fixed 1.50000000 N N N N N N NYKREDIT REALKREDIT A/S LIU16F6VZJSD6UKHD557 000000000 1.12000000 PA 0.14000000 0.000000001795 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N NYKREDIT REALKREDIT A/S LIU16F6VZJSD6UKHD557 000000000 1.27000000 PA 0.16000000 0.000000002052 Long DBT CORP DK N 2 2043-10-01 Fixed 0.50000000 N N N N N N NORDEA KREDIT REALKREDIT 52990080NNXXLC14OC65 000000000 2.13000000 PA 0.27000000 0.000000003463 Long DBT CORP DK N 2 2043-10-01 Fixed 0.50000000 N N N N N N JYSKE REALKREDIT A/S 529900R9HQNZRT2OXB26 000000000 311594.97000000 PA 39475.89000000 0.000506413814 Long DBT CORP DK N 2 2043-10-01 Fixed 0.50000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 17093704.00000000 PA 18638099.67000000 0.239097614902 Long DBT NUSS FR N 2 2031-07-25 Fixed 0.10000000 N N N N N N Dryden Euro CLO 635400YO6CJ2YJRXF230 000000000 770842.01000000 PA 881640.44000000 0.011310065411 Long ABS-CBDO CORP IE N 2 2034-04-15 Floating 3.08000000 N N N N N N Dryden Leveraged Loan CDO 635400RDG3EM9CGEVD60 000000000 4568675.79000000 PA 5220853.36000000 0.066975368102 Long ABS-CBDO CORP IE N 2 2033-04-15 Floating 2.86000000 N N N N N N Euro Galaxy CLO DAC 635400H1W7SGWXGQOB43 000000000 901939.91000000 PA 1030111.76000000 0.013214719808 Long ABS-CBDO CORP IE N 2 2034-04-24 Floating 2.78000000 N N N N N N JYSKE REALKREDIT A/S 529900R9HQNZRT2OXB26 000000000 97456194.37000000 PA 11760025.48000000 0.150862700234 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N St Pauls CLO 635400814HPIBD5YSW07 000000000 3190470.49000000 PA 3649496.99000000 0.046817328019 Long ABS-CBDO CORP IE N 2 2035-04-22 Floating 2.99000000 N N N N N N REALKREDIT DANMARK 549300NLOMBOWE943Y30 000000000 2.12000000 PA 0.26000000 0.000000003335 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N NORDEA KREDIT REALKREDIT 52990080NNXXLC14OC65 000000000 8584831.58000000 PA 1046455.36000000 0.013424382587 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N NYKREDIT REALKREDIT A/S LIU16F6VZJSD6UKHD557 000000000 2488427.71000000 PA 262063.49000000 0.003361863951 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N JYSKE REALKREDIT A/S 529900R9HQNZRT2OXB26 000000000 2.25000000 PA 0.28000000 0.000000003591 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N Ares European CLO 635400SFL7VSI4HNPI68 000000000 481021.79000000 PA 549889.49000000 0.007054220540 Long ABS-CBDO CORP IE N 2 2031-10-15 Floating 2.98000000 N N N N N N Penta CLO S.A. 549300FTCSBBS0J25486 000000000 3000000.00000000 PA 3431457.15000000 0.044020218516 Long ABS-CBDO CORP IE N 2 2036-07-25 Floating 3.02000000 N N N N N N BlackRock European CLO DAC 635400I5HNBLHUNUTO41 000000000 872259.35000000 PA 997863.73000000 0.012801028112 Long ABS-CBDO CORP IE N 2 2035-07-19 Floating 3.12000000 N N N N N N Madison Park Euro Funding 635400IRITPTWQSADZ09 000000000 1329544.17000000 PA 1520478.89000000 0.019505361734 Long ABS-CBDO CORP IE N 2 2035-07-15 Floating 3.08000000 N N N N N N Dryden Euro CLO 635400V5VX7XDQVRNU55 000000000 2667135.46000000 PA 3047469.61000000 0.039094260044 Long ABS-CBDO CORP IE N 2 2034-05-15 Floating 3.14000000 N N N N N N NORDEA KREDIT REALKREDIT 52990080NNXXLC14OC65 000000000 10700000.00000000 PA 1125751.91000000 0.014441633075 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N St Pauls CLO 549300IMSL8GGSOV5A04 000000000 2623277.90000000 PA 2998932.77000000 0.038471608439 Long ABS-CBDO CORP IE N 2 2030-04-25 Floating 3.00000000 N N N N N N Voya Euro CLO 549300H0DM0Z0GCEKC77 000000000 2500000.00000000 PA 2858349.03000000 0.036668139334 Long ABS-CBDO CORP IE N 2 2034-10-15 Floating 3.17000000 N N N N N N St Pauls CLO 549300HFD82A7GIR1V82 000000000 900000.00000000 PA 1029204.12000000 0.013203076209 Long ABS-CBDO CORP IE N 2 2035-10-25 Floating 3.15000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 100000.00000000 PA 124734.42000000 0.001600147163 Long DBT CORP CH N 2 2029-11-15 Fixed 2.13000000 N N N N N N NORDEA KREDIT REALKREDIT 52990080NNXXLC14OC65 000000000 8879530.15000000 PA 1148156.71000000 0.014729051553 Long DBT CORP DK N 2 2053-10-01 Fixed 2.00000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 83113674.00000000 PA 87129107.64000000 1.117729929237 Long DBT NUSS IT N 2 2033-05-15 Fixed 0.10000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 100000.00000000 PA 111401.54000000 0.001429107204 Long DBT CORP CH N 2 2032-04-02 Fixed 2.88000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 123409.00000000 PA 115693.52000000 0.001484166582 Long DBT NUSS FR N 2 2038-07-25 Fixed 0.10000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 300000.00000000 PA 400324.00000000 0.005135529656 Long DBT CORP CH N 2 2027-09-30 Fixed 7.00000000 N N N N N N Dryden Leveraged Loan CDO 635400BB1FXUIKRSHD56 000000000 220001.00000000 PA 251679.56000000 0.003228654400 Long ABS-CBDO CORP IE N 2 2033-01-17 Floating 3.22000000 N N N N N N Madison Park Euro Funding 635400Y8CTGVSWYFMB36 000000000 11803392.16000000 PA 13497244.08000000 0.173148492840 Long ABS-CBDO CORP IE N 2 2032-04-15 Floating 3.02000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 66367567.00000000 PA 76135659.67000000 0.976701217313 Long DBT NUSS IT N 2 2036-05-15 Fixed 1.80000000 N N N N N N CUMULUS STATIC CLO 2549005ZFHRHIZ9ONM43 000000000 2055139.64000000 PA 2349841.14000000 0.030144779882 Long ABS-CBDO CORP IE N 2 2033-11-15 Floating 3.48000000 N N N N N N Henley Funding Ltd. 635400YRMBLUNSYHHJ03 000000000 3100000.00000000 PA 3548123.33000000 0.045516862802 Long ABS-CBDO CORP IE N 2 2034-06-10 Floating 3.17000000 N N N N N N Palmer Square European Loan Funding 254900G4AVDGFB7U1712 000000000 3307567.60000000 PA 3783892.22000000 0.048541408237 Long ABS-CBDO CORP IE N 2 2034-05-15 Floating 3.27000000 N N N N N N AlbaCore Euro CLO 635400OMGYX1QQYCTI48 000000000 980002.67000000 PA 1122439.02000000 0.014399133887 Long ABS-CBDO CORP IE N 2 2035-07-15 Floating 3.19000000 N N N N N N Invesco Euro CLO 549300UGKXS54R7N7T14 000000000 4700000.00000000 PA 5376940.33000000 0.068977719356 Long ABS-CBDO CORP IE N 2 2038-10-30 Floating 3.26000000 N N N N N N Cordatus CLO PLC 549300830IXOSQG2RQ34 000000000 2306716.85000000 PA 2638615.85000000 0.033849306933 Long ABS-CBDO CORP IE N 2 2034-09-22 Floating 3.38000000 N N N N N N Arbour CLO 635400HEJB8VLV1GBH66 000000000 800000.00000000 PA 915233.12000000 0.011741006859 Long ABS-CBDO CORP IE N 2 2037-11-15 Floating 3.43000000 N N N N N N Palmer Square European Loan Funding 254900IYUKLJNYNCCC63 000000000 1513839.96000000 PA 1731848.72000000 0.022216905460 Long ABS-CBDO CORP IE N 2 2034-05-15 Floating 3.28000000 N N N N N N Hayfin Emerald CLO 549300FO5F55WI5RCR50 000000000 4000000.00000000 PA 4577808.20000000 0.058726106281 Long ABS-CBDO CORP IE N 2 2037-11-17 Floating 3.45000000 N N N N N N Arbour CLO 635400S59B1EE8UDJW07 000000000 4200000.00000000 PA 4805847.76000000 0.061651496522 Long ABS-CBDO CORP IE N 2 2038-12-15 Floating 3.58000000 N N N N N N St Pauls CLO 635400XUSSRWFBBTGN52 000000000 2598894.46000000 PA 2971912.22000000 0.038124977121 Long ABS-CBDO CORP IE N 2 2032-01-17 