| TSY INFL IX N/B 07/27 0.375 | 13.20 | 1,393,452 |
| TSY INFL IX N/B 04/27 0.125 | 13.08 | 1,387,881 |
| TSY INFL IX N/B 04/26 0.125 | 12.57 | 1,325,320 |
| TSY INFL IX N/B 07/26 0.125 | 12.56 | 1,306,433 |
| TSY INFL IX N/B 10/26 0.125 | 12.52 | 1,309,308 |
| TSY INFL IX N/B 10/27 1.625 | 12.37 | 1,284,637 |
| TSY INFL IX N/B 01/27 0.375 | 11.51 | 1,211,688 |
| TSY INFL IX N/B 01/28 0.5 | 9.92 | 1,054,872 |
| U.S. GOVERNMENT MONEY MARKET S | 0.99 | 104,773 |
| US DOLLAR | 0.57 | 60,401 |
| B0078242 IRS USD P F 2.41550 10078242_FIX CCPINFLATIONZERO | 0.37 | -10,500,000 |
| 10073264 IONIC SWAPTION 5.22 PUT USD 20270113 | 0.13 | 12,000,000 |
| 10073265 IONIC SWAPTION 5.22 PUT USD 20270113 | 0.10 | 9,000,000 |
| NET OTHER ASSETS | 0.09 | 0 |
| SWAPS JPM(CSHJPGSW0) COC USD SWAPS CASH COLLATERAL USD | 0.00 | 501 |
| B0078242 IRS USD R V 12MUSCPI 10078242_FLO CCPINFLATIONZERO | 0.00 | 10,500,000 |