Floating 3.09000000 N N N N N N Hayfin Emerald CLO 635400DTCNEUJDSEHR95 000000000 5700000.00000000 PA 6524065.74000000 0.083693540946 Long ABS-CBDO CORP IE N 2 2039-01-22 Floating 3.40000000 N N N N N N MMIFS RE LTD 254900C86PCL10JRTQ88 000000000 250000.00000000 PA 178115.64000000 0.002284944573 Long DBT CORP BM N 2 2033-01-10 Floating 5.16000000 N N N N N N Bosphorus CLO 6354003QOK8LLEWEMR90 000000000 13205327.26000000 PA 15098950.82000000 0.193695880615 Long ABS-CBDO CORP IE N 2 2034-05-25 Floating 3.05000000 N N N N N N CVC Cordatus Opportunity Loan Fund DAC 635400C8SJP8XE4FXA57 000000000 7007320.42000000 PA 8004241.67000000 0.102681878854 Long ABS-CBDO CORP IE N 2 2033-08-15 Floating 3.12000000 N N N N N N Palmer Square European Loan Funding 254900S9D49Z2X16W073 000000000 1891003.51000000 PA 2163175.64000000 0.027750154001 Long ABS-CBDO CORP IE N 2 2033-08-15 Floating 3.25000000 N N N N N N JAPAN GOVT CPI LINKED 353800WZS8AXZXFUC241 000000000 5187765000.00000000 PA 30151221.90000000 0.386792933309 Long DBT NUSS JP N 2 2035-03-10 Fixed 0.01000000 N N N N N N OCP Euro CLO 635400KHBQOJVEDAGW16 000000000 4900000.00000000 PA 5603222.39000000 0.071880563626 Long ABS-CBDO CORP IE N 2 2036-07-20 Floating 3.48000000 N N N N N N ROCKFORD TOWER EUROPE CLO 635400J1BXSISHD5XN53 000000000 1100000.00000000 PA 1258318.22000000 0.016142251115 Long ABS-CBDO CORP IE N 2 2036-08-29 Floating 3.49000000 N N N N N N Palmer Square European Loan Funding 254900VGFCQBASWATQ78 000000000 3610049.93000000 PA 4127267.26000000 0.052946371969 Long ABS-CBDO CORP IE N 2 2035-07-15 Floating 3.13000000 N N N N N N Barings Euro CLO DAC 635400ZJ8J5B33GKCU35 000000000 2300000.00000000 PA 2630077.67000000 0.033739775462 Long ABS-CBDO CORP IE N 2 2039-08-15 Floating 3.43000000 N N N N N N Indigo Credit Management 635400RPIEMF9A3ZKM59 000000000 3000000.00000000 PA 3431601.11000000 0.044022065297 Long ABS-CBDO CORP IE N 2 2037-10-15 Floating 3.46000000 N N N N N N Japan Government Thirty Year Bonds 353800WZS8AXZXFUC241 000000000 6370000000.00000000 PA 35755760.63000000 0.458690383516 Long DBT NUSS JP N 2 2055-12-20 Fixed 3.40000000 N N N N N N RRE Loan Management 549300Y7WWMOS2O70P56 000000000 3000000.00000000 PA 3429513.58000000 0.043995285558 Long ABS-CBDO CORP IE N 2 2039-12-15 Floating 3.49000000 N N N N N N Arbour CLO 635400FGIUJTCSNUGD46 000000000 4200000.00000000 PA 4799533.34000000 0.061570492408 Long ABS-CBDO CORP IE N 2 2038-08-15 Floating 3.45000000 N N N N N N GSG BIDCO LTD 984500F49D98F3GDZ668 000000000 5800000.00000000 PA 6700507.43000000 0.085957011364 Long DBT CORP JE N 2 2051-06-15 Fixed 6.38000000 N N N N N N GSG BIDCO LTD 984500F49D98F3GDZ668 000000000 4600000.00000000 PA 5217380.77000000 0.066930820213 Long DBT CORP JE N 2 2036-06-15 Fixed 5.38000000 N N N N N N GSG BIDCO LTD 984500F49D98F3GDZ668 000000000 4200000.00000000 PA 4759904.34000000 0.061062114432 Long DBT CORP JE N 2 2031-06-15 Fixed 4.70000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 000000000 4400000.00000000 PA 5045689.14000000 0.064728285623 Long DBT NUSS BR N 2 2030-04-23 Fixed 4.00000000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 6200000.00000000 PA USD 6231139.38000000 0.079935754731 Long DBT CORP KY N 2 2029-04-27 Floating 4.68000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 000000000 1300000.00000000 PA 1584707.21000000 0.020329310441 Long DBT NUSS CR N 2 2033-04-27 Fixed 5.95000000 N N N N N N FIRST ABU DHABI BANK PJS 2138002Y3WMK6RZS8H90 000000000 8700000.00000000 PA USD 8698086.00000000 0.111582814430 Long DBT CORP AE N 2 2031-06-03 Floating 4.79000000 N N N N N N Ares Euro CLO 635400IGFVEGWNYOYO47 000000000 2300000.00000000 PA 2627979.76000000 0.033712862563 Long ABS-CBDO CORP IE N 3 2037-07-15 Floating 3.59000000 N N N N N N YARDSTICK RE DAC 635400Q8SLHRKDHDXR77 000000000 250000.00000000 PA 285649.97000000 0.003664441532 Long DBT CORP IE N 3 2034-07-08 Floating 4.27000000 N N N N N N EMIRATES NBD BANK PJSC 54930029BCN8HF3B1286 000000000 9300000.00000000 PA USD 9270565.50000000 0.118926829402 Long DBT CORP AE N 2 2031-06-29 Fixed 5.13000000 N N N N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 -1.00000000 NC USD 579.24000000 0.000007430741 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Short NYMEX Henry Hub Natural Gas Futures NGX26 Comdty 2026-10-28 -34509.24000000 USD 579.24000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 -242.00000000 NC USD -195306.58000000 -0.00250547739 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Short NYMEX Henry Hub Natural Gas Futures NGU26 Comdty 2026-08-27 -7534173.42000000 USD -195306.58000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 -3.00000000 NC USD 523.19000000 0.000006711707 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Short NYMEX Henry Hub Natural Gas Futures NGF27 Comdty 2026-12-29 -132253.19000000 USD 523.19000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 9.00000000 NC USD -153287.10000000 -0.00196643330 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Long ICE Brent Crude Oil Futures COZ6 Comdty 2026-10-30 807947.10000000 USD -153287.10000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 34.00000000 NC USD -341468.49000000 -0.00438050568 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX Light Sweet Crude Oil Futures CLZ6 Comdty 2026-11-20 2665368.49000000 USD -341468.49000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3151.00000000 NC USD -179299.78000000 -0.00230013523 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Three-Month SOFR Futures SFRZ6 Index 2027-03-16 756084506.03000000 USD -179299.78000000 N N N ICE Endex Derivatives N/A 000000000 -5.00000000 NC 17321.11000000 0.000222202701 N/A DCO NL N 1 ICE Endex Derivatives N/A Short TTF Natural Gas Base Load Monthly Futures TZTQ6 Comdty 2026-07-30 -176771.06000000 EUR 17321.11000000 N N N ICE Endex Derivatives N/A 000000000 -20.00000000 NC 26364.18000000 0.000338211119 N/A DCO NL N 1 ICE Endex Derivatives N/A Short TTF Natural Gas Base Load Monthly Futures TZTU6 Comdty 2026-08-27 -651849.85000000 EUR 26364.18000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 16.00000000 NC USD -81682.65000000 -0.00104786041 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Long ICE Gas Oil Futures QSZ6 Comdty 2026-12-10 1369282.65000000 USD -81682.65000000 N N N ICE Futures U.S. Energy Division N/A 000000000 1220.00000000 NC USD 451281.47000000 0.005789234151 N/A DCO US N 1 ICE Futures U.S. Energy Division N/A Long California Carbon Allowance Vintage Futures KBCZ26 Comdty 2026-12-24 39759918.53000000 USD 451281.47000000 N N N Commodities Exchange Center N/A 000000000 2.00000000 NC USD -83762.54000000 -0.00107454214 N/A DCO US N 1 Commodities Exchange Center N/A Long COMEX Gold 100 Troy Ounces Futures GCZ6 Comdty 2026-12-29 903462.54000000 USD -83762.54000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 -18.00000000 NC USD -214899.23000000 -0.00275682039 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Short NYBOT CSC C Coffee Futures KCU6 Comdty 2026-09-18 -1786138.27000000 USD -214899.23000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 11.00000000 NC USD 59874.32000000 0.000768093709 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long NYBOT CSC C Coffee Futures KCZ6 Comdty 2026-12-18 1103788.18000000 USD 59874.32000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 54.00000000 NC USD -360482.81000000 -0.00462442961 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Primary Aluminum Futures LAN26 Comdty 2026-07-13 4513582.31000000 USD -360482.81000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -54.00000000 NC USD 694787.69000000 0.008913037406 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Primary Aluminum Futures LAN26 Comdty 2026-07-13 -4847887.19000000 USD 694787.69000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 78.00000000 NC USD 698209.08000000 0.008956928479 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Zinc Futures LXN6 Comdty 2026-07-13 6275829.42000000 USD 698209.08000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -78.00000000 NC USD -192108.67000000 -0.00246445322 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Zinc Futures LXN6 Comdty 2026-07-13 -6781929.83000000 USD -192108.67000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 145.00000000 NC USD -534177.05000000 -0.00685265455 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Lead Futures LLN6 Comdty 2026-07-13 7211064.55000000 USD -534177.05000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -145.00000000 NC USD 330728.70000000 0.004242731005 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Lead Futures LLN6 Comdty 2026-07-13 -7007616.20000000 USD 330728.70000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 52.00000000 NC USD -424331.48000000 -0.00544350800 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures XBZ6 Comdty 2026-11-30 5337239.48000000 USD -424331.48000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -49.00000000 NC USD 28476.35000000 0.000365306951 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Corn Futures C Z6 Comdty 2026-12-14 -1096676.35000000 USD 28476.35000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -147.00000000 NC USD 536469.52000000 0.006882063352 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Wheat Futures W U6 Comdty 2026-09-14 -4867457.02000000 USD 536469.52000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 72.00000000 NC USD -159147.43000000 -0.00204161216 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Soybean Futures S X6 Comdty 2026-11-13 4276647.43000000 USD -159147.43000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -598.00000000 NC USD 1701104.59000000 0.021822506444 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Corn Futures C U6 Comdty 2026-09-14 -14161929.59000000 USD 1701104.59000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 -6.00000000 NC -58336.13000000 -0.00074836114 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Short Cocoa Futures QCU6 Comdty 2026-09-15 -185040.86000000 GBP -58336.13000000 N N N ICE Endex Derivatives N/A 000000000 25.00000000 NC 73781.02000000 0.000946494879 N/A DCO NL N 1 ICE Endex Derivatives N/A Long Carbon Emissions Futures MOZ26 Index 2026-12-14 1939427.07000000 EUR 73781.02000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -127.00000000 NC USD 387975.47000000 0.004977117364 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Lead Futures LLU6 Comdty 2026-09-14 -6316398.97000000 USD 387975.47000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 48.00000000 NC USD -557358.22000000 -0.00715003264 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Primary Aluminum Futures LAU26 Comdty 2026-09-14 4261098.22000000 USD -557358.22000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 69.00000000 NC USD 129852.59000000 0.001665805264 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Zinc Futures LXU6 Comdty 2026-09-14 6025671.91000000 USD 129852.59000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 61.00000000 NC USD 43572.30000000 0.000558964335 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Live Cattle Futures LCV6 Comdty 2026-10-30 5730687.70000000 USD 43572.30000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -84.00000000 NC USD 165443.89000000 0.002122385876 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Wheat Futures W Z6 Comdty 2026-12-14 -2704343.89000000 USD 165443.89000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 -97.00000000 NC USD 68748.81000000 0.000881939510 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Short NYBOT CTN Number 2 Cotton Futures CTZ6 Comdty 2026-12-08 -3793548.81000000 USD 68748.81000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 18.00000000 NC USD -258486.48000000 -0.00331597651 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX NY Harbor ULSD Futures HOZ6 Comdty 2026-11-30 2498060.88000000 USD -258486.48000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 26.00000000 NC USD -473027.62000000 -0.00606820318 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Nickel Futures LNN6 Comdty 2026-07-13 2986810.06000000 USD -473027.62000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -26.00000000 NC USD 176412.32000000 0.002263093646 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Nickel Futures LNN6 Comdty 2026-07-13 -2690194.76000000 USD 176412.32000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 -331.00000000 NC USD 139288.88000000 0.001786858079 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Short NYBOT CSC Number 11 World Sugar Futures SBH7 Comdty 2027-02-26 -5981836.08000000 USD 139288.88000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 5.00000000 NC USD -52679.29000000 -0.00067579274 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Nickel Futures LNU6 Comdty 2026-09-14 540359.89000000 USD -52679.29000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -24.00000000 NC USD 393930.30000000 0.005053508503 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Nickel Futures LNU6 Comdty 2026-09-14 -2734797.18000000 USD 393930.30000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 15.00000000 NC USD -19887.86000000 -0.00025513008 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Live Cattle Futures LCG6 Comdty 2026-08-31 1474437.86000000 USD -19887.86000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -72.00000000 NC USD 254077.55000000 0.003259416854 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short KCBT Hard Red Winter Wheat Futures KWU6 Comdty 2026-09-14 -2504977.55000000 USD 254077.55000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -26.00000000 NC USD 66069.83000000 0.000847572394 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Soybean Oil Futures BOZ6 Comdty 2026-12-14 -1085529.83000000 USD 66069.83000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 38.00000000 NC USD -99642.53000000 -0.00127825753 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long KCBT Hard Red Winter Wheat Futures KWZ6 Comdty 2026-12-14 1316117.53000000 USD -99642.53000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 324.00000000 NC USD -607887.46000000 -0.00779824361 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Soybean Meal Futures SMZ6 Comdty 2026-12-14 10428327.46000000 USD -607887.46000000 N N N Euronext NV 724500QJ4QSZ3H9QU415 000000000 55.00000000 NC -32302.27000000 -0.00041438750 N/A DCO FR N 1 Euronext NV 724500QJ4QSZ3H9QU415 Long Euronext Milling Wheat Futures CAU6 Comdty 2026-09-10 583770.85000000 EUR -32302.27000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -22.00000000 NC USD 7538.52000000 0.000096707399 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME Lean Hogs Futures LHQ6 Comdty 2026-08-14 -871698.52000000 USD 7538.52000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 -38.00000000 NC USD -586516.99000000 -0.00752409397 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Short NYBOT CSC Cocoa Futures CCZ6 Comdty 2026-12-15 -1384923.01000000 USD -586516.99000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -106.00000000 NC USD -1319.49000000 -0.00001692698 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME Lean Hogs Futures LHV6 Comdty 2026-10-14 -3475480.51000000 USD -1319.49000000 N N N Commodities Exchange Center N/A 000000000 1.00000000 NC USD -48958.03000000 -0.00062805481 N/A DCO US N 1 Commodities Exchange Center N/A Long COMEX Gold 100 Troy Ounces Futures GCQ6 Comdty 2026-08-27 452808.03000000 USD -48958.03000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 -7.00000000 NC USD 75771.95000000 0.000972035392 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Short NYMEX Platinum Futures PLV6 Comdty 2026-10-28 -623801.95000000 USD 75771.95000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 31.00000000 NC USD 265036.09000000 0.003399997752 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long NYBOT CSC Cocoa Futures CCU6 Comdty 2026-09-15 1309143.91000000 USD 265036.09000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 36.00000000 NC USD -248771.98000000 -0.00319135470 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Long ICE Brent Crude Oil Futures COH7 Comdty 2027-01-29 2836091.98000000 USD -248771.98000000 N N N Commodities Exchange Center N/A 000000000 9.00000000 NC USD -645010.40000000 -0.00827447277 N/A DCO US N 1 Commodities Exchange Center N/A Long COMEX Silver Futures SIU6 Comdty 2026-09-28 3341500.40000000 USD -645010.40000000 N N N Commodities Exchange Center N/A 000000000 8.00000000 NC USD -30785.46000000 -0.00039492921 N/A DCO US N 1 Commodities Exchange Center N/A Long COMEX Copper Futures HGU6 Comdty 2026-09-28 1281585.46000000 USD -30785.46000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -977.00000000 NC -571948.94000000 -0.00733720871 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 5 Year Euro BOBL Futures OEU6 Comdty 2026-09-08 -112225692.00000000 EUR -571948.94000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 14.00000000 NC USD 23030.79000000 0.000295448948 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Long White Sugar Futures QWV6 Comdty 2026-09-15 304009.21000000 USD 23030.79000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 4.00000000 NC USD -9842.90000000 -0.00012626898 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Soybean Oil Futures BOF7 Comdty 2027-01-14 166154.90000000 USD -9842.90000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -52.00000000 NC USD -1424.03000000 -0.00001826807 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Soybean Futures S F7 Comdty 2027-01-14 -3011325.97000000 USD -1424.03000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -9.00000000 NC USD -644.72000000 -0.00000827074 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Soybean Meal Futures SMF7 Comdty 2027-01-14 -273495.28000000 USD -644.72000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -474.00000000 NC USD -369198.56000000 -0.00473623903 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYU6 Comdty 2026-09-21 -51663411.05000000 USD -369198.56000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 107.00000000 NC 276711.73000000 0.003549777918 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 30 Year Euro BUXL Futures UBU6 Comdty 2026-09-08 11658362.72000000 EUR 276711.73000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -72.00000000 NC -73271.27000000 -0.00093995558 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXU6 Comdty 2026-09-08 -9104353.20000000 EUR -73271.27000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 353.00000000 NC 50549.90000000 0.000648476010 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 2 Year Euro SCHATZ Futures DUU6 Comdty 2026-09-08 37359638.88000000 EUR 50549.90000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -7630.00000000 NC USD 1537333.01000000 0.019721573685 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUU6 Comdty 2026-09-30 -1574062448.29000000 USD 1537333.01000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 2352.00000000 NC USD 4240330.26000000 0.054396793101 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long-Term U.S. Treasury Bond Futures WNU6 Comdty 2026-09-21 267746419.74000000 USD 4240330.26000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1699.00000000 NC USD 2241613.94000000 0.028756394486 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10 Year U.S. Treasury Notes Futures UXYU6 Comdty 2026-09-21 188564050.97000000 USD 2241613.94000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -2894.00000000 NC USD -7332152.09000000 -0.09406002263 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USU6 Comdty 2026-09-21 -319915941.66000000 USD -7332152.09000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -646.00000000 NC USD -190677.95000000 -0.00244609932 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVU6 Comdty 2026-09-30 -68918705.02000000 USD -190677.95000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 -8.00000000 NC USD -10014.16000000 -0.00012846598 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Short Robusta Coffee Futures 10-Tonne DFU6 Comdty 2026-09-24 -282625.84000000 USD -10014.16000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 1311.00000000 NC 2174506.08000000 0.027895505793 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-BTP Italian Bond Futures IKU6 Comdty 2026-09-08 154564728.80000000 EUR 2174506.08000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -2578.00000000 NC -1314357.94000000 -0.01686115291 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short French Government Bond Futures OATU6 Comdty 2026-09-08 -308158117.87000000 EUR -1314357.94000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 -9.00000000 NC USD 116058.59000000 0.001488849858 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Short NYMEX Palladium Futures PAU6 Comdty 2026-09-28 -1205868.59000000 USD 116058.59000000 N N N Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 000000000 -165.00000000 NC USD 19461.90000000 0.000249665682 N/A DCO SG N 1 Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 Short SGX Asiaclear TSI Iron Ore CFR China 62% FE Fines Index Futures SCOU6 Comdty 2026-09-30 -1651146.90000000 USD 19461.90000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 1333.00000000 NC 1452885.89000000 0.018638249455 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 10 Year Australian Bond Futures XMU6 Comdty 2026-09-15 144288243.05000000 AUD 1452885.89000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 -5.00000000 NC -8385.94000000 -0.00010757847 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Short ICE Natural Gas Futures FNQ6 Comdty 2026-07-30 -155575.41000000 GBP -8385.94000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 -175.00000000 NC -340436.36000000 -0.00436726507 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short TSE Japanese 10 Year Bond Futures JBU6 Comdty 2026-09-14 -22304396750.00000000 JPY -340436.36000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 -10.00000000 NC -16472.36000000 -0.00021131456 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Short ICE Natural Gas Futures FNU6 Comdty 2026-08-27 -304921.62000000 GBP -16472.36000000 N N N Grifonas Finance Plc 2138001BQMIKJQ4HNR60 000000000 42642.86000000 PA 48084.18000000 0.000616844686 Long ABS-MBS CORP GB N 2 2039-08-28 Floating 2.42000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 21167784.00000000 PA 23584552.43000000 0.302552853262 Long DBT NUSS IT N 2 2030-05-15 Fixed 0.40000000 N N N N N N NYKREDIT REALKREDIT A/S LIU16F6VZJSD6UKHD557 000000000 2.25000000 PA 0.27000000 0.000000003463 Long DBT CORP DK N 2 2050-10-01 Fixed 1.00000000 N N N N N N REALKREDIT DANMARK 549300NLOMBOWE943Y30 000000000 1.29000000 PA 0.15000000 0.000000001924 Long DBT CORP DK N 2 2053-10-01 Fixed 1.00000000 N N N N N N NORDEA KREDIT REALKREDIT 52990080NNXXLC14OC65 000000000 1.57000000 PA 0.20000000 0.000000002565 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N REALKREDIT DANMARK 549300NLOMBOWE943Y30 000000000 17605838.83000000 PA 2186529.64000000 0.028049749228 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 120100000.00000000 PA 156765697.21000000 2.011058260500 Long DBT NUSS GB N 2 2031-10-22 Fixed 4.00000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 -61700000.00000000 NC -64618.85000000 -0.00082895859 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A 61700000.00000000 OU Notional Amount N/A -64618.85000000 0.00000000 DIR US N/A N/A 2029-01-11 0.00000000 N/A 0.00000000 N/A 61700000.00000000 EUR 1.00000000 2.35000000 EUR 2027-01-07 XXXX 495344.27000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 -61700000.00000000 NC -576585.37000000 -0.00739668685 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A 61700000.00000000 OU Notional Amount N/A -576585.37000000 -0.01000000 DIR US N/A N/A 2029-01-11 0.00000000 N/A 0.00000000 N/A 61700000.00000000 EUR 1.00000000 2.35000000 EUR 2027-01-07 XXXX -16622.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 -192500000.00000000 NC -351348.90000000 -0.00450725586 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A 192500000.00000000 OU Notional Amount N/A -351348.90000000 0.00000000 DIR US N/A N/A 2029-01-18 0.00000000 N/A 0.00000000 N/A 192500000.00000000 EUR 1.00000000 2.50000000 EUR 2027-01-14 XXXX 1413641.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 -192500000.00000000 NC -1318009.26000000 -0.01690799362 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A 192500000.00000000 OU Notional Amount N/A -1318009.26000000 -0.02000000 DIR US N/A N/A 2029-01-18 0.00000000 N/A 0.00000000 N/A 192500000.00000000 EUR 1.00000000 2.50000000 EUR 2027-01-14 XXXX 446981.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -26400000.00000000 NC -208633.71000000 -0.00267644359 N/A DIR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Put Written Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 26400000.00000000 OU Notional Amount N/A -208633.71000000 0.00000000 DIR US N/A N/A 2029-01-27 0.00000000 N/A 0.00000000 N/A 26400000.00000000 EUR 1.00000000 2.44000000 EUR 2027-01-25 XXXX 26192.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -26400000.00000000 NC -41738.81000000 -0.00053544353 N/A DIR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Call Written Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 26400000.00000000 OU Notional Amount N/A -41738.81000000 0.00000000 DIR US N/A N/A 2029-01-27 0.00000000 N/A 0.00000000 N/A 26400000.00000000 EUR 1.00000000 2.44000000 EUR 2027-01-25 XXXX 193087.58000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 -71400000.00000000 NC -111149.93000000 -0.00142587944 N/A DIR US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Put Written Societe Generale SA O2RNE8IBXP4R0TD8PU41 Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 71400000.00000000 OU Notional Amount N/A -111149.93000000 0.00000000 DIR US N/A N/A 2031-08-27 0.00000000 N/A 0.00000000 N/A 71400000.00000000 GBP 1.00000000 4.50000000 GBP 2026-08-27 XXXX 301177.73000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 -71400000.00000000 NC -334377.92000000 -0.00428954477 N/A DIR US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Call Written Societe Generale SA O2RNE8IBXP4R0TD8PU41 Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 71400000.00000000 OU Notional Amount N/A -334377.92000000 0.00000000 DIR US N/A N/A 2031-08-27 0.00000000 N/A 0.00000000 N/A 71400000.00000000 GBP 1.00000000 4.00000000 GBP 2026-08-27 XXXX 77949.74000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12300000.00000000 OU Notional Amount USD 35729.48000000 0.000458353244 N/A DCR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CMBX.NA.AAA.12 137BENAL0 Y sell protection 2061-08-17 0.00000000 USD -23580.23000000 USD 12300000.00000000 USD 59309.71000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1141690000.00000000 OU Notional Amount 131911.38000000 0.001692216314 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-03-20 19393577.00000000 JPY 0.00000000 JPY 1141690000.00000000 JPY 9558.90000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2225400000.00000000 OU Notional Amount 420138.61000000 0.005389720055 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-03-20 59168086.00000000 JPY 0.00000000 JPY 2225400000.00000000 JPY 46793.15000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 50000.00000000 OU Notional Amount -623.79000000 -0.00000800224 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2037-05-15 0.00000000 EUR 0.00000000 EUR 50000.00000000 EUR -623.79000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 31090000.00000000 OU Notional Amount 18831162.45000000 0.241574307861 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2052-11-04 1812625.70000000 EUR 0.00000000 EUR 31090000.00000000 EUR 17057049.63000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 34090000.00000000 OU Notional Amount 20612882.07000000 0.264430978826 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2052-11-04 20086.77000000 EUR 0.00000000 EUR 34090000.00000000 EUR 20593221.81000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 54400000.00000000 OU Notional Amount 32898550.06000000 0.422036848839 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2052-11-08 3223195.43000000 EUR 0.00000000 EUR 54400000.00000000 EUR 29788111.33000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 144900000.00000000 OU Notional Amount USD 31889939.76000000 0.409097959072 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-02-13 2860658.58000000 USD 0.00000000 USD 144900000.00000000 USD 29029281.18000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10280000000.00000000 OU Notional Amount 1232866.59000000 0.015815746582 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-14 170824965.00000000 JPY 0.00000000 JPY 10280000000.00000000 JPY 155042.53000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10500000.00000000 OU Notional Amount 79804.84000000 0.001023771051 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-08-15 0.00000000 EUR 0.00000000 EUR 10500000.00000000 EUR 79804.84000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 112100000.00000000 OU Notional Amount 1113126.59000000 0.014279670002 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-08-15 0.00000000 EUR 0.00000000 EUR 112100000.00000000 EUR 1113126.59000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 8842000000.00000000 OU Notional Amount 4134202.60000000 0.053035341514 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-12-15 534998808.00000000 JPY 0.00000000 JPY 8842000000.00000000 JPY 757945.83000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 328400000.00000000 OU Notional Amount USD -14528284.64000000 -0.18637512769 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-11-15 0.00000000 USD -2180421.21000000 USD 328400000.00000000 USD -12347863.43000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 42700000.00000000 OU Notional Amount USD 15293359.41000000 0.196189838208 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2053-11-15 2568153.68000000 USD 0.00000000 USD 42700000.00000000 USD 12725205.73000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 36820000.00000000 OU Notional Amount USD -1605234.18000000 -0.02059263930 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-11-21 0.00000000 USD -234929.78000000 USD 36820000.00000000 USD -1370304.40000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 32700000.00000000 OU Notional Amount USD 11970387.63000000 0.153561317004 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2053-11-21 1944255.91000000 USD 0.00000000 USD 32700000.00000000 USD 10026131.72000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 46700000.00000000 OU Notional Amount USD 5534085.43000000 0.070993644760 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2054-06-20 1203661.58000000 USD 0.00000000 USD 46700000.00000000 USD 4330423.85000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 34100000.00000000 OU Notional Amount USD 1654194.41000000 0.021220722338 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-06-18 1372402.19000000 USD 0.00000000 USD 34100000.00000000 USD 281792.22000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 293832000.00000000 OU Notional Amount USD 2604262.40000000 0.033408605997 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-05-15 42989.58000000 USD 0.00000000 USD 293832000.00000000 USD 2561272.82000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 102400000.00000000 OU Notional Amount 1835546.49000000 0.023547185366 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2027-06-15 0.00000000 EUR 0.00000000 EUR 102400000.00000000 EUR 1835546.49000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 35900000.00000000 OU Notional Amount USD 1192188.74000000 0.015293913504 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2053-11-15 499238.48000000 USD 0.00000000 USD 35900000.00000000 USD 692950.26000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 32341200.00000000 OU Notional Amount USD 732495.84000000 0.009396773886 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2053-11-15 239273.83000000 USD 0.00000000 USD 32341200.00000000 USD 493222.01000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 38770000.00000000 OU Notional Amount 273526.13000000 0.003508911662 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-01-13 1497804.55000000 EUR 0.00000000 EUR 38770000.00000000 EUR -1481510.32000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 325650000.00000000 OU Notional Amount -5871431.58000000 -0.07532126728 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR -2161717.66000000 EUR 325650000.00000000 EUR -3330647.86000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 113700000.00000000 OU Notional Amount 2057545.74000000 0.026395087895 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-09-16 1195484.18000000 EUR 0.00000000 EUR 113700000.00000000 EUR 644018.73000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 76340000.00000000 OU Notional Amount -2416618.52000000 -0.03100142903 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 GBP -1248298.01000000 GBP 76340000.00000000 GBP -741052.45000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 157000000.00000000 OU Notional Amount -1810298.56000000 -0.02322329398 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-03-18 0.00000000 GBP -2148253.33000000 GBP 157000000.00000000 GBP 1059634.01000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 245110000.00000000 OU Notional Amount USD 5466884.42000000 0.070131561098 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-08-31 821085.90000000 USD 0.00000000 USD 245110000.00000000 USD 4645798.52000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 100000.00000000 OU Notional Amount USD 3220.39000000 0.000041312557 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2053-11-15 0.00000000 USD 0.00000000 USD 100000.00000000 USD 3220.39000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2700000.00000000 OU Notional Amount USD 89113.50000000 0.001143186573 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2053-11-15 0.00000000 USD 0.00000000 USD 2700000.00000000 USD 89113.50000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1200000.00000000 OU Notional Amount USD 42018.00000000 0.000539025102 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2053-11-15 0.00000000 USD 0.00000000 USD 1200000.00000000 USD 42018.00000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 6400.00000000 OU Notional Amount USD -45712.17000000 -0.00058641551 N/A DCO FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 CBOT Soybean Meal Futures SMZ6 Comdty Y equity-performance leg 2026-11-20 0.00000000 USD 0.00000000 USD 6400.00000000 USD -45712.17000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 74990000.00000000 OU Notional Amount USD -240057.99000000 -0.00307956786 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-11-30 0.00000000 USD -3726.92000000 USD 74990000.00000000 USD -236331.07000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 20820000.00000000 OU Notional Amount USD -64098.53000000 -0.00082228370 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-11-30 1781.82000000 USD 0.00000000 USD 20820000.00000000 USD -65880.35000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 276500000.00000000 OU Notional Amount USD 288831.90000000 0.003705260708 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-02-15 0.00000000 USD -1054492.23000000 USD 276500000.00000000 USD 1343324.13000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 200000000.00000000 OU Notional Amount USD -1785320.98000000 -0.02290287077 N/A DIR FR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 U.S. Treasury Inflation-Indexed Notes U.S. Treasury Inflation-Indexed Notes Y equity-performance leg 2026-07-17 0.00000000 USD 0.00000000 USD 200000000.00000000 USD -1785320.98000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 125000000.00000000 OU Notional Amount USD -1237940.98000000 -0.01588084305 N/A DIR FR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 U.S. Treasury Inflation-Indexed Notes U.S. Treasury Inflation-Indexed Notes Y equity-performance leg 2026-07-17 0.00000000 USD 0.00000000 USD 125000000.00000000 USD -1237940.98000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 100000000.00000000 OU Notional Amount USD -917062.18000000 -0.01176447083 N/A DIR FR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 U.S. Treasury Inflation-Indexed Notes U.S. Treasury Inflation-Indexed Notes Y equity-performance leg 2026-07-17 0.00000000 USD 0.00000000 USD 100000000.00000000 USD -917062.18000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 173700000.00000000 OU Notional Amount USD 684534.33000000 0.008781502863 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-11-30 0.00000000 USD 0.00000000 USD 173700000.00000000 USD 684534.33000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 153800000.00000000 OU Notional Amount USD 472904.24000000 0.006066620409 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-11-30 0.00000000 USD 0.00000000 USD 153800000.00000000 USD 472904.24000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 150000000.00000000 OU Notional Amount USD -938189.38000000 -0.01203549970 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 U.S. Treasury Inflation-Indexed Notes U.S. Treasury Inflation-Indexed Notes Y equity-performance leg 2026-07-10 0.00000000 USD 0.00000000 USD 150000000.00000000 USD -938189.38000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 250000000.00000000 OU Notional Amount USD -856492.38000000 -0.01098745520 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 U.S. Treasury Inflation-Indexed Notes U.S. Treasury Inflation-Indexed Notes Y equity-performance leg 2026-07-10 0.00000000 USD 0.00000000 USD 250000000.00000000 USD -856492.38000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 200000000.00000000 OU Notional Amount USD -1480028.93000000 -0.01898645212 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 U.S. Treasury Inflation-Indexed Notes U.S. Treasury Inflation-Indexed Notes Y equity-performance leg 2026-07-10 0.00000000 USD 0.00000000 USD 200000000.00000000 USD -1480028.93000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 100000000.00000000 OU Notional Amount USD -269171.57000000 -0.00345304948 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 U.S. Treasury Inflation-Indexed Notes U.S. Treasury Inflation-Indexed Notes Y equity-performance leg 2026-07-10 0.00000000 USD 0.00000000 USD 100000000.00000000 USD -269171.57000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 100000000.00000000 OU Notional Amount USD 171170.14000000 0.002195844691 N/A DIR FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 U.S. Treasury Inflation-Indexed Notes U.S. Treasury Inflation-Indexed Notes Y equity-performance leg 2026-07-21 0.00000000 USD 0.00000000 USD 100000000.00000000 USD 171170.14000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 100000000.00000000 OU Notional Amount USD 217602.38000000 0.002791497576 N/A DIR FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 U.S. Treasury Inflation-Indexed Notes U.S. Treasury Inflation-Indexed Notes Y equity-performance leg 2026-07-21 0.00000000 USD 0.00000000 USD 100000000.00000000 USD 217602.38000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 50000000.00000000 OU Notional Amount USD -29660.88000000 -0.00038050261 N/A DIR FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 U.S. Treasury Inflation-Indexed Notes U.S. Treasury Inflation-Indexed Notes Y equity-performance leg 2026-07-21 0.00000000 USD 0.00000000 USD 50000000.00000000 USD -29660.88000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 200000000.00000000 OU Notional Amount USD -154040.44000000 -0.00197609748 N/A DIR FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 U.S. Treasury Inflation-Indexed Notes U.S. Treasury Inflation-Indexed Notes Y equity-performance leg 2026-07-21 0.00000000 USD 0.00000000 USD 200000000.00000000 USD -154040.44000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 150000000.00000000 OU Notional Amount USD -175415.70000000 -0.00225030857 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 U.S. Treasury Inflation-Indexed Notes U.S. Treasury Inflation-Indexed Notes Y equity-performance leg 2026-07-22 0.00000000 USD 0.00000000 USD 150000000.00000000 USD -175415.70000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 379000000.00000000 OU Notional Amount USD 2058561.96000000 0.026408124405 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 U.S. Treasury Inflation-Indexed Notes U.S. Treasury Inflation-Indexed Notes Y equity-performance leg 2026-07-22 0.00000000 USD 0.00000000 USD 379000000.00000000 USD 2058561.96000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 50000000.00000000 OU Notional Amount USD -21606.35000000 -0.00027717561 N/A DIR FR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 U.S. Treasury Inflation-Indexed Notes U.S. Treasury Inflation-Indexed Notes Y equity-performance leg 2026-07-24 0.00000000 USD 0.00000000 USD 50000000.00000000 USD -21606.35000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 100000000.00000000 OU Notional Amount USD -84452.86000000 -0.00108339786 N/A DIR FR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 U.S. Treasury Inflation-Indexed Notes U.S. Treasury Inflation-Indexed Notes Y equity-performance leg 2026-07-24 0.00000000 USD 0.00000000 USD 100000000.00000000 USD -84452.86000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 15900000.00000000 OU Notional Amount 430720.44000000 0.005525468353 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2027-05-15 0.00000000 EUR 0.00000000 EUR 15900000.00000000 EUR 430720.44000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 61900000.00000000 OU Notional Amount 275501.36000000 0.003534250768 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2034-08-15 0.00000000 EUR -22860.23000000 EUR 61900000.00000000 EUR 300497.48000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 77300000.00000000 OU Notional Amount USD -323067.92000000 -0.00414445520 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2026-08-27 0.00000000 USD 0.00000000 USD 77300000.00000000 USD -323067.92000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 76400000.00000000 OU Notional Amount USD -602276.75000000 -0.00772626700 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2026-08-01 0.00000000 USD 0.00000000 USD 76400000.00000000 USD -602276.75000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 14700000.00000000 OU Notional Amount USD -1712988.36000000 -0.02197495659 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-07-09 955613.43000000 USD 0.00000000 USD 14700000.00000000 USD -2668601.79000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 32400000.00000000 OU Notional Amount USD -4744279.44000000 -0.06086167144 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2029-04-16 1066094.65000000 USD 0.00000000 USD 32400000.00000000 USD -5810374.09000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 51180000.00000000 OU Notional Amount -11772664.54000000 -0.15102483957 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2031-03-15 0.00000000 EUR -246773.87000000 EUR 51180000.00000000 EUR -11478103.08000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 200000.00000000 OU Notional Amount -4461.81000000 -0.00005723803 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on France CPI ex-Tobacco 2038-01-15 44534.09000000 EUR 0.00000000 EUR 200000.00000000 EUR -56876.19000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 13800000.00000000 OU Notional Amount 263871.23000000 0.003385054423 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.K. Retail Price Index 2034-09-15 0.00000000 GBP 0.00000000 GBP 13800000.00000000 GBP 263871.23000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 48300000.00000000 OU Notional Amount -23144.78000000 -0.00029691126 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.K. Retail Price Index 2027-09-15 16551.05000000 GBP 0.00000000 GBP 48300000.00000000 GBP -45286.77000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4430000.00000000 OU Notional Amount -61495.53000000 -0.00078889129 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2052-05-15 0.00000000 EUR 0.00000000 EUR 4430000.00000000 EUR -61495.53000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 9200000.00000000 OU Notional Amount USD 818334.21000000 0.010497945674 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-08-26 0.00000000 USD 0.00000000 USD 9200000.00000000 USD 818334.21000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 12700000.00000000 OU Notional Amount USD 1021899.30000000 0.013109366814 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-09-10 0.00000000 USD 0.00000000 USD 12700000.00000000 USD 1021899.30000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 78400000.00000000 OU Notional Amount USD -14637878.05000000 -0.18778103942 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2029-11-04 0.00000000 USD -998670.14000000 USD 78400000.00000000 USD -13639207.91000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4840000.00000000 OU Notional Amount 744912.80000000 0.009556064027 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2053-09-15 0.00000000 EUR 0.00000000 EUR 4840000.00000000 EUR 744912.80000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 23300000.00000000 OU Notional Amount USD -4059031.06000000 -0.05207100844 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2029-11-20 13805.36000000 USD 0.00000000 USD 23300000.00000000 USD -4072836.42000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4700000.00000000 OU Notional Amount -725096.22000000 -0.00930184835 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on France CPI ex-Tobacco 2039-11-15 332708.90000000 EUR 0.00000000 EUR 4700000.00000000 EUR -1116677.85000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10600000.00000000 OU Notional Amount 1394403.35000000 0.017888010102 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2053-04-15 64674.72000000 EUR 0.00000000 EUR 10600000.00000000 EUR 1323555.44000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5400000.00000000 OU Notional Amount 683225.80000000 0.008764716473 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2053-10-15 0.00000000 EUR 0.00000000 EUR 5400000.00000000 EUR 683225.80000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 13200000.00000000 OU Notional Amount 145935.85000000 0.001872128289 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2027-02-15 38380.84000000 EUR 0.00000000 EUR 13200000.00000000 EUR 101260.58000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5700000.00000000 OU Notional Amount 126893.84000000 0.001627849138 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2052-03-15 4030.36000000 EUR 0.00000000 EUR 5700000.00000000 EUR 122441.30000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1150000.00000000 OU Notional Amount 24877.16000000 0.000319134983 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2052-04-15 1332.95000000 EUR 0.00000000 EUR 1150000.00000000 EUR 23404.58000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 30600000.00000000 OU Notional Amount 207722.68000000 0.002664756505 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2034-09-15 0.00000000 EUR -72432.00000000 EUR 30600000.00000000 EUR 288567.65000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 8300000.00000000 OU Notional Amount 1196957.83000000 0.015355093456 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2053-10-15 70830.88000000 EUR 0.00000000 EUR 8300000.00000000 EUR 1122475.61000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 34500000.00000000 OU Notional Amount USD 4622360.44000000 0.059297641711 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2031-02-24 29723.32000000 USD 0.00000000 USD 34500000.00000000 USD 4592637.12000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 9100000.00000000 OU Notional Amount USD -1453478.10000000 -0.01864584658 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2029-07-25 155378.65000000 USD 0.00000000 USD 9100000.00000000 USD -1608856.75000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 35000000.00000000 OU Notional Amount 899839.63000000 0.011543532502 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.K. Retail Price Index 2034-08-15 150480.74000000 GBP 0.00000000 GBP 35000000.00000000 GBP 701686.65000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 15100000.00000000 OU Notional Amount 1306758.47000000 0.016763663622 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2052-12-15 0.00000000 EUR 0.00000000 EUR 15100000.00000000 EUR 1306758.47000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 22300000.00000000 OU Notional Amount USD -2649470.72000000 -0.03398855790 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2028-06-06 1402068.30000000 USD 0.00000000 USD 22300000.00000000 USD -4051539.02000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7900000.00000000 OU Notional Amount 201995.96000000 0.002591291661 N/A DIR XX N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA 2052-03-15 0.00000000 EUR -184761.25000000 EUR 7900000.00000000 EUR 408050.93000000 N N N 2026-08-03 PIMCO FUNDS Bijal Parikh Bijal Parikh Treasurer XXXX